SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.7% |
||||||||
Communication Services — 8.9% |
||||||||
Alphabet Inc, Cl A |
90,721 | $ | 15,448 | |||||
Alphabet Inc, Cl C |
20,323 | 3,500 | ||||||
AT&T Inc |
288,603 | 7,910 | ||||||
BCE Inc |
48,048 | 1,111 | ||||||
Charter Communications Inc, Cl A * |
1,700 | 618 | ||||||
Comcast Corp, Cl A |
146,604 | 5,260 | ||||||
Fox Corp |
44,900 | 2,586 | ||||||
Liberty Media Corp-Liberty Formula One, Cl C * |
9,326 | 899 | ||||||
Liberty Media Corp-Liberty Live, Cl A * |
3,756 | 269 | ||||||
Meta Platforms Inc, Cl A |
26,474 | 17,690 | ||||||
Netflix Inc * |
6,561 | 6,433 | ||||||
Pinterest Inc, Cl A * |
14,436 | 534 | ||||||
Reddit Inc, Cl A * |
647 | 105 | ||||||
ROBLOX Corp, Cl A * |
13,319 | 848 | ||||||
Roku Inc, Cl A * |
3,206 | 268 | ||||||
Sea Ltd ADR * |
12,717 | 1,618 | ||||||
Sirius XM Holdings Inc |
24,600 | 595 | ||||||
Spotify Technology SA * |
5,062 | 3,078 | ||||||
Take-Two Interactive Software Inc * |
137 | 29 | ||||||
TEGNA Inc |
26,800 | 488 | ||||||
T-Mobile US Inc |
1,268 | 342 | ||||||
Verizon Communications Inc |
98,213 | 4,233 | ||||||
Walt Disney Co/The |
7,642 | 870 | ||||||
| 74,732 | ||||||||
Consumer Discretionary — 11.1% |
||||||||
Adtalem Global Education Inc * |
9,177 | 939 | ||||||
Airbnb Inc, Cl A * |
10,202 | 1,417 | ||||||
Amazon.com Inc * |
74,770 | 15,872 | ||||||
Amer Sports Inc * |
1,295 | 39 | ||||||
AutoNation Inc * |
4,400 | 802 | ||||||
AutoZone Inc * |
2,636 | 9,208 | ||||||
Best Buy Co Inc |
6,500 | 584 | ||||||
Booking Holdings Inc |
368 | 1,846 | ||||||
BorgWarner Inc |
25,100 | 747 | ||||||
Carter's Inc |
9,900 | 409 | ||||||
Carvana Co, Cl A * |
252 | 59 | ||||||
Deckers Outdoor Corp * |
5,511 | 768 | ||||||
DoorDash Inc, Cl A * |
10,072 | 1,999 | ||||||
eBay Inc |
35,748 | 2,314 | ||||||
Ferrari NV |
1,043 | 485 | ||||||
Five Below Inc * |
3,871 | 336 | ||||||
Ford Motor Co |
112,269 | 1,072 | ||||||
Garmin Ltd |
2,853 | 653 | ||||||
General Motors Co |
55,770 | 2,740 | ||||||
Genuine Parts Co |
19,067 | 2,381 | ||||||
Global-e Online Ltd, Cl E * |
3,958 | 169 | ||||||
Goodyear Tire & Rubber Co/The * |
58,400 | 552 | ||||||
Guess? Inc |
18,000 | 183 | ||||||
Harley-Davidson Inc |
25,500 | 657 | ||||||
Hilton Worldwide Holdings Inc |
12,725 | 3,372 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Home Depot Inc/The |
13,952 | $ | 5,533 | |||||
Jack in the Box Inc |
5,995 | 230 | ||||||
KB Home |
17,600 | 1,074 | ||||||
Kohl's Corp |
13,100 | 149 | ||||||
Kontoor Brands Inc |
5,950 | 387 | ||||||
Lear Corp |
4,700 | 442 | ||||||
Lowe's Cos Inc |
31,745 | 7,893 | ||||||
Macy's Inc |
36,200 | 519 | ||||||
Marriott International Inc/MD, Cl A |
10,868 | 3,048 | ||||||
Mattel Inc * |
33,400 | 711 | ||||||
MercadoLibre Inc * |
507 | 1,076 | ||||||
MGM Resorts International * |
16,800 | 584 | ||||||
NIKE Inc, Cl B |
28,839 | 2,291 | ||||||
O'Reilly Automotive Inc * |
72 | 99 | ||||||
Peloton Interactive Inc, Cl A * |
21,907 | 165 | ||||||
Penske Automotive Group Inc |
3,900 | 658 | ||||||
Pool Corp |
6,317 | 2,192 | ||||||
PulteGroup Inc |
16,400 | 1,694 | ||||||
Ross Stores Inc |
17,357 | 2,435 | ||||||
Super Group SGHC Ltd |
3,760 | 28 | ||||||
Tapestry Inc |
5,323 | 455 | ||||||
Tesla Inc * |
15,032 | 4,404 | ||||||
TJX Cos Inc/The |
48,114 | 6,003 | ||||||
VF Corp |
5,179 | 129 | ||||||
Victoria's Secret & Co * |
4,563 | 122 | ||||||
Whirlpool Corp |
6,200 | 631 | ||||||
| 92,555 | ||||||||
Consumer Staples — 6.1% |
||||||||
Albertsons Cos Inc, Cl A |
36,800 | 774 | ||||||
Altria Group Inc |
78,515 | 4,385 | ||||||
Archer-Daniels-Midland Co |
13,492 | 637 | ||||||
Bunge Global SA |
8,800 | 653 | ||||||
Cal-Maine Foods Inc |
2,691 | 243 | ||||||
Campbell Soup Co |
21,100 | 845 | ||||||
Casey's General Stores Inc |
7,893 | 3,269 | ||||||
Coca-Cola Co/The |
2,687 | 191 | ||||||
Coca-Cola Consolidated Inc |
965 | 1,368 | ||||||
Colgate-Palmolive Co |
23,910 | 2,180 | ||||||
Conagra Brands Inc |
30,600 | 782 | ||||||
Costco Wholesale Corp |
3,223 | 3,380 | ||||||
Diageo PLC ADR |
11,528 | 1,254 | ||||||
Dollar General Corp |
3,157 | 234 | ||||||
General Mills Inc |
18,200 | 1,103 | ||||||
Herbalife Ltd * |
15,000 | 124 | ||||||
J M Smucker Co/The |
8,500 | 940 | ||||||
Kenvue Inc |
115,940 | 2,736 | ||||||
Kraft Heinz Co/The |
41,780 | 1,283 | ||||||
Kroger Co/The |
37,700 | 2,444 | ||||||
Maplebear Inc * |
10,535 | 433 | ||||||
Molson Coors Beverage Co, Cl B |
34,110 | 2,091 | ||||||
PepsiCo Inc |
29,322 | 4,500 | ||||||
Philip Morris International Inc |
41,853 | 6,499 | ||||||
Spectrum Brands Holdings Inc |
5,194 | 402 | ||||||
SEI Institutional Investments Trust
1
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Target Corp |
17,528 | $ | 2,178 | |||||
Unilever PLC ADR |
50,192 | 2,841 | ||||||
Walgreens Boots Alliance Inc |
33,500 | 358 | ||||||
Walmart Inc |
31,526 | 3,109 | ||||||
| 51,236 | ||||||||
Energy — 3.6% |
||||||||
APA Corp |
14,000 | 290 | ||||||
Cameco Corp |
14,949 | 658 | ||||||
Cheniere Energy Inc |
10,042 | 2,295 | ||||||
Chevron Corp |
15,205 | 2,412 | ||||||
ConocoPhillips |
34,855 | 3,456 | ||||||
Devon Energy Corp |
23,300 | 844 | ||||||
Diamondback Energy Inc |
16,654 | 2,647 | ||||||
DT Midstream Inc |
6,348 | 610 | ||||||
Energy Transfer LP |
54,425 | 1,050 | ||||||
EOG Resources Inc |
5,000 | 635 | ||||||
Exxon Mobil Corp |
43,572 | 4,851 | ||||||
Halliburton Co |
28,800 | 759 | ||||||
HF Sinclair Corp |
23,000 | 811 | ||||||
Kinder Morgan Inc |
4,778 | 129 | ||||||
Marathon Petroleum Corp |
9,500 | 1,427 | ||||||
MPLX LP |
28,987 | 1,563 | ||||||
Murphy Oil Corp |
16,700 | 442 | ||||||
Phillips 66 |
11,200 | 1,453 | ||||||
Plains All American Pipeline LP |
77,134 | 1,569 | ||||||
Plains GP Holdings LP, Cl A |
53,160 | 1,148 | ||||||
Scorpio Tankers Inc |
8,700 | 347 | ||||||
Valero Energy Corp |
6,900 | 902 | ||||||
Williams Cos Inc/The |
3,304 | 192 | ||||||
| 30,490 | ||||||||
Financials — 18.7% |
||||||||
Affirm Holdings Inc, Cl A * |
3,909 | 251 | ||||||
Aflac Inc |
8,100 | 887 | ||||||
Allstate Corp/The |
1,420 | 283 | ||||||
Ally Financial Inc |
31,200 | 1,158 | ||||||
American International Group Inc |
22,800 | 1,891 | ||||||
Ameriprise Financial Inc |
8,801 | 4,729 | ||||||
Annaly Capital Management Inc ‡ |
19,900 | 437 | ||||||
Aon PLC, Cl A |
1,452 | 594 | ||||||
Bank of America Corp |
147,202 | 6,786 | ||||||
Bank of New York Mellon Corp/The |
51,169 | 4,551 | ||||||
Berkshire Hathaway Inc, Cl B * |
1,179 | 606 | ||||||
Capital One Financial Corp |
2,348 | 471 | ||||||
Charles Schwab Corp/The |
10,587 | 842 | ||||||
Chubb Ltd |
12,074 | 3,447 | ||||||
Citigroup Inc |
117,607 | 9,403 | ||||||
Citizens Financial Group Inc |
27,300 | 1,250 | ||||||
CME Group Inc, Cl A |
21,359 | 5,420 | ||||||
CNA Financial Corp |
10,800 | 529 | ||||||
Corebridge Financial Inc |
34,008 | 1,179 | ||||||
Customers Bancorp Inc * |
7,000 | 378 | ||||||
Discover Financial Services |
9,600 | 1,874 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Everest Group Ltd |
3,400 | $ | 1,201 | |||||
FactSet Research Systems Inc |
6,535 | 3,017 | ||||||
Fidelis Insurance Holdings Ltd |
31,400 | 462 | ||||||
Fifth Third Bancorp |
16,200 | 704 | ||||||
First Horizon Corp |
47,500 | 1,023 | ||||||
Goldman Sachs Group Inc/The |
8,390 | 5,221 | ||||||
Hartford Financial Services Group Inc/The |
20,100 | 2,377 | ||||||
Jackson Financial Inc, Cl A |
6,721 | 616 | ||||||
JPMorgan Chase & Co |
41,996 | 11,114 | ||||||
Kinsale Capital Group Inc |
6,488 | 2,802 | ||||||
Lincoln National Corp |
12,100 | 472 | ||||||
M&T Bank Corp |
2,100 | 403 | ||||||
Marsh & McLennan Cos Inc |
1,788 | 425 | ||||||
Mastercard Inc, Cl A |
19,474 | 11,223 | ||||||
MetLife Inc |
15,000 | 1,293 | ||||||
MGIC Investment Corp |
60,500 | 1,489 | ||||||
Moody's Corp |
20,790 | 10,477 | ||||||
Morgan Stanley |
64,927 | 8,642 | ||||||
MSCI Inc, Cl A |
11,627 | 6,866 | ||||||
Navient Corp |
52,300 | 748 | ||||||
PayPal Holdings Inc * |
24,761 | 1,759 | ||||||
Prudential Financial Inc |
3,448 | 397 | ||||||
Radian Group Inc |
35,300 | 1,162 | ||||||
Regions Financial Corp |
47,800 | 1,133 | ||||||
Remitly Global Inc * |
14,511 | 348 | ||||||
Robinhood Markets Inc, Cl A * |
22,964 | 1,150 | ||||||
S&P Global Inc |
5,581 | 2,979 | ||||||
State Street Corp |
27,200 | 2,699 | ||||||
Synchrony Financial |
15,762 | 956 | ||||||
Travelers Cos Inc/The |
13,499 | 3,489 | ||||||
Truist Financial Corp |
78,281 | 3,628 | ||||||
Unum Group |
29,526 | 2,430 | ||||||
Veritex Holdings Inc |
18,300 | 482 | ||||||
Visa Inc, Cl A |
28,546 | 10,354 | ||||||
Wells Fargo & Co |
54,822 | 4,294 | ||||||
Western Union Co/The |
49,400 | 535 | ||||||
Zions Bancorp NA |
11,100 | 600 | ||||||
| 155,936 | ||||||||
Health Care — 10.7% |
||||||||
AbbVie Inc |
7,071 | 1,478 | ||||||
Baxter International Inc |
19,900 | 687 | ||||||
Becton Dickinson & Co |
9,905 | 2,234 | ||||||
Boston Scientific Corp * |
7,668 | 796 | ||||||
Bristol-Myers Squibb Co |
42,500 | 2,534 | ||||||
Cardinal Health Inc |
16,069 | 2,081 | ||||||
Cencora Inc |
7,070 | 1,793 | ||||||
Centene Corp * |
23,400 | 1,361 | ||||||
Cigna Group/The |
4,300 | 1,328 | ||||||
CVS Health Corp |
27,000 | 1,774 | ||||||
Doximity Inc, Cl A * |
3,907 | 275 | ||||||
Eli Lilly & Co |
7,316 | 6,735 | ||||||
Exelixis Inc * |
26,715 | 1,034 | ||||||
Gilead Sciences Inc |
37,539 | 4,291 | ||||||
2
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Glaukos Corp * |
2,465 | $ | 296 | |||||
HCA Healthcare Inc |
5,600 | 1,715 | ||||||
Incyte Corp * |
17,300 | 1,272 | ||||||
Inmode Ltd * |
38,500 | 721 | ||||||
Intuitive Surgical Inc * |
1,020 | 585 | ||||||
IQVIA Holdings Inc * |
2,558 | 483 | ||||||
Jazz Pharmaceuticals PLC * |
6,880 | 987 | ||||||
Johnson & Johnson |
76,189 | 12,573 | ||||||
LifeStance Health Group Inc * |
6,014 | 47 | ||||||
McKesson Corp |
800 | 512 | ||||||
Medtronic PLC |
48,785 | 4,489 | ||||||
Merck & Co Inc |
53,670 | 4,951 | ||||||
Mettler-Toledo International Inc * |
1,954 | 2,487 | ||||||
Natera Inc * |
8,562 | 1,332 | ||||||
Novartis AG ADR |
22,205 | 2,421 | ||||||
Organon & Co |
4,167 | 62 | ||||||
Pfizer Inc |
248,594 | 6,570 | ||||||
Regeneron Pharmaceuticals Inc |
134 | 94 | ||||||
STERIS PLC |
11,282 | 2,474 | ||||||
Stryker Corp |
4,123 | 1,592 | ||||||
UnitedHealth Group Inc |
21,274 | 10,104 | ||||||
Universal Health Services Inc, Cl B |
5,400 | 946 | ||||||
Vaxcyte Inc * |
641 | 47 | ||||||
Veeva Systems Inc, Cl A * |
4,284 | 960 | ||||||
Viatris Inc |
55,200 | 509 | ||||||
Zoetis Inc, Cl A |
15,580 | 2,606 | ||||||
| 89,236 | ||||||||
Industrials — 10.2% |
||||||||
Acuity Brands Inc |
1,850 | 550 | ||||||
AGCO Corp |
11,000 | 1,067 | ||||||
Alaska Air Group Inc * |
2,613 | 189 | ||||||
Allegion PLC |
12,391 | 1,595 | ||||||
Allison Transmission Holdings Inc |
15,900 | 1,618 | ||||||
American Airlines Group Inc * |
38,300 | 550 | ||||||
Automatic Data Processing Inc |
13,358 | 4,210 | ||||||
Axon Enterprise Inc * |
1,399 | 739 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
16,695 | 1,771 | ||||||
Builders FirstSource Inc * |
3,100 | 431 | ||||||
Carrier Global Corp |
50,066 | 3,244 | ||||||
Caterpillar Inc |
1,551 | 533 | ||||||
Cintas Corp |
20,071 | 4,165 | ||||||
CNH Industrial NV |
103,800 | 1,337 | ||||||
Copart Inc * |
44,449 | 2,436 | ||||||
Cummins Inc |
6,000 | 2,209 | ||||||
Delta Air Lines Inc |
32,131 | 1,932 | ||||||
Dover Corp |
2,560 | 509 | ||||||
Eaton Corp PLC |
1,800 | 528 | ||||||
FedEx Corp |
7,000 | 1,840 | ||||||
Ferguson Enterprises Inc |
757 | 134 | ||||||
Flowserve Corp |
27,647 | 1,522 | ||||||
General Dynamics Corp |
10,132 | 2,559 | ||||||
General Electric Co |
954 | 197 | ||||||
GFL Environmental Inc |
45,069 | 2,035 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Graco Inc |
36,540 | $ | 3,182 | |||||
Greenbrier Cos Inc/The |
5,869 | 330 | ||||||
Griffon Corp |
6,200 | 448 | ||||||
HEICO Corp, Cl A |
7,970 | 1,699 | ||||||
Honeywell International Inc |
1,921 | 409 | ||||||
Huntington Ingalls Industries Inc |
2,000 | 351 | ||||||
Johnson Controls International PLC |
34,423 | 2,949 | ||||||
Lockheed Martin Corp |
3,000 | 1,351 | ||||||
Lyft Inc, Cl A * |
12,274 | 164 | ||||||
ManpowerGroup Inc |
11,900 | 686 | ||||||
Mueller Industries Inc |
5,335 | 428 | ||||||
Northrop Grumman Corp |
487 | 225 | ||||||
Old Dominion Freight Line Inc |
9,670 | 1,707 | ||||||
Oshkosh Corp |
6,200 | 634 | ||||||
Otis Worldwide Corp |
37,375 | 3,729 | ||||||
Owens Corning |
7,800 | 1,202 | ||||||
PACCAR Inc |
4,900 | 525 | ||||||
Paylocity Holding Corp * |
6,632 | 1,355 | ||||||
RTX Corp |
43,770 | 5,821 | ||||||
Rush Enterprises Inc, Cl A |
2,992 | 174 | ||||||
Science Applications International Corp |
3,800 | 375 | ||||||
Siemens AG ADR |
29,513 | 3,360 | ||||||
Snap-on Inc |
4,900 | 1,672 | ||||||
SS&C Technologies Holdings Inc |
14,140 | 1,259 | ||||||
Textron Inc |
19,200 | 1,435 | ||||||
Trane Technologies PLC |
2,175 | 769 | ||||||
Uber Technologies Inc * |
3,015 | 229 | ||||||
United Airlines Holdings Inc * |
24,146 | 2,265 | ||||||
United Parcel Service Inc, Cl B |
13,809 | 1,644 | ||||||
Upwork Inc * |
35,200 | 561 | ||||||
Vertiv Holdings Co, Cl A |
20,513 | 1,952 | ||||||
Waste Connections Inc |
20,953 | 3,976 | ||||||
Xometry Inc, Cl A * |
2,504 | 68 | ||||||
| 84,834 | ||||||||
Information Technology — 21.5% |
||||||||
Adobe Inc * |
8,213 | 3,602 | ||||||
Advanced Micro Devices Inc * |
1,930 | 193 | ||||||
Amphenol Corp, Cl A |
29,502 | 1,965 | ||||||
Analog Devices Inc |
16,336 | 3,758 | ||||||
Apple Inc |
85,262 | 20,620 | ||||||
Applied Materials Inc |
3,800 | 601 | ||||||
AppLovin Corp, Cl A * |
13,931 | 4,538 | ||||||
Arista Networks Inc * |
9,015 | 839 | ||||||
Arrow Electronics Inc * |
10,200 | 1,102 | ||||||
Asana Inc, Cl A * |
1,782 | 34 | ||||||
ASML Holding NV, Cl G |
744 | 528 | ||||||
Astera Labs Inc * |
9,118 | 678 | ||||||
Atlassian Corp, Cl A * |
3,832 | 1,089 | ||||||
Autodesk Inc * |
1,453 | 398 | ||||||
BILL Holdings Inc * |
939 | 52 | ||||||
Broadcom Inc |
77,928 | 15,541 | ||||||
Cadence Design Systems Inc * |
3,917 | 981 | ||||||
Cisco Systems Inc |
135,137 | 8,664 | ||||||
SEI Institutional Investments Trust
3
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Clearwater Analytics Holdings Inc, Cl A * |
25,253 | $ | 785 | |||||
Cloudflare Inc, Cl A * |
1,718 | 250 | ||||||
Coherent Corp * |
5,671 | 426 | ||||||
Core Scientific Inc * |
51,332 | 573 | ||||||
Dell Technologies Inc, Cl C |
14,300 | 1,469 | ||||||
DoubleVerify Holdings Inc * |
22,996 | 320 | ||||||
Dropbox Inc, Cl A * |
31,967 | 830 | ||||||
DXC Technology Co * |
24,600 | 452 | ||||||
Dynatrace Inc * |
12,166 | 697 | ||||||
EPAM Systems Inc * |
954 | 197 | ||||||
F5 Inc * |
6,012 | 1,758 | ||||||
Flex Ltd * |
19,300 | 731 | ||||||
Fortinet Inc * |
3,910 | 422 | ||||||
Freshworks Inc, Cl A * |
24,760 | 422 | ||||||
Gen Digital Inc |
24,000 | 656 | ||||||
Guidewire Software Inc * |
690 | 139 | ||||||
Hewlett Packard Enterprise Co |
90,800 | 1,799 | ||||||
HP Inc |
66,453 | 2,051 | ||||||
Intel Corp |
70,713 | 1,678 | ||||||
International Business Machines Corp |
4,770 | 1,204 | ||||||
Intuit Inc |
6,985 | 4,288 | ||||||
MACOM Technology Solutions Holdings Inc * |
949 | 110 | ||||||
Marvell Technology Inc |
2,977 | 273 | ||||||
Microsoft Corp |
97,295 | 38,625 | ||||||
MongoDB Inc, Cl A * |
2,762 | 739 | ||||||
Monolithic Power Systems Inc |
4,091 | 2,500 | ||||||
Motorola Solutions Inc |
7,144 | 3,145 | ||||||
Nebius Group NV, Cl A *(A) |
26,399 | 858 | ||||||
NVIDIA Corp |
163,613 | 20,439 | ||||||
Oracle Corp |
30,974 | 5,144 | ||||||
Palantir Technologies Inc, Cl A * |
3,710 | 315 | ||||||
Palo Alto Networks Inc * |
1,221 | 233 | ||||||
QUALCOMM Inc |
33,266 | 5,228 | ||||||
salesforce.com |
13,988 | 4,166 | ||||||
SANDISK CORP * |
2,700 | 126 | ||||||
ServiceNow Inc * |
1,308 | 1,216 | ||||||
Snowflake Inc, Cl A * |
6,574 | 1,164 | ||||||
SPS Commerce Inc * |
1,063 | 142 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
31,985 | 5,774 | ||||||
TD SYNNEX Corp |
7,900 | 1,086 | ||||||
Twilio Inc, Cl A * |
4,907 | 588 | ||||||
Western Digital Corp * |
8,100 | 396 | ||||||
Xerox Holdings Corp |
46,300 | 307 | ||||||
Zeta Global Holdings Corp, Cl A * |
2,245 | 39 | ||||||
Zoom Video Communications Inc, Cl A * |
5,602 | 413 | ||||||
| 179,356 | ||||||||
Materials — 3.0% |
||||||||
Avery Dennison Corp |
278 | 52 | ||||||
Berry Global Group Inc |
16,000 | 1,155 | ||||||
CF Industries Holdings Inc |
8,100 | 656 | ||||||
Chemours Co/The |
23,500 | 351 | ||||||
Dow Inc |
63,862 | 2,434 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
DuPont de Nemours Inc |
1,964 | $ | 161 | |||||
Eastman Chemical Co |
6,800 | 665 | ||||||
Ecolab Inc |
475 | 128 | ||||||
Glatfelter Corp * |
2,721 | 56 | ||||||
Linde PLC |
13,801 | 6,446 | ||||||
LyondellBasell Industries NV, Cl A |
5,900 | 453 | ||||||
NewMarket Corp |
1,000 | 570 | ||||||
O-I Glass Inc * |
39,200 | 450 | ||||||
Reliance Inc |
7,769 | 2,309 | ||||||
Sherwin-Williams Co/The |
21,496 | 7,787 | ||||||
Steel Dynamics Inc |
7,200 | 972 | ||||||
Sylvamo Corp |
11,800 | 839 | ||||||
| 25,484 | ||||||||
Real Estate — 2.0% |
||||||||
Brixmor Property Group Inc ‡ |
30,200 | 844 | ||||||
Compass Inc, Cl A * |
58,601 | 527 | ||||||
Crown Castle Inc ‡ |
18,897 | 1,778 | ||||||
Equinix Inc ‡ |
4,451 | 4,027 | ||||||
Healthpeak Properties Inc ‡ |
131,156 | 2,683 | ||||||
Host Hotels & Resorts Inc ‡ |
55,300 | 892 | ||||||
Jones Lang LaSalle Inc * |
2,138 | 581 | ||||||
Service Properties Trust ‡ |
37,100 | 111 | ||||||
VICI Properties Inc, Cl A ‡ |
96,608 | 3,139 | ||||||
Welltower Inc ‡ |
7,351 | 1,129 | ||||||
Zillow Group Inc, Cl A * |
922 | 69 | ||||||
Zillow Group Inc, Cl C * |
7,141 | 547 | ||||||
| 16,327 | ||||||||
Utilities — 1.9% |
||||||||
American Electric Power Co Inc |
1,416 | 150 | ||||||
Constellation Energy Corp |
688 | 172 | ||||||
Duke Energy Corp |
26,959 | 3,167 | ||||||
Edison International |
944 | 51 | ||||||
Exelon Corp |
38,290 | 1,693 | ||||||
NextEra Energy Inc |
43,480 | 3,051 | ||||||
NRG Energy Inc |
33,268 | 3,517 | ||||||
OGE Energy Corp |
6,111 | 283 | ||||||
PG&E Corp |
6,321 | 103 | ||||||
Southwest Gas Holdings Inc |
3,213 | 241 | ||||||
Talen Energy Corp * |
7,453 | 1,550 | ||||||
UGI Corp |
14,800 | 506 | ||||||
Vistra Corp |
8,914 | 1,192 | ||||||
| 15,676 | ||||||||
Total Common Stock |
||||||||
(Cost $574,125) ($ Thousands) |
815,862 | |||||||
4
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Fund (Concluded)
Description |
Shares |
Market Value |
||||||
CASH EQUIVALENT — 1.3% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
10,729,843 | $ | 10,730 | |||||
Total Cash Equivalent |
||||||||
(Cost $10,730) ($ Thousands) |
10,730 | |||||||
Total Investments in Securities — 99.0% |
||||||||
(Cost $584,855) ($ Thousands) |
$ | 826,592 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
32 | Mar-2025 | $ | 9,662 | $ | 9,541 | $ | (121 | ) | |||||||||||
S&P Mid Cap 400 Index E-MINI |
8 | Mar-2025 | 2,529 | 2,480 | (49 | ) | ||||||||||||||
| $ | 12,191 | $ | 12,021 | $ | (170 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $834,666 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
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 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 6 | $ | — | $ | (6 | ) | $ | (1 | ) | $ | 1 | $ | — | $ | — | $ | — | ||||||||||||||
SEI Daily Income Trust, Government Fund, |
19,730 | 161,753 | (170,753 | ) | — | — | 10,730 | 695 | — | |||||||||||||||||||||||
Totals |
$ | 19,736 | $ | 161,753 | $ | (170,759 | ) | $ | (1 | ) | $ | 1 | $ | 10,730 | $ | 695 | $ | — | ||||||||||||||
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 28, 2025
Large Cap Disciplined Equity Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 94.5% |
||||||||
Communication Services — 7.9% |
||||||||
Alphabet Inc, Cl A |
98,839 | $ | 16,830 | |||||
Alphabet Inc, Cl C |
50,604 | 8,715 | ||||||
AT&T Inc |
383,625 | 10,515 | ||||||
Comcast Corp, Cl A |
93,722 | 3,363 | ||||||
Liberty Media Corp-Liberty Live, Cl C * |
3,859 | 283 | ||||||
Lumen Technologies Inc * |
30,073 | 142 | ||||||
Meta Platforms Inc, Cl A |
51,874 | 34,662 | ||||||
Netflix Inc * |
10,475 | 10,271 | ||||||
Pinterest Inc, Cl A * |
8,437 | 312 | ||||||
Reddit Inc, Cl A * |
2,879 | 466 | ||||||
ROBLOX Corp, Cl A * |
20,077 | 1,278 | ||||||
Roku Inc, Cl A * |
9,145 | 764 | ||||||
Sirius XM Holdings Inc |
82,456 | 1,995 | ||||||
T-Mobile US Inc |
15,581 | 4,202 | ||||||
Verizon Communications Inc |
87,975 | 3,792 | ||||||
Walt Disney Co/The |
49,905 | 5,679 | ||||||
Warner Bros Discovery Inc * |
30,439 | 349 | ||||||
| 103,618 | ||||||||
Consumer Discretionary — 9.1% |
||||||||
ADT Inc |
122,638 | 1,004 | ||||||
Airbnb Inc, Cl A * |
20,904 | 2,903 | ||||||
Amazon.com Inc * |
99,068 | 21,030 | ||||||
AutoZone Inc * |
2,183 | 7,625 | ||||||
Booking Holdings Inc |
1,161 | 5,824 | ||||||
Caesars Entertainment Inc * |
6,754 | 224 | ||||||
Carnival Corp, Cl A * |
50,614 | 1,211 | ||||||
Deckers Outdoor Corp * |
16,783 | 2,339 | ||||||
DoorDash Inc, Cl A * |
23,438 | 4,651 | ||||||
Duolingo Inc, Cl A * |
163 | 51 | ||||||
eBay Inc |
47,905 | 3,101 | ||||||
Etsy Inc * |
5,894 | 302 | ||||||
Expedia Group Inc * |
3,291 | 651 | ||||||
Garmin Ltd |
6,948 | 1,591 | ||||||
General Motors Co |
148,872 | 7,314 | ||||||
H&R Block Inc |
2,731 | 149 | ||||||
Hilton Worldwide Holdings Inc |
9,500 | 2,517 | ||||||
Home Depot Inc/The |
28,255 | 11,206 | ||||||
Levi Strauss & Co, Cl A |
45,721 | 822 | ||||||
Lowe's Cos Inc |
15,939 | 3,963 | ||||||
Magna International Inc, Cl A |
57,610 | 2,099 | ||||||
Marriott International Inc/MD, Cl A |
16,053 | 4,502 | ||||||
NIKE Inc, Cl B |
46,232 | 3,672 | ||||||
Norwegian Cruise Line Holdings Ltd * |
77,244 | 1,755 | ||||||
Pool Corp |
9,331 | 3,238 | ||||||
PVH Corp |
11,180 | 837 | ||||||
Ralph Lauren Corp, Cl A |
4,365 | 1,183 | ||||||
Ross Stores Inc |
25,616 | 3,594 | ||||||
Royal Caribbean Cruises Ltd |
13,372 | 3,291 | ||||||
Tapestry Inc |
6,788 | 580 | ||||||
Tesla Inc * |
22,400 | 6,563 | ||||||
TJX Cos Inc/The |
65,274 | 8,144 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Toll Brothers Inc |
5,577 | $ | 623 | |||||
| 118,559 | ||||||||
Consumer Staples — 6.1% |
||||||||
Albertsons Cos Inc, Cl A |
17,680 | 372 | ||||||
Ambev ADR |
802,290 | 1,661 | ||||||
Archer-Daniels-Midland Co |
32,200 | 1,520 | ||||||
Casey's General Stores Inc |
11,649 | 4,825 | ||||||
Coca-Cola Consolidated Inc |
2,782 | 3,942 | ||||||
Colgate-Palmolive Co |
20,877 | 1,903 | ||||||
Conagra Brands Inc |
90,640 | 2,315 | ||||||
Costco Wholesale Corp |
4,757 | 4,988 | ||||||
Dollar General Corp |
56,801 | 4,214 | ||||||
Estee Lauder Cos Inc/The, Cl A |
25,960 | 1,867 | ||||||
Kroger Co/The |
143,992 | 9,334 | ||||||
Maplebear Inc * |
55,208 | 2,269 | ||||||
PepsiCo Inc |
26,468 | 4,062 | ||||||
Performance Food Group Co * |
10,782 | 918 | ||||||
Philip Morris International Inc |
58,063 | 9,016 | ||||||
Procter & Gamble Co/The |
38,722 | 6,731 | ||||||
Target Corp |
25,550 | 3,174 | ||||||
Tyson Foods Inc, Cl A |
52,810 | 3,239 | ||||||
Walmart Inc |
140,169 | 13,822 | ||||||
| 80,172 | ||||||||
Energy — 3.1% |
||||||||
BP PLC ADR |
88,230 | 2,922 | ||||||
Canadian Natural Resources Ltd |
54,310 | 1,535 | ||||||
Cheniere Energy Inc |
14,821 | 3,388 | ||||||
Chevron Corp |
10,920 | 1,732 | ||||||
ConocoPhillips |
16,900 | 1,676 | ||||||
Devon Energy Corp |
35,170 | 1,274 | ||||||
Diamondback Energy Inc |
24,586 | 3,908 | ||||||
DT Midstream Inc |
11,403 | 1,096 | ||||||
Energy Transfer LP |
199,253 | 3,844 | ||||||
Kinder Morgan Inc |
37,878 | 1,027 | ||||||
MPLX LP |
41,684 | 2,247 | ||||||
Murphy Oil Corp |
16,062 | 425 | ||||||
Ovintiv Inc |
57,924 | 2,517 | ||||||
Plains All American Pipeline LP |
217,790 | 4,430 | ||||||
Schlumberger NV |
40,828 | 1,701 | ||||||
Shell PLC ADR |
38,450 | 2,594 | ||||||
SM Energy Co |
35,413 | 1,158 | ||||||
Targa Resources Corp |
3,545 | 715 | ||||||
TechnipFMC PLC |
993 | 29 | ||||||
Williams Cos Inc/The |
30,120 | 1,752 | ||||||
| 39,970 | ||||||||
Financials — 17.4% |
||||||||
Affirm Holdings Inc, Cl A * |
2,447 | 157 | ||||||
Allstate Corp/The |
31,074 | 6,188 | ||||||
Ameriprise Financial Inc |
10,185 | 5,472 | ||||||
Annaly Capital Management Inc ‡ |
121,370 | 2,665 | ||||||
Bank of America Corp |
287,579 | 13,257 | ||||||
Bank of New York Mellon Corp/The |
55,619 | 4,947 | ||||||
6
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Berkshire Hathaway Inc, Cl B * |
4,169 | $ | 2,142 | |||||
BlackRock Funding Inc/DE |
2,331 | 2,279 | ||||||
Cadence Bank |
32,143 | 1,066 | ||||||
Capital One Financial Corp |
27,757 | 5,567 | ||||||
Charles Schwab Corp/The |
15,739 | 1,252 | ||||||
Citigroup Inc |
176,616 | 14,121 | ||||||
CME Group Inc, Cl A |
30,805 | 7,817 | ||||||
Comerica Inc |
34,819 | 2,240 | ||||||
Corebridge Financial Inc |
23,291 | 808 | ||||||
Everest Group Ltd |
7,996 | 2,824 | ||||||
FactSet Research Systems Inc |
5,200 | 2,401 | ||||||
Fidelity National Financial Inc |
44,089 | 2,845 | ||||||
Fidelity National Information Services Inc |
42,424 | 3,017 | ||||||
Fiserv Inc * |
6,332 | 1,492 | ||||||
Global Payments Inc |
66,769 | 7,030 | ||||||
Goldman Sachs Group Inc/The |
15,085 | 9,387 | ||||||
Intercontinental Exchange Inc |
13,112 | 2,271 | ||||||
Invesco Ltd |
111,852 | 1,945 | ||||||
Jackson Financial Inc, Cl A |
6,849 | 628 | ||||||
JPMorgan Chase & Co |
93,773 | 24,817 | ||||||
Kinsale Capital Group Inc |
9,575 | 4,135 | ||||||
M&T Bank Corp |
10,940 | 2,097 | ||||||
Marsh & McLennan Cos Inc |
12,285 | 2,922 | ||||||
Mastercard Inc, Cl A |
27,305 | 15,736 | ||||||
MGIC Investment Corp |
63,269 | 1,557 | ||||||
Moody's Corp |
20,793 | 10,479 | ||||||
Morgan Stanley |
65,783 | 8,756 | ||||||
MSCI Inc, Cl A |
12,880 | 7,606 | ||||||
Nasdaq Inc |
34,945 | 2,893 | ||||||
OneMain Holdings Inc, Cl A |
11,952 | 642 | ||||||
PayPal Holdings Inc * |
8,457 | 601 | ||||||
Prudential Financial Inc |
7,059 | 813 | ||||||
RenaissanceRe Holdings Ltd |
3,543 | 842 | ||||||
Robinhood Markets Inc, Cl A * |
17,438 | 874 | ||||||
S&P Global Inc |
8,374 | 4,470 | ||||||
Synchrony Financial |
73,186 | 4,441 | ||||||
Travelers Cos Inc/The |
17,386 | 4,494 | ||||||
Visa Inc, Cl A |
49,479 | 17,947 | ||||||
Wells Fargo & Co |
53,164 | 4,164 | ||||||
Willis Towers Watson PLC |
10,670 | 3,624 | ||||||
| 227,728 | ||||||||
Health Care — 10.9% |
||||||||
AbbVie Inc |
18,725 | 3,914 | ||||||
Agilent Technologies Inc |
1,657 | 212 | ||||||
AstraZeneca PLC ADR |
19,310 | 1,472 | ||||||
Becton Dickinson & Co |
8,100 | 1,827 | ||||||
BioMarin Pharmaceutical Inc * |
5,219 | 371 | ||||||
Bristol-Myers Squibb Co |
36,372 | 2,168 | ||||||
Cardinal Health Inc |
2,999 | 388 | ||||||
Cencora Inc |
10,429 | 2,644 | ||||||
CVS Health Corp |
158,428 | 10,412 | ||||||
DaVita Inc * |
930 | 138 | ||||||
Dexcom Inc * |
6,737 | 595 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Doximity Inc, Cl A * |
26,184 | $ | 1,846 | |||||
Edwards Lifesciences Corp * |
8,255 | 591 | ||||||
Elevance Health Inc |
1,339 | 531 | ||||||
Eli Lilly & Co |
13,704 | 12,616 | ||||||
Exelixis Inc * |
24,357 | 942 | ||||||
Genmab ADR * |
64,140 | 1,455 | ||||||
Gilead Sciences Inc |
47,372 | 5,415 | ||||||
GSK PLC ADR |
69,250 | 2,603 | ||||||
Halozyme Therapeutics Inc * |
17,004 | 1,006 | ||||||
HCA Healthcare Inc |
6,371 | 1,951 | ||||||
Hims & Hers Health Inc * |
10,083 | 455 | ||||||
Humana Inc |
8,720 | 2,358 | ||||||
Illumina Inc * |
3,631 | 322 | ||||||
Incyte Corp * |
1,954 | 144 | ||||||
Insulet Corp * |
1,674 | 456 | ||||||
Intuitive Surgical Inc * |
769 | 441 | ||||||
Jazz Pharmaceuticals PLC * |
17,380 | 2,495 | ||||||
Johnson & Johnson |
83,937 | 13,851 | ||||||
McKesson Corp |
361 | 231 | ||||||
Medtronic PLC |
89,217 | 8,210 | ||||||
Merck & Co Inc |
17,888 | 1,650 | ||||||
Mettler-Toledo International Inc * |
1,550 | 1,973 | ||||||
Neurocrine Biosciences Inc * |
7,718 | 916 | ||||||
Organon & Co |
62,730 | 935 | ||||||
Pfizer Inc |
250,065 | 6,609 | ||||||
Regeneron Pharmaceuticals Inc |
263 | 184 | ||||||
ResMed Inc |
11,723 | 2,738 | ||||||
Royalty Pharma PLC, Cl A |
68,480 | 2,304 | ||||||
Sanofi SA ADR |
37,240 | 2,028 | ||||||
Sarepta Therapeutics Inc * |
14,534 | 1,551 | ||||||
STERIS PLC |
16,650 | 3,651 | ||||||
Stryker Corp |
10,383 | 4,010 | ||||||
Teleflex Inc |
7,895 | 1,048 | ||||||
Tenet Healthcare Corp * |
2,690 | 341 | ||||||
UnitedHealth Group Inc |
41,285 | 19,609 | ||||||
Universal Health Services Inc, Cl B |
5,076 | 890 | ||||||
Veeva Systems Inc, Cl A * |
18,430 | 4,131 | ||||||
Viatris Inc |
172,860 | 1,595 | ||||||
Waystar Holding Corp * |
4,969 | 216 | ||||||
Zoetis Inc, Cl A |
22,995 | 3,846 | ||||||
| 142,285 | ||||||||
Industrials — 9.1% |
||||||||
Acuity Brands Inc |
1,769 | 526 | ||||||
AerCap Holdings NV |
43,480 | 4,483 | ||||||
AGCO Corp |
5,624 | 545 | ||||||
Alaska Air Group Inc * |
12,040 | 870 | ||||||
Allegion PLC |
29,379 | 3,781 | ||||||
American Airlines Group Inc * |
111,708 | 1,603 | ||||||
Automatic Data Processing Inc |
23,353 | 7,360 | ||||||
Axon Enterprise Inc * |
3,224 | 1,704 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
24,640 | 2,613 | ||||||
Carrier Global Corp |
40,100 | 2,598 | ||||||
Caterpillar Inc |
8,664 | 2,980 | ||||||
SEI Institutional Investments Trust
7
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Cintas Corp |
33,226 | $ | 6,894 | |||||
CNH Industrial NV |
144,832 | 1,865 | ||||||
Comfort Systems USA Inc |
2,652 | 964 | ||||||
Copart Inc * |
34,700 | 1,902 | ||||||
Core & Main Inc, Cl A * |
32,358 | 1,651 | ||||||
Cummins Inc |
1,012 | 373 | ||||||
Delta Air Lines Inc |
130,841 | 7,866 | ||||||
Eaton Corp PLC |
927 | 272 | ||||||
Equifax Inc |
8,054 | 1,975 | ||||||
FedEx Corp |
23,315 | 6,130 | ||||||
Flowserve Corp |
61,726 | 3,397 | ||||||
General Electric Co |
34,798 | 7,202 | ||||||
Graco Inc |
29,200 | 2,542 | ||||||
Honeywell International Inc |
4,678 | 996 | ||||||
Lockheed Martin Corp |
6,149 | 2,769 | ||||||
Lyft Inc, Cl A * |
16,043 | 214 | ||||||
Masco Corp |
28,234 | 2,123 | ||||||
Northrop Grumman Corp |
1,488 | 687 | ||||||
Old Dominion Freight Line Inc |
14,272 | 2,519 | ||||||
Otis Worldwide Corp |
28,600 | 2,854 | ||||||
Paylocity Holding Corp * |
10,985 | 2,244 | ||||||
RTX Corp |
68,858 | 9,157 | ||||||
SS&C Technologies Holdings Inc |
55,660 | 4,957 | ||||||
Textron Inc |
18,857 | 1,409 | ||||||
Trane Technologies PLC |
2,996 | 1,060 | ||||||
TransUnion |
26,632 | 2,462 | ||||||
Uber Technologies Inc * |
24,164 | 1,837 | ||||||
United Airlines Holdings Inc * |
19,836 | 1,861 | ||||||
United Parcel Service Inc, Cl B |
1,723 | 205 | ||||||
Vertiv Holdings Co, Cl A |
10,352 | 985 | ||||||
Waste Connections Inc |
30,922 | 5,868 | ||||||
WESCO International Inc |
13,898 | 2,508 | ||||||
| 118,811 | ||||||||
Information Technology — 23.7% |
||||||||
Adobe Inc * |
12,719 | 5,578 | ||||||
Advanced Micro Devices Inc * |
15,801 | 1,578 | ||||||
Akamai Technologies Inc * |
21,842 | 1,762 | ||||||
Amphenol Corp, Cl A |
44,569 | 2,968 | ||||||
Analog Devices Inc |
12,100 | 2,784 | ||||||
Apple Inc |
269,964 | 65,288 | ||||||
Applied Materials Inc |
11,877 | 1,877 | ||||||
Arista Networks Inc * |
36,369 | 3,384 | ||||||
Atlassian Corp, Cl A * |
15,500 | 4,406 | ||||||
Autodesk Inc * |
4,137 | 1,134 | ||||||
BILL Holdings Inc * |
6,946 | 383 | ||||||
Broadcom Inc |
98,398 | 19,624 | ||||||
Cisco Systems Inc |
111,612 | 7,155 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
42,262 | 1,314 | ||||||
Crowdstrike Holdings Inc, Cl A * |
4,043 | 1,575 | ||||||
Dell Technologies Inc, Cl C |
4,479 | 460 | ||||||
Dropbox Inc, Cl A * |
4,137 | 108 | ||||||
Dynatrace Inc * |
43,567 | 2,494 | ||||||
Elastic NV * |
7,845 | 913 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
F5 Inc * |
14,408 | $ | 4,213 | |||||
Fortinet Inc * |
14,863 | 1,605 | ||||||
Freshworks Inc, Cl A * |
23,560 | 402 | ||||||
Hewlett Packard Enterprise Co |
87,695 | 1,737 | ||||||
HP Inc |
37,868 | 1,169 | ||||||
Intel Corp |
281,596 | 6,682 | ||||||
International Business Machines Corp |
7,562 | 1,909 | ||||||
Intuit Inc * |
20,712 | 12,714 | ||||||
KLA Corp |
536 | 380 | ||||||
Kyndryl Holdings Inc * |
21,978 | 837 | ||||||
Lam Research Corp |
43,948 | 3,373 | ||||||
MACOM Technology Solutions Holdings Inc * |
1,346 | 156 | ||||||
Micron Technology Inc |
18,480 | 1,730 | ||||||
Microsoft Corp |
154,684 | 61,408 | ||||||
MongoDB Inc, Cl A * |
3,825 | 1,023 | ||||||
Monolithic Power Systems Inc |
7,517 | 4,593 | ||||||
Motorola Solutions Inc |
14,995 | 6,601 | ||||||
NetApp Inc |
12,695 | 1,267 | ||||||
NVIDIA Corp |
223,981 | 27,980 | ||||||
ON Semiconductor Corp * |
51,440 | 2,420 | ||||||
Oracle Corp |
26,610 | 4,419 | ||||||
Palantir Technologies Inc, Cl A * |
15,114 | 1,284 | ||||||
Palo Alto Networks Inc * |
8,629 | 1,643 | ||||||
Pegasystems Inc |
11,191 | 879 | ||||||
QUALCOMM Inc |
21,509 | 3,381 | ||||||
Salesforce Inc |
34,078 | 10,150 | ||||||
Samsara, Cl A * |
5,417 | 258 | ||||||
SentinelOne Inc, Cl A * |
7,217 | 149 | ||||||
ServiceNow Inc * |
3,687 | 3,428 | ||||||
Snowflake Inc, Cl A * |
1,931 | 342 | ||||||
SPS Commerce Inc * |
871 | 116 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
22,261 | 4,019 | ||||||
TE Connectivity PLC |
8,233 | 1,268 | ||||||
Teradyne Inc |
12,775 | 1,404 | ||||||
Twilio Inc, Cl A * |
19,631 | 2,354 | ||||||
UiPath Inc, Cl A * |
120,069 | 1,477 | ||||||
VeriSign Inc * |
1,533 | 365 | ||||||
Vontier Corp |
63,960 | 2,389 | ||||||
Workday Inc, Cl A * |
3,587 | 945 | ||||||
Zoom Video Communications Inc, Cl A * |
29,153 | 2,149 | ||||||
| 309,403 | ||||||||
Materials — 2.8% |
||||||||
Alcoa Corp |
39,549 | 1,315 | ||||||
Avery Dennison Corp |
4,799 | 902 | ||||||
Celanese Corp, Cl A |
50,850 | 2,590 | ||||||
Crown Holdings Inc |
25,050 | 2,245 | ||||||
Ecolab Inc |
4,804 | 1,292 | ||||||
FMC Corp |
125,719 | 4,639 | ||||||
Freeport-McMoRan Inc, Cl B |
62,330 | 2,301 | ||||||
Linde PLC |
12,729 | 5,945 | ||||||
Louisiana-Pacific Corp |
14,032 | 1,399 | ||||||
PPG Industries Inc |
12,626 | 1,430 | ||||||
8
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Reliance Inc |
11,466 | $ | 3,407 | |||||
RPM International Inc |
4,725 | 585 | ||||||
Sherwin-Williams Co/The |
22,649 | 8,205 | ||||||
| 36,255 | ||||||||
Real Estate — 2.0% |
||||||||
Brixmor Property Group Inc ‡ |
77,398 | 2,164 | ||||||
Compass Inc, Cl A * |
53,402 | 480 | ||||||
Equinix Inc ‡ |
5,763 | 5,213 | ||||||
Healthcare Realty Trust Inc, Cl A ‡ |
37,873 | 649 | ||||||
Host Hotels & Resorts Inc ‡ |
53,540 | 864 | ||||||
Howard Hughes Holdings Inc * |
19,160 | 1,518 | ||||||
Iron Mountain Inc ‡ |
4,711 | 439 | ||||||
Jones Lang LaSalle Inc * |
3,896 | 1,059 | ||||||
Lamar Advertising Co, Cl A ‡ |
13,815 | 1,716 | ||||||
NNN REIT Inc ‡ |
24,745 | 1,050 | ||||||
Simon Property Group Inc ‡ |
1,748 | 325 | ||||||
Ventas Inc ‡ |
47,316 | 3,273 | ||||||
Welltower Inc ‡ |
42,745 | 6,562 | ||||||
Zillow Group Inc, Cl C * |
10,421 | 799 | ||||||
| 26,111 | ||||||||
Utilities — 2.4% |
||||||||
Constellation Energy Corp |
1,185 | 297 | ||||||
Dominion Energy Inc |
54,550 | 3,089 | ||||||
Edison International |
39,187 | 2,133 | ||||||
Entergy Corp |
8,526 | 744 | ||||||
Exelon Corp |
142,854 | 6,314 | ||||||
FirstEnergy Corp |
57,610 | 2,234 | ||||||
National Fuel Gas Co |
36,070 | 2,713 | ||||||
NRG Energy Inc |
51,128 | 5,405 | ||||||
PG&E Corp |
258,020 | 4,216 | ||||||
Southwest Gas Holdings Inc |
6,494 | 487 | ||||||
Xcel Energy Inc |
41,640 | 3,002 | ||||||
| 30,634 | ||||||||
Total Common Stock |
||||||||
(Cost $897,783) ($ Thousands) |
1,233,546 | |||||||
Face Amount |
||||||||
U.S. TREASURY OBLIGATION — 2.2% |
||||||||
U.S. Treasury Bill |
||||||||
4.255%, 05/20/2025 (A) |
$ | 29,600 | 29,331 | |||||
Total U.S. Treasury Obligation |
||||||||
(Cost $29,323) ($ Thousands) |
29,331 | |||||||
Description |
Shares |
Market Value |
||||||
CASH EQUIVALENT — 3.4% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
44,464,757 | $ | 44,465 | |||||
Total Cash Equivalent |
||||||||
(Cost $44,465) ($ Thousands) |
44,465 | |||||||
Total Investments in Securities — 100.1% |
||||||||
(Cost $971,571) ($ Thousands) |
$ | 1,307,342 | ||||||
SEI Institutional Investments Trust
9
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
53 | Mar-2025 | $ | 16,082 | $ | 15,803 | $ | (279 | ) | |||||||||||
A list of the open OTC Swap agreement held by the Fund at February 28, 2025, is as follows:
Total Return Swap |
||||||||||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional |
Value |
Upfront Payments/ |
Net Unrealized |
||||||||||||||||||||||||||||||
Bank of America Merrill Lynch |
Mackenzie Investments Corporation Custom Basket of Securities |
Custom Financing | Basket Return | Annually | 09/15/2025 | USD | 58,297 | $ | (3,938 | ) | $ | – | $ | (3,938 | ) | |||||||||||||||||||||||||
| $ | (3,938 | ) | $ | – | $ | (3,938 | ) | |||||||||||||||||||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 28, 2025:
United States Custom Basket of Long Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 191,987 | NVIDIA CORP |
$ | 26,763 | $ | (2,822 | ) | 72.7 | % | ||||||||
| 87,015 | ALPHABET INC |
15,991 | (1,199 | ) | 43.4 | |||||||||||
| 60,461 | AMAZON.COM INC |
13,703 | (890 | ) | 37.2 | |||||||||||
| 843 | BOOKING HOLDINGS INC |
4,335 | (113 | ) | 11.8 | |||||||||||
| 42,862 | WELLS FARGO & CO |
3,462 | (121 | ) | 9.4 | |||||||||||
| 18,246 | SIMON PROPERTY GROUP INC |
3,394 | (4 | ) | 9.2 | |||||||||||
| 16,249 | EXPEDIA GROUP INC |
3,318 | (107 | ) | 9.0 | |||||||||||
| 32,940 | COLGATE-PALMOLIVE CO |
2,846 | 153 | 7.7 | ||||||||||||
| 81,482 | DROPBOX INC |
2,711 | (598 | ) | 7.4 | |||||||||||
| 79,548 | NEWS CORP |
2,403 | (130 | ) | 6.5 | |||||||||||
| 37,183 | EDISON INTERNATIONAL |
1,907 | 114 | 5.2 | ||||||||||||
| 26,435 | PURE STORAGE INC |
1,822 | (437 | ) | 4.9 | |||||||||||
| 3,302 | S&P GLOBAL INC |
1,796 | (33 | ) | 4.9 | |||||||||||
| 14,254 | AGCO CORP |
1,447 | (63 | ) | 3.9 | |||||||||||
| 19,545 | TEXTRON INC |
1,416 | 43 | 3.8 | ||||||||||||
| 19,248 | INCYTE CORP |
1,372 | 41 | 3.7 | ||||||||||||
| 1,378 | BLACKROCK INC |
1,347 | (2 | ) | 3.7 | |||||||||||
| 46,427 | AT&T INC |
1,210 | 60 | 3.3 | ||||||||||||
| 6,457 | ORACLE CORP |
1,161 | (91 | ) | 3.2 | |||||||||||
| 11,442 | PEGASYSTEMS INC |
985 | (88 | ) | 2.7 | |||||||||||
| 15,968 | ONEMAIN HOLDINGS INC |
921 | (48 | ) | 2.5 | |||||||||||
| 2,507 | SALESFORCE INC |
825 | (79 | ) | 2.2 | |||||||||||
| 3,887 | TARGA RESOURCES CORP |
814 | (31 | ) | 2.2 | |||||||||||
| 10,037 | US FOODS HOLDING CORP |
711 | 7 | 1.9 | ||||||||||||
| 22,942 | SOUTHWEST AIRLINES CO |
688 | 23 | 1.9 | ||||||||||||
| 2,635 | EQUIFAX INC |
648 | (2 | ) | 1.8 | |||||||||||
| 7,744 | CHARLES SCHWAB CORP |
631 | (14 | ) | 1.7 | |||||||||||
| 22,314 | BRIXMOR PROPERTY GROUP INC |
615 | 8 | 1.7 | ||||||||||||
| 9,094 | DELTA AIR LINES INC (DE) |
585 | (38 | ) | 1.6 | |||||||||||
| 7,223 | MASCO CORP |
558 | (14 | ) | 1.5 | |||||||||||
| 3,145 | TELEFLEX INC |
533 | (116 | ) | 1.4 | |||||||||||
| 4,085 | TERADYNE INC |
457 | (9 | ) | 1.2 | |||||||||||
| 1,376 | HCA HEALTHCARE INC |
436 | (15 | ) | 1.2 | |||||||||||
| 3,831 | LOUISIANA-PACIFIC CORP |
433 | (50 | ) | 1.2 | |||||||||||
| 1,835 | RENAISSANCERE HOLDINGS LTD |
427 | 8 | 1.2 | ||||||||||||
| 4,217 | ILLUMINA INC |
426 | (53 | ) | 1.2 | |||||||||||
| 3,632 | NEUROCRINE BIOSCIENCES INC |
414 | 16 | 1.1 | ||||||||||||
10
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Continued)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 4,367 | IRON MOUNTAIN INC |
$ | 411 | $ | (5 | ) | 1.1 | % | ||||||||
| 2,395 | NATERA INC |
406 | (34 | ) | 1.1 | |||||||||||
| 835 | BERKSHIRE HATHAWAY INC |
403 | 25 | 1.1 | ||||||||||||
| 2,102 | ALLSTATE CORP |
397 | 21 | 1.1 | ||||||||||||
| 3,224 | NETAPP INC |
389 | (67 | ) | 1.1 | |||||||||||
| 4,504 | CITIGROUP INC |
381 | (19 | ) | 1.0 | |||||||||||
| 2,484 | WELLTOWER INC |
375 | 8 | 1.0 | ||||||||||||
| 8,217 | OVINTIV INC |
365 | (9 | ) | 1.0 | |||||||||||
| 474 | KLA CORPORATION |
359 | (23 | ) | 1.0 | |||||||||||
| 25,266 | CNH INDUSTRIAL N.V. |
336 | (11 | ) | 0.9 | |||||||||||
| 3,152 | SAREPTA THERAPEUTICS INC |
333 | 3 | 0.9 | ||||||||||||
| 308 | NETFLIX INC |
319 | (18 | ) | 0.9 | |||||||||||
| 1,914 | TE CONNECTIVITY PLC |
296 | 0 | 0.8 | ||||||||||||
United States Custom Basket of Short Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (5,618 | ) | CF INDUSTRIES HOLDINGS INC |
$ | (2,076 | ) | $ | 61 | (5.6 | )% | |||||||
| (33,030 | ) | ROBINHOOD MARKETS INC |
(1,996 | ) | 344 | (5.4 | ) | |||||||||
| (11,928 | ) | HAMILTON LANE INCORPORATED |
(1,903 | ) | 41 | (5.2 | ) | |||||||||
| (52,936 | ) | BLACKSTONE SECURED LENDING FUND |
(1,820 | ) | 38 | (4.9 | ) | |||||||||
| (2,842 | ) | TYLER TECHNOLOGIES INC |
(1,819 | ) | 92 | (4.9 | ) | |||||||||
| (17,512 | ) | SOUTHSTATE CORPORATION |
(1,807 | ) | 44 | (4.9 | ) | |||||||||
| (7,669 | ) | INTERACTIVE BROKERS GROUP INC |
(1,806 | ) | 239 | (4.9 | ) | |||||||||
| (4,001 | ) | KINSALE CAPITAL GROUP INC |
(1,769 | ) | 43 | (4.8 | ) | |||||||||
| (23,282 | ) | COSTAR GROUP INC |
(1,757 | ) | (16 | ) | (4.8 | ) | ||||||||
| (19,092 | ) | WESTERN ALLIANCE BANCORP |
(1,754 | ) | 90 | (4.8 | ) | |||||||||
| (26,177 | ) | COMMERCE BANCSHARES INC |
(1,743 | ) | 43 | (4.7 | ) | |||||||||
| (5,072 | ) | MEDPACE HOLDINGS INC |
(1,728 | ) | 70 | (4.7 | ) | |||||||||
| (14,174 | ) | PINNACLE FINANCIAL PARTNERS INC |
(1,728 | ) | 107 | (4.7 | ) | |||||||||
| (5,016 | ) | POOL CORP |
(1,723 | ) | (15 | ) | (4.7 | ) | ||||||||
| (4,355 | ) | ERIE INDEMNITY CO |
(1,703 | ) | (159 | ) | (4.6 | ) | ||||||||
| (13,148 | ) | AMERICAN WATER WORKS CO INC |
(1,672 | ) | (124 | ) | (4.5 | ) | ||||||||
| (18,204 | ) | CROWN CASTLE INC |
(1,626 | ) | (85 | ) | (4.4 | ) | ||||||||
| (3,000 | ) | SAIA INC |
(1,515 | ) | 289 | (4.1 | ) | |||||||||
| (7,581 | ) | CHART INDUSTRIES INC |
(1,503 | ) | 60 | (4.1 | ) | |||||||||
| (204,331 | ) | UWM HOLDINGS CORPORATION |
(1,334 | ) | 53 | (3.6 | ) | |||||||||
| (49,701 | ) | GAMESTOP CORP NEW |
(1,321 | ) | 78 | (3.6 | ) | |||||||||
| (51,002 | ) | ROCKET LAB USA INC |
(1,295 | ) | 251 | (3.5 | ) | |||||||||
| (8,927 | ) | NUCOR CORP |
(1,272 | ) | 47 | (3.5 | ) | |||||||||
| (6,124 | ) | CDW CORPORATION |
(1,179 | ) | 85 | (3.2 | ) | |||||||||
| (20,300 | ) | INTERNATIONAL PAPER CO |
(1,162 | ) | 11 | (3.2 | ) | |||||||||
| (4,823 | ) | FABRINET BEARER |
(1,161 | ) | 198 | (3.2 | ) | |||||||||
| (10,399 | ) | UMB FINANCIAL CORP |
(1,117 | ) | (30 | ) | (3.0 | ) | ||||||||
| (6,817 | ) | FIRST SOLAR INC |
(1,110 | ) | 183 | (3.0 | ) | |||||||||
| (13,098 | ) | CF INDUSTRIES HOLDINGS INC |
(1,090 | ) | 52 | (3.0 | ) | |||||||||
| (14,189 | ) | UPSTART HOLDINGS INC |
(1,084 | ) | 139 | (2.9 | ) | |||||||||
| (6,016 | ) | CRANE COMPANY |
(1,038 | ) | 58 | (2.8 | ) | |||||||||
| (5,785 | ) | HEICO CORP |
(1,023 | ) | (208 | ) | (2.8 | ) | ||||||||
| (6,680 | ) | SPX TECHNOLOGIES INC |
(1,010 | ) | 39 | (2.7 | ) | |||||||||
| (8,341 | ) | EXPEDITORS INTERNATIONAL OF WASHINGTON |
(984 | ) | 7 | (2.7 | ) | |||||||||
| (2,831 | ) | MADRIGAL PHARMACEUTICALS INC |
(962 | ) | (3 | ) | (2.6 | ) | ||||||||
| (14,699 | ) | MICROCHIP TECHNOLOGY INC |
(938 | ) | 67 | (2.5 | ) | |||||||||
| (26,045 | ) | ESSENTIAL UTILITIES INC |
(929 | ) | (71 | ) | (2.5 | ) | ||||||||
| (13,459 | ) | TERRENO REALTY CORP |
(903 | ) | (8 | ) | (2.5 | ) | ||||||||
| (111,934 | ) | JOBY AVIATION INCORPORATION |
(889 | ) | 106 | (2.4 | ) | |||||||||
| (17,886 | ) | WAYFAIR INC |
(878 | ) | 224 | (2.4 | ) | |||||||||
| (82,147 | ) | ROIVANT SCIENCES LIMITED |
(877 | ) | (4 | ) | (2.4 | ) | ||||||||
| (6,869 | ) | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC |
(855 | ) | 62 | (2.3 | ) | |||||||||
| (11,222 | ) | RLI CORP |
(843 | ) | (12 | ) | (2.3 | ) | ||||||||
SEI Institutional Investments Trust
11
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Disciplined Equity Fund (Concluded)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (26,989 | ) | AST SPACEMOBILE INC |
$ | (834 | ) | $ | 103 | (2.3 | )% | |||||||
| (2,006 | ) | HUBBELL INC |
(793 | ) | 46 | (2.2 | ) | |||||||||
| (7,319 | ) | T. ROWE PRICE GROUP INC |
(790 | ) | 17 | (2.1 | ) | |||||||||
| (38,425 | ) | SUMMIT THERAPEUTICS INC |
(768 | ) | (26 | ) | (2.1 | ) | ||||||||
| (5,037 | ) | CHOICE HOTELS INTERNATIONAL INC |
(751 | ) | 31 | (2.0 | ) | |||||||||
| (5,161 | ) | REPLIGEN CORP |
(749 | ) | (72 | ) | (2.0 | ) | ||||||||
| (4,682 | ) | NOVANTA INC |
(674 | ) | (2 | ) | (1.8 | ) | ||||||||
| (11,276 | ) | SUPER MICRO COMPUTER INC |
(629 | ) | 152 | (1.7 | ) | |||||||||
| (69,658 | ) | AURORA INNOVATION INC |
(586 | ) | 80 | (1.6 | ) | |||||||||
| (12,893 | ) | CYTOKINETICS INC |
(585 | ) | (7 | ) | (1.6 | ) | ||||||||
| (3,835 | ) | SPS COMMERCE INC |
(561 | ) | 54 | (1.5 | ) | |||||||||
| (6,117 | ) | DUTCH BROS INC |
(522 | ) | 39 | (1.4 | ) | |||||||||
| (6,159 | ) | VAXCYTE INC |
(508 | ) | 59 | (1.4 | ) | |||||||||
| (12,868 | ) | FIRST FINANCIAL BANKSHARES INC |
(482 | ) | (2 | ) | (1.3 | ) | ||||||||
| (6,611 | ) | LOAR HOLDINGS INC |
(458 | ) | (21 | ) | (1.2 | ) | ||||||||
| (1,407 | ) | CSW INDUSTRIALS INC |
(450 | ) | 19 | (1.2 | ) | |||||||||
| (20,276 | ) | NUSCALE POWER CORP |
(447 | ) | 99 | (1.2 | ) | |||||||||
| (20,178 | ) | UNITY SOFTWARE INC |
(440 | ) | (77 | ) | (1.2 | ) | ||||||||
| (3,432 | ) | JBT MAREL CORPORATION |
(425 | ) | (27 | ) | (1.2 | ) | ||||||||
| (13,382 | ) | IONQ INC |
(417 | ) | 88 | (1.1 | ) | |||||||||
| (9,986 | ) | REVOLUTION MEDICINES INC |
(414 | ) | 8 | (1.1 | ) | |||||||||
| (3,421 | ) | WESTLAKE CORPORATION |
(400 | ) | 84 | (1.1 | ) | |||||||||
| (16,359 | ) | OLD NATIONAL BANCORP |
(396 | ) | 8 | (1.1 | ) | |||||||||
|
Percentages are based on Net Assets of $1,305,466 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 2 | $ | — | $ | (2 | ) | $ | (2 | ) | $ | 2 | $ | — | $ | — | $ | — | ||||||||||||||
SEI Daily Income Trust, Government Fund, |
29,003 | 346,856 | (331,394 | ) | — | — | 44,465 | 1,430 | — | |||||||||||||||||||||||
Totals |
$ | 29,005 | $ | 346,856 | $ | (331,396 | ) | $ | (2 | ) | $ | 2 | $ | 44,465 | $ | 1,430 | $ | — | ||||||||||||||
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 28, 2025
Large Cap Index Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† — 98.7% |
||||||||
Communication Services — 9.2% |
||||||||
Alphabet Inc, Cl A |
185,960 | $ | 31,665 | |||||
Alphabet Inc, Cl C |
153,480 | 26,432 | ||||||
AT&T Inc |
225,785 | 6,189 | ||||||
Charter Communications Inc, Cl A * |
2,897 | 1,053 | ||||||
Comcast Corp, Cl A |
119,050 | 4,271 | ||||||
Electronic Arts Inc |
8,265 | 1,067 | ||||||
Fox Corp |
12,027 | 677 | ||||||
Frontier Communications Parent Inc * |
8,300 | 299 | ||||||
GCI Liberty - Escrow * |
4,949 | — | ||||||
IAC Inc * |
2,232 | 103 | ||||||
Interpublic Group of Cos Inc/The |
12,845 | 352 | ||||||
Iridium Communications Inc |
2,700 | 85 | ||||||
Liberty Broadband Corp, Cl A * |
80 | 7 | ||||||
Liberty Broadband Corp, Cl C * |
3,678 | 303 | ||||||
Liberty Global Ltd, Cl A * |
6,100 | 71 | ||||||
Liberty Global PLC * |
6,300 | 76 | ||||||
Liberty Media Corp-Liberty Formula One, Cl A * |
1,200 | 107 | ||||||
Liberty Media Corp-Liberty Formula One, Cl C * |
6,000 | 579 | ||||||
Liberty Media Corp-Liberty Live, Cl A * |
731 | 52 | ||||||
Liberty Media Corp-Liberty Live, Cl C * |
1,892 | 139 | ||||||
Live Nation Entertainment Inc * |
5,100 | 731 | ||||||
Madison Square Garden Sports Corp, Cl A * |
486 | 99 | ||||||
Match Group Inc |
8,996 | 285 | ||||||
Meta Platforms Inc, Cl A |
69,300 | 46,306 | ||||||
Netflix Inc * |
13,500 | 13,238 | ||||||
New York Times Co/The, Cl A |
5,400 | 260 | ||||||
News Corp |
3,200 | 103 | ||||||
News Corp, Cl A |
12,946 | 371 | ||||||
Nexstar Media Group Inc, Cl A |
1,000 | 169 | ||||||
Omnicom Group Inc |
6,644 | 550 | ||||||
Paramount Global, Cl A |
715 | 16 | ||||||
Paramount Global, Cl B |
22,586 | 257 | ||||||
Pinterest Inc, Cl A * |
18,300 | 677 | ||||||
Playtika Holding Corp |
1,405 | 7 | ||||||
ROBLOX Corp, Cl A * |
16,000 | 1,018 | ||||||
Roku Inc, Cl A * |
4,300 | 359 | ||||||
Sirius XM Holdings Inc |
5,992 | 145 | ||||||
Spotify Technology SA * |
4,600 | 2,797 | ||||||
Take-Two Interactive Software Inc * |
5,235 | 1,110 | ||||||
TKO Group Holdings Inc, Cl A * |
2,500 | 377 | ||||||
T-Mobile US Inc |
14,992 | 4,043 | ||||||
Trade Desk Inc/The, Cl A * |
14,100 | 991 | ||||||
TripAdvisor Inc * |
5,167 | 76 | ||||||
Trump Media & Technology Group Corp * |
2,100 | 51 | ||||||
Verizon Communications Inc |
132,576 | 5,714 | ||||||
Walt Disney Co/The |
57,150 | 6,504 | ||||||
Warner Bros Discovery Inc * |
73,136 | 838 | ||||||
ZoomInfo Technologies Inc, Cl A * |
12,100 | 141 | ||||||
| 160,760 | ||||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Consumer Discretionary — 10.7% |
||||||||
ADT Inc |
5,483 | $ | 45 | |||||
Advance Auto Parts Inc |
2,208 | 81 | ||||||
Airbnb Inc, Cl A * |
13,600 | 1,889 | ||||||
Amazon.com Inc * |
297,040 | 63,056 | ||||||
APTIV PLC * |
6,700 | 436 | ||||||
Aramark |
8,900 | 330 | ||||||
AutoNation Inc * |
832 | 152 | ||||||
AutoZone Inc * |
529 | 1,848 | ||||||
Bath & Body Works Inc |
7,557 | 274 | ||||||
Best Buy Co Inc |
7,147 | 643 | ||||||
Birkenstock Holding PLC * |
1,000 | 49 | ||||||
Booking Holdings Inc |
1,078 | 5,407 | ||||||
BorgWarner Inc |
7,764 | 231 | ||||||
Boyd Gaming Corp |
2,400 | 183 | ||||||
Bright Horizons Family Solutions Inc * |
1,900 | 246 | ||||||
Brunswick Corp/DE |
2,300 | 140 | ||||||
Burlington Stores Inc * |
1,900 | 474 | ||||||
Caesars Entertainment Inc * |
7,200 | 239 | ||||||
Capri Holdings Ltd * |
3,900 | 86 | ||||||
CarMax Inc * |
4,760 | 395 | ||||||
Carnival Corp, Cl A * |
34,000 | 814 | ||||||
Carter's Inc |
1,400 | 58 | ||||||
Carvana Co, Cl A * |
3,600 | 839 | ||||||
Cava Group Inc * |
2,600 | 247 | ||||||
Chipotle Mexican Grill Inc, Cl A * |
42,650 | 2,302 | ||||||
Choice Hotels International Inc |
884 | 127 | ||||||
Churchill Downs Inc |
2,500 | 296 | ||||||
Columbia Sportswear Co |
900 | 78 | ||||||
Coupang Inc, Cl A * |
35,200 | 834 | ||||||
Crocs Inc * |
2,100 | 209 | ||||||
Darden Restaurants Inc |
3,468 | 695 | ||||||
Deckers Outdoor Corp * |
4,800 | 669 | ||||||
Dick's Sporting Goods Inc |
1,858 | 418 | ||||||
Dillard's Inc, Cl A |
100 | 39 | ||||||
Domino's Pizza Inc |
1,200 | 588 | ||||||
DoorDash Inc, Cl A * |
10,900 | 2,163 | ||||||
DR Horton Inc |
8,968 | 1,137 | ||||||
DraftKings Inc, Cl A * |
13,800 | 605 | ||||||
Duolingo Inc, Cl A * |
1,300 | 406 | ||||||
Dutch Bros Inc, Cl A * |
3,400 | 269 | ||||||
eBay Inc |
14,611 | 946 | ||||||
Etsy Inc * |
4,300 | 220 | ||||||
Expedia Group Inc * |
3,722 | 737 | ||||||
Five Below Inc * |
1,400 | 122 | ||||||
Floor & Decor Holdings Inc, Cl A * |
3,600 | 348 | ||||||
Ford Motor Co |
122,784 | 1,173 | ||||||
GameStop Corp, Cl A * |
12,900 | 323 | ||||||
Gap Inc/The |
7,721 | 175 | ||||||
Garmin Ltd |
4,900 | 1,122 | ||||||
General Motors Co |
34,200 | 1,680 | ||||||
Gentex Corp |
7,764 | 189 | ||||||
Genuine Parts Co |
4,711 | 588 | ||||||
SEI Institutional Investments Trust
13
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Grand Canyon Education Inc * |
1,200 | $ | 216 | |||||
H&R Block Inc |
4,725 | 258 | ||||||
Harley-Davidson Inc |
4,103 | 106 | ||||||
Hasbro Inc |
4,967 | 323 | ||||||
Hilton Worldwide Holdings Inc |
7,533 | 1,996 | ||||||
Home Depot Inc/The |
31,279 | 12,405 | ||||||
Hyatt Hotels Corp, Cl A |
1,000 | 141 | ||||||
Kohl's Corp |
5,319 | 61 | ||||||
Las Vegas Sands Corp |
10,293 | 460 | ||||||
Lear Corp |
1,700 | 160 | ||||||
Leggett & Platt Inc |
3,312 | 30 | ||||||
Lennar Corp, Cl A |
7,690 | 920 | ||||||
Lennar Corp, Cl B |
513 | 59 | ||||||
Light & Wonder Inc, Cl A * |
3,300 | 368 | ||||||
Lithia Motors Inc, Cl A |
900 | 310 | ||||||
LKQ Corp |
8,400 | 354 | ||||||
Lowe's Cos Inc |
18,010 | 4,478 | ||||||
Lucid Group Inc * |
23,800 | 53 | ||||||
Lululemon Athletica Inc * |
3,800 | 1,389 | ||||||
Macy's Inc |
9,300 | 133 | ||||||
Marriott International Inc/MD, Cl A |
7,294 | 2,046 | ||||||
Marriott Vacations Worldwide Corp |
1,100 | 83 | ||||||
Mattel Inc * |
11,542 | 246 | ||||||
McDonald's Corp |
22,680 | 6,993 | ||||||
MGM Resorts International * |
6,539 | 227 | ||||||
Mohawk Industries Inc * |
1,766 | 208 | ||||||
Murphy USA Inc |
600 | 282 | ||||||
Newell Brands Inc |
14,293 | 92 | ||||||
NIKE Inc, Cl B |
36,968 | 2,936 | ||||||
Nordstrom Inc |
3,212 | 78 | ||||||
Norwegian Cruise Line Holdings Ltd * |
11,900 | 270 | ||||||
NVR Inc * |
94 | 681 | ||||||
Ollie's Bargain Outlet Holdings Inc * |
1,700 | 176 | ||||||
O'Reilly Automotive Inc * |
1,840 | 2,527 | ||||||
Penn Entertainment Inc * |
3,300 | 71 | ||||||
Penske Automotive Group Inc |
800 | 135 | ||||||
Planet Fitness Inc, Cl A * |
2,700 | 250 | ||||||
Polaris Inc |
1,900 | 85 | ||||||
Pool Corp |
1,200 | 416 | ||||||
PulteGroup Inc |
6,345 | 655 | ||||||
PVH Corp |
2,200 | 165 | ||||||
QuantumScape Corp, Cl A * |
13,000 | 61 | ||||||
Ralph Lauren Corp, Cl A |
1,280 | 347 | ||||||
RH * |
500 | 161 | ||||||
Rivian Automotive Inc, Cl A * |
26,200 | 310 | ||||||
Ross Stores Inc |
10,376 | 1,456 | ||||||
Royal Caribbean Cruises Ltd |
7,400 | 1,821 | ||||||
Service Corp International/US |
4,194 | 340 | ||||||
SharkNinja Inc * |
2,400 | 252 | ||||||
Skechers USA Inc, Cl A * |
3,800 | 232 | ||||||
Starbucks Corp |
36,312 | 4,205 | ||||||
Tapestry Inc |
7,767 | 663 | ||||||
Tempur Sealy International Inc |
5,700 | 364 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Tesla Inc * |
87,955 | $ | 25,769 | |||||
Texas Roadhouse Inc, Cl A |
2,300 | 423 | ||||||
Thor Industries Inc |
1,700 | 169 | ||||||
TJX Cos Inc/The |
35,616 | 4,443 | ||||||
Toll Brothers Inc |
2,951 | 329 | ||||||
TopBuild Corp * |
900 | 276 | ||||||
Tractor Supply Co |
16,500 | 913 | ||||||
Travel + Leisure Co |
2,768 | 155 | ||||||
Ulta Beauty Inc * |
1,352 | 495 | ||||||
Under Armour Inc, Cl A * |
9,700 | 66 | ||||||
Under Armour Inc, Cl C * |
6,221 | 39 | ||||||
Vail Resorts Inc |
1,400 | 223 | ||||||
Valvoline Inc * |
5,304 | 196 | ||||||
VF Corp |
11,068 | 276 | ||||||
Wayfair Inc, Cl A * |
2,700 | 107 | ||||||
Wendy's Co/The |
6,043 | 94 | ||||||
Whirlpool Corp |
2,016 | 205 | ||||||
Williams-Sonoma Inc |
4,024 | 783 | ||||||
Wingstop Inc |
1,000 | 235 | ||||||
Wyndham Hotels & Resorts Inc |
2,668 | 289 | ||||||
Wynn Resorts Ltd |
3,696 | 330 | ||||||
YETI Holdings Inc * |
3,300 | 118 | ||||||
Yum! Brands Inc |
8,748 | 1,368 | ||||||
| 186,975 | ||||||||
Consumer Staples — 5.6% |
||||||||
Albertsons Cos Inc, Cl A |
11,700 | 246 | ||||||
Altria Group Inc |
53,040 | 2,962 | ||||||
Archer-Daniels-Midland Co |
14,179 | 669 | ||||||
BellRing Brands Inc * |
3,600 | 264 | ||||||
BJ's Wholesale Club Holdings Inc * |
3,800 | 385 | ||||||
Boston Beer Co Inc/The, Cl A * |
400 | 98 | ||||||
Brown-Forman Corp, Cl A |
2,200 | 73 | ||||||
Brown-Forman Corp, Cl B |
5,217 | 173 | ||||||
Bunge Global SA |
4,600 | 341 | ||||||
Campbell Soup Co |
6,478 | 260 | ||||||
Casey's General Stores Inc |
1,100 | 456 | ||||||
Celsius Holdings Inc * |
5,700 | 146 | ||||||
Church & Dwight Co Inc |
7,414 | 824 | ||||||
Clorox Co/The |
4,203 | 657 | ||||||
Coca-Cola Co/The |
122,340 | 8,712 | ||||||
Coca-Cola Consolidated Inc |
200 | 283 | ||||||
Colgate-Palmolive Co |
25,350 | 2,311 | ||||||
Conagra Brands Inc |
15,276 | 390 | ||||||
Constellation Brands Inc, Cl A |
4,931 | 865 | ||||||
Costco Wholesale Corp |
13,981 | 14,661 | ||||||
Coty Inc, Cl A * |
14,322 | 82 | ||||||
Darling Ingredients Inc * |
6,100 | 220 | ||||||
Dollar General Corp |
6,500 | 482 | ||||||
Dollar Tree Inc * |
6,234 | 454 | ||||||
elf Beauty Inc * |
1,900 | 134 | ||||||
Estee Lauder Cos Inc/The, Cl A |
6,908 | 497 | ||||||
Flowers Foods Inc |
5,525 | 104 | ||||||
Freshpet Inc * |
1,700 | 182 | ||||||
14
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
General Mills Inc |
17,092 | $ | 1,036 | |||||
Grocery Outlet Holding Corp * |
4,500 | 53 | ||||||
Hershey Co/The |
4,498 | 777 | ||||||
Hormel Foods Corp |
10,456 | 299 | ||||||
Ingredion Inc |
2,200 | 287 | ||||||
J M Smucker Co/The |
3,111 | 344 | ||||||
Kellanova |
8,903 | 738 | ||||||
Kenvue Inc |
60,012 | 1,416 | ||||||
Keurig Dr Pepper Inc |
36,700 | 1,230 | ||||||
Kimberly-Clark Corp |
10,418 | 1,480 | ||||||
Kraft Heinz Co/The |
26,702 | 820 | ||||||
Kroger Co/The |
20,546 | 1,332 | ||||||
Lamb Weston Holdings Inc |
4,762 | 247 | ||||||
Maplebear Inc * |
6,300 | 259 | ||||||
McCormick & Co Inc/MD |
8,586 | 709 | ||||||
Molson Coors Beverage Co, Cl B |
6,262 | 384 | ||||||
Mondelez International Inc, Cl A |
42,306 | 2,717 | ||||||
Monster Beverage Corp * |
23,374 | 1,277 | ||||||
PepsiCo Inc |
43,252 | 6,638 | ||||||
Performance Food Group Co * |
5,200 | 443 | ||||||
Philip Morris International Inc |
48,968 | 7,604 | ||||||
Pilgrim's Pride Corp * |
1,400 | 76 | ||||||
Post Holdings Inc * |
1,800 | 204 | ||||||
Procter & Gamble Co/The |
74,454 | 12,943 | ||||||
Reynolds Consumer Products Inc |
2,000 | 49 | ||||||
Seaboard Corp |
16 | 45 | ||||||
Spectrum Brands Holdings Inc |
1,218 | 94 | ||||||
Sysco Corp |
15,548 | 1,175 | ||||||
Target Corp |
14,375 | 1,786 | ||||||
Tyson Foods Inc, Cl A |
9,165 | 562 | ||||||
US Foods Holding Corp * |
7,300 | 523 | ||||||
Walgreens Boots Alliance Inc |
19,525 | 209 | ||||||
Walmart Inc |
137,037 | 13,513 | ||||||
| 98,200 | ||||||||
Energy — 3.3% |
||||||||
Antero Midstream Corp |
13,500 | 229 | ||||||
Antero Resources Corp * |
8,500 | 312 | ||||||
APA Corp |
11,159 | 231 | ||||||
Baker Hughes Co, Cl A |
31,240 | 1,393 | ||||||
Cheniere Energy Inc |
7,000 | 1,600 | ||||||
Chesapeake Energy Corp |
7,707 | 762 | ||||||
Chevron Corp |
54,367 | 8,624 | ||||||
Chord Energy Corp |
2,300 | 263 | ||||||
Civitas Resources Inc |
3,700 | 142 | ||||||
ConocoPhillips |
40,621 | 4,028 | ||||||
Coterra Energy Inc, Cl A |
21,881 | 591 | ||||||
Devon Energy Corp |
21,127 | 765 | ||||||
Diamondback Energy Inc |
6,017 | 956 | ||||||
DT Midstream Inc |
3,282 | 315 | ||||||
EOG Resources Inc |
17,990 | 2,284 | ||||||
EQT Corp |
18,319 | 882 | ||||||
Exxon Mobil Corp |
141,793 | 15,786 | ||||||
Halliburton Co |
29,636 | 781 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Hess Corp |
8,612 | $ | 1,283 | |||||
HF Sinclair Corp |
5,726 | 202 | ||||||
Kinder Morgan Inc |
60,622 | 1,643 | ||||||
Marathon Petroleum Corp |
10,419 | 1,565 | ||||||
Matador Resources Co |
4,300 | 225 | ||||||
New Fortress Energy Inc, Cl A |
1,500 | 15 | ||||||
NOV Inc |
14,580 | 218 | ||||||
Occidental Petroleum Corp |
20,219 | 987 | ||||||
ONEOK Inc |
18,158 | 1,823 | ||||||
Ovintiv Inc |
8,000 | 348 | ||||||
Permian Resources Corp, Cl A |
23,100 | 325 | ||||||
Phillips 66 |
12,788 | 1,658 | ||||||
Range Resources Corp |
6,900 | 256 | ||||||
Schlumberger NV |
43,855 | 1,827 | ||||||
Targa Resources Corp |
7,000 | 1,412 | ||||||
TechnipFMC PLC |
12,700 | 374 | ||||||
Texas Pacific Land Corp |
568 | 811 | ||||||
Valero Energy Corp |
10,236 | 1,338 | ||||||
Viper Energy Inc, Cl A |
3,400 | 158 | ||||||
Weatherford International PLC |
2,600 | 161 | ||||||
Williams Cos Inc/The |
37,896 | 2,205 | ||||||
| 58,778 | ||||||||
Financials — 14.6% |
||||||||
Affiliated Managers Group Inc |
1,120 | 191 | ||||||
Affirm Holdings Inc, Cl A * |
6,500 | 417 | ||||||
Aflac Inc |
17,512 | 1,917 | ||||||
AGNC Investment Corp ‡ |
26,859 | 280 | ||||||
Allstate Corp/The |
8,325 | 1,658 | ||||||
Ally Financial Inc |
9,300 | 345 | ||||||
American Express Co |
17,672 | 5,319 | ||||||
American Financial Group Inc/OH |
2,214 | 280 | ||||||
American International Group Inc |
20,123 | 1,669 | ||||||
Ameriprise Financial Inc |
2,980 | 1,601 | ||||||
Annaly Capital Management Inc ‡ |
15,802 | 347 | ||||||
Aon PLC, Cl A |
6,121 | 2,504 | ||||||
Apollo Global Management Inc |
16,319 | 2,436 | ||||||
Arch Capital Group Ltd |
11,300 | 1,050 | ||||||
Ares Management Corp, Cl A |
5,600 | 957 | ||||||
Arthur J Gallagher & Co |
7,687 | 2,596 | ||||||
Assurant Inc |
1,793 | 373 | ||||||
Assured Guaranty Ltd |
1,700 | 148 | ||||||
Axis Capital Holdings Ltd |
2,500 | 242 | ||||||
Bank of America Corp |
210,063 | 9,684 | ||||||
Bank of New York Mellon Corp/The |
23,009 | 2,047 | ||||||
Bank OZK |
3,900 | 187 | ||||||
Berkshire Hathaway Inc, Cl B * |
57,900 | 29,751 | ||||||
BlackRock Funding Inc/DE |
4,685 | 4,581 | ||||||
Blackstone Inc |
22,900 | 3,691 | ||||||
Block Inc, Cl A * |
18,100 | 1,182 | ||||||
Blue Owl Capital Inc, Cl A |
18,000 | 388 | ||||||
BOK Financial Corp |
1,075 | 117 | ||||||
Brighthouse Financial Inc * |
2,528 | 150 | ||||||
Brown & Brown Inc |
7,248 | 859 | ||||||
SEI Institutional Investments Trust
15
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Capital One Financial Corp |
11,825 | $ | 2,371 | |||||
Carlyle Group Inc/The |
6,300 | 314 | ||||||
Cboe Global Markets Inc |
3,200 | 675 | ||||||
Charles Schwab Corp/The |
52,428 | 4,170 | ||||||
Chubb Ltd |
12,991 | 3,709 | ||||||
Cincinnati Financial Corp |
5,186 | 767 | ||||||
Citigroup Inc |
60,304 | 4,821 | ||||||
Citizens Financial Group Inc |
15,000 | 687 | ||||||
CME Group Inc, Cl A |
11,470 | 2,911 | ||||||
CNA Financial Corp |
700 | 34 | ||||||
Coinbase Global Inc, Cl A * |
6,300 | 1,358 | ||||||
Columbia Banking System Inc |
6,732 | 180 | ||||||
Comerica Inc |
3,953 | 254 | ||||||
Commerce Bancshares Inc/MO |
3,384 | 220 | ||||||
Corebridge Financial Inc |
9,000 | 312 | ||||||
Corpay Inc * |
2,200 | 807 | ||||||
Credit Acceptance Corp * |
200 | 98 | ||||||
Cullen/Frost Bankers Inc |
1,668 | 229 | ||||||
Discover Financial Services |
8,089 | 1,579 | ||||||
East West Bancorp Inc |
4,700 | 444 | ||||||
Equitable Holdings Inc |
9,300 | 512 | ||||||
Euronet Worldwide Inc * |
1,400 | 143 | ||||||
Evercore Inc, Cl A |
1,200 | 290 | ||||||
Everest Group Ltd |
1,500 | 530 | ||||||
FactSet Research Systems Inc |
1,125 | 519 | ||||||
Fidelity National Financial Inc |
8,352 | 539 | ||||||
Fidelity National Information Services Inc |
17,548 | 1,248 | ||||||
Fifth Third Bancorp |
20,582 | 895 | ||||||
First American Financial Corp |
3,800 | 250 | ||||||
First Citizens BancShares Inc/NC, Cl A |
400 | 819 | ||||||
First Hawaiian Inc |
4,800 | 129 | ||||||
First Horizon Corp |
19,156 | 413 | ||||||
Fiserv Inc * |
17,974 | 4,236 | ||||||
FNB Corp/PA |
11,200 | 166 | ||||||
Franklin Resources Inc |
8,749 | 177 | ||||||
Global Payments Inc |
8,152 | 858 | ||||||
Globe Life Inc |
3,087 | 393 | ||||||
Goldman Sachs Group Inc/The |
9,775 | 6,083 | ||||||
Hanover Insurance Group Inc/The |
1,093 | 186 | ||||||
Hartford Financial Services Group Inc/The |
9,510 | 1,125 | ||||||
Houlihan Lokey Inc, Cl A |
1,700 | 295 | ||||||
Huntington Bancshares Inc/OH |
44,682 | 736 | ||||||
Interactive Brokers Group Inc, Cl A |
3,200 | 654 | ||||||
Intercontinental Exchange Inc |
18,000 | 3,118 | ||||||
Invesco Ltd |
12,000 | 209 | ||||||
Jack Henry & Associates Inc |
2,400 | 417 | ||||||
Janus Henderson Group PLC |
3,000 | 127 | ||||||
Jefferies Financial Group Inc |
5,706 | 378 | ||||||
JPMorgan Chase & Co |
88,870 | 23,519 | ||||||
Kemper Corp |
2,400 | 162 | ||||||
KeyCorp |
29,851 | 517 | ||||||
Kinsale Capital Group Inc |
700 | 302 | ||||||
KKR & Co Inc |
21,600 | 2,929 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Lazard Inc, Cl A |
3,800 | $ | 191 | |||||
Lincoln National Corp |
6,388 | 249 | ||||||
Loews Corp |
6,136 | 532 | ||||||
LPL Financial Holdings Inc |
2,200 | 818 | ||||||
M&T Bank Corp |
5,157 | 989 | ||||||
Markel Group Inc * |
377 | 729 | ||||||
MarketAxess Holdings Inc |
1,300 | 251 | ||||||
Marsh & McLennan Cos Inc |
15,765 | 3,750 | ||||||
Mastercard Inc, Cl A |
25,800 | 14,869 | ||||||
MetLife Inc |
18,209 | 1,569 | ||||||
MGIC Investment Corp |
6,600 | 162 | ||||||
Moody's Corp |
5,027 | 2,533 | ||||||
Morgan Stanley |
36,514 | 4,860 | ||||||
Morningstar Inc |
800 | 251 | ||||||
MSCI Inc, Cl A |
2,400 | 1,417 | ||||||
Nasdaq Inc |
12,530 | 1,037 | ||||||
Northern Trust Corp |
6,105 | 673 | ||||||
NU Holdings Ltd/Cayman Islands, Cl A * |
100,000 | 1,075 | ||||||
Old Republic International Corp |
6,090 | 234 | ||||||
OneMain Holdings Inc, Cl A |
3,100 | 167 | ||||||
PayPal Holdings Inc * |
31,311 | 2,225 | ||||||
Pinnacle Financial Partners Inc |
2,600 | 297 | ||||||
PNC Financial Services Group Inc/The |
12,422 | 2,384 | ||||||
Popular Inc |
2,453 | 246 | ||||||
Primerica Inc |
1,200 | 348 | ||||||
Principal Financial Group Inc |
6,708 | 597 | ||||||
Progressive Corp/The |
18,380 | 5,183 | ||||||
Prosperity Bancshares Inc |
3,300 | 253 | ||||||
Prudential Financial Inc |
11,163 | 1,285 | ||||||
Raymond James Financial Inc |
5,831 | 902 | ||||||
Regions Financial Corp |
30,187 | 716 | ||||||
Reinsurance Group of America Inc, Cl A |
2,199 | 446 | ||||||
RenaissanceRe Holdings Ltd |
1,700 | 404 | ||||||
Rithm Capital Corp ‡ |
15,500 | 188 | ||||||
RLI Corp |
2,800 | 213 | ||||||
Robinhood Markets Inc, Cl A * |
20,600 | 1,032 | ||||||
Rocket Cos Inc, Cl A * |
4,300 | 60 | ||||||
Ryan Specialty Holdings Inc, Cl A |
3,800 | 266 | ||||||
S&P Global Inc |
9,876 | 5,271 | ||||||
SEI Investments Co † |
3,442 | 276 | ||||||
Shift4 Payments Inc, Cl A * |
1,600 | 158 | ||||||
SLM Corp |
5,831 | 176 | ||||||
SoFi Technologies Inc * |
32,100 | 464 | ||||||
Starwood Property Trust Inc ‡ |
10,000 | 205 | ||||||
State Street Corp |
8,879 | 881 | ||||||
Stifel Financial Corp |
3,000 | 319 | ||||||
Synchrony Financial |
12,218 | 741 | ||||||
Synovus Financial Corp |
3,696 | 192 | ||||||
T Rowe Price Group Inc |
6,830 | 722 | ||||||
TFS Financial Corp |
2,500 | 33 | ||||||
Toast Inc, Cl A * |
15,000 | 579 | ||||||
TPG Inc, Cl A |
2,700 | 149 | ||||||
Tradeweb Markets Inc, Cl A |
3,900 | 528 | ||||||
16
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Travelers Cos Inc/The |
7,075 | $ | 1,829 | |||||
Truist Financial Corp |
41,463 | 1,922 | ||||||
Unum Group |
6,205 | 511 | ||||||
US Bancorp |
48,597 | 2,279 | ||||||
UWM Holdings Corp |
2,300 | 14 | ||||||
Virtu Financial Inc, Cl A |
2,700 | 99 | ||||||
Visa Inc, Cl A |
49,800 | 18,063 | ||||||
Voya Financial Inc |
3,300 | 238 | ||||||
W R Berkley Corp |
9,071 | 572 | ||||||
Webster Financial Corp |
5,746 | 324 | ||||||
Wells Fargo & Co |
105,066 | 8,229 | ||||||
Western Alliance Bancorp |
3,600 | 313 | ||||||
Western Union Co/The |
11,528 | 125 | ||||||
WEX Inc * |
1,500 | 236 | ||||||
White Mountains Insurance Group Ltd |
79 | 146 | ||||||
Willis Towers Watson PLC |
3,262 | 1,108 | ||||||
Wintrust Financial Corp |
2,400 | 299 | ||||||
XP Inc, Cl A |
12,400 | 175 | ||||||
Zions Bancorp NA |
4,202 | 227 | ||||||
| 256,585 | ||||||||
Health Care — 10.5% |
||||||||
10X Genomics Inc, Cl A * |
4,400 | 47 | ||||||
Abbott Laboratories |
54,537 | 7,527 | ||||||
AbbVie Inc |
55,901 | 11,685 | ||||||
Acadia Healthcare Co Inc * |
3,500 | 105 | ||||||
Agilent Technologies Inc |
9,064 | 1,159 | ||||||
Align Technology Inc * |
2,200 | 411 | ||||||
Alnylam Pharmaceuticals Inc * |
4,000 | 987 | ||||||
Amedisys Inc * |
1,200 | 110 | ||||||
Amgen Inc |
16,858 | 5,193 | ||||||
Apellis Pharmaceuticals Inc * |
4,200 | 106 | ||||||
Avantor Inc * |
21,900 | 366 | ||||||
Azenta Inc * |
1,800 | 79 | ||||||
Baxter International Inc |
17,415 | 601 | ||||||
Becton Dickinson & Co |
8,970 | 2,023 | ||||||
Biogen Inc * |
4,300 | 604 | ||||||
BioMarin Pharmaceutical Inc * |
6,400 | 455 | ||||||
Bio-Rad Laboratories Inc, Cl A * |
700 | 186 | ||||||
Bio-Techne Corp |
5,264 | 325 | ||||||
Boston Scientific Corp * |
46,139 | 4,789 | ||||||
Bristol-Myers Squibb Co |
63,619 | 3,793 | ||||||
Bruker Corp |
3,500 | 165 | ||||||
Cardinal Health Inc |
7,529 | 975 | ||||||
Cencora Inc |
5,424 | 1,375 | ||||||
Centene Corp * |
15,958 | 928 | ||||||
Certara Inc * |
5,700 | 68 | ||||||
Charles River Laboratories International Inc * |
1,743 | 288 | ||||||
Chemed Corp |
500 | 300 | ||||||
Cigna Group/The |
8,602 | 2,657 | ||||||
Cooper Cos Inc/The * |
5,816 | 526 | ||||||
CVS Health Corp |
39,299 | 2,583 | ||||||
Danaher Corp |
20,302 | 4,218 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
DaVita Inc * |
1,185 | $ | 175 | |||||
DENTSPLY SIRONA Inc |
7,066 | 117 | ||||||
Dexcom Inc * |
11,900 | 1,052 | ||||||
Doximity Inc, Cl A * |
3,700 | 261 | ||||||
Edwards Lifesciences Corp * |
18,684 | 1,338 | ||||||
Elanco Animal Health Inc * |
16,637 | 186 | ||||||
Elevance Health Inc |
7,231 | 2,870 | ||||||
Eli Lilly & Co |
25,271 | 23,265 | ||||||
Encompass Health Corp |
3,400 | 340 | ||||||
Enovis Corp * |
2,166 | 84 | ||||||
Envista Holdings Corp * |
4,500 | 90 | ||||||
Exact Sciences Corp * |
6,600 | 313 | ||||||
Exelixis Inc * |
7,600 | 294 | ||||||
Fortrea Holdings Inc * |
3,890 | 54 | ||||||
GE HealthCare Technologies Inc |
13,956 | 1,219 | ||||||
Gilead Sciences Inc |
40,034 | 4,576 | ||||||
Globus Medical Inc, Cl A * |
4,000 | 321 | ||||||
GRAIL Inc * |
1,017 | 39 | ||||||
HCA Healthcare Inc |
6,000 | 1,838 | ||||||
Henry Schein Inc * |
4,568 | 330 | ||||||
Hologic Inc * |
7,900 | 501 | ||||||
Humana Inc |
3,675 | 994 | ||||||
IDEXX Laboratories Inc * |
2,604 | 1,138 | ||||||
Illumina Inc * |
5,205 | 462 | ||||||
Incyte Corp * |
4,800 | 353 | ||||||
Inspire Medical Systems Inc * |
700 | 130 | ||||||
Insulet Corp * |
2,300 | 626 | ||||||
Intra-Cellular Therapies Inc * |
2,900 | 372 | ||||||
Intuitive Surgical Inc * |
11,115 | 6,371 | ||||||
Ionis Pharmaceuticals Inc * |
4,900 | 163 | ||||||
IQVIA Holdings Inc * |
5,613 | 1,060 | ||||||
Jazz Pharmaceuticals PLC * |
2,300 | 330 | ||||||
Johnson & Johnson |
76,100 | 12,558 | ||||||
Labcorp Holdings Inc |
2,490 | 625 | ||||||
Masimo Corp * |
1,200 | 227 | ||||||
McKesson Corp |
4,070 | 2,606 | ||||||
Medpace Holdings Inc * |
900 | 295 | ||||||
Medtronic PLC |
40,226 | 3,702 | ||||||
Merck & Co Inc |
79,943 | 7,375 | ||||||
Mettler-Toledo International Inc * |
649 | 826 | ||||||
Moderna Inc * |
11,400 | 353 | ||||||
Molina Healthcare Inc * |
1,700 | 512 | ||||||
Natera Inc * |
3,800 | 591 | ||||||
Neurocrine Biosciences Inc * |
3,200 | 380 | ||||||
Organon & Co |
9,754 | 145 | ||||||
Penumbra Inc * |
1,100 | 314 | ||||||
Perrigo Co PLC |
7,800 | 226 | ||||||
Pfizer Inc |
178,222 | 4,710 | ||||||
Premier Inc, Cl A |
4,400 | 80 | ||||||
QIAGEN NV |
7,308 | 281 | ||||||
Quest Diagnostics Inc |
3,744 | 647 | ||||||
QuidelOrtho Corp * |
1,900 | 76 | ||||||
Regeneron Pharmaceuticals Inc |
3,342 | 2,335 | ||||||
SEI Institutional Investments Trust
17
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Repligen Corp * |
1,900 | $ | 303 | |||||
ResMed Inc |
4,712 | 1,100 | ||||||
Revvity Inc |
4,134 | 464 | ||||||
Roivant Sciences Ltd * |
14,600 | 157 | ||||||
Royalty Pharma PLC, Cl A |
13,200 | 444 | ||||||
Sarepta Therapeutics Inc * |
3,100 | 331 | ||||||
Solventum Corp * |
4,715 | 376 | ||||||
Sotera Health Co * |
4,500 | 56 | ||||||
STERIS PLC |
3,000 | 658 | ||||||
Stryker Corp |
11,404 | 4,404 | ||||||
Teleflex Inc |
1,640 | 218 | ||||||
Tenet Healthcare Corp * |
2,900 | 367 | ||||||
Thermo Fisher Scientific Inc |
12,025 | 6,361 | ||||||
Ultragenyx Pharmaceutical Inc * |
3,500 | 150 | ||||||
United Therapeutics Corp * |
1,400 | 448 | ||||||
UnitedHealth Group Inc |
29,020 | 13,783 | ||||||
Universal Health Services Inc, Cl B |
1,976 | 346 | ||||||
Veeva Systems Inc, Cl A * |
4,700 | 1,053 | ||||||
Vertex Pharmaceuticals Inc * |
8,100 | 3,886 | ||||||
Viatris Inc |
40,322 | 372 | ||||||
Viking Therapeutics Inc * |
3,900 | 113 | ||||||
Waters Corp * |
1,973 | 744 | ||||||
West Pharmaceutical Services Inc |
2,300 | 534 | ||||||
Zimmer Biomet Holdings Inc |
5,925 | 618 | ||||||
Zoetis Inc, Cl A |
14,244 | 2,382 | ||||||
| 184,428 | ||||||||
Industrials — 9.0% |
||||||||
3M Co |
17,162 | 2,662 | ||||||
A O Smith Corp |
3,800 | 253 | ||||||
AAON Inc |
2,500 | 192 | ||||||
Acuity Brands Inc |
900 | 267 | ||||||
Advanced Drainage Systems Inc |
2,300 | 256 | ||||||
AECOM |
4,316 | 432 | ||||||
AGCO Corp |
2,400 | 233 | ||||||
Air Lease Corp, Cl A |
4,100 | 196 | ||||||
Alaska Air Group Inc * |
2,900 | 210 | ||||||
Allegion PLC |
2,766 | 356 | ||||||
Allison Transmission Holdings Inc |
3,000 | 305 | ||||||
Amentum Holdings Inc * |
4,284 | 84 | ||||||
American Airlines Group Inc * |
19,300 | 277 | ||||||
AMETEK Inc |
7,528 | 1,425 | ||||||
API Group Corp * |
8,400 | 330 | ||||||
Armstrong World Industries Inc |
1,700 | 261 | ||||||
Automatic Data Processing Inc |
12,892 | 4,063 | ||||||
Avis Budget Group Inc * |
700 | 55 | ||||||
Axon Enterprise Inc * |
2,300 | 1,215 | ||||||
AZEK Co Inc/The, Cl A * |
4,800 | 225 | ||||||
Boeing Co/The * |
22,192 | 3,875 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
3,900 | 414 | ||||||
Broadridge Financial Solutions Inc |
3,573 | 862 | ||||||
Builders FirstSource Inc * |
3,300 | 459 | ||||||
BWX Technologies Inc |
3,150 | 328 | ||||||
CACI International Inc, Cl A * |
736 | 246 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Carlisle Cos Inc |
1,466 | $ | 500 | |||||
Carrier Global Corp |
25,978 | 1,683 | ||||||
Caterpillar Inc |
15,347 | 5,279 | ||||||
CH Robinson Worldwide Inc |
4,048 | 411 | ||||||
Cintas Corp |
10,728 | 2,226 | ||||||
Clarivate PLC * |
17,400 | 75 | ||||||
Clean Harbors Inc * |
1,800 | 384 | ||||||
CNH Industrial NV |
29,600 | 381 | ||||||
Comfort Systems USA Inc |
1,000 | 363 | ||||||
Concentrix Corp |
1,600 | 72 | ||||||
Copart Inc * |
28,444 | 1,559 | ||||||
Core & Main Inc, Cl A * |
6,600 | 337 | ||||||
Crane Co |
1,800 | 293 | ||||||
CSX Corp |
60,488 | 1,936 | ||||||
Cummins Inc |
4,348 | 1,601 | ||||||
Curtiss-Wright Corp |
1,300 | 418 | ||||||
Dayforce Inc * |
5,000 | 310 | ||||||
Deere & Co |
7,919 | 3,807 | ||||||
Delta Air Lines Inc |
19,900 | 1,196 | ||||||
Donaldson Co Inc |
4,044 | 279 | ||||||
Dover Corp |
4,357 | 866 | ||||||
Dun & Bradstreet Holdings Inc |
8,900 | 81 | ||||||
Eaton Corp PLC |
12,416 | 3,642 | ||||||
EMCOR Group Inc |
1,400 | 572 | ||||||
Emerson Electric Co |
17,810 | 2,166 | ||||||
Equifax Inc |
3,856 | 946 | ||||||
Esab Corp |
2,166 | 271 | ||||||
Everus Construction Group Inc * |
1,705 | 71 | ||||||
Expeditors International of Washington Inc |
4,648 | 546 | ||||||
Fastenal Co |
17,748 | 1,344 | ||||||
FedEx Corp |
7,344 | 1,931 | ||||||
Ferguson Enterprises Inc |
6,300 | 1,118 | ||||||
Flowserve Corp |
3,400 | 187 | ||||||
Fortive Corp |
10,953 | 871 | ||||||
Fortune Brands Innovations Inc |
4,220 | 273 | ||||||
FTI Consulting Inc * |
1,100 | 182 | ||||||
Gates Industrial Corp PLC * |
4,900 | 106 | ||||||
GE Vernova Inc |
8,642 | 2,897 | ||||||
Generac Holdings Inc * |
2,000 | 272 | ||||||
General Dynamics Corp |
8,672 | 2,191 | ||||||
General Electric Co |
33,870 | 7,010 | ||||||
Genpact Ltd |
5,100 | 271 | ||||||
Graco Inc |
5,672 | 494 | ||||||
GXO Logistics Inc * |
3,900 | 154 | ||||||
Hayward Holdings Inc * |
5,500 | 80 | ||||||
HEICO Corp |
1,410 | 373 | ||||||
HEICO Corp, Cl A |
2,621 | 559 | ||||||
Hexcel Corp |
3,300 | 209 | ||||||
Honeywell International Inc |
20,490 | 4,362 | ||||||
Howmet Aerospace Inc |
12,767 | 1,744 | ||||||
Hubbell Inc, Cl B |
1,692 | 629 | ||||||
Huntington Ingalls Industries Inc |
1,337 | 235 | ||||||
IDEX Corp |
2,593 | 504 | ||||||
18
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Illinois Tool Works Inc |
9,280 | $ | 2,450 | |||||
Ingersoll Rand Inc |
12,665 | 1,074 | ||||||
ITT Inc |
2,751 | 389 | ||||||
Jacobs Solutions Inc |
3,684 | 472 | ||||||
JB Hunt Transport Services Inc |
2,452 | 395 | ||||||
Johnson Controls International PLC |
21,666 | 1,856 | ||||||
KBR Inc |
4,100 | 201 | ||||||
Kirby Corp * |
2,000 | 208 | ||||||
Knight-Swift Transportation Holdings Inc, Cl A |
5,300 | 267 | ||||||
L3Harris Technologies Inc |
5,834 | 1,202 | ||||||
Landstar System Inc |
1,365 | 217 | ||||||
Leidos Holdings Inc |
3,973 | 516 | ||||||
Lennox International Inc |
1,020 | 613 | ||||||
Lincoln Electric Holdings Inc |
1,700 | 351 | ||||||
Lockheed Martin Corp |
6,573 | 2,960 | ||||||
Lyft Inc, Cl A * |
10,000 | 133 | ||||||
ManpowerGroup Inc |
1,484 | 86 | ||||||
Masco Corp |
6,379 | 480 | ||||||
MasTec Inc * |
2,100 | 274 | ||||||
Middleby Corp/The * |
1,800 | 298 | ||||||
MSA Safety Inc |
1,200 | 196 | ||||||
MSC Industrial Direct Co Inc, Cl A |
1,820 | 146 | ||||||
Nordson Corp |
1,900 | 400 | ||||||
Norfolk Southern Corp |
6,995 | 1,719 | ||||||
Northrop Grumman Corp |
4,378 | 2,022 | ||||||
nVent Electric PLC |
5,273 | 318 | ||||||
Old Dominion Freight Line Inc |
6,100 | 1,077 | ||||||
Oshkosh Corp |
2,259 | 231 | ||||||
Otis Worldwide Corp |
12,439 | 1,241 | ||||||
Owens Corning |
2,900 | 447 | ||||||
PACCAR Inc |
15,944 | 1,710 | ||||||
Parker-Hannifin Corp |
4,004 | 2,677 | ||||||
Parsons Corp * |
1,700 | 99 | ||||||
Paychex Inc |
10,007 | 1,518 | ||||||
Paycom Software Inc |
1,500 | 329 | ||||||
Paycor HCM Inc * |
1,700 | 38 | ||||||
Paylocity Holding Corp * |
1,300 | 266 | ||||||
Pentair PLC |
5,573 | 525 | ||||||
Quanta Services Inc |
4,467 | 1,160 | ||||||
RB Global Inc |
6,210 | 636 | ||||||
RBC Bearings Inc * |
900 | 323 | ||||||
Regal Rexnord Corp |
2,276 | 295 | ||||||
Republic Services Inc, Cl A |
6,442 | 1,527 | ||||||
Robert Half Inc |
2,676 | 158 | ||||||
Rockwell Automation Inc |
3,604 | 1,035 | ||||||
Rollins Inc |
8,337 | 437 | ||||||
RTX Corp |
41,862 | 5,567 | ||||||
Ryder System Inc |
1,206 | 198 | ||||||
Saia Inc * |
800 | 328 | ||||||
Schneider National Inc, Cl B |
400 | 11 | ||||||
Science Applications International Corp |
1,700 | 168 | ||||||
Sensata Technologies Holding PLC |
5,100 | 147 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Simpson Manufacturing Co Inc |
1,600 | $ | 263 | |||||
SiteOne Landscape Supply Inc * |
1,500 | 189 | ||||||
Snap-on Inc |
1,691 | 577 | ||||||
Southwest Airlines Co |
20,320 | 631 | ||||||
Spirit AeroSystems Holdings Inc, Cl A * |
4,400 | 154 | ||||||
SS&C Technologies Holdings Inc |
7,300 | 650 | ||||||
Stanley Black & Decker Inc |
4,693 | 406 | ||||||
Tetra Tech Inc |
8,500 | 248 | ||||||
Textron Inc |
6,222 | 465 | ||||||
Timken Co/The |
2,169 | 176 | ||||||
Toro Co/The |
3,540 | 284 | ||||||
Trane Technologies PLC |
7,100 | 2,511 | ||||||
TransDigm Group Inc |
1,693 | 2,315 | ||||||
TransUnion |
6,300 | 582 | ||||||
Trex Co Inc * |
3,700 | 228 | ||||||
Uber Technologies Inc * |
64,500 | 4,903 | ||||||
U-Haul Holding Co * |
400 | 28 | ||||||
U-Haul Holding Co, Cl B |
3,600 | 222 | ||||||
Union Pacific Corp |
19,132 | 4,720 | ||||||
United Airlines Holdings Inc * |
10,600 | 994 | ||||||
United Parcel Service Inc, Cl B |
22,741 | 2,707 | ||||||
United Rentals Inc |
2,000 | 1,285 | ||||||
Valmont Industries Inc |
600 | 209 | ||||||
Veralto Corp |
7,667 | 765 | ||||||
Verisk Analytics Inc, Cl A |
4,500 | 1,336 | ||||||
Vertiv Holdings Co, Cl A |
11,500 | 1,094 | ||||||
Vestis Corp |
5,150 | 61 | ||||||
Waste Management Inc |
12,694 | 2,955 | ||||||
Watsco Inc |
1,000 | 504 | ||||||
WESCO International Inc |
1,500 | 271 | ||||||
Westinghouse Air Brake Technologies Corp |
5,537 | 1,026 | ||||||
WillScot Holdings Corp, Cl A * |
6,700 | 221 | ||||||
Woodward Inc |
1,900 | 359 | ||||||
WW Grainger Inc |
1,387 | 1,416 | ||||||
XPO Inc * |
3,600 | 443 | ||||||
Xylem Inc/NY |
7,402 | 969 | ||||||
| 157,306 | ||||||||
Information Technology — 28.7% |
||||||||
Accenture PLC, Cl A |
19,800 | 6,900 | ||||||
Adobe Inc * |
14,002 | 6,141 | ||||||
Advanced Micro Devices Inc * |
50,713 | 5,064 | ||||||
Akamai Technologies Inc * |
4,818 | 389 | ||||||
Allegro MicroSystems Inc * |
4,200 | 94 | ||||||
Amdocs Ltd |
3,100 | 270 | ||||||
Amkor Technology Inc |
4,100 | 86 | ||||||
Amphenol Corp, Cl A |
36,936 | 2,460 | ||||||
Analog Devices Inc |
15,903 | 3,659 | ||||||
ANSYS Inc * |
2,900 | 966 | ||||||
Appfolio Inc, Cl A * |
800 | 172 | ||||||
Apple Inc |
453,063 | 109,569 | ||||||
Applied Materials Inc |
26,155 | 4,134 | ||||||
AppLovin Corp, Cl A * |
8,200 | 2,671 | ||||||
Arista Networks Inc * |
33,000 | 3,071 | ||||||
SEI Institutional Investments Trust
19
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Arrow Electronics Inc * |
2,089 | $ | 226 | |||||
Aspen Technology Inc * |
970 | 257 | ||||||
Astera Labs Inc * |
3,500 | 260 | ||||||
Atlassian Corp, Cl A * |
5,000 | 1,421 | ||||||
Autodesk Inc * |
6,737 | 1,847 | ||||||
Avnet Inc |
3,610 | 182 | ||||||
Bentley Systems Inc, Cl B |
5,100 | 224 | ||||||
BILL Holdings Inc * |
3,700 | 204 | ||||||
Broadcom Inc |
143,780 | 28,674 | ||||||
Cadence Design Systems Inc * |
8,463 | 2,120 | ||||||
CCC Intelligent Solutions Holdings Inc * |
13,500 | 138 | ||||||
CDW Corp/DE |
4,500 | 802 | ||||||
Ciena Corp * |
4,300 | 342 | ||||||
Cirrus Logic Inc * |
1,800 | 188 | ||||||
Cisco Systems Inc |
125,827 | 8,067 | ||||||
Cloudflare Inc, Cl A * |
9,400 | 1,366 | ||||||
Cognex Corp |
5,800 | 190 | ||||||
Cognizant Technology Solutions Corp, Cl A |
15,676 | 1,306 | ||||||
Coherent Corp * |
4,183 | 314 | ||||||
Confluent Inc, Cl A * |
7,800 | 248 | ||||||
Corning Inc |
23,558 | 1,181 | ||||||
Crane NXT Co |
2,100 | 117 | ||||||
Crowdstrike Holdings Inc, Cl A * |
7,400 | 2,883 | ||||||
Datadog Inc, Cl A * |
9,300 | 1,084 | ||||||
Dell Technologies Inc, Cl C |
8,500 | 873 | ||||||
DocuSign Inc, Cl A * |
5,900 | 491 | ||||||
Dolby Laboratories Inc, Cl A |
1,943 | 159 | ||||||
DoubleVerify Holdings Inc * |
4,800 | 67 | ||||||
Dropbox Inc, Cl A * |
8,300 | 216 | ||||||
DXC Technology Co * |
6,636 | 122 | ||||||
Dynatrace Inc * |
10,100 | 578 | ||||||
Elastic NV * |
2,800 | 326 | ||||||
Enphase Energy Inc * |
4,500 | 258 | ||||||
Entegris Inc |
5,200 | 526 | ||||||
EPAM Systems Inc * |
1,900 | 392 | ||||||
F5 Inc * |
1,831 | 535 | ||||||
Fair Isaac Corp * |
700 | 1,320 | ||||||
First Solar Inc * |
3,600 | 490 | ||||||
Five9 Inc * |
2,200 | 80 | ||||||
Fortinet Inc * |
20,100 | 2,171 | ||||||
Gartner Inc * |
2,410 | 1,201 | ||||||
Gen Digital Inc |
16,348 | 447 | ||||||
Gitlab Inc, Cl A * |
3,600 | 217 | ||||||
GLOBALFOUNDRIES Inc * |
2,700 | 105 | ||||||
Globant SA * |
1,400 | 211 | ||||||
GoDaddy Inc, Cl A * |
4,400 | 790 | ||||||
Guidewire Software Inc * |
2,800 | 564 | ||||||
Hewlett Packard Enterprise Co |
43,470 | 861 | ||||||
HP Inc |
30,570 | 944 | ||||||
HubSpot Inc * |
1,600 | 1,158 | ||||||
Informatica Inc, Cl A * |
1,700 | 33 | ||||||
Intel Corp |
137,458 | 3,262 | ||||||
International Business Machines Corp |
28,901 | 7,296 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Intuit Inc |
8,552 | $ | 5,250 | |||||
IPG Photonics Corp * |
800 | 47 | ||||||
Jabil Inc |
3,274 | 507 | ||||||
Juniper Networks Inc |
10,625 | 385 | ||||||
Keysight Technologies Inc * |
5,332 | 851 | ||||||
KLA Corp |
4,249 | 3,012 | ||||||
Kyndryl Holdings Inc * |
6,459 | 246 | ||||||
Lam Research Corp |
40,220 | 3,086 | ||||||
Lattice Semiconductor Corp * |
3,800 | 237 | ||||||
Littelfuse Inc |
800 | 186 | ||||||
Lumentum Holdings Inc * |
1,800 | 127 | ||||||
MACOM Technology Solutions Holdings Inc * |
2,000 | 231 | ||||||
Manhattan Associates Inc * |
2,000 | 354 | ||||||
Marvell Technology Inc |
26,838 | 2,464 | ||||||
Microchip Technology Inc |
16,530 | 973 | ||||||
Micron Technology Inc |
34,516 | 3,232 | ||||||
Microsoft Corp |
235,416 | 93,458 | ||||||
MicroStrategy Inc, Cl A * |
5,100 | 1,303 | ||||||
MKS Instruments Inc |
2,300 | 211 | ||||||
MongoDB Inc, Cl A * |
2,400 | 642 | ||||||
Monolithic Power Systems Inc |
1,502 | 918 | ||||||
Motorola Solutions Inc |
5,114 | 2,251 | ||||||
nCino Inc * |
2,900 | 91 | ||||||
NetApp Inc |
6,355 | 634 | ||||||
Nutanix Inc, Cl A * |
7,800 | 600 | ||||||
NVIDIA Corp |
740,640 | 92,521 | ||||||
Okta Inc, Cl A * |
5,000 | 452 | ||||||
ON Semiconductor Corp * |
12,800 | 602 | ||||||
Onto Innovation Inc * |
1,400 | 204 | ||||||
Oracle Corp |
49,520 | 8,223 | ||||||
Palantir Technologies Inc, Cl A * |
63,200 | 5,367 | ||||||
Palo Alto Networks Inc * |
20,324 | 3,870 | ||||||
Pegasystems Inc |
1,500 | 118 | ||||||
Procore Technologies Inc * |
3,100 | 237 | ||||||
PTC Inc * |
3,900 | 638 | ||||||
Pure Storage Inc, Cl A * |
9,900 | 519 | ||||||
Qorvo Inc * |
3,500 | 254 | ||||||
QUALCOMM Inc |
35,159 | 5,526 | ||||||
RingCentral Inc, Cl A * |
3,100 | 88 | ||||||
Roper Technologies Inc |
3,300 | 1,929 | ||||||
Salesforce Inc |
29,118 | 8,673 | ||||||
SANDISK CORP * |
3,365 | 158 | ||||||
SentinelOne Inc, Cl A * |
9,400 | 194 | ||||||
ServiceNow Inc * |
6,500 | 6,043 | ||||||
Skyworks Solutions Inc |
5,500 | 367 | ||||||
Snowflake Inc, Cl A * |
9,900 | 1,753 | ||||||
Super Micro Computer Inc * |
17,000 | 705 | ||||||
Synopsys Inc * |
4,782 | 2,187 | ||||||
TD SYNNEX Corp |
2,500 | 344 | ||||||
Teledyne Technologies Inc * |
1,467 | 756 | ||||||
Teradata Corp * |
2,989 | 71 | ||||||
Teradyne Inc |
5,363 | 589 | ||||||
Texas Instruments Inc |
28,608 | 5,607 | ||||||
20
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Trimble Inc * |
8,228 | $ | 592 | |||||
Twilio Inc, Cl A * |
4,500 | 540 | ||||||
Tyler Technologies Inc * |
1,400 | 852 | ||||||
UiPath Inc, Cl A * |
15,800 | 194 | ||||||
Unity Software Inc * |
7,700 | 197 | ||||||
Universal Display Corp |
1,600 | 246 | ||||||
VeriSign Inc * |
2,785 | 662 | ||||||
Vontier Corp |
5,901 | 220 | ||||||
Western Digital Corp * |
10,096 | 494 | ||||||
Wolfspeed Inc * |
5,000 | 29 | ||||||
Workday Inc, Cl A * |
6,700 | 1,764 | ||||||
Zebra Technologies Corp, Cl A * |
1,725 | 543 | ||||||
Zoom Video Communications Inc, Cl A * |
8,500 | 626 | ||||||
Zscaler Inc * |
2,800 | 549 | ||||||
| 501,779 | ||||||||
Materials — 2.3% |
||||||||
Air Products and Chemicals Inc |
6,894 | 2,180 | ||||||
Albemarle Corp |
3,973 | 306 | ||||||
Alcoa Corp |
8,600 | 286 | ||||||
Amcor PLC |
48,600 | 492 | ||||||
AptarGroup Inc |
2,200 | 323 | ||||||
Ardagh Metal Packaging SA |
3,000 | 9 | ||||||
Ashland Inc |
1,676 | 102 | ||||||
ATI Inc * |
4,500 | 262 | ||||||
Avery Dennison Corp |
2,710 | 509 | ||||||
Axalta Coating Systems Ltd * |
7,400 | 268 | ||||||
Ball Corp |
8,500 | 448 | ||||||
Berry Global Group Inc |
3,900 | 282 | ||||||
Celanese Corp, Cl A |
3,883 | 198 | ||||||
CF Industries Holdings Inc |
6,030 | 489 | ||||||
Chemours Co/The |
4,300 | 64 | ||||||
Cleveland-Cliffs Inc * |
14,100 | 153 | ||||||
Corteva Inc |
21,876 | 1,378 | ||||||
CRH PLC |
21,400 | 2,194 | ||||||
Crown Holdings Inc |
3,951 | 354 | ||||||
Dow Inc |
21,376 | 815 | ||||||
DuPont de Nemours Inc |
12,809 | 1,047 | ||||||
Eagle Materials Inc |
1,200 | 271 | ||||||
Eastman Chemical Co |
3,928 | 384 | ||||||
Ecolab Inc |
7,755 | 2,086 | ||||||
Element Solutions Inc |
6,200 | 162 | ||||||
FMC Corp |
4,420 | 163 | ||||||
Freeport-McMoRan Inc, Cl B |
45,524 | 1,680 | ||||||
Graphic Packaging Holding Co |
10,300 | 275 | ||||||
Huntsman Corp |
6,029 | 102 | ||||||
International Flavors & Fragrances Inc |
7,652 | 626 | ||||||
International Paper Co |
11,855 | 668 | ||||||
Linde PLC |
15,100 | 7,052 | ||||||
Louisiana-Pacific Corp |
2,200 | 219 | ||||||
LyondellBasell Industries NV, Cl A |
8,660 | 665 | ||||||
Martin Marietta Materials Inc |
1,863 | 900 | ||||||
Mosaic Co/The |
10,878 | 260 | ||||||
MP Materials Corp * |
5,300 | 127 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
NewMarket Corp |
200 | $ | 114 | |||||
Newmont Corp |
36,333 | 1,557 | ||||||
Nucor Corp |
7,190 | 988 | ||||||
Olin Corp |
4,000 | 102 | ||||||
Packaging Corp of America |
2,999 | 639 | ||||||
PPG Industries Inc |
7,265 | 823 | ||||||
Reliance Inc |
1,600 | 475 | ||||||
Royal Gold Inc |
2,200 | 323 | ||||||
RPM International Inc |
4,069 | 504 | ||||||
Scotts Miracle-Gro Co/The, Cl A |
1,606 | 94 | ||||||
Sealed Air Corp |
4,868 | 166 | ||||||
Sherwin-Williams Co/The |
7,311 | 2,649 | ||||||
Silgan Holdings Inc |
2,308 | 125 | ||||||
Smurfit WestRock PLC |
16,045 | 836 | ||||||
Sonoco Products Co |
3,246 | 155 | ||||||
Southern Copper Corp |
2,961 | 263 | ||||||
Steel Dynamics Inc |
4,300 | 581 | ||||||
United States Steel Corp |
7,600 | 306 | ||||||
Vulcan Materials Co |
4,257 | 1,053 | ||||||
Westlake Corp |
1,300 | 146 | ||||||
| 39,698 | ||||||||
Real Estate — 2.5% |
||||||||
Agree Realty Corp ‡ |
3,800 | 280 | ||||||
Alexandria Real Estate Equities Inc ‡ |
6,000 | 614 | ||||||
American Homes 4 Rent, Cl A ‡ |
10,700 | 396 | ||||||
American Tower Corp, Cl A ‡ |
15,012 | 3,087 | ||||||
Americold Realty Trust Inc ‡ |
9,600 | 220 | ||||||
AvalonBay Communities Inc ‡ |
4,541 | 1,027 | ||||||
Brixmor Property Group Inc ‡ |
10,100 | 282 | ||||||
BXP Inc ‡ |
5,584 | 396 | ||||||
Camden Property Trust ‡ |
3,547 | 440 | ||||||
CBRE Group Inc, Cl A * |
9,517 | 1,351 | ||||||
CoStar Group Inc * |
12,300 | 938 | ||||||
Cousins Properties Inc ‡ |
4,300 | 130 | ||||||
Crown Castle Inc ‡ |
13,496 | 1,270 | ||||||
CubeSmart ‡ |
7,000 | 289 | ||||||
Digital Realty Trust Inc ‡ |
10,596 | 1,656 | ||||||
EastGroup Properties Inc ‡ |
1,600 | 293 | ||||||
EPR Properties ‡ |
2,800 | 149 | ||||||
Equinix Inc ‡ |
3,063 | 2,771 | ||||||
Equity LifeStyle Properties Inc ‡ |
6,400 | 439 | ||||||
Equity Residential ‡ |
12,577 | 933 | ||||||
Essex Property Trust Inc ‡ |
2,163 | 674 | ||||||
Extra Space Storage Inc ‡ |
6,498 | 991 | ||||||
Federal Realty Investment Trust ‡ |
2,396 | 253 | ||||||
First Industrial Realty Trust Inc ‡ |
4,600 | 263 | ||||||
Gaming and Leisure Properties Inc ‡ |
8,835 | 443 | ||||||
Healthcare Realty Trust Inc, Cl A ‡ |
12,800 | 219 | ||||||
Healthpeak Properties Inc ‡ |
22,874 | 468 | ||||||
Highwoods Properties Inc ‡ |
3,900 | 114 | ||||||
Host Hotels & Resorts Inc ‡ |
22,240 | 359 | ||||||
Howard Hughes Holdings Inc * |
1,073 | 85 | ||||||
Invitation Homes Inc ‡ |
18,200 | 619 | ||||||
SEI Institutional Investments Trust
21
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Iron Mountain Inc ‡ |
9,303 | $ | 867 | |||||
Jones Lang LaSalle Inc * |
1,500 | 408 | ||||||
Kilroy Realty Corp ‡ |
4,600 | 164 | ||||||
Kimco Realty Corp ‡ |
22,371 | 494 | ||||||
Lamar Advertising Co, Cl A ‡ |
2,940 | 365 | ||||||
Lineage Inc ‡ |
2,100 | 127 | ||||||
Medical Properties Trust Inc ‡ |
17,800 | 105 | ||||||
Mid-America Apartment Communities Inc ‡ |
3,950 | 664 | ||||||
Millrose Properties Inc * |
4,102 | 94 | ||||||
National Storage Affiliates Trust ‡ |
2,200 | 85 | ||||||
NNN REIT Inc ‡ |
5,500 | 233 | ||||||
Omega Healthcare Investors Inc ‡ |
7,900 | 291 | ||||||
Park Hotels & Resorts Inc ‡ |
8,288 | 102 | ||||||
Prologis Inc ‡ |
29,603 | 3,668 | ||||||
Public Storage ‡ |
4,968 | 1,508 | ||||||
Rayonier Inc ‡ |
4,838 | 128 | ||||||
Realty Income Corp ‡ |
27,154 | 1,549 | ||||||
Regency Centers Corp ‡ |
5,858 | 449 | ||||||
Rexford Industrial Realty Inc ‡ |
7,800 | 322 | ||||||
SBA Communications Corp, Cl A ‡ |
3,332 | 726 | ||||||
Seaport Entertainment Group Inc * |
269 | 6 | ||||||
Simon Property Group Inc ‡ |
10,281 | 1,913 | ||||||
STAG Industrial Inc ‡ |
6,100 | 219 | ||||||
Sun Communities Inc ‡ |
4,200 | 572 | ||||||
UDR Inc ‡ |
10,993 | 497 | ||||||
Ventas Inc ‡ |
13,792 | 954 | ||||||
VICI Properties Inc, Cl A ‡ |
31,800 | 1,033 | ||||||
Vornado Realty Trust ‡ |
4,636 | 195 | ||||||
Welltower Inc ‡ |
19,783 | 3,037 | ||||||
Weyerhaeuser Co ‡ |
22,346 | 673 | ||||||
WP Carey Inc ‡ |
6,900 | 443 | ||||||
Zillow Group Inc, Cl A * |
1,143 | 85 | ||||||
Zillow Group Inc, Cl C * |
5,386 | 413 | ||||||
| 43,838 | ||||||||
Utilities — 2.3% |
||||||||
AES Corp/The |
24,124 | 280 | ||||||
Alliant Energy Corp |
7,652 | 494 | ||||||
Ameren Corp |
8,090 | 822 | ||||||
American Electric Power Co Inc |
16,650 | 1,766 | ||||||
American Water Works Co Inc |
6,500 | 884 | ||||||
Atmos Energy Corp |
5,091 | 774 | ||||||
Brookfield Renewable Corp |
5,000 | 139 | ||||||
CenterPoint Energy Inc |
21,615 | 743 | ||||||
Clearway Energy Inc, Cl A |
1,300 | 34 | ||||||
Clearway Energy Inc, Cl C |
3,500 | 98 | ||||||
CMS Energy Corp |
9,742 | 712 | ||||||
Consolidated Edison Inc |
10,816 | 1,098 | ||||||
Constellation Energy Corp |
9,992 | 2,503 | ||||||
Dominion Energy Inc |
25,970 | 1,470 | ||||||
DTE Energy Co |
6,464 | 864 | ||||||
Duke Energy Corp |
24,416 | 2,869 | ||||||
Edison International |
12,079 | 658 | ||||||
Entergy Corp |
13,296 | 1,161 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Essential Utilities Inc |
8,546 | $ | 325 | |||||
Evergy Inc |
6,649 | 458 | ||||||
Eversource Energy |
12,126 | 764 | ||||||
Exelon Corp |
30,676 | 1,356 | ||||||
FirstEnergy Corp |
17,327 | 672 | ||||||
IDACORP Inc, Cl Rights |
1,700 | 200 | ||||||
MDU Resources Group Inc |
6,821 | 118 | ||||||
National Fuel Gas Co |
2,889 | 217 | ||||||
NextEra Energy Inc |
64,592 | 4,532 | ||||||
NiSource Inc |
14,921 | 609 | ||||||
NRG Energy Inc |
6,300 | 666 | ||||||
OGE Energy Corp |
5,836 | 270 | ||||||
PG&E Corp |
68,918 | 1,126 | ||||||
Pinnacle West Capital Corp |
3,892 | 360 | ||||||
PPL Corp |
22,826 | 804 | ||||||
Public Service Enterprise Group Inc |
15,752 | 1,278 | ||||||
Sempra |
19,646 | 1,406 | ||||||
Southern Co/The |
35,103 | 3,152 | ||||||
UGI Corp |
7,925 | 271 | ||||||
Vistra Corp |
10,700 | 1,430 | ||||||
WEC Energy Group Inc |
9,857 | 1,052 | ||||||
Xcel Energy Inc |
17,081 | 1,231 | ||||||
| 39,666 | ||||||||
Total Common Stock |
||||||||
(Cost $306,750) ($ Thousands) |
1,728,013 | |||||||
CASH EQUIVALENT — 1.1% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
18,546,652 | 18,547 | ||||||
Total Cash Equivalent |
||||||||
(Cost $18,547) ($ Thousands) |
18,547 | |||||||
Total Investments in Securities — 99.8% |
||||||||
(Cost $325,297) ($ Thousands) |
$ | 1,746,560 | ||||||
22
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Large Cap Index Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
53 | Mar-2025 | $ | 16,197 | $ | 15,802 | $ | (395 | ) | |||||||||||
S&P Mid Cap 400 Index E-MINI |
9 | Mar-2025 | 2,929 | 2,790 | (139 | ) | ||||||||||||||
| $ | 19,126 | $ | 18,592 | $ | (534 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $1,749,551 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Investments Co |
$ | 233 | $ | — | $ | — | $ | — | $ | 43 | $ | 276 | $ | 3 | $ | — | ||||||||||||||||
SEI Liquidity Fund, LP |
1 | — | — | (7 | ) | 6 | — | 1 | — | |||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
31,356 | 271,646 | (284,455 | ) | — | — | 18,547 | 1,382 | — | |||||||||||||||||||||||
Totals |
$ | 31,590 | $ | 271,646 | $ | (284,455 | ) | $ | (7 | ) | $ | 49 | $ | 18,823 | $ | 1,386 | $ | — | ||||||||||||||
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 28, 2025
S&P 500 Index Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† — 98.2% |
||||||||
Communication Services — 9.3% |
||||||||
Alphabet Inc, Cl A |
487,993 | $ | 83,095 | |||||
Alphabet Inc, Cl C |
397,486 | 68,455 | ||||||
AT&T Inc |
598,879 | 16,415 | ||||||
Charter Communications Inc, Cl A * |
8,096 | 2,943 | ||||||
Comcast Corp, Cl A |
318,555 | 11,430 | ||||||
Electronic Arts Inc |
19,911 | 2,571 | ||||||
Fox Corp |
29,394 | 1,654 | ||||||
Interpublic Group of Cos Inc/The |
30,824 | 845 | ||||||
Live Nation Entertainment Inc * |
13,083 | 1,876 | ||||||
Match Group Inc |
20,753 | 658 | ||||||
Meta Platforms Inc, Cl A |
182,096 | 121,677 | ||||||
Netflix Inc * |
35,667 | 34,974 | ||||||
News Corp |
9,800 | 316 | ||||||
News Corp, Cl A |
31,778 | 909 | ||||||
Omnicom Group Inc |
16,364 | 1,354 | ||||||
Paramount Global, Cl B |
49,205 | 559 | ||||||
Take-Two Interactive Software Inc * |
13,633 | 2,890 | ||||||
T-Mobile US Inc |
40,681 | 10,971 | ||||||
Verizon Communications Inc |
351,359 | 15,144 | ||||||
Walt Disney Co/The |
151,180 | 17,204 | ||||||
Warner Bros Discovery Inc * |
186,644 | 2,139 | ||||||
| 398,079 | ||||||||
Consumer Discretionary — 10.3% |
||||||||
Airbnb Inc, Cl A * |
36,169 | 5,023 | ||||||
Amazon.com Inc * |
781,530 | 165,903 | ||||||
APTIV PLC * |
19,473 | 1,268 | ||||||
AutoZone Inc * |
1,388 | 4,848 | ||||||
Best Buy Co Inc |
16,335 | 1,469 | ||||||
Booking Holdings Inc |
2,737 | 13,729 | ||||||
BorgWarner Inc |
18,127 | 540 | ||||||
Caesars Entertainment Inc * |
17,566 | 584 | ||||||
CarMax Inc * |
12,984 | 1,077 | ||||||
Carnival Corp, Cl A * |
86,828 | 2,078 | ||||||
Chipotle Mexican Grill Inc, Cl A * |
113,800 | 6,142 | ||||||
Darden Restaurants Inc |
9,796 | 1,964 | ||||||
Deckers Outdoor Corp * |
12,700 | 1,770 | ||||||
Domino's Pizza Inc |
2,936 | 1,438 | ||||||
DR Horton Inc |
24,349 | 3,088 | ||||||
eBay Inc |
40,010 | 2,590 | ||||||
Expedia Group Inc * |
10,315 | 2,042 | ||||||
Ford Motor Co |
326,087 | 3,114 | ||||||
Garmin Ltd |
12,816 | 2,934 | ||||||
General Motors Co |
91,821 | 4,511 | ||||||
Genuine Parts Co |
11,511 | 1,437 | ||||||
Hasbro Inc |
10,820 | 704 | ||||||
Hilton Worldwide Holdings Inc |
20,395 | 5,404 | ||||||
Home Depot Inc/The |
82,974 | 32,907 | ||||||
Las Vegas Sands Corp |
28,820 | 1,288 | ||||||
Lennar Corp, Cl A |
19,957 | 2,387 | ||||||
LKQ Corp |
21,826 | 921 | ||||||
Lowe's Cos Inc |
47,401 | 11,786 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Lululemon Athletica Inc * |
9,473 | $ | 3,463 | |||||
Marriott International Inc/MD, Cl A |
19,307 | 5,415 | ||||||
McDonald's Corp |
59,826 | 18,446 | ||||||
MGM Resorts International * |
18,700 | 650 | ||||||
Mohawk Industries Inc * |
4,400 | 517 | ||||||
NIKE Inc, Cl B |
99,375 | 7,893 | ||||||
Norwegian Cruise Line Holdings Ltd * |
36,824 | 837 | ||||||
NVR Inc * |
252 | 1,826 | ||||||
O'Reilly Automotive Inc * |
4,797 | 6,589 | ||||||
Pool Corp |
3,221 | 1,118 | ||||||
PulteGroup Inc |
17,154 | 1,772 | ||||||
Ralph Lauren Corp, Cl A |
3,330 | 903 | ||||||
Ross Stores Inc |
27,726 | 3,890 | ||||||
Royal Caribbean Cruises Ltd |
20,696 | 5,093 | ||||||
Starbucks Corp |
94,622 | 10,958 | ||||||
Tapestry Inc |
19,432 | 1,660 | ||||||
Tesla Inc * |
233,248 | 68,337 | ||||||
TJX Cos Inc/The |
94,173 | 11,749 | ||||||
Tractor Supply Co |
44,695 | 2,474 | ||||||
Ulta Beauty Inc * |
3,990 | 1,462 | ||||||
Wynn Resorts Ltd |
7,632 | 682 | ||||||
Yum! Brands Inc |
23,314 | 3,646 | ||||||
| 442,326 | ||||||||
Consumer Staples — 5.8% |
||||||||
Altria Group Inc |
141,483 | 7,902 | ||||||
Archer-Daniels-Midland Co |
40,067 | 1,891 | ||||||
Brown-Forman Corp, Cl B |
15,348 | 508 | ||||||
Bunge Global SA |
11,727 | 870 | ||||||
Campbell Soup Co |
16,212 | 649 | ||||||
Church & Dwight Co Inc |
20,475 | 2,277 | ||||||
Clorox Co/The |
10,370 | 1,622 | ||||||
Coca-Cola Co/The |
323,828 | 23,060 | ||||||
Colgate-Palmolive Co |
68,263 | 6,224 | ||||||
Conagra Brands Inc |
39,450 | 1,008 | ||||||
Constellation Brands Inc, Cl A |
13,083 | 2,296 | ||||||
Costco Wholesale Corp |
36,980 | 38,778 | ||||||
Dollar General Corp |
18,448 | 1,368 | ||||||
Dollar Tree Inc * |
16,886 | 1,230 | ||||||
Estee Lauder Cos Inc/The, Cl A |
19,548 | 1,406 | ||||||
General Mills Inc |
46,423 | 2,814 | ||||||
Hershey Co/The |
12,393 | 2,140 | ||||||
Hormel Foods Corp |
24,060 | 689 | ||||||
J M Smucker Co/The |
8,958 | 990 | ||||||
Kellanova |
22,435 | 1,860 | ||||||
Kenvue Inc |
160,206 | 3,781 | ||||||
Keurig Dr Pepper Inc |
94,057 | 3,153 | ||||||
Kimberly-Clark Corp |
27,856 | 3,956 | ||||||
Kraft Heinz Co/The |
73,815 | 2,267 | ||||||
Kroger Co/The |
55,582 | 3,603 | ||||||
Lamb Weston Holdings Inc |
11,991 | 622 | ||||||
McCormick & Co Inc/MD |
21,073 | 1,741 | ||||||
Molson Coors Beverage Co, Cl B |
14,670 | 899 | ||||||
Mondelez International Inc, Cl A |
111,602 | 7,168 | ||||||
24
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
S&P 500 Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Monster Beverage Corp * |
58,481 | $ | 3,196 | |||||
PepsiCo Inc |
114,566 | 17,582 | ||||||
Philip Morris International Inc |
129,763 | 20,150 | ||||||
Procter & Gamble Co/The |
196,712 | 34,196 | ||||||
Sysco Corp |
41,010 | 3,098 | ||||||
Target Corp |
38,492 | 4,782 | ||||||
Tyson Foods Inc, Cl A |
23,913 | 1,467 | ||||||
Walgreens Boots Alliance Inc |
60,385 | 645 | ||||||
Walmart Inc |
362,511 | 35,747 | ||||||
| 247,635 | ||||||||
Energy — 3.2% |
||||||||
APA Corp |
31,091 | 644 | ||||||
Baker Hughes Co, Cl A |
82,699 | 3,687 | ||||||
Chevron Corp |
139,561 | 22,137 | ||||||
ConocoPhillips |
107,989 | 10,707 | ||||||
Coterra Energy Inc, Cl A |
61,648 | 1,664 | ||||||
Devon Energy Corp |
54,946 | 1,990 | ||||||
Diamondback Energy Inc |
15,643 | 2,487 | ||||||
EOG Resources Inc |
46,912 | 5,955 | ||||||
EQT Corp |
49,896 | 2,403 | ||||||
Exxon Mobil Corp |
367,105 | 40,870 | ||||||
Halliburton Co |
73,529 | 1,939 | ||||||
Hess Corp |
23,122 | 3,444 | ||||||
Kinder Morgan Inc |
161,426 | 4,375 | ||||||
Marathon Petroleum Corp |
26,889 | 4,038 | ||||||
Occidental Petroleum Corp |
56,431 | 2,756 | ||||||
ONEOK Inc |
51,852 | 5,205 | ||||||
Phillips 66 |
34,497 | 4,474 | ||||||
Schlumberger NV |
117,899 | 4,912 | ||||||
Targa Resources Corp |
18,203 | 3,672 | ||||||
Texas Pacific Land Corp |
1,600 | 2,285 | ||||||
Valero Energy Corp |
26,411 | 3,453 | ||||||
Williams Cos Inc/The |
101,813 | 5,923 | ||||||
| 139,020 | ||||||||
Financials — 14.3% |
||||||||
Aflac Inc |
41,706 | 4,566 | ||||||
Allstate Corp/The |
22,127 | 4,407 | ||||||
American Express Co |
46,458 | 13,982 | ||||||
American International Group Inc |
52,064 | 4,318 | ||||||
Ameriprise Financial Inc |
8,158 | 4,383 | ||||||
Aon PLC, Cl A |
18,095 | 7,403 | ||||||
Apollo Global Management Inc |
37,300 | 5,568 | ||||||
Arch Capital Group Ltd |
31,328 | 2,911 | ||||||
Arthur J Gallagher & Co |
20,885 | 7,054 | ||||||
Assurant Inc |
4,331 | 900 | ||||||
Bank of America Corp |
557,510 | 25,701 | ||||||
Bank of New York Mellon Corp/The |
60,759 | 5,405 | ||||||
Berkshire Hathaway Inc, Cl B * |
153,032 | 78,632 | ||||||
BlackRock Funding Inc/DE |
12,175 | 11,904 | ||||||
Blackstone Inc |
60,226 | 9,706 | ||||||
Brown & Brown Inc |
19,845 | 2,352 | ||||||
Capital One Financial Corp |
31,805 | 6,378 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Cboe Global Markets Inc |
8,800 | $ | 1,855 | |||||
Charles Schwab Corp/The |
142,160 | 11,306 | ||||||
Chubb Ltd |
31,256 | 8,923 | ||||||
Cincinnati Financial Corp |
13,105 | 1,937 | ||||||
Citigroup Inc |
157,805 | 12,617 | ||||||
Citizens Financial Group Inc |
36,860 | 1,687 | ||||||
CME Group Inc, Cl A |
30,091 | 7,636 | ||||||
Corpay Inc * |
5,819 | 2,136 | ||||||
Discover Financial Services |
20,948 | 4,089 | ||||||
Erie Indemnity Co, Cl A |
2,100 | 899 | ||||||
Everest Group Ltd |
3,599 | 1,271 | ||||||
FactSet Research Systems Inc |
3,151 | 1,455 | ||||||
Fidelity National Information Services Inc |
44,959 | 3,197 | ||||||
Fifth Third Bancorp |
56,033 | 2,436 | ||||||
Fiserv Inc * |
47,539 | 11,204 | ||||||
Franklin Resources Inc |
26,177 | 530 | ||||||
Global Payments Inc |
21,295 | 2,242 | ||||||
Globe Life Inc |
6,982 | 890 | ||||||
Goldman Sachs Group Inc/The |
26,257 | 16,339 | ||||||
Hartford Financial Services Group Inc/The |
24,188 | 2,861 | ||||||
Huntington Bancshares Inc/OH |
121,488 | 2,001 | ||||||
Intercontinental Exchange Inc |
47,919 | 8,301 | ||||||
Invesco Ltd |
37,770 | 657 | ||||||
Jack Henry & Associates Inc |
6,082 | 1,056 | ||||||
JPMorgan Chase & Co |
235,154 | 62,233 | ||||||
KeyCorp |
82,906 | 1,436 | ||||||
KKR & Co Inc |
56,400 | 7,647 | ||||||
Loews Corp |
14,957 | 1,296 | ||||||
M&T Bank Corp |
13,823 | 2,650 | ||||||
MarketAxess Holdings Inc |
3,142 | 606 | ||||||
Marsh & McLennan Cos Inc |
40,981 | 9,747 | ||||||
Mastercard Inc, Cl A |
68,441 | 39,443 | ||||||
MetLife Inc |
48,626 | 4,191 | ||||||
Moody's Corp |
13,053 | 6,578 | ||||||
Morgan Stanley |
103,509 | 13,778 | ||||||
MSCI Inc, Cl A |
6,517 | 3,848 | ||||||
Nasdaq Inc |
34,606 | 2,865 | ||||||
Northern Trust Corp |
16,587 | 1,828 | ||||||
PayPal Holdings Inc * |
83,688 | 5,946 | ||||||
PNC Financial Services Group Inc/The |
33,079 | 6,349 | ||||||
Principal Financial Group Inc |
17,434 | 1,552 | ||||||
Progressive Corp/The |
48,904 | 13,791 | ||||||
Prudential Financial Inc |
29,694 | 3,418 | ||||||
Raymond James Financial Inc |
15,249 | 2,359 | ||||||
Regions Financial Corp |
76,078 | 1,804 | ||||||
S&P Global Inc |
26,543 | 14,167 | ||||||
State Street Corp |
24,480 | 2,429 | ||||||
Synchrony Financial |
32,546 | 1,975 | ||||||
T Rowe Price Group Inc |
18,553 | 1,961 | ||||||
Travelers Cos Inc/The |
18,952 | 4,899 | ||||||
Truist Financial Corp |
110,891 | 5,140 | ||||||
US Bancorp |
130,229 | 6,108 | ||||||
Visa Inc, Cl A |
144,280 | 52,332 | ||||||
SEI Institutional Investments Trust
25
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
S&P 500 Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
W R Berkley Corp |
25,175 | $ | 1,588 | |||||
Wells Fargo & Co |
278,130 | 21,783 | ||||||
Willis Towers Watson PLC |
8,467 | 2,876 | ||||||
| 611,718 | ||||||||
Health Care — 10.6% |
||||||||
Abbott Laboratories |
144,909 | 19,999 | ||||||
AbbVie Inc |
147,568 | 30,846 | ||||||
Agilent Technologies Inc |
23,959 | 3,065 | ||||||
Align Technology Inc * |
5,920 | 1,107 | ||||||
Amgen Inc |
44,850 | 13,817 | ||||||
Baxter International Inc |
42,726 | 1,475 | ||||||
Becton Dickinson & Co |
24,108 | 5,437 | ||||||
Biogen Inc * |
12,188 | 1,712 | ||||||
Bio-Techne Corp |
13,231 | 817 | ||||||
Boston Scientific Corp * |
123,025 | 12,769 | ||||||
Bristol-Myers Squibb Co |
169,258 | 10,091 | ||||||
Cardinal Health Inc |
20,184 | 2,613 | ||||||
Cencora Inc |
14,699 | 3,727 | ||||||
Centene Corp * |
42,151 | 2,452 | ||||||
Charles River Laboratories International Inc * |
4,200 | 694 | ||||||
Cigna Group/The |
23,262 | 7,184 | ||||||
Cooper Cos Inc/The * |
16,680 | 1,508 | ||||||
CVS Health Corp |
105,096 | 6,907 | ||||||
Danaher Corp |
53,664 | 11,149 | ||||||
DaVita Inc * |
3,760 | 556 | ||||||
Dexcom Inc * |
32,666 | 2,887 | ||||||
Edwards Lifesciences Corp * |
49,279 | 3,529 | ||||||
Elevance Health Inc |
19,417 | 7,706 | ||||||
Eli Lilly & Co |
65,832 | 60,607 | ||||||
GE HealthCare Technologies Inc |
38,181 | 3,335 | ||||||
Gilead Sciences Inc |
104,008 | 11,889 | ||||||
HCA Healthcare Inc |
15,278 | 4,680 | ||||||
Henry Schein Inc * |
10,437 | 753 | ||||||
Hologic Inc * |
19,429 | 1,232 | ||||||
Humana Inc |
10,079 | 2,726 | ||||||
IDEXX Laboratories Inc * |
6,823 | 2,982 | ||||||
Incyte Corp * |
13,255 | 974 | ||||||
Insulet Corp * |
5,878 | 1,600 | ||||||
Intuitive Surgical Inc * |
29,789 | 17,074 | ||||||
IQVIA Holdings Inc * |
14,363 | 2,712 | ||||||
Johnson & Johnson |
201,120 | 33,189 | ||||||
Labcorp Holdings Inc |
7,006 | 1,759 | ||||||
McKesson Corp |
10,588 | 6,779 | ||||||
Medtronic PLC |
107,073 | 9,853 | ||||||
Merck & Co Inc |
211,268 | 19,489 | ||||||
Mettler-Toledo International Inc * |
1,798 | 2,288 | ||||||
Moderna Inc * |
28,425 | 880 | ||||||
Molina Healthcare Inc * |
4,810 | 1,448 | ||||||
Pfizer Inc |
472,963 | 12,500 | ||||||
Quest Diagnostics Inc |
9,297 | 1,607 | ||||||
Regeneron Pharmaceuticals Inc |
8,759 | 6,120 | ||||||
ResMed Inc |
12,310 | 2,875 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Revvity Inc |
10,109 | $ | 1,134 | |||||
Solventum Corp * |
11,446 | 913 | ||||||
STERIS PLC |
8,215 | 1,801 | ||||||
Stryker Corp |
28,673 | 11,073 | ||||||
Teleflex Inc |
3,864 | 513 | ||||||
Thermo Fisher Scientific Inc |
31,966 | 16,909 | ||||||
UnitedHealth Group Inc |
76,857 | 36,504 | ||||||
Universal Health Services Inc, Cl B |
4,884 | 856 | ||||||
Vertex Pharmaceuticals Inc * |
21,521 | 10,326 | ||||||
Viatris Inc |
98,708 | 911 | ||||||
Waters Corp * |
4,994 | 1,884 | ||||||
West Pharmaceutical Services Inc |
6,100 | 1,417 | ||||||
Zimmer Biomet Holdings Inc |
16,684 | 1,741 | ||||||
Zoetis Inc, Cl A |
37,639 | 6,295 | ||||||
| 453,675 | ||||||||
Industrials — 8.2% |
||||||||
3M Co |
45,487 | 7,056 | ||||||
A O Smith Corp |
9,851 | 655 | ||||||
Allegion PLC |
7,199 | 927 | ||||||
AMETEK Inc |
19,296 | 3,653 | ||||||
Automatic Data Processing Inc |
33,993 | 10,714 | ||||||
Axon Enterprise Inc * |
6,040 | 3,192 | ||||||
Boeing Co/The * |
62,445 | 10,905 | ||||||
Broadridge Financial Solutions Inc |
9,726 | 2,346 | ||||||
Builders FirstSource Inc * |
9,609 | 1,335 | ||||||
Carrier Global Corp |
69,652 | 4,513 | ||||||
Caterpillar Inc |
40,312 | 13,865 | ||||||
CH Robinson Worldwide Inc |
9,925 | 1,009 | ||||||
Cintas Corp |
28,604 | 5,935 | ||||||
Copart Inc * |
73,172 | 4,010 | ||||||
CSX Corp |
161,015 | 5,154 | ||||||
Cummins Inc |
11,478 | 4,226 | ||||||
Dayforce Inc * |
13,211 | 819 | ||||||
Deere & Co |
21,250 | 10,217 | ||||||
Delta Air Lines Inc |
53,526 | 3,218 | ||||||
Dover Corp |
11,480 | 2,282 | ||||||
Eaton Corp PLC |
32,976 | 9,672 | ||||||
Emerson Electric Co |
47,590 | 5,787 | ||||||
Equifax Inc |
10,390 | 2,548 | ||||||
Expeditors International of Washington Inc |
11,738 | 1,378 | ||||||
Fastenal Co |
47,823 | 3,622 | ||||||
FedEx Corp |
18,747 | 4,929 | ||||||
Fortive Corp |
29,024 | 2,309 | ||||||
GE Vernova Inc |
23,006 | 7,711 | ||||||
Generac Holdings Inc * |
5,027 | 684 | ||||||
General Dynamics Corp |
21,560 | 5,446 | ||||||
General Electric Co |
90,327 | 18,696 | ||||||
Honeywell International Inc |
54,327 | 11,566 | ||||||
Howmet Aerospace Inc |
33,951 | 4,638 | ||||||
Hubbell Inc, Cl B |
4,536 | 1,685 | ||||||
Huntington Ingalls Industries Inc |
3,327 | 584 | ||||||
IDEX Corp |
6,266 | 1,218 | ||||||
Illinois Tool Works Inc |
22,455 | 5,928 | ||||||
26
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
S&P 500 Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Ingersoll Rand Inc |
33,633 | $ | 2,851 | |||||
Jacobs Solutions Inc |
10,364 | 1,328 | ||||||
JB Hunt Transport Services Inc |
6,660 | 1,073 | ||||||
Johnson Controls International PLC |
55,762 | 4,777 | ||||||
L3Harris Technologies Inc |
15,813 | 3,259 | ||||||
Leidos Holdings Inc |
11,039 | 1,435 | ||||||
Lennox International Inc |
2,700 | 1,623 | ||||||
Lockheed Martin Corp |
17,583 | 7,919 | ||||||
Masco Corp |
17,957 | 1,350 | ||||||
Nordson Corp |
4,590 | 965 | ||||||
Norfolk Southern Corp |
18,923 | 4,650 | ||||||
Northrop Grumman Corp |
11,468 | 5,295 | ||||||
Old Dominion Freight Line Inc |
15,740 | 2,778 | ||||||
Otis Worldwide Corp |
33,386 | 3,331 | ||||||
PACCAR Inc |
43,823 | 4,700 | ||||||
Parker-Hannifin Corp |
10,723 | 7,168 | ||||||
Paychex Inc |
26,789 | 4,063 | ||||||
Paycom Software Inc |
4,072 | 894 | ||||||
Pentair PLC |
13,656 | 1,286 | ||||||
Quanta Services Inc |
12,327 | 3,200 | ||||||
Republic Services Inc, Cl A |
17,031 | 4,037 | ||||||
Rockwell Automation Inc |
9,424 | 2,706 | ||||||
Rollins Inc |
23,258 | 1,218 | ||||||
RTX Corp |
111,056 | 14,769 | ||||||
Snap-on Inc |
4,350 | 1,484 | ||||||
Southwest Airlines Co |
50,127 | 1,557 | ||||||
Stanley Black & Decker Inc |
12,941 | 1,120 | ||||||
Textron Inc |
15,569 | 1,163 | ||||||
Trane Technologies PLC |
18,852 | 6,668 | ||||||
TransDigm Group Inc |
4,707 | 6,435 | ||||||
Uber Technologies Inc * |
175,800 | 13,363 | ||||||
Union Pacific Corp |
50,593 | 12,481 | ||||||
United Airlines Holdings Inc * |
27,447 | 2,575 | ||||||
United Parcel Service Inc, Cl B |
61,015 | 7,263 | ||||||
United Rentals Inc |
5,471 | 3,514 | ||||||
Veralto Corp |
20,721 | 2,067 | ||||||
Verisk Analytics Inc, Cl A |
11,801 | 3,504 | ||||||
Waste Management Inc |
30,454 | 7,089 | ||||||
Westinghouse Air Brake Technologies Corp |
14,361 | 2,662 | ||||||
WW Grainger Inc |
3,678 | 3,756 | ||||||
Xylem Inc/NY |
20,337 | 2,662 | ||||||
| 350,470 | ||||||||
Information Technology — 30.1% |
||||||||
Accenture PLC, Cl A |
52,219 | 18,198 | ||||||
Adobe Inc * |
36,753 | 16,118 | ||||||
Advanced Micro Devices Inc * |
135,476 | 13,529 | ||||||
Akamai Technologies Inc * |
12,589 | 1,016 | ||||||
Amphenol Corp, Cl A |
100,698 | 6,706 | ||||||
Analog Devices Inc |
41,413 | 9,527 | ||||||
ANSYS Inc * |
7,298 | 2,432 | ||||||
Apple Inc |
1,262,251 | 305,263 | ||||||
Applied Materials Inc |
68,797 | 10,875 | ||||||
Arista Networks Inc * |
86,176 | 8,019 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Autodesk Inc * |
17,969 | $ | 4,927 | |||||
Broadcom Inc |
390,050 | 77,788 | ||||||
Cadence Design Systems Inc * |
22,878 | 5,731 | ||||||
CDW Corp/DE |
11,179 | 1,992 | ||||||
Cisco Systems Inc |
332,693 | 21,329 | ||||||
Cognizant Technology Solutions Corp, Cl A |
41,427 | 3,452 | ||||||
Corning Inc |
64,336 | 3,226 | ||||||
Crowdstrike Holdings Inc, Cl A * |
19,400 | 7,559 | ||||||
Dell Technologies Inc, Cl C |
25,700 | 2,641 | ||||||
Enphase Energy Inc * |
11,342 | 650 | ||||||
EPAM Systems Inc * |
4,749 | 979 | ||||||
F5 Inc * |
4,852 | 1,419 | ||||||
Fair Isaac Corp * |
2,005 | 3,782 | ||||||
First Solar Inc * |
8,931 | 1,216 | ||||||
Fortinet Inc * |
53,108 | 5,736 | ||||||
Gartner Inc * |
6,401 | 3,190 | ||||||
Gen Digital Inc |
45,354 | 1,240 | ||||||
GoDaddy Inc, Cl A * |
11,700 | 2,100 | ||||||
Hewlett Packard Enterprise Co |
108,541 | 2,150 | ||||||
HP Inc |
80,557 | 2,487 | ||||||
Intel Corp |
360,065 | 8,544 | ||||||
International Business Machines Corp |
77,261 | 19,504 | ||||||
Intuit Inc * |
23,409 | 14,369 | ||||||
Jabil Inc |
9,469 | 1,467 | ||||||
Juniper Networks Inc |
27,723 | 1,004 | ||||||
Keysight Technologies Inc * |
14,500 | 2,313 | ||||||
KLA Corp |
11,179 | 7,924 | ||||||
Lam Research Corp |
107,390 | 8,241 | ||||||
Microchip Technology Inc |
44,844 | 2,640 | ||||||
Micron Technology Inc |
92,505 | 8,661 | ||||||
Microsoft Corp |
620,890 | 246,487 | ||||||
Monolithic Power Systems Inc |
4,057 | 2,479 | ||||||
Motorola Solutions Inc |
13,924 | 6,130 | ||||||
NetApp Inc |
17,165 | 1,713 | ||||||
NVIDIA Corp |
2,048,480 | 255,896 | ||||||
NXP Semiconductors NV |
21,229 | 4,577 | ||||||
ON Semiconductor Corp * |
35,559 | 1,673 | ||||||
Oracle Corp |
134,157 | 22,278 | ||||||
Palantir Technologies Inc, Cl A * |
171,100 | 14,530 | ||||||
Palo Alto Networks Inc * |
54,614 | 10,400 | ||||||
PTC Inc * |
10,046 | 1,644 | ||||||
QUALCOMM Inc |
92,722 | 14,573 | ||||||
Roper Technologies Inc |
8,928 | 5,218 | ||||||
Salesforce Inc |
79,831 | 23,778 | ||||||
SANDISK CORP * |
1 | — | ||||||
Seagate Technology Holdings PLC |
17,720 | 1,806 | ||||||
ServiceNow Inc * |
17,180 | 15,973 | ||||||
Skyworks Solutions Inc |
13,357 | 890 | ||||||
Super Micro Computer Inc * |
42,200 | 1,750 | ||||||
Synopsys Inc * |
12,816 | 5,861 | ||||||
TE Connectivity PLC |
25,003 | 3,851 | ||||||
Teledyne Technologies Inc * |
3,883 | 2,000 | ||||||
Teradyne Inc |
13,597 | 1,494 | ||||||
SEI Institutional Investments Trust
27
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
S&P 500 Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Texas Instruments Inc |
76,162 | $ | 14,927 | |||||
Trimble Inc * |
20,417 | 1,470 | ||||||
Tyler Technologies Inc * |
3,565 | 2,169 | ||||||
VeriSign Inc * |
6,904 | 1,642 | ||||||
Western Digital Corp * |
28,868 | 1,413 | ||||||
Workday Inc, Cl A * |
17,800 | 4,687 | ||||||
Zebra Technologies Corp, Cl A * |
4,306 | 1,357 | ||||||
| 1,292,610 | ||||||||
Materials — 1.9% |
||||||||
Air Products and Chemicals Inc |
18,619 | 5,886 | ||||||
Albemarle Corp |
9,896 | 762 | ||||||
Amcor PLC |
119,511 | 1,210 | ||||||
Avery Dennison Corp |
6,663 | 1,253 | ||||||
Ball Corp |
24,661 | 1,299 | ||||||
Celanese Corp, Cl A |
9,052 | 461 | ||||||
CF Industries Holdings Inc |
14,367 | 1,164 | ||||||
Corteva Inc |
57,437 | 3,617 | ||||||
Dow Inc |
58,499 | 2,229 | ||||||
DuPont de Nemours Inc |
34,892 | 2,853 | ||||||
Eastman Chemical Co |
9,619 | 941 | ||||||
Ecolab Inc |
21,024 | 5,656 | ||||||
FMC Corp |
10,147 | 375 | ||||||
Freeport-McMoRan Inc, Cl B |
119,959 | 4,428 | ||||||
International Flavors & Fragrances Inc |
21,377 | 1,749 | ||||||
International Paper Co |
43,775 | 2,467 | ||||||
Linde PLC |
39,752 | 18,566 | ||||||
LyondellBasell Industries NV, Cl A |
21,775 | 1,673 | ||||||
Martin Marietta Materials Inc |
5,065 | 2,447 | ||||||
Mosaic Co/The |
26,730 | 639 | ||||||
Newmont Corp |
95,125 | 4,075 | ||||||
Nucor Corp |
19,620 | 2,697 | ||||||
Packaging Corp of America |
7,485 | 1,595 | ||||||
PPG Industries Inc |
19,402 | 2,197 | ||||||
Sherwin-Williams Co/The |
19,371 | 7,018 | ||||||
Smurfit WestRock PLC |
41,291 | 2,150 | ||||||
Steel Dynamics Inc |
11,819 | 1,596 | ||||||
Vulcan Materials Co |
11,069 | 2,738 | ||||||
| 83,741 | ||||||||
Real Estate — 2.2% |
||||||||
Alexandria Real Estate Equities Inc ‡ |
12,854 | 1,315 | ||||||
American Tower Corp, Cl A ‡ |
39,054 | 8,030 | ||||||
AvalonBay Communities Inc ‡ |
11,896 | 2,691 | ||||||
BXP Inc ‡ |
12,236 | 868 | ||||||
Camden Property Trust ‡ |
8,923 | 1,107 | ||||||
CBRE Group Inc, Cl A * |
25,096 | 3,562 | ||||||
CoStar Group Inc * |
34,295 | 2,615 | ||||||
Crown Castle Inc ‡ |
36,293 | 3,415 | ||||||
Digital Realty Trust Inc ‡ |
25,999 | 4,064 | ||||||
Equinix Inc ‡ |
8,017 | 7,252 | ||||||
Equity Residential ‡ |
28,528 | 2,116 | ||||||
Essex Property Trust Inc ‡ |
5,406 | 1,684 | ||||||
Extra Space Storage Inc ‡ |
17,717 | 2,703 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Federal Realty Investment Trust ‡ |
6,447 | $ | 680 | |||||
Healthpeak Properties Inc ‡ |
57,800 | 1,183 | ||||||
Host Hotels & Resorts Inc ‡ |
57,808 | 932 | ||||||
Invitation Homes Inc ‡ |
47,711 | 1,623 | ||||||
Iron Mountain Inc ‡ |
24,498 | 2,283 | ||||||
Kimco Realty Corp ‡ |
56,410 | 1,247 | ||||||
Mid-America Apartment Communities Inc ‡ |
9,828 | 1,652 | ||||||
MILLROSE PROPERTIES * |
1 | — | ||||||
Prologis Inc ‡ |
77,361 | 9,587 | ||||||
Public Storage ‡ |
13,142 | 3,990 | ||||||
Realty Income Corp ‡ |
73,099 | 4,169 | ||||||
Regency Centers Corp ‡ |
13,552 | 1,039 | ||||||
SBA Communications Corp, Cl A ‡ |
9,036 | 1,969 | ||||||
Simon Property Group Inc ‡ |
25,570 | 4,758 | ||||||
UDR Inc ‡ |
24,875 | 1,124 | ||||||
Ventas Inc ‡ |
35,088 | 2,427 | ||||||
VICI Properties Inc, Cl A ‡ |
88,068 | 2,861 | ||||||
Welltower Inc ‡ |
49,404 | 7,584 | ||||||
Weyerhaeuser Co ‡ |
60,798 | 1,830 | ||||||
| 92,360 | ||||||||
Utilities — 2.3% |
||||||||
AES Corp/The |
59,779 | 693 | ||||||
Alliant Energy Corp |
21,467 | 1,385 | ||||||
Ameren Corp |
22,354 | 2,270 | ||||||
American Electric Power Co Inc |
44,507 | 4,720 | ||||||
American Water Works Co Inc |
16,337 | 2,221 | ||||||
Atmos Energy Corp |
12,953 | 1,971 | ||||||
CenterPoint Energy Inc |
54,486 | 1,873 | ||||||
CMS Energy Corp |
24,975 | 1,824 | ||||||
Consolidated Edison Inc |
28,994 | 2,943 | ||||||
Constellation Energy Corp |
26,075 | 6,533 | ||||||
Dominion Energy Inc |
70,124 | 3,970 | ||||||
DTE Energy Co |
17,300 | 2,313 | ||||||
Duke Energy Corp |
64,525 | 7,581 | ||||||
Edison International |
32,353 | 1,761 | ||||||
Entergy Corp |
35,872 | 3,132 | ||||||
Evergy Inc |
19,286 | 1,329 | ||||||
Eversource Energy |
30,610 | 1,929 | ||||||
Exelon Corp |
83,905 | 3,709 | ||||||
FirstEnergy Corp |
42,950 | 1,665 | ||||||
NextEra Energy Inc |
171,676 | 12,047 | ||||||
NiSource Inc |
39,091 | 1,595 | ||||||
NRG Energy Inc |
16,985 | 1,795 | ||||||
PG&E Corp |
182,668 | 2,985 | ||||||
Pinnacle West Capital Corp |
9,495 | 879 | ||||||
PPL Corp |
61,720 | 2,173 | ||||||
Public Service Enterprise Group Inc |
41,613 | 3,377 | ||||||
Sempra |
52,893 | 3,786 | ||||||
Southern Co/The |
91,453 | 8,212 | ||||||
Vistra Corp |
28,400 | 3,796 | ||||||
WEC Energy Group Inc |
26,475 | 2,825 | ||||||
28
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
S&P 500 Index Fund (Concluded)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Xcel Energy Inc |
47,936 | $ | 3,456 | |||||
| 100,748 | ||||||||
Total Common Stock |
||||||||
(Cost $1,331,299) ($ Thousands) |
4,212,382 | |||||||
Description |
Shares |
Market Value |
||||||
CASH EQUIVALENT — 1.6% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
66,561,845 | $ | 66,562 | |||||
Total Cash Equivalent |
||||||||
(Cost $66,562) ($ Thousands) |
66,562 | |||||||
Total Investments in Securities — 99.8% |
||||||||
(Cost $1,397,861) ($ Thousands) |
$ | 4,278,944 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
190 | Mar-2025 | $ | 56,915 | $ | 56,650 | $ | (265 | ) | |||||||||||
|
Percentages are based on Net Assets of $4,287,967 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
‡ |
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 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 50,967 | $ | 507,868 | $ | (492,273 | ) | $ | — | $ | — | $ | 66,562 | $ | 2,792 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
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 28, 2025
Extended Market Index Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.8% |
||||||||
Communication Services — 4.8% |
||||||||
Advantage Solutions Inc * |
18,900 | $ | 47 | |||||
AMC Entertainment Holdings Inc, Cl A * |
59,593 | 197 | ||||||
AMC Networks Inc, Cl A * |
6,660 | 49 | ||||||
Anterix Inc * |
1,400 | 55 | ||||||
AST SpaceMobile Inc, Cl A * |
20,900 | 567 | ||||||
Atlanta Braves Holdings Inc, Cl A * |
1,803 | 80 | ||||||
Atlanta Braves Holdings Inc, Cl C * |
6,905 | 279 | ||||||
ATN International Inc |
2,267 | 39 | ||||||
Bandwidth Inc, Cl A * |
5,000 | 80 | ||||||
Boston Omaha Corp, Cl A * |
4,300 | 61 | ||||||
Bumble Inc, Cl A * |
18,100 | 94 | ||||||
Cable One Inc |
900 | 234 | ||||||
Cardlytics Inc * |
7,100 | 19 | ||||||
Cargurus Inc, Cl A * |
12,500 | 402 | ||||||
Cars.com Inc * |
10,800 | 143 | ||||||
Cinemark Holdings Inc * |
16,640 | 426 | ||||||
Clear Channel Outdoor Holdings Inc, Cl A * |
29,100 | 36 | ||||||
Cogent Communications Holdings Inc |
7,004 | 512 | ||||||
EchoStar Corp, Cl A * |
19,388 | 606 | ||||||
Entravision Communications Corp, Cl A |
14,200 | 32 | ||||||
Eventbrite Inc, Cl A * |
16,900 | 41 | ||||||
EverQuote Inc, Cl A * |
4,400 | 118 | ||||||
EW Scripps Co/The, Cl A * |
13,896 | 23 | ||||||
Frontier Communications Parent Inc * |
37,500 | 1,350 | ||||||
fuboTV Inc * |
64,800 | 196 | ||||||
Gannett Co Inc * |
14,387 | 58 | ||||||
GCI Liberty - Escrow * |
23,647 | — | ||||||
Getty Images Holdings Inc * |
16,500 | 35 | ||||||
Globalstar Inc * |
6,127 | 132 | ||||||
Gogo Inc * |
8,900 | 65 | ||||||
Gray Television Inc |
19,500 | 73 | ||||||
Grindr Inc * |
4,000 | 73 | ||||||
IAC Inc * |
10,176 | 470 | ||||||
Ibotta Inc, Cl A * |
2,600 | 87 | ||||||
IDT Corp, Cl B |
2,500 | 121 | ||||||
iHeartMedia Inc, Cl A * |
24,700 | 44 | ||||||
IMAX Corp * |
7,000 | 179 | ||||||
Integral Ad Science Holding Corp * |
7,600 | 80 | ||||||
Iridium Communications Inc |
16,646 | 525 | ||||||
John Wiley & Sons Inc, Cl A |
4,972 | 198 | ||||||
Liberty Broadband Corp, Cl A * |
2,983 | 243 | ||||||
Liberty Broadband Corp, Cl C * |
16,814 | 1,383 | ||||||
Liberty Global Ltd, Cl A * |
27,500 | 318 | ||||||
Liberty Global PLC * |
22,800 | 276 | ||||||
Liberty Latin America Ltd, Cl A * |
8,300 | 56 | ||||||
Liberty Latin America Ltd, Cl C * |
19,562 | 131 | ||||||
Liberty Media Corp-Liberty Formula One, Cl A * |
3,108 | 277 | ||||||
Liberty Media Corp-Liberty Formula One, Cl C * |
31,642 | 3,051 | ||||||
Liberty Media Corp-Liberty Live, Cl A * |
3,509 | 251 | ||||||
Liberty Media Corp-Liberty Live, Cl C * |
6,499 | 477 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Lions Gate Entertainment Corp, Cl A * |
14,516 | $ | 145 | |||||
Lions Gate Entertainment Corp, Cl B * |
14,375 | 127 | ||||||
Lumen Technologies Inc * |
149,700 | 707 | ||||||
Madison Square Garden Entertainment Corp, Cl A * |
5,811 | 201 | ||||||
Madison Square Garden Sports Corp, Cl A * |
2,579 | 525 | ||||||
Magnite Inc * |
20,638 | 325 | ||||||
Marcus Corp/The |
5,161 | 95 | ||||||
MediaAlpha Inc, Cl A * |
3,537 | 33 | ||||||
National CineMedia Inc * |
11,700 | 78 | ||||||
New York Times Co/The, Cl A |
23,582 | 1,134 | ||||||
Nexstar Media Group Inc, Cl A |
4,644 | 786 | ||||||
Nextdoor Holdings Inc * |
29,000 | 51 | ||||||
Outbrain Inc * |
5,800 | 29 | ||||||
Pinterest Inc, Cl A * |
90,911 | 3,362 | ||||||
Playstudios Inc * |
21,200 | 35 | ||||||
Playtika Holding Corp |
11,625 | 61 | ||||||
PubMatic Inc, Cl A * |
7,100 | 76 | ||||||
QuinStreet Inc * |
6,186 | 121 | ||||||
Reservoir Media Inc * |
4,100 | 32 | ||||||
ROBLOX Corp, Cl A * |
79,100 | 5,034 | ||||||
Roku Inc, Cl A * |
18,848 | 1,574 | ||||||
Scholastic Corp |
4,367 | 96 | ||||||
Shenandoah Telecommunications Co * |
5,704 | 62 | ||||||
Shutterstock Inc |
2,997 | 64 | ||||||
Sinclair Inc |
4,111 | 60 | ||||||
Sirius XM Holdings Inc |
35,554 | 860 | ||||||
Sphere Entertainment Co * |
4,611 | 201 | ||||||
Spok Holdings Inc |
1,500 | 25 | ||||||
Spotify Technology SA * |
22,103 | 13,439 | ||||||
Stagwell Inc, Cl A * |
13,400 | 87 | ||||||
TEGNA Inc |
23,500 | 428 | ||||||
Telephone and Data Systems Inc |
13,855 | 500 | ||||||
Thryv Holdings Inc * |
6,500 | 112 | ||||||
TKO Group Holdings Inc, Cl A * |
11,834 | 1,783 | ||||||
Toro Combineco Inc * |
4,200 | 62 | ||||||
Trade Desk Inc/The, Cl A * |
67,100 | 4,718 | ||||||
TripAdvisor Inc * |
17,100 | 253 | ||||||
TrueCar Inc * |
22,900 | 53 | ||||||
Trump Media & Technology Group Corp * |
11,800 | 284 | ||||||
Vimeo Inc * |
24,346 | 143 | ||||||
Vivid Seats Inc, Cl A * |
5,600 | 23 | ||||||
WideOpenWest Inc * |
11,700 | 58 | ||||||
Yelp Inc, Cl A * |
10,398 | 357 | ||||||
Ziff Davis Inc * |
7,357 | 302 | ||||||
ZipRecruiter Inc, Cl A * |
15,100 | 85 | ||||||
ZoomInfo Technologies Inc, Cl A * |
49,500 | 577 | ||||||
| 53,452 | ||||||||
Consumer Discretionary — 11.3% |
||||||||
1-800-Flowers.com Inc, Cl A * |
5,400 | 37 | ||||||
Abercrombie & Fitch Co, Cl A * |
7,400 | 762 | ||||||
Academy Sports & Outdoors Inc |
10,100 | 501 | ||||||
Accel Entertainment Inc, Cl A * |
4,900 | 53 | ||||||
30
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Acushnet Holdings Corp |
4,800 | $ | 309 | |||||
Adient PLC * |
13,900 | 220 | ||||||
ADT Inc |
54,361 | 445 | ||||||
Adtalem Global Education Inc * |
5,881 | 602 | ||||||
Advance Auto Parts Inc |
9,600 | 354 | ||||||
A-Mark Precious Metals Inc |
2,000 | 54 | ||||||
Amer Sports Inc * |
9,100 | 272 | ||||||
American Axle & Manufacturing Holdings Inc * |
23,398 | 116 | ||||||
American Eagle Outfitters Inc |
24,722 | 324 | ||||||
American Public Education Inc * |
2,600 | 55 | ||||||
America's Car-Mart Inc/TX * |
1,250 | 52 | ||||||
AMMO Inc * |
17,700 | 28 | ||||||
Aramark |
39,900 | 1,478 | ||||||
Arhaus Inc, Cl A |
8,400 | 80 | ||||||
Arko Corp |
14,200 | 64 | ||||||
Asbury Automotive Group Inc * |
2,798 | 751 | ||||||
AutoNation Inc * |
4,000 | 729 | ||||||
BARK Inc * |
26,200 | 44 | ||||||
Bath & Body Works Inc |
32,200 | 1,167 | ||||||
Beazer Homes USA Inc * |
3,461 | 77 | ||||||
Beyond Inc * |
7,300 | 47 | ||||||
Biglari Holdings Inc, Cl B * |
182 | 45 | ||||||
Birkenstock Holding PLC * |
5,700 | 282 | ||||||
BJ's Restaurants Inc * |
3,142 | 120 | ||||||
Bloomin' Brands Inc |
12,950 | 121 | ||||||
Boot Barn Holdings Inc * |
4,400 | 539 | ||||||
Boyd Gaming Corp |
10,745 | 819 | ||||||
Bright Horizons Family Solutions Inc * |
8,435 | 1,094 | ||||||
Brinker International Inc * |
6,782 | 1,118 | ||||||
Brunswick Corp/DE |
9,383 | 571 | ||||||
Buckle Inc/The |
5,051 | 202 | ||||||
Build-A-Bear Workshop Inc, Cl A |
800 | 33 | ||||||
Burlington Stores Inc * |
9,500 | 2,369 | ||||||
Caleres Inc |
5,576 | 90 | ||||||
Camping World Holdings Inc, Cl A |
6,500 | 127 | ||||||
Capri Holdings Ltd * |
18,600 | 409 | ||||||
Carriage Services Inc, Cl A |
1,106 | 44 | ||||||
Carter's Inc |
5,770 | 238 | ||||||
Carvana Co, Cl A * |
16,300 | 3,800 | ||||||
Cava Group Inc * |
11,600 | 1,102 | ||||||
Cavco Industries Inc * |
1,231 | 646 | ||||||
Century Communities Inc |
4,400 | 306 | ||||||
Champion Homes Inc * |
7,800 | 800 | ||||||
Cheesecake Factory Inc/The |
7,223 | 390 | ||||||
Chegg Inc * |
26,010 | 28 | ||||||
Choice Hotels International Inc |
3,977 | 570 | ||||||
Churchill Downs Inc * |
10,462 | 1,240 | ||||||
Clarus Corp |
6,221 | 29 | ||||||
Columbia Sportswear Co |
4,444 | 386 | ||||||
Cooper-Standard Holdings Inc * |
1,400 | 21 | ||||||
Coupang Inc, Cl A * |
174,600 | 4,138 | ||||||
Coursera Inc * |
19,900 | 158 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Cracker Barrel Old Country Store Inc |
3,244 | $ | 147 | |||||
Cricut Inc, Cl A |
9,500 | 51 | ||||||
Crocs Inc * |
8,403 | 837 | ||||||
Dana Inc |
21,498 | 320 | ||||||
Dave & Buster's Entertainment Inc * |
3,800 | 79 | ||||||
Denny's Corp * |
6,363 | 32 | ||||||
Designer Brands Inc, Cl A |
6,492 | 26 | ||||||
Despegar.com Corp * |
10,100 | 194 | ||||||
Destination XL Group Inc * |
13,400 | 31 | ||||||
Dick's Sporting Goods Inc |
8,335 | 1,876 | ||||||
Dillard's Inc, Cl A |
462 | 180 | ||||||
Dine Brands Global Inc |
2,572 | 65 | ||||||
DoorDash Inc, Cl A * |
53,100 | 10,537 | ||||||
Dorman Products Inc * |
4,140 | 544 | ||||||
DraftKings Inc, Cl A * |
68,382 | 2,999 | ||||||
Dream Finders Homes Inc, Cl A * |
4,700 | 112 | ||||||
Duolingo Inc, Cl A * |
5,600 | 1,748 | ||||||
Dutch Bros Inc, Cl A * |
16,000 | 1,267 | ||||||
El Pollo Loco Holdings Inc * |
3,900 | 44 | ||||||
Ethan Allen Interiors Inc |
1,976 | 56 | ||||||
Etsy Inc * |
17,100 | 875 | ||||||
European Wax Center Inc, Cl A * |
8,000 | 52 | ||||||
Everi Holdings Inc * |
9,300 | 128 | ||||||
EVgo Inc, Cl A * |
17,700 | 47 | ||||||
Figs Inc, Cl A * |
24,600 | 112 | ||||||
First Watch Restaurant Group Inc * |
2,400 | 51 | ||||||
Five Below Inc * |
7,705 | 669 | ||||||
Floor & Decor Holdings Inc, Cl A * |
15,900 | 1,536 | ||||||
Foot Locker Inc * |
11,400 | 197 | ||||||
Fox Factory Holding Corp * |
5,700 | 158 | ||||||
Frontdoor Inc * |
11,850 | 539 | ||||||
Full House Resorts Inc * |
7,000 | 34 | ||||||
Funko Inc, Cl A * |
6,000 | 74 | ||||||
GameStop Corp, Cl A * |
59,600 | 1,492 | ||||||
Gap Inc/The |
30,200 | 683 | ||||||
Genesco Inc * |
2,169 | 79 | ||||||
Gentex Corp |
35,590 | 866 | ||||||
Gentherm Inc * |
4,248 | 141 | ||||||
GigaCloud Technology Inc, Cl A * |
3,900 | 66 | ||||||
G-III Apparel Group Ltd * |
5,906 | 160 | ||||||
Global Business Travel Group I * |
20,600 | 171 | ||||||
Golden Entertainment Inc |
4,131 | 128 | ||||||
Goodyear Tire & Rubber Co/The * |
44,868 | 424 | ||||||
GoPro Inc, Cl A * |
29,300 | 22 | ||||||
Graham Holdings Co, Cl B |
500 | 492 | ||||||
Grand Canyon Education Inc * |
4,215 | 758 | ||||||
Green Brick Partners Inc * |
5,100 | 305 | ||||||
Group 1 Automotive Inc |
1,935 | 889 | ||||||
Groupon Inc, Cl A * |
3,800 | 42 | ||||||
GrowGeneration Corp * |
12,100 | 14 | ||||||
H&R Block Inc |
20,600 | 1,123 | ||||||
Hanesbrands Inc * |
46,800 | 282 | ||||||
Harley-Davidson Inc |
18,200 | 469 | ||||||
SEI Institutional Investments Trust
31
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Haverty Furniture Cos Inc |
1,563 | $ | 36 | |||||
Helen of Troy Ltd * |
3,348 | 184 | ||||||
Hilton Grand Vacations Inc * |
10,070 | 432 | ||||||
Holley Inc * |
13,400 | 36 | ||||||
Hooker Furnishings Corp |
3,700 | 48 | ||||||
Hovnanian Enterprises Inc, Cl A * |
600 | 61 | ||||||
Hyatt Hotels Corp, Cl A |
6,427 | 906 | ||||||
Inspired Entertainment Inc * |
2,000 | 22 | ||||||
Installed Building Products Inc |
3,500 | 600 | ||||||
International Game Technology PLC |
17,100 | 303 | ||||||
iRobot Corp * |
6,202 | 45 | ||||||
Jack in the Box Inc |
2,221 | 85 | ||||||
Johnson Outdoors Inc, Cl A |
1,400 | 38 | ||||||
KB Home |
10,185 | 621 | ||||||
KinderCare Learning Cos Inc * |
5,400 | 105 | ||||||
Kohl's Corp |
17,700 | 202 | ||||||
Kontoor Brands Inc |
8,000 | 520 | ||||||
Krispy Kreme Inc |
14,400 | 89 | ||||||
Kura Sushi USA Inc, Cl A * |
800 | 50 | ||||||
Lands' End Inc * |
2,862 | 34 | ||||||
Landsea Homes Corp * |
1,300 | 9 | ||||||
Latham Group Inc * |
7,300 | 43 | ||||||
Laureate Education Inc, Cl A * |
18,700 | 373 | ||||||
La-Z-Boy Inc |
7,026 | 318 | ||||||
LCI Industries |
3,949 | 410 | ||||||
Lear Corp |
8,771 | 824 | ||||||
Legacy Housing Corp * |
1,400 | 35 | ||||||
Leggett & Platt Inc |
21,000 | 193 | ||||||
Leslie's Inc * |
29,056 | 30 | ||||||
LGI Homes Inc * |
3,200 | 235 | ||||||
Life Time Group Holdings Inc * |
8,300 | 253 | ||||||
Light & Wonder Inc, Cl A * |
13,762 | 1,534 | ||||||
Lincoln Educational Services Corp * |
4,300 | 79 | ||||||
Lindblad Expeditions Holdings Inc * |
6,900 | 77 | ||||||
Lithia Motors Inc, Cl A |
4,033 | 1,389 | ||||||
Lovesac Co/The * |
2,900 | 61 | ||||||
Lucid Group Inc * |
139,700 | 310 | ||||||
Luminar Technologies Inc, Cl A * |
3,726 | 19 | ||||||
M/I Homes Inc * |
3,794 | 444 | ||||||
Macy's Inc |
39,200 | 563 | ||||||
Malibu Boats Inc, Cl A * |
2,100 | 70 | ||||||
Marine Products Corp |
1,800 | 15 | ||||||
MarineMax Inc * |
3,561 | 90 | ||||||
Marriott Vacations Worldwide Corp |
5,472 | 413 | ||||||
MasterCraft Boat Holdings Inc * |
2,100 | 37 | ||||||
Mattel Inc * |
51,900 | 1,105 | ||||||
Meritage Homes Corp |
10,422 | 755 | ||||||
Mister Car Wash Inc * |
16,500 | 140 | ||||||
Modine Manufacturing Co * |
7,674 | 649 | ||||||
Monarch Casino & Resort Inc |
1,600 | 147 | ||||||
Monro Inc |
2,928 | 52 | ||||||
Movado Group Inc |
3,520 | 68 | ||||||
Murphy USA Inc |
2,800 | 1,314 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
National Vision Holdings Inc * |
11,700 | $ | 149 | |||||
Newell Brands Inc |
58,100 | 373 | ||||||
Nordstrom Inc |
16,600 | 403 | ||||||
ODP Corp/The * |
4,912 | 76 | ||||||
Ollie's Bargain Outlet Holdings Inc * |
9,200 | 952 | ||||||
ONE Group Hospitality Inc/The * |
4,200 | 14 | ||||||
OneSpaWorld Holdings Ltd |
16,500 | 315 | ||||||
OneWater Marine Inc, Cl A * |
2,200 | 36 | ||||||
Oxford Industries Inc |
2,654 | 165 | ||||||
Papa John's International Inc |
5,842 | 265 | ||||||
Patrick Industries Inc |
4,687 | 425 | ||||||
Peloton Interactive Inc, Cl A * |
54,535 | 411 | ||||||
Penn Entertainment Inc * |
20,500 | 441 | ||||||
Penske Automotive Group Inc |
2,788 | 470 | ||||||
Perdoceo Education Corp |
11,054 | 283 | ||||||
Petco Health & Wellness Co Inc, Cl A * |
19,300 | 52 | ||||||
Phinia Inc |
6,800 | 335 | ||||||
Planet Fitness Inc, Cl A * |
13,300 | 1,231 | ||||||
PlayAGS Inc * |
2,500 | 30 | ||||||
Polaris Inc |
8,207 | 369 | ||||||
Portillo's Inc, Cl A * |
10,200 | 143 | ||||||
Potbelly Corp * |
1,200 | 15 | ||||||
Purple Innovation Inc, Cl A * |
10,765 | 9 | ||||||
PVH Corp |
8,100 | 606 | ||||||
QuantumScape Corp, Cl A * |
52,400 | 246 | ||||||
RCI Hospitality Holdings Inc |
1,400 | 70 | ||||||
RealReal Inc/The * |
16,100 | 110 | ||||||
Red Rock Resorts Inc, Cl A |
7,600 | 380 | ||||||
Revolve Group Inc, Cl A * |
4,600 | 122 | ||||||
RH * |
2,211 | 712 | ||||||
Rivian Automotive Inc, Cl A * |
126,500 | 1,498 | ||||||
Rocky Brands Inc |
1,600 | 33 | ||||||
Rush Street Interactive Inc * |
13,600 | 159 | ||||||
Sabre Corp * |
55,600 | 230 | ||||||
Sally Beauty Holdings Inc * |
12,091 | 109 | ||||||
Savers Value Village Inc * |
6,200 | 46 | ||||||
Service Corp International/US |
21,389 | 1,733 | ||||||
Shake Shack Inc, Cl A * |
5,400 | 586 | ||||||
SharkNinja Inc * |
10,100 | 1,061 | ||||||
Shoe Carnival Inc |
1,852 | 41 | ||||||
Signet Jewelers Ltd |
6,200 | 324 | ||||||
Six Flags Entertainment Corp |
13,293 | 585 | ||||||
Skechers USA Inc, Cl A * |
19,746 | 1,204 | ||||||
Sleep Number Corp * |
5,009 | 70 | ||||||
Smith & Wesson Brands Inc |
6,283 | 68 | ||||||
Solid Power Inc * |
28,800 | 35 | ||||||
Solo Brands Inc, Cl A * |
2,600 | 2 | ||||||
Sonic Automotive Inc, Cl A |
2,364 | 161 | ||||||
Sonos Inc * |
18,300 | 242 | ||||||
Standard Motor Products Inc |
2,366 | 68 | ||||||
Steven Madden Ltd |
10,051 | 330 | ||||||
Stitch Fix Inc, Cl A * |
17,800 | 84 | ||||||
Stoneridge Inc * |
5,930 | 33 | ||||||
32
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Strategic Education Inc |
3,687 | $ | 297 | |||||
Stride Inc * |
6,088 | 833 | ||||||
Sturm Ruger & Co Inc |
1,742 | 69 | ||||||
Super Group SGHC Ltd |
27,000 | 203 | ||||||
Superior Group of Cos Inc |
2,100 | 30 | ||||||
Sweetgreen Inc, Cl A * |
13,800 | 314 | ||||||
Target Hospitality Corp * |
6,100 | 34 | ||||||
Taylor Morrison Home Corp, Cl A * |
15,560 | 959 | ||||||
Tempur Sealy International Inc |
24,992 | 1,597 | ||||||
Texas Roadhouse Inc, Cl A |
10,066 | 1,853 | ||||||
Thor Industries Inc |
7,690 | 764 | ||||||
ThredUp Inc, Cl A * |
14,000 | 33 | ||||||
Tile Shop Holdings Inc * |
6,300 | 48 | ||||||
Tilly's Inc, Cl A * |
5,243 | 20 | ||||||
Toll Brothers Inc |
15,239 | 1,701 | ||||||
TopBuild Corp * |
4,600 | 1,409 | ||||||
Topgolf Callaway Brands Corp * |
23,306 | 152 | ||||||
Torrid Holdings Inc * |
2,700 | 16 | ||||||
Traeger Inc * |
4,800 | 11 | ||||||
Travel + Leisure Co |
9,300 | 519 | ||||||
Tri Pointe Homes Inc * |
13,273 | 420 | ||||||
Udemy Inc * |
17,700 | 171 | ||||||
Under Armour Inc, Cl A * |
24,800 | 169 | ||||||
Under Armour Inc, Cl C * |
24,900 | 158 | ||||||
United Parks & Resorts Inc * |
5,900 | 298 | ||||||
Universal Technical Institute Inc * |
7,300 | 206 | ||||||
Upbound Group Inc, Cl A |
7,540 | 195 | ||||||
Urban Outfitters Inc * |
10,000 | 582 | ||||||
Vail Resorts Inc |
5,512 | 876 | ||||||
Valvoline Inc * |
20,236 | 746 | ||||||
VF Corp |
53,700 | 1,339 | ||||||
Victoria's Secret & Co * |
12,000 | 321 | ||||||
Visteon Corp * |
4,365 | 379 | ||||||
Warby Parker Inc, Cl A * |
11,500 | 284 | ||||||
Wayfair Inc, Cl A * |
13,400 | 530 | ||||||
Wendy's Co/The |
26,175 | 406 | ||||||
Weyco Group Inc |
1,200 | 42 | ||||||
Whirlpool Corp |
8,200 | 835 | ||||||
Williams-Sonoma Inc |
18,674 | 3,634 | ||||||
Wingstop Inc |
4,500 | 1,057 | ||||||
Winmark Corp |
491 | 165 | ||||||
Winnebago Industries Inc |
4,435 | 179 | ||||||
Wolverine World Wide Inc |
13,096 | 194 | ||||||
Wyndham Hotels & Resorts Inc |
11,000 | 1,192 | ||||||
XPEL Inc * |
3,000 | 100 | ||||||
Xponential Fitness Inc, Cl A * |
5,600 | 74 | ||||||
YETI Holdings Inc * |
11,600 | 413 | ||||||
Zumiez Inc * |
803 | 11 | ||||||
| 124,898 | ||||||||
Consumer Staples — 2.9% |
||||||||
Albertsons Cos Inc, Cl A |
61,300 | 1,290 | ||||||
Alico Inc |
1,400 | 41 | ||||||
Andersons Inc/The |
5,699 | 244 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
B&G Foods Inc, Cl A |
14,611 | $ | 98 | |||||
Beauty Health Co/The * |
17,700 | 26 | ||||||
BellRing Brands Inc * |
19,202 | 1,407 | ||||||
Beyond Meat Inc * |
13,000 | 41 | ||||||
BJ's Wholesale Club Holdings Inc * |
20,000 | 2,025 | ||||||
Boston Beer Co Inc/The, Cl A * |
1,183 | 288 | ||||||
BRC Inc, Cl A * |
5,800 | 15 | ||||||
Calavo Growers Inc |
1,426 | 33 | ||||||
Cal-Maine Foods Inc |
5,728 | 518 | ||||||
Casey's General Stores Inc |
5,559 | 2,303 | ||||||
Celsius Holdings Inc * |
24,700 | 635 | ||||||
Central Garden & Pet Co * |
600 | 21 | ||||||
Central Garden & Pet Co, Cl A * |
7,161 | 225 | ||||||
Chefs' Warehouse Inc/The * |
4,621 | 289 | ||||||
Coca-Cola Consolidated Inc |
889 | 1,260 | ||||||
Coty Inc, Cl A * |
61,800 | 352 | ||||||
Darling Ingredients Inc * |
24,457 | 883 | ||||||
Dole PLC |
10,800 | 158 | ||||||
Edgewell Personal Care Co |
8,045 | 253 | ||||||
elf Beauty Inc * |
7,700 | 541 | ||||||
Energizer Holdings Inc |
10,945 | 336 | ||||||
Flowers Foods Inc |
28,408 | 532 | ||||||
Fresh Del Monte Produce Inc |
6,181 | 188 | ||||||
Freshpet Inc * |
7,000 | 749 | ||||||
Grocery Outlet Holding Corp * |
15,500 | 184 | ||||||
Hain Celestial Group Inc/The * |
15,660 | 56 | ||||||
Herbalife Ltd * |
20,144 | 167 | ||||||
HF Foods Group Inc * |
9,900 | 19 | ||||||
Honest Co Inc/The * |
6,600 | 36 | ||||||
Ingles Markets Inc, Cl A |
2,645 | 163 | ||||||
Ingredion Inc |
9,665 | 1,262 | ||||||
Inter Parfums Inc |
2,906 | 404 | ||||||
J & J Snack Foods Corp |
2,364 | 311 | ||||||
John B Sanfilippo & Son Inc |
1,819 | 129 | ||||||
Lancaster Colony Corp |
2,829 | 541 | ||||||
Limoneira Co |
3,400 | 75 | ||||||
Mama's Creations Inc * |
4,900 | 30 | ||||||
Maplebear Inc * |
25,900 | 1,064 | ||||||
Medifast Inc * |
1,764 | 25 | ||||||
MGP Ingredients Inc |
1,800 | 59 | ||||||
Mission Produce Inc * |
9,300 | 115 | ||||||
National Beverage Corp |
3,904 | 155 | ||||||
Natural Grocers by Vitamin Cottage Inc |
1,085 | 48 | ||||||
Nature's Sunshine Products Inc * |
2,937 | 43 | ||||||
Nu Skin Enterprises Inc, Cl A |
11,205 | 89 | ||||||
Oil-Dri Corp of America |
400 | 18 | ||||||
Olaplex Holdings Inc * |
29,300 | 42 | ||||||
Performance Food Group Co * |
23,127 | 1,969 | ||||||
Pilgrim's Pride Corp * |
6,007 | 327 | ||||||
Post Holdings Inc * |
7,569 | 859 | ||||||
PriceSmart Inc |
3,523 | 315 | ||||||
Primo Brands Corp * |
23,700 | 798 | ||||||
Reynolds Consumer Products Inc |
8,000 | 196 | ||||||
SEI Institutional Investments Trust
33
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Seaboard Corp |
50 | $ | 140 | |||||
Seneca Foods Corp, Cl A * |
1,262 | 102 | ||||||
Simply Good Foods Co/The * |
12,800 | 483 | ||||||
SpartanNash Co |
3,336 | 67 | ||||||
Spectrum Brands Holdings Inc |
3,687 | 286 | ||||||
Sprouts Farmers Market Inc * |
15,200 | 2,256 | ||||||
SunOpta Inc * |
17,100 | 107 | ||||||
TreeHouse Foods Inc * |
7,809 | 246 | ||||||
Turning Point Brands Inc |
3,200 | 225 | ||||||
United Natural Foods Inc * |
9,598 | 305 | ||||||
Universal Corp/VA |
4,045 | 217 | ||||||
US Foods Holding Corp * |
34,700 | 2,487 | ||||||
USANA Health Sciences Inc * |
1,532 | 45 | ||||||
Utz Brands Inc |
10,700 | 146 | ||||||
Village Super Market Inc, Cl A |
1,962 | 62 | ||||||
Vita Coco Co Inc/The * |
6,100 | 198 | ||||||
Vital Farms Inc * |
5,500 | 182 | ||||||
Waldencast plc, Cl A * |
7,000 | 23 | ||||||
WD-40 Co |
1,886 | 450 | ||||||
Weis Markets Inc |
2,704 | 200 | ||||||
Westrock Coffee Co * |
7,900 | 50 | ||||||
WK Kellogg Co |
9,700 | 192 | ||||||
| 32,719 | ||||||||
Energy — 4.2% |
||||||||
Amplify Energy Corp * |
4,900 | 24 | ||||||
Antero Midstream Corp |
51,900 | 880 | ||||||
Antero Resources Corp * |
43,280 | 1,588 | ||||||
Archrock Inc |
24,583 | 667 | ||||||
Ardmore Shipping Corp |
7,800 | 71 | ||||||
Aris Water Solutions Inc, Cl A |
4,200 | 132 | ||||||
Atlas Energy Solutions Inc, Cl A |
11,200 | 217 | ||||||
Berry Corp |
7,400 | 30 | ||||||
BKV Corp * |
3,500 | 71 | ||||||
Borr Drilling Ltd |
37,600 | 96 | ||||||
Bristow Group Inc * |
3,697 | 137 | ||||||
Cactus Inc, Cl A |
9,400 | 494 | ||||||
California Resources Corp |
9,700 | 433 | ||||||
Centrus Energy Corp, Cl A * |
2,000 | 181 | ||||||
ChampionX Corp |
29,100 | 867 | ||||||
Cheniere Energy Inc |
33,565 | 7,672 | ||||||
Chesapeake Energy Corp |
34,852 | 3,446 | ||||||
Chord Energy Corp |
9,030 | 1,032 | ||||||
Civitas Resources Inc |
15,634 | 599 | ||||||
Clean Energy Fuels Corp * |
29,988 | 61 | ||||||
CNX Resources Corp * |
21,600 | 624 | ||||||
Comstock Resources Inc |
11,500 | 207 | ||||||
CONSOL Energy Inc |
7,788 | 578 | ||||||
Core Laboratories Inc |
9,300 | 136 | ||||||
Crescent Energy Co, Cl A |
26,385 | 333 | ||||||
CVR Energy Inc |
4,597 | 85 | ||||||
Delek US Holdings Inc |
11,390 | 186 | ||||||
DHT Holdings Inc |
18,900 | 195 | ||||||
Diversified Energy Co PLC |
7,700 | 102 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
DMC Global Inc * |
5,100 | $ | 43 | |||||
Dorian LPG Ltd |
5,347 | 109 | ||||||
DT Midstream Inc |
14,500 | 1,393 | ||||||
Empire Petroleum Corp * |
1,033 | 7 | ||||||
Encore Energy Corp * |
17,800 | 45 | ||||||
Energy Fuels Inc/Canada * |
26,600 | 110 | ||||||
Excelerate Energy Inc, Cl A |
2,400 | 74 | ||||||
Expro Group Holdings NV * |
15,357 | 183 | ||||||
FLEX LNG Ltd |
5,800 | 128 | ||||||
FutureFuel Corp |
3,876 | 18 | ||||||
Golar LNG Ltd |
13,802 | 529 | ||||||
Granite Ridge Resources Inc |
8,700 | 51 | ||||||
Green Plains Inc * |
11,190 | 66 | ||||||
Gulfport Energy Corp * |
2,100 | 357 | ||||||
Hallador Energy Co * |
4,400 | 43 | ||||||
Helix Energy Solutions Group Inc * |
24,169 | 208 | ||||||
Helmerich & Payne Inc |
15,600 | 414 | ||||||
HF Sinclair Corp |
23,300 | 822 | ||||||
HighPeak Energy Inc |
1,100 | 14 | ||||||
Innovex International Inc * |
7,987 | 146 | ||||||
International Seaways Inc |
5,528 | 184 | ||||||
Kinetik Holdings Inc, Cl A |
5,100 | 298 | ||||||
Kodiak Gas Services Inc |
5,400 | 232 | ||||||
Kosmos Energy Ltd * |
71,775 | 202 | ||||||
Liberty Energy Inc, Cl A |
21,800 | 376 | ||||||
Magnolia Oil & Gas Corp, Cl A |
26,900 | 630 | ||||||
Matador Resources Co |
17,200 | 900 | ||||||
Murphy Oil Corp |
22,400 | 593 | ||||||
Nabors Industries Ltd * |
1,991 | 80 | ||||||
NACCO Industries Inc, Cl A |
900 | 29 | ||||||
New Fortress Energy Inc, Cl A |
10,000 | 100 | ||||||
Newpark Resources Inc * |
18,020 | 110 | ||||||
NextDecade Corp * |
19,000 | 156 | ||||||
Noble Corp PLC |
20,890 | 541 | ||||||
Nordic American Tankers Ltd |
34,377 | 84 | ||||||
Northern Oil & Gas Inc |
14,000 | 441 | ||||||
NOV Inc |
60,800 | 907 | ||||||
Oceaneering International Inc * |
15,446 | 341 | ||||||
Oil States International Inc * |
16,699 | 91 | ||||||
Ovintiv Inc |
39,900 | 1,734 | ||||||
Par Pacific Holdings Inc * |
9,986 | 144 | ||||||
Patterson-UTI Energy Inc |
59,955 | 498 | ||||||
PBF Energy Inc, Cl A |
15,277 | 327 | ||||||
Peabody Energy Corp |
16,600 | 229 | ||||||
Permian Resources Corp, Cl A |
99,685 | 1,405 | ||||||
ProFrac Holding Corp, Cl A * |
3,000 | 22 | ||||||
ProPetro Holding Corp * |
13,100 | 111 | ||||||
Range Resources Corp |
34,700 | 1,288 | ||||||
REX American Resources Corp * |
1,800 | 70 | ||||||
Riley Exploration Permian Inc |
1,200 | 38 | ||||||
Ring Energy Inc * |
10,000 | 13 | ||||||
RPC Inc |
15,199 | 85 | ||||||
Sable Offshore Corp * |
8,300 | 235 | ||||||
34
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
SandRidge Energy Inc |
8,200 | $ | 96 | |||||
Scorpio Tankers Inc |
7,613 | 303 | ||||||
SEACOR Marine Holdings Inc * |
7,300 | 42 | ||||||
Seadrill Ltd * |
9,400 | 239 | ||||||
Select Water Solutions Inc, Cl A |
11,300 | 137 | ||||||
SFL Corp Ltd, Cl B |
18,576 | 168 | ||||||
Sitio Royalties Corp, Cl A |
11,121 | 222 | ||||||
SM Energy Co |
17,913 | 586 | ||||||
Solaris Energy Infrastructure Inc, Cl A |
4,800 | 164 | ||||||
Talos Energy Inc * |
22,100 | 199 | ||||||
TechnipFMC PLC |
62,300 | 1,834 | ||||||
Teekay Corp * |
4,200 | 27 | ||||||
Teekay Tankers Ltd, Cl A |
3,300 | 125 | ||||||
TETRA Technologies Inc * |
9,600 | 36 | ||||||
Tidewater Inc * |
7,700 | 351 | ||||||
Transocean Ltd * |
95,700 | 282 | ||||||
Uranium Energy Corp * |
55,500 | 311 | ||||||
Ur-Energy Inc * |
45,200 | 43 | ||||||
VAALCO Energy Inc |
15,500 | 62 | ||||||
Valaris Ltd * |
9,700 | 346 | ||||||
Viper Energy Inc, Cl A |
19,100 | 889 | ||||||
Vital Energy Inc * |
3,800 | 101 | ||||||
Vitesse Energy Inc |
5,143 | 132 | ||||||
W&T Offshore Inc |
21,338 | 36 | ||||||
Weatherford International PLC |
11,300 | 700 | ||||||
World Kinect Corp |
8,341 | 250 | ||||||
| 46,079 | ||||||||
Financials — 18.5% |
||||||||
1st Source Corp |
2,758 | 179 | ||||||
ACNB Corp |
1,900 | 78 | ||||||
AFC Gamma Inc ‡ |
2,800 | 24 | ||||||
Affiliated Managers Group Inc |
4,500 | 769 | ||||||
Affirm Holdings Inc, Cl A * |
39,200 | 2,515 | ||||||
AGNC Investment Corp ‡ |
124,321 | 1,297 | ||||||
Alerus Financial Corp |
3,400 | 69 | ||||||
Ally Financial Inc |
41,000 | 1,521 | ||||||
Amalgamated Financial Corp |
3,000 | 97 | ||||||
Ambac Financial Group Inc * |
7,800 | 76 | ||||||
Amerant Bancorp Inc, Cl A |
5,100 | 117 | ||||||
American Coastal Insurance Corp * |
4,000 | 49 | ||||||
American Financial Group Inc/OH |
10,553 | 1,333 | ||||||
Ameris Bancorp |
9,162 | 592 | ||||||
AMERISAFE Inc |
2,633 | 135 | ||||||
Angel Oak Mortgage REIT Inc ‡ |
1,600 | 16 | ||||||
Annaly Capital Management Inc ‡ |
85,139 | 1,870 | ||||||
Apollo Commercial Real Estate Finance Inc ‡ |
23,419 | 237 | ||||||
Arbor Realty Trust Inc ‡ |
28,600 | 353 | ||||||
Ares Commercial Real Estate Corp ‡ |
9,600 | 47 | ||||||
Ares Management Corp, Cl A |
27,845 | 4,760 | ||||||
ARMOUR Residential REIT Inc ‡ |
5,984 | 114 | ||||||
Arrow Financial Corp |
3,349 | 91 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Artisan Partners Asset Management Inc, Cl A |
9,300 | $ | 393 | |||||
Associated Banc-Corp |
24,036 | 597 | ||||||
Assured Guaranty Ltd |
7,987 | 698 | ||||||
Atlantic Union Bankshares Corp |
13,590 | 485 | ||||||
Atlanticus Holdings Corp * |
1,100 | 60 | ||||||
AvidXchange Holdings Inc * |
26,800 | 204 | ||||||
Axis Capital Holdings Ltd |
11,668 | 1,130 | ||||||
Axos Financial Inc * |
8,436 | 564 | ||||||
B Riley Financial Inc |
4,400 | 28 | ||||||
Baldwin Insurance Group Inc/The, Cl A * |
10,800 | 444 | ||||||
Banc of California Inc |
19,113 | 284 | ||||||
BancFirst Corp |
3,250 | 388 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Cl E |
3,812 | 162 | ||||||
Bancorp Inc/The * |
8,092 | 452 | ||||||
Bank First Corp |
1,500 | 157 | ||||||
Bank of Hawaii Corp |
6,024 | 435 | ||||||
Bank of Marin Bancorp |
3,614 | 88 | ||||||
Bank of NT Butterfield & Son Ltd/The |
6,300 | 244 | ||||||
Bank OZK |
15,370 | 738 | ||||||
BankUnited Inc |
10,996 | 413 | ||||||
Bankwell Financial Group Inc |
1,100 | 35 | ||||||
Banner Corp |
4,751 | 328 | ||||||
Bar Harbor Bankshares |
2,850 | 92 | ||||||
BayCom Corp |
3,000 | 82 | ||||||
BCB Bancorp Inc |
3,200 | 32 | ||||||
Berkshire Hills Bancorp Inc |
5,391 | 154 | ||||||
BGC Group Inc, Cl A |
55,936 | 554 | ||||||
Blackstone Mortgage Trust Inc, Cl A ‡ |
27,500 | 571 | ||||||
Block Inc, Cl A * |
83,509 | 5,453 | ||||||
Blue Foundry Bancorp * |
6,000 | 60 | ||||||
Blue Owl Capital Inc, Cl A |
79,100 | 1,703 | ||||||
BOK Financial Corp |
3,082 | 336 | ||||||
Bowhead Specialty Holdings Inc * |
2,400 | 81 | ||||||
Bread Financial Holdings Inc |
6,900 | 373 | ||||||
Bridgewater Bancshares Inc * |
600 | 9 | ||||||
Brighthouse Financial Inc * |
9,500 | 563 | ||||||
Brightsphere Investment Group Inc |
4,563 | 113 | ||||||
BrightSpire Capital Inc, Cl A ‡ |
21,794 | 136 | ||||||
Brookline Bancorp Inc |
9,933 | 117 | ||||||
Burford Capital Ltd |
32,900 | 513 | ||||||
Burke & Herbert Financial Services Corp |
1,411 | 88 | ||||||
Business First Bancshares Inc |
4,300 | 114 | ||||||
Byline Bancorp Inc |
5,970 | 170 | ||||||
Cadence Bank |
27,131 | 900 | ||||||
California BanCorp * |
6,100 | 98 | ||||||
Camden National Corp |
3,058 | 134 | ||||||
Cannae Holdings Inc |
9,262 | 186 | ||||||
Cantaloupe Inc * |
11,800 | 116 | ||||||
Capital Bancorp Inc |
1,900 | 58 | ||||||
Capital City Bank Group Inc |
2,861 | 106 | ||||||
Capitol Federal Financial Inc |
12,987 | 77 | ||||||
SEI Institutional Investments Trust
35
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Carlyle Group Inc/The |
33,300 | $ | 1,660 | |||||
Carter Bankshares Inc * |
800 | 14 | ||||||
Cass Information Systems Inc |
1,354 | 59 | ||||||
Cathay General Bancorp |
10,915 | 512 | ||||||
Central Pacific Financial Corp |
2,510 | 73 | ||||||
Chicago Atlantic Real Estate Finance Inc ‡ |
900 | 14 | ||||||
Chimera Investment Corp ‡ |
12,355 | 176 | ||||||
Citizens & Northern Corp |
3,540 | 76 | ||||||
Citizens Financial Services Inc |
700 | 42 | ||||||
City Holding Co |
2,385 | 284 | ||||||
Civista Bancshares Inc |
3,400 | 70 | ||||||
Claros Mortgage Trust Inc ‡ |
14,700 | 34 | ||||||
CNA Financial Corp |
3,375 | 165 | ||||||
CNB Financial Corp/PA |
1,948 | 49 | ||||||
CNO Financial Group Inc |
15,025 | 626 | ||||||
Coastal Financial Corp/WA * |
1,900 | 188 | ||||||
Cohen & Steers Inc |
3,936 | 344 | ||||||
Coinbase Global Inc, Cl A * |
30,400 | 6,555 | ||||||
Colony Bankcorp Inc |
3,700 | 62 | ||||||
Columbia Banking System Inc |
30,794 | 823 | ||||||
Columbia Financial Inc * |
3,600 | 57 | ||||||
Comerica Inc |
19,500 | 1,254 | ||||||
Commerce Bancshares Inc/MO |
18,606 | 1,210 | ||||||
Community Financial System Inc |
8,251 | 522 | ||||||
Community Trust Bancorp Inc |
1,593 | 87 | ||||||
Community West Bancshares |
2,800 | 54 | ||||||
Compass Diversified Holdings |
10,600 | 232 | ||||||
ConnectOne Bancorp Inc |
3,983 | 102 | ||||||
Corebridge Financial Inc |
45,100 | 1,564 | ||||||
Crawford & Co, Cl A |
5,700 | 70 | ||||||
Credit Acceptance Corp * |
912 | 449 | ||||||
CrossFirst Bankshares Inc * |
7,500 | 120 | ||||||
Cullen/Frost Bankers Inc |
8,905 | 1,220 | ||||||
Customers Bancorp Inc * |
4,770 | 258 | ||||||
CVB Financial Corp |
19,279 | 389 | ||||||
Dave Inc * |
1,300 | 131 | ||||||
Diamond Hill Investment Group Inc |
654 | 96 | ||||||
DigitalBridge Group Inc |
25,598 | 291 | ||||||
Dime Community Bancshares Inc |
3,829 | 119 | ||||||
Donegal Group Inc, Cl A |
2,500 | 44 | ||||||
Donnelley Financial Solutions Inc * |
4,332 | 215 | ||||||
Dynex Capital Inc ‡ |
9,597 | 135 | ||||||
Eagle Bancorp Inc |
4,406 | 102 | ||||||
East West Bancorp Inc |
20,866 | 1,970 | ||||||
Eastern Bankshares Inc |
28,834 | 516 | ||||||
Ellington Financial Inc ‡ |
13,700 | 197 | ||||||
Employers Holdings Inc |
2,874 | 149 | ||||||
Enact Holdings Inc |
3,400 | 117 | ||||||
Encore Capital Group Inc * |
3,875 | 146 | ||||||
Enova International Inc * |
3,566 | 369 | ||||||
Enstar Group Ltd * |
1,951 | 649 | ||||||
Enterprise Bancorp Inc/MA |
548 | 24 | ||||||
Enterprise Financial Services Corp |
5,165 | 305 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Equitable Holdings Inc |
47,600 | $ | 2,619 | |||||
Equity Bancshares Inc, Cl A |
1,200 | 52 | ||||||
Esquire Financial Holdings Inc |
1,600 | 123 | ||||||
Essent Group Ltd |
16,100 | 928 | ||||||
Euronet Worldwide Inc * |
6,388 | 655 | ||||||
Evercore Inc, Cl A |
5,476 | 1,324 | ||||||
EVERTEC Inc |
10,200 | 381 | ||||||
F&G Annuities & Life Inc |
2,094 | 89 | ||||||
Farmers & Merchants Bancorp Inc/Archbold OH |
3,200 | 82 | ||||||
Farmers National Banc Corp |
6,800 | 99 | ||||||
FB Financial Corp |
5,802 | 293 | ||||||
Federal Agricultural Mortgage Corp, Cl C |
1,288 | 269 | ||||||
Fidelis Insurance Holdings Ltd |
5,600 | 82 | ||||||
Fidelity D&D Bancorp Inc |
100 | 4 | ||||||
Fidelity National Financial Inc |
39,266 | 2,534 | ||||||
Financial Institutions Inc |
3,243 | 91 | ||||||
First American Financial Corp |
15,372 | 1,010 | ||||||
First Bancorp Inc/The |
3,052 | 80 | ||||||
First BanCorp/Puerto Rico |
24,016 | 468 | ||||||
First Bancorp/Southern Pines NC |
5,245 | 220 | ||||||
First Bancshares Inc/The |
4,600 | 164 | ||||||
First Bank/Hamilton NJ |
3,700 | 57 | ||||||
First Busey Corp |
6,492 | 156 | ||||||
First Business Financial Services Inc |
1,800 | 96 | ||||||
First Citizens BancShares Inc/NC, Cl A |
1,802 | 3,691 | ||||||
First Commonwealth Financial Corp |
13,701 | 225 | ||||||
First Community Bankshares Inc |
2,342 | 98 | ||||||
First Financial Bancorp |
13,333 | 365 | ||||||
First Financial Bankshares Inc |
18,912 | 712 | ||||||
First Financial Corp/IN |
2,412 | 125 | ||||||
First Foundation Inc |
9,100 | 46 | ||||||
First Hawaiian Inc |
20,100 | 541 | ||||||
First Horizon Corp |
80,825 | 1,741 | ||||||
First Internet Bancorp |
100 | 3 | ||||||
First Interstate BancSystem Inc, Cl A |
12,916 | 397 | ||||||
First Merchants Corp |
9,618 | 421 | ||||||
First Mid Bancshares Inc |
3,572 | 136 | ||||||
First of Long Island Corp/The |
4,995 | 66 | ||||||
First Western Financial Inc * |
1,800 | 36 | ||||||
FirstCash Holdings Inc |
6,020 | 676 | ||||||
Five Star Bancorp |
2,800 | 85 | ||||||
Flushing Financial Corp |
6,070 | 87 | ||||||
Flywire Corp * |
18,900 | 215 | ||||||
FNB Corp/PA |
53,589 | 795 | ||||||
Forge Global Holdings Inc * |
31,460 | 31 | ||||||
Franklin BSP Realty Trust Inc ‡ |
15,254 | 207 | ||||||
Fulton Financial Corp |
25,812 | 512 | ||||||
FVCBankcorp Inc * |
3,375 | 40 | ||||||
GCM Grosvenor Inc, Cl A |
10,000 | 141 | ||||||
Genworth Financial Inc, Cl A * |
63,600 | 442 | ||||||
German American Bancorp Inc |
3,566 | 142 | ||||||
Glacier Bancorp Inc |
16,475 | 805 | ||||||
36
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Goosehead Insurance Inc, Cl A * |
3,000 | $ | 370 | |||||
Granite Point Mortgage Trust Inc ‡ |
10,941 | 32 | ||||||
Great Southern Bancorp Inc |
1,099 | 65 | ||||||
Green Dot Corp, Cl A * |
9,255 | 71 | ||||||
Greene County Bancorp Inc |
1,020 | 26 | ||||||
Greenlight Capital Re Ltd, Cl A * |
6,409 | 89 | ||||||
Guaranty Bancshares Inc/TX |
1,500 | 61 | ||||||
HA Sustainable Infrastructure Capital Inc ‡ |
15,700 | 451 | ||||||
Hamilton Insurance Group Ltd, Cl B * |
8,000 | 156 | ||||||
Hamilton Lane Inc, Cl A |
5,900 | 922 | ||||||
Hancock Whitney Corp |
12,414 | 709 | ||||||
Hanmi Financial Corp |
2,678 | 64 | ||||||
Hanover Insurance Group Inc/The |
5,217 | 890 | ||||||
HarborOne Bancorp Inc |
3,020 | 35 | ||||||
HBT Financial Inc |
2,200 | 55 | ||||||
HCI Group Inc |
1,115 | 147 | ||||||
Heritage Commerce Corp |
4,500 | 48 | ||||||
Heritage Financial Corp/WA |
3,571 | 90 | ||||||
Heritage Insurance Holdings Inc * |
5,700 | 67 | ||||||
Hilltop Holdings Inc |
7,700 | 246 | ||||||
Hingham Institution For Savings The |
300 | 78 | ||||||
Hippo Holdings Inc * |
3,484 | 100 | ||||||
Home Bancorp Inc |
1,800 | 85 | ||||||
Home BancShares Inc/AR |
27,932 | 837 | ||||||
HomeStreet Inc * |
4,372 | 44 | ||||||
HomeTrust Bancshares Inc |
1,002 | 37 | ||||||
Hope Bancorp Inc |
19,295 | 211 | ||||||
Horace Mann Educators Corp |
6,714 | 284 | ||||||
Horizon Bancorp Inc/IN |
4,625 | 79 | ||||||
Houlihan Lokey Inc, Cl A |
7,700 | 1,335 | ||||||
Independent Bank Corp |
6,220 | 426 | ||||||
Independent Bank Corp/MI |
3,300 | 112 | ||||||
Interactive Brokers Group Inc, Cl A |
15,927 | 3,255 | ||||||
International Bancshares Corp |
7,550 | 506 | ||||||
International Money Express Inc * |
5,400 | 83 | ||||||
Invesco Mortgage Capital Inc ‡ |
8,009 | 70 | ||||||
Investors Title Co |
100 | 24 | ||||||
Jackson Financial Inc, Cl A |
11,100 | 1,017 | ||||||
James River Group Holdings Ltd |
8,200 | 41 | ||||||
Janus Henderson Group PLC |
19,700 | 831 | ||||||
Jefferies Financial Group Inc |
26,000 | 1,721 | ||||||
John Marshall Bancorp Inc |
2,700 | 50 | ||||||
Kearny Financial Corp/MD |
10,929 | 76 | ||||||
Kemper Corp |
8,473 | 573 | ||||||
Kinsale Capital Group Inc |
3,400 | 1,468 | ||||||
KKR Real Estate Finance Trust Inc ‡ |
12,500 | 139 | ||||||
Ladder Capital Corp, Cl A ‡ |
15,962 | 189 | ||||||
Lakeland Financial Corp |
3,157 | 210 | ||||||
Lazard Inc, Cl A |
16,031 | 804 | ||||||
Lemonade Inc * |
6,800 | 247 | ||||||
LendingClub Corp * |
13,700 | 175 | ||||||
LendingTree Inc * |
700 | 28 | ||||||
Lincoln National Corp |
26,000 | 1,014 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Live Oak Bancshares Inc |
4,800 | $ | 153 | |||||
LPL Financial Holdings Inc |
11,262 | 4,187 | ||||||
Markel Group Inc * |
1,923 | 3,718 | ||||||
Marqeta Inc, Cl A * |
76,800 | 321 | ||||||
MBIA Inc * |
10,982 | 67 | ||||||
Mercantile Bank Corp |
1,657 | 80 | ||||||
Merchants Bancorp/IN |
3,300 | 134 | ||||||
Mercury General Corp |
3,878 | 209 | ||||||
Metrocity Bankshares Inc |
3,800 | 115 | ||||||
Metropolitan Bank Holding Corp * |
2,100 | 127 | ||||||
MFA Financial Inc ‡ |
16,624 | 177 | ||||||
MGIC Investment Corp |
37,318 | 918 | ||||||
Mid Penn Bancorp Inc |
3,200 | 91 | ||||||
Midland States Bancorp Inc |
2,600 | 50 | ||||||
MidWestOne Financial Group Inc |
3,169 | 96 | ||||||
Moelis & Co, Cl A |
10,600 | 749 | ||||||
Moneylion Inc * |
1,400 | 122 | ||||||
Morningstar Inc |
3,920 | 1,230 | ||||||
Mr Cooper Group Inc * |
9,471 | 1,064 | ||||||
MVB Financial Corp |
2,400 | 44 | ||||||
National Bank Holdings Corp, Cl A |
6,400 | 268 | ||||||
Navient Corp |
13,300 | 190 | ||||||
NB Bancorp Inc * |
6,400 | 124 | ||||||
NBT Bancorp Inc |
6,308 | 301 | ||||||
NCR Atleos Corp * |
9,941 | 283 | ||||||
Nelnet Inc, Cl A |
1,931 | 236 | ||||||
NerdWallet Inc, Cl A * |
5,800 | 59 | ||||||
New York Community Bancorp Inc |
38,105 | 457 | ||||||
New York Mortgage Trust Inc ‡ |
7,759 | 54 | ||||||
NewtekOne Inc |
4,600 | 60 | ||||||
Nexpoint Real Estate Finance Inc ‡ |
1,600 | 26 | ||||||
NI Holdings Inc * |
2,300 | 33 | ||||||
Nicolet Bankshares Inc |
2,200 | 264 | ||||||
NMI Holdings Inc, Cl A * |
10,900 | 397 | ||||||
Northeast Bank |
600 | 60 | ||||||
Northeast Community Bancorp Inc |
300 | 7 | ||||||
Northfield Bancorp Inc |
2,905 | 34 | ||||||
Northrim BanCorp Inc |
900 | 74 | ||||||
Northwest Bancshares Inc |
18,579 | 234 | ||||||
NU Holdings Ltd/Cayman Islands, Cl A * |
479,000 | 5,149 | ||||||
OceanFirst Financial Corp |
9,468 | 171 | ||||||
OFG Bancorp |
7,625 | 324 | ||||||
Old National Bancorp/IN |
47,333 | 1,124 | ||||||
Old Republic International Corp |
37,144 | 1,430 | ||||||
Old Second Bancorp Inc |
4,400 | 81 | ||||||
OmniAB Inc. * |
2,598 | — | ||||||
OneMain Holdings Inc, Cl A |
16,500 | 887 | ||||||
Open Lending Corp, Cl A * |
9,900 | 48 | ||||||
Orange County Bancorp Inc |
2,000 | 51 | ||||||
Orchid Island Capital Inc, Cl A ‡ |
7,420 | 63 | ||||||
Origin Bancorp Inc |
5,000 | 194 | ||||||
Orrstown Financial Services Inc |
3,000 | 100 | ||||||
Oscar Health Inc, Cl A * |
29,500 | 431 | ||||||
SEI Institutional Investments Trust
37
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
P10 Inc, Cl A |
8,600 | $ | 110 | |||||
Pacific Premier Bancorp Inc |
14,636 | 350 | ||||||
Pagseguro Digital Ltd, Cl A * |
31,200 | 230 | ||||||
Palomar Holdings Inc, Cl A * |
4,000 | 515 | ||||||
Park National Corp |
1,905 | 317 | ||||||
Parke Bancorp Inc |
2,200 | 44 | ||||||
Pathward Financial Inc |
4,200 | 326 | ||||||
Patria Investments Ltd, Cl A |
10,800 | 122 | ||||||
Payoneer Global Inc * |
44,700 | 382 | ||||||
Paysafe Ltd * |
3,467 | 69 | ||||||
PCB Bancorp |
2,600 | 51 | ||||||
Peapack-Gladstone Financial Corp |
3,154 | 102 | ||||||
PennyMac Financial Services Inc |
3,900 | 404 | ||||||
PennyMac Mortgage Investment Trust ‡ |
14,463 | 212 | ||||||
Peoples Bancorp Inc/OH |
5,572 | 178 | ||||||
Peoples Financial Services Corp |
1,600 | 78 | ||||||
Perella Weinberg Partners, Cl A |
8,600 | 199 | ||||||
Pinnacle Financial Partners Inc |
11,527 | 1,317 | ||||||
Pioneer Bancorp Inc/NY * |
2,700 | 32 | ||||||
Piper Sandler Cos |
2,577 | 746 | ||||||
PJT Partners Inc, Cl A |
3,700 | 589 | ||||||
Popular Inc |
10,756 | 1,080 | ||||||
PRA Group Inc * |
7,658 | 160 | ||||||
Preferred Bank/Los Angeles CA |
1,537 | 136 | ||||||
Premier Financial Corp |
6,876 | 193 | ||||||
Primerica Inc |
5,129 | 1,487 | ||||||
Primis Financial Corp |
6,000 | 63 | ||||||
Priority Technology Holdings Inc * |
1,600 | 17 | ||||||
ProAssurance Corp * |
4,925 | 77 | ||||||
PROG Holdings Inc |
6,978 | 198 | ||||||
Prosperity Bancshares Inc |
13,335 | 1,024 | ||||||
Provident Financial Services Inc |
18,119 | 331 | ||||||
QCR Holdings Inc |
2,600 | 196 | ||||||
Radian Group Inc |
23,248 | 765 | ||||||
RBB Bancorp |
2,600 | 46 | ||||||
Ready Capital Corp ‡ |
29,838 | 207 | ||||||
Red River Bancshares Inc |
1,200 | 68 | ||||||
Redwood Trust Inc ‡ |
15,505 | 104 | ||||||
Regional Management Corp |
1,700 | 57 | ||||||
Reinsurance Group of America Inc, Cl A |
9,816 | 1,990 | ||||||
Remitly Global Inc * |
21,000 | 504 | ||||||
RenaissanceRe Holdings Ltd |
7,806 | 1,855 | ||||||
Renasant Corp |
9,060 | 328 | ||||||
Repay Holdings Corp, Cl A * |
14,200 | 102 | ||||||
Republic Bancorp Inc/KY, Cl A |
798 | 54 | ||||||
Rithm Capital Corp ‡ |
75,488 | 917 | ||||||
RLI Corp |
12,364 | 941 | ||||||
Robinhood Markets Inc, Cl A * |
101,300 | 5,075 | ||||||
Rocket Cos Inc, Cl A * |
21,000 | 294 | ||||||
Root Inc/OH, Cl A * |
1,400 | 189 | ||||||
Ryan Specialty Holdings Inc, Cl A |
15,200 | 1,064 | ||||||
S&T Bancorp Inc |
6,232 | 251 | ||||||
Safety Insurance Group Inc |
2,431 | 185 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sandy Spring Bancorp Inc |
7,010 | $ | 224 | |||||
Seacoast Banking Corp of Florida |
11,881 | 336 | ||||||
SEI Investments Co † |
15,219 | 1,218 | ||||||
Selective Insurance Group Inc |
8,784 | 756 | ||||||
Selectquote Inc * |
28,700 | 131 | ||||||
ServisFirst Bancshares Inc |
8,000 | 731 | ||||||
Sezzle Inc * |
400 | 120 | ||||||
Shift4 Payments Inc, Cl A * |
9,000 | 889 | ||||||
Shore Bancshares Inc |
1,800 | 27 | ||||||
Sierra Bancorp |
2,978 | 91 | ||||||
Simmons First National Corp, Cl A |
19,253 | 423 | ||||||
SiriusPoint Ltd * |
16,300 | 250 | ||||||
Skyward Specialty Insurance Group Inc * |
6,100 | 317 | ||||||
SLM Corp |
32,620 | 985 | ||||||
SmartFinancial Inc |
3,100 | 108 | ||||||
SoFi Technologies Inc * |
159,800 | 2,312 | ||||||
South Plains Financial Inc |
2,400 | 85 | ||||||
Southern First Bancshares Inc * |
1,491 | 51 | ||||||
Southern Missouri Bancorp Inc |
1,900 | 111 | ||||||
Southside Bancshares Inc |
4,762 | 146 | ||||||
SouthState Corp |
15,085 | 1,521 | ||||||
Starwood Property Trust Inc ‡ |
48,880 | 1,003 | ||||||
Stellar Bancorp Inc |
6,340 | 184 | ||||||
StepStone Group Inc, Cl A |
10,100 | 608 | ||||||
Sterling Bancorp Inc/MI * |
2,158 | 10 | ||||||
Stewart Information Services Corp |
4,541 | 323 | ||||||
Stifel Financial Corp |
14,873 | 1,579 | ||||||
Stock Yards Bancorp Inc |
3,402 | 248 | ||||||
StoneCo Ltd, Cl A * |
47,400 | 438 | ||||||
StoneX Group Inc * |
4,052 | 489 | ||||||
Sunrise Realty Trust Inc ‡ |
933 | 11 | ||||||
Synovus Financial Corp |
21,992 | 1,141 | ||||||
Texas Capital Bancshares Inc * |
6,623 | 524 | ||||||
TFS Financial Corp |
4,943 | 65 | ||||||
Third Coast Bancshares Inc * |
800 | 29 | ||||||
Tiptree Inc |
5,100 | 115 | ||||||
Toast Inc, Cl A * |
68,500 | 2,644 | ||||||
Tompkins Financial Corp |
1,305 | 90 | ||||||
Towne Bank/Portsmouth VA |
11,567 | 427 | ||||||
TPG Inc, Cl A |
12,500 | 689 | ||||||
TPG RE Finance Trust Inc ‡ |
4,600 | 40 | ||||||
Tradeweb Markets Inc, Cl A |
17,300 | 2,342 | ||||||
TriCo Bancshares |
4,009 | 175 | ||||||
Triumph Financial Inc * |
3,600 | 248 | ||||||
Trupanion Inc * |
5,400 | 187 | ||||||
TrustCo Bank Corp NY |
1,825 | 60 | ||||||
Trustmark Corp |
9,039 | 331 | ||||||
Two Harbors Investment Corp ‡ |
14,210 | 201 | ||||||
UMB Financial Corp |
10,286 | 1,135 | ||||||
United Bankshares Inc/WV |
19,256 | 696 | ||||||
United Community Banks Inc/GA |
18,118 | 584 | ||||||
United Fire Group Inc |
4,171 | 117 | ||||||
Unity Bancorp Inc |
100 | 5 | ||||||
38
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Universal Insurance Holdings Inc |
1,900 | $ | 42 | |||||
Univest Financial Corp |
4,715 | 144 | ||||||
Unum Group |
26,800 | 2,205 | ||||||
Upstart Holdings Inc * |
12,100 | 807 | ||||||
USCB Financial Holdings Inc |
2,200 | 43 | ||||||
UWM Holdings Corp |
14,600 | 92 | ||||||
Valley National Bancorp |
68,968 | 679 | ||||||
Value Line Inc |
300 | 12 | ||||||
Velocity Financial Inc * |
1,800 | 34 | ||||||
Veritex Holdings Inc |
6,739 | 178 | ||||||
Victory Capital Holdings Inc, Cl A |
5,500 | 352 | ||||||
Virtu Financial Inc, Cl A |
11,300 | 413 | ||||||
Virtus Investment Partners Inc |
1,158 | 217 | ||||||
Voya Financial Inc |
15,100 | 1,091 | ||||||
WaFd Inc |
9,418 | 279 | ||||||
Walker & Dunlop Inc |
5,023 | 430 | ||||||
Washington Trust Bancorp Inc |
1,670 | 54 | ||||||
Waterstone Financial Inc |
4,000 | 56 | ||||||
Webster Financial Corp |
25,229 | 1,421 | ||||||
WesBanco Inc |
8,609 | 302 | ||||||
West BanCorp Inc |
3,785 | 86 | ||||||
Westamerica BanCorp |
3,255 | 170 | ||||||
Western Alliance Bancorp |
16,061 | 1,396 | ||||||
Western Union Co/The |
52,200 | 565 | ||||||
WEX Inc * |
6,176 | 970 | ||||||
White Mountains Insurance Group Ltd |
362 | 670 | ||||||
Wintrust Financial Corp |
9,561 | 1,190 | ||||||
WisdomTree Inc |
21,375 | 195 | ||||||
World Acceptance Corp * |
476 | 64 | ||||||
WSFS Financial Corp |
8,112 | 440 | ||||||
XP Inc, Cl A * |
62,900 | 890 | ||||||
Zions Bancorp NA |
22,100 | 1,194 | ||||||
| 205,492 | ||||||||
Health Care — 10.9% |
||||||||
10X Genomics Inc, Cl A * |
15,000 | 160 | ||||||
2seventy bio Inc * |
8,200 | 22 | ||||||
4D Molecular Therapeutics Inc * |
7,700 | 35 | ||||||
89bio Inc * |
12,200 | 113 | ||||||
Absci Corp * |
13,100 | 50 | ||||||
Acadia Healthcare Co Inc * |
13,887 | 416 | ||||||
ACADIA Pharmaceuticals Inc * |
19,100 | 374 | ||||||
Accolade Inc * |
11,200 | 78 | ||||||
Accuray Inc * |
18,400 | 37 | ||||||
ACELYRIN Inc * |
8,700 | 23 | ||||||
AdaptHealth Corp, Cl A * |
15,400 | 175 | ||||||
Adaptive Biotechnologies Corp * |
23,700 | 196 | ||||||
Addus HomeCare Corp * |
2,200 | 211 | ||||||
ADMA Biologics Inc * |
32,600 | 534 | ||||||
Aerovate Therapeutics Inc * |
2,200 | 5 | ||||||
Agenus Inc * |
2,865 | 8 | ||||||
agilon health Inc * |
42,900 | 134 | ||||||
Agios Pharmaceuticals Inc * |
7,900 | 281 | ||||||
AirSculpt Technologies Inc * |
1,400 | 6 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Akebia Therapeutics Inc * |
45,600 | $ | 84 | |||||
Akero Therapeutics Inc * |
10,400 | 511 | ||||||
Akoya Biosciences Inc * |
1,600 | 3 | ||||||
Aldeyra Therapeutics Inc * |
9,200 | 47 | ||||||
Alector Inc * |
13,000 | 21 | ||||||
Alignment Healthcare Inc * |
17,000 | 267 | ||||||
Alkermes PLC * |
23,453 | 805 | ||||||
Allogene Therapeutics Inc * |
20,200 | 39 | ||||||
Alnylam Pharmaceuticals Inc * |
19,389 | 4,784 | ||||||
Alphatec Holdings Inc * |
17,300 | 217 | ||||||
Altimmune Inc * |
11,800 | 78 | ||||||
ALX Oncology Holdings Inc * |
4,300 | 5 | ||||||
Amedisys Inc * |
4,771 | 439 | ||||||
Amicus Therapeutics Inc * |
42,100 | 400 | ||||||
AMN Healthcare Services Inc * |
5,809 | 147 | ||||||
Amneal Pharmaceuticals Inc * |
23,588 | 205 | ||||||
Amphastar Pharmaceuticals Inc * |
5,300 | 151 | ||||||
AnaptysBio Inc * |
1,900 | 32 | ||||||
Anavex Life Sciences Corp * |
15,300 | 121 | ||||||
AngioDynamics Inc * |
8,570 | 80 | ||||||
ANI Pharmaceuticals Inc * |
2,500 | 155 | ||||||
Anika Therapeutics Inc * |
3,070 | 54 | ||||||
Annexon Inc * |
17,700 | 47 | ||||||
Apellis Pharmaceuticals Inc * |
14,700 | 370 | ||||||
Apogee Therapeutics Inc * |
5,000 | 157 | ||||||
Applied Therapeutics Inc * |
15,800 | 8 | ||||||
Aquestive Therapeutics Inc * |
18,500 | 52 | ||||||
Arbutus Biopharma Corp * |
16,700 | 58 | ||||||
Arcellx Inc * |
6,800 | 441 | ||||||
Arcturus Therapeutics Holdings Inc * |
3,100 | 52 | ||||||
Arcus Biosciences Inc * |
10,600 | 115 | ||||||
Arcutis Biotherapeutics Inc * |
17,500 | 240 | ||||||
Ardelyx Inc * |
42,200 | 226 | ||||||
ArriVent Biopharma Inc * |
2,900 | 68 | ||||||
Arrowhead Pharmaceuticals Inc * |
17,100 | 323 | ||||||
ARS Pharmaceuticals Inc * |
8,100 | 85 | ||||||
Artivion Inc * |
4,845 | 123 | ||||||
Arvinas Inc * |
8,600 | 152 | ||||||
Astrana Health Inc * |
7,100 | 180 | ||||||
Astria Therapeutics Inc * |
3,100 | 20 | ||||||
Atea Pharmaceuticals Inc * |
15,000 | 45 | ||||||
AtriCure Inc * |
5,920 | 229 | ||||||
Aura Biosciences Inc * |
2,200 | 16 | ||||||
Aurinia Pharmaceuticals Inc * |
16,100 | 128 | ||||||
Avadel Pharmaceuticals PLC * |
15,200 | 120 | ||||||
Avanos Medical Inc * |
7,800 | 117 | ||||||
Avantor Inc * |
102,651 | 1,714 | ||||||
Aveanna Healthcare Holdings Inc * |
10,800 | 46 | ||||||
Avidity Biosciences Inc * |
16,600 | 509 | ||||||
Avita Medical Inc * |
5,000 | 46 | ||||||
Axogen Inc * |
9,085 | 182 | ||||||
Axsome Therapeutics Inc * |
5,300 | 676 | ||||||
Azenta Inc * |
7,803 | 340 | ||||||
SEI Institutional Investments Trust
39
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Beam Therapeutics Inc * |
10,600 | $ | 279 | |||||
Bicara Therapeutics Inc * |
4,100 | 55 | ||||||
BioCryst Pharmaceuticals Inc * |
27,700 | 239 | ||||||
Biohaven Ltd * |
13,350 | 496 | ||||||
BioLife Solutions Inc * |
3,800 | 91 | ||||||
BioMarin Pharmaceutical Inc * |
27,946 | 1,989 | ||||||
Biomea Fusion Inc * |
3,900 | 11 | ||||||
Bio-Rad Laboratories Inc, Cl A * |
2,900 | 769 | ||||||
Bioventus Inc, Cl A * |
8,800 | 89 | ||||||
Bluebird Bio Inc * |
720 | 3 | ||||||
Blueprint Medicines Corp * |
9,400 | 908 | ||||||
Bridgebio Pharma Inc * |
21,935 | 766 | ||||||
BrightSpring Health Services Inc * |
9,600 | 185 | ||||||
Brookdale Senior Living Inc, Cl A * |
24,509 | 140 | ||||||
Bruker Corp |
16,032 | 757 | ||||||
C4 Therapeutics Inc * |
9,600 | 26 | ||||||
Cabaletta Bio Inc * |
7,500 | 14 | ||||||
Capricor Therapeutics Inc * |
7,200 | 111 | ||||||
CareDx Inc * |
9,000 | 199 | ||||||
Cargo Therapeutics Inc * |
6,800 | 26 | ||||||
Caribou Biosciences Inc * |
15,100 | 18 | ||||||
Cassava Sciences Inc * |
4,700 | 11 | ||||||
Castle Biosciences Inc * |
4,600 | 100 | ||||||
Catalyst Pharmaceuticals Inc * |
15,200 | 348 | ||||||
Celcuity Inc * |
7,600 | 72 | ||||||
Celldex Therapeutics Inc * |
9,300 | 191 | ||||||
Century Therapeutics Inc * |
2,500 | 2 | ||||||
Certara Inc * |
17,764 | 213 | ||||||
Cerus Corp * |
38,497 | 64 | ||||||
CG oncology Inc * |
8,300 | 215 | ||||||
Chemed Corp |
2,345 | 1,409 | ||||||
ChromaDex Corp * |
800 | 5 | ||||||
Codexis Inc * |
13,961 | 42 | ||||||
Cogent Biosciences Inc * |
14,000 | 105 | ||||||
Coherus Biosciences Inc * |
14,800 | 16 | ||||||
Collegium Pharmaceutical Inc * |
4,900 | 142 | ||||||
Community Health Systems Inc * |
12,629 | 38 | ||||||
Concentra Group Holdings Parent Inc * |
16,521 | 373 | ||||||
CONMED Corp |
4,208 | 249 | ||||||
Corbus Pharmaceuticals Holdings Inc * |
1,700 | 13 | ||||||
Corcept Therapeutics Inc * |
12,000 | 727 | ||||||
CorMedix Inc * |
9,000 | 93 | ||||||
CorVel Corp * |
3,702 | 408 | ||||||
Crinetics Pharmaceuticals Inc * |
12,800 | 458 | ||||||
Cross Country Healthcare Inc * |
7,179 | 123 | ||||||
CryoPort Inc * |
9,400 | 52 | ||||||
Cullinan Therapeutics Inc * |
6,400 | 54 | ||||||
CVRx Inc * |
2,900 | 38 | ||||||
Cytek Biosciences Inc * |
23,200 | 104 | ||||||
Cytokinetics Inc * |
17,500 | 805 | ||||||
Day One Biopharmaceuticals Inc * |
8,500 | 77 | ||||||
Definitive Healthcare Corp, Cl A * |
7,300 | 24 | ||||||
Denali Therapeutics Inc * |
18,100 | 300 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
DENTSPLY SIRONA Inc |
31,000 | $ | 513 | |||||
Design Therapeutics Inc * |
7,800 | 38 | ||||||
Dianthus Therapeutics Inc * |
3,900 | 84 | ||||||
Disc Medicine Inc, Cl A * |
2,700 | 152 | ||||||
DocGo Inc * |
13,700 | 42 | ||||||
Doximity Inc, Cl A * |
18,800 | 1,325 | ||||||
Dynavax Technologies Corp, Cl A * |
17,389 | 240 | ||||||
Dyne Therapeutics Inc * |
13,000 | 177 | ||||||
Edgewise Therapeutics Inc * |
11,900 | 311 | ||||||
Editas Medicine Inc, Cl A * |
15,400 | 30 | ||||||
Elanco Animal Health Inc * |
75,200 | 840 | ||||||
Embecta Corp |
6,500 | 88 | ||||||
Enanta Pharmaceuticals Inc * |
4,700 | 37 | ||||||
Encompass Health Corp |
14,841 | 1,486 | ||||||
Enhabit Inc * |
10,870 | 91 | ||||||
Enliven Therapeutics Inc * |
4,600 | 96 | ||||||
Enovis Corp * |
8,363 | 323 | ||||||
Ensign Group Inc/The |
8,436 | 1,090 | ||||||
Entrada Therapeutics Inc * |
4,200 | 50 | ||||||
Envista Holdings Corp * |
26,400 | 527 | ||||||
Erasca Inc * |
14,600 | 20 | ||||||
Esperion Therapeutics Inc * |
31,100 | 53 | ||||||
Evolent Health Inc, Cl A * |
17,700 | 159 | ||||||
Evolus Inc * |
11,000 | 160 | ||||||
Exact Sciences Corp * |
27,726 | 1,314 | ||||||
Exelixis Inc * |
41,300 | 1,598 | ||||||
EyePoint Pharmaceuticals Inc * |
4,500 | 28 | ||||||
Fate Therapeutics Inc * |
18,600 | 21 | ||||||
Foghorn Therapeutics Inc * |
4,200 | 20 | ||||||
Fortrea Holdings Inc * |
14,200 | 197 | ||||||
Fulcrum Therapeutics Inc * |
10,200 | 37 | ||||||
Fulgent Genetics Inc * |
4,700 | 73 | ||||||
GeneDx Holdings Corp, Cl A * |
2,000 | 206 | ||||||
Generation Bio Co * |
9,900 | 6 | ||||||
Geron Corp * |
76,670 | 135 | ||||||
Glaukos Corp * |
7,449 | 894 | ||||||
Globus Medical Inc, Cl A * |
17,058 | 1,370 | ||||||
GRAIL Inc * |
4,633 | 179 | ||||||
Guardant Health Inc * |
18,300 | 779 | ||||||
Haemonetics Corp * |
6,847 | 448 | ||||||
Halozyme Therapeutics Inc * |
19,058 | 1,127 | ||||||
Harmony Biosciences Holdings Inc * |
5,300 | 179 | ||||||
Harrow Inc * |
5,200 | 146 | ||||||
Health Catalyst Inc * |
12,300 | 57 | ||||||
HealthEquity Inc * |
13,100 | 1,438 | ||||||
HealthStream Inc |
3,964 | 134 | ||||||
Heron Therapeutics Inc * |
20,900 | 52 | ||||||
HilleVax Inc * |
2,600 | 5 | ||||||
Hims & Hers Health Inc * |
29,000 | 1,308 | ||||||
Humacyte Inc * |
14,991 | 51 | ||||||
ICU Medical Inc * |
3,127 | 458 | ||||||
Ideaya Biosciences Inc * |
12,300 | 253 | ||||||
IGM Biosciences Inc * |
1,200 | 2 | ||||||
40
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Illumina Inc * |
24,000 | $ | 2,130 | |||||
ImmunityBio Inc * |
20,800 | 68 | ||||||
Immunome Inc * |
8,500 | 80 | ||||||
Immunovant Inc * |
10,200 | 210 | ||||||
Inmode Ltd * |
12,000 | 225 | ||||||
Innovage Holding Corp * |
3,900 | 13 | ||||||
Innoviva Inc * |
9,309 | 167 | ||||||
Inogen Inc * |
4,100 | 34 | ||||||
Inozyme Pharma Inc * |
8,500 | 10 | ||||||
Insmed Inc * |
26,000 | 2,120 | ||||||
Inspire Medical Systems Inc * |
4,300 | 798 | ||||||
Integer Holdings Corp * |
4,930 | 607 | ||||||
Integra LifeSciences Holdings Corp * |
11,304 | 262 | ||||||
Intellia Therapeutics Inc * |
16,400 | 165 | ||||||
Intra-Cellular Therapies Inc * |
15,700 | 2,013 | ||||||
Ionis Pharmaceuticals Inc * |
23,594 | 783 | ||||||
Iovance Biotherapeutics Inc * |
38,300 | 162 | ||||||
iRadimed Corp |
1,100 | 59 | ||||||
iRhythm Technologies Inc * |
4,300 | 474 | ||||||
Ironwood Pharmaceuticals Inc, Cl A * |
27,354 | 44 | ||||||
iTeos Therapeutics Inc * |
4,600 | 33 | ||||||
Janux Therapeutics Inc * |
4,600 | 151 | ||||||
Jasper Therapeutics Inc * |
1,900 | 11 | ||||||
Jazz Pharmaceuticals PLC * |
9,000 | 1,292 | ||||||
Joint Corp/The * |
3,000 | 34 | ||||||
KalVista Pharmaceuticals Inc * |
4,700 | 54 | ||||||
Keros Therapeutics Inc * |
4,800 | 53 | ||||||
Kiniksa Pharmaceuticals International Plc, Cl A * |
6,700 | 136 | ||||||
Kodiak Sciences Inc * |
7,600 | 31 | ||||||
Krystal Biotech Inc * |
3,700 | 663 | ||||||
Kura Oncology Inc * |
9,400 | 72 | ||||||
Kymera Therapeutics Inc * |
7,600 | 238 | ||||||
Lantheus Holdings Inc * |
10,600 | 995 | ||||||
Larimar Therapeutics Inc * |
6,900 | 21 | ||||||
LeMaitre Vascular Inc |
2,700 | 248 | ||||||
LENZ Therapeutics Inc |
500 | 11 | ||||||
Lexicon Pharmaceuticals Inc * |
17,105 | 12 | ||||||
LifeMD Inc * |
5,700 | 30 | ||||||
LifeStance Health Group Inc * |
20,600 | 160 | ||||||
Ligand Pharmaceuticals Inc * |
2,328 | 285 | ||||||
Liquidia Corp * |
10,700 | 166 | ||||||
LivaNova PLC * |
8,600 | 358 | ||||||
Lyell Immunopharma Inc * |
33,800 | 24 | ||||||
MacroGenics Inc * |
12,600 | 31 | ||||||
Madrigal Pharmaceuticals Inc * |
2,600 | 887 | ||||||
MannKind Corp * |
43,600 | 233 | ||||||
Maravai LifeSciences Holdings Inc, Cl A * |
13,018 | 42 | ||||||
Masimo Corp * |
6,393 | 1,207 | ||||||
MaxCyte Inc * |
20,500 | 68 | ||||||
Medpace Holdings Inc * |
3,700 | 1,211 | ||||||
MeiraGTx Holdings PLC * |
6,700 | 48 | ||||||
Merit Medical Systems Inc * |
8,375 | 855 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mersana Therapeutics Inc * |
15,600 | $ | 8 | |||||
Mesa Laboratories Inc |
1,100 | 153 | ||||||
MiMedx Group Inc * |
13,300 | 112 | ||||||
Mind Medicine MindMed Inc * |
11,800 | 79 | ||||||
Mineralys Therapeutics Inc * |
4,700 | 43 | ||||||
Mirum Pharmaceuticals Inc * |
6,400 | 304 | ||||||
ModivCare Inc * |
2,458 | 8 | ||||||
Monte Rosa Therapeutics Inc * |
8,900 | 49 | ||||||
Myriad Genetics Inc * |
14,226 | 153 | ||||||
Nano-X Imaging Ltd, Cl X * |
11,200 | 69 | ||||||
Natera Inc * |
17,400 | 2,707 | ||||||
National HealthCare Corp |
1,994 | 186 | ||||||
National Research Corp, Cl A |
3,212 | 47 | ||||||
Nautilus Biotechnology Inc, Cl A * |
6,155 | 8 | ||||||
Neogen Corp * |
35,012 | 352 | ||||||
NeoGenomics Inc * |
18,300 | 183 | ||||||
Neumora Therapeutics Inc * |
13,800 | 22 | ||||||
Neurocrine Biosciences Inc * |
15,100 | 1,793 | ||||||
Neurogene Inc * |
1,700 | 30 | ||||||
Nevro Corp * |
7,800 | 45 | ||||||
Nkarta Inc * |
7,474 | 13 | ||||||
Novavax Inc * |
23,268 | 194 | ||||||
Novocure Ltd * |
15,700 | 299 | ||||||
Nurix Therapeutics Inc * |
10,000 | 155 | ||||||
Nuvalent Inc, Cl A * |
5,500 | 412 | ||||||
Nuvation Bio Inc * |
34,000 | 67 | ||||||
Ocugen Inc * |
42,100 | 27 | ||||||
Ocular Therapeutix Inc * |
19,900 | 142 | ||||||
Olema Pharmaceuticals Inc * |
7,200 | 31 | ||||||
Omeros Corp * |
4,300 | 36 | ||||||
OmniAb Inc, Cl W * |
16,797 | 58 | ||||||
Omnicell Inc * |
5,712 | 217 | ||||||
OPKO Health Inc * |
53,584 | 93 | ||||||
OptimizeRx Corp * |
4,000 | 21 | ||||||
Option Care Health Inc * |
26,727 | 895 | ||||||
OraSure Technologies Inc * |
16,939 | 59 | ||||||
Organogenesis Holdings Inc, Cl A * |
12,321 | 77 | ||||||
Organon & Co |
40,800 | 608 | ||||||
ORIC Pharmaceuticals Inc * |
6,200 | 50 | ||||||
Orthofix Medical Inc * |
6,953 | 121 | ||||||
OrthoPediatrics Corp * |
2,800 | 65 | ||||||
Outlook Therapeutics Inc * |
935 | 1 | ||||||
Owens & Minor Inc * |
11,239 | 108 | ||||||
Pacific Biosciences of California Inc * |
46,800 | 68 | ||||||
Pacira BioSciences Inc * |
6,545 | 157 | ||||||
PACS Group Inc * |
7,000 | 91 | ||||||
Paragon 28 Inc * |
5,500 | 72 | ||||||
Patterson Cos Inc |
12,900 | 402 | ||||||
Pediatrix Medical Group Inc * |
10,056 | 149 | ||||||
Pennant Group Inc/The * |
3,268 | 74 | ||||||
Penumbra Inc * |
5,600 | 1,598 | ||||||
PepGen Inc * |
2,600 | 8 | ||||||
Perrigo Co PLC |
21,400 | 621 | ||||||
SEI Institutional Investments Trust
41
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Perspective Therapeutics Inc * |
7,700 | $ | 21 | |||||
Phathom Pharmaceuticals Inc * |
5,900 | 33 | ||||||
Phibro Animal Health Corp, Cl A |
4,800 | 109 | ||||||
Phreesia Inc * |
8,400 | 223 | ||||||
Pliant Therapeutics Inc * |
11,200 | 39 | ||||||
Praxis Precision Medicines Inc * |
2,800 | 108 | ||||||
Precigen Inc * |
21,300 | 37 | ||||||
Premier Inc, Cl A |
13,900 | 253 | ||||||
Prestige Consumer Healthcare Inc * |
7,779 | 659 | ||||||
Prime Medicine Inc * |
7,800 | 20 | ||||||
Privia Health Group Inc * |
16,800 | 420 | ||||||
PROCEPT BioRobotics Corp * |
6,100 | 392 | ||||||
Progyny Inc * |
11,700 | 264 | ||||||
ProKidney Corp, Cl A * |
12,200 | 15 | ||||||
Protagonist Therapeutics Inc * |
8,300 | 312 | ||||||
Prothena Corp PLC * |
7,900 | 125 | ||||||
PTC Therapeutics Inc * |
10,700 | 591 | ||||||
Pulmonx Corp * |
6,600 | 57 | ||||||
Pulse Biosciences Inc * |
4,500 | 82 | ||||||
QIAGEN NV * |
31,992 | 1,228 | ||||||
Quanterix Corp * |
7,000 | 53 | ||||||
Quantum-Si Inc * |
21,500 | 30 | ||||||
QuidelOrtho Corp * |
8,271 | 331 | ||||||
RadNet Inc * |
9,700 | 538 | ||||||
RAPT Therapeutics Inc * |
5,700 | 7 | ||||||
Recursion Pharmaceuticals Inc, Cl A * |
34,000 | 255 | ||||||
REGENXBIO Inc * |
9,300 | 61 | ||||||
Relay Therapeutics Inc * |
15,500 | 53 | ||||||
Repligen Corp * |
8,322 | 1,325 | ||||||
Replimune Group Inc * |
7,600 | 96 | ||||||
REVOLUTION Medicines Inc * |
25,403 | 1,035 | ||||||
Rhythm Pharmaceuticals Inc * |
8,800 | 483 | ||||||
Rigel Pharmaceuticals Inc * |
3,705 | 85 | ||||||
Rocket Pharmaceuticals Inc * |
11,300 | 107 | ||||||
Roivant Sciences Ltd * |
62,000 | 666 | ||||||
Royalty Pharma PLC, Cl A |
59,600 | 2,005 | ||||||
RxSight Inc * |
5,600 | 159 | ||||||
Sage Therapeutics Inc * |
10,700 | 78 | ||||||
Sana Biotechnology Inc * |
18,300 | 48 | ||||||
Sarepta Therapeutics Inc * |
13,700 | 1,462 | ||||||
Savara Inc * |
24,200 | 60 | ||||||
Scholar Rock Holding Corp * |
12,100 | 470 | ||||||
Schrodinger Inc/United States * |
9,700 | 216 | ||||||
Scilex Holding Co * |
12,212 | 124 | ||||||
Select Medical Holdings Corp |
15,765 | 287 | ||||||
Semler Scientific Inc * |
1,000 | 43 | ||||||
SEPTERNA INC * |
3,800 | 25 | ||||||
SI-BONE Inc * |
7,300 | 132 | ||||||
SIGA Technologies Inc |
10,000 | 55 | ||||||
Sight Sciences Inc * |
2,400 | 6 | ||||||
Simulations Plus Inc |
1,700 | 49 | ||||||
Soleno Therapeutics Inc * |
3,600 | 176 | ||||||
Sotera Health Co * |
25,624 | 320 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
SpringWorks Therapeutics Inc * |
9,800 | $ | 566 | |||||
Spyre Therapeutics Inc * |
5,700 | 112 | ||||||
STAAR Surgical Co * |
7,378 | 129 | ||||||
Standard BioTools Inc * |
49,600 | 53 | ||||||
Stoke Therapeutics Inc * |
4,300 | 34 | ||||||
Summit Therapeutics Inc * |
14,200 | 294 | ||||||
Supernus Pharmaceuticals Inc * |
6,700 | 215 | ||||||
Surgery Partners Inc * |
12,000 | 289 | ||||||
Surmodics Inc * |
3,044 | 100 | ||||||
Sutro Biopharma Inc * |
9,400 | 15 | ||||||
Syndax Pharmaceuticals Inc * |
11,200 | 175 | ||||||
Tactile Systems Technology Inc * |
4,900 | 70 | ||||||
Talkspace Inc * |
20,200 | 58 | ||||||
Tandem Diabetes Care Inc * |
9,200 | 204 | ||||||
Tango Therapeutics Inc * |
5,100 | 11 | ||||||
Tarsus Pharmaceuticals Inc * |
6,000 | 267 | ||||||
Taysha Gene Therapies Inc * |
26,300 | 42 | ||||||
Teladoc Health Inc * |
28,340 | 271 | ||||||
Tenaya Therapeutics Inc * |
3,000 | 3 | ||||||
Tenet Healthcare Corp * |
14,300 | 1,810 | ||||||
Terns Pharmaceuticals Inc * |
5,200 | 19 | ||||||
TG Therapeutics Inc * |
20,500 | 617 | ||||||
Theravance Biopharma Inc * |
6,045 | 57 | ||||||
Third Harmonic Bio Inc * |
3,300 | 11 | ||||||
Tourmaline Bio Inc * |
3,800 | 50 | ||||||
TransMedics Group Inc * |
4,700 | 359 | ||||||
Travere Therapeutics Inc * |
9,200 | 197 | ||||||
Treace Medical Concepts Inc * |
6,200 | 55 | ||||||
TScan Therapeutics Inc * |
6,300 | 13 | ||||||
Twist Bioscience Corp * |
8,200 | 318 | ||||||
Tyra Biosciences Inc * |
2,600 | 30 | ||||||
UFP Technologies Inc * |
1,200 | 273 | ||||||
Ultragenyx Pharmaceutical Inc * |
13,400 | 575 | ||||||
United Therapeutics Corp * |
6,464 | 2,069 | ||||||
UroGen Pharma Ltd * |
5,900 | 56 | ||||||
US Physical Therapy Inc |
1,926 | 156 | ||||||
Utah Medical Products Inc |
1,000 | 60 | ||||||
Vanda Pharmaceuticals Inc * |
11,800 | 56 | ||||||
Varex Imaging Corp * |
8,600 | 111 | ||||||
Vaxcyte Inc * |
18,700 | 1,365 | ||||||
Veeva Systems Inc, Cl A * |
22,193 | 4,974 | ||||||
Ventyx Biosciences Inc * |
9,300 | 15 | ||||||
Vera Therapeutics Inc, Cl A * |
6,700 | 201 | ||||||
Veracyte Inc * |
12,300 | 428 | ||||||
Vericel Corp * |
6,500 | 333 | ||||||
Verve Therapeutics Inc * |
10,000 | 63 | ||||||
Viemed Healthcare Inc * |
1,000 | 8 | ||||||
Viking Therapeutics Inc * |
15,900 | 459 | ||||||
Vir Biotechnology Inc * |
13,100 | 110 | ||||||
Viridian Therapeutics Inc * |
10,300 | 160 | ||||||
Voyager Therapeutics Inc * |
10,800 | 44 | ||||||
WaVe Life Sciences Ltd * |
15,300 | 162 | ||||||
Waystar Holding Corp * |
7,400 | 322 | ||||||
42
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Xencor Inc * |
10,000 | $ | 154 | |||||
Xeris Biopharma Holdings Inc * |
29,100 | 111 | ||||||
Y-mAbs Therapeutics Inc * |
2,600 | 14 | ||||||
Zentalis Pharmaceuticals Inc * |
10,300 | 21 | ||||||
Zevra Therapeutics Inc * |
2,500 | 20 | ||||||
Zimvie Inc * |
4,800 | 64 | ||||||
Zymeworks Inc * |
10,600 | 142 | ||||||
Zynex Inc * |
4,180 | 30 | ||||||
| 121,129 | ||||||||
Industrials — 16.6% |
||||||||
3D Systems Corp * |
27,947 | 95 | ||||||
AAON Inc |
10,175 | 781 | ||||||
AAR Corp * |
4,829 | 314 | ||||||
ABM Industries Inc |
8,655 | 470 | ||||||
ACCO Brands Corp |
8,129 | 38 | ||||||
Acuity Brands Inc |
4,525 | 1,345 | ||||||
ACV Auctions Inc, Cl A * |
20,100 | 323 | ||||||
Advanced Drainage Systems Inc |
10,500 | 1,170 | ||||||
AECOM |
19,748 | 1,976 | ||||||
AeroVironment Inc * |
4,325 | 647 | ||||||
AerSale Corp * |
7,700 | 54 | ||||||
AGCO Corp |
9,723 | 943 | ||||||
Air Lease Corp, Cl A |
14,931 | 716 | ||||||
Air Transport Services Group Inc * |
7,736 | 173 | ||||||
Alamo Group Inc |
1,535 | 269 | ||||||
Alaska Air Group Inc * |
18,800 | 1,359 | ||||||
Albany International Corp, Cl A |
4,898 | 375 | ||||||
Alight Inc, Cl A * |
59,400 | 406 | ||||||
Allegiant Travel Co, Cl A |
2,050 | 151 | ||||||
Allient Inc |
2,650 | 66 | ||||||
Allison Transmission Holdings Inc |
13,076 | 1,330 | ||||||
Alta Equipment Group Inc |
4,403 | 24 | ||||||
Amentum Holdings Inc * |
20,500 | 403 | ||||||
Ameresco Inc, Cl A * |
5,279 | 62 | ||||||
American Airlines Group Inc * |
97,900 | 1,405 | ||||||
American Superconductor Corp * |
5,600 | 127 | ||||||
American Woodmark Corp * |
2,284 | 142 | ||||||
API Group Corp * |
34,500 | 1,355 | ||||||
Apogee Enterprises Inc |
2,911 | 140 | ||||||
Applied Industrial Technologies Inc |
5,761 | 1,444 | ||||||
ArcBest Corp |
3,790 | 299 | ||||||
Archer Aviation Inc, Cl A * |
32,200 | 286 | ||||||
Arcosa Inc |
6,913 | 580 | ||||||
Argan Inc |
2,079 | 271 | ||||||
Armstrong World Industries Inc |
6,477 | 995 | ||||||
Array Technologies Inc * |
28,987 | 153 | ||||||
Astec Industries Inc |
2,763 | 98 | ||||||
Astronics Corp * |
3,874 | 78 | ||||||
Astronics Corp, Cl B * |
2,395 | 46 | ||||||
Atkore Inc |
5,700 | 351 | ||||||
Atmus Filtration Technologies Inc |
12,000 | 478 | ||||||
Avis Budget Group Inc * |
2,660 | 210 | ||||||
AZEK Co Inc/The, Cl A * |
20,900 | 979 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
AZZ Inc |
3,996 | $ | 384 | |||||
Barrett Business Services Inc |
2,936 | 118 | ||||||
Beacon Roofing Supply Inc * |
9,370 | 1,081 | ||||||
BlackSky Technology Inc, Cl A * |
5,600 | 81 | ||||||
Blade Air Mobility Inc * |
12,600 | 43 | ||||||
Blink Charging Co * |
8,500 | 9 | ||||||
Bloom Energy Corp, Cl A * |
29,400 | 706 | ||||||
Blue Bird Corp * |
4,392 | 154 | ||||||
BlueLinx Holdings Inc * |
1,000 | 79 | ||||||
Boise Cascade Co |
5,970 | 619 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
19,165 | 2,033 | ||||||
Bowman Consulting Group Ltd, Cl A * |
3,000 | 62 | ||||||
BrightView Holdings Inc * |
9,600 | 129 | ||||||
Brink's Co/The |
6,906 | 649 | ||||||
Brookfield Business Corp, Cl A |
2,200 | 61 | ||||||
BROOKFIELD INFRASTRUCTURE-A, Cl A * |
17,050 | 683 | ||||||
BWX Technologies Inc |
13,824 | 1,437 | ||||||
Byrna Technologies Inc * |
3,400 | 87 | ||||||
CACI International Inc, Cl A * |
3,332 | 1,116 | ||||||
Cadre Holdings Inc |
3,700 | 124 | ||||||
Carlisle Cos Inc |
6,877 | 2,343 | ||||||
Casella Waste Systems Inc, Cl A * |
9,191 | 1,030 | ||||||
CBIZ Inc * |
6,745 | 527 | ||||||
CECO Environmental Corp * |
3,300 | 82 | ||||||
Centuri Holdings Inc * |
2,200 | 38 | ||||||
ChargePoint Holdings Inc * |
55,200 | 37 | ||||||
Chart Industries Inc * |
6,572 | 1,252 | ||||||
Cimpress PLC * |
2,299 | 111 | ||||||
Clarivate PLC * |
60,600 | 260 | ||||||
Clean Harbors Inc * |
7,776 | 1,661 | ||||||
CNH Industrial NV |
129,100 | 1,663 | ||||||
Columbus McKinnon Corp/NY |
3,665 | 64 | ||||||
Comfort Systems USA Inc |
5,291 | 1,922 | ||||||
CompX International Inc |
400 | 10 | ||||||
Concentrix Corp |
7,081 | 320 | ||||||
Concrete Pumping Holdings Inc * |
3,900 | 26 | ||||||
Conduent Inc * |
15,000 | 53 | ||||||
Construction Partners Inc, Cl A * |
6,100 | 443 | ||||||
Core & Main Inc, Cl A * |
28,600 | 1,459 | ||||||
CoreCivic Inc *‡ |
15,102 | 283 | ||||||
Costamare Inc |
7,100 | 72 | ||||||
Covenant Logistics Group Inc, Cl A |
2,800 | 70 | ||||||
CRA International Inc |
905 | 175 | ||||||
Crane Co |
7,429 | 1,211 | ||||||
CSG Systems International Inc |
4,817 | 310 | ||||||
CSW Industrials Inc |
2,500 | 765 | ||||||
Curtiss-Wright Corp |
5,778 | 1,859 | ||||||
Custom Truck One Source Inc * |
14,400 | 64 | ||||||
Deluxe Corp |
5,254 | 86 | ||||||
Distribution Solutions Group Inc * |
400 | 12 | ||||||
DNOW Inc * |
17,300 | 276 | ||||||
Donaldson Co Inc |
17,646 | 1,219 | ||||||
Douglas Dynamics Inc |
2,122 | 57 | ||||||
SEI Institutional Investments Trust
43
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Driven Brands Holdings Inc * |
6,700 | $ | 117 | |||||
Ducommun Inc * |
2,400 | 141 | ||||||
Dun & Bradstreet Holdings Inc |
43,400 | 394 | ||||||
DXP Enterprises Inc/TX * |
1,462 | 132 | ||||||
Dycom Industries Inc * |
4,207 | 689 | ||||||
EMCOR Group Inc |
6,787 | 2,775 | ||||||
Energy Recovery Inc * |
5,800 | 87 | ||||||
Energy Vault Holdings Inc * |
13,900 | 19 | ||||||
Enerpac Tool Group Corp, Cl A |
7,742 | 358 | ||||||
EnerSys |
5,683 | 577 | ||||||
Ennis Inc |
5,288 | 112 | ||||||
Enovix Corp * |
27,300 | 244 | ||||||
Enpro Inc |
3,268 | 595 | ||||||
Enviri Corp * |
8,128 | 53 | ||||||
Esab Corp |
8,462 | 1,060 | ||||||
ESCO Technologies Inc |
3,977 | 656 | ||||||
EVERUS CONSTRUCTION GROUP * |
7,458 | 310 | ||||||
ExlService Holdings Inc * |
23,615 | 1,144 | ||||||
Exponent Inc |
7,372 | 624 | ||||||
Federal Signal Corp |
8,747 | 711 | ||||||
Ferguson Enterprises Inc |
30,400 | 5,396 | ||||||
First Advantage Corp * |
7,916 | 118 | ||||||
Flowserve Corp |
19,700 | 1,084 | ||||||
Fluence Energy Inc, Cl A * |
9,400 | 54 | ||||||
Fluor Corp * |
25,300 | 962 | ||||||
Forrester Research Inc * |
2,464 | 27 | ||||||
Fortune Brands Innovations Inc |
18,500 | 1,197 | ||||||
Forward Air Corp |
2,918 | 66 | ||||||
Franklin Covey Co * |
1,404 | 45 | ||||||
Franklin Electric Co Inc |
6,681 | 682 | ||||||
Frontier Group Holdings Inc * |
9,200 | 66 | ||||||
FTAI Aviation Ltd |
15,300 | 1,969 | ||||||
FTAI Infrastructure Inc |
19,500 | 114 | ||||||
FTI Consulting Inc * |
5,368 | 889 | ||||||
FuelCell Energy Inc * |
2,856 | 16 | ||||||
Gates Industrial Corp PLC * |
36,500 | 790 | ||||||
GATX Corp |
5,152 | 861 | ||||||
Genco Shipping & Trading Ltd |
7,300 | 104 | ||||||
Genpact Ltd |
25,750 | 1,370 | ||||||
GEO Group Inc/The * |
17,485 | 478 | ||||||
Gibraltar Industries Inc * |
4,260 | 280 | ||||||
Global Industrial Co |
2,900 | 68 | ||||||
GMS Inc * |
5,700 | 454 | ||||||
Golden Ocean Group Ltd |
20,100 | 195 | ||||||
Gorman-Rupp Co/The |
3,377 | 129 | ||||||
Graco Inc |
24,905 | 2,168 | ||||||
GrafTech International Ltd * |
46,100 | 54 | ||||||
Graham Corp * |
1,700 | 58 | ||||||
Granite Construction Inc |
6,334 | 523 | ||||||
Great Lakes Dredge & Dock Corp * |
6,880 | 58 | ||||||
Greenbrier Cos Inc/The |
5,023 | 282 | ||||||
Griffon Corp |
5,437 | 393 | ||||||
GXO Logistics Inc * |
18,090 | 713 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
H&E Equipment Services Inc |
5,525 | $ | 530 | |||||
Hayward Holdings Inc * |
20,100 | 291 | ||||||
Healthcare Services Group Inc * |
12,139 | 127 | ||||||
Heartland Express Inc |
9,772 | 101 | ||||||
HEICO Corp |
6,618 | 1,752 | ||||||
HEICO Corp, Cl A |
12,082 | 2,575 | ||||||
Heidrick & Struggles International Inc |
1,952 | 80 | ||||||
Helios Technologies Inc |
4,077 | 161 | ||||||
Herc Holdings Inc |
4,067 | 584 | ||||||
Hertz Global Holdings Inc * |
26,900 | 112 | ||||||
Hexcel Corp |
11,698 | 741 | ||||||
Hillenbrand Inc |
11,580 | 346 | ||||||
Hillman Solutions Corp * |
33,100 | 323 | ||||||
Himalaya Shipping Ltd |
4,900 | 27 | ||||||
HNI Corp |
7,762 | 362 | ||||||
Hub Group Inc, Cl A |
9,924 | 408 | ||||||
Hudson Technologies Inc * |
5,300 | 31 | ||||||
Huron Consulting Group Inc * |
2,911 | 444 | ||||||
Hyliion Holdings Corp * |
27,400 | 46 | ||||||
Hyster-Yale Inc |
2,002 | 102 | ||||||
IBEX Holdings Ltd * |
1,200 | 30 | ||||||
ICF International Inc |
2,668 | 211 | ||||||
IES Holdings Inc * |
1,100 | 196 | ||||||
Innodata Inc * |
3,700 | 195 | ||||||
Insperity Inc |
5,724 | 504 | ||||||
Insteel Industries Inc |
4,141 | 117 | ||||||
Interface Inc, Cl A |
7,545 | 153 | ||||||
Intuitive Machines Inc * |
6,100 | 89 | ||||||
ITT Inc |
12,463 | 1,760 | ||||||
Janus International Group Inc * |
23,300 | 189 | ||||||
JELD-WEN Holding Inc * |
14,300 | 79 | ||||||
JetBlue Airways Corp * |
50,381 | 328 | ||||||
Joby Aviation Inc * |
67,100 | 470 | ||||||
John Bean Technologies Corp |
7,031 | 928 | ||||||
Kadant Inc |
1,725 | 646 | ||||||
Karat Packaging Inc |
1,000 | 30 | ||||||
KBR Inc |
19,845 | 973 | ||||||
Kelly Services Inc, Cl A |
3,895 | 52 | ||||||
Kennametal Inc |
13,014 | 288 | ||||||
Kforce Inc |
3,237 | 162 | ||||||
Kirby Corp * |
8,426 | 878 | ||||||
Knight-Swift Transportation Holdings Inc, Cl A |
23,827 | 1,202 | ||||||
Korn Ferry |
7,458 | 490 | ||||||
Kratos Defense & Security Solutions Inc * |
21,116 | 557 | ||||||
Landstar System Inc |
5,344 | 849 | ||||||
Legalzoom.com Inc * |
21,900 | 223 | ||||||
Leonardo DRS Inc * |
11,400 | 347 | ||||||
Limbach Holdings Inc * |
1,100 | 91 | ||||||
Lincoln Electric Holdings Inc |
8,133 | 1,681 | ||||||
Lindsay Corp |
1,927 | 255 | ||||||
Liquidity Services Inc * |
3,922 | 131 | ||||||
Loar Holdings Inc * |
4,800 | 349 | ||||||
44
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
LSI Industries Inc |
5,700 | $ | 105 | |||||
Luxfer Holdings PLC |
1,700 | 21 | ||||||
Lyft Inc, Cl A * |
56,700 | 756 | ||||||
Manitowoc Co Inc/The * |
7,787 | 81 | ||||||
ManpowerGroup Inc |
6,456 | 372 | ||||||
Marten Transport Ltd |
9,729 | 143 | ||||||
MasTec Inc * |
9,182 | 1,199 | ||||||
Masterbrand Inc * |
17,600 | 246 | ||||||
Matrix Service Co * |
4,300 | 54 | ||||||
Matson Inc |
4,952 | 713 | ||||||
Matthews International Corp, Cl A |
3,213 | 80 | ||||||
Maximus Inc |
9,316 | 607 | ||||||
McGrath RentCorp |
3,248 | 396 | ||||||
Mercury Systems Inc * |
8,023 | 356 | ||||||
Middleby Corp/The * |
8,225 | 1,361 | ||||||
Miller Industries Inc/TN |
1,011 | 59 | ||||||
MillerKnoll Inc |
10,207 | 219 | ||||||
Montrose Environmental Group Inc * |
5,900 | 115 | ||||||
Moog Inc, Cl A |
4,224 | 720 | ||||||
MRC Global Inc * |
13,812 | 168 | ||||||
MSA Safety Inc |
5,744 | 940 | ||||||
MSC Industrial Direct Co Inc, Cl A |
6,903 | 555 | ||||||
Mueller Industries Inc |
16,916 | 1,356 | ||||||
Mueller Water Products Inc, Cl A |
24,112 | 621 | ||||||
MYR Group Inc * |
2,379 | 292 | ||||||
National Presto Industries Inc |
1,091 | 111 | ||||||
NEXTracker Inc, Cl A * |
21,000 | 924 | ||||||
NL Industries Inc |
2,000 | 14 | ||||||
Northwest Pipe Co * |
700 | 31 | ||||||
NuScale Power Corp * |
12,800 | 220 | ||||||
NV5 Global Inc * |
8,000 | 144 | ||||||
nVent Electric PLC |
25,100 | 1,515 | ||||||
Omega Flex Inc |
600 | 21 | ||||||
OPENLANE Inc * |
16,029 | 357 | ||||||
Orion Group Holdings Inc * |
5,000 | 36 | ||||||
Oshkosh Corp |
10,017 | 1,025 | ||||||
Owens Corning |
13,060 | 2,012 | ||||||
Pangaea Logistics Solutions Ltd |
2,100 | 11 | ||||||
Park Aerospace Corp |
5,082 | 70 | ||||||
Parsons Corp * |
6,800 | 396 | ||||||
Paycor HCM Inc * |
10,900 | 243 | ||||||
Paylocity Holding Corp * |
6,400 | 1,307 | ||||||
Pitney Bowes Inc |
26,400 | 286 | ||||||
Planet Labs PBC * |
38,700 | 179 | ||||||
Plug Power Inc * |
103,700 | 167 | ||||||
Powell Industries Inc |
1,364 | 231 | ||||||
Preformed Line Products Co |
690 | 90 | ||||||
Primoris Services Corp |
7,647 | 549 | ||||||
Proto Labs Inc * |
4,199 | 167 | ||||||
Quad/Graphics Inc, Cl A |
6,600 | 41 | ||||||
Quanex Building Products Corp |
8,065 | 156 | ||||||
Radiant Logistics Inc * |
500 | 3 | ||||||
RB Global Inc |
27,733 | 2,839 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
RBC Bearings Inc * |
4,195 | $ | 1,507 | |||||
Redwire Corp * |
5,000 | 70 | ||||||
Regal Rexnord Corp |
9,838 | 1,273 | ||||||
Resideo Technologies Inc * |
20,100 | 386 | ||||||
RESOLUTE HOLDINGS MANAGEMENT INC * |
116 | 5 | ||||||
Resources Connection Inc |
6,981 | 51 | ||||||
REV Group Inc |
8,400 | 256 | ||||||
Robert Half Inc |
14,800 | 875 | ||||||
Rocket Lab USA Inc * |
52,300 | 1,072 | ||||||
Rush Enterprises Inc, Cl A |
9,347 | 545 | ||||||
Rush Enterprises Inc, Cl B |
1,050 | 60 | ||||||
RXO Inc * |
24,590 | 503 | ||||||
Ryder System Inc |
6,200 | 1,020 | ||||||
Safe Bulkers Inc |
12,300 | 46 | ||||||
Saia Inc * |
3,992 | 1,634 | ||||||
Schneider National Inc, Cl B |
7,800 | 206 | ||||||
Science Applications International Corp |
7,876 | 778 | ||||||
Sensata Technologies Holding PLC |
23,400 | 675 | ||||||
SES AI Corp * |
24,300 | 16 | ||||||
Shoals Technologies Group Inc, Cl A * |
31,600 | 96 | ||||||
Shyft Group Inc/The |
7,900 | 79 | ||||||
Simpson Manufacturing Co Inc |
6,243 | 1,026 | ||||||
SiteOne Landscape Supply Inc * |
6,700 | 846 | ||||||
SkyWest Inc * |
6,222 | 615 | ||||||
Spire Global Inc * |
5,000 | 57 | ||||||
Spirit AeroSystems Holdings Inc, Cl A * |
16,175 | 565 | ||||||
SPX Technologies Inc * |
6,794 | 990 | ||||||
SS&C Technologies Holdings Inc |
32,518 | 2,896 | ||||||
Standardaero Inc * |
11,300 | 319 | ||||||
Standex International Corp |
1,629 | 303 | ||||||
Steelcase Inc, Cl A |
15,257 | 186 | ||||||
Stem Inc * |
32,700 | 14 | ||||||
Sterling Infrastructure Inc * |
4,400 | 560 | ||||||
Sun Country Airlines Holdings Inc * |
4,900 | 79 | ||||||
Sunrun Inc * |
33,210 | 241 | ||||||
Tecnoglass Inc |
3,700 | 273 | ||||||
Tennant Co |
3,238 | 280 | ||||||
Terex Corp |
10,670 | 434 | ||||||
Tetra Tech Inc |
40,510 | 1,182 | ||||||
Thermon Group Holdings Inc * |
3,882 | 115 | ||||||
Timken Co/The |
9,609 | 778 | ||||||
Titan International Inc * |
10,800 | 92 | ||||||
Titan Machinery Inc * |
4,312 | 74 | ||||||
Toro Co/The |
15,600 | 1,251 | ||||||
TPI Composites Inc * |
7,500 | 8 | ||||||
Transcat Inc * |
1,600 | 127 | ||||||
TransUnion |
29,294 | 2,708 | ||||||
Trex Co Inc * |
15,860 | 978 | ||||||
TriNet Group Inc |
5,151 | 380 | ||||||
Trinity Industries Inc |
11,642 | 362 | ||||||
Triumph Group Inc * |
10,596 | 269 | ||||||
TrueBlue Inc * |
8,328 | 52 | ||||||
TTEC Holdings Inc |
4,227 | 14 | ||||||
SEI Institutional Investments Trust
45
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Tutor Perini Corp * |
8,051 | $ | 237 | |||||
UFP Industries Inc |
8,765 | 938 | ||||||
U-Haul Holding Co * |
500 | 35 | ||||||
U-Haul Holding Co, Cl B |
15,300 | 942 | ||||||
UniFirst Corp/MA |
2,440 | 524 | ||||||
Universal Logistics Holdings Inc |
1,900 | 52 | ||||||
Upwork Inc * |
18,600 | 296 | ||||||
V2X Inc * |
2,479 | 116 | ||||||
Valmont Industries Inc |
3,014 | 1,050 | ||||||
Verra Mobility Corp, Cl A * |
24,500 | 561 | ||||||
Vertiv Holdings Co, Cl A |
53,900 | 5,130 | ||||||
Vestis Corp |
18,250 | 216 | ||||||
Viad Corp * |
2,271 | 90 | ||||||
Vicor Corp * |
3,800 | 241 | ||||||
Virgin Galactic Holdings Inc * |
2,565 | 10 | ||||||
VSE Corp |
2,500 | 296 | ||||||
Wabash National Corp |
8,041 | 94 | ||||||
Watsco Inc |
5,159 | 2,602 | ||||||
Watts Water Technologies Inc, Cl A |
4,156 | 892 | ||||||
Werner Enterprises Inc |
7,890 | 257 | ||||||
WESCO International Inc |
6,265 | 1,131 | ||||||
Willdan Group Inc * |
2,400 | 78 | ||||||
Willis Lease Finance Corp |
200 | 40 | ||||||
WillScot Holdings Corp, Cl A * |
26,911 | 887 | ||||||
WNS Holdings Ltd * |
7,600 | 432 | ||||||
Woodward Inc |
9,142 | 1,728 | ||||||
Worthington Enterprises Inc |
5,702 | 239 | ||||||
Xometry Inc, Cl A * |
7,000 | 191 | ||||||
XPO Inc * |
17,290 | 2,126 | ||||||
Zurn Elkay Water Solutions Corp |
21,526 | 763 | ||||||
| 184,500 | ||||||||
Information Technology — 16.7% |
||||||||
8x8 Inc * |
25,314 | 63 | ||||||
908 Devices Inc * |
5,300 | 12 | ||||||
A10 Networks Inc |
12,200 | 254 | ||||||
ACI Worldwide Inc * |
15,612 | 895 | ||||||
ACM Research Inc, Cl A * |
7,200 | 187 | ||||||
Adeia Inc |
12,750 | 200 | ||||||
ADTRAN Holdings Inc * |
15,797 | 167 | ||||||
Advanced Energy Industries Inc |
5,719 | 659 | ||||||
Aehr Test Systems * |
5,100 | 49 | ||||||
Aeva Technologies Inc * |
4,560 | 16 | ||||||
Agilysys Inc * |
3,100 | 251 | ||||||
Alarm.com Holdings Inc * |
7,700 | 447 | ||||||
Alkami Technology Inc * |
6,700 | 207 | ||||||
Allegro MicroSystems Inc * |
19,900 | 444 | ||||||
Alpha & Omega Semiconductor Ltd * |
3,400 | 103 | ||||||
Altair Engineering Inc, Cl A * |
8,000 | 893 | ||||||
Ambarella Inc * |
5,745 | 353 | ||||||
Amdocs Ltd |
16,868 | 1,472 | ||||||
American Software Inc/GA, Cl A |
7,072 | 100 | ||||||
Amkor Technology Inc |
17,938 | 378 | ||||||
Amplitude Inc, Cl A * |
13,700 | 172 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Appfolio Inc, Cl A * |
3,500 | $ | 751 | |||||
Appian Corp, Cl A * |
6,000 | 195 | ||||||
Applied Digital Corp * |
30,900 | 247 | ||||||
Applied Optoelectronics Inc * |
6,100 | 133 | ||||||
AppLovin Corp, Cl A * |
39,400 | 12,834 | ||||||
Arlo Technologies Inc * |
12,552 | 180 | ||||||
Arrow Electronics Inc * |
7,525 | 813 | ||||||
Asana Inc, Cl A * |
12,000 | 231 | ||||||
ASGN Inc * |
7,069 | 476 | ||||||
Aspen Technology Inc * |
3,870 | 1,027 | ||||||
Astera Labs Inc * |
16,400 | 1,219 | ||||||
Atlassian Corp, Cl A * |
23,941 | 6,805 | ||||||
Aurora Innovation Inc, Cl A * |
147,200 | 1,070 | ||||||
AvePoint Inc * |
20,900 | 312 | ||||||
Aviat Networks Inc * |
2,100 | 44 | ||||||
Avnet Inc |
13,499 | 682 | ||||||
Axcelis Technologies Inc * |
5,250 | 288 | ||||||
Badger Meter Inc |
4,424 | 930 | ||||||
Bel Fuse Inc, Cl B |
1,100 | 92 | ||||||
Belden Inc |
5,823 | 641 | ||||||
Benchmark Electronics Inc |
4,730 | 189 | ||||||
Bentley Systems Inc, Cl B |
20,500 | 900 | ||||||
BigBear.ai Holdings Inc * |
22,100 | 114 | ||||||
BigCommerce Holdings Inc * |
14,700 | 104 | ||||||
BILL Holdings Inc * |
15,277 | 843 | ||||||
Bit Digital Inc * |
20,100 | 49 | ||||||
Blackbaud Inc * |
5,855 | 387 | ||||||
BlackLine Inc * |
9,100 | 440 | ||||||
Blend Labs Inc, Cl A * |
38,000 | 119 | ||||||
Box Inc, Cl A * |
20,100 | 657 | ||||||
Braze Inc, Cl A * |
9,000 | 333 | ||||||
C3.ai Inc, Cl A * |
17,000 | 399 | ||||||
Calix Inc * |
9,645 | 357 | ||||||
CCC Intelligent Solutions Holdings Inc * |
64,000 | 652 | ||||||
Cerence Inc * |
8,510 | 97 | ||||||
CEVA Inc * |
2,338 | 80 | ||||||
Ciena Corp * |
21,486 | 1,710 | ||||||
Cipher Mining Inc * |
28,400 | 116 | ||||||
Cirrus Logic Inc * |
7,795 | 812 | ||||||
Cleanspark Inc * |
36,400 | 291 | ||||||
Clear Secure Inc, Cl A |
14,000 | 332 | ||||||
Clearfield Inc * |
2,600 | 84 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
25,200 | 784 | ||||||
Climb Global Solutions Inc |
700 | 86 | ||||||
Cloudflare Inc, Cl A * |
45,100 | 6,553 | ||||||
Cognex Corp |
25,016 | 821 | ||||||
Coherent Corp * |
19,201 | 1,444 | ||||||
Cohu Inc * |
8,336 | 164 | ||||||
CommScope Holding Co Inc * |
31,200 | 198 | ||||||
CommVault Systems Inc * |
6,284 | 1,072 | ||||||
CompoSecure Inc, Cl A |
1,400 | 19 | ||||||
Confluent Inc, Cl A * |
36,200 | 1,149 | ||||||
Consensus Cloud Solutions Inc * |
3,585 | 94 | ||||||
46
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Core Scientific Inc * |
24,000 | $ | 268 | |||||
Corsair Gaming Inc * |
6,200 | 73 | ||||||
Couchbase Inc * |
7,800 | 138 | ||||||
Crane NXT Co |
7,629 | 426 | ||||||
Credo Technology Group Holding Ltd * |
21,200 | 1,170 | ||||||
CS Disco Inc * |
5,000 | 24 | ||||||
CTS Corp |
4,045 | 181 | ||||||
Daily Journal Corp * |
200 | 79 | ||||||
Daktronics Inc * |
4,000 | 61 | ||||||
Datadog Inc, Cl A * |
44,955 | 5,240 | ||||||
Diebold Nixdorf Inc * |
4,200 | 186 | ||||||
Digi International Inc * |
5,701 | 174 | ||||||
Digimarc Corp * |
2,876 | 47 | ||||||
Digital Turbine Inc * |
20,700 | 71 | ||||||
DigitalOcean Holdings Inc * |
10,200 | 437 | ||||||
Diodes Inc * |
7,142 | 353 | ||||||
DocuSign Inc, Cl A * |
30,680 | 2,552 | ||||||
Dolby Laboratories Inc, Cl A |
8,904 | 727 | ||||||
Domo Inc, Cl B * |
6,432 | 49 | ||||||
DoubleVerify Holdings Inc * |
19,700 | 274 | ||||||
Dropbox Inc, Cl A * |
35,200 | 914 | ||||||
D-Wave Quantum Inc * |
17,500 | 96 | ||||||
DXC Technology Co * |
25,500 | 468 | ||||||
Dynatrace Inc * |
44,600 | 2,553 | ||||||
E2open Parent Holdings Inc * |
23,200 | 53 | ||||||
Eastman Kodak Co * |
9,600 | 67 | ||||||
eGain Corp * |
4,900 | 24 | ||||||
Elastic NV * |
13,300 | 1,548 | ||||||
Enfusion Inc, Cl A * |
4,900 | 56 | ||||||
Entegris Inc |
22,730 | 2,301 | ||||||
ePlus Inc * |
4,276 | 275 | ||||||
EverCommerce Inc * |
300 | 3 | ||||||
Evolv Technologies Holdings Inc * |
18,900 | 67 | ||||||
Extreme Networks Inc * |
17,287 | 267 | ||||||
Fabrinet * |
5,415 | 1,083 | ||||||
FARO Technologies Inc * |
4,508 | 144 | ||||||
Fastly Inc, Cl A * |
21,500 | 146 | ||||||
Five9 Inc * |
11,600 | 420 | ||||||
FormFactor Inc * |
12,019 | 400 | ||||||
Freshworks Inc, Cl A * |
32,100 | 548 | ||||||
Gitlab Inc, Cl A * |
18,000 | 1,084 | ||||||
GLOBALFOUNDRIES Inc * |
15,500 | 601 | ||||||
Globant SA * |
6,400 | 963 | ||||||
Grid Dynamics Holdings Inc * |
6,800 | 128 | ||||||
Guidewire Software Inc * |
12,169 | 2,450 | ||||||
Hackett Group Inc/The |
3,700 | 112 | ||||||
Harmonic Inc * |
16,994 | 175 | ||||||
HubSpot Inc * |
7,373 | 5,338 | ||||||
Hut 8 Corp * |
13,200 | 195 | ||||||
I3 Verticals Inc, Cl A * |
4,800 | 124 | ||||||
Ichor Holdings Ltd * |
5,400 | 158 | ||||||
Immersion Corp |
8,400 | 68 | ||||||
Impinj Inc * |
3,200 | 309 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
indie Semiconductor Inc, Cl A * |
27,400 | $ | 82 | |||||
Infinera Corp * |
24,884 | 165 | ||||||
Informatica Inc, Cl A * |
10,600 | 203 | ||||||
Information Services Group Inc |
8,000 | 25 | ||||||
Ingram Micro Holding Corp * |
3,800 | 82 | ||||||
Insight Enterprises Inc * |
3,898 | 600 | ||||||
Intapp Inc * |
8,300 | 547 | ||||||
InterDigital Inc |
3,717 | 794 | ||||||
IonQ Inc * |
29,900 | 735 | ||||||
IPG Photonics Corp * |
3,600 | 209 | ||||||
Itron Inc * |
6,711 | 731 | ||||||
Jamf Holding Corp * |
14,700 | 201 | ||||||
Kimball Electronics Inc * |
5,693 | 103 | ||||||
Knowles Corp * |
10,500 | 174 | ||||||
Kulicke & Soffa Industries Inc |
7,000 | 268 | ||||||
Kyndryl Holdings Inc * |
33,200 | 1,264 | ||||||
Lattice Semiconductor Corp * |
19,962 | 1,244 | ||||||
Life360 Inc * |
2,100 | 95 | ||||||
Lightwave Logic Inc * |
27,900 | 34 | ||||||
Littelfuse Inc |
3,631 | 843 | ||||||
LiveRamp Holdings Inc * |
10,174 | 304 | ||||||
Lumentum Holdings Inc * |
10,470 | 736 | ||||||
MACOM Technology Solutions Holdings Inc * |
8,525 | 986 | ||||||
Manhattan Associates Inc * |
9,280 | 1,641 | ||||||
MARA Holdings Inc * |
43,300 | 603 | ||||||
Marvell Technology Inc |
128,712 | 11,818 | ||||||
Matterport Inc * |
31,900 | 172 | ||||||
MaxLinear Inc, Cl A * |
13,444 | 196 | ||||||
MeridianLink Inc * |
5,300 | 97 | ||||||
Methode Electronics Inc |
6,784 | 74 | ||||||
MicroStrategy Inc, Cl A * |
24,730 | 6,317 | ||||||
MicroVision Inc * |
35,100 | 51 | ||||||
Mirion Technologies Inc, Cl A * |
32,000 | 497 | ||||||
Mitek Systems Inc * |
9,100 | 85 | ||||||
MKS Instruments Inc |
9,723 | 893 | ||||||
MongoDB Inc, Cl A * |
10,800 | 2,888 | ||||||
N-able Inc/US * |
11,350 | 114 | ||||||
Napco Security Technologies Inc |
5,600 | 138 | ||||||
Navitas Semiconductor Corp, Cl A * |
20,200 | 49 | ||||||
nCino Inc * |
11,600 | 363 | ||||||
NCR Voyix Corp * |
19,983 | 225 | ||||||
NETGEAR Inc * |
2,892 | 76 | ||||||
NetScout Systems Inc * |
9,058 | 204 | ||||||
NextNav Inc * |
12,300 | 129 | ||||||
nLight Inc * |
3,600 | 33 | ||||||
Novanta Inc * |
5,062 | 732 | ||||||
Nutanix Inc, Cl A * |
37,900 | 2,914 | ||||||
NVE Corp |
900 | 62 | ||||||
Okta Inc, Cl A * |
24,504 | 2,217 | ||||||
Olo Inc, Cl A * |
9,300 | 64 | ||||||
ON24 Inc * |
6,100 | 34 | ||||||
OneSpan Inc * |
7,902 | 127 | ||||||
Onto Innovation Inc * |
7,172 | 1,045 | ||||||
SEI Institutional Investments Trust
47
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Ooma Inc * |
600 | $ | 9 | |||||
OSI Systems Inc * |
2,268 | 468 | ||||||
Ouster Inc * |
7,100 | 59 | ||||||
Pagaya Technologies Ltd, Cl A * |
6,600 | 85 | ||||||
PagerDuty Inc * |
13,915 | 247 | ||||||
PAR Technology Corp * |
5,800 | 399 | ||||||
PC Connection Inc |
2,231 | 142 | ||||||
PDF Solutions Inc * |
5,153 | 116 | ||||||
Pegasystems Inc |
6,436 | 505 | ||||||
Photronics Inc * |
9,129 | 190 | ||||||
Plexus Corp * |
3,728 | 496 | ||||||
Porch Group Inc * |
11,700 | 82 | ||||||
Power Integrations Inc |
8,378 | 509 | ||||||
Powerfleet Inc NJ * |
14,900 | 105 | ||||||
Procore Technologies Inc * |
15,800 | 1,208 | ||||||
Progress Software Corp |
6,658 | 364 | ||||||
PROS Holdings Inc * |
6,599 | 160 | ||||||
Pure Storage Inc, Cl A * |
46,400 | 2,435 | ||||||
Q2 Holdings Inc * |
8,400 | 734 | ||||||
Qorvo Inc * |
14,500 | 1,054 | ||||||
Qualys Inc * |
5,600 | 736 | ||||||
Rackspace Technology Inc * |
11,600 | 27 | ||||||
Rambus Inc * |
15,410 | 861 | ||||||
Rapid7 Inc * |
9,700 | 282 | ||||||
Red Violet Inc * |
1,100 | 45 | ||||||
Ribbon Communications Inc * |
13,520 | 64 | ||||||
Rigetti Computing Inc * |
21,200 | 179 | ||||||
Rimini Street Inc * |
10,000 | 36 | ||||||
RingCentral Inc, Cl A * |
11,100 | 316 | ||||||
Riot Platforms Inc * |
44,600 | 414 | ||||||
Rogers Corp * |
3,093 | 247 | ||||||
SANDISK CORP * |
17,300 | 811 | ||||||
Sanmina Corp * |
7,666 | 628 | ||||||
Sapiens International Corp NV |
3,800 | 105 | ||||||
ScanSource Inc * |
3,396 | 124 | ||||||
SEMrush Holdings Inc, Cl A * |
6,100 | 67 | ||||||
Semtech Corp * |
11,075 | 423 | ||||||
SentinelOne Inc, Cl A * |
40,800 | 842 | ||||||
Silicon Laboratories Inc * |
4,982 | 699 | ||||||
SiTime Corp * |
2,900 | 450 | ||||||
SkyWater Technology Inc * |
1,700 | 16 | ||||||
SMART Global Holdings Inc * |
8,600 | 171 | ||||||
SmartRent Inc, Cl A * |
30,500 | 38 | ||||||
Snowflake Inc, Cl A * |
47,500 | 8,412 | ||||||
SolarWinds Corp |
7,850 | 144 | ||||||
SoundHound AI Inc, Cl A * |
47,100 | 510 | ||||||
SoundThinking Inc * |
1,400 | 23 | ||||||
Sprinklr Inc, Cl A * |
17,700 | 150 | ||||||
Sprout Social Inc, Cl A * |
6,000 | 159 | ||||||
SPS Commerce Inc * |
5,758 | 767 | ||||||
Synaptics Inc * |
6,187 | 409 | ||||||
TD SYNNEX Corp |
11,481 | 1,579 | ||||||
Tenable Holdings Inc * |
18,100 | 690 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Teradata Corp * |
13,000 | $ | 310 | |||||
Terawulf Inc * |
37,800 | 158 | ||||||
TTM Technologies Inc * |
13,887 | 335 | ||||||
Tucows Inc, Cl A * |
2,200 | 44 | ||||||
Turtle Beach Corp * |
4,000 | 69 | ||||||
Twilio Inc, Cl A * |
23,142 | 2,775 | ||||||
Ubiquiti Inc |
700 | 239 | ||||||
UiPath Inc, Cl A * |
65,000 | 800 | ||||||
Ultra Clean Holdings Inc * |
6,352 | 156 | ||||||
Unisys Corp * |
15,183 | 65 | ||||||
Unity Software Inc * |
44,700 | 1,146 | ||||||
Universal Display Corp |
6,951 | 1,068 | ||||||
Varonis Systems Inc, Cl B * |
16,400 | 705 | ||||||
Veeco Instruments Inc * |
9,110 | 203 | ||||||
Verint Systems Inc * |
8,350 | 188 | ||||||
Vertex Inc, Cl A * |
7,300 | 236 | ||||||
Viant Technology Inc, Cl A * |
2,600 | 52 | ||||||
Viasat Inc * |
18,256 | 160 | ||||||
Viavi Solutions Inc * |
29,000 | 324 | ||||||
Vishay Intertechnology Inc |
20,317 | 348 | ||||||
Vishay Precision Group Inc * |
3,164 | 74 | ||||||
Vontier Corp |
21,800 | 814 | ||||||
Weave Communications Inc * |
7,300 | 92 | ||||||
Wolfspeed Inc * |
19,923 | 115 | ||||||
Workiva Inc, Cl A * |
7,700 | 674 | ||||||
Xerox Holdings Corp |
18,000 | 119 | ||||||
Xperi Inc * |
9,580 | 81 | ||||||
Yext Inc * |
11,200 | 76 | ||||||
Zeta Global Holdings Corp, Cl A * |
27,000 | 465 | ||||||
Zoom Video Communications Inc, Cl A * |
39,821 | 2,935 | ||||||
Zscaler Inc * |
14,100 | 2,767 | ||||||
| 185,076 | ||||||||
Materials — 4.8% |
||||||||
AdvanSix Inc |
5,100 | 142 | ||||||
Alcoa Corp |
37,600 | 1,250 | ||||||
Alpha Metallurgical Resources Inc * |
1,800 | 248 | ||||||
American Vanguard Corp |
6,799 | 35 | ||||||
AptarGroup Inc |
9,766 | 1,433 | ||||||
Arcadium Lithium PLC * |
167,060 | 976 | ||||||
Ardagh Metal Packaging SA |
26,950 | 77 | ||||||
Ashland Inc |
7,408 | 451 | ||||||
ASP Isotopes Inc * |
13,600 | 65 | ||||||
Aspen Aerogels Inc * |
9,600 | 73 | ||||||
ATI Inc * |
18,800 | 1,093 | ||||||
Avient Corp |
12,932 | 553 | ||||||
Axalta Coating Systems Ltd * |
32,800 | 1,188 | ||||||
Balchem Corp * |
4,588 | 798 | ||||||
Berry Global Group Inc |
16,841 | 1,215 | ||||||
Cabot Corp |
7,532 | 648 | ||||||
Carpenter Technology Corp |
7,101 | 1,470 | ||||||
Century Aluminum Co * |
6,197 | 117 | ||||||
Chemours Co/The |
24,200 | 362 | ||||||
Clearwater Paper Corp * |
2,651 | 69 | ||||||
48
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Cleveland-Cliffs Inc * |
70,160 | $ | 761 | |||||
Coeur Mining Inc * |
93,261 | 480 | ||||||
Commercial Metals Co |
16,741 | 811 | ||||||
Compass Minerals International Inc |
7,840 | 82 | ||||||
Constellium SE, Cl A * |
18,000 | 205 | ||||||
CRH PLC |
103,200 | 10,580 | ||||||
Crown Holdings Inc |
17,551 | 1,573 | ||||||
Eagle Materials Inc |
5,083 | 1,150 | ||||||
Ecovyst Inc * |
19,100 | 130 | ||||||
Element Solutions Inc |
33,600 | 877 | ||||||
Graphic Packaging Holding Co |
44,717 | 1,193 | ||||||
Greif Inc, Cl A |
3,119 | 179 | ||||||
Greif Inc, Cl B |
1,300 | 79 | ||||||
Hawkins Inc |
2,746 | 288 | ||||||
HB Fuller Co |
7,533 | 427 | ||||||
Hecla Mining Co |
95,068 | 488 | ||||||
Huntsman Corp |
23,924 | 405 | ||||||
i-80 Gold Corp * |
38,100 | 29 | ||||||
Ingevity Corp * |
5,400 | 257 | ||||||
Innospec Inc |
3,313 | 343 | ||||||
Intrepid Potash Inc * |
1,860 | 49 | ||||||
Ivanhoe Electric Inc / US * |
9,500 | 59 | ||||||
Kaiser Aluminum Corp |
2,754 | 195 | ||||||
Knife River Corp * |
8,083 | 773 | ||||||
Koppers Holdings Inc |
2,573 | 75 | ||||||
Kronos Worldwide Inc |
5,084 | 44 | ||||||
Lifezone Metals Ltd * |
6,000 | 32 | ||||||
Louisiana-Pacific Corp |
9,742 | 971 | ||||||
LSB Industries Inc * |
8,300 | 61 | ||||||
Materion Corp |
2,874 | 263 | ||||||
Mativ Holdings Inc |
10,288 | 70 | ||||||
Metallus Inc * |
5,104 | 74 | ||||||
Metals Acquisition Ltd, Cl A * |
8,900 | 90 | ||||||
Minerals Technologies Inc |
4,324 | 297 | ||||||
MP Materials Corp * |
18,100 | 435 | ||||||
Myers Industries Inc |
8,418 | 92 | ||||||
NewMarket Corp |
1,097 | 625 | ||||||
Novagold Resources Inc * |
42,600 | 128 | ||||||
O-I Glass Inc * |
24,300 | 279 | ||||||
Olin Corp |
18,516 | 470 | ||||||
Olympic Steel Inc |
1,927 | 64 | ||||||
Orion SA |
10,400 | 145 | ||||||
Pactiv Evergreen Inc |
3,900 | 70 | ||||||
Perimeter Solutions Inc * |
19,300 | 204 | ||||||
Perpetua Resources Corp * |
2,900 | 25 | ||||||
Piedmont Lithium Inc * |
3,100 | 22 | ||||||
PureCycle Technologies Inc * |
17,400 | 179 | ||||||
Quaker Chemical Corp |
1,934 | 269 | ||||||
Radius Recycling Inc, Cl A |
5,956 | 82 | ||||||
Ramaco Resources Inc, Cl A |
5,500 | 49 | ||||||
Ramaco Resources Inc, Cl B |
1,202 | 11 | ||||||
Ranpak Holdings Corp, Cl A * |
8,300 | 56 | ||||||
Rayonier Advanced Materials Inc * |
13,917 | 107 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Reliance Inc |
8,138 | $ | 2,418 | |||||
Royal Gold Inc |
10,102 | 1,485 | ||||||
RPM International Inc |
19,188 | 2,377 | ||||||
Ryerson Holding Corp |
4,900 | 123 | ||||||
Scotts Miracle-Gro Co/The, Cl A |
5,959 | 349 | ||||||
Sealed Air Corp |
20,800 | 711 | ||||||
Sensient Technologies Corp |
6,635 | 460 | ||||||
Silgan Holdings Inc |
11,760 | 639 | ||||||
Sonoco Products Co |
14,921 | 714 | ||||||
Southern Copper Corp |
13,433 | 1,195 | ||||||
SSR Mining Inc |
34,100 | 341 | ||||||
Stepan Co |
2,825 | 174 | ||||||
SunCoke Energy Inc |
9,446 | 86 | ||||||
Sylvamo Corp |
4,900 | 348 | ||||||
Tredegar Corp * |
5,341 | 42 | ||||||
TriMas Corp |
6,476 | 133 | ||||||
Tronox Holdings PLC |
20,000 | 155 | ||||||
United States Lime & Minerals Inc |
1,300 | 122 | ||||||
United States Steel Corp |
33,300 | 1,339 | ||||||
Valhi Inc |
500 | 9 | ||||||
Warrior Met Coal Inc |
8,200 | 395 | ||||||
Westlake Corp |
5,310 | 596 | ||||||
Worthington Steel Inc |
5,702 | 152 | ||||||
| 53,328 | ||||||||
Real Estate — 5.5% |
||||||||
Acadia Realty Trust ‡ |
18,339 | 423 | ||||||
Agree Realty Corp ‡ |
16,347 | 1,206 | ||||||
Alexander & Baldwin Inc ‡ |
10,291 | 186 | ||||||
Alexander's Inc ‡ |
488 | 105 | ||||||
American Assets Trust Inc ‡ |
7,791 | 175 | ||||||
American Healthcare REIT Inc ‡ |
23,400 | 697 | ||||||
American Homes 4 Rent, Cl A ‡ |
50,700 | 1,876 | ||||||
Americold Realty Trust Inc ‡ |
43,500 | 997 | ||||||
Anywhere Real Estate Inc * |
9,102 | 32 | ||||||
Apartment Investment and Management Co, Cl A *‡ |
23,300 | 211 | ||||||
Apple Hospitality REIT Inc ‡ |
34,500 | 511 | ||||||
Armada Hoffler Properties Inc ‡ |
13,800 | 127 | ||||||
Braemar Hotels & Resorts Inc ‡ |
13,600 | 39 | ||||||
Brandywine Realty Trust ‡ |
18,539 | 94 | ||||||
Brixmor Property Group Inc ‡ |
44,600 | 1,247 | ||||||
Broadstone Net Lease Inc, Cl A ‡ |
25,100 | 423 | ||||||
BRT Apartments Corp ‡ |
2,400 | 43 | ||||||
CareTrust REIT Inc ‡ |
28,453 | 736 | ||||||
CBL & Associates Properties Inc ‡ |
3,700 | 115 | ||||||
Centerspace ‡ |
2,403 | 159 | ||||||
Chatham Lodging Trust ‡ |
10,435 | 84 | ||||||
City Office REIT Inc ‡ |
11,000 | 58 | ||||||
Clipper Realty Inc ‡ |
3,500 | 16 | ||||||
Community Healthcare Trust Inc ‡ |
5,400 | 101 | ||||||
Compass Inc, Cl A * |
49,200 | 442 | ||||||
COPT Defense Properties ‡ |
17,730 | 479 | ||||||
Cousins Properties Inc ‡ |
24,345 | 738 | ||||||
SEI Institutional Investments Trust
49
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CTO Realty Growth Inc ‡ |
4,254 | $ | 81 | |||||
CubeSmart ‡ |
34,022 | 1,404 | ||||||
Curbline Properties Corp *‡ |
15,602 | 384 | ||||||
Cushman & Wakefield PLC * |
32,000 | 381 | ||||||
DiamondRock Hospitality Co ‡ |
28,707 | 236 | ||||||
Diversified Healthcare Trust ‡ |
22,607 | 64 | ||||||
Douglas Emmett Inc ‡ |
25,085 | 434 | ||||||
Easterly Government Properties Inc, Cl A ‡ |
12,600 | 142 | ||||||
EastGroup Properties Inc ‡ |
7,485 | 1,369 | ||||||
Elme Communities ‡ |
11,613 | 202 | ||||||
Empire State Realty Trust Inc, Cl A ‡ |
17,400 | 161 | ||||||
EPR Properties ‡ |
11,851 | 629 | ||||||
Equity LifeStyle Properties Inc ‡ |
28,664 | 1,966 | ||||||
Essential Properties Realty Trust Inc ‡ |
26,100 | 854 | ||||||
eXp World Holdings Inc |
13,900 | 141 | ||||||
Farmland Partners Inc ‡ |
3,700 | 43 | ||||||
First Industrial Realty Trust Inc ‡ |
19,253 | 1,099 | ||||||
Forestar Group Inc * |
3,867 | 85 | ||||||
Four Corners Property Trust Inc ‡ |
15,119 | 435 | ||||||
FRP Holdings Inc * |
2,876 | 90 | ||||||
Gaming and Leisure Properties Inc ‡ |
39,531 | 1,983 | ||||||
Getty Realty Corp ‡ |
6,589 | 207 | ||||||
Gladstone Commercial Corp ‡ |
8,519 | 138 | ||||||
Gladstone Land Corp ‡ |
7,000 | 80 | ||||||
Global Medical REIT Inc ‡ |
12,700 | 112 | ||||||
Global Net Lease Inc ‡ |
33,762 | 270 | ||||||
Healthcare Realty Trust Inc, Cl A ‡ |
55,505 | 951 | ||||||
Highwoods Properties Inc ‡ |
16,368 | 477 | ||||||
Howard Hughes Holdings Inc * |
5,117 | 405 | ||||||
Hudson Pacific Properties Inc ‡ |
27,870 | 91 | ||||||
Independence Realty Trust Inc ‡ |
34,701 | 757 | ||||||
Industrial Logistics Properties Trust ‡ |
10,700 | 42 | ||||||
Innovative Industrial Properties Inc, Cl A ‡ |
4,400 | 317 | ||||||
InvenTrust Properties Corp ‡ |
12,300 | 366 | ||||||
JBG SMITH Properties ‡ |
12,200 | 187 | ||||||
Jones Lang LaSalle Inc * |
7,047 | 1,916 | ||||||
Kennedy-Wilson Holdings Inc |
14,729 | 143 | ||||||
Kilroy Realty Corp ‡ |
16,643 | 594 | ||||||
Kite Realty Group Trust ‡ |
33,321 | 764 | ||||||
Lamar Advertising Co, Cl A ‡ |
13,097 | 1,627 | ||||||
Lineage Inc ‡ |
8,700 | 524 | ||||||
LTC Properties Inc ‡ |
5,917 | 206 | ||||||
LXP Industrial Trust, Cl B ‡ |
45,190 | 405 | ||||||
Macerich Co/The ‡ |
36,245 | 654 | ||||||
Marcus & Millichap Inc |
2,700 | 104 | ||||||
Medical Properties Trust Inc ‡ |
93,362 | 551 | ||||||
MILLROSE PROPERTIES * |
18,500 | 423 | ||||||
National Health Investors Inc ‡ |
6,464 | 463 | ||||||
National Storage Affiliates Trust ‡ |
10,400 | 402 | ||||||
NET Lease Office Properties *‡ |
2,895 | 94 | ||||||
NETSTREIT Corp ‡ |
10,100 | 151 | ||||||
Newmark Group Inc, Cl A |
18,505 | 272 | ||||||
NexPoint Residential Trust Inc ‡ |
2,600 | 111 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
NNN REIT Inc ‡ |
27,043 | $ | 1,148 | |||||
Omega Healthcare Investors Inc ‡ |
40,957 | 1,509 | ||||||
One Liberty Properties Inc ‡ |
3,662 | 97 | ||||||
Opendoor Technologies Inc * |
103,100 | 138 | ||||||
Orion Office REIT Inc ‡ |
11,900 | 49 | ||||||
Outfront Media Inc ‡ |
23,608 | 439 | ||||||
Paramount Group Inc ‡ |
30,300 | 137 | ||||||
Park Hotels & Resorts Inc ‡ |
30,859 | 379 | ||||||
Peakstone Realty Trust ‡ |
5,500 | 62 | ||||||
Pebblebrook Hotel Trust ‡ |
19,625 | 242 | ||||||
Phillips Edison & Co Inc ‡ |
19,000 | 707 | ||||||
Piedmont Office Realty Trust Inc, Cl A ‡ |
20,266 | 154 | ||||||
Plymouth Industrial REIT Inc ‡ |
7,000 | 121 | ||||||
Postal Realty Trust Inc, Cl A ‡ |
2,600 | 36 | ||||||
PotlatchDeltic Corp ‡ |
12,642 | 587 | ||||||
Rayonier Inc ‡ |
25,020 | 663 | ||||||
RE/MAX Holdings Inc, Cl A * |
4,200 | 37 | ||||||
Real Brokerage Inc/The * |
15,600 | 81 | ||||||
Redfin Corp * |
20,600 | 137 | ||||||
Rexford Industrial Realty Inc ‡ |
33,600 | 1,388 | ||||||
RLJ Lodging Trust ‡ |
21,954 | 203 | ||||||
RMR Group Inc/The, Cl A |
1,070 | 20 | ||||||
Ryman Hospitality Properties Inc ‡ |
8,960 | 886 | ||||||
Sabra Health Care REIT Inc ‡ |
36,520 | 607 | ||||||
Safehold Inc ‡ |
6,727 | 126 | ||||||
Saul Centers Inc ‡ |
2,644 | 99 | ||||||
Seaport Entertainment Group Inc * |
1,288 | 30 | ||||||
Service Properties Trust ‡ |
28,741 | 86 | ||||||
SITE Centers Corp ‡ |
7,801 | 109 | ||||||
SL Green Realty Corp ‡ |
10,283 | 664 | ||||||
St Joe Co/The |
5,200 | 249 | ||||||
STAG Industrial Inc ‡ |
26,356 | 948 | ||||||
Star Holdings *‡ |
2,282 | 21 | ||||||
Stratus Properties Inc * |
1,200 | 22 | ||||||
Summit Hotel Properties Inc ‡ |
10,629 | 69 | ||||||
Sun Communities Inc ‡ |
18,721 | 2,549 | ||||||
Sunstone Hotel Investors Inc ‡ |
32,338 | 339 | ||||||
Tanger Inc ‡ |
16,149 | 573 | ||||||
Tejon Ranch Co * |
4,876 | 75 | ||||||
Terreno Realty Corp ‡ |
13,663 | 927 | ||||||
UMH Properties Inc ‡ |
9,500 | 180 | ||||||
Uniti Group Inc ‡ |
36,660 | 210 | ||||||
Universal Health Realty Income Trust ‡ |
1,116 | 45 | ||||||
Urban Edge Properties ‡ |
19,700 | 406 | ||||||
Veris Residential Inc ‡ |
12,567 | 213 | ||||||
Vornado Realty Trust *‡ |
26,400 | 1,110 | ||||||
Whitestone REIT, Cl B ‡ |
8,077 | 110 | ||||||
WP Carey Inc ‡ |
32,700 | 2,100 | ||||||
Xenia Hotels & Resorts Inc ‡ |
12,800 | 172 | ||||||
Zillow Group Inc, Cl A * |
6,791 | 505 | ||||||
Zillow Group Inc, Cl C * |
22,997 | 1,763 | ||||||
| 60,834 | ||||||||
50
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Utilities — 1.6% |
||||||||
ALLETE Inc |
8,770 | $ | 576 | |||||
Altus Power Inc, Cl A * |
9,800 | 48 | ||||||
American States Water Co |
5,774 | 442 | ||||||
Avista Corp |
11,952 | 478 | ||||||
Black Hills Corp |
10,802 | 661 | ||||||
Brookfield Renewable Corp * |
21,316 | 594 | ||||||
California Water Service Group |
9,041 | 411 | ||||||
Chesapeake Utilities Corp |
3,115 | 395 | ||||||
Clearway Energy Inc, Cl A |
3,800 | 101 | ||||||
Clearway Energy Inc, Cl C |
12,500 | 350 | ||||||
Consolidated Water Co Ltd |
500 | 14 | ||||||
Essential Utilities Inc |
38,337 | 1,456 | ||||||
Genie Energy Ltd, Cl B |
100 | 1 | ||||||
Global Water Resources Inc |
2,800 | 32 | ||||||
Hawaiian Electric Industries Inc * |
20,558 | 225 | ||||||
IDACORP Inc |
8,124 | 958 | ||||||
MDU Resources Group Inc |
29,832 | 515 | ||||||
MGE Energy Inc |
5,414 | 497 | ||||||
Middlesex Water Co |
2,901 | 145 | ||||||
Montauk Renewables Inc * |
11,500 | 39 | ||||||
National Fuel Gas Co |
13,988 | 1,052 | ||||||
New Jersey Resources Corp |
13,794 | 667 | ||||||
Northwest Natural Holding Co |
5,076 | 208 | ||||||
Northwestern Energy Group Inc |
8,546 | 478 | ||||||
OGE Energy Corp |
29,776 | 1,378 | ||||||
ONE Gas Inc |
8,800 | 661 | ||||||
Ormat Technologies Inc |
8,934 | 624 | ||||||
Otter Tail Corp |
6,646 | 530 | ||||||
Portland General Electric Co |
16,000 | 717 | ||||||
Pure Cycle Corp * |
5,900 | 69 | ||||||
SJW Group |
4,764 | 251 | ||||||
Southwest Gas Holdings Inc |
8,941 | 671 | ||||||
Spire Inc |
8,203 | 630 | ||||||
Sunnova Energy International Inc * |
19,800 | 33 | ||||||
TXNM Energy Inc |
13,617 | 711 | ||||||
UGI Corp |
33,396 | 1,141 | ||||||
Unitil Corp |
1,858 | 104 | ||||||
York Water Co/The |
2,952 | 95 | ||||||
| 17,958 | ||||||||
Total Common Stock |
||||||||
(Cost $646,855) ($ Thousands) |
1,085,465 | |||||||
REGISTERED INVESTMENT COMPANY — 0.0% |
||||||||
NexPoint Diversified Real Estate Trust |
6,776 | 34 | ||||||
Total Registered Investment Company |
||||||||
(Cost $81) ($ Thousands) |
34 | |||||||
Description |
Number of Rights |
Market Value |
||||||
RIGHTS — 0.0% |
||||||||
Novartis AG CVR *‡‡ |
10,960 | $ | 4 | |||||
Tobira Therapeutics CVR, Expires 12/31/2028 *(A) |
2,300 | – | ||||||
Total Rights |
||||||||
(Cost $—) ($ Thousands) |
4 | |||||||
|
||||||||
CASH EQUIVALENT — 2.0% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
22,053,482 | 22,053 | ||||||
Total Cash Equivalent |
||||||||
(Cost $22,053) ($ Thousands) |
22,053 | |||||||
Total Investments in Securities — 99.8% |
||||||||
(Cost $668,989) ($ Thousands) |
$ | 1,107,556 | ||||||
SEI Institutional Investments Trust
51
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Extended Market Index Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Russell 2000 Index E-MINI |
107 | Mar-2025 | $ | 12,026 | $ | 11,584 | $ | (442 | ) | |||||||||||
Russell 2000 Index E-MINI |
35 | Mar-2025 | 4,131 | 3,789 | (342 | ) | ||||||||||||||
S&P 500 Index E-MINI |
10 | Mar-2025 | 3,257 | 3,280 | 23 | |||||||||||||||
S&P Mid Cap 400 Index E-MINI |
11 | Mar-2025 | 1,241 | 1,240 | (1 | ) | ||||||||||||||
S&P Mid Cap 400 Index E-MINI |
4 | Mar-2025 | 3,274 | 3,100 | (174 | ) | ||||||||||||||
| $ | 23,929 | $ | 22,993 | $ | (936 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $1,109,753 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
‡‡ |
Expiration date not available. |
(A) |
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 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Investments Co |
$ | 1,132 | $ | — | $ | (54 | ) | $ | — | $ | 140 | $ | 1,218 | $ | 15 | $ | — | |||||||||||||||
SEI Liquidity Fund, LP |
18 | — | — | — | (18 | ) | — | 13 | — | |||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
26,720 | 153,357 | (158,024 | ) | — | — | 22,053 | 894 | — | |||||||||||||||||||||||
Totals |
$ | 27,870 | $ | 153,357 | $ | (158,078 | ) | $ | – | $ | 122 | $ | 23,271 | $ | 922 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
52
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.5% |
||||||||
Communication Services — 2.3% |
||||||||
Advantage Solutions Inc * |
32,221 | $ | 81 | |||||
AMC Networks Inc, Cl A * |
9,100 | 66 | ||||||
Anterix Inc * |
3,420 | 133 | ||||||
Bandwidth Inc, Cl A * |
7,190 | 115 | ||||||
Emerald Holding Inc |
4,064 | 17 | ||||||
EverQuote Inc, Cl A * |
31,648 | 851 | ||||||
EW Scripps Co/The, Cl A * |
43,610 | 71 | ||||||
fuboTV Inc * |
32,193 | 98 | ||||||
Gambling.com Group Ltd * |
38,703 | 550 | ||||||
Gogo Inc * |
18,570 | 136 | ||||||
Grindr Inc * |
7,180 | 132 | ||||||
IDT Corp, Cl B |
7,070 | 343 | ||||||
IMAX Corp * |
6,830 | 175 | ||||||
Iridium Communications Inc |
4,910 | 155 | ||||||
Lions Gate Entertainment Corp, Cl A * |
13,256 | 132 | ||||||
Madison Square Garden Sports Corp, Cl A * |
670 | 137 | ||||||
Magnite Inc * |
9,414 | 148 | ||||||
MediaAlpha Inc, Cl A * |
47,050 | 437 | ||||||
New York Times Co/The, Cl A |
750 | 36 | ||||||
Nexstar Media Group Inc, Cl A |
3,600 | 609 | ||||||
Outbrain Inc * |
6,930 | 34 | ||||||
Playstudios Inc * |
44,614 | 73 | ||||||
Playtika Holding Corp |
17,700 | 93 | ||||||
QuinStreet Inc * |
3,080 | 60 | ||||||
Shutterstock Inc |
5,100 | 110 | ||||||
Sinclair Inc |
6,060 | 88 | ||||||
Spok Holdings Inc |
11,590 | 195 | ||||||
Thryv Holdings Inc * |
6,110 | 105 | ||||||
Vimeo Inc * |
48,310 | 285 | ||||||
Yelp Inc, Cl A * |
10,980 | 377 | ||||||
| 5,842 | ||||||||
Consumer Discretionary — 9.3% |
||||||||
Academy Sports & Outdoors Inc |
6,900 | 342 | ||||||
Accel Entertainment Inc, Cl A * |
7,000 | 75 | ||||||
Adtalem Global Education Inc * |
6,540 | 669 | ||||||
Amer Sports Inc * |
10,217 | 305 | ||||||
American Public Education Inc * |
11,931 | 252 | ||||||
America's Car-Mart Inc/TX * |
2,400 | 100 | ||||||
Arko Corp |
140 | 1 | ||||||
AutoNation Inc * |
2,800 | 511 | ||||||
Biglari Holdings Inc, Cl B * |
1,023 | 251 | ||||||
Bloomin' Brands Inc |
20,000 | 188 | ||||||
Brinker International Inc * |
5,660 | 933 | ||||||
Build-A-Bear Workshop Inc, Cl A |
10,660 | 436 | ||||||
Carriage Services Inc, Cl A |
1,250 | 50 | ||||||
Cavco Industries Inc * |
417 | 219 | ||||||
Cheesecake Factory Inc/The |
3,741 | 202 | ||||||
Cooper-Standard Holdings Inc * |
5,864 | 89 | ||||||
Cricut Inc, Cl A |
17,910 | 97 | ||||||
Crocs Inc * |
3,100 | 309 | ||||||
Denny's Corp * |
14,470 | 72 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Designer Brands Inc, Cl A |
14,830 | $ | 60 | |||||
Dillard's Inc, Cl A |
220 | 86 | ||||||
Dine Brands Global Inc |
5,960 | 149 | ||||||
Dorman Products Inc * |
913 | 120 | ||||||
Dutch Bros Inc, Cl A * |
4,727 | 374 | ||||||
El Pollo Loco Holdings Inc * |
28,800 | 325 | ||||||
Flexsteel Industries Inc |
6,356 | 286 | ||||||
Frontdoor Inc * |
2,960 | 135 | ||||||
G-III Apparel Group Ltd * |
14,600 | 395 | ||||||
Goodyear Tire & Rubber Co/The * |
16,500 | 156 | ||||||
Graham Holdings Co, Cl B |
165 | 162 | ||||||
Grand Canyon Education Inc * |
1,440 | 259 | ||||||
Group 1 Automotive Inc |
1,900 | 873 | ||||||
H&R Block Inc |
14,710 | 802 | ||||||
Harley-Davidson Inc |
6,700 | 173 | ||||||
Haverty Furniture Cos Inc |
7,400 | 169 | ||||||
Hooker Furnishings Corp |
9,714 | 127 | ||||||
Hovnanian Enterprises Inc, Cl A * |
1,492 | 152 | ||||||
Inspired Entertainment Inc * |
12,335 | 133 | ||||||
Laureate Education Inc, Cl A * |
8,320 | 166 | ||||||
La-Z-Boy Inc |
10,900 | 493 | ||||||
Life Time Group Holdings Inc * |
7,440 | 227 | ||||||
Lindblad Expeditions Holdings Inc * |
47,842 | 534 | ||||||
M/I Homes Inc * |
4,100 | 480 | ||||||
Marine Products Corp |
6,597 | 57 | ||||||
Marriott Vacations Worldwide Corp |
1,150 | 87 | ||||||
Mattel Inc * |
16,900 | 360 | ||||||
Meritage Homes Corp |
9,400 | 681 | ||||||
Modine Manufacturing Co * |
4,400 | 372 | ||||||
Monarch Casino & Resort Inc |
1,976 | 181 | ||||||
Murphy USA Inc |
605 | 284 | ||||||
Nathan's Famous Inc |
1,187 | 121 | ||||||
Nordstrom Inc |
11,100 | 270 | ||||||
ODP Corp/The * |
9,100 | 142 | ||||||
Ollie's Bargain Outlet Holdings Inc * |
2,271 | 235 | ||||||
OneSpaWorld Holdings Ltd |
24,664 | 471 | ||||||
Peloton Interactive Inc, Cl A * |
15,068 | 113 | ||||||
Penske Automotive Group Inc |
1,130 | 191 | ||||||
Perdoceo Education Corp |
27,319 | 699 | ||||||
Planet Fitness Inc, Cl A * |
1,166 | 108 | ||||||
Playa Hotels & Resorts NV * |
23,800 | 318 | ||||||
PlayAGS Inc * |
44,025 | 534 | ||||||
Polaris Inc |
2,200 | 99 | ||||||
Potbelly Corp * |
39,161 | 499 | ||||||
PVH Corp |
5,883 | 440 | ||||||
RealReal Inc/The * |
15,006 | 102 | ||||||
Revolve Group Inc, Cl A * |
6,872 | 182 | ||||||
RH * |
541 | 174 | ||||||
Rocky Brands Inc |
3,025 | 61 | ||||||
Rush Street Interactive Inc * |
22,180 | 259 | ||||||
Sally Beauty Holdings Inc * |
12,500 | 113 | ||||||
Shoe Carnival Inc |
2,400 | 53 | ||||||
Signet Jewelers Ltd |
4,900 | 256 | ||||||
SEI Institutional Investments Trust
53
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Standard Motor Products Inc |
2,250 | $ | 64 | |||||
Stride Inc * |
1,722 | 236 | ||||||
Sturm Ruger & Co Inc |
1,250 | 49 | ||||||
Texas Roadhouse Inc, Cl A |
2,668 | 491 | ||||||
Tri Pointe Homes Inc * |
24,200 | 766 | ||||||
Udemy Inc * |
53,576 | 516 | ||||||
Universal Technical Institute Inc * |
2,800 | 79 | ||||||
Upbound Group Inc, Cl A |
16,740 | 432 | ||||||
Urban Outfitters Inc * |
3,813 | 222 | ||||||
VF Corp |
9,877 | 246 | ||||||
Wingstop Inc |
387 | 91 | ||||||
Winmark Corp |
235 | 79 | ||||||
Winnebago Industries Inc |
5,300 | 214 | ||||||
Wyndham Hotels & Resorts Inc |
2,438 | 264 | ||||||
Xponential Fitness Inc, Cl A * |
19,914 | 263 | ||||||
| 23,411 | ||||||||
Consumer Staples — 5.6% |
||||||||
Albertsons Cos Inc, Cl A |
7,500 | 158 | ||||||
Andersons Inc/The |
2,150 | 92 | ||||||
B&G Foods Inc, Cl A |
40,500 | 271 | ||||||
BellRing Brands Inc * |
2,915 | 214 | ||||||
BJ's Wholesale Club Holdings Inc * |
2,060 | 209 | ||||||
Calavo Growers Inc |
1,380 | 32 | ||||||
Cal-Maine Foods Inc |
2,450 | 221 | ||||||
Casey's General Stores Inc |
2,682 | 1,111 | ||||||
Central Garden & Pet Co * |
2,050 | 72 | ||||||
Central Garden & Pet Co, Cl A * |
3,017 | 95 | ||||||
Chefs' Warehouse Inc/The * |
3,878 | 243 | ||||||
Coca-Cola Consolidated Inc |
228 | 323 | ||||||
Dole PLC |
6,030 | 88 | ||||||
Energizer Holdings Inc |
8,500 | 261 | ||||||
Flowers Foods Inc |
8,760 | 164 | ||||||
Fresh Del Monte Produce Inc |
11,460 | 349 | ||||||
Hain Celestial Group Inc/The * |
22,410 | 80 | ||||||
Herbalife Ltd * |
126,150 | 1,047 | ||||||
Honest Co Inc/The * |
37,710 | 204 | ||||||
Ingles Markets Inc, Cl A |
8,617 | 529 | ||||||
Ingredion Inc |
7,290 | 952 | ||||||
John B Sanfilippo & Son Inc |
1,080 | 76 | ||||||
Lancaster Colony Corp |
950 | 182 | ||||||
Lifeway Foods Inc * |
9,678 | 205 | ||||||
Mission Produce Inc * |
43,460 | 537 | ||||||
Natural Grocers by Vitamin Cottage Inc |
13,691 | 608 | ||||||
Nature's Sunshine Products Inc * |
1,180 | 17 | ||||||
Oil-Dri Corp of America |
840 | 37 | ||||||
Performance Food Group Co * |
1,270 | 108 | ||||||
Pilgrim's Pride Corp * |
3,020 | 164 | ||||||
Post Holdings Inc * |
2,220 | 252 | ||||||
PriceSmart Inc |
6,640 | 594 | ||||||
PRIMO BRANDS CORP |
8,179 | 276 | ||||||
Reynolds Consumer Products Inc |
3,300 | 81 | ||||||
Seaboard Corp |
19 | 53 | ||||||
Seneca Foods Corp, Cl A * |
400 | 32 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
SpartanNash Co |
13,520 | $ | 273 | |||||
Spectrum Brands Holdings Inc |
2,700 | 209 | ||||||
Sprouts Farmers Market Inc * |
6,999 | 1,039 | ||||||
Turning Point Brands Inc |
9,182 | 645 | ||||||
Universal Corp/VA |
2,080 | 111 | ||||||
USANA Health Sciences Inc * |
930 | 28 | ||||||
Village Super Market Inc, Cl A |
19,261 | 607 | ||||||
Vita Coco Co Inc/The * |
3,947 | 128 | ||||||
Vital Farms Inc * |
5,409 | 179 | ||||||
Weis Markets Inc |
1,260 | 93 | ||||||
WK Kellogg Co |
40,300 | 799 | ||||||
| 14,048 | ||||||||
Energy — 4.4% |
||||||||
Archrock Inc |
7,605 | 206 | ||||||
Ardmore Shipping Corp |
3,400 | 31 | ||||||
Aris Water Solutions Inc, Cl A |
14,863 | 468 | ||||||
Berry Corp |
80,990 | 330 | ||||||
Cactus Inc, Cl A |
6,085 | 320 | ||||||
Clean Energy Fuels Corp * |
27,490 | 56 | ||||||
CNX Resources Corp * |
15,800 | 457 | ||||||
Comstock Resources Inc * |
10,272 | 185 | ||||||
CONSOL Energy Inc |
4,358 | 324 | ||||||
Crescent Energy Co, Cl A |
9,168 | 116 | ||||||
DHT Holdings Inc |
67,780 | 701 | ||||||
Diversified Energy Co PLC |
3,370 | 45 | ||||||
Excelerate Energy Inc, Cl A |
13,024 | 399 | ||||||
FutureFuel Corp |
80,590 | 364 | ||||||
Golar LNG Ltd |
3,354 | 129 | ||||||
Gulfport Energy Corp * |
5,041 | 856 | ||||||
Helmerich & Payne Inc |
15,500 | 411 | ||||||
HF Sinclair Corp |
12,000 | 423 | ||||||
Innovex International Inc * |
3,660 | 67 | ||||||
International Seaways Inc |
2,490 | 83 | ||||||
Kinetik Holdings Inc, Cl A |
4,185 | 244 | ||||||
Kodiak Gas Services Inc |
5,835 | 251 | ||||||
Liberty Energy Inc, Cl A |
17,700 | 306 | ||||||
Matador Resources Co |
21,184 | 1,109 | ||||||
Patterson-UTI Energy Inc |
17,600 | 146 | ||||||
PBF Energy Inc, Cl A |
6,400 | 137 | ||||||
Peabody Energy Corp |
13,800 | 190 | ||||||
Range Resources Corp |
5,314 | 197 | ||||||
Riley Exploration Permian Inc |
13,767 | 434 | ||||||
Scorpio Tankers Inc |
2,460 | 98 | ||||||
SM Energy Co |
6,000 | 196 | ||||||
Solaris Energy Infrastructure Inc, Cl A |
6,176 | 211 | ||||||
Teekay Corp |
89,435 | 585 | ||||||
Teekay Tankers Ltd, Cl A |
2,070 | 78 | ||||||
Texas Pacific Land Corp |
90 | 128 | ||||||
VAALCO Energy Inc |
37,370 | 149 | ||||||
World Kinect Corp |
23,500 | 704 | ||||||
| 11,134 | ||||||||
54
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Financials — 23.6% |
||||||||
1st Source Corp |
1,280 | $ | 83 | |||||
AFC Gamma Inc ‡ |
22,795 | 194 | ||||||
Affiliated Managers Group Inc |
4,900 | 837 | ||||||
AG Mortgage Investment Trust Inc ‡ |
48,700 | 369 | ||||||
Alerus Financial Corp |
16,016 | 326 | ||||||
Amalgamated Financial Corp |
19,017 | 617 | ||||||
American Coastal Insurance Corp |
2,320 | 28 | ||||||
American Financial Group Inc/OH |
710 | 90 | ||||||
AMERISAFE Inc |
560 | 29 | ||||||
Apollo Commercial Real Estate Finance Inc ‡ |
18,100 | 183 | ||||||
Arbor Realty Trust Inc ‡ |
15,600 | 193 | ||||||
Artisan Partners Asset Management Inc, Cl A |
3,330 | 141 | ||||||
Associated Banc-Corp |
30,700 | 763 | ||||||
Assurant Inc |
1,270 | 264 | ||||||
Atlanticus Holdings Corp * |
8,616 | 473 | ||||||
Axis Capital Holdings Ltd |
3,410 | 330 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Cl E |
30,573 | 1,295 | ||||||
Bank of NT Butterfield & Son Ltd/The |
19,340 | 750 | ||||||
Bank OZK |
14,500 | 696 | ||||||
Bank7 Corp |
10,332 | 426 | ||||||
BayCom Corp |
5,154 | 142 | ||||||
BCB Bancorp Inc |
10,300 | 104 | ||||||
Bridgewater Bancshares Inc * |
1,760 | 26 | ||||||
Brighthouse Financial Inc * |
3,600 | 214 | ||||||
Brightsphere Investment Group Inc |
1,910 | 47 | ||||||
Business First Bancshares Inc |
5,240 | 139 | ||||||
Camden National Corp |
9,500 | 418 | ||||||
Capital Bancorp Inc |
4,871 | 149 | ||||||
Capital City Bank Group Inc |
3,280 | 122 | ||||||
Carter Bankshares Inc * |
8,141 | 141 | ||||||
Cathay General Bancorp |
8,600 | 404 | ||||||
Central Pacific Financial Corp |
1,800 | 52 | ||||||
Civista Bancshares Inc |
8,665 | 179 | ||||||
CNB Financial Corp/PA |
15,760 | 393 | ||||||
CNO Financial Group Inc |
37,500 | 1,563 | ||||||
Coastal Financial Corp/WA * |
6,264 | 618 | ||||||
Colony Bankcorp Inc |
14,931 | 252 | ||||||
Columbia Banking System Inc |
39,800 | 1,064 | ||||||
Commerce Bancshares Inc/MO |
4,284 | 279 | ||||||
Community Trust Bancorp Inc |
12,230 | 668 | ||||||
Crawford & Co, Cl A |
17,184 | 211 | ||||||
CrossFirst Bankshares Inc * |
8,111 | 130 | ||||||
Customers Bancorp Inc * |
5,300 | 286 | ||||||
Diamond Hill Investment Group Inc |
3,800 | 555 | ||||||
Dime Community Bancshares Inc |
6,000 | 186 | ||||||
Donegal Group Inc, Cl A |
10,959 | 192 | ||||||
Employers Holdings Inc |
12,730 | 659 | ||||||
Enact Holdings Inc |
2,410 | 83 | ||||||
Enova International Inc * |
3,337 | 345 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Esquire Financial Holdings Inc |
7,235 | $ | 558 | |||||
Essent Group Ltd |
4,240 | 244 | ||||||
Euronet Worldwide Inc * |
2,020 | 207 | ||||||
Everest Group Ltd |
800 | 283 | ||||||
EVERTEC Inc |
5,300 | 198 | ||||||
Farmers National Banc Corp |
5,445 | 79 | ||||||
Federated Hermes Inc, Cl B |
11,600 | 450 | ||||||
Fidelis Insurance Holdings Ltd |
26,290 | 387 | ||||||
Financial Institutions Inc |
13,660 | 383 | ||||||
First BanCorp/Puerto Rico |
21,500 | 419 | ||||||
First Busey Corp |
9,500 | 228 | ||||||
First Business Financial Services Inc |
9,790 | 520 | ||||||
First Commonwealth Financial Corp |
12,500 | 206 | ||||||
First Community Bankshares Inc |
6,900 | 289 | ||||||
First Financial Bankshares Inc |
27,155 | 1,023 | ||||||
First Financial Corp/IN |
10,870 | 562 | ||||||
First Mid Bancshares Inc |
1,510 | 58 | ||||||
FirstCash Holdings Inc |
1,720 | 193 | ||||||
FNB Corp/PA |
20,700 | 307 | ||||||
Forge Global Holdings Inc * |
103,920 | 104 | ||||||
FS KKR Capital Corp |
14,600 | 343 | ||||||
Fulton Financial Corp |
15,700 | 311 | ||||||
GCM Grosvenor Inc, Cl A |
3,700 | 52 | ||||||
Genworth Financial Inc, Cl A * |
44,700 | 311 | ||||||
Great Southern Bancorp Inc |
3,260 | 192 | ||||||
Greenlight Capital Re Ltd, Cl A * |
2,530 | 35 | ||||||
Guaranty Bancshares Inc/TX |
2,720 | 110 | ||||||
Hamilton Insurance Group Ltd, Cl B * |
3,080 | 60 | ||||||
Hamilton Lane Inc, Cl A |
3,365 | 526 | ||||||
Hancock Whitney Corp |
8,300 | 474 | ||||||
Hanmi Financial Corp |
25,110 | 603 | ||||||
Hanover Insurance Group Inc/The |
1,590 | 271 | ||||||
HBT Financial Inc |
25,995 | 650 | ||||||
HCI Group Inc |
2,807 | 370 | ||||||
Heritage Financial Corp/WA |
2,000 | 51 | ||||||
Heritage Insurance Holdings Inc * |
7,250 | 85 | ||||||
Home Bancorp Inc |
590 | 28 | ||||||
HomeTrust Bancshares Inc |
9,099 | 334 | ||||||
Hope Bancorp Inc |
26,100 | 285 | ||||||
Horace Mann Educators Corp |
2,860 | 121 | ||||||
Houlihan Lokey Inc, Cl A |
700 | 121 | ||||||
Independent Bank Corp/MI |
24,590 | 836 | ||||||
International Money Express Inc * |
38,074 | 583 | ||||||
Invesco Mortgage Capital Inc ‡ |
7,650 | 67 | ||||||
Investors Title Co |
130 | 31 | ||||||
Jackson Financial Inc, Cl A |
6,600 | 605 | ||||||
Janus Henderson Group PLC |
690 | 29 | ||||||
LendingTree Inc * |
6,531 | 264 | ||||||
Lincoln National Corp |
7,800 | 304 | ||||||
Mercantile Bank Corp |
17,795 | 858 | ||||||
Meridian Corp |
11,600 | 177 | ||||||
Metrocity Bankshares Inc |
2,886 | 87 | ||||||
MGIC Investment Corp |
24,000 | 591 | ||||||
SEI Institutional Investments Trust
55
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mid Penn Bancorp Inc |
15,369 | $ | 436 | |||||
MidCap Financial Investment Corp |
21,366 | 294 | ||||||
Midland States Bancorp Inc |
13,400 | 260 | ||||||
MidWestOne Financial Group Inc |
2,360 | 72 | ||||||
Moelis & Co, Cl A |
13,850 | 978 | ||||||
Moneylion Inc * |
3,850 | 335 | ||||||
Morningstar Inc |
520 | 163 | ||||||
Mr Cooper Group Inc * |
7,800 | 877 | ||||||
NerdWallet Inc, Cl A * |
43,596 | 445 | ||||||
New Mountain Finance Corp |
20,100 | 234 | ||||||
New York Mortgage Trust Inc ‡ |
25,450 | 178 | ||||||
NewtekOne Inc |
3,714 | 48 | ||||||
Nicolet Bankshares Inc |
880 | 105 | ||||||
NMI Holdings Inc, Cl A * |
3,670 | 134 | ||||||
Northeast Community Bancorp Inc |
15,000 | 349 | ||||||
Northrim BanCorp Inc |
9,720 | 800 | ||||||
Oaktree Specialty Lending Corp |
13,100 | 211 | ||||||
OFG Bancorp |
18,880 | 802 | ||||||
Old National Bancorp/IN |
14,400 | 342 | ||||||
Old Republic International Corp |
13,444 | 518 | ||||||
Old Second Bancorp Inc |
14,130 | 259 | ||||||
OppFi Inc |
40,564 | 400 | ||||||
Orchid Island Capital Inc, Cl A ‡ |
26,110 | 223 | ||||||
Orrstown Financial Services Inc |
15,755 | 528 | ||||||
Palomar Holdings Inc, Cl A * |
1,717 | 221 | ||||||
Pathward Financial Inc |
1,764 | 137 | ||||||
Patria Investments Ltd, Cl A |
3,970 | 45 | ||||||
Paymentus Holdings Inc, Cl A * |
4,680 | 128 | ||||||
Payoneer Global Inc * |
17,559 | 150 | ||||||
Paysafe Ltd * |
8,676 | 172 | ||||||
PCB Bancorp |
10,100 | 198 | ||||||
PennantPark Investment Corp |
43,000 | 313 | ||||||
Peoples Bancorp Inc/OH |
2,450 | 78 | ||||||
Peoples Bancorp of North Carolina Inc |
3,325 | 88 | ||||||
Peoples Financial Services Corp |
2,331 | 114 | ||||||
Perella Weinberg Partners, Cl A |
3,480 | 80 | ||||||
Pinnacle Financial Partners Inc |
1,815 | 207 | ||||||
Piper Sandler Cos |
4,038 | 1,169 | ||||||
PJT Partners Inc, Cl A |
1,460 | 233 | ||||||
Ponce Financial Group Inc * |
12,651 | 166 | ||||||
Popular Inc |
10,420 | 1,046 | ||||||
Primerica Inc |
940 | 273 | ||||||
Provident Bancorp Inc * |
181 | 2 | ||||||
Red River Bancshares Inc |
2,028 | 114 | ||||||
Regional Management Corp |
19,285 | 647 | ||||||
Reinsurance Group of America Inc, Cl A |
1,520 | 308 | ||||||
RenaissanceRe Holdings Ltd |
1,250 | 297 | ||||||
Republic Bancorp Inc/KY, Cl A |
9,903 | 672 | ||||||
Rithm Capital Corp ‡ |
31,400 | 382 | ||||||
RLI Corp |
1,170 | 89 | ||||||
Safety Insurance Group Inc |
1,080 | 82 | ||||||
Selective Insurance Group Inc |
420 | 36 | ||||||
Selectquote Inc * |
33,150 | 151 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sierra Bancorp |
13,468 | $ | 414 | |||||
Sixth Street Specialty Lending Inc |
12,300 | 289 | ||||||
Skyward Specialty Insurance Group Inc * |
2,130 | 111 | ||||||
SLM Corp |
6,902 | 208 | ||||||
SmartFinancial Inc |
4,797 | 167 | ||||||
South Plains Financial Inc |
1,300 | 46 | ||||||
Southern Missouri Bancorp Inc |
3,359 | 196 | ||||||
Southern States Bancshares Inc |
3,948 | 128 | ||||||
Stellar Bancorp Inc |
2,891 | 84 | ||||||
StepStone Group Inc, Cl A |
2,221 | 134 | ||||||
Stifel Financial Corp |
11,894 | 1,263 | ||||||
StoneX Group Inc * |
3,239 | 391 | ||||||
Sunrise Realty Trust Inc ‡ |
5,945 | 72 | ||||||
Synovus Financial Corp |
7,950 | 412 | ||||||
Third Coast Bancshares Inc * |
1,030 | 37 | ||||||
Timberland Bancorp Inc/WA |
79 | 3 | ||||||
Towne Bank/Portsmouth VA |
3,940 | 145 | ||||||
TPG RE Finance Trust Inc ‡ |
37,170 | 321 | ||||||
United Fire Group Inc |
15,361 | 431 | ||||||
Unity Bancorp Inc |
1,670 | 79 | ||||||
Universal Insurance Holdings Inc |
36,920 | 819 | ||||||
Univest Financial Corp |
10,500 | 321 | ||||||
Upstart Holdings Inc * |
4,097 | 273 | ||||||
USCB Financial Holdings Inc |
8,200 | 160 | ||||||
Victory Capital Holdings Inc, Cl A |
3,606 | 231 | ||||||
Virtu Financial Inc, Cl A |
4,280 | 156 | ||||||
Virtus Investment Partners Inc |
390 | 73 | ||||||
Voya Financial Inc |
10 | 1 | ||||||
WaFd Inc |
12,800 | 379 | ||||||
Waterstone Financial Inc |
5,258 | 74 | ||||||
Westamerica BanCorp |
1,010 | 53 | ||||||
Western Union Co/The |
4,350 | 47 | ||||||
White Mountains Insurance Group Ltd |
115 | 213 | ||||||
World Acceptance Corp * |
4,266 | 575 | ||||||
| 59,066 | ||||||||
Health Care — 14.4% |
||||||||
Accuray Inc * |
42,854 | 86 | ||||||
ACELYRIN Inc * |
39,629 | 106 | ||||||
Actinium Pharmaceuticals Inc * |
72,430 | 83 | ||||||
Addus HomeCare Corp * |
990 | 95 | ||||||
Akero Therapeutics Inc * |
3,210 | 158 | ||||||
Alector Inc * |
41,943 | 69 | ||||||
Alignment Healthcare Inc * |
12,664 | 199 | ||||||
Alkermes PLC * |
28,380 | 974 | ||||||
ALX Oncology Holdings Inc * |
73,610 | 81 | ||||||
AMN Healthcare Services Inc * |
3,300 | 84 | ||||||
AngioDynamics Inc * |
11,158 | 104 | ||||||
ANI Pharmaceuticals Inc * |
5,358 | 332 | ||||||
Anika Therapeutics Inc * |
4,133 | 72 | ||||||
Arcellx Inc * |
390 | 25 | ||||||
Arcus Biosciences Inc * |
3,680 | 40 | ||||||
Arcutis Biotherapeutics Inc * |
10,363 | 142 | ||||||
Ardent Health Partners Inc * |
24,810 | 364 | ||||||
56
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
AtriCure Inc * |
4,102 | $ | 159 | |||||
Avanos Medical Inc * |
2,790 | 42 | ||||||
Axogen Inc * |
14,777 | 296 | ||||||
Axsome Therapeutics Inc * |
3,691 | 471 | ||||||
Bioventus Inc, Cl A * |
31,970 | 324 | ||||||
Blueprint Medicines Corp * |
4,390 | 424 | ||||||
Bridgebio Pharma Inc * |
5,475 | 191 | ||||||
BrightSpring Health Services Inc * |
8,590 | 166 | ||||||
CareDx Inc * |
9,769 | 216 | ||||||
Catalyst Pharmaceuticals Inc * |
21,390 | 490 | ||||||
Celcuity Inc * |
270 | 2 | ||||||
CG oncology Inc * |
1,886 | 49 | ||||||
Chemed Corp |
456 | 274 | ||||||
ChromaDex Corp * |
40,500 | 228 | ||||||
Coherus Biosciences Inc * |
325,182 | 361 | ||||||
Collegium Pharmaceutical Inc * |
7,340 | 213 | ||||||
Community Health Systems Inc * |
22,034 | 66 | ||||||
Corcept Therapeutics Inc * |
3,742 | 227 | ||||||
CorVel Corp * |
1,800 | 198 | ||||||
Cullinan Therapeutics Inc * |
3,380 | 29 | ||||||
CVRx Inc * |
4,900 | 63 | ||||||
Day One Biopharmaceuticals Inc * |
30,130 | 273 | ||||||
Delcath Systems Inc * |
9,816 | 139 | ||||||
Doximity Inc, Cl A * |
4,971 | 350 | ||||||
Editas Medicine Inc, Cl A * |
55,570 | 107 | ||||||
Embecta Corp |
12,160 | 164 | ||||||
Encompass Health Corp |
3,200 | 320 | ||||||
Enhabit Inc * |
10,130 | 85 | ||||||
Ensign Group Inc/The |
8,996 | 1,162 | ||||||
Entrada Therapeutics Inc * |
10,938 | 131 | ||||||
Evolus Inc * |
18,783 | 274 | ||||||
Exelixis Inc * |
29,680 | 1,148 | ||||||
GeneDx Holdings Corp, Cl A * |
1,659 | 171 | ||||||
Generation Bio Co * |
110,010 | 64 | ||||||
Geron Corp * |
17,528 | 31 | ||||||
Globus Medical Inc, Cl A * |
4,659 | 374 | ||||||
GRAIL Inc * |
3,539 | 136 | ||||||
Guardant Health Inc * |
5,213 | 222 | ||||||
Halozyme Therapeutics Inc * |
10,900 | 645 | ||||||
Harmony Biosciences Holdings Inc * |
16,940 | 573 | ||||||
Health Catalyst Inc * |
38,630 | 180 | ||||||
HealthEquity Inc * |
7,582 | 832 | ||||||
HealthStream Inc |
6,316 | 213 | ||||||
Henry Schein Inc * |
1,720 | 124 | ||||||
ICU Medical Inc * |
680 | 99 | ||||||
InfuSystem Holdings Inc * |
10,488 | 84 | ||||||
Innoviva Inc * |
4,890 | 88 | ||||||
Insmed Inc * |
9,099 | 742 | ||||||
Integer Holdings Corp * |
1,685 | 208 | ||||||
Intra-Cellular Therapies Inc * |
3,706 | 475 | ||||||
Ionis Pharmaceuticals Inc * |
3,160 | 105 | ||||||
iRadimed Corp |
10,843 | 584 | ||||||
Ironwood Pharmaceuticals Inc, Cl A * |
218,156 | 351 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Jazz Pharmaceuticals PLC * |
10,030 | $ | 1,440 | |||||
Joint Corp/The * |
17,336 | 197 | ||||||
Kiniksa Pharmaceuticals International Plc, Cl A * |
15,026 | 305 | ||||||
Krystal Biotech Inc * |
530 | 95 | ||||||
Lantheus Holdings Inc * |
8,410 | 789 | ||||||
LeMaitre Vascular Inc |
3,013 | 277 | ||||||
LifeMD Inc * |
33,284 | 175 | ||||||
Ligand Pharmaceuticals Inc * |
980 | 120 | ||||||
LivaNova PLC * |
2,320 | 97 | ||||||
Madrigal Pharmaceuticals Inc * |
540 | 184 | ||||||
Masimo Corp * |
1,111 | 210 | ||||||
Medpace Holdings Inc * |
430 | 141 | ||||||
Merit Medical Systems Inc * |
12,307 | 1,256 | ||||||
Mesa Laboratories Inc |
1,140 | 159 | ||||||
Mirum Pharmaceuticals Inc * |
3,445 | 164 | ||||||
National HealthCare Corp |
1,240 | 115 | ||||||
Neurocrine Biosciences Inc * |
1,260 | 150 | ||||||
Nuvalent Inc, Cl A * |
1,290 | 97 | ||||||
Option Care Health Inc * |
21,552 | 722 | ||||||
OraSure Technologies Inc * |
73,290 | 255 | ||||||
Organogenesis Holdings Inc, Cl A * |
126,084 | 783 | ||||||
Organon & Co |
27,000 | 403 | ||||||
Owens & Minor Inc * |
16,596 | 159 | ||||||
Pacira BioSciences Inc * |
12,680 | 305 | ||||||
Paragon 28 Inc * |
6,770 | 88 | ||||||
Patterson Cos Inc |
6,400 | 199 | ||||||
Pennant Group Inc/The * |
8,910 | 203 | ||||||
Penumbra Inc * |
721 | 206 | ||||||
Perrigo Co PLC |
6,320 | 183 | ||||||
Phathom Pharmaceuticals Inc * |
14,240 | 79 | ||||||
Phibro Animal Health Corp, Cl A |
8,580 | 195 | ||||||
Premier Inc, Cl A |
24,200 | 440 | ||||||
Prestige Consumer Healthcare Inc * |
5,950 | 504 | ||||||
PROCEPT BioRobotics Corp * |
2,609 | 168 | ||||||
Puma Biotechnology Inc * |
72,817 | 261 | ||||||
QIAGEN NV |
3,495 | 134 | ||||||
QuidelOrtho Corp * |
2,400 | 96 | ||||||
RadNet Inc * |
9,849 | 546 | ||||||
RAPT Therapeutics Inc * |
62,997 | 72 | ||||||
Relay Therapeutics Inc * |
19,350 | 66 | ||||||
Replimune Group Inc, Cl Rights * |
10,360 | 131 | ||||||
Rhythm Pharmaceuticals Inc * |
2,162 | 119 | ||||||
Rigel Pharmaceuticals Inc * |
24,131 | 556 | ||||||
Scholar Rock Holding Corp * |
5,041 | 196 | ||||||
SIGA Technologies Inc |
50,792 | 279 | ||||||
Soleno Therapeutics Inc * |
1,560 | 76 | ||||||
Supernus Pharmaceuticals Inc * |
6,950 | 223 | ||||||
Syndax Pharmaceuticals Inc * |
4,222 | 66 | ||||||
Tactile Systems Technology Inc * |
33,831 | 483 | ||||||
Talkspace Inc * |
23,810 | 68 | ||||||
Tango Therapeutics Inc * |
32,610 | 67 | ||||||
Tarsus Pharmaceuticals Inc * |
2,533 | 113 | ||||||
SEI Institutional Investments Trust
57
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Taysha Gene Therapies Inc * |
50,436 | $ | 81 | |||||
Teleflex Inc |
90 | 12 | ||||||
Tenet Healthcare Corp * |
3,200 | 405 | ||||||
Terns Pharmaceuticals Inc * |
4,450 | 16 | ||||||
TG Therapeutics Inc * |
4,153 | 125 | ||||||
Theravance Biopharma Inc * |
5,500 | 51 | ||||||
Travere Therapeutics Inc * |
7,229 | 155 | ||||||
Treace Medical Concepts Inc * |
11,516 | 103 | ||||||
United Therapeutics Corp * |
2,922 | 935 | ||||||
Universal Health Services Inc, Cl B |
1,420 | 249 | ||||||
Utah Medical Products Inc |
7,620 | 454 | ||||||
Vanda Pharmaceuticals Inc * |
73,810 | 351 | ||||||
Verve Therapeutics Inc * |
37,700 | 239 | ||||||
Viemed Healthcare Inc * |
9,823 | 77 | ||||||
WaVe Life Sciences Ltd * |
15,320 | 162 | ||||||
Waystar Holding Corp * |
5,624 | 244 | ||||||
Zymeworks Inc * |
1,640 | 22 | ||||||
| 36,053 | ||||||||
Industrials — 15.5% |
||||||||
ABM Industries Inc |
7,400 | 402 | ||||||
ACCO Brands Corp |
49,600 | 232 | ||||||
Acuity Brands Inc |
1,669 | 496 | ||||||
ACV Auctions Inc, Cl A * |
15,000 | 241 | ||||||
AerSale Corp * |
14,500 | 101 | ||||||
Alaska Air Group Inc * |
3,288 | 238 | ||||||
American Superconductor Corp * |
3,082 | 70 | ||||||
American Woodmark Corp * |
7,500 | 466 | ||||||
Apogee Enterprises Inc |
7,500 | 360 | ||||||
Applied Industrial Technologies Inc |
2,175 | 545 | ||||||
ArcBest Corp |
6,600 | 520 | ||||||
Archer Aviation Inc, Cl A * |
13,016 | 116 | ||||||
Argan Inc |
1,871 | 244 | ||||||
Astronics Corp * |
4,409 | 88 | ||||||
Atkore Inc |
6,600 | 406 | ||||||
AZEK Co Inc/The, Cl A * |
9,490 | 445 | ||||||
Barrett Business Services Inc |
10,290 | 414 | ||||||
Boise Cascade Co |
3,460 | 359 | ||||||
BrightView Holdings Inc * |
10,240 | 137 | ||||||
Brink's Co/The |
2,000 | 188 | ||||||
Brookfield Business Corp, Cl A |
9,876 | 272 | ||||||
BWX Technologies Inc |
2,680 | 279 | ||||||
CACI International Inc, Cl A * |
225 | 75 | ||||||
Cadre Holdings Inc |
9,271 | 312 | ||||||
Casella Waste Systems Inc, Cl A * |
10,430 | 1,168 | ||||||
Chart Industries Inc * |
1,364 | 260 | ||||||
Clean Harbors Inc * |
1,380 | 295 | ||||||
Commercial Vehicle Group Inc * |
37,511 | 78 | ||||||
Concrete Pumping Holdings Inc |
11,660 | 76 | ||||||
Covenant Logistics Group Inc, Cl A |
2,000 | 50 | ||||||
CRA International Inc |
520 | 100 | ||||||
Crane Co |
5,494 | 895 | ||||||
CSG Systems International Inc |
4,180 | 269 | ||||||
Curtiss-Wright Corp |
940 | 302 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Deluxe Corp |
7,700 | $ | 127 | |||||
DNOW Inc * |
16,501 | 264 | ||||||
Donaldson Co Inc |
3,490 | 241 | ||||||
Ducommun Inc * |
1,220 | 72 | ||||||
DXP Enterprises Inc/TX * |
1,704 | 154 | ||||||
EMCOR Group Inc |
740 | 303 | ||||||
EnerSys |
1,970 | 200 | ||||||
Ennis Inc |
20,828 | 442 | ||||||
Enpro Inc |
915 | 167 | ||||||
ESCO Technologies Inc |
1,339 | 221 | ||||||
ExlService Holdings Inc * |
29,296 | 1,419 | ||||||
Exponent Inc |
4,185 | 354 | ||||||
Federal Signal Corp |
9,140 | 743 | ||||||
Franklin Covey Co * |
11,539 | 369 | ||||||
Franklin Electric Co Inc |
1,380 | 141 | ||||||
Frontier Group Holdings Inc * |
47,803 | 344 | ||||||
FTI Consulting Inc * |
2,219 | 367 | ||||||
Gates Industrial Corp PLC * |
25,300 | 547 | ||||||
Genpact Ltd |
9,865 | 525 | ||||||
GEO Group Inc/The * |
6,041 | 165 | ||||||
Global Industrial Co |
2,821 | 66 | ||||||
GMS Inc * |
4,400 | 350 | ||||||
Gorman-Rupp Co/The |
1,700 | 65 | ||||||
Graham Corp * |
6,061 | 205 | ||||||
Greenbrier Cos Inc/The |
6,600 | 371 | ||||||
Heidrick & Struggles International Inc |
5,517 | 226 | ||||||
HNI Corp |
2,770 | 129 | ||||||
Huron Consulting Group Inc * |
2,459 | 375 | ||||||
Hyster-Yale Inc |
4,015 | 204 | ||||||
IBEX Holdings Ltd * |
10,458 | 265 | ||||||
ICF International Inc |
490 | 39 | ||||||
Innodata Inc * |
6,201 | 327 | ||||||
Insteel Industries Inc |
5,345 | 150 | ||||||
Interface Inc, Cl A |
29,390 | 595 | ||||||
Intuitive Machines Inc * |
7,944 | 116 | ||||||
Karat Packaging Inc |
17,891 | 535 | ||||||
Kelly Services Inc, Cl A |
10,500 | 141 | ||||||
Kforce Inc |
1,940 | 97 | ||||||
Kirby Corp * |
3,830 | 399 | ||||||
Korn Ferry |
1,340 | 88 | ||||||
Kratos Defense & Security Solutions Inc * |
6,880 | 182 | ||||||
L B Foster Co, Cl A * |
3,721 | 102 | ||||||
Landstar System Inc |
1,340 | 213 | ||||||
Leonardo DRS Inc * |
3,240 | 99 | ||||||
Limbach Holdings Inc * |
940 | 78 | ||||||
Lincoln Electric Holdings Inc |
1,120 | 231 | ||||||
Liquidity Services Inc * |
9,770 | 327 | ||||||
LSI Industries Inc |
17,530 | 324 | ||||||
Luxfer Holdings PLC |
18,870 | 230 | ||||||
MasTec Inc * |
1,398 | 183 | ||||||
Matrix Service Co * |
9,230 | 115 | ||||||
Matson Inc |
4,500 | 648 | ||||||
Maximus Inc |
2,940 | 192 | ||||||
58
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mayville Engineering Co Inc * |
370 | $ | 6 | |||||
Mercury Systems Inc * |
3,700 | 164 | ||||||
Moog Inc, Cl A |
1,350 | 230 | ||||||
MRC Global Inc * |
6,530 | 79 | ||||||
MSA Safety Inc |
1,500 | 246 | ||||||
Mueller Industries Inc |
8,750 | 702 | ||||||
Mueller Water Products Inc, Cl A |
33,650 | 867 | ||||||
National Presto Industries Inc |
610 | 62 | ||||||
Net Power Inc * |
28,544 | 207 | ||||||
Northwest Pipe Co * |
910 | 40 | ||||||
Omega Flex Inc |
1,860 | 66 | ||||||
Orion Group Holdings Inc * |
28,150 | 200 | ||||||
PAM Transportation Services Inc * |
5,377 | 70 | ||||||
Park Aerospace Corp |
2,600 | 36 | ||||||
Park-Ohio Holdings Corp |
18,446 | 446 | ||||||
Parsons Corp * |
2,380 | 139 | ||||||
Paylocity Holding Corp * |
790 | 161 | ||||||
Pitney Bowes Inc |
17,597 | 191 | ||||||
Planet Labs PBC * |
26,357 | 122 | ||||||
Powell Industries Inc |
1,184 | 201 | ||||||
Preformed Line Products Co |
1,636 | 213 | ||||||
Primoris Services Corp |
4,615 | 331 | ||||||
Quad/Graphics Inc, Cl A |
56,370 | 354 | ||||||
RBC Bearings Inc * |
2,743 | 985 | ||||||
Redwire Corp * |
7,388 | 103 | ||||||
Rocket Lab USA Inc * |
7,852 | 161 | ||||||
Rush Enterprises Inc, Cl A |
2,910 | 170 | ||||||
Ryder System Inc |
5,950 | 979 | ||||||
Safe Bulkers Inc |
58,300 | 218 | ||||||
Science Applications International Corp |
2,040 | 202 | ||||||
Shyft Group Inc/The |
6,010 | 60 | ||||||
SkyWest Inc * |
2,350 | 232 | ||||||
Snap-on Inc |
870 | 297 | ||||||
SPX Technologies Inc * |
3,274 | 477 | ||||||
Steelcase Inc, Cl A |
20,060 | 244 | ||||||
Sterling Infrastructure Inc * |
2,910 | 370 | ||||||
Sun Country Airlines Holdings Inc * |
63,396 | 1,021 | ||||||
Tennant Co |
1,280 | 111 | ||||||
Tetra Tech Inc |
7,300 | 213 | ||||||
Textron Inc |
3,740 | 279 | ||||||
Tutor Perini Corp * |
11,167 | 328 | ||||||
UFP Industries Inc |
2,180 | 233 | ||||||
UniFirst Corp/MA |
840 | 181 | ||||||
V2X Inc * |
2,970 | 139 | ||||||
Valmont Industries Inc |
614 | 214 | ||||||
Viad Corp * |
7,182 | 285 | ||||||
Virco Mfg. Corp |
25,438 | 262 | ||||||
Wabash National Corp |
13,147 | 154 | ||||||
Watts Water Technologies Inc, Cl A |
400 | 86 | ||||||
Willdan Group Inc * |
13,354 | 437 | ||||||
| 38,905 | ||||||||
Information Technology — 13.1% |
||||||||
8x8 Inc * |
108,240 | 271 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
A10 Networks Inc |
16,858 | $ | 350 | |||||
ACI Worldwide Inc * |
6,558 | 376 | ||||||
Agilysys Inc * |
2,540 | 206 | ||||||
Alarm.com Holdings Inc * |
2,580 | 150 | ||||||
Alkami Technology Inc * |
23,224 | 716 | ||||||
Amdocs Ltd |
3,100 | 270 | ||||||
Amkor Technology Inc |
20,600 | 435 | ||||||
Amplitude Inc, Cl A * |
12,027 | 151 | ||||||
Appfolio Inc, Cl A * |
1,020 | 219 | ||||||
Arlo Technologies Inc * |
12,390 | 178 | ||||||
Arrow Electronics Inc * |
2,020 | 218 | ||||||
Asana Inc, Cl A * |
9,788 | 188 | ||||||
ASGN Inc * |
2,090 | 141 | ||||||
Aurora Innovation Inc, Cl A * |
19,868 | 144 | ||||||
AvePoint Inc * |
13,180 | 197 | ||||||
Aviat Networks Inc * |
8,900 | 186 | ||||||
Avnet Inc |
16,980 | 858 | ||||||
Backblaze Inc, Cl A * |
80,436 | 526 | ||||||
Badger Meter Inc |
3,300 | 694 | ||||||
Bel Fuse Inc, Cl B |
5,100 | 428 | ||||||
Benchmark Electronics Inc |
2,490 | 100 | ||||||
BigCommerce Holdings Inc * |
83,999 | 595 | ||||||
Blackbaud Inc * |
2,330 | 154 | ||||||
Box Inc, Cl A * |
6,120 | 200 | ||||||
Camtek Ltd/Israel |
1,100 | 82 | ||||||
Cerence Inc * |
17,250 | 197 | ||||||
CEVA Inc * |
3,784 | 130 | ||||||
Ciena Corp * |
3,042 | 242 | ||||||
Cirrus Logic Inc * |
7,490 | 781 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
33,170 | 1,032 | ||||||
Climb Global Solutions Inc |
390 | 48 | ||||||
CommVault Systems Inc * |
6,560 | 1,119 | ||||||
Confluent Inc, Cl A * |
6,082 | 193 | ||||||
Consensus Cloud Solutions Inc * |
22,520 | 589 | ||||||
Credo Technology Group Holding Ltd * |
10,983 | 606 | ||||||
CTS Corp |
1,760 | 79 | ||||||
Digital Turbine Inc * |
32,340 | 111 | ||||||
Dolby Laboratories Inc, Cl A |
2,650 | 216 | ||||||
DXC Technology Co * |
15,800 | 290 | ||||||
ePlus Inc * |
1,750 | 113 | ||||||
EverCommerce Inc * |
12,815 | 127 | ||||||
F5 Inc * |
1,200 | 351 | ||||||
FARO Technologies Inc * |
24,108 | 771 | ||||||
Freshworks Inc, Cl A * |
10,169 | 174 | ||||||
Gen Digital Inc |
9,330 | 255 | ||||||
Grid Dynamics Holdings Inc * |
21,006 | 395 | ||||||
Hackett Group Inc/The |
14,543 | 442 | ||||||
Immersion Corp |
52,282 | 420 | ||||||
Information Services Group Inc |
7,200 | 23 | ||||||
Intapp Inc * |
3,512 | 232 | ||||||
InterDigital Inc |
824 | 176 | ||||||
IonQ Inc * |
4,166 | 102 | ||||||
Jabil Inc |
960 | 149 | ||||||
SEI Institutional Investments Trust
59
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Kimball Electronics Inc * |
9,560 | $ | 172 | |||||
Kyndryl Holdings Inc * |
7,459 | 284 | ||||||
Manhattan Associates Inc * |
770 | 136 | ||||||
Methode Electronics Inc |
51,587 | 562 | ||||||
NETGEAR Inc * |
20,810 | 547 | ||||||
NetScout Systems Inc * |
4,160 | 94 | ||||||
Nova Ltd * |
1,925 | 460 | ||||||
Novanta Inc * |
2,856 | 413 | ||||||
NVE Corp |
540 | 37 | ||||||
Olo Inc, Cl A * |
41,080 | 283 | ||||||
ON24 Inc * |
50,940 | 284 | ||||||
OneSpan Inc |
20,569 | 330 | ||||||
Ooma Inc * |
9,739 | 140 | ||||||
OSI Systems Inc * |
4,031 | 831 | ||||||
Pagaya Technologies Ltd, Cl A * |
25,940 | 333 | ||||||
PC Connection Inc |
5,905 | 377 | ||||||
Pegasystems Inc |
2,390 | 188 | ||||||
Photronics Inc * |
29,163 | 608 | ||||||
Plexus Corp * |
1,460 | 194 | ||||||
Porch Group Inc * |
12,976 | 91 | ||||||
Powerfleet Inc NJ * |
20,475 | 144 | ||||||
Progress Software Corp |
960 | 52 | ||||||
Q2 Holdings Inc * |
9,265 | 810 | ||||||
Qualys Inc * |
1,720 | 226 | ||||||
Red Violet Inc |
16,666 | 677 | ||||||
Ribbon Communications Inc * |
21,230 | 100 | ||||||
Rimini Street Inc * |
145,851 | 518 | ||||||
Rubrik Inc, Cl A * |
3,361 | 219 | ||||||
Sanmina Corp * |
10,830 | 887 | ||||||
Sapiens International Corp NV |
2,740 | 76 | ||||||
ScanSource Inc * |
9,160 | 335 | ||||||
SEMrush Holdings Inc, Cl A * |
42,098 | 463 | ||||||
SkyWater Technology Inc * |
17,957 | 168 | ||||||
SolarWinds Corp |
19,630 | 359 | ||||||
SoundHound AI Inc, Cl A * |
8,283 | 90 | ||||||
SoundThinking Inc * |
8,302 | 136 | ||||||
SPS Commerce Inc * |
2,400 | 320 | ||||||
TD SYNNEX Corp |
2,290 | 315 | ||||||
TTM Technologies Inc * |
15,353 | 370 | ||||||
Turtle Beach Corp * |
14,319 | 245 | ||||||
Ubiquiti Inc |
130 | 44 | ||||||
Varonis Systems Inc, Cl B * |
8,704 | 374 | ||||||
Vertex Inc, Cl A * |
17,914 | 578 | ||||||
Viant Technology Inc, Cl A * |
1,340 | 27 | ||||||
Vontier Corp |
10,400 | 388 | ||||||
Weave Communications Inc * |
39,010 | 492 | ||||||
WM Technology Inc * |
251,363 | 329 | ||||||
Yext Inc * |
39,430 | 268 | ||||||
| 32,770 | ||||||||
Materials — 2.1% |
||||||||
AdvanSix Inc |
8,500 | 237 | ||||||
Caledonia Mining Corp PLC |
20,915 | 211 | ||||||
Coeur Mining Inc * |
14,680 | 76 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Commercial Metals Co |
13,200 | $ | 639 | |||||
Core Molding Technologies Inc * |
15,391 | 211 | ||||||
Greif Inc, Cl A |
9,500 | 544 | ||||||
Greif Inc, Cl B |
1,926 | 117 | ||||||
Koppers Holdings Inc |
10,300 | 300 | ||||||
Kronos Worldwide Inc |
38,410 | 336 | ||||||
Minerals Technologies Inc |
1,650 | 114 | ||||||
NewMarket Corp |
365 | 208 | ||||||
O-I Glass Inc * |
19,200 | 220 | ||||||
Packaging Corp of America |
1,380 | 294 | ||||||
Pactiv Evergreen Inc |
6,390 | 114 | ||||||
Ranpak Holdings Corp, Cl A * |
27,560 | 184 | ||||||
Royal Gold Inc |
2,040 | 300 | ||||||
Sonoco Products Co |
4,870 | 233 | ||||||
SunCoke Energy Inc |
62,953 | 571 | ||||||
Sylvamo Corp |
6,010 | 427 | ||||||
| 5,336 | ||||||||
Real Estate — 5.0% |
||||||||
Alexander & Baldwin Inc ‡ |
5,480 | 99 | ||||||
Alexander's Inc ‡ |
3,203 | 687 | ||||||
Alpine Income Property Trust Inc ‡ |
5,062 | 84 | ||||||
American Assets Trust Inc ‡ |
24,320 | 546 | ||||||
American Healthcare REIT Inc ‡ |
5,675 | 169 | ||||||
Apple Hospitality REIT Inc ‡ |
30,900 | 458 | ||||||
Camden Property Trust ‡ |
2,370 | 294 | ||||||
CBL & Associates Properties Inc ‡ |
7,240 | 226 | ||||||
Centerspace ‡ |
1,260 | 83 | ||||||
Compass Inc, Cl A * |
21,394 | 192 | ||||||
Cousins Properties Inc ‡ |
7,390 | 224 | ||||||
CTO Realty Growth Inc ‡ |
33,790 | 643 | ||||||
DiamondRock Hospitality Co ‡ |
30,900 | 254 | ||||||
Elme Communities ‡ |
5,420 | 94 | ||||||
EPR Properties ‡ |
15,580 | 827 | ||||||
Farmland Partners Inc ‡ |
36,127 | 424 | ||||||
Forestar Group Inc * |
6,443 | 142 | ||||||
FRP Holdings Inc * |
1,030 | 32 | ||||||
Gaming and Leisure Properties Inc ‡ |
2,810 | 141 | ||||||
Gladstone Commercial Corp ‡ |
52,552 | 853 | ||||||
Global Medical REIT Inc ‡ |
19,500 | 172 | ||||||
Highwoods Properties Inc ‡ |
14,500 | 422 | ||||||
Industrial Logistics Properties Trust ‡ |
14,200 | 56 | ||||||
Innovative Industrial Properties Inc, Cl A ‡ |
2,800 | 202 | ||||||
InvenTrust Properties Corp ‡ |
4,560 | 136 | ||||||
Kilroy Realty Corp ‡ |
9,300 | 332 | ||||||
Kite Realty Group Trust ‡ |
9,200 | 211 | ||||||
Landbridge Co LLC, Cl A |
2,237 | 155 | ||||||
LTC Properties Inc ‡ |
2,600 | 91 | ||||||
National Health Investors Inc ‡ |
330 | 24 | ||||||
NET Lease Office Properties *‡ |
1,210 | 39 | ||||||
One Liberty Properties Inc ‡ |
1,870 | 50 | ||||||
Orion Office REIT Inc ‡ |
103,780 | 428 | ||||||
Outfront Media Inc ‡ |
13,342 | 248 | ||||||
Park Hotels & Resorts Inc ‡ |
20,300 | 249 | ||||||
60
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap Fund (Concluded)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Phillips Edison & Co Inc ‡ |
5,620 | $ | 209 | |||||
Piedmont Office Realty Trust Inc, Cl A ‡ |
22,800 | 173 | ||||||
Postal Realty Trust Inc, Cl A ‡ |
11,649 | 162 | ||||||
Regency Centers Corp ‡ |
4,064 | 312 | ||||||
RLJ Lodging Trust ‡ |
35,200 | 326 | ||||||
RMR Group Inc/The, Cl A |
11,244 | 205 | ||||||
Sabra Health Care REIT Inc ‡ |
41,000 | 681 | ||||||
Saul Centers Inc ‡ |
12,396 | 464 | ||||||
Service Properties Trust ‡ |
21,900 | 65 | ||||||
UMH Properties Inc ‡ |
2,110 | 40 | ||||||
Uniti Group Inc ‡ |
34,365 | 197 | ||||||
Universal Health Realty Income Trust ‡ |
8,040 | 321 | ||||||
Whitestone REIT, Cl B ‡ |
5,220 | 71 | ||||||
Xenia Hotels & Resorts Inc ‡ |
5,940 | 80 | ||||||
| 12,593 | ||||||||
Utilities — 2.2% |
||||||||
American States Water Co |
2,000 | 153 | ||||||
Avista Corp |
4,510 | 180 | ||||||
Black Hills Corp |
3,580 | 219 | ||||||
California Water Service Group |
3,330 | 152 | ||||||
Consolidated Water Co Ltd |
1,740 | 47 | ||||||
Genie Energy Ltd, Cl B |
2,560 | 37 | ||||||
IDACORP Inc, Cl Rights |
2,360 | 278 | ||||||
MGE Energy Inc |
1,780 | 164 | ||||||
National Fuel Gas Co |
17,580 | 1,322 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
New Jersey Resources Corp |
4,860 | $ | 235 | |||||
Northwest Natural Holding Co |
2,600 | 106 | ||||||
Northwestern Energy Group Inc |
3,340 | 187 | ||||||
NRG Energy Inc |
3,530 | 373 | ||||||
OGE Energy Corp |
6,790 | 314 | ||||||
Ormat Technologies Inc |
700 | 49 | ||||||
Otter Tail Corp |
2,140 | 171 | ||||||
Portland General Electric Co |
5,000 | 224 | ||||||
Pure Cycle Corp * |
6,650 | 77 | ||||||
Spire Inc |
2,950 | 227 | ||||||
Talen Energy Corp * |
968 | 201 | ||||||
UGI Corp |
17,100 | 584 | ||||||
Unitil Corp |
2,140 | 120 | ||||||
York Water Co/The |
1,210 | 39 | ||||||
| 5,459 | ||||||||
Total Common Stock |
||||||||
(Cost $210,500) ($ Thousands) |
244,617 | |||||||
CASH EQUIVALENT — 2.1% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
5,276,724 | 5,277 | ||||||
Total Cash Equivalent |
||||||||
(Cost $5,277) ($ Thousands) |
5,277 | |||||||
Total Investments in Securities — 99.6% |
||||||||
(Cost $215,777) ($ Thousands) |
$ | 249,894 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Russell 2000 Index E-MINI |
16 | Mar-2025 | $ | 1,798 | $ | 1,732 | $ | (66 | ) | |||||||||||
|
Percentages are based on Net Assets of $250,854 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 1 | $ | — | $ | — | $ | — | $ | (1 | ) | $ | — | $ | — | $ | — | |||||||||||||||
SEI Daily Income Trust, Government Fund, |
6,091 | 56,051 | (56,865 | ) | — | — | 5,277 | 186 | — | |||||||||||||||||||||||
Totals |
$ | 6,092 | $ | 56,051 | $ | (56,865 | ) | $ | – | $ | (1 | ) | $ | 5,277 | $ | 186 | $ | — | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
61
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.0% |
||||||||
Communication Services — 2.0% |
||||||||
Advantage Solutions Inc * |
29,790 | $ | 75 | |||||
Anterix Inc * |
1,830 | 71 | ||||||
Bandwidth Inc, Cl A * |
6,790 | 108 | ||||||
Cinemark Holdings Inc * |
20,967 | 537 | ||||||
Emerald Holding Inc |
3,698 | 15 | ||||||
EverQuote Inc, Cl A * |
30,629 | 823 | ||||||
EW Scripps Co/The, Cl A * |
40,250 | 65 | ||||||
fuboTV Inc * |
55,215 | 167 | ||||||
Gambling.com Group Ltd * |
36,267 | 516 | ||||||
Gogo Inc * |
17,050 | 125 | ||||||
Grindr Inc * |
12,328 | 226 | ||||||
IDT Corp, Cl B |
5,020 | 244 | ||||||
IMAX Corp * |
11,742 | 301 | ||||||
Lions Gate Entertainment Corp, Cl A * |
14,391 | 144 | ||||||
Magnite Inc * |
16,190 | 255 | ||||||
MediaAlpha Inc, Cl A * |
43,680 | 406 | ||||||
Nexstar Media Group Inc, Cl A |
4,850 | 820 | ||||||
Outbrain Inc * |
4,004 | 20 | ||||||
Playstudios Inc * |
40,764 | 67 | ||||||
Sinclair Inc |
5,600 | 81 | ||||||
Spok Holdings Inc |
9,590 | 162 | ||||||
Thryv Holdings Inc * |
5,820 | 100 | ||||||
Vimeo Inc * |
44,780 | 264 | ||||||
| 5,592 | ||||||||
Consumer Discretionary — 10.5% |
||||||||
Accel Entertainment Inc, Cl A * |
5,860 | 63 | ||||||
Adtalem Global Education Inc * |
3,327 | 340 | ||||||
Amer Sports Inc * |
17,590 | 526 | ||||||
American Eagle Outfitters Inc |
6,129 | 80 | ||||||
America's Car-Mart Inc/TX * |
2,124 | 89 | ||||||
Biglari Holdings Inc, Cl B * |
1,137 | 279 | ||||||
Bloomin' Brands Inc |
141,335 | 1,326 | ||||||
Brinker International Inc * |
7,621 | 1,256 | ||||||
Brunswick Corp/DE |
9,576 | 583 | ||||||
Build-A-Bear Workshop Inc, Cl A |
9,770 | 400 | ||||||
Carter's Inc |
10,772 | 445 | ||||||
Cavco Industries Inc * |
716 | 376 | ||||||
Cheesecake Factory Inc/The |
14,164 | 765 | ||||||
Churchill Downs Inc |
6,529 | 774 | ||||||
Cooper-Standard Holdings Inc * |
5,206 | 79 | ||||||
Cricut Inc, Cl A |
12,760 | 69 | ||||||
Dave & Buster's Entertainment Inc * |
18,965 | 396 | ||||||
Denny's Corp * |
12,850 | 64 | ||||||
Designer Brands Inc, Cl A |
16,610 | 67 | ||||||
Dick's Sporting Goods Inc |
3,346 | 753 | ||||||
Dine Brands Global Inc |
2,530 | 63 | ||||||
Domino's Pizza Inc |
1,928 | 944 | ||||||
Dorman Products Inc * |
6,965 | 916 | ||||||
Dutch Bros Inc, Cl A * |
8,126 | 643 | ||||||
Flexsteel Industries Inc |
5,730 | 258 | ||||||
Gentex Corp |
17,821 | 433 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Hooker Furnishings Corp |
8,099 | $ | 106 | |||||
Hovnanian Enterprises Inc, Cl A * |
1,261 | 128 | ||||||
Inspired Entertainment Inc * |
11,545 | 124 | ||||||
Installed Building Products Inc |
3,967 | 680 | ||||||
Life Time Group Holdings Inc * |
12,761 | 389 | ||||||
Lindblad Expeditions Holdings Inc * |
43,861 | 490 | ||||||
Marine Products Corp |
6,900 | 59 | ||||||
Modine Manufacturing Co * |
7,449 | 630 | ||||||
Monarch Casino & Resort Inc |
3,389 | 310 | ||||||
Murphy USA Inc |
2,187 | 1,026 | ||||||
Nathan's Famous Inc |
491 | 50 | ||||||
Ollie's Bargain Outlet Holdings Inc * |
2,831 | 293 | ||||||
OneSpaWorld Holdings Ltd |
30,102 | 574 | ||||||
Peloton Interactive Inc, Cl A * |
25,842 | 195 | ||||||
Planet Fitness Inc, Cl A * |
1,999 | 185 | ||||||
PlayAGS Inc * |
40,177 | 487 | ||||||
Pool Corp |
2,394 | 831 | ||||||
Potbelly Corp * |
35,300 | 450 | ||||||
RealReal Inc/The * |
25,548 | 174 | ||||||
Revolve Group Inc, Cl A * |
9,581 | 255 | ||||||
RH * |
928 | 299 | ||||||
Rocky Brands Inc |
2,470 | 50 | ||||||
Rush Street Interactive Inc * |
20,490 | 239 | ||||||
Steven Madden Ltd |
12,046 | 395 | ||||||
Stride Inc * |
2,954 | 404 | ||||||
Travel + Leisure Co |
16,446 | 918 | ||||||
Udemy Inc * |
50,080 | 483 | ||||||
Urban Outfitters Inc * |
40,085 | 2,333 | ||||||
Valvoline Inc * |
13,979 | 516 | ||||||
VF Corp |
16,939 | 422 | ||||||
Whirlpool Corp |
18,051 | 1,837 | ||||||
Wingstop Inc |
2,944 | 691 | ||||||
Wyndham Hotels & Resorts Inc |
4,181 | 453 | ||||||
Xponential Fitness Inc, Cl A * |
18,320 | 242 | ||||||
YETI Holdings Inc * |
4,804 | 171 | ||||||
| 28,876 | ||||||||
Consumer Staples — 3.9% |
||||||||
BellRing Brands Inc * |
5,011 | 367 | ||||||
BJ's Wholesale Club Holdings Inc * |
3,531 | 358 | ||||||
Casey's General Stores Inc |
2,487 | 1,030 | ||||||
Central Garden & Pet Co * |
1,940 | 68 | ||||||
Chefs' Warehouse Inc/The * |
6,650 | 416 | ||||||
Hain Celestial Group Inc/The * |
36,857 | 132 | ||||||
Herbalife Ltd * |
92,330 | 766 | ||||||
Honest Co Inc/The * |
34,350 | 186 | ||||||
Ingles Markets Inc, Cl A |
2,359 | 145 | ||||||
Ingredion Inc |
4,149 | 542 | ||||||
Lancaster Colony Corp |
2,002 | 383 | ||||||
Lifeway Foods Inc * |
9,042 | 191 | ||||||
MGP Ingredients Inc |
3,254 | 107 | ||||||
Mission Produce Inc * |
38,150 | 471 | ||||||
Natural Grocers by Vitamin Cottage Inc |
12,651 | 562 | ||||||
Performance Food Group Co * |
9,592 | 817 | ||||||
62
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Pilgrim's Pride Corp * |
24,339 | $ | 1,324 | |||||
PriceSmart Inc |
7,840 | 701 | ||||||
Primo Brands Corp |
10,254 | 345 | ||||||
Sprouts Farmers Market Inc * |
2,707 | 402 | ||||||
TreeHouse Foods Inc * |
15,259 | 480 | ||||||
Turning Point Brands Inc |
4,899 | 344 | ||||||
Village Super Market Inc, Cl A |
9,146 | 288 | ||||||
Vita Coco Co Inc/The * |
6,719 | 218 | ||||||
Vital Farms Inc * |
4,989 | 165 | ||||||
| 10,808 | ||||||||
Energy — 6.0% |
||||||||
Archrock Inc |
13,075 | 355 | ||||||
Aris Water Solutions Inc, Cl A |
19,798 | 623 | ||||||
Atlas Energy Solutions Inc, Cl A |
25,768 | 499 | ||||||
Berry Corp |
55,630 | 226 | ||||||
Cactus Inc, Cl A |
11,007 | 578 | ||||||
ChampionX Corp |
50,849 | 1,515 | ||||||
Civitas Resources Inc |
14,593 | 559 | ||||||
Clean Energy Fuels Corp * |
25,400 | 52 | ||||||
CNX Resources Corp * |
41,342 | 1,195 | ||||||
Comstock Resources Inc * |
17,618 | 317 | ||||||
Crescent Energy Co, Cl A |
15,725 | 198 | ||||||
Delek US Holdings Inc |
116,684 | 1,902 | ||||||
Excelerate Energy Inc, Cl A |
10,268 | 315 | ||||||
Expro Group Holdings NV * |
24,196 | 288 | ||||||
FutureFuel Corp |
73,650 | 333 | ||||||
Golar LNG Ltd |
5,759 | 221 | ||||||
Gulfport Energy Corp * |
1,579 | 268 | ||||||
HF Sinclair Corp |
11,312 | 399 | ||||||
Innovex International Inc * |
4,870 | 89 | ||||||
Kinetik Holdings Inc, Cl A |
7,191 | 420 | ||||||
Kodiak Gas Services Inc |
10,044 | 432 | ||||||
Matador Resources Co |
16,796 | 879 | ||||||
Northern Oil & Gas Inc |
34,918 | 1,100 | ||||||
Permian Resources Corp, Cl A |
60,331 | 850 | ||||||
Range Resources Corp |
9,115 | 338 | ||||||
Riley Exploration Permian Inc |
12,559 | 396 | ||||||
Solaris Energy Infrastructure Inc, Cl A |
10,619 | 363 | ||||||
Teekay Corp |
68,153 | 446 | ||||||
Texas Pacific Land Corp |
158 | 226 | ||||||
VAALCO Energy Inc |
26,380 | 105 | ||||||
Veren Inc |
179,423 | 978 | ||||||
| 16,465 | ||||||||
Financials — 22.8% |
||||||||
AFC Gamma Inc ‡ |
21,017 | 179 | ||||||
Alerus Financial Corp |
14,807 | 302 | ||||||
Amalgamated Financial Corp |
15,078 | 489 | ||||||
Atlanticus Holdings Corp * |
7,695 | 423 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Cl E |
8,560 | 363 | ||||||
Bank7 Corp |
9,984 | 411 | ||||||
BayCom Corp |
4,847 | 133 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Business First Bancshares Inc |
4,640 | $ | 123 | |||||
Capital Bancorp Inc |
3,990 | 122 | ||||||
Capital City Bank Group Inc |
1,910 | 71 | ||||||
Carter Bankshares Inc * |
7,538 | 131 | ||||||
Chimera Investment Corp ‡ |
22,624 | 322 | ||||||
City Holding Co |
3,426 | 408 | ||||||
CNB Financial Corp/PA |
4,500 | 112 | ||||||
CNO Financial Group Inc |
61,643 | 2,570 | ||||||
Coastal Financial Corp/WA * |
7,940 | 784 | ||||||
Cohen & Steers Inc |
12,529 | 1,095 | ||||||
Colony Bankcorp Inc |
13,530 | 228 | ||||||
Columbia Banking System Inc |
134,148 | 3,586 | ||||||
Comerica Inc |
33,545 | 2,158 | ||||||
Community Trust Bancorp Inc |
1,670 | 91 | ||||||
Crawford & Co, Cl A |
15,868 | 195 | ||||||
CrossFirst Bankshares Inc * |
7,554 | 121 | ||||||
Diamond Hill Investment Group Inc |
3,232 | 472 | ||||||
Donegal Group Inc, Cl A |
8,798 | 154 | ||||||
Enova International Inc * |
4,138 | 428 | ||||||
Esquire Financial Holdings Inc |
6,658 | 513 | ||||||
FactSet Research Systems Inc |
1,617 | 747 | ||||||
Farmers National Banc Corp |
5,233 | 76 | ||||||
Financial Institutions Inc |
4,900 | 137 | ||||||
First American Financial Corp |
8,929 | 587 | ||||||
First Commonwealth Financial Corp |
74,129 | 1,219 | ||||||
First Community Bankshares Inc |
6,200 | 260 | ||||||
First Financial Corp/IN |
2,010 | 104 | ||||||
First Horizon Corp |
49,012 | 1,056 | ||||||
First Interstate BancSystem Inc, Cl A |
25,346 | 778 | ||||||
FNB Corp/PA |
120,060 | 1,782 | ||||||
Forge Global Holdings Inc * |
87,630 | 88 | ||||||
Great Southern Bancorp Inc |
3,020 | 178 | ||||||
Guaranty Bancshares Inc/TX |
2,100 | 85 | ||||||
Hamilton Lane Inc, Cl A |
7,515 | 1,175 | ||||||
Hanover Insurance Group Inc/The |
5,921 | 1,010 | ||||||
HBT Financial Inc |
12,039 | 301 | ||||||
HCI Group Inc |
1,899 | 250 | ||||||
Heritage Insurance Holdings Inc * |
6,400 | 75 | ||||||
Home BancShares Inc/AR |
34,447 | 1,032 | ||||||
HomeTrust Bancshares Inc |
7,272 | 267 | ||||||
Independent Bank Corp |
12,658 | 868 | ||||||
Independent Bank Corp/MI |
5,515 | 187 | ||||||
International Money Express Inc * |
16,390 | 251 | ||||||
Jack Henry & Associates Inc |
5,136 | 892 | ||||||
Jackson Financial Inc, Cl A |
26,076 | 2,389 | ||||||
Kinsale Capital Group Inc |
2,301 | 994 | ||||||
LendingTree Inc * |
5,748 | 232 | ||||||
Lincoln National Corp |
66,640 | 2,599 | ||||||
Mercantile Bank Corp |
5,581 | 269 | ||||||
Metrocity Bankshares Inc |
2,869 | 87 | ||||||
MGIC Investment Corp |
26,902 | 662 | ||||||
MidWestOne Financial Group Inc |
1,300 | 40 | ||||||
Moneylion Inc * |
3,530 | 307 | ||||||
SEI Institutional Investments Trust
63
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Morningstar Inc |
2,674 | $ | 839 | |||||
National Bank Holdings Corp, Cl A |
14,460 | 605 | ||||||
NerdWallet Inc, Cl A * |
40,127 | 409 | ||||||
New York Community Bancorp Inc |
55,198 | 662 | ||||||
New York Mortgage Trust Inc ‡ |
23,390 | 164 | ||||||
NewtekOne Inc |
3,396 | 44 | ||||||
NMI Holdings Inc, Cl A * |
11,827 | 431 | ||||||
Northrim BanCorp Inc |
3,187 | 262 | ||||||
OFG Bancorp |
9,701 | 412 | ||||||
Old National Bancorp/IN |
155,027 | 3,682 | ||||||
Old Republic International Corp |
9,457 | 364 | ||||||
Old Second Bancorp Inc |
13,090 | 240 | ||||||
OppFi Inc |
36,802 | 363 | ||||||
Orchid Island Capital Inc, Cl A ‡ |
23,120 | 198 | ||||||
Orrstown Financial Services Inc |
14,596 | 489 | ||||||
Palomar Holdings Inc, Cl A * |
2,945 | 379 | ||||||
Pathward Financial Inc |
3,033 | 235 | ||||||
Paymentus Holdings Inc, Cl A * |
8,046 | 220 | ||||||
Payoneer Global Inc * |
30,183 | 258 | ||||||
Paysafe Ltd * |
8,271 | 164 | ||||||
Peoples Bancorp Inc/OH |
2,420 | 77 | ||||||
Peoples Bancorp of North Carolina Inc |
2,738 | 72 | ||||||
Peoples Financial Services Corp |
1,499 | 73 | ||||||
Pinnacle Financial Partners Inc |
12,369 | 1,413 | ||||||
Piper Sandler Cos |
651 | 188 | ||||||
Ponce Financial Group Inc * |
14,171 | 186 | ||||||
Prosperity Bancshares Inc |
11,783 | 904 | ||||||
Provident Bancorp Inc * |
140 | 2 | ||||||
Red River Bancshares Inc |
1,202 | 68 | ||||||
Regional Management Corp |
9,264 | 311 | ||||||
Republic Bancorp Inc/KY, Cl A |
7,970 | 541 | ||||||
Selectquote Inc * |
28,080 | 128 | ||||||
Sierra Bancorp |
11,350 | 349 | ||||||
SLM Corp |
11,837 | 357 | ||||||
SmartFinancial Inc |
3,104 | 108 | ||||||
Southern Missouri Bancorp Inc |
3,792 | 221 | ||||||
Southern States Bancshares Inc |
3,587 | 116 | ||||||
Starwood Property Trust Inc ‡ |
34,343 | 705 | ||||||
Stellar Bancorp Inc |
2,829 | 82 | ||||||
StepStone Group Inc, Cl A |
3,813 | 229 | ||||||
Stifel Financial Corp |
2,339 | 248 | ||||||
StoneX Group Inc * |
2,949 | 356 | ||||||
Sunrise Realty Trust Inc ‡ |
6,537 | 80 | ||||||
Synovus Financial Corp |
3,698 | 192 | ||||||
Timberland Bancorp Inc/WA |
61 | 2 | ||||||
TPG RE Finance Trust Inc ‡ |
34,100 | 294 | ||||||
United Fire Group Inc |
13,370 | 375 | ||||||
Unity Bancorp Inc |
1,240 | 59 | ||||||
Universal Insurance Holdings Inc |
26,441 | 586 | ||||||
Univest Financial Corp |
23,453 | 717 | ||||||
Upstart Holdings Inc * |
7,053 | 470 | ||||||
USCB Financial Holdings Inc |
5,190 | 101 | ||||||
Valley National Bancorp |
73,155 | 720 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Victory Capital Holdings Inc, Cl A |
3,325 | $ | 213 | |||||
Voya Financial Inc |
9,385 | 678 | ||||||
Waterstone Financial Inc |
5,094 | 72 | ||||||
Westamerica BanCorp |
6,576 | 343 | ||||||
Wintrust Financial Corp |
10,662 | 1,327 | ||||||
World Acceptance Corp * |
3,720 | 502 | ||||||
Zions Bancorp NA |
36,595 | 1,978 | ||||||
| 62,831 | ||||||||
Health Care — 12.2% |
||||||||
Accuray Inc * |
39,125 | 79 | ||||||
ACELYRIN Inc * |
37,189 | 100 | ||||||
Actinium Pharmaceuticals Inc * |
65,330 | 75 | ||||||
Akero Therapeutics Inc * |
5,506 | 270 | ||||||
Alector Inc * |
39,092 | 64 | ||||||
Alignment Healthcare Inc * |
21,723 | 341 | ||||||
Alkermes PLC * |
13,190 | 453 | ||||||
ALX Oncology Holdings Inc * |
69,690 | 77 | ||||||
AngioDynamics Inc * |
19,136 | 178 | ||||||
ANI Pharmaceuticals Inc * |
3,589 | 222 | ||||||
Anika Therapeutics Inc * |
3,548 | 62 | ||||||
Arcutis Biotherapeutics Inc * |
17,773 | 243 | ||||||
Ardent Health Partners Inc * |
22,270 | 327 | ||||||
AtriCure Inc * |
7,035 | 273 | ||||||
Avanos Medical Inc * |
36,238 | 545 | ||||||
Axogen Inc * |
20,926 | 419 | ||||||
Axsome Therapeutics Inc * |
3,500 | 446 | ||||||
Bioventus Inc, Cl A * |
29,230 | 296 | ||||||
Bridgebio Pharma Inc * |
9,389 | 328 | ||||||
BrightSpring Health Services Inc * |
14,735 | 284 | ||||||
CareDx Inc * |
9,044 | 200 | ||||||
CG oncology Inc * |
1,663 | 43 | ||||||
Chemed Corp |
1,523 | 915 | ||||||
ChromaDex Corp * |
34,640 | 195 | ||||||
Coherus Biosciences Inc * |
295,030 | 328 | ||||||
Collegium Pharmaceutical Inc * |
39,515 | 1,148 | ||||||
Community Health Systems Inc * |
20,550 | 62 | ||||||
Corcept Therapeutics Inc * |
6,418 | 389 | ||||||
Cross Country Healthcare Inc * |
30,250 | 519 | ||||||
CVRx Inc * |
4,290 | 56 | ||||||
Day One Biopharmaceuticals Inc * |
23,800 | 216 | ||||||
Delcath Systems Inc * |
16,836 | 239 | ||||||
Doximity Inc, Cl A * |
8,559 | 603 | ||||||
Editas Medicine Inc, Cl A * |
52,946 | 102 | ||||||
Embecta Corp |
11,340 | 153 | ||||||
Encompass Health Corp |
25,439 | 2,548 | ||||||
Enhabit Inc * |
8,610 | 72 | ||||||
Ensign Group Inc/The |
8,767 | 1,132 | ||||||
Entrada Therapeutics Inc * |
8,249 | 99 | ||||||
Envista Holdings Corp * |
14,148 | 283 | ||||||
Evolus Inc * |
17,432 | 254 | ||||||
GeneDx Holdings Corp, Cl A * |
2,851 | 293 | ||||||
Generation Bio Co * |
96,432 | 56 | ||||||
Globus Medical Inc, Cl A * |
11,937 | 959 | ||||||
64
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
GRAIL Inc * |
6,069 | $ | 234 | |||||
Guardant Health Inc * |
8,941 | 380 | ||||||
Haemonetics Corp * |
8,631 | 565 | ||||||
Health Catalyst Inc * |
35,420 | 165 | ||||||
HealthStream Inc |
2,696 | 91 | ||||||
InfuSystem Holdings Inc * |
9,128 | 73 | ||||||
Insmed Inc * |
5,913 | 482 | ||||||
Integra LifeSciences Holdings Corp * |
16,884 | 392 | ||||||
iRadimed Corp |
9,291 | 501 | ||||||
Ironwood Pharmaceuticals Inc, Cl A * |
154,493 | 249 | ||||||
Joint Corp/The * |
16,050 | 182 | ||||||
Kiniksa Pharmaceuticals International Plc, Cl A * |
10,410 | 211 | ||||||
LeMaitre Vascular Inc |
12,674 | 1,164 | ||||||
LifeMD Inc * |
30,591 | 161 | ||||||
Masimo Corp * |
1,905 | 360 | ||||||
Mesa Laboratories Inc |
860 | 120 | ||||||
Mirum Pharmaceuticals Inc * |
5,914 | 281 | ||||||
Option Care Health Inc * |
16,719 | 560 | ||||||
OraSure Technologies Inc * |
62,020 | 216 | ||||||
Organogenesis Holdings Inc, Cl A * |
114,035 | 708 | ||||||
Owens & Minor Inc * |
15,918 | 153 | ||||||
Pacira BioSciences Inc * |
11,610 | 279 | ||||||
Paragon 28 Inc * |
5,890 | 77 | ||||||
Pennant Group Inc/The * |
8,140 | 185 | ||||||
Penumbra Inc * |
1,237 | 353 | ||||||
Perrigo Co PLC |
25,929 | 752 | ||||||
Phathom Pharmaceuticals Inc * |
13,620 | 75 | ||||||
Phibro Animal Health Corp, Cl A |
4,610 | 105 | ||||||
Prestige Consumer Healthcare Inc * |
15,643 | 1,326 | ||||||
Puma Biotechnology Inc * |
65,688 | 235 | ||||||
Quest Diagnostics Inc |
4,881 | 844 | ||||||
QuidelOrtho Corp * |
8,879 | 355 | ||||||
RAPT Therapeutics Inc * |
63,814 | 73 | ||||||
Relay Therapeutics Inc * |
18,080 | 62 | ||||||
Replimune Group Inc, Cl Rights * |
9,730 | 123 | ||||||
Rhythm Pharmaceuticals Inc * |
3,718 | 204 | ||||||
Rigel Pharmaceuticals Inc * |
22,110 | 510 | ||||||
Scholar Rock Holding Corp * |
8,678 | 337 | ||||||
SIGA Technologies Inc |
25,720 | 141 | ||||||
STERIS PLC |
4,011 | 879 | ||||||
Tactile Systems Technology Inc * |
29,414 | 420 | ||||||
Talkspace Inc * |
17,840 | 51 | ||||||
Tango Therapeutics Inc * |
28,470 | 59 | ||||||
Tarsus Pharmaceuticals Inc * |
4,344 | 193 | ||||||
Taysha Gene Therapies Inc * |
47,898 | 77 | ||||||
TG Therapeutics Inc * |
7,149 | 215 | ||||||
Travere Therapeutics Inc * |
12,398 | 265 | ||||||
Treace Medical Concepts Inc * |
11,045 | 99 | ||||||
US Physical Therapy Inc |
7,741 | 627 | ||||||
Utah Medical Products Inc |
6,592 | 393 | ||||||
Vanda Pharmaceuticals Inc * |
67,513 | 321 | ||||||
Verve Therapeutics Inc * |
34,510 | 218 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Viemed Healthcare Inc * |
8,893 | $ | 70 | |||||
WaVe Life Sciences Ltd * |
17,528 | 185 | ||||||
Waystar Holding Corp * |
9,685 | 421 | ||||||
| 33,723 | ||||||||
Industrials — 17.6% |
||||||||
ABM Industries Inc |
23,186 | 1,260 | ||||||
Acuity Brands Inc |
1,168 | 347 | ||||||
AerSale Corp * |
14,290 | 100 | ||||||
Air Lease Corp, Cl A |
19,093 | 915 | ||||||
Alaska Air Group Inc * |
5,640 | 408 | ||||||
Allison Transmission Holdings Inc |
4,585 | 467 | ||||||
American Superconductor Corp * |
2,979 | 68 | ||||||
Applied Industrial Technologies Inc |
1,591 | 399 | ||||||
Archer Aviation Inc, Cl A * |
22,323 | 198 | ||||||
Argan Inc |
1,106 | 144 | ||||||
Astec Industries Inc |
36,253 | 1,290 | ||||||
Astronics Corp * |
3,697 | 74 | ||||||
Atkore Inc |
13,825 | 850 | ||||||
AZEK Co Inc/The, Cl A * |
6,181 | 290 | ||||||
Barrett Business Services Inc |
6,072 | 244 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
6,780 | 719 | ||||||
BrightView Holdings Inc * |
10,280 | 138 | ||||||
Broadridge Financial Solutions Inc |
3,217 | 776 | ||||||
Brookfield Business Corp, Cl A |
8,936 | 246 | ||||||
Brookfield Infrastructure Corp, Cl A |
22,136 | 886 | ||||||
BWX Technologies Inc |
7,726 | 803 | ||||||
CACI International Inc, Cl A * |
1,971 | 660 | ||||||
Carlisle Cos Inc |
2,398 | 817 | ||||||
Chart Industries Inc * |
2,340 | 446 | ||||||
Clean Harbors Inc * |
3,980 | 850 | ||||||
Commercial Vehicle Group Inc * |
33,085 | 69 | ||||||
Concentrix Corp |
15,261 | 689 | ||||||
Concrete Pumping Holdings Inc |
9,100 | 60 | ||||||
DNOW Inc * |
18,440 | 295 | ||||||
DXP Enterprises Inc/TX * |
2,922 | 264 | ||||||
Enerpac Tool Group Corp, Cl A |
11,585 | 536 | ||||||
Ennis Inc |
5,835 | 124 | ||||||
Enpro Inc |
6,703 | 1,220 | ||||||
Enviri Corp * |
35,090 | 228 | ||||||
ESCO Technologies Inc |
2,296 | 379 | ||||||
ExlService Holdings Inc * |
25,534 | 1,237 | ||||||
Franklin Covey Co * |
9,622 | 308 | ||||||
Frontier Group Holdings Inc * |
43,701 | 315 | ||||||
Gates Industrial Corp PLC * |
51,662 | 1,118 | ||||||
Genpact Ltd |
6,630 | 353 | ||||||
GEO Group Inc/The * |
10,361 | 283 | ||||||
GFL Environmental Inc |
23,448 | 1,059 | ||||||
Global Industrial Co |
3,286 | 77 | ||||||
Graham Corp * |
5,304 | 179 | ||||||
Heidrick & Struggles International Inc |
3,353 | 137 | ||||||
Hexcel Corp |
19,581 | 1,241 | ||||||
Huntington Ingalls Industries Inc |
2,083 | 366 | ||||||
Huron Consulting Group Inc * |
10,869 | 1,657 | ||||||
SEI Institutional Investments Trust
65
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Hyster-Yale Inc |
3,577 | $ | 182 | |||||
IBEX Holdings Ltd * |
9,815 | 248 | ||||||
Innodata Inc * |
4,720 | 249 | ||||||
Insperity Inc |
5,441 | 479 | ||||||
Insteel Industries Inc |
5,030 | 142 | ||||||
Interface Inc, Cl A |
10,710 | 217 | ||||||
Intuitive Machines Inc * |
13,625 | 199 | ||||||
ITT Inc |
6,698 | 946 | ||||||
Karat Packaging Inc |
9,303 | 278 | ||||||
Kennametal Inc |
8,238 | 182 | ||||||
Korn Ferry |
9,625 | 632 | ||||||
Kratos Defense & Security Solutions Inc * |
11,843 | 313 | ||||||
L B Foster Co, Cl A * |
3,485 | 96 | ||||||
Landstar System Inc |
4,228 | 671 | ||||||
Limbach Holdings Inc * |
873 | 72 | ||||||
Liquidity Services Inc * |
9,030 | 302 | ||||||
LSI Industries Inc |
16,310 | 302 | ||||||
Luxfer Holdings PLC |
18,500 | 226 | ||||||
MasTec Inc * |
2,397 | 313 | ||||||
Matrix Service Co * |
7,330 | 91 | ||||||
Mueller Water Products Inc, Cl A |
8,895 | 229 | ||||||
Net Power Inc * |
26,936 | 195 | ||||||
Nordson Corp |
3,047 | 641 | ||||||
nVent Electric PLC |
12,595 | 760 | ||||||
Omega Flex Inc |
1,660 | 59 | ||||||
Orion Group Holdings Inc * |
25,240 | 180 | ||||||
PAM Transportation Services Inc * |
4,728 | 61 | ||||||
Park-Ohio Holdings Corp |
9,832 | 238 | ||||||
Pitney Bowes Inc |
30,181 | 327 | ||||||
Planet Labs PBC * |
45,205 | 209 | ||||||
Powell Industries Inc |
1,107 | 188 | ||||||
Preformed Line Products Co |
1,339 | 174 | ||||||
Primoris Services Corp |
2,597 | 186 | ||||||
Quad/Graphics Inc, Cl A |
12,530 | 79 | ||||||
Redwire Corp * |
12,672 | 177 | ||||||
Regal Rexnord Corp |
3,533 | 457 | ||||||
Rocket Lab USA Inc * |
13,502 | 277 | ||||||
Sensata Technologies Holding PLC |
37,556 | 1,083 | ||||||
Shyft Group Inc/The |
5,510 | 55 | ||||||
Standex International Corp |
10,441 | 1,942 | ||||||
Steelcase Inc, Cl A |
18,452 | 224 | ||||||
Sun Country Airlines Holdings Inc * |
35,383 | 570 | ||||||
Terex Corp |
12,984 | 528 | ||||||
Tetra Tech Inc |
22,185 | 648 | ||||||
TransUnion |
8,270 | 764 | ||||||
Tutor Perini Corp * |
10,272 | 302 | ||||||
UFP Industries Inc |
6,187 | 662 | ||||||
UniFirst Corp/MA |
4,104 | 882 | ||||||
V2X Inc * |
1,740 | 82 | ||||||
Valmont Industries Inc |
6,221 | 2,167 | ||||||
Viad Corp * |
5,184 | 206 | ||||||
Virco Mfg. Corp |
22,814 | 235 | ||||||
WESCO International Inc |
8,297 | 1,497 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Willdan Group Inc * |
12,078 | $ | 395 | |||||
| 48,408 | ||||||||
Information Technology — 10.9% |
||||||||
8x8 Inc * |
98,870 | 247 | ||||||
A10 Networks Inc |
16,668 | 347 | ||||||
ACI Worldwide Inc * |
5,918 | 339 | ||||||
Alkami Technology Inc * |
5,987 | 185 | ||||||
Amplitude Inc, Cl A * |
20,628 | 260 | ||||||
Arlo Technologies Inc * |
11,660 | 168 | ||||||
Asana Inc, Cl A * |
16,790 | 323 | ||||||
Aurora Innovation Inc, Cl A * |
34,076 | 248 | ||||||
AvePoint Inc * |
22,637 | 338 | ||||||
Backblaze Inc, Cl A * |
74,001 | 484 | ||||||
Belden Inc |
3,432 | 378 | ||||||
Bentley Systems Inc, Cl B |
16,820 | 738 | ||||||
BigCommerce Holdings Inc * |
72,617 | 514 | ||||||
Cerence Inc * |
16,080 | 183 | ||||||
CEVA Inc * |
6,490 | 222 | ||||||
Ciena Corp * |
5,237 | 417 | ||||||
Clearfield Inc * |
4,742 | 154 | ||||||
Cognex Corp |
19,338 | 634 | ||||||
Cohu Inc * |
18,385 | 361 | ||||||
CommVault Systems Inc * |
2,499 | 426 | ||||||
Confluent Inc, Cl A * |
10,432 | 331 | ||||||
Consensus Cloud Solutions Inc * |
14,950 | 391 | ||||||
Credo Technology Group Holding Ltd * |
6,763 | 373 | ||||||
Digital Turbine Inc * |
28,630 | 98 | ||||||
Diodes Inc * |
8,321 | 411 | ||||||
EverCommerce Inc * |
10,586 | 105 | ||||||
FARO Technologies Inc * |
25,447 | 813 | ||||||
Freshworks Inc, Cl A * |
17,441 | 298 | ||||||
Grid Dynamics Holdings Inc * |
9,348 | 176 | ||||||
Hackett Group Inc/The |
9,450 | 287 | ||||||
Harmonic Inc * |
76,125 | 785 | ||||||
Immersion Corp |
47,780 | 384 | ||||||
Intapp Inc * |
6,046 | 399 | ||||||
InterDigital Inc |
1,419 | 303 | ||||||
IonQ Inc * |
7,165 | 176 | ||||||
Kulicke & Soffa Industries Inc |
17,245 | 660 | ||||||
Kyndryl Holdings Inc * |
12,823 | 488 | ||||||
Littelfuse Inc |
2,705 | 628 | ||||||
Lumentum Holdings Inc * |
11,272 | 793 | ||||||
Methode Electronics Inc |
46,773 | 510 | ||||||
NETGEAR Inc * |
22,854 | 601 | ||||||
Olo Inc, Cl A * |
37,320 | 257 | ||||||
ON24 Inc * |
46,604 | 260 | ||||||
OneSpan Inc |
16,570 | 266 | ||||||
Ooma Inc * |
7,454 | 107 | ||||||
Open Text Corp |
31,585 | 816 | ||||||
OSI Systems Inc * |
2,027 | 418 | ||||||
Pagaya Technologies Ltd, Cl A * |
23,520 | 302 | ||||||
PC Connection Inc |
3,640 | 232 | ||||||
Photronics Inc * |
109,565 | 2,283 | ||||||
66
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Porch Group Inc * |
22,251 | $ | 156 | |||||
Power Integrations Inc |
13,389 | 814 | ||||||
Powerfleet Inc NJ * |
35,119 | 248 | ||||||
Red Violet Inc |
14,751 | 599 | ||||||
Ribbon Communications Inc * |
19,580 | 92 | ||||||
Rimini Street Inc * |
81,703 | 290 | ||||||
Rogers Corp * |
4,436 | 355 | ||||||
Rubrik Inc, Cl A * |
5,765 | 375 | ||||||
SEMrush Holdings Inc, Cl A * |
36,784 | 405 | ||||||
Silicon Laboratories Inc * |
3,446 | 483 | ||||||
Silicon Motion Technology Corp ADR |
28,315 | 1,588 | ||||||
SkyWater Technology Inc * |
15,287 | 143 | ||||||
SolarWinds Corp |
17,178 | 315 | ||||||
SoundHound AI Inc, Cl A * |
14,207 | 154 | ||||||
SoundThinking Inc * |
7,521 | 124 | ||||||
TTM Technologies Inc * |
12,612 | 304 | ||||||
Turtle Beach Corp * |
13,304 | 228 | ||||||
Universal Display Corp |
4,197 | 645 | ||||||
Viavi Solutions Inc * |
65,923 | 737 | ||||||
Weave Communications Inc * |
36,120 | 455 | ||||||
WM Technology Inc * |
226,925 | 297 | ||||||
Yext Inc * |
36,070 | 245 | ||||||
| 29,969 | ||||||||
Materials — 4.8% |
||||||||
Arcadium Lithium PLC * |
– | — | ||||||
Axalta Coating Systems Ltd * |
12,329 | 446 | ||||||
Cabot Corp |
15,395 | 1,324 | ||||||
Caledonia Mining Corp PLC |
20,315 | 205 | ||||||
Chemours Co/The |
30,895 | 462 | ||||||
Cleveland-Cliffs Inc * |
217,477 | 2,357 | ||||||
Commercial Metals Co |
27,782 | 1,346 | ||||||
Ecovyst Inc * |
21,197 | 144 | ||||||
FMC Corp |
47,898 | 1,767 | ||||||
Greif Inc, Cl B |
2,654 | 161 | ||||||
Hudbay Minerals Inc |
79,545 | 566 | ||||||
Ingevity Corp * |
7,869 | 375 | ||||||
Innospec Inc |
3,319 | 343 | ||||||
Kronos Worldwide Inc |
35,115 | 307 | ||||||
O-I Glass Inc * |
25,327 | 291 | ||||||
Pactiv Evergreen Inc |
6,717 | 120 | ||||||
Quaker Chemical Corp |
5,225 | 726 | ||||||
Ranpak Holdings Corp, Cl A * |
25,430 | 170 | ||||||
Reliance Inc |
3,669 | 1,090 | ||||||
Royal Gold Inc |
2,188 | 322 | ||||||
Silgan Holdings Inc |
6,656 | 362 | ||||||
SunCoke Energy Inc |
21,741 | 197 | ||||||
| 13,081 | ||||||||
Real Estate — 5.0% |
||||||||
Agree Realty Corp ‡ |
12,720 | 939 | ||||||
Alexander's Inc ‡ |
2,824 | 605 | ||||||
Alpine Income Property Trust Inc ‡ |
4,834 | 80 | ||||||
American Healthcare REIT Inc ‡ |
9,770 | 291 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CBL & Associates Properties Inc ‡ |
4,510 | $ | 141 | |||||
Compass Inc, Cl A * |
36,693 | 330 | ||||||
COPT Defense Properties ‡ |
22,469 | 607 | ||||||
CTO Realty Growth Inc ‡ |
43,048 | 820 | ||||||
eXp World Holdings Inc |
42,811 | 433 | ||||||
Farmland Partners Inc ‡ |
33,668 | 395 | ||||||
FirstService Corp |
4,304 | 759 | ||||||
Forestar Group Inc * |
6,602 | 145 | ||||||
Gladstone Commercial Corp ‡ |
29,746 | 483 | ||||||
Highwoods Properties Inc ‡ |
57,671 | 1,680 | ||||||
Landbridge Co LLC, Cl A |
3,849 | 266 | ||||||
National Storage Affiliates Trust ‡ |
15,970 | 617 | ||||||
Newmark Group Inc, Cl A |
73,459 | 1,078 | ||||||
Orion Office REIT Inc ‡ |
94,900 | 391 | ||||||
Postal Realty Trust Inc, Cl A ‡ |
8,902 | 124 | ||||||
RMR Group Inc/The, Cl A |
8,994 | 164 | ||||||
Ryman Hospitality Properties Inc ‡ |
9,016 | 892 | ||||||
Saul Centers Inc ‡ |
10,075 | 377 | ||||||
STAG Industrial Inc ‡ |
20,856 | 750 | ||||||
Terreno Realty Corp ‡ |
14,336 | 972 | ||||||
Universal Health Realty Income Trust ‡ |
6,270 | 250 | ||||||
Whitestone REIT, Cl B ‡ |
5,040 | 69 | ||||||
| 13,658 | ||||||||
Utilities — 1.3% |
||||||||
Black Hills Corp |
6,556 | 401 | ||||||
Chesapeake Utilities Corp |
6,902 | 876 | ||||||
IDACORP Inc, Cl Rights |
5,277 | 622 | ||||||
Portland General Electric Co |
21,327 | 956 | ||||||
Pure Cycle Corp * |
6,230 | 73 | ||||||
Spire Inc |
4,767 | 366 | ||||||
Talen Energy Corp * |
1,669 | 347 | ||||||
| 3,641 | ||||||||
Total Common Stock |
||||||||
(Cost $221,618) ($ Thousands) |
267,052 | |||||||
EXCHANGE TRADED FUND — 0.3% |
||||||||
iShares Russell 2000 Value ETF |
5,101 | 822 | ||||||
Total Exchange Traded Fund |
||||||||
(Cost $843) ($ Thousands) |
822 | |||||||
SEI Institutional Investments Trust
67
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small Cap II Fund (Concluded)
Description |
|
Market Value |
||||||
CASH EQUIVALENT — 2.2% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
5,923,642 | $ | 5,924 | |||||
Total Cash Equivalent |
||||||||
(Cost $5,924) ($ Thousands) |
5,924 | |||||||
Total Investments in Securities — 99.5% |
||||||||
(Cost $228,385) ($ Thousands) |
$ | 273,798 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Russell 2000 Index E-MINI |
31 | Mar-2025 | $ | 3,543 | $ | 3,356 | $ | (187 | ) | |||||||||||
|
Percentages are based on Net Assets of $275,290 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 1 | $ | — | $ | (3 | ) | $ | (2 | ) | $ | 4 | $ | — | $ | — | $ | — | ||||||||||||||
SEI Daily Income Trust, Government Fund, |
5,983 | 56,903 | (56,962 | ) | — | — | 5,924 | 260 | — | |||||||||||||||||||||||
Totals |
$ | 5,984 | $ | 56,903 | $ | (56,965 | ) | $ | (2 | ) | $ | 4 | $ | 5,924 | $ | 260 | $ | — | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
68
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.4% |
||||||||
Communication Services — 1.9% |
||||||||
AMC Networks Inc, Cl A * |
22,800 | $ | 167 | |||||
Cinemark Holdings Inc * |
39,170 | 1,003 | ||||||
EverQuote Inc, Cl A * |
42,560 | 1,144 | ||||||
Fox Corp |
57,100 | 3,289 | ||||||
Marcus Corp/The |
54,530 | 1,000 | ||||||
MediaAlpha Inc, Cl A * |
68,550 | 637 | ||||||
Nexstar Media Group Inc, Cl A |
27,148 | 4,592 | ||||||
Playtika Holding Corp |
56,700 | 299 | ||||||
Shutterstock Inc |
19,900 | 428 | ||||||
Sirius XM Holdings Inc |
31,600 | 764 | ||||||
TEGNA Inc |
49,300 | 897 | ||||||
Yelp Inc, Cl A * |
24,600 | 844 | ||||||
| 15,064 | ||||||||
Consumer Discretionary — 10.4% |
||||||||
Abercrombie & Fitch Co, Cl A * |
7,680 | 791 | ||||||
Academy Sports & Outdoors Inc |
14,800 | 734 | ||||||
Adtalem Global Education Inc * |
13,218 | 1,352 | ||||||
American Axle & Manufacturing Holdings Inc * |
54,700 | 271 | ||||||
Autoliv Inc |
12,100 | 1,178 | ||||||
AutoNation Inc * |
4,700 | 857 | ||||||
Bloomin' Brands Inc |
53,700 | 504 | ||||||
BorgWarner Inc |
34,400 | 1,024 | ||||||
Brinker International Inc * |
17,492 | 2,883 | ||||||
Brunswick Corp/DE |
39,881 | 2,427 | ||||||
Burlington Stores Inc * |
13,129 | 3,274 | ||||||
Capri Holdings Ltd * |
18,100 | 398 | ||||||
Carter's Inc |
12,100 | 499 | ||||||
Century Communities Inc |
12,860 | 893 | ||||||
Churchill Downs Inc |
21,737 | 2,576 | ||||||
Crocs Inc * |
14,400 | 1,434 | ||||||
Dick's Sporting Goods Inc |
17,757 | 3,997 | ||||||
Domino's Pizza Inc |
6,418 | 3,143 | ||||||
Dorman Products Inc * |
9,880 | 1,299 | ||||||
Ethan Allen Interiors Inc |
39,050 | 1,113 | ||||||
Expedia Group Inc * |
5,700 | 1,128 | ||||||
Frontdoor Inc * |
24,480 | 1,113 | ||||||
Funko Inc, Cl A * |
102,850 | 1,267 | ||||||
Genesco Inc * |
28,770 | 1,052 | ||||||
G-III Apparel Group Ltd * |
36,960 | 1,001 | ||||||
Goodyear Tire & Rubber Co/The * |
71,642 | 677 | ||||||
Group 1 Automotive Inc |
8,900 | 4,090 | ||||||
Harley-Davidson Inc |
60,400 | 1,556 | ||||||
Haverty Furniture Cos Inc |
38,200 | 872 | ||||||
Jack in the Box Inc |
7,184 | 276 | ||||||
JAKKS Pacific Inc * |
15,700 | 425 | ||||||
Kohl's Corp |
24,700 | 282 | ||||||
LCI Industries |
10,510 | 1,091 | ||||||
Macy's Inc |
43,100 | 619 | ||||||
Mattel Inc * |
78,600 | 1,674 | ||||||
MGM Resorts International * |
44,200 | 1,536 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Modine Manufacturing Co * |
13,180 | $ | 1,115 | |||||
Mohawk Industries Inc * |
7,800 | 917 | ||||||
Monarch Casino & Resort Inc |
14,020 | 1,284 | ||||||
ODP Corp/The * |
35,698 | 556 | ||||||
Ollie's Bargain Outlet Holdings Inc * |
26,391 | 2,732 | ||||||
Perdoceo Education Corp |
45,800 | 1,173 | ||||||
Phinia Inc |
11,300 | 557 | ||||||
Polaris Inc |
8,100 | 364 | ||||||
Pool Corp |
17,046 | 5,915 | ||||||
PulteGroup Inc |
18,600 | 1,921 | ||||||
PVH Corp |
13,300 | 995 | ||||||
Rush Street Interactive Inc * |
84,080 | 980 | ||||||
Tapestry Inc |
21,600 | 1,845 | ||||||
Texas Roadhouse Inc, Cl A |
2,721 | 501 | ||||||
Toll Brothers Inc |
32,400 | 3,617 | ||||||
Travel + Leisure Co |
74,157 | 4,139 | ||||||
Upbound Group Inc, Cl A |
17,000 | 439 | ||||||
VF Corp |
42,960 | 1,071 | ||||||
Whirlpool Corp |
14,400 | 1,466 | ||||||
Wingstop Inc |
11,339 | 2,662 | ||||||
Winnebago Industries Inc |
11,200 | 453 | ||||||
| 84,008 | ||||||||
Consumer Staples — 3.7% |
||||||||
Albertsons Cos Inc, Cl A |
127,200 | 2,676 | ||||||
BellRing Brands Inc * |
17,380 | 1,274 | ||||||
Bunge Global SA |
12,000 | 890 | ||||||
Casey's General Stores Inc |
13,813 | 5,721 | ||||||
Church & Dwight Co Inc |
31,238 | 3,474 | ||||||
Conagra Brands Inc |
38,100 | 973 | ||||||
Herbalife Ltd * |
77,800 | 646 | ||||||
Ingles Markets Inc, Cl A |
7,426 | 456 | ||||||
Ingredion Inc |
17,300 | 2,260 | ||||||
J & J Snack Foods Corp |
11,852 | 1,558 | ||||||
Molson Coors Beverage Co, Cl B |
44,100 | 2,703 | ||||||
PriceSmart Inc |
26,141 | 2,337 | ||||||
SpartanNash Co |
18,700 | 378 | ||||||
Sprouts Farmers Market Inc * |
16,989 | 2,521 | ||||||
United Natural Foods Inc * |
40,970 | 1,302 | ||||||
Vital Farms Inc * |
24,591 | 814 | ||||||
| 29,983 | ||||||||
Energy — 3.8% |
||||||||
APA Corp |
51,662 | 1,070 | ||||||
Archrock Inc |
50,880 | 1,380 | ||||||
Aris Water Solutions Inc, Cl A |
46,470 | 1,462 | ||||||
Atlas Energy Solutions Inc, Cl A |
85,909 | 1,665 | ||||||
Cactus Inc, Cl A |
18,235 | 958 | ||||||
ChampionX Corp |
78,461 | 2,338 | ||||||
CNX Resources Corp * |
75,400 | 2,179 | ||||||
Crescent Energy Co, Cl A |
82,390 | 1,040 | ||||||
Helmerich & Payne Inc |
27,900 | 740 | ||||||
HF Sinclair Corp |
52,100 | 1,838 | ||||||
Kinetik Holdings Inc, Cl A |
19,560 | 1,141 | ||||||
SEI Institutional Investments Trust
69
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Magnolia Oil & Gas Corp, Cl A |
45,590 | $ | 1,067 | |||||
Matador Resources Co |
134,528 | 7,041 | ||||||
Murphy Oil Corp |
49,161 | 1,302 | ||||||
Northern Oil & Gas Inc |
63,556 | 2,002 | ||||||
Scorpio Tankers Inc |
18,000 | 717 | ||||||
SM Energy Co |
19,200 | 628 | ||||||
Vital Energy Inc * |
38,110 | 1,018 | ||||||
Vitesse Energy Inc |
3,154 | 81 | ||||||
World Kinect Corp |
26,900 | 805 | ||||||
| 30,472 | ||||||||
Financials — 17.8% |
||||||||
1st Source Corp |
17,280 | 1,122 | ||||||
Affiliated Managers Group Inc |
5,900 | 1,008 | ||||||
Ally Financial Inc |
40,300 | 1,495 | ||||||
American Financial Group Inc/OH |
5,900 | 745 | ||||||
Annaly Capital Management Inc ‡ |
20,550 | 451 | ||||||
Ares Capital Corp |
35,700 | 835 | ||||||
Associated Banc-Corp |
54,400 | 1,352 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Cl E |
30,600 | 1,297 | ||||||
Banner Corp |
17,090 | 1,179 | ||||||
Berkshire Hills Bancorp Inc |
40,390 | 1,151 | ||||||
Blue Owl Capital Corp |
69,500 | 1,075 | ||||||
Central Pacific Financial Corp |
36,770 | 1,068 | ||||||
Chimera Investment Corp ‡ |
20,400 | 290 | ||||||
Citizens Financial Group Inc |
77,700 | 3,556 | ||||||
CNA Financial Corp |
18,800 | 921 | ||||||
CNO Financial Group Inc |
111,740 | 4,658 | ||||||
Cohen & Steers Inc |
41,715 | 3,646 | ||||||
Comerica Inc |
30,100 | 1,936 | ||||||
Corpay Inc * |
3,700 | 1,358 | ||||||
Employers Holdings Inc |
25,650 | 1,329 | ||||||
Enova International Inc * |
13,150 | 1,359 | ||||||
Enterprise Financial Services Corp |
19,420 | 1,147 | ||||||
Equitable Holdings Inc |
15,800 | 869 | ||||||
Essent Group Ltd |
17,600 | 1,014 | ||||||
Everest Group Ltd |
2,600 | 918 | ||||||
EZCORP Inc, Cl A * |
85,980 | 1,183 | ||||||
FactSet Research Systems Inc |
5,383 | 2,486 | ||||||
Fifth Third Bancorp |
48,400 | 2,104 | ||||||
First BanCorp/Puerto Rico |
56,510 | 1,100 | ||||||
First Busey Corp |
27,700 | 665 | ||||||
First Financial Bancorp |
43,200 | 1,184 | ||||||
First Financial Bankshares Inc |
81,355 | 3,064 | ||||||
First Hawaiian Inc |
41,190 | 1,108 | ||||||
First Horizon Corp |
105,800 | 2,279 | ||||||
First Merchants Corp |
26,160 | 1,146 | ||||||
FNB Corp/PA |
81,000 | 1,202 | ||||||
FS KKR Capital Corp |
35,800 | 841 | ||||||
Fulton Financial Corp |
115,050 | 2,280 | ||||||
GCM Grosvenor Inc, Cl A |
78,730 | 1,112 | ||||||
Globe Life Inc |
12,500 | 1,593 | ||||||
Hamilton Lane Inc, Cl A |
35,142 | 5,493 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Hancock Whitney Corp |
15,300 | $ | 874 | |||||
Hanmi Financial Corp |
62,800 | 1,508 | ||||||
Heritage Financial Corp/WA |
45,260 | 1,144 | ||||||
Hilltop Holdings Inc |
37,290 | 1,193 | ||||||
Home BancShares Inc/AR |
114,690 | 3,435 | ||||||
Horace Mann Educators Corp |
28,150 | 1,192 | ||||||
International Money Express Inc * |
46,200 | 708 | ||||||
Jack Henry & Associates Inc |
17,125 | 2,973 | ||||||
Jackson Financial Inc, Cl A |
8,450 | 774 | ||||||
Kinsale Capital Group Inc |
14,886 | 6,429 | ||||||
Lincoln National Corp |
14,100 | 550 | ||||||
MarketAxess Holdings Inc |
6,212 | 1,198 | ||||||
Merchants Bancorp/IN |
27,440 | 1,117 | ||||||
MGIC Investment Corp |
81,200 | 1,998 | ||||||
Moelis & Co, Cl A |
55,885 | 3,948 | ||||||
Morningstar Inc |
8,902 | 2,793 | ||||||
Navient Corp |
65,200 | 933 | ||||||
NCR Atleos Corp * |
8,100 | 230 | ||||||
Nicolet Bankshares Inc |
11,040 | 1,323 | ||||||
Oaktree Specialty Lending Corp |
53,000 | 854 | ||||||
OFG Bancorp |
42,300 | 1,797 | ||||||
Origin Bancorp Inc |
31,370 | 1,215 | ||||||
Palomar Holdings Inc, Cl A * |
10,720 | 1,379 | ||||||
Piper Sandler Cos |
8,563 | 2,480 | ||||||
PJT Partners Inc, Cl A |
8,260 | 1,316 | ||||||
Popular Inc |
24,900 | 2,501 | ||||||
Preferred Bank/Los Angeles CA |
10,240 | 909 | ||||||
PROG Holdings Inc |
36,500 | 1,036 | ||||||
Prosperity Bancshares Inc |
39,231 | 3,011 | ||||||
Radian Group Inc |
40,700 | 1,339 | ||||||
Regions Financial Corp |
63,600 | 1,508 | ||||||
Reinsurance Group of America Inc, Cl A |
6,200 | 1,257 | ||||||
Remitly Global Inc * |
45,930 | 1,102 | ||||||
Rithm Capital Corp ‡ |
85,300 | 1,036 | ||||||
Ryan Specialty Holdings Inc, Cl A |
55,557 | 3,888 | ||||||
Skyward Specialty Insurance Group Inc * |
26,726 | 1,390 | ||||||
Stifel Financial Corp |
31,634 | 3,359 | ||||||
Synovus Financial Corp |
19,300 | 1,001 | ||||||
Trustmark Corp |
33,600 | 1,229 | ||||||
UMB Financial Corp |
10,980 | 1,211 | ||||||
Universal Insurance Holdings Inc |
7,500 | 166 | ||||||
Unum Group |
39,000 | 3,209 | ||||||
Upstart Holdings Inc * |
13,940 | 929 | ||||||
Victory Capital Holdings Inc, Cl A |
22,000 | 1,409 | ||||||
Virtu Financial Inc, Cl A |
40,200 | 1,470 | ||||||
Western Union Co/The |
32,400 | 351 | ||||||
Zions Bancorp NA |
44,500 | 2,405 | ||||||
| 143,696 | ||||||||
Health Care — 12.7% |
||||||||
AdaptHealth Corp, Cl A * |
70,227 | 799 | ||||||
ADMA Biologics Inc * |
64,520 | 1,057 | ||||||
Amneal Pharmaceuticals Inc * |
147,840 | 1,282 | ||||||
ANI Pharmaceuticals Inc * |
13,640 | 844 | ||||||
70
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Arcellx Inc * |
11,230 | $ | 728 | |||||
Arcutis Biotherapeutics Inc * |
83,070 | 1,137 | ||||||
Axsome Therapeutics Inc * |
4,940 | 630 | ||||||
Baxter International Inc |
48,100 | 1,660 | ||||||
Bio-Techne Corp |
36,303 | 2,242 | ||||||
Blueprint Medicines Corp * |
8,455 | 817 | ||||||
CareDx Inc * |
32,165 | 712 | ||||||
Castle Biosciences Inc * |
41,770 | 906 | ||||||
Catalyst Pharmaceuticals Inc * |
52,410 | 1,200 | ||||||
Certara Inc * |
142,263 | 1,704 | ||||||
Chemed Corp |
5,079 | 3,051 | ||||||
Collegium Pharmaceutical Inc * |
29,010 | 843 | ||||||
Concentra Group Holdings Parent Inc |
15,171 | 343 | ||||||
Corcept Therapeutics Inc * |
15,790 | 957 | ||||||
DaVita Inc * |
9,700 | 1,434 | ||||||
Day One Biopharmaceuticals Inc * |
56,564 | 512 | ||||||
Encompass Health Corp |
43,267 | 4,333 | ||||||
Ensign Group Inc/The |
60,052 | 7,756 | ||||||
Exelixis Inc * |
76,900 | 2,975 | ||||||
GeneDx Holdings Corp, Cl A * |
11,380 | 1,170 | ||||||
Geron Corp * |
52,670 | 93 | ||||||
Globus Medical Inc, Cl A * |
37,008 | 2,972 | ||||||
Halozyme Therapeutics Inc * |
19,300 | 1,142 | ||||||
HealthEquity Inc * |
22,718 | 2,494 | ||||||
ICU Medical Inc * |
6,720 | 983 | ||||||
Incyte Corp * |
23,600 | 1,735 | ||||||
Insmed Inc * |
16,940 | 1,381 | ||||||
Inspire Medical Systems Inc * |
6,190 | 1,149 | ||||||
Integer Holdings Corp * |
5,050 | 622 | ||||||
Intra-Cellular Therapies Inc * |
11,095 | 1,422 | ||||||
Ironwood Pharmaceuticals Inc, Cl A * |
97,700 | 157 | ||||||
Jazz Pharmaceuticals PLC * |
27,200 | 3,904 | ||||||
Krystal Biotech Inc * |
5,860 | 1,050 | ||||||
Lantheus Holdings Inc * |
14,930 | 1,401 | ||||||
LeMaitre Vascular Inc |
46,336 | 4,256 | ||||||
Ligand Pharmaceuticals Inc * |
12,442 | 1,521 | ||||||
LivaNova PLC * |
21,100 | 878 | ||||||
Merit Medical Systems Inc * |
33,177 | 3,385 | ||||||
Option Care Health Inc * |
101,993 | 3,417 | ||||||
Organon & Co |
68,200 | 1,017 | ||||||
Perrigo Co PLC |
86,328 | 2,504 | ||||||
Premier Inc, Cl A |
49,700 | 904 | ||||||
PROCEPT BioRobotics Corp * |
7,818 | 503 | ||||||
Quest Diagnostics Inc |
16,251 | 2,810 | ||||||
RadNet Inc * |
29,510 | 1,637 | ||||||
Repligen Corp * |
21,457 | 3,417 | ||||||
Rigel Pharmaceuticals Inc * |
11,412 | 263 | ||||||
Select Medical Holdings Corp |
18,800 | 342 | ||||||
STERIS PLC |
13,353 | 2,928 | ||||||
Supernus Pharmaceuticals Inc * |
13,180 | 423 | ||||||
Syndax Pharmaceuticals Inc * |
12,645 | 198 | ||||||
Tenet Healthcare Corp * |
8,300 | 1,051 | ||||||
TG Therapeutics Inc * |
33,700 | 1,014 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
United Therapeutics Corp * |
11,168 | $ | 3,574 | |||||
Universal Health Services Inc, Cl B |
11,300 | 1,980 | ||||||
US Physical Therapy Inc |
25,774 | 2,088 | ||||||
Varex Imaging Corp * |
64,000 | 823 | ||||||
Veracyte Inc * |
34,400 | 1,196 | ||||||
Waystar Holding Corp * |
25,490 | 1,108 | ||||||
| 102,834 | ||||||||
Industrials — 23.8% |
||||||||
AAON Inc |
46,547 | 3,575 | ||||||
ABM Industries Inc |
25,460 | 1,383 | ||||||
Acuity Brands Inc |
2,800 | 832 | ||||||
ACV Auctions Inc, Cl A * |
44,935 | 722 | ||||||
Advanced Drainage Systems Inc |
22,470 | 2,503 | ||||||
AGCO Corp |
24,600 | 2,385 | ||||||
Air Lease Corp, Cl A |
63,556 | 3,046 | ||||||
Alaska Air Group Inc * |
16,070 | 1,162 | ||||||
Allegiant Travel Co, Cl A |
11,420 | 839 | ||||||
Allison Transmission Holdings Inc |
41,185 | 4,191 | ||||||
Apogee Enterprises Inc |
26,800 | 1,285 | ||||||
Applied Industrial Technologies Inc |
4,530 | 1,135 | ||||||
ArcBest Corp |
14,700 | 1,158 | ||||||
Argan Inc |
6,310 | 823 | ||||||
Armstrong World Industries Inc |
8,640 | 1,328 | ||||||
Atkore Inc |
19,600 | 1,205 | ||||||
Axon Enterprise Inc * |
10,538 | 5,569 | ||||||
AZEK Co Inc/The, Cl A * |
28,440 | 1,332 | ||||||
AZZ Inc |
12,480 | 1,199 | ||||||
Blue Bird Corp * |
20,990 | 738 | ||||||
Booz Allen Hamilton Holding Corp, Cl A |
22,607 | 2,398 | ||||||
Broadridge Financial Solutions Inc |
10,726 | 2,587 | ||||||
BROOKFIELD INFRASTRUCTURE-A, Cl A |
73,700 | 2,951 | ||||||
Builders FirstSource Inc * |
9,300 | 1,293 | ||||||
BWX Technologies Inc |
22,462 | 2,335 | ||||||
Cadre Holdings Inc |
27,785 | 934 | ||||||
Carlisle Cos Inc |
7,996 | 2,725 | ||||||
Casella Waste Systems Inc, Cl A * |
24,448 | 2,739 | ||||||
CNH Industrial NV |
252,000 | 3,246 | ||||||
Comfort Systems USA Inc |
3,158 | 1,147 | ||||||
Concentrix Corp |
50,882 | 2,298 | ||||||
Construction Partners Inc, Cl A * |
14,030 | 1,018 | ||||||
Copart Inc * |
82,301 | 4,510 | ||||||
Crane Co |
16,462 | 2,683 | ||||||
CSG Systems International Inc |
31,300 | 2,013 | ||||||
Deluxe Corp |
26,200 | 431 | ||||||
Ennis Inc |
45,100 | 956 | ||||||
ExlService Holdings Inc * |
186,308 | 9,027 | ||||||
Exponent Inc |
63,033 | 5,336 | ||||||
Federal Signal Corp |
27,395 | 2,227 | ||||||
FTI Consulting Inc * |
2,813 | 466 | ||||||
Gates Industrial Corp PLC * |
52,900 | 1,145 | ||||||
GATX Corp |
7,680 | 1,283 | ||||||
GFL Environmental Inc |
78,047 | 3,525 | ||||||
Gibraltar Industries Inc * |
17,310 | 1,137 | ||||||
SEI Institutional Investments Trust
71
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Greenbrier Cos Inc/The |
33,760 | $ | 1,897 | |||||
Heidrick & Struggles International Inc |
27,360 | 1,121 | ||||||
Hexcel Corp |
39,852 | 2,525 | ||||||
Huntington Ingalls Industries Inc |
11,633 | 2,043 | ||||||
Huron Consulting Group Inc * |
9,074 | 1,383 | ||||||
Innodata Inc * |
10,333 | 545 | ||||||
Insperity Inc |
18,114 | 1,593 | ||||||
Insteel Industries Inc |
41,370 | 1,164 | ||||||
Interface Inc, Cl A |
60,500 | 1,224 | ||||||
Kirby Corp * |
11,475 | 1,196 | ||||||
Landstar System Inc |
14,077 | 2,235 | ||||||
Leonardo DRS Inc * |
35,900 | 1,093 | ||||||
Lindsay Corp |
9,070 | 1,198 | ||||||
ManpowerGroup Inc |
14,300 | 824 | ||||||
Matson Inc |
7,200 | 1,037 | ||||||
Mercury Systems Inc * |
36,780 | 1,633 | ||||||
MillerKnoll Inc |
39,600 | 851 | ||||||
Mueller Water Products Inc, Cl A |
128,596 | 3,313 | ||||||
NEXTracker Inc, Cl A * |
25,000 | 1,100 | ||||||
Nordson Corp |
10,144 | 2,133 | ||||||
NV5 Global Inc * |
61,740 | 1,114 | ||||||
nVent Electric PLC |
41,996 | 2,534 | ||||||
Oshkosh Corp |
14,950 | 1,529 | ||||||
Owens Corning |
12,000 | 1,848 | ||||||
Pitney Bowes Inc |
108,460 | 1,175 | ||||||
Primoris Services Corp |
14,090 | 1,011 | ||||||
Quad/Graphics Inc, Cl A |
86,600 | 544 | ||||||
RBC Bearings Inc * |
21,828 | 7,841 | ||||||
Rollins Inc |
76,000 | 3,982 | ||||||
Rush Enterprises Inc, Cl A |
20,420 | 1,191 | ||||||
Ryder System Inc |
15,400 | 2,533 | ||||||
Sensata Technologies Holding PLC |
71,112 | 2,052 | ||||||
SkyWest Inc * |
14,040 | 1,389 | ||||||
Snap-on Inc |
5,800 | 1,979 | ||||||
SPX Technologies Inc * |
9,809 | 1,429 | ||||||
Standex International Corp |
17,804 | 3,311 | ||||||
Sterling Infrastructure Inc * |
8,718 | 1,109 | ||||||
Terex Corp |
17,600 | 716 | ||||||
Tetra Tech Inc |
73,971 | 2,159 | ||||||
Textron Inc |
32,800 | 2,451 | ||||||
TransUnion |
27,534 | 2,545 | ||||||
Trex Co Inc * |
35,334 | 2,180 | ||||||
UFP Industries Inc |
20,599 | 2,204 | ||||||
UniFirst Corp/MA |
13,663 | 2,936 | ||||||
United Airlines Holdings Inc * |
16,200 | 1,520 | ||||||
Valmont Industries Inc |
9,331 | 3,251 | ||||||
Watsco Inc |
8,195 | 4,133 | ||||||
WESCO International Inc |
17,286 | 3,120 | ||||||
Zurn Elkay Water Solutions Corp |
32,260 | 1,143 | ||||||
| 191,857 | ||||||||
Information Technology — 13.4% |
||||||||
ACI Worldwide Inc * |
28,130 | 1,613 | ||||||
ACM Research Inc, Cl A * |
48,217 | 1,251 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Adeia Inc |
66,900 | $ | 1,052 | |||||
Agilysys Inc * |
7,605 | 616 | ||||||
Alarm.com Holdings Inc * |
26,083 | 1,515 | ||||||
Alkami Technology Inc * |
50,005 | 1,542 | ||||||
Amdocs Ltd |
18,200 | 1,588 | ||||||
Amkor Technology Inc |
70,800 | 1,494 | ||||||
Arrow Electronics Inc * |
16,000 | 1,729 | ||||||
Avnet Inc |
22,000 | 1,112 | ||||||
Badger Meter Inc |
9,190 | 1,933 | ||||||
Bentley Systems Inc, Cl B |
55,999 | 2,458 | ||||||
Box Inc, Cl A * |
34,260 | 1,120 | ||||||
Camtek Ltd/Israel |
3,290 | 245 | ||||||
Cerence Inc * |
79,620 | 908 | ||||||
Cirrus Logic Inc * |
24,900 | 2,595 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
99,380 | 3,091 | ||||||
Cognex Corp |
64,400 | 2,112 | ||||||
CommVault Systems Inc * |
17,336 | 2,957 | ||||||
Credo Technology Group Holding Ltd * |
21,105 | 1,165 | ||||||
Descartes Systems Group Inc/The * |
30,489 | 3,399 | ||||||
Dropbox Inc, Cl A * |
80,800 | 2,099 | ||||||
EPAM Systems Inc * |
9,473 | 1,953 | ||||||
Fabrinet * |
4,510 | 902 | ||||||
Fair Isaac Corp * |
2,291 | 4,322 | ||||||
Gen Digital Inc |
57,300 | 1,566 | ||||||
Grid Dynamics Holdings Inc * |
75,994 | 1,430 | ||||||
Ichor Holdings Ltd * |
35,940 | 1,053 | ||||||
Intapp Inc * |
17,010 | 1,122 | ||||||
InterDigital Inc |
6,400 | 1,367 | ||||||
Itron Inc * |
10,560 | 1,150 | ||||||
Jabil Inc |
23,300 | 3,610 | ||||||
Keysight Technologies Inc * |
23,219 | 3,704 | ||||||
Kulicke & Soffa Industries Inc |
57,448 | 2,199 | ||||||
Littelfuse Inc |
9,005 | 2,090 | ||||||
Monolithic Power Systems Inc |
4,979 | 3,042 | ||||||
Nova Ltd * |
5,765 | 1,379 | ||||||
Novanta Inc * |
26,357 | 3,812 | ||||||
OneSpan Inc |
71,350 | 1,144 | ||||||
Onto Innovation Inc * |
11,676 | 1,701 | ||||||
OSI Systems Inc * |
15,640 | 3,225 | ||||||
Power Integrations Inc |
44,613 | 2,712 | ||||||
PROS Holdings Inc * |
42,410 | 1,026 | ||||||
Q2 Holdings Inc * |
27,755 | 2,425 | ||||||
Sanmina Corp * |
35,630 | 2,919 | ||||||
Semtech Corp * |
17,920 | 684 | ||||||
Skyworks Solutions Inc |
5,500 | 367 | ||||||
SPS Commerce Inc * |
7,192 | 958 | ||||||
Synaptics Inc * |
8,560 | 566 | ||||||
TD SYNNEX Corp |
12,800 | 1,760 | ||||||
Tenable Holdings Inc * |
19,010 | 725 | ||||||
TTM Technologies Inc * |
43,520 | 1,049 | ||||||
Tyler Technologies Inc * |
8,063 | 4,906 | ||||||
Universal Display Corp |
13,990 | 2,149 | ||||||
Varonis Systems Inc, Cl B * |
26,083 | 1,121 | ||||||
72
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Vertex Inc, Cl A * |
117,523 | $ | 3,795 | |||||
Viant Technology Inc, Cl A * |
49,790 | 995 | ||||||
Viavi Solutions Inc * |
96,020 | 1,074 | ||||||
Xerox Holdings Corp |
43,900 | 291 | ||||||
| 107,887 | ||||||||
Materials — 3.8% |
||||||||
ATI Inc * |
18,800 | 1,093 | ||||||
Balchem Corp |
27,761 | 4,831 | ||||||
Berry Global Group Inc |
18,200 | 1,313 | ||||||
Cabot Corp |
44,746 | 3,848 | ||||||
Carpenter Technology Corp |
5,615 | 1,163 | ||||||
Celanese Corp, Cl A |
9,200 | 469 | ||||||
Chemours Co/The |
26,400 | 395 | ||||||
Eastman Chemical Co |
9,800 | 959 | ||||||
Glatfelter Corp * |
7,654 | 158 | ||||||
Ingevity Corp * |
24,560 | 1,171 | ||||||
Knife River Corp * |
11,150 | 1,067 | ||||||
Mosaic Co/The |
34,700 | 830 | ||||||
O-I Glass Inc * |
54,500 | 625 | ||||||
Quaker Chemical Corp |
17,420 | 2,422 | ||||||
Reliance Inc |
12,214 | 3,629 | ||||||
Royal Gold Inc |
7,293 | 1,072 | ||||||
Ryerson Holding Corp |
17,000 | 428 | ||||||
Sealed Air Corp |
27,360 | 935 | ||||||
Silgan Holdings Inc |
28,100 | 1,526 | ||||||
Steel Dynamics Inc |
13,000 | 1,756 | ||||||
SunCoke Energy Inc |
113,500 | 1,029 | ||||||
| 30,719 | ||||||||
Real Estate — 4.5% |
||||||||
American Assets Trust Inc ‡ |
36,700 | 824 | ||||||
Apple Hospitality REIT Inc ‡ |
67,400 | 998 | ||||||
Brandywine Realty Trust ‡ |
80,600 | 407 | ||||||
Brixmor Property Group Inc ‡ |
45,100 | 1,261 | ||||||
CareTrust REIT Inc ‡ |
38,300 | 991 | ||||||
City Office REIT Inc ‡ |
72,700 | 382 | ||||||
COPT Defense Properties ‡ |
34,940 | 944 | ||||||
CoStar Group Inc * |
42,736 | 3,259 | ||||||
CTO Realty Growth Inc ‡ |
36,630 | 697 | ||||||
EPR Properties ‡ |
27,700 | 1,470 | ||||||
Essential Properties Realty Trust Inc ‡ |
38,880 | 1,272 | ||||||
eXp World Holdings Inc |
142,534 | 1,441 | ||||||
FirstService Corp |
14,351 | 2,532 | ||||||
Getty Realty Corp ‡ |
34,230 | 1,075 | ||||||
Highwoods Properties Inc ‡ |
15,700 | 457 | ||||||
Host Hotels & Resorts Inc ‡ |
110,000 | 1,774 | ||||||
Industrial Logistics Properties Trust ‡ |
35,900 | 141 | ||||||
Innovative Industrial Properties Inc, Cl A ‡ |
9,200 | 662 | ||||||
InvenTrust Properties Corp ‡ |
37,060 | 1,104 | ||||||
Kilroy Realty Corp ‡ |
22,400 | 800 | ||||||
Kite Realty Group Trust ‡ |
29,900 | 686 | ||||||
Omega Healthcare Investors Inc ‡ |
29,900 | 1,102 | ||||||
Piedmont Office Realty Trust Inc, Cl A ‡ |
55,300 | 420 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Ryman Hospitality Properties Inc ‡ |
30,018 | $ | 2,969 | |||||
Sabra Health Care REIT Inc ‡ |
116,760 | 1,939 | ||||||
Service Properties Trust ‡ |
48,500 | 145 | ||||||
SL Green Realty Corp ‡ |
17,460 | 1,127 | ||||||
Terreno Realty Corp ‡ |
63,161 | 4,284 | ||||||
Uniti Group Inc ‡ |
71,260 | 409 | ||||||
Veris Residential Inc ‡ |
63,280 | 1,071 | ||||||
| 36,643 | ||||||||
Utilities — 1.6% |
||||||||
Chesapeake Utilities Corp |
22,979 | 2,917 | ||||||
Clearway Energy Inc, Cl A |
34,392 | 910 | ||||||
Middlesex Water Co |
17,290 | 867 | ||||||
National Fuel Gas Co |
15,900 | 1,196 | ||||||
New Jersey Resources Corp |
19,100 | 924 | ||||||
NRG Energy Inc |
36,100 | 3,816 | ||||||
Otter Tail Corp |
1,134 | 90 | ||||||
Spire Inc |
16,360 | 1,257 | ||||||
UGI Corp |
22,900 | 782 | ||||||
| 12,759 | ||||||||
Total Common Stock |
||||||||
(Cost $657,273) ($ Thousands) |
785,922 | |||||||
CASH EQUIVALENT — 2.6% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
20,771,146 | 20,771 | ||||||
Total Cash Equivalent |
||||||||
(Cost $20,771) ($ Thousands) |
20,771 | |||||||
Total Investments in Securities — 100.0% |
||||||||
(Cost $678,044) ($ Thousands) |
$ | 806,693 | ||||||
SEI Institutional Investments Trust
73
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Small/Mid Cap Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Russell 2000 Index E-MINI |
44 | Mar-2025 | $ | 5,002 | $ | 4,764 | $ | (238 | ) | |||||||||||
S&P Mid Cap 400 Index E-MINI |
13 | Mar-2025 | 4,158 | 4,029 | (129 | ) | ||||||||||||||
| $ | 9,160 | $ | 8,793 | $ | (367 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $806,999 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 1 | $ | — | $ | — | $ | — | $ | (1 | ) | $ | — | $ | — | $ | — | |||||||||||||||
SEI Daily Income Trust, Government Fund, |
18,646 | 143,777 | (141,652 | ) | — | — | 20,771 | 750 | — | |||||||||||||||||||||||
Totals |
$ | 18,647 | $ | 143,777 | $ | (141,652 | ) | $ | – | $ | (1 | ) | $ | 20,771 | $ | 750 | $ | — | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
74
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† — 98.9% |
||||||||
Communication Services — 9.6% |
||||||||
Alphabet Inc, Cl A |
291,229 | $ | 49,590 | |||||
Alphabet Inc, Cl C |
87,370 | 15,047 | ||||||
AT&T Inc |
704,452 | 19,309 | ||||||
Cargurus Inc, Cl A * |
33,381 | 1,075 | ||||||
Cars.com Inc * |
48,515 | 640 | ||||||
Charter Communications Inc, Cl A * |
5,456 | 1,984 | ||||||
Cinemark Holdings Inc * |
78,725 | 2,016 | ||||||
Comcast Corp, Cl A |
389,937 | 13,991 | ||||||
Electronic Arts Inc |
51,757 | 6,683 | ||||||
Fox Corp |
222,690 | 12,272 | ||||||
John Wiley & Sons Inc, Cl A |
1,114 | 44 | ||||||
Liberty Global Ltd, Cl A * |
70,719 | 818 | ||||||
Match Group Inc |
244,572 | 7,755 | ||||||
Meta Platforms Inc, Cl A |
70,023 | 46,789 | ||||||
Netflix Inc * |
6,018 | 5,901 | ||||||
New York Times Co/The, Cl A |
8,005 | 385 | ||||||
Omnicom Group Inc |
60,574 | 5,013 | ||||||
Pinterest Inc, Cl A * |
14,106 | 522 | ||||||
QuinStreet Inc * |
23,647 | 463 | ||||||
ROBLOX Corp, Cl A * |
4,649 | 296 | ||||||
Spotify Technology SA * |
1,301 | 791 | ||||||
TEGNA Inc |
133,290 | 2,426 | ||||||
T-Mobile US Inc |
8,816 | 2,378 | ||||||
Verizon Communications Inc |
380,936 | 16,418 | ||||||
Yelp Inc, Cl A * |
50,619 | 1,737 | ||||||
Ziff Davis Inc * |
33,694 | 1,383 | ||||||
| 215,726 | ||||||||
Consumer Discretionary — 13.7% |
||||||||
Abercrombie & Fitch Co, Cl A * |
15,579 | 1,605 | ||||||
ADT Inc |
225,575 | 1,847 | ||||||
Adtalem Global Education Inc * |
37,387 | 3,825 | ||||||
Airbnb Inc, Cl A * |
44,029 | 6,114 | ||||||
Amazon.com Inc * |
211,845 | 44,970 | ||||||
AutoZone Inc * |
2,892 | 10,102 | ||||||
Booking Holdings Inc |
3,393 | 17,019 | ||||||
Boyd Gaming Corp |
21,743 | 1,658 | ||||||
Brinker International Inc * |
6,734 | 1,110 | ||||||
Carnival Corp, Cl A * |
155,451 | 3,720 | ||||||
Deckers Outdoor Corp * |
71,492 | 9,963 | ||||||
Dick's Sporting Goods Inc |
1,859 | 418 | ||||||
Domino's Pizza Inc |
15,926 | 7,799 | ||||||
DoorDash Inc, Cl A * |
12,820 | 2,544 | ||||||
Dorman Products Inc * |
3,700 | 486 | ||||||
eBay Inc |
135,934 | 8,800 | ||||||
Expedia Group Inc * |
60,324 | 11,942 | ||||||
Ford Motor Co |
587,459 | 5,610 | ||||||
Frontdoor Inc * |
55,992 | 2,547 | ||||||
Gap Inc/The |
61,252 | 1,385 | ||||||
Garmin Ltd |
35,806 | 8,197 | ||||||
General Motors Co |
324,458 | 15,941 | ||||||
Goodyear Tire & Rubber Co/The * |
133,610 | 1,263 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Graham Holdings Co, Cl B |
104 | $ | 102 | |||||
Grand Canyon Education Inc * |
17,160 | 3,086 | ||||||
H&R Block Inc |
223,545 | 12,185 | ||||||
Home Depot Inc/The |
26,643 | 10,567 | ||||||
International Game Technology PLC |
56,491 | 1,002 | ||||||
KB Home |
17,758 | 1,083 | ||||||
Kohl's Corp |
50,660 | 578 | ||||||
Kontoor Brands Inc |
21,938 | 1,427 | ||||||
Lennar Corp, Cl B |
10,615 | 1,228 | ||||||
Lululemon Athletica Inc * |
23,135 | 8,458 | ||||||
McDonald's Corp |
30,115 | 9,285 | ||||||
Murphy USA Inc |
427 | 200 | ||||||
NVR Inc * |
156 | 1,130 | ||||||
O'Reilly Automotive Inc * |
8,574 | 11,778 | ||||||
PulteGroup Inc |
47,819 | 4,939 | ||||||
PVH Corp |
41,168 | 3,081 | ||||||
Ralph Lauren Corp, Cl A |
22,212 | 6,023 | ||||||
Ross Stores Inc |
14,989 | 2,103 | ||||||
SharkNinja Inc * |
28,618 | 3,008 | ||||||
Stride Inc * |
18,419 | 2,520 | ||||||
Tapestry Inc |
46,692 | 3,988 | ||||||
Taylor Morrison Home Corp, Cl A * |
130,953 | 8,072 | ||||||
Tesla Inc * |
2,729 | 800 | ||||||
TJX Cos Inc/The |
136,327 | 17,008 | ||||||
Tractor Supply Co |
34,140 | 1,890 | ||||||
Travel + Leisure Co |
41,980 | 2,343 | ||||||
Urban Outfitters Inc * |
55,175 | 3,211 | ||||||
Williams-Sonoma Inc |
26,421 | 5,141 | ||||||
Wingstop Inc |
338 | 79 | ||||||
Wynn Resorts Ltd |
10,196 | 911 | ||||||
Yum! Brands Inc |
69,515 | 10,870 | ||||||
| 306,961 | ||||||||
Consumer Staples — 8.3% |
||||||||
Albertsons Cos Inc, Cl A |
351,436 | 7,394 | ||||||
Altria Group Inc |
406,926 | 22,727 | ||||||
Andersons Inc/The |
18,430 | 788 | ||||||
Archer-Daniels-Midland Co |
9,583 | 452 | ||||||
BellRing Brands Inc * |
49,950 | 3,660 | ||||||
Bunge Global SA |
80,898 | 6,002 | ||||||
Cal-Maine Foods Inc |
22,643 | 2,047 | ||||||
Casey's General Stores Inc |
2,189 | 907 | ||||||
Church & Dwight Co Inc |
6,575 | 731 | ||||||
Coca-Cola Co/The |
110,202 | 7,847 | ||||||
Colgate-Palmolive Co |
99,375 | 9,060 | ||||||
Conagra Brands Inc |
13,772 | 352 | ||||||
Costco Wholesale Corp |
2,784 | 2,919 | ||||||
Edgewell Personal Care Co |
16,040 | 505 | ||||||
Flowers Foods Inc |
5,670 | 106 | ||||||
Freshpet Inc * |
412 | 44 | ||||||
General Mills Inc |
10,163 | 616 | ||||||
Ingles Markets Inc, Cl A |
3,077 | 189 | ||||||
Ingredion Inc |
50,490 | 6,594 | ||||||
Keurig Dr Pepper Inc |
7,207 | 242 | ||||||
SEI Institutional Investments Trust
75
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Kimberly-Clark Corp |
51,345 | $ | 7,292 | |||||
Kraft Heinz Co/The |
207,918 | 6,385 | ||||||
Kroger Co/The |
193,556 | 12,546 | ||||||
Lancaster Colony Corp |
1,230 | 235 | ||||||
Molson Coors Beverage Co, Cl B |
52,076 | 3,192 | ||||||
Monster Beverage Corp * |
128,224 | 7,007 | ||||||
PepsiCo Inc |
39,489 | 6,060 | ||||||
Philip Morris International Inc |
123,494 | 19,176 | ||||||
Pilgrim's Pride Corp * |
29,641 | 1,612 | ||||||
Post Holdings Inc * |
16,639 | 1,889 | ||||||
Primo Brands Corp |
73,253 | 2,468 | ||||||
Procter & Gamble Co/The |
69,360 | 12,058 | ||||||
Sprouts Farmers Market Inc * |
38,611 | 5,730 | ||||||
Sysco Corp |
25,193 | 1,903 | ||||||
United Natural Foods Inc * |
24,363 | 775 | ||||||
US Foods Holding Corp * |
123,320 | 8,840 | ||||||
Vital Farms Inc * |
11,066 | 366 | ||||||
Walgreens Boots Alliance Inc |
117,384 | 1,254 | ||||||
Walmart Inc |
130,623 | 12,881 | ||||||
WD-40 Co |
422 | 101 | ||||||
| 184,952 | ||||||||
Energy — 1.7% |
||||||||
APA Corp |
149,651 | 3,098 | ||||||
Archrock Inc |
19,931 | 540 | ||||||
Chevron Corp |
12,997 | 2,062 | ||||||
Civitas Resources Inc |
16,410 | 629 | ||||||
DT Midstream Inc |
5,147 | 495 | ||||||
Exxon Mobil Corp |
675 | 75 | ||||||
International Seaways Inc |
28,815 | 960 | ||||||
Murphy Oil Corp |
102,221 | 2,708 | ||||||
ONEOK Inc |
38,087 | 3,824 | ||||||
Ovintiv Inc |
177,099 | 7,697 | ||||||
Scorpio Tankers Inc |
26,575 | 1,059 | ||||||
SM Energy Co |
57,910 | 1,894 | ||||||
TechnipFMC PLC |
115,493 | 3,400 | ||||||
Valero Energy Corp |
38,140 | 4,986 | ||||||
Williams Cos Inc/The |
94,950 | 5,524 | ||||||
| 38,951 | ||||||||
Financials — 12.0% |
||||||||
Affiliated Managers Group Inc |
21,996 | 3,758 | ||||||
Affirm Holdings Inc, Cl A * |
12,776 | 820 | ||||||
Aflac Inc |
27,997 | 3,065 | ||||||
Ally Financial Inc |
213,441 | 7,919 | ||||||
American Express Co |
6,407 | 1,928 | ||||||
American Financial Group Inc/OH |
3,835 | 484 | ||||||
American International Group Inc |
113,229 | 9,391 | ||||||
Arbor Realty Trust Inc ‡ |
142,138 | 1,754 | ||||||
Arch Capital Group Ltd |
9,727 | 904 | ||||||
Axis Capital Holdings Ltd |
45,919 | 4,449 | ||||||
Bank of America Corp |
2,960 | 136 | ||||||
Bank of New York Mellon Corp/The |
169,317 | 15,061 | ||||||
Bank of NT Butterfield & Son Ltd/The |
28,668 | 1,112 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Bank OZK |
76,375 | $ | 3,667 | |||||
Berkshire Hathaway Inc, Cl B * |
1,524 | 783 | ||||||
BlackRock Funding Inc/DE |
1,381 | 1,350 | ||||||
Brighthouse Financial Inc * |
62,910 | 3,731 | ||||||
Brown & Brown Inc |
14,328 | 1,698 | ||||||
Capital One Financial Corp |
43,995 | 8,823 | ||||||
Citigroup Inc |
238,827 | 19,094 | ||||||
CNO Financial Group Inc |
19,131 | 798 | ||||||
Community Financial System Inc |
460 | 29 | ||||||
Corebridge Financial Inc |
222,175 | 7,705 | ||||||
Corpay Inc * |
13,401 | 4,919 | ||||||
Donnelley Financial Solutions Inc * |
2,884 | 143 | ||||||
Enova International Inc * |
11,029 | 1,140 | ||||||
Everest Group Ltd |
23,384 | 8,260 | ||||||
FactSet Research Systems Inc |
13,700 | 6,326 | ||||||
Fiserv Inc * |
25,730 | 6,064 | ||||||
Genworth Financial Inc, Cl A * |
45,121 | 314 | ||||||
Goldman Sachs Group Inc/The |
7,137 | 4,441 | ||||||
Jack Henry & Associates Inc |
4,362 | 757 | ||||||
Jackson Financial Inc, Cl A |
55,688 | 5,103 | ||||||
Janus Henderson Group PLC |
51,136 | 2,158 | ||||||
JPMorgan Chase & Co |
11,606 | 3,072 | ||||||
Mastercard Inc, Cl A |
27,065 | 15,598 | ||||||
MFA Financial Inc ‡ |
76,815 | 817 | ||||||
Moody's Corp |
15,335 | 7,728 | ||||||
Mr Cooper Group Inc * |
25,179 | 2,829 | ||||||
MSCI Inc, Cl A |
881 | 520 | ||||||
Nasdaq Inc |
67,814 | 5,614 | ||||||
Navient Corp |
62,661 | 897 | ||||||
Nelnet Inc, Cl A |
425 | 52 | ||||||
NU Holdings Ltd/Cayman Islands, Cl A * |
80,734 | 868 | ||||||
Old National Bancorp/IN |
138,191 | 3,282 | ||||||
Pagseguro Digital Ltd, Cl A * |
118,600 | 873 | ||||||
Palomar Holdings Inc, Cl A * |
9,383 | 1,207 | ||||||
Pathward Financial Inc |
10,760 | 834 | ||||||
PNC Financial Services Group Inc/The |
19,106 | 3,667 | ||||||
Popular Inc |
56,629 | 5,687 | ||||||
PROG Holdings Inc |
16,300 | 462 | ||||||
Reinsurance Group of America Inc, Cl A |
36,959 | 7,491 | ||||||
RenaissanceRe Holdings Ltd |
32,541 | 7,732 | ||||||
Rithm Capital Corp ‡ |
381,554 | 4,636 | ||||||
Ryan Specialty Holdings Inc, Cl A |
7,139 | 500 | ||||||
ServisFirst Bancshares Inc |
446 | 41 | ||||||
SiriusPoint Ltd * |
55,289 | 848 | ||||||
SLM Corp |
20,388 | 615 | ||||||
Starwood Property Trust Inc ‡ |
76,152 | 1,563 | ||||||
Synchrony Financial |
240,659 | 14,603 | ||||||
T Rowe Price Group Inc |
6,159 | 651 | ||||||
Toast Inc, Cl A * |
20,695 | 799 | ||||||
Tradeweb Markets Inc, Cl A |
7,437 | 1,007 | ||||||
Travelers Cos Inc/The |
4,150 | 1,073 | ||||||
UMB Financial Corp |
19,075 | 2,105 | ||||||
Unum Group |
116,035 | 9,548 | ||||||
76
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Victory Capital Holdings Inc, Cl A |
8,522 | $ | 546 | |||||
Visa Inc, Cl A |
52,087 | 18,892 | ||||||
W R Berkley Corp |
8,934 | 564 | ||||||
WaFd Inc |
52,632 | 1,557 | ||||||
Western Union Co/The |
292,637 | 3,169 | ||||||
| 270,031 | ||||||||
Health Care — 11.8% |
||||||||
AbbVie Inc |
13,183 | 2,756 | ||||||
Baxter International Inc |
187,485 | 6,470 | ||||||
Boston Scientific Corp * |
93,220 | 9,675 | ||||||
Bristol-Myers Squibb Co |
61,141 | 3,645 | ||||||
Cardinal Health Inc |
107,352 | 13,900 | ||||||
Cencora Inc |
76,299 | 19,345 | ||||||
Centene Corp * |
31,310 | 1,821 | ||||||
Cigna Group/The |
11,310 | 3,493 | ||||||
Corcept Therapeutics Inc * |
32,399 | 1,963 | ||||||
CVS Health Corp |
32,061 | 2,107 | ||||||
DaVita Inc * |
48,861 | 7,226 | ||||||
Doximity Inc, Cl A * |
6,898 | 486 | ||||||
Eli Lilly & Co |
22,761 | 20,954 | ||||||
Ensign Group Inc/The |
21,782 | 2,813 | ||||||
Exelixis Inc * |
136,651 | 5,287 | ||||||
GE HealthCare Technologies Inc |
81,943 | 7,158 | ||||||
Gilead Sciences Inc |
220,381 | 25,192 | ||||||
Halozyme Therapeutics Inc * |
47,313 | 2,799 | ||||||
Harrow Inc * |
9,878 | 277 | ||||||
HCA Healthcare Inc |
9,843 | 3,015 | ||||||
HealthEquity Inc * |
4,952 | 543 | ||||||
Henry Schein Inc * |
3,353 | 242 | ||||||
Hims & Hers Health Inc * |
10,775 | 486 | ||||||
Hologic Inc * |
7,323 | 464 | ||||||
ICU Medical Inc * |
5,713 | 836 | ||||||
IDEXX Laboratories Inc * |
914 | 399 | ||||||
Insulet Corp * |
1,976 | 538 | ||||||
Intuitive Surgical Inc * |
12,459 | 7,141 | ||||||
Jazz Pharmaceuticals PLC * |
21,200 | 3,043 | ||||||
Johnson & Johnson |
128,105 | 21,140 | ||||||
Labcorp Holdings Inc |
495 | 124 | ||||||
LeMaitre Vascular Inc |
4,816 | 442 | ||||||
McKesson Corp |
21,156 | 13,545 | ||||||
Medtronic PLC |
66,482 | 6,118 | ||||||
Merck & Co Inc |
31,155 | 2,874 | ||||||
Merit Medical Systems Inc * |
22,003 | 2,245 | ||||||
Mettler-Toledo International Inc * |
5,870 | 7,471 | ||||||
Organon & Co |
143,255 | 2,136 | ||||||
Premier Inc, Cl A |
1,437 | 26 | ||||||
Quest Diagnostics Inc |
25,466 | 4,403 | ||||||
ResMed Inc |
15,188 | 3,547 | ||||||
Royalty Pharma PLC, Cl A |
40,637 | 1,367 | ||||||
Solventum Corp * |
25,622 | 2,043 | ||||||
Stryker Corp |
6,722 | 2,596 | ||||||
Tenet Healthcare Corp * |
72,200 | 9,140 | ||||||
United Therapeutics Corp * |
20,761 | 6,645 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
UnitedHealth Group Inc |
4,727 | $ | 2,245 | |||||
Universal Health Services Inc, Cl B |
36,974 | 6,480 | ||||||
Vertex Pharmaceuticals Inc * |
6,219 | 2,984 | ||||||
Viatris Inc |
547,085 | 5,050 | ||||||
Zoetis Inc, Cl A |
41,380 | 6,920 | ||||||
| 263,615 | ||||||||
Industrials — 10.6% |
||||||||
3M Co |
5,286 | 820 | ||||||
A O Smith Corp |
6,011 | 400 | ||||||
ACCO Brands Corp |
63,934 | 299 | ||||||
Acuity Brands Inc |
30,963 | 9,200 | ||||||
Allegion PLC |
4,879 | 628 | ||||||
Allison Transmission Holdings Inc |
92,743 | 9,437 | ||||||
American Airlines Group Inc * |
433,867 | 6,226 | ||||||
Argan Inc |
5,391 | 703 | ||||||
Armstrong World Industries Inc |
5,953 | 915 | ||||||
Atmus Filtration Technologies Inc |
24,680 | 982 | ||||||
Automatic Data Processing Inc |
2,643 | 833 | ||||||
Brink's Co/The |
32,052 | 3,014 | ||||||
CACI International Inc, Cl A * |
10,847 | 3,632 | ||||||
Carlisle Cos Inc |
2,367 | 807 | ||||||
CH Robinson Worldwide Inc |
23,615 | 2,400 | ||||||
Cintas Corp |
13,563 | 2,814 | ||||||
Concentrix Corp |
37,330 | 1,686 | ||||||
Costamare Inc |
33,919 | 345 | ||||||
CSG Systems International Inc |
951 | 61 | ||||||
CSX Corp |
50,665 | 1,622 | ||||||
Cummins Inc |
15,602 | 5,744 | ||||||
Curtiss-Wright Corp |
11,503 | 3,700 | ||||||
Delta Air Lines Inc |
204,379 | 12,287 | ||||||
Deluxe Corp |
31,932 | 526 | ||||||
Donaldson Co Inc |
6,137 | 424 | ||||||
Dover Corp |
13,213 | 2,626 | ||||||
EMCOR Group Inc |
1,241 | 507 | ||||||
Expeditors International of Washington Inc |
8,483 | 996 | ||||||
Fastenal Co |
79,881 | 6,049 | ||||||
FedEx Corp |
3,272 | 860 | ||||||
Franklin Electric Co Inc |
1,472 | 150 | ||||||
FTI Consulting Inc * |
443 | 73 | ||||||
Genpact Ltd |
29,554 | 1,573 | ||||||
Graco Inc |
85,287 | 7,426 | ||||||
Honeywell International Inc |
8,705 | 1,853 | ||||||
Howmet Aerospace Inc |
50,918 | 6,955 | ||||||
Illinois Tool Works Inc |
35,042 | 9,250 | ||||||
ITT Inc |
4,672 | 660 | ||||||
Landstar System Inc |
1,534 | 244 | ||||||
Leidos Holdings Inc |
68,732 | 8,933 | ||||||
Lennox International Inc |
10,100 | 6,071 | ||||||
Lincoln Electric Holdings Inc |
1,759 | 364 | ||||||
Lockheed Martin Corp |
5,087 | 2,291 | ||||||
Masco Corp |
26,785 | 2,014 | ||||||
Maximus Inc |
43,829 | 2,858 | ||||||
MSA Safety Inc |
1,563 | 256 | ||||||
SEI Institutional Investments Trust
77
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
MSC Industrial Direct Co Inc, Cl A |
8,643 | $ | 695 | |||||
Otis Worldwide Corp |
93,354 | 9,315 | ||||||
Owens Corning |
15,613 | 2,405 | ||||||
PACCAR Inc |
18,265 | 1,959 | ||||||
Parker-Hannifin Corp |
8,053 | 5,384 | ||||||
Parsons Corp * |
15,638 | 910 | ||||||
Paychex Inc |
60,909 | 9,238 | ||||||
Republic Services Inc, Cl A |
21,681 | 5,139 | ||||||
Resideo Technologies Inc * |
637 | 12 | ||||||
Robert Half Inc |
60,593 | 3,580 | ||||||
Rollins Inc |
9,583 | 502 | ||||||
Ryder System Inc |
36,980 | 6,082 | ||||||
Science Applications International Corp |
39,734 | 3,925 | ||||||
SkyWest Inc * |
23,700 | 2,344 | ||||||
Snap-on Inc |
25,958 | 8,856 | ||||||
SS&C Technologies Holdings Inc |
12,829 | 1,142 | ||||||
Trane Technologies PLC |
18,790 | 6,646 | ||||||
United Airlines Holdings Inc * |
80,984 | 7,597 | ||||||
Valmont Industries Inc |
1,240 | 432 | ||||||
Veralto Corp |
52,500 | 5,237 | ||||||
Verisk Analytics Inc, Cl A |
25,575 | 7,593 | ||||||
Waste Management Inc |
3,880 | 903 | ||||||
Watts Water Technologies Inc, Cl A |
1,722 | 370 | ||||||
Westinghouse Air Brake Technologies Corp |
24,922 | 4,620 | ||||||
WW Grainger Inc |
10,416 | 10,637 | ||||||
| 237,037 | ||||||||
Information Technology — 28.2% |
||||||||
Accenture PLC, Cl A |
3,004 | 1,047 | ||||||
ACI Worldwide Inc * |
9,258 | 531 | ||||||
Adobe Inc * |
17,673 | 7,751 | ||||||
Alkami Technology Inc * |
466 | 14 | ||||||
Amdocs Ltd |
56,391 | 4,920 | ||||||
Amkor Technology Inc |
68,518 | 1,446 | ||||||
Amphenol Corp, Cl A |
110,725 | 7,374 | ||||||
Apple Inc |
473,752 | 114,572 | ||||||
AppLovin Corp, Cl A * |
14,166 | 4,614 | ||||||
Arista Networks Inc * |
40,190 | 3,740 | ||||||
Arrow Electronics Inc * |
43,570 | 4,709 | ||||||
Atlassian Corp, Cl A * |
3,738 | 1,063 | ||||||
Autodesk Inc * |
24,688 | 6,770 | ||||||
Avnet Inc |
57,129 | 2,887 | ||||||
Belden Inc |
17,615 | 1,938 | ||||||
Broadcom Inc |
15,456 | 3,082 | ||||||
Cadence Design Systems Inc * |
3,077 | 771 | ||||||
Cirrus Logic Inc * |
55,883 | 5,824 | ||||||
Cisco Systems Inc |
442,983 | 28,400 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
20,833 | 648 | ||||||
Cloudflare Inc, Cl A * |
2,654 | 386 | ||||||
Cognizant Technology Solutions Corp, Cl A |
150,800 | 12,566 | ||||||
CommVault Systems Inc * |
9,772 | 1,667 | ||||||
Consensus Cloud Solutions Inc * |
11,449 | 300 | ||||||
Crane NXT Co |
28,095 | 1,568 | ||||||
Dell Technologies Inc, Cl C |
87,168 | 8,957 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
DocuSign Inc, Cl A * |
32,225 | $ | 2,680 | |||||
Dolby Laboratories Inc, Cl A |
1,837 | 150 | ||||||
Dropbox Inc, Cl A * |
334,046 | 8,679 | ||||||
DXC Technology Co * |
137,012 | 2,517 | ||||||
F5 Inc * |
54,425 | 15,916 | ||||||
Fair Isaac Corp * |
505 | 953 | ||||||
Fortinet Inc * |
73,153 | 7,901 | ||||||
Gartner Inc * |
20,065 | 9,999 | ||||||
Gen Digital Inc |
414,023 | 11,315 | ||||||
GoDaddy Inc, Cl A * |
36,899 | 6,623 | ||||||
Guidewire Software Inc * |
26,246 | 5,284 | ||||||
Hewlett Packard Enterprise Co |
557,315 | 11,040 | ||||||
HP Inc |
380,044 | 11,732 | ||||||
HubSpot Inc * |
433 | 314 | ||||||
Intel Corp |
90,101 | 2,138 | ||||||
InterDigital Inc |
27,299 | 5,832 | ||||||
International Business Machines Corp |
78,551 | 19,829 | ||||||
Intuit Inc * |
3,026 | 1,857 | ||||||
Jabil Inc |
47,433 | 7,348 | ||||||
KLA Corp |
473 | 335 | ||||||
LiveRamp Holdings Inc * |
28,993 | 866 | ||||||
Manhattan Associates Inc * |
682 | 121 | ||||||
Marvell Technology Inc |
4,675 | 429 | ||||||
Micron Technology Inc |
36,645 | 3,431 | ||||||
Microsoft Corp |
226,480 | 89,910 | ||||||
MKS Instruments Inc |
49,333 | 4,530 | ||||||
Motorola Solutions Inc |
33,945 | 14,943 | ||||||
NetApp Inc |
200,879 | 20,050 | ||||||
NVIDIA Corp |
629,355 | 78,619 | ||||||
ON Semiconductor Corp * |
57,107 | 2,687 | ||||||
Palantir Technologies Inc, Cl A * |
32,645 | 2,772 | ||||||
Progress Software Corp |
36,043 | 1,969 | ||||||
Qorvo Inc * |
29,405 | 2,137 | ||||||
QUALCOMM Inc |
128,528 | 20,201 | ||||||
Salesforce Inc |
6,600 | 1,966 | ||||||
Sanmina Corp * |
44,777 | 3,668 | ||||||
Semtech Corp * |
13,561 | 518 | ||||||
Skyworks Solutions Inc |
104,235 | 6,948 | ||||||
Teradata Corp * |
59,337 | 1,415 | ||||||
TTM Technologies Inc * |
36,490 | 880 | ||||||
Tyler Technologies Inc * |
767 | 467 | ||||||
Ubiquiti Inc |
38 | 13 | ||||||
VeriSign Inc * |
38,218 | 9,091 | ||||||
Vishay Intertechnology Inc |
72,725 | 1,247 | ||||||
Vontier Corp |
84,367 | 3,151 | ||||||
Xerox Holdings Corp |
70,180 | 465 | ||||||
Zoom Video Communications Inc, Cl A * |
13,244 | 976 | ||||||
| 633,457 | ||||||||
Materials — 1.3% |
||||||||
Alpha Metallurgical Resources Inc * |
6,573 | 904 | ||||||
Amcor PLC |
84,111 | 851 | ||||||
AptarGroup Inc |
3,602 | 528 | ||||||
Avery Dennison Corp |
4,773 | 897 | ||||||
78
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK†† (continued) |
||||||||
Axalta Coating Systems Ltd * |
50,402 | $ | 1,825 | |||||
Berry Global Group Inc |
54,455 | 3,930 | ||||||
DuPont de Nemours Inc |
19,111 | 1,563 | ||||||
International Paper Co |
67,331 | 3,794 | ||||||
LyondellBasell Industries NV, Cl A |
73,490 | 5,646 | ||||||
NewMarket Corp |
152 | 87 | ||||||
Newmont Corp |
75,868 | 3,250 | ||||||
Packaging Corp of America |
5,536 | 1,180 | ||||||
Reliance Inc |
1,720 | 511 | ||||||
Silgan Holdings Inc |
2,262 | 123 | ||||||
Sonoco Products Co |
36,550 | 1,748 | ||||||
SSR Mining Inc * |
88,288 | 882 | ||||||
Warrior Met Coal Inc |
27,496 | 1,324 | ||||||
| 29,043 | ||||||||
Real Estate — 0.2% |
||||||||
Acadia Realty Trust ‡ |
2,875 | 66 | ||||||
CBRE Group Inc, Cl A * |
22,911 | 3,252 | ||||||
SL Green Realty Corp ‡ |
15,029 | 970 | ||||||
Urban Edge Properties ‡ |
50,458 | 1,040 | ||||||
| 5,328 | ||||||||
Utilities — 1.5% |
||||||||
Atmos Energy Corp |
14,114 | 2,147 | ||||||
Edison International |
22,221 | 1,210 | ||||||
Entergy Corp |
70,702 | 6,173 | ||||||
Exelon Corp |
53,994 | 2,386 | ||||||
FirstEnergy Corp |
190,454 | 7,384 | ||||||
National Fuel Gas Co |
3,534 | 266 | ||||||
NRG Energy Inc |
97,470 | 10,304 | ||||||
PG&E Corp |
107,458 | 1,756 | ||||||
Vistra Corp |
13,072 | 1,747 | ||||||
| 33,373 | ||||||||
Total Common Stock |
||||||||
(Cost $1,768,708) ($ Thousands) |
2,218,474 | |||||||
CASH EQUIVALENT — 0.7% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
15,180,959 | 15,181 | ||||||
Total Cash Equivalent |
||||||||
(Cost $15,181) ($ Thousands) |
15,181 | |||||||
Total Investments in Securities — 99.6% |
||||||||
(Cost $1,783,889) ($ Thousands) |
$ | 2,233,655 | ||||||
SEI Institutional Investments Trust
79
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Equity Factor Allocation Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows:
|
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
55 | Mar-2025 | $ | 16,610 | $ | 16,399 | $ | (211 | ) | |||||||||||
|
Percentages are based on Net Assets of $2,243,352 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
‡ |
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 28, 2025 ($ Thousands):
|
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 10,111 | $ | 134,293 | $ | (129,223 | ) | $ | — | $ | — | $ | 15,181 | $ | 565 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
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 28, 2025
U.S. Managed Volatility Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 98.0% |
||||||||
Communication Services — 9.6% |
||||||||
Alphabet Inc, Cl A |
10,482 | $ | 1,785 | |||||
Alphabet Inc, Cl C |
8,608 | 1,482 | ||||||
Anterix Inc * |
2,873 | 112 | ||||||
AT&T Inc |
590,657 | 16,190 | ||||||
Cargurus Inc, Cl A * |
612 | 20 | ||||||
Cogent Communications Holdings Inc |
4,313 | 315 | ||||||
Comcast Corp, Cl A |
203,034 | 7,285 | ||||||
Electronic Arts Inc |
22,624 | 2,921 | ||||||
Fox Corp |
143,422 | 8,104 | ||||||
Gambling.com Group Ltd * |
1,267 | 18 | ||||||
Grindr Inc * |
26,577 | 488 | ||||||
IDT Corp, Cl B |
6,778 | 329 | ||||||
IMAX Corp * |
751 | 19 | ||||||
John Wiley & Sons Inc, Cl A |
519 | 21 | ||||||
Meta Platforms Inc, Cl A |
2,759 | 1,843 | ||||||
New York Times Co/The, Cl A |
16,187 | 778 | ||||||
Omnicom Group Inc |
24,200 | 2,003 | ||||||
Playtika Holding Corp |
116,242 | 614 | ||||||
SK Telecom Co Ltd ADR |
86,124 | 1,885 | ||||||
Spok Holdings Inc |
29,774 | 502 | ||||||
TEGNA Inc |
148,000 | 2,694 | ||||||
T-Mobile US Inc |
12,961 | 3,495 | ||||||
Verizon Communications Inc |
384,756 | 16,583 | ||||||
Yelp Inc, Cl A * |
2,994 | 103 | ||||||
| 69,589 | ||||||||
Consumer Discretionary — 7.9% |
||||||||
Adtalem Global Education Inc * |
2,116 | 216 | ||||||
AutoZone Inc * |
9 | 31 | ||||||
Biglari Holdings Inc, Cl B * |
734 | 180 | ||||||
BorgWarner Inc |
236,305 | 7,035 | ||||||
Canadian Tire Corp Ltd, Cl A |
19,300 | 1,912 | ||||||
Carriage Services Inc, Cl A |
576 | 23 | ||||||
Coupang Inc, Cl A * |
18,822 | 446 | ||||||
eBay Inc |
115,443 | 7,474 | ||||||
Frontdoor Inc * |
6,764 | 308 | ||||||
Genuine Parts Co |
20,515 | 2,562 | ||||||
Global Business Travel Group I * |
12,730 | 106 | ||||||
Grand Canyon Education Inc * |
21,310 | 3,832 | ||||||
H&R Block Inc |
97,539 | 5,317 | ||||||
Honda Motor Co Ltd ADR |
125,100 | 3,477 | ||||||
Laureate Education Inc, Cl A * |
4,450 | 89 | ||||||
La-Z-Boy Inc |
27,000 | 1,221 | ||||||
Lear Corp |
34,429 | 3,236 | ||||||
LKQ Corp |
29,578 | 1,248 | ||||||
Mattel Inc * |
127,000 | 2,705 | ||||||
Murphy USA Inc |
7,964 | 3,737 | ||||||
Nathan's Famous Inc |
1,710 | 174 | ||||||
O'Reilly Automotive Inc * |
3,479 | 4,779 | ||||||
Papa John's International Inc |
2,551 | 116 | ||||||
Pool Corp |
7,465 | 2,590 | ||||||
Service Corp International/US |
12,416 | 1,006 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Strategic Education Inc |
2,064 | $ | 166 | |||||
Stride Inc * |
2,584 | 354 | ||||||
Sturm Ruger & Co Inc |
6,571 | 259 | ||||||
Toyota Motor Corp ADR |
12,200 | 2,214 | ||||||
Weyco Group Inc |
7,652 | 266 | ||||||
Winmark Corp |
227 | 76 | ||||||
| 57,155 | ||||||||
Consumer Staples — 10.2% |
||||||||
Albertsons Cos Inc, Cl A |
114,400 | 2,407 | ||||||
Altria Group Inc |
129,325 | 7,223 | ||||||
Archer-Daniels-Midland Co |
85,500 | 4,036 | ||||||
Bunge Global SA |
32,200 | 2,389 | ||||||
Cal-Maine Foods Inc |
2,103 | 190 | ||||||
Campbell Soup Co |
48,000 | 1,923 | ||||||
Church & Dwight Co Inc |
4,255 | 473 | ||||||
Clorox Co/The |
27,725 | 4,336 | ||||||
Colgate-Palmolive Co |
28,982 | 2,642 | ||||||
Conagra Brands Inc |
103,500 | 2,643 | ||||||
Flowers Foods Inc |
4,804 | 90 | ||||||
Fresh Del Monte Produce Inc |
1,886 | 58 | ||||||
General Mills Inc |
79,397 | 4,813 | ||||||
Ingredion Inc |
32,800 | 4,284 | ||||||
J M Smucker Co/The |
26,900 | 2,973 | ||||||
Kimberly-Clark Corp |
7,844 | 1,114 | ||||||
Kraft Heinz Co/The |
198,800 | 6,105 | ||||||
Kroger Co/The |
144,335 | 9,356 | ||||||
Molson Coors Beverage Co, Cl B |
108,600 | 6,656 | ||||||
National Beverage Corp |
6,305 | 251 | ||||||
Oil-Dri Corp of America |
4,486 | 198 | ||||||
PepsiCo Inc |
2,760 | 424 | ||||||
Philip Morris International Inc |
19,273 | 2,993 | ||||||
Procter & Gamble Co/The |
586 | 102 | ||||||
Reynolds Consumer Products Inc |
31,291 | 766 | ||||||
Seaboard Corp |
332 | 930 | ||||||
Sprouts Farmers Market Inc * |
2,595 | 385 | ||||||
Village Super Market Inc, Cl A |
5,453 | 172 | ||||||
Walmart Inc |
40,038 | 3,948 | ||||||
WD-40 Co |
650 | 155 | ||||||
Weis Markets Inc |
1,141 | 84 | ||||||
WK Kellogg Co |
22,675 | 449 | ||||||
| 74,568 | ||||||||
Energy — 2.3% |
||||||||
Cheniere Energy Inc |
3,304 | 755 | ||||||
Chevron Corp |
39,500 | 6,266 | ||||||
CONSOL Energy Inc |
235 | 17 | ||||||
DHT Holdings Inc |
30,770 | 318 | ||||||
Exxon Mobil Corp |
55,600 | 6,190 | ||||||
FLEX LNG Ltd |
1,463 | 32 | ||||||
International Seaways Inc |
3,879 | 129 | ||||||
Kinetik Holdings Inc, Cl A |
3,521 | 205 | ||||||
Marathon Petroleum Corp |
14,200 | 2,133 | ||||||
Scorpio Tankers Inc |
1,494 | 60 | ||||||
SEI Institutional Investments Trust
81
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Teekay Corp |
42,818 | $ | 280 | |||||
Teekay Tankers Ltd, Cl A |
8,461 | 319 | ||||||
| 16,704 | ||||||||
Financials — 13.2% |
||||||||
Aflac Inc |
31,300 | 3,426 | ||||||
Allstate Corp/The |
21,310 | 4,244 | ||||||
Ameriprise Financial Inc |
151 | 81 | ||||||
AMERISAFE Inc |
2,547 | 131 | ||||||
Arch Capital Group Ltd |
2,709 | 252 | ||||||
Axis Capital Holdings Ltd |
30,600 | 2,965 | ||||||
Banco Latinoamericano de Comercio Exterior SA, Cl E |
3,843 | 163 | ||||||
Bank of New York Mellon Corp/The |
119,500 | 10,630 | ||||||
Bank of NT Butterfield & Son Ltd/The |
8,397 | 326 | ||||||
Berkshire Hathaway Inc, Cl B * |
3,600 | 1,850 | ||||||
California BanCorp * |
4,279 | 68 | ||||||
Canadian Imperial Bank of Commerce |
50,700 | 3,086 | ||||||
Capital One Financial Corp |
367 | 74 | ||||||
Cboe Global Markets Inc |
25,271 | 5,327 | ||||||
Chemung Financial Corp |
2,892 | 149 | ||||||
Chicago Atlantic Real Estate Finance Inc ‡ |
32,117 | 517 | ||||||
Cincinnati Financial Corp |
925 | 137 | ||||||
Citigroup Inc |
51,100 | 4,085 | ||||||
City Holding Co |
1,271 | 151 | ||||||
CME Group Inc, Cl A |
13,951 | 3,540 | ||||||
CNA Financial Corp |
2,171 | 106 | ||||||
Commerce Bancshares Inc/MO |
6,920 | 450 | ||||||
Diamond Hill Investment Group Inc |
944 | 138 | ||||||
Donegal Group Inc, Cl A |
1,539 | 27 | ||||||
Employers Holdings Inc |
40,215 | 2,083 | ||||||
Enact Holdings Inc |
2,160 | 74 | ||||||
Esquire Financial Holdings Inc |
1,296 | 100 | ||||||
Everest Group Ltd |
5,600 | 1,978 | ||||||
Federated Hermes Inc, Cl B |
72,000 | 2,790 | ||||||
First Financial Northwest Inc |
10,428 | 222 | ||||||
FirstCash Holdings Inc |
721 | 81 | ||||||
GCM Grosvenor Inc, Cl A |
16,465 | 233 | ||||||
German American Bancorp Inc |
560 | 22 | ||||||
Guaranty Bancshares Inc/TX |
1,002 | 41 | ||||||
Hamilton Insurance Group Ltd, Cl B * |
10,486 | 205 | ||||||
Hanover Insurance Group Inc/The |
4,156 | 709 | ||||||
Hartford Financial Services Group Inc/The |
50,400 | 5,961 | ||||||
Horace Mann Educators Corp |
630 | 27 | ||||||
Investar Holding Corp |
1,359 | 25 | ||||||
Jack Henry & Associates Inc |
9,249 | 1,606 | ||||||
Loews Corp |
43,700 | 3,787 | ||||||
Markel Group Inc * |
221 | 427 | ||||||
MetLife Inc |
25,700 | 2,215 | ||||||
Morningstar Inc |
6,949 | 2,180 | ||||||
Northeast Bank |
1,052 | 106 | ||||||
Northeast Community Bancorp Inc |
15,366 | 357 | ||||||
Old Republic International Corp |
137,100 | 5,280 | ||||||
Payoneer Global Inc * |
12,689 | 109 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Pioneer Bancorp Inc/NY * |
7,916 | $ | 94 | |||||
Plumas Bancorp |
968 | 45 | ||||||
Primerica Inc |
556 | 161 | ||||||
Progressive Corp/The |
13,845 | 3,904 | ||||||
Red River Bancshares Inc |
426 | 24 | ||||||
Remitly Global Inc * |
10,918 | 262 | ||||||
Safety Insurance Group Inc |
4,841 | 369 | ||||||
Sixth Street Specialty Lending Inc |
104,200 | 2,450 | ||||||
Skyward Specialty Insurance Group Inc * |
8,480 | 441 | ||||||
Southern States Bancshares Inc |
2,721 | 88 | ||||||
SouthState Corp |
766 | 77 | ||||||
SWK Holdings * |
945 | 16 | ||||||
Third Coast Bancshares Inc * |
1,005 | 36 | ||||||
Tradeweb Markets Inc, Cl A |
5,761 | 780 | ||||||
UMB Financial Corp |
498 | 55 | ||||||
Unum Group |
19,242 | 1,583 | ||||||
Virginia National Bankshares |
589 | 21 | ||||||
Virtu Financial Inc, Cl A |
2,322 | 85 | ||||||
Voya Financial Inc |
23,200 | 1,676 | ||||||
W R Berkley Corp |
21,573 | 1,361 | ||||||
Westamerica BanCorp |
3,088 | 161 | ||||||
Western Union Co/The |
596,474 | 6,460 | ||||||
Willis Towers Watson PLC |
9,418 | 3,199 | ||||||
| 95,889 | ||||||||
Health Care — 14.8% |
||||||||
Abbott Laboratories |
24,574 | 3,391 | ||||||
AbbVie Inc |
14,389 | 3,008 | ||||||
ACADIA Pharmaceuticals Inc * |
4,633 | 91 | ||||||
Addus HomeCare Corp * |
3,195 | 306 | ||||||
ADMA Biologics Inc * |
4,570 | 75 | ||||||
Alkermes PLC * |
13,279 | 456 | ||||||
Amphastar Pharmaceuticals Inc * |
2,726 | 77 | ||||||
Anika Therapeutics Inc * |
10,475 | 183 | ||||||
BioCryst Pharmaceuticals Inc * |
3,042 | 26 | ||||||
Bristol-Myers Squibb Co |
211,807 | 12,628 | ||||||
Cardinal Health Inc |
50,088 | 6,485 | ||||||
Catalyst Pharmaceuticals Inc * |
13,969 | 320 | ||||||
Cencora Inc |
13,783 | 3,495 | ||||||
Cigna Group/The |
13,700 | 4,231 | ||||||
Corcept Therapeutics Inc * |
1,388 | 84 | ||||||
CorVel Corp * |
552 | 61 | ||||||
CVS Health Corp |
93,200 | 6,125 | ||||||
Disc Medicine Inc, Cl A * |
278 | 16 | ||||||
Ensign Group Inc/The |
1,537 | 199 | ||||||
Exelixis Inc * |
165,591 | 6,407 | ||||||
Gilead Sciences Inc |
116,050 | 13,266 | ||||||
Halozyme Therapeutics Inc * |
4,980 | 295 | ||||||
HealthStream Inc |
15,999 | 540 | ||||||
Hologic Inc * |
6,058 | 384 | ||||||
ICU Medical Inc * |
150 | 22 | ||||||
Incyte Corp * |
49,304 | 3,624 | ||||||
Innoviva Inc * |
13,212 | 237 | ||||||
iRadimed Corp |
5,468 | 295 | ||||||
82
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Ironwood Pharmaceuticals Inc, Cl A * |
9,155 | $ | 15 | |||||
Jazz Pharmaceuticals PLC * |
17,000 | 2,440 | ||||||
Johnson & Johnson |
70,915 | 11,702 | ||||||
Kiniksa Pharmaceuticals International Plc, Cl A * |
7,666 | 155 | ||||||
Krystal Biotech Inc * |
254 | 46 | ||||||
LeMaitre Vascular Inc |
2,167 | 199 | ||||||
Ligand Pharmaceuticals Inc * |
680 | 83 | ||||||
McKesson Corp |
8,783 | 5,623 | ||||||
Medtronic PLC |
3,268 | 301 | ||||||
Merck & Co Inc |
88,702 | 8,183 | ||||||
Merit Medical Systems Inc * |
3,287 | 335 | ||||||
Mesa Laboratories Inc |
455 | 63 | ||||||
MiMedx Group Inc * |
1,932 | 16 | ||||||
Mirum Pharmaceuticals Inc * |
2,230 | 106 | ||||||
National HealthCare Corp |
1,078 | 100 | ||||||
Organon & Co |
28,260 | 421 | ||||||
Pfizer Inc |
58,800 | 1,554 | ||||||
Prestige Consumer Healthcare Inc * |
6,527 | 553 | ||||||
Protagonist Therapeutics Inc * |
778 | 29 | ||||||
PTC Therapeutics Inc * |
2,884 | 159 | ||||||
Rhythm Pharmaceuticals Inc * |
276 | 15 | ||||||
Royalty Pharma PLC, Cl A |
117,924 | 3,967 | ||||||
Supernus Pharmaceuticals Inc * |
5,392 | 173 | ||||||
United Therapeutics Corp * |
7,239 | 2,317 | ||||||
Utah Medical Products Inc |
3,254 | 194 | ||||||
Vanda Pharmaceuticals Inc * |
18,442 | 88 | ||||||
Viatris Inc |
251,000 | 2,317 | ||||||
| 107,481 | ||||||||
Industrials — 7.8% |
||||||||
3M Co |
12,737 | 1,976 | ||||||
ABM Industries Inc |
26,456 | 1,437 | ||||||
AeroVironment Inc * |
143 | 21 | ||||||
Alamo Group Inc |
166 | 29 | ||||||
Allison Transmission Holdings Inc |
65,100 | 6,624 | ||||||
Argan Inc |
1,751 | 228 | ||||||
Atmus Filtration Technologies Inc |
9,509 | 378 | ||||||
Casella Waste Systems Inc, Cl A * |
505 | 57 | ||||||
CBIZ Inc * |
540 | 42 | ||||||
CSG Systems International Inc |
88,895 | 5,716 | ||||||
Cummins Inc |
12,700 | 4,676 | ||||||
Enerpac Tool Group Corp, Cl A |
530 | 24 | ||||||
EnerSys |
1,125 | 114 | ||||||
Ennis Inc |
8,898 | 189 | ||||||
ExlService Holdings Inc * |
2,488 | 121 | ||||||
Expeditors International of Washington Inc |
7,268 | 853 | ||||||
Exponent Inc |
1,491 | 126 | ||||||
FTI Consulting Inc * |
9,759 | 1,616 | ||||||
General Dynamics Corp |
10,152 | 2,564 | ||||||
Golden Ocean Group Ltd |
10,269 | 100 | ||||||
Heartland Express Inc |
13,987 | 144 | ||||||
Heidrick & Struggles International Inc |
1,917 | 79 | ||||||
Hub Group Inc, Cl A |
844 | 35 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Huron Consulting Group Inc * |
3,111 | $ | 474 | |||||
IBEX Holdings Ltd * |
5,140 | 130 | ||||||
ICF International Inc |
1,841 | 146 | ||||||
John Bean Technologies Corp |
309 | 41 | ||||||
Karat Packaging Inc |
1,673 | 50 | ||||||
Lindsay Corp |
251 | 33 | ||||||
Liquidity Services Inc * |
3,875 | 130 | ||||||
Lockheed Martin Corp |
19,373 | 8,725 | ||||||
LSI Industries Inc |
12,198 | 226 | ||||||
Matson Inc |
316 | 46 | ||||||
Maximus Inc |
5,402 | 352 | ||||||
McGrath RentCorp |
660 | 80 | ||||||
Miller Industries Inc/TN |
2,077 | 120 | ||||||
National Presto Industries Inc |
3,821 | 389 | ||||||
Northrop Grumman Corp |
9,474 | 4,375 | ||||||
Northwest Pipe Co * |
587 | 26 | ||||||
Park Aerospace Corp |
1,067 | 15 | ||||||
Preformed Line Products Co |
1,717 | 224 | ||||||
Republic Services Inc, Cl A |
2,870 | 680 | ||||||
RESOLUTE HOLDINGS MANAGEMENT INC * |
1,482 | 69 | ||||||
Rollins Inc |
40,710 | 2,133 | ||||||
Snap-on Inc |
8,000 | 2,729 | ||||||
Textron Inc |
42,100 | 3,146 | ||||||
Valmont Industries Inc |
6,318 | 2,201 | ||||||
Verisk Analytics Inc, Cl A |
3,529 | 1,048 | ||||||
Waste Management Inc |
9,561 | 2,226 | ||||||
| 56,963 | ||||||||
Information Technology — 23.6% |
||||||||
A10 Networks Inc |
14,150 | 294 | ||||||
Accenture PLC, Cl A |
2,826 | 985 | ||||||
Advanced Micro Devices Inc * |
2,027 | 202 | ||||||
Akamai Technologies Inc * |
33,622 | 2,713 | ||||||
Amdocs Ltd |
175,076 | 15,275 | ||||||
Analog Devices Inc |
12,620 | 2,903 | ||||||
Appfolio Inc, Cl A * |
1,455 | 312 | ||||||
Apple Inc |
14,198 | 3,434 | ||||||
Arrow Electronics Inc * |
38,100 | 4,117 | ||||||
Avnet Inc |
95,600 | 4,832 | ||||||
Badger Meter Inc |
1,966 | 414 | ||||||
Box Inc, Cl A * |
9,078 | 297 | ||||||
Canon Inc ADR |
165,400 | 5,604 | ||||||
Cirrus Logic Inc * |
26,157 | 2,726 | ||||||
Cisco Systems Inc |
247,940 | 15,895 | ||||||
Clearwater Analytics Holdings Inc, Cl A * |
9,332 | 290 | ||||||
Climb Global Solutions Inc |
2,410 | 295 | ||||||
Cognizant Technology Solutions Corp, Cl A |
77,515 | 6,459 | ||||||
CommVault Systems Inc * |
1,835 | 313 | ||||||
CompoSecure Inc, Cl A |
17,785 | 237 | ||||||
Daktronics Inc * |
3,926 | 60 | ||||||
Diebold Nixdorf Inc * |
1,290 | 57 | ||||||
Dolby Laboratories Inc, Cl A |
23,874 | 1,948 | ||||||
Dropbox Inc, Cl A * |
216,600 | 5,627 | ||||||
EPAM Systems Inc * |
2,431 | 501 | ||||||
SEI Institutional Investments Trust
83
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
F5 Inc * |
14,726 | $ | 4,306 | |||||
Fair Isaac Corp * |
285 | 538 | ||||||
First Solar Inc * |
11,404 | 1,553 | ||||||
Fortinet Inc * |
19,423 | 2,098 | ||||||
Gartner Inc * |
8,001 | 3,987 | ||||||
Gen Digital Inc |
161,718 | 4,420 | ||||||
GoDaddy Inc, Cl A * |
21,482 | 3,856 | ||||||
Grid Dynamics Holdings Inc * |
1,125 | 21 | ||||||
Guidewire Software Inc * |
4,861 | 979 | ||||||
Hackett Group Inc/The |
11,173 | 339 | ||||||
Hewlett Packard Enterprise Co |
418,900 | 8,298 | ||||||
HP Inc |
183,592 | 5,668 | ||||||
InterDigital Inc |
940 | 201 | ||||||
International Business Machines Corp |
42,099 | 10,628 | ||||||
Juniper Networks Inc |
58,000 | 2,100 | ||||||
Kyndryl Holdings Inc * |
27,653 | 1,053 | ||||||
Micron Technology Inc |
1,558 | 146 | ||||||
Microsoft Corp |
3,625 | 1,439 | ||||||
Motorola Solutions Inc |
11,043 | 4,861 | ||||||
NetApp Inc |
21,300 | 2,126 | ||||||
NETGEAR Inc * |
8,571 | 225 | ||||||
NVE Corp |
4,670 | 322 | ||||||
Ooma Inc * |
1,596 | 23 | ||||||
Open Text Corp |
79,800 | 2,070 | ||||||
Oracle Corp |
3,715 | 617 | ||||||
OSI Systems Inc * |
149 | 31 | ||||||
PC Connection Inc |
5,695 | 363 | ||||||
Pegasystems Inc |
12,436 | 976 | ||||||
Plexus Corp * |
1,308 | 174 | ||||||
Power Integrations Inc |
1,222 | 74 | ||||||
Progress Software Corp |
470 | 26 | ||||||
Qorvo Inc * |
5,092 | 370 | ||||||
QUALCOMM Inc |
9,047 | 1,422 | ||||||
Qualys Inc * |
864 | 114 | ||||||
Roper Technologies Inc |
4,421 | 2,584 | ||||||
ServiceNow Inc * |
1,481 | 1,377 | ||||||
Skyworks Solutions Inc |
15,726 | 1,048 | ||||||
Synopsys Inc * |
202 | 92 | ||||||
TD SYNNEX Corp |
45,729 | 6,287 | ||||||
Teledyne Technologies Inc * |
9,351 | 4,816 | ||||||
Teradata Corp * |
24,145 | 576 | ||||||
Texas Instruments Inc |
25,304 | 4,959 | ||||||
TTM Technologies Inc * |
2,648 | 64 | ||||||
Tyler Technologies Inc * |
5,806 | 3,533 | ||||||
Universal Display Corp |
307 | 47 | ||||||
VeriSign Inc * |
11,534 | 2,744 | ||||||
Vontier Corp |
63,210 | 2,361 | ||||||
Zebra Technologies Corp, Cl A * |
169 | 53 | ||||||
| 171,755 | ||||||||
Materials — 2.0% |
||||||||
Ardagh Metal Packaging SA |
35,364 | 102 | ||||||
Balchem Corp |
981 | 171 | ||||||
Berry Global Group Inc |
25,900 | 1,869 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CF Industries Holdings Inc |
23,600 | $ | 1,912 | |||||
Core Molding Technologies Inc * |
3,017 | 41 | ||||||
Glatfelter Corp * |
7,156 | 147 | ||||||
Graphic Packaging Holding Co |
75,800 | 2,022 | ||||||
Hawkins Inc |
190 | 20 | ||||||
LyondellBasell Industries NV, Cl A |
15,500 | 1,191 | ||||||
NewMarket Corp |
6,300 | 3,592 | ||||||
Novagold Resources Inc * |
4,571 | 14 | ||||||
Packaging Corp of America |
1,782 | 380 | ||||||
Royal Gold Inc |
840 | 123 | ||||||
Sensient Technologies Corp |
357 | 25 | ||||||
Sonoco Products Co |
60,600 | 2,898 | ||||||
Southern Copper Corp |
1 | — | ||||||
Sylvamo Corp |
2,611 | 186 | ||||||
United States Lime & Minerals Inc |
1,109 | 104 | ||||||
| 14,797 | ||||||||
Real Estate — 0.7% |
||||||||
American Healthcare REIT Inc ‡ |
13,623 | 406 | ||||||
American Tower Corp, Cl A ‡ |
18,653 | 3,835 | ||||||
Broadstone Net Lease Inc, Cl A ‡ |
5,040 | 85 | ||||||
CareTrust REIT Inc ‡ |
9,015 | 233 | ||||||
Centerspace ‡ |
1,504 | 100 | ||||||
Farmland Partners Inc ‡ |
11,671 | 137 | ||||||
LTC Properties Inc ‡ |
5,808 | 203 | ||||||
National Health Investors Inc ‡ |
331 | 24 | ||||||
Phillips Edison & Co Inc ‡ |
3,302 | 123 | ||||||
Postal Realty Trust Inc, Cl A ‡ |
1,180 | 16 | ||||||
Terreno Realty Corp ‡ |
1,004 | 68 | ||||||
| 5,230 | ||||||||
Utilities — 5.9% |
||||||||
American Electric Power Co Inc |
53,815 | 5,707 | ||||||
American States Water Co |
3,455 | 264 | ||||||
California Water Service Group |
736 | 33 | ||||||
CMS Energy Corp |
14,254 | 1,041 | ||||||
Consolidated Edison Inc |
2,767 | 281 | ||||||
Consolidated Water Co Ltd |
11,256 | 305 | ||||||
Constellation Energy Corp |
550 | 138 | ||||||
Dominion Energy Inc |
9,008 | 510 | ||||||
Duke Energy Corp |
23,257 | 2,733 | ||||||
Entergy Corp |
41,398 | 3,615 | ||||||
Evergy Inc |
56,500 | 3,893 | ||||||
Eversource Energy |
48,700 | 3,069 | ||||||
Exelon Corp |
28,584 | 1,263 | ||||||
Genie Energy Ltd, Cl B |
15,308 | 219 | ||||||
MGE Energy Inc |
2,154 | 198 | ||||||
National Fuel Gas Co |
119,104 | 8,957 | ||||||
NRG Energy Inc |
19,800 | 2,093 | ||||||
Pinnacle West Capital Corp |
23,400 | 2,165 | ||||||
Portland General Electric Co |
56,575 | 2,536 | ||||||
PPL Corp |
50,500 | 1,778 | ||||||
Southern Co/The |
17,274 | 1,551 | ||||||
TXNM Energy Inc |
4,168 | 218 | ||||||
84
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
U.S. Managed Volatility Fund (Concluded)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Unitil Corp |
518 | $ | 29 | |||||
| 42,596 | ||||||||
Total Common Stock |
||||||||
(Cost $581,781) ($ Thousands) |
712,727 | |||||||
CASH EQUIVALENT — 1.8% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
13,417,805 | 13,418 | ||||||
Total Cash Equivalent |
||||||||
(Cost $13,418) ($ Thousands) |
13,418 | |||||||
Total Investments in Securities — 99.8% |
||||||||
(Cost $595,199) ($ Thousands) |
$ | 726,145 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
16 | Mar-2025 | $ | 4,831 | $ | 4,771 | $ | (60 | ) | |||||||||||
|
Percentages are based on Net Assets of $727,426 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 14,439 | $ | 136,185 | $ | (137,206 | ) | $ | — | $ | — | $ | 13,418 | $ | 667 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
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 28, 2025
Global Managed Volatility Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 97.2% |
||||||||
Australia — 0.1% |
||||||||
ANZ Group Holdings Ltd |
145,300 | $ | 2,707 | |||||
Austria — 0.3% |
||||||||
ANDRITZ AG |
60,900 | 3,608 | ||||||
Oberbank AG |
350 | 25 | ||||||
Telekom Austria AG, Cl A |
38,558 | 341 | ||||||
UNIQA Insurance Group AG |
93,577 | 858 | ||||||
| 4,832 | ||||||||
Belgium — 0.4% |
||||||||
Ageas SA/NV |
88,500 | 4,858 | ||||||
Colruyt Group N.V |
56,200 | 2,173 | ||||||
| 7,031 | ||||||||
Canada — 4.5% |
||||||||
AltaGas Ltd |
118,100 | 2,906 | ||||||
Atco Ltd/Canada, Cl I |
57,500 | 1,879 | ||||||
Bank of Nova Scotia/The |
56,900 | 2,837 | ||||||
Canadian Imperial Bank of Commerce |
118,978 | 7,241 | ||||||
Canadian Tire Corp Ltd, Cl A |
42,143 | 4,176 | ||||||
Canadian Utilities Ltd, Cl A |
62,711 | 1,517 | ||||||
CCL Industries Inc, Cl B |
20,452 | 1,054 | ||||||
CGI Inc, Cl A |
32,435 | 3,377 | ||||||
Cogeco Communications Inc |
58,200 | 2,657 | ||||||
Constellation Software Inc/Canada |
1,200 | 4,154 | ||||||
Descartes Systems Group Inc/The * |
51,577 | 5,774 | ||||||
Dollarama Inc |
25,256 | 2,644 | ||||||
Empire Co Ltd, Cl A |
230,787 | 7,214 | ||||||
George Weston Ltd |
34,300 | 5,510 | ||||||
Gildan Activewear Inc |
25,588 | 1,388 | ||||||
Great-West Lifeco Inc |
78,800 | 2,940 | ||||||
IGM Financial Inc |
2,829 | 90 | ||||||
Intact Financial Corp |
2,507 | 496 | ||||||
Loblaw Cos Ltd |
28,500 | 3,748 | ||||||
Manulife Financial Corp |
197,600 | 6,181 | ||||||
Metro Inc/CN, Cl A |
97,600 | 6,485 | ||||||
Open Text Corp |
14,764 | 383 | ||||||
Quebecor Inc, Cl B |
102,800 | 2,358 | ||||||
Royal Bank of Canada |
37,300 | 4,427 | ||||||
Sun Life Financial Inc |
33,200 | 1,854 | ||||||
TMX Group Ltd |
46,791 | 1,670 | ||||||
| 84,960 | ||||||||
China — 0.3% |
||||||||
BOC Hong Kong Holdings Ltd |
1,660,000 | 5,852 | ||||||
Fountain SET Holdings Ltd |
174,279 | 13 | ||||||
Yangzijiang Shipbuilding Holdings Ltd |
201,800 | 357 | ||||||
| 6,222 | ||||||||
Denmark — 1.0% |
||||||||
AP Moller - Maersk A/S, Cl A |
736 | 1,281 | ||||||
AP Moller - Maersk A/S, Cl B |
952 | 1,679 | ||||||
Danske Bank A/S |
430,719 | 14,523 | ||||||
Schouw & Co A/S |
4,053 | 330 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Tryg A/S |
52,860 | $ | 1,159 | |||||
| 18,972 | ||||||||
Finland — 0.8% |
||||||||
Elisa Oyj, Cl A |
124,362 | 5,742 | ||||||
Nokia Oyj |
1,508,480 | 7,266 | ||||||
Orion Oyj, Cl B |
24,851 | 1,402 | ||||||
| 14,410 | ||||||||
France — 2.7% |
||||||||
Bouygues SA |
169,200 | 5,809 | ||||||
Capgemini SE |
7,874 | 1,226 | ||||||
Carrefour SA |
148,800 | 1,981 | ||||||
Cie Generale des Etablissements Michelin SCA |
265,876 | 9,474 | ||||||
Danone SA |
43,983 | 3,147 | ||||||
Engie SA |
121,106 | 2,172 | ||||||
Klepierre SA ‡ |
45,870 | 1,461 | ||||||
La Francaise des Jeux SAEM |
585 | 22 | ||||||
Orange SA |
926,301 | 11,128 | ||||||
Societe BIC SA |
77,200 | 4,750 | ||||||
Sodexo SA |
24,183 | 1,862 | ||||||
TotalEnergies SE |
133,400 | 8,064 | ||||||
| 51,096 | ||||||||
Germany — 1.1% |
||||||||
Adtran Networks |
929 | 19 | ||||||
Allianz SE |
12,800 | 4,395 | ||||||
Bayerische Motoren Werke AG |
45,600 | 3,974 | ||||||
Deutsche Telekom AG |
89,100 | 3,224 | ||||||
Mercedes-Benz Group AG |
17 | 1 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
4,900 | 2,784 | ||||||
SAP SE |
19,981 | 5,559 | ||||||
| 19,956 | ||||||||
Hong Kong — 1.1% |
||||||||
Chinney Investments Ltd |
88,000 | 8 | ||||||
Dah Sing Banking Group Ltd |
55,711 | 63 | ||||||
HK Electric Investments & HK Electric Investments Ltd |
2,731,500 | 1,898 | ||||||
HKT Trust & HKT |
5,304,000 | 6,803 | ||||||
Jardine Matheson Holdings Ltd |
38,400 | 1,535 | ||||||
PCCW Ltd |
2,635,000 | 1,525 | ||||||
Power Assets Holdings Ltd |
695,000 | 4,712 | ||||||
SmarTone Telecommunications Holdings Ltd |
59,013 | 32 | ||||||
Sun Hung Kai Properties Ltd |
239,000 | 2,250 | ||||||
Swire Pacific Ltd, Cl A |
203,500 | 1,693 | ||||||
Transport International Holdings Ltd |
13,200 | 14 | ||||||
VTech Holdings Ltd |
62,233 | 430 | ||||||
Yue Yuen Industrial Holdings Ltd |
22 | – | ||||||
| 20,963 | ||||||||
Ireland — 0.3% |
||||||||
Accenture PLC, Cl A |
16,812 | 5,859 | ||||||
86
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Israel — 0.9% |
||||||||
Bezeq The Israeli Telecommunication Corp Ltd |
588,569 | $ | 978 | |||||
Cellebrite DI Ltd * |
5,220 | 97 | ||||||
Check Point Software Technologies Ltd * |
43,031 | 9,478 | ||||||
FIBI Holdings Ltd |
5,079 | 292 | ||||||
Ituran Location and Control |
5,080 | 213 | ||||||
Neto ME Holdings Ltd * |
776 | 32 | ||||||
Nice Ltd * |
6,898 | 959 | ||||||
Nova Ltd * |
1,456 | 348 | ||||||
Palram Industries 1990 |
3,547 | 97 | ||||||
Radware Ltd * |
48,163 | 1,042 | ||||||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
23,983 | 1,808 | ||||||
Sapiens International Corp NV |
6,407 | 177 | ||||||
Shufersal Ltd |
60,447 | 625 | ||||||
| 16,146 | ||||||||
Italy — 0.8% |
||||||||
A2A SpA |
2,477,500 | 5,654 | ||||||
Edison |
66,938 | 130 | ||||||
Eni SpA |
638,100 | 9,265 | ||||||
Ferretti |
18,800 | 58 | ||||||
RAI Way |
37,781 | 220 | ||||||
| 15,327 | ||||||||
Japan — 8.4% |
||||||||
Achilles Corp |
2,300 | 22 | ||||||
Aeon Delight Co Ltd |
10,700 | 334 | ||||||
Aeon Kyushu |
700 | 11 | ||||||
Ahjikan Co Ltd |
5,308 | 44 | ||||||
Aichi Electric Co Ltd |
1,000 | 28 | ||||||
Aisin Corp |
189,700 | 2,246 | ||||||
Alinco |
8,300 | 58 | ||||||
Amano Corp |
32,500 | 838 | ||||||
Anritsu Corp |
279,100 | 2,472 | ||||||
Arcs Co Ltd |
59,100 | 1,095 | ||||||
Asahi Co Ltd |
28,300 | 271 | ||||||
Asante Inc |
10,000 | 108 | ||||||
Astellas Pharma Inc |
23,000 | 223 | ||||||
Autobacs Seven Co Ltd |
57,600 | 562 | ||||||
Axial Retailing Inc |
24,600 | 160 | ||||||
Belc Co Ltd |
5,200 | 229 | ||||||
Belluna |
19,100 | 117 | ||||||
B-R31 Ice Cream, Cl R |
1,700 | 45 | ||||||
Bridgestone Corp |
123,700 | 4,816 | ||||||
Brother Industries Ltd |
291,700 | 5,628 | ||||||
Canon Electronics Inc |
3,800 | 63 | ||||||
Canon Inc |
242,100 | 8,187 | ||||||
Cawachi Ltd |
34,400 | 610 | ||||||
Central Japan Railway Co |
43,500 | 855 | ||||||
Citizen Watch Co Ltd |
407,900 | 2,431 | ||||||
Create Medic Co Ltd |
2,784 | 17 | ||||||
Daito Trust Construction Co Ltd |
63,400 | 6,582 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Doshisha Co Ltd |
6,100 | $ | 85 | |||||
Earth Corp |
31,000 | 1,020 | ||||||
Ebara Foods Industry Inc |
1,600 | 30 | ||||||
Eco's Co Ltd/Japan |
700 | 9 | ||||||
Eiken Chemical Co Ltd |
5,100 | 74 | ||||||
ENEOS Holdings Inc |
807,300 | 4,326 | ||||||
ESTELLE Holdings Co Ltd |
6,000 | 24 | ||||||
Ezaki Glico Co Ltd |
52,400 | 1,582 | ||||||
FJ Next Holdings Co Ltd |
11,400 | 91 | ||||||
Focus Systems |
3,900 | 28 | ||||||
FTGroup Co Ltd |
3,900 | 30 | ||||||
Fujicco Co Ltd |
11,100 | 119 | ||||||
Fujiya Co Ltd |
2,100 | 31 | ||||||
Fumakilla |
3,300 | 24 | ||||||
Gakken Holdings Co Ltd |
39,100 | 258 | ||||||
Gakkyusha Co Ltd |
6,100 | 83 | ||||||
Heiwado Co Ltd |
80,400 | 1,286 | ||||||
Hogy Medical |
2,200 | 70 | ||||||
Hokkaido Coca-Cola Bottling |
3,500 | 67 | ||||||
Hokkan Holdings Ltd |
5,800 | 65 | ||||||
Hokuto Corp |
24,700 | 312 | ||||||
Honda Motor Co Ltd |
699,300 | 6,498 | ||||||
House Foods Group Inc |
89,800 | 1,677 | ||||||
Inaba Seisakusho |
19,400 | 217 | ||||||
Itochu Enex Co Ltd |
6,700 | 70 | ||||||
Itochu-Shokuhin Co Ltd |
953 | 48 | ||||||
Itoham Yonekyu Holdings Inc |
7,920 | 196 | ||||||
Japan Lifeline Co Ltd |
14,600 | 151 | ||||||
Japan Tobacco Inc |
105,600 | 2,634 | ||||||
J-Oil Mills Inc |
32,400 | 432 | ||||||
JSP Corp |
26,800 | 370 | ||||||
Kaken Pharmaceutical Co Ltd |
39,400 | 1,194 | ||||||
Kakiyasu Honten Co Ltd |
10,200 | 198 | ||||||
Kameda Seika Co Ltd |
1,800 | 47 | ||||||
Kato Sangyo Co Ltd |
12,700 | 384 | ||||||
KDDI Corp |
11,300 | 368 | ||||||
Kenko Mayonnaise |
3,400 | 43 | ||||||
Kewpie Corp |
72,800 | 1,370 | ||||||
Key Coffee Inc |
6,400 | 88 | ||||||
Kitano Construction Corp |
1,300 | 36 | ||||||
Komeri Co Ltd |
15,900 | 303 | ||||||
Kuriyama Holdings |
8,700 | 74 | ||||||
Kyorin Pharmaceutical Co Ltd |
24,100 | 220 | ||||||
Kyowa Kirin Co Ltd |
39,800 | 563 | ||||||
Lion Corp |
141,400 | 1,606 | ||||||
Mandom Corp |
4,100 | 35 | ||||||
Marudai Food Co Ltd |
1,300 | 14 | ||||||
Marvelous Inc |
13,900 | 47 | ||||||
McDonald's Holdings Co Japan Ltd |
190,100 | 7,190 | ||||||
Megmilk Snow Brand Co Ltd |
63,600 | 1,089 | ||||||
MEIJI Holdings Co Ltd |
154,300 | 3,154 | ||||||
Ministop Co Ltd |
4,200 | 46 | ||||||
Miroku Jyoho Service Co Ltd |
8,900 | 109 | ||||||
SEI Institutional Investments Trust
87
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mitsubishi Shokuhin Co Ltd |
7,400 | $ | 234 | |||||
Mitsui Chemicals Inc |
231,300 | 5,183 | ||||||
Mitsui DM Sugar Holdings Co Ltd |
5,900 | 138 | ||||||
Miyoshi Oil & Fat Co Ltd |
11,518 | 119 | ||||||
Mizuho Financial Group Inc |
214,500 | 6,021 | ||||||
Mochida Pharmaceutical Co Ltd |
4,200 | 88 | ||||||
Morinaga & Co Ltd/Japan |
27,500 | 450 | ||||||
Morozoff Ltd |
10,866 | 120 | ||||||
Nagase Brothers |
2,000 | 25 | ||||||
NH Foods Ltd |
6,000 | 181 | ||||||
Nihon Chouzai Co Ltd |
15,400 | 138 | ||||||
Nihon Denkei Co Ltd |
2,500 | 31 | ||||||
Nikko Co Ltd/Hyogo |
7,600 | 35 | ||||||
Nippn Corp |
99,700 | 1,415 | ||||||
Nippon Air Conditioning Services Co Ltd |
5,300 | 35 | ||||||
Nippon Carbon Co Ltd |
9,500 | 259 | ||||||
Nippon Ceramic Co Ltd |
9,600 | 173 | ||||||
Nippon Kanzai Holdings |
2,300 | 40 | ||||||
Nippon Seisen Co Ltd |
2,000 | 17 | ||||||
Nippon Telegraph & Telephone Corp |
6,344,200 | 6,136 | ||||||
Nisshin Oillio Group Ltd/The |
14,049 | 448 | ||||||
Nitto Denko Corp |
102,900 | 2,025 | ||||||
Nittoc Construction Co Ltd |
10,800 | 74 | ||||||
Noevir Holdings |
15,100 | 414 | ||||||
Oiles Corp |
6,500 | 98 | ||||||
Okaya |
400 | 19 | ||||||
Okinawa Cellular Telephone Co |
14,622 | 402 | ||||||
Okuwa Co Ltd |
35,200 | 177 | ||||||
Oracle Corp Japan |
21,000 | 2,000 | ||||||
Otsuka Corp |
66,200 | 1,445 | ||||||
OUG Holdings Inc |
2,682 | 54 | ||||||
Ozu Corp |
2,400 | 28 | ||||||
Prima Meat Packers Ltd |
48,900 | 711 | ||||||
Pro-Ship |
3,500 | 38 | ||||||
Raito Kogyo Co Ltd |
17,200 | 290 | ||||||
S&B Foods |
800 | 28 | ||||||
Sakata Seed |
3,800 | 86 | ||||||
San-A Co Ltd, Cl A |
97,400 | 1,953 | ||||||
Sanki Engineering Co Ltd |
3,800 | 85 | ||||||
Sanyo Chemical Industries Ltd |
21,600 | 573 | ||||||
Seiko Epson Corp |
313,800 | 5,315 | ||||||
Senko Group Holdings Co Ltd |
429,100 | 4,112 | ||||||
Shindengen Electric Manufacturing |
2,400 | 41 | ||||||
Shionogi & Co Ltd |
74,800 | 1,119 | ||||||
Showa Sangyo Co Ltd |
36,500 | 684 | ||||||
SK Kaken |
500 | 30 | ||||||
SKY Perfect JSAT Holdings Inc |
378,000 | 2,646 | ||||||
SoftBank Corp |
5,048,000 | 7,189 | ||||||
Sojitz Corp |
240,300 | 5,272 | ||||||
SRA Holdings |
8,100 | 235 | ||||||
ST Corp |
5,400 | 52 | ||||||
Step |
4,400 | 64 | ||||||
Studio Alice Co Ltd |
5,900 | 79 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sumitomo Electric Industries Ltd |
207,100 | $ | 3,646 | |||||
Sundrug Co Ltd |
42,700 | 1,170 | ||||||
Takamatsu Construction Group Co Ltd |
9,300 | 166 | ||||||
Takeda Pharmaceutical Co Ltd |
64,100 | 1,848 | ||||||
TIS Inc |
23,300 | 648 | ||||||
TKC Corp |
7,400 | 187 | ||||||
TOKAI Holdings Corp |
115,800 | 720 | ||||||
Tokyo Individualized Educational Institute Inc |
11,500 | 26 | ||||||
Torigoe |
5,400 | 28 | ||||||
Trend Micro Inc/Japan |
75,400 | 5,542 | ||||||
Unicafe Inc |
9,700 | 58 | ||||||
United Super Markets Holdings Inc |
59,800 | 310 | ||||||
Uoriki Co Ltd |
1,400 | 22 | ||||||
Valor Holdings Co Ltd |
19,400 | 292 | ||||||
Vital KSK Holdings Inc |
14,300 | 112 | ||||||
Wowow Inc |
10,676 | 71 | ||||||
Yamaguchi Financial Group Inc |
365,000 | 4,016 | ||||||
Yamaya Corp |
2,100 | 40 | ||||||
Yaoko Co Ltd |
25,200 | 1,545 | ||||||
Zaoh Co Ltd |
2,000 | 32 | ||||||
Zenkoku Hosho Co Ltd |
6,100 | 228 | ||||||
Zenrin Co Ltd |
33,100 | 217 | ||||||
ZERIA Pharmaceutical Co Ltd |
18,000 | 253 | ||||||
| 157,938 | ||||||||
Netherlands — 2.1% |
||||||||
Acomo NV |
1,372 | 27 | ||||||
Argenx * |
296 | 186 | ||||||
ASR Nederland NV |
48,900 | 2,601 | ||||||
ING Groep NV |
6,555 | 117 | ||||||
Koninklijke Ahold Delhaize NV |
538,624 | 19,029 | ||||||
Koninklijke KPN NV |
1,729,025 | 6,618 | ||||||
NN Group NV |
123,900 | 6,298 | ||||||
Wolters Kluwer NV |
32,345 | 4,987 | ||||||
| 39,863 | ||||||||
New Zealand — 0.1% |
||||||||
Channel Infrastructure NZ |
23,683 | 26 | ||||||
Xero Ltd * |
11,553 | 1,242 | ||||||
| 1,268 | ||||||||
Norway — 1.4% |
||||||||
AMSC ASA |
83,585 | 189 | ||||||
DNB Bank ASA |
110,588 | 2,556 | ||||||
Equinor ASA |
191,919 | 4,465 | ||||||
Kongsberg Gruppen ASA |
627 | 76 | ||||||
Orkla ASA |
934,605 | 9,052 | ||||||
Sparebank 1 Oestlandet |
13,627 | 199 | ||||||
SpareBank 1 SMN |
58,981 | 962 | ||||||
Sparebanken More |
280 | 3 | ||||||
Sparebanken Vest |
29,474 | 373 | ||||||
Storebrand, Cl A |
27,625 | 302 | ||||||
Telenor ASA |
609,329 | 7,899 | ||||||
88
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Veidekke ASA |
6,922 | $ | 89 | |||||
| 26,165 | ||||||||
Portugal — 0.1% |
||||||||
Galp Energia SGPS SA, Cl B |
41,356 | 684 | ||||||
NOS SGPS SA |
36,350 | 161 | ||||||
| 845 | ||||||||
Singapore — 1.6% |
||||||||
DBS Group Holdings Ltd |
105,020 | 3,594 | ||||||
Jardine Cycle & Carriage Ltd |
149,200 | 2,953 | ||||||
Oversea-Chinese Banking Corp Ltd |
704,300 | 9,011 | ||||||
Sheng Siong Group Ltd |
1,368,033 | 1,665 | ||||||
Singapore Exchange Ltd |
378,100 | 3,781 | ||||||
United Overseas Bank Ltd |
307,400 | 8,725 | ||||||
| 29,729 | ||||||||
Spain — 0.9% |
||||||||
CaixaBank SA |
141,192 | 977 | ||||||
Ebro Foods SA |
34,992 | 596 | ||||||
Iberdrola SA |
22,446 | 325 | ||||||
Logista Integral SA |
272,601 | 7,838 | ||||||
Miquel y Costas & Miquel SA |
2,889 | 39 | ||||||
Redeia Corp SA |
210,927 | 3,785 | ||||||
Repsol SA |
210,200 | 2,684 | ||||||
| 16,244 | ||||||||
Sweden — 2.1% |
||||||||
Essity AB, Cl B |
113,079 | 3,121 | ||||||
Svenska Handelsbanken AB, Cl A |
492,100 | 6,200 | ||||||
Swedbank AB, Cl A |
334,500 | 8,071 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
1,713,091 | 14,131 | ||||||
Telia Co AB |
2,331,609 | 7,602 | ||||||
Volvo AB, Cl A |
1,894 | 59 | ||||||
| 39,184 | ||||||||
Switzerland — 2.2% |
||||||||
Basellandschaftliche Kantonalbank |
37 | 38 | ||||||
Berner Kantonalbank AG |
96 | 26 | ||||||
Galderma Group * |
71,826 | 8,752 | ||||||
Givaudan SA |
367 | 1,655 | ||||||
Investis Holding SA |
813 | 100 | ||||||
Sandoz Group AG |
34,420 | 1,512 | ||||||
Schindler Holding AG |
30,216 | 9,066 | ||||||
SGS |
22,267 | 2,291 | ||||||
Swiss Prime Site AG |
45,636 | 5,267 | ||||||
Swisscom AG |
11,481 | 6,550 | ||||||
TE Connectivity PLC |
43,950 | 6,770 | ||||||
Walliser Kantonalbank |
687 | 88 | ||||||
| 42,115 | ||||||||
United Kingdom — 3.6% |
||||||||
3i Group PLC |
54,900 | 2,750 | ||||||
Aferian PLC, Cl A * |
28,544 | 1 | ||||||
Balfour Beatty |
1,071,100 | 6,263 | ||||||
British American Tobacco PLC |
134,300 | 5,218 | ||||||
Bunzl PLC |
18,713 | 797 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CK Hutchison Holdings Ltd |
1,177,000 | $ | 5,886 | |||||
HSBC Holdings PLC |
895,000 | 10,625 | ||||||
Imperial Brands PLC |
380,300 | 13,396 | ||||||
Kingfisher PLC |
1,216,400 | 3,803 | ||||||
Odfjell Technology Ltd |
214 | 1 | ||||||
Pearson PLC |
262,831 | 4,528 | ||||||
Sage Group PLC/The |
377,722 | 6,060 | ||||||
Spirent Communications PLC * |
674,657 | 1,576 | ||||||
Standard Chartered PLC |
7,701 | 124 | ||||||
Tesco PLC |
699,132 | 3,356 | ||||||
Unilever PLC |
70,955 | 4,024 | ||||||
| 68,408 | ||||||||
United States — 60.4% |
||||||||
Abbott Laboratories |
91,821 | 12,672 | ||||||
AbbVie Inc |
18,146 | 3,793 | ||||||
Advanced Micro Devices Inc * |
40,414 | 4,036 | ||||||
Aflac Inc |
27,600 | 3,021 | ||||||
Albertsons Cos Inc, Cl A |
33,220 | 699 | ||||||
Allison Transmission Holdings Inc |
80,600 | 8,201 | ||||||
Allstate Corp/The |
35,121 | 6,994 | ||||||
Alphabet Inc, Cl A |
54,961 | 9,359 | ||||||
Alphabet Inc, Cl C |
18,323 | 3,156 | ||||||
Altria Group Inc |
341,424 | 19,069 | ||||||
Amazon.com Inc * |
17,299 | 3,672 | ||||||
Amcor PLC |
8,324 | 84 | ||||||
Amdocs Ltd |
133,738 | 11,669 | ||||||
American Electric Power Co Inc |
3,875 | 411 | ||||||
AMETEK Inc |
8,465 | 1,602 | ||||||
Apple Inc |
36,777 | 8,894 | ||||||
AptarGroup Inc |
46,109 | 6,766 | ||||||
Archer-Daniels-Midland Co |
100,900 | 4,762 | ||||||
Arrow Electronics Inc * |
49,300 | 5,328 | ||||||
AT&T Inc |
1,110,791 | 30,447 | ||||||
Automatic Data Processing Inc |
21,142 | 6,664 | ||||||
Avnet Inc |
64,600 | 3,265 | ||||||
Bank of New York Mellon Corp/The |
151,300 | 13,458 | ||||||
Becton Dickinson & Co |
13,164 | 2,969 | ||||||
Berkshire Hathaway Inc, Cl B * |
19,305 | 9,919 | ||||||
Berry Global Group Inc |
44,400 | 3,204 | ||||||
Blue Owl Capital Corp |
223,500 | 3,455 | ||||||
Boston Scientific Corp * |
37,406 | 3,882 | ||||||
Box Inc, Cl A * |
93,965 | 3,073 | ||||||
Bristol-Myers Squibb Co |
277,600 | 16,551 | ||||||
CACI International Inc, Cl A * |
5,942 | 1,990 | ||||||
Campbell Soup Co |
47,716 | 1,911 | ||||||
Cardinal Health Inc |
5,962 | 772 | ||||||
Cboe Global Markets Inc |
32,788 | 6,912 | ||||||
Cencora Inc |
20,853 | 5,287 | ||||||
Centene Corp * |
3,139 | 183 | ||||||
CH Robinson Worldwide Inc |
16,144 | 1,641 | ||||||
Chemed Corp |
12,092 | 7,265 | ||||||
Chevron Corp |
58,800 | 9,327 | ||||||
Chubb Ltd |
20,540 | 5,864 | ||||||
SEI Institutional Investments Trust
89
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Church & Dwight Co Inc |
25,643 | $ | 2,851 | |||||
Cigna Group/The |
23,609 | 7,292 | ||||||
Cintas Corp |
43,159 | 8,955 | ||||||
Cisco Systems Inc |
607,996 | 38,979 | ||||||
Clorox Co/The |
22,438 | 3,509 | ||||||
CME Group Inc, Cl A |
9,154 | 2,323 | ||||||
Cognizant Technology Solutions Corp, Cl A |
50,200 | 4,183 | ||||||
Colgate-Palmolive Co |
100,014 | 9,118 | ||||||
Comcast Corp, Cl A |
506,208 | 18,163 | ||||||
CommVault Systems Inc * |
35,650 | 6,080 | ||||||
Conagra Brands Inc |
229,889 | 5,871 | ||||||
Consolidated Edison Inc |
76,969 | 7,814 | ||||||
Costco Wholesale Corp |
9,148 | 9,593 | ||||||
CSG Systems International Inc |
46,100 | 2,964 | ||||||
Cummins Inc |
10,100 | 3,719 | ||||||
CVS Health Corp |
137,600 | 9,043 | ||||||
CyberArk Software Ltd * |
4,682 | 1,704 | ||||||
Dolby Laboratories Inc, Cl A |
89,682 | 7,319 | ||||||
Dominion Energy Inc |
38,971 | 2,207 | ||||||
Dropbox Inc, Cl A * |
280,117 | 7,277 | ||||||
Duke Energy Corp |
10,155 | 1,193 | ||||||
Dynatrace Inc * |
39,194 | 2,244 | ||||||
eBay Inc |
56,719 | 3,672 | ||||||
Ecolab Inc |
2,885 | 776 | ||||||
Electronic Arts Inc |
80,612 | 10,409 | ||||||
Elevance Health Inc |
3,191 | 1,266 | ||||||
Entergy Corp |
54,600 | 4,767 | ||||||
Everest Group Ltd |
7,000 | 2,473 | ||||||
Evergy Inc |
77,054 | 5,310 | ||||||
Exelixis Inc * |
185,983 | 7,196 | ||||||
Expeditors International of Washington Inc |
26,305 | 3,087 | ||||||
Exxon Mobil Corp |
51,600 | 5,745 | ||||||
F5 Inc * |
66,581 | 19,470 | ||||||
Fair Isaac Corp * |
341 | 643 | ||||||
FirstEnergy Corp |
84,533 | 3,277 | ||||||
Ford Motor Co |
233,500 | 2,230 | ||||||
Fortinet Inc * |
63,999 | 6,913 | ||||||
Fox Corp |
105,753 | 5,937 | ||||||
Gartner Inc * |
1,505 | 750 | ||||||
Gen Digital Inc |
319,409 | 8,729 | ||||||
General Dynamics Corp |
13,922 | 3,517 | ||||||
General Mills Inc |
205,220 | 12,440 | ||||||
General Motors Co |
67,700 | 3,326 | ||||||
Gilead Sciences Inc |
175,221 | 20,030 | ||||||
Glatfelter Corp * |
12,267 | 253 | ||||||
GoDaddy Inc, Cl A * |
33,825 | 6,072 | ||||||
Golub Capital BDC Inc |
92,718 | 1,453 | ||||||
Graphic Packaging Holding Co |
77,700 | 2,073 | ||||||
GSK PLC |
453,209 | 8,371 | ||||||
Guidewire Software Inc * |
4,870 | 980 | ||||||
Haleon PLC |
393,436 | 1,983 | ||||||
Hartford Financial Services Group Inc/The |
84,700 | 10,018 | ||||||
Hewlett Packard Enterprise Co |
348,800 | 6,910 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Hologic Inc * |
76,775 | $ | 4,867 | |||||
Hormel Foods Corp |
25,740 | 737 | ||||||
HP Inc |
201,500 | 6,220 | ||||||
Incyte Corp * |
142,559 | 10,478 | ||||||
Ingredion Inc |
87,078 | 11,373 | ||||||
Intercontinental Exchange Inc |
41,390 | 7,170 | ||||||
International Business Machines Corp |
66,002 | 16,662 | ||||||
Johnson & Johnson |
146,524 | 24,179 | ||||||
Kimberly-Clark Corp |
83,655 | 11,880 | ||||||
Kraft Heinz Co/The |
208,075 | 6,390 | ||||||
Kroger Co/The |
265,274 | 17,195 | ||||||
Lockheed Martin Corp |
35,925 | 16,180 | ||||||
Loews Corp |
64,100 | 5,556 | ||||||
Marsh & McLennan Cos Inc |
41,885 | 9,962 | ||||||
Mastercard Inc, Cl A |
12,336 | 7,109 | ||||||
McDonald's Corp |
7,950 | 2,451 | ||||||
McKesson Corp |
15,484 | 9,914 | ||||||
Medtronic PLC |
52,608 | 4,841 | ||||||
Merck & Co Inc |
208,428 | 19,227 | ||||||
Meta Platforms Inc, Cl A |
5,596 | 3,739 | ||||||
Micron Technology Inc |
18,494 | 1,732 | ||||||
Microsoft Corp |
33,556 | 13,321 | ||||||
Molson Coors Beverage Co, Cl B |
196,300 | 12,031 | ||||||
Monolithic Power Systems Inc |
4,979 | 3,042 | ||||||
Moody's Corp |
11,344 | 5,717 | ||||||
Motorola Solutions Inc |
27,695 | 12,192 | ||||||
National Fuel Gas Co |
98,400 | 7,400 | ||||||
NetApp Inc |
42,381 | 4,230 | ||||||
New York Times Co/The, Cl A |
26,638 | 1,281 | ||||||
NewMarket Corp |
11,700 | 6,670 | ||||||
Northrop Grumman Corp |
10,775 | 4,975 | ||||||
Novartis AG |
248,785 | 27,094 | ||||||
NVIDIA Corp |
60,173 | 7,517 | ||||||
Old Republic International Corp |
157,400 | 6,061 | ||||||
Organon & Co |
30,990 | 462 | ||||||
Pfizer Inc |
189,484 | 5,008 | ||||||
Philip Morris International Inc |
30,361 | 4,714 | ||||||
Portland General Electric Co |
73,900 | 3,313 | ||||||
PPL Corp |
4,075 | 143 | ||||||
Procter & Gamble Co/The |
68,402 | 11,891 | ||||||
Progress Software Corp |
54,700 | 2,989 | ||||||
Progressive Corp/The |
34,839 | 9,825 | ||||||
Provident Financial Holdings Inc |
2,655 | 41 | ||||||
Regeneron Pharmaceuticals Inc |
5,250 | 3,668 | ||||||
Republic Services Inc, Cl A |
46,885 | 11,113 | ||||||
Roche Holding AG |
30,794 | 10,302 | ||||||
Roper Technologies Inc |
12,140 | 7,096 | ||||||
Royal Gold Inc |
12,224 | 1,797 | ||||||
Royalty Pharma PLC, Cl A |
30,800 | 1,036 | ||||||
RTX Corp |
7,787 | 1,036 | ||||||
Sanofi SA |
41,200 | 4,513 | ||||||
ServiceNow Inc * |
2,704 | 2,514 | ||||||
Shell PLC |
203,300 | 6,800 | ||||||
90
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sonoco Products Co |
51,900 | $ | 2,482 | |||||
Southern Co/The |
21,297 | 1,912 | ||||||
Spotify Technology SA * |
11,677 | 7,100 | ||||||
State Street Corp |
5,691 | 565 | ||||||
Stryker Corp |
7,300 | 2,819 | ||||||
Synopsys Inc * |
71 | 32 | ||||||
TD SYNNEX Corp |
37,800 | 5,197 | ||||||
TEGNA Inc |
302,600 | 5,507 | ||||||
T-Mobile US Inc |
49,479 | 13,344 | ||||||
Travelers Cos Inc/The |
523 | 135 | ||||||
Tyler Technologies Inc * |
17,796 | 10,828 | ||||||
Tyson Foods Inc, Cl A |
48,571 | 2,979 | ||||||
UL Solutions Inc, Cl A |
128,842 | 6,853 | ||||||
United Therapeutics Corp * |
14,825 | 4,745 | ||||||
Veeva Systems Inc, Cl A * |
6,577 | 1,474 | ||||||
Veralto Corp |
62,702 | 6,255 | ||||||
VeriSign Inc * |
41,553 | 9,885 | ||||||
Verisk Analytics Inc, Cl A |
2,782 | 826 | ||||||
Verizon Communications Inc |
817,608 | 35,239 | ||||||
Visa Inc, Cl A |
5,352 | 1,941 | ||||||
W R Berkley Corp |
8,877 | 560 | ||||||
Walmart Inc |
100,750 | 9,935 | ||||||
Waste Connections Inc |
17,854 | 3,388 | ||||||
Waste Management Inc |
31,728 | 7,386 | ||||||
Western Union Co/The |
535,000 | 5,794 | ||||||
WK Kellogg Co |
27,325 | 542 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Yum! Brands Inc |
20,121 | $ | 3,146 | |||||
Zoom Video Communications Inc, Cl A * |
47,800 | 3,523 | ||||||
| 1,136,750 | ||||||||
Total Common Stock |
||||||||
(Cost $1,613,767) ($ Thousands) |
1,826,990 | |||||||
PREFERRED STOCK — 0.4% |
||||||||
Germany — 0.4% |
||||||||
Bayerische Motoren Werke AG, 6.320% |
4,413 | 362 | ||||||
Henkel AG & Co KGaA (A) |
49,214 | 4,257 | ||||||
Volkswagen AG (A) |
29,845 | 3,225 | ||||||
Total Preferred Stock |
||||||||
(Cost $7,081) ($ Thousands) |
7,844 | |||||||
CASH EQUIVALENT — 0.3% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
6,575,773 | 6,576 | ||||||
Total Cash Equivalent |
||||||||
(Cost $6,576) ($ Thousands) |
6,576 | |||||||
Total Investments in Securities — 97.9% |
||||||||
(Cost $1,627,424) ($ Thousands) |
$ | 1,841,410 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Euro STOXX 50 |
28 | Mar-2025 | $ | 1,587 | $ | 1,589 | $ | 2 | ||||||||||||
FTSE 100 Index |
9 | Mar-2025 | 996 | 996 | – | |||||||||||||||
Hang Seng Index |
5 | Mar-2025 | 743 | 738 | (5 | ) | ||||||||||||||
S&P 500 Index E-MINI |
31 | Mar-2025 | 9,283 | 9,243 | (40 | ) | ||||||||||||||
SPI 200 Index |
10 | Mar-2025 | 1,283 | 1,265 | (10 | ) | ||||||||||||||
TOPIX Index |
7 | Mar-2025 | 1,256 | 1,243 | (13 | ) | ||||||||||||||
| $ | 15,148 | $ | 15,074 | $ | (66 | ) | ||||||||||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||||||
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Barclays PLC |
03/10/25 | AUD | 5,285 | USD | 3,312 | $ | 26 | |||||||||||||||||
Barclays PLC |
03/10/25 | DKK | 59,489 | USD | 8,276 | (25 | ) | |||||||||||||||||
Barclays PLC |
03/10/25 | CAD | 60,272 | USD | 42,041 | 181 | ||||||||||||||||||
BNP Paribas |
03/10/25 | GBP | 32,256 | USD | 39,891 | (720 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 64 | AUD | 102 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 54 | DKK | 387 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 182 | DKK | 1,295 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 279 | NOK | 3,121 | (1 | ) | |||||||||||||||||
SEI Institutional Investments Trust
91
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | AUD | 369 | USD | 234 | $ | 4 | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | AUD | 9 | USD | 6 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 72 | SGD | 97 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 471 | SGD | 631 | (3 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SGD | 343 | USD | 257 | 2 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SGD | 367 | USD | 271 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 450 | CAD | 649 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 529 | CAD | 753 | (6 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 325 | CHF | 293 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 715 | CHF | 641 | (4 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | GBP | 387 | USD | 489 | 2 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | GBP | 707 | USD | 880 | (11 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 501 | SEK | 5,389 | 17 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 969 | SEK | 10,305 | (9 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 596 | GBP | 476 | 3 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 1,236 | GBP | 979 | (4 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 141 | HKD | 1,094 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 1,832 | HKD | 14,235 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CHF | 2,532 | USD | 2,820 | 11 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CHF | 868 | USD | 958 | (5 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | EUR | 1,768 | USD | 1,853 | 14 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | EUR | 1,693 | USD | 1,756 | (5 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CAD | 3,639 | USD | 2,554 | 26 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | HKD | 1,062 | USD | 137 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | HKD | 3,954 | USD | 508 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 569 | EUR | 547 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 4,632 | EUR | 4,429 | (24 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 1,539 | JPY | 233,811 | 14 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 3,702 | JPY | 553,052 | (28 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SEK | 3,228 | USD | 303 | 2 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SEK | 3,455 | USD | 317 | (5 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NOK | 9,127 | USD | 819 | 7 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NOK | 928 | USD | 82 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | DKK | 9,999 | USD | 1,403 | 7 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | DKK | 1,040 | USD | 145 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | JPY | 142,244 | USD | 952 | 7 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | JPY | 451,046 | USD | 2,953 | (44 | ) | |||||||||||||||||
Standard Chartered |
03/10/25 | HKD | 133,035 | USD | 17,094 | (18 | ) | |||||||||||||||||
Standard Chartered |
03/10/25 | JPY | 12,407,212 | USD | 81,677 | (756 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | SGD | 20,162 | USD | 14,906 | (51 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | CHF | 31,285 | USD | 34,648 | (71 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | EUR | 94,188 | USD | 97,694 | (309 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | NOK | 120,088 | USD | 10,682 | 1 | ||||||||||||||||||
Westpac Banking |
03/10/25 | SEK | 206,159 | USD | 18,922 | (295 | ) | |||||||||||||||||
| $ | (2,072 | ) | ||||||||||||||||||||||
|
Percentages are based on Net Assets of $1,881,069 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
No interest rate available. |
92
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Global Managed Volatility Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 13,765 | $ | 100,595 | $ | (114,334 | ) | $ | — | $ | (26 | ) | $ | — | $ | 2 | $ | — | ||||||||||||||
SEI Daily Income Trust, Government Fund, |
15,279 | 850,878 | (866,157 | ) | — | — | 6,576 | 973 | — | |||||||||||||||||||||||
Totals |
$ | 29,044 | $ | 951,473 | $ | (980,491 | ) | $ | – | $ | (26 | ) | $ | 6,576 | $ | 975 | $ | — | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
93
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 95.4% |
||||||||
Argentina — 0.0% |
||||||||
Vista Energy SAB de CV ADR * |
39,790 | $ | 2,020 | |||||
Australia — 2.7% |
||||||||
ANZ Group Holdings Ltd |
364,882 | 6,797 | ||||||
Aristocrat Leisure Ltd |
650,961 | 29,326 | ||||||
Aurelia Metals Ltd * |
381,151 | 47 | ||||||
BlueScope Steel Ltd |
1,248,194 | 18,899 | ||||||
Brambles Ltd |
791,670 | 10,351 | ||||||
Breville Group Ltd |
54,667 | 1,204 | ||||||
Charter Hall Group ‡ |
114,138 | 1,221 | ||||||
Cochlear Ltd |
33,166 | 5,367 | ||||||
Codan Ltd |
115,034 | 1,095 | ||||||
Commonwealth Bank of Australia |
68,728 | 6,749 | ||||||
Computershare Ltd |
1,381,979 | 35,528 | ||||||
De Grey Mining Ltd * |
1,327,916 | 1,646 | ||||||
Evolution Mining Ltd |
207,552 | 797 | ||||||
Gold Road Resources Ltd |
1,073,063 | 1,647 | ||||||
HUB24 Ltd |
27,223 | 1,327 | ||||||
JB Hi-Fi Ltd |
22,536 | 1,299 | ||||||
Lottery Corp Ltd/The |
518,280 | 1,538 | ||||||
Medibank Pvt Ltd |
664,957 | 1,807 | ||||||
Netwealth Group Ltd |
122,647 | 2,323 | ||||||
Northern Star Resources Ltd |
744,918 | 8,065 | ||||||
Orica Ltd |
100,651 | 1,035 | ||||||
Pro Medicus Ltd |
137,209 | 21,921 | ||||||
Qantas Airways Ltd * |
1,319,942 | 7,861 | ||||||
Qube Holdings Ltd |
900,077 | 2,251 | ||||||
REA Group Ltd |
30,753 | 4,606 | ||||||
Rio Tinto Ltd |
423,573 | 29,918 | ||||||
Sandfire Resources Ltd * |
182,589 | 1,213 | ||||||
Sigma Healthcare Ltd |
1,412,966 | 2,597 | ||||||
Telix Pharmaceuticals Ltd * |
67,982 | 1,212 | ||||||
Vault Minerals Ltd * |
5,897,703 | 1,515 | ||||||
Westpac Banking Corp |
145,590 | 2,899 | ||||||
Whitehaven Coal Ltd |
319,684 | 1,122 | ||||||
| 215,183 | ||||||||
Austria — 0.3% |
||||||||
Erste Group Bank AG |
270,899 | 18,243 | ||||||
Raiffeisen Bank International AG |
89,463 | 2,415 | ||||||
| 20,658 | ||||||||
Belgium — 0.6% |
||||||||
Anheuser-Busch InBev SA/NV |
331,403 | 19,884 | ||||||
Barco NV |
7,945 | 93 | ||||||
Syensqo SA |
401,581 | 29,510 | ||||||
Titan Cement International SA |
32,450 | 1,356 | ||||||
| 50,843 | ||||||||
Brazil — 2.3% |
||||||||
Ambev SA |
25,905,030 | 53,942 | ||||||
Banco do Brasil SA |
10,003,100 | 46,449 | ||||||
Bemobi Mobile Tech SA |
14,500 | 35 | ||||||
BRF SA |
916,700 | 2,810 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
84,000 | $ | 1,360 | |||||
Gerdau SA ADR |
489,978 | 1,387 | ||||||
JBS S/A |
567,900 | 2,983 | ||||||
Pagseguro Digital Ltd, Cl A * |
203,496 | 1,498 | ||||||
Pluxee NV |
385,473 | 8,691 | ||||||
Ser Educacional SA * |
19,600 | 14 | ||||||
Telefonica Brasil SA |
3,500,000 | 28,741 | ||||||
TIM SA/Brazil |
267,000 | 737 | ||||||
TOTVS SA |
3,544,300 | 20,854 | ||||||
Ultrapar Participacoes SA |
271,700 | 776 | ||||||
Vale SA |
727,800 | 6,863 | ||||||
VTEX, Cl A * |
27,816 | 134 | ||||||
WEG SA |
139,900 | 1,157 | ||||||
Wheaton Precious Metals Corp |
34,862 | 2,417 | ||||||
| 180,848 | ||||||||
Cameroon — 0.0% |
||||||||
Golar LNG Ltd |
51,180 | 1,962 | ||||||
Canada — 4.4% |
||||||||
Aecon Group Inc |
97,640 | 1,528 | ||||||
Agnico Eagle Mines Ltd |
81,557 | 7,890 | ||||||
Air Canada, Cl B * |
167,800 | 1,951 | ||||||
Alamos Gold Inc, Cl A |
193,648 | 4,444 | ||||||
Aritzia Inc * |
122,016 | 5,645 | ||||||
Atco Ltd/Canada, Cl I |
60,967 | 1,993 | ||||||
Barrick Gold Corp |
1,654,132 | 29,464 | ||||||
Bausch Health Cos Inc * |
10,900 | 81 | ||||||
Brookfield Corp, Cl A |
38,739 | 2,251 | ||||||
Calfrac Well Services Ltd * |
14,470 | 39 | ||||||
Canaccord Genuity Group Inc |
42,165 | 240 | ||||||
Canadian Imperial Bank of Commerce |
587,401 | 35,748 | ||||||
Canadian Natural Resources Ltd |
102,780 | 2,915 | ||||||
Canadian Tire Corp Ltd, Cl A |
17,400 | 1,724 | ||||||
CCL Industries Inc, Cl B |
61,472 | 3,168 | ||||||
Celestica Inc * |
35,758 | 3,835 | ||||||
Centerra Gold Inc |
116,999 | 673 | ||||||
CES Energy Solutions Corp |
321,872 | 1,788 | ||||||
Cogeco Inc |
1,976 | 81 | ||||||
Constellation Software Inc (A) |
2,560 | – | ||||||
Coveo Solutions Inc * |
19,580 | 91 | ||||||
Dollarama Inc |
453,568 | 47,490 | ||||||
DREAM Unlimited Corp, Cl A |
1,631 | 24 | ||||||
Dundee Precious Metals Inc |
411,200 | 4,841 | ||||||
Dynacor Group Inc |
3,800 | 15 | ||||||
E-L Financial Corp Ltd |
100 | 109 | ||||||
Emera Inc |
185,309 | 7,443 | ||||||
Empire Co Ltd, Cl A |
299,786 | 9,371 | ||||||
Enbridge Inc |
80,997 | 3,475 | ||||||
Enerflex Ltd |
242,752 | 1,940 | ||||||
Enghouse Systems Ltd |
66,097 | 1,166 | ||||||
Evertz Technologies Ltd |
2,800 | 23 | ||||||
Fiera Capital Corp, Cl A |
66,628 | 299 | ||||||
94
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Finning International Inc |
160,064 | $ | 4,745 | |||||
FirstService Corp |
2,500 | 443 | ||||||
Fortuna Mining Corp * |
4,700 | 20 | ||||||
Freehold Royalties Ltd |
280,405 | 2,453 | ||||||
George Weston Ltd |
1,700 | 273 | ||||||
Great-West Lifeco Inc |
260,585 | 9,721 | ||||||
iA Financial Corp Inc |
233,712 | 22,017 | ||||||
IGM Financial Inc |
36,937 | 1,169 | ||||||
Jaguar Mining Inc * |
45,500 | 79 | ||||||
K92 Mining Inc * |
187,283 | 1,248 | ||||||
Kinaxis Inc * |
3,000 | 328 | ||||||
Kinross Gold Corp |
403,623 | 4,343 | ||||||
Leon's Furniture Ltd |
2,292 | 39 | ||||||
Magna International Inc, Cl A |
651,080 | 23,788 | ||||||
Manulife Financial Corp |
354,186 | 11,079 | ||||||
Martinrea International Inc |
32,475 | 180 | ||||||
MDA Space Ltd * |
93,365 | 1,504 | ||||||
National Bank of Canada |
51,921 | 4,340 | ||||||
North West Co Inc/The |
8,635 | 279 | ||||||
Open Text Corp |
16,900 | 438 | ||||||
Paramount Resources Ltd, Cl A |
59,810 | 686 | ||||||
Pason Systems Inc |
137,347 | 1,174 | ||||||
Saputo Inc |
104,600 | 1,851 | ||||||
Secure Energy Services Inc |
238,991 | 2,387 | ||||||
Shopify Inc, Cl A * |
42,959 | 4,831 | ||||||
Source Energy Services Ltd * |
3,800 | 31 | ||||||
SSR Mining Inc * |
103,289 | 1,032 | ||||||
Sun Life Financial Inc |
33,000 | 1,843 | ||||||
Suncor Energy Inc |
309,316 | 11,887 | ||||||
Tamarack Valley Energy Ltd |
528,672 | 1,567 | ||||||
TELUS International CDA Inc * |
10,500 | 30 | ||||||
TerraVest Industries Inc |
17,346 | 1,362 | ||||||
TMX Group Ltd |
425,902 | 15,200 | ||||||
Topaz Energy Corp |
119,045 | 2,044 | ||||||
Torex Gold Resources Inc * |
59,752 | 1,310 | ||||||
Toromont Industries Ltd |
282,517 | 23,822 | ||||||
TransAlta Corp |
215,222 | 2,238 | ||||||
Victoria Gold Corp/Vancouver * |
1,652 | – | ||||||
Winpak Ltd |
9,784 | 276 | ||||||
WSP Global Inc |
11,593 | 2,077 | ||||||
| 345,879 | ||||||||
Chile — 0.0% |
||||||||
Falabella SA |
493,446 | 1,941 | ||||||
China — 6.4% |
||||||||
Agricultural Bank of China Ltd, Cl H |
35,779,000 | 21,331 | ||||||
Alibaba Group Holding Ltd |
3,214,400 | 53,153 | ||||||
Alibaba Group Holding Ltd ADR |
58,414 | 7,740 | ||||||
Alibaba Health Information Technology Ltd * |
2,612,000 | 1,687 | ||||||
Aluminum Corp of China Ltd, Cl H |
2,082,000 | 1,220 | ||||||
Anji Microelectronics Technology Shanghai Co Ltd, Cl A |
58,000 | 1,273 | ||||||
Anker Innovations Technology Co Ltd, Cl A |
139,670 | 2,147 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
APT Medical Inc, Cl A |
25,040 | $ | 1,227 | |||||
Autohome Inc ADR |
15,425 | 443 | ||||||
Baidu Inc, Cl A * |
2,202,950 | 24,000 | ||||||
BeiGene Ltd * |
79,300 | 1,695 | ||||||
Beijing Roborock Technology Co Ltd, Cl A |
39,306 | 1,299 | ||||||
Bilibili Inc ADR * |
90,264 | 1,836 | ||||||
Bilibili Inc, Cl Z * |
249,510 | 5,068 | ||||||
Bluestar Adisseo Co, Cl A |
770,600 | 1,096 | ||||||
Bohai Leasing Co Ltd, Cl A * |
4,303,000 | 2,014 | ||||||
Bosideng International Holdings Ltd |
1,464,000 | 714 | ||||||
BYD Co Ltd, Cl H |
43,500 | 2,085 | ||||||
Capital Securities Co Ltd, Cl A |
471,800 | 1,378 | ||||||
China Construction Bank Corp, Cl H |
51,422,000 | 43,628 | ||||||
China Feihe Ltd |
1,606,000 | 1,160 | ||||||
China Leon Inspection Holding Ltd |
118,204 | 36 | ||||||
China Literature Ltd * |
191,600 | 623 | ||||||
China Meidong Auto Holdings Ltd |
188,000 | 49 | ||||||
China Merchants Bank Co Ltd, Cl H |
2,974,000 | 17,459 | ||||||
China New Higher Education Group Ltd |
1,087,000 | 145 | ||||||
China Overseas Land & Investment Ltd |
18,012,500 | 33,403 | ||||||
China Taiping Insurance Holdings Co Ltd |
734,800 | 1,084 | ||||||
Chongqing Zongshen Power Machinery Co Ltd, Cl A |
309,500 | 995 | ||||||
Dong-E-E-Jiao Co Ltd, Cl A |
210,966 | 1,638 | ||||||
Eastroc Beverage Group Co Ltd, Cl A |
137,410 | 4,185 | ||||||
Edvantage Group Holdings Ltd |
263,211 | 69 | ||||||
Eoptolink Technology Inc Ltd, Cl A |
66,300 | 893 | ||||||
FIH Mobile Ltd * |
323,000 | 37 | ||||||
Geely Automobile Holdings Ltd |
1,358,000 | 3,071 | ||||||
GF Securities Co Ltd, Cl H |
1,000 | 1 | ||||||
Giant Biogene Holding Co ltd |
162,800 | 1,314 | ||||||
Haier Smart Home Co Ltd, Cl A |
5,936,600 | 19,017 | ||||||
Hainan Airlines Holding Co Ltd, Cl A * |
5,389,200 | 1,145 | ||||||
Hello Group Inc ADR |
20,685 | 153 | ||||||
Industrial & Commercial Bank of China Ltd, Cl H |
9,191,000 | 6,509 | ||||||
JD Logistics Inc * |
663,400 | 1,189 | ||||||
JD.com Inc, Cl A |
502,200 | 10,502 | ||||||
JOYY Inc ADR * |
113,942 | 5,331 | ||||||
Kanzhun Ltd ADR * |
25,076 | 401 | ||||||
Kingdee International Software Group Co Ltd * |
823,000 | 1,353 | ||||||
Kingsoft Corp Ltd |
629,200 | 3,257 | ||||||
Kuaishou Technology, Cl B * |
2,998,500 | 19,584 | ||||||
Lee & Man Chemical Co Ltd |
26,966 | 15 | ||||||
Lenovo Group Ltd |
7,704,000 | 11,550 | ||||||
Lonking Holdings Ltd |
114,756 | 26 | ||||||
Meituan, Cl B * |
283,900 | 5,928 | ||||||
Midea Group Co Ltd, Cl A |
308,800 | 3,108 | ||||||
NetDragon Websoft Holdings Ltd |
179,260 | 265 | ||||||
NetEase Inc |
845,600 | 16,837 | ||||||
Ping An Insurance Group Co of China Ltd, Cl H |
341,000 | 2,021 | ||||||
SEI Institutional Investments Trust
95
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Postal Savings Bank of China Co Ltd, Cl H |
956,000 | $ | 607 | |||||
Prosus NV |
62,797 | 2,772 | ||||||
Shandong Himile Mechanical Science & Technology Co Ltd, Cl A |
280,700 | 1,968 | ||||||
Shanghai Allist Pharmaceuticals Co Ltd, Cl A |
217,108 | 2,344 | ||||||
Shenzhen Infogem Technologies Co Ltd, Cl A * |
212,300 | 1,125 | ||||||
Sichuan Biokin Pharmaceutical Co Ltd, Cl A * |
69,600 | 2,227 | ||||||
Sinotruk Hong Kong Ltd |
147,500 | 393 | ||||||
SITC International Holdings Co Ltd |
1,760,670 | 4,244 | ||||||
TAL Education Group ADR * |
85,890 | 1,110 | ||||||
TCL Electronics Holdings Ltd |
197,000 | 179 | ||||||
Tencent Holdings Ltd |
1,012,800 | 62,339 | ||||||
Trip.com Group Ltd * |
71,400 | 4,038 | ||||||
Victory Giant Technology Huizhou Co Ltd, Cl A |
213,400 | 1,525 | ||||||
Vipshop Holdings Ltd ADR |
688,449 | 10,822 | ||||||
Weichai Power Co Ltd, Cl H |
14,578,000 | 28,711 | ||||||
Wuxi Biologics Cayman Inc * |
550,500 | 1,596 | ||||||
XD Inc * |
271,600 | 1,139 | ||||||
Xiaomi Corp, Cl B * |
1,912,200 | 12,802 | ||||||
XPeng Inc, Cl A * |
159,900 | 1,709 | ||||||
Yangzijiang Shipbuilding Holdings Ltd |
2,334,700 | 4,130 | ||||||
Yili Chuanning Biotechnology Co Ltd, Cl A |
1,186,000 | 2,088 | ||||||
Zhejiang Akcome New Energy Technology Co Ltd * |
3,175,100 | – | ||||||
Zhejiang NHU Co Ltd, Cl A |
521,300 | 1,517 | ||||||
Zhejiang Weixing Industrial Development Co Ltd, Cl A |
1,898,890 | 3,387 | ||||||
Zhongsheng Group Holdings Ltd |
396,000 | 646 | ||||||
| 502,805 | ||||||||
Czechia — 0.0% |
||||||||
Komercni Banka AS |
2,280 | 99 | ||||||
Denmark — 2.2% |
||||||||
AP Moller - Maersk A/S, Cl B |
32,466 | 57,265 | ||||||
Coloplast A/S, Cl B |
276,154 | 29,485 | ||||||
Danske Bank A/S |
805,615 | 27,165 | ||||||
DSV A/S |
54,154 | 10,913 | ||||||
Genmab A/S * |
13,770 | 3,111 | ||||||
Novo Nordisk A/S, Cl B |
222,995 | 20,281 | ||||||
Novonesis (Novozymes) B, Cl B |
21,072 | 1,279 | ||||||
Pandora A/S |
114,556 | 20,283 | ||||||
ROCKWOOL A/S, Cl B |
11,899 | 4,715 | ||||||
| 174,497 | ||||||||
Finland — 1.2% |
||||||||
Cargotec Oyj, Cl B |
30,943 | 1,494 | ||||||
Kalmar Oyj, Cl B * |
2,389 | 86 | ||||||
Kone Oyj, Cl B |
215,118 | 12,174 | ||||||
Nokia Oyj |
12,189,261 | 58,711 | ||||||
Nokia Oyj ADR |
1,876,226 | 9,006 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Nordea Bank Abp |
2,093 | $ | 28 | |||||
Orion Oyj, Cl B |
86,985 | 4,908 | ||||||
Wartsila OYJ Abp, Cl B |
288,869 | 5,511 | ||||||
| 91,918 | ||||||||
France — 8.1% |
||||||||
Accor SA |
381,477 | 19,155 | ||||||
Air Liquide SA |
105,081 | 19,332 | ||||||
Amundi SA |
424,413 | 30,569 | ||||||
Arkema SA |
191,492 | 15,804 | ||||||
BNP Paribas SA |
549,454 | 41,745 | ||||||
Carrefour SA |
2,489,747 | 33,148 | ||||||
Cie des Alpes |
5,066 | 86 | ||||||
Cie Generale des Etablissements Michelin SCA |
819,016 | 29,183 | ||||||
Criteo SA ADR * |
62,164 | 2,413 | ||||||
Danone SA |
634,050 | 45,366 | ||||||
Dassault Aviation SA |
23,734 | 6,095 | ||||||
EssilorLuxottica SA |
165,238 | 49,603 | ||||||
Eurazeo SE |
7,084 | 563 | ||||||
Fnac Darty SA |
1,486 | 46 | ||||||
Forvia SE |
27,538 | 243 | ||||||
Guerbet |
1,058 | 29 | ||||||
Hermes International SCA |
192 | 549 | ||||||
Ipsen SA |
51,269 | 5,961 | ||||||
Kering SA |
30,137 | 8,466 | ||||||
La Francaise des Jeux SAEM |
17,601 | 674 | ||||||
LVMH Moet Hennessy Louis Vuitton SE |
78,000 | 56,504 | ||||||
Manitou BF SA |
2,663 | 63 | ||||||
Pernod Ricard SA |
147,122 | 15,826 | ||||||
Publicis Groupe SA |
136,567 | 13,597 | ||||||
Rexel SA |
1,356,050 | 36,943 | ||||||
Sanofi SA |
716,252 | 78,456 | ||||||
Societe BIC SA |
372,897 | 22,942 | ||||||
Societe Generale SA |
433,497 | 17,802 | ||||||
Societe LDC SADIR |
192 | 13 | ||||||
Sodexo SA |
204,427 | 15,743 | ||||||
Sopra Steria Group |
795 | 127 | ||||||
Teleperformance SE |
749,988 | 72,395 | ||||||
Valeo SE |
78,465 | 827 | ||||||
Wendel SE |
1,985 | 200 | ||||||
| 640,468 | ||||||||
Germany — 6.8% |
||||||||
adidas AG |
155,425 | 39,830 | ||||||
Allianz SE |
9,876 | 3,391 | ||||||
Auto1 Group SE * |
68,125 | 1,650 | ||||||
BASF SE |
912,397 | 46,640 | ||||||
Bayer AG |
2,341,666 | 55,478 | ||||||
Birkenstock Holding Plc * |
33,726 | 1,669 | ||||||
Commerzbank AG |
73,366 | 1,581 | ||||||
Continental AG |
915,127 | 65,822 | ||||||
CTS Eventim AG & Co KGaA |
15,052 | 1,657 | ||||||
Daimler Truck Holding AG |
950,999 | 41,861 | ||||||
96
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Deutsche Bank AG |
460,337 | $ | 9,958 | |||||
Deutsche Boerse AG |
108,130 | 28,275 | ||||||
Deutsche Telekom AG |
100,344 | 3,630 | ||||||
Deutsche Wohnen SE |
55,513 | 1,404 | ||||||
Duerr AG |
7,262 | 191 | ||||||
DWS Group GmbH & Co KGaA |
16,354 | 788 | ||||||
Evonik Industries AG |
822,340 | 16,383 | ||||||
flatexDEGIRO AG |
79,283 | 1,564 | ||||||
Fresenius Medical Care AG |
632,891 | 30,772 | ||||||
FUCHS SE |
6,556 | 243 | ||||||
GEA Group AG |
83,551 | 4,859 | ||||||
Heidelberg Materials AG |
21,384 | 3,224 | ||||||
HOCHTIEF AG |
36,041 | 5,649 | ||||||
Indus Holding AG |
1,268 | 31 | ||||||
Infineon Technologies AG |
111,913 | 4,162 | ||||||
Knorr-Bremse AG |
172,034 | 14,961 | ||||||
Krones AG |
2,291 | 313 | ||||||
Merck KGaA |
13,827 | 1,969 | ||||||
MTU Aero Engines AG |
8,839 | 3,088 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
18,693 | 10,621 | ||||||
Nemetschek SE |
28,839 | 3,390 | ||||||
Rational AG |
3,843 | 3,477 | ||||||
Rheinmetall AG |
4,084 | 4,324 | ||||||
RWE AG |
74,708 | 2,354 | ||||||
SAP SE |
300,032 | 83,472 | ||||||
Scout24 SE |
293,736 | 28,804 | ||||||
Siemens AG |
8,434 | 1,940 | ||||||
Siemens Energy AG * |
72,309 | 4,169 | ||||||
SUSS MicroTec SE |
40,986 | 1,621 | ||||||
Talanx AG |
22,361 | 2,040 | ||||||
thyssenkrupp AG |
80,667 | 637 | ||||||
Traton SE |
41,599 | 1,574 | ||||||
Zalando SE * |
68,526 | 2,475 | ||||||
| 541,941 | ||||||||
Greece — 0.0% |
||||||||
Eurobank Ergasias Services and Holdings SA |
716,930 | 1,875 | ||||||
StealthGas Inc * |
1,595 | 9 | ||||||
| 1,884 | ||||||||
Hong Kong — 1.6% |
||||||||
AIA Group Ltd |
7,166,189 | 55,029 | ||||||
Bank of East Asia Ltd/The |
20,516 | 30 | ||||||
Chaoda Modern Agriculture Holdings Ltd * |
2,640 | – | ||||||
Comba Telecom Systems Holdings Ltd * |
12,000 | 2 | ||||||
Dah Sing Banking Group Ltd |
42,821 | 48 | ||||||
Futu Holdings Ltd ADR |
21,622 | 2,361 | ||||||
Hong Kong Exchanges & Clearing Ltd |
739,100 | 33,319 | ||||||
Hongkong Land Holdings Ltd |
285,400 | 1,292 | ||||||
Hysan Development Co Ltd |
62,000 | 107 | ||||||
Perennial Energy Holdings Ltd |
143,791 | 13 | ||||||
Pou Sheng International Holdings Ltd |
348,000 | 25 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Swire Pacific Ltd, Cl A |
3,738,528 | $ | 31,097 | |||||
United Energy Group Ltd |
8,255,808 | 379 | ||||||
United Laboratories International Holdings Ltd/The |
262,000 | 444 | ||||||
| 124,146 | ||||||||
Hungary — 0.2% |
||||||||
Magyar Telekom Telecommunications PLC |
12,744 | 53 | ||||||
MOL Hungarian Oil & Gas PLC |
86,492 | 648 | ||||||
OTP Bank Nyrt |
249,889 | 15,488 | ||||||
| 16,189 | ||||||||
India — 1.6% |
||||||||
Aegis Logistics Ltd |
149,678 | 1,306 | ||||||
Amber Enterprises India Ltd * |
19,847 | 1,284 | ||||||
Bharat Petroleum Corp Ltd |
1,502,986 | 4,104 | ||||||
Bharti Airtel Ltd |
73,874 | 1,332 | ||||||
BSE Ltd |
17,752 | 948 | ||||||
Coal India Ltd |
4,056,802 | 17,220 | ||||||
DB Corp Ltd |
11,535 | 27 | ||||||
Dixon Technologies India Ltd |
15,860 | 2,543 | ||||||
GE T&D India Ltd |
75,198 | 1,159 | ||||||
Great Eastern Shipping Co Ltd/The |
12,945 | 121 | ||||||
Gujarat Industries Power Co Ltd |
63,859 | 116 | ||||||
HCL Technologies Ltd |
324,984 | 5,882 | ||||||
HDFC Asset Management Co Ltd |
10,000 | 416 | ||||||
HDFC Bank Ltd ADR |
554,474 | 34,167 | ||||||
Himadri Speciality Chemical Ltd |
194,390 | 912 | ||||||
Hindustan Zinc Ltd |
216,428 | 972 | ||||||
Hitachi Energy India Ltd |
4,277 | 555 | ||||||
ICICI Bank Ltd |
353,898 | 4,909 | ||||||
IIFL Securities Ltd |
31,588 | 79 | ||||||
Indian Metals & Ferro Alloys Ltd |
22,918 | 164 | ||||||
Indian Oil Corp Ltd |
4,678,235 | 6,108 | ||||||
Indus Towers Ltd * |
104,451 | 388 | ||||||
Infosys Ltd |
686,606 | 13,426 | ||||||
Infosys Ltd ADR |
154,241 | 3,100 | ||||||
J Kumar Infraprojects Ltd |
1,469 | 11 | ||||||
Jindal Saw Ltd |
289,154 | 819 | ||||||
Karur Vysya Bank Ltd/The |
790,880 | 1,826 | ||||||
LTIMindtree Ltd |
4,844 | 260 | ||||||
Mahindra & Mahindra Ltd |
35,484 | 1,053 | ||||||
Manappuram Finance Ltd |
242,248 | 560 | ||||||
Mphasis Ltd |
47,289 | 1,225 | ||||||
Oberoi Realty Ltd |
59,784 | 1,020 | ||||||
Petronet LNG Ltd |
50,461 | 164 | ||||||
PG Electroplast Ltd |
163,444 | 1,498 | ||||||
Power Finance Corp Ltd |
541,436 | 2,279 | ||||||
REC Ltd |
448,685 | 1,869 | ||||||
Shanthi Gears Ltd |
5,135 | 25 | ||||||
SP Apparels Ltd * |
5,752 | 45 | ||||||
State Bank of India |
77,235 | 611 | ||||||
Sutlej Textiles and Industries Ltd * |
29,304 | 13 | ||||||
Suzlon Energy Ltd * |
589,530 | 338 | ||||||
SEI Institutional Investments Trust
97
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Tata Consultancy Services Ltd |
38,696 | $ | 1,547 | |||||
Trent Ltd |
31,473 | 1,755 | ||||||
United Spirits Ltd |
83,013 | 1,222 | ||||||
Voltas Ltd |
92,347 | 1,398 | ||||||
Wipro Ltd |
954,728 | 3,049 | ||||||
Zensar Technologies Ltd |
7,672 | 65 | ||||||
| 123,890 | ||||||||
Indonesia — 0.3% |
||||||||
Adaro Energy Indonesia Tbk PT |
9,792,428 | 1,227 | ||||||
Astra International Tbk PT |
102,500 | 28 | ||||||
Bank Rakyat Indonesia Persero Tbk PT |
50,437,500 | 10,339 | ||||||
Barito Pacific Tbk PT |
4,368 | – | ||||||
Bumi Resources Minerals Tbk PT * |
63,659,000 | 1,366 | ||||||
Chandra Asri Pacific Tbk PT |
3,598,200 | 1,454 | ||||||
Delta Dunia Makmur Tbk PT |
1,284,381 | 35 | ||||||
Elnusa Tbk PT |
3,901,400 | 90 | ||||||
Indofood Sukses Makmur Tbk PT |
369,500 | 159 | ||||||
Prima Andalan Mandiri Tbk PT |
154,579 | 46 | ||||||
TBS Energi Utama Tbk PT * |
2,820,700 | 57 | ||||||
Triputra Agro Persada PT |
2,698,127 | 131 | ||||||
United Tractors Tbk PT |
3,909,975 | 5,279 | ||||||
| 20,211 | ||||||||
Ireland — 2.3% |
||||||||
Accenture PLC, Cl A |
159,784 | 55,685 | ||||||
AerCap Holdings NV |
17,712 | 1,826 | ||||||
AIB Group PLC |
5,172,746 | 36,429 | ||||||
Aon PLC, Cl A |
109,273 | 44,706 | ||||||
Bank of Ireland Group PLC |
2,894,375 | 34,278 | ||||||
James Hardie Industries PLC * |
267,546 | 8,502 | ||||||
| 181,426 | ||||||||
Israel — 1.2% |
||||||||
Cellebrite DI Ltd * |
59,476 | 1,104 | ||||||
Check Point Software Technologies Ltd * |
274,567 | 60,476 | ||||||
CyberArk Software Ltd * |
23,100 | 8,405 | ||||||
Isracard Ltd |
18 | – | ||||||
Nova Ltd * |
8,094 | 1,936 | ||||||
Shufersal Ltd |
216,714 | 2,242 | ||||||
Teva Pharmaceutical Industries Ltd ADR * |
81,767 | 1,346 | ||||||
Wix.com Ltd * |
111,365 | 22,350 | ||||||
| 97,859 | ||||||||
Italy — 1.2% |
||||||||
A2A SpA |
1,713,447 | 3,910 | ||||||
Banca IFIS SpA |
30,308 | 687 | ||||||
Banca Mediolanum SpA |
380,715 | 5,407 | ||||||
Banca Popolare di Sondrio SPA |
351,263 | 3,990 | ||||||
BPER Banca SPA |
310,882 | 2,381 | ||||||
Brunello Cucinelli SpA |
19,432 | 2,536 | ||||||
Buzzi SpA |
31,007 | 1,403 | ||||||
Enel SpA |
4,279,926 | 31,422 | ||||||
Ferrari NV |
15,458 | 7,288 | ||||||
Intesa Sanpaolo SpA |
2,625,160 | 12,970 | ||||||
Leonardo SpA |
309,111 | 12,499 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Maire SpA |
296,970 | $ | 2,885 | |||||
PRADA SpA |
224,200 | 1,914 | ||||||
Reply SpA |
7,489 | 1,208 | ||||||
Tenaris SA |
75,506 | 1,431 | ||||||
UniCredit SpA |
128,444 | 6,793 | ||||||
| 98,724 | ||||||||
Japan — 10.3% |
||||||||
ABC-Mart Inc |
94,000 | 1,802 | ||||||
Ad-sol Nissin Corp |
1,900 | 27 | ||||||
Airtrip Corp |
3,500 | 24 | ||||||
Aisan Industry Co Ltd |
3,200 | 42 | ||||||
Alpha Systems Inc |
1,300 | 28 | ||||||
AlphaPolis Co Ltd * |
4,800 | 37 | ||||||
Amano Corp |
55,600 | 1,433 | ||||||
Anest Iwata Corp |
8,300 | 68 | ||||||
Anritsu Corp |
3,000 | 27 | ||||||
Asahi Group Holdings Ltd |
349,900 | 4,335 | ||||||
Asics Corp |
74,100 | 1,658 | ||||||
Astellas Pharma Inc |
396,500 | 3,853 | ||||||
Atrae Inc |
19,300 | 93 | ||||||
Avant Group Corp |
13,200 | 163 | ||||||
Awa Bank Ltd/The |
12,300 | 237 | ||||||
Axell Corp |
17,000 | 131 | ||||||
Axial Retailing Inc |
2,000 | 13 | ||||||
Bandai Namco Holdings Inc |
82,500 | 2,751 | ||||||
Bank of Iwate Ltd/The |
5,400 | 108 | ||||||
Bank of Saga Ltd/The |
1,800 | 27 | ||||||
Bic Camera Inc |
145,600 | 1,551 | ||||||
BIPROGY Inc |
96,000 | 2,753 | ||||||
Brother Industries Ltd |
1,666,189 | 32,145 | ||||||
Business Brain Showa-Ota Inc |
2,400 | 40 | ||||||
Business Engineering Corp |
4,100 | 102 | ||||||
Capcom Co Ltd |
244,220 | 6,054 | ||||||
Central Japan Railway Co |
246,800 | 4,852 | ||||||
Central Security Patrols Co Ltd |
7,934 | 147 | ||||||
COLOPL Inc |
137,300 | 432 | ||||||
Creek & River Co Ltd |
5,300 | 59 | ||||||
CTS Co Ltd |
4,400 | 23 | ||||||
Daihatsu Diesel Manufacturing Co Ltd |
13,500 | 158 | ||||||
Dai-ichi Life Holdings Inc |
210,700 | 6,241 | ||||||
Daiichi Sankyo Co Ltd |
140,200 | 3,224 | ||||||
Daikin Industries Ltd |
16,600 | 1,736 | ||||||
Dainichiseika Color & Chemicals Manufacturing Co Ltd |
1,500 | 31 | ||||||
Daito Trust Construction Co Ltd |
45,900 | 4,765 | ||||||
Daiwa Securities Group Inc |
703,600 | 4,954 | ||||||
Denso Corp |
91,800 | 1,189 | ||||||
Dentsu Group Inc |
1,454,793 | 30,168 | ||||||
Digital Arts Inc |
5,900 | 242 | ||||||
Digital Information Technologies Corp |
2,400 | 39 | ||||||
Doshisha Co Ltd |
1,200 | 17 | ||||||
East Japan Railway Co |
343,600 | 6,786 | ||||||
Ehime Bank Ltd/The |
6,800 | 51 | ||||||
98
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Eisai Co Ltd |
192,600 | $ | 5,533 | |||||
Elecom Co Ltd |
47,500 | 522 | ||||||
en Japan Inc |
17,000 | 191 | ||||||
ERI Holdings Co Ltd |
1,100 | 17 | ||||||
Fabrica Holdings Co Ltd |
2,600 | 49 | ||||||
FANUC Corp |
56,800 | 1,633 | ||||||
Fast Retailing Co Ltd |
34,000 | 10,366 | ||||||
Fujikura Ltd |
60,000 | 2,501 | ||||||
Fujimori Kogyo Co Ltd |
1,500 | 41 | ||||||
Fujitsu Ltd |
804,100 | 15,495 | ||||||
Fukui Computer Holdings Inc |
2,353 | 50 | ||||||
Fukuoka Financial Group Inc |
397,600 | 10,450 | ||||||
Fukushima Galilei Co Ltd |
5,600 | 101 | ||||||
Gakken Holdings Co Ltd |
18,400 | 121 | ||||||
GungHo Online Entertainment Inc |
123,100 | 2,519 | ||||||
Hisamitsu Pharmaceutical Co Inc |
1,900 | 53 | ||||||
Hitachi Ltd |
118,700 | 3,014 | ||||||
Hoya Corp |
216,200 | 25,357 | ||||||
Hyakujushi Bank Ltd/The |
10,700 | 236 | ||||||
Ichikoh Industries Ltd |
29,600 | 81 | ||||||
ISB Corp |
4,900 | 41 | ||||||
Japan Exchange Group Inc |
317,700 | 3,376 | ||||||
Japan Lifeline Co Ltd |
41,900 | 435 | ||||||
Japan Medical Dynamic Marketing Inc |
20,000 | 78 | ||||||
Japan Post Holdings Co Ltd |
123,500 | 1,317 | ||||||
Japan Post Insurance Co Ltd |
124,300 | 2,420 | ||||||
Japan Tobacco Inc |
384,400 | 9,587 | ||||||
JCR Pharmaceuticals Co Ltd |
13,400 | 45 | ||||||
JK Holdings Co Ltd |
3,500 | 23 | ||||||
Justsystems Corp |
7,500 | 184 | ||||||
Kamakura Shinsho Ltd |
6,700 | 21 | ||||||
Kandenko Co Ltd |
113,100 | 1,903 | ||||||
Kao Corp |
340,200 | 14,622 | ||||||
KAWADA TECHNOLOGIES Inc |
8,100 | 164 | ||||||
KDDI Corp |
188,300 | 6,134 | ||||||
Keio Corp |
88,600 | 2,278 | ||||||
Keyence Corp |
64,800 | 25,820 | ||||||
Kikkoman Corp |
138,400 | 1,341 | ||||||
Kimura Unity Co Ltd |
4,900 | 53 | ||||||
Kobe Bussan Co Ltd |
73,400 | 1,621 | ||||||
Koito Manufacturing Co Ltd |
2,208,696 | 27,981 | ||||||
Komatsu Ltd |
1,188,900 | 35,618 | ||||||
Konami Group Corp |
13,700 | 1,671 | ||||||
Kyodo Printing Co Ltd |
1,700 | 48 | ||||||
Kyowa Kirin Co Ltd |
31,700 | 449 | ||||||
Lasertec Corp |
130,900 | 11,841 | ||||||
LIFULL Co Ltd |
47,500 | 51 | ||||||
LITALICO Inc |
4,700 | 34 | ||||||
M3 Inc |
1,807,700 | 21,324 | ||||||
Makita Corp |
560,300 | 18,364 | ||||||
MarkLines Co Ltd |
3,400 | 54 | ||||||
Matching Service Japan Co Ltd |
10,500 | 70 | ||||||
Maxell Ltd |
16,300 | 204 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mazda Motor Corp |
916,600 | $ | 6,155 | |||||
Medical System Network Co Ltd, Cl A |
5,800 | 15 | ||||||
MINEBEA MITSUMI Inc |
1,153,700 | 17,806 | ||||||
Mitani Sangyo Co Ltd |
6,900 | 15 | ||||||
Mitsubishi Electric Corp |
21,400 | 332 | ||||||
Mitsubishi Heavy Industries Ltd |
93,200 | 1,250 | ||||||
Mitsubishi UFJ Financial Group Inc |
474,700 | 6,045 | ||||||
Mitsui Mining & Smelting Co Ltd |
38,900 | 1,111 | ||||||
MIXI Inc |
252,800 | 5,907 | ||||||
Mizuho Financial Group Inc |
11,700 | 328 | ||||||
Modec Inc |
45,500 | 1,232 | ||||||
Moriroku Holdings Co Ltd |
5,600 | 74 | ||||||
NEC Corp |
142,400 | 13,885 | ||||||
NEOJAPAN Inc |
12,800 | 136 | ||||||
Nexon Co Ltd |
93,500 | 1,264 | ||||||
Nice Corp |
2,600 | 26 | ||||||
Nihon Chouzai Co Ltd |
5,300 | 47 | ||||||
Nihon Denkei Co Ltd |
4,400 | 54 | ||||||
Nihon Trim Co Ltd |
2,800 | 69 | ||||||
Nintendo Co Ltd |
31,000 | 2,312 | ||||||
Nippon Shinyaku Co Ltd |
30,900 | 812 | ||||||
Nissan Tokyo Sales Holdings Co Ltd |
86,600 | 271 | ||||||
Nissei ASB Machine Co Ltd |
900 | 31 | ||||||
Nisso Holdings Co Ltd |
8,500 | 44 | ||||||
Niterra Co Ltd |
118,800 | 3,502 | ||||||
Nitto Kohki Co Ltd |
2,900 | 39 | ||||||
Nitto Seiko Co Ltd |
9,000 | 35 | ||||||
Nomura Holdings Inc |
45,400 | 295 | ||||||
Noritz Corp |
7,900 | 89 | ||||||
Obic Co Ltd |
253,100 | 7,265 | ||||||
Ogaki Kyoritsu Bank Ltd/The |
1,800 | 26 | ||||||
OIE Sangyo Co Ltd |
2,000 | 26 | ||||||
Okabe Co Ltd |
6,100 | 33 | ||||||
Okamura Corp |
1,418 | 18 | ||||||
Olympus Corp |
694,500 | 9,517 | ||||||
Ono Pharmaceutical Co Ltd |
169,200 | 1,823 | ||||||
Optim Corp * |
26,600 | 123 | ||||||
Optorun Co Ltd |
9,700 | 108 | ||||||
Oracle Corp Japan |
27,700 | 2,638 | ||||||
ORIX Corp |
31,900 | 662 | ||||||
Oro Co Ltd |
5,200 | 84 | ||||||
Otsuka Corp |
144,700 | 3,159 | ||||||
Otsuka Holdings Co Ltd |
55,600 | 2,723 | ||||||
PCA Corp |
2,600 | 32 | ||||||
PR Times Corp |
7,200 | 113 | ||||||
Pronexus Inc |
16,200 | 136 | ||||||
R&D Computer Co Ltd |
4,500 | 20 | ||||||
Rakuten Bank Ltd * |
44,400 | 1,672 | ||||||
Recruit Holdings Co Ltd |
990,900 | 59,005 | ||||||
Resona Holdings Inc |
3,580,000 | 27,981 | ||||||
Resonac Holdings Corp |
53,200 | 1,243 | ||||||
Ricoh Co Ltd |
153,100 | 1,662 | ||||||
Riken Technos Corp |
6,700 | 48 | ||||||
SEI Institutional Investments Trust
99
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Riken Vitamin Co Ltd |
1,400 | $ | 22 | |||||
Riso Kagaku Corp |
4,600 | 42 | ||||||
Sac's Bar Holdings Inc |
6,500 | 39 | ||||||
Sakai Heavy Industries Ltd |
2,000 | 30 | ||||||
Sanko Metal Industrial Co Ltd |
900 | 36 | ||||||
Santen Pharmaceutical Co Ltd |
73,600 | 684 | ||||||
Sanwa Holdings Corp |
197,200 | 6,435 | ||||||
Sato Holdings Corp |
4,400 | 61 | ||||||
SCREEN Holdings Co Ltd |
51,900 | 3,752 | ||||||
SCSK Corp |
103,200 | 2,576 | ||||||
Sekisui House Ltd |
76,100 | 1,719 | ||||||
SERAKU Co Ltd |
12,200 | 141 | ||||||
Seven & i Holdings Co Ltd |
361,300 | 5,149 | ||||||
Shimamura Co Ltd |
26,500 | 1,517 | ||||||
Shinnihonseiyaku Co Ltd |
2,600 | 38 | ||||||
Shionogi & Co Ltd |
52,900 | 792 | ||||||
Shofu Inc |
3,400 | 47 | ||||||
SMK Corp |
1,400 | 25 | ||||||
SMS Co Ltd |
1,478,300 | 11,384 | ||||||
Softcreate Holdings Corp |
2,900 | 40 | ||||||
Soken Chemical & Engineering Co Ltd |
500 | 11 | ||||||
Sony Group Corp |
205,700 | 5,140 | ||||||
Star Micronics Co Ltd |
6,200 | 81 | ||||||
Strike Co Ltd |
1,100 | 22 | ||||||
Sugi Holdings Co Ltd |
84,000 | 1,505 | ||||||
Sumitomo Corp |
245,900 | 5,516 | ||||||
Sumitomo Electric Industries Ltd |
115,200 | 2,028 | ||||||
Sumitomo Mitsui Financial Group Inc |
864,400 | 21,982 | ||||||
Sumitomo Mitsui Trust Holdings Inc |
9,600 | 246 | ||||||
Sumitomo Pharma Co Ltd * |
29,600 | 147 | ||||||
Sumitomo Riko Co Ltd |
2,400 | 26 | ||||||
Suntory Beverage & Food Ltd |
626,300 | 20,055 | ||||||
Suzuken Co Ltd/Aichi Japan |
59,600 | 1,890 | ||||||
Suzuki Motor Corp |
112,600 | 1,377 | ||||||
System Research Co Ltd |
3,200 | 35 | ||||||
System Support Inc |
2,300 | 31 | ||||||
Systena Corp |
44,900 | 102 | ||||||
T&D Holdings Inc |
137,900 | 2,899 | ||||||
Taiho Kogyo Co Ltd, Cl A |
5,300 | 22 | ||||||
Taiyo Yuden Co Ltd |
71,700 | 1,198 | ||||||
Takashimaya Co Ltd |
510,100 | 4,198 | ||||||
Takeda Pharmaceutical Co Ltd |
283,200 | 8,164 | ||||||
Tanabe Consulting Group Co Ltd |
3,100 | 27 | ||||||
TDK Corp |
2,556,600 | 27,330 | ||||||
TechMatrix Corp |
4,600 | 67 | ||||||
Teikoku Electric Manufacturing Co Ltd |
8,700 | 178 | ||||||
Temairazu Inc |
4,000 | 83 | ||||||
Terumo Corp |
302,700 | 5,399 | ||||||
TIS Inc |
192,100 | 5,338 | ||||||
Toei Animation Co Ltd |
819,900 | 18,021 | ||||||
Toho Co Ltd/Tokyo |
30,300 | 1,431 | ||||||
Tokio Marine Holdings Inc |
128,800 | 4,582 | ||||||
Tokyo Electron Ltd |
5,700 | 851 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Tokyo Tatemono Co Ltd |
79,900 | $ | 1,275 | |||||
Tokyu Fudosan Holdings Corp |
702,100 | 4,579 | ||||||
Toli Corp |
9,800 | 30 | ||||||
Toray Industries Inc |
1,137,800 | 7,574 | ||||||
Toshiba TEC Corp |
7,500 | 151 | ||||||
Towa Bank Ltd/The |
6,200 | 27 | ||||||
Toyo Engineering Corp |
25,300 | 117 | ||||||
Toyokumo Inc |
2,200 | 35 | ||||||
Toyota Motor Corp |
205,400 | 3,722 | ||||||
Toyota Tsusho Corp |
81,300 | 1,362 | ||||||
Trend Micro Inc/Japan |
170,100 | 12,502 | ||||||
Tsubakimoto Chain Co |
19,500 | 249 | ||||||
Unipres Corp |
8,600 | 60 | ||||||
USS Co Ltd |
134,500 | 1,229 | ||||||
Vital KSK Holdings Inc |
6,300 | 49 | ||||||
Wacom Co Ltd |
31,600 | 131 | ||||||
Waseda Academy Co Ltd |
3,800 | 51 | ||||||
WingArc1st Inc |
3,100 | 72 | ||||||
Wowow Inc |
2,300 | 15 | ||||||
Xebio Holdings Co Ltd |
11,100 | 90 | ||||||
YAMABIKO Corp |
2,000 | 33 | ||||||
Yamagata Bank Ltd/The |
4,000 | 37 | ||||||
Yamaha Corp |
4,202,259 | 31,020 | ||||||
Yamaichi Electronics Co Ltd |
3,900 | 54 | ||||||
Yokogawa Electric Corp |
10,000 | 192 | ||||||
Yokohama Rubber Co Ltd/The |
53,100 | 1,184 | ||||||
Yokowo Co Ltd |
26,400 | 255 | ||||||
Yossix Holdings Co Ltd |
11,900 | 225 | ||||||
Yushin Precision Equipment Co Ltd |
5,700 | 24 | ||||||
Yutaka Giken Co Ltd |
2,100 | 28 | ||||||
Zenrin Co Ltd |
4,100 | 27 | ||||||
ZIGExN Co Ltd |
54,700 | 155 | ||||||
| 816,481 | ||||||||
Kuwait — 0.0% |
||||||||
Boubyan Bank KSCP |
890,580 | 1,933 | ||||||
Luxembourg — 1.0% |
||||||||
ArcelorMittal SA |
1,365,437 | 39,094 | ||||||
Spotify Technology SA * |
64,941 | 39,485 | ||||||
| 78,579 | ||||||||
Macao — 0.7% |
||||||||
Galaxy Entertainment Group Ltd |
5,268,000 | 21,668 | ||||||
Sands China Ltd * |
14,342,178 | 32,880 | ||||||
| 54,548 | ||||||||
Malaysia — 0.1% |
||||||||
AMMB Holdings Bhd |
1,239,600 | 1,602 | ||||||
CIMB Group Holdings Bhd |
1,317,100 | 2,313 | ||||||
Hong Leong Bank Bhd |
213,500 | 1,026 | ||||||
Hong Leong Financial Group Bhd |
32,300 | 133 | ||||||
Jaya Tiasa Holdings BHD |
87,300 | 25 | ||||||
Pantech Group Holdings Bhd |
216,400 | 41 | ||||||
Petronas Dagangan Bhd |
8,700 | 37 | ||||||
Public Bank Bhd |
833,900 | 848 | ||||||
100
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
RHB Bank Bhd |
293,600 | $ | 455 | |||||
Sunway Bhd |
1,516,900 | 1,570 | ||||||
Wasco Bhd * |
116,600 | 27 | ||||||
Wellcall Holdings Bhd |
37,400 | 13 | ||||||
| 8,090 | ||||||||
Mexico — 0.1% |
||||||||
Arca Continental SAB de CV |
52,400 | 542 | ||||||
Grupo Aeroportuario del Sureste SAB de CV, Cl B |
46,540 | 1,254 | ||||||
Industrias Penoles SAB de CV |
80,300 | 1,237 | ||||||
Southern Copper Corp |
34,949 | 3,108 | ||||||
| 6,141 | ||||||||
Netherlands — 4.4% |
||||||||
ABN AMRO Bank NV |
90,540 | 1,721 | ||||||
Adyen NV * |
11,386 | 20,837 | ||||||
Arcadis NV |
23,300 | 1,159 | ||||||
Argenx SE ADR * |
4,375 | 2,733 | ||||||
ASML Holding NV |
63,796 | 45,492 | ||||||
ASML Holding NV, Cl G |
8,651 | 6,134 | ||||||
Euronext NV |
7,344 | 930 | ||||||
Heineken NV |
22,077 | 1,870 | ||||||
IMCD NV |
145,407 | 21,634 | ||||||
ING Groep NV |
1,998,989 | 35,678 | ||||||
Koninklijke Ahold Delhaize NV |
728,402 | 25,734 | ||||||
Koninklijke KPN NV |
2,294,530 | 8,782 | ||||||
Koninklijke Philips NV * |
549,561 | 14,341 | ||||||
Koninklijke Vopak NV |
40,543 | 1,717 | ||||||
NN Group NV |
8,839 | 449 | ||||||
Randstad NV |
646,491 | 26,173 | ||||||
SBM Offshore NV |
100,408 | 2,119 | ||||||
Signify NV |
1,458,122 | 31,129 | ||||||
Stellantis NV |
700,397 | 9,037 | ||||||
Universal Music Group NV |
892,417 | 24,894 | ||||||
Wolters Kluwer NV |
410,142 | 63,236 | ||||||
| 345,799 | ||||||||
New Zealand — 0.0% |
||||||||
Fisher & Paykel Healthcare Corp Ltd |
133,962 | 2,565 | ||||||
Xero Ltd * |
10,625 | 1,142 | ||||||
| 3,707 | ||||||||
Norway — 0.7% |
||||||||
DNB Bank ASA |
190,184 | 4,396 | ||||||
Equinor ASA |
1,108,903 | 25,798 | ||||||
Gjensidige Forsikring ASA |
882,113 | 18,107 | ||||||
Kongsberg Gruppen ASA |
41,781 | 5,092 | ||||||
Norsk Hydro ASA |
210,355 | 1,245 | ||||||
Telenor ASA |
78,039 | 1,012 | ||||||
| 55,650 | ||||||||
Peru — 0.0% |
||||||||
Credicorp Ltd |
2,607 | 477 | ||||||
Intercorp Financial Services Inc |
6,356 | 204 | ||||||
| 681 | ||||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Philippines — 0.0% |
||||||||
International Container Terminal Services Inc |
406,130 | $ | 2,450 | |||||
Poland — 0.2% |
||||||||
11 bit studios SA * |
81 | 4 | ||||||
Alior Bank SA |
59,597 | 1,420 | ||||||
Bank Polska Kasa Opieki SA |
26,479 | 1,134 | ||||||
CCC SA * |
26,188 | 1,242 | ||||||
CD Projekt SA |
15,491 | 864 | ||||||
InPost SA * |
63,984 | 1,110 | ||||||
Lubelski Wegiel Bogdanka SA |
8,005 | 46 | ||||||
ORLEN SA |
90,032 | 1,423 | ||||||
Powszechny Zaklad Ubezpieczen SA |
682,914 | 9,247 | ||||||
Rainbow Tours SA |
4,051 | 128 | ||||||
| 16,618 | ||||||||
Portugal — 0.1% |
||||||||
Banco Comercial Portugues SA, Cl R |
2,347,109 | 1,312 | ||||||
Galp Energia SGPS SA, Cl B |
156,877 | 2,593 | ||||||
| 3,905 | ||||||||
Qatar — 0.0% |
||||||||
Gulf International Services QSC |
165,335 | 150 | ||||||
Ooredoo QPSC |
654,105 | 2,235 | ||||||
Qatar Insurance Co SAQ |
233,109 | 127 | ||||||
| 2,512 | ||||||||
Saudi Arabia — 0.5% |
||||||||
Arab National Bank |
629,648 | 3,631 | ||||||
Arabian Internet & Communications Services Co |
15,944 | 1,358 | ||||||
Astra Industrial Group |
50,401 | 2,467 | ||||||
Elm Co |
9,626 | 2,731 | ||||||
Etihad Etisalat Co |
888,228 | 14,684 | ||||||
Mobile Telecommunications Co Saudi Arabia |
171,049 | 495 | ||||||
Riyad Bank |
319,719 | 2,513 | ||||||
Saudi Chemical Co Holding |
752,657 | 1,857 | ||||||
Saudi Electricity Co |
156,343 | 693 | ||||||
Saudi Telecom Co |
472,659 | 5,703 | ||||||
Zamil Industrial Investment Co * |
20,901 | 192 | ||||||
| 36,324 | ||||||||
Singapore — 1.0% |
||||||||
CapitaLand Integrated Commercial Trust ‡ |
780,500 | 1,143 | ||||||
DBS Group Holdings Ltd |
364,240 | 12,464 | ||||||
Genting Singapore Ltd |
498,800 | 271 | ||||||
Grab Holdings Ltd, Cl A * |
939,433 | 4,556 | ||||||
Hafnia Ltd |
120,684 | 519 | ||||||
Keppel DC REIT ‡ |
1,808,400 | 2,784 | ||||||
Oversea-Chinese Banking Corp Ltd |
1,118,900 | 14,315 | ||||||
SATS Ltd |
634,900 | 1,434 | ||||||
Sea Ltd ADR * |
202,650 | 25,791 | ||||||
Singapore Airlines Ltd |
284,000 | 1,434 | ||||||
Singapore Exchange Ltd |
911,600 | 9,116 | ||||||
SEI Institutional Investments Trust
101
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
STMicroelectronics NV, Cl Y |
303,809 | $ | 7,501 | |||||
| 81,328 | ||||||||
South Africa — 0.4% |
||||||||
ArcelorMittal South Africa Ltd * |
6,024 | – | ||||||
Capitec Bank Holdings Ltd |
8,187 | 1,355 | ||||||
Clicks Group Ltd |
1,475,466 | 27,374 | ||||||
Old Mutual Ltd |
3,464,964 | 2,362 | ||||||
Sanlam Ltd |
484,107 | 2,246 | ||||||
| 33,337 | ||||||||
South Korea — 3.6% |
||||||||
Alteogen Inc * |
5,039 | 1,343 | ||||||
BNK Financial Group Inc |
875,082 | 6,686 | ||||||
Daeduck Co Ltd |
8,141 | 39 | ||||||
DGB Financial Group Inc |
41,545 | 264 | ||||||
Doosan Bobcat Inc |
950,000 | 30,621 | ||||||
Fila Holdings Corp |
1,003,953 | 25,735 | ||||||
Hana Financial Group Inc |
313,955 | 12,803 | ||||||
HD Hyundai Electric Co Ltd |
6,264 | 1,417 | ||||||
HD Hyundai Heavy Industries Co Ltd |
16,703 | 3,378 | ||||||
Hugel Inc * |
6,803 | 1,479 | ||||||
KB Financial Group Inc |
169,456 | 9,091 | ||||||
Kia Corp |
27,787 | 1,777 | ||||||
Korea Airport Service Co Ltd * |
762 | 27 | ||||||
KT&G Corp |
411,143 | 27,615 | ||||||
LG Corp * |
516,319 | 23,543 | ||||||
LG Electronics Inc |
102,716 | 5,562 | ||||||
LG H&H Co Ltd * |
142,116 | 31,042 | ||||||
LigaChem Biosciences Inc * |
15,985 | 1,210 | ||||||
Meritz Financial Group Inc |
20,680 | 1,715 | ||||||
Mgame Corp |
3,992 | 14 | ||||||
Multicampus Co Ltd |
1,193 | 26 | ||||||
NAVER Corp |
24,546 | 3,487 | ||||||
NCSoft Corp * |
939 | 109 | ||||||
NEPES Corp * |
4,981 | 26 | ||||||
Samsung Biologics Co Ltd * |
1,653 | 1,266 | ||||||
Samsung Electronics Co Ltd |
1,772,485 | 66,327 | ||||||
Samyang Foods Co Ltd |
2,038 | 1,201 | ||||||
Shinhan Financial Group Co Ltd |
538,384 | 17,029 | ||||||
SK Biopharmaceuticals Co Ltd * |
15,915 | 1,250 | ||||||
SK Hynix Inc |
32,778 | 4,350 | ||||||
Woori Financial Group Inc |
183,363 | 2,080 | ||||||
| 282,512 | ||||||||
Spain — 1.9% |
||||||||
ACS Actividades de Construccion y Servicios SA |
29,031 | 1,554 | ||||||
Aena SME SA |
31,317 | 6,951 | ||||||
Amadeus IT Group SA, Cl A |
293,313 | 22,206 | ||||||
Banco Bilbao Vizcaya Argentaria SA |
1,628,202 | 21,639 | ||||||
CaixaBank SA |
5,882,137 | 40,698 | ||||||
Iberdrola SA |
497,961 | 7,209 | ||||||
Industria de Diseno Textil SA |
942,570 | 50,780 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Inmobiliaria Colonial Socimi SA ‡ |
216,178 | $ | 1,273 | |||||
| 152,310 | ||||||||
Sweden — 2.0% |
||||||||
AAK AB |
88,162 | 2,472 | ||||||
AddTech AB, Cl B |
41,186 | 1,245 | ||||||
Alfa Laval AB |
34,305 | 1,487 | ||||||
Assa Abloy AB, Cl B |
1,053,544 | 32,421 | ||||||
Billerud Aktiebolag |
115,962 | 1,294 | ||||||
Essity AB, Cl B |
61,677 | 1,702 | ||||||
Fastighets AB Balder, Cl B * |
307,701 | 2,189 | ||||||
Getinge AB, Cl B |
181,007 | 3,589 | ||||||
H & M Hennes & Mauritz AB, Cl B |
481,932 | 6,481 | ||||||
Hexagon AB, Cl B |
2,560,003 | 29,609 | ||||||
Husqvarna AB, Cl B |
91,996 | 474 | ||||||
Mycronic AB |
3,748 | 159 | ||||||
Sandvik AB |
73,063 | 1,594 | ||||||
Securitas AB, Cl B |
1,639,542 | 23,773 | ||||||
Skandinaviska Enskilda Banken AB, Cl A |
722,544 | 11,646 | ||||||
Skanska AB, Cl B |
146,136 | 3,478 | ||||||
Svenska Handelsbanken AB, Cl A |
7,682 | 97 | ||||||
Swedish Orphan Biovitrum AB * |
40,025 | 1,180 | ||||||
Telefonaktiebolaget LM Ericsson ADR |
3,567,927 | 29,400 | ||||||
Volvo AB, Cl B |
43,576 | 1,357 | ||||||
Volvo Car AB, Cl B * |
309,434 | 656 | ||||||
| 156,303 | ||||||||
Switzerland — 5.9% |
||||||||
ABB Ltd |
696,403 | 37,568 | ||||||
Accelleron Industries AG |
56,654 | 2,700 | ||||||
Belimo Holding AG |
4,716 | 3,196 | ||||||
Cie Financiere Richemont SA, Cl A |
33,412 | 6,852 | ||||||
dormakaba Holding AG |
1,876 | 1,363 | ||||||
DSM-Firmenich AG |
27,656 | 2,971 | ||||||
Geberit AG |
1,990 | 1,171 | ||||||
Givaudan SA |
3,305 | 14,906 | ||||||
Julius Baer Group Ltd |
434,974 | 29,377 | ||||||
Logitech International SA |
364,381 | 36,135 | ||||||
Nestle SA |
206,263 | 19,927 | ||||||
On Holding AG, Cl A * |
213,614 | 10,356 | ||||||
Partners Group Holding AG |
30,065 | 44,554 | ||||||
Roche Holding AG |
433,637 | 144,526 | ||||||
Schindler Holding AG |
59,915 | 18,409 | ||||||
Sportradar Group AG, Cl A * |
68,848 | 1,488 | ||||||
Swatch Group AG/The |
162,545 | 31,679 | ||||||
Swissquote Group Holding SA |
7,145 | 2,930 | ||||||
UBS Group AG |
1,165,515 | 40,416 | ||||||
VAT Group AG |
49,080 | 18,590 | ||||||
Zehnder Group AG |
2,587 | 155 | ||||||
| 469,269 | ||||||||
Taiwan — 4.2% |
||||||||
Acter Group Corp Ltd |
122,000 | 1,557 | ||||||
Anpec Electronics Corp |
24,000 | 127 | ||||||
Arcadyan Technology Corp |
375,000 | 2,133 | ||||||
102
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Asia Optical Co Inc |
251,000 | $ | 1,518 | |||||
ASROCK Inc |
240,634 | 1,809 | ||||||
Asustek Computer Inc |
1,480,000 | 30,291 | ||||||
Bizlink Holding Inc |
72,000 | 1,273 | ||||||
China Airlines Ltd |
4,022,000 | 2,882 | ||||||
Compal Electronics Inc |
3,865,000 | 4,518 | ||||||
Cyberlink Corp |
55,000 | 214 | ||||||
CyberPower Systems Inc |
700 | 7 | ||||||
Elite Advanced Laser Corp * |
213,000 | 1,734 | ||||||
eMemory Technology Inc |
14,000 | 1,225 | ||||||
Ennoconn Corp |
89,000 | 844 | ||||||
Eva Airways Corp |
2,146,000 | 2,786 | ||||||
Evergreen Marine Corp Taiwan Ltd |
2,080,800 | 13,510 | ||||||
Far Eastern New Century Corp |
2,664,000 | 2,587 | ||||||
FIT Hon Teng Ltd * |
457,000 | 182 | ||||||
FocalTech Systems Co Ltd |
46,000 | 111 | ||||||
General Interface Solution Holding Ltd * |
341,184 | 570 | ||||||
General Plastic Industrial Co Ltd |
29,000 | 32 | ||||||
Genesys Logic Inc |
76,000 | 378 | ||||||
Global Unichip Corp |
22,000 | 872 | ||||||
Himax Technologies Inc ADR |
426,760 | 4,302 | ||||||
IBF Financial Holdings Co Ltd |
5,094,141 | 2,222 | ||||||
International Games System Co Ltd |
460,000 | 13,564 | ||||||
ITE Technology Inc |
69,783 | 328 | ||||||
Keystone Microtech Corp |
6,000 | 76 | ||||||
KGI Financial Holding Co Ltd |
4,185,000 | 2,304 | ||||||
King Slide Works Co Ltd |
9,000 | 532 | ||||||
Lanner Electronics Inc |
480 | 2 | ||||||
Lotes Co Ltd |
295,000 | 14,548 | ||||||
MediaTek Inc |
711,146 | 31,809 | ||||||
Mitac Holdings Corp |
673,000 | 1,417 | ||||||
MPI Corp |
89,000 | 2,076 | ||||||
Nanya Technology Corp * |
142,000 | 164 | ||||||
Novatek Microelectronics Corp |
788,311 | 12,905 | ||||||
Nuvoton Technology Corp |
62,000 | 173 | ||||||
Parade Technologies Ltd |
38,000 | 779 | ||||||
Pegatron Corp |
367,000 | 1,048 | ||||||
Pixart Imaging Inc |
86,000 | 700 | ||||||
Pou Chen Corp |
4,686,000 | 5,436 | ||||||
Radiant Opto-Electronics Corp |
285,000 | 1,708 | ||||||
Realtek Semiconductor Corp |
1,113,000 | 18,364 | ||||||
San Fang Chemical Industry Co Ltd |
43,000 | 66 | ||||||
Silicon Motion Technology Corp ADR |
16,889 | 947 | ||||||
Simplo Technology Co Ltd |
77,000 | 873 | ||||||
Sitronix Technology Corp |
65,000 | 427 | ||||||
Solteam Inc |
40,000 | 81 | ||||||
Sunrex Technology Corp |
123,000 | 258 | ||||||
Taishin Financial Holding Co Ltd |
2,271,000 | 1,198 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd |
2,865,000 | 87,385 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
250,277 | 45,183 | ||||||
Uni-President Enterprises Corp |
593,000 | 1,460 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
VIA Labs Inc |
12,000 | $ | 47 | |||||
Via Technologies Inc |
376,000 | 1,031 | ||||||
Wan Hai Lines Ltd |
367,000 | 926 | ||||||
Weblink International Inc |
41,000 | 75 | ||||||
Winbond Electronics Corp * |
1,851,000 | 1,041 | ||||||
Wowprime Corp |
17,000 | 121 | ||||||
Yang Ming Marine Transport Corp |
1,063,000 | 2,332 | ||||||
Yield Microelectronics Corp |
53,146 | 161 | ||||||
Youngtek Electronics Corp |
24,000 | 45 | ||||||
Zhen Ding Technology Holding Ltd |
47,000 | 165 | ||||||
| 329,439 | ||||||||
Thailand — 0.6% |
||||||||
Advanced Info Service PCL |
447,700 | 3,620 | ||||||
Bangkok Bank PCL NVDR |
4,271,700 | 18,966 | ||||||
Charoen Pokphand Foods PCL NVDR |
1,655,800 | 1,184 | ||||||
Intouch Holdings PCL NVDR |
1,466,900 | 3,403 | ||||||
Krung Thai Bank PCL NVDR |
6,984,300 | 4,605 | ||||||
PTT Exploration & Production PCL NVDR |
1,686,800 | 5,391 | ||||||
SCB X PCL |
2,953,000 | 10,557 | ||||||
Somboon Advance Technology PCL NVDR |
77,900 | 28 | ||||||
TMBThanachart Bank PCL NVDR |
3,823,200 | 215 | ||||||
| 47,969 | ||||||||
Turkey — 0.0% |
||||||||
Agesa Hayat ve Emeklilik AS |
15,215 | 59 | ||||||
Akbank TAS |
706,961 | 1,308 | ||||||
| 1,367 | ||||||||
United Arab Emirates — 0.7% |
||||||||
Abu Dhabi Commercial Bank PJSC |
338,864 | 1,056 | ||||||
Abu Dhabi Islamic Bank PJSC |
464,044 | 2,148 | ||||||
ADNOC Drilling Co PJSC |
3,761,029 | 5,622 | ||||||
Adnoc Gas PLC |
715,844 | 657 | ||||||
ADNOC Logistics & Services |
102,592 | 140 | ||||||
Aldar Properties PJSC |
286,743 | 698 | ||||||
Dubai Islamic Bank PJSC |
302,291 | 637 | ||||||
Emaar Development PJSC |
900,618 | 3,169 | ||||||
Emaar Properties PJSC |
8,012,006 | 29,596 | ||||||
Emirates Integrated Telecommunications Co PJSC |
47,543 | 104 | ||||||
Emirates NBD Bank PJSC |
1,082,090 | 6,508 | ||||||
Emirates Telecommunications Group Co PJSC |
46,331 | 210 | ||||||
Salik Co PJSC |
1,802,825 | 2,481 | ||||||
Sharjah Islamic Bank |
64,842 | 49 | ||||||
| 53,075 | ||||||||
United Kingdom — 12.0% |
||||||||
Anglo American PLC |
1,118,690 | 33,005 | ||||||
Anglogold Ashanti Plc |
44,130 | 1,301 | ||||||
Barclays PLC |
5,866,069 | 23,178 | ||||||
Barclays PLC ADR |
1,974,261 | 31,272 | ||||||
BP PLC |
5,736,872 | 31,598 | ||||||
Breedon Group PLC |
38,135 | 213 | ||||||
British American Tobacco PLC |
908,338 | 35,293 | ||||||
SEI Institutional Investments Trust
103
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Burberry Group PLC |
3,560,774 | $ | 49,030 | |||||
Centrica PLC |
7,519,879 | 14,206 | ||||||
Diageo PLC |
1,579,942 | 43,301 | ||||||
Diploma PLC |
366,299 | 20,898 | ||||||
Dr Martens PLC |
156,032 | 129 | ||||||
Experian PLC |
903,171 | 43,067 | ||||||
FDM Group Holdings PLC |
9,669 | 27 | ||||||
Ferrexpo PLC * |
715,581 | 675 | ||||||
Gamma Communications PLC |
430 | 7 | ||||||
Halma PLC |
1,034,923 | 36,729 | ||||||
HSBC Holdings PLC |
3,105,967 | 36,872 | ||||||
Imperial Brands PLC |
1,018,295 | 35,868 | ||||||
InterContinental Hotels Group PLC |
202,729 | 25,423 | ||||||
International Consolidated Airlines Group SA |
1,856,210 | 8,207 | ||||||
Intertek Group PLC |
229,626 | 14,918 | ||||||
Investec PLC |
773,765 | 5,027 | ||||||
ITV PLC |
36,282,459 | 32,559 | ||||||
J Sainsbury PLC |
9,217,623 | 30,088 | ||||||
JD Sports Fashion PLC |
28,591,852 | 28,275 | ||||||
London Stock Exchange Group PLC |
313,945 | 46,990 | ||||||
Morgan Sindall Group PLC |
293 | 12 | ||||||
NatWest Group PLC |
5,576,502 | 33,827 | ||||||
Ninety One PLC |
138,672 | 247 | ||||||
Reckitt Benckiser Group PLC |
1,273,824 | 84,395 | ||||||
RELX PLC |
873,090 | 42,267 | ||||||
Sage Group PLC/The |
209,507 | 3,362 | ||||||
Shell PLC |
841,298 | 28,307 | ||||||
Smith & Nephew PLC |
1,180,081 | 17,146 | ||||||
Smiths News PLC |
201 | – | ||||||
Standard Chartered PLC |
709,015 | 11,427 | ||||||
Subsea 7 SA |
42,132 | 651 | ||||||
Tesco PLC |
3,425,879 | 16,443 | ||||||
Travis Perkins PLC |
759,790 | 6,266 | ||||||
Unilever PLC |
926,870 | 52,594 | ||||||
WPP PLC |
3,389,535 | 27,523 | ||||||
| 952,623 | ||||||||
United States — 1.4% |
||||||||
Envista Holdings Corp * |
1,960,098 | 39,163 | ||||||
Harley-Davidson Inc |
1,073,606 | 27,656 | ||||||
Novartis AG |
146,934 | 16,002 | ||||||
Western Union Co/The |
2,773,459 | 30,036 | ||||||
| 112,857 | ||||||||
Vietnam — 0.2% |
||||||||
Vietnam Dairy Products JSC |
5,341,600 | 13,010 | ||||||
Total Common Stock |
||||||||
(Cost $6,364,877) ($ Thousands) |
7,554,208 | |||||||
Description |
Shares |
Market Value |
||||||
PREFERRED STOCK — 1.7% |
||||||||
Brazil — 0.5% |
||||||||
Cia Energetica de Minas Gerais (B) |
8,779,490 | $ | 16,591 | |||||
Itau Unibanco Holding SA (B) |
2,512,900 | 13,784 | ||||||
Metalurgica Gerdau SA (B) |
345,300 | 537 | ||||||
Petroleo Brasileiro SA (B) |
953,800 | 5,861 | ||||||
Schulz SA (B) |
31,000 | 30 | ||||||
| 36,803 | ||||||||
Germany — 1.2% |
||||||||
Henkel AG & Co KGaA (B) |
535,512 | 46,317 | ||||||
Sartorius AG (B) |
67,184 | 16,879 | ||||||
Volkswagen AG (B) |
330,000 | 35,666 | ||||||
| 98,862 | ||||||||
Total Preferred Stock |
||||||||
(Cost $138,240) ($ Thousands) |
135,665 | |||||||
| Number of Rights |
||||||||
RIGHTS — 0.0% |
||||||||
Malaysia — 0.0% |
||||||||
Pantech Group Holdings Bhd *‡‡ |
8,656 | – | ||||||
Taiwan — 0.0% |
||||||||
Mitac Holdings Corp *‡‡ |
15,618 | – | ||||||
Total Rights |
||||||||
(Cost $—) ($ Thousands) |
– | |||||||
|
||||||||
CASH EQUIVALENT — 0.9% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
72,011,957 | 72,012 | ||||||
Total Cash Equivalent |
||||||||
(Cost $72,012) ($ Thousands) |
72,012 | |||||||
Total Investments in Securities — 98.0% |
||||||||
(Cost $6,575,129) ($ Thousands) |
$ | 7,761,885 | ||||||
104
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Euro STOXX 50 |
286 | Mar-2025 | $ | 14,774 | $ | 16,228 | $ | 1,383 | ||||||||||||
FTSE 100 Index |
100 | Mar-2025 | 10,281 | 11,068 | 649 | |||||||||||||||
Hang Seng Index |
57 | Mar-2025 | 8,355 | 8,417 | 64 | |||||||||||||||
S&P TSX 60 Index |
29 | Mar-2025 | 6,076 | 6,165 | 107 | |||||||||||||||
SPI 200 Index |
88 | Mar-2025 | 11,372 | 11,125 | (188 | ) | ||||||||||||||
TOPIX Index |
94 | Mar-2025 | 16,567 | 16,693 | (407 | ) | ||||||||||||||
| $ | 67,425 | $ | 69,696 | $ | 1,608 | |||||||||||||||
A list of the open OTC Swap agreement held by the Fund at February 28, 2025, is as follows:
Total Return Swap |
||||||||||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional |
Value |
Upfront Payments/ |
Net Unrealized |
||||||||||||||||||||||||||||||
Morgan Stanley |
Custom Basket of International Equity Securities |
CUSTOM FINANCING | BASKET RETURN | Annually | 12/31/2049 | USD | 8,128 | $ | 15,009 | $ | – | $ | 15,009 | |||||||||||||||||||||||||||
| $ | 15,009 | $ | – | $ | 15,009 | |||||||||||||||||||||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 28, 2025:
International Custom Basket of Long Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 236,006 | NOVARTIS AG |
$ | 23,271 | $ | 2,035 | 286.3 | % | |||||||||
| 242,800 | ITOCHU CORP |
12,090 | (1,520 | ) | 148.7 | |||||||||||
| 226,414 | RELX PLC |
11,004 | (177 | ) | 135.4 | |||||||||||
| 269,470 | BUREAU VERITAS |
8,375 | (305 | ) | 103.0 | |||||||||||
| 58,651 | LOBLAW COS LTD |
8,032 | (400 | ) | 98.8 | |||||||||||
| 482,701 | ENGIE SA |
7,577 | 1,038 | 93.2 | ||||||||||||
| 26,453 | SCHNEIDER SA |
6,929 | (544 | ) | 85.2 | |||||||||||
| 98,358 | DANONE |
6,716 | 267 | 82.6 | ||||||||||||
| 104,042 | UNILEVER PLC |
6,177 | (312 | ) | 76.0 | |||||||||||
| 1,189,545 | NATWEST GROUP PLC |
6,132 | 977 | 75.4 | ||||||||||||
| 188,985 | UBS GROUP AG |
6,006 | 403 | 73.9 | ||||||||||||
| 135,300 | CHUGAI PHARMACEUTICAL CO LTD |
5,767 | 914 | 71.0 | ||||||||||||
| 90,920 | BNP PARIBAS |
5,619 | 1,241 | 69.1 | ||||||||||||
| 570,500 | JAPAN POST HOLDINGS CO LTD |
5,617 | 366 | 69.1 | ||||||||||||
| 752,891 | ENEL SPA |
5,552 | 61 | 68.3 | ||||||||||||
| 45,456 | EURONEXT NV |
5,206 | 470 | 64.0 | ||||||||||||
| 227,161 | EQUINOR ASA |
5,169 | 113 | 63.6 | ||||||||||||
| 41,020 | NEXT PLC |
5,130 | (4 | ) | 63.1 | |||||||||||
| 510,952 | HSBC HOLDINGS PLC |
4,938 | 1,018 | 60.7 | ||||||||||||
| 941,258 | MARKS & SPENCER GROUP PLC |
4,749 | (593 | ) | 58.4 | |||||||||||
| 44,037 | PUBLICIS |
4,719 | (385 | ) | 58.1 | |||||||||||
| 635,607 | ROLLS-ROYCE HOLDINGS PLC |
4,709 | 1,246 | 57.9 | ||||||||||||
| 945,591 | TESCO PLC |
4,477 | 4 | 55.1 | ||||||||||||
| 94,864 | 3I GROUP PLC |
4,451 | 230 | 54.8 | ||||||||||||
| 504,000 | CLP HOLDINGS |
4,190 | (56 | ) | 51.6 | |||||||||||
| 289,795 | CREDIT AGRICOLE |
4,007 | 777 | 49.3 | ||||||||||||
| 119,156 | HALMA PLC |
3,918 | 258 | 48.2 | ||||||||||||
| 97,900 | HKEX |
3,787 | 588 | 46.6 | ||||||||||||
| 136,357 | AMER SPORTS INC |
3,770 | 268 | 46.4 | ||||||||||||
SEI Institutional Investments Trust
105
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 7,902,000 | PICC GROUP |
$ | 3,750 | $ | 166 | 46.1 | % | |||||||||
| 127,000 | NS SOLUTIONS CORP |
3,420 | (156 | ) | 42.1 | |||||||||||
| 1,353 | HERMES INTL |
3,417 | 419 | 42.0 | ||||||||||||
| 4,853,880 | LLOYDS BANKING GROUP PLC |
3,411 | 1,014 | 42.0 | ||||||||||||
| 24,570 | GTT |
3,361 | 361 | 41.4 | ||||||||||||
| 52,600 | ADVANTEST CORP |
3,274 | (467 | ) | 40.3 | |||||||||||
| 154,175 | DNB ASA |
3,171 | 348 | 39.0 | ||||||||||||
| 33,953 | SANOFI |
3,169 | 484 | 39.0 | ||||||||||||
| 96,114 | IMPERIAL BRANDS PLC |
3,168 | 248 | 39.0 | ||||||||||||
| 913,569 | BARCLAYS PLC |
3,134 | 478 | 38.6 | ||||||||||||
| 227,000 | TDK CORP |
2,984 | (626 | ) | 36.7 | |||||||||||
| 18,119 | GAMES WORKSHOP GROUP PLC |
2,952 | 326 | 36.3 | ||||||||||||
| 42,556 | AMUNDI SA |
2,880 | 136 | 35.4 | ||||||||||||
| 765,293 | INTL CONSOLIDATED AIRLINE |
2,876 | 483 | 35.4 | ||||||||||||
| 433,100 | TORAY INDUSTRIES INC |
2,854 | (21 | ) | 35.1 | |||||||||||
| 30,364 | COMPAGNIE DE SAINT GOBAIN |
2,819 | 206 | 34.7 | ||||||||||||
| 4,411 | ZURICH INSURANCE GROUP AG |
2,732 | 142 | 33.6 | ||||||||||||
| 12,050 | SAFRAN SA |
2,664 | 454 | 32.8 | ||||||||||||
| 73,922 | COCA-COLA HBC AG |
2,600 | 500 | 32.0 | ||||||||||||
| 206,501 | STANDARD CHARTERED PLC |
2,598 | 675 | 32.0 | ||||||||||||
| 1,278,000 | CHINA LIFE |
2,403 | 60 | 29.6 | ||||||||||||
| 74,590 | BOLIDEN |
2,212 | 377 | 27.2 | ||||||||||||
| 100,400 | SONY GROUP CORP |
2,164 | 305 | 26.6 | ||||||||||||
| 125,447 | SAGE GROUP PLC/THE |
2,078 | (90 | ) | 25.6 | |||||||||||
| 51,963 | DASSAULT SYSTEMES |
2,053 | (8 | ) | 25.3 | |||||||||||
| 433,410 | HALEON PLC |
2,024 | 143 | 24.9 | ||||||||||||
| 85,400 | CARNIVAL ADR |
2,011 | (185 | ) | 24.7 | |||||||||||
| 8,216 | ESSILORLUXOTTICA |
1,994 | 444 | 24.5 | ||||||||||||
| 49,298 | LA FRAN DJ |
1,933 | (68 | ) | 23.8 | |||||||||||
| 30,254 | CRANSWICK PLC |
1,914 | (69 | ) | 23.5 | |||||||||||
| 50,218 | JD.COM INC |
1,844 | 241 | 22.7 | ||||||||||||
| 306,387 | BALFOUR BEATTY PLC |
1,774 | - | 21.8 | ||||||||||||
| 71,963 | ANGLOGOLD ASHANTI PLC |
1,767 | 336 | 21.7 | ||||||||||||
| 383,442 | INTERNATIONAL DISTRIBUTION |
1,761 | (17 | ) | 21.7 | |||||||||||
| 34,427 | MORGAN SINDALL GROUP PLC |
1,675 | (249 | ) | 20.6 | |||||||||||
| 74,907 | SMITHS GROUP PLC |
1,662 | 221 | 20.4 | ||||||||||||
| 18,073 | LEG IMMOBILIEN SE |
1,492 | 3 | 18.4 | ||||||||||||
| 755,386 | QUILTER PLC |
1,490 | (63 | ) | 18.3 | |||||||||||
| 229,372 | BOLLORE SE |
1,386 | (12 | ) | 17.0 | |||||||||||
| 55,596 | CDN UTILITIES |
1,383 | (64 | ) | 17.0 | |||||||||||
| 56,589 | ALSTOM |
1,335 | (108 | ) | 16.4 | |||||||||||
| 115,745 | ST JAMES'S PLACE PLC |
1,329 | 199 | 16.4 | ||||||||||||
| 137,347 | PLAYTECH PLC |
1,283 | (28 | ) | 15.8 | |||||||||||
| 43,675 | KLEPIERRE |
1,276 | 106 | 15.7 | ||||||||||||
| 153,076 | BABCOCK INTL GROUP PLC |
1,250 | (51 | ) | 15.4 | |||||||||||
| 8,503 | ASTRAZENECA PLC |
1,246 | 125 | 15.3 | ||||||||||||
| 100,204 | IG GROUP HOLDINGS PLC |
1,244 | (39 | ) | 15.3 | |||||||||||
| 149,713 | SUPER GROUP SGHC LTD |
1,244 | (124 | ) | 15.3 | |||||||||||
| 71,338 | CENTESSA PHARMACEUTICALS PLC |
1,236 | (140 | ) | 15.2 | |||||||||||
| 171,000 | VOLUTION GROUP PLC |
1,235 | (145 | ) | 15.2 | |||||||||||
| 204,467 | AJ BELL PLC |
1,229 | (140 | ) | 15.1 | |||||||||||
| 29,401 | VERONA PHARMA PLC - ADR |
1,210 | 826 | 14.9 | ||||||||||||
| 1,794 | MH MOET HENNESSY LOUIS VUITTON |
1,198 | 91 | 14.7 | ||||||||||||
| 149,291 | DRAX GROUP PLC |
1,194 | (59 | ) | 14.7 | |||||||||||
| 9,728 | INTERCONTINENTAL HOTELS GROUP |
1,183 | 25 | 14.6 | ||||||||||||
| 207,227 | AIB GROUP |
1,166 | 273 | 14.3 | ||||||||||||
| 161,229 | EASYJET PLC |
1,161 | (121 | ) | 14.3 | |||||||||||
| 162,800 | AIA |
1,154 | 77 | 14.2 | ||||||||||||
| 13,097 | UNIBAIL-RODAMCO-WESTFIELD |
1,057 | 56 | 13.0 | ||||||||||||
| 9,845 | VINCI SA |
1,032 | 95 | 12.7 | ||||||||||||
| 325,697 | CANAL SA ORD |
857 | 707 | 10.5 | ||||||||||||
106
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
International Custom Basket of Short Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (119,985 | ) | CANADIAN NATIONAL RAILWAY |
$ | (12,353 | ) | $ | 236 | (152.0 | )% | |||||||
| (619,400 | ) | ONO PHARMACEUTICAL CO LTD |
(6,715 | ) | 100 | (82.6 | ) | |||||||||
| (30,709 | ) | THOMSON REUTERS CORP |
(5,429 | ) | (79 | ) | (66.8 | ) | ||||||||
| (530,900 | ) | KYOCERA CORP |
(5,268 | ) | (533 | ) | (64.8 | ) | ||||||||
| (162,000 | ) | AGC INC |
(4,882 | ) | 91 | (60.1 | ) | |||||||||
| (129,803 | ) | PORSCHE AUTOMOBIL HOLDING SE |
(4,845 | ) | (196 | ) | (59.6 | ) | ||||||||
| (101,265 | ) | ASR NEDERLND AIW |
(4,775 | ) | (539 | ) | (58.8 | ) | ||||||||
| (152,957 | ) | HYDRO ONE LTD |
(4,739 | ) | (163 | ) | (58.3 | ) | ||||||||
| (158,000 | ) | TOTO LTD |
(4,045 | ) | (28 | ) | (49.8 | ) | ||||||||
| (75,268 | ) | TORONTO DOM BK |
(4,003 | ) | (546 | ) | (49.2 | ) | ||||||||
| (41,481 | ) | SPIRAX GROUP PLC |
(3,759 | ) | (9 | ) | (46.2 | ) | ||||||||
| (74,765 | ) | INTERPUMP GROUP |
(3,562 | ) | 756 | (43.8 | ) | |||||||||
| (70,400 | ) | YAMATO KOGYO CO LTD |
(3,423 | ) | (219 | ) | (42.1 | ) | ||||||||
| (167,076 | ) | SIG GROUP AG |
(3,330 | ) | 44 | (41.0 | ) | |||||||||
| (135,795 | ) | ADECCO GROUP AG-REG |
(3,229 | ) | (424 | ) | (39.7 | ) | ||||||||
| (2,226 | ) | PARTNERS GROUP |
(3,179 | ) | (59 | ) | (39.1 | ) | ||||||||
| (5,614,000 | ) | GENTING SINGAPORE LIMITED |
(3,136 | ) | 119 | (38.6 | ) | |||||||||
| (764,928 | ) | B&M EUROPEAN VALUE RETAIL SA |
(3,086 | ) | 371 | (38.0 | ) | |||||||||
| (430,402 | ) | KINNEVIK B |
(3,034 | ) | (425 | ) | (37.3 | ) | ||||||||
| (125,457 | ) | VALMET OYJ |
(3,003 | ) | (496 | ) | (36.9 | ) | ||||||||
| (309,500 | ) | SG HOLDINGS CO LTD |
(2,959 | ) | (164 | ) | (36.4 | ) | ||||||||
| (222,800 | ) | SAWAI GROUP HOLDINGS CO LTD |
(2,936 | ) | 141 | (36.1 | ) | |||||||||
| (280,345 | ) | HOWDEN JOINERY GROUP PLC |
(2,896 | ) | 192 | (35.6 | ) | |||||||||
| (66,045 | ) | MAGNA INTL A |
(2,895 | ) | 471 | (35.6 | ) | |||||||||
| (246,400 | ) | RICOH CO LTD |
(2,848 | ) | 215 | (35.0 | ) | |||||||||
| (20,857 | ) | TFI International Inc |
(2,830 | ) | 942 | (34.8 | ) | |||||||||
| (24,232 | ) | COLOPLAST B |
(2,789 | ) | 228 | (34.3 | ) | |||||||||
| (92,813 | ) | POWER CORP CAN |
(2,777 | ) | (374 | ) | (34.2 | ) | ||||||||
| (322,290 | ) | SAMPO OYJ A |
(2,717 | ) | (116 | ) | (33.4 | ) | ||||||||
| (75,900 | ) | ZENKOKU HOSHO CO LTD |
(2,698 | ) | (107 | ) | (33.2 | ) | ||||||||
| (857,571 | ) | STOCKLAND |
(2,693 | ) | (42 | ) | (33.1 | ) | ||||||||
| (542,737 | ) | NEXI SPA |
(2,649 | ) | (205 | ) | (32.6 | ) | ||||||||
| (644,714 | ) | SCHRODERS PLC |
(2,590 | ) | (383 | ) | (31.9 | ) | ||||||||
| (2,855,000 | ) | MAPLETREE PAN ASIA COMMERCIAL |
(2,559 | ) | 79 | (31.5 | ) | |||||||||
| (15,300 | ) | BKW SA |
(2,554 | ) | (114 | ) | (31.4 | ) | ||||||||
| (16,923 | ) | BOYD GROUP SERVICES INC |
(2,527 | ) | (300 | ) | (31.1 | ) | ||||||||
| (78,354 | ) | SPECTRIS PLC |
(2,470 | ) | (349 | ) | (30.4 | ) | ||||||||
| (271,000 | ) | KS HOLDINGS CORP |
(2,467 | ) | (30 | ) | (30.4 | ) | ||||||||
| (33,319 | ) | JYSKE BANK |
(2,448 | ) | (239 | ) | (30.1 | ) | ||||||||
| (1,464,770 | ) | SPARK NEW ZEALAND LTD |
(2,439 | ) | 596 | (30.0 | ) | |||||||||
| (12,940 | ) | WASTE CONNECTIONS INC |
(2,421 | ) | (40 | ) | (29.8 | ) | ||||||||
| (238,600 | ) | VENTURE CORPORATION LTD |
(2,333 | ) | 123 | (28.7 | ) | |||||||||
| (75,312 | ) | ATS CORP |
(2,311 | ) | 130 | (28.4 | ) | |||||||||
| (564,109 | ) | LENDLEASE GROUP |
(2,311 | ) | 165 | (28.4 | ) | |||||||||
| (188,650 | ) | BURBERRY GROUP PLC |
(2,281 | ) | (279 | ) | (28.1 | ) | ||||||||
| (194,600 | ) | LIXIL CORP |
(2,183 | ) | (1 | ) | (26.9 | ) | ||||||||
| (135,600 | ) | NIPPON EXPRESS HOLDINGS INC |
(2,161 | ) | (214 | ) | (26.6 | ) | ||||||||
| (2,308,255 | ) | ITV PLC |
(2,146 | ) | 97 | (26.4 | ) | |||||||||
| (51,381 | ) | PUMA SE |
(2,129 | ) | 602 | (26.2 | ) | |||||||||
| (138,607 | ) | MONDI PLC |
(2,088 | ) | (37 | ) | (25.7 | ) | ||||||||
| (98,358 | ) | ERG |
(2,085 | ) | 234 | (25.7 | ) | |||||||||
| (292,913 | ) | BENDIGO AND ADELAIDE BANK |
(2,050 | ) | 99 | (25.2 | ) | |||||||||
| (21,108 | ) | BCV N |
(2,023 | ) | (209 | ) | (24.9 | ) | ||||||||
| (758,036 | ) | MAN GROUP PLC/JERSEY |
(2,022 | ) | 6 | (24.9 | ) | |||||||||
| (30,195 | ) | JULIUS BAER N |
(1,996 | ) | (15 | ) | (24.6 | ) | ||||||||
| (2,002,511 | ) | XINYI GLASS |
(1,985 | ) | 91 | (24.4 | ) | |||||||||
| (8,419 | ) | TECAN HLD N |
(1,943 | ) | 137 | (23.9 | ) | |||||||||
| (24,570 | ) | FISCHER N |
(1,937 | ) | 59 | (23.8 | ) | |||||||||
| (37,943 | ) | MIZRAHI TEFAHOT BANK LTD |
(1,848 | ) | 68 | (22.7 | ) | |||||||||
| (475,100 | ) | CITY DEVT LTD |
(1,820 | ) | 30 | (22.4 | ) | |||||||||
SEI Institutional Investments Trust
107
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Continued)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (14,400 | ) | NITORI HOLDINGS CO LTD |
$ | (1,806 | ) | $ | 338 | (22.2 | )% | |||||||
| (187,700 | ) | AMADA CO LTD |
(1,794 | ) | 18 | (22.1 | ) | |||||||||
| (65,887 | ) | Galapagos NV Galapagos NV Sponsored ADR |
(1,764 | ) | 59 | (21.7 | ) | |||||||||
| (74,200 | ) | SUMITOMO METAL MINING CO LTD |
(1,709 | ) | 109 | (21.0 | ) | |||||||||
| (828,750 | ) | METCASH LTD |
(1,695 | ) | 46 | (20.9 | ) | |||||||||
| (543,994 | ) | HARVEY NORMAN HOLDINGS LTD |
(1,688 | ) | (64 | ) | (20.8 | ) | ||||||||
| (284,300 | ) | CITIZEN WATCH CO LTD |
(1,685 | ) | 16 | (20.7 | ) | |||||||||
| (38,685 | ) | HUGO BOSS N |
(1,684 | ) | (83 | ) | (20.7 | ) | ||||||||
| (65,900 | ) | YASKAWA ELECTRIC CORP |
(1,683 | ) | (66 | ) | (20.7 | ) | ||||||||
| (55,339 | ) | CDN APART UN |
(1,653 | ) | 102 | (20.3 | ) | |||||||||
| (70,200 | ) | THK CO LTD |
(1,651 | ) | (107 | ) | (20.3 | ) | ||||||||
| (104,202 | ) | MEDIPAL HOLDINGS CORP |
(1,648 | ) | 145 | (20.3 | ) | |||||||||
| (130,758 | ) | NORTHLAND POWER INC |
(1,648 | ) | (171 | ) | (20.3 | ) | ||||||||
| (108,544 | ) | SEEK LTD |
(1,646 | ) | 41 | (20.3 | ) | |||||||||
| (192,145 | ) | RS GROUP PLC |
(1,641 | ) | 175 | (20.2 | ) | |||||||||
| (9,108 | ) | SWATCH GROUP I |
(1,635 | ) | (118 | ) | (20.1 | ) | ||||||||
| (162,653 | ) | EDP RENOVAVEIS |
(1,617 | ) | 176 | (19.9 | ) | |||||||||
| (495,850 | ) | IGO LTD |
(1,583 | ) | 302 | (19.5 | ) | |||||||||
| (83,236 | ) | DOMINO'S PIZZA ENTERPRISES L |
(1,553 | ) | 99 | (19.1 | ) | |||||||||
| (23,670 | ) | REMY COINTREAU |
(1,530 | ) | 291 | (18.8 | ) | |||||||||
| (149,502 | ) | INFRASTRUTTURE WIRELESS ITALIANE SPA (IT |
(1,525 | ) | 33 | (18.8 | ) | |||||||||
| (233,840 | ) | DAVIDE CAMPARI-MILANO NV |
(1,514 | ) | 134 | (18.6 | ) | |||||||||
| (480,062 | ) | ILUKA RESOURCES LTD |
(1,509 | ) | 282 | (18.6 | ) | |||||||||
| (22,628 | ) | BACHEM N |
(1,506 | ) | 62 | (18.5 | ) | |||||||||
| (190,665 | ) | PENNON GROUP PLC |
(1,489 | ) | 462 | (18.3 | ) | |||||||||
| (192,673 | ) | FABEGE |
(1,482 | ) | (54 | ) | (18.2 | ) | ||||||||
| (13,262 | ) | NEXANS |
(1,480 | ) | 102 | (18.2 | ) | |||||||||
| (10,808 | ) | ASCENDIS PHA-ADR |
(1,476 | ) | (204 | ) | (18.2 | ) | ||||||||
| (124,600 | ) | HAMAMATSU PHOTONICS KK |
(1,464 | ) | 173 | (18.0 | ) | |||||||||
| (68,500 | ) | JARDINE CYCLE CARRIAGE LTD |
(1,463 | ) | 116 | (18.0 | ) | |||||||||
| (138,615 | ) | UMICORE |
(1,450 | ) | 199 | (17.8 | ) | |||||||||
| (43,634 | ) | DIAGEO PLC |
(1,440 | ) | 246 | (17.7 | ) | |||||||||
| (1,521,800 | ) | BUD APAC |
(1,434 | ) | (184 | ) | (17.6 | ) | ||||||||
| (246,393 | ) | ELEKTA B |
(1,412 | ) | 68 | (17.4 | ) | |||||||||
| (32,447 | ) | RANDSTAD NV |
(1,405 | ) | 111 | (17.3 | ) | |||||||||
| (41,620 | ) | BECHTLE |
(1,379 | ) | (40 | ) | (17.0 | ) | ||||||||
| (6,815 | ) | DASSAULT AVIAT. |
(1,361 | ) | (374 | ) | (16.7 | ) | ||||||||
| (33,242 | ) | BROOKFIELD INFRASTRUCTURE-A |
(1,329 | ) | (12 | ) | (16.3 | ) | ||||||||
| (293,146 | ) | ALGONQUIN PWR & UTILS CORP |
(1,323 | ) | (92 | ) | (16.3 | ) | ||||||||
| (141,324 | ) | SFL CORP LTD |
(1,312 | ) | 37 | (16.1 | ) | |||||||||
| (137,959 | ) | BREMBO N.V. |
(1,302 | ) | (71 | ) | (16.0 | ) | ||||||||
| (136,100 | ) | ASMPT |
(1,294 | ) | 235 | (15.9 | ) | |||||||||
| (6,904 | ) | SOPRA STERIA GROUP |
(1,279 | ) | 185 | (15.7 | ) | |||||||||
| (32,600 | ) | KOBAYASHI PHARMACEUTICAL CO LTD |
(1,272 | ) | 92 | (15.7 | ) | |||||||||
| (11,936 | ) | GALDERMA GROUP AG |
(1,267 | ) | (177 | ) | (15.6 | ) | ||||||||
| (69,700 | ) | GMO INTERNET GROUP INC |
(1,264 | ) | (27 | ) | (15.5 | ) | ||||||||
| (23,793 | ) | Anheuser-Busch InBev SA/NV |
(1,261 | ) | (165 | ) | (15.5 | ) | ||||||||
| (243,670 | ) | RENTOKIL INITIAL PLC |
(1,255 | ) | 45 | (15.4 | ) | |||||||||
| (46,231 | ) | AZIMUT HLDG |
(1,252 | ) | 1 | (15.4 | ) | |||||||||
| (179,631 | ) | NEW MELROSE INDUSTRIES PLC |
(1,244 | ) | (195 | ) | (15.3 | ) | ||||||||
| (19,303 | ) | BRENNTAG SE |
(1,226 | ) | (45 | ) | (15.1 | ) | ||||||||
| (105,007 | ) | IVANHOE MINES LTD |
(1,221 | ) | 225 | (15.0 | ) | |||||||||
| (22,768 | ) | SYDBANK |
(1,221 | ) | (175 | ) | (15.0 | ) | ||||||||
| (19,791 | ) | RESTAURANT BRANDS INTERN |
(1,213 | ) | (79 | ) | (14.9 | ) | ||||||||
| (218,866 | ) | HUSQVARNA B |
(1,211 | ) | 99 | (14.9 | ) | |||||||||
| (106,600 | ) | AISIN CORP |
(1,206 | ) | (42 | ) | (14.8 | ) | ||||||||
| (1,178,000 | ) | SINO LAND |
(1,203 | ) | 32 | (14.8 | ) | |||||||||
| (43,014 | ) | OPEN TEXT CORP |
(1,182 | ) | 76 | (14.5 | ) | |||||||||
| (469,504 | ) | M&G PLC |
(1,182 | ) | (59 | ) | (14.5 | ) | ||||||||
| (57,954 | ) | BAYER AG |
(1,180 | ) | (182 | ) | (14.5 | ) | ||||||||
| (90,943 | ) | RIOCAN REAL UN |
(1,179 | ) | (50 | ) | (14.5 | ) | ||||||||
| (141,300 | ) | JGC HOLDINGS CORP |
(1,177 | ) | 146 | (14.5 | ) | |||||||||
108
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Equity Ex-US Fund (Concluded)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (252,000 | ) | SINGAPORE AIRLINES LTD |
$ | (1,177 | ) | $ | (90 | ) | (14.5 | )% | ||||||
| (28,522 | ) | BRP INC |
(1,173 | ) | 38 | (14.4 | ) | |||||||||
| (107,000 | ) | JFE HOLDINGS INC |
(1,170 | ) | (150 | ) | (14.4 | ) | ||||||||
| (50,329 | ) | BCE INC |
(1,169 | ) | 10 | (14.4 | ) | |||||||||
| (257,261 | ) | SNAM SPA |
(1,168 | ) | (98 | ) | (14.4 | ) | ||||||||
| (24,852 | ) | LUNDBERGFRETAGEN B |
(1,165 | ) | (66 | ) | (14.3 | ) | ||||||||
| (299,500 | ) | OJI HOLDINGS CORP |
(1,164 | ) | (65 | ) | (14.3 | ) | ||||||||
| (104,600 | ) | YAMATO HOLDINGS CO LTD |
(1,164 | ) | (158 | ) | (14.3 | ) | ||||||||
| (157,900 | ) | SUMCO CORP |
(1,163 | ) | (18 | ) | (14.3 | ) | ||||||||
| (35,600 | ) | CANON MARKETING JAPAN INC |
(1,161 | ) | (32 | ) | (14.3 | ) | ||||||||
| (8,889 | ) | BEIERSDORF |
(1,159 | ) | (54 | ) | (14.3 | ) | ||||||||
| (1,256,800 | ) | MAPLETREE LOGISTICS TRUST |
(1,156 | ) | 15 | (14.2 | ) | |||||||||
| (24,297 | ) | SALMAR ASA |
(1,155 | ) | (41 | ) | (14.2 | ) | ||||||||
| (69,800 | ) | STANLEY ELECTRIC CO LTD |
(1,152 | ) | 39 | (14.2 | ) | |||||||||
| (36,834 | ) | RUSSEL METAL |
(1,148 | ) | 98 | (14.1 | ) | |||||||||
| (512,100 | ) | WILMAR INTL |
(1,146 | ) | (64 | ) | (14.1 | ) | ||||||||
| (84,000 | ) | KIRIN HOLDINGS CO LTD |
(1,144 | ) | 23 | (14.1 | ) | |||||||||
| (284,700 | ) | SEMBCORP INDUST |
(1,141 | ) | (139 | ) | (14.0 | ) | ||||||||
| (844,804 | ) | REGION GROUP |
(1,136 | ) | 33 | (14.0 | ) | |||||||||
| (150,655 | ) | IDP EDUCATION LTD |
(1,132 | ) | 196 | (13.9 | ) | |||||||||
| (173,510 | ) | PHOENIX GROUP HOLDINGS PLC |
(1,128 | ) | 6 | (13.9 | ) | |||||||||
| (4,772 | ) | SARTORIUS |
(1,122 | ) | (64 | ) | (13.8 | ) | ||||||||
| (121,284 | ) | DHT HOLDINGS INC |
(1,084 | ) | (181 | ) | (13.3 | ) | ||||||||
| (82,100 | ) | KOITO MFG CO LTD |
(1,050 | ) | 25 | (12.9 | ) | |||||||||
| (4,607,000 | ) | PACIFIC BASIN |
(1,037 | ) | 115 | (12.8 | ) | |||||||||
|
Percentages are based on Net Assets of $7,916,448 ($ Thousands). |
‡ |
Real Estate Investment Trust. |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡‡ |
Expiration date not available. |
(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 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 35,680 | $ | 9 | $ | (35,607 | ) | $ | (46 | ) | $ | (36 | ) | $ | — | $ | 77 | $ | — | |||||||||||||
SEI Daily Income Trust, Government Fund, |
49,270 | 649,764 | (627,022 | ) | — | — | 72,012 | 4,458 | — | |||||||||||||||||||||||
Totals |
$ | 84,950 | $ | 649,773 | $ | (662,629 | ) | $ | (46 | ) | $ | (36 | ) | $ | 72,012 | $ | 4,535 | $ | — | |||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
109
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 95.8% |
||||||||
Argentina — 0.0% |
||||||||
Vista Energy SAB de CV ADR * |
1,284 | $ | 65 | |||||
Australia — 3.3% |
||||||||
ANZ Group Holdings Ltd |
5,132 | 96 | ||||||
Aristocrat Leisure Ltd |
10,310 | 465 | ||||||
Brambles Ltd |
20,638 | 270 | ||||||
Breville Group Ltd |
1,817 | 40 | ||||||
Capral Ltd |
9,442 | 62 | ||||||
Cettire Ltd * |
14,084 | 10 | ||||||
Charter Hall Group ‡ |
3,817 | 41 | ||||||
Civmec Australia Ltd |
24,900 | 15 | ||||||
Cochlear Ltd |
97 | 16 | ||||||
Codan Ltd |
3,830 | 37 | ||||||
Cogstate Ltd * |
34,943 | 29 | ||||||
Commonwealth Bank of Australia |
2,218 | 218 | ||||||
Computershare Ltd |
31,952 | 821 | ||||||
De Grey Mining Ltd * |
43,729 | 54 | ||||||
DGL Group Ltd/Au * |
21,401 | 7 | ||||||
Fiducian Group Ltd |
5,226 | 34 | ||||||
Fleetwood Ltd |
27,962 | 41 | ||||||
GenusPlus Group Ltd |
13,878 | 25 | ||||||
Gold Road Resources Ltd |
35,440 | 54 | ||||||
GR Engineering Services Ltd |
51,824 | 99 | ||||||
Hipages Group Holdings Ltd * |
27,014 | 17 | ||||||
Horizon Oil Ltd |
288,026 | 36 | ||||||
HUB24 Ltd |
905 | 44 | ||||||
JB Hi-Fi Ltd |
747 | 43 | ||||||
Macmahon Holdings Ltd |
286,343 | 52 | ||||||
Medibank Pvt Ltd |
21,908 | 60 | ||||||
Netwealth Group Ltd |
4,006 | 76 | ||||||
Northern Star Resources Ltd |
21,805 | 236 | ||||||
Orica Ltd |
981 | 10 | ||||||
Playside Studios Ltd * |
111,888 | 15 | ||||||
Pro Medicus Ltd |
4,102 | 655 | ||||||
Qantas Airways Ltd * |
25,799 | 154 | ||||||
Qube Holdings Ltd |
29,410 | 74 | ||||||
REA Group Ltd |
349 | 52 | ||||||
Regis Healthcare Ltd |
11,886 | 49 | ||||||
Ricegrowers Ltd |
4,813 | 31 | ||||||
Rio Tinto Ltd |
16,000 | 1,130 | ||||||
Sandfire Resources Ltd |
6,084 | 40 | ||||||
Servcorp Ltd |
13,099 | 44 | ||||||
Shape Australia Pty Ltd |
23,553 | 43 | ||||||
Sigma Healthcare Ltd |
46,035 | 85 | ||||||
SKS Technologies Group Ltd |
25,605 | 29 | ||||||
Solvar Ltd |
40,173 | 36 | ||||||
Telix Pharmaceuticals Ltd * |
2,195 | 39 | ||||||
Vault Minerals Ltd * |
195,585 | 50 | ||||||
Westpac Banking Corp |
4,735 | 94 | ||||||
| 5,628 | ||||||||
Austria — 0.2% |
||||||||
Erste Group Bank AG |
3,233 | 218 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Fabasoft AG |
2,230 | $ | 40 | |||||
Porr Ag |
2,068 | 50 | ||||||
Strabag SE |
389 | 23 | ||||||
| 331 | ||||||||
Belgium — 0.8% |
||||||||
Jensen-Group NV |
447 | 22 | ||||||
KBC Group NV |
1,699 | 148 | ||||||
Syensqo SA |
15,000 | 1,102 | ||||||
| 1,272 | ||||||||
Brazil — 2.6% |
||||||||
Allied Tecnologia SA |
7,600 | 9 | ||||||
Ambev SA * |
587,999 | 1,224 | ||||||
Banco do Brasil SA |
270,000 | 1,254 | ||||||
BRF SA * |
20,400 | 63 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
2,700 | 44 | ||||||
Dexxos Participacoes SA |
6,900 | 9 | ||||||
Pagseguro Digital Ltd, Cl A * |
2,516 | 19 | ||||||
Profarma Distribuidora de Produtos Farmaceuticos SA (Brazil) * |
36,500 | 40 | ||||||
Telefonica Brasil SA |
135,000 | 1,109 | ||||||
TOTVS SA |
81,600 | 480 | ||||||
Ultrapar Participacoes SA |
7,800 | 22 | ||||||
WEG SA |
4,500 | 37 | ||||||
Wheaton Precious Metals Corp |
1,142 | 79 | ||||||
| 4,389 | ||||||||
Cameroon — 0.0% |
||||||||
Golar LNG Ltd |
1,673 | 64 | ||||||
Canada — 5.3% |
||||||||
Aecon Group Inc |
3,126 | 49 | ||||||
Agnico Eagle Mines Ltd |
2,633 | 255 | ||||||
Air Canada, Cl B * |
3,600 | 42 | ||||||
Alamos Gold Inc, Cl A |
6,278 | 144 | ||||||
Aritzia Inc * |
1,185 | 55 | ||||||
Atco Ltd/Canada, Cl I |
1,998 | 65 | ||||||
Barrick Gold Corp |
61,112 | 1,089 | ||||||
Brookfield Corp, Cl A |
1,268 | 74 | ||||||
Canadian Imperial Bank of Commerce |
15,536 | 945 | ||||||
Canadian Natural Resources Ltd |
3,360 | 95 | ||||||
CCL Industries Inc, Cl B |
1,999 | 103 | ||||||
Celestica Inc * |
1,169 | 125 | ||||||
Centerra Gold Inc |
20,200 | 116 | ||||||
CES Energy Solutions Corp |
7,176 | 40 | ||||||
Constellation Software Inc (A) |
66 | – | ||||||
Coveo Solutions Inc * |
4,600 | 21 | ||||||
D2L Inc * |
12,829 | 175 | ||||||
Dollarama Inc |
11,543 | 1,209 | ||||||
Dorel Industries Inc, Cl B * |
5,541 | 16 | ||||||
Dynacor Group Inc |
33,080 | 127 | ||||||
Emera Inc |
5,932 | 238 | ||||||
Enbridge Inc |
2,629 | 113 | ||||||
Enerflex Ltd |
5,872 | 47 | ||||||
110
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Enghouse Systems Ltd |
500 | $ | 9 | |||||
Finning International Inc |
4,047 | 120 | ||||||
Fortuna Mining Corp * |
12,800 | 56 | ||||||
Freehold Royalties Ltd |
9,052 | 79 | ||||||
Great-West Lifeco Inc |
6,993 | 261 | ||||||
Hemisphere Energy Corp |
83,061 | 107 | ||||||
High Liner Foods Inc |
12,200 | 142 | ||||||
iA Financial Corp Inc |
5,634 | 531 | ||||||
IGM Financial Inc |
1,231 | 39 | ||||||
K92 Mining Inc * |
6,206 | 41 | ||||||
Kinaxis Inc * |
400 | 44 | ||||||
Kinross Gold Corp |
13,068 | 141 | ||||||
Knight Therapeutics Inc * |
14,700 | 56 | ||||||
Lassonde Industries Inc, Cl Common Subs. Receipt |
700 | 92 | ||||||
Mandalay Resources Corp, Cl Common Subs. Receipt * |
13,500 | 45 | ||||||
Manulife Financial Corp |
11,397 | 356 | ||||||
Melcor Developments Ltd |
2,800 | 25 | ||||||
National Bank of Canada |
1,680 | 140 | ||||||
Neo Performance Materials Inc |
9,400 | 52 | ||||||
Paramount Resources Ltd, Cl A |
2,547 | 29 | ||||||
PHX Energy Services Corp |
12,429 | 78 | ||||||
Reitmans Canada Ltd, Cl A * |
11,197 | 18 | ||||||
Rubellite Energy Inc * |
10,700 | 14 | ||||||
Sangoma Technologies Corp * |
2,400 | 13 | ||||||
Secure Energy Services Inc |
4,637 | 46 | ||||||
Shopify Inc, Cl A * |
1,315 | 148 | ||||||
Sprott Inc |
400 | 17 | ||||||
Suncor Energy Inc |
1,937 | 74 | ||||||
Tamarack Valley Energy Ltd |
17,066 | 51 | ||||||
TerraVest Industries Inc |
555 | 44 | ||||||
Thinkific Labs Inc * |
25,200 | 58 | ||||||
Topaz Energy Corp |
3,888 | 67 | ||||||
Toromont Industries Ltd |
6,597 | 556 | ||||||
Total Energy Services Inc |
7,500 | 53 | ||||||
TransAlta Corp |
7,036 | 73 | ||||||
Vecima Networks Inc |
400 | 3 | ||||||
VersaBank |
1,600 | 20 | ||||||
WSP Global Inc |
380 | 68 | ||||||
| 8,909 | ||||||||
Chile — 0.0% |
||||||||
Falabella SA * |
16,215 | 64 | ||||||
China — 5.6% |
||||||||
Agricultural Bank of China Ltd, Cl H |
778,000 | 464 | ||||||
Alibaba Group Holding Ltd ADR |
1,891 | 251 | ||||||
Alibaba Health Information Technology Ltd * |
84,000 | 54 | ||||||
Aluminum Corp of China Ltd, Cl H |
68,000 | 40 | ||||||
Anji Microelectronics Technology Shanghai Co Ltd, Cl A |
1,857 | 41 | ||||||
Anker Innovations Technology Co Ltd, Cl A |
4,710 | 72 | ||||||
Anton Oilfield Services Group/Hong Kong |
492,000 | 51 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
APT Medical Inc, Cl A |
834 | $ | 41 | |||||
Archosaur Games Inc * |
148,000 | 29 | ||||||
Autohome Inc, Cl A |
1,500 | 11 | ||||||
Baidu Inc, Cl A * |
20,700 | 226 | ||||||
BeiGene Ltd * |
2,600 | 56 | ||||||
Beijing Roborock Technology Co Ltd, Cl A |
1,307 | 43 | ||||||
Best Pacific International Holdings Ltd |
246,000 | 97 | ||||||
Bilibili Inc ADR * |
2,890 | 59 | ||||||
Bilibili Inc, Cl Z * |
12,180 | 247 | ||||||
Bluestar Adisseo Co, Cl A |
25,700 | 37 | ||||||
Bohai Leasing Co Ltd, Cl A * |
141,100 | 66 | ||||||
Bosideng International Holdings Ltd |
48,000 | 23 | ||||||
BYD Co Ltd, Cl H |
1,500 | 72 | ||||||
Capital Securities Co Ltd, Cl A |
15,800 | 46 | ||||||
China Boqi Environmental Holding Co Ltd |
121,000 | 11 | ||||||
China Construction Bank Corp, Cl H * |
1,363,000 | 1,156 | ||||||
China Feihe Ltd |
55,000 | 40 | ||||||
Chongqing Zongshen Power Machinery Co Ltd, Cl A |
10,102 | 32 | ||||||
Dong-E-E-Jiao Co Ltd, Cl A |
7,100 | 55 | ||||||
Eastroc Beverage Group Co Ltd, Cl A |
4,410 | 134 | ||||||
Eoptolink Technology Inc Ltd, Cl A |
2,400 | 32 | ||||||
E-Star Commercial Management Co Ltd |
262,000 | 41 | ||||||
Geely Automobile Holdings Ltd |
44,000 | 99 | ||||||
Giant Biogene Holding Co ltd |
5,200 | 42 | ||||||
Hainan Airlines Holding Co Ltd, Cl A * |
179,400 | 38 | ||||||
Homeland Interactive Technology Ltd |
54,000 | 8 | ||||||
Industrial & Commercial Bank of China Ltd, Cl H * |
177,000 | 125 | ||||||
JD Logistics Inc * |
44,300 | 79 | ||||||
JD.com Inc, Cl A |
8,900 | 186 | ||||||
JOYY Inc ADR * |
1,562 | 73 | ||||||
Ju Teng International Holdings Ltd * |
59,000 | 14 | ||||||
Kingsoft Corp Ltd |
20,800 | 108 | ||||||
Kuaishou Technology, Cl B * |
74,700 | 488 | ||||||
Lee & Man Chemical Co Ltd |
22,000 | 12 | ||||||
Lenovo Group Ltd |
228,000 | 342 | ||||||
Linmon Media Ltd |
34,300 | 13 | ||||||
Meituan, Cl B * |
9,100 | 190 | ||||||
Midea Group Co Ltd, Cl A |
10,200 | 103 | ||||||
Natural Food International Holding Ltd |
296,000 | 21 | ||||||
NetEase Inc |
19,700 | 392 | ||||||
Neusoft Education Technology Co Ltd |
43,200 | 15 | ||||||
New Hope Service Holdings Ltd |
73,000 | 19 | ||||||
Ping An Insurance Group Co of China Ltd, Cl H |
11,000 | 65 | ||||||
Postal Savings Bank of China Co Ltd, Cl H |
219,000 | 139 | ||||||
Precision Tsugami China Corp Ltd |
8,000 | 18 | ||||||
Prosus NV |
2,054 | 91 | ||||||
Qifu Technology Inc ADR |
426 | 17 | ||||||
Shandong Himile Mechanical Science & Technology Co Ltd, Cl A * |
9,200 | 64 | ||||||
SEI Institutional Investments Trust
111
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Shanghai Allist Pharmaceuticals Co Ltd, Cl A |
7,133 | $ | 77 | |||||
Shenguan Holdings Group Ltd |
1,030,572 | 40 | ||||||
Shenzhen Infogem Technologies Co Ltd, Cl A |
5,400 | 29 | ||||||
Sichuan Biokin Pharmaceutical Co Ltd, Cl A * |
2,228 | 71 | ||||||
SITC International Holdings Co Ltd |
15,000 | 36 | ||||||
TAL Education Group ADR * |
2,808 | 36 | ||||||
Tencent Holdings Ltd |
22,000 | 1,354 | ||||||
TK Group Holdings Ltd |
220,374 | 56 | ||||||
Tongdao Liepin Group * |
38,600 | 25 | ||||||
Trip.com Group Ltd * |
2,300 | 130 | ||||||
Vesync Co Ltd |
63,486 | 43 | ||||||
Victory Giant Technology Huizhou Co Ltd, Cl A |
7,000 | 50 | ||||||
Vipshop Holdings Ltd ADR |
20,667 | 325 | ||||||
Wuxi Biologics Cayman Inc * |
18,000 | 52 | ||||||
X Financial ADR |
3,785 | 38 | ||||||
Xiaomi Corp, Cl B * |
62,600 | 419 | ||||||
Xin Point Holdings Ltd |
31,000 | 15 | ||||||
Xingye Alloy Materials Group Ltd * |
57,569 | 8 | ||||||
XJ International Holdings Co Ltd * |
2,714,000 | 54 | ||||||
XPeng Inc, Cl A * |
5,200 | 56 | ||||||
Yangzijiang Shipbuilding Holdings Ltd |
55,200 | 98 | ||||||
Yili Chuanning Biotechnology Co Ltd, Cl A |
39,000 | 69 | ||||||
Zhejiang Akcome New Energy Technology Co Ltd * |
92,600 | – | ||||||
Zhejiang NHU Co Ltd, Cl A |
17,200 | 50 | ||||||
Zhejiang Weixing Industrial Development Co Ltd, Cl A |
61,600 | 110 | ||||||
Zhongzhi Pharmaceutical Holdings Ltd |
69,000 | 8 | ||||||
| 9,537 | ||||||||
Denmark — 2.1% |
||||||||
AP Moller - Maersk A/S, Cl B |
1,278 | 2,254 | ||||||
Bang & Olufsen A/S, Cl B * |
17,859 | 35 | ||||||
Coloplast A/S, Cl B |
4,381 | 468 | ||||||
Genmab A/S * |
88 | 20 | ||||||
Novonesis (Novozymes) B, Cl B |
702 | 43 | ||||||
Pandora A/S |
2,032 | 360 | ||||||
ROCKWOOL A/S, Cl A |
618 | 242 | ||||||
ROCKWOOL A/S, Cl B |
171 | 68 | ||||||
Svitzer Group A/S * |
54 | 1 | ||||||
| 3,491 | ||||||||
Finland — 0.9% |
||||||||
Atria Oyj, Cl A |
766 | 9 | ||||||
Cargotec Oyj, Cl B |
793 | 38 | ||||||
Consti Oyj |
439 | 5 | ||||||
Nokia Oyj |
268,330 | 1,292 | ||||||
Nokia Oyj ADR |
17,547 | 84 | ||||||
Orion Oyj, Cl B |
793 | 45 | ||||||
Scanfil Oyj |
1,357 | 13 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Wartsila OYJ Abp, Cl B |
2,345 | $ | 45 | |||||
| 1,531 | ||||||||
France — 5.1% |
||||||||
BNP Paribas SA |
15,462 | 1,175 | ||||||
Caisse Regionale de Credit Agricole Mutuel Nord de France |
716 | 13 | ||||||
Carrefour SA |
87,262 | 1,162 | ||||||
Cellectis SA * |
12,305 | 17 | ||||||
Danone SA |
18,000 | 1,288 | ||||||
Dassault Systemes SE |
174 | 7 | ||||||
Electricite de Strasbourg SA |
113 | 16 | ||||||
EssilorLuxottica SA |
3,844 | 1,154 | ||||||
Infotel SA |
265 | 11 | ||||||
LVMH Moet Hennessy Louis Vuitton SE |
1,162 | 842 | ||||||
Pernod Ricard SA |
3,507 | 377 | ||||||
Publicis Groupe SA |
778 | 77 | ||||||
Quadient SA |
4 | – | ||||||
Societe BIC SA |
15,887 | 977 | ||||||
Societe Generale SA |
6,121 | 251 | ||||||
SPIE SA |
438 | 16 | ||||||
Synergie SE * |
476 | 14 | ||||||
Technip Energies NV |
1,692 | 53 | ||||||
Teleperformance SE |
12,113 | 1,169 | ||||||
Vente-Unique.Com SA |
622 | 8 | ||||||
Vetoquinol SA |
289 | 22 | ||||||
VIEL & Cie SA |
4,146 | 52 | ||||||
| 8,701 | ||||||||
Germany — 6.1% |
||||||||
adidas AG |
3,420 | 876 | ||||||
Allianz SE |
316 | 109 | ||||||
Auto1 Group SE * |
2,269 | 55 | ||||||
Bastei Luebbe AG |
2,568 | 28 | ||||||
Bayer AG |
52,000 | 1,232 | ||||||
Birkenstock Holding PLC * |
1,107 | 55 | ||||||
Cewe Stiftung & Co KGAA |
1,197 | 121 | ||||||
Commerzbank AG |
2,435 | 53 | ||||||
Continental AG |
20,706 | 1,489 | ||||||
CTS Eventim AG & Co KGaA |
500 | 55 | ||||||
Deutsche Bank AG |
11,726 | 254 | ||||||
Deutsche Boerse AG |
2,819 | 737 | ||||||
Deutsche Telekom AG |
3,263 | 118 | ||||||
Deutsche Wohnen SE |
1,842 | 47 | ||||||
flatexDEGIRO AG |
2,538 | 50 | ||||||
GEA Group AG |
2,707 | 157 | ||||||
Heidelberg Materials AG |
698 | 105 | ||||||
Infineon Technologies AG * |
3,658 | 136 | ||||||
KSB SE & Co KGaA |
47 | 35 | ||||||
Leifheit AG |
601 | 10 | ||||||
MBB SE |
719 | 79 | ||||||
Mercedes-Benz Group AG |
20,000 | 1,247 | ||||||
Merck KGaA |
454 | 65 | ||||||
MLP SE |
1,441 | 10 | ||||||
112
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
MPC Muenchmeyer Petersen Capital AG |
1,281 | $ | 7 | |||||
MTU Aero Engines AG |
289 | 101 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
603 | 343 | ||||||
Nabaltec AG |
1,668 | 25 | ||||||
Rational AG |
52 | 47 | ||||||
Rheinmetall AG |
134 | 142 | ||||||
RWE AG |
2,444 | 77 | ||||||
SAP SE |
5,365 | 1,493 | ||||||
Scout24 SE |
8,830 | 866 | ||||||
SUSS MicroTec SE |
1,346 | 53 | ||||||
Traton SE |
1,385 | 52 | ||||||
| 10,329 | ||||||||
Greece — 0.1% |
||||||||
Alumil Aluminium Industry SA * |
3,104 | 14 | ||||||
Eurobank Ergasias Services and Holdings SA |
23,558 | 61 | ||||||
Piraeus Port Authority SA |
966 | 32 | ||||||
StealthGas Inc * |
1,351 | 8 | ||||||
| 115 | ||||||||
Hong Kong — 3.3% |
||||||||
AIA Group Ltd |
215,000 | 1,651 | ||||||
Ajisen China Holdings Ltd |
417,000 | 44 | ||||||
Analogue Holdings Ltd |
39,789 | 4 | ||||||
Build King Holdings Ltd |
25,302 | 3 | ||||||
Dream International Ltd |
90,000 | 67 | ||||||
Futu Holdings Ltd ADR * |
456 | 50 | ||||||
Hong Kong Exchanges & Clearing Ltd |
17,200 | 775 | ||||||
Hongkong Land Holdings Ltd |
9,300 | 42 | ||||||
Jacobson Pharma Corp Ltd |
126,000 | 20 | ||||||
Johnson Electric Holdings Ltd |
16,001 | 30 | ||||||
Lee's Pharmaceutical Holdings Ltd |
86,110 | 14 | ||||||
LH GROUP LTD |
56,000 | 3 | ||||||
Midland Holdings Ltd * |
445,994 | 53 | ||||||
Nameson Holdings Ltd |
406,000 | 44 | ||||||
New Times Corp Ltd * |
578,000 | 4 | ||||||
PAX Global Technology Ltd |
137,000 | 86 | ||||||
Perennial Energy Holdings Ltd |
306,985 | 27 | ||||||
Sitoy Group Holdings Ltd |
322,000 | 22 | ||||||
Smart-Core Holdings Ltd |
134,000 | 28 | ||||||
Stella International Holdings Ltd |
34,500 | 77 | ||||||
Sundart Holdings Ltd * |
274,000 | 16 | ||||||
Swire Pacific Ltd, Cl A |
135,500 | 1,127 | ||||||
Texwinca Holdings Ltd |
629,257 | 58 | ||||||
Tian An China Investment Co Ltd |
14,000 | 8 | ||||||
Time Watch Investments Ltd * |
263,233 | 11 | ||||||
VTech Holdings Ltd |
195,000 | 1,348 | ||||||
YTO International Express & Supply Chain Technology Ltd |
122,000 | 17 | ||||||
| 5,629 | ||||||||
Hungary — 0.1% |
||||||||
AutoWallis Nyrt * |
32,362 | 15 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
MOL Hungarian Oil & Gas PLC |
6,055 | $ | 45 | |||||
OTP Bank Nyrt |
869 | 54 | ||||||
| 114 | ||||||||
India — 1.8% |
||||||||
Aegis Logistics Ltd |
4,832 | 42 | ||||||
Amber Enterprises India Ltd * |
635 | 41 | ||||||
Bengal & Assam Co Ltd |
346 | 26 | ||||||
Bharat Petroleum Corp Ltd |
22,302 | 61 | ||||||
Bharti Airtel Ltd |
2,443 | 44 | ||||||
BSE Ltd |
594 | 32 | ||||||
Coal India Ltd |
60,045 | 255 | ||||||
DB Corp Ltd |
63,687 | 149 | ||||||
Dixon Technologies India Ltd |
517 | 83 | ||||||
Forbes & Co Ltd * |
242 | 1 | ||||||
GE T&D India Ltd |
2,472 | 38 | ||||||
Gulf Oil Lubricants India Ltd |
6,566 | 83 | ||||||
HCL Technologies Ltd |
9,107 | 165 | ||||||
HDFC Bank Ltd ADR |
12,948 | 798 | ||||||
Himadri Speciality Chemical Ltd |
6,440 | 30 | ||||||
Hindustan Zinc Ltd |
7,215 | 32 | ||||||
Hitachi Energy India Ltd |
140 | 18 | ||||||
ICICI Bank Ltd |
11,437 | 159 | ||||||
Infosys Ltd |
17,307 | 338 | ||||||
Infosys Ltd ADR |
8,965 | 180 | ||||||
Mahindra & Mahindra Ltd |
1,177 | 35 | ||||||
Oberoi Realty Ltd |
1,974 | 34 | ||||||
PG Electroplast Ltd |
5,232 | 48 | ||||||
State Bank of India |
2,525 | 20 | ||||||
Suzlon Energy Ltd * |
19,272 | 11 | ||||||
Tata Consultancy Services Ltd |
2,879 | 115 | ||||||
Trent Ltd |
1,027 | 57 | ||||||
TV Today Network Ltd |
19,855 | 36 | ||||||
United Spirits Ltd |
2,739 | 40 | ||||||
Voltas Ltd |
3,032 | 46 | ||||||
Wipro Ltd * |
17,803 | 57 | ||||||
| 3,074 | ||||||||
Indonesia — 0.3% |
||||||||
Adira Dinamika Multi Finance Tbk PT |
19,812 | 10 | ||||||
Akasha Wira International Tbk PT * |
24,200 | 13 | ||||||
Asahimas Flat Glass Tbk PT |
25,700 | 6 | ||||||
Asuransi Tugu Pratama Indonesia Tbk PT |
709,700 | 41 | ||||||
Baramulti Suksessarana Tbk PT |
60,207 | 15 | ||||||
Barito Pacific Tbk PT |
124 | – | ||||||
BISI International Tbk PT |
370,703 | 23 | ||||||
Bumi Resources Minerals Tbk PT * |
2,055,000 | 44 | ||||||
Chandra Asri Pacific Tbk PT |
118,800 | 48 | ||||||
Cisadane Sawit Raya Tbk PT |
355,055 | 14 | ||||||
Delta Djakarta Tbk PT |
34,500 | 4 | ||||||
Elnusa Tbk PT |
4,519,600 | 105 | ||||||
Golden Energy Mines Tbk PT |
42,600 | 22 | ||||||
IMC Pelita Logistik TBK PT |
715,497 | 16 | ||||||
Jasa Armada Indonesia Tbk PT |
995,800 | 15 | ||||||
SEI Institutional Investments Trust
113
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mitrabahtera Segara Sejati Tbk PT * |
337,947 | $ | 20 | |||||
Resource Alam Indonesia Tbk PT |
636,663 | 15 | ||||||
Salim Ivomas Pratama Tbk PT |
184,952 | 4 | ||||||
Samudera Indonesia Tbk PT |
616,066 | 9 | ||||||
Sinar Eka Selaras Tbk PT |
1,133,400 | 17 | ||||||
Soechi Lines Tbk PT * |
3,152,000 | 27 | ||||||
Sunindo Pratama Tbk PT |
705,700 | 28 | ||||||
Surya Pertiwi Tbk PT |
243,600 | 9 | ||||||
Uni-Charm Indonesia Tbk PT |
168,400 | 7 | ||||||
| 512 | ||||||||
Ireland — 1.3% |
||||||||
Accenture PLC, Cl A |
2,574 | 897 | ||||||
AerCap Holdings NV |
567 | 58 | ||||||
AIB Group PLC |
183,592 | 1,293 | ||||||
| 2,248 | ||||||||
Israel — 1.6% |
||||||||
Cellebrite DI Ltd * |
1,972 | 37 | ||||||
Check Point Software Technologies Ltd * |
7,178 | 1,581 | ||||||
Meitav Investments Ltd |
7,956 | 40 | ||||||
Nice Ltd ADR * |
1,316 | 183 | ||||||
Nova Ltd * |
265 | 64 | ||||||
RADCOM Ltd * |
1,490 | 18 | ||||||
Shufersal Ltd |
7,084 | 73 | ||||||
Teva Pharmaceutical Industries Ltd ADR * |
2,687 | 44 | ||||||
Wix.com Ltd * |
2,911 | 584 | ||||||
| 2,624 | ||||||||
Italy — 1.0% |
||||||||
A2A SpA |
26,251 | 60 | ||||||
Banca Popolare di Sondrio SPA |
9,895 | 112 | ||||||
BPER Banca SPA |
10,181 | 78 | ||||||
Brunello Cucinelli SpA |
637 | 83 | ||||||
Buzzi SpA |
1,033 | 47 | ||||||
Ferrari NV |
500 | 236 | ||||||
Intesa Sanpaolo SpA |
84,457 | 417 | ||||||
Leonardo SpA |
4,020 | 163 | ||||||
Maire SpA |
9,674 | 94 | ||||||
PRADA SpA |
7,500 | 64 | ||||||
Reply SpA |
251 | 40 | ||||||
UniCredit SpA |
4,199 | 222 | ||||||
| 1,616 | ||||||||
Japan — 10.4% |
||||||||
ABC-Mart Inc |
3,200 | 61 | ||||||
Ad-sol Nissin Corp |
1,200 | 17 | ||||||
AGS Corp |
1,600 | 9 | ||||||
Ainavo Holdings Co Ltd |
3,750 | 16 | ||||||
Airtrip Corp |
1,900 | 13 | ||||||
Alpha Systems Inc |
900 | 20 | ||||||
AlphaPolis Co Ltd |
4,500 | 34 | ||||||
Amano Corp |
1,800 | 46 | ||||||
Anest Iwata Corp |
5,800 | 47 | ||||||
Asics Corp |
2,400 | 54 | ||||||
Astellas Pharma Inc |
13,000 | 126 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Atled Corp |
1,100 | $ | 10 | |||||
Aucnet Inc |
700 | 11 | ||||||
Avant Group Corp |
2,400 | 30 | ||||||
Bandai Namco Holdings Inc |
1,900 | 63 | ||||||
Bic Camera Inc |
4,900 | 52 | ||||||
Brother Industries Ltd |
71,300 | 1,376 | ||||||
Business Brain Showa-Ota Inc |
3,300 | 55 | ||||||
Capcom Co Ltd |
4,692 | 116 | ||||||
Central Japan Railway Co |
8,000 | 157 | ||||||
Dai-ichi Life Holdings Inc |
7,600 | 225 | ||||||
Daiichi Sankyo Co Ltd |
4,500 | 104 | ||||||
Daito Trust Construction Co Ltd |
1,500 | 156 | ||||||
Daiwa Securities Group Inc |
22,700 | 160 | ||||||
Denso Corp |
2,900 | 38 | ||||||
Dentsu Group Inc |
56,039 | 1,162 | ||||||
Digital Arts Inc |
200 | 8 | ||||||
East Japan Railway Co |
11,100 | 219 | ||||||
Ebase Co Ltd |
2,300 | 8 | ||||||
Eisai Co Ltd |
6,000 | 172 | ||||||
en Japan Inc |
1,400 | 16 | ||||||
Enshu Truck Co Ltd |
500 | 9 | ||||||
FANUC Corp |
1,800 | 52 | ||||||
Fast Retailing Co Ltd |
500 | 152 | ||||||
FTGroup Co Ltd |
5,200 | 40 | ||||||
Fujii Sangyo Corp |
600 | 10 | ||||||
Fujikura Ltd |
1,900 | 79 | ||||||
Fujitsu Ltd |
12,140 | 234 | ||||||
Hitachi Ltd |
3,800 | 96 | ||||||
Hoya Corp |
5,200 | 610 | ||||||
Ichikoh Industries Ltd |
4,500 | 12 | ||||||
IMAGICA GROUP Inc |
2,900 | 10 | ||||||
Japan Exchange Group Inc |
4,400 | 47 | ||||||
Japan Medical Dynamic Marketing Inc |
5,200 | 20 | ||||||
Japan Tobacco Inc |
12,300 | 307 | ||||||
Kamakura Shinsho Ltd |
2,200 | 7 | ||||||
Kandenko Co Ltd |
3,900 | 66 | ||||||
Kanefusa Corp |
2,300 | 11 | ||||||
Keio Corp |
2,800 | 72 | ||||||
Keyence Corp |
1,600 | 638 | ||||||
Kikkoman Corp |
4,500 | 44 | ||||||
Kimura Unity Co Ltd |
1,100 | 12 | ||||||
Kita-Nippon Bank Ltd/The |
1,200 | 29 | ||||||
Kobe Bussan Co Ltd |
2,400 | 53 | ||||||
Koito Manufacturing Co Ltd |
80,000 | 1,013 | ||||||
Konami Group Corp |
400 | 49 | ||||||
KOZO KEIKAKU ENGINEERING HOLDINGS Inc |
600 | 9 | ||||||
Kyowa Electronic Instruments Co Ltd |
6,400 | 19 | ||||||
Lasertec Corp |
3,300 | 299 | ||||||
LITALICO Inc |
4,000 | 29 | ||||||
Loginet Japan Co Ltd |
500 | 10 | ||||||
M3 Inc |
43,000 | 507 | ||||||
Makita Corp |
2,600 | 85 | ||||||
Mazda Motor Corp |
19,100 | 128 | ||||||
114
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Mitsubishi Heavy Industries Ltd |
3,000 | $ | 40 | |||||
Mitsubishi UFJ Financial Group Inc |
15,500 | 197 | ||||||
Mitsui Mining & Smelting Co Ltd |
1,300 | 37 | ||||||
Modec Inc |
1,500 | 41 | ||||||
NEC Corp |
1,200 | 117 | ||||||
NEOJAPAN Inc |
3,400 | 36 | ||||||
Nexon Co Ltd |
7,600 | 103 | ||||||
Nice Corp |
1,700 | 17 | ||||||
Nissan Tokyo Sales Holdings Co Ltd |
5,400 | 17 | ||||||
Niterra Co Ltd |
3,800 | 112 | ||||||
Nomura Holdings Inc |
5,700 | 37 | ||||||
OBIC Business Consultants Co Ltd |
700 | 34 | ||||||
Obic Co Ltd |
15,900 | 456 | ||||||
Ono Pharmaceutical Co Ltd |
14,000 | 151 | ||||||
Optim Corp * |
4,600 | 21 | ||||||
Oracle Corp Japan |
900 | 86 | ||||||
Oro Co Ltd |
4,200 | 68 | ||||||
Otsuka Corp |
3,400 | 74 | ||||||
Otsuka Holdings Co Ltd |
1,800 | 88 | ||||||
PR Times Corp * |
600 | 9 | ||||||
Rakuten Bank Ltd * |
1,400 | 53 | ||||||
Recruit Holdings Co Ltd |
25,100 | 1,495 | ||||||
Resona Holdings Inc |
7,800 | 61 | ||||||
Resonac Holdings Corp |
1,700 | 40 | ||||||
Riken Technos Corp |
9,200 | 66 | ||||||
Sanwa Holdings Corp |
6,300 | 206 | ||||||
SCREEN Holdings Co Ltd |
300 | 22 | ||||||
SCSK Corp |
3,300 | 82 | ||||||
Sekisui House Ltd |
2,400 | 54 | ||||||
Sekisui Kasei Co Ltd |
6,800 | 16 | ||||||
SERAKU Co Ltd |
1,000 | 12 | ||||||
SMS Co Ltd |
34,100 | 263 | ||||||
Soken Chemical & Engineering Co Ltd |
500 | 11 | ||||||
Sugi Holdings Co Ltd |
2,700 | 48 | ||||||
Sumitomo Corp |
8,000 | 179 | ||||||
Sumitomo Electric Industries Ltd |
3,700 | 65 | ||||||
Sumitomo Mitsui Financial Group Inc |
7,300 | 186 | ||||||
Suzuki Motor Corp |
3,800 | 47 | ||||||
System Support Inc |
1,100 | 15 | ||||||
T&D Holdings Inc |
4,400 | 93 | ||||||
Taiyo Yuden Co Ltd |
2,300 | 38 | ||||||
Takashimaya Co Ltd |
16,600 | 137 | ||||||
Takeda Pharmaceutical Co Ltd |
1,500 | 43 | ||||||
Tayca Corp |
34 | – | ||||||
Terumo Corp |
9,800 | 175 | ||||||
TIS Inc |
6,400 | 178 | ||||||
Toei Animation Co Ltd |
19,100 | 420 | ||||||
Toell Co Ltd |
2,000 | 11 | ||||||
Toho Co Ltd/Tokyo |
1,000 | 47 | ||||||
Tokio Marine Holdings Inc |
3,900 | 139 | ||||||
Tokyo Individualized Educational Institute Inc |
9,800 | 22 | ||||||
Tokyo Tatemono Co Ltd |
2,600 | 41 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Tokyu Fudosan Holdings Corp |
22,800 | $ | 149 | |||||
Toshiba TEC Corp |
1,100 | 22 | ||||||
Towa Bank Ltd/The |
10,000 | 43 | ||||||
Toyokumo Inc |
1,200 | 19 | ||||||
Toyota Motor Corp |
6,700 | 121 | ||||||
Toyota Tsusho Corp |
2,600 | 44 | ||||||
Trend Micro Inc/Japan |
4,500 | 331 | ||||||
Trinity Industrial Corp |
3,700 | 28 | ||||||
TYK Corp/Tokyo |
6,200 | 19 | ||||||
Ubicom Holdings Inc |
1,600 | 14 | ||||||
USS Co Ltd |
4,400 | 40 | ||||||
Wacom Co Ltd |
4,000 | 17 | ||||||
Yamagata Bank Ltd/The |
2,400 | 22 | ||||||
Yamaha Corp |
180,000 | 1,329 | ||||||
Yokohama Rubber Co Ltd/The |
1,700 | 38 | ||||||
ZIGExN Co Ltd |
3,100 | 9 | ||||||
| 17,590 | ||||||||
Kuwait — 0.0% |
||||||||
Boubyan Bank KSCP |
29,264 | 63 | ||||||
Luxembourg — 0.8% |
||||||||
SES SA, Cl A |
309,000 | 1,354 | ||||||
Macao — 0.7% |
||||||||
Sands China Ltd * |
500,000 | 1,146 | ||||||
Malaysia — 0.6% |
||||||||
Aeon Co M Bhd |
157,000 | 50 | ||||||
Allianz Malaysia Bhd |
11,600 | 49 | ||||||
Amway Malaysia Holdings Bhd |
16,000 | 23 | ||||||
CCK Consolidated Holdings BHD |
232,500 | 62 | ||||||
Chin Well Holdings BHD |
65,300 | 13 | ||||||
CIMB Group Holdings Bhd |
43,100 | 76 | ||||||
Deleum Bhd |
440,400 | 136 | ||||||
Favelle Favco Bhd |
25,000 | 10 | ||||||
FGV Holdings Bhd |
47,800 | 12 | ||||||
Gas Malaysia Bhd |
75,400 | 70 | ||||||
Hap Seng Plantations Holdings Bhd |
60,600 | 27 | ||||||
Hong Leong Capital Bhd |
35,900 | 29 | ||||||
Hong Leong Financial Group Bhd |
3,100 | 13 | ||||||
Innoprise Plantations BHD |
53,500 | 21 | ||||||
Jaya Tiasa Holdings BHD |
40,800 | 12 | ||||||
Kawan Food Bhd |
105,800 | 37 | ||||||
Keck Seng Malaysia Bhd |
10,500 | 14 | ||||||
Kim Loong Resources Bhd |
164,100 | 87 | ||||||
MKH Bhd * |
99,700 | 25 | ||||||
MKH Oil Palm East Kalimantan Bhd |
308,043 | 44 | ||||||
MNRB Holdings Bhd |
24,400 | 11 | ||||||
Mynews Holdings Bhd * |
94,700 | 13 | ||||||
Oriental Food Industries Holdings BHD |
38,100 | 14 | ||||||
Padini Holdings Bhd |
40,500 | 15 | ||||||
Panasonic Manufacturing Malaysia BHD |
20,000 | 76 | ||||||
Paramount Corp Bhd |
95,200 | 23 | ||||||
Petra Energy Bhd |
53,700 | 16 | ||||||
Petron Malaysia Refining & Marketing Bhd |
27,023 | 23 | ||||||
SEI Institutional Investments Trust
115
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sunway Bhd |
50,000 | $ | 52 | |||||
Tambun Indah Land Bhd |
93,800 | 18 | ||||||
| 1,071 | ||||||||
Mexico — 0.1% |
||||||||
Arca Continental SAB de CV |
1,700 | 18 | ||||||
Grupo Aeroportuario del Sureste SAB de CV, Cl B |
1,555 | 42 | ||||||
Industrias Penoles SAB de CV * |
2,600 | 40 | ||||||
Southern Copper Corp |
1,136 | 101 | ||||||
| 201 | ||||||||
Netherlands — 3.8% |
||||||||
ABN AMRO Bank NV |
2,992 | 57 | ||||||
Adyen NV * |
255 | 467 | ||||||
Argenx SE ADR * |
140 | 87 | ||||||
ASML Holding NV |
1,253 | 893 | ||||||
ASML Holding NV, Cl G |
279 | 198 | ||||||
EXOR NV |
1,527 | 149 | ||||||
Flow Traders Ltd |
64,642 | 1,712 | ||||||
Heineken NV |
722 | 61 | ||||||
IMCD NV |
3,407 | 507 | ||||||
Koninklijke KPN NV |
73,911 | 283 | ||||||
Koninklijke Vopak NV |
1,332 | 56 | ||||||
SBM Offshore NV |
3,295 | 70 | ||||||
Universal Music Group NV |
21,258 | 593 | ||||||
Wolters Kluwer NV |
8,769 | 1,352 | ||||||
| 6,485 | ||||||||
New Zealand — 0.1% |
||||||||
Air New Zealand Ltd |
80,909 | 28 | ||||||
Aroa Biosurgery Ltd * |
22,919 | 8 | ||||||
Briscoe Group Ltd |
10,569 | 27 | ||||||
Eroad Ltd * |
13,692 | 8 | ||||||
Fisher & Paykel Healthcare Corp Ltd |
4,360 | 84 | ||||||
Smart Parking Ltd * |
27,643 | 15 | ||||||
Steel & Tube Holdings Ltd |
34,268 | 16 | ||||||
Xero Ltd * |
354 | 38 | ||||||
| 224 | ||||||||
Norway — 0.4% |
||||||||
Gjensidige Forsikring ASA |
20,522 | 421 | ||||||
Kongsberg Gruppen ASA |
1,353 | 165 | ||||||
Multiconsult ASA |
567 | 9 | ||||||
Norsk Hydro ASA |
6,992 | 42 | ||||||
| 637 | ||||||||
Philippines — 0.0% |
||||||||
San Miguel Food and Beverage Inc |
15,780 | 14 | ||||||
STI Education Systems Holdings Inc * |
616,000 | 15 | ||||||
| 29 | ||||||||
Poland — 0.4% |
||||||||
AB SA |
3,132 | 82 | ||||||
Alior Bank SA |
1,977 | 47 | ||||||
Arctic Paper SA |
5,499 | 21 | ||||||
Bank Polska Kasa Opieki SA |
862 | 37 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CCC SA * |
856 | $ | 41 | |||||
Comp SA * |
1,972 | 78 | ||||||
InPost SA * |
2,134 | 37 | ||||||
Oponeo.pl SA |
848 | 21 | ||||||
PlayWay SA |
940 | 72 | ||||||
Rainbow Tours SA |
4,113 | 130 | ||||||
Sygnity * |
550 | 10 | ||||||
Text SA |
3,279 | 45 | ||||||
VRG SA |
2,427 | 2 | ||||||
| 623 | ||||||||
Portugal — 0.1% |
||||||||
Banco Comercial Portugues SA, Cl R |
78,060 | 44 | ||||||
Galp Energia SGPS SA, Cl B |
5,113 | 84 | ||||||
| 128 | ||||||||
Qatar — 0.3% |
||||||||
Ooredoo QPSC |
146,969 | 502 | ||||||
Russia — 0.0% |
||||||||
Exillon Energy PLC * |
4,819 | – | ||||||
Saudi Arabia — 0.0% |
||||||||
Saudi Chemical Co Holding * |
24,679 | 61 | ||||||
Singapore — 1.8% |
||||||||
Boustead Singapore Ltd |
35,165 | 27 | ||||||
BRC Asia Ltd |
77,500 | 173 | ||||||
CapitaLand Integrated Commercial Trust ‡ |
26,200 | 38 | ||||||
Centurion Corp Ltd |
101,500 | 75 | ||||||
Credit Bureau Asia Ltd |
40,500 | 37 | ||||||
CSE Global Ltd |
245,200 | 83 | ||||||
DBS Group Holdings Ltd |
11,710 | 401 | ||||||
Grab Holdings Ltd, Cl A * |
30,107 | 146 | ||||||
IGG Inc |
50,164 | 26 | ||||||
Keppel DC REIT ‡ |
59,000 | 91 | ||||||
Oiltek International Ltd |
17,300 | 15 | ||||||
OM Holdings Ltd |
93,414 | 20 | ||||||
Oversea-Chinese Banking Corp Ltd |
41,600 | 532 | ||||||
Pacific Century Regional Developments Ltd |
14,300 | 4 | ||||||
Q&M Dental Group Singapore Ltd |
42,700 | 9 | ||||||
SATS Ltd |
20,800 | 47 | ||||||
Sea Ltd ADR * |
5,809 | 739 | ||||||
Sing Investments & Finance Ltd |
32,550 | 26 | ||||||
Singapore Exchange Ltd |
7,700 | 77 | ||||||
STMicroelectronics NV |
18,006 | 452 | ||||||
| 3,018 | ||||||||
South Africa — 1.3% |
||||||||
Altron Ltd, Cl A |
6,201 | 7 | ||||||
Anglo American PLC |
43,000 | 1,269 | ||||||
Capitec Bank Holdings Ltd |
271 | 45 | ||||||
Clicks Group Ltd |
34,316 | 637 | ||||||
Combined Motor Holdings Ltd |
8,771 | 14 | ||||||
Karooooo Ltd |
688 | 31 | ||||||
Old Mutual Ltd |
111,852 | 76 | ||||||
Premier Group Ltd |
3,801 | 24 | ||||||
116
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sanlam Ltd |
15,498 | $ | 72 | |||||
| 2,175 | ||||||||
South Korea — 4.1% |
||||||||
Alteogen Inc * |
161 | 43 | ||||||
Digital Daesung Co Ltd |
1,925 | 9 | ||||||
Dongwon F&B Co Ltd |
1,866 | 40 | ||||||
Doosan Bobcat Inc |
37,000 | 1,193 | ||||||
Eusu Holdings Co Ltd * |
8,936 | 33 | ||||||
Hana Financial Group Inc |
5,877 | 240 | ||||||
Hansol Holdings Co Ltd |
6,298 | 11 | ||||||
HD Hyundai Electric Co Ltd * |
157 | 36 | ||||||
HD Hyundai Heavy Industries Co Ltd * |
543 | 110 | ||||||
Heungkuk Fire & Marine Insurance Co Ltd * |
3,930 | 9 | ||||||
Hugel Inc * |
222 | 48 | ||||||
Hyundai Livart Furniture Co Ltd * |
2,991 | 15 | ||||||
KB Financial Group Inc |
406 | 22 | ||||||
Kia Corp |
911 | 58 | ||||||
KT&G Corp |
17,000 | 1,142 | ||||||
Kukbo Design Co Ltd * |
1,270 | 15 | ||||||
LG Corp * |
20,000 | 912 | ||||||
LG H&H Co Ltd * |
5,527 | 1,207 | ||||||
LG HelloVision Co Ltd * |
8,761 | 14 | ||||||
LigaChem Biosciences Inc * |
523 | 40 | ||||||
Maeil Holdings Co Ltd * |
9,522 | 63 | ||||||
MegaStudy Co Ltd * |
4,696 | 34 | ||||||
Meritz Financial Group Inc * |
684 | 57 | ||||||
Miwon Chemicals Co Ltd |
184 | 10 | ||||||
Multicampus Co Ltd * |
1,160 | 25 | ||||||
NAVER Corp * |
838 | 119 | ||||||
NICE Holdings Co Ltd * |
2,655 | 21 | ||||||
Samsung Biologics Co Ltd * |
55 | 42 | ||||||
Samsung Electronics Co Ltd |
27,000 | 1,010 | ||||||
Samyang Foods Co Ltd |
67 | 39 | ||||||
SeAH Holdings Corp * |
7 | – | ||||||
Shinsegae Food Co Ltd |
626 | 13 | ||||||
SK Biopharmaceuticals Co Ltd * |
529 | 42 | ||||||
SK Hynix Inc |
1,062 | 141 | ||||||
SNT Holdings Co Ltd |
598 | 13 | ||||||
WiSoL Co Ltd |
2,419 | 11 | ||||||
Woori Financial Group Inc |
14,675 | 166 | ||||||
| 7,003 | ||||||||
Spain — 1.2% |
||||||||
ACS Actividades de Construccion y Servicios SA |
929 | 50 | ||||||
CaixaBank SA |
69,373 | 480 | ||||||
Grupo Empresarial San Jose SA |
10,474 | 62 | ||||||
Iberdrola SA |
16,061 | 233 | ||||||
Industria de Diseno Textil SA |
21,891 | 1,179 | ||||||
Inmobiliaria Colonial Socimi SA ‡ |
7,201 | 42 | ||||||
| 2,046 | ||||||||
Sweden — 2.0% |
||||||||
AAK AB |
2,881 | 81 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
AddTech AB, Cl B |
1,377 | $ | 42 | |||||
Alfa Laval AB |
1,135 | 49 | ||||||
Arla Plast AB |
2,194 | 11 | ||||||
Assa Abloy AB, Cl B |
24,602 | 757 | ||||||
Billerud Aktiebolag |
3,791 | 42 | ||||||
BTS Group AB, Cl B |
887 | 23 | ||||||
Enea AB * |
2,484 | 22 | ||||||
Ependion AB |
987 | 11 | ||||||
Essity AB, Cl B |
2,032 | 56 | ||||||
Fastighets AB Balder, Cl B * |
10,086 | 72 | ||||||
FM Mattsson AB, Cl B |
67 | – | ||||||
Getinge AB, Cl B |
2,560 | 51 | ||||||
Hexagon AB, Cl B |
47,313 | 547 | ||||||
Sandvik AB |
2,359 | 51 | ||||||
Skandinaviska Enskilda Banken AB, Cl A |
13,837 | 223 | ||||||
Skanska AB, Cl B |
4,753 | 113 | ||||||
Svenska Handelsbanken AB, Cl A |
26,873 | 339 | ||||||
Swedish Orphan Biovitrum AB * |
1,292 | 38 | ||||||
Telefonaktiebolaget LM Ericsson ADR |
99,157 | 817 | ||||||
Volvo AB, Cl B |
1,144 | 36 | ||||||
| 3,381 | ||||||||
Switzerland — 4.1% |
||||||||
ABB Ltd |
18,004 | 971 | ||||||
Accelleron Industries AG |
1,847 | 88 | ||||||
Belimo Holding AG |
155 | 105 | ||||||
Cicor Technologies Ltd |
331 | 27 | ||||||
Cie Financiere Richemont SA, Cl A |
1,233 | 253 | ||||||
dormakaba Holding AG |
62 | 45 | ||||||
DSM-Firmenich AG |
902 | 97 | ||||||
Geberit AG |
68 | 40 | ||||||
Givaudan SA |
106 | 478 | ||||||
Klingelnberg AG |
428 | 6 | ||||||
Lastminute.com NV |
1,301 | 20 | ||||||
Logitech International SA |
8,647 | 858 | ||||||
Nestle SA |
640 | 62 | ||||||
On Holding AG, Cl A * |
2,022 | 98 | ||||||
Orell Fuessli AG |
109 | 10 | ||||||
Partners Group Holding AG |
702 | 1,040 | ||||||
Phoenix Mecano AG |
35 | 17 | ||||||
Schindler Holding AG |
1,272 | 391 | ||||||
Sika AG |
1,802 | 460 | ||||||
Sportradar Group AG, Cl A * |
2,281 | 49 | ||||||
Swatch Group AG/The |
5,400 | 1,052 | ||||||
Swissquote Group Holding SA |
233 | 96 | ||||||
Temenos AG |
2,114 | 174 | ||||||
UBS Group AG |
1,359 | 47 | ||||||
VAT Group AG |
1,146 | 434 | ||||||
| 6,918 | ||||||||
Taiwan — 4.9% |
||||||||
104 Corp |
14,000 | 97 | ||||||
Acter Group Corp Ltd |
4,000 | 51 | ||||||
Asia Optical Co Inc |
8,000 | 48 | ||||||
SEI Institutional Investments Trust
117
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Asia Tech Image Inc |
43,000 | $ | 151 | |||||
ASROCK Inc |
5,000 | 38 | ||||||
Asustek Computer Inc |
35,000 | 716 | ||||||
Bizlink Holding Inc |
2,000 | 35 | ||||||
Chin Hsin Environ Engineering Co Ltd |
7,000 | 15 | ||||||
China Airlines Ltd |
185,000 | 133 | ||||||
Compal Electronics Inc |
208,000 | 243 | ||||||
Elite Advanced Laser Corp |
7,000 | 57 | ||||||
Ennoconn Corp |
14,000 | 133 | ||||||
Eva Airways Corp |
69,000 | 90 | ||||||
Evergreen Marine Corp Taiwan Ltd |
20,200 | 131 | ||||||
Far Eastern New Century Corp |
86,000 | 83 | ||||||
General Plastic Industrial Co Ltd |
34,000 | 37 | ||||||
Genesis Technology Inc/Taiwan |
1,249 | 3 | ||||||
Global Lighting Technologies Inc |
11,000 | 19 | ||||||
Himax Technologies Inc ADR |
9,395 | 95 | ||||||
IBF Financial Holdings Co Ltd |
167,427 | 73 | ||||||
International Games System Co Ltd |
11,000 | 324 | ||||||
KGI Financial Holding Co Ltd |
138,000 | 76 | ||||||
King Slide Works Co Ltd |
1,000 | 59 | ||||||
Lotes Co Ltd |
7,000 | 345 | ||||||
MediaTek Inc |
19,000 | 850 | ||||||
Mitac Holdings Corp |
22,000 | 46 | ||||||
MPI Corp |
5,000 | 117 | ||||||
Novatek Microelectronics Corp |
21,000 | 344 | ||||||
Radiant Opto-Electronics Corp |
8,000 | 48 | ||||||
Realtek Semiconductor Corp |
23,000 | 379 | ||||||
Rich Honour International Designs Co Ltd |
20,000 | 40 | ||||||
San Fang Chemical Industry Co Ltd |
17,000 | 26 | ||||||
Sonix Technology Co Ltd |
9,000 | 11 | ||||||
Taishin Financial Holding Co Ltd |
73,000 | 39 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd |
63,000 | 1,922 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
5,846 | 1,055 | ||||||
Tofu Restaurant Co Ltd |
6,000 | 44 | ||||||
Uni-President Enterprises Corp |
20,000 | 49 | ||||||
Wah Hong Industrial Corp |
22,000 | 30 | ||||||
Wan Hai Lines Ltd |
74,000 | 187 | ||||||
X-Legend Entertainment Co Ltd |
9,000 | 28 | ||||||
Ya Horng Electronic Co Ltd |
11,000 | 22 | ||||||
| 8,289 | ||||||||
Thailand — 0.5% |
||||||||
Advanced Info Service PCL |
14,500 | 117 | ||||||
Bangkok Bank PCL NVDR |
28,700 | 127 | ||||||
Beyond Securities PCL NVDR * |
1,105,400 | 20 | ||||||
Charoen Pokphand Foods PCL NVDR |
55,400 | 40 | ||||||
Energy Absolute PCL NVDR |
399,400 | 29 | ||||||
Intouch Holdings PCL NVDR * |
42,200 | 98 | ||||||
Kang Yong Electric PCL |
900 | 8 | ||||||
Krung Thai Bank PCL NVDR |
202,900 | 134 | ||||||
Ladprao General Hospital PCL |
16,000 | 2 | ||||||
Major Cineplex Group PCL NVDR |
143,900 | 49 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Precise Corp PCL NVDR |
195,200 | $ | 15 | |||||
Premier Marketing PCL NVDR |
59,100 | 17 | ||||||
PTT Exploration & Production PCL NVDR |
36,100 | 115 | ||||||
Somboon Advance Technology PCL NVDR |
69,900 | 25 | ||||||
Thai Credit Bank PCL NVDR * |
24,100 | 13 | ||||||
Thai Oil PCL NVDR |
1,962 | 1 | ||||||
Thai Wah PCL NVDR |
16,600 | 1 | ||||||
Thantawan Industry PCL |
7,600 | 6 | ||||||
| 817 | ||||||||
Turkey — 0.0% |
||||||||
Akbank TAS |
23,111 | 43 | ||||||
United Arab Emirates — 0.5% |
||||||||
Abu Dhabi Islamic Bank PJSC |
15,216 | 70 | ||||||
Abu Dhabi National Insurance Co PSC |
6,055 | 11 | ||||||
ADNOC Drilling Co PJSC |
107,537 | 161 | ||||||
Emaar Development PJSC |
27,492 | 97 | ||||||
Emaar Properties PJSC |
33,042 | 122 | ||||||
Emirates NBD Bank PJSC |
18,445 | 111 | ||||||
First Abu Dhabi Bank PJSC |
24,648 | 96 | ||||||
Orascom Construction PLC |
15,067 | 80 | ||||||
Salik Co PJSC |
27,122 | 37 | ||||||
| 785 | ||||||||
United Kingdom — 8.8% |
||||||||
Anglogold Ashanti Plc |
1,470 | 43 | ||||||
ARM Holdings PLC ADR * |
359 | 47 | ||||||
Barclays PLC ADR |
53,930 | 854 | ||||||
Burberry Group PLC |
128,546 | 1,770 | ||||||
Costain Group PLC |
104,879 | 143 | ||||||
Diageo PLC |
20,416 | 560 | ||||||
Diploma PLC |
8,715 | 497 | ||||||
Eurocell PLC |
8,287 | 15 | ||||||
GSK PLC ADR |
955 | 36 | ||||||
Halma PLC |
24,070 | 854 | ||||||
Hargreaves Services PLC |
5,863 | 48 | ||||||
Impax Asset Management Group PLC |
12,016 | 26 | ||||||
Imperial Brands PLC |
40,846 | 1,439 | ||||||
InterContinental Hotels Group PLC |
4,715 | 591 | ||||||
International Consolidated Airlines Group SA |
73,832 | 327 | ||||||
Investec PLC |
16,367 | 106 | ||||||
ITV PLC |
1,333,564 | 1,197 | ||||||
JD Sports Fashion PLC |
1,111,880 | 1,100 | ||||||
London Stock Exchange Group PLC |
7,333 | 1,098 | ||||||
Mears Group PLC |
59,243 | 273 | ||||||
MP Evans Group PLC |
1,990 | 26 | ||||||
NatWest Group PLC |
76,682 | 465 | ||||||
Rank Group PLC |
17,731 | 18 | ||||||
Reckitt Benckiser Group PLC |
23,000 | 1,524 | ||||||
Record PLC |
18,356 | 11 | ||||||
RELX PLC |
19,558 | 947 | ||||||
Subsea 7 SA |
1,430 | 22 | ||||||
Tatton Asset Management PLC |
2,276 | 18 | ||||||
118
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
WPP PLC |
110,000 | $ | 893 | |||||
XPS Pensions Group PLC |
2,585 | 12 | ||||||
| 14,960 | ||||||||
United States — 7.4% |
||||||||
Aon PLC, Cl A |
2,542 | 1,040 | ||||||
BP PLC |
200,000 | 1,102 | ||||||
CyberArk Software Ltd * |
836 | 304 | ||||||
Envista Holdings Corp * |
67,824 | 1,355 | ||||||
Experian PLC |
16,693 | 796 | ||||||
Harley-Davidson Inc |
41,754 | 1,076 | ||||||
James Hardie Industries PLC * |
1,862 | 59 | ||||||
JBS S/A |
12,900 | 68 | ||||||
MDA Space Ltd * |
3,014 | 49 | ||||||
Molson Coors Canada Inc, Cl B |
400 | 23 | ||||||
Novartis AG |
2,463 | 268 | ||||||
Roche Holding AG |
5,492 | 1,830 | ||||||
Sanofi SA |
11,500 | 1,260 | ||||||
Signify NV |
47,833 | 1,021 | ||||||
Spotify Technology SA * |
1,712 | 1,041 | ||||||
Stellantis NV |
8,752 | 113 | ||||||
TELUS International CDA Inc * |
7,800 | 23 | ||||||
Tenaris SA |
2,492 | 47 | ||||||
Titan Cement International SA |
1,061 | 44 | ||||||
Western Union Co/The |
100,000 | 1,083 | ||||||
| 12,602 | ||||||||
Total Common Stock |
||||||||
(Cost $148,008) ($ Thousands) |
162,394 | |||||||
PREFERRED STOCK — 1.0% |
||||||||
Brazil — 0.1% |
||||||||
Cia Energetica de Minas Gerais (B) |
23,300 | 44 | ||||||
Description |
Shares |
Market Value |
||||||
PREFERRED STOCK (continued) |
||||||||
Itau Unibanco Holding SA (B) |
19,900 | $ | 109 | |||||
Petroleo Brasileiro SA (B) |
1,700 | 11 | ||||||
| 164 | ||||||||
Germany — 0.9% |
||||||||
Henkel AG & Co KGaA (B) |
12,896 | 1,115 | ||||||
Sartorius AG (B) |
1,569 | 394 | ||||||
| 1,509 | ||||||||
Total Preferred Stock |
||||||||
(Cost $1,808) ($ Thousands) |
1,673 | |||||||
| Number of Rights |
||||||||
RIGHTS — 0.0% |
||||||||
New Zealand — 0.0% |
||||||||
Smart Pasrking Ltd, Expires 03/10/2025 * |
1,136 | – | ||||||
Taiwan — 0.0% |
||||||||
Mitac Holdings Corp *‡‡ |
510 | – | ||||||
Total Rights |
||||||||
(Cost $—) ($ Thousands) |
– | |||||||
|
||||||||
CASH EQUIVALENT — 1.1% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
1,804,027 | 1,804 | ||||||
Total Cash Equivalent |
||||||||
(Cost $1,804) ($ Thousands) |
1,804 | |||||||
Total Investments in Securities — 97.9% |
||||||||
(Cost $151,620) ($ Thousands) |
$ | 165,871 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Euro STOXX 50 |
7 | Mar-2025 | $ | 385 | $ | 397 | $ | 12 | ||||||||||||
FTSE 100 Index |
2 | Mar-2025 | 219 | 222 | 3 | |||||||||||||||
Hang Seng Index |
1 | Mar-2025 | 147 | 148 | 1 | |||||||||||||||
S&P TSX 60 Index |
2 | Mar-2025 | 429 | 425 | – | |||||||||||||||
SPI 200 Index |
3 | Mar-2025 | 389 | 379 | (7 | ) | ||||||||||||||
TOPIX Index |
2 | Mar-2025 | 360 | 355 | (9 | ) | ||||||||||||||
| $ | 1,929 | $ | 1,926 | $ | – | |||||||||||||||
SEI Institutional Investments Trust
119
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
A list of the open OTC swap agreement held by the Fund at February 28, 2025, is as follows:
Total Return Swap |
||||||||||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional |
Value |
Upfront Payments/ |
Net Unrealized |
||||||||||||||||||||||||||||||
Morgan Stanley |
U.S. Custom Basket of Securities |
1 Month + 5.33 | % | ASSET RETURN |
Annually | 12/31/2049 | USD | 218 | $ | 516 | $ | – | $ | 516 | ||||||||||||||||||||||||||
| $ | 516 | $ | – | $ | 516 | |||||||||||||||||||||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 28, 2025:
United States Custom Basket of Long Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 7,553 | NOVARTIS AG |
$ | 745 | $ | 59 | 342.1 | % | |||||||||
| 7,800 | ITOCHU CORP |
379 | (42 | ) | 174.2 | |||||||||||
| 7,248 | RELX PLC |
352 | (7 | ) | 161.7 | |||||||||||
| 8,627 | BUREAU VERITAS |
268 | (11 | ) | 123.2 | |||||||||||
| 1,883 | LOBLAW COS LTD |
252 | (9 | ) | 115.8 | |||||||||||
| 15,481 | ENGIE SA |
244 | 29 | 112.3 | ||||||||||||
| 846 | SCHNEIDER SA |
221 | (18 | ) | 101.4 | |||||||||||
| 3,149 | DANONE |
213 | 8 | 98.0 | ||||||||||||
| 37,939 | NATWEST GROUP PLC |
192 | 33 | 88.2 | ||||||||||||
| 6,014 | UBS GROUP AG |
192 | 11 | 88.0 | ||||||||||||
| 4,400 | CHUGAI PHARMACEUTICAL CO LTD |
188 | 28 | 86.4 | ||||||||||||
| 2,935 | BNP PARIBAS |
182 | 38 | 83.5 | ||||||||||||
| 18,400 | JAPAN POST HOLDINGS CO LTD |
180 | 11 | 82.8 | ||||||||||||
| 23,882 | ENEL SPA |
175 | 3 | 80.4 | ||||||||||||
| 7,258 | EQUINOR ASA |
169 | – | 77.8 | ||||||||||||
| 1,467 | EURONEXT NV |
166 | 16 | 76.4 | ||||||||||||
| 16,506 | HSBC HOLDINGS PLC |
160 | 31 | 73.4 | ||||||||||||
| 1,302 | NEXT PLC |
159 | 2 | 73.0 | ||||||||||||
| 20,778 | ROLLS-ROYCE HOLDINGS PLC |
153 | 40 | 70.2 | ||||||||||||
| 1,417 | PUBLICIS |
151 | (12 | ) | 69.1 | |||||||||||
| 30,286 | MARKS & SPENCER GROUP PLC |
146 | (14 | ) | 67.1 | |||||||||||
| 3,035 | 3I GROUP PLC |
142 | 7 | 65.0 | ||||||||||||
| 30,322 | TESCO PLC |
141 | 1 | 64.8 | ||||||||||||
| 16,500 | CLP HOLDINGS |
137 | (3 | ) | 62.9 | |||||||||||
| 9,277 | CREDIT AGRICOLE |
129 | 23 | 59.1 | ||||||||||||
| 3,769 | HALMA PLC |
124 | 8 | 56.8 | ||||||||||||
| 3,200 | HKEX |
123 | 19 | 56.5 | ||||||||||||
| 256,000 | PICC GROUP |
121 | 5 | 55.8 | ||||||||||||
| 4,318 | AMER SPORTS INC |
120 | 6 | 55.3 | ||||||||||||
| 44 | HERMES INTL |
111 | 14 | 51.0 | ||||||||||||
| 4,100 | NS SOLUTIONS CORP |
108 | (4 | ) | 49.8 | |||||||||||
| 778 | GTT |
107 | 10 | 49.3 | ||||||||||||
| 153,494 | LLOYDS BANKING GROUP PLC |
106 | 33 | 48.9 | ||||||||||||
| 1,700 | ADVANTEST CORP |
105 | (15 | ) | 48.3 | |||||||||||
| 1,092 | SANOFI |
103 | 14 | 47.1 | ||||||||||||
| 4,963 | DNB ASA |
102 | 10 | 46.9 | ||||||||||||
| 3,111 | IMPERIAL BRANDS PLC |
102 | 9 | 46.7 | ||||||||||||
| 29,488 | BARCLAYS PLC |
100 | 17 | 45.9 | ||||||||||||
| 585 | GAMES WORKSHOP GROUP PLC |
94 | 12 | 43.2 | ||||||||||||
| 1,375 | AMUNDI SA |
92 | 4 | 42.4 | ||||||||||||
| 7,200 | TDK CORP |
92 | (18 | ) | 42.4 | |||||||||||
| 13,900 | TORAY INDUSTRIES INC |
91 | (1 | ) | 41.9 | |||||||||||
| 24,135 | INTL CONSOLIDATED AIRLINE-DI |
91 | 14 | 41.7 | ||||||||||||
| 972 | COMPAGNIE DE SAINT GOBAIN |
89 | 7 | 40.8 | ||||||||||||
| 139 | ZURICH INSURANCE GROUP AG |
85 | 5 | 39.1 | ||||||||||||
120
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Continued)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| 6,681 | STANDARD CHARTERED PLC |
$ | 84 | $ | 21 | 38.5 | % | |||||||||
| 2,403 | COCA-COLA HBC AG-DI |
83 | 17 | 38.3 | ||||||||||||
| 41,000 | CHINA LIFE |
76 | 3 | 34.8 | ||||||||||||
| 2,373 | BOLIDEN |
71 | 11 | 32.4 | ||||||||||||
| 308 | SAFRAN SA |
68 | 11 | 31.3 | ||||||||||||
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of February 28, 2025:
United States Custom Basket of Short Securities
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (3,849 | ) | CANADIAN NATIONAL RAILWAY |
$ | (394 | ) | $ | 8 | (181.0 | )% | |||||||
| (19,800 | ) | ONO PHARMACEUTICAL CO LTD |
(213 | ) | 3 | (97.7 | ) | |||||||||
| (1,004 | ) | THOMSON REUTERS CORP |
(177 | ) | (2 | ) | (81.5 | ) | ||||||||
| (16,900 | ) | KYOCERA CORP |
(168 | ) | (15 | ) | (77.2 | ) | ||||||||
| (5,200 | ) | AGC INC |
(155 | ) | 2 | (71.0 | ) | |||||||||
| (3,239 | ) | ASR NEDERLND AIW |
(153 | ) | (16 | ) | (70.2 | ) | ||||||||
| (4,897 | ) | HYDRO ONE LTD |
(152 | ) | (5 | ) | (69.7 | ) | ||||||||
| (2,403 | ) | TORONTO DOM BK |
(128 | ) | (16 | ) | (59.0 | ) | ||||||||
| (5,000 | ) | TOTO LTD |
(125 | ) | (3 | ) | (57.5 | ) | ||||||||
| (1,325 | ) | SPIRAX GROUP PLC |
(116 | ) | (3 | ) | (53.5 | ) | ||||||||
| (2,437 | ) | INTERPUMP GROUP |
(114 | ) | 23 | (52.3 | ) | |||||||||
| (2,200 | ) | YAMATO KOGYO CO LTD |
(106 | ) | (7 | ) | (48.7 | ) | ||||||||
| (5,273 | ) | SIG GROUP AG |
(106 | ) | 3 | (48.6 | ) | |||||||||
| (4,384 | ) | ADECCO GROUP AG-REG |
(104 | ) | (13 | ) | (47.9 | ) | ||||||||
| (71 | ) | PARTNERS GROUP |
(101 | ) | (1 | ) | (46.5 | ) | ||||||||
| (181,600 | ) | GENTING SINGAPORE LIMITED |
(101 | ) | 4 | (46.2 | ) | |||||||||
| (25,006 | ) | B&M EUROPEAN VALUE RETAIL SA |
(99 | ) | 10 | (45.6 | ) | |||||||||
| (3,990 | ) | VALMET OYJ |
(96 | ) | (14 | ) | (44.2 | ) | ||||||||
| (7,200 | ) | SAWAI GROUP HOLDINGS CO LTD |
(95 | ) | 6 | (43.8 | ) | |||||||||
| (13,556 | ) | KINNEVIK B |
(95 | ) | (14 | ) | (43.5 | ) | ||||||||
| (9,900 | ) | SG HOLDINGS CO LTD |
(94 | ) | (5 | ) | (43.2 | ) | ||||||||
| (2,119 | ) | MAGNA INTL A |
(91 | ) | 14 | (42.0 | ) | |||||||||
| (9,065 | ) | HOWDEN JOINERY GROUP PLC |
(91 | ) | 4 | (41.9 | ) | |||||||||
| (668 | ) | TFI International Inc |
(91 | ) | 31 | (41.6 | ) | |||||||||
| (2,996 | ) | POWER CORP CAN |
(89 | ) | (12 | ) | (41.0 | ) | ||||||||
| (10,536 | ) | SAMPO OYJ A |
(89 | ) | (4 | ) | (40.8 | ) | ||||||||
| (7,800 | ) | RICOH CO LTD |
(89 | ) | 6 | (40.7 | ) | |||||||||
| (2,500 | ) | ZENKOKU HOSHO CO LTD |
(88 | ) | (4 | ) | (40.3 | ) | ||||||||
| (765 | ) | COLOPLAST B |
(87 | ) | 7 | (40.0 | ) | |||||||||
| (17,742 | ) | NEXI SPA |
(87 | ) | (7 | ) | (39.8 | ) | ||||||||
| (27,015 | ) | STOCKLAND |
(84 | ) | (2 | ) | (38.8 | ) | ||||||||
| (498 | ) | BKW SA |
(83 | ) | (3 | ) | (38.2 | ) | ||||||||
| (20,873 | ) | SCHRODERS PLC |
(83 | ) | (13 | ) | (37.9 | ) | ||||||||
| (92,200 | ) | MAPLETREE PAN ASIA COMMERCIAL |
(82 | ) | 3 | (37.7 | ) | |||||||||
| (534 | ) | BOYD GROUP SERVICES INC |
(80 | ) | (10 | ) | (36.6 | ) | ||||||||
| (1,076 | ) | JYSKE BANK |
(79 | ) | (7 | ) | (36.3 | ) | ||||||||
| (418 | ) | WASTE CONNECTIONS INC |
(78 | ) | (1 | ) | (35.9 | ) | ||||||||
| (2,479 | ) | SPECTRIS PLC |
(78 | ) | (11 | ) | (35.8 | ) | ||||||||
| (8,600 | ) | KS HOLDINGS CORP |
(78 | ) | (1 | ) | (35.8 | ) | ||||||||
| (46,472 | ) | SPARK NEW ZEALAND LTD |
(77 | ) | 18 | (35.4 | ) | |||||||||
| (7,700 | ) | VENTURE CORPORATION LTD |
(75 | ) | 4 | (34.2 | ) | |||||||||
| (17,998 | ) | LENDLEASE GROUP |
(73 | ) | 5 | (33.5 | ) | |||||||||
| (6,053 | ) | BURBERRY GROUP PLC |
(73 | ) | (9 | ) | (33.4 | ) | ||||||||
| (2,408 | ) | ATS CORP |
(72 | ) | 3 | (33.0 | ) | |||||||||
| (6,300 | ) | LIXIL CORP |
(70 | ) | – | (32.1 | ) | |||||||||
| (4,400 | ) | NIPPON EXPRESS HOLDINGS INC |
(70 | ) | (7 | ) | (32.0 | ) | ||||||||
| (1,680 | ) | PUMA SE |
(68 | ) | 18 | (31.1 | ) | |||||||||
| (9,575 | ) | BENDIGO AND ADELAIDE BANK |
(67 | ) | 3 | (30.8 | ) | |||||||||
SEI Institutional Investments Trust
121
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Screened World Equity Ex-US Fund (Concluded)
Shares |
Description |
Notional Amount (Thousands) |
Value (Thousands) |
Percentage of Basket | ||||||||||||
| (72,575 | ) | ITV PLC |
$ | (66 | ) | $ | 3 | (30.5 | )% | |||||||
| (3,140 | ) | ERG |
(66 | ) | 7 | (30.2 | ) | |||||||||
|
Percentages are based on Net Assets of $169,515 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(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 28, 2025 ($ Thousands):
Security Description |
Value 5/31/2024 |
Purchases at Cost |
Proceeds from Sales |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ (Depreciation) |
Value 2/28/2025 |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
$ | 1,680 | $ | 18,270 | $ | (18,146 | ) | $ | — | $ | — | $ | 1,804 | $ | 136 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
122
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 95.9% |
||||||||
Australia — 0.5% |
||||||||
Computershare Ltd |
15,942 | $ | 410 | |||||
Goodman Group ‡ |
415 | 8 | ||||||
JB Hi-Fi Ltd |
4,674 | 269 | ||||||
Pro Medicus Ltd |
47 | 7 | ||||||
Rio Tinto Ltd |
9,791 | 692 | ||||||
| 1,386 | ||||||||
Austria — 0.5% |
||||||||
BAWAG Group AG |
2,998 | 304 | ||||||
Erste Group Bank AG |
12,424 | 836 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe |
3,100 | 117 | ||||||
| 1,257 | ||||||||
Belgium — 0.4% |
||||||||
Ageas SA/NV |
1,600 | 88 | ||||||
Colruyt Group N.V |
2,000 | 77 | ||||||
Lotus Bakeries NV |
17 | 154 | ||||||
Syensqo SA |
9,179 | 675 | ||||||
| 994 | ||||||||
Brazil — 1.0% |
||||||||
Ambev SA * |
366,483 | 763 | ||||||
Banco do Brasil SA |
174,832 | 812 | ||||||
Telefonica Brasil SA |
97,042 | 797 | ||||||
TOTVS SA |
49,100 | 289 | ||||||
| 2,661 | ||||||||
Canada — 1.4% |
||||||||
Atco Ltd/Canada, Cl I |
2,700 | 88 | ||||||
Barrick Gold Corp |
39,338 | 701 | ||||||
Canadian Imperial Bank of Commerce |
1,400 | 85 | ||||||
Canadian Tire Corp Ltd, Cl A |
700 | 69 | ||||||
Celestica Inc * |
4,563 | 489 | ||||||
Cogeco Communications Inc |
1,500 | 69 | ||||||
Dollarama Inc |
4,844 | 507 | ||||||
Intact Financial Corp |
538 | 106 | ||||||
Loblaw Cos Ltd |
2,144 | 282 | ||||||
Magna International Inc, Cl A |
8,623 | 314 | ||||||
New Gold Inc * |
26,645 | 73 | ||||||
Quebecor Inc, Cl B |
4,263 | 98 | ||||||
TMX Group Ltd |
12,236 | 437 | ||||||
Toromont Industries Ltd |
3,982 | 336 | ||||||
| 3,654 | ||||||||
China — 1.8% |
||||||||
Bank of Communications Co Ltd, Cl H * |
167,000 | 142 | ||||||
Beijing Enterprises Holdings Ltd |
24,500 | 84 | ||||||
China Railway Signal & Communication Corp Ltd, Cl H |
296,000 | 127 | ||||||
China Shenhua Energy Co Ltd, Cl H |
28,000 | 107 | ||||||
Geely Automobile Holdings Ltd |
36,062 | 82 | ||||||
People's Insurance Co Group of China Ltd/The, Cl H * |
268,000 | 132 | ||||||
PetroChina Co Ltd, Cl H |
162,000 | 121 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Pop Mart International Group Ltd |
19,315 | $ | 260 | |||||
Qifu Technology Inc ADR |
4,228 | 169 | ||||||
Shougang Fushan Resources Group Ltd |
264,000 | 80 | ||||||
Tencent Holdings Ltd |
8,100 | 499 | ||||||
Trip.com Group Ltd * |
1,657 | 94 | ||||||
Xiaomi Corp, Cl B * |
423,085 | 2,833 | ||||||
Yangzijiang Shipbuilding Holdings Ltd |
114,447 | 202 | ||||||
| 4,932 | ||||||||
Denmark — 0.6% |
||||||||
AP Moller - Maersk A/S, Cl B |
612 | 1,079 | ||||||
Coloplast A/S, Cl B |
2,636 | 281 | ||||||
Pandora A/S |
675 | 120 | ||||||
Scandinavian Tobacco Group A/S |
5,200 | 79 | ||||||
| 1,559 | ||||||||
Finland — 0.4% |
||||||||
Nokia Oyj |
183,574 | 884 | ||||||
Orion Oyj, Cl B |
5,190 | 293 | ||||||
| 1,177 | ||||||||
France — 1.8% |
||||||||
Bouygues SA |
2,400 | 82 | ||||||
Carrefour SA |
65,472 | 872 | ||||||
Danone SA |
9,616 | 688 | ||||||
EssilorLuxottica SA |
2,326 | 698 | ||||||
LVMH Moet Hennessy Louis Vuitton SE |
697 | 505 | ||||||
Orange SA |
7,700 | 93 | ||||||
Pernod Ricard SA |
2,073 | 223 | ||||||
Publicis Groupe SA |
325 | 32 | ||||||
Societe BIC SA |
13,139 | 808 | ||||||
Teleperformance SE |
7,681 | 742 | ||||||
TotalEnergies SE |
1,900 | 115 | ||||||
| 4,858 | ||||||||
Germany — 1.2% |
||||||||
Bayer AG |
33,218 | 787 | ||||||
Commerzbank AG |
4,828 | 104 | ||||||
Continental AG |
12,763 | 918 | ||||||
Deutsche Telekom AG |
6,000 | 217 | ||||||
SAP SE |
3,143 | 874 | ||||||
Scout24 SE |
3,465 | 340 | ||||||
| 3,240 | ||||||||
Hong Kong — 1.2% |
||||||||
AIA Group Ltd |
148,486 | 1,140 | ||||||
Hong Kong Exchanges & Clearing Ltd |
10,400 | 469 | ||||||
Sun Hung Kai Properties Ltd |
5,000 | 47 | ||||||
Swire Pacific Ltd, Cl A |
82,171 | 684 | ||||||
VTech Holdings Ltd |
121,985 | 843 | ||||||
| 3,183 | ||||||||
India — 0.4% |
||||||||
Bharat Electronics Ltd |
847 | 2 | ||||||
Cummins India Ltd |
2,902 | 91 | ||||||
Dixon Technologies India Ltd |
31 | 5 | ||||||
HDFC Asset Management Co Ltd |
3,393 | 141 | ||||||
SEI Institutional Investments Trust
123
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
HDFC Bank Ltd ADR |
7,815 | $ | 482 | |||||
ICICI Bank Ltd |
922 | 13 | ||||||
Muthoot Finance Ltd |
4,566 | 112 | ||||||
Oil India Ltd |
15,300 | 60 | ||||||
Power Finance Corp Ltd |
23,596 | 99 | ||||||
REC Ltd |
38,730 | 161 | ||||||
| 1,166 | ||||||||
Ireland — 0.6% |
||||||||
Accenture PLC, Cl A |
1,548 | 539 | ||||||
AIB Group PLC |
131,998 | 930 | ||||||
| 1,469 | ||||||||
Israel — 0.3% |
||||||||
Check Point Software Technologies Ltd * |
3,022 | 666 | ||||||
Teva Pharmaceutical Industries Ltd ADR * |
549 | 9 | ||||||
| 675 | ||||||||
Italy — 0.2% |
||||||||
Intesa Sanpaolo SpA |
5,387 | 27 | ||||||
Prysmian SpA |
4,095 | 244 | ||||||
UniCredit SpA |
1,784 | 94 | ||||||
Unipol Gruppo SpA |
18,316 | 274 | ||||||
| 639 | ||||||||
Japan — 4.0% |
||||||||
AEON REIT Investment Corp ‡ |
70 | 61 | ||||||
Asics Corp |
31,100 | 696 | ||||||
Brother Industries Ltd |
45,738 | 882 | ||||||
Canon Inc |
7,100 | 240 | ||||||
Citizen Watch Co Ltd |
12,600 | 75 | ||||||
Credit Saison Co Ltd |
6,264 | 148 | ||||||
Dentsu Group Inc |
35,491 | 736 | ||||||
Fujikura Ltd |
10,820 | 451 | ||||||
Fujitec Co Ltd |
2,547 | 98 | ||||||
Honda Motor Co Ltd |
21,600 | 201 | ||||||
Hoya Corp |
2,800 | 328 | ||||||
ITOCHU Corp |
1,000 | 44 | ||||||
Itochu Enex Co Ltd |
13,300 | 138 | ||||||
Japan Post Bank Co Ltd |
27,936 | 282 | ||||||
Kewpie Corp |
4,418 | 83 | ||||||
Keyence Corp |
800 | 319 | ||||||
Koito Manufacturing Co Ltd |
49,390 | 626 | ||||||
Konami Group Corp |
4,343 | 530 | ||||||
M3 Inc |
25,400 | 300 | ||||||
MIRAIT ONE corp |
8,300 | 123 | ||||||
Mitsubishi Heavy Industries Ltd |
17,690 | 237 | ||||||
Mizuho Financial Group Inc |
10,500 | 295 | ||||||
Recruit Holdings Co Ltd |
6,300 | 375 | ||||||
Ryohin Keikaku Co Ltd |
9,492 | 250 | ||||||
Sanrio Co Ltd |
6,425 | 272 | ||||||
Sanwa Holdings Corp |
4,812 | 157 | ||||||
Sekisui House Ltd |
13,247 | 299 | ||||||
Senko Group Holdings Co Ltd |
12,300 | 118 | ||||||
Shimizu Corp |
20,004 | 184 | ||||||
SMS Co Ltd |
20,500 | 158 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Toei Animation Co Ltd |
11,500 | $ | 253 | |||||
Tokio Marine Holdings Inc |
21,313 | 758 | ||||||
Tomy Co Ltd |
3,730 | 91 | ||||||
Yamada Holdings Co Ltd |
31,600 | 90 | ||||||
Yamaha Corp |
107,260 | 792 | ||||||
| 10,690 | ||||||||
Jersey — 0.0% |
||||||||
JTC PLC |
6,533 | 80 | ||||||
Luxembourg — 0.3% |
||||||||
SES SA, Cl A |
201,057 | 881 | ||||||
Macao — 0.3% |
||||||||
Sands China Ltd * |
323,439 | 742 | ||||||
Malaysia — 0.2% |
||||||||
RHB Bank Bhd |
82,700 | 128 | ||||||
Tenaga Nasional Bhd |
123,324 | 377 | ||||||
| 505 | ||||||||
Netherlands — 0.7% |
||||||||
ASML Holding NV |
758 | 541 | ||||||
IMCD NV |
2,046 | 304 | ||||||
Koninklijke Ahold Delhaize NV |
6,600 | 233 | ||||||
NN Group NV |
2,200 | 112 | ||||||
Universal Music Group NV |
12,578 | 351 | ||||||
Wolters Kluwer NV |
2,210 | 341 | ||||||
| 1,882 | ||||||||
New Zealand — 0.2% |
||||||||
Fisher & Paykel Healthcare Corp Ltd |
25,971 | 497 | ||||||
Norway — 0.3% |
||||||||
Austevoll Seafood ASA |
6,400 | 61 | ||||||
Gjensidige Forsikring ASA |
12,410 | 255 | ||||||
Kongsberg Gruppen ASA |
3,327 | 405 | ||||||
| 721 | ||||||||
Philippines — 0.1% |
||||||||
DMCI Holdings Inc |
438,600 | 85 | ||||||
International Container Terminal Services Inc |
40,245 | 243 | ||||||
| 328 | ||||||||
Poland — 0.1% |
||||||||
CAPITEA SA * |
158,863 | 19 | ||||||
CD Projekt SA |
2,421 | 135 | ||||||
| 154 | ||||||||
Portugal — 0.0% |
||||||||
REN - Redes Energeticas Nacionais SGPS SA |
42,100 | 107 | ||||||
Russia — 0.0% |
||||||||
Detsky Mir PJSC * |
101,061 | – | ||||||
Evraz PLC *(A) |
21,791 | 22 | ||||||
Gazprom Neft PJSC (A) |
7,643 | – | ||||||
Gazprom PJSC *(A) |
125,045 | – | ||||||
Globaltrans Investment PLC GDR *(A) |
27,819 | – | ||||||
GMK Norilskiy Nickel PAO *(A) |
354 | – | ||||||
124
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
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 | – | ||||||
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 | ||||||||
Saudi Arabia — 0.0% |
||||||||
Etihad Etisalat Co |
4,688 | 78 | ||||||
Singapore — 0.2% |
||||||||
DBS Group Holdings Ltd |
3,850 | 132 | ||||||
Jardine Cycle & Carriage Ltd |
5,900 | 117 | ||||||
Keppel DC REIT ‡ |
70,777 | 109 | ||||||
United Overseas Bank Ltd |
5,900 | 167 | ||||||
| 525 | ||||||||
South Africa — 0.6% |
||||||||
Anglo American PLC |
26,225 | 774 | ||||||
AVI Ltd |
14,080 | 71 | ||||||
Clicks Group Ltd |
20,758 | 385 | ||||||
Nedbank Group Ltd |
23,084 | 348 | ||||||
Pepkor Holdings Ltd * |
96,732 | 134 | ||||||
| 1,712 | ||||||||
South Korea — 1.4% |
||||||||
Doosan Bobcat Inc |
23,154 | 747 | ||||||
Industrial Bank of Korea |
14,800 | 158 | ||||||
KT Corp |
3,800 | 122 | ||||||
KT&G Corp |
10,916 | 733 | ||||||
LG Corp * |
11,365 | 518 | ||||||
LG H&H Co Ltd * |
3,452 | 754 | ||||||
Samsung Electronics Co Ltd |
17,134 | 641 | ||||||
SK Telecom Co Ltd |
3,000 | 115 | ||||||
| 3,788 | ||||||||
Spain — 0.8% |
||||||||
Indra Sistemas SA |
520 | 11 | ||||||
Industria de Diseno Textil SA |
37,955 | 2,045 | ||||||
| 2,056 | ||||||||
Sweden — 0.3% |
||||||||
Assa Abloy AB, Cl B |
14,849 | 457 | ||||||
Hexagon AB, Cl B |
28,383 | 328 | ||||||
| 785 | ||||||||
Switzerland — 0.6% |
||||||||
Partners Group Holding AG |
420 | 622 | ||||||
Sandoz Group AG |
580 | 25 | ||||||
Swatch Group AG/The |
3,497 | 682 | ||||||
VAT Group AG |
689 | 261 | ||||||
| 1,590 | ||||||||
Taiwan — 0.6% |
||||||||
Chicony Electronics Co Ltd |
39,000 | 190 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Hon Hai Precision Industry Co Ltd |
38,000 | $ | 197 | |||||
Lotes Co Ltd |
4,000 | 197 | ||||||
MediaTek Inc |
3,699 | 165 | ||||||
Pou Chen Corp |
79,000 | 92 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
3,512 | 634 | ||||||
Universal Vision Biotechnology Co Ltd |
798 | 6 | ||||||
| 1,481 | ||||||||
Thailand — 0.1% |
||||||||
Bangkok Bank PCL |
26,500 | 117 | ||||||
Kiatnakin Phatra Bank PCL |
46,300 | 75 | ||||||
| 192 | ||||||||
Turkey — 0.0% |
||||||||
Eldorado Gold Corp * |
4,154 | 57 | ||||||
United Arab Emirates — 0.5% |
||||||||
Aldar Properties PJSC |
162,699 | 396 | ||||||
Emaar Properties PJSC |
276,226 | 1,020 | ||||||
| 1,416 | ||||||||
United Kingdom — 5.0% |
||||||||
AJ Bell PLC |
15,461 | 83 | ||||||
BAE Systems PLC |
6,600 | 118 | ||||||
Barclays PLC |
292,581 | 1,156 | ||||||
British American Tobacco PLC |
24,443 | 950 | ||||||
Burberry Group PLC |
86,333 | 1,189 | ||||||
Cranswick PLC |
1,410 | 87 | ||||||
Diageo PLC |
12,350 | 338 | ||||||
Diploma PLC |
5,150 | 294 | ||||||
Halma PLC |
14,560 | 517 | ||||||
Imperial Brands PLC |
27,303 | 962 | ||||||
InterContinental Hotels Group PLC |
2,852 | 358 | ||||||
ITV PLC |
743,034 | 667 | ||||||
JD Sports Fashion PLC |
694,775 | 687 | ||||||
London Stock Exchange Group PLC |
4,406 | 659 | ||||||
Marks & Spencer Group PLC |
91,712 | 412 | ||||||
NatWest Group PLC |
133,513 | 810 | ||||||
Reckitt Benckiser Group PLC |
14,861 | 984 | ||||||
RELX PLC |
11,726 | 568 | ||||||
Rolls-Royce Holdings PLC * |
89,669 | 847 | ||||||
Spectris PLC |
1,900 | 69 | ||||||
TechnipFMC PLC |
16,226 | 478 | ||||||
Tesco PLC |
24,000 | 115 | ||||||
Unilever PLC |
8,106 | 460 | ||||||
WPP PLC |
78,675 | 639 | ||||||
| 13,447 | ||||||||
United States — 67.3% |
||||||||
Abercrombie & Fitch Co, Cl A * |
1,784 | 184 | ||||||
Acuity Brands Inc |
1,040 | 309 | ||||||
Adient PLC * |
14,367 | 227 | ||||||
Adobe Inc * |
2,484 | 1,089 | ||||||
Adtalem Global Education Inc * |
1,768 | 181 | ||||||
Advance Auto Parts Inc |
9,279 | 342 | ||||||
SEI Institutional Investments Trust
125
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Aflac Inc |
1,500 | $ | 164 | |||||
Alaska Air Group Inc * |
8,427 | 609 | ||||||
Allison Transmission Holdings Inc |
6,245 | 635 | ||||||
Allstate Corp/The |
14,500 | 2,888 | ||||||
Ally Financial Inc |
46,335 | 1,719 | ||||||
Alphabet Inc, Cl A |
26,471 | 4,508 | ||||||
Altria Group Inc |
4,000 | 223 | ||||||
Amdocs Ltd |
2,500 | 218 | ||||||
American Axle & Manufacturing Holdings Inc * |
51,860 | 257 | ||||||
Amphenol Corp, Cl A |
23,644 | 1,575 | ||||||
Analog Devices Inc |
5,805 | 1,336 | ||||||
Aon PLC, Cl A |
1,538 | 629 | ||||||
Apple Inc |
4,119 | 996 | ||||||
AppLovin Corp, Cl A * |
2,105 | 686 | ||||||
Archer-Daniels-Midland Co |
2,600 | 123 | ||||||
Argan Inc |
410 | 53 | ||||||
Arista Networks Inc * |
2,584 | 240 | ||||||
Arrow Electronics Inc * |
4,990 | 539 | ||||||
Asbury Automotive Group Inc * |
1,433 | 385 | ||||||
AT&T Inc |
131,000 | 3,591 | ||||||
Atmus Filtration Technologies Inc |
3,279 | 131 | ||||||
AutoNation Inc * |
2,026 | 370 | ||||||
AutoZone Inc * |
988 | 3,451 | ||||||
Avnet Inc |
10,761 | 544 | ||||||
Axon Enterprise Inc * |
35 | 19 | ||||||
Bank of New York Mellon Corp/The |
4,200 | 374 | ||||||
Becton Dickinson & Co |
3,698 | 834 | ||||||
Berkshire Hathaway Inc, Cl B * |
200 | 103 | ||||||
Berry Global Group Inc |
1,400 | 101 | ||||||
Blue Owl Capital Corp |
6,200 | 96 | ||||||
BlueLinx Holdings Inc * |
2,984 | 237 | ||||||
Boston Scientific Corp * |
18,439 | 1,914 | ||||||
BP PLC |
139,866 | 770 | ||||||
Brinker International Inc * |
1,783 | 294 | ||||||
Bristol-Myers Squibb Co |
5,200 | 310 | ||||||
Brown & Brown Inc |
9,992 | 1,184 | ||||||
Bunge Global SA |
1,200 | 89 | ||||||
Carrier Global Corp |
19,217 | 1,245 | ||||||
Cencora Inc |
13,575 | 3,442 | ||||||
Chevron Corp |
14,700 | 2,332 | ||||||
Cintas Corp |
100 | 21 | ||||||
Cisco Systems Inc |
4,400 | 282 | ||||||
Citigroup Inc |
31,300 | 2,502 | ||||||
Cleveland-Cliffs Inc * |
35,990 | 390 | ||||||
CME Group Inc, Cl A |
7,096 | 1,801 | ||||||
Cognizant Technology Solutions Corp, Cl A |
2,100 | 175 | ||||||
Colgate-Palmolive Co |
23,821 | 2,172 | ||||||
Comcast Corp, Cl A |
7,300 | 262 | ||||||
Community Financial System Inc |
2,265 | 143 | ||||||
CommVault Systems Inc * |
511 | 87 | ||||||
Conagra Brands Inc |
4,300 | 110 | ||||||
Copart Inc * |
16,800 | 921 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Corcept Therapeutics Inc * |
4,199 | $ | 254 | |||||
Cracker Barrel Old Country Store Inc |
6,407 | 290 | ||||||
CRH PLC |
17,328 | 1,781 | ||||||
CSG Systems International Inc |
2,200 | 141 | ||||||
Cummins Inc |
600 | 221 | ||||||
CVS Health Corp |
50,300 | 3,306 | ||||||
Dana Inc |
24,964 | 371 | ||||||
Deckers Outdoor Corp * |
5,137 | 716 | ||||||
Delek US Holdings Inc |
21,599 | 352 | ||||||
Dollar Tree Inc * |
16,600 | 1,210 | ||||||
Dominion Energy Inc |
42,800 | 2,423 | ||||||
Dorman Products Inc * |
1,050 | 138 | ||||||
Dow Inc |
39,600 | 1,509 | ||||||
Dropbox Inc, Cl A * |
4,600 | 120 | ||||||
DXC Technology Co * |
20,220 | 371 | ||||||
eBay Inc |
3,800 | 246 | ||||||
Edgewell Personal Care Co |
3,000 | 94 | ||||||
Electronic Arts Inc |
700 | 90 | ||||||
Employers Holdings Inc |
2,200 | 114 | ||||||
Enova International Inc * |
1,207 | 125 | ||||||
Ensign Group Inc/The |
2,510 | 324 | ||||||
Entergy Corp |
1,600 | 140 | ||||||
Envista Holdings Corp * |
45,457 | 908 | ||||||
Equitable Holdings Inc |
51,500 | 2,834 | ||||||
Everest Group Ltd |
200 | 71 | ||||||
Evergy Inc |
1,500 | 103 | ||||||
Eversource Energy |
1,900 | 120 | ||||||
Exelixis Inc * |
3,500 | 135 | ||||||
Experian PLC |
9,009 | 430 | ||||||
Exxon Mobil Corp |
2,400 | 267 | ||||||
FactSet Research Systems Inc |
2,427 | 1,121 | ||||||
Fair Isaac Corp * |
39 | 74 | ||||||
Federated Hermes Inc, Cl B |
2,800 | 109 | ||||||
FedEx Corp |
6,200 | 1,630 | ||||||
Fiserv Inc * |
2,229 | 525 | ||||||
Flex Ltd * |
15,180 | 575 | ||||||
Foot Locker Inc * |
15,532 | 269 | ||||||
Ford Motor Co |
5,900 | 56 | ||||||
Fox Corp |
15,924 | 899 | ||||||
Freshpet Inc * |
1,956 | 209 | ||||||
Frontier Group Holdings Inc * |
65,262 | 470 | ||||||
Garmin Ltd |
7,003 | 1,603 | ||||||
General Mills Inc |
1,500 | 91 | ||||||
General Motors Co |
3,738 | 184 | ||||||
Genuine Parts Co |
14,000 | 1,748 | ||||||
Gilead Sciences Inc |
2,700 | 309 | ||||||
Glatfelter Corp * |
386 | 8 | ||||||
Global Payments Inc |
15,200 | 1,600 | ||||||
Goldman Sachs Group Inc/The |
92 | 57 | ||||||
Goodyear Tire & Rubber Co/The * |
28,780 | 272 | ||||||
Graco Inc |
13,312 | 1,159 | ||||||
Graphic Packaging Holding Co |
2,100 | 56 | ||||||
GSK PLC |
15,000 | 277 | ||||||
126
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Guidewire Software Inc * |
2,201 | $ | 443 | |||||
H&R Block Inc |
2,100 | 115 | ||||||
Halozyme Therapeutics Inc * |
4,191 | 248 | ||||||
Harley-Davidson Inc |
26,081 | 672 | ||||||
Hartford Financial Services Group Inc/The |
2,900 | 343 | ||||||
Hewlett Packard Enterprise Co |
8,800 | 174 | ||||||
HF Sinclair Corp |
13,000 | 459 | ||||||
Hilton Worldwide Holdings Inc |
4,200 | 1,113 | ||||||
Howmet Aerospace Inc |
6,953 | 950 | ||||||
HP Inc |
5,400 | 167 | ||||||
HubSpot Inc * |
40 | 29 | ||||||
Humana Inc |
2,000 | 541 | ||||||
Incyte Corp * |
1,200 | 88 | ||||||
Intel Corp |
50,200 | 1,191 | ||||||
InterDigital Inc |
1,021 | 218 | ||||||
International Business Machines Corp |
9,900 | 2,499 | ||||||
International Paper Co |
11,216 | 632 | ||||||
Intuitive Surgical Inc * |
2,398 | 1,374 | ||||||
J M Smucker Co/The |
600 | 66 | ||||||
Janus Henderson Group PLC |
5,715 | 241 | ||||||
Jazz Pharmaceuticals PLC * |
600 | 86 | ||||||
JELD-WEN Holding Inc * |
34,920 | 192 | ||||||
Johnson & Johnson |
11,316 | 1,867 | ||||||
Kellanova |
2,300 | 191 | ||||||
Kraft Heinz Co/The |
70,400 | 2,162 | ||||||
Kroger Co/The |
5,400 | 350 | ||||||
Las Vegas Sands Corp |
30,100 | 1,346 | ||||||
Lear Corp |
3,337 | 314 | ||||||
Lennox International Inc |
1,220 | 733 | ||||||
Liberty Energy Inc, Cl A |
24,800 | 428 | ||||||
Linde PLC |
3,788 | 1,769 | ||||||
Lockheed Martin Corp |
400 | 180 | ||||||
Lowe's Cos Inc |
7,283 | 1,811 | ||||||
LPL Financial Holdings Inc |
2,500 | 929 | ||||||
Macy's Inc |
21,611 | 310 | ||||||
Mastercard Inc, Cl A |
5,065 | 2,919 | ||||||
Mattel Inc * |
5,000 | 107 | ||||||
McKesson Corp |
300 | 192 | ||||||
Merck & Co Inc |
19,100 | 1,762 | ||||||
Merit Medical Systems Inc * |
933 | 95 | ||||||
Meta Platforms Inc, Cl A |
4,661 | 3,115 | ||||||
Metallus Inc * |
20,734 | 299 | ||||||
Mettler-Toledo International Inc * |
719 | 915 | ||||||
MGIC Investment Corp |
4,000 | 98 | ||||||
Microsoft Corp |
12,692 | 5,039 | ||||||
Molson Coors Beverage Co, Cl B |
5,300 | 325 | ||||||
Moody's Corp |
7,031 | 3,543 | ||||||
Motorola Solutions Inc |
2,070 | 911 | ||||||
MSCI Inc, Cl A |
2,479 | 1,464 | ||||||
Murphy Oil Corp |
40,000 | 1,060 | ||||||
Nasdaq Inc |
1,062 | 88 | ||||||
National Fuel Gas Co |
41,600 | 3,128 | ||||||
NBT Bancorp Inc |
2,258 | 108 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
NetApp Inc |
900 | $ | 90 | |||||
Netflix Inc * |
68 | 67 | ||||||
NewMarket Corp |
340 | 194 | ||||||
NIKE Inc, Cl B |
11,078 | 880 | ||||||
Novartis AG |
2,900 | 316 | ||||||
NVIDIA Corp |
27,167 | 3,394 | ||||||
Oaktree Specialty Lending Corp |
2,700 | 44 | ||||||
Old National Bancorp/IN |
12,014 | 285 | ||||||
Old Republic International Corp |
4,400 | 169 | ||||||
Oracle Corp |
11,612 | 1,928 | ||||||
Organon & Co |
690 | 10 | ||||||
Otis Worldwide Corp |
12,787 | 1,276 | ||||||
Owens & Minor Inc * |
19,634 | 188 | ||||||
Packaging Corp of America |
4,111 | 876 | ||||||
Palomar Holdings Inc, Cl A * |
1,100 | 142 | ||||||
Par Pacific Holdings Inc * |
26,489 | 381 | ||||||
Pathward Financial Inc |
1,144 | 89 | ||||||
PBF Energy Inc, Cl A |
14,060 | 301 | ||||||
PepsiCo Inc |
9,689 | 1,487 | ||||||
Petco Health & Wellness Co Inc, Cl A * |
146,040 | 393 | ||||||
Pfizer Inc |
3,400 | 90 | ||||||
Portland General Electric Co |
2,300 | 103 | ||||||
Premier Inc, Cl A |
3,800 | 69 | ||||||
Primo Brands Corp * |
5,797 | 195 | ||||||
PROG Holdings Inc |
1,673 | 47 | ||||||
Progress Software Corp |
1,500 | 82 | ||||||
ProPetro Holding Corp * |
44,508 | 376 | ||||||
Ralph Lauren Corp, Cl A |
1,636 | 444 | ||||||
ResMed Inc |
2,822 | 659 | ||||||
Ryan Specialty Holdings Inc, Cl A |
2,209 | 155 | ||||||
Ryerson Holding Corp |
14,924 | 376 | ||||||
Sanofi SA |
9,331 | 1,022 | ||||||
Sealed Air Corp |
900 | 31 | ||||||
Sensata Technologies Holding PLC |
43,200 | 1,246 | ||||||
ServisFirst Bancshares Inc |
2,222 | 203 | ||||||
Shell PLC |
4,700 | 157 | ||||||
Sherwin-Williams Co/The |
5,063 | 1,834 | ||||||
Signify NV |
34,967 | 747 | ||||||
Snap-on Inc |
300 | 102 | ||||||
Sonic Automotive Inc, Cl A |
6,400 | 436 | ||||||
Sonoco Products Co |
2,500 | 120 | ||||||
Southwest Airlines Co |
15,110 | 469 | ||||||
Sprouts Farmers Market Inc * |
3,918 | 581 | ||||||
StepStone Group Inc, Cl A |
2,516 | 151 | ||||||
Stryker Corp |
27 | 10 | ||||||
Sun Communities Inc ‡ |
7,100 | 967 | ||||||
Synchrony Financial |
295 | 18 | ||||||
Tapestry Inc |
20,000 | 1,708 | ||||||
Taylor Morrison Home Corp, Cl A * |
4,965 | 306 | ||||||
TD SYNNEX Corp |
900 | 124 | ||||||
TEGNA Inc |
5,900 | 107 | ||||||
Tenaris SA |
5,242 | 99 | ||||||
Tenet Healthcare Corp * |
3,308 | 419 | ||||||
SEI Institutional Investments Trust
127
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Texas Roadhouse Inc, Cl A |
2,954 | $ | 544 | |||||
Titan International Inc * |
39,917 | 340 | ||||||
TJX Cos Inc/The |
16,829 | 2,100 | ||||||
T-Mobile US Inc |
500 | 135 | ||||||
Toll Brothers Inc |
216 | 24 | ||||||
Trane Technologies PLC |
4,254 | 1,505 | ||||||
Tyson Foods Inc, Cl A |
47,050 | 2,886 | ||||||
UMB Financial Corp |
2,051 | 226 | ||||||
Under Armour Inc, Cl A * |
58,630 | 399 | ||||||
United Airlines Holdings Inc * |
5,788 | 543 | ||||||
United Natural Foods Inc * |
10,008 | 318 | ||||||
United Therapeutics Corp * |
6,100 | 1,952 | ||||||
UnitedHealth Group Inc |
4,041 | 1,919 | ||||||
Universal Health Services Inc, Cl B |
2,586 | 453 | ||||||
Unum Group |
4,400 | 362 | ||||||
Urban Outfitters Inc * |
2,194 | 128 | ||||||
Verizon Communications Inc |
8,000 | 345 | ||||||
Vertiv Holdings Co, Cl A |
3,887 | 370 | ||||||
VF Corp |
8,284 | 207 | ||||||
Vishay Intertechnology Inc |
79,000 | 1,354 | ||||||
Vontier Corp |
2,800 | 105 | ||||||
Wabash National Corp |
20,786 | 243 | ||||||
Walmart Inc |
23,696 | 2,337 | ||||||
Western Union Co/The |
78,070 | 846 | ||||||
Westinghouse Air Brake Technologies Corp |
6,293 | 1,166 | ||||||
Williams-Sonoma Inc |
2,217 | 431 | ||||||
WK Kellogg Co |
675 | 13 | ||||||
World Kinect Corp |
10,389 | 311 | ||||||
Zumiez Inc * |
11,090 | 158 | ||||||
| 179,999 | ||||||||
Total Common Stock |
||||||||
(Cost $200,786) ($ Thousands) |
256,585 | |||||||
Description |
Shares |
Market Value |
||||||
PREFERRED STOCK — 0.7% |
||||||||
Germany — 0.7% |
||||||||
Henkel AG & Co KGaA (B) |
7,999 | $ | 692 | |||||
Sartorius AG (B) |
944 | 237 | ||||||
Volkswagen AG (B) |
7,868 | 851 | ||||||
| 1,780 | ||||||||
Russia — 0.0% |
||||||||
Sberbank of Russia PJSC (B) |
147,000 | – | ||||||
Total Preferred Stock |
||||||||
(Cost $2,409) ($ Thousands) |
1,780 | |||||||
| Number of Warrants |
||||||||
WARRANTS — 0.0% |
||||||||
Thailand — 0.0% |
||||||||
Kiatnakin Phatra Bank PCL, Expires 01/03/2027 * |
3,858 | – | ||||||
Total Warrants |
||||||||
(Cost $—) ($ Thousands) |
– | |||||||
|
||||||||
CASH EQUIVALENT — 1.3% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
3,546,697 | 3,547 | ||||||
Total Cash Equivalent |
||||||||
(Cost $3,547) ($ Thousands) |
3,547 | |||||||
Total Investments in Securities — 97.9% |
||||||||
(Cost $206,742) ($ Thousands) |
$ | 261,912 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Euro STOXX 50 |
42 | Mar-2025 | $ | 2,218 | $ | 2,383 | $ | 172 | ||||||||||||
FTSE 100 Index |
7 | Mar-2025 | 734 | 775 | 40 | |||||||||||||||
Hang Seng Index |
1 | Mar-2025 | 147 | 148 | 1 | |||||||||||||||
MSCI Emerging Markets |
42 | Mar-2025 | 2,312 | 2,303 | (9 | ) | ||||||||||||||
MSCI Singapore Index |
3 | Mar-2025 | 89 | 88 | – | |||||||||||||||
OMX Stockholm 30 |
7 | Mar-2025 | 177 | 178 | 1 | |||||||||||||||
S&P TSX 60 Index |
3 | Mar-2025 | 644 | 638 | 2 | |||||||||||||||
SPI 200 Index |
3 | Mar-2025 | 396 | 379 | (9 | ) | ||||||||||||||
TOPIX Index |
6 | Mar-2025 | 1,074 | 1,065 | (30 | ) | ||||||||||||||
| $ | 7,791 | $ | 7,957 | $ | 168 | |||||||||||||||
Short Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI |
(14) | Mar-2025 | $ | (4,231 | ) | $ | (4,174 | ) | $ | 57 | ||||||||||
| $ | 3,560 | $ | 3,783 | $ | 225 | |||||||||||||||
7
128
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||||||
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Barclays PLC |
03/10/25 | USD | 107 | NZD | 188 | $ | (1 | ) | ||||||||||||||||
Barclays PLC |
03/10/25 | NZD | 320 | USD | 181 | 2 | ||||||||||||||||||
Barclays PLC |
03/10/25 | USD | 347 | NOK | 3,902 | — | ||||||||||||||||||
Barclays PLC |
03/10/25 | USD | 1,228 | HKD | 9,556 | 1 | ||||||||||||||||||
Barclays PLC |
03/10/25 | USD | 2,135 | SEK | 23,275 | 34 | ||||||||||||||||||
Barclays PLC |
03/10/25 | AUD | 2,430 | USD | 1,523 | 12 | ||||||||||||||||||
Barclays PLC |
03/10/25 | CAD | 6,253 | USD | 4,361 | 20 | ||||||||||||||||||
Barclays PLC |
03/10/25 | DKK | 12,245 | USD | 1,704 | (5 | ) | |||||||||||||||||
Barclays PLC |
03/10/25 | USD | 13,373 | JPY | 2,031,620 | 118 | ||||||||||||||||||
BNP Paribas |
03/10/25 | USD | 8,809 | GBP | 7,123 | 159 | ||||||||||||||||||
BNP Paribas |
03/10/25 | GBP | 12,142 | USD | 15,017 | (272 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 2 | NZD | 3 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 14 | NZD | 24 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NZD | 29 | USD | 16 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NZD | 2 | USD | 1 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 14 | SGD | 19 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 24 | SGD | 32 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 1 | NOK | 9 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 50 | NOK | 555 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SGD | 47 | USD | 35 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SGD | 27 | USD | 20 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 43 | SEK | 465 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 104 | SEK | 1,108 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 34 | DKK | 243 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 127 | DKK | 907 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 68 | HKD | 528 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 129 | HKD | 1,005 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 10 | AUD | 16 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 219 | AUD | 346 | (4 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 131 | CHF | 118 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 203 | CHF | 182 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CHF | 257 | USD | 286 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CHF | 99 | USD | 109 | (1 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | AUD | 402 | USD | 254 | 4 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | AUD | 70 | USD | 44 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 3 | CAD | 4 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 484 | CAD | 690 | (5 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NOK | 536 | USD | 48 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | NOK | 51 | USD | 5 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CAD | 745 | USD | 522 | 5 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | CAD | 66 | USD | 45 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | GBP | 515 | USD | 650 | 2 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | GBP | 402 | USD | 501 | (5 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 454 | GBP | 363 | 3 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 629 | GBP | 498 | (2 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 714 | JPY | 108,278 | 5 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 573 | JPY | 85,538 | (5 | ) | |||||||||||||||||
SEI Institutional Investments Trust
129
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
World Select Equity Fund (Concluded)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | DKK | 1,013 | USD | 142 | $ | 1 | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | DKK | 349 | USD | 48 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SEK | 1,150 | USD | 108 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | SEK | 345 | USD | 32 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 668 | EUR | 643 | 1 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | USD | 1,213 | EUR | 1,157 | (9 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | HKD | 963 | USD | 124 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | HKD | 1,191 | USD | 153 | — | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | EUR | 1,407 | USD | 1,473 | 9 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | EUR | 785 | USD | 814 | (2 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/10/25 | JPY | 104,077 | USD | 696 | 5 | ||||||||||||||||||
Brown Brothers Harriman |
03/10/25 | JPY | 96,654 | USD | 635 | (7 | ) | |||||||||||||||||
Standard Chartered |
03/10/25 | USD | 4,698 | AUD | 7,499 | (35 | ) | |||||||||||||||||
Standard Chartered |
03/10/25 | HKD | 31,763 | USD | 4,081 | (4 | ) | |||||||||||||||||
Standard Chartered |
03/10/25 | JPY | 1,960,084 | USD | 12,903 | (113 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | SGD | 531 | USD | 393 | (1 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | USD | 881 | SGD | 1,191 | 3 | ||||||||||||||||||
Westpac Banking |
03/10/25 | USD | 2,002 | DKK | 14,390 | 6 | ||||||||||||||||||
Westpac Banking |
03/10/25 | CHF | 2,343 | USD | 2,595 | (4 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | USD | 5,926 | CHF | 5,351 | 9 | ||||||||||||||||||
Westpac Banking |
03/10/25 | NOK | 7,255 | USD | 645 | — | ||||||||||||||||||
Westpac Banking |
03/10/25 | USD | 7,474 | CAD | 10,716 | (33 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | SEK | 11,188 | USD | 1,027 | (16 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | EUR | 21,368 | USD | 22,164 | (66 | ) | |||||||||||||||||
Westpac Banking |
03/10/25 | USD | 21,595 | EUR | 20,820 | 64 | ||||||||||||||||||
| $ | (127 | ) | ||||||||||||||||||||||
|
Percentages are based on Net Assets of $267,433 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
‡ |
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 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 1,651 | $ | 19,391 | $ | (17,495 | ) | $ | — | $ | — | $ | 3,547 | $ | 166 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
130
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 94.2% |
||||||||
Argentina — 0.6% |
||||||||
Corp America Airports SA * |
112,226 | $ | 2,054 | |||||
Loma Negra Cia Industrial Argentina SA ADR * |
160,349 | 1,692 | ||||||
Vista Energy SAB de CV ADR * |
17,870 | 907 | ||||||
| 4,653 | ||||||||
Australia — 0.2% |
||||||||
OceanaGold Corp |
361,322 | 973 | ||||||
SolGold PLC * |
6,774,749 | 527 | ||||||
| 1,500 | ||||||||
Bangladesh — 0.3% |
||||||||
BRAC Bank PLC |
6,471,066 | 2,774 | ||||||
Belgium — 0.2% |
||||||||
Cenergy Holdings SA |
146,120 | 1,363 | ||||||
Melexis |
8,321 | 496 | ||||||
| 1,859 | ||||||||
Brazil — 4.8% |
||||||||
Adecoagro SA |
17,600 | 188 | ||||||
Azzas 2154 |
74,700 | 332 | ||||||
BB Seguridade Participacoes SA |
19,200 | 124 | ||||||
C&A MODAS SA * |
909,200 | 1,546 | ||||||
Cia Brasileira de Aluminio * |
724,500 | 638 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
148,471 | 2,403 | ||||||
Cia de Saneamento de Minas Gerais Copasa MG |
86,200 | 340 | ||||||
CPFL Energia SA |
234,100 | 1,389 | ||||||
Cury Construtora e Incorporadora SA |
93,600 | 338 | ||||||
Cyrela Brazil Realty SA Empreendimentos e Participacoes |
102,400 | 364 | ||||||
Direcional Engenharia SA |
77,100 | 387 | ||||||
Embraer SA * |
237,000 | 2,824 | ||||||
Embraer SA ADR * |
48,656 | 2,319 | ||||||
Hapvida Participacoes e Investimentos S/A * |
1,329,000 | 478 | ||||||
Itau Unibanco Holding SA ADR |
1,304,338 | 7,161 | ||||||
NU Holdings Ltd/Cayman Islands, Cl A * |
275,942 | 2,966 | ||||||
Pagseguro Digital Ltd, Cl A * |
126,002 | 927 | ||||||
Petroleo Brasileiro SA ADR, Cl A |
497,758 | 6,078 | ||||||
Rumo |
195,600 | 569 | ||||||
Sendas Distribuidora S/A * |
863,700 | 982 | ||||||
TIM SA/Brazil |
1,438,000 | 3,967 | ||||||
TOTVS SA |
234,100 | 1,377 | ||||||
Vibra Energia SA |
277,100 | 808 | ||||||
| 38,505 | ||||||||
Canada — 0.7% |
||||||||
Capstone Copper Corp * |
160,997 | 893 | ||||||
Celestica Inc * |
26,483 | 2,835 | ||||||
Pan American Silver Corp |
71,057 | 1,693 | ||||||
| 5,421 | ||||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Cayman Islands — 0.1% |
||||||||
Theon International PLC |
62,000 | $ | 1,120 | |||||
Chile — 0.6% |
||||||||
Banco Santander Chile ADR |
77,653 | 1,681 | ||||||
Parque Arauco SA |
1,804,468 | 3,266 | ||||||
| 4,947 | ||||||||
China — 19.9% |
||||||||
3SBio Inc |
461,000 | 434 | ||||||
Agricultural Bank of China Ltd, Cl H |
2,062,000 | 1,229 | ||||||
Akeso * |
88,000 | 830 | ||||||
Alibaba Group Holding Ltd |
1,191,100 | 19,696 | ||||||
Alibaba Group Holding Ltd ADR |
35,213 | 4,666 | ||||||
AsiaInfo Technologies Ltd |
629,527 | 849 | ||||||
Atour Lifestyle Holdings ADR |
18,411 | 565 | ||||||
Baidu Inc ADR * |
69,772 | 6,032 | ||||||
Bairong, Cl B * |
283,500 | 361 | ||||||
Bosideng International Holdings Ltd |
306,000 | 149 | ||||||
BYD Co Ltd, Cl H |
29,500 | 1,414 | ||||||
China Construction Bank Corp, Cl H * |
5,376,000 | 4,561 | ||||||
China Galaxy Securities Co Ltd, Cl H * |
843,000 | 854 | ||||||
China Hongqiao Group Ltd |
513,500 | 826 | ||||||
China Life Insurance Co Ltd, Cl H * |
358,000 | 690 | ||||||
China Medical System Holdings Ltd |
273,000 | 289 | ||||||
China Merchants Port Holdings Co Ltd |
230,000 | 377 | ||||||
China National Building Material Co Ltd, Cl H |
3,098,000 | 1,549 | ||||||
China Pacific Insurance Group Co Ltd, Cl H |
279,800 | 830 | ||||||
China Railway Group Ltd, Cl H |
1,845,000 | 910 | ||||||
China Resources Land Ltd |
1,438,500 | 4,817 | ||||||
China Resources Pharmaceutical Group Ltd |
497,000 | 339 | ||||||
China State Construction International Holdings Ltd |
274,000 | 418 | ||||||
China Taiping Insurance Holdings Co Ltd |
311,200 | 459 | ||||||
CITIC Ltd |
803,000 | 920 | ||||||
Contemporary Amperex Technology Co Ltd, Cl A |
285,848 | 10,428 | ||||||
COSCO SHIPPING Holdings Co Ltd, Cl H |
995,550 | 1,465 | ||||||
DiDi Global ADR * |
611,216 | 3,050 | ||||||
GDS Holdings Ltd ADR * |
31,032 | 1,181 | ||||||
Geely Automobile Holdings Ltd |
278,000 | 629 | ||||||
Giant Biogene Holding Co ltd |
200,200 | 1,616 | ||||||
Gree Electric Appliances Inc of Zhuhai, Cl A |
88,700 | 499 | ||||||
Guangdong Xinbao Electrical Appliances Holdings Co Ltd, Cl A |
140,767 | 307 | ||||||
Haier Smart Home Co Ltd, Cl A |
2,007,400 | 6,430 | ||||||
Hello Group Inc ADR |
29,508 | 217 | ||||||
Hengtong Optic-electric Co Ltd, Cl A |
388,100 | 832 | ||||||
Industrial & Commercial Bank of China Ltd, Cl H * |
877,000 | 621 | ||||||
iQIYI Inc ADR * |
998,483 | 2,077 | ||||||
JD.com Inc ADR |
190,150 | 7,967 | ||||||
Kingdee International Software Group Co Ltd * |
682,000 | 1,121 | ||||||
SEI Institutional Investments Trust
131
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Kuaishou Technology, Cl B * |
106,500 | $ | 696 | |||||
Kunlun Energy Co Ltd |
2,470,000 | 2,468 | ||||||
Kweichow Moutai Co Ltd, Cl A |
6,175 | 1,278 | ||||||
Medlive Technology |
274,500 | 432 | ||||||
Meitu |
1,531,500 | 938 | ||||||
Meituan, Cl B * |
240,300 | 5,018 | ||||||
NARI Technology Co Ltd, Cl A * |
530,900 | 1,713 | ||||||
New China Life Insurance Co Ltd, Cl H * |
180,700 | 612 | ||||||
PDD Holdings Inc ADR * |
7,120 | 809 | ||||||
People's Insurance Co Group of China Ltd/The, Cl H * |
1,268,000 | 626 | ||||||
PetroChina Co Ltd, Cl H |
632,000 | 473 | ||||||
PICC Property & Casualty Co Ltd |
2,958,000 | 4,847 | ||||||
Ping An Insurance Group Co of China Ltd, Cl H |
1,225,000 | 7,261 | ||||||
Pop Mart International Group Ltd |
63,800 | 858 | ||||||
Q Technology Group Co Ltd |
947,000 | 872 | ||||||
Qifu Technology Inc ADR |
32,492 | 1,302 | ||||||
Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A |
48,600 | 1,695 | ||||||
Sinotruk Hong Kong Ltd |
473,000 | 1,259 | ||||||
Sunny Optical Technology Group Co Ltd |
112,100 | 1,256 | ||||||
TAL Education Group ADR * |
98,795 | 1,276 | ||||||
Tencent Holdings Ltd |
259,853 | 15,994 | ||||||
Tongcheng Travel Holdings Ltd |
615,600 | 1,379 | ||||||
Trip.com Group Ltd ADR * |
25,214 | 1,429 | ||||||
Vipshop Holdings Ltd ADR |
263,035 | 4,135 | ||||||
Weibo Corp ADR |
49,722 | 498 | ||||||
Xiaomi Corp, Cl B * |
97,800 | 655 | ||||||
Xinyi Glass Holdings Ltd |
1,037,000 | 992 | ||||||
Xinyi Solar Holdings Ltd |
264,000 | 112 | ||||||
Yangzijiang Shipbuilding Holdings Ltd |
571,700 | 1,011 | ||||||
Yantai China Pet Foods, Cl A |
243,400 | 1,252 | ||||||
Yihai International Holding Ltd |
778,000 | 1,422 | ||||||
Yunnan Yuntianhua, Cl A |
114,200 | 329 | ||||||
Zhejiang NHU Co Ltd, Cl A |
359,369 | 1,046 | ||||||
ZTE Corp, Cl H |
142,000 | 538 | ||||||
| 158,985 | ||||||||
Colombia — 0.4% |
||||||||
Bancolombia SA ADR, Cl R |
39,108 | 1,631 | ||||||
Gran Tierra Energy Inc * |
293,123 | 1,358 | ||||||
| 2,989 | ||||||||
Czechia — 0.1% |
||||||||
WAG Payment Solutions PLC * |
1,509,678 | 1,144 | ||||||
Democratic Republic of Congo — 0.3% |
||||||||
Ivanhoe Mines Ltd, Cl A * |
278,365 | 2,653 | ||||||
Egypt — 0.4% |
||||||||
Commercial International Bank - Egypt GDR |
2,175,279 | 3,024 | ||||||
Ghana — 0.1% |
||||||||
Tullow Oil PLC * |
4,509,267 | 860 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Greece — 2.0% |
||||||||
Ellaktor |
240,413 | $ | 564 | |||||
Eurobank Ergasias Services and Holdings SA |
2,462,148 | 6,440 | ||||||
National Bank of Greece SA |
351,930 | 3,276 | ||||||
OPAP SA |
63,365 | 1,129 | ||||||
Piraeus Financial Holdings SA |
938,240 | 4,442 | ||||||
| 15,851 | ||||||||
Hong Kong — 0.3% |
||||||||
Cowell e Holdings * |
158,000 | 610 | ||||||
Orient Overseas International Ltd |
34,500 | 462 | ||||||
SUNeVision Holdings |
1,091,109 | 1,238 | ||||||
| 2,310 | ||||||||
Hungary — 0.8% |
||||||||
OTP Bank Nyrt |
77,245 | 4,788 | ||||||
Richter Gedeon Nyrt * |
71,649 | 2,015 | ||||||
| 6,803 | ||||||||
Iceland — 0.5% |
||||||||
Islandsbanki HF |
4,408,377 | 3,781 | ||||||
India — 8.7% |
||||||||
Amber Enterprises India Ltd * |
4,146 | 268 | ||||||
Ashoka Buildcon Ltd * |
546,159 | 1,083 | ||||||
Aster DM Healthcare Ltd |
162,703 | 754 | ||||||
Aurobindo Pharma Ltd * |
23,825 | 289 | ||||||
Bank of Baroda |
142,163 | 322 | ||||||
Bharat Petroleum Corp Ltd |
108,047 | 295 | ||||||
Bharti Airtel Ltd |
57,660 | 1,039 | ||||||
Brigade Enterprises Ltd |
141,064 | 1,538 | ||||||
Canara Bank |
535,087 | 498 | ||||||
Cartrade Tech * |
41,957 | 736 | ||||||
Chambal Fertilisers and Chemicals Ltd |
45,321 | 278 | ||||||
Cholamandalam Financial Holdings |
44,034 | 830 | ||||||
Coal India Ltd |
141,951 | 603 | ||||||
Coforge |
2,885 | 245 | ||||||
Crompton Greaves Consumer Electricals Ltd |
198,104 | 729 | ||||||
Dixon Technologies India Ltd |
4,880 | 782 | ||||||
Dr Reddy's Laboratories Ltd |
27,004 | 345 | ||||||
Embassy Office Parks REIT ‡ |
72,909 | 304 | ||||||
Exide Industries Ltd |
227,623 | 908 | ||||||
Federal Bank Ltd |
702,541 | 1,434 | ||||||
Firstsource Solutions * |
107,542 | 428 | ||||||
Genus Power Infrastructures Ltd |
351,811 | 1,036 | ||||||
HCL Technologies Ltd |
164,115 | 2,970 | ||||||
HDFC Asset Management Co Ltd |
10,368 | 432 | ||||||
HDFC Bank Ltd ADR |
72,408 | 4,462 | ||||||
Hindalco Industries Ltd |
104,440 | 763 | ||||||
ICICI Bank Ltd |
205,132 | 2,846 | ||||||
ICICI Bank Ltd ADR |
210,553 | 5,870 | ||||||
Indian Hotels, Cl A |
68,496 | 563 | ||||||
Indus Towers Ltd * |
69,318 | 258 | ||||||
Info Edge India Ltd |
9,126 | 733 | ||||||
Infosys Ltd ADR |
54,758 | 1,101 | ||||||
132
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Jyothy Labs Ltd |
271,050 | $ | 1,002 | |||||
KEC International Ltd |
160,286 | 1,265 | ||||||
Kotak Mahindra Bank Ltd |
95,175 | 2,079 | ||||||
KPIT Technologies Ltd |
32,105 | 442 | ||||||
LIC Housing Finance Ltd |
82,618 | 472 | ||||||
Lupin Ltd |
42,512 | 928 | ||||||
Mahindra & Mahindra Ltd |
42,867 | 1,272 | ||||||
Max Healthcare Institute Ltd |
43,458 | 487 | ||||||
Mrs Bectors Food Specialities Ltd |
102,852 | 1,555 | ||||||
Muthoot Finance Ltd |
26,108 | 639 | ||||||
Narayana Hrudayalaya Ltd |
113,174 | 1,875 | ||||||
Natco Pharma Ltd |
39,574 | 350 | ||||||
National Aluminium Co Ltd |
249,036 | 511 | ||||||
Oil & Natural Gas Corp Ltd |
213,552 | 554 | ||||||
ONESOURCE SPECIALTY PHARMA LTD * |
12,629 | 179 | ||||||
Paradeep Phosphates |
14,721 | 15 | ||||||
PB Fintech Ltd * |
176,394 | 2,974 | ||||||
Petronet LNG Ltd |
604,496 | 1,967 | ||||||
PG Electroplast Ltd |
24,208 | 222 | ||||||
Phoenix Mills Ltd/The |
222,010 | 3,942 | ||||||
PNC Infratech Ltd |
276,071 | 823 | ||||||
Raymond |
57,154 | 848 | ||||||
REC Ltd |
464,686 | 1,936 | ||||||
SAI LIFE SCIENCES LTD * |
8,143 | 64 | ||||||
Shriram Finance |
446,432 | 3,167 | ||||||
Sobha Ltd |
47,740 | 629 | ||||||
Sun Pharmaceutical Industries |
68,145 | 1,243 | ||||||
Thermax Ltd |
17,645 | 657 | ||||||
Union Bank of India Ltd |
323,482 | 418 | ||||||
VA Tech Wabag Ltd * |
29,751 | 446 | ||||||
Varun Beverages |
287,550 | 1,433 | ||||||
Zydus Lifesciences Ltd |
24,797 | 249 | ||||||
| 69,385 | ||||||||
Indonesia — 3.5% |
||||||||
ADARO ANDALAN INDOSESIA PT * |
564,775 | 229 | ||||||
Adaro Energy Indonesia Tbk PT |
1,469,300 | 184 | ||||||
Aspirasi Hidup Indonesia Tbk PT |
16,110,700 | 627 | ||||||
Astra International Tbk PT |
2,288,800 | 626 | ||||||
Bank Central Asia Tbk PT |
2,701,700 | 1,377 | ||||||
Bank Mandiri Persero Tbk PT |
3,208,000 | 898 | ||||||
Bank Rakyat Indonesia Persero Tbk PT |
21,364,327 | 4,379 | ||||||
Bank Syariah Indonesia Tbk PT |
7,558,600 | 1,144 | ||||||
Cisarua Mountain Dairy PT TBK |
8,232,000 | 2,264 | ||||||
First Pacific Co Ltd |
7,750,000 | 4,539 | ||||||
Indo Tambangraya Megah Tbk PT |
121,300 | 173 | ||||||
Indofood Sukses Makmur Tbk PT |
754,000 | 324 | ||||||
Medikaloka Hermina Tbk PT |
49,722,900 | 4,094 | ||||||
Pakuwon Jati Tbk PT |
89,667,684 | 2,038 | ||||||
Perusahaan Gas Negara Tbk PT |
2,812,700 | 256 | ||||||
Trimegah Bangun Persada Tbk PT |
55,861,139 | 2,005 | ||||||
Ultrajaya Milk Industry & Trading Co Tbk PT |
27,622,400 | 2,366 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
United Tractors Tbk PT |
225,500 | $ | 304 | |||||
| 27,827 | ||||||||
Israel — 0.6% |
||||||||
Energean PLC |
405,434 | 5,188 | ||||||
Italy — 0.0% |
||||||||
Industrie De Nora |
43,108 | 398 | ||||||
Kazakhstan — 1.8% |
||||||||
Air Astana JSC GDR * |
542,507 | 3,304 | ||||||
Halyk Savings Bank of Kazakhstan JSC GDR |
330,511 | 6,658 | ||||||
Kaspi.KZ JSC ADR |
8,682 | 909 | ||||||
NAC Kazatomprom JSC GDR |
99,200 | 3,636 | ||||||
| 14,507 | ||||||||
Kenya — 0.4% |
||||||||
Equity Group Holdings PLC/Kenya |
9,178,063 | 3,460 | ||||||
Luxembourg — 0.8% |
||||||||
Alvotech SA * |
257,154 | 2,901 | ||||||
ZABKA GROUP SA * |
625,683 | 3,496 | ||||||
| 6,397 | ||||||||
Macao — 0.1% |
||||||||
MGM China Holdings Ltd |
709,200 | 984 | ||||||
Malaysia — 0.1% |
||||||||
IHH Healthcare |
106,600 | 178 | ||||||
My EG Services Bhd |
2,129,300 | 420 | ||||||
Sime Darby Bhd |
608,400 | 299 | ||||||
Tenaga Nasional Bhd |
91,200 | 278 | ||||||
| 1,175 | ||||||||
Mexico — 1.8% |
||||||||
Alsea SAB de CV |
373,000 | 819 | ||||||
Banco del Bajio SA |
516,800 | 1,172 | ||||||
BBB Foods Inc, Cl A * |
47,823 | 1,273 | ||||||
Controladora Vuela Cia de Aviacion SAB de CV ADR * |
110,068 | 713 | ||||||
Fibra Uno Administracion SA de CV ‡ |
95,256 | 104 | ||||||
GCC |
113,100 | 1,106 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV, Cl B |
72,907 | 1,369 | ||||||
Grupo Financiero Banorte SAB de CV, Cl O |
905,500 | 6,410 | ||||||
Qualitas Controladora SAB de CV |
168,200 | 1,617 | ||||||
| 14,583 | ||||||||
Netherlands — 0.2% |
||||||||
SBM Offshore NV |
69,404 | 1,465 | ||||||
New Zealand — 0.1% |
||||||||
a2 Milk Co Ltd/The * |
88,940 | 443 | ||||||
Nigeria — 1.6% |
||||||||
Guaranty Trust Holding Co PLC |
106,821,640 | 4,345 | ||||||
SEPLAT Energy PLC |
2,173,062 | 5,199 | ||||||
Zenith Bank PLC |
89,481,036 | 2,875 | ||||||
| 12,419 | ||||||||
SEI Institutional Investments Trust
133
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Pakistan — 0.8% |
||||||||
Bank Alfalah Ltd |
14,158,000 | $ | 3,902 | |||||
Habib Bank Ltd |
4,435,457 | 2,422 | ||||||
| 6,324 | ||||||||
Peru — 1.7% |
||||||||
Auna SA, Cl A * |
442,896 | 3,822 | ||||||
Credicorp Ltd |
27,051 | 4,951 | ||||||
Hochschild Mining PLC |
1,528,338 | 3,562 | ||||||
Intercorp Financial Services Inc |
32,761 | 1,049 | ||||||
| 13,384 | ||||||||
Philippines — 2.1% |
||||||||
Ayala Corp |
309,759 | 2,957 | ||||||
Ayala Land Inc |
5,508,500 | 2,064 | ||||||
Century Pacific Food Inc |
1,438,600 | 1,004 | ||||||
GT Capital Holdings Inc |
387,410 | 3,403 | ||||||
International Container Terminal Services Inc |
16,450 | 99 | ||||||
OceanaGold Philippines Inc |
16,554,300 | 4,307 | ||||||
Robinsons Land Corp |
14,277,300 | 2,951 | ||||||
| 16,785 | ||||||||
Poland — 0.9% |
||||||||
Alior Bank SA |
45,039 | 1,073 | ||||||
CCC SA * |
4,240 | 201 | ||||||
DIAGNOSTYKA SA * |
66,459 | 2,090 | ||||||
InPost SA * |
80,123 | 1,390 | ||||||
KGHM Polska Miedz SA |
48,308 | 1,567 | ||||||
Powszechny Zaklad Ubezpieczen SA |
72,661 | 984 | ||||||
| 7,305 | ||||||||
Russia — 0.0% |
||||||||
LUKOIL PJSC ADR *(A) |
68,718 | – | ||||||
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 | – | ||||||
| – | ||||||||
| — | ||||||||
Saudi Arabia — 0.7% |
||||||||
Arab National Bank |
82,146 | 474 | ||||||
Arabian Internet & Communications Services Co |
2,972 | 253 | ||||||
Bupa Arabia for Cooperative Insurance Co |
27,292 | 1,240 | ||||||
Elm Co |
2,011 | 570 | ||||||
Etihad Etisalat Co |
42,212 | 698 | ||||||
Riyad Bank |
86,040 | 676 | ||||||
Riyadh Cables Group Co |
30,463 | 1,167 | ||||||
Saudi Ground Services Co |
30,697 | 423 | ||||||
| 5,501 | ||||||||
Singapore — 1.1% |
||||||||
Grab Holdings Ltd, Cl A * |
491,511 | 2,384 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Sea Ltd ADR * |
50,377 | $ | 6,411 | |||||
| 8,795 | ||||||||
Slovenia — 0.7% |
||||||||
Nova Ljubljanska Banka dd GDR |
194,699 | 5,595 | ||||||
South Africa — 2.9% |
||||||||
Absa Group Ltd |
329,807 | 3,320 | ||||||
Aspen Pharmacare Holdings Ltd |
92,337 | 813 | ||||||
Capitec Bank Holdings Ltd |
10,153 | 1,681 | ||||||
Foschini Group Ltd/The |
125,213 | 916 | ||||||
Impala Platinum Holdings Ltd |
163,705 | 780 | ||||||
Naspers Ltd, Cl N * |
56,318 | 13,468 | ||||||
Old Mutual Ltd |
218,918 | 149 | ||||||
OUTsurance Group Ltd |
356,603 | 1,371 | ||||||
Sasol Ltd |
110,225 | 477 | ||||||
| 22,975 | ||||||||
South Korea — 9.7% |
||||||||
BH Co Ltd * |
20,172 | 208 | ||||||
BNK Financial Group Inc |
243,929 | 1,864 | ||||||
CJ CheilJedang Corp |
2,244 | 364 | ||||||
Classys Inc * |
39,874 | 1,727 | ||||||
Coupang Inc, Cl A * |
75,270 | 1,784 | ||||||
Coway Co Ltd * |
53,087 | 2,939 | ||||||
DB HiTek Co Ltd * |
10,154 | 302 | ||||||
DB Insurance Co Ltd |
7,193 | 451 | ||||||
DL E&C Co Ltd * |
20,844 | 579 | ||||||
GS Holdings Corp * |
9,960 | 246 | ||||||
Hana Financial Group Inc |
226,210 | 9,225 | ||||||
Hankook Tire & Technology Co Ltd * |
15,694 | 407 | ||||||
HD Hyundai Marine Solution |
21,476 | 1,868 | ||||||
HD HYUNDAI MIPO * |
16,660 | 1,198 | ||||||
HD Korea Shipbuilding & Offshore Engineering Co Ltd * |
2,725 | 399 | ||||||
HPSP Co Ltd * |
22,746 | 423 | ||||||
Hyundai Glovis Co Ltd |
5,880 | 525 | ||||||
Hyundai Marine & Fire Insurance Co Ltd |
13,014 | 207 | ||||||
Hyundai Mobis Co Ltd |
5,631 | 948 | ||||||
Hyundai Motor Co |
7,096 | 941 | ||||||
Hyundai Rotem Co Ltd * |
40,516 | 2,173 | ||||||
Kangwon Land Inc * |
29,477 | 324 | ||||||
Kia Corp |
157,938 | 10,100 | ||||||
KIWOOM Securities Co Ltd * |
3,072 | 241 | ||||||
Korea Electric Power * |
31,629 | 462 | ||||||
Korea Gas Corp * |
16,046 | 384 | ||||||
Korea Investment Holdings Co Ltd * |
7,779 | 425 | ||||||
Korean Air Lines Co Ltd * |
32,084 | 520 | ||||||
Krafton * |
2,347 | 552 | ||||||
KT Corp |
19,653 | 631 | ||||||
KT&G Corp |
5,881 | 395 | ||||||
LG Chem Ltd * |
9,120 | 1,471 | ||||||
LG Electronics Inc |
74,948 | 4,059 | ||||||
LX INTERNATIONAL CORP * |
13,188 | 233 | ||||||
NAVER Corp * |
5,130 | 729 | ||||||
134
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
NH Investment & Securities Co Ltd |
134,248 | $ | 1,368 | |||||
OCI Holdings Co Ltd * |
7,149 | 391 | ||||||
PharmaResearch Co Ltd * |
13,954 | 2,784 | ||||||
Poongsan Corp * |
3,618 | 136 | ||||||
Samsung Electronics Co Ltd |
274,135 | 10,258 | ||||||
Samsung Heavy Industries * |
72,981 | 698 | ||||||
Samsung Life Insurance Co Ltd * |
3,135 | 186 | ||||||
Samsung Securities Co Ltd * |
11,454 | 358 | ||||||
Sanil Electric * |
16,856 | 757 | ||||||
Shinhan Financial Group Co Ltd |
52,001 | 1,645 | ||||||
SK Hynix Inc |
21,209 | 2,815 | ||||||
SK Square Co Ltd * |
73,830 | 4,596 | ||||||
SK Telecom Co Ltd |
15,944 | 610 | ||||||
SKC Co Ltd * |
5,508 | 496 | ||||||
Woori Financial Group Inc |
62,538 | 709 | ||||||
Youngone Corp * |
8,726 | 285 | ||||||
| 77,396 | ||||||||
Taiwan — 13.8% |
||||||||
Accton Technology Corp |
20,000 | 400 | ||||||
All Ring Tech |
109,000 | 1,248 | ||||||
Alltop Technology Co Ltd |
175,000 | 1,558 | ||||||
Arcadyan Technology Corp |
275,000 | 1,564 | ||||||
Asia Vital Components Co Ltd |
118,686 | 1,870 | ||||||
ASPEED Technology Inc |
11,130 | 1,184 | ||||||
Asustek Computer Inc |
73,000 | 1,494 | ||||||
Bizlink Holding Inc |
142,000 | 2,511 | ||||||
Cathay Financial Holding Co Ltd |
602,000 | 1,241 | ||||||
Compal Electronics Inc |
302,000 | 353 | ||||||
CTBC Financial Holding Co Ltd |
4,923,000 | 6,083 | ||||||
Elan Microelectronics Corp |
336,000 | 1,618 | ||||||
Elite Material Co Ltd |
103,000 | 1,953 | ||||||
Ennoconn Corp |
117,000 | 1,109 | ||||||
Eva Airways Corp |
978,000 | 1,270 | ||||||
Evergreen Marine Corp Taiwan Ltd |
181,800 | 1,180 | ||||||
Gold Circuit Electronics Ltd |
228,000 | 1,511 | ||||||
Hon Hai Precision Industry Co Ltd |
560,912 | 2,904 | ||||||
Johnson Health Tech Co Ltd |
263,000 | 1,431 | ||||||
King Slide Works Co Ltd |
21,000 | 1,241 | ||||||
King Yuan Electronics Co Ltd |
468,000 | 1,492 | ||||||
Kinik Co |
161,000 | 1,316 | ||||||
Lotes Co Ltd |
8,000 | 395 | ||||||
Macronix International Co Ltd |
1,745,000 | 1,156 | ||||||
MediaTek Inc |
86,729 | 3,879 | ||||||
Micro-Star International Co Ltd |
543,000 | 3,019 | ||||||
MPI Corp |
27,000 | 630 | ||||||
Pou Chen Corp |
331,000 | 384 | ||||||
Quanta Computer Inc |
66,000 | 489 | ||||||
Radiant Opto-Electronics Corp |
66,000 | 396 | ||||||
Sports Gear Co Ltd |
173,000 | 825 | ||||||
Taiwan Paiho Ltd |
499,000 | 1,100 | ||||||
Taiwan Semiconductor Manufacturing Co Ltd |
1,730,000 | 52,767 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Taiwan Semiconductor Manufacturing Co Ltd ADR |
13,608 | $ | 2,457 | |||||
Taiwan Surface Mounting Technology Corp |
82,000 | 274 | ||||||
Universal Microwave Technology Inc |
117,000 | 1,534 | ||||||
Visual Photonics Epitaxy Co Ltd |
276,000 | 1,192 | ||||||
Voltronic Power Technology Corp |
22,950 | 1,134 | ||||||
Wistron Corp |
231,000 | 773 | ||||||
Wiwynn Corp * |
10,000 | 584 | ||||||
Yang Ming Marine Transport Corp |
442,000 | 970 | ||||||
| 110,489 | ||||||||
Thailand — 1.2% |
||||||||
Com7 PCL, Cl F |
362,800 | 233 | ||||||
Fabrinet * |
2,944 | 589 | ||||||
Kasikornbank PCL NVDR |
1,287,300 | 5,719 | ||||||
Krung Thai Bank PCL |
1,129,300 | 745 | ||||||
Muangthai Capital PCL NVDR |
879,900 | 1,215 | ||||||
NSL Foods NVDR |
751,100 | 594 | ||||||
Sansiri PCL |
2,993,200 | 147 | ||||||
| 9,242 | ||||||||
Turkey — 1.0% |
||||||||
AG Anadolu Grubu Holding AS, Cl A |
53,643 | 455 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii AS |
58,320 | 276 | ||||||
Dogus Otomotiv Servis ve Ticaret AS |
64,376 | 305 | ||||||
Haci Omer Sabanci Holding AS |
974,797 | 2,593 | ||||||
KOC Holding AS |
143,567 | 602 | ||||||
MLP Saglik Hizmetleri AS, Cl B * |
116,116 | 1,136 | ||||||
Turk Hava Yollari AO * |
37,614 | 319 | ||||||
Turkcell Iletisim Hizmetleri AS |
125,867 | 349 | ||||||
Ulker Biskuvi Sanayi AS |
391,958 | 1,188 | ||||||
Yapi ve Kredi Bankasi AS |
795,611 | 643 | ||||||
| 7,866 | ||||||||
United Arab Emirates — 3.0% |
||||||||
Abu Dhabi Commercial Bank PJSC |
162,617 | 507 | ||||||
Aldar Properties PJSC |
208,198 | 506 | ||||||
Alef Education Holding PLC |
9,481,277 | 2,969 | ||||||
Emaar Development PJSC |
1,304,122 | 4,589 | ||||||
Emaar Properties PJSC |
3,552,337 | 13,122 | ||||||
Presight AI Holding * |
773,494 | 461 | ||||||
TALABAT HOLDING PLC * |
3,502,624 | 1,469 | ||||||
| 23,623 | ||||||||
United Kingdom — 0.1% |
||||||||
Anglogold Ashanti PLC |
17,463 | 504 | ||||||
United States — 0.1% |
||||||||
JBS S/A |
194,800 | 1,023 | ||||||
Vietnam — 1.9% |
||||||||
Masan Group * |
910,300 | 2,418 | ||||||
Military Commercial Joint Stock Bank |
7,378,091 | 6,673 | ||||||
SSI Securities Corp |
101,000 | 104 | ||||||
Vietnam Technological & Commercial Joint Stock Bank |
3,308,440 | 3,393 | ||||||
SEI Institutional Investments Trust
135
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Vinhomes JSC |
1,825,800 | $ | 2,950 | |||||
| 15,538 | ||||||||
Zambia — 0.5% |
||||||||
First Quantum Minerals Ltd |
302,687 | 3,772 | ||||||
Total Common Stock |
||||||||
(Cost $664,911) ($ Thousands) |
753,527 | |||||||
PREFERRED STOCK — 1.7% |
||||||||
Brazil — 0.3% |
||||||||
Bradespar SA (B) |
212,400 | 603 | ||||||
Marcopolo SA (B) |
1,358,240 | 1,713 | ||||||
| 2,316 | ||||||||
Colombia — 0.1% |
||||||||
Banco Davivienda SA *(B) |
215,784 | 1,051 | ||||||
South Korea — 1.3% |
||||||||
Hyundai Motor Co (B) |
43,172 | 4,506 | ||||||
LG Chem Ltd *(B) |
5,906 | 461 | ||||||
LG Electronics Inc (B) |
25,035 | 658 | ||||||
Samsung Electronics Co Ltd (B) |
138,023 | 4,241 | ||||||
| 9,866 | ||||||||
Total Preferred Stock |
||||||||
(Cost $18,078) ($ Thousands) |
13,233 | |||||||
CASH EQUIVALENT — 2.2% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
17,885,147 | 17,885 | ||||||
Total Cash Equivalent |
||||||||
(Cost $17,885) ($ Thousands) |
17,885 | |||||||
Total Investments in Securities — 98.1% |
||||||||
(Cost $700,874) ($ Thousands) |
$ | 784,645 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
MSCI Emerging Markets |
282 | Mar-2025 | $ | 14,539 | $ | 14,067 | $ | (472 | ) | |||||||||||
|
Percentages are based on Net Assets of $800,246 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
136
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 7,016 | $ | 104,075 | $ | (93,206 | ) | $ | — | $ | — | $ | 17,885 | $ | 495 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
137
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS — 31.6% |
||||||||
Aerospace & Defense — 0.4% |
||||||||
Cobham Ultra SeniorCo SARL, Facility B (USD), 1st Lien |
||||||||
8.427%, CME Term SOFR + 3.750%, 08/03/2029 (A)(B) |
$ | 750 | $ | 748 | ||||
Kaman/Ruby/Arxis, Cov-Lite Term Loan, 1st Lien |
||||||||
0.000%, 01/21/2032 (B)(C) |
516 | 513 | ||||||
Kaman/Ruby/Arxis, Delayed Term Loan, 1st Lien |
||||||||
0.000%, 01/21/2032 (B)(C) |
49 | 48 | ||||||
TransDigm Inc., New Tranche J Term Loan, 1st Lien |
||||||||
6.829%, CME Term SOFR + 2.500%, 02/28/2031 (A) |
179 | 179 | ||||||
TransDigm Inc., Tranche K Term Loan, 1st Lien |
||||||||
7.079%, CME Term SOFR + 2.750%, 03/22/2030 (A) |
519 | 520 | ||||||
| 2,008 | ||||||||
Air Transport — 0.3% |
||||||||
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
||||||||
9.305%, CME Term SOFR + 4.750%, 04/20/2028 (A) |
775 | 790 | ||||||
Avolon TLB Borrower 1 (US) LLC, Term B-4 Loan, 1st Lien |
||||||||
5.920%, CME Term SOFR + 1.500%, 02/12/2027 (A) |
424 | 423 | ||||||
| 1,213 | ||||||||
Automotive — 1.1% |
||||||||
American Auto Auction Group, LLC, 2024 Refinancing Term Loan, 1st Lien |
||||||||
8.822%, 12/30/2027 |
318 | 320 | ||||||
Autokiniton US Holdings, Inc., 2024 Replacement Term B Loan |
||||||||
8.438%, 04/06/2028 |
245 | 243 | ||||||
Belron Finance 2019 LLC, 2031 Dollar Incremental Term Loan, 1st Lien |
||||||||
7.052%, CME Term SOFR + 2.750%, 10/16/2031 (A) |
514 | 515 | ||||||
Clarios Global LP, Amendment No. 5 Dollar Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 05/06/2030 (A) |
898 | 893 | ||||||
Hertz Corporation, The, Initial Term B Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 06/30/2028 (A) |
286 | 248 | ||||||
Hertz Corporation, The, Initial Term C Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 06/30/2028 (A) |
56 | 48 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Term B-1 Loan, 1st Lien |
||||||||
6.813%, CME Term SOFR + 2.500%, 04/23/2031 (A) |
$ | 971 | $ | 969 | ||||
RealTruck Group, Inc., Initial Term Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 01/31/2028 (A)(B) |
380 | 367 | ||||||
RealTruck Group, Inc., Second Amendment Incremental Term Loan, 1st Lien |
||||||||
9.438%, CME Term SOFR + 5.000%, 01/31/2028 (A)(B) |
115 | 113 | ||||||
Wand Newco 3, Inc., Tranche B-2 Term Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 01/30/2031 (A) |
847 | 845 | ||||||
| 4,561 | ||||||||
Building & Development — 0.9% |
||||||||
ArchKey Holdings Inc., TLB |
||||||||
9.059%, 10/10/2031 |
466 | 467 | ||||||
Artera Services, LLC, Tranche C Term Loan, 1st Lien |
||||||||
8.829%, CME Term SOFR + 4.500%, 02/15/2031 (A)(B) |
433 | 426 | ||||||
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
||||||||
8.174%, CME Term SOFR + 3.750%, 11/23/2027 (A) |
252 | 240 | ||||||
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 12/08/2025 (A) |
833 | 805 | ||||||
Gulfside Supply, Inc., Initial Term Loan, 1st Lien |
||||||||
7.326%, CME Term SOFR + 3.000%, 06/17/2031 (A)(D) |
279 | 278 | ||||||
Kodiak BP, LLC, Initial Term Loan, 1st Lien |
||||||||
8.046%, CME Term SOFR + 3.750%, 12/04/2031 (A) |
500 | 499 | ||||||
Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien |
||||||||
6.560%, CME Term SOFR + 2.250%, 02/10/2032 (A)(B) |
505 | 504 | ||||||
Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien |
||||||||
8.174%, CME Term SOFR + 3.750%, 10/15/2028 (A) |
155 | 154 | ||||||
Wrench Group LLC, Initial Term Loan, 1st Lien |
||||||||
8.590%, CME Term SOFR + 4.000%, 10/30/2028 (A) |
519 | 493 | ||||||
| 3,866 | ||||||||
138
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Business Equipment & Services — 5.7% |
||||||||
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
||||||||
9.291%, CME Term SOFR + 5.000%, 08/18/2028 (A) |
$ | 1,157 | $ | 1,160 | ||||
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien |
||||||||
6.938%, 02/04/2028 |
869 | 871 | ||||||
Apple Bidco, LLC, Amendment No. 5 Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 09/23/2031 (A)(B) |
380 | 378 | ||||||
Ascensus Group Holdings, Inc., Amendment No.4 Replacement Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 08/02/2028 (A) |
605 | 603 | ||||||
Asplundh Tree Expert, LLC, 2024 Incremental Term Loan, 1st Lien |
||||||||
6.074%, CME Term SOFR + 1.750%, 05/23/2031 (A) |
472 | 471 | ||||||
Bach Finance Limited, Eleventh Amendment Dollar Term Loan, 1st Lien |
||||||||
7.496%, CME Term SOFR + 3.250%, 01/09/2032 (A) |
803 | 807 | ||||||
Boost Newco Borrower, LLC, USD Term B-2 Loan, 1st Lien |
||||||||
6.291%, CME Term SOFR + 2.000%, 01/31/2031 (A) |
404 | 404 | ||||||
BW Holding, Inc., Initial Term Loan, 1st Lien |
||||||||
8.463%, CME Term SOFR + 4.000%, 12/14/2028 (A)(B) |
778 | 651 | ||||||
Chart Industries, Amendment No. 7 Term Loan |
||||||||
6.805%, 03/15/2030 |
755 | 755 | ||||||
Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien |
||||||||
6.324%, CME Term SOFR + 2.000%, 11/02/2029 (A) |
224 | 223 | ||||||
Cotiviti, Inc., Term Loan |
||||||||
0.000%, 02/17/2032 (A)(B)(C) |
440 | 434 | ||||||
Ensono, Inc., Initial Term Loan, 1st Lien |
||||||||
8.438%, CME Term SOFR + 4.000%, 05/26/2028 (A) |
1,053 | 1,046 | ||||||
Examworks Bidco Inc., Initial Term Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 11/01/2028 (A) |
1,339 | 1,337 | ||||||
Grant Thornton Advisors LLC, 2025 Incremental Term Loan, 1st Lien |
||||||||
7.055%, CME Term SOFR + 2.750%, 06/02/2031 (A) |
1,039 | 1,037 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Iqvia Inc., Incremental Term B-4 Dollar Loan, 1st Lien |
||||||||
6.329%, CME Term SOFR + 2.000%, 01/02/2031 (A) |
$ | 574 | $ | 575 | ||||
Leia Finco US LLC, Initial Term Loan, 1st Lien |
||||||||
7.535%, CME Term SOFR + 3.250%, 10/09/2031 (A) |
800 | 797 | ||||||
Medline Borrower, LP, Third Amendment Incremental Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 10/23/2028 (A) |
412 | 412 | ||||||
Mermaid Bidco |
||||||||
7.553%, CME Term SOFR + 3.250%, 07/03/2031 (A) |
270 | 271 | ||||||
OMNIA Partners, LLC , Initial Term Loan (2024), 1st Lien |
||||||||
7.050%, CME Term SOFR + 2.750%, 07/25/2030 (A) |
209 | 209 | ||||||
Osmosis Buyer Limited, 2025 Refinancing Term B Loan, 1st Lien |
||||||||
7.309%, CME Term SOFR + 3.000%, 07/31/2028 (A) |
1,238 | 1,234 | ||||||
Project Castle, Inc., Initial Term Loan, 1st Lien |
||||||||
9.762%, CME Term SOFR + 5.500%, 06/01/2029 (A) |
805 | 675 | ||||||
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2024 Term Loan, 1st Lien |
||||||||
7.313%, CME Term SOFR + 3.000%, 07/31/2031 (A) |
1,143 | 1,144 | ||||||
Service Logic Acquisition, Inc., Relevant Term Loan, 1st Lien |
||||||||
7.791%, CME Term SOFR + 3.500%, 10/29/2027 (A) |
1,140 | 1,141 | ||||||
Sharp Services, LLC, Tranche D Term Loan, 1st Lien |
||||||||
7.579%, CME Term SOFR + 3.250%, 12/31/2028 (A) |
1,007 | 1,004 | ||||||
Tempo Acquisition, LLC, Seventh Incremental Term Loan, 1st Lien |
||||||||
6.074%, CME Term SOFR + 1.750%, 08/31/2028 (A) |
302 | 300 | ||||||
TK Elevator Midco GmbH, Facility B2 (USD), 1st Lien |
||||||||
7.737%, CME Term SOFR + 3.500%, 04/30/2030 (A) |
515 | 515 | ||||||
Trans Union LLC, 2024 Refinancing Term B-9 Loan |
||||||||
6.197%, 06/24/2031 (B) |
1,150 | 1,148 | ||||||
SEI Institutional Investments Trust
139
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
United Talent Agency, LLC, 2024 Refinancing Term Loan, 1st Lien |
||||||||
8.067%, CME Term SOFR + 3.750%, 07/07/2028 (A)(D) |
$ | 1,062 | $ | 1,063 | ||||
University Support Services LLC, 2021 Term Loan, 1st Lien |
||||||||
7.063%, 02/10/2029 |
408 | 408 | ||||||
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
||||||||
8.583%, CME Term SOFR + 4.000%, 08/20/2025 (A) |
632 | 601 | ||||||
Waystar Technologies, Inc., New Term Loan Facility, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 10/22/2029 (A) |
582 | 583 | ||||||
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien |
||||||||
7.188%, CME Term SOFR + 2.750%, 05/18/2025 (A) |
1,167 | 1,166 | ||||||
| 23,423 | ||||||||
Cable & Satellite Television — 1.0% |
||||||||
Altice France S.A., USD TLB-[14] Loan, 1st Lien |
||||||||
9.802%, CME Term SOFR + 5.500%, 08/15/2028 (A)(B) |
22 | 20 | ||||||
Creative Artists Agency, LLC, 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 10/01/2031 (A)(B) |
1,042 | 1,042 | ||||||
E.W. Scripps Company, The, Tranche B-2 Term Loan, 1st Lien |
||||||||
7.001%, CME Term SOFR + 2.563%, 05/01/2026 (A) |
297 | 290 | ||||||
Endeavor Group Holdings, Inc., Term Loan B |
||||||||
0.000%, 01/27/2032 (A)(B)(C) |
530 | 532 | ||||||
Gray Television, Inc., Term F Loan, 1st Lien |
||||||||
9.559%, CME Term SOFR + 5.250%, 06/04/2029 (A) |
259 | 245 | ||||||
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
||||||||
7.825%, CME Term SOFR + 3.250%, 08/19/2026 (A) |
1,230 | 1,135 | ||||||
Virgin Media Bristol LLC, Facility Y, 1st Lien |
||||||||
7.724%, CME Term SOFR + 3.175%, 03/31/2031 (A) |
350 | 340 | ||||||
Virgin Media Bristol LLC, N Facility, 1st Lien |
||||||||
6.926%, CME Term SOFR + 2.500%, 01/31/2028 (A) |
646 | 632 | ||||||
| 4,236 | ||||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Chemicals & Plastics — 0.8% |
||||||||
Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien |
||||||||
8.424%, CME Term SOFR + 4.000%, 11/24/2027 (A) |
$ | 50 | $ | 49 | ||||
Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien |
||||||||
12.174%, CME Term SOFR + 7.750%, 11/24/2028 (A) |
95 | 92 | ||||||
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |
||||||||
10.000%, CME Term SOFR + 3.500%, 12/04/2026 (A) |
654 | 652 | ||||||
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
||||||||
9.840%, CME Term SOFR + 5.250%, 11/01/2028 (A)(B) |
707 | 455 | ||||||
Herens Holdco SARL, Facility B |
||||||||
8.354%, 07/03/2028 (A)(B) |
525 | 503 | ||||||
LTI Holdings, Inc., 2024 Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 07/29/2029 (A) |
546 | 546 | ||||||
Polar US Borrower, LLC, Term B-1-A Loan |
||||||||
9.900%, 10/16/2028 |
259 | 156 | ||||||
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
||||||||
7.291%, CME Term SOFR + 3.000%, 01/31/2029 (A) |
903 | 902 | ||||||
Wilsonart LLC, Initial Term Loan, 1st Lien |
||||||||
8.579%, CME Term SOFR + 4.250%, 08/05/2031 (A) |
367 | 363 | ||||||
| 3,718 | ||||||||
Conglomerates — 0.2% |
||||||||
Curian Global Inc., 2021 Term Loan, 1st Lien |
||||||||
8.174%, 08/30/2026 |
1,079 | 1,014 | ||||||
Containers & Glass Products — 1.2% |
||||||||
Anchor Packaging, LLC, Amendment No.5 Term Loan, 1st Lien |
||||||||
7.567%, CME Term SOFR + 3.250%, 07/18/2029 (A) |
499 | 499 | ||||||
Charter Next Generation, Inc. , 2024 Replacement Term Loan, 1st Lien |
||||||||
7.307%, CME Term SOFR + 3.000%, 11/29/2030 (A) |
638 | 638 | ||||||
Pregis TopCo LLC, Initial Term Loan, 1st Lien |
||||||||
8.324%, CME Term SOFR + 4.000%, 07/31/2026 (A) |
1,181 | 1,184 | ||||||
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
||||||||
8.189%, CME Term SOFR + 3.899%, 10/02/2028 (A) |
1,056 | 731 | ||||||
140
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Pretium PKG Holdings, Inc., Third Amendment Tranche A Term Loan, 1st Lien |
||||||||
8.041%, CME Term SOFR + 3.750%, 10/02/2028 (A) |
$ | 412 | $ | 422 | ||||
Ranpak Corp., Initial Dutch Borrower Term Loan, 1st Lien |
||||||||
8.853%, 12/19/2031 |
170 | 170 | ||||||
Ranpak Corp., Initial U.S. Borrower Term Loan, 1st Lien |
||||||||
8.853%, 12/19/2031 |
265 | 266 | ||||||
Trident TPI Holdings, Inc., Tranche B-7 Initial Term Loan, 1st Lien |
||||||||
8.188%, CME Term SOFR + 3.750%, 09/15/2028 (A) |
738 | 738 | ||||||
| 4,648 | ||||||||
Ecological Services & Equipment — 0.4% |
||||||||
Enstall Group B.V., Initial Term Loan, 1st Lien |
||||||||
9.590%, CME Term SOFR + 5.000%, 08/30/2028 (A)(D) |
173 | 138 | ||||||
GFL Environmental Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
6.305%, CME Term SOFR + 2.000%, 07/03/2031 (A) |
444 | 443 | ||||||
GFL Environmental Services Inc., Term Loan |
||||||||
6.819%, CME Term SOFR + 2.500%, 03/03/2032 (A)(B) |
534 | 533 | ||||||
Pasadena Performance Products, LLC, Term B Loan |
||||||||
7.752%, 03/01/2032 (B) |
505 | 505 | ||||||
WIN Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien |
||||||||
7.188%, CME Term SOFR + 2.750%, 03/24/2028 (A) |
490 | 484 | ||||||
| 2,103 | ||||||||
Electronics/Electrical — 4.8% |
||||||||
Applied Systems, Inc., Tranche B-1 Term Loan, 1st Lien |
||||||||
7.079%, CME Term SOFR + 2.750%, 02/24/2031 (A) |
864 | 869 | ||||||
athenahealth Group Inc., Initial Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 02/15/2029 (A) |
340 | 339 | ||||||
Bending Spoons US Inc., Term Loan B |
||||||||
0.000%, 12/02/2031 (A)(B)(C) |
505 | 506 | ||||||
Central Parent LLC, 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.579%, CME Term SOFR + 3.250%, 07/06/2029 (A)(B) |
513 | 468 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Cloud Software Group, Inc., Seventh Amendment Tranche B-1 Term Loan, 1st Lien |
||||||||
7.829%, CME Term SOFR + 3.500%, 03/30/2029 (A) |
$ | 843 | $ | 845 | ||||
Cloud Software Group, Inc., Sixth Amendment Term Loan, 1st Lien |
||||||||
8.079%, CME Term SOFR + 3.750%, 03/21/2031 (A) |
345 | 346 | ||||||
CommerceHub, Inc., Initial Term Loan, 1st Lien |
||||||||
8.458%, CME Term SOFR + 4.000%, 12/29/2027 (A) |
212 | 207 | ||||||
ConnectWise, LLC, Initial Term Loan, 1st Lien |
||||||||
8.090%, CME Term SOFR + 3.500%, 09/29/2028 (A) |
607 | 607 | ||||||
Conservice Midco, LLC, Initial Term Loan |
||||||||
7.310%, 05/15/2030 |
400 | 400 | ||||||
Databricks, Inc., Initial Closing Date Term Loan |
||||||||
8.809%, 01/03/2031 |
332 | 333 | ||||||
Delta Topco, Inc., Second Amendment Refinancing Term Loan, 2nd Lien |
||||||||
9.948%, CME Term SOFR + 5.250%, 11/29/2030 (A) |
277 | 280 | ||||||
Ellucian Holdings Inc., Initial Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 10/09/2029 (A) |
619 | 618 | ||||||
Ellucian Holdings Inc., Initial Term Loan, 2nd Lien |
||||||||
9.074%, CME Term SOFR + 4.750%, 11/22/2032 (A) |
365 | 372 | ||||||
Epicor Software Corporation, Term F Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 05/30/2031 (A) |
934 | 936 | ||||||
Idemia Group S.A.S. Facility B5 (USD) Term Loan |
||||||||
8.579%, 09/30/2028 |
76 | 77 | ||||||
Imprivata, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.791%, CME Term SOFR + 3.500%, 12/01/2027 (A) |
606 | 608 | ||||||
Indemia Group S.A.S, Facility B5 |
||||||||
8.579%, 09/30/2028 |
495 | 497 | ||||||
Inmar, Inc., Initial Term Loan, 1st Lien |
||||||||
9.324%, CME Term SOFR + 5.000%, 10/30/2031 (A) |
349 | 349 | ||||||
Isolved, Inc., Term B-2 Loan |
||||||||
7.562%, 10/15/2030 |
717 | 722 | ||||||
SEI Institutional Investments Trust
141
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 05/03/2028 (A) |
$ | 239 | $ | 233 | ||||
MH Sub I, LLC (Micro Holding Corp.), 2024 December New Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 12/31/2031 (A) |
120 | 115 | ||||||
Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien |
||||||||
8.891%, CME Term SOFR + 4.500%, 05/02/2029 (A) |
330 | 293 | ||||||
Motus Group, LLC, Initial Term Loan, 1st Lien |
||||||||
8.079%, CME Term SOFR + 3.750%, 12/11/2028 (A) |
931 | 927 | ||||||
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien |
||||||||
6.074%, CME Term SOFR + 1.750%, 01/31/2030 (A) |
479 | 479 | ||||||
Perforce Software, Inc, 2024-1 Refinancing Term Loan, 1st Lien |
||||||||
9.062%, 07/02/2029 (B) |
490 | 473 | ||||||
Planview Parent, Inc., 2024-B Incremental Term Loan, 1st Lien |
||||||||
7.829%, CME Term SOFR + 3.500%, 12/17/2027 (A) |
1,000 | 999 | ||||||
PointClickCare Technologies Inc., 2024-1 Term Loan, 1st Lien |
||||||||
7.579%, CME Term SOFR + 3.250%, 11/03/2031 (A) |
849 | 850 | ||||||
Polaris Newco LLC, Dollar Term Loan, 1st Lien |
||||||||
8.552%, CME Term SOFR + 4.000%, 06/02/2028 (A) |
217 | 216 | ||||||
Project Alpha Intermediate Holding, Inc., Add-on Cov-Lite TLB |
||||||||
0.000%, 10/28/2030 (A)(C) |
190 | 191 | ||||||
Project Alpha Intermediate Holding, Inc., Second Amendment Refinancing Term Loan, 1st Lien |
||||||||
7.579%, CME Term SOFR + 3.250%, 10/26/2030 (A) |
115 | 116 | ||||||
Project Boost Purchaser, LLC, Initial Term Loan, 1st Lien |
||||||||
7.307%, CME Term SOFR + 3.000%, 07/16/2031 (A) |
1,389 | 1,387 | ||||||
Proofpoint, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.312%, CME Term SOFR + 3.000%, 08/31/2028 (A) |
1,075 | 1,077 | ||||||
Pushpay USA Inc., Term Loan |
||||||||
8.323%, 08/16/2031 |
260 | 260 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Quartz Holding Company, Term Loan, 1st Lien |
||||||||
7.824%, CME Term SOFR + 3.500%, 10/02/2028 (A) |
$ | 598 | $ | 600 | ||||
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
||||||||
8.691%, CME Term SOFR + 4.250%, 02/01/2029 (A) |
1,017 | 545 | ||||||
Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 11/28/2028 (A) |
309 | 310 | ||||||
SS&C Technologies Holdings, Inc., Term B-8 Loan, 1st Lien |
||||||||
6.324%, CME Term SOFR + 2.000%, 05/09/2031 (A) |
946 | 948 | ||||||
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 09/28/2029 (A) |
901 | 894 | ||||||
Zodiac Purchaser, LLC, Term Loan |
||||||||
7.815%, CME Term SOFR + 3.500%, 02/14/2032 (A)(B) |
750 | 745 | ||||||
| 21,037 | ||||||||
Financial Intermediaries — 2.5% |
||||||||
AssuredPartners, Inc, 2024 Term Loan, 1st Lien |
||||||||
7.824%, CME Term SOFR + 3.500%, 02/14/2031 (A) |
997 | 997 | ||||||
Brown Group Holding, LLC, Initial Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 07/01/2031 (A) |
127 | 127 | ||||||
Cogentrix Finance Holdco I, LLC, Term Loan |
||||||||
7.074%, CME Term SOFR + 2.750%, 02/26/2032 (A)(B) |
400 | 399 | ||||||
Cornerstone Generation, LLC, Term Loan B |
||||||||
0.000%, 10/28/2031 (A)(B)(C) |
379 | 380 | ||||||
CPI Holdco B, LLC, First Amendment Incremental Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 05/17/2031 (A) |
460 | 458 | ||||||
ECO Material Technologies Inc., Initial Term Loan, 1st Lien |
||||||||
7.568%, CME Term SOFR + 3.250%, 02/12/2032 (A) |
520 | 519 | ||||||
Edelman Financial Engines Center, LLC, The, 2024 Refinancing Term Loan, 2nd Lien |
||||||||
9.574%, CME Term SOFR + 5.250%, 10/06/2028 (A) |
484 | 486 | ||||||
142
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Focus Financial Partners, LLC, Initial Term Loan, 1st Lien |
||||||||
7.574%, CME Term SOFR + 3.250%, 09/15/2031 (A) |
$ | 442 | $ | 442 | ||||
Goat Holdco, LLC, Term Loan B |
||||||||
7.324%, 01/27/2032 |
750 | 747 | ||||||
HighTower Holding, LLC, Initial Term Loan, 1st Lien |
||||||||
7.291%, CME Term SOFR + 3.000%, 02/03/2032 (A) |
738 | 736 | ||||||
Horizon Midco 2 Limited, Term B Loan, 1st Lien |
||||||||
8.677%, CME Term SOFR + 4.250%, 10/31/2031 (A) |
380 | 372 | ||||||
Icon Parent I Inc., Initial Term Loan, 2nd Lien |
||||||||
9.315%, CME Term SOFR + 5.000%, 11/12/2032 (A) |
150 | 152 | ||||||
Jane Street Group, LLC, Seventh Amendment Extended Term Loan, 1st Lien |
||||||||
6.313%, CME Term SOFR + 2.000%, 12/15/2031 (A) |
748 | 738 | ||||||
Modena Buyer LLC, Initial Term Loan, 1st Lien |
||||||||
8.791%, CME Term SOFR + 4.500%, 07/01/2031 (A)(B) |
527 | 514 | ||||||
PEX Holdings LLC, Term Loan, 1st Lien |
||||||||
7.079%, CME Term SOFR + 2.750%, 11/26/2031 (A) |
250 | 250 | ||||||
Quirch Foods Holdings, LLC, 2022-1 Incremental Term Loan, 1st Lien |
||||||||
9.637%, CME Term SOFR + 5.000%, 10/27/2027 (A) |
1,082 | 1,022 | ||||||
Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien |
||||||||
7.574%, CME Term SOFR + 3.250%, 11/19/2031 (A) |
327 | 325 | ||||||
Rohm Holding GmbH, Facility B (USD), 1st Lien |
||||||||
9.665%, CME Term SOFR + 5.000%, 07/31/2026 (A)(B) |
598 | 591 | ||||||
Spring Education Group, Inc., Initial Term Loan |
||||||||
8.329%, CME Term SOFR + 4.500%, 10/04/2030 (A) |
673 | 677 | ||||||
Victory Buyer LLC, Initial Term Loan, 1st Lien |
||||||||
8.188%, CME Term SOFR + 3.750%, 11/19/2028 (A) |
681 | 659 | ||||||
| 10,591 | ||||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Food Service — 1.0% |
||||||||
8th Avenue Food & Provisions, Inc., 2021 Incremental Term Loan, 1st Lien |
||||||||
9.188%, 10/01/2025 (A) |
$ | 824 | $ | 805 | ||||
8th Avenue Food & Provisions, Inc., Term Loan, 1st Lien |
||||||||
8.188%, CME Term SOFR + 3.750%, 10/01/2025 (A) |
187 | 183 | ||||||
Aramark Intermediate HoldCo Corporation, U.S. Term B-8 Loan, 1st Lien |
||||||||
6.324%, CME Term SOFR + 2.000%, 06/22/2030 (A) |
915 | 917 | ||||||
Chobani, LLC, 2025 New Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 10/25/2027 (A) |
567 | 570 | ||||||
Froneri International Limited, Facility B4, 1st Lien |
||||||||
6.237%, CME Term SOFR + 2.000%, 09/30/2031 (A)(B) |
729 | 725 | ||||||
Golden State Foods LLC, Initial Term Loan, 1st Lien |
||||||||
8.557%, CME Term SOFR + 4.250%, 12/04/2031 (A) |
433 | 436 | ||||||
IRB Holding Corp., 2024 Second Replacement Term B Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 12/15/2027 (A) |
864 | 863 | ||||||
| 4,499 | ||||||||
Food/Drug Retailers — 0.1% |
||||||||
Eagle Parent Corp., Initial Term Loan, 1st Lien |
||||||||
8.579%, CME Term SOFR + 4.250%, 04/02/2029 (A) |
419 | 402 | ||||||
| 402 | ||||||||
Health Care — 3.6% |
||||||||
Barentz Midco B.V., Facility B2 (USD), 1st Lien |
||||||||
8.429%, CME Term SOFR + 4.000%, 03/01/2031 (A)(B) |
596 | 595 | ||||||
Barentz Midco B.V., Term Loan B |
||||||||
0.000%, 03/03/2031 (A)(B)(C) |
125 | 125 | ||||||
Bausch + Lomb Corp., First Incremental Term Loan |
||||||||
8.329%, CME Term SOFR + 4.000%, 09/29/2028 (A) |
311 | 311 | ||||||
Bausch + Lomb Corp., Initial Term Loan, 1st Lien |
||||||||
7.674%, 05/10/2027 (A) |
610 | 607 | ||||||
Bracket Intermediate Holding Corp., 2024 Term Loan, 1st Lien |
||||||||
8.579%, CME Term SOFR + 4.250%, 05/08/2028 (A) |
1,272 | 1,280 | ||||||
SEI Institutional Investments Trust
143
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Charlotte Buyer, Inc., Second Refinancing Term Loan, 1st Lien |
||||||||
8.565%, CME Term SOFR + 4.250%, 02/11/2028 (A) |
$ | 926 | $ | 923 | ||||
CNT Holdings I Corp, 2025 Replacement Term Loan, 1st Lien |
||||||||
6.802%, CME Term SOFR + 2.500%, 11/08/2032 (A) |
694 | 692 | ||||||
Concentra Health Services, Inc., Initial Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 07/26/2031 (A) |
65 | 65 | ||||||
Confluent Medical Technologies, Inc. |
||||||||
7.555%, CME Term SOFR + 5.250%, 02/16/2029 (A) |
1,122 | 1,125 | ||||||
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien |
||||||||
8.074%, CME Term SOFR + 3.750%, 07/01/2030 (A) |
81 | 81 | ||||||
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
||||||||
8.429%, CME Term SOFR + 4.000%, 10/01/2027 (A) |
139 | 130 | ||||||
Gainwell Acquisition Corp., Term B Loan, 2nd Lien |
||||||||
12.388%, CME Term SOFR + 8.000%, 10/02/2028 (A)(D) |
265 | 228 | ||||||
Global Medical Response, Inc., 2024 Extended Term Loan, 1st Lien |
||||||||
9.040%, CME Term SOFR + 4.750%, 10/31/2028 (A) |
1,179 | 1,178 | ||||||
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
||||||||
6.463%, CME Term SOFR + 2.000%, 11/15/2027 (A) |
73 | 72 | ||||||
Hanger, Inc., Delayed Draw Term Loan, 1st Lien |
||||||||
7.819%, CME Term SOFR + 3.500%, 10/23/2031 (A)(B) |
40 | 41 | ||||||
Hanger, Inc., Initial Term Loan, 1st Lien |
||||||||
7.824%, CME Term SOFR + 3.500%, 10/23/2031 (A)(B) |
315 | 315 | ||||||
ICU Medical, Inc., Tranche B Term Loan, 1st Lien |
||||||||
6.979%, CME Term SOFR + 2.500%, 01/08/2029 (A) |
558 | 558 | ||||||
LifePoint Health, Inc. , 2024-1 Refinancing Term Loan, 1st Lien |
||||||||
8.052%, CME Term SOFR + 3.750%, 05/17/2031 (A) |
344 | 332 | ||||||
Mamba Purchaser, Inc., Refinanced Term Loan, 1st Lien |
||||||||
7.312%, 10/16/2028 |
946 | 944 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |
||||||||
7.293%, CME Term SOFR + 3.000%, 10/19/2027 (A)(D) |
$ | 300 | $ | 294 | ||||
Option Care Health, Inc., 2021 Refinancing Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 10/27/2028 (A) |
929 | 933 | ||||||
Parexel International, Inc., Sixth Amendment Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 11/15/2028 (A)(B) |
396 | 396 | ||||||
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
||||||||
8.302%, CME Term SOFR + 4.000%, 09/20/2028 (A) |
352 | 303 | ||||||
Radnet Management, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
6.568%, CME Term SOFR + 2.250%, 04/18/2031 (A) |
637 | 637 | ||||||
Select Medical Corporation, Tranche B-2 Loan, 1st Lien |
||||||||
6.309%, CME Term SOFR + 2.000%, 12/03/2031 (A) |
46 | 46 | ||||||
Surgery Center Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 12/19/2030 (A) |
618 | 618 | ||||||
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
||||||||
9.541%, CME Term SOFR + 5.250%, 03/02/2027 (A) |
1,067 | 1,043 | ||||||
TEAM Services Group, LLC, Incremental Term Loan, 1st Lien |
||||||||
9.541%, 12/20/2027 |
225 | 220 | ||||||
WCG Purchaser Corp., 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.857%, CME Term SOFR + 3.500%, 01/08/2027 (A) |
1,332 | 1,329 | ||||||
| 15,421 | ||||||||
Home Furnishings — 0.1% |
||||||||
Hunter Douglas Holding B.V., Amendment No. 3 Tranche B-1 Term Loan, 1st Lien |
||||||||
7.553%, CME Term SOFR + 3.250%, 01/17/2032 (A) |
7 | 7 | ||||||
Weber-Stephen Products LLC, Initial Term B Loan |
||||||||
7.688%, 10/30/2027 (A) |
462 | 458 | ||||||
| 465 | ||||||||
144
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Industrial Equipment — 0.7% |
||||||||
Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien |
||||||||
7.072%, CME Term SOFR + 2.750%, 08/19/2031 (A) |
$ | 488 | $ | 488 | ||||
Crown Equipment Corp., Initial Term Loan |
||||||||
6.814%, 10/02/2031 |
385 | 386 | ||||||
JBT Marel Corporation, Initial Term Loan, 1st Lien |
||||||||
6.674%, CME Term SOFR + 2.250%, 01/02/2032 (A) |
310 | 311 | ||||||
Star US Bidco LLC, Fifth Amendment Refinancing Term Loan, 1st Lien |
||||||||
8.074%, CME Term SOFR + 3.750%, 03/17/2027 (A) |
522 | 523 | ||||||
TMK Hawk Parent, Corp., Initial Tranche B Loan |
||||||||
9.574%, 06/30/2029 (D) |
554 | 332 | ||||||
TMK Hawk Parent, Corp., Term Loan (PIK), 1st Lien |
||||||||
11.000%, 12/15/2031 (D) |
18 | 18 | ||||||
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
||||||||
6.559%, CME Term SOFR + 2.250%, 01/27/2031 (A) |
1,015 | 1,012 | ||||||
| 3,070 | ||||||||
Insurance — 1.0% |
||||||||
Acrisure, LLC, 2024 Repricing Term B-1 Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 02/13/2027 (A) |
883 | 882 | ||||||
Alliant Holdings Intermediate, LLC, Initial Term Loan, 1st Lien |
||||||||
7.072%, CME Term SOFR + 2.750%, 09/19/2031 (A) |
468 | 468 | ||||||
AmWINS Group, Inc., Initial Term Loan |
||||||||
6.574%, CME Term SOFR + 2.250%, 01/30/2032 (A) |
763 | 761 | ||||||
Asurion, LLC, New B-11 Term Loan, 1st Lien |
||||||||
8.674%, CME Term SOFR + 4.250%, 08/19/2028 (A) |
– | — | ||||||
Asurion, LLC, New B-8 Term Loan, 1st Lien |
||||||||
7.688%, CME Term SOFR + 3.250%, 12/23/2026 (A) |
715 | 714 | ||||||
Goosehead Insurance Holdings, LLC, Initial Term Loan, 1st Lien |
||||||||
7.810%, CME Term SOFR + 3.500%, 01/08/2032 (A) |
500 | 501 | ||||||
HIG Finance 2 Limited |
||||||||
7.812%, 04/18/2030 |
474 | 474 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
HIG Finance 2 Limited, 2024-3 Dollar Refinancing Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 02/15/2031 (A) |
$ | 40 | $ | 40 | ||||
Ryan Specialty, LLC, 2024 Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 09/15/2031 (A) |
321 | 321 | ||||||
| 4,161 | ||||||||
Leisure Goods/Activities/Movies — 0.9% |
||||||||
Alterra Mountain Company, Series B-7 Term Loan |
||||||||
7.312%, 05/31/2030 |
195 | 195 | ||||||
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
||||||||
9.590%, CME Term SOFR + 5.000%, 09/18/2026 (A) |
933 | 937 | ||||||
Formula One Management Limited, Facility B, 1st Lien |
||||||||
6.329%, CME Term SOFR + 2.000%, 09/30/2031 (A) |
737 | 738 | ||||||
Formula One Management Limited, Incremental Term Facility |
||||||||
0.000%, 09/10/2031 (A)(B)(C) |
369 | 369 | ||||||
Hard Rock Northern Indiana, Term Loan B, 1st Lien |
||||||||
8.662%, 12/11/2028 |
218 | 219 | ||||||
Recess Holdings, Inc., Initial Term Loan, 1st Lien |
||||||||
8.047%, CME Term SOFR + 3.750%, 02/20/2030 (A) |
758 | 762 | ||||||
UFC Holdings, LLC, Incremental Term B-4 Loan, 1st Lien |
||||||||
6.580%, CME Term SOFR + 2.250%, 11/21/2031 (A) |
435 | 435 | ||||||
| 3,655 | ||||||||
Lodging & Casinos — 0.8% |
||||||||
Caesars Entertainment, Inc., 2023 Incremental Term B Loan, 1st Lien |
||||||||
6.563%, CME Term SOFR + 2.250%, 02/06/2030 (A) |
954 | 954 | ||||||
Four Seasons Holdings, Inc., 2024-2 Repricing Term Loan, 1st Lien |
||||||||
6.062%, 11/30/2029 |
588 | 588 | ||||||
Husky Injection Molding Systems Ltd., Amendment No. 5 Refinancing Term Loan, 1st Lien |
||||||||
8.785%, CME Term SOFR + 4.500%, 02/15/2029 (A) |
489 | 491 | ||||||
Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien |
||||||||
8.579%, CME Term SOFR + 4.250%, 08/01/2030 (A) |
822 | 824 | ||||||
SEI Institutional Investments Trust
145
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Station Casinos LLC, Term B Facility, 1st Lien |
||||||||
6.324%, CME Term SOFR + 2.000%, 03/14/2031 (A) |
$ | 893 | $ | 891 | ||||
| 3,748 | ||||||||
Nonferrous Metals/Minerals — 0.1% |
||||||||
AIP RD Buyer Corp., Term B Loan, 1st Lien |
||||||||
8.324%, CME Term SOFR + 4.250%, 12/22/2028 (A)(D) |
354 | 354 | ||||||
Oil & Gas — 0.8% |
||||||||
CQP Holdco LP, Amendment No. 6 Refinancing Term Loan, 1st Lien |
||||||||
6.329%, CME Term SOFR + 2.000%, 12/31/2030 (A) |
243 | 243 | ||||||
Freeport LNG investments, LLLP, 2025 Term Loan B |
||||||||
0.000%, 12/21/2028 (C) |
93 | 93 | ||||||
Freeport LNG Investments, LLLP, Term Loan, 1st Lien |
||||||||
7.555%, 11/16/2026 |
600 | 599 | ||||||
M6 ETX Holdings II Midco LLC, Initial Term Loan, 1st Lien |
||||||||
8.924%, 09/19/2029 (A) |
642 | 643 | ||||||
Par Petroleum, LLC, Initial Loan, 1st Lien |
||||||||
8.038%, 02/28/2030 |
399 | 397 | ||||||
PG Polaris Bidco SARL, Initial Term Loan, 1st Lien |
||||||||
7.329%, CME Term SOFR + 3.000%, 03/26/2031 (A) |
574 | 575 | ||||||
Prairie Acquiror LP, Initial Term B-3 Loan |
||||||||
8.574%, 08/01/2029 |
816 | 823 | ||||||
| 3,373 | ||||||||
Publishing — 0.6% |
||||||||
Century De Buyer LLC, 2024 Term Loan |
||||||||
7.787%, 10/30/2030 (B) |
794 | 796 | ||||||
Dun & Bradstreet Corporation, The, 2022 Incremental Term B-2 Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 01/18/2029 (A) |
984 | 982 | ||||||
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
||||||||
9.424%, CME Term SOFR + 5.000%, 10/30/2028 (A)(B) |
368 | 340 | ||||||
Summer (BC) Bidco B LLC, Extended Facility B (USD), 1st Lien |
||||||||
9.589%, CME Term SOFR + 5.000%, 02/15/2029 (A) |
577 | 577 | ||||||
| 2,695 | ||||||||
Retailers (Except Food & Drug) — 0.5% |
||||||||
Belfor Holdings Inc., Tranche B-3 Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 11/01/2030 (A) |
758 | 762 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
GSM Outdoors Acquisition Corporation, Initial Term Loan, 1st Lien |
||||||||
9.357%, CME Term SOFR + 5.000%, 09/30/2031 (A) |
$ | 319 | $ | 310 | ||||
LBM Acquisition, LLC, Amendment No. 3 Term Loan, 1st Lien |
||||||||
8.167%, CME Term SOFR + 3.750%, 06/06/2031 (A)(D) |
661 | 644 | ||||||
| 1,716 | ||||||||
Software & Service — 0.5% |
||||||||
CCC Information Services Inc., Initial Term Loan, 1st Lien |
||||||||
6.324%, 09/21/2028 |
873 | 871 | ||||||
Mosel Bidco SE, Facility B (USD), 1st Lien |
||||||||
8.829%, CME Term SOFR + 4.750%, 09/16/2030 (A)(D) |
1,148 | 1,150 | ||||||
| 2,021 | ||||||||
Surface Transport — 0.2% |
||||||||
E2open, LLC, Initial Term Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 02/04/2028 (A)(B) |
203 | 202 | ||||||
FCG Acquisitions, Inc., Amendment No. 11 Term Loan, 1st Lien |
||||||||
7.574%, CME Term SOFR + 3.250%, 03/31/2028 (A) |
399 | 399 | ||||||
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
||||||||
6.892%, CME Term SOFR + 2.500%, 07/21/2028 (A)(B) |
173 | 173 | ||||||
First Student Bidco Inc., TLB-2 Loan, 1st Lien |
||||||||
6.892%, CME Term SOFR + 2.500%, 07/21/2028 (A) |
66 | 65 | ||||||
Johnstone Supply, LLC, 2024-1 Incremental Term Loan |
||||||||
6.820%, 06/09/2031 |
598 | 595 | ||||||
| 1,434 | ||||||||
Telecommunications — 0.6% |
||||||||
Avaya Inc., Initial Term Loan, 1st Lien |
||||||||
11.824%, CME Term SOFR + 7.500%, 08/01/2028 (A)(E) |
1,165 | 959 | ||||||
Genesys Cloud Services Holdings I, LLC, Initial 2025 Dollar Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 01/30/2032 (A) |
741 | 738 | ||||||
Lumen Technologies Inc., Term A Loan |
||||||||
10.324%, 06/01/2028 |
103 | 103 | ||||||
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
||||||||
7.438%, CME Term SOFR + 3.000%, 03/09/2027 (A) |
953 | 909 | ||||||
| 2,709 | ||||||||
146
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Utilities — 0.8% |
||||||||
Alpha Generation, LLC, Initial Term B Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 09/30/2031 (A) |
$ | 319 | $ | 320 | ||||
Calpine Corporation, 2024-2 Term Loan, 1st Lien |
||||||||
6.074%, CME Term SOFR + 1.750%, 02/15/2032 (A) |
750 | 749 | ||||||
Nautilus Power, LLC, Term Loan, 1st Lien |
||||||||
9.840%, CME Term SOFR + 5.250%, 11/16/2026 (A) |
324 | 324 | ||||||
South Field Energy LLC, Term Loan B Advance, 1st Lien |
||||||||
8.079%, CME Term SOFR + 3.750%, 08/29/2031 (A) |
311 | 310 | ||||||
South Field Energy LLC, Term Loan C Advance, 1st Lien |
||||||||
8.079%, CME Term SOFR + 3.750%, 08/29/2031 (A) |
19 | 19 | ||||||
Talen Energy Supply, LLC, 2024-1 Incremental Term B Loan, 1st Lien |
||||||||
6.818%, CME Term SOFR + 2.500%, 12/13/2031 (A) |
390 | 390 | ||||||
Thunder Generation Funding, LLC, Term Loan, 1st Lien |
||||||||
7.329%, CME Term SOFR + 3.000%, 10/03/2031 (A)(D) |
539 | 540 | ||||||
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien |
||||||||
7.291%, CME Term SOFR + 3.000%, 02/16/2028 (A) |
514 | 515 | ||||||
| 3,167 | ||||||||
Total Loan Participations |
||||||||
(Cost $136,614) ($ Thousands) |
135,308 | |||||||
ASSET-BACKED SECURITIES — 28.4% |
||||||||
Automotive — 6.9% |
||||||||
ACM Auto Trust, Ser 2024-2A, Cl A |
||||||||
6.060%, 02/20/2029 (F) |
750 | 752 | ||||||
Ally Auto Receivables Trust, Ser 2023-1, Cl A3 |
||||||||
5.460%, 05/15/2028 |
250 | 252 | ||||||
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl A2 |
||||||||
5.681%, 05/17/2032 (F) |
312 | 316 | ||||||
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-B, Cl C |
||||||||
5.215%, 09/15/2032 (F) |
503 | 506 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl E |
||||||||
2.560%, 11/15/2027 (F) |
$ | 1,000 | $ | 996 | ||||
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |
||||||||
1.060%, 08/18/2026 |
39 | 38 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
||||||||
1.490%, 09/18/2026 |
225 | 224 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
||||||||
1.210%, 12/18/2026 |
540 | 534 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
||||||||
4.380%, 04/18/2028 |
108 | 108 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl B |
||||||||
2.680%, 08/20/2026 (F) |
1,000 | 995 | ||||||
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
||||||||
5.830%, 05/15/2026 (F) |
2 | 2 | ||||||
Bank of America Auto Trust, Ser 2023-2A, Cl A2 |
||||||||
5.850%, 08/17/2026 (F) |
210 | 211 | ||||||
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
||||||||
5.100%, 07/27/2026 |
38 | 38 | ||||||
BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A |
||||||||
4.290%, 01/25/2027 |
225 | 225 | ||||||
BMW Vehicle Owner Trust, Ser 2022-A, Cl A4 |
||||||||
3.440%, 12/26/2028 |
1,000 | 992 | ||||||
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
||||||||
5.470%, 02/25/2028 |
225 | 227 | ||||||
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
||||||||
3.170%, 04/15/2027 |
64 | 63 | ||||||
CarMax Auto Owner Trust, Ser 2022-2, Cl C |
||||||||
4.260%, 12/15/2027 |
750 | 747 | ||||||
Carmax Auto Owner Trust, Ser 2022-3, Cl A3 |
||||||||
3.970%, 04/15/2027 |
142 | 141 | ||||||
Carmax Auto Owner Trust, Ser 2022-4, Cl A3 |
||||||||
5.340%, 08/16/2027 |
247 | 248 | ||||||
Carmax Auto Owner Trust, Ser 2023-1, Cl A3 |
||||||||
4.750%, 10/15/2027 |
227 | 228 | ||||||
CarMax Auto Owner Trust, Ser 2023-2, Cl A3 |
||||||||
5.050%, 01/18/2028 |
1,000 | 1,004 | ||||||
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
||||||||
5.720%, 11/16/2026 |
24 | 24 | ||||||
SEI Institutional Investments Trust
147
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
CarMax Auto Owner Trust, Ser 2023-3, Cl A3 |
||||||||
5.280%, 05/15/2028 |
$ | 1,530 | $ | 1,542 | ||||
CarMax Auto Owner Trust, Ser 2024-4, Cl A1 |
||||||||
4.733%, 09/15/2025 |
32 | 32 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
||||||||
0.700%, 01/10/2028 |
31 | 31 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
||||||||
0.750%, 03/10/2028 |
19 | 18 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
||||||||
0.660%, 06/12/2028 |
54 | 51 | ||||||
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
||||||||
6.410%, 09/10/2027 (F) |
23 | 23 | ||||||
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
||||||||
6.090%, 11/10/2026 (F) |
3 | 3 | ||||||
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
||||||||
6.230%, 01/11/2027 (F) |
20 | 20 | ||||||
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
||||||||
5.770%, 04/12/2027 (F) |
16 | 16 | ||||||
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
||||||||
5.760%, 04/12/2027 (F) |
41 | 41 | ||||||
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |
||||||||
5.500%, 08/10/2027 (F) |
19 | 19 | ||||||
Carvana Auto Receivables Trust, Ser 2025-N1, Cl A1 |
||||||||
4.636%, 03/10/2026 (F) |
275 | 275 | ||||||
CFMT LLC, Ser 2021-AL1, Cl B |
||||||||
1.390%, 09/22/2031 (F) |
47 | 46 | ||||||
Chase Auto Owner Trust, Ser 2024-4A, Cl A2 |
||||||||
5.250%, 09/27/2027 (F) |
447 | 449 | ||||||
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
||||||||
5.650%, 05/15/2035 (F) |
108 | 109 | ||||||
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
||||||||
6.090%, 10/15/2026 (F) |
38 | 38 | ||||||
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
||||||||
5.430%, 10/15/2026 (F) |
50 | 50 | ||||||
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
||||||||
5.910%, 08/16/2027 (F) |
29 | 29 | ||||||
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
||||||||
6.400%, 06/15/2027 (F) |
27 | 27 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
DT Auto Owner Trust, Ser 2023-3A, Cl A |
||||||||
6.290%, 08/16/2027 (F) |
$ | 21 | $ | 21 | ||||
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
||||||||
5.230%, 03/20/2030 (F) |
55 | 56 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A1 |
||||||||
4.724%, 10/21/2025 (F) |
85 | 85 | ||||||
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D |
||||||||
1.400%, 04/15/2027 |
637 | 623 | ||||||
FHF Trust, Ser 2021-2A, Cl A |
||||||||
0.830%, 12/15/2026 (F) |
7 | 7 | ||||||
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
||||||||
5.800%, 11/16/2026 |
38 | 38 | ||||||
First Investors Auto Owner Trust, Ser 2021-1A, Cl C |
||||||||
1.170%, 03/15/2027 (F) |
50 | 50 | ||||||
Flagship Credit Auto Trust, Ser 2022-3, Cl A3 |
||||||||
4.550%, 04/15/2027 (F) |
66 | 66 | ||||||
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
||||||||
5.760%, 04/15/2027 (F) |
23 | 23 | ||||||
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
||||||||
5.890%, 07/15/2027 (F) |
36 | 36 | ||||||
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
||||||||
5.240%, 07/15/2026 |
46 | 46 | ||||||
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 |
||||||||
5.060%, 05/15/2027 |
130 | 131 | ||||||
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
||||||||
4.650%, 02/15/2028 |
114 | 114 | ||||||
Ford Credit Auto Owner Trust, Ser 2024-C, Cl A1 |
||||||||
4.922%, 10/15/2025 |
102 | 103 | ||||||
Ford Credit Auto Owner Trust, Ser 2024-D, Cl A1 |
||||||||
4.604%, 12/15/2025 |
128 | 128 | ||||||
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
||||||||
5.990%, 05/15/2028 (F) |
65 | 65 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D |
||||||||
1.680%, 01/15/2027 (F) |
343 | 342 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
||||||||
5.700%, 01/15/2027 (F) |
3 | 3 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
||||||||
5.570%, 02/16/2027 (F) |
54 | 54 | ||||||
148
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
||||||||
5.580%, 01/20/2026 |
$ | 15 | $ | 15 | ||||
GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A1 |
||||||||
4.745%, 10/20/2025 |
75 | 75 | ||||||
GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A1 |
||||||||
4.408%, 02/20/2026 |
190 | 190 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2021-2, Cl B |
||||||||
1.090%, 12/16/2026 |
2,000 | 1,985 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2021-4, Cl A4 |
||||||||
0.990%, 10/18/2027 |
300 | 293 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A4 |
||||||||
4.880%, 08/16/2028 |
1,000 | 1,006 | ||||||
Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 |
||||||||
5.410%, 02/18/2028 |
245 | 247 | ||||||
Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2 |
||||||||
4.560%, 03/15/2027 |
250 | 250 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A2A |
||||||||
5.150%, 06/15/2026 (F) |
85 | 85 | ||||||
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
||||||||
5.770%, 05/15/2026 |
23 | 23 | ||||||
Hyundai Auto Receivables Trust, Ser 2024-B, Cl A2A |
||||||||
5.150%, 06/15/2027 |
273 | 274 | ||||||
JPMorgan Chase Bank, Ser 2021-3, Cl D |
||||||||
1.009%, 02/26/2029 (F) |
49 | 49 | ||||||
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
||||||||
5.440%, 11/16/2026 (F) |
20 | 20 | ||||||
M&T Bank Auto Receivables Trust, Ser 2025-1A, Cl A1 |
||||||||
4.514%, 02/17/2026 (F) |
325 | 325 | ||||||
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3 |
||||||||
4.740%, 01/15/2027 |
344 | 345 | ||||||
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A3 |
||||||||
5.210%, 08/16/2027 |
311 | 312 | ||||||
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A |
||||||||
6.180%, 08/25/2028 (F) |
1,355 | 1,364 | ||||||
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl C |
||||||||
6.130%, 04/25/2029 (F) |
500 | 505 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
||||||||
5.110%, 10/15/2026 |
$ | 130 | $ | 130 | ||||
Nissan Auto Receivables Owner Trust, Ser 2024-B, Cl A1 |
||||||||
4.703%, 10/15/2025 |
146 | 146 | ||||||
Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 |
||||||||
5.790%, 01/22/2029 (F) |
225 | 227 | ||||||
Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 |
||||||||
4.670%, 11/22/2027 (F) |
1,000 | 1,004 | ||||||
Porsche Innovative Lease Owner Trust, Ser 2024-2A, Cl A1 |
||||||||
4.766%, 10/20/2025 (F) |
47 | 47 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
||||||||
6.451%, 12/15/2032 (F) |
130 | 130 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
||||||||
6.493%, 06/15/2033 (F) |
265 | 267 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2024-B, Cl D |
||||||||
5.483%, 01/18/2033 (F) |
500 | 501 | ||||||
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
||||||||
1.330%, 09/15/2027 |
735 | 727 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
||||||||
3.760%, 07/16/2029 |
270 | 268 | ||||||
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
||||||||
6.180%, 02/16/2027 |
8 | 8 | ||||||
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
||||||||
5.710%, 02/16/2027 |
10 | 10 | ||||||
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
||||||||
6.270%, 04/20/2026 (F) |
37 | 37 | ||||||
SBNA Auto Lease Trust, Ser 2024-A, Cl A2 |
||||||||
5.450%, 01/20/2026 (F) |
72 | 72 | ||||||
SBNA Auto Lease Trust, Ser 2025-A, Cl A1 |
||||||||
4.489%, 02/20/2026 (F) |
540 | 540 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
||||||||
5.890%, 03/22/2027 (F) |
10 | 10 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
||||||||
5.350%, 06/21/2027 (F) |
23 | 23 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2025-1A, Cl A1 |
||||||||
4.492%, 02/20/2026 (F) |
215 | 215 | ||||||
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
||||||||
5.540%, 12/21/2026 (F) |
111 | 111 | ||||||
SEI Institutional Investments Trust
149
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
||||||||
1.350%, 05/25/2033 (F) |
$ | 220 | $ | 218 | ||||
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
||||||||
4.710%, 02/15/2028 |
1,000 | 1,003 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |
||||||||
5.600%, 08/17/2026 |
173 | 173 | ||||||
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
||||||||
5.730%, 04/20/2026 (F) |
31 | 31 | ||||||
Toyota Lease Owner Trust, Ser 2024-A, Cl A2A |
||||||||
5.330%, 07/20/2026 (F) |
25 | 25 | ||||||
Toyota Lease Owner Trust, Ser 2024-B, Cl A2A |
||||||||
4.310%, 02/22/2027 (F) |
182 | 182 | ||||||
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
||||||||
5.830%, 07/15/2026 (F) |
5 | 5 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
||||||||
5.020%, 06/20/2028 |
1,000 | 1,006 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A1 |
||||||||
4.622%, 11/20/2025 |
69 | 69 | ||||||
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
||||||||
1.230%, 04/15/2026 (F) |
15 | 15 | ||||||
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
||||||||
5.960%, 10/15/2026 (F) |
22 | 22 | ||||||
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
||||||||
5.890%, 02/16/2027 (F) |
41 | 41 | ||||||
Westlake Automobile Receivables Trust, Ser 2024-1A, Cl A2A |
||||||||
5.620%, 03/15/2027 (F) |
38 | 38 | ||||||
Westlake Automobile Receivables Trust, Ser 2024-3A, Cl A1 |
||||||||
4.919%, 10/15/2025 (F) |
2 | 2 | ||||||
Westlake Automobile Receivables Trust, Ser 2025-1A, Cl A1 |
||||||||
4.565%, 01/15/2026 (F) |
391 | 392 | ||||||
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
||||||||
5.430%, 02/15/2028 (F) |
15 | 15 | ||||||
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
||||||||
5.800%, 04/18/2038 (F) |
146 | 148 | ||||||
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
||||||||
6.460%, 08/18/2038 (F) |
76 | 77 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
World Omni Auto Receivables Trust, Ser 2021-D, Cl C |
||||||||
1.720%, 06/15/2028 |
$ | 175 | $ | 171 | ||||
World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 |
||||||||
5.610%, 02/15/2028 |
161 | 162 | ||||||
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
||||||||
5.920%, 03/15/2027 |
10 | 10 | ||||||
| 29,322 | ||||||||
Credit Cards — 0.0% |
||||||||
CARDS II Trust, Ser 2024-1A, Cl A |
||||||||
5.029%, SOFRRATE + 0.680%, 07/15/2029 (A)(F) |
160 | 160 | ||||||
Mortgage Related Securities — 0.4% |
||||||||
RCKT Mortgage Trust, Ser 2023-CES3, Cl A1A |
||||||||
7.113%, 11/25/2043 (A)(F) |
747 | 763 | ||||||
Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A |
||||||||
7.294%, 10/25/2063 (A)(F) |
728 | 742 | ||||||
| 1,505 | ||||||||
Other Asset-Backed Securities — 21.1% |
||||||||
321 Henderson Receivables VI LLC, Ser 2010-1A, Cl A |
||||||||
5.560%, 07/15/2059 (F) |
144 | 144 | ||||||
Access Group, Ser 2005-A, Cl A3 |
||||||||
4.962%, TSFR3M + 0.662%, 07/25/2034 (A) |
613 | 608 | ||||||
AccessLex Institute, Ser 2007-A, Cl A3 |
||||||||
4.883%, TSFR3M + 0.562%, 05/25/2036 (A) |
714 | 704 | ||||||
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
||||||||
1.170%, 11/16/2026 (F) |
3 | 3 | ||||||
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
||||||||
7.110%, 11/15/2028 (F) |
9 | 9 | ||||||
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
||||||||
1.937%, 08/15/2046 (F) |
785 | 752 | ||||||
Allegro CLO VII, Ser 2018-1A, Cl D |
||||||||
7.414%, TSFR3M + 3.112%, 06/13/2031 (A)(F) |
400 | 400 | ||||||
AMMC CLO 25, Ser 2024-25A, Cl CR |
||||||||
6.302%, TSFR3M + 2.000%, 04/15/2035 (A)(F) |
1,000 | 1,001 | ||||||
AMMC CLO XI, Ser 2018-11A, Cl BR2 |
||||||||
6.149%, TSFR3M + 1.862%, 04/30/2031 (A)(F) |
708 | 707 | ||||||
150
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
AMMC CLO XI, Ser 2018-11A, Cl CR2 |
||||||||
6.449%, TSFR3M + 2.162%, 04/30/2031 (A)(F) |
$ | 700 | $ | 699 | ||||
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D |
||||||||
6.570%, 04/21/2031 (F) |
650 | 672 | ||||||
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
||||||||
5.565%, TSFR3M + 1.272%, 04/20/2031 (A)(F) |
114 | 114 | ||||||
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL |
||||||||
5.505%, TSFR3M + 1.212%, 10/20/2030 (A)(F) |
129 | 129 | ||||||
Aqua Finance Trust, Ser 2021-A, Cl A |
||||||||
1.540%, 07/17/2046 (F) |
61 | 57 | ||||||
Arbys Funding LLC, Ser 2020-1A, Cl A2 |
||||||||
3.237%, 07/30/2050 (F) |
901 | 864 | ||||||
Ares XXXIV CLO, Ser 2024-2A, Cl AR3 |
||||||||
5.623%, TSFR3M + 1.320%, 04/17/2033 (A)(F) |
500 | 501 | ||||||
Ares XXXVII CLO, Ser 2024-4A, Cl A1RR |
||||||||
5.382%, TSFR3M + 1.080%, 10/15/2030 (A)(F) |
288 | 288 | ||||||
Bain Capital Credit CLO, Ser 2024-2A, Cl AR2 |
||||||||
5.433%, TSFR3M + 1.130%, 10/17/2032 (A)(F) |
462 | 463 | ||||||
Ballyrock CLO, Ser 2018-1A, Cl A1 |
||||||||
5.555%, TSFR3M + 1.262%, 04/20/2031 (A)(F) |
168 | 168 | ||||||
Barings CLO 2019-III, Ser 2024-3A, Cl BRR |
||||||||
6.000%, TSFR3M + 1.650%, 01/20/2036 (A)(F) |
750 | 751 | ||||||
Beacon Container Finance II LLC, Ser 2021-1A, Cl A |
||||||||
2.250%, 10/22/2046 (F) |
533 | 489 | ||||||
Bellemeade Re, Ser 2023-1, Cl M1A |
||||||||
6.552%, SOFR30A + 2.200%, 10/25/2033 (A)(F) |
1,000 | 1,005 | ||||||
Blue Stream Issuer LLC, Ser 2023-1A, Cl B |
||||||||
6.898%, 05/20/2053 (F) |
750 | 766 | ||||||
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |
||||||||
5.102%, SOFR30A + 0.750%, 01/25/2070 (A)(F) |
663 | 661 | ||||||
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |
||||||||
5.402%, SOFR30A + 1.050%, 11/25/2069 (A)(F) |
404 | 403 | ||||||
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A |
||||||||
3.280%, 09/26/2033 (F) |
1,856 | 1,825 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Carlyle Global Market Strategies CLO, Ser 2016-3A, Cl BRRR |
||||||||
5.893%, TSFR3M + 1.600%, 07/20/2034 (A)(F) |
$ | 1,000 | $ | 1,000 | ||||
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A2 |
||||||||
5.910%, TSFR3M + 1.587%, 05/15/2031 (A)(F) |
1,000 | 1,001 | ||||||
Carlyle Global Market Strategies CLO, Ser 2018-4RA, Cl A2 |
||||||||
6.164%, TSFR3M + 1.862%, 07/15/2030 (A)(F) |
500 | 500 | ||||||
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
||||||||
5.535%, TSFR3M + 1.242%, 07/20/2031 (A)(F) |
136 | 136 | ||||||
CARS-DB5, Ser 2021-1A, Cl A3 |
||||||||
1.920%, 08/15/2051 (F) |
989 | 941 | ||||||
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1 |
||||||||
1.690%, 07/15/2060 (F) |
1,552 | 1,528 | ||||||
CF Hippolyta Issuer LLC, Ser 2021-1A, Cl B1 |
||||||||
1.980%, 03/15/2061 (F) |
1,070 | 1,007 | ||||||
CLI Funding VIII LLC, Ser 2021-1A, Cl B |
||||||||
2.380%, 02/18/2046 (F) |
458 | 417 | ||||||
CLI Funding VIII LLC, Ser 2022-1A, Cl B |
||||||||
3.120%, 01/18/2047 (F) |
268 | 241 | ||||||
CNH Equipment Trust, Ser 2023-A, Cl A2 |
||||||||
5.340%, 09/15/2026 |
4 | 4 | ||||||
CNH Equipment Trust, Ser 2024-C, Cl A1 |
||||||||
4.903%, 10/15/2025 |
57 | 57 | ||||||
DataBank Issuer, Ser 2021-1A, Cl A2 |
||||||||
2.060%, 02/27/2051 (F) |
1,300 | 1,261 | ||||||
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
||||||||
4.021%, 05/20/2049 (F) |
676 | 669 | ||||||
DB Master Finance LLC, Ser 2021-1A, Cl A2I |
||||||||
2.045%, 11/20/2051 (F) |
672 | 642 | ||||||
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
||||||||
5.840%, 01/22/2029 (F) |
2 | 2 | ||||||
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
||||||||
6.100%, 04/23/2029 (F) |
23 | 23 | ||||||
Dext ABS LLC, Ser 2023-2, Cl A2 |
||||||||
6.560%, 05/15/2034 (F) |
46 | 46 | ||||||
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl B |
||||||||
2.355%, 04/15/2049 (F) |
200 | 189 | ||||||
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C |
||||||||
3.475%, 04/15/2049 (F) |
400 | 375 | ||||||
DLLAA LLC, Ser 2023-1A, Cl A2 |
||||||||
5.930%, 07/20/2026 (F) |
28 | 28 | ||||||
DLLAD LLC, Ser 2021-1A, Cl A3 |
||||||||
0.640%, 09/21/2026 (F) |
54 | 54 | ||||||
SEI Institutional Investments Trust
151
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
DLLAD LLC, Ser 2023-1A, Cl A2 |
||||||||
5.190%, 04/20/2026 (F) |
$ | 4 | $ | 4 | ||||
DLLMT LLC, Ser 2023-1A, Cl A2 |
||||||||
5.780%, 11/20/2025 (F) |
6 | 6 | ||||||
DLLST, Ser 2024-1A, Cl A2 |
||||||||
5.330%, 01/20/2026 (F) |
27 | 27 | ||||||
Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 |
||||||||
4.118%, 07/25/2047 (F) |
1,152 | 1,132 | ||||||
Driven Brands Funding LLC, Ser 2019-1A, Cl A2 |
||||||||
4.641%, 04/20/2049 (F) |
1,468 | 1,460 | ||||||
Driven Brands Funding LLC, Ser 2024-1A, Cl A2 |
||||||||
6.372%, 10/20/2054 (F) |
100 | 102 | ||||||
Dryden 45 Senior Loan Fund, Ser 2024-45A, Cl BRR |
||||||||
5.952%, TSFR3M + 1.650%, 10/15/2030 (A)(F) |
500 | 500 | ||||||
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |
||||||||
5.467%, SOFR30A + 1.114%, 01/27/2070 (A)(F) |
421 | 420 | ||||||
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A |
||||||||
2.610%, 01/25/2034 (F) |
504 | 494 | ||||||
Elara HGV Timeshare Issuer LLC, Ser 2021-A, Cl C |
||||||||
2.090%, 08/27/2035 (F) |
710 | 670 | ||||||
Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A |
||||||||
6.160%, 02/25/2038 (F) |
627 | 645 | ||||||
Elmwood CLO III, Ser 2024-3A, Cl A1RR |
||||||||
5.673%, TSFR3M + 1.380%, 07/18/2037 (A)(F) |
1,000 | 1,006 | ||||||
FNA VII LLC, Ser 2023-1A, Cl A1 |
||||||||
6.900%, 04/15/2038 (F) |
544 | 542 | ||||||
Frontier Issuer LLC, Ser 2023-1, Cl B |
||||||||
8.300%, 08/20/2053 (F) |
500 | 518 | ||||||
Goldentree Loan Management US CLO 8, Ser 2024-8A, Cl ARR |
||||||||
5.443%, TSFR3M + 1.150%, 10/20/2034 (A)(F) |
400 | 400 | ||||||
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A |
||||||||
6.374%, SOFR90A + 1.950%, 09/01/2026 (A)(F) |
1,964 | 1,971 | ||||||
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-2A, Cl A |
||||||||
6.674%, SOFR90A + 2.250%, 03/01/2027 (A)(F) |
284 | 285 | ||||||
Granite Edvance, Ser 2020-1, Cl A1B |
||||||||
5.634%, TSFR1M + 1.314%, 09/25/2060 (A) |
410 | 410 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
||||||||
6.510%, 05/20/2030 (F) |
$ | 130 | $ | 132 | ||||
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
||||||||
5.350%, 02/16/2026 (F) |
32 | 32 | ||||||
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
||||||||
5.320%, 08/17/2026 (F) |
105 | 105 | ||||||
Halseypoint CLO 7, Ser 2023-7A, Cl A |
||||||||
6.543%, TSFR3M + 2.250%, 07/20/2036 (A)(F) |
500 | 503 | ||||||
HI-FI Music IP Issuer, Ser 2022-1A, Cl A2 |
||||||||
3.939%, 02/01/2062 (F) |
600 | 582 | ||||||
Hilton Grand Vacations Trust, Ser 2022-1D, Cl B |
||||||||
4.100%, 06/20/2034 (F) |
503 | 496 | ||||||
Hilton Grand Vacations Trust, Ser 2023-1A, Cl C |
||||||||
6.940%, 01/25/2038 (F) |
753 | 778 | ||||||
Hilton Grand Vacations Trust, Ser 2024-1B, Cl B |
||||||||
5.990%, 09/15/2039 (F) |
384 | 390 | ||||||
Hipgnosis Music Assets, Ser 2022-1, Cl A |
||||||||
5.000%, 05/16/2062 (F) |
599 | 592 | ||||||
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
||||||||
6.040%, 01/21/2031 (F) |
37 | 37 | ||||||
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
||||||||
5.180%, 05/20/2031 (F) |
105 | 105 | ||||||
John Deere Owner Trust, Ser 2023-C, Cl A2 |
||||||||
5.760%, 08/17/2026 |
90 | 90 | ||||||
John Deere Owner Trust, Ser 2024-C, Cl A2A |
||||||||
4.360%, 08/16/2027 |
60 | 60 | ||||||
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |
||||||||
5.484%, TSFR1M + 1.164%, 11/25/2050 (A) |
997 | 989 | ||||||
KKR CLO 12, Ser 2018-12, Cl AR2A |
||||||||
5.699%, TSFR3M + 1.397%, 10/15/2030 (A)(F) |
145 | 145 | ||||||
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
||||||||
5.610%, 07/15/2026 (F) |
94 | 94 | ||||||
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
||||||||
5.390%, 01/15/2027 (F) |
135 | 135 | ||||||
Kubota Credit Owner Trust, Ser 2025-1A, Cl A1 |
||||||||
4.481%, 02/16/2026 (F) |
530 | 530 | ||||||
LCM XXIV, Ser 2021-24A, Cl AR |
||||||||
5.535%, TSFR3M + 1.242%, 03/20/2030 (A)(F) |
38 | 38 | ||||||
152
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Madison Park Funding XLII, Ser 2017-13A, Cl B |
||||||||
6.052%, TSFR3M + 1.762%, 11/21/2030 (A)(F) |
$ | 700 | $ | 701 | ||||
Madison Park Funding XXIV, Ser 2024-24A, Cl BR2 |
||||||||
5.843%, TSFR3M + 1.550%, 10/20/2029 (A)(F) |
1,250 | 1,251 | ||||||
Magnetite XV, Ser 2018-15A, Cl CR |
||||||||
6.362%, TSFR3M + 2.062%, 07/25/2031 (A)(F) |
500 | 501 | ||||||
MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B |
||||||||
7.460%, 10/20/2052 (F) |
500 | 514 | ||||||
MetroNet Infrastructure Issuer LLC, Ser 2024-1A, Cl A2 |
||||||||
6.230%, 04/20/2054 (F) |
1,585 | 1,624 | ||||||
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |
||||||||
5.184%, TSFR1M + 0.864%, 01/25/2061 (A) |
477 | 466 | ||||||
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |
||||||||
5.134%, TSFR1M + 0.814%, 03/25/2061 (A) |
1,472 | 1,435 | ||||||
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
||||||||
5.790%, 11/13/2026 (F) |
63 | 63 | ||||||
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
||||||||
5.200%, 09/13/2027 (F) |
139 | 140 | ||||||
MVW LLC, Ser 2021-1WA, Cl C |
||||||||
1.940%, 01/22/2041 (F) |
676 | 636 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
||||||||
2.600%, 08/15/2068 (F) |
376 | 360 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
||||||||
1.310%, 01/15/2069 (F) |
380 | 356 | ||||||
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
||||||||
6.480%, 03/15/2072 (F) |
456 | 469 | ||||||
Neuberger Berman CLO XIV, Ser 2020-14A, Cl BR2 |
||||||||
6.062%, TSFR3M + 1.762%, 01/28/2030 (A)(F) |
1,000 | 1,000 | ||||||
Neuberger Berman Loan Advisers CLO 25, Ser 2024-25A, Cl AR2 |
||||||||
5.693%, TSFR3M + 1.400%, 07/18/2038 (A)(F) |
450 | 453 | ||||||
New Economy Assets Phase 1 Sponsor LLC, Ser 2021-1, Cl A1 |
||||||||
1.910%, 10/20/2061 (F) |
953 | 886 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1 |
||||||||
2.410%, 10/20/2061 (F) |
$ | 750 | $ | 682 | ||||
Oaktree CLO, Ser 2021-2A, Cl B1R |
||||||||
5.704%, TSFR3M + 1.400%, 01/15/2035 (A)(F) |
1,000 | 1,000 | ||||||
OFSI BSL IX, Ser 2024-1A, Cl B1R |
||||||||
6.102%, TSFR3M + 1.800%, 07/15/2031 (A)(F) |
1,000 | 1,001 | ||||||
Palmer Square CLO, Ser 2015-1A, Cl A2R5 |
||||||||
5.930%, TSFR3M + 1.600%, 05/21/2034 (A)(F) |
1,500 | 1,499 | ||||||
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |
||||||||
5.355%, TSFR3M + 1.062%, 07/20/2029 (A)(F) |
11 | 11 | ||||||
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
||||||||
5.364%, TSFR3M + 1.062%, 10/15/2029 (A)(F) |
90 | 91 | ||||||
Palmer Square Loan Funding, Ser 2022-2A, Cl A2 |
||||||||
6.202%, TSFR3M + 1.900%, 10/15/2030 (A)(F) |
1,460 | 1,462 | ||||||
Palmer Square Loan Funding, Ser 2024-1A, Cl A1 |
||||||||
5.352%, TSFR3M + 1.050%, 10/15/2032 (A)(F) |
230 | 230 | ||||||
PFS Financing, Ser 2025-A, Cl A |
||||||||
0.000%, 01/16/2029 (A)(C)(F) |
195 | 195 | ||||||
Post Road Equipment Finance LLC, Ser 2025-1A, Cl A2 |
||||||||
4.900%, 05/15/2031 (F) |
400 | 401 | ||||||
Prodigy Finance DAC, Ser 2021-1A, Cl A |
||||||||
5.684%, TSFR1M + 1.364%, 07/25/2051 (A)(F) |
428 | 428 | ||||||
Progress Residential, Ser 2021-SFR3, Cl E2 |
||||||||
2.688%, 05/17/2026 (F) |
960 | 938 | ||||||
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
||||||||
7.060%, 07/16/2029 (F) |
4 | 4 | ||||||
Race Point IX CLO, Ser 2021-9A, Cl A1A2 |
||||||||
5.504%, TSFR3M + 1.202%, 10/15/2030 (A)(F) |
88 | 88 | ||||||
ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A |
||||||||
7.000%, PRIME + -0.500%, 12/27/2044 (A)(F) |
112 | 112 | ||||||
Regatta XXII Funding, Ser 2024-2A, Cl BR |
||||||||
5.993%, TSFR3M + 1.700%, 07/20/2035 (A)(F) |
1,000 | 1,002 | ||||||
Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A |
||||||||
5.000%, 09/15/2048 (F) |
500 | 496 | ||||||
SEI Institutional Investments Trust
153
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
RIN II, Ser 2024-1A, Cl AR |
||||||||
5.869%, TSFR3M + 1.480%, 01/15/2038 (A)(F) |
$ | 1,000 | $ | 1,001 | ||||
RIN XII LLC, Ser 2025-1A, Cl A1 |
||||||||
0.000%, 04/15/2038 (A)(C)(F) |
1,000 | 1,000 | ||||||
Saranac CLO VII, Ser 2017-2A, Cl BR |
||||||||
6.334%, TSFR3M + 2.012%, 11/20/2029 (A)(F) |
472 | 471 | ||||||
Saratoga Investment Senior Loan Fund, Ser 2022-1A, Cl D |
||||||||
10.903%, TSFR3M + 6.610%, 10/20/2033 (A)(F) |
300 | 301 | ||||||
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
||||||||
6.560%, 01/22/2030 (F) |
54 | 54 | ||||||
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A3 |
||||||||
6.170%, 05/20/2032 (F) |
1,000 | 1,025 | ||||||
SCF Equipment Trust LLC, Ser 2025-1A, Cl A1 |
||||||||
4.522%, 02/20/2026 (F) |
128 | 128 | ||||||
Sesac Finance LLC, Ser 2019-1, Cl A2 |
||||||||
5.216%, 07/25/2049 (F) |
1,418 | 1,409 | ||||||
SLM Private Credit Student Loan Trust, Ser 2006-B, Cl A5 |
||||||||
4.890%, TSFR3M + 0.532%, 12/15/2039 (A) |
2,040 | 1,991 | ||||||
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B |
||||||||
5.176%, TSFR1M + 0.864%, 11/15/2035 (A)(F) |
610 | 609 | ||||||
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |
||||||||
5.426%, TSFR1M + 1.114%, 06/15/2037 (A)(F) |
424 | 425 | ||||||
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |
||||||||
5.284%, TSFR1M + 0.964%, 09/15/2054 (A)(F) |
1,249 | 1,245 | ||||||
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 |
||||||||
5.158%, TSFR1M + 0.844%, 01/15/2053 (A)(F) |
1,365 | 1,357 | ||||||
Sonic Capital LLC, Ser 2020-1A, Cl A2I |
||||||||
3.845%, 01/20/2050 (F) |
478 | 465 | ||||||
STAR Trust, Ser 2021-SFR1, Cl C |
||||||||
5.477%, TSFR1M + 1.164%, 04/17/2038 (A)(F) |
1,000 | 990 | ||||||
STAR Trust, Ser 2021-SFR1, Cl D |
||||||||
5.727%, TSFR1M + 1.414%, 04/17/2038 (A)(F) |
1,000 | 987 | ||||||
STAR Trust, Ser 2021-SFR2, Cl C |
||||||||
6.026%, TSFR1M + 1.714%, 01/17/2039 (A)(F) |
1,500 | 1,495 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
STAR Trust, Ser 2024-SFR4, Cl A |
||||||||
6.062%, TSFR1M + 1.750%, 10/17/2041 (A)(F) |
$ | 749 | $ | 756 | ||||
STAR Trust, Ser 2025-SFR5, Cl A |
||||||||
5.762%, TSFR1M + 1.450%, 02/17/2042 (A)(F) |
180 | 181 | ||||||
Store Master Funding I-VII and XIV, Ser 2019-1, Cl A1 |
||||||||
2.820%, 11/20/2049 (F) |
236 | 227 | ||||||
Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1 |
||||||||
2.120%, 06/20/2051 (F) |
736 | 674 | ||||||
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |
||||||||
5.434%, TSFR1M + 1.114%, 09/25/2034 (A) |
1,849 | 1,770 | ||||||
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |
||||||||
4.268%, TSFR1M + 1.054%, 09/25/2034 (A) |
591 | 609 | ||||||
Sycamore Tree CLO, Ser 2023-3A, Cl BR |
||||||||
6.443%, TSFR3M + 2.150%, 04/20/2037 (A)(F) |
1,000 | 1,008 | ||||||
Taco Bell Funding LLC, Ser 2016-1A, Cl A23 |
||||||||
4.970%, 05/25/2046 (F) |
759 | 759 | ||||||
TAL Advantage VII LLC, Ser 2020-1A, Cl B |
||||||||
3.290%, 09/20/2045 (F) |
804 | 760 | ||||||
TCI-Flatiron CLO, Ser 2017-1A, Cl B |
||||||||
6.145%, TSFR3M + 1.822%, 11/18/2030 (A)(F) |
500 | 500 | ||||||
Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A1 |
||||||||
4.830%, 12/03/2025 (F) |
33 | 33 | ||||||
Towd Point HE Trust, Ser 2021-HE1, Cl A1 |
||||||||
0.918%, 02/25/2063 (A)(F) |
309 | 303 | ||||||
Tricon Residential Trust, Ser 2021-SFR1, Cl E1 |
||||||||
2.794%, 07/17/2038 (F) |
100 | 96 | ||||||
Tricon Residential Trust, Ser 2021-SFR1, Cl E2 |
||||||||
2.894%, 07/17/2038 (F) |
180 | 173 | ||||||
Tricon Residential Trust, Ser 2025-SFR1, Cl C |
||||||||
5.900%, TSFR1M + 1.600%, 03/17/2042 (A)(F) |
1,000 | 1,000 | ||||||
USQ Rail I LLC, Ser 2021-1A, Cl A |
||||||||
2.250%, 02/28/2051 (F) |
885 | 817 | ||||||
VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl D |
||||||||
4.288%, 02/15/2052 (F) |
100 | 97 | ||||||
VFI ABS LLC, Ser 2023-1A, Cl A |
||||||||
7.270%, 03/26/2029 (F) |
37 | 38 | ||||||
Volvo Financial Equipment LLC Series, Ser 2024-1A, Cl A1 |
||||||||
5.073%, 09/15/2025 (F) |
32 | 32 | ||||||
154
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Voya CLO, Ser 2018-3A, Cl A1R2 |
||||||||
5.502%, TSFR3M + 1.200%, 10/15/2031 (A)(F) |
$ | 338 | $ | 338 | ||||
Voya CLO, Ser 2020-2A, Cl A1RR |
||||||||
5.585%, TSFR3M + 1.282%, 04/17/2030 (A)(F) |
25 | 25 | ||||||
Westgate Resorts LLC, Ser 2023-1A, Cl B |
||||||||
6.440%, 12/20/2037 (F) |
636 | 643 | ||||||
Willis Engine Structured Trust IV, Ser 2018-A, Cl A |
||||||||
4.750%, 09/15/2043 (F)(G) |
621 | 616 | ||||||
Willis Engine Structured Trust V, Ser 2020-A, Cl C |
||||||||
6.657%, 03/15/2045 (F) |
256 | 253 | ||||||
Wingstop Funding LLC, Ser 2020-1A, Cl A2 |
||||||||
2.841%, 12/05/2050 (F) |
1,478 | 1,397 | ||||||
Zais CLO 14, Ser 2024-14A, Cl B1R2 |
||||||||
5.802%, TSFR3M + 1.500%, 04/15/2032 (A)(F) |
1,000 | 1,001 | ||||||
| 90,283 | ||||||||
Total Asset-Backed Securities |
||||||||
(Cost $120,015) ($ Thousands) |
121,270 | |||||||
MORTGAGE-BACKED SECURITIES — 28.2% |
||||||||
Agency Mortgage-Backed Obligations — 1.3% |
||||||||
FHLMC ARM |
||||||||
7.527%, RFUCCT1Y + 2.470%, 03/01/2036(A) |
323 | 336 | ||||||
7.299%, H15T1Y + 2.250%, 06/01/2035(A) |
245 | 254 | ||||||
FHLMC REMIC CMO, Ser 2011-3786, Cl ED |
||||||||
4.000%, 09/15/2039 |
155 | 155 | ||||||
FHLMC REMIC CMO, Ser 2013-4166, Cl PV |
||||||||
3.250%, 07/15/2037 |
363 | 355 | ||||||
FHLMC REMIC CMO, Ser 2015-4479, Cl TA |
||||||||
3.000%, 07/15/2034 |
271 | 265 | ||||||
FHLMC REMIC CMO, Ser 2018-4753, Cl QV |
||||||||
3.500%, 12/15/2040 |
262 | 260 | ||||||
FNMA |
||||||||
6.000%, 09/01/2039 to 04/01/2040 |
169 | 177 | ||||||
3.000%, 12/01/2030 |
170 | 165 | ||||||
FNMA ARM |
||||||||
7.550%, RFUCCT1Y + 1.800%, 05/01/2034(A) |
59 | 60 | ||||||
7.527%, RFUCCT1Y + 1.777%, 09/01/2034(A) |
119 | 120 | ||||||
7.510%, RFUCCT1Y + 1.872%, 10/01/2033(A) |
60 | 61 | ||||||
7.345%, H15T1Y + 2.220%, 08/01/2034(A) |
293 | 301 | ||||||
7.270%, RFUCCT1Y + 1.770%, 10/01/2033(A) |
23 | 23 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
7.111%, RFUCCT1Y + 1.490%, 10/01/2035(A) |
$ | 248 | $ | 256 | ||||
6.946%, H15T1Y + 2.184%, 07/01/2036(A) |
193 | 201 | ||||||
6.944%, H15T1Y + 2.205%, 05/01/2035(A) |
62 | 64 | ||||||
6.911%, RFUCCT1Y + 1.665%, 04/01/2033(A) |
73 | 73 | ||||||
6.898%, RFUCCT1Y + 1.565%, 05/01/2037(A) |
155 | 161 | ||||||
6.895%, RFUCCT6M + 1.433%, 03/01/2035(A) |
121 | 122 | ||||||
6.883%, H15T1Y + 2.332%, 04/01/2034(A) |
170 | 176 | ||||||
6.845%, H15T1Y + 2.141%, 10/01/2033(A) |
149 | 152 | ||||||
6.379%, RFUCCT6M + 1.580%, 07/01/2034(A) |
38 | 39 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2016-C03, Cl 2M2 |
||||||||
10.367%, SOFR30A + 6.014%, 10/25/2028(A) |
55 | 57 | ||||||
FNMA REMIC CMO, Ser 2010-83, Cl BA |
||||||||
5.000%, 08/25/2040 |
73 | 74 | ||||||
FNMA REMIC CMO, Ser 2012-137, Cl UE |
||||||||
1.750%, 09/25/2041 |
60 | 57 | ||||||
FNMA REMIC CMO, Ser 2015-57, Cl CA |
||||||||
3.000%, 08/25/2034 |
91 | 89 | ||||||
FNMA REMIC CMO, Ser 2016-81, Cl PA |
||||||||
3.000%, 02/25/2044 |
470 | 461 | ||||||
FNMA REMIC CMO, Ser 2023-32, Cl BD |
||||||||
5.500%, 07/25/2042 |
399 | 402 | ||||||
GNMA CMO, Ser 2013-88, Cl WC |
||||||||
2.000%, 11/20/2041 |
405 | 392 | ||||||
| 5,308 | ||||||||
Non-Agency Mortgage-Backed Obligations — 26.9% |
||||||||
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
||||||||
2.466%, 12/25/2059(A)(F) |
7 | 7 | ||||||
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
||||||||
2.531%, 01/26/2065(A)(F) |
56 | 52 | ||||||
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
||||||||
1.691%, 04/25/2065(A)(F) |
59 | 56 | ||||||
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
||||||||
1.469%, 06/25/2065(A)(F) |
22 | 21 | ||||||
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
||||||||
1.373%, 05/25/2065(A)(F) |
206 | 196 | ||||||
SEI Institutional Investments Trust
155
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
||||||||
0.990%, 04/25/2053(A)(F) |
$ | 35 | $ | 33 | ||||
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.909%, 01/25/2066(A)(F) |
129 | 109 | ||||||
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
||||||||
1.068%, 05/25/2066(A)(F) |
116 | 99 | ||||||
Arroyo Mortgage Trust, Ser 2019-1, Cl A1 |
||||||||
3.805%, 01/25/2049(A)(F) |
65 | 63 | ||||||
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
||||||||
2.962%, 10/25/2048(A)(F) |
23 | 22 | ||||||
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 |
||||||||
1.175%, 10/25/2048(A)(F) |
726 | 650 | ||||||
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B |
||||||||
5.734%, TSFR1M + 1.422%, 04/15/2035(A)(F) |
1,000 | 997 | ||||||
Banc of America Funding, Ser 2006-I, Cl 1A1 |
||||||||
6.559%, 12/20/2036(A) |
752 | 743 | ||||||
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |
||||||||
6.133%, 12/25/2033(A) |
437 | 421 | ||||||
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |
||||||||
5.920%, 02/25/2034(A) |
410 | 403 | ||||||
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |
||||||||
6.413%, 05/25/2034(A) |
124 | 120 | ||||||
BANK, Ser 2018-BN12, Cl A2 |
||||||||
4.074%, 05/15/2061 |
492 | 485 | ||||||
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |
||||||||
6.437%, 12/25/2033(A) |
376 | 364 | ||||||
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |
||||||||
6.216%, 08/25/2034(A) |
602 | 584 | ||||||
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |
||||||||
6.951%, 01/25/2034(A) |
1,003 | 1,003 | ||||||
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |
||||||||
6.396%, 04/25/2034(A) |
126 | 125 | ||||||
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |
||||||||
4.357%, 05/25/2034(A) |
620 | 568 | ||||||
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A |
||||||||
4.895%, 07/25/2034(A) |
432 | 404 | ||||||
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |
||||||||
4.537%, 07/25/2034(A) |
408 | 383 | ||||||
BLP Commercial Mortgage Trust, Ser 2023-IND, Cl A |
||||||||
6.004%, TSFR1M + 1.692%, 03/15/2040(A)(F) |
1,000 | 1,000 | ||||||
BLP Commercial Mortgage Trust, Ser 2024-IND2, Cl B |
||||||||
6.004%, TSFR1M + 1.692%, 03/15/2041(A)(F) |
285 | 285 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BLP Commercial Mortgage Trust, Ser 2025-IND, Cl B |
||||||||
5.860%, TSFR1M + 1.550%, 03/15/2042(A)(F) |
$ | 1,000 | $ | 1,000 | ||||
BOCA Commercial Mortgage Trust, Ser 2024-BOCA, Cl A |
||||||||
6.233%, TSFR1M + 1.921%, 08/15/2041(A)(F) |
1,390 | 1,396 | ||||||
BPR Trust, Ser 2022-OANA, Cl A |
||||||||
6.210%, TSFR1M + 1.898%, 04/15/2037(A)(F) |
1,480 | 1,482 | ||||||
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
||||||||
1.449%, 05/25/2060(A)(F) |
22 | 21 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
||||||||
0.941%, 02/25/2049(A)(F) |
46 | 43 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
||||||||
0.970%, 03/25/2060(A)(F) |
37 | 36 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.699%, 04/25/2060(A)(F) |
92 | 86 | ||||||
BSPRT Issuer, Ser 2022-FL8, Cl A |
||||||||
5.839%, SOFR30A + 1.500%, 02/15/2037(A)(F) |
124 | 124 | ||||||
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
||||||||
1.724%, 02/25/2055(A)(F) |
12 | 12 | ||||||
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
||||||||
2.809%, 03/10/2033(F) |
4 | 4 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
||||||||
5.079%, TSFR1M + 0.767%, 05/15/2038(A)(F) |
42 | 42 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
||||||||
5.126%, TSFR1M + 0.814%, 09/15/2036(A)(F) |
195 | 194 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C |
||||||||
5.526%, TSFR1M + 1.214%, 09/15/2036(A)(F) |
1,000 | 992 | ||||||
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl A |
||||||||
6.427%, TSFR1M + 2.115%, 06/15/2027(A)(F) |
500 | 502 | ||||||
BX Commercial Mortgage Trust, Ser 2024-MDHS, Cl A |
||||||||
5.953%, TSFR1M + 1.641%, 05/15/2041(A)(F) |
1,007 | 1,009 | ||||||
BX Trust, Ser 2021-SDMF, Cl B |
||||||||
5.165%, TSFR1M + 0.852%, 09/15/2034(A)(F) |
942 | 934 | ||||||
156
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BX Trust, Ser 2022-LBA6, Cl A |
||||||||
5.312%, TSFR1M + 1.000%, 01/15/2039(A)(F) |
$ | 210 | $ | 210 | ||||
BX Trust, Ser 2023-DELC, Cl A |
||||||||
7.002%, TSFR1M + 2.690%, 05/15/2038(A)(F) |
1,500 | 1,509 | ||||||
BX Trust, Ser 2024-BIO, Cl A |
||||||||
5.954%, TSFR1M + 1.642%, 02/15/2041(A)(F) |
1,396 | 1,396 | ||||||
BX Trust, Ser 2024-FNX, Cl A |
||||||||
5.754%, TSFR1M + 1.442%, 11/15/2041(A)(F) |
705 | 705 | ||||||
BX Trust, Ser 2024-VLT4, Cl B |
||||||||
6.253%, TSFR1M + 1.941%, 07/15/2029(A)(F) |
1,500 | 1,506 | ||||||
BX, Ser 2021-MFM1, Cl C |
||||||||
5.627%, TSFR1M + 1.314%, 01/15/2034(A)(F) |
700 | 698 | ||||||
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 |
||||||||
7.551%, 02/25/2037(A) |
17 | 18 | ||||||
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |
||||||||
6.684%, 06/25/2035(A) |
209 | 208 | ||||||
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1 |
||||||||
4.500%, 06/25/2019 |
6 | – | ||||||
COLT Funding LLC, Ser 2021-3R, Cl A1 |
||||||||
1.051%, 12/25/2064(A)(F) |
63 | 57 | ||||||
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
||||||||
1.325%, 10/26/2065(A)(F) |
28 | 25 | ||||||
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
||||||||
1.506%, 04/27/2065(A)(F) |
10 | 10 | ||||||
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
||||||||
0.910%, 06/25/2066(A)(F) |
99 | 84 | ||||||
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
||||||||
0.924%, 08/25/2066(A)(F) |
184 | 152 | ||||||
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
||||||||
0.798%, 07/27/2054(F) |
43 | 38 | ||||||
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
||||||||
1.397%, 10/25/2066(A)(F) |
268 | 223 | ||||||
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 |
||||||||
1.500%, 10/25/2066(A)(F) |
1,342 | 1,107 | ||||||
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 |
||||||||
1.726%, 11/26/2066(A)(F) |
607 | 539 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
||||||||
1.110%, 10/25/2066(A)(F) |
$ | 275 | $ | 236 | ||||
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1 |
||||||||
5.162%, 04/25/2067(F)(G) |
677 | 673 | ||||||
COLT Mortgage Loan Trust, Ser 2024-6, Cl A3 |
||||||||
5.847%, 11/25/2069(F)(G) |
972 | 974 | ||||||
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
||||||||
0.857%, 05/25/2065(A)(F) |
91 | 79 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 |
||||||||
6.452%, SOFR30A + 2.100%, 03/25/2042(A)(F) |
473 | 479 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 |
||||||||
6.352%, SOFR30A + 2.000%, 03/25/2042(A)(F) |
656 | 664 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 |
||||||||
6.252%, SOFR30A + 1.900%, 04/25/2042(A)(F) |
153 | 154 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 |
||||||||
7.352%, SOFR30A + 3.000%, 04/25/2042(A)(F) |
1,000 | 1,035 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
||||||||
7.303%, SOFR30A + 2.950%, 06/25/2042(A)(F) |
751 | 775 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1 |
||||||||
6.753%, SOFR30A + 2.400%, 12/25/2042(A)(F) |
860 | 885 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
||||||||
6.852%, SOFR30A + 2.500%, 04/25/2043(A)(F) |
– | – | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
||||||||
6.653%, SOFR30A + 2.300%, 05/25/2043(A)(F) |
2,093 | 2,141 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
||||||||
6.253%, SOFR30A + 1.900%, 06/25/2043(A)(F) |
1,529 | 1,544 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 |
||||||||
6.052%, SOFR30A + 1.700%, 07/25/2043(A)(F) |
500 | 503 | ||||||
SEI Institutional Investments Trust
157
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 |
||||||||
6.303%, SOFR30A + 1.950%, 09/25/2043(A)(F) |
$ | 648 | $ | 652 | ||||
Connecticut Avenue Securities Trust, Ser 2024-R01, Cl 1M1 |
||||||||
5.402%, SOFR30A + 1.050%, 01/25/2044(A)(F) |
707 | 708 | ||||||
Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M2 |
||||||||
6.002%, SOFR30A + 1.650%, 05/25/2044(A)(F) |
600 | 604 | ||||||
Cross Mortgage Trust, Ser 2023-H1, Cl A1 |
||||||||
6.615%, 03/25/2068(F)(G) |
1,314 | 1,329 | ||||||
Cross Mortgage Trust, Ser 2024-H2, Cl A3 |
||||||||
6.518%, 04/25/2069(F)(G) |
672 | 677 | ||||||
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |
||||||||
6.286%, 06/25/2034(A) |
656 | 647 | ||||||
CSMC Trust, Ser 2021-AFC1, Cl A1 |
||||||||
0.830%, 03/25/2056(A)(F) |
113 | 92 | ||||||
CSMC, Ser 2021-NQM1, Cl A1 |
||||||||
0.809%, 05/25/2065(A)(F) |
93 | 84 | ||||||
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.715%, 05/25/2065(A)(F) |
24 | 23 | ||||||
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 |
||||||||
1.260%, 04/25/2066(A)(F) |
394 | 347 | ||||||
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
0.899%, 04/25/2066(A)(F) |
39 | 35 | ||||||
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 |
||||||||
2.892%, 11/25/2059(A)(F) |
216 | 210 | ||||||
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
||||||||
1.178%, 10/25/2065(A)(F) |
317 | 296 | ||||||
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.797%, 02/25/2066(A)(F) |
26 | 22 | ||||||
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
0.931%, 06/25/2066(A)(F) |
75 | 62 | ||||||
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
||||||||
5.128%, TSFR1M + 0.815%, 11/15/2038(A)(F) |
350 | 348 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
||||||||
6.002%, SOFR30A + 1.650%, 01/25/2034(A)(F) |
100 | 101 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
||||||||
6.752%, SOFR30A + 2.400%, 02/25/2042(A)(F) |
$ | 2,000 | $ | 2,049 | ||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
||||||||
8.102%, SOFR30A + 3.750%, 02/25/2042(A)(F) |
500 | 522 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |
||||||||
7.252%, SOFR30A + 2.900%, 04/25/2042(A)(F) |
1,500 | 1,557 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A |
||||||||
6.452%, SOFR30A + 2.100%, 03/25/2042(A)(F) |
712 | 717 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B |
||||||||
8.352%, SOFR30A + 4.000%, 07/25/2042(A)(F) |
1,000 | 1,061 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A |
||||||||
7.002%, SOFR30A + 2.650%, 07/25/2042(A)(F) |
133 | 137 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B |
||||||||
7.453%, SOFR30A + 3.100%, 03/25/2043(A)(F) |
2,000 | 2,102 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A |
||||||||
6.453%, SOFR30A + 2.100%, 04/25/2043(A)(F) |
777 | 791 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B |
||||||||
7.603%, SOFR30A + 3.250%, 04/25/2043(A)(F) |
1,000 | 1,053 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
||||||||
7.852%, SOFR30A + 3.500%, 05/25/2043(A)(F) |
2,000 | 2,139 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
||||||||
6.352%, SOFR30A + 2.000%, 05/25/2043(A)(F) |
1,214 | 1,228 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A |
||||||||
6.352%, SOFR30A + 2.000%, 06/25/2043(A)(F) |
517 | 519 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1 |
||||||||
6.202%, SOFR30A + 1.850%, 11/25/2043(A)(F) |
930 | 943 | ||||||
158
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC STACR REMIC Trust, Ser 2024-DNA3, Cl A1 |
||||||||
5.402%, SOFR30A + 1.050%, 10/25/2044(A)(F) |
$ | 406 | $ | 407 | ||||
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M2 |
||||||||
6.352%, SOFR30A + 2.000%, 03/25/2044(A)(F) |
250 | 254 | ||||||
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl A1 |
||||||||
5.602%, SOFR30A + 1.250%, 03/25/2044(A)(F) |
1,743 | 1,752 | ||||||
FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl A1 |
||||||||
5.602%, SOFR30A + 1.250%, 08/25/2044(A)(F) |
475 | 478 | ||||||
FHLMC STACR REMIC Trust, Ser 2025-DNA1, Cl A1 |
||||||||
5.302%, SOFR30A + 0.950%, 01/25/2045(A)(F) |
925 | 925 | ||||||
FHLMC STACR REMIC Trust, Ser 2025-HQA1, Cl M1 |
||||||||
5.488%, SOFR30A + 1.150%, 02/25/2045(A)(F) |
1,000 | 1,001 | ||||||
Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A |
||||||||
5.762%, TSFR1M + 1.450%, 12/15/2039(A)(F) |
1,000 | 1,005 | ||||||
GCAT Trust, Ser 2020-NQM2, Cl A1 |
||||||||
2.555%, 04/25/2065(F)(G) |
31 | 30 | ||||||
GCAT Trust, Ser 2021-CM1, Cl A |
||||||||
2.469%, 04/25/2065(A)(F) |
111 | 105 | ||||||
GCAT Trust, Ser 2021-NQM1, Cl A1 |
||||||||
0.874%, 01/25/2066(A)(F) |
59 | 51 | ||||||
GCAT Trust, Ser 2021-NQM5, Cl A1 |
||||||||
1.262%, 07/25/2066(A)(F) |
412 | 342 | ||||||
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |
||||||||
5.930%, TSFR1M + 1.614%, 12/15/2036(A)(F) |
462 | 456 | ||||||
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |
||||||||
5.830%, TSFR1M + 1.514%, 12/15/2036(A)(F) |
1,000 | 995 | ||||||
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 |
||||||||
1.275%, 07/25/2061(A)(F) |
626 | 558 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |
||||||||
6.922%, 01/25/2035(A) |
27 | 25 | ||||||
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |
||||||||
4.451%, 04/25/2035(A) |
109 | 91 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GWT, Ser 2024-WLF2, Cl A |
||||||||
6.003%, TSFR1M + 1.691%, 05/15/2041(A)(F) |
$ | 500 | $ | 502 | ||||
GWT, Ser 2024-WLF2, Cl B |
||||||||
6.452%, TSFR1M + 2.141%, 05/15/2041(A)(F) |
1,000 | 1,004 | ||||||
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |
||||||||
6.471%, 08/19/2034(A) |
490 | 479 | ||||||
Hawaii Hotel Trust, Ser 2019-MAUI, Cl E |
||||||||
6.769%, TSFR1M + 2.457%, 05/15/2038(A)(F) |
1,550 | 1,549 | ||||||
HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl B |
||||||||
6.253%, TSFR1M + 1.941%, 05/15/2037(A)(F) |
1,000 | 1,000 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
||||||||
1.071%, 06/25/2056(A)(F) |
146 | 126 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.073%, 09/25/2056(A)(F) |
118 | 98 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.595%, 11/25/2056(A)(F) |
122 | 104 | ||||||
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 |
||||||||
6.250%, 08/25/2067(F)(G) |
294 | 295 | ||||||
Intown Mortgage Trust, Ser 2022-STAY, Cl A |
||||||||
6.801%, TSFR1M + 2.489%, 08/15/2039(A)(F) |
1,500 | 1,504 | ||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser 2024-OMNI, Cl A |
||||||||
5.797%, 10/05/2039(A)(F) |
500 | 511 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO |
||||||||
1.876%, 01/16/2037(A)(F) |
12,500 | 1 | ||||||
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |
||||||||
5.655%, 06/25/2035(A) |
129 | 129 | ||||||
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |
||||||||
7.266%, 07/25/2035(A) |
104 | 105 | ||||||
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |
||||||||
6.410%, 07/25/2035(A) |
164 | 166 | ||||||
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
||||||||
5.184%, TSFR1M + 0.864%, 04/25/2046(A)(F) |
49 | 48 | ||||||
Life Mortgage Trust, Ser 2022-BMR2, Cl A1 |
||||||||
5.607%, TSFR1M + 1.295%, 05/15/2039(A)(F) |
1,000 | 980 | ||||||
SEI Institutional Investments Trust
159
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |
||||||||
2.130%, 09/10/2039(F) |
$ | 500 | $ | 466 | ||||
MED Commercial Mortgage Trust, Ser 2024-MOB, Cl A |
||||||||
5.903%, TSFR1M + 1.592%, 05/15/2041(A)(F) |
1,500 | 1,491 | ||||||
Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |
||||||||
5.135%, 10/20/2029(A) |
60 | 58 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
||||||||
5.631%, 12/25/2034(A) |
310 | 292 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |
||||||||
5.546%, 02/25/2035(A) |
294 | 261 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |
||||||||
5.546%, 02/25/2035(A) |
218 | 206 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |
||||||||
5.496%, 07/25/2035(A) |
226 | 95 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |
||||||||
6.700%, 01/25/2037(A) |
220 | 222 | ||||||
MetLife Securitization Trust, Ser 2017-1A, Cl A |
||||||||
3.000%, 04/25/2055(A)(F) |
89 | 85 | ||||||
MF1, Ser 2022-FL8, Cl A |
||||||||
5.662%, TSFR1M + 1.350%, 02/19/2037(A)(F) |
208 | 209 | ||||||
MFA Trust, Ser 2020-NQM1, Cl A1 |
||||||||
2.479%, 03/25/2065(A)(F) |
350 | 336 | ||||||
MFA Trust, Ser 2020-NQM1, Cl A3 |
||||||||
3.300%, 08/25/2049(A)(F) |
536 | 502 | ||||||
MFA Trust, Ser 2020-NQM3, Cl A1 |
||||||||
1.014%, 01/26/2065(A)(F) |
24 | 23 | ||||||
MFA Trust, Ser 2021-INV1, Cl A1 |
||||||||
0.852%, 01/25/2056(A)(F) |
32 | 31 | ||||||
MFA Trust, Ser 2021-NQM1, Cl A1 |
||||||||
1.153%, 04/25/2065(A)(F) |
67 | 62 | ||||||
MFA Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.029%, 11/25/2064(A)(F) |
93 | 81 | ||||||
MHP, Ser 2021-STOR, Cl A |
||||||||
5.127%, TSFR1M + 0.814%, 07/15/2038(A)(F) |
105 | 105 | ||||||
MHP, Ser 2022-MHIL, Cl A |
||||||||
5.127%, TSFR1M + 0.815%, 01/15/2027(A)(F) |
123 | 123 | ||||||
MHP, Ser 2022-MHIL, Cl B |
||||||||
5.426%, TSFR1M + 1.114%, 01/15/2027(A)(F) |
912 | 907 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
||||||||
2.750%, 01/25/2061(A)(F) |
$ | 10 | $ | 10 | ||||
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
||||||||
1.125%, 11/25/2060(A)(F) |
50 | 48 | ||||||
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |
||||||||
5.864%, 11/25/2034(A) |
513 | 490 | ||||||
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |
||||||||
5.603%, 07/25/2034(A) |
177 | 175 | ||||||
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |
||||||||
5.775%, 10/25/2034(A) |
367 | 355 | ||||||
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
||||||||
7.308%, 01/30/2053(F) |
980 | 1,007 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
||||||||
4.000%, 04/25/2057(A)(F) |
90 | 87 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |
||||||||
5.934%, TSFR1M + 1.614%, 06/25/2057(A)(F) |
705 | 714 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
||||||||
4.000%, 08/27/2057(A)(F) |
236 | 227 | ||||||
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A |
||||||||
4.000%, 12/25/2057(A)(F) |
351 | 339 | ||||||
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |
||||||||
5.334%, TSFR1M + 1.014%, 01/25/2048(A)(F) |
702 | 686 | ||||||
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S |
||||||||
5.184%, TSFR1M + 0.864%, 01/25/2048(A)(F) |
1,135 | 1,109 | ||||||
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
||||||||
5.484%, TSFR1M + 1.164%, 01/25/2048(A)(F) |
1,543 | 1,527 | ||||||
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
||||||||
2.464%, 01/26/2060(A)(F) |
55 | 52 | ||||||
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
||||||||
1.650%, 05/24/2060(A)(F) |
18 | 17 | ||||||
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
||||||||
0.941%, 10/25/2058(A)(F) |
31 | 29 | ||||||
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.156%, 11/27/2056(A)(F) |
198 | 172 | ||||||
160
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl B |
||||||||
6.002%, TSFR1M + 1.692%, 02/15/2042(A)(F) |
$ | 1,000 | $ | 997 | ||||
OBX Trust, Ser 2018-1, Cl A2 |
||||||||
5.084%, TSFR1M + 0.764%, 06/25/2057(A)(F) |
505 | 495 | ||||||
OBX Trust, Ser 2020-INV1, Cl A11 |
||||||||
5.325%, TSFR1M + 1.014%, 12/25/2049(A)(F) |
274 | 260 | ||||||
OBX Trust, Ser 2023-NQM8, Cl A1 |
||||||||
7.045%, 09/25/2063(F)(G) |
567 | 575 | ||||||
OPG Trust, Ser 2021-PORT, Cl D |
||||||||
5.558%, TSFR1M + 1.245%, 10/15/2036(A)(F) |
1,040 | 1,035 | ||||||
PRPM LLC, Ser 2021-RPL1, Cl A1 |
||||||||
1.319%, 07/25/2051(F)(G) |
61 | 56 | ||||||
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 |
||||||||
6.242%, 12/25/2038(A) |
416 | 208 | ||||||
Residential Mortgage Loan Trust, Ser 2019-3, Cl B2 |
||||||||
5.664%, 09/25/2059(A)(F) |
500 | 486 | ||||||
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
||||||||
2.376%, 01/26/2060(A)(F) |
6 | 6 | ||||||
SG Residential Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
1.737%, 12/25/2061(A)(F) |
1,424 | 1,202 | ||||||
SHR Trust, Ser 2024-LXRY, Cl A |
||||||||
6.262%, TSFR1M + 1.950%, 10/15/2041(A)(F) |
1,000 | 1,004 | ||||||
SMRT, Ser 2022-MINI, Cl B |
||||||||
5.662%, TSFR1M + 1.350%, 01/15/2039(A)(F) |
500 | 497 | ||||||
STAR Trust, Ser 2021-1, Cl A1 |
||||||||
1.219%, 05/25/2065(A)(F) |
65 | 60 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
||||||||
2.275%, 02/25/2050(A)(F) |
6 | 6 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
||||||||
1.486%, 04/25/2065(A)(F) |
248 | 240 | ||||||
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
||||||||
0.943%, 05/25/2065(A)(F) |
30 | 28 | ||||||
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
||||||||
1.127%, 06/25/2056(A)(F) |
120 | 104 | ||||||
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |
||||||||
4.842%, 04/25/2035(A) |
471 | 428 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl B |
||||||||
6.150%, TSFR1M + 1.842%, 03/15/2042(A)(F) |
$ | 1,000 | $ | 997 | ||||
TEXAS Commercial Mortgage Trust, Ser 2025-TWR, Cl A |
||||||||
5.603%, TSFR1M + 1.293%, 04/15/2042(A)(F) |
1,000 | 998 | ||||||
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |
||||||||
5.222%, 04/25/2045(A) |
491 | 477 | ||||||
Toorak Mortgage Trust, Ser 2024-RRTL2, Cl A1 |
||||||||
5.504%, 09/25/2039(F)(G) |
800 | 800 | ||||||
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
||||||||
1.153%, 07/25/2056(A)(F) |
988 | 869 | ||||||
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
||||||||
2.750%, 06/25/2057(A)(F) |
36 | 35 | ||||||
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
||||||||
5.034%, TSFR1M + 0.714%, 02/25/2057(A)(F) |
76 | 81 | ||||||
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
||||||||
2.750%, 10/25/2057(A)(F) |
83 | 81 | ||||||
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |
||||||||
6.334%, TSFR1M + 2.014%, 05/25/2058(A)(F) |
3,000 | 3,037 | ||||||
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A |
||||||||
2.250%, 12/25/2061(A)(F) |
773 | 746 | ||||||
Towd Point Mortgage Trust, Ser 2024-1, Cl A1 |
||||||||
4.765%, 03/25/2064(A)(F) |
831 | 838 | ||||||
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX |
||||||||
2.610%, 02/25/2050(A)(F) |
486 | 435 | ||||||
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A |
||||||||
1.400%, 05/25/2051(A)(F) |
574 | 496 | ||||||
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
||||||||
3.692%, 11/25/2059(A)(F) |
14 | 13 | ||||||
Verus Securitization Trust, Ser 2020-1, Cl A1 |
||||||||
2.417%, 01/25/2060(F)(G) |
7 | 6 | ||||||
Verus Securitization Trust, Ser 2020-4, Cl A1 |
||||||||
1.502%, 05/25/2065(F)(G) |
14 | 13 | ||||||
Verus Securitization Trust, Ser 2020-5, Cl A3 |
||||||||
2.733%, 05/25/2065(F)(G) |
596 | 573 | ||||||
Verus Securitization Trust, Ser 2021-1, Cl A2 |
||||||||
1.052%, 01/25/2066(A)(F) |
118 | 104 | ||||||
SEI Institutional Investments Trust
161
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Verus Securitization Trust, Ser 2021-1, Cl A1 |
||||||||
0.815%, 01/25/2066(A)(F) |
$ | 53 | $ | 47 | ||||
Verus Securitization Trust, Ser 2021-2, Cl A1 |
||||||||
1.031%, 02/25/2066(A)(F) |
71 | 62 | ||||||
Verus Securitization Trust, Ser 2021-4, Cl A1 |
||||||||
0.938%, 07/25/2066(A)(F) |
108 | 90 | ||||||
Verus Securitization Trust, Ser 2021-4, Cl A2 |
||||||||
1.247%, 07/25/2066(A)(F) |
553 | 467 | ||||||
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
||||||||
0.820%, 10/25/2063(A)(F) |
52 | 49 | ||||||
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
||||||||
0.918%, 02/25/2064(A)(F) |
594 | 547 | ||||||
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
||||||||
1.020%, 04/25/2064(A)(F) |
55 | 52 | ||||||
Verus Securitization Trust, Ser 2022-5, Cl A1 |
||||||||
3.800%, 04/25/2067(F)(G) |
609 | 581 | ||||||
Verus Securitization Trust, Ser 2023-3, Cl A1 |
||||||||
5.930%, 03/25/2068(F)(G) |
655 | 658 | ||||||
Verus Securitization Trust, Ser 2024-2, Cl A3 |
||||||||
6.501%, 02/25/2069(F)(G) |
617 | 623 | ||||||
Verus Securitization Trust, Ser 2024-7, Cl A3 |
||||||||
5.400%, 09/25/2069(F)(G) |
466 | 464 | ||||||
Visio Trust, Ser 2020-1, Cl A3 |
||||||||
3.521%, 08/25/2055(A)(F) |
230 | 214 | ||||||
Visio Trust, Ser 2020-1R, Cl A2 |
||||||||
1.567%, 11/25/2055(F) |
211 | 201 | ||||||
Visio Trust, Ser 2021-1R, Cl A1 |
||||||||
1.280%, 05/25/2056(F) |
691 | 641 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
||||||||
6.516%, 10/25/2033(A) |
396 | 378 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
||||||||
6.598%, 08/25/2033(A) |
384 | 383 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |
||||||||
6.952%, 10/25/2034(A) |
273 | 266 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |
||||||||
5.340%, 01/25/2035(A) |
735 | 680 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |
||||||||
6.086%, 12MTA + 1.400%, 04/25/2044(A) |
1,075 | 1,043 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |
||||||||
6.012%, 08/25/2034(A) |
1,134 | 1,104 | ||||||
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 |
||||||||
7.490%, 07/25/2034(A) |
71 | 73 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |
||||||||
7.272%, 10/25/2034(A) |
$ | 422 | $ | 411 | ||||
WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A |
||||||||
7.101%, TSFR1M + 2.789%, 11/15/2027(A)(F) |
1,385 | 1,391 | ||||||
| 115,138 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $122,565) ($ Thousands) |
120,446 | |||||||
CORPORATE OBLIGATIONS — 4.6% |
||||||||
Communication Services — 0.1% |
||||||||
Level 3 Financing |
||||||||
11.000%, 11/15/2029 (F) |
200 | 227 | ||||||
Univision Communications |
||||||||
8.000%, 08/15/2028 (F) |
300 | 305 | ||||||
| 532 | ||||||||
Consumer Discretionary — 0.2% |
||||||||
AutoZone |
||||||||
5.050%, 07/15/2026 |
150 | 151 | ||||||
Caesars Entertainment |
||||||||
7.000%, 02/15/2030 (F) |
300 | 309 | ||||||
Hyundai Capital America |
||||||||
5.450%, 06/24/2026 (F) |
125 | 126 | ||||||
Specialty Building Products Holdings LLC |
||||||||
7.750%, 10/15/2029 (F) |
425 | 435 | ||||||
| 1,021 | ||||||||
Consumer Staples — 0.1% |
||||||||
PeaceHealth Obligated Group |
||||||||
1.375%, 11/15/2025 |
325 | 317 | ||||||
Energy — 0.3% |
||||||||
Ascent Resources Utica Holdings LLC |
||||||||
6.625%, 10/15/2032 (F) |
266 | 269 | ||||||
Gray Oak Pipeline LLC |
||||||||
2.600%, 10/15/2025 (F) |
300 | 295 | ||||||
Occidental Petroleum |
||||||||
5.875%, 09/01/2025 |
154 | 154 | ||||||
ONEOK |
||||||||
5.550%, 11/01/2026 |
200 | 203 | ||||||
Ovintiv |
||||||||
5.650%, 05/15/2025 |
175 | 175 | ||||||
Williams |
||||||||
5.400%, 03/02/2026 |
125 | 126 | ||||||
| 1,222 | ||||||||
162
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Financials — 2.1% |
||||||||
Alliant Holdings Intermediate LLC |
||||||||
4.250%, 10/15/2027 (F) |
$ | 500 | $ | 482 | ||||
Athene Global Funding |
||||||||
5.684%, 02/23/2026 (F) |
100 | 101 | ||||||
5.349%, 07/09/2027 (F) |
90 | 91 | ||||||
Bank of America |
||||||||
5.650%, 08/18/2025 |
250 | 251 | ||||||
Bank of America MTN |
||||||||
3.500%, 04/19/2026 |
200 | 198 | ||||||
Bank of Nova Scotia |
||||||||
5.450%, 06/12/2025 |
125 | 125 | ||||||
1.300%, 06/11/2025 |
175 | 174 | ||||||
BroadStreet Partners |
||||||||
5.875%, 04/15/2029 (F) |
600 | 587 | ||||||
Brookfield Property |
||||||||
4.500%, 04/01/2027 (F) |
392 | 378 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
5.237%, 06/28/2027 |
90 | 91 | ||||||
Capital One Financial |
||||||||
4.250%, 04/30/2025 |
50 | 50 | ||||||
Citigroup |
||||||||
5.610%, SOFRRATE + 1.546%, 09/29/2026 (A) |
225 | 226 | ||||||
4.400%, 06/10/2025 |
200 | 200 | ||||||
3.290%, SOFRRATE + 1.528%, 03/17/2026 (A) |
225 | 225 | ||||||
Corebridge Financial |
||||||||
3.500%, 04/04/2025 |
125 | 125 | ||||||
Danske Bank MTN |
||||||||
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(F) |
200 | 202 | ||||||
Deutsche Bank NY |
||||||||
5.576%, SOFRRATE + 1.219%, 11/16/2027 (A) |
325 | 327 | ||||||
Equitable Financial Life Global Funding |
||||||||
1.400%, 07/07/2025 (F) |
125 | 124 | ||||||
Focus Financial Partners LLC |
||||||||
6.750%, 09/15/2031 (F) |
270 | 272 | ||||||
Goldman Sachs Bank USA NY |
||||||||
5.414%, SOFRRATE + 0.750%, 05/21/2027 (A) |
125 | 126 | ||||||
Goldman Sachs Group |
||||||||
5.798%, SOFRRATE + 1.075%, 08/10/2026 (A) |
175 | 176 | ||||||
3.500%, 04/01/2025 |
200 | 200 | ||||||
Huntington Bancshares |
||||||||
4.000%, 05/15/2025 |
125 | 125 | ||||||
JPMorgan Chase |
||||||||
5.244%, SOFRRATE + 0.885%, 04/22/2027 (A) |
475 | 478 | ||||||
1.045%, SOFRRATE + 0.800%, 11/19/2026 (A) |
225 | 219 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Morgan Stanley |
||||||||
0.985%, SOFRRATE + 0.720%, 12/10/2026 (A) |
$ | 225 | $ | 219 | ||||
Morgan Stanley MTN |
||||||||
4.000%, 07/23/2025 |
200 | 199 | ||||||
Nasdaq |
||||||||
5.650%, 06/28/2025 |
101 | 101 | ||||||
Nationwide Building Society MTN |
||||||||
3.900%, 07/21/2025 (F) |
250 | 249 | ||||||
Pacific Life Global Funding II |
||||||||
5.500%, 08/28/2026 (F) |
125 | 127 | ||||||
PNC Bank |
||||||||
4.775%, SOFRRATE + 0.504%, 01/15/2027 (A) |
250 | 250 | ||||||
Principal Life Global Funding II |
||||||||
3.000%, 04/18/2026 (F) |
250 | 246 | ||||||
Royal Bank of Canada MTN |
||||||||
1.150%, 06/10/2025 |
250 | 248 | ||||||
Toronto-Dominion Bank MTN |
||||||||
4.997%, SOFRRATE + 0.590%, 09/10/2026 (A) |
300 | 300 | ||||||
UBS |
||||||||
4.864%, SOFRRATE + 0.720%, 01/10/2028 (A) |
250 | 251 | ||||||
1.250%, 06/01/2026 |
275 | 265 | ||||||
USI |
||||||||
7.500%, 01/15/2032 (F) |
500 | 523 | ||||||
Wells Fargo Bank |
||||||||
5.550%, 08/01/2025 |
250 | 251 | ||||||
4.811%, 01/15/2026 |
250 | 251 | ||||||
| 9,033 | ||||||||
Health Care — 0.1% |
||||||||
Grifols |
||||||||
4.750%, 10/15/2028 (F) |
400 | 378 | ||||||
Stryker |
||||||||
4.550%, 02/10/2027 |
150 | 150 | ||||||
| 528 | ||||||||
Industrials — 0.8% |
||||||||
Air Lease MTN |
||||||||
2.875%, 01/15/2026 |
250 | 246 | ||||||
American Airlines |
||||||||
5.500%, 04/20/2026 (F) |
83 | 83 | ||||||
Caterpillar Financial Services |
||||||||
4.500%, 01/07/2027 |
150 | 151 | ||||||
Clean Harbors |
||||||||
4.875%, 07/15/2027 (F) |
489 | 484 | ||||||
CP Atlas Buyer |
||||||||
7.000%, 12/01/2028 (F) |
400 | 350 | ||||||
John Deere Capital |
||||||||
4.500%, 01/08/2027 |
150 | 151 | ||||||
SEI Institutional Investments Trust
163
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Quikrete Holdings |
||||||||
6.375%, 03/01/2032 (F) |
$ | 245 | $ | 249 | ||||
SS&C Technologies |
||||||||
5.500%, 09/30/2027 (F) |
300 | 299 | ||||||
Trident TPI Holdings |
||||||||
12.750%, 12/31/2028 (F) |
675 | 739 | ||||||
Waste Pro USA |
||||||||
7.000%, 02/01/2033 (F) |
285 | 289 | ||||||
Wilsonart LLC |
||||||||
11.000%, 08/15/2032 (F) |
299 | 287 | ||||||
| 3,328 | ||||||||
Information Technology — 0.1% |
||||||||
Diebold Nixdorf |
||||||||
7.750%, 03/31/2030 (F) |
500 | 521 | ||||||
Materials — 0.3% |
||||||||
International Flavors and Fragrances |
||||||||
1.230%, 10/01/2025 (F) |
150 | 147 | ||||||
Kobe US Midco 2 |
||||||||
9.250%cash/0% PIK, 11/01/2026 (F) |
945 | 847 | ||||||
OCI |
||||||||
6.700%, 03/16/2033 (F) |
499 | 526 | ||||||
| 1,520 | ||||||||
Real Estate — 0.2% |
||||||||
ERP Operating |
||||||||
3.375%, 06/01/2025 |
125 | 125 | ||||||
Iron Mountain |
||||||||
4.875%, 09/15/2027 (F) |
500 | 492 | ||||||
Realty Income |
||||||||
3.875%, 04/15/2025 |
125 | 125 | ||||||
| 742 | ||||||||
Utilities — 0.3% |
||||||||
Alliant Energy Finance LLC |
||||||||
5.400%, 06/06/2027 (F) |
100 | 101 | ||||||
American Electric Power |
||||||||
5.699%, 08/15/2025 |
150 | 150 | ||||||
Consumers Securitization Funding LLC |
||||||||
5.550%, 03/01/2028 |
54 | 55 | ||||||
Duke Energy |
||||||||
5.000%, 12/08/2025 |
250 | 251 | ||||||
Emera US Finance |
||||||||
3.550%, 06/15/2026 |
125 | 123 | ||||||
Georgia Power |
||||||||
4.639%, SOFRINDX + 0.280%, 09/15/2026 (A) |
275 | 275 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Spire |
||||||||
5.300%, 03/01/2026 |
$ | 150 | $ | 151 | ||||
| 1,106 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $19,939) ($ Thousands) |
19,870 | |||||||
U.S. TREASURY OBLIGATIONS — 2.5% |
||||||||
U.S. Treasury Bills |
||||||||
4.423%, 03/25/2025 (H) |
1,000 | 997 | ||||||
4.362%, 03/18/2025 (H) |
2,325 | 2,321 | ||||||
4.265%, 05/27/2025 (H) |
2,425 | 2,401 | ||||||
4.249%, 05/13/2025 (H) |
1,450 | 1,438 | ||||||
4.249%, 06/03/2025 (H) |
2,475 | 2,449 | ||||||
4.245%, 12/26/2025 (H) |
525 | 508 | ||||||
4.223%, 02/19/2026 (H) |
525 | 505 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $10,615) ($ Thousands) |
10,619 | |||||||
| Number of Warrants |
||||||||
WARRANTS — 0.2% |
||||||||
Air Methods |
||||||||
Strike Price $– *‡‡(D)(E) |
5,986 | 733 | ||||||
Total Warrants |
||||||||
(Cost $110) ($ Thousands) |
733 | |||||||
Face Amount |
||||||||
COMMERCIAL PAPER — 0.1% |
||||||||
ANZ Group Holdings LTD |
||||||||
0.000%, 08/27/2025 (C) |
325 | 325 | ||||||
Toyota Motor Credit Corp |
||||||||
0.180%, 07/28/2025 |
325 | 319 | ||||||
Total Commercial Paper |
||||||||
(Cost $644) ($ Thousands) |
644 | |||||||
|
||||||||
COMMON STOCK — 0.1% |
||||||||
Air Methods *(D)(E) |
2,388 | 292 | ||||||
TMK Hawk Parent Corp. *(D)(E) |
7,227 | 77 | ||||||
Total Common Stock |
||||||||
(Cost $109) ($ Thousands) |
369 | |||||||
164
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BOND — 0.0% |
||||||||
New Jersey — 0.0% |
||||||||
New Jersey Transportation Trust Fund Authority, Ser BB, RB |
||||||||
5.093%, 06/15/2025 |
$ | 120 | $ | 120 | ||||
Total Municipal Bond |
||||||||
(Cost $120) ($ Thousands) |
120 | |||||||
|
||||||||
CASH EQUIVALENT — 5.1% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
21,862,560 | 21,863 | ||||||
Total Cash Equivalent |
||||||||
(Cost $21,863) ($ Thousands) |
21,863 | |||||||
Face Amount |
||||||||
REPURCHASE AGREEMENT(I) — 1.4% |
||||||||
BNP Paribas |
||||||||
4.360%, dated 02/28/2025 to be repurchased on 03/03/2025, repurchase price $6,002,180 (collateralized by various U.S. Government Obligations, ranging in par value $1,000 - $9,973,739, 1.820% - 7.580%, 11/01/2025 – 02/01/2055; with total market value $6,098,129) |
$ | 6,000 | 6,000 | |||||
Total Repurchase Agreement |
||||||||
(Cost $6,000) ($ Thousands) |
6,000 | |||||||
Total Investments in Securities — 102.2% |
||||||||
(Cost $438,594) ($ Thousands) |
$ | 437,242 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
(23) | Jun-2025 | $ | (4,742 | ) | $ | (4,761 | ) | $ | (19 | ) | |||||||||
U.S. 10-Year Treasury Note |
(32) | Jun-2025 | (3,510 | ) | (3,555 | ) | (45 | ) | ||||||||||||
| $ | (8,252 | ) | $ | (8,316 | ) | $ | (64 | ) | ||||||||||||
SEI Institutional Investments Trust
165
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Opportunistic Income Fund (Concluded)
|
Percentages are based on Net Assets of $427,678 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
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) |
No interest rate available. |
(D) |
Level 3 security in accordance with fair value hierarchy. |
(E) |
Security considered restricted, excluding 144A. The total market value of such securities as of February 28, 2025 was $2,061 ($ Thousands) and represented 0.5% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(F) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $206,431 ($ Thousands), representing 48.3% of the Net Assets of the Fund. |
(G) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(H) |
Interest rate represents the security's effective yield at the time of purchase. |
(I) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 18,309 | $ | 176,165 | $ | (172,611 | ) | $ | — | $ | — | $ | 21,863 | $ | 520 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
A list of the restricted securities, excluding 144a, held by the Fund at February 28, 2025, is as follows:
Description |
Face Amount ($ Thousands)/ Number of Warrants/Shares |
Acquisition Date |
Cost ($ Thousands) |
Market Value |
||||||||||||
Loan Participations |
||||||||||||||||
Avaya Inc., Initial Term Loan, 1st Lien |
$ | 1,165 | 4/27/2023 | $ | 1,055 | $ | 959 | |||||||||
Warrant |
||||||||||||||||
Air Methods |
5,986 | 3/27/2024 | 110 | 733 | ||||||||||||
Common Stock |
||||||||||||||||
Air Methods |
2,388 | 1/8/2024 | 32 | 292 | ||||||||||||
TMK Hawk Parent Corp. |
7,227 | 4/1/2024 | 77 | 77 | ||||||||||||
| $ | 1,274 | $ | 2,061 | |||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
166
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES — 40.1% |
||||||||
Agency Mortgage-Backed Obligations — 35.2% |
||||||||
FHLMC |
||||||||
7.500%, 08/01/2030 to 06/01/2032 |
$ | 35 | $ | 36 | ||||
7.000%, 09/01/2025 to 03/01/2039 |
26 | 28 | ||||||
6.500%, 10/01/2031 to 10/01/2054 |
9,180 | 9,523 | ||||||
6.000%, 08/01/2038 to 02/01/2055 |
68,206 | 70,338 | ||||||
5.500%, 02/01/2035 to 07/01/2054 |
54,524 | 54,927 | ||||||
5.000%, 08/01/2033 to 05/01/2053 |
31,215 | 30,867 | ||||||
4.500%, 11/01/2025 to 08/01/2053 |
44,601 | 43,221 | ||||||
4.000%, 09/01/2040 to 02/01/2053 |
38,809 | 36,804 | ||||||
3.500%, 04/01/2033 to 11/01/2052 |
41,710 | 38,504 | ||||||
3.000%, 08/01/2031 to 06/01/2052 |
100,859 | 89,297 | ||||||
2.500%, 10/01/2031 to 07/01/2052 |
186,117 | 161,045 | ||||||
2.000%, 01/01/2037 to 05/01/2052 |
153,475 | 127,054 | ||||||
FHLMC ARM |
||||||||
7.516%, RFUCCT1Y + 2.330%, 05/01/2036(A) |
24 | 24 | ||||||
7.200%, RFUCCT1Y + 1.595%, 10/01/2036(A) |
9 | 9 | ||||||
6.796%, RFUCCT1Y + 1.926%, 12/01/2036(A) |
25 | 26 | ||||||
4.608%, RFUCCT1Y + 1.640%, 11/01/2048(A) |
816 | 844 | ||||||
4.221%, SOFR30A + 2.305%, 05/01/2053(A) |
3,412 | 3,373 | ||||||
3.951%, SOFR30A + 2.140%, 08/01/2052(A) |
1,259 | 1,213 | ||||||
3.107%, RFUCCT1Y + 1.621%, 02/01/2050(A) |
1,934 | 1,911 | ||||||
3.047%, RFUCCT1Y + 1.619%, 11/01/2047(A) |
774 | 778 | ||||||
3.009%, RFUCCT1Y + 1.627%, 11/01/2048(A) |
2,226 | 2,166 | ||||||
2.847%, RFUCCT1Y + 1.634%, 12/01/2050(A) |
175 | 165 | ||||||
2.491%, H15T5Y + 1.287%, 03/01/2047(A) |
375 | 355 | ||||||
FHLMC CMO, Ser 2013-4160, Cl HP |
||||||||
2.500%, 01/15/2033 |
736 | 701 | ||||||
FHLMC CMO, Ser 2013-4184, Cl FN |
||||||||
4.803%, SOFR30A + 0.464%, 03/15/2043(A) |
376 | 371 | ||||||
FHLMC CMO, Ser 2013-4281, Cl FA |
||||||||
4.853%, SOFR30A + 0.514%, 12/15/2043(A) |
299 | 296 | ||||||
FHLMC CMO, Ser 2014-4303, Cl FA |
||||||||
4.803%, SOFR30A + 0.464%, 02/15/2044(A) |
532 | 526 | ||||||
FHLMC CMO, Ser 2015-4427, Cl CE |
||||||||
3.000%, 02/15/2034 |
209 | 205 | ||||||
FHLMC CMO, Ser 2015-4527, Cl GA |
||||||||
3.000%, 02/15/2044 |
1,341 | 1,278 | ||||||
FHLMC CMO, Ser 2015-4533, Cl AB |
||||||||
3.000%, 06/15/2044 |
1,955 | 1,866 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC CMO, Ser 2021-5114, Cl AD |
||||||||
1.500%, 08/25/2047 |
$ | 8,202 | $ | 7,032 | ||||
FHLMC CMO, Ser 2024-5451, Cl FD |
||||||||
4.853%, SOFR30A + 0.514%, 01/15/2044(A) |
1,029 | 1,014 | ||||||
FHLMC CMO, Ser 2024-5473, Cl BF |
||||||||
5.652%, SOFR30A + 1.300%, 11/25/2054(A) |
2,265 | 2,273 | ||||||
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO |
||||||||
1.666%, 08/27/2028(A) |
2,000 | 95 | ||||||
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 |
||||||||
1.878%, 01/25/2031 |
975 | 848 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO |
||||||||
0.181%, 10/25/2032(A) |
18,970 | 280 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO |
||||||||
0.591%, 12/25/2035(A) |
16,313 | 719 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO |
||||||||
0.154%, 11/25/2032(A) |
15,285 | 205 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO |
||||||||
0.471%, 02/25/2036(A) |
4,961 | 177 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO |
||||||||
0.353%, 01/25/2033(A) |
6,797 | 182 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2 |
||||||||
3.329%, 05/25/2025(A) |
539 | 537 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO |
||||||||
0.941%, 05/25/2029(A) |
3,800 | 126 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO |
||||||||
1.146%, 06/25/2029(A) |
6,800 | 305 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO |
||||||||
0.875%, 06/25/2029(A) |
2,937 | 94 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO |
||||||||
1.317%, 01/25/2030(A) |
3,288 | 178 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO |
||||||||
1.032%, 10/25/2030(A) |
5,410 | 247 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO |
||||||||
0.512%, 03/25/2031(A) |
17,883 | 445 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO |
||||||||
0.345%, 09/25/2031(A) |
15,584 | 304 | ||||||
SEI Institutional Investments Trust
167
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO |
||||||||
0.395%, 12/25/2031(A) |
$ | 8,731 | $ | 169 | ||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO |
||||||||
0.297%, 03/25/2032(A) |
6,787 | 127 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO |
||||||||
0.343%, 04/25/2055(A) |
6,975 | 153 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO |
||||||||
0.316%, 06/25/2055(A) |
7,972 | 169 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO |
||||||||
0.359%, 06/25/2032(A) |
11,455 | 281 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO |
||||||||
0.269%, 08/25/2032(A) |
11,251 | 222 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO |
||||||||
0.770%, 03/25/2028(A) |
6,118 | 87 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K745, Cl A1 |
||||||||
0.836%, 06/25/2028 |
1,059 | 1,037 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO |
||||||||
1.206%, 06/25/2027(A) |
1,441 | 26 | ||||||
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
||||||||
6.000%, 04/15/2036 |
414 | 434 | ||||||
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA |
||||||||
6.000%, 05/15/2036 |
368 | 382 | ||||||
FHLMC REMIC CMO, Ser 1999-2174, Cl PN |
||||||||
6.000%, 07/15/2029 |
3 | 4 | ||||||
FHLMC REMIC CMO, Ser 2001-2312, Cl Z |
||||||||
6.500%, 05/15/2031 |
27 | 27 | ||||||
FHLMC REMIC CMO, Ser 2002-2399, Cl XG |
||||||||
6.500%, 01/15/2032 |
11 | 12 | ||||||
FHLMC REMIC CMO, Ser 2003-2671, Cl S |
||||||||
6.594%, 09/15/2033(A) |
16 | 17 | ||||||
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |
||||||||
4.000%, 10/15/2033 |
33 | 32 | ||||||
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
||||||||
5.000%, 01/15/2034 |
77 | 78 | ||||||
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO |
||||||||
0.000%, 05/15/2037(B) |
2 | 1 | ||||||
FHLMC REMIC CMO, Ser 2009-3546, Cl A |
||||||||
6.959%, 02/15/2039(A) |
22 | 22 | ||||||
FHLMC REMIC CMO, Ser 2010-3693, Cl FC |
||||||||
4.953%, SOFR30A + 0.614%, 07/15/2040(A) |
493 | 491 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |
||||||||
1.497%, 05/15/2041(A) |
$ | 216 | $ | 16 | ||||
FHLMC REMIC CMO, Ser 2011-3919, Cl FA |
||||||||
4.953%, SOFR30A + 0.614%, 09/15/2041(A) |
465 | 463 | ||||||
FHLMC REMIC CMO, Ser 2011-3958, Cl AF |
||||||||
4.903%, SOFR30A + 0.564%, 11/15/2041(A) |
440 | 437 | ||||||
FHLMC REMIC CMO, Ser 2011-3975, Cl FA |
||||||||
4.943%, SOFR30A + 0.604%, 12/15/2041(A) |
414 | 412 | ||||||
FHLMC REMIC CMO, Ser 2012-3990, Cl FG |
||||||||
4.903%, SOFR30A + 0.564%, 01/15/2042(A) |
514 | 511 | ||||||
FHLMC REMIC CMO, Ser 2012-4010, Cl KM |
||||||||
3.000%, 01/15/2042 |
169 | 159 | ||||||
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |
||||||||
2.157%, 04/15/2042(A) |
21 | 2 | ||||||
FHLMC REMIC CMO, Ser 2012-4059, Cl FP |
||||||||
4.903%, SOFR30A + 0.564%, 06/15/2042(A) |
583 | 579 | ||||||
FHLMC REMIC CMO, Ser 2012-4091, Cl BX |
||||||||
3.250%, 10/15/2041 |
987 | 917 | ||||||
FHLMC REMIC CMO, Ser 2012-4091, Cl FN |
||||||||
4.853%, SOFR30A + 0.514%, 08/15/2042(A) |
567 | 561 | ||||||
FHLMC REMIC CMO, Ser 2012-4091, Cl EX |
||||||||
3.375%, 07/15/2042 |
626 | 583 | ||||||
FHLMC REMIC CMO, Ser 2012-4091, Cl MX |
||||||||
3.250%, 02/15/2042 |
773 | 714 | ||||||
FHLMC REMIC CMO, Ser 2012-4102, Cl TC |
||||||||
2.500%, 09/15/2041 |
551 | 535 | ||||||
FHLMC REMIC CMO, Ser 2012-4117, Cl HB |
||||||||
2.500%, 10/15/2042 |
685 | 604 | ||||||
FHLMC REMIC CMO, Ser 2012-4122, Cl FP |
||||||||
4.853%, SOFR30A + 0.514%, 10/15/2042(A) |
685 | 675 | ||||||
FHLMC REMIC CMO, Ser 2013-4161, Cl BA |
||||||||
2.500%, 12/15/2041 |
1,206 | 1,174 | ||||||
FHLMC REMIC CMO, Ser 2013-4205, Cl PA |
||||||||
1.750%, 05/15/2043 |
474 | 404 | ||||||
FHLMC REMIC CMO, Ser 2013-4210, Cl Z |
||||||||
3.000%, 05/15/2043 |
529 | 433 | ||||||
FHLMC REMIC CMO, Ser 2013-4240, Cl FA |
||||||||
4.953%, SOFR30A + 0.614%, 08/15/2043(A) |
1,834 | 1,811 | ||||||
FHLMC REMIC CMO, Ser 2013-4286, Cl VF |
||||||||
4.903%, SOFR30A + 0.564%, 12/15/2043(A) |
1,351 | 1,333 | ||||||
FHLMC REMIC CMO, Ser 2015-4446, Cl CP |
||||||||
2.250%, 03/15/2045 |
820 | 721 | ||||||
168
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC REMIC CMO, Ser 2016-4544, Cl P |
||||||||
2.500%, 01/15/2046 |
$ | 3,909 | $ | 3,399 | ||||
FHLMC REMIC CMO, Ser 2016-4582, Cl HA |
||||||||
3.000%, 09/15/2045 |
3,090 | 2,908 | ||||||
FHLMC REMIC CMO, Ser 2016-4587, Cl AF |
||||||||
4.803%, SOFR30A + 0.464%, 06/15/2046(A) |
878 | 870 | ||||||
FHLMC REMIC CMO, Ser 2016-4604, Cl FB |
||||||||
4.853%, SOFR30A + 0.514%, 08/15/2046(A) |
2,446 | 2,418 | ||||||
FHLMC REMIC CMO, Ser 2016-4611, Cl BF |
||||||||
4.853%, SOFR30A + 0.514%, 06/15/2041(A) |
6,074 | 6,045 | ||||||
FHLMC REMIC CMO, Ser 2016-4620, Cl LF |
||||||||
4.853%, SOFR30A + 0.514%, 10/15/2046(A) |
885 | 876 | ||||||
FHLMC REMIC CMO, Ser 2016-4628, Cl KF |
||||||||
4.953%, SOFR30A + 0.614%, 01/15/2055(A) |
947 | 932 | ||||||
FHLMC REMIC CMO, Ser 2017-4709, Cl FA |
||||||||
4.753%, SOFR30A + 0.414%, 08/15/2047(A) |
644 | 634 | ||||||
FHLMC REMIC CMO, Ser 2017-4719, Cl LA |
||||||||
3.500%, 09/15/2047 |
905 | 833 | ||||||
FHLMC REMIC CMO, Ser 2017-4719, Cl LM |
||||||||
3.000%, 09/15/2047 |
697 | 620 | ||||||
FHLMC REMIC CMO, Ser 2017-4742, Cl PA |
||||||||
3.000%, 10/15/2047 |
1,099 | 999 | ||||||
FHLMC REMIC CMO, Ser 2018-4753, Cl BD |
||||||||
3.000%, 01/15/2048 |
725 | 648 | ||||||
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |
||||||||
3.000%, 08/15/2048 |
252 | 220 | ||||||
FHLMC REMIC CMO, Ser 2018-4826, Cl KF |
||||||||
4.753%, SOFR30A + 0.414%, 09/15/2048(A) |
595 | 581 | ||||||
FHLMC REMIC CMO, Ser 2018-4854, Cl FB |
||||||||
4.753%, SOFR30A + 0.414%, 01/15/2049(A) |
1,669 | 1,647 | ||||||
FHLMC REMIC CMO, Ser 2018-4857, Cl JA |
||||||||
3.350%, 01/15/2049 |
2,671 | 2,533 | ||||||
FHLMC REMIC CMO, Ser 2019-4879, Cl BC |
||||||||
3.000%, 04/15/2049 |
110 | 98 | ||||||
FHLMC REMIC CMO, Ser 2019-4880, Cl DA |
||||||||
3.000%, 05/15/2050 |
995 | 908 | ||||||
FHLMC REMIC CMO, Ser 2019-4903, Cl NF |
||||||||
4.867%, SOFR30A + 0.514%, 08/25/2049(A) |
553 | 544 | ||||||
FHLMC REMIC CMO, Ser 2019-4927, Cl BG |
||||||||
3.000%, 11/25/2049 |
1,217 | 1,116 | ||||||
FHLMC REMIC CMO, Ser 2019-4937, Cl MD |
||||||||
2.500%, 10/25/2049 |
1,210 | 1,068 | ||||||
FHLMC REMIC CMO, Ser 2019-4940, Cl AG |
||||||||
3.000%, 05/15/2040 |
757 | 711 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC REMIC CMO, Ser 2019-4941, Cl GA |
||||||||
2.000%, 12/15/2047 |
$ | 698 | $ | 583 | ||||
FHLMC REMIC CMO, Ser 2020-4954, Cl LB |
||||||||
2.500%, 02/25/2050 |
510 | 446 | ||||||
FHLMC REMIC CMO, Ser 2020-4957, Cl MY |
||||||||
3.000%, 02/25/2050 |
790 | 655 | ||||||
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO |
||||||||
4.500%, 06/25/2050 |
3,599 | 817 | ||||||
FHLMC REMIC CMO, Ser 2020-4988, Cl KF |
||||||||
4.817%, SOFR30A + 0.464%, 07/25/2050(A) |
985 | 979 | ||||||
FHLMC REMIC CMO, Ser 2020-4991, Cl QV |
||||||||
2.000%, 09/25/2045 |
451 | 372 | ||||||
FHLMC REMIC CMO, Ser 2020-4993, Cl KF |
||||||||
4.917%, SOFR30A + 0.564%, 07/25/2050(A) |
5,466 | 5,306 | ||||||
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO |
||||||||
4.500%, 07/25/2050 |
1,477 | 227 | ||||||
FHLMC REMIC CMO, Ser 2020-5004, Cl FM |
||||||||
4.817%, SOFR30A + 0.464%, 08/25/2050(A) |
1,115 | 1,072 | ||||||
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO |
||||||||
4.000%, 09/25/2050 |
5,488 | 1,154 | ||||||
FHLMC REMIC CMO, Ser 2020-5020, Cl ET |
||||||||
3.500%, 10/25/2050 |
1,034 | 943 | ||||||
FHLMC REMIC CMO, Ser 2020-5058, Cl BC |
||||||||
5.000%, 11/25/2050 |
774 | 764 | ||||||
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO |
||||||||
4.000%, 02/25/2051 |
4,990 | 1,024 | ||||||
FHLMC REMIC CMO, Ser 2021-5091, Cl AB |
||||||||
1.500%, 03/25/2051 |
1,955 | 1,575 | ||||||
FHLMC REMIC CMO, Ser 2021-5092, Cl AP |
||||||||
2.000%, 04/25/2041 |
637 | 555 | ||||||
FHLMC REMIC CMO, Ser 2021-5092, Cl HE |
||||||||
2.000%, 02/25/2051 |
1,224 | 1,005 | ||||||
FHLMC REMIC CMO, Ser 2021-5116, Cl PB |
||||||||
2.250%, 02/25/2051 |
1,288 | 1,125 | ||||||
FHLMC REMIC CMO, Ser 2021-5118, Cl CA |
||||||||
1.500%, 10/15/2033 |
1,215 | 1,105 | ||||||
FHLMC REMIC CMO, Ser 2021-5119, Cl AB |
||||||||
1.500%, 08/25/2049 |
1,144 | 908 | ||||||
FHLMC REMIC CMO, Ser 2021-5119, Cl QF |
||||||||
4.552%, SOFR30A + 0.200%, 06/25/2051(A) |
1,639 | 1,546 | ||||||
FHLMC REMIC CMO, Ser 2021-5178, Cl TP |
||||||||
2.500%, 04/25/2049 |
1,808 | 1,588 | ||||||
FHLMC REMIC CMO, Ser 2021-5182, Cl M |
||||||||
2.500%, 05/25/2049 |
1,069 | 956 | ||||||
SEI Institutional Investments Trust
169
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC REMIC CMO, Ser 2022-5200, Cl KQ |
||||||||
3.000%, 09/25/2049 |
$ | 139 | $ | 127 | ||||
FHLMC REMIC CMO, Ser 2022-5201, Cl CA |
||||||||
2.500%, 07/25/2048 |
1,539 | 1,395 | ||||||
FHLMC REMIC CMO, Ser 2022-5202, Cl TA |
||||||||
2.500%, 12/25/2048 |
2,275 | 2,074 | ||||||
FHLMC REMIC CMO, Ser 2022-5202, Cl KA |
||||||||
2.500%, 06/25/2049 |
1,198 | 1,065 | ||||||
FHLMC REMIC CMO, Ser 2022-5202, Cl BH |
||||||||
2.000%, 12/25/2047 |
782 | 714 | ||||||
FHLMC REMIC CMO, Ser 2022-5206, Cl CD |
||||||||
3.500%, 05/25/2049 |
1,458 | 1,353 | ||||||
FHLMC REMIC CMO, Ser 2022-5207, Cl PA |
||||||||
3.000%, 06/25/2051 |
1,659 | 1,475 | ||||||
FHLMC REMIC CMO, Ser 2022-5209, Cl EA |
||||||||
3.000%, 08/25/2050 |
1,573 | 1,438 | ||||||
FHLMC REMIC CMO, Ser 2022-5209, Cl EJ |
||||||||
3.000%, 08/25/2050 |
1,573 | 1,438 | ||||||
FHLMC REMIC CMO, Ser 2022-5210, Cl DC |
||||||||
3.000%, 09/25/2051 |
1,163 | 1,079 | ||||||
FHLMC REMIC CMO, Ser 2022-5217, Cl CD |
||||||||
2.500%, 07/25/2049 |
1,273 | 1,175 | ||||||
FHLMC REMIC CMO, Ser 2022-5220, Cl QK |
||||||||
3.500%, 09/25/2050 |
2,382 | 2,259 | ||||||
FHLMC REMIC CMO, Ser 2022-5224, Cl HL |
||||||||
4.000%, 04/25/2052 |
2,000 | 1,824 | ||||||
FHLMC REMIC CMO, Ser 2022-5228, Cl TN |
||||||||
3.500%, 07/25/2039 |
805 | 766 | ||||||
FHLMC REMIC CMO, Ser 2023-5293, Cl IO, IO |
||||||||
2.000%, 03/25/2051 |
5,243 | 661 | ||||||
FHLMC REMIC CMO, Ser 2023-5335, Cl FB |
||||||||
5.153%, SOFR30A + 0.814%, 10/15/2039(A) |
2,226 | 2,237 | ||||||
FHLMC REMIC CMO, Ser 2023-5338, Cl FH |
||||||||
4.753%, SOFR30A + 0.414%, 04/15/2045(A) |
1,979 | 1,938 | ||||||
FHLMC REMIC CMO, Ser 2024-5396, Cl HF |
||||||||
5.302%, SOFR30A + 0.950%, 04/25/2054(A) |
2,813 | 2,834 | ||||||
FHLMC REMIC CMO, Ser 2024-5399, Cl FB |
||||||||
5.252%, SOFR30A + 0.900%, 04/25/2054(A) |
1,630 | 1,626 | ||||||
FHLMC REMIC CMO, Ser 2024-5410, Cl JY |
||||||||
3.000%, 03/15/2044 |
1,201 | 1,034 | ||||||
FHLMC REMIC CMO, Ser 2024-5452, Cl KY |
||||||||
3.000%, 03/15/2044 |
1,400 | 1,217 | ||||||
FHLMC STRIP CMO, Ser 2014-326, Cl F2 |
||||||||
5.003%, SOFR30A + 0.664%, 03/15/2044(A) |
821 | 812 | ||||||
FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |
||||||||
3.000%, 07/15/2042 |
1,363 | 1,246 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |
||||||||
3.000%, 08/15/2042 |
$ | 674 | $ | 621 | ||||
FHLMC STRIPS CMO, Ser 2012-271, Cl F5 |
||||||||
4.953%, SOFR30A + 0.614%, 08/15/2042(A) |
630 | 622 | ||||||
FHLMC STRIPS CMO, Ser 2012-272, Cl F1 |
||||||||
4.953%, SOFR30A + 0.614%, 08/15/2042(A) |
1,000 | 987 | ||||||
FHLMC STRIPS CMO, Ser 2012-280, Cl F1 |
||||||||
4.953%, SOFR30A + 0.614%, 09/15/2042(A) |
1,024 | 1,011 | ||||||
FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |
||||||||
3.000%, 09/15/2047 |
1,853 | 1,669 | ||||||
FNMA |
||||||||
8.000%, 01/01/2030 to 06/01/2031 |
8 | 8 | ||||||
7.500%, 02/01/2031 to 11/01/2038 |
53 | 54 | ||||||
7.000%, 09/01/2026 to 01/01/2039 |
264 | 277 | ||||||
6.500%, 05/01/2027 to 10/01/2054 |
18,615 | 19,494 | ||||||
6.000%, 02/01/2032 to 01/01/2055 |
75,820 | 77,884 | ||||||
5.500%, 12/01/2033 to 01/01/2055 |
133,560 | 134,610 | ||||||
5.350%, 07/01/2033 |
100 | 102 | ||||||
5.000%, 05/01/2034 to 12/01/2054 |
58,760 | 58,111 | ||||||
4.500%, 11/01/2031 to 01/01/2059 |
77,072 | 74,815 | ||||||
4.270%, 10/01/2032 |
193 | 190 | ||||||
4.200%, 01/01/2029 |
1,665 | 1,651 | ||||||
4.000%, 01/01/2027 to 06/01/2057 |
93,863 | 88,851 | ||||||
3.500%, 07/01/2031 to 06/01/2052 |
66,490 | 61,126 | ||||||
3.310%, 03/01/2028 |
1,847 | 1,799 | ||||||
3.020%, 05/01/2026 |
1,265 | 1,242 | ||||||
3.000%, 05/01/2029 to 07/01/2060 |
276,435 | 246,191 | ||||||
2.810%, 04/01/2025 |
250 | 249 | ||||||
2.500%, 02/01/2035 to 09/01/2061 |
138,552 | 118,891 | ||||||
2.435%, 10/01/2051 |
4,742 | 3,165 | ||||||
2.000%, 05/01/2036 to 04/01/2052 |
251,646 | 207,102 | ||||||
1.850%, 09/01/2035 |
994 | 863 | ||||||
FNMA ACES, Ser 2016-M11, Cl AL |
||||||||
2.944%, 07/25/2039 |
109 | 98 | ||||||
FNMA ACES, Ser 2018-M15, Cl 1A2 |
||||||||
3.700%, 01/25/2036 |
600 | 564 | ||||||
FNMA ACES, Ser 2019-M4, Cl A2 |
||||||||
3.610%, 02/25/2031 |
299 | 287 | ||||||
FNMA ACES, Ser 2020-M6, Cl A |
||||||||
2.500%, 10/25/2037 |
156 | 138 | ||||||
FNMA ARM |
||||||||
6.265%, RFUCCT1Y + 1.559%, 12/01/2035(A) |
7 | 7 | ||||||
5.544%, RFUCCT1Y + 1.604%, 03/01/2050(A) |
1,676 | 1,737 | ||||||
4.647%, SOFR30A + 2.130%, 08/01/2052(A) |
1,228 | 1,226 | ||||||
4.602%, SOFR30A + 2.126%, 08/01/2052(A) |
2,521 | 2,513 | ||||||
170
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
4.589%, SOFR30A + 2.123%, 08/01/2052(A) |
$ | 1,882 | $ | 1,864 | ||||
4.357%, SOFR30A + 2.125%, 07/01/2052(A) |
2,244 | 2,222 | ||||||
4.170%, SOFR30A + 2.128%, 11/01/2052(A) |
1,436 | 1,421 | ||||||
4.122%, SOFR30A + 2.133%, 10/01/2052(A) |
4,270 | 4,226 | ||||||
4.111%, SOFR30A + 2.120%, 09/01/2052(A) |
1,742 | 1,724 | ||||||
4.076%, SOFR30A + 2.120%, 07/01/2052(A) |
1,764 | 1,712 | ||||||
3.944%, SOFR30A + 2.120%, 08/01/2052(A) |
533 | 515 | ||||||
2.784%, RFUCCT1Y + 1.606%, 06/01/2050(A) |
854 | 815 | ||||||
FNMA CMO, Ser 2010-111, Cl KF |
||||||||
4.867%, SOFR30A + 0.514%, 10/25/2040(A) |
3,224 | 3,221 | ||||||
FNMA CMO, Ser 2011-55, Cl FH |
||||||||
4.907%, SOFR30A + 0.554%, 06/25/2041(A) |
377 | 375 | ||||||
FNMA CMO, Ser 2014-74, Cl FC |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2044(A) |
525 | 517 | ||||||
FNMA CMO, Ser 2016-10, Cl FA |
||||||||
4.817%, SOFR30A + 0.464%, 03/25/2046(A) |
3,832 | 3,803 | ||||||
FNMA CMO, Ser 2016-61, Cl BF |
||||||||
4.867%, SOFR30A + 0.514%, 09/25/2046(A) |
312 | 311 | ||||||
FNMA CMO, Ser 2016-64, Cl BC |
||||||||
1.750%, 09/25/2046 |
1,240 | 1,139 | ||||||
FNMA CMO, Ser 2016-81, Cl FA |
||||||||
4.817%, SOFR30A + 0.464%, 11/25/2046(A) |
4,295 | 4,267 | ||||||
FNMA CMO, Ser 2017-11, Cl FA |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2047(A) |
338 | 336 | ||||||
FNMA CMO, Ser 2017-113, Cl FB |
||||||||
4.717%, SOFR30A + 0.364%, 01/25/2048(A) |
338 | 335 | ||||||
FNMA CMO, Ser 2017-35, Cl MC |
||||||||
2.625%, 12/25/2044 |
698 | 674 | ||||||
FNMA CMO, Ser 2017-82, Cl FE |
||||||||
4.717%, SOFR30A + 0.364%, 10/25/2047(A) |
795 | 787 | ||||||
FNMA CMO, Ser 2017-9, Cl EF |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2047(A) |
357 | 354 | ||||||
FNMA CMO, Ser 2018-1, Cl FA |
||||||||
4.717%, SOFR30A + 0.364%, 02/25/2048(A) |
414 | 408 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA CMO, Ser 2018-86, Cl AF |
||||||||
4.767%, SOFR30A + 0.414%, 12/25/2048(A) |
$ | 266 | $ | 264 | ||||
FNMA CMO, Ser 2021-40, Cl DW |
||||||||
2.000%, 06/25/2041 |
286 | 249 | ||||||
FNMA CMO, Ser 2021-95, Cl CP |
||||||||
1.500%, 08/25/2051 |
670 | 559 | ||||||
FNMA CMO, Ser 2023-38, Cl FD |
||||||||
5.216%, SOFR30A + 0.864%, 10/25/2039(A) |
574 | 557 | ||||||
FNMA CMO, Ser 2023-39, Cl AI, IO |
||||||||
2.000%, 07/25/2052 |
64,915 | 8,239 | ||||||
FNMA CMO, Ser 2024-56, Cl QZ |
||||||||
4.000%, 10/25/2045 |
2,150 | 1,898 | ||||||
FNMA Interest STRIP CMO, Ser 2022-426, Cl C45, IO |
||||||||
2.000%, 07/25/2051 |
21,182 | 2,691 | ||||||
FNMA Interest STRIP CMO, Ser 2022-426, Cl C44, IO |
||||||||
2.000%, 03/25/2052 |
18,501 | 2,354 | ||||||
FNMA Interest STRIP CMO, Ser 2022-426, Cl C43, IO |
||||||||
2.000%, 07/25/2050 |
7,706 | 998 | ||||||
FNMA Interest STRIP CMO, Ser 2022-426, Cl C39, IO |
||||||||
2.000%, 09/25/2051 |
8,886 | 1,154 | ||||||
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO |
||||||||
7.000%, 01/25/2032 |
48 | 5 | ||||||
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO |
||||||||
6.500%, 02/25/2033 |
73 | 9 | ||||||
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 |
||||||||
3.000%, 08/25/2042 |
853 | 775 | ||||||
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 |
||||||||
3.500%, 10/25/2042 |
1,262 | 1,181 | ||||||
FNMA REMIC CMO, Ser 1997-32, Cl PG |
||||||||
6.500%, 04/25/2027 |
3 | 3 | ||||||
FNMA REMIC CMO, Ser 1999-11, Cl Z |
||||||||
5.500%, 03/25/2029 |
22 | 22 | ||||||
FNMA REMIC CMO, Ser 2001-52, Cl YZ |
||||||||
6.500%, 10/25/2031 |
6 | 7 | ||||||
FNMA REMIC CMO, Ser 2003-124, Cl TS |
||||||||
9.800%, 01/25/2034(A) |
3 | 3 | ||||||
FNMA REMIC CMO, Ser 2005-29, Cl ZA |
||||||||
5.500%, 04/25/2035 |
155 | 161 | ||||||
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |
||||||||
2.734%, 01/25/2037(A) |
158 | 17 | ||||||
FNMA REMIC CMO, Ser 2006-33, Cl LS |
||||||||
10.051%, 05/25/2036(A) |
22 | 27 | ||||||
FNMA REMIC CMO, Ser 2006-46, Cl SW |
||||||||
7.823%, 06/25/2036(A) |
18 | 20 | ||||||
SEI Institutional Investments Trust
171
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |
||||||||
2.184%, 03/25/2036(A) |
$ | 12 | $ | – | ||||
FNMA REMIC CMO, Ser 2007-64, Cl FA |
||||||||
4.937%, SOFR30A + 0.584%, 07/25/2037(A) |
3 | 3 | ||||||
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
||||||||
2.234%, 07/25/2037(A) |
61 | 6 | ||||||
FNMA REMIC CMO, Ser 2008-24, Cl NA |
||||||||
6.750%, 06/25/2037 |
4 | 4 | ||||||
FNMA REMIC CMO, Ser 2009-103, Cl MB |
||||||||
7.158%, 12/25/2039(A) |
33 | 33 | ||||||
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO |
||||||||
0.000%, 03/25/2037(B) |
242 | 214 | ||||||
FNMA REMIC CMO, Ser 2010-107, Cl FB |
||||||||
4.877%, SOFR30A + 0.524%, 09/25/2040(A) |
456 | 453 | ||||||
FNMA REMIC CMO, Ser 2010-123, Cl PM |
||||||||
4.000%, 07/25/2040 |
463 | 460 | ||||||
FNMA REMIC CMO, Ser 2011-117, Cl AF |
||||||||
4.917%, SOFR30A + 0.564%, 11/25/2041(A) |
408 | 405 | ||||||
FNMA REMIC CMO, Ser 2011-117, Cl FA |
||||||||
4.917%, SOFR30A + 0.564%, 11/25/2041(A) |
941 | 935 | ||||||
FNMA REMIC CMO, Ser 2011-127, Cl FC |
||||||||
4.917%, SOFR30A + 0.564%, 12/25/2041(A) |
436 | 433 | ||||||
FNMA REMIC CMO, Ser 2011-142, Cl EF |
||||||||
4.967%, SOFR30A + 0.614%, 01/25/2042(A) |
488 | 486 | ||||||
FNMA REMIC CMO, Ser 2011-2, Cl WA |
||||||||
5.828%, 02/25/2051(A) |
27 | 28 | ||||||
FNMA REMIC CMO, Ser 2011-75, Cl FA |
||||||||
5.017%, SOFR30A + 0.664%, 08/25/2041(A) |
14 | 14 | ||||||
FNMA REMIC CMO, Ser 2012-106, Cl FA |
||||||||
4.807%, SOFR30A + 0.454%, 10/25/2042(A) |
396 | 392 | ||||||
FNMA REMIC CMO, Ser 2012-118, Cl VZ |
||||||||
3.000%, 11/25/2042 |
693 | 626 | ||||||
FNMA REMIC CMO, Ser 2012-12, Cl FA |
||||||||
4.967%, SOFR30A + 0.614%, 02/25/2042(A) |
432 | 430 | ||||||
FNMA REMIC CMO, Ser 2012-133, Cl JF |
||||||||
4.817%, SOFR30A + 0.464%, 12/25/2042(A) |
821 | 805 | ||||||
FNMA REMIC CMO, Ser 2012-151, Cl NX |
||||||||
1.500%, 01/25/2043 |
502 | 426 | ||||||
FNMA REMIC CMO, Ser 2012-28, Cl B |
||||||||
6.500%, 06/25/2039 |
1 | 1 | ||||||
FNMA REMIC CMO, Ser 2012-46, Cl BA |
||||||||
6.000%, 05/25/2042 |
183 | 191 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2012-47, Cl JF |
||||||||
4.967%, SOFR30A + 0.614%, 05/25/2042(A) |
$ | 579 | $ | 576 | ||||
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO |
||||||||
0.000%, 10/25/2043(B) |
1,014 | 759 | ||||||
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO |
||||||||
0.000%, 10/25/2043(B) |
465 | 353 | ||||||
FNMA REMIC CMO, Ser 2013-11, Cl AP |
||||||||
1.500%, 01/25/2043 |
1,444 | 1,316 | ||||||
FNMA REMIC CMO, Ser 2013-15, Cl FA |
||||||||
4.817%, SOFR30A + 0.464%, 03/25/2043(A) |
994 | 976 | ||||||
FNMA REMIC CMO, Ser 2013-43, Cl BP |
||||||||
1.750%, 05/25/2043 |
588 | 501 | ||||||
FNMA REMIC CMO, Ser 2013-49, Cl AP |
||||||||
1.750%, 05/25/2043 |
499 | 417 | ||||||
FNMA REMIC CMO, Ser 2013-9, Cl BC |
||||||||
6.500%, 07/25/2042 |
436 | 459 | ||||||
FNMA REMIC CMO, Ser 2013-9, Cl CB |
||||||||
5.500%, 04/25/2042 |
476 | 486 | ||||||
FNMA REMIC CMO, Ser 2014-17, Cl DY |
||||||||
3.500%, 04/25/2044 |
1,339 | 1,224 | ||||||
FNMA REMIC CMO, Ser 2014-25, Cl EL |
||||||||
3.000%, 05/25/2044 |
960 | 880 | ||||||
FNMA REMIC CMO, Ser 2015-26, Cl GF |
||||||||
4.767%, SOFR30A + 0.414%, 05/25/2045(A) |
1,465 | 1,436 | ||||||
FNMA REMIC CMO, Ser 2015-32, Cl FA |
||||||||
4.767%, SOFR30A + 0.414%, 05/25/2045(A) |
916 | 895 | ||||||
FNMA REMIC CMO, Ser 2015-39, Cl LZ |
||||||||
3.000%, 06/25/2045 |
41 | 36 | ||||||
FNMA REMIC CMO, Ser 2015-48, Cl FB |
||||||||
4.767%, SOFR30A + 0.414%, 07/25/2045(A) |
1,097 | 1,073 | ||||||
FNMA REMIC CMO, Ser 2015-65, Cl CZ |
||||||||
3.500%, 09/25/2045 |
558 | 481 | ||||||
FNMA REMIC CMO, Ser 2015-72, Cl GL |
||||||||
3.000%, 10/25/2045 |
668 | 578 | ||||||
FNMA REMIC CMO, Ser 2015-8, Cl AP |
||||||||
2.000%, 03/25/2045 |
1,674 | 1,489 | ||||||
FNMA REMIC CMO, Ser 2015-84, Cl PA |
||||||||
1.700%, 08/25/2033 |
1,257 | 1,173 | ||||||
FNMA REMIC CMO, Ser 2016-11, Cl CF |
||||||||
4.817%, SOFR30A + 0.464%, 03/25/2046(A) |
450 | 444 | ||||||
FNMA REMIC CMO, Ser 2016-11, Cl FG |
||||||||
4.817%, SOFR30A + 0.464%, 03/25/2046(A) |
612 | 604 | ||||||
FNMA REMIC CMO, Ser 2016-19, Cl FD |
||||||||
4.867%, SOFR30A + 0.514%, 04/25/2046(A) |
2,860 | 2,834 | ||||||
172
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2016-22, Cl FG |
||||||||
4.867%, SOFR30A + 0.514%, 04/25/2046(A) |
$ | 1,007 | $ | 997 | ||||
FNMA REMIC CMO, Ser 2016-22, Cl FA |
||||||||
4.867%, SOFR30A + 0.514%, 04/25/2046(A) |
1,155 | 1,144 | ||||||
FNMA REMIC CMO, Ser 2016-3, Cl PL |
||||||||
2.500%, 02/25/2046 |
6,256 | 5,351 | ||||||
FNMA REMIC CMO, Ser 2016-37, Cl MJ |
||||||||
3.500%, 08/25/2043 |
17 | 17 | ||||||
FNMA REMIC CMO, Ser 2016-48, Cl MA |
||||||||
2.000%, 06/25/2038 |
1,816 | 1,680 | ||||||
FNMA REMIC CMO, Ser 2016-57, Cl PC |
||||||||
1.750%, 06/25/2046 |
3,133 | 2,651 | ||||||
FNMA REMIC CMO, Ser 2016-69, Cl BF |
||||||||
4.867%, SOFR30A + 0.514%, 10/25/2046(A) |
934 | 925 | ||||||
FNMA REMIC CMO, Ser 2016-75, Cl FE |
||||||||
4.867%, SOFR30A + 0.514%, 10/25/2046(A) |
727 | 721 | ||||||
FNMA REMIC CMO, Ser 2016-78, Cl FA |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2044(A) |
483 | 477 | ||||||
FNMA REMIC CMO, Ser 2016-79, Cl FH |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2046(A) |
730 | 723 | ||||||
FNMA REMIC CMO, Ser 2016-82, Cl FE |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2046(A) |
1,620 | 1,606 | ||||||
FNMA REMIC CMO, Ser 2016-82, Cl FH |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2046(A) |
1,488 | 1,474 | ||||||
FNMA REMIC CMO, Ser 2016-84, Cl FB |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2046(A) |
708 | 702 | ||||||
FNMA REMIC CMO, Ser 2016-86, Cl FE |
||||||||
4.867%, SOFR30A + 0.514%, 11/25/2046(A) |
1,829 | 1,808 | ||||||
FNMA REMIC CMO, Ser 2016-88, Cl CF |
||||||||
4.917%, SOFR30A + 0.564%, 12/25/2046(A) |
1,250 | 1,239 | ||||||
FNMA REMIC CMO, Ser 2016-91, Cl AF |
||||||||
4.867%, SOFR30A + 0.514%, 12/25/2046(A) |
670 | 665 | ||||||
FNMA REMIC CMO, Ser 2017-12, Cl FD |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2047(A) |
762 | 755 | ||||||
FNMA REMIC CMO, Ser 2017-13, Cl PA |
||||||||
3.000%, 08/25/2046 |
638 | 590 | ||||||
FNMA REMIC CMO, Ser 2017-23, Cl FA |
||||||||
4.867%, SOFR30A + 0.514%, 04/25/2047(A) |
808 | 799 | ||||||
FNMA REMIC CMO, Ser 2017-24, Cl PG |
||||||||
2.625%, 04/25/2047 |
2,634 | 2,291 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2017-26, Cl FA |
||||||||
4.817%, SOFR30A + 0.464%, 04/25/2047(A) |
$ | 1,943 | $ | 1,925 | ||||
FNMA REMIC CMO, Ser 2017-9, Cl BF |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2047(A) |
869 | 861 | ||||||
FNMA REMIC CMO, Ser 2017-9, Cl DF |
||||||||
4.867%, SOFR30A + 0.514%, 03/25/2047(A) |
630 | 625 | ||||||
FNMA REMIC CMO, Ser 2017-96, Cl FB |
||||||||
4.767%, SOFR30A + 0.414%, 12/25/2047(A) |
1,232 | 1,213 | ||||||
FNMA REMIC CMO, Ser 2018-14, Cl KC |
||||||||
3.000%, 03/25/2048 |
1,160 | 1,098 | ||||||
FNMA REMIC CMO, Ser 2018-36, Cl FD |
||||||||
4.717%, SOFR30A + 0.364%, 06/25/2048(A) |
1,587 | 1,567 | ||||||
FNMA REMIC CMO, Ser 2018-38, Cl PA |
||||||||
3.500%, 06/25/2047 |
484 | 472 | ||||||
FNMA REMIC CMO, Ser 2018-38, Cl MA |
||||||||
3.300%, 06/25/2048 |
1,373 | 1,295 | ||||||
FNMA REMIC CMO, Ser 2018-43, Cl CT |
||||||||
3.000%, 06/25/2048 |
938 | 831 | ||||||
FNMA REMIC CMO, Ser 2018-45, Cl TM |
||||||||
3.000%, 06/25/2048 |
1,086 | 977 | ||||||
FNMA REMIC CMO, Ser 2018-55, Cl GA |
||||||||
3.375%, 08/25/2048 |
1,026 | 967 | ||||||
FNMA REMIC CMO, Ser 2018-64, Cl A |
||||||||
3.000%, 09/25/2048 |
920 | 803 | ||||||
FNMA REMIC CMO, Ser 2018-74, Cl AB |
||||||||
3.500%, 10/25/2048 |
234 | 216 | ||||||
FNMA REMIC CMO, Ser 2018-85, Cl EA |
||||||||
3.500%, 12/25/2048 |
769 | 740 | ||||||
FNMA REMIC CMO, Ser 2018-86, Cl JA |
||||||||
4.000%, 05/25/2047 |
57 | 57 | ||||||
FNMA REMIC CMO, Ser 2019-1, Cl AB |
||||||||
3.500%, 02/25/2049 |
549 | 507 | ||||||
FNMA REMIC CMO, Ser 2019-13, Cl PE |
||||||||
3.000%, 03/25/2049 |
636 | 571 | ||||||
FNMA REMIC CMO, Ser 2019-15, Cl FA |
||||||||
4.967%, SOFR30A + 0.614%, 04/25/2049(A) |
559 | 550 | ||||||
FNMA REMIC CMO, Ser 2019-25, Cl PA |
||||||||
3.000%, 05/25/2048 |
1,239 | 1,148 | ||||||
FNMA REMIC CMO, Ser 2019-41, Cl FG |
||||||||
4.967%, SOFR30A + 0.614%, 08/25/2059(A) |
1,321 | 1,299 | ||||||
FNMA REMIC CMO, Ser 2019-43, Cl FC |
||||||||
4.867%, SOFR30A + 0.514%, 08/25/2049(A) |
1,075 | 1,056 | ||||||
FNMA REMIC CMO, Ser 2019-45, Cl PA |
||||||||
3.000%, 08/25/2049 |
353 | 311 | ||||||
SEI Institutional Investments Trust
173
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2019-52, Cl PA |
||||||||
3.000%, 09/25/2049 |
$ | 110 | $ | 97 | ||||
FNMA REMIC CMO, Ser 2019-67, Cl FB |
||||||||
4.917%, SOFR30A + 0.564%, 11/25/2049(A) |
584 | 575 | ||||||
FNMA REMIC CMO, Ser 2019-79, Cl FA |
||||||||
4.967%, SOFR30A + 0.614%, 01/25/2050(A) |
1,698 | 1,672 | ||||||
FNMA REMIC CMO, Ser 2019-81, Cl LH |
||||||||
3.000%, 12/25/2049 |
817 | 729 | ||||||
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO |
||||||||
3.500%, 01/25/2047 |
1,283 | 241 | ||||||
FNMA REMIC CMO, Ser 2020-45, Cl JL |
||||||||
3.000%, 07/25/2040 |
1,878 | 1,718 | ||||||
FNMA REMIC CMO, Ser 2020-47, Cl GZ |
||||||||
2.000%, 07/25/2050 |
768 | 463 | ||||||
FNMA REMIC CMO, Ser 2020-48, Cl DA |
||||||||
2.000%, 07/25/2050 |
2,489 | 2,093 | ||||||
FNMA REMIC CMO, Ser 2020-48, Cl AB |
||||||||
2.000%, 07/25/2050 |
805 | 689 | ||||||
FNMA REMIC CMO, Ser 2020-56, Cl AQ |
||||||||
2.000%, 08/25/2050 |
1,600 | 1,264 | ||||||
FNMA REMIC CMO, Ser 2020-57, Cl TA |
||||||||
2.000%, 04/25/2050 |
1,552 | 1,347 | ||||||
FNMA REMIC CMO, Ser 2020-57, Cl LJ |
||||||||
2.000%, 08/25/2050 |
3,921 | 2,865 | ||||||
FNMA REMIC CMO, Ser 2020-59, Cl NC |
||||||||
3.000%, 08/25/2040 |
1,163 | 1,063 | ||||||
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO |
||||||||
4.000%, 09/25/2050 |
1,767 | 363 | ||||||
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO |
||||||||
4.000%, 09/25/2050 |
2,121 | 433 | ||||||
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO |
||||||||
4.000%, 09/25/2050 |
3,129 | 618 | ||||||
FNMA REMIC CMO, Ser 2020-70, Cl AD |
||||||||
1.500%, 10/25/2050 |
3,520 | 2,655 | ||||||
FNMA REMIC CMO, Ser 2021-27, Cl EC |
||||||||
1.500%, 05/25/2051 |
3,511 | 2,813 | ||||||
FNMA REMIC CMO, Ser 2021-42, Cl AC |
||||||||
2.000%, 02/25/2051 |
1,044 | 898 | ||||||
FNMA REMIC CMO, Ser 2021-65, Cl JA |
||||||||
2.000%, 01/25/2046 |
457 | 403 | ||||||
FNMA REMIC CMO, Ser 2021-78, Cl ND |
||||||||
1.500%, 11/25/2051 |
1,968 | 1,606 | ||||||
FNMA REMIC CMO, Ser 2021-91, Cl AB |
||||||||
2.500%, 09/25/2049 |
1,318 | 1,155 | ||||||
FNMA REMIC CMO, Ser 2022-11, Cl D |
||||||||
3.000%, 01/25/2050 |
1,409 | 1,290 | ||||||
FNMA REMIC CMO, Ser 2022-18, Cl DL |
||||||||
3.250%, 07/25/2046 |
2,287 | 2,136 | ||||||
FNMA REMIC CMO, Ser 2022-3, Cl N |
||||||||
2.000%, 10/25/2047 |
3,769 | 3,305 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA REMIC CMO, Ser 2022-4, Cl MH |
||||||||
3.000%, 09/25/2048 |
$ | 1,846 | $ | 1,712 | ||||
FNMA REMIC CMO, Ser 2022-57, Cl BC |
||||||||
4.000%, 09/25/2052 |
151 | 143 | ||||||
FNMA REMIC CMO, Ser 2022-62, Cl KA |
||||||||
3.250%, 09/25/2052 |
850 | 792 | ||||||
FNMA REMIC CMO, Ser 2022-89, Cl AY |
||||||||
3.000%, 02/25/2048 |
1,602 | 1,360 | ||||||
FNMA REMIC CMO, Ser 2022-9, Cl DJ |
||||||||
3.250%, 03/25/2049 |
1,005 | 934 | ||||||
FNMA REMIC CMO, Ser 2023-14, Cl EJ |
||||||||
2.750%, 04/25/2049 |
1,258 | 1,156 | ||||||
FNMA REMIC CMO, Ser 2023-2, Cl CI, IO |
||||||||
2.000%, 10/25/2050 |
4,534 | 567 | ||||||
FNMA REMIC CMO, Ser 2023-37, Cl FH |
||||||||
4.867%, SOFR30A + 0.514%, 01/25/2050(A) |
2,190 | 2,155 | ||||||
FNMA REMIC CMO, Ser 2023-38, Cl FC |
||||||||
5.017%, SOFR30A + 0.664%, 06/25/2040(A) |
1,711 | 1,710 | ||||||
FNMA REMIC CMO, Ser 2024-64, Cl KY |
||||||||
3.000%, 12/25/2043 |
818 | 707 | ||||||
FNMA TBA |
||||||||
6.000%, 04/01/2032 to 03/15/2055 |
18,365 | 18,647 | ||||||
5.500%, 03/15/2055 |
49,620 | 49,682 | ||||||
5.000%, 03/15/2055 |
33,675 | 33,125 | ||||||
4.500%, 04/14/2033 |
28,750 | 27,665 | ||||||
4.000%, 03/01/2039 |
15,175 | 14,225 | ||||||
3.500%, 03/15/2055 |
81,240 | 73,686 | ||||||
3.000%, 03/15/2043 |
17,825 | 15,526 | ||||||
2.500%, 03/15/2055 |
24,425 | 20,412 | ||||||
2.000%, 03/15/2055 |
19,075 | 15,256 | ||||||
GNMA |
||||||||
7.000%, 09/15/2028 to 10/15/2032 |
190 | 192 | ||||||
6.500%, 01/15/2026 to 07/15/2035 |
263 | 271 | ||||||
6.000%, 09/15/2028 to 01/20/2054 |
9,856 | 10,154 | ||||||
5.500%, 11/20/2052 to 08/20/2053 |
14,906 | 15,003 | ||||||
5.000%, 10/15/2039 to 08/20/2053 |
13,870 | 13,809 | ||||||
4.700%, 09/20/2061(A) |
49 | 49 | ||||||
4.500%, 01/20/2040 to 10/20/2052 |
15,581 | 15,130 | ||||||
4.384%, 01/20/2069(A) |
4 | 4 | ||||||
4.000%, 11/20/2047 to 08/20/2052 |
30,764 | 29,094 | ||||||
3.500%, 03/20/2046 to 11/20/2053 |
58,768 | 54,349 | ||||||
3.000%, 03/15/2043 to 02/20/2054 |
66,812 | 59,925 | ||||||
2.500%, 12/20/2037 to 02/20/2053 |
51,109 | 43,736 | ||||||
2.000%, 08/20/2050 to 10/20/2051 |
56,709 | 46,046 | ||||||
GNMA ARM |
||||||||
4.625%, H15T1Y + 1.500%, 07/20/2034(A) |
2 | 2 | ||||||
GNMA CMO, Ser 2005-7, Cl JM |
||||||||
6.982%, 05/18/2034(A) |
– | – | ||||||
GNMA CMO, Ser 2007-78, Cl SA, IO |
||||||||
2.104%, 12/16/2037(A) |
1,188 | 58 | ||||||
174
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA CMO, Ser 2009-106, Cl KS, IO |
||||||||
1.974%, 11/20/2039(A) |
$ | 1,155 | $ | 93 | ||||
GNMA CMO, Ser 2009-66, Cl XS, IO |
||||||||
2.374%, 07/16/2039(A) |
5 | – | ||||||
GNMA CMO, Ser 2009-66, Cl LC |
||||||||
6.000%, 08/16/2039 |
781 | 822 | ||||||
GNMA CMO, Ser 2009-8, Cl PS, IO |
||||||||
1.874%, 08/16/2038(A) |
– | – | ||||||
GNMA CMO, Ser 2010-163, Cl NC |
||||||||
4.000%, 12/20/2040 |
1,040 | 1,025 | ||||||
GNMA CMO, Ser 2010-4, Cl NS, IO |
||||||||
1.964%, 01/16/2040(A) |
1,796 | 196 | ||||||
GNMA CMO, Ser 2010-4, Cl SL, IO |
||||||||
1.974%, 01/16/2040(A) |
38 | 4 | ||||||
GNMA CMO, Ser 2011-146, Cl EI, IO |
||||||||
5.000%, 11/16/2041 |
21 | 3 | ||||||
GNMA CMO, Ser 2012-112, Cl IO, IO |
||||||||
0.108%, 02/16/2053(A) |
2,003 | 6 | ||||||
GNMA CMO, Ser 2012-H07, Cl KI, IO |
||||||||
1.395%, 03/20/2062(A) |
384 | 30 | ||||||
GNMA CMO, Ser 2013-152, Cl HA |
||||||||
2.500%, 06/20/2043 |
1,187 | 1,088 | ||||||
GNMA CMO, Ser 2013-163, Cl IO, IO |
||||||||
1.012%, 02/16/2046(A) |
1,022 | 13 | ||||||
GNMA CMO, Ser 2014-133, Cl BP |
||||||||
2.250%, 09/20/2044 |
950 | 845 | ||||||
GNMA CMO, Ser 2014-146, Cl QA |
||||||||
2.250%, 10/20/2044 |
2 | 2 | ||||||
GNMA CMO, Ser 2014-149, Cl KP |
||||||||
2.250%, 07/16/2044 |
818 | 743 | ||||||
GNMA CMO, Ser 2014-181, Cl L |
||||||||
3.000%, 12/20/2044 |
844 | 758 | ||||||
GNMA CMO, Ser 2015-144, Cl CA |
||||||||
2.500%, 10/20/2045 |
1,279 | 1,121 | ||||||
GNMA CMO, Ser 2016-136, Cl A |
||||||||
3.000%, 07/20/2044 |
695 | 619 | ||||||
GNMA CMO, Ser 2016-93, Cl AB |
||||||||
1.750%, 07/20/2044 |
1,550 | 1,260 | ||||||
GNMA CMO, Ser 2016-99, Cl TL |
||||||||
2.000%, 04/16/2044 |
1,385 | 1,134 | ||||||
GNMA CMO, Ser 2017-135, Cl AG |
||||||||
2.600%, 08/16/2058 |
496 | 426 | ||||||
GNMA CMO, Ser 2017-139, Cl GA |
||||||||
3.000%, 09/20/2047 |
2,825 | 2,535 | ||||||
GNMA CMO, Ser 2017-167, Cl BQ |
||||||||
2.500%, 08/20/2044 |
584 | 544 | ||||||
GNMA CMO, Ser 2017-171, Cl IO, IO |
||||||||
0.653%, 09/16/2059(A) |
5,271 | 199 | ||||||
GNMA CMO, Ser 2018-168, Cl PA |
||||||||
4.000%, 08/20/2048 |
149 | 141 | ||||||
GNMA CMO, Ser 2018-65, Cl DC |
||||||||
3.500%, 05/20/2048 |
1,042 | 953 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA CMO, Ser 2019-15, Cl GT |
||||||||
3.500%, 02/20/2049 |
$ | 673 | $ | 614 | ||||
GNMA CMO, Ser 2019-18, Cl TP |
||||||||
3.500%, 02/20/2049 |
83 | 75 | ||||||
GNMA CMO, Ser 2019-71, Cl PT |
||||||||
3.000%, 06/20/2049 |
56 | 50 | ||||||
GNMA CMO, Ser 2019-90, Cl AB |
||||||||
3.000%, 07/20/2049 |
236 | 210 | ||||||
GNMA CMO, Ser 2020-109, Cl AI, IO |
||||||||
0.835%, 05/16/2060(A) |
2,069 | 123 | ||||||
GNMA CMO, Ser 2020-138, Cl LE |
||||||||
1.500%, 09/20/2050 |
3,355 | 2,683 | ||||||
GNMA CMO, Ser 2020-173, Cl MI, IO |
||||||||
2.500%, 11/20/2050 |
5,746 | 864 | ||||||
GNMA CMO, Ser 2020-184, Cl IO, IO |
||||||||
0.912%, 11/16/2060(A) |
2,720 | 181 | ||||||
GNMA CMO, Ser 2020-63, Cl UD |
||||||||
1.750%, 04/20/2050 |
960 | 787 | ||||||
GNMA CMO, Ser 2021-105, Cl P |
||||||||
1.750%, 06/20/2051 |
5,144 | 4,113 | ||||||
GNMA CMO, Ser 2021-107, Cl DB |
||||||||
1.750%, 04/20/2051 |
4,747 | 3,821 | ||||||
GNMA CMO, Ser 2021-11, Cl IX, IO |
||||||||
1.161%, 12/16/2062(A) |
3,044 | 236 | ||||||
GNMA CMO, Ser 2021-135, Cl A |
||||||||
2.000%, 08/20/2051 |
932 | 753 | ||||||
GNMA CMO, Ser 2021-14, Cl IO, IO |
||||||||
1.328%, 06/16/2063(A) |
5,197 | 487 | ||||||
GNMA CMO, Ser 2021-160, Cl NE |
||||||||
2.000%, 09/20/2051 |
7,326 | 6,163 | ||||||
GNMA CMO, Ser 2021-169, Cl IO, IO |
||||||||
1.113%, 06/16/2061(A) |
2,850 | 234 | ||||||
GNMA CMO, Ser 2021-181, Cl IO, IO |
||||||||
0.973%, 07/16/2063(A) |
2,912 | 204 | ||||||
GNMA CMO, Ser 2021-188, Cl PA |
||||||||
2.000%, 10/20/2051 |
62 | 50 | ||||||
GNMA CMO, Ser 2021-215, Cl GA |
||||||||
2.000%, 12/20/2051 |
6,349 | 5,459 | ||||||
GNMA CMO, Ser 2021-223, Cl P |
||||||||
2.000%, 06/20/2051 |
1,828 | 1,574 | ||||||
GNMA CMO, Ser 2021-225, Cl YC |
||||||||
2.000%, 12/20/2051 |
862 | 714 | ||||||
GNMA CMO, Ser 2021-227, Cl E |
||||||||
2.500%, 07/20/2050 |
5,584 | 4,795 | ||||||
GNMA CMO, Ser 2021-24, Cl BC |
||||||||
1.250%, 02/20/2051 |
1,332 | 1,035 | ||||||
GNMA CMO, Ser 2021-27, Cl NT |
||||||||
5.000%, 02/20/2051 |
1,201 | 1,178 | ||||||
GNMA CMO, Ser 2021-27, Cl BD |
||||||||
5.000%, 02/20/2051 |
1,064 | 1,054 | ||||||
GNMA CMO, Ser 2021-27, Cl CW |
||||||||
5.001%, 02/20/2051(A) |
741 | 735 | ||||||
SEI Institutional Investments Trust
175
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA CMO, Ser 2021-27, Cl Q |
||||||||
5.000%, 02/20/2051 |
$ | 1,056 | $ | 1,046 | ||||
GNMA CMO, Ser 2021-29, Cl AG |
||||||||
5.000%, 02/20/2051 |
135 | 133 | ||||||
GNMA CMO, Ser 2021-37, Cl IO, IO |
||||||||
0.799%, 01/16/2061(A) |
2,730 | 160 | ||||||
GNMA CMO, Ser 2021-5, Cl IO, IO |
||||||||
1.112%, 01/16/2061(A) |
4,407 | 349 | ||||||
GNMA CMO, Ser 2021-60, Cl IO, IO |
||||||||
0.826%, 05/16/2063(A) |
2,283 | 141 | ||||||
GNMA CMO, Ser 2021-68, Cl IO, IO |
||||||||
0.873%, 10/16/2062(A) |
2,777 | 177 | ||||||
GNMA CMO, Ser 2021-77, Cl LC |
||||||||
1.250%, 07/20/2050 |
107 | 83 | ||||||
GNMA CMO, Ser 2021-8, Cl AQ |
||||||||
5.000%, 01/20/2051 |
134 | 133 | ||||||
GNMA CMO, Ser 2021-8, Cl CY |
||||||||
5.000%, 01/20/2051 |
510 | 505 | ||||||
GNMA CMO, Ser 2021-89, Cl LK |
||||||||
2.000%, 05/20/2051 |
2,246 | 1,900 | ||||||
GNMA CMO, Ser 2021-97, Cl QK |
||||||||
2.000%, 06/20/2051 |
5,514 | 4,565 | ||||||
GNMA CMO, Ser 2022-107, Cl C |
||||||||
2.500%, 06/20/2051 |
4,807 | 4,044 | ||||||
GNMA CMO, Ser 2022-153, Cl KA |
||||||||
4.000%, 12/20/2049 |
1,181 | 1,148 | ||||||
GNMA CMO, Ser 2022-189, Cl PT |
||||||||
2.500%, 10/20/2051 |
1,454 | 1,217 | ||||||
GNMA CMO, Ser 2022-191, Cl BY |
||||||||
4.000%, 08/20/2041 |
5,951 | 5,619 | ||||||
GNMA CMO, Ser 2022-191, Cl B |
||||||||
4.000%, 06/20/2041 |
6,117 | 5,766 | ||||||
GNMA CMO, Ser 2022-197, Cl LF |
||||||||
5.046%, SOFR30A + 0.700%, 11/20/2052(A) |
4,539 | 4,497 | ||||||
GNMA CMO, Ser 2022-205, Cl A |
||||||||
2.000%, 09/20/2051 |
1,805 | 1,451 | ||||||
GNMA CMO, Ser 2022-24, Cl AH |
||||||||
2.500%, 02/20/2052 |
1,043 | 900 | ||||||
GNMA CMO, Ser 2022-31, Cl GH |
||||||||
2.500%, 12/20/2049 |
3,025 | 2,698 | ||||||
GNMA CMO, Ser 2022-34, Cl DN |
||||||||
3.500%, 09/20/2041 |
2,272 | 2,118 | ||||||
GNMA CMO, Ser 2022-46, Cl LY |
||||||||
3.000%, 03/20/2052 |
616 | 508 | ||||||
GNMA CMO, Ser 2022-5, Cl BA |
||||||||
2.000%, 10/20/2049 |
5,548 | 4,640 | ||||||
GNMA CMO, Ser 2022-50, Cl CA |
||||||||
3.000%, 03/20/2052 |
4,090 | 3,629 | ||||||
GNMA CMO, Ser 2022-66, Cl CG |
||||||||
3.500%, 04/20/2052 |
2,569 | 2,429 | ||||||
GNMA CMO, Ser 2022-78, Cl HW |
||||||||
2.500%, 04/20/2052 |
952 | 739 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA CMO, Ser 2022-84, Cl A |
||||||||
2.500%, 01/20/2052 |
$ | 10,605 | $ | 8,870 | ||||
GNMA CMO, Ser 2022-9, Cl GA |
||||||||
2.000%, 01/20/2052 |
2,179 | 1,805 | ||||||
GNMA CMO, Ser 2022-99, Cl JW |
||||||||
2.500%, 01/20/2052 |
400 | 329 | ||||||
GNMA CMO, Ser 2023-134, Cl F |
||||||||
5.346%, SOFR30A + 1.000%, 08/20/2053(A) |
1,159 | 1,157 | ||||||
GNMA CMO, Ser 2023-179, Cl IO, IO |
||||||||
0.610%, 09/16/2063(A) |
16,284 | 709 | ||||||
GNMA CMO, Ser 2023-196, Cl E |
||||||||
3.000%, 09/20/2048 |
1,556 | 1,460 | ||||||
GNMA CMO, Ser 2023-81, Cl YJ |
||||||||
3.500%, 06/20/2053 |
7,055 | 6,078 | ||||||
GNMA CMO, Ser 2024-110, Cl JL |
||||||||
3.000%, 10/20/2049 |
1,659 | 1,400 | ||||||
GNMA CMO, Ser 2024-110, Cl JC |
||||||||
3.000%, 09/20/2047 |
7,698 | 7,192 | ||||||
GNMA CMO, Ser 2024-184, Cl GC |
||||||||
3.500%, 10/20/2051 |
22,624 | 21,397 | ||||||
GNMA CMO, Ser 2024-30, Cl CF |
||||||||
5.596%, SOFR30A + 1.250%, 02/20/2054(A) |
171 | 172 | ||||||
GNMA CMO, Ser 2024-45, Cl BD |
||||||||
2.000%, 03/20/2054 |
908 | 821 | ||||||
GNMA CMO, Ser 2024-97, Cl FW |
||||||||
5.496%, SOFR30A + 1.150%, 06/20/2054(A) |
3,264 | 3,271 | ||||||
GNMA CMO, Ser 2025-1, Cl GC |
||||||||
3.500%, 10/20/2051 |
22,824 | 21,581 | ||||||
GNMA CMO, Ser 2025-7, Cl EL |
||||||||
2.500%, 01/20/2055 |
710 | 494 | ||||||
GNMA CMO, Ser 218, Cl IO, IO |
||||||||
0.965%, 10/16/2061(A) |
2,766 | 204 | ||||||
GNMA CMO, Ser 53, Cl IO, IO |
||||||||
0.525%, 11/16/2056(A) |
8,481 | 249 | ||||||
GNMA CMO, Ser 54, Cl IO, IO |
||||||||
1.599%, 09/16/2063(A) |
2,558 | 287 | ||||||
GNMA CMO, Ser 59, Cl IO, IO |
||||||||
0.571%, 02/16/2062(A) |
3,319 | 148 | ||||||
GNMA CMO, Ser 63, Cl IO, IO |
||||||||
0.815%, 04/16/2061(A) |
3,376 | 205 | ||||||
GNMA CMO, Ser 68, Cl IO, IO |
||||||||
1.615%, 05/16/2060(A) |
4,325 | 461 | ||||||
GNMA CMO, Ser 7, Cl IO, IO |
||||||||
0.559%, 12/16/2058(A) |
6,272 | 189 | ||||||
GNMA CMO, Ser 89, Cl IA, IO |
||||||||
1.168%, 04/16/2062(A) |
2,997 | 225 | ||||||
GNMA CMO, Ser 92, Cl AH |
||||||||
2.000%, 06/16/2064 |
4,481 | 3,419 | ||||||
GNMA CMO, Ser 92, Cl IA, IO |
||||||||
0.611%, 06/16/2064(A) |
3,983 | 216 | ||||||
176
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA CMO, Ser 94, Cl IO, IO |
||||||||
0.833%, 02/16/2063(A) |
$ | 3,233 | $ | 203 | ||||
GNMA TBA |
||||||||
6.000%, 04/15/2054 |
40,500 | 41,002 | ||||||
5.500%, 03/20/2038 |
19,275 | 19,322 | ||||||
5.000%, 03/01/2039 |
37,100 | 36,635 | ||||||
4.500%, 03/01/2039 |
18,275 | 17,634 | ||||||
4.000%, 03/15/2055 |
29,575 | 27,869 | ||||||
2.500%, 03/15/2055 |
41,600 | 35,649 | ||||||
GNMA, Ser 147, Cl KI |
||||||||
1.144%, 06/16/2061(A) |
5,200 | 414 | ||||||
| 2,992,327 | ||||||||
Non-Agency Mortgage-Backed Obligations — 4.9% |
||||||||
245 Park Avenue Trust, Ser 2017-245P, Cl A |
||||||||
3.508%, 06/05/2037(C) |
5,293 | 5,115 | ||||||
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
||||||||
2.531%, 01/26/2065(A)(C) |
324 | 301 | ||||||
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
||||||||
1.373%, 05/25/2065(A)(C) |
102 | 97 | ||||||
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
||||||||
1.458%, 09/25/2066(A)(C) |
992 | 834 | ||||||
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 |
||||||||
2.337%, 10/25/2066(A)(C) |
632 | 545 | ||||||
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
||||||||
3.353%, 01/25/2067(A)(C) |
7,765 | 7,302 | ||||||
Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 |
||||||||
4.000%, 01/25/2067(C) |
2,927 | 2,793 | ||||||
Angel Oak Mortgage Trust, Ser 2024-13, Cl A1 |
||||||||
5.464%, 12/26/2069(A)(C) |
8,266 | 8,283 | ||||||
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
||||||||
4.091%, 08/10/2038(A)(C) |
2,640 | 2,558 | ||||||
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |
||||||||
5.215%, 04/25/2037(A) |
33 | 29 | ||||||
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 |
21 | 20 | ||||||
BANK, Ser 2022-BNK40, Cl A4 |
||||||||
3.393%, 03/15/2064(A) |
1,240 | 1,124 | ||||||
BANK, Ser 2024-BNK48, Cl ASB |
||||||||
4.971%, 10/15/2057 |
1,435 | 1,452 | ||||||
BANK, Ser BNK44, Cl A5 |
||||||||
5.744%, 11/15/2055(A) |
929 | 980 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BANK5 Trust, Ser 2025-5YR13, Cl A3 |
||||||||
5.753%, 01/15/2058(A) |
$ | 1,596 | $ | 1,661 | ||||
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
||||||||
2.500%, 11/25/2051(A)(C) |
5,444 | 4,842 | ||||||
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB |
||||||||
4.236%, 12/15/2051 |
363 | 359 | ||||||
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 |
||||||||
2.690%, 02/15/2053 |
862 | 835 | ||||||
BBCMS Mortgage Trust, Ser 2025-5C33, Cl A4 |
||||||||
5.839%, 03/15/2058 |
4,778 | 4,980 | ||||||
BBCMS Mortgage Trust, Ser 2025-C32, Cl A5 |
||||||||
5.720%, 02/15/2062 |
5,068 | 5,375 | ||||||
BBCMS Mortgage Trust, Ser C18, Cl A5 |
||||||||
5.710%, 12/15/2055(A) |
1,760 | 1,854 | ||||||
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
||||||||
3.312%, 08/10/2035(C) |
764 | 745 | ||||||
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
||||||||
4.537%, 05/25/2034(A) |
9 | 9 | ||||||
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |
||||||||
3.458%, 03/15/2055 |
1,710 | 1,547 | ||||||
Benchmark Mortgage Trust, Ser 2022-B35, Cl AS |
||||||||
4.443%, 05/15/2055(A) |
975 | 899 | ||||||
Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 |
||||||||
4.443%, 05/15/2055(A) |
970 | 929 | ||||||
Benchmark Mortgage Trust, Ser 2025-V13, Cl A4 |
||||||||
5.815%, 02/15/2058(A) |
1,885 | 1,969 | ||||||
BMO Mortgage Trust, Ser 2022-C1, Cl A1 |
||||||||
2.198%, 02/15/2055 |
640 | 627 | ||||||
BMO Mortgage Trust, Ser 2025-C11, Cl A5 |
||||||||
5.687%, 02/15/2058 |
1,995 | 2,103 | ||||||
BMP, Ser 2024-MF23, Cl A |
||||||||
5.684%, TSFR1M + 1.372%, 06/15/2041(A)(C) |
3,210 | 3,212 | ||||||
BPR Trust, Ser 2021-TY, Cl A |
||||||||
5.477%, TSFR1M + 1.164%, 09/15/2038(A)(C) |
745 | 743 | ||||||
BPR Trust, Ser 2022-STAR, Cl A |
||||||||
7.544%, TSFR1M + 3.232%, 08/15/2039(A)(C) |
4,600 | 4,599 | ||||||
BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1 |
||||||||
3.626%, 09/25/2061(A)(C) |
652 | 634 | ||||||
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
||||||||
2.879%, 07/25/2049(C)(D) |
427 | 415 | ||||||
SEI Institutional Investments Trust
177
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
||||||||
2.724%, 11/25/2059(C)(D) |
$ | 7 | $ | 7 | ||||
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
||||||||
5.126%, TSFR1M + 0.814%, 09/15/2036(A)(C) |
4,941 | 4,910 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C |
||||||||
5.526%, TSFR1M + 1.214%, 09/15/2036(A)(C) |
3,225 | 3,201 | ||||||
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A |
||||||||
6.073%, TSFR1M + 1.761%, 12/09/2040(A)(C) |
1,074 | 1,076 | ||||||
BX Commercial Mortgage Trust, Ser 2024-AIRC, Cl A |
||||||||
6.003%, TSFR1M + 1.691%, 08/15/2039(A)(C) |
700 | 703 | ||||||
BX Commercial Mortgage Trust, Ser 2024-VLT5, Cl A |
||||||||
5.591%, 11/13/2046(A)(C) |
2,080 | 2,102 | ||||||
BX Trust, Ser 2019-OC11, Cl A |
||||||||
3.202%, 12/09/2041(C) |
995 | 924 | ||||||
BX Trust, Ser 2021-ARIA, Cl B |
||||||||
5.724%, TSFR1M + 1.411%, 10/15/2036(A)(C) |
3,641 | 3,638 | ||||||
BX Trust, Ser 2024-VLT4, Cl B |
||||||||
6.253%, TSFR1M + 1.941%, 07/15/2029(A)(C) |
2,400 | 2,410 | ||||||
BX Trust, Ser 2025-VLT6, Cl A |
||||||||
5.766%, TSFR1M + 1.443%, 03/15/2030(A)(C) |
3,620 | 3,611 | ||||||
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
||||||||
5.679%, TSFR1M + 1.367%, 12/15/2037(A)(C) |
5,300 | 5,300 | ||||||
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
||||||||
3.631%, 02/10/2050 |
1,240 | 1,182 | ||||||
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |
||||||||
6.525%, 02/25/2037(A) |
9 | 9 | ||||||
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |
||||||||
6.586%, 02/25/2037(A) |
9 | 8 | ||||||
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |
||||||||
7.256%, 06/25/2035(A) |
8 | 8 | ||||||
CIM Trust, Ser 2021-INV1, Cl A2 |
||||||||
2.500%, 07/01/2051(A)(C) |
14,061 | 11,548 | ||||||
CIM Trust, Ser 2024-R1, Cl A1 |
||||||||
4.750%, 06/25/2064(A)(C) |
3,166 | 3,118 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
||||||||
2.869%, 08/10/2056 |
$ | 5,980 | $ | 5,499 | ||||
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
||||||||
7.740%, 09/25/2033(A) |
11 | 12 | ||||||
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 |
||||||||
7.535%, 08/25/2034(A) |
7 | 7 | ||||||
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 |
||||||||
6.559%, 09/25/2033(A)(C) |
14 | 14 | ||||||
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
||||||||
0.924%, 08/25/2066(A)(C) |
1,299 | 1,076 | ||||||
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
||||||||
1.397%, 10/25/2066(A)(C) |
1,381 | 1,146 | ||||||
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |
||||||||
2.994%, 02/25/2067(C)(D) |
1,395 | 1,306 | ||||||
COLT Mortgage Loan Trust, Ser 2024-4, Cl A1 |
||||||||
5.949%, 07/25/2069(C)(D) |
3,125 | 3,151 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |
||||||||
3.773%, 02/10/2047(A) |
341 | 327 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM |
||||||||
4.012%, 06/10/2047 |
429 | 409 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |
||||||||
4.462%, 10/10/2048(A) |
1,680 | 1,553 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3 |
||||||||
3.349%, 10/10/2048 |
3,878 | 3,856 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |
||||||||
0.595%, 02/10/2048(A) |
136 | – | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3 |
||||||||
3.521%, 10/10/2048 |
772 | 768 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A |
||||||||
2.173%, 11/10/2046(C) |
3,290 | 2,772 | ||||||
Commercial Mortgage Pass-Through Certificates, Ser COR3, Cl A2 |
||||||||
3.961%, 05/10/2051 |
6,103 | 5,915 | ||||||
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
||||||||
5.902%, SOFR30A + 1.550%, 10/25/2041(A)(C) |
763 | 767 | ||||||
178
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
||||||||
6.002%, SOFR30A + 1.650%, 12/25/2041(A)(C) |
$ | 6,500 | $ | 6,541 | ||||
Connecticut Avenue Securities Trust, Ser 2024-R01, Cl 1M2 |
||||||||
6.152%, SOFR30A + 1.800%, 01/25/2044(A)(C) |
790 | 799 | ||||||
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl PO, PO |
||||||||
0.000%, 11/25/2031(B) |
– | – | ||||||
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 |
||||||||
6.500%, 11/25/2031 |
37 | 38 | ||||||
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |
||||||||
6.550%, 08/25/2034(A) |
67 | 61 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
||||||||
3.447%, 08/15/2048 |
333 | 332 | ||||||
CSAIL Commercial Mortgage Trust, Ser CX9, Cl A5 |
||||||||
3.446%, 09/15/2050 |
4,380 | 4,143 | ||||||
CSMC Trust, Ser 2014-USA, Cl A2 |
||||||||
3.953%, 09/15/2037(C) |
1,000 | 917 | ||||||
CSMC Trust, Ser 2017-RPL1, Cl A1 |
||||||||
2.750%, 07/25/2057(A)(C) |
2,007 | 1,950 | ||||||
CSMC Trust, Ser 2018-J1, Cl A2 |
||||||||
3.500%, 02/25/2048(A)(C) |
2,367 | 2,157 | ||||||
CSMC Trust, Ser 2018-RPL9, Cl A |
||||||||
3.850%, 09/25/2057(A)(C) |
2,502 | 2,407 | ||||||
CSMC Trust, Ser 2019-AFC1, Cl A1 |
||||||||
3.573%, 07/25/2049(C)(D) |
499 | 476 | ||||||
CSMC Trust, Ser 2021-NQM3, Cl A3 |
||||||||
1.632%, 04/25/2066(A)(C) |
1,160 | 1,024 | ||||||
CSMC Trust, Ser 2021-NQM5, Cl A1 |
||||||||
0.938%, 05/25/2066(A)(C) |
1,677 | 1,396 | ||||||
CSMC Trust, Ser 2021-RPL3, Cl A1 |
||||||||
2.000%, 01/25/2060(A)(C) |
1,968 | 1,731 | ||||||
CSMC Trust, Ser 2022-ATH2, Cl A1 |
||||||||
4.547%, 05/25/2067(A)(C) |
4,541 | 4,514 | ||||||
CSMC Trust, Ser 2022-NQM1, Cl A1 |
||||||||
2.265%, 11/25/2066(A)(C) |
2,915 | 2,606 | ||||||
DC Office Trust, Ser 2019-MTC, Cl A |
||||||||
2.965%, 09/15/2045(C) |
1,995 | 1,803 | ||||||
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |
||||||||
2.205%, 01/25/2067(A)(C) |
2,079 | 1,869 | ||||||
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
0.931%, 06/25/2066(A)(C) |
1,672 | 1,377 | ||||||
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |
||||||||
2.206%, 01/25/2067(A)(C) |
754 | 661 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |
||||||||
5.677%, TSFR1M + 1.364%, 10/15/2038(A)(C) |
$ | 1,330 | $ | 1,327 | ||||
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
||||||||
5.852%, SOFR30A + 1.500%, 10/25/2041(A)(C) |
2,289 | 2,305 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
||||||||
6.752%, SOFR30A + 2.400%, 02/25/2042(A)(C) |
1,010 | 1,035 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
||||||||
5.652%, SOFR30A + 1.300%, 02/25/2042(A)(C) |
905 | 906 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |
||||||||
7.252%, SOFR30A + 2.900%, 04/25/2042(A)(C) |
2,850 | 2,958 | ||||||
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |
||||||||
5.215%, 09/25/2034(A) |
12 | 12 | ||||||
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
||||||||
3.500%, 04/25/2048(A)(C) |
31 | 30 | ||||||
Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A |
||||||||
5.762%, TSFR1M + 1.450%, 12/15/2039(A)(C) |
3,195 | 3,211 | ||||||
GNMA |
||||||||
4.500%, 10/20/2054 |
13,626 | 13,156 | ||||||
3.500%, 03/20/2052 |
11,148 | 10,265 | ||||||
3.000%, 03/20/2051 |
7,248 | 6,462 | ||||||
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |
||||||||
5.928%, TSFR1M + 1.614%, 07/16/2035(A)(C) |
726 | 719 | ||||||
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 |
||||||||
1.721%, 12/12/2053 |
2,606 | 2,236 | ||||||
GS Mortgage Securities Trust, Ser 2021-ARDN, Cl B |
||||||||
6.076%, TSFR1M + 1.764%, 11/15/2036(A)(C) |
3,062 | 3,055 | ||||||
GS Mortgage Securities Trust, Ser 2023-SHIP, Cl A |
||||||||
4.322%, 09/10/2038(A)(C) |
2,600 | 2,579 | ||||||
GS Mortgage Securities Trust, Ser GC32, Cl A3 |
||||||||
3.498%, 07/10/2048 |
422 | 421 | ||||||
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
||||||||
3.750%, 10/25/2057(C) |
1,985 | 1,941 | ||||||
SEI Institutional Investments Trust
179
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 |
||||||||
2.000%, 12/25/2060(A)(C) |
$ | 1,111 | $ | 954 | ||||
GS Mortgage-Backed Securities Trust, Ser 2024-RPL4, Cl A1 |
||||||||
3.900%, 09/25/2061(C)(D) |
4,362 | 4,235 | ||||||
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO |
||||||||
0.000%, 09/25/2035(A)(C)(E) |
120 | 1 | ||||||
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
||||||||
6.000%, 09/25/2034 |
20 | 20 | ||||||
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
||||||||
5.500%, 01/25/2037 |
2 | 3 | ||||||
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |
||||||||
5.326%, TSFR1M + 1.014%, 06/20/2035(A) |
790 | 738 | ||||||
HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl A |
||||||||
5.853%, TSFR1M + 1.541%, 05/15/2037(A)(C) |
4,006 | 4,010 | ||||||
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
||||||||
3.228%, 07/10/2039(C) |
1,900 | 1,761 | ||||||
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
||||||||
2.943%, 12/10/2041(A)(C) |
1,995 | 1,824 | ||||||
Hudson Yards Mortgage Trust, Ser 2025-SPRL, Cl A |
||||||||
5.467%, 01/13/2040(A)(C) |
2,235 | 2,283 | ||||||
Impac CMB Trust, Ser 2005-4, Cl 2A1 |
||||||||
5.034%, TSFR1M + 0.414%, 05/25/2035(A) |
41 | 39 | ||||||
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1 |
||||||||
5.314%, 01/25/2051(C) |
90 | 89 | ||||||
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
||||||||
5.294%, TSFR1M + 0.974%, 09/25/2034(A) |
8 | 7 | ||||||
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |
||||||||
5.234%, TSFR1M + 0.914%, 11/25/2034(A) |
13 | 12 | ||||||
JP Morgan Mortgage Trust Series, Ser 2024-4, Cl A4A |
||||||||
6.000%, 10/25/2054(A)(C) |
5,664 | 5,727 | ||||||
JP Morgan Mortgage Trust, Ser 2025-CCM1, Cl A4 |
||||||||
5.500%, 06/25/2055(A)(C) |
3,927 | 3,914 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 |
||||||||
2.822%, 08/15/2049 |
$ | 1,400 | $ | 1,362 | ||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 |
||||||||
3.393%, 12/15/2049 |
424 | 415 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
||||||||
3.397%, 06/05/2039(C) |
2,000 | 1,867 | ||||||
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |
||||||||
5.681%, 02/25/2035(A) |
19 | 18 | ||||||
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
||||||||
7.124%, 11/25/2033(A) |
21 | 21 | ||||||
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
||||||||
3.000%, 06/25/2050(A)(C) |
300 | 262 | ||||||
JPMorgan Mortgage Trust, Ser 2021-10, Cl A3 |
||||||||
2.500%, 12/25/2051(A)(C) |
7,848 | 6,446 | ||||||
LEX Mortgage Trust, Ser 2024-BBG, Cl A |
||||||||
4.874%, 10/13/2033(A)(C) |
2,835 | 2,829 | ||||||
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |
||||||||
2.130%, 09/10/2039(C) |
2,300 | 2,144 | ||||||
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |
||||||||
6.374%, 11/21/2034(A) |
509 | 487 | ||||||
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 |
||||||||
6.250%, 07/25/2036 |
131 | 66 | ||||||
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |
||||||||
4.784%, TSFR1M + 0.464%, 05/25/2035(A)(C) |
173 | 86 | ||||||
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO |
||||||||
0.000%, 05/28/2035(B)(C) |
4 | 3 | ||||||
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |
||||||||
7.563%, 10/25/2032(A) |
2 | 2 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
||||||||
7.268%, 07/25/2033(A) |
16 | 15 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
||||||||
5.631%, 12/25/2034(A) |
31 | 29 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |
||||||||
5.595%, 08/25/2034(A) |
19 | 17 | ||||||
MFA Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.029%, 11/25/2064(A)(C) |
511 | 445 | ||||||
180
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
MFA Trust, Ser 2021-RPL1, Cl A1 |
||||||||
1.131%, 07/25/2060(A)(C) |
$ | 754 | $ | 682 | ||||
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
||||||||
1.125%, 11/25/2060(A)(C) |
827 | 788 | ||||||
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
||||||||
0.947%, 11/15/2049(A) |
12,612 | 148 | ||||||
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 |
||||||||
1.790%, 07/15/2053 |
915 | 792 | ||||||
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB |
||||||||
2.624%, 02/15/2053 |
3,919 | 3,742 | ||||||
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |
||||||||
5.634%, 04/25/2034(A) |
46 | 44 | ||||||
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |
||||||||
5.300%, US0001M + 0.340%, 04/16/2036(A)(C) |
1,562 | 1,523 | ||||||
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2 |
||||||||
3.277%, 10/15/2030(C) |
124 | 118 | ||||||
MSCG Trust, Ser 2015-ALDR, Cl A2 |
||||||||
3.462%, 06/07/2035(A)(C) |
1,085 | 1,050 | ||||||
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
||||||||
2.492%, 09/25/2059(A)(C) |
193 | 183 | ||||||
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.156%, 11/27/2056(A)(C) |
619 | 539 | ||||||
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
||||||||
5.000%, 06/25/2062(C)(D) |
1,022 | 1,015 | ||||||
New Residential Mortgage Loan Trust, Ser 2024-NQM2, Cl A1 |
||||||||
5.117%, 09/25/2064(A)(C) |
5,094 | 5,071 | ||||||
NJ Trust, Ser 2023-GSP, Cl A |
||||||||
6.697%, 01/06/2029(A)(C) |
1,430 | 1,505 | ||||||
NRTH Mortgage Trust, Ser 2024-PARK, Cl A |
||||||||
5.953%, TSFR1M + 1.641%, 03/15/2039(A)(C) |
4,025 | 4,033 | ||||||
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
||||||||
4.000%, 01/25/2059(A)(C) |
12 | 12 | ||||||
OBX Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.101%, 05/25/2061(A)(C) |
646 | 528 | ||||||
OBX Trust, Ser 2022-NQM1, Cl A1 |
||||||||
2.305%, 11/25/2061(A)(C) |
2,756 | 2,455 | ||||||
OBX Trust, Ser 2023-NQM1, Cl A1 |
||||||||
5.928%, 11/25/2063(C)(D) |
3,010 | 3,028 | ||||||
OBX Trust, Ser 2023-NQM6, Cl A1 |
||||||||
6.520%, 07/25/2063(C)(D) |
2,428 | 2,454 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
OBX Trust, Ser 2024-NQM15, Cl A1 |
||||||||
5.316%, 10/25/2064(C)(D) |
$ | 4,858 | $ | 4,854 | ||||
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
||||||||
2.500%, 07/25/2051(A)(C) |
6,651 | 5,920 | ||||||
Oceanview Mortgage Trust, Ser 2025-INV1, Cl AF1 |
||||||||
5.152%, SOFR30A + 0.800%, 11/25/2054(A)(C) |
5,081 | 5,082 | ||||||
One Bryant Park Trust, Ser 2019-OBP, Cl A |
||||||||
2.516%, 09/15/2054(C) |
2,490 | 2,224 | ||||||
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
||||||||
1.957%, 10/25/2061(A)(C) |
813 | 678 | ||||||
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
||||||||
0.000%, 02/25/2034(B) |
2 | 2 | ||||||
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
||||||||
2.071%, 11/25/2056(A)(C) |
768 | 672 | ||||||
PRPM LLC, Ser 2024-RCF5, Cl A1 |
||||||||
4.000%, 08/25/2054(C)(D) |
6,845 | 6,678 | ||||||
RALI Trust, Ser 2005-QO5, Cl A1 |
||||||||
5.686%, 12MTA + 1.000%, 01/25/2046(A) |
254 | 204 | ||||||
RAMP Trust, Ser 2004-SL1, Cl A7 |
||||||||
7.000%, 11/25/2031 |
16 | 14 | ||||||
Rate Mortgage Trust, Ser 2021-J4, Cl A7 |
||||||||
2.500%, 11/25/2051(A)(C) |
10,417 | 9,161 | ||||||
Rate Mortgage Trust, Ser 2024-J4, Cl A4 |
||||||||
6.000%, 12/25/2054(A)(C) |
5,994 | 6,067 | ||||||
RCKT Mortgage Trust, Ser 2024-INV1, Cl A2 |
||||||||
6.000%, 06/25/2054(A)(C) |
4,947 | 5,000 | ||||||
RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A |
||||||||
5.653%, 01/25/2045(C)(D) |
4,427 | 4,465 | ||||||
RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A |
||||||||
5.503%, 02/25/2055(C)(D) |
4,445 | 4,463 | ||||||
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
||||||||
4.020%, 12/25/2034(A) |
160 | 144 | ||||||
ROCK Trust, Ser 2024-CNTR, Cl A |
||||||||
5.388%, 11/13/2041(C) |
2,100 | 2,130 | ||||||
Rocket Mortgage Trust, Ser 2021-3, Cl A1 |
||||||||
2.500%, 07/25/2051(A)(C) |
1,123 | 924 | ||||||
Rocket Mortgage Trust, Ser 2022-2, Cl A2 |
||||||||
2.500%, 02/25/2052(A)(C) |
1,381 | 1,136 | ||||||
Sequoia Mortgage Trust, Ser 2004-12, Cl A3 |
||||||||
5.002%, US0006M + 0.320%, 01/20/2035(A) |
48 | 47 | ||||||
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
||||||||
5.024%, 10/25/2048(A)(C) |
1,725 | 1,712 | ||||||
SEI Institutional Investments Trust
181
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
||||||||
4.144%, 01/05/2043(A)(C) |
$ | 115 | $ | 103 | ||||
SG Residential Mortgage Trust, Ser 2022-1, Cl A1 |
||||||||
3.166%, 03/27/2062(A)(C) |
3,330 | 3,085 | ||||||
SMRT, Ser 2022-MINI, Cl A |
||||||||
5.312%, TSFR1M + 1.000%, 01/15/2039(A)(C) |
5,430 | 5,416 | ||||||
STAR Trust, Ser 2021-1, Cl A1 |
||||||||
1.219%, 05/25/2065(A)(C) |
380 | 353 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
||||||||
2.275%, 02/25/2050(A)(C) |
1 | 1 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
||||||||
1.486%, 04/25/2065(A)(C) |
263 | 254 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
||||||||
1.027%, 11/25/2055(A)(C) |
227 | 215 | ||||||
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
||||||||
1.162%, 08/25/2056(A)(C) |
1,169 | 1,044 | ||||||
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |
||||||||
5.088%, TSFR1M + 0.774%, 10/19/2034(A) |
28 | 26 | ||||||
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |
||||||||
4.908%, TSFR1M + 0.594%, 04/19/2035(A) |
528 | 514 | ||||||
Structured Asset Securities, Ser 2003-37A, Cl 2A |
||||||||
6.097%, 12/25/2033(A) |
14 | 14 | ||||||
SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl A |
||||||||
5.750%, TSFR1M + 1.443%, 03/15/2042(A)(C) |
1,994 | 1,989 | ||||||
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |
||||||||
5.074%, TSFR1M + 0.754%, 09/25/2043(A) |
56 | 55 | ||||||
Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |
||||||||
3.667%, 06/25/2057(A)(C) |
1,860 | 1,583 | ||||||
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
||||||||
3.088%, 02/25/2063(A)(C) |
954 | 920 | ||||||
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
2.250%, 11/25/2061(A)(C) |
878 | 816 | ||||||
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
||||||||
3.750%, 09/25/2062(C) |
2,584 | 2,452 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Towd Point Mortgage Trust, Ser 2024-1, Cl A1 |
||||||||
4.765%, 03/25/2064(A)(C) |
$ | 5,768 | $ | 5,818 | ||||
Towd Point Mortgage Trust, Ser 2024-3, Cl A1A |
||||||||
5.129%, 07/25/2065(A)(C) |
5,480 | 5,571 | ||||||
UBS Commercial Mortgage Trust, Ser C4, Cl A3 |
||||||||
3.301%, 10/15/2050 |
802 | 769 | ||||||
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
||||||||
3.692%, 11/25/2059(A)(C) |
255 | 251 | ||||||
Verus Securitization Trust, Ser 2021-1, Cl A1 |
||||||||
0.815%, 01/25/2066(A)(C) |
505 | 448 | ||||||
Verus Securitization Trust, Ser 2021-2, Cl A1 |
||||||||
1.031%, 02/25/2066(A)(C) |
1,000 | 882 | ||||||
Verus Securitization Trust, Ser 2021-3, Cl A1 |
||||||||
1.046%, 06/25/2066(A)(C) |
878 | 756 | ||||||
Verus Securitization Trust, Ser 2021-4, Cl A1 |
||||||||
0.938%, 07/25/2066(A)(C) |
1,128 | 945 | ||||||
Verus Securitization Trust, Ser 2021-5, Cl A1 |
||||||||
1.013%, 09/25/2066(A)(C) |
2,993 | 2,542 | ||||||
Verus Securitization Trust, Ser 2021-7, Cl A1 |
||||||||
1.829%, 10/25/2066(C)(D) |
1,319 | 1,182 | ||||||
Verus Securitization Trust, Ser 2021-8, Cl A1 |
||||||||
1.824%, 11/25/2066(A)(C) |
1,202 | 1,090 | ||||||
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
||||||||
0.820%, 10/25/2063(A)(C) |
309 | 292 | ||||||
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
||||||||
1.020%, 04/25/2064(A)(C) |
449 | 421 | ||||||
Visio Trust, Ser 2020-1R, Cl A1 |
||||||||
1.312%, 11/25/2055(C) |
6 | 6 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
||||||||
6.516%, 10/25/2033(A) |
26 | 25 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |
||||||||
7.265%, 06/25/2033(A) |
21 | 20 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
||||||||
6.559%, 09/25/2033(A) |
60 | 60 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
||||||||
3.822%, 06/25/2033(A) |
2 | 2 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
||||||||
5.250%, 10/25/2033 |
97 | 94 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
||||||||
5.678%, 06/25/2034(A) |
18 | 17 | ||||||
182
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |
||||||||
6.212%, 06/25/2034(A) |
$ | 1,691 | $ | 1,639 | ||||
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 |
||||||||
5.948%, 07/25/2034(A) |
1,615 | 1,509 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
||||||||
4.954%, TSFR1M + 0.634%, 11/25/2045(A) |
4,635 | 4,420 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |
||||||||
4.974%, TSFR1M + 0.654%, 12/25/2045(A) |
2,147 | 2,141 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |
||||||||
4.112%, 12MTA + 1.500%, 12/25/2046(A) |
120 | 107 | ||||||
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO |
||||||||
5.500%, 05/25/2035 |
100 | 15 | ||||||
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO |
||||||||
0.000%, 04/25/2033(B) |
6 | 5 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2025-C64, Cl A5 |
||||||||
5.645%, 02/15/2058 |
2,457 | 2,577 | ||||||
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |
||||||||
7.342%, 08/25/2035(A) |
11 | 10 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B |
||||||||
4.371%, 09/15/2057(A) |
970 | 883 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |
||||||||
0.083%, 10/15/2057(A) |
391 | – | ||||||
| 418,283 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $3,470,724) ($ Thousands) |
3,410,610 | |||||||
U.S. TREASURY OBLIGATIONS — 35.6% |
||||||||
U.S. Treasury Bills |
||||||||
4.319%, 07/24/2025 (F) |
43,195 | 42,481 | ||||||
4.309%, 08/21/2025 (F) |
16,955 | 16,621 | ||||||
4.219%, 07/31/2025 (F) |
10,230 | 10,052 | ||||||
U.S. Treasury Bonds |
||||||||
4.750%, 02/15/2045 |
11,194 | 11,533 | ||||||
4.625%, 11/15/2044 |
142,468 | 144,026 | ||||||
4.625%, 05/15/2054 |
3,871 | 3,953 | ||||||
4.625%, 02/15/2055 |
142,510 | 146,050 | ||||||
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS (continued) |
||||||||
4.500%, 11/15/2054 |
$ | 38,793 | $ | 38,896 | ||||
4.250%, 08/15/2054 |
45,413 | 43,639 | ||||||
4.125%, 08/15/2044 |
54,187 | 51,249 | ||||||
3.625%, 08/15/2043 |
19,720 | 17,475 | ||||||
3.375%, 11/15/2048 |
30,080 | 24,721 | ||||||
3.125%, 02/15/2043 |
13,115 | 10,854 | ||||||
3.125%, 05/15/2048 |
63,445 | 50,012 | ||||||
3.000%, 02/15/2048 |
36,473 | 28,170 | ||||||
3.000%, 08/15/2048 |
4,442 | 3,416 | ||||||
3.000%, 02/15/2049 |
60,274 | 46,218 | ||||||
2.875%, 05/15/2052 |
26,465 | 19,559 | ||||||
2.500%, 02/15/2045 |
13,385 | 9,761 | ||||||
2.375%, 02/15/2042 |
9,204 | 6,883 | ||||||
2.375%, 05/15/2051 |
13,630 | 9,069 | ||||||
2.250%, 08/15/2046 |
15,146 | 10,311 | ||||||
2.250%, 08/15/2049 |
1,474 | 965 | ||||||
2.000%, 11/15/2041 |
98,423 | 69,600 | ||||||
2.000%, 08/15/2051 |
7,220 | 4,376 | ||||||
1.750%, 08/15/2041 |
147,344 | 100,545 | ||||||
1.375%, 11/15/2040 |
55,275 | 36,147 | ||||||
1.125%, 05/15/2040 |
2,289 | 1,458 | ||||||
1.125%, 08/15/2040 |
29,221 | 18,432 | ||||||
U.S. Treasury Inflation Protected Securities |
||||||||
2.125%, 01/15/2035 |
28,922 | 29,706 | ||||||
1.875%, 07/15/2034 |
19,553 | 19,730 | ||||||
U.S. Treasury Notes |
||||||||
4.625%, 11/15/2026 |
2,257 | 2,279 | ||||||
4.625%, 02/15/2035 |
116,853 | 120,888 | ||||||
4.500%, 05/15/2027 |
27,455 | 27,749 | ||||||
4.375%, 12/31/2029 |
47,715 | 48,461 | ||||||
4.375%, 01/31/2032 |
81,880 | 83,224 | ||||||
4.250%, 11/30/2026 |
5,410 | 5,431 | ||||||
4.250%, 12/31/2026 |
56,932 | 57,168 | ||||||
4.250%, 01/15/2028 |
138,058 | 139,083 | ||||||
4.250%, 02/15/2028 |
118,144 | 119,021 | ||||||
4.250%, 01/31/2030 |
226,484 | 228,855 | ||||||
4.125%, 01/31/2027 |
34,047 | 34,122 | ||||||
4.125%, 02/28/2027 |
269,790 | 270,454 | ||||||
4.125%, 11/15/2027 |
37,873 | 38,014 | ||||||
4.125%, 10/31/2029 |
2,622 | 2,634 | ||||||
4.125%, 02/29/2032 |
27,466 | 27,500 | ||||||
4.000%, 02/28/2030 |
298,381 | 298,334 | ||||||
3.750%, 08/15/2027 |
1,946 | 1,936 | ||||||
3.750%, 08/31/2031 |
212 | 208 | ||||||
3.625%, 03/31/2030 |
5,958 | 5,847 | ||||||
3.500%, 09/30/2026 |
265 | 263 | ||||||
3.500%, 09/30/2029 |
598 | 585 | ||||||
3.500%, 04/30/2030 |
8,871 | 8,650 | ||||||
3.375%, 09/15/2027 |
1,340 | 1,321 | ||||||
2.875%, 05/15/2028 |
80,599 | 77,945 | ||||||
2.875%, 04/30/2029 |
42,629 | 40,797 | ||||||
2.750%, 04/30/2027 |
13,449 | 13,107 | ||||||
2.625%, 05/31/2027 |
11,864 | 11,519 | ||||||
SEI Institutional Investments Trust
183
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS (continued) |
||||||||
2.625%, 07/31/2029 |
$ | 63,000 | $ | 59,505 | ||||
2.375%, 05/15/2027 |
67,620 | 65,327 | ||||||
2.375%, 03/31/2029 |
35,445 | 33,285 | ||||||
2.125%, 05/31/2026 |
22,880 | 22,342 | ||||||
1.875%, 02/28/2027 |
6,455 | 6,195 | ||||||
1.875%, 02/28/2029 |
19,000 | 17,522 | ||||||
1.750%, 01/31/2029 |
23,304 | 21,421 | ||||||
1.375%, 10/31/2028 |
147 | 134 | ||||||
1.250%, 04/30/2028 |
28,061 | 25,805 | ||||||
1.250%, 05/31/2028 |
17,451 | 16,002 | ||||||
1.125%, 08/31/2028 |
15,370 | 13,945 | ||||||
1.000%, 07/31/2028 |
7,990 | 7,236 | ||||||
0.750%, 08/31/2026 |
13,415 | 12,780 | ||||||
0.750%, 01/31/2028 |
3,344 | 3,050 | ||||||
0.500%, 08/31/2027 |
6,425 | 5,899 | ||||||
0.375%, 01/31/2026 |
1,685 | 1,628 | ||||||
0.250%, 08/31/2025 |
21,150 | 20,735 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $3,017,074) ($ Thousands) |
3,024,114 | |||||||
CORPORATE OBLIGATIONS — 21.2% |
||||||||
Communication Services — 1.6% |
||||||||
AT&T |
||||||||
3.800%, 12/01/2057 |
897 | 644 | ||||||
3.650%, 09/15/2059 |
719 | 497 | ||||||
3.550%, 09/15/2055 |
14,522 | 10,070 | ||||||
3.500%, 06/01/2041 |
733 | 576 | ||||||
3.500%, 09/15/2053 |
4,154 | 2,893 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.550%, 06/01/2034 |
1,929 | 1,999 | ||||||
6.484%, 10/23/2045 |
110 | 107 | ||||||
6.150%, 11/10/2026 |
2,570 | 2,623 | ||||||
6.100%, 06/01/2029 |
5,650 | 5,835 | ||||||
5.750%, 04/01/2048 |
1,160 | 1,027 | ||||||
5.500%, 04/01/2063 |
435 | 358 | ||||||
5.375%, 04/01/2038 |
410 | 375 | ||||||
5.250%, 04/01/2053 |
947 | 785 | ||||||
5.125%, 07/01/2049 |
310 | 252 | ||||||
4.908%, 07/23/2025 |
224 | 224 | ||||||
4.800%, 03/01/2050 |
3,700 | 2,864 | ||||||
3.900%, 06/01/2052 |
1,135 | 754 | ||||||
3.750%, 02/15/2028 |
681 | 659 | ||||||
3.700%, 04/01/2051 |
2,500 | 1,618 | ||||||
3.500%, 06/01/2041 |
395 | 279 | ||||||
3.500%, 03/01/2042 |
2,089 | 1,461 | ||||||
2.300%, 02/01/2032 |
2,000 | 1,623 | ||||||
Comcast |
||||||||
5.350%, 05/15/2053 |
1,372 | 1,304 | ||||||
4.400%, 08/15/2035 |
4,690 | 4,413 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.049%, 11/01/2052 |
$ | 740 | $ | 572 | ||||
2.987%, 11/01/2063 |
859 | 499 | ||||||
2.937%, 11/01/2056 |
1,110 | 668 | ||||||
2.887%, 11/01/2051 |
4,815 | 3,021 | ||||||
1.500%, 02/15/2031 |
3,590 | 2,995 | ||||||
Cox Enterprises |
||||||||
7.375%, 07/15/2027 (C) |
2,895 | 3,055 | ||||||
Meta Platforms |
||||||||
5.550%, 08/15/2064 |
6,552 | 6,609 | ||||||
5.400%, 08/15/2054 |
5,935 | 5,914 | ||||||
4.750%, 08/15/2034 |
1,998 | 1,990 | ||||||
4.550%, 08/15/2031 |
1,199 | 1,202 | ||||||
4.450%, 08/15/2052 |
1,495 | 1,295 | ||||||
Netflix |
||||||||
5.400%, 08/15/2054 |
1,322 | 1,330 | ||||||
4.900%, 08/15/2034 |
1,335 | 1,337 | ||||||
Paramount Global |
||||||||
6.875%, 04/30/2036 |
3,025 | 3,181 | ||||||
5.900%, 10/15/2040 |
840 | 767 | ||||||
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
||||||||
5.152%, 03/20/2028 (C) |
8,372 | 8,423 | ||||||
Time Warner Cable Enterprises LLC |
||||||||
8.375%, 07/15/2033 |
1,380 | 1,588 | ||||||
Time Warner Cable LLC |
||||||||
7.300%, 07/01/2038 |
100 | 106 | ||||||
6.750%, 06/15/2039 |
170 | 172 | ||||||
6.550%, 05/01/2037 |
280 | 279 | ||||||
5.875%, 11/15/2040 |
7,880 | 7,304 | ||||||
5.500%, 09/01/2041 |
2,402 | 2,124 | ||||||
4.500%, 09/15/2042 |
1,070 | 827 | ||||||
T-Mobile USA |
||||||||
4.700%, 01/15/2035 |
1,395 | 1,348 | ||||||
3.875%, 04/15/2030 |
870 | 833 | ||||||
3.750%, 04/15/2027 |
6,478 | 6,377 | ||||||
3.400%, 10/15/2052 |
2,960 | 2,042 | ||||||
Verizon Communications |
||||||||
5.500%, 02/23/2054 |
1,393 | 1,383 | ||||||
4.272%, 01/15/2036 |
1,435 | 1,328 | ||||||
3.700%, 03/22/2061 |
475 | 337 | ||||||
2.987%, 10/30/2056 |
1,247 | 772 | ||||||
2.650%, 11/20/2040 |
420 | 298 | ||||||
Walt Disney |
||||||||
3.500%, 05/13/2040 |
3,945 | 3,251 | ||||||
Warnermedia Holdings |
||||||||
5.141%, 03/15/2052 |
16,242 | 12,536 | ||||||
5.050%, 03/15/2042 |
7,170 | 5,941 | ||||||
| 134,944 | ||||||||
Consumer Discretionary — 0.6% |
||||||||
Amazon.com |
||||||||
3.875%, 08/22/2037 |
2,490 | 2,254 | ||||||
3.450%, 04/13/2029 |
550 | 535 | ||||||
184
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.150%, 08/22/2027 |
$ | 160 | $ | 156 | ||||
AutoZone |
||||||||
6.250%, 11/01/2028 |
810 | 853 | ||||||
Dick's Sporting Goods |
||||||||
4.100%, 01/15/2052 |
2,678 | 1,994 | ||||||
Ford Motor Credit LLC |
||||||||
6.500%, 02/07/2035 |
3,970 | 3,970 | ||||||
6.054%, 11/05/2031 |
9,063 | 9,053 | ||||||
6.050%, 03/05/2031 |
312 | 311 | ||||||
2.900%, 02/10/2029 |
5,664 | 5,107 | ||||||
General Motors |
||||||||
5.600%, 10/15/2032 |
280 | 282 | ||||||
General Motors Financial |
||||||||
5.950%, 04/04/2034 |
3,060 | 3,096 | ||||||
5.450%, 09/06/2034 |
764 | 747 | ||||||
5.350%, 01/07/2030 |
864 | 867 | ||||||
5.000%, 04/09/2027 |
465 | 467 | ||||||
4.350%, 01/17/2027 |
520 | 516 | ||||||
2.700%, 06/10/2031 |
3,111 | 2,673 | ||||||
Home Depot |
||||||||
4.850%, 06/25/2031 |
776 | 785 | ||||||
4.750%, 06/25/2029 |
1,167 | 1,179 | ||||||
3.625%, 04/15/2052 |
746 | 562 | ||||||
Hyundai Capital America |
||||||||
5.300%, 06/24/2029 (C) |
1,900 | 1,933 | ||||||
Hyundai Capital America MTN |
||||||||
1.300%, 01/08/2026 (C) |
662 | 644 | ||||||
Las Vegas Sands |
||||||||
6.000%, 08/15/2029 |
610 | 627 | ||||||
2.900%, 06/25/2025 |
140 | 139 | ||||||
Lowe's |
||||||||
5.850%, 04/01/2063 |
382 | 387 | ||||||
5.000%, 04/15/2040 |
2,000 | 1,910 | ||||||
4.250%, 04/01/2052 |
2,246 | 1,811 | ||||||
3.500%, 04/01/2051 |
993 | 705 | ||||||
2.500%, 04/15/2026 |
260 | 254 | ||||||
1.700%, 09/15/2028 |
900 | 818 | ||||||
McDonald's MTN |
||||||||
6.300%, 03/01/2038 |
1,170 | 1,287 | ||||||
3.800%, 04/01/2028 |
250 | 246 | ||||||
3.700%, 01/30/2026 |
1,065 | 1,058 | ||||||
3.600%, 07/01/2030 |
460 | 438 | ||||||
3.500%, 03/01/2027 |
180 | 177 | ||||||
3.500%, 07/01/2027 |
510 | 500 | ||||||
2.125%, 03/01/2030 |
420 | 374 | ||||||
1.450%, 09/01/2025 |
850 | 837 | ||||||
Starbucks |
||||||||
3.500%, 11/15/2050 |
940 | 674 | ||||||
Toyota Motor Credit |
||||||||
5.100%, 03/21/2031 |
2,845 | 2,899 | ||||||
4.950%, 01/09/2030 |
1,896 | 1,932 | ||||||
| 55,057 | ||||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Consumer Staples — 1.0% |
||||||||
Alcon Finance |
||||||||
5.375%, 12/06/2032 (C) |
$ | 2,819 | $ | 2,883 | ||||
3.000%, 09/23/2029 (C) |
3,845 | 3,577 | ||||||
Altria Group |
||||||||
4.875%, 02/04/2028 |
1,290 | 1,300 | ||||||
4.800%, 02/14/2029 |
11 | 11 | ||||||
4.400%, 02/14/2026 |
203 | 203 | ||||||
2.350%, 05/06/2025 |
180 | 179 | ||||||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
||||||||
4.900%, 02/01/2046 |
3,680 | 3,441 | ||||||
4.700%, 02/01/2036 |
8,251 | 8,005 | ||||||
Anheuser-Busch InBev Worldwide |
||||||||
5.450%, 01/23/2039 |
1,931 | 1,977 | ||||||
BAT Capital |
||||||||
5.834%, 02/20/2031 |
2,630 | 2,741 | ||||||
4.540%, 08/15/2047 |
3,208 | 2,622 | ||||||
4.390%, 08/15/2037 |
1,284 | 1,138 | ||||||
3.557%, 08/15/2027 |
259 | 253 | ||||||
Bayer US Finance II LLC |
||||||||
4.375%, 12/15/2028 (C) |
3,938 | 3,835 | ||||||
Bunge Finance |
||||||||
4.650%, 09/17/2034 |
2,956 | 2,858 | ||||||
4.200%, 09/17/2029 |
1,619 | 1,590 | ||||||
1.630%, 08/17/2025 |
788 | 777 | ||||||
Coca-Cola |
||||||||
5.200%, 01/14/2055 |
889 | 874 | ||||||
CommonSpirit Health |
||||||||
3.347%, 10/01/2029 |
718 | 677 | ||||||
2.782%, 10/01/2030 |
1,840 | 1,651 | ||||||
CVS Pass-Through Trust |
||||||||
6.036%, 12/10/2028 |
745 | 754 | ||||||
5.926%, 01/10/2034 (C) |
113 | 113 | ||||||
5.880%, 01/10/2028 |
38 | 39 | ||||||
5.789%, 01/10/2026 (C) |
137 | 137 | ||||||
Fresenius Medical Care US Finance III |
||||||||
1.875%, 12/01/2026 (C) |
2,440 | 2,323 | ||||||
Imperial Brands Finance PLC |
||||||||
4.250%, 07/21/2025 (C) |
1,326 | 1,322 | ||||||
Imperial Brands Finance PLC MTN |
||||||||
5.875%, 07/01/2034 (C) |
2,996 | 3,046 | ||||||
JBS USA Holding Lux SARL |
||||||||
7.250%, 11/15/2053 |
1,901 | 2,187 | ||||||
6.750%, 03/15/2034 |
2,582 | 2,799 | ||||||
6.500%, 12/01/2052 |
3,846 | 4,064 | ||||||
6.375%, 02/25/2055 (C) |
405 | 422 | ||||||
3.750%, 12/01/2031 |
547 | 497 | ||||||
3.625%, 01/15/2032 |
2,180 | 1,962 | ||||||
3.000%, 02/02/2029 |
180 | 168 | ||||||
3.000%, 05/15/2032 |
5,904 | 5,073 | ||||||
Keurig Dr Pepper |
||||||||
5.300%, 03/15/2034 |
3,315 | 3,387 | ||||||
SEI Institutional Investments Trust
185
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.417%, 05/25/2025 |
$ | 91 | $ | 91 | ||||
Kroger |
||||||||
5.500%, 09/15/2054 |
2,903 | 2,820 | ||||||
5.000%, 09/15/2034 |
760 | 750 | ||||||
Philip Morris International |
||||||||
5.750%, 11/17/2032 |
942 | 988 | ||||||
5.500%, 09/07/2030 |
1,074 | 1,116 | ||||||
5.375%, 02/15/2033 |
2,120 | 2,170 | ||||||
5.250%, 09/07/2028 |
918 | 939 | ||||||
5.000%, 11/17/2025 |
1,621 | 1,626 | ||||||
4.875%, 02/15/2028 |
2,210 | 2,238 | ||||||
Pilgrim's Pride |
||||||||
3.500%, 03/01/2032 |
670 | 592 | ||||||
Reynolds American |
||||||||
8.125%, 05/01/2040 |
1,060 | 1,258 | ||||||
6.150%, 09/15/2043 |
480 | 487 | ||||||
Sysco |
||||||||
5.400%, 03/23/2035 |
1,473 | 1,497 | ||||||
5.100%, 09/23/2030 |
2,145 | 2,175 | ||||||
Trustees of the University of Pennsylvania |
||||||||
3.610%, 02/15/2119 |
43 | 30 | ||||||
Tyson Foods |
||||||||
5.700%, 03/15/2034 |
1,219 | 1,255 | ||||||
5.150%, 08/15/2044 |
463 | 435 | ||||||
| 89,352 | ||||||||
Energy — 1.4% |
||||||||
BP Capital Markets America |
||||||||
4.893%, 09/11/2033 |
1,835 | 1,812 | ||||||
4.812%, 02/13/2033 |
3,940 | 3,889 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
3.700%, 11/15/2029 |
1,846 | 1,756 | ||||||
Chevron USA |
||||||||
4.980%, 04/15/2035 |
857 | 863 | ||||||
4.819%, 04/15/2032 |
857 | 862 | ||||||
Columbia Pipelines Operating LLC |
||||||||
6.544%, 11/15/2053 (C) |
280 | 303 | ||||||
ConocoPhillips |
||||||||
4.150%, 11/15/2034 |
458 | 433 | ||||||
Continental Resources/Oklahoma |
||||||||
2.268%, 11/15/2026 (C) |
4,370 | 4,179 | ||||||
Devon Energy |
||||||||
7.875%, 09/30/2031 |
1,580 | 1,813 | ||||||
5.750%, 09/15/2054 |
678 | 635 | ||||||
5.200%, 09/15/2034 |
4,965 | 4,825 | ||||||
Diamondback Energy |
||||||||
5.900%, 04/18/2064 |
1,314 | 1,272 | ||||||
5.750%, 04/18/2054 |
2,271 | 2,193 | ||||||
5.400%, 04/18/2034 |
1,072 | 1,078 | ||||||
5.200%, 04/18/2027 |
774 | 784 | ||||||
5.150%, 01/30/2030 |
1,446 | 1,468 | ||||||
Eastern Energy Gas Holdings LLC |
||||||||
5.800%, 01/15/2035 |
4,435 | 4,604 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Energy Transfer LP |
||||||||
6.550%, 12/01/2033 |
$ | 1,230 | $ | 1,329 | ||||
6.400%, 12/01/2030 |
3,220 | 3,434 | ||||||
6.250%, 04/15/2049 |
1,390 | 1,423 | ||||||
6.200%, 04/01/2055 |
1,177 | 1,200 | ||||||
6.050%, 09/01/2054 |
1,396 | 1,393 | ||||||
6.000%, 02/01/2029 (C) |
1,560 | 1,590 | ||||||
5.950%, 05/15/2054 |
5,013 | 4,951 | ||||||
5.700%, 04/01/2035 |
3,980 | 4,049 | ||||||
5.500%, 06/01/2027 |
620 | 630 | ||||||
5.300%, 04/01/2044 |
60 | 55 | ||||||
5.300%, 04/15/2047 |
781 | 708 | ||||||
5.250%, 04/15/2029 |
2,085 | 2,116 | ||||||
5.250%, 07/01/2029 |
1,952 | 1,981 | ||||||
4.950%, 06/15/2028 |
280 | 282 | ||||||
4.000%, 10/01/2027 |
1,870 | 1,838 | ||||||
2.900%, 05/15/2025 |
740 | 737 | ||||||
Eni SpA |
||||||||
5.950%, 05/15/2054 (C) |
540 | 534 | ||||||
Enterprise Products Operating LLC |
||||||||
7.550%, 04/15/2038 |
60 | 72 | ||||||
5.550%, 02/16/2055 |
1,034 | 1,026 | ||||||
4.950%, 02/15/2035 |
3,453 | 3,427 | ||||||
Exxon Mobil |
||||||||
4.227%, 03/19/2040 |
745 | 669 | ||||||
Galaxy Pipeline Assets Bidco |
||||||||
2.625%, 03/31/2036 (C) |
964 | 807 | ||||||
2.160%, 03/31/2034 (C) |
1,144 | 1,004 | ||||||
1.750%, 09/30/2027 (C) |
1,146 | 1,104 | ||||||
Greensaif Pipelines Bidco SARL |
||||||||
6.103%, 08/23/2042 (C) |
1,985 | 1,986 | ||||||
Hess |
||||||||
6.000%, 01/15/2040 |
7,955 | 8,515 | ||||||
5.800%, 04/01/2047 |
1,150 | 1,186 | ||||||
HF Sinclair |
||||||||
5.000%, 02/01/2028 |
3,595 | 3,596 | ||||||
Kinder Morgan |
||||||||
5.200%, 03/01/2048 |
1,240 | 1,129 | ||||||
5.000%, 02/01/2029 |
300 | 302 | ||||||
ONEOK |
||||||||
5.850%, 11/01/2064 |
313 | 301 | ||||||
5.700%, 11/01/2054 |
1,843 | 1,775 | ||||||
5.050%, 11/01/2034 |
403 | 393 | ||||||
Petroleos Mexicanos |
||||||||
6.350%, 02/12/2048 |
266 | 179 | ||||||
2.460%, 12/15/2025 |
313 | 302 | ||||||
2.378%, 04/15/2025 |
87 | 87 | ||||||
Petroleos Mexicanos MTN |
||||||||
6.750%, 09/21/2047 |
809 | 561 | ||||||
Phillips 66 |
||||||||
1.300%, 02/15/2026 |
530 | 514 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
5.000%, 03/15/2027 |
7,230 | 7,266 | ||||||
186
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Shell Finance US |
||||||||
4.125%, 05/11/2035 |
$ | 2,445 | $ | 2,297 | ||||
4.000%, 05/10/2046 |
170 | 139 | ||||||
2.750%, 04/06/2030 |
660 | 606 | ||||||
Spectra Energy Partners LP |
||||||||
3.375%, 10/15/2026 |
140 | 137 | ||||||
Tennessee Gas Pipeline LLC |
||||||||
8.375%, 06/15/2032 |
2,200 | 2,566 | ||||||
2.900%, 03/01/2030 (C) |
6,940 | 6,325 | ||||||
TotalEnergies Capital |
||||||||
5.638%, 04/05/2064 |
385 | 382 | ||||||
5.488%, 04/05/2054 |
773 | 762 | ||||||
5.425%, 09/10/2064 |
406 | 388 | ||||||
5.275%, 09/10/2054 |
812 | 778 | ||||||
TransCanada PipeLines |
||||||||
5.850%, 03/15/2036 |
117 | 121 | ||||||
4.625%, 03/01/2034 |
4,705 | 4,485 | ||||||
Williams |
||||||||
7.750%, 06/15/2031 |
339 | 383 | ||||||
7.500%, 01/15/2031 |
9 | 10 | ||||||
4.900%, 01/15/2045 |
570 | 512 | ||||||
3.750%, 06/15/2027 |
410 | 402 | ||||||
| 117,513 | ||||||||
Financials — 7.2% |
||||||||
AIB Group PLC MTN |
||||||||
5.871%, SOFRRATE + 1.910%, 03/28/2035 (A)(C) |
2,645 | 2,717 | ||||||
American Express |
||||||||
5.442%, SOFRINDX + 1.320%, 01/30/2036 (A) |
1,942 | 1,978 | ||||||
5.389%, SOFRRATE + 0.970%, 07/28/2027 (A) |
8,695 | 8,799 | ||||||
5.085%, SOFRINDX + 1.020%, 01/30/2031 (A) |
1,900 | 1,924 | ||||||
American International Group |
||||||||
3.875%, 01/15/2035 |
315 | 287 | ||||||
Aon North America |
||||||||
5.450%, 03/01/2034 |
5,640 | 5,769 | ||||||
Apollo Debt Solutions BDC |
||||||||
6.550%, 03/15/2032 (C) |
1,252 | 1,290 | ||||||
Apollo Global Management |
||||||||
5.800%, 05/21/2054 |
417 | 424 | ||||||
Ares Management |
||||||||
5.600%, 10/11/2054 |
1,166 | 1,130 | ||||||
Ares Strategic Income Fund |
||||||||
6.200%, 03/21/2032 (C) |
1,669 | 1,687 | ||||||
Athene Global Funding |
||||||||
3.205%, 03/08/2027 (C) |
1,470 | 1,414 | ||||||
2.950%, 11/12/2026 (C) |
4,275 | 4,155 | ||||||
2.717%, 01/07/2029 (C) |
1,245 | 1,148 | ||||||
1.608%, 06/29/2026 (C) |
1,020 | 981 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Avolon Holdings Funding |
||||||||
6.375%, 05/04/2028 (C) |
$ | 1,410 | $ | 1,461 | ||||
5.750%, 03/01/2029 (C) |
1,410 | 1,439 | ||||||
5.750%, 11/15/2029 (C) |
3,015 | 3,079 | ||||||
3.250%, 02/15/2027 (C) |
400 | 388 | ||||||
2.528%, 11/18/2027 (C) |
1,073 | 1,005 | ||||||
Bain Capital Specialty Finance |
||||||||
5.950%, 03/15/2030 |
1,137 | 1,138 | ||||||
Banco Santander |
||||||||
6.033%, 01/17/2035 |
800 | 833 | ||||||
Bank Gospodarstwa Krajowego |
||||||||
6.250%, 07/09/2054 (C) |
2,231 | 2,267 | ||||||
Bank of America |
||||||||
5.744%, SOFRRATE + 1.697%, 02/12/2036 (A) |
2,604 | 2,617 | ||||||
5.518%, SOFRRATE + 1.738%, 10/25/2035 (A) |
830 | 822 | ||||||
5.511%, SOFRRATE + 1.310%, 01/24/2036 (A) |
1,205 | 1,231 | ||||||
5.468%, SOFRRATE + 1.650%, 01/23/2035 (A) |
11,755 | 11,954 | ||||||
5.162%, SOFRRATE + 1.000%, 01/24/2031 (A) |
1,801 | 1,823 | ||||||
4.571%, SOFRRATE + 1.830%, 04/27/2033 (A) |
2,970 | 2,876 | ||||||
2.592%, SOFRRATE + 2.150%, 04/29/2031 (A) |
9,445 | 8,473 | ||||||
1.734%, SOFRRATE + 0.960%, 07/22/2027 (A) |
13,771 | 13,246 | ||||||
1.658%, SOFRRATE + 0.910%, 03/11/2027 (A) |
2,435 | 2,364 | ||||||
Bank of America MTN |
||||||||
4.083%, TSFR3M + 3.412%, 03/20/2051 (A) |
2,940 | 2,377 | ||||||
2.972%, SOFRRATE + 1.330%, 02/04/2033 (A) |
1,180 | 1,036 | ||||||
2.884%, TSFR3M + 1.452%, 10/22/2030 (A) |
480 | 442 | ||||||
2.496%, TSFR3M + 1.252%, 02/13/2031 (A) |
1,435 | 1,285 | ||||||
2.087%, SOFRRATE + 1.060%, 06/14/2029 (A) |
13,470 | 12,421 | ||||||
Bank of New York Mellon |
||||||||
4.942%, SOFRRATE + 0.887%, 02/11/2031 (A) |
2,426 | 2,452 | ||||||
4.543%, SOFRRATE + 1.169%, 02/01/2029 (A) |
2,020 | 2,024 | ||||||
Bank of Nova Scotia |
||||||||
4.900%, H15T5Y + 4.551%(A)(G) |
1,385 | 1,379 | ||||||
Barclays |
||||||||
5.367%, SOFRRATE + 1.230%, 02/25/2031 (A) |
2,570 | 2,600 | ||||||
SEI Institutional Investments Trust
187
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Barclays PLC |
||||||||
5.785%, SOFRRATE + 1.590%, 02/25/2036 (A) |
$ | 2,277 | $ | 2,313 | ||||
4.375%, 01/12/2026 |
10,365 | 10,335 | ||||||
BlackRock Funding |
||||||||
5.250%, 03/14/2054 |
340 | 332 | ||||||
Blackstone Private Credit Fund |
||||||||
6.000%, 01/29/2032 |
1,893 | 1,890 | ||||||
6.000%, 11/22/2034 (C) |
1,017 | 1,003 | ||||||
Blue Owl Credit Income |
||||||||
6.600%, 09/15/2029 (C) |
1,685 | 1,732 | ||||||
BNP Paribas |
||||||||
5.786%, SOFRRATE + 1.620%, 01/13/2033 (A)(C) |
1,920 | 1,969 | ||||||
BPCE |
||||||||
6.915%, SOFRRATE + 2.610%, 01/14/2046 (A)(C) |
557 | 597 | ||||||
6.293%, SOFRRATE + 2.040%, 01/14/2036 (A)(C) |
1,967 | 2,053 | ||||||
5.876%, SOFRRATE + 1.680%, 01/14/2031 (A)(C) |
2,543 | 2,615 | ||||||
Cantor Fitzgerald LP |
||||||||
4.500%, 04/14/2027 (C) |
1,575 | 1,560 | ||||||
Charles Schwab |
||||||||
6.196%, SOFRRATE + 1.878%, 11/17/2029 (A) |
1,810 | 1,909 | ||||||
5.643%, SOFRRATE + 2.210%, 05/19/2029 (A) |
3,380 | 3,479 | ||||||
Chubb INA Holdings LLC MTN |
||||||||
5.000%, 03/15/2034 |
1,650 | 1,656 | ||||||
CI Financial |
||||||||
3.200%, 12/17/2030 |
4,010 | 3,497 | ||||||
Citadel LP |
||||||||
4.875%, 01/15/2027 (C) |
1,240 | 1,235 | ||||||
Citibank |
||||||||
5.570%, 04/30/2034 |
6,895 | 7,134 | ||||||
Citigroup |
||||||||
8.125%, 07/15/2039 |
1,438 | 1,801 | ||||||
6.174%, SOFRRATE + 2.661%, 05/25/2034 (A) |
1,853 | 1,911 | ||||||
6.020%, SOFRRATE + 1.830%, 01/24/2036 (A) |
4,402 | 4,483 | ||||||
5.827%, SOFRRATE + 2.056%, 02/13/2035 (A) |
849 | 853 | ||||||
5.612%, SOFRRATE + 1.746%, 03/04/2056 (A) |
2,060 | 2,068 | ||||||
5.610%, SOFRRATE + 1.546%, 09/29/2026 (A) |
3,505 | 3,525 | ||||||
5.300%, 05/06/2044 |
255 | 244 | ||||||
5.174%, SOFRRATE + 1.364%, 02/13/2030 (A) |
11,565 | 11,704 | ||||||
4.786%, SOFRRATE + 0.870%, 03/04/2029 (A) |
3,001 | 3,009 | ||||||
4.600%, 03/09/2026 |
2,785 | 2,785 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.542%, SOFRRATE + 1.338%, 09/19/2030 (A) |
$ | 3,247 | $ | 3,199 | ||||
3.057%, SOFRRATE + 1.351%, 01/25/2033 (A) |
313 | 275 | ||||||
2.976%, SOFRRATE + 1.422%, 11/05/2030 (A) |
2,575 | 2,365 | ||||||
2.572%, SOFRRATE + 2.107%, 06/03/2031 (A) |
4,150 | 3,697 | ||||||
2.561%, SOFRRATE + 1.167%, 05/01/2032 (A) |
13,320 | 11,559 | ||||||
2.520%, SOFRRATE + 1.177%, 11/03/2032 (A) |
215 | 184 | ||||||
Citizens Financial Group |
||||||||
5.718%, SOFRRATE + 1.910%, 07/23/2032 (A) |
900 | 920 | ||||||
5.253%, SOFRRATE + 1.259%, 03/05/2031 (A) |
1,398 | 1,409 | ||||||
Constellation Insurance |
||||||||
6.800%, 01/24/2030 (C) |
1,775 | 1,763 | ||||||
Cooperatieve Rabobank UA |
||||||||
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(C) |
3,290 | 3,027 | ||||||
3.649%, H15T1Y + 1.220%, 04/06/2028 (A)(C) |
780 | 763 | ||||||
Deutsche Bank NY |
||||||||
6.819%, SOFRRATE + 2.510%, 11/20/2029 (A) |
1,445 | 1,536 | ||||||
5.403%, SOFRRATE + 2.050%, 09/11/2035 (A) |
1,611 | 1,579 | ||||||
4.999%, SOFRRATE + 1.700%, 09/11/2030 (A) |
2,580 | 2,568 | ||||||
3.742%, SOFRRATE + 2.257%, 01/07/2033 (A) |
2,004 | 1,759 | ||||||
DNB Bank |
||||||||
4.853%, SOFRRATE + 1.050%, 11/05/2030 (A)(C) |
3,234 | 3,244 | ||||||
F&G Global Funding |
||||||||
1.750%, 06/30/2026 (C) |
1,580 | 1,520 | ||||||
Farmers Exchange Capital |
||||||||
7.200%, 07/15/2048 (C) |
1,788 | 1,870 | ||||||
Farmers Exchange Capital II |
||||||||
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) |
5,120 | 4,948 | ||||||
Farmers Exchange Capital III |
||||||||
5.454%, TSFR3M + 3.454%, 10/15/2054 (A)(C) |
2,510 | 2,292 | ||||||
Farmers Insurance Exchange |
||||||||
7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(C) |
1,530 | 1,602 | ||||||
FS KKR Capital |
||||||||
6.125%, 01/15/2030 |
2,347 | 2,366 | ||||||
Goldman Sachs Bank USA NY |
||||||||
5.414%, SOFRRATE + 0.750%, 05/21/2027 (A) |
3,921 | 3,963 | ||||||
188
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.283%, SOFRRATE + 0.777%, 03/18/2027 (A) |
$ | 2,392 | $ | 2,409 | ||||
Goldman Sachs Group |
||||||||
5.734%, SOFRRATE + 1.696%, 01/28/2056 (A) |
3,832 | 3,905 | ||||||
5.536%, SOFRRATE + 1.380%, 01/28/2036 (A) |
5,030 | 5,119 | ||||||
5.330%, SOFRRATE + 1.550%, 07/23/2035 (A) |
2,392 | 2,393 | ||||||
5.207%, SOFRRATE + 1.078%, 01/28/2031 (A) |
3,372 | 3,413 | ||||||
5.049%, SOFRRATE + 1.210%, 07/23/2030 (A) |
1,322 | 1,331 | ||||||
5.016%, SOFRRATE + 1.420%, 10/23/2035 (A) |
3,669 | 3,588 | ||||||
4.692%, SOFRRATE + 1.135%, 10/23/2030 (A) |
2,340 | 2,322 | ||||||
2.908%, SOFRRATE + 1.472%, 07/21/2042 (A) |
280 | 201 | ||||||
2.650%, SOFRRATE + 1.264%, 10/21/2032 (A) |
2,770 | 2,396 | ||||||
2.615%, SOFRRATE + 1.281%, 04/22/2032 (A) |
960 | 839 | ||||||
2.383%, SOFRRATE + 1.248%, 07/21/2032 (A) |
13,815 | 11,849 | ||||||
1.542%, SOFRRATE + 0.818%, 09/10/2027 (A) |
5,805 | 5,543 | ||||||
1.431%, SOFRRATE + 0.798%, 03/09/2027 (A) |
9,465 | 9,167 | ||||||
Guardian Life Global Funding |
||||||||
1.100%, 06/23/2025 (C) |
290 | 287 | ||||||
Guardian Life Global Funding MTN |
||||||||
4.179%, 09/26/2029 (C) |
4,400 | 4,332 | ||||||
HSBC Bank USA |
||||||||
7.000%, 01/15/2039 |
510 | 581 | ||||||
HSBC Holdings PLC |
||||||||
5.887%, SOFRRATE + 1.570%, 08/14/2027 (A) |
1,480 | 1,506 | ||||||
5.874%, SOFRRATE + 1.900%, 11/18/2035 (A) |
5,783 | 5,777 | ||||||
5.733%, SOFRRATE + 1.520%, 05/17/2032 (A) |
8,250 | 8,491 | ||||||
5.597%, SOFRRATE + 1.060%, 05/17/2028 (A) |
1,680 | 1,707 | ||||||
5.450%, SOFRRATE + 1.560%, 03/03/2036 (A) |
1,820 | 1,817 | ||||||
5.286%, SOFRRATE + 1.290%, 11/19/2030 (A) |
4,150 | 4,189 | ||||||
5.130%, SOFRRATE + 1.290%, 03/03/2031 (A) |
3,427 | 3,434 | ||||||
4.899%, SOFRRATE + 1.030%, 03/03/2029 (A) |
3,427 | 3,434 | ||||||
4.583%, TSFR3M + 1.796%, 06/19/2029 (A) |
660 | 654 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
2.357%, SOFRRATE + 1.947%, 08/18/2031 (A) |
$ | 410 | $ | 356 | ||||
2.099%, SOFRRATE + 1.929%, 06/04/2026 (A) |
4,845 | 4,813 | ||||||
Intercontinental Exchange |
||||||||
5.250%, 06/15/2031 |
1,695 | 1,741 | ||||||
1.850%, 09/15/2032 |
1,390 | 1,120 | ||||||
Jackson Financial |
||||||||
3.125%, 11/23/2031 |
2,780 | 2,436 | ||||||
JPMorgan Chase |
||||||||
8.750%, 09/01/2030 |
1,725 | 2,044 | ||||||
5.766%, SOFRRATE + 1.490%, 04/22/2035 (A) |
5,475 | 5,721 | ||||||
5.502%, SOFRRATE + 1.315%, 01/24/2036 (A) |
3,071 | 3,151 | ||||||
5.299%, SOFRRATE + 1.450%, 07/24/2029 (A) |
6,325 | 6,444 | ||||||
5.294%, SOFRRATE + 1.460%, 07/22/2035 (A) |
4,271 | 4,310 | ||||||
5.140%, SOFRRATE + 0.900%, 01/24/2031 (A) |
2,106 | 2,136 | ||||||
5.100%, TSFR3M + 0.812%, 02/01/2027 (A) |
2,740 | 2,703 | ||||||
4.946%, SOFRRATE + 1.340%, 10/22/2035 (A) |
1,255 | 1,234 | ||||||
4.603%, SOFRRATE + 1.040%, 10/22/2030 (A) |
3,110 | 3,086 | ||||||
4.452%, TSFR3M + 1.592%, 12/05/2029 (A) |
740 | 735 | ||||||
4.250%, 10/01/2027 |
2,070 | 2,068 | ||||||
4.203%, TSFR3M + 1.522%, 07/23/2029 (A) |
940 | 925 | ||||||
4.125%, 12/15/2026 |
2,420 | 2,408 | ||||||
3.625%, 12/01/2027 |
1,000 | 979 | ||||||
2.947%, SOFRRATE + 1.170%, 02/24/2028 (A) |
1,470 | 1,425 | ||||||
2.739%, TSFR3M + 1.510%, 10/15/2030 (A) |
1,640 | 1,502 | ||||||
2.580%, TSFR3M + 1.250%, 04/22/2032 (A) |
1,212 | 1,065 | ||||||
2.545%, SOFRRATE + 1.180%, 11/08/2032 (A) |
1,320 | 1,142 | ||||||
2.522%, SOFRRATE + 2.040%, 04/22/2031 (A) |
1,960 | 1,757 | ||||||
2.182%, SOFRRATE + 1.890%, 06/01/2028 (A) |
1,775 | 1,684 | ||||||
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A) |
1,280 | 1,275 | ||||||
2.069%, SOFRRATE + 1.015%, 06/01/2029 (A) |
2,525 | 2,330 | ||||||
1.953%, SOFRRATE + 1.065%, 02/04/2032 (A) |
5,425 | 4,611 | ||||||
1.578%, SOFRRATE + 0.885%, 04/22/2027 (A) |
5,945 | 5,754 | ||||||
SEI Institutional Investments Trust
189
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
1.470%, SOFRRATE + 0.765%, 09/22/2027 (A) |
$ | 3,180 | $ | 3,034 | ||||
1.045%, SOFRRATE + 0.800%, 11/19/2026 (A) |
3,920 | 3,824 | ||||||
Lehman Brothers Holdings |
||||||||
6.500%, 12/31/2049 (H) |
4,040 | 3 | ||||||
Lehman Brothers Holdings MTN |
||||||||
6.750%, 12/31/2049 (H) |
10,370 | – | ||||||
Lehman Brothers Holdings Capital Trust VII MTN |
||||||||
5.857%, US0003M + 0.840%(G)(H) |
20,630 | – | ||||||
Lloyds Bank PLC |
||||||||
3.500%, 05/14/2025 |
100 | 100 | ||||||
Lloyds Banking Group PLC |
||||||||
4.375%, 03/22/2028 |
680 | 672 | ||||||
Marsh & McLennan |
||||||||
5.750%, 11/01/2032 |
1,510 | 1,591 | ||||||
MassMutual Global Funding II |
||||||||
4.950%, 01/10/2030 (C) |
3,946 | 3,997 | ||||||
Mastercard |
||||||||
4.550%, 01/15/2035 |
2,437 | 2,380 | ||||||
4.350%, 01/15/2032 |
2,843 | 2,790 | ||||||
3.850%, 03/26/2050 |
2,850 | 2,293 | ||||||
Mercury General |
||||||||
4.400%, 03/15/2027 |
1,720 | 1,688 | ||||||
Metropolitan Life Global Funding I |
||||||||
3.450%, 12/18/2026 (C) |
2,030 | 1,998 | ||||||
Mitsubishi UFJ Financial Group |
||||||||
3.837%, H15T1Y + 1.125%, 04/17/2026 (A) |
700 | 699 | ||||||
Morgan Stanley |
||||||||
5.587%, SOFRRATE + 1.418%, 01/18/2036 (A) |
3,804 | 3,899 | ||||||
5.466%, SOFRRATE + 1.730%, 01/18/2035 (A) |
2,960 | 3,008 | ||||||
5.449%, SOFRRATE + 1.630%, 07/20/2029 (A) |
2,325 | 2,379 | ||||||
5.320%, SOFRRATE + 1.555%, 07/19/2035 (A) |
5,080 | 5,100 | ||||||
5.230%, SOFRRATE + 1.108%, 01/15/2031 (A) |
5,038 | 5,116 | ||||||
5.042%, SOFRRATE + 1.215%, 07/19/2030 (A) |
3,586 | 3,615 | ||||||
1.593%, SOFRRATE + 0.879%, 05/04/2027 (A) |
1,520 | 1,467 | ||||||
Morgan Stanley MTN |
||||||||
5.831%, SOFRRATE + 1.580%, 04/19/2035 (A) |
7,173 | 7,475 | ||||||
5.656%, SOFRRATE + 1.260%, 04/18/2030 (A) |
955 | 984 | ||||||
5.250%, SOFRRATE + 1.870%, 04/21/2034 (A) |
4,170 | 4,195 | ||||||
4.431%, TSFR3M + 1.890%, 01/23/2030 (A) |
70 | 69 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.350%, 09/08/2026 |
$ | 1,105 | $ | 1,101 | ||||
3.772%, TSFR3M + 1.402%, 01/24/2029 (A) |
280 | 273 | ||||||
3.622%, SOFRRATE + 3.120%, 04/01/2031 (A) |
2,320 | 2,191 | ||||||
3.591%, US0003M + 1.340%, 07/22/2028 (A) |
270 | 263 | ||||||
2.699%, SOFRRATE + 1.143%, 01/22/2031 (A) |
10 | 9 | ||||||
2.511%, SOFRRATE + 1.200%, 10/20/2032 (A) |
3,905 | 3,359 | ||||||
2.475%, SOFRRATE + 1.000%, 01/21/2028 (A) |
3,725 | 3,582 | ||||||
2.239%, SOFRRATE + 1.178%, 07/21/2032 (A) |
2,895 | 2,464 | ||||||
2.188%, SOFRRATE + 1.990%, 04/28/2026 (A) |
2,020 | 2,012 | ||||||
1.512%, SOFRRATE + 0.858%, 07/20/2027 (A) |
1,235 | 1,184 | ||||||
Morgan Stanley Bank |
||||||||
5.016%, SOFRRATE + 0.906%, 01/12/2029 (A) |
6,807 | 6,871 | ||||||
4.968%, SOFRRATE + 0.930%, 07/14/2028 (A) |
2,758 | 2,781 | ||||||
4.952%, SOFRRATE + 1.080%, 01/14/2028 (A) |
2,912 | 2,930 | ||||||
Nasdaq |
||||||||
5.550%, 02/15/2034 |
3,504 | 3,631 | ||||||
Nationwide Building Society MTN |
||||||||
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(C) |
700 | 677 | ||||||
NatWest Group PLC |
||||||||
7.472%, H15T1Y + 2.850%, 11/10/2026 (A) |
2,180 | 2,221 | ||||||
1.642%, H15T1Y + 0.900%, 06/14/2027 (A) |
5,455 | 5,252 | ||||||
New York Life Global Funding |
||||||||
5.350%, 01/23/2035 (C) |
505 | 519 | ||||||
New York Life Global Funding MTN |
||||||||
4.550%, 01/28/2033 (C) |
4,065 | 3,963 | ||||||
Nordea Bank Abp MTN |
||||||||
6.300%, H15T5Y + 2.660%(A)(C)(G) |
2,025 | 1,963 | ||||||
Northwestern Mutual Global Funding |
||||||||
5.160%, 05/28/2031 (C) |
3,285 | 3,360 | ||||||
Northwestern Mutual Life Insurance |
||||||||
3.850%, 09/30/2047 (C) |
2,788 | 2,162 | ||||||
Oaktree Specialty Lending |
||||||||
6.340%, 02/27/2030 |
1,457 | 1,467 | ||||||
PayPal Holdings |
||||||||
2.300%, 06/01/2030 |
2,235 | 1,994 | ||||||
PNC Financial Services Group |
||||||||
6.875%, SOFRRATE + 2.284%, 10/20/2034 (A) |
1,105 | 1,227 | ||||||
190
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.676%, SOFRRATE + 1.902%, 01/22/2035 (A) |
$ | 185 | $ | 191 | ||||
4.812%, SOFRRATE + 1.259%, 10/21/2032 (A) |
1,794 | 1,779 | ||||||
Santander Holdings USA |
||||||||
6.342%, SOFRRATE + 2.138%, 05/31/2035 (A) |
2,111 | 2,195 | ||||||
Santander UK Group Holdings PLC |
||||||||
2.469%, SOFRRATE + 1.220%, 01/11/2028 (A) |
370 | 354 | ||||||
1.673%, SOFRRATE + 0.989%, 06/14/2027 (A) |
15 | 14 | ||||||
1.532%, H15T1Y + 1.250%, 08/21/2026 (A) |
1,140 | 1,123 | ||||||
SBL Holdings |
||||||||
7.200%, 10/30/2034 (C) |
1,650 | 1,634 | ||||||
Societe Generale |
||||||||
7.132%, H15T1Y + 2.950%, 01/19/2055 (A)(C) |
452 | 464 | ||||||
Societe Generale MTN |
||||||||
7.367%, 01/10/2053 (C) |
452 | 475 | ||||||
State Street |
||||||||
5.146%, SOFRRATE + 1.217%, 02/28/2036 (A) |
2,295 | 2,304 | ||||||
4.729%, 02/28/2030 |
3,430 | 3,444 | ||||||
4.536%, 02/28/2028 |
3,430 | 3,441 | ||||||
Swedbank |
||||||||
4.998%, 11/20/2029 (C) |
2,424 | 2,457 | ||||||
Teachers Insurance & Annuity Association of America |
||||||||
6.850%, 12/16/2039 (C) |
148 | 169 | ||||||
4.900%, 09/15/2044 (C) |
600 | 551 | ||||||
4.270%, 05/15/2047 (C) |
175 | 146 | ||||||
3.300%, 05/15/2050 (C) |
2,360 | 1,641 | ||||||
Truist Financial MTN |
||||||||
4.260%, SOFRRATE + 1.456%, 07/28/2026 (A) |
1,815 | 1,812 | ||||||
4.123%, SOFRRATE + 1.368%, 06/06/2028 (A) |
440 | 436 | ||||||
UBS Group |
||||||||
5.379%, USISSO01 + 1.860%, 09/06/2045 (A)(C) |
2,299 | 2,247 | ||||||
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(C) |
1,200 | 1,157 | ||||||
3.750%, 03/26/2025 |
2,160 | 2,159 | ||||||
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(C) |
1,264 | 1,129 | ||||||
US Bancorp |
||||||||
5.836%, SOFRRATE + 2.260%, 06/12/2034 (A) |
2,955 | 3,070 | ||||||
5.678%, SOFRRATE + 1.860%, 01/23/2035 (A) |
445 | 457 | ||||||
4.839%, SOFRRATE + 1.600%, 02/01/2034 (A) |
5,185 | 5,053 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Wells Fargo |
||||||||
7.950%, 11/15/2029 |
$ | 925 | $ | 1,043 | ||||
6.303%, SOFRRATE + 1.790%, 10/23/2029 (A) |
776 | 816 | ||||||
5.389%, SOFRRATE + 2.020%, 04/24/2034 (A) |
2,695 | 2,727 | ||||||
5.244%, SOFRRATE + 1.110%, 01/24/2031 (A) |
4,066 | 4,132 | ||||||
5.064%, TSFR3M + 0.762%, 01/15/2027 (A) |
2,395 | 2,369 | ||||||
2.188%, SOFRRATE + 2.000%, 04/30/2026 (A) |
610 | 607 | ||||||
Wells Fargo MTN |
||||||||
5.707%, SOFRRATE + 1.070%, 04/22/2028 (A) |
920 | 939 | ||||||
5.574%, SOFRRATE + 1.740%, 07/25/2029 (A) |
763 | 782 | ||||||
5.557%, SOFRRATE + 1.990%, 07/25/2034 (A) |
4,465 | 4,555 | ||||||
5.013%, TSFR3M + 4.502%, 04/04/2051 (A) |
6,920 | 6,391 | ||||||
4.897%, SOFRRATE + 2.100%, 07/25/2033 (A) |
3,342 | 3,296 | ||||||
4.650%, 11/04/2044 |
500 | 437 | ||||||
3.584%, TSFR3M + 1.572%, 05/22/2028 (A) |
5,205 | 5,081 | ||||||
3.526%, SOFRRATE + 1.510%, 03/24/2028 (A) |
2,695 | 2,635 | ||||||
3.350%, SOFRRATE + 1.500%, 03/02/2033 (A) |
1,400 | 1,258 | ||||||
2.879%, TSFR3M + 1.432%, 10/30/2030 (A) |
1,540 | 1,415 | ||||||
2.572%, TSFR3M + 1.262%, 02/11/2031 (A) |
619 | 557 | ||||||
2.393%, SOFRRATE + 2.100%, 06/02/2028 (A) |
2,610 | 2,484 | ||||||
| 615,732 | ||||||||
Health Care — 2.3% |
||||||||
AbbVie |
||||||||
5.600%, 03/15/2055 |
196 | 203 | ||||||
5.500%, 03/15/2064 |
565 | 567 | ||||||
5.400%, 03/15/2054 |
1,410 | 1,419 | ||||||
5.200%, 03/15/2035 |
1,991 | 2,034 | ||||||
5.050%, 03/15/2034 |
1,936 | 1,957 | ||||||
4.950%, 03/15/2031 |
1,162 | 1,180 | ||||||
4.875%, 03/15/2030 |
1,715 | 1,736 | ||||||
4.800%, 03/15/2027 |
1,936 | 1,953 | ||||||
4.550%, 03/15/2035 |
1,911 | 1,851 | ||||||
4.500%, 05/14/2035 |
2,799 | 2,698 | ||||||
4.250%, 11/21/2049 |
5,578 | 4,741 | ||||||
4.050%, 11/21/2039 |
811 | 718 | ||||||
3.200%, 11/21/2029 |
2,854 | 2,688 | ||||||
SEI Institutional Investments Trust
191
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Amgen |
||||||||
6.375%, 06/01/2037 |
$ | 2,275 | $ | 2,518 | ||||
5.650%, 03/02/2053 |
6,966 | 6,985 | ||||||
5.600%, 03/02/2043 |
1,116 | 1,124 | ||||||
4.663%, 06/15/2051 |
104 | 91 | ||||||
4.400%, 05/01/2045 |
900 | 774 | ||||||
3.150%, 02/21/2040 |
2,415 | 1,871 | ||||||
2.000%, 01/15/2032 |
2,710 | 2,261 | ||||||
Astrazeneca Finance LLC |
||||||||
5.000%, 02/26/2034 |
1,565 | 1,585 | ||||||
Bayer US Finance II LLC |
||||||||
4.875%, 06/25/2048 (C) |
4,728 | 3,813 | ||||||
4.625%, 06/25/2038 (C) |
2,097 | 1,809 | ||||||
4.400%, 07/15/2044 (C) |
2,750 | 2,112 | ||||||
Becton Dickinson |
||||||||
5.081%, 06/07/2029 |
812 | 826 | ||||||
Bristol-Myers Squibb |
||||||||
5.750%, 02/01/2031 |
2,040 | 2,155 | ||||||
5.100%, 02/22/2031 |
540 | 552 | ||||||
3.400%, 07/26/2029 |
253 | 242 | ||||||
3.200%, 06/15/2026 |
768 | 758 | ||||||
Centene |
||||||||
3.000%, 10/15/2030 |
3,956 | 3,460 | ||||||
Cigna Group |
||||||||
5.600%, 02/15/2054 |
566 | 549 | ||||||
4.900%, 12/15/2048 |
140 | 124 | ||||||
4.375%, 10/15/2028 |
1,260 | 1,250 | ||||||
3.400%, 03/15/2050 |
250 | 172 | ||||||
3.400%, 03/15/2051 |
1,050 | 716 | ||||||
3.250%, 04/15/2025 |
1,000 | 998 | ||||||
CommonSpirit Health |
||||||||
4.350%, 11/01/2042 |
440 | 380 | ||||||
CVS Health |
||||||||
5.875%, 06/01/2053 |
370 | 357 | ||||||
5.550%, 06/01/2031 |
1,638 | 1,673 | ||||||
5.300%, 06/01/2033 |
2,088 | 2,073 | ||||||
5.125%, 07/20/2045 |
999 | 883 | ||||||
5.050%, 03/25/2048 |
14,915 | 12,934 | ||||||
5.000%, 02/20/2026 |
1,355 | 1,358 | ||||||
4.780%, 03/25/2038 |
2,433 | 2,208 | ||||||
4.300%, 03/25/2028 |
1,336 | 1,316 | ||||||
4.125%, 04/01/2040 |
102 | 84 | ||||||
3.875%, 07/20/2025 |
929 | 925 | ||||||
3.750%, 04/01/2030 |
610 | 575 | ||||||
3.625%, 04/01/2027 |
240 | 235 | ||||||
3.250%, 08/15/2029 |
220 | 205 | ||||||
2.125%, 09/15/2031 |
660 | 549 | ||||||
1.875%, 02/28/2031 |
3,840 | 3,197 | ||||||
Elevance Health |
||||||||
5.700%, 02/15/2055 |
814 | 801 | ||||||
5.375%, 06/15/2034 |
833 | 844 | ||||||
5.200%, 02/15/2035 |
5,274 | 5,278 | ||||||
5.150%, 06/15/2029 |
1,688 | 1,721 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.950%, 11/01/2031 |
$ | 1,627 | $ | 1,629 | ||||
4.750%, 02/15/2030 |
2,033 | 2,040 | ||||||
3.650%, 12/01/2027 |
330 | 323 | ||||||
Eli Lilly |
||||||||
5.600%, 02/12/2065 |
1,178 | 1,220 | ||||||
5.500%, 02/12/2055 |
3,032 | 3,129 | ||||||
5.100%, 02/12/2035 |
920 | 940 | ||||||
5.100%, 02/09/2064 |
837 | 798 | ||||||
5.050%, 08/14/2054 |
207 | 199 | ||||||
4.900%, 02/12/2032 |
1,715 | 1,742 | ||||||
4.700%, 02/09/2034 |
1,667 | 1,652 | ||||||
4.600%, 08/14/2034 |
2,165 | 2,134 | ||||||
4.200%, 08/14/2029 |
2,439 | 2,422 | ||||||
Gilead Sciences |
||||||||
4.000%, 09/01/2036 |
782 | 711 | ||||||
HCA |
||||||||
6.200%, 03/01/2055 |
1,176 | 1,197 | ||||||
5.900%, 06/01/2053 |
2,276 | 2,220 | ||||||
5.750%, 03/01/2035 |
981 | 999 | ||||||
5.500%, 03/01/2032 |
1,471 | 1,491 | ||||||
5.250%, 04/15/2025 |
750 | 750 | ||||||
5.250%, 06/15/2026 |
2,015 | 2,023 | ||||||
5.250%, 06/15/2049 |
7,848 | 7,046 | ||||||
4.125%, 06/15/2029 |
4,101 | 3,979 | ||||||
3.625%, 03/15/2032 |
1,236 | 1,119 | ||||||
3.500%, 09/01/2030 |
3,380 | 3,142 | ||||||
2.375%, 07/15/2031 |
4,015 | 3,423 | ||||||
Humana |
||||||||
4.950%, 10/01/2044 |
200 | 175 | ||||||
4.800%, 03/15/2047 |
50 | 42 | ||||||
4.500%, 04/01/2025 |
120 | 120 | ||||||
3.700%, 03/23/2029 |
6,150 | 5,887 | ||||||
2.150%, 02/03/2032 |
250 | 205 | ||||||
Mass General Brigham |
||||||||
3.192%, 07/01/2049 |
245 | 175 | ||||||
Merck |
||||||||
2.350%, 06/24/2040 |
1,420 | 1,004 | ||||||
Pfizer |
||||||||
4.000%, 12/15/2036 |
1,050 | 964 | ||||||
2.625%, 04/01/2030 |
720 | 658 | ||||||
Pfizer Investment Enterprises Pte |
||||||||
5.340%, 05/19/2063 |
1,081 | 1,032 | ||||||
5.300%, 05/19/2053 |
2,355 | 2,277 | ||||||
4.750%, 05/19/2033 |
7,680 | 7,607 | ||||||
Royalty Pharma PLC |
||||||||
1.200%, 09/02/2025 |
980 | 962 | ||||||
Stryker |
||||||||
5.200%, 02/10/2035 |
1,137 | 1,154 | ||||||
4.850%, 02/10/2030 |
2,402 | 2,418 | ||||||
UnitedHealth Group |
||||||||
5.875%, 02/15/2053 |
3,520 | 3,635 | ||||||
5.750%, 07/15/2064 |
829 | 828 | ||||||
5.625%, 07/15/2054 |
1,072 | 1,070 | ||||||
192
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.500%, 07/15/2044 |
$ | 407 | $ | 406 | ||||
5.375%, 04/15/2054 |
4,430 | 4,254 | ||||||
5.150%, 07/15/2034 |
7,240 | 7,292 | ||||||
4.600%, 04/15/2027 |
1,599 | 1,607 | ||||||
3.050%, 05/15/2041 |
358 | 266 | ||||||
2.750%, 05/15/2040 |
2,390 | 1,738 | ||||||
Universal Health Services |
||||||||
1.650%, 09/01/2026 |
1,260 | 1,203 | ||||||
| 191,393 | ||||||||
Industrials — 1.6% |
||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
6.450%, 04/15/2027 |
1,549 | 1,599 | ||||||
4.950%, 09/10/2034 |
8,330 | 8,094 | ||||||
3.300%, 01/30/2032 |
248 | 220 | ||||||
3.000%, 10/29/2028 |
14,093 | 13,236 | ||||||
Air Lease |
||||||||
5.850%, 12/15/2027 |
1,325 | 1,367 | ||||||
3.375%, 07/01/2025 |
490 | 488 | ||||||
3.250%, 03/01/2025 |
525 | 525 | ||||||
Air Lease MTN |
||||||||
3.000%, 02/01/2030 |
2,870 | 2,632 | ||||||
2.875%, 01/15/2026 |
3,019 | 2,972 | ||||||
American Airlines Pass-Through Trust, Ser 2015-1, Cl A |
||||||||
3.375%, 05/01/2027 |
71 | 69 | ||||||
BAE Systems PLC |
||||||||
5.250%, 03/26/2031 (C) |
2,595 | 2,637 | ||||||
Boeing |
||||||||
7.250%, 06/15/2025 |
107 | 108 | ||||||
6.858%, 05/01/2054 |
885 | 975 | ||||||
6.528%, 05/01/2034 |
1,885 | 2,019 | ||||||
6.388%, 05/01/2031 |
2,450 | 2,610 | ||||||
6.298%, 05/01/2029 |
2,785 | 2,918 | ||||||
5.805%, 05/01/2050 |
2,651 | 2,557 | ||||||
5.150%, 05/01/2030 |
310 | 310 | ||||||
3.750%, 02/01/2050 |
110 | 78 | ||||||
3.250%, 02/01/2035 |
750 | 619 | ||||||
3.100%, 05/01/2026 |
230 | 226 | ||||||
2.800%, 03/01/2027 |
280 | 269 | ||||||
2.700%, 02/01/2027 |
340 | 327 | ||||||
2.196%, 02/04/2026 |
2,645 | 2,581 | ||||||
Burlington Northern Santa Fe LLC |
||||||||
7.290%, 06/01/2036 |
200 | 240 | ||||||
5.200%, 04/15/2054 |
812 | 792 | ||||||
4.550%, 09/01/2044 |
850 | 770 | ||||||
4.450%, 01/15/2053 |
306 | 267 | ||||||
3.650%, 09/01/2025 |
140 | 139 | ||||||
Caterpillar Financial Services |
||||||||
4.450%, 10/16/2026 |
1,600 | 1,606 | ||||||
4.375%, 08/16/2029 |
1,600 | 1,593 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Caterpillar Financial Services MTN |
||||||||
5.000%, 05/14/2027 |
$ | 2,328 | $ | 2,363 | ||||
4.850%, 02/27/2029 |
1,534 | 1,556 | ||||||
Cintas No. 2 |
||||||||
4.000%, 05/01/2032 |
1,124 | 1,071 | ||||||
CRH America Finance |
||||||||
5.500%, 01/09/2035 |
1,335 | 1,364 | ||||||
CRH SMW Finance DAC |
||||||||
5.125%, 01/09/2030 |
1,335 | 1,355 | ||||||
Crowley Conro LLC |
||||||||
4.181%, 08/15/2043 |
681 | 619 | ||||||
Deere |
||||||||
5.700%, 01/19/2055 |
1,752 | 1,857 | ||||||
5.450%, 01/16/2035 |
3,792 | 3,945 | ||||||
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
||||||||
2.000%, 06/10/2028 |
2,193 | 2,053 | ||||||
Delta Air Lines/Skymiles |
||||||||
4.750%, 10/20/2028 (C) |
2,731 | 2,713 | ||||||
Embraer Netherlands Finance BV |
||||||||
5.980%, 02/11/2035 |
2,649 | 2,718 | ||||||
Emerson Electric |
||||||||
2.800%, 12/21/2051 |
705 | 455 | ||||||
General Dynamics |
||||||||
4.250%, 04/01/2040 |
1,700 | 1,528 | ||||||
General Electric MTN |
||||||||
5.065%, TSFR3M + 0.742%, 08/15/2036 (A) |
3,035 | 2,847 | ||||||
Howmet Aerospace |
||||||||
4.850%, 10/15/2031 |
1,039 | 1,037 | ||||||
Huntington Ingalls Industries |
||||||||
5.749%, 01/15/2035 |
2,455 | 2,463 | ||||||
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
||||||||
2.750%, 05/15/2032 |
127 | 112 | ||||||
John Deere Capital |
||||||||
4.650%, 01/07/2028 |
2,085 | 2,107 | ||||||
4.500%, 01/08/2027 |
2,085 | 2,096 | ||||||
John Deere Capital MTN |
||||||||
5.150%, 09/08/2026 |
1,519 | 1,539 | ||||||
5.100%, 04/11/2034 |
1,935 | 1,962 | ||||||
5.050%, 06/12/2034 |
1,695 | 1,721 | ||||||
4.850%, 06/11/2029 |
148 | 150 | ||||||
4.150%, 09/15/2027 |
1,526 | 1,519 | ||||||
Lockheed Martin |
||||||||
5.200%, 02/15/2055 |
1,226 | 1,183 | ||||||
5.200%, 02/15/2064 |
1,209 | 1,147 | ||||||
4.800%, 08/15/2034 |
1,596 | 1,570 | ||||||
4.150%, 06/15/2053 |
2,240 | 1,839 | ||||||
Northrop Grumman |
||||||||
5.250%, 05/01/2050 |
3,620 | 3,470 | ||||||
3.250%, 01/15/2028 |
480 | 464 | ||||||
SEI Institutional Investments Trust
193
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Otis Worldwide |
||||||||
3.112%, 02/15/2040 |
$ | 1,005 | $ | 776 | ||||
Raytheon Technologies |
||||||||
2.250%, 07/01/2030 |
680 | 602 | ||||||
Republic Services |
||||||||
5.000%, 11/15/2029 |
1,010 | 1,026 | ||||||
1.450%, 02/15/2031 |
3,485 | 2,896 | ||||||
Rollins |
||||||||
5.250%, 02/24/2035 (C) |
4,905 | 4,946 | ||||||
RTX |
||||||||
6.400%, 03/15/2054 |
1,577 | 1,761 | ||||||
3.950%, 08/16/2025 |
250 | 249 | ||||||
Uber Technologies |
||||||||
5.350%, 09/15/2054 |
934 | 889 | ||||||
4.800%, 09/15/2034 |
6,238 | 6,081 | ||||||
Union Pacific |
||||||||
3.250%, 02/05/2050 |
1,065 | 757 | ||||||
2.891%, 04/06/2036 |
835 | 690 | ||||||
2.800%, 02/14/2032 |
987 | 875 | ||||||
2.375%, 05/20/2031 |
728 | 642 | ||||||
2.150%, 02/05/2027 |
270 | 260 | ||||||
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
||||||||
5.800%, 01/15/2036 |
3,267 | 3,348 | ||||||
United Parcel Service |
||||||||
5.200%, 04/01/2040 |
850 | 851 | ||||||
Waste Connections |
||||||||
5.000%, 03/01/2034 |
820 | 819 | ||||||
Waste Management |
||||||||
4.950%, 03/15/2035 |
1,521 | 1,522 | ||||||
| 134,656 | ||||||||
Information Technology — 1.6% |
||||||||
Accenture Capital |
||||||||
4.500%, 10/04/2034 |
1,707 | 1,656 | ||||||
4.250%, 10/04/2031 |
3,104 | 3,038 | ||||||
4.050%, 10/04/2029 |
595 | 585 | ||||||
3.900%, 10/04/2027 |
853 | 845 | ||||||
Apple |
||||||||
3.950%, 08/08/2052 |
1,464 | 1,199 | ||||||
2.650%, 05/11/2050 |
606 | 391 | ||||||
2.650%, 02/08/2051 |
468 | 298 | ||||||
2.375%, 02/08/2041 |
557 | 396 | ||||||
AppLovin |
||||||||
5.950%, 12/01/2054 |
2,500 | 2,551 | ||||||
Broadcom |
||||||||
5.150%, 11/15/2031 |
3,731 | 3,795 | ||||||
5.050%, 07/12/2029 |
2,792 | 2,831 | ||||||
4.926%, 05/15/2037 (C) |
6,469 | 6,275 | ||||||
4.800%, 10/15/2034 |
4,047 | 3,962 | ||||||
4.550%, 02/15/2032 |
1,948 | 1,907 | ||||||
4.150%, 02/15/2028 |
2,032 | 2,011 | ||||||
4.150%, 11/15/2030 |
842 | 815 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.419%, 04/15/2033 (C) |
$ | 744 | $ | 664 | ||||
3.150%, 11/15/2025 |
897 | 888 | ||||||
3.137%, 11/15/2035 (C) |
2,520 | 2,101 | ||||||
2.450%, 02/15/2031 (C) |
1,197 | 1,052 | ||||||
Cadence Design Systems |
||||||||
4.700%, 09/10/2034 |
3,856 | 3,763 | ||||||
4.300%, 09/10/2029 |
4,063 | 4,015 | ||||||
4.200%, 09/10/2027 |
1,463 | 1,453 | ||||||
Cisco Systems |
||||||||
5.100%, 02/24/2035 |
2,942 | 2,991 | ||||||
5.050%, 02/26/2034 |
3,235 | 3,283 | ||||||
4.950%, 02/24/2032 |
2,206 | 2,234 | ||||||
4.750%, 02/24/2030 |
2,571 | 2,598 | ||||||
4.550%, 02/24/2028 |
2,571 | 2,585 | ||||||
Constellation Software |
||||||||
5.158%, 02/16/2029 (C) |
3,000 | 3,047 | ||||||
Foundry JV Holdco LLC |
||||||||
6.300%, 01/25/2039 (C) |
464 | 492 | ||||||
6.200%, 01/25/2037 (C) |
1,625 | 1,707 | ||||||
6.100%, 01/25/2036 (C) |
5,588 | 5,819 | ||||||
5.900%, 01/25/2033 (C) |
1,135 | 1,171 | ||||||
5.500%, 01/25/2031 (C) |
2,078 | 2,116 | ||||||
Hewlett Packard Enterprise |
||||||||
5.600%, 10/15/2054 |
1,068 | 1,040 | ||||||
5.000%, 10/15/2034 |
3,140 | 3,090 | ||||||
Intel |
||||||||
5.900%, 02/10/2063 |
1,066 | 1,022 | ||||||
5.700%, 02/10/2053 |
1,202 | 1,130 | ||||||
5.625%, 02/10/2043 |
438 | 420 | ||||||
5.600%, 02/21/2054 |
357 | 332 | ||||||
4.900%, 08/05/2052 |
325 | 272 | ||||||
3.734%, 12/08/2047 |
755 | 537 | ||||||
3.250%, 11/15/2049 |
416 | 268 | ||||||
3.050%, 08/12/2051 |
1,550 | 943 | ||||||
2.800%, 08/12/2041 |
657 | 439 | ||||||
2.000%, 08/12/2031 |
1,580 | 1,317 | ||||||
Intuit |
||||||||
5.500%, 09/15/2053 |
297 | 301 | ||||||
KLA |
||||||||
4.700%, 02/01/2034 |
1,546 | 1,526 | ||||||
3.300%, 03/01/2050 |
627 | 447 | ||||||
Kyndryl Holdings |
||||||||
2.050%, 10/15/2026 |
1,855 | 1,779 | ||||||
Micron Technology |
||||||||
5.375%, 04/15/2028 |
3,831 | 3,900 | ||||||
Microsoft |
||||||||
3.450%, 08/08/2036 |
24 | 22 | ||||||
3.300%, 02/06/2027 |
720 | 709 | ||||||
2.921%, 03/17/2052 |
200 | 137 | ||||||
Oracle |
||||||||
6.900%, 11/09/2052 |
385 | 438 | ||||||
6.000%, 08/03/2055 |
2,390 | 2,441 | ||||||
5.375%, 09/27/2054 |
200 | 187 | ||||||
194
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.250%, 02/03/2032 |
$ | 3,625 | $ | 3,679 | ||||
4.800%, 08/03/2028 |
1,980 | 1,997 | ||||||
4.650%, 05/06/2030 |
610 | 607 | ||||||
4.000%, 07/15/2046 |
1,328 | 1,043 | ||||||
3.900%, 05/15/2035 |
4,600 | 4,113 | ||||||
3.800%, 11/15/2037 |
8,410 | 7,171 | ||||||
3.600%, 04/01/2040 |
1,114 | 889 | ||||||
3.600%, 04/01/2050 |
1,430 | 1,021 | ||||||
2.950%, 05/15/2025 |
695 | 693 | ||||||
2.950%, 04/01/2030 |
1,415 | 1,298 | ||||||
2.875%, 03/25/2031 |
1,860 | 1,666 | ||||||
2.800%, 04/01/2027 |
625 | 603 | ||||||
1.650%, 03/25/2026 |
1,570 | 1,523 | ||||||
Sprint Capital |
||||||||
8.750%, 03/15/2032 |
5,715 | 6,877 | ||||||
Texas Instruments |
||||||||
5.150%, 02/08/2054 |
772 | 747 | ||||||
5.050%, 05/18/2063 |
1,244 | 1,162 | ||||||
5.000%, 03/14/2053 |
841 | 797 | ||||||
TSMC Global |
||||||||
1.375%, 09/28/2030 (C) |
2,800 | 2,365 | ||||||
Vontier |
||||||||
1.800%, 04/01/2026 |
1,170 | 1,130 | ||||||
| 136,612 | ||||||||
Materials — 0.4% |
||||||||
Amcor Finance USA |
||||||||
3.625%, 04/28/2026 |
3,000 | 2,965 | ||||||
Anglo American Capital PLC |
||||||||
5.750%, 04/05/2034 (C) |
2,145 | 2,206 | ||||||
Berry Global |
||||||||
5.650%, 01/15/2034 |
1,010 | 1,042 | ||||||
4.875%, 07/15/2026 (C) |
1,522 | 1,519 | ||||||
1.650%, 01/15/2027 |
1,785 | 1,684 | ||||||
BHP Billiton Finance USA |
||||||||
5.300%, 02/21/2035 |
2,207 | 2,242 | ||||||
5.125%, 02/21/2032 |
1,512 | 1,532 | ||||||
Celanese US Holdings LLC |
||||||||
6.800%, 11/15/2030 |
3,850 | 4,062 | ||||||
6.050%, 03/15/2025 |
689 | 689 | ||||||
Dow Chemical |
||||||||
5.950%, 03/15/2055 |
736 | 729 | ||||||
5.350%, 03/15/2035 |
2,207 | 2,201 | ||||||
4.800%, 05/15/2049 |
585 | 500 | ||||||
DuPont de Nemours |
||||||||
4.493%, 11/15/2025 |
2,095 | 2,092 | ||||||
Glencore Funding LLC |
||||||||
5.634%, 04/04/2034 (C) |
872 | 884 | ||||||
International Flavors & Fragrances |
||||||||
2.300%, 11/01/2030 (C) |
6,675 | 5,774 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Newmont |
||||||||
5.350%, 03/15/2034 |
$ | 1,147 | $ | 1,170 | ||||
| 31,291 | ||||||||
Real Estate — 0.8% |
||||||||
Agree LP |
||||||||
4.800%, 10/01/2032 |
718 | 703 | ||||||
2.600%, 06/15/2033 |
324 | 267 | ||||||
2.000%, 06/15/2028 |
1,193 | 1,098 | ||||||
American Assets Trust LP |
||||||||
3.375%, 02/01/2031 |
2,580 | 2,286 | ||||||
American Homes 4 Rent LP |
||||||||
5.500%, 07/15/2034 |
566 | 572 | ||||||
4.300%, 04/15/2052 |
591 | 480 | ||||||
3.625%, 04/15/2032 |
1,318 | 1,205 | ||||||
3.375%, 07/15/2051 |
1,120 | 768 | ||||||
2.375%, 07/15/2031 |
2,320 | 1,997 | ||||||
American Tower |
||||||||
5.550%, 07/15/2033 |
720 | 738 | ||||||
2.700%, 04/15/2031 |
3,940 | 3,481 | ||||||
1.875%, 10/15/2030 |
1,655 | 1,413 | ||||||
AvalonBay Communities MTN |
||||||||
2.450%, 01/15/2031 |
2,580 | 2,285 | ||||||
Brixmor Operating Partnership LP |
||||||||
2.500%, 08/16/2031 |
1,260 | 1,084 | ||||||
Camden Property Trust |
||||||||
2.800%, 05/15/2030 |
480 | 439 | ||||||
Crown Castle |
||||||||
5.800%, 03/01/2034 |
2,366 | 2,454 | ||||||
5.200%, 09/01/2034 |
1,598 | 1,586 | ||||||
2.900%, 04/01/2041 |
698 | 503 | ||||||
2.100%, 04/01/2031 |
7,398 | 6,276 | ||||||
Equinix |
||||||||
3.900%, 04/15/2032 |
2,380 | 2,230 | ||||||
Essex Portfolio LP |
||||||||
5.500%, 04/01/2034 |
804 | 819 | ||||||
2.550%, 06/15/2031 |
680 | 594 | ||||||
Extra Space Storage LP |
||||||||
3.900%, 04/01/2029 |
1,153 | 1,116 | ||||||
2.400%, 10/15/2031 |
130 | 111 | ||||||
2.200%, 10/15/2030 |
542 | 472 | ||||||
GLP Capital LP / GLP Financing II |
||||||||
5.750%, 06/01/2028 |
1,250 | 1,273 | ||||||
5.300%, 01/15/2029 |
545 | 547 | ||||||
4.000%, 01/15/2031 |
1,085 | 1,012 | ||||||
Healthcare Realty Holdings LP |
||||||||
3.875%, 05/01/2025 |
1,100 | 1,098 | ||||||
3.625%, 01/15/2028 |
195 | 188 | ||||||
3.500%, 08/01/2026 |
1,010 | 994 | ||||||
Hudson Pacific Properties LP |
||||||||
4.650%, 04/01/2029 |
3,265 | 2,551 | ||||||
3.250%, 01/15/2030 |
180 | 127 | ||||||
SEI Institutional Investments Trust
195
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Invitation Homes Operating Partnership LP |
||||||||
5.500%, 08/15/2033 |
$ | 1,780 | $ | 1,808 | ||||
4.875%, 02/01/2035 |
1,169 | 1,130 | ||||||
4.150%, 04/15/2032 |
1,312 | 1,232 | ||||||
2.000%, 08/15/2031 |
594 | 497 | ||||||
Kimco Realty OP LLC |
||||||||
4.850%, 03/01/2035 |
1,055 | 1,025 | ||||||
LXP Industrial Trust |
||||||||
6.750%, 11/15/2028 |
545 | 578 | ||||||
Realty Income |
||||||||
4.900%, 07/15/2033 |
1,135 | 1,120 | ||||||
3.400%, 01/15/2030 |
789 | 743 | ||||||
2.850%, 12/15/2032 |
954 | 824 | ||||||
2.100%, 03/15/2028 |
739 | 687 | ||||||
Regency Centers LP |
||||||||
5.250%, 01/15/2034 |
1,547 | 1,560 | ||||||
2.950%, 09/15/2029 |
1,804 | 1,681 | ||||||
Sabra Health Care LP |
||||||||
3.900%, 10/15/2029 |
3,355 | 3,198 | ||||||
Simon Property Group |
||||||||
4.750%, 09/26/2034 |
1,345 | 1,301 | ||||||
Store Capital LLC |
||||||||
2.750%, 11/18/2030 |
1,165 | 1,019 | ||||||
2.700%, 12/01/2031 |
458 | 391 | ||||||
Sun Communities Operating |
||||||||
4.200%, 04/15/2032 |
1,596 | 1,496 | ||||||
VICI Properties LP |
||||||||
5.625%, 05/15/2052 |
63 | 60 | ||||||
VICI Properties LP / VICI Note Co |
||||||||
4.625%, 06/15/2025 (C) |
140 | 140 | ||||||
4.125%, 08/15/2030 (C) |
1,570 | 1,478 | ||||||
3.875%, 02/15/2029 (C) |
575 | 549 | ||||||
| 65,284 | ||||||||
Utilities — 2.7% |
||||||||
Alabama Power |
||||||||
3.700%, 12/01/2047 |
1,980 | 1,512 | ||||||
American Electric Power |
||||||||
5.699%, 08/15/2025 |
1,745 | 1,751 | ||||||
American Transmission Systems |
||||||||
2.650%, 01/15/2032 (C) |
515 | 444 | ||||||
Appalachian Power |
||||||||
5.650%, 04/01/2034 |
461 | 469 | ||||||
4.500%, 03/01/2049 |
60 | 49 | ||||||
3.300%, 06/01/2027 |
3,000 | 2,920 | ||||||
Baltimore Gas and Electric |
||||||||
2.250%, 06/15/2031 |
1,021 | 887 | ||||||
Berkshire Hathaway Energy |
||||||||
2.850%, 05/15/2051 |
3,845 | 2,401 | ||||||
Boston Gas |
||||||||
4.487%, 02/15/2042 (C) |
140 | 120 | ||||||
Brooklyn Union Gas |
||||||||
6.415%, 07/18/2054 (C) |
5,175 | 5,540 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
CenterPoint Energy Houston Electric LLC |
||||||||
5.150%, 03/01/2034 |
$ | 6,000 | $ | 6,030 | ||||
3.600%, 03/01/2052 |
754 | 559 | ||||||
Chile Electricity Lux Mpc II SARL |
||||||||
5.580%, 10/20/2035 (C) |
936 | 927 | ||||||
Chile Electricity Lux MPC SARL |
||||||||
6.010%, 01/20/2033 (C) |
1,646 | 1,682 | ||||||
Consolidated Edison of New York |
||||||||
5.700%, 05/15/2054 |
782 | 793 | ||||||
5.500%, 03/15/2034 |
1,949 | 2,019 | ||||||
5.500%, 03/15/2055 |
1,462 | 1,440 | ||||||
5.375%, 05/15/2034 |
1,175 | 1,208 | ||||||
4.450%, 03/15/2044 |
2,605 | 2,276 | ||||||
3.350%, 04/01/2030 |
260 | 245 | ||||||
3.200%, 12/01/2051 |
228 | 154 | ||||||
Constellation Energy Generation LLC |
||||||||
5.600%, 03/01/2028 |
2,410 | 2,472 | ||||||
Consumers Energy |
||||||||
4.700%, 01/15/2030 |
842 | 846 | ||||||
Consumers Securitization Funding LLC |
||||||||
5.550%, 03/01/2028 |
1,605 | 1,627 | ||||||
DTE Electric |
||||||||
3.650%, 03/01/2052 |
546 | 414 | ||||||
2.950%, 03/01/2050 |
1,192 | 807 | ||||||
DTE Energy |
||||||||
5.850%, 06/01/2034 |
1,096 | 1,141 | ||||||
5.200%, 04/01/2030 |
1,839 | 1,865 | ||||||
1.050%, 06/01/2025 |
2,400 | 2,378 | ||||||
Duke Energy |
||||||||
3.500%, 06/15/2051 |
633 | 441 | ||||||
0.900%, 09/15/2025 |
1,955 | 1,916 | ||||||
Duke Energy Carolinas LLC |
||||||||
5.350%, 01/15/2053 |
970 | 946 | ||||||
5.250%, 03/15/2035 |
1,207 | 1,225 | ||||||
4.000%, 09/30/2042 |
257 | 214 | ||||||
3.550%, 03/15/2052 |
923 | 672 | ||||||
2.850%, 03/15/2032 |
1,268 | 1,117 | ||||||
2.550%, 04/15/2031 |
466 | 412 | ||||||
Duke Energy Florida LLC |
||||||||
2.400%, 12/15/2031 |
1,017 | 879 | ||||||
Duke Energy Indiana LLC |
||||||||
2.750%, 04/01/2050 |
1,255 | 795 | ||||||
Duke Energy Progress LLC |
||||||||
4.150%, 12/01/2044 |
1,750 | 1,466 | ||||||
3.700%, 10/15/2046 |
247 | 188 | ||||||
2.500%, 08/15/2050 |
1,029 | 615 | ||||||
East Ohio Gas |
||||||||
2.000%, 06/15/2030 (C) |
2,365 | 2,067 | ||||||
Entergy Arkansas LLC |
||||||||
5.150%, 01/15/2033 |
1,531 | 1,555 | ||||||
2.650%, 06/15/2051 |
919 | 562 | ||||||
Entergy Louisiana LLC |
||||||||
5.800%, 03/15/2055 |
3,090 | 3,154 | ||||||
196
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.150%, 09/15/2034 |
$ | 1,175 | $ | 1,175 | ||||
Entergy Texas |
||||||||
5.250%, 04/15/2035 |
1,830 | 1,837 | ||||||
3.450%, 12/01/2027 |
1,625 | 1,568 | ||||||
Evergy Missouri West |
||||||||
5.650%, 06/01/2034 (C) |
3,195 | 3,294 | ||||||
Eversource Energy |
||||||||
5.950%, 02/01/2029 |
2,990 | 3,112 | ||||||
4.600%, 07/01/2027 |
1,125 | 1,124 | ||||||
Exelon |
||||||||
6.500%, H15T5Y + 1.975%, 03/15/2055 (A) |
1,338 | 1,341 | ||||||
5.875%, 03/15/2055 |
1,692 | 1,709 | ||||||
5.125%, 03/15/2031 |
1,472 | 1,490 | ||||||
3.950%, 06/15/2025 |
1,020 | 1,017 | ||||||
FirstEnergy |
||||||||
1.600%, 01/15/2026 |
300 | 292 | ||||||
FirstEnergy Pennsylvania Electric |
||||||||
5.200%, 04/01/2028 (C) |
785 | 796 | ||||||
5.150%, 03/30/2026 (C) |
766 | 769 | ||||||
4.300%, 01/15/2029 (C) |
1,200 | 1,183 | ||||||
3.250%, 03/15/2028 (C) |
995 | 958 | ||||||
FirstEnergy Transmission LLC |
||||||||
5.000%, 01/15/2035 |
4,460 | 4,408 | ||||||
Florida Power & Light |
||||||||
5.700%, 03/15/2055 |
5,125 | 5,310 | ||||||
4.400%, 05/15/2028 |
3,270 | 3,271 | ||||||
Georgia Power |
||||||||
5.200%, 03/15/2035 |
441 | 444 | ||||||
Interstate Power and Light |
||||||||
5.700%, 10/15/2033 |
4,335 | 4,516 | ||||||
Jersey Central Power & Light |
||||||||
5.100%, 01/15/2035 (C) |
970 | 963 | ||||||
2.750%, 03/01/2032 (C) |
1,121 | 970 | ||||||
KeySpan Gas East |
||||||||
3.586%, 01/18/2052 (C) |
4,825 | 3,320 | ||||||
2.742%, 08/15/2026 (C) |
1,175 | 1,143 | ||||||
Louisville Gas and Electric |
||||||||
5.450%, 04/15/2033 |
5,295 | 5,444 | ||||||
MidAmerican Energy |
||||||||
2.700%, 08/01/2052 |
884 | 550 | ||||||
Mississippi Power |
||||||||
4.250%, 03/15/2042 |
519 | 446 | ||||||
3.100%, 07/30/2051 |
1,224 | 817 | ||||||
National Rural Utilities Cooperative Finance |
||||||||
4.950%, 02/07/2030 |
1,471 | 1,490 | ||||||
4.750%, 02/07/2028 |
1,715 | 1,729 | ||||||
NextEra Energy Capital Holdings |
||||||||
6.051%, 03/01/2025 |
2,190 | 2,190 | ||||||
5.450%, 03/15/2035 |
6,170 | 6,241 | ||||||
5.250%, 03/15/2034 |
5,145 | 5,168 | ||||||
NiSource |
||||||||
5.350%, 04/01/2034 |
6,835 | 6,923 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Northern States Power |
||||||||
5.400%, 03/15/2054 |
$ | 617 | $ | 612 | ||||
NSTAR Electric |
||||||||
5.400%, 06/01/2034 |
1,179 | 1,209 | ||||||
5.200%, 03/01/2035 |
662 | 664 | ||||||
Oncor Electric Delivery LLC |
||||||||
5.550%, 06/15/2054 |
595 | 589 | ||||||
Pacific Gas and Electric |
||||||||
6.100%, 01/15/2029 |
8,875 | 9,152 | ||||||
4.950%, 07/01/2050 |
3,111 | 2,684 | ||||||
4.750%, 02/15/2044 |
344 | 295 | ||||||
4.200%, 06/01/2041 |
593 | 482 | ||||||
3.950%, 12/01/2047 |
2,303 | 1,730 | ||||||
3.500%, 08/01/2050 |
607 | 414 | ||||||
3.300%, 08/01/2040 |
90 | 67 | ||||||
2.500%, 02/01/2031 |
2,795 | 2,409 | ||||||
2.100%, 08/01/2027 |
3,055 | 2,852 | ||||||
PacifiCorp |
||||||||
2.900%, 06/15/2052 |
2,590 | 1,586 | ||||||
PECO Energy |
||||||||
4.150%, 10/01/2044 |
1,985 | 1,682 | ||||||
2.850%, 09/15/2051 |
1,232 | 795 | ||||||
Piedmont Natural Gas |
||||||||
5.100%, 02/15/2035 |
2,745 | 2,731 | ||||||
2.500%, 03/15/2031 |
2,000 | 1,743 | ||||||
PPL Capital Funding |
||||||||
5.250%, 09/01/2034 |
1,649 | 1,647 | ||||||
Progress Energy |
||||||||
6.000%, 12/01/2039 |
310 | 322 | ||||||
Public Service Electric and Gas |
||||||||
5.500%, 03/01/2055 |
514 | 516 | ||||||
5.050%, 03/01/2035 |
1,296 | 1,305 | ||||||
Public Service Electric and Gas MTN |
||||||||
5.125%, 03/15/2053 |
1,390 | 1,327 | ||||||
2.700%, 05/01/2050 |
477 | 301 | ||||||
2.050%, 08/01/2050 |
282 | 152 | ||||||
1.900%, 08/15/2031 |
1,754 | 1,489 | ||||||
Public Service Enterprise Group |
||||||||
5.450%, 04/01/2034 |
1,314 | 1,335 | ||||||
Public Service of Oklahoma |
||||||||
5.200%, 01/15/2035 |
9,845 | 9,734 | ||||||
3.150%, 08/15/2051 |
690 | 456 | ||||||
Sempra |
||||||||
6.550%, H15T5Y + 2.138%, 04/01/2055 (A) |
231 | 224 | ||||||
Southern California Edison |
||||||||
4.125%, 03/01/2048 |
769 | 591 | ||||||
Southern California Gas |
||||||||
2.550%, 02/01/2030 |
4,605 | 4,165 | ||||||
Southern Gas Capital |
||||||||
4.950%, 09/15/2034 |
6,695 | 6,576 | ||||||
3.250%, 06/15/2026 |
1,550 | 1,525 | ||||||
SEI Institutional Investments Trust
197
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Southwestern Electric Power |
||||||||
2.750%, 10/01/2026 |
$ | 1,000 | $ | 972 | ||||
1.650%, 03/15/2026 |
2,200 | 2,133 | ||||||
Southwestern Public Service |
||||||||
3.750%, 06/15/2049 |
2,000 | 1,500 | ||||||
Union Electric |
||||||||
5.200%, 04/01/2034 |
3,000 | 3,038 | ||||||
Virginia Electric and Power |
||||||||
5.000%, 04/01/2033 |
5,673 | 5,634 | ||||||
5.000%, 01/15/2034 |
5,170 | 5,118 | ||||||
4.650%, 08/15/2043 |
1,205 | 1,088 | ||||||
2.950%, 11/15/2051 |
1,021 | 655 | ||||||
Virginia Power Fuel Securitization LLC |
||||||||
5.088%, 05/01/2027 |
2,227 | 2,242 | ||||||
Vistra Operations LLC |
||||||||
5.700%, 12/30/2034 (C) |
5,460 | 5,487 | ||||||
Wisconsin Electric Power |
||||||||
1.700%, 06/15/2028 |
670 | 616 | ||||||
| 232,052 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $1,844,491) ($ Thousands) |
1,803,886 | |||||||
ASSET-BACKED SECURITIES — 6.3% |
||||||||
Automotive — 2.0% |
||||||||
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
||||||||
5.070%, 10/16/2028 |
876 | 882 | ||||||
Ally Auto Receivables Trust, Ser 2024-2, Cl A3 |
||||||||
4.140%, 07/16/2029 |
1,550 | 1,545 | ||||||
Ally Auto Receivables Trust, Ser 2024-2, Cl A4 |
||||||||
4.140%, 10/15/2030 |
1,100 | 1,094 | ||||||
American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 |
||||||||
4.830%, 03/15/2028 (C) |
870 | 872 | ||||||
American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A3 |
||||||||
4.900%, 09/17/2029 (C) |
650 | 654 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
||||||||
4.380%, 04/18/2028 |
597 | 597 | ||||||
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 | 1,514 | ||||||
ARI Fleet Lease Trust, Ser 2023-A, Cl A3 |
||||||||
5.330%, 02/17/2032 (C) |
1,995 | 2,015 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
||||||||
5.300%, 11/15/2032 (C) |
$ | 1,003 | $ | 1,009 | ||||
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
||||||||
5.160%, 11/25/2025 |
19 | 19 | ||||||
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
||||||||
5.470%, 02/25/2028 |
810 | 816 | ||||||
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
||||||||
3.660%, 05/17/2027 |
1,644 | 1,636 | ||||||
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
||||||||
3.990%, 03/27/2028 (C) |
1,120 | 1,114 | ||||||
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
||||||||
4.380%, 07/20/2029 (C) |
396 | 396 | ||||||
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
||||||||
5.560%, 04/22/2030 (C) |
1,833 | 1,846 | ||||||
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
||||||||
6.400%, 03/20/2030 (C) |
2,868 | 2,919 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
||||||||
5.230%, 03/20/2030 (C) |
3,408 | 3,435 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-3, Cl A2 |
||||||||
5.310%, 04/20/2027 (C) |
1,820 | 1,830 | ||||||
Enterprise Fleet Financing LLC, Ser 2025-1, Cl A3 |
||||||||
4.820%, 02/20/2029 (C) |
3,300 | 3,330 | ||||||
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4 |
||||||||
5.050%, 06/15/2027 |
772 | 778 | ||||||
Ford Credit Auto Lease Trust, Ser 2025-A, Cl A3 |
||||||||
4.720%, 06/15/2028 |
1,464 | 1,473 | ||||||
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
||||||||
5.300%, 03/15/2028 |
788 | 797 | ||||||
Ford Credit Auto Owner Trust, Ser 2024-D, Cl A3 |
||||||||
4.610%, 08/15/2029 |
914 | 920 | ||||||
Ford Credit Auto Owner Trust, Ser 2025-1, Cl A |
||||||||
4.860%, 08/15/2037 (C)(D) |
6,380 | 6,481 | ||||||
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4 |
||||||||
5.090%, 05/20/2027 |
1,064 | 1,067 | ||||||
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
||||||||
5.440%, 08/20/2027 |
677 | 682 | ||||||
GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A3 |
||||||||
4.660%, 02/21/2028 |
5,767 | 5,801 | ||||||
198
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A |
||||||||
4.980%, 12/11/2036 (C) |
$ | 1,078 | $ | 1,099 | ||||
GM Financial Revolving Receivables Trust, Ser 2024-2, Cl A |
||||||||
4.520%, 03/11/2037 (C) |
1,291 | 1,294 | ||||||
GMF Floorplan Owner Revolving Trust, Ser 2024-4A, Cl A1 |
||||||||
4.730%, 11/15/2029 (C) |
2,992 | 3,016 | ||||||
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
||||||||
3.730%, 07/20/2026 |
603 | 601 | ||||||
Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3 |
||||||||
5.270%, 11/20/2028 |
3,125 | 3,168 | ||||||
Honda Auto Receivables Owner Trust, Ser 2024-3, Cl A3 |
||||||||
4.570%, 03/21/2029 |
1,035 | 1,040 | ||||||
Huntington Bank Auto Credit-Linked Notes, Ser 2024-2, Cl B1 |
||||||||
5.442%, 10/20/2032 (C) |
4,022 | 4,053 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
||||||||
5.840%, 09/15/2027 (C) |
1,670 | 1,693 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2024-C, Cl A3 |
||||||||
4.620%, 04/17/2028 (C) |
1,308 | 1,314 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 |
||||||||
4.830%, 01/18/2028 (C) |
6,341 | 6,396 | ||||||
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
||||||||
2.220%, 10/15/2026 |
615 | 612 | ||||||
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
||||||||
2.350%, 04/17/2028 |
899 | 885 | ||||||
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
||||||||
4.480%, 07/17/2028 |
1,525 | 1,526 | ||||||
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
||||||||
5.480%, 04/17/2028 |
858 | 865 | ||||||
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
||||||||
0.760%, 02/26/2029 (C) |
93 | 92 | ||||||
M&T Bank Auto Receivables Trust, Ser 2025-1A, Cl A3 |
||||||||
4.730%, 06/17/2030 (C) |
4,380 | 4,408 | ||||||
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
||||||||
5.250%, 02/15/2029 |
1,834 | 1,859 | ||||||
Mercedes-Benz Auto Receivables Trust, Ser 2025-1, Cl A3 |
||||||||
4.780%, 12/17/2029 |
1,891 | 1,912 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
||||||||
5.610%, 11/15/2027 |
$ | 1,493 | $ | 1,504 | ||||
Nissan Auto Lease Trust, Ser 2025-A, Cl A3 |
||||||||
4.750%, 03/15/2028 |
2,733 | 2,756 | ||||||
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
||||||||
4.450%, 11/15/2029 |
1,104 | 1,104 | ||||||
Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A3 |
||||||||
5.280%, 12/15/2028 |
3,349 | 3,393 | ||||||
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
||||||||
6.230%, 06/15/2028 (C) |
1,640 | 1,664 | ||||||
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
||||||||
4.180%, 12/15/2028 (C) |
800 | 799 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C |
||||||||
5.933%, 12/15/2033 (C) |
3,078 | 3,114 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
||||||||
5.750%, 04/15/2027 |
76 | 76 | ||||||
Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3 |
||||||||
5.630%, 01/16/2029 |
1,657 | 1,675 | ||||||
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
||||||||
5.390%, 11/20/2026 (C) |
630 | 633 | ||||||
SBNA Auto Lease Trust, Ser 2024-B, Cl A3 |
||||||||
5.560%, 11/22/2027 (C) |
1,160 | 1,174 | ||||||
SBNA Auto Lease Trust, Ser 2024-C, Cl A3 |
||||||||
4.560%, 02/22/2028 (C) |
1,574 | 1,576 | ||||||
SBNA Auto Lease Trust, Ser 2024-C, Cl A4 |
||||||||
4.420%, 03/20/2029 (C) |
1,062 | 1,062 | ||||||
SBNA Auto Lease Trust, Ser 2025-A, Cl A3 |
||||||||
4.830%, 04/20/2028 (C) |
2,595 | 2,608 | ||||||
SBNA Auto Receivables Trust, Ser 2024-A, Cl A3 |
||||||||
5.320%, 12/15/2028 (C) |
1,011 | 1,016 | ||||||
SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 |
||||||||
5.210%, 04/16/2029 (C) |
433 | 438 | ||||||
SCCU Auto Receivables Trust, Ser 2024-1A, Cl A2 |
||||||||
5.450%, 12/15/2027 (C) |
1,557 | 1,563 | ||||||
SCCU Auto Receivables Trust, Ser 2024-1A, Cl A3 |
||||||||
5.110%, 06/15/2029 (C) |
1,355 | 1,367 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 |
||||||||
4.950%, 05/21/2029 (C) |
2,297 | 2,310 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 |
||||||||
4.940%, 01/21/2031 (C) |
389 | 393 | ||||||
SEI Institutional Investments Trust
199
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3 |
||||||||
5.330%, 11/20/2029 (C) |
$ | 1,414 | $ | 1,435 | ||||
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
||||||||
1.350%, 05/25/2033 (C) |
10,690 | 10,606 | ||||||
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
||||||||
1.070%, 02/27/2034 (C) |
8,385 | 8,112 | ||||||
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
||||||||
4.930%, 06/25/2036 (C) |
4,760 | 4,839 | ||||||
Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A |
||||||||
5.160%, 11/25/2036 (C) |
7,830 | 8,065 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
||||||||
5.430%, 04/17/2028 |
994 | 1,013 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
||||||||
4.710%, 02/15/2028 |
1,966 | 1,972 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
||||||||
5.160%, 04/17/2028 |
2,315 | 2,334 | ||||||
Toyota Lease Owner Trust, Ser 2024-B, Cl A3 |
||||||||
4.210%, 09/20/2027 (C) |
2,975 | 2,964 | ||||||
Toyota Lease Owner Trust, Ser 2025-A, Cl A3 |
||||||||
4.750%, 02/22/2028 (C) |
2,475 | 2,487 | ||||||
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 |
||||||||
5.560%, 03/15/2028 (C) |
3,050 | 3,063 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
||||||||
5.020%, 06/20/2028 |
2,187 | 2,200 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A3 |
||||||||
4.630%, 07/20/2029 |
2,843 | 2,863 | ||||||
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
||||||||
5.070%, 09/15/2026 |
842 | 844 | ||||||
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
||||||||
5.920%, 03/15/2027 |
131 | 131 | ||||||
| 165,270 | ||||||||
Credit Cards — 0.6% |
||||||||
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
||||||||
3.390%, 05/15/2027 |
2,970 | 2,964 | ||||||
American Express Credit Account Master Trust, Ser 2023-4, Cl A |
||||||||
5.150%, 09/15/2030 |
984 | 1,012 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
American Express Credit Account Master Trust, Ser 2025-1, Cl A |
||||||||
4.560%, 12/17/2029 |
$ | 4,972 | $ | 5,007 | ||||
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
||||||||
4.980%, 11/15/2028 |
12,714 | 12,860 | ||||||
BA Credit Card Trust, Ser 2024-A1, Cl A |
||||||||
4.930%, 05/15/2029 |
4,503 | 4,568 | ||||||
Chase Issuance Trust, Ser 2023-A1, Cl A |
||||||||
5.160%, 09/15/2028 |
4,535 | 4,596 | ||||||
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
||||||||
4.930%, 06/15/2028 |
6,463 | 6,504 | ||||||
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
||||||||
5.540%, 07/15/2029 |
2,567 | 2,606 | ||||||
Synchrony Card Issuance Trust, Ser 2025-A1, Cl A |
||||||||
4.780%, 02/18/2031 |
4,170 | 4,211 | ||||||
WF Card Issuance Trust, Ser 2024-A1, Cl A |
||||||||
4.940%, 02/15/2029 |
4,274 | 4,330 | ||||||
WF Card Issuance Trust, Ser 2024-A2, Cl A |
||||||||
4.290%, 10/15/2029 |
3,225 | 3,228 | ||||||
World Financial Network Credit Card Master Note Trust, Ser 2024-B, Cl A |
||||||||
4.620%, 05/15/2031 |
1,552 | 1,558 | ||||||
World Financial Network Credit Card Master Trust, Ser 2024-A, Cl A |
||||||||
5.470%, 02/15/2031 |
597 | 610 | ||||||
| 54,054 | ||||||||
Mortgage Related Securities — 0.1% |
||||||||
Aames Mortgage Trust, Ser 2002-1, Cl A3 |
||||||||
7.396%, 06/25/2032 (D) |
10 | 10 | ||||||
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |
||||||||
5.154%, TSFR1M + 0.834%, 01/25/2035 (A) |
287 | 287 | ||||||
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |
||||||||
5.246%, TSFR1M + 0.934%, 09/15/2029 (A) |
118 | 114 | ||||||
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |
||||||||
4.754%, TSFR1M + 0.434%, 08/25/2036 (A) |
647 | 217 | ||||||
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |
||||||||
6.358%, 01/25/2047 (D) |
12 | 4 | ||||||
RASC Trust, Ser 2005-KS9, Cl M5 |
||||||||
5.379%, TSFR1M + 0.744%, 10/25/2035 (A) |
1,366 | 1,361 | ||||||
RASC Trust, Ser 2006-KS2, Cl M2 |
||||||||
5.019%, TSFR1M + 0.699%, 03/25/2036 (A) |
463 | 461 | ||||||
200
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
||||||||
3.450%, 02/25/2032 |
$ | 3 | $ | 3 | ||||
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |
||||||||
5.434%, TSFR1M + 1.114%, 10/25/2034 (A) |
1,658 | 1,683 | ||||||
| 4,140 | ||||||||
Other Asset-Backed Securities — 3.6% |
||||||||
AccessLex Institute, Ser 2007-A, Cl A3 |
||||||||
4.883%, TSFR3M + 0.562%, 05/25/2036 (A) |
878 | 866 | ||||||
AGL CLO 33, Ser 2024-33A, Cl A1 |
||||||||
5.643%, TSFR3M + 1.350%, 07/21/2037 (A)(C) |
4,260 | 4,291 | ||||||
AGL CLO VI, Ser 2021-6A, Cl AR |
||||||||
5.755%, TSFR3M + 1.462%, 07/20/2034 (A)(C) |
610 | 610 | ||||||
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
||||||||
1.937%, 08/15/2046 (C) |
3,630 | 3,479 | ||||||
American Homes 4 Rent, Ser 2015-SFR1, Cl A |
||||||||
3.467%, 04/17/2052 (C) |
4,590 | 4,579 | ||||||
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
||||||||
6.214%, TSFR3M + 1.912%, 01/15/2032 (A)(C) |
2,000 | 1,999 | ||||||
Apidos CLO XII, Ser 2024-12A, Cl ARR |
||||||||
5.382%, TSFR3M + 1.080%, 04/15/2031 (A)(C) |
1,867 | 1,871 | ||||||
Apidos Clo Xxv, Ser 2024-25A, Cl A1R3 |
||||||||
5.471%, TSFR3M + 1.140%, 01/20/2037 (A)(C) |
3,610 | 3,615 | ||||||
Apidos CLO XXXV, Ser 2021-35A, Cl A |
||||||||
5.605%, TSFR3M + 1.312%, 04/20/2034 (A)(C) |
1,320 | 1,323 | ||||||
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS |
||||||||
6.126%, TSFR1M + 1.814%, 11/15/2036 (A)(C) |
4,831 | 4,846 | ||||||
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |
||||||||
5.789%, SOFR30A + 1.450%, 01/15/2037 (A)(C) |
1,275 | 1,276 | ||||||
Ares LXIII CLO, Ser 2022-63A, Cl A1A |
||||||||
5.673%, TSFR3M + 1.380%, 04/20/2035 (A)(C) |
2,750 | 2,758 | ||||||
Barings CLO, Ser 2024-4A, Cl A1R |
||||||||
5.452%, TSFR3M + 1.150%, 10/15/2030 (A)(C) |
4,923 | 4,924 | ||||||
Cayuga Park CLO, Ser 2021-1A, Cl AR |
||||||||
5.685%, TSFR3M + 1.382%, 07/17/2034 (A)(C) |
2,360 | 2,366 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Cedar Funding VII CLO, Ser 2024-7A, Cl AR |
||||||||
5.373%, TSFR3M + 1.080%, 01/20/2031 (A)(C) |
$ | 5,451 | $ | 5,463 | ||||
Chase Funding Trust, Ser 2003-6, Cl 1A5 |
||||||||
4.870%, 11/25/2034 (D) |
75 | 73 | ||||||
Chase Funding Trust, Ser 2003-6, Cl 1A7 |
||||||||
4.866%, 11/25/2034 (D) |
74 | 72 | ||||||
CIFC Funding, Ser 2016-1A, Cl AR3 |
||||||||
5.293%, TSFR3M + 1.000%, 10/21/2031 (A)(C) |
7,000 | 7,000 | ||||||
CIFC Funding, Ser 2021-3A, Cl A1R |
||||||||
5.685%, TSFR3M + 1.392%, 10/20/2034 (A)(C) |
840 | 843 | ||||||
CIFC Funding, Ser 2021-4A, Cl A1A2 |
||||||||
5.625%, TSFR3M + 1.332%, 04/20/2034 (A)(C) |
350 | 351 | ||||||
CIFC Funding, Ser 2024-1A, Cl A1R |
||||||||
5.720%, TSFR3M + 1.420%, 07/25/2037 (A)(C) |
2,250 | 2,265 | ||||||
CIFC Funding, Ser 2024-2A, Cl A1 |
||||||||
5.810%, TSFR3M + 1.520%, 04/22/2037 (A)(C) |
2,400 | 2,417 | ||||||
CIT Education Loan Trust, Ser 2007-1, Cl A |
||||||||
5.084%, SOFR90A + 0.352%, 03/25/2042 (A)(C) |
666 | 658 | ||||||
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
||||||||
4.714%, 03/25/2037 (D) |
69 | 69 | ||||||
CNH Equipment Trust, Ser 2022-B, Cl A3 |
||||||||
3.890%, 11/15/2027 |
1,256 | 1,250 | ||||||
CNH Equipment Trust, Ser 2022-C, Cl A3 |
||||||||
5.150%, 04/17/2028 |
2,914 | 2,934 | ||||||
College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |
||||||||
6.084%, TSFR1M + 1.764%, 11/26/2046 (A)(C) |
337 | 340 | ||||||
College Avenue Student Loans LLC, Ser 2018-A, Cl A2 |
||||||||
4.130%, 12/26/2047 (C) |
268 | 260 | ||||||
College Avenue Student Loans LLC, Ser 2019-A, Cl A2 |
||||||||
3.280%, 12/28/2048 (C) |
583 | 552 | ||||||
College Avenue Student Loans LLC, Ser 2021-B, Cl A2 |
||||||||
1.760%, 06/25/2052 (C) |
500 | 439 | ||||||
College Avenue Student Loans LLC, Ser 2021-C, Cl A2 |
||||||||
2.320%, 07/26/2055 (C) |
335 | 301 | ||||||
College Avenue Student Loans LLC, Ser 2023-A, Cl A2 |
||||||||
5.330%, 05/25/2055 (C) |
2,209 | 2,225 | ||||||
COOF Securitization Trust, Ser 2014-1, Cl A, IO |
||||||||
2.829%, 06/25/2040 (A)(C) |
69 | 4 | ||||||
SEI Institutional Investments Trust
201
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |
||||||||
4.974%, TSFR1M + 0.654%, 12/25/2034 (A) |
$ | 1,518 | $ | 1,473 | ||||
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |
||||||||
5.334%, TSFR1M + 1.014%, 10/25/2047 (A) |
173 | 158 | ||||||
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 |
||||||||
3.379%, 12/25/2032 (D) |
16 | 15 | ||||||
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |
||||||||
2.994%, 12/25/2036 (D) |
291 | 239 | ||||||
DLLAA LLC, Ser 2023-1A, Cl A3 |
||||||||
5.640%, 02/22/2028 (C) |
760 | 772 | ||||||
DLLAA LLC, Ser 2025-1A, Cl A3 |
||||||||
4.950%, 09/20/2029 (C) |
2,635 | 2,673 | ||||||
DLLAD LLC, Ser 2024-1A, Cl A3 |
||||||||
5.300%, 07/20/2029 (C) |
4,980 | 5,081 | ||||||
DLLMT LLC, Ser 2024-1A, Cl A4 |
||||||||
4.980%, 04/20/2032 (C) |
1,380 | 1,399 | ||||||
Dryden 72 CLO, Ser 2024-72A, Cl ARR |
||||||||
5.423%, TSFR3M + 1.100%, 05/15/2032 (A)(C) |
4,305 | 4,314 | ||||||
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
||||||||
5.464%, TSFR3M + 1.162%, 04/15/2029 (A)(C) |
1,474 | 1,474 | ||||||
EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A |
||||||||
5.250%, 11/25/2040 (C) |
1,221 | 1,218 | ||||||
Elmwood CLO I, Ser 2024-1A, Cl A1RR |
||||||||
5.813%, TSFR3M + 1.520%, 04/20/2037 (A)(C) |
2,220 | 2,237 | ||||||
FNMA Grantor Trust, Ser 2017-T1, Cl A |
||||||||
2.898%, 06/25/2027 |
178 | 172 | ||||||
Ford Credit Floorplan Master Owner Trust, Ser 2024-3, Cl A1 |
||||||||
4.300%, 09/15/2029 (C) |
4,599 | 4,586 | ||||||
Ford Credit Floorplan Master Owner Trust, Ser 2024-4, Cl A |
||||||||
4.400%, 09/15/2031 (C) |
2,863 | 2,854 | ||||||
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
||||||||
5.094%, TSFR1M + 0.774%, 01/25/2036 (A) |
4,460 | 4,273 | ||||||
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
||||||||
5.447%, TSFR3M + 1.150%, 04/24/2031 (A)(C) |
3,041 | 3,044 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Golub Capital Partners CLO, Ser 2023-66A, Cl A |
||||||||
6.250%, TSFR3M + 1.950%, 04/25/2036 (A)(C) |
$ | 890 | $ | 892 | ||||
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
||||||||
2.740%, 02/25/2039 (C) |
499 | 485 | ||||||
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
||||||||
5.180%, 05/20/2031 (C) |
2,105 | 2,115 | ||||||
JGWPT XXX LLC, Ser 2013-3A, Cl A |
||||||||
4.080%, 01/17/2073 (C) |
973 | 922 | ||||||
JGWPT XXXII LLC, Ser 2014-2A, Cl A |
||||||||
3.610%, 01/17/2073 (C) |
1,271 | 1,148 | ||||||
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |
||||||||
0.968%, 08/25/2038 (A)(C) |
305 | 5 | ||||||
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |
||||||||
2.596%, 04/25/2040 (A)(C) |
34 | 1 | ||||||
Kings Park CLO, Ser 2021-1A, Cl A |
||||||||
5.685%, TSFR3M + 1.392%, 01/21/2035 (A)(C) |
710 | 712 | ||||||
LCM 37, Ser 2024-37A, Cl A1R |
||||||||
5.362%, TSFR3M + 1.060%, 04/15/2034 (A)(C) |
7,500 | 7,500 | ||||||
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
||||||||
5.473%, TSFR3M + 1.180%, 10/18/2030 (A)(C) |
3,116 | 3,120 | ||||||
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |
||||||||
5.545%, TSFR3M + 1.252%, 04/20/2032 (A)(C) |
3,274 | 3,281 | ||||||
Magnetite XVII, Ser 2024-17A, Cl BR2 |
||||||||
6.243%, TSFR3M + 1.950%, 04/20/2037 (A)(C) |
2,840 | 2,860 | ||||||
MF1 LLC, Ser 2025-FL17, Cl A |
||||||||
5.620%, TSFR1M + 1.320%, 02/18/2040 (A)(C) |
3,475 | 3,468 | ||||||
MF1, Ser 2020-FL4, Cl A |
||||||||
6.126%, TSFR1M + 1.814%, 12/15/2035 (A)(C) |
418 | 418 | ||||||
MF1, Ser 2021-FL7, Cl A |
||||||||
5.508%, TSFR1M + 1.194%, 10/16/2036 (A)(C) |
588 | 588 | ||||||
Mid-State Capital Trust, Ser 2006-1, Cl A |
||||||||
5.787%, 10/15/2040 (C) |
1,398 | 1,399 | ||||||
Mid-State Trust XI, Ser 2003-11, Cl A1 |
||||||||
4.864%, 07/15/2038 |
380 | 378 | ||||||
MVW LLC, Ser 2021-1WA, Cl B |
||||||||
1.440%, 01/22/2041 (C) |
216 | 203 | ||||||
MVW LLC, Ser 2023-2A, Cl A |
||||||||
6.180%, 11/20/2040 (C) |
1,173 | 1,212 | ||||||
202
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Myers Park CLO, Ser 2018-1A, Cl B1 |
||||||||
6.155%, TSFR3M + 1.862%, 10/20/2030 (A)(C) |
$ | 890 | $ | 891 | ||||
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
||||||||
3.610%, 12/15/2059 (C) |
179 | 178 | ||||||
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
||||||||
4.000%, 12/15/2059 (C) |
1,779 | 1,759 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
||||||||
3.420%, 01/15/2043 (C) |
383 | 379 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
||||||||
3.130%, 02/15/2068 (C) |
823 | 806 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
||||||||
3.010%, 12/15/2059 (C) |
1,301 | 1,260 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
||||||||
2.600%, 08/15/2068 (C) |
1,510 | 1,448 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
||||||||
1.690%, 05/15/2069 (C) |
734 | 690 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A |
||||||||
1.690%, 05/15/2069 (C) |
827 | 771 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
||||||||
1.170%, 09/16/2069 (C) |
946 | 877 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
||||||||
0.840%, 05/15/2069 (C) |
2,318 | 2,108 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
||||||||
0.940%, 07/15/2069 (C) |
448 | 406 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
||||||||
1.060%, 10/15/2069 (C) |
1,725 | 1,555 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
||||||||
0.970%, 12/16/2069 (C) |
2,629 | 2,331 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
||||||||
1.110%, 02/18/2070 (C) |
1,683 | 1,479 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
||||||||
1.580%, 04/15/2070 (C) |
414 | 371 | ||||||
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
||||||||
2.230%, 07/15/2070 (C) |
1,498 | 1,362 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
||||||||
5.517%, SOFR30A + 1.164%, 07/26/2066 (A)(C) |
$ | 2,814 | $ | 2,834 | ||||
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
||||||||
3.390%, 12/15/2059 (C) |
429 | 419 | ||||||
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
||||||||
1.770%, 08/25/2070 (C) |
1,578 | 1,418 | ||||||
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
||||||||
6.480%, 03/15/2072 (C) |
547 | 562 | ||||||
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
||||||||
4.979%, SOFR90A + 0.422%, 01/25/2037 (A) |
650 | 647 | ||||||
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
||||||||
4.929%, SOFR90A + 0.372%, 10/25/2033 (A) |
1,901 | 1,883 | ||||||
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
||||||||
5.118%, SOFR90A + 0.362%, 03/23/2037 (A) |
1,980 | 1,964 | ||||||
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
||||||||
5.138%, SOFR90A + 0.382%, 12/24/2035 (A) |
1,397 | 1,386 | ||||||
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
||||||||
1.320%, 04/20/2062 (C) |
1,390 | 1,286 | ||||||
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
||||||||
4.624%, TSFR1M + 0.304%, 04/25/2037 (A) |
4,619 | 4,438 | ||||||
Oaktree CLO, Ser 2024-25A, Cl A |
||||||||
5.843%, TSFR3M + 1.550%, 04/20/2037 (A)(C) |
2,490 | 2,510 | ||||||
Octagon 66, Ser 2023-1A, Cl A1R |
||||||||
6.073%, TSFR3M + 1.750%, 11/16/2036 (A)(C) |
2,500 | 2,518 | ||||||
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |
||||||||
5.580%, TSFR3M + 1.262%, 02/14/2031 (A)(C) |
649 | 649 | ||||||
Octane Receivables Trust, Ser 2023-1A, Cl A |
||||||||
5.870%, 05/21/2029 (C) |
438 | 440 | ||||||
OHA Credit Funding VII, Ser 2022-7A, Cl AR |
||||||||
5.590%, TSFR3M + 1.300%, 02/24/2037 (A)(C) |
1,730 | 1,732 | ||||||
Owl Rock CLO III, Ser 2024-3A, Cl AR |
||||||||
6.143%, TSFR3M + 1.850%, 04/20/2036 (A)(C) |
2,030 | 2,047 | ||||||
SEI Institutional Investments Trust
203
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Palmer Square CLO, Ser 2021-1A, Cl A1R |
||||||||
5.730%, TSFR3M + 1.412%, 11/14/2034 (A)(C) |
$ | 2,430 | $ | 2,436 | ||||
Point Au Roche Park CLO, Ser 2021-1A, Cl A |
||||||||
5.635%, TSFR3M + 1.342%, 07/20/2034 (A)(C) |
3,130 | 3,135 | ||||||
Rad CLO, Ser 2023-22A, Cl A1 |
||||||||
6.123%, TSFR3M + 1.830%, 01/20/2037 (A)(C) |
3,040 | 3,054 | ||||||
RAMP Trust, Ser 2007-RZ1, Cl A3 |
||||||||
4.934%, TSFR1M + 0.614%, 02/25/2037 (A) |
1,743 | 1,727 | ||||||
Recette CLO, Ser 2021-1A, Cl ARR |
||||||||
5.635%, TSFR3M + 1.342%, 04/20/2034 (A)(C) |
760 | 762 | ||||||
Rockford Tower CLO, Ser 2019-2A, Cl AR2 |
||||||||
5.452%, TSFR3M + 1.130%, 08/20/2032 (A)(C) |
4,955 | 4,955 | ||||||
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
||||||||
3.548%, 09/10/2028 |
758 | 743 | ||||||
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
||||||||
2.938%, 03/10/2032 |
1,410 | 1,321 | ||||||
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
||||||||
4.262%, 09/10/2032 |
854 | 846 | ||||||
SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 |
||||||||
4.820%, 07/22/2030 (C) |
2,280 | 2,285 | ||||||
SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |
||||||||
9.176%, TSFR1M + 4.864%, 10/15/2041 (A)(C) |
1,141 | 1,199 | ||||||
SLM Student Loan Trust, Ser 2003-4, Cl A5D |
||||||||
5.820%, SOFR90A + 1.012%, 03/15/2033 (A)(C) |
432 | 424 | ||||||
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
||||||||
6.270%, SOFR90A + 1.462%, 12/15/2033 (A)(C) |
1,577 | 1,559 | ||||||
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
||||||||
4.979%, SOFR90A + 0.422%, 01/25/2041 (A) |
2,326 | 2,251 | ||||||
SLM Student Loan Trust, Ser 2008-2, Cl B |
||||||||
6.019%, SOFR90A + 1.462%, 01/25/2083 (A) |
1,155 | 1,218 | ||||||
SLM Student Loan Trust, Ser 2008-3, Cl B |
||||||||
6.019%, SOFR90A + 1.462%, 04/26/2083 (A) |
1,155 | 1,196 | ||||||
SLM Student Loan Trust, Ser 2008-4, Cl B |
||||||||
6.669%, SOFR90A + 2.112%, 04/25/2073 (A) |
1,155 | 1,231 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
SLM Student Loan Trust, Ser 2008-5, Cl B |
||||||||
6.669%, SOFR90A + 2.112%, 07/25/2073 (A) |
$ | 1,155 | $ | 1,237 | ||||
SLM Student Loan Trust, Ser 2008-6, Cl B |
||||||||
6.669%, SOFR90A + 2.112%, 07/26/2083 (A) |
1,155 | 1,180 | ||||||
SLM Student Loan Trust, Ser 2008-7, Cl B |
||||||||
6.669%, SOFR90A + 2.112%, 07/26/2083 (A) |
1,155 | 1,190 | ||||||
SLM Student Loan Trust, Ser 2014-3A, Cl A6A |
||||||||
5.369%, SOFR90A + 0.812%, 10/25/2064 (A)(C) |
1,859 | 1,852 | ||||||
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
||||||||
2.430%, 02/17/2032 (C) |
4 | 4 | ||||||
SMB Private Education Loan Trust, Ser 2020-A, Cl A2A |
||||||||
2.230%, 09/15/2037 (C) |
570 | 547 | ||||||
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
||||||||
1.600%, 09/15/2054 (C) |
1,753 | 1,643 | ||||||
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
||||||||
1.590%, 01/15/2053 (C) |
5,336 | 4,869 | ||||||
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
||||||||
1.070%, 01/15/2053 (C) |
2,303 | 2,075 | ||||||
SMB Private Education Loan Trust, Ser 2021-A, Cl B |
||||||||
2.310%, 01/15/2053 (C) |
897 | 870 | ||||||
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
||||||||
1.310%, 07/17/2051 (C) |
1,399 | 1,298 | ||||||
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 |
||||||||
1.390%, 01/15/2053 (C) |
2,372 | 2,163 | ||||||
SMB Private Education Loan Trust, Ser 2021-C, Cl B |
||||||||
2.300%, 01/15/2053 (C) |
1,364 | 1,317 | ||||||
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
||||||||
1.340%, 03/17/2053 (C) |
2,290 | 2,133 | ||||||
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
||||||||
1.680%, 02/15/2051 (C) |
3,329 | 3,097 | ||||||
SMB Private Education Loan Trust, Ser 2024-A, Cl A1A |
||||||||
5.240%, 03/15/2056 (C) |
1,626 | 1,649 | ||||||
SMB Private Education Loan Trust, Ser 2024-E, Cl A1A |
||||||||
5.090%, 10/16/2056 (C) |
3,569 | 3,604 | ||||||
204
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX |
||||||||
2.650%, 09/25/2040 (C) |
$ | 15 | $ | 15 | ||||
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
||||||||
1.140%, 02/15/2047 (C) |
1,240 | 1,083 | ||||||
South Carolina Student Loan, Ser 2015-A, Cl A |
||||||||
5.934%, TSFR1M + 1.614%, 01/25/2036 (A) |
299 | 299 | ||||||
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
||||||||
1.893%, 08/25/2045 (C) |
3,772 | 3,715 | ||||||
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
||||||||
4.984%, TSFR1M + 0.664%, 09/25/2034 (A) |
1,922 | 1,846 | ||||||
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |
||||||||
4.774%, TSFR1M + 0.454%, 12/25/2036 (A) |
525 | 519 | ||||||
T-Mobile US Trust, Ser 2022-1A, Cl A |
||||||||
4.910%, 05/22/2028 (C) |
974 | 976 | ||||||
T-Mobile US Trust, Ser 2024-1A, Cl A |
||||||||
5.050%, 09/20/2029 (C) |
2,330 | 2,350 | ||||||
T-Mobile US Trust, Ser 2024-2A, Cl A |
||||||||
4.250%, 05/21/2029 (C) |
1,945 | 1,941 | ||||||
T-Mobile US Trust, Ser 2025-1A, Cl A |
||||||||
4.740%, 11/20/2029 (C) |
2,064 | 2,080 | ||||||
Trestles CLO VII, Ser 2024-7A, Cl A1 |
||||||||
6.203%, TSFR3M + 1.380%, 10/25/2037 (A)(C) |
2,180 | 2,195 | ||||||
TRTX Issuer, Ser 2022-FL5, Cl A |
||||||||
5.962%, TSFR1M + 1.650%, 02/15/2039 (A)(C) |
3,910 | 3,933 | ||||||
U.S. Small Business Administration, Ser 2019-20D, Cl 1 |
||||||||
2.980%, 04/01/2039 |
183 | 171 | ||||||
U.S. Small Business Administration, Ser 2022-25E, Cl 1 |
||||||||
3.940%, 05/01/2047 |
908 | 869 | ||||||
U.S. Small Business Administration, Ser 2022-25F, Cl 1 |
||||||||
4.010%, 06/01/2047 |
1,136 | 1,089 | ||||||
U.S. Small Business Administration, Ser 2024-25C, Cl 1 |
||||||||
4.970%, 03/01/2049 |
344 | 350 | ||||||
Verizon Master Trust, Ser 2023-1, Cl A |
||||||||
4.490%, 01/22/2029 |
3,044 | 3,045 | ||||||
Verizon Master Trust, Ser 2023-2, Cl A |
||||||||
4.890%, 04/13/2028 |
1,101 | 1,102 | ||||||
Verizon Master Trust, Ser 2023-4, Cl A1A |
||||||||
5.160%, 06/20/2029 |
6,767 | 6,837 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Verizon Master Trust, Ser 2023-6, Cl A |
||||||||
5.350%, 09/22/2031 (C) |
$ | 4,885 | $ | 5,035 | ||||
Verizon Master Trust, Ser 2023-7, Cl A1A |
||||||||
5.670%, 11/20/2029 |
2,815 | 2,874 | ||||||
Verizon Master Trust, Ser 2024-1, Cl A1A |
||||||||
5.000%, 12/20/2028 |
5,125 | 5,149 | ||||||
Verizon Master Trust, Ser 2024-5, Cl A |
||||||||
5.000%, 06/21/2032 (C) |
3,903 | 3,991 | ||||||
Verizon Master Trust, Ser 2024-7, Cl A |
||||||||
4.350%, 08/20/2032 (C) |
6,895 | 6,867 | ||||||
Verizon Master Trust, Ser 2025-2, Cl A |
||||||||
4.940%, 01/20/2033 (C) |
4,694 | 4,798 | ||||||
Voya CLO, Ser 2018-3A, Cl A1R2 |
||||||||
5.502%, TSFR3M + 1.200%, 10/15/2031 (A)(C) |
1,404 | 1,407 | ||||||
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
||||||||
4.724%, TSFR1M + 0.404%, 07/25/2036 (A) |
3,925 | 3,902 | ||||||
| 307,920 | ||||||||
Total Asset-Backed Securities |
||||||||
(Cost $530,263) ($ Thousands) |
531,384 | |||||||
SOVEREIGN DEBT — 0.3% |
||||||||
Chile Government International Bond |
||||||||
5.650%, 01/13/2037 |
1,135 | 1,153 | ||||||
Export Finance & Insurance |
||||||||
4.625%, 10/26/2027(C) |
2,494 | 2,526 | ||||||
Israel Government International Bond |
||||||||
5.750%, 03/12/2054 |
1,160 | 1,092 | ||||||
5.625%, 02/19/2035 |
2,171 | 2,182 | ||||||
5.375%, 02/19/2030 |
6,853 | 6,912 | ||||||
4.500%, 01/17/2033 |
708 | 668 | ||||||
3.875%, 07/03/2050 |
763 | 557 | ||||||
Mexico Government International Bond |
||||||||
7.375%, 05/13/2055 |
2,034 | 2,121 | ||||||
6.875%, 05/13/2037 |
824 | 848 | ||||||
4.750%, 03/08/2044 |
517 | 406 | ||||||
4.600%, 01/23/2046 |
984 | 743 | ||||||
4.600%, 02/10/2048 |
1,019 | 761 | ||||||
3.500%, 02/12/2034 |
3,849 | 3,164 | ||||||
2.659%, 05/24/2031 |
3,346 | 2,807 | ||||||
Oriental Republic of Uruguay |
||||||||
5.250%, 09/10/2060 |
965 | 892 | ||||||
Paraguay Government International Bond |
||||||||
6.650%, 03/04/2055(C) |
718 | 727 | ||||||
5.400%, 03/30/2050(C) |
2,919 | 2,554 | ||||||
Total Sovereign Debt |
||||||||
(Cost $29,782) ($ Thousands) |
30,113 | |||||||
SEI Institutional Investments Trust
205
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2% |
||||||||
FNMA |
||||||||
0.000%, 11/15/2030(B) |
$ | 8,487 | $ | 6,655 | ||||
Resolution Funding Interest STRIP |
||||||||
0.000%, 01/15/2030(B) |
1,930 | 1,571 | ||||||
Resolution Funding Principal STRIP |
||||||||
0.000%, 04/15/2030(B) |
10,375 | 8,336 | ||||||
Total U.S. Government Agency Obligations |
||||||||
(Cost $18,093) ($ Thousands) |
16,562 | |||||||
MUNICIPAL BONDS — 0.2% |
||||||||
California — 0.0% |
||||||||
California State University, Ser B, RB |
||||||||
2.374%, 11/01/2035 |
1,160 | 925 | ||||||
California State, Health Facilities Financing Authority, Ser 2021A, RB |
||||||||
3.000%, 08/15/2051 |
1,260 | 1,011 | ||||||
| 1,936 | ||||||||
Georgia — 0.1% |
||||||||
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
||||||||
6.637%, 04/01/2057 |
2,245 | 2,517 | ||||||
Nevada — 0.0% |
||||||||
Clark County, Airport System Revenue, Build America Project, Ser C, RB |
||||||||
6.820%, 07/01/2045 |
1,170 | 1,340 | ||||||
New York — 0.1% |
||||||||
New York & New Jersey, Port Authority, Ser 174, RB |
||||||||
4.458%, 10/01/2062 |
1,600 | 1,404 | ||||||
New York City, Ser A, GO |
||||||||
3.000%, 08/01/2034 |
870 | 755 | ||||||
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB |
||||||||
2.400%, 11/01/2032 |
1,085 | 924 | ||||||
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
||||||||
5.508%, 08/01/2037 |
1,940 | 1,941 | ||||||
| 5,024 | ||||||||
Ohio — 0.0% |
||||||||
Ohio State University, Build America Project, Ser A, RB |
||||||||
4.800%, 06/01/2111 |
689 | 617 | ||||||
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
Texas — 0.0% |
||||||||
North Texas, Tollway Authority, Build America Project, Ser B, RB |
||||||||
6.718%, 01/01/2049 |
$ | 1,154 | $ | 1,329 | ||||
University of Texas, Board of Regents, Ser B, RB |
||||||||
2.439%, 08/15/2049 |
585 | 372 | ||||||
| 1,701 | ||||||||
Virginia — 0.0% |
||||||||
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB |
||||||||
6.000%, 06/25/2034 |
49 | 49 | ||||||
Total Municipal Bonds |
||||||||
(Cost $14,637) ($ Thousands) |
13,184 | |||||||
|
||||||||
CASH EQUIVALENT — 2.8% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
237,176,247 | 237,176 | ||||||
Total Cash Equivalent |
||||||||
(Cost $237,176) ($ Thousands) |
237,176 | |||||||
PURCHASED SWAPTIONS — 0.0% |
||||||||
Total Purchased Swaptions |
||||||||
(Cost $1,098) ($ Thousands) |
657 | |||||||
Total Investments in Securities — 106.7% |
||||||||
(Cost $9,163,338) ($ Thousands) |
$ | 9,067,686 | ||||||
206
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Continued)
A list of open over the counter swaptions contracts for the Fund at February 28, 2025, is as follows:
Description |
Counterparty |
Number of Contracts/ Notional Amount |
Exercise Price |
Expiration Date |
Value |
|||||||||||||||
PURCHASED SWAPTIONS — 0.0% |
||||||||||||||||||||
Put Swaptions |
||||||||||||||||||||
Swaption |
Bank of America Merrill Lynch | $ | 135,580,000 | $ | 4.46 | 01/17/2026 | $ | 330 | ||||||||||||
Swaption |
Bank of America Merrill Lynch | 57,735,000 | 4.52 | 01/17/2026 | 327 | |||||||||||||||
Total Purchased Swaptions |
$ | 193,315,000 | $ | 657 | ||||||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
4,932 | Jun-2025 | $ | 1,016,790 | $ | 1,020,770 | $ | 3,980 | ||||||||||||
U.S. 5-Year Treasury Note |
3,657 | Jun-2025 | 389,720 | 394,726 | 5,006 | |||||||||||||||
U.S. 10-Year Treasury Note |
292 | Jun-2025 | 32,031 | 32,439 | 408 | |||||||||||||||
U.S. Ultra Long Treasury Bond |
179 | Jun-2025 | 22,055 | 22,219 | 164 | |||||||||||||||
| 1,460,596 | 1,470,154 | 9,558 | ||||||||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. Long Treasury Bond |
(544) | Jun-2025 | $ | (63,140 | ) | $ | (64,243 | ) | $ | (1,103 | ) | |||||||||
U.S. Ultra Long Treasury Bond |
(82) | Jun-2025 | (9,774 | ) | (10,178 | ) | (404 | ) | ||||||||||||
Ultra 10-Year U.S. Treasury Note |
(1,526) | Jun-2025 | (172,854 | ) | (174,345 | ) | (1,491 | ) | ||||||||||||
| (245,768 | ) | (248,766 | ) | (2,998 | ) | |||||||||||||||
| $ | 1,214,828 | $ | 1,221,388 | $ | 6,560 | |||||||||||||||
SEI Institutional Investments Trust
207
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Core Fixed Income Fund (Concluded)
|
Percentages are based on Net Assets of $8,495,352 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Zero coupon security. |
(C) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $900,104 ($ Thousands), representing 10.6% of the Net Assets of the Fund. |
(D) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(E) |
No interest rate available. |
(F) |
Interest rate represents the security's effective yield at the time of purchase. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Security is in default on interest payment. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Liquidity Fund, LP |
$ | 13 | $ | — | $ | (33 | ) | $ | 6 | $ | 14 | $ | — | $ | 3 | $ | — | |||||||||||||||
SEI Daily Income Trust, Government Fund, |
164,770 | 7,485,704 | (7,413,298 | ) | — | — | 237,176 | 10,689 | — | |||||||||||||||||||||||
Totals |
$ | 164,783 | $ | 7,485,704 | $ | (7,413,331 | ) | $ | 6 | $ | 14 | $ | 237,176 | $ | 10,692 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
208
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS — 75.9% |
||||||||
Communication Services — 13.8% |
||||||||
Altice Financing |
||||||||
5.750%, 08/15/2029 (A) |
$ | 2,740 | $ | 2,149 | ||||
5.000%, 01/15/2028 (A) |
1,089 | 882 | ||||||
Altice France |
||||||||
8.125%, 02/01/2027 (A) |
2,782 | 2,495 | ||||||
5.500%, 01/15/2028 (A) |
2,447 | 1,970 | ||||||
5.500%, 10/15/2029 (A) |
1,670 | 1,304 | ||||||
5.125%, 07/15/2029 (A) |
523 | 406 | ||||||
Altice France Holding |
||||||||
10.500%, 05/15/2027 (A) |
1,135 | 355 | ||||||
ANGI Group LLC |
||||||||
3.875%, 08/15/2028 (A) |
1,683 | 1,544 | ||||||
Arches Buyer |
||||||||
6.125%, 12/01/2028 (A) |
153 | 139 | ||||||
4.250%, 06/01/2028 (A) |
1,792 | 1,681 | ||||||
Beasley Mezzanine Holdings LLC |
||||||||
9.200%, 08/01/2028 (A) |
4,279 | 1,968 | ||||||
Belo |
||||||||
7.250%, 09/15/2027 |
442 | 454 | ||||||
C&W Senior Finance |
||||||||
9.000%, 01/15/2033 (A) |
1,480 | 1,495 | ||||||
CCO Holdings LLC |
||||||||
7.375%, 03/01/2031 (A) |
2,655 | 2,732 | ||||||
6.375%, 09/01/2029 (A) |
2,650 | 2,660 | ||||||
5.375%, 06/01/2029 (A) |
1,006 | 978 | ||||||
5.125%, 05/01/2027 (A) |
3,946 | 3,892 | ||||||
5.000%, 02/01/2028 (A) |
12,384 | 12,079 | ||||||
4.750%, 03/01/2030 (A) |
2,405 | 2,241 | ||||||
4.500%, 08/15/2030 (A) |
7,892 | 7,222 | ||||||
4.500%, 05/01/2032 |
175 | 154 | ||||||
4.250%, 02/01/2031 (A) |
8,607 | 7,722 | ||||||
4.250%, 01/15/2034 (A) |
5,145 | 4,313 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.550%, 06/01/2034 |
3,090 | 3,202 | ||||||
Cinemark USA |
||||||||
7.000%, 08/01/2032 (A) |
114 | 117 | ||||||
5.250%, 07/15/2028 (A) |
270 | 264 | ||||||
Clear Channel Outdoor Holdings Inc. |
||||||||
9.000%, 09/15/2028 (A) |
79 | 83 | ||||||
7.750%, 04/15/2028 (A) |
578 | 537 | ||||||
7.500%, 06/01/2029 (A) |
917 | 813 | ||||||
5.125%, 08/15/2027 (A) |
2,861 | 2,797 | ||||||
CMG Media |
||||||||
8.875%, 06/18/2029 (A) |
5,050 | 4,218 | ||||||
Consolidated Communications |
||||||||
6.500%, 10/01/2028 (A) |
909 | 885 | ||||||
CSC Holdings LLC |
||||||||
11.250%, 05/15/2028 (A) |
5,674 | 5,523 | ||||||
7.500%, 04/01/2028 (A) |
1,340 | 996 | ||||||
6.500%, 02/01/2029 (A) |
4,353 | 3,635 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.750%, 01/15/2030 (A) |
$ | 4,365 | $ | 2,510 | ||||
5.500%, 04/15/2027 (A) |
515 | 478 | ||||||
5.375%, 02/01/2028 (A) |
270 | 232 | ||||||
4.500%, 11/15/2031 (A) |
909 | 666 | ||||||
4.125%, 12/01/2030 (A) |
97 | 71 | ||||||
3.375%, 02/15/2031 (A) |
1,337 | 950 | ||||||
Directv Financing LLC |
||||||||
8.875%, 02/01/2030 (A) |
3,651 | 3,563 | ||||||
5.875%, 08/15/2027 (A) |
485 | 477 | ||||||
DISH DBS |
||||||||
7.750%, 07/01/2026 |
2,890 | 2,578 | ||||||
5.750%, 12/01/2028 (A) |
3,273 | 2,903 | ||||||
5.250%, 12/01/2026 (A) |
4,141 | 3,893 | ||||||
5.125%, 06/01/2029 |
1,330 | 897 | ||||||
DISH Network |
||||||||
11.750%, 11/15/2027 (A) |
14,911 | 15,734 | ||||||
EchoStar |
||||||||
10.750%, 11/30/2029 |
5,131 | 5,497 | ||||||
6.750%, 11/30/2030 |
445 | 416 | ||||||
3.875%, 11/30/2030 |
779 | 970 | ||||||
Fibercop |
||||||||
6.375%, 11/15/2033 (A) |
916 | 898 | ||||||
6.000%, 09/30/2034 (A) |
1,352 | 1,274 | ||||||
Fox |
||||||||
5.576%, 01/25/2049 |
850 | 811 | ||||||
5.476%, 01/25/2039 |
850 | 825 | ||||||
Frontier Communications Holdings LLC |
||||||||
8.750%, 05/15/2030 (A) |
316 | 334 | ||||||
6.750%, 05/01/2029 (A) |
95 | 96 | ||||||
6.000%, 01/15/2030 (A) |
172 | 173 | ||||||
5.875%, 10/15/2027 (A) |
32 | 32 | ||||||
5.875%, 11/01/2029 |
188 | 188 | ||||||
5.000%, 05/01/2028 (A) |
1,222 | 1,209 | ||||||
GCI LLC |
||||||||
4.750%, 10/15/2028 (A) |
944 | 894 | ||||||
Gray Media |
||||||||
10.500%, 07/15/2029 (A) |
4,052 | 4,179 | ||||||
7.000%, 05/15/2027 (A) |
2,354 | 2,308 | ||||||
5.375%, 11/15/2031 (A) |
6,404 | 3,719 | ||||||
4.750%, 10/15/2030 (A) |
7,691 | 4,531 | ||||||
Hughes Satellite Systems |
||||||||
6.625%, 08/01/2026 |
130 | 105 | ||||||
iHeartCommunications |
||||||||
10.875%, 05/01/2030 |
1,032 | 608 | ||||||
9.125%, 05/01/2029 |
1,533 | 1,299 | ||||||
7.750%, 08/15/2030 (A) |
512 | 392 | ||||||
Iliad Holding SASU |
||||||||
8.500%, 04/15/2031 (A) |
1,550 | 1,651 | ||||||
7.000%, 10/15/2028 (A) |
1,805 | 1,837 | ||||||
7.000%, 04/15/2032 (A) |
2,720 | 2,746 | ||||||
Intelsat Jackson Holdings |
||||||||
6.500%, 03/15/2030 (A) |
2,467 | 2,298 | ||||||
SEI Institutional Investments Trust
209
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
LCPR Senior Secured Financing DAC |
||||||||
6.750%, 10/15/2027 (A) |
$ | 1,629 | $ | 1,389 | ||||
Level 3 Financing |
||||||||
11.000%, 11/15/2029 (A) |
2,309 | 2,620 | ||||||
10.500%, 04/15/2029 (A) |
2,384 | 2,670 | ||||||
10.500%, 05/15/2030 (A) |
5,290 | 5,760 | ||||||
4.875%, 06/15/2029 (A) |
3,935 | 3,404 | ||||||
4.500%, 04/01/2030 (A) |
1,145 | 945 | ||||||
3.875%, 10/15/2030 (A) |
1,356 | 1,061 | ||||||
3.750%, 07/15/2029 (A) |
365 | 281 | ||||||
3.625%, 01/15/2029 |
795 | 620 | ||||||
Live Nation Entertainment |
||||||||
6.500%, 05/15/2027 (A) |
1,768 | 1,797 | ||||||
5.625%, 03/15/2026 (A) |
571 | 570 | ||||||
4.750%, 10/15/2027 (A) |
3,234 | 3,159 | ||||||
3.750%, 01/15/2028 (A) |
583 | 558 | ||||||
Lumen Technologies |
||||||||
10.000%, 10/15/2032 (A) |
907 | 906 | ||||||
7.650%, 03/15/2042 |
1,336 | 1,097 | ||||||
7.600%, 09/15/2039 |
450 | 361 | ||||||
5.375%, 06/15/2029 (A) |
466 | 389 | ||||||
4.125%, 04/15/2029 (A) |
657 | 598 | ||||||
4.125%, 04/15/2030 (A) |
2,015 | 1,805 | ||||||
McGraw-Hill Education |
||||||||
7.375%, 09/01/2031 (A) |
645 | 660 | ||||||
5.750%, 08/01/2028 (A) |
3,695 | 3,624 | ||||||
Midcontinent Communications |
||||||||
8.000%, 08/15/2032 (A) |
2,967 | 3,037 | ||||||
Nexstar Media |
||||||||
5.625%, 07/15/2027 (A) |
1,558 | 1,541 | ||||||
4.750%, 11/01/2028 (A) |
1,855 | 1,758 | ||||||
Paramount Global |
||||||||
5.500%, 05/15/2033 |
1,510 | 1,466 | ||||||
4.950%, 01/15/2031 |
4,623 | 4,457 | ||||||
Rakuten Group |
||||||||
11.250%, 02/15/2027 (A) |
3,401 | 3,728 | ||||||
Sable International Finance |
||||||||
7.125%, 10/15/2032 (A) |
1,425 | 1,397 | ||||||
Scripps Escrow |
||||||||
5.875%, 07/15/2027 (A) |
2,911 | 2,357 | ||||||
Scripps Escrow II |
||||||||
3.875%, 01/15/2029 (A) |
4,371 | 3,093 | ||||||
Shutterfly Finance LLC |
||||||||
9.750%, 10/01/2027 (A) |
134 | 134 | ||||||
8.500%cash/0% PIK, 10/01/2027 (A) |
867 | 776 | ||||||
Sinclair Television Group |
||||||||
8.125%, 02/15/2033 (A) |
3,084 | 3,055 | ||||||
Sirius XM Radio |
||||||||
5.500%, 07/01/2029 (A) |
1,341 | 1,313 | ||||||
5.000%, 08/01/2027 (A) |
2,331 | 2,299 | ||||||
4.125%, 07/01/2030 (A) |
3,422 | 3,074 | ||||||
4.000%, 07/15/2028 (A) |
1,670 | 1,569 | ||||||
3.875%, 09/01/2031 (A) |
3,730 | 3,235 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.125%, 09/01/2026 (A) |
$ | 1,400 | $ | 1,354 | ||||
Snap |
||||||||
6.875%, 03/01/2033 (A) |
1,112 | 1,126 | ||||||
Spanish Broadcasting System |
||||||||
9.750%, 03/01/2026 (A) |
4,965 | 3,165 | ||||||
Stagwell Global LLC |
||||||||
5.625%, 08/15/2029 (A) |
625 | 605 | ||||||
TEGNA |
||||||||
4.625%, 03/15/2028 |
1,796 | 1,716 | ||||||
Telenet Finance Luxembourg Notes Sarl |
||||||||
5.500%, 03/01/2028 (A) |
3,000 | 2,903 | ||||||
Telesat Canada |
||||||||
6.500%, 10/15/2027 (A) |
684 | 311 | ||||||
5.625%, 12/06/2026 (A) |
1,974 | 1,212 | ||||||
Time Warner Cable Enterprises LLC |
||||||||
8.375%, 07/15/2033 |
1,540 | 1,772 | ||||||
U.S. Cellular |
||||||||
6.700%, 12/15/2033 |
405 | 438 | ||||||
Univision Communications |
||||||||
8.000%, 08/15/2028 (A) |
2,731 | 2,774 | ||||||
Univision Communications Inc |
||||||||
7.375%, 06/30/2030 (A) |
513 | 501 | ||||||
Urban One |
||||||||
7.375%, 02/01/2028 (A) |
7,775 | 3,930 | ||||||
Virgin Media Finance |
||||||||
5.000%, 07/15/2030 (A) |
1,216 | 1,055 | ||||||
Virgin Media Secured Finance |
||||||||
4.500%, 08/15/2030 (A) |
757 | 673 | ||||||
Virgin Media Vendor Financing Notes IV DAC |
||||||||
5.000%, 07/15/2028 (A) |
4,121 | 3,950 | ||||||
Vmed O2 UK Financing I |
||||||||
4.250%, 01/31/2031 (A) |
3,505 | 3,039 | ||||||
Windstream Services LLC |
||||||||
8.250%, 10/01/2031 (A) |
3,269 | 3,379 | ||||||
Zayo Group Holdings |
||||||||
4.000%, 03/01/2027 (A) |
9,511 | 8,972 | ||||||
Zayo Group Holdings Inc |
||||||||
6.125%, 03/01/2028 (A) |
3,175 | 2,812 | ||||||
| 276,397 | ||||||||
Consumer Discretionary — 11.4% |
||||||||
1011778 BC ULC / New Red Finance |
||||||||
5.625%, 09/15/2029 (A) |
1,818 | 1,819 | ||||||
4.375%, 01/15/2028 (A) |
1,480 | 1,431 | ||||||
Academy |
||||||||
6.000%, 11/15/2027 (A) |
1,770 | 1,768 | ||||||
Adient Global Holdings |
||||||||
7.500%, 02/15/2033 (A) |
268 | 268 | ||||||
Adient Global Holdings Ltd. |
||||||||
8.250%, 04/15/2031 (A) |
735 | 756 | ||||||
7.000%, 04/15/2028 (A) |
74 | 76 | ||||||
4.875%, 08/15/2026 (A) |
690 | 690 | ||||||
210
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
ADT Security |
||||||||
4.125%, 08/01/2029 (A) |
$ | 575 | $ | 543 | ||||
Amer Sports |
||||||||
6.750%, 02/16/2031 (A) |
2,053 | 2,108 | ||||||
American Axle & Manufacturing |
||||||||
6.875%, 07/01/2028 |
467 | 464 | ||||||
6.500%, 04/01/2027 |
553 | 551 | ||||||
American Builders & Contractors Supply |
||||||||
4.000%, 01/15/2028 (A) |
52 | 50 | ||||||
Aramark Services |
||||||||
5.000%, 02/01/2028 (A) |
543 | 534 | ||||||
Asbury Automotive Group |
||||||||
4.750%, 03/01/2030 |
227 | 216 | ||||||
4.625%, 11/15/2029 (A) |
1,028 | 979 | ||||||
4.500%, 03/01/2028 |
2,431 | 2,359 | ||||||
Ashton Woods USA LLC |
||||||||
6.625%, 01/15/2028 (A) |
2,261 | 2,266 | ||||||
4.625%, 04/01/2030 (A) |
932 | 864 | ||||||
Aston Martin Capital Holdings |
||||||||
10.000%, 03/31/2029 (A) |
3,607 | 3,498 | ||||||
Aventine (Escrow Security) |
||||||||
0.000%, 10/15/2049 (B)(C)(D) |
2,600 | – | ||||||
Avianca Midco 2 |
||||||||
9.625%, 02/14/2030 (A) |
1,445 | 1,406 | ||||||
Bath & Body Works |
||||||||
7.600%, 07/15/2037 |
1,280 | 1,324 | ||||||
7.500%, 06/15/2029 |
542 | 556 | ||||||
6.875%, 11/01/2035 |
1,149 | 1,191 | ||||||
6.750%, 07/01/2036 |
3,280 | 3,349 | ||||||
6.625%, 10/01/2030 (A) |
2,003 | 2,045 | ||||||
5.250%, 02/01/2028 |
291 | 290 | ||||||
Boyne USA |
||||||||
4.750%, 05/15/2029 (A) |
1,315 | 1,258 | ||||||
Caesars Entertainment |
||||||||
7.000%, 02/15/2030 (A) |
3,585 | 3,693 | ||||||
6.500%, 02/15/2032 (A) |
376 | 381 | ||||||
6.000%, 10/15/2032 (A) |
2,289 | 2,232 | ||||||
4.625%, 10/15/2029 (A) |
363 | 343 | ||||||
Carnival |
||||||||
7.000%, 08/15/2029 (A) |
148 | 155 | ||||||
6.125%, 02/15/2033 (A) |
5,606 | 5,646 | ||||||
6.000%, 05/01/2029 (A) |
4,022 | 4,033 | ||||||
5.750%, 03/01/2027 (A) |
875 | 877 | ||||||
4.000%, 08/01/2028 (A) |
1,558 | 1,497 | ||||||
Carvana, Strike Price Fixed |
||||||||
9.000%cash/0% PIK, 06/01/2031 (A) |
2,399 | 2,727 | ||||||
CD&R Smokey Buyer |
||||||||
9.500%, 10/15/2029 (A) |
382 | 375 | ||||||
Churchill Downs |
||||||||
4.750%, 01/15/2028 (A) |
1,732 | 1,692 | ||||||
Clarios Global |
||||||||
8.500%, 05/15/2027 (A) |
4,995 | 5,014 | ||||||
6.750%, 05/15/2028 (A) |
351 | 359 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
6.750%, 02/15/2030 (A) |
$ | 959 | $ | 981 | ||||
6.250%, 05/15/2026 (A) |
300 | 300 | ||||||
Cooper-Standard Automotive |
||||||||
13.500%cash/0% PIK, 03/31/2027 (A) |
2,708 | 2,850 | ||||||
5.625%cash/0% PIK, 05/15/2027 (A) |
1,583 | 1,365 | ||||||
Cougar JV Subsidiary LLC |
||||||||
8.000%, 05/15/2032 (A) |
3,382 | 3,580 | ||||||
Dana |
||||||||
5.625%, 06/15/2028 |
322 | 321 | ||||||
Dornoch Debt Merger Sub |
||||||||
6.625%, 10/15/2029 (A) |
619 | 493 | ||||||
eG Global Finance |
||||||||
12.000%, 11/30/2028 (A) |
4,865 | 5,457 | ||||||
Empire Resorts |
||||||||
7.750%, 11/01/2026 (A) |
2,235 | 2,147 | ||||||
Fertitta Entertainment LLC |
||||||||
6.750%, 01/15/2030 (A) |
400 | 372 | ||||||
4.625%, 01/15/2029 (A) |
2,406 | 2,275 | ||||||
Fontainebleau Las Vegas |
||||||||
11.000%, 06/15/2015 (A)(B)(D) |
3,481 | – | ||||||
Ford Motor Credit LLC |
||||||||
7.200%, 06/10/2030 |
200 | 211 | ||||||
6.950%, 03/06/2026 |
200 | 203 | ||||||
6.950%, 06/10/2026 |
223 | 227 | ||||||
5.125%, 06/16/2025 |
690 | 690 | ||||||
4.687%, 06/09/2025 |
1,245 | 1,244 | ||||||
4.542%, 08/01/2026 |
1,481 | 1,467 | ||||||
4.134%, 08/04/2025 |
700 | 697 | ||||||
3.375%, 11/13/2025 |
207 | 204 | ||||||
Ford Motor Credit LLC MTN |
||||||||
4.389%, 01/08/2026 |
650 | 646 | ||||||
Gap |
||||||||
3.625%, 10/01/2029 (A) |
1,822 | 1,665 | ||||||
Genting New York LLC |
||||||||
7.250%, 10/01/2029 (A) |
1,360 | 1,405 | ||||||
Goodyear Tire & Rubber |
||||||||
5.250%, 04/30/2031 |
206 | 191 | ||||||
5.250%, 07/15/2031 |
702 | 651 | ||||||
5.000%, 07/15/2029 |
465 | 442 | ||||||
GrubHub Holdings |
||||||||
5.500%, 07/01/2027 (A) |
5,270 | 4,903 | ||||||
Hilton Domestic Operating |
||||||||
6.125%, 04/01/2032 (A) |
541 | 549 | ||||||
5.875%, 04/01/2029 (A) |
136 | 137 | ||||||
5.875%, 03/15/2033 (A) |
2,819 | 2,825 | ||||||
5.750%, 05/01/2028 (A) |
361 | 361 | ||||||
4.875%, 01/15/2030 |
140 | 137 | ||||||
4.000%, 05/01/2031 (A) |
4,020 | 3,688 | ||||||
3.750%, 05/01/2029 (A) |
3,391 | 3,180 | ||||||
IHO Verwaltungs GmbH |
||||||||
8.000%, 11/15/2032 (A) |
200 | 202 | ||||||
7.750%, 11/15/2030 (A) |
200 | 201 | ||||||
SEI Institutional Investments Trust
211
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
International Game Technology |
||||||||
5.250%, 01/15/2029 (A) |
$ | 1,505 | $ | 1,482 | ||||
Jacobs Entertainment |
||||||||
6.750%, 02/15/2029 (A) |
3,270 | 3,202 | ||||||
Landsea Homes |
||||||||
8.875%, 04/01/2029 (A) |
1,405 | 1,398 | ||||||
Latam Airlines Group |
||||||||
7.875%, 04/15/2030 (A) |
3,375 | 3,399 | ||||||
LBM Acquisition LLC |
||||||||
6.250%, 01/15/2029 (A) |
2,114 | 1,946 | ||||||
LCM Investments Holdings II LLC |
||||||||
8.250%, 08/01/2031 (A) |
2,595 | 2,739 | ||||||
4.875%, 05/01/2029 (A) |
2,835 | 2,701 | ||||||
LGI Homes |
||||||||
8.750%, 12/15/2028 (A) |
2,545 | 2,689 | ||||||
Liberty Interactive LLC |
||||||||
8.500%, 07/15/2029 |
750 | 370 | ||||||
8.250%, 02/01/2030 |
4,690 | 2,226 | ||||||
Melco Resorts Finance |
||||||||
5.375%, 12/04/2029 (A) |
1,665 | 1,542 | ||||||
MGM Resorts International |
||||||||
6.500%, 04/15/2032 |
1,007 | 1,015 | ||||||
6.125%, 09/15/2029 |
1,702 | 1,712 | ||||||
4.750%, 10/15/2028 |
2,195 | 2,132 | ||||||
NCL |
||||||||
6.750%, 02/01/2032 (A) |
2,345 | 2,397 | ||||||
NESCO Holdings II |
||||||||
5.500%, 04/15/2029 (A) |
372 | 350 | ||||||
Newell Brands |
||||||||
6.875%, 04/01/2036 |
105 | 105 | ||||||
6.625%, 09/15/2029 |
227 | 231 | ||||||
6.625%, 05/15/2032 |
127 | 126 | ||||||
6.375%, 09/15/2027 |
167 | 169 | ||||||
6.375%, 05/15/2030 |
142 | 142 | ||||||
5.700%, 04/01/2026 |
638 | 637 | ||||||
OneSky Flight LLC |
||||||||
8.875%, 12/15/2029 (A) |
3,310 | 3,436 | ||||||
Papa John's International |
||||||||
3.875%, 09/15/2029 (A) |
872 | 824 | ||||||
PetSmart |
||||||||
7.750%, 02/15/2029 (A) |
250 | 242 | ||||||
4.750%, 02/15/2028 (A) |
2,506 | 2,379 | ||||||
PM General Purchaser LLC |
||||||||
9.500%, 10/01/2028 (A) |
528 | 514 | ||||||
QVC |
||||||||
6.875%, 04/15/2029 (A) |
1,693 | 1,378 | ||||||
Ritchie Bros Holdings |
||||||||
7.750%, 03/15/2031 (A) |
2,580 | 2,715 | ||||||
Rite Aid |
||||||||
15.000%cash/0% PIK, 08/30/2031 (B) |
1,963 | 726 | ||||||
11.466%cash/0% PIK, TSFR3M + 7.000%, 08/30/2031 (A)(B)(E) |
465 | 418 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
8.000%, 10/18/2024 (A)(B)(D) |
$ | 1,286 | $ | – | ||||
8.000%, 11/15/2026 (A)(B)(D) |
3,328 | – | ||||||
7.500%, 07/01/2025 (A)(B)(D) |
1,259 | – | ||||||
Rivers Enterprise Borrower LLC |
||||||||
6.625%, 02/01/2033 (A) |
1,740 | 1,738 | ||||||
Royal Caribbean Cruises |
||||||||
6.250%, 03/15/2032 (A) |
275 | 281 | ||||||
6.000%, 02/01/2033 (A) |
7,419 | 7,503 | ||||||
5.625%, 09/30/2031 (A) |
274 | 272 | ||||||
Sabre GLBL |
||||||||
10.750%, 11/15/2029 (A) |
6,561 | 6,992 | ||||||
Saks Global Enterprises LLC |
||||||||
11.000%, 12/15/2029 (A) |
3,043 | 2,810 | ||||||
Sally Holdings LLC |
||||||||
6.750%, 03/01/2032 |
1,730 | 1,756 | ||||||
Service International |
||||||||
5.750%, 10/15/2032 |
1,460 | 1,448 | ||||||
Shea Homes |
||||||||
4.750%, 04/01/2029 |
1,323 | 1,253 | ||||||
Six Flags Entertainment |
||||||||
7.250%, 05/15/2031 (A) |
5,588 | 5,762 | ||||||
7.000%, 07/01/2025 (A) |
74 | 74 | ||||||
6.625%, 05/01/2032 (A) |
2,285 | 2,341 | ||||||
5.375%, 04/15/2027 |
230 | 228 | ||||||
5.250%, 07/15/2029 |
255 | 247 | ||||||
Somnigroup International |
||||||||
4.000%, 04/15/2029 (A) |
900 | 839 | ||||||
3.875%, 10/15/2031 (A) |
304 | 269 | ||||||
Sonic Automotive |
||||||||
4.875%, 11/15/2031 (A) |
212 | 197 | ||||||
4.625%, 11/15/2029 (A) |
560 | 527 | ||||||
Specialty Building Products Holdings LLC |
||||||||
7.750%, 10/15/2029 (A) |
2,507 | 2,562 | ||||||
Staples |
||||||||
12.750%, 01/15/2030 (A) |
815 | 590 | ||||||
10.750%, 09/01/2029 (A) |
1,980 | 1,891 | ||||||
Station Casinos LLC |
||||||||
6.625%, 03/15/2032 (A) |
2,183 | 2,203 | ||||||
4.625%, 12/01/2031 (A) |
334 | 308 | ||||||
4.500%, 02/15/2028 (A) |
1,965 | 1,898 | ||||||
StoneMor |
||||||||
8.500%, 05/15/2029 (A) |
2,760 | 2,526 | ||||||
Studio City Finance |
||||||||
5.000%, 01/15/2029 (A) |
2,730 | 2,499 | ||||||
Superior Plus |
||||||||
4.500%, 03/15/2029 (A) |
368 | 341 | ||||||
SWF Holdings I |
||||||||
6.500%, 10/01/2029 (A) |
795 | 449 | ||||||
Vail Resorts |
||||||||
6.500%, 05/15/2032 (A) |
195 | 199 | ||||||
Victoria's Secret |
||||||||
4.625%, 07/15/2029 (A) |
4,224 | 3,844 | ||||||
212
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Viking Cruises |
||||||||
7.000%, 02/15/2029 (A) |
$ | 800 | $ | 809 | ||||
5.875%, 09/15/2027 (A) |
656 | 655 | ||||||
Viking Ocean Cruises Ship VII |
||||||||
5.625%, 02/15/2029 (A) |
1,900 | 1,879 | ||||||
VistaJet Malta Finance |
||||||||
9.500%, 06/01/2028 (A) |
1,042 | 1,042 | ||||||
6.375%, 02/01/2030 (A) |
2,719 | 2,453 | ||||||
Wand NewCo 3 |
||||||||
7.625%, 01/30/2032 (A) |
1,743 | 1,803 | ||||||
Wayfair LLC |
||||||||
7.250%, 10/31/2029 (A) |
142 | 144 | ||||||
Wesco Aircraft Holdings |
||||||||
13.125%, 11/15/2027 (A)(D) |
180 | 3 | ||||||
9.000%, 11/15/2026 (A)(D) |
936 | 390 | ||||||
8.500%, 11/15/2024 (A)(D) |
143 | 6 | ||||||
Wolverine World Wide |
||||||||
4.000%, 08/15/2029 (A) |
1,877 | 1,620 | ||||||
Wynn Las Vegas LLC |
||||||||
5.250%, 05/15/2027 (A) |
1,954 | 1,938 | ||||||
Wynn Macau |
||||||||
5.125%, 12/15/2029 (A) |
1,700 | 1,597 | ||||||
Wynn Resorts Finance LLC |
||||||||
7.125%, 02/15/2031 (A) |
1,917 | 2,018 | ||||||
6.250%, 03/15/2033 (A) |
581 | 580 | ||||||
5.125%, 10/01/2029 (A) |
736 | 716 | ||||||
Yum! Brands |
||||||||
6.875%, 11/15/2037 |
1,840 | 1,982 | ||||||
5.375%, 04/01/2032 |
2,736 | 2,693 | ||||||
| 229,467 | ||||||||
Consumer Staples — 2.1% |
||||||||
Albertsons |
||||||||
6.250%, 03/15/2033 (A) |
312 | 316 | ||||||
Albertsons Cos |
||||||||
5.875%, 02/15/2028 (A) |
206 | 206 | ||||||
4.875%, 02/15/2030 (A) |
2,475 | 2,389 | ||||||
4.625%, 01/15/2027 (A) |
1,154 | 1,137 | ||||||
3.500%, 03/15/2029 (A) |
683 | 631 | ||||||
Central Garden & Pet |
||||||||
5.125%, 02/01/2028 |
1,150 | 1,132 | ||||||
4.125%, 10/15/2030 |
257 | 235 | ||||||
Chobani Holdco II LLC |
||||||||
8.750%, 10/01/2029 (A) |
580 | 636 | ||||||
Edgewell Personal Care |
||||||||
5.500%, 06/01/2028 (A) |
635 | 627 | ||||||
4.125%, 04/01/2029 (A) |
272 | 253 | ||||||
Energizer Holdings |
||||||||
6.500%, 12/31/2027 (A) |
172 | 174 | ||||||
4.750%, 06/15/2028 (A) |
1,001 | 965 | ||||||
4.375%, 03/31/2029 (A) |
810 | 758 | ||||||
EquipmentShare.com |
||||||||
8.000%, 03/15/2033 (A) |
164 | 170 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
HLF Financing Sarl LLC |
||||||||
12.250%, 04/15/2029 (A) |
$ | 2,668 | $ | 2,872 | ||||
HRB Winddown |
||||||||
8.875%, 03/15/2025 (A)(D) |
800 | – | ||||||
Lamb Weston Holdings |
||||||||
4.125%, 01/31/2030 (A) |
1,925 | 1,795 | ||||||
New Albertsons |
||||||||
8.700%, 05/01/2030 |
1,149 | 1,256 | ||||||
8.000%, 05/01/2031 |
995 | 1,056 | ||||||
Performance Food Group |
||||||||
6.125%, 09/15/2032 (A) |
2,324 | 2,335 | ||||||
5.500%, 10/15/2027 (A) |
1,154 | 1,149 | ||||||
4.250%, 08/01/2029 (A) |
1,935 | 1,824 | ||||||
Post Holdings |
||||||||
6.375%, 03/01/2033 (A) |
3,481 | 3,471 | ||||||
6.250%, 02/15/2032 (A) |
159 | 160 | ||||||
6.250%, 10/15/2034 (A) |
1,091 | 1,085 | ||||||
5.500%, 12/15/2029 (A) |
415 | 407 | ||||||
4.625%, 04/15/2030 (A) |
254 | 238 | ||||||
Primo Water Holdings |
||||||||
6.250%, 04/01/2029 (A) |
2,463 | 2,454 | ||||||
Raven Acquisition Holdings LLC |
||||||||
6.875%, 11/15/2031 (A) |
3,238 | 3,202 | ||||||
Sigma Holdco BV |
||||||||
7.875%, 05/15/2026 (A) |
1,311 | 1,312 | ||||||
Simmons Foods |
||||||||
4.625%, 03/01/2029 (A) |
4,031 | 3,759 | ||||||
Tyson Foods |
||||||||
5.100%, 09/28/2048 |
1,447 | 1,331 | ||||||
US Foods |
||||||||
6.875%, 09/15/2028 (A) |
133 | 138 | ||||||
4.750%, 02/15/2029 (A) |
50 | 48 | ||||||
4.625%, 06/01/2030 (A) |
460 | 439 | ||||||
Walgreens Boots Alliance |
||||||||
8.125%, 08/15/2029 |
715 | 720 | ||||||
4.800%, 11/18/2044 |
2,115 | 1,664 | ||||||
| 42,344 | ||||||||
Energy — 10.4% |
||||||||
Aethon United BR |
||||||||
7.500%, 10/01/2029 (A) |
6,735 | 6,943 | ||||||
Antero Midstream Partners |
||||||||
5.750%, 03/01/2027 (A) |
315 | 315 | ||||||
5.750%, 01/15/2028 (A) |
377 | 377 | ||||||
5.375%, 06/15/2029 (A) |
2,590 | 2,549 | ||||||
Antero Resources |
||||||||
8.375%, 07/15/2026 (A) |
451 | 461 | ||||||
7.625%, 02/01/2029 (A) |
201 | 206 | ||||||
Archrock Partners |
||||||||
6.875%, 04/01/2027 (A) |
158 | 158 | ||||||
6.625%, 09/01/2032 (A) |
1,194 | 1,208 | ||||||
6.250%, 04/01/2028 (A) |
1,480 | 1,485 | ||||||
SEI Institutional Investments Trust
213
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Ascent Resources Utica Holdings LLC |
||||||||
8.250%, 12/31/2028 (A) |
$ | 3,970 | $ | 4,064 | ||||
6.625%, 10/15/2032 (A) |
1,166 | 1,178 | ||||||
5.875%, 06/30/2029 (A) |
566 | 559 | ||||||
Baytex Energy |
||||||||
8.500%, 04/30/2030 (A) |
560 | 573 | ||||||
7.375%, 03/15/2032 (A) |
2,093 | 2,046 | ||||||
Blue Racer Midstream LLC |
||||||||
7.250%, 07/15/2032 (A) |
940 | 983 | ||||||
7.000%, 07/15/2029 (A) |
991 | 1,022 | ||||||
6.625%, 07/15/2026 (A) |
180 | 180 | ||||||
Buckeye Partners |
||||||||
6.875%, 07/01/2029 (A) |
120 | 123 | ||||||
6.750%, 02/01/2030 (A) |
142 | 146 | ||||||
4.500%, 03/01/2028 (A) |
660 | 641 | ||||||
California Resources |
||||||||
7.125%, 02/01/2026 (A) |
233 | 233 | ||||||
Cheniere Energy Partners |
||||||||
4.000%, 03/01/2031 |
741 | 698 | ||||||
3.250%, 01/31/2032 |
497 | 438 | ||||||
Chord Energy Corp |
||||||||
6.375%, 06/01/2026 (A) |
694 | 695 | ||||||
CITGO Petroleum |
||||||||
8.375%, 01/15/2029 (A) |
2,270 | 2,342 | ||||||
6.375%, 06/15/2026 (A) |
1,685 | 1,685 | ||||||
Civitas Resources |
||||||||
8.750%, 07/01/2031 (A) |
365 | 381 | ||||||
8.625%, 11/01/2030 (A) |
3,239 | 3,409 | ||||||
8.375%, 07/01/2028 (A) |
675 | 702 | ||||||
Comstock Resources |
||||||||
6.750%, 03/01/2029 (A) |
7,288 | 7,165 | ||||||
5.875%, 01/15/2030 (A) |
339 | 323 | ||||||
Cornerstone Building Brands |
||||||||
9.500%, 08/15/2029 (A) |
941 | 896 | ||||||
Crescent Energy Finance LLC |
||||||||
9.250%, 02/15/2028 (A) |
759 | 795 | ||||||
7.625%, 04/01/2032 (A) |
386 | 386 | ||||||
7.375%, 01/15/2033 (A) |
240 | 235 | ||||||
Diamond Foreign Asset |
||||||||
8.500%, 10/01/2030 (A) |
360 | 373 | ||||||
DT Midstream |
||||||||
4.375%, 06/15/2031 (A) |
215 | 200 | ||||||
4.125%, 06/15/2029 (A) |
478 | 453 | ||||||
Enbridge |
||||||||
8.250%, H15T5Y + 3.785%, 01/15/2084 (E) |
5,205 | 5,498 | ||||||
Encino Acquisition Partners Holdings LLC |
||||||||
8.750%, 05/01/2031 (A) |
4,514 | 4,851 | ||||||
8.500%, 05/01/2028 (A) |
751 | 769 | ||||||
Energy Transfer |
||||||||
8.000%, H15T5Y + 4.020%, 05/15/2054 (E) |
2,728 | 2,901 | ||||||
6.750%, H15T5Y + 5.134%(E)(F) |
445 | 444 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
6.625%, US0003M + 4.155%(E)(F) |
$ | 1,294 | $ | 1,287 | ||||
5.500%, 06/01/2027 |
2,863 | 2,904 | ||||||
EnLink Midstream Partners |
||||||||
5.600%, 04/01/2044 |
3,522 | 3,325 | ||||||
5.450%, 06/01/2047 |
3,173 | 2,940 | ||||||
EQM Midstream Partners |
||||||||
7.500%, 06/01/2027 (A) |
195 | 200 | ||||||
7.500%, 06/01/2030 (A) |
232 | 252 | ||||||
6.500%, 07/01/2027 (A) |
255 | 262 | ||||||
4.750%, 01/15/2031 (A) |
392 | 378 | ||||||
4.500%, 01/15/2029 (A) |
944 | 920 | ||||||
Expand Energy |
||||||||
7.500%, 10/01/2026 (B)(D) |
4,075 | – | ||||||
7.000%, 10/01/2024 (B)(D) |
1,790 | 5 | ||||||
6.750%, 04/15/2029 (A) |
1,184 | 1,200 | ||||||
5.500%, 09/15/2026 (D) |
180 | 1 | ||||||
5.375%, 02/01/2029 |
69 | 69 | ||||||
5.375%, 03/15/2030 |
505 | 502 | ||||||
4.750%, 02/01/2032 |
444 | 421 | ||||||
Genesis Energy |
||||||||
8.875%, 04/15/2030 |
3,371 | 3,500 | ||||||
8.250%, 01/15/2029 |
107 | 110 | ||||||
8.000%, 01/15/2027 |
73 | 75 | ||||||
8.000%, 05/15/2033 |
102 | 103 | ||||||
7.875%, 05/15/2032 |
942 | 948 | ||||||
7.750%, 02/01/2028 |
443 | 448 | ||||||
Greenfire Resources |
||||||||
12.000%, 10/01/2028 (A) |
1,498 | 1,603 | ||||||
Gulfport Energy Operating |
||||||||
6.750%, 09/01/2029 (A) |
2,167 | 2,211 | ||||||
Harvest Midstream I |
||||||||
7.500%, 09/01/2028 (A) |
1,575 | 1,608 | ||||||
7.500%, 05/15/2032 (A) |
222 | 233 | ||||||
Hess Midstream Operations |
||||||||
6.500%, 06/01/2029 (A) |
235 | 240 | ||||||
5.875%, 03/01/2028 (A) |
97 | 98 | ||||||
5.625%, 02/15/2026 (A) |
675 | 675 | ||||||
Hilcorp Energy I |
||||||||
7.250%, 02/15/2035 (A) |
2,939 | 2,890 | ||||||
6.875%, 05/15/2034 (A) |
5 | 5 | ||||||
6.250%, 04/15/2032 (A) |
628 | 600 | ||||||
6.000%, 04/15/2030 (A) |
216 | 208 | ||||||
6.000%, 02/01/2031 (A) |
2,101 | 1,996 | ||||||
Howard Midstream Energy Partners LLC |
||||||||
8.875%, 07/15/2028 (A) |
345 | 364 | ||||||
7.375%, 07/15/2032 (A) |
3,718 | 3,874 | ||||||
Ithaca Energy North Sea |
||||||||
8.125%, 10/15/2029 (A) |
2,890 | 2,982 | ||||||
ITT Holdings LLC |
||||||||
6.500%, 08/01/2029 (A) |
3,127 | 2,979 | ||||||
Kodiak Gas Services LLC |
||||||||
7.250%, 02/15/2029 (A) |
875 | 903 | ||||||
214
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Kraken Oil & Gas Partners LLC |
||||||||
7.625%, 08/15/2029 (A) |
$ | 1,350 | $ | 1,323 | ||||
Long Ridge Energy LLC |
||||||||
8.750%, 02/15/2032 (A) |
1,760 | 1,767 | ||||||
Matador Resources |
||||||||
6.500%, 04/15/2032 (A) |
1,513 | 1,513 | ||||||
6.250%, 04/15/2033 (A) |
335 | 329 | ||||||
Moss Creek Resources Holdings |
||||||||
8.250%, 09/01/2031 (A) |
3,719 | 3,738 | ||||||
Nabors Industries |
||||||||
9.125%, 01/31/2030 (A) |
805 | 819 | ||||||
8.875%, 08/15/2031 (A) |
1,441 | 1,297 | ||||||
New Fortress Energy |
||||||||
8.750%, 03/15/2029 (A) |
3,120 | 2,666 | ||||||
6.500%, 09/30/2026 (A) |
1,349 | 1,271 | ||||||
NFE Financing LLC |
||||||||
12.000%, 11/15/2029 (A) |
2,709 | 2,677 | ||||||
NGL Energy Operating LLC |
||||||||
8.375%, 02/15/2032 (A) |
279 | 284 | ||||||
8.125%, 02/15/2029 (A) |
2,996 | 3,051 | ||||||
Noble Finance II LLC |
||||||||
8.000%, 04/15/2030 (A) |
221 | 223 | ||||||
Northern Oil & Gas |
||||||||
8.750%, 06/15/2031 (A) |
1,327 | 1,382 | ||||||
Northriver Midstream Finance |
||||||||
6.750%, 07/15/2032 (A) |
173 | 177 | ||||||
NuStar Logistics |
||||||||
6.375%, 10/01/2030 |
237 | 242 | ||||||
6.000%, 06/01/2026 |
545 | 548 | ||||||
5.750%, 10/01/2025 |
197 | 197 | ||||||
5.625%, 04/28/2027 |
984 | 989 | ||||||
PBF Holding LLC |
||||||||
7.875%, 09/15/2030 (A) |
2,600 | 2,491 | ||||||
Permian Resources Operating LLC |
||||||||
9.875%, 07/15/2031 (A) |
471 | 519 | ||||||
8.000%, 04/15/2027 (A) |
228 | 234 | ||||||
7.000%, 01/15/2032 (A) |
2,794 | 2,870 | ||||||
6.250%, 02/01/2033 (A) |
1,597 | 1,605 | ||||||
Prairie Acquiror |
||||||||
9.000%, 08/01/2029 (A) |
142 | 147 | ||||||
Range Resources |
||||||||
8.250%, 01/15/2029 |
584 | 601 | ||||||
4.875%, 05/15/2025 |
441 | 440 | ||||||
Rockies Express Pipeline LLC |
||||||||
4.800%, 05/15/2030 (A) |
2,117 | 1,996 | ||||||
Seventy Seven Operating LLC (Escrow Security) |
||||||||
6.625%, 01/15/2020 (B)(D) |
2,787 | – | ||||||
Shelf Drilling Holdings |
||||||||
9.625%, 04/15/2029 (A) |
1,145 | 1,013 | ||||||
Sitio Royalties Operating Partnership |
||||||||
7.875%, 11/01/2028 (A) |
2,990 | 3,132 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
SM Energy |
||||||||
7.000%, 08/01/2032 (A) |
$ | 5,040 | $ | 5,042 | ||||
6.750%, 09/15/2026 |
225 | 225 | ||||||
6.750%, 08/01/2029 (A) |
281 | 281 | ||||||
6.625%, 01/15/2027 |
360 | 360 | ||||||
6.500%, 07/15/2028 |
310 | 311 | ||||||
South Bow Canadian Infrastructure Holdings |
||||||||
7.500%, H15T5Y + 3.667%, 03/01/2055 (A)(E) |
2,545 | 2,622 | ||||||
Summit Midstream Holdings LLC |
||||||||
8.625%, 10/31/2029 (A) |
1,440 | 1,513 | ||||||
Sunoco |
||||||||
7.250%, 05/01/2032 (A) |
1,390 | 1,451 | ||||||
7.000%, 05/01/2029 (A) |
2,685 | 2,782 | ||||||
4.500%, 05/15/2029 |
477 | 457 | ||||||
4.500%, 04/30/2030 |
601 | 568 | ||||||
Tallgrass Energy Partners |
||||||||
7.375%, 02/15/2029 (A) |
184 | 188 | ||||||
6.000%, 03/01/2027 (A) |
480 | 480 | ||||||
6.000%, 12/31/2030 (A) |
3,782 | 3,670 | ||||||
6.000%, 09/01/2031 (A) |
910 | 879 | ||||||
5.500%, 01/15/2028 (A) |
2,541 | 2,494 | ||||||
Tenneco |
||||||||
8.000%, 11/17/2028 (A) |
1,010 | 1,003 | ||||||
TerraForm Power Operating LLC |
||||||||
5.000%, 01/31/2028 (A) |
2,992 | 2,894 | ||||||
4.750%, 01/15/2030 (A) |
225 | 212 | ||||||
TGNR Intermediate Holdings LLC |
||||||||
5.500%, 10/15/2029 (A) |
3,252 | 3,098 | ||||||
TransMontaigne Partners LLC |
||||||||
8.500%, 06/15/2030 (A) |
1,370 | 1,391 | ||||||
Transocean |
||||||||
8.750%, 02/15/2030 (A) |
1,016 | 1,060 | ||||||
8.500%, 05/15/2031 (A) |
2,000 | 1,975 | ||||||
8.250%, 05/15/2029 (A) |
321 | 317 | ||||||
6.800%, 03/15/2038 |
3,727 | 2,923 | ||||||
Transocean Titan Financing |
||||||||
8.375%, 02/01/2028 (A) |
90 | 92 | ||||||
Valaris |
||||||||
8.375%, 04/30/2030 (A) |
176 | 178 | ||||||
Venture Global Calcasieu Pass LLC |
||||||||
4.125%, 08/15/2031 (A) |
1,460 | 1,331 | ||||||
3.875%, 11/01/2033 (A) |
2,920 | 2,538 | ||||||
Venture Global LNG |
||||||||
9.875%, 02/01/2032 (A) |
2,041 | 2,232 | ||||||
9.500%, 02/01/2029 (A) |
150 | 166 | ||||||
9.000%, H15T5Y + 5.440%(A)(E)(F) |
3,520 | 3,580 | ||||||
8.375%, 06/01/2031 (A) |
80 | 83 | ||||||
8.125%, 06/01/2028 (A) |
481 | 501 | ||||||
7.000%, 01/15/2030 (A) |
5,565 | 5,642 | ||||||
Vital Energy |
||||||||
7.875%, 04/15/2032 (A) |
3,289 | 3,171 | ||||||
SEI Institutional Investments Trust
215
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Weatherford International |
||||||||
8.625%, 04/30/2030 (A) |
$ | 2,668 | $ | 2,755 | ||||
Western Midstream Operating |
||||||||
5.250%, 02/01/2050 |
3,760 | 3,318 | ||||||
| 207,732 | ||||||||
Financials — 8.0% |
||||||||
Acrisure LLC |
||||||||
8.250%, 02/01/2029 (A) |
4,087 | 4,238 | ||||||
7.500%, 11/06/2030 (A) |
1,481 | 1,529 | ||||||
AG Issuer LLC |
||||||||
6.250%, 03/01/2028 (A) |
1,910 | 1,897 | ||||||
Alliant Holdings Intermediate LLC |
||||||||
7.375%, 10/01/2032 (A) |
455 | 464 | ||||||
7.000%, 01/15/2031 (A) |
6,056 | 6,173 | ||||||
4.250%, 10/15/2027 (A) |
2,212 | 2,134 | ||||||
AmWINS Group |
||||||||
6.375%, 02/15/2029 (A) |
1,306 | 1,321 | ||||||
APH Somerset Investor 2 LLC |
||||||||
7.875%, 11/01/2029 (A) |
4,633 | 4,659 | ||||||
Apollo Commercial Real Estate Finance |
||||||||
4.625%, 06/15/2029 (A) |
1,890 | 1,760 | ||||||
Ardonagh Finco |
||||||||
7.750%, 02/15/2031 (A) |
1,000 | 1,030 | ||||||
Ardonagh Group Finance |
||||||||
8.875%, 02/15/2032 (A) |
870 | 904 | ||||||
Aretec Group |
||||||||
10.000%, 08/15/2030 (A) |
4,492 | 4,910 | ||||||
Arthur J Gallagher |
||||||||
5.550%, 02/15/2055 |
1,473 | 1,447 | ||||||
Blackstone Mortgage Trust |
||||||||
7.750%, 12/01/2029 (A) |
3,305 | 3,438 | ||||||
Block |
||||||||
6.500%, 05/15/2032 (A) |
3,350 | 3,418 | ||||||
2.750%, 06/01/2026 |
155 | 150 | ||||||
Blue Owl Capital |
||||||||
3.400%, 07/15/2026 |
1,442 | 1,407 | ||||||
Brookfield Property |
||||||||
5.750%, 05/15/2026 (A) |
69 | 69 | ||||||
4.500%, 04/01/2027 (A) |
5,483 | 5,282 | ||||||
Citigroup |
||||||||
3.875%, H15T5Y + 3.417%(E)(F) |
1,718 | 1,677 | ||||||
CPI CG |
||||||||
10.000%, 07/15/2029 (A) |
1,815 | 1,959 | ||||||
Encore Capital Group |
||||||||
9.250%, 04/01/2029 (A) |
2,545 | 2,709 | ||||||
Finance of America Funding LLC |
||||||||
7.875%, 11/30/2026 (A) |
3,203 | 2,939 | ||||||
FirstCash |
||||||||
6.875%, 03/01/2032 (A) |
2,505 | 2,560 | ||||||
Focus Financial Partners LLC |
||||||||
6.750%, 09/15/2031 (A) |
1,165 | 1,175 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Freedom Mortgage |
||||||||
12.000%, 10/01/2028 (A) |
$ | 2,272 | $ | 2,468 | ||||
Freedom Mortgage Holdings LLC |
||||||||
9.250%, 02/01/2029 (A) |
3,654 | 3,814 | ||||||
Genworth Holdings |
||||||||
6.500%, 06/15/2034 |
3,190 | 3,145 | ||||||
HAT Holdings I LLC |
||||||||
3.750%, 09/15/2030 (A) |
866 | 776 | ||||||
Howden UK Refinance |
||||||||
8.125%, 02/15/2032 (A) |
435 | 446 | ||||||
7.250%, 02/15/2031 (A) |
1,638 | 1,668 | ||||||
HUB International |
||||||||
7.250%, 06/15/2030 (A) |
1,957 | 2,021 | ||||||
Intesa Sanpaolo |
||||||||
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(E) |
1,720 | 1,424 | ||||||
Jane Street Group |
||||||||
7.125%, 04/30/2031 (A) |
1,293 | 1,341 | ||||||
6.125%, 11/01/2032 (A) |
2,262 | 2,271 | ||||||
Jefferies Finance LLC |
||||||||
6.625%, 10/15/2031 (A) |
1,705 | 1,702 | ||||||
Ladder Capital Finance Holdings LLLP |
||||||||
7.000%, 07/15/2031 (A) |
1,638 | 1,700 | ||||||
4.750%, 06/15/2029 (A) |
5,515 | 5,321 | ||||||
4.250%, 02/01/2027 (A) |
2,145 | 2,087 | ||||||
LD Holdings Group LLC |
||||||||
8.750%, 11/01/2027 (A) |
450 | 431 | ||||||
6.125%, 04/01/2028 (A) |
2,795 | 2,434 | ||||||
LPL Holdings |
||||||||
4.625%, 11/15/2027 (A) |
1,445 | 1,427 | ||||||
Midcap Financial Issuer Trust |
||||||||
6.500%, 05/01/2028 (A) |
4,283 | 4,227 | ||||||
5.625%, 01/15/2030 (A) |
2,198 | 2,065 | ||||||
Nationstar Mortgage Holdings |
||||||||
7.125%, 02/01/2032 (A) |
230 | 237 | ||||||
6.500%, 08/01/2029 (A) |
60 | 60 | ||||||
6.000%, 01/15/2027 (A) |
228 | 228 | ||||||
5.750%, 11/15/2031 (A) |
1,645 | 1,602 | ||||||
5.500%, 08/15/2028 (A) |
3,288 | 3,223 | ||||||
5.125%, 12/15/2030 (A) |
320 | 302 | ||||||
Navient MTN |
||||||||
5.625%, 08/01/2033 |
2,835 | 2,531 | ||||||
NMG |
||||||||
0.000%, 12/31/2049 (C) |
10 | 3 | ||||||
OneMain Finance |
||||||||
9.000%, 01/15/2029 |
652 | 688 | ||||||
7.875%, 03/15/2030 |
2,675 | 2,813 | ||||||
7.500%, 05/15/2031 |
4,921 | 5,129 | ||||||
7.125%, 03/15/2026 |
32 | 32 | ||||||
7.125%, 11/15/2031 |
545 | 561 | ||||||
6.625%, 01/15/2028 |
480 | 489 | ||||||
5.375%, 11/15/2029 |
3,697 | 3,612 | ||||||
4.000%, 09/15/2030 |
2,208 | 1,987 | ||||||
216
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.500%, 01/15/2027 |
$ | 2,321 | $ | 2,239 | ||||
Osaic Holdings |
||||||||
10.750%, 08/01/2027 (A) |
5,665 | 5,839 | ||||||
Panther Escrow Issuer LLC |
||||||||
7.125%, 06/01/2031 (A) |
2,102 | 2,163 | ||||||
PennyMac Financial Services |
||||||||
5.750%, 09/15/2031 (A) |
6,454 | 6,195 | ||||||
4.250%, 02/15/2029 (A) |
730 | 686 | ||||||
PRA Group |
||||||||
8.875%, 01/31/2030 (A) |
2,650 | 2,790 | ||||||
Rfna |
||||||||
7.875%, 02/15/2030 (A) |
2,700 | 2,751 | ||||||
Rithm Capital |
||||||||
8.000%, 04/01/2029 (A) |
2,626 | 2,666 | ||||||
Rocket Mortgage LLC |
||||||||
3.625%, 03/01/2029 (A) |
1,520 | 1,412 | ||||||
Shift4 Payments LLC |
||||||||
6.750%, 08/15/2032 (A) |
2,405 | 2,451 | ||||||
Starwood Property Trust |
||||||||
7.250%, 04/01/2029 (A) |
3,717 | 3,866 | ||||||
6.500%, 07/01/2030 (A) |
1,000 | 1,014 | ||||||
UniCredit |
||||||||
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(E) |
1,435 | 1,443 | ||||||
United Wholesale Mortgage LLC |
||||||||
5.500%, 11/15/2025 (A) |
533 | 532 | ||||||
VFH Parent LLC |
||||||||
7.500%, 06/15/2031 (A) |
1,763 | 1,822 | ||||||
| 161,383 | ||||||||
Health Care — 6.3% |
||||||||
AHP Health Partners |
||||||||
5.750%, 07/15/2029 (A) |
376 | 357 | ||||||
Akumin |
||||||||
9.000%cash/0% PIK, 08/01/2027 (A) |
4,845 | 4,142 | ||||||
8.000%, 08/01/2028 (A) |
3,075 | 2,491 | ||||||
Avantor Funding |
||||||||
4.625%, 07/15/2028 (A) |
1,098 | 1,063 | ||||||
Bausch + Lomb |
||||||||
8.375%, 10/01/2028 (A) |
1,369 | 1,427 | ||||||
Bausch Health |
||||||||
14.000%, 10/15/2030 (A) |
909 | 891 | ||||||
6.250%, 02/15/2029 (A) |
139 | 100 | ||||||
5.750%, 08/15/2027 (A) |
635 | 604 | ||||||
5.500%, 11/01/2025 (A) |
2,879 | 2,872 | ||||||
5.250%, 01/30/2030 (A) |
464 | 300 | ||||||
5.250%, 02/15/2031 (A) |
337 | 208 | ||||||
5.000%, 01/30/2028 (A) |
985 | 776 | ||||||
5.000%, 02/15/2029 (A) |
455 | 318 | ||||||
4.875%, 06/01/2028 (A) |
1,810 | 1,570 | ||||||
Bausch Health Americas |
||||||||
9.250%, 04/01/2026 (A) |
265 | 264 | ||||||
8.500%, 01/31/2027 (A) |
906 | 878 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Charles River Laboratories International |
||||||||
4.250%, 05/01/2028 (A) |
$ | 2,042 | $ | 1,962 | ||||
4.000%, 03/15/2031 (A) |
2,160 | 1,955 | ||||||
CHS |
||||||||
10.875%, 01/15/2032 (A) |
6,531 | 6,681 | ||||||
6.125%, 04/01/2030 (A) |
2,340 | 1,526 | ||||||
6.000%, 01/15/2029 (A) |
473 | 427 | ||||||
5.625%, 03/15/2027 (A) |
5,026 | 4,847 | ||||||
5.250%, 05/15/2030 (A) |
2,816 | 2,387 | ||||||
4.750%, 02/15/2031 (A) |
540 | 439 | ||||||
Claritev |
||||||||
6.750%, 03/31/2031 (A) |
657 | 402 | ||||||
DaVita |
||||||||
6.875%, 09/01/2032 (A) |
542 | 551 | ||||||
4.625%, 06/01/2030 (A) |
2,170 | 2,013 | ||||||
3.750%, 02/15/2031 (A) |
2,370 | 2,079 | ||||||
Embecta |
||||||||
6.750%, 02/15/2030 (A) |
2,865 | 2,728 | ||||||
5.000%, 02/15/2030 (A) |
480 | 443 | ||||||
Emergent BioSolutions |
||||||||
3.875%, 08/15/2028 (A) |
157 | 126 | ||||||
Encompass Health |
||||||||
4.625%, 04/01/2031 |
228 | 214 | ||||||
4.500%, 02/01/2028 |
268 | 262 | ||||||
Endo Finance Holdings |
||||||||
8.500%, 04/15/2031 (A) |
112 | 120 | ||||||
0.000%, 04/01/2027 (B)(C) |
2,247 | – | ||||||
0.000%, 12/31/2049 (B)(C) |
2,355 | – | ||||||
Envision Healthcare |
||||||||
8.750%, 10/15/2026 (B)(D) |
3,150 | – | ||||||
Fortrea Holdings |
||||||||
7.500%, 07/01/2030 (A) |
1,426 | 1,432 | ||||||
Global Medical Response |
||||||||
10.000%cash/0% PIK, 10/31/2028 (A) |
7,633 | 7,633 | ||||||
Grifols |
||||||||
4.750%, 10/15/2028 (A) |
2,351 | 2,222 | ||||||
HCA |
||||||||
5.250%, 06/15/2049 |
893 | 802 | ||||||
Heartland Dental LLC |
||||||||
10.500%, 04/30/2028 (A) |
4,818 | 5,127 | ||||||
IQVIA |
||||||||
5.000%, 10/15/2026 (A) |
390 | 388 | ||||||
LifePoint Health |
||||||||
11.000%, 10/15/2030 (A) |
1,526 | 1,679 | ||||||
10.000%, 06/01/2032 (A) |
1,349 | 1,318 | ||||||
9.875%, 08/15/2030 (A) |
527 | 563 | ||||||
8.375%, 02/15/2032 (A) |
2,215 | 2,243 | ||||||
Mallinckrodt International Finance |
||||||||
14.750%, 11/14/2028 (A) |
315 | 332 | ||||||
Medline Borrower LP |
||||||||
6.250%, 04/01/2029 (A) |
486 | 493 | ||||||
5.250%, 10/01/2029 (A) |
563 | 546 | ||||||
3.875%, 04/01/2029 (A) |
9,035 | 8,470 | ||||||
SEI Institutional Investments Trust
217
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Molina Healthcare |
||||||||
6.250%, 01/15/2033 (A) |
$ | 2,300 | $ | 2,273 | ||||
4.375%, 06/15/2028 (A) |
2,665 | 2,553 | ||||||
3.875%, 11/15/2030 (A) |
2,005 | 1,805 | ||||||
Option Care Health |
||||||||
4.375%, 10/31/2029 (A) |
3,051 | 2,864 | ||||||
Organon |
||||||||
7.875%, 05/15/2034 (A) |
2,316 | 2,376 | ||||||
Organon Finance 1 LLC |
||||||||
5.125%, 04/30/2031 (A) |
1,686 | 1,536 | ||||||
4.125%, 04/30/2028 (A) |
1,565 | 1,489 | ||||||
Owens & Minor |
||||||||
6.625%, 04/01/2030 (A) |
310 | 285 | ||||||
4.500%, 03/31/2029 (A) |
443 | 389 | ||||||
Perrigo Finance Unlimited |
||||||||
6.125%, 09/30/2032 |
1,165 | 1,165 | ||||||
Radiology Partners |
||||||||
9.781%cash/0% PIK, 02/15/2030 (A) |
3,585 | 3,397 | ||||||
7.775%cash/0% PIK, 01/31/2029 (A) |
7,606 | 7,568 | ||||||
Select Medical |
||||||||
6.250%, 12/01/2032 (A) |
916 | 911 | ||||||
Sotera Health Holdings LLC |
||||||||
7.375%, 06/01/2031 (A) |
252 | 259 | ||||||
Surgery Center Holdings |
||||||||
7.250%, 04/15/2032 (A) |
293 | 293 | ||||||
Tenet Healthcare |
||||||||
6.750%, 05/15/2031 |
7,115 | 7,259 | ||||||
6.250%, 02/01/2027 |
562 | 561 | ||||||
6.125%, 06/15/2030 |
3,872 | 3,880 | ||||||
5.125%, 11/01/2027 |
960 | 949 | ||||||
4.375%, 01/15/2030 |
1,880 | 1,768 | ||||||
US Acute Care Solutions LLC |
||||||||
9.750%, 05/15/2029 (A) |
1,787 | 1,827 | ||||||
| 126,078 | ||||||||
Industrials — 9.3% |
||||||||
AAR Escrow Issuer LLC |
||||||||
6.750%, 03/15/2029 (A) |
2,470 | 2,524 | ||||||
ACCO Brands |
||||||||
4.250%, 03/15/2029 (A) |
950 | 875 | ||||||
Allied Universal Holdco LLC |
||||||||
4.625%, 06/01/2028 (A) |
2,310 | 2,201 | ||||||
Allison Transmission |
||||||||
5.875%, 06/01/2029 (A) |
993 | 992 | ||||||
4.750%, 10/01/2027 (A) |
1,969 | 1,932 | ||||||
3.750%, 01/30/2031 (A) |
502 | 451 | ||||||
American Airlines |
||||||||
5.750%, 04/20/2029 (A) |
3,875 | 3,854 | ||||||
5.500%, 04/20/2026 (A) |
654 | 653 | ||||||
Amsted Industries |
||||||||
4.625%, 05/15/2030 (A) |
809 | 758 | ||||||
APi Group DE |
||||||||
4.750%, 10/15/2029 (A) |
234 | 222 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.125%, 07/15/2029 (A) |
$ | 365 | $ | 340 | ||||
ARD Finance |
||||||||
6.500%cash/0% PIK, 06/30/2027 (A) |
2,454 | 159 | ||||||
Ardagh Packaging Finance |
||||||||
5.250%, 08/15/2027 (A) |
5,444 | 2,780 | ||||||
4.125%, 08/15/2026 (A) |
828 | 750 | ||||||
Artera Services LLC |
||||||||
8.500%, 02/15/2031 (A) |
1,362 | 1,363 | ||||||
Avis Budget Car Rental LLC |
||||||||
8.250%, 01/15/2030 (A) |
4,466 | 4,548 | ||||||
8.000%, 02/15/2031 (A) |
150 | 153 | ||||||
5.750%, 07/15/2027 (A) |
635 | 623 | ||||||
5.375%, 03/01/2029 (A) |
515 | 480 | ||||||
4.750%, 04/01/2028 (A) |
405 | 381 | ||||||
Bombardier |
||||||||
8.750%, 11/15/2030 (A) |
118 | 126 | ||||||
7.875%, 04/15/2027 (A) |
201 | 202 | ||||||
7.250%, 07/01/2031 (A) |
2,993 | 3,063 | ||||||
7.000%, 06/01/2032 (A) |
1,529 | 1,550 | ||||||
Brightline East LLC |
||||||||
11.000%, 01/31/2030 (A) |
612 | 560 | ||||||
Builders FirstSource |
||||||||
6.375%, 06/15/2032 (A) |
417 | 424 | ||||||
6.375%, 03/01/2034 (A) |
1,884 | 1,907 | ||||||
4.250%, 02/01/2032 (A) |
2,013 | 1,822 | ||||||
BWX Technologies |
||||||||
4.125%, 06/30/2028 (A) |
2,241 | 2,128 | ||||||
4.125%, 04/15/2029 (A) |
1,590 | 1,491 | ||||||
Chart Industries |
||||||||
9.500%, 01/01/2031 (A) |
2,106 | 2,263 | ||||||
7.500%, 01/01/2030 (A) |
548 | 573 | ||||||
Clean Harbors |
||||||||
4.875%, 07/15/2027 (A) |
2,068 | 2,047 | ||||||
Clue Opco LLC |
||||||||
9.500%, 10/15/2031 (A) |
564 | 581 | ||||||
Clydesdale Acquisition Holdings |
||||||||
8.750%, 04/15/2030 (A) |
1,395 | 1,416 | ||||||
Conduent Business Services LLC |
||||||||
6.000%, 11/01/2029 (A) |
475 | 460 | ||||||
CoreCivic |
||||||||
8.250%, 04/15/2029 |
489 | 518 | ||||||
CP Atlas Buyer |
||||||||
7.000%, 12/01/2028 (A) |
2,264 | 1,983 | ||||||
Deluxe |
||||||||
8.125%, 09/15/2029 (A) |
3,640 | 3,693 | ||||||
8.000%, 06/01/2029 (A) |
1,790 | 1,702 | ||||||
EMRLD Borrower |
||||||||
6.750%, 07/15/2031 (A) |
196 | 200 | ||||||
6.625%, 12/15/2030 (A) |
6,234 | 6,307 | ||||||
EquipmentShare.com |
||||||||
9.000%, 05/15/2028 (A) |
716 | 754 | ||||||
8.625%, 05/15/2032 (A) |
135 | 143 | ||||||
218
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
First Student Bidco |
||||||||
4.000%, 07/31/2029 (A) |
$ | 35 | $ | 33 | ||||
Fortress Transportation and Infrastructure Investors LLC |
||||||||
7.000%, 05/01/2031 (A) |
1,090 | 1,117 | ||||||
Garda World Security |
||||||||
8.375%, 11/15/2032 (A) |
159 | 164 | ||||||
8.250%, 08/01/2032 (A) |
341 | 350 | ||||||
6.000%, 06/01/2029 (A) |
479 | 462 | ||||||
Gates |
||||||||
6.875%, 07/01/2029 (A) |
1,335 | 1,370 | ||||||
GEO Group |
||||||||
8.625%, 04/15/2029 |
260 | 275 | ||||||
GFL Environmental |
||||||||
6.750%, 01/15/2031 (A) |
318 | 330 | ||||||
4.750%, 06/15/2029 (A) |
105 | 101 | ||||||
4.375%, 08/15/2029 (A) |
1,198 | 1,131 | ||||||
4.000%, 08/01/2028 (A) |
1,022 | 969 | ||||||
3.500%, 09/01/2028 (A) |
2,860 | 2,690 | ||||||
Global Infrastructure Solutions |
||||||||
7.500%, 04/15/2032 (A) |
445 | 445 | ||||||
5.625%, 06/01/2029 (A) |
460 | 448 | ||||||
Goat Holdco LLC |
||||||||
6.750%, 02/01/2032 (A) |
130 | 130 | ||||||
GrafTech Global Enterprises |
||||||||
9.875%, 12/23/2029 (A) |
1,322 | 1,084 | ||||||
Graham Packaging |
||||||||
7.125%, 08/15/2028 (A) |
312 | 310 | ||||||
Griffon |
||||||||
5.750%, 03/01/2028 |
760 | 753 | ||||||
H&E Equipment Services |
||||||||
3.875%, 12/15/2028 (A) |
1,283 | 1,283 | ||||||
Herc Holdings |
||||||||
6.625%, 06/15/2029 (A) |
302 | 306 | ||||||
Hertz |
||||||||
12.625%, 07/15/2029 (A) |
3,240 | 3,415 | ||||||
5.000%, 12/01/2029 (A) |
1,172 | 807 | ||||||
4.625%, 12/01/2026 (A) |
596 | 517 | ||||||
Hertz (Escrow Security) |
||||||||
7.125%, 08/01/2026 (A)(D) |
715 | 143 | ||||||
6.000%, 01/15/2028 (A)(D) |
420 | 79 | ||||||
5.500%, 10/15/2024 (A)(D) |
1,573 | 86 | ||||||
Icahn Enterprises |
||||||||
10.000%, 11/15/2029 (A) |
1,881 | 1,912 | ||||||
9.000%, 06/15/2030 |
3,750 | 3,684 | ||||||
5.250%, 05/15/2027 |
1,683 | 1,636 | ||||||
Imola Merger |
||||||||
4.750%, 05/15/2029 (A) |
545 | 524 | ||||||
JELD-WEN |
||||||||
7.000%, 09/01/2032 (A) |
195 | 175 | ||||||
4.875%, 12/15/2027 (A) |
372 | 351 | ||||||
JetBlue Airways |
||||||||
9.875%, 09/20/2031 (A) |
6,060 | 6,415 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Korn Ferry |
||||||||
4.625%, 12/15/2027 (A) |
$ | 2,188 | $ | 2,134 | ||||
LABL |
||||||||
10.500%, 07/15/2027 (A) |
1,282 | 1,242 | ||||||
8.625%, 10/01/2031 (A) |
1,276 | 1,153 | ||||||
Madison IAQ LLC |
||||||||
5.875%, 06/30/2029 (A) |
2,372 | 2,287 | ||||||
4.125%, 06/30/2028 (A) |
1,604 | 1,533 | ||||||
Masterbrand |
||||||||
7.000%, 07/15/2032 (A) |
214 | 218 | ||||||
Mauser Packaging Solutions Holding |
||||||||
9.250%, 04/15/2027 (A) |
845 | 858 | ||||||
7.875%, 04/15/2027 (A) |
1,535 | 1,558 | ||||||
Mileage Plus Holdings LLC |
||||||||
6.500%, 06/20/2027 (A) |
229 | 230 | ||||||
Miter Brands Acquisition Holdco |
||||||||
6.750%, 04/01/2032 (A) |
254 | 259 | ||||||
MIWD Holdco II LLC |
||||||||
5.500%, 02/01/2030 (A) |
189 | 181 | ||||||
Pitney Bowes |
||||||||
7.250%, 03/15/2029 (A) |
2,930 | 2,937 | ||||||
Prime Security Services Borrower LLC |
||||||||
5.750%, 04/15/2026 (A) |
305 | 306 | ||||||
3.375%, 08/31/2027 (A) |
564 | 536 | ||||||
Quikrete Holdings |
||||||||
6.750%, 03/01/2033 (A) |
2,760 | 2,802 | ||||||
6.375%, 03/01/2032 (A) |
3,629 | 3,682 | ||||||
Resideo Funding |
||||||||
6.500%, 07/15/2032 (A) |
332 | 335 | ||||||
Science Applications International |
||||||||
4.875%, 04/01/2028 (A) |
2,963 | 2,859 | ||||||
Sensata Technologies |
||||||||
6.625%, 07/15/2032 (A) |
904 | 919 | ||||||
Sensata Technologies BV |
||||||||
5.875%, 09/01/2030 (A) |
400 | 395 | ||||||
4.000%, 04/15/2029 (A) |
2,494 | 2,319 | ||||||
Signature Aviation US Holdings |
||||||||
4.000%, 03/01/2028 (A) |
1,806 | 1,614 | ||||||
Spirit AeroSystems |
||||||||
9.375%, 11/30/2029 (A) |
304 | 327 | ||||||
Spirit Loyalty Cayman |
||||||||
8.000%, 09/20/2025 (A)(D) |
3,718 | 3,216 | ||||||
SS&C Technologies |
||||||||
6.500%, 06/01/2032 (A) |
3,080 | 3,151 | ||||||
5.500%, 09/30/2027 (A) |
1,160 | 1,155 | ||||||
Standard Building Solutions |
||||||||
6.500%, 08/15/2032 (A) |
1,921 | 1,946 | ||||||
Standard Industries |
||||||||
4.750%, 01/15/2028 (A) |
1,585 | 1,550 | ||||||
4.375%, 07/15/2030 (A) |
2,399 | 2,241 | ||||||
3.375%, 01/15/2031 (A) |
154 | 135 | ||||||
Terex |
||||||||
6.250%, 10/15/2032 (A) |
421 | 418 | ||||||
SEI Institutional Investments Trust
219
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.000%, 05/15/2029 (A) |
$ | 583 | $ | 562 | ||||
TransDigm |
||||||||
7.125%, 12/01/2031 (A) |
8,470 | 8,734 | ||||||
6.750%, 08/15/2028 (A) |
530 | 539 | ||||||
6.625%, 03/01/2032 (A) |
3,410 | 3,475 | ||||||
6.375%, 03/01/2029 (A) |
619 | 627 | ||||||
Trident TPI Holdings |
||||||||
12.750%, 12/31/2028 (A) |
1,464 | 1,603 | ||||||
TriNet Group |
||||||||
7.125%, 08/15/2031 (A) |
291 | 298 | ||||||
Triumph Group |
||||||||
9.000%, 03/15/2028 (A) |
144 | 152 | ||||||
Trivium Packaging Finance BV |
||||||||
8.500%, 08/15/2027 (A) |
2,730 | 2,726 | ||||||
5.500%, 08/15/2026 (A) |
2,062 | 2,047 | ||||||
United Airlines |
||||||||
4.625%, 04/15/2029 (A) |
2,969 | 2,862 | ||||||
4.375%, 04/15/2026 (A) |
1,668 | 1,647 | ||||||
United Rentals North America |
||||||||
6.125%, 03/15/2034 (A) |
3,275 | 3,312 | ||||||
5.250%, 01/15/2030 |
1,200 | 1,187 | ||||||
4.000%, 07/15/2030 |
3,200 | 2,978 | ||||||
Waste Pro USA |
||||||||
7.000%, 02/01/2033 (A) |
2,684 | 2,718 | ||||||
WESCO Distribution |
||||||||
7.250%, 06/15/2028 (A) |
1,066 | 1,084 | ||||||
6.625%, 03/15/2032 (A) |
273 | 279 | ||||||
6.375%, 03/15/2029 (A) |
607 | 618 | ||||||
6.375%, 03/15/2033 (A) |
455 | 459 | ||||||
Williams Scotsman |
||||||||
7.375%, 10/01/2031 (A) |
3,976 | 4,142 | ||||||
Wilsonart LLC |
||||||||
11.000%, 08/15/2032 (A) |
1,660 | 1,596 | ||||||
Wrangler Holdco |
||||||||
6.625%, 04/01/2032 (A) |
691 | 708 | ||||||
XPO |
||||||||
7.125%, 02/01/2032 (A) |
1,138 | 1,182 | ||||||
| 185,478 | ||||||||
Information Technology — 3.3% |
||||||||
ACI Worldwide |
||||||||
5.750%, 08/15/2026 (A) |
667 | 667 | ||||||
Ahead DB Holdings LLC |
||||||||
6.625%, 05/01/2028 (A) |
1,510 | 1,492 | ||||||
Amentum Escrow |
||||||||
7.250%, 08/01/2032 (A) |
1,028 | 1,049 | ||||||
ams-OSRAM |
||||||||
12.250%, 03/30/2029 (A) |
270 | 285 | ||||||
AthenaHealth Group |
||||||||
6.500%, 02/15/2030 (A) |
4,338 | 4,209 | ||||||
Ciena |
||||||||
4.000%, 01/31/2030 (A) |
1,585 | 1,472 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Clarivate Science Holdings |
||||||||
4.875%, 07/01/2029 (A) |
$ | 361 | $ | 331 | ||||
Cloud Software Group, Strike Price Fixed |
||||||||
8.250%, 06/30/2032 (A) |
3,556 | 3,687 | ||||||
6.500%, 03/31/2029 (A) |
2,477 | 2,437 | ||||||
Cloud Software Group, Inc., Strike Price Fixed |
||||||||
9.000%, 09/30/2029 (A) |
3,975 | 4,063 | ||||||
Coherent |
||||||||
5.000%, 12/15/2029 (A) |
3,996 | 3,856 | ||||||
CommScope |
||||||||
8.250%, 03/01/2027 (A) |
1,150 | 1,133 | ||||||
7.125%, 07/01/2028 (A) |
1,680 | 1,594 | ||||||
4.750%, 09/01/2029 (A) |
2,852 | 2,565 | ||||||
CommScope LLC |
||||||||
9.500%, 12/15/2031 (A) |
2,328 | 2,424 | ||||||
CommScope Technologies LLC |
||||||||
5.000%, 03/15/2027 (A) |
25 | 24 | ||||||
Diebold Nixdorf |
||||||||
7.750%, 03/31/2030 (A) |
99 | 103 | ||||||
Elastic |
||||||||
4.125%, 07/15/2029 (A) |
1,544 | 1,457 | ||||||
Ellucian Holdings |
||||||||
6.500%, 12/01/2029 (A) |
1,828 | 1,840 | ||||||
Entegris |
||||||||
5.950%, 06/15/2030 (A) |
569 | 570 | ||||||
4.750%, 04/15/2029 (A) |
2,009 | 1,942 | ||||||
4.375%, 04/15/2028 (A) |
595 | 573 | ||||||
3.625%, 05/01/2029 (A) |
1,356 | 1,257 | ||||||
Gen Digital |
||||||||
6.250%, 04/01/2033 (A) |
762 | 763 | ||||||
Go Daddy Operating LLC |
||||||||
3.500%, 03/01/2029 (A) |
2,195 | 2,034 | ||||||
McAfee |
||||||||
7.375%, 02/15/2030 (A) |
4,961 | 4,834 | ||||||
Monitronics International (Escrow Security) |
||||||||
9.125%, 04/01/2020 (B)(D) |
10,706 | – | ||||||
NCR Atleos |
||||||||
9.500%, 04/01/2029 (A) |
3,205 | 3,499 | ||||||
NCR Voyix |
||||||||
5.125%, 04/15/2029 (A) |
411 | 395 | ||||||
5.000%, 10/01/2028 (A) |
203 | 197 | ||||||
ON Semiconductor |
||||||||
3.875%, 09/01/2028 (A) |
3,099 | 2,931 | ||||||
Open Text Holdings |
||||||||
4.125%, 02/15/2030 (A) |
2,233 | 2,062 | ||||||
PTC |
||||||||
4.000%, 02/15/2028 (A) |
2,481 | 2,391 | ||||||
RingCentral |
||||||||
8.500%, 08/15/2030 (A) |
398 | 420 | ||||||
Seagate HDD Cayman |
||||||||
8.500%, 07/15/2031 |
108 | 116 | ||||||
8.250%, 12/15/2029 |
270 | 289 | ||||||
220
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.375%, 07/15/2031 |
$ | 1,856 | $ | 1,543 | ||||
Synaptics |
||||||||
4.000%, 06/15/2029 (A) |
2,167 | 2,006 | ||||||
UKG |
||||||||
6.875%, 02/01/2031 (A) |
1,794 | 1,841 | ||||||
Western Digital Corp |
||||||||
4.750%, 02/15/2026 |
1,417 | 1,402 | ||||||
Xerox Holdings |
||||||||
8.875%, 11/30/2029 (A) |
301 | 248 | ||||||
| 66,001 | ||||||||
Materials — 6.4% |
||||||||
ASP Unifrax Holdings |
||||||||
7.100%, 09/30/2029 (A) |
4,815 | 2,817 | ||||||
ATI |
||||||||
7.250%, 08/15/2030 |
239 | 248 | ||||||
5.875%, 12/01/2027 |
276 | 276 | ||||||
5.125%, 10/01/2031 |
195 | 185 | ||||||
4.875%, 10/01/2029 |
267 | 257 | ||||||
Avient |
||||||||
6.250%, 11/01/2031 (A) |
1,502 | 1,506 | ||||||
Axalta Coating Systems Dutch Holding B BV |
||||||||
7.250%, 02/15/2031 (A) |
2,862 | 2,981 | ||||||
Axalta Coating Systems LLC |
||||||||
4.750%, 06/15/2027 (A) |
1,348 | 1,332 | ||||||
3.375%, 02/15/2029 (A) |
2,735 | 2,525 | ||||||
Baffinland Iron Mines |
||||||||
8.750%, 07/15/2026 (A) |
5,065 | 4,761 | ||||||
Ball |
||||||||
3.125%, 09/15/2031 |
2,885 | 2,506 | ||||||
2.875%, 08/15/2030 |
3,555 | 3,119 | ||||||
Big River Steel LLC |
||||||||
6.625%, 01/31/2029 (A) |
477 | 479 | ||||||
Carpenter Technology |
||||||||
7.625%, 03/15/2030 |
103 | 106 | ||||||
6.375%, 07/15/2028 |
281 | 282 | ||||||
Celanese US Holdings LLC |
||||||||
6.950%, 11/15/2033 |
1,371 | 1,466 | ||||||
6.629%, 07/15/2032 |
2,101 | 2,192 | ||||||
CF Industries |
||||||||
5.150%, 03/15/2034 |
1,720 | 1,687 | ||||||
Chemours |
||||||||
8.000%, 01/15/2033 (A) |
183 | 180 | ||||||
5.750%, 11/15/2028 (A) |
2,927 | 2,777 | ||||||
4.625%, 11/15/2029 (A) |
1,761 | 1,565 | ||||||
Cleveland-Cliffs |
||||||||
7.500%, 09/15/2031 (A) |
164 | 167 | ||||||
7.375%, 05/01/2033 (A) |
902 | 906 | ||||||
7.000%, 03/15/2032 (A) |
2,440 | 2,450 | ||||||
6.875%, 11/01/2029 (A) |
1,209 | 1,215 | ||||||
6.750%, 04/15/2030 (A) |
381 | 381 | ||||||
4.625%, 03/01/2029 (A) |
370 | 345 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Compass Minerals International |
||||||||
6.750%, 12/01/2027 (A) |
$ | 1,060 | $ | 1,053 | ||||
Constellium |
||||||||
3.750%, 04/15/2029 (A) |
1,378 | 1,269 | ||||||
Cornerstone Chemical Co LLC |
||||||||
15.000%, 12/06/2028 (B) |
5,487 | 5,487 | ||||||
10.250%, 09/01/2027 (A)(B)(D) |
567 | 567 | ||||||
CVR Partners |
||||||||
6.125%, 06/15/2028 (A) |
1,771 | 1,739 | ||||||
Domtar |
||||||||
6.750%, 10/01/2028 (A) |
6,165 | 5,719 | ||||||
Element Solutions |
||||||||
3.875%, 09/01/2028 (A) |
619 | 589 | ||||||
ERO Copper |
||||||||
6.500%, 02/15/2030 (A) |
2,640 | 2,584 | ||||||
First Quantum Minerals |
||||||||
9.375%, 03/01/2029 (A) |
870 | 928 | ||||||
8.625%, 06/01/2031 (A) |
5,385 | 5,612 | ||||||
8.000%, 03/01/2033 (A) |
635 | 647 | ||||||
FMG Resources August 2006 Pty |
||||||||
4.500%, 09/15/2027 (A) |
991 | 967 | ||||||
4.375%, 04/01/2031 (A) |
794 | 728 | ||||||
Freeport-McMoRan |
||||||||
5.450%, 03/15/2043 |
1,150 | 1,096 | ||||||
5.400%, 11/14/2034 |
1,281 | 1,290 | ||||||
Graphic Packaging International LLC |
||||||||
3.750%, 02/01/2030 (A) |
800 | 736 | ||||||
INEOS Finance |
||||||||
7.500%, 04/15/2029 (A) |
1,808 | 1,856 | ||||||
6.750%, 05/15/2028 (A) |
200 | 202 | ||||||
INEOS Quattro Finance 2 |
||||||||
9.625%, 03/15/2029 (A) |
247 | 261 | ||||||
Innophos Holdings |
||||||||
11.500%, 06/15/2029 (A) |
4,673 | 4,953 | ||||||
Ivanhoe Mines |
||||||||
7.875%, 01/23/2030 (A) |
2,750 | 2,767 | ||||||
Martin Marietta Materials |
||||||||
4.250%, 12/15/2047 |
1,195 | 999 | ||||||
Methanex |
||||||||
5.250%, 12/15/2029 |
1,605 | 1,567 | ||||||
Methanex US Operations |
||||||||
6.250%, 03/15/2032 (A) |
340 | 341 | ||||||
Mineral Resources MTN |
||||||||
8.500%, 05/01/2030 (A) |
2,320 | 2,345 | ||||||
Mountain Province Diamonds, Inc. |
||||||||
9.000%, 12/15/2027 (A)(B) |
2,609 | 2,458 | ||||||
Neiman Marcus Group (Escrow Security) |
||||||||
0.000%, 10/15/2021 (A)(B)(C)(D) |
2,835 | 99 | ||||||
Northwest Acquisitions ULC |
||||||||
7.125%, 11/01/2022 (A)(B)(D)(G) |
3,290 | – | ||||||
NOVA Chemicals |
||||||||
9.000%, 02/15/2030 (A) |
265 | 286 | ||||||
8.500%, 11/15/2028 (A) |
761 | 807 | ||||||
SEI Institutional Investments Trust
221
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.250%, 06/01/2027 (A) |
$ | 875 | $ | 870 | ||||
4.250%, 05/15/2029 (A) |
440 | 418 | ||||||
Novelis |
||||||||
6.875%, 01/30/2030 (A) |
76 | 78 | ||||||
4.750%, 01/30/2030 (A) |
1,093 | 1,030 | ||||||
3.250%, 11/15/2026 (A) |
2,129 | 2,065 | ||||||
OCI |
||||||||
6.700%, 03/16/2033 (A) |
2,408 | 2,542 | ||||||
OI European Group BV |
||||||||
4.750%, 02/15/2030 (A) |
422 | 388 | ||||||
Owens-Brockway Glass Container |
||||||||
7.250%, 05/15/2031 (A) |
2,743 | 2,697 | ||||||
6.625%, 05/13/2027 (A) |
102 | 102 | ||||||
Rain Carbon |
||||||||
12.250%, 09/01/2029 (A) |
4,155 | 4,407 | ||||||
Rain CII Carbon LLC |
||||||||
7.250%, 04/01/2025 (A) |
49 | 49 | ||||||
Samarco Mineracao |
||||||||
9.000%cash/0% PIK, 06/30/2031 |
1,390 | 1,375 | ||||||
SCIH Salt Holdings |
||||||||
6.625%, 05/01/2029 (A) |
3,118 | 3,089 | ||||||
4.875%, 05/01/2028 (A) |
1,873 | 1,805 | ||||||
Scotts Miracle-Gro |
||||||||
5.250%, 12/15/2026 |
121 | 120 | ||||||
4.500%, 10/15/2029 |
764 | 719 | ||||||
4.375%, 02/01/2032 |
451 | 404 | ||||||
4.000%, 04/01/2031 |
524 | 467 | ||||||
Sealed Air |
||||||||
6.500%, 07/15/2032 (A) |
1,763 | 1,807 | ||||||
6.125%, 02/01/2028 (A) |
1,494 | 1,508 | ||||||
Taseko Mines |
||||||||
8.250%, 05/01/2030 (A) |
1,897 | 1,969 | ||||||
TriMas |
||||||||
4.125%, 04/15/2029 (A) |
528 | 494 | ||||||
Trinseo Luxco Finance SPV Sarl |
||||||||
7.625%, 05/03/2029 (A) |
1,040 | 775 | ||||||
Tronox |
||||||||
4.625%, 03/15/2029 (A) |
7,478 | 6,692 | ||||||
WR Grace Holdings LLC |
||||||||
5.625%, 08/15/2029 (A) |
3,466 | 3,175 | ||||||
4.875%, 06/15/2027 (A) |
614 | 598 | ||||||
| 128,306 | ||||||||
Real Estate — 2.5% |
||||||||
Anywhere Real Estate Group LLC |
||||||||
7.000%, 04/15/2030 (A) |
2,939 | 2,714 | ||||||
5.250%, 04/15/2030 (A) |
685 | 543 | ||||||
Diversified Healthcare Trust |
||||||||
4.750%, 02/15/2028 |
495 | 441 | ||||||
4.375%, 03/01/2031 |
6,360 | 5,058 | ||||||
Iron Mountain |
||||||||
6.250%, 01/15/2033 (A) |
43 | 43 | ||||||
5.250%, 03/15/2028 (A) |
281 | 277 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.250%, 07/15/2030 (A) |
$ | 4,635 | $ | 4,475 | ||||
5.000%, 07/15/2028 (A) |
445 | 436 | ||||||
4.875%, 09/15/2027 (A) |
410 | 404 | ||||||
4.875%, 09/15/2029 (A) |
3,356 | 3,233 | ||||||
4.500%, 02/15/2031 (A) |
120 | 111 | ||||||
Iron Mountain Information Management Services |
||||||||
5.000%, 07/15/2032 (A) |
2,289 | 2,146 | ||||||
MPT Operating Partnership |
||||||||
8.500%, 02/15/2032 (A) |
1,135 | 1,165 | ||||||
5.000%, 10/15/2027 |
805 | 724 | ||||||
Outfront Media Capital LLC |
||||||||
7.375%, 02/15/2031 (A) |
273 | 287 | ||||||
4.625%, 03/15/2030 (A) |
330 | 308 | ||||||
Park Intermediate Holdings LLC |
||||||||
4.875%, 05/15/2029 (A) |
1,905 | 1,822 | ||||||
RHP Hotel Properties |
||||||||
7.250%, 07/15/2028 (A) |
173 | 179 | ||||||
6.500%, 04/01/2032 (A) |
425 | 431 | ||||||
4.750%, 10/15/2027 |
1,042 | 1,020 | ||||||
4.500%, 02/15/2029 (A) |
687 | 658 | ||||||
RLJ Lodging Trust |
||||||||
4.000%, 09/15/2029 (A) |
542 | 497 | ||||||
3.750%, 07/01/2026 (A) |
2,073 | 2,035 | ||||||
Service Properties Trust |
||||||||
5.500%, 12/15/2027 |
1,350 | 1,315 | ||||||
4.950%, 02/15/2027 |
665 | 649 | ||||||
4.950%, 10/01/2029 |
915 | 767 | ||||||
4.375%, 02/15/2030 |
2,685 | 2,170 | ||||||
3.950%, 01/15/2028 |
140 | 125 | ||||||
Uniti Group |
||||||||
10.500%, 02/15/2028 (A) |
3,848 | 4,109 | ||||||
6.500%, 02/15/2029 (A) |
5,337 | 4,959 | ||||||
6.000%, 01/15/2030 (A) |
2,942 | 2,646 | ||||||
VICI Properties |
||||||||
4.625%, 12/01/2029 (A) |
249 | 242 | ||||||
4.500%, 09/01/2026 (A) |
225 | 223 | ||||||
4.250%, 12/01/2026 (A) |
500 | 494 | ||||||
3.750%, 02/15/2027 (A) |
670 | 655 | ||||||
VICI Properties LP / VICI Note Co |
||||||||
4.625%, 06/15/2025 (A) |
411 | 410 | ||||||
4.125%, 08/15/2030 (A) |
1,596 | 1,503 | ||||||
| 49,274 | ||||||||
Utilities — 2.4% |
||||||||
Alpha Generation LLC |
||||||||
6.750%, 10/15/2032 (A) |
2,383 | 2,417 | ||||||
AmeriGas Partners |
||||||||
9.375%, 06/01/2028 (A) |
235 | 237 | ||||||
5.875%, 08/20/2026 |
260 | 260 | ||||||
5.500%, 05/20/2025 |
54 | 54 | ||||||
Calpine |
||||||||
5.000%, 02/01/2031 (A) |
2,355 | 2,266 | ||||||
222
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.625%, 02/01/2029 (A) |
$ | 330 | $ | 316 | ||||
4.500%, 02/15/2028 (A) |
3,805 | 3,722 | ||||||
Edison International |
||||||||
8.125%, H15T5Y + 3.864%, 06/15/2053 (E) |
1,380 | 1,360 | ||||||
5.250%, 03/15/2032 |
3,777 | 3,580 | ||||||
NRG Energy |
||||||||
10.250%, H15T5Y + 5.920%(A)(E)(F) |
1,863 | 2,078 | ||||||
7.000%, 03/15/2033 (A) |
413 | 449 | ||||||
6.250%, 11/01/2034 (A) |
5,124 | 5,142 | ||||||
6.000%, 02/01/2033 (A) |
256 | 253 | ||||||
5.250%, 06/15/2029 (A) |
701 | 687 | ||||||
3.875%, 02/15/2032 (A) |
56 | 50 | ||||||
3.625%, 02/15/2031 (A) |
3,299 | 2,944 | ||||||
3.375%, 02/15/2029 (A) |
575 | 529 | ||||||
Pattern Energy Operations |
||||||||
4.500%, 08/15/2028 (A) |
1,821 | 1,725 | ||||||
PG&E |
||||||||
5.250%, 07/01/2030 |
4,105 | 3,940 | ||||||
Pike |
||||||||
8.625%, 01/31/2031 (A) |
113 | 122 | ||||||
5.500%, 09/01/2028 (A) |
355 | 347 | ||||||
Talen Energy Supply LLC |
||||||||
8.625%, 06/01/2030 (A) |
2,550 | 2,726 | ||||||
Vistra |
||||||||
8.000%, H15T5Y + 6.930%(A)(E)(F) |
2,673 | 2,749 | ||||||
7.000%, H15T5Y + 5.740%(A)(E)(F) |
320 | 325 | ||||||
Vistra Operations LLC |
||||||||
7.750%, 10/15/2031 (A) |
550 | 581 | ||||||
6.875%, 04/15/2032 (A) |
2,918 | 3,011 | ||||||
5.625%, 02/15/2027 (A) |
1,171 | 1,171 | ||||||
5.000%, 07/31/2027 (A) |
2,361 | 2,332 | ||||||
4.375%, 05/01/2029 (A) |
1,219 | 1,164 | ||||||
4.300%, 07/15/2029 (A) |
559 | 543 | ||||||
XPLR Infrastructure Operating Partners |
||||||||
7.250%, 01/15/2029 (A) |
2,124 | 2,110 | ||||||
| 49,190 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $1,575,821) ($ Thousands) |
1,521,650 | |||||||
LOAN PARTICIPATIONS — 10.2% |
||||||||
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
||||||||
9.305%, CME Term SOFR + 4.750%, 04/20/2028 (E) |
796 | 812 | ||||||
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
||||||||
9.291%, CME Term SOFR + 5.000%, 08/18/2028 (E) |
1,526 | 1,530 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
||||||||
8.840%, CME Term SOFR + 4.250%, 05/17/2028 (E) |
$ | 520 | $ | 388 | ||||
Adient, Term Loan B2 |
||||||||
6.574%, 01/31/2031 (E) |
328 | 327 | ||||||
Ahead DB Holdings, LLC, Term B-3 Loan, 1st Lien |
||||||||
7.329%, CME Term SOFR + 3.500%, 02/01/2031 (E) |
451 | 452 | ||||||
Alvogen Pharma US, Inc., June 2022 Loan, 1st Lien |
||||||||
12.924%, CME Term SOFR + 7.500%, 06/30/2025 (E)(H) |
2,625 | 2,310 | ||||||
AMC Entertainment, Term Loan, 1st Lien |
||||||||
0.000%, 01/04/2029 (C)(H) |
2,755 | 2,797 | ||||||
AmWINS Group, Inc., Initial Term Loan |
||||||||
6.574%, CME Term SOFR + 2.250%, 01/30/2032 (E)(H) |
2,583 | 2,578 | ||||||
Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien |
||||||||
8.424%, CME Term SOFR + 4.000%, 11/24/2027 (E)(H) |
848 | 840 | ||||||
Asurion, LLC, New B-8 Term Loan, 1st Lien |
||||||||
7.688%, CME Term SOFR + 3.250%, 12/23/2026 (E) |
904 | 903 | ||||||
athenahealth Group Inc., Initial Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 02/15/2029 (E)(H) |
105 | 105 | ||||||
Avaya Inc., Initial Term Loan, 1st Lien |
||||||||
11.812%, CME Term SOFR + 7.500%, 08/01/2028 (A)(E)(G)(H) |
7,256 | 5,971 | ||||||
Bally's Corporation, Term B Facility Loan, 1st Lien |
||||||||
7.802%, CME Term SOFR + 3.250%, 10/02/2028 (E) |
1,258 | 1,178 | ||||||
Bausch Health Companies Inc., Second Amendment Term Loan, 1st Lien |
||||||||
9.674%, CME Term SOFR + 5.250%, 02/01/2027 (E)(H) |
2,815 | 2,797 | ||||||
Belron Finance 2019 LLC, 2031 Dollar Incremental Term Loan, 1st Lien |
||||||||
7.052%, CME Term SOFR + 2.750%, 10/16/2031 (E) |
179 | 179 | ||||||
Blue Triton, Term Loan B |
||||||||
6.565%, 03/31/2028 |
369 | 370 | ||||||
BW Holding, Inc., Initial Term Loan, 1st Lien |
||||||||
8.463%, CME Term SOFR + 4.000%, 12/14/2028 (E)(H) |
1,811 | 1,516 | ||||||
Byju's, New Money Term Loan, 1st Lien |
||||||||
12.357%, 04/24/2026 |
27 | 26 | ||||||
SEI Institutional Investments Trust
223
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Byju's, Term Loan, 1st Lien |
||||||||
15.500%, CME Term SOFR + 8.000%, 11/24/2026 (D)(E) |
$ | 2,985 | $ | 293 | ||||
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
||||||||
6.563%, CME Term SOFR + 2.250%, 02/06/2031 (E) |
1,533 | 1,533 | ||||||
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |
||||||||
10.000%, LIBOR + 3.500%, 12/04/2026 (E) |
798 | 796 | ||||||
Carestream Health, Inc., Term Loan, 1st Lien |
||||||||
11.929%, CME Term SOFR + 7.500%, 09/30/2027 (E) |
2,607 | 1,766 | ||||||
Castle US Holding Corp., Incremental Term B Loan, 1st Lien |
||||||||
8.776%, CME Term SOFR + 4.000%, 01/29/2027 (E) |
1,555 | 950 | ||||||
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien |
||||||||
8.325%, CME Term SOFR + 3.750%, 01/29/2027 (E) |
1,448 | 895 | ||||||
CHPPR Midco Inc. , Amendment No. 1 Term Loan, 1st Lien |
||||||||
13.076%, CME Term SOFR + 8.750%, 12/31/2029 (B)(E) |
1,743 | 1,743 | ||||||
Cineworld, Term Loan B, First Lien |
||||||||
9.559%, 10/31/2031 |
250 | 249 | ||||||
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
||||||||
11.173%, CME Term SOFR + 6.500%, 12/18/2026 (E) |
1,950 | 1,521 | ||||||
Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
8.438%, CME Term SOFR + 4.000%, 08/21/2028 (E) |
74 | 74 | ||||||
Cloud Software Group, Inc., Seventh Amendment Tranche B-1 Term Loan, 1st Lien |
||||||||
7.829%, CME Term SOFR + 3.500%, 03/30/2029 (E) |
1,702 | 1,706 | ||||||
Cloud Software Group, Inc., Sixth Amendment Term Loan, 1st Lien |
||||||||
8.079%, CME Term SOFR + 3.750%, 03/21/2031 (E) |
1,047 | 1,050 | ||||||
8.079%, CME Term SOFR + 3.750%, 03/21/2031 (E) |
3 | 3 | ||||||
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
||||||||
9.590%, CME Term SOFR + 5.000%, 09/18/2026 (E) |
967 | 971 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
CMG Media Corporation, Term B-2 Loan, 1st Lien |
||||||||
7.929%, CME Term SOFR + 3.500%, 06/18/2029 (E) |
$ | 1,374 | $ | 1,264 | ||||
CommerceHub, Inc., Initial Term Loan, 1st Lien |
||||||||
8.458%, CME Term SOFR + 4.000%, 12/29/2027 (E) |
1,386 | 1,352 | ||||||
Conair Holdings LLC, Initial Term Loan, 1st Lien |
||||||||
8.188%, CME Term SOFR + 3.750%, 05/17/2028 (E) |
327 | 299 | ||||||
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
||||||||
7.938%, CME Term SOFR + 3.500%, 10/02/2027 (E) |
2,121 | 2,111 | ||||||
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
||||||||
8.174%, CME Term SOFR + 3.750%, 11/23/2027 (E)(H) |
1,277 | 1,214 | ||||||
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien |
||||||||
8.812%, CME Term SOFR + 4.500%, 01/18/2028 (E) |
247 | 242 | ||||||
Curian Global Inc., 2021 Term Loan, 1st Lien |
||||||||
8.174%, 08/30/2026 |
1,273 | 1,196 | ||||||
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
||||||||
8.340%, CME Term SOFR + 3.750%, 10/04/2028 (E) |
584 | 550 | ||||||
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
||||||||
9.552%, CME Term SOFR + 5.000%, 08/02/2027 (E) |
294 | 294 | ||||||
Dominion Diamond, Term Loan, 2nd Lien |
||||||||
10.000%, 06/30/2026 (B) |
1,216 | 1,216 | ||||||
Dun & Bradstreet Corporation, The, 2022 Incremental Term B-2 Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 01/18/2029 (E) |
1,737 | 1,734 | ||||||
East Valley Tourist Development Authority , Term Loan, 1st Lien |
||||||||
11.938%, CME Term SOFR + 7.500%, 11/23/2026 (B)(E) |
3,891 | 3,840 | ||||||
Ellucian Holdings Inc., Initial Term Loan, 2nd Lien |
||||||||
9.074%, CME Term SOFR + 5.000%, 11/22/2032 (E) |
2,750 | 2,800 | ||||||
EMRLD Borrower LP, Second Amendment Incremental Term Loan, 1st Lien |
||||||||
6.829%, CME Term SOFR + 2.500%, 08/04/2031 (E)(H) |
322 | 321 | ||||||
Endeavor Group Holdings, Inc., Term Loan B |
||||||||
0.000%, 01/27/2032 (C)(E)(H) |
1,445 | 1,450 | ||||||
224
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Endo Finance Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
8.324%, CME Term SOFR + 4.000%, 04/23/2031 (E) |
$ | 2,698 | $ | 2,698 | ||||
Envestnet, Term Loan, 1st Lien |
||||||||
7.791%, 09/19/2031 |
380 | 382 | ||||||
Envision Healthcare Corporation, Term Loan, 1st Lien |
||||||||
12.567%, 12/30/2027 |
1,417 | 1,427 | ||||||
Epic Crude Services, LP, Term Loan, 1st Lien |
||||||||
7.302%, CME Term SOFR + 3.000%, 10/10/2031 (E) |
228 | 228 | ||||||
First Advantage Holdings, LLC, Term B-2 Loan, 1st Lien |
||||||||
7.574%, CME Term SOFR + 3.250%, 09/19/2031 (E) |
348 | 349 | ||||||
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
||||||||
6.892%, CME Term SOFR + 2.500%, 07/21/2028 (E) |
415 | 414 | ||||||
First Student Bidco Inc., TLB-2 Loan, 1st Lien |
||||||||
6.892%, 07/21/2028 |
525 | 524 | ||||||
Fitness International, LLC, Term B Loan |
||||||||
9.574%, 02/05/2029 |
1,087 | 1,099 | ||||||
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
||||||||
9.840%, CME Term SOFR + 5.250%, 11/01/2028 (E)(H) |
2,068 | 1,332 | ||||||
Freeport LNG Investments, LLLP, Term Loan, 1st Lien |
||||||||
7.555%, 11/16/2026 |
1,661 | 1,657 | ||||||
GatesAir, Term Loan |
||||||||
13.905%, 08/01/2027 (B)(G) |
1,805 | 1,789 | ||||||
Genesys Cloud Services Holdings I, LLC, Initial 2025 Dollar Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 01/30/2032 (E) |
1,231 | 1,224 | ||||||
Global Medical Response, Inc., 2024 Extended Term Loan, 1st Lien |
||||||||
9.790%, CME Term SOFR + 4.750%, 10/31/2028 (E)(H) |
3,543 | 3,539 | ||||||
Graftech, Delayed Term Loan |
||||||||
0.375%, 10/10/2031 |
157 | 5 | ||||||
Graftech, Term Loan, 1st Lien |
||||||||
9.337%, 11/11/2029 |
274 | 283 | ||||||
Graham Packaging, Term Loan, 1st Lien |
||||||||
6.824%, 08/04/2027 |
460 | 460 | ||||||
Harrah's Oklahoma, Term Loan, 1st Lien |
||||||||
13.305%, 10/10/2030 |
1,994 | 1,984 | ||||||
HIG Finance 2 Limited, 2024-3 Dollar Refinancing Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 02/15/2031 (E) |
1,772 | 1,767 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Icon Parent I Inc., Initial Term Loan, 2nd Lien |
||||||||
9.315%, CME Term SOFR + 5.000%, 11/12/2032 (E) |
$ | 1,870 | $ | 1,892 | ||||
Instructure Holdings, Inc., Term Loan, 1st Lien |
||||||||
7.315%, 09/11/2031 |
310 | 309 | ||||||
JC Penney, Term Loan, 1st Lien |
||||||||
5.250%, CME Term SOFR + 4.250%, 06/21/2024 (B)(D)(E) |
3,751 | — | ||||||
Johnstone Supply, LLC, 2024-1 Incremental Term Loan |
||||||||
6.820%, 06/09/2031 |
1,183 | 1,178 | ||||||
Jump Financial, LLC, Term Loan, 1st Lien |
||||||||
9.365%, CME Term SOFR + 4.500%, 08/07/2028 (E) |
3,022 | 3,014 | ||||||
Kidde Global, Term Loan B, 1st Lien |
||||||||
8.559%, 10/10/2031 |
496 | 484 | ||||||
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
||||||||
9.424%, CME Term SOFR + 5.000%, 10/29/2028 (E)(H) |
1,821 | 1,682 | ||||||
Lannett Company, Inc., Term Loan |
||||||||
2.000%, 06/16/2030 (B) |
880 | 880 | ||||||
Level 3, Term Loan B-1, 1st Lien |
||||||||
0.000%, 04/15/2029 (C)(H) |
2,760 | 2,788 | ||||||
Libbey Glass, LLC, Incremental Term Loan |
||||||||
10.950%, 11/22/2027 |
2,591 | 2,513 | ||||||
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
||||||||
10.922%, CME Term SOFR + 6.500%, 12/31/2026 (E)(H) |
14,007 | 6,723 | ||||||
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |
||||||||
10.041%, CME Term SOFR + 5.750%, 01/29/2027 (E) |
3,214 | 3,245 | ||||||
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |
||||||||
10.041%, CME Term SOFR + 5.750%, 01/29/2027 (E) |
183 | 184 | ||||||
Lumen Technologies, Term Loan B-1 |
||||||||
6.788%, 04/15/2029 (E)(H) |
1,470 | 1,383 | ||||||
Lumen Technologies, Term Loan B-2 |
||||||||
6.788%, 04/15/2030 |
900 | 844 | ||||||
Madison IAQ LLC, Initial Term Loan, 1st Lien |
||||||||
6.762%, CME Term SOFR + 2.750%, 06/21/2028 (E) |
428 | 428 | ||||||
Magenta Security Holdings LLC, First Out Term Loan, 1st Lien |
||||||||
11.301%, CME Term SOFR + 6.750%, 07/27/2028 (E)(H) |
2,554 | 2,308 | ||||||
Magenta Security Holdings LLC, Second Out Term Loan, 1st Lien |
||||||||
12.301%, CME Term SOFR + 1.500%, 07/27/2028 (E)(H) |
4,116 | 2,146 | ||||||
SEI Institutional Investments Trust
225
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Mavenir Systems, Inc., Ammendment 3 Term Loan, 1st Lien |
||||||||
14.260%, 03/14/2025 |
$ | 482 | $ | 482 | ||||
Mavenir Systems, Inc., Delayed Draw Term Loan, 1st Lien |
||||||||
14.444%, CME Term SOFR + 10.000%, 03/14/2025 (B)(E) |
168 | 168 | ||||||
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
||||||||
14.254%, CME Term SOFR + 10.000%, 03/14/2025 (B)(E) |
521 | 521 | ||||||
10.063%, CME Term SOFR + 5.750%, 08/18/2028 (B)(E)(G) |
679 | 472 | ||||||
9.325%, CME Term SOFR + 4.750%, 08/18/2028 (B)(E)(G) |
7,597 | 5,280 | ||||||
Mavenir Systems, Inc., Term Loan, 1st Lien |
||||||||
14.423%, 01/31/2025 |
644 | 644 | ||||||
14.396%, 03/14/2025 (B) |
238 | 238 | ||||||
Medimpact Healthcare, Cov-Lite Delayes Term Loan, 1st Lien |
||||||||
11.662%, 03/31/2028 (H) |
215 | 217 | ||||||
Medline Borrower, LP, Third Amendment Incremental Term Loan, 1st Lien |
||||||||
6.574%, CME Term SOFR + 2.250%, 10/23/2028 (E) |
979 | 980 | ||||||
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 05/03/2028 (E) |
649 | 634 | ||||||
MI Windows and Doors, LLC, Term B-2 Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 03/28/2031 (E) |
199 | 199 | ||||||
MLN US HoldCo LLC, Term B Loan, 1st Lien |
||||||||
8.953%, CME Term SOFR + 4.500%, 11/30/2025 (E) |
1,157 | 4 | ||||||
Mountaineer Merger Corp, Term Loan, 1st Lien |
||||||||
11.549%, CME Term SOFR + 7.000%, 10/26/2028 (E) |
2,699 | 2,159 | ||||||
Naked Juice LLC, Initial Term Loan, 1st Lien |
||||||||
7.429%, CME Term SOFR + 3.250%, 01/24/2029 (E) |
2,701 | 1,628 | ||||||
Neon Maple Purchaser Inc., Tranche B-1 Term Loan, 1st Lien |
||||||||
7.324%, CME Term SOFR + 3.000%, 07/18/2031 (E) |
502 | 501 | ||||||
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien |
||||||||
10.075%, CME Term SOFR + 4.000%, 08/19/2026 (E) |
209 | 192 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
||||||||
9.325%, CME Term SOFR + 3.250%, 08/19/2026 (E) |
$ | 2,877 | $ | 2,655 | ||||
New Fortress Energy Inc, Term Loan, 1st Lien |
||||||||
0.000%, 10/27/2028 (C)(H) |
775 | 714 | ||||||
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
||||||||
10.674%, CME Term SOFR + 6.250%, 11/05/2029 (E) |
1,140 | 1,137 | ||||||
Nutrisystem, Term Loan A, 1st Lien |
||||||||
9.438%, 04/19/2030 (H) |
1,124 | 1,097 | ||||||
Nutrisystem, Term Loan B, 1st Lien |
||||||||
10.688%, 10/19/2030 (H) |
2,611 | 1,803 | ||||||
Obra, Termloan, 1st Lien |
||||||||
11.930%, 06/21/2029 (B) |
1,779 | 1,732 | ||||||
Osmosis Buyer Limited, 2025 Refinancing Term B Loan, 1st Lien |
||||||||
7.309%, CME Term SOFR + 3.000%, 07/31/2028 (E) |
1,613 | 1,607 | ||||||
Ovation Parent, Inc., Initial Term Loan, 1st Lien |
||||||||
7.829%, CME Term SOFR + 3.500%, 04/21/2031 (E) |
373 | 373 | ||||||
Parexel International, Inc., Sixth Amendment Term Loan, 1st Lien |
||||||||
6.824%, CME Term SOFR + 2.500%, 11/15/2028 (E) |
309 | 310 | ||||||
Park River Holdings, Inc., Initial Term Loan, 1st Lien |
||||||||
7.822%, CME Term SOFR + 3.250%, 12/28/2027 (E) |
223 | 216 | ||||||
Pasadena Performance Products, LLC, Term B Loan |
||||||||
7.752%, 03/01/2032 (H) |
1,205 | 1,205 | ||||||
Perforce Software, Inc, 2024-1 Refinancing Term Loan, 1st Lien |
||||||||
9.062%, 07/02/2029 |
1,740 | 1,680 | ||||||
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |
||||||||
7.840%, CME Term SOFR + 3.250%, 03/03/2028 (E)(H) |
770 | 709 | ||||||
PetSmart LLC, Initial Term Loan, 1st Lien |
||||||||
8.174%, CME Term SOFR + 3.750%, 02/11/2028 (E) |
60 | 59 | ||||||
Ply Gem, Term Loan, 1st Lien |
||||||||
7.662%, 04/12/2028 (H) |
1,411 | 1,306 | ||||||
Polar US Borrower, LLC, Term B-1-A Loan |
||||||||
9.900%, 10/16/2028 |
2,336 | 1,402 | ||||||
Premier Brands Group, Term Loan B-1 |
||||||||
12.812%, 12/17/2029 |
1,381 | 1,381 | ||||||
226
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
||||||||
8.189%, CME Term SOFR + 3.899%, 10/02/2028 (E)(H) |
$ | 2,693 | $ | 1,864 | ||||
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
||||||||
8.691%, CME Term SOFR + 4.250%, 02/01/2029 (E) |
2,223 | 1,192 | ||||||
Radiology Partners, Inc., Term B Loan, 1st Lien |
||||||||
8.090%, CME Term SOFR + 5.000%, 01/31/2029 (E) |
1,353 | 1,326 | ||||||
Raven Acquisition Holdings, LLC, Delayed Term Loan |
||||||||
0.000%, 10/24/2031 (C) |
17 | — | ||||||
Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien |
||||||||
7.574%, CME Term SOFR + 3.250%, 11/19/2031 (E) |
244 | 243 | ||||||
Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien |
||||||||
8.574%, CME Term SOFR + 4.250%, 11/28/2028 (E) |
303 | 304 | ||||||
Serta Simmons Bedding, Initial Term Loan, 1st Lien |
||||||||
11.943%, CME Term SOFR + 7.500%, 06/29/2028 (E) |
85 | 79 | ||||||
Shutterfly Finance, LLC, Term B Loan, 2nd Lien |
||||||||
9.329%, CME Term SOFR + 1.000%, 10/01/2027 (E) |
304 | 274 | ||||||
Sinclair Television, Cov-Lite Term Loan B, 1st Lien |
||||||||
7.426%, 04/01/2028 (E) |
1,460 | 1,229 | ||||||
Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien |
||||||||
8.174%, CME Term SOFR + 3.750%, 10/15/2028 (E) |
444 | 440 | ||||||
Spectrum Group Buyer, Inc., Refinancing Term Loan |
||||||||
11.291%, 05/19/2028 |
2,333 | 1,881 | ||||||
Spirit Airlines, Term Loan, 1st Lien |
||||||||
11.322%, 12/09/2034 |
1,028 | 1,023 | ||||||
Springs Window Fashion, Term Loan, 1st Lien |
||||||||
8.824%, 10/06/2028 |
195 | 197 | ||||||
SPX Flow, Term Loan, 1st Lien |
||||||||
0.000%, 04/05/2029 (C) |
246 | 247 | ||||||
Star Parent, Inc., Term Loan, 1st Lien |
||||||||
8.329%, CME Term SOFR + 3.750%, 09/27/2030 (E) |
174 | 170 | ||||||
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Station Casinos LLC, Term B Facility, 1st Lien |
||||||||
6.324%, CME Term SOFR + 2.250%, 03/14/2031 (E) |
$ | 1,237 | $ | 1,235 | ||||
Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien |
||||||||
9.074%, CME Term SOFR + 4.750%, 03/15/2030 (E) |
853 | 852 | ||||||
SWF Holdings, Term Loan |
||||||||
0.000%, 12/19/2029 (C) |
260 | 2 | ||||||
SWF Holdings, Term Loan A-2 |
||||||||
8.438%, 10/06/2028 (H) |
2,074 | 1,773 | ||||||
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
||||||||
9.537%, CME Term SOFR + 5.250%, 03/02/2027 (E) |
6,659 | 6,514 | ||||||
Thunder Generation Funding, LLC, Term Loan, 1st Lien |
||||||||
7.329%, CME Term SOFR + 3.000%, 10/03/2031 (B)(E) |
1,403 | 1,406 | ||||||
Topgolf Callaway Brands Corp., Initial Term Loan, 1st Lien |
||||||||
7.324%, 03/15/2030 |
166 | 164 | ||||||
Traverse Midstream Partners LLC, Advance, 1st Lien |
||||||||
8.085%, CME Term SOFR + 3.500%, 02/16/2028 (E) |
1,516 | 1,521 | ||||||
Truist Insurance Holdings, Term Loan, 1st Lien |
||||||||
9.079%, CME Term SOFR + 4.750%, 05/06/2032 (E)(H) |
190 | 192 | ||||||
Twitter, Term Loan, 1st Lien |
||||||||
0.001%, 02/14/2030 (H) |
7,684 | 7,845 | ||||||
0.000%, 10/27/2029 (C)(H) |
1,414 | 1,410 | ||||||
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
||||||||
9.438%, CME Term SOFR + 5.000%, 06/20/2028 (E) |
601 | 547 | ||||||
UKG Inc., 2024 Refinancing Term Loan, 1st Lien |
||||||||
7.300%, CME Term SOFR + 3.000%, 02/10/2031 (E) |
154 | 154 | ||||||
Varsity Brand, Term Loan B, 1st Lien |
||||||||
8.068%, CME Term SOFR + 3.750%, 08/26/2031 (E) |
3,141 | 3,139 | ||||||
Venator, Term Loan B, 1st Lien |
||||||||
14.329%, 07/16/2026 |
211 | 211 | ||||||
Venator, Term Loan, 1st Lien |
||||||||
14.656%, 10/12/2028 |
332 | 331 | ||||||
14.647%, 01/16/2026 |
203 | 203 | ||||||
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
||||||||
8.583%, CME Term SOFR + 4.000%, 08/20/2025 (E)(H) |
2,886 | 2,741 | ||||||
SEI Institutional Investments Trust
227
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
LOAN PARTICIPATIONS (continued) |
||||||||
Victra Holdings, LLC, Incremental Term Loan |
||||||||
9.562%, CME Term SOFR + 5.250%, 03/31/2029 (E) |
$ | 2,491 | $ | 2,499 | ||||
Victra, Term Loan, 1st Lien |
||||||||
0.000%, 03/31/2029 (C) |
32 | 32 | ||||||
W. R. Grace Holdings LLC, Initial Term Loan, 1st Lien |
||||||||
7.579%, CME Term SOFR + 3.250%, 09/22/2028 (E) |
70 | 70 | ||||||
Wargam, Term Loan, 1st Lien |
||||||||
13.674%, 06/30/2028 (B) |
2,424 | 2,509 | ||||||
Waterbridge, Term Loan B, 1st Lien |
||||||||
9.077%, CME Term SOFR + 4.750%, 06/21/2029 (E) |
2,713 | 2,702 | ||||||
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
||||||||
6.559%, CME Term SOFR + 2.250%, 01/27/2031 (E) |
1,571 | 1,568 | ||||||
White Cap Buyer LLC, Term Loan, 1st Lien |
||||||||
7.574%, 10/19/2029 |
768 | 766 | ||||||
WideOpenWest, Super-Senior Second Out Term Loan, 1st Lien |
||||||||
0.000%, 12/11/2028 (C) |
1,782 | 1,559 | ||||||
Xplornet Communications Inc., Second Out Take Back Term Loan, 1st Lien |
||||||||
6.147%, 10/24/2031 |
1,334 | 1,058 | ||||||
Xplornet Communications Inc., Super Senior First Out Term Loan, 1st Lien |
||||||||
9.552%, 10/24/2029 |
394 | 383 | ||||||
Zayo Group Holdings, Inc., Incremental Term Loan |
||||||||
8.574%, CME Term SOFR + 4.250%, 03/09/2027 (E) |
2,619 | 2,518 | ||||||
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
||||||||
7.074%, CME Term SOFR + 2.750%, 09/28/2029 (E) |
543 | 538 | ||||||
Zelis, Term Loan B, 1st Lien |
||||||||
7.574%, 10/25/2031 |
1,715 | 1,708 | ||||||
Total Loan Participations |
||||||||
(Cost $218,093) ($ Thousands) |
203,998 | |||||||
ASSET-BACKED SECURITIES — 8.3% |
||||||||
Other Asset-Backed Securities — 8.3% |
||||||||
Ares LXXIV CLO, Ser 2024-74A, Cl SUB |
||||||||
0.000%, 10/15/2037 (A)(B)(C)(E) |
3,724 | 3,171 | ||||||
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
||||||||
13.165%, TSFR3M + 8.862%, 04/17/2033 (A)(E) |
2,304 | 2,256 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
||||||||
0.000%, 07/18/2030 (A)(B)(C)(E) |
$ | 4,378 | $ | 767 | ||||
Battalion CLO X, Ser 2016-10A, Cl SUB |
||||||||
0.000%, 01/25/2035 (A)(B)(C)(E) |
6,380 | 2,794 | ||||||
Battalion CLO XI, Ser 2017-11A, Cl SUB |
||||||||
0.000%, 04/24/2034 (A)(B)(C)(E) |
10,431 | 3,129 | ||||||
Battalion CLO XII, Ser 2018-12A, Cl SUB |
||||||||
0.000%, 05/17/2031 (A)(B)(C)(E) |
8,633 | 1,019 | ||||||
Battalion CLO XIV, Ser 2019-14A |
||||||||
0.000%, 04/20/2032 (B)(C)(E) |
6,147 | 2,591 | ||||||
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
||||||||
0.000%, 01/20/2038 (A)(B)(C)(E) |
9,480 | 3,749 | ||||||
Battalion CLO XVI, Ser 2024-16A, Cl CR2 |
||||||||
6.440%, TSFR3M + 2.000%, 01/20/2038 (A)(E) |
431 | 432 | ||||||
Battalion CLO XVI, Ser 2024-16A, Cl ER2 |
||||||||
11.530%, TSFR3M + 7.090%, 01/20/2038 (A)(E) |
392 | 395 | ||||||
Battalion CLO XX, Ser 2021-20A, Cl SUB |
||||||||
0.000%, 07/15/2034 (B)(C)(E) |
21,391 | 9,423 | ||||||
Battalion CLO XX, Ser 2025-20A, Cl ER |
||||||||
0.000%, 04/15/2038 (A)(C)(E) |
1,580 | 1,580 | ||||||
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
||||||||
0.000%, 07/20/2029 (A)(B)(C)(E) |
2,640 | 121 | ||||||
Benefit Street Partners CLO IV |
||||||||
0.000%, 07/20/2026 (A)(B)(I) |
6,657 | 2,946 | ||||||
Benefit Street Partners CLO IX |
||||||||
0.000%, 07/20/2025 (A)(B)(I) |
22,286 | 6,229 | ||||||
Benefit Street Partners CLO V, Ser 2018-5BA |
||||||||
0.000%, 04/20/2031 (B)(C) |
13,783 | 5,674 | ||||||
Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR |
||||||||
12.093%, TSFR3M + 7.800%, 07/20/2037 (A)(E) |
100 | 100 | ||||||
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
||||||||
0.000%, 10/18/2029 (A)(B)(C)(E) |
9,535 | 3,944 | ||||||
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
||||||||
0.000%, 07/18/2027 (B)(C)(E) |
9,035 | 407 | ||||||
Benefit Street Partners CLO VIII |
||||||||
0.000%, 01/20/2031 (B)(C) |
9,000 | 1,427 | ||||||
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
||||||||
0.000%, 04/20/2034 (A)(B)(C)(E) |
10,939 | 6,179 | ||||||
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |
||||||||
0.000%, 10/15/2030 (A)(B)(C)(E) |
4,836 | 4,300 | ||||||
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
||||||||
0.000%, 10/20/2037 (A)(B)(C)(E) |
17,880 | 6,288 | ||||||
228
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
||||||||
0.000%, 10/15/2034 (A)(B)(C)(E) |
$ | 6,048 | $ | 4,164 | ||||
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
||||||||
0.000%, 07/15/2034 (A)(B)(C)(E) |
3,469 | 2,777 | ||||||
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |
||||||||
0.000%, 04/25/2034 (B)(C) |
4,843 | 3,450 | ||||||
Cathedral Lake CLO, Ser 2015-3A, Cl SUB |
||||||||
0.000%, 01/15/2026 (A)(B)(C)(E) |
3,653 | 658 | ||||||
Cathedral Lake V, Ser 2018-5A, Cl SUB |
||||||||
0.000%, 10/21/2030 (A)(B)(C)(E) |
5,673 | 596 | ||||||
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB |
||||||||
0.000%, 10/25/2028 (A)(B)(C)(E) |
21,812 | 3,736 | ||||||
Great Lakes CLO, Ser 2015-1A, Cl SUB |
||||||||
0.000%, 01/16/2030 (A)(B)(C)(E) |
6,015 | 2,331 | ||||||
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
||||||||
0.000%, 07/20/2033 (A)(B)(C)(E) |
2,151 | 1,592 | ||||||
LCM Ltd |
||||||||
0.000%, 01/20/2032 (B)(C) |
1,998 | 840 | ||||||
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
||||||||
0.000%, 01/25/2030 (A)(B)(C)(E) |
4,865 | 5 | ||||||
MidOcean Credit CLO XVI, Ser 2024-16A, Cl SUB |
||||||||
0.000%, 10/20/2037 (A)(B)(C)(E) |
3,245 | 2,596 | ||||||
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
||||||||
0.000%, 10/17/2030 (A)(B)(C)(E) |
5,235 | 1,675 | ||||||
Neuberger Berman Loan Advisers CLO XLI |
||||||||
0.000%, 10/20/2032 (B)(C) (J) |
3,394 | 1,660 | ||||||
Neuberger Berman Loan Advisers CLO XXXIX |
||||||||
0.000%, 10/20/2032 (B)(C) (J) |
5,795 | 3,339 | ||||||
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl INC |
||||||||
0.000%, 04/20/2033 (A)(B)(C)(E) |
1,780 | 979 | ||||||
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl SPIN |
||||||||
0.114%, 04/20/2033 (A)(B)(E) |
23 | 7 | ||||||
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
||||||||
0.000%, 04/20/2030 (A)(B)(C)(E) |
9,028 | 1,471 | ||||||
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |
||||||||
11.935%, TSFR3M + 7.642%, 04/20/2030 (A)(E) |
3,450 | 3,274 | ||||||
OCP CLO, Ser 2017-14A, Cl SUB |
||||||||
0.000%, 07/20/2037 (A)(B)(C)(E) |
3,797 | 1,481 | ||||||
OCP CLO, Ser 2020-19A, Cl SUB |
||||||||
0.000%, 10/20/2034 (A)(B)(C)(E) |
1,876 | 1,372 | ||||||
OCP CLO, Ser 2021-21A, Cl SUB |
||||||||
0.000%, 07/20/2034 (B)(C) |
12,027 | 7,417 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
||||||||
0.000%, 08/20/2029 (B)(C)(E) |
$ | 13,119 | $ | 6,903 | ||||
TCW CLO, Ser 2017-1A, Cl SUB |
||||||||
0.000%, 10/29/2034 (A)(B)(C)(E) |
7,377 | 3,098 | ||||||
TCW CLO, Ser 2018-1A, Cl SUB |
||||||||
0.000%, 10/25/2035 (A)(B)(C)(E) |
9,389 | 3,098 | ||||||
TCW CLO, Ser 2019-2A, Cl SUB |
||||||||
0.000%, 01/20/2038 (A)(B)(C)(E) |
9,217 | 5,162 | ||||||
TCW CLO, Ser 2024-1A, Cl ER3 |
||||||||
12.000%, TSFR3M + 7.470%, 10/25/2035 (A)(E) |
1,731 | 1,736 | ||||||
TCW CLO, Warehouse Note, Ser 2020-1 |
||||||||
0.000%, (B)(C) (J) |
8,523 | 4,262 | ||||||
Venture 35 CLO, Ser 2018-35A, Cl SUB |
||||||||
0.000%, 10/22/2031 (A)(B)(C)(E) |
15,819 | 1,740 | ||||||
Venture XXV CLO, Ser 2016-25A, Cl SUB |
||||||||
0.000%, 04/20/2029 (A)(B)(C)(E) |
2,950 | – | ||||||
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
||||||||
0.000%, 01/20/2029 (A)(B)(C)(E) |
2,865 | – | ||||||
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
||||||||
0.000%, 07/20/2030 (A)(B)(C)(E) |
5,750 | 72 | ||||||
VOYA CLO, Ser 2020-2A, Cl SUB |
||||||||
0.000%, 01/20/2038 (A)(B)(C)(E) |
8,134 | 5,897 | ||||||
Voya CLO, Ser 2024-6A, Cl SUB |
||||||||
0.000%, 01/20/2038 (A)(B)(C)(E) |
9,667 | 8,675 | ||||||
Wind River |
||||||||
0.000%, (B)(C) (J) |
19,320 | 7,786 | ||||||
Wind River CLO, Ser 2025-3A, Cl ER |
||||||||
0.000%, 04/20/2038 (A)(C)(E) |
3,376 | 3,376 | ||||||
Total Asset-Backed Securities |
||||||||
(Cost $70,091) ($ Thousands) |
166,146 | |||||||
|
||||||||
COMMON STOCK — 1.6% |
||||||||
21st Century Oncology *(B) |
22,017 | 351 | ||||||
Air Methods *(B)(G) |
3,394 | 416 | ||||||
Aquity Holdings Inc *(B) |
89,545 | 14 | ||||||
Arctic Canadian Diamond Co. *(B) |
1,633 | 149 | ||||||
Audacy *(B) |
13,147 | 219 | ||||||
Avaya Inc. *(B)(G) |
205,996 | 1,219 | ||||||
Beasley Broadcast Group Inc. *(B) |
4,344 | 28 | ||||||
Burgundy Diamond Mines * |
2,701,454 | 86 | ||||||
Carestream Health Holdings Inc *(B) |
123,791 | 1,999 | ||||||
CHC Group LLC * |
1,444 | — | ||||||
Chesapeake Energy Corp |
3,926 | 388 | ||||||
Clear Channel Outdoor Holdings Inc, Cl A * |
66,059 | 83 | ||||||
Cornerstone Chemical Co *(B) |
269,066 | 5,478 | ||||||
Endo Inc * |
22,316 | 632 | ||||||
Endo Trust *(B) |
45,275 | 23 | ||||||
Envision Healthcare *(G) |
258,960 | 3,086 | ||||||
Enviva Inc. * |
236,520 | 4,287 | ||||||
Frontier Communications Parent Inc * |
8,108 | 292 | ||||||
SEI Institutional Investments Trust
229
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Guitar Center *(B)(G) |
24,502 | $ | 2,713 | |||||
Gulfport Energy Corp * |
5,226 | 887 | ||||||
Gymboree Corp *(B)(G) |
18,542 | — | ||||||
Gymboree Holding Corp *(B)(G) |
52,848 | — | ||||||
iHeartMedia Inc, Cl A * |
14,876 | 26 | ||||||
Intelsat Emergene SA *(B) |
45,143 | 1,140 | ||||||
Lannett *(B) |
142,313 | 313 | ||||||
Mallinckrodt PLC *(B) |
7,431 | 708 | ||||||
Medical Card Systems *(B) |
395,653 | 124 | ||||||
Monitronics International *(B) |
9,156 | 110 | ||||||
MYT Holding LLC *(B) |
461,765 | 115 | ||||||
Neiman Marcus Group *(B) |
1,051 | 142 | ||||||
Nine West *(B)(G) |
163,718 | 273 | ||||||
Parker Drilling Co *(B) |
143,734 | 1,740 | ||||||
Rite Aid *(B) |
4,517 | — | ||||||
SandRidge Energy Inc |
232 | 3 | ||||||
Serta Simmons Bedding LLC * |
20,716 | 173 | ||||||
SSB Equipment Company *(B) |
20,716 | — | ||||||
Venator Materials * |
696 | 313 | ||||||
VICI Properties Inc, Cl A ‡ |
36,060 | 1,172 | ||||||
WeWork Inc *(B) |
128,413 | 1,892 | ||||||
Xplore Inc * |
80,882 | 843 | ||||||
Total Common Stock |
||||||||
(Cost $41,662) ($ Thousands) |
31,437 | |||||||
PREFERRED STOCK — 0.6% |
||||||||
Claire's Stores Inc, 0.000% **(B)(C)(F) |
1,704 | 979 | ||||||
Federal National Mortgage Association, 8.250% **(E)(F) |
17,175 | 198 | ||||||
FHLMC, 4.855% **(E)(F) |
29,819 | 494 | ||||||
FNMA, 0.000% **(C)(E)(F) |
43,993 | 750 | ||||||
Foresight, 0.000% **(B)(C)(F) |
60,593 | 485 | ||||||
Guitar Center Inc, 0.000% **(B)(C)(F)(G) |
782 | 74 | ||||||
MYT Holding LLC, 10.000% (F) |
516,164 | 516 | ||||||
Osaic Financial Services, 6.500% (F) |
102,399 | 2,174 | ||||||
Syniverse, 0.000% **(B)(C)(F) |
5,476,578 | 5,389 | ||||||
Total Preferred Stock |
||||||||
(Cost $11,002) ($ Thousands) |
11,059 | |||||||
Face Amount |
||||||||
CONVERTIBLE BONDS — 0.5% |
||||||||
Anywhere Real Estate Group LLC |
||||||||
0.250%, 06/15/2026 |
$ | 1,362 | 1,277 | |||||
DISH Network |
||||||||
0.000%, 12/15/2025(I) |
2,122 | 1,931 | ||||||
Finance of America Funding LLC |
||||||||
10.000%, 11/30/2029(A) |
2,402 | 2,616 | ||||||
JetBlue Airways |
||||||||
2.500%, 09/01/2029(A) |
1,267 | 1,603 | ||||||
Description |
Face Amount |
Market Value |
||||||
CONVERTIBLE BONDS (continued) |
||||||||
Liberty Interactive LLC |
||||||||
4.000%, 11/15/2029 |
$ | 202 | $ | 58 | ||||
3.750%, 02/15/2030 |
4,112 | 1,192 | ||||||
Lucid Group |
||||||||
1.250%, 12/15/2026(A) |
935 | 746 | ||||||
North Sea Natural Resources |
||||||||
0.000%, 01/23/2028(B)(C) |
889 | 89 | ||||||
0.000%, 01/23/2028(B)(C) |
118 | 12 | ||||||
0.000%, 01/23/2028(B)(C) |
47 | 4 | ||||||
Rite Aid |
||||||||
0.000%, 12/31/2049(B)(C) |
451 | – | ||||||
Silver Airways LLC |
||||||||
16.000%, 12/31/2027(B) |
6,774 | – | ||||||
16.000%, 01/07/2028(B) |
892 | – | ||||||
16.000%cash/0% PIK, 01/07/2028(B) |
2,022 | – | ||||||
Tacora |
||||||||
13.000%, 09/19/2031(B) |
94 | 94 | ||||||
Total Convertible Bonds |
||||||||
(Cost $21,042) ($ Thousands) |
9,622 | |||||||
U.S. TREASURY OBLIGATIONS — 0.2% |
||||||||
U.S. Treasury Notes |
||||||||
4.250%, 11/15/2034 |
2,720 | 2,731 | ||||||
4.125%, 10/31/2029 |
1,365 | 1,371 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $4,030) ($ Thousands) |
4,102 | |||||||
| Number of Warrants |
||||||||
WARRANTS — 0.1% |
||||||||
Air Methods |
||||||||
Strike Price $– *‡‡(B)(G) |
29,827 | 1,909 | ||||||
Audacy |
||||||||
Strike Price $– *‡‡(B) |
16,737 | – | ||||||
Audacy*‡‡ |
1,535 | – | ||||||
Guitar Center Tranche I, Expires 12/22/2070 |
||||||||
Strike Price $100.00 *(B)(G) |
5,960 | 220 | ||||||
Guitar Center Tranche II, Expires 12/22/2070 |
||||||||
Strike Price $160.00 *(B)(G) |
6,486 | 87 | ||||||
Guitar Center Tranche III, Expires 12/22/2070 |
||||||||
Strike Price $100.00 *(B)(G) |
526 | 7 | ||||||
Intelsat |
||||||||
Strike Price $– *‡‡(B)(G) |
6 | – | ||||||
Mavenir*‡‡ |
1,198,040 | – | ||||||
Neiman Marcus Group, Expires 09/24/2027 |
||||||||
Strike Price $213.16 *(B) |
6,679 | – | ||||||
Silver Airways |
||||||||
Strike Price $– *‡‡(B) |
3 | – | ||||||
230
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Continued)
Description |
Number of Warrants |
Market Value |
||||||
WARRANTS (continued) |
||||||||
Tacora |
||||||||
Strike Price $– *‡‡(B) |
26,080 | $ | 26 | |||||
Total Warrants |
||||||||
(Cost $1,090) ($ Thousands) |
2,249 | |||||||
Description |
Shares |
Market Value |
||||||
CASH EQUIVALENT — 3.7% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
74,644,348 | $ | 74,644 | |||||
Total Cash Equivalent |
||||||||
(Cost $74,644) ($ Thousands) |
74,644 | |||||||
Total Investments in Securities — 101.1% |
||||||||
(Cost $2,017,475) ($ Thousands) |
$ | 2,024,907 | ||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||||||
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Barclays PLC |
03/13/25 | AUD | 466 | USD | 302 | $ | 12 | |||||||||||||||||
Barclays PLC |
03/13/25 | CAD | 1,215 | USD | 864 | 20 | ||||||||||||||||||
| $ | 32 | |||||||||||||||||||||||
|
Percentages are based on Net Assets of $2,003,816 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
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 28, 2025, the value of these securities amounted to $1,427,114 ($ Thousands), representing 71.2% of the Net Assets of the Fund. |
(B) |
Level 3 security in accordance with fair value hierarchy. |
(C) |
No interest rate available. |
(D) |
Security is in default on interest payment. |
(E) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Security considered restricted, excluding 144A. The total market value of such securities as of February 28, 2025 was $23,516 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(H) |
Unsettled bank loan. Interest rate may not be available. |
(I) |
Zero coupon security. |
(J) |
No maturity date available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 50,114 | $ | 679,325 | $ | (654,795 | ) | $ | — | $ | — | $ | 74,644 | $ | 2,429 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
SEI Institutional Investments Trust
231
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
High Yield Bond Fund (Concluded)
A list of the restricted securities, excluding 144a, held by the Fund at February 28, 2025, is as follows:
Description |
Face Amount ($ Thousands)/ Shares/ Number of Warrants |
Acquisition Date |
Cost ($ Thousands) |
Market Value |
||||||||||||
Corporate Obligations |
||||||||||||||||
Northwest Acquisitions ULC |
$ | 3,290 | 10/2/2019 | $ | 2,311 | $ | – | |||||||||
Loan Participations |
||||||||||||||||
Avaya Inc., Initial Term Loan, 1st Lien |
7,256 | 4/27/2023 | 6,755 | 5,971 | ||||||||||||
GatesAir, Term Loan |
1,805 | 8/9/2022 | 1,776 | 1,789 | ||||||||||||
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
679 | 7/13/2022 | 643 | 472 | ||||||||||||
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
7,597 | 8/17/2021 | 6,516 | 5,280 | ||||||||||||
Common Stock |
||||||||||||||||
Air Methods |
3,394 | 1/8/2024 | 76 | 416 | ||||||||||||
Avaya Inc. |
205,996 | 5/5/2023 | 3,051 | 1,219 | ||||||||||||
Envision Healthcare |
258,960 | 1/18/2024 | 2,201 | 3,086 | ||||||||||||
Guitar Center |
24,502 | 1/8/2021 | 3,105 | 2,713 | ||||||||||||
Gymboree Corp |
18,542 | 10/10/2017 | 232 | – | ||||||||||||
Gymboree Holding Corp |
52,848 | 10/10/2017 | 958 | – | ||||||||||||
Nine West |
163,718 | 5/20/2019 | 3,479 | 273 | ||||||||||||
Preferred Stock |
||||||||||||||||
Guitar Center Inc |
782 | 1/8/2021 | 74 | 74 | ||||||||||||
Warrants |
||||||||||||||||
Air Methods |
8,504 | 3/27/2024 | 198 | 1,041 | ||||||||||||
Air Methods |
21,323 | 1/8/2024 | 286 | 868 | ||||||||||||
Guitar Center Tranche I |
5,960 | 1/8/2021 | 328 | 220 | ||||||||||||
Guitar Center Tranche II |
6,486 | 1/8/2021 | 233 | 87 | ||||||||||||
Guitar Center Tranche III |
526 | 1/8/2021 | 19 | 7 | ||||||||||||
Intelsat |
6 | 3/3/2022 | – | – | ||||||||||||
| $ | 32,241 | $ | 23,516 | |||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
232
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS — 59.0% |
||||||||
Communication Services — 6.8% |
||||||||
America Movil |
||||||||
6.125%, 03/30/2040 |
$ | 200 | $ | 212 | ||||
AT&T |
||||||||
3.800%, 12/01/2057 |
2,745 | 1,971 | ||||||
3.650%, 06/01/2051 |
160 | 116 | ||||||
3.650%, 09/15/2059 |
1,056 | 729 | ||||||
3.550%, 09/15/2055 |
1,205 | 836 | ||||||
3.500%, 06/01/2041 |
25 | 20 | ||||||
3.500%, 09/15/2053 |
1,301 | 906 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.484%, 10/23/2045 |
508 | 494 | ||||||
5.750%, 04/01/2048 |
526 | 466 | ||||||
5.500%, 04/01/2063 |
320 | 264 | ||||||
5.375%, 05/01/2047 |
1,019 | 860 | ||||||
5.125%, 07/01/2049 |
160 | 130 | ||||||
4.800%, 03/01/2050 |
175 | 135 | ||||||
4.400%, 12/01/2061 |
90 | 62 | ||||||
3.900%, 06/01/2052 |
160 | 106 | ||||||
3.850%, 04/01/2061 |
520 | 324 | ||||||
3.700%, 04/01/2051 |
250 | 162 | ||||||
3.500%, 06/01/2041 |
80 | 56 | ||||||
Comcast |
||||||||
5.650%, 06/01/2054 |
130 | 129 | ||||||
5.500%, 05/15/2064 |
35 | 33 | ||||||
4.049%, 11/01/2052 |
150 | 116 | ||||||
3.969%, 11/01/2047 |
788 | 620 | ||||||
3.900%, 03/01/2038 |
470 | 408 | ||||||
3.450%, 02/01/2050 |
30 | 21 | ||||||
2.987%, 11/01/2063 |
893 | 519 | ||||||
2.937%, 11/01/2056 |
2,988 | 1,799 | ||||||
2.887%, 11/01/2051 |
339 | 213 | ||||||
COX Communications |
||||||||
4.500%, 06/30/2043 (A) |
272 | 223 | ||||||
Electronic Arts |
||||||||
2.950%, 02/15/2051 |
253 | 164 | ||||||
Fox |
||||||||
5.576%, 01/25/2049 |
95 | 91 | ||||||
Meta Platforms |
||||||||
5.750%, 05/15/2063 |
65 | 67 | ||||||
5.600%, 05/15/2053 |
1,060 | 1,090 | ||||||
5.550%, 08/15/2064 |
640 | 646 | ||||||
5.400%, 08/15/2054 |
525 | 523 | ||||||
4.450%, 08/15/2052 |
465 | 403 | ||||||
Rogers Communications |
||||||||
5.000%, 03/15/2044 |
442 | 399 | ||||||
4.500%, 03/15/2043 |
117 | 100 | ||||||
Time Warner Cable LLC |
||||||||
7.300%, 07/01/2038 |
180 | 190 | ||||||
6.750%, 06/15/2039 |
180 | 182 | ||||||
6.550%, 05/01/2037 |
50 | 50 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.875%, 11/15/2040 |
$ | 190 | $ | 176 | ||||
5.500%, 09/01/2041 |
270 | 239 | ||||||
4.500%, 09/15/2042 |
310 | 240 | ||||||
T-Mobile USA |
||||||||
5.750%, 01/15/2054 |
277 | 280 | ||||||
5.650%, 01/15/2053 |
291 | 289 | ||||||
5.500%, 01/15/2055 |
110 | 107 | ||||||
3.600%, 11/15/2060 |
245 | 168 | ||||||
3.400%, 10/15/2052 |
670 | 462 | ||||||
3.000%, 02/15/2041 |
975 | 718 | ||||||
Verizon Communications |
||||||||
4.272%, 01/15/2036 |
150 | 139 | ||||||
3.550%, 03/22/2051 |
433 | 317 | ||||||
3.400%, 03/22/2041 |
2,210 | 1,730 | ||||||
2.987%, 10/30/2056 |
1,805 | 1,117 | ||||||
Vodafone Group PLC |
||||||||
5.875%, 06/28/2064 |
340 | 334 | ||||||
5.750%, 06/28/2054 |
510 | 499 | ||||||
5.625%, 02/10/2053 |
160 | 154 | ||||||
4.875%, 06/19/2049 |
151 | 132 | ||||||
Walt Disney |
||||||||
3.600%, 01/13/2051 |
965 | 731 | ||||||
3.500%, 05/13/2040 |
235 | 194 | ||||||
2.750%, 09/01/2049 |
75 | 48 | ||||||
Warnermedia Holdings |
||||||||
5.141%, 03/15/2052 |
2,801 | 2,162 | ||||||
5.050%, 03/15/2042 |
985 | 816 | ||||||
| 26,887 | ||||||||
Consumer Discretionary — 2.1% |
||||||||
Alimentation Couche-Tard |
||||||||
4.500%, 07/26/2047 (A) |
150 | 126 | ||||||
Amazon.com |
||||||||
4.050%, 08/22/2047 |
621 | 526 | ||||||
3.950%, 04/13/2052 |
305 | 249 | ||||||
3.875%, 08/22/2037 |
295 | 267 | ||||||
3.100%, 05/12/2051 |
920 | 641 | ||||||
2.875%, 05/12/2041 |
397 | 301 | ||||||
2.700%, 06/03/2060 |
495 | 294 | ||||||
2.500%, 06/03/2050 |
75 | 46 | ||||||
Aptiv PLC |
||||||||
5.400%, 03/15/2049 |
494 | 443 | ||||||
AutoZone |
||||||||
6.550%, 11/01/2033 |
270 | 296 | ||||||
General Motors |
||||||||
6.250%, 10/02/2043 |
260 | 258 | ||||||
5.150%, 04/01/2038 |
80 | 75 | ||||||
General Motors Financial |
||||||||
6.400%, 01/09/2033 |
55 | 57 | ||||||
6.100%, 01/07/2034 |
40 | 41 | ||||||
Home Depot |
||||||||
5.400%, 06/25/2064 |
70 | 69 | ||||||
5.300%, 06/25/2054 |
625 | 615 | ||||||
SEI Institutional Investments Trust
233
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.250%, 04/01/2046 |
$ | 605 | $ | 518 | ||||
3.900%, 06/15/2047 |
292 | 235 | ||||||
3.625%, 04/15/2052 |
10 | 8 | ||||||
3.350%, 04/15/2050 |
265 | 191 | ||||||
3.125%, 12/15/2049 |
160 | 111 | ||||||
2.375%, 03/15/2051 |
40 | 24 | ||||||
Lowe's |
||||||||
5.800%, 09/15/2062 |
565 | 567 | ||||||
4.250%, 04/01/2052 |
475 | 383 | ||||||
3.000%, 10/15/2050 |
660 | 426 | ||||||
McDonald's MTN |
||||||||
4.450%, 03/01/2047 |
810 | 700 | ||||||
3.625%, 09/01/2049 |
405 | 304 | ||||||
Starbucks |
||||||||
4.450%, 08/15/2049 |
305 | 258 | ||||||
3.350%, 03/12/2050 |
310 | 216 | ||||||
University of Southern California |
||||||||
3.028%, 10/01/2039 |
225 | 185 | ||||||
| 8,430 | ||||||||
Consumer Staples — 3.5% |
||||||||
Altria Group |
||||||||
3.875%, 09/16/2046 |
115 | 86 | ||||||
3.700%, 02/04/2051 |
290 | 204 | ||||||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
||||||||
4.900%, 02/01/2046 |
1,983 | 1,854 | ||||||
4.700%, 02/01/2036 |
2,415 | 2,343 | ||||||
Anheuser-Busch InBev Worldwide |
||||||||
5.550%, 01/23/2049 |
481 | 489 | ||||||
4.439%, 10/06/2048 |
722 | 629 | ||||||
4.375%, 04/15/2038 |
5 | 5 | ||||||
BAT Capital |
||||||||
7.079%, 08/02/2043 |
90 | 100 | ||||||
4.540%, 08/15/2047 |
499 | 408 | ||||||
4.390%, 08/15/2037 |
755 | 669 | ||||||
Bayer US Finance II LLC |
||||||||
4.875%, 06/25/2048 (A) |
20 | 16 | ||||||
4.400%, 07/15/2044 (A) |
630 | 484 | ||||||
City of Hope |
||||||||
4.378%, 08/15/2048 |
650 | 538 | ||||||
Coca-Cola |
||||||||
5.400%, 05/13/2064 |
210 | 209 | ||||||
5.300%, 05/13/2054 |
15 | 15 | ||||||
5.200%, 01/14/2055 |
265 | 261 | ||||||
CSL Finance PLC |
||||||||
4.750%, 04/27/2052 (A) |
320 | 285 | ||||||
Dollar Tree |
||||||||
3.375%, 12/01/2051 |
165 | 108 | ||||||
JBS USA Holding Lux SARL |
||||||||
7.250%, 11/15/2053 |
310 | 357 | ||||||
6.500%, 12/01/2052 |
845 | 893 | ||||||
6.375%, 02/25/2055 (A) |
130 | 135 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.375%, 02/02/2052 |
$ | 590 | $ | 463 | ||||
Kenvue |
||||||||
5.100%, 03/22/2043 |
40 | 40 | ||||||
5.050%, 03/22/2053 |
325 | 312 | ||||||
Keurig Dr Pepper |
||||||||
4.500%, 04/15/2052 |
175 | 150 | ||||||
Kraft Heinz Foods |
||||||||
5.200%, 07/15/2045 |
5 | 5 | ||||||
Kroger |
||||||||
5.650%, 09/15/2064 |
100 | 97 | ||||||
4.450%, 02/01/2047 |
575 | 489 | ||||||
3.875%, 10/15/2046 |
200 | 156 | ||||||
New York and Presbyterian Hospital |
||||||||
2.256%, 08/01/2040 |
200 | 140 | ||||||
PepsiCo |
||||||||
5.250%, 07/17/2054 |
630 | 625 | ||||||
Philip Morris International |
||||||||
4.500%, 03/20/2042 |
185 | 165 | ||||||
3.875%, 08/21/2042 |
355 | 291 | ||||||
Reynolds American |
||||||||
5.850%, 08/15/2045 |
185 | 180 | ||||||
Stanford Health Care |
||||||||
3.795%, 11/15/2048 |
221 | 178 | ||||||
3.027%, 08/15/2051 |
380 | 261 | ||||||
Takeda Pharmaceutical |
||||||||
3.175%, 07/09/2050 |
157 | 106 | ||||||
Target |
||||||||
2.950%, 01/15/2052 |
50 | 33 | ||||||
Walmart |
||||||||
2.500%, 09/22/2041 |
90 | 64 | ||||||
| 13,843 | ||||||||
Energy — 5.3% |
||||||||
BP Capital Markets America |
||||||||
3.379%, 02/08/2061 |
220 | 146 | ||||||
2.772%, 11/10/2050 |
525 | 328 | ||||||
Canadian Natural Resources MTN |
||||||||
4.950%, 06/01/2047 |
210 | 184 | ||||||
Columbia Pipeline Group |
||||||||
5.800%, 06/01/2045 |
15 | 15 | ||||||
Columbia Pipelines Operating LLC |
||||||||
6.544%, 11/15/2053 (A) |
515 | 558 | ||||||
ConocoPhillips |
||||||||
5.650%, 01/15/2065 |
105 | 103 | ||||||
5.500%, 01/15/2055 |
595 | 583 | ||||||
4.300%, 11/15/2044 |
210 | 180 | ||||||
4.025%, 03/15/2062 |
778 | 586 | ||||||
Devon Energy |
||||||||
5.750%, 09/15/2054 |
260 | 244 | ||||||
Diamondback Energy |
||||||||
5.900%, 04/18/2064 |
115 | 111 | ||||||
5.750%, 04/18/2054 |
607 | 586 | ||||||
4.250%, 03/15/2052 |
150 | 118 | ||||||
234
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Eastern Energy Gas Holdings LLC |
||||||||
6.200%, 01/15/2055 |
$ | 135 | $ | 143 | ||||
5.650%, 10/15/2054 |
215 | 211 | ||||||
Enbridge |
||||||||
6.700%, 11/15/2053 |
410 | 454 | ||||||
Energy Transfer LP |
||||||||
6.500%, 02/01/2042 |
30 | 32 | ||||||
6.200%, 04/01/2055 |
340 | 347 | ||||||
6.125%, 12/15/2045 |
758 | 766 | ||||||
5.950%, 10/01/2043 |
600 | 600 | ||||||
5.800%, 06/15/2038 |
30 | 30 | ||||||
5.400%, 10/01/2047 |
770 | 712 | ||||||
5.350%, 05/15/2045 |
245 | 227 | ||||||
5.300%, 04/15/2047 |
265 | 240 | ||||||
5.150%, 02/01/2043 |
40 | 36 | ||||||
5.150%, 03/15/2045 |
100 | 90 | ||||||
Eni SpA |
||||||||
5.950%, 05/15/2054 (A) |
225 | 223 | ||||||
Enterprise Products Operating LLC |
||||||||
6.125%, 10/15/2039 |
150 | 161 | ||||||
5.700%, 02/15/2042 |
615 | 631 | ||||||
5.550%, 02/16/2055 |
25 | 25 | ||||||
4.950%, 10/15/2054 |
440 | 398 | ||||||
4.900%, 05/15/2046 |
185 | 169 | ||||||
4.850%, 03/15/2044 |
415 | 381 | ||||||
3.700%, 01/31/2051 |
50 | 37 | ||||||
3.200%, 02/15/2052 |
180 | 122 | ||||||
EOG Resources |
||||||||
5.650%, 12/01/2054 |
239 | 241 | ||||||
Equinor |
||||||||
3.625%, 04/06/2040 |
705 | 593 | ||||||
Exxon Mobil |
||||||||
4.227%, 03/19/2040 |
30 | 27 | ||||||
3.452%, 04/15/2051 |
1,723 | 1,254 | ||||||
3.095%, 08/16/2049 |
80 | 55 | ||||||
Hess |
||||||||
5.800%, 04/01/2047 |
45 | 46 | ||||||
5.600%, 02/15/2041 |
230 | 233 | ||||||
Kinder Morgan |
||||||||
5.200%, 03/01/2048 |
515 | 469 | ||||||
5.050%, 02/15/2046 |
15 | 13 | ||||||
Kinder Morgan Energy Partners MTN |
||||||||
6.950%, 01/15/2038 |
210 | 233 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
6.375%, 03/01/2041 |
446 | 470 | ||||||
5.500%, 03/01/2044 |
80 | 76 | ||||||
5.000%, 08/15/2042 |
300 | 272 | ||||||
Marathon Petroleum |
||||||||
4.750%, 09/15/2044 |
25 | 21 | ||||||
MPLX LP |
||||||||
5.500%, 02/15/2049 |
300 | 282 | ||||||
Northern Natural Gas |
||||||||
4.300%, 01/15/2049 (A) |
80 | 66 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Occidental Petroleum |
||||||||
7.950%, 06/15/2039 |
$ | 10 | $ | 12 | ||||
6.050%, 10/01/2054 |
292 | 282 | ||||||
4.400%, 04/15/2046 |
20 | 15 | ||||||
4.300%, 08/15/2039 |
336 | 276 | ||||||
0.000%, 10/10/2036 (B) |
973 | 550 | ||||||
Petroleos Mexicanos |
||||||||
6.350%, 02/12/2048 |
245 | 165 | ||||||
Phillips 66 |
||||||||
4.900%, 10/01/2046 |
359 | 316 | ||||||
4.875%, 11/15/2044 |
300 | 264 | ||||||
4.650%, 11/15/2034 |
130 | 124 | ||||||
Plains All American Pipeline/PAA Finance |
||||||||
4.900%, 02/15/2045 |
170 | 149 | ||||||
Rockies Express Pipeline LLC |
||||||||
6.875%, 04/15/2040 (A) |
110 | 108 | ||||||
Sabal Trail Transmission LLC |
||||||||
4.832%, 05/01/2048 (A) |
150 | 126 | ||||||
4.682%, 05/01/2038 (A) |
150 | 136 | ||||||
Shell Finance US |
||||||||
4.375%, 05/11/2045 |
935 | 810 | ||||||
3.750%, 09/12/2046 |
310 | 244 | ||||||
3.250%, 04/06/2050 |
5 | 3 | ||||||
Shell International Finance BV |
||||||||
6.375%, 12/15/2038 |
597 | 670 | ||||||
Suncor Energy |
||||||||
6.800%, 05/15/2038 |
134 | 146 | ||||||
Texas Eastern Transmission |
||||||||
4.150%, 01/15/2048 (A) |
260 | 207 | ||||||
TotalEnergies Capital |
||||||||
5.638%, 04/05/2064 |
595 | 591 | ||||||
5.488%, 04/05/2054 |
135 | 133 | ||||||
5.425%, 09/10/2064 |
150 | 143 | ||||||
5.275%, 09/10/2054 |
85 | 81 | ||||||
TotalEnergies Capital International |
||||||||
3.127%, 05/29/2050 |
725 | 495 | ||||||
TransCanada PipeLines |
||||||||
7.250%, 08/15/2038 |
430 | 494 | ||||||
Transcontinental Gas Pipe Line LLC |
||||||||
4.600%, 03/15/2048 |
206 | 178 | ||||||
4.450%, 08/01/2042 |
255 | 219 | ||||||
Williams |
||||||||
5.750%, 06/24/2044 |
9 | 9 | ||||||
3.500%, 10/15/2051 |
200 | 140 | ||||||
| 21,214 | ||||||||
Financials — 10.9% |
||||||||
AIA Group MTN |
||||||||
5.400%, 09/30/2054 (A) |
245 | 239 | ||||||
Allstate |
||||||||
4.500%, 06/15/2043 |
50 | 44 | ||||||
Aon |
||||||||
3.900%, 02/28/2052 |
549 | 418 | ||||||
SEI Institutional Investments Trust
235
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Apollo Global Management |
||||||||
5.800%, 05/21/2054 |
$ | 295 | $ | 300 | ||||
Arthur J Gallagher |
||||||||
6.750%, 02/15/2054 |
135 | 153 | ||||||
5.750%, 03/02/2053 |
185 | 187 | ||||||
5.750%, 07/15/2054 |
100 | 101 | ||||||
5.550%, 02/15/2055 |
466 | 458 | ||||||
Athene Holding |
||||||||
6.625%, H15T5Y + 2.607%, 10/15/2054 (C) |
330 | 331 | ||||||
Bank of America |
||||||||
6.110%, 01/29/2037 |
560 | 587 | ||||||
6.000%, 10/15/2036 |
1,010 | 1,067 | ||||||
5.872%, SOFRRATE + 1.840%, 09/15/2034 (C) |
1,460 | 1,528 | ||||||
5.511%, SOFRRATE + 1.310%, 01/24/2036 (C) |
425 | 434 | ||||||
5.468%, SOFRRATE + 1.650%, 01/23/2035 (C) |
445 | 453 | ||||||
3.311%, SOFRRATE + 1.580%, 04/22/2042 (C) |
975 | 752 | ||||||
Bank of America MTN |
||||||||
5.425%, SOFRRATE + 1.913%, 08/15/2035 (C) |
485 | 479 | ||||||
4.083%, TSFR3M + 3.412%, 03/20/2051 (C) |
470 | 380 | ||||||
2.972%, SOFRRATE + 1.330%, 02/04/2033 (C) |
250 | 220 | ||||||
2.676%, SOFRRATE + 1.930%, 06/19/2041 (C) |
1,067 | 766 | ||||||
Barclays PLC |
||||||||
5.785%, SOFRRATE + 1.590%, 02/25/2036 (C) |
165 | 168 | ||||||
5.335%, SOFRRATE + 1.910%, 09/10/2035 (C) |
251 | 247 | ||||||
Beacon Funding Trust |
||||||||
6.266%, 08/15/2054 (A) |
115 | 117 | ||||||
Berkshire Hathaway Finance |
||||||||
3.850%, 03/15/2052 |
857 | 668 | ||||||
BlackRock Funding |
||||||||
5.350%, 01/08/2055 |
445 | 442 | ||||||
5.250%, 03/14/2054 |
285 | 278 | ||||||
Blackstone Holdings Finance LLC |
||||||||
6.250%, 08/15/2042 (A) |
231 | 244 | ||||||
Brookfield Finance |
||||||||
5.968%, 03/04/2054 |
180 | 187 | ||||||
5.813%, 03/03/2055 |
210 | 212 | ||||||
Carlyle Holdings II Finance LLC |
||||||||
5.625%, 03/30/2043 (A) |
276 | 275 | ||||||
Charles Schwab |
||||||||
5.853%, SOFRRATE + 2.500%, 05/19/2034 (C) |
215 | 225 | ||||||
Chubb INA Holdings LLC |
||||||||
6.700%, 05/15/2036 |
302 | 344 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Citigroup |
||||||||
6.174%, SOFRRATE + 2.661%, 05/25/2034 (C) |
$ | 275 | $ | 284 | ||||
6.020%, SOFRRATE + 1.830%, 01/24/2036 (C) |
485 | 494 | ||||||
5.827%, SOFRRATE + 2.056%, 02/13/2035 (C) |
305 | 306 | ||||||
5.612%, SOFRRATE + 1.746%, 03/04/2056 (C) |
772 | 775 | ||||||
5.411%, H15T5Y + 1.730%, 09/19/2039 (C) |
155 | 150 | ||||||
5.316%, SOFRRATE + 4.548%, 03/26/2041 (C) |
105 | 103 | ||||||
4.750%, 05/18/2046 |
466 | 410 | ||||||
4.281%, TSFR3M + 2.101%, 04/24/2048 (C) |
568 | 479 | ||||||
3.878%, TSFR3M + 1.430%, 01/24/2039 (C) |
355 | 305 | ||||||
3.785%, SOFRRATE + 1.939%, 03/17/2033 (C) |
115 | 106 | ||||||
3.057%, SOFRRATE + 1.351%, 01/25/2033 (C) |
45 | 39 | ||||||
2.904%, SOFRRATE + 1.379%, 11/03/2042 (C) |
185 | 133 | ||||||
Deutsche Bank NY |
||||||||
5.403%, SOFRRATE + 2.050%, 09/11/2035 (C) |
135 | 132 | ||||||
Farmers Exchange Capital II |
||||||||
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) |
200 | 193 | ||||||
Farmers Exchange Capital III |
||||||||
5.454%, TSFR3M + 3.454%, 10/15/2054 (A)(C) |
200 | 183 | ||||||
Farmers Insurance Exchange |
||||||||
4.747%, SOFRRATE + 3.231%, 11/01/2057 (A)(C) |
200 | 164 | ||||||
Global Atlantic Finance |
||||||||
6.750%, 03/15/2054 (A) |
245 | 258 | ||||||
Global Payments |
||||||||
5.950%, 08/15/2052 |
100 | 100 | ||||||
Goldman Sachs Group |
||||||||
6.750%, 10/01/2037 |
600 | 657 | ||||||
6.250%, 02/01/2041 |
878 | 944 | ||||||
5.734%, SOFRRATE + 1.696%, 01/28/2056 (C) |
255 | 260 | ||||||
5.561%, SOFRRATE + 1.580%, 11/19/2045 (C) |
765 | 759 | ||||||
5.016%, SOFRRATE + 1.420%, 10/23/2035 (C) |
150 | 147 | ||||||
4.411%, TSFR3M + 1.692%, 04/23/2039 (C) |
135 | 122 | ||||||
4.017%, TSFR3M + 1.635%, 10/31/2038 (C) |
1,505 | 1,312 | ||||||
236
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.210%, SOFRRATE + 1.513%, 04/22/2042 (C) |
$ | 130 | $ | 98 | ||||
Guardian Life Insurance of America |
||||||||
4.875%, 06/19/2064 (A) |
230 | 205 | ||||||
Hartford Financial Services Group |
||||||||
6.625%, 03/30/2040 |
180 | 199 | ||||||
HSBC Bank USA |
||||||||
7.000%, 01/15/2039 |
185 | 211 | ||||||
HSBC Holdings PLC |
||||||||
6.800%, 06/01/2038 |
136 | 146 | ||||||
6.500%, 09/15/2037 |
600 | 647 | ||||||
2.804%, SOFRRATE + 1.187%, 05/24/2032 (C) |
460 | 401 | ||||||
Huntington Bancshares |
||||||||
6.141%, H15T5Y + 1.700%, 11/18/2039 (C) |
105 | 107 | ||||||
Intercontinental Exchange |
||||||||
4.950%, 06/15/2052 |
168 | 155 | ||||||
JPMorgan Chase |
||||||||
5.600%, 07/15/2041 |
866 | 893 | ||||||
5.534%, SOFRRATE + 1.550%, 11/29/2045 (C) |
230 | 231 | ||||||
5.336%, SOFRRATE + 1.620%, 01/23/2035 (C) |
185 | 188 | ||||||
4.946%, SOFRRATE + 1.340%, 10/22/2035 (C) |
740 | 728 | ||||||
4.260%, TSFR3M + 1.842%, 02/22/2048 (C) |
100 | 85 | ||||||
4.032%, TSFR3M + 1.722%, 07/24/2048 (C) |
355 | 291 | ||||||
3.897%, TSFR3M + 1.482%, 01/23/2049 (C) |
756 | 603 | ||||||
3.882%, TSFR3M + 1.622%, 07/24/2038 (C) |
235 | 205 | ||||||
3.109%, SOFRRATE + 2.440%, 04/22/2051 (C) |
295 | 201 | ||||||
3.109%, TSFR3M + 2.460%, 04/22/2041 (C) |
260 | 199 | ||||||
KKR Group Finance II LLC |
||||||||
5.500%, 02/01/2043 (A) |
383 | 376 | ||||||
M&T Bank |
||||||||
5.385%, SOFRRATE + 1.610%, 01/16/2036 (C) |
220 | 219 | ||||||
Markel Group |
||||||||
6.000%, 05/16/2054 |
285 | 295 | ||||||
Marsh & McLennan |
||||||||
5.700%, 09/15/2053 |
393 | 406 | ||||||
5.450%, 03/15/2053 |
190 | 189 | ||||||
5.450%, 03/15/2054 |
30 | 30 | ||||||
4.900%, 03/15/2049 |
70 | 65 | ||||||
4.350%, 01/30/2047 |
70 | 60 | ||||||
4.200%, 03/01/2048 |
245 | 205 | ||||||
Massachusetts Mutual Life Insurance |
||||||||
3.729%, 10/15/2070 (A) |
213 | 145 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.375%, 04/15/2050 (A) |
$ | 277 | $ | 195 | ||||
Mastercard |
||||||||
3.850%, 03/26/2050 |
170 | 137 | ||||||
MetLife |
||||||||
5.875%, 02/06/2041 |
25 | 26 | ||||||
5.250%, 01/15/2054 |
546 | 529 | ||||||
5.000%, 07/15/2052 |
15 | 14 | ||||||
4.875%, 11/13/2043 |
160 | 150 | ||||||
4.721%, 12/15/2044 |
806 | 731 | ||||||
4.125%, 08/13/2042 |
5 | 4 | ||||||
Moody's |
||||||||
4.875%, 12/17/2048 |
400 | 368 | ||||||
Morgan Stanley |
||||||||
5.948%, H15T5Y + 2.430%, 01/19/2038 (C) |
50 | 51 | ||||||
5.587%, SOFRRATE + 1.418%, 01/18/2036 (C) |
10 | 10 | ||||||
5.516%, SOFRRATE + 1.710%, 11/19/2055 (C) |
676 | 675 | ||||||
Morgan Stanley MTN |
||||||||
6.375%, 07/24/2042 |
215 | 238 | ||||||
5.831%, SOFRRATE + 1.580%, 04/19/2035 (C) |
490 | 511 | ||||||
3.971%, TSFR3M + 1.455%, 07/22/2038 (C) |
752 | 656 | ||||||
New York Life Global Funding |
||||||||
5.350%, 01/23/2035 (A) |
435 | 447 | ||||||
New York Life Insurance |
||||||||
6.750%, 11/15/2039 (A) |
380 | 433 | ||||||
4.450%, 05/15/2069 (A) |
325 | 261 | ||||||
3.750%, 05/15/2050 (A) |
176 | 133 | ||||||
Northwestern Mutual Life Insurance |
||||||||
3.625%, 09/30/2059 (A) |
724 | 504 | ||||||
PayPal Holdings |
||||||||
3.250%, 06/01/2050 |
125 | 87 | ||||||
PNC Financial Services Group |
||||||||
6.875%, SOFRRATE + 2.284%, 10/20/2034 (C) |
30 | 33 | ||||||
5.676%, SOFRRATE + 1.902%, 01/22/2035 (C) |
150 | 155 | ||||||
5.575%, SOFRRATE + 1.394%, 01/29/2036 (C) |
80 | 82 | ||||||
5.401%, SOFRRATE + 1.599%, 07/23/2035 (C) |
210 | 212 | ||||||
Progressive |
||||||||
3.700%, 03/15/2052 |
125 | 96 | ||||||
Prudential Financial |
||||||||
6.500%, H15T5Y + 2.404%, 03/15/2054 (C) |
35 | 36 | ||||||
3.905%, 12/07/2047 |
25 | 20 | ||||||
Prudential Financial MTN |
||||||||
5.700%, 12/14/2036 |
212 | 224 | ||||||
Raymond James Financial |
||||||||
3.750%, 04/01/2051 |
225 | 167 | ||||||
SEI Institutional Investments Trust
237
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
S&P Global |
||||||||
3.250%, 12/01/2049 |
$ | 250 | $ | 178 | ||||
Teachers Insurance & Annuity Association of America |
||||||||
4.270%, 05/15/2047 (A) |
295 | 245 | ||||||
Travelers |
||||||||
5.450%, 05/25/2053 |
205 | 207 | ||||||
Truist Financial MTN |
||||||||
5.867%, SOFRRATE + 2.361%, 06/08/2034 (C) |
370 | 384 | ||||||
5.711%, SOFRRATE + 1.922%, 01/24/2035 (C) |
355 | 365 | ||||||
US Bancorp |
||||||||
5.836%, SOFRRATE + 2.260%, 06/12/2034 (C) |
115 | 119 | ||||||
5.678%, SOFRRATE + 1.860%, 01/23/2035 (C) |
105 | 108 | ||||||
5.424%, SOFRRATE + 1.411%, 02/12/2036 (C) |
120 | 121 | ||||||
4.839%, SOFRRATE + 1.600%, 02/01/2034 (C) |
135 | 132 | ||||||
Visa |
||||||||
4.300%, 12/14/2045 |
130 | 115 | ||||||
Wells Fargo |
||||||||
5.850%, 02/01/2037 |
1,185 | 1,238 | ||||||
5.499%, SOFRRATE + 1.780%, 01/23/2035 (C) |
90 | 92 | ||||||
5.389%, SOFRRATE + 2.020%, 04/24/2034 (C) |
595 | 602 | ||||||
3.068%, SOFRRATE + 2.530%, 04/30/2041 (C) |
100 | 76 | ||||||
Wells Fargo MTN |
||||||||
5.557%, SOFRRATE + 1.990%, 07/25/2034 (C) |
490 | 500 | ||||||
5.013%, TSFR3M + 4.502%, 04/04/2051 (C) |
949 | 876 | ||||||
4.900%, 11/17/2045 |
155 | 139 | ||||||
4.650%, 11/04/2044 |
370 | 323 | ||||||
4.611%, SOFRRATE + 2.130%, 04/25/2053 (C) |
80 | 70 | ||||||
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C) |
1,055 | 948 | ||||||
Westpac Banking |
||||||||
5.618%, H15T1Y + 1.200%, 11/20/2035 (C) |
175 | 176 | ||||||
3.133%, 11/18/2041 |
135 | 100 | ||||||
2.668%, H15T5Y + 1.750%, 11/15/2035 (C) |
30 | 26 | ||||||
Willis North America |
||||||||
3.875%, 09/15/2049 |
160 | 121 | ||||||
XL Group |
||||||||
5.250%, 12/15/2043 |
222 | 215 | ||||||
| 43,563 | ||||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Health Care — 8.9% |
||||||||
Abbott Laboratories |
||||||||
4.900%, 11/30/2046 |
$ | 290 | $ | 280 | ||||
AbbVie |
||||||||
5.600%, 03/15/2055 |
125 | 130 | ||||||
5.500%, 03/15/2064 |
460 | 462 | ||||||
5.400%, 03/15/2054 |
205 | 206 | ||||||
5.350%, 03/15/2044 |
90 | 91 | ||||||
4.850%, 06/15/2044 |
150 | 141 | ||||||
4.700%, 05/14/2045 |
259 | 238 | ||||||
4.550%, 03/15/2035 |
570 | 552 | ||||||
4.450%, 05/14/2046 |
30 | 27 | ||||||
4.400%, 11/06/2042 |
1,309 | 1,178 | ||||||
4.250%, 11/21/2049 |
355 | 302 | ||||||
4.050%, 11/21/2039 |
200 | 177 | ||||||
Alcon Finance |
||||||||
3.800%, 09/23/2049 (A) |
295 | 224 | ||||||
Amgen |
||||||||
5.750%, 03/02/2063 |
550 | 551 | ||||||
5.650%, 03/02/2053 |
815 | 817 | ||||||
5.600%, 03/02/2043 |
215 | 216 | ||||||
4.400%, 05/01/2045 |
1,494 | 1,285 | ||||||
4.400%, 02/22/2062 |
125 | 102 | ||||||
AstraZeneca PLC |
||||||||
6.450%, 09/15/2037 |
505 | 568 | ||||||
Baxter International |
||||||||
3.132%, 12/01/2051 |
315 | 207 | ||||||
BayCare Health System |
||||||||
3.831%, 11/15/2050 |
180 | 145 | ||||||
Bayer US Finance II LLC |
||||||||
4.625%, 06/25/2038 (A) |
100 | 86 | ||||||
Bayer US Finance LLC |
||||||||
6.875%, 11/21/2053 (A) |
245 | 256 | ||||||
Baylor Scott & White Holdings |
||||||||
4.185%, 11/15/2045 |
390 | 337 | ||||||
Becton Dickinson |
||||||||
3.794%, 05/20/2050 |
200 | 154 | ||||||
Bristol-Myers Squibb |
||||||||
6.400%, 11/15/2063 |
195 | 216 | ||||||
5.550%, 02/22/2054 |
516 | 518 | ||||||
4.250%, 10/26/2049 |
403 | 337 | ||||||
3.700%, 03/15/2052 |
395 | 297 | ||||||
Children's Hospital Medical Center |
||||||||
2.820%, 11/15/2050 |
450 | 295 | ||||||
Cigna Group |
||||||||
5.600%, 02/15/2054 |
560 | 542 | ||||||
4.900%, 12/15/2048 |
85 | 75 | ||||||
4.800%, 07/15/2046 |
218 | 192 | ||||||
3.875%, 10/15/2047 |
520 | 395 | ||||||
CVS Health |
||||||||
6.750%, H15T5Y + 2.516%, 12/10/2054 (C) |
160 | 160 | ||||||
6.050%, 06/01/2054 |
315 | 311 | ||||||
238
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
6.000%, 06/01/2044 |
$ | 140 | $ | 139 | ||||
5.875%, 06/01/2053 |
295 | 284 | ||||||
5.125%, 07/20/2045 |
250 | 221 | ||||||
5.050%, 03/25/2048 |
2,435 | 2,112 | ||||||
4.780%, 03/25/2038 |
299 | 271 | ||||||
4.125%, 04/01/2040 |
94 | 77 | ||||||
Danaher |
||||||||
2.800%, 12/10/2051 |
325 | 208 | ||||||
Elevance Health |
||||||||
5.700%, 02/15/2055 |
425 | 418 | ||||||
5.650%, 06/15/2054 |
328 | 323 | ||||||
4.650%, 01/15/2043 |
10 | 9 | ||||||
4.375%, 12/01/2047 |
908 | 755 | ||||||
3.700%, 09/15/2049 |
375 | 276 | ||||||
3.600%, 03/15/2051 |
125 | 90 | ||||||
Eli Lilly |
||||||||
5.500%, 02/12/2055 |
835 | 862 | ||||||
5.200%, 08/14/2064 |
70 | 68 | ||||||
5.100%, 02/09/2064 |
658 | 627 | ||||||
5.050%, 08/14/2054 |
110 | 106 | ||||||
5.000%, 02/09/2054 |
145 | 139 | ||||||
4.950%, 02/27/2063 |
245 | 228 | ||||||
4.875%, 02/27/2053 |
373 | 350 | ||||||
Gilead Sciences |
||||||||
5.600%, 11/15/2064 |
120 | 122 | ||||||
5.500%, 11/15/2054 |
850 | 862 | ||||||
4.600%, 09/01/2035 |
440 | 427 | ||||||
4.500%, 02/01/2045 |
295 | 261 | ||||||
GlaxoSmithKline Capital |
||||||||
6.375%, 05/15/2038 |
145 | 162 | ||||||
HCA |
||||||||
6.200%, 03/01/2055 |
350 | 356 | ||||||
6.100%, 04/01/2064 |
30 | 30 | ||||||
5.950%, 09/15/2054 |
117 | 115 | ||||||
5.500%, 06/15/2047 |
25 | 23 | ||||||
4.625%, 03/15/2052 |
445 | 362 | ||||||
3.500%, 07/15/2051 |
352 | 237 | ||||||
Health Care Service A Mutual Legal Reserve |
||||||||
5.875%, 06/15/2054 (A) |
380 | 381 | ||||||
3.200%, 06/01/2050 (A) |
462 | 306 | ||||||
Humana |
||||||||
5.750%, 04/15/2054 |
270 | 258 | ||||||
4.950%, 10/01/2044 |
245 | 214 | ||||||
Johnson & Johnson |
||||||||
5.250%, 06/01/2054 |
100 | 102 | ||||||
3.400%, 01/15/2038 |
255 | 219 | ||||||
Kaiser Foundation Hospitals |
||||||||
3.266%, 11/01/2049 |
285 | 207 | ||||||
3.002%, 06/01/2051 |
295 | 200 | ||||||
2.810%, 06/01/2041 |
210 | 154 | ||||||
Mass General Brigham |
||||||||
3.192%, 07/01/2049 |
85 | 61 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Memorial Health Services |
||||||||
3.447%, 11/01/2049 |
$ | 135 | $ | 101 | ||||
Merck |
||||||||
5.150%, 05/17/2063 |
135 | 128 | ||||||
5.000%, 05/17/2053 |
525 | 497 | ||||||
4.900%, 05/17/2044 |
310 | 295 | ||||||
2.900%, 12/10/2061 |
460 | 276 | ||||||
2.750%, 12/10/2051 |
95 | 60 | ||||||
2.450%, 06/24/2050 |
150 | 91 | ||||||
Northwell Healthcare |
||||||||
4.260%, 11/01/2047 |
130 | 109 | ||||||
Pfizer |
||||||||
4.000%, 12/15/2036 |
180 | 165 | ||||||
Pfizer Investment Enterprises Pte |
||||||||
5.340%, 05/19/2063 |
140 | 134 | ||||||
5.300%, 05/19/2053 |
985 | 952 | ||||||
5.110%, 05/19/2043 |
520 | 502 | ||||||
Providence St. Joseph Health Obligated Group |
||||||||
3.744%, 10/01/2047 |
525 | 409 | ||||||
Revvity |
||||||||
3.625%, 03/15/2051 |
200 | 143 | ||||||
Roche Holdings |
||||||||
5.218%, 03/08/2054 (A) |
355 | 352 | ||||||
Solventum |
||||||||
6.000%, 05/15/2064 |
110 | 112 | ||||||
5.900%, 04/30/2054 |
640 | 650 | ||||||
Stryker |
||||||||
4.100%, 04/01/2043 |
205 | 175 | ||||||
Takeda Pharmaceutical |
||||||||
5.650%, 07/05/2054 |
395 | 396 | ||||||
Thermo Fisher Scientific |
||||||||
4.100%, 08/15/2047 |
140 | 117 | ||||||
2.800%, 10/15/2041 |
180 | 131 | ||||||
UnitedHealth Group |
||||||||
6.875%, 02/15/2038 |
235 | 272 | ||||||
6.050%, 02/15/2063 |
105 | 110 | ||||||
5.950%, 02/15/2041 |
15 | 16 | ||||||
5.875%, 02/15/2053 |
280 | 289 | ||||||
5.750%, 07/15/2064 |
538 | 537 | ||||||
5.625%, 07/15/2054 |
565 | 564 | ||||||
5.500%, 07/15/2044 |
380 | 379 | ||||||
5.500%, 04/15/2064 |
175 | 168 | ||||||
5.375%, 04/15/2054 |
225 | 216 | ||||||
4.950%, 05/15/2062 |
70 | 62 | ||||||
4.750%, 05/15/2052 |
385 | 336 | ||||||
4.250%, 04/15/2047 |
325 | 272 | ||||||
4.200%, 01/15/2047 |
350 | 291 | ||||||
3.700%, 08/15/2049 |
365 | 274 | ||||||
3.250%, 05/15/2051 |
645 | 441 | ||||||
3.050%, 05/15/2041 |
200 | 148 | ||||||
2.900%, 05/15/2050 |
90 | 58 | ||||||
2.750%, 05/15/2040 |
50 | 36 | ||||||
SEI Institutional Investments Trust
239
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Viatris |
||||||||
4.000%, 06/22/2050 |
$ | 305 | $ | 210 | ||||
Wyeth LLC |
||||||||
5.950%, 04/01/2037 |
436 | 465 | ||||||
| 35,631 | ||||||||
Industrials — 5.8% |
||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
3.850%, 10/29/2041 |
695 | 560 | ||||||
3.300%, 01/30/2032 |
230 | 205 | ||||||
BAE Systems Holdings |
||||||||
4.750%, 10/07/2044 (A) |
288 | 264 | ||||||
BAE Systems PLC |
||||||||
5.800%, 10/11/2041 (A) |
150 | 156 | ||||||
3.000%, 09/15/2050 (A) |
275 | 185 | ||||||
Boeing |
||||||||
7.008%, 05/01/2064 |
180 | 199 | ||||||
6.858%, 05/01/2054 |
290 | 320 | ||||||
5.930%, 05/01/2060 |
400 | 383 | ||||||
5.805%, 05/01/2050 |
760 | 733 | ||||||
5.705%, 05/01/2040 |
1,355 | 1,333 | ||||||
3.750%, 02/01/2050 |
943 | 670 | ||||||
Burlington Northern Santa Fe LLC |
||||||||
6.200%, 08/15/2036 |
480 | 530 | ||||||
6.150%, 05/01/2037 |
245 | 269 | ||||||
5.750%, 05/01/2040 |
50 | 53 | ||||||
5.500%, 03/15/2055 |
457 | 465 | ||||||
5.200%, 04/15/2054 |
30 | 29 | ||||||
4.450%, 01/15/2053 |
146 | 127 | ||||||
4.400%, 03/15/2042 |
905 | 810 | ||||||
3.300%, 09/15/2051 |
390 | 278 | ||||||
3.050%, 02/15/2051 |
50 | 34 | ||||||
2.875%, 06/15/2052 |
80 | 52 | ||||||
Canadian National Railway |
||||||||
6.200%, 06/01/2036 |
156 | 171 | ||||||
3.650%, 02/03/2048 |
235 | 184 | ||||||
Canadian Pacific Railway |
||||||||
6.125%, 09/15/2115 |
230 | 246 | ||||||
4.200%, 11/15/2069 |
173 | 133 | ||||||
3.000%, 12/02/2041 |
50 | 37 | ||||||
CRH America Finance |
||||||||
5.875%, 01/09/2055 |
256 | 268 | ||||||
CSX |
||||||||
4.900%, 03/15/2055 |
378 | 349 | ||||||
4.750%, 05/30/2042 |
425 | 397 | ||||||
4.750%, 11/15/2048 |
127 | 116 | ||||||
4.500%, 11/15/2052 |
70 | 61 | ||||||
Cummins |
||||||||
5.450%, 02/20/2054 |
154 | 155 | ||||||
Deere |
||||||||
3.750%, 04/15/2050 |
331 | 262 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Emerson Electric |
||||||||
2.800%, 12/21/2051 |
$ | 493 | $ | 318 | ||||
FedEx |
||||||||
4.400%, 01/15/2047 (A) |
155 | 126 | ||||||
4.050%, 02/15/2048 (A) |
275 | 214 | ||||||
General Dynamics |
||||||||
4.250%, 04/01/2040 |
60 | 54 | ||||||
4.250%, 04/01/2050 |
25 | 21 | ||||||
General Electric MTN |
||||||||
5.065%, TSFR3M + 0.742%, 08/15/2036 (C) |
450 | 422 | ||||||
Honeywell International |
||||||||
5.250%, 03/01/2054 |
855 | 824 | ||||||
L3Harris Technologies |
||||||||
5.500%, 08/15/2054 |
325 | 321 | ||||||
Lockheed Martin |
||||||||
5.700%, 11/15/2054 |
470 | 490 | ||||||
5.200%, 02/15/2055 |
360 | 347 | ||||||
4.700%, 05/15/2046 |
536 | 491 | ||||||
4.090%, 09/15/2052 |
40 | 33 | ||||||
Minera Mexico |
||||||||
4.500%, 01/26/2050 (A) |
30 | 23 | ||||||
Norfolk Southern |
||||||||
5.950%, 03/15/2064 |
50 | 53 | ||||||
5.100%, 08/01/2118 |
284 | 254 | ||||||
4.837%, 10/01/2041 |
160 | 150 | ||||||
4.800%, 08/15/2043 |
408 | 364 | ||||||
3.700%, 03/15/2053 |
265 | 197 | ||||||
Northrop Grumman |
||||||||
5.200%, 06/01/2054 |
320 | 305 | ||||||
5.150%, 05/01/2040 |
105 | 103 | ||||||
4.950%, 03/15/2053 |
201 | 185 | ||||||
4.750%, 06/01/2043 |
250 | 230 | ||||||
4.030%, 10/15/2047 |
240 | 194 | ||||||
3.850%, 04/15/2045 |
335 | 269 | ||||||
Owens Corning |
||||||||
5.950%, 06/15/2054 |
200 | 206 | ||||||
Parker-Hannifin MTN |
||||||||
4.450%, 11/21/2044 |
195 | 174 | ||||||
RTX |
||||||||
6.400%, 03/15/2054 |
210 | 235 | ||||||
5.375%, 02/27/2053 |
30 | 29 | ||||||
4.500%, 06/01/2042 |
610 | 543 | ||||||
4.350%, 04/15/2047 |
490 | 415 | ||||||
3.125%, 07/01/2050 |
45 | 30 | ||||||
3.030%, 03/15/2052 |
460 | 300 | ||||||
2.820%, 09/01/2051 |
235 | 147 | ||||||
Smurfit Kappa Treasury ULC |
||||||||
5.438%, 04/03/2034 (A) |
400 | 407 | ||||||
Snap-on |
||||||||
3.100%, 05/01/2050 |
281 | 194 | ||||||
TTX |
||||||||
4.600%, 02/01/2049 (A) |
250 | 224 | ||||||
240
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Uber Technologies |
||||||||
5.350%, 09/15/2054 |
$ | 493 | $ | 469 | ||||
Union Pacific |
||||||||
5.600%, 12/01/2054 |
70 | 71 | ||||||
3.875%, 02/01/2055 |
145 | 112 | ||||||
3.839%, 03/20/2060 |
535 | 400 | ||||||
3.799%, 04/06/2071 |
837 | 594 | ||||||
3.500%, 02/14/2053 |
125 | 92 | ||||||
3.375%, 02/14/2042 |
45 | 35 | ||||||
3.250%, 02/05/2050 |
260 | 185 | ||||||
Union Pacific MTN |
||||||||
3.550%, 08/15/2039 |
50 | 42 | ||||||
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
||||||||
4.150%, 08/25/2031 |
99 | 95 | ||||||
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
||||||||
5.800%, 01/15/2036 |
588 | 602 | ||||||
United Parcel Service |
||||||||
5.500%, 05/22/2054 |
250 | 251 | ||||||
5.050%, 03/03/2053 |
235 | 221 | ||||||
3.625%, 10/01/2042 |
170 | 137 | ||||||
Verisk Analytics |
||||||||
3.625%, 05/15/2050 |
240 | 176 | ||||||
Waste Management |
||||||||
5.350%, 10/15/2054 |
325 | 322 | ||||||
3.900%, 03/01/2035 |
115 | 106 | ||||||
2.950%, 06/01/2041 |
265 | 200 | ||||||
WW Grainger |
||||||||
4.600%, 06/15/2045 |
165 | 151 | ||||||
| 23,187 | ||||||||
Information Technology — 3.9% |
||||||||
Amphenol |
||||||||
5.375%, 11/15/2054 |
171 | 171 | ||||||
Analog Devices |
||||||||
2.950%, 10/01/2051 |
180 | 119 | ||||||
2.800%, 10/01/2041 |
190 | 140 | ||||||
Apple |
||||||||
4.650%, 02/23/2046 |
479 | 450 | ||||||
4.375%, 05/13/2045 |
445 | 402 | ||||||
3.850%, 05/04/2043 |
25 | 21 | ||||||
3.750%, 09/12/2047 |
150 | 122 | ||||||
3.450%, 02/09/2045 |
360 | 284 | ||||||
2.800%, 02/08/2061 |
340 | 208 | ||||||
2.700%, 08/05/2051 |
770 | 493 | ||||||
2.650%, 05/11/2050 |
255 | 164 | ||||||
2.375%, 02/08/2041 |
205 | 146 | ||||||
AppLovin |
||||||||
5.950%, 12/01/2054 |
310 | 316 | ||||||
Broadcom |
||||||||
3.750%, 02/15/2051 (A) |
245 | 187 | ||||||
3.500%, 02/15/2041 (A) |
590 | 471 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.137%, 11/15/2035 (A) |
$ | 415 | $ | 346 | ||||
Cisco Systems |
||||||||
5.900%, 02/15/2039 |
231 | 250 | ||||||
5.300%, 02/26/2054 |
1,000 | 998 | ||||||
Corning |
||||||||
5.450%, 11/15/2079 |
165 | 155 | ||||||
Foundry JV Holdco LLC |
||||||||
6.300%, 01/25/2039 (A) |
246 | 261 | ||||||
6.200%, 01/25/2037 (A) |
305 | 320 | ||||||
6.100%, 01/25/2036 (A) |
210 | 219 | ||||||
Intel |
||||||||
5.700%, 02/10/2053 |
435 | 409 | ||||||
5.625%, 02/10/2043 |
35 | 33 | ||||||
4.900%, 08/05/2052 |
230 | 193 | ||||||
4.750%, 03/25/2050 |
225 | 186 | ||||||
3.734%, 12/08/2047 |
268 | 191 | ||||||
3.250%, 11/15/2049 |
455 | 293 | ||||||
International Business Machines |
||||||||
5.700%, 02/10/2055 |
410 | 413 | ||||||
Intuit |
||||||||
5.500%, 09/15/2053 |
180 | 182 | ||||||
KLA |
||||||||
5.000%, 03/15/2049 |
227 | 216 | ||||||
4.950%, 07/15/2052 |
80 | 75 | ||||||
3.300%, 03/01/2050 |
70 | 50 | ||||||
Lam Research |
||||||||
2.875%, 06/15/2050 |
112 | 73 | ||||||
Microsoft |
||||||||
4.500%, 06/15/2047 |
95 | 88 | ||||||
2.921%, 03/17/2052 |
1,278 | 876 | ||||||
2.675%, 06/01/2060 |
145 | 88 | ||||||
2.525%, 06/01/2050 |
25 | 16 | ||||||
NVIDIA |
||||||||
3.500%, 04/01/2050 |
155 | 119 | ||||||
NXP BV / NXP FUNDING LLC / NXP USA |
||||||||
3.250%, 05/11/2041 |
255 | 192 | ||||||
Oracle |
||||||||
6.900%, 11/09/2052 |
105 | 119 | ||||||
6.000%, 08/03/2055 |
185 | 189 | ||||||
5.500%, 09/27/2064 |
210 | 196 | ||||||
5.375%, 09/27/2054 |
135 | 126 | ||||||
4.375%, 05/15/2055 |
785 | 626 | ||||||
4.125%, 05/15/2045 |
330 | 267 | ||||||
4.000%, 07/15/2046 |
1,205 | 946 | ||||||
4.000%, 11/15/2047 |
967 | 753 | ||||||
3.950%, 03/25/2051 |
400 | 302 | ||||||
3.800%, 11/15/2037 |
685 | 584 | ||||||
3.650%, 03/25/2041 |
550 | 436 | ||||||
3.600%, 04/01/2050 |
30 | 21 | ||||||
Salesforce |
||||||||
2.900%, 07/15/2051 |
325 | 214 | ||||||
2.700%, 07/15/2041 |
40 | 29 | ||||||
SEI Institutional Investments Trust
241
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Texas Instruments |
||||||||
5.150%, 02/08/2054 |
$ | 350 | $ | 339 | ||||
5.050%, 05/18/2063 |
372 | 347 | ||||||
5.000%, 03/14/2053 |
200 | 190 | ||||||
| 15,620 | ||||||||
Materials — 1.0% |
||||||||
Anglo American Capital PLC |
||||||||
6.000%, 04/05/2054 (A) |
405 | 415 | ||||||
4.750%, 03/16/2052 (A) |
346 | 298 | ||||||
3.950%, 09/10/2050 (A) |
320 | 244 | ||||||
Berry Global |
||||||||
5.650%, 01/15/2034 |
325 | 335 | ||||||
BHP Billiton Finance USA |
||||||||
5.500%, 09/08/2053 |
35 | 36 | ||||||
5.250%, 09/08/2033 |
60 | 61 | ||||||
5.000%, 09/30/2043 |
260 | 249 | ||||||
Dow Chemical |
||||||||
3.600%, 11/15/2050 |
220 | 154 | ||||||
DuPont de Nemours |
||||||||
5.319%, 11/15/2038 |
293 | 305 | ||||||
FMC |
||||||||
4.500%, 10/01/2049 |
130 | 100 | ||||||
Glencore Finance Canada |
||||||||
6.000%, 11/15/2041 (A) |
236 | 242 | ||||||
International Flavors & Fragrances |
||||||||
5.000%, 09/26/2048 |
80 | 70 | ||||||
3.468%, 12/01/2050 (A) |
805 | 545 | ||||||
3.268%, 11/15/2040 (A) |
555 | 412 | ||||||
Martin Marietta Materials |
||||||||
5.500%, 12/01/2054 |
268 | 262 | ||||||
Rio Tinto Finance USA LTD |
||||||||
5.200%, 11/02/2040 |
150 | 148 | ||||||
Rio Tinto Finance USA PLC |
||||||||
5.125%, 03/09/2053 |
30 | 29 | ||||||
Vulcan Materials |
||||||||
5.700%, 12/01/2054 |
164 | 165 | ||||||
| 4,070 | ||||||||
Real Estate — 1.1% |
||||||||
Agree LP |
||||||||
2.600%, 06/15/2033 |
80 | 66 | ||||||
Alexandria Real Estate Equities |
||||||||
4.850%, 04/15/2049 |
60 | 53 | ||||||
3.550%, 03/15/2052 |
265 | 187 | ||||||
American Assets Trust |
||||||||
6.150%, 10/01/2034 |
215 | 216 | ||||||
American Homes 4 Rent LP |
||||||||
4.300%, 04/15/2052 |
230 | 187 | ||||||
3.375%, 07/15/2051 |
175 | 120 | ||||||
American Tower |
||||||||
3.100%, 06/15/2050 |
300 | 199 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
AvalonBay Communities |
||||||||
5.350%, 06/01/2034 |
$ | 160 | $ | 164 | ||||
Crown Castle |
||||||||
5.200%, 02/15/2049 |
90 | 83 | ||||||
2.900%, 04/01/2041 |
134 | 97 | ||||||
Equinix |
||||||||
2.950%, 09/15/2051 |
280 | 179 | ||||||
Extra Space Storage |
||||||||
5.400%, 02/01/2034 |
135 | 137 | ||||||
GLP Capital LP / GLP Financing II |
||||||||
6.750%, 12/01/2033 |
115 | 123 | ||||||
Invitation Homes Operating Partnership LP |
||||||||
5.500%, 08/15/2033 |
80 | 81 | ||||||
Kilroy Realty LP |
||||||||
6.250%, 01/15/2036 |
20 | 20 | ||||||
2.650%, 11/15/2033 |
20 | 16 | ||||||
Kimco Realty |
||||||||
4.250%, 04/01/2045 |
55 | 46 | ||||||
NNN REIT |
||||||||
4.800%, 10/15/2048 |
85 | 74 | ||||||
3.000%, 04/15/2052 |
195 | 123 | ||||||
Prologis LP |
||||||||
5.250%, 03/15/2054 |
35 | 34 | ||||||
Public Storage Operating |
||||||||
5.350%, 08/01/2053 |
60 | 59 | ||||||
Realty Income |
||||||||
5.375%, 09/01/2054 |
125 | 122 | ||||||
Regency Centers LP |
||||||||
4.650%, 03/15/2049 |
220 | 193 | ||||||
4.400%, 02/01/2047 |
95 | 81 | ||||||
Simon Property Group LP |
||||||||
6.750%, 02/01/2040 |
434 | 494 | ||||||
6.650%, 01/15/2054 |
95 | 109 | ||||||
5.850%, 03/08/2053 |
372 | 388 | ||||||
4.250%, 11/30/2046 |
25 | 21 | ||||||
3.800%, 07/15/2050 |
35 | 27 | ||||||
3.250%, 09/13/2049 |
235 | 164 | ||||||
Sun Communities Operating |
||||||||
5.700%, 01/15/2033 |
80 | 82 | ||||||
VICI Properties LP |
||||||||
5.625%, 05/15/2052 |
360 | 341 | ||||||
| 4,286 | ||||||||
Utilities — 9.7% |
||||||||
AEP Transmission LLC |
||||||||
3.800%, 06/15/2049 |
150 | 115 | ||||||
3.650%, 04/01/2050 |
150 | 112 | ||||||
Alabama Power |
||||||||
4.300%, 07/15/2048 |
560 | 470 | ||||||
3.700%, 12/01/2047 |
376 | 287 | ||||||
Ameren Illinois |
||||||||
5.625%, 03/01/2055 |
257 | 260 | ||||||
242
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
American Water Capital |
||||||||
4.150%, 06/01/2049 |
$ | 50 | $ | 41 | ||||
Appalachian Power |
||||||||
4.450%, 06/01/2045 |
650 | 541 | ||||||
Arizona Public Service |
||||||||
3.350%, 05/15/2050 |
370 | 259 | ||||||
Baltimore Gas and Electric |
||||||||
4.550%, 06/01/2052 |
275 | 237 | ||||||
2.900%, 06/15/2050 |
185 | 119 | ||||||
Berkshire Hathaway Energy |
||||||||
6.125%, 04/01/2036 |
1,476 | 1,576 | ||||||
4.600%, 05/01/2053 |
70 | 60 | ||||||
4.250%, 10/15/2050 |
280 | 227 | ||||||
Boston Gas |
||||||||
6.119%, 07/20/2053 (A) |
145 | 150 | ||||||
Brooklyn Union Gas |
||||||||
6.415%, 07/18/2054 (A) |
75 | 80 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
3.600%, 03/01/2052 |
80 | 59 | ||||||
Cleco Power |
||||||||
6.000%, 12/01/2040 |
210 | 220 | ||||||
CMS Energy |
||||||||
4.875%, 03/01/2044 |
487 | 445 | ||||||
Commonwealth Edison |
||||||||
4.350%, 11/15/2045 |
665 | 569 | ||||||
3.850%, 03/15/2052 |
135 | 103 | ||||||
3.700%, 03/01/2045 |
600 | 472 | ||||||
3.200%, 11/15/2049 |
185 | 127 | ||||||
Consolidated Edison of New York |
||||||||
6.300%, 08/15/2037 |
585 | 641 | ||||||
6.150%, 11/15/2052 |
105 | 113 | ||||||
5.900%, 11/15/2053 |
15 | 16 | ||||||
5.700%, 05/15/2054 |
265 | 269 | ||||||
5.500%, 03/15/2055 |
680 | 669 | ||||||
4.450%, 03/15/2044 |
165 | 144 | ||||||
3.700%, 11/15/2059 |
600 | 425 | ||||||
Constellation Energy Generation LLC |
||||||||
6.250%, 10/01/2039 |
133 | 141 | ||||||
5.600%, 06/15/2042 |
275 | 269 | ||||||
Consumers Energy |
||||||||
3.100%, 08/15/2050 |
125 | 87 | ||||||
Dominion Energy |
||||||||
5.250%, 08/01/2033 |
315 | 315 | ||||||
4.900%, 08/01/2041 |
655 | 598 | ||||||
3.300%, 04/15/2041 |
235 | 178 | ||||||
DTE Electric |
||||||||
4.050%, 05/15/2048 |
245 | 203 | ||||||
Duke Energy |
||||||||
5.000%, 08/15/2052 |
168 | 150 | ||||||
Duke Energy Carolinas LLC |
||||||||
6.000%, 01/15/2038 |
284 | 304 | ||||||
5.400%, 01/15/2054 |
200 | 197 | ||||||
5.350%, 01/15/2053 |
280 | 273 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.300%, 02/15/2040 |
$ | 660 | $ | 662 | ||||
4.250%, 12/15/2041 |
350 | 304 | ||||||
Duke Energy Florida LLC |
||||||||
6.400%, 06/15/2038 |
210 | 233 | ||||||
6.350%, 09/15/2037 |
185 | 202 | ||||||
6.200%, 11/15/2053 |
125 | 135 | ||||||
Duke Energy Indiana LLC |
||||||||
6.450%, 04/01/2039 |
120 | 132 | ||||||
6.350%, 08/15/2038 |
95 | 104 | ||||||
4.900%, 07/15/2043 |
265 | 246 | ||||||
Duke Energy Ohio |
||||||||
5.550%, 03/15/2054 |
235 | 232 | ||||||
Duke Energy Progress LLC |
||||||||
4.375%, 03/30/2044 |
815 | 710 | ||||||
4.100%, 05/15/2042 |
405 | 342 | ||||||
Electricite de France |
||||||||
6.375%, 01/13/2055 (A) |
195 | 200 | ||||||
Elm Road Generating Station Supercritical LLC |
||||||||
5.848%, 01/19/2041 (A) |
500 | 515 | ||||||
Entergy Arkansas LLC |
||||||||
5.750%, 06/01/2054 |
95 | 97 | ||||||
Entergy Louisiana LLC |
||||||||
5.800%, 03/15/2055 |
160 | 163 | ||||||
5.700%, 03/15/2054 |
135 | 137 | ||||||
4.750%, 09/15/2052 |
50 | 44 | ||||||
4.200%, 04/01/2050 |
295 | 240 | ||||||
Entergy Mississippi LLC |
||||||||
5.850%, 06/01/2054 |
230 | 238 | ||||||
Entergy Texas |
||||||||
5.000%, 09/15/2052 |
80 | 73 | ||||||
3.550%, 09/30/2049 |
180 | 131 | ||||||
Essential Utilities |
||||||||
5.300%, 05/01/2052 |
70 | 66 | ||||||
4.276%, 05/01/2049 |
195 | 157 | ||||||
Exelon |
||||||||
4.950%, 06/15/2035 |
230 | 222 | ||||||
FirstEnergy Transmission LLC |
||||||||
5.450%, 07/15/2044 (A) |
95 | 93 | ||||||
Florida Power & Light |
||||||||
5.960%, 04/01/2039 |
215 | 231 | ||||||
5.800%, 03/15/2065 |
245 | 255 | ||||||
5.700%, 03/15/2055 |
485 | 503 | ||||||
5.690%, 03/01/2040 |
181 | 190 | ||||||
5.600%, 06/15/2054 |
152 | 155 | ||||||
5.400%, 09/01/2035 |
1,215 | 1,241 | ||||||
Indiana Michigan Power |
||||||||
5.625%, 04/01/2053 |
95 | 95 | ||||||
Indianapolis Power & Light |
||||||||
6.050%, 10/01/2036 (A) |
326 | 343 | ||||||
Interstate Power and Light |
||||||||
5.450%, 09/30/2054 |
75 | 73 | ||||||
3.100%, 11/30/2051 |
430 | 285 | ||||||
SEI Institutional Investments Trust
243
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Jersey Central Power & Light |
||||||||
6.400%, 05/15/2036 |
$ | 925 | $ | 1,001 | ||||
KeySpan Gas East |
||||||||
5.819%, 04/01/2041 (A) |
500 | 499 | ||||||
Massachusetts Electric |
||||||||
5.900%, 11/15/2039 (A) |
85 | 88 | ||||||
MidAmerican Energy |
||||||||
5.300%, 02/01/2055 |
314 | 304 | ||||||
4.800%, 09/15/2043 |
325 | 301 | ||||||
4.250%, 07/15/2049 |
250 | 209 | ||||||
MidAmerican Energy MTN |
||||||||
5.800%, 10/15/2036 |
155 | 164 | ||||||
Narragansett Electric |
||||||||
4.170%, 12/10/2042 (A) |
920 | 762 | ||||||
Nevada Power |
||||||||
6.000%, 03/15/2054 |
175 | 184 | ||||||
Niagara Mohawk Power |
||||||||
3.025%, 06/27/2050 (A) |
300 | 195 | ||||||
Northern States Power |
||||||||
5.350%, 11/01/2039 |
650 | 660 | ||||||
5.100%, 05/15/2053 |
125 | 119 | ||||||
4.500%, 06/01/2052 |
80 | 70 | ||||||
3.400%, 08/15/2042 |
190 | 148 | ||||||
3.200%, 04/01/2052 |
50 | 34 | ||||||
NSTAR Electric |
||||||||
4.550%, 06/01/2052 |
553 | 476 | ||||||
4.400%, 03/01/2044 |
205 | 177 | ||||||
Oglethorpe Power |
||||||||
5.250%, 09/01/2050 |
451 | 422 | ||||||
5.050%, 10/01/2048 |
320 | 292 | ||||||
4.500%, 04/01/2047 |
155 | 131 | ||||||
Oncor Electric Delivery LLC |
||||||||
5.350%, 10/01/2052 |
150 | 145 | ||||||
5.300%, 06/01/2042 |
135 | 133 | ||||||
5.250%, 09/30/2040 |
625 | 618 | ||||||
4.950%, 09/15/2052 |
215 | 196 | ||||||
2.700%, 11/15/2051 |
160 | 98 | ||||||
Pacific Gas and Electric |
||||||||
6.750%, 01/15/2053 |
1,103 | 1,188 | ||||||
5.900%, 10/01/2054 |
120 | 117 | ||||||
5.250%, 03/01/2052 |
195 | 174 | ||||||
4.950%, 07/01/2050 |
315 | 272 | ||||||
4.500%, 07/01/2040 |
245 | 212 | ||||||
4.200%, 06/01/2041 |
105 | 85 | ||||||
3.500%, 08/01/2050 |
80 | 55 | ||||||
3.300%, 08/01/2040 |
80 | 60 | ||||||
PacifiCorp |
||||||||
6.000%, 01/15/2039 |
297 | 308 | ||||||
5.800%, 01/15/2055 |
66 | 66 | ||||||
5.500%, 05/15/2054 |
266 | 254 | ||||||
PECO Energy |
||||||||
5.250%, 09/15/2054 |
195 | 189 | ||||||
4.375%, 08/15/2052 |
80 | 68 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Piedmont Natural Gas |
||||||||
4.650%, 08/01/2043 |
$ | 330 | $ | 295 | ||||
Potomac Electric Power |
||||||||
5.500%, 03/15/2054 |
215 | 215 | ||||||
PPL Electric Utilities |
||||||||
4.150%, 06/15/2048 |
195 | 164 | ||||||
4.125%, 06/15/2044 |
595 | 510 | ||||||
Public Service Electric and Gas |
||||||||
5.500%, 03/01/2055 |
156 | 157 | ||||||
5.300%, 08/01/2054 |
385 | 375 | ||||||
Public Service Electric and Gas MTN |
||||||||
3.650%, 09/01/2042 |
210 | 168 | ||||||
Public Service of Colorado |
||||||||
6.250%, 09/01/2037 |
260 | 282 | ||||||
4.500%, 06/01/2052 |
100 | 86 | ||||||
4.100%, 06/15/2048 |
330 | 263 | ||||||
4.050%, 09/15/2049 |
48 | 38 | ||||||
Public Service of New Hampshire |
||||||||
5.150%, 01/15/2053 |
65 | 62 | ||||||
Puget Sound Energy |
||||||||
5.685%, 06/15/2054 |
90 | 92 | ||||||
2.893%, 09/15/2051 |
190 | 120 | ||||||
San Diego Gas & Electric |
||||||||
3.320%, 04/15/2050 |
35 | 24 | ||||||
Sempra |
||||||||
6.000%, 10/15/2039 |
500 | 512 | ||||||
3.800%, 02/01/2038 |
260 | 215 | ||||||
Southern California Edison |
||||||||
5.900%, 03/01/2055 |
225 | 223 | ||||||
3.900%, 03/15/2043 |
245 | 191 | ||||||
Southern California Gas |
||||||||
5.750%, 06/01/2053 |
205 | 207 | ||||||
5.600%, 04/01/2054 |
155 | 153 | ||||||
3.750%, 09/15/2042 |
245 | 194 | ||||||
Southern Gas Capital |
||||||||
4.400%, 06/01/2043 |
645 | 561 | ||||||
Southwestern Electric Power |
||||||||
6.200%, 03/15/2040 |
480 | 515 | ||||||
3.250%, 11/01/2051 |
170 | 113 | ||||||
Southwestern Public Service |
||||||||
4.400%, 11/15/2048 |
385 | 320 | ||||||
Tampa Electric |
||||||||
3.450%, 03/15/2051 |
50 | 36 | ||||||
Tucson Electric Power |
||||||||
3.250%, 05/01/2051 |
310 | 210 | ||||||
Union Electric |
||||||||
5.125%, 03/15/2055 |
205 | 193 | ||||||
Virginia Electric and Power |
||||||||
5.450%, 04/01/2053 |
190 | 185 | ||||||
5.350%, 01/15/2054 |
304 | 293 | ||||||
4.450%, 02/15/2044 |
500 | 436 | ||||||
Wisconsin Public Service |
||||||||
3.300%, 09/01/2049 |
175 | 124 | ||||||
244
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
2.850%, 12/01/2051 |
$ | 250 | $ | 161 | ||||
Xcel Energy |
||||||||
4.800%, 09/15/2041 |
50 | 45 | ||||||
| 38,782 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $252,229) ($ Thousands) |
235,513 | |||||||
U.S. TREASURY OBLIGATIONS — 39.5% |
||||||||
U.S. Treasury Bill |
||||||||
4.221%, 07/24/2025 (D) |
650 | 639 | ||||||
U.S. Treasury Bonds |
||||||||
4.843%, 11/15/2042 (D) |
2,225 | 968 | ||||||
4.750%, 02/15/2045 |
5,310 | 5,471 | ||||||
4.750%, 11/15/2053 |
2,560 | 2,661 | ||||||
4.625%, 05/15/2044 |
4,631 | 4,686 | ||||||
4.625%, 11/15/2044 |
12,400 | 12,536 | ||||||
4.625%, 05/15/2054 |
675 | 689 | ||||||
4.625%, 02/15/2055 |
19,720 | 20,210 | ||||||
4.524%, 11/15/2047 (D) |
2,195 | 772 | ||||||
4.500%, 02/15/2044 |
6,339 | 6,318 | ||||||
4.500%, 11/15/2054 |
9,565 | 9,590 | ||||||
4.458%, 05/15/2050 (D) |
4,790 | 1,527 | ||||||
4.250%, 02/15/2054 |
9,121 | 8,749 | ||||||
4.250%, 08/15/2054 |
1,268 | 1,218 | ||||||
4.000%, 11/15/2052 |
375 | 344 | ||||||
3.750%, 08/15/2041 |
620 | 570 | ||||||
3.750%, 11/15/2043 |
735 | 662 | ||||||
3.625%, 08/15/2043 |
827 | 733 | ||||||
3.625%, 02/15/2044 |
1,146 | 1,013 | ||||||
3.625%, 05/15/2053 |
4,759 | 4,081 | ||||||
3.624%, 08/15/2043 (D) |
9,912 | 4,300 | ||||||
3.375%, 11/15/2048 |
12,345 | 10,146 | ||||||
3.294%, 08/15/2045 (D) |
3,015 | 1,186 | ||||||
3.125%, 11/15/2041 |
995 | 839 | ||||||
3.125%, 02/15/2043 |
12,320 | 10,196 | ||||||
3.125%, 08/15/2044 |
1,710 | 1,393 | ||||||
3.000%, 05/15/2047 |
820 | 638 | ||||||
3.000%, 08/15/2048 |
2,350 | 1,807 | ||||||
3.000%, 08/15/2052 |
754 | 572 | ||||||
2.875%, 05/15/2052 |
1,900 | 1,404 | ||||||
2.750%, 08/15/2042 |
630 | 496 | ||||||
2.750%, 11/15/2042 |
545 | 427 | ||||||
2.750%, 11/15/2047 |
440 | 325 | ||||||
2.375%, 11/15/2049 |
545 | 366 | ||||||
2.375%, 05/15/2051 |
1,135 | 755 | ||||||
2.250%, 08/15/2046 |
8,245 | 5,613 | ||||||
2.250%, 02/15/2052 |
2,555 | 1,642 | ||||||
2.000%, 11/15/2041 |
15,220 | 10,763 | ||||||
2.000%, 08/15/2051 |
2,260 | 1,370 | ||||||
1.750%, 08/15/2041 |
10,000 | 6,824 | ||||||
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS (continued) |
||||||||
1.375%, 11/15/2040 |
$ | 345 | $ | 226 | ||||
1.375%, 08/15/2050 |
3,100 | 1,608 | ||||||
1.125%, 08/15/2040 |
515 | 325 | ||||||
U.S. Treasury Inflation Protected Securities |
||||||||
2.125%, 01/15/2035 |
1,150 | 1,181 | ||||||
U.S. Treasury Notes |
||||||||
4.625%, 02/15/2035 |
5,665 | 5,861 | ||||||
4.250%, 01/31/2030 |
395 | 399 | ||||||
4.000%, 02/28/2030 |
655 | 655 | ||||||
4.000%, 02/15/2034 |
404 | 398 | ||||||
3.875%, 08/15/2034 |
2,562 | 2,499 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $159,045) ($ Thousands) |
157,651 | |||||||
MUNICIPAL BONDS — 2.6% |
||||||||
California — 1.7% |
||||||||
Bay Area, Toll Authority, Build America Project, RB |
||||||||
6.263%, 04/01/2049 |
600 | 658 | ||||||
California State, Build America Project, GO |
||||||||
7.500%, 04/01/2034 |
1,185 | 1,379 | ||||||
7.350%, 11/01/2039 |
730 | 850 | ||||||
California State, GO |
||||||||
5.875%, 10/01/2041 |
510 | 535 | ||||||
California State, Health Facilities Financing Authority, Ser 2021A, RB |
||||||||
3.000%, 08/15/2051 |
125 | 100 | ||||||
Los Angeles, Department of Airports, RB |
||||||||
6.582%, 05/15/2039 |
240 | 259 | ||||||
Regents of the University of California Medical Center, Ser N, RB |
||||||||
3.256%, 05/15/2060 |
790 | 528 | ||||||
Riverside County, Pension Obligation, RB |
||||||||
3.818%, 02/15/2038 |
345 | 318 | ||||||
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
||||||||
6.000%, 11/01/2040 |
1,235 | 1,305 | ||||||
University of California Regents, Build America Project, Ser H, RB |
||||||||
6.548%, 05/15/2048 |
605 | 663 | ||||||
University of California, Ser AD, RB |
||||||||
4.858%, 05/15/2112 |
335 | 295 | ||||||
| 6,890 | ||||||||
Georgia — 0.1% |
||||||||
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
||||||||
6.637%, 04/01/2057 |
270 | 303 | ||||||
SEI Institutional Investments Trust
245
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
Illinois — 0.1% |
||||||||
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
||||||||
5.720%, 12/01/2038 |
$ | 545 | $ | 567 | ||||
Maryland — 0.1% |
||||||||
Maryland Economic Development, RB |
||||||||
5.433%, 05/31/2056 |
240 | 242 | ||||||
Massachusetts — 0.1% |
||||||||
Massachusetts State, School Building Authority, Sub-Ser B, RB |
||||||||
3.395%, 10/15/2040 |
240 | 206 | ||||||
New Jersey — 0.0% |
||||||||
New Jersey State, Turnpike Authority, Build America Project, RB |
||||||||
7.414%, 01/01/2040 |
60 | 72 | ||||||
New York — 0.3% |
||||||||
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
||||||||
5.572%, 11/01/2038 |
840 | 844 | ||||||
5.508%, 08/01/2037 |
250 | 250 | ||||||
| 1,094 | ||||||||
Texas — 0.2% |
||||||||
North Texas, Tollway Authority, Build America Project, Ser B, RB |
||||||||
6.718%, 01/01/2049 |
490 | 564 | ||||||
Texas State, Private Activity Bond Surface Transportation, RB |
||||||||
3.922%, 12/31/2049 |
355 | 290 | ||||||
| 854 | ||||||||
Total Municipal Bonds |
||||||||
(Cost $11,149) ($ Thousands) |
10,228 | |||||||
SOVEREIGN DEBT — 1.1% |
||||||||
Chile Government International Bond |
||||||||
5.330%, 01/05/2054 |
200 | 189 | ||||||
4.340%, 03/07/2042 |
235 | 203 | ||||||
3.860%, 06/21/2047 |
25 | 19 | ||||||
3.100%, 01/22/2061 |
25 | 15 | ||||||
Israel Government International Bond |
||||||||
3.875%, 07/03/2050 |
105 | 77 | ||||||
3.375%, 01/15/2050 |
490 | 330 | ||||||
Description |
Face Amount |
Market Value |
||||||
SOVEREIGN DEBT (continued) |
||||||||
Mexico Government International Bond |
||||||||
7.375%, 05/13/2055 |
$ | 602 | $ | 628 | ||||
6.400%, 05/07/2054 |
383 | 356 | ||||||
6.338%, 05/04/2053 |
1,037 | 958 | ||||||
5.750%, 10/12/2110 |
129 | 103 | ||||||
5.000%, 04/27/2051 |
745 | 582 | ||||||
4.400%, 02/12/2052 |
390 | 275 | ||||||
4.280%, 08/14/2041 |
134 | 102 | ||||||
Perusahaan Penerbit SBSN Indonesia III |
||||||||
3.550%, 06/09/2051(A) |
65 | 47 | ||||||
Philippine Government International Bond |
||||||||
5.900%, 02/04/2050 |
595 | 618 | ||||||
Republic of Poland Government International Bond |
||||||||
5.500%, 04/04/2053 |
80 | 77 | ||||||
Total Sovereign Debt |
||||||||
(Cost $4,997) ($ Thousands) |
4,579 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7% |
||||||||
Tennessee Valley Authority, PO |
||||||||
0.000%, 01/15/2038(B) |
3,700 | 1,970 | ||||||
Tennessee Valley Authority |
||||||||
5.250%, 09/15/2039 |
285 | 303 | ||||||
5.250%, 02/01/2055 |
432 | 443 | ||||||
Total U.S. Government Agency Obligations |
||||||||
(Cost $2,845) ($ Thousands) |
2,716 | |||||||
MORTGAGE-BACKED SECURITIES — 0.2% |
||||||||
Agency Mortgage-Backed Obligations — 0.2% |
||||||||
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
||||||||
5.000%, 01/15/2034 |
31 | 31 | ||||||
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
||||||||
2.234%, 07/25/2037(C) |
8 | 1 | ||||||
GNMA ARM |
||||||||
4.875%, H15T1Y + 1.500%, 06/20/2032(C) |
16 | 16 | ||||||
GNMA CMO, Ser 2009-8, Cl PS, IO |
||||||||
1.874%, 08/16/2038(C) |
1 | – | ||||||
GNMA CMO, Ser 2010-4, Cl NS, IO |
||||||||
1.964%, 01/16/2040(C) |
30 | 3 | ||||||
GNMA CMO, Ser 2011-70, Cl BO, PO |
||||||||
0.000%, 05/20/2041(B) |
1,277 | 896 | ||||||
| 947 | ||||||||
Non-Agency Mortgage-Backed Obligations — 0.0% |
||||||||
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
||||||||
5.294%, TSFR1M + 0.974%, 09/25/2034(C) |
8 | 7 | ||||||
246
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
RAMP Trust, Ser 2004-SL1, Cl A7 |
||||||||
7.000%, 11/25/2031 |
$ | 5 | $ | 4 | ||||
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
||||||||
4.020%, 12/25/2034(C) |
11 | 10 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |
||||||||
5.094%, TSFR1M + 0.774%, 01/25/2045(C) |
17 | 17 | ||||||
| 38 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $89) ($ Thousands) |
985 | |||||||
|
||||||||
CASH EQUIVALENT — 1.1% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
4,478,583 | 4,479 | ||||||
Total Cash Equivalent |
||||||||
(Cost $4,479) ($ Thousands) |
4,479 | |||||||
Total Investments in Securities — 104.2% |
||||||||
(Cost $434,833) ($ Thousands) |
$ | 416,151 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
124 | Jun-2025 | $ | 25,589 | $ | 25,664 | $ | 75 | ||||||||||||
U.S. 5-Year Treasury Note |
175 | Jun-2025 | 18,696 | 18,889 | 193 | |||||||||||||||
U.S. Ultra Long Treasury Bond |
135 | Jun-2025 | 16,458 | 16,757 | 299 | |||||||||||||||
Ultra 10-Year U.S. Treasury Note |
23 | Jun-2025 | 2,572 | 2,628 | 56 | |||||||||||||||
| 63,315 | 63,938 | 623 | ||||||||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. 5-Year Treasury Note |
(10) | Jul-2025 | $ | (1,066 | ) | $ | (1,080 | ) | $ | (14 | ) | |||||||||
U.S. Long Treasury Bond |
(64) | Jun-2025 | (7,425 | ) | (7,558 | ) | (133 | ) | ||||||||||||
Ultra 10-Year U.S. Treasury Note |
(61) | Jun-2025 | (6,932 | ) | (6,969 | ) | (37 | ) | ||||||||||||
| (15,423 | ) | (15,607 | ) | (184 | ) | |||||||||||||||
| $ | 47,892 | $ | 48,331 | $ | 439 | |||||||||||||||
SEI Institutional Investments Trust
247
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Fund (Concluded)
|
Percentages are based on Net Assets of $399,229 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $17,446 ($ Thousands), representing 4.4% 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 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 23,868 | $ | 192,142 | $ | (211,531 | ) | $ | — | $ | — | $ | 4,479 | $ | 189 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
248
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS — 85.5% |
||||||||
Communication Services — 5.5% |
||||||||
Alphabet |
||||||||
2.050%, 08/15/2050 |
$ | 2,229 | $ | 1,285 | ||||
America Movil |
||||||||
6.125%, 03/30/2040 |
1,675 | 1,778 | ||||||
AT&T |
||||||||
4.500%, 03/09/2048 |
935 | 792 | ||||||
4.300%, 12/15/2042 |
500 | 429 | ||||||
3.550%, 09/15/2055 |
860 | 596 | ||||||
3.500%, 09/15/2053 |
3,417 | 2,380 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.484%, 10/23/2045 |
2,620 | 2,546 | ||||||
4.800%, 03/01/2050 |
1,525 | 1,181 | ||||||
Comcast |
||||||||
6.500%, 11/15/2035 |
420 | 465 | ||||||
4.600%, 08/15/2045 |
1,150 | 1,015 | ||||||
4.049%, 11/01/2052 |
5,368 | 4,152 | ||||||
4.000%, 03/01/2048 |
3,165 | 2,492 | ||||||
3.969%, 11/01/2047 |
7,380 | 5,808 | ||||||
3.900%, 03/01/2038 |
5,080 | 4,407 | ||||||
3.400%, 07/15/2046 |
3,685 | 2,677 | ||||||
2.987%, 11/01/2063 |
33,384 | 19,385 | ||||||
2.937%, 11/01/2056 |
41,640 | 25,073 | ||||||
2.887%, 11/01/2051 |
19,312 | 12,118 | ||||||
2.800%, 01/15/2051 |
355 | 219 | ||||||
Crown Castle Towers LLC |
||||||||
3.663%, 05/15/2025 (A) |
2,585 | 2,578 | ||||||
Meta Platforms |
||||||||
5.750%, 05/15/2063 |
1,690 | 1,752 | ||||||
5.600%, 05/15/2053 |
5,175 | 5,320 | ||||||
5.550%, 08/15/2064 |
8,390 | 8,463 | ||||||
5.400%, 08/15/2054 |
10,141 | 10,106 | ||||||
4.450%, 08/15/2052 |
8,744 | 7,573 | ||||||
NBCUniversal Media LLC |
||||||||
4.450%, 01/15/2043 |
1,207 | 1,056 | ||||||
NTT Finance |
||||||||
1.591%, 04/03/2028 (A) |
2,360 | 2,160 | ||||||
Paramount Global |
||||||||
6.875%, 04/30/2036 |
680 | 715 | ||||||
5.900%, 10/15/2040 |
355 | 324 | ||||||
4.375%, 03/15/2043 |
1,930 | 1,474 | ||||||
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
||||||||
5.152%, 03/20/2028 (A) |
1,242 | 1,249 | ||||||
Time Warner Cable LLC |
||||||||
7.300%, 07/01/2038 |
2,141 | 2,265 | ||||||
6.750%, 06/15/2039 |
945 | 955 | ||||||
5.875%, 11/15/2040 |
300 | 278 | ||||||
4.500%, 09/15/2042 |
1,000 | 773 | ||||||
T-Mobile USA |
||||||||
5.500%, 01/15/2055 |
2,361 | 2,288 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.300%, 02/15/2051 |
$ | 500 | $ | 342 | ||||
3.000%, 02/15/2041 |
560 | 412 | ||||||
TWDC Enterprises 18 |
||||||||
4.125%, 12/01/2041 |
1,570 | 1,359 | ||||||
TWDC Enterprises 18 MTN |
||||||||
4.125%, 06/01/2044 |
1,854 | 1,567 | ||||||
Verizon Communications |
||||||||
3.875%, 03/01/2052 |
2,984 | 2,291 | ||||||
3.700%, 03/22/2061 |
570 | 404 | ||||||
3.400%, 03/22/2041 |
2,265 | 1,773 | ||||||
2.650%, 11/20/2040 |
2,220 | 1,576 | ||||||
Walt Disney |
||||||||
3.600%, 01/13/2051 |
6,176 | 4,680 | ||||||
3.500%, 05/13/2040 |
7,630 | 6,288 | ||||||
2.750%, 09/01/2049 |
22,031 | 14,228 | ||||||
Warnermedia Holdings |
||||||||
5.391%, 03/15/2062 |
2,809 | 2,158 | ||||||
5.141%, 03/15/2052 |
7,105 | 5,484 | ||||||
5.050%, 03/15/2042 |
740 | 613 | ||||||
| 181,302 | ||||||||
Consumer Discretionary — 3.7% |
||||||||
7-Eleven |
||||||||
2.500%, 02/10/2041 (A) |
1,155 | 775 | ||||||
Alimentation Couche-Tard |
||||||||
4.500%, 07/26/2047 (A) |
735 | 620 | ||||||
Amazon.com |
||||||||
4.050%, 08/22/2047 |
4,481 | 3,799 | ||||||
3.950%, 04/13/2052 |
6,151 | 5,023 | ||||||
3.875%, 08/22/2037 |
3,170 | 2,870 | ||||||
3.250%, 05/12/2061 |
13,336 | 8,987 | ||||||
3.100%, 05/12/2051 |
7,764 | 5,408 | ||||||
2.875%, 05/12/2041 |
2,115 | 1,601 | ||||||
2.700%, 06/03/2060 |
6,575 | 3,907 | ||||||
2.500%, 06/03/2050 |
9,638 | 5,956 | ||||||
Aptiv |
||||||||
3.100%, 12/01/2051 |
795 | 487 | ||||||
Emory University |
||||||||
2.969%, 09/01/2050 |
1,660 | 1,142 | ||||||
Ford Foundation |
||||||||
2.815%, 06/01/2070 |
925 | 546 | ||||||
Ford Motor Credit LLC |
||||||||
6.500%, 02/07/2035 |
2,945 | 2,945 | ||||||
Georgetown University |
||||||||
5.215%, 10/01/2118 |
1,171 | 1,086 | ||||||
4.315%, 04/01/2049 |
1,810 | 1,576 | ||||||
Home Depot |
||||||||
5.950%, 04/01/2041 |
3,030 | 3,244 | ||||||
5.400%, 06/25/2064 |
225 | 223 | ||||||
5.300%, 06/25/2054 |
7,135 | 7,020 | ||||||
4.950%, 09/15/2052 |
1,350 | 1,272 | ||||||
4.500%, 12/06/2048 |
3,880 | 3,423 | ||||||
4.400%, 03/15/2045 |
5,635 | 4,964 | ||||||
SEI Institutional Investments Trust
249
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.250%, 04/01/2046 |
$ | 3,992 | $ | 3,416 | ||||
4.200%, 04/01/2043 |
1,925 | 1,664 | ||||||
3.900%, 06/15/2047 |
15,008 | 12,097 | ||||||
3.350%, 04/15/2050 |
5,270 | 3,802 | ||||||
3.300%, 04/15/2040 |
2,275 | 1,822 | ||||||
3.125%, 12/15/2049 |
2,935 | 2,041 | ||||||
2.750%, 09/15/2051 |
3,470 | 2,201 | ||||||
2.375%, 03/15/2051 |
6,974 | 4,093 | ||||||
Johns Hopkins University |
||||||||
4.083%, 07/01/2053 |
2,000 | 1,702 | ||||||
Lowe's |
||||||||
5.750%, 07/01/2053 |
68 | 69 | ||||||
4.250%, 04/01/2052 |
550 | 443 | ||||||
3.700%, 04/15/2046 |
2,116 | 1,616 | ||||||
Massachusetts Institute of Technology |
||||||||
3.067%, 04/01/2052 |
2,540 | 1,797 | ||||||
NIKE |
||||||||
3.625%, 05/01/2043 |
1,325 | 1,081 | ||||||
3.250%, 03/27/2040 |
3,380 | 2,712 | ||||||
Northwestern University |
||||||||
3.688%, 12/01/2038 |
2,070 | 1,819 | ||||||
Pomona College |
||||||||
2.888%, 01/01/2051 |
1,240 | 819 | ||||||
President & Fellows of Harvard College |
||||||||
3.745%, 11/15/2052 |
745 | 596 | ||||||
Rockefeller Foundation |
||||||||
2.492%, 10/01/2050 |
3,105 | 1,936 | ||||||
Starbucks |
||||||||
3.350%, 03/12/2050 |
905 | 630 | ||||||
Trustees of Boston College |
||||||||
3.042%, 07/01/2057 |
1,230 | 803 | ||||||
Trustees of Boston University |
||||||||
4.061%, 10/01/2048 |
1,800 | 1,600 | ||||||
University of Chicago |
||||||||
2.761%, 04/01/2045 |
2,520 | 1,945 | ||||||
University of Southern California |
||||||||
3.841%, 10/01/2047 |
1,340 | 1,116 | ||||||
3.028%, 10/01/2039 |
2,300 | 1,890 | ||||||
2.805%, 10/01/2050 |
925 | 620 | ||||||
| 121,204 | ||||||||
Consumer Staples — 5.0% |
||||||||
Altria Group |
||||||||
10.200%, 02/06/2039 |
1,136 | 1,619 | ||||||
9.950%, 11/10/2038 |
500 | 681 | ||||||
4.500%, 05/02/2043 |
100 | 84 | ||||||
4.250%, 08/09/2042 |
575 | 468 | ||||||
3.875%, 09/16/2046 |
60 | 45 | ||||||
3.400%, 02/04/2041 |
1,043 | 777 | ||||||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
||||||||
4.900%, 02/01/2046 |
48,022 | 44,904 | ||||||
4.700%, 02/01/2036 |
23,405 | 22,706 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Anheuser-Busch InBev Worldwide |
||||||||
8.200%, 01/15/2039 |
$ | 1,240 | $ | 1,593 | ||||
8.000%, 11/15/2039 |
3,821 | 4,861 | ||||||
5.550%, 01/23/2049 |
8,610 | 8,754 | ||||||
BAT Capital |
||||||||
4.758%, 09/06/2049 |
1,046 | 878 | ||||||
4.390%, 08/15/2037 |
720 | 638 | ||||||
Cargill |
||||||||
4.375%, 04/22/2052 (A) |
2,610 | 2,233 | ||||||
Church & Dwight |
||||||||
5.000%, 06/15/2052 |
227 | 212 | ||||||
Coca-Cola |
||||||||
5.400%, 05/13/2064 |
2,720 | 2,713 | ||||||
5.200%, 01/14/2055 |
3,310 | 3,254 | ||||||
2.500%, 03/15/2051 |
2,085 | 1,276 | ||||||
Constellation Brands |
||||||||
3.750%, 05/01/2050 |
430 | 320 | ||||||
CSL Finance PLC |
||||||||
5.106%, 04/03/2034 (A) |
1,345 | 1,354 | ||||||
4.950%, 04/27/2062 (A) |
310 | 277 | ||||||
4.750%, 04/27/2052 (A) |
3,089 | 2,751 | ||||||
4.625%, 04/27/2042 (A) |
320 | 291 | ||||||
Dollar Tree |
||||||||
3.375%, 12/01/2051 |
1,105 | 725 | ||||||
Hormel Foods |
||||||||
3.050%, 06/03/2051 |
1,305 | 879 | ||||||
JBS USA Holding Lux SARL |
||||||||
7.250%, 11/15/2053 |
4,210 | 4,845 | ||||||
6.500%, 12/01/2052 |
1,535 | 1,622 | ||||||
6.375%, 02/25/2055 (A) |
1,050 | 1,094 | ||||||
4.375%, 02/02/2052 |
1,930 | 1,515 | ||||||
Kenvue |
||||||||
5.100%, 03/22/2043 |
610 | 599 | ||||||
5.050%, 03/22/2053 |
1,700 | 1,633 | ||||||
Kimberly-Clark |
||||||||
5.300%, 03/01/2041 |
1,315 | 1,331 | ||||||
3.900%, 05/04/2047 |
1,670 | 1,357 | ||||||
Kraft Heinz Foods |
||||||||
7.125%, 08/01/2039 (A) |
1,160 | 1,336 | ||||||
Kroger |
||||||||
5.650%, 09/15/2064 |
1,035 | 1,006 | ||||||
Mars |
||||||||
3.950%, 04/01/2049 (A) |
2,280 | 1,816 | ||||||
Nestle Capital |
||||||||
5.100%, 03/12/2054 (A) |
1,845 | 1,798 | ||||||
Nestle Holdings |
||||||||
3.900%, 09/24/2038 (A) |
1,640 | 1,459 | ||||||
PepsiCo |
||||||||
5.250%, 07/17/2054 |
2,195 | 2,176 | ||||||
4.650%, 02/15/2053 |
2,834 | 2,565 | ||||||
3.450%, 10/06/2046 |
6,055 | 4,627 | ||||||
Philip Morris International |
||||||||
4.875%, 11/15/2043 |
3,640 | 3,365 | ||||||
250
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.500%, 03/20/2042 |
$ | 5,750 | $ | 5,130 | ||||
4.125%, 03/04/2043 |
586 | 493 | ||||||
3.875%, 08/21/2042 |
990 | 811 | ||||||
Reynolds American |
||||||||
8.125%, 05/01/2040 |
2,390 | 2,837 | ||||||
Target |
||||||||
2.950%, 01/15/2052 |
5,915 | 3,894 | ||||||
Walmart |
||||||||
4.500%, 09/09/2052 |
2,045 | 1,853 | ||||||
4.500%, 04/15/2053 |
4,319 | 3,904 | ||||||
2.650%, 09/22/2051 |
4,940 | 3,178 | ||||||
2.500%, 09/22/2041 |
3,836 | 2,746 | ||||||
| 163,283 | ||||||||
Energy — 5.9% |
||||||||
BG Energy Capital PLC |
||||||||
5.125%, 10/15/2041 (A) |
1,600 | 1,538 | ||||||
BP Capital Markets America |
||||||||
4.812%, 02/13/2033 |
5,385 | 5,316 | ||||||
3.379%, 02/08/2061 |
13,591 | 9,004 | ||||||
3.001%, 03/17/2052 |
170 | 110 | ||||||
3.000%, 02/24/2050 |
1,507 | 995 | ||||||
2.939%, 06/04/2051 |
3,275 | 2,106 | ||||||
2.772%, 11/10/2050 |
4,482 | 2,801 | ||||||
Cenovus Energy |
||||||||
6.750%, 11/15/2039 |
245 | 269 | ||||||
Chevron USA |
||||||||
2.343%, 08/12/2050 |
1,685 | 992 | ||||||
ConocoPhillips |
||||||||
5.700%, 09/15/2063 |
1,015 | 1,009 | ||||||
5.650%, 01/15/2065 |
2,055 | 2,015 | ||||||
5.550%, 03/15/2054 |
945 | 934 | ||||||
5.500%, 01/15/2055 |
1,660 | 1,627 | ||||||
5.300%, 05/15/2053 |
385 | 366 | ||||||
4.300%, 11/15/2044 |
3,830 | 3,279 | ||||||
4.025%, 03/15/2062 |
14,384 | 10,828 | ||||||
3.800%, 03/15/2052 |
2,185 | 1,647 | ||||||
Diamondback Energy |
||||||||
5.750%, 04/18/2054 |
1,516 | 1,464 | ||||||
4.400%, 03/24/2051 |
500 | 403 | ||||||
4.250%, 03/15/2052 |
2,685 | 2,104 | ||||||
Eastern Energy Gas Holdings LLC |
||||||||
6.200%, 01/15/2055 |
787 | 838 | ||||||
5.650%, 10/15/2054 |
1,994 | 1,954 | ||||||
Enbridge |
||||||||
6.700%, 11/15/2053 |
1,175 | 1,301 | ||||||
Energy Transfer LP |
||||||||
6.200%, 04/01/2055 |
1,800 | 1,836 | ||||||
6.050%, 06/01/2041 |
2,225 | 2,253 | ||||||
5.400%, 10/01/2047 |
822 | 760 | ||||||
5.150%, 03/15/2045 |
3,790 | 3,407 | ||||||
Eni SpA |
||||||||
5.700%, 10/01/2040 (A) |
2,285 | 2,217 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Enterprise Products Operating LLC |
||||||||
7.550%, 04/15/2038 |
$ | 2,000 | $ | 2,397 | ||||
6.125%, 10/15/2039 |
1,335 | 1,435 | ||||||
5.950%, 02/01/2041 |
166 | 175 | ||||||
5.550%, 02/16/2055 |
12,237 | 12,139 | ||||||
4.900%, 05/15/2046 |
6,975 | 6,379 | ||||||
4.850%, 08/15/2042 |
4,315 | 3,998 | ||||||
4.850%, 03/15/2044 |
1,455 | 1,337 | ||||||
3.300%, 02/15/2053 |
310 | 212 | ||||||
3.200%, 02/15/2052 |
170 | 115 | ||||||
EOG Resources |
||||||||
5.650%, 12/01/2054 |
660 | 666 | ||||||
4.950%, 04/15/2050 |
1,600 | 1,461 | ||||||
Equinor |
||||||||
5.100%, 08/17/2040 |
2,335 | 2,324 | ||||||
4.800%, 11/08/2043 |
899 | 853 | ||||||
3.700%, 04/06/2050 |
3,785 | 2,915 | ||||||
3.625%, 04/06/2040 |
2,740 | 2,303 | ||||||
3.250%, 11/18/2049 |
1,889 | 1,344 | ||||||
Exxon Mobil |
||||||||
4.327%, 03/19/2050 |
6,073 | 5,162 | ||||||
4.227%, 03/19/2040 |
3,635 | 3,265 | ||||||
4.114%, 03/01/2046 |
1,030 | 862 | ||||||
3.452%, 04/15/2051 |
15,562 | 11,325 | ||||||
3.095%, 08/16/2049 |
810 | 559 | ||||||
Greensaif Pipelines Bidco SARL |
||||||||
6.103%, 08/23/2042 (A) |
1,100 | 1,100 | ||||||
Hess |
||||||||
6.000%, 01/15/2040 |
3,620 | 3,875 | ||||||
5.600%, 02/15/2041 |
2,555 | 2,587 | ||||||
Marathon Petroleum |
||||||||
5.000%, 09/15/2054 |
300 | 254 | ||||||
Northern Natural Gas |
||||||||
4.300%, 01/15/2049 (A) |
1,530 | 1,259 | ||||||
Occidental Petroleum |
||||||||
6.450%, 09/15/2036 |
2,050 | 2,142 | ||||||
4.300%, 08/15/2039 |
462 | 379 | ||||||
Saudi Arabian Oil MTN |
||||||||
5.750%, 07/17/2054 (A) |
5,375 | 5,162 | ||||||
Shell Finance US |
||||||||
4.550%, 08/12/2043 |
1,900 | 1,707 | ||||||
4.375%, 05/11/2045 |
10,530 | 9,118 | ||||||
4.000%, 05/10/2046 |
1,580 | 1,287 | ||||||
3.750%, 09/12/2046 |
9,009 | 7,079 | ||||||
3.250%, 04/06/2050 |
165 | 116 | ||||||
Shell International Finance BV |
||||||||
6.375%, 12/15/2038 |
5,481 | 6,156 | ||||||
3.625%, 08/21/2042 |
1,160 | 925 | ||||||
3.000%, 11/26/2051 |
4,147 | 2,737 | ||||||
Suncor Energy |
||||||||
5.950%, 12/01/2034 |
1,453 | 1,509 | ||||||
Tennessee Gas Pipeline LLC |
||||||||
8.375%, 06/15/2032 |
2,020 | 2,356 | ||||||
SEI Institutional Investments Trust
251
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
TotalEnergies Capital |
||||||||
5.638%, 04/05/2064 |
$ | 3,990 | $ | 3,960 | ||||
5.425%, 09/10/2064 |
1,425 | 1,362 | ||||||
TotalEnergies Capital International |
||||||||
3.127%, 05/29/2050 |
13,940 | 9,513 | ||||||
2.986%, 06/29/2041 |
1,410 | 1,039 | ||||||
TransCanada PipeLines |
||||||||
5.600%, 03/31/2034 |
835 | 849 | ||||||
Williams |
||||||||
5.400%, 03/04/2044 |
1,000 | 962 | ||||||
| 192,032 | ||||||||
Financials — 19.7% |
||||||||
AIA Group MTN |
||||||||
5.400%, 09/30/2054 (A) |
760 | 741 | ||||||
4.875%, 03/11/2044 (A) |
3,372 | 3,248 | ||||||
Alleghany |
||||||||
4.900%, 09/15/2044 |
1,415 | 1,326 | ||||||
Allstate |
||||||||
4.500%, 06/15/2043 |
528 | 462 | ||||||
American Express |
||||||||
5.284%, SOFRRATE + 1.420%, 07/26/2035 (B) |
395 | 398 | ||||||
Aon Corp / Aon Global Holdings PLC |
||||||||
3.900%, 02/28/2052 |
1,035 | 787 | ||||||
Apollo Global Management |
||||||||
5.800%, 05/21/2054 |
2,440 | 2,482 | ||||||
Arthur J Gallagher |
||||||||
5.550%, 02/15/2055 |
2,195 | 2,157 | ||||||
Bank of America |
||||||||
7.750%, 05/14/2038 |
1,515 | 1,811 | ||||||
6.000%, 10/15/2036 |
3,800 | 4,014 | ||||||
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
1,425 | 1,492 | ||||||
5.511%, SOFRRATE + 1.310%, 01/24/2036 (B) |
3,440 | 3,515 | ||||||
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
10,635 | 10,815 | ||||||
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
20,254 | 15,632 | ||||||
Bank of America MTN |
||||||||
5.875%, 02/07/2042 |
1,935 | 2,064 | ||||||
5.425%, SOFRRATE + 1.913%, 08/15/2035 (B) |
3,835 | 3,787 | ||||||
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
6,145 | 4,968 | ||||||
4.078%, TSFR3M + 1.582%, 04/23/2040 (B) |
5,855 | 5,129 | ||||||
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
4,955 | 4,352 | ||||||
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
35,013 | 25,146 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Barclays PLC |
||||||||
5.785%, SOFRRATE + 1.590%, 02/25/2036 (B) |
$ | 1,315 | $ | 1,336 | ||||
5.335%, SOFRRATE + 1.910%, 09/10/2035 (B) |
1,888 | 1,862 | ||||||
Berkshire Hathaway Finance |
||||||||
4.400%, 05/15/2042 |
1,180 | 1,096 | ||||||
4.300%, 05/15/2043 |
1,565 | 1,396 | ||||||
4.200%, 08/15/2048 |
1,575 | 1,328 | ||||||
3.850%, 03/15/2052 |
6,210 | 4,838 | ||||||
2.850%, 10/15/2050 |
5,086 | 3,319 | ||||||
BlackRock Funding |
||||||||
5.350%, 01/08/2055 |
5,710 | 5,668 | ||||||
5.250%, 03/14/2054 |
5,010 | 4,897 | ||||||
Blackstone Holdings Finance LLC |
||||||||
6.250%, 08/15/2042 (A) |
1,802 | 1,905 | ||||||
Brookfield Finance |
||||||||
5.968%, 03/04/2054 |
8,115 | 8,445 | ||||||
5.813%, 03/03/2055 |
3,954 | 3,981 | ||||||
Carlyle Holdings II Finance LLC |
||||||||
5.625%, 03/30/2043 (A) |
1,252 | 1,247 | ||||||
Chubb INA Holdings LLC |
||||||||
6.700%, 05/15/2036 |
4,870 | 5,545 | ||||||
4.350%, 11/03/2045 |
3,045 | 2,657 | ||||||
3.050%, 12/15/2061 |
3,090 | 1,939 | ||||||
Cincinnati Financial |
||||||||
6.125%, 11/01/2034 |
1,853 | 1,971 | ||||||
Citibank |
||||||||
5.570%, 04/30/2034 |
2,280 | 2,359 | ||||||
Citigroup |
||||||||
8.125%, 07/15/2039 |
4,835 | 6,057 | ||||||
6.125%, 08/25/2036 |
455 | 472 | ||||||
6.020%, SOFRRATE + 1.830%, 01/24/2036 (B) |
4,005 | 4,079 | ||||||
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
2,635 | 2,647 | ||||||
5.612%, SOFRRATE + 1.746%, 03/04/2056 (B) |
4,867 | 4,887 | ||||||
5.449%, SOFRRATE + 1.447%, 06/11/2035 (B) |
940 | 954 | ||||||
5.411%, H15T5Y + 1.730%, 09/19/2039 (B) |
1,330 | 1,287 | ||||||
5.316%, SOFRRATE + 4.548%, 03/26/2041 (B) |
3,630 | 3,572 | ||||||
4.650%, 07/30/2045 |
1,134 | 1,018 | ||||||
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
6,550 | 5,519 | ||||||
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
3,630 | 3,117 | ||||||
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
3,695 | 2,652 | ||||||
Citigroup Capital III |
||||||||
7.625%, 12/01/2036 |
890 | 998 | ||||||
252
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
CME Group |
||||||||
4.150%, 06/15/2048 |
$ | 1,634 | $ | 1,403 | ||||
Corestates Capital III |
||||||||
5.155%, TSFR3M + 0.832%, 02/15/2027 (A)(B) |
375 | 370 | ||||||
Deutsche Bank NY |
||||||||
5.403%, SOFRRATE + 2.050%, 09/11/2035 (B) |
1,145 | 1,122 | ||||||
Farmers Exchange Capital |
||||||||
7.200%, 07/15/2048 (A) |
800 | 836 | ||||||
Farmers Exchange Capital II |
||||||||
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) |
2,890 | 2,793 | ||||||
Farmers Insurance Exchange |
||||||||
7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(B) |
830 | 869 | ||||||
Global Payments |
||||||||
5.950%, 08/15/2052 |
290 | 290 | ||||||
Goldman Sachs Capital I |
||||||||
6.345%, 02/15/2034 |
5,030 | 5,349 | ||||||
Goldman Sachs Group |
||||||||
6.250%, 02/01/2041 |
4,014 | 4,314 | ||||||
5.734%, SOFRRATE + 1.696%, 01/28/2056 (B) |
4,135 | 4,213 | ||||||
5.561%, SOFRRATE + 1.580%, 11/19/2045 (B) |
9,055 | 8,985 | ||||||
5.016%, SOFRRATE + 1.420%, 10/23/2035 (B) |
4,030 | 3,941 | ||||||
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
14,635 | 13,263 | ||||||
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
7,995 | 6,973 | ||||||
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
1,480 | 1,145 | ||||||
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
2,830 | 2,137 | ||||||
3.102%, SOFRRATE + 1.410%, 02/24/2033 (B) |
1,480 | 1,306 | ||||||
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
4,300 | 3,092 | ||||||
Goldman Sachs Group MTN |
||||||||
4.800%, 07/08/2044 |
4,238 | 3,856 | ||||||
Guardian Life Insurance of America |
||||||||
4.875%, 06/19/2064 (A) |
1,155 | 1,030 | ||||||
HSBC Bank USA |
||||||||
7.000%, 01/15/2039 |
8,237 | 9,384 | ||||||
HSBC Holdings PLC |
||||||||
6.500%, 09/15/2037 |
2,200 | 2,372 | ||||||
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B) |
2,800 | 3,024 | ||||||
Huntington Bancshares |
||||||||
6.141%, H15T5Y + 1.700%, 11/18/2039 (B) |
865 | 884 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Intercontinental Exchange |
||||||||
4.250%, 09/21/2048 |
$ | 1,800 | $ | 1,527 | ||||
3.000%, 06/15/2050 |
1,175 | 780 | ||||||
JAB Holdings BV |
||||||||
4.500%, 04/08/2052 (A) |
1,270 | 991 | ||||||
JPMorgan Chase |
||||||||
6.400%, 05/15/2038 |
5,119 | 5,714 | ||||||
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
1,320 | 1,422 | ||||||
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
1,890 | 1,975 | ||||||
5.600%, 07/15/2041 |
2,670 | 2,753 | ||||||
5.534%, SOFRRATE + 1.550%, 11/29/2045 (B) |
7,315 | 7,348 | ||||||
5.500%, 10/15/2040 |
2,825 | 2,888 | ||||||
5.400%, 01/06/2042 |
2,834 | 2,870 | ||||||
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
7,935 | 8,049 | ||||||
5.294%, SOFRRATE + 1.460%, 07/22/2035 (B) |
505 | 510 | ||||||
4.946%, SOFRRATE + 1.340%, 10/22/2035 (B) |
3,770 | 3,707 | ||||||
4.032%, TSFR3M + 1.722%, 07/24/2048 (B) |
1,340 | 1,097 | ||||||
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
9,125 | 7,338 | ||||||
3.897%, TSFR3M + 1.482%, 01/23/2049 (B) |
4,975 | 3,970 | ||||||
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
20,395 | 17,795 | ||||||
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B) |
10,078 | 7,174 | ||||||
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
4,430 | 3,354 | ||||||
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
190 | 129 | ||||||
3.109%, TSFR3M + 2.460%, 04/22/2041 (B) |
430 | 330 | ||||||
2.525%, TSFR3M + 1.510%, 11/19/2041 (B) |
4,660 | 3,262 | ||||||
KKR Group Finance II LLC |
||||||||
5.500%, 02/01/2043 (A) |
1,073 | 1,053 | ||||||
KKR Group Finance III LLC |
||||||||
5.125%, 06/01/2044 (A) |
1,872 | 1,750 | ||||||
LSEGA Financing PLC |
||||||||
3.200%, 04/06/2041 (A) |
4,214 | 3,250 | ||||||
M&T Bank |
||||||||
5.385%, SOFRRATE + 1.610%, 01/16/2036 (B) |
1,835 | 1,823 | ||||||
Marsh & McLennan |
||||||||
6.250%, 11/01/2052 |
3,160 | 3,476 | ||||||
5.700%, 09/15/2053 |
1,890 | 1,953 | ||||||
5.450%, 03/15/2053 |
1,030 | 1,025 | ||||||
5.450%, 03/15/2054 |
195 | 194 | ||||||
SEI Institutional Investments Trust
253
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.400%, 03/15/2055 |
$ | 962 | $ | 948 | ||||
4.900%, 03/15/2049 |
2,752 | 2,540 | ||||||
4.350%, 01/30/2047 |
1,330 | 1,150 | ||||||
4.200%, 03/01/2048 |
3,890 | 3,258 | ||||||
2.900%, 12/15/2051 |
1,175 | 757 | ||||||
Massachusetts Mutual Life Insurance |
||||||||
4.900%, 04/01/2077 (A) |
2,690 | 2,284 | ||||||
3.729%, 10/15/2070 (A) |
4,545 | 3,088 | ||||||
Mastercard |
||||||||
3.950%, 02/26/2048 |
1,260 | 1,037 | ||||||
3.850%, 03/26/2050 |
8,371 | 6,734 | ||||||
MetLife |
||||||||
5.875%, 02/06/2041 |
1,675 | 1,764 | ||||||
5.700%, 06/15/2035 |
2,929 | 3,083 | ||||||
5.250%, 01/15/2054 |
1,175 | 1,139 | ||||||
5.000%, 07/15/2052 |
5,140 | 4,782 | ||||||
4.875%, 11/13/2043 |
3,080 | 2,875 | ||||||
4.721%, 12/15/2044 |
3,540 | 3,212 | ||||||
4.125%, 08/13/2042 |
2,490 | 2,143 | ||||||
4.050%, 03/01/2045 |
1,295 | 1,074 | ||||||
Moody's |
||||||||
4.875%, 12/17/2048 |
2,216 | 2,040 | ||||||
3.250%, 05/20/2050 |
420 | 293 | ||||||
2.750%, 08/19/2041 |
250 | 178 | ||||||
Morgan Stanley |
||||||||
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
530 | 542 | ||||||
5.516%, SOFRRATE + 1.710%, 11/19/2055 (B) |
5,745 | 5,737 | ||||||
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
1,935 | 1,966 | ||||||
4.457%, TSFR3M + 1.693%, 04/22/2039 (B) |
3,743 | 3,477 | ||||||
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B) |
5,550 | 4,227 | ||||||
Morgan Stanley MTN |
||||||||
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
3,315 | 3,455 | ||||||
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
885 | 890 | ||||||
4.375%, 01/22/2047 |
125 | 107 | ||||||
4.300%, 01/27/2045 |
7,660 | 6,568 | ||||||
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
8,615 | 7,516 | ||||||
2.943%, SOFRRATE + 1.290%, 01/21/2033 (B) |
6,250 | 5,485 | ||||||
2.802%, SOFRRATE + 1.430%, 01/25/2052 (B) |
800 | 509 | ||||||
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
545 | 469 | ||||||
Nationwide Mutual Insurance |
||||||||
9.375%, 08/15/2039 (A) |
1,820 | 2,391 | ||||||
4.350%, 04/30/2050 (A) |
2,295 | 1,796 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
New York Life Global Funding |
||||||||
5.350%, 01/23/2035 (A) |
$ | 3,240 | $ | 3,330 | ||||
New York Life Insurance |
||||||||
6.750%, 11/15/2039 (A) |
4,535 | 5,168 | ||||||
5.875%, 05/15/2033 (A) |
4,024 | 4,247 | ||||||
3.750%, 05/15/2050 (A) |
1,960 | 1,482 | ||||||
Northwestern Mutual Life Insurance |
||||||||
3.850%, 09/30/2047 (A) |
450 | 349 | ||||||
3.625%, 09/30/2059 (A) |
5,902 | 4,111 | ||||||
Pacific Life Insurance |
||||||||
4.300%, SOFRRATE + 2.796%, 10/24/2067 (A)(B) |
388 | 317 | ||||||
Pacific LifeCorp |
||||||||
3.350%, 09/15/2050 (A) |
1,272 | 888 | ||||||
PayPal Holdings |
||||||||
3.250%, 06/01/2050 |
3,165 | 2,195 | ||||||
PNC Financial Services Group |
||||||||
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
2,055 | 2,283 | ||||||
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
100 | 103 | ||||||
5.575%, SOFRRATE + 1.394%, 01/29/2036 (B) |
610 | 625 | ||||||
5.401%, SOFRRATE + 1.599%, 07/23/2035 (B) |
3,400 | 3,435 | ||||||
Progressive |
||||||||
3.700%, 03/15/2052 |
4,625 | 3,551 | ||||||
Prudential Financial MTN |
||||||||
5.700%, 12/14/2036 |
3,568 | 3,763 | ||||||
3.700%, 03/13/2051 |
1,305 | 982 | ||||||
Raymond James Financial |
||||||||
4.950%, 07/15/2046 |
1,164 | 1,067 | ||||||
3.750%, 04/01/2051 |
2,669 | 1,982 | ||||||
S&P Global |
||||||||
3.900%, 03/01/2062 |
550 | 420 | ||||||
3.700%, 03/01/2052 |
2,235 | 1,726 | ||||||
3.250%, 12/01/2049 |
2,331 | 1,664 | ||||||
Securian Financial Group |
||||||||
4.800%, 04/15/2048 (A) |
1,753 | 1,563 | ||||||
Teachers Insurance & Annuity Association of America |
||||||||
4.900%, 09/15/2044 (A) |
4,475 | 4,113 | ||||||
4.270%, 05/15/2047 (A) |
2,793 | 2,324 | ||||||
3.300%, 05/15/2050 (A) |
4,255 | 2,959 | ||||||
Travelers |
||||||||
5.450%, 05/25/2053 |
5,370 | 5,414 | ||||||
5.350%, 11/01/2040 |
1,565 | 1,574 | ||||||
4.600%, 08/01/2043 |
3,935 | 3,577 | ||||||
4.100%, 03/04/2049 |
3,853 | 3,173 | ||||||
4.050%, 03/07/2048 |
1,300 | 1,067 | ||||||
Travelers MTN |
||||||||
6.250%, 06/15/2037 |
1,205 | 1,325 | ||||||
254
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Truist Financial MTN |
||||||||
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
$ | 1,740 | $ | 1,807 | ||||
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
7,040 | 7,240 | ||||||
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
705 | 698 | ||||||
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
3,195 | 3,085 | ||||||
UBS |
||||||||
4.500%, 06/26/2048 |
2,365 | 2,069 | ||||||
UBS Group |
||||||||
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
2,155 | 2,224 | ||||||
US Bancorp |
||||||||
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
1,505 | 1,564 | ||||||
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
1,505 | 1,547 | ||||||
5.424%, SOFRRATE + 1.411%, 02/12/2036 (B) |
965 | 976 | ||||||
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
760 | 740 | ||||||
Visa |
||||||||
4.300%, 12/14/2045 |
8,710 | 7,694 | ||||||
2.700%, 04/15/2040 |
720 | 543 | ||||||
2.000%, 08/15/2050 |
5,410 | 3,015 | ||||||
Wells Fargo |
||||||||
7.950%, 11/15/2029 |
675 | 761 | ||||||
6.600%, 01/15/2038 |
9,970 | 11,078 | ||||||
5.950%, 08/26/2036 |
5,460 | 5,770 | ||||||
5.950%, 12/15/2036 |
1,002 | 1,028 | ||||||
5.850%, 02/01/2037 |
8,552 | 8,938 | ||||||
5.606%, 01/15/2044 |
446 | 440 | ||||||
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
4,985 | 5,067 | ||||||
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
2,510 | 2,540 | ||||||
3.900%, 05/01/2045 |
3,324 | 2,669 | ||||||
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
3,040 | 2,302 | ||||||
Wells Fargo MTN |
||||||||
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
14,637 | 13,518 | ||||||
4.900%, 11/17/2045 |
1,685 | 1,513 | ||||||
4.750%, 12/07/2046 |
4,890 | 4,255 | ||||||
4.650%, 11/04/2044 |
2,570 | 2,245 | ||||||
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
5,455 | 4,736 | ||||||
4.400%, 06/14/2046 |
5,885 | 4,907 | ||||||
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
3,035 | 2,726 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Westpac Banking |
||||||||
5.618%, H15T1Y + 1.200%, 11/20/2035 (B) |
$ | 1,405 | $ | 1,413 | ||||
XL Group |
||||||||
5.250%, 12/15/2043 |
2,405 | 2,327 | ||||||
| 641,558 | ||||||||
Health Care — 13.8% |
||||||||
Abbott Laboratories |
||||||||
5.300%, 05/27/2040 |
1,520 | 1,575 | ||||||
4.900%, 11/30/2046 |
7,378 | 7,121 | ||||||
AbbVie |
||||||||
5.600%, 03/15/2055 |
1,055 | 1,094 | ||||||
5.500%, 03/15/2064 |
3,745 | 3,758 | ||||||
5.400%, 03/15/2054 |
12,139 | 12,219 | ||||||
5.350%, 03/15/2044 |
800 | 807 | ||||||
4.850%, 06/15/2044 |
225 | 212 | ||||||
4.750%, 03/15/2045 |
7,010 | 6,506 | ||||||
4.700%, 05/14/2045 |
4,144 | 3,810 | ||||||
4.400%, 11/06/2042 |
635 | 571 | ||||||
4.250%, 11/21/2049 |
20,596 | 17,507 | ||||||
4.050%, 11/21/2039 |
3,280 | 2,904 | ||||||
Advocate Health & Hospitals |
||||||||
4.272%, 08/15/2048 |
1,717 | 1,486 | ||||||
Alcon Finance |
||||||||
3.800%, 09/23/2049 (A) |
1,070 | 813 | ||||||
Allina Health System |
||||||||
4.805%, 11/15/2045 |
1,666 | 1,531 | ||||||
3.887%, 04/15/2049 |
1,454 | 1,147 | ||||||
Amgen |
||||||||
5.750%, 03/02/2063 |
255 | 255 | ||||||
4.875%, 03/01/2053 |
730 | 654 | ||||||
4.663%, 06/15/2051 |
800 | 700 | ||||||
4.400%, 05/01/2045 |
1,020 | 877 | ||||||
Ascension Health |
||||||||
4.847%, 11/15/2053 |
520 | 490 | ||||||
3.945%, 11/15/2046 |
1,291 | 1,079 | ||||||
3.106%, 11/15/2039 |
3,270 | 2,588 | ||||||
AstraZeneca PLC |
||||||||
6.450%, 09/15/2037 |
4,349 | 4,893 | ||||||
4.375%, 11/16/2045 |
3,734 | 3,295 | ||||||
3.000%, 05/28/2051 |
1,873 | 1,282 | ||||||
Banner Health |
||||||||
2.907%, 01/01/2042 |
1,781 | 1,310 | ||||||
Baptist Health South Florida |
||||||||
4.342%, 11/15/2041 |
610 | 546 | ||||||
Bayer US Finance II LLC |
||||||||
4.700%, 07/15/2064 (A) |
1,290 | 946 | ||||||
4.400%, 07/15/2044 (A) |
1,942 | 1,491 | ||||||
3.950%, 04/15/2045 (A) |
2,680 | 1,934 | ||||||
Bayer US Finance LLC |
||||||||
6.875%, 11/21/2053 (A) |
400 | 417 | ||||||
SEI Institutional Investments Trust
255
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Baylor Scott & White Holdings |
||||||||
4.185%, 11/15/2045 |
$ | 1,250 | $ | 1,081 | ||||
Bon Secours Mercy Health |
||||||||
3.205%, 06/01/2050 |
1,100 | 767 | ||||||
Bristol-Myers Squibb |
||||||||
6.400%, 11/15/2063 |
3,480 | 3,861 | ||||||
5.650%, 02/22/2064 |
705 | 707 | ||||||
5.550%, 02/22/2054 |
7,055 | 7,085 | ||||||
4.550%, 02/20/2048 |
1,614 | 1,417 | ||||||
4.250%, 10/26/2049 |
13,254 | 11,074 | ||||||
3.900%, 03/15/2062 |
1,910 | 1,416 | ||||||
3.700%, 03/15/2052 |
7,449 | 5,598 | ||||||
3.550%, 03/15/2042 |
1,060 | 846 | ||||||
Carilion Clinic Obligated Group |
||||||||
3.147%, 07/01/2051 |
535 | 357 | ||||||
Children's Health Care |
||||||||
3.448%, 08/15/2049 |
815 | 602 | ||||||
Children's Hospital Medical Center |
||||||||
2.820%, 11/15/2050 |
1,180 | 774 | ||||||
Cigna Group |
||||||||
4.800%, 08/15/2038 |
1,300 | 1,222 | ||||||
3.875%, 10/15/2047 |
1,200 | 910 | ||||||
City of Hope |
||||||||
5.623%, 11/15/2043 |
920 | 921 | ||||||
Cleveland Clinic Foundation |
||||||||
4.858%, 01/01/2114 |
1,223 | 1,088 | ||||||
CommonSpirit Health |
||||||||
4.187%, 10/01/2049 |
805 | 652 | ||||||
CVS Health |
||||||||
7.000%, H15T5Y + 2.886%, 03/10/2055 (B) |
925 | 934 | ||||||
6.750%, H15T5Y + 2.516%, 12/10/2054 (B) |
150 | 150 | ||||||
5.875%, 06/01/2053 |
540 | 520 | ||||||
5.125%, 07/20/2045 |
475 | 420 | ||||||
5.050%, 03/25/2048 |
9,540 | 8,273 | ||||||
4.780%, 03/25/2038 |
2,585 | 2,345 | ||||||
Danaher |
||||||||
2.800%, 12/10/2051 |
1,315 | 840 | ||||||
Elevance Health |
||||||||
6.100%, 10/15/2052 |
350 | 363 | ||||||
5.850%, 11/01/2064 |
675 | 673 | ||||||
5.700%, 02/15/2055 |
1,550 | 1,526 | ||||||
5.650%, 06/15/2054 |
2,206 | 2,172 | ||||||
Eli Lilly |
||||||||
5.500%, 02/12/2055 |
4,240 | 4,376 | ||||||
5.200%, 08/14/2064 |
3,221 | 3,124 | ||||||
5.100%, 02/09/2064 |
4,977 | 4,744 | ||||||
5.050%, 08/14/2054 |
4,170 | 4,011 | ||||||
5.000%, 02/09/2054 |
5,350 | 5,120 | ||||||
4.950%, 02/27/2063 |
4,769 | 4,451 | ||||||
4.875%, 02/27/2053 |
3,730 | 3,500 | ||||||
3.950%, 03/15/2049 |
2,925 | 2,401 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
GE HealthCare Technologies |
||||||||
6.377%, 11/22/2052 |
$ | 430 | $ | 477 | ||||
Gilead Sciences |
||||||||
5.500%, 11/15/2054 |
2,960 | 3,001 | ||||||
4.800%, 04/01/2044 |
750 | 695 | ||||||
4.500%, 02/01/2045 |
2,155 | 1,912 | ||||||
4.150%, 03/01/2047 |
2,590 | 2,165 | ||||||
GlaxoSmithKline Capital |
||||||||
6.375%, 05/15/2038 |
6,029 | 6,720 | ||||||
HCA |
||||||||
6.200%, 03/01/2055 |
1,915 | 1,949 | ||||||
Health Care Service A Mutual Legal Reserve |
||||||||
5.875%, 06/15/2054 (A) |
3,818 | 3,833 | ||||||
3.200%, 06/01/2050 (A) |
3,435 | 2,272 | ||||||
Hoag Memorial Hospital Presbyterian |
||||||||
3.803%, 07/15/2052 |
1,385 | 1,090 | ||||||
Humana |
||||||||
8.150%, 06/15/2038 |
1,510 | 1,812 | ||||||
5.750%, 04/15/2054 |
1,591 | 1,517 | ||||||
4.625%, 12/01/2042 |
505 | 432 | ||||||
3.950%, 08/15/2049 |
120 | 90 | ||||||
Indiana University Health Obligated Group |
||||||||
3.970%, 11/01/2048 |
1,960 | 1,615 | ||||||
Johnson & Johnson |
||||||||
4.850%, 05/15/2041 |
6,672 | 6,607 | ||||||
3.750%, 03/03/2047 |
400 | 326 | ||||||
3.625%, 03/03/2037 |
790 | 705 | ||||||
3.400%, 01/15/2038 |
4,100 | 3,529 | ||||||
2.100%, 09/01/2040 |
1,335 | 925 | ||||||
Kaiser Foundation Hospitals |
||||||||
4.150%, 05/01/2047 |
960 | 816 | ||||||
3.266%, 11/01/2049 |
2,275 | 1,651 | ||||||
2.810%, 06/01/2041 |
6,975 | 5,131 | ||||||
Mass General Brigham |
||||||||
3.765%, 07/01/2048 |
1,000 | 796 | ||||||
3.342%, 07/01/2060 |
1,015 | 699 | ||||||
3.192%, 07/01/2049 |
2,467 | 1,761 | ||||||
Medtronic |
||||||||
4.375%, 03/15/2035 |
2,330 | 2,253 | ||||||
Memorial Health Services |
||||||||
3.447%, 11/01/2049 |
2,935 | 2,185 | ||||||
Memorial Sloan-Kettering Cancer Center |
||||||||
5.000%, 07/01/2042 |
235 | 229 | ||||||
4.125%, 07/01/2052 |
2,520 | 2,109 | ||||||
2.955%, 01/01/2050 |
780 | 532 | ||||||
Merck |
||||||||
5.000%, 05/17/2053 |
4,610 | 4,362 | ||||||
4.900%, 05/17/2044 |
2,725 | 2,598 | ||||||
4.150%, 05/18/2043 |
2,700 | 2,334 | ||||||
4.000%, 03/07/2049 |
550 | 450 | ||||||
3.900%, 03/07/2039 |
1,440 | 1,260 | ||||||
3.700%, 02/10/2045 |
9,330 | 7,485 | ||||||
2.900%, 12/10/2061 |
2,286 | 1,372 | ||||||
256
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
2.750%, 12/10/2051 |
$ | 1,715 | $ | 1,087 | ||||
2.350%, 06/24/2040 |
1,290 | 912 | ||||||
Merck Sharp & Dohme Corp |
||||||||
5.750%, 11/15/2036 |
1,200 | 1,296 | ||||||
MultiCare Health System |
||||||||
2.803%, 08/15/2050 |
2,205 | 1,341 | ||||||
MyMichigan Health |
||||||||
3.409%, 06/01/2050 |
2,220 | 1,590 | ||||||
New York and Presbyterian Hospital |
||||||||
4.763%, 08/01/2116 |
1,705 | 1,455 | ||||||
Northwell Healthcare |
||||||||
4.260%, 11/01/2047 |
705 | 592 | ||||||
Novant Health |
||||||||
3.168%, 11/01/2051 |
2,615 | 1,817 | ||||||
Novartis Capital |
||||||||
4.700%, 09/18/2054 |
2,645 | 2,424 | ||||||
4.400%, 05/06/2044 |
90 | 81 | ||||||
4.000%, 11/20/2045 |
775 | 661 | ||||||
NYU Langone Hospitals |
||||||||
5.750%, 07/01/2043 |
1,730 | 1,816 | ||||||
4.368%, 07/01/2047 |
1,685 | 1,488 | ||||||
3.380%, 07/01/2055 |
1,510 | 1,085 | ||||||
Orlando Health Obligated Group |
||||||||
3.327%, 10/01/2050 |
820 | 597 | ||||||
PeaceHealth Obligated Group |
||||||||
3.218%, 11/15/2050 |
3,510 | 2,340 | ||||||
Pfizer |
||||||||
4.400%, 05/15/2044 |
1,055 | 938 | ||||||
4.300%, 06/15/2043 |
3,860 | 3,404 | ||||||
4.200%, 09/15/2048 |
5,850 | 4,921 | ||||||
4.100%, 09/15/2038 |
1,900 | 1,711 | ||||||
4.000%, 12/15/2036 |
200 | 184 | ||||||
3.900%, 03/15/2039 |
2,100 | 1,835 | ||||||
2.550%, 05/28/2040 |
575 | 414 | ||||||
Pfizer Investment Enterprises Pte |
||||||||
5.340%, 05/19/2063 |
3,953 | 3,772 | ||||||
5.300%, 05/19/2053 |
11,725 | 11,337 | ||||||
5.110%, 05/19/2043 |
7,865 | 7,598 | ||||||
Providence St. Joseph Health Obligated Group |
||||||||
3.744%, 10/01/2047 |
1,520 | 1,184 | ||||||
Rady Children's Hospital-San Diego |
||||||||
3.154%, 08/15/2051 |
865 | 608 | ||||||
Revvity |
||||||||
3.625%, 03/15/2051 |
325 | 232 | ||||||
Roche Holdings |
||||||||
5.218%, 03/08/2054 (A) |
6,034 | 5,976 | ||||||
4.592%, 09/09/2034 (A) |
675 | 664 | ||||||
2.607%, 12/13/2051 (A) |
700 | 435 | ||||||
Sentara Health |
||||||||
2.927%, 11/01/2051 |
805 | 540 | ||||||
Shands Teaching Hospital and Clinics |
||||||||
4.741%, 12/01/2042 |
1,750 | 1,532 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Sharp HealthCare |
||||||||
2.680%, 08/01/2050 |
$ | 1,500 | $ | 959 | ||||
Solventum |
||||||||
6.000%, 05/15/2064 |
370 | 376 | ||||||
5.900%, 04/30/2054 |
5,355 | 5,443 | ||||||
Stanford Health Care |
||||||||
3.795%, 11/15/2048 |
5,332 | 4,299 | ||||||
STERIS Irish FinCo UnLtd |
||||||||
3.750%, 03/15/2051 |
325 | 238 | ||||||
Sutter Health |
||||||||
5.547%, 08/15/2053 |
1,478 | 1,547 | ||||||
Takeda Pharmaceutical |
||||||||
5.650%, 07/05/2054 |
500 | 501 | ||||||
3.175%, 07/09/2050 |
1,720 | 1,164 | ||||||
Trinity Health |
||||||||
4.125%, 12/01/2045 |
1,277 | 1,087 | ||||||
UnitedHealth Group |
||||||||
6.625%, 11/15/2037 |
1,080 | 1,217 | ||||||
6.500%, 06/15/2037 |
1,275 | 1,422 | ||||||
6.050%, 02/15/2063 |
1,625 | 1,700 | ||||||
5.950%, 02/15/2041 |
1,130 | 1,186 | ||||||
5.875%, 02/15/2053 |
5,011 | 5,175 | ||||||
5.800%, 03/15/2036 |
620 | 656 | ||||||
5.750%, 07/15/2064 |
6,633 | 6,627 | ||||||
5.700%, 10/15/2040 |
25 | 26 | ||||||
5.625%, 07/15/2054 |
8,830 | 8,813 | ||||||
5.500%, 07/15/2044 |
3,200 | 3,194 | ||||||
5.500%, 04/15/2064 |
1,825 | 1,756 | ||||||
5.375%, 04/15/2054 |
3,890 | 3,736 | ||||||
4.750%, 07/15/2045 |
5,015 | 4,546 | ||||||
4.750%, 05/15/2052 |
7,780 | 6,792 | ||||||
4.450%, 12/15/2048 |
13,894 | 11,826 | ||||||
4.375%, 03/15/2042 |
30 | 26 | ||||||
4.250%, 04/15/2047 |
2,770 | 2,317 | ||||||
4.250%, 06/15/2048 |
7,070 | 5,836 | ||||||
4.200%, 01/15/2047 |
1,477 | 1,227 | ||||||
3.950%, 10/15/2042 |
7,190 | 5,980 | ||||||
3.750%, 10/15/2047 |
825 | 632 | ||||||
3.700%, 08/15/2049 |
1,726 | 1,297 | ||||||
3.500%, 08/15/2039 |
4,450 | 3,639 | ||||||
3.250%, 05/15/2051 |
5,480 | 3,744 | ||||||
3.050%, 05/15/2041 |
9,021 | 6,700 | ||||||
2.900%, 05/15/2050 |
1,740 | 1,114 | ||||||
West Virginia United Health System Obligated Group |
||||||||
3.129%, 06/01/2050 |
900 | 595 | ||||||
Willis-Knighton Medical Center |
||||||||
4.813%, 09/01/2048 |
1,750 | 1,571 | ||||||
Wyeth LLC |
||||||||
5.950%, 04/01/2037 |
15,909 | 16,974 | ||||||
| 449,639 | ||||||||
SEI Institutional Investments Trust
257
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Industrials — 7.2% |
||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
4.950%, 09/10/2034 |
$ | 1,585 | $ | 1,540 | ||||
3.850%, 10/29/2041 |
320 | 258 | ||||||
3.300%, 01/30/2032 |
975 | 867 | ||||||
Air Canada Pass-Through Trust, Ser 2013-1, Cl A |
||||||||
4.125%, 05/15/2025 (A) |
257 | 256 | ||||||
Airbus |
||||||||
3.950%, 04/10/2047 (A) |
1,650 | 1,361 | ||||||
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA |
||||||||
3.200%, 06/15/2028 |
624 | 597 | ||||||
BAE Systems PLC |
||||||||
3.000%, 09/15/2050 (A) |
4,771 | 3,200 | ||||||
Boeing |
||||||||
7.008%, 05/01/2064 |
2,330 | 2,581 | ||||||
6.858%, 05/01/2054 |
1,065 | 1,173 | ||||||
5.930%, 05/01/2060 |
885 | 847 | ||||||
5.805%, 05/01/2050 |
6,030 | 5,817 | ||||||
5.705%, 05/01/2040 |
2,070 | 2,037 | ||||||
3.750%, 02/01/2050 |
915 | 650 | ||||||
Burlington Northern Santa Fe LLC |
||||||||
5.500%, 03/15/2055 |
4,732 | 4,813 | ||||||
5.200%, 04/15/2054 |
1,830 | 1,785 | ||||||
5.150%, 09/01/2043 |
1,345 | 1,329 | ||||||
4.900%, 04/01/2044 |
9,266 | 8,777 | ||||||
4.550%, 09/01/2044 |
3,935 | 3,562 | ||||||
4.450%, 03/15/2043 |
560 | 503 | ||||||
4.450%, 01/15/2053 |
2,169 | 1,889 | ||||||
4.400%, 03/15/2042 |
2,825 | 2,527 | ||||||
4.375%, 09/01/2042 |
305 | 272 | ||||||
4.150%, 04/01/2045 |
9,310 | 7,927 | ||||||
4.050%, 06/15/2048 |
1,955 | 1,616 | ||||||
3.300%, 09/15/2051 |
4,705 | 3,348 | ||||||
3.050%, 02/15/2051 |
2,455 | 1,671 | ||||||
2.875%, 06/15/2052 |
4,425 | 2,874 | ||||||
Canadian National Railway |
||||||||
6.200%, 06/01/2036 |
5,060 | 5,548 | ||||||
4.500%, 11/07/2043 |
1,720 | 1,543 | ||||||
4.400%, 08/05/2052 |
2,796 | 2,434 | ||||||
Canadian Pacific Railway |
||||||||
6.125%, 09/15/2115 |
1,405 | 1,502 | ||||||
Caterpillar |
||||||||
4.750%, 05/15/2064 |
510 | 457 | ||||||
CSX |
||||||||
4.900%, 03/15/2055 |
10,395 | 9,595 | ||||||
4.500%, 11/15/2052 |
1,970 | 1,718 | ||||||
4.500%, 08/01/2054 |
1,625 | 1,416 | ||||||
Cummins |
||||||||
5.450%, 02/20/2054 |
2,781 | 2,801 | ||||||
2.600%, 09/01/2050 |
2,660 | 1,640 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Deere |
||||||||
5.700%, 01/19/2055 |
$ | 7,125 | $ | 7,554 | ||||
5.450%, 01/16/2035 |
4,207 | 4,377 | ||||||
3.900%, 06/09/2042 |
800 | 686 | ||||||
2.875%, 09/07/2049 |
3,095 | 2,101 | ||||||
Emerson Electric |
||||||||
2.800%, 12/21/2051 |
4,551 | 2,934 | ||||||
General Dynamics |
||||||||
4.250%, 04/01/2040 |
2,570 | 2,310 | ||||||
4.250%, 04/01/2050 |
4,079 | 3,458 | ||||||
Honeywell International |
||||||||
5.350%, 03/01/2064 |
2,150 | 2,080 | ||||||
5.250%, 03/01/2054 |
10,188 | 9,825 | ||||||
John Deere Capital MTN |
||||||||
5.050%, 06/12/2034 |
706 | 717 | ||||||
Lockheed Martin |
||||||||
5.200%, 02/15/2055 |
2,870 | 2,769 | ||||||
5.200%, 02/15/2064 |
3,680 | 3,493 | ||||||
4.700%, 05/15/2046 |
550 | 504 | ||||||
4.300%, 06/15/2062 |
2,676 | 2,183 | ||||||
4.090%, 09/15/2052 |
8,777 | 7,148 | ||||||
4.070%, 12/15/2042 |
7,221 | 6,169 | ||||||
3.800%, 03/01/2045 |
2,185 | 1,762 | ||||||
2.800%, 06/15/2050 |
1,155 | 748 | ||||||
Norfolk Southern |
||||||||
4.837%, 10/01/2041 |
4,500 | 4,211 | ||||||
3.700%, 03/15/2053 |
500 | 371 | ||||||
Northrop Grumman |
||||||||
4.030%, 10/15/2047 |
15 | 12 | ||||||
PACCAR Financial MTN |
||||||||
5.000%, 03/22/2034 |
2,497 | 2,540 | ||||||
RTX |
||||||||
6.125%, 07/15/2038 |
295 | 317 | ||||||
4.625%, 11/16/2048 |
1,315 | 1,154 | ||||||
4.500%, 06/01/2042 |
4,787 | 4,258 | ||||||
3.750%, 11/01/2046 |
2,039 | 1,590 | ||||||
2.820%, 09/01/2051 |
150 | 94 | ||||||
Siemens Financieringsmaatschappij |
||||||||
2.875%, 03/11/2041 (A) |
3,335 | 2,512 | ||||||
Snap-on |
||||||||
4.100%, 03/01/2048 |
4,686 | 3,898 | ||||||
TTX |
||||||||
4.600%, 02/01/2049 (A) |
2,842 | 2,543 | ||||||
Uber Technologies |
||||||||
5.350%, 09/15/2054 |
845 | 804 | ||||||
Union Pacific |
||||||||
4.950%, 05/15/2053 |
195 | 183 | ||||||
3.875%, 02/01/2055 |
2,215 | 1,715 | ||||||
3.839%, 03/20/2060 |
18,709 | 13,978 | ||||||
3.500%, 02/14/2053 |
7,790 | 5,704 | ||||||
3.375%, 02/14/2042 |
825 | 650 | ||||||
2.973%, 09/16/2062 |
2,945 | 1,773 | ||||||
2.950%, 03/10/2052 |
13,627 | 8,937 | ||||||
258
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Union Pacific MTN |
||||||||
3.550%, 08/15/2039 |
$ | 925 | $ | 775 | ||||
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
||||||||
5.800%, 01/15/2036 |
1,051 | 1,077 | ||||||
United Airlines Pass-Through Trust, Ser 2024-1 |
||||||||
5.450%, 02/15/2037 |
1,418 | 1,441 | ||||||
United Parcel Service |
||||||||
7.620%, 04/01/2030 (C) |
710 | 804 | ||||||
6.200%, 01/15/2038 |
1,992 | 2,185 | ||||||
5.500%, 05/22/2054 |
1,035 | 1,039 | ||||||
5.200%, 04/01/2040 |
1,375 | 1,376 | ||||||
5.050%, 03/03/2053 |
6,529 | 6,156 | ||||||
3.625%, 10/01/2042 |
1,260 | 1,013 | ||||||
Waste Management |
||||||||
5.350%, 10/15/2054 |
5,386 | 5,340 | ||||||
WW Grainger |
||||||||
4.600%, 06/15/2045 |
1,893 | 1,736 | ||||||
| 233,735 | ||||||||
Information Technology — 5.7% |
||||||||
Accenture Capital |
||||||||
4.500%, 10/04/2034 |
1,385 | 1,344 | ||||||
Analog Devices |
||||||||
2.950%, 10/01/2051 |
6,597 | 4,371 | ||||||
2.800%, 10/01/2041 |
3,820 | 2,809 | ||||||
Apple |
||||||||
4.650%, 02/23/2046 |
6,474 | 6,086 | ||||||
4.375%, 05/13/2045 |
10,648 | 9,627 | ||||||
3.850%, 05/04/2043 |
3,285 | 2,795 | ||||||
3.850%, 08/04/2046 |
13,430 | 11,078 | ||||||
3.750%, 09/12/2047 |
7,115 | 5,766 | ||||||
3.750%, 11/13/2047 |
170 | 137 | ||||||
3.450%, 02/09/2045 |
10,300 | 8,121 | ||||||
2.850%, 08/05/2061 |
6,070 | 3,765 | ||||||
2.800%, 02/08/2061 |
1,390 | 851 | ||||||
2.700%, 08/05/2051 |
2,550 | 1,631 | ||||||
2.650%, 05/11/2050 |
1,440 | 928 | ||||||
2.650%, 02/08/2051 |
14,140 | 9,007 | ||||||
2.375%, 02/08/2041 |
1,480 | 1,052 | ||||||
Applied Materials |
||||||||
4.350%, 04/01/2047 |
1,481 | 1,295 | ||||||
AppLovin |
||||||||
5.950%, 12/01/2054 |
1,045 | 1,066 | ||||||
Broadcom |
||||||||
4.926%, 05/15/2037 (A) |
2,080 | 2,018 | ||||||
Cisco Systems |
||||||||
5.900%, 02/15/2039 |
3,985 | 4,310 | ||||||
5.500%, 01/15/2040 |
2,094 | 2,167 | ||||||
5.350%, 02/26/2064 |
4,910 | 4,848 | ||||||
5.300%, 02/26/2054 |
8,937 | 8,921 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Foundry JV Holdco LLC |
||||||||
6.300%, 01/25/2039 (A) |
$ | 900 | $ | 955 | ||||
6.100%, 01/25/2036 (A) |
750 | 781 | ||||||
Intel |
||||||||
5.700%, 02/10/2053 |
1,110 | 1,043 | ||||||
International Business Machines |
||||||||
5.700%, 02/10/2055 |
9,220 | 9,282 | ||||||
4.150%, 05/15/2039 |
3,200 | 2,820 | ||||||
4.000%, 06/20/2042 |
1,740 | 1,458 | ||||||
Intuit |
||||||||
5.500%, 09/15/2053 |
5,040 | 5,111 | ||||||
KLA |
||||||||
5.000%, 03/15/2049 |
562 | 535 | ||||||
4.950%, 07/15/2052 |
6,322 | 5,916 | ||||||
3.300%, 03/01/2050 |
535 | 381 | ||||||
Lam Research |
||||||||
2.875%, 06/15/2050 |
3,198 | 2,089 | ||||||
Microsoft |
||||||||
3.450%, 08/08/2036 |
895 | 805 | ||||||
3.041%, 03/17/2062 |
12,523 | 8,261 | ||||||
2.921%, 03/17/2052 |
13,219 | 9,058 | ||||||
2.675%, 06/01/2060 |
1,805 | 1,102 | ||||||
2.525%, 06/01/2050 |
19,107 | 12,152 | ||||||
2.500%, 09/15/2050 |
3,370 | 2,125 | ||||||
NVIDIA |
||||||||
3.500%, 04/01/2040 |
2,870 | 2,431 | ||||||
Oracle |
||||||||
4.125%, 05/15/2045 |
750 | 607 | ||||||
4.000%, 07/15/2046 |
3,531 | 2,773 | ||||||
4.000%, 11/15/2047 |
1,002 | 780 | ||||||
3.600%, 04/01/2040 |
4,128 | 3,293 | ||||||
QUALCOMM |
||||||||
4.300%, 05/20/2047 |
3,225 | 2,744 | ||||||
Salesforce |
||||||||
3.050%, 07/15/2061 |
1,295 | 818 | ||||||
2.900%, 07/15/2051 |
3,785 | 2,486 | ||||||
2.700%, 07/15/2041 |
2,175 | 1,580 | ||||||
Sprint Capital |
||||||||
8.750%, 03/15/2032 |
559 | 673 | ||||||
Texas Instruments |
||||||||
5.150%, 02/08/2054 |
2,465 | 2,386 | ||||||
5.050%, 05/18/2063 |
6,885 | 6,430 | ||||||
5.000%, 03/14/2053 |
1,640 | 1,555 | ||||||
| 186,423 | ||||||||
Materials — 1.2% |
||||||||
Anglo American Capital PLC |
||||||||
6.000%, 04/05/2054 (A) |
3,665 | 3,752 | ||||||
4.750%, 03/16/2052 (A) |
4,155 | 3,584 | ||||||
3.950%, 09/10/2050 (A) |
535 | 408 | ||||||
Barrick North America Finance LLC |
||||||||
5.750%, 05/01/2043 |
2,650 | 2,700 | ||||||
SEI Institutional Investments Trust
259
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Barrick PD Australia Finance Pty |
||||||||
5.950%, 10/15/2039 |
$ | 2,345 | $ | 2,435 | ||||
BHP Billiton Finance USA |
||||||||
5.500%, 09/08/2053 |
1,100 | 1,113 | ||||||
5.250%, 09/08/2033 |
3,150 | 3,212 | ||||||
5.000%, 09/30/2043 |
4,200 | 4,028 | ||||||
Celanese US Holdings LLC |
||||||||
6.950%, 11/15/2033 |
147 | 157 | ||||||
Ecolab |
||||||||
2.700%, 12/15/2051 |
3,280 | 2,075 | ||||||
Glencore Funding LLC |
||||||||
3.875%, 04/27/2051 (A) |
1,635 | 1,203 | ||||||
International Flavors & Fragrances |
||||||||
5.000%, 09/26/2048 |
1,705 | 1,488 | ||||||
3.468%, 12/01/2050 (A) |
6,975 | 4,727 | ||||||
3.268%, 11/15/2040 (A) |
1,120 | 831 | ||||||
LYB International Finance III LLC |
||||||||
4.200%, 05/01/2050 |
535 | 413 | ||||||
Newmont |
||||||||
5.350%, 03/15/2034 |
620 | 632 | ||||||
Packaging Corp of America |
||||||||
3.050%, 10/01/2051 |
440 | 289 | ||||||
Rio Tinto Finance USA |
||||||||
5.200%, 11/02/2040 |
2,502 | 2,476 | ||||||
2.750%, 11/02/2051 |
4,135 | 2,605 | ||||||
Rio Tinto Finance USA PLC |
||||||||
5.125%, 03/09/2053 |
200 | 191 | ||||||
Smurfit Kappa Treasury ULC |
||||||||
5.777%, 04/03/2054 (A) |
1,105 | 1,120 | ||||||
| 39,439 | ||||||||
Real Estate — 1.5% |
||||||||
Alexandria Real Estate Equities |
||||||||
4.850%, 04/15/2049 |
210 | 186 | ||||||
3.550%, 03/15/2052 |
730 | 516 | ||||||
2.950%, 03/15/2034 |
225 | 190 | ||||||
American Homes 4 Rent LP |
||||||||
4.300%, 04/15/2052 |
1,445 | 1,174 | ||||||
3.375%, 07/15/2051 |
300 | 206 | ||||||
American Tower |
||||||||
3.700%, 10/15/2049 |
1,000 | 749 | ||||||
AvalonBay Communities |
||||||||
5.350%, 06/01/2034 |
1,180 | 1,210 | ||||||
Camden Property Trust |
||||||||
3.350%, 11/01/2049 |
1,030 | 738 | ||||||
ERP Operating LP |
||||||||
4.500%, 07/01/2044 |
1,000 | 890 | ||||||
4.500%, 06/01/2045 |
900 | 789 | ||||||
Essex Portfolio LP |
||||||||
2.650%, 09/01/2050 |
1,500 | 899 | ||||||
Federal Realty OP LP |
||||||||
4.500%, 12/01/2044 |
1,185 | 1,031 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
GLP Capital LP / GLP Financing II |
||||||||
6.750%, 12/01/2033 |
$ | 755 | $ | 809 | ||||
Invitation Homes Operating Partnership LP |
||||||||
5.500%, 08/15/2033 |
675 | 686 | ||||||
Kimco Realty OP LLC |
||||||||
3.700%, 10/01/2049 |
1,510 | 1,133 | ||||||
Nationwide Health Properties MTN |
||||||||
6.900%, 10/01/2037 |
1,600 | 1,686 | ||||||
NNN REIT |
||||||||
3.000%, 04/15/2052 |
590 | 371 | ||||||
Prologis LP |
||||||||
5.250%, 06/15/2053 |
3,512 | 3,411 | ||||||
5.250%, 03/15/2054 |
2,560 | 2,488 | ||||||
2.125%, 10/15/2050 |
4,255 | 2,340 | ||||||
Prologis Targeted US Logistics Fund LP |
||||||||
5.250%, 01/15/2035 (A) |
955 | 957 | ||||||
Realty Income |
||||||||
5.375%, 09/01/2054 |
2,875 | 2,813 | ||||||
Regency Centers LP |
||||||||
5.250%, 01/15/2034 |
1,895 | 1,911 | ||||||
5.100%, 01/15/2035 |
1,405 | 1,396 | ||||||
4.650%, 03/15/2049 |
1,341 | 1,176 | ||||||
4.400%, 02/01/2047 |
1,010 | 864 | ||||||
Scentre Group Trust 2 |
||||||||
5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B) |
2,140 | 2,089 | ||||||
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
200 | 198 | ||||||
Simon Property Group LP |
||||||||
6.750%, 02/01/2040 |
2,365 | 2,694 | ||||||
5.850%, 03/08/2053 |
4,334 | 4,514 | ||||||
4.250%, 11/30/2046 |
2,425 | 2,054 | ||||||
3.800%, 07/15/2050 |
1,400 | 1,066 | ||||||
3.250%, 09/13/2049 |
2,330 | 1,629 | ||||||
VICI Properties LP |
||||||||
5.625%, 05/15/2052 |
1,195 | 1,131 | ||||||
WEA Finance LLC |
||||||||
4.625%, 09/20/2048 (A) |
2,000 | 1,661 | ||||||
Weyerhaeuser |
||||||||
4.000%, 03/09/2052 |
1,020 | 787 | ||||||
| 48,442 | ||||||||
Utilities — 16.3% |
||||||||
AEP Transmission LLC |
||||||||
5.400%, 03/15/2053 |
1,195 | 1,175 | ||||||
4.000%, 12/01/2046 |
4,373 | 3,524 | ||||||
3.800%, 06/15/2049 |
1,980 | 1,514 | ||||||
3.650%, 04/01/2050 |
2,610 | 1,950 | ||||||
3.150%, 09/15/2049 |
1,760 | 1,195 | ||||||
2.750%, 08/15/2051 |
405 | 253 | ||||||
Alabama Power |
||||||||
5.200%, 06/01/2041 |
155 | 150 | ||||||
4.300%, 07/15/2048 |
1,420 | 1,191 | ||||||
260
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.850%, 12/01/2042 |
$ | 7,684 | $ | 6,316 | ||||
Ameren Illinois |
||||||||
5.900%, 12/01/2052 |
1,032 | 1,091 | ||||||
5.625%, 03/01/2055 |
1,350 | 1,364 | ||||||
3.700%, 12/01/2047 |
4,605 | 3,581 | ||||||
3.250%, 03/15/2050 |
55 | 39 | ||||||
2.900%, 06/15/2051 |
3,724 | 2,427 | ||||||
American Transmission Systems |
||||||||
5.000%, 09/01/2044 (A) |
600 | 563 | ||||||
American Water Capital |
||||||||
3.750%, 09/01/2047 |
1,000 | 773 | ||||||
Appalachian Power |
||||||||
6.700%, 08/15/2037 |
50 | 55 | ||||||
5.800%, 10/01/2035 |
125 | 128 | ||||||
4.500%, 03/01/2049 |
700 | 576 | ||||||
Arizona Public Service |
||||||||
5.050%, 09/01/2041 |
50 | 46 | ||||||
4.500%, 04/01/2042 |
312 | 273 | ||||||
4.250%, 03/01/2049 |
450 | 366 | ||||||
4.200%, 08/15/2048 |
1,200 | 971 | ||||||
3.350%, 05/15/2050 |
550 | 384 | ||||||
Atmos Energy |
||||||||
4.125%, 10/15/2044 |
2,805 | 2,356 | ||||||
Avista |
||||||||
4.000%, 04/01/2052 |
550 | 423 | ||||||
Baltimore Gas and Electric |
||||||||
5.400%, 06/01/2053 |
1,926 | 1,878 | ||||||
4.550%, 06/01/2052 |
594 | 510 | ||||||
3.500%, 08/15/2046 |
4,995 | 3,718 | ||||||
2.900%, 06/15/2050 |
1,115 | 719 | ||||||
Berkshire Hathaway Energy |
||||||||
4.600%, 05/01/2053 |
1,320 | 1,124 | ||||||
4.450%, 01/15/2049 |
4,595 | 3,888 | ||||||
4.250%, 10/15/2050 |
5,095 | 4,136 | ||||||
3.800%, 07/15/2048 |
14,490 | 11,187 | ||||||
Black Hills |
||||||||
4.200%, 09/15/2046 |
1,135 | 924 | ||||||
Boston Gas |
||||||||
6.119%, 07/20/2053 (A) |
460 | 477 | ||||||
4.487%, 02/15/2042 (A) |
250 | 214 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
5.150%, 03/01/2034 |
965 | 970 | ||||||
4.500%, 04/01/2044 |
500 | 447 | ||||||
4.250%, 02/01/2049 |
1,760 | 1,463 | ||||||
3.950%, 03/01/2048 |
1,000 | 800 | ||||||
3.600%, 03/01/2052 |
890 | 660 | ||||||
2.900%, 07/01/2050 |
955 | 621 | ||||||
Chile Electricity Lux Mpc II SARL |
||||||||
5.580%, 10/20/2035 (A) |
1,600 | 1,585 | ||||||
Commonwealth Edison |
||||||||
5.300%, 02/01/2053 |
1,940 | 1,878 | ||||||
4.700%, 01/15/2044 |
5,213 | 4,711 | ||||||
4.600%, 08/15/2043 |
1,620 | 1,455 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.000%, 03/01/2048 |
$ | 3,275 | $ | 2,620 | ||||
4.000%, 03/01/2049 |
1,530 | 1,216 | ||||||
3.850%, 03/15/2052 |
1,170 | 896 | ||||||
3.750%, 08/15/2047 |
2,720 | 2,117 | ||||||
3.700%, 03/01/2045 |
5,145 | 4,046 | ||||||
3.125%, 03/15/2051 |
4,990 | 3,349 | ||||||
Connecticut Light and Power |
||||||||
5.250%, 01/15/2053 |
595 | 578 | ||||||
4.150%, 06/01/2045 |
70 | 59 | ||||||
4.000%, 04/01/2048 |
2,652 | 2,126 | ||||||
Consolidated Edison of New York |
||||||||
6.750%, 04/01/2038 |
1,915 | 2,173 | ||||||
6.200%, 06/15/2036 |
65 | 71 | ||||||
6.150%, 11/15/2052 |
2,605 | 2,797 | ||||||
5.900%, 11/15/2053 |
3,890 | 4,052 | ||||||
5.700%, 06/15/2040 |
40 | 41 | ||||||
5.700%, 05/15/2054 |
1,023 | 1,037 | ||||||
5.500%, 03/15/2055 |
4,385 | 4,318 | ||||||
4.625%, 12/01/2054 |
1,025 | 886 | ||||||
4.500%, 05/15/2058 |
930 | 771 | ||||||
3.950%, 03/01/2043 |
6,246 | 5,143 | ||||||
3.950%, 04/01/2050 |
1,135 | 904 | ||||||
3.875%, 06/15/2047 |
5,872 | 4,588 | ||||||
3.850%, 06/15/2046 |
3,427 | 2,706 | ||||||
3.700%, 11/15/2059 |
1,150 | 815 | ||||||
3.000%, 12/01/2060 |
1,700 | 1,037 | ||||||
Consumers Energy |
||||||||
4.350%, 04/15/2049 |
5,673 | 4,900 | ||||||
4.200%, 09/01/2052 |
790 | 657 | ||||||
4.050%, 05/15/2048 |
797 | 659 | ||||||
3.500%, 08/01/2051 |
1,285 | 961 | ||||||
2.500%, 05/01/2060 |
443 | 248 | ||||||
Dominion Energy |
||||||||
5.250%, 08/01/2033 |
20 | 20 | ||||||
4.600%, 03/15/2049 |
529 | 447 | ||||||
Dominion Energy South Carolina |
||||||||
5.100%, 06/01/2065 |
655 | 592 | ||||||
DTE Electric |
||||||||
5.400%, 04/01/2053 |
2,145 | 2,151 | ||||||
3.950%, 06/15/2042 |
80 | 66 | ||||||
3.700%, 03/15/2045 |
3,810 | 3,033 | ||||||
Duke Energy Carolinas LLC |
||||||||
6.450%, 10/15/2032 |
110 | 121 | ||||||
6.050%, 04/15/2038 |
1,465 | 1,582 | ||||||
6.000%, 01/15/2038 |
2,166 | 2,319 | ||||||
5.400%, 01/15/2054 |
2,630 | 2,588 | ||||||
5.350%, 01/15/2053 |
1,982 | 1,934 | ||||||
5.300%, 02/15/2040 |
6,490 | 6,507 | ||||||
5.250%, 03/15/2035 |
860 | 873 | ||||||
4.250%, 12/15/2041 |
6,735 | 5,847 | ||||||
4.000%, 09/30/2042 |
12,875 | 10,734 | ||||||
3.875%, 03/15/2046 |
915 | 736 | ||||||
SEI Institutional Investments Trust
261
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Duke Energy Florida LLC |
||||||||
6.400%, 06/15/2038 |
$ | 2,515 | $ | 2,784 | ||||
5.950%, 11/15/2052 |
3,756 | 3,890 | ||||||
4.200%, 07/15/2048 |
2,000 | 1,662 | ||||||
3.400%, 10/01/2046 |
2,055 | 1,514 | ||||||
Duke Energy Indiana LLC |
||||||||
6.450%, 04/01/2039 |
4,275 | 4,722 | ||||||
6.350%, 08/15/2038 |
1,585 | 1,735 | ||||||
4.900%, 07/15/2043 |
900 | 834 | ||||||
3.750%, 05/15/2046 |
750 | 578 | ||||||
3.250%, 10/01/2049 |
4,840 | 3,351 | ||||||
2.750%, 04/01/2050 |
1,885 | 1,194 | ||||||
Duke Energy Ohio |
||||||||
4.300%, 02/01/2049 |
705 | 580 | ||||||
Duke Energy Progress LLC |
||||||||
4.375%, 03/30/2044 |
2,880 | 2,507 | ||||||
4.200%, 08/15/2045 |
3,565 | 2,992 | ||||||
4.150%, 12/01/2044 |
975 | 816 | ||||||
4.100%, 03/15/2043 |
860 | 726 | ||||||
3.600%, 09/15/2047 |
1,850 | 1,391 | ||||||
Elm Road Generating Station Supercritical LLC |
||||||||
5.848%, 01/19/2041 (A) |
1,000 | 1,031 | ||||||
Entergy Arkansas LLC |
||||||||
5.750%, 06/01/2054 |
265 | 271 | ||||||
4.200%, 04/01/2049 |
1,675 | 1,376 | ||||||
3.350%, 06/15/2052 |
2,860 | 1,989 | ||||||
Entergy Louisiana LLC |
||||||||
5.800%, 03/15/2055 |
2,955 | 3,016 | ||||||
5.700%, 03/15/2054 |
2,740 | 2,781 | ||||||
4.200%, 09/01/2048 |
1,030 | 838 | ||||||
4.200%, 04/01/2050 |
1,445 | 1,173 | ||||||
3.100%, 06/15/2041 |
3,430 | 2,558 | ||||||
2.900%, 03/15/2051 |
5,200 | 3,321 | ||||||
Entergy Texas |
||||||||
3.550%, 09/30/2049 |
1,435 | 1,039 | ||||||
Essential Utilities |
||||||||
4.276%, 05/01/2049 |
485 | 392 | ||||||
Evergy Kansas Central |
||||||||
5.700%, 03/15/2053 |
500 | 509 | ||||||
3.450%, 04/15/2050 |
2,960 | 2,112 | ||||||
Evergy Metro |
||||||||
5.300%, 10/01/2041 |
150 | 147 | ||||||
4.200%, 06/15/2047 |
500 | 411 | ||||||
4.200%, 03/15/2048 |
1,000 | 821 | ||||||
FirstEnergy Pennsylvania Electric |
||||||||
6.150%, 10/01/2038 |
100 | 106 | ||||||
FirstEnergy Transmission LLC |
||||||||
4.550%, 04/01/2049 (A) |
350 | 304 | ||||||
Florida Power & Light |
||||||||
5.800%, 03/15/2065 |
1,775 | 1,848 | ||||||
5.700%, 03/15/2055 |
5,600 | 5,802 | ||||||
5.690%, 03/01/2040 |
7,803 | 8,196 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.650%, 02/01/2037 |
$ | 1,000 | $ | 1,051 | ||||
5.600%, 06/15/2054 |
1,750 | 1,790 | ||||||
5.300%, 06/15/2034 |
1,005 | 1,030 | ||||||
4.800%, 05/15/2033 |
2,020 | 2,007 | ||||||
4.550%, 10/01/2044 |
700 | 622 | ||||||
4.050%, 06/01/2042 |
2,400 | 2,042 | ||||||
4.050%, 10/01/2044 |
2,065 | 1,734 | ||||||
3.950%, 03/01/2048 |
3,055 | 2,459 | ||||||
3.800%, 12/15/2042 |
3,565 | 2,923 | ||||||
3.700%, 12/01/2047 |
876 | 683 | ||||||
Georgia Power |
||||||||
4.300%, 03/15/2042 |
6,505 | 5,668 | ||||||
Idaho Power MTN |
||||||||
4.200%, 03/01/2048 |
1,645 | 1,357 | ||||||
Indiana Michigan Power |
||||||||
5.625%, 04/01/2053 |
760 | 761 | ||||||
4.550%, 03/15/2046 |
780 | 680 | ||||||
4.250%, 08/15/2048 |
1,095 | 892 | ||||||
Indianapolis Power & Light |
||||||||
4.650%, 06/01/2043 (A) |
1,750 | 1,529 | ||||||
International Transmission |
||||||||
4.625%, 08/15/2043 |
2,525 | 2,230 | ||||||
Jersey Central Power & Light |
||||||||
6.150%, 06/01/2037 |
775 | 823 | ||||||
5.100%, 01/15/2035 (A) |
1,225 | 1,217 | ||||||
John Sevier Combined Cycle Generation LLC |
||||||||
4.626%, 01/15/2042 |
3,874 | 3,722 | ||||||
Kentucky Utilities |
||||||||
3.300%, 06/01/2050 |
1,270 | 884 | ||||||
KeySpan Gas East |
||||||||
5.819%, 04/01/2041 (A) |
2,117 | 2,112 | ||||||
MidAmerican Energy |
||||||||
5.850%, 09/15/2054 |
550 | 575 | ||||||
4.800%, 09/15/2043 |
5,260 | 4,875 | ||||||
4.400%, 10/15/2044 |
2,290 | 2,020 | ||||||
4.250%, 05/01/2046 |
1,675 | 1,415 | ||||||
4.250%, 07/15/2049 |
1,656 | 1,381 | ||||||
3.950%, 08/01/2047 |
600 | 483 | ||||||
3.650%, 08/01/2048 |
3,175 | 2,440 | ||||||
3.150%, 04/15/2050 |
2,025 | 1,393 | ||||||
MidAmerican Energy MTN |
||||||||
5.800%, 10/15/2036 |
635 | 672 | ||||||
Monongahela Power |
||||||||
5.850%, 02/15/2034 (A) |
1,390 | 1,445 | ||||||
Narragansett Electric |
||||||||
4.170%, 12/10/2042 (A) |
1,000 | 828 | ||||||
National Rural Utilities Cooperative Finance |
||||||||
4.400%, 11/01/2048 |
2,365 | 1,996 | ||||||
4.300%, 03/15/2049 |
3,643 | 3,050 | ||||||
Nevada Power |
||||||||
6.000%, 03/15/2054 |
3,405 | 3,584 | ||||||
5.900%, 05/01/2053 |
1,175 | 1,207 | ||||||
262
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Niagara Mohawk Power |
||||||||
5.664%, 01/17/2054 (A) |
$ | 1,446 | $ | 1,440 | ||||
4.278%, 10/01/2034 (A) |
2,303 | 2,137 | ||||||
4.119%, 11/28/2042 (A) |
2,000 | 1,658 | ||||||
3.025%, 06/27/2050 (A) |
500 | 325 | ||||||
NiSource |
||||||||
5.800%, 02/01/2042 |
900 | 903 | ||||||
Northern States Power |
||||||||
6.250%, 06/01/2036 |
3,755 | 4,183 | ||||||
6.200%, 07/01/2037 |
6,425 | 7,051 | ||||||
5.650%, 06/15/2054 |
2,000 | 2,069 | ||||||
5.100%, 05/15/2053 |
725 | 689 | ||||||
4.500%, 06/01/2052 |
1,460 | 1,266 | ||||||
3.600%, 05/15/2046 |
500 | 385 | ||||||
3.400%, 08/15/2042 |
214 | 167 | ||||||
3.200%, 04/01/2052 |
905 | 620 | ||||||
NSTAR Electric |
||||||||
4.950%, 09/15/2052 |
765 | 707 | ||||||
4.550%, 06/01/2052 |
2,765 | 2,379 | ||||||
3.100%, 06/01/2051 |
2,625 | 1,771 | ||||||
Oglethorpe Power |
||||||||
6.200%, 12/01/2053 |
600 | 635 | ||||||
5.375%, 11/01/2040 |
1,930 | 1,894 | ||||||
5.250%, 09/01/2050 |
1,865 | 1,744 | ||||||
4.500%, 04/01/2047 |
1,285 | 1,086 | ||||||
4.200%, 12/01/2042 |
2,485 | 2,035 | ||||||
Ohio Edison |
||||||||
8.250%, 10/15/2038 |
655 | 833 | ||||||
Oklahoma Gas and Electric |
||||||||
5.600%, 04/01/2053 |
1,155 | 1,156 | ||||||
Oncor Electric Delivery LLC |
||||||||
5.350%, 10/01/2052 |
411 | 398 | ||||||
5.300%, 06/01/2042 |
474 | 466 | ||||||
5.250%, 09/30/2040 |
4,946 | 4,893 | ||||||
4.950%, 09/15/2052 |
2,338 | 2,131 | ||||||
4.550%, 12/01/2041 |
3,920 | 3,540 | ||||||
4.100%, 11/15/2048 |
750 | 606 | ||||||
3.800%, 06/01/2049 |
4,650 | 3,564 | ||||||
3.700%, 05/15/2050 |
375 | 280 | ||||||
3.100%, 09/15/2049 |
80 | 54 | ||||||
2.700%, 11/15/2051 |
2,210 | 1,349 | ||||||
Pacific Gas and Electric |
||||||||
6.750%, 01/15/2053 |
2,755 | 2,966 | ||||||
5.900%, 10/01/2054 |
4,385 | 4,288 | ||||||
5.250%, 03/01/2052 |
100 | 89 | ||||||
4.950%, 07/01/2050 |
3,535 | 3,049 | ||||||
4.500%, 07/01/2040 |
2,045 | 1,768 | ||||||
4.450%, 04/15/2042 |
1,465 | 1,230 | ||||||
4.200%, 06/01/2041 |
505 | 411 | ||||||
3.500%, 08/01/2050 |
180 | 123 | ||||||
PacifiCorp |
||||||||
6.250%, 10/15/2037 |
2,930 | 3,097 | ||||||
6.000%, 01/15/2039 |
3,685 | 3,824 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.800%, 01/15/2055 |
$ | 180 | $ | 180 | ||||
5.500%, 05/15/2054 |
3,644 | 3,484 | ||||||
4.100%, 02/01/2042 |
2,085 | 1,715 | ||||||
3.300%, 03/15/2051 |
820 | 549 | ||||||
2.900%, 06/15/2052 |
1,900 | 1,163 | ||||||
PECO Energy |
||||||||
5.250%, 09/15/2054 |
840 | 813 | ||||||
4.800%, 10/15/2043 |
1,505 | 1,381 | ||||||
4.600%, 05/15/2052 |
1,435 | 1,262 | ||||||
3.050%, 03/15/2051 |
1,919 | 1,283 | ||||||
Piedmont Natural Gas |
||||||||
4.650%, 08/01/2043 |
500 | 447 | ||||||
3.640%, 11/01/2046 |
1,300 | 966 | ||||||
Potomac Electric Power |
||||||||
5.500%, 03/15/2054 |
1,463 | 1,463 | ||||||
PPL Electric Utilities |
||||||||
5.250%, 05/15/2053 |
505 | 497 | ||||||
4.750%, 07/15/2043 |
2,820 | 2,617 | ||||||
4.125%, 06/15/2044 |
3,925 | 3,363 | ||||||
3.950%, 06/01/2047 |
3,869 | 3,185 | ||||||
Public Service Electric and Gas |
||||||||
5.300%, 08/01/2054 |
1,715 | 1,670 | ||||||
Public Service Electric and Gas MTN |
||||||||
5.500%, 03/01/2040 |
1,900 | 1,948 | ||||||
5.125%, 03/15/2053 |
885 | 845 | ||||||
4.150%, 11/01/2045 |
2,106 | 1,772 | ||||||
4.050%, 05/01/2048 |
1,931 | 1,584 | ||||||
4.000%, 06/01/2044 |
945 | 773 | ||||||
3.650%, 09/01/2042 |
1,315 | 1,052 | ||||||
3.600%, 12/01/2047 |
3,865 | 2,938 | ||||||
3.200%, 08/01/2049 |
3,295 | 2,314 | ||||||
Public Service of Colorado |
||||||||
6.500%, 08/01/2038 |
40 | 44 | ||||||
6.250%, 09/01/2037 |
1,265 | 1,374 | ||||||
5.750%, 05/15/2054 |
1,275 | 1,302 | ||||||
4.750%, 08/15/2041 |
40 | 36 | ||||||
4.500%, 06/01/2052 |
3,320 | 2,854 | ||||||
4.300%, 03/15/2044 |
1,500 | 1,273 | ||||||
4.100%, 06/15/2048 |
475 | 379 | ||||||
4.050%, 09/15/2049 |
1,525 | 1,203 | ||||||
3.950%, 03/15/2043 |
3,550 | 2,858 | ||||||
3.200%, 03/01/2050 |
1,180 | 803 | ||||||
Public Service of New Hampshire |
||||||||
5.150%, 01/15/2053 |
935 | 892 | ||||||
3.600%, 07/01/2049 |
1,695 | 1,281 | ||||||
Puget Sound Energy |
||||||||
5.795%, 03/15/2040 |
130 | 134 | ||||||
5.685%, 06/15/2054 |
395 | 401 | ||||||
4.223%, 06/15/2048 |
2,470 | 2,047 | ||||||
2.893%, 09/15/2051 |
2,315 | 1,463 | ||||||
San Diego Gas & Electric |
||||||||
6.000%, 06/01/2026 |
340 | 347 | ||||||
4.100%, 06/15/2049 |
1,340 | 1,069 | ||||||
SEI Institutional Investments Trust
263
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.750%, 06/01/2047 |
$ | 2,380 | $ | 1,833 | ||||
3.320%, 04/15/2050 |
4,699 | 3,267 | ||||||
Sempra |
||||||||
3.800%, 02/01/2038 |
850 | 703 | ||||||
Southern California Edison |
||||||||
5.900%, 03/01/2055 |
630 | 625 | ||||||
4.125%, 03/01/2048 |
4,850 | 3,726 | ||||||
4.050%, 03/15/2042 |
5,355 | 4,274 | ||||||
4.000%, 04/01/2047 |
2,750 | 2,103 | ||||||
Southern California Gas |
||||||||
5.750%, 06/01/2053 |
1,590 | 1,607 | ||||||
5.600%, 04/01/2054 |
1,315 | 1,296 | ||||||
4.300%, 01/15/2049 |
1,265 | 1,042 | ||||||
4.125%, 06/01/2048 |
2,865 | 2,314 | ||||||
3.750%, 09/15/2042 |
1,870 | 1,481 | ||||||
Southern Gas Capital |
||||||||
5.875%, 03/15/2041 |
100 | 103 | ||||||
4.400%, 06/01/2043 |
825 | 718 | ||||||
4.400%, 05/30/2047 |
50 | 42 | ||||||
3.950%, 10/01/2046 |
800 | 630 | ||||||
Southwest Gas |
||||||||
3.180%, 08/15/2051 |
1,065 | 703 | ||||||
Southwestern Electric Power |
||||||||
6.200%, 03/15/2040 |
1,204 | 1,293 | ||||||
3.850%, 02/01/2048 |
2,645 | 1,985 | ||||||
3.250%, 11/01/2051 |
614 | 408 | ||||||
Southwestern Public Service |
||||||||
6.000%, 06/01/2054 |
1,275 | 1,317 | ||||||
5.150%, 06/01/2052 |
440 | 393 | ||||||
4.500%, 08/15/2041 |
8,995 | 7,919 | ||||||
3.700%, 08/15/2047 |
1,770 | 1,323 | ||||||
Tampa Electric |
||||||||
3.450%, 03/15/2051 |
850 | 608 | ||||||
Tucson Electric Power |
||||||||
5.900%, 04/15/2055 |
1,755 | 1,802 | ||||||
4.850%, 12/01/2048 |
1,925 | 1,720 | ||||||
4.000%, 06/15/2050 |
250 | 196 | ||||||
3.250%, 05/01/2051 |
1,700 | 1,154 | ||||||
Union Electric |
||||||||
5.450%, 03/15/2053 |
2,185 | 2,151 | ||||||
5.125%, 03/15/2055 |
5,510 | 5,195 | ||||||
Virginia Electric and Power |
||||||||
8.875%, 11/15/2038 |
2,114 | 2,806 | ||||||
6.350%, 11/30/2037 |
2,690 | 2,931 | ||||||
5.450%, 04/01/2053 |
3,385 | 3,294 | ||||||
5.000%, 01/15/2034 |
1,390 | 1,376 | ||||||
4.650%, 08/15/2043 |
6,145 | 5,550 | ||||||
4.600%, 12/01/2048 |
4,095 | 3,570 | ||||||
4.450%, 02/15/2044 |
7,525 | 6,567 | ||||||
4.000%, 01/15/2043 |
300 | 247 | ||||||
4.000%, 11/15/2046 |
2,478 | 1,993 | ||||||
2.950%, 11/15/2051 |
400 | 257 | ||||||
2.450%, 12/15/2050 |
540 | 312 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Wisconsin Electric Power |
||||||||
5.050%, 10/01/2054 |
$ | 1,511 | $ | 1,415 | ||||
4.300%, 10/15/2048 |
2,021 | 1,728 | ||||||
3.650%, 12/15/2042 |
2,310 | 1,804 | ||||||
Wisconsin Power & Light |
||||||||
4.100%, 10/15/2044 |
325 | 264 | ||||||
3.650%, 04/01/2050 |
360 | 269 | ||||||
Wisconsin Public Service |
||||||||
2.850%, 12/01/2051 |
1,000 | 644 | ||||||
Xcel Energy |
||||||||
4.800%, 09/15/2041 |
1,907 | 1,709 | ||||||
| 533,217 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $3,111,045) ($ Thousands) |
2,790,274 | |||||||
U.S. TREASURY OBLIGATIONS — 7.6% |
||||||||
U.S. Treasury Bills |
||||||||
4.266%, 05/15/2025 (D) |
1,290 | 1,279 | ||||||
4.221%, 07/24/2025 (D) |
4,410 | 4,337 | ||||||
U.S. Treasury Bonds |
||||||||
4.750%, 02/15/2045 |
1,750 | 1,803 | ||||||
4.625%, 05/15/2044 |
28,620 | 28,962 | ||||||
4.625%, 11/15/2044 |
24,550 | 24,819 | ||||||
4.625%, 02/15/2055 |
27,840 | 28,532 | ||||||
4.500%, 02/15/2044 |
7,148 | 7,125 | ||||||
4.500%, 11/15/2054 |
45,980 | 46,102 | ||||||
4.250%, 08/15/2054 |
4,325 | 4,156 | ||||||
4.125%, 08/15/2044 |
14,435 | 13,652 | ||||||
3.625%, 08/15/2043 (E) |
16,920 | 14,993 | ||||||
3.375%, 05/15/2044 |
13,940 | 11,847 | ||||||
3.375%, 11/15/2048 |
8,415 | 6,916 | ||||||
3.000%, 08/15/2048 |
3,370 | 2,592 | ||||||
3.000%, 02/15/2049 |
10,045 | 7,702 | ||||||
U.S. Treasury Inflation Protected Securities |
||||||||
2.125%, 01/15/2035 |
4,695 | 4,822 | ||||||
U.S. Treasury Notes |
||||||||
4.625%, 02/15/2035 |
22,795 | 23,582 | ||||||
4.250%, 01/31/2030 |
1,715 | 1,733 | ||||||
4.000%, 02/28/2030 |
2,830 | 2,830 | ||||||
3.875%, 08/15/2034 |
10,486 | 10,227 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $242,571) ($ Thousands) |
248,011 | |||||||
264
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS — 3.8% |
||||||||
California — 1.8% |
||||||||
Bay Area, Toll Authority, Build America Project, RB |
||||||||
6.263%, 04/01/2049 |
$ | 3,795 | $ | 4,162 | ||||
California State University, RB |
||||||||
5.183%, 11/01/2053 |
2,225 | 2,158 | ||||||
5.060%, 11/01/2036 |
440 | 445 | ||||||
California State University, Ser B, RB |
||||||||
3.899%, 11/01/2047 |
2,375 | 2,042 | ||||||
California State, Build America Project, GO |
||||||||
7.625%, 03/01/2040 |
2,510 | 3,016 | ||||||
7.600%, 11/01/2040 |
385 | 470 | ||||||
7.550%, 04/01/2039 |
1,535 | 1,852 | ||||||
7.500%, 04/01/2034 |
6,220 | 7,238 | ||||||
7.300%, 10/01/2039 |
12,770 | 14,809 | ||||||
California State, GO |
||||||||
5.875%, 10/01/2041 |
1,745 | 1,831 | ||||||
California State, Health Facilities Financing Authority, RB |
||||||||
4.353%, 06/01/2041 |
1,975 | 1,814 | ||||||
California State, Health Facilities Financing Authority, Ser 2021A, RB |
||||||||
3.000%, 08/15/2051 |
390 | 313 | ||||||
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
||||||||
5.874%, 06/01/2040 |
1,255 | 1,337 | ||||||
Los Angeles, Community College District, Build America Project, GO |
||||||||
6.750%, 08/01/2049 |
1,025 | 1,184 | ||||||
Los Angeles, Community College District, Ser D, GO |
||||||||
6.680%, 08/01/2036 |
500 | 567 | ||||||
Los Angeles, Department of Airports, RB |
||||||||
3.887%, 05/15/2038 |
1,430 | 1,288 | ||||||
Regents of the University of California Medical Center, RB |
||||||||
4.563%, 05/15/2053 |
2,395 | 2,128 | ||||||
Regents of the University of California Medical Center, Ser N, RB |
||||||||
3.256%, 05/15/2060 |
1,975 | 1,320 | ||||||
3.006%, 05/15/2050 |
2,005 | 1,360 | ||||||
San Diego County, Water Authority, Build America Project, RB |
||||||||
6.138%, 05/01/2049 |
1,000 | 1,066 | ||||||
San Francisco Bay Area, Rapid Transit District, GO |
||||||||
3.000%, 08/01/2049 |
665 | 522 | ||||||
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
||||||||
6.000%, 11/01/2040 |
3,005 | 3,174 | ||||||
University of California, Ser AP, RB |
||||||||
3.931%, 05/15/2045 |
950 | 871 | ||||||
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
University of California, Ser AQ, RB |
||||||||
4.767%, 05/15/2115 |
$ | 1,076 | $ | 933 | ||||
University of California, Ser J, RB |
||||||||
4.131%, 05/15/2045 |
1,000 | 914 | ||||||
| 56,814 | ||||||||
District of Columbia — 0.0% |
||||||||
District of Columbia, Water & Sewer Authority, RB |
||||||||
4.814%, 10/01/2114 |
530 | 479 | ||||||
Georgia — 0.0% |
||||||||
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
||||||||
6.637%, 04/01/2057 |
133 | 149 | ||||||
Illinois — 0.1% |
||||||||
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
||||||||
5.720%, 12/01/2038 |
3,205 | 3,334 | ||||||
Kansas — 0.1% |
||||||||
Kansas State, Development Finance Authority, Ser H, RB |
||||||||
4.727%, 04/15/2037 |
2,890 | 2,867 | ||||||
Maryland — 0.0% |
||||||||
Maryland Economic Development, RB |
||||||||
5.433%, 05/31/2056 |
1,005 | 1,011 | ||||||
Massachusetts — 0.1% |
||||||||
Massachusetts State, Build America Project, GO |
||||||||
5.456%, 12/01/2039 |
3,085 | 3,161 | ||||||
Massachusetts State, School Building Authority, Sub-Ser B, RB |
||||||||
3.395%, 10/15/2040 |
1,000 | 860 | ||||||
| 4,021 | ||||||||
Missouri — 0.0% |
||||||||
Missouri State, Health & Educational Facilities Authority, Ser A, RB |
||||||||
3.685%, 02/15/2047 |
675 | 544 | ||||||
New Jersey — 0.1% |
||||||||
New Jersey State, Turnpike Authority, Build America Project, RB |
||||||||
7.102%, 01/01/2041 |
2,460 | 2,857 | ||||||
New Jersey State, Turnpike Authority, Ser F, RB |
||||||||
3.729%, 01/01/2036 |
1,000 | 909 | ||||||
| 3,766 | ||||||||
SEI Institutional Investments Trust
265
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
New York — 0.7% |
||||||||
New York & New Jersey, Port Authority, RB |
||||||||
4.926%, 10/01/2051 |
$ | 245 | $ | 236 | ||||
New York & New Jersey, Port Authority, Ser 174, RB |
||||||||
4.458%, 10/01/2062 |
3,160 | 2,773 | ||||||
New York & New Jersey, Port Authority, Ser 181, RB |
||||||||
4.960%, 08/01/2046 |
465 | 459 | ||||||
New York City, Build America Project, GO |
||||||||
5.985%, 12/01/2036 |
1,340 | 1,398 | ||||||
5.968%, 03/01/2036 |
570 | 600 | ||||||
New York City, Municipal Water Finance Authority, Build America Project, RB |
||||||||
6.011%, 06/15/2042 |
750 | 793 | ||||||
5.882%, 06/15/2044 |
500 | 519 | ||||||
5.724%, 06/15/2042 |
4,720 | 4,848 | ||||||
5.440%, 06/15/2043 |
3,000 | 2,972 | ||||||
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
||||||||
5.572%, 11/01/2038 |
2,475 | 2,487 | ||||||
5.508%, 08/01/2037 |
1,890 | 1,891 | ||||||
New York State, Dormitory Authority, Build America Project, RB |
||||||||
5.628%, 03/15/2039 |
1,385 | 1,420 | ||||||
New York State, Empire State Development, Build America Project, RB |
||||||||
5.770%, 03/15/2039 |
1,760 | 1,807 | ||||||
New York State, Urban Development, Ser B, RB |
||||||||
2.590%, 03/15/2035 (F) |
810 | 680 | ||||||
| 22,883 | ||||||||
Ohio — 0.2% |
||||||||
American Municipal Power, Build America Project, RB |
||||||||
6.053%, 02/15/2043 |
3,245 | 3,433 | ||||||
JobsOhio Beverage System, Ser A, RB |
||||||||
2.833%, 01/01/2038 |
460 | 382 | ||||||
Ohio State University, Build America Project, RB |
||||||||
4.910%, 06/01/2040 |
2,265 | 2,221 | ||||||
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB |
||||||||
3.700%, 01/01/2043 |
970 | 843 | ||||||
| 6,879 | ||||||||
Texas — 0.7% |
||||||||
Dallas County, Hospital District, Build America Project, Ser C, GO |
||||||||
5.621%, 08/15/2044 |
2,250 | 2,301 | ||||||
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
Dallas Fort Worth, International Airport, Ser A, RB |
||||||||
2.994%, 11/01/2038 |
$ | 4,095 | $ | 3,483 | ||||
Grand Parkway, Transportation Corp, Ser E, RB |
||||||||
5.184%, 10/01/2042 |
325 | 329 | ||||||
Houston, GO |
||||||||
3.961%, 03/01/2047 |
1,500 | 1,301 | ||||||
North Texas, Tollway Authority, Build America Project, Ser B, RB |
||||||||
6.718%, 01/01/2049 |
2,220 | 2,556 | ||||||
San Antonio, Electric & Gas Systems Revenue, Build America Project, RB |
||||||||
5.808%, 02/01/2041 |
2,800 | 2,903 | ||||||
Texas State, Build America Project, GO |
||||||||
5.517%, 04/01/2039 |
3,745 | 3,869 | ||||||
University of Texas, Board of Regents, Ser B, RB |
||||||||
2.439%, 08/15/2049 |
1,220 | 777 | ||||||
University of Texas, Permanent University Fund, Build America Project, RB |
||||||||
5.262%, 07/01/2039 |
4,540 | 4,580 | ||||||
| 22,099 | ||||||||
Virginia — 0.0% |
||||||||
Virginia Commonwealth University, Health System Authority, Ser A, RB |
||||||||
4.956%, 01/01/2044 |
475 | 464 | ||||||
Total Municipal Bonds |
||||||||
(Cost $142,582) ($ Thousands) |
125,310 | |||||||
SOVEREIGN DEBT — 1.3% |
||||||||
Chile Government International Bond |
||||||||
5.330%, 01/05/2054 |
4,200 | 3,966 | ||||||
3.860%, 06/21/2047 |
345 | 266 | ||||||
3.500%, 01/25/2050 |
1,630 | 1,162 | ||||||
3.100%, 05/07/2041 |
6,815 | 5,025 | ||||||
3.100%, 01/22/2061 |
530 | 323 | ||||||
Israel Government International Bond |
||||||||
5.750%, 03/12/2054 |
10,625 | 10,005 | ||||||
5.625%, 02/19/2035 |
1,930 | 1,940 | ||||||
4.125%, 01/17/2048 |
1,295 | 1,005 | ||||||
3.875%, 07/03/2050 |
3,480 | 2,541 | ||||||
Mexico Government International Bond |
||||||||
7.375%, 05/13/2055 |
6,250 | 6,516 | ||||||
6.338%, 05/04/2053 |
965 | 892 | ||||||
Republic of Poland Government International Bond |
||||||||
5.500%, 03/18/2054 |
4,435 | 4,247 | ||||||
266
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
SOVEREIGN DEBT (continued) |
||||||||
Saudi Government International Bond MTN |
||||||||
5.750%, 01/16/2054(A) |
$ | 4,640 | $ | 4,519 | ||||
Total Sovereign Debt |
||||||||
(Cost $45,033) ($ Thousands) |
42,407 | |||||||
|
||||||||
CASH EQUIVALENT — 1.0% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
32,481,444 | 32,481 | ||||||
Total Cash Equivalent |
||||||||
(Cost $32,481) ($ Thousands) |
32,481 | |||||||
Total Investments in Securities — 99.2% |
||||||||
(Cost $3,573,712) ($ Thousands) |
$ | 3,238,483 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
702 | Jun-2025 | $ | 144,782 | $ | 145,291 | $ | 509 | ||||||||||||
U.S. 5-Year Treasury Note |
1,163 | Jun-2025 | 123,903 | 125,531 | 1,628 | |||||||||||||||
U.S. 10-Year Treasury Note |
21 | Jun-2025 | 2,305 | 2,333 | 28 | |||||||||||||||
U.S. Ultra Long Treasury Bond |
336 | Jun-2025 | 40,652 | 41,707 | 1,055 | |||||||||||||||
Ultra 10-Year U.S. Treasury Note |
227 | 25,384 | 25,935 | 551 | ||||||||||||||||
| 337,026 | 340,797 | 3,771 | ||||||||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. 5-Year Treasury Note |
(222) | Jun-2025 | $ | (23,827 | ) | $ | (23,963 | ) | $ | (136 | ) | |||||||||
U.S. Long Treasury Bond |
(87) | Jun-2025 | (10,109 | ) | (10,274 | ) | (165 | ) | ||||||||||||
Ultra 10-Year U.S. Treasury Note |
(542) | Jun-2025 | (61,598 | ) | (61,923 | ) | (325 | ) | ||||||||||||
| (95,534 | ) | (96,160 | ) | (626 | ) | |||||||||||||||
| $ | 241,492 | $ | 244,637 | $ | 3,145 | |||||||||||||||
|
Percentages are based on Net Assets of $3,263,088 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $170,105 ($ Thousands), representing 5.2% 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. |
(E) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(F) |
Security is escrowed to maturity. |
SEI Institutional Investments Trust
267
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Long Duration Credit Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 19,963 | $ | 737,420 | $ | (724,902 | ) | $ | — | $ | — | $ | 32,481 | $ | 949 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
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 28, 2025
Ultra Short Duration Bond Fund
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES — 35.1% |
||||||||
Automotive — 22.0% |
||||||||
Ally Auto Receivables Trust, Ser 2023-1, Cl A2 |
||||||||
5.760%, 11/15/2026 |
$ | 100 | $ | 100 | ||||
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B |
||||||||
5.827%, 05/17/2032 (A) |
1,341 | 1,362 | ||||||
American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 |
||||||||
4.830%, 03/15/2028 (A) |
225 | 225 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
||||||||
1.490%, 09/18/2026 |
1,265 | 1,259 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C |
||||||||
1.010%, 01/19/2027 |
932 | 917 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
||||||||
4.380%, 04/18/2028 |
719 | 719 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A2 |
||||||||
6.190%, 04/19/2027 |
535 | 537 | ||||||
ARI Fleet Lease Trust, Ser 2023-A, Cl A3 |
||||||||
5.330%, 02/17/2032 (A) |
2,535 | 2,560 | ||||||
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
||||||||
6.050%, 07/15/2032 (A) |
152 | 153 | ||||||
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
||||||||
5.300%, 11/15/2032 (A) |
144 | 145 | ||||||
ARI Fleet Lease Trust, Ser 2024-B, Cl A2 |
||||||||
5.540%, 04/15/2033 (A) |
2,381 | 2,400 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A |
||||||||
2.020%, 02/20/2027 (A) |
830 | 814 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl B |
||||||||
2.960%, 02/20/2027 (A) |
900 | 886 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A |
||||||||
4.620%, 02/20/2027 (A) |
2,065 | 2,066 | ||||||
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
||||||||
5.830%, 05/15/2026 (A) |
10 | 10 | ||||||
Bank of America Auto Trust, Ser 2023-2A, Cl A2 |
||||||||
5.850%, 08/17/2026 (A) |
129 | 129 | ||||||
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A |
||||||||
6.971%, 07/29/2032 (A) |
567 | 570 | ||||||
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
||||||||
5.100%, 07/27/2026 |
195 | 196 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A |
||||||||
4.290%, 01/25/2027 |
$ | 1,100 | $ | 1,099 | ||||
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
||||||||
5.470%, 02/25/2028 |
1,100 | 1,108 | ||||||
Bridgecrest Lending Auto Securitization Trust, Ser 2024-3, Cl A3 |
||||||||
5.340%, 04/17/2028 |
2,400 | 2,412 | ||||||
Bridgecrest Lending Auto Securitization Trust, Ser 2024-4, Cl A3 |
||||||||
4.720%, 09/15/2028 |
1,555 | 1,558 | ||||||
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
||||||||
3.170%, 04/15/2027 |
361 | 358 | ||||||
Carmax Auto Owner Trust, Ser 2022-1, Cl A3 |
||||||||
1.470%, 12/15/2026 |
391 | 387 | ||||||
Carmax Auto Owner Trust, Ser 2023-1, Cl A3 |
||||||||
4.750%, 10/15/2027 |
2,093 | 2,097 | ||||||
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A |
||||||||
5.500%, 06/15/2026 |
4 | 4 | ||||||
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
||||||||
5.720%, 11/16/2026 |
102 | 102 | ||||||
CarMax Auto Owner Trust, Ser 2023-3, Cl A3 |
||||||||
5.280%, 05/15/2028 |
2,500 | 2,520 | ||||||
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A |
||||||||
5.300%, 03/15/2027 |
552 | 554 | ||||||
CarMax Auto Owner Trust, Ser 2024-2, Cl A2A |
||||||||
5.650%, 05/17/2027 |
500 | 502 | ||||||
CarMax Auto Owner Trust, Ser 2024-4, Cl A1 |
||||||||
4.733%, 09/15/2025 |
165 | 165 | ||||||
Carmax Select Receivables Trust, Ser 2024-A, Cl A2A |
||||||||
5.780%, 09/15/2027 |
2,034 | 2,046 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
||||||||
0.700%, 01/10/2028 |
281 | 274 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
||||||||
0.750%, 03/10/2028 |
70 | 67 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
||||||||
0.660%, 06/12/2028 |
154 | 147 | ||||||
Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2 |
||||||||
3.210%, 12/11/2028 (A) |
1,973 | 1,946 | ||||||
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
||||||||
6.410%, 09/10/2027 (A) |
124 | 125 | ||||||
SEI Institutional Investments Trust
269
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
||||||||
6.090%, 11/10/2026 (A) |
$ | 14 | $ | 14 | ||||
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
||||||||
6.230%, 01/11/2027 (A) |
89 | 89 | ||||||
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
||||||||
5.770%, 04/12/2027 (A) |
78 | 78 | ||||||
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
||||||||
5.760%, 04/12/2027 (A) |
222 | 223 | ||||||
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |
||||||||
5.500%, 08/10/2027 (A) |
81 | 81 | ||||||
Carvana Auto Receivables Trust, Ser 2025-N1, Cl A1 |
||||||||
4.636%, 03/10/2026 (A) |
1,175 | 1,175 | ||||||
CFMT LLC, Ser 2021-AL1, Cl B |
||||||||
1.390%, 09/22/2031 (A) |
140 | 138 | ||||||
Chase Auto Owner Trust, Ser 2024-1A, Cl A2 |
||||||||
5.480%, 04/26/2027 (A) |
250 | 250 | ||||||
Chase Auto Owner Trust, Ser 2024-3A, Cl A2 |
||||||||
5.530%, 09/27/2027 (A) |
1,189 | 1,195 | ||||||
Chase Auto Owner Trust, Ser 2024-4A, Cl A2 |
||||||||
5.250%, 09/27/2027 (A) |
813 | 816 | ||||||
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
||||||||
5.650%, 05/15/2035 (A) |
257 | 259 | ||||||
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
||||||||
6.090%, 10/15/2026 (A) |
164 | 165 | ||||||
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
||||||||
5.430%, 10/15/2026 (A) |
271 | 272 | ||||||
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
||||||||
5.910%, 08/16/2027 (A) |
49 | 49 | ||||||
CPS Auto Receivables Trust, Ser 2023-C, Cl A |
||||||||
6.130%, 09/15/2026 (A) |
9 | 9 | ||||||
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
||||||||
6.400%, 06/15/2027 (A) |
101 | 102 | ||||||
CPS Auto Receivables Trust, Ser 2024-A, Cl A |
||||||||
5.710%, 09/15/2027 (A) |
81 | 81 | ||||||
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |
||||||||
6.390%, 08/15/2033 (A) |
1,550 | 1,575 | ||||||
DT Auto Owner Trust, Ser 2023-3A, Cl A |
||||||||
6.290%, 08/16/2027 (A) |
122 | 122 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |
||||||||
4.650%, 05/21/2029 (A) |
$ | 257 | $ | 257 | ||||
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
||||||||
4.380%, 07/20/2029 (A) |
26 | 26 | ||||||
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |
||||||||
5.510%, 01/22/2029 (A) |
127 | 127 | ||||||
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
||||||||
5.560%, 04/22/2030 (A) |
316 | 318 | ||||||
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
||||||||
6.400%, 03/20/2030 (A) |
1,351 | 1,375 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
||||||||
5.230%, 03/20/2030 (A) |
451 | 454 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 |
||||||||
5.740%, 12/20/2026 (A) |
413 | 416 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A1 |
||||||||
4.724%, 10/21/2025 (A) |
213 | 214 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2 |
||||||||
4.690%, 07/20/2027 (A) |
2,010 | 2,016 | ||||||
FHF Trust, Ser 2021-2A, Cl A |
||||||||
0.830%, 12/15/2026 (A) |
19 | 19 | ||||||
FHF Trust, Ser 2022-1A, Cl A |
||||||||
4.430%, 01/18/2028 (A) |
117 | 117 | ||||||
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
||||||||
5.800%, 11/16/2026 |
153 | 153 | ||||||
First Investors Auto Owner Trust, Ser 2023-1A, Cl A |
||||||||
6.440%, 10/16/2028 (A) |
448 | 453 | ||||||
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
||||||||
5.760%, 04/15/2027 (A) |
42 | 42 | ||||||
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
||||||||
5.890%, 07/15/2027 (A) |
147 | 148 | ||||||
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
||||||||
5.240%, 07/15/2026 |
250 | 250 | ||||||
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 |
||||||||
5.060%, 05/15/2027 |
1,300 | 1,306 | ||||||
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
||||||||
4.650%, 02/15/2028 |
933 | 934 | ||||||
Ford Credit Auto Owner Trust, Ser 2023-B, Cl A2A |
||||||||
5.570%, 06/15/2026 |
154 | 154 | ||||||
270
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A |
||||||||
4.320%, 08/15/2027 |
$ | 410 | $ | 410 | ||||
Ford Credit Auto Owner Trust, Ser 2024-D, Cl A1 |
||||||||
4.604%, 12/15/2025 |
636 | 636 | ||||||
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1 |
||||||||
4.920%, 05/15/2028 (A) |
500 | 502 | ||||||
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
||||||||
5.990%, 05/15/2028 (A) |
266 | 268 | ||||||
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
||||||||
5.950%, 03/15/2027 (A) |
511 | 512 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
||||||||
5.700%, 01/15/2027 (A) |
4 | 4 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
||||||||
5.570%, 02/16/2027 (A) |
453 | 454 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3 |
||||||||
5.400%, 09/15/2027 (A) |
1,963 | 1,969 | ||||||
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |
||||||||
6.370%, 06/15/2028 (A) |
287 | 290 | ||||||
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
||||||||
5.580%, 01/20/2026 |
31 | 31 | ||||||
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A3 |
||||||||
5.380%, 11/20/2026 |
1,000 | 1,004 | ||||||
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A2A |
||||||||
5.180%, 06/22/2026 |
515 | 516 | ||||||
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3 |
||||||||
5.090%, 03/22/2027 |
1,300 | 1,307 | ||||||
GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A1 |
||||||||
4.745%, 10/20/2025 |
391 | 391 | ||||||
GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A1 |
||||||||
4.408%, 02/20/2026 |
1,020 | 1,020 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 |
||||||||
4.660%, 02/16/2028 |
3,310 | 3,315 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |
||||||||
5.740%, 09/16/2026 |
156 | 156 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 |
||||||||
5.450%, 06/16/2028 |
1,300 | 1,312 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1 |
||||||||
5.340%, 06/15/2028 (A) |
$ | 700 | $ | 708 | ||||
Hertz Vehicle Financing III LLC, Ser 2023-1A, Cl A |
||||||||
5.490%, 06/25/2027 (A) |
2,030 | 2,045 | ||||||
Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 |
||||||||
5.410%, 02/18/2028 |
1,260 | 1,272 | ||||||
Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2 |
||||||||
4.560%, 03/15/2027 |
1,300 | 1,301 | ||||||
Huntington Auto Trust, Ser 2024-1A, Cl A2 |
||||||||
5.500%, 03/15/2027 (A) |
279 | 280 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |
||||||||
5.850%, 03/16/2026 (A) |
454 | 454 | ||||||
Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A2A |
||||||||
4.600%, 06/15/2027 (A) |
2,600 | 2,606 | ||||||
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
||||||||
2.220%, 10/15/2026 |
195 | 194 | ||||||
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
||||||||
5.770%, 05/15/2026 |
135 | 135 | ||||||
Hyundai Auto Receivables Trust, Ser 2024-B, Cl A2A |
||||||||
5.150%, 06/15/2027 |
273 | 274 | ||||||
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
||||||||
5.210%, 06/15/2027 (A) |
48 | 48 | ||||||
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
||||||||
5.440%, 11/16/2026 (A) |
108 | 108 | ||||||
LAD Auto Receivables Trust, Ser 2024-3A, Cl A2 |
||||||||
4.640%, 11/15/2027 (A) |
650 | 651 | ||||||
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |
||||||||
7.500%, 12/15/2028 (A) |
391 | 402 | ||||||
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3 |
||||||||
4.740%, 01/15/2027 |
1,721 | 1,723 | ||||||
Mercedes-Benz Auto Lease Trust, Ser 2024-B, Cl A2A |
||||||||
4.570%, 12/15/2026 |
232 | 232 | ||||||
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A3 |
||||||||
5.210%, 08/16/2027 |
563 | 565 | ||||||
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A |
||||||||
6.180%, 08/25/2028 (A) |
750 | 755 | ||||||
SEI Institutional Investments Trust
271
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
||||||||
2.800%, 03/15/2027 (A) |
$ | 329 | $ | 329 | ||||
NextGear Floorplan Master Owner Trust, Ser 2024-1A, Cl A2 |
||||||||
5.120%, 03/15/2029 (A) |
250 | 253 | ||||||
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
||||||||
5.110%, 10/15/2026 |
706 | 707 | ||||||
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
||||||||
6.230%, 04/15/2027 (A) |
317 | 319 | ||||||
Octane Receivables Trust, Ser 2023-3A, Cl A2 |
||||||||
6.440%, 03/20/2029 (A) |
1,452 | 1,467 | ||||||
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |
||||||||
3.630%, 09/14/2027 (A) |
121 | 121 | ||||||
Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 |
||||||||
5.790%, 01/22/2029 (A) |
1,100 | 1,109 | ||||||
Porsche Innovative Lease Owner Trust, Ser 2024-2A, Cl A1 |
||||||||
4.766%, 10/20/2025 (A) |
122 | 122 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
||||||||
6.451%, 12/15/2032 (A) |
58 | 59 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
||||||||
6.493%, 06/15/2033 (A) |
253 | 255 | ||||||
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
||||||||
1.330%, 09/15/2027 |
461 | 456 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
||||||||
3.760%, 07/16/2029 |
1,745 | 1,731 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |
||||||||
4.420%, 11/15/2027 |
1,078 | 1,078 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl B |
||||||||
4.430%, 03/15/2027 |
106 | 106 | ||||||
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
||||||||
6.180%, 02/16/2027 |
33 | 33 | ||||||
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
||||||||
5.710%, 02/16/2027 |
51 | 51 | ||||||
Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2 |
||||||||
5.800%, 09/15/2027 |
340 | 341 | ||||||
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
||||||||
6.270%, 04/20/2026 (A) |
356 | 357 | ||||||
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
||||||||
5.390%, 11/20/2026 (A) |
1,095 | 1,099 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
SBNA Auto Lease Trust, Ser 2024-C, Cl A2 |
||||||||
4.940%, 11/20/2026 (A) |
$ | 125 | $ | 125 | ||||
Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B |
||||||||
5.038%, 07/25/2031 (A) |
713 | 717 | ||||||
Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C |
||||||||
5.185%, 07/25/2031 (A) |
634 | 637 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
||||||||
5.890%, 03/22/2027 (A) |
58 | 59 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
||||||||
5.350%, 06/21/2027 (A) |
122 | 122 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A2 |
||||||||
4.710%, 05/22/2028 (A) |
1,585 | 1,587 | ||||||
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
||||||||
5.540%, 12/21/2026 (A) |
540 | 542 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |
||||||||
5.600%, 08/17/2026 |
500 | 501 | ||||||
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
||||||||
5.730%, 04/20/2026 (A) |
193 | 194 | ||||||
Toyota Lease Owner Trust, Ser 2024-A, Cl A3 |
||||||||
5.250%, 04/20/2027 (A) |
1,300 | 1,310 | ||||||
Toyota Lease Owner Trust, Ser 2024-B, Cl A2A |
||||||||
4.310%, 02/22/2027 (A) |
420 | 420 | ||||||
Toyota Lease Owner Trust, Ser 2024-B, Cl A3 |
||||||||
4.210%, 09/20/2027 (A) |
645 | 643 | ||||||
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
||||||||
5.830%, 07/15/2026 (A) |
21 | 21 | ||||||
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A |
||||||||
5.870%, 01/20/2026 |
219 | 219 | ||||||
Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A1 |
||||||||
4.622%, 11/20/2025 |
345 | 345 | ||||||
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
||||||||
1.230%, 04/15/2026 (A) |
58 | 58 | ||||||
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
||||||||
5.800%, 02/16/2027 (A) |
591 | 592 | ||||||
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
||||||||
5.960%, 10/15/2026 (A) |
77 | 77 | ||||||
272
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
||||||||
6.230%, 01/15/2027 (A) |
$ | 401 | $ | 403 | ||||
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) |
817 | 820 | ||||||
Westlake Automobile Receivables Trust, Ser 2024-3A, Cl A1 |
||||||||
4.919%, 10/15/2025 (A) |
11 | 11 | ||||||
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
||||||||
5.430%, 02/15/2028 (A) |
135 | 136 | ||||||
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
||||||||
6.070%, 02/15/2028 (A) |
1,840 | 1,861 | ||||||
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
||||||||
5.800%, 04/18/2038 (A) |
569 | 574 | ||||||
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
||||||||
6.460%, 08/18/2038 (A) |
619 | 630 | ||||||
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |
||||||||
0.440%, 08/17/2026 |
19 | 19 | ||||||
World Omni Auto Receivables Trust, Ser 2021-C, Cl A4 |
||||||||
0.640%, 09/15/2027 |
1,100 | 1,084 | ||||||
World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 |
||||||||
5.610%, 02/15/2028 |
939 | 945 | ||||||
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
||||||||
5.920%, 03/15/2027 |
43 | 43 | ||||||
| 101,479 | ||||||||
Credit Cards — 2.4% |
||||||||
American Express Credit Account Master Trust, Ser 2022-4, Cl A |
||||||||
4.950%, 10/15/2027 |
3,250 | 3,261 | ||||||
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A |
||||||||
4.720%, 02/15/2029 |
300 | 301 | ||||||
Capital One Multi-Asset Execution Trust, Ser 2022-A3, Cl A |
||||||||
4.950%, 10/15/2027 |
1,800 | 1,806 | ||||||
Discover Card Execution Note Trust, Ser 2022-A4, Cl A |
||||||||
5.030%, 10/15/2027 |
1,525 | 1,530 | ||||||
Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B |
||||||||
5.240%, 05/15/2029 (A) |
920 | 929 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Golden Credit Card Trust, Ser 2021-1A, Cl A |
||||||||
1.140%, 08/15/2028 (A) |
$ | 3,465 | $ | 3,305 | ||||
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
||||||||
5.540%, 07/15/2029 |
100 | 102 | ||||||
| 11,234 | ||||||||
Other Asset-Backed Securities — 10.7% |
||||||||
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
||||||||
1.170%, 11/16/2026 (A) |
7 | 7 | ||||||
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
||||||||
7.110%, 11/15/2028 (A) |
40 | 40 | ||||||
Affirm Asset Securitization Trust, Ser 2024-A, Cl A |
||||||||
5.610%, 02/15/2029 (A) |
255 | 257 | ||||||
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
||||||||
5.300%, 06/21/2028 (A) |
82 | 82 | ||||||
Amur Equipment Finance Receivables XII LLC, Ser 2023-1A, Cl A2 |
||||||||
6.090%, 12/20/2029 (A) |
1,000 | 1,013 | ||||||
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |
||||||||
5.380%, 01/21/2031 (A) |
2,756 | 2,781 | ||||||
Apidos CLO XII, Ser 2024-12A, Cl ARR |
||||||||
5.382%, TSFR3M + 1.080%, 04/15/2031 (A)(B) |
540 | 541 | ||||||
Aqua Finance Trust, Ser 2021-A, Cl A |
||||||||
1.540%, 07/17/2046 (A) |
170 | 158 | ||||||
Ares XXXIV CLO, Ser 2024-2A, Cl AR3 |
||||||||
5.623%, TSFR3M + 1.320%, 04/17/2033 (A)(B) |
2,000 | 2,004 | ||||||
Auxilior Term Funding, Ser 2023-1A, Cl A2 |
||||||||
6.180%, 12/15/2028 (A) |
258 | 261 | ||||||
Bain Capital Credit CLO, Ser 2024-2A, Cl AR2 |
||||||||
5.433%, TSFR3M + 1.130%, 10/17/2032 (A)(B) |
2,312 | 2,317 | ||||||
Carbone CLO, Ser 2017-1A, Cl A1 |
||||||||
5.695%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
159 | 159 | ||||||
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
||||||||
5.535%, TSFR3M + 1.232%, 04/17/2031 (A)(B) |
302 | 302 | ||||||
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
||||||||
5.535%, TSFR3M + 1.242%, 07/20/2031 (A)(B) |
457 | 458 | ||||||
SEI Institutional Investments Trust
273
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Carlyle Global Market Strategies CLO, Ser 2024-4A, Cl A1RR |
||||||||
5.513%, TSFR3M + 1.220%, 07/20/2032 (A)(B) |
$ | 529 | $ | 529 | ||||
CBAM, Ser 2018-5A, Cl A |
||||||||
5.585%, TSFR3M + 1.282%, 04/17/2031 (A)(B) |
425 | 425 | ||||||
CCG Receivables Trust, Ser 2023-1, Cl A2 |
||||||||
5.820%, 09/16/2030 (A) |
215 | 217 | ||||||
CIFC Funding, Ser 2017-1A, Cl ARR |
||||||||
5.662%, TSFR3M + 1.372%, 01/22/2031 (A)(B) |
364 | 365 | ||||||
CIFC Funding, Ser 2021-5A, Cl A1R1 |
||||||||
5.704%, TSFR3M + 1.402%, 01/15/2035 (A)(B) |
1,000 | 1,002 | ||||||
CNH Equipment Trust, Ser 2022-C, Cl A3 |
||||||||
5.150%, 04/17/2028 |
1,294 | 1,303 | ||||||
CNH Equipment Trust, Ser 2023-A, Cl A2 |
||||||||
5.340%, 09/15/2026 |
14 | 14 | ||||||
CNH Equipment Trust, Ser 2024-C, Cl A2A |
||||||||
4.300%, 02/18/2028 |
875 | 874 | ||||||
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
||||||||
5.840%, 01/22/2029 (A) |
17 | 17 | ||||||
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
||||||||
6.100%, 04/23/2029 (A) |
95 | 95 | ||||||
Dext ABS LLC, Ser 2023-2, Cl A2 |
||||||||
6.560%, 05/15/2034 (A) |
492 | 497 | ||||||
DLLAA LLC, Ser 2023-1A, Cl A2 |
||||||||
5.930%, 07/20/2026 (A) |
115 | 115 | ||||||
DLLAA LLC, Ser 2025-1A, Cl A2 |
||||||||
4.700%, 10/20/2027 (A) |
545 | 547 | ||||||
DLLAD LLC, Ser 2021-1A, Cl A3 |
||||||||
0.640%, 09/21/2026 (A) |
81 | 80 | ||||||
DLLAD LLC, Ser 2023-1A, Cl A2 |
||||||||
5.190%, 04/20/2026 (A) |
33 | 33 | ||||||
DLLMT LLC, Ser 2023-1A, Cl A2 |
||||||||
5.780%, 11/20/2025 (A) |
27 | 27 | ||||||
DLLST, Ser 2024-1A, Cl A2 |
||||||||
5.330%, 01/20/2026 (A) |
143 | 143 | ||||||
Dryden 94 CLO, Ser 2024-94A, Cl AR |
||||||||
5.662%, TSFR3M + 1.360%, 10/15/2037 (A)(B) |
700 | 705 | ||||||
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
||||||||
1.266%, 10/19/2037 (A) |
875 | 858 | ||||||
FirstKey Homes Trust, Ser 2022-SFR3, Cl A |
||||||||
4.250%, 07/17/2038 (A) |
378 | 375 | ||||||
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
||||||||
5.447%, TSFR3M + 1.150%, 04/24/2031 (A)(B) |
912 | 913 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
||||||||
6.510%, 05/20/2030 (A) |
$ | 640 | $ | 650 | ||||
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
||||||||
5.350%, 02/16/2026 (A) |
275 | 275 | ||||||
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
||||||||
5.320%, 08/17/2026 (A) |
1,367 | 1,371 | ||||||
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
||||||||
2.740%, 02/25/2039 (A) |
579 | 563 | ||||||
HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |
||||||||
5.430%, 08/20/2029 (A) |
81 | 82 | ||||||
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
||||||||
6.040%, 01/21/2031 (A) |
166 | 167 | ||||||
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
||||||||
5.180%, 05/20/2031 (A) |
1,535 | 1,542 | ||||||
John Deere Owner Trust, Ser 2023-B, Cl A2 |
||||||||
5.590%, 06/15/2026 |
113 | 113 | ||||||
John Deere Owner Trust, Ser 2023-C, Cl A2 |
||||||||
5.760%, 08/17/2026 |
391 | 391 | ||||||
John Deere Owner Trust, Ser 2024-C, Cl A2A |
||||||||
4.360%, 08/16/2027 |
350 | 350 | ||||||
KKR CLO 21, Ser 2018-21, Cl A |
||||||||
5.564%, TSFR3M + 1.262%, 04/15/2031 (A)(B) |
358 | 359 | ||||||
KKR CLO, Ser 2017-11, Cl AR |
||||||||
5.744%, TSFR3M + 1.442%, 01/15/2031 (A)(B) |
281 | 281 | ||||||
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
||||||||
5.610%, 07/15/2026 (A) |
539 | 540 | ||||||
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
||||||||
5.390%, 01/15/2027 (A) |
753 | 756 | ||||||
M&T Equipment Notes, Ser 2023-1A, Cl A2 |
||||||||
6.090%, 07/15/2030 (A) |
256 | 256 | ||||||
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |
||||||||
0.660%, 11/15/2027 (A) |
392 | 387 | ||||||
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |
||||||||
0.560%, 06/13/2028 (A) |
48 | 47 | ||||||
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
||||||||
5.790%, 11/13/2026 (A) |
384 | 386 | ||||||
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
||||||||
5.200%, 09/13/2027 (A) |
717 | 720 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
||||||||
2.400%, 10/15/2068 (A) |
179 | 172 | ||||||
274
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
||||||||
1.690%, 05/15/2069 (A) |
$ | 486 | $ | 458 | ||||
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
||||||||
0.840%, 05/15/2069 (A) |
765 | 696 | ||||||
OCP CLO, Ser 2018-5A, Cl A1R |
||||||||
5.642%, TSFR3M + 1.342%, 04/26/2031 (A)(B) |
76 | 76 | ||||||
Octagon Investment Partners 36, Ser 2018-1A, Cl A1 |
||||||||
5.534%, TSFR3M + 1.232%, 04/15/2031 (A)(B) |
685 | 686 | ||||||
OneMain Financial Issuance Trust, Ser 2022-S1, Cl A |
||||||||
4.130%, 05/14/2035 (A) |
1,135 | 1,131 | ||||||
PFS Financing, Ser 2022-C, Cl A |
||||||||
3.890%, 05/15/2027 (A) |
965 | 964 | ||||||
PFS Financing, Ser 2025-A, Cl B |
||||||||
5.000%, 01/16/2029 (A) |
800 | 803 | ||||||
PFS Financing, Ser 2025-B, Cl A |
||||||||
4.850%, 02/15/2030 (A) |
545 | 550 | ||||||
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
||||||||
7.060%, 07/16/2029 (A) |
10 | 10 | ||||||
Rad CLO 4, Ser 2024-4A, Cl AR |
||||||||
5.530%, TSFR3M + 1.230%, 04/25/2032 (A)(B) |
613 | 614 | ||||||
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
||||||||
6.560%, 01/22/2030 (A) |
241 | 241 | ||||||
SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 |
||||||||
4.820%, 07/22/2030 (A) |
100 | 100 | ||||||
SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A |
||||||||
4.800%, 02/27/2034 (A) |
2,090 | 2,092 | ||||||
STAR Trust, Ser 2024-SFR4, Cl A |
||||||||
6.062%, TSFR1M + 1.750%, 10/17/2041 (A)(B) |
1,239 | 1,249 | ||||||
STAR Trust, Ser 2024-SFR4, Cl B |
||||||||
6.412%, TSFR1M + 2.100%, 10/17/2041 (A)(B) |
425 | 428 | ||||||
STAR Trust, Ser 2025-SFR5, Cl A |
||||||||
5.762%, TSFR1M + 1.450%, 02/17/2042 (A)(B) |
720 | 722 | ||||||
STAR Trust, Ser 2025-SFR5, Cl B |
||||||||
6.062%, TSFR1M + 1.750%, 02/17/2042 (A)(B) |
1,420 | 1,424 | ||||||
Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A1 |
||||||||
4.830%, 12/03/2025 (A) |
165 | 165 | ||||||
T-Mobile US Trust, Ser 2024-1A, Cl A |
||||||||
5.050%, 09/20/2029 (A) |
2,600 | 2,623 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Verizon Master Trust, Ser 2022-4, Cl A |
||||||||
3.400%, 11/20/2028 |
$ | 1,000 | $ | 998 | ||||
Verizon Master Trust, Ser 2024-3, Cl A1A |
||||||||
5.340%, 04/22/2030 |
1,610 | 1,643 | ||||||
VFI ABS LLC, Ser 2023-1A, Cl A |
||||||||
7.270%, 03/26/2029 (A) |
186 | 188 | ||||||
Volvo Financial Equipment LLC Series, Ser 2024-1A, Cl A1 |
||||||||
5.073%, 09/15/2025 (A) |
184 | 184 | ||||||
Voya CLO, Ser 2018-2A, Cl A1R |
||||||||
5.532%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |
290 | 290 | ||||||
Voya CLO, Ser 2018-3A, Cl A1R2 |
||||||||
5.502%, TSFR3M + 1.200%, 10/15/2031 (A)(B) |
810 | 812 | ||||||
Voya CLO, Ser 2024-2A, Cl AR |
||||||||
5.493%, TSFR3M + 1.200%, 07/20/2032 (A)(B) |
1,145 | 1,147 | ||||||
| 49,216 | ||||||||
Total Asset-Backed Securities |
||||||||
(Cost $161,318) ($ Thousands) |
161,929 | |||||||
CORPORATE OBLIGATIONS — 33.8% |
||||||||
Communication Services — 0.7% |
||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.150%, 11/10/2026 |
2,790 | 2,848 | ||||||
4.908%, 07/23/2025 |
145 | 145 | ||||||
Cox Communications |
||||||||
7.625%, 06/15/2025 |
100 | 100 | ||||||
| 3,093 | ||||||||
Consumer Discretionary — 2.9% |
||||||||
AutoZone |
||||||||
5.050%, 07/15/2026 |
975 | 983 | ||||||
3.250%, 04/15/2025 |
650 | 649 | ||||||
Ford Motor Credit LLC MTN |
||||||||
4.389%, 01/08/2026 |
2,795 | 2,776 | ||||||
General Motors |
||||||||
6.125%, 10/01/2025 |
1,642 | 1,652 | ||||||
Home Depot |
||||||||
4.700%, SOFRRATE + 0.330%, 12/24/2025 (B) |
2,135 | 2,138 | ||||||
Hyundai Capital America |
||||||||
6.250%, 11/03/2025 (A) |
500 | 505 | ||||||
5.250%, 01/08/2027 (A) |
2,870 | 2,899 | ||||||
Sodexo |
||||||||
1.634%, 04/16/2026 (A) |
1,050 | 1,016 | ||||||
SEI Institutional Investments Trust
275
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Volkswagen Group of America Finance LLC |
||||||||
1.250%, 11/24/2025 (A) |
$ | 695 | $ | 677 | ||||
| 13,295 | ||||||||
Consumer Staples — 1.0% |
||||||||
BAT Capital |
||||||||
3.215%, 09/06/2026 |
1,765 | 1,729 | ||||||
Bon Secours Mercy Health |
||||||||
3.382%, 11/01/2025 |
610 | 602 | ||||||
Element Fleet Management |
||||||||
5.643%, 03/13/2027 (A) |
635 | 646 | ||||||
PeaceHealth Obligated Group |
||||||||
1.375%, 11/15/2025 |
1,725 | 1,684 | ||||||
| 4,661 | ||||||||
Energy — 1.3% |
||||||||
Columbia Pipelines Holding LLC |
||||||||
6.055%, 08/15/2026 (A) |
100 | 102 | ||||||
Gray Oak Pipeline LLC |
||||||||
2.600%, 10/15/2025 (A) |
900 | 886 | ||||||
MPLX |
||||||||
4.875%, 06/01/2025 |
750 | 750 | ||||||
ONEOK |
||||||||
5.550%, 11/01/2026 |
850 | 862 | ||||||
2.200%, 09/15/2025 |
675 | 665 | ||||||
Ovintiv |
||||||||
5.650%, 05/15/2025 |
500 | 500 | ||||||
Western Midstream Operating |
||||||||
3.950%, 06/01/2025 |
400 | 399 | ||||||
Williams |
||||||||
5.400%, 03/02/2026 |
1,390 | 1,401 | ||||||
4.000%, 09/15/2025 |
500 | 498 | ||||||
| 6,063 | ||||||||
Financials — 19.1% |
||||||||
ABN AMRO Bank |
||||||||
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) |
700 | 718 | ||||||
American Express |
||||||||
6.338%, SOFRRATE + 1.330%, 10/30/2026 (B) |
424 | 429 | ||||||
5.645%, SOFRINDX + 0.750%, 04/23/2027 (B) |
525 | 531 | ||||||
Aon Global |
||||||||
3.875%, 12/15/2025 |
750 | 746 | ||||||
Ares Capital |
||||||||
7.000%, 01/15/2027 |
475 | 492 | ||||||
Athene Global Funding |
||||||||
5.684%, 02/23/2026 (A) |
490 | 495 | ||||||
Aviation Capital Group LLC |
||||||||
1.950%, 09/20/2026 (A) |
825 | 790 | ||||||
Bank of America MTN |
||||||||
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
4,195 | 4,153 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
$ | 800 | $ | 783 | ||||
Bank of Montreal MTN |
||||||||
1.250%, 09/15/2026 |
825 | 787 | ||||||
Bank of Nova Scotia |
||||||||
1.300%, 06/11/2025 |
900 | 892 | ||||||
1.300%, 09/15/2026 |
825 | 787 | ||||||
Banque Federative du Credit Mutuel |
||||||||
5.896%, 07/13/2026 (A) |
475 | 483 | ||||||
4.935%, 01/26/2026 (A) |
350 | 351 | ||||||
4.524%, 07/13/2025 (A) |
475 | 475 | ||||||
Barclays |
||||||||
3.650%, 03/16/2025 |
475 | 475 | ||||||
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B) |
500 | 498 | ||||||
Barclays PLC |
||||||||
7.325%, H15T1Y + 3.050%, 11/02/2026 (B) |
2,345 | 2,384 | ||||||
BPCE |
||||||||
5.203%, 01/18/2027 (A) |
600 | 607 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
5.615%, 07/17/2026 |
350 | 355 | ||||||
5.237%, 06/28/2027 |
515 | 523 | ||||||
Capital One Financial |
||||||||
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B) |
250 | 250 | ||||||
Chubb INA Holdings LLC |
||||||||
3.150%, 03/15/2025 |
675 | 675 | ||||||
Citigroup |
||||||||
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
2,965 | 2,982 | ||||||
Cooperatieve Rabobank UA |
||||||||
5.500%, 10/05/2026 |
750 | 764 | ||||||
1.106%, H15T1Y + 0.550%, 02/24/2027 (A)(B) |
2,865 | 2,770 | ||||||
Corebridge Financial |
||||||||
3.500%, 04/04/2025 |
385 | 385 | ||||||
Corebridge Global Funding |
||||||||
5.750%, 07/02/2026 (A) |
285 | 290 | ||||||
Credit Agricole |
||||||||
5.589%, 07/05/2026 (A) |
1,095 | 1,111 | ||||||
1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B) |
2,440 | 2,367 | ||||||
Danske Bank MTN |
||||||||
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) |
575 | 580 | ||||||
Deutsche Bank NY |
||||||||
5.576%, SOFRRATE + 1.219%, 11/16/2027 (B) |
1,100 | 1,106 | ||||||
Equitable Financial Life Global Funding |
||||||||
5.500%, 12/02/2025 (A) |
395 | 398 | ||||||
Goldman Sachs Bank USA NY |
||||||||
5.414%, SOFRRATE + 0.750%, 05/21/2027 (B) |
750 | 758 | ||||||
276
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Goldman Sachs Group |
||||||||
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B) |
$ | 2,965 | $ | 2,979 | ||||
HSBC Holdings PLC |
||||||||
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B) |
400 | 407 | ||||||
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
2,915 | 2,965 | ||||||
JPMorgan Chase |
||||||||
4.080%, SOFRRATE + 1.320%, 04/26/2026 (B) |
3,380 | 3,376 | ||||||
3.960%, TSFR3M + 1.507%, 01/29/2027 (B) |
750 | 746 | ||||||
Lloyds Banking Group PLC |
||||||||
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
470 | 476 | ||||||
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
3,060 | 2,952 | ||||||
Manufacturers & Traders Trust |
||||||||
5.400%, 11/21/2025 |
400 | 401 | ||||||
4.650%, 01/27/2026 |
590 | 590 | ||||||
Morgan Stanley |
||||||||
6.138%, SOFRRATE + 1.770%, 10/16/2026 (B) |
750 | 757 | ||||||
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B) |
350 | 352 | ||||||
Morgan Stanley MTN |
||||||||
4.679%, SOFRRATE + 1.669%, 07/17/2026 (B) |
3,395 | 3,394 | ||||||
3.875%, 01/27/2026 |
750 | 746 | ||||||
Nasdaq |
||||||||
3.850%, 06/30/2026 |
750 | 744 | ||||||
Nationwide Building Society |
||||||||
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) |
500 | 514 | ||||||
New York Life Global Funding MTN |
||||||||
5.450%, 09/18/2026 (A) |
750 | 763 | ||||||
Nordea Bank Abp MTN |
||||||||
1.500%, 09/30/2026 (A) |
825 | 788 | ||||||
Pacific Life Global Funding II |
||||||||
5.500%, 08/28/2026 (A) |
600 | 610 | ||||||
PNC Financial Services Group |
||||||||
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) |
375 | 387 | ||||||
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B) |
440 | 446 | ||||||
5.102%, SOFRRATE + 0.796%, 07/23/2027 (B) |
250 | 252 | ||||||
Principal Life Global Funding II |
||||||||
5.000%, 01/16/2027 (A) |
485 | 490 | ||||||
3.000%, 04/18/2026 (A) |
1,000 | 984 | ||||||
Principal Life Global Funding II MTN |
||||||||
1.250%, 08/16/2026 (A) |
1,835 | 1,752 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Royal Bank of Canada |
||||||||
4.784%, 12/12/2025 (A) |
$ | 2,255 | $ | 2,260 | ||||
Royal Bank of Canada MTN |
||||||||
5.200%, 07/20/2026 |
600 | 607 | ||||||
1.150%, 06/10/2025 |
775 | 768 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
2,450 | 2,353 | ||||||
Skandinaviska Enskilda Banken |
||||||||
1.200%, 09/09/2026 (A) |
825 | 787 | ||||||
Societe Generale |
||||||||
4.351%, 06/13/2025 (A) |
525 | 524 | ||||||
1.488%, H15T1Y + 1.100%, 12/14/2026 (A)(B) |
3,125 | 3,046 | ||||||
Standard Chartered |
||||||||
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |
450 | 455 | ||||||
State Street |
||||||||
4.999%, SOFRRATE + 0.640%, 10/22/2027 (B) |
765 | 767 | ||||||
Toronto-Dominion Bank |
||||||||
3.815%, 07/25/2025 (A) |
2,365 | 2,358 | ||||||
Toronto-Dominion Bank MTN |
||||||||
5.532%, 07/17/2026 |
725 | 735 | ||||||
Truist Financial MTN |
||||||||
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
1,955 | 1,952 | ||||||
UBS |
||||||||
4.864%, SOFRRATE + 0.720%, 01/10/2028 (B) |
550 | 552 | ||||||
1.250%, 06/01/2026 |
1,050 | 1,011 | ||||||
UBS Group |
||||||||
4.550%, 04/17/2026 |
750 | 751 | ||||||
1.305%, SOFRINDX + 0.980%, 02/02/2027 (A)(B) |
3,140 | 3,045 | ||||||
US Bank |
||||||||
4.507%, SOFRRATE + 0.690%, 10/22/2027 (B) |
2,950 | 2,946 | ||||||
Voya Financial |
||||||||
3.650%, 06/15/2026 |
309 | 305 | ||||||
Wells Fargo MTN |
||||||||
4.100%, 06/03/2026 |
650 | 646 | ||||||
3.908%, SOFRRATE + 1.320%, 04/25/2026 (B) |
1,025 | 1,024 | ||||||
Wells Fargo Bank |
||||||||
5.550%, 08/01/2025 |
600 | 602 | ||||||
4.811%, 01/15/2026 |
725 | 728 | ||||||
| 88,283 | ||||||||
Health Care — 2.0% |
||||||||
Elevance Health |
||||||||
1.500%, 03/15/2026 |
800 | 776 | ||||||
HCA |
||||||||
5.250%, 04/15/2025 |
2,270 | 2,271 | ||||||
SEI Institutional Investments Trust
277
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.228%, SOFRRATE + 0.870%, 03/01/2028 (B) |
$ | 1,740 | $ | 1,748 | ||||
Illumina |
||||||||
5.800%, 12/12/2025 |
400 | 403 | ||||||
Royalty Pharma PLC |
||||||||
1.200%, 09/02/2025 |
2,630 | 2,582 | ||||||
Solventum |
||||||||
5.450%, 02/25/2027 |
500 | 508 | ||||||
Stryker |
||||||||
4.550%, 02/10/2027 |
775 | 776 | ||||||
| 9,064 | ||||||||
Industrials — 2.2% |
||||||||
AerCap Ireland Capital DAC |
||||||||
6.100%, 01/15/2027 |
500 | 512 | ||||||
1.750%, 01/30/2026 |
3,120 | 3,042 | ||||||
Air Lease |
||||||||
2.200%, 01/15/2027 |
2,480 | 2,373 | ||||||
Air Lease MTN |
||||||||
2.875%, 01/15/2026 |
1,300 | 1,280 | ||||||
Caterpillar Financial Services |
||||||||
4.500%, 01/07/2027 |
775 | 780 | ||||||
John Deere Capital |
||||||||
4.500%, 01/08/2027 |
775 | 779 | ||||||
Penske Truck Leasing Lp |
||||||||
5.750%, 05/24/2026 (A) |
950 | 961 | ||||||
Regal Rexnord |
||||||||
6.050%, 02/15/2026 |
625 | 630 | ||||||
| 10,357 | ||||||||
Information Technology — 1.0% |
||||||||
Broadcom |
||||||||
3.459%, 09/15/2026 |
2,345 | 2,310 | ||||||
Oracle |
||||||||
1.650%, 03/25/2026 |
2,515 | 2,440 | ||||||
| 4,750 | ||||||||
Materials — 0.3% |
||||||||
Graphic Packaging International LLC |
||||||||
1.512%, 04/15/2026 (A) |
650 | 625 | ||||||
International Flavors and Fragrances |
||||||||
1.230%, 10/01/2025 (A) |
775 | 759 | ||||||
| 1,384 | ||||||||
Real Estate — 0.1% |
||||||||
Crown Castle |
||||||||
1.350%, 07/15/2025 |
350 | 345 | ||||||
Utilities — 3.2% |
||||||||
Alliant Energy Finance LLC |
||||||||
5.400%, 06/06/2027 (A) |
595 | 601 | ||||||
American Electric Power |
||||||||
5.699%, 08/15/2025 |
450 | 451 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Consumers Securitization Funding LLC |
||||||||
5.550%, 03/01/2028 |
$ | 366 | $ | 371 | ||||
Duke Energy |
||||||||
5.000%, 12/08/2025 |
1,275 | 1,279 | ||||||
Eversource Energy |
||||||||
3.350%, 03/15/2026 |
650 | 639 | ||||||
Georgia Power |
||||||||
4.639%, SOFRINDX + 0.280%, 09/15/2026 (B) |
1,175 | 1,176 | ||||||
NextEra Energy Capital Holdings |
||||||||
6.051%, 03/01/2025 |
255 | 255 | ||||||
5.160%, SOFRINDX + 0.800%, 02/04/2028 (B) |
2,765 | 2,778 | ||||||
NSTAR Electric |
||||||||
3.250%, 11/15/2025 |
650 | 643 | ||||||
NYSEG Storm Funding LLC |
||||||||
4.713%, 05/01/2029 |
1,075 | 1,080 | ||||||
Pacific Gas and Electric |
||||||||
5.306%, SOFRINDX + 0.950%, 09/04/2025 (B) |
2,065 | 2,064 | ||||||
Southern California Edison |
||||||||
5.350%, 03/01/2026 |
2,370 | 2,380 | ||||||
Spire |
||||||||
5.300%, 03/01/2026 |
900 | 904 | ||||||
| 14,621 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $155,170) ($ Thousands) |
155,916 | |||||||
MORTGAGE-BACKED SECURITIES — 14.1% |
||||||||
Agency Mortgage-Backed Obligations — 4.5% |
||||||||
FHLMC |
||||||||
3.000%, 03/01/2030 |
646 | 629 | ||||||
FHLMC ARM |
||||||||
7.198%, H15T1Y + 2.150%, 02/01/2030(B) |
1 | 1 | ||||||
FHLMC CMO, Ser 2012-4030, Cl AN |
||||||||
1.750%, 04/15/2027 |
34 | 33 | ||||||
FHLMC CMO, Ser 2018-4783, Cl BV |
||||||||
4.000%, 03/15/2037 |
693 | 689 | ||||||
FHLMC CMO, Ser 2018-4818, Cl BD |
||||||||
3.500%, 03/15/2045 |
32 | 32 | ||||||
FHLMC CMO, Ser 2019-4938, Cl CA |
||||||||
2.500%, 04/25/2048 |
1,052 | 994 | ||||||
FHLMC CMO, Ser 2021-5081, Cl HE |
||||||||
1.000%, 01/15/2044 |
234 | 214 | ||||||
FHLMC CMO, Ser 2022-5264, Cl AB |
||||||||
4.500%, 08/25/2039 |
327 | 325 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K067, Cl A1 |
||||||||
2.895%, 03/25/2027 |
291 | 286 | ||||||
278
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KBX1, Cl A2 |
||||||||
2.920%, 01/25/2026 |
$ | 231 | $ | 227 | ||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KIR1, Cl A2 |
||||||||
2.849%, 03/25/2026 |
650 | 639 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KVAD, Cl A |
||||||||
3.116%, 07/25/2025 |
600 | 595 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser KIR1, Cl A1 |
||||||||
2.446%, 03/25/2026 |
186 | 184 | ||||||
FHLMC REMIC CMO, Ser 2011-3786, Cl ED |
||||||||
4.000%, 09/15/2039 |
695 | 692 | ||||||
FHLMC REMIC CMO, Ser 2013-4166, Cl PV |
||||||||
3.250%, 07/15/2037 |
1,903 | 1,862 | ||||||
FHLMC REMIC CMO, Ser 2015-4479, Cl TA |
||||||||
3.000%, 07/15/2034 |
1,152 | 1,128 | ||||||
FHLMC REMIC CMO, Ser 2018-4753, Cl QV |
||||||||
3.500%, 12/15/2040 |
439 | 436 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
||||||||
5.652%, SOFR30A + 1.300%, 02/25/2042(A)(B) |
148 | 148 | ||||||
FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1 |
||||||||
5.602%, SOFR30A + 1.250%, 05/25/2044(A)(B) |
368 | 370 | ||||||
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 |
||||||||
5.602%, SOFR30A + 1.250%, 03/25/2044(A)(B) |
485 | 486 | ||||||
FNMA |
||||||||
6.000%, 01/01/2027 to 04/01/2040 |
58 | 61 | ||||||
3.500%, 11/01/2034 |
168 | 167 | ||||||
3.000%, 10/01/2030 |
144 | 140 | ||||||
FNMA ARM |
||||||||
6.465%, H15T1Y + 2.215%, 01/01/2029(B) |
2 | 2 | ||||||
FNMA CMO, Ser 2001-33, Cl FA |
||||||||
4.917%, SOFR30A + 0.564%, 07/25/2031(B) |
2 | 2 | ||||||
FNMA CMO, Ser 2002-64, Cl FG |
||||||||
4.703%, SOFR30A + 0.364%, 10/18/2032(B) |
– | – | ||||||
FNMA CMO, Ser 2011-99, Cl KB |
||||||||
3.500%, 10/25/2026 |
261 | 258 | ||||||
FNMA CMO, Ser 2013-1, Cl DC |
||||||||
2.000%, 02/25/2033 |
577 | 538 | ||||||
FNMA CMO, Ser 2016-99, Cl H |
||||||||
3.000%, 08/25/2043 |
233 | 230 | ||||||
FNMA CMO, Ser 2022-77, Cl CA |
||||||||
5.000%, 04/25/2039 |
373 | 371 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FNMA CMO, Ser 2023-16, Cl VE |
||||||||
5.500%, 03/25/2034 |
$ | 449 | $ | 459 | ||||
FNMA Connecticut Avenue Securities Trust, Ser 2016-C03, Cl 2M2 |
||||||||
10.367%, SOFR30A + 6.014%, 10/25/2028(B) |
157 | 163 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
||||||||
6.002%, SOFR30A + 1.650%, 12/25/2041(A)(B) |
425 | 428 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
||||||||
6.252%, SOFR30A + 1.900%, 12/25/2041(A)(B) |
1,575 | 1,597 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 |
||||||||
5.503%, SOFR30A + 1.150%, 03/25/2044(A)(B) |
271 | 271 | ||||||
FNMA REMIC CMO, Ser 2012-137, Cl UE |
||||||||
1.750%, 09/25/2041 |
103 | 98 | ||||||
FNMA REMIC CMO, Ser 2015-57, Cl CA |
||||||||
3.000%, 08/25/2034 |
310 | 304 | ||||||
FNMA REMIC CMO, Ser 2016-81, Cl PA |
||||||||
3.000%, 02/25/2044 |
1,854 | 1,822 | ||||||
FNMA REMIC CMO, Ser 2023-32, Cl BD |
||||||||
5.500%, 07/25/2042 |
1,995 | 2,011 | ||||||
FREMF Mortgage Trust, Ser 2015-K49, Cl B |
||||||||
3.722%, 10/25/2048(A)(B) |
1,500 | 1,489 | ||||||
GNMA CMO, Ser 2013-88, Cl WC |
||||||||
2.000%, 11/20/2041 |
405 | 392 | ||||||
| 20,773 | ||||||||
Non-Agency Mortgage-Backed Obligations — 9.6% |
||||||||
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
||||||||
2.466%, 12/25/2059(A)(B) |
18 | 17 | ||||||
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
||||||||
2.531%, 01/26/2065(A)(B) |
169 | 157 | ||||||
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
||||||||
1.691%, 04/25/2065(A)(B) |
203 | 190 | ||||||
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
||||||||
1.469%, 06/25/2065(A)(B) |
104 | 98 | ||||||
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
||||||||
0.990%, 04/25/2053(A)(B) |
128 | 122 | ||||||
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.909%, 01/25/2066(A)(B) |
439 | 373 | ||||||
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
||||||||
1.068%, 05/25/2066(A)(B) |
376 | 323 | ||||||
SEI Institutional Investments Trust
279
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
||||||||
2.962%, 10/25/2048(A)(B) |
$ | 100 | $ | 95 | ||||
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB |
||||||||
3.366%, 02/15/2050 |
134 | 133 | ||||||
BANK, Ser 2017-BNK7, Cl ASB |
||||||||
3.265%, 09/15/2060 |
101 | 100 | ||||||
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
||||||||
2.211%, 03/15/2053 |
156 | 150 | ||||||
BMO Mortgage Trust, Ser 2022-C3, Cl A1 |
||||||||
5.252%, 09/15/2054(B) |
459 | 460 | ||||||
BPR Trust, Ser 2021-TY, Cl A |
||||||||
5.477%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
1,000 | 997 | ||||||
BPR Trust, Ser 2022-OANA, Cl A |
||||||||
6.210%, TSFR1M + 1.898%, 04/15/2037(A)(B) |
550 | 551 | ||||||
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
||||||||
1.449%, 05/25/2060(A)(B) |
68 | 66 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
||||||||
0.941%, 02/25/2049(A)(B) |
161 | 149 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
||||||||
0.970%, 03/25/2060(A)(B) |
110 | 105 | ||||||
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.699%, 04/25/2060(A)(B) |
265 | 247 | ||||||
BSPRT Issuer, Ser 2022-FL8, Cl A |
||||||||
5.839%, SOFR30A + 1.500%, 02/15/2037(A)(B) |
371 | 371 | ||||||
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
||||||||
1.724%, 02/25/2055(A)(B) |
40 | 39 | ||||||
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
||||||||
2.809%, 03/10/2033(A) |
10 | 10 | ||||||
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B |
||||||||
5.297%, TSFR1M + 0.984%, 06/15/2038(A)(B) |
1,170 | 1,168 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
||||||||
5.079%, TSFR1M + 0.767%, 05/15/2038(A)(B) |
178 | 178 | ||||||
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
||||||||
5.126%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
540 | 537 | ||||||
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl A |
||||||||
6.427%, TSFR1M + 2.115%, 06/15/2027(A)(B) |
475 | 476 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |
||||||||
5.377%, TSFR1M + 1.064%, 01/15/2034(A)(B) |
$ | 434 | $ | 433 | ||||
BX Trust, Ser 2021-ARIA, Cl A |
||||||||
5.326%, TSFR1M + 1.014%, 10/15/2036(A)(B) |
300 | 300 | ||||||
BX Trust, Ser 2021-LGCY, Cl A |
||||||||
4.933%, TSFR1M + 0.620%, 10/15/2036(A)(B) |
1,200 | 1,194 | ||||||
BX Trust, Ser 2022-CLS, Cl A |
||||||||
5.760%, 10/13/2027(A) |
300 | 303 | ||||||
BX Trust, Ser 2022-LBA6, Cl A |
||||||||
5.312%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
1,220 | 1,218 | ||||||
BX Trust, Ser 2025-VLT6, Cl B |
||||||||
6.215%, TSFR1M + 1.893%, 03/15/2030(A)(B) |
1,975 | 1,971 | ||||||
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
||||||||
5.679%, TSFR1M + 1.367%, 12/15/2037(A)(B) |
1,465 | 1,465 | ||||||
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
||||||||
3.367%, 06/15/2050 |
301 | 297 | ||||||
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
||||||||
5.552%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
406 | 397 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |
||||||||
3.470%, 09/15/2048 |
24 | 24 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2016-C1, Cl AAB |
||||||||
3.003%, 05/10/2049 |
26 | 26 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2016-GC37, Cl AAB |
||||||||
3.098%, 04/10/2049 |
161 | 160 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
||||||||
3.127%, 04/15/2049 |
31 | 31 | ||||||
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
||||||||
3.500%, 02/25/2058(A)(B) |
107 | 105 | ||||||
COLT Funding LLC, Ser 2021-3R, Cl A1 |
||||||||
1.051%, 12/25/2064(A)(B) |
212 | 191 | ||||||
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
||||||||
1.325%, 10/26/2065(A)(B) |
116 | 106 | ||||||
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
||||||||
1.506%, 04/27/2065(A)(B) |
33 | 32 | ||||||
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
||||||||
0.910%, 06/25/2066(A)(B) |
330 | 280 | ||||||
280
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
||||||||
0.924%, 08/25/2066(A)(B) |
$ | 452 | $ | 375 | ||||
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
||||||||
0.798%, 07/27/2054(A) |
145 | 128 | ||||||
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
||||||||
1.397%, 10/25/2066(A)(B) |
772 | 640 | ||||||
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
||||||||
1.110%, 10/25/2066(A)(B) |
703 | 604 | ||||||
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
||||||||
0.857%, 05/25/2065(A)(B) |
355 | 309 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2018-C14, Cl ASB |
||||||||
4.359%, 11/15/2051(B) |
401 | 399 | ||||||
CSMC Trust, Ser 2021-AFC1, Cl A1 |
||||||||
0.830%, 03/25/2056(A)(B) |
381 | 312 | ||||||
CSMC, Ser 2021-NQM1, Cl A1 |
||||||||
0.809%, 05/25/2065(A)(B) |
336 | 303 | ||||||
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.715%, 05/25/2065(A)(B) |
83 | 79 | ||||||
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
0.899%, 04/25/2066(A)(B) |
132 | 116 | ||||||
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
||||||||
1.178%, 10/25/2065(A)(B) |
40 | 38 | ||||||
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
0.797%, 02/25/2066(A)(B) |
81 | 70 | ||||||
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
||||||||
0.931%, 06/25/2066(A)(B) |
255 | 210 | ||||||
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
||||||||
5.128%, TSFR1M + 0.815%, 11/15/2038(A)(B) |
1,059 | 1,055 | ||||||
Extended Stay America Trust, Ser 2021-ESH, Cl B |
||||||||
5.807%, TSFR1M + 1.494%, 07/15/2038(A)(B) |
434 | 434 | ||||||
Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A |
||||||||
5.762%, TSFR1M + 1.450%, 12/15/2039(A)(B) |
950 | 955 | ||||||
GCAT Trust, Ser 2020-NQM2, Cl A1 |
||||||||
2.555%, 04/25/2065(A)(C) |
75 | 72 | ||||||
GCAT Trust, Ser 2021-CM1, Cl A |
||||||||
2.469%, 04/25/2065(A)(B) |
369 | 350 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GCAT Trust, Ser 2021-NQM1, Cl A1 |
||||||||
0.874%, 01/25/2066(A)(B) |
$ | 272 | $ | 236 | ||||
GCAT Trust, Ser 2021-NQM5, Cl A1 |
||||||||
1.262%, 07/25/2066(A)(B) |
1,115 | 926 | ||||||
GS Mortgage Securities II Trust, Ser 2022-SHIP, Cl B |
||||||||
4.936%, 09/10/2038(A)(B) |
810 | 808 | ||||||
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
||||||||
2.777%, 10/10/2049 |
228 | 226 | ||||||
GS Mortgage Securities Trust, Ser 2017-GS8, Cl AAB |
||||||||
3.313%, 11/10/2050 |
240 | 236 | ||||||
HLTN Commercial Mortgage Trust, Ser 2024-DPLO, Cl A |
||||||||
5.953%, TSFR1M + 1.642%, 06/15/2041(A)(B) |
800 | 802 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
||||||||
1.071%, 06/25/2056(A)(B) |
489 | 423 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.073%, 09/25/2056(A)(B) |
335 | 279 | ||||||
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.595%, 11/25/2056(A)(B) |
365 | 313 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl ASB |
||||||||
3.733%, 01/15/2049 |
213 | 211 | ||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
||||||||
3.540%, 08/15/2048 |
26 | 26 | ||||||
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl ASB |
||||||||
3.549%, 03/15/2050 |
40 | 40 | ||||||
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl ASB |
||||||||
3.241%, 09/15/2050 |
234 | 230 | ||||||
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |
||||||||
2.687%, 10/25/2029(A)(B) |
549 | 535 | ||||||
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
||||||||
5.184%, TSFR1M + 0.864%, 04/25/2046(A)(B) |
104 | 102 | ||||||
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
||||||||
2.579%, 03/10/2049(A) |
414 | 412 | ||||||
MetLife Securitization Trust, Ser 2017-1A, Cl A |
||||||||
3.000%, 04/25/2055(A)(B) |
69 | 65 | ||||||
MF1, Ser 2022-FL8, Cl A |
||||||||
5.662%, TSFR1M + 1.350%, 02/19/2037(A)(B) |
625 | 626 | ||||||
SEI Institutional Investments Trust
281
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
MFA Trust, Ser 2020-NQM1, Cl A1 |
||||||||
2.479%, 03/25/2065(A)(B) |
$ | 57 | $ | 55 | ||||
MFA Trust, Ser 2020-NQM3, Cl A1 |
||||||||
1.014%, 01/26/2065(A)(B) |
73 | 68 | ||||||
MFA Trust, Ser 2021-INV1, Cl A1 |
||||||||
0.852%, 01/25/2056(A)(B) |
113 | 108 | ||||||
MFA Trust, Ser 2021-NQM2, Cl A1 |
||||||||
1.029%, 11/25/2064(A)(B) |
274 | 239 | ||||||
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
||||||||
5.527%, TSFR1M + 1.215%, 04/15/2038(A)(B) |
1,640 | 1,638 | ||||||
MHP, Ser 2021-STOR, Cl A |
||||||||
5.127%, TSFR1M + 0.814%, 07/15/2038(A)(B) |
325 | 324 | ||||||
MHP, Ser 2022-MHIL, Cl A |
||||||||
5.127%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
356 | 355 | ||||||
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
||||||||
2.750%, 01/25/2061(A)(B) |
140 | 139 | ||||||
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
||||||||
3.250%, 05/25/2062(A)(B) |
29 | 29 | ||||||
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 |
||||||||
3.500%, 05/25/2058(A)(B) |
18 | 18 | ||||||
Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 |
||||||||
3.500%, 08/25/2058(A)(B) |
267 | 263 | ||||||
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
||||||||
3.500%, 04/25/2066(A)(B) |
1,435 | 1,403 | ||||||
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
||||||||
3.250%, 10/25/2069(A)(B) |
364 | 353 | ||||||
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
||||||||
1.125%, 11/25/2060(A)(B) |
177 | 169 | ||||||
Morgan Stanley Capital I Trust, Ser 2018-H3, Cl ASB |
||||||||
4.120%, 07/15/2051 |
192 | 190 | ||||||
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |
||||||||
3.228%, 06/15/2052 |
22 | 22 | ||||||
Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB |
||||||||
3.509%, 12/15/2050 |
257 | 253 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
||||||||
4.000%, 04/25/2057(A)(B) |
106 | 102 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
||||||||
4.000%, 08/27/2057(A)(B) |
256 | 247 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
||||||||
3.817%, 09/25/2057(A)(B) |
$ | 110 | $ | 104 | ||||
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
||||||||
2.492%, 09/25/2059(A)(B) |
46 | 43 | ||||||
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
||||||||
2.464%, 01/26/2060(A)(B) |
216 | 202 | ||||||
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
||||||||
1.650%, 05/24/2060(A)(B) |
64 | 61 | ||||||
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
||||||||
0.941%, 10/25/2058(A)(B) |
81 | 77 | ||||||
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
||||||||
1.156%, 11/27/2056(A)(B) |
535 | 466 | ||||||
NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl A |
||||||||
5.523%, TSFR1M + 1.213%, 02/15/2042(A)(B) |
1,805 | 1,798 | ||||||
OBX Trust, Ser 2018-1, Cl A2 |
||||||||
5.084%, TSFR1M + 0.764%, 06/25/2057(A)(B) |
17 | 17 | ||||||
Paragon Mortgages, Ser 2006-12A, Cl A2C |
||||||||
4.838%, SOFRRATE + 0.482%, 11/15/2038(A)(B) |
45 | 44 | ||||||
PRPM LLC, Ser 2021-RPL1, Cl A1 |
||||||||
1.319%, 07/25/2051(A)(C) |
171 | 158 | ||||||
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
||||||||
2.376%, 01/26/2060(A)(B) |
15 | 15 | ||||||
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |
||||||||
4.500%, 08/25/2048(A)(B) |
5 | 5 | ||||||
SREIT Trust, Ser 2021-MFP, Cl B |
||||||||
5.506%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
807 | 805 | ||||||
SREIT Trust, Ser 2021-MFP, Cl A |
||||||||
5.157%, TSFR1M + 0.845%, 11/15/2038(A)(B) |
161 | 161 | ||||||
STAR Trust, Ser 2021-1, Cl A1 |
||||||||
1.219%, 05/25/2065(A)(B) |
216 | 200 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
||||||||
2.275%, 02/25/2050(A)(B) |
16 | 15 | ||||||
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
||||||||
1.486%, 04/25/2065(A)(B) |
38 | 37 | ||||||
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
||||||||
0.943%, 05/25/2065(A)(B) |
104 | 97 | ||||||
282
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
||||||||
1.127%, 06/25/2056(A)(B) |
$ | 430 | $ | 372 | ||||
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
||||||||
1.153%, 07/25/2056(A)(B) |
284 | 250 | ||||||
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
||||||||
2.750%, 06/25/2057(A)(B) |
167 | 162 | ||||||
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
||||||||
5.034%, TSFR1M + 0.714%, 02/25/2057(A)(B) |
23 | 24 | ||||||
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
||||||||
2.750%, 10/25/2057(A)(B) |
44 | 43 | ||||||
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
||||||||
3.250%, 03/25/2058(A)(B) |
152 | 149 | ||||||
Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |
||||||||
3.750%, 05/25/2058(A)(B) |
81 | 80 | ||||||
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A |
||||||||
3.250%, 07/25/2058(A)(B) |
357 | 351 | ||||||
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
||||||||
2.250%, 07/25/2068(A)(B) |
943 | 903 | ||||||
TTAN, Ser 2021-MHC, Cl B |
||||||||
5.527%, TSFR1M + 1.214%, 03/15/2038(A)(B) |
538 | 538 | ||||||
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB |
||||||||
3.215%, 08/15/2050 |
123 | 122 | ||||||
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl ASB |
||||||||
3.366%, 10/15/2050 |
411 | 404 | ||||||
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
||||||||
3.504%, 12/15/2050 |
123 | 121 | ||||||
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
||||||||
3.692%, 11/25/2059(A)(B) |
42 | 41 | ||||||
Verus Securitization Trust, Ser 2020-1, Cl A1 |
||||||||
2.417%, 01/25/2060(A)(C) |
15 | 15 | ||||||
Verus Securitization Trust, Ser 2020-4, Cl A1 |
||||||||
1.502%, 05/25/2065(A)(C) |
77 | 75 | ||||||
Verus Securitization Trust, Ser 2021-1, Cl A2 |
||||||||
1.052%, 01/25/2066(A)(B) |
235 | 208 | ||||||
Verus Securitization Trust, Ser 2021-1, Cl A1 |
||||||||
0.815%, 01/25/2066(A)(B) |
180 | 160 | ||||||
Verus Securitization Trust, Ser 2021-2, Cl A1 |
||||||||
1.031%, 02/25/2066(A)(B) |
239 | 211 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
||||||||
0.820%, 10/25/2063(A)(B) |
$ | 201 | $ | 190 | ||||
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
||||||||
0.918%, 02/25/2064(A)(B) |
353 | 325 | ||||||
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
||||||||
1.020%, 04/25/2064(A)(B) |
203 | 190 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
||||||||
4.625%, 03/25/2036(B) |
– | – | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2016-BNK1, Cl ASB |
||||||||
2.514%, 08/15/2049 |
138 | 137 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2016-C34, Cl ASB |
||||||||
2.911%, 06/15/2049 |
112 | 111 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB |
||||||||
3.212%, 09/15/2050 |
223 | 220 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB |
||||||||
3.390%, 11/15/2050 |
75 | 74 | ||||||
| 44,346 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $66,746) ($ Thousands) |
65,119 | |||||||
U.S. TREASURY OBLIGATIONS — 12.2% |
||||||||
U.S. Treasury Bills |
||||||||
4.308%, 04/03/2025 (D) |
2,650 | 2,640 | ||||||
4.264%, 05/27/2025 (D) |
13,250 | 13,119 | ||||||
4.249%, 05/13/2025 (D) |
7,800 | 7,736 | ||||||
4.245%, 12/26/2025 (D) |
2,675 | 2,588 | ||||||
4.223%, 02/19/2026 (D) |
2,325 | 2,236 | ||||||
U.S. Treasury Notes |
||||||||
4.250%, 05/31/2025 |
4,475 | 4,473 | ||||||
1.250%, 12/31/2026 |
5,755 | 5,478 | ||||||
0.750%, 08/31/2026 |
7,655 | 7,293 | ||||||
0.500%, 02/28/2026 |
6,525 | 6,295 | ||||||
0.375%, 11/30/2025 |
4,500 | 4,374 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $56,126) ($ Thousands) |
56,232 | |||||||
SEI Institutional Investments Trust
283
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS — 1.3% |
||||||||
Florida — 0.2% |
||||||||
Miami-Dade County, Aviation Revenue, Ser B, RB |
||||||||
2.949%, 10/01/2025 |
$ | 830 | $ | 823 | ||||
New Jersey — 0.3% |
||||||||
New Jersey Transportation Trust Fund Authority, Ser BB, RB |
||||||||
4.608%, 06/15/2026 |
1,280 | 1,284 | ||||||
New York — 0.6% |
||||||||
City of New York New York, Ser D-2, GO |
||||||||
4.267%, 10/01/2026 |
700 | 700 | ||||||
New York City Transitional Finance Authority |
||||||||
4.724%, 11/01/2026 |
2,205 | 2,205 | ||||||
| 2,905 | ||||||||
Pennsylvania — 0.2% |
||||||||
Pennsylvania Higher Educational Facilities Authority, RB, AGC |
||||||||
4.961%, 11/01/2025 |
440 | 441 | ||||||
Redevelopment Authority of the City of Philadelphia, Ser A |
||||||||
4.503%, 09/01/2026 |
415 | 417 | ||||||
| 858 | ||||||||
Total Municipal Bonds |
||||||||
(Cost $5,862) ($ Thousands) |
5,870 | |||||||
COMMERCIAL PAPER — 0.7% |
||||||||
ANZ Group Holdings LTD |
||||||||
0.000%, 08/27/2025 (E) |
1,500 | 1,500 | ||||||
Toyota Motor Credit Corp |
||||||||
0.180%, 07/28/2025 |
1,675 | 1,645 | ||||||
Total Commercial Paper |
||||||||
(Cost $3,145) ($ Thousands) |
3,145 | |||||||
Description |
Face Amount |
Market Value |
||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.3% |
||||||||
FHLMC |
||||||||
4.050%, 08/28/2025 |
$ | 1,140 | $ | 1,138 | ||||
FNMA, Ser M4, Cl A2 |
||||||||
2.552%, 12/25/2026(B) |
489 | 474 | ||||||
Total U.S. Government Agency Obligations |
||||||||
(Cost $1,612) ($ Thousands) |
1,612 | |||||||
|
||||||||
CASH EQUIVALENT — 0.3% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
1,337,317 | 1,337 | ||||||
Total Cash Equivalent |
||||||||
(Cost $1,337) ($ Thousands) |
1,337 | |||||||
Face Amount |
||||||||
REPURCHASE AGREEMENTS(F) — 2.6% |
||||||||
Barclays |
||||||||
4.360%, dated 02/28/2025 to be repurchased on 03/03/2025, repurchase price $6,102,216 (collateralized by a U.S. Government Agency, par value $6,133,600, 4.125%, 03/31/2031, with a total market value of $6,222,058) |
$ | 6,100 | 6,100 | |||||
BNP Paribas |
||||||||
4.360%, dated 02/28/2025 to be repurchased on 03/03/2025, repurchase price $6,102,216 (collateralized by various U.S. Government Agencies, par value ranging $1,000 - $5,998,000, 1.220% - 7.419%, 05/01/2030 - 03/01/2054, with a total market value of $6,222,000) |
6,100 | 6,100 | ||||||
Total Repurchase Agreements |
||||||||
(Cost $12,200) ($ Thousands) |
12,200 | |||||||
Total Investments in Securities — 100.4% |
||||||||
(Cost $463,516) ($ Thousands) |
$ | 463,360 | ||||||
284
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Ultra Short Duration Bond Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. 5-Year Treasury Note |
(1) | Jun-2025 | $ | (107 | ) | $ | (108 | ) | $ | (1 | ) | |||||||||
U.S. 10-Year Treasury Note |
(6) | Jun-2025 | (658 | ) | (666 | ) | (8 | ) | ||||||||||||
| $ | (765 | ) | $ | (774 | ) | $ | (9 | ) | ||||||||||||
|
Percentages are based on Net Assets of $461,343 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $188,085 ($ Thousands), representing 40.8% 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. |
(E) |
No interest rate available. |
(F) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 1,887 | $ | 181,217 | $ | (181,767 | ) | $ | — | $ | — | $ | 1,337 | $ | 142 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
285
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS — 92.8% |
||||||||
Albania — 0.1% |
||||||||
Albania Government International Bond |
||||||||
4.750%, 02/14/2035(A) |
EUR | 2,110 | $ | 2,177 | ||||
Angola — 0.5% |
||||||||
Angola Via Avenir Issuer II Ireland DAC |
||||||||
6.927%, 02/19/2027 |
$ | 2,200 | 2,079 | |||||
Angolan Government International Bond |
||||||||
9.375%, 05/08/2048 |
2,753 | 2,268 | ||||||
8.750%, 04/14/2032 |
375 | 335 | ||||||
Angolan Government International Bond MTN |
||||||||
8.000%, 11/26/2029 |
4,665 | 4,257 | ||||||
| 8,939 | ||||||||
Argentina — 1.9% |
||||||||
Argentine Republic Government International Bond |
||||||||
5.000%, 01/09/2038(B) |
6,350 | 4,246 | ||||||
4.250%, 01/09/2038(B) |
EUR | 480 | 316 | |||||
4.125%, 07/09/2035(B) |
$ | 1,402 | 887 | |||||
4.125%, 07/09/2046(B) |
5,375 | 3,378 | ||||||
3.875%, 07/09/2035(B) |
EUR | 4,400 | 2,846 | |||||
3.500%, 07/09/2041(B) |
$ | 17,265 | 10,164 | |||||
1.000%, 07/09/2029 |
1,820 | 1,391 | ||||||
0.750%, 07/09/2030(B) |
5,904 | 4,298 | ||||||
0.500%, 07/09/2029 |
EUR | 12 | 9 | |||||
0.125%, 07/09/2030 |
688 | 515 | ||||||
Provincia de Buenos Aires MTN |
||||||||
6.625%, 09/01/2037(B) |
$ | 5,436 | 3,588 | |||||
Republic of Argentina |
||||||||
0.000% 12/15/2035 (C)(D) |
EUR | 2,258 | 220 | |||||
| 31,858 | ||||||||
Armenia — 0.1% |
||||||||
Armenia International Bond |
||||||||
3.950%, 09/26/2029 |
$ | 250 | 224 | |||||
3.600%, 02/02/2031 |
1,942 | 1,653 | ||||||
| 1,877 | ||||||||
Azerbaijan — 0.1% |
||||||||
Republic of Azerbaijan International Bond |
||||||||
3.500%, 09/01/2032 |
2,415 | 2,112 | ||||||
Bahamas — 0.8% |
||||||||
Bahamas Government International Bond |
||||||||
9.000%, 06/16/2029 |
1,500 | 1,557 | ||||||
8.950%, 10/15/2032 |
8,458 | 8,764 | ||||||
6.000%, 11/21/2028 |
3,981 | 3,806 | ||||||
| 14,127 | ||||||||
Bahrain — 1.2% |
||||||||
Bahrain Government International Bond |
||||||||
6.750%, 09/20/2029 |
2,947 | 3,006 | ||||||
6.000%, 09/19/2044 |
1,510 | 1,287 | ||||||
5.450%, 09/16/2032 |
2,734 | 2,557 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Bahrain Government International Bond MTN |
||||||||
6.250%, 01/25/2051 |
$ | 8,750 | $ | 7,525 | ||||
4.250%, 01/25/2028 |
1,451 | 1,382 | ||||||
CBB International Sukuk Programme WLL |
||||||||
3.950%, 09/16/2027 |
3,968 | 3,799 | ||||||
| 19,556 | ||||||||
Barbados — 0.1% |
||||||||
Barbados Government International Bond |
||||||||
6.500%, 10/01/2029 |
1,200 | 1,162 | ||||||
Benin — 0.1% |
||||||||
Benin Government International Bond |
||||||||
8.375%, 01/23/2041(A) |
602 | 577 | ||||||
6.875%, 01/19/2052 |
EUR | 615 | 545 | |||||
| 1,122 | ||||||||
Bermuda — 0.1% |
||||||||
Bermuda Government International Bond |
||||||||
4.750%, 02/15/2029 |
$ | 1,374 | 1,354 | |||||
2.375%, 08/20/2030 |
306 | 265 | ||||||
| 1,619 | ||||||||
Bolivia — 0.1% |
||||||||
Bolivian Government International Bond |
||||||||
4.500%, 03/20/2028 |
1,783 | 1,128 | ||||||
Brazil — 3.3% |
||||||||
Braskem Netherlands Finance BV |
||||||||
8.500%, 01/12/2031 |
320 | 323 | ||||||
Brazil Notas do Tesouro Nacional, Ser B |
||||||||
6.000%, 05/15/2045 |
BRL | 2,124 | 1,339 | |||||
6.000%, 08/15/2050 |
1,748 | 1,094 | ||||||
Brazil Notas do Tesouro Nacional, Ser F |
||||||||
10.000%, 01/01/2027 |
37,154 | 5,863 | ||||||
10.000%, 01/01/2029 |
66,243 | 9,738 | ||||||
10.000%, 01/01/2031 |
58,290 | 8,046 | ||||||
Brazil Notas do Tesouro Nacional Serie B |
||||||||
6.000%, 05/15/2035 |
390 | 258 | ||||||
Brazil Notas do Tesouro Nacional Serie F |
||||||||
10.000%, 01/01/2033 |
56,081 | 7,415 | ||||||
10.000%, 01/01/2035 |
26,271 | 3,352 | ||||||
Brazilian Government International Bond |
||||||||
7.125%, 05/13/2054 |
$ | 3,133 | 3,027 | |||||
6.625%, 03/15/2035 |
6,831 | 6,770 | ||||||
5.625%, 02/21/2047 |
840 | 686 | ||||||
5.000%, 01/27/2045 |
200 | 153 | ||||||
4.750%, 01/14/2050 |
2,900 | 2,051 | ||||||
MC Brazil Downstream Trading SARL |
||||||||
7.250%, 06/30/2031(A) |
1,236 | 1,048 | ||||||
7.250%, 06/30/2031 |
387 | 327 | ||||||
MV24 Capital BV |
||||||||
6.748%, 06/01/2034 |
2,262 | 2,183 | ||||||
286
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Oceanica Lux |
||||||||
13.000%, 10/02/2029(A) |
$ | 483 | $ | 464 | ||||
Yinson Boronia Production BV |
||||||||
8.947%, 07/31/2042 |
1,586 | 1,689 | ||||||
| 55,826 | ||||||||
Cameroon — 0.1% |
||||||||
Cameroon International Bond |
||||||||
5.950%, 07/07/2032 |
EUR | 2,233 | 1,889 | |||||
Republic of Cameroon International Bond |
||||||||
9.500%, 07/31/2031 |
$ | 331 | 316 | |||||
| 2,205 | ||||||||
Canada — 0.0% |
||||||||
Polaris Renewable Energy |
||||||||
9.500%, 12/03/2029 |
500 | 511 | ||||||
Cayman Islands — 0.1% |
||||||||
Neon Capital MTN |
||||||||
1.998%, 01/06/2028(C) |
JPY | 171,539 | 1,087 | |||||
Chile — 1.4% |
||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||
7.000%, 05/01/2034(A) |
CLP | 16,535 | 19 | |||||
6.000%, 04/01/2033(A) |
1,050,000 | 1,101 | ||||||
5.000%, 10/01/2028(A) |
1,800,000 | 1,837 | ||||||
4.700%, 09/01/2030(A) |
1,450,000 | 1,433 | ||||||
Chile Electricity Lux Mpc II SARL |
||||||||
5.580%, 10/20/2035(A) |
$ | 700 | 694 | |||||
Chile Electricity Lux MPC Sarl |
||||||||
6.010%, 01/20/2033 |
1,070 | 1,093 | ||||||
Chile Government International Bond |
||||||||
4.950%, 01/05/2036 |
5,271 | 5,101 | ||||||
3.500%, 01/25/2050 |
610 | 435 | ||||||
3.250%, 09/21/2071 |
574 | 350 | ||||||
3.100%, 05/07/2041 |
1,697 | 1,251 | ||||||
Empresa de los Ferrocarriles del Estado |
||||||||
3.830%, 09/14/2061 |
500 | 328 | ||||||
3.068%, 08/18/2050 |
300 | 180 | ||||||
Empresa Nacional del Petroleo |
||||||||
6.150%, 05/10/2033 |
2,100 | 2,135 | ||||||
6.150%, 05/10/2033(A) |
218 | 222 | ||||||
5.950%, 07/30/2034(A) |
395 | 398 | ||||||
Nacional del Cobre de Chile |
||||||||
6.780%, 01/13/2055(A) |
1,755 | 1,833 | ||||||
6.440%, 01/26/2036(A) |
579 | 602 | ||||||
6.300%, 09/08/2053(A) |
298 | 299 | ||||||
5.950%, 01/08/2034 |
3,424 | 3,474 | ||||||
5.950%, 01/08/2034(A) |
521 | 529 | ||||||
3.700%, 01/30/2050(A) |
219 | 151 | ||||||
| 23,465 | ||||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
China — 0.3% |
||||||||
China Government International Bond |
||||||||
4.125%, 11/20/2027(A) |
$ | 5,035 | $ | 5,091 | ||||
0.550%, 10/21/2025 |
728 | 711 | ||||||
| 5,802 | ||||||||
Colombia — 5.1% |
||||||||
AL Candelaria -spain |
||||||||
5.750%, 06/15/2033 |
1,880 | 1,607 | ||||||
Colombia Government International Bond |
||||||||
9.850%, 06/28/2027 |
COP | 7,914,000 | 1,871 | |||||
9.850%, 06/28/2027 |
994,000 | 235 | ||||||
8.750%, 11/14/2053 |
$ | 5,364 | 5,529 | |||||
6.125%, 01/18/2041 |
1,131 | 943 | ||||||
5.625%, 02/26/2044 |
4,555 | 3,463 | ||||||
5.200%, 05/15/2049 |
1,200 | 832 | ||||||
5.000%, 06/15/2045 |
8,318 | 5,789 | ||||||
4.125%, 02/22/2042 |
4,808 | 3,129 | ||||||
Colombian TES |
||||||||
13.250%, 02/09/2033 |
COP | 15,503,700 | 4,130 | |||||
11.500%, 07/25/2046 |
32,671,200 | 7,397 | ||||||
9.250%, 05/28/2042 |
25,537,900 | 4,950 | ||||||
7.750%, 09/18/2030 |
14,954,300 | 3,193 | ||||||
7.250%, 10/18/2034 |
56,789,100 | 10,469 | ||||||
7.250%, 10/26/2050 |
25,983,900 | 3,861 | ||||||
7.000%, 03/26/2031 |
28,541,700 | 5,751 | ||||||
7.000%, 06/30/2032 |
6,897,500 | 1,334 | ||||||
6.250%, 07/09/2036 |
25,025,400 | 4,033 | ||||||
6.000%, 04/28/2028 |
39,059,000 | 8,482 | ||||||
5.750%, 11/03/2027 |
14,326,200 | 3,170 | ||||||
Ecopetrol |
||||||||
7.750%, 02/01/2032 |
$ | 4,410 | 4,372 | |||||
EnfraGen Energia Sur |
||||||||
5.375%, 12/30/2030 |
840 | 736 | ||||||
PA Autopista Rio Magalena |
||||||||
6.050%, 06/15/2036 |
COP | 3,448,381 | 697 | |||||
| 85,973 | ||||||||
Costa Rica — 0.6% |
||||||||
Costa Rica Government International Bond |
||||||||
7.300%, 11/13/2054(A) |
$ | 1,597 | 1,678 | |||||
7.158%, 03/12/2045 |
3,200 | 3,339 | ||||||
7.000%, 04/04/2044 |
820 | 843 | ||||||
7.000%, 04/04/2044 |
250 | 257 | ||||||
6.550%, 04/03/2034 |
3,051 | 3,147 | ||||||
Instituto Costarricense de Electricidad |
||||||||
6.375%, 05/15/2043 |
700 | 628 | ||||||
| 9,892 | ||||||||
Côte d'Ivoire — 0.4% |
||||||||
Côte d'Ivoire Government International Bond |
||||||||
8.250%, 01/30/2037 |
1,357 | 1,319 | ||||||
8.250%, 01/30/2037(A) |
1,278 | 1,242 | ||||||
6.625%, 03/22/2048 |
EUR | 3,158 | 2,680 | |||||
SEI Institutional Investments Trust
287
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
6.625%, 03/22/2048 |
EUR | 883 | $ | 749 | ||||
| 5,990 | ||||||||
Czechia — 0.9% |
||||||||
Czechia Government Bond |
||||||||
5.500%, 12/12/2028 |
CZK | 28,220 | 1,250 | |||||
4.900%, 04/14/2034 |
105,000 | 4,653 | ||||||
2.750%, 07/23/2029 |
29,610 | 1,187 | ||||||
2.000%, 10/13/2033 |
81,180 | 2,890 | ||||||
1.950%, 07/30/2037 |
7,800 | 254 | ||||||
1.500%, 04/24/2040 |
8,730 | 252 | ||||||
1.200%, 03/13/2031 |
74,590 | 2,671 | ||||||
0.950%, 05/15/2030 |
39,870 | 1,441 | ||||||
0.050%, 11/29/2029 |
15,750 | 553 | ||||||
| 15,151 | ||||||||
Dominican Republic — 2.3% |
||||||||
Dominican Republic Central Bank Notes |
||||||||
13.000%, 12/05/2025 |
DOP | 508,980 | 8,246 | |||||
13.000%, 12/05/2025(A) |
371,950 | 6,037 | ||||||
9.000%, 12/11/2026 |
15,250 | 237 | ||||||
Dominican Republic International Bond |
||||||||
11.250%, 09/15/2035 |
8,000 | 137 | ||||||
10.750%, 06/01/2036(A) |
72,000 | 1,201 | ||||||
10.750%, 06/01/2036 |
34,600 | 577 | ||||||
7.150%, 02/24/2055(A) |
$ | 914 | 943 | |||||
7.050%, 02/03/2031 |
7,467 | 7,769 | ||||||
6.950%, 03/15/2037(A) |
3,327 | 3,419 | ||||||
6.000%, 02/22/2033 |
903 | 885 | ||||||
5.875%, 01/30/2060 |
969 | 854 | ||||||
5.500%, 02/22/2029 |
1,116 | 1,096 | ||||||
5.300%, 01/21/2041 |
8,750 | 7,569 | ||||||
| 38,970 | ||||||||
Ecuador — 1.0% |
||||||||
Ecuador Government International Bond |
||||||||
8.600%, 07/31/2030 |
2,585 | 1,361 | ||||||
7.442%, 07/31/2030(A) |
159 | 84 | ||||||
6.900%, 07/31/2030(B) |
7,895 | 5,205 | ||||||
5.500%, 07/31/2035(A)(B) |
1,424 | 766 | ||||||
5.500%, 07/31/2035(B) |
13,308 | 7,154 | ||||||
5.000%, 07/31/2040(B) |
1,880 | 919 | ||||||
5.000%, 07/31/2040(A)(B) |
1,127 | 551 | ||||||
| 16,040 | ||||||||
Egypt — 2.3% |
||||||||
Egypt Government Bond |
||||||||
25.318%, 08/13/2027 |
EGP | 353,091 | 7,099 | |||||
14.664%, 10/06/2030 |
7,247 | 103 | ||||||
Egypt Government International Bond |
||||||||
8.875%, 05/29/2050 |
$ | 3,555 | 2,889 | |||||
8.700%, 03/01/2049 |
6,800 | 5,466 | ||||||
8.700%, 03/01/2049(A) |
254 | 204 | ||||||
8.625%, 02/04/2030(A) |
3,161 | 3,138 | ||||||
8.500%, 01/31/2047 |
10,892 | 8,647 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Egypt Government International Bond MTN |
||||||||
6.375%, 04/11/2031 |
EUR | 2,680 | $ | 2,484 | ||||
5.625%, 04/16/2030 |
1,081 | 990 | ||||||
Egypt Treasury Bills |
||||||||
29.502%, 03/18/2025(F) |
EGP | 108,900 | 2,118 | |||||
26.658%, 03/04/2025(F) |
9,125 | 179 | ||||||
26.620%, 08/05/2025(F) |
181,750 | 3,206 | ||||||
26.434%, 07/08/2025(F) |
22,700 | 407 | ||||||
26.235%, 07/15/2025(F) |
40,800 | 729 | ||||||
26.187%, 06/10/2025(F) |
40,775 | 745 | ||||||
26.038%, 06/03/2025(F) |
40,800 | 749 | ||||||
26.025%, 04/29/2025(F) |
8,150 | 154 | ||||||
| 39,307 | ||||||||
El Salvador — 0.4% |
||||||||
El Salvador Government International Bond |
||||||||
9.650%, 11/21/2054 |
$ | 3,229 | 3,430 | |||||
7.625%, 02/01/2041 |
150 | 140 | ||||||
7.125%, 01/20/2050 |
3,350 | 2,834 | ||||||
| 6,404 | ||||||||
Ethiopia — 0.1% |
||||||||
Ethiopia International Bond |
||||||||
6.625%, 12/11/2024 |
2,111 | 1,815 | ||||||
Federal Democratic Republic of Ethiopia |
||||||||
6.625%, 12/11/2024(A) |
545 | 469 | ||||||
| 2,284 | ||||||||
Gabon — 0.2% |
||||||||
Gabon Blue Bond Master Trust Series 2 |
||||||||
6.097%, 08/01/2038 |
1,400 | 1,411 | ||||||
Gabon Government International Bond |
||||||||
7.000%, 11/24/2031 |
2,474 | 1,996 | ||||||
7.000%, 11/24/2031(A) |
293 | 236 | ||||||
| 3,643 | ||||||||
Georgia — 0.1% |
||||||||
Georgia Government International Bond |
||||||||
2.750%, 04/22/2026 |
2,240 | 2,135 | ||||||
Ghana — 0.7% |
||||||||
Ghana Government International Bond |
||||||||
5.030%, 01/03/2030(A) |
317 | 247 | ||||||
5.000%, 07/03/2029(B) |
3,336 | 2,962 | ||||||
5.000%, 07/03/2029(A)(B) |
2,904 | 2,582 | ||||||
5.000%, 07/03/2035(A)(B) |
3,292 | 2,442 | ||||||
5.000%, 07/03/2035(B) |
3,700 | 2,726 | ||||||
4.780%, 07/03/2026(A) |
227 | 212 | ||||||
4.414%, 07/03/2026 |
251 | 235 | ||||||
| 11,406 | ||||||||
Guatemala — 0.7% |
||||||||
Guatemala Government Bond |
||||||||
6.600%, 06/13/2036(A) |
1,405 | 1,415 | ||||||
6.600%, 06/13/2036 |
5,494 | 5,534 | ||||||
6.550%, 02/06/2037 |
460 | 463 | ||||||
288
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
6.125%, 06/01/2050 |
$ | 3,282 | $ | 2,980 | ||||
4.500%, 05/03/2026 |
1,310 | 1,289 | ||||||
| 11,681 | ||||||||
Honduras — 0.1% |
||||||||
Honduras Government International Bond |
||||||||
8.625%, 11/27/2034(A) |
1,430 | 1,409 | ||||||
8.625%, 11/27/2034 |
386 | 380 | ||||||
5.625%, 06/24/2030 |
736 | 658 | ||||||
| 2,447 | ||||||||
Hungary — 1.7% |
||||||||
Hungary Government Bond |
||||||||
4.500%, 03/23/2028 |
HUF | 688,810 | 1,699 | |||||
3.250%, 10/22/2031 |
389,450 | 841 | ||||||
3.000%, 08/21/2030 |
602,170 | 1,328 | ||||||
3.000%, 10/27/2038 |
705,290 | 1,230 | ||||||
3.000%, 04/25/2041 |
897,740 | 1,470 | ||||||
2.000%, 05/23/2029 |
1,100,470 | 2,419 | ||||||
Hungary Government International Bond |
||||||||
6.125%, 05/22/2028(A) |
$ | 1,228 | 1,260 | |||||
6.125%, 05/22/2028 |
4,814 | 4,938 | ||||||
5.500%, 03/26/2036(A) |
1,642 | 1,604 | ||||||
5.500%, 03/26/2036 |
6,344 | 6,196 | ||||||
3.125%, 09/21/2051 |
6,298 | 3,952 | ||||||
2.125%, 09/22/2031 |
1,438 | 1,173 | ||||||
MVM Energetika Zrt |
||||||||
6.500%, 03/13/2031 |
400 | 410 | ||||||
| 28,520 | ||||||||
India — 0.4% |
||||||||
Adani Green Energy UP |
||||||||
6.700%, 03/12/2042 |
3,443 | 3,138 | ||||||
Adani Renewable Energy RJ MTN |
||||||||
4.625%, 10/15/2039 |
934 | 754 | ||||||
Export-Import Bank of India MTN |
||||||||
3.250%, 01/15/2030 |
545 | 507 | ||||||
2.250%, 01/13/2031 |
2,522 | 2,174 | ||||||
India Government Bond |
||||||||
7.300%, 06/19/2053 |
INR | 10 | – | |||||
| 6,573 | ||||||||
Indonesia — 7.3% |
||||||||
Indonesia Asahan Aluminium |
||||||||
5.800%, 05/15/2050(A) |
$ | 1,183 | 1,130 | |||||
Indonesia Government International Bond |
||||||||
5.650%, 01/11/2053 |
5,188 | 5,234 | ||||||
4.850%, 01/11/2033 |
300 | 295 | ||||||
4.650%, 09/20/2032 |
2,109 | 2,054 | ||||||
4.550%, 01/11/2028 |
2,192 | 2,185 | ||||||
4.400%, 03/10/2029 |
977 | 964 | ||||||
3.550%, 03/31/2032 |
4,947 | 4,518 | ||||||
2.850%, 02/14/2030 |
3,075 | 2,808 | ||||||
Indonesia Treasury Bond |
||||||||
9.000%, 03/15/2029 |
IDR | 34,386,000 | 2,236 | |||||
8.750%, 05/15/2031 |
16,958,000 | 1,117 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
8.375% 03/15/2034 |
IDR | 19,602,000 | $ | 1,289 | ||||
8.375%, 04/15/2039 |
56,036,000 | 3,768 | ||||||
8.250%, 05/15/2029 |
47,387,000 | 3,007 | ||||||
8.250%, 05/15/2036 |
82,941,000 | 5,463 | ||||||
7.500%, 08/15/2032 |
25,757,000 | 1,605 | ||||||
7.500%, 06/15/2035 |
5,000,000 | 312 | ||||||
7.500%, 04/15/2040 |
31,245,000 | 1,958 | ||||||
7.125%, 06/15/2038 |
139,967,000 | 8,499 | ||||||
7.125%, 08/15/2040 |
41,088,000 | 2,494 | ||||||
7.125%, 06/15/2042 |
6,817,000 | 412 | ||||||
7.125%, 06/15/2043 |
155,341,000 | 9,458 | ||||||
7.125%, 08/15/2045 |
30,157,000 | 1,837 | ||||||
7.000%, 09/15/2030 |
78,850,000 | 4,781 | ||||||
7.000%, 02/15/2033 |
82,718,000 | 4,996 | ||||||
6.875%, 04/15/2029 |
196,354,000 | 11,901 | ||||||
6.875%, 08/15/2051 |
35,626,000 | 2,092 | ||||||
6.875%, 07/15/2054 |
676,000 | 40 | ||||||
6.750%, 07/15/2035 |
281,505,000 | 16,745 | ||||||
6.625%, 02/15/2034 |
77,756,000 | 4,603 | ||||||
6.500%, 07/15/2030 |
80,000,000 | 4,760 | ||||||
6.500%, 02/15/2031 |
40,160,000 | 2,390 | ||||||
6.375%, 08/15/2028 |
73,146,000 | 4,373 | ||||||
6.375%, 04/15/2032 |
19,045,000 | 1,115 | ||||||
6.375%, 07/15/2037 |
2,200,000 | 125 | ||||||
Minejesa Capital BV |
||||||||
5.625%, 08/10/2037 |
$ | 1,398 | 1,335 | |||||
| 121,899 | ||||||||
Iraq — 0.6% |
||||||||
Iraq Government International Bond |
||||||||
5.800%, 01/15/2028 |
6,269 | 6,160 | ||||||
Iraq International Bond |
||||||||
5.800%, 01/15/2028 |
4,389 | 4,313 | ||||||
| 10,473 | ||||||||
Israel — 0.3% |
||||||||
Israel Electric |
||||||||
8.100%, 12/15/2096 |
2,000 | 2,545 | ||||||
Israel Government International Bond |
||||||||
5.750%, 03/12/2054 |
486 | 458 | ||||||
Leviathan Bond |
||||||||
6.750%, 06/30/2030(A) |
370 | 361 | ||||||
State of Israel |
||||||||
3.800%, 05/13/2060 |
2,590 | 1,726 | ||||||
| 5,090 | ||||||||
Jamaica — 0.3% |
||||||||
Jamaica Government International Bond |
||||||||
9.625%, 11/03/2030 |
JMD | 525,500 | 3,468 | |||||
Kingston Airport Revenue Finance |
||||||||
6.750%, 12/15/2036(A) |
$ | 1,344 | 1,347 | |||||
TransJamican Highway |
||||||||
5.750%, 10/10/2036 |
747 | 690 | ||||||
| 5,505 | ||||||||
SEI Institutional Investments Trust
289
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Jordan — 0.5% |
||||||||
Jordan Government International Bond |
||||||||
7.500%, 01/13/2029(A) |
$ | 1,954 | $ | 1,966 | ||||
7.500%, 01/13/2029 |
1,230 | 1,240 | ||||||
7.375%, 10/10/2047 |
5,112 | 4,551 | ||||||
| 7,757 | ||||||||
Kazakhstan — 0.4% |
||||||||
Development Bank of Kazakhstan JSC (A) |
||||||||
5.500%, 04/15/2027 |
549 | 552 | ||||||
5.250%, 10/23/2029 |
748 | 743 | ||||||
KazMunayGas National JSC |
||||||||
6.375%, 10/24/2048 |
1,411 | 1,333 | ||||||
6.375%, 10/24/2048(A) |
557 | 526 | ||||||
5.750%, 04/19/2047(A) |
693 | 609 | ||||||
5.750%, 04/19/2047 |
489 | 430 | ||||||
KazMunayGas National JSC MTN |
||||||||
5.375%, 04/24/2030 |
360 | 356 | ||||||
QazaqGaz NC JSC |
||||||||
4.375%, 09/26/2027 |
634 | 610 | ||||||
4.375%, 09/26/2027(A) |
533 | 513 | ||||||
Tengizchevroil Finance International |
||||||||
3.250%, 08/15/2030(A) |
630 | 548 | ||||||
3.250%, 08/15/2030 |
200 | 174 | ||||||
| 6,394 | ||||||||
Kenya — 0.7% |
||||||||
Kenya Government International Bond |
||||||||
8.250%, 02/28/2048 |
5,044 | 4,226 | ||||||
Republic of Kenya Government International Bond |
||||||||
9.750%, 02/16/2031(A) |
2,404 | 2,431 | ||||||
9.750%, 02/16/2031 |
850 | 859 | ||||||
9.500%, 03/05/2036(A) |
3,637 | 3,521 | ||||||
| 11,037 | ||||||||
Latvia — 0.1% |
||||||||
Latvia Government International Bond MTN |
||||||||
5.125%, 07/30/2034 |
950 | 940 | ||||||
Lebanon — 0.4% |
||||||||
Lebanon Government International Bond |
||||||||
8.250%, 05/17/2034(G) |
8,218 | 1,551 | ||||||
Lebanon Government International Bond MTN |
||||||||
8.250%, 04/12/2049(G) |
6,521 | 1,231 | ||||||
6.400%, 05/26/2023(G) |
2,645 | 493 | ||||||
6.375%, 12/31/2023(G) |
3,638 | 687 | ||||||
6.250%, 05/27/2022(G) |
409 | 77 | ||||||
6.150%, 12/31/2023(G) |
4,039 | 763 | ||||||
5.800%, 04/14/2023(G) |
6,282 | 1,186 | ||||||
| 5,988 | ||||||||
Malaysia — 5.3% |
||||||||
Khazanah Global Sukuk MTN |
||||||||
4.687%, 06/01/2028 |
1,325 | 1,322 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Malaysia Government Bond |
||||||||
5.248% 09/15/2028 |
MYR | 1,204 | $ | 285 | ||||
4.893%, 06/08/2038 |
42,231 | 10,385 | ||||||
4.696%, 10/15/2042 |
4,491 | 1,091 | ||||||
4.642%, 11/07/2033 |
18,220 | 4,335 | ||||||
4.504%, 04/30/2029 |
1,300 | 302 | ||||||
4.498% 04/15/2030 |
12,700 | 2,957 | ||||||
4.457%, 03/31/2053 |
3,389 | 793 | ||||||
4.065%, 06/15/2050 |
15,006 | 3,319 | ||||||
4.054%, 04/18/2039 |
4,623 | 1,045 | ||||||
3.955% 09/15/2025 |
24,246 | 5,455 | ||||||
3.906%, 07/15/2026 |
12,507 | 2,823 | ||||||
3.900% 11/30/2026 |
5,756 | 1,302 | ||||||
3.899%, 11/16/2027 |
2,065 | 468 | ||||||
3.885%, 08/15/2029 |
16,004 | 3,625 | ||||||
3.882%, 03/14/2025 |
44,727 | 10,025 | ||||||
3.828%, 07/05/2034 |
29,623 | 6,650 | ||||||
3.757%, 05/22/2040 |
18,217 | 3,980 | ||||||
3.733%, 06/15/2028 |
17,885 | 4,030 | ||||||
3.582%, 07/15/2032 |
27,792 | 6,157 | ||||||
3.519%, 04/20/2028 |
3,101 | 695 | ||||||
3.502% 05/31/2027 |
14,471 | 3,247 | ||||||
2.632%, 04/15/2031 |
29,405 | 6,188 | ||||||
Malaysia Government Investment Issue |
||||||||
4.369%, 10/31/2028 |
2,000 | 460 | ||||||
4.119%, 11/30/2034 |
5,418 | 1,245 | ||||||
Petronas Capital MTN |
||||||||
3.500%, 04/21/2030 |
$ | 1,087 | 1,024 | |||||
3.404%, 04/28/2061 |
5,664 | 3,868 | ||||||
2.480%, 01/28/2032 |
2,332 | 1,994 | ||||||
| 89,070 | ||||||||
Mexico — 7.5% |
||||||||
Braskem Idesa SAPI |
||||||||
6.990%, 02/20/2032 |
1,050 | 816 | ||||||
Cemex (H) |
||||||||
9.125%, H15T5Y + 5.157% (A)(C) |
774 | 792 | ||||||
9.125%, H15T5Y + 5.157% (C) |
360 | 368 | ||||||
Comision Federal de Electricidad |
||||||||
4.750%, 02/23/2027(A) |
6 | 6 | ||||||
Mexican Bonos |
||||||||
8.500%, 03/02/2028 |
MXN | 285,000 | 13,644 | |||||
8.500%, 03/01/2029 |
64,981 | 3,095 | ||||||
8.500%, 02/28/2030 |
230,000 | 10,858 | ||||||
8.500% 11/18/2038 |
115,308 | 5,107 | ||||||
8.000%, 05/24/2035 |
16,500 | 725 | ||||||
8.000%, 11/07/2047 |
139,941 | 5,597 | ||||||
8.000%, 07/31/2053 |
85,843 | 3,384 | ||||||
7.750% 05/29/2031 |
98,052 | 4,424 | ||||||
7.750% 11/23/2034 |
101,399 | 4,400 | ||||||
7.750% 11/13/2042 |
346,773 | 13,803 | ||||||
7.500% 06/03/2027 |
171,168 | 8,103 | ||||||
7.500%, 05/26/2033 |
100,833 | 4,371 | ||||||
290
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Mexico Government International Bond |
||||||||
7.375%, 05/13/2055 |
$ | 2,960 | $ | 3,086 | ||||
Mexico Government International Bond MTN |
||||||||
5.625%, 03/19/2114 |
GBP | 10,400 | 9,112 | |||||
Petroleos Mexicanos |
||||||||
7.690%, 01/23/2050 |
$ | 21,367 | 16,199 | |||||
6.625%, 06/15/2035 |
2,145 | 1,724 | ||||||
6.375%, 01/23/2045 |
3,883 | 2,641 | ||||||
Petroleos Mexicanos MTN |
||||||||
6.750%, 09/21/2047 |
12,195 | 8,457 | ||||||
Poinsettia Finance |
||||||||
6.625%, 06/17/2031 |
4,826 | 4,367 | ||||||
| 125,079 | ||||||||
Mongolia — 0.2% |
||||||||
Development Bank of Mongolia LLC |
||||||||
11.000%, 03/07/2026 |
1,200 | 1,236 | ||||||
Mongolia Government International Bond |
||||||||
8.650%, 01/19/2028(A) |
500 | 528 | ||||||
8.650%, 01/19/2028 |
368 | 388 | ||||||
6.625%, 02/25/2030(A) |
317 | 314 | ||||||
| 2,466 | ||||||||
Montenegro — 0.0% |
||||||||
Montenegro Government International Bond |
||||||||
7.250%, 03/12/2031 |
500 | 520 | ||||||
Morocco — 0.2% |
||||||||
Morocco Government International Bond |
||||||||
6.500%, 09/08/2033 |
531 | 554 | ||||||
4.000%, 12/15/2050 |
1,000 | 687 | ||||||
3.000%, 12/15/2032 |
204 | 170 | ||||||
OCP |
||||||||
7.500%, 05/02/2054(A) |
2,239 | 2,304 | ||||||
| 3,715 | ||||||||
Mozambique — 0.1% |
||||||||
Mozambique International Bond |
||||||||
9.000%, 09/15/2031(B) |
1,601 | 1,297 | ||||||
Nigeria — 2.2% |
||||||||
Nigeria Government International Bond |
||||||||
10.375%, 12/09/2034(A) |
996 | 1,039 | ||||||
9.625%, 06/09/2031 |
2,015 | 2,059 | ||||||
9.625%, 06/09/2031(A) |
671 | 686 | ||||||
8.747%, 01/21/2031 |
1,496 | 1,487 | ||||||
7.625%, 11/21/2025 |
4,091 | 4,112 | ||||||
Nigeria Government International Bond MTN |
||||||||
8.250%, 09/28/2051 |
3,800 | 3,182 | ||||||
7.375%, 09/28/2033 |
4,151 | 3,673 | ||||||
6.125%, 09/28/2028 |
1,913 | 1,791 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Nigeria OMO Bills |
||||||||
30.330%, 05/27/2025(F) |
NGN | 2,835,666 | $ | 1,790 | ||||
29.384%, 09/30/2025(F) |
4,236,924 | 2,501 | ||||||
27.273%, 01/06/2026(F) |
1,520,202 | 849 | ||||||
26.934%, 05/20/2025(F) |
6,505,417 | 4,125 | ||||||
26.727%, 12/02/2025(F) |
4,531,685 | 2,586 | ||||||
26.681%, 12/09/2025(F) |
4,900,000 | 2,771 | ||||||
24.810%, 02/23/2026(F) |
3,200,000 | 1,743 | ||||||
Nigeria Treasury Bills |
||||||||
24.355%, 03/27/2025(F) |
2,549,240 | 1,671 | ||||||
23.596%, 03/06/2025(F) |
445,888 | 295 | ||||||
| 36,360 | ||||||||
North Macedonia — 0.4% |
||||||||
North Macedonia Government International Bond |
||||||||
3.675%, 06/03/2026 |
EUR | 4,815 | 4,997 | |||||
1.625%, 03/10/2028 |
2,000 | 1,931 | ||||||
| 6,928 | ||||||||
Oman — 1.1% |
||||||||
EDO Sukuk |
||||||||
5.662%, 07/03/2031(A) |
$ | 1,436 | 1,440 | |||||
Mazoon Assets SAOC |
||||||||
5.250%, 10/09/2031(A) |
1,101 | 1,078 | ||||||
5.250%, 10/09/2031 |
365 | 357 | ||||||
Oman Government International Bond |
||||||||
7.000%, 01/25/2051 |
2,002 | 2,150 | ||||||
6.750%, 10/28/2027 |
4,558 | 4,732 | ||||||
6.750%, 01/17/2048 |
7,899 | 8,244 | ||||||
6.500%, 03/08/2047 |
897 | 919 | ||||||
| 18,920 | ||||||||
Pakistan — 0.3% |
||||||||
Pakistan Government International Bond |
||||||||
6.875%, 12/05/2027 |
2,936 | 2,730 | ||||||
Pakistan Government International Bond MTN |
||||||||
8.875%, 04/08/2051 |
2,400 | 1,957 | ||||||
6.000%, 04/08/2026 |
833 | 803 | ||||||
| 5,490 | ||||||||
Panama — 0.9% |
||||||||
Panama Government International Bond |
||||||||
8.125%, 04/28/2034 |
699 | 735 | ||||||
8.000%, 03/01/2038 |
3,355 | 3,503 | ||||||
6.400%, 02/14/2035 |
1,102 | 1,041 | ||||||
4.500%, 04/16/2050 |
5,269 | 3,430 | ||||||
4.500%, 04/01/2056 |
4,053 | 2,548 | ||||||
4.500%, 01/19/2063 |
1,071 | 662 | ||||||
2.252%, 09/29/2032 |
5,383 | 3,920 | ||||||
| 15,839 | ||||||||
Paraguay — 0.4% |
||||||||
Paraguay Government International Bond |
||||||||
7.900%, 02/09/2031 |
PYG | 17,939,000 | 2,267 | |||||
SEI Institutional Investments Trust
291
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
7.900%, 02/09/2031(A) |
PYG | 22,253,000 | $ | 2,812 | ||||
6.650%, 03/04/2055(A) |
$ | 1,546 | 1,565 | |||||
4.950%, 04/28/2031 |
809 | 789 | ||||||
| 7,433 | ||||||||
Peru — 3.2% |
||||||||
Peru Government Bond |
||||||||
7.600%, 08/12/2039(A) |
PEN | 16,500 | 4,731 | |||||
7.300%, 08/12/2033(A) |
14,470 | 4,224 | ||||||
6.150%, 08/12/2032 |
26,000 | 7,220 | ||||||
5.400%, 08/12/2034 |
55,357 | 13,952 | ||||||
5.350%, 08/12/2040 |
959 | 220 | ||||||
Peru LNG Srl |
||||||||
5.375%, 03/22/2030 |
$ | 1,558 | 1,459 | |||||
Peruvian Government International Bond |
||||||||
7.600%, 08/12/2039(A) |
PEN | 1,500 | 431 | |||||
6.900%, 08/12/2037 |
1,157 | 316 | ||||||
6.850%, 02/12/2042 |
882 | 238 | ||||||
5.940%, 02/12/2029 |
9,751 | 2,774 | ||||||
5.875%, 08/08/2054 |
$ | 3,626 | 3,562 | |||||
5.400%, 08/12/2034 |
PEN | 1,738 | 439 | |||||
5.375%, 02/08/2035 |
$ | 2,280 | 2,237 | |||||
3.600%, 01/15/2072 |
1,000 | 631 | ||||||
2.783%, 01/23/2031 |
2,439 | 2,125 | ||||||
Petroleos del Peru |
||||||||
5.625%, 06/19/2047(A) |
1,069 | 701 | ||||||
5.625%, 06/19/2047 |
13,474 | 8,830 | ||||||
| 54,090 | ||||||||
Philippines — 1.1% |
||||||||
Philippine Government Bond |
||||||||
6.250%, 01/25/2034 |
PHP | 240,000 | 4,142 | |||||
Philippine Government International Bond |
||||||||
5.170%, 10/13/2027 |
$ | 3,765 | 3,817 | |||||
3.200%, 07/06/2046 |
1,300 | 920 | ||||||
2.650%, 12/10/2045 |
5,546 | 3,594 | ||||||
1.950%, 01/06/2032 |
7,041 | 5,813 | ||||||
1.750%, 04/28/2041 |
EUR | 386 | 291 | |||||
| 18,577 | ||||||||
Poland — 3.2% |
||||||||
ORLEN |
||||||||
6.000%, 01/30/2035(A) |
$ | 643 | 654 | |||||
Republic of Poland Government Bond |
||||||||
7.500%, 07/25/2028 |
PLN | 40,000 | 10,684 | |||||
2.500%, 07/25/2027 |
7,250 | 1,706 | ||||||
1.750%, 04/25/2032 |
50,000 | 9,735 | ||||||
1.250%, 10/25/2030 |
15,000 | 3,000 | ||||||
Republic of Poland Government International Bond |
||||||||
5.500%, 04/04/2053 |
$ | 350 | 336 | |||||
5.500%, 03/18/2054 |
7,509 | 7,190 | ||||||
5.375%, 02/12/2035 |
9,015 | 9,102 | ||||||
5.125%, 09/18/2034 |
6,750 | 6,686 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
4.875%, 02/12/2030 |
$ | 4,177 | $ | 4,202 | ||||
| 53,295 | ||||||||
Qatar — 0.8% |
||||||||
Qatar Government International Bond |
||||||||
4.875%, 02/27/2035(A) |
2,016 | 2,039 | ||||||
4.500%, 02/27/2028(A) |
1,280 | 1,282 | ||||||
4.500%, 04/23/2028 |
6,129 | 6,139 | ||||||
Qatar Government International Bond MTN |
||||||||
4.750%, 05/29/2034(A) |
2,004 | 2,019 | ||||||
4.750%, 05/29/2034 |
1,499 | 1,511 | ||||||
4.625%, 05/29/2029(A) |
1,137 | 1,143 | ||||||
| 14,133 | ||||||||
Romania — 2.5% |
||||||||
Romania Government Bond |
||||||||
8.000%, 04/29/2030 |
RON | 38,000 | 8,182 | |||||
6.300%, 04/25/2029 |
20,000 | 4,037 | ||||||
5.000%, 02/12/2029 |
7,300 | 1,414 | ||||||
4.850%, 07/25/2029 |
1,700 | 324 | ||||||
4.750%, 10/11/2034 |
6,300 | 1,085 | ||||||
Romania Government International Bond |
||||||||
3.000%, 02/14/2031 |
$ | 5,488 | 4,601 | |||||
Romanian Government International Bond |
||||||||
7.500%, 02/10/2037(A) |
4,200 | 4,320 | ||||||
6.375%, 01/30/2034 |
3,300 | 3,207 | ||||||
6.250%, 09/10/2034(A) |
EUR | 1,100 | 1,156 | |||||
5.750%, 03/24/2035 |
$ | 1,652 | 1,508 | |||||
4.000%, 02/14/2051 |
9,026 | 5,783 | ||||||
Romanian Government International Bond MTN |
||||||||
7.625%, 01/17/2053 |
2,040 | 2,082 | ||||||
5.625%, 02/22/2036 |
EUR | 400 | 398 | |||||
3.750%, 02/07/2034 |
4,575 | 4,052 | ||||||
| 42,149 | ||||||||
Russia — 0.4% |
||||||||
Serbia International Bond |
||||||||
6.000%, 06/12/2034(A) |
$ | 2,332 | 2,341 | |||||
6.000%, 06/12/2034 |
1,600 | 1,602 | ||||||
Serbia Treasury Bonds |
||||||||
7.000%, 10/26/2031 |
RSD | 30,620 | 307 | |||||
5.250%, 07/27/2035 |
260,050 | 2,325 | ||||||
Telecommunications co Telekom Srbija AD Belgrade |
||||||||
7.000%, 10/28/2029(A) |
$ | 291 | 291 | |||||
Vnesheconombank Via VEB Finance |
||||||||
6.800%, 11/22/2025(A) |
600 | 30 | ||||||
6.800%, 11/22/2025(I) |
240 | 8 | ||||||
| 6,904 | ||||||||
Rwanda — 0.1% |
||||||||
Rwanda International Government Bond |
||||||||
5.500%, 08/09/2031 |
1,110 | 872 | ||||||
292
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Saudi Arabia — 1.9% |
||||||||
Acwa Power Management And Investments One |
||||||||
5.950%, 12/15/2039 |
$ | 2,017 | $ | 1,984 | ||||
Ma'aden Sukuk |
||||||||
5.250%, 02/13/2030(A) |
3,150 | 3,158 | ||||||
Saudi Arabian Oil MTN |
||||||||
5.875%, 07/17/2064(A) |
3,903 | 3,740 | ||||||
Saudi Government International Bond |
||||||||
5.625%, 01/13/2035(A) |
1,750 | 1,793 | ||||||
Saudi Government International Bond MTN |
||||||||
5.750%, 01/16/2054 |
6,780 | 6,603 | ||||||
5.000%, 01/18/2053 |
2,300 | 2,017 | ||||||
4.750%, 01/16/2030(A) |
7,941 | 7,897 | ||||||
4.625%, 10/04/2047 |
5,539 | 4,690 | ||||||
3.750%, 01/21/2055 |
900 | 627 | ||||||
| 32,509 | ||||||||
Senegal — 0.2% |
||||||||
Senegal Government International Bond |
||||||||
6.750%, 03/13/2048 |
2,603 | 1,744 | ||||||
6.250%, 05/23/2033 |
842 | 658 | ||||||
5.375%, 06/08/2037 |
EUR | 560 | 404 | |||||
| 2,806 | ||||||||
Serbia — 0.1% |
||||||||
Serbia International Bond |
||||||||
1.650%, 03/03/2033 |
814 | 686 | ||||||
Serbia International Bond MTN |
||||||||
2.050%, 09/23/2036 |
2,126 | 1,693 | ||||||
| 2,379 | ||||||||
South Africa — 6.6% |
||||||||
Eskom Holdings SOC Ltd MTN |
||||||||
7.500%, 09/15/2033 |
ZAR | 52,000 | 2,232 | |||||
Republic of South Africa Government Bond |
||||||||
11.625%, 03/31/2053 |
32,423 | 1,790 | ||||||
9.000%, 01/31/2040 |
283,906 | 12,793 | ||||||
8.875% 02/28/2035 |
160,798 | 7,777 | ||||||
8.750% 01/31/2044 |
359,776 | 15,412 | ||||||
8.750% 02/28/2048 |
278,765 | 11,838 | ||||||
8.500% 01/31/2037 |
293,905 | 13,260 | ||||||
8.250% 03/31/2032 |
144,175 | 7,139 | ||||||
8.000%, 01/31/2030 |
211,177 | 10,863 | ||||||
7.000% 02/28/2031 |
43,300 | 2,065 | ||||||
6.500% 02/28/2041 |
61,942 | 2,181 | ||||||
6.250% 03/31/2036 |
103,327 | 3,961 | ||||||
Republic of South Africa Government International Bond |
||||||||
5.750%, 09/30/2049 |
$ | 17,485 | 13,313 | |||||
4.300%, 10/12/2028 |
4,409 | 4,160 | ||||||
Transnet SOC |
||||||||
8.250%, 02/06/2028 |
1,200 | 1,223 | ||||||
8.250%, 02/06/2028(A) |
799 | 815 | ||||||
| 110,822 | ||||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
Sri Lanka — 0.9% |
||||||||
Sri Lanka Government International Bond |
||||||||
4.000%, 04/15/2028(A) |
$ | 1,229 | $ | 1,147 | ||||
3.600%, 06/15/2035(A)(B) |
4,551 | 3,151 | ||||||
3.600%, 05/15/2036(A)(B) |
2,386 | 1,937 | ||||||
3.600%, 02/15/2038(A)(B) |
5,583 | 4,588 | ||||||
3.350%, 03/15/2033(A)(B) |
4,146 | 3,327 | ||||||
3.100%, 01/15/2030(A)(B) |
780 | 693 | ||||||
| 14,843 | ||||||||
Supranational — 2.6% |
||||||||
Andina de Fomento MTN |
||||||||
7.700%, 03/06/2029 |
INR | 340,000 | 3,881 | |||||
Asian Development Bank MTN |
||||||||
13.000%, 03/07/2025 |
COP | 2,873,000 | 696 | |||||
12.750%, 03/03/2025 |
4,561,000 | 1,105 | ||||||
10.100%, 01/23/2026 |
4,813,000 | 1,162 | ||||||
9.080%, 04/20/2043 |
MXN | 10,000 | 91 | |||||
Asian Infrastructure Investment Bank MTN |
||||||||
7.200%, 07/02/2031 |
INR | 56,500 | 653 | |||||
6.650%, 06/30/2033 |
627,000 | 6,996 | ||||||
0.000%, 02/08/2038(E) |
MXN | 21,800 | 311 | |||||
Inter-American Development Bank MTN |
||||||||
7.350%, 10/06/2030 |
INR | 464,000 | 5,389 | |||||
7.000%, 08/08/2033 |
360,000 | 4,155 | ||||||
International Bank for Reconstruction & Development MTN |
||||||||
7.050%, 07/22/2029 |
192,200 | 2,209 | ||||||
6.750%, 07/13/2029 |
264,300 | 2,964 | ||||||
6.500%, 04/17/2030 |
400,000 | 4,504 | ||||||
2.500%, 01/13/2031 |
CNY | 38,000 | 5,243 | |||||
2.500%, 01/13/2031 |
– | – | ||||||
International Finance MTN |
||||||||
0.000%, 08/16/2028(E) |
COP | 23,400,000 | 4,077 | |||||
| 43,436 | ||||||||
Suriname — 0.1% |
||||||||
Suriname Government International Bond |
||||||||
7.950%, 07/15/2033 |
$ | 2,064 | 1,997 | |||||
Tajikistan — 0.0% |
||||||||
Republic of Tajikistan International Bond |
||||||||
7.125%, 09/14/2027 |
500 | 495 | ||||||
Thailand — 1.7% |
||||||||
Thailand Government Bond |
||||||||
3.450%, 06/17/2043 |
THB | 150,046 | 4,931 | |||||
3.390%, 06/17/2037 |
46,787 | 1,525 | ||||||
3.350%, 06/17/2033 |
90,419 | 2,873 | ||||||
3.300%, 06/17/2038 |
79,242 | 2,561 | ||||||
2.875%, 06/17/2046 |
4,865 | 147 | ||||||
2.800%, 06/17/2034 |
62,493 | 1,917 | ||||||
2.750%, 06/17/2052 |
2,778 | 82 | ||||||
2.650%, 06/17/2028 |
418,000 | 12,490 | ||||||
2.000%, 06/17/2042 |
76,757 | 2,079 | ||||||
SEI Institutional Investments Trust
293
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
1.600%, 12/17/2029 |
THB | 15,120 | $ | 434 | ||||
1.600%, 06/17/2035 |
2,000 | 55 | ||||||
1.585%, 12/17/2035 |
1,182 | 32 | ||||||
| 29,126 | ||||||||
Trinidad & Tobago — 0.4% |
||||||||
Heritage Petroleum |
||||||||
9.000%, 08/12/2029 |
$ | 2,000 | 2,070 | |||||
Port of Spain Waterfront Development |
||||||||
7.875%, 02/19/2040(A) |
3,679 | 3,648 | ||||||
Telecommunications Services of Trinidad & Tobago |
||||||||
8.875%, 10/18/2029 |
1,100 | 1,129 | ||||||
| 6,847 | ||||||||
Tunisia — 0.1% |
||||||||
Tunisian Republic |
||||||||
6.375%, 07/15/2026(A) |
EUR | 650 | 649 | |||||
6.375%, 07/15/2026 |
537 | 536 | ||||||
| 1,185 | ||||||||
Turkiye — 4.6% |
||||||||
Hazine Mustesarligi Varlik Kiralama |
||||||||
8.509%, 01/14/2029(A) |
$ | 3,663 | 3,906 | |||||
Istanbul Metropolitan Municipality |
||||||||
10.500%, 12/06/2028 |
318 | 345 | ||||||
Limak Yenilenebilir Enerji |
||||||||
9.625%, 08/12/2030(A) |
1,000 | 1,005 | ||||||
TC Ziraat Bankasi |
||||||||
7.250%, 02/04/2030(A) |
3,591 | 3,595 | ||||||
Turkcell Iletisim Hizmetleri |
||||||||
7.450%, 01/24/2030(A) |
1,175 | 1,200 | ||||||
Turkiye Government Bond |
||||||||
36.000%, 08/12/2026 |
TRY | 420,800 | 11,602 | |||||
31.080%, 11/08/2028 |
280,414 | 7,885 | ||||||
27.700%, 09/27/2034 |
33,331 | 967 | ||||||
26.200%, 10/05/2033 |
627,344 | 17,168 | ||||||
17.800%, 07/13/2033 |
13,348 | 267 | ||||||
17.300%, 07/19/2028 |
66,341 | 1,359 | ||||||
12.600%, 10/01/2025 |
40,889 | 985 | ||||||
Turkiye Government International Bond |
||||||||
7.125%, 02/12/2032 |
$ | 3,872 | 3,869 | |||||
7.125%, 07/17/2032 |
2,204 | 2,199 | ||||||
6.500%, 01/03/2035 |
3,982 | 3,772 | ||||||
5.750%, 05/11/2047 |
13,002 | 10,136 | ||||||
4.875%, 04/16/2043 |
1,800 | 1,296 | ||||||
Turkiye Vakiflar Bankasi TAO |
||||||||
9.000%, 10/12/2028(A) |
726 | 775 | ||||||
Zorlu Enerji Elektrik Uretim |
||||||||
11.000%, 04/23/2030(A) |
3,300 | 3,409 | ||||||
11.000%, 04/23/2030 |
700 | 723 | ||||||
| 76,463 | ||||||||
Ukraine — 0.9% |
||||||||
NAK Naftogaz Ukraine via Kondor Finance |
||||||||
7.125%, 07/19/2026 |
EUR | 647 | 609 | |||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
NPC Ukrenergo |
||||||||
6.875%, 11/09/2026(A) |
$ | 1,085 | $ | 871 | ||||
Ukraine Government International Bond |
||||||||
16.550%, 02/01/2030(B) |
315 | 176 | ||||||
12.960%, 02/01/2034(B) |
3,891 | 1,685 | ||||||
12.960%, 02/01/2034(A)(B) |
51 | 22 | ||||||
8.950%, 02/01/2035(B) |
3,290 | 2,158 | ||||||
8.950%, 02/01/2035(A)(B) |
803 | 527 | ||||||
8.310%, 02/01/2036(B) |
1,099 | 718 | ||||||
8.310%, 02/01/2036(A)(B) |
36 | 24 | ||||||
7.750%, 08/01/2041 (C) |
2,350 | 1,951 | ||||||
1.750%, 02/01/2029(B) |
244 | 174 | ||||||
1.750%, 02/01/2034(B) |
1,528 | 900 | ||||||
1.750%, 02/01/2034(A)(B) |
76 | 44 | ||||||
1.750%, 02/01/2035(B) |
2,708 | 1,568 | ||||||
1.750%, 02/01/2035(A)(B) |
4,610 | 2,669 | ||||||
1.750%, 02/01/2036(B) |
1,066 | 607 | ||||||
1.750%, 02/01/2036(A)(B) |
76 | 43 | ||||||
| 14,746 | ||||||||
United Arab Emirates — 1.4% |
||||||||
Abu Dhabi Developmental Holding PJSC |
||||||||
5.250%, 10/02/2054(A) |
493 | 466 | ||||||
Abu Dhabi Government International Bond |
||||||||
5.500%, 04/30/2054(A) |
1,285 | 1,303 | ||||||
5.500%, 04/30/2054 |
653 | 662 | ||||||
3.125%, 09/30/2049 |
6,227 | 4,288 | ||||||
Abu Dhabi Government International Bond MTN |
||||||||
1.700%, 03/02/2031 |
1,689 | 1,441 | ||||||
Abu Dhabi National Energy PJSC |
||||||||
4.750%, 03/09/2037(A) |
928 | 885 | ||||||
Adnoc Murban Rsc |
||||||||
5.125%, 09/11/2054(A) |
2,307 | 2,138 | ||||||
4.500%, 09/11/2034(A) |
3,923 | 3,764 | ||||||
4.500%, 09/11/2034 |
2,304 | 2,212 | ||||||
Emirate of Dubai Government International Bonds MTN |
||||||||
3.900%, 09/09/2050 |
670 | 489 | ||||||
Finance Department Government of Sharjah MTN |
||||||||
4.000%, 07/28/2050 |
4,146 | 2,695 | ||||||
Galaxy Pipeline Assets Bidco |
||||||||
2.625%, 03/31/2036(A) |
827 | 692 | ||||||
MDGH GMTN RSC MTN |
||||||||
4.375%, 11/22/2033(A) |
319 | 303 | ||||||
Pearl Petroleum |
||||||||
13.000%, 05/15/2028(A) |
1,300 | 1,373 | ||||||
UAE International Government Bond MTN |
||||||||
4.951%, 07/07/2052 |
282 | 265 | ||||||
| 22,976 | ||||||||
294
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
United States — 0.1% |
||||||||
Avianca Midco 2 |
||||||||
9.625%, 02/14/2030(A) |
$ | 2,181 | $ | 2,121 | ||||
Uruguay — 1.1% |
||||||||
Oriental Republic of Uruguay |
||||||||
5.250%, 09/10/2060 |
2,143 | 1,980 | ||||||
Uruguay Government International Bond |
||||||||
9.750%, 07/20/2033 |
UYU | 88,710 | 2,083 | |||||
5.750%, 10/28/2034 |
$ | 5,505 | 5,703 | |||||
5.442%, 02/14/2037 |
2,350 | 2,372 | ||||||
5.100%, 06/18/2050 |
479 | 447 | ||||||
Uruguay Monetary Regulation Bills |
||||||||
8.992%, 07/11/2025(F) |
UYU | 21,284 | 486 | |||||
8.868%, 05/28/2025(F) |
157,755 | 3,640 | ||||||
8.850%, 05/21/2025(F) |
38,191 | 883 | ||||||
| 17,594 | ||||||||
Uzbekistan — 1.0% |
||||||||
Jscb Agrobank |
||||||||
9.250%, 10/02/2029 |
$ | 500 | 520 | |||||
National Bank of Uzbekistan |
||||||||
19.875%, 07/05/2027 |
UZS | 5,000,000 | 392 | |||||
Republic of Uzbekistan International Bond |
||||||||
16.250%, 10/12/2026(A) |
10,210,000 | 809 | ||||||
15.500%, 02/25/2028(A) |
72,500,000 | 5,578 | ||||||
6.947%, 05/25/2032(A) |
$ | 1,837 | 1,844 | |||||
5.375%, 05/29/2027 |
EUR | 1,190 | 1,256 | |||||
3.900%, 10/19/2031 |
$ | 1,609 | 1,360 | |||||
Uzbek Industrial and Construction Bank ATB |
||||||||
21.000%, 07/24/2027 |
UZS | 18,200,000 | 1,491 | |||||
8.950%, 07/24/2029 |
$ | 1,400 | 1,453 | |||||
Uzbekneftegaz JSC |
||||||||
4.750%, 11/16/2028 |
1,350 | 1,208 | ||||||
4.750%, 11/16/2028(A) |
864 | 774 | ||||||
| 16,685 | ||||||||
Venezuela — 1.0% |
||||||||
La Electricidad de Caracas |
||||||||
8.500%, 12/31/2059(G) |
1,276 | 121 | ||||||
Petroleos de Venezuela |
||||||||
12.750%, 02/17/2022(G) |
300 | 49 | ||||||
9.750%, 05/17/2035(G) |
14,102 | 2,270 | ||||||
6.000%, 05/16/2024(G) |
4,270 | 613 | ||||||
6.000%, 05/16/2024(G) |
1,477 | 212 | ||||||
6.000%, 05/16/2025(G) |
4,021 | 577 | ||||||
6.000%, 11/15/2026(G) |
12,896 | 1,851 | ||||||
5.500%, 04/12/2037(G) |
1,620 | 232 | ||||||
5.500%, 04/12/2037(G) |
1,373 | 197 | ||||||
5.375%, 04/12/2027(G) |
7,825 | 1,121 | ||||||
5.375%, 04/12/2027(G) |
4,425 | 634 | ||||||
Venezuela Government International Bond |
||||||||
12.750%, 08/23/2022(G) |
5,600 | 1,078 | ||||||
11.950%, 08/05/2031(G) |
17,252 | 3,459 | ||||||
9.250%, 05/07/2028(G) |
4,477 | 806 | ||||||
Description |
Face Amount |
Market Value |
||||||
GLOBAL BONDS (continued) |
||||||||
9.000%, 05/07/2025(G) |
$ | 8,800 | $ | 1,518 | ||||
8.250%, 12/05/2024(G) |
3,331 | 556 | ||||||
7.750%, 10/13/2029(G) |
12,016 | 1,880 | ||||||
| 17,174 | ||||||||
Vietnam — 0.1% |
||||||||
Mong Duong Finance Holdings BV |
||||||||
5.125%, 05/07/2029(A) |
1,285 | 1,248 | ||||||
Zambia — 0.2% |
||||||||
Zambia Government International Bond |
||||||||
5.750%, 06/30/2033(B) |
2,074 | 1,844 | ||||||
0.500%, 12/31/2053 |
2,957 | 1,848 | ||||||
0.500%, 12/31/2053(A) |
573 | 358 | ||||||
| 4,050 | ||||||||
Total Global Bonds |
||||||||
(Cost $1,571,352) ($ Thousands) |
1,558,711 | |||||||
U.S. TREASURY OBLIGATIONS — 1.8% |
||||||||
U.S. Treasury Notes |
||||||||
4.445%, USBMMY3M + 0.205%, 10/31/2026 (C) |
12,900 | 12,928 | ||||||
4.338%, USBMMY3M + 0.098%, 01/31/2027 (C) |
5,800 | 5,802 | ||||||
3.125%, 08/31/2029 |
11,200 | 10,794 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $29,201) ($ Thousands) |
29,524 | |||||||
| Number of Participation Notes |
||||||||
LOAN PARTICIPATION NOTES — 0.3% |
||||||||
Republic of Côte d'Ivoire, 1st Lien, Expires 07/12/2025 |
2,880,000 | 2,993 | ||||||
SRBIJA, 1st Lien, Expires 06/13/2029 |
1,700,000 | 1,759 | ||||||
Total Loan Participation Notes |
||||||||
(Cost $4,837) ($ Thousands) |
4,752 | |||||||
Description |
Market Value |
|||||||
PURCHASED OPTIONS — 0.1% |
||||||||
Total Purchased Options |
||||||||
(Cost $1,956) ($ Thousands) |
$ | 1,388 | ||||||
Total Investments in Securities — 95.0% |
||||||||
(Cost $1,607,346) ($ Thousands) |
$ | 1,594,375 | ||||||
WRITTEN OPTIONS — (0.1)% |
||||||||
Total Written Options |
||||||||
(Premiums Received $791) ($ Thousands) |
$ | (513 | ) | |||||
SEI Institutional Investments Trust
295
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
A list of open exchange traded options contracts for the Fund at February 28, 2025, is as follows:
Description |
Number of Contracts |
Notional Amount |
Exercise Price |
Expiration Date |
Value |
|||||||||||||||
PURCHASED OPTIONS — 0.1% |
||||||||||||||||||||
Put Options |
||||||||||||||||||||
USD PUT / HUF CALL |
700,000 | $ | 262,500 | $ | 375.00 | 5/17/2025 | $ | 131 | ||||||||||||
USD PUT/ ILS CALL |
28,200,000 | 98,700 | 3.50 | 7/19/2025 | 273 | |||||||||||||||
USD PUT/ ZAR CALL |
28,200,000 | 517,470 | 18.35 | 7/19/2025 | 514 | |||||||||||||||
USD PUT/ ZAR CALL |
21,200,000 | 379,480 | 17.90 | 6/21/2025 | 173 | |||||||||||||||
USD PUT/ ZAR CALL |
14,000,000 | 254,100 | 18.15 | 5/17/2025 | 90 | |||||||||||||||
| 1,512,250 | 1,181 | |||||||||||||||||||
Call Options |
||||||||||||||||||||
USD PUT/ CNH CALL |
2,600,000 | $ | 20,020 | 7.70 | 7/19/2025 | $ | 117 | |||||||||||||
USD PUT/ INR CALL |
705,000 | 63,450 | 90.00 | 5/17/2025 | 90 | |||||||||||||||
| 83,470 | 207 | |||||||||||||||||||
Total Purchased Options |
$ | 1,595,720 | $ | 1,388 | ||||||||||||||||
WRITTEN OPTIONS — (0.1)% |
||||||||||||||||||||
Put Options |
||||||||||||||||||||
USD PUT/ ILS CALL |
(42,300,000 | ) | $ | (143,820 | ) | 3.40 | 07/19/2025 | $ | (166 | ) | ||||||||||
USD PUT/ ZAR CALL |
(21,000,000 | ) | (366,450 | ) | 17.45 | 05/17/2025 | (26 | ) | ||||||||||||
USD PUT/ ZAR CALL |
(28,250,000 | ) | (491,550 | ) | 17.40 | 06/21/2025 | (103 | ) | ||||||||||||
USD PUT/ ZAR CALL |
(42,300,000 | ) | (733,905 | ) | 17.35 | 07/19/2025 | (218 | ) | ||||||||||||
Total Written Options |
$ | (1,735,725 | ) | $ | (513 | ) | ||||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Short Contracts |
||||||||||||||||||||
Euro-Schatz |
(13) | Mar-2025 | $ | (1,453 | ) | $ | (1,446 | ) | $ | 2 | ||||||||||
U.S. 2-Year Treasury Note |
(60) | Jun-2025 | (12,351 | ) | (12,417 | ) | (66 | ) | ||||||||||||
U.S. 5-Year Treasury Note |
(19) | Jun-2025 | (2,031 | ) | (2,051 | ) | (20 | ) | ||||||||||||
U.S. 10-Year Treasury Note |
(55) | Jun-2025 | (6,004 | ) | (6,110 | ) | (106 | ) | ||||||||||||
| $ | (21,839 | ) | $ | (22,024 | ) | $ | (190 | ) | ||||||||||||
296
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at February 28, 2025, is as follows:
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Bank of America |
03/06/25 | USD | 664 | THB | 22,700 | $ | — | |||||||||||||||||
Bank of America |
05/07/25 | USD | – | PKR | – | — | ||||||||||||||||||
Bank of America |
05/07/25 | PKR | – | USD | – | — | ||||||||||||||||||
Barclays PLC |
03/06/25 | USD | 3,320 | INR | 289,900 | (8 | ) | |||||||||||||||||
Barclays PLC |
03/06/25 | USD | 12,791 | THB | 434,800 | (62 | ) | |||||||||||||||||
Barclays PLC |
03/06/25 | THB | 28,250 | USD | 819 | (8 | ) | |||||||||||||||||
Barclays PLC |
03/06/25 | BRL | 202,325 | USD | 34,916 | 488 | ||||||||||||||||||
Barclays PLC |
03/19/25 | TRY | – | USD | – | — | ||||||||||||||||||
Barclays PLC |
03/19/25 | USD | – | TRY | – | — | ||||||||||||||||||
Barclays PLC |
03/24/25 | TRY | 105,590 | USD | 2,594 | (246 | ) | |||||||||||||||||
Barclays PLC |
03/28/25 | PEN | 17,300 | USD | 4,688 | (20 | ) | |||||||||||||||||
Barclays PLC |
04/02/25 | USD | 34,719 | BRL | 202,325 | (500 | ) | |||||||||||||||||
Barclays PLC |
04/03/25 | USD | 4,564 | INR | 400,082 | (1 | ) | |||||||||||||||||
Barclays PLC |
04/14/25 | USD | 1,905 | TRY | 73,500 | 27 | ||||||||||||||||||
Barclays PLC |
04/14/25 | EUR | 28,950 | USD | 29,936 | (242 | ) | |||||||||||||||||
Barclays PLC |
04/15/25 | GBP | 8,200 | USD | 9,959 | (363 | ) | |||||||||||||||||
Barclays PLC |
05/07/25 | TRY | – | USD | – | — | ||||||||||||||||||
Barclays PLC |
05/07/25 | USD | – | TRY | – | — | ||||||||||||||||||
Barclays PLC |
12/19/25 | EUR | – | USD | – | — | ||||||||||||||||||
BNP Paribas |
03/06/25 | USD | 5,833 | MYR | 25,730 | (67 | ) | |||||||||||||||||
BNP Paribas |
03/06/25 | MYR | 15,977 | USD | 3,625 | 44 | ||||||||||||||||||
BNP Paribas |
03/24/25 | TRY | 34,007 | USD | 876 | (38 | ) | |||||||||||||||||
BNP Paribas |
04/02/25 | BRL | 25,100 | USD | 4,250 | 4 | ||||||||||||||||||
BNP Paribas |
05/27/25 | TRY | 86,570 | USD | 2,101 | (101 | ) | |||||||||||||||||
Brown Brothers Harriman |
03/31/25 | ZAR | 1,100 | USD | 59 | — | ||||||||||||||||||
Brown Brothers Harriman |
04/14/25 | USD | 833 | EUR | 800 | 1 | ||||||||||||||||||
Citigroup |
03/06/25 | USD | 499 | COP | 2,056,660 | (1 | ) | |||||||||||||||||
Citigroup |
03/06/25 | BRL | 2,950 | USD | 504 | 621 | ||||||||||||||||||
Citigroup |
03/06/25 | JPY | 174,166 | USD | 1,144 | (12 | ) | |||||||||||||||||
Citigroup |
03/06/25 | COP | 30,195,000 | USD | 7,241 | (66 | ) | |||||||||||||||||
Citigroup |
03/19/25 | USD | – | THB | – | — | ||||||||||||||||||
Citigroup |
03/19/25 | THB | – | USD | – | — | ||||||||||||||||||
Citigroup |
03/25/25 | INR | 198,448 | USD | 2,286 | 22 | ||||||||||||||||||
Citigroup |
03/27/25 | USD | – | NGN | – | — | ||||||||||||||||||
Citigroup |
03/27/25 | NGN | – | USD | – | — | ||||||||||||||||||
Citigroup |
04/14/25 | EUR | 500 | USD | 518 | (3 | ) | |||||||||||||||||
Citigroup |
05/14/25 | ZMW | – | USD | – | — | ||||||||||||||||||
Citigroup |
05/14/25 | USD | – | ZMW | – | — | ||||||||||||||||||
Citigroup |
05/20/25 | USD | 586 | NGN | 972,942 | 49 | ||||||||||||||||||
Citigroup |
08/12/25 | USD | – | NGN | – | — | ||||||||||||||||||
Citigroup |
08/12/25 | NGN | – | USD | – | — | ||||||||||||||||||
Citigroup |
08/14/25 | USD | – | ZMW | – | — | ||||||||||||||||||
Citigroup |
08/14/25 | ZMW | – | USD | – | — | ||||||||||||||||||
Deutsche Bank |
03/04/25 | USD | 2,316 | KZT | 1,244,983 | 182 | ||||||||||||||||||
Deutsche Bank |
03/06/25 | USD | 18,674 | BRL | 110,330 | 100 | ||||||||||||||||||
Deutsche Bank |
03/06/25 | BRL | 106,350 | USD | 18,366 | 269 | ||||||||||||||||||
Deutsche Bank |
03/06/25 | BRL | 3,980 | USD | 673 | (4 | ) | |||||||||||||||||
SEI Institutional Investments Trust
297
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Deutsche Bank |
03/13/25 | USD | 5,594 | TRY | 206,826 | $ | 4 | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 2,423 | COP | 10,534,113 | 122 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 2,751 | ILS | 9,871 | (6 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 3,385 | PHP | 197,732 | 25 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 7,904 | EGP | 418,654 | 300 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 9,664 | MYR | 43,323 | 49 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 8,499 | CZK | 205,884 | 45 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 1,841 | CZK | 44,084 | (12 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 11,259 | EUR | 10,684 | (137 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 10,256 | THB | 351,392 | 42 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 1,681 | THB | 57,337 | (1 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 12,684 | INR | 1,083,209 | (319 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 3,521 | ZAR | 66,252 | 41 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 9,372 | ZAR | 173,490 | (44 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 13,254 | CNY | 96,252 | 77 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 13,763 | TRY | 526,195 | 402 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 13,822 | HUF | 5,485,114 | 427 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | EUR | 13,899 | USD | 14,627 | 159 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 14,093 | IDR | 228,022,313 | (334 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 14,216 | PLN | 58,781 | 490 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 2,080 | RON | 10,000 | 9 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 12,903 | RON | 61,445 | (68 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 16,795 | MXN | 351,411 | 276 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 4,085 | MXN | 83,711 | (18 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | USD | 22,486 | CLP | 22,239,810 | 777 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | PEN | 35,966 | USD | 9,641 | (148 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | CNY | 62,324 | USD | 8,493 | (139 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | RON | 46,448 | USD | 9,767 | 65 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | RON | 32,177 | USD | 6,677 | (44 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | PLN | 79,188 | USD | 19,371 | (440 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | CZK | 237,873 | USD | 9,992 | 121 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | CZK | 32,086 | USD | 1,322 | (9 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | MXN | 79,051 | USD | 3,854 | 13 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | MXN | 208,538 | USD | 10,091 | (39 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | THB | 292,526 | USD | 8,590 | 18 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | THB | 17,580 | USD | 510 | (5 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | ZAR | 375,226 | USD | 20,761 | 588 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | ZAR | 26,532 | USD | 1,409 | (18 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | PHP | 445,435 | USD | 7,560 | (122 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | TRY | 501,354 | USD | 13,460 | (36 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | INR | 812,335 | USD | 9,407 | 134 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | HUF | 4,003,806 | USD | 10,204 | (197 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | CLP | 2,951,660 | USD | 3,148 | 61 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | CLP | 14,975,572 | USD | 14,978 | (686 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | COP | 6,366,262 | USD | 1,541 | 3 | ||||||||||||||||||
Deutsche Bank |
03/19/25 | COP | 95,881,155 | USD | 21,940 | (1,219 | ) | |||||||||||||||||
Deutsche Bank |
03/19/25 | IDR | 217,424,144 | USD | 13,356 | 237 | ||||||||||||||||||
Deutsche Bank |
04/02/25 | USD | 18,027 | BRL | 104,977 | (272 | ) | |||||||||||||||||
Deutsche Bank |
04/18/25 | USD | 635 | KZT | 320,380 | (1 | ) | |||||||||||||||||
Deutsche Bank |
04/22/25 | USD | 447 | KZT | 240,000 | 28 | ||||||||||||||||||
298
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Deutsche Bank |
04/30/25 | USD | 1,841 | TRY | 71,158 | $ | 3 | |||||||||||||||||
Deutsche Bank |
05/06/25 | USD | 1,392 | ZAR | 26,574 | 31 | ||||||||||||||||||
Deutsche Bank |
05/06/25 | ZAR | 11,583 | USD | 625 | 4 | ||||||||||||||||||
Deutsche Bank |
05/06/25 | ZAR | 52,942 | USD | 2,792 | (43 | ) | |||||||||||||||||
Deutsche Bank |
05/12/25 | HUF | 1,216,600 | USD | 3,080 | (72 | ) | |||||||||||||||||
Deutsche Bank |
05/21/25 | USD | 4,230 | INR | 370,125 | (22 | ) | |||||||||||||||||
Deutsche Bank |
06/18/25 | USD | 513 | TRY | 20,647 | 1 | ||||||||||||||||||
Deutsche Bank |
06/18/25 | USD | 1,114 | MXN | 23,401 | 9 | ||||||||||||||||||
Deutsche Bank |
06/18/25 | USD | 311 | MXN | 6,421 | (3 | ) | |||||||||||||||||
Deutsche Bank |
06/18/25 | MXN | 32,686 | USD | 1,562 | (6 | ) | |||||||||||||||||
Deutsche Bank |
06/26/25 | USD | 1,696 | ZAR | 31,587 | (12 | ) | |||||||||||||||||
Deutsche Bank |
06/26/25 | ZAR | 31,451 | USD | 1,696 | 19 | ||||||||||||||||||
Deutsche Bank |
07/09/25 | USD | 8,079 | CNY | 58,415 | 59 | ||||||||||||||||||
Deutsche Bank |
07/09/25 | CNY | 13,708 | USD | 1,889 | (21 | ) | |||||||||||||||||
Deutsche Bank |
07/30/25 | USD | 5,309 | ILS | 18,945 | (27 | ) | |||||||||||||||||
Deutsche Bank |
07/30/25 | ILS | 8,140 | USD | 2,256 | (13 | ) | |||||||||||||||||
Goldman Sachs |
03/04/25 | USD | 1,196 | HUF | 469,800 | 25 | ||||||||||||||||||
Goldman Sachs |
03/04/25 | EUR | 5,831 | PLN | 24,600 | 92 | ||||||||||||||||||
Goldman Sachs |
03/04/25 | EUR | 9,584 | RON | 47,800 | 18 | ||||||||||||||||||
Goldman Sachs |
03/04/25 | USD | 10,226 | RON | 49,000 | 12 | ||||||||||||||||||
Goldman Sachs |
03/04/25 | USD | 15,992 | CZK | 387,300 | 73 | ||||||||||||||||||
Goldman Sachs |
03/04/25 | USD | 20,799 | PLN | 84,415 | 331 | ||||||||||||||||||
Goldman Sachs |
03/24/25 | USD | 3,852 | TRY | 166,717 | 632 | ||||||||||||||||||
Goldman Sachs |
04/02/25 | USD | 1,246 | BRL | 7,330 | (6 | ) | |||||||||||||||||
Goldman Sachs |
05/07/25 | TRY | – | USD | – | — | ||||||||||||||||||
Goldman Sachs |
05/07/25 | USD | – | TRY | – | — | ||||||||||||||||||
Goldman Sachs |
05/27/25 | USD | 2,437 | TRY | 108,724 | 328 | ||||||||||||||||||
Goldman Sachs |
06/18/25 | TRY | – | USD | – | — | ||||||||||||||||||
Goldman Sachs |
06/18/25 | USD | – | TRY | – | — | ||||||||||||||||||
Goldman Sachs |
09/17/25 | USD | – | EGP | – | — | ||||||||||||||||||
Goldman Sachs |
09/17/25 | EGP | – | USD | – | — | ||||||||||||||||||
Goldman Sachs |
10/09/25 | USD | 4,129 | TRY | 183,845 | 49 | ||||||||||||||||||
HSBC |
04/02/25 | EUR | 5,906 | PLN | 24,600 | (1 | ) | |||||||||||||||||
HSBC |
04/03/25 | PEN | 22,424 | USD | 6,086 | (17 | ) | |||||||||||||||||
HSBC |
04/03/25 | COP | 28,138,340 | USD | 6,752 | (31 | ) | |||||||||||||||||
HSBC |
04/30/25 | USD | 590 | TRY | 22,800 | 1 | ||||||||||||||||||
ICBC Financial Services |
03/19/25 | USD | 644 | KZT | 323,692 | 2 | ||||||||||||||||||
ICBC Financial Services |
05/05/25 | USD | 1,486 | EGP | 78,208 | 10 | ||||||||||||||||||
ICBC Financial Services |
05/05/25 | USD | 2,410 | EGP | 125,900 | (1 | ) | |||||||||||||||||
ICBC Financial Services |
05/20/25 | USD | 123 | KZT | 62,500 | — | ||||||||||||||||||
ICBC Financial Services |
08/05/25 | USD | 990 | EGP | 54,192 | 7 | ||||||||||||||||||
JPMorgan Chase Bank |
03/03/25 | USD | 891 | PHP | 52,640 | 17 | ||||||||||||||||||
JPMorgan Chase Bank |
03/03/25 | USD | 1,516 | PHP | 87,898 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/03/25 | PHP | 140,537 | USD | 2,402 | (21 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/06/25 | USD | 1,268 | INR | 110,182 | (9 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/06/25 | MYR | 9,753 | USD | 2,198 | 12 | ||||||||||||||||||
JPMorgan Chase Bank |
03/06/25 | USD | 29,298 | BRL | 173,054 | 149 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 33 | CNY | 243 | — | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | CNY | 430 | USD | 60 | — | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 913 | CLP | 890,383 | 18 | ||||||||||||||||||
SEI Institutional Investments Trust
299
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 2,919 | TRY | 107,700 | $ | 4 | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 5,139 | THB | 175,867 | 10 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 5,583 | CNY | 40,327 | (30 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 8,769 | HUF | 3,436,971 | 164 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 1,102 | BRL | 6,757 | 47 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | USD | 10,666 | BRL | 61,722 | (164 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | CNY | 40,140 | USD | 5,511 | (15 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | BRL | 13,107 | USD | 2,265 | 35 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | BRL | 55,372 | USD | 9,018 | (404 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | THB | 175,867 | USD | 5,190 | 42 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | CLP | 501,786 | USD | 526 | 1 | ||||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | CLP | 388,598 | USD | 397 | (9 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | HUF | 1,165,788 | USD | 2,967 | (63 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/10/25 | HUF | 2,271,184 | USD | 5,962 | 59 | ||||||||||||||||||
JPMorgan Chase Bank |
03/12/25 | USD | 101 | IDR | 1,651,097 | (2 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/12/25 | USD | 2,604 | COP | 10,868,769 | 25 | ||||||||||||||||||
JPMorgan Chase Bank |
03/12/25 | COP | 833,332 | USD | 202 | 1 | ||||||||||||||||||
JPMorgan Chase Bank |
03/12/25 | COP | 21,662,196 | USD | 5,170 | (70 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/12/25 | IDR | 37,647,264 | USD | 2,305 | 34 | ||||||||||||||||||
JPMorgan Chase Bank |
03/13/25 | USD | 4,859 | TRY | 179,533 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/18/25 | USD | 2,916 | KZT | 1,461,196 | 2 | ||||||||||||||||||
JPMorgan Chase Bank |
03/19/25 | PKR | – | USD | – | — | ||||||||||||||||||
JPMorgan Chase Bank |
03/19/25 | USD | – | PKR | – | — | ||||||||||||||||||
JPMorgan Chase Bank |
03/20/25 | USD | 28 | PEN | 105 | — | ||||||||||||||||||
JPMorgan Chase Bank |
03/21/25 | USD | 1,956 | MXN | 40,131 | (7 | ) | |||||||||||||||||
JPMorgan Chase Bank |
03/21/25 | IDR | 153,425,543 | USD | 9,367 | 110 | ||||||||||||||||||
JPMorgan Chase Bank |
03/24/25 | USD | 1,324 | INR | 115,419 | (7 | ) | |||||||||||||||||
JPMorgan Chase Bank |
04/02/25 | USD | 523 | BRL | 3,100 | 1 | ||||||||||||||||||
JPMorgan Chase Bank |
04/10/25 | USD | 184 | PEN | 700 | 6 | ||||||||||||||||||
JPMorgan Chase Bank |
04/10/25 | HKD | 130,900 | USD | 16,847 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
04/16/25 | USD | 2,191 | HUF | 877,173 | 85 | ||||||||||||||||||
JPMorgan Chase Bank |
04/16/25 | USD | 3,237 | PHP | 188,513 | 13 | ||||||||||||||||||
JPMorgan Chase Bank |
04/16/25 | HUF | 10,444 | USD | 26 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
04/17/25 | USD | 9,237 | KZT | 5,017,465 | 696 | ||||||||||||||||||
JPMorgan Chase Bank |
04/30/25 | USD | 675 | IDR | 11,100,000 | (7 | ) | |||||||||||||||||
JPMorgan Chase Bank |
04/30/25 | USD | 6,767 | TRY | 261,523 | 8 | ||||||||||||||||||
JPMorgan Chase Bank |
05/05/25 | USD | 3,818 | PHP | 224,298 | 46 | ||||||||||||||||||
JPMorgan Chase Bank |
05/05/25 | PHP | 130,974 | USD | 2,223 | (33 | ) | |||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | USD | 1 | RON | 6 | — | ||||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | USD | 93 | ZAR | 1,756 | 1 | ||||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | USD | 2,342 | MXN | 48,664 | 6 | ||||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | USD | 3,163 | PLN | 12,827 | 40 | ||||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | MXN | 168,945 | USD | 8,129 | (21 | ) | |||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | ZAR | 175,838 | USD | 9,422 | 8 | ||||||||||||||||||
JPMorgan Chase Bank |
05/12/25 | ZAR | 41,705 | USD | 2,205 | (27 | ) | |||||||||||||||||
JPMorgan Chase Bank |
05/19/25 | USD | 1,096 | EGP | 57,797 | 5 | ||||||||||||||||||
JPMorgan Chase Bank |
05/19/25 | USD | 1,601 | PHP | 93,074 | 2 | ||||||||||||||||||
JPMorgan Chase Bank |
05/19/25 | USD | 14,761 | KRW | 21,268,965 | (133 | ) | |||||||||||||||||
JPMorgan Chase Bank |
05/19/25 | PHP | 66,279 | USD | 1,140 | (2 | ) | |||||||||||||||||
JPMorgan Chase Bank |
05/20/25 | USD | 468 | NGN | 761,028 | 29 | ||||||||||||||||||
300
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
JPMorgan Chase Bank |
05/20/25 | NGN | 1,733,969 | USD | 1,043 | $ | (88 | ) | ||||||||||||||||
JPMorgan Chase Bank |
05/27/25 | USD | 1,108 | EGP | 58,444 | 1 | ||||||||||||||||||
JPMorgan Chase Bank |
06/02/25 | PHP | 66,951 | USD | 1,155 | 2 | ||||||||||||||||||
JPMorgan Chase Bank |
06/02/25 | PHP | 87,898 | USD | 1,513 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
06/09/25 | USD | 526 | CLP | 501,786 | (1 | ) | |||||||||||||||||
JPMorgan Chase Bank |
06/09/25 | USD | 2,135 | CNY | 15,432 | 13 | ||||||||||||||||||
JPMorgan Chase Bank |
06/09/25 | USD | 5,120 | THB | 172,747 | (30 | ) | |||||||||||||||||
JPMorgan Chase Bank |
06/09/25 | BRL | 54,460 | USD | 9,241 | 153 | ||||||||||||||||||
JPMorgan Chase Bank |
06/10/25 | USD | 5,934 | HUF | 2,271,184 | (57 | ) | |||||||||||||||||
JPMorgan Chase Bank |
07/08/25 | USD | 4,719 | TRY | 195,336 | 66 | ||||||||||||||||||
JPMorgan Chase Bank |
09/17/25 | USD | – | EGP | – | — | ||||||||||||||||||
JPMorgan Chase Bank |
09/17/25 | EGP | – | USD | – | — | ||||||||||||||||||
JPMorgan Chase Bank |
11/25/25 | RON | 52,000 | EUR | 9,978 | (184 | ) | |||||||||||||||||
Midland Walwyn Capital Inc. |
03/04/25 | KZT | 1,244,983 | USD | 2,324 | (175 | ) | |||||||||||||||||
Midland Walwyn Capital Inc. |
03/19/25 | USD | 4,115 | PHP | 242,112 | 60 | ||||||||||||||||||
Morgan Stanley |
03/04/25 | PLN | 2,000 | USD | 487 | (14 | ) | |||||||||||||||||
Morgan Stanley |
03/06/25 | IDR | 19,300,000 | USD | 1,179 | 15 | ||||||||||||||||||
Morgan Stanley |
03/14/25 | USD | 1,020 | JPY | 157,000 | 23 | ||||||||||||||||||
Morgan Stanley |
03/24/25 | USD | 458 | ZAR | 8,449 | (4 | ) | |||||||||||||||||
Morgan Stanley |
03/24/25 | TRY | 27,120 | USD | 637 | (93 | ) | |||||||||||||||||
Morgan Stanley |
03/24/25 | ZAR | 19,900 | USD | 1,077 | 7 | ||||||||||||||||||
Morgan Stanley |
03/24/25 | ZAR | 117,500 | USD | 6,313 | (2 | ) | |||||||||||||||||
Morgan Stanley |
04/10/25 | USD | 659 | PEN | 2,500 | 22 | ||||||||||||||||||
Morgan Stanley |
04/14/25 | EUR | 700 | USD | 726 | (3 | ) | |||||||||||||||||
Morgan Stanley |
05/19/25 | USD | 830 | IDR | 13,630,000 | (9 | ) | |||||||||||||||||
Morgan Stanley |
05/19/25 | USD | 2,230 | KZT | 1,137,826 | 3 | ||||||||||||||||||
Morgan Stanley |
05/19/25 | USD | 635 | KZT | 323,370 | (1 | ) | |||||||||||||||||
Morgan Stanley |
05/19/25 | COP | 12,467,000 | USD | 2,950 | (37 | ) | |||||||||||||||||
SCB Securities |
03/06/25 | USD | 5,452 | BRL | 32,221 | 31 | ||||||||||||||||||
SCB Securities |
03/06/25 | THB | 14,000 | USD | 414 | 4 | ||||||||||||||||||
SCB Securities |
03/06/25 | PEN | 22,424 | USD | 6,047 | (55 | ) | |||||||||||||||||
SCB Securities |
03/12/25 | USD | 5,596 | CLP | 5,369,500 | 21 | ||||||||||||||||||
SCB Securities |
03/19/25 | USD | 4,273 | EUR | 4,120 | 16 | ||||||||||||||||||
SCB Securities |
03/19/25 | USD | 1,501 | EUR | 1,438 | (4 | ) | |||||||||||||||||
SCB Securities |
03/19/25 | EUR | 8,591 | USD | 8,972 | 29 | ||||||||||||||||||
SCB Securities |
03/19/25 | EUR | 4,258 | USD | 4,410 | (23 | ) | |||||||||||||||||
SCB Securities |
03/28/25 | USD | 2,540 | TRY | 95,000 | (4 | ) | |||||||||||||||||
SCB Securities |
03/28/25 | PEN | 17,836 | USD | 4,833 | (22 | ) | |||||||||||||||||
SCB Securities |
04/02/25 | USD | 1,220 | HUF | 469,800 | — | ||||||||||||||||||
SCB Securities |
04/02/25 | EUR | 9,580 | RON | 47,800 | 1 | ||||||||||||||||||
SCB Securities |
04/02/25 | USD | 10,229 | RON | 49,000 | 3 | ||||||||||||||||||
SCB Securities |
04/02/25 | USD | 15,511 | CZK | 373,800 | 7 | ||||||||||||||||||
SCB Securities |
04/04/25 | USD | 3,708 | INR | 325,000 | (2 | ) | |||||||||||||||||
SCB Securities |
05/27/25 | TRY | 22,154 | USD | 537 | (27 | ) | |||||||||||||||||
SCB Securities |
07/08/25 | USD | 489 | TRY | 19,900 | (1 | ) | |||||||||||||||||
SCB Securities |
07/21/25 | USD | 1,373 | UZS | 18,532,534 | 65 | ||||||||||||||||||
SCB Securities |
07/22/25 | USD | 1,182 | UZS | 15,996,503 | 59 | ||||||||||||||||||
SCB Securities |
10/24/25 | USD | 979 | UZS | 13,434,368 | 63 | ||||||||||||||||||
SCB Securities |
10/28/25 | USD | 981 | UZS | 13,434,368 | 62 | ||||||||||||||||||
SCB Securities |
10/30/25 | USD | 147 | UZS | 2,005,342 | 9 | ||||||||||||||||||
SEI Institutional Investments Trust
301
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
SCB Securities |
11/06/25 | USD | 699 | UZS | 9,549,249 | $ | 42 | |||||||||||||||||
Societe Generale |
04/02/25 | CZK | 20,000 | USD | 833 | 2 | ||||||||||||||||||
Societe Generale |
04/02/25 | USD | 20,609 | PLN | 82,415 | 1 | ||||||||||||||||||
Societe Generale |
04/15/25 | USD | 324 | KZT | 171,000 | 15 | ||||||||||||||||||
Societe Generale |
05/13/25 | THB | 19,250 | USD | 566 | (1 | ) | |||||||||||||||||
Societe Generale |
05/20/25 | USD | 2,577 | KZT | 1,324,401 | 22 | ||||||||||||||||||
Societe Generale |
05/20/25 | EGP | 19,000 | USD | 360 | (1 | ) | |||||||||||||||||
Societe Generale |
07/07/25 | USD | 3,035 | EGP | 162,700 | (5 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | THB | – | USD | – | — | ||||||||||||||||||
Standard Bank |
03/19/25 | USD | – | THB | – | — | ||||||||||||||||||
Standard Bank |
03/19/25 | USD | 314 | MXN | 6,500 | 2 | ||||||||||||||||||
Standard Bank |
03/19/25 | USD | 946 | PEN | 3,513 | 10 | ||||||||||||||||||
Standard Bank |
03/19/25 | USD | 1,130 | CZK | 27,912 | 29 | ||||||||||||||||||
Standard Bank |
03/19/25 | USD | 1,232 | RON | 5,847 | (11 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | EUR | 1,406 | USD | 1,480 | 17 | ||||||||||||||||||
Standard Bank |
03/19/25 | MYR | 2,285 | USD | 511 | (1 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | PEN | 4,494 | USD | 1,207 | (16 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | CZK | 9,500 | USD | 395 | 1 | ||||||||||||||||||
Standard Bank |
03/19/25 | MXN | 78,798 | USD | 3,807 | (21 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | INR | 193,965 | USD | 2,224 | 10 | ||||||||||||||||||
Standard Bank |
03/19/25 | TRY | 504,636 | USD | 13,412 | (172 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | CLP | 3,095,555 | USD | 3,216 | (22 | ) | |||||||||||||||||
Standard Bank |
03/19/25 | IDR | 24,503,660 | USD | 1,499 | 20 | ||||||||||||||||||
Standard Bank |
06/18/25 | USD | 16,297 | TRY | 661,877 | 185 | ||||||||||||||||||
Standard Bank |
07/30/25 | ZAR | 69,623 | USD | 3,666 | (35 | ) | |||||||||||||||||
State Street |
03/06/25 | USD | 1,170 | JPY | 174,166 | (14 | ) | |||||||||||||||||
UBS |
03/10/25 | USD | 534 | TRY | 19,700 | — | ||||||||||||||||||
UBS |
03/19/25 | USD | 5,348 | EUR | 5,140 | 3 | ||||||||||||||||||
Wells Fargo |
03/04/25 | CZK | 13,500 | USD | 552 | (8 | ) | |||||||||||||||||
Wells Fargo |
03/21/25 | MXN | 8,620 | USD | 420 | 2 | ||||||||||||||||||
Wells Fargo |
04/03/25 | PEN | 1,000 | USD | 271 | (1 | ) | |||||||||||||||||
| $ | 2,294 | |||||||||||||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2025, is as follows:
Credit Default Swap - Buy Protection |
||||||||||||||||||||||||||||
Reference Entity/ Obligation |
Pay Rate |
Payment Frequency |
Termination Date |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
|||||||||||||||||||||
ICE |
1.00% | Quarterly | 12/20/2029 | $ | 6,000 | $ | 144 | $ | 163 | $ | (19 | ) | ||||||||||||||||
Interest Rate Swaps |
||||||||||||||||||||||||||||||||
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
1-DAY BRL - CETIP |
15% | Annually | 01/02/2029 | BRL | 140,234 | $ | 41 | $ | 43 | $ | (2 | ) | ||||||||||||||||||||
3.7% FIXED |
SONIA | Annually | 03/20/2054 | GBP | 4,500 | 484 | 57 | 427 | ||||||||||||||||||||||||
2.6805% |
3-MONTH LIBOR | Quarterly | 03/19/2030 | KRW | 3,396,000 | (16 | ) | – | (16 | ) | ||||||||||||||||||||||
2.6645% |
3-MONTH LIBOR | Quarterly | 03/19/2030 | KRW | 3,154,000 | (15 | ) | – | (15 | ) | ||||||||||||||||||||||
3-MONTH JIBOR |
9.15% | Quarterly | 03/20/2039 | ZAR | 55,800 | (37 | ) | 29 | (66 | ) | ||||||||||||||||||||||
2.2% |
6-MONTH EURIBOR | Annually | 03/19/2035 | EUR | 15,100 | 189 | 17 | 172 | ||||||||||||||||||||||||
MIBOR |
5.995% FIXED | Semi-Annually | 03/19/2030 | INR | 1,187,000 | 21 | – | 21 | ||||||||||||||||||||||||
302
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Continued)
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
BZDIOVRA |
14.86% FIXED | Annually | 01/02/2029 | BRL | 91,891 | $ | (49 | ) | $ | – | $ | (49 | ) | |||||||||||||||||||
6-MONTH WIBOR |
4.875% FIXED | Semi-Annually | 03/19/2030 | PLN | 25,000 | 34 | – | 34 | ||||||||||||||||||||||||
3.81% FIXED |
6-MONTH CZK - PRIBOR | Annually | 03/19/2035 | CZK | 42,200 | (30 | ) | – | (30 | ) | ||||||||||||||||||||||
3.7797% FIXED |
SOFRATE | Annually | 12/18/2054 | USD | 4,460 | (22 | ) | – | (22 | ) | ||||||||||||||||||||||
2.2322% FIXED |
6-MONTH EURIBOR | Annually | 12/18/2034 | EUR | 5,840 | 55 | – | 55 | ||||||||||||||||||||||||
SOFRRATE |
3.9048% FIXED | Annually | 12/18/2034 | USD | 3,340 | 29 | – | 29 | ||||||||||||||||||||||||
4.865% FIXED |
CLICP | Semi-Annually | 03/19/2027 | CLP | 12,400,000 | 62 | – | 62 | ||||||||||||||||||||||||
28-DAY MXIBTIEF |
8.635% FIXED | Monthly | 03/15/2028 | MXN | 199,000 | 121 | – | 121 | ||||||||||||||||||||||||
MIBOR |
6.04% FIXED | Semi-Annually | 03/19/2030 | INR | 1,173,000 | 46 | – | 46 | ||||||||||||||||||||||||
8.7% FIXED |
3-MONTH JIBAR | Quarterly | 03/19/2035 | ZAR | 125,000 | 70 | – | 70 | ||||||||||||||||||||||||
BZDIOVRA |
15.62% FIXED | Annually | 01/04/2027 | BRL | 39,338 | 69 | – | 69 | ||||||||||||||||||||||||
6-MONTH HUF - BUBOR |
6.31% FIXED | Semi-Annually | 03/19/2030 | HUF | 1,300,000 | 3 | – | 3 | ||||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.59% FIXED | Semi-Annually | 03/19/2030 | CZK | 80,000 | 21 | – | 21 | ||||||||||||||||||||||||
6-MONTH WIBOR |
4.9975% FIXED | Semi-Annually | 03/19/2027 | PLN | 60,600 | (7 | ) | – | (7 | ) | ||||||||||||||||||||||
5.035% FIXED |
6-MONTH WIBOR | Annually | 03/19/2035 | PLN | 14,600 | (37 | ) | – | (37 | ) | ||||||||||||||||||||||
28-DAY MXIBTIEF |
9.015% FIXED | Monthly | 03/13/2030 | MXN | 73,100 | 112 | – | 112 | ||||||||||||||||||||||||
28-DAY MXIBTIEF |
8.97% FIXED | Monthly | 03/13/2030 | MXN | 70,000 | 101 | – | 101 | ||||||||||||||||||||||||
28-DAY MXIBTIEF |
9.17% FIXED | Monthly | 03/13/2030 | MXN | 208,000 | 384 | – | 384 | ||||||||||||||||||||||||
BZDIOVRA |
15.38% FIXED | Annually | 01/02/2029 | BRL | 15,256 | 40 | – | 40 | ||||||||||||||||||||||||
BZDIOVRA |
15.155% FIXED | Annually | 01/02/2029 | BRL | 24,591 | 31 | – | 31 | ||||||||||||||||||||||||
6-MONTH HUF - BUBOR |
6.53% FIXED | Semi-Annually | 03/19/2028 | HUF | 3,110,000 | 64 | – | 64 | ||||||||||||||||||||||||
9.3275% FIXED |
28-DAY MXIBTIEF | Monthly | 03/07/2035 | MXN | 156,400 | (417 | ) | – | (417 | ) | ||||||||||||||||||||||
28-DAY MXIBTIEF |
9.22% FIXED | Monthly | 03/13/2030 | MXN | 47,500 | 92 | – | 92 | ||||||||||||||||||||||||
6-MONTH WIBOR |
5.1% FIXED | Semi-Annually | 03/19/2028 | PLN | 38,200 | 74 | – | 74 | ||||||||||||||||||||||||
6-MONTH WIBOR |
4.94% FIXED | Semi-Annually | 03/19/2028 | PLN | 7,000 | 6 | – | 6 | ||||||||||||||||||||||||
6-MONTH WIBOR |
4.89% FIXED | Semi-Annually | 03/19/2030 | PLN | 29,200 | 45 | – | 45 | ||||||||||||||||||||||||
5.09% FIXED |
6-MONTH WIBOR | Annually | 03/19/2035 | PLN | 16,200 | (58 | ) | – | (58 | ) | ||||||||||||||||||||||
28-DAY MXIBTIEF |
8.87% FIXED | Monthly | 03/13/2030 | MXN | 328,400 | 409 | – | 409 | ||||||||||||||||||||||||
9.115% FIXED |
28-DAY MXIBTIEF | Monthly | 03/07/2035 | MXN | 200,700 | (394 | ) | – | (394 | ) | ||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.55% FIXED | Semi-Annually | 03/19/2030 | CZK | 97,000 | 18 | – | 18 | ||||||||||||||||||||||||
3.72% FIXED |
6-MONTH CZK - PRIBOR | Annually | 03/19/2035 | CZK | 134,400 | (51 | ) | – | (51 | ) | ||||||||||||||||||||||
8.86% FIXED |
COOVIBR | Quarterly | 03/19/2035 | COP | 19,800,000 | (12 | ) | – | (12 | ) | ||||||||||||||||||||||
8.71% FIXED |
28-DAY MXIBTIEF | Monthly | 03/17/2027 | MXN | 350,900 | (170 | ) | – | (170 | ) | ||||||||||||||||||||||
CLICP |
5.28% FIXED | Semi-Annually | 03/19/2027 | CLP | 9,000,000 | 29 | – | 29 | ||||||||||||||||||||||||
5.73% FIXED |
CLICP | Semi-Annually | 03/19/2035 | CLP | 2,200,000 | (56 | ) | – | (56 | ) | ||||||||||||||||||||||
CLICP |
5.51% FIXED | Semi-Annually | 03/19/2030 | CLP | 3,190,000 | 39 | – | 39 | ||||||||||||||||||||||||
CLICP |
5.49% FIXED | Semi-Annually | 03/19/2030 | CLP | 3,096,000 | 35 | – | 35 | ||||||||||||||||||||||||
SOFRRATE |
4.07% FIXED | Annually | 02/13/2030 | USD | 6,700 | 101 | (2 | ) | 103 | |||||||||||||||||||||||
8.6% FIXED |
28-DAY MXIBTIEF | Monthly | 03/13/2030 | MXN | 152,375 | (107 | ) | – | (107 | ) | ||||||||||||||||||||||
BZDIOVRA |
14.495% FIXED | Annually | 01/04/2027 | BRL | 70,773 | (102 | ) | – | (102 | ) | ||||||||||||||||||||||
BZDIOVRA |
14.72% FIXED | Annually | 01/02/2029 | BRL | 47,438 | (66 | ) | – | (66 | ) | ||||||||||||||||||||||
CNRR007 INDEX |
1.416% | Quarterly | 12/17/2029 | CNY | 114,877 | (171 | ) | – | (171 | ) | ||||||||||||||||||||||
INR OVERNIGHT MIBOR |
6.08% | Semi-Annually | 12/19/2029 | INR | 1,600,000 | 78 | – | 78 | ||||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.6745% | Semi-Annually | 12/20/2034 | CZK | 328,200 | 71 | (11 | ) | 82 | |||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.612% | Semi-Annually | 12/20/2030 | CZK | 29,700 | 8 | – | 8 | ||||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.597% | Semi-Annually | 12/20/2028 | CZK | 42,930 | 9 | – | 9 | ||||||||||||||||||||||||
6-MONTH WIBOR |
5.0295% | Semi-Annually | 12/20/2034 | PLN | 7,300 | 18 | – | 18 | ||||||||||||||||||||||||
MXN - OVERNIGHT TIIE FUNDING RATE |
8.89% | Monthly | 12/18/2026 | MXN | 781,642 | 422 | (25 | ) | 447 | |||||||||||||||||||||||
BRL OVERNIGHT CDI (CETIP) RATE |
15.69% | Annually | 01/04/2027 | BRL | 68,800 | 135 | – | 135 | ||||||||||||||||||||||||
BRL OVERNIGHT CDI (CETIP) RATE |
15.26% | Annually | 01/02/2029 | BRL | 32,300 | 62 | – | 62 | ||||||||||||||||||||||||
MXN - OVERNIGHT TIIE FUNDING RATE |
9.002% | Monthly | 12/08/2034 | MXN | 12,300 | 20 | 13 | 7 | ||||||||||||||||||||||||
MXN - OVERNIGHT TIIE FUNDING RATE |
8.905% | Monthly | 12/18/2026 | MXN | 354,358 | 195 | – | 195 | ||||||||||||||||||||||||
THB - THOR |
1.9045% | Quarterly | 12/20/2029 | THB | 277,700 | (35 | ) | – | (35 | ) | ||||||||||||||||||||||
6-MONTH CZK - PRIBOR |
3.892% | Semi-Annually | 01/15/2035 | CZK | 18,000 | 18 | – | 18 | ||||||||||||||||||||||||
INR OVERNIGHT MIBOR |
6.0675% | Semi-Annually | 02/03/2030 | INR | 197,540 | 9 | – | 9 | ||||||||||||||||||||||||
SEI Institutional Investments Trust
303
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Emerging Markets Debt Fund (Concluded)
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
INR OVERNIGHT MIBOR |
6.04% | Semi-Annually | 02/04/2030 | INR | 692,136 | $ | 21 | $ | 11 | $ | 10 | |||||||||||||||||||||
MXN - OVERNIGHT TIIE FUNDING RATE |
8.5235% | Monthly | 02/20/2035 | MXN | 16,300 | – | – | – | ||||||||||||||||||||||||
1.1% FIXED |
1-DAY JPOIS | Annually | 09/18/2034 | JPY | 1,133,000 | 77 | (13 | ) | 90 | |||||||||||||||||||||||
2.4% FIXED |
6-MONTH EURIBOR | Annually | 03/20/2054 | EUR | 1,500 | (49 | ) | 47 | (96 | ) | ||||||||||||||||||||||
SOFR |
4% | Annually | 09/18/2034 | USD | 23,000 | 376 | 192 | 184 | ||||||||||||||||||||||||
2.8% FIXED |
THOR | Quarterly | 03/20/2034 | THB | 140,000 | (231 | ) | (36 | ) | (195 | ) | |||||||||||||||||||||
| $ | 2,212 | $ | 322 | $ | 1,890 | |||||||||||||||||||||||||||
A list of the open OTC swap agreements held by the Fund at February 28, 2025, is as follows:
Credit Default Swaps - Buy Protection |
||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Pay Rate |
Payment Frequency |
Termination Date |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
Bank of America |
BAMD | 1.00% | Quarterly | 12/20/2029 | $ | 1,400 | $ | (15 | ) | $ | 28 | $ | (43 | ) | ||||||||||||||||||
JPMorgan Chase |
JPMD | 1.00% | Quarterly | 12/20/2026 | 4,900 | (19 | ) | (28 | ) | 9 | ||||||||||||||||||||||
JPMorgan Chase |
JPMD | 1.00% | Quarterly | 12/20/2029 | 600 | (6 | ) | 10 | (16 | ) | ||||||||||||||||||||||
Morgan Stanley |
Republic of Turkey | 1.00% | Quarterly | 12/20/2025 | 3,700 | (6 | ) | 18 | (24 | ) | ||||||||||||||||||||||
Morgan Stanley |
MORD | 1.00% | Quarterly | 12/20/2026 | 3,000 | 16 | 25 | (9 | ) | |||||||||||||||||||||||
Morgan Stanley |
MSCI | 1.00% | Quarterly | 12/20/2026 | 6,400 | (31 | ) | (16 | ) | (15 | ) | |||||||||||||||||||||
Morgan Stanley |
Arab Republic of Egypt | 1.00% | Quarterly | 12/20/2028 | 2,500 | 307 | 712 | (405 | ) | |||||||||||||||||||||||
Morgan Stanley |
MORD | 1.00% | Quarterly | 12/20/2029 | 7,200 | 55 | 56 | (1 | ) | |||||||||||||||||||||||
Morgan Stanley |
MSCI | 1.00% | Quarterly | 12/20/2029 | 4,500 | 174 | 150 | 24 | ||||||||||||||||||||||||
| $ | 475 | $ | 955 | $ | (480 | ) | ||||||||||||||||||||||||||
Credit Default Swap - Sell Protection |
||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Receive Rate |
Payment Frequency |
Termination Date |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
Morgan Stanley |
MORD | 1.00% | Quarterly | 12/20/2029 | $ | 700 | $ | (44 | ) | $ | (47 | ) | $ | 3 | ||||||||||||||||||
|
Percentages are based on Net Assets of $1,678,756 ($ 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 28, 2025, the value of these securities amounted to $180,075 ($ Thousands), representing 10.7% 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) |
No interest rate available. |
(E) |
Zero coupon security. |
(F) |
Interest rate represents the security's effective yield at the time of purchase. |
(G) |
Security is in default on interest payment. |
(H) |
Perpetual security with no stated maturity date. |
(I) |
Security considered restricted, excluding 144A. The total market value of such securities as of February 28, 2025 was $8 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
A list of the restricted securities, excluding 144a, held by the Fund at February 28, 2025, is as follows:
Description |
Face Amount ($ Thousands) |
Acquisition Date |
Cost ($ Thousands |
Market Value ($ Thousands) |
||||||||||||
Global Bond Vnesheconombank Via VEB Finance |
$ | 240 | 9/28/2011 | $ | 242 | $ | 8 | |||||||||
| $ | 242 | $ | 8 | |||||||||||||
See “Glossary” for abbreviations.
304
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Real Return Fund
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS — 98.7% |
||||||||
U.S. Treasury Inflation-Protected Securities |
||||||||
3.875%, 04/15/2029 |
$ | 6,744 | $ | 7,401 | ||||
3.625%, 04/15/2028 |
5,868 | 6,276 | ||||||
2.500%, 01/15/2029 |
5,402 | 5,626 | ||||||
2.375%, 01/15/2027 |
6,072 | 6,217 | ||||||
2.375%, 10/15/2028 |
15,722 | 16,330 | ||||||
2.125%, 04/15/2029 |
16,542 | 16,985 | ||||||
1.750%, 01/15/2028 |
5,699 | 5,774 | ||||||
1.625%, 10/15/2027 |
15,468 | 15,675 | ||||||
1.625%, 10/15/2029 |
16,939 | 17,119 | ||||||
1.250%, 04/15/2028 |
15,259 | 15,207 | ||||||
0.875%, 01/15/2029 |
10,682 | 10,470 | ||||||
0.750%, 07/15/2028 |
12,127 | 11,936 | ||||||
0.500%, 01/15/2028 |
13,992 | 13,682 | ||||||
0.375%, 01/15/2027 |
12,381 | 12,218 | ||||||
0.375%, 07/15/2027 |
13,694 | 13,481 | ||||||
0.250%, 07/15/2029 |
12,579 | 12,000 | ||||||
0.125%, 04/15/2026 |
10,871 | 10,761 | ||||||
0.125%, 07/15/2026 |
13,352 | 13,241 | ||||||
0.125%, 10/15/2026 |
15,093 | 14,923 | ||||||
0.125%, 04/15/2027 |
15,420 | 15,069 | ||||||
0.125%, 01/15/2030 |
14,204 | 13,303 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $251,068) ($ Thousands) |
253,694 | |||||||
Total Investments in Securities — 98.7% |
||||||||
(Cost $251,068) ($ Thousands) |
$ | 253,694 | ||||||
|
Percentages are based on Net Assets of $256,961 ($ Thousands). |
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
305
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS — 31.0% |
||||||||
U.S. Treasury Bills |
||||||||
5.915%, 07/31/2025 (A) |
$ | 3,880 | $ | 3,812 | ||||
4.239%, 08/07/2025 (A) |
1,555 | 1,527 | ||||||
U.S. Treasury Notes |
||||||||
4.250%, 02/15/2028 |
55,875 | 56,290 | ||||||
4.125%, 02/28/2027 |
181,945 | 182,393 | ||||||
3.250%, 06/30/2027 |
110,980 | 109,233 | ||||||
2.500%, 03/31/2027 |
104,280 | 101,237 | ||||||
1.250%, 12/31/2026 |
49,075 | 46,711 | ||||||
0.750%, 08/31/2026 |
70,640 | 67,298 | ||||||
0.500%, 10/31/2027 |
68,610 | 62,634 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $628,482) ($ Thousands) |
631,135 | |||||||
CORPORATE OBLIGATIONS — 28.9% |
||||||||
Communication Services — 0.5% |
||||||||
AT&T |
||||||||
2.300%, 06/01/2027 |
2,000 | 1,904 | ||||||
Discovery Communications LLC |
||||||||
4.125%, 05/15/2029 |
1,500 | 1,424 | ||||||
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
||||||||
5.152%, 03/20/2028 (B) |
650 | 654 | ||||||
T-Mobile USA |
||||||||
3.750%, 04/15/2027 |
640 | 630 | ||||||
2.250%, 02/15/2026 |
2,705 | 2,645 | ||||||
Warnermedia Holdings |
||||||||
3.755%, 03/15/2027 |
1,900 | 1,854 | ||||||
| 9,111 | ||||||||
Consumer Discretionary — 2.9% |
||||||||
BMW US Capital LLC |
||||||||
4.650%, 08/13/2026 (B) |
14,925 | 14,964 | ||||||
Hyundai Capital America |
||||||||
5.450%, 06/24/2026 (B) |
9,115 | 9,208 | ||||||
Toyota Motor Credit |
||||||||
5.200%, 05/15/2026 |
14,160 | 14,316 | ||||||
Volkswagen Group of America Finance LLC |
||||||||
4.900%, 08/14/2026 (B) |
12,540 | 12,552 | ||||||
YMCA of Greater New York |
||||||||
2.303%, 08/01/2026 |
8,590 | 8,291 | ||||||
| 59,331 | ||||||||
Consumer Staples — 2.0% |
||||||||
Altria Group |
||||||||
4.875%, 02/04/2028 |
915 | 922 | ||||||
BAT Capital |
||||||||
3.557%, 08/15/2027 |
1,736 | 1,693 | ||||||
Bayer US Finance II LLC |
||||||||
4.375%, 12/15/2028 (B) |
245 | 239 | ||||||
4.250%, 12/15/2025 (B) |
580 | 577 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Bayer US Finance LLC |
||||||||
6.250%, 01/21/2029 (B) |
$ | 1,445 | $ | 1,493 | ||||
Bon Secours Mercy Health |
||||||||
3.382%, 11/01/2025 |
4,504 | 4,448 | ||||||
Constellation Brands |
||||||||
3.700%, 12/06/2026 |
13,315 | 13,137 | ||||||
JBS USA Holding Lux SARL |
||||||||
5.125%, 02/01/2028 |
1,270 | 1,283 | ||||||
3.000%, 02/02/2029 |
1,025 | 954 | ||||||
Philip Morris International |
||||||||
4.750%, 02/12/2027 |
15,005 | 15,100 | ||||||
| 39,846 | ||||||||
Energy — 0.1% |
||||||||
Energy Transfer |
||||||||
5.950%, 12/01/2025 |
748 | 751 | ||||||
Plains All American Pipeline/PAA Finance |
||||||||
4.500%, 12/15/2026 |
1,500 | 1,499 | ||||||
| 2,250 | ||||||||
Financials — 14.5% |
||||||||
Avolon Holdings Funding |
||||||||
3.250%, 02/15/2027 (B) |
990 | 959 | ||||||
2.750%, 02/21/2028 (B) |
580 | 545 | ||||||
2.528%, 11/18/2027 (B) |
133 | 125 | ||||||
Bank of America |
||||||||
3.419%, TSFR3M + 1.302%, 12/20/2028 (C) |
4,689 | 4,529 | ||||||
Bank of America MTN |
||||||||
2.551%, SOFRRATE + 1.050%, 02/04/2028 (C) |
17,360 | 16,707 | ||||||
2.087%, SOFRRATE + 1.060%, 06/14/2029 (C) |
885 | 816 | ||||||
1.319%, SOFRRATE + 1.150%, 06/19/2026 (C) |
2,515 | 2,490 | ||||||
Bank of New York Mellon MTN |
||||||||
3.442%, TSFR3M + 1.331%, 02/07/2028 (C) |
1,165 | 1,142 | ||||||
Citibank |
||||||||
4.929%, 08/06/2026 |
11,605 | 11,688 | ||||||
Citigroup |
||||||||
3.520%, TSFR3M + 1.413%, 10/27/2028 (C) |
1,645 | 1,596 | ||||||
1.462%, SOFRRATE + 0.770%, 06/09/2027 (C) |
4,295 | 4,126 | ||||||
Farmers Exchange Capital |
||||||||
7.050%, 07/15/2028 (B) |
1,095 | 1,146 | ||||||
General Electric MTN |
||||||||
4.945%, TSFR3M + 0.642%, 05/05/2026 (C) |
330 | 331 | ||||||
Global Payments |
||||||||
2.150%, 01/15/2027 |
1,725 | 1,647 | ||||||
306
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Goldman Sachs Group |
||||||||
3.691%, US0003M + 1.510%, 06/05/2028 (C) |
$ | 14,620 | $ | 14,309 | ||||
1.542%, SOFRRATE + 0.818%, 09/10/2027 (C) |
5,460 | 5,214 | ||||||
1.431%, SOFRRATE + 0.798%, 03/09/2027 (C) |
515 | 499 | ||||||
Guardian Life Global Funding |
||||||||
5.737%, 10/02/2028 (B) |
2,925 | 3,045 | ||||||
HSBC Holdings PLC |
||||||||
2.099%, SOFRRATE + 1.929%, 06/04/2026 (C) |
2,455 | 2,439 | ||||||
2.013%, SOFRRATE + 1.732%, 09/22/2028 (C) |
1,090 | 1,017 | ||||||
ING Groep |
||||||||
3.869%, SOFRRATE + 1.640%, 03/28/2026 (C) |
1,230 | 1,229 | ||||||
Jackson National Life Global Funding |
||||||||
5.600%, 04/10/2026 (B) |
11,685 | 11,802 | ||||||
JPMorgan Chase |
||||||||
5.040%, SOFRRATE + 1.190%, 01/23/2028 (C) |
6,785 | 6,840 | ||||||
4.323%, SOFRRATE + 1.560%, 04/26/2028 (C) |
1,670 | 1,659 | ||||||
2.947%, SOFRRATE + 1.170%, 02/24/2028 (C) |
11,065 | 10,727 | ||||||
2.182%, SOFRRATE + 1.890%, 06/01/2028 (C) |
2,000 | 1,897 | ||||||
2.083%, SOFRRATE + 1.850%, 04/22/2026 (C) |
1,855 | 1,848 | ||||||
2.005%, TSFR3M + 1.585%, 03/13/2026 (C) |
857 | 856 | ||||||
1.578%, SOFRRATE + 0.885%, 04/22/2027 (C) |
2,478 | 2,399 | ||||||
1.040%, TSFR3M + 0.695%, 02/04/2027 (C) |
3,805 | 3,686 | ||||||
Lloyds Banking Group PLC |
||||||||
5.462%, H15T1Y + 1.375%, 01/05/2028 (C) |
10,615 | 10,753 | ||||||
1.627%, H15T1Y + 0.850%, 05/11/2027 (C) |
2,375 | 2,291 | ||||||
Marsh & McLennan |
||||||||
4.550%, 11/08/2027 |
8,710 | 8,722 | ||||||
MassMutual Global Funding II MTN |
||||||||
5.100%, 04/09/2027 (B) |
9,490 | 9,630 | ||||||
Metropolitan Life Global Funding I |
||||||||
3.450%, 12/18/2026 (B) |
2,500 | 2,460 | ||||||
Metropolitan Life Global Funding I MTN |
||||||||
5.050%, 01/06/2028 (B) |
2,000 | 2,032 | ||||||
Morgan Stanley |
||||||||
1.593%, SOFRRATE + 0.879%, 05/04/2027 (C) |
900 | 869 | ||||||
0.985%, SOFRRATE + 0.720%, 12/10/2026 (C) |
5,078 | 4,937 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Morgan Stanley MTN |
||||||||
1.512%, SOFRRATE + 0.858%, 07/20/2027 (C) |
$ | 17,875 | $ | 17,136 | ||||
Morgan Stanley Bank |
||||||||
4.754%, 04/21/2026 |
10,170 | 10,207 | ||||||
Nationwide Building Society MTN |
||||||||
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(C) |
2,720 | 2,629 | ||||||
New York Life Global Funding MTN |
||||||||
5.450%, 09/18/2026 (B) |
5,834 | 5,934 | ||||||
Northwestern Mutual Global Funding |
||||||||
5.070%, 03/25/2027 (B) |
4,405 | 4,464 | ||||||
PNC Financial Services Group |
||||||||
6.615%, SOFRINDX + 1.730%, 10/20/2027 (C) |
7,470 | 7,710 | ||||||
5.582%, SOFRRATE + 1.841%, 06/12/2029 (C) |
970 | 997 | ||||||
Principal Life Global Funding II |
||||||||
5.000%, 01/16/2027 (B) |
7,965 | 8,042 | ||||||
Royal Bank of Canada MTN |
||||||||
5.069%, SOFRRATE + 0.790%, 07/23/2027 (C) |
9,340 | 9,411 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.673%, SOFRRATE + 0.989%, 06/14/2027 (C) |
1,380 | 1,326 | ||||||
State Street |
||||||||
5.272%, 08/03/2026 |
12,445 | 12,597 | ||||||
Toronto-Dominion Bank MTN |
||||||||
4.693%, 09/15/2027 |
10,800 | 10,884 | ||||||
UBS |
||||||||
4.864%, SOFRRATE + 0.720%, 01/10/2028 (C) |
12,365 | 12,418 | ||||||
US Bancorp |
||||||||
6.787%, SOFRRATE + 1.880%, 10/26/2027 (C) |
325 | 336 | ||||||
4.653%, SOFRRATE + 1.230%, 02/01/2029 (C) |
2,215 | 2,214 | ||||||
Wells Fargo |
||||||||
4.900%, SOFRRATE + 0.780%, 01/24/2028 (C) |
19,480 | 19,578 | ||||||
Wells Fargo MTN |
||||||||
5.574%, SOFRRATE + 1.740%, 07/25/2029 (C) |
5,450 | 5,588 | ||||||
2.393%, SOFRRATE + 2.100%, 06/02/2028 (C) |
3,945 | 3,755 | ||||||
Willis North America |
||||||||
4.650%, 06/15/2027 |
615 | 615 | ||||||
| 294,848 | ||||||||
Health Care — 0.7% |
||||||||
AbbVie |
||||||||
4.800%, 03/15/2027 |
10,395 | 10,484 | ||||||
3.800%, 03/15/2025 |
35 | 35 | ||||||
SEI Institutional Investments Trust
307
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Amgen |
||||||||
5.150%, 03/02/2028 |
$ | 2,465 | $ | 2,506 | ||||
HCA |
||||||||
5.875%, 02/15/2026 |
1,500 | 1,506 | ||||||
5.250%, 04/15/2025 |
465 | 465 | ||||||
| 14,996 | ||||||||
Industrials — 2.8% |
||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
6.450%, 04/15/2027 |
13,415 | 13,845 | ||||||
2.450%, 10/29/2026 |
255 | 246 | ||||||
Air Lease |
||||||||
3.375%, 07/01/2025 |
400 | 398 | ||||||
2.200%, 01/15/2027 |
770 | 737 | ||||||
Air Lease MTN |
||||||||
5.300%, 06/25/2026 |
15,735 | 15,870 | ||||||
BAE Systems Holdings |
||||||||
3.850%, 12/15/2025 (B) |
625 | 621 | ||||||
Boeing |
||||||||
6.259%, 05/01/2027 |
1,325 | 1,361 | ||||||
PACCAR Financial |
||||||||
4.500%, 11/25/2026 |
8,315 | 8,355 | ||||||
Uber Technologies |
||||||||
4.300%, 01/15/2030 |
1,328 | 1,305 | ||||||
Waste Management |
||||||||
4.500%, 03/15/2028 |
14,260 | 14,317 | ||||||
| 57,055 | ||||||||
Information Technology — 1.3% |
||||||||
Foundry JV Holdco LLC |
||||||||
5.500%, 01/25/2031 (B) |
1,220 | 1,242 | ||||||
Hewlett Packard Enterprise |
||||||||
4.450%, 09/25/2026 |
13,515 | 13,498 | ||||||
Open Text |
||||||||
6.900%, 12/01/2027 (B) |
1,610 | 1,664 | ||||||
Oracle |
||||||||
5.120%, SOFRRATE + 0.760%, 08/03/2028 (C) |
8,055 | 8,100 | ||||||
2.800%, 04/01/2027 |
1,000 | 966 | ||||||
1.650%, 03/25/2026 |
1,865 | 1,809 | ||||||
| 27,279 | ||||||||
Materials — 0.2% |
||||||||
Amcor Flexibles North America |
||||||||
4.000%, 05/17/2025 |
1,165 | 1,162 | ||||||
Berry Global |
||||||||
5.500%, 04/15/2028 |
765 | 779 | ||||||
4.875%, 07/15/2026 (B) |
466 | 465 | ||||||
International Flavors & Fragrances |
||||||||
1.832%, 10/15/2027 (B) |
2,120 | 1,970 | ||||||
| 4,376 | ||||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Real Estate — 1.0% |
||||||||
American Tower |
||||||||
5.250%, 07/15/2028 |
$ | 3,145 | $ | 3,205 | ||||
3.600%, 01/15/2028 |
175 | 170 | ||||||
Crown Castle |
||||||||
3.800%, 02/15/2028 |
3,700 | 3,608 | ||||||
Digital Realty Trust |
||||||||
3.600%, 07/01/2029 |
615 | 589 | ||||||
DOC DR LLC |
||||||||
4.300%, 03/15/2027 |
1,880 | 1,868 | ||||||
Extra Space Storage |
||||||||
4.000%, 06/15/2029 |
1,230 | 1,194 | ||||||
3.875%, 12/15/2027 |
1,625 | 1,594 | ||||||
Extra Space Storage LP |
||||||||
5.700%, 04/01/2028 |
1,195 | 1,229 | ||||||
GLP Capital LP / GLP Financing II |
||||||||
5.300%, 01/15/2029 |
1,000 | 1,004 | ||||||
4.000%, 01/15/2031 |
1,370 | 1,277 | ||||||
Healthcare Realty Holdings LP |
||||||||
3.500%, 08/01/2026 |
1,625 | 1,600 | ||||||
Hudson Pacific Properties LP |
||||||||
4.650%, 04/01/2029 |
630 | 492 | ||||||
3.950%, 11/01/2027 |
52 | 47 | ||||||
3.250%, 01/15/2030 |
395 | 279 | ||||||
LXP Industrial Trust |
||||||||
6.750%, 11/15/2028 |
1,690 | 1,792 | ||||||
VICI Properties |
||||||||
5.750%, 02/01/2027 (B) |
725 | 734 | ||||||
VICI Properties LP / VICI Note Co |
||||||||
4.625%, 06/15/2025 (B) |
185 | 184 | ||||||
4.125%, 08/15/2030 (B) |
310 | 292 | ||||||
| 21,158 | ||||||||
Utilities — 2.9% |
||||||||
Alliant Energy Finance LLC |
||||||||
5.950%, 03/30/2029 (B) |
1,565 | 1,621 | ||||||
1.400%, 03/15/2026 (B) |
2,030 | 1,953 | ||||||
American Electric Power |
||||||||
5.750%, 11/01/2027 |
550 | 565 | ||||||
Dominion Energy |
||||||||
3.300%, 03/15/2025 |
1,570 | 1,569 | ||||||
Eversource Energy |
||||||||
2.900%, 03/01/2027 |
2,505 | 2,421 | ||||||
FirstEnergy |
||||||||
3.900%, 07/15/2027 |
12,230 | 11,986 | ||||||
FirstEnergy Pennsylvania Electric |
||||||||
5.150%, 03/30/2026 (B) |
665 | 668 | ||||||
Georgia Power |
||||||||
5.004%, 02/23/2027 |
11,190 | 11,314 | ||||||
ITC Holdings |
||||||||
4.950%, 09/22/2027 (B) |
2,100 | 2,112 | ||||||
308
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
National Rural Utilities Cooperative Finance MTN |
||||||||
4.800%, 02/05/2027 |
$ | 10,825 | $ | 10,907 | ||||
NextEra Energy Capital Holdings |
||||||||
5.160%, SOFRINDX + 0.800%, 02/04/2028 (C) |
8,485 | 8,524 | ||||||
Vistra Operations LLC |
||||||||
5.050%, 12/30/2026 (B) |
5,360 | 5,378 | ||||||
| 59,018 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $584,689) ($ Thousands) |
589,268 | |||||||
ASSET-BACKED SECURITIES — 23.3% |
||||||||
Automotive — 10.4% |
||||||||
Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl D |
||||||||
6.315%, 05/17/2032 (B) |
1,210 | 1,230 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
||||||||
1.210%, 12/18/2026 |
1,171 | 1,158 | ||||||
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl C |
||||||||
5.320%, 04/18/2028 |
3,000 | 3,032 | ||||||
ARI Fleet Lease Trust, Ser 2023-B, Cl A3 |
||||||||
5.890%, 07/15/2032 (B) |
2,424 | 2,486 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A |
||||||||
1.660%, 02/20/2028 (B) |
4,478 | 4,262 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-1A, Cl A |
||||||||
3.830%, 08/21/2028 (B) |
19,080 | 18,767 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-2A, Cl A |
||||||||
5.200%, 10/20/2027 (B) |
7,550 | 7,616 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl A |
||||||||
5.780%, 04/20/2028 (B) |
5,735 | 5,863 | ||||||
CarMax Auto Owner Trust, Ser 2023-2, Cl B |
||||||||
5.180%, 11/15/2028 |
1,000 | 1,013 | ||||||
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
||||||||
4.920%, 10/16/2028 |
8,330 | 8,394 | ||||||
CarMax Auto Owner Trust, Ser 2024-1, Cl B |
||||||||
5.170%, 08/15/2029 |
4,120 | 4,189 | ||||||
CarMax Auto Owner Trust, Ser 2024-2, Cl A3 |
||||||||
5.500%, 01/16/2029 |
3,700 | 3,759 | ||||||
CarMax Auto Owner Trust, Ser 2024-3, Cl A3 |
||||||||
4.890%, 07/16/2029 |
11,420 | 11,524 | ||||||
CarMax Auto Owner Trust, Ser 2024-A, Cl A3 |
||||||||
5.400%, 11/15/2028 |
6,900 | 6,989 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
CarMax Auto Owner Trust, Ser 2024-A, Cl B |
||||||||
5.350%, 01/15/2030 |
$ | 11,025 | $ | 11,201 | ||||
Carmax Auto Owner Trust, Ser 2025-1, Cl A3 |
||||||||
4.840%, 01/15/2030 |
4,065 | 4,112 | ||||||
Drive Auto Receivables Trust, Ser 2021-2, Cl D |
||||||||
1.390%, 03/15/2029 |
1,547 | 1,526 | ||||||
DT Auto Owner Trust, Ser 2021-4A, Cl D |
||||||||
1.990%, 09/15/2027 (B) |
1,360 | 1,330 | ||||||
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A3 |
||||||||
4.560%, 11/20/2028 (B) |
9,420 | 9,446 | ||||||
Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C |
||||||||
6.320%, 05/15/2028 |
2,015 | 2,032 | ||||||
Flagship Credit Auto Trust, Ser 2019-4, Cl D |
||||||||
3.120%, 01/15/2026 (B) |
6 | 6 | ||||||
Flagship Credit Auto Trust, Ser 2020-3, Cl D |
||||||||
2.500%, 09/15/2026 (B) |
1,996 | 1,983 | ||||||
Flagship Credit Auto Trust, Ser 2021-1, Cl C |
||||||||
0.910%, 03/15/2027 (B) |
309 | 308 | ||||||
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl B |
||||||||
5.310%, 05/15/2028 (B) |
2,450 | 2,468 | ||||||
Ford Credit Floorplan Master Owner Trust A, Ser 2024-1, Cl A1 |
||||||||
5.290%, 04/15/2029 (B) |
4,310 | 4,387 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl D |
||||||||
1.480%, 07/15/2027 (B) |
2,951 | 2,898 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4 |
||||||||
3.710%, 12/16/2027 |
1,000 | 993 | ||||||
Huntington Auto Trust, Ser 2024-1A, Cl A3 |
||||||||
5.230%, 01/16/2029 (B) |
8,415 | 8,501 | ||||||
Huntington Bank Auto Credit-Linked Notes Series, Ser 2024-2, Cl B1 |
||||||||
5.442%, 10/20/2032 (B) |
1,541 | 1,553 | ||||||
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A4 |
||||||||
5.310%, 08/15/2029 |
194 | 197 | ||||||
JPMorgan Chase Bank, Ser 2021-3, Cl D |
||||||||
1.009%, 02/26/2029 (B) |
77 | 77 | ||||||
LAD Auto Receivables Trust, Ser 2023-2A, Cl C |
||||||||
5.580%, 09/15/2028 (B) |
2,180 | 2,201 | ||||||
LAD Auto Receivables Trust, Ser 2024-3A, Cl A3 |
||||||||
4.520%, 03/15/2029 (B) |
2,500 | 2,505 | ||||||
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl A |
||||||||
5.590%, 04/25/2029 (B) |
7,800 | 7,887 | ||||||
SEI Institutional Investments Trust
309
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl B |
||||||||
5.790%, 04/25/2029 (B) |
$ | 1,895 | $ | 1,914 | ||||
NextGear Floorplan Master Owner Trust, Ser 2024-1A, Cl A2 |
||||||||
5.120%, 03/15/2029 (B) |
14,550 | 14,755 | ||||||
NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl B |
||||||||
4.870%, 09/15/2029 (B) |
4,400 | 4,380 | ||||||
Nissan Auto Lease Trust, Ser 2025-A, Cl B |
||||||||
5.030%, 02/15/2029 |
3,935 | 3,968 | ||||||
Nissan Auto Lease Trust, Ser 2025-A, Cl C |
||||||||
5.110%, 06/15/2029 |
3,935 | 3,970 | ||||||
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C |
||||||||
5.000%, 11/15/2029 |
3,185 | 3,204 | ||||||
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
||||||||
5.240%, 01/22/2029 (B) |
8,860 | 8,933 | ||||||
SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3 |
||||||||
4.550%, 06/20/2030 (B) |
12,900 | 12,945 | ||||||
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A |
||||||||
3.820%, 04/25/2035 (B) |
8,360 | 8,271 | ||||||
US Bank, Ser 2023-1, Cl B |
||||||||
6.789%, 08/25/2032 (B) |
931 | 945 | ||||||
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl B |
||||||||
5.410%, 01/18/2028 (B) |
2,940 | 2,949 | ||||||
| 212,127 | ||||||||
Credit Cards — 2.9% |
||||||||
American Express Credit Account Master Trust, Ser 2023-3, Cl A |
||||||||
5.230%, 09/15/2028 |
5,485 | 5,566 | ||||||
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
||||||||
4.980%, 11/15/2028 |
5,389 | 5,451 | ||||||
BA Credit Card Trust, Ser 2024-A1, Cl A |
||||||||
4.930%, 05/15/2029 |
9,175 | 9,307 | ||||||
Capital One Multi-Asset Execution Trust, Ser 2024-A1, Cl A |
||||||||
3.920%, 09/15/2029 |
4,500 | 4,465 | ||||||
CARDS II Trust, Ser 2024-1A, Cl B |
||||||||
5.450%, 07/16/2029 (B) |
5,735 | 5,790 | ||||||
Chase Issuance Trust, Ser 2023-A1, Cl A |
||||||||
5.160%, 09/15/2028 |
1,135 | 1,150 | ||||||
Evergreen Credit Card Trust, Ser 2024-1A, Cl B |
||||||||
5.510%, 07/17/2028 (B) |
5,540 | 5,601 | ||||||
Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B |
||||||||
5.240%, 05/15/2029 (B) |
4,900 | 4,945 | ||||||
Golden Credit Card Trust, Ser 2021-1A, Cl B |
||||||||
1.440%, 08/15/2028 (B) |
12,209 | 11,638 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
||||||||
5.540%, 07/15/2029 |
$ | 3,000 | $ | 3,046 | ||||
Synchrony Card Funding LLC, Ser 2024-A1, Cl A |
||||||||
5.040%, 03/15/2030 |
1,920 | 1,945 | ||||||
WF Card Issuance Trust, Ser 2024-A1, Cl A |
||||||||
4.940%, 02/15/2029 |
250 | 253 | ||||||
| 59,157 | ||||||||
Mortgage Related Securities — 0.1% |
||||||||
RCKT Mortgage Trust, Ser 2024-CES1, Cl A1A |
||||||||
6.025%, 02/25/2044 (B)(C) |
1,766 | 1,784 | ||||||
Other Asset-Backed Securities — 9.9% |
||||||||
AIMCO CLO Series 2017-A, Ser 2025-AA, Cl XR2 |
||||||||
0.000%, 01/20/2038 (B)(C)(D) |
2,850 | 2,850 | ||||||
Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser, Ser 2005-R7, Cl M4 |
||||||||
5.349%, TSFR1M + 1.029%, 09/25/2035 (C) |
2,790 | 2,679 | ||||||
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |
||||||||
5.139%, TSFR1M + 0.819%, 11/25/2035 (C) |
610 | 599 | ||||||
AMMC CLO 15, Ser 2021-15A, Cl AR3 |
||||||||
5.684%, TSFR3M + 1.382%, 01/15/2032 (B)(C) |
315 | 316 | ||||||
Apidos CLO XII, Ser 2024-12A, Cl ARR |
||||||||
5.382%, TSFR3M + 1.080%, 04/15/2031 (B)(C) |
2,194 | 2,200 | ||||||
Apidos CLO XXII, Ser 2020-22A, Cl A1R |
||||||||
5.615%, TSFR3M + 1.322%, 04/20/2031 (B)(C) |
640 | 640 | ||||||
Bain Capital Credit CLO, Ser 2024-6A, Cl A1R |
||||||||
5.383%, TSFR3M + 1.090%, 10/21/2034 (B)(C) |
3,400 | 3,399 | ||||||
Barings CLO, Ser 2024-4A, Cl A1R |
||||||||
5.452%, TSFR3M + 1.150%, 10/15/2030 (B)(C) |
2,790 | 2,790 | ||||||
Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 |
||||||||
4.734%, TSFR1M + 0.414%, 11/25/2036 (C) |
1,788 | 1,757 | ||||||
Carbone CLO, Ser 2017-1A, Cl A1 |
||||||||
5.695%, TSFR3M + 1.402%, 01/20/2031 (B)(C) |
908 | 910 | ||||||
Cedar Funding VII CLO, Ser 2024-7A, Cl AR |
||||||||
5.373%, TSFR3M + 1.080%, 01/20/2031 (B)(C) |
2,419 | 2,424 | ||||||
310
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
CIFC Funding, Ser 2018-3RA, Cl A1 |
||||||||
5.538%, TSFR3M + 1.242%, 04/24/2031 (B)(C) |
$ | 215 | $ | 215 | ||||
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 |
||||||||
4.724%, TSFR1M + 0.404%, 09/25/2036 (B)(C) |
1,257 | 1,211 | ||||||
DataBank Issuer, Ser 2021-1A, Cl A2 |
||||||||
2.060%, 02/27/2051 (B) |
1,027 | 996 | ||||||
Dell Equipment Finance Trust, Ser 2023-2, Cl B |
||||||||
5.770%, 01/22/2029 (B) |
2,195 | 2,222 | ||||||
DLLAA LLC, Ser 2025-1A, Cl A3 |
||||||||
4.950%, 09/20/2029 (B) |
6,300 | 6,390 | ||||||
Domino's Pizza Master Issuer LLC, Ser 2015-1A, Cl A2II |
||||||||
4.474%, 10/25/2045 (B) |
2,133 | 2,128 | ||||||
Domino's Pizza Master Issuer LLC, Ser 2018-1A, Cl A2II |
||||||||
4.328%, 07/25/2048 (B) |
1,422 | 1,406 | ||||||
Dryden 41 Senior Loan Fund, Ser 2018-41A, Cl BR |
||||||||
5.864%, TSFR3M + 1.562%, 04/15/2031 (B)(C) |
1,340 | 1,342 | ||||||
Dryden 72 CLO, Ser 2024-72A, Cl ARR |
||||||||
5.423%, TSFR3M + 1.100%, 05/15/2032 (B)(C) |
2,649 | 2,655 | ||||||
FirstKey Homes Trust, Ser 2022-SFR2, Cl A |
||||||||
4.250%, 07/17/2039 (B) |
9,288 | 9,201 | ||||||
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
||||||||
5.094%, TSFR1M + 0.774%, 01/25/2036 (C) |
1,670 | 1,600 | ||||||
GCI Funding I LLC, Ser 2021-1, Cl A |
||||||||
2.380%, 06/18/2046 (B) |
1,508 | 1,387 | ||||||
Goldentree Loan Management US CLO 11, Ser 2024-11A, Cl AR |
||||||||
5.373%, TSFR3M + 1.080%, 10/20/2034 (B)(C) |
1,700 | 1,700 | ||||||
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
||||||||
5.447%, TSFR3M + 1.150%, 04/24/2031 (B)(C) |
2,007 | 2,009 | ||||||
Greenwood Park CLO Ltd., Ser 2018-1A, Cl A2 |
||||||||
5.574%, TSFR3M + 1.272%, 04/15/2031 (B)(C) |
731 | 732 | ||||||
GSAA Home Equity Trust, Ser 2005-6, Cl M1 |
||||||||
5.079%, TSFR1M + 0.759%, 06/25/2035 (C) |
105 | 105 | ||||||
GSAA Home Equity Trust, Ser 2007-8, Cl A3 |
||||||||
5.334%, TSFR1M + 1.014%, 08/25/2037 (C) |
154 | 151 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
||||||||
2.740%, 02/25/2039 (B) |
$ | 982 | $ | 954 | ||||
Home Partners of America Trust, Ser 2021-2, Cl B |
||||||||
2.302%, 12/17/2026 (B) |
864 | 826 | ||||||
HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2 |
||||||||
5.019%, TSFR1M + 0.699%, 01/25/2036 (C) |
230 | 227 | ||||||
Jersey Mike's Funding LLC, Ser 2019-1A, Cl A2 |
||||||||
4.433%, 02/15/2050 (B) |
990 | 982 | ||||||
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |
||||||||
4.674%, TSFR1M + 0.354%, 05/25/2037 (C) |
56 | 56 | ||||||
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |
||||||||
4.664%, TSFR1M + 0.344%, 05/25/2037 (C) |
3,000 | 2,926 | ||||||
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |
||||||||
4.594%, TSFR1M + 0.274%, 06/25/2037 (C) |
242 | 242 | ||||||
LCM XXIV, Ser 2021-24A, Cl AR |
||||||||
5.535%, TSFR3M + 1.242%, 03/20/2030 (B)(C) |
1,498 | 1,498 | ||||||
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
||||||||
5.473%, TSFR3M + 1.180%, 10/18/2030 (B)(C) |
2,144 | 2,147 | ||||||
Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D |
||||||||
4.974%, TSFR1M + 0.654%, 03/25/2036 (C) |
443 | 431 | ||||||
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |
||||||||
5.434%, TSFR1M + 1.114%, 07/25/2037 (C) |
467 | 461 | ||||||
MVW LLC, Ser 2021-1WA, Cl A |
||||||||
1.140%, 01/22/2041 (B) |
1,207 | 1,137 | ||||||
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |
||||||||
5.074%, TSFR1M + 0.434%, 04/25/2037 (C) |
399 | 394 | ||||||
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
||||||||
2.400%, 10/15/2068 (B) |
2,880 | 2,775 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
||||||||
1.690%, 05/15/2069 (B) |
2,064 | 1,943 | ||||||
SEI Institutional Investments Trust
311
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A |
||||||||
1.220%, 07/15/2069 (B) |
$ | 3,503 | $ | 3,259 | ||||
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
||||||||
1.170%, 09/16/2069 (B) |
1,330 | 1,233 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
||||||||
1.310%, 01/15/2069 (B) |
1,251 | 1,173 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
||||||||
0.840%, 05/15/2069 (B) |
2,591 | 2,356 | ||||||
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
||||||||
0.940%, 07/15/2069 (B) |
6,679 | 6,051 | ||||||
New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B |
||||||||
4.794%, TSFR1M + 0.474%, 05/25/2036 (C) |
1,337 | 1,340 | ||||||
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
||||||||
4.624%, TSFR1M + 0.304%, 04/25/2037 (C) |
1,158 | 1,112 | ||||||
Octagon Investment Partners 51, Ser 2025-1A, Cl AR |
||||||||
5.309%, TSFR3M + 0.990%, 07/20/2034 (B)(C) |
2,000 | 2,000 | ||||||
Octagon Investment Partners XXI, Ser 2025-1A, Cl A2R4 |
||||||||
0.000%, 02/14/2031 (B)(C)(D) |
2,400 | 2,400 | ||||||
Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D |
||||||||
4.704%, TSFR1M + 0.654%, 03/25/2037 (C) |
1,619 | 1,554 | ||||||
Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR |
||||||||
5.702%, TSFR3M + 1.400%, 04/15/2031 (B)(C) |
3,400 | 3,404 | ||||||
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |
||||||||
5.114%, TSFR1M + 0.794%, 12/25/2035 (C) |
377 | 370 | ||||||
PFS Financing, Ser 2024-B, Cl A |
||||||||
4.950%, 02/15/2029 (B) |
750 | 757 | ||||||
PK ALIFT Loan Funding 4, Ser 2024-2, Cl A |
||||||||
5.052%, 10/15/2039 (B) |
1,662 | 1,651 | ||||||
Progress Residential Trust, Ser 2022-SFR2, Cl A |
||||||||
2.950%, 04/17/2027 (B) |
1,702 | 1,645 | ||||||
Regatta XIII Funding, Ser 2024-2A, Cl A1R |
||||||||
5.402%, TSFR3M + 1.100%, 07/15/2031 (B)(C) |
1,986 | 1,986 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Rockford Tower CLO, Ser 2018-2A, Cl A |
||||||||
5.715%, TSFR3M + 1.422%, 10/20/2031 (B)(C) |
$ | 1,282 | $ | 1,282 | ||||
Rockford Tower CLO, Ser 2019-2A, Cl AR2 |
||||||||
5.452%, TSFR3M + 1.130%, 08/20/2032 (B)(C) |
2,964 | 2,964 | ||||||
Sabey Data Center Issuer LLC, Ser 2021-1, Cl A2 |
||||||||
1.881%, 06/20/2046 (B) |
1,682 | 1,614 | ||||||
Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |
||||||||
4.774%, TSFR1M + 0.454%, 10/25/2046 (C) |
741 | 723 | ||||||
SLM Student Loan Trust, Ser 2012-2, Cl A |
||||||||
5.167%, SOFR30A + 0.814%, 01/25/2029 (C) |
520 | 510 | ||||||
SLM Student Loan Trust, Ser 2013-2, Cl A |
||||||||
4.917%, SOFR30A + 0.564%, 06/25/2043 (C) |
639 | 629 | ||||||
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
||||||||
1.310%, 07/17/2051 (B) |
423 | 392 | ||||||
SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX |
||||||||
2.540%, 05/15/2046 (B) |
1,733 | 1,657 | ||||||
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
||||||||
1.140%, 02/15/2047 (B) |
1,219 | 1,064 | ||||||
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
||||||||
1.893%, 08/25/2045 (B) |
4,569 | 4,500 | ||||||
Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A2 |
||||||||
5.080%, 06/21/2050 (B) |
9,855 | 9,921 | ||||||
TIAA CLO IV, Ser 2024-1A, Cl A1AR |
||||||||
5.433%, TSFR3M + 1.140%, 01/20/2032 (B)(C) |
2,318 | 2,321 | ||||||
T-Mobile US Trust, Ser 2024-2A, Cl A |
||||||||
4.250%, 05/21/2029 (B) |
12,280 | 12,256 | ||||||
Trinity Rail Leasing LLC, Ser 2020-2A, Cl A1 |
||||||||
1.830%, 11/19/2050 (B) |
1,559 | 1,491 | ||||||
Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2 |
||||||||
1.645%, 09/15/2045 (B) |
3,317 | 3,257 | ||||||
Verizon Master Trust Series, Ser 2024-4, Cl B |
||||||||
5.400%, 06/20/2029 |
3,200 | 3,231 | ||||||
Verizon Master Trust Series, Ser 2024-4, Cl C |
||||||||
5.600%, 06/20/2029 |
3,585 | 3,619 | ||||||
Verizon Master Trust, Ser 2023-1, Cl A |
||||||||
4.490%, 01/22/2029 |
2,855 | 2,856 | ||||||
Verizon Master Trust, Ser 2023-4, Cl A1A |
||||||||
5.160%, 06/20/2029 |
9,780 | 9,880 | ||||||
312
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Verizon Master Trust, Ser 2024-3, Cl A1A |
||||||||
5.340%, 04/22/2030 |
$ | 8,675 | $ | 8,851 | ||||
Verizon Master Trust, Ser 2024-6, Cl C |
||||||||
4.670%, 08/20/2030 |
19,539 | 19,541 | ||||||
Verizon Master Trust, Ser 2025-1, Cl B |
||||||||
4.940%, 01/21/2031 |
4,660 | 4,714 | ||||||
Voya CLO, Ser 2021-2A, Cl A1R |
||||||||
5.544%, TSFR3M + 1.242%, 06/07/2030 (B)(C) |
248 | 248 | ||||||
| 202,825 | ||||||||
Total Asset-Backed Securities |
||||||||
(Cost $472,948) ($ Thousands) |
475,893 | |||||||
MORTGAGE-BACKED SECURITIES — 20.4% |
||||||||
Agency Mortgage-Backed Obligations — 10.6% |
||||||||
Connecticut Avenue Securities Trust, Ser 2022-R08, Cl 1M1 |
||||||||
6.902%, SOFR30A + 2.550%, 07/25/2042(B)(C) |
1,202 | 1,236 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1 |
||||||||
5.852%, SOFR30A + 1.500%, 10/25/2043(B)(C) |
1,755 | 1,762 | ||||||
Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M1 |
||||||||
5.452%, SOFR30A + 1.100%, 05/25/2044(B)(C) |
929 | 929 | ||||||
FHLMC |
||||||||
6.485%, RFUCCT1Y + 1.469%, 03/01/2037(C) |
4 | 4 | ||||||
3.500%, 02/01/2034 to 05/01/2035 |
1,754 | 1,701 | ||||||
2.500%, 09/01/2030 to 11/01/2031 |
3,240 | 3,085 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K062, Cl A2 |
||||||||
3.413%, 12/25/2026 |
2,700 | 2,656 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K089, Cl A1 |
||||||||
3.344%, 10/25/2028 |
659 | 645 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl A2 |
||||||||
1.760%, 03/25/2028 |
2,164 | 2,013 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KF37, Cl A |
||||||||
4.799%, SOFR30A + 0.474%, 09/25/2027(C) |
57 | 57 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KF40, Cl A |
||||||||
4.779%, SOFR30A + 0.454%, 11/25/2027(C) |
40 | 39 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KF43, Cl A |
||||||||
4.679%, SOFR30A + 0.354%, 01/25/2028(C) |
$ | 337 | $ | 334 | ||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KF68, Cl A |
||||||||
4.929%, SOFR30A + 0.604%, 07/25/2026(C) |
334 | 334 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KF86, Cl AL |
||||||||
4.729%, SOFR30A + 0.404%, 08/25/2027(C) |
316 | 315 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KJ34, Cl A1 |
||||||||
0.681%, 06/25/2026 |
55 | 54 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser KJ37, Cl A1 |
||||||||
1.679%, 12/25/2027 |
1,421 | 1,341 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser Q004, Cl AFL |
||||||||
5.375%, 12MTA + 0.740%, 05/25/2044(C) |
304 | 304 | ||||||
FHLMC REMIC CMO, Ser 2005-2922, Cl FE |
||||||||
4.703%, SOFR30A + 0.364%, 02/15/2035(C) |
305 | 303 | ||||||
FHLMC REMIC CMO, Ser 2005-2990, Cl LK |
||||||||
4.823%, SOFR30A + 0.484%, 10/15/2034(C) |
354 | 353 | ||||||
FHLMC REMIC CMO, Ser 2006-3102, Cl FB |
||||||||
4.753%, SOFR30A + 0.414%, 01/15/2036(C) |
73 | 73 | ||||||
FHLMC REMIC CMO, Ser 2006-3136, Cl KF |
||||||||
4.753%, SOFR30A + 0.414%, 04/15/2036(C) |
118 | 118 | ||||||
FHLMC REMIC CMO, Ser 2009-3616, Cl FG |
||||||||
5.103%, SOFR30A + 0.764%, 03/15/2032(C) |
159 | 159 | ||||||
FHLMC REMIC CMO, Ser 2010-3762, Cl FP |
||||||||
4.903%, SOFR30A + 0.564%, 03/15/2040(C) |
8 | 8 | ||||||
FHLMC REMIC CMO, Ser 2012-4094, Cl BF |
||||||||
4.853%, SOFR30A + 0.514%, 08/15/2032(C) |
242 | 242 | ||||||
FHLMC REMIC CMO, Ser 2012-4102, Cl LF |
||||||||
4.703%, SOFR30A + 0.364%, 01/15/2040(C) |
16 | 16 | ||||||
FHLMC REMIC CMO, Ser 2013-4203, Cl DM |
||||||||
3.000%, 04/15/2033 |
94 | 92 | ||||||
FHLMC REMIC CMO, Ser 2015-4482, Cl CA |
||||||||
3.000%, 04/15/2034 |
555 | 546 | ||||||
FNMA |
||||||||
3.500%, 09/01/2034 |
1,342 | 1,301 | ||||||
3.000%, 10/01/2030 to 02/01/2035 |
2,744 | 2,657 | ||||||
2.690%, 06/01/2026 |
1,401 | 1,372 | ||||||
SEI Institutional Investments Trust
313
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
2.500%, 02/01/2031 to 11/01/2034 |
$ | 2,899 | $ | 2,779 | ||||
2.000%, 04/01/2031 |
560 | 530 | ||||||
1.500%, 10/01/2035 |
924 | 816 | ||||||
FNMA CMO, Ser 2024-49, Cl FC |
||||||||
5.652%, SOFR30A + 1.300%, 07/25/2054(C) |
5,777 | 5,779 | ||||||
FNMA CMO, Ser 2024-73, Cl FB |
||||||||
5.552%, SOFR30A + 1.200%, 10/25/2054(C) |
8,742 | 8,727 | ||||||
FNMA REMIC CMO, Ser 2005-83, Cl FP |
||||||||
4.797%, SOFR30A + 0.444%, 10/25/2035(C) |
381 | 379 | ||||||
FNMA REMIC CMO, Ser 2006-31, Cl FP |
||||||||
4.767%, SOFR30A + 0.414%, 05/25/2036(C) |
66 | 65 | ||||||
FNMA REMIC CMO, Ser 2006-56, Cl FE |
||||||||
4.897%, SOFR30A + 0.544%, 07/25/2036(C) |
324 | 323 | ||||||
FNMA REMIC CMO, Ser 2007-98, Cl FD |
||||||||
4.917%, SOFR30A + 0.564%, 06/25/2037(C) |
205 | 204 | ||||||
FNMA REMIC CMO, Ser 2008-24, Cl PF |
||||||||
5.117%, SOFR30A + 0.764%, 02/25/2038(C) |
14 | 13 | ||||||
FNMA REMIC CMO, Ser 2010-43, Cl VF |
||||||||
5.017%, SOFR30A + 0.664%, 05/25/2040(C) |
248 | 248 | ||||||
FNMA REMIC CMO, Ser 2012-111, Cl NF |
||||||||
4.817%, SOFR30A + 0.464%, 05/25/2042(C) |
366 | 361 | ||||||
FNMA REMIC CMO, Ser 2012-113, Cl PB |
||||||||
2.000%, 10/25/2040 |
278 | 269 | ||||||
FNMA REMIC CMO, Ser 2012-54, Cl CF |
||||||||
5.167%, SOFR30A + 0.814%, 05/25/2042(C) |
127 | 128 | ||||||
FNMA REMIC CMO, Ser 2016-48, Cl UF |
||||||||
4.867%, SOFR30A + 0.514%, 08/25/2046(C) |
137 | 136 | ||||||
FNMA REMIC CMO, Ser 2019-79, Cl FA |
||||||||
4.967%, SOFR30A + 0.614%, 01/25/2050(C) |
369 | 363 | ||||||
FNMA REMIC CMO, Ser 2020-10, Cl FA |
||||||||
4.967%, SOFR30A + 0.614%, 03/25/2050(C) |
974 | 949 | ||||||
FNMA TBA |
||||||||
5.500%, 03/15/2055 |
5,225 | 5,232 | ||||||
5.000%, 03/15/2040 to 03/15/2055 |
33,150 | 33,088 | ||||||
4.500%, 04/14/2033 to 03/15/2040 |
35,725 | 35,048 | ||||||
4.000%, 03/01/2039 to 03/15/2040 |
26,675 | 25,588 | ||||||
3.500%, 03/01/2041 to 03/15/2055 |
17,125 | 16,082 | ||||||
FRESB Mortgage Trust, Ser 2016-SB17, Cl A10F |
||||||||
2.420%, 05/25/2026(C) |
2,409 | 2,352 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FRESB Mortgage Trust, Ser 2018-SB50, Cl A10F |
||||||||
3.326%, 04/25/2028(C) |
$ | 749 | $ | 723 | ||||
FRESB Mortgage Trust, Ser 2018-SB52, Cl A10F |
||||||||
3.456%, 06/25/2028(C) |
4,639 | 4,485 | ||||||
FRESB Mortgage Trust, Ser 2018-SB53, Cl A10F |
||||||||
3.614%, 06/25/2028(C) |
3,773 | 3,690 | ||||||
FRESB Mortgage Trust, Ser 2018-SB54, Cl A10F |
||||||||
3.520%, 05/25/2028(C) |
1,147 | 1,119 | ||||||
FRESB Mortgage Trust, Ser 2019-SB59, Cl A10F |
||||||||
3.470%, 01/25/2029(C) |
415 | 402 | ||||||
GNMA CMO, Ser 2007-1, Cl F |
||||||||
4.726%, TSFR1M + 0.414%, 01/20/2037(C) |
283 | 282 | ||||||
GNMA CMO, Ser 2011-151, Cl BF |
||||||||
4.776%, TSFR1M + 0.464%, 04/20/2041(C) |
241 | 239 | ||||||
GNMA CMO, Ser 2012-77, Cl FM |
||||||||
5.096%, TSFR1M + 0.784%, 11/16/2039(C) |
249 | 250 | ||||||
GNMA CMO, Ser 2023-113, Cl FD |
||||||||
5.696%, SOFR30A + 1.350%, 08/20/2053(C) |
2,432 | 2,455 | ||||||
GNMA CMO, Ser 2024-148, Cl AF |
||||||||
5.526%, SOFR30A + 1.180%, 09/20/2054(C) |
8,954 | 8,947 | ||||||
GNMA CMO, Ser 2024-30, Cl CF |
||||||||
5.596%, SOFR30A + 1.250%, 02/20/2054(C) |
2,337 | 2,349 | ||||||
GNMA TBA |
||||||||
5.500%, 03/20/2038 |
5,800 | 5,815 | ||||||
5.000%, 03/01/2039 |
8,925 | 8,813 | ||||||
4.500%, 03/01/2039 |
6,975 | 6,730 | ||||||
4.000%, 03/15/2055 |
4,900 | 4,617 | ||||||
GNMA, Ser 2008-92, Cl E |
||||||||
5.556%, 03/16/2044(C) |
158 | 158 | ||||||
GNMA, Ser 2012-23, Cl D |
||||||||
3.488%, 07/16/2049(C) |
311 | 300 | ||||||
GNMA, Ser 2014-157, Cl C |
||||||||
3.150%, 10/16/2054(C) |
1,008 | 975 | ||||||
GNMA, Ser 2015-109, Cl B |
||||||||
3.313%, 10/16/2041(C) |
351 | 350 | ||||||
314
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
GNMA, Ser 82737 |
||||||||
4.625%, H15T1Y + 1.500%, 02/20/2041(C) |
$ | 57 | $ | 57 | ||||
| 216,264 | ||||||||
Non-Agency Mortgage-Backed Obligations — 9.8% |
||||||||
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl A2 |
||||||||
2.023%, 06/15/2054(B) |
1,007 | 967 | ||||||
Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 |
||||||||
4.685%, 07/26/2036(B)(C) |
1,499 | 1,491 | ||||||
BANK, Ser 2017-BNK8, Cl ASB |
||||||||
3.314%, 11/15/2050 |
1,274 | 1,253 | ||||||
BANK, Ser 2018-BN14, Cl A2 |
||||||||
4.128%, 09/15/2060 |
299 | 294 | ||||||
BANK, Ser 2018-BN14, Cl ASB |
||||||||
4.185%, 09/15/2060 |
328 | 326 | ||||||
BANK, Ser 2019-BN21, Cl ASB |
||||||||
2.808%, 10/17/2052 |
2,412 | 2,306 | ||||||
BANK, Ser BN22, Cl ASB |
||||||||
2.897%, 11/15/2062 |
1,559 | 1,503 | ||||||
BANK, Ser BN24, Cl ASB |
||||||||
2.929%, 11/15/2062 |
2,087 | 2,017 | ||||||
BBCMS Mortgage Trust, Ser C8, Cl ASB |
||||||||
1.867%, 10/15/2053 |
820 | 764 | ||||||
Benchmark 2019-B15 Mortgage Trust, Ser B15, Cl AAB |
||||||||
2.859%, 12/15/2072 |
2,123 | 2,051 | ||||||
Benchmark Mortgage Trust, Ser 2018-B5, Cl A2 |
||||||||
4.077%, 07/15/2051 |
1,142 | 1,108 | ||||||
Benchmark Mortgage Trust, Ser 2019-B9, Cl AAB |
||||||||
3.933%, 03/15/2052 |
1,373 | 1,355 | ||||||
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
||||||||
2.211%, 03/15/2053 |
5,257 | 5,061 | ||||||
Benchmark Mortgage Trust, Ser B14, Cl ASB |
||||||||
2.957%, 12/15/2062 |
3,471 | 3,356 | ||||||
BHMS, Ser 2018-ATLS, Cl C |
||||||||
6.509%, TSFR1M + 2.197%, 07/15/2035(B)(C) |
3,690 | 3,676 | ||||||
BPR Trust, Ser 2022-OANA, Cl A |
||||||||
6.210%, TSFR1M + 1.898%, 04/15/2037(B)(C) |
2,755 | 2,758 | ||||||
BX Commercial Mortgage Trust, Ser 2021-21M, Cl A |
||||||||
5.157%, TSFR1M + 0.844%, 10/15/2036(B)(C) |
528 | 524 | ||||||
BX Commercial Mortgage Trust, Ser 2021-CIP, Cl A |
||||||||
5.348%, TSFR1M + 1.035%, 12/15/2038(B)(C) |
1,145 | 1,144 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
||||||||
5.079%, TSFR1M + 0.767%, 05/15/2038(B)(C) |
$ | 274 | $ | 274 | ||||
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |
||||||||
5.115%, TSFR1M + 0.803%, 10/15/2038(B)(C) |
922 | 920 | ||||||
BX Trust, Ser 2021-MFM1, Cl A |
||||||||
5.127%, TSFR1M + 0.814%, 01/15/2034(B)(C) |
926 | 924 | ||||||
BXP Trust, Ser 2017-CC, Cl D |
||||||||
3.552%, 08/13/2037(B)(C) |
710 | 635 | ||||||
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
||||||||
5.679%, TSFR1M + 1.367%, 12/15/2037(B)(C) |
815 | 815 | ||||||
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B |
||||||||
5.859%, TSFR1M + 1.547%, 12/15/2037(B)(C) |
2,000 | 2,000 | ||||||
CD Mortgage Trust, Ser 2018-CD7, Cl ASB |
||||||||
4.213%, 08/15/2051 |
277 | 275 | ||||||
Chase Home Lending Mortgage Trust, Ser 2024-10, Cl A4A |
||||||||
5.500%, 10/25/2055(B)(C) |
2,788 | 2,786 | ||||||
CIM Trust, Ser 2022-I1, Cl A1 |
||||||||
4.350%, 02/25/2067(B)(C) |
785 | 780 | ||||||
Citigroup Commercial Mortgage Trust, Ser 2021-PRM2, Cl A |
||||||||
5.377%, TSFR1M + 1.064%, 10/15/2038(B)(C) |
1,782 | 1,771 | ||||||
Citigroup Commercial Mortgage Trust, Ser B2, Cl AAB |
||||||||
3.962%, 03/10/2051 |
425 | 421 | ||||||
Citigroup Commercial Mortgage Trust, Ser GC41, Cl AAB |
||||||||
2.720%, 08/10/2056 |
2,026 | 1,953 | ||||||
COMM Mortgage Trust, Ser 2015-DC1, Cl AM |
||||||||
3.724%, 02/10/2048 |
930 | 920 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
||||||||
6.252%, SOFR30A + 1.900%, 12/25/2041(B)(C) |
2,125 | 2,155 | ||||||
Cross 2023-H2 Mortgage Trust, Ser 2023-H2, Cl A1A |
||||||||
7.135%, 11/25/2068(B)(E) |
1,427 | 1,454 | ||||||
Cross 2024-H6 Mortgage Trust, Ser 2024-H6, Cl A1 |
||||||||
5.129%, 09/25/2069(B)(C) |
1,945 | 1,936 | ||||||
CSAIL 2019-C17 Commercial Mortgage Trust, Ser C17, Cl ASB |
||||||||
2.957%, 09/15/2052 |
2,139 | 2,072 | ||||||
SEI Institutional Investments Trust
315
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB |
||||||||
3.533%, 11/15/2048 |
$ | 4 | $ | 5 | ||||
CSMC Series, Ser 2014-6R, Cl 15A2 |
||||||||
5.552%, TSFR1M + 0.264%, 11/27/2036(B)(C) |
419 | 407 | ||||||
CSMC Series, Ser 2015-6R, Cl 2A1 |
||||||||
4.428%, TSFR1M + 0.314%, 11/27/2046(B)(C) |
617 | 614 | ||||||
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |
||||||||
5.411%, TSFR1M + 1.099%, 05/15/2035(B)(C) |
117 | 117 | ||||||
DBGS Mortgage Trust, Ser 2018-C1, Cl ASB |
||||||||
4.302%, 10/15/2051 |
295 | 293 | ||||||
ELM Trust 2024-ELM, Ser ELM, Cl A15 |
||||||||
5.994%, 06/10/2039(B)(C) |
3,775 | 3,845 | ||||||
Extended Stay America Trust, Ser 2021-ESH, Cl A |
||||||||
5.507%, TSFR1M + 1.194%, 07/15/2038(B)(C) |
954 | 954 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
||||||||
5.652%, SOFR30A + 1.300%, 02/25/2042(B)(C) |
454 | 455 | ||||||
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 |
||||||||
4.594%, TSFR1M + 0.274%, 11/25/2036(C) |
427 | 426 | ||||||
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |
||||||||
4.654%, TSFR1M + 0.334%, 12/25/2037(C) |
1,394 | 1,332 | ||||||
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |
||||||||
4.684%, TSFR1M + 0.364%, 06/25/2036(C) |
327 | 326 | ||||||
GNMA |
||||||||
4.500%, 10/20/2054 |
3,202 | 3,091 | ||||||
GS Mortgage Securities II Trust, Ser 2022-SHIP, Cl B |
||||||||
4.936%, 09/10/2038(B)(C) |
2,850 | 2,845 | ||||||
GS Mortgage Securities Trust, Ser 2023-SHIP, Cl A |
||||||||
4.322%, 09/10/2038(B)(C) |
10,570 | 10,485 | ||||||
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
||||||||
3.750%, 10/25/2057(B) |
484 | 473 | ||||||
GWT, Ser 2024-WLF2, Cl A |
||||||||
6.003%, TSFR1M + 1.691%, 05/15/2041(B)(C) |
1,478 | 1,484 | ||||||
Hilton USA Trust, Ser 2016-HHV, Cl D |
||||||||
4.194%, 11/05/2038(B)(C) |
2,430 | 2,374 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
HLTN Commercial Mortgage Trust, Ser 2024-DPLO, Cl A |
||||||||
5.953%, TSFR1M + 1.642%, 06/15/2041(B)(C) |
$ | 1,900 | $ | 1,904 | ||||
Impac CMB Trust Series, Ser 2004-6, Cl 1A1 |
||||||||
5.234%, TSFR1M + 0.914%, 10/25/2034(C) |
310 | 307 | ||||||
Independence Plaza Trust, Ser 2018-INDP, Cl A |
||||||||
3.763%, 07/10/2035(B) |
1,095 | 1,085 | ||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser NINE, Cl B |
||||||||
2.854%, 09/06/2038(B)(C) |
1,925 | 1,859 | ||||||
JPMDB Commercial Mortgage Securities Trust, Ser COR6, Cl ASB |
||||||||
2.982%, 11/13/2052 |
1,059 | 1,022 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-NINE, Cl A |
||||||||
2.854%, 09/06/2038(B)(C) |
1,334 | 1,293 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A |
||||||||
5.477%, TSFR1M + 1.164%, 04/15/2038(B)(C) |
1,502 | 1,501 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |
||||||||
4.894%, TSFR1M + 0.574%, 04/25/2029(C) |
112 | 104 | ||||||
MF1, Ser 2020-FL4, Cl A |
||||||||
6.126%, TSFR1M + 1.814%, 12/15/2035(B)(C) |
716 | 717 | ||||||
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
||||||||
3.500%, 04/25/2066(B)(C) |
272 | 266 | ||||||
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
||||||||
3.250%, 10/25/2069(B)(C) |
1,565 | 1,521 | ||||||
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
||||||||
1.125%, 11/25/2060(B)(C) |
1,391 | 1,326 | ||||||
Morgan Stanley Capital I Trust, Ser 2019-H7, Cl ASB |
||||||||
3.171%, 07/15/2052 |
4,005 | 3,896 | ||||||
Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB |
||||||||
3.509%, 12/15/2050 |
976 | 961 | ||||||
NRTH Mortgage Trust, Ser PARK, Cl A |
||||||||
5.953%, TSFR1M + 1.641%, 03/15/2039(B)(C) |
605 | 606 | ||||||
One New York Plaza Trust, Ser 2020-1NYP, Cl A |
||||||||
5.377%, TSFR1M + 1.064%, 01/15/2036(B)(C) |
952 | 923 | ||||||
316
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
OPG Trust, Ser 2021-PORT, Cl A |
||||||||
4.911%, TSFR1M + 0.598%, 10/15/2036(B)(C) |
$ | 2,406 | $ | 2,394 | ||||
PRPM 2024-RCF1 LLC, Ser 2024-RCF1, Cl A1 |
||||||||
4.000%, 01/25/2054(B)(E) |
1,385 | 1,358 | ||||||
PRPM 2025-RCF1 LLC, Ser 2025-RCF1, Cl A1 |
||||||||
4.500%, 02/25/2055(B)(E) |
8,940 | 8,779 | ||||||
RCKT Mortgage Trust, Ser 2023-CES1, Cl A1A |
||||||||
6.515%, 06/25/2043(B)(C) |
384 | 387 | ||||||
RCKT Mortgage Trust, Ser 2024-CES5, Cl A1A |
||||||||
5.846%, 08/25/2044(B)(E) |
9,003 | 9,084 | ||||||
RCKT Mortgage Trust, Ser 2024-CES7, Cl A1A |
||||||||
5.158%, 10/25/2044(B)(E) |
12,791 | 12,795 | ||||||
RCKT Mortgage Trust, Ser 2024-CES8, Cl A1A |
||||||||
5.490%, 11/25/2044(B)(E) |
12,363 | 12,382 | ||||||
RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A |
||||||||
5.653%, 01/25/2045(B)(E) |
13,933 | 14,052 | ||||||
RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A |
||||||||
5.503%, 02/25/2055(B)(E) |
13,250 | 13,303 | ||||||
SREIT Trust, Ser 2021-MFP, Cl B |
||||||||
5.506%, TSFR1M + 1.194%, 11/15/2038(B)(C) |
1,345 | 1,342 | ||||||
Towd Point Mortgage Trust, Ser 2018-4, Cl A1 |
||||||||
3.000%, 06/25/2058(B)(C) |
1,469 | 1,380 | ||||||
Towd Point Mortgage Trust, Ser 2018-6, Cl A1 |
||||||||
3.750%, 03/25/2058(B)(C) |
878 | 850 | ||||||
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
||||||||
2.900%, 10/25/2059(B)(C) |
3,972 | 3,790 | ||||||
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
||||||||
5.434%, TSFR1M + 1.114%, 05/25/2058(B)(C) |
920 | 945 | ||||||
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
||||||||
3.088%, 02/25/2063(B)(C) |
137 | 132 | ||||||
Towd Point Mortgage Trust, Ser 2020-4, Cl A1 |
||||||||
1.750%, 10/25/2060(B) |
932 | 845 | ||||||
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
||||||||
2.250%, 11/25/2061(B)(C) |
1,644 | 1,528 | ||||||
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
||||||||
2.250%, 07/25/2068(B)(C) |
497 | 476 | ||||||
UBS Commercial Mortgage Trust, Ser 2017-C7, Cl ASB |
||||||||
3.586%, 12/15/2050 |
2,302 | 2,272 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
UBS Commercial Mortgage Trust, Ser 2018-C12, Cl A2 |
||||||||
4.152%, 08/15/2051 |
$ | 167 | $ | 167 | ||||
Verus Securitization Trust, Ser 2023-4, Cl A1 |
||||||||
5.811%, 05/25/2068(B)(E) |
2,441 | 2,449 | ||||||
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
||||||||
4.954%, TSFR1M + 0.634%, 11/25/2045(C) |
766 | 731 | ||||||
WB Commercial Mortgage Trust, Ser 2024-HQ, Cl A |
||||||||
6.134%, 03/15/2040(B)(C) |
1,600 | 1,607 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
||||||||
3.290%, 05/15/2048 |
1,158 | 1,154 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2019-C52, Cl ASB |
||||||||
2.833%, 08/15/2052 |
1,189 | 1,147 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2020-C55, Cl ASB |
||||||||
2.651%, 02/15/2053 |
881 | 843 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2021-C61, Cl A2 |
||||||||
2.503%, 11/15/2054 |
826 | 793 | ||||||
| 199,847 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $413,199) ($ Thousands) |
416,111 | |||||||
MUNICIPAL BONDS — 1.1% |
||||||||
Florida — 0.0% |
||||||||
Miami-Dade County, Aviation Revenue, Ser B, RB |
||||||||
1.229%, 10/01/2025 |
370 | 363 | ||||||
Illinois — 0.3% |
||||||||
State of Illinois, Ser A, GO |
||||||||
5.213%, 05/01/2026 |
5,215 | 5,267 | ||||||
Massachusetts — 0.0% |
||||||||
Massachusetts State, Ser B, RB |
||||||||
4.110%, 07/15/2031 |
506 | 501 | ||||||
New Jersey — 0.4% |
||||||||
New Jersey Transportation Trust Fund Authority, Ser BB, RB |
||||||||
4.608%, 06/15/2026 |
9,010 | 9,042 | ||||||
New York — 0.4% |
||||||||
New York City Transitional Finance Authority |
||||||||
4.754%, 11/01/2027 |
5,215 | 5,293 | ||||||
SEI Institutional Investments Trust
317
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB |
||||||||
2.310%, 11/01/2026 |
$ | 820 | $ | 793 | ||||
New York State, Urban Development, Ser B, RB |
||||||||
2.010%, 03/15/2030 |
1,800 | 1,612 | ||||||
| 7,698 | ||||||||
Total Municipal Bonds |
||||||||
(Cost $22,718) ($ Thousands) |
22,871 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATION — 0.7% |
||||||||
FHLB |
||||||||
2.750%, 03/25/2027 |
14,360 | 13,973 | ||||||
Total U.S. Government Agency Obligation |
||||||||
(Cost $14,360) ($ Thousands) |
13,973 | |||||||
SOVEREIGN DEBT — 0.5% |
||||||||
Israel Government International Bond |
||||||||
5.375%, 02/19/2030 |
415 | 419 | ||||||
Saudi Government International Bond |
||||||||
5.125%, 01/13/2028(B) |
9,220 | 9,324 | ||||||
Total Sovereign Debt |
||||||||
(Cost $9,618) ($ Thousands) |
9,743 | |||||||
|
||||||||
CASH EQUIVALENT — 0.9% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
17,980,848 | 17,981 | ||||||
Total Cash Equivalent |
||||||||
(Cost $17,981) ($ Thousands) |
17,981 | |||||||
Face Amount |
||||||||
REPURCHASE AGREEMENT(F) — 0.5% |
||||||||
Credit Agricole |
||||||||
4.340%, dated 02/28/2025 to be repurchased on 03/03/2025, repurchase price $10,003,617 (collateralized by a U.S. Treasury Note, par value $10,000,089, 3.875%, 08/15/2034; with total market value of $10,200,091) |
$ | 10,000 | 10,000 | |||||
Total Repurchase Agreement |
||||||||
(Cost $10,000) ($ Thousands) |
10,000 | |||||||
Total Investments in Securities — 107.3% |
||||||||
(Cost $2,173,995) ($ Thousands) |
$ | 2,186,975 | ||||||
318
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Limited Duration Bond Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
400 | Jun-2025 | $ | 82,461 | $ | 82,788 | $ | 327 | ||||||||||||
Short Contracts |
||||||||||||||||||||
U.S. 5-Year Treasury Note |
(14) | Jun-2025 | $ | (1,492 | ) | $ | (1,511 | ) | $ | (19 | ) | |||||||||
U.S. Ultra Long Treasury Bond |
(90) | Jun-2025 | (10,728 | ) | (11,172 | ) | (444 | ) | ||||||||||||
Ultra 10-Year U.S. Treasury Note |
(260) | Jun-2025 | (29,254 | ) | (29,705 | ) | (451 | ) | ||||||||||||
| (41,474 | ) | (42,388 | ) | (914 | ) | |||||||||||||||
| $ | 40,987 | $ | 40,400 | $ | (587 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $2,037,448 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $581,488 ($ Thousands), representing 28.5% 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) |
No interest rate available. |
(E) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(F) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 44,980 | $ | 2,844,892 | $ | (2,871,891 | ) | $ | — | $ | — | $ | 17,981 | $ | 2,327 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
319
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS — 87.9% |
||||||||
Communication Services — 4.8% |
||||||||
Alphabet |
||||||||
2.050%, 08/15/2050 |
$ | 1,356 | $ | 782 | ||||
America Movil |
||||||||
6.125%, 03/30/2040 |
720 | 764 | ||||||
AT&T |
||||||||
8.750%, 11/15/2031 |
1,150 | 1,381 | ||||||
6.800%, 05/15/2036 |
2,915 | 3,204 | ||||||
4.900%, 08/15/2037 |
3,040 | 2,929 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
6.100%, 06/01/2029 |
4,760 | 4,916 | ||||||
Comcast |
||||||||
6.450%, 03/15/2037 |
6,445 | 7,077 | ||||||
5.350%, 05/15/2053 |
6,745 | 6,408 | ||||||
4.550%, 01/15/2029 |
6,975 | 6,993 | ||||||
4.200%, 08/15/2034 |
14,987 | 13,989 | ||||||
3.999%, 11/01/2049 |
1,080 | 842 | ||||||
3.969%, 11/01/2047 |
3,383 | 2,663 | ||||||
3.900%, 03/01/2038 |
1,350 | 1,171 | ||||||
3.300%, 02/01/2027 |
1,870 | 1,836 | ||||||
3.150%, 03/01/2026 |
3,435 | 3,392 | ||||||
2.987%, 11/01/2063 |
4,549 | 2,641 | ||||||
2.937%, 11/01/2056 |
12,123 | 7,300 | ||||||
2.887%, 11/01/2051 |
4,975 | 3,122 | ||||||
2.650%, 02/01/2030 |
2,722 | 2,481 | ||||||
1.500%, 02/15/2031 |
14,940 | 12,465 | ||||||
Cox Communications |
||||||||
1.800%, 10/01/2030 (A) |
3,600 | 3,022 | ||||||
Crown Castle Towers LLC |
||||||||
3.663%, 05/15/2025 (A) |
3,940 | 3,929 | ||||||
Discovery Communications LLC |
||||||||
5.000%, 09/20/2037 |
1 | 1 | ||||||
Meta Platforms |
||||||||
5.750%, 05/15/2063 |
1,205 | 1,249 | ||||||
5.600%, 05/15/2053 |
5,555 | 5,710 | ||||||
5.550%, 08/15/2064 |
7,855 | 7,924 | ||||||
5.400%, 08/15/2054 |
4,965 | 4,948 | ||||||
4.550%, 08/15/2031 |
9,035 | 9,056 | ||||||
4.450%, 08/15/2052 |
7,390 | 6,400 | ||||||
Paramount Global |
||||||||
6.875%, 04/30/2036 |
2,760 | 2,902 | ||||||
Rogers Communications |
||||||||
5.000%, 02/15/2029 |
6,563 | 6,589 | ||||||
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
||||||||
5.152%, 03/20/2028 (A) |
8,687 | 8,740 | ||||||
Time Warner Cable LLC |
||||||||
6.750%, 06/15/2039 |
3,105 | 3,138 | ||||||
6.550%, 05/01/2037 |
2,145 | 2,138 | ||||||
T-Mobile USA |
||||||||
4.500%, 04/15/2050 |
3,110 | 2,631 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.375%, 04/15/2029 |
$ | 10,370 | $ | 9,819 | ||||
Verizon Communications |
||||||||
7.750%, 12/01/2030 |
1,390 | 1,593 | ||||||
4.780%, 02/15/2035 (A) |
3,263 | 3,186 | ||||||
1.680%, 10/30/2030 |
360 | 306 | ||||||
Walt Disney |
||||||||
3.500%, 05/13/2040 |
6,225 | 5,130 | ||||||
2.750%, 09/01/2049 |
4,533 | 2,928 | ||||||
2.000%, 09/01/2029 |
2,460 | 2,215 | ||||||
Warnermedia Holdings |
||||||||
5.141%, 03/15/2052 |
11,475 | 8,857 | ||||||
5.050%, 03/15/2042 |
3,010 | 2,494 | ||||||
4.279%, 03/15/2032 |
2,625 | 2,358 | ||||||
| 193,619 | ||||||||
Consumer Discretionary — 4.6% |
||||||||
Air Canada Pass-Through Trust, Ser 2015-1, Cl A |
||||||||
3.600%, 03/15/2027 (A) |
2,728 | 2,669 | ||||||
Amazon.com |
||||||||
3.950%, 04/13/2052 |
11,568 | 9,446 | ||||||
3.875%, 08/22/2037 |
4,425 | 4,006 | ||||||
3.100%, 05/12/2051 |
9,110 | 6,346 | ||||||
2.500%, 06/03/2050 |
1,020 | 631 | ||||||
1.650%, 05/12/2028 |
2,455 | 2,269 | ||||||
American Honda Finance MTN |
||||||||
5.125%, 07/07/2028 |
1,326 | 1,350 | ||||||
2.300%, 09/09/2026 |
3,200 | 3,102 | ||||||
BMW US Capital LLC |
||||||||
5.050%, 04/02/2026 (A) |
9,945 | 10,015 | ||||||
2.550%, 04/01/2031 (A) |
7,250 | 6,393 | ||||||
British Airways Pass-Through Trust, Ser 2020-1A |
||||||||
4.250%, 11/15/2032 (A) |
2,890 | 2,802 | ||||||
Daimler Truck Finance North America LLC |
||||||||
5.125%, 09/25/2027 (A) |
8,080 | 8,178 | ||||||
Ferguson Finance PLC |
||||||||
4.500%, 10/24/2028 (A) |
1,717 | 1,698 | ||||||
3.250%, 06/02/2030 (A) |
3,790 | 3,508 | ||||||
Ford Motor Credit LLC |
||||||||
6.500%, 02/07/2035 |
2,210 | 2,210 | ||||||
6.054%, 11/05/2031 |
3,367 | 3,363 | ||||||
6.050%, 03/05/2031 |
433 | 432 | ||||||
General Motors Financial |
||||||||
5.950%, 04/04/2034 |
3,575 | 3,617 | ||||||
5.750%, 02/08/2031 |
2,315 | 2,353 | ||||||
5.625%, 04/04/2032 |
4,305 | 4,315 | ||||||
5.350%, 07/15/2027 |
2,750 | 2,780 | ||||||
Home Depot |
||||||||
5.400%, 06/25/2064 |
615 | 609 | ||||||
5.300%, 06/25/2054 |
2,965 | 2,917 | ||||||
4.950%, 06/25/2034 |
7,100 | 7,142 | ||||||
4.500%, 12/06/2048 |
1,975 | 1,742 | ||||||
320
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.400%, 03/15/2045 |
$ | 3,217 | $ | 2,834 | ||||
4.250%, 04/01/2046 |
425 | 364 | ||||||
3.900%, 06/15/2047 |
1,505 | 1,213 | ||||||
3.350%, 04/15/2050 |
1,350 | 974 | ||||||
3.300%, 04/15/2040 |
935 | 749 | ||||||
3.250%, 04/15/2032 |
4,344 | 3,959 | ||||||
2.800%, 09/14/2027 |
3,295 | 3,181 | ||||||
2.750%, 09/15/2051 |
3,000 | 1,903 | ||||||
Hyundai Capital America |
||||||||
5.950%, 09/21/2026 (A) |
7,475 | 7,617 | ||||||
5.450%, 06/24/2026 (A) |
7,895 | 7,975 | ||||||
5.400%, 01/08/2031 (A) |
2,165 | 2,211 | ||||||
5.300%, 03/19/2027 (A) |
7,565 | 7,645 | ||||||
4.550%, 09/26/2029 (A) |
3,435 | 3,394 | ||||||
2.100%, 09/15/2028 (A) |
5,505 | 5,020 | ||||||
Lowe's |
||||||||
1.700%, 09/15/2028 |
2,780 | 2,526 | ||||||
O'Reilly Automotive |
||||||||
5.750%, 11/20/2026 |
4,455 | 4,541 | ||||||
Resorts World Las Vegas LLC / RWLV Capital |
||||||||
4.625%, 04/06/2031 (A) |
2,465 | 2,152 | ||||||
Toyota Motor Credit |
||||||||
5.100%, 03/21/2031 |
7,890 | 8,039 | ||||||
5.050%, 05/16/2029 |
7,565 | 7,710 | ||||||
4.600%, 10/10/2031 |
7,300 | 7,234 | ||||||
University of Southern California |
||||||||
5.250%, 10/01/2111 |
3,435 | 3,366 | ||||||
2.805%, 10/01/2050 |
199 | 133 | ||||||
Volkswagen Group of America Finance LLC |
||||||||
1.250%, 11/24/2025 (A) |
9,505 | 9,263 | ||||||
| 187,896 | ||||||||
Consumer Staples — 4.2% |
||||||||
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
||||||||
4.900%, 02/01/2046 |
18,094 | 16,919 | ||||||
4.700%, 02/01/2036 |
14,431 | 14,000 | ||||||
Anheuser-Busch InBev Worldwide |
||||||||
8.000%, 11/15/2039 |
6,774 | 8,617 | ||||||
4.750%, 01/23/2029 |
5,220 | 5,268 | ||||||
4.439%, 10/06/2048 |
1,370 | 1,193 | ||||||
BAT Capital |
||||||||
4.390%, 08/15/2037 |
3,458 | 3,065 | ||||||
2.259%, 03/25/2028 |
5,140 | 4,790 | ||||||
Coca-Cola |
||||||||
5.300%, 05/13/2054 |
220 | 220 | ||||||
CVS Pass-Through Trust |
||||||||
8.353%, 07/10/2031 (A) |
1,384 | 1,504 | ||||||
7.507%, 01/10/2032 (A) |
966 | 1,035 | ||||||
6.036%, 12/10/2028 |
1,383 | 1,399 | ||||||
4.163%, 08/11/2036 (A) |
1,522 | 1,381 | ||||||
Diageo Capital PLC |
||||||||
5.375%, 10/05/2026 |
7,105 | 7,209 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.300%, 10/24/2027 |
$ | 3,786 | $ | 3,865 | ||||
ERAC USA Finance LLC |
||||||||
5.000%, 02/15/2029 (A) |
2,780 | 2,816 | ||||||
JBS USA Holding Lux SARL |
||||||||
6.750%, 03/15/2034 |
6,898 | 7,479 | ||||||
6.500%, 12/01/2052 |
2,840 | 3,001 | ||||||
6.375%, 02/25/2055 (A) |
1,930 | 2,011 | ||||||
5.750%, 04/01/2033 |
1,212 | 1,232 | ||||||
5.125%, 02/01/2028 |
9,565 | 9,661 | ||||||
3.000%, 02/02/2029 |
2,835 | 2,640 | ||||||
2.500%, 01/15/2027 |
4,455 | 4,279 | ||||||
Kenvue |
||||||||
5.100%, 03/22/2043 |
835 | 820 | ||||||
Kroger |
||||||||
5.000%, 09/15/2034 |
2,555 | 2,520 | ||||||
Mars |
||||||||
4.200%, 04/01/2059 (A) |
1,620 | 1,281 | ||||||
3.200%, 04/01/2030 (A) |
2,435 | 2,275 | ||||||
Nestle Holdings |
||||||||
3.500%, 09/24/2025 (A) |
3,645 | 3,624 | ||||||
PepsiCo |
||||||||
5.250%, 07/17/2054 |
2,935 | 2,910 | ||||||
4.200%, 07/18/2052 |
1,730 | 1,450 | ||||||
Philip Morris International |
||||||||
5.625%, 09/07/2033 |
2,915 | 3,031 | ||||||
5.125%, 11/17/2027 |
5,920 | 6,015 | ||||||
5.125%, 02/15/2030 |
2,955 | 3,009 | ||||||
5.125%, 02/13/2031 |
5,330 | 5,423 | ||||||
4.500%, 03/20/2042 |
2,830 | 2,525 | ||||||
4.375%, 11/01/2027 |
4,500 | 4,487 | ||||||
3.875%, 08/21/2042 |
3,890 | 3,185 | ||||||
0.875%, 05/01/2026 |
3,360 | 3,226 | ||||||
Reynolds American |
||||||||
8.125%, 05/01/2040 |
980 | 1,164 | ||||||
4.450%, 06/12/2025 |
1,089 | 1,088 | ||||||
Sysco |
||||||||
5.100%, 09/23/2030 |
7,380 | 7,483 | ||||||
The Campbell's Company |
||||||||
5.300%, 03/20/2026 |
4,975 | 5,010 | ||||||
Triton Container International |
||||||||
2.050%, 04/15/2026 (A) |
2,335 | 2,257 | ||||||
Walmart |
||||||||
4.500%, 04/15/2053 |
4,346 | 3,929 | ||||||
| 170,296 | ||||||||
Energy — 4.8% |
||||||||
BP Capital Markets America |
||||||||
3.937%, 09/21/2028 |
2,310 | 2,265 | ||||||
3.379%, 02/08/2061 |
1,681 | 1,114 | ||||||
3.001%, 03/17/2052 |
5,450 | 3,536 | ||||||
2.939%, 06/04/2051 |
545 | 350 | ||||||
2.772%, 11/10/2050 |
1,765 | 1,103 | ||||||
SEI Institutional Investments Trust
321
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
BP Capital Markets PLC |
||||||||
3.723%, 11/28/2028 |
$ | 10,659 | $ | 10,371 | ||||
Cheniere Corpus Christi Holdings LLC |
||||||||
5.125%, 06/30/2027 |
2,120 | 2,138 | ||||||
2.742%, 12/31/2039 |
2,925 | 2,374 | ||||||
Chevron |
||||||||
2.236%, 05/11/2030 |
6,587 | 5,893 | ||||||
ConocoPhillips |
||||||||
5.650%, 01/15/2065 |
1,510 | 1,480 | ||||||
5.500%, 01/15/2055 |
3,030 | 2,970 | ||||||
5.000%, 01/15/2035 |
6,480 | 6,444 | ||||||
4.850%, 01/15/2032 |
2,399 | 2,397 | ||||||
4.700%, 01/15/2030 |
8,380 | 8,428 | ||||||
4.025%, 03/15/2062 |
4,165 | 3,135 | ||||||
Diamondback Energy |
||||||||
4.250%, 03/15/2052 |
3,050 | 2,390 | ||||||
Eastern Energy Gas Holdings LLC |
||||||||
5.800%, 01/15/2035 |
10,800 | 11,212 | ||||||
5.650%, 10/15/2054 |
3,469 | 3,400 | ||||||
Energy Transfer LP |
||||||||
6.200%, 04/01/2055 |
3,275 | 3,340 | ||||||
6.050%, 12/01/2026 |
7,170 | 7,336 | ||||||
5.950%, 05/15/2054 |
3,055 | 3,017 | ||||||
4.000%, 10/01/2027 |
3,755 | 3,691 | ||||||
Eni SpA |
||||||||
5.950%, 05/15/2054 (A) |
2,630 | 2,601 | ||||||
Enterprise Products Operating LLC |
||||||||
5.550%, 02/16/2055 |
480 | 476 | ||||||
4.850%, 01/31/2034 |
4,850 | 4,794 | ||||||
4.850%, 08/15/2042 |
3,520 | 3,261 | ||||||
4.850%, 03/15/2044 |
2,500 | 2,297 | ||||||
EOG Resources |
||||||||
5.650%, 12/01/2054 |
3,392 | 3,421 | ||||||
4.375%, 04/15/2030 |
2,005 | 1,984 | ||||||
Expand Energy |
||||||||
5.700%, 01/15/2035 |
3,600 | 3,629 | ||||||
Exxon Mobil |
||||||||
4.227%, 03/19/2040 |
910 | 817 | ||||||
4.114%, 03/01/2046 |
1,705 | 1,426 | ||||||
3.452%, 04/15/2051 |
3,260 | 2,372 | ||||||
3.095%, 08/16/2049 |
1,090 | 753 | ||||||
2.995%, 08/16/2039 |
2,830 | 2,216 | ||||||
Galaxy Pipeline Assets Bidco |
||||||||
2.940%, 09/30/2040 (A) |
2,861 | 2,329 | ||||||
1.750%, 09/30/2027 (A) |
2,135 | 2,058 | ||||||
Greensaif Pipelines Bidco SARL |
||||||||
6.103%, 08/23/2042 (A) |
2,525 | 2,526 | ||||||
Hess |
||||||||
6.000%, 01/15/2040 |
5,910 | 6,326 | ||||||
HF Sinclair |
||||||||
5.000%, 02/01/2028 |
4,830 | 4,831 | ||||||
Occidental Petroleum |
||||||||
6.050%, 10/01/2054 |
1,110 | 1,073 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.550%, 10/01/2034 |
$ | 2,980 | $ | 2,942 | ||||
Sabal Trail Transmission LLC |
||||||||
4.246%, 05/01/2028 (A) |
3,600 | 3,535 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
5.900%, 09/15/2037 |
2,850 | 2,937 | ||||||
Saudi Arabian Oil MTN |
||||||||
5.750%, 07/17/2054 (A) |
2,835 | 2,723 | ||||||
Schlumberger Investment |
||||||||
5.000%, 06/01/2034 |
3,800 | 3,800 | ||||||
Shell Finance US |
||||||||
4.550%, 08/12/2043 |
3,120 | 2,803 | ||||||
4.125%, 05/11/2035 |
4,275 | 4,017 | ||||||
4.000%, 05/10/2046 |
4,145 | 3,376 | ||||||
3.750%, 09/12/2046 |
4,870 | 3,827 | ||||||
2.375%, 11/07/2029 |
2,825 | 2,583 | ||||||
Shell International Finance BV |
||||||||
6.375%, 12/15/2038 |
1,595 | 1,791 | ||||||
2.500%, 09/12/2026 |
335 | 327 | ||||||
Tennessee Gas Pipeline LLC |
||||||||
8.375%, 06/15/2032 |
3,445 | 4,017 | ||||||
2.900%, 03/01/2030 (A) |
4,099 | 3,736 | ||||||
Texas Eastern Transmission LP |
||||||||
3.500%, 01/15/2028 (A) |
3,373 | 3,277 | ||||||
TotalEnergies Capital |
||||||||
5.638%, 04/05/2064 |
30 | 30 | ||||||
5.488%, 04/05/2054 |
10 | 10 | ||||||
5.425%, 09/10/2064 |
2,450 | 2,341 | ||||||
3.883%, 10/11/2028 |
5,330 | 5,239 | ||||||
TotalEnergies Capital International |
||||||||
3.127%, 05/29/2050 |
2,280 | 1,556 | ||||||
2.986%, 06/29/2041 |
270 | 199 | ||||||
| 192,640 | ||||||||
Financials — 34.8% |
||||||||
AIA Group |
||||||||
3.600%, 04/09/2029 (A) |
8,100 | 7,858 | ||||||
Aircastle Ltd / Aircastle Ireland DAC |
||||||||
5.750%, 10/01/2031 (A) |
2,775 | 2,841 | ||||||
5.250%, 03/15/2030 (A) |
3,745 | 3,762 | ||||||
Alleghany |
||||||||
3.250%, 08/15/2051 |
3,470 | 2,411 | ||||||
Ally Financial |
||||||||
6.184%, SOFRRATE + 2.290%, 07/26/2035 (B) |
1,930 | 1,952 | ||||||
American Express |
||||||||
6.489%, SOFRRATE + 1.940%, 10/30/2031 (B) |
4,178 | 4,522 | ||||||
5.284%, SOFRRATE + 1.420%, 07/26/2035 (B) |
2,969 | 2,992 | ||||||
5.085%, SOFRINDX + 1.020%, 01/30/2031 (B) |
1,937 | 1,961 | ||||||
2.550%, 03/04/2027 |
5,980 | 5,768 | ||||||
322
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
American National Global Funding |
||||||||
5.550%, 01/28/2030 (A) |
$ | 5,145 | $ | 5,251 | ||||
ANZ New Zealand International |
||||||||
1.250%, 06/22/2026 (A) |
5,955 | 5,722 | ||||||
Aon North America |
||||||||
5.750%, 03/01/2054 |
2,925 | 2,962 | ||||||
Apollo Global Management |
||||||||
5.800%, 05/21/2054 |
4,200 | 4,272 | ||||||
Arthur J Gallagher |
||||||||
5.550%, 02/15/2055 |
5 | 5 | ||||||
ASB Bank |
||||||||
1.625%, 10/22/2026 (A) |
4,840 | 4,633 | ||||||
Athene Global Funding |
||||||||
4.721%, 10/08/2029 (A) |
5,965 | 5,889 | ||||||
2.950%, 11/12/2026 (A) |
10,525 | 10,228 | ||||||
2.500%, 03/24/2028 (A) |
5,135 | 4,791 | ||||||
Athene Global Funding MTN |
||||||||
4.860%, 08/27/2026 (A) |
4,560 | 4,572 | ||||||
Atlas Warehouse Lending |
||||||||
6.050%, 01/15/2028 (A) |
4,095 | 4,135 | ||||||
Avolon Holdings Funding |
||||||||
6.375%, 05/04/2028 (A) |
3,450 | 3,575 | ||||||
5.750%, 03/01/2029 (A) |
2,390 | 2,440 | ||||||
5.750%, 11/15/2029 (A) |
3,500 | 3,574 | ||||||
Banco Santander |
||||||||
6.607%, 11/07/2028 |
5,605 | 5,956 | ||||||
5.439%, 07/15/2031 |
4,600 | 4,713 | ||||||
Bank of America |
||||||||
6.000%, 10/15/2036 |
475 | 502 | ||||||
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
6,660 | 6,972 | ||||||
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
5,365 | 5,553 | ||||||
5.744%, SOFRRATE + 1.697%, 02/12/2036 (B) |
2,626 | 2,639 | ||||||
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
10,435 | 10,612 | ||||||
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
6,735 | 6,789 | ||||||
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
14,305 | 13,851 | ||||||
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
7,775 | 7,510 | ||||||
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
9,170 | 7,077 | ||||||
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
6,300 | 5,652 | ||||||
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
2,145 | 1,853 | ||||||
Bank of America MTN |
||||||||
5.425%, SOFRRATE + 1.913%, 08/15/2035 (B) |
6,895 | 6,808 | ||||||
4.948%, SOFRRATE + 2.040%, 07/22/2028 (B) |
3,970 | 3,997 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
$ | 12,350 | $ | 12,275 | ||||
4.271%, TSFR3M + 1.572%, 07/23/2029 (B) |
10,315 | 10,170 | ||||||
4.183%, 11/25/2027 |
7,275 | 7,202 | ||||||
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
4,985 | 4,840 | ||||||
3.705%, TSFR3M + 1.774%, 04/24/2028 (B) |
15,045 | 14,741 | ||||||
3.559%, TSFR3M + 1.322%, 04/23/2027 (B) |
675 | 667 | ||||||
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
1,415 | 1,243 | ||||||
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
32,083 | 23,042 | ||||||
Bank of Ireland Group PLC |
||||||||
5.601%, SOFRRATE + 1.620%, 03/20/2030 (A)(B) |
3,295 | 3,369 | ||||||
Bank of New York Mellon MTN |
||||||||
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) |
5,447 | 5,761 | ||||||
Bank of Nova Scotia |
||||||||
4.900%, H15T5Y + 4.551%(B)(C) |
3,150 | 3,137 | ||||||
Barclays PLC |
||||||||
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B) |
1,436 | 1,472 | ||||||
5.335%, SOFRRATE + 1.910%, 09/10/2035 (B) |
3,521 | 3,472 | ||||||
5.086%, SOFRRATE + 0.960%, 02/25/2029 (B) |
3,429 | 3,450 | ||||||
4.942%, SOFRRATE + 1.560%, 09/10/2030 (B) |
5,990 | 5,964 | ||||||
Berkshire Hathaway Finance |
||||||||
3.850%, 03/15/2052 |
3,665 | 2,855 | ||||||
1.450%, 10/15/2030 |
4,000 | 3,432 | ||||||
BlackRock Funding |
||||||||
5.350%, 01/08/2055 |
2,520 | 2,501 | ||||||
5.250%, 03/14/2054 |
5,060 | 4,946 | ||||||
Blackstone Holdings Finance LLC |
||||||||
6.200%, 04/22/2033 (A) |
2,200 | 2,351 | ||||||
3.500%, 09/10/2049 (A) |
2,250 | 1,631 | ||||||
3.150%, 10/02/2027 (A) |
1,878 | 1,825 | ||||||
2.550%, 03/30/2032 (A) |
2,000 | 1,710 | ||||||
Blackstone Secured Lending Fund |
||||||||
5.300%, 06/30/2030 |
9,360 | 9,271 | ||||||
Blue Owl Technology Finance |
||||||||
6.100%, 03/15/2028 (A) |
1,540 | 1,552 | ||||||
BNP Paribas |
||||||||
5.906%, SOFRRATE + 1.920%, 11/19/2035 (A)(B) |
2,910 | 2,901 | ||||||
5.283%, SOFRRATE + 1.280%, 11/19/2030 (A)(B) |
4,499 | 4,546 | ||||||
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B) |
4,375 | 4,420 | ||||||
SEI Institutional Investments Trust
323
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Brighthouse Financial Global Funding MTN |
||||||||
5.550%, 04/09/2027 (A) |
$ | 8,935 | $ | 9,053 | ||||
Brookfield Finance |
||||||||
5.968%, 03/04/2054 |
9,245 | 9,622 | ||||||
5.813%, 03/03/2055 |
3,070 | 3,091 | ||||||
2.724%, 04/15/2031 |
4,200 | 3,738 | ||||||
Cantor Fitzgerald LP |
||||||||
4.500%, 04/14/2027 (A) |
2,335 | 2,312 | ||||||
Capital One Financial |
||||||||
6.183%, SOFRRATE + 2.036%, 01/30/2036 (B) |
2,835 | 2,889 | ||||||
3.650%, 05/11/2027 |
4,523 | 4,431 | ||||||
Charles Schwab |
||||||||
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
8,928 | 9,188 | ||||||
Chubb INA Holdings LLC |
||||||||
6.700%, 05/15/2036 |
1,000 | 1,139 | ||||||
4.650%, 08/15/2029 |
3,595 | 3,616 | ||||||
4.350%, 11/03/2045 |
1,138 | 993 | ||||||
CI Financial |
||||||||
3.200%, 12/17/2030 |
5,170 | 4,508 | ||||||
Cincinnati Financial |
||||||||
6.920%, 05/15/2028 |
3,363 | 3,606 | ||||||
6.125%, 11/01/2034 |
2,882 | 3,066 | ||||||
Citadel Finance LLC |
||||||||
3.375%, 03/09/2026 (A) |
3,615 | 3,547 | ||||||
Citadel LP |
||||||||
4.875%, 01/15/2027 (A) |
3,620 | 3,607 | ||||||
Citibank |
||||||||
5.570%, 04/30/2034 |
7,250 | 7,501 | ||||||
Citigroup |
||||||||
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
5,191 | 5,353 | ||||||
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
1,555 | 1,562 | ||||||
5.612%, SOFRRATE + 1.746%, 03/04/2056 (B) |
3,340 | 3,354 | ||||||
5.449%, SOFRRATE + 1.447%, 06/11/2035 (B) |
2,715 | 2,755 | ||||||
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
14,740 | 14,917 | ||||||
4.786%, SOFRRATE + 0.870%, 03/04/2029 (B) |
3,335 | 3,344 | ||||||
4.542%, SOFRRATE + 1.338%, 09/19/2030 (B) |
5,840 | 5,753 | ||||||
4.450%, 09/29/2027 |
190 | 189 | ||||||
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
2,918 | 2,459 | ||||||
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
6,134 | 5,388 | ||||||
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
2,100 | 1,507 | ||||||
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
13,030 | 11,307 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
$ | 2,676 | $ | 2,293 | ||||
CME Group |
||||||||
5.300%, 09/15/2043 |
2,500 | 2,553 | ||||||
Cooperatieve Rabobank UA |
||||||||
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(B) |
3,345 | 3,077 | ||||||
Corebridge Financial |
||||||||
3.850%, 04/05/2029 |
2,745 | 2,646 | ||||||
3.500%, 04/04/2025 |
4,185 | 4,181 | ||||||
Corebridge Global Funding |
||||||||
4.900%, 01/07/2028 (A) |
2,300 | 2,320 | ||||||
Credit Agricole |
||||||||
1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B) |
4,100 | 3,977 | ||||||
Danske Bank |
||||||||
4.613%, H15T1Y + 1.100%, 10/02/2030 (A)(B) |
5,085 | 5,016 | ||||||
Depository Trust & Clearing |
||||||||
3.375%, H15T5Y + 2.606%(A)(B)(C) |
3,250 | 3,140 | ||||||
Deutsche Bank NY |
||||||||
5.403%, SOFRRATE + 2.050%, 09/11/2035 (B) |
2,070 | 2,029 | ||||||
4.999%, SOFRRATE + 1.700%, 09/11/2030 (B) |
3,175 | 3,160 | ||||||
Equitable Financial Life Global Funding |
||||||||
1.400%, 07/07/2025 (A) |
1,473 | 1,457 | ||||||
1.400%, 08/27/2027 (A) |
1,973 | 1,826 | ||||||
F&G Global Funding |
||||||||
1.750%, 06/30/2026 (A) |
10,151 | 9,762 | ||||||
Farmers Insurance Exchange |
||||||||
7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(B) |
1,890 | 1,979 | ||||||
Fifth Third Bancorp |
||||||||
4.895%, SOFRRATE + 1.486%, 09/06/2030 (B) |
2,875 | 2,875 | ||||||
GA Global Funding Trust |
||||||||
5.500%, 01/08/2029 (A) |
5,600 | 5,715 | ||||||
4.400%, 09/23/2027 (A) |
8,120 | 8,057 | ||||||
3.850%, 04/11/2025 (A) |
5,735 | 5,729 | ||||||
2.250%, 01/06/2027 (A) |
1,530 | 1,462 | ||||||
1.950%, 09/15/2028 (A) |
4,575 | 4,156 | ||||||
1.625%, 01/15/2026 (A) |
6,360 | 6,194 | ||||||
Goldman Sachs Capital I |
||||||||
6.345%, 02/15/2034 |
4,595 | 4,886 | ||||||
Goldman Sachs Group |
||||||||
6.750%, 10/01/2037 |
450 | 493 | ||||||
6.450%, 05/01/2036 |
670 | 715 | ||||||
5.734%, SOFRRATE + 1.696%, 01/28/2056 (B) |
6,355 | 6,475 | ||||||
5.727%, SOFRRATE + 1.265%, 04/25/2030 (B) |
3,595 | 3,709 | ||||||
5.561%, SOFRRATE + 1.580%, 11/19/2045 (B) |
7,640 | 7,581 | ||||||
324
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.536%, SOFRRATE + 1.380%, 01/28/2036 (B) |
$ | 2,180 | $ | 2,218 | ||||
4.692%, SOFRRATE + 1.135%, 10/23/2030 (B) |
4,850 | 4,813 | ||||||
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
995 | 902 | ||||||
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
1,512 | 1,319 | ||||||
3.850%, 01/26/2027 |
150 | 148 | ||||||
3.500%, 11/16/2026 |
6,113 | 6,015 | ||||||
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
2,068 | 1,600 | ||||||
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
7,155 | 5,403 | ||||||
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
5,467 | 4,728 | ||||||
2.640%, SOFRRATE + 1.114%, 02/24/2028 (B) |
4,845 | 4,662 | ||||||
2.600%, 02/07/2030 |
1,030 | 931 | ||||||
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
23,926 | 20,522 | ||||||
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B) |
450 | 382 | ||||||
1.948%, SOFRRATE + 0.913%, 10/21/2027 (B) |
6,165 | 5,906 | ||||||
1.093%, SOFRRATE + 0.789%, 12/09/2026 (B) |
2,890 | 2,811 | ||||||
Goldman Sachs Group MTN |
||||||||
4.800%, 07/08/2044 |
4,895 | 4,453 | ||||||
HSBC Bank USA |
||||||||
7.000%, 01/15/2039 |
7,096 | 8,084 | ||||||
HSBC Holdings PLC |
||||||||
7.390%, SOFRRATE + 3.350%, 11/03/2028 (B) |
5,152 | 5,472 | ||||||
5.874%, SOFRRATE + 1.900%, 11/18/2035 (B) |
1,840 | 1,838 | ||||||
5.210%, SOFRRATE + 2.610%, 08/11/2028 (B) |
4,400 | 4,444 | ||||||
5.130%, SOFRRATE + 1.040%, 11/19/2028 (B) |
3,935 | 3,965 | ||||||
4.041%, TSFR3M + 1.808%, 03/13/2028 (B) |
11,362 | 11,205 | ||||||
Huntington Bancshares |
||||||||
6.208%, SOFRRATE + 2.020%, 08/21/2029 (B) |
4,245 | 4,428 | ||||||
6.141%, H15T5Y + 1.700%, 11/18/2039 (B) |
1,570 | 1,604 | ||||||
Intercontinental Exchange |
||||||||
5.250%, 06/15/2031 |
12,390 | 12,727 | ||||||
4.250%, 09/21/2048 |
1,454 | 1,233 | ||||||
3.000%, 06/15/2050 |
1,100 | 731 | ||||||
International Bank for Reconstruction & Development |
||||||||
3.875%, 02/14/2030 |
12,180 | 12,047 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.500%, 07/12/2028 |
$ | 5,190 | $ | 5,096 | ||||
Jackson Financial |
||||||||
3.125%, 11/23/2031 |
3,295 | 2,887 | ||||||
Jackson National Life Global Funding |
||||||||
5.500%, 01/09/2026 (A) |
3,000 | 3,023 | ||||||
JPMorgan Chase |
||||||||
8.750%, 09/01/2030 |
1,361 | 1,612 | ||||||
7.750%, 07/15/2025 |
1,690 | 1,710 | ||||||
6.400%, 05/15/2038 |
2,812 | 3,139 | ||||||
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
14,910 | 16,064 | ||||||
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
4,325 | 4,519 | ||||||
5.581%, SOFRRATE + 1.160%, 04/22/2030 (B) |
3,890 | 4,005 | ||||||
5.534%, SOFRRATE + 1.550%, 11/29/2045 (B) |
4,338 | 4,357 | ||||||
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
2,775 | 2,815 | ||||||
5.294%, SOFRRATE + 1.460%, 07/22/2035 (B) |
4,894 | 4,939 | ||||||
5.100%, TSFR3M + 0.812%, 02/01/2027 (B) |
1,630 | 1,608 | ||||||
4.995%, SOFRRATE + 1.125%, 07/22/2030 (B) |
130 | 131 | ||||||
4.912%, SOFRRATE + 2.080%, 07/25/2033 (B) |
595 | 593 | ||||||
4.565%, SOFRRATE + 1.750%, 06/14/2030 (B) |
5,810 | 5,766 | ||||||
4.505%, SOFRRATE + 0.860%, 10/22/2028 (B) |
6,560 | 6,542 | ||||||
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
3,784 | 3,043 | ||||||
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
6,195 | 5,405 | ||||||
3.509%, TSFR3M + 1.207%, 01/23/2029 (B) |
15,147 | 14,702 | ||||||
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
10,745 | 8,135 | ||||||
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
7,903 | 7,085 | ||||||
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
2,435 | 2,070 | ||||||
KKR Group Finance III LLC |
||||||||
5.125%, 06/01/2044 (A) |
1,824 | 1,705 | ||||||
KKR Group Finance XII LLC |
||||||||
4.850%, 05/17/2032 (A) |
3,073 | 3,038 | ||||||
Kreditanstalt fuer Wiederaufbau |
||||||||
3.875%, 06/15/2028 |
13,775 | 13,704 | ||||||
Lloyds Banking Group PLC |
||||||||
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
2,641 | 2,694 | ||||||
5.087%, H15T1Y + 0.850%, 11/26/2028 (B) |
3,725 | 3,751 | ||||||
SEI Institutional Investments Trust
325
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
$ | 2,636 | $ | 2,543 | ||||
LSEGA Financing PLC |
||||||||
3.200%, 04/06/2041 (A) |
3,618 | 2,790 | ||||||
Macquarie Bank |
||||||||
5.208%, 06/15/2026 (A) |
2,680 | 2,709 | ||||||
Macquarie Group MTN |
||||||||
1.629%, SOFRRATE + 0.910%, 09/23/2027 (A)(B) |
3,944 | 3,766 | ||||||
Marsh & McLennan |
||||||||
6.250%, 11/01/2052 |
2,715 | 2,986 | ||||||
5.700%, 09/15/2053 |
285 | 294 | ||||||
5.450%, 03/15/2054 |
330 | 329 | ||||||
4.900%, 03/15/2049 |
1,010 | 932 | ||||||
4.750%, 03/15/2039 |
5,100 | 4,889 | ||||||
4.350%, 01/30/2047 |
1,235 | 1,068 | ||||||
Massachusetts Mutual Life Insurance |
||||||||
3.375%, 04/15/2050 (A) |
1,153 | 813 | ||||||
3.200%, 12/01/2061 (A) |
7,385 | 4,601 | ||||||
MassMutual Global Funding II |
||||||||
1.200%, 07/16/2026 (A) |
6,000 | 5,752 | ||||||
Mastercard |
||||||||
3.300%, 03/26/2027 |
2,715 | 2,665 | ||||||
Met Tower Global Funding MTN |
||||||||
1.250%, 09/14/2026 (A) |
7,645 | 7,298 | ||||||
MetLife |
||||||||
6.375%, 06/15/2034 |
3,775 | 4,158 | ||||||
5.250%, 01/15/2054 |
90 | 87 | ||||||
5.000%, 07/15/2052 |
5,195 | 4,834 | ||||||
4.050%, 03/01/2045 |
2,825 | 2,343 | ||||||
Metropolitan Life Global Funding I |
||||||||
2.950%, 04/09/2030 (A) |
2,680 | 2,469 | ||||||
Metropolitan Life Global Funding I MTN |
||||||||
5.150%, 03/28/2033 (A) |
4,860 | 4,905 | ||||||
2.400%, 01/11/2032 (A) |
6,025 | 5,164 | ||||||
Moody's |
||||||||
2.000%, 08/19/2031 |
2,847 | 2,420 | ||||||
Morgan Stanley |
||||||||
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
905 | 926 | ||||||
5.516%, SOFRRATE + 1.710%, 11/19/2055 (B) |
9,292 | 9,279 | ||||||
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
6,840 | 6,952 | ||||||
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B) |
340 | 337 | ||||||
5.230%, SOFRRATE + 1.108%, 01/15/2031 (B) |
4,835 | 4,910 | ||||||
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B) |
3,110 | 3,150 | ||||||
5.042%, SOFRRATE + 1.215%, 07/19/2030 (B) |
5,385 | 5,428 | ||||||
4.654%, SOFRRATE + 1.100%, 10/18/2030 (B) |
5,040 | 4,992 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.210%, SOFRRATE + 1.610%, 04/20/2028 (B) |
$ | 15,889 | $ | 15,739 | ||||
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B) |
867 | 660 | ||||||
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
9,665 | 9,332 | ||||||
Morgan Stanley MTN |
||||||||
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
5,260 | 5,482 | ||||||
5.656%, SOFRRATE + 1.260%, 04/18/2030 (B) |
4,270 | 4,398 | ||||||
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
6,360 | 6,399 | ||||||
4.300%, 01/27/2045 |
4,485 | 3,845 | ||||||
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
3,340 | 2,914 | ||||||
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B) |
3,775 | 3,630 | ||||||
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
10,150 | 8,639 | ||||||
Mutual of Omaha Global Funding |
||||||||
5.350%, 04/09/2027 (A) |
3,450 | 3,490 | ||||||
Nationwide Building Society MTN |
||||||||
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B) |
5,310 | 5,131 | ||||||
Nationwide Mutual Insurance |
||||||||
9.375%, 08/15/2039 (A) |
2,625 | 3,449 | ||||||
NatWest Group PLC |
||||||||
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
3,976 | 4,051 | ||||||
5.516%, H15T1Y + 2.270%, 09/30/2028 (B) |
3,775 | 3,845 | ||||||
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
4,320 | 4,159 | ||||||
New York Life Global Funding |
||||||||
4.900%, 06/13/2028 (A) |
8,225 | 8,337 | ||||||
New York Life Insurance |
||||||||
5.875%, 05/15/2033 (A) |
2,224 | 2,347 | ||||||
3.750%, 05/15/2050 (A) |
1,420 | 1,074 | ||||||
Nordea Bank Abp MTN |
||||||||
6.300%, H15T5Y + 2.660%(A)(B)(C) |
2,505 | 2,429 | ||||||
Northwestern Mutual Global Funding MTN |
||||||||
4.900%, 06/12/2028 (A) |
3,000 | 3,034 | ||||||
Oaktree Specialty Lending |
||||||||
6.340%, 02/27/2030 |
1,225 | 1,234 | ||||||
Pacific Life Global Funding II |
||||||||
5.500%, 08/28/2026 (A) |
7,660 | 7,784 | ||||||
Pacific Life Insurance |
||||||||
4.300%, SOFRRATE + 2.796%, 10/24/2067 (A)(B) |
3,845 | 3,143 | ||||||
PNC Financial Services Group |
||||||||
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
2,670 | 2,966 | ||||||
326
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
$ | 4,661 | $ | 4,674 | ||||
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
14,120 | 14,510 | ||||||
5.575%, SOFRRATE + 1.394%, 01/29/2036 (B) |
1,125 | 1,152 | ||||||
5.401%, SOFRRATE + 1.599%, 07/23/2035 (B) |
6,035 | 6,098 | ||||||
4.812%, SOFRRATE + 1.259%, 10/21/2032 (B) |
4,555 | 4,517 | ||||||
2.600%, 07/23/2026 |
7,240 | 7,060 | ||||||
Principal Life Global Funding II |
||||||||
4.800%, 01/09/2028 (A) |
3,020 | 3,041 | ||||||
1.500%, 08/27/2030 (A) |
3,374 | 2,850 | ||||||
Prudential Financial MTN |
||||||||
5.700%, 12/14/2036 |
1,660 | 1,750 | ||||||
1.500%, 03/10/2026 |
2,445 | 2,373 | ||||||
Prudential Funding Asia PLC |
||||||||
3.125%, 04/14/2030 |
2,008 | 1,865 | ||||||
Prudential Insurance of America |
||||||||
8.300%, 07/01/2025 (A) |
2,820 | 2,853 | ||||||
Radian Group |
||||||||
6.200%, 05/15/2029 |
2,440 | 2,520 | ||||||
RenaissanceRe Holdings |
||||||||
5.800%, 04/01/2035 |
3,320 | 3,418 | ||||||
RGA Global Funding |
||||||||
5.050%, 12/06/2031 (A) |
9,910 | 9,926 | ||||||
Royal Bank of Canada MTN |
||||||||
6.000%, 11/01/2027 |
10,039 | 10,416 | ||||||
2.300%, 11/03/2031 |
2,055 | 1,769 | ||||||
S&P Global |
||||||||
2.700%, 03/01/2029 |
6,138 | 5,740 | ||||||
2.450%, 03/01/2027 |
11,725 | 11,291 | ||||||
Santander UK Group Holdings PLC |
||||||||
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B) |
4,275 | 4,335 | ||||||
SBL Holdings |
||||||||
7.200%, 10/30/2034 (A) |
910 | 901 | ||||||
Securian Financial Group |
||||||||
4.800%, 04/15/2048 (A) |
2,315 | 2,064 | ||||||
Selective Insurance Group |
||||||||
5.900%, 04/15/2035 |
2,500 | 2,554 | ||||||
State Street |
||||||||
5.159%, SOFRRATE + 1.890%, 05/18/2034 (B) |
3,189 | 3,219 | ||||||
4.421%, SOFRRATE + 1.605%, 05/13/2033 (B) |
3,026 | 2,932 | ||||||
3.031%, SOFRRATE + 1.490%, 11/01/2034 (B) |
5,295 | 4,856 | ||||||
Sumitomo Mitsui Financial Group |
||||||||
0.948%, 01/12/2026 |
3,000 | 2,913 | ||||||
Synchrony Financial |
||||||||
5.935%, SOFRINDX + 2.130%, 08/02/2030 (B) |
3,175 | 3,242 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Travelers |
||||||||
5.450%, 05/25/2053 |
$ | 8,125 | $ | 8,191 | ||||
Truist Bank |
||||||||
2.250%, 03/11/2030 |
980 | 863 | ||||||
Truist Financial MTN |
||||||||
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
10,659 | 11,480 | ||||||
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
1,215 | 1,236 | ||||||
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
11,190 | 11,621 | ||||||
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
9,240 | 9,503 | ||||||
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
1,745 | 1,727 | ||||||
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
5,310 | 5,126 | ||||||
4.873%, SOFRRATE + 1.435%, 01/26/2029 (B) |
4,785 | 4,809 | ||||||
1.887%, SOFRRATE + 0.862%, 06/07/2029 (B) |
8,376 | 7,649 | ||||||
1.200%, 08/05/2025 |
3,458 | 3,408 | ||||||
UBS |
||||||||
4.500%, 06/26/2048 |
3,270 | 2,860 | ||||||
UBS Group |
||||||||
4.703%, H15T1Y + 2.050%, 08/05/2027 (A)(B) |
11,630 | 11,635 | ||||||
3.869%, SOFRRATE + 1.410%, 01/12/2029 (A)(B) |
3,120 | 3,051 | ||||||
1.494%, H15T1Y + 0.850%, 08/10/2027 (A)(B) |
2,100 | 2,008 | ||||||
US Bancorp |
||||||||
6.787%, SOFRRATE + 1.880%, 10/26/2027 (B) |
1,173 | 1,214 | ||||||
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
5,429 | 5,656 | ||||||
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
5,115 | 5,314 | ||||||
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
5,305 | 5,472 | ||||||
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
1,465 | 1,506 | ||||||
5.424%, SOFRRATE + 1.411%, 02/12/2036 (B) |
1,765 | 1,786 | ||||||
5.100%, SOFRRATE + 1.250%, 07/23/2030 (B) |
4,375 | 4,423 | ||||||
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
3,605 | 3,513 | ||||||
USAA Capital |
||||||||
3.375%, 05/01/2025 (A) |
3,949 | 3,940 | ||||||
Visa |
||||||||
4.150%, 12/14/2035 |
1,125 | 1,066 | ||||||
2.700%, 04/15/2040 |
340 | 257 | ||||||
2.000%, 08/15/2050 |
3,610 | 2,012 | ||||||
SEI Institutional Investments Trust
327
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Voya Financial |
||||||||
5.000%, 09/20/2034 |
$ | 2,650 | $ | 2,583 | ||||
Wells Fargo |
||||||||
6.600%, 01/15/2038 |
2,620 | 2,911 | ||||||
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
3,305 | 3,582 | ||||||
5.950%, 12/15/2036 |
1,035 | 1,062 | ||||||
5.606%, 01/15/2044 |
1,161 | 1,146 | ||||||
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
590 | 600 | ||||||
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
3,600 | 3,643 | ||||||
5.244%, SOFRRATE + 1.110%, 01/24/2031 (B) |
4,140 | 4,208 | ||||||
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
955 | 723 | ||||||
3.000%, 04/22/2026 |
8,965 | 8,819 | ||||||
Wells Fargo MTN |
||||||||
5.707%, SOFRRATE + 1.070%, 04/22/2028 (B) |
4,325 | 4,413 | ||||||
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
10,085 | 10,289 | ||||||
4.900%, 11/17/2045 |
1,610 | 1,446 | ||||||
4.750%, 12/07/2046 |
3,483 | 3,031 | ||||||
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
3,785 | 3,286 | ||||||
4.400%, 06/14/2046 |
1,190 | 992 | ||||||
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
12,541 | 12,243 | ||||||
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
12,130 | 11,921 | ||||||
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
4,575 | 4,203 | ||||||
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
8,625 | 8,208 | ||||||
Westpac Banking |
||||||||
5.618%, H15T1Y + 1.200%, 11/20/2035 (B) |
2,545 | 2,559 | ||||||
XL Group |
||||||||
5.250%, 12/15/2043 |
2,417 | 2,338 | ||||||
| 1,405,004 | ||||||||
Health Care — 8.7% |
||||||||
AbbVie |
||||||||
5.600%, 03/15/2055 |
1,925 | 1,996 | ||||||
5.050%, 03/15/2034 |
10,355 | 10,465 | ||||||
4.550%, 03/15/2035 |
3,630 | 3,516 | ||||||
4.250%, 11/21/2049 |
4,886 | 4,153 | ||||||
Advocate Health & Hospitals |
||||||||
4.272%, 08/15/2048 |
2,984 | 2,582 | ||||||
Amgen |
||||||||
5.650%, 03/02/2053 |
2,800 | 2,808 | ||||||
Ascension Health |
||||||||
3.945%, 11/15/2046 |
2,394 | 2,001 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.106%, 11/15/2039 |
$ | 1,730 | $ | 1,369 | ||||
2.532%, 11/15/2029 |
3,655 | 3,354 | ||||||
Astrazeneca Finance LLC |
||||||||
4.900%, 02/26/2031 |
7,890 | 8,019 | ||||||
1.200%, 05/28/2026 |
11,880 | 11,453 | ||||||
AstraZeneca PLC |
||||||||
6.450%, 09/15/2037 |
9,075 | 10,209 | ||||||
3.375%, 11/16/2025 |
1,353 | 1,344 | ||||||
Banner Health |
||||||||
2.907%, 01/01/2042 |
2,652 | 1,951 | ||||||
Blue Cross & Blue Shield of Minnesota |
||||||||
3.790%, 05/01/2025 (A) |
2,086 | 2,081 | ||||||
Bristol-Myers Squibb |
||||||||
5.550%, 02/22/2054 |
2,414 | 2,424 | ||||||
3.400%, 07/26/2029 |
3,982 | 3,810 | ||||||
3.200%, 06/15/2026 |
1,775 | 1,752 | ||||||
Cencora |
||||||||
4.625%, 12/15/2027 |
7,930 | 7,944 | ||||||
Centene |
||||||||
4.625%, 12/15/2029 |
3,785 | 3,635 | ||||||
CVS Health |
||||||||
5.125%, 07/20/2045 |
875 | 773 | ||||||
5.050%, 03/25/2048 |
13,314 | 11,546 | ||||||
Elevance Health |
||||||||
5.700%, 02/15/2055 |
4,150 | 4,085 | ||||||
2.550%, 03/15/2031 |
4,780 | 4,212 | ||||||
Eli Lilly |
||||||||
5.500%, 02/12/2055 |
4,805 | 4,959 | ||||||
5.200%, 08/14/2064 |
1,060 | 1,028 | ||||||
5.100%, 02/12/2035 |
7,520 | 7,686 | ||||||
5.100%, 02/09/2064 |
3,570 | 3,403 | ||||||
5.050%, 08/14/2054 |
1,745 | 1,678 | ||||||
4.950%, 02/27/2063 |
3,120 | 2,912 | ||||||
4.875%, 02/27/2053 |
2,602 | 2,442 | ||||||
HCA |
||||||||
5.750%, 03/01/2035 |
3,410 | 3,472 | ||||||
5.500%, 03/01/2032 |
4,000 | 4,055 | ||||||
5.250%, 06/15/2049 |
5,210 | 4,678 | ||||||
5.000%, 03/01/2028 |
8,555 | 8,624 | ||||||
Health Care Service A Mutual Legal Reserve |
||||||||
5.875%, 06/15/2054 (A) |
4,273 | 4,290 | ||||||
5.200%, 06/15/2029 (A) |
990 | 1,007 | ||||||
3.200%, 06/01/2050 (A) |
2,225 | 1,472 | ||||||
Horizon Mutual Holdings |
||||||||
6.200%, 11/15/2034 (A) |
3,755 | 3,737 | ||||||
Johnson & Johnson |
||||||||
3.750%, 03/03/2047 |
1,400 | 1,142 | ||||||
2.900%, 01/15/2028 |
2,565 | 2,481 | ||||||
1.300%, 09/01/2030 |
3,530 | 3,019 | ||||||
Kaiser Foundation Hospitals |
||||||||
4.150%, 05/01/2047 |
915 | 778 | ||||||
3.150%, 05/01/2027 |
2,005 | 1,957 | ||||||
2.810%, 06/01/2041 |
4,935 | 3,630 | ||||||
328
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Medtronic |
||||||||
4.375%, 03/15/2035 |
$ | 1,732 | $ | 1,675 | ||||
Memorial Health Services |
||||||||
3.447%, 11/01/2049 |
1,835 | 1,366 | ||||||
Merck |
||||||||
4.900%, 05/17/2044 |
4,530 | 4,318 | ||||||
4.500%, 05/17/2033 |
2,930 | 2,882 | ||||||
3.600%, 09/15/2042 |
2,145 | 1,730 | ||||||
2.750%, 12/10/2051 |
4,355 | 2,761 | ||||||
MultiCare Health System |
||||||||
2.803%, 08/15/2050 |
5,000 | 3,041 | ||||||
Nationwide Children's Hospital |
||||||||
4.556%, 11/01/2052 |
1,135 | 1,031 | ||||||
New York and Presbyterian Hospital |
||||||||
4.763%, 08/01/2116 |
1,395 | 1,190 | ||||||
1.651%, 08/01/2030 |
2,487 | 2,103 | ||||||
Northwell Healthcare |
||||||||
4.260%, 11/01/2047 |
2,005 | 1,683 | ||||||
Novartis Capital |
||||||||
4.400%, 05/06/2044 |
30 | 27 | ||||||
OhioHealth |
||||||||
2.834%, 11/15/2041 |
4,000 | 2,952 | ||||||
Orlando Health Obligated Group |
||||||||
3.327%, 10/01/2050 |
800 | 582 | ||||||
Pfizer |
||||||||
4.200%, 09/15/2048 |
3,790 | 3,188 | ||||||
3.000%, 12/15/2026 |
2,185 | 2,138 | ||||||
Pfizer Investment Enterprises Pte |
||||||||
5.340%, 05/19/2063 |
220 | 210 | ||||||
5.300%, 05/19/2053 |
6,000 | 5,802 | ||||||
5.110%, 05/19/2043 |
7,885 | 7,617 | ||||||
Pharmacia LLC |
||||||||
6.600%, 12/01/2028 |
1,100 | 1,179 | ||||||
Quest Diagnostics |
||||||||
4.600%, 12/15/2027 |
3,770 | 3,785 | ||||||
Roche Holdings |
||||||||
5.593%, 11/13/2033 (A) |
1,700 | 1,796 | ||||||
5.265%, 11/13/2026 (A) |
7,175 | 7,291 | ||||||
5.218%, 03/08/2054 (A) |
25 | 25 | ||||||
2.625%, 05/15/2026 (A) |
3,145 | 3,087 | ||||||
1.930%, 12/13/2028 (A) |
10,791 | 9,878 | ||||||
Royalty Pharma PLC |
||||||||
5.900%, 09/02/2054 |
2,260 | 2,232 | ||||||
5.400%, 09/02/2034 |
1,585 | 1,584 | ||||||
Rush Obligated Group |
||||||||
3.922%, 11/15/2029 |
3,828 | 3,720 | ||||||
Solventum |
||||||||
5.900%, 04/30/2054 |
6,415 | 6,521 | ||||||
5.600%, 03/23/2034 |
6,185 | 6,331 | ||||||
5.450%, 03/13/2031 |
3,955 | 4,052 | ||||||
Stanford Health Care |
||||||||
3.310%, 08/15/2030 |
1,035 | 975 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Sutter Health |
||||||||
5.164%, 08/15/2033 |
$ | 5,794 | $ | 5,881 | ||||
Takeda Pharmaceutical |
||||||||
2.050%, 03/31/2030 |
3,352 | 2,955 | ||||||
Thermo Fisher Scientific |
||||||||
5.000%, 12/05/2026 |
7,175 | 7,249 | ||||||
UnitedHealth Group |
||||||||
5.875%, 02/15/2053 |
9,235 | 9,537 | ||||||
5.750%, 07/15/2064 |
2,140 | 2,138 | ||||||
5.625%, 07/15/2054 |
7,075 | 7,061 | ||||||
5.500%, 07/15/2044 |
5,600 | 5,590 | ||||||
5.375%, 04/15/2054 |
2,000 | 1,921 | ||||||
4.950%, 01/15/2032 |
1,515 | 1,521 | ||||||
4.800%, 01/15/2030 |
2,800 | 2,819 | ||||||
4.750%, 07/15/2045 |
405 | 367 | ||||||
4.750%, 05/15/2052 |
2,620 | 2,287 | ||||||
4.625%, 07/15/2035 |
4,550 | 4,411 | ||||||
4.500%, 04/15/2033 |
3,788 | 3,659 | ||||||
4.200%, 01/15/2047 |
1,432 | 1,190 | ||||||
3.875%, 12/15/2028 |
1,835 | 1,796 | ||||||
3.850%, 06/15/2028 |
1,350 | 1,325 | ||||||
3.700%, 12/15/2025 |
1,865 | 1,854 | ||||||
2.300%, 05/15/2031 |
8,425 | 7,325 | ||||||
Wyeth LLC |
||||||||
6.000%, 02/15/2036 |
1,400 | 1,513 | ||||||
5.950%, 04/01/2037 |
3,960 | 4,225 | ||||||
| 351,308 | ||||||||
Industrials — 6.9% |
||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
6.450%, 04/15/2027 |
4,866 | 5,022 | ||||||
6.150%, 09/30/2030 |
2,055 | 2,172 | ||||||
6.100%, 01/15/2027 |
3,145 | 3,218 | ||||||
4.950%, 09/10/2034 |
5,370 | 5,218 | ||||||
4.625%, 09/10/2029 |
3,615 | 3,578 | ||||||
3.300%, 01/30/2032 |
9,125 | 8,111 | ||||||
2.450%, 10/29/2026 |
2,775 | 2,676 | ||||||
Airbus |
||||||||
3.950%, 04/10/2047 (A) |
2,800 | 2,309 | ||||||
BAE Systems PLC |
||||||||
5.800%, 10/11/2041 (A) |
1,040 | 1,083 | ||||||
3.400%, 04/15/2030 (A) |
1,387 | 1,300 | ||||||
3.000%, 09/15/2050 (A) |
2,780 | 1,865 | ||||||
1.900%, 02/15/2031 (A) |
2,718 | 2,308 | ||||||
Boeing |
||||||||
7.008%, 05/01/2064 |
725 | 803 | ||||||
6.858%, 05/01/2054 |
1,860 | 2,049 | ||||||
6.528%, 05/01/2034 |
7,490 | 8,024 | ||||||
6.298%, 05/01/2029 |
2,940 | 3,080 | ||||||
5.805%, 05/01/2050 |
4,805 | 4,635 | ||||||
5.150%, 05/01/2030 |
9,415 | 9,426 | ||||||
3.750%, 02/01/2050 |
1,590 | 1,130 | ||||||
SEI Institutional Investments Trust
329
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.100%, 05/01/2026 |
$ | 3,875 | $ | 3,805 | ||||
Burlington Northern Santa Fe LLC |
||||||||
5.500%, 03/15/2055 |
2,065 | 2,100 | ||||||
5.200%, 04/15/2054 |
325 | 317 | ||||||
4.900%, 04/01/2044 |
2,563 | 2,428 | ||||||
4.550%, 09/01/2044 |
5,050 | 4,572 | ||||||
4.450%, 01/15/2053 |
3,424 | 2,982 | ||||||
4.375%, 09/01/2042 |
360 | 322 | ||||||
4.150%, 04/01/2045 |
3,080 | 2,622 | ||||||
3.050%, 02/15/2051 |
695 | 473 | ||||||
Canadian National Railway |
||||||||
3.850%, 08/05/2032 |
2,990 | 2,802 | ||||||
Caterpillar |
||||||||
3.803%, 08/15/2042 |
1,555 | 1,302 | ||||||
Caterpillar Financial Services |
||||||||
5.150%, 08/11/2025 |
8,905 | 8,928 | ||||||
Caterpillar Financial Services MTN |
||||||||
3.600%, 08/12/2027 |
9,445 | 9,302 | ||||||
CSX |
||||||||
3.350%, 09/15/2049 |
3,226 | 2,322 | ||||||
Cummins |
||||||||
5.450%, 02/20/2054 |
3,528 | 3,553 | ||||||
Deere |
||||||||
5.700%, 01/19/2055 |
8,931 | 9,469 | ||||||
3.100%, 04/15/2030 |
2,333 | 2,187 | ||||||
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A |
||||||||
3.875%, 07/30/2027 |
921 | 891 | ||||||
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
||||||||
2.000%, 06/10/2028 |
2,339 | 2,190 | ||||||
Emerson Electric |
||||||||
5.000%, 03/15/2035 |
2,411 | 2,433 | ||||||
2.200%, 12/21/2031 |
6,250 | 5,375 | ||||||
1.800%, 10/15/2027 |
1,900 | 1,783 | ||||||
General Dynamics |
||||||||
4.250%, 04/01/2040 |
980 | 881 | ||||||
4.250%, 04/01/2050 |
2,485 | 2,107 | ||||||
2.850%, 06/01/2041 |
3,605 | 2,650 | ||||||
Honeywell International |
||||||||
5.250%, 03/01/2054 |
9,114 | 8,789 | ||||||
1.750%, 09/01/2031 |
1,980 | 1,658 | ||||||
John Deere Capital MTN |
||||||||
4.950%, 07/14/2028 |
2,100 | 2,142 | ||||||
2.800%, 07/18/2029 |
11,720 | 10,999 | ||||||
2.650%, 06/10/2026 |
345 | 338 | ||||||
2.350%, 03/08/2027 |
9,575 | 9,227 | ||||||
L3Harris Technologies |
||||||||
4.400%, 06/15/2028 |
3,750 | 3,718 | ||||||
Leidos |
||||||||
5.400%, 03/15/2032 |
3,350 | 3,392 | ||||||
Lockheed Martin |
||||||||
5.250%, 01/15/2033 |
6,748 | 6,926 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.070%, 12/15/2042 |
$ | 3,300 | $ | 2,819 | ||||
PACCAR Financial MTN |
||||||||
5.000%, 03/22/2034 |
5,000 | 5,087 | ||||||
Penske Truck Leasing LP / PTL Finance |
||||||||
5.250%, 07/01/2029 (A) |
4,850 | 4,919 | ||||||
4.000%, 07/15/2025 (A) |
2,904 | 2,895 | ||||||
3.950%, 03/10/2025 (A) |
2,752 | 2,751 | ||||||
Protective Life Global Funding |
||||||||
1.618%, 04/15/2026 (A) |
7,358 | 7,126 | ||||||
1.170%, 07/15/2025 (A) |
1,476 | 1,457 | ||||||
RTX |
||||||||
4.500%, 06/01/2042 |
2,300 | 2,046 | ||||||
Ryder System |
||||||||
6.300%, 12/01/2028 |
2,200 | 2,322 | ||||||
Ryder System MTN |
||||||||
4.625%, 06/01/2025 |
4,800 | 4,793 | ||||||
Siemens Financieringsmaatschappij |
||||||||
1.700%, 03/11/2028 (A) |
5,175 | 4,801 | ||||||
Snap-on |
||||||||
3.100%, 05/01/2050 |
3,240 | 2,242 | ||||||
TTX |
||||||||
4.600%, 02/01/2049 (A) |
3,000 | 2,685 | ||||||
TTX MTN |
||||||||
5.500%, 09/25/2026 (A) |
1,510 | 1,533 | ||||||
Union Pacific |
||||||||
4.950%, 05/15/2053 |
335 | 315 | ||||||
3.500%, 02/14/2053 |
6,315 | 4,624 | ||||||
3.375%, 02/14/2042 |
1,110 | 874 | ||||||
2.950%, 03/10/2052 |
10,791 | 7,077 | ||||||
2.375%, 05/20/2031 |
3,570 | 3,150 | ||||||
Union Pacific MTN |
||||||||
3.550%, 08/15/2039 |
1,245 | 1,043 | ||||||
United Airlines Pass-Through Trust |
||||||||
2.700%, 05/01/2032 |
2,181 | 1,951 | ||||||
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
||||||||
4.150%, 08/25/2031 |
1,147 | 1,104 | ||||||
Verisk Analytics |
||||||||
3.625%, 05/15/2050 |
2,485 | 1,818 | ||||||
Waste Management |
||||||||
4.950%, 07/03/2031 |
3,274 | 3,328 | ||||||
4.950%, 03/15/2035 |
8,375 | 8,382 | ||||||
4.500%, 03/15/2028 |
4,640 | 4,659 | ||||||
| 278,793 | ||||||||
Information Technology — 3.8% |
||||||||
Accenture Capital |
||||||||
4.250%, 10/04/2031 |
10,241 | 10,022 | ||||||
Amphenol |
||||||||
5.250%, 04/05/2034 |
2,870 | 2,923 | ||||||
Analog Devices |
||||||||
2.950%, 10/01/2051 |
1,918 | 1,271 | ||||||
1.700%, 10/01/2028 |
2,515 | 2,290 | ||||||
330
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Apple |
||||||||
4.650%, 02/23/2046 |
$ | 355 | $ | 334 | ||||
3.850%, 05/04/2043 |
65 | 55 | ||||||
3.850%, 08/04/2046 |
5,140 | 4,240 | ||||||
3.350%, 02/09/2027 |
4,030 | 3,975 | ||||||
3.250%, 02/23/2026 |
5,280 | 5,225 | ||||||
2.850%, 08/05/2061 |
2,000 | 1,241 | ||||||
2.650%, 05/11/2050 |
3,755 | 2,419 | ||||||
2.375%, 02/08/2041 |
2,165 | 1,539 | ||||||
Broadcom |
||||||||
5.050%, 07/12/2029 |
3,932 | 3,987 | ||||||
4.926%, 05/15/2037 (A) |
2,500 | 2,425 | ||||||
4.800%, 10/15/2034 |
1,855 | 1,816 | ||||||
Cadence Design Systems |
||||||||
4.200%, 09/10/2027 |
2,825 | 2,805 | ||||||
Cisco Systems |
||||||||
5.900%, 02/15/2039 |
3,307 | 3,576 | ||||||
5.300%, 02/26/2054 |
3,109 | 3,104 | ||||||
4.950%, 02/26/2031 |
5,860 | 5,974 | ||||||
Foundry JV Holdco LLC |
||||||||
6.100%, 01/25/2036 (A) |
3,525 | 3,671 | ||||||
5.900%, 01/25/2033 (A) |
4,145 | 4,274 | ||||||
Hewlett Packard Enterprise |
||||||||
5.000%, 10/15/2034 |
1,755 | 1,727 | ||||||
IBM International Capital Pte |
||||||||
5.250%, 02/05/2044 |
2,025 | 1,957 | ||||||
4.600%, 02/05/2027 |
1,805 | 1,813 | ||||||
Intel |
||||||||
4.875%, 02/10/2026 |
7,055 | 7,067 | ||||||
3.734%, 12/08/2047 |
1,514 | 1,077 | ||||||
International Business Machines |
||||||||
4.150%, 05/15/2039 |
2,325 | 2,049 | ||||||
2.200%, 02/09/2027 |
2,700 | 2,591 | ||||||
Intuit |
||||||||
5.500%, 09/15/2053 |
7,630 | 7,738 | ||||||
5.250%, 09/15/2026 |
7,220 | 7,322 | ||||||
KLA |
||||||||
5.650%, 11/01/2034 |
2,000 | 2,101 | ||||||
4.950%, 07/15/2052 |
1,817 | 1,700 | ||||||
Microsoft |
||||||||
3.700%, 08/08/2046 |
4,759 | 3,902 | ||||||
3.041%, 03/17/2062 |
1,100 | 726 | ||||||
2.525%, 06/01/2050 |
1,078 | 686 | ||||||
2.400%, 08/08/2026 |
4,455 | 4,350 | ||||||
NXP BV / NXP FUNDING LLC / NXP USA |
||||||||
5.000%, 01/15/2033 |
1,975 | 1,958 | ||||||
Oracle |
||||||||
6.000%, 08/03/2055 |
3,380 | 3,453 | ||||||
4.375%, 05/15/2055 |
680 | 542 | ||||||
4.000%, 07/15/2046 |
2,275 | 1,787 | ||||||
3.800%, 11/15/2037 |
2,190 | 1,867 | ||||||
3.600%, 04/01/2040 |
3,963 | 3,162 | ||||||
2.950%, 04/01/2030 |
5,950 | 5,458 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
QUALCOMM |
||||||||
4.300%, 05/20/2047 |
$ | 3,201 | $ | 2,724 | ||||
Sprint Capital |
||||||||
8.750%, 03/15/2032 |
5,600 | 6,738 | ||||||
Texas Instruments |
||||||||
5.050%, 05/18/2063 |
3,558 | 3,323 | ||||||
2.250%, 09/04/2029 |
4,695 | 4,289 | ||||||
Vontier |
||||||||
1.800%, 04/01/2026 |
1,205 | 1,164 | ||||||
Wipro IT Services LLC |
||||||||
1.500%, 06/23/2026 (A) |
4,937 | 4,741 | ||||||
| 155,178 | ||||||||
Materials — 1.6% |
||||||||
Anglo American Capital PLC |
||||||||
4.750%, 03/16/2052 (A) |
5,605 | 4,835 | ||||||
ArcelorMittal |
||||||||
6.350%, 06/17/2054 |
2,415 | 2,460 | ||||||
Barrick North America Finance LLC |
||||||||
5.750%, 05/01/2043 |
4,115 | 4,192 | ||||||
BHP Billiton Finance USA |
||||||||
6.420%, 03/01/2026 |
1,590 | 1,618 | ||||||
5.100%, 09/08/2028 |
7,385 | 7,521 | ||||||
5.000%, 09/30/2043 |
1,400 | 1,343 | ||||||
4.875%, 02/27/2026 |
3,545 | 3,559 | ||||||
Celanese US Holdings LLC |
||||||||
6.950%, 11/15/2033 |
1,255 | 1,342 | ||||||
Cleco Corporate Holdings LLC |
||||||||
3.375%, 09/15/2029 |
1,735 | 1,596 | ||||||
Ecolab |
||||||||
1.650%, 02/01/2027 |
8,035 | 7,648 | ||||||
Freeport-McMoRan |
||||||||
5.250%, 09/01/2029 |
1,629 | 1,637 | ||||||
Glencore Funding LLC |
||||||||
5.634%, 04/04/2034 (A) |
5,275 | 5,350 | ||||||
International Flavors & Fragrances |
||||||||
5.000%, 09/26/2048 |
2,940 | 2,565 | ||||||
3.468%, 12/01/2050 (A) |
9,235 | 6,259 | ||||||
3.268%, 11/15/2040 (A) |
1,898 | 1,408 | ||||||
2.300%, 11/01/2030 (A) |
3,445 | 2,980 | ||||||
PPG Industries |
||||||||
1.200%, 03/15/2026 |
3,270 | 3,159 | ||||||
Rio Tinto Finance USA |
||||||||
5.200%, 11/02/2040 |
2,285 | 2,261 | ||||||
2.750%, 11/02/2051 |
4,000 | 2,520 | ||||||
| 64,253 | ||||||||
Real Estate — 2.6% |
||||||||
AvalonBay Communities MTN |
||||||||
3.350%, 05/15/2027 |
5,480 | 5,352 | ||||||
Boston Properties LP |
||||||||
4.500%, 12/01/2028 |
2,630 | 2,585 | ||||||
SEI Institutional Investments Trust
331
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Extra Space Storage LP |
||||||||
5.700%, 04/01/2028 |
$ | 9,150 | $ | 9,413 | ||||
Federal Realty OP LP |
||||||||
1.250%, 02/15/2026 |
5,026 | 4,865 | ||||||
Piedmont Operating Partnership |
||||||||
3.150%, 08/15/2030 |
9,910 | 8,649 | ||||||
Prologis LP |
||||||||
5.250%, 03/15/2054 |
750 | 729 | ||||||
4.750%, 06/15/2033 |
2,905 | 2,864 | ||||||
Prologis Targeted US Logistics Fund LP |
||||||||
5.250%, 04/01/2029 (A) |
2,300 | 2,348 | ||||||
5.250%, 01/15/2035 (A) |
4,716 | 4,727 | ||||||
Realty Income |
||||||||
5.625%, 10/13/2032 |
6,355 | 6,596 | ||||||
3.200%, 01/15/2027 |
1,780 | 1,739 | ||||||
Regency Centers LP |
||||||||
5.250%, 01/15/2034 |
3,360 | 3,388 | ||||||
5.100%, 01/15/2035 |
2,540 | 2,525 | ||||||
4.650%, 03/15/2049 |
280 | 245 | ||||||
4.400%, 02/01/2047 |
1,585 | 1,356 | ||||||
2.950%, 09/15/2029 |
3,625 | 3,378 | ||||||
Sabra Health Care LP |
||||||||
3.900%, 10/15/2029 |
4,275 | 4,075 | ||||||
Scentre Group Trust 1/ Scentre Group Trust 2 |
||||||||
3.750%, 03/23/2027 (A) |
880 | 863 | ||||||
3.625%, 01/28/2026 (A) |
13,406 | 13,278 | ||||||
Scentre Group Trust 2 |
||||||||
5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B) |
1,575 | 1,538 | ||||||
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
1,151 | 1,140 | ||||||
Simon Property Group LP |
||||||||
6.750%, 02/01/2040 |
470 | 535 | ||||||
6.650%, 01/15/2054 |
255 | 293 | ||||||
5.850%, 03/08/2053 |
1,355 | 1,411 | ||||||
5.500%, 03/08/2033 |
8,037 | 8,303 | ||||||
4.250%, 11/30/2046 |
2,164 | 1,833 | ||||||
3.800%, 07/15/2050 |
1,155 | 880 | ||||||
2.650%, 02/01/2032 |
2,000 | 1,739 | ||||||
2.450%, 09/13/2029 |
4,536 | 4,148 | ||||||
Sun Communities Operating LP |
||||||||
5.500%, 01/15/2029 |
4,300 | 4,401 | ||||||
2.300%, 11/01/2028 |
115 | 106 | ||||||
| 105,302 | ||||||||
Utilities — 11.1% |
||||||||
AEP Texas |
||||||||
3.450%, 01/15/2050 |
2,695 | 1,886 | ||||||
AEP Transmission LLC |
||||||||
5.400%, 03/15/2053 |
1,800 | 1,770 | ||||||
Alabama Power |
||||||||
3.850%, 12/01/2042 |
600 | 493 | ||||||
3.700%, 12/01/2047 |
2,800 | 2,138 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.125%, 07/15/2051 |
$ | 3,187 | $ | 2,141 | ||||
1.450%, 09/15/2030 |
4,916 | 4,170 | ||||||
Ameren |
||||||||
5.375%, 03/15/2035 |
6,990 | 6,999 | ||||||
Ameren Illinois |
||||||||
4.500%, 03/15/2049 |
4,560 | 3,964 | ||||||
3.850%, 09/01/2032 |
12,680 | 11,886 | ||||||
American Electric Power |
||||||||
5.625%, 03/01/2033 |
3,555 | 3,653 | ||||||
Arizona Public Service |
||||||||
5.550%, 08/01/2033 |
4,920 | 5,014 | ||||||
Atmos Energy |
||||||||
4.125%, 03/15/2049 |
3,690 | 2,994 | ||||||
Baltimore Gas and Electric |
||||||||
2.250%, 06/15/2031 |
4,375 | 3,799 | ||||||
Berkshire Hathaway Energy |
||||||||
6.125%, 04/01/2036 |
2,372 | 2,533 | ||||||
3.250%, 04/15/2028 |
1,720 | 1,656 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
5.200%, 10/01/2028 |
4,215 | 4,307 | ||||||
4.500%, 04/01/2044 |
2,215 | 1,980 | ||||||
3.000%, 03/01/2032 |
1,585 | 1,412 | ||||||
2.900%, 07/01/2050 |
775 | 504 | ||||||
Chile Electricity Lux MPC SARL |
||||||||
6.010%, 01/20/2033 (A) |
5,162 | 5,275 | ||||||
CMS Energy |
||||||||
3.000%, 05/15/2026 |
7,285 | 7,146 | ||||||
Commonwealth Edison |
||||||||
4.700%, 01/15/2044 |
3,300 | 2,982 | ||||||
3.200%, 11/15/2049 |
1,555 | 1,069 | ||||||
Connecticut Light and Power |
||||||||
5.250%, 01/15/2053 |
3,000 | 2,914 | ||||||
Consolidated Edison of New York |
||||||||
5.900%, 11/15/2053 |
6,085 | 6,338 | ||||||
5.500%, 03/15/2034 |
4,080 | 4,227 | ||||||
4.625%, 12/01/2054 |
5,681 | 4,908 | ||||||
3.875%, 06/15/2047 |
3,000 | 2,344 | ||||||
Consumers Energy |
||||||||
4.700%, 01/15/2030 |
3,774 | 3,791 | ||||||
Dominion Energy |
||||||||
6.625%, H15T5Y + 2.207%, 05/15/2055 (B) |
2,225 | 2,246 | ||||||
3.375%, 04/01/2030 |
585 | 546 | ||||||
Dominion Energy South Carolina |
||||||||
4.600%, 06/15/2043 |
1,000 | 904 | ||||||
DTE Energy |
||||||||
5.850%, 06/01/2034 |
3,475 | 3,618 | ||||||
4.875%, 06/01/2028 |
5,240 | 5,281 | ||||||
Duke Energy |
||||||||
5.800%, 06/15/2054 |
4,075 | 4,080 | ||||||
Duke Energy Carolinas LLC |
||||||||
5.400%, 01/15/2054 |
2,980 | 2,933 | ||||||
5.300%, 02/15/2040 |
2,400 | 2,406 | ||||||
332
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
3.875%, 03/15/2046 |
$ | 5,500 | $ | 4,424 | ||||
2.850%, 03/15/2032 |
2,695 | 2,374 | ||||||
2.550%, 04/15/2031 |
2,855 | 2,523 | ||||||
Duke Energy Florida LLC |
||||||||
5.950%, 11/15/2052 |
2,100 | 2,175 | ||||||
5.875%, 11/15/2033 |
7,925 | 8,400 | ||||||
Duke Energy Indiana LLC |
||||||||
6.350%, 08/15/2038 |
240 | 263 | ||||||
4.900%, 07/15/2043 |
245 | 227 | ||||||
Duke Energy Ohio |
||||||||
5.250%, 04/01/2033 |
2,985 | 3,041 | ||||||
2.125%, 06/01/2030 |
1,220 | 1,073 | ||||||
Duke Energy Progress LLC |
||||||||
4.200%, 08/15/2045 |
2,455 | 2,060 | ||||||
4.100%, 05/15/2042 |
1,026 | 867 | ||||||
East Ohio Gas |
||||||||
2.000%, 06/15/2030 (A) |
2,370 | 2,071 | ||||||
1.300%, 06/15/2025 (A) |
2,700 | 2,671 | ||||||
Electricite de France |
||||||||
5.750%, 01/13/2035 (A) |
4,155 | 4,222 | ||||||
Entergy Arkansas LLC |
||||||||
5.750%, 06/01/2054 |
3,015 | 3,088 | ||||||
4.200%, 04/01/2049 |
2,690 | 2,209 | ||||||
Entergy Louisiana LLC |
||||||||
5.800%, 03/15/2055 |
5,975 | 6,098 | ||||||
4.200%, 09/01/2048 |
3,215 | 2,615 | ||||||
Entergy Mississippi LLC |
||||||||
2.850%, 06/01/2028 |
3,815 | 3,626 | ||||||
Entergy Texas |
||||||||
3.550%, 09/30/2049 |
1,980 | 1,434 | ||||||
Exelon |
||||||||
5.150%, 03/15/2028 |
4,570 | 4,634 | ||||||
FirstEnergy Pennsylvania Electric |
||||||||
5.200%, 04/01/2028 (A) |
3,560 | 3,610 | ||||||
Florida Power & Light |
||||||||
5.960%, 04/01/2039 |
150 | 161 | ||||||
5.950%, 02/01/2038 |
3,769 | 4,047 | ||||||
5.700%, 03/15/2055 |
2,880 | 2,984 | ||||||
5.690%, 03/01/2040 |
5,557 | 5,837 | ||||||
5.300%, 06/15/2034 |
3,095 | 3,173 | ||||||
4.125%, 02/01/2042 |
3,600 | 3,094 | ||||||
2.850%, 04/01/2025 |
2,515 | 2,511 | ||||||
Georgia Power |
||||||||
5.250%, 03/15/2034 |
4,730 | 4,787 | ||||||
4.300%, 03/15/2043 |
2,245 | 1,942 | ||||||
Indiana Michigan Power |
||||||||
4.250%, 08/15/2048 |
570 | 464 | ||||||
Indianapolis Power & Light |
||||||||
5.700%, 04/01/2054 (A) |
2,395 | 2,424 | ||||||
4.050%, 05/01/2046 (A) |
65 | 52 | ||||||
Jersey Central Power & Light |
||||||||
5.100%, 01/15/2035 (A) |
2,320 | 2,304 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Kentucky Utilities |
||||||||
5.450%, 04/15/2033 |
$ | 2,345 | $ | 2,418 | ||||
Massachusetts Electric |
||||||||
1.729%, 11/24/2030 (A) |
1,300 | 1,085 | ||||||
MidAmerican Energy |
||||||||
3.150%, 04/15/2050 |
2,700 | 1,857 | ||||||
Monongahela Power |
||||||||
5.850%, 02/15/2034 (A) |
3,480 | 3,617 | ||||||
3.550%, 05/15/2027 (A) |
10,095 | 9,853 | ||||||
National Grid PLC |
||||||||
5.418%, 01/11/2034 |
2,990 | 3,032 | ||||||
National Rural Utilities Cooperative Finance |
||||||||
7.459%, TSFR3M + 3.172%, 04/30/2043 (B) |
1,542 | 1,544 | ||||||
5.800%, 01/15/2033 |
2,220 | 2,334 | ||||||
4.750%, 02/07/2028 |
8,460 | 8,530 | ||||||
4.450%, 03/13/2026 |
7,155 | 7,151 | ||||||
4.400%, 11/01/2048 |
1,000 | 844 | ||||||
4.300%, 03/15/2049 |
2,558 | 2,142 | ||||||
National Rural Utilities Cooperative Finance MTN |
||||||||
5.100%, 05/06/2027 |
4,140 | 4,193 | ||||||
Nevada Power |
||||||||
6.000%, 03/15/2054 |
5,505 | 5,794 | ||||||
New England Power |
||||||||
5.936%, 11/25/2052 (A) |
1,046 | 1,091 | ||||||
NextEra Energy Capital Holdings |
||||||||
5.900%, 03/15/2055 |
3,200 | 3,263 | ||||||
5.250%, 03/15/2034 |
4,210 | 4,229 | ||||||
4.450%, 06/20/2025 |
10,530 | 10,522 | ||||||
Niagara Mohawk Power |
||||||||
4.278%, 10/01/2034 (A) |
1,959 | 1,818 | ||||||
NiSource |
||||||||
5.350%, 04/01/2034 |
3,445 | 3,490 | ||||||
Northern States Power |
||||||||
7.125%, 07/01/2025 |
3,220 | 3,243 | ||||||
6.250%, 06/01/2036 |
600 | 668 | ||||||
4.500%, 06/01/2052 |
2,845 | 2,467 | ||||||
2.250%, 04/01/2031 |
2,695 | 2,348 | ||||||
NSTAR Electric |
||||||||
5.200%, 03/01/2035 |
2,957 | 2,968 | ||||||
3.250%, 05/15/2029 |
3,788 | 3,590 | ||||||
Oglethorpe Power |
||||||||
5.375%, 11/01/2040 |
1,665 | 1,634 | ||||||
4.500%, 04/01/2047 |
2,005 | 1,695 | ||||||
4.200%, 12/01/2042 |
170 | 139 | ||||||
Oncor Electric Delivery LLC |
||||||||
7.500%, 09/01/2038 |
115 | 138 | ||||||
5.650%, 11/15/2033 |
4,155 | 4,336 | ||||||
5.550%, 06/15/2054 |
5,265 | 5,211 | ||||||
5.350%, 10/01/2052 |
1,104 | 1,070 | ||||||
5.300%, 06/01/2042 |
1,206 | 1,186 | ||||||
3.750%, 04/01/2045 |
3,620 | 2,853 | ||||||
SEI Institutional Investments Trust
333
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Pacific Gas and Electric |
||||||||
6.750%, 01/15/2053 |
$ | 2,925 | $ | 3,149 | ||||
5.900%, 10/01/2054 |
1,845 | 1,804 | ||||||
5.250%, 03/01/2052 |
170 | 152 | ||||||
4.950%, 07/01/2050 |
3,880 | 3,347 | ||||||
4.500%, 07/01/2040 |
2,220 | 1,919 | ||||||
4.200%, 06/01/2041 |
2,340 | 1,903 | ||||||
3.500%, 08/01/2050 |
300 | 205 | ||||||
PacifiCorp |
||||||||
6.000%, 01/15/2039 |
4,355 | 4,519 | ||||||
5.800%, 01/15/2055 |
3,321 | 3,311 | ||||||
3.300%, 03/15/2051 |
3,553 | 2,380 | ||||||
2.900%, 06/15/2052 |
5,290 | 3,239 | ||||||
PECO Energy |
||||||||
2.850%, 09/15/2051 |
2,100 | 1,354 | ||||||
Potomac Electric Power |
||||||||
5.500%, 03/15/2054 |
4,820 | 4,820 | ||||||
PPL Electric Utilities |
||||||||
4.150%, 06/15/2048 |
2,400 | 2,020 | ||||||
3.950%, 06/01/2047 |
6,509 | 5,358 | ||||||
Public Service Electric and Gas MTN |
||||||||
4.050%, 05/01/2048 |
2,792 | 2,290 | ||||||
Public Service Enterprise Group |
||||||||
5.850%, 11/15/2027 |
3,392 | 3,501 | ||||||
Public Service of Colorado |
||||||||
6.250%, 09/01/2037 |
205 | 223 | ||||||
5.750%, 05/15/2054 |
5,405 | 5,518 | ||||||
4.100%, 06/01/2032 |
4,560 | 4,343 | ||||||
3.200%, 03/01/2050 |
1,715 | 1,167 | ||||||
Public Service of New Hampshire |
||||||||
3.600%, 07/01/2049 |
2,000 | 1,511 | ||||||
2.200%, 06/15/2031 |
5,305 | 4,593 | ||||||
Public Service of Oklahoma |
||||||||
5.200%, 01/15/2035 |
1,215 | 1,201 | ||||||
San Diego Gas & Electric |
||||||||
4.950%, 08/15/2028 |
3,344 | 3,384 | ||||||
4.500%, 08/15/2040 |
2,025 | 1,837 | ||||||
3.320%, 04/15/2050 |
445 | 309 | ||||||
Sempra |
||||||||
3.800%, 02/01/2038 |
1,215 | 1,005 | ||||||
Southern California Edison |
||||||||
5.900%, 03/01/2055 |
1,150 | 1,141 | ||||||
2.850%, 08/01/2029 |
2,710 | 2,480 | ||||||
Southern California Gas |
||||||||
5.750%, 06/01/2053 |
2,774 | 2,803 | ||||||
5.600%, 04/01/2054 |
2,495 | 2,459 | ||||||
4.300%, 01/15/2049 |
1,090 | 898 | ||||||
3.750%, 09/15/2042 |
190 | 150 | ||||||
2.550%, 02/01/2030 |
4,835 | 4,373 | ||||||
System Energy Resources |
||||||||
5.300%, 12/15/2034 |
1,115 | 1,111 | ||||||
Union Electric |
||||||||
5.125%, 03/15/2055 |
920 | 867 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
4.000%, 04/01/2048 |
$ | 1,085 | $ | 871 | ||||
3.900%, 09/15/2042 |
90 | 74 | ||||||
Virginia Electric and Power |
||||||||
6.350%, 11/30/2037 |
1,735 | 1,891 | ||||||
5.000%, 01/15/2034 |
3,020 | 2,989 | ||||||
2.950%, 11/15/2051 |
5,940 | 3,813 | ||||||
Vistra Operations LLC |
||||||||
5.700%, 12/30/2034 (A) |
4,195 | 4,216 | ||||||
Wisconsin Electric Power |
||||||||
1.700%, 06/15/2028 |
4,000 | 3,678 | ||||||
Wisconsin Power & Light |
||||||||
6.375%, 08/15/2037 |
50 | 54 | ||||||
3.050%, 10/15/2027 |
2,445 | 2,361 | ||||||
Wisconsin Public Service |
||||||||
4.550%, 12/01/2029 |
2,285 | 2,285 | ||||||
3.300%, 09/01/2049 |
2,475 | 1,751 | ||||||
| 446,772 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $3,659,693) ($ Thousands) |
3,551,061 | |||||||
U.S. TREASURY OBLIGATIONS — 7.8% |
||||||||
U.S. Treasury Bonds |
||||||||
4.750%, 02/15/2045 |
10,380 | 10,695 | ||||||
4.625%, 05/15/2044 |
11,524 | 11,662 | ||||||
4.625%, 11/15/2044 |
23,040 | 23,292 | ||||||
4.625%, 02/15/2055 |
12,710 | 13,026 | ||||||
4.500%, 02/15/2044 |
9,270 | 9,239 | ||||||
4.500%, 11/15/2054 |
37,340 | 37,439 | ||||||
4.250%, 02/15/2054 |
12,458 | 11,950 | ||||||
U.S. Treasury Notes |
||||||||
4.625%, 02/15/2035 |
47,665 | 49,311 | ||||||
4.250%, 12/31/2026 |
12,045 | 12,095 | ||||||
4.250%, 01/15/2028 |
30,190 | 30,414 | ||||||
4.250%, 02/15/2028 |
14,990 | 15,101 | ||||||
4.250%, 01/31/2030 |
38,760 | 39,166 | ||||||
4.250%, 11/15/2034 |
3,615 | 3,629 | ||||||
4.125%, 01/31/2027 |
9,500 | 9,521 | ||||||
4.125%, 11/15/2027 |
16,095 | 16,155 | ||||||
4.125%, 11/30/2029 |
5,993 | 6,024 | ||||||
4.125%, 02/29/2032 |
6,555 | 6,563 | ||||||
3.875%, 08/15/2034 |
8,752 | 8,536 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $308,067) ($ Thousands) |
313,818 | |||||||
334
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS — 2.7% |
||||||||
Alabama — 0.1% |
||||||||
Alabama State, Economic Settlement Authority, Ser B, RB |
||||||||
4.263%, 09/15/2032 |
$ | 5,475 | $ | 5,381 | ||||
Arizona — 0.1% |
||||||||
Maricopa County Industrial Development Authority, RB |
||||||||
7.375%, 10/01/2029 (A) |
2,465 | 2,538 | ||||||
California — 0.9% |
||||||||
California State University, RB |
||||||||
5.183%, 11/01/2053 |
8,690 | 8,429 | ||||||
California State University, Ser D, RB |
||||||||
1.490%, 11/01/2028 |
2,580 | 2,336 | ||||||
California State, Build America Project, GO |
||||||||
7.600%, 11/01/2040 |
585 | 713 | ||||||
7.550%, 04/01/2039 |
2,305 | 2,782 | ||||||
7.500%, 04/01/2034 |
5,125 | 5,964 | ||||||
California State, Health Facilities Financing Authority, RB |
||||||||
1.679%, 06/01/2028 |
4,975 | 4,574 | ||||||
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
||||||||
5.874%, 06/01/2040 |
300 | 320 | ||||||
Riverside County, Pension Obligation, RB |
||||||||
3.818%, 02/15/2038 |
2,105 | 1,942 | ||||||
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
||||||||
6.000%, 11/01/2040 |
3,705 | 3,914 | ||||||
University of California Regents, Build America Project, Ser H, RB |
||||||||
6.548%, 05/15/2048 |
120 | 132 | ||||||
University of California Regents, RB |
||||||||
4.132%, 05/15/2032 |
3,210 | 3,126 | ||||||
| 34,232 | ||||||||
Colorado — 0.1% |
||||||||
City & County of Denver's Airport System Revenue, Ser C, RB |
||||||||
2.037%, 11/15/2028 |
4,000 | 3,696 | ||||||
Colorado State, COP |
||||||||
6.817%, 03/15/2028 |
1,980 | 2,106 | ||||||
| 5,802 | ||||||||
Connecticut — 0.1% |
||||||||
Connecticut State, Ser A, GO |
||||||||
4.657%, 05/15/2030 |
2,000 | 2,029 | ||||||
3.875%, 06/15/2028 |
2,555 | 2,529 | ||||||
| 4,558 | ||||||||
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
Georgia — 0.1% |
||||||||
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
||||||||
6.637%, 04/01/2057 |
$ | 2,358 | $ | 2,644 | ||||
Illinois — 0.2% |
||||||||
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
||||||||
5.720%, 12/01/2038 |
2,580 | 2,684 | ||||||
Sales Tax Securitization, Ser A, RB |
||||||||
4.637%, 01/01/2040 |
3,725 | 3,627 | ||||||
| 6,311 | ||||||||
Kansas — 0.0% |
||||||||
Kansas State, Development Finance Authority, Ser H, RB |
||||||||
4.727%, 04/15/2037 |
1,455 | 1,444 | ||||||
Massachusetts — 0.2% |
||||||||
Massachusetts Clean Water Trust, Build America Project, RB |
||||||||
5.192%, 08/01/2040 |
2,995 | 3,016 | ||||||
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 | 84 | ||||||
Massachusetts State, Educational Financing Authority, Ser A, RB |
||||||||
2.925%, 07/01/2028 |
2,550 | 2,412 | ||||||
1.638%, 07/01/2026 |
2,125 | 2,049 | ||||||
| 7,662 | ||||||||
Michigan — 0.1% |
||||||||
Michigan State, Finance Authority, RB |
||||||||
3.084%, 12/01/2034 |
1,685 | 1,502 | ||||||
2.671%, 09/01/2049 (B) |
4,600 | 4,422 | ||||||
| 5,924 | ||||||||
New Hampshire — 0.0% |
||||||||
New Hampshire Health and Education Facilities Authority Act, RB |
||||||||
5.040%, 11/01/2034 |
1,680 | 1,658 | ||||||
New York — 0.4% |
||||||||
City of New York New York, Ser D-2, GO |
||||||||
4.719%, 10/01/2032 |
3,700 | 3,718 | ||||||
New York & New Jersey, Port Authority, RB |
||||||||
4.926%, 10/01/2051 |
165 | 159 | ||||||
New York & New Jersey, Port Authority, Ser 174, RB |
||||||||
4.458%, 10/01/2062 |
205 | 180 | ||||||
SEI Institutional Investments Trust
335
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MUNICIPAL BONDS (continued) |
||||||||
New York & New Jersey, Port Authority, Ser 181, RB |
||||||||
4.960%, 08/01/2046 |
$ | 1,315 | $ | 1,299 | ||||
New York City Transitional Finance Authority, Sub-Ser, RB |
||||||||
3.480%, 08/01/2026 (D) |
2,100 | 2,080 | ||||||
New York State, Dormitory Authority, Build America Project, RB |
||||||||
5.289%, 03/15/2033 |
3,000 | 3,025 | ||||||
New York State, Empire State Development, Build America Project, RB |
||||||||
5.770%, 03/15/2039 |
7,350 | 7,545 | ||||||
| 18,006 | ||||||||
Ohio — 0.1% |
||||||||
American Municipal Power, Build America Project, RB |
||||||||
6.053%, 02/15/2043 |
3,065 | 3,242 | ||||||
Oregon — 0.1% |
||||||||
Oregon State, School Boards Association, Ser B, GO |
||||||||
5.550%, 06/30/2028 |
3,259 | 3,317 | ||||||
Pennsylvania — 0.1% |
||||||||
Pennsylvania State, Economic Development Financing Authority, RB |
||||||||
2.152%, 06/15/2029 |
5,465 | 4,988 | ||||||
Texas — 0.1% |
||||||||
Grand Parkway, Transportation Corp, Ser E, RB |
||||||||
5.184%, 10/01/2042 |
555 | 562 | ||||||
North Texas, Tollway Authority, Build America Project, Ser B, RB |
||||||||
6.718%, 01/01/2049 |
845 | 973 | ||||||
Texas State, Build America Project, GO |
||||||||
5.517%, 04/01/2039 |
565 | 584 | ||||||
| 2,119 | ||||||||
Total Municipal Bonds |
||||||||
(Cost $115,863) ($ Thousands) |
109,826 | |||||||
SOVEREIGN DEBT — 0.6% |
||||||||
CDP Financial |
||||||||
5.600%, 11/25/2039(A) |
700 | 734 | ||||||
Chile Government International Bond |
||||||||
5.330%, 01/05/2054 |
2,045 | 1,931 | ||||||
3.860%, 06/21/2047 |
400 | 308 | ||||||
3.100%, 01/22/2061 |
315 | 192 | ||||||
Description |
Face Amount |
Market Value |
||||||
SOVEREIGN DEBT (continued) |
||||||||
Israel Government International Bond |
||||||||
5.625%, 02/19/2035 |
$ | 3,355 | $ | 3,372 | ||||
3.875%, 07/03/2050 |
2,485 | 1,815 | ||||||
Korea Development Bank |
||||||||
4.375%, 02/15/2028 |
5,150 | 5,156 | ||||||
Mexico Government International Bond |
||||||||
6.000%, 05/13/2030 |
2,305 | 2,350 | ||||||
Province of Quebec Canada MTN |
||||||||
6.350%, 01/30/2026 |
270 | 274 | ||||||
Republic of Poland Government International Bond |
||||||||
4.875%, 10/04/2033 |
3,370 | 3,307 | ||||||
Saudi Government International Bond MTN |
||||||||
5.750%, 01/16/2054(A) |
6,225 | 6,063 | ||||||
Total Sovereign Debt |
||||||||
(Cost $25,623) ($ Thousands) |
25,502 | |||||||
|
||||||||
CASH EQUIVALENT — 1.4% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
55,219,576 | 55,220 | ||||||
Total Cash Equivalent |
||||||||
(Cost $55,220) ($ Thousands) |
55,220 | |||||||
Total Investments in Securities — 100.4% |
||||||||
(Cost $4,164,466) ($ Thousands) |
$ | 4,055,427 | ||||||
336
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Intermediate Duration Credit Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. 2-Year Treasury Note |
336 | Jun-2025 | $ | 69,243 | $ | 69,542 | $ | 299 | ||||||||||||
U.S. 5-Year Treasury Note |
439 | Jun-2025 | 46,932 | 47,384 | 452 | |||||||||||||||
| 116,175 | 116,926 | 751 | ||||||||||||||||||
Short Contracts |
||||||||||||||||||||
Ultra 10-Year U.S. Treasury Note |
(757) | Jun-2025 | $ | (85,250 | ) | $ | (86,487 | ) | $ | (1,237 | ) | |||||||||
| $ | 30,925 | $ | 30,439 | $ | (486 | ) | ||||||||||||||
|
Percentages are based on Net Assets of $4,037,428 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $632,045 ($ Thousands), representing 15.7% 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. |
(D) |
Security is escrowed to maturity. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 33,054 | $ | 1,290,982 | $ | (1,268,816 | ) | $ | — | $ | — | $ | 55,220 | $ | 1,534 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
337
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 71.9% |
||||||||
Communication Services — 6.6% |
||||||||
Alphabet Inc, Cl A |
133,690 | $ | 22,765 | |||||
Alphabet Inc, Cl C |
108,869 | 18,749 | ||||||
AT&T Inc |
164,757 | 4,516 | ||||||
Charter Communications Inc, Cl A * |
2,258 | 821 | ||||||
Comcast Corp, Cl A |
87,534 | 3,141 | ||||||
Electronic Arts Inc |
5,592 | 722 | ||||||
Fox Corp |
8,071 | 454 | ||||||
Interpublic Group of Cos Inc/The |
8,679 | 238 | ||||||
Live Nation Entertainment Inc * |
3,636 | 521 | ||||||
Match Group Inc |
5,940 | 188 | ||||||
Meta Platforms Inc, Cl A |
49,895 | 33,340 | ||||||
Netflix Inc * |
9,767 | 9,577 | ||||||
News Corp |
2,542 | 82 | ||||||
News Corp, Cl A |
8,740 | 250 | ||||||
Omnicom Group Inc |
4,544 | 376 | ||||||
Paramount Global, Cl B |
14,240 | 162 | ||||||
Take-Two Interactive Software Inc * |
3,789 | 803 | ||||||
T-Mobile US Inc |
11,075 | 2,987 | ||||||
Verizon Communications Inc |
96,646 | 4,166 | ||||||
Walt Disney Co/The |
41,620 | 4,736 | ||||||
Warner Bros Discovery Inc * |
51,991 | 596 | ||||||
| 109,190 | ||||||||
Consumer Discretionary — 7.3% |
||||||||
Airbnb Inc, Cl A * |
9,754 | 1,355 | ||||||
Amazon.com Inc * |
214,228 | 45,476 | ||||||
AutoZone Inc * |
380 | 1,327 | ||||||
Best Buy Co Inc |
4,291 | 386 | ||||||
Booking Holdings Inc |
759 | 3,807 | ||||||
BorgWarner Inc |
5,241 | 156 | ||||||
Caesars Entertainment Inc * |
4,980 | 165 | ||||||
CarMax Inc * |
3,584 | 297 | ||||||
Carnival Corp, Cl A * |
23,470 | 562 | ||||||
Chipotle Mexican Grill Inc, Cl A * |
31,067 | 1,677 | ||||||
Darden Restaurants Inc |
2,737 | 549 | ||||||
Deckers Outdoor Corp * |
3,545 | 494 | ||||||
Domino's Pizza Inc |
825 | 404 | ||||||
DR Horton Inc |
6,828 | 866 | ||||||
eBay Inc |
11,156 | 722 | ||||||
Expedia Group Inc * |
2,861 | 566 | ||||||
Ford Motor Co |
90,830 | 867 | ||||||
Garmin Ltd |
3,517 | 805 | ||||||
General Motors Co |
25,609 | 1,258 | ||||||
Genuine Parts Co |
3,269 | 408 | ||||||
Hasbro Inc |
3,017 | 196 | ||||||
Hilton Worldwide Holdings Inc |
5,494 | 1,456 | ||||||
Home Depot Inc/The |
22,690 | 8,999 | ||||||
Las Vegas Sands Corp |
8,105 | 362 | ||||||
Lennar Corp, Cl A |
5,559 | 665 | ||||||
LKQ Corp |
6,075 | 256 | ||||||
Lowe's Cos Inc |
13,013 | 3,236 | ||||||
Lululemon Athletica Inc * |
2,631 | 962 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Marriott International Inc/MD, Cl A |
5,201 | $ | 1,459 | |||||
McDonald's Corp |
16,471 | 5,079 | ||||||
MGM Resorts International * |
5,069 | 176 | ||||||
Mohawk Industries Inc * |
1,203 | 142 | ||||||
NIKE Inc, Cl B |
26,984 | 2,143 | ||||||
Norwegian Cruise Line Holdings Ltd * |
10,165 | 231 | ||||||
NVR Inc * |
70 | 507 | ||||||
O'Reilly Automotive Inc * |
1,315 | 1,806 | ||||||
Pool Corp |
895 | 311 | ||||||
PulteGroup Inc |
4,820 | 498 | ||||||
Ralph Lauren Corp, Cl A |
924 | 251 | ||||||
Ross Stores Inc |
7,432 | 1,043 | ||||||
Royal Caribbean Cruises Ltd |
5,571 | 1,371 | ||||||
Starbucks Corp |
25,964 | 3,007 | ||||||
Tapestry Inc |
5,332 | 455 | ||||||
Tesla Inc * |
63,883 | 18,716 | ||||||
TJX Cos Inc/The |
25,861 | 3,226 | ||||||
Tractor Supply Co |
11,926 | 660 | ||||||
Ulta Beauty Inc * |
1,097 | 402 | ||||||
Wynn Resorts Ltd |
2,155 | 193 | ||||||
Yum! Brands Inc |
6,239 | 976 | ||||||
| 120,931 | ||||||||
Consumer Staples — 5.3% |
||||||||
Altria Group Inc |
38,395 | 2,144 | ||||||
Archer-Daniels-Midland Co |
10,772 | 508 | ||||||
Brown-Forman Corp, Cl B |
4,220 | 140 | ||||||
Bunge Global SA |
3,238 | 240 | ||||||
Campbell Soup Co |
4,541 | 182 | ||||||
Church & Dwight Co Inc |
5,688 | 633 | ||||||
Clorox Co/The |
2,883 | 451 | ||||||
Coca-Cola Co/The |
355,136 | 25,289 | ||||||
Colgate-Palmolive Co |
18,456 | 1,683 | ||||||
Conagra Brands Inc |
11,088 | 283 | ||||||
Constellation Brands Inc, Cl A |
3,604 | 633 | ||||||
Costco Wholesale Corp |
10,125 | 10,617 | ||||||
Dollar General Corp |
5,153 | 382 | ||||||
Dollar Tree Inc * |
4,679 | 341 | ||||||
Estee Lauder Cos Inc/The, Cl A |
5,473 | 394 | ||||||
General Mills Inc |
12,947 | 785 | ||||||
Hershey Co/The |
3,429 | 592 | ||||||
Hormel Foods Corp |
6,704 | 192 | ||||||
J M Smucker Co/The |
2,462 | 272 | ||||||
Kellanova |
6,364 | 528 | ||||||
Kenvue Inc |
44,563 | 1,052 | ||||||
Keurig Dr Pepper Inc |
25,909 | 869 | ||||||
Kimberly-Clark Corp |
7,472 | 1,061 | ||||||
Kraft Heinz Co/The |
20,511 | 630 | ||||||
Kroger Co/The |
15,450 | 1,001 | ||||||
Lamb Weston Holdings Inc |
3,322 | 172 | ||||||
McCormick & Co Inc/MD |
6,009 | 496 | ||||||
Molson Coors Beverage Co, Cl B |
4,058 | 249 | ||||||
Mondelez International Inc, Cl A |
30,262 | 1,944 | ||||||
Monster Beverage Corp * |
16,217 | 886 | ||||||
338
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
PepsiCo Inc |
31,533 | $ | 4,839 | |||||
Philip Morris International Inc |
35,731 | 5,548 | ||||||
Procter & Gamble Co/The |
53,803 | 9,353 | ||||||
Sysco Corp |
11,331 | 856 | ||||||
Target Corp |
10,365 | 1,288 | ||||||
Tyson Foods Inc, Cl A |
6,787 | 416 | ||||||
Walgreens Boots Alliance Inc |
16,473 | 176 | ||||||
Walmart Inc |
99,175 | 9,780 | ||||||
| 86,905 | ||||||||
Energy — 2.3% |
||||||||
APA Corp |
9,000 | 186 | ||||||
Baker Hughes Co, Cl A |
23,114 | 1,031 | ||||||
Chevron Corp |
38,129 | 6,048 | ||||||
ConocoPhillips |
29,646 | 2,939 | ||||||
Coterra Energy Inc, Cl A |
17,156 | 463 | ||||||
Devon Energy Corp |
14,532 | 526 | ||||||
Diamondback Energy Inc |
4,355 | 692 | ||||||
EOG Resources Inc |
12,704 | 1,613 | ||||||
EQT Corp |
13,802 | 665 | ||||||
Exxon Mobil Corp |
100,451 | 11,183 | ||||||
Halliburton Co |
20,504 | 541 | ||||||
Hess Corp |
6,429 | 958 | ||||||
Kinder Morgan Inc |
44,949 | 1,218 | ||||||
Marathon Petroleum Corp |
7,485 | 1,124 | ||||||
Occidental Petroleum Corp |
15,654 | 765 | ||||||
ONEOK Inc |
13,950 | 1,400 | ||||||
Phillips 66 |
9,618 | 1,247 | ||||||
Schlumberger NV |
31,774 | 1,324 | ||||||
Targa Resources Corp |
5,055 | 1,020 | ||||||
Texas Pacific Land Corp |
438 | 625 | ||||||
Valero Energy Corp |
7,073 | 925 | ||||||
Williams Cos Inc/The |
27,730 | 1,613 | ||||||
| 38,106 | ||||||||
Financials — 10.1% |
||||||||
Aflac Inc |
11,233 | 1,230 | ||||||
Allstate Corp/The |
6,146 | 1,224 | ||||||
American Express Co |
12,779 | 3,846 | ||||||
American International Group Inc |
14,527 | 1,205 | ||||||
Ameriprise Financial Inc |
2,259 | 1,214 | ||||||
Aon PLC, Cl A |
4,895 | 2,003 | ||||||
Apollo Global Management Inc |
10,081 | 1,505 | ||||||
Arch Capital Group Ltd |
8,710 | 809 | ||||||
Arthur J Gallagher & Co |
5,651 | 1,909 | ||||||
Assurant Inc |
1,178 | 245 | ||||||
Bank of America Corp |
152,362 | 7,024 | ||||||
Bank of New York Mellon Corp/The |
16,385 | 1,457 | ||||||
Berkshire Hathaway Inc, Cl B * |
41,934 | 21,547 | ||||||
BlackRock Funding Inc/DE |
3,340 | 3,266 | ||||||
Blackstone Inc |
16,391 | 2,642 | ||||||
Brown & Brown Inc |
5,496 | 651 | ||||||
Capital One Financial Corp |
8,620 | 1,729 | ||||||
Cboe Global Markets Inc |
2,438 | 514 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Charles Schwab Corp/The |
38,743 | $ | 3,081 | |||||
Chubb Ltd |
8,573 | 2,447 | ||||||
Cincinnati Financial Corp |
3,628 | 536 | ||||||
Citigroup Inc |
43,391 | 3,469 | ||||||
Citizens Financial Group Inc |
10,264 | 470 | ||||||
CME Group Inc, Cl A |
8,160 | 2,071 | ||||||
Corpay Inc * |
1,624 | 596 | ||||||
Discover Financial Services |
5,842 | 1,140 | ||||||
Erie Indemnity Co, Cl A |
576 | 247 | ||||||
Everest Group Ltd |
1,011 | 357 | ||||||
FactSet Research Systems Inc |
882 | 407 | ||||||
Fidelity National Information Services Inc |
12,538 | 892 | ||||||
Fifth Third Bancorp |
15,733 | 684 | ||||||
Fiserv Inc * |
13,030 | 3,071 | ||||||
Franklin Resources Inc |
7,196 | 146 | ||||||
Global Payments Inc |
5,914 | 623 | ||||||
Globe Life Inc |
1,955 | 249 | ||||||
Goldman Sachs Group Inc/The |
7,214 | 4,489 | ||||||
Hartford Financial Services Group Inc/The |
6,813 | 806 | ||||||
Huntington Bancshares Inc/OH |
33,836 | 557 | ||||||
Intercontinental Exchange Inc |
13,016 | 2,255 | ||||||
Invesco Ltd |
10,362 | 180 | ||||||
Jack Henry & Associates Inc |
1,687 | 293 | ||||||
JPMorgan Chase & Co |
64,391 | 17,041 | ||||||
KeyCorp |
22,039 | 382 | ||||||
KKR & Co Inc |
15,287 | 2,073 | ||||||
Loews Corp |
4,240 | 367 | ||||||
M&T Bank Corp |
3,883 | 744 | ||||||
MarketAxess Holdings Inc |
843 | 163 | ||||||
Marsh & McLennan Cos Inc |
11,236 | 2,672 | ||||||
Mastercard Inc, Cl A |
18,732 | 10,795 | ||||||
MetLife Inc |
13,546 | 1,167 | ||||||
Moody's Corp |
3,551 | 1,789 | ||||||
Morgan Stanley |
28,482 | 3,791 | ||||||
MSCI Inc, Cl A |
1,828 | 1,079 | ||||||
Nasdaq Inc |
9,622 | 796 | ||||||
Northern Trust Corp |
4,616 | 509 | ||||||
PayPal Holdings Inc * |
22,641 | 1,609 | ||||||
PNC Financial Services Group Inc/The |
8,964 | 1,720 | ||||||
Principal Financial Group Inc |
4,901 | 436 | ||||||
Progressive Corp/The |
13,435 | 3,789 | ||||||
Prudential Financial Inc |
8,256 | 950 | ||||||
Raymond James Financial Inc |
4,215 | 652 | ||||||
Regions Financial Corp |
21,248 | 504 | ||||||
S&P Global Inc |
7,288 | 3,890 | ||||||
Synchrony Financial |
9,068 | 550 | ||||||
T Rowe Price Group Inc |
5,172 | 547 | ||||||
Travelers Cos Inc/The |
5,107 | 1,320 | ||||||
Truist Financial Corp |
29,895 | 1,386 | ||||||
US Bancorp |
35,225 | 1,652 | ||||||
Visa Inc, Cl A |
39,513 | 14,332 | ||||||
W R Berkley Corp |
7,163 | 452 | ||||||
Wells Fargo & Co |
75,954 | 5,949 | ||||||
SEI Institutional Investments Trust
339
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Willis Towers Watson PLC |
2,361 | $ | 802 | |||||
| 166,994 | ||||||||
Health Care — 7.5% |
||||||||
Abbott Laboratories |
39,555 | 5,459 | ||||||
AbbVie Inc |
40,359 | 8,436 | ||||||
Agilent Technologies Inc |
6,409 | 820 | ||||||
Align Technology Inc * |
1,528 | 286 | ||||||
Amgen Inc |
12,332 | 3,799 | ||||||
Baxter International Inc |
11,934 | 412 | ||||||
Becton Dickinson & Co |
6,581 | 1,484 | ||||||
Biogen Inc * |
3,382 | 475 | ||||||
Bio-Techne Corp |
3,644 | 225 | ||||||
Boston Scientific Corp * |
33,812 | 3,509 | ||||||
Bristol-Myers Squibb Co |
46,446 | 2,769 | ||||||
Cardinal Health Inc |
5,667 | 734 | ||||||
Cencora Inc |
4,025 | 1,021 | ||||||
Centene Corp * |
11,758 | 684 | ||||||
Charles River Laboratories International Inc * |
1,192 | 197 | ||||||
Cigna Group/The |
6,347 | 1,960 | ||||||
Cooper Cos Inc/The * |
4,638 | 419 | ||||||
CVS Health Corp |
28,460 | 1,870 | ||||||
Danaher Corp |
14,742 | 3,063 | ||||||
DaVita Inc * |
994 | 147 | ||||||
Dexcom Inc * |
9,097 | 804 | ||||||
Edwards Lifesciences Corp * |
13,736 | 984 | ||||||
Elevance Health Inc |
5,252 | 2,084 | ||||||
Eli Lilly & Co |
18,021 | 16,591 | ||||||
GE HealthCare Technologies Inc |
10,505 | 918 | ||||||
Gilead Sciences Inc |
28,334 | 3,239 | ||||||
HCA Healthcare Inc |
4,105 | 1,257 | ||||||
Henry Schein Inc * |
2,923 | 211 | ||||||
Hologic Inc * |
5,517 | 350 | ||||||
Humana Inc |
2,798 | 757 | ||||||
IDEXX Laboratories Inc * |
1,914 | 837 | ||||||
Incyte Corp * |
3,694 | 272 | ||||||
Insulet Corp * |
1,651 | 450 | ||||||
Intuitive Surgical Inc * |
8,186 | 4,692 | ||||||
IQVIA Holdings Inc * |
4,027 | 760 | ||||||
Johnson & Johnson |
55,001 | 9,076 | ||||||
Labcorp Holdings Inc |
1,948 | 489 | ||||||
McKesson Corp |
2,870 | 1,838 | ||||||
Medtronic PLC |
29,364 | 2,702 | ||||||
Merck & Co Inc |
57,678 | 5,321 | ||||||
Mettler-Toledo International Inc * |
493 | 627 | ||||||
Moderna Inc * |
7,831 | 242 | ||||||
Molina Healthcare Inc * |
1,332 | 401 | ||||||
Pfizer Inc |
130,007 | 3,436 | ||||||
Quest Diagnostics Inc |
2,642 | 457 | ||||||
Regeneron Pharmaceuticals Inc |
2,378 | 1,662 | ||||||
ResMed Inc |
3,417 | 798 | ||||||
Revvity Inc |
2,856 | 320 | ||||||
Solventum Corp * |
3,188 | 254 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
STERIS PLC |
2,299 | $ | 504 | |||||
Stryker Corp |
7,864 | 3,037 | ||||||
Teleflex Inc |
1,086 | 144 | ||||||
Thermo Fisher Scientific Inc |
8,793 | 4,651 | ||||||
UnitedHealth Group Inc |
21,028 | 9,987 | ||||||
Universal Health Services Inc, Cl B |
1,352 | 237 | ||||||
Vertex Pharmaceuticals Inc * |
5,895 | 2,828 | ||||||
Viatris Inc |
27,758 | 256 | ||||||
Waters Corp * |
1,383 | 522 | ||||||
West Pharmaceutical Services Inc |
1,685 | 391 | ||||||
Zimmer Biomet Holdings Inc |
4,636 | 484 | ||||||
Zoetis Inc, Cl A |
10,193 | 1,705 | ||||||
| 124,344 | ||||||||
Industrials — 5.8% |
||||||||
3M Co |
12,315 | 1,910 | ||||||
A O Smith Corp |
2,764 | 184 | ||||||
Allegion PLC |
2,015 | 259 | ||||||
AMETEK Inc |
5,388 | 1,020 | ||||||
Automatic Data Processing Inc |
9,333 | 2,942 | ||||||
Axon Enterprise Inc * |
1,671 | 883 | ||||||
Boeing Co/The * |
17,131 | 2,992 | ||||||
Broadridge Financial Solutions Inc |
2,712 | 654 | ||||||
Builders FirstSource Inc * |
2,577 | 358 | ||||||
Carrier Global Corp |
18,761 | 1,216 | ||||||
Caterpillar Inc |
11,092 | 3,815 | ||||||
CH Robinson Worldwide Inc |
2,714 | 276 | ||||||
Cintas Corp |
7,738 | 1,606 | ||||||
Copart Inc * |
20,406 | 1,118 | ||||||
CSX Corp |
43,445 | 1,391 | ||||||
Cummins Inc |
3,187 | 1,173 | ||||||
Dayforce Inc * |
3,657 | 227 | ||||||
Deere & Co |
5,828 | 2,802 | ||||||
Delta Air Lines Inc |
14,918 | 897 | ||||||
Dover Corp |
3,194 | 635 | ||||||
Eaton Corp PLC |
9,054 | 2,656 | ||||||
Emerson Electric Co |
12,867 | 1,565 | ||||||
Equifax Inc |
2,877 | 705 | ||||||
Expeditors International of Washington Inc |
3,077 | 361 | ||||||
Fastenal Co |
13,326 | 1,009 | ||||||
FedEx Corp |
5,106 | 1,342 | ||||||
Fortive Corp |
8,140 | 647 | ||||||
GE Vernova Inc |
6,244 | 2,093 | ||||||
Generac Holdings Inc * |
1,389 | 189 | ||||||
General Dynamics Corp |
5,818 | 1,470 | ||||||
General Electric Co |
24,880 | 5,150 | ||||||
Honeywell International Inc |
14,912 | 3,175 | ||||||
Howmet Aerospace Inc |
9,130 | 1,247 | ||||||
Hubbell Inc, Cl B |
1,247 | 463 | ||||||
Huntington Ingalls Industries Inc |
902 | 158 | ||||||
IDEX Corp |
1,794 | 349 | ||||||
Illinois Tool Works Inc |
6,066 | 1,601 | ||||||
Ingersoll Rand Inc |
9,313 | 790 | ||||||
Jacobs Solutions Inc |
2,967 | 380 | ||||||
340
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
JB Hunt Transport Services Inc |
1,892 | $ | 305 | |||||
Johnson Controls International PLC |
15,028 | 1,287 | ||||||
L3Harris Technologies Inc |
4,385 | 904 | ||||||
Leidos Holdings Inc |
3,126 | 406 | ||||||
Lennox International Inc |
747 | 449 | ||||||
Lockheed Martin Corp |
4,779 | 2,152 | ||||||
Masco Corp |
5,172 | 389 | ||||||
Nordson Corp |
1,258 | 265 | ||||||
Norfolk Southern Corp |
5,086 | 1,250 | ||||||
Northrop Grumman Corp |
3,086 | 1,425 | ||||||
Old Dominion Freight Line Inc |
4,387 | 774 | ||||||
Otis Worldwide Corp |
9,231 | 921 | ||||||
PACCAR Inc |
11,790 | 1,264 | ||||||
Parker-Hannifin Corp |
2,913 | 1,947 | ||||||
Paychex Inc |
7,459 | 1,131 | ||||||
Paycom Software Inc |
1,101 | 242 | ||||||
Pentair PLC |
3,887 | 366 | ||||||
Quanta Services Inc |
3,423 | 889 | ||||||
Republic Services Inc, Cl A |
4,750 | 1,126 | ||||||
Rockwell Automation Inc |
2,638 | 757 | ||||||
Rollins Inc |
6,481 | 340 | ||||||
RTX Corp |
30,555 | 4,063 | ||||||
Snap-on Inc |
1,221 | 417 | ||||||
Southwest Airlines Co |
14,267 | 443 | ||||||
Stanley Black & Decker Inc |
3,545 | 307 | ||||||
Textron Inc |
4,321 | 323 | ||||||
Trane Technologies PLC |
5,088 | 1,800 | ||||||
TransDigm Group Inc |
1,281 | 1,751 | ||||||
Uber Technologies Inc * |
47,923 | 3,643 | ||||||
Union Pacific Corp |
13,908 | 3,431 | ||||||
United Airlines Holdings Inc * |
7,645 | 717 | ||||||
United Parcel Service Inc, Cl B |
16,716 | 1,990 | ||||||
United Rentals Inc |
1,528 | 981 | ||||||
Veralto Corp |
5,741 | 573 | ||||||
Verisk Analytics Inc, Cl A |
3,154 | 936 | ||||||
Waste Management Inc |
8,264 | 1,924 | ||||||
Westinghouse Air Brake Technologies Corp |
4,019 | 745 | ||||||
WW Grainger Inc |
1,034 | 1,056 | ||||||
Xylem Inc/NY |
5,646 | 739 | ||||||
| 96,136 | ||||||||
Information Technology — 22.3% |
||||||||
Adobe Inc * |
10,114 | 4,436 | ||||||
Advanced Micro Devices Inc * |
37,282 | 3,723 | ||||||
Akamai Technologies Inc * |
3,512 | 283 | ||||||
Amphenol Corp, Cl A |
27,264 | 1,816 | ||||||
Analog Devices Inc |
11,272 | 2,593 | ||||||
ANSYS Inc * |
2,031 | 677 | ||||||
Apple Inc |
346,104 | 83,702 | ||||||
Applied Materials Inc |
18,907 | 2,989 | ||||||
Arista Networks Inc * |
23,419 | 2,179 | ||||||
Autodesk Inc * |
4,843 | 1,328 | ||||||
Broadcom Inc |
106,863 | 21,312 | ||||||
Cadence Design Systems Inc * |
6,191 | 1,551 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
CDW Corp/DE |
3,102 | $ | 553 | |||||
Cisco Systems Inc |
90,932 | 5,830 | ||||||
Cognizant Technology Solutions Corp, Cl A |
11,532 | 961 | ||||||
Corning Inc |
17,913 | 898 | ||||||
Crowdstrike Holdings Inc, Cl A * |
5,379 | 2,096 | ||||||
Dell Technologies Inc, Cl C |
7,154 | 735 | ||||||
Enphase Energy Inc * |
3,126 | 179 | ||||||
EPAM Systems Inc * |
1,218 | 251 | ||||||
F5 Inc * |
1,257 | 368 | ||||||
Fair Isaac Corp * |
545 | 1,028 | ||||||
First Solar Inc * |
2,493 | 339 | ||||||
Fortinet Inc * |
14,358 | 1,551 | ||||||
Gartner Inc * |
1,793 | 893 | ||||||
Gen Digital Inc |
12,629 | 345 | ||||||
GoDaddy Inc, Cl A * |
3,277 | 588 | ||||||
Hewlett Packard Enterprise Co |
30,204 | 598 | ||||||
HP Inc |
21,389 | 660 | ||||||
Intel Corp |
97,799 | 2,321 | ||||||
International Business Machines Corp |
21,254 | 5,365 | ||||||
Intuit Inc |
6,434 | 3,949 | ||||||
Jabil Inc |
2,598 | 402 | ||||||
Juniper Networks Inc |
7,614 | 276 | ||||||
Keysight Technologies Inc * |
4,057 | 647 | ||||||
KLA Corp |
3,056 | 2,166 | ||||||
Lam Research Corp |
29,185 | 2,240 | ||||||
Microchip Technology Inc |
12,473 | 734 | ||||||
Micron Technology Inc |
25,157 | 2,355 | ||||||
Microsoft Corp |
170,225 | 67,578 | ||||||
Monolithic Power Systems Inc |
1,133 | 692 | ||||||
Motorola Solutions Inc |
3,773 | 1,661 | ||||||
NetApp Inc |
4,775 | 477 | ||||||
NVIDIA Corp |
561,639 | 70,160 | ||||||
ON Semiconductor Corp * |
9,956 | 468 | ||||||
Oracle Corp |
36,676 | 6,090 | ||||||
Palantir Technologies Inc, Cl A * |
47,050 | 3,995 | ||||||
Palo Alto Networks Inc * |
15,093 | 2,874 | ||||||
PTC Inc * |
2,798 | 458 | ||||||
QUALCOMM Inc |
25,524 | 4,012 | ||||||
Roper Technologies Inc |
2,416 | 1,412 | ||||||
Salesforce Inc |
21,820 | 6,499 | ||||||
SANDISK CORP * |
– | — | ||||||
Seagate Technology Holdings PLC |
4,873 | 497 | ||||||
ServiceNow Inc * |
26,870 | 24,983 | ||||||
Skyworks Solutions Inc |
3,686 | 246 | ||||||
Super Micro Computer Inc * |
11,906 | 494 | ||||||
Synopsys Inc * |
3,469 | 1,586 | ||||||
Teledyne Technologies Inc * |
1,085 | 559 | ||||||
Teradyne Inc |
3,787 | 416 | ||||||
Texas Instruments Inc |
20,939 | 4,104 | ||||||
Trimble Inc * |
5,788 | 417 | ||||||
Tyler Technologies Inc * |
991 | 603 | ||||||
VeriSign Inc * |
1,954 | 465 | ||||||
Western Digital Corp * |
7,861 | 385 | ||||||
SEI Institutional Investments Trust
341
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Workday Inc, Cl A * |
4,793 | $ | 1,262 | |||||
Zebra Technologies Corp, Cl A * |
1,222 | 385 | ||||||
| 367,695 | ||||||||
Materials — 1.4% |
||||||||
Air Products and Chemicals Inc |
5,018 | 1,586 | ||||||
Albemarle Corp |
2,717 | 209 | ||||||
Amcor PLC |
33,576 | 340 | ||||||
Avery Dennison Corp |
1,881 | 354 | ||||||
Ball Corp |
6,950 | 366 | ||||||
Celanese Corp, Cl A |
2,546 | 130 | ||||||
CF Industries Holdings Inc |
4,053 | 328 | ||||||
Corteva Inc |
15,373 | 968 | ||||||
Dow Inc |
16,290 | 621 | ||||||
DuPont de Nemours Inc |
9,708 | 794 | ||||||
Eastman Chemical Co |
2,663 | 261 | ||||||
Ecolab Inc |
5,685 | 1,529 | ||||||
FMC Corp |
2,865 | 106 | ||||||
Freeport-McMoRan Inc, Cl B |
32,302 | 1,192 | ||||||
International Flavors & Fragrances Inc |
5,955 | 487 | ||||||
International Paper Co |
12,118 | 683 | ||||||
Linde PLC |
10,944 | 5,111 | ||||||
LyondellBasell Industries NV, Cl A |
6,051 | 465 | ||||||
Martin Marietta Materials Inc |
1,421 | 687 | ||||||
Mosaic Co/The |
7,338 | 176 | ||||||
Newmont Corp |
25,544 | 1,094 | ||||||
Nucor Corp |
5,516 | 758 | ||||||
Packaging Corp of America |
2,069 | 441 | ||||||
PPG Industries Inc |
5,422 | 614 | ||||||
Sherwin-Williams Co/The |
5,243 | 1,899 | ||||||
Smurfit WestRock PLC |
11,464 | 597 | ||||||
Steel Dynamics Inc |
3,298 | 445 | ||||||
Vulcan Materials Co |
3,072 | 760 | ||||||
| 23,001 | ||||||||
Real Estate — 1.6% |
||||||||
Alexandria Real Estate Equities Inc ‡ |
3,686 | 377 | ||||||
American Tower Corp, Cl A ‡ |
10,587 | 2,177 | ||||||
AvalonBay Communities Inc ‡ |
3,302 | 747 | ||||||
BXP Inc ‡ |
3,359 | 238 | ||||||
Camden Property Trust ‡ |
2,467 | 306 | ||||||
CBRE Group Inc, Cl A * |
6,959 | 988 | ||||||
CoStar Group Inc * |
9,526 | 726 | ||||||
Crown Castle Inc ‡ |
10,048 | 945 | ||||||
Digital Realty Trust Inc ‡ |
7,166 | 1,120 | ||||||
Equinix Inc ‡ |
2,212 | 2,001 | ||||||
Equity Residential ‡ |
7,925 | 588 | ||||||
Essex Property Trust Inc ‡ |
1,532 | 477 | ||||||
Extra Space Storage Inc ‡ |
4,928 | 752 | ||||||
Federal Realty Investment Trust ‡ |
1,734 | 183 | ||||||
Healthpeak Properties Inc ‡ |
16,301 | 334 | ||||||
Host Hotels & Resorts Inc ‡ |
16,257 | 262 | ||||||
Invitation Homes Inc ‡ |
13,578 | 462 | ||||||
Iron Mountain Inc ‡ |
6,708 | 625 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Kimco Realty Corp ‡ |
15,625 | $ | 345 | |||||
Mid-America Apartment Communities Inc ‡ |
2,782 | 468 | ||||||
Millrose Properties Inc * |
1 | — | ||||||
Prologis Inc ‡ |
21,023 | 2,605 | ||||||
Public Storage ‡ |
3,666 | 1,113 | ||||||
Realty Income Corp ‡ |
20,216 | 1,153 | ||||||
Regency Centers Corp ‡ |
3,778 | 290 | ||||||
SBA Communications Corp, Cl A ‡ |
2,495 | 544 | ||||||
Simon Property Group Inc ‡ |
7,135 | 1,328 | ||||||
UDR Inc ‡ |
6,947 | 314 | ||||||
Ventas Inc ‡ |
9,591 | 663 | ||||||
VICI Properties Inc, Cl A ‡ |
24,346 | 791 | ||||||
Welltower Inc ‡ |
13,590 | 2,086 | ||||||
Weyerhaeuser Co ‡ |
16,883 | 508 | ||||||
| 25,516 | ||||||||
Utilities — 1.7% |
||||||||
AES Corp/The |
16,397 | 190 | ||||||
Alliant Energy Corp |
5,975 | 386 | ||||||
Ameren Corp |
6,197 | 629 | ||||||
American Electric Power Co Inc |
12,364 | 1,311 | ||||||
American Water Works Co Inc |
4,524 | 615 | ||||||
Atmos Energy Corp |
3,615 | 550 | ||||||
CenterPoint Energy Inc |
15,435 | 531 | ||||||
CMS Energy Corp |
6,959 | 508 | ||||||
Consolidated Edison Inc |
7,896 | 802 | ||||||
Constellation Energy Corp |
7,078 | 1,773 | ||||||
Dominion Energy Inc |
19,524 | 1,105 | ||||||
DTE Energy Co |
4,823 | 645 | ||||||
Duke Energy Corp |
17,494 | 2,055 | ||||||
Edison International |
8,978 | 489 | ||||||
Entergy Corp |
9,942 | 868 | ||||||
Evergy Inc |
5,325 | 367 | ||||||
Eversource Energy |
8,585 | 541 | ||||||
Exelon Corp |
23,259 | 1,028 | ||||||
FirstEnergy Corp |
11,946 | 463 | ||||||
NextEra Energy Inc |
47,165 | 3,310 | ||||||
NiSource Inc |
10,395 | 424 | ||||||
NRG Energy Inc |
4,718 | 499 | ||||||
PG&E Corp |
50,872 | 831 | ||||||
Pinnacle West Capital Corp |
2,621 | 242 | ||||||
PPL Corp |
17,187 | 605 | ||||||
Public Service Enterprise Group Inc |
11,518 | 935 | ||||||
Sempra |
14,764 | 1,057 | ||||||
Southern Co/The |
24,834 | 2,230 | ||||||
Vistra Corp |
7,636 | 1,021 | ||||||
WEC Energy Group Inc |
7,347 | 784 | ||||||
Xcel Energy Inc |
12,969 | 935 | ||||||
| 27,729 | ||||||||
Total Common Stock |
||||||||
(Cost $326,696) ($ Thousands) |
1,186,547 | |||||||
342
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
Description |
Shares |
Market Value |
||||||
FOREIGN COMMON STOCK — 0.5% |
||||||||
China — 0.1% |
||||||||
Information Technology — 0.1% |
||||||||
NXP Semiconductors NV |
5,720 | $ | 1,233 | |||||
Ireland — 0.3% |
||||||||
Information Technology — 0.3% |
||||||||
Accenture PLC, Cl A |
14,247 | 4,965 | ||||||
Jersey — 0.0% |
||||||||
Consumer Discretionary — 0.0% |
||||||||
APTIV PLC * |
5,474 | 357 | ||||||
Switzerland — 0.1% |
||||||||
Information Technology — 0.1% |
||||||||
TE Connectivity PLC |
6,967 | 1,073 | ||||||
Total Foreign Common Stock |
||||||||
(Cost $2,462) ($ Thousands) |
7,628 | |||||||
CASH EQUIVALENT — 1.4% |
||||||||
SEI Daily Income Trust, Government Fund, Institutional Class |
||||||||
4.280%**† |
23,714,839 | 23,715 | ||||||
Total Cash Equivalent |
||||||||
(Cost $23,715) ($ Thousands) |
23,715 | |||||||
PURCHASED OPTIONS — 0.6% |
||||||||
Total Purchased Options |
||||||||
(Cost $10,804) ($ Thousands) |
10,548 | |||||||
PURCHASED SWAPTIONS — 0.3% |
||||||||
Total Purchased Swaptions |
||||||||
(Cost $8,824) ($ Thousands) |
5,585 | |||||||
Total Investments in Securities — 74.7% |
||||||||
(Cost $372,501) ($ Thousands) |
$ | 1,234,023 | ||||||
WRITTEN OPTIONS — (0.2)% |
||||||||
Total Written Options |
||||||||
(Premiums Received $3,861) ($ Thousands) |
$ | (2,397 | ) | |||||
WRITTEN SWAPTIONS — (0.1)% |
||||||||
Total Written Swaptions |
||||||||
(Premiums Received $5,550) ($ Thousands) |
$ | (1,790 | ) | |||||
SEI Institutional Investments Trust
343
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Continued)
A list of open exchange traded options contracts for the Fund at February 28, 2025, is as follows:
Description |
Number of Contracts |
Notional Amount |
Exercise Price |
Expiration Date |
Value |
|||||||||||||||
PURCHASED OPTIONS — 0.6% |
||||||||||||||||||||
Put Options |
||||||||||||||||||||
EUR PUT / JPY CALL |
105,738,241 | $ | 16,072,213 | $ | 152.00 | 8/16/2025 | $ | 2,265 | ||||||||||||
Call Options |
||||||||||||||||||||
EUR PUT / USD CALL |
212,000,000 | $ | 222,600 | 1.05 | 5/17/2025 | $ | 3,920 | |||||||||||||
USD CALL / CNH PUT |
340,000,000 | 2,465,000 | 7.25 | 8/16/2025 | 4,363 | |||||||||||||||
| 2,687,600 | 8,283 | |||||||||||||||||||
Total Purchased Options |
$ | 18,759,813 | $ | 10,548 | ||||||||||||||||
WRITTEN OPTIONS — (0.2)% |
||||||||||||||||||||
Put Options |
||||||||||||||||||||
EUR PUT / JPY CALL |
(105,738,241 | ) | $ | (14,803,354 | ) | 140.00 | 08/16/2025 | $ | (546 | ) | ||||||||||
Call Options |
||||||||||||||||||||
EUR PUT / USD CALL |
(212,000,000 | ) | $ | (216,240 | ) | 1.02 | 05/17/2025 | $ | (1,363 | ) | ||||||||||
USD CALL / CNH PUT |
(340,000,000 | ) | (2,628,540 | ) | 7.73 | 08/16/2025 | (488 | ) | ||||||||||||
| (2,844,780 | ) | (1,851 | ) | |||||||||||||||||
Total Written Options |
$ | (17,648,134 | ) | $ | (2,397 | ) | ||||||||||||||
A list of open over the counter swaptions contracts for the Fund at February 28, 2025, is as follows:
Description |
Counterparty |
Number of Contracts/ Notional Amount |
Exercise Price |
Expiration Date |
Value |
|||||||||||||||
PURCHASED SWAPTIONS — 0.3% |
||||||||||||||||||||
Call Swaptions |
||||||||||||||||||||
Swaption |
Bank of America Merrill Lynch | $ | 1,696,000,000 | $ | 0.12 | 05/17/2025 | $ | 1,262 | ||||||||||||
Put Swaptions |
||||||||||||||||||||
Swaption |
Bank of America Merrill Lynch | $ | 1,590,000,000 | 3.86 | 07/18/2026 | $ | 3,058 | |||||||||||||
Swaption |
Bank of America Merrill Lynch | 660,000,000 | 3.86 | 07/18/2026 | 1,265 | |||||||||||||||
| 2,250,000,000 | 4,323 | |||||||||||||||||||
Total Purchased Swaptions |
$ | 3,946,000,000 | $ | 5,585 | ||||||||||||||||
WRITTEN SWAPTIONS — (0.1)% |
||||||||||||||||||||
Call Swaptions |
||||||||||||||||||||
Swaption |
Bank of America Merrill Lynch | $ | (1,696,000,000 | ) | 0.87 | 05/17/2025 | $ | (10 | ) | |||||||||||
Put Swaptions |
||||||||||||||||||||
Swaption |
Bank of America Merrill Lynch | $ | (3,180,000,000 | ) | 4.36 | 07/18/2026 | $ | (1,260 | ) | |||||||||||
Swaption |
Bank of America Merrill Lynch | (1,320,000,000 | ) | 4.36 | 07/18/2026 | (520 | ) | |||||||||||||
| (4,500,000,000 | ) | (1,780 | ) | |||||||||||||||||
Total Written Swaptions |
$ | (6,196,000,000 | ) | $ | (1,790 | ) | ||||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Depreciation(Thousands) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
S&P 500 Index E-MINI^ |
1,683 | Mar-2025 | $ | 516,093 | $ | 501,808 | $ | (14,285 | ) | |||||||||||
| $ | 516,093 | $ | 501,808 | $ | (14,285 | ) | ||||||||||||||
344
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Dynamic Asset Allocation Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2025, is as follows:
Interest Rate Swaps |
||||||||||||||||||||||||||||||||
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
SOFR |
4.35% | Annually | 11/02/2031 | USD | 837,500 | $ | 23,227 | $ | – | $ | 23,227 | |||||||||||||||||||||
2.385%^ |
U.S. CPI | Annually | 07/31/2029 | USD | 265,000 | 5,446 | – | 5,446 | ||||||||||||||||||||||||
2.39%^ |
U.S. CPI | Annually | 07/31/2029 | USD | 265,000 | 5,392 | – | 5,392 | ||||||||||||||||||||||||
2.4%^ |
U.S. CPI | Annually | 08/01/2029 | USD | 107,000 | 2,129 | – | 2,129 | ||||||||||||||||||||||||
2.659%^ |
U.S. CPI | Annually | 02/27/2033 | USD | 269,000 | 13,534 | – | 13,534 | ||||||||||||||||||||||||
0.28096% FIXED |
1-Day JPY-MUTKCALM Compounded-OIS | Annually | 05/15/2026 | JPY | 264,893,382 | 8,031 | – | 8,031 | ||||||||||||||||||||||||
0.29283% |
TONAR | Annually | 05/15/2026 | JPY | 209,944,853 | 6,201 | – | 6,201 | ||||||||||||||||||||||||
SOFR |
3.41% | Annually | 12/11/2028 | USD | 1,023,842 | (3,900 | ) | – | (3,900 | ) | ||||||||||||||||||||||
3.432% |
SOFR | Annually | 12/11/2056 | USD | 107,637 | 4,807 | – | 4,807 | ||||||||||||||||||||||||
3.707% |
SOFR | Annually | 03/05/2034 | USD | 345,000 | 1,636 | – | 1,636 | ||||||||||||||||||||||||
3.726% |
USD-SOFR-OIS COMPOUND | Annually | 06/18/2034 | USD | 163,000 | 740 | – | 740 | ||||||||||||||||||||||||
3.745% |
USD-SOFR-OIS COMPOUND | Annually | 06/11/2034 | USD | 164,000 | 618 | – | 618 | ||||||||||||||||||||||||
4.161% FIXED |
SOFR | Annually | 11/02/2056 | USD | 214,675 | (16,512 | ) | – | (16,512 | ) | ||||||||||||||||||||||
4.2725% |
SOFR | Annually | 07/22/2025 | USD | 1,150,000 | 473 | – | 473 | ||||||||||||||||||||||||
4.36% |
USD-SOFR-OIS COMPOUND | Annually | 07/26/2025 | USD | 517,500 | 27 | – | 27 | ||||||||||||||||||||||||
| $ | 51,849 | $ | – | $ | 51,849 | |||||||||||||||||||||||||||
A list of open OTC swap agreements held by the Fund at February 28, 2025, is as follows:
Total Return Swaps |
||||||||||||||||||||||||||||||||||||||||
Counterparty |
Reference Entity/ Obligation |
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional |
Value |
Upfront Payments/ |
Net Unrealized |
||||||||||||||||||||||||||||||
Goldman Sachs^ |
BCOMTR | 3 MONTH TREASURY BILL RATE + 7.5 BPS | INDEX RETURN | Annually | 03/14/2025 | USD | 78,449 | $ | (2,368 | ) | $ | – | $ | (2,368 | ) | |||||||||||||||||||||||||
Goldman Sachs |
Coca Cola | ASSET RETURN |
SOFRRATE + 95BPS | Quarterly | 03/04/2025 | USD | 16,939 | (1,824 | ) | – | (1,824 | ) | ||||||||||||||||||||||||||||
Goldman Sachs |
ServiceNow | ASSET RETURN |
SOFRRATE + 95BPS | Quarterly | 03/04/2025 | USD | 23,402 | 3,136 | – | 3,136 | ||||||||||||||||||||||||||||||
| $ | (1,056 | ) | $ | – | $ | (1,056 | ) | |||||||||||||||||||||||||||||||||
|
Percentages are based on Net Assets of $1,651,528 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
** |
The rate reported is the 7-day effective yield as of February 28, 2025. |
† |
Investment in Affiliated Security. |
^ |
Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of February 28, 2025. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2025 ($ Thousands): |
||||||||||||||||||||||||||||||||
Security Description |
Value |
Purchases |
Proceeds |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value |
Income |
Capital Gains |
||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, |
$ | 19,589 | $ | 183,551 | $ | (179,425 | ) | $ | — | $ | — | $ | 23,715 | $ | 719 | $ | — | |||||||||||||||
|
||||||||||||||||||||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
345
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund
Description |
Face Amount |
Market Value |
||||||
U.S. TREASURY OBLIGATIONS — 52.8% |
||||||||
U.S. Treasury Bills ^ |
||||||||
4.273%, 03/13/2025 (A) |
$ | 15,095 | $ | 15,077 | ||||
4.251%, 05/01/2025 (A) |
10,200 | 10,129 | ||||||
4.248%, 03/06/2025 (A) |
2,000 | 1,999 | ||||||
4.246%, 04/17/2025 (A) |
13,500 | 13,429 | ||||||
4.246%, 04/24/2025 (A) |
8,000 | 7,951 | ||||||
4.245%, 03/11/2025 (A) |
800 | 799 | ||||||
4.245%, 03/27/2025 (A) |
7,500 | 7,479 | ||||||
4.240%, 04/29/2025 (A) |
1,000 | 993 | ||||||
4.236%, 04/03/2025 (A) |
7,500 | 7,473 | ||||||
4.233%, 04/10/2025 (A) |
10,000 | 9,956 | ||||||
4.218%, 03/20/2025 (A) |
10,000 | 9,980 | ||||||
U.S. Treasury Inflation-Protected Securities |
||||||||
0.375%, 07/15/2027 |
153,367 | 150,987 | ||||||
0.250%, 07/15/2029 |
117,265 | 111,871 | ||||||
U.S. Treasury Notes ^ |
||||||||
5.000%, 08/31/2025 |
1,000 | 1,003 | ||||||
4.875%, 05/31/2026 |
800 | 808 | ||||||
4.750%, 07/31/2025 |
1,200 | 1,202 | ||||||
4.625%, 02/28/2025 |
– | – | ||||||
4.500%, USBMMY3M + 0.245%, 01/31/2026 (B) |
8,300 | 8,316 | ||||||
4.500%, 04/15/2027 |
1,000 | 1,010 | ||||||
4.445%, USBMMY3M + 0.205%, 10/31/2026 (B) |
7,600 | 7,617 | ||||||
4.437%, USBMMY3M + 0.182%, 07/31/2026 (B) |
2,300 | 2,304 | ||||||
4.425%, USBMMY3M + 0.170%, 10/31/2025 (B) |
9,200 | 9,211 | ||||||
4.424%, USBMMY3M + 0.169%, 04/30/2025 (B) |
8,600 | 8,602 | ||||||
4.405%, USBMMY3M + 0.150%, 04/30/2026 (B) |
3,900 | 3,905 | ||||||
4.380%, USBMMY3M + 0.125%, 07/31/2025 (B) |
7,600 | 7,603 | ||||||
4.375%, 08/15/2026 |
1,200 | 1,206 | ||||||
4.375%, 07/15/2027 |
800 | 807 | ||||||
4.338%, USBMMY3M + 0.098%, 01/31/2027 (B) |
2,200 | 2,201 | ||||||
4.250%, 12/31/2026 |
1,500 | 1,506 | ||||||
4.250%, 01/15/2028 |
700 | 705 | ||||||
4.250%, 02/15/2028 |
700 | 706 | ||||||
4.000%, 02/15/2026 |
700 | 699 | ||||||
3.750%, 08/31/2026 |
400 | 398 | ||||||
3.375%, 09/15/2027 |
800 | 789 | ||||||
Total U.S. Treasury Obligations |
||||||||
(Cost $404,614) ($ Thousands) |
408,721 | |||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK — 27.9% |
||||||||
Communication Services — 2.2% |
||||||||
Alphabet Inc, Cl A |
10,143 | $ | 1,727 | |||||
Alphabet Inc, Cl C |
8,437 | 1,453 | ||||||
AST SpaceMobile Inc, Cl A * |
2,092 | 57 | ||||||
AT&T Inc (C) |
95,365 | 2,614 | ||||||
Cinemark Holdings Inc * |
253 | 7 | ||||||
Cogent Communications Holdings Inc |
409 | 30 | ||||||
Electronic Arts Inc |
1,217 | 157 | ||||||
Frontier Communications Parent Inc * |
4,230 | 152 | ||||||
GCI Liberty - Escrow * |
1,350 | — | ||||||
Globalstar Inc * |
342 | 7 | ||||||
Iridium Communications Inc |
1,840 | 58 | ||||||
Liberty Global Ltd, Cl A * |
1,779 | 21 | ||||||
Liberty Global PLC * |
1,845 | 22 | ||||||
Liberty Latin America Ltd, Cl C * |
3,003 | 20 | ||||||
Liberty Media Corp-Liberty Formula One, Cl C * |
1,214 | 117 | ||||||
Liberty Media Corp-Liberty Live, Cl C * |
172 | 13 | ||||||
Live Nation Entertainment Inc * |
773 | 111 | ||||||
Lumen Technologies Inc * |
12,326 | 58 | ||||||
Madison Square Garden Sports Corp, Cl A * |
70 | 14 | ||||||
Match Group Inc |
60 | 2 | ||||||
Meta Platforms Inc, Cl A |
3,774 | 2,522 | ||||||
Netflix Inc * |
2,010 | 1,971 | ||||||
Pinterest Inc, Cl A * |
1,345 | 50 | ||||||
ROBLOX Corp, Cl A * |
2,292 | 146 | ||||||
Roku Inc, Cl A * |
673 | 56 | ||||||
Spotify Technology SA * |
764 | 465 | ||||||
Take-Two Interactive Software Inc * |
771 | 163 | ||||||
Telephone and Data Systems Inc |
1,012 | 37 | ||||||
TKO Group Holdings Inc, Cl A * |
328 | 49 | ||||||
T-Mobile US Inc |
6,381 | 1,721 | ||||||
Verizon Communications Inc |
55,935 | 2,411 | ||||||
Walt Disney Co/The |
9,106 | 1,036 | ||||||
Warner Bros Discovery Inc *(C) |
11,560 | 132 | ||||||
| 17,399 | ||||||||
Consumer Staples — 7.1% |
||||||||
Albertsons Cos Inc, Cl A |
6,945 | 146 | ||||||
Altria Group Inc (C) |
27,843 | 1,555 | ||||||
Andersons Inc/The |
375 | 16 | ||||||
Archer-Daniels-Midland Co |
8,562 | 404 | ||||||
BellRing Brands Inc * |
2,465 | 181 | ||||||
BJ's Wholesale Club Holdings Inc * |
2,241 | 227 | ||||||
Boston Beer Co Inc/The, Cl A * |
114 | 28 | ||||||
Brown-Forman Corp, Cl A |
1,163 | 38 | ||||||
Brown-Forman Corp, Cl B |
3,111 | 103 | ||||||
Bunge Global SA |
2,274 | 169 | ||||||
Cal-Maine Foods Inc |
723 | 65 | ||||||
Campbell Soup Co |
3,154 | 126 | ||||||
Casey's General Stores Inc |
640 | 265 | ||||||
Celsius Holdings Inc * |
2,871 | 74 | ||||||
Central Garden & Pet Co, Cl A * |
586 | 18 | ||||||
346
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Chefs' Warehouse Inc/The * |
463 | $ | 29 | |||||
Church & Dwight Co Inc |
4,198 | 467 | ||||||
Clorox Co/The |
2,230 | 349 | ||||||
Coca-Cola Co/The (C) |
66,280 | 4,720 | ||||||
Coca-Cola Consolidated Inc |
108 | 153 | ||||||
Colgate-Palmolive Co |
14,795 | 1,349 | ||||||
Conagra Brands Inc |
8,208 | 210 | ||||||
Constellation Brands Inc, Cl A |
2,889 | 507 | ||||||
Costco Wholesale Corp (C) |
7,658 | 8,030 | ||||||
Coty Inc, Cl A * |
5,345 | 30 | ||||||
Darling Ingredients Inc * |
3,110 | 112 | ||||||
Dole PLC |
1,997 | 29 | ||||||
Dollar General Corp |
3,847 | 285 | ||||||
Dollar Tree Inc * |
3,531 | 257 | ||||||
Edgewell Personal Care Co |
606 | 19 | ||||||
elf Beauty Inc * |
1,117 | 78 | ||||||
Energizer Holdings Inc |
1,064 | 33 | ||||||
Estee Lauder Cos Inc/The, Cl A |
3,921 | 282 | ||||||
Flowers Foods Inc |
3,606 | 68 | ||||||
Fresh Del Monte Produce Inc |
1,101 | 34 | ||||||
Freshpet Inc * |
855 | 92 | ||||||
General Mills Inc |
9,939 | 603 | ||||||
Grocery Outlet Holding Corp * |
2,231 | 26 | ||||||
Hain Celestial Group Inc/The * |
2,310 | 8 | ||||||
Herbalife Ltd * |
2,495 | 21 | ||||||
Hershey Co/The |
2,541 | 439 | ||||||
Hormel Foods Corp |
5,439 | 156 | ||||||
Ingles Markets Inc, Cl A |
394 | 24 | ||||||
Ingredion Inc |
1,049 | 137 | ||||||
Inter Parfums Inc |
259 | 36 | ||||||
J & J Snack Foods Corp |
343 | 45 | ||||||
J M Smucker Co/The |
1,767 | 195 | ||||||
John B Sanfilippo & Son Inc |
339 | 24 | ||||||
Kellanova |
4,522 | 375 | ||||||
Kenvue Inc |
34,330 | 810 | ||||||
Keurig Dr Pepper Inc |
19,228 | 645 | ||||||
Kimberly-Clark Corp |
5,647 | 802 | ||||||
Kraft Heinz Co/The |
17,361 | 533 | ||||||
Kroger Co/The |
11,612 | 753 | ||||||
Lamb Weston Holdings Inc |
2,400 | 124 | ||||||
Lancaster Colony Corp |
385 | 74 | ||||||
Maplebear Inc * |
2,771 | 114 | ||||||
McCormick & Co Inc/MD |
4,450 | 368 | ||||||
MGP Ingredients Inc |
315 | 10 | ||||||
Molson Coors Beverage Co, Cl B |
3,168 | 194 | ||||||
Mondelez International Inc, Cl A |
23,785 | 1,528 | ||||||
Monster Beverage Corp * |
12,697 | 694 | ||||||
National Beverage Corp |
330 | 13 | ||||||
Nu Skin Enterprises Inc, Cl A |
1,445 | 11 | ||||||
PepsiCo Inc (C) |
23,746 | 3,644 | ||||||
Performance Food Group Co * |
2,571 | 219 | ||||||
Philip Morris International Inc (C) |
26,646 | 4,138 | ||||||
Pilgrim's Pride Corp * |
633 | 34 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Post Holdings Inc * |
686 | $ | 78 | |||||
PriceSmart Inc |
546 | 49 | ||||||
Primo Brands Corp |
3,019 | 102 | ||||||
Procter & Gamble Co/The (C) |
40,568 | 7,052 | ||||||
Reynolds Consumer Products Inc |
542 | 13 | ||||||
Seaboard Corp |
7 | 20 | ||||||
Simply Good Foods Co/The * |
1,236 | 47 | ||||||
SpartanNash Co |
1,457 | 29 | ||||||
Spectrum Brands Holdings Inc |
552 | 43 | ||||||
Sprouts Farmers Market Inc * |
1,606 | 238 | ||||||
Sysco Corp |
8,364 | 632 | ||||||
Target Corp |
8,411 | 1,045 | ||||||
TreeHouse Foods Inc * |
1,204 | 38 | ||||||
Turning Point Brands Inc |
398 | 28 | ||||||
Tyson Foods Inc, Cl A (C) |
4,693 | 288 | ||||||
United Natural Foods Inc * |
2,656 | 84 | ||||||
Universal Corp/VA |
684 | 37 | ||||||
US Foods Holding Corp * |
3,868 | 277 | ||||||
Utz Brands Inc |
999 | 14 | ||||||
Vita Coco Co Inc/The * |
334 | 11 | ||||||
Vital Farms Inc * |
691 | 23 | ||||||
Walgreens Boots Alliance Inc |
13,529 | 144 | ||||||
Walmart Inc (C) |
74,897 | 7,386 | ||||||
WD-40 Co |
260 | 62 | ||||||
Weis Markets Inc |
141 | 10 | ||||||
WK Kellogg Co |
473 | 9 | ||||||
| 55,104 | ||||||||
Energy — 7.0% |
||||||||
Antero Midstream Corp |
9,345 | 158 | ||||||
Antero Resources Corp * |
7,753 | 285 | ||||||
APA Corp |
9,540 | 197 | ||||||
Archrock Inc |
5,105 | 138 | ||||||
Ardmore Shipping Corp |
1,704 | 15 | ||||||
Atlas Energy Solutions Inc, Cl A |
1,722 | 33 | ||||||
Baker Hughes Co, Cl A |
26,538 | 1,183 | ||||||
Borr Drilling Ltd |
6,100 | 16 | ||||||
Bristow Group Inc * |
416 | 15 | ||||||
Cactus Inc, Cl A |
1,614 | 85 | ||||||
California Resources Corp |
1,751 | 78 | ||||||
Centrus Energy Corp, Cl A * |
206 | 19 | ||||||
ChampionX Corp |
5,074 | 151 | ||||||
Cheniere Energy Inc |
6,104 | 1,395 | ||||||
Chesapeake Energy Corp |
6,409 | 634 | ||||||
Chevron Corp (C) |
47,483 | 7,532 | ||||||
Chord Energy Corp |
1,575 | 180 | ||||||
Civitas Resources Inc |
2,706 | 104 | ||||||
Clean Energy Fuels Corp * |
7,126 | 15 | ||||||
CNX Resources Corp * |
4,446 | 128 | ||||||
Comstock Resources Inc * |
3,259 | 59 | ||||||
ConocoPhillips (C) |
34,290 | 3,400 | ||||||
CONSOL Energy Inc |
1,959 | 145 | ||||||
Core Laboratories Inc |
1,242 | 18 | ||||||
Coterra Energy Inc, Cl A |
21,288 | 575 | ||||||
SEI Institutional Investments Trust
347
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Crescent Energy Co, Cl A |
3,953 | $ | 50 | |||||
CVR Energy Inc |
501 | 9 | ||||||
Delek US Holdings Inc |
2,371 | 39 | ||||||
Devon Energy Corp |
16,614 | 602 | ||||||
DHT Holdings Inc |
5,005 | 52 | ||||||
Diamondback Energy Inc |
5,193 | 825 | ||||||
Diversified Energy Co PLC |
685 | 9 | ||||||
Dorian LPG Ltd |
858 | 17 | ||||||
DT Midstream Inc |
2,815 | 271 | ||||||
Encore Energy Corp * |
8,840 | 22 | ||||||
Energy Fuels Inc/Canada * |
6,451 | 27 | ||||||
EOG Resources Inc |
15,455 | 1,962 | ||||||
EQT Corp |
16,560 | 798 | ||||||
Expro Group Holdings NV * |
1,878 | 22 | ||||||
Exxon Mobil Corp (C) |
120,532 | 13,419 | ||||||
FLEX LNG Ltd |
871 | 19 | ||||||
Golar LNG Ltd |
2,579 | 99 | ||||||
Green Plains Inc * |
2,152 | 13 | ||||||
Gulfport Energy Corp * |
384 | 65 | ||||||
Halliburton Co |
24,517 | 647 | ||||||
Helix Energy Solutions Group Inc * |
6,039 | 52 | ||||||
Helmerich & Payne Inc |
2,670 | 71 | ||||||
Hess Corp |
7,789 | 1,160 | ||||||
HF Sinclair Corp |
4,158 | 147 | ||||||
Innovex International Inc * |
1,494 | 27 | ||||||
International Seaways Inc |
1,220 | 41 | ||||||
Kinder Morgan Inc |
53,615 | 1,453 | ||||||
Kinetik Holdings Inc, Cl A |
995 | 58 | ||||||
Kodiak Gas Services Inc |
1,132 | 49 | ||||||
Kosmos Energy Ltd * |
14,422 | 41 | ||||||
Liberty Energy Inc, Cl A |
4,166 | 72 | ||||||
Magnolia Oil & Gas Corp, Cl A |
4,663 | 109 | ||||||
Marathon Petroleum Corp (C) |
8,942 | 1,343 | ||||||
Matador Resources Co |
3,983 | 208 | ||||||
Murphy Oil Corp |
3,883 | 103 | ||||||
Nabors Industries Ltd * |
440 | 18 | ||||||
New Fortress Energy Inc, Cl A |
2,545 | 25 | ||||||
Newpark Resources Inc * |
492 | 3 | ||||||
NextDecade Corp * |
4,583 | 38 | ||||||
Noble Corp PLC |
3,669 | 95 | ||||||
Nordic American Tankers Ltd |
8,650 | 21 | ||||||
Northern Oil & Gas Inc |
2,512 | 79 | ||||||
NOV Inc |
10,039 | 150 | ||||||
Occidental Petroleum Corp |
18,811 | 919 | ||||||
Oceaneering International Inc * |
2,489 | 55 | ||||||
ONEOK Inc |
15,751 | 1,581 | ||||||
Ovintiv Inc |
7,652 | 333 | ||||||
Par Pacific Holdings Inc * |
1,423 | 20 | ||||||
Patterson-UTI Energy Inc |
9,867 | 82 | ||||||
PBF Energy Inc, Cl A |
2,798 | 60 | ||||||
Peabody Energy Corp |
4,022 | 55 | ||||||
Permian Resources Corp, Cl A |
17,700 | 249 | ||||||
Phillips 66 |
11,252 | 1,459 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
ProPetro Holding Corp * |
2,710 | $ | 23 | |||||
Range Resources Corp |
7,009 | 260 | ||||||
REX American Resources Corp * |
440 | 17 | ||||||
RPC Inc |
4,932 | 28 | ||||||
Sable Offshore Corp * |
1,159 | 33 | ||||||
Schlumberger NV |
37,846 | 1,577 | ||||||
Scorpio Tankers Inc |
1,208 | 48 | ||||||
Seadrill Ltd * |
2,025 | 52 | ||||||
Select Water Solutions Inc, Cl A |
1,645 | 20 | ||||||
SFL Corp Ltd, Cl B |
4,416 | 40 | ||||||
Sitio Royalties Corp, Cl A |
8,454 | 169 | ||||||
SM Energy Co |
3,018 | 99 | ||||||
Solaris Energy Infrastructure Inc, Cl A |
1,620 | 55 | ||||||
Talos Energy Inc * |
3,994 | 36 | ||||||
Targa Resources Corp |
6,009 | 1,212 | ||||||
TechnipFMC PLC |
11,302 | 333 | ||||||
Teekay Tankers Ltd, Cl A |
521 | 20 | ||||||
TETRA Technologies Inc * |
17,762 | 67 | ||||||
Texas Pacific Land Corp |
510 | 728 | ||||||
Tidewater Inc * |
1,266 | 58 | ||||||
Transocean Ltd * |
19,394 | 57 | ||||||
Uranium Energy Corp * |
9,689 | 54 | ||||||
VAALCO Energy Inc |
5,541 | 22 | ||||||
Valaris Ltd * |
1,441 | 51 | ||||||
Valero Energy Corp (C) |
8,499 | 1,111 | ||||||
Viper Energy Inc, Cl A |
2,903 | 135 | ||||||
Vital Energy Inc * |
595 | 16 | ||||||
Vitesse Energy Inc |
1,178 | 30 | ||||||
Weatherford International PLC |
1,860 | 115 | ||||||
Williams Cos Inc/The |
32,744 | 1,905 | ||||||
World Kinect Corp |
1,633 | 49 | ||||||
| 54,121 | ||||||||
Health Care — 5.5% |
||||||||
10X Genomics Inc, Cl A * |
1,298 | 14 | ||||||
Abbott Laboratories |
11,506 | 1,588 | ||||||
AbbVie Inc |
11,632 | 2,431 | ||||||
Acadia Healthcare Co Inc * |
476 | 14 | ||||||
ACADIA Pharmaceuticals Inc * |
3,633 | 71 | ||||||
Addus HomeCare Corp * |
242 | 23 | ||||||
ADMA Biologics Inc * |
2,255 | 37 | ||||||
Agilent Technologies Inc |
1,977 | 253 | ||||||
Agios Pharmaceuticals Inc * |
229 | 8 | ||||||
Akero Therapeutics Inc * |
628 | 31 | ||||||
Align Technology Inc * |
557 | 104 | ||||||
Alkermes PLC * |
1,229 | 42 | ||||||
Alnylam Pharmaceuticals Inc * |
891 | 220 | ||||||
Amedisys Inc * |
307 | 28 | ||||||
Amgen Inc (C) |
3,811 | 1,174 | ||||||
Amicus Therapeutics Inc * |
2,796 | 27 | ||||||
AMN Healthcare Services Inc * |
384 | 10 | ||||||
Amphastar Pharmaceuticals Inc * |
518 | 15 | ||||||
Apellis Pharmaceuticals Inc * |
992 | 25 | ||||||
Apogee Therapeutics Inc * |
633 | 20 | ||||||
348
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Arcellx Inc * |
468 | $ | 30 | |||||
Arrowhead Pharmaceuticals Inc * |
1,007 | 19 | ||||||
Astrana Health Inc * |
107 | 3 | ||||||
Avantor Inc * |
4,642 | 78 | ||||||
Avidity Biosciences Inc * |
998 | 31 | ||||||
Axsome Therapeutics Inc * |
335 | 43 | ||||||
Azenta Inc * |
455 | 20 | ||||||
Baxter International Inc (C) |
3,821 | 132 | ||||||
Beam Therapeutics Inc * |
43 | 1 | ||||||
Becton Dickinson & Co |
2,021 | 456 | ||||||
Biogen Inc * |
957 | 134 | ||||||
Biohaven Ltd * |
529 | 20 | ||||||
BioMarin Pharmaceutical Inc * |
1,238 | 88 | ||||||
Bio-Rad Laboratories Inc, Cl A * |
109 | 29 | ||||||
Bio-Techne Corp |
1,241 | 77 | ||||||
Blueprint Medicines Corp * |
574 | 55 | ||||||
Boston Scientific Corp * |
9,443 | 980 | ||||||
Bridgebio Pharma Inc * |
1,239 | 43 | ||||||
Bristol-Myers Squibb Co |
13,792 | 822 | ||||||
Bruker Corp |
555 | 26 | ||||||
Cardinal Health Inc |
1,745 | 226 | ||||||
Catalyst Pharmaceuticals Inc * |
147 | 3 | ||||||
Celldex Therapeutics Inc * |
792 | 16 | ||||||
Cencora Inc |
1,182 | 300 | ||||||
Centene Corp * |
3,593 | 209 | ||||||
Certara Inc * |
1,670 | 20 | ||||||
Charles River Laboratories International Inc * |
423 | 70 | ||||||
Chemed Corp |
87 | 52 | ||||||
Cigna Group/The |
1,892 | 584 | ||||||
Concentra Group Holdings Parent Inc |
902 | 20 | ||||||
CONMED Corp |
440 | 26 | ||||||
Cooper Cos Inc/The * |
1,319 | 119 | ||||||
Corcept Therapeutics Inc * |
407 | 25 | ||||||
CorVel Corp * |
300 | 33 | ||||||
Crinetics Pharmaceuticals Inc * |
769 | 28 | ||||||
CVS Health Corp |
8,761 | 576 | ||||||
Cytokinetics Inc * |
1,026 | 47 | ||||||
Danaher Corp |
4,484 | 932 | ||||||
DaVita Inc * |
377 | 56 | ||||||
Denali Therapeutics Inc * |
1,280 | 21 | ||||||
DENTSPLY SIRONA Inc |
1,927 | 32 | ||||||
Dexcom Inc * |
2,767 | 245 | ||||||
Doximity Inc, Cl A * |
603 | 42 | ||||||
Dynavax Technologies Corp, Cl A * |
1,968 | 27 | ||||||
Dyne Therapeutics Inc * |
769 | 10 | ||||||
Edgewise Therapeutics Inc * |
255 | 7 | ||||||
Edwards Lifesciences Corp * |
4,269 | 306 | ||||||
Elanco Animal Health Inc * |
4,345 | 49 | ||||||
Elevance Health Inc |
1,603 | 636 | ||||||
Eli Lilly & Co |
5,507 | 5,070 | ||||||
Encompass Health Corp |
696 | 70 | ||||||
Enovis Corp * |
714 | 28 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Ensign Group Inc/The |
457 | $ | 59 | |||||
Envista Holdings Corp * |
1,835 | 37 | ||||||
Evolent Health Inc, Cl A * |
548 | 5 | ||||||
Exact Sciences Corp * |
1,120 | 53 | ||||||
Exelixis Inc * |
1,690 | 65 | ||||||
Fortrea Holdings Inc * |
800 | 11 | ||||||
GE HealthCare Technologies Inc |
3,116 | 272 | ||||||
Geron Corp * |
6,774 | 12 | ||||||
Gilead Sciences Inc (C) |
9,373 | 1,071 | ||||||
Glaukos Corp * |
414 | 50 | ||||||
Globus Medical Inc, Cl A * |
913 | 73 | ||||||
Guardant Health Inc * |
2,015 | 86 | ||||||
Haemonetics Corp * |
263 | 17 | ||||||
Halozyme Therapeutics Inc * |
659 | 39 | ||||||
HCA Healthcare Inc |
1,274 | 390 | ||||||
HealthEquity Inc * |
472 | 52 | ||||||
Henry Schein Inc * |
701 | 51 | ||||||
Hims & Hers Health Inc * |
1,212 | 55 | ||||||
Hologic Inc * |
1,677 | 106 | ||||||
Humana Inc |
803 | 217 | ||||||
ICU Medical Inc * |
216 | 32 | ||||||
Ideaya Biosciences Inc * |
1,035 | 21 | ||||||
IDEXX Laboratories Inc * |
574 | 251 | ||||||
Illumina Inc * |
1,173 | 104 | ||||||
Incyte Corp * |
1,271 | 93 | ||||||
Insmed Inc * |
1,390 | 113 | ||||||
Inspire Medical Systems Inc * |
203 | 38 | ||||||
Insulet Corp * |
523 | 142 | ||||||
Integer Holdings Corp * |
208 | 26 | ||||||
Integra LifeSciences Holdings Corp * |
764 | 18 | ||||||
Intellia Therapeutics Inc * |
1,368 | 14 | ||||||
Intra-Cellular Therapies Inc * |
779 | 100 | ||||||
Intuitive Surgical Inc * |
2,498 | 1,432 | ||||||
Ionis Pharmaceuticals Inc * |
1,251 | 42 | ||||||
Iovance Biotherapeutics Inc * |
2,165 | 9 | ||||||
IQVIA Holdings Inc * |
1,203 | 227 | ||||||
iRhythm Technologies Inc * |
208 | 23 | ||||||
Jazz Pharmaceuticals PLC * |
330 | 47 | ||||||
Johnson & Johnson |
15,874 | 2,620 | ||||||
Krystal Biotech Inc * |
207 | 37 | ||||||
Kymera Therapeutics Inc * |
665 | 21 | ||||||
Labcorp Holdings Inc |
652 | 164 | ||||||
Lantheus Holdings Inc * |
349 | 33 | ||||||
LeMaitre Vascular Inc |
263 | 24 | ||||||
LivaNova PLC * |
534 | 22 | ||||||
Madrigal Pharmaceuticals Inc * |
114 | 39 | ||||||
Masimo Corp * |
264 | 50 | ||||||
McKesson Corp |
871 | 558 | ||||||
Medpace Holdings Inc * |
203 | 66 | ||||||
Medtronic PLC |
8,603 | 792 | ||||||
Merck & Co Inc |
17,194 | 1,586 | ||||||
Merit Medical Systems Inc * |
333 | 34 | ||||||
Mettler-Toledo International Inc * |
142 | 181 | ||||||
SEI Institutional Investments Trust
349
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Moderna Inc * |
2,118 | $ | 66 | |||||
Molina Healthcare Inc * |
370 | 111 | ||||||
Myriad Genetics Inc * |
1,136 | 12 | ||||||
Natera Inc * |
841 | 131 | ||||||
Neogen Corp * |
849 | 9 | ||||||
NeoGenomics Inc * |
999 | 10 | ||||||
Neurocrine Biosciences Inc * |
701 | 83 | ||||||
Novocure Ltd * |
401 | 8 | ||||||
Nuvalent Inc, Cl A * |
378 | 28 | ||||||
Omnicell Inc * |
248 | 9 | ||||||
Option Care Health Inc * |
738 | 25 | ||||||
Organon & Co |
2,315 | 35 | ||||||
Patterson Cos Inc |
1,938 | 60 | ||||||
Penumbra Inc * |
248 | 71 | ||||||
Perrigo Co PLC |
1,200 | 35 | ||||||
Pfizer Inc |
39,956 | 1,056 | ||||||
Premier Inc, Cl A |
190 | 3 | ||||||
Prestige Consumer Healthcare Inc * |
385 | 33 | ||||||
Privia Health Group Inc * |
110 | 3 | ||||||
PROCEPT BioRobotics Corp * |
175 | 11 | ||||||
Progyny Inc * |
1,026 | 23 | ||||||
Protagonist Therapeutics Inc * |
750 | 28 | ||||||
PTC Therapeutics Inc * |
720 | 40 | ||||||
QIAGEN NV |
1,570 | 60 | ||||||
Quest Diagnostics Inc |
861 | 149 | ||||||
QuidelOrtho Corp * |
663 | 26 | ||||||
RadNet Inc * |
508 | 28 | ||||||
Regeneron Pharmaceuticals Inc |
732 | 511 | ||||||
Repligen Corp * |
352 | 56 | ||||||
ResMed Inc |
1,111 | 259 | ||||||
REVOLUTION Medicines Inc * |
1,202 | 49 | ||||||
Revvity Inc |
811 | 91 | ||||||
Rhythm Pharmaceuticals Inc * |
167 | 9 | ||||||
Roivant Sciences Ltd * |
2,796 | 30 | ||||||
Royalty Pharma PLC, Cl A |
2,375 | 80 | ||||||
Sarepta Therapeutics Inc * |
614 | 66 | ||||||
Scholar Rock Holding Corp * |
705 | 27 | ||||||
Select Medical Holdings Corp |
1,118 | 20 | ||||||
Solventum Corp * |
1,132 | 90 | ||||||
Sotera Health Co * |
1,761 | 22 | ||||||
SpringWorks Therapeutics Inc * |
519 | 30 | ||||||
STAAR Surgical Co * |
652 | 11 | ||||||
STERIS PLC |
645 | 141 | ||||||
Stryker Corp |
2,431 | 939 | ||||||
Surgery Partners Inc * |
1,007 | 24 | ||||||
Syndax Pharmaceuticals Inc * |
134 | 2 | ||||||
Tandem Diabetes Care Inc * |
721 | 16 | ||||||
Teladoc Health Inc * |
1,526 | 15 | ||||||
Teleflex Inc |
341 | 45 | ||||||
Tenet Healthcare Corp * |
673 | 85 | ||||||
TG Therapeutics Inc * |
925 | 28 | ||||||
Thermo Fisher Scientific Inc |
2,729 | 1,444 | ||||||
TransMedics Group Inc * |
126 | 10 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Twist Bioscience Corp * |
246 | $ | 10 | |||||
UFP Technologies Inc * |
94 | 21 | ||||||
Ultragenyx Pharmaceutical Inc * |
748 | 32 | ||||||
United Therapeutics Corp * |
314 | 100 | ||||||
UnitedHealth Group Inc (C) |
6,200 | 2,945 | ||||||
Universal Health Services Inc, Cl B |
350 | 61 | ||||||
Vaxcyte Inc * |
830 | 61 | ||||||
Veeva Systems Inc, Cl A * |
1,236 | 277 | ||||||
Veracyte Inc * |
280 | 10 | ||||||
Vericel Corp * |
1,253 | 64 | ||||||
Vertex Pharmaceuticals Inc * |
1,898 | 911 | ||||||
Viatris Inc |
7,493 | 69 | ||||||
Viking Therapeutics Inc * |
743 | 21 | ||||||
Waters Corp * |
398 | 150 | ||||||
West Pharmaceutical Services Inc |
597 | 139 | ||||||
Zimmer Biomet Holdings Inc |
1,318 | 137 | ||||||
Zoetis Inc, Cl A |
3,276 | 548 | ||||||
| 42,596 | ||||||||
Industrials — 0.0% |
||||||||
BROOKFIELD INFRASTRUCTURE-A, Cl A |
720 | 29 | ||||||
Information Technology — 1.8% |
||||||||
Accenture PLC, Cl A |
1,377 | 480 | ||||||
ACI Worldwide Inc * |
11 | 1 | ||||||
Adobe Inc * |
970 | 425 | ||||||
Akamai Technologies Inc * |
269 | 22 | ||||||
Altair Engineering Inc, Cl A * |
21 | 2 | ||||||
Amdocs Ltd |
325 | 28 | ||||||
ANSYS Inc * |
226 | 75 | ||||||
AppLovin Corp, Cl A * |
584 | 190 | ||||||
Aspen Technology Inc * |
13 | 3 | ||||||
Atlassian Corp, Cl A * |
357 | 102 | ||||||
Autodesk Inc * |
424 | 116 | ||||||
Bentley Systems Inc, Cl B |
117 | 5 | ||||||
BILL Holdings Inc * |
323 | 18 | ||||||
Cadence Design Systems Inc * |
629 | 158 | ||||||
Cloudflare Inc, Cl A * |
555 | 81 | ||||||
Cognizant Technology Solutions Corp, Cl A |
1,289 | 107 | ||||||
CommVault Systems Inc * |
43 | 7 | ||||||
Confluent Inc, Cl A * |
828 | 26 | ||||||
Crowdstrike Holdings Inc, Cl A * |
506 | 197 | ||||||
Datadog Inc, Cl A * |
764 | 89 | ||||||
DocuSign Inc, Cl A * |
317 | 26 | ||||||
Dropbox Inc, Cl A * |
129 | 3 | ||||||
Dynatrace Inc * |
887 | 51 | ||||||
Elastic NV * |
325 | 38 | ||||||
EPAM Systems Inc * |
189 | 39 | ||||||
Fair Isaac Corp * |
61 | 115 | ||||||
Fortinet Inc * |
1,251 | 135 | ||||||
Gartner Inc * |
152 | 76 | ||||||
Gen Digital Inc |
1,464 | 40 | ||||||
Gitlab Inc, Cl A * |
59 | 4 | ||||||
Globant SA * |
104 | 16 | ||||||
350
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
GoDaddy Inc, Cl A * |
314 | $ | 56 | |||||
Guidewire Software Inc * |
193 | 39 | ||||||
HubSpot Inc * |
119 | 86 | ||||||
International Business Machines Corp |
2,037 | 514 | ||||||
Intuit Inc |
626 | 384 | ||||||
Kyndryl Holdings Inc * |
441 | 17 | ||||||
Manhattan Associates Inc * |
171 | 30 | ||||||
MARA Holdings Inc * |
1,540 | 21 | ||||||
Microsoft Corp (C) |
16,537 | 6,565 | ||||||
MicroStrategy Inc, Cl A * |
339 | 87 | ||||||
MongoDB Inc, Cl A * |
171 | 46 | ||||||
Nutanix Inc, Cl A * |
491 | 38 | ||||||
Okta Inc, Cl A * |
355 | 32 | ||||||
Oracle Corp |
3,587 | 596 | ||||||
Palantir Technologies Inc, Cl A * |
4,287 | 364 | ||||||
Palo Alto Networks Inc * |
1,516 | 289 | ||||||
Procore Technologies Inc * |
162 | 12 | ||||||
PTC Inc * |
318 | 52 | ||||||
Q2 Holdings Inc * |
33 | 3 | ||||||
Roper Technologies Inc |
234 | 137 | ||||||
Salesforce Inc |
2,110 | 628 | ||||||
SentinelOne Inc, Cl A * |
227 | 5 | ||||||
ServiceNow Inc * |
447 | 416 | ||||||
Snowflake Inc, Cl A * |
728 | 129 | ||||||
SPS Commerce Inc * |
32 | 4 | ||||||
Synopsys Inc * |
355 | 162 | ||||||
Tenable Holdings Inc * |
22 | 1 | ||||||
Twilio Inc, Cl A * |
281 | 34 | ||||||
Tyler Technologies Inc * |
98 | 60 | ||||||
UiPath Inc, Cl A * |
2,002 | 25 | ||||||
Unity Software Inc * |
978 | 25 | ||||||
Varonis Systems Inc, Cl B * |
569 | 24 | ||||||
VeriSign Inc * |
212 | 50 | ||||||
Workday Inc, Cl A * |
523 | 138 | ||||||
Zoom Video Communications Inc, Cl A * |
745 | 55 | ||||||
Zscaler Inc * |
250 | 49 | ||||||
| 13,848 | ||||||||
Real Estate — 2.9% |
||||||||
Acadia Realty Trust ‡ |
1,420 | 33 | ||||||
Agree Realty Corp ‡ |
1,661 | 123 | ||||||
Alexander & Baldwin Inc ‡ |
666 | 12 | ||||||
Alexandria Real Estate Equities Inc ‡ |
2,619 | 268 | ||||||
American Assets Trust Inc ‡ |
1,452 | 33 | ||||||
American Healthcare REIT Inc ‡ |
2,627 | 78 | ||||||
American Homes 4 Rent, Cl A ‡ |
4,675 | 173 | ||||||
American Tower Corp, Cl A ‡ |
6,786 | 1,395 | ||||||
Americold Realty Trust Inc ‡ |
3,951 | 91 | ||||||
Apartment Investment and Management Co, Cl A ‡ |
962 | 9 | ||||||
Apple Hospitality REIT Inc ‡ |
2,807 | 42 | ||||||
Armada Hoffler Properties Inc ‡ |
5,383 | 49 | ||||||
AvalonBay Communities Inc ‡ |
2,067 | 467 | ||||||
Brandywine Realty Trust ‡ |
1,025 | 5 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Brixmor Property Group Inc ‡ |
4,169 | $ | 117 | |||||
Broadstone Net Lease Inc, Cl A ‡ |
2,229 | 38 | ||||||
BXP Inc ‡ |
2,562 | 182 | ||||||
Camden Property Trust ‡ |
1,362 | 169 | ||||||
CareTrust REIT Inc ‡ |
2,576 | 67 | ||||||
CBRE Group Inc, Cl A * |
4,661 | 662 | ||||||
Centerspace ‡ |
430 | 28 | ||||||
Compass Inc, Cl A * |
4,431 | 40 | ||||||
COPT Defense Properties ‡ |
1,824 | 49 | ||||||
CoStar Group Inc * |
5,885 | 449 | ||||||
Cousins Properties Inc ‡ |
2,767 | 84 | ||||||
Crown Castle Inc ‡ |
6,066 | 571 | ||||||
CubeSmart ‡ |
3,211 | 133 | ||||||
Curbline Properties Corp ‡ |
1,744 | 43 | ||||||
Cushman & Wakefield PLC * |
4,153 | 49 | ||||||
DiamondRock Hospitality Co ‡ |
4,058 | 33 | ||||||
Digital Realty Trust Inc ‡ |
4,762 | 744 | ||||||
Douglas Emmett Inc ‡ |
2,945 | 51 | ||||||
Easterly Government Properties Inc, Cl A ‡ |
853 | 10 | ||||||
EastGroup Properties Inc ‡ |
771 | 141 | ||||||
Elme Communities ‡ |
833 | 14 | ||||||
Empire State Realty Trust Inc, Cl A ‡ |
2,829 | 26 | ||||||
EPR Properties ‡ |
884 | 47 | ||||||
Equinix Inc ‡ |
1,377 | 1,246 | ||||||
Equity LifeStyle Properties Inc ‡ |
2,513 | 172 | ||||||
Equity Residential ‡ |
5,470 | 406 | ||||||
Essential Properties Realty Trust Inc ‡ |
2,294 | 75 | ||||||
Essex Property Trust Inc ‡ |
950 | 296 | ||||||
eXp World Holdings Inc |
1,020 | 10 | ||||||
Extra Space Storage Inc ‡ |
3,053 | 466 | ||||||
Federal Realty Investment Trust ‡ |
1,104 | 116 | ||||||
First Industrial Realty Trust Inc ‡ |
1,836 | 105 | ||||||
Four Corners Property Trust Inc ‡ |
1,127 | 32 | ||||||
Gaming and Leisure Properties Inc ‡ |
3,582 | 180 | ||||||
Getty Realty Corp ‡ |
1,013 | 32 | ||||||
Gladstone Commercial Corp ‡ |
2,208 | 36 | ||||||
Global Net Lease Inc ‡ |
3,525 | 28 | ||||||
Healthcare Realty Trust Inc, Cl A ‡ |
5,015 | 86 | ||||||
Healthpeak Properties Inc ‡ |
9,365 | 192 | ||||||
Highwoods Properties Inc ‡ |
1,126 | 33 | ||||||
Host Hotels & Resorts Inc ‡ |
9,786 | 158 | ||||||
Howard Hughes Holdings Inc * |
469 | 37 | ||||||
Independence Realty Trust Inc ‡ |
2,888 | 63 | ||||||
Innovative Industrial Properties Inc, Cl A ‡ |
383 | 28 | ||||||
InvenTrust Properties Corp ‡ |
1,459 | 43 | ||||||
Invitation Homes Inc ‡ |
8,389 | 285 | ||||||
Iron Mountain Inc ‡ |
4,323 | 403 | ||||||
JBG SMITH Properties ‡ |
2,091 | 32 | ||||||
Jones Lang LaSalle Inc * |
709 | 193 | ||||||
Kennedy-Wilson Holdings Inc |
691 | 7 | ||||||
Kilroy Realty Corp ‡ |
1,506 | 54 | ||||||
Kimco Realty Corp ‡ |
9,280 | 205 | ||||||
Kite Realty Group Trust ‡ |
3,172 | 73 | ||||||
SEI Institutional Investments Trust
351
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Lamar Advertising Co, Cl A ‡ |
1,179 | $ | 146 | |||||
Lineage Inc ‡ |
927 | 56 | ||||||
LTC Properties Inc ‡ |
630 | 22 | ||||||
LXP Industrial Trust, Cl B ‡ |
2,833 | 25 | ||||||
Macerich Co/The ‡ |
4,583 | 83 | ||||||
Marcus & Millichap Inc |
136 | 5 | ||||||
Medical Properties Trust Inc ‡ |
5,740 | 34 | ||||||
Mid-America Apartment Communities Inc ‡ |
1,756 | 295 | ||||||
National Health Investors Inc ‡ |
543 | 39 | ||||||
National Storage Affiliates Trust ‡ |
1,000 | 39 | ||||||
NETSTREIT Corp ‡ |
13,282 | 199 | ||||||
Newmark Group Inc, Cl A |
1,146 | 17 | ||||||
NexPoint Residential Trust Inc ‡ |
680 | 29 | ||||||
NNN REIT Inc ‡ |
3,049 | 129 | ||||||
Omega Healthcare Investors Inc ‡ |
3,740 | 138 | ||||||
Opendoor Technologies Inc * |
9,235 | 12 | ||||||
Outfront Media Inc ‡ |
3,084 | 57 | ||||||
Paramount Group Inc ‡ |
6,372 | 29 | ||||||
Park Hotels & Resorts Inc ‡ |
2,647 | 32 | ||||||
Pebblebrook Hotel Trust ‡ |
904 | 11 | ||||||
Phillips Edison & Co Inc ‡ |
1,460 | 54 | ||||||
Piedmont Office Realty Trust Inc, Cl A ‡ |
2,606 | 20 | ||||||
PotlatchDeltic Corp ‡ |
2,375 | 110 | ||||||
Prologis Inc ‡ |
13,470 | 1,669 | ||||||
Public Storage ‡ |
2,223 | 675 | ||||||
Rayonier Inc ‡ |
2,078 | 55 | ||||||
Realty Income Corp ‡ |
12,340 | 704 | ||||||
Redfin Corp * |
882 | 6 | ||||||
Regency Centers Corp ‡ |
2,584 | 198 | ||||||
Rexford Industrial Realty Inc ‡ |
3,404 | 141 | ||||||
RLJ Lodging Trust ‡ |
3,616 | 33 | ||||||
Ryman Hospitality Properties Inc ‡ |
691 | 68 | ||||||
Sabra Health Care REIT Inc ‡ |
3,721 | 62 | ||||||
Safehold Inc ‡ |
1,365 | 25 | ||||||
SBA Communications Corp, Cl A ‡ |
1,567 | 341 | ||||||
Service Properties Trust ‡ |
5,418 | 16 | ||||||
Simon Property Group Inc ‡ |
4,720 | 878 | ||||||
SITE Centers Corp ‡ |
872 | 12 | ||||||
SL Green Realty Corp ‡ |
1,003 | 65 | ||||||
St Joe Co/The |
386 | 19 | ||||||
STAG Industrial Inc ‡ |
2,579 | 93 | ||||||
Sun Communities Inc ‡ |
1,802 | 245 | ||||||
Sunstone Hotel Investors Inc ‡ |
2,968 | 31 | ||||||
Tanger Inc ‡ |
1,732 | 61 | ||||||
Terreno Realty Corp ‡ |
2,773 | 188 | ||||||
UDR Inc ‡ |
4,721 | 213 | ||||||
UMH Properties Inc ‡ |
1,654 | 31 | ||||||
Uniti Group Inc ‡ |
4,971 | 29 | ||||||
Urban Edge Properties ‡ |
2,660 | 55 | ||||||
Ventas Inc ‡ |
6,251 | 432 | ||||||
Veris Residential Inc ‡ |
1,495 | 25 | ||||||
VICI Properties Inc, Cl A ‡ |
14,480 | 470 | ||||||
Vornado Realty Trust ‡ |
2,442 | 103 | ||||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
Welltower Inc ‡ |
8,781 | $ | 1,348 | |||||
Weyerhaeuser Co ‡ |
10,390 | 313 | ||||||
WP Carey Inc ‡ |
3,058 | 196 | ||||||
Xenia Hotels & Resorts Inc ‡ |
2,525 | 34 | ||||||
Zillow Group Inc, Cl A * |
586 | 44 | ||||||
Zillow Group Inc, Cl C * |
2,761 | 212 | ||||||
| 22,288 | ||||||||
Utilities — 1.4% |
||||||||
AES Corp/The |
5,814 | 67 | ||||||
ALLETE Inc |
454 | 30 | ||||||
Alliant Energy Corp |
2,013 | 130 | ||||||
Ameren Corp |
2,254 | 229 | ||||||
American Electric Power Co Inc |
3,879 | 411 | ||||||
American States Water Co |
222 | 17 | ||||||
American Water Works Co Inc |
1,649 | 224 | ||||||
Atmos Energy Corp |
1,309 | 199 | ||||||
Avista Corp |
373 | 15 | ||||||
Black Hills Corp |
539 | 33 | ||||||
Brookfield Renewable Corp |
1,331 | 37 | ||||||
California Water Service Group |
479 | 22 | ||||||
CenterPoint Energy Inc |
5,572 | 192 | ||||||
Chesapeake Utilities Corp |
224 | 28 | ||||||
Clearway Energy Inc, Cl C |
1,217 | 34 | ||||||
CMS Energy Corp |
2,504 | 183 | ||||||
Consolidated Edison Inc |
2,552 | 259 | ||||||
Constellation Energy Corp |
2,702 | 677 | ||||||
Dominion Energy Inc |
6,927 | 392 | ||||||
DTE Energy Co |
1,717 | 230 | ||||||
Duke Energy Corp |
5,442 | 639 | ||||||
Edison International |
3,157 | 172 | ||||||
Entergy Corp |
3,599 | 314 | ||||||
Essential Utilities Inc |
1,722 | 65 | ||||||
Evergy Inc |
1,610 | 111 | ||||||
Eversource Energy |
3,240 | 204 | ||||||
Exelon Corp |
7,871 | 348 | ||||||
FirstEnergy Corp |
4,614 | 179 | ||||||
IDACORP Inc |
524 | 62 | ||||||
MDU Resources Group Inc |
3,507 | 60 | ||||||
MGE Energy Inc |
203 | 19 | ||||||
National Fuel Gas Co |
652 | 49 | ||||||
New Jersey Resources Corp |
716 | 35 | ||||||
NextEra Energy Inc |
16,209 | 1,137 | ||||||
NiSource Inc |
3,518 | 144 | ||||||
Northwest Natural Holding Co |
440 | 18 | ||||||
Northwestern Energy Group Inc |
385 | 22 | ||||||
NRG Energy Inc |
1,606 | 170 | ||||||
OGE Energy Corp |
1,985 | 92 | ||||||
ONE Gas Inc |
504 | 38 | ||||||
Ormat Technologies Inc |
438 | 31 | ||||||
Otter Tail Corp |
302 | 24 | ||||||
PG&E Corp |
17,934 | 293 | ||||||
Pinnacle West Capital Corp |
805 | 74 | ||||||
Portland General Electric Co |
1,208 | 54 | ||||||
352
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK (continued) |
||||||||
PPL Corp |
5,824 | $ | 205 | |||||
Public Service Enterprise Group Inc |
4,122 | 335 | ||||||
Sempra |
5,187 | 371 | ||||||
SJW Group |
437 | 23 | ||||||
Southern Co/The |
9,012 | 809 | ||||||
Southwest Gas Holdings Inc |
639 | 48 | ||||||
Spire Inc |
462 | 36 | ||||||
TXNM Energy Inc |
569 | 30 | ||||||
UGI Corp |
1,531 | 52 | ||||||
Vistra Corp |
2,953 | 395 | ||||||
WEC Energy Group Inc |
2,561 | 273 | ||||||
Xcel Energy Inc |
4,611 | 332 | ||||||
| 10,672 | ||||||||
Total Common Stock |
||||||||
(Cost $105,698) ($ Thousands) |
216,057 | |||||||
Face Amount |
||||||||
CORPORATE OBLIGATIONS — 6.1% |
||||||||
Communication Services — 0.2% |
||||||||
DISH DBS |
||||||||
5.250%, 12/01/2026 (D) |
$ | 920 | 865 | |||||
Prosus |
||||||||
3.680%, 01/21/2030 |
207 | 190 | ||||||
Time Warner Cable LLC |
||||||||
4.500%, 09/15/2042 |
245 | 189 | ||||||
Warnermedia Holdings |
||||||||
3.755%, 03/15/2027 |
596 | 582 | ||||||
| 1,826 | ||||||||
Consumer Discretionary — 0.7% |
||||||||
Ford Motor |
||||||||
3.250%, 02/12/2032 |
369 | 308 | ||||||
Ford Motor Credit LLC |
||||||||
6.125%, 03/08/2034 |
338 | 330 | ||||||
General Motors Financial |
||||||||
5.750%, 02/08/2031 |
708 | 720 | ||||||
Harley-Davidson Financial Services |
||||||||
6.500%, 03/10/2028 (D) |
26 | 27 | ||||||
3.050%, 02/14/2027 (D) |
634 | 608 | ||||||
Hilton Domestic Operating |
||||||||
5.875%, 04/01/2029 (D) |
518 | 522 | ||||||
Hyundai Capital America |
||||||||
6.100%, 09/21/2028 (D) |
292 | 304 | ||||||
5.275%, 06/24/2027 (D) |
94 | 95 | ||||||
5.250%, 01/08/2027 (D) |
200 | 202 | ||||||
Marriott International |
||||||||
5.300%, 05/15/2034 |
277 | 279 | ||||||
4.900%, 04/15/2029 |
401 | 405 | ||||||
MDC Holdings |
||||||||
6.000%, 01/15/2043 |
340 | 344 | ||||||
Nissan Motor |
||||||||
4.345%, 09/17/2027 (D) |
1,034 | 1,016 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Wynn Macau |
||||||||
5.625%, 08/26/2028 (D) |
$ | 341 | $ | 331 | ||||
| 5,491 | ||||||||
Consumer Staples — 0.4% |
||||||||
Cargill |
||||||||
5.125%, 10/11/2032 (D) |
210 | 214 | ||||||
Cencosud |
||||||||
5.950%, 05/28/2031 (D) |
212 | 216 | ||||||
General Mills |
||||||||
4.875%, 01/30/2030 |
374 | 375 | ||||||
4.700%, 01/30/2027 |
194 | 195 | ||||||
Imperial Brands Finance PLC MTN |
||||||||
5.875%, 07/01/2034 (D) |
600 | 610 | ||||||
Philip Morris International |
||||||||
5.375%, 02/15/2033 |
606 | 620 | ||||||
Roche Holdings |
||||||||
4.203%, 09/09/2029 (D) |
561 | 557 | ||||||
Virgolino de Oliveira Finance |
||||||||
10.500%, 01/28/2018 (D)(E) |
497 | 1 | ||||||
| 2,788 | ||||||||
Energy — 0.4% |
||||||||
Continental Resources/Oklahoma |
||||||||
4.375%, 01/15/2028 |
574 | 565 | ||||||
Devon Energy |
||||||||
5.200%, 09/15/2034 |
559 | 543 | ||||||
Ecopetrol |
||||||||
8.625%, 01/19/2029 |
611 | 654 | ||||||
Occidental Petroleum |
||||||||
6.625%, 09/01/2030 |
163 | 172 | ||||||
5.375%, 01/01/2032 |
195 | 194 | ||||||
5.200%, 08/01/2029 |
184 | 185 | ||||||
ONEOK |
||||||||
6.050%, 09/01/2033 |
271 | 284 | ||||||
ONEOK Partners |
||||||||
6.125%, 02/01/2041 |
54 | 56 | ||||||
Var Energi |
||||||||
8.000%, 11/15/2032 (D) |
357 | 406 | ||||||
7.500%, 01/15/2028 (D) |
276 | 293 | ||||||
| 3,352 | ||||||||
Financials — 2.7% |
||||||||
AIB Group |
||||||||
6.608%, SOFRRATE + 2.330%, 09/13/2029 (B)(D) |
308 | 326 | ||||||
Ally Financial |
||||||||
6.992%, SOFRRATE + 3.260%, 06/13/2029 (B) |
300 | 316 | ||||||
American Express |
||||||||
5.098%, SOFRRATE + 1.000%, 02/16/2028 (B) |
708 | 716 | ||||||
Athene Global Funding |
||||||||
5.620%, 05/08/2026 (D) |
263 | 266 | ||||||
SEI Institutional Investments Trust
353
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
5.583%, 01/09/2029 (D) |
$ | 32 | $ | 33 | ||||
2.717%, 01/07/2029 (D) |
80 | 74 | ||||||
2.550%, 11/19/2030 (D) |
47 | 41 | ||||||
1.985%, 08/19/2028 (D) |
211 | 191 | ||||||
Aviation Capital Group LLC |
||||||||
4.875%, 10/01/2025 (D) |
175 | 175 | ||||||
4.125%, 08/01/2025 (D) |
6 | 6 | ||||||
3.500%, 11/01/2027 (D) |
104 | 100 | ||||||
1.950%, 01/30/2026 (D) |
406 | 395 | ||||||
1.950%, 09/20/2026 (D) |
142 | 136 | ||||||
Banco Bilbao Vizcaya Argentaria |
||||||||
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
200 | 227 | ||||||
5.381%, 03/13/2029 |
200 | 205 | ||||||
Banco Santander |
||||||||
6.921%, 08/08/2033 |
400 | 430 | ||||||
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
200 | 198 | ||||||
Bank of Ireland Group |
||||||||
6.253%, H15T1Y + 2.650%, 09/16/2026 (B)(D) |
368 | 371 | ||||||
Bank of Ireland Group PLC |
||||||||
5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D) |
251 | 257 | ||||||
Barclays PLC |
||||||||
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
253 | 257 | ||||||
5.335%, SOFRRATE + 1.910%, 09/10/2035 (B) |
296 | 292 | ||||||
BPCE |
||||||||
6.508%, SOFRRATE + 2.791%, 01/18/2035 (B)(D) |
704 | 731 | ||||||
CaixaBank |
||||||||
6.684%, SOFRRATE + 2.080%, 09/13/2027 (B)(D) |
229 | 236 | ||||||
6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D) |
391 | 406 | ||||||
Capital One Financial |
||||||||
6.377%, SOFRRATE + 2.860%, 06/08/2034 (B) |
470 | 499 | ||||||
Charles Schwab |
||||||||
4.000%, H15T5Y + 3.168%(B)(F) |
583 | 569 | ||||||
Citigroup |
||||||||
7.625%, H15T5Y + 3.211%(B)(F) |
73 | 76 | ||||||
6.020%, SOFRRATE + 1.830%, 01/24/2036 (B) |
12 | 12 | ||||||
4.542%, SOFRRATE + 1.338%, 09/19/2030 (B) |
564 | 556 | ||||||
Credit Agricole MTN |
||||||||
6.251%, SOFRRATE + 2.670%, 01/10/2035 (B)(D) |
470 | 487 | ||||||
Danske Bank |
||||||||
4.613%, H15T1Y + 1.100%, 10/02/2030 (B)(D) |
272 | 268 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Deutsche Bank NY |
||||||||
5.373%, SOFRRATE + 1.210%, 01/10/2029 (B) |
$ | 241 | $ | 243 | ||||
2.129%, SOFRRATE + 1.870%, 11/24/2026 (B) |
330 | 324 | ||||||
Goldman Sachs Group |
||||||||
4.125%, H15T5Y + 2.949%(B)(F) |
296 | 287 | ||||||
HSBC Holdings PLC |
||||||||
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) |
762 | 846 | ||||||
ING Groep |
||||||||
6.083%, SOFRRATE + 1.560%, 09/11/2027 (B) |
371 | 379 | ||||||
Intesa Sanpaolo |
||||||||
7.200%, 11/28/2033 (D) |
231 | 258 | ||||||
Lloyds Banking Group |
||||||||
7.953%, H15T1Y + 3.750%, 11/15/2033 (B) |
323 | 370 | ||||||
7.500%, USISDA05 + 4.496%(B)(F) |
805 | 813 | ||||||
Lloyds Banking Group PLC |
||||||||
4.976%, H15T1Y + 2.300%, 08/11/2033 (B) |
535 | 527 | ||||||
Mastercard |
||||||||
4.550%, 01/15/2035 |
403 | 393 | ||||||
Morgan Stanley |
||||||||
0.406%, 10/29/2027 (B) |
EUR | 438 | 439 | |||||
Morgan Stanley Bank |
||||||||
5.504%, SOFRRATE + 0.865%, 05/26/2028 (B) |
$ | 250 | 254 | |||||
Nationwide Building Society MTN |
||||||||
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
307 | 297 | ||||||
NatWest Group |
||||||||
3.032%, H15T5Y + 2.350%, 11/28/2035 (B) |
239 | 212 | ||||||
Principal Life Global Funding II |
||||||||
5.100%, 01/25/2029 (D) |
439 | 446 | ||||||
Santander UK Group Holdings |
||||||||
5.694%, SOFRINDX + 1.524%, 04/15/2031 (B) |
268 | 274 | ||||||
Societe Generale |
||||||||
5.519%, H15T1Y + 1.500%, 01/19/2028 (B)(D) |
221 | 223 | ||||||
2.889%, H15T1Y + 1.300%, 06/09/2032 (B)(D) |
200 | 173 | ||||||
2.797%, H15T1Y + 1.300%, 01/19/2028 (B)(D) |
303 | 291 | ||||||
Standard Chartered |
||||||||
6.059%, TSFR3M + 1.772%(B)(D)(F) |
400 | 384 | ||||||
5.545%, H15T1Y + 1.050%, 01/21/2029 (B)(D) |
355 | 361 | ||||||
3.971%, H15T1Y + 1.650%, 03/30/2026 (B)(D) |
207 | 207 | ||||||
354
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Sumitomo Mitsui Trust Bank MTN |
||||||||
4.450%, 09/10/2027 (D) |
$ | 212 | $ | 212 | ||||
Svenska Handelsbanken |
||||||||
4.750%, H15T5Y + 4.048%(B)(F) |
600 | 547 | ||||||
Swiss Re Finance Luxembourg |
||||||||
5.000%, H15T5Y + 3.582%, 04/02/2049 (B) |
200 | 199 | ||||||
Toronto-Dominion Bank |
||||||||
5.298%, 01/30/2032 |
266 | 271 | ||||||
5.146%, H15T5Y + 1.500%, 09/10/2034 (B) |
195 | 193 | ||||||
UBS |
||||||||
4.864%, SOFRRATE + 0.720%, 01/10/2028 (B) |
563 | 565 | ||||||
UBS Group |
||||||||
9.250%, H15T5Y + 4.745%(B)(D)(F) |
278 | 304 | ||||||
6.373%, SOFRRATE + 3.340%, 07/15/2026 (B)(D) |
277 | 279 | ||||||
UniCredit |
||||||||
2.569%, H15T1Y + 2.300%, 09/22/2026 (B)(D) |
421 | 416 | ||||||
1.982%, H15T1Y + 1.200%, 06/03/2027 (B)(D) |
229 | 221 | ||||||
Wells Fargo MTN |
||||||||
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
1,063 | 955 | ||||||
| 21,015 | ||||||||
Health Care — 0.0% |
||||||||
Organon & Co |
||||||||
2.875%, 04/30/2028 |
EUR | 200 | 203 | |||||
Industrials — 0.6% |
||||||||
Boeing |
||||||||
3.250%, 02/01/2028 |
$ | 296 | 283 | |||||
Caterpillar Financial Services |
||||||||
4.450%, 10/16/2026 |
559 | 561 | ||||||
Delta Air Lines |
||||||||
4.750%, 10/20/2028 (D) |
450 | 447 | ||||||
ENA Master Trust |
||||||||
4.000%, 05/19/2048 (D) |
269 | 198 | ||||||
Honeywell International |
||||||||
4.125%, 11/02/2034 |
EUR | 720 | 790 | |||||
Lima Metro Line 2 Finance |
||||||||
5.875%, 07/05/2034 |
$ | 193 | 194 | |||||
4.350%, 04/05/2036 |
481 | 450 | ||||||
Quikrete Holdings |
||||||||
6.375%, 03/01/2032 (D) |
265 | 269 | ||||||
Regal Rexnord |
||||||||
6.050%, 02/15/2026 |
770 | 776 | ||||||
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Waste Management |
||||||||
4.500%, 03/15/2028 |
$ | 573 | $ | 575 | ||||
| 4,543 | ||||||||
Information Technology — 0.2% |
||||||||
Broadcom |
||||||||
5.050%, 07/12/2027 |
223 | 226 | ||||||
4.150%, 02/15/2028 |
143 | 141 | ||||||
Oracle |
||||||||
5.500%, 08/03/2035 |
474 | 484 | ||||||
TSMC Arizona |
||||||||
3.875%, 04/22/2027 |
345 | 342 | ||||||
| 1,193 | ||||||||
Materials — 0.1% |
||||||||
Braskem Netherlands Finance BV |
||||||||
8.000%, 10/15/2034 (D) |
272 | 261 | ||||||
Glencore Funding LLC |
||||||||
6.500%, 10/06/2033 (D) |
327 | 353 | ||||||
5.338%, 04/04/2027 (D) |
297 | 301 | ||||||
Volcan Cia Minera SAA |
||||||||
8.750%, 01/24/2030 (D) |
69 | 67 | ||||||
| 982 | ||||||||
Utilities — 0.8% |
||||||||
Aegea Finance Sarl |
||||||||
6.750%, 05/20/2029 |
280 | 276 | ||||||
AES Panama Generation Holdings SRL |
||||||||
4.375%, 05/31/2030 (D) |
282 | 250 | ||||||
Alexander Funding Trust II |
||||||||
7.467%, 07/31/2028 (D) |
104 | 111 | ||||||
American Electric Power |
||||||||
6.950%, H15T5Y + 2.675%, 12/15/2054 (B) |
372 | 380 | ||||||
CenterPoint Energy Houston Electric LLC |
||||||||
5.050%, 03/01/2035 |
526 | 525 | ||||||
4.950%, 04/01/2033 |
47 | 47 | ||||||
Chile Electricity Lux Mpc II SARL |
||||||||
5.580%, 10/20/2035 (D) |
558 | 553 | ||||||
Comision Federal de Electricidad |
||||||||
4.688%, 05/15/2029 (D) |
501 | 477 | ||||||
Duke Energy Carolinas NC Storm Funding LLC |
||||||||
2.617%, 07/01/2041 |
314 | 250 | ||||||
Electricite de France |
||||||||
9.125%, H15T5Y + 5.411%(B)(D)(F) |
261 | 298 | ||||||
Engie Energia Chile |
||||||||
6.375%, 04/17/2034 (D) |
330 | 338 | ||||||
3.400%, 01/28/2030 |
349 | 315 | ||||||
FIEMEX Energia - Banco Actinver Institucion de Banca Multiple |
||||||||
7.250%, 01/31/2041 (D) |
283 | 284 | ||||||
Israel Electric MTN |
||||||||
4.250%, 08/14/2028 (D) |
236 | 227 | ||||||
SEI Institutional Investments Trust
355
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
CORPORATE OBLIGATIONS (continued) |
||||||||
Kallpa Generacion |
||||||||
5.875%, 01/30/2032 (D) |
$ | 578 | $ | 587 | ||||
Niagara Mohawk Power |
||||||||
5.290%, 01/17/2034 (D) |
212 | 212 | ||||||
Terraform Global Operating LLC |
||||||||
6.125%, 03/01/2026 (D) |
45 | 45 | ||||||
Vistra |
||||||||
7.000%, H15T5Y + 5.740%(B)(D)(F) |
272 | 276 | ||||||
Vistra Operations LLC |
||||||||
6.950%, 10/15/2033 (D) |
415 | 452 | ||||||
| 5,903 | ||||||||
Total Corporate Obligations |
||||||||
(Cost $47,207) ($ Thousands) |
47,296 | |||||||
ASSET-BACKED SECURITIES — 3.3% |
||||||||
Automotive — 1.3% |
||||||||
ACM Auto Trust, Ser 2024-1A, Cl A |
||||||||
7.710%, 01/21/2031(D) |
119 | 119 | ||||||
ACM Auto Trust, Ser 2024-2A, Cl A |
||||||||
6.060%, 02/20/2029(D) |
630 | 632 | ||||||
ACM Auto Trust, Ser 2025-1A, Cl A |
||||||||
5.380%, 06/20/2029(D) |
407 | 408 | ||||||
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
||||||||
6.090%, 11/12/2027(D) |
635 | 636 | ||||||
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
||||||||
5.840%, 10/19/2026 |
32 | 33 | ||||||
Arivo Acceptance Auto Loan Receivables Trust, Ser 2024-1A, Cl A |
||||||||
6.460%, 04/17/2028(D) |
111 | 111 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A |
||||||||
5.440%, 02/22/2028(D) |
589 | 598 | ||||||
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B |
||||||||
6.120%, 04/20/2028(D) |
485 | 495 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
||||||||
1.020%, 06/12/2028 |
43 | 41 | ||||||
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
||||||||
2.300%, 09/11/2028 |
78 | 76 | ||||||
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
||||||||
2.610%, 09/11/2028 |
420 | 394 | ||||||
Carvana Auto Receivables Trust, Ser 2024-P3, Cl A2 |
||||||||
4.610%, 11/10/2027 |
667 | 667 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
||||||||
2.170%, 04/16/2029(D) |
$ | 84 | $ | 83 | ||||
FHF Trust, Ser 2021-2A, Cl A |
||||||||
0.830%, 12/15/2026(D) |
13 | 13 | ||||||
FHF Trust, Ser 2023-1A, Cl A2 |
||||||||
6.570%, 06/15/2028(D) |
188 | 190 | ||||||
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
||||||||
5.760%, 04/15/2027(D) |
93 | 93 | ||||||
Flagship Credit Auto Trust, Ser 2024-3, Cl A |
||||||||
4.880%, 11/15/2028(D) |
310 | 311 | ||||||
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
||||||||
2.310%, 10/17/2033(D) |
510 | 494 | ||||||
GLS Auto Receivables Issuer Trust, Ser 2024-3A, Cl A2 |
||||||||
5.350%, 08/16/2027(D) |
546 | 548 | ||||||
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C |
||||||||
2.630%, 06/25/2026(D) |
400 | 398 | ||||||
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
||||||||
5.210%, 06/15/2027(D) |
91 | 91 | ||||||
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
||||||||
6.920%, 08/15/2028(D) |
585 | 596 | ||||||
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
||||||||
7.090%, 10/16/2028(D) |
283 | 289 | ||||||
Lendbuzz Securitization Trust, Ser 2025-1A, Cl A2 |
||||||||
5.100%, 10/15/2030(D) |
818 | 822 | ||||||
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
||||||||
5.380%, 11/25/2030(D) |
135 | 135 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
||||||||
5.281%, 05/15/2032(D) |
41 | 41 | ||||||
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
||||||||
6.451%, 12/15/2032(D) |
79 | 79 | ||||||
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl B |
||||||||
5.610%, 07/17/2028 |
545 | 550 | ||||||
Santander Drive Auto Receivables Trust, Ser 2024-4, Cl A2 |
||||||||
5.410%, 07/15/2027 |
466 | 467 | ||||||
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A |
||||||||
6.360%, 12/15/2027(D) |
212 | 213 | ||||||
United Auto Credit Securitization Trust, Ser 2024-1, Cl A |
||||||||
6.170%, 08/10/2026(D) |
34 | 34 | ||||||
356
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
||||||||
5.920%, 03/15/2027 |
$ | 40 | $ | 40 | ||||
| 9,697 | ||||||||
Credit Cards — 0.2% |
||||||||
Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1 |
||||||||
6.050%, 07/15/2027(D) |
650 | 658 | ||||||
Mission Lane Credit Card Master Trust, Ser 2024-B, Cl A |
||||||||
5.880%, 01/15/2030(D) |
958 | 965 | ||||||
| 1,623 | ||||||||
Other Asset-Backed Securities — 1.8% |
||||||||
AB Issuer LLC, Ser 2021-1, Cl A2 |
||||||||
3.734%, 07/30/2051(D) |
702 | 657 | ||||||
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
||||||||
1.170%, 11/16/2026(D) |
4 | 4 | ||||||
Affirm Asset Securitization Trust, Ser 2024-X1, Cl A |
||||||||
6.270%, 05/15/2029(D) |
181 | 182 | ||||||
Affirm Asset Securitization Trust, Ser 2024-X2, Cl A |
||||||||
5.220%, 12/17/2029(D) |
495 | 495 | ||||||
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
||||||||
5.300%, 06/21/2028(D) |
101 | 101 | ||||||
Apidos CLO XXXV, Ser 2021-35A, Cl A |
||||||||
5.605%, TSFR3M + 1.312%, 04/20/2034(B)(D) |
853 | 855 | ||||||
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
||||||||
2.080%, 02/15/2027(D) |
47 | 47 | ||||||
Bellemeade Re, Ser 2022-2, Cl M1A |
||||||||
8.352%, SOFR30A + 4.000%, 09/27/2032(B)(D) |
463 | 468 | ||||||
Bellemeade Re, Ser 2023-1, Cl M1A |
||||||||
6.552%, SOFR30A + 2.200%, 10/25/2033(B)(D) |
678 | 682 | ||||||
Cajun Global LLC, Ser 2021-1, Cl A2 |
||||||||
3.931%, 11/20/2051(D) |
161 | 156 | ||||||
College Ave Student Loans LLC, Ser 2021-C, Cl B |
||||||||
2.720%, 07/26/2055(D) |
157 | 142 | ||||||
Dext ABS LLC, Ser 2023-1, Cl A2 |
||||||||
5.990%, 03/15/2032(D) |
494 | 498 | ||||||
Diamond Issuer, Ser 2021-1A, Cl A |
||||||||
2.305%, 11/20/2051(D) |
768 | 721 | ||||||
Eagle RE, Ser 2023-1, Cl M1A |
||||||||
6.352%, SOFR30A + 2.000%, 09/26/2033(B)(D) |
479 | 481 | ||||||
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
Equify ABS LLC, Ser 2024-1A, Cl A |
||||||||
5.430%, 04/18/2033(D) |
$ | 475 | $ | 475 | ||||
GCI Funding I LLC, Ser 2021-1, Cl A |
||||||||
2.380%, 06/18/2046(D) |
205 | 189 | ||||||
Hardee's Funding LLC, Ser 2018-1A, Cl A23 |
||||||||
5.710%, 06/20/2048(D) |
363 | 361 | ||||||
Hardee's Funding LLC, Ser 2020-1A, Cl A2 |
||||||||
3.981%, 12/20/2050(D) |
255 | 244 | ||||||
Kings Park CLO, Ser 2021-1A, Cl A |
||||||||
5.685%, TSFR3M + 1.392%, 01/21/2035(B)(D) |
706 | 707 | ||||||
Marlette Funding Trust, Ser 2023-3A, Cl B |
||||||||
6.710%, 09/15/2033(D) |
881 | 885 | ||||||
Marlette Funding Trust, Ser 2024-1A, Cl A |
||||||||
5.950%, 07/17/2034(D) |
148 | 148 | ||||||
MVW LLC, Ser 2021-2A, Cl B |
||||||||
1.830%, 05/20/2039(D) |
140 | 132 | ||||||
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
||||||||
1.630%, 04/20/2062(D) |
119 | 111 | ||||||
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
||||||||
5.695%, TSFR3M + 1.392%, 07/17/2035(B)(D) |
624 | 626 | ||||||
NMEF Funding LLC, Ser 2022-B, Cl A2 |
||||||||
6.070%, 06/15/2029(D) |
74 | 74 | ||||||
Octane Receivables Trust, Ser 2021-2A, Cl B |
||||||||
2.020%, 09/20/2028(D) |
575 | 565 | ||||||
Oportun Funding Trust, Ser 2025-1, Cl A |
||||||||
4.960%, 08/16/2032(D) |
589 | 589 | ||||||
Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A |
||||||||
6.278%, 10/15/2031(D) |
277 | 280 | ||||||
Pagaya Ai Debt Grantor Trust, Ser 2024-9, Cl B |
||||||||
5.306%, 03/15/2032(D) |
950 | 951 | ||||||
Pagaya AI Debt Grantor Trust, Ser 2025-1, Cl A |
||||||||
4.939%, 07/15/2032(B)(D) |
342 | 342 | ||||||
Pagaya AI Debt Trust, Ser 2024-3, Cl A |
||||||||
6.258%, 10/15/2031(D) |
291 | 294 | ||||||
Rad CLO 14, Ser 2021-14A, Cl A |
||||||||
5.734%, TSFR3M + 1.432%, 01/15/2035(B)(D) |
500 | 501 | ||||||
Regatta XIX Funding, Ser 2022-1A, Cl A1 |
||||||||
5.613%, TSFR3M + 1.320%, 04/20/2035(B)(D) |
691 | 693 | ||||||
SEI Institutional Investments Trust
357
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
ASSET-BACKED SECURITIES (continued) |
||||||||
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
||||||||
1.680%, 02/15/2051(D) |
$ | 257 | $ | 239 | ||||
| 13,895 | ||||||||
Total Asset-Backed Securities |
||||||||
(Cost $25,340) ($ Thousands) |
25,215 | |||||||
MORTGAGE-BACKED SECURITIES — 3.2% |
||||||||
Agency Mortgage-Backed Obligations — 0.3% |
||||||||
FHLMC CMO, Ser 2016-4585, Cl DS, IO |
||||||||
1.547%, 05/15/2046(B) |
526 | 57 | ||||||
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
||||||||
1.697%, 06/15/2047(B) |
785 | 93 | ||||||
FHLMC CMO, Ser 2017-4719, Cl JS, IO |
||||||||
1.697%, 09/15/2047(B) |
582 | 66 | ||||||
FHLMC CMO, Ser 2020-4954, Cl SL, IO |
||||||||
1.584%, 02/25/2050(B) |
822 | 88 | ||||||
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
||||||||
1.634%, 06/25/2050(B) |
1,610 | 176 | ||||||
FNMA |
||||||||
3.000%, 02/01/2052 |
1,894 | 1,668 | ||||||
FNMA CMO, Ser 2014-78, Cl SE, IO |
||||||||
1.634%, 12/25/2044(B) |
545 | 53 | ||||||
FNMA CMO, Ser 2016-77, Cl DS, IO |
||||||||
1.534%, 10/25/2046(B) |
527 | 58 | ||||||
FNMA CMO, Ser 2017-62, Cl AS, IO |
||||||||
1.684%, 08/25/2047(B) |
659 | 71 | ||||||
GNMA CMO, Ser 2017-122, Cl SA, IO |
||||||||
1.774%, 08/20/2047(B) |
527 | 67 | ||||||
| 2,397 | ||||||||
Non-Agency Mortgage-Backed Obligations — 2.9% |
||||||||
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
||||||||
5.500%, 07/25/2035 |
30 | 20 | ||||||
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
||||||||
5.750%, 08/25/2036 |
184 | 93 | ||||||
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
||||||||
5.500%, 02/25/2036 |
71 | 48 | ||||||
AREIT Trust, Ser 2022-CRE6, Cl A |
||||||||
5.590%, SOFR30A + 1.250%, 01/20/2037(B)(D) |
740 | 741 | ||||||
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
||||||||
3.534%, 03/10/2037(B)(D) |
395 | 377 | ||||||
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
||||||||
6.567%, TSFR1M + 2.254%, 10/15/2037(B)(D) |
710 | 713 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
BFLD Trust, Ser 2021-FPM, Cl A |
||||||||
6.027%, TSFR1M + 1.714%, 06/15/2038(B)(D) |
$ | 1,065 | $ | 1,065 | ||||
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
||||||||
6.258%, TSFR1M + 1.946%, 04/15/2034(B)(D) |
152 | 150 | ||||||
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
||||||||
6.508%, TSFR1M + 2.196%, 04/15/2034(B)(D) |
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 |
88 | 37 | ||||||
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 |
||||||||
5.792%, 07/10/2046(B)(D) |
475 | 469 | ||||||
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
||||||||
6.002%, SOFR30A + 1.650%, 12/25/2041(B)(D) |
304 | 306 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
||||||||
6.252%, SOFR30A + 1.900%, 12/25/2041(B)(D) |
1,008 | 1,022 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
||||||||
5.552%, SOFR30A + 1.200%, 01/25/2042(B)(D) |
178 | 178 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
||||||||
7.852%, SOFR30A + 3.500%, 03/25/2042(B)(D) |
744 | 779 | ||||||
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
||||||||
7.452%, SOFR30A + 3.100%, 03/25/2042(B)(D) |
185 | 192 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
||||||||
6.652%, SOFR30A + 2.300%, 01/25/2043(B)(D) |
1,035 | 1,059 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
||||||||
6.852%, SOFR30A + 2.500%, 04/25/2043(B)(D) |
759 | 772 | ||||||
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
||||||||
6.653%, SOFR30A + 2.300%, 05/25/2043(B)(D) |
678 | 693 | ||||||
358
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
||||||||
6.253%, SOFR30A + 1.900%, 06/25/2043(B)(D) |
$ | 694 | $ | 700 | ||||
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
||||||||
4.814%, TSFR1M + 0.494%, 12/25/2036(B) |
130 | 41 | ||||||
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
||||||||
6.352%, SOFR30A + 2.000%, 01/25/2051(B)(D) |
47 | 47 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
||||||||
6.002%, SOFR30A + 1.650%, 01/25/2034(B)(D) |
104 | 105 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
||||||||
5.852%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
971 | 978 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
||||||||
6.152%, SOFR30A + 1.800%, 11/25/2041(B)(D) |
953 | 962 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
||||||||
6.702%, SOFR30A + 2.350%, 12/25/2041(B)(D) |
635 | 644 | ||||||
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |
||||||||
5.302%, SOFR30A + 0.950%, 12/25/2041(B)(D) |
829 | 828 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
||||||||
5.652%, SOFR30A + 1.300%, 02/25/2042(B)(D) |
246 | 246 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
||||||||
6.552%, SOFR30A + 2.200%, 05/25/2042(B)(D) |
280 | 284 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
||||||||
7.302%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
353 | 361 | ||||||
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
||||||||
6.852%, SOFR30A + 2.500%, 03/25/2052(B)(D) |
471 | 478 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
||||||||
6.453%, SOFR30A + 2.100%, 03/25/2043(B)(D) |
387 | 394 | ||||||
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A |
||||||||
6.453%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
$ | 232 | $ | 236 | ||||
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
||||||||
7.852%, SOFR30A + 3.500%, 05/25/2043(B)(D) |
1,327 | 1,419 | ||||||
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
||||||||
6.352%, SOFR30A + 2.000%, 05/25/2043(B)(D) |
643 | 650 | ||||||
FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl M1 |
||||||||
5.552%, SOFR30A + 1.200%, 08/25/2044(B)(D) |
761 | 762 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2015-C04, Cl 1M2 |
||||||||
10.167%, SOFR30A + 5.814%, 04/25/2028(B) |
48 | 49 | ||||||
FNMA Connecticut Avenue Securities Trust, Ser 2021-R02, Cl 2M2 |
||||||||
6.352%, SOFR30A + 2.000%, 11/25/2041(B)(D) |
429 | 435 | ||||||
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
||||||||
5.125%, 08/10/2044(B)(D) |
12 | 9 | ||||||
GS Mortgage Securities Trust, Ser 2021-1, Cl AS |
||||||||
2.638%, 08/17/2026 |
23 | 22 | ||||||
GS Mortgage Securities Trust, Ser 2021-1, Cl A2 |
||||||||
2.435%, 08/17/2026 |
657 | 647 | ||||||
GS Mortgage Securities Trust, Ser 2021-1, Cl A1 |
||||||||
1.433%, 08/17/2026 |
214 | 210 | ||||||
HFX, Ser 2017-1A, Cl A3 |
||||||||
3.622%, 03/15/2035 |
143 | 143 | ||||||
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
||||||||
4.934%, TSFR1M + 0.614%, 03/25/2035(B) |
17 | 14 | ||||||
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
||||||||
0.400%, 09/15/2047(B) |
1,104 | – | ||||||
JPMorgan Chase, Ser 2019-CL1, Cl M3 |
||||||||
6.534%, TSFR1M + 2.214%, 04/25/2047(B)(D) |
85 | 86 | ||||||
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
||||||||
5.452%, 09/15/2039(B) |
84 | 28 | ||||||
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
||||||||
2.579%, 03/10/2049(D) |
94 | 94 | ||||||
SEI Institutional Investments Trust
359
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Face Amount |
Market Value |
||||||
MORTGAGE-BACKED SECURITIES (continued) |
||||||||
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
||||||||
5.891%, TSFR1M + 1.579%, 07/15/2036(B)(D) |
$ | 294 | $ | 270 | ||||
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
||||||||
7.308%, 01/30/2053(D) |
770 | 792 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
||||||||
4.404%, 11/15/2049(B) |
620 | 594 | ||||||
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
||||||||
9.967%, SOFR30A + 5.614%, 11/25/2025(B)(D) |
21 | 22 | ||||||
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
||||||||
9.717%, SOFR30A + 5.364%, 11/25/2025(B)(D) |
86 | 89 | ||||||
| 22,009 | ||||||||
Total Mortgage-Backed Securities |
||||||||
(Cost $25,406) ($ Thousands) |
24,406 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1% |
||||||||
FFCB^ |
||||||||
4.565%, SOFRRATE + 0.235%, 02/11/2028(B) |
800 | 800 | ||||||
4.350%, SOFRRATE + 0.020%, 11/06/2025(B) |
700 | 700 | ||||||
FHLB^ |
||||||||
4.490%, SOFRRATE + 0.160%, 07/10/2025(B) |
900 | 901 | ||||||
4.470%, SOFRRATE + 0.140%, 04/21/2025(B) |
1,100 | 1,100 | ||||||
4.000%, 10/09/2026 |
400 | 400 | ||||||
FHLMC^ |
||||||||
4.200%, 08/28/2025 |
700 | 700 | ||||||
0.375%, 07/21/2025 |
700 | 689 | ||||||
FNMA^ |
||||||||
4.590%, SOFRRATE + 0.260%, 11/05/2027(B) |
700 | 701 | ||||||
0.625%, 04/22/2025 |
1,300 | 1,294 | ||||||
0.500%, 06/17/2025 |
1,500 | 1,483 | ||||||
Total U.S. Government Agency Obligations |
||||||||
(Cost $8,799) ($ Thousands) |
8,768 | |||||||
Description |
Face Amount |
Market Value |
||||||
SOVEREIGN DEBT — 0.2% |
||||||||
Colombia Government International Bond |
||||||||
3.125%, 04/15/2031 |
$ | 213 | $ | 173 | ||||
Dominican Republic International Bond |
||||||||
4.875%, 09/23/2032(D) |
881 | 805 | ||||||
Israel Government International Bond |
||||||||
5.375%, 02/19/2030 |
250 | 252 | ||||||
Total Sovereign Debt |
||||||||
(Cost $1,272) ($ Thousands) |
1,230 | |||||||
| Number of Rights |
||||||||
RIGHTS — 0.0% |
||||||||
Abiomed Inc CVR *‡‡ |
366 | – | ||||||
Mirati Therapeutics CVR *‡‡ |
600 | – | ||||||
Novartis AG CVR *‡‡ |
972 | 1 | ||||||
Total Rights |
||||||||
(Cost $—) ($ Thousands) |
1 | |||||||
Total Investments in Securities — 94.6% |
||||||||
(Cost $618,336) ($ Thousands) |
$ | 731,694 | ||||||
|
||||||||
COMMON STOCK SOLD SHORT— (2.7)% |
||||||||
Communication Services — (0.5)% |
||||||||
Cable One Inc |
(94 | ) | (24 | ) | ||||
Charter Communications Inc, Cl A * |
(1,162 | ) | (422 | ) | ||||
Comcast Corp, Cl A |
(51,171 | ) | (1,836 | ) | ||||
EchoStar Corp, Cl A * |
(2,140 | ) | (67 | ) | ||||
Fox Corp |
(5,290 | ) | (296 | ) | ||||
Interpublic Group of Cos Inc/The |
(4,643 | ) | (127 | ) | ||||
John Wiley & Sons Inc, Cl A |
(666 | ) | (27 | ) | ||||
Liberty Broadband Corp, Cl A * |
(32 | ) | (3 | ) | ||||
Liberty Broadband Corp, Cl C * |
(1,429 | ) | (118 | ) | ||||
Magnite Inc * |
(2,383 | ) | (38 | ) | ||||
New York Times Co/The, Cl A |
(2,047 | ) | (98 | ) | ||||
News Corp |
(1,070 | ) | (35 | ) | ||||
News Corp, Cl A |
(8,556 | ) | (245 | ) | ||||
Nexstar Media Group Inc, Cl A |
(474 | ) | (80 | ) | ||||
Omnicom Group Inc |
(3,413 | ) | (282 | ) | ||||
Paramount Global, Cl B |
(7,141 | ) | (81 | ) | ||||
Sirius XM Holdings Inc |
(2,890 | ) | (70 | ) | ||||
TEGNA Inc |
(1,453 | ) | (26 | ) | ||||
Trade Desk Inc/The, Cl A * |
(5,801 | ) | (408 | ) | ||||
| (4,283 | ) | |||||||
Energy — 0.0% |
||||||||
CONSOL Energy Inc |
(121 | ) | (9 | ) | ||||
Information Technology — (2.2)% |
||||||||
Advanced Micro Devices Inc * |
(2,985 | ) | (298 | ) | ||||
Amphenol Corp, Cl A |
(2,367 | ) | (158 | ) | ||||
360
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Description |
Shares |
Market Value |
||||||
COMMON STOCK SOLD SHORT (continued) |
||||||||
Analog Devices Inc |
(1,026 | ) | $ | (236 | ) | |||
Apple Inc |
(22,316 | ) | (5,397 | ) | ||||
Applied Materials Inc |
(1,538 | ) | (243 | ) | ||||
Arista Networks Inc * |
(1,757 | ) | (164 | ) | ||||
Arrow Electronics Inc * |
(114 | ) | (12 | ) | ||||
Astera Labs Inc * |
(234 | ) | (17 | ) | ||||
Broadcom Inc |
(7,611 | ) | (1,518 | ) | ||||
CDW Corp/DE |
(252 | ) | (45 | ) | ||||
Ciena Corp * |
(329 | ) | (26 | ) | ||||
Cirrus Logic Inc * |
(221 | ) | (23 | ) | ||||
Cisco Systems Inc |
(7,286 | ) | (467 | ) | ||||
Coherent Corp * |
(392 | ) | (29 | ) | ||||
Corning Inc |
(1,527 | ) | (77 | ) | ||||
Credo Technology Group Holding Ltd * |
(461 | ) | (25 | ) | ||||
Dell Technologies Inc, Cl C |
(459 | ) | (47 | ) | ||||
Enphase Energy Inc * |
(129 | ) | (7 | ) | ||||
Entegris Inc |
(255 | ) | (26 | ) | ||||
F5 Inc * |
(125 | ) | (37 | ) | ||||
Fabrinet * |
(145 | ) | (29 | ) | ||||
First Solar Inc * |
(142 | ) | (19 | ) | ||||
Hewlett Packard Enterprise Co |
(3,083 | ) | (61 | ) | ||||
HP Inc |
(1,751 | ) | (54 | ) | ||||
Intel Corp |
(7,610 | ) | (181 | ) | ||||
Jabil Inc |
(150 | ) | (23 | ) | ||||
Juniper Networks Inc |
(475 | ) | (17 | ) | ||||
Keysight Technologies Inc * |
(281 | ) | (45 | ) | ||||
KLA Corp |
(260 | ) | (184 | ) | ||||
Lam Research Corp |
(2,453 | ) | (188 | ) | ||||
Lattice Semiconductor Corp * |
(31 | ) | (2 | ) | ||||
Marvell Technology Inc |
(1,616 | ) | (148 | ) | ||||
Description |
Shares |
Market Value |
||||||
COMMON STOCK SOLD SHORT (continued) |
||||||||
Microchip Technology Inc |
(932 | ) | $ | (55 | ) | |||
Micron Technology Inc |
(1,855 | ) | (174 | ) | ||||
MKS Instruments Inc |
(270 | ) | (25 | ) | ||||
Monolithic Power Systems Inc |
(98 | ) | (60 | ) | ||||
Motorola Solutions Inc |
(305 | ) | (134 | ) | ||||
NetApp Inc |
(523 | ) | (52 | ) | ||||
NVIDIA Corp |
(42,631 | ) | (5,325 | ) | ||||
ON Semiconductor Corp * |
(942 | ) | (44 | ) | ||||
Onto Innovation Inc * |
(151 | ) | (22 | ) | ||||
Pure Storage Inc, Cl A * |
(588 | ) | (31 | ) | ||||
Qorvo Inc * |
(220 | ) | (16 | ) | ||||
QUALCOMM Inc |
(2,209 | ) | (347 | ) | ||||
SANDISK CORP * |
(208 | ) | (10 | ) | ||||
Skyworks Solutions Inc |
(374 | ) | (25 | ) | ||||
Super Micro Computer Inc * |
(1,100 | ) | (46 | ) | ||||
TD SYNNEX Corp |
(265 | ) | (36 | ) | ||||
Teledyne Technologies Inc * |
(155 | ) | (80 | ) | ||||
Teradyne Inc |
(212 | ) | (23 | ) | ||||
Texas Instruments Inc |
(1,560 | ) | (306 | ) | ||||
Trimble Inc * |
(661 | ) | (48 | ) | ||||
Universal Display Corp |
(166 | ) | (26 | ) | ||||
Western Digital Corp * |
(626 | ) | (31 | ) | ||||
Zebra Technologies Corp, Cl A * |
(72 | ) | (23 | ) | ||||
| (16,742 | ) | |||||||
Total Common Stock Sold Short |
||||||||
(Proceeds $17,590) ($ Thousands) |
(21,034 | ) | ||||||
Total Investments Sold Short — (2.7)% |
||||||||
(Proceeds $17,590) ($ Thousands) |
$ | (21,034 | ) | |||||
A list of the open futures contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
Brent Crude^ |
38 | May-2025 | $ | 2,874 | $ | 2,727 | $ | (147 | ) | |||||||||||
Brent Crude^ |
33 | Sep-2025 | 2,418 | 2,311 | (107 | ) | ||||||||||||||
Brent Crude^ |
17 | Jul-2025 | 1,235 | 1,204 | (31 | ) | ||||||||||||||
Brent Crude^ |
68 | Mar-2025 | 5,153 | 4,952 | (201 | ) | ||||||||||||||
Coffee C^ |
3 | May-2025 | 469 | 420 | (49 | ) | ||||||||||||||
Coffee C^ |
31 | May-2025 | 3,376 | 4,336 | 960 | |||||||||||||||
Coffee C^ |
8 | Sep-2025 | 927 | 1,068 | 141 | |||||||||||||||
Coffee C^ |
4 | Dec-2025 | 560 | 517 | (43 | ) | ||||||||||||||
Coffee C^ |
17 | Jul-2025 | 1,990 | 2,326 | 336 | |||||||||||||||
Copper^ |
4 | May-2025 | 422 | 455 | 33 | |||||||||||||||
Copper^ |
68 | May-2025 | 7,795 | 7,732 | (63 | ) | ||||||||||||||
Copper^ |
16 | Sep-2025 | 1,754 | 1,852 | 98 | |||||||||||||||
Copper^ |
8 | Dec-2025 | 964 | 935 | (29 | ) | ||||||||||||||
Copper^ |
8 | Jul-2025 | 850 | 918 | 68 | |||||||||||||||
Corn^ |
81 | Sep-2025 | 1,807 | 1,824 | 17 | |||||||||||||||
Corn^ |
147 | Dec-2025 | 3,477 | 3,344 | (133 | ) | ||||||||||||||
SEI Institutional Investments Trust
361
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
Corn^ |
29 | May-2025 | $ | 663 | $ | 681 | $ | 18 | ||||||||||||
Corn^ |
151 | Jul-2025 | 3,868 | 3,592 | (276 | ) | ||||||||||||||
Corn^ |
45 | May-2025 | 1,146 | 1,057 | (89 | ) | ||||||||||||||
Corn^ |
38 | Jul-2025 | 861 | 904 | 43 | |||||||||||||||
Cotton No. 2^ |
7 | Jul-2025 | 256 | 232 | (24 | ) | ||||||||||||||
Cotton No. 2^ |
11 | May-2025 | 379 | 359 | (20 | ) | ||||||||||||||
Cotton No. 2^ |
21 | Dec-2025 | 733 | 713 | (20 | ) | ||||||||||||||
Gasoline^ |
4 | Oct-2025 | 335 | 322 | (13 | ) | ||||||||||||||
Gasoline^ |
8 | Aug-2025 | 720 | 711 | (9 | ) | ||||||||||||||
Gasoline^ |
4 | Jun-2025 | 372 | 368 | (4 | ) | ||||||||||||||
Gasoline^ |
46 | Apr-2025 | 4,378 | 4,302 | (76 | ) | ||||||||||||||
Gold^ |
51 | Apr-2025 | 14,185 | 14,527 | 342 | |||||||||||||||
Gold^ |
8 | Jun-2025 | 2,148 | 2,301 | 153 | |||||||||||||||
Gold^ |
8 | Aug-2025 | 2,220 | 2,321 | 101 | |||||||||||||||
Gold^ |
16 | Dec-2025 | 4,667 | 4,719 | 52 | |||||||||||||||
KC HRW Wheat^ |
10 | Dec-2025 | 323 | 310 | (13 | ) | ||||||||||||||
KC HRW Wheat^ |
20 | Sep-2025 | 589 | 600 | 11 | |||||||||||||||
KC HRW Wheat^ |
11 | May-2025 | 313 | 315 | 2 | |||||||||||||||
KC HRW Wheat^ |
7 | May-2025 | 213 | 200 | (13 | ) | ||||||||||||||
KC HRW Wheat^ |
10 | Jul-2025 | 290 | 293 | 3 | |||||||||||||||
Lean Hogs^ |
7 | Jun-2025 | 270 | 266 | (4 | ) | ||||||||||||||
Lean Hogs^ |
7 | Aug-2025 | 278 | 268 | (10 | ) | ||||||||||||||
Lean Hogs^ |
13 | Apr-2025 | 477 | 435 | (42 | ) | ||||||||||||||
Lean Hogs^ |
18 | Oct-2025 | 614 | 588 | (26 | ) | ||||||||||||||
Live Cattle^ |
12 | Apr-2025 | 903 | 924 | 21 | |||||||||||||||
Live Cattle^ |
7 | Jun-2025 | 514 | 528 | 14 | |||||||||||||||
Live Cattle^ |
7 | Aug-2025 | 523 | 527 | 4 | |||||||||||||||
Live Cattle^ |
14 | Oct-2025 | 1,070 | 1,064 | (6 | ) | ||||||||||||||
Live Cattle^ |
5 | Jun-2025 | 383 | 378 | (5 | ) | ||||||||||||||
Live Cattle^ |
17 | Apr-2025 | 1,339 | 1,310 | (29 | ) | ||||||||||||||
LME Lead^ |
6 | Sep-2025 | 305 | 302 | (3 | ) | ||||||||||||||
LME Lead^ |
3 | Nov-2025 | 153 | 152 | (1 | ) | ||||||||||||||
LME Lead^ |
3 | Jul-2025 | 155 | 151 | (4 | ) | ||||||||||||||
LME Lead^ |
9 | May-2025 | 448 | 448 | – | |||||||||||||||
LME Nickel^ |
4 | Nov-2025 | 385 | 381 | (4 | ) | ||||||||||||||
LME Nickel^ |
4 | Jul-2025 | 397 | 373 | (24 | ) | ||||||||||||||
LME Nickel^ |
1 | May-2025 | 97 | 92 | (5 | ) | ||||||||||||||
LME Nickel^ |
8 | Sep-2025 | 772 | 753 | (19 | ) | ||||||||||||||
LME Primary Aluminum^ |
44 | Jun-2025 | 2,935 | 2,870 | (65 | ) | ||||||||||||||
LME Primary Aluminum^ |
10 | Nov-2025 | 663 | 656 | (7 | ) | ||||||||||||||
LME Primary Aluminum^ |
21 | Sep-2025 | 1,364 | 1,373 | 9 | |||||||||||||||
LME Primary Aluminum^ |
10 | Jul-2025 | 654 | 653 | (1 | ) | ||||||||||||||
LME Primary Aluminum^ |
18 | May-2025 | 1,142 | 1,174 | 32 | |||||||||||||||
LME Zinc^ |
5 | Nov-2025 | 360 | 352 | (8 | ) | ||||||||||||||
LME Zinc^ |
10 | Sep-2025 | 743 | 704 | (39 | ) | ||||||||||||||
LME Zinc^ |
5 | Jul-2025 | 373 | 351 | (22 | ) | ||||||||||||||
LME Zinc^ |
8 | May-2025 | 568 | 558 | (10 | ) | ||||||||||||||
Low Sulphur Gasoil^ |
7 | Nov-2025 | 476 | 460 | (16 | ) | ||||||||||||||
Low Sulphur Gasoil^ |
13 | Sep-2025 | 886 | 856 | (30 | ) | ||||||||||||||
Low Sulphur Gasoil^ |
92 | May-2025 | 6,372 | 6,158 | (214 | ) | ||||||||||||||
Low Sulphur Gasoil^ |
6 | Jul-2025 | 402 | 396 | (6 | ) | ||||||||||||||
Natural Gas^ |
190 | Apr-2025 | 6,881 | 7,402 | 521 | |||||||||||||||
Natural Gas^ |
39 | Jun-2025 | 1,355 | 1,641 | 286 | |||||||||||||||
Natural Gas^ |
77 | Aug-2025 | 2,842 | 3,252 | 410 | |||||||||||||||
Natural Gas^ |
37 | Oct-2025 | 1,572 | 1,656 | 84 | |||||||||||||||
NY Harbor ULSD^ |
4 | Oct-2025 | 387 | 373 | (14 | ) | ||||||||||||||
NY Harbor ULSD^ |
55 | Apr-2025 | 5,502 | 5,223 | (279 | ) | ||||||||||||||
NY Harbor ULSD^ |
4 | Jun-2025 | 379 | 372 | (7 | ) | ||||||||||||||
NY Harbor ULSD^ |
7 | Aug-2025 | 671 | 651 | (20 | ) | ||||||||||||||
362
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Continued)
Type of Contract |
Number of |
Expiration Date |
Notional Amount (Thousands) |
Value |
Unrealized Appreciation |
|||||||||||||||
NYMEX Cocoa^ |
17 | May-2025 | $ | 1,522 | $ | 1,552 | $ | 30 | ||||||||||||
Platinum^ |
58 | Apr-2025 | 2,895 | 2,720 | (175 | ) | ||||||||||||||
Silver^ |
4 | Dec-2025 | 677 | 650 | (27 | ) | ||||||||||||||
Silver^ |
9 | Sep-2025 | 1,461 | 1,445 | (16 | ) | ||||||||||||||
Silver^ |
5 | Jul-2025 | 786 | 795 | 9 | |||||||||||||||
Silver^ |
16 | May-2025 | 2,661 | 2,520 | (141 | ) | ||||||||||||||
Silver^ |
3 | May-2025 | 467 | 473 | 6 | |||||||||||||||
Soybean^ |
23 | Jul-2025 | 1,219 | 1,196 | (23 | ) | ||||||||||||||
Soybean^ |
23 | May-2025 | 1,212 | 1,180 | (32 | ) | ||||||||||||||
Soybean^ |
56 | Nov-2025 | 2,897 | 2,883 | (14 | ) | ||||||||||||||
Soybean Meal^ |
141 | May-2025 | 4,309 | 4,232 | (77 | ) | ||||||||||||||
Soybean Meal^ |
18 | Jul-2025 | 556 | 554 | (2 | ) | ||||||||||||||
Soybean Meal^ |
52 | Dec-2025 | 1,650 | 1,643 | (7 | ) | ||||||||||||||
Soybean Oil^ |
202 | May-2025 | 5,638 | 5,348 | (290 | ) | ||||||||||||||
Soybean Oil^ |
21 | Jul-2025 | 594 | 560 | (34 | ) | ||||||||||||||
Soybean Oil^ |
64 | Dec-2025 | 1,718 | 1,695 | (23 | ) | ||||||||||||||
Sugar No. 11^ |
65 | Sep-2025 | 1,304 | 1,326 | 22 | |||||||||||||||
Sugar No. 11^ |
22 | Jun-2025 | 468 | 447 | (21 | ) | ||||||||||||||
Sugar No. 11^ |
59 | Apr-2025 | 1,212 | 1,224 | 12 | |||||||||||||||
U.S. 2-Year Treasury Note |
312 | Jun-2025 | 64,264 | 64,574 | 310 | |||||||||||||||
U.S. 5-Year Treasury Note |
585 | Jun-2025 | 62,344 | 63,143 | 799 | |||||||||||||||
Wheat^ |
15 | Dec-2025 | 476 | 453 | (23 | ) | ||||||||||||||
Wheat^ |
31 | Sep-2025 | 900 | 905 | 5 | |||||||||||||||
Wheat^ |
16 | Jul-2025 | 466 | 455 | (11 | ) | ||||||||||||||
Wheat^ |
34 | May-2025 | 996 | 945 | (51 | ) | ||||||||||||||
WTI Crude Oil^ |
15 | Oct-2025 | 1,033 | 996 | (37 | ) | ||||||||||||||
WTI Crude Oil^ |
30 | Aug-2025 | 2,090 | 2,020 | (70 | ) | ||||||||||||||
WTI Crude Oil^ |
15 | May-2025 | 1,105 | 1,033 | (72 | ) | ||||||||||||||
WTI Crude Oil^ |
15 | Jun-2025 | 1,023 | 1,026 | 3 | |||||||||||||||
WTI Crude Oil^ |
28 | Apr-2025 | 1,996 | 1,942 | (54 | ) | ||||||||||||||
| 290,279 | 291,754 | 1,475 | ||||||||||||||||||
Short Contracts |
||||||||||||||||||||
Cotton No. 2^ |
(74) | May-2025 | $ | (2,525 | ) | $ | (2,414 | ) | $ | 111 | ||||||||||
E-mini S&P Select Sector Consumer Discretionary |
(285) | Mar-2025 | (66,261 | ) | (62,227 | ) | 4,034 | |||||||||||||
Feeder Cattle^ |
(12) | Apr-2025 | (1,602 | ) | (1,638 | ) | (36 | ) | ||||||||||||
Lean Hogs^ |
(35) | Apr-2025 | (1,174 | ) | (1,171 | ) | 3 | |||||||||||||
Lean Hogs^ |
(35) | Jun-2025 | (1,340 | ) | (1,331 | ) | 9 | |||||||||||||
LME Lead^ |
(62) | Jun-2025 | (3,099 | ) | (3,096 | ) | 3 | |||||||||||||
LME Nickel^ |
(11) | Jun-2025 | (1,028 | ) | (1,022 | ) | 6 | |||||||||||||
LME Zinc^ |
(9) | Jun-2025 | (651 | ) | (630 | ) | 21 | |||||||||||||
MSCI EAFE Index |
(93) | Mar-2025 | (10,876 | ) | (11,298 | ) | (422 | ) | ||||||||||||
Palladium^ |
(2) | Jun-2025 | (206 | ) | (182 | ) | 24 | |||||||||||||
S&P 500 Index E-MINI |
(72) | Mar-2025 | (22,158 | ) | (21,468 | ) | 690 | |||||||||||||
S&P 500 Materials Sector Index |
(117) | Mar-2025 | (11,074 | ) | (11,031 | ) | 43 | |||||||||||||
Sugar No. 11^ |
(29) | Apr-2025 | (630 | ) | (601 | ) | 29 | |||||||||||||
U.S. Ultra Long Treasury Bond |
(7) | Jun-2025 | (850 | ) | (868 | ) | (18 | ) | ||||||||||||
Ultra 10-Year U.S. Treasury Note |
(80) | Jun-2025 | (9,141 | ) | (9,140 | ) | 1 | |||||||||||||
| (132,615 | ) | (128,117 | ) | 4,498 | ||||||||||||||||
| $ | 157,664 | $ | 163,637 | $ | 5,973 | |||||||||||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2025, is as follows: |
||||||||||||||||||||||||
Counterparty |
Settlement Date |
Currency to Deliver |
Currency to Receive |
Unrealized Appreciation |
||||||||||||||||||||
Morgan Stanley |
05/09/25 | EUR | 1,312 | USD | 1,383 | $ | 13 | |||||||||||||||||
SEI Institutional Investments Trust
363
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2025
Multi-Asset Real Return Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2025, is as follows:
Credit Default Swap - Buy Protection |
||||||||||||||||||||||||||||
Reference Entity/ Obligation |
Pay Rate |
Payment Frequency |
Termination Date |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
|||||||||||||||||||||
ITRAXX |
1.00% | Quarterly | 12/20/2029 | $ | 16,850 | $ | (233 | ) | $ | (263 | ) | $ | 30 | |||||||||||||||
Credit Default Swap - Sell Protection |
||||||||||||||||||||||||||||
Reference Entity/ Obligation |
Receive Rate |
Payment Frequency |
Termination Date |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
|||||||||||||||||||||
CDX.NA.IG.S43.V1 |
1.00% | Quarterly | 12/20/2029 | $ | 16,850 | $ | 366 | $ | 350 | $ | 16 | |||||||||||||||||
Interest Rate Swaps |
||||||||||||||||||||||||||||||||
Fund Pays |
Fund Receives |
Payment Frequency |
Termination Date |
Currency |
Notional Amount |
Value |
Upfront Payments/ Receipts |
Net Unrealized |
||||||||||||||||||||||||
2.401% |
CPI | Annually | 07/15/2028 | USD | 103,470 | $ | 2,078 | $ | – | $ | 2,078 | |||||||||||||||||||||
1.8315% |
SOFR | Annually | 04/21/2025 | USD | 2,040 | 8 | 8 | – | ||||||||||||||||||||||||
1.9795% |
SOFR | Annually | 06/09/2025 | USD | 1,240 | 8 | 9 | (1 | ) | |||||||||||||||||||||||
2.4095% |
SOFR | Annually | 11/10/2035 | USD | 1,300 | 161 | 149 | 12 | ||||||||||||||||||||||||
1.9550% |
SOFR | Annually | 08/04/2025 | USD | 1,833 | 18 | 21 | (3 | ) | |||||||||||||||||||||||
1.1650% |
SOFR | Annually | 10/04/2026 | USD | 7,010 | 295 | 327 | (32 | ) | |||||||||||||||||||||||
2.2275% |
SOFR | Annually | 04/04/2027 | USD | 3,640 | 117 | 140 | (23 | ) | |||||||||||||||||||||||
1.9950% |
SOFR | Annually | 07/12/2027 | USD | 720 | 30 | 34 | (4 | ) | |||||||||||||||||||||||
1.7600% |
SOFR | Annually | 06/04/2029 | USD | 5,145 | 400 | 418 | (18 | ) | |||||||||||||||||||||||
1.2925% |
SOFR | Annually | 09/27/2029 | USD | 2,440 | 251 | 254 | (3 | ) | |||||||||||||||||||||||
0.0275% |
SOFR | Annually | 06/05/2027 | USD | 15,050 | 1,231 | 1,290 | (59 | ) | |||||||||||||||||||||||
1.4550% |
SOFR | Annually | 11/08/2026 | USD | 1,040 | 41 | 46 | (5 | ) | |||||||||||||||||||||||
1.4725% |
SOFR | Annually | 11/09/2026 | USD | 1,230 | 48 | 54 | (6 | ) | |||||||||||||||||||||||
1.3945% |
SOFR | Annually | 05/21/2031 | USD | 17,160 | 2,231 | 2,155 | 76 | ||||||||||||||||||||||||
| $ | 6,917 | $ | 4,905 | $ | 2,012 | |||||||||||||||||||||||||||
|
Percentages are based on Net Assets of $773,422 ($ Thousands). |
^ |
Security, or a portion thereof, is held by MARR Commodity Strategy Subsidiary, Ltd. as of February 28, 2025. |
* |
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) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Security, or portion thereof, has been pledged as collateral on securities sold short. |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2025, the value of these securities amounted to $64,216 ($ Thousands), representing 8.3% of the Net Assets of the Fund. |
(E) |
Security is in default on interest payment. |
(F) |
Perpetual security with no stated maturity date. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
364
SEI Institutional Investments Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 28, 2025
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 |
NATL— National Public Finance Guarantee Corporation |
SEI Institutional Investments Trust
365
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 28, 2025
(Concluded)
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 |
366
SEI Institutional Investments Trust