SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK — 96.3% | ||||||||
| Communication Services — 9.1% | ||||||||
| Alphabet Inc, Cl A | 73,064 | $ | 22,778 | |||||
| Alphabet Inc, Cl C | 31,452 | 9,795 | ||||||
| AT&T Inc | 136,772 | 3,831 | ||||||
| BCE Inc | 48,848 | 1,285 | ||||||
| Comcast Corp, Cl A | 92,673 | 2,869 | ||||||
| EchoStar Corp, Cl A * | 428 | 49 | ||||||
| Electronic Arts Inc | 925 | 186 | ||||||
| Fox Corp | 17,900 | 1,008 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A * | 6,629 | 559 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 4,238 | 388 | ||||||
| Madison Square Garden Entertainment Corp, Cl A * | 3,307 | 209 | ||||||
| Madison Square Garden Sports Corp, Cl A * | 1,031 | 342 | ||||||
| Meta Platforms Inc, Cl A | 9,869 | 6,397 | ||||||
| Netflix Inc * | 20,984 | 2,020 | ||||||
| Omnicom Group Inc | 11,907 | 1,016 | ||||||
| Roku Inc, Cl A * | 17,422 | 1,715 | ||||||
| Sirius XM Holdings Inc | 16,700 | 367 | ||||||
| Snap Inc, Cl A * | 40,278 | 210 | ||||||
| Spotify Technology SA * | 144 | 74 | ||||||
| TEGNA Inc | 26,800 | 561 | ||||||
| TKO Group Holdings Inc, Cl A | 1,076 | 241 | ||||||
| T-Mobile US Inc | 2,686 | 583 | ||||||
| Trade Desk Inc/The, Cl A * | 1,396 | 33 | ||||||
| Verizon Communications Inc | 47,000 | 2,357 | ||||||
| Walt Disney Co/The | 6,620 | 702 | ||||||
| 59,575 | ||||||||
| Consumer Discretionary — 11.8% | ||||||||
| ADT Inc | 105,700 | 848 | ||||||
| Airbnb Inc, Cl A * | 10,208 | 1,379 | ||||||
| Amazon.com Inc * | 63,223 | 13,277 | ||||||
| Amer Sports Inc * | 5,972 | 227 | ||||||
| American Eagle Outfitters Inc | 1,073 | 26 | ||||||
| Autoliv Inc | 5,100 | 604 | ||||||
| AutoNation Inc * | 1,500 | 293 | ||||||
| AutoZone Inc * | 1,621 | 6,088 | ||||||
| Best Buy Co Inc | 6,500 | 403 | ||||||
| Booking Holdings Inc | 657 | 2,785 | ||||||
| BorgWarner Inc | 25,204 | 1,451 | ||||||
| Brunswick Corp/DE | 1,250 | 100 | ||||||
| Carter's Inc | 9,900 | 332 | ||||||
| DoorDash Inc, Cl A * | 2,627 | 464 | ||||||
| eBay Inc | 43,519 | 3,954 | ||||||
| Etsy Inc * | 2,166 | 119 | ||||||
| Expedia Group Inc | 5,956 | 1,285 | ||||||
| Ford Motor Co | 142,468 | 2,007 | ||||||
| Frontdoor Inc * | 3,409 | 234 | ||||||
| Garmin Ltd | 232 | 59 | ||||||
| General Motors Co | 34,107 | 2,685 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Genuine Parts Co | 16,569 | $ | 1,976 | |||||
| Goodyear Tire & Rubber Co/The * | 41,000 | 338 | ||||||
| Harley-Davidson Inc | 18,700 | 337 | ||||||
| Hasbro Inc | 5,684 | 566 | ||||||
| Hilton Worldwide Holdings Inc | 10,785 | 3,363 | ||||||
| Home Depot Inc/The | 931 | 354 | ||||||
| Lear Corp | 4,700 | 617 | ||||||
| Levi Strauss & Co, Cl A | 2,591 | 57 | ||||||
| Lowe's Cos Inc | 20,333 | 5,380 | ||||||
| Macy's Inc | 40,672 | 804 | ||||||
| Marriott International Inc/MD, Cl A | 8,579 | 2,932 | ||||||
| Mattel Inc * | 33,400 | 566 | ||||||
| MercadoLibre Inc * | 332 | 584 | ||||||
| MGM Resorts International * | 10,400 | 383 | ||||||
| NIKE Inc, Cl B | 27,669 | 1,720 | ||||||
| PulteGroup Inc | 10,900 | 1,495 | ||||||
| Ralph Lauren Corp, Cl A | 1,715 | 622 | ||||||
| Ross Stores Inc | 21,518 | 4,425 | ||||||
| Sea Ltd ADR * | 10,858 | 1,178 | ||||||
| SharkNinja Inc * | 3,192 | 392 | ||||||
| Somnigroup International Inc | 3,397 | 304 | ||||||
| Sonos Inc * | 18,657 | 287 | ||||||
| Tesla Inc * | 9,389 | 3,779 | ||||||
| TJX Cos Inc/The | 34,877 | 5,638 | ||||||
| VF Corp | 2,896 | 56 | ||||||
| Victoria's Secret & Co * | 6,465 | 405 | ||||||
| 77,178 | ||||||||
| Consumer Staples — 5.7% | ||||||||
| Albertsons Cos Inc, Cl A | 49,700 | 890 | ||||||
| Altria Group Inc | 45,686 | 3,154 | ||||||
| Archer-Daniels-Midland Co | 8,000 | 552 | ||||||
| Campbell's | 21,100 | 569 | ||||||
| Casey's General Stores Inc | 4,306 | 2,952 | ||||||
| Coca-Cola Consolidated Inc | 500 | 101 | ||||||
| Colgate-Palmolive Co | 34,089 | 3,380 | ||||||
| Conagra Brands Inc | 19,200 | 370 | ||||||
| Costco Wholesale Corp | 4,427 | 4,475 | ||||||
| Diageo PLC ADR | 5,425 | 486 | ||||||
| Dollar General Corp | 2,874 | 449 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 1,671 | 183 | ||||||
| General Mills Inc | 6,600 | 298 | ||||||
| Herbalife Ltd * | 15,000 | 293 | ||||||
| Kraft Heinz Co/The | 46,400 | 1,142 | ||||||
| Kroger Co/The | 25,300 | 1,726 | ||||||
| Molson Coors Beverage Co, Cl B | 22,000 | 1,078 | ||||||
| Monster Beverage Corp * | 2,062 | 176 | ||||||
| PepsiCo Inc | 29,396 | 4,990 | ||||||
| Philip Morris International Inc | 23,985 | 4,481 | ||||||
| Procter & Gamble Co/The | 7,070 | 1,182 | ||||||
| Seaboard Corp | 145 | 744 | ||||||
| Sprouts Farmers Market Inc * | 363 | 27 | ||||||
| Target Corp | 7,339 | 835 | ||||||
| Unilever ADR | 24,695 | 1,821 | ||||||
| SEI Institutional Investments Trust | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Vita Coco Co Inc/The * | 2,738 | $ | 159 | |||||
| Walmart Inc | 7,030 | 899 | ||||||
| 37,412 | ||||||||
| Energy — 3.2% | ||||||||
| APA Corp | 18,600 | 565 | ||||||
| Cheniere Energy Inc | 5,937 | 1,399 | ||||||
| Chevron Corp | 18,421 | 3,440 | ||||||
| ConocoPhillips | 13,865 | 1,573 | ||||||
| DHT Holdings Inc | 17,822 | 347 | ||||||
| Energy Transfer LP | 10,912 | 206 | ||||||
| EOG Resources Inc | 4,000 | 496 | ||||||
| Exxon Mobil Corp | 22,439 | 3,422 | ||||||
| Flowco Holdings, Cl A | 2,817 | 64 | ||||||
| Halliburton Co | 24,000 | 864 | ||||||
| Helmerich & Payne Inc | 8,038 | 283 | ||||||
| HF Sinclair Corp | 10,400 | 520 | ||||||
| Kinder Morgan Inc | 20,636 | 687 | ||||||
| Kodiak Gas Services Inc | 1,479 | 81 | ||||||
| Liberty Energy Inc, Cl A | 17,569 | 493 | ||||||
| Marathon Petroleum Corp | 7,121 | 1,411 | ||||||
| National Energy Services Reunited Corp * | 6,957 | 174 | ||||||
| Patterson-UTI Energy Inc | 33,746 | 287 | ||||||
| PBF Energy Inc, Cl A | 1,663 | 59 | ||||||
| Phillips 66 | 3,200 | 494 | ||||||
| Scorpio Tankers Inc | 12,313 | 974 | ||||||
| SLB | 2,418 | 124 | ||||||
| Targa Resources Corp | 910 | 215 | ||||||
| TechnipFMC PLC | 2,442 | 162 | ||||||
| Teekay Tankers Ltd, Cl A | 4,037 | 316 | ||||||
| Transocean Ltd * | 152,427 | 988 | ||||||
| Valero Energy Corp | 5,100 | 1,044 | ||||||
| 20,688 | ||||||||
| Financials — 15.2% | ||||||||
| Allstate Corp/The | 3,200 | 686 | ||||||
| Ally Financial Inc | 12,000 | 473 | ||||||
| American International Group Inc | 15,400 | 1,240 | ||||||
| Ameriprise Financial Inc | 6,348 | 2,984 | ||||||
| Annaly Capital Management Inc ‡ | 72,631 | 1,688 | ||||||
| Ares Management Corp, Cl A | 16,862 | 1,889 | ||||||
| Bank of America Corp | 84,888 | 4,230 | ||||||
| Bank of New York Mellon Corp/The | 14,928 | 1,778 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 5,439 | 276 | ||||||
| Berkshire Hathaway Inc, Cl B * | 7,637 | 3,856 | ||||||
| Chubb Ltd | 6,957 | 2,371 | ||||||
| Citigroup Inc | 57,493 | 6,335 | ||||||
| Citizens Financial Group Inc | 21,400 | 1,288 | ||||||
| CME Group Inc, Cl A | 14,557 | 4,651 | ||||||
| Commerce Bancshares Inc/MO | 19,473 | 993 | ||||||
| Corebridge Financial Inc | 31,700 | 819 | ||||||
| Dlocal, Cl A | 3,503 | 43 | ||||||
| Everest Group Ltd | 2,000 | 671 | ||||||
| FactSet Research Systems Inc | 5,715 | 1,239 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Fidelis Insurance Holdings Ltd | 16,800 | $ | 320 | |||||
| Figure Technology Solutions, Cl A * | 1,336 | 34 | ||||||
| First Horizon Corp | 33,700 | 802 | ||||||
| Fiserv Inc * | 1,290 | 80 | ||||||
| Globe Life Inc | 739 | 107 | ||||||
| Goldman Sachs Group Inc/The | 3,331 | 2,863 | ||||||
| Hanover Insurance Group Inc/The | 3,516 | 635 | ||||||
| Hartford Insurance Group | 12,400 | 1,746 | ||||||
| Jefferies Financial Group Inc | 6,431 | 286 | ||||||
| JPMorgan Chase & Co | 31,325 | 9,407 | ||||||
| Lincoln National Corp | 8,300 | 285 | ||||||
| M&T Bank Corp | 2,100 | 456 | ||||||
| Marsh & McLennan Cos Inc | 1,996 | 373 | ||||||
| Mastercard Inc, Cl A | 9,869 | 5,104 | ||||||
| MetLife Inc | 6,800 | 490 | ||||||
| MGIC Investment Corp | 34,000 | 902 | ||||||
| Moody's Corp | 14,371 | 6,863 | ||||||
| Morgan Stanley | 46,446 | 7,734 | ||||||
| MSCI Inc, Cl A | 5,647 | 3,229 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 38,954 | 584 | ||||||
| PayPal Holdings Inc | 18,800 | 869 | ||||||
| Radian Group Inc | 18,600 | 642 | ||||||
| Regions Financial Corp | 33,700 | 938 | ||||||
| Robinhood Markets Inc, Cl A * | 4,016 | 305 | ||||||
| Rocket Cos Inc, Cl A | 47,113 | 857 | ||||||
| S&P Global Inc | 420 | 186 | ||||||
| State Street Corp | 12,200 | 1,569 | ||||||
| Travelers Cos Inc/The | 6,659 | 2,055 | ||||||
| Truist Financial Corp | 38,703 | 1,908 | ||||||
| Unum Group | 16,700 | 1,198 | ||||||
| Visa Inc, Cl A | 14,592 | 4,672 | ||||||
| Wells Fargo & Co | 40,569 | 3,304 | ||||||
| Western Union Co/The | 49,400 | 476 | ||||||
| Zions Bancorp NA | 11,100 | 636 | ||||||
| 99,425 | ||||||||
| Health Care — 11.3% | ||||||||
| Abbott Laboratories | 4,430 | 515 | ||||||
| AbbVie Inc | 8,998 | 2,088 | ||||||
| Abivax SA ADR * | 2,712 | 329 | ||||||
| Alignment Healthcare Inc * | 10,670 | 205 | ||||||
| Arrowhead Pharmaceuticals Inc * | 6,300 | 399 | ||||||
| AstraZeneca PLC | 3,466 | 722 | ||||||
| Aveanna Healthcare Holdings Inc * | 2,797 | 21 | ||||||
| Becton Dickinson & Co | 4,385 | 774 | ||||||
| Biogen Inc * | 3,055 | 586 | ||||||
| Boston Scientific Corp * | 22,270 | 1,711 | ||||||
| Bristol-Myers Squibb Co | 56,753 | 3,540 | ||||||
| Brookdale Senior Living Inc, Cl A * | 38,690 | 592 | ||||||
| Cardinal Health Inc | 1,174 | 269 | ||||||
| Cencora Inc | 9,505 | 3,537 | ||||||
| Centene Corp * | 17,788 | 798 | ||||||
| Cigna Group/The | 2,900 | 840 | ||||||
| Cogent Biosciences Inc * | 2,158 | 84 | ||||||
| 2 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| CVS Health Corp | 18,200 | $ | 1,454 | |||||
| Eli Lilly & Co | 6,872 | 7,229 | ||||||
| Encompass Health Corp | 20,204 | 2,180 | ||||||
| Establishment Labs Holdings * | 1,499 | 118 | ||||||
| Exelixis Inc * | 20,200 | 890 | ||||||
| GE HealthCare Technologies Inc | 4,300 | 362 | ||||||
| Gilead Sciences Inc | 15,391 | 2,293 | ||||||
| Globus Medical Inc, Cl A * | 661 | 63 | ||||||
| HCA Healthcare Inc | 4,682 | 2,480 | ||||||
| IDEXX Laboratories Inc * | 120 | 79 | ||||||
| Incyte Corp * | 12,700 | 1,286 | ||||||
| Intuitive Surgical Inc * | 1,452 | 731 | ||||||
| Jazz Pharmaceuticals PLC * | 5,700 | 1,083 | ||||||
| Johnson & Johnson | 37,084 | 9,213 | ||||||
| McKesson Corp | 849 | 838 | ||||||
| Medtronic PLC | 18,779 | 1,834 | ||||||
| Merck & Co Inc | 36,042 | 4,463 | ||||||
| Mettler-Toledo International Inc * | 2,204 | 3,012 | ||||||
| Natera Inc * | 3,261 | 678 | ||||||
| Novartis AG ADR | 10,877 | 1,834 | ||||||
| Pfizer Inc | 149,602 | 4,137 | ||||||
| Regeneron Pharmaceuticals Inc | 900 | 704 | ||||||
| STERIS PLC | 8,906 | 2,247 | ||||||
| Stryker Corp | 140 | 54 | ||||||
| Tenet Healthcare Corp * | 3,557 | 852 | ||||||
| United Therapeutics Corp * | 400 | 202 | ||||||
| UnitedHealth Group Inc | 15,711 | 4,608 | ||||||
| Universal Health Services Inc, Cl B | 2,900 | 598 | ||||||
| Veeva Systems Inc, Cl A * | 1,372 | 250 | ||||||
| Viatris Inc | 50,500 | 754 | ||||||
| Waters Corp * | 1,263 | 403 | ||||||
| 73,939 | ||||||||
| Industrials — 9.7% | ||||||||
| 3M Co | 1,602 | 265 | ||||||
| AGCO Corp | 4,800 | 655 | ||||||
| Allison Transmission Holdings Inc | 8,900 | 1,115 | ||||||
| American Airlines Group Inc * | 24,500 | 320 | ||||||
| AMETEK Inc | 1,273 | 304 | ||||||
| Atmus Filtration Technologies Inc | 8,037 | 519 | ||||||
| Brady Corp, Cl A | 10,897 | 1,006 | ||||||
| Brink's Co/The | 568 | 66 | ||||||
| CACI International Inc, Cl A * | 257 | 157 | ||||||
| Carrier Global Corp | 39,466 | 2,542 | ||||||
| Caterpillar Inc | 1,302 | 967 | ||||||
| Cintas Corp | 12,037 | 2,421 | ||||||
| CNH Industrial NV | 30,300 | 373 | ||||||
| Copart Inc * | 66,549 | 2,535 | ||||||
| Crane Co | 509 | 102 | ||||||
| Cummins Inc | 1,549 | 904 | ||||||
| Curtiss-Wright Corp | 514 | 360 | ||||||
| Delta Air Lines Inc | 17,145 | 1,126 | ||||||
| Donaldson Co Inc | 1,394 | 129 | ||||||
| Everus Construction Group * | 1,404 | 170 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Expeditors International of Washington Inc | 1,798 | $ | 261 | |||||
| FedEx Corp | 4,413 | 1,708 | ||||||
| Ferguson Enterprises Inc | 4,662 | 1,216 | ||||||
| GE Vernova Inc | 2,028 | 1,772 | ||||||
| General Dynamics Corp | 5,617 | 2,005 | ||||||
| General Electric Co | 1,897 | 649 | ||||||
| Genpact Ltd | 11,300 | 449 | ||||||
| Graco Inc | 24,440 | 2,295 | ||||||
| Griffon Corp | 4,500 | 384 | ||||||
| HEICO Corp | 192 | 61 | ||||||
| HEICO Corp, Cl A | 4,244 | 1,019 | ||||||
| Huntington Ingalls Industries Inc | 800 | 356 | ||||||
| JB Hunt Transport Services Inc | 656 | 153 | ||||||
| JetBlue Airways Corp * | 31,568 | 175 | ||||||
| Johnson Controls International PLC | 17,938 | 2,588 | ||||||
| Kennametal Inc | 7,398 | 298 | ||||||
| Leidos Holdings Inc | 2,876 | 504 | ||||||
| Lennox International Inc | 108 | 62 | ||||||
| Lockheed Martin Corp | 1,676 | 1,103 | ||||||
| ManpowerGroup Inc | 10,500 | 294 | ||||||
| Moog Inc, Cl A | 270 | 91 | ||||||
| Old Dominion Freight Line Inc | 7,633 | 1,550 | ||||||
| Oshkosh Corp | 6,200 | 1,054 | ||||||
| Otis Worldwide Corp | 25,820 | 2,390 | ||||||
| Owens Corning | 7,800 | 952 | ||||||
| PACCAR Inc | 7,379 | 930 | ||||||
| Parker-Hannifin Corp | 403 | 407 | ||||||
| QXO Inc * | 89,965 | 2,155 | ||||||
| RBC Bearings Inc * | 1,218 | 701 | ||||||
| RTX Corp | 18,258 | 3,699 | ||||||
| Science Applications International Corp | 5,200 | 480 | ||||||
| Siemens AG ADR | 15,454 | 2,250 | ||||||
| Textron Inc | 12,800 | 1,263 | ||||||
| United Airlines Holdings Inc * | 12,100 | 1,286 | ||||||
| United Parcel Service Inc, Cl B | 7,601 | 881 | ||||||
| Upwork Inc * | 34,400 | 462 | ||||||
| Veralto Corp | 3,455 | 337 | ||||||
| Vertiv Holdings Co, Cl A | 11,052 | 2,817 | ||||||
| Waste Connections Inc | 16,546 | 2,848 | ||||||
| Westinghouse Air Brake Technologies Corp | 12,513 | 3,303 | ||||||
| 63,244 | ||||||||
| Information Technology — 23.8% | ||||||||
| Accenture PLC, Cl A | 1,122 | 234 | ||||||
| Adobe Inc * | 3,138 | 823 | ||||||
| Advanced Energy Industries Inc | 997 | 335 | ||||||
| Advanced Micro Devices Inc * | 3,354 | 672 | ||||||
| Akamai Technologies Inc * | 233 | 23 | ||||||
| Amdocs Ltd | 13,190 | 921 | ||||||
| Amkor Technology Inc | 9,470 | 453 | ||||||
| Amphenol Corp, Cl A | 24,514 | 3,581 | ||||||
| Analog Devices Inc | 12,671 | 4,508 | ||||||
| Apple Inc | 74,137 | 19,586 | ||||||
| Applied Materials Inc | 6,717 | 2,501 | ||||||
| SEI Institutional Investments Trust | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AppLovin Corp, Cl A * | 4,612 | $ | 2,005 | |||||
| Arista Networks Inc * | 2,712 | 362 | ||||||
| Arrow Electronics Inc * | 6,200 | 943 | ||||||
| Astera Labs Inc * | 6,423 | 763 | ||||||
| Atlassian Corp, Cl A * | 1,968 | 148 | ||||||
| Autodesk Inc * | 1,830 | 450 | ||||||
| Blackbaud Inc * | 1,251 | 61 | ||||||
| Braze Inc, Cl A * | 15,644 | 297 | ||||||
| Broadcom Inc | 36,351 | 11,616 | ||||||
| Cisco Systems Inc | 65,028 | 5,167 | ||||||
| Cloudflare Inc, Cl A * | 480 | 83 | ||||||
| Dell Technologies Inc, Cl C | 12,300 | 1,821 | ||||||
| DocuSign Inc, Cl A * | 1,250 | 56 | ||||||
| Dropbox Inc, Cl A * | 34,000 | 850 | ||||||
| Fabrinet * | 197 | 107 | ||||||
| Flex Ltd * | 5,898 | 372 | ||||||
| FormFactor Inc * | 3,517 | 348 | ||||||
| Gen Digital Inc | 19,800 | 447 | ||||||
| GoDaddy Inc, Cl A * | 6,901 | 601 | ||||||
| Hewlett Packard Enterprise Co | 57,300 | 1,230 | ||||||
| HP Inc | 34,500 | 655 | ||||||
| HubSpot Inc * | 1,182 | 313 | ||||||
| Intel Corp * | 4,749 | 217 | ||||||
| International Business Machines Corp | 2,966 | 712 | ||||||
| Intuit Inc | 8,950 | 3,661 | ||||||
| KLA Corp | 2,172 | 3,311 | ||||||
| Klaviyo Inc, Cl A * | 12,378 | 216 | ||||||
| Kulicke & Soffa Industries Inc | 3,062 | 213 | ||||||
| Lam Research Corp | 13,576 | 3,175 | ||||||
| Lumentum Holdings Inc * | 182 | 128 | ||||||
| Micron Technology Inc | 4,545 | 1,874 | ||||||
| Microsoft Corp | 69,821 | 27,421 | ||||||
| MKS Instruments Inc | 1,346 | 329 | ||||||
| MongoDB Inc, Cl A * | 1,974 | 648 | ||||||
| Monolithic Power Systems Inc | 3,065 | 3,502 | ||||||
| Motorola Solutions Inc | 5,899 | 2,845 | ||||||
| Nebius Group NV, Cl A * | 27,358 | 2,495 | ||||||
| nLight Inc * | 733 | 41 | ||||||
| NVIDIA Corp | 104,615 | 18,537 | ||||||
| Okta Inc, Cl A * | 1,643 | 119 | ||||||
| Onto Innovation Inc * | 2,873 | 620 | ||||||
| Oracle Corp | 3,938 | 573 | ||||||
| Palantir Technologies Inc, Cl A * | 7,734 | 1,061 | ||||||
| Qnity Electronics Inc | 3,987 | 505 | ||||||
| QUALCOMM Inc | 19,807 | 2,820 | ||||||
| Roper Technologies Inc | 3,195 | 1,117 | ||||||
| salesforce.com | 6,484 | 1,263 | ||||||
| SanDisk Corp * | 415 | 264 | ||||||
| Seagate Technology Holdings PLC | 1,286 | 524 | ||||||
| ServiceNow Inc * | 4,076 | 440 | ||||||
| Shopify Inc, Cl A * | 1,355 | 164 | ||||||
| Snowflake Inc, Cl A * | 973 | 164 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 19,002 | $ | 7,118 | |||||
| TD SYNNEX Corp | 6,500 | 1,019 | ||||||
| TE Connectivity PLC | 4,137 | 952 | ||||||
| Teradyne Inc | 3,307 | 1,058 | ||||||
| Twilio Inc, Cl A * | 1,246 | 151 | ||||||
| Unity Software Inc * | 9,919 | 181 | ||||||
| Viavi Solutions Inc * | 10,324 | 307 | ||||||
| Western Digital Corp | 10,453 | 2,924 | ||||||
| Zoom Communications Inc, Cl A * | 1,802 | 133 | ||||||
| 155,134 | ||||||||
| Materials — 3.0% | ||||||||
| Anglogold Ashanti PLC | 10,276 | 1,313 | ||||||
| CF Industries Holdings Inc | 5,490 | 547 | ||||||
| Crown Holdings Inc | 4,270 | 489 | ||||||
| Dow Inc | 18,050 | 555 | ||||||
| DuPont de Nemours Inc | 6,302 | 315 | ||||||
| Eastman Chemical Co | 4,600 | 347 | ||||||
| Ecolab Inc | 6,528 | 2,013 | ||||||
| Freeport-McMoRan Inc, Cl B | 454 | 31 | ||||||
| Linde PLC | 7,748 | 3,937 | ||||||
| NewMarket Corp | 1,000 | 626 | ||||||
| Newmont Corp | 13,970 | 1,816 | ||||||
| O-I Glass Inc * | 29,800 | 399 | ||||||
| Reliance Inc | 6,133 | 1,936 | ||||||
| Sherwin-Williams Co/The | 10,018 | 3,632 | ||||||
| Southern Copper Corp | 5,346 | 1,167 | ||||||
| Steel Dynamics Inc | 2,200 | 425 | ||||||
| Sylvamo Corp | 5,900 | 273 | ||||||
| 19,821 | ||||||||
| Real Estate — 1.7% | ||||||||
| American Tower Corp, Cl A ‡ | 5,475 | 1,051 | ||||||
| Brixmor Property Group Inc ‡ | 15,500 | 469 | ||||||
| Crown Castle Inc ‡ | 11,149 | 998 | ||||||
| Equinix Inc ‡ | 378 | 368 | ||||||
| Healthpeak Properties Inc ‡ | 75,161 | 1,329 | ||||||
| Host Hotels & Resorts Inc ‡ | 55,100 | 1,079 | ||||||
| Prologis Inc ‡ | 8,793 | 1,254 | ||||||
| Realty Income Corp ‡ | 6,363 | 426 | ||||||
| St Joe Co/The | 3,625 | 262 | ||||||
| Ventas Inc ‡ | 16,098 | 1,387 | ||||||
| VICI Properties Inc, Cl A ‡ | 53,448 | 1,615 | ||||||
| Welltower Inc ‡ | 3,666 | 759 | ||||||
| Zillow Group Inc, Cl A * | 535 | 24 | ||||||
| Zillow Group Inc, Cl C * | 1,639 | 73 | ||||||
| 11,094 | ||||||||
| Utilities — 1.8% | ||||||||
| Brookfield Infrastructure Partners LP | 25,420 | 992 | ||||||
| Constellation Energy Corp | 860 | 284 | ||||||
| Duke Energy Corp | 14,960 | 1,958 | ||||||
| Eversource Energy | 10,300 | 785 | ||||||
| NextEra Energy Inc | 24,028 | 2,253 | ||||||
| 4 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Fund (Concluded)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NRG Energy Inc | 13,395 | $ | 2,397 | |||||
| PG&E Corp | 38,121 | 724 | ||||||
| Sempra | 2,317 | 223 | ||||||
| Southwest Gas Holdings Inc | 2,290 | 202 | ||||||
| Talen Energy Corp * | 3,107 | 1,153 | ||||||
| UGI Corp | 14,800 | 554 | ||||||
| XPLR Infrastructure LP * | 3,215 | 34 | ||||||
| 11,559 | ||||||||
| Total Common Stock | ||||||||
| (Cost $415,804) ($ Thousands) | 629,069 | |||||||
| CASH EQUIVALENT — 3.5% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 22,851,033 | 22,851 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $22,851) ($ Thousands) | 22,851 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $438,655) ($ Thousands) | $ | 651,920 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| S&P 500 Index E-Mini | 42 | Mar-2026 | $ | 14,586 | $ | 14,467 | $ | (119 | ) | |||||||||
| S&P Mid Cap 400 Index E-Mini | 13 | Mar-2026 | 4,592 | 4,651 | 59 | |||||||||||||
| $ | 19,178 | $ | 19,118 | $ | (60 | ) | ||||||||||||
| Percentages are based on Net Assets of $652,989 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ‡ | Real Estate Investment Trust. |
| † | Investment in Affiliated Security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 16,737 | $ | 176,729 | $ | (170,615 | ) | $ | — | $ | — | $ | 22,851 | $ | 457 | $ | — | |||||||||||||||
| Totals | $ | 16,737 | $ | 176,729 | $ | (170,615 | ) | $ | — | $ | — | $ | 22,851 | $ | 457 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† — 94.7% | ||||||||
| Communication Services — 8.3% | ||||||||
| Alphabet Inc, Cl A | 149,276 | $ | 46,538 | |||||
| Alphabet Inc, Cl C | 41,140 | 12,812 | ||||||
| AT&T Inc | 262,029 | 7,339 | ||||||
| Comcast Corp, Cl A | 171,948 | 5,324 | ||||||
| EchoStar Corp, Cl A * | 1,071 | 124 | ||||||
| Electronic Arts Inc | 5,421 | 1,087 | ||||||
| Fox Corp | 1,997 | 113 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 4,771 | 437 | ||||||
| Lumen Technologies Inc * | 50,739 | 361 | ||||||
| Meta Platforms Inc, Cl A | 38,148 | 24,727 | ||||||
| Netflix Inc * | 67,200 | 6,467 | ||||||
| Paramount Skydance Corp, Cl B | 399 | 5 | ||||||
| Pinterest Inc, Cl A * | 46,343 | 794 | ||||||
| Roku Inc, Cl A * | 24,072 | 2,369 | ||||||
| Snap Inc, Cl A * | 298,636 | 1,556 | ||||||
| T-Mobile US Inc | 4,786 | 1,039 | ||||||
| Trade Desk Inc/The, Cl A * | 2,854 | 68 | ||||||
| Verizon Communications Inc | 17,960 | 901 | ||||||
| Versant Media Group * | 41,892 | 1,396 | ||||||
| Walt Disney Co/The | 23,466 | 2,488 | ||||||
| Warner Music Group, Cl A | 9,657 | 276 | ||||||
| 116,221 | ||||||||
| Consumer Discretionary — 9.1% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 24,980 | 2,443 | ||||||
| ADT Inc | 170,994 | 1,371 | ||||||
| Airbnb Inc, Cl A * | 32,942 | 4,451 | ||||||
| Amazon.com Inc * | 79,715 | 16,740 | ||||||
| Autoliv Inc | 2,536 | 301 | ||||||
| AutoZone Inc * | 2,218 | 8,330 | ||||||
| Booking Holdings Inc | 1,742 | 7,385 | ||||||
| BorgWarner Inc | 21,273 | 1,225 | ||||||
| Carnival Corp, Cl A | 47,859 | 1,510 | ||||||
| DoorDash Inc, Cl A * | 5,694 | 1,005 | ||||||
| eBay Inc | 51,656 | 4,693 | ||||||
| Expedia Group Inc | 9,590 | 2,068 | ||||||
| Ford Motor Co | 325,992 | 4,593 | ||||||
| Frontdoor Inc * | 5,827 | 400 | ||||||
| General Motors Co | 91,005 | 7,163 | ||||||
| Genuine Parts Co | 25,860 | 3,084 | ||||||
| Hasbro Inc | 14,816 | 1,476 | ||||||
| Hilton Worldwide Holdings Inc | 12,340 | 3,847 | ||||||
| Levi Strauss & Co, Cl A | 31,994 | 709 | ||||||
| Lowe's Cos Inc | 15,938 | 4,217 | ||||||
| Macy's Inc | 36,435 | 721 | ||||||
| Magna International Inc, Cl A | 30,290 | 1,910 | ||||||
| Marriott International Inc/MD, Cl A | 14,586 | 4,984 | ||||||
| NIKE Inc, Cl B | 74,903 | 4,657 | ||||||
| O'Reilly Automotive Inc * | 31,489 | 2,956 | ||||||
| PVH Corp | 3,404 | 234 | ||||||
| Ralph Lauren Corp, Cl A | 5,636 | 2,044 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Ross Stores Inc | 48,645 | $ | 10,003 | |||||
| Royal Caribbean Cruises Ltd | 6,626 | 2,060 | ||||||
| Tesla Inc * | 22,551 | 9,077 | ||||||
| TJX Cos Inc/The | 66,123 | 10,689 | ||||||
| Whirlpool Corp | 15,870 | 1,086 | ||||||
| 127,432 | ||||||||
| Consumer Staples — 6.2% | ||||||||
| Altria Group Inc | 8,510 | 588 | ||||||
| Archer-Daniels-Midland Co | 38,650 | 2,668 | ||||||
| Casey's General Stores Inc | 7,321 | 5,019 | ||||||
| Coca-Cola Consolidated Inc | 2,861 | 579 | ||||||
| Colgate-Palmolive Co | 69,813 | 6,921 | ||||||
| Conagra Brands Inc | 96,440 | 1,856 | ||||||
| Costco Wholesale Corp | 10,526 | 10,640 | ||||||
| Diageo PLC ADR | 30,030 | 2,688 | ||||||
| Dollar General Corp | 48,820 | 7,628 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 28,831 | 3,156 | ||||||
| General Mills Inc | 12,689 | 574 | ||||||
| Kimberly-Clark Corp | 34,230 | 3,815 | ||||||
| Kraft Heinz Co/The | 90,277 | 2,222 | ||||||
| Kroger Co/The | 124,829 | 8,518 | ||||||
| Molson Coors Beverage Co, Cl B | 16,194 | 793 | ||||||
| Mondelez International Inc, Cl A | 57,270 | 3,527 | ||||||
| Monster Beverage Corp * | 4,478 | 382 | ||||||
| PepsiCo Inc | 57,457 | 9,753 | ||||||
| Philip Morris International Inc | 22,359 | 4,177 | ||||||
| Procter & Gamble Co/The | 41,689 | 6,970 | ||||||
| Smithfield Foods Inc | 19,527 | 486 | ||||||
| Tyson Foods Inc, Cl A | 22,430 | 1,458 | ||||||
| Walmart Inc | 18,901 | 2,418 | ||||||
| 86,836 | ||||||||
| Energy — 3.1% | ||||||||
| Baker Hughes Co, Cl A | 51,708 | 3,374 | ||||||
| BP PLC ADR | 52,330 | 2,033 | ||||||
| Canadian Natural Resources Ltd | 73,680 | 3,225 | ||||||
| Cheniere Energy Inc | 10,093 | 2,379 | ||||||
| Chevron Corp | 37,736 | 7,048 | ||||||
| ConocoPhillips | 21,810 | 2,475 | ||||||
| Devon Energy Corp | 46,030 | 2,004 | ||||||
| Energy Transfer LP | 101,396 | 1,910 | ||||||
| Halliburton Co | 3,833 | 138 | ||||||
| Kinder Morgan Inc | 56,425 | 1,877 | ||||||
| Marathon Petroleum Corp | 9,546 | 1,892 | ||||||
| Ovintiv Inc | 66,411 | 3,360 | ||||||
| Shell PLC ADR | 33,060 | 2,761 | ||||||
| SLB | 37,760 | 1,939 | ||||||
| TechnipFMC PLC | 17,352 | 1,151 | ||||||
| Transocean Ltd * | 543,487 | 3,522 | ||||||
| Weatherford International PLC | 16,731 | 1,764 | ||||||
| 42,852 | ||||||||
| Financials — 14.1% | ||||||||
| Allstate Corp/The | 22,604 | 4,849 | ||||||
| 6 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| American International Group Inc | 29,506 | $ | 2,375 | |||||
| Ameriprise Financial Inc | 9,262 | 4,354 | ||||||
| Annaly Capital Management Inc ‡ | 260,519 | 6,054 | ||||||
| Ares Management Corp, Cl A | 28,691 | 3,214 | ||||||
| Bank of America Corp | 202,443 | 10,088 | ||||||
| Bank of New York Mellon Corp/The | 31,002 | 3,692 | ||||||
| Berkshire Hathaway Inc, Cl B * | 23,947 | 12,092 | ||||||
| BlackRock Funding Inc/DE | 1,244 | 1,323 | ||||||
| Capital One Financial Corp | 16,972 | 3,320 | ||||||
| Chubb Ltd | 5,421 | 1,848 | ||||||
| Citigroup Inc | 100,908 | 11,119 | ||||||
| CME Group Inc, Cl A | 21,978 | 7,022 | ||||||
| Columbia Banking System Inc | 33,672 | 958 | ||||||
| Commerce Bancshares Inc/MO | 13,058 | 666 | ||||||
| FactSet Research Systems Inc | 6,800 | 1,474 | ||||||
| Fidelity National Information Services Inc | 38,136 | 1,943 | ||||||
| Fiserv Inc * | 1,197 | 75 | ||||||
| Franklin Resources Inc | 56,400 | 1,497 | ||||||
| Global Payments Inc | 108,960 | 8,331 | ||||||
| Goldman Sachs Group Inc/The | 9,461 | 8,132 | ||||||
| Hanover Insurance Group Inc/The | 2,735 | 494 | ||||||
| Jackson Financial Inc, Cl A | 5,026 | 550 | ||||||
| Jefferies Financial Group Inc | 19,896 | 883 | ||||||
| JPMorgan Chase & Co | 60,134 | 18,058 | ||||||
| KeyCorp | 151,785 | 3,148 | ||||||
| Loews Corp | 7,487 | 824 | ||||||
| M&T Bank Corp | 15,880 | 3,446 | ||||||
| Marsh & McLennan Cos Inc | 3,152 | 589 | ||||||
| Mastercard Inc, Cl A | 12,191 | 6,305 | ||||||
| Moody's Corp | 16,350 | 7,809 | ||||||
| Morgan Stanley | 65,574 | 10,919 | ||||||
| MSCI Inc, Cl A | 11,653 | 6,664 | ||||||
| Nasdaq Inc | 33,445 | 2,929 | ||||||
| PayPal Holdings Inc | 47,960 | 2,216 | ||||||
| Popular Inc | 20,143 | 2,727 | ||||||
| RenaissanceRe Holdings Ltd | 10,702 | 3,237 | ||||||
| Rithm Capital Corp ‡ | 132,719 | 1,334 | ||||||
| S&P Global Inc | 4,063 | 1,795 | ||||||
| StepStone Group Inc, Cl A | 15,075 | 650 | ||||||
| Synchrony Financial | 44,066 | 3,045 | ||||||
| Travelers Cos Inc/The | 9,207 | 2,842 | ||||||
| US Bancorp | 34,455 | 1,883 | ||||||
| Valley National Bancorp | 185,852 | 2,344 | ||||||
| Visa Inc, Cl A | 21,536 | 6,895 | ||||||
| Wells Fargo & Co | 67,000 | 5,457 | ||||||
| Willis Towers Watson PLC | 9,630 | 2,939 | ||||||
| Zions Bancorp NA | 51,608 | 2,956 | ||||||
| 197,364 | ||||||||
| Health Care — 10.5% | ||||||||
| Abbott Laboratories | 11,266 | 1,311 | ||||||
| AbbVie Inc | 43,296 | 10,048 | ||||||
| Avantor Inc * | 139,024 | 1,258 | ||||||
| BioMarin Pharmaceutical Inc * | 53,588 | 3,308 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Boston Scientific Corp * | 22,773 | $ | 1,750 | |||||
| Bridgebio Pharma Inc * | 17,559 | 1,167 | ||||||
| Bristol-Myers Squibb Co | 80,432 | 5,016 | ||||||
| Cardinal Health Inc | 6,449 | 1,478 | ||||||
| Cencora Inc | 20,253 | 7,537 | ||||||
| Centene Corp * | 92,155 | 4,136 | ||||||
| CVS Health Corp | 127,207 | 10,164 | ||||||
| Dexcom Inc * | 19,333 | 1,420 | ||||||
| Eli Lilly & Co | 18,726 | 19,700 | ||||||
| Encompass Health Corp | 31,523 | 3,401 | ||||||
| Exelixis Inc * | 15,044 | 663 | ||||||
| Genmab ADR * | 36,630 | 1,078 | ||||||
| GSK PLC ADR | 41,520 | 2,455 | ||||||
| Halozyme Therapeutics Inc * | 20,487 | 1,424 | ||||||
| HCA Healthcare Inc | 4,215 | 2,233 | ||||||
| Humana Inc | 10,290 | 1,961 | ||||||
| ICON PLC * | 24,510 | 2,650 | ||||||
| Jazz Pharmaceuticals PLC * | 4,873 | 926 | ||||||
| Johnson & Johnson | 57,957 | 14,398 | ||||||
| McKesson Corp | 4,850 | 4,789 | ||||||
| Medtronic PLC | 25,150 | 2,456 | ||||||
| Merck & Co Inc | 12,453 | 1,542 | ||||||
| Mettler-Toledo International Inc * | 2,505 | 3,423 | ||||||
| Neurocrine Biosciences Inc * | 8,096 | 1,071 | ||||||
| Pfizer Inc | 307,175 | 8,493 | ||||||
| Regeneron Pharmaceuticals Inc | 2,649 | 2,071 | ||||||
| Royalty Pharma PLC, Cl A | 41,670 | 1,926 | ||||||
| Sanofi SA ADR | 49,510 | 2,409 | ||||||
| Sarepta Therapeutics Inc * | 4,037 | 68 | ||||||
| STERIS PLC | 15,140 | 3,821 | ||||||
| Stryker Corp | 86 | 33 | ||||||
| Tenet Healthcare Corp * | 2,907 | 696 | ||||||
| United Therapeutics Corp * | 747 | 376 | ||||||
| UnitedHealth Group Inc | 31,625 | 9,275 | ||||||
| Viatris Inc | 153,300 | 2,289 | ||||||
| West Pharmaceutical Services Inc | 2,681 | 682 | ||||||
| Zoetis Inc, Cl A | 11,540 | 1,513 | ||||||
| 146,415 | ||||||||
| Industrials — 9.3% | ||||||||
| 3M Co | 4,301 | 711 | ||||||
| Acuity Brands Inc | 1,292 | 390 | ||||||
| AerCap Holdings NV | 25,430 | 3,800 | ||||||
| AGCO Corp | 3,838 | 524 | ||||||
| AMETEK Inc | 651 | 156 | ||||||
| Atmus Filtration Technologies Inc | 37,116 | 2,395 | ||||||
| Boeing Co/The * | 6,468 | 1,472 | ||||||
| Brink's Co/The | 6,681 | 780 | ||||||
| CACI International Inc, Cl A * | 805 | 491 | ||||||
| Carrier Global Corp | 45,200 | 2,911 | ||||||
| Caterpillar Inc | 10,517 | 7,812 | ||||||
| Cintas Corp | 20,464 | 4,116 | ||||||
| CNH Industrial NV | 394,845 | 4,857 | ||||||
| Comfort Systems USA Inc | 2,320 | 3,316 | ||||||
| SEI Institutional Investments Trust | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Copart Inc * | 75,100 | $ | 2,861 | |||||
| Core & Main Inc, Cl A * | 16,058 | 870 | ||||||
| Cummins Inc | 8,067 | 4,710 | ||||||
| Curtiss-Wright Corp | 357 | 250 | ||||||
| Delta Air Lines Inc | 55,348 | 3,636 | ||||||
| Donaldson Co Inc | 19,642 | 1,822 | ||||||
| Expeditors International of Washington Inc | 7,999 | 1,160 | ||||||
| FedEx Corp | 16,149 | 6,250 | ||||||
| Ferguson Enterprises Inc | 14,789 | 3,856 | ||||||
| GE Vernova Inc | 4,179 | 3,651 | ||||||
| General Electric Co | 13,176 | 4,510 | ||||||
| Genpact Ltd | 7,479 | 297 | ||||||
| Graco Inc | 28,200 | 2,649 | ||||||
| Honeywell International Inc | 1,315 | 320 | ||||||
| Johnson Controls International PLC | 3,795 | 548 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 4,918 | 309 | ||||||
| Leidos Holdings Inc | 15,565 | 2,725 | ||||||
| Lockheed Martin Corp | 10,353 | 6,813 | ||||||
| Lyft Inc, Cl A * | 72,105 | 998 | ||||||
| Middleby Corp/The * | 10,570 | 1,785 | ||||||
| MSA Safety Inc | 1,620 | 317 | ||||||
| Northrop Grumman Corp | 4,404 | 3,190 | ||||||
| Old Dominion Freight Line Inc | 12,977 | 2,635 | ||||||
| Otis Worldwide Corp | 30,900 | 2,860 | ||||||
| Owens Corning | 5,204 | 635 | ||||||
| PACCAR Inc | 15,307 | 1,930 | ||||||
| Parker-Hannifin Corp | 272 | 274 | ||||||
| Primoris Services Corp | 16,896 | 2,547 | ||||||
| Regal Rexnord Corp | 8,250 | 1,823 | ||||||
| RTX Corp | 43,418 | 8,797 | ||||||
| Ryder System Inc | 4,239 | 939 | ||||||
| Southwest Airlines Co | 3,770 | 186 | ||||||
| Tetra Tech Inc | 27,711 | 993 | ||||||
| Textron Inc | 15,902 | 1,569 | ||||||
| Veralto Corp | 16,145 | 1,573 | ||||||
| Vertiv Holdings Co, Cl A | 24,934 | 6,355 | ||||||
| Waste Connections Inc | 28,117 | 4,840 | ||||||
| Westinghouse Air Brake Technologies Corp | 15,228 | 4,019 | ||||||
| 129,233 | ||||||||
| Information Technology — 26.3% | ||||||||
| Adobe Inc * | 14,645 | 3,843 | ||||||
| Advanced Energy Industries Inc | 2,000 | 671 | ||||||
| Advanced Micro Devices Inc * | 13,722 | 2,747 | ||||||
| Akamai Technologies Inc * | 7,876 | 775 | ||||||
| Amkor Technology Inc | 37,628 | 1,799 | ||||||
| Amphenol Corp, Cl A | 41,636 | 6,081 | ||||||
| Analog Devices Inc | 15,138 | 5,386 | ||||||
| Apple Inc | 266,819 | 70,488 | ||||||
| Applied Materials Inc | 30,725 | 11,439 | ||||||
| Arista Networks Inc * | 18,932 | 2,527 | ||||||
| Atlassian Corp, Cl A * | 5,378 | 404 | ||||||
| Autodesk Inc * | 8,034 | 1,975 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Broadcom Inc | 75,318 | $ | 24,068 | |||||
| Cadence Design Systems Inc * | 1,267 | 382 | ||||||
| Cisco Systems Inc | 51,659 | 4,105 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 3,258 | 1,212 | ||||||
| DocuSign Inc, Cl A * | 28,622 | 1,290 | ||||||
| Dropbox Inc, Cl A * | 58,601 | 1,464 | ||||||
| Elastic NV * | 24,496 | 1,276 | ||||||
| FormFactor Inc * | 7,287 | 721 | ||||||
| Fortinet Inc * | 3,986 | 315 | ||||||
| GoDaddy Inc, Cl A * | 33,123 | 2,887 | ||||||
| Hewlett Packard Enterprise Co | 43,486 | 934 | ||||||
| Intel Corp * | 51,516 | 2,350 | ||||||
| International Business Machines Corp | 8,994 | 2,160 | ||||||
| Intuit Inc | 21,201 | 8,672 | ||||||
| KLA Corp | 7,548 | 11,507 | ||||||
| Klaviyo Inc, Cl A * | 21,334 | 371 | ||||||
| Kyndryl Holdings Inc * | 20,329 | 251 | ||||||
| Lam Research Corp | 61,055 | 14,280 | ||||||
| Marvell Technology Inc | 6,037 | 493 | ||||||
| Micron Technology Inc | 23,050 | 9,505 | ||||||
| Microsoft Corp | 163,525 | 64,223 | ||||||
| MKS Instruments Inc | 3,465 | 847 | ||||||
| MongoDB Inc, Cl A * | 1,739 | 571 | ||||||
| Monolithic Power Systems Inc | 6,014 | 6,872 | ||||||
| Motorola Solutions Inc | 11,299 | 5,449 | ||||||
| Nutanix Inc, Cl A * | 24,055 | 921 | ||||||
| NVIDIA Corp | 186,086 | 32,973 | ||||||
| ON Semiconductor Corp * | 53,130 | 3,532 | ||||||
| Onto Innovation Inc * | 8,805 | 1,901 | ||||||
| Oracle Corp | 10,945 | 1,591 | ||||||
| Palantir Technologies Inc, Cl A * | 9,965 | 1,367 | ||||||
| Pegasystems Inc | 48,401 | 2,117 | ||||||
| Qnity Electronics Inc | 11,642 | 1,476 | ||||||
| Roper Technologies | 10,395 | 3,635 | ||||||
| Rubrik Inc, Cl A * | 1,360 | 71 | ||||||
| Salesforce Inc | 50,154 | 9,769 | ||||||
| SanDisk Corp * | 1,306 | 830 | ||||||
| Seagate Technology Holdings PLC | 8,471 | 3,455 | ||||||
| ServiceNow Inc * | 17,671 | 1,909 | ||||||
| Skyworks Solutions Inc | 43,470 | 2,590 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 16,265 | 6,093 | ||||||
| TE Connectivity PLC | 18,031 | 4,150 | ||||||
| Teradyne Inc | 11,790 | 3,773 | ||||||
| UiPath Inc, Cl A * | 54,412 | 584 | ||||||
| VeriSign Inc | 8,598 | 1,960 | ||||||
| Viavi Solutions Inc * | 31,700 | 942 | ||||||
| Vontier Corp | 60,880 | 2,491 | ||||||
| Western Digital Corp | 13,492 | 3,774 | ||||||
| Zoom Communications Inc, Cl A * | 9,683 | 716 | ||||||
| 366,960 | ||||||||
| Materials — 2.5% | ||||||||
| Alcoa Corp | 18,067 | 1,122 | ||||||
| 8 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| AptarGroup Inc | 19,958 | $ | 2,868 | |||||
| Celanese Corp, Cl A | 33,430 | 1,669 | ||||||
| CRH PLC | 3,277 | 393 | ||||||
| Crown Holdings Inc | 3,966 | 455 | ||||||
| DuPont de Nemours Inc | 21,505 | 1,076 | ||||||
| Ecolab Inc | 11,109 | 3,425 | ||||||
| Freeport-McMoRan Inc, Cl B | 16,075 | 1,094 | ||||||
| Linde PLC | 8,880 | 4,512 | ||||||
| Mosaic Co/The | 8,092 | 225 | ||||||
| Newmont Corp | 51,977 | 6,757 | ||||||
| O-I Glass Inc * | 70,230 | 941 | ||||||
| Reliance Inc | 10,426 | 3,291 | ||||||
| Sherwin-Williams Co/The | 11,400 | 4,134 | ||||||
| Smurfit WestRock PLC | 47,280 | 2,223 | ||||||
| 34,185 | ||||||||
| Real Estate — 2.6% | ||||||||
| American Tower Corp, Cl A ‡ | 26,060 | 5,000 | ||||||
| Equinix Inc ‡ | 3,475 | 3,386 | ||||||
| Healthpeak Properties Inc ‡ | 159,490 | 2,820 | ||||||
| Host Hotels & Resorts Inc ‡ | 136,608 | 2,676 | ||||||
| Howard Hughes Holdings Inc * | 16,980 | 1,229 | ||||||
| Omega Healthcare Investors Inc ‡ | 31,234 | 1,508 | ||||||
| Prologis Inc ‡ | 47,711 | 6,802 | ||||||
| SBA Communications Corp, Cl A ‡ | 8,359 | 1,681 | ||||||
| STAG Industrial Inc ‡ | 41,291 | 1,619 | ||||||
| Ventas Inc ‡ | 89,217 | 7,687 | ||||||
| Welltower Inc ‡ | 6,909 | 1,431 | ||||||
| 35,839 | ||||||||
| Utilities — 2.7% | ||||||||
| AES Corp/The | 113,170 | 1,955 | ||||||
| Brookfield Infrastructure Partners LP | 47,522 | 1,855 | ||||||
| Edison International | 71,824 | 5,368 | ||||||
| Eversource Energy | 34,160 | 2,603 | ||||||
| FirstEnergy Corp | 38,100 | 1,949 | ||||||
| NRG Energy Inc | 31,135 | 5,572 | ||||||
| PG&E Corp | 342,935 | 6,516 | ||||||
| Sempra | 45,473 | 4,378 | ||||||
| Southwest Gas Holdings Inc | 18,718 | 1,650 | ||||||
| Talen Energy Corp * | 2,266 | 841 | ||||||
| UGI Corp | 69,624 | 2,605 | ||||||
| Xcel Energy Inc | 36,900 | 3,076 | ||||||
| 38,368 | ||||||||
| Total Common Stock | ||||||||
| (Cost $939,460) ($ Thousands) | 1,321,705 | |||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATION — 1.8% | ||||||||
| U.S. Treasury Bill | ||||||||
| 3.611%, 05/28/2026 (A) | $ | 25,000 | $ | 24,784 | ||||
| Total U.S. Treasury Obligation | ||||||||
| (Cost $24,782) ($ Thousands) | 24,784 | |||||||
| Shares | ||||||||
| PREFERRED STOCK — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Whirlpool, 8.500% * | 4,700 | 234 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $235) ($ Thousands) | 234 | |||||||
| CASH EQUIVALENT — 3.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 44,286,425 | 44,286 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $44,286) ($ Thousands) | 44,286 | |||||||
| Total Investments in Securities — 99.7% | ||||||||
| (Cost $1,008,763) ($ Thousands) | $ | 1,391,009 | ||||||
| SEI Institutional Investments Trust | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Depreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| S&P 500 Index E-Mini | 58 | Mar-2026 | $ | 20,085 | $ | 19,978 | $ | (107 | ) | |||||||||
A list of the open OTC Swap agreement held by the Fund at February 28, 2026, is as follows:
| Total Return Swap | |||||||||||||||||||||||||||||
| Counterparty | Reference Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||
| Bank of America Merrill Lynch | Mackenzie Investments Corporation Custom Basket of Securities | Custom Financing | Basket Return | Annually | 09/15/2026 | USD | 58,297 | $ | 917 | $ | – | $ | 917 | ||||||||||||||||
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, 2026:
United States Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 166,204 | NVIDIA CORP | $ | 30,743 | $ | (1,334 | ) | 98.2 | % | |||||||
| 68,438 | ALPHABET INC | 20,670 | 639 | 66.0 | |||||||||||
| 54,975 | AMAZON.COM INC | 11,058 | 503 | 35.3 | |||||||||||
| 31,619 | CITIGROUP INC | 3,598 | (99 | ) | 11.5 | ||||||||||
| 10,888 | TERADYNE INC | 3,327 | 174 | 10.6 | |||||||||||
| 746 | BOOKING HOLDINGS INC | 3,089 | 70 | 9.9 | |||||||||||
| 11,633 | BOEING CO/THE | 2,839 | (196 | ) | 9.1 | ||||||||||
| 19,545 | TEXTRON INC | 1,949 | (23 | ) | 6.2 | ||||||||||
| 9,633 | EXPEDIA GROUP INC | 1,931 | 144 | 6.2 | |||||||||||
| 14,083 | MERCK & CO INC COM | 1,712 | 29 | 5.5 | |||||||||||
| 16,153 | INCYTE CORP | 1,634 | 0 | 5.2 | |||||||||||
| 70,393 | NEWS CORP | 1,632 | 75 | 5.2 | |||||||||||
| 14,644 | WALT DISNEY CO/THE | 1,544 | 7 | 4.9 | |||||||||||
| 49,295 | COLUMBIA BANKING | 1,543 | (124 | ) | 4.9 | ||||||||||
| 19,355 | EDISON INTERNATIONAL | 1,382 | 62 | 4.4 | |||||||||||
| 5,455 | WEST PHARMACEUTICAL SERVICES | 1,327 | 59 | 4.2 | |||||||||||
| 2,986 | S&P GLOBAL INC | 1,226 | 95 | 3.9 | |||||||||||
| 3,821 | JPMORGAN CHASE & CO | 1,172 | (31 | ) | 3.7 | ||||||||||
| 21,102 | DUPONT DE NEMOURS INC | 1,078 | (23 | ) | 3.4 | ||||||||||
| 38,250 | KRAFT HEINZ CO/THE | 910 | 31 | 2.9 | |||||||||||
| 4,215 | SBA COMMUNICATIONS CORP | 856 | (9 | ) | 2.7 | ||||||||||
| 1,998 | MICROSOFT CORP | 793 | (7 | ) | 2.5 | ||||||||||
| 3,927 | AMERICAN TOWER CORP | 758 | (6 | ) | 2.4 | ||||||||||
| 9,800 | NETFLIX INC | 755 | 188 | 2.4 | |||||||||||
| 1,914 | FEDEX CORP | 718 | 31 | 2.3 | |||||||||||
| 2,840 | ABBVIE INC | 661 | (3 | ) | 2.1 | ||||||||||
| 19,535 | HALLIBURTON CO | 659 | 44 | 2.1 | |||||||||||
| 2,293 | WESTERN DIGITAL CORP | 651 | (11 | ) | 2.1 | ||||||||||
| 10,873 | BAKER HUGHES COMPANY CL A | 651 | 60 | 2.1 | |||||||||||
| 9,118 | KROGER CO | 635 | (11 | ) | 2.0 | ||||||||||
| 134,085 | SNAP INC | 634 | 64 | 2.0 | |||||||||||
| 41,646 | FORD MOTOR CO | 588 | 4 | 1.9 | |||||||||||
| 13,018 | DEVON ENERGY CORP | 573 | (7 | ) | 1.8 | ||||||||||
| 3,114 | PHILIP MORRIS INTL INC COM | 572 | 9 | 1.8 | |||||||||||
| 3,563 | POPULAR INC | 516 | (35 | ) | 1.7 | ||||||||||
| 3,253 | TAPESTRY INC | 500 | 5 | 1.6 | |||||||||||
| 12,340 | UGI CORP | 476 | (15 | ) | 1.5 | ||||||||||
| 11,346 | LINCOLN NATL CORP IND COM | 472 | (114 | ) | 1.5 | ||||||||||
| 2,793 | PROCTER & GAMBLE CO/THE | 446 | 21 | 1.4 | |||||||||||
| 10 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 4,317 | COLGATE | $ | 413 | $ | 15 | 1.3 | % | ||||||||
| 27,755 | CNH INDUSTRIAL NV | 363 | (22 | ) | 1.2 | ||||||||||
| 2,616 | AUTOLIV INC COM | 328 | (19 | ) | 1.1 | ||||||||||
| 4,024 | BRIDGEBIO PHARMA INC REGISTERED SHS | 305 | (38 | ) | 1.0 | ||||||||||
| 18,305 | AES CORP REGISTERED SHS | 300 | 16 | 1.0 | |||||||||||
| 696 | TESLA INC REGISTERED SHS | 283 | (3 | ) | 0.9 | ||||||||||
| 4,825 | CORE & MAIN INC CL A | 276 | (16 | ) | 0.9 | ||||||||||
| 6,177 | PEGASYSTEMS INC REGISTERED SHS | 275 | (5 | ) | 0.9 | ||||||||||
| 4,502 | BIOMARIN PHARMACEUTICAL INC REGISTERED SHS | 270 | 8 | 0.9 | |||||||||||
| 3,715 | HF SINCLAIR CORP COM | 215 | (29 | ) | 0.7 | ||||||||||
| 1,640 | NEUROCRINE BIOSCIENCES INC | 210 | 6 | 0.7 | |||||||||||
United States Custom Basket of Short Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (4,255) | RBC BEARINGS INC | $ | (2,353 | ) | $ | (99 | ) | (7.5 | )% | ||||||
| (87,967) | OLD NATIONAL BANCORP REGISTERED SHS | (2,189 | ) | 159 | (7.0 | ) | |||||||||
| (44,549) | INTERNATIONAL PAPER CO | (2,185 | ) | 227 | (7.0 | ) | |||||||||
| (49,235) | VIPER ENERGY INC | (2,166 | ) | (123 | ) | (6.9 | ) | ||||||||
| (14,792) | CULLEN/FROST BANKERS INC | (2,133 | ) | 76 | (6.8 | ) | |||||||||
| (12,538) | HYATT HOTELS CORP | (2,126 | ) | 104 | (6.8 | ) | |||||||||
| (35,944) | COMMERCE BANCSHARES INC | (1,905 | ) | 75 | (6.1 | ) | |||||||||
| (11,995) | ARROW ELECTRONICS INC | (1,864 | ) | 41 | (6.0 | ) | |||||||||
| (24,861) | PROSPERITY BANCSHARES INC | (1,809 | ) | 62 | (5.8 | ) | |||||||||
| (94,834) | HP INC REGISTERED SHS | (1,753 | ) | (46 | ) | (5.6 | ) | ||||||||
| (8,715) | AUTONATION INC | (1,744 | ) | 45 | (5.6 | ) | |||||||||
| (6,144) | ERIE INDEMNITY COMPANY | (1,744 | ) | 90 | (5.6 | ) | |||||||||
| (57,026) | SUPER MICRO COMPUTER INC | (1,725 | ) | (120 | ) | (5.5 | ) | ||||||||
| (12,721) | AMERICAN WATER WORKS CO INC | (1,698 | ) | (41 | ) | (5.4 | ) | ||||||||
| (15,909) | SOUTHSTATE CORP | (1,656 | ) | 88 | (5.3 | ) | |||||||||
| (61,352) | WEYERHAEUSER CO | (1,649 | ) | 146 | (5.3 | ) | |||||||||
| (3,800) | MEDPACE HOLDINGS INC | (1,627 | ) | (88 | ) | (5.2 | ) | ||||||||
| (20,592) | ROBINHOOD MARKETS INC | (1,538 | ) | (22 | ) | (4.9 | ) | ||||||||
| (5,788) | AEROVIRONMENT INC | (1,522 | ) | 64 | (4.9 | ) | |||||||||
| (26,286) | MP MATERIALS CORP COM CL A | (1,497 | ) | (49 | ) | (4.8 | ) | ||||||||
| (14,957) | Westlake Corporation | (1,463 | ) | (111 | ) | (4.7 | ) | ||||||||
| (5,537) | HEICO CORP NEW COM | (1,408 | ) | 80 | (4.5 | ) | |||||||||
| (63,471) | MIRION TECHNOLOGIES INC COM CL A | (1,396 | ) | 26 | (4.5 | ) | |||||||||
| (54,913) | BLACKSTONE SECD LENDING FD COMMON STOCK | (1,331 | ) | 20 | (4.3 | ) | |||||||||
| (3,226) | SITIME CORP | (1,329 | ) | 47 | (4.3 | ) | |||||||||
| (3,487) | KINSALE CAPITAL GROUP INC | (1,313 | ) | (45 | ) | (4.2 | ) | ||||||||
| (106,415) | BLUE OWL CAPITAL INC | (1,285 | ) | 140 | (4.1 | ) | |||||||||
| (65,872) | SOFI TECHNOLOGIES INC | (1,285 | ) | 117 | (4.1 | ) | |||||||||
| (4,014) | BURLINGTON STORES INC | (1,256 | ) | 26 | (4.0 | ) | |||||||||
| (8,894) | REPLIGEN CORP | (1,204 | ) | 61 | (3.9 | ) | |||||||||
| (37,484) | DOW INC | (1,178 | ) | 14 | (3.8 | ) | |||||||||
| (42,136) | ROIVANT SCIENCES LTD | (1,141 | ) | (83 | ) | (3.7 | ) | ||||||||
| (109,936) | JOBY AVIATION INC | (1,098 | ) | (7 | ) | (3.5 | ) | ||||||||
| (1,661) | DILLARDS INC | (1,097 | ) | 97 | (3.5 | ) | |||||||||
| (6,835) | TD SYNNEX CORP | (1,093 | ) | 22 | (3.5 | ) | |||||||||
| (10,960) | FORMFACTOR INC | (1,057 | ) | (26 | ) | (3.4 | ) | ||||||||
| (11,013) | WESTERN ALLIANCE BANCORP | (1,043 | ) | 155 | (3.3 | ) | |||||||||
| (65,270) | SUMMIT THERAPEUTICS INC | (1,023 | ) | (59 | ) | (3.3 | ) | ||||||||
| (9,923) | RYMAN HOSPITALITY PROPERTIES | (1,013 | ) | 34 | (3.2 | ) | |||||||||
| (41,889) | GPGI INC COM CL A | (1,010 | ) | 71 | (3.2 | ) | |||||||||
| (12,876) | KARMAN HOLDINGS INC REGISTERED SHS | (967 | ) | (166 | ) | (3.1 | ) | ||||||||
| (41,753) | KIMCO REALTY CORP | (967 | ) | (16 | ) | (3.1 | ) | ||||||||
| (14,336) | CYTOKINETICS INC | (955 | ) | 64 | (3.1 | ) | |||||||||
| (1,902) | MADRIGAL PHARMACEUTICALS INC | (927 | ) | 106 | (3.0 | ) | |||||||||
| (17,740) | FIFTH THIRD BANCORP | (910 | ) | 33 | (2.9 | ) | |||||||||
| (13,627) | LOAR HOLDINGS INC COM SHS | (869 | ) | (95 | ) | (2.8 | ) | ||||||||
| SEI Institutional Investments Trust | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Disciplined Equity Fund (Concluded)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (6,611) | CDW CORP/DE | $ | (827 | ) | $ | 13 | (2.6 | )% | |||||||
| (1,658) | FABRINET | (824 | ) | (80 | ) | (2.6 | ) | ||||||||
| (30,171) | QXO INC COM NEW | (809 | ) | 87 | (2.6 | ) | |||||||||
| (11,948) | OKLO INC | (808 | ) | 57 | (2.6 | ) | |||||||||
| (2,281) | WATTS WATER TECHNOLOGIES INC SHS | (752 | ) | 1 | (2.4 | ) | |||||||||
| (2,668) | POOL CORP | (682 | ) | 76 | (2.2 | ) | |||||||||
| (3,327) | XPO INC | (673 | ) | (27 | ) | (2.2 | ) | ||||||||
| (42,436) | RIGETTI COMPUTING INC COMMON STOCK | (662 | ) | (77 | ) | (2.1 | ) | ||||||||
| (8,972) | ROCKET LAB CORP | (627 | ) | 8 | (2.0 | ) | |||||||||
| (9,847) | CAVA GROUP INC COM | (623 | ) | (217 | ) | (2.0 | ) | ||||||||
| (31,275) | RIVIAN AUTOMOTIVE INC | (516 | ) | 37 | (1.7 | ) | |||||||||
| (15,198) | IONQ INC | (504 | ) | (78 | ) | (1.6 | ) | ||||||||
| (60,664) | SOUNDHOUND AI INC CLASS A COM | (444 | ) | (77 | ) | (1.4 | ) | ||||||||
| (7,181) | DUTCH BROS INC | (385 | ) | 0 | (1.2 | ) | |||||||||
| (8,092) | COSTAR GROUP INC | (370 | ) | 9 | (1.2 | ) | |||||||||
| (9,855) | LINEAGE INC | (366 | ) | (33 | ) | (1.2 | ) | ||||||||
| (7,717) | GLOBALFOUNDRIES INC | (360 | ) | (7 | ) | (1.2 | ) | ||||||||
| Percentages are based on Net Assets of $1,394,853 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| †† | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 56,195 | $ | 337,128 | $ | (349,037 | ) | $ | — | $ | — | $ | 44,286 | $ | 1,039 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 12 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† — 97.4% | ||||||||
| Communication Services — 10.0% | ||||||||
| Alphabet Inc, Cl A | 174,710 | $ | 54,468 | |||||
| Alphabet Inc, Cl C | 142,230 | 44,295 | ||||||
| AST SpaceMobile Inc, Cl A * | 6,800 | 538 | ||||||
| AT&T Inc | 206,885 | 5,795 | ||||||
| Charter Communications Inc, Cl A * | 2,497 | 586 | ||||||
| Comcast Corp, Cl A | 107,500 | 3,328 | ||||||
| DoubleVerify Holdings Inc * | 4,800 | 51 | ||||||
| Electronic Arts Inc | 7,965 | 1,597 | ||||||
| Fox Corp | 6,461 | 364 | ||||||
| Fox Corp, Cl B | 4,466 | 231 | ||||||
| GCI Liberty Inc, Cl A * | 16 | 1 | ||||||
| GCI Liberty Inc, Cl C * | 1,024 | 40 | ||||||
| IAC Inc * | 2,232 | 85 | ||||||
| Iridium Communications Inc | 2,700 | 65 | ||||||
| Liberty Broadband Corp, Cl A * | 80 | 4 | ||||||
| Liberty Broadband Corp, Cl C * | 3,678 | 201 | ||||||
| Liberty Global Ltd, Cl A * | 6,100 | 78 | ||||||
| Liberty Global Ltd, Cl C * | 6,300 | 77 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A * | 700 | 59 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 6,200 | 568 | ||||||
| Live Nation Entertainment Inc * | 4,500 | 730 | ||||||
| Madison Square Garden Sports Corp, Cl A * | 486 | 161 | ||||||
| Match Group Inc | 7,396 | 234 | ||||||
| Meta Platforms Inc, Cl A | 65,570 | 42,501 | ||||||
| Millicom International Cellular SA | 3,500 | 255 | ||||||
| Netflix Inc * | 127,730 | 12,293 | ||||||
| New York Times Co/The, Cl A | 4,800 | 383 | ||||||
| News Corp, Cl A | 11,446 | 278 | ||||||
| News Corp, Cl B | 3,200 | 86 | ||||||
| Nexstar Media Group Inc, Cl A | 800 | 201 | ||||||
| Omnicom Group Inc | 9,677 | 825 | ||||||
| Pinterest Inc, Cl A * | 17,500 | 300 | ||||||
| Reddit Inc, Cl A * | 3,800 | 554 | ||||||
| ROBLOX Corp, Cl A * | 19,400 | 1,332 | ||||||
| Roku Inc, Cl A * | 3,900 | 384 | ||||||
| Sirius XM Holdings Inc | 5,992 | 132 | ||||||
| Spotify Technology SA * | 4,800 | 2,472 | ||||||
| Take-Two Interactive Software Inc * | 5,835 | 1,234 | ||||||
| TKO Group Holdings Inc, Cl A | 2,100 | 470 | ||||||
| T-Mobile US Inc | 14,792 | 3,211 | ||||||
| Trade Desk Inc/The, Cl A * | 12,800 | 305 | ||||||
| Trump Media & Technology Group Corp * | 2,100 | 22 | ||||||
| Verizon Communications Inc | 126,476 | 6,341 | ||||||
| Versant Media Group * | 4,300 | 143 | ||||||
| Walt Disney Co/The | 54,300 | 5,758 | ||||||
| Warner Bros Discovery Inc * | 73,336 | 2,066 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 8,800 | 55 | ||||||
| 195,157 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Consumer Discretionary — 9.8% | ||||||||
| ADT Inc | 21,283 | $ | 171 | |||||
| Airbnb Inc, Cl A * | 13,500 | 1,824 | ||||||
| Amazon.com Inc * | 288,290 | 60,541 | ||||||
| Amer Sports Inc * | 5,000 | 190 | ||||||
| APTIV PLC * | 6,200 | 456 | ||||||
| Aramark | 8,000 | 335 | ||||||
| AutoNation Inc * | 832 | 162 | ||||||
| AutoZone Inc * | 529 | 1,987 | ||||||
| Bath & Body Works Inc | 6,357 | 145 | ||||||
| Best Buy Co Inc | 5,347 | 331 | ||||||
| Birkenstock Holding PLC * | 1,000 | 42 | ||||||
| Booking Holdings Inc | 966 | 4,095 | ||||||
| BorgWarner Inc | 6,564 | 378 | ||||||
| Boyd Gaming Corp | 1,700 | 141 | ||||||
| Bright Horizons Family Solutions Inc * | 1,900 | 142 | ||||||
| Brunswick Corp/DE | 2,300 | 183 | ||||||
| Burlington Stores Inc * | 1,900 | 583 | ||||||
| Caesars Entertainment Inc * | 7,200 | 180 | ||||||
| CarMax Inc * | 4,760 | 205 | ||||||
| Carnival Corp, Cl A | 31,000 | 978 | ||||||
| Carvana Co, Cl A * | 4,160 | 1,390 | ||||||
| Cava Group Inc * | 2,600 | 214 | ||||||
| Chewy Inc, Cl A * | 6,000 | 165 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 38,150 | 1,420 | ||||||
| Choice Hotels International Inc | 884 | 93 | ||||||
| Churchill Downs Inc | 2,000 | 184 | ||||||
| Columbia Sportswear Co | 900 | 56 | ||||||
| Coupang Inc, Cl A * | 40,200 | 767 | ||||||
| Crocs Inc * | 1,600 | 145 | ||||||
| Darden Restaurants Inc | 3,368 | 720 | ||||||
| Deckers Outdoor Corp * | 4,000 | 469 | ||||||
| Dick's Sporting Goods Inc | 1,658 | 338 | ||||||
| Dillard's Inc, Cl A | 100 | 60 | ||||||
| Domino's Pizza Inc | 900 | 362 | ||||||
| DoorDash Inc, Cl A * | 11,240 | 1,984 | ||||||
| DR Horton Inc | 8,568 | 1,374 | ||||||
| DraftKings Inc, Cl A * | 14,200 | 339 | ||||||
| Duolingo Inc, Cl A * | 1,100 | 111 | ||||||
| Dutch Bros Inc, Cl A * | 3,400 | 182 | ||||||
| eBay Inc | 13,211 | 1,200 | ||||||
| Etsy Inc * | 3,100 | 170 | ||||||
| Expedia Group Inc | 3,322 | 717 | ||||||
| Five Below Inc * | 1,400 | 313 | ||||||
| Floor & Decor Holdings Inc, Cl A * | 3,200 | 221 | ||||||
| Flutter Entertainment PLC * | 5,100 | 541 | ||||||
| Ford Motor Co | 114,084 | 1,607 | ||||||
| GameStop Corp, Cl A * | 12,900 | 310 | ||||||
| Gap Inc/The | 7,721 | 216 | ||||||
| Garmin Ltd | 4,700 | 1,188 | ||||||
| General Motors Co | 27,600 | 2,172 | ||||||
| Gentex Corp | 6,364 | 149 | ||||||
| Genuine Parts Co | 3,990 | 476 | ||||||
| SEI Institutional Investments Trust | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Grand Canyon Education Inc * | 800 | $ | 127 | |||||
| H&R Block Inc | 4,025 | 123 | ||||||
| Harley-Davidson Inc | 4,103 | 74 | ||||||
| Hasbro Inc | 3,967 | 395 | ||||||
| Hilton Worldwide Holdings Inc | 6,643 | 2,071 | ||||||
| Home Depot Inc/The | 29,989 | 11,417 | ||||||
| Hyatt Hotels Corp, Cl A | 1,000 | 161 | ||||||
| Las Vegas Sands Corp | 8,893 | 504 | ||||||
| Lear Corp | 1,700 | 223 | ||||||
| Lennar Corp, Cl A | 6,325 | 723 | ||||||
| Lennar Corp, Cl B | 513 | 55 | ||||||
| Liberty Live Holdings, Cl A * | 731 | 71 | ||||||
| Liberty Live Holdings, Cl C * | 1,392 | 139 | ||||||
| Lithia Motors Inc, Cl A | 800 | 224 | ||||||
| LKQ Corp | 7,300 | 242 | ||||||
| Lowe's Cos Inc | 16,640 | 4,402 | ||||||
| Lucid Group Inc, Cl A * | 2,380 | 24 | ||||||
| Lululemon Athletica Inc * | 3,000 | 556 | ||||||
| Macy's Inc | 7,600 | 150 | ||||||
| Marriott International Inc/MD, Cl A | 6,594 | 2,253 | ||||||
| Mattel Inc * | 9,642 | 163 | ||||||
| McDonald's Corp | 21,450 | 7,316 | ||||||
| MGM Resorts International * | 6,539 | 241 | ||||||
| Mohawk Industries Inc * | 1,466 | 184 | ||||||
| Murphy USA Inc | 500 | 195 | ||||||
| Newell Brands Inc | 14,293 | 65 | ||||||
| NIKE Inc, Cl B | 36,318 | 2,258 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 11,900 | 295 | ||||||
| NVR Inc * | 84 | 631 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 1,700 | 182 | ||||||
| On Holding AG, Cl A * | 6,600 | 307 | ||||||
| O'Reilly Automotive Inc * | 24,750 | 2,324 | ||||||
| Penn Entertainment Inc * | 3,300 | 52 | ||||||
| Penske Automotive Group Inc | 500 | 79 | ||||||
| Planet Fitness Inc, Cl A * | 2,700 | 222 | ||||||
| Pool Corp | 1,100 | 250 | ||||||
| PulteGroup Inc | 5,645 | 774 | ||||||
| PVH Corp | 1,600 | 110 | ||||||
| QuantumScape Corp, Cl A * | 13,000 | 90 | ||||||
| Ralph Lauren Corp, Cl A | 1,080 | 392 | ||||||
| Restaurant Brands International Inc | 9,300 | 667 | ||||||
| RH * | 500 | 83 | ||||||
| Rivian Automotive Inc, Cl A * | 23,400 | 359 | ||||||
| Ross Stores Inc | 10,176 | 2,093 | ||||||
| Royal Caribbean Cruises Ltd | 7,980 | 2,481 | ||||||
| Service Corp International/US | 4,194 | 353 | ||||||
| SharkNinja Inc * | 2,100 | 258 | ||||||
| Somnigroup International Inc | 5,700 | 510 | ||||||
| Starbucks Corp | 33,562 | 3,290 | ||||||
| Tapestry Inc | 5,967 | 928 | ||||||
| Tesla Inc * | 84,745 | 34,111 | ||||||
| Texas Roadhouse Inc, Cl A | 2,000 | 366 | ||||||
| Thor Industries Inc | 1,700 | 163 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| TJX Cos Inc/The | 33,466 | $ | 5,410 | |||||
| Toll Brothers Inc | 2,951 | 464 | ||||||
| TopBuild Corp * | 800 | 359 | ||||||
| Tractor Supply Co | 15,200 | 788 | ||||||
| Travel + Leisure Co | 1,868 | 138 | ||||||
| Ulta Beauty Inc * | 1,352 | 926 | ||||||
| Under Armour Inc, Cl A * | 5,500 | 41 | ||||||
| Under Armour Inc, Cl C * | 6,221 | 45 | ||||||
| Vail Resorts Inc | 1,100 | 149 | ||||||
| Valvoline Inc * | 3,804 | 144 | ||||||
| VF Corp | 11,068 | 215 | ||||||
| Viking Holdings Ltd * | 5,000 | 390 | ||||||
| Wayfair Inc, Cl A * | 2,700 | 206 | ||||||
| Wendy's Co/The | 6,043 | 46 | ||||||
| Whirlpool Corp | 1,616 | 111 | ||||||
| Williams-Sonoma Inc | 3,424 | 704 | ||||||
| Wingstop Inc | 800 | 208 | ||||||
| Wyndham Hotels & Resorts Inc | 2,268 | 186 | ||||||
| Wynn Resorts Ltd | 2,496 | 270 | ||||||
| YETI Holdings Inc * | 2,500 | 109 | ||||||
| Yum! Brands Inc | 8,948 | 1,505 | ||||||
| 190,862 | ||||||||
| Consumer Staples — 5.2% | ||||||||
| Albertsons Cos Inc, Cl A | 11,700 | 209 | ||||||
| Altria Group Inc | 52,690 | 3,638 | ||||||
| Archer-Daniels-Midland Co | 13,679 | 944 | ||||||
| BellRing Brands Inc * | 3,600 | 66 | ||||||
| BJ's Wholesale Club Holdings Inc * | 3,900 | 385 | ||||||
| Boston Beer Co Inc/The, Cl A * | 200 | 45 | ||||||
| Brown-Forman Corp, Cl A | 2,200 | 65 | ||||||
| Brown-Forman Corp, Cl B | 5,217 | 151 | ||||||
| Bunge Global SA | 4,000 | 483 | ||||||
| Campbell's | 6,478 | 175 | ||||||
| Casey's General Stores Inc | 1,100 | 754 | ||||||
| Celsius Holdings Inc * | 4,900 | 263 | ||||||
| Church & Dwight Co Inc | 7,014 | 735 | ||||||
| Clorox Co/The | 3,703 | 471 | ||||||
| Coca-Cola Co/The | 116,990 | 9,542 | ||||||
| Coca-Cola Consolidated Inc | 1,600 | 324 | ||||||
| Colgate-Palmolive Co | 25,400 | 2,518 | ||||||
| Conagra Brands Inc | 15,276 | 294 | ||||||
| Constellation Brands Inc, Cl A | 3,931 | 621 | ||||||
| Costco Wholesale Corp | 13,381 | 13,525 | ||||||
| Coty Inc, Cl A * | 14,322 | 36 | ||||||
| Darling Ingredients Inc * | 4,700 | 250 | ||||||
| Dollar General Corp | 6,600 | 1,031 | ||||||
| Dollar Tree Inc * | 5,634 | 713 | ||||||
| elf Beauty Inc * | 1,400 | 129 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 8,108 | 888 | ||||||
| Flowers Foods Inc | 5,525 | 55 | ||||||
| Freshpet Inc * | 1,700 | 144 | ||||||
| General Mills Inc | 15,692 | 710 | ||||||
| Hershey Co/The | 4,298 | 1,015 | ||||||
| 14 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Hormel Foods Corp | 8,656 | $ | 222 | |||||
| Ingredion Inc | 1,900 | 223 | ||||||
| J M Smucker Co/The | 3,111 | 361 | ||||||
| Kenvue Inc | 54,412 | 1,040 | ||||||
| Keurig Dr Pepper Inc | 37,100 | 1,123 | ||||||
| Kimberly-Clark Corp | 9,518 | 1,061 | ||||||
| Kraft Heinz Co/The | 24,402 | 600 | ||||||
| Kroger Co/The | 19,546 | 1,334 | ||||||
| Lamb Weston Holdings Inc | 4,062 | 196 | ||||||
| Maplebear Inc * | 5,200 | 195 | ||||||
| McCormick & Co Inc/MD | 7,686 | 546 | ||||||
| Molson Coors Beverage Co, Cl B | 5,062 | 248 | ||||||
| Mondelez International Inc, Cl A | 40,806 | 2,513 | ||||||
| Monster Beverage Corp * | 22,174 | 1,891 | ||||||
| PepsiCo Inc | 41,152 | 6,985 | ||||||
| Performance Food Group Co * | 4,600 | 446 | ||||||
| Philip Morris International Inc | 46,768 | 8,738 | ||||||
| Pilgrim's Pride Corp | 1,400 | 60 | ||||||
| Post Holdings Inc * | 1,500 | 159 | ||||||
| Primo Brands Corp, Cl A | 8,600 | 195 | ||||||
| Procter & Gamble Co/The | 70,754 | 11,830 | ||||||
| Reynolds Consumer Products Inc | 2,000 | 50 | ||||||
| Seaboard Corp | 16 | 82 | ||||||
| Smithfield Foods Inc | 800 | 20 | ||||||
| Sprouts Farmers Market Inc * | 3,000 | 222 | ||||||
| Sysco Corp | 13,948 | 1,271 | ||||||
| Target Corp | 14,575 | 1,658 | ||||||
| Tyson Foods Inc, Cl A | 8,465 | 550 | ||||||
| US Foods Holding Corp * | 6,900 | 667 | ||||||
| Walmart Inc | 131,287 | 16,798 | ||||||
| 101,463 | ||||||||
| Energy — 3.4% | ||||||||
| Antero Midstream Corp | 7,100 | 160 | ||||||
| Antero Resources Corp * | 8,500 | 313 | ||||||
| APA Corp | 11,159 | 339 | ||||||
| Baker Hughes Co, Cl A | 31,640 | 2,065 | ||||||
| Cheniere Energy Inc | 6,150 | 1,450 | ||||||
| Chevron Corp | 56,345 | 10,523 | ||||||
| Chord Energy Corp | 1,800 | 195 | ||||||
| ConocoPhillips | 37,271 | 4,229 | ||||||
| Coterra Energy Inc, Cl A | 22,181 | 679 | ||||||
| Devon Energy Corp | 17,827 | 776 | ||||||
| Diamondback Energy Inc | 5,417 | 943 | ||||||
| DT Midstream Inc | 2,882 | 400 | ||||||
| EOG Resources Inc | 17,340 | 2,152 | ||||||
| EQT Corp | 18,119 | 1,113 | ||||||
| Expand Energy | 6,322 | 682 | ||||||
| Exxon Mobil Corp | 127,443 | 19,435 | ||||||
| Halliburton Co | 24,536 | 883 | ||||||
| HF Sinclair Corp | 4,826 | 241 | ||||||
| Kinder Morgan Inc | 61,822 | 2,057 | ||||||
| Marathon Petroleum Corp | 9,719 | 1,926 | ||||||
| Matador Resources Co | 3,500 | 180 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| NOV Inc | 11,180 | $ | 226 | |||||
| Occidental Petroleum Corp | 20,719 | 1,100 | ||||||
| ONEOK Inc | 19,958 | 1,652 | ||||||
| Ovintiv Inc | 8,000 | 405 | ||||||
| Permian Resources Corp, Cl A | 19,200 | 351 | ||||||
| Phillips 66 | 12,888 | 1,989 | ||||||
| Range Resources Corp | 6,900 | 285 | ||||||
| SLB | 47,455 | 2,436 | ||||||
| Targa Resources Corp | 6,200 | 1,462 | ||||||
| TechnipFMC PLC | 11,600 | 769 | ||||||
| Texas Pacific Land Corp | 1,704 | 893 | ||||||
| Valero Energy Corp | 9,336 | 1,911 | ||||||
| Viper Energy Inc, Cl A | 3,400 | 158 | ||||||
| Weatherford International PLC | 2,000 | 211 | ||||||
| Williams Cos Inc/The | 38,296 | 2,861 | ||||||
| 67,450 | ||||||||
| Financials — 12.4% | ||||||||
| Affiliated Managers Group Inc | 820 | 251 | ||||||
| Affirm Holdings Inc, Cl A * | 8,100 | 381 | ||||||
| Aflac Inc | 13,912 | 1,571 | ||||||
| AGNC Investment Corp ‡ | 26,859 | 301 | ||||||
| Allstate Corp/The | 8,325 | 1,786 | ||||||
| Ally Financial Inc | 8,300 | 327 | ||||||
| American Express Co | 16,212 | 5,008 | ||||||
| American Financial Group Inc/OH | 1,914 | 255 | ||||||
| American International Group Inc | 16,123 | 1,298 | ||||||
| Ameriprise Financial Inc | 2,780 | 1,307 | ||||||
| Annaly Capital Management Inc ‡ | 18,002 | 418 | ||||||
| Aon PLC, Cl A | 6,601 | 2,214 | ||||||
| Apollo Global Management Inc | 13,019 | 1,362 | ||||||
| Arch Capital Group Ltd * | 10,500 | 1,052 | ||||||
| Ares Management Corp, Cl A | 5,400 | 605 | ||||||
| Arthur J Gallagher & Co | 8,007 | 1,827 | ||||||
| Assurant Inc | 1,493 | 343 | ||||||
| Assured Guaranty Ltd | 1,300 | 112 | ||||||
| Axis Capital Holdings Ltd | 2,500 | 264 | ||||||
| Bank of America Corp | 200,313 | 9,982 | ||||||
| Bank of New York Mellon Corp/The | 20,609 | 2,455 | ||||||
| Bank OZK | 3,200 | 149 | ||||||
| Berkshire Hathaway Inc, Cl B * | 55,370 | 27,959 | ||||||
| BlackRock Funding Inc/DE | 4,569 | 4,858 | ||||||
| Blackstone Inc | 22,850 | 2,590 | ||||||
| Block Inc, Cl A * | 15,600 | 994 | ||||||
| Blue Owl Capital Inc, Cl A | 18,000 | 190 | ||||||
| BOK Financial Corp | 675 | 85 | ||||||
| Brighthouse Financial Inc * | 1,728 | 104 | ||||||
| Brookfield Asset Management Ltd, Cl A | 10,900 | 510 | ||||||
| Brown & Brown Inc | 8,348 | 600 | ||||||
| Capital One Financial Corp | 18,682 | 3,655 | ||||||
| Carlyle Group Inc/The | 7,900 | 411 | ||||||
| Cboe Global Markets Inc | 3,100 | 929 | ||||||
| Charles Schwab Corp/The | 51,078 | 4,863 | ||||||
| Chubb Ltd | 10,901 | 3,716 | ||||||
| SEI Institutional Investments Trust | 15 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cincinnati Financial Corp | 4,386 | $ | 719 | |||||
| Citigroup Inc | 52,954 | 5,835 | ||||||
| Citizens Financial Group Inc | 12,400 | 746 | ||||||
| CME Group Inc, Cl A | 10,610 | 3,390 | ||||||
| CNA Financial Corp | 700 | 34 | ||||||
| Coinbase Global Inc, Cl A * | 6,680 | 1,175 | ||||||
| Columbia Banking System Inc | 6,732 | 192 | ||||||
| Commerce Bancshares Inc/MO | 3,553 | 181 | ||||||
| Corebridge Financial Inc | 7,200 | 186 | ||||||
| Corpay Inc * | 1,900 | 618 | ||||||
| Credit Acceptance Corp * | 100 | 47 | ||||||
| Cullen/Frost Bankers Inc | 1,668 | 231 | ||||||
| East West Bancorp Inc | 4,100 | 449 | ||||||
| Equitable Holdings Inc | 8,600 | 346 | ||||||
| Euronet Worldwide Inc * | 1,400 | 97 | ||||||
| Evercore Inc, Cl A | 1,000 | 309 | ||||||
| Everest Group Ltd | 1,300 | 436 | ||||||
| FactSet Research Systems Inc | 1,125 | 244 | ||||||
| Fidelity National Financial Inc | 7,152 | 378 | ||||||
| Fidelity National Information Services Inc | 15,048 | 767 | ||||||
| Fifth Third Bancorp | 26,459 | 1,309 | ||||||
| First American Financial Corp | 2,900 | 203 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 273 | 518 | ||||||
| First Hawaiian Inc | 3,500 | 87 | ||||||
| First Horizon Corp | 13,156 | 313 | ||||||
| Fiserv Inc * | 15,474 | 964 | ||||||
| FNB Corp/PA | 11,200 | 190 | ||||||
| Franklin Resources Inc | 8,749 | 232 | ||||||
| Freedom Holding Corp/NV * | 600 | 72 | ||||||
| Global Payments Inc | 7,352 | 562 | ||||||
| Globe Life Inc | 2,487 | 361 | ||||||
| Goldman Sachs Group Inc/The | 8,826 | 7,587 | ||||||
| Hamilton Lane Inc, Cl A | 1,300 | 136 | ||||||
| Hanover Insurance Group Inc/The | 1,093 | 197 | ||||||
| Hartford Insurance Group | 8,110 | 1,142 | ||||||
| Houlihan Lokey Inc, Cl A | 1,556 | 255 | ||||||
| Huntington Bancshares Inc/OH | 60,282 | 1,013 | ||||||
| Interactive Brokers Group Inc, Cl A | 12,700 | 904 | ||||||
| Intercontinental Exchange Inc | 16,850 | 2,766 | ||||||
| Invesco Ltd | 10,300 | 270 | ||||||
| Jack Henry & Associates Inc | 2,200 | 357 | ||||||
| Janus Henderson Group PLC | 3,000 | 156 | ||||||
| Jefferies Financial Group Inc | 4,606 | 204 | ||||||
| JPMorgan Chase & Co | 81,560 | 24,492 | ||||||
| Kemper Corp | 1,800 | 58 | ||||||
| KeyCorp | 26,951 | 559 | ||||||
| Kinsale Capital Group Inc | 700 | 273 | ||||||
| KKR & Co Inc | 21,200 | 1,859 | ||||||
| Lazard Inc, Cl A | 3,700 | 187 | ||||||
| Lincoln National Corp | 5,088 | 175 | ||||||
| Loews Corp | 5,136 | 565 | ||||||
| LPL Financial Holdings Inc | 2,300 | 691 | ||||||
| M&T Bank Corp | 4,557 | 989 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Markel Group Inc * | 357 | $ | 740 | |||||
| MarketAxess Holdings Inc | 1,100 | 211 | ||||||
| Marsh & McLennan Cos Inc | 14,565 | 2,720 | ||||||
| Mastercard Inc, Cl A | 24,280 | 12,558 | ||||||
| MetLife Inc | 18,009 | 1,298 | ||||||
| MGIC Investment Corp | 6,600 | 175 | ||||||
| Moody's Corp | 4,887 | 2,334 | ||||||
| Morgan Stanley | 34,514 | 5,747 | ||||||
| Morningstar Inc | 800 | 146 | ||||||
| MSCI Inc, Cl A | 2,100 | 1,201 | ||||||
| Nasdaq Inc | 13,930 | 1,220 | ||||||
| Northern Trust Corp | 5,405 | 773 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 106,000 | 1,588 | ||||||
| Old Republic International Corp | 7,890 | 338 | ||||||
| OneMain Holdings Inc, Cl A | 3,100 | 171 | ||||||
| PayPal Holdings Inc | 27,261 | 1,260 | ||||||
| Pinnacle Financial Partners | 4,235 | 384 | ||||||
| PNC Financial Services Group Inc/The | 12,372 | 2,627 | ||||||
| Popular Inc | 2,053 | 278 | ||||||
| Primerica Inc | 1,000 | 254 | ||||||
| Principal Financial Group Inc | 6,508 | 621 | ||||||
| Progressive Corp/The | 17,380 | 3,713 | ||||||
| Prosperity Bancshares Inc | 2,700 | 190 | ||||||
| Prudential Financial Inc | 11,363 | 1,118 | ||||||
| Raymond James Financial Inc | 5,231 | 801 | ||||||
| Regions Financial Corp | 25,687 | 715 | ||||||
| Reinsurance Group of America Inc, Cl A | 1,999 | 431 | ||||||
| RenaissanceRe Holdings Ltd | 1,400 | 423 | ||||||
| Rithm Capital Corp ‡ | 15,500 | 156 | ||||||
| RLI Corp | 2,800 | 174 | ||||||
| Robinhood Markets Inc, Cl A * | 21,800 | 1,654 | ||||||
| Rocket Cos Inc, Cl A | 25,200 | 458 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 3,200 | 126 | ||||||
| S&P Global Inc | 9,066 | 4,006 | ||||||
| SEI Investments Co † | 2,942 | 239 | ||||||
| Shift4 Payments Inc, Cl A * | 1,600 | 70 | ||||||
| SLM Corp | 5,831 | 109 | ||||||
| SoFi Technologies Inc * | 38,500 | 684 | ||||||
| SouthState Bank Corp | 3,000 | 296 | ||||||
| Starwood Property Trust Inc ‡ | 10,000 | 178 | ||||||
| State Street Corp | 8,079 | 1,039 | ||||||
| Stifel Financial Corp | 4,500 | 333 | ||||||
| Synchrony Financial | 10,618 | 734 | ||||||
| T Rowe Price Group Inc | 6,230 | 590 | ||||||
| TFS Financial Corp | 2,500 | 35 | ||||||
| Toast Inc, Cl A * | 13,600 | 371 | ||||||
| TPG Inc, Cl A | 3,700 | 161 | ||||||
| Tradeweb Markets Inc, Cl A | 3,500 | 431 | ||||||
| Travelers Cos Inc/The | 6,555 | 2,023 | ||||||
| Truist Financial Corp | 40,763 | 2,010 | ||||||
| Unum Group | 5,205 | 373 | ||||||
| US Bancorp | 45,997 | 2,514 | ||||||
| UWM Holdings Corp | 2,300 | 10 | ||||||
| 16 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Virtu Financial Inc, Cl A | 2,700 | $ | 112 | |||||
| Visa Inc, Cl A | 50,800 | 16,263 | ||||||
| Voya Financial Inc | 2,700 | 181 | ||||||
| W R Berkley Corp | 9,171 | 658 | ||||||
| Webster Financial Corp | 5,046 | 364 | ||||||
| Wells Fargo & Co | 94,566 | 7,702 | ||||||
| Western Alliance Bancorp | 3,100 | 249 | ||||||
| Western Union Co/The | 11,528 | 111 | ||||||
| WEX Inc * | 1,000 | 149 | ||||||
| White Mountains Insurance Group Ltd | 79 | 175 | ||||||
| Willis Towers Watson PLC | 2,762 | 843 | ||||||
| Wintrust Financial Corp | 2,000 | 288 | ||||||
| XP Inc, Cl A | 12,400 | 267 | ||||||
| Zions Bancorp NA | 4,202 | 241 | ||||||
| 241,170 | ||||||||
| Health Care — 9.7% | ||||||||
| Abbott Laboratories | 51,987 | 6,049 | ||||||
| AbbVie Inc | 53,401 | 12,393 | ||||||
| Acadia Healthcare Co Inc * | 3,500 | 82 | ||||||
| Agilent Technologies Inc | 8,264 | 1,003 | ||||||
| Align Technology Inc * | 2,100 | 399 | ||||||
| Alnylam Pharmaceuticals Inc * | 3,960 | 1,318 | ||||||
| Amgen Inc | 16,098 | 6,249 | ||||||
| Apellis Pharmaceuticals Inc * | 3,000 | 63 | ||||||
| Avantor Inc * | 18,700 | 169 | ||||||
| Baxter International Inc | 15,415 | 314 | ||||||
| Becton Dickinson & Co | 8,570 | 1,512 | ||||||
| Biogen Inc * | 4,300 | 825 | ||||||
| BioMarin Pharmaceutical Inc * | 5,700 | 352 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 600 | 167 | ||||||
| Bio-Techne Corp | 4,064 | 240 | ||||||
| Boston Scientific Corp * | 44,139 | 3,392 | ||||||
| Bristol-Myers Squibb Co | 60,269 | 3,759 | ||||||
| Bruker Corp | 3,500 | 140 | ||||||
| Cardinal Health Inc | 7,329 | 1,680 | ||||||
| Cencora Inc | 5,764 | 2,145 | ||||||
| Centene Corp * | 13,958 | 626 | ||||||
| Certara Inc * | 5,700 | 40 | ||||||
| Charles River Laboratories International Inc * | 1,443 | 258 | ||||||
| Chemed Corp | 400 | 164 | ||||||
| Cigna Group/The | 8,282 | 2,400 | ||||||
| Cooper Cos Inc/The * | 5,716 | 478 | ||||||
| Corcept Therapeutics Inc * | 2,700 | 96 | ||||||
| CVS Health Corp | 36,949 | 2,952 | ||||||
| Danaher Corp | 18,802 | 3,960 | ||||||
| DaVita Inc * | 1,185 | 185 | ||||||
| DENTSPLY SIRONA Inc | 7,066 | 104 | ||||||
| Dexcom Inc * | 11,200 | 822 | ||||||
| Doximity Inc, Cl A * | 3,700 | 91 | ||||||
| Edwards Lifesciences Corp * | 18,384 | 1,590 | ||||||
| Elanco Animal Health Inc * | 16,737 | 442 | ||||||
| Elevance Health Inc | 6,571 | 2,103 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Eli Lilly & Co | 24,191 | $ | 25,449 | |||||
| Encompass Health Corp | 3,000 | 324 | ||||||
| Envista Holdings Corp * | 4,500 | 131 | ||||||
| Exact Sciences Corp * | 5,600 | 579 | ||||||
| Exelixis Inc * | 8,100 | 357 | ||||||
| GE HealthCare Technologies Inc | 13,156 | 1,109 | ||||||
| Gilead Sciences Inc | 37,284 | 5,553 | ||||||
| Globus Medical Inc, Cl A * | 3,400 | 325 | ||||||
| Halozyme Therapeutics Inc * | 3,500 | 243 | ||||||
| HCA Healthcare Inc | 4,970 | 2,633 | ||||||
| Henry Schein Inc * | 3,268 | 269 | ||||||
| Hologic Inc * | 6,700 | 505 | ||||||
| Humana Inc | 3,475 | 662 | ||||||
| IDEXX Laboratories Inc * | 2,544 | 1,671 | ||||||
| Illumina Inc * | 4,805 | 646 | ||||||
| Incyte Corp * | 4,800 | 486 | ||||||
| Insmed Inc * | 6,400 | 956 | ||||||
| Inspire Medical Systems Inc * | 700 | 45 | ||||||
| Insulet Corp * | 2,100 | 518 | ||||||
| Intuitive Surgical Inc * | 10,573 | 5,324 | ||||||
| Ionis Pharmaceuticals Inc * | 4,400 | 357 | ||||||
| IQVIA Holdings Inc * | 5,113 | 914 | ||||||
| Jazz Pharmaceuticals PLC * | 1,800 | 342 | ||||||
| Johnson & Johnson | 72,550 | 18,024 | ||||||
| Labcorp Holdings Inc | 2,490 | 720 | ||||||
| Masimo Corp * | 1,200 | 210 | ||||||
| McKesson Corp | 3,740 | 3,693 | ||||||
| Medpace Holdings Inc * | 600 | 271 | ||||||
| Medtronic PLC | 38,026 | 3,714 | ||||||
| Merck & Co Inc | 75,743 | 9,379 | ||||||
| Mettler-Toledo International Inc * | 639 | 873 | ||||||
| Moderna Inc * | 10,100 | 541 | ||||||
| Molina Healthcare Inc * | 1,600 | 247 | ||||||
| Natera Inc * | 3,700 | 770 | ||||||
| Neurocrine Biosciences Inc * | 2,900 | 384 | ||||||
| Organon & Co | 9,754 | 71 | ||||||
| Penumbra Inc * | 1,100 | 379 | ||||||
| Perrigo Co PLC | 2,700 | 36 | ||||||
| Pfizer Inc | 168,622 | 4,662 | ||||||
| QIAGEN | 6,086 | 303 | ||||||
| Quest Diagnostics Inc | 3,344 | 709 | ||||||
| Regeneron Pharmaceuticals Inc | 2,982 | 2,331 | ||||||
| Repligen Corp * | 1,600 | 206 | ||||||
| ResMed Inc | 4,212 | 1,079 | ||||||
| Revolution Medicines Inc * | 4,900 | 500 | ||||||
| Revvity Inc | 3,634 | 357 | ||||||
| Roivant Sciences Ltd * | 11,300 | 327 | ||||||
| Royalty Pharma PLC, Cl A | 10,800 | 499 | ||||||
| Sarepta Therapeutics Inc * | 3,100 | 52 | ||||||
| Solventum Corp * | 4,215 | 313 | ||||||
| Sotera Health Co * | 4,500 | 73 | ||||||
| STERIS PLC | 2,800 | 707 | ||||||
| Stryker Corp | 10,174 | 3,942 | ||||||
| SEI Institutional Investments Trust | 17 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Summit Therapeutics Inc * | 3,900 | $ | 65 | |||||
| Teleflex Inc | 1,340 | 164 | ||||||
| Tempus AI Inc, Cl A * | 2,300 | 122 | ||||||
| Tenet Healthcare Corp * | 2,800 | 670 | ||||||
| Thermo Fisher Scientific Inc | 11,315 | 5,896 | ||||||
| Ultragenyx Pharmaceutical Inc * | 2,500 | 58 | ||||||
| United Therapeutics Corp * | 1,300 | 655 | ||||||
| UnitedHealth Group Inc | 27,370 | 8,027 | ||||||
| Universal Health Services Inc, Cl B | 1,676 | 345 | ||||||
| Veeva Systems Inc, Cl A * | 4,780 | 870 | ||||||
| Vertex Pharmaceuticals Inc * | 7,610 | 3,781 | ||||||
| Viatris Inc | 35,722 | 533 | ||||||
| Viking Therapeutics Inc * | 3,900 | 132 | ||||||
| Waters Corp * | 2,933 | 937 | ||||||
| West Pharmaceutical Services Inc | 2,000 | 509 | ||||||
| Zimmer Biomet Holdings Inc | 5,825 | 573 | ||||||
| Zoetis Inc, Cl A | 14,144 | 1,854 | ||||||
| 188,523 | ||||||||
| Industrials — 10.1% | ||||||||
| 3M Co | 16,712 | 2,763 | ||||||
| A O Smith Corp | 3,200 | 250 | ||||||
| AAON Inc | 2,000 | 202 | ||||||
| Acuity Brands Inc | 900 | 271 | ||||||
| Advanced Drainage Systems Inc | 2,000 | 343 | ||||||
| AECOM | 4,016 | 393 | ||||||
| AGCO Corp | 1,900 | 259 | ||||||
| Air Lease Corp, Cl A | 3,100 | 201 | ||||||
| Alaska Air Group Inc * | 3,700 | 191 | ||||||
| Allegion PLC | 2,266 | 365 | ||||||
| Allison Transmission Holdings Inc | 2,600 | 326 | ||||||
| Amentum Holdings Inc * | 4,575 | 137 | ||||||
| American Airlines Group Inc * | 19,300 | 252 | ||||||
| AMETEK Inc | 7,328 | 1,753 | ||||||
| API Group Corp * | 11,100 | 493 | ||||||
| Applied Industrial Technologies Inc | 1,100 | 311 | ||||||
| Armstrong World Industries Inc | 1,300 | 226 | ||||||
| ATI Inc * | 4,000 | 654 | ||||||
| Automatic Data Processing Inc | 12,042 | 2,581 | ||||||
| Avis Budget Group Inc * | 500 | 49 | ||||||
| Axon Enterprise Inc * | 2,380 | 1,291 | ||||||
| Boeing Co/The * | 22,376 | 5,091 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 3,500 | 276 | ||||||
| Broadridge Financial Solutions Inc | 3,473 | 646 | ||||||
| Builders FirstSource Inc * | 3,200 | 334 | ||||||
| BWX Technologies Inc | 2,750 | 566 | ||||||
| CACI International Inc, Cl A * | 636 | 388 | ||||||
| Carlisle Cos Inc | 1,266 | 500 | ||||||
| Carpenter Technology Corp | 1,400 | 557 | ||||||
| Carrier Global Corp | 25,378 | 1,634 | ||||||
| Caterpillar Inc | 13,907 | 10,331 | ||||||
| CH Robinson Worldwide Inc | 3,548 | 657 | ||||||
| Cintas Corp | 10,828 | 2,178 | ||||||
| Clarivate PLC * | 10,300 | 24 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Clean Harbors Inc * | 1,500 | $ | 440 | |||||
| CNH Industrial NV | 26,500 | 326 | ||||||
| Comfort Systems USA Inc | 1,000 | 1,429 | ||||||
| Concentrix Corp | 1,600 | 52 | ||||||
| Copart Inc * | 25,344 | 965 | ||||||
| Core & Main Inc, Cl A * | 5,700 | 309 | ||||||
| Crane Co | 1,500 | 301 | ||||||
| CSX Corp | 59,088 | 2,522 | ||||||
| Cummins Inc | 4,348 | 2,539 | ||||||
| Curtiss-Wright Corp | 1,100 | 770 | ||||||
| Deere & Co | 7,219 | 4,546 | ||||||
| Delta Air Lines Inc | 20,800 | 1,367 | ||||||
| Donaldson Co Inc | 3,544 | 329 | ||||||
| Dover Corp | 4,057 | 915 | ||||||
| Eaton Corp PLC | 11,596 | 4,359 | ||||||
| EMCOR Group Inc | 1,300 | 942 | ||||||
| Emerson Electric Co | 17,710 | 2,670 | ||||||
| Equifax Inc | 3,556 | 743 | ||||||
| Esab Corp | 1,666 | 210 | ||||||
| Everus Construction Group * | 1,705 | 206 | ||||||
| ExlService Holdings Inc * | 4,552 | 142 | ||||||
| Expeditors International of Washington Inc | 4,148 | 602 | ||||||
| Fastenal Co | 36,596 | 1,685 | ||||||
| FedEx Corp | 6,744 | 2,610 | ||||||
| Ferguson Enterprises Inc | 5,800 | 1,512 | ||||||
| Flowserve Corp | 3,400 | 301 | ||||||
| Fortive Corp | 10,253 | 607 | ||||||
| Fortune Brands Innovations Inc | 3,620 | 197 | ||||||
| FTAI Aviation Ltd | 2,900 | 887 | ||||||
| FTI Consulting Inc * | 900 | 148 | ||||||
| Gates Industrial Corp PLC * | 8,500 | 234 | ||||||
| GE Vernova Inc | 8,212 | 7,174 | ||||||
| Generac Holdings Inc * | 1,800 | 406 | ||||||
| General Dynamics Corp | 7,442 | 2,657 | ||||||
| General Electric Co | 31,300 | 10,713 | ||||||
| Genpact Ltd | 5,100 | 203 | ||||||
| Graco Inc | 4,972 | 467 | ||||||
| GXO Logistics Inc * | 3,200 | 201 | ||||||
| Hayward Holdings Inc * | 5,500 | 88 | ||||||
| HEICO Corp | 1,310 | 418 | ||||||
| HEICO Corp, Cl A | 2,221 | 533 | ||||||
| Hexcel Corp | 2,400 | 222 | ||||||
| Honeywell International Inc | 18,890 | 4,601 | ||||||
| Howmet Aerospace Inc | 12,567 | 3,299 | ||||||
| Hubbell Inc, Cl B | 1,592 | 815 | ||||||
| Huntington Ingalls Industries Inc | 1,137 | 505 | ||||||
| IDEX Corp | 2,293 | 480 | ||||||
| Illinois Tool Works Inc | 8,480 | 2,465 | ||||||
| Ingersoll Rand Inc | 11,565 | 1,089 | ||||||
| ITT Inc | 2,251 | 456 | ||||||
| Jacobs Solutions Inc | 3,384 | 467 | ||||||
| JB Hunt Transport Services Inc | 2,252 | 526 | ||||||
| Johnson Controls International PLC | 20,766 | 2,997 | ||||||
| 18 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Karman Holdings Inc * | 1,600 | $ | 141 | |||||
| KBR Inc | 4,100 | 173 | ||||||
| Kirby Corp * | 1,700 | 221 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 4,400 | 277 | ||||||
| L3Harris Technologies Inc | 5,944 | 2,167 | ||||||
| Landstar System Inc | 1,065 | 174 | ||||||
| Leidos Holdings Inc | 3,673 | 643 | ||||||
| Lennox International Inc | 972 | 554 | ||||||
| Leonardo DRS Inc | 2,500 | 108 | ||||||
| Lincoln Electric Holdings Inc | 1,500 | 431 | ||||||
| Loar Holdings Inc * | 1,300 | 92 | ||||||
| Lockheed Martin Corp | 6,143 | 4,043 | ||||||
| Lyft Inc, Cl A * | 10,000 | 138 | ||||||
| ManpowerGroup Inc | 1,484 | 42 | ||||||
| Masco Corp | 6,379 | 457 | ||||||
| MasTec Inc * | 1,900 | 566 | ||||||
| Middleby Corp/The * | 1,500 | 253 | ||||||
| MSA Safety Inc | 1,200 | 234 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 1,320 | 124 | ||||||
| Mueller Industries Inc | 3,100 | 366 | ||||||
| Nordson Corp | 1,600 | 469 | ||||||
| Norfolk Southern Corp | 7,135 | 2,246 | ||||||
| Northrop Grumman Corp | 4,248 | 3,077 | ||||||
| nVent Electric PLC | 4,673 | 553 | ||||||
| Old Dominion Freight Line Inc | 5,300 | 1,076 | ||||||
| Oshkosh Corp | 1,959 | 333 | ||||||
| Otis Worldwide Corp | 11,339 | 1,050 | ||||||
| Owens Corning | 2,600 | 317 | ||||||
| PACCAR Inc | 16,344 | 2,061 | ||||||
| Parker-Hannifin Corp | 3,780 | 3,815 | ||||||
| Parsons Corp * | 1,700 | 112 | ||||||
| Paychex Inc | 10,407 | 975 | ||||||
| Paycom Software Inc | 1,400 | 176 | ||||||
| Paylocity Holding Corp * | 1,300 | 138 | ||||||
| Pentair PLC | 4,706 | 467 | ||||||
| Quanta Services Inc | 4,667 | 2,628 | ||||||
| QXO Inc * | 17,300 | 414 | ||||||
| RB Global Inc | 5,610 | 566 | ||||||
| RBC Bearings Inc * | 900 | 518 | ||||||
| Regal Rexnord Corp | 1,976 | 437 | ||||||
| Republic Services Inc, Cl A | 6,492 | 1,487 | ||||||
| Robert Half Inc | 2,676 | 65 | ||||||
| Rocket Lab Corp * | 11,800 | 815 | ||||||
| Rockwell Automation Inc | 3,304 | 1,346 | ||||||
| Rollins Inc | 8,437 | 514 | ||||||
| RTX Corp | 40,162 | 8,138 | ||||||
| Ryder System Inc | 1,206 | 267 | ||||||
| Saia Inc * | 800 | 324 | ||||||
| Schneider National Inc, Cl B | 400 | 11 | ||||||
| Science Applications International Corp | 1,400 | 129 | ||||||
| Sensata Technologies Holding PLC | 4,100 | 153 | ||||||
| Simpson Manufacturing Co Inc | 1,300 | 252 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| SiteOne Landscape Supply Inc * | 1,200 | $ | 171 | |||||
| Snap-on Inc | 1,491 | 574 | ||||||
| Southwest Airlines Co | 13,520 | 666 | ||||||
| SS&C Technologies Holdings Inc | 6,400 | 482 | ||||||
| Standardaero Inc * | 4,200 | 129 | ||||||
| Stanley Black & Decker Inc | 4,693 | 406 | ||||||
| Tetra Tech Inc | 7,400 | 265 | ||||||
| Textron Inc | 5,422 | 535 | ||||||
| Timken Co/The | 1,769 | 192 | ||||||
| Toro Co/The | 3,040 | 301 | ||||||
| Trane Technologies PLC | 6,970 | 3,222 | ||||||
| TransDigm Group Inc | 1,743 | 2,271 | ||||||
| TransUnion | 5,900 | 463 | ||||||
| Trex Co Inc * | 3,200 | 133 | ||||||
| Uber Technologies Inc * | 60,200 | 4,540 | ||||||
| U-Haul Holding Co * | 400 | 20 | ||||||
| U-Haul Holding Co, Cl B | 3,600 | 170 | ||||||
| Union Pacific Corp | 17,782 | 4,712 | ||||||
| United Airlines Holdings Inc * | 9,300 | 989 | ||||||
| United Parcel Service Inc, Cl B | 23,041 | 2,672 | ||||||
| United Rentals Inc | 1,840 | 1,546 | ||||||
| Valmont Industries Inc | 600 | 276 | ||||||
| Veralto Corp | 6,867 | 669 | ||||||
| Verisk Analytics Inc, Cl A | 4,540 | 942 | ||||||
| Vertiv Holdings Co, Cl A | 12,000 | 3,059 | ||||||
| Waste Management Inc | 11,594 | 2,792 | ||||||
| Watsco Inc | 1,000 | 417 | ||||||
| WESCO International Inc | 1,500 | 434 | ||||||
| Westinghouse Air Brake Technologies Corp | 4,837 | 1,277 | ||||||
| WillScot Holdings Corp, Cl A | 5,300 | 115 | ||||||
| Woodward Inc | 1,600 | 619 | ||||||
| WW Grainger Inc | 1,287 | 1,473 | ||||||
| XPO Inc * | 3,300 | 695 | ||||||
| Xylem Inc/NY | 7,002 | 907 | ||||||
| 196,407 | ||||||||
| Information Technology — 29.8% | ||||||||
| Accenture PLC, Cl A | 18,750 | 3,913 | ||||||
| Adobe Inc * | 12,492 | 3,278 | ||||||
| Advanced Micro Devices Inc * | 48,463 | 9,703 | ||||||
| Akamai Technologies Inc * | 4,318 | 425 | ||||||
| Allegro MicroSystems Inc * | 4,200 | 153 | ||||||
| Amdocs Ltd | 3,300 | 230 | ||||||
| Amkor Technology Inc | 4,100 | 196 | ||||||
| Amphenol Corp, Cl A | 37,386 | 5,461 | ||||||
| Analog Devices Inc | 14,853 | 5,285 | ||||||
| Appfolio Inc, Cl A * | 700 | 124 | ||||||
| Apple Inc | 438,363 | 115,807 | ||||||
| Applied Materials Inc | 24,055 | 8,956 | ||||||
| AppLovin Corp, Cl A * | 7,140 | 3,104 | ||||||
| Arista Networks Inc * | 30,850 | 4,118 | ||||||
| Arrow Electronics Inc * | 1,089 | 166 | ||||||
| Astera Labs Inc * | 4,300 | 511 | ||||||
| Atlassian Corp, Cl A * | 5,100 | 383 | ||||||
| SEI Institutional Investments Trust | 19 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Aurora Innovation Inc, Cl A * | 33,100 | $ | 155 | |||||
| Autodesk Inc * | 6,737 | 1,656 | ||||||
| Avnet Inc | 2,610 | 172 | ||||||
| Bentley Systems Inc, Cl B | 4,500 | 164 | ||||||
| BILL Holdings Inc * | 2,800 | 125 | ||||||
| Broadcom Inc | 138,760 | 44,341 | ||||||
| Cadence Design Systems Inc * | 8,553 | 2,578 | ||||||
| CCC Intelligent Solutions Holdings Inc * | 13,500 | 79 | ||||||
| CDW Corp/DE | 3,800 | 466 | ||||||
| Ciena Corp * | 4,000 | 1,395 | ||||||
| Circle Internet Group Inc, Cl A * | 1,400 | 117 | ||||||
| Cirrus Logic Inc * | 1,400 | 198 | ||||||
| Cisco Systems Inc | 119,827 | 9,521 | ||||||
| Cloudflare Inc, Cl A * | 9,800 | 1,687 | ||||||
| Cognex Corp | 3,400 | 185 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 15,876 | 1,023 | ||||||
| Coherent Corp * | 4,983 | 1,290 | ||||||
| Confluent Inc, Cl A * | 7,800 | 239 | ||||||
| Corning Inc | 24,558 | 3,693 | ||||||
| Crane NXT Co | 1,500 | 72 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 7,600 | 2,827 | ||||||
| Datadog Inc, Cl A * | 9,600 | 1,075 | ||||||
| Dell Technologies Inc, Cl C | 9,700 | 1,436 | ||||||
| DocuSign Inc, Cl A * | 6,100 | 275 | ||||||
| Dolby Laboratories Inc, Cl A | 1,943 | 129 | ||||||
| Dropbox Inc, Cl A * | 4,200 | 105 | ||||||
| DXC Technology Co * | 6,636 | 84 | ||||||
| Dynatrace Inc * | 8,900 | 320 | ||||||
| Elastic NV * | 2,800 | 146 | ||||||
| Enphase Energy Inc * | 4,500 | 190 | ||||||
| Entegris Inc | 4,500 | 596 | ||||||
| EPAM Systems Inc * | 1,600 | 226 | ||||||
| F5 Inc * | 1,531 | 415 | ||||||
| Fair Isaac Corp * | 710 | 1,001 | ||||||
| First Solar Inc * | 2,900 | 572 | ||||||
| Flex Ltd * | 10,700 | 674 | ||||||
| Fortinet Inc * | 20,200 | 1,596 | ||||||
| Gartner Inc * | 2,260 | 355 | ||||||
| Gen Digital Inc | 16,548 | 373 | ||||||
| Gitlab Inc, Cl A * | 3,600 | 95 | ||||||
| GlobalFoundries Inc * | 2,700 | 128 | ||||||
| Globant SA * | 1,400 | 70 | ||||||
| GoDaddy Inc, Cl A * | 4,100 | 357 | ||||||
| Guidewire Software Inc * | 2,500 | 363 | ||||||
| Hewlett Packard Enterprise Co | 37,570 | 807 | ||||||
| HP Inc | 26,970 | 512 | ||||||
| HubSpot Inc * | 1,500 | 397 | ||||||
| Ingram Micro Holding Corp | 700 | 14 | ||||||
| Intel Corp * | 131,258 | 5,987 | ||||||
| International Business Machines Corp | 28,001 | 6,726 | ||||||
| Intuit Inc | 8,172 | 3,343 | ||||||
| IPG Photonics Corp * | 800 | 105 | ||||||
| Jabil Inc | 2,974 | 788 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Keysight Technologies Inc * | 4,932 | $ | 1,516 | |||||
| KLA Corp | 3,929 | 5,990 | ||||||
| Kyndryl Holdings Inc * | 6,459 | 80 | ||||||
| Lam Research Corp | 37,670 | 8,811 | ||||||
| Lattice Semiconductor Corp * | 3,800 | 363 | ||||||
| Littelfuse Inc | 800 | 282 | ||||||
| Lumentum Holdings Inc * | 2,300 | 1,612 | ||||||
| MACOM Technology Solutions Holdings Inc * | 2,000 | 496 | ||||||
| Manhattan Associates Inc * | 1,800 | 244 | ||||||
| Marvell Technology Inc | 25,338 | 2,070 | ||||||
| Microchip Technology Inc | 15,130 | 1,129 | ||||||
| Micron Technology Inc | 33,616 | 13,862 | ||||||
| Microsoft Corp | 222,966 | 87,568 | ||||||
| MKS Instruments Inc | 1,900 | 464 | ||||||
| MongoDB Inc, Cl A * | 2,300 | 755 | ||||||
| Monolithic Power Systems Inc | 1,462 | 1,671 | ||||||
| Motorola Solutions Inc | 5,274 | 2,543 | ||||||
| nCino Inc * | 2,900 | 47 | ||||||
| NetApp Inc | 5,755 | 570 | ||||||
| Nutanix Inc, Cl A * | 7,500 | 287 | ||||||
| NVIDIA Corp | 703,740 | 124,696 | ||||||
| Okta Inc, Cl A * | 4,700 | 341 | ||||||
| ON Semiconductor Corp * | 12,600 | 838 | ||||||
| Onto Innovation Inc * | 1,400 | 302 | ||||||
| Oracle Corp | 50,660 | 7,366 | ||||||
| Palantir Technologies Inc, Cl A * | 65,800 | 9,027 | ||||||
| Palo Alto Networks Inc * | 23,424 | 3,488 | ||||||
| Pegasystems Inc | 2,400 | 105 | ||||||
| Procore Technologies Inc * | 3,100 | 171 | ||||||
| PTC Inc * | 3,400 | 532 | ||||||
| Pure Storage Inc, Cl A * | 8,700 | 559 | ||||||
| Qnity Electronics Inc | 6,004 | 761 | ||||||
| Qorvo Inc * | 2,400 | 199 | ||||||
| QUALCOMM Inc | 32,409 | 4,614 | ||||||
| Ralliant Corp | 3,818 | 175 | ||||||
| RingCentral Inc, Cl A * | 3,100 | 113 | ||||||
| Roper Technologies Inc | 3,420 | 1,196 | ||||||
| Rubrik Inc, Cl A * | 4,100 | 213 | ||||||
| Sailpoint Inc * | 1,900 | 27 | ||||||
| Salesforce Inc | 28,018 | 5,458 | ||||||
| Samsara Inc, Cl A * | 8,100 | 234 | ||||||
| SanDisk Corp * | 4,165 | 2,646 | ||||||
| SentinelOne Inc, Cl A * | 9,400 | 123 | ||||||
| ServiceNow Inc * | 30,940 | 3,342 | ||||||
| Skyworks Solutions Inc | 4,600 | 274 | ||||||
| Snowflake Inc, Cl A * | 9,900 | 1,667 | ||||||
| Strategy Inc, Cl A * | 8,440 | 1,093 | ||||||
| Super Micro Computer Inc * | 14,700 | 476 | ||||||
| Synopsys Inc * | 5,446 | 2,255 | ||||||
| TD SYNNEX Corp | 2,200 | 345 | ||||||
| Teledyne Technologies Inc * | 1,367 | 931 | ||||||
| Teradata Corp * | 2,989 | 94 | ||||||
| Teradyne Inc | 4,563 | 1,460 | ||||||
| 20 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Texas Instruments Inc | 27,058 | $ | 5,739 | |||||
| Trimble Inc * | 6,828 | 457 | ||||||
| Twilio Inc, Cl A * | 4,300 | 520 | ||||||
| Tyler Technologies Inc * | 1,200 | 426 | ||||||
| Ubiquiti Inc | 100 | 77 | ||||||
| UiPath Inc, Cl A * | 13,100 | 141 | ||||||
| Unity Software Inc * | 9,600 | 175 | ||||||
| Universal Display Corp | 1,300 | 139 | ||||||
| VeriSign Inc | 2,385 | 544 | ||||||
| Vontier Corp | 4,401 | 180 | ||||||
| Western Digital Corp | 9,896 | 2,768 | ||||||
| Workday Inc, Cl A * | 6,900 | 923 | ||||||
| Zebra Technologies Corp, Cl A * | 1,525 | 342 | ||||||
| Zoom Communications Inc, Cl A * | 7,900 | 584 | ||||||
| Zscaler Inc * | 2,800 | 412 | ||||||
| 581,964 | ||||||||
| Materials — 2.4% | ||||||||
| Air Products and Chemicals Inc | 7,034 | 1,939 | ||||||
| Albemarle Corp | 3,573 | 638 | ||||||
| Alcoa Corp | 7,300 | 453 | ||||||
| Amcor PLC | 13,755 | 666 | ||||||
| Anglogold Ashanti PLC | 16,100 | 2,057 | ||||||
| AptarGroup Inc | 2,000 | 287 | ||||||
| Ashland Inc | 1,676 | 105 | ||||||
| Avery Dennison Corp | 2,310 | 454 | ||||||
| Axalta Coating Systems Ltd * | 6,200 | 207 | ||||||
| Ball Corp | 8,500 | 571 | ||||||
| Celanese Corp, Cl A | 3,383 | 169 | ||||||
| CF Industries Holdings Inc | 4,730 | 471 | ||||||
| Cleveland-Cliffs Inc * | 14,100 | 150 | ||||||
| Corteva Inc | 21,876 | 1,753 | ||||||
| CRH PLC | 20,000 | 2,400 | ||||||
| Crown Holdings Inc | 3,451 | 395 | ||||||
| Dow Inc | 21,376 | 657 | ||||||
| DuPont de Nemours Inc | 12,009 | 601 | ||||||
| Eagle Materials Inc | 1,000 | 224 | ||||||
| Eastman Chemical Co | 3,428 | 259 | ||||||
| Ecolab Inc | 7,875 | 2,428 | ||||||
| Element Solutions Inc | 6,200 | 218 | ||||||
| FMC Corp | 3,720 | 55 | ||||||
| Freeport-McMoRan Inc, Cl B | 41,924 | 2,854 | ||||||
| Graphic Packaging Holding Co | 8,900 | 109 | ||||||
| Huntsman Corp | 6,029 | 76 | ||||||
| International Flavors & Fragrances Inc | 7,552 | 621 | ||||||
| International Paper Co | 14,955 | 651 | ||||||
| James Hardie Industries PLC * | 4,963 | 121 | ||||||
| Linde PLC | 14,070 | 7,149 | ||||||
| Louisiana-Pacific Corp | 1,800 | 153 | ||||||
| LyondellBasell Industries NV, Cl A | 7,760 | 446 | ||||||
| Martin Marietta Materials Inc | 1,763 | 1,193 | ||||||
| Mosaic Co/The | 9,478 | 264 | ||||||
| MP Materials Corp * | 3,900 | 230 | ||||||
| NewMarket Corp | 200 | 125 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Newmont Corp | 32,533 | $ | 4,229 | |||||
| Nucor Corp | 6,590 | 1,166 | ||||||
| Olin Corp | 4,000 | 101 | ||||||
| Packaging Corp of America | 2,499 | 580 | ||||||
| PPG Industries Inc | 6,465 | 797 | ||||||
| Reliance Inc | 1,600 | 505 | ||||||
| Royal Gold Inc | 2,400 | 719 | ||||||
| RPM International Inc | 3,369 | 384 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 1,606 | 113 | ||||||
| Sealed Air Corp | 4,868 | 204 | ||||||
| Sherwin-Williams Co/The | 6,751 | 2,448 | ||||||
| Silgan Holdings Inc | 2,308 | 111 | ||||||
| Smurfit WestRock PLC | 14,989 | 705 | ||||||
| Solstice Advanced Materials Inc | 4,547 | 357 | ||||||
| Sonoco Products Co | 3,246 | 183 | ||||||
| Southern Copper Corp | 2,557 | 558 | ||||||
| Steel Dynamics Inc | 4,200 | 811 | ||||||
| Vulcan Materials Co | 4,237 | 1,313 | ||||||
| Westlake Corp | 1,300 | 137 | ||||||
| 46,570 | ||||||||
| Real Estate — 2.2% | ||||||||
| Agree Realty Corp ‡ | 3,300 | 266 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 5,200 | 281 | ||||||
| American Homes 4 Rent, Cl A ‡ | 10,700 | 321 | ||||||
| American Tower Corp, Cl A ‡ | 14,662 | 2,813 | ||||||
| Americold Realty Trust Inc ‡ | 9,600 | 129 | ||||||
| AvalonBay Communities Inc ‡ | 4,041 | 716 | ||||||
| Brixmor Property Group Inc ‡ | 8,600 | 260 | ||||||
| BXP Inc ‡ | 4,784 | 275 | ||||||
| Camden Property Trust ‡ | 3,247 | 352 | ||||||
| CBRE Group Inc, Cl A * | 9,517 | 1,405 | ||||||
| CoStar Group Inc * | 12,000 | 536 | ||||||
| Cousins Properties Inc ‡ | 4,300 | 100 | ||||||
| Crown Castle Inc ‡ | 13,896 | 1,244 | ||||||
| CubeSmart ‡ | 7,000 | 288 | ||||||
| Digital Realty Trust Inc ‡ | 10,746 | 1,904 | ||||||
| EastGroup Properties Inc ‡ | 1,600 | 314 | ||||||
| EPR Properties ‡ | 2,200 | 131 | ||||||
| Equinix Inc ‡ | 3,081 | 3,002 | ||||||
| Equity LifeStyle Properties Inc ‡ | 5,700 | 383 | ||||||
| Equity Residential ‡ | 10,877 | 687 | ||||||
| Essex Property Trust Inc ‡ | 1,863 | 475 | ||||||
| Extra Space Storage Inc ‡ | 5,998 | 906 | ||||||
| Federal Realty Investment Trust ‡ | 2,396 | 261 | ||||||
| First Industrial Realty Trust Inc ‡ | 3,800 | 240 | ||||||
| Gaming and Leisure Properties Inc ‡ | 7,935 | 388 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 9,800 | 181 | ||||||
| Healthpeak Properties Inc ‡ | 20,874 | 369 | ||||||
| Highwoods Properties Inc ‡ | 3,900 | 88 | ||||||
| Host Hotels & Resorts Inc ‡ | 19,540 | 383 | ||||||
| Howard Hughes Holdings Inc * | 1,073 | 78 | ||||||
| Invitation Homes Inc ‡ | 18,000 | 474 | ||||||
| Iron Mountain Inc ‡ | 8,403 | 910 | ||||||
| SEI Institutional Investments Trust | 21 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Jones Lang LaSalle Inc * | 1,300 | $ | 410 | |||||
| Kilroy Realty Corp ‡ | 3,500 | 104 | ||||||
| Kimco Realty Corp ‡ | 20,171 | 475 | ||||||
| Lamar Advertising Co, Cl A ‡ | 2,640 | 364 | ||||||
| Lineage Inc ‡ | 2,100 | 85 | ||||||
| Medical Properties Trust Inc ‡ | 17,800 | 102 | ||||||
| Mid-America Apartment Communities Inc ‡ | 3,550 | 475 | ||||||
| Millrose Properties ‡ | 4,369 | 137 | ||||||
| National Storage Affiliates Trust ‡ | 2,200 | 77 | ||||||
| NNN REIT Inc ‡ | 5,500 | 249 | ||||||
| Omega Healthcare Investors Inc ‡ | 7,900 | 381 | ||||||
| Park Hotels & Resorts Inc ‡ | 5,288 | 60 | ||||||
| Prologis Inc ‡ | 27,503 | 3,921 | ||||||
| Public Storage ‡ | 4,568 | 1,403 | ||||||
| Rayonier Inc ‡ | 5,152 | 111 | ||||||
| Realty Income Corp ‡ | 28,754 | 1,926 | ||||||
| Regency Centers Corp ‡ | 4,958 | 392 | ||||||
| Rexford Industrial Realty Inc ‡ | 6,700 | 251 | ||||||
| SBA Communications Corp, Cl A ‡ | 3,232 | 650 | ||||||
| Simon Property Group Inc ‡ | 10,281 | 2,096 | ||||||
| STAG Industrial Inc ‡ | 6,100 | 239 | ||||||
| Sun Communities Inc ‡ | 3,800 | 519 | ||||||
| UDR Inc ‡ | 9,993 | 375 | ||||||
| Ventas Inc ‡ | 14,392 | 1,240 | ||||||
| VICI Properties Inc, Cl A ‡ | 30,300 | 915 | ||||||
| Vornado Realty Trust ‡ | 4,636 | 128 | ||||||
| Welltower Inc ‡ | 20,883 | 4,325 | ||||||
| Weyerhaeuser Co ‡ | 21,246 | 521 | ||||||
| WP Carey Inc ‡ | 6,200 | 463 | ||||||
| Zillow Group Inc, Cl A * | 1,143 | 51 | ||||||
| Zillow Group Inc, Cl C * | 4,886 | 218 | ||||||
| 42,823 | ||||||||
| Utilities — 2.4% | ||||||||
| AES Corp/The | 21,424 | 370 | ||||||
| Alliant Energy Corp | 7,752 | 561 | ||||||
| Ameren Corp | 7,690 | 871 | ||||||
| American Electric Power Co Inc | 16,900 | 2,262 | ||||||
| American Water Works Co Inc | 5,600 | 762 | ||||||
| Atmos Energy Corp | 4,491 | 839 | ||||||
| Brookfield Renewable Corp | 4,000 | 171 | ||||||
| CenterPoint Energy Inc | 18,615 | 810 | ||||||
| Clearway Energy Inc, Cl A | 1,300 | 47 | ||||||
| Clearway Energy Inc, Cl C | 2,400 | 92 | ||||||
| CMS Energy Corp | 8,942 | 698 | ||||||
| Consolidated Edison Inc | 11,016 | 1,239 | ||||||
| Constellation Energy Corp | 9,272 | 3,059 | ||||||
| Dominion Energy Inc | 25,670 | 1,621 | ||||||
| DTE Energy Co | 5,964 | 884 | ||||||
| Duke Energy Corp | 22,866 | 2,992 | ||||||
| Edison International | 11,479 | 858 | ||||||
| Entergy Corp | 13,096 | 1,403 | ||||||
| Essential Utilities Inc | 8,546 | 342 | ||||||
| Evergy Inc | 6,649 | 556 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Eversource Energy | 10,526 | $ | 802 | |||||
| Exelon Corp | 29,576 | 1,463 | ||||||
| FirstEnergy Corp | 15,727 | 805 | ||||||
| IDACORP Inc, Cl Rights | 1,700 | 245 | ||||||
| MDU Resources Group Inc | 6,821 | 141 | ||||||
| National Fuel Gas Co | 2,889 | 263 | ||||||
| NextEra Energy Inc | 63,942 | 5,996 | ||||||
| NiSource Inc | 13,321 | 630 | ||||||
| NRG Energy Inc | 5,500 | 984 | ||||||
| OGE Energy Corp | 5,836 | 287 | ||||||
| PG&E Corp | 62,818 | 1,193 | ||||||
| Pinnacle West Capital Corp | 3,392 | 340 | ||||||
| PPL Corp | 21,226 | 827 | ||||||
| Public Service Enterprise Group Inc | 14,652 | 1,261 | ||||||
| Sempra | 20,646 | 1,988 | ||||||
| Southern Co/The | 32,453 | 3,160 | ||||||
| Talen Energy Corp * | 1,300 | 482 | ||||||
| UGI Corp | 6,425 | 240 | ||||||
| Vistra Corp | 10,700 | 1,861 | ||||||
| WEC Energy Group Inc | 9,757 | 1,141 | ||||||
| Xcel Energy Inc | 18,881 | 1,574 | ||||||
| 46,120 | ||||||||
| Total Common Stock | ||||||||
| (Cost $359,327) ($ Thousands) | 1,898,509 | |||||||
| CASH EQUIVALENT — 2.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 45,805,367 | 45,805 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $45,805) ($ Thousands) | 45,805 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $405,132) ($ Thousands) | $ | 1,944,314 | ||||||
| 22 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Large Cap Index Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| S&P 500 Index E-Mini | 107 | Mar-2026 | $ | 37,139 | $ | 36,856 | $ | (283 | ) | |||||||||
| S&P Mid Cap 400 Index E-Mini | 29 | Mar-2026 | 10,072 | 10,376 | 304 | |||||||||||||
| $ | 47,211 | $ | 47,232 | $ | 21 | |||||||||||||
| Percentages are based on Net Assets of $1,948,909 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ‡ | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Investments Co | $ | 293 | $ | — | $ | (40 | ) | $ | 32 | $ | (46 | ) | $ | 239 | $ | 3 | $ | — | ||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | 35,115 | 198,644 | (187,954 | ) | — | — | 45,805 | 1,081 | — | |||||||||||||||||||||||
| Totals | $ | 35,408 | $ | 198,644 | $ | (187,994 | ) | $ | 32 | $ | (46 | ) | $ | 46,044 | $ | 1,084 | $ | — | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 23 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 97.9% | ||||||||
| Communication Services — 10.3% | ||||||||
| Alphabet Inc, Cl A | 423,693 | $ | 132,091 | |||||
| Alphabet Inc, Cl C | 338,586 | 105,446 | ||||||
| AT&T Inc | 515,979 | 14,453 | ||||||
| Charter Communications Inc, Cl A * | 6,416 | 1,505 | ||||||
| Comcast Corp, Cl A | 264,355 | 8,184 | ||||||
| Electronic Arts Inc | 16,311 | 3,271 | ||||||
| Fox Corp | 15,361 | 865 | ||||||
| Fox Corp, Cl B | 10,633 | 550 | ||||||
| Live Nation Entertainment Inc * | 11,483 | 1,862 | ||||||
| Match Group Inc | 17,153 | 542 | ||||||
| Meta Platforms Inc, Cl A | 158,596 | 102,799 | ||||||
| Netflix Inc * | 308,490 | 29,689 | ||||||
| News Corp, Cl A | 27,278 | 663 | ||||||
| News Corp, Cl B | 9,000 | 241 | ||||||
| Omnicom Group Inc | 23,394 | 1,995 | ||||||
| Paramount Skydance Corp, Cl B | 23,427 | 316 | ||||||
| Take-Two Interactive Software Inc * | 12,633 | 2,672 | ||||||
| TKO Group Holdings Inc, Cl A | 4,800 | 1,075 | ||||||
| T-Mobile US Inc | 34,981 | 7,594 | ||||||
| Trade Desk Inc/The, Cl A * | 32,500 | 774 | ||||||
| Verizon Communications Inc | 306,859 | 15,386 | ||||||
| Walt Disney Co/The | 129,980 | 13,783 | ||||||
| Warner Bros Discovery Inc * | 181,144 | 5,103 | ||||||
| 450,859 | ||||||||
| Consumer Discretionary — 9.8% | ||||||||
| Airbnb Inc, Cl A * | 30,869 | 4,171 | ||||||
| Amazon.com Inc * | 708,430 | 148,770 | ||||||
| APTIV PLC * | 15,873 | 1,167 | ||||||
| AutoZone Inc * | 1,218 | 4,574 | ||||||
| Best Buy Co Inc | 14,335 | 888 | ||||||
| Booking Holdings Inc | 2,349 | 9,958 | ||||||
| Carnival Corp, Cl A | 79,328 | 2,503 | ||||||
| Carvana Co, Cl A * | 10,280 | 3,435 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 96,700 | 3,599 | ||||||
| Darden Restaurants Inc | 8,496 | 1,817 | ||||||
| Deckers Outdoor Corp * | 10,800 | 1,267 | ||||||
| Domino's Pizza Inc | 2,276 | 916 | ||||||
| DoorDash Inc, Cl A * | 27,080 | 4,779 | ||||||
| DR Horton Inc | 19,849 | 3,184 | ||||||
| eBay Inc | 32,810 | 2,981 | ||||||
| Expedia Group Inc | 8,515 | 1,837 | ||||||
| Ford Motor Co | 285,887 | 4,028 | ||||||
| Garmin Ltd | 11,916 | 3,013 | ||||||
| General Motors Co | 68,221 | 5,370 | ||||||
| Genuine Parts Co | 10,111 | 1,206 | ||||||
| Hasbro Inc | 9,720 | 968 | ||||||
| Hilton Worldwide Holdings Inc | 16,995 | 5,299 | ||||||
| Home Depot Inc/The | 72,454 | 27,585 | ||||||
| Las Vegas Sands Corp | 22,220 | 1,260 | ||||||
| Lennar Corp, Cl A | 15,582 | 1,782 | ||||||
| Lowe's Cos Inc | 40,801 | 10,795 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lululemon Athletica Inc * | 7,973 | $ | 1,476 | |||||
| Marriott International Inc/MD, Cl A | 16,287 | 5,566 | ||||||
| McDonald's Corp | 51,826 | 17,676 | ||||||
| MGM Resorts International * | 15,600 | 575 | ||||||
| NIKE Inc, Cl B | 86,875 | 5,402 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 32,924 | 816 | ||||||
| NVR Inc * | 202 | 1,519 | ||||||
| O'Reilly Automotive Inc * | 61,355 | 5,760 | ||||||
| Pool Corp | 2,381 | 541 | ||||||
| PulteGroup Inc | 14,154 | 1,942 | ||||||
| Ralph Lauren Corp, Cl A | 2,830 | 1,026 | ||||||
| Ross Stores Inc | 23,626 | 4,858 | ||||||
| Royal Caribbean Cruises Ltd | 18,476 | 5,745 | ||||||
| Starbucks Corp | 82,722 | 8,108 | ||||||
| Tapestry Inc | 14,832 | 2,306 | ||||||
| Tesla Inc * | 204,628 | 82,365 | ||||||
| TJX Cos Inc/The | 80,973 | 13,090 | ||||||
| Tractor Supply Co | 38,695 | 2,006 | ||||||
| Ulta Beauty Inc * | 3,270 | 2,239 | ||||||
| Williams-Sonoma Inc | 8,900 | 1,830 | ||||||
| Wynn Resorts Ltd | 6,132 | 663 | ||||||
| Yum! Brands Inc | 20,314 | 3,416 | ||||||
| 426,077 | ||||||||
| Consumer Staples — 5.3% | ||||||||
| Altria Group Inc | 122,083 | 8,429 | ||||||
| Archer-Daniels-Midland Co | 35,067 | 2,421 | ||||||
| Brown-Forman Corp, Cl B | 12,748 | 368 | ||||||
| Bunge Global SA | 9,827 | 1,186 | ||||||
| Campbell's Company | 14,212 | 383 | ||||||
| Church & Dwight Co Inc | 17,775 | 1,864 | ||||||
| Clorox Co/The | 8,870 | 1,128 | ||||||
| Coca-Cola Co/The | 281,828 | 22,986 | ||||||
| Colgate-Palmolive Co | 58,563 | 5,806 | ||||||
| Conagra Brands Inc | 34,850 | 671 | ||||||
| Constellation Brands Inc, Cl A | 10,383 | 1,639 | ||||||
| Costco Wholesale Corp | 32,280 | 32,628 | ||||||
| Dollar General Corp | 16,048 | 2,507 | ||||||
| Dollar Tree Inc * | 13,886 | 1,756 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 18,048 | 1,976 | ||||||
| General Mills Inc | 38,923 | 1,760 | ||||||
| Hershey Co/The | 10,793 | 2,550 | ||||||
| Hormel Foods Corp | 22,260 | 570 | ||||||
| J M Smucker Co/The | 7,758 | 900 | ||||||
| Kenvue Inc | 140,306 | 2,683 | ||||||
| Keurig Dr Pepper Inc | 99,357 | 3,009 | ||||||
| Kimberly-Clark Corp | 24,256 | 2,703 | ||||||
| Kraft Heinz Co/The | 62,215 | 1,531 | ||||||
| Kroger Co/The | 44,482 | 3,035 | ||||||
| Lamb Weston Holdings Inc | 10,691 | 515 | ||||||
| McCormick & Co Inc/MD | 18,473 | 1,312 | ||||||
| Molson Coors Beverage Co, Cl B | 12,270 | 601 | ||||||
| Mondelez International Inc, Cl A | 93,802 | 5,776 | ||||||
| Monster Beverage Corp * | 52,181 | 4,451 | ||||||
| 24 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| PepsiCo Inc | 99,466 | $ | 16,883 | |||||
| Philip Morris International Inc | 113,263 | 21,161 | ||||||
| Procter & Gamble Co/The | 170,112 | 28,443 | ||||||
| Sysco Corp | 34,910 | 3,182 | ||||||
| Target Corp | 33,192 | 3,777 | ||||||
| Tyson Foods Inc, Cl A | 20,813 | 1,353 | ||||||
| Walmart Inc | 319,311 | 40,856 | ||||||
| 232,799 | ||||||||
| Energy — 3.4% | ||||||||
| APA Corp | 25,991 | 789 | ||||||
| Baker Hughes Co, Cl A | 72,099 | 4,705 | ||||||
| Chevron Corp | 137,748 | 25,726 | ||||||
| ConocoPhillips | 89,889 | 10,199 | ||||||
| Coterra Energy Inc, Cl A | 55,748 | 1,705 | ||||||
| Devon Energy Corp | 46,346 | 2,017 | ||||||
| Diamondback Energy Inc | 13,543 | 2,358 | ||||||
| EOG Resources Inc | 39,412 | 4,890 | ||||||
| EQT Corp | 45,596 | 2,801 | ||||||
| Expand Energy Corp | 17,400 | 1,878 | ||||||
| Exxon Mobil Corp | 307,005 | 46,818 | ||||||
| Halliburton Co | 61,029 | 2,197 | ||||||
| Kinder Morgan Inc | 143,026 | 4,758 | ||||||
| Marathon Petroleum Corp | 21,889 | 4,339 | ||||||
| Occidental Petroleum Corp | 52,531 | 2,788 | ||||||
| ONEOK Inc | 46,052 | 3,812 | ||||||
| Phillips 66 | 29,297 | 4,521 | ||||||
| SLB Ltd | 109,128 | 5,603 | ||||||
| Targa Resources Corp | 15,703 | 3,703 | ||||||
| Texas Pacific Land Corp | 4,260 | 2,234 | ||||||
| Valero Energy Corp | 22,311 | 4,566 | ||||||
| Williams Cos Inc/The | 89,313 | 6,673 | ||||||
| 149,080 | ||||||||
| Financials — 12.3% | ||||||||
| Aflac Inc | 34,506 | 3,897 | ||||||
| Allstate Corp/The | 19,027 | 4,082 | ||||||
| American Express Co | 39,118 | 12,084 | ||||||
| American International Group Inc | 39,464 | 3,176 | ||||||
| Ameriprise Financial Inc | 6,778 | 3,187 | ||||||
| Aon PLC, Cl A | 15,635 | 5,245 | ||||||
| Apollo Global Management Inc | 33,700 | 3,525 | ||||||
| Arch Capital Group Ltd * | 26,428 | 2,647 | ||||||
| Ares Management Corp, Cl A | 15,000 | 1,680 | ||||||
| Arthur J Gallagher & Co | 18,765 | 4,282 | ||||||
| Assurant Inc | 3,631 | 834 | ||||||
| Bank of America Corp | 489,110 | 24,372 | ||||||
| Bank of New York Mellon Corp/The | 50,959 | 6,069 | ||||||
| Berkshire Hathaway Inc, Cl B * | 133,512 | 67,417 | ||||||
| Blackrock Inc | 10,505 | 11,169 | ||||||
| Blackstone Inc | 53,926 | 6,114 | ||||||
| Block Inc, Cl A * | 40,200 | 2,561 | ||||||
| Brown & Brown Inc | 21,445 | 1,540 | ||||||
| Capital One Financial Corp | 46,247 | 9,048 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cboe Global Markets Inc | 7,600 | $ | 2,278 | |||||
| Charles Schwab Corp/The | 121,560 | 11,573 | ||||||
| Chubb Ltd | 26,616 | 9,072 | ||||||
| Cincinnati Financial Corp | 11,405 | 1,870 | ||||||
| Citigroup Inc | 130,205 | 14,347 | ||||||
| Citizens Financial Group Inc | 31,560 | 1,900 | ||||||
| CME Group Inc, Cl A | 26,211 | 8,374 | ||||||
| Coinbase Global Inc, Cl A * | 16,560 | 2,912 | ||||||
| Corpay Inc * | 5,139 | 1,671 | ||||||
| Erie Indemnity Co, Cl A | 1,840 | 496 | ||||||
| Everest Group Ltd | 3,039 | 1,020 | ||||||
| FactSet Research Systems Inc | 2,691 | 583 | ||||||
| Fidelity National Information Services Inc | 37,559 | 1,914 | ||||||
| Fifth Third Bancorp | 65,433 | 3,237 | ||||||
| Fiserv Inc * | 39,039 | 2,432 | ||||||
| Franklin Resources Inc | 22,277 | 591 | ||||||
| Global Payments Inc | 17,295 | 1,322 | ||||||
| Globe Life Inc | 5,782 | 840 | ||||||
| Goldman Sachs Group Inc/The | 21,817 | 18,753 | ||||||
| Hartford Insurance Group Inc | 20,188 | 2,843 | ||||||
| Huntington Bancshares Inc/OH | 147,988 | 2,486 | ||||||
| Interactive Brokers Group Inc, Cl A | 32,500 | 2,314 | ||||||
| Intercontinental Exchange Inc | 41,519 | 6,815 | ||||||
| Invesco Ltd | 32,470 | 853 | ||||||
| Jack Henry & Associates Inc | 5,282 | 858 | ||||||
| JPMorgan Chase & Co | 198,214 | 59,524 | ||||||
| KeyCorp | 68,006 | 1,410 | ||||||
| KKR & Co Inc | 49,900 | 4,375 | ||||||
| Loews Corp | 12,257 | 1,349 | ||||||
| M&T Bank Corp | 11,223 | 2,435 | ||||||
| Marsh & McLennan Cos Inc | 35,681 | 6,663 | ||||||
| Mastercard Inc, Cl A | 59,681 | 30,868 | ||||||
| MetLife Inc | 40,226 | 2,899 | ||||||
| Moody's Corp | 11,153 | 5,327 | ||||||
| Morgan Stanley | 87,909 | 14,638 | ||||||
| MSCI Inc, Cl A | 5,497 | 3,143 | ||||||
| Nasdaq Inc | 33,106 | 2,899 | ||||||
| Northern Trust Corp | 13,687 | 1,958 | ||||||
| PayPal Holdings Inc | 68,388 | 3,160 | ||||||
| PNC Financial Services Group Inc/The | 28,479 | 6,048 | ||||||
| Principal Financial Group Inc | 14,834 | 1,415 | ||||||
| Progressive Corp/The | 42,704 | 9,124 | ||||||
| Prudential Financial Inc | 25,694 | 2,528 | ||||||
| Raymond James Financial Inc | 12,949 | 1,982 | ||||||
| Regions Financial Corp | 63,578 | 1,769 | ||||||
| Robinhood Markets Inc, Cl A * | 56,598 | 4,293 | ||||||
| S&P Global Inc | 22,563 | 9,970 | ||||||
| State Street Corp | 20,380 | 2,621 | ||||||
| Synchrony Financial | 26,346 | 1,821 | ||||||
| T Rowe Price Group Inc | 16,053 | 1,519 | ||||||
| Travelers Cos Inc/The | 16,212 | 5,004 | ||||||
| Truist Financial Corp | 92,991 | 4,585 | ||||||
| US Bancorp | 113,029 | 6,178 | ||||||
| SEI Institutional Investments Trust | 25 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Visa Inc, Cl A | 122,880 | $ | 39,339 | |||||
| W R Berkley Corp | 21,875 | 1,568 | ||||||
| Wells Fargo & Co | 228,530 | 18,614 | ||||||
| Willis Towers Watson PLC | 6,987 | 2,132 | ||||||
| 535,441 | ||||||||
| Health Care — 9.6% | ||||||||
| Abbott Laboratories | 126,609 | 14,731 | ||||||
| AbbVie Inc | 128,668 | 29,861 | ||||||
| Agilent Technologies Inc | 20,759 | 2,520 | ||||||
| Align Technology Inc * | 4,920 | 935 | ||||||
| Amgen Inc | 39,190 | 15,212 | ||||||
| Baxter International Inc | 38,126 | 777 | ||||||
| Becton Dickinson & Co | 20,808 | 3,672 | ||||||
| Biogen Inc * | 10,688 | 2,050 | ||||||
| Bio-Techne Corp | 11,331 | 669 | ||||||
| Boston Scientific Corp * | 107,825 | 8,286 | ||||||
| Bristol-Myers Squibb Co | 148,058 | 9,234 | ||||||
| Cardinal Health Inc | 17,284 | 3,962 | ||||||
| Cencora Inc | 14,179 | 5,277 | ||||||
| Centene Corp * | 33,851 | 1,519 | ||||||
| Charles River Laboratories International Inc * | 3,600 | 643 | ||||||
| Cigna Group/The | 19,542 | 5,664 | ||||||
| Cooper Cos Inc/The * | 14,580 | 1,220 | ||||||
| CVS Health Corp | 92,296 | 7,374 | ||||||
| Danaher Corp | 45,764 | 9,640 | ||||||
| DaVita Inc * | 2,760 | 431 | ||||||
| Dexcom Inc * | 28,666 | 2,105 | ||||||
| Edwards Lifesciences Corp * | 42,379 | 3,664 | ||||||
| Elevance Health Inc | 16,237 | 5,196 | ||||||
| Eli Lilly & Co | 57,812 | 60,818 | ||||||
| GE HealthCare Technologies Inc | 33,381 | 2,813 | ||||||
| Gilead Sciences Inc | 90,308 | 13,451 | ||||||
| HCA Healthcare Inc | 11,618 | 6,154 | ||||||
| Henry Schein Inc * | 7,537 | 621 | ||||||
| Hologic Inc * | 16,529 | 1,246 | ||||||
| Humana Inc | 8,779 | 1,673 | ||||||
| IDEXX Laboratories Inc * | 5,843 | 3,837 | ||||||
| Incyte Corp * | 11,955 | 1,211 | ||||||
| Insulet Corp * | 5,118 | 1,262 | ||||||
| Intuitive Surgical Inc * | 25,809 | 12,995 | ||||||
| IQVIA Holdings Inc * | 12,463 | 2,228 | ||||||
| Johnson & Johnson | 175,420 | 43,580 | ||||||
| Labcorp Holdings Inc | 6,086 | 1,760 | ||||||
| McKesson Corp | 8,968 | 8,855 | ||||||
| Medtronic PLC | 93,273 | 9,109 | ||||||
| Merck & Co Inc | 180,668 | 22,370 | ||||||
| Mettler-Toledo International Inc * | 1,478 | 2,020 | ||||||
| Moderna Inc * | 25,225 | 1,351 | ||||||
| Molina Healthcare Inc * | 3,710 | 571 | ||||||
| Pfizer Inc | 413,763 | 11,441 | ||||||
| Quest Diagnostics Inc | 8,197 | 1,737 | ||||||
| Regeneron Pharmaceuticals Inc | 7,339 | 5,737 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| ResMed Inc | 10,710 | $ | 2,745 | |||||
| Revvity Inc | 8,409 | 827 | ||||||
| Solventum Corp * | 10,746 | 797 | ||||||
| STERIS PLC | 7,115 | 1,795 | ||||||
| Stryker Corp | 25,053 | 9,707 | ||||||
| Thermo Fisher Scientific Inc | 27,366 | 14,261 | ||||||
| UnitedHealth Group Inc | 65,937 | 19,337 | ||||||
| Universal Health Services Inc, Cl B | 3,984 | 821 | ||||||
| Vertex Pharmaceuticals Inc * | 18,441 | 9,162 | ||||||
| Viatris Inc | 85,008 | 1,269 | ||||||
| Waters Corp * | 7,170 | 2,290 | ||||||
| West Pharmaceutical Services Inc | 5,240 | 1,333 | ||||||
| Zimmer Biomet Holdings Inc | 14,484 | 1,426 | ||||||
| Zoetis Inc, Cl A | 32,039 | 4,200 | ||||||
| 421,452 | ||||||||
| Industrials — 9.0% | ||||||||
| 3M Co | 38,587 | 6,379 | ||||||
| A O Smith Corp | 8,151 | 636 | ||||||
| Allegion PLC | 6,299 | 1,015 | ||||||
| AMETEK Inc | 16,696 | 3,994 | ||||||
| Automatic Data Processing Inc | 29,413 | 6,305 | ||||||
| Axon Enterprise Inc * | 5,760 | 3,124 | ||||||
| Boeing Co/The * | 56,645 | 12,888 | ||||||
| Broadridge Financial Solutions Inc | 8,526 | 1,585 | ||||||
| Builders FirstSource Inc * | 8,209 | 856 | ||||||
| Carrier Global Corp | 57,452 | 3,700 | ||||||
| Caterpillar Inc | 34,072 | 25,310 | ||||||
| CH Robinson Worldwide Inc | 8,625 | 1,598 | ||||||
| Cintas Corp | 24,804 | 4,989 | ||||||
| Comfort Systems USA Inc | 2,560 | 3,659 | ||||||
| Copart Inc * | 65,072 | 2,479 | ||||||
| CSX Corp | 135,415 | 5,781 | ||||||
| Cummins Inc | 10,078 | 5,884 | ||||||
| Deere & Co | 18,290 | 11,517 | ||||||
| Delta Air Lines Inc | 47,426 | 3,116 | ||||||
| Dover Corp | 9,980 | 2,250 | ||||||
| Eaton Corp PLC | 28,256 | 10,622 | ||||||
| EMCOR Group Inc | 3,260 | 2,362 | ||||||
| Emerson Electric Co | 40,890 | 6,164 | ||||||
| Equifax Inc | 8,890 | 1,858 | ||||||
| Expeditors International of Washington Inc | 9,738 | 1,412 | ||||||
| Fastenal Co | 83,946 | 3,865 | ||||||
| FedEx Corp | 15,847 | 6,133 | ||||||
| Fortive Corp | 23,124 | 1,369 | ||||||
| GE Vernova Inc | 19,766 | 17,268 | ||||||
| Generac Holdings Inc * | 4,227 | 953 | ||||||
| General Dynamics Corp | 18,480 | 6,598 | ||||||
| General Electric Co | 76,787 | 26,281 | ||||||
| Honeywell International Inc | 46,227 | 11,260 | ||||||
| Howmet Aerospace Inc | 29,251 | 7,679 | ||||||
| Hubbell Inc, Cl B | 3,856 | 1,973 | ||||||
| Huntington Ingalls Industries Inc | 2,927 | 1,301 | ||||||
| IDEX Corp | 5,466 | 1,145 | ||||||
| 26 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Illinois Tool Works Inc | 19,175 | $ | 5,573 | |||||
| Ingersoll Rand Inc | 26,433 | 2,488 | ||||||
| Jacobs Solutions Inc | 8,764 | 1,208 | ||||||
| JB Hunt Transport Services Inc | 5,560 | 1,298 | ||||||
| Johnson Controls International PLC | 44,662 | 6,445 | ||||||
| L3Harris Technologies Inc | 13,693 | 4,992 | ||||||
| Leidos Holdings Inc | 9,239 | 1,618 | ||||||
| Lennox International Inc | 2,320 | 1,322 | ||||||
| Lockheed Martin Corp | 14,823 | 9,755 | ||||||
| Masco Corp | 15,257 | 1,093 | ||||||
| Nordson Corp | 3,890 | 1,141 | ||||||
| Norfolk Southern Corp | 16,423 | 5,169 | ||||||
| Northrop Grumman Corp | 9,748 | 7,061 | ||||||
| Old Dominion Freight Line Inc | 13,540 | 2,749 | ||||||
| Otis Worldwide Corp | 28,286 | 2,618 | ||||||
| PACCAR Inc | 38,423 | 4,845 | ||||||
| Parker-Hannifin Corp | 9,163 | 9,247 | ||||||
| Paychex Inc | 23,689 | 2,218 | ||||||
| Paycom Software Inc | 3,572 | 449 | ||||||
| Pentair PLC | 11,956 | 1,186 | ||||||
| Quanta Services Inc | 10,907 | 6,142 | ||||||
| Republic Services Inc, Cl A | 14,631 | 3,350 | ||||||
| Rockwell Automation Inc | 8,224 | 3,351 | ||||||
| Rollins Inc | 21,558 | 1,313 | ||||||
| RTX Corp | 97,556 | 19,767 | ||||||
| Snap-on Inc | 3,810 | 1,468 | ||||||
| Southwest Airlines Co | 37,427 | 1,844 | ||||||
| Stanley Black & Decker Inc | 11,241 | 972 | ||||||
| Textron Inc | 12,969 | 1,279 | ||||||
| Trane Technologies PLC | 16,112 | 7,449 | ||||||
| TransDigm Group Inc | 4,097 | 5,338 | ||||||
| Uber Technologies Inc * | 151,200 | 11,404 | ||||||
| Union Pacific Corp | 43,193 | 11,445 | ||||||
| United Airlines Holdings Inc * | 23,647 | 2,514 | ||||||
| United Parcel Service Inc, Cl B | 53,815 | 6,240 | ||||||
| United Rentals Inc | 4,611 | 3,873 | ||||||
| Veralto Corp | 18,021 | 1,756 | ||||||
| Verisk Analytics Inc, Cl A | 10,201 | 2,117 | ||||||
| Waste Management Inc | 26,954 | 6,492 | ||||||
| Westinghouse Air Brake Technologies Corp | 12,461 | 3,289 | ||||||
| WW Grainger Inc | 3,198 | 3,661 | ||||||
| Xylem Inc/NY | 17,837 | 2,311 | ||||||
| 395,158 | ||||||||
| Information Technology — 31.7% | ||||||||
| Accenture PLC, Cl A | 45,119 | 9,417 | ||||||
| Adobe Inc * | 30,473 | 7,996 | ||||||
| Advanced Micro Devices Inc * | 118,476 | 23,720 | ||||||
| Akamai Technologies Inc * | 10,489 | 1,032 | ||||||
| Amphenol Corp, Cl A | 89,098 | 13,014 | ||||||
| Analog Devices Inc | 35,813 | 12,742 | ||||||
| Apple Inc | 1,076,051 | 284,271 | ||||||
| Applied Materials Inc | 57,997 | 21,592 | ||||||
| AppLovin Corp, Cl A * | 19,686 | 8,559 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Arista Networks Inc * | 75,176 | $ | 10,036 | |||||
| Autodesk Inc * | 15,489 | 3,808 | ||||||
| Broadcom Inc | 343,870 | 109,884 | ||||||
| Cadence Design Systems Inc * | 19,798 | 5,967 | ||||||
| CDW Corp/DE | 9,479 | 1,162 | ||||||
| Ciena Corp * | 10,300 | 3,592 | ||||||
| Cisco Systems Inc | 286,893 | 22,797 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 35,027 | 2,257 | ||||||
| Corning Inc | 57,036 | 8,577 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 18,240 | 6,785 | ||||||
| Datadog Inc, Cl A * | 23,600 | 2,642 | ||||||
| Dell Technologies Inc, Cl C | 21,900 | 3,243 | ||||||
| EPAM Systems Inc * | 4,049 | 571 | ||||||
| F5 Inc * | 4,172 | 1,132 | ||||||
| Fair Isaac Corp * | 1,735 | 2,445 | ||||||
| First Solar Inc * | 7,831 | 1,544 | ||||||
| Fortinet Inc * | 46,208 | 3,652 | ||||||
| Gartner Inc * | 5,241 | 824 | ||||||
| Gen Digital Inc | 40,854 | 922 | ||||||
| GoDaddy Inc, Cl A * | 9,800 | 854 | ||||||
| Hewlett Packard Enterprise Co | 95,941 | 2,060 | ||||||
| HP Inc | 68,257 | 1,296 | ||||||
| Intel Corp * | 326,265 | 14,881 | ||||||
| International Business Machines Corp | 68,041 | 16,344 | ||||||
| Intuit Inc | 20,309 | 8,307 | ||||||
| Jabil Inc | 7,869 | 2,085 | ||||||
| Keysight Technologies Inc * | 12,600 | 3,872 | ||||||
| KLA Corp | 9,559 | 14,573 | ||||||
| Lam Research Corp | 91,390 | 21,375 | ||||||
| Microchip Technology Inc | 39,444 | 2,944 | ||||||
| Micron Technology Inc | 81,705 | 33,693 | ||||||
| Microsoft Corp | 541,230 | 212,563 | ||||||
| Monolithic Power Systems Inc | 3,477 | 3,973 | ||||||
| Motorola Solutions Inc | 12,184 | 5,876 | ||||||
| NetApp Inc | 14,415 | 1,428 | ||||||
| NVIDIA Corp | 1,769,580 | 313,552 | ||||||
| NXP Semiconductors NV | 18,429 | 4,184 | ||||||
| ON Semiconductor Corp * | 29,159 | 1,938 | ||||||
| Oracle Corp | 122,437 | 17,802 | ||||||
| Palantir Technologies Inc, Cl A * | 166,300 | 22,815 | ||||||
| Palo Alto Networks Inc * | 57,914 | 8,625 | ||||||
| PTC Inc * | 8,646 | 1,354 | ||||||
| Qnity Electronics Inc | 15,146 | 1,920 | ||||||
| QUALCOMM Inc | 77,922 | 11,093 | ||||||
| Roper Technologies Inc | 7,888 | 2,759 | ||||||
| Salesforce Inc | 69,331 | 13,505 | ||||||
| SanDisk Corp/DE * | 10,100 | 6,417 | ||||||
| Seagate Technology Holdings PLC | 15,520 | 6,330 | ||||||
| ServiceNow Inc * | 75,500 | 8,155 | ||||||
| Skyworks Solutions Inc | 10,657 | 635 | ||||||
| Super Micro Computer Inc * | 36,200 | 1,173 | ||||||
| Synopsys Inc * | 13,522 | 5,598 | ||||||
| TE Connectivity PLC | 21,403 | 4,926 | ||||||
| SEI Institutional Investments Trust | 27 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Teledyne Technologies Inc * | 3,423 | $ | 2,331 | |||||
| Teradyne Inc | 11,397 | 3,647 | ||||||
| Texas Instruments Inc | 66,162 | 14,034 | ||||||
| Trimble Inc * | 17,417 | 1,165 | ||||||
| Tyler Technologies Inc * | 3,145 | 1,115 | ||||||
| VeriSign Inc | 6,104 | 1,391 | ||||||
| Western Digital Corp | 24,968 | 6,984 | ||||||
| Workday Inc, Cl A * | 15,800 | 2,113 | ||||||
| Zebra Technologies Corp, Cl A * | 3,706 | 830 | ||||||
| 1,386,698 | ||||||||
| Materials — 2.1% | ||||||||
| Air Products and Chemicals Inc | 16,259 | 4,482 | ||||||
| Albemarle Corp | 8,596 | 1,536 | ||||||
| Amcor PLC | 33,422 | 1,619 | ||||||
| Avery Dennison Corp | 5,663 | 1,112 | ||||||
| Ball Corp | 19,361 | 1,300 | ||||||
| CF Industries Holdings Inc | 11,267 | 1,121 | ||||||
| Corteva Inc | 49,037 | 3,929 | ||||||
| CRH PLC | 49,000 | 5,879 | ||||||
| Dow Inc | 51,399 | 1,579 | ||||||
| DuPont de Nemours Inc | 30,292 | 1,516 | ||||||
| Ecolab Inc | 18,524 | 5,712 | ||||||
| Freeport-McMoRan Inc, Cl B | 104,459 | 7,111 | ||||||
| International Flavors & Fragrances Inc | 18,677 | 1,536 | ||||||
| International Paper Co | 38,275 | 1,667 | ||||||
| Linde PLC | 33,972 | 17,260 | ||||||
| LyondellBasell Industries NV, Cl A | 18,775 | 1,080 | ||||||
| Martin Marietta Materials Inc | 4,385 | 2,967 | ||||||
| Mosaic Co/The | 22,730 | 633 | ||||||
| Newmont Corp | 79,425 | 10,325 | ||||||
| Nucor Corp | 16,620 | 2,940 | ||||||
| Packaging Corp of America | 6,485 | 1,505 | ||||||
| PPG Industries Inc | 16,402 | 2,022 | ||||||
| Sherwin-Williams Co/The | 16,751 | 6,074 | ||||||
| Smurfit WestRock PLC | 38,091 | 1,791 | ||||||
| Steel Dynamics Inc | 10,119 | 1,954 | ||||||
| Vulcan Materials Co | 9,669 | 2,997 | ||||||
| 91,647 | ||||||||
| Real Estate — 2.0% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 11,154 | 603 | ||||||
| American Tower Corp, Cl A ‡ | 34,054 | 6,534 | ||||||
| AvalonBay Communities Inc ‡ | 10,296 | 1,825 | ||||||
| BXP Inc ‡ | 10,736 | 618 | ||||||
| Camden Property Trust ‡ | 7,823 | 848 | ||||||
| CBRE Group Inc, Cl A * | 21,396 | 3,159 | ||||||
| CoStar Group Inc * | 30,995 | 1,383 | ||||||
| Crown Castle Inc ‡ | 31,793 | 2,847 | ||||||
| Digital Realty Trust Inc ‡ | 23,399 | 4,146 | ||||||
| Equinix Inc ‡ | 7,157 | 6,973 | ||||||
| Equity Residential ‡ | 25,228 | 1,595 | ||||||
| Essex Property Trust Inc ‡ | 4,686 | 1,195 | ||||||
| Extra Space Storage Inc ‡ | 15,517 | 2,344 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Federal Realty Investment Trust ‡ | 5,747 | $ | 625 | |||||
| Healthpeak Properties Inc ‡ | 51,600 | 912 | ||||||
| Host Hotels & Resorts Inc ‡ | 46,608 | 913 | ||||||
| Invitation Homes Inc ‡ | 41,111 | 1,083 | ||||||
| Iron Mountain Inc ‡ | 21,598 | 2,340 | ||||||
| Kimco Realty Corp ‡ | 50,310 | 1,185 | ||||||
| Mid-America Apartment Communities Inc ‡ | 8,528 | 1,142 | ||||||
| Prologis Inc ‡ | 67,561 | 9,632 | ||||||
| Public Storage ‡ | 11,562 | 3,550 | ||||||
| Realty Income Corp ‡ | 66,899 | 4,482 | ||||||
| Regency Centers Corp ‡ | 11,852 | 936 | ||||||
| SBA Communications Corp, Cl A ‡ | 7,836 | 1,576 | ||||||
| Simon Property Group Inc ‡ | 23,870 | 4,866 | ||||||
| UDR Inc ‡ | 21,975 | 824 | ||||||
| Ventas Inc ‡ | 33,188 | 2,860 | ||||||
| VICI Properties Inc, Cl A ‡ | 77,968 | 2,355 | ||||||
| Welltower Inc ‡ | 49,904 | 10,336 | ||||||
| Weyerhaeuser Co ‡ | 52,598 | 1,290 | ||||||
| 84,977 | ||||||||
| Utilities — 2.4% | ||||||||
| AES Corp/The | 51,279 | 886 | ||||||
| Alliant Energy Corp | 18,767 | 1,358 | ||||||
| Ameren Corp | 19,654 | 2,226 | ||||||
| American Electric Power Co Inc | 39,107 | 5,233 | ||||||
| American Water Works Co Inc | 14,137 | 1,923 | ||||||
| Atmos Energy Corp | 11,653 | 2,177 | ||||||
| CenterPoint Energy Inc | 47,286 | 2,057 | ||||||
| CMS Energy Corp | 21,875 | 1,708 | ||||||
| Consolidated Edison Inc | 26,394 | 2,970 | ||||||
| Constellation Energy Corp | 22,735 | 7,500 | ||||||
| Dominion Energy Inc | 62,424 | 3,941 | ||||||
| DTE Energy Co | 15,200 | 2,253 | ||||||
| Duke Energy Corp | 56,525 | 7,396 | ||||||
| Edison International | 28,153 | 2,104 | ||||||
| Entergy Corp | 32,672 | 3,499 | ||||||
| Evergy Inc | 16,786 | 1,404 | ||||||
| Eversource Energy | 27,210 | 2,074 | ||||||
| Exelon Corp | 73,805 | 3,651 | ||||||
| FirstEnergy Corp | 37,950 | 1,942 | ||||||
| NextEra Energy Inc | 150,776 | 14,138 | ||||||
| NiSource Inc | 34,391 | 1,627 | ||||||
| NRG Energy Inc | 13,885 | 2,485 | ||||||
| PG&E Corp | 160,668 | 3,053 | ||||||
| Pinnacle West Capital Corp | 8,895 | 892 | ||||||
| PPL Corp | 54,020 | 2,106 | ||||||
| Public Service Enterprise Group Inc | 36,513 | 3,143 | ||||||
| Sempra | 47,693 | 4,591 | ||||||
| Southern Co/The | 80,453 | 7,835 | ||||||
| Vistra Corp | 23,300 | 4,052 | ||||||
| WEC Energy Group Inc | 23,575 | 2,757 | ||||||
| 28 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
S&P 500 Index Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 43,236 | $ | 3,604 | |||||
| 106,585 | ||||||||
| Total Common Stock | ||||||||
| (Cost $1,141,365) ($ Thousands) | 4,280,773 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 83,094,767 | $ | 83,095 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $83,095) ($ Thousands) | 83,095 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $1,224,460) ($ Thousands) | $ | 4,363,868 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Depreciation(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| S&P 500 Index E-Mini | 237 | Mar-2026 | $ | 82,454 | $ | 81,635 | $ | (819 | ) | ||||||||
Percentages are based on Net Assets of $4,373,510 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ‡ | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 67,040 | $ | 380,610 | $ | (364,555 | ) | $ | — | $ | — | $ | 83,095 | $ | 2,455 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 29 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 98.0% | ||||||||
| Australia — 0.8% | ||||||||
| Health Care — 0.0% | ||||||||
| Benitec Biopharma Inc * | 1,500 | $ | 16 | |||||
| Materials — 0.8% | ||||||||
| Anglogold Ashanti PLC | 77,700 | 9,928 | ||||||
| Total Australia | 9,944 | |||||||
| Austria — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Critical Metals Corp * | 6,500 | 66 | ||||||
| Bahamas — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| OneSpaWorld Holdings Ltd | 16,500 | 355 | ||||||
| Belgium — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Liberty Global Ltd, Cl A * | 24,100 | 307 | ||||||
| Liberty Global Ltd, Cl C * | 21,000 | 259 | ||||||
| 566 | ||||||||
| Materials — 0.0% | ||||||||
| Titan America SA | 3,600 | 65 | ||||||
| Total Belgium | 631 | |||||||
| Bermuda — 0.2% | ||||||||
| Energy — 0.0% | ||||||||
| Teekay Corp Ltd | 6,300 | 81 | ||||||
| Financials — 0.2% | ||||||||
| Bank of NT Butterfield & Son Ltd/The | 6,300 | 320 | ||||||
| Hamilton Insurance Group Ltd, Cl B * | 8,000 | 253 | ||||||
| RenaissanceRe Holdings Ltd | 7,106 | 2,149 | ||||||
| 2,722 | ||||||||
| Industrials — 0.0% | ||||||||
| Himalaya Shipping Ltd | 4,900 | 72 | ||||||
| Total Bermuda | 2,875 | |||||||
| Brazil — 0.8% | ||||||||
| Financials — 0.8% | ||||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 516,300 | 7,734 | ||||||
| Pagseguro Digital Ltd, Cl A | 24,300 | 258 | ||||||
| StoneCo Ltd, Cl A * | 36,200 | 608 | ||||||
| XP Inc, Cl A | 61,200 | 1,318 | ||||||
| 9,918 | ||||||||
| Information Technology — 0.0% | ||||||||
| VTEX, Cl A * | 8,600 | 29 | ||||||
| Total Brazil | 9,947 | |||||||
| Cameroon — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Golar LNG Ltd | 14,602 | 649 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Canada — 1.3% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Restaurant Brands International Inc | 49,600 | $ | 3,557 | |||||
| Consumer Staples — 0.0% | ||||||||
| SunOpta Inc * | 17,100 | 111 | ||||||
| Energy — 0.0% | ||||||||
| Encore Energy Corp * | 25,700 | 70 | ||||||
| Kolibri Global Energy Inc * | 4,700 | 18 | ||||||
| Teekay Tankers Ltd, Cl A | 3,300 | 258 | ||||||
| 346 | ||||||||
| Financials — 0.2% | ||||||||
| Brookfield Asset Management Ltd, Cl A | 58,200 | 2,721 | ||||||
| Kingsway Financial Services Inc * | 1,600 | 19 | ||||||
| 2,740 | ||||||||
| Health Care — 0.1% | ||||||||
| Aurinia Pharmaceuticals Inc * | 20,000 | 284 | ||||||
| Bright Minds Biosciences Inc * | 600 | 50 | ||||||
| Fennec Pharmaceuticals Inc * | 1,800 | 15 | ||||||
| Xenon Pharmaceuticals Inc * | 11,300 | 489 | ||||||
| 838 | ||||||||
| Industrials — 0.3% | ||||||||
| Brookfield Business Corp, Cl A | 4,600 | 158 | ||||||
| RB Global Inc | 28,433 | 2,871 | ||||||
| 3,029 | ||||||||
| Information Technology — 0.1% | ||||||||
| D-Wave Quantum Inc * | 50,600 | 950 | ||||||
| Hut 8 Corp * | 14,300 | 761 | ||||||
| 1,711 | ||||||||
| Materials — 0.1% | ||||||||
| Novagold Resources Inc * | 48,900 | 652 | ||||||
| SSR Mining Inc * | 29,800 | 959 | ||||||
| Vox Royalty Corp | 4,400 | 28 | ||||||
| 1,639 | ||||||||
| Real Estate — 0.0% | ||||||||
| Real Brokerage Inc/The * | 18,600 | 49 | ||||||
| Utilities — 0.2% | ||||||||
| Brookfield Infrastructure Corp, Cl A | 18,750 | 935 | ||||||
| Brookfield Renewable Corp | 20,716 | 885 | ||||||
| 1,820 | ||||||||
| Total Canada | 15,840 | |||||||
| Cayman Islands — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Bullish * | 5,700 | 179 | ||||||
| Patria Investments Ltd, Cl A | 10,800 | 142 | ||||||
| 30 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Webull Corp * | 45,000 | $ | 261 | |||||
| 582 | ||||||||
| Total Cayman Islands | 582 | |||||||
| China — 0.0% | ||||||||
| Information Technology — 0.0% | ||||||||
| Chaince Digital Holdings Inc * | 5,900 | 35 | ||||||
| indie Semiconductor Inc, Cl A * | 27,400 | 100 | ||||||
| 135 | ||||||||
| Total China | 135 | |||||||
| Finland — 0.1% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Amer Sports Inc * | 22,500 | 855 | ||||||
| Germany — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Birkenstock Holding PLC * | 7,600 | 317 | ||||||
| Materials — 0.0% | ||||||||
| Orion SA | 10,400 | 59 | ||||||
| Total Germany | 376 | |||||||
| Ghana — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Kosmos Energy Ltd * | 71,775 | 167 | ||||||
| Guatemala — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Millicom International Cellular SA | 15,500 | 1,130 | ||||||
| Guernsey — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Super Group SGHC Ltd | 25,800 | 276 | ||||||
| Ireland — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Ardmore Shipping Corp | 6,200 | 102 | ||||||
| Health Care — 0.0% | ||||||||
| Prothena Corp PLC * | 7,900 | 68 | ||||||
| Industrials — 0.0% | ||||||||
| Cimpress PLC * | 2,499 | 183 | ||||||
| Total Ireland | 353 | |||||||
| Isle of Man — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Lifezone Metals Ltd * | 6,000 | 28 | ||||||
| Israel — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Nexxen International Ltd * | 5,600 | 36 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 0.0% | ||||||||
| Nano-X Imaging Ltd, Cl X * | 11,200 | $ | 27 | |||||
| Total Israel | 63 | |||||||
| Italy — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Ermenegildo Zegna NV | 9,200 | 104 | ||||||
| Japan — 0.1% | ||||||||
| Information Technology — 0.1% | ||||||||
| Allegro MicroSystems Inc * | 18,600 | 678 | ||||||
| Kazakhstan — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Freedom Holding Corp/NV * | 2,800 | 336 | ||||||
| Mexico — 0.2% | ||||||||
| Energy — 0.0% | ||||||||
| Borr Drilling Ltd | 37,600 | 231 | ||||||
| Materials — 0.2% | ||||||||
| Southern Copper Corp | 12,910 | 2,818 | ||||||
| Total Mexico | 3,049 | |||||||
| Monaco — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Scorpio Tankers Inc | 6,813 | 539 | ||||||
| Industrials — 0.0% | ||||||||
| Costamare Bulkers Holdings Ltd * | 1,420 | 27 | ||||||
| Costamare Inc | 7,100 | 125 | ||||||
| Safe Bulkers Inc | 12,300 | 80 | ||||||
| 232 | ||||||||
| Total Monaco | 771 | |||||||
| Norway — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| FLEX LNG Ltd | 5,800 | 158 | ||||||
| Seadrill Ltd * | 9,400 | 412 | ||||||
| SFL Corp Ltd, Cl B | 18,576 | 205 | ||||||
| 775 | ||||||||
| Industrials — 0.0% | ||||||||
| T1 Energy Inc * | 25,000 | 154 | ||||||
| Total Norway | 929 | |||||||
| Panama — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Banco Latinoamericano de Comercio | ||||||||
| Exterior SA, Cl E | 3,812 | 191 | ||||||
| Puerto Rico — 0.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Liberty Latin America Ltd, Cl A * | 5,700 | 45 | ||||||
| Liberty Latin America Ltd, Cl C * | 19,562 | 155 | ||||||
| SEI Institutional Investments Trust | 31 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| $ | 200 | |||||||
| Financials — 0.2% | ||||||||
| EVERTEC Inc | 10,200 | 289 | ||||||
| First BanCorp/Puerto Rico | 24,116 | 509 | ||||||
| OFG Bancorp | 7,625 | 306 | ||||||
| Popular Inc | 9,956 | 1,348 | ||||||
| 2,452 | ||||||||
| Total Puerto Rico | 2,652 | |||||||
| Singapore — 0.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| Grindr Inc * | 4,700 | 53 | ||||||
| Health Care — 0.0% | ||||||||
| Scilex Holding Co * | 344 | 3 | ||||||
| Information Technology — 0.1% | ||||||||
| Kulicke & Soffa Industries Inc | 8,000 | 558 | ||||||
| Total Singapore | 614 | |||||||
| South Africa — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Caledonia Mining Corp PLC | 2,500 | 79 | ||||||
| South Korea — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Webtoon Entertainment Inc * | 3,800 | 43 | ||||||
| Consumer Discretionary — 0.3% | ||||||||
| Coupang Inc, Cl A * | 201,200 | 3,839 | ||||||
| Total South Korea | 3,882 | |||||||
| Switzerland — 0.2% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Garrett Motion Inc | 25,900 | 527 | ||||||
| On Holding AG, Cl A * | 34,700 | 1,613 | ||||||
| 2,140 | ||||||||
| Health Care — 0.0% | ||||||||
| ADC Therapeutics SA * | 8,000 | 33 | ||||||
| CRISPR Therapeutics AG * | 13,900 | 836 | ||||||
| 869 | ||||||||
| Industrials — 0.0% | ||||||||
| Aebi Schmidt Holding AG | 5,617 | 81 | ||||||
| Total Switzerland | 3,090 | |||||||
| Thailand — 0.3% | ||||||||
| Energy — 0.0% | ||||||||
| BKV Corp * | 3,500 | 109 | ||||||
| Information Technology — 0.3% | ||||||||
| Fabrinet * | 5,575 | 3,042 | ||||||
| Total Thailand | 3,151 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| United Kingdom — 0.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Genius Sports Ltd * | 33,000 | $ | 205 | |||||
| Energy — 0.3% | ||||||||
| TechnipFMC PLC | 62,400 | 4,138 | ||||||
| Financials — 0.1% | ||||||||
| Fidelis Insurance Holdings Ltd | 8,900 | 170 | ||||||
| Marex Group PLC | 8,200 | 356 | ||||||
| 526 | ||||||||
| Industrials — 0.0% | ||||||||
| Luxfer Holdings PLC | 2,400 | 31 | ||||||
| Total United Kingdom | 4,900 | |||||||
| United States — 92.5% | ||||||||
| Communication Services — 4.1% | ||||||||
| Advantage Solutions Inc * | 18,900 | 10 | ||||||
| AMC Entertainment Holdings Inc, Cl A * | 59,593 | 69 | ||||||
| AMC Networks Inc, Cl A * | 6,660 | 54 | ||||||
| Angi Inc, Cl A * | 6,341 | 49 | ||||||
| Anterix Inc * | 1,400 | 52 | ||||||
| Arena Group Holdings Inc/The * | 2,200 | 6 | ||||||
| AST SpaceMobile Inc, Cl A * | 33,900 | 2,685 | ||||||
| Atlanta Braves Holdings Inc, Cl A * | 1,803 | 87 | ||||||
| Atlanta Braves Holdings Inc, Cl C * | 6,305 | 276 | ||||||
| ATN International Inc | 2,267 | 65 | ||||||
| Bandwidth Inc, Cl A * | 5,000 | 74 | ||||||
| Boston Omaha Corp, Cl A * | 4,300 | 53 | ||||||
| Bumble Inc, Cl A * | 7,100 | 22 | ||||||
| Cable One Inc | 900 | 86 | ||||||
| Cargurus Inc, Cl A * | 12,300 | 378 | ||||||
| Cars.com Inc * | 10,800 | 92 | ||||||
| Cinemark Holdings Inc | 15,740 | 444 | ||||||
| Cogent Communications Holdings Inc | 7,004 | 131 | ||||||
| CuriosityStream Inc | 4,100 | 14 | ||||||
| DoubleVerify Holdings Inc * | 18,900 | 199 | ||||||
| EchoStar Corp, Cl A * | 20,688 | 2,390 | ||||||
| Entravision Communications Corp, Cl A | 14,200 | 44 | ||||||
| Eventbrite Inc, Cl A * | 16,900 | 75 | ||||||
| EverQuote Inc, Cl A * | 4,400 | 70 | ||||||
| EW Scripps Co/The, Cl A * | 13,896 | 58 | ||||||
| fuboTV Inc, Cl A * | 48,500 | 57 | ||||||
| GCI Liberty Inc, Cl A * | 455 | 18 | ||||||
| GCI Liberty Inc, Cl C * | 4,956 | 195 | ||||||
| Getty Images Holdings Inc * | 16,500 | 13 | ||||||
| Globalstar Inc * | 8,127 | 506 | ||||||
| Gogo Inc * | 9,800 | 41 | ||||||
| Gray Media Inc | 13,900 | 72 | ||||||
| IAC Inc * | 10,076 | 386 | ||||||
| Ibotta Inc, Cl A * | 2,600 | 65 | ||||||
| IDT Corp, Cl B | 2,500 | 127 | ||||||
| iHeartMedia Inc, Cl A * | 24,700 | 81 | ||||||
| 32 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| IMAX Corp * | 7,000 | $ | 300 | |||||
| Iridium Communications Inc | 14,346 | 344 | ||||||
| John Wiley & Sons Inc, Cl A | 6,672 | 207 | ||||||
| Liberty Broadband Corp, Cl A * | 2,283 | 125 | ||||||
| Liberty Broadband Corp, Cl C * | 17,314 | 945 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A * | 3,208 | 271 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 32,142 | 2,944 | ||||||
| LIONSGATE STUDIOS CORP * | 34,433 | 310 | ||||||
| Lumen Technologies Inc * | 144,300 | 1,026 | ||||||
| Madison Square Garden Entertainment | ||||||||
| Corp, Cl A * | 5,811 | 367 | ||||||
| Madison Square Garden Sports Corp, Cl A * | 2,379 | 789 | ||||||
| Magnite Inc * | 20,638 | 281 | ||||||
| Marcus Corp/The | 2,561 | 43 | ||||||
| MediaAlpha Inc, Cl A * | 4,537 | 45 | ||||||
| National CineMedia Inc | 11,700 | 42 | ||||||
| New York Times Co/The, Cl A | 24,782 | 1,977 | ||||||
| Newsmax Inc, Cl B * | 9,900 | 59 | ||||||
| Nexstar Media Group Inc, Cl A | 4,544 | 1,141 | ||||||
| Nextdoor Holdings Inc * | 29,000 | 51 | ||||||
| NIQ Global Intelligence Plc * | 6,900 | 92 | ||||||
| Optimum Communications Inc, Cl A * | 39,000 | 56 | ||||||
| Pinterest Inc, Cl A * | 90,611 | 1,552 | ||||||
| Playstudios Inc * | 21,200 | 11 | ||||||
| Playtika Holding Corp | 11,625 | 36 | ||||||
| PubMatic Inc, Cl A * | 7,100 | 57 | ||||||
| QuinStreet Inc * | 7,186 | 84 | ||||||
| Reddit Inc, Cl A * | 19,100 | 2,785 | ||||||
| Reservoir Media Inc * | 4,100 | 37 | ||||||
| ROBLOX Corp, Cl A * | 95,700 | 6,571 | ||||||
| Roku Inc, Cl A * | 20,148 | 1,983 | ||||||
| Rumble Inc * | 11,700 | 63 | ||||||
| Scholastic Corp | 3,167 | 110 | ||||||
| Shenandoah Telecommunications Co | 5,704 | 78 | ||||||
| Shutterstock Inc | 2,997 | 50 | ||||||
| Sinclair Inc | 4,811 | 79 | ||||||
| Sirius XM Holdings Inc | 28,654 | 629 | ||||||
| Sphere Entertainment Co * | 4,311 | 513 | ||||||
| Spok Holdings Inc | 1,500 | 18 | ||||||
| Spotify Technology SA * | 23,763 | 12,237 | ||||||
| Stagwell Inc, Cl A * | 15,200 | 73 | ||||||
| STARZ ENTERTAINMENT CORP * | 2,614 | 29 | ||||||
| Teads Holding Co * | 5,800 | 5 | ||||||
| TechTarget Inc * | 4,200 | 15 | ||||||
| TEGNA Inc | 26,000 | 545 | ||||||
| Telephone and Data Systems Inc | 15,655 | 701 | ||||||
| Thryv Holdings Inc * | 6,500 | 15 | ||||||
| TripAdvisor Inc * | 17,100 | 173 | ||||||
| Trump Media & Technology Group Corp * | 24,500 | 262 | ||||||
| Uniti Group Inc * | 25,602 | 187 | ||||||
| USA TODAY Co Inc * | 28,187 | 168 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Versant Media Group Inc * | 22,400 | $ | 746 | |||||
| Vivid Seats Inc, Cl A * | 280 | 2 | ||||||
| Yelp Inc, Cl A * | 8,198 | 183 | ||||||
| Ziff Davis Inc * | 7,357 | 199 | ||||||
| ZipRecruiter Inc, Cl A * | 15,100 | 27 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 42,400 | 263 | ||||||
| 50,945 | ||||||||
| Consumer Discretionary — 9.1% | ||||||||
| 1-800-Flowers.com Inc, Cl A * | 5,400 | 19 | ||||||
| Abercrombie & Fitch Co, Cl A * | 7,000 | 685 | ||||||
| Academy Sports & Outdoors Inc | 10,100 | 607 | ||||||
| Accel Entertainment Inc, Cl A * | 9,500 | 108 | ||||||
| Acushnet Holdings Corp | 4,200 | 430 | ||||||
| Adient PLC * | 13,900 | 338 | ||||||
| ADT Inc | 83,061 | 666 | ||||||
| Advance Auto Parts Inc | 9,400 | 500 | ||||||
| American Eagle Outfitters Inc | 24,222 | 595 | ||||||
| American Public Education Inc * | 2,600 | 119 | ||||||
| America's Car-Mart Inc/TX * | 1,250 | 25 | ||||||
| Aramark | 41,100 | 1,720 | ||||||
| Arhaus Inc, Cl A * | 8,400 | 69 | ||||||
| Arko Corp | 14,200 | 91 | ||||||
| Asbury Automotive Group Inc * | 3,098 | 662 | ||||||
| AutoNation Inc * | 4,000 | 781 | ||||||
| Bally's Corp * | 800 | 11 | ||||||
| BARK Inc * | 26,200 | 20 | ||||||
| Barnes & Noble Education Inc * | 1,100 | 10 | ||||||
| Bath & Body Works Inc | 32,100 | 731 | ||||||
| Beazer Homes USA Inc * | 3,461 | 89 | ||||||
| Bed Bath & Beyond Inc * | 8,900 | 47 | ||||||
| Biglari Holdings Inc, Cl B * | 182 | 71 | ||||||
| BJ's Restaurants Inc * | 3,142 | 119 | ||||||
| Black Rock Coffee Bar Inc, Cl A * | 3,600 | 48 | ||||||
| Bloomin' Brands Inc | 12,950 | 79 | ||||||
| Boot Barn Holdings Inc * | 4,900 | 927 | ||||||
| BorgWarner Inc | 32,800 | 1,888 | ||||||
| Boyd Gaming Corp | 8,145 | 678 | ||||||
| Bright Horizons Family Solutions Inc * | 8,535 | 636 | ||||||
| Brightstar Lottery PLC | 17,100 | 232 | ||||||
| Brinker International Inc * | 6,982 | 1,035 | ||||||
| Brunswick Corp/DE | 10,283 | 819 | ||||||
| Buckle Inc/The | 5,051 | 271 | ||||||
| Build-A-Bear Workshop Inc, Cl A | 2,200 | 107 | ||||||
| Burlington Stores Inc * | 9,600 | 2,946 | ||||||
| Caesars Entertainment Inc * | 31,000 | 777 | ||||||
| Caleres Inc | 5,576 | 66 | ||||||
| Callaway Golf Co * | 21,206 | 298 | ||||||
| Camping World Holdings Inc, Cl A | 9,500 | 79 | ||||||
| Capri Holdings Ltd * | 18,600 | 382 | ||||||
| CarMax Inc * | 22,600 | 976 | ||||||
| Carriage Services Inc, Cl A | 1,606 | 74 | ||||||
| Carter's Inc | 5,770 | 194 | ||||||
| Cava Group Inc * | 15,200 | 1,254 | ||||||
| SEI Institutional Investments Trust | 33 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Cavco Industries Inc * | 1,251 | $ | 722 | |||||
| Century Communities Inc | 4,400 | 296 | ||||||
| Champion Homes Inc * | 8,600 | 804 | ||||||
| Cheesecake Factory Inc/The | 6,823 | 442 | ||||||
| Chewy Inc, Cl A * | 33,900 | 930 | ||||||
| Choice Hotels International Inc | 3,877 | 408 | ||||||
| Churchill Downs Inc | 10,062 | 925 | ||||||
| Clarus Corp | 6,221 | 20 | ||||||
| Columbia Sportswear Co | 3,944 | 244 | ||||||
| Cooper-Standard Holdings Inc * | 2,000 | 77 | ||||||
| Coursera Inc * | 19,900 | 128 | ||||||
| Covista Inc * | 5,381 | 527 | ||||||
| Cracker Barrel Old Country Store Inc | 3,244 | 106 | ||||||
| Cricut Inc, Cl A | 5,900 | 25 | ||||||
| Crocs Inc * | 8,203 | 744 | ||||||
| Dana Inc | 17,798 | 609 | ||||||
| Dauch Corporation * | 34,898 | 230 | ||||||
| Dave & Buster's Entertainment Inc * | 3,800 | 56 | ||||||
| Designer Brands Inc, Cl A | 6,492 | 46 | ||||||
| Dick's Sporting Goods Inc | 9,735 | 1,982 | ||||||
| Dillard's Inc, Cl A | 462 | 279 | ||||||
| Dine Brands Global Inc | 2,572 | 80 | ||||||
| Dorman Products Inc * | 4,140 | 488 | ||||||
| DraftKings Inc, Cl A * | 74,982 | 1,788 | ||||||
| Dream Finders Homes Inc, Cl A * | 4,700 | 85 | ||||||
| Driven Brands Holdings Inc * | 10,500 | 116 | ||||||
| Duolingo Inc, Cl A * | 6,040 | 610 | ||||||
| Dutch Bros Inc, Cl A * | 18,700 | 1,003 | ||||||
| El Pollo Loco Holdings Inc * | 3,900 | 43 | ||||||
| Ethan Allen Interiors Inc | 4,276 | 97 | ||||||
| Etsy Inc * | 15,700 | 862 | ||||||
| European Wax Center Inc, Cl A * | 8,000 | 46 | ||||||
| EVgo Inc, Cl A * | 17,700 | 49 | ||||||
| Faraday Future Intelligent Electric Inc * | 11,100 | 5 | ||||||
| Figs Inc, Cl A * | 16,300 | 252 | ||||||
| First Watch Restaurant Group Inc * | 9,900 | 123 | ||||||
| Five Below Inc * | 8,505 | 1,901 | ||||||
| Flexsteel Industries Inc | 300 | 15 | ||||||
| Floor & Decor Holdings Inc, Cl A * | 16,000 | 1,105 | ||||||
| Flutter Entertainment PLC * | 24,320 | 2,581 | ||||||
| Fox Factory Holding Corp * | 5,700 | 96 | ||||||
| Frontdoor Inc * | 10,750 | 737 | ||||||
| Funko Inc, Cl A * | 6,000 | 30 | ||||||
| GameStop Corp, Cl A * | 64,900 | 1,560 | ||||||
| Gap Inc/The | 34,700 | 973 | ||||||
| Genesco Inc * | 2,169 | 59 | ||||||
| Gentex Corp | 34,390 | 805 | ||||||
| Gentherm Inc * | 4,248 | 139 | ||||||
| GigaCloud Technology Inc, Cl A * | 3,900 | 173 | ||||||
| G-III Apparel Group Ltd | 5,906 | 181 | ||||||
| Global Business Travel Group I * | 17,100 | 94 | ||||||
| Gold.com Inc | 2,500 | 144 | ||||||
| Golden Entertainment Inc | 4,131 | 119 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Goodyear Tire & Rubber Co/The * | 45,268 | $ | 373 | |||||
| Graham Holdings Co, Cl B | 500 | 527 | ||||||
| Grand Canyon Education Inc * | 4,215 | 671 | ||||||
| Green Brick Partners Inc * | 5,100 | 376 | ||||||
| Group 1 Automotive Inc | 1,835 | 598 | ||||||
| Groupon Inc, Cl A * | 3,800 | 48 | ||||||
| H&R Block Inc | 19,600 | 600 | ||||||
| Hamilton Beach Brands Holding Co, Cl A | 500 | 10 | ||||||
| Harley-Davidson Inc | 15,300 | 275 | ||||||
| Haverty Furniture Cos Inc | 1,563 | 37 | ||||||
| Helen of Troy Ltd * | 3,348 | 59 | ||||||
| Hilton Grand Vacations Inc * | 9,870 | 444 | ||||||
| Holley Inc * | 13,400 | 55 | ||||||
| Hovnanian Enterprises Inc, Cl A * | 600 | 75 | ||||||
| Hyatt Hotels Corp, Cl A | 6,427 | 1,038 | ||||||
| Inspired Entertainment Inc * | 2,000 | 16 | ||||||
| Installed Building Products Inc | 3,500 | 1,147 | ||||||
| Jack in the Box Inc | 2,221 | 38 | ||||||
| JAKKS Pacific Inc | 500 | 11 | ||||||
| Johnson Outdoors Inc, Cl A | 1,400 | 68 | ||||||
| KB Home | 10,185 | 648 | ||||||
| KinderCare Learning Cos Inc * | 5,400 | 19 | ||||||
| Kohl's Corp | 16,400 | 268 | ||||||
| Kontoor Brands Inc | 8,100 | 528 | ||||||
| Krispy Kreme Inc | 14,400 | 54 | ||||||
| Kura Sushi USA Inc, Cl A * | 800 | 56 | ||||||
| Lands' End Inc * | 2,862 | 46 | ||||||
| Latham Group Inc * | 7,300 | 49 | ||||||
| Laureate Education Inc, Cl A * | 19,200 | 621 | ||||||
| La-Z-Boy Inc | 6,326 | 226 | ||||||
| LCI Industries | 3,749 | 499 | ||||||
| Lear Corp | 7,871 | 1,033 | ||||||
| Legacy Housing Corp * | 1,400 | 31 | ||||||
| Leggett & Platt Inc | 21,000 | 245 | ||||||
| LGI Homes Inc * | 3,200 | 166 | ||||||
| Liberty Live Holdings Inc, Cl A * | 3,209 | 311 | ||||||
| Liberty Live Holdings Inc, Cl C * | 6,899 | 688 | ||||||
| Life Time Group Holdings Inc * | 24,200 | 653 | ||||||
| Lincoln Educational Services Corp * | 4,300 | 156 | ||||||
| Lindblad Expeditions Holdings Inc * | 6,900 | 136 | ||||||
| Lithia Motors Inc, Cl A | 3,633 | 1,016 | ||||||
| Livewire Group Inc * | 4,900 | 8 | ||||||
| LKQ Corp | 40,800 | 1,351 | ||||||
| Lovesac Co/The * | 2,900 | 37 | ||||||
| Lucid Group Inc, Cl A * | 18,160 | 182 | ||||||
| M/I Homes Inc * | 3,794 | 539 | ||||||
| Macy's Inc | 42,400 | 839 | ||||||
| Malibu Boats Inc, Cl A * | 2,100 | 61 | ||||||
| Marine Products Corp | 1,800 | 14 | ||||||
| MarineMax Inc * | 3,561 | 109 | ||||||
| Marriott Vacations Worldwide Corp | 4,172 | 271 | ||||||
| MasterCraft Boat Holdings Inc * | 2,100 | 46 | ||||||
| Mattel Inc * | 47,100 | 798 | ||||||
| 34 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Matthews International Corp, Cl A | 3,213 | $ | 85 | |||||
| McGraw Hill Inc * | 4,100 | 57 | ||||||
| Meritage Homes Corp | 10,322 | 779 | ||||||
| Mister Car Wash Inc * | 16,500 | 117 | ||||||
| Mohawk Industries Inc * | 8,100 | 1,015 | ||||||
| Monarch Casino & Resort Inc | 2,200 | 211 | ||||||
| Monro Inc | 2,928 | 63 | ||||||
| Motorcar Parts of America Inc * | 1,400 | 14 | ||||||
| Movado Group Inc | 3,520 | 88 | ||||||
| Murphy USA Inc | 2,700 | 1,055 | ||||||
| Nathan's Famous Inc | 400 | 40 | ||||||
| National Vision Holdings Inc * | 11,700 | 316 | ||||||
| Navan Inc, Cl A * | 7,600 | 74 | ||||||
| Newell Brands Inc | 64,500 | 293 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 9,200 | 985 | ||||||
| OneWater Marine Inc, Cl A * | 2,200 | 25 | ||||||
| Outdoor Holding Co * | 17,700 | 38 | ||||||
| Oxford Industries Inc | 2,154 | 85 | ||||||
| Papa John's International Inc | 4,442 | 139 | ||||||
| Patrick Industries Inc | 4,687 | 580 | ||||||
| Peloton Interactive Inc, Cl A * | 65,035 | 261 | ||||||
| Penn Entertainment Inc * | 22,700 | 355 | ||||||
| Penske Automotive Group Inc | 2,688 | 423 | ||||||
| Perdoceo Education Corp | 10,954 | 365 | ||||||
| Petco Health & Wellness Co Inc, Cl A * | 13,500 | 34 | ||||||
| Phinia Inc | 5,900 | 429 | ||||||
| Phoenix Education Partners Inc | 400 | 12 | ||||||
| Planet Fitness Inc, Cl A * | 13,300 | 1,093 | ||||||
| Polaris Inc | 8,207 | 499 | ||||||
| Portillo's Inc, Cl A * | 10,200 | 54 | ||||||
| Pursuit Attractions and Hospitality Inc * | 2,271 | 79 | ||||||
| PVH Corp | 7,800 | 535 | ||||||
| QuantumScape Corp, Cl A * | 72,300 | 500 | ||||||
| RCI Hospitality Holdings Inc | 1,400 | 31 | ||||||
| RealReal Inc/The * | 14,500 | 178 | ||||||
| Red Rock Resorts Inc, Cl A | 7,000 | 424 | ||||||
| Revolve Group Inc, Cl A * | 5,300 | 133 | ||||||
| RH * | 2,411 | 400 | ||||||
| Rivian Automotive Inc, Cl A * | 121,300 | 1,860 | ||||||
| Rocky Brands Inc | 1,600 | 72 | ||||||
| Rush Street Interactive Inc * | 13,600 | 269 | ||||||
| Sabre Corp * | 55,600 | 66 | ||||||
| Sally Beauty Holdings Inc * | 16,791 | 270 | ||||||
| Savers Value Village Inc * | 6,200 | 58 | ||||||
| Serve Robotics Inc * | 8,100 | 81 | ||||||
| Service Corp International/US | 20,789 | 1,750 | ||||||
| Shake Shack Inc, Cl A * | 5,700 | 547 | ||||||
| SharkNinja Inc * | 13,100 | 1,610 | ||||||
| Shoe Carnival Inc | 1,852 | 37 | ||||||
| Signet Jewelers Ltd | 6,200 | 596 | ||||||
| Six Flags Entertainment Corp * | 14,793 | 252 | ||||||
| Sleep Number Corp * | 5,009 | 31 | ||||||
| Smith & Wesson Brands Inc | 6,283 | 75 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Solid Power Inc * | 19,600 | $ | 69 | |||||
| Somnigroup International Inc | 31,028 | 2,777 | ||||||
| Sonic Automotive Inc, Cl A | 2,364 | 148 | ||||||
| Sonos Inc * | 18,300 | 282 | ||||||
| Standard Motor Products Inc | 2,366 | 94 | ||||||
| Steven Madden Ltd | 11,751 | 424 | ||||||
| Stitch Fix Inc, Cl A * | 17,800 | 59 | ||||||
| Strategic Education Inc | 3,687 | 303 | ||||||
| Strattec Security Corp * | 400 | 35 | ||||||
| Stride Inc * | 6,488 | 547 | ||||||
| Sturm Ruger & Co Inc | 1,742 | 65 | ||||||
| Superior Group of Cos Inc | 2,100 | 21 | ||||||
| Sweetgreen Inc, Cl A * | 17,000 | 94 | ||||||
| Target Hospitality Corp * | 6,100 | 48 | ||||||
| Taylor Morrison Home Corp, Cl A * | 13,860 | 913 | ||||||
| Texas Roadhouse Inc, Cl A | 10,266 | 1,877 | ||||||
| Thor Industries Inc | 7,690 | 739 | ||||||
| ThredUp Inc, Cl A * | 14,000 | 68 | ||||||
| Toll Brothers Inc | 15,039 | 2,365 | ||||||
| TopBuild Corp * | 4,300 | 1,928 | ||||||
| Torrid Holdings Inc * | 2,700 | 3 | ||||||
| Traeger Inc * | 4,800 | 4 | ||||||
| Travel + Leisure Co | 9,100 | 671 | ||||||
| Tri Pointe Homes Inc * | 13,373 | 619 | ||||||
| Udemy Inc * | 17,700 | 89 | ||||||
| Under Armour Inc, Cl A * | 26,900 | 200 | ||||||
| Under Armour Inc, Cl C * | 24,900 | 180 | ||||||
| United Parks & Resorts Inc * | 4,100 | 143 | ||||||
| Universal Technical Institute Inc * | 7,300 | 264 | ||||||
| Upbound Group Inc, Cl A | 7,540 | 162 | ||||||
| Urban Outfitters Inc * | 9,000 | 596 | ||||||
| Vail Resorts Inc | 5,412 | 735 | ||||||
| Valvoline Inc * | 19,236 | 727 | ||||||
| VF Corp | 53,400 | 1,037 | ||||||
| Victoria's Secret & Co * | 10,500 | 658 | ||||||
| Viking Holdings Ltd * | 26,900 | 2,099 | ||||||
| Visteon Corp | 4,365 | 418 | ||||||
| Warby Parker Inc, Cl A * | 14,600 | 365 | ||||||
| Wayfair Inc, Cl A * | 15,000 | 1,145 | ||||||
| Wendy's Co/The | 23,875 | 183 | ||||||
| Weyco Group Inc | 1,200 | 38 | ||||||
| Whirlpool Corp | 8,100 | 554 | ||||||
| Wingstop Inc | 4,420 | 1,147 | ||||||
| Winmark Corp | 391 | 178 | ||||||
| Winnebago Industries Inc | 4,435 | 177 | ||||||
| Wolverine World Wide Inc | 11,896 | 210 | ||||||
| Wyndham Hotels & Resorts Inc | 10,800 | 883 | ||||||
| XPEL Inc * | 4,400 | 188 | ||||||
| Xponential Fitness Inc, Cl A * | 5,600 | 24 | ||||||
| YETI Holdings Inc * | 13,300 | 581 | ||||||
| Zumiez Inc * | 3,403 | 89 | ||||||
| 113,069 | ||||||||
| SEI Institutional Investments Trust | 35 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 2.8% | ||||||||
| Albertsons Cos Inc, Cl A | 60,400 | $ | 1,081 | |||||
| Alico Inc | 1,400 | 58 | ||||||
| Andersons Inc/The | 5,199 | 339 | ||||||
| Atrium Therapeutics Inc * | 1,820 | 27 | ||||||
| B&G Foods Inc, Cl A | 14,611 | 78 | ||||||
| Beauty Health Co/The * | 17,700 | 18 | ||||||
| BellRing Brands Inc * | 19,402 | 357 | ||||||
| Beyond Meat Inc * | 81,900 | 77 | ||||||
| BJ's Wholesale Club Holdings Inc * | 20,500 | 2,025 | ||||||
| Boston Beer Co Inc/The, Cl A * | 1,083 | 246 | ||||||
| BRC Inc, Cl A * | 5,800 | 4 | ||||||
| Calavo Growers Inc | 1,426 | 38 | ||||||
| Cal-Maine Foods Inc | 6,628 | 577 | ||||||
| Casey's General Stores Inc | 5,659 | 3,880 | ||||||
| Celsius Holdings Inc * | 24,800 | 1,330 | ||||||
| Central Garden & Pet Co * | 600 | 23 | ||||||
| Central Garden & Pet Co, Cl A * | 7,161 | 247 | ||||||
| Chefs' Warehouse Inc/The * | 5,721 | 408 | ||||||
| Coca-Cola Consolidated Inc | 8,990 | 1,820 | ||||||
| Coty Inc, Cl A * | 50,600 | 127 | ||||||
| Darling Ingredients Inc * | 24,057 | 1,279 | ||||||
| Dole PLC | 10,800 | 173 | ||||||
| Edgewell Personal Care Co | 7,145 | 162 | ||||||
| elf Beauty Inc * | 8,300 | 764 | ||||||
| Energizer Holdings Inc | 10,945 | 236 | ||||||
| Flowers Foods Inc | 28,408 | 281 | ||||||
| Fresh Del Monte Produce Inc | 5,581 | 240 | ||||||
| Freshpet Inc * | 7,200 | 608 | ||||||
| Grocery Outlet Holding Corp * | 15,500 | 153 | ||||||
| Hain Celestial Group Inc/The * | 15,660 | 13 | ||||||
| Herbalife Ltd * | 14,344 | 280 | ||||||
| HF Foods Group Inc * | 9,900 | 21 | ||||||
| Honest Co Inc/The * | 9,700 | 27 | ||||||
| Ingles Markets Inc, Cl A | 2,645 | 225 | ||||||
| Ingredion Inc | 10,065 | 1,182 | ||||||
| Interparfums Inc | 2,706 | 273 | ||||||
| J & J Snack Foods Corp | 2,364 | 206 | ||||||
| John B Sanfilippo & Son Inc | 1,519 | 125 | ||||||
| Lifevantage Corp | 1,100 | 5 | ||||||
| Limoneira Co | 3,400 | 48 | ||||||
| Mama's Creations Inc * | 4,900 | 84 | ||||||
| Maplebear Inc * | 27,400 | 1,028 | ||||||
| Marzetti Company/The | 2,829 | 465 | ||||||
| Medifast Inc * | 1,764 | 19 | ||||||
| MGP Ingredients Inc | 1,800 | 34 | ||||||
| Mission Produce Inc * | 9,300 | 132 | ||||||
| National Beverage Corp * | 3,904 | 142 | ||||||
| Natural Grocers by Vitamin Cottage Inc | 1,485 | 40 | ||||||
| Nature's Sunshine Products Inc * | 2,937 | 81 | ||||||
| Niagen Bioscience Inc * | 7,400 | 37 | ||||||
| Nu Skin Enterprises Inc, Cl A | 8,205 | 70 | ||||||
| Oil-Dri Corp of America | 2,000 | 136 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Olaplex Holdings Inc * | 29,300 | $ | 47 | |||||
| Performance Food Group Co * | 23,427 | 2,274 | ||||||
| Pilgrim's Pride Corp | 6,007 | 259 | ||||||
| Post Holdings Inc * | 7,569 | 805 | ||||||
| PriceSmart Inc | 4,123 | 637 | ||||||
| Primo Brands Corp, Cl A | 41,500 | 941 | ||||||
| Reynolds Consumer Products Inc | 8,000 | 198 | ||||||
| Seaboard Corp | 40 | 205 | ||||||
| Seneca Foods Corp, Cl A * | 1,062 | 148 | ||||||
| Simply Good Foods Co/The * | 14,700 | 251 | ||||||
| Smithfield Foods Inc | 6,800 | 169 | ||||||
| Spectrum Brands Holdings Inc | 3,390 | 266 | ||||||
| Sprouts Farmers Market Inc * | 14,800 | 1,093 | ||||||
| Tootsie Roll Industries Inc | 2,600 | 110 | ||||||
| Turning Point Brands Inc | 2,900 | 397 | ||||||
| United Natural Foods Inc * | 9,598 | 367 | ||||||
| Universal Corp/VA | 4,045 | 217 | ||||||
| US Foods Holding Corp * | 34,600 | 3,343 | ||||||
| USANA Health Sciences Inc * | 1,532 | 33 | ||||||
| Utz Brands Inc | 10,700 | 99 | ||||||
| Village Super Market Inc, Cl A | 1,962 | 77 | ||||||
| Vita Coco Co Inc/The * | 7,800 | 453 | ||||||
| Vital Farms Inc * | 5,500 | 116 | ||||||
| Waldencast plc, Cl A * | 7,000 | 12 | ||||||
| WD-40 Co | 2,186 | 521 | ||||||
| Weis Markets Inc | 1,604 | 109 | ||||||
| Westrock Coffee Co * | 7,900 | 35 | ||||||
| Zevia PBC, Cl A * | 4,700 | 6 | ||||||
| 34,517 | ||||||||
| Energy — 4.0% | ||||||||
| Antero Midstream Corp | 51,000 | 1,146 | ||||||
| Antero Resources Corp * | 45,880 | 1,689 | ||||||
| Archrock Inc | 27,583 | 974 | ||||||
| Atlas Energy Solutions Inc, Cl A | 11,200 | 108 | ||||||
| Bristow Group Inc * | 3,897 | 186 | ||||||
| Cactus Inc, Cl A | 10,200 | 551 | ||||||
| California Resources Corp | 10,631 | 626 | ||||||
| Calumet Inc * | 10,300 | 278 | ||||||
| Centrus Energy Corp, Cl A * | 2,520 | 511 | ||||||
| Cheniere Energy Inc | 32,965 | 7,771 | ||||||
| Chord Energy Corp | 8,730 | 946 | ||||||
| Clean Energy Fuels Corp * | 29,988 | 68 | ||||||
| CNX Resources Corp * | 19,000 | 794 | ||||||
| Comstock Resources Inc * | 11,600 | 227 | ||||||
| Core Laboratories Inc | 8,100 | 142 | ||||||
| Core Natural Resources Inc | 7,788 | 639 | ||||||
| Crescent Energy Co, Cl A | 35,528 | 414 | ||||||
| CVR Energy Inc * | 4,597 | 111 | ||||||
| Delek US Holdings Inc | 7,990 | 304 | ||||||
| DHT Holdings Inc | 18,900 | 368 | ||||||
| Diversified Energy Co | 8,500 | 117 | ||||||
| DMC Global Inc * | 5,100 | 30 | ||||||
| Dorian LPG Ltd | 5,347 | 198 | ||||||
| 36 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| DT Midstream Inc | 15,700 | $ | 2,180 | |||||
| Empire Petroleum Corp * | 1,033 | 3 | ||||||
| Energy Fuels Inc/Canada * | 37,000 | 789 | ||||||
| Energy Services of America Corp | 1,400 | 22 | ||||||
| Excelerate Energy Inc, Cl A | 3,300 | 133 | ||||||
| Expro Group Holdings NV * | 15,357 | 274 | ||||||
| Flowco Holdings Inc, Cl A | 4,400 | 99 | ||||||
| Forum Energy Technologies Inc * | 800 | 46 | ||||||
| FutureFuel Corp | 3,876 | 17 | ||||||
| Gevo Inc * | 34,500 | 63 | ||||||
| Granite Ridge Resources Inc | 8,700 | 44 | ||||||
| Green Plains Inc * | 11,190 | 154 | ||||||
| Gulfport Energy Corp * | 2,600 | 542 | ||||||
| Helix Energy Solutions Group Inc * | 20,969 | 193 | ||||||
| Helmerich & Payne Inc | 14,800 | 521 | ||||||
| HF Sinclair Corp | 24,200 | 1,210 | ||||||
| HighPeak Energy Inc | 3,300 | 17 | ||||||
| Infinity Natural Resources Inc, Cl A * | 2,200 | 37 | ||||||
| Innovex International Inc * | 6,887 | 181 | ||||||
| International Seaways Inc | 5,728 | 433 | ||||||
| Kinetik Holdings Inc, Cl A | 7,100 | 323 | ||||||
| Kodiak Gas Services Inc | 12,600 | 688 | ||||||
| Liberty Energy Inc, Cl A | 23,700 | 666 | ||||||
| Lightbridge Corp * | 3,400 | 44 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 26,900 | 748 | ||||||
| Matador Resources Co | 17,800 | 915 | ||||||
| Murphy Oil Corp | 21,700 | 719 | ||||||
| Nabors Industries Ltd * | 1,991 | 156 | ||||||
| NACCO Industries Inc, Cl A | 900 | 52 | ||||||
| National Energy Services Reunited Corp * | 9,100 | 228 | ||||||
| Natural Gas Services Group Inc | 1,500 | 57 | ||||||
| Navigator Holdings Ltd | 4,900 | 103 | ||||||
| New Fortress Energy Inc, Cl A * | 23,200 | 25 | ||||||
| NextDecade Corp * | 19,000 | 102 | ||||||
| Noble Corp PLC | 18,590 | 845 | ||||||
| Nordic American Tankers Ltd | 34,377 | 197 | ||||||
| Northern Oil & Gas Inc | 14,200 | 392 | ||||||
| NOV Inc | 55,300 | 1,120 | ||||||
| Oceaneering International Inc * | 14,046 | 499 | ||||||
| Oil States International Inc * | 8,199 | 107 | ||||||
| Ovintiv Inc | 44,300 | 2,241 | ||||||
| Par Pacific Holdings Inc * | 7,686 | 328 | ||||||
| Patterson-UTI Energy Inc | 49,055 | 417 | ||||||
| PBF Energy Inc, Cl A | 13,977 | 498 | ||||||
| Peabody Energy Corp | 19,900 | 628 | ||||||
| Permian Resources Corp, Cl A | 107,685 | 1,970 | ||||||
| Prairie Operating Co * | 4,200 | 7 | ||||||
| PrimeEnergy Resources Corp * | 100 | 20 | ||||||
| ProFrac Holding Corp, Cl A * | 3,000 | 15 | ||||||
| ProPetro Holding Corp * | 13,100 | 159 | ||||||
| Range Resources Corp | 36,000 | 1,486 | ||||||
| Ranger Energy Services Inc, Cl A | 4,700 | 82 | ||||||
| REX American Resources Corp * | 3,600 | 128 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Riley Exploration Permian Inc | 1,700 | $ | 49 | |||||
| RPC Inc | 15,199 | 88 | ||||||
| Sable Offshore Corp * | 11,300 | 93 | ||||||
| SandRidge Energy Inc | 8,200 | 144 | ||||||
| SEACOR Marine Holdings Inc * | 7,300 | 56 | ||||||
| Select Water Solutions Inc, Cl A | 13,200 | 180 | ||||||
| SM Energy Co | 37,902 | 877 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 7,100 | 352 | ||||||
| Summit Midstream Corp * | 900 | 27 | ||||||
| Talos Energy Inc * | 19,400 | 238 | ||||||
| TETRA Technologies Inc * | 16,200 | 140 | ||||||
| Tidewater Inc * | 7,700 | 612 | ||||||
| Transocean Ltd * | 138,400 | 897 | ||||||
| Uranium Energy Corp * | 71,900 | 1,102 | ||||||
| VAALCO Energy Inc | 15,500 | 80 | ||||||
| Valaris Ltd * | 9,700 | 930 | ||||||
| Viper Energy Inc, Cl A | 26,299 | 1,224 | ||||||
| Vitesse Energy Inc | 5,143 | 99 | ||||||
| W&T Offshore Inc | 21,338 | 57 | ||||||
| Weatherford International PLC | 10,800 | 1,139 | ||||||
| World Kinect Corp | 7,541 | 188 | ||||||
| 49,693 | ||||||||
| Financials — 13.8% | ||||||||
| 1st Source Corp | 2,758 | 185 | ||||||
| Abacus Global Management Inc | 10,600 | 97 | ||||||
| Acadian Asset Management Inc | 4,163 | 224 | ||||||
| ACNB Corp | 1,900 | 96 | ||||||
| Adamas Trust Inc ‡ | 17,159 | 141 | ||||||
| Affiliated Managers Group Inc | 4,200 | 1,286 | ||||||
| Affirm Holdings Inc, Cl A * | 42,100 | 1,978 | ||||||
| AGNC Investment Corp ‡ | 163,621 | 1,834 | ||||||
| Alerus Financial Corp | 3,400 | 81 | ||||||
| Ally Financial Inc | 42,700 | 1,684 | ||||||
| Amalgamated Financial Corp | 3,000 | 115 | ||||||
| Amerant Bancorp Inc, Cl A | 5,100 | 109 | ||||||
| American Coastal Insurance Corp | 4,000 | 46 | ||||||
| American Financial Group Inc/OH | 10,453 | 1,390 | ||||||
| Ameris Bancorp | 10,262 | 797 | ||||||
| AMERISAFE Inc | 2,633 | 86 | ||||||
| Angel Oak Mortgage REIT Inc ‡ | 1,600 | 14 | ||||||
| Annaly Capital Management Inc ‡ | 103,239 | 2,399 | ||||||
| Apollo Commercial Real Estate Finance Inc ‡ | 23,419 | 248 | ||||||
| Arbor Realty Trust Inc ‡ | 28,600 | 227 | ||||||
| Ares Commercial Real Estate Corp ‡ | 9,600 | 48 | ||||||
| ARMOUR Residential REIT Inc ‡ | 19,084 | 343 | ||||||
| Arrow Financial Corp | 3,349 | 112 | ||||||
| Artisan Partners Asset Management Inc, Cl A | 9,300 | 375 | ||||||
| Associated Banc-Corp | 24,836 | 656 | ||||||
| Assured Guaranty Ltd | 6,487 | 559 | ||||||
| Atlantic Union Bankshares Corp | 21,599 | 800 | ||||||
| Atlanticus Holdings Corp * | 1,100 | 58 | ||||||
| Axis Capital Holdings Ltd | 11,468 | 1,212 | ||||||
| SEI Institutional Investments Trust | 37 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Axos Financial Inc * | 8,436 | $ | 732 | |||||
| Bakkt Inc, Cl A * | 1,900 | 18 | ||||||
| Baldwin Insurance Group Inc/The, Cl A * | 10,800 | 251 | ||||||
| Banc of California Inc | 19,113 | 353 | ||||||
| BancFirst Corp | 3,250 | 357 | ||||||
| Bancorp Inc/The * | 6,792 | 357 | ||||||
| Bank First Corp | 1,500 | 202 | ||||||
| Bank of Hawaii Corp | 6,024 | 456 | ||||||
| Bank of Marin Bancorp | 3,614 | 90 | ||||||
| Bank OZK | 16,070 | 748 | ||||||
| BankUnited Inc | 10,996 | 514 | ||||||
| Bankwell Financial Group Inc | 1,100 | 51 | ||||||
| Banner Corp | 4,751 | 280 | ||||||
| Bar Harbor Bankshares | 2,850 | 92 | ||||||
| BayCom Corp | 2,700 | 79 | ||||||
| BCB Bancorp Inc | 3,200 | 26 | ||||||
| Beacon Financial Corp | 12,378 | 368 | ||||||
| Better Home & Finance Holding Co * | 500 | 16 | ||||||
| BGC Group Inc, Cl A | 55,936 | 532 | ||||||
| Blackstone Mortgage Trust Inc, Cl A ‡ | 26,100 | 501 | ||||||
| Blue Foundry Bancorp * | 200 | 3 | ||||||
| Blue Owl Capital Inc, Cl A | 100,500 | 1,060 | ||||||
| Blue Ridge Bankshares Inc | 14,100 | 57 | ||||||
| BOK Financial Corp | 3,382 | 425 | ||||||
| Bowhead Specialty Holdings Inc * | 2,400 | 61 | ||||||
| Bread Financial Holdings Inc | 7,000 | 496 | ||||||
| Bridgewater Bancshares Inc * | 5,300 | 97 | ||||||
| Brighthouse Financial Inc * | 9,400 | 564 | ||||||
| BrightSpire Capital Inc, Cl A ‡ | 21,794 | 127 | ||||||
| Burford Capital Ltd | 32,100 | 271 | ||||||
| Burke & Herbert Financial Services Corp | 1,611 | 104 | ||||||
| Business First Bancshares Inc | 4,300 | 117 | ||||||
| Byline Bancorp Inc | 5,570 | 174 | ||||||
| California BanCorp | 5,500 | 101 | ||||||
| Camden National Corp | 3,058 | 141 | ||||||
| Cannae Holdings Inc | 9,262 | 113 | ||||||
| Cantaloupe Inc * | 7,000 | 73 | ||||||
| Capital Bancorp Inc | 1,900 | 56 | ||||||
| Capital City Bank Group Inc | 2,861 | 123 | ||||||
| Capitol Federal Financial Inc | 19,487 | 140 | ||||||
| Carlyle Group Inc/The | 39,500 | 2,054 | ||||||
| Carter Bankshares Inc * | 4,800 | 100 | ||||||
| Cass Information Systems Inc | 1,354 | 60 | ||||||
| Cathay General Bancorp | 10,615 | 528 | ||||||
| Central Pacific Financial Corp | 4,910 | 156 | ||||||
| Chicago Atlantic Real Estate Finance Inc ‡ | 900 | 11 | ||||||
| Chimera Investment Corp ‡ | 10,955 | 149 | ||||||
| ChoiceOne Financial Services Inc | 2,100 | 60 | ||||||
| Citizens & Northern Corp | 3,540 | 79 | ||||||
| Citizens Financial Services Inc | 707 | 42 | ||||||
| Citizens Inc/TX, Cl A * | 4,300 | 23 | ||||||
| City Holding Co | 2,385 | 286 | ||||||
| Civista Bancshares Inc | 3,400 | 81 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Claros Mortgage Trust Inc *‡ | 14,700 | $ | 35 | |||||
| CNA Financial Corp | 2,475 | 119 | ||||||
| CNB Financial Corp/PA | 4,248 | 119 | ||||||
| CNO Financial Group Inc | 14,825 | 620 | ||||||
| Coastal Financial Corp/WA * | 1,900 | 141 | ||||||
| Cohen & Steers Inc | 3,936 | 263 | ||||||
| Colony Bankcorp Inc | 3,700 | 73 | ||||||
| Columbia Banking System Inc | 46,785 | 1,331 | ||||||
| Columbia Financial Inc * | 3,600 | 64 | ||||||
| Commerce Bancshares Inc/MO | 20,611 | 1,051 | ||||||
| Community Financial System Inc | 8,251 | 500 | ||||||
| Community Trust Bancorp Inc | 2,993 | 180 | ||||||
| Community West Bancshares | 2,800 | 65 | ||||||
| Compass Diversified Holdings | 10,600 | 79 | ||||||
| ConnectOne Bancorp Inc | 5,968 | 158 | ||||||
| Corebridge Financial Inc | 40,600 | 1,049 | ||||||
| Crawford & Co, Cl A | 5,700 | 61 | ||||||
| Credit Acceptance Corp * | 712 | 337 | ||||||
| Cullen/Frost Bankers Inc | 9,405 | 1,300 | ||||||
| Customers Bancorp Inc * | 4,770 | 322 | ||||||
| CVB Financial Corp | 19,279 | 371 | ||||||
| Dave Inc * | 1,400 | 271 | ||||||
| Diamond Hill Investment Group Inc | 554 | 95 | ||||||
| DigitalBridge Group Inc | 25,598 | 395 | ||||||
| Dime Community Bancshares Inc | 6,229 | 201 | ||||||
| Donegal Group Inc, Cl A | 2,500 | 44 | ||||||
| Donnelley Financial Solutions Inc * | 4,332 | 216 | ||||||
| Dynex Capital Inc ‡ | 21,497 | 302 | ||||||
| Eagle Bancorp Inc | 4,406 | 112 | ||||||
| East West Bancorp Inc | 21,366 | 2,338 | ||||||
| Eastern Bankshares Inc | 34,971 | 684 | ||||||
| Ellington Financial Inc ‡ | 13,700 | 170 | ||||||
| Employers Holdings Inc | 4,274 | 177 | ||||||
| Enact Holdings Inc | 3,700 | 155 | ||||||
| Encore Capital Group Inc * | 3,875 | 265 | ||||||
| Enova International Inc * | 3,666 | 510 | ||||||
| Enterprise Financial Services Corp | 5,165 | 295 | ||||||
| Equitable Holdings Inc | 46,200 | 1,858 | ||||||
| Equity Bancshares Inc, Cl A | 2,900 | 130 | ||||||
| Esquire Financial Holdings Inc | 1,000 | 101 | ||||||
| Essent Group Ltd | 14,500 | 882 | ||||||
| Euronet Worldwide Inc * | 6,545 | 455 | ||||||
| Evercore Inc, Cl A | 5,556 | 1,716 | ||||||
| F&G Annuities & Life Inc | 4,285 | 97 | ||||||
| Farmers & Merchants Bancorp Inc/Archbold OH | 3,200 | 83 | ||||||
| Farmers National Banc Corp | 6,800 | 88 | ||||||
| FB Financial Corp | 6,846 | 374 | ||||||
| Federal Agricultural Mortgage Corp, Cl C | 1,288 | 203 | ||||||
| Fidelity D&D Bancorp Inc | 100 | 4 | ||||||
| Fidelity National Financial Inc | 39,866 | 2,108 | ||||||
| Figure Technology Solutions Inc, Cl A * | 5,100 | 129 | ||||||
| Finance Of America Cos Inc, Cl A * | 700 | 14 | ||||||
| 38 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financial Institutions Inc | 3,243 | $ | 102 | |||||
| First American Financial Corp | 15,572 | 1,092 | ||||||
| First Bancorp Inc/The | 2,952 | 82 | ||||||
| First Bancorp/Southern Pines NC | 5,545 | 315 | ||||||
| First Bank/Hamilton NJ | 3,700 | 59 | ||||||
| First Busey Corp | 12,898 | 327 | ||||||
| First Business Financial Services Inc | 1,800 | 98 | ||||||
| First Capital Inc | 300 | 15 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 1,382 | 2,623 | ||||||
| First Commonwealth Financial Corp | 17,501 | 307 | ||||||
| First Community Bankshares Inc | 2,342 | 92 | ||||||
| First Financial Bancorp | 13,333 | 374 | ||||||
| First Financial Bankshares Inc | 20,712 | 641 | ||||||
| First Financial Corp | 2,312 | 146 | ||||||
| First Foundation Inc * | 9,100 | 53 | ||||||
| First Hawaiian Inc | 20,000 | 495 | ||||||
| First Horizon Corp | 78,925 | 1,878 | ||||||
| First Internet Bancorp | 100 | 2 | ||||||
| First Interstate BancSystem Inc, Cl A | 12,916 | 447 | ||||||
| First Merchants Corp | 9,418 | 368 | ||||||
| First Mid Bancshares Inc | 3,572 | 146 | ||||||
| First Western Financial Inc * | 1,800 | 46 | ||||||
| FirstCash Holdings Inc | 6,020 | 1,161 | ||||||
| Firstsun Capital Bancorp * | 1,900 | 69 | ||||||
| Five Star Bancorp | 2,800 | 109 | ||||||
| Flagstar Bank NA | 45,305 | 575 | ||||||
| Flushing Financial Corp | 6,070 | 94 | ||||||
| Flywire Corp * | 18,900 | 233 | ||||||
| FNB Corp/PA | 56,189 | 955 | ||||||
| Forge Global Holdings Inc * | 2,097 | 94 | ||||||
| Franklin BSP Realty Trust Inc ‡ | 15,254 | 139 | ||||||
| FS Bancorp Inc | 1,400 | 55 | ||||||
| Fulton Financial Corp | 28,712 | 587 | ||||||
| FVCBankcorp Inc | 3,375 | 52 | ||||||
| GBank Financial Holdings Inc * | 1,300 | 39 | ||||||
| GCM Grosvenor Inc, Cl A | 10,100 | 117 | ||||||
| Genworth Financial Inc, Cl A * | 60,300 | 509 | ||||||
| German American Bancorp Inc | 6,466 | 267 | ||||||
| Glacier Bancorp Inc | 19,975 | 909 | ||||||
| Goosehead Insurance Inc, Cl A * | 3,700 | 201 | ||||||
| Great Southern Bancorp Inc | 1,099 | 68 | ||||||
| Green Dot Corp, Cl A * | 9,255 | 107 | ||||||
| Greene County Bancorp Inc | 1,020 | 23 | ||||||
| Greenlight Capital Re Ltd, Cl A * | 6,409 | 91 | ||||||
| HA Sustainable Infrastructure Capital Inc ‡ | 18,600 | 679 | ||||||
| Hamilton Lane Inc, Cl A | 6,500 | 682 | ||||||
| Hancock Whitney Corp | 12,414 | 817 | ||||||
| Hanmi Financial Corp | 5,578 | 146 | ||||||
| Hanover Insurance Group Inc/The | 5,317 | 960 | ||||||
| Hawthorn Bancshares Inc | 500 | 16 | ||||||
| HBT Financial Inc | 2,200 | 59 | ||||||
| HCI Group Inc | 1,715 | 303 | ||||||
| Heritage Commerce Corp | 11,300 | 140 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Heritage Financial Corp/WA | 4,171 | $ | 110 | |||||
| Heritage Insurance Holdings Inc * | 3,200 | 89 | ||||||
| Hilltop Holdings Inc | 6,000 | 225 | ||||||
| Hingham Institution For Savings The | 300 | 84 | ||||||
| Hippo Holdings Inc * | 3,484 | 100 | ||||||
| Home Bancorp Inc | 400 | 24 | ||||||
| Home BancShares Inc/AR | 28,132 | 772 | ||||||
| HomeTrust Bancshares Inc | 2,902 | 122 | ||||||
| Hope Bancorp Inc | 19,295 | 217 | ||||||
| Horace Mann Educators Corp | 6,714 | 292 | ||||||
| Horizon Bancorp Inc/IN | 9,025 | 152 | ||||||
| Houlihan Lokey Inc, Cl A | 8,500 | 1,392 | ||||||
| Independent Bank Corp | 7,648 | 597 | ||||||
| Independent Bank Corp/MI | 3,300 | 115 | ||||||
| International Bancshares Corp | 8,550 | 574 | ||||||
| International Money Express Inc * | 5,400 | 85 | ||||||
| Invesco Mortgage Capital Inc ‡ | 8,009 | 68 | ||||||
| Investors Title Co | 100 | 23 | ||||||
| Jackson Financial Inc, Cl A | 10,700 | 1,171 | ||||||
| James River Group Holdings Inc | 8,200 | 57 | ||||||
| Janus Henderson Group PLC | 18,600 | 969 | ||||||
| Jefferies Financial Group Inc | 22,800 | 1,012 | ||||||
| John Marshall Bancorp Inc | 2,700 | 52 | ||||||
| Kearny Financial Corp/MD | 10,929 | 84 | ||||||
| Kemper Corp | 9,073 | 293 | ||||||
| Kingstone Cos Inc | 1,400 | 23 | ||||||
| Kinsale Capital Group Inc | 3,400 | 1,325 | ||||||
| KKR Real Estate Finance Trust Inc ‡ | 5,600 | 39 | ||||||
| Ladder Capital Corp, Cl A ‡ | 15,962 | 166 | ||||||
| Lakeland Financial Corp | 4,157 | 241 | ||||||
| Lazard Inc, Cl A | 13,931 | 705 | ||||||
| Lemonade Inc * | 9,600 | 497 | ||||||
| LendingClub Corp * | 19,100 | 285 | ||||||
| LendingTree Inc * | 2,000 | 75 | ||||||
| Lincoln National Corp | 26,000 | 892 | ||||||
| Live Oak Bancshares Inc | 4,800 | 174 | ||||||
| loanDepot Inc, Cl A * | 17,800 | 37 | ||||||
| LPL Financial Holdings Inc | 12,243 | 3,678 | ||||||
| Markel Group Inc * | 1,913 | 3,965 | ||||||
| MarketAxess Holdings Inc | 5,600 | 1,075 | ||||||
| Marqeta Inc, Cl A * | 57,400 | 220 | ||||||
| MBIA Inc * | 10,982 | 72 | ||||||
| Mechanics Bancorp, Cl A | 9,172 | 131 | ||||||
| Mercantile Bank Corp | 1,657 | 86 | ||||||
| Merchants Bancorp/IN | 3,300 | 140 | ||||||
| Mercury General Corp | 3,878 | 351 | ||||||
| Metrocity Bankshares Inc | 3,800 | 107 | ||||||
| Metropolitan Bank Holding Corp | 1,000 | 84 | ||||||
| MFA Financial Inc ‡ | 16,624 | 168 | ||||||
| MGIC Investment Corp | 35,118 | 932 | ||||||
| Miami International Holdings Inc * | 4,200 | 179 | ||||||
| Mid Penn Bancorp Inc | 3,200 | 103 | ||||||
| Middlefield Banc Corp | 2,100 | 71 | ||||||
| SEI Institutional Investments Trust | 39 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Midland States Bancorp Inc | 2,600 | $ | 58 | |||||
| Moelis & Co, Cl A | 11,800 | 700 | ||||||
| Morningstar Inc | 3,420 | 626 | ||||||
| MVB Financial Corp | 2,400 | 65 | ||||||
| National Bank Holdings Corp, Cl A | 6,400 | 256 | ||||||
| Navient Corp | 8,700 | 76 | ||||||
| NB Bancorp Inc | 6,400 | 137 | ||||||
| NBT Bancorp Inc | 8,208 | 351 | ||||||
| NCR Atleos Corp * | 12,141 | 538 | ||||||
| Nelnet Inc, Cl A | 1,931 | 250 | ||||||
| NerdWallet Inc, Cl A * | 5,800 | 63 | ||||||
| NewtekOne Inc | 4,600 | 56 | ||||||
| Nexpoint Real Estate Finance Inc ‡ | 1,600 | 23 | ||||||
| NI Holdings Inc * | 2,300 | 31 | ||||||
| Nicolet Bankshares Inc | 3,206 | 490 | ||||||
| NMI Holdings Inc, Cl A * | 12,800 | 503 | ||||||
| Northeast Bank | 1,300 | 144 | ||||||
| Northeast Community Bancorp Inc | 3,000 | 73 | ||||||
| Northfield Bancorp Inc | 2,905 | 39 | ||||||
| NORTHPOINTE BANCSHARES INC | 1,000 | 18 | ||||||
| Northrim BanCorp Inc | 3,600 | 85 | ||||||
| Northwest Bancshares Inc | 24,779 | 308 | ||||||
| Norwood Financial Corp | 2,500 | 73 | ||||||
| OceanFirst Financial Corp | 9,468 | 171 | ||||||
| Octave Specialty Group Inc * | 7,800 | 42 | ||||||
| Ohio Valley Banc Corp | 400 | 17 | ||||||
| Old National Bancorp/IN | 52,833 | 1,220 | ||||||
| Old Republic International Corp | 36,144 | 1,549 | ||||||
| Old Second Bancorp Inc | 9,600 | 188 | ||||||
| OmniAB Inc. * | 2,598 | – | ||||||
| OneMain Holdings Inc, Cl A | 18,700 | 1,029 | ||||||
| Onity Group Inc * | 1,400 | 59 | ||||||
| Open Lending Corp, Cl A * | 9,900 | 13 | ||||||
| Oportun Financial Corp * | 3,600 | 19 | ||||||
| OppFi Inc | 3,600 | 33 | ||||||
| Orange County Bancorp Inc | 2,000 | 66 | ||||||
| Orchid Island Capital Inc, Cl A ‡ | 26,920 | 200 | ||||||
| Origin Bancorp Inc | 5,000 | 208 | ||||||
| Orrstown Financial Services Inc | 3,000 | 108 | ||||||
| Oscar Health Inc, Cl A * | 32,000 | 436 | ||||||
| Palomar Holdings Inc, Cl A * | 4,000 | 495 | ||||||
| Park National Corp | 2,405 | 396 | ||||||
| Parke Bancorp Inc | 2,200 | 61 | ||||||
| Pathward Financial Inc | 3,200 | 291 | ||||||
| Patriot National Bancorp Inc * | 6,400 | 8 | ||||||
| Payoneer Global Inc * | 44,700 | 193 | ||||||
| Paysafe Ltd * | 3,467 | 22 | ||||||
| Paysign Inc * | 4,300 | 15 | ||||||
| PCB Bancorp | 2,600 | 58 | ||||||
| Peapack-Gladstone Financial Corp | 3,154 | 106 | ||||||
| PennyMac Financial Services Inc | 4,600 | 423 | ||||||
| PennyMac Mortgage Investment Trust ‡ | 14,463 | 177 | ||||||
| Peoples Bancorp Inc/OH | 5,572 | 180 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Peoples Financial Services Corp | 1,600 | $ | 86 | |||||
| Perella Weinberg Partners, Cl A | 8,600 | 159 | ||||||
| Pinnacle Financial Partners Inc | 23,068 | 2,094 | ||||||
| Pioneer Bancorp Inc/NY * | 2,700 | 38 | ||||||
| Piper Sandler Cos | 2,777 | 821 | ||||||
| PJT Partners Inc, Cl A | 3,400 | 502 | ||||||
| Plumas Bancorp | 1,700 | 85 | ||||||
| Ponce Financial Group Inc * | 5,200 | 84 | ||||||
| PRA Group Inc * | 6,158 | 97 | ||||||
| Preferred Bank/Los Angeles CA | 1,537 | 135 | ||||||
| Primerica Inc | 4,929 | 1,250 | ||||||
| Primis Financial Corp | 6,000 | 79 | ||||||
| Priority Technology Holdings Inc * | 3,400 | 19 | ||||||
| ProAssurance Corp * | 7,025 | 172 | ||||||
| PROG Holdings Inc | 6,378 | 225 | ||||||
| Prosperity Bancshares Inc | 14,435 | 1,016 | ||||||
| Provident Financial Services Inc | 18,119 | 381 | ||||||
| QCR Holdings Inc | 2,600 | 225 | ||||||
| Radian Group Inc | 21,048 | 727 | ||||||
| RBB Bancorp | 2,600 | 56 | ||||||
| Ready Capital Corp ‡ | 29,838 | 55 | ||||||
| Red River Bancshares Inc | 1,200 | 106 | ||||||
| Redwood Trust Inc ‡ | 15,505 | 94 | ||||||
| Regional Management Corp | 1,700 | 54 | ||||||
| Reinsurance Group of America Inc, Cl A | 10,216 | 2,204 | ||||||
| Remitly Global Inc * | 24,000 | 401 | ||||||
| Renasant Corp | 15,160 | 571 | ||||||
| Repay Holdings Corp, Cl A * | 14,200 | 39 | ||||||
| Republic Bancorp Inc/KY, Cl A | 798 | 55 | ||||||
| Ridgepost Capital Inc, Cl A | 8,600 | 69 | ||||||
| Rithm Capital Corp ‡ | 88,288 | 887 | ||||||
| RLI Corp | 12,364 | 771 | ||||||
| Rocket Cos Inc, Cl A | 143,808 | 2,616 | ||||||
| Root Inc/OH, Cl A * | 1,600 | 83 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 17,000 | 669 | ||||||
| S&T Bancorp Inc | 6,232 | 261 | ||||||
| Safety Insurance Group Inc | 2,431 | 189 | ||||||
| Seacoast Banking Corp of Florida | 14,181 | 441 | ||||||
| SEI Investments Co † | 16,219 | 1,319 | ||||||
| Selective Insurance Group Inc | 9,684 | 814 | ||||||
| Selectquote Inc * | 28,700 | 25 | ||||||
| ServisFirst Bancshares Inc | 8,000 | 648 | ||||||
| Sezzle Inc * | 2,400 | 175 | ||||||
| Shift4 Payments Inc, Cl A * | 10,000 | 441 | ||||||
| Shore Bancshares Inc | 6,200 | 115 | ||||||
| Siebert Financial Corp * | 3,600 | 7 | ||||||
| Sierra Bancorp | 2,978 | 107 | ||||||
| Simmons First National Corp, Cl A | 23,154 | 461 | ||||||
| SiriusPoint Ltd * | 16,300 | 345 | ||||||
| Skyward Specialty Insurance Group Inc * | 4,900 | 228 | ||||||
| SLIDE INSURANCE HOLDINGS INC * | 5,700 | 108 | ||||||
| SLM Corp | 32,320 | 606 | ||||||
| SmartFinancial Inc | 3,100 | 122 | ||||||
| 40 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| SoFi Technologies Inc * | 186,653 | $ | 3,315 | |||||
| South Plains Financial Inc | 2,400 | 98 | ||||||
| Southern First Bancshares Inc * | 1,491 | 83 | ||||||
| Southern Missouri Bancorp Inc | 1,900 | 118 | ||||||
| Southside Bancshares Inc | 4,762 | 149 | ||||||
| SouthState Bank Corp | 14,985 | 1,479 | ||||||
| Starwood Property Trust Inc ‡ | 52,080 | 928 | ||||||
| Stellar Bancorp Inc | 6,240 | 235 | ||||||
| StepStone Group Inc, Cl A | 10,900 | 470 | ||||||
| Stewart Information Services Corp | 4,541 | 322 | ||||||
| Stifel Financial Corp | 22,760 | 1,685 | ||||||
| Stock Yards Bancorp Inc | 3,502 | 225 | ||||||
| StoneX Group Inc * | 7,828 | 998 | ||||||
| Sunrise Realty Trust Inc ‡ | 933 | 9 | ||||||
| Texas Capital Bancshares Inc * | 7,323 | 698 | ||||||
| TFS Financial Corp | 6,743 | 95 | ||||||
| Third Coast Bancshares Inc * | 1,200 | 48 | ||||||
| Timberland Bancorp Inc/WA | 2,100 | 80 | ||||||
| Tiptree Inc | 2,000 | 34 | ||||||
| Toast Inc, Cl A * | 70,500 | 1,925 | ||||||
| Tompkins Financial Corp | 2,305 | 177 | ||||||
| Towne Bank/Portsmouth VA | 11,567 | 396 | ||||||
| TPG Inc, Cl A | 20,872 | 906 | ||||||
| TPG RE Finance Trust Inc ‡ | 12,100 | 102 | ||||||
| Tradeweb Markets Inc, Cl A | 17,500 | 2,157 | ||||||
| TriCo Bancshares | 4,009 | 192 | ||||||
| Triumph Financial Inc * | 3,600 | 201 | ||||||
| Trupanion Inc * | 5,400 | 143 | ||||||
| TrustCo Bank Corp NY | 3,625 | 157 | ||||||
| Trustmark Corp | 9,039 | 385 | ||||||
| Two Harbors Investment Corp ‡ | 14,210 | 147 | ||||||
| UMB Financial Corp | 10,886 | 1,261 | ||||||
| United Bankshares Inc/WV | 21,056 | 870 | ||||||
| United Community Banks Inc/GA | 18,118 | 583 | ||||||
| United Fire Group Inc | 3,471 | 135 | ||||||
| Unity Bancorp Inc | 1,600 | 85 | ||||||
| Universal Insurance Holdings Inc | 5,100 | 179 | ||||||
| Univest Financial Corp | 4,715 | 158 | ||||||
| Unum Group | 26,500 | 1,901 | ||||||
| Upstart Holdings Inc * | 12,500 | 340 | ||||||
| USCB Financial Holdings Inc | 2,200 | 42 | ||||||
| UWM Holdings Corp | 31,600 | 139 | ||||||
| Valley National Bancorp | 72,368 | 913 | ||||||
| Value Line Inc | 300 | 11 | ||||||
| Velocity Financial Inc * | 1,800 | 33 | ||||||
| Victory Capital Holdings Inc, Cl A | 6,700 | 463 | ||||||
| Virtu Financial Inc, Cl A | 12,000 | 497 | ||||||
| Virtus Investment Partners Inc | 1,158 | 160 | ||||||
| Voya Financial Inc | 14,600 | 976 | ||||||
| WaFd Inc | 13,118 | 409 | ||||||
| Walker & Dunlop Inc | 5,023 | 231 | ||||||
| Washington Trust Bancorp Inc | 3,070 | 103 | ||||||
| Waterstone Financial Inc | 2,600 | 46 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Webster Financial Corp | 24,929 | $ | 1,798 | |||||
| WesBanco Inc | 15,510 | 541 | ||||||
| West BanCorp Inc | 3,785 | 92 | ||||||
| Westamerica BanCorp | 3,355 | 170 | ||||||
| Western Alliance Bancorp | 17,061 | 1,370 | ||||||
| Western Union Co/The | 49,700 | 479 | ||||||
| WEX Inc * | 5,076 | 757 | ||||||
| White Mountains Insurance Group Ltd | 352 | 782 | ||||||
| Wintrust Financial Corp | 9,861 | 1,421 | ||||||
| WisdomTree Inc | 21,075 | 361 | ||||||
| World Acceptance Corp * | 476 | 64 | ||||||
| WSFS Financial Corp | 8,312 | 528 | ||||||
| Zions Bancorp NA | 23,000 | 1,317 | ||||||
| 171,584 | ||||||||
| Health Care — 12.3% | ||||||||
| 10X Genomics Inc, Cl A * | 15,900 | 366 | ||||||
| 4D Molecular Therapeutics Inc * | 7,700 | 74 | ||||||
| Aardvark Therapeutics Inc * | 800 | 10 | ||||||
| Abeona Therapeutics Inc * | 4,700 | 24 | ||||||
| Absci Corp * | 13,100 | 36 | ||||||
| Acadia Healthcare Co Inc * | 13,887 | 325 | ||||||
| ACADIA Pharmaceuticals Inc * | 19,100 | 469 | ||||||
| Accendra Health Inc * | 11,239 | 27 | ||||||
| Accuray Inc * | 18,400 | 11 | ||||||
| Aclaris Therapeutics Inc * | 24,100 | 69 | ||||||
| AdaptHealth Corp, Cl A * | 15,400 | 141 | ||||||
| Adaptive Biotechnologies Corp * | 22,300 | 357 | ||||||
| Addus HomeCare Corp * | 2,900 | 300 | ||||||
| ADMA Biologics Inc * | 34,600 | 539 | ||||||
| agilon health Inc * | 42,900 | 25 | ||||||
| Agios Pharmaceuticals Inc * | 7,900 | 239 | ||||||
| AirSculpt Technologies Inc * | 1,400 | 2 | ||||||
| Akebia Therapeutics Inc * | 45,600 | 60 | ||||||
| Aldeyra Therapeutics Inc * | 9,200 | 50 | ||||||
| Alector Inc * | 13,000 | 32 | ||||||
| Alignment Healthcare Inc * | 27,300 | 525 | ||||||
| Alkermes PLC * | 25,253 | 760 | ||||||
| Allogene Therapeutics Inc * | 20,200 | 56 | ||||||
| Alnylam Pharmaceuticals Inc * | 19,549 | 6,508 | ||||||
| Alphatec Holdings Inc * | 17,300 | 236 | ||||||
| Altimmune Inc * | 11,800 | 51 | ||||||
| Alumis Inc * | 8,088 | 240 | ||||||
| Amicus Therapeutics Inc * | 45,900 | 660 | ||||||
| AMN Healthcare Services Inc * | 5,809 | 113 | ||||||
| Amneal Pharmaceuticals Inc * | 23,588 | 326 | ||||||
| Amphastar Pharmaceuticals Inc * | 5,300 | 107 | ||||||
| Amylyx Pharmaceuticals Inc * | 15,700 | 238 | ||||||
| AnaptysBio Inc * | 2,500 | 138 | ||||||
| Anavex Life Sciences Corp * | 15,300 | 68 | ||||||
| AngioDynamics Inc * | 8,570 | 98 | ||||||
| ANI Pharmaceuticals Inc * | 2,500 | 185 | ||||||
| Anika Therapeutics Inc * | 3,070 | 44 | ||||||
| Annexon Inc * | 17,700 | 99 | ||||||
| SEI Institutional Investments Trust | 41 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Anteris Technologies Global Corp * | 3,800 | $ | 25 | |||||
| Apellis Pharmaceuticals Inc * | 17,400 | 365 | ||||||
| Apogee Therapeutics Inc * | 6,300 | 441 | ||||||
| Aquestive Therapeutics Inc * | 15,400 | 62 | ||||||
| Arbutus Biopharma Corp * | 16,700 | 78 | ||||||
| Arcellx Inc * | 5,500 | 626 | ||||||
| Arcturus Therapeutics Holdings Inc * | 3,100 | 25 | ||||||
| Arcus Biosciences Inc * | 10,600 | 216 | ||||||
| Arcutis Biotherapeutics Inc * | 17,500 | 472 | ||||||
| Ardelyx Inc * | 41,800 | 274 | ||||||
| Ardent Health Inc * | 4,500 | 42 | ||||||
| ArriVent Biopharma Inc * | 2,900 | 67 | ||||||
| Arrowhead Pharmaceuticals Inc * | 20,800 | 1,316 | ||||||
| ARS Pharmaceuticals Inc * | 8,100 | 75 | ||||||
| Artivion Inc * | 6,645 | 256 | ||||||
| Arvinas Inc * | 8,600 | 114 | ||||||
| Astrana Health Inc * | 6,500 | 132 | ||||||
| Atea Pharmaceuticals Inc * | 15,000 | 70 | ||||||
| AtriCure Inc * | 7,920 | 248 | ||||||
| aTyr Pharma Inc * | 13,000 | 12 | ||||||
| Aura Biosciences Inc * | 2,200 | 13 | ||||||
| Avanos Medical Inc * | 7,800 | 110 | ||||||
| Avantor Inc * | 100,451 | 909 | ||||||
| Aveanna Healthcare Holdings Inc * | 8,800 | 65 | ||||||
| Avidity Biosciences Inc * | 18,200 | 1,310 | ||||||
| Avita Medical Inc * | 5,000 | 25 | ||||||
| Axogen Inc * | 7,585 | 241 | ||||||
| Axsome Therapeutics Inc * | 6,500 | 1,065 | ||||||
| Azenta Inc * | 5,803 | 157 | ||||||
| Beam Therapeutics Inc * | 15,800 | 450 | ||||||
| BETA BIONICS INC * | 6,100 | 77 | ||||||
| Bicara Therapeutics Inc * | 4,100 | 69 | ||||||
| BioAge Labs Inc * | 1,800 | 40 | ||||||
| BioCryst Pharmaceuticals Inc * | 34,797 | 304 | ||||||
| Biohaven Ltd * | 13,350 | 154 | ||||||
| BioLife Solutions Inc * | 6,800 | 165 | ||||||
| BioMarin Pharmaceutical Inc * | 29,346 | 1,812 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 2,800 | 780 | ||||||
| Bioventus Inc, Cl A * | 8,800 | 77 | ||||||
| Bridgebio Pharma Inc * | 23,535 | 1,565 | ||||||
| BrightSpring Health Services Inc * | 17,300 | 717 | ||||||
| Brookdale Senior Living Inc, Cl A * | 35,909 | 549 | ||||||
| Bruker Corp | 15,532 | 623 | ||||||
| Butterfly Network Inc, Cl A * | 28,600 | 108 | ||||||
| Candel Therapeutics Inc * | 4,300 | 23 | ||||||
| Capricor Therapeutics Inc * | 7,200 | 201 | ||||||
| Cardiff Oncology Inc * | 7,300 | 14 | ||||||
| CareDx Inc * | 9,000 | 169 | ||||||
| CARIS LIFE SCIENCES INC * | 4,100 | 83 | ||||||
| Castle Biosciences Inc * | 4,600 | 136 | ||||||
| Catalyst Pharmaceuticals Inc * | 18,200 | 420 | ||||||
| Celcuity Inc * | 4,900 | 547 | ||||||
| Celldex Therapeutics Inc * | 9,300 | 280 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ceribell Inc * | 2,900 | $ | 54 | |||||
| Certara Inc * | 17,764 | 126 | ||||||
| Cerus Corp * | 38,497 | 99 | ||||||
| CG oncology Inc * | 8,300 | 488 | ||||||
| Chemed Corp | 2,145 | 879 | ||||||
| Claritev Corp, Cl A * | 1,100 | 15 | ||||||
| ClearPoint Neuro Inc * | 3,900 | 49 | ||||||
| Clover Health Investments Corp, Cl A * | 60,200 | 126 | ||||||
| Codexis Inc * | 13,961 | 14 | ||||||
| Cogent Biosciences Inc * | 21,500 | 835 | ||||||
| Coherus Oncology Inc * | 14,800 | 25 | ||||||
| Collegium Pharmaceutical Inc * | 4,900 | 204 | ||||||
| Community Health Systems Inc * | 16,029 | 55 | ||||||
| Compass Therapeutics Inc * | 23,500 | 133 | ||||||
| Concentra Group Holdings Parent Inc | 16,521 | 396 | ||||||
| CONMED Corp | 3,908 | 180 | ||||||
| Corcept Therapeutics Inc * | 14,200 | 507 | ||||||
| CorMedix Inc * | 9,000 | 64 | ||||||
| CorVel Corp * | 4,302 | 222 | ||||||
| Corvus Pharmaceuticals Inc * | 7,600 | 139 | ||||||
| Crinetics Pharmaceuticals Inc * | 14,500 | 596 | ||||||
| Cross Country Healthcare Inc * | 5,479 | 48 | ||||||
| CryoPort Inc * | 9,400 | 79 | ||||||
| Cullinan Therapeutics Inc * | 6,400 | 99 | ||||||
| CVRx Inc * | 2,900 | 24 | ||||||
| Cytek Biosciences Inc * | 23,200 | 104 | ||||||
| Cytokinetics Inc * | 18,100 | 1,126 | ||||||
| Day One Biopharmaceuticals Inc * | 10,100 | 107 | ||||||
| Definitive Healthcare Corp, Cl A * | 7,300 | 9 | ||||||
| Definium Therapeutics Inc * | 11,800 | 206 | ||||||
| Delcath Systems Inc * | 4,500 | 40 | ||||||
| Denali Therapeutics Inc * | 18,100 | 383 | ||||||
| DENTSPLY SIRONA Inc | 31,000 | 455 | ||||||
| Design Therapeutics Inc * | 7,800 | 81 | ||||||
| DiaMedica Therapeutics Inc * | 9,900 | 79 | ||||||
| Dianthus Therapeutics Inc * | 4,300 | 237 | ||||||
| Disc Medicine Inc, Cl A * | 3,900 | 260 | ||||||
| DocGo Inc * | 13,700 | 10 | ||||||
| Doximity Inc, Cl A * | 20,400 | 500 | ||||||
| Dyne Therapeutics Inc * | 17,300 | 270 | ||||||
| Edgewise Therapeutics Inc * | 11,900 | 362 | ||||||
| Editas Medicine Inc, Cl A * | 15,400 | 34 | ||||||
| Elanco Animal Health Inc * | 73,700 | 1,946 | ||||||
| Electromed Inc * | 300 | 7 | ||||||
| Eledon Pharmaceuticals Inc * | 4,800 | 13 | ||||||
| Embecta Corp | 8,100 | 83 | ||||||
| Emergent BioSolutions Inc * | 8,000 | 65 | ||||||
| Enanta Pharmaceuticals Inc * | 4,700 | 67 | ||||||
| Encompass Health Corp | 15,641 | 1,687 | ||||||
| Enhabit Inc * | 10,870 | 148 | ||||||
| Enliven Therapeutics Inc * | 5,200 | 154 | ||||||
| Enovis Corp * | 8,363 | 213 | ||||||
| Ensign Group Inc/The | 8,736 | 1,871 | ||||||
| 42 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Entrada Therapeutics Inc * | 4,200 | $ | 50 | |||||
| Envista Holdings Corp * | 25,300 | 739 | ||||||
| Erasca Inc * | 24,700 | 337 | ||||||
| Esperion Therapeutics Inc * | 31,100 | 104 | ||||||
| Eton Pharmaceuticals Inc * | 3,800 | 65 | ||||||
| Evolent Health Inc, Cl A * | 17,700 | 58 | ||||||
| Evolus Inc * | 11,000 | 47 | ||||||
| Exact Sciences Corp * | 29,026 | 3,001 | ||||||
| Exelixis Inc * | 41,500 | 1,828 | ||||||
| EyePoint Inc * | 13,100 | 230 | ||||||
| Fate Therapeutics Inc * | 18,600 | 28 | ||||||
| Foghorn Therapeutics Inc * | 4,200 | 24 | ||||||
| Fortrea Holdings Inc * | 14,200 | 152 | ||||||
| Fulcrum Therapeutics Inc * | 4,600 | 39 | ||||||
| Fulgent Genetics Inc * | 3,800 | 58 | ||||||
| GeneDx Holdings Corp, Cl A * | 2,800 | 223 | ||||||
| Geron Corp * | 76,670 | 129 | ||||||
| Ginkgo Bioworks Holdings Inc * | 5,800 | 39 | ||||||
| Glaukos Corp * | 8,449 | 1,017 | ||||||
| Globus Medical Inc, Cl A * | 17,658 | 1,686 | ||||||
| Gossamer Bio Inc * | 28,300 | 12 | ||||||
| GRAIL Inc * | 5,733 | 305 | ||||||
| Greenwich Lifesciences Inc * | 500 | 14 | ||||||
| Guardant Health Inc * | 18,500 | 1,737 | ||||||
| Guardian Pharmacy Services Inc, Cl A * | 4,300 | 144 | ||||||
| Gyre Therapeutics Inc * | 2,000 | 16 | ||||||
| Haemonetics Corp * | 7,047 | 446 | ||||||
| Halozyme Therapeutics Inc * | 17,658 | 1,228 | ||||||
| Harmony Biosciences Holdings Inc * | 5,800 | 166 | ||||||
| Harrow Inc * | 5,200 | 282 | ||||||
| Health Catalyst Inc * | 12,300 | 20 | ||||||
| HealthEquity Inc * | 13,400 | 1,025 | ||||||
| HealthStream Inc | 3,964 | 84 | ||||||
| HeartFlow Inc * | 3,900 | 90 | ||||||
| Heron Therapeutics Inc * | 20,900 | 25 | ||||||
| Hims & Hers Health Inc * | 32,300 | 469 | ||||||
| Humacyte Inc * | 14,991 | 17 | ||||||
| ICU Medical Inc * | 3,727 | 561 | ||||||
| Ideaya Biosciences Inc * | 12,300 | 396 | ||||||
| Illumina Inc * | 23,600 | 3,173 | ||||||
| ImmunityBio Inc * | 43,900 | 429 | ||||||
| Immunome Inc * | 14,000 | 306 | ||||||
| Immunovant Inc * | 10,200 | 283 | ||||||
| Indivior Pharmaceuticals Inc * | 18,100 | 592 | ||||||
| Inhibikase Therapeutics Inc * | 7,800 | 16 | ||||||
| Inhibrx Biosciences Inc * | 1,000 | 74 | ||||||
| Innovage Holding Corp * | 3,900 | 35 | ||||||
| Innoviva Inc * | 9,309 | 214 | ||||||
| Inogen Inc * | 4,100 | 25 | ||||||
| Insmed Inc * | 32,200 | 4,808 | ||||||
| Inspire Medical Systems Inc * | 4,200 | 271 | ||||||
| Integer Holdings Corp * | 4,930 | 427 | ||||||
| Integra LifeSciences Holdings Corp * | 11,304 | 129 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Intellia Therapeutics Inc * | 16,400 | $ | 226 | |||||
| Ionis Pharmaceuticals Inc * | 24,394 | 1,980 | ||||||
| Iovance Biotherapeutics Inc * | 42,700 | 165 | ||||||
| iRadimed Corp | 1,100 | 114 | ||||||
| iRhythm Holdings Inc * | 4,800 | 642 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 27,354 | 94 | ||||||
| Jade Biosciences Inc | 5,563 | 82 | ||||||
| Janux Therapeutics Inc * | 5,200 | 71 | ||||||
| Jazz Pharmaceuticals PLC * | 9,200 | 1,748 | ||||||
| Joint Corp/The * | 3,000 | 26 | ||||||
| KalVista Pharmaceuticals Inc * | 4,700 | 76 | ||||||
| Keros Therapeutics Inc * | 4,410 | 63 | ||||||
| Kestra Medical Technologies Ltd * | 3,900 | 91 | ||||||
| Kodiak Sciences Inc * | 4,400 | 118 | ||||||
| KORU Medical Systems Inc * | 4,100 | 20 | ||||||
| Krystal Biotech Inc * | 3,700 | 1,020 | ||||||
| Kura Oncology Inc * | 9,400 | 82 | ||||||
| Kymera Therapeutics Inc * | 8,900 | 813 | ||||||
| Lantheus Holdings Inc * | 10,100 | 757 | ||||||
| Larimar Therapeutics Inc * | 6,900 | 37 | ||||||
| LB Pharmaceuticals Inc * | 4,200 | 101 | ||||||
| LeMaitre Vascular Inc | 3,600 | 389 | ||||||
| LENSAR Inc * | 1,200 | 14 | ||||||
| LENZ Therapeutics Inc * | 3,200 | 43 | ||||||
| Lexeo Therapeutics Inc * | 12,400 | 89 | ||||||
| Lifecore Biomedical Inc * | 2,400 | 17 | ||||||
| LifeMD Inc * | 5,700 | 15 | ||||||
| LifeStance Health Group Inc * | 20,600 | 149 | ||||||
| Ligand Pharmaceuticals Inc * | 3,028 | 600 | ||||||
| Liquidia Corp * | 10,700 | 332 | ||||||
| LivaNova PLC * | 8,600 | 607 | ||||||
| Madrigal Pharmaceuticals Inc * | 2,860 | 1,236 | ||||||
| MannKind Corp * | 43,600 | 143 | ||||||
| MapLight Therapeutics Inc * | 3,800 | 66 | ||||||
| Maravai LifeSciences Holdings Inc, Cl A * | 13,018 | 46 | ||||||
| Masimo Corp * | 6,793 | 1,191 | ||||||
| MaxCyte Inc * | 20,500 | 17 | ||||||
| Maze Therapeutics Inc * | 3,400 | 155 | ||||||
| MBX Biosciences Inc * | 5,300 | 172 | ||||||
| Medpace Holdings Inc * | 3,460 | 1,563 | ||||||
| MeiraGTx Holdings PLC * | 6,700 | 51 | ||||||
| Merit Medical Systems Inc * | 9,275 | 716 | ||||||
| Mesa Laboratories Inc | 1,100 | 106 | ||||||
| MiMedx Group Inc * | 22,700 | 111 | ||||||
| Mineralys Therapeutics Inc * | 6,500 | 190 | ||||||
| Mirum Pharmaceuticals Inc * | 6,400 | 591 | ||||||
| Monopar Therapeutics Inc * | 600 | 33 | ||||||
| Monte Rosa Therapeutics Inc * | 6,200 | 110 | ||||||
| Myriad Genetics Inc * | 14,226 | 66 | ||||||
| Natera Inc * | 19,900 | 4,140 | ||||||
| National HealthCare Corp | 1,994 | 326 | ||||||
| National Research Corp, Cl A | 3,212 | 43 | ||||||
| Neogen Corp * | 35,012 | 393 | ||||||
| SEI Institutional Investments Trust | 43 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NeoGenomics Inc * | 18,300 | $ | 180 | |||||
| Neurocrine Biosciences Inc * | 15,100 | 1,997 | ||||||
| Neurogene Inc * | 1,700 | 40 | ||||||
| Neuronetics Inc * | 4,400 | 6 | ||||||
| NeuroPace Inc * | 3,600 | 52 | ||||||
| Nkarta Inc * | 7,474 | 20 | ||||||
| Novavax Inc * | 23,268 | 236 | ||||||
| Novocure Ltd * | 15,700 | 215 | ||||||
| Nurix Therapeutics Inc * | 16,800 | 268 | ||||||
| Nutex Health Inc * | 500 | 55 | ||||||
| Nuvalent Inc, Cl A * | 8,000 | 816 | ||||||
| Nuvation Bio Inc * | 34,000 | 201 | ||||||
| Nuvectis Pharma Inc * | 1,900 | 17 | ||||||
| Ocular Therapeutix Inc * | 29,700 | 266 | ||||||
| Olema Pharmaceuticals Inc * | 8,200 | 198 | ||||||
| Omada Health Inc * | 700 | 9 | ||||||
| Omeros Corp * | 8,500 | 102 | ||||||
| OmniAb Inc, Cl W * | 16,797 | 29 | ||||||
| Omnicell Inc * | 7,612 | 313 | ||||||
| Oncology Institute Inc/The * | 7,600 | 22 | ||||||
| OPKO Health Inc * | 53,584 | 64 | ||||||
| OptimizeRx Corp * | 3,000 | 23 | ||||||
| Option Care Health Inc * | 24,127 | 783 | ||||||
| OraSure Technologies Inc * | 16,939 | 53 | ||||||
| Organogenesis Holdings Inc, Cl A * | 12,321 | 40 | ||||||
| Organon & Co | 40,800 | 297 | ||||||
| ORIC Pharmaceuticals Inc * | 8,100 | 109 | ||||||
| Orthofix Medical Inc * | 6,953 | 94 | ||||||
| OrthoPediatrics Corp * | 2,800 | 54 | ||||||
| Oruka Therapeutics Inc * | 6,800 | 234 | ||||||
| Outset Medical Inc * | 2,600 | 9 | ||||||
| Pacific Biosciences of California Inc * | 46,800 | 79 | ||||||
| Pacira BioSciences Inc * | 6,545 | 143 | ||||||
| PACS Group Inc * | 7,000 | 256 | ||||||
| Palvella Therapeutics Inc * | 800 | 108 | ||||||
| Pediatrix Medical Group Inc * | 13,756 | 273 | ||||||
| Pennant Group Inc/The * | 4,268 | 144 | ||||||
| Penumbra Inc * | 5,880 | 2,025 | ||||||
| Perrigo Co PLC | 21,400 | 283 | ||||||
| Personalis Inc * | 7,500 | 68 | ||||||
| Perspective Therapeutics Inc * | 7,700 | 42 | ||||||
| Phathom Pharmaceuticals Inc * | 5,900 | 74 | ||||||
| Phibro Animal Health Corp, Cl A | 2,400 | 131 | ||||||
| Phreesia Inc * | 8,400 | 104 | ||||||
| Praxis Precision Medicines Inc * | 3,700 | 1,246 | ||||||
| Precigen Inc * | 23,500 | 89 | ||||||
| Prestige Consumer Healthcare Inc * | 7,779 | 539 | ||||||
| Prime Medicine Inc * | 11,800 | 54 | ||||||
| Privia Health Group Inc * | 16,800 | 399 | ||||||
| PROCEPT BioRobotics Corp * | 7,500 | 170 | ||||||
| Pro-Dex Inc * | 300 | 13 | ||||||
| Progyny Inc * | 11,700 | 207 | ||||||
| Protagonist Therapeutics Inc * | 8,600 | 792 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Protalix BioTherapeutics Inc * | 10,200 | $ | 29 | |||||
| Protara Therapeutics Inc * | 2,400 | 15 | ||||||
| PTC Therapeutics Inc * | 11,800 | 805 | ||||||
| Pulmonx Corp * | 6,600 | 10 | ||||||
| Pulse Biosciences Inc * | 4,500 | 84 | ||||||
| Puma Biotechnology Inc * | 4,200 | 24 | ||||||
| QIAGEN NV | 31,342 | 1,561 | ||||||
| Quanterix Corp * | 7,000 | 46 | ||||||
| Quantum-Si Inc * | 21,500 | 21 | ||||||
| QuidelOrtho Corp * | 10,271 | 234 | ||||||
| RadNet Inc * | 10,900 | 761 | ||||||
| Rapport Therapeutics Inc * | 5,200 | 151 | ||||||
| Recursion Pharmaceuticals Inc, Cl A * | 50,600 | 186 | ||||||
| REGENXBIO Inc * | 9,300 | 84 | ||||||
| Relay Therapeutics Inc * | 24,700 | 253 | ||||||
| Repligen Corp * | 8,322 | 1,071 | ||||||
| Replimune Group Inc * | 9,000 | 69 | ||||||
| Revolution Medicines Inc * | 26,703 | 2,724 | ||||||
| Rezolute Inc * | 10,000 | 32 | ||||||
| Rhythm Pharmaceuticals Inc * | 8,000 | 742 | ||||||
| Rigel Pharmaceuticals Inc * | 3,605 | 125 | ||||||
| Rocket Pharmaceuticals Inc * | 11,300 | 57 | ||||||
| Roivant Sciences Ltd * | 61,700 | 1,786 | ||||||
| Royalty Pharma PLC, Cl A | 58,700 | 2,713 | ||||||
| RxSight Inc * | 5,600 | 42 | ||||||
| Sana Biotechnology Inc * | 21,400 | 90 | ||||||
| SANUWAVE Health Inc * | 1,000 | 24 | ||||||
| Sarepta Therapeutics Inc * | 14,400 | 241 | ||||||
| Savara Inc * | 24,200 | 146 | ||||||
| Scholar Rock Holding Corp * | 12,100 | 536 | ||||||
| Schrodinger Inc/United States * | 9,700 | 117 | ||||||
| Select Medical Holdings Corp | 15,765 | 236 | ||||||
| SELLAS Life Sciences Group Inc * | 13,600 | 67 | ||||||
| Septerna Inc * | 3,800 | 110 | ||||||
| SI-BONE Inc * | 7,300 | 113 | ||||||
| SIGA Technologies Inc | 10,000 | 65 | ||||||
| Sight Sciences Inc * | 2,400 | 12 | ||||||
| Simulations Plus Inc * | 1,700 | 21 | ||||||
| Sionna Therapeutics Inc * | 3,000 | 110 | ||||||
| Soleno Therapeutics Inc * | 7,700 | 301 | ||||||
| Solid Biosciences Inc * | 9,800 | 61 | ||||||
| Sotera Health Co * | 33,424 | 543 | ||||||
| Spyre Therapeutics Inc * | 11,300 | 486 | ||||||
| STAAR Surgical Co * | 7,378 | 147 | ||||||
| Standard BioTools Inc * | 49,600 | 56 | ||||||
| Stoke Therapeutics Inc * | 8,000 | 291 | ||||||
| Strata Critical Medical Inc * | 12,600 | 54 | ||||||
| Strive Inc, Cl B * | 1,053 | 8 | ||||||
| Summit Therapeutics Inc * | 17,600 | 292 | ||||||
| Supernus Pharmaceuticals Inc * | 8,700 | 476 | ||||||
| Surgery Partners Inc * | 12,000 | 186 | ||||||
| Syndax Pharmaceuticals Inc * | 11,700 | 254 | ||||||
| Tactile Systems Technology Inc * | 2,100 | 61 | ||||||
| 44 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Talkspace Inc * | 20,200 | $ | 97 | |||||
| Tandem Diabetes Care Inc * | 9,700 | 245 | ||||||
| Tango Therapeutics Inc * | 19,100 | 213 | ||||||
| Tarsus Pharmaceuticals Inc * | 6,000 | 453 | ||||||
| Taysha Gene Therapies Inc * | 38,400 | 174 | ||||||
| Tectonic Therapeutic Inc * | 1,300 | 30 | ||||||
| Teladoc Health Inc * | 28,340 | 149 | ||||||
| Teleflex Inc | 7,100 | 867 | ||||||
| Tempus AI Inc, Cl A * | 15,300 | 815 | ||||||
| Tenet Healthcare Corp * | 13,600 | 3,256 | ||||||
| Terns Pharmaceuticals Inc * | 12,900 | 543 | ||||||
| TG Therapeutics Inc * | 23,300 | 701 | ||||||
| Theravance Biopharma Inc * | 6,045 | 110 | ||||||
| Tonix Pharmaceuticals Holding Corp * | 1,100 | 15 | ||||||
| TransMedics Group Inc * | 5,000 | 726 | ||||||
| Travere Therapeutics Inc * | 12,700 | 378 | ||||||
| Treace Medical Concepts Inc * | 6,200 | 12 | ||||||
| Trevi Therapeutics Inc * | 16,200 | 193 | ||||||
| TruBridge Inc * | 800 | 15 | ||||||
| Twist Bioscience Corp * | 8,600 | 403 | ||||||
| Tyra Biosciences Inc * | 2,600 | 87 | ||||||
| UFP Technologies Inc * | 1,200 | 253 | ||||||
| Ultragenyx Pharmaceutical Inc * | 15,100 | 353 | ||||||
| United Therapeutics Corp * | 6,504 | 3,277 | ||||||
| Upstream Bio Inc * | 5,200 | 40 | ||||||
| UroGen Pharma Ltd * | 5,900 | 128 | ||||||
| US Physical Therapy Inc | 1,926 | 160 | ||||||
| Utah Medical Products Inc | 700 | 47 | ||||||
| Vanda Pharmaceuticals Inc * | 11,800 | 105 | ||||||
| Varex Imaging Corp * | 6,300 | 83 | ||||||
| Vaxcyte Inc * | 17,700 | 1,093 | ||||||
| Veeva Systems Inc, Cl A * | 22,733 | 4,138 | ||||||
| Vera Therapeutics Inc, Cl A * | 9,100 | 371 | ||||||
| Veracyte Inc * | 12,300 | 450 | ||||||
| Verastem Inc * | 11,200 | 64 | ||||||
| Vericel Corp * | 8,000 | 285 | ||||||
| Viemed Healthcare Inc * | 1,000 | 9 | ||||||
| Viking Therapeutics Inc * | 15,900 | 538 | ||||||
| Vir Biotechnology Inc * | 13,100 | 119 | ||||||
| Viridian Therapeutics Inc * | 13,100 | 385 | ||||||
| Voyager Therapeutics Inc * | 10,800 | 44 | ||||||
| WaVe Life Sciences Ltd * | 19,300 | 269 | ||||||
| Waystar Holding Corp * | 16,400 | 421 | ||||||
| Xencor Inc * | 10,000 | 128 | ||||||
| Xeris Biopharma Holdings Inc * | 26,300 | 161 | ||||||
| XOMA Royalty Corp * | 1,400 | 36 | ||||||
| Zenas Biopharma Inc * | 3,400 | 90 | ||||||
| Zevra Therapeutics Inc * | 11,000 | 98 | ||||||
| Zymeworks Inc * | 9,000 | 210 | ||||||
| 153,081 | ||||||||
| Industrials — 20.1% | ||||||||
| 3D Systems Corp * | 21,347 | 41 | ||||||
| AAON Inc | 10,375 | 1,050 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AAR Corp * | 6,329 | $ | 742 | |||||
| ABM Industries Inc | 8,355 | 372 | ||||||
| ACCO Brands Corp | 8,129 | 33 | ||||||
| Acuity Inc | 4,765 | 1,437 | ||||||
| ACV Auctions Inc, Cl A * | 24,200 | 118 | ||||||
| Advanced Drainage Systems Inc | 11,100 | 1,902 | ||||||
| AECOM | 20,748 | 2,033 | ||||||
| AeroVironment Inc * | 5,725 | 1,444 | ||||||
| AerSale Corp * | 7,700 | 60 | ||||||
| AGCO Corp | 9,423 | 1,286 | ||||||
| Air Lease Corp, Cl A | 16,431 | 1,065 | ||||||
| AIRO Group Holdings Inc * | 900 | 9 | ||||||
| Alamo Group Inc | 1,535 | 328 | ||||||
| Alaska Air Group Inc * | 18,400 | 949 | ||||||
| Albany International Corp, Cl A | 4,898 | 282 | ||||||
| Alight Inc, Cl A | 60,400 | 53 | ||||||
| Allegiant Travel Co, Cl A * | 2,050 | 209 | ||||||
| Alliance Laundry Holdings Inc * | 7,900 | 177 | ||||||
| Allient Inc | 2,650 | 174 | ||||||
| Allison Transmission Holdings Inc | 12,576 | 1,576 | ||||||
| Alta Equipment Group Inc | 4,403 | 30 | ||||||
| Amentum Holdings Inc * | 24,400 | 729 | ||||||
| Ameresco Inc, Cl A * | 5,279 | 161 | ||||||
| American Airlines Group Inc * | 99,500 | 1,300 | ||||||
| American Superconductor Corp * | 7,000 | 228 | ||||||
| American Woodmark Corp * | 2,284 | 114 | ||||||
| Amprius Technologies Inc * | 15,700 | 168 | ||||||
| API Group Corp * | 57,600 | 2,561 | ||||||
| Apogee Enterprises Inc | 2,911 | 116 | ||||||
| Applied Industrial Technologies Inc | 5,701 | 1,611 | ||||||
| ArcBest Corp | 3,490 | 358 | ||||||
| Archer Aviation Inc, Cl A * | 98,800 | 703 | ||||||
| Arcosa Inc | 7,513 | 807 | ||||||
| Argan Inc | 2,079 | 938 | ||||||
| Armstrong World Industries Inc | 6,677 | 1,158 | ||||||
| Array Technologies Inc * | 23,387 | 177 | ||||||
| Astec Industries Inc | 2,763 | 172 | ||||||
| Astronics Corp * | 1,774 | 143 | ||||||
| Astronics Corp, Cl B * | 2,395 | 183 | ||||||
| Asure Software Inc * | 1,400 | 13 | ||||||
| ATI Inc * | 20,500 | 3,354 | ||||||
| Atkore Inc | 4,900 | 317 | ||||||
| Atmus Filtration Technologies Inc | 13,400 | 865 | ||||||
| Avis Budget Group Inc * | 2,660 | 259 | ||||||
| AZZ Inc | 4,496 | 611 | ||||||
| Barrett Business Services Inc | 3,236 | 90 | ||||||
| BlackSky Technology Inc, Cl A * | 4,600 | 87 | ||||||
| Bloom Energy Corp, Cl A * | 33,400 | 5,199 | ||||||
| Blue Bird Corp * | 4,392 | 256 | ||||||
| BlueLinx Holdings Inc * | 1,000 | 66 | ||||||
| Boise Cascade Co | 5,970 | 494 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 18,265 | 1,440 | ||||||
| Bowman Consulting Group Ltd, Cl A * | 1,500 | 50 | ||||||
| SEI Institutional Investments Trust | 45 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| BrightView Holdings Inc * | 9,600 | $ | 132 | |||||
| Brink's Co/The | 6,206 | 725 | ||||||
| BWX Technologies Inc | 14,224 | 2,930 | ||||||
| Byrna Technologies Inc * | 3,400 | 43 | ||||||
| CACI International Inc, Cl A * | 3,392 | 2,070 | ||||||
| Cadre Holdings Inc | 3,700 | 164 | ||||||
| Carlisle Cos Inc | 6,377 | 2,517 | ||||||
| Carpenter Technology Corp | 7,501 | 2,986 | ||||||
| Casella Waste Systems Inc, Cl A * | 9,891 | 921 | ||||||
| CBIZ Inc * | 7,645 | 219 | ||||||
| CECO Environmental Corp * | 4,100 | 248 | ||||||
| Centuri Holdings Inc * | 11,600 | 360 | ||||||
| Chart Industries Inc * | 7,072 | 1,466 | ||||||
| Clarivate PLC * | 54,900 | 126 | ||||||
| Clean Harbors Inc * | 7,776 | 2,280 | ||||||
| CNH Industrial NV | 132,600 | 1,631 | ||||||
| Columbus McKinnon Corp/NY | 3,665 | 70 | ||||||
| CompX International Inc | 400 | 9 | ||||||
| Concentrix Corp | 7,081 | 232 | ||||||
| Concrete Pumping Holdings Inc * | 3,900 | 26 | ||||||
| Conduent Inc * | 15,000 | 22 | ||||||
| Construction Partners Inc, Cl A * | 7,100 | 954 | ||||||
| Core & Main Inc, Cl A * | 30,000 | 1,625 | ||||||
| CoreCivic Inc *‡ | 15,702 | 278 | ||||||
| Covenant Logistics Group Inc, Cl A | 2,800 | 82 | ||||||
| CRA International Inc | 905 | 156 | ||||||
| Crane Co | 7,429 | 1,490 | ||||||
| CSG Systems International Inc | 4,617 | 369 | ||||||
| CSW Industrials Inc | 2,500 | 736 | ||||||
| Curtiss-Wright Corp | 5,698 | 3,990 | ||||||
| Custom Truck One Source Inc * | 11,100 | 79 | ||||||
| Deluxe Corp | 5,654 | 157 | ||||||
| Distribution Solutions Group Inc * | 1,000 | 30 | ||||||
| DNOW Inc * | 30,406 | 358 | ||||||
| Donaldson Co Inc | 17,946 | 1,665 | ||||||
| Douglas Dynamics Inc | 4,322 | 198 | ||||||
| Ducommun Inc * | 2,400 | 297 | ||||||
| DXP Enterprises Inc/TX * | 2,162 | 299 | ||||||
| Dycom Industries Inc * | 4,207 | 1,767 | ||||||
| Energy Recovery Inc * | 10,300 | 107 | ||||||
| Enerpac Tool Group Corp, Cl A | 7,542 | 308 | ||||||
| EnerSys | 5,483 | 911 | ||||||
| Ennis Inc | 5,288 | 112 | ||||||
| Enovix Corp * | 27,300 | 144 | ||||||
| Enpro Inc | 3,268 | 845 | ||||||
| Enviri Corp * | 13,828 | 262 | ||||||
| Eos Energy Enterprises Inc * | 46,600 | 265 | ||||||
| Esab Corp | 9,062 | 1,143 | ||||||
| ESCO Technologies Inc | 3,977 | 1,103 | ||||||
| Eve Holding Inc * | 10,900 | 33 | ||||||
| Everus Construction Group Inc * | 7,658 | 926 | ||||||
| ExlService Holdings Inc * | 23,815 | 744 | ||||||
| Exponent Inc | 8,172 | 595 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Falcon's Beyond Global Inc, Cl A * | 1,900 | $ | 12 | |||||
| Federal Signal Corp | 8,947 | 1,042 | ||||||
| Ferguson Enterprises Inc | 29,500 | 7,692 | ||||||
| Firefly Aerospace Inc * | 4,600 | 89 | ||||||
| First Advantage Corp * | 11,316 | 130 | ||||||
| Flowserve Corp | 19,600 | 1,735 | ||||||
| Fluence Energy Inc, Cl A * | 9,400 | 146 | ||||||
| Fluor Corp * | 24,800 | 1,297 | ||||||
| Forrester Research Inc * | 2,464 | 15 | ||||||
| Fortune Brands Innovations Inc | 18,500 | 1,005 | ||||||
| Forward Air Corp * | 2,918 | 74 | ||||||
| Franklin Covey Co * | 1,404 | 18 | ||||||
| Franklin Electric Co Inc | 5,981 | 596 | ||||||
| Frontier Group Holdings Inc * | 9,200 | 41 | ||||||
| FTAI Aviation Ltd | 15,700 | 4,801 | ||||||
| FTAI Infrastructure Inc | 19,500 | 113 | ||||||
| FTI Consulting Inc * | 4,568 | 751 | ||||||
| Gates Industrial Corp PLC * | 38,500 | 1,061 | ||||||
| GATX Corp | 5,652 | 1,041 | ||||||
| Genco Shipping & Trading Ltd | 3,100 | 75 | ||||||
| Genpact Ltd | 24,250 | 963 | ||||||
| GEO Group Inc/The * | 20,485 | 308 | ||||||
| Gibraltar Industries Inc * | 4,260 | 194 | ||||||
| Global Industrial Co | 2,900 | 96 | ||||||
| Gorman-Rupp Co/The | 3,377 | 217 | ||||||
| Graco Inc | 25,505 | 2,395 | ||||||
| Graham Corp * | 1,700 | 138 | ||||||
| Granite Construction Inc | 6,534 | 879 | ||||||
| Great Lakes Dredge & Dock Corp * | 9,080 | 154 | ||||||
| Greenbrier Cos Inc/The | 5,023 | 283 | ||||||
| Griffon Corp | 6,037 | 515 | ||||||
| GXO Logistics Inc * | 17,990 | 1,130 | ||||||
| Hayward Holdings Inc * | 29,900 | 478 | ||||||
| Healthcare Services Group Inc * | 12,139 | 264 | ||||||
| Heartland Express Inc | 9,772 | 108 | ||||||
| HEICO Corp | 6,458 | 2,063 | ||||||
| HEICO Corp, Cl A | 11,482 | 2,757 | ||||||
| Helios Technologies Inc | 5,677 | 405 | ||||||
| Herc Holdings Inc | 5,178 | 724 | ||||||
| Hertz Global Holdings Inc * | 16,700 | 76 | ||||||
| Hexcel Corp | 12,698 | 1,177 | ||||||
| Hillman Solutions Corp * | 30,200 | 248 | ||||||
| HNI Corp | 10,375 | 466 | ||||||
| Hub Group Inc, Cl A | 8,824 | 380 | ||||||
| Hudson Technologies Inc * | 5,300 | 38 | ||||||
| Huron Consulting Group Inc * | 2,411 | 341 | ||||||
| Hyliion Holdings Corp * | 27,400 | 56 | ||||||
| Hyster-Yale Inc | 2,002 | 74 | ||||||
| IBEX Holdings Ltd * | 1,200 | 35 | ||||||
| ICF International Inc | 2,668 | 222 | ||||||
| IES Holdings Inc * | 1,340 | 664 | ||||||
| Innodata Inc * | 4,500 | 199 | ||||||
| Insperity Inc | 5,724 | 127 | ||||||
| 46 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Insteel Industries Inc | 2,141 | $ | 80 | |||||
| Interface Inc, Cl A | 7,545 | 238 | ||||||
| Intuitive Machines Inc, Cl A * | 16,300 | 269 | ||||||
| ITT Inc | 12,963 | 2,624 | ||||||
| Janus International Group Inc * | 23,300 | 162 | ||||||
| JBT Marel Corp | 8,031 | 1,237 | ||||||
| JELD-WEN Holding Inc * | 14,300 | 28 | ||||||
| JetBlue Airways Corp * | 50,381 | 279 | ||||||
| Joby Aviation Inc * | 76,800 | 773 | ||||||
| Kadant Inc | 1,725 | 585 | ||||||
| Karat Packaging Inc | 1,000 | 25 | ||||||
| Karman Holdings Inc * | 7,600 | 670 | ||||||
| KBR Inc | 19,345 | 817 | ||||||
| Kelly Services Inc, Cl A | 3,895 | 38 | ||||||
| Kennametal Inc | 10,714 | 432 | ||||||
| Kforce Inc | 3,237 | 87 | ||||||
| Kirby Corp * | 8,926 | 1,159 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 24,927 | 1,568 | ||||||
| Korn Ferry | 8,458 | 530 | ||||||
| Kratos Defense & Security Solutions Inc * | 25,416 | 2,190 | ||||||
| KULR Technology Group Inc * | 5,000 | 14 | ||||||
| L B Foster Co, Cl A * | 1,000 | 31 | ||||||
| Landstar System Inc | 4,944 | 806 | ||||||
| Legalzoom.com Inc * | 19,200 | 135 | ||||||
| Legence Corp, Cl A * | 6,300 | 366 | ||||||
| Leonardo DRS Inc | 11,400 | 495 | ||||||
| Limbach Holdings Inc * | 1,600 | 146 | ||||||
| Lincoln Electric Holdings Inc | 8,133 | 2,335 | ||||||
| Lindsay Corp | 1,827 | 246 | ||||||
| Liquidity Services Inc * | 3,922 | 124 | ||||||
| Loar Holdings Inc * | 6,400 | 453 | ||||||
| LSI Industries Inc | 4,000 | 86 | ||||||
| Lyft Inc, Cl A * | 60,000 | 830 | ||||||
| Manitowoc Co Inc/The * | 5,987 | 88 | ||||||
| ManpowerGroup Inc | 7,756 | 217 | ||||||
| Marten Transport Ltd | 7,529 | 102 | ||||||
| MasTec Inc * | 9,582 | 2,856 | ||||||
| Masterbrand Inc * | 18,400 | 186 | ||||||
| Matrix Service Co * | 4,300 | 47 | ||||||
| Matson Inc | 4,952 | 823 | ||||||
| Maximus Inc | 9,016 | 682 | ||||||
| Mayville Engineering Co Inc * | 4,100 | 86 | ||||||
| McGrath RentCorp | 3,848 | 427 | ||||||
| Mercury Systems Inc * | 8,023 | 714 | ||||||
| Microvast Holdings Inc * | 29,700 | 67 | ||||||
| Middleby Corp/The * | 7,125 | 1,203 | ||||||
| Miller Industries Inc/TN | 1,011 | 42 | ||||||
| MillerKnoll Inc | 10,207 | 206 | ||||||
| Modine Manufacturing Co * | 7,974 | 1,812 | ||||||
| Montrose Environmental Group Inc * | 5,200 | 152 | ||||||
| Moog Inc, Cl A | 4,224 | 1,425 | ||||||
| MSA Safety Inc | 5,544 | 1,083 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MSC Industrial Direct Co Inc, Cl A | 6,603 | $ | 620 | |||||
| Mueller Industries Inc | 17,016 | 2,007 | ||||||
| Mueller Water Products Inc, Cl A | 24,112 | 722 | ||||||
| MYR Group Inc * | 2,379 | 642 | ||||||
| NANO Nuclear Energy Inc * | 7,000 | 186 | ||||||
| National Presto Industries Inc | 1,091 | 144 | ||||||
| Net Power Inc * | 4,200 | 8 | ||||||
| Nextpower Inc, Cl A * | 22,300 | 2,344 | ||||||
| NL Industries Inc | 2,000 | 12 | ||||||
| NPK International Inc * | 14,620 | 211 | ||||||
| NuScale Power Corp * | 18,900 | 243 | ||||||
| nVent Electric PLC | 24,300 | 2,876 | ||||||
| NWPX Infrastructure Inc * | 1,200 | 93 | ||||||
| Omega Flex Inc | 600 | 22 | ||||||
| OPENLANE Inc * | 16,029 | 457 | ||||||
| Orion Group Holdings Inc * | 5,000 | 69 | ||||||
| Oshkosh Corp | 9,717 | 1,652 | ||||||
| Owens Corning | 12,760 | 1,558 | ||||||
| Palladyne AI Corp * | 3,600 | 25 | ||||||
| Pangaea Logistics Solutions Ltd | 2,100 | 20 | ||||||
| Park Aerospace Corp | 682 | 18 | ||||||
| Park-Ohio Holdings Corp | 400 | 10 | ||||||
| Parsons Corp * | 7,900 | 521 | ||||||
| Paylocity Holding Corp * | 6,900 | 735 | ||||||
| Perma-Fix Environmental Services Inc * | 1,100 | 15 | ||||||
| Pitney Bowes Inc | 26,400 | 283 | ||||||
| Planet Labs PBC * | 37,800 | 912 | ||||||
| Plug Power Inc * | 184,700 | 331 | ||||||
| Powell Industries Inc | 1,404 | 735 | ||||||
| Power Solutions International Inc * | 1,200 | 100 | ||||||
| Preformed Line Products Co | 490 | 124 | ||||||
| Primoris Services Corp | 8,047 | 1,213 | ||||||
| Proficient Auto Logistics Inc * | 2,300 | 17 | ||||||
| Proto Labs Inc * | 4,199 | 261 | ||||||
| Quad/Graphics Inc, Cl A | 6,600 | 46 | ||||||
| Quanex Building Products Corp | 8,065 | 166 | ||||||
| QXO Inc * | 93,400 | 2,237 | ||||||
| Radiant Logistics Inc * | 500 | 4 | ||||||
| RBC Bearings Inc * | 4,755 | 2,738 | ||||||
| Red Cat Holdings Inc * | 15,100 | 176 | ||||||
| Redwire Corp * | 15,000 | 136 | ||||||
| Regal Rexnord Corp | 10,038 | 2,218 | ||||||
| Resideo Technologies Inc * | 18,900 | 731 | ||||||
| Resolute Holdings Management Inc * | 616 | 104 | ||||||
| Resources Connection Inc | 6,981 | 26 | ||||||
| Richtech Robotics Inc, Cl B * | 30,600 | 76 | ||||||
| Robert Half Inc | 14,400 | 352 | ||||||
| Rocket Lab Corp * | 63,700 | 4,402 | ||||||
| Rush Enterprises Inc, Cl A | 9,347 | 663 | ||||||
| Rush Enterprises Inc, Cl B | 1,050 | 68 | ||||||
| RXO Inc * | 24,590 | 392 | ||||||
| Ryder System Inc | 6,200 | 1,374 | ||||||
| Saia Inc * | 4,032 | 1,635 | ||||||
| SEI Institutional Investments Trust | 47 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Satellogic Inc, Cl A * | 11,500 | $ | 34 | |||||
| Schneider National Inc, Cl B | 7,000 | 199 | ||||||
| Science Applications International Corp | 7,076 | 653 | ||||||
| Sensata Technologies Holding PLC | 22,800 | 851 | ||||||
| Shoals Technologies Group Inc, Cl A * | 26,000 | 154 | ||||||
| Simpson Manufacturing Co Inc | 6,643 | 1,286 | ||||||
| SiteOne Landscape Supply Inc * | 6,700 | 957 | ||||||
| Sky Harbour Group Corp, Cl A * | 1,700 | 15 | ||||||
| SkyWest Inc * | 6,022 | 627 | ||||||
| SKYX Platforms Corp * | 7,700 | 15 | ||||||
| Spire Global Inc * | 5,000 | 44 | ||||||
| SPX Technologies Inc * | 7,194 | 1,633 | ||||||
| SS&C Technologies Holdings Inc | 32,318 | 2,433 | ||||||
| Standardaero Inc * | 29,600 | 912 | ||||||
| Standex International Corp | 1,929 | 505 | ||||||
| Sterling Infrastructure Inc * | 4,500 | 1,927 | ||||||
| Sun Country Airlines Holdings Inc * | 6,000 | 118 | ||||||
| SunPower Inc * | 7,400 | 10 | ||||||
| Sunrun Inc * | 35,910 | 476 | ||||||
| Tecnoglass Inc | 4,100 | 187 | ||||||
| Tennant Co | 3,338 | 204 | ||||||
| Terex Corp | 16,036 | 1,103 | ||||||
| Tetra Tech Inc | 41,610 | 1,491 | ||||||
| Thermon Group Holdings Inc * | 4,482 | 228 | ||||||
| TIC Solutions Inc * | 33,118 | 314 | ||||||
| Timken Co/The | 9,409 | 1,020 | ||||||
| Titan International Inc * | 8,800 | 86 | ||||||
| Titan Machinery Inc * | 4,312 | 84 | ||||||
| Toro Co/The | 14,900 | 1,473 | ||||||
| Transcat Inc * | 1,600 | 125 | ||||||
| TransUnion | 30,394 | 2,387 | ||||||
| Trex Co Inc * | 16,260 | 673 | ||||||
| TriNet Group Inc | 4,351 | 166 | ||||||
| Trinity Industries Inc | 12,042 | 412 | ||||||
| TrueBlue Inc * | 8,328 | 35 | ||||||
| TTEC Holdings Inc * | 4,227 | 11 | ||||||
| Tutor Perini Corp | 6,551 | 494 | ||||||
| UFP Industries Inc | 8,865 | 912 | ||||||
| U-Haul Holding Co * | 900 | 46 | ||||||
| U-Haul Holding Co, Cl B | 15,300 | 722 | ||||||
| UniFirst Corp/MA | 2,340 | 549 | ||||||
| Universal Logistics Holdings Inc | 1,900 | 32 | ||||||
| Upwork Inc * | 18,600 | 250 | ||||||
| V2X Inc * | 3,979 | 278 | ||||||
| Valmont Industries Inc | 3,014 | 1,386 | ||||||
| Verra Mobility Corp, Cl A * | 24,600 | 411 | ||||||
| Vertiv Holdings Co, Cl A | 58,800 | 14,988 | ||||||
| Vestis Corp | 18,250 | 144 | ||||||
| Vicor Corp * | 3,600 | 725 | ||||||
| Voyager Technologies Inc, Cl A * | 2,900 | 77 | ||||||
| VSE Corp | 4,100 | 931 | ||||||
| Wabash National Corp | 8,041 | 82 | ||||||
| Watsco Inc | 5,259 | 2,195 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Watts Water Technologies Inc, Cl A | 4,156 | $ | 1,366 | |||||
| Werner Enterprises Inc | 8,990 | 315 | ||||||
| WESCO International Inc | 7,165 | 2,074 | ||||||
| Willdan Group Inc * | 2,400 | 214 | ||||||
| Willis Lease Finance Corp | 400 | 81 | ||||||
| WillScot Holdings Corp, Cl A | 28,011 | 605 | ||||||
| Woodward Inc | 9,242 | 3,574 | ||||||
| Worthington Enterprises Inc | 4,302 | 241 | ||||||
| Xometry Inc, Cl A * | 7,000 | 287 | ||||||
| XPO Inc * | 17,890 | 3,765 | ||||||
| Zurn Elkay Water Solutions Corp | 23,726 | 1,210 | ||||||
| 250,819 | ||||||||
| Information Technology — 15.1% | ||||||||
| 8x8 Inc * | 25,314 | 54 | ||||||
| 908 Devices Inc * | 5,300 | 37 | ||||||
| A10 Networks Inc | 12,200 | 235 | ||||||
| ACI Worldwide Inc * | 15,312 | 608 | ||||||
| ACM Research Inc, Cl A * | 7,400 | 412 | ||||||
| Adeia Inc | 17,150 | 355 | ||||||
| ADTRAN Holdings Inc * | 9,597 | 98 | ||||||
| Advanced Energy Industries Inc | 5,719 | 1,919 | ||||||
| Aehr Test Systems * | 5,100 | 191 | ||||||
| Aeluma Inc * | 1,100 | 17 | ||||||
| Aeva Technologies Inc * | 4,560 | 60 | ||||||
| Agilysys Inc * | 3,700 | 267 | ||||||
| Airship AI Holdings Inc * | 2,500 | 7 | ||||||
| Alarm.com Holdings Inc * | 7,600 | 364 | ||||||
| Alkami Technology Inc * | 9,900 | 164 | ||||||
| Alpha & Omega Semiconductor Ltd * | 3,400 | 71 | ||||||
| Ambarella Inc * | 5,945 | 359 | ||||||
| Ambiq Micro Inc * | 300 | 9 | ||||||
| Amdocs Ltd | 17,168 | 1,198 | ||||||
| Amkor Technology Inc | 18,038 | 863 | ||||||
| Amplitude Inc, Cl A * | 13,700 | 100 | ||||||
| Appfolio Inc, Cl A * | 3,300 | 587 | ||||||
| Appian Corp, Cl A * | 6,000 | 160 | ||||||
| Applied Digital Corp * | 36,000 | 982 | ||||||
| Applied Optoelectronics Inc * | 9,100 | 766 | ||||||
| Arlo Technologies Inc * | 13,952 | 219 | ||||||
| Arrow Electronics Inc * | 7,825 | 1,191 | ||||||
| Arteris Inc * | 3,400 | 58 | ||||||
| Asana Inc, Cl A * | 13,000 | 92 | ||||||
| ASGN Inc * | 6,569 | 282 | ||||||
| Astera Labs Inc * | 19,600 | 2,329 | ||||||
| Atlassian Corp, Cl A * | 25,641 | 1,926 | ||||||
| Atomera Inc * | 3,500 | 18 | ||||||
| Aurora Innovation Inc, Cl A * | 187,600 | 878 | ||||||
| AvePoint Inc * | 20,900 | 225 | ||||||
| Aviat Networks Inc * | 2,100 | 53 | ||||||
| Avnet Inc | 12,299 | 810 | ||||||
| Axcelis Technologies Inc * | 5,150 | 425 | ||||||
| Backblaze Inc, Cl A * | 8,000 | 30 | ||||||
| Badger Meter Inc | 4,524 | 690 | ||||||
| 48 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bel Fuse Inc, Cl B | 1,500 | $ | 345 | |||||
| Belden Inc | 5,823 | 834 | ||||||
| Benchmark Electronics Inc | 4,930 | 285 | ||||||
| Bentley Systems Inc, Cl B | 25,100 | 917 | ||||||
| BigBear.ai Holdings Inc * | 71,300 | 282 | ||||||
| BILL Holdings Inc * | 12,277 | 546 | ||||||
| Bit Digital Inc * | 50,600 | 84 | ||||||
| Bitdeer Technologies Group, Cl A * | 14,400 | 111 | ||||||
| BK Technologies Corp * | 400 | 35 | ||||||
| Blackbaud Inc * | 5,855 | 284 | ||||||
| BlackLine Inc * | 7,900 | 278 | ||||||
| Blaize Holdings Inc, Cl A * | 7,800 | 9 | ||||||
| Blend Labs Inc, Cl A * | 38,000 | 64 | ||||||
| Box Inc, Cl A * | 22,500 | 530 | ||||||
| Braze Inc, Cl A * | 13,800 | 262 | ||||||
| C3.ai Inc, Cl A * | 16,600 | 132 | ||||||
| Calix Inc * | 9,745 | 504 | ||||||
| CCC Intelligent Solutions Holdings Inc * | 85,300 | 497 | ||||||
| Cerence Inc * | 6,710 | 53 | ||||||
| CEVA Inc * | 4,538 | 95 | ||||||
| Cipher Digital Inc * | 51,700 | 807 | ||||||
| Circle Internet Group Inc, Cl A * | 7,100 | 592 | ||||||
| Cirrus Logic Inc * | 8,195 | 1,156 | ||||||
| Cleanspark Inc * | 41,700 | 415 | ||||||
| Clear Secure Inc, Cl A | 12,600 | 613 | ||||||
| Clearfield Inc * | 2,600 | 82 | ||||||
| Clearwater Analytics Holdings Inc, Cl A * | 44,158 | 1,033 | ||||||
| Climb Global Solutions Inc | 700 | 66 | ||||||
| Cloudflare Inc, Cl A * | 48,400 | 8,334 | ||||||
| Cognex Corp | 25,616 | 1,393 | ||||||
| Coherent Corp * | 23,901 | 6,189 | ||||||
| Cohu Inc * | 7,536 | 228 | ||||||
| Commerce.com Inc * | 14,700 | 41 | ||||||
| CommVault Systems Inc * | 6,684 | 569 | ||||||
| Confluent Inc, Cl A * | 45,800 | 1,405 | ||||||
| Consensus Cloud Solutions Inc * | 3,585 | 108 | ||||||
| Core Scientific Inc * | 46,500 | 789 | ||||||
| Corsair Gaming Inc * | 6,200 | 34 | ||||||
| Crane NXT Co | 7,629 | 368 | ||||||
| Credo Technology Group Holding Ltd * | 23,300 | 2,616 | ||||||
| CS Disco Inc * | 5,000 | 16 | ||||||
| CTS Corp | 4,045 | 213 | ||||||
| Daily Journal Corp * | 200 | 102 | ||||||
| Daktronics Inc * | 5,300 | 137 | ||||||
| Diebold Nixdorf Inc * | 4,200 | 336 | ||||||
| Digi International Inc * | 5,701 | 278 | ||||||
| Digimarc Corp * | 2,876 | 13 | ||||||
| Digital Turbine Inc * | 17,000 | 69 | ||||||
| DigitalOcean Holdings Inc * | 10,200 | 572 | ||||||
| Diodes Inc * | 7,142 | 487 | ||||||
| DocuSign Inc, Cl A * | 31,480 | 1,419 | ||||||
| Dolby Laboratories Inc, Cl A | 9,804 | 653 | ||||||
| Domo Inc, Cl B * | 6,432 | 23 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dropbox Inc, Cl A * | 27,500 | $ | 687 | |||||
| DXC Technology Co * | 26,300 | 331 | ||||||
| Dynatrace Inc * | 45,200 | 1,624 | ||||||
| Eastman Kodak Co * | 9,600 | 70 | ||||||
| eGain Corp * | 4,900 | 46 | ||||||
| Elastic NV * | 14,700 | 765 | ||||||
| Enphase Energy Inc * | 19,400 | 820 | ||||||
| Entegris Inc | 23,430 | 3,103 | ||||||
| ePlus Inc | 4,276 | 345 | ||||||
| EverCommerce Inc * | 1,400 | 16 | ||||||
| Evolv Technologies Holdings Inc * | 20,500 | 109 | ||||||
| Expensify Inc, Cl A * | 6,100 | 6 | ||||||
| Extreme Networks Inc * | 19,187 | 268 | ||||||
| Fastly Inc, Cl A * | 21,500 | 411 | ||||||
| Five9 Inc * | 11,600 | 202 | ||||||
| Flex Ltd * | 56,500 | 3,561 | ||||||
| FormFactor Inc * | 12,019 | 1,188 | ||||||
| Frequency Electronics Inc * | 700 | 35 | ||||||
| Freshworks Inc, Cl A * | 32,100 | 251 | ||||||
| Gitlab Inc, Cl A * | 22,400 | 589 | ||||||
| GlobalFoundries Inc * | 16,700 | 794 | ||||||
| Globant SA * | 6,400 | 318 | ||||||
| GPGI Inc, Cl A | 10,100 | 227 | ||||||
| Grid Dynamics Holdings Inc * | 11,000 | 74 | ||||||
| Guidewire Software Inc * | 13,069 | 1,899 | ||||||
| Hackett Group Inc/The | 3,700 | 51 | ||||||
| Harmonic Inc * | 16,994 | 181 | ||||||
| HubSpot Inc * | 7,853 | 2,077 | ||||||
| I3 Verticals Inc, Cl A * | 4,600 | 103 | ||||||
| Ichor Holdings Ltd * | 5,400 | 257 | ||||||
| Immersion Corp | 5,700 | 35 | ||||||
| Impinj Inc * | 4,300 | 527 | ||||||
| Information Services Group Inc | 8,000 | 38 | ||||||
| Ingram Micro Holding Corp | 3,800 | 79 | ||||||
| Inseego Corp * | 1,100 | 14 | ||||||
| Insight Enterprises Inc * | 4,398 | 367 | ||||||
| Intapp Inc * | 8,300 | 186 | ||||||
| InterDigital Inc | 4,057 | 1,487 | ||||||
| IonQ Inc * | 51,200 | 1,965 | ||||||
| IPG Photonics Corp * | 3,800 | 500 | ||||||
| Itron Inc * | 6,811 | 640 | ||||||
| Kaltura Inc * | 7,600 | 11 | ||||||
| Kimball Electronics Inc * | 4,593 | 115 | ||||||
| Knowles Corp * | 14,600 | 397 | ||||||
| Kopin Corp * | 21,500 | 47 | ||||||
| Kyndryl Holdings Inc * | 35,400 | 436 | ||||||
| Lattice Semiconductor Corp * | 21,462 | 2,052 | ||||||
| Life360 Inc * | 3,600 | 190 | ||||||
| Littelfuse Inc | 3,911 | 1,378 | ||||||
| LiveRamp Holdings Inc * | 10,174 | 276 | ||||||
| Lumentum Holdings Inc * | 10,870 | 7,619 | ||||||
| MACOM Technology Solutions Holdings Inc * | 9,725 | 2,413 | ||||||
| Manhattan Associates Inc * | 9,480 | 1,284 | ||||||
| SEI Institutional Investments Trust | 49 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MARA Holdings Inc * | 55,500 | $ | 496 | |||||
| Marvell Technology Inc | 133,612 | 10,915 | ||||||
| MaxLinear Inc, Cl A * | 13,444 | 234 | ||||||
| Methode Electronics Inc | 6,784 | 57 | ||||||
| MicroVision Inc * | 35,100 | 27 | ||||||
| Mirion Technologies Inc, Cl A * | 36,800 | 795 | ||||||
| Mitek Systems Inc * | 9,100 | 133 | ||||||
| MKS Inc | 10,223 | 2,499 | ||||||
| MongoDB Inc, Cl A * | 12,160 | 3,994 | ||||||
| M-Tron Industries Inc * | 200 | 13 | ||||||
| N-able Inc/US * | 11,350 | 50 | ||||||
| Napco Security Technologies Inc | 5,600 | 261 | ||||||
| Navitas Semiconductor Corp, Cl A * | 22,900 | 206 | ||||||
| nCino Inc * | 17,800 | 287 | ||||||
| NCR Voyix Corp * | 19,983 | 153 | ||||||
| Neonode Inc * | 1,500 | 3 | ||||||
| NETGEAR Inc * | 3,492 | 72 | ||||||
| NetScout Systems Inc * | 9,558 | 279 | ||||||
| NextNav Inc * | 13,200 | 212 | ||||||
| nLight Inc * | 6,300 | 354 | ||||||
| Novanta Inc * | 5,462 | 734 | ||||||
| Nutanix Inc, Cl A * | 40,200 | 1,539 | ||||||
| NVE Corp | 900 | 62 | ||||||
| Okta Inc, Cl A * | 25,804 | 1,871 | ||||||
| ON24 Inc * | 6,100 | 49 | ||||||
| OneSpan Inc | 3,002 | 33 | ||||||
| Onto Innovation Inc * | 7,472 | 1,613 | ||||||
| Ooma Inc * | 5,400 | 67 | ||||||
| OSI Systems Inc * | 2,368 | 675 | ||||||
| Ouster Inc * | 7,600 | 144 | ||||||
| Pagaya Technologies Ltd, Cl A * | 6,600 | 74 | ||||||
| PagerDuty Inc * | 13,915 | 98 | ||||||
| PAR Technology Corp * | 5,800 | 95 | ||||||
| PC Connection Inc | 1,631 | 99 | ||||||
| PDF Solutions Inc * | 5,153 | 174 | ||||||
| Pegasystems Inc | 13,072 | 572 | ||||||
| Penguin Solutions Inc * | 8,600 | 179 | ||||||
| Photronics Inc * | 9,129 | 342 | ||||||
| Plexus Corp * | 4,128 | 801 | ||||||
| Porch Group Inc * | 11,700 | 96 | ||||||
| Power Integrations Inc | 8,378 | 401 | ||||||
| Powerfleet Inc NJ * | 17,600 | 63 | ||||||
| Procore Technologies Inc * | 18,100 | 996 | ||||||
| Progress Software Corp * | 6,658 | 279 | ||||||
| Pure Storage Inc, Cl A * | 47,600 | 3,057 | ||||||
| Q2 Holdings Inc * | 9,300 | 448 | ||||||
| Qorvo Inc * | 12,600 | 1,045 | ||||||
| Qualys Inc * | 5,400 | 499 | ||||||
| Quantum Computing Inc * | 33,400 | 281 | ||||||
| Rackspace Technology Inc * | 11,600 | 23 | ||||||
| Ralliant Corp | 17,200 | 789 | ||||||
| Rambus Inc * | 16,310 | 1,625 | ||||||
| Rapid7 Inc * | 9,700 | 60 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Red Violet Inc * | 1,500 | $ | 65 | |||||
| ReposiTrak Inc | 3,400 | 30 | ||||||
| Rezolve AI PLC * | 25,300 | 59 | ||||||
| Ribbon Communications Inc * | 13,520 | 30 | ||||||
| Rigetti Computing Inc * | 50,100 | 873 | ||||||
| Rimini Street Inc * | 10,000 | 37 | ||||||
| RingCentral Inc, Cl A * | 13,500 | 492 | ||||||
| Riot Platforms Inc * | 55,500 | 904 | ||||||
| Rogers Corp * | 3,093 | 334 | ||||||
| Rubrik Inc, Cl A * | 20,400 | 1,060 | ||||||
| Sailpoint Inc * | 9,100 | 128 | ||||||
| Samsara Inc, Cl A * | 49,300 | 1,425 | ||||||
| Sanmina Corp * | 7,766 | 1,206 | ||||||
| ScanSource Inc * | 3,396 | 125 | ||||||
| SEMrush Holdings Inc, Cl A * | 6,900 | 82 | ||||||
| Semtech Corp * | 13,075 | 1,180 | ||||||
| SentinelOne Inc, Cl A * | 44,500 | 584 | ||||||
| Silicon Laboratories Inc * | 4,982 | 1,019 | ||||||
| SiTime Corp * | 3,340 | 1,329 | ||||||
| SkyWater Technology Inc * | 4,200 | 124 | ||||||
| Snowflake Inc, Cl A * | 50,700 | 8,538 | ||||||
| SoundHound AI Inc, Cl A * | 55,900 | 481 | ||||||
| SoundThinking Inc * | 1,400 | 10 | ||||||
| Sprinklr Inc, Cl A * | 17,700 | 103 | ||||||
| Sprout Social Inc, Cl A * | 8,600 | 55 | ||||||
| SPS Commerce Inc * | 5,658 | 320 | ||||||
| Strategy Inc, Cl A * | 41,370 | 5,357 | ||||||
| Synaptics Inc * | 5,887 | 480 | ||||||
| TD SYNNEX Corp | 11,781 | 1,847 | ||||||
| Telos Corp * | 4,900 | 20 | ||||||
| Tenable Holdings Inc * | 18,100 | 348 | ||||||
| Teradata Corp * | 14,700 | 463 | ||||||
| Terawulf Inc * | 48,900 | 793 | ||||||
| TSS Inc/MD * | 2,700 | 28 | ||||||
| TTM Technologies Inc * | 15,287 | 1,594 | ||||||
| Tucows Inc, Cl A * | 2,200 | 40 | ||||||
| Turtle Beach Corp * | 2,800 | 35 | ||||||
| Twilio Inc, Cl A * | 21,742 | 2,630 | ||||||
| Ubiquiti Inc | 640 | 491 | ||||||
| UiPath Inc, Cl A * | 62,800 | 674 | ||||||
| Ultra Clean Holdings Inc * | 6,352 | 385 | ||||||
| Unisys Corp * | 15,183 | 37 | ||||||
| Unity Software Inc * | 49,500 | 902 | ||||||
| Universal Display Corp | 6,651 | 710 | ||||||
| Varonis Systems Inc, Cl B * | 18,700 | 432 | ||||||
| Veeco Instruments Inc * | 9,110 | 278 | ||||||
| Vertex Inc, Cl A * | 9,800 | 142 | ||||||
| Via Transportation Inc, Cl A * | 2,300 | 39 | ||||||
| Viant Technology Inc, Cl A * | 2,600 | 26 | ||||||
| Viasat Inc * | 19,756 | 904 | ||||||
| Viavi Solutions Inc * | 33,400 | 992 | ||||||
| Vishay Intertechnology Inc | 19,817 | 371 | ||||||
| Vishay Precision Group Inc * | 1,164 | 54 | ||||||
| 50 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Vistance Networks Inc * | 35,000 | $ | 615 | |||||
| Vontier Corp | 22,400 | 917 | ||||||
| Vuzix Corp * | 8,200 | 24 | ||||||
| Weave Communications Inc * | 7,300 | 37 | ||||||
| Whitefiber Inc * | 1,300 | 22 | ||||||
| Workiva Inc, Cl A * | 7,500 | 462 | ||||||
| Xerox Holdings Corp | 18,000 | 32 | ||||||
| Xperi Inc * | 9,580 | 59 | ||||||
| Yext Inc * | 13,600 | 77 | ||||||
| Zeta Global Holdings Corp, Cl A * | 28,000 | 475 | ||||||
| Zoom Communications Inc, Cl A * | 40,921 | 3,026 | ||||||
| Zscaler Inc * | 15,320 | 2,252 | ||||||
| 187,462 | ||||||||
| Materials — 4.2% | ||||||||
| AdvanSix Inc | 4,100 | 73 | ||||||
| Alcoa Corp | 39,200 | 2,434 | ||||||
| Alpha Metallurgical Resources Inc * | 1,800 | 293 | ||||||
| American Battery Technology Co * | 15,000 | 55 | ||||||
| American Vanguard Corp * | 6,799 | 31 | ||||||
| AptarGroup Inc | 10,266 | 1,475 | ||||||
| Ardagh Metal Packaging SA | 18,100 | 88 | ||||||
| Arq Inc * | 2,500 | 9 | ||||||
| Ashland Inc | 7,408 | 462 | ||||||
| ASP Isotopes Inc * | 12,700 | 68 | ||||||
| Aspen Aerogels Inc * | 9,600 | 30 | ||||||
| Avient Corp | 13,932 | 572 | ||||||
| Axalta Coating Systems Ltd * | 32,400 | 1,082 | ||||||
| Balchem Corp | 4,888 | 887 | ||||||
| Cabot Corp | 8,132 | 619 | ||||||
| Celanese Corp, Cl A | 16,500 | 824 | ||||||
| Century Aluminum Co * | 7,497 | 387 | ||||||
| Chemours Co/The | 24,200 | 441 | ||||||
| Clearwater Paper Corp * | 2,651 | 40 | ||||||
| Cleveland-Cliffs Inc * | 87,621 | 934 | ||||||
| Coeur Mining Inc * | 99,661 | 2,706 | ||||||
| Commercial Metals Co | 16,941 | 1,242 | ||||||
| Compass Minerals International Inc * | 4,740 | 119 | ||||||
| Constellium SE, Cl A * | 19,600 | 488 | ||||||
| Contango ORE Inc * | 800 | 24 | ||||||
| Crown Holdings Inc | 17,851 | 2,046 | ||||||
| Dakota Gold Corp * | 12,800 | 89 | ||||||
| Eagle Materials Inc | 4,983 | 1,115 | ||||||
| Eastman Chemical Co | 17,200 | 1,299 | ||||||
| Ecovyst Inc * | 19,100 | 215 | ||||||
| Element Solutions Inc | 33,800 | 1,186 | ||||||
| Ferroglobe PLC | 17,800 | 91 | ||||||
| Flotek Industries Inc * | 2,000 | 31 | ||||||
| FMC Corp | 18,700 | 276 | ||||||
| Graphic Packaging Holding Co | 44,017 | 538 | ||||||
| Greif Inc, Cl A | 3,419 | 248 | ||||||
| Greif Inc, Cl B | 1,200 | 105 | ||||||
| Hawkins Inc | 2,746 | 409 | ||||||
| HB Fuller Co | 8,633 | 567 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hecla Mining Co | 96,168 | $ | 2,396 | |||||
| Huntsman Corp | 23,924 | 303 | ||||||
| Idaho Strategic Resources Inc * | 2,800 | 121 | ||||||
| Ingevity Corp * | 5,400 | 389 | ||||||
| Innospec Inc | 3,813 | 292 | ||||||
| Intrepid Potash Inc * | 1,860 | 69 | ||||||
| Ivanhoe Electric Inc / US * | 18,100 | 311 | ||||||
| James Hardie Industries PLC * | 22,424 | 546 | ||||||
| Kaiser Aluminum Corp | 2,754 | 358 | ||||||
| Knife River Corp * | 9,183 | 817 | ||||||
| Koppers Holdings Inc | 2,573 | 97 | ||||||
| Kronos Worldwide Inc | 5,084 | 30 | ||||||
| Louisiana-Pacific Corp | 9,542 | 809 | ||||||
| LSB Industries Inc * | 8,300 | 96 | ||||||
| Magnera Corp * | 5,000 | 65 | ||||||
| Materion Corp | 2,974 | 485 | ||||||
| Mativ Holdings Inc | 10,288 | 112 | ||||||
| Metallus Inc * | 5,104 | 87 | ||||||
| Minerals Technologies Inc | 5,424 | 383 | ||||||
| MP Materials Corp * | 20,800 | 1,224 | ||||||
| Myers Industries Inc | 7,018 | 157 | ||||||
| NewMarket Corp | 897 | 562 | ||||||
| NioCorp Developments Ltd * | 21,100 | 112 | ||||||
| O-I Glass Inc * | 24,300 | 326 | ||||||
| Olin Corp | 18,416 | 467 | ||||||
| PERIMETER SOLUTIONS INC * | 22,100 | 519 | ||||||
| Perpetua Resources Corp * | 12,700 | 468 | ||||||
| PureCycle Technologies Inc * | 19,100 | 121 | ||||||
| Quaker Chemical Corp | 1,934 | 284 | ||||||
| Ramaco Resources Inc, Cl A * | 8,100 | 123 | ||||||
| Ranpak Holdings Corp, Cl A * | 8,300 | 42 | ||||||
| Rayonier Advanced Materials Inc * | 13,917 | 132 | ||||||
| Reliance Inc | 8,118 | 2,562 | ||||||
| Royal Gold Inc | 12,502 | 3,748 | ||||||
| RPM International Inc | 19,588 | 2,235 | ||||||
| Ryerson Holding Corp | 8,196 | 214 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 6,859 | 481 | ||||||
| Sealed Air Corp | 21,900 | 917 | ||||||
| Sensient Technologies Corp | 6,435 | 653 | ||||||
| Silgan Holdings Inc | 14,360 | 690 | ||||||
| Solesence Inc * | 4,100 | 5 | ||||||
| Solstice Advanced Materials Inc | 24,000 | 1,884 | ||||||
| Sonoco Products Co | 14,821 | 837 | ||||||
| Stepan Co | 2,825 | 144 | ||||||
| SunCoke Energy Inc | 9,446 | 54 | ||||||
| Sylvamo Corp | 5,000 | 232 | ||||||
| Tredegar Corp * | 5,341 | 49 | ||||||
| TriMas Corp | 3,976 | 155 | ||||||
| Trinseo PLC | 5,200 | 1 | ||||||
| Tronox Holdings PLC | 20,000 | 150 | ||||||
| United States Antimony Corp * | 16,900 | 151 | ||||||
| United States Lime & Minerals Inc | 1,500 | 171 | ||||||
| US Gold Corp * | 1,300 | 28 | ||||||
| SEI Institutional Investments Trust | 51 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| USA Rare Earth Inc * | 15,300 | $ | 289 | |||||
| Valhi Inc | 500 | 7 | ||||||
| Warrior Met Coal Inc | 8,200 | 683 | ||||||
| Westlake Corp | 5,310 | 560 | ||||||
| Worthington Steel Inc | 5,702 | 237 | ||||||
| 53,038 | ||||||||
| Real Estate — 5.1% | ||||||||
| Acadia Realty Trust ‡ | 21,539 | 451 | ||||||
| Agree Realty Corp ‡ | 17,947 | 1,444 | ||||||
| AH Realty Trust Inc ‡ | 13,800 | 86 | ||||||
| Alexander & Baldwin Inc ‡ | 10,291 | 214 | ||||||
| Alexander's Inc ‡ | 188 | 44 | ||||||
| American Assets Trust Inc ‡ | 7,791 | 152 | ||||||
| American Healthcare REIT Inc ‡ | 26,600 | 1,390 | ||||||
| American Homes 4 Rent, Cl A ‡ | 53,800 | 1,614 | ||||||
| Americold Realty Trust Inc ‡ | 43,000 | 576 | ||||||
| Apple Hospitality REIT Inc ‡ | 34,500 | 423 | ||||||
| Braemar Hotels & Resorts Inc ‡ | 13,600 | 40 | ||||||
| Brandywine Realty Trust ‡ | 18,539 | 59 | ||||||
| Brixmor Property Group Inc ‡ | 48,400 | 1,465 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 29,800 | 578 | ||||||
| BRT Apartments Corp ‡ | 2,400 | 35 | ||||||
| CareTrust REIT Inc ‡ | 35,353 | 1,436 | ||||||
| CBL & Associates Properties Inc ‡ | 3,700 | 140 | ||||||
| Centerspace ‡ | 2,403 | 151 | ||||||
| Chatham Lodging Trust ‡ | 2,635 | 20 | ||||||
| Chiron Real Estate Inc ‡ | 2,540 | 88 | ||||||
| Clipper Realty Inc ‡ | 3,500 | 11 | ||||||
| Community Healthcare Trust Inc ‡ | 4,000 | 68 | ||||||
| Compass Inc, Cl A * | 96,586 | 942 | ||||||
| COPT Defense Properties ‡ | 18,630 | 592 | ||||||
| Cousins Properties Inc ‡ | 24,445 | 566 | ||||||
| CTO Realty Growth Inc ‡ | 3,154 | 61 | ||||||
| CubeSmart ‡ | 35,922 | 1,478 | ||||||
| Curbline Properties Corp ‡ | 15,602 | 434 | ||||||
| Cushman & Wakefield Ltd * | 37,700 | 506 | ||||||
| DiamondRock Hospitality Co ‡ | 28,707 | 288 | ||||||
| Diversified Healthcare Trust ‡ | 38,507 | 260 | ||||||
| Douglas Elliman Inc * | 7,300 | 17 | ||||||
| Douglas Emmett Inc ‡ | 25,085 | 248 | ||||||
| Easterly Government Properties Inc, Cl A ‡ | 5,040 | 117 | ||||||
| EastGroup Properties Inc ‡ | 8,385 | 1,646 | ||||||
| Empire State Realty Trust Inc, Cl A ‡ | 17,400 | 102 | ||||||
| EPR Properties ‡ | 11,751 | 698 | ||||||
| Equity LifeStyle Properties Inc ‡ | 30,164 | 2,026 | ||||||
| Essential Properties Realty Trust Inc ‡ | 29,800 | 1,011 | ||||||
| eXp World Holdings Inc | 13,900 | 97 | ||||||
| Farmland Partners Inc ‡ | 3,700 | 48 | ||||||
| Fermi Inc *‡ | 8,200 | 82 | ||||||
| First Industrial Realty Trust Inc ‡ | 20,353 | 1,285 | ||||||
| Forestar Group Inc * | 3,867 | 111 | ||||||
| Four Corners Property Trust Inc ‡ | 15,119 | 386 | ||||||
| FRP Holdings Inc * | 2,176 | 52 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Gaming and Leisure Properties Inc ‡ | 41,931 | $ | 2,051 | |||||
| Getty Realty Corp ‡ | 6,989 | 229 | ||||||
| Gladstone Commercial Corp ‡ | 8,519 | 106 | ||||||
| Gladstone Land Corp ‡ | 7,000 | 86 | ||||||
| Global Net Lease Inc ‡ | 33,062 | 311 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 49,505 | 913 | ||||||
| Highwoods Properties Inc ‡ | 16,368 | 368 | ||||||
| Howard Hughes Holdings Inc * | 5,017 | 363 | ||||||
| Hudson Pacific Properties Inc *‡ | 6,810 | 49 | ||||||
| Independence Realty Trust Inc ‡ | 37,801 | 626 | ||||||
| Industrial Logistics Properties Trust ‡ | 10,700 | 63 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 4,400 | 233 | ||||||
| InvenTrust Properties Corp ‡ | 13,300 | 415 | ||||||
| JBG SMITH Properties ‡ | 7,700 | 117 | ||||||
| Jones Lang LaSalle Inc * | 7,167 | 2,262 | ||||||
| Kennedy-Wilson Holdings Inc | 15,729 | 171 | ||||||
| Kilroy Realty Corp ‡ | 17,743 | 529 | ||||||
| Kite Realty Group Trust ‡ | 34,921 | 910 | ||||||
| Lamar Advertising Co, Cl A ‡ | 13,197 | 1,818 | ||||||
| Lineage Inc ‡ | 10,000 | 405 | ||||||
| LTC Properties Inc ‡ | 6,117 | 243 | ||||||
| LXP Industrial Trust ‡ | 9,038 | 448 | ||||||
| Macerich Co/The ‡ | 39,545 | 809 | ||||||
| Marcus & Millichap Inc | 2,700 | 71 | ||||||
| Medical Properties Trust Inc ‡ | 75,162 | 433 | ||||||
| Millrose Properties Inc ‡ | 24,300 | 762 | ||||||
| National Health Investors Inc ‡ | 7,264 | 611 | ||||||
| National Storage Affiliates Trust ‡ | 10,400 | 364 | ||||||
| NET Lease Office Properties ‡ | 2,895 | 39 | ||||||
| NETSTREIT Corp ‡ | 10,800 | 224 | ||||||
| Newmark Group Inc, Cl A | 24,705 | 359 | ||||||
| NexPoint Residential Trust Inc ‡ | 2,600 | 73 | ||||||
| NNN REIT Inc ‡ | 29,743 | 1,348 | ||||||
| Omega Healthcare Investors Inc ‡ | 44,357 | 2,141 | ||||||
| One Liberty Properties Inc ‡ | 3,662 | 86 | ||||||
| Outfront Media Inc ‡ | 22,208 | 640 | ||||||
| Park Hotels & Resorts Inc ‡ | 30,859 | 349 | ||||||
| Peakstone Realty Trust ‡ | 5,500 | 115 | ||||||
| Pebblebrook Hotel Trust ‡ | 19,625 | 252 | ||||||
| Phillips Edison & Co Inc ‡ | 19,000 | 746 | ||||||
| Piedmont Realty Trust Inc, Cl A ‡ | 20,266 | 154 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 2,600 | 54 | ||||||
| Rayonier Inc ‡ | 45,178 | 971 | ||||||
| RE/MAX Holdings Inc, Cl A * | 4,200 | 26 | ||||||
| Rexford Industrial Realty Inc ‡ | 35,500 | 1,330 | ||||||
| RLJ Lodging Trust ‡ | 21,954 | 176 | ||||||
| RMR Group Inc/The, Cl A | 1,070 | 17 | ||||||
| Ryman Hospitality Properties Inc ‡ | 9,160 | 905 | ||||||
| Sabra Health Care REIT Inc ‡ | 36,520 | 750 | ||||||
| Safehold Inc ‡ | 6,727 | 109 | ||||||
| Saul Centers Inc ‡ | 1,744 | 59 | ||||||
| Seaport Entertainment Group Inc * | 1,288 | 30 | ||||||
| Service Properties Trust ‡ | 28,741 | 66 | ||||||
| 52 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sila Realty Trust Inc ‡ | 8,300 | $ | 214 | |||||
| SITE Centers Corp ‡ | 7,801 | 48 | ||||||
| SL Green Realty Corp ‡ | 10,383 | 383 | ||||||
| Smartstop Self Storage REIT Inc ‡ | 4,200 | 140 | ||||||
| St Joe Co/The | 6,300 | 455 | ||||||
| STAG Industrial Inc ‡ | 29,056 | 1,140 | ||||||
| Stratus Properties Inc * | 1,200 | 37 | ||||||
| Summit Hotel Properties Inc ‡ | 13,929 | 63 | ||||||
| Sun Communities Inc ‡ | 18,721 | 2,555 | ||||||
| Sunstone Hotel Investors Inc ‡ | 23,938 | 222 | ||||||
| Tanger Inc ‡ | 18,149 | 673 | ||||||
| Tejon Ranch Co * | 4,876 | 86 | ||||||
| Terreno Realty Corp ‡ | 16,163 | 1,068 | ||||||
| UMH Properties Inc ‡ | 12,600 | 190 | ||||||
| Universal Health Realty Income Trust ‡ | 1,116 | 49 | ||||||
| Urban Edge Properties ‡ | 19,700 | 419 | ||||||
| Veris Residential Inc ‡ | 12,567 | 237 | ||||||
| Vornado Realty Trust ‡ | 26,600 | 734 | ||||||
| Whitestone REIT, Cl B ‡ | 8,077 | 123 | ||||||
| WP Carey Inc ‡ | 33,900 | 2,531 | ||||||
| Xenia Hotels & Resorts Inc ‡ | 13,400 | 205 | ||||||
| Zillow Group Inc, Cl A * | 7,891 | 353 | ||||||
| Zillow Group Inc, Cl C * | 24,697 | 1,102 | ||||||
| 63,350 | ||||||||
| Utilities — 1.9% | ||||||||
| American States Water Co | 5,774 | 430 | ||||||
| Avista Corp | 11,952 | 485 | ||||||
| Black Hills Corp | 10,802 | 796 | ||||||
| Cadiz Inc * | 4,900 | 25 | ||||||
| California Water Service Group | 9,041 | 408 | ||||||
| Chesapeake Utilities Corp | 3,815 | 519 | ||||||
| Clearway Energy Inc, Cl A | 4,500 | 162 | ||||||
| Clearway Energy Inc, Cl C | 12,500 | 479 | ||||||
| Consolidated Water Co Ltd | 3,100 | 117 | ||||||
| Essential Utilities Inc | 43,437 | 1,736 | ||||||
| Genie Energy Ltd, Cl B | 3,200 | 47 | ||||||
| Global Water Resources Inc | 2,800 | 26 | ||||||
| H2O America | 4,764 | 256 | ||||||
| Hallador Energy Co * | 4,400 | 80 | ||||||
| Hawaiian Electric Industries Inc * | 27,658 | 428 | ||||||
| IDACORP Inc, Cl Rights | 8,124 | 1,170 | ||||||
| MDU Resources Group Inc | 30,532 | 631 | ||||||
| MGE Energy Inc | 5,314 | 436 | ||||||
| Middlesex Water Co | 2,901 | 157 | ||||||
| Montauk Renewables Inc * | 11,500 | 18 | ||||||
| National Fuel Gas Co | 13,688 | 1,246 | ||||||
| New Jersey Resources Corp | 15,594 | 846 | ||||||
| Northwest Natural Holding Co | 6,876 | 365 | ||||||
| Northwestern Energy Group Inc | 9,946 | 696 | ||||||
| OGE Energy Corp | 31,076 | 1,527 | ||||||
| Oklo Inc, Cl A * | 17,000 | 1,070 | ||||||
| ONE Gas Inc | 8,800 | 769 | ||||||
| Ormat Technologies Inc | 9,634 | 999 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Otter Tail Corp | 5,746 | $ | 489 | |||||
| Portland General Electric Co | 17,600 | 950 | ||||||
| Pure Cycle Corp * | 5,900 | 62 | ||||||
| Southwest Gas Holdings Inc | 9,641 | 850 | ||||||
| Spire Inc | 8,903 | 816 | ||||||
| Talen Energy Corp * | 7,080 | 2,626 | ||||||
| TXNM Energy Inc | 15,317 | 904 | ||||||
| UGI Corp | 34,096 | 1,276 | ||||||
| Unitil Corp | 3,258 | 170 | ||||||
| York Water Co/The | 2,952 | 97 | ||||||
| 24,164 | ||||||||
| Total United States | 1,151,722 | |||||||
| Total Common Stock | ||||||||
| (Cost $698,847) ($ Thousands) | 1,220,420 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| United States — 0.0% | ||||||||
| Empire Petroleum, Expires 03/02/2026 * | 1,033 | – | ||||||
| Novartis AG CVR *‡‡ | 21,360 | 11 | ||||||
| Pfizer Inc CVR *‡‡(A) | 8,200 | 40 | ||||||
| Tobira Therapeutics CVR, Expires | ||||||||
| 12/31/2028 *(A) | 2,300 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 51 | |||||||
| Shares | ||||||||
| REGISTERED INVESTMENT COMPANY — 0.0% | ||||||||
| NexPoint Diversified Real Estate Trust | 7,596 | 34 | ||||||
| Total Registered Investment Company | ||||||||
| (Cost $80) ($ Thousands) | 34 | |||||||
| CASH EQUIVALENT — 1.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 21,845,264 | 21,845 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $21,845) ($ Thousands) | 21,845 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $720,772) ($ Thousands) | $ | 1,242,350 | ||||||
| SEI Institutional Investments Trust | 53 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Extended Market Index Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation/(Depreciation) (Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| Russell 2000 Index E-MINI | 84 | Mar-2026 | $ | 11,095 | $ | 11,066 | $ | (29 | ) | ||||||||
| S&P 500 Index E-MINI | 6 | Mar-2026 | 2,070 | 2,067 | (3 | ) | |||||||||||
| S&P Mid Cap 400 Index E-MINI | 13 | Mar-2026 | 4,556 | 4,651 | 95 | ||||||||||||
| $ | 17,721 | $ | 17,784 | $ | 63 | ||||||||||||
Percentages are based on Net Assets of $1,244,472 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ‡ | Real Estate Investment Trust. |
| † | Investment in Affiliated Security. |
| ‡‡ | Expiration date not available. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Investments Co | $ | 1,383 | $ | 135 | $ | (125 | ) | $ | — | $ | (74 | ) | $ | 1,319 | $ | 17 | $ | 1 | ||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | 15,646 | 131,687 | (125,488 | ) | — | — | 21,845 | 475 | — | |||||||||||||||||||||||
| Totals | $ | 17,029 | $ | 131,822 | $ | (125,613 | ) | $ | – | $ | (74 | ) | $ | 23,164 | $ | 492 | $ | 1 | ||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 54 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 97.8% | ||||||||
| Communication Services — 2.3% | ||||||||
| AMC Networks Inc, Cl A * | 9,100 | $ | 74 | |||||
| Anterix Inc * | 3,640 | 134 | ||||||
| ATN International Inc | 2,772 | 80 | ||||||
| CuriosityStream Inc | 105,418 | 356 | ||||||
| EverQuote Inc, Cl A * | 8,099 | 128 | ||||||
| Gogo Inc * | 12,520 | 53 | ||||||
| Gray Media Inc | 11,650 | 60 | ||||||
| Grindr Inc * | 18,820 | 214 | ||||||
| IMAX Corp * | 8,275 | 354 | ||||||
| Match Group Inc | 11,700 | 370 | ||||||
| New York Times Co/The, Cl A | 5,098 | 407 | ||||||
| Nexstar Media Group Inc, Cl A | 4,281 | 1,075 | ||||||
| Nextdoor Holdings Inc * | 17,800 | 31 | ||||||
| Playstudios Inc * | 87,926 | 45 | ||||||
| Playtika Holding Corp | 17,700 | 55 | ||||||
| Shutterstock Inc | 5,100 | 86 | ||||||
| Sinclair Inc | 1,700 | 28 | ||||||
| TEGNA Inc | 12,000 | 251 | ||||||
| Uniti Group Inc * | 20,718 | 152 | ||||||
| Yelp Inc, Cl A * | 10,300 | 230 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 22,500 | 140 | ||||||
| 4,323 | ||||||||
| Consumer Discretionary — 9.2% | ||||||||
| Academy Sports & Outdoors Inc | 6,900 | 415 | ||||||
| ADT Inc | 84,200 | 675 | ||||||
| American Eagle Outfitters Inc | 10,900 | 268 | ||||||
| Arhaus Inc, Cl A * | 6,990 | 58 | ||||||
| AutoNation Inc * | 800 | 156 | ||||||
| Bassett Furniture Industries Inc | 5,027 | 75 | ||||||
| Bed Bath & Beyond Inc * | 10,230 | 54 | ||||||
| Bloomin' Brands Inc | 28,300 | 173 | ||||||
| Boot Barn Holdings Inc * | 3,110 | 588 | ||||||
| Boyd Gaming Corp | 2,200 | 183 | ||||||
| Brunswick Corp/DE | 4,368 | 348 | ||||||
| Build-A-Bear Workshop Inc, Cl A | 3,917 | 191 | ||||||
| Churchill Downs Inc | 2,859 | 263 | ||||||
| Citi Trends Inc * | 4,957 | 235 | ||||||
| Covista Inc * | 1,400 | 137 | ||||||
| Cricut Inc, Cl A | 15,120 | 65 | ||||||
| Crocs Inc * | 3,100 | 281 | ||||||
| Dauch Corporation * | 25,981 | 171 | ||||||
| Designer Brands Inc, Cl A | 25,380 | 181 | ||||||
| Dick's Sporting Goods Inc | 1,579 | 321 | ||||||
| Dine Brands Global Inc | 3,200 | 99 | ||||||
| Domino's Pizza Inc | 710 | 286 | ||||||
| El Pollo Loco Holdings Inc * | 15,100 | 167 | ||||||
| Escalade Inc | 1,511 | 22 | ||||||
| Flexsteel Industries Inc | 2,698 | 139 | ||||||
| Garrett Motion Inc | 39,485 | 804 | ||||||
| GigaCloud Technology Inc, Cl A * | 3,095 | 137 | ||||||
| G-III Apparel Group Ltd | 14,600 | 447 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Gold.com Inc | 3,040 | $ | 175 | |||||
| Goodyear Tire & Rubber Co/The * | 16,500 | 136 | ||||||
| Group 1 Automotive Inc | 800 | 261 | ||||||
| Groupon Inc, Cl A * | 6,976 | 88 | ||||||
| H&R Block Inc | 4,200 | 129 | ||||||
| Harley-Davidson Inc | 12,200 | 220 | ||||||
| Haverty Furniture Cos Inc | 7,400 | 176 | ||||||
| Holley Inc * | 25,016 | 102 | ||||||
| La-Z-Boy Inc | 10,900 | 389 | ||||||
| M/I Homes Inc * | 1,700 | 242 | ||||||
| Marriott Vacations Worldwide Corp | 1,150 | 75 | ||||||
| Mattel Inc * | 19,100 | 324 | ||||||
| McGraw Hill Inc * | 17,540 | 246 | ||||||
| Meritage Homes Corp | 3,700 | 279 | ||||||
| Motorcar Parts of America Inc * | 4,516 | 47 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 4,515 | 483 | ||||||
| Patrick Industries Inc | 1,927 | 238 | ||||||
| Perdoceo Education Corp | 15,863 | 529 | ||||||
| Phinia Inc | 8,500 | 617 | ||||||
| Pool Corp | 890 | 202 | ||||||
| PVH Corp | 5,883 | 404 | ||||||
| RealReal Inc/The * | 13,040 | 160 | ||||||
| Rocky Brands Inc | 1,147 | 52 | ||||||
| Rush Street Interactive Inc * | 10,977 | 217 | ||||||
| Sally Beauty Holdings Inc * | 12,500 | 201 | ||||||
| Shoe Carnival Inc | 2,400 | 48 | ||||||
| Signet Jewelers Ltd | 4,900 | 471 | ||||||
| Smith & Wesson Brands Inc | 3,090 | 37 | ||||||
| Stitch Fix Inc, Cl A * | 36,480 | 121 | ||||||
| Strategic Education Inc | 2,400 | 197 | ||||||
| ThredUp Inc, Cl A * | 81,930 | 400 | ||||||
| Travel + Leisure Co | 14,397 | 1,061 | ||||||
| Tri Pointe Homes Inc * | 17,400 | 806 | ||||||
| Upbound Group Inc, Cl A | 13,800 | 296 | ||||||
| Visteon Corp | 3,300 | 316 | ||||||
| Wingstop Inc | 1,401 | 364 | ||||||
| Zumiez Inc * | 15,540 | 407 | ||||||
| 17,455 | ||||||||
| Consumer Staples — 3.3% | ||||||||
| B&G Foods Inc, Cl A | 40,500 | 215 | ||||||
| Casey's General Stores Inc | 3,173 | 2,175 | ||||||
| Central Garden & Pet Co, Cl A * | 14,600 | 504 | ||||||
| Energizer Holdings Inc | 16,300 | 352 | ||||||
| Fresh Del Monte Produce Inc | 8,900 | 382 | ||||||
| Herbalife Ltd * | 15,300 | 299 | ||||||
| HF Foods Group Inc * | 25,194 | 53 | ||||||
| Ingredion Inc | 3,300 | 388 | ||||||
| Lifeway Foods Inc * | 6,166 | 137 | ||||||
| Natural Grocers by Vitamin Cottage Inc | 2,270 | 61 | ||||||
| Niagen Bioscience Inc * | 69,224 | 349 | ||||||
| PriceSmart Inc | 2,899 | 448 | ||||||
| Simply Good Foods Co/The * | 9,300 | 159 | ||||||
| Spectrum Brands Holdings Inc | 3,400 | 266 | ||||||
| SEI Institutional Investments Trust | 55 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Continued)
|
Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Village Super Market Inc, Cl A | 9,190 | $ | 360 | |||||
| Vital Farms Inc * | 2,701 | 57 | ||||||
| 6,205 | ||||||||
| Energy — 4.5% | ||||||||
| Centrus Energy Corp, Cl A * | 200 | 40 | ||||||
| Chord Energy Corp | 3,400 | 368 | ||||||
| Core Natural Resources Inc | 3,200 | 263 | ||||||
| DHT Holdings Inc | 27,400 | 534 | ||||||
| DT Midstream Inc | 2,919 | 405 | ||||||
| Encore Energy Corp * | 95,200 | 257 | ||||||
| Energy Fuels Inc/Canada * | 10,110 | 215 | ||||||
| Energy Services of America Corp | 27,910 | 436 | ||||||
| Excelerate Energy Inc, Cl A | 6,426 | 259 | ||||||
| Gevo Inc * | 99,634 | 181 | ||||||
| HF Sinclair Corp | 7,500 | 375 | ||||||
| Innovex International Inc * | 3,135 | 83 | ||||||
| Mammoth Energy Services Inc * | 17,837 | 41 | ||||||
| Matador Resources Co | 19,784 | 1,017 | ||||||
| NACCO Industries Inc, Cl A | 1,320 | 76 | ||||||
| National Energy Services Reunited Corp * | 20,720 | 519 | ||||||
| Navigator Holdings Ltd | 30,158 | 634 | ||||||
| NextDecade Corp * | 16,860 | 91 | ||||||
| NOV Inc | 32,900 | 667 | ||||||
| Patterson-UTI Energy Inc | 33,500 | 285 | ||||||
| Peabody Energy Corp | 9,500 | 300 | ||||||
| Ranger Energy Services Inc, Cl A | 24,540 | 427 | ||||||
| SM Energy Co | 6,000 | 139 | ||||||
| Teekay Corp Ltd | 37,094 | 480 | ||||||
| World Kinect Corp | 17,500 | 437 | ||||||
| 8,529 | ||||||||
| Financials — 19.1% | ||||||||
| Affiliated Managers Group Inc | 1,300 | 398 | ||||||
| Alerus Financial Corp | 16,968 | 405 | ||||||
| Amalgamated Financial Corp | 5,000 | 192 | ||||||
| American Integrity Insurance Group Inc * | 13,446 | 274 | ||||||
| Associated Banc-Corp | 16,400 | 433 | ||||||
| Atlanticus Holdings Corp * | 3,649 | 191 | ||||||
| Banco Latinoamericano de Comercio | ||||||||
| Exterior SA, Cl E | 15,519 | 776 | ||||||
| Bank of Marin Bancorp | 15,172 | 378 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 11,840 | 601 | ||||||
| Bank OZK | 7,900 | 368 | ||||||
| Bank7 Corp | 6,836 | 278 | ||||||
| BCB Bancorp Inc | 36,145 | 289 | ||||||
| Bowhead Specialty Holdings Inc * | 4,490 | 114 | ||||||
| Bridgewater Bancshares Inc * | 14,703 | 269 | ||||||
| Brighthouse Financial Inc * | 3,600 | 216 | ||||||
| Business First Bancshares Inc | 4,670 | 127 | ||||||
| California BanCorp | 6,384 | 117 | ||||||
| Camden National Corp | 9,523 | 440 | ||||||
| Capital Bancorp Inc | 2,921 | 86 | ||||||
| Capitol Federal Financial Inc | 43,350 | 311 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Carter Bankshares Inc * | 3,271 | $ | 68 | |||||
| Cathay General Bancorp | 4,800 | 239 | ||||||
| Chimera Investment Corp ‡ | 14,600 | 199 | ||||||
| Civista Bancshares Inc | 7,800 | 186 | ||||||
| CNB Financial Corp/PA | 9,460 | 265 | ||||||
| CNO Financial Group Inc | 18,800 | 786 | ||||||
| Cohen & Steers Inc | 3,908 | 261 | ||||||
| Colony Bankcorp Inc | 9,933 | 197 | ||||||
| Columbia Banking System Inc | 17,000 | 484 | ||||||
| Community Trust Bancorp Inc | 3,700 | 222 | ||||||
| Dave Inc * | 1,620 | 313 | ||||||
| Dime Community Bancshares Inc | 11,170 | 361 | ||||||
| Donegal Group Inc, Cl A | 5,945 | 105 | ||||||
| Eagle Bancorp Montana Inc | 4,105 | 89 | ||||||
| Enova International Inc * | 322 | 45 | ||||||
| Esquire Financial Holdings Inc | 2,386 | 241 | ||||||
| FB Financial Corp | 2,978 | 163 | ||||||
| Federated Hermes Inc, Cl B | 6,200 | 347 | ||||||
| Fidelis Insurance Holdings Ltd | 24,632 | 469 | ||||||
| Fidelity D&D Bancorp Inc | 830 | 36 | ||||||
| Finance Of America Cos Inc, Cl A * | 4,280 | 83 | ||||||
| Finwise Bancorp * | 2,650 | 45 | ||||||
| First BanCorp/Puerto Rico | 11,900 | 251 | ||||||
| First Busey Corp | 9,500 | 241 | ||||||
| First Business Financial Services Inc | 5,300 | 290 | ||||||
| First Commonwealth Financial Corp | 9,900 | 174 | ||||||
| First Financial Bankshares Inc | 26,770 | 828 | ||||||
| First Financial Corp | 10,136 | 642 | ||||||
| First Western Financial Inc * | 2,368 | 60 | ||||||
| FirstCash Holdings Inc | 6,630 | 1,278 | ||||||
| Five Star Bancorp | 3,492 | 136 | ||||||
| FNB Corp/PA | 10,300 | 175 | ||||||
| FS KKR Capital Corp | 7,400 | 80 | ||||||
| Fulton Financial Corp | 15,700 | 321 | ||||||
| FVCBankcorp Inc | 5,281 | 82 | ||||||
| Great Southern Bancorp Inc | 2,038 | 125 | ||||||
| Hamilton Lane Inc, Cl A | 2,733 | 287 | ||||||
| Hancock Whitney Corp | 5,000 | 329 | ||||||
| Hanmi Financial Corp | 19,400 | 507 | ||||||
| HBT Financial Inc | 14,288 | 385 | ||||||
| HCI Group Inc | 1,186 | 209 | ||||||
| Heritage Insurance Holdings Inc * | 15,978 | 445 | ||||||
| Home BancShares Inc/AR | 12,200 | 335 | ||||||
| HomeTrust Bancshares Inc | 4,845 | 204 | ||||||
| Hope Bancorp Inc | 16,200 | 182 | ||||||
| Independent Bank Corp/MI | 11,500 | 400 | ||||||
| International Money Express Inc * | 18,400 | 290 | ||||||
| Invesco Mortgage Capital Inc ‡ | 7,650 | 64 | ||||||
| Jack Henry & Associates Inc | 1,899 | 309 | ||||||
| Jackson Financial Inc, Cl A | 6,600 | 723 | ||||||
| Jefferson Capital Inc | 8,630 | 178 | ||||||
| Kearny Financial Corp/MD | 12,180 | 93 | ||||||
| Kinsale Capital Group Inc | 550 | 214 | ||||||
| 56 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| LendingTree Inc * | 4,075 | $ | 152 | |||||
| Lincoln National Corp | 5,600 | 192 | ||||||
| loanDepot Inc, Cl A * | 75,570 | 156 | ||||||
| Mercantile Bank Corp | 6,843 | 354 | ||||||
| Meridian Corp | 11,600 | 225 | ||||||
| Metrocity Bankshares Inc | 1,663 | 47 | ||||||
| MGIC Investment Corp | 19,700 | 523 | ||||||
| Miami International Holdings Inc * | 9,330 | 397 | ||||||
| Mid Penn Bancorp Inc | 12,390 | 399 | ||||||
| MidCap Financial Investment Corp | 12,600 | 122 | ||||||
| Midland States Bancorp Inc | 16,156 | 358 | ||||||
| Moelis & Co, Cl A | 11,295 | 670 | ||||||
| Morningstar Inc | 1,479 | 271 | ||||||
| NerdWallet Inc, Cl A * | 30,075 | 326 | ||||||
| New Mountain Finance Corp | 22,900 | 175 | ||||||
| Northeast Community Bancorp Inc | 12,300 | 298 | ||||||
| Northfield Bancorp Inc | 5,491 | 73 | ||||||
| Northrim BanCorp Inc | 16,160 | 380 | ||||||
| Norwood Financial Corp | 4,010 | 117 | ||||||
| OFG Bancorp | 11,300 | 453 | ||||||
| Old Second Bancorp Inc | 1,922 | 38 | ||||||
| Oportun Financial Corp * | 22,190 | 115 | ||||||
| OppFi Inc | 37,187 | 341 | ||||||
| Orchid Island Capital Inc, Cl A ‡ | 28,339 | 211 | ||||||
| Orrstown Financial Services Inc | 5,047 | 181 | ||||||
| Parke Bancorp Inc | 8,460 | 236 | ||||||
| PCB Bancorp | 10,100 | 226 | ||||||
| PennantPark Investment Corp | 22,500 | 112 | ||||||
| Peoples Bancorp of North Carolina Inc | 1,665 | 64 | ||||||
| Piper Sandler Cos | 2,330 | 689 | ||||||
| Ponce Financial Group Inc * | 5,158 | 84 | ||||||
| Popular Inc | 6,000 | 812 | ||||||
| Primerica Inc | 1,089 | 276 | ||||||
| Primis Financial Corp | 10,950 | 145 | ||||||
| Prosperity Bancshares Inc | 4,348 | 306 | ||||||
| RBB Bancorp | 3,009 | 65 | ||||||
| Red River Bancshares Inc | 1,193 | 106 | ||||||
| Regional Management Corp | 9,300 | 296 | ||||||
| Republic Bancorp Inc/KY, Cl A | 3,454 | 238 | ||||||
| Rithm Capital Corp ‡ | 31,400 | 316 | ||||||
| ServisFirst Bancshares Inc | 3,404 | 276 | ||||||
| Sixth Street Specialty Lending Inc | 9,900 | 171 | ||||||
| SmartFinancial Inc | 9,404 | 369 | ||||||
| Stifel Financial Corp | 11,175 | 828 | ||||||
| Third Coast Bancshares Inc * | 7,510 | 297 | ||||||
| TPG Mortgage Investment Trust Inc ‡ | 51,483 | 416 | ||||||
| United Fire Group Inc | 4,043 | 157 | ||||||
| Unity Bancorp Inc | 893 | 47 | ||||||
| Universal Insurance Holdings Inc | 13,346 | 469 | ||||||
| Univest Financial Corp | 5,752 | 193 | ||||||
| Valley National Bancorp | 50,350 | 635 | ||||||
| WaFd Inc | 7,100 | 221 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Western Union Co/The | 41,900 | $ | 403 | |||||
| 36,331 | ||||||||
| Health Care — 13.9% | ||||||||
| 4D Molecular Therapeutics Inc * | 10,710 | 103 | ||||||
| Abeona Therapeutics Inc * | 48,440 | 248 | ||||||
| Akebia Therapeutics Inc * | 139,510 | 183 | ||||||
| Amphastar Pharmaceuticals Inc * | 9,200 | 186 | ||||||
| AnaptysBio Inc * | 5,401 | 297 | ||||||
| ANI Pharmaceuticals Inc * | 2,436 | 180 | ||||||
| Annexon Inc * | 21,650 | 121 | ||||||
| ArriVent Biopharma Inc * | 2,110 | 48 | ||||||
| ARS Pharmaceuticals Inc * | 5,610 | 52 | ||||||
| Aveanna Healthcare Holdings Inc * | 58,910 | 434 | ||||||
| Axsome Therapeutics Inc * | 3,906 | 640 | ||||||
| BioAge Labs Inc * | 11,910 | 265 | ||||||
| Bioventus Inc, Cl A * | 22,068 | 194 | ||||||
| Bridgebio Pharma Inc * | 14,880 | 989 | ||||||
| Butterfly Network Inc, Cl A * | 25,710 | 97 | ||||||
| Castle Biosciences Inc * | 4,370 | 129 | ||||||
| Catalyst Pharmaceuticals Inc * | 10,400 | 240 | ||||||
| Charles River Laboratories International Inc * | 1,800 | 321 | ||||||
| Chemed Corp | 670 | 275 | ||||||
| Cogent Biosciences Inc * | 4,650 | 181 | ||||||
| Collegium Pharmaceutical Inc * | 4,244 | 177 | ||||||
| CorMedix Inc * | 57,290 | 408 | ||||||
| Day One Biopharmaceuticals Inc * | 19,952 | 211 | ||||||
| Editas Medicine Inc, Cl A * | 31,251 | 69 | ||||||
| Electromed Inc * | 1,680 | 40 | ||||||
| Emergent BioSolutions Inc * | 32,190 | 262 | ||||||
| Encompass Health Corp | 3,584 | 387 | ||||||
| Ensign Group Inc/The | 10,827 | 2,319 | ||||||
| Eton Pharmaceuticals Inc * | 4,110 | 70 | ||||||
| Exelixis Inc * | 14,700 | 648 | ||||||
| Fulgent Genetics Inc * | 8,880 | 136 | ||||||
| GeneDx Holdings Corp, Cl A * | 3,518 | 280 | ||||||
| Gossamer Bio Inc * | 22,750 | 10 | ||||||
| Guardant Health Inc * | 9,891 | 929 | ||||||
| Guardian Pharmacy Services Inc, Cl A * | 5,340 | 179 | ||||||
| Halozyme Therapeutics Inc * | 10,900 | 758 | ||||||
| Harmony Biosciences Holdings Inc * | 13,500 | 385 | ||||||
| HealthEquity Inc * | 9,540 | 730 | ||||||
| Heron Therapeutics Inc * | 48,825 | 58 | ||||||
| Indivior Pharmaceuticals Inc * | 6,000 | 196 | ||||||
| Insmed Inc * | 2,935 | 438 | ||||||
| Iovance Biotherapeutics Inc * | 38,050 | 147 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 20,573 | 70 | ||||||
| Jazz Pharmaceuticals PLC * | 5,700 | 1,083 | ||||||
| KalVista Pharmaceuticals Inc * | 9,400 | 153 | ||||||
| Keros Therapeutics Inc * | 14,754 | 209 | ||||||
| KORU Medical Systems Inc * | 8,595 | 41 | ||||||
| Larimar Therapeutics Inc * | 7,410 | 39 | ||||||
| LeMaitre Vascular Inc | 3,708 | 401 | ||||||
| SEI Institutional Investments Trust | 57 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| LENZ Therapeutics Inc * | 7,550 | $ | 102 | |||||
| Lexeo Therapeutics Inc * | 8,810 | 63 | ||||||
| MBX Biosciences Inc * | 2,090 | 68 | ||||||
| Merit Medical Systems Inc * | 3,055 | 236 | ||||||
| MiMedx Group Inc * | 84,010 | 411 | ||||||
| Mineralys Therapeutics Inc * | 6,010 | 176 | ||||||
| Monte Rosa Therapeutics Inc * | 8,010 | 142 | ||||||
| Myriad Genetics Inc * | 17,930 | 83 | ||||||
| Neurogene Inc * | 1,400 | 33 | ||||||
| NeuroPace Inc * | 11,035 | 161 | ||||||
| Nutex Health Inc * | 4,100 | 453 | ||||||
| Organogenesis Holdings Inc, Cl A * | 101,490 | 326 | ||||||
| Organon & Co | 35,600 | 259 | ||||||
| Pacira BioSciences Inc * | 12,700 | 278 | ||||||
| PACS Group Inc * | 2,412 | 88 | ||||||
| Pediatrix Medical Group Inc * | 13,000 | 258 | ||||||
| Phathom Pharmaceuticals Inc * | 8,490 | 107 | ||||||
| Phibro Animal Health Corp, Cl A | 9,170 | 501 | ||||||
| Praxis Precision Medicines Inc * | 1,430 | 482 | ||||||
| Prime Medicine Inc * | 9,270 | 43 | ||||||
| Protagonist Therapeutics Inc * | 5,895 | 543 | ||||||
| Puma Biotechnology Inc * | 46,179 | 263 | ||||||
| Quantum-Si Inc * | 40,570 | 39 | ||||||
| Quest Diagnostics Inc | 1,789 | 379 | ||||||
| RadNet Inc * | 3,840 | 268 | ||||||
| REGENXBIO Inc * | 4,289 | 39 | ||||||
| Replimune Group Inc * | 12,109 | 93 | ||||||
| Rhythm Pharmaceuticals Inc * | 5,510 | 511 | ||||||
| Rigel Pharmaceuticals Inc * | 18,827 | 654 | ||||||
| Sana Biotechnology Inc * | 5,190 | 22 | ||||||
| Septerna Inc * | 4,830 | 140 | ||||||
| SIGA Technologies Inc | 22,888 | 148 | ||||||
| Sight Sciences Inc * | 3,050 | 16 | ||||||
| Sionna Therapeutics Inc * | 1,490 | 54 | ||||||
| STERIS PLC | 1,469 | 371 | ||||||
| Supernus Pharmaceuticals Inc * | 10,212 | 559 | ||||||
| Tactile Systems Technology Inc * | 15,330 | 449 | ||||||
| Tango Therapeutics Inc * | 19,880 | 221 | ||||||
| Tectonic Therapeutic Inc * | 3,190 | 75 | ||||||
| Theravance Biopharma Inc * | 22,250 | 406 | ||||||
| TriSalus Life Sciences Inc * | 4,500 | 23 | ||||||
| UroGen Pharma Ltd * | 5,401 | 117 | ||||||
| US Physical Therapy Inc | 3,648 | 303 | ||||||
| Varex Imaging Corp * | 14,862 | 196 | ||||||
| Xencor Inc * | 5,680 | 73 | ||||||
| Zevra Therapeutics Inc * | 7,805 | 70 | ||||||
| 26,318 | ||||||||
| Industrials — 20.8% | ||||||||
| AAON Inc | 4,174 | 422 | ||||||
| AAR Corp * | 10,570 | 1,239 | ||||||
| ABM Industries Inc | 11,000 | 490 | ||||||
| ACCO Brands Corp | 49,600 | 202 | ||||||
| Aebi Schmidt Holding AG | 16,697 | 241 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AerSale Corp * | 44,922 | $ | 350 | |||||
| AirJoule Technologies Corp, Cl A * | 17,933 | 58 | ||||||
| Alaska Air Group Inc * | 4,100 | 212 | ||||||
| Allient Inc | 1,585 | 104 | ||||||
| American Superconductor Corp * | 19,205 | 626 | ||||||
| Apogee Enterprises Inc | 3,900 | 155 | ||||||
| ArcBest Corp | 2,000 | 205 | ||||||
| Argan Inc | 2,654 | 1,198 | ||||||
| Astronics Corp * | 559 | 45 | ||||||
| Atkore Inc | 6,600 | 427 | ||||||
| Atmus Filtration Technologies Inc | 17,850 | 1,152 | ||||||
| AZZ Inc | 2,539 | 345 | ||||||
| Beta Technologies Inc, Cl A * | 6,870 | 129 | ||||||
| BlackSky Technology Inc, Cl A * | 2,290 | 43 | ||||||
| Bloom Energy Corp, Cl A * | 6,820 | 1,062 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 2,989 | 236 | ||||||
| Bowman Consulting Group Ltd, Cl A * | 8,041 | 270 | ||||||
| Brink's Co/The | 3,200 | 374 | ||||||
| Brookfield Business Corp, Cl A | 4,905 | 169 | ||||||
| BWX Technologies Inc | 590 | 122 | ||||||
| Carlisle Cos Inc | 890 | 351 | ||||||
| Casella Waste Systems Inc, Cl A * | 7,000 | 652 | ||||||
| Columbus McKinnon Corp/NY | 10,700 | 203 | ||||||
| Concentrix Corp | 5,637 | 185 | ||||||
| Costamare Bulkers Holdings Ltd * | 9,910 | 189 | ||||||
| Costamare Inc | 17,440 | 306 | ||||||
| Crane Co | 4,365 | 875 | ||||||
| CSG Systems International Inc | 3,800 | 304 | ||||||
| Deluxe Corp | 11,000 | 305 | ||||||
| EnerSys | 3,700 | 615 | ||||||
| Ennis Inc | 9,100 | 192 | ||||||
| Genco Shipping & Trading Ltd | 19,130 | 460 | ||||||
| Genpact Ltd | 8,100 | 322 | ||||||
| GFL Environmental Inc | 7,047 | 311 | ||||||
| Global Industrial Co | 3,136 | 103 | ||||||
| Graham Corp * | 3,647 | 296 | ||||||
| Greenbrier Cos Inc/The | 6,600 | 372 | ||||||
| Hertz Global Holdings Inc * | 32,000 | 145 | ||||||
| Hexcel Corp | 4,418 | 410 | ||||||
| IBEX Holdings Ltd * | 12,012 | 347 | ||||||
| Innodata Inc * | 9,180 | 405 | ||||||
| Interface Inc, Cl A | 15,415 | 485 | ||||||
| Janus International Group Inc * | 22,200 | 155 | ||||||
| JBT Marel Corp | 5,312 | 818 | ||||||
| Karat Packaging Inc | 9,094 | 224 | ||||||
| KBR Inc | 6,617 | 279 | ||||||
| Kelly Services Inc, Cl A | 10,500 | 102 | ||||||
| Landstar System Inc | 2,057 | 335 | ||||||
| Liquidity Services Inc * | 4,825 | 153 | ||||||
| LSI Industries Inc | 11,457 | 248 | ||||||
| Luxfer Holdings PLC | 7,552 | 97 | ||||||
| Matson Inc | 4,500 | 748 | ||||||
| Mercury Systems Inc * | 9,500 | 846 | ||||||
| 58 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Microvast Holdings Inc * | 18,540 | $ | 42 | |||||
| Mueller Industries Inc | 2,700 | 319 | ||||||
| Nextpower Inc, Cl A * | 10,045 | 1,056 | ||||||
| Nordson Corp | 1,359 | 399 | ||||||
| NPK International Inc * | 47,465 | 685 | ||||||
| nVent Electric PLC | 3,368 | 399 | ||||||
| Orion Group Holdings Inc * | 22,391 | 307 | ||||||
| Oshkosh Corp | 5,000 | 850 | ||||||
| Pangaea Logistics Solutions Ltd | 43,880 | 410 | ||||||
| Park-Ohio Holdings Corp | 8,138 | 209 | ||||||
| Pitney Bowes Inc | 24,300 | 261 | ||||||
| Powell Industries Inc | 350 | 183 | ||||||
| Preformed Line Products Co | 976 | 248 | ||||||
| Quad/Graphics Inc, Cl A | 42,000 | 290 | ||||||
| Quanex Building Products Corp | 17,600 | 361 | ||||||
| RBC Bearings Inc * | 3,120 | 1,797 | ||||||
| RCM Technologies Inc * | 4,360 | 82 | ||||||
| Rush Enterprises Inc, Cl B | 3,330 | 215 | ||||||
| Ryder System Inc | 3,900 | 864 | ||||||
| Safe Bulkers Inc | 105,510 | 692 | ||||||
| SkyWest Inc * | 2,400 | 250 | ||||||
| SPX Technologies Inc * | 6,155 | 1,397 | ||||||
| Standex International Corp | 1,252 | 328 | ||||||
| Sterling Infrastructure Inc * | 2,073 | 888 | ||||||
| Sun Country Airlines Holdings Inc * | 24,800 | 488 | ||||||
| Tetra Tech Inc | 2,453 | 88 | ||||||
| TransUnion | 4,218 | 331 | ||||||
| Tutor Perini Corp | 5,814 | 438 | ||||||
| UFP Industries Inc | 2,286 | 235 | ||||||
| UniFirst Corp/MA | 1,262 | 296 | ||||||
| Upwork Inc * | 18,000 | 242 | ||||||
| V2X Inc * | 921 | 64 | ||||||
| Valmont Industries Inc | 1,029 | 473 | ||||||
| Veralto Corp | 1,847 | 180 | ||||||
| VSE Corp | 7,410 | 1,683 | ||||||
| WESCO International Inc | 1,919 | 556 | ||||||
| Willdan Group Inc * | 1,800 | 160 | ||||||
| 39,480 | ||||||||
| Information Technology — 14.3% | ||||||||
| Advanced Energy Industries Inc | 4,329 | 1,453 | ||||||
| Amkor Technology Inc | 3,900 | 187 | ||||||
| Applied Digital Corp * | 14,640 | 399 | ||||||
| Arlo Technologies Inc * | 8,548 | 134 | ||||||
| Arteris Inc * | 14,580 | 248 | ||||||
| Aviat Networks Inc * | 10,800 | 270 | ||||||
| Avnet Inc | 12,200 | 803 | ||||||
| Bel Fuse Inc, Cl A | 528 | 112 | ||||||
| Bentley Systems Inc, Cl B | 8,296 | 303 | ||||||
| BigBear.ai Holdings Inc * | 84,060 | 333 | ||||||
| BK Technologies Corp * | 3,700 | 322 | ||||||
| Blaize Holdings Inc, Cl A * | 50,700 | 60 | ||||||
| Cipher Digital Inc * | 13,670 | 213 | ||||||
| Cirrus Logic Inc * | 6,000 | 847 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Clear Secure Inc, Cl A | 11,687 | $ | 568 | |||||
| Cognex Corp | 7,120 | 387 | ||||||
| Commerce.com Inc * | 45,065 | 125 | ||||||
| Consensus Cloud Solutions Inc * | 10,000 | 301 | ||||||
| Corsair Gaming Inc * | 19,767 | 109 | ||||||
| Credo Technology Group Holding Ltd * | 2,240 | 251 | ||||||
| Daktronics Inc * | 10,520 | 271 | ||||||
| Domo Inc, Cl B * | 12,860 | 46 | ||||||
| Dropbox Inc, Cl A * | 14,400 | 360 | ||||||
| DXC Technology Co * | 11,800 | 149 | ||||||
| Eastman Kodak Co * | 10,020 | 73 | ||||||
| Evolv Technologies Holdings Inc * | 11,489 | 61 | ||||||
| Fabrinet * | 2,600 | 1,419 | ||||||
| Ichor Holdings Ltd * | 17,265 | 821 | ||||||
| Immersion Corp | 32,195 | 197 | ||||||
| indie Semiconductor Inc, Cl A * | 41,080 | 150 | ||||||
| InterDigital Inc | 3,300 | 1,210 | ||||||
| IonQ Inc * | 6,835 | 262 | ||||||
| Kaltura Inc * | 6,809 | 9 | ||||||
| Kimball Electronics Inc * | 17,676 | 442 | ||||||
| Kopin Corp * | 50,920 | 113 | ||||||
| Kulicke & Soffa Industries Inc | 5,411 | 377 | ||||||
| Littelfuse Inc | 4,434 | 1,563 | ||||||
| Mirion Technologies Inc, Cl A * | 35,805 | 774 | ||||||
| Napco Security Technologies Inc | 7,392 | 345 | ||||||
| Navitas Semiconductor Corp, Cl A * | 3,960 | 36 | ||||||
| Nova Ltd * | 2,935 | 1,288 | ||||||
| Novanta Inc * | 4,391 | 590 | ||||||
| NVE Corp | 6,260 | 431 | ||||||
| OSI Systems Inc * | 2,617 | 746 | ||||||
| Pagaya Technologies Ltd, Cl A * | 12,113 | 136 | ||||||
| Pegasystems Inc | 2,592 | 113 | ||||||
| Photronics Inc * | 22,639 | 847 | ||||||
| Plexus Corp * | 5,930 | 1,151 | ||||||
| Power Integrations Inc | 6,707 | 321 | ||||||
| Qorvo Inc * | 5,000 | 415 | ||||||
| Rambus Inc * | 9,400 | 937 | ||||||
| Red Violet Inc * | 4,512 | 195 | ||||||
| Richardson Electronics Ltd/United States | 16,390 | 201 | ||||||
| RingCentral Inc, Cl A * | 11,900 | 434 | ||||||
| Sanmina Corp * | 1,100 | 171 | ||||||
| ScanSource Inc * | 7,100 | 261 | ||||||
| Telos Corp * | 41,570 | 167 | ||||||
| Terawulf Inc * | 6,910 | 112 | ||||||
| Universal Display Corp | 3,117 | 333 | ||||||
| Viavi Solutions Inc * | 43,465 | 1,291 | ||||||
| Vistance Networks Inc * | 26,400 | 464 | ||||||
| Vontier Corp | 7,300 | 299 | ||||||
| WM Technology Inc * | 162,237 | 108 | ||||||
| 27,114 | ||||||||
| Materials — 4.8% | ||||||||
| AdvanSix Inc | 8,500 | 152 | ||||||
| AptarGroup Inc | 1,709 | 246 | ||||||
| SEI Institutional Investments Trust | 59 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ardagh Metal Packaging SA | 54,016 | $ | 262 | |||||
| Arq Inc * | 12,940 | 45 | ||||||
| Caledonia Mining Corp PLC | 14,271 | 453 | ||||||
| Commercial Metals Co | 10,300 | 755 | ||||||
| Contango ORE Inc * | 14,491 | 436 | ||||||
| Core Molding Technologies Inc * | 9,500 | 173 | ||||||
| Flotek Industries Inc * | 9,075 | 139 | ||||||
| Friedman Industries Inc | 2,947 | 55 | ||||||
| Idaho Strategic Resources Inc * | 11,140 | 480 | ||||||
| Intrepid Potash Inc * | 7,612 | 281 | ||||||
| Koppers Holdings Inc | 10,300 | 389 | ||||||
| Lifezone Metals Ltd * | 65,264 | 304 | ||||||
| NewMarket Corp | 400 | 250 | ||||||
| NioCorp Developments Ltd * | 49,070 | 260 | ||||||
| O-I Glass Inc * | 14,100 | 189 | ||||||
| Perpetua Resources Corp * | 5,357 | 197 | ||||||
| Ramaco Resources Inc, Cl A * | 6,900 | 104 | ||||||
| Reliance Inc | 1,129 | 356 | ||||||
| Royal Gold Inc | 1,111 | 333 | ||||||
| Sensient Technologies Corp | 6,190 | 629 | ||||||
| Sonoco Products Co | 10,600 | 599 | ||||||
| SunCoke Energy Inc | 39,400 | 225 | ||||||
| Sylvamo Corp | 4,000 | 185 | ||||||
| Titan America SA | 2,570 | 47 | ||||||
| Tredegar Corp * | 44,228 | 406 | ||||||
| US Gold Corp * | 18,500 | 401 | ||||||
| US Goldmining Inc * | 5,200 | 63 | ||||||
| Vox Royalty Corp | 64,932 | 418 | ||||||
| Worthington Steel Inc | 6,880 | 286 | ||||||
| 9,118 | ||||||||
| Real Estate — 3.2% | ||||||||
| Alexander's Inc ‡ | 269 | 63 | ||||||
| American Assets Trust Inc ‡ | 9,600 | 187 | ||||||
| Apple Hospitality REIT Inc ‡ | 14,200 | 174 | ||||||
| CareTrust REIT Inc ‡ | 9,402 | 382 | ||||||
| Chiron Real Estate Inc ‡ | 3,900 | 135 | ||||||
| CTO Realty Growth Inc ‡ | 16,507 | 322 | ||||||
| DiamondRock Hospitality Co ‡ | 30,900 | 310 | ||||||
| EPR Properties ‡ | 7,000 | 416 | ||||||
| FirstService Corp | 1,968 | 310 | ||||||
| FrontView REIT Inc ‡ | 17,643 | 292 | ||||||
| Gladstone Commercial Corp ‡ | 12,000 | 150 | ||||||
| Highwoods Properties Inc ‡ | 11,100 | 250 | ||||||
| Industrial Logistics Properties Trust ‡ | 27,100 | 159 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 2,800 | 148 | ||||||
| Kilroy Realty Corp ‡ | 4,400 | 131 | ||||||
| Kite Realty Group Trust ‡ | 10,200 | 266 | ||||||
| One Liberty Properties Inc ‡ | 7,767 | 182 | ||||||
| Outfront Media Inc ‡ | 10,000 | 288 | ||||||
| Park Hotels & Resorts Inc ‡ | 20,300 | 230 | ||||||
| Piedmont Realty Trust Inc, Cl A ‡ | 22,800 | 173 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 21,883 | 454 | ||||||
| Real Brokerage Inc/The * | 15,008 | 40 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| RLJ Lodging Trust ‡ | 35,200 | $ | 282 | |||||
| Ryman Hospitality Properties Inc ‡ | 3,328 | 329 | ||||||
| Service Properties Trust ‡ | 21,900 | 50 | ||||||
| Terreno Realty Corp ‡ | 5,098 | 337 | ||||||
| 6,060 | ||||||||
| Utilities — 2.4% | ||||||||
| Avista Corp | 8,100 | 329 | ||||||
| Brookfield Infrastructure Corp, Cl A | 6,667 | 333 | ||||||
| Cadiz Inc * | 33,206 | 173 | ||||||
| Chesapeake Utilities Corp | 2,465 | 335 | ||||||
| Consolidated Water Co Ltd | 11,621 | 440 | ||||||
| Genie Energy Ltd, Cl B | 8,631 | 125 | ||||||
| Hallador Energy Co * | 21,539 | 392 | ||||||
| National Fuel Gas Co | 5,100 | 464 | ||||||
| Northwest Natural Holding Co | 6,600 | 350 | ||||||
| Otter Tail Corp | 5,510 | 469 | ||||||
| Portland General Electric Co | 10,400 | 561 | ||||||
| UGI Corp | 15,300 | 572 | ||||||
| 4,543 | ||||||||
| Total Common Stock | ||||||||
| (Cost $160,799) ($ Thousands) | 185,476 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Blueprint Medicens Corp CVR *‡‡ | 2,792 | – | ||||||
| Verve Therapeutics Inc *‡‡ | 25,505 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 3,762,352 | 3,762 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $3,762) ($ Thousands) | 3,762 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $164,561) ($ Thousands) | $ | 189,238 | ||||||
| 60 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Russell 2000 Index E-Mini | 6 | Mar-2026 | $ | 800 | $ | 790 | $ | (10 | ) | |||||||||
Percentages are based on Net Assets of $189,614 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 5,776 | $ | 48,276 | $ | (50,290 | ) | $ | — | $ | — | $ | 3,762 | $ | 120 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 61 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 97.6% | ||||||||
| Communication Services — 1.3% | ||||||||
| Anterix Inc * | 4,046 | $ | 149 | |||||
| ATN International Inc | 2,893 | 83 | ||||||
| CuriosityStream Inc | 118,470 | 400 | ||||||
| EverQuote Inc, Cl A * | 9,152 | 145 | ||||||
| Gogo Inc * | 13,396 | 57 | ||||||
| Gray Media Inc | 11,662 | 60 | ||||||
| Grindr Inc * | 21,765 | 248 | ||||||
| Madison Square Garden Entertainment Corp, Cl A * | 4,700 | 297 | ||||||
| New York Times Co/The, Cl A | 9,680 | 772 | ||||||
| Nexstar Media Group Inc, Cl A | 2,621 | 658 | ||||||
| Nextdoor Holdings Inc * | 17,031 | 30 | ||||||
| Playstudios Inc * | 85,475 | 44 | ||||||
| Sinclair Inc | 1,698 | 28 | ||||||
| Sphere Entertainment Co * | 2,800 | 333 | ||||||
| 3,304 | ||||||||
| Consumer Discretionary — 10.6% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 19,248 | 1,882 | ||||||
| American Eagle Outfitters Inc | 61,692 | 1,516 | ||||||
| Arhaus Inc, Cl A * | 8,706 | 72 | ||||||
| Bassett Furniture Industries Inc | 5,195 | 78 | ||||||
| Bed Bath & Beyond Inc * | 10,538 | 56 | ||||||
| Brinker International Inc * | 11,924 | 1,767 | ||||||
| Brunswick Corp/DE | 8,288 | 660 | ||||||
| Build-A-Bear Workshop Inc, Cl A | 4,239 | 206 | ||||||
| Cheesecake Factory Inc/The | 3,640 | 236 | ||||||
| Churchill Downs Inc | 5,416 | 498 | ||||||
| Citi Trends Inc * | 12,174 | 577 | ||||||
| Cricut Inc, Cl A | 15,989 | 69 | ||||||
| Dana Inc | 12,000 | 411 | ||||||
| Dauch Corporation * | 28,454 | 188 | ||||||
| Designer Brands Inc, Cl A | 27,433 | 195 | ||||||
| Dick's Sporting Goods Inc | 3,002 | 611 | ||||||
| Domino's Pizza Inc | 1,349 | 543 | ||||||
| Dorman Products Inc * | 3,888 | 458 | ||||||
| Escalade Inc | 972 | 14 | ||||||
| Flexsteel Industries Inc | 2,779 | 143 | ||||||
| Frontdoor Inc * | 5,200 | 357 | ||||||
| Garrett Motion Inc | 20,407 | 416 | ||||||
| Gentex Corp | 14,588 | 341 | ||||||
| GigaCloud Technology Inc, Cl A * | 3,444 | 153 | ||||||
| Gold.com Inc | 3,296 | 189 | ||||||
| Group 1 Automotive Inc | 1,290 | 420 | ||||||
| Groupon Inc, Cl A * | 7,506 | 95 | ||||||
| Holley Inc * | 117,777 | 481 | ||||||
| Installed Building Products Inc | 2,856 | 936 | ||||||
| Laureate Education Inc, Cl A * | 8,600 | 278 | ||||||
| LCI Industries | 2,600 | 346 | ||||||
| McGraw Hill Inc * | 20,738 | 290 | ||||||
| Meritage Homes Corp | 6,038 | 455 | ||||||
| Motorcar Parts of America Inc * | 5,442 | 56 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Murphy USA Inc | 1,054 | $ | 412 | |||||
| National Vision Holdings Inc * | 12,661 | 341 | ||||||
| Patrick Industries Inc | 3,656 | 453 | ||||||
| Perdoceo Education Corp | 17,390 | 580 | ||||||
| Phinia Inc | 4,200 | 305 | ||||||
| Pool Corp | 1,675 | 381 | ||||||
| RealReal Inc/The * | 14,260 | 175 | ||||||
| Rocky Brands Inc | 10,699 | 484 | ||||||
| Rush Street Interactive Inc * | 12,385 | 245 | ||||||
| Smith & Wesson Brands Inc | 3,201 | 38 | ||||||
| Sonos Inc * | 21,200 | 326 | ||||||
| Steven Madden Ltd | 8,685 | 314 | ||||||
| Stitch Fix Inc, Cl A * | 40,069 | 133 | ||||||
| Stride Inc * | 24,519 | 2,069 | ||||||
| Super Group SGHC Ltd | 27,300 | 292 | ||||||
| ThredUp Inc, Cl A * | 91,794 | 448 | ||||||
| Travel + Leisure Co | 11,507 | 848 | ||||||
| Urban Outfitters Inc * | 3,678 | 243 | ||||||
| Valvoline Inc * | 11,312 | 428 | ||||||
| Visteon Corp | 19,086 | 1,826 | ||||||
| Whirlpool Corp | 7,048 | 482 | ||||||
| Wingstop Inc | 2,676 | 694 | ||||||
| YETI Holdings Inc * | 5,175 | 226 | ||||||
| Zumiez Inc * | 17,487 | 459 | ||||||
| 27,195 | ||||||||
| Consumer Staples — 1.8% | ||||||||
| Andersons Inc/The | 4,800 | 313 | ||||||
| Casey's General Stores Inc | 1,109 | 760 | ||||||
| HF Foods Group Inc * | 23,231 | 49 | ||||||
| Ingredion Inc | 2,988 | 351 | ||||||
| Lifeway Foods Inc * | 6,773 | 150 | ||||||
| Marzetti | 1,888 | 310 | ||||||
| MGP Ingredients Inc | 2,346 | 45 | ||||||
| Natural Grocers by Vitamin Cottage Inc | 2,349 | 64 | ||||||
| Nature's Sunshine Products Inc * | 13,500 | 374 | ||||||
| Niagen Bioscience Inc * | 77,253 | 390 | ||||||
| Performance Food Group Co * | 6,040 | 586 | ||||||
| Pilgrim's Pride Corp | 4,201 | 181 | ||||||
| PriceSmart Inc | 5,503 | 851 | ||||||
| Village Super Market Inc, Cl A | 5,167 | 202 | ||||||
| Vital Farms Inc * | 2,891 | 61 | ||||||
| 4,687 | ||||||||
| Energy — 4.8% | ||||||||
| Ardmore Shipping Corp | 6,908 | 113 | ||||||
| Cactus Inc, Cl A | 9,354 | 505 | ||||||
| Centrus Energy Corp, Cl A * | 153 | 31 | ||||||
| CNX Resources Corp * | 6,805 | 284 | ||||||
| Delek US Holdings Inc | 45,147 | 1,721 | ||||||
| DT Midstream Inc | 5,525 | 767 | ||||||
| Encore Energy Corp * | 104,444 | 282 | ||||||
| Energy Fuels Inc/Canada * | 10,921 | 233 | ||||||
| Energy Services of America Corp | 31,398 | 490 | ||||||
| 62 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Excelerate Energy Inc, Cl A | 6,749 | $ | 272 | |||||
| Expro Group Holdings NV * | 34,842 | 622 | ||||||
| Gevo Inc * | 104,853 | 191 | ||||||
| Green Plains Inc * | 24,100 | 331 | ||||||
| Gulfport Energy Corp * | 1,500 | 313 | ||||||
| Innovex International Inc * | 3,820 | 101 | ||||||
| Mammoth Energy Services Inc * | 18,782 | 43 | ||||||
| Matador Resources Co | 15,052 | 774 | ||||||
| NACCO Industries Inc, Cl A | 1,454 | 83 | ||||||
| National Energy Services Reunited Corp * | 24,640 | 617 | ||||||
| Navigator Holdings Ltd | 14,082 | 296 | ||||||
| NextDecade Corp * | 18,855 | 102 | ||||||
| Northern Oil & Gas Inc | 45,194 | 1,247 | ||||||
| Oil States International Inc * | 30,000 | 393 | ||||||
| Par Pacific Holdings Inc * | 6,700 | 286 | ||||||
| Permian Resources Corp, Cl A | 48,092 | 880 | ||||||
| Ranger Energy Services Inc, Cl A | 27,614 | 481 | ||||||
| SM Energy Co | 15,255 | 353 | ||||||
| Teekay Corp Ltd | 41,735 | 540 | ||||||
| 12,351 | ||||||||
| Financials — 20.5% | ||||||||
| Alerus Financial Corp | 19,238 | 459 | ||||||
| Amalgamated Financial Corp | 7,800 | 300 | ||||||
| American Integrity Insurance Group Inc * | 14,686 | 299 | ||||||
| Ameris Bancorp | 4,100 | 318 | ||||||
| Arrow Financial Corp | 9,700 | 323 | ||||||
| Associated Banc-Corp | 80,549 | 2,127 | ||||||
| Atlanticus Holdings Corp * | 3,843 | 201 | ||||||
| Banco Latinoamericano de Comercio Exterior SA, Cl E | 3,548 | 178 | ||||||
| Bank of Marin Bancorp | 17,040 | 424 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 6,400 | 325 | ||||||
| Bank7 Corp | 7,845 | 319 | ||||||
| BCB Bancorp Inc | 40,762 | 326 | ||||||
| BGC Group Inc, Cl A | 35,200 | 335 | ||||||
| Bowhead Specialty Holdings Inc * | 4,713 | 119 | ||||||
| Bridgewater Bancshares Inc * | 15,732 | 288 | ||||||
| Business First Bancshares Inc | 9,515 | 260 | ||||||
| California BanCorp | 7,176 | 131 | ||||||
| Camden National Corp | 5,912 | 273 | ||||||
| Capital Bancorp Inc | 3,127 | 92 | ||||||
| Carter Bankshares Inc * | 4,445 | 93 | ||||||
| Chimera Investment Corp ‡ | 37,607 | 512 | ||||||
| City Holding Co | 2,470 | 296 | ||||||
| Claros Mortgage Trust Inc *‡ | 17,295 | 41 | ||||||
| CNB Financial Corp/PA | 3,533 | 99 | ||||||
| CNO Financial Group Inc | 23,800 | 995 | ||||||
| Cohen & Steers Inc | 7,417 | 496 | ||||||
| Colony Bankcorp Inc | 25,501 | 506 | ||||||
| Columbia Banking System Inc | 108,253 | 3,080 | ||||||
| Customers Bancorp Inc * | 4,400 | 297 | ||||||
| Dave Inc * | 3,205 | 619 | ||||||
| Dime Community Bancshares Inc | 11,270 | 365 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Donegal Group Inc, Cl A | 6,885 | $ | 121 | |||||
| Eagle Bancorp Montana Inc | 4,395 | 95 | ||||||
| Encore Capital Group Inc * | 5,600 | 382 | ||||||
| Enova International Inc * | 2,471 | 344 | ||||||
| Esquire Financial Holdings Inc | 2,456 | 248 | ||||||
| FB Financial Corp | 20,454 | 1,119 | ||||||
| Fidelity D&D Bancorp Inc | 740 | 32 | ||||||
| Finance Of America Cos Inc, Cl A * | 4,583 | 89 | ||||||
| Finwise Bancorp * | 2,109 | 36 | ||||||
| First American Financial Corp | 6,437 | 451 | ||||||
| First Commonwealth Financial Corp | 30,747 | 539 | ||||||
| First Financial Corp | 8,150 | 516 | ||||||
| First Horizon Corp | 12,798 | 305 | ||||||
| First Interstate BancSystem Inc, Cl A | 21,635 | 749 | ||||||
| First Western Financial Inc * | 2,536 | 64 | ||||||
| FirstCash Holdings Inc | 1,900 | 366 | ||||||
| Five Star Bancorp | 4,627 | 180 | ||||||
| Flagstar Bank NA | 88,289 | 1,120 | ||||||
| FNB Corp/PA | 91,624 | 1,557 | ||||||
| FVCBankcorp Inc | 4,248 | 66 | ||||||
| Great Southern Bancorp Inc | 1,904 | 117 | ||||||
| Hamilton Lane Inc, Cl A | 5,046 | 530 | ||||||
| Hanmi Financial Corp | 1,717 | 45 | ||||||
| Hanover Insurance Group Inc/The | 3,150 | 569 | ||||||
| HBT Financial Inc | 8,035 | 217 | ||||||
| HCI Group Inc | 1,270 | 224 | ||||||
| Heritage Insurance Holdings Inc * | 17,795 | 496 | ||||||
| Home BancShares Inc/AR | 24,101 | 662 | ||||||
| HomeTrust Bancshares Inc | 4,588 | 193 | ||||||
| Independent Bank Corp | 9,117 | 712 | ||||||
| Independent Bank Corp/MI | 2,420 | 84 | ||||||
| Jack Henry & Associates Inc | 3,589 | 583 | ||||||
| Jackson Financial Inc, Cl A | 23,698 | 2,594 | ||||||
| Jefferson Capital Inc | 9,110 | 188 | ||||||
| Kearny Financial Corp/MD | 9,903 | 76 | ||||||
| Kinsale Capital Group Inc | 1,044 | 407 | ||||||
| LendingClub Corp * | 16,500 | 246 | ||||||
| LendingTree Inc * | 4,343 | 162 | ||||||
| Lincoln National Corp | 23,585 | 809 | ||||||
| loanDepot Inc, Cl A * | 92,103 | 191 | ||||||
| Mercantile Bank Corp | 3,347 | 173 | ||||||
| Metrocity Bankshares Inc | 2,246 | 63 | ||||||
| MGIC Investment Corp | 19,394 | 515 | ||||||
| Mid Penn Bancorp Inc | 6,487 | 209 | ||||||
| Midland States Bancorp Inc | 8,784 | 194 | ||||||
| Morningstar Inc | 2,806 | 514 | ||||||
| National Bank Holdings Corp, Cl A | 17,788 | 711 | ||||||
| NerdWallet Inc, Cl A * | 35,211 | 382 | ||||||
| NMI Holdings Inc, Cl A * | 8,526 | 335 | ||||||
| Northfield Bancorp Inc | 9,742 | 130 | ||||||
| Northrim BanCorp Inc | 9,584 | 225 | ||||||
| Norwood Financial Corp | 3,799 | 110 | ||||||
| Old National Bancorp/IN | 109,802 | 2,536 | ||||||
| SEI Institutional Investments Trust | 63 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Old Second Bancorp Inc | 2,058 | $ | 40 | |||||
| Oportun Financial Corp * | 23,149 | 120 | ||||||
| OppFi Inc | 41,733 | 383 | ||||||
| Orchid Island Capital Inc, Cl A ‡ | 30,320 | 226 | ||||||
| Orrstown Financial Services Inc | 6,548 | 235 | ||||||
| Palomar Holdings Inc, Cl A * | 2,400 | 297 | ||||||
| Parke Bancorp Inc | 9,770 | 272 | ||||||
| Peoples Bancorp of North Carolina Inc | 1,676 | 64 | ||||||
| Ponce Financial Group Inc * | 4,169 | 68 | ||||||
| Primerica Inc | 2,066 | 524 | ||||||
| Primis Financial Corp | 10,202 | 135 | ||||||
| Prosperity Bancshares Inc | 8,244 | 580 | ||||||
| RBB Bancorp | 2,740 | 59 | ||||||
| Red River Bancshares Inc | 1,386 | 123 | ||||||
| Republic Bancorp Inc/KY, Cl A | 3,700 | 255 | ||||||
| Seacoast Banking Corp of Florida | 9,400 | 293 | ||||||
| ServisFirst Bancshares Inc | 10,261 | 831 | ||||||
| Sierra Bancorp | 1,902 | 68 | ||||||
| Simmons First National Corp, Cl A | 27,757 | 553 | ||||||
| SmartFinancial Inc | 18,668 | 732 | ||||||
| Southern First Bancshares Inc * | 6,400 | 357 | ||||||
| Southern Missouri Bancorp Inc | 2,978 | 184 | ||||||
| Starwood Property Trust Inc ‡ | 24,758 | 441 | ||||||
| Texas Capital Bancshares Inc * | 3,400 | 324 | ||||||
| Third Coast Bancshares Inc * | 9,175 | 363 | ||||||
| TPG Mortgage Investment Trust Inc ‡ | 13,169 | 107 | ||||||
| UMB Financial Corp | 2,200 | 255 | ||||||
| United Fire Group Inc | 3,300 | 128 | ||||||
| Unity Bancorp Inc | 1,158 | 62 | ||||||
| Universal Insurance Holdings Inc | 7,435 | 262 | ||||||
| Univest Financial Corp | 17,419 | 584 | ||||||
| Valley National Bancorp | 90,979 | 1,147 | ||||||
| Voya Financial Inc | 9,925 | 664 | ||||||
| Washington Trust Bancorp Inc | 8,900 | 300 | ||||||
| Westamerica BanCorp | 4,741 | 240 | ||||||
| Wintrust Financial Corp | 5,811 | 837 | ||||||
| WSFS Financial Corp | 4,500 | 286 | ||||||
| Zions Bancorp NA | 37,164 | 2,129 | ||||||
| 52,605 | ||||||||
| Health Care — 14.0% | ||||||||
| 4D Molecular Therapeutics Inc * | 11,799 | 114 | ||||||
| Abeona Therapeutics Inc * | 56,133 | 287 | ||||||
| Adaptive Biotechnologies Corp * | 18,277 | 293 | ||||||
| Addus HomeCare Corp * | 4,144 | 429 | ||||||
| Akebia Therapeutics Inc * | 163,089 | 214 | ||||||
| Alignment Healthcare Inc * | 17,600 | 338 | ||||||
| Amneal Pharmaceuticals Inc * | 27,700 | 383 | ||||||
| AnaptysBio Inc * | 6,001 | 330 | ||||||
| ANI Pharmaceuticals Inc * | 2,711 | 200 | ||||||
| Annexon Inc * | 23,783 | 133 | ||||||
| Apyx Medical Corp * | 79,900 | 261 | ||||||
| Arcutis Biotherapeutics Inc * | 11,800 | 318 | ||||||
| ArriVent Biopharma Inc * | 2,208 | 51 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Arrowhead Pharmaceuticals Inc * | 5,600 | $ | 354 | |||||
| ARS Pharmaceuticals Inc * | 6,235 | 58 | ||||||
| Avanos Medical Inc * | 28,079 | 396 | ||||||
| Aveanna Healthcare Holdings Inc * | 104,877 | 772 | ||||||
| Axsome Therapeutics Inc * | 1,863 | 305 | ||||||
| BioAge Labs Inc * | 13,069 | 291 | ||||||
| BioCryst Pharmaceuticals Inc * | 30,000 | 262 | ||||||
| Bioventus Inc, Cl A * | 24,464 | 215 | ||||||
| Bridgebio Pharma Inc * | 5,202 | 346 | ||||||
| Butterfly Network Inc, Cl A * | 29,673 | 112 | ||||||
| Castle Biosciences Inc * | 4,797 | 142 | ||||||
| Chemed Corp | 1,262 | 517 | ||||||
| Cogent Biosciences Inc * | 5,163 | 201 | ||||||
| Collegium Pharmaceutical Inc * | 20,185 | 841 | ||||||
| CorMedix Inc * | 64,379 | 459 | ||||||
| Cross Country Healthcare Inc * | 28,664 | 249 | ||||||
| Day One Biopharmaceuticals Inc * | 21,884 | 232 | ||||||
| Editas Medicine Inc, Cl A * | 37,088 | 82 | ||||||
| Electromed Inc * | 2,218 | 53 | ||||||
| Emergent BioSolutions Inc * | 35,884 | 292 | ||||||
| Encompass Health Corp | 14,089 | 1,520 | ||||||
| Ensign Group Inc/The | 6,235 | 1,335 | ||||||
| Envista Holdings Corp * | 10,200 | 298 | ||||||
| Eton Pharmaceuticals Inc * | 3,819 | 65 | ||||||
| Fulgent Genetics Inc * | 23,099 | 354 | ||||||
| Globus Medical Inc, Cl A * | 5,742 | 548 | ||||||
| Gossamer Bio Inc * | 26,686 | 11 | ||||||
| Guardant Health Inc * | 3,004 | 282 | ||||||
| Guardian Pharmacy Services Inc, Cl A * | 5,843 | 196 | ||||||
| Haemonetics Corp * | 6,640 | 420 | ||||||
| Heron Therapeutics Inc * | 54,413 | 65 | ||||||
| Inmode Ltd * | 30,398 | 418 | ||||||
| Innovage Holding Corp * | 36,000 | 323 | ||||||
| Integra LifeSciences Holdings Corp * | 12,172 | 139 | ||||||
| Iovance Biotherapeutics Inc * | 40,730 | 157 | ||||||
| iRhythm Technologies Inc * | 1,900 | 254 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 105,203 | 360 | ||||||
| KalVista Pharmaceuticals Inc * | 10,799 | 176 | ||||||
| Keros Therapeutics Inc * | 17,548 | 249 | ||||||
| Kiniksa Pharmaceuticals International PLC, Cl A * | 8,570 | 381 | ||||||
| KORU Medical Systems Inc * | 69,951 | 334 | ||||||
| Lantheus Holdings Inc * | 3,658 | 274 | ||||||
| Larimar Therapeutics Inc * | 6,982 | 37 | ||||||
| LeMaitre Vascular Inc | 7,048 | 762 | ||||||
| LENZ Therapeutics Inc * | 8,438 | 114 | ||||||
| Lexeo Therapeutics Inc * | 9,446 | 68 | ||||||
| Ligand Pharmaceuticals Inc * | 1,500 | 297 | ||||||
| MBX Biosciences Inc * | 2,240 | 73 | ||||||
| MiMedx Group Inc * | 95,341 | 466 | ||||||
| Mineralys Therapeutics Inc * | 6,840 | 200 | ||||||
| Mirum Pharmaceuticals Inc * | 3,200 | 295 | ||||||
| Molina Healthcare Inc * | 17,780 | 2,739 | ||||||
| 64 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Monte Rosa Therapeutics Inc * | 10,934 | $ | 194 | |||||
| Myriad Genetics Inc * | 21,114 | 97 | ||||||
| Neurogene Inc * | 1,558 | 37 | ||||||
| NeuroPace Inc * | 11,728 | 171 | ||||||
| Nutex Health Inc * | 4,604 | 509 | ||||||
| Option Care Health Inc * | 16,248 | 527 | ||||||
| Organogenesis Holdings Inc, Cl A * | 114,062 | 366 | ||||||
| PACS Group Inc * | 2,550 | 93 | ||||||
| Pediatrix Medical Group Inc * | 14,200 | 282 | ||||||
| Phathom Pharmaceuticals Inc * | 9,566 | 120 | ||||||
| Phibro Animal Health Corp, Cl A | 18,099 | 988 | ||||||
| Praxis Precision Medicines Inc * | 1,611 | 543 | ||||||
| Prestige Consumer Healthcare Inc * | 12,881 | 893 | ||||||
| Prime Medicine Inc * | 9,465 | 44 | ||||||
| Progyny Inc * | 113,006 | 1,999 | ||||||
| Puma Biotechnology Inc * | 23,675 | 135 | ||||||
| Quantum-Si Inc * | 45,131 | 43 | ||||||
| Quest Diagnostics Inc | 3,415 | 724 | ||||||
| QuidelOrtho Corp * | 6,401 | 146 | ||||||
| REGENXBIO Inc * | 5,107 | 46 | ||||||
| Replimune Group Inc * | 13,139 | 101 | ||||||
| Rigel Pharmaceuticals Inc * | 21,799 | 757 | ||||||
| Sana Biotechnology Inc * | 5,385 | 23 | ||||||
| Septerna Inc * | 5,404 | 157 | ||||||
| Shattuck Labs * | 78,700 | 309 | ||||||
| Sight Sciences Inc * | 60,795 | 314 | ||||||
| Sionna Therapeutics Inc * | 1,488 | 54 | ||||||
| STERIS PLC | 2,806 | 708 | ||||||
| Tactile Systems Technology Inc * | 17,443 | 511 | ||||||
| Tango Therapeutics Inc * | 21,670 | 241 | ||||||
| Tectonic Therapeutic Inc * | 3,197 | 75 | ||||||
| Theravance Biopharma Inc * | 25,009 | 456 | ||||||
| Travere Therapeutics Inc * | 8,100 | 241 | ||||||
| TriSalus Life Sciences Inc * | 3,743 | 19 | ||||||
| UroGen Pharma Ltd * | 6,293 | 137 | ||||||
| US Physical Therapy Inc | 6,917 | 574 | ||||||
| Xencor Inc * | 6,742 | 86 | ||||||
| Xeris Biopharma Holdings Inc * | 37,500 | 230 | ||||||
| Zevra Therapeutics Inc * | 30,428 | 272 | ||||||
| 35,962 | ||||||||
| Industrials — 17.8% | ||||||||
| AAON Inc | 8,070 | 817 | ||||||
| Aebi Schmidt Holding AG | 18,559 | 268 | ||||||
| AeroVironment Inc * | 900 | 227 | ||||||
| AerSale Corp * | 51,865 | 405 | ||||||
| AirJoule Technologies Corp, Cl A * | 19,431 | 63 | ||||||
| Allient Inc | 1,819 | 120 | ||||||
| American Superconductor Corp * | 13,884 | 452 | ||||||
| Arcosa Inc | 2,600 | 279 | ||||||
| Argan Inc | 533 | 241 | ||||||
| Astec Industries Inc | 45,680 | 2,836 | ||||||
| Astronics Corp * | 510 | 41 | ||||||
| Atmus Filtration Technologies Inc | 6,000 | 387 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AZZ Inc | 4,807 | $ | 654 | |||||
| BlackSky Technology Inc, Cl A * | 2,260 | 43 | ||||||
| Bloom Energy Corp, Cl A * | 2,100 | 327 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 5,677 | 448 | ||||||
| Bowman Consulting Group Ltd, Cl A * | 9,151 | 307 | ||||||
| Brookfield Business Corp, Cl A | 5,378 | 185 | ||||||
| BWX Technologies Inc | 1,109 | 228 | ||||||
| CACI International Inc, Cl A * | 1,422 | 868 | ||||||
| Carlisle Cos Inc | 1,675 | 661 | ||||||
| Clean Harbors Inc * | 2,624 | 769 | ||||||
| Concentrix Corp | 10,680 | 350 | ||||||
| Construction Partners Inc, Cl A * | 2,600 | 349 | ||||||
| Costamare Bulkers Holdings Ltd * | 11,098 | 212 | ||||||
| Costamare Inc | 16,540 | 291 | ||||||
| Douglas Dynamics Inc | 7,000 | 321 | ||||||
| Dycom Industries Inc * | 900 | 378 | ||||||
| Enerpac Tool Group Corp, Cl A | 8,352 | 341 | ||||||
| EnerSys | 2,211 | 367 | ||||||
| Enpro Inc | 3,700 | 957 | ||||||
| Enviri Corp * | 25,297 | 479 | ||||||
| ExlService Holdings Inc * | 10,134 | 317 | ||||||
| Federal Signal Corp | 2,600 | 303 | ||||||
| Gates Industrial Corp PLC * | 37,244 | 1,027 | ||||||
| Genco Shipping & Trading Ltd | 21,510 | 517 | ||||||
| GFL Environmental Inc | 13,381 | 591 | ||||||
| Global Industrial Co | 3,700 | 122 | ||||||
| Graham Corp * | 4,163 | 338 | ||||||
| Griffon Corp | 3,400 | 290 | ||||||
| Healthcare Services Group Inc * | 18,900 | 412 | ||||||
| Hertz Global Holdings Inc * | 36,198 | 164 | ||||||
| Hexcel Corp | 15,335 | 1,421 | ||||||
| Hillman Solutions Corp * | 33,000 | 271 | ||||||
| Huron Consulting Group Inc * | 5,682 | 803 | ||||||
| IBEX Holdings Ltd * | 13,496 | 390 | ||||||
| Innodata Inc * | 11,303 | 499 | ||||||
| Interface Inc, Cl A | 8,413 | 265 | ||||||
| ITT Inc | 3,650 | 739 | ||||||
| JBT Marel Corp | 1,900 | 293 | ||||||
| Karat Packaging Inc | 2,531 | 62 | ||||||
| KBR Inc | 12,551 | 530 | ||||||
| Kennametal Inc | 10,500 | 423 | ||||||
| Korn Ferry | 9,939 | 623 | ||||||
| Landstar System Inc | 3,676 | 599 | ||||||
| Liquidity Services Inc * | 4,978 | 157 | ||||||
| LSI Industries Inc | 12,815 | 277 | ||||||
| Luxfer Holdings PLC | 11,203 | 144 | ||||||
| Lyft Inc, Cl A * | 63,904 | 884 | ||||||
| Mercury Systems Inc * | 3,129 | 279 | ||||||
| Microvast Holdings Inc * | 19,592 | 44 | ||||||
| Montrose Environmental Group Inc * | 11,200 | 327 | ||||||
| Moog Inc, Cl A | 1,200 | 405 | ||||||
| Mueller Water Products Inc, Cl A | 11,600 | 347 | ||||||
| MYR Group Inc * | 1,500 | 405 | ||||||
| SEI Institutional Investments Trust | 65 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nextpower Inc, Cl A * | 3,001 | $ | 315 | |||||
| Nordson Corp | 2,567 | 753 | ||||||
| nVent Electric PLC | 6,395 | 757 | ||||||
| OPENLANE Inc * | 11,200 | 319 | ||||||
| Orion Group Holdings Inc * | 25,200 | 346 | ||||||
| Pangaea Logistics Solutions Ltd | 49,360 | 462 | ||||||
| Park-Ohio Holdings Corp | 2,614 | 67 | ||||||
| Planet Labs PBC * | 14,100 | 340 | ||||||
| Powell Industries Inc | 416 | 218 | ||||||
| Preformed Line Products Co | 1,046 | 265 | ||||||
| Proto Labs Inc * | 6,000 | 373 | ||||||
| RCM Technologies Inc * | 4,674 | 88 | ||||||
| Regal Rexnord Corp | 3,923 | 867 | ||||||
| Resideo Technologies Inc * | 9,000 | 348 | ||||||
| Rush Enterprises Inc, Cl B | 3,560 | 230 | ||||||
| Safe Bulkers Inc | 75,378 | 495 | ||||||
| SPX Technologies Inc * | 1,453 | 330 | ||||||
| Standex International Corp | 6,108 | 1,600 | ||||||
| Sunrun Inc * | 17,200 | 228 | ||||||
| Terex Corp | 8,494 | 584 | ||||||
| Tetra Tech Inc | 4,655 | 167 | ||||||
| TransUnion | 8,005 | 629 | ||||||
| Tutor Perini Corp | 12,049 | 908 | ||||||
| UFP Industries Inc | 4,329 | 446 | ||||||
| UniFirst Corp/MA | 2,395 | 562 | ||||||
| V2X Inc * | 1,364 | 95 | ||||||
| Valmont Industries Inc | 3,923 | 1,804 | ||||||
| Veralto Corp | 3,505 | 342 | ||||||
| Watts Water Technologies Inc, Cl A | 1,100 | 362 | ||||||
| WESCO International Inc | 4,895 | 1,417 | ||||||
| Willdan Group Inc * | 2,102 | 187 | ||||||
| Worthington Enterprises Inc | 4,500 | 252 | ||||||
| Zurn Elkay Water Solutions Corp | 6,700 | 342 | ||||||
| 45,437 | ||||||||
| Information Technology — 13.0% | ||||||||
| 8x8 Inc * | 149,800 | 321 | ||||||
| ACI Worldwide Inc * | 5,300 | 210 | ||||||
| ADTRAN Holdings Inc * | 22,300 | 227 | ||||||
| Advanced Energy Industries Inc | 1,200 | 403 | ||||||
| Ambarella Inc * | 4,100 | 247 | ||||||
| Appian Corp, Cl A * | 12,400 | 331 | ||||||
| Applied Digital Corp * | 16,848 | 459 | ||||||
| Arlo Technologies Inc * | 9,151 | 144 | ||||||
| Arteris Inc * | 14,645 | 249 | ||||||
| Bel Fuse Inc, Cl A | 426 | 90 | ||||||
| Bel Fuse Inc, Cl B | 1,800 | 413 | ||||||
| Belden Inc | 4,710 | 675 | ||||||
| Bentley Systems Inc, Cl B | 15,758 | 576 | ||||||
| BigBear.ai Holdings Inc * | 94,426 | 374 | ||||||
| BK Technologies Corp * | 4,123 | 359 | ||||||
| Blaize Holdings Inc, Cl A * | 53,756 | 63 | ||||||
| Calix Inc * | 5,600 | 290 | ||||||
| Cipher Digital Inc * | 15,093 | 235 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Clear Secure Inc, Cl A | 21,926 | $ | 1,067 | |||||
| Cognex Corp | 13,530 | 736 | ||||||
| Cohu Inc * | 22,161 | 669 | ||||||
| Commerce.com Inc * | 49,068 | 136 | ||||||
| Corsair Gaming Inc * | 20,708 | 114 | ||||||
| Credo Technology Group Holding Ltd * | 2,500 | 281 | ||||||
| Daktronics Inc * | 26,718 | 689 | ||||||
| Diebold Nixdorf Inc * | 4,200 | 336 | ||||||
| Digi International Inc * | 7,500 | 366 | ||||||
| Diodes Inc * | 8,866 | 605 | ||||||
| Domo Inc, Cl B * | 13,674 | 49 | ||||||
| Eastman Kodak Co * | 10,818 | 79 | ||||||
| Evolv Technologies Holdings Inc * | 12,292 | 65 | ||||||
| Extreme Networks Inc * | 15,900 | 222 | ||||||
| FormFactor Inc * | 4,000 | 396 | ||||||
| Harmonic Inc * | 58,208 | 619 | ||||||
| Immersion Corp | 33,448 | 204 | ||||||
| Kaltura Inc * | 6,800 | 9 | ||||||
| Kimball Electronics Inc * | 19,891 | 497 | ||||||
| Kopin Corp * | 56,622 | 125 | ||||||
| Kulicke & Soffa Industries Inc | 14,768 | 1,030 | ||||||
| Littelfuse Inc | 2,314 | 816 | ||||||
| LiveRamp Holdings Inc * | 10,100 | 274 | ||||||
| Lumentum Holdings Inc * | 1,417 | 993 | ||||||
| Napco Security Technologies Inc | 14,026 | 654 | ||||||
| Navitas Semiconductor Corp, Cl A * | 3,610 | 33 | ||||||
| NetScout Systems Inc * | 9,700 | 283 | ||||||
| nLight Inc * | 6,800 | 382 | ||||||
| NVE Corp | 7,040 | 485 | ||||||
| Open Text Corp | 82,713 | 2,049 | ||||||
| Ouster Inc * | 10,100 | 191 | ||||||
| Pagaya Technologies Ltd, Cl A * | 13,482 | 151 | ||||||
| Pegasystems Inc | 4,919 | 215 | ||||||
| Photronics Inc * | 67,649 | 2,532 | ||||||
| Plexus Corp * | 1,900 | 369 | ||||||
| Power Integrations Inc | 12,725 | 610 | ||||||
| Q2 Holdings Inc * | 3,400 | 164 | ||||||
| Red Violet Inc * | 5,237 | 227 | ||||||
| Richardson Electronics Ltd/United States | 17,633 | 217 | ||||||
| Rogers Corp * | 8,107 | 874 | ||||||
| Sanmina Corp * | 2,268 | 352 | ||||||
| Semtech Corp * | 2,900 | 262 | ||||||
| Silicon Laboratories Inc * | 4,216 | 862 | ||||||
| Silicon Motion Technology Corp ADR | 8,826 | 1,141 | ||||||
| SiTime Corp * | 954 | 380 | ||||||
| Synaptics Inc * | 3,700 | 301 | ||||||
| Telos Corp * | 46,052 | 185 | ||||||
| Terawulf Inc * | 7,368 | 120 | ||||||
| TTM Technologies Inc * | 3,900 | 407 | ||||||
| Universal Display Corp | 5,917 | 631 | ||||||
| Viavi Solutions Inc * | 68,103 | 2,023 | ||||||
| Vistance Networks Inc * | 54,485 | 957 | ||||||
| 66 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| WM Technology Inc * | 181,245 | $ | 121 | |||||
| 33,221 | ||||||||
| Materials — 7.4% | ||||||||
| Alto Ingredients Inc * | 112,400 | 256 | ||||||
| AptarGroup Inc | 3,241 | 466 | ||||||
| Ardagh Metal Packaging SA | 60,017 | 291 | ||||||
| Arq Inc * | 13,425 | 47 | ||||||
| Axalta Coating Systems Ltd * | 15,572 | 520 | ||||||
| Balchem Corp | 1,700 | 308 | ||||||
| Cabot Corp | 7,697 | 586 | ||||||
| Caledonia Mining Corp PLC | 26,150 | 830 | ||||||
| Cleveland-Cliffs Inc * | 210,930 | 2,249 | ||||||
| Coeur Mining Inc * | 15,700 | 426 | ||||||
| Commercial Metals Co | 34,910 | 2,559 | ||||||
| Contango ORE Inc * | 16,229 | 488 | ||||||
| Flotek Industries Inc * | 9,566 | 147 | ||||||
| Friedman Industries Inc | 2,674 | 50 | ||||||
| Hudbay Minerals Inc | 71,972 | 2,039 | ||||||
| Idaho Strategic Resources Inc * | 12,516 | 539 | ||||||
| Ingevity Corp * | 5,673 | 409 | ||||||
| Innospec Inc | 2,393 | 183 | ||||||
| Intrepid Potash Inc * | 11,935 | 441 | ||||||
| Lifezone Metals Ltd * | 73,130 | 340 | ||||||
| Materion Corp | 2,500 | 408 | ||||||
| Myers Industries Inc | 17,200 | 385 | ||||||
| NioCorp Developments Ltd * | 56,127 | 297 | ||||||
| O-I Glass Inc * | 18,259 | 245 | ||||||
| Perpetua Resources Corp * | 5,985 | 221 | ||||||
| Ramaco Resources Inc, Cl A * | 8,120 | 123 | ||||||
| Reliance Inc | 2,132 | 673 | ||||||
| Royal Gold Inc | 2,110 | 633 | ||||||
| Silgan Holdings Inc | 9,307 | 447 | ||||||
| SSR Mining Inc * | 13,500 | 435 | ||||||
| Titan America SA | 1,624 | 29 | ||||||
| Tredegar Corp * | 49,687 | 456 | ||||||
| US Gold Corp * | 20,800 | 451 | ||||||
| US Goldmining Inc * | 5,721 | 69 | ||||||
| Vox Royalty Corp | 73,137 | 470 | ||||||
| Warrior Met Coal Inc | 3,700 | 308 | ||||||
| 18,824 | ||||||||
| Real Estate — 4.5% | ||||||||
| Agree Realty Corp ‡ | 8,705 | 701 | ||||||
| Alexander's Inc ‡ | 276 | 65 | ||||||
| American Healthcare REIT Inc ‡ | 7,400 | 387 | ||||||
| Brixmor Property Group Inc ‡ | 7,449 | 225 | ||||||
| CareTrust REIT Inc ‡ | 27,163 | 1,103 | ||||||
| COPT Defense Properties ‡ | 19,803 | 629 | ||||||
| CTO Realty Growth Inc ‡ | 33,252 | 648 | ||||||
| Diversified Healthcare Trust ‡ | 55,200 | 373 | ||||||
| FirstService Corp | 3,735 | 589 | ||||||
| FrontView REIT Inc ‡ | 18,878 | 313 | ||||||
| Highwoods Properties Inc ‡ | 50,051 | 1,126 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| LXP Industrial Trust ‡ | 4,180 | $ | 207 | |||||
| National Storage Affiliates Trust ‡ | 30,481 | 1,067 | ||||||
| Newmark Group Inc, Cl A | 79,767 | 1,158 | ||||||
| One Liberty Properties Inc ‡ | 7,577 | 178 | ||||||
| Park Hotels & Resorts Inc ‡ | 19,030 | 215 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 24,595 | 510 | ||||||
| Real Brokerage Inc/The * | 17,024 | 45 | ||||||
| Ryman Hospitality Properties Inc ‡ | 6,304 | 622 | ||||||
| STAG Industrial Inc ‡ | 15,036 | 590 | ||||||
| Terreno Realty Corp ‡ | 10,049 | 664 | ||||||
| 11,415 | ||||||||
| Utilities — 1.9% | ||||||||
| Black Hills Corp | 4,727 | 348 | ||||||
| Brookfield Infrastructure Corp, Cl A | 12,638 | 630 | ||||||
| Cadiz Inc * | 47,765 | 248 | ||||||
| Chesapeake Utilities Corp | 4,829 | 657 | ||||||
| Consolidated Water Co Ltd | 13,264 | 502 | ||||||
| Genie Energy Ltd, Cl B | 10,495 | 153 | ||||||
| Hallador Energy Co * | 24,131 | 439 | ||||||
| IDACORP Inc, Cl Rights | 5,577 | 803 | ||||||
| Portland General Electric Co | 7,969 | 430 | ||||||
| Southwest Gas | 3,000 | 265 | ||||||
| Spire Inc | 4,828 | 442 | ||||||
| 4,917 | ||||||||
| Total Common Stock | ||||||||
| (Cost $192,906) ($ Thousands) | 249,918 | |||||||
| EXCHANGE-TRADED FUND — 0.1% | ||||||||
| Equity — 0.1% | ||||||||
| iShares Russell 2000 Value ETF | 1,185 | 234 | ||||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $190) ($ Thousands) | 234 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Verve Therapeutics Inc *‡‡(A) | 21,810 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| SEI Institutional Investments Trust | 67 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small Cap II Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 4,917,768 | $ | 4,918 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $4,918) ($ Thousands) | 4,918 | |||||||
| Total Investments in Securities — 99.6% | ||||||||
| (Cost $198,014) ($ Thousands) | $ | 255,070 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Depreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Russell 2000 Index E-Mini | 13 | Mar-2026 | $ | 1,725 | $ | 1,713 | $ | (12 | ) | |||||||||
Percentages are based on Net Assets of $256,073 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 10,894 | $ | 53,880 | $ | (59,856 | ) | $ | — | $ | — | $ | 4,918 | $ | 167 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 68 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 97.2% | ||||||||
| Communication Services — 2.5% | ||||||||
| AMC Networks Inc, Cl A * | 22,800 | $ | 186 | |||||
| Cars.com Inc * | 79,670 | 680 | ||||||
| EverQuote Inc, Cl A * | 95,510 | 1,509 | ||||||
| Fox Corp | 52,500 | 2,958 | ||||||
| IMAX Corp * | 20,160 | 863 | ||||||
| Match Group Inc | 57,900 | 1,830 | ||||||
| New York Times Co/The, Cl A | 30,020 | 2,395 | ||||||
| Nexstar Media Group Inc, Cl A | 19,135 | 4,803 | ||||||
| Playtika Holding Corp | 56,700 | 175 | ||||||
| QuinStreet Inc * | 134,210 | 1,573 | ||||||
| Roku Inc, Cl A * | 2,940 | 289 | ||||||
| Shutterstock Inc | 19,900 | 334 | ||||||
| Sirius XM Holdings Inc | 93,920 | 2,063 | ||||||
| TEGNA Inc | 49,300 | 1,033 | ||||||
| Uniti Group Inc * | 42,963 | 315 | ||||||
| Yelp Inc, Cl A * | 31,100 | 693 | ||||||
| Ziff Davis Inc * | 19,600 | 531 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 62,900 | 391 | ||||||
| 22,621 | ||||||||
| Consumer Discretionary — 10.8% | ||||||||
| Academy Sports & Outdoors Inc | 14,800 | 890 | ||||||
| Adient PLC * | 17,520 | 426 | ||||||
| ADT Inc | 339,290 | 2,721 | ||||||
| Amer Sports Inc * | 33,690 | 1,280 | ||||||
| Aramark | 36,110 | 1,511 | ||||||
| Autoliv Inc | 17,250 | 2,044 | ||||||
| AutoNation Inc * | 6,200 | 1,210 | ||||||
| Bloomin' Brands Inc | 53,700 | 329 | ||||||
| Boot Barn Holdings Inc * | 7,570 | 1,432 | ||||||
| BorgWarner Inc | 83,970 | 4,834 | ||||||
| Brunswick Corp/DE | 33,702 | 2,683 | ||||||
| Burlington Stores Inc * | 12,370 | 3,796 | ||||||
| Carter's Inc | 52,290 | 1,754 | ||||||
| Churchill Downs Inc | 16,798 | 1,544 | ||||||
| Columbia Sportswear Co | 23,620 | 1,463 | ||||||
| Covista Inc * | 10,568 | 1,036 | ||||||
| Crocs Inc * | 29,480 | 2,674 | ||||||
| Dick's Sporting Goods Inc | 9,310 | 1,896 | ||||||
| Domino's Pizza Inc | 4,183 | 1,684 | ||||||
| Dorman Products Inc * | 5,767 | 680 | ||||||
| Expedia Group Inc | 6,800 | 1,467 | ||||||
| Gap Inc/The | 41,700 | 1,169 | ||||||
| Garrett Motion Inc | 96,200 | 1,959 | ||||||
| G-III Apparel Group Ltd | 85,230 | 2,607 | ||||||
| Goodyear Tire & Rubber Co/The * | 71,642 | 591 | ||||||
| Group 1 Automotive Inc | 8,900 | 2,899 | ||||||
| Harley-Davidson Inc | 60,400 | 1,087 | ||||||
| Haverty Furniture Cos Inc | 38,200 | 910 | ||||||
| Jack in the Box Inc | 7,184 | 122 | ||||||
| JAKKS Pacific Inc | 15,700 | 343 | ||||||
| Kohl's Corp | 24,700 | 404 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Laureate Education Inc, Cl A * | 44,450 | $ | 1,438 | |||||
| Macy's Inc | 43,100 | 853 | ||||||
| Mattel Inc * | 78,600 | 1,332 | ||||||
| MGM Resorts International * | 27,600 | 1,017 | ||||||
| Mohawk Industries Inc * | 7,800 | 977 | ||||||
| National Vision Holdings Inc * | 65,970 | 1,779 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 35,925 | 3,848 | ||||||
| Patrick Industries Inc | 11,346 | 1,405 | ||||||
| Perdoceo Education Corp | 99,763 | 3,327 | ||||||
| Phinia Inc | 27,000 | 1,961 | ||||||
| Pool Corp | 13,745 | 3,123 | ||||||
| PulteGroup Inc | 18,600 | 2,552 | ||||||
| PVH Corp | 13,300 | 912 | ||||||
| Rush Street Interactive Inc * | 63,110 | 1,246 | ||||||
| SharkNinja Inc * | 12,420 | 1,526 | ||||||
| Signet Jewelers Ltd | 8,000 | 770 | ||||||
| Standard Motor Products Inc | 42,060 | 1,669 | ||||||
| Tapestry Inc | 21,600 | 3,358 | ||||||
| Toll Brothers Inc | 26,800 | 4,214 | ||||||
| Travel + Leisure Co | 68,887 | 5,077 | ||||||
| Upbound Group Inc, Cl A | 38,200 | 819 | ||||||
| Urban Outfitters Inc * | 21,870 | 1,448 | ||||||
| Wingstop Inc | 8,298 | 2,153 | ||||||
| 96,249 | ||||||||
| Consumer Staples — 4.0% | ||||||||
| Albertsons Cos Inc, Cl A | 167,200 | 2,993 | ||||||
| Casey's General Stores Inc | 12,220 | 8,378 | ||||||
| Central Garden & Pet Co, Cl A * | 43,480 | 1,502 | ||||||
| Chefs' Warehouse Inc/The * | 19,170 | 1,368 | ||||||
| Church & Dwight Co Inc | 29,431 | 3,086 | ||||||
| Conagra Brands Inc | 38,100 | 733 | ||||||
| Energizer Holdings Inc | 50,900 | 1,099 | ||||||
| Fresh Del Monte Produce Inc | 64,500 | 2,769 | ||||||
| Herbalife Ltd * | 129,900 | 2,536 | ||||||
| Ingredion Inc | 17,300 | 2,032 | ||||||
| Maplebear Inc * | 40,730 | 1,528 | ||||||
| Molson Coors Beverage Co, Cl B | 63,300 | 3,101 | ||||||
| PriceSmart Inc | 17,067 | 2,639 | ||||||
| Smithfield Foods Inc | 60,840 | 1,514 | ||||||
| 35,278 | ||||||||
| Energy — 3.4% | ||||||||
| APA Corp | 71,000 | 2,156 | ||||||
| California Resources Corp | 28,230 | 1,661 | ||||||
| CNX Resources Corp * | 26,100 | 1,091 | ||||||
| DHT Holdings Inc | 102,880 | 2,005 | ||||||
| DT Midstream Inc | 17,135 | 2,379 | ||||||
| Excelerate Energy Inc, Cl A | 40,390 | 1,626 | ||||||
| Helmerich & Payne Inc | 27,900 | 983 | ||||||
| HF Sinclair Corp | 36,800 | 1,840 | ||||||
| Matador Resources Co | 86,183 | 4,430 | ||||||
| Murphy Oil Corp | 49,161 | 1,630 | ||||||
| Northern Oil & Gas Inc | 60,130 | 1,659 | ||||||
| SEI Institutional Investments Trust | 69 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ovintiv Inc | 35,400 | $ | 1,791 | |||||
| Patterson-UTI Energy Inc | 178,510 | 1,519 | ||||||
| Scorpio Tankers Inc | 18,000 | 1,423 | ||||||
| TechnipFMC PLC | 32,050 | 2,125 | ||||||
| World Kinect Corp | 64,600 | 1,612 | ||||||
| 29,930 | ||||||||
| Financials — 15.2% | ||||||||
| 1st Source Corp | 19,630 | 1,315 | ||||||
| Affiliated Managers Group Inc | 12,300 | 3,766 | ||||||
| Ally Financial Inc | 40,300 | 1,589 | ||||||
| Annaly Capital Management Inc ‡ | 32,200 | 748 | ||||||
| Ares Capital Corp | 35,700 | 665 | ||||||
| Associated Banc-Corp | 106,670 | 2,817 | ||||||
| Atlantic Union Bankshares Corp | 37,100 | 1,375 | ||||||
| Axos Financial Inc * | 15,750 | 1,367 | ||||||
| Banco Latinoamericano de Comercio Exterior SA, Cl E | 41,700 | 2,086 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 20,360 | 1,033 | ||||||
| Blue Owl Capital Corp | 69,500 | 785 | ||||||
| Bread Financial Holdings Inc | 18,680 | 1,324 | ||||||
| Chimera Investment Corp ‡ | 72,000 | 980 | ||||||
| Citizens Financial Group Inc | 63,900 | 3,846 | ||||||
| CNA Financial Corp | 18,800 | 903 | ||||||
| CNO Financial Group Inc | 112,440 | 4,701 | ||||||
| Cohen & Steers Inc | 23,004 | 1,538 | ||||||
| Corebridge Financial Inc | 23,000 | 594 | ||||||
| Customers Bancorp Inc * | 19,810 | 1,336 | ||||||
| East West Bancorp Inc | 13,490 | 1,477 | ||||||
| Enova International Inc * | 9,030 | 1,256 | ||||||
| Equitable Holdings Inc | 15,800 | 636 | ||||||
| Essent Group Ltd | 17,600 | 1,071 | ||||||
| Everest Group Ltd | 2,600 | 872 | ||||||
| EVERTEC Inc | 33,640 | 952 | ||||||
| EZCORP Inc, Cl A * | 56,440 | 1,497 | ||||||
| Federated Hermes Inc, Cl B | 40,700 | 2,280 | ||||||
| Fidelis Insurance Holdings Ltd | 80,200 | 1,529 | ||||||
| First Busey Corp | 27,700 | 703 | ||||||
| First Financial Bankshares Inc | 65,395 | 2,023 | ||||||
| First Horizon Corp | 105,800 | 2,517 | ||||||
| FirstCash Holdings Inc | 16,185 | 3,120 | ||||||
| FNB Corp/PA | 81,000 | 1,376 | ||||||
| Franklin Resources Inc | 54,480 | 1,446 | ||||||
| FS KKR Capital Corp | 35,800 | 387 | ||||||
| Fulton Financial Corp | 56,300 | 1,151 | ||||||
| Globe Life Inc | 12,500 | 1,816 | ||||||
| Hamilton Lane Inc, Cl A | 15,651 | 1,642 | ||||||
| Hancock Whitney Corp | 27,200 | 1,790 | ||||||
| Hanmi Financial Corp | 62,800 | 1,640 | ||||||
| HCI Group Inc | 9,270 | 1,635 | ||||||
| Home BancShares Inc/AR | 74,746 | 2,053 | ||||||
| International Money Express Inc * | 46,200 | 729 | ||||||
| Jack Henry & Associates Inc | 11,131 | 1,808 | ||||||
| Jackson Financial Inc, Cl A | 28,440 | 3,114 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kinsale Capital Group Inc | 10,046 | $ | 3,915 | |||||
| Lincoln National Corp | 20,780 | 713 | ||||||
| MarketAxess Holdings Inc | 5,853 | 1,124 | ||||||
| Metropolitan Bank Holding Corp | 15,720 | 1,323 | ||||||
| MGIC Investment Corp | 81,200 | 2,154 | ||||||
| Miami International Holdings Inc * | 22,740 | 969 | ||||||
| Moelis & Co, Cl A | 27,465 | 1,630 | ||||||
| Morningstar Inc | 8,691 | 1,592 | ||||||
| Navient Corp | 65,200 | 573 | ||||||
| NCR Atleos Corp * | 8,100 | 359 | ||||||
| Nicolet Bankshares Inc | 9,220 | 1,408 | ||||||
| OFG Bancorp | 42,300 | 1,695 | ||||||
| Old Republic International Corp | 38,100 | 1,633 | ||||||
| Palomar Holdings Inc, Cl A * | 8,870 | 1,097 | ||||||
| Patria Investments Ltd, Cl A | 87,600 | 1,149 | ||||||
| Piper Sandler Cos | 5,675 | 1,677 | ||||||
| PJT Partners Inc, Cl A | 8,210 | 1,212 | ||||||
| Popular Inc | 29,700 | 4,020 | ||||||
| Primerica Inc | 6,409 | 1,626 | ||||||
| PROG Holdings Inc | 36,500 | 1,285 | ||||||
| Prosperity Bancshares Inc | 25,567 | 1,799 | ||||||
| QCR Holdings Inc | 17,410 | 1,506 | ||||||
| Radian Group Inc | 40,700 | 1,405 | ||||||
| Regions Financial Corp | 63,600 | 1,770 | ||||||
| Reinsurance Group of America Inc, Cl A | 10,430 | 2,250 | ||||||
| RenaissanceRe Holdings Ltd | 5,250 | 1,588 | ||||||
| Rithm Capital Corp ‡ | 85,300 | 857 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 52,344 | 2,060 | ||||||
| ServisFirst Bancshares Inc | 20,049 | 1,624 | ||||||
| Simmons First National Corp, Cl A | 69,880 | 1,391 | ||||||
| Skyward Specialty Insurance Group Inc * | 22,456 | 1,044 | ||||||
| SLM Corp | 25,400 | 476 | ||||||
| Stifel Financial Corp | 27,231 | 2,016 | ||||||
| Universal Insurance Holdings Inc | 7,500 | 264 | ||||||
| Unum Group | 39,000 | 2,798 | ||||||
| Valley National Bancorp | 122,670 | 1,547 | ||||||
| Victory Capital Holdings Inc, Cl A | 22,000 | 1,522 | ||||||
| Virtu Financial Inc, Cl A | 34,190 | 1,416 | ||||||
| Western Union Co/The | 87,100 | 839 | ||||||
| Zions Bancorp NA | 44,500 | 2,549 | ||||||
| 135,163 | ||||||||
| Health Care — 11.4% | ||||||||
| Amneal Pharmaceuticals Inc * | 97,640 | 1,348 | ||||||
| ANI Pharmaceuticals Inc * | 15,710 | 1,161 | ||||||
| Arcutis Biotherapeutics Inc * | 54,290 | 1,464 | ||||||
| Axsome Therapeutics Inc * | 9,515 | 1,559 | ||||||
| Baxter International Inc | 48,100 | 980 | ||||||
| BioMarin Pharmaceutical Inc * | 18,700 | 1,154 | ||||||
| Bio-Techne Corp | 41,132 | 2,427 | ||||||
| Bridgebio Pharma Inc * | 36,310 | 2,414 | ||||||
| Certara Inc * | 134,038 | 949 | ||||||
| Chemed Corp | 3,913 | 1,604 | ||||||
| Collegium Pharmaceutical Inc * | 28,320 | 1,180 | ||||||
| 70 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| DaVita Inc * | 19,360 | $ | 3,026 | |||||
| Elanco Animal Health Inc * | 65,370 | 1,726 | ||||||
| Encompass Health Corp | 35,148 | 3,792 | ||||||
| Ensign Group Inc/The | 41,466 | 8,881 | ||||||
| Envista Holdings Corp * | 66,630 | 1,946 | ||||||
| Exelixis Inc * | 76,900 | 3,388 | ||||||
| GeneDx Holdings Corp, Cl A * | 8,570 | 683 | ||||||
| Globus Medical Inc, Cl A * | 50,579 | 4,828 | ||||||
| Guardant Health Inc * | 24,099 | 2,263 | ||||||
| Harmony Biosciences Holdings Inc * | 43,700 | 1,247 | ||||||
| HealthEquity Inc * | 47,321 | 3,620 | ||||||
| Illumina Inc * | 16,300 | 2,192 | ||||||
| Incyte Corp * | 34,340 | 3,478 | ||||||
| Indivior Pharmaceuticals Inc * | 58,140 | 1,902 | ||||||
| Insmed Inc * | 7,150 | 1,068 | ||||||
| Jazz Pharmaceuticals PLC * | 22,300 | 4,237 | ||||||
| LeMaitre Vascular Inc | 21,857 | 2,365 | ||||||
| Ligand Pharmaceuticals Inc * | 6,222 | 1,234 | ||||||
| Medpace Holdings Inc * | 2,290 | 1,035 | ||||||
| Merit Medical Systems Inc * | 7,430 | 573 | ||||||
| Organon & Co | 106,100 | 774 | ||||||
| Pediatrix Medical Group Inc * | 80,220 | 1,592 | ||||||
| Phibro Animal Health Corp, Cl A | 29,000 | 1,583 | ||||||
| Protagonist Therapeutics Inc * | 14,340 | 1,320 | ||||||
| PTC Therapeutics Inc * | 17,570 | 1,198 | ||||||
| Quest Diagnostics Inc | 10,591 | 2,244 | ||||||
| RadNet Inc * | 9,355 | 653 | ||||||
| Repligen Corp * | 24,940 | 3,211 | ||||||
| Rhythm Pharmaceuticals Inc * | 13,440 | 1,246 | ||||||
| STERIS PLC | 8,702 | 2,196 | ||||||
| Supernus Pharmaceuticals Inc * | 24,880 | 1,362 | ||||||
| Tenet Healthcare Corp * | 14,700 | 3,519 | ||||||
| United Therapeutics Corp * | 5,400 | 2,721 | ||||||
| Universal Health Services Inc, Cl B | 11,300 | 2,329 | ||||||
| US Physical Therapy Inc | 21,452 | 1,780 | ||||||
| Varex Imaging Corp * | 64,000 | 843 | ||||||
| Veracyte Inc * | 38,670 | 1,415 | ||||||
| Viatris Inc | 122,560 | 1,830 | ||||||
| 101,540 | ||||||||
| Industrials — 24.6% | ||||||||
| AAON Inc | 64,762 | 6,554 | ||||||
| AAR Corp * | 25,830 | 3,026 | ||||||
| ABM Industries Inc | 30,770 | 1,369 | ||||||
| Advanced Drainage Systems Inc | 33,162 | 5,682 | ||||||
| AECOM | 14,740 | 1,444 | ||||||
| AGCO Corp | 21,200 | 2,894 | ||||||
| Allison Transmission Holdings Inc | 25,900 | 3,245 | ||||||
| American Superconductor Corp * | 15,245 | 497 | ||||||
| Apogee Enterprises Inc | 26,800 | 1,067 | ||||||
| ArcBest Corp | 14,700 | 1,509 | ||||||
| Arcosa Inc | 13,050 | 1,403 | ||||||
| Argan Inc | 10,014 | 4,519 | ||||||
| Astec Industries Inc | 30,160 | 1,873 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Atkore Inc | 19,600 | $ | 1,268 | |||||
| Atmus Filtration Technologies Inc | 66,555 | 4,295 | ||||||
| Axon Enterprise Inc * | 7,073 | 3,836 | ||||||
| AZZ Inc | 26,339 | 3,582 | ||||||
| Beta Technologies Inc, Cl A * | 16,910 | 318 | ||||||
| Bloom Energy Corp, Cl A * | 16,616 | 2,587 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 17,609 | 1,388 | ||||||
| Brink's Co/The | 10,700 | 1,249 | ||||||
| BWX Technologies Inc | 3,440 | 709 | ||||||
| CACI International Inc, Cl A * | 2,370 | 1,446 | ||||||
| Carlisle Cos Inc | 5,194 | 2,050 | ||||||
| Carpenter Technology Corp | 4,595 | 1,829 | ||||||
| Casella Waste Systems Inc, Cl A * | 17,045 | 1,588 | ||||||
| CNH Industrial NV | 170,000 | 2,091 | ||||||
| Comfort Systems USA Inc | 1,128 | 1,612 | ||||||
| Concentrix Corp | 33,123 | 1,086 | ||||||
| Construction Partners Inc, Cl A * | 21,586 | 2,901 | ||||||
| Copart Inc * | 56,787 | 2,163 | ||||||
| Crane Co | 10,633 | 2,132 | ||||||
| Deluxe Corp | 98,720 | 2,739 | ||||||
| Donaldson Co Inc | 15,180 | 1,408 | ||||||
| EnerSys | 16,600 | 2,758 | ||||||
| Ennis Inc | 45,100 | 952 | ||||||
| ExlService Holdings Inc * | 111,705 | 3,491 | ||||||
| Exponent Inc | 51,652 | 3,759 | ||||||
| Gates Industrial Corp PLC * | 44,800 | 1,235 | ||||||
| GATX Corp | 8,760 | 1,613 | ||||||
| Genpact Ltd | 63,150 | 2,508 | ||||||
| GFL Environmental Inc | 41,488 | 1,833 | ||||||
| Greenbrier Cos Inc/The | 22,900 | 1,292 | ||||||
| Hayward Holdings Inc * | 81,330 | 1,301 | ||||||
| Hexcel Corp | 25,976 | 2,408 | ||||||
| Huntington Ingalls Industries Inc | 9,020 | 4,010 | ||||||
| Huron Consulting Group Inc * | 7,694 | 1,088 | ||||||
| IBEX Holdings Ltd * | 31,850 | 920 | ||||||
| Interface Inc, Cl A | 120,770 | 3,803 | ||||||
| JBT Marel Corp | 12,942 | 1,993 | ||||||
| KBR Inc | 38,925 | 1,644 | ||||||
| Kennametal Inc | 46,910 | 1,890 | ||||||
| Landstar System Inc | 11,401 | 1,858 | ||||||
| Lindsay Corp | 11,400 | 1,536 | ||||||
| ManpowerGroup Inc | 14,300 | 400 | ||||||
| MasTec Inc * | 7,480 | 2,229 | ||||||
| Matson Inc | 20,200 | 3,356 | ||||||
| Mercury Systems Inc * | 23,146 | 2,061 | ||||||
| MillerKnoll Inc | 67,200 | 1,353 | ||||||
| MSA Safety Inc | 7,410 | 1,448 | ||||||
| Mueller Industries Inc | 13,700 | 1,616 | ||||||
| Mueller Water Products Inc, Cl A | 50,920 | 1,524 | ||||||
| MYR Group Inc * | 6,330 | 1,709 | ||||||
| Nextpower Inc, Cl A * | 38,229 | 4,018 | ||||||
| Nordson Corp | 13,890 | 4,076 | ||||||
| NPK International Inc * | 115,640 | 1,669 | ||||||
| SEI Institutional Investments Trust | 71 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| nVent Electric PLC | 19,833 | $ | 2,347 | |||||
| NWPX Infrastructure Inc * | 11,460 | 889 | ||||||
| Oshkosh Corp | 29,800 | 5,067 | ||||||
| Owens Corning | 19,700 | 2,405 | ||||||
| Primoris Services Corp | 11,820 | 1,782 | ||||||
| Quad/Graphics Inc, Cl A | 86,600 | 598 | ||||||
| RBC Bearings Inc * | 19,445 | 11,199 | ||||||
| Rollins Inc | 71,606 | 4,360 | ||||||
| Ryder System Inc | 15,400 | 3,412 | ||||||
| Science Applications International Corp | 12,670 | 1,169 | ||||||
| SPX Technologies Inc * | 15,056 | 3,417 | ||||||
| Standex International Corp | 7,556 | 1,980 | ||||||
| Sterling Infrastructure Inc * | 9,480 | 4,059 | ||||||
| Tetra Tech Inc | 14,445 | 518 | ||||||
| Textron Inc | 43,500 | 4,291 | ||||||
| TransUnion | 24,825 | 1,950 | ||||||
| UFP Industries Inc | 13,425 | 1,382 | ||||||
| UniFirst Corp/MA | 7,433 | 1,745 | ||||||
| United Airlines Holdings Inc * | 16,200 | 1,722 | ||||||
| V2X Inc * | 21,150 | 1,475 | ||||||
| Valmont Industries Inc | 9,631 | 4,430 | ||||||
| Veralto Corp | 10,875 | 1,060 | ||||||
| VSE Corp | 18,075 | 4,104 | ||||||
| Watsco Inc | 4,608 | 1,923 | ||||||
| WESCO International Inc | 11,266 | 3,261 | ||||||
| Worthington Enterprises Inc | 17,344 | 971 | ||||||
| Zurn Elkay Water Solutions Corp | 36,950 | 1,884 | ||||||
| 218,110 | ||||||||
| Information Technology — 15.3% | ||||||||
| ACM Research Inc, Cl A * | 27,300 | 1,520 | ||||||
| Adeia Inc | 66,900 | 1,384 | ||||||
| Advanced Energy Industries Inc | 10,548 | 3,540 | ||||||
| Alarm.com Holdings Inc * | 26,380 | 1,262 | ||||||
| Amdocs Ltd | 25,900 | 1,808 | ||||||
| Amkor Technology Inc | 63,330 | 3,028 | ||||||
| Arrow Electronics Inc * | 16,000 | 2,435 | ||||||
| ASGN Inc * | 29,200 | 1,253 | ||||||
| Avnet Inc | 26,500 | 1,745 | ||||||
| Bentley Systems Inc, Cl B | 48,881 | 1,787 | ||||||
| BILL Holdings Inc * | 30,360 | 1,351 | ||||||
| Blackbaud Inc * | 18,820 | 913 | ||||||
| Calix Inc * | 29,450 | 1,525 | ||||||
| Cirrus Logic Inc * | 35,050 | 4,946 | ||||||
| Clear Secure Inc, Cl A | 67,950 | 3,305 | ||||||
| Cognex Corp | 41,960 | 2,283 | ||||||
| Credo Technology Group Holding Ltd * | 5,455 | 612 | ||||||
| Descartes Systems Group Inc/The * | 28,726 | 1,903 | ||||||
| Dropbox Inc, Cl A * | 94,700 | 2,367 | ||||||
| Elastic NV * | 11,000 | 573 | ||||||
| EPAM Systems Inc * | 8,925 | 1,258 | ||||||
| Fabrinet * | 9,635 | 5,257 | ||||||
| Fair Isaac Corp * | 1,577 | 2,223 | ||||||
| Flex Ltd * | 25,800 | 1,626 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| FormFactor Inc * | 14,070 | $ | 1,391 | |||||
| Gen Digital Inc | 109,550 | 2,473 | ||||||
| HubSpot Inc * | 3,902 | 1,032 | ||||||
| Ichor Holdings Ltd * | 42,060 | 2,000 | ||||||
| indie Semiconductor Inc, Cl A * | 100,090 | 366 | ||||||
| InterDigital Inc | 8,045 | 2,949 | ||||||
| IonQ Inc * | 16,560 | 635 | ||||||
| Jabil Inc | 18,530 | 4,910 | ||||||
| Keysight Technologies Inc * | 21,729 | 6,678 | ||||||
| Kulicke & Soffa Industries Inc | 31,862 | 2,221 | ||||||
| Littelfuse Inc | 19,376 | 6,829 | ||||||
| LiveRamp Holdings Inc * | 14,660 | 398 | ||||||
| Mirion Technologies Inc, Cl A * | 87,160 | 1,884 | ||||||
| Monolithic Power Systems Inc | 3,818 | 4,363 | ||||||
| Napco Security Technologies Inc | 43,525 | 2,029 | ||||||
| Nova Ltd * | 7,149 | 3,137 | ||||||
| Novanta Inc * | 27,468 | 3,692 | ||||||
| Onto Innovation Inc * | 12,807 | 2,765 | ||||||
| OSI Systems Inc * | 12,266 | 3,498 | ||||||
| Pegasystems Inc | 15,265 | 668 | ||||||
| Photronics Inc * | 45,900 | 1,718 | ||||||
| Plexus Corp * | 21,810 | 4,234 | ||||||
| Power Integrations Inc | 39,464 | 1,891 | ||||||
| Rambus Inc * | 22,950 | 2,287 | ||||||
| RingCentral Inc, Cl A * | 33,000 | 1,203 | ||||||
| Sanmina Corp * | 11,900 | 1,848 | ||||||
| Skyworks Solutions Inc | 29,510 | 1,758 | ||||||
| Sprinklr Inc, Cl A * | 177,240 | 1,032 | ||||||
| TD SYNNEX Corp | 12,800 | 2,007 | ||||||
| TTM Technologies Inc * | 13,870 | 1,446 | ||||||
| Turtle Beach Corp * | 47,300 | 593 | ||||||
| Tyler Technologies Inc * | 8,136 | 2,886 | ||||||
| UiPath Inc, Cl A * | 115,950 | 1,244 | ||||||
| Universal Display Corp | 18,360 | 1,959 | ||||||
| Vertex Inc, Cl A * | 86,508 | 1,253 | ||||||
| Viavi Solutions Inc * | 156,725 | 4,656 | ||||||
| Xerox Holdings Corp | 43,900 | 79 | ||||||
| 135,916 | ||||||||
| Materials — 4.1% | ||||||||
| Albemarle Corp | 8,900 | 1,590 | ||||||
| Alcoa Corp | 30,580 | 1,898 | ||||||
| AptarGroup Inc | 10,035 | 1,442 | ||||||
| Balchem Corp | 29,336 | 5,323 | ||||||
| Cabot Corp | 15,600 | 1,188 | ||||||
| Celanese Corp, Cl A | 9,200 | 460 | ||||||
| CF Industries Holdings Inc | 13,700 | 1,364 | ||||||
| Commercial Metals Co | 23,100 | 1,693 | ||||||
| Compass Minerals International Inc * | 62,240 | 1,569 | ||||||
| Constellium SE, Cl A * | 57,850 | 1,440 | ||||||
| Eastman Chemical Co | 14,200 | 1,072 | ||||||
| Element Solutions Inc | 50,270 | 1,764 | ||||||
| Magnera Corp * | 7,654 | 99 | ||||||
| Minerals Technologies Inc | 20,670 | 1,460 | ||||||
| 72 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Mosaic Co/The | 34,700 | $ | 966 | |||||
| NewMarket Corp | 3,400 | 2,129 | ||||||
| O-I Glass Inc * | 54,500 | 730 | ||||||
| Reliance Inc | 6,611 | 2,087 | ||||||
| Royal Gold Inc | 6,572 | 1,970 | ||||||
| Sensient Technologies Corp | 15,131 | 1,536 | ||||||
| Sonoco Products Co | 31,100 | 1,756 | ||||||
| Steel Dynamics Inc | 9,700 | 1,873 | ||||||
| SunCoke Energy Inc | 170,600 | 972 | ||||||
| 36,381 | ||||||||
| Real Estate — 4.1% | ||||||||
| American Assets Trust Inc ‡ | 36,700 | 716 | ||||||
| Apple Hospitality REIT Inc ‡ | 105,000 | 1,287 | ||||||
| Brandywine Realty Trust ‡ | 80,600 | 257 | ||||||
| Brixmor Property Group Inc ‡ | 45,100 | 1,365 | ||||||
| CareTrust REIT Inc ‡ | 99,679 | 4,049 | ||||||
| CoStar Group Inc * | 40,265 | 1,797 | ||||||
| CTO Realty Growth Inc ‡ | 36,630 | 714 | ||||||
| EPR Properties ‡ | 27,700 | 1,646 | ||||||
| FirstService Corp | 11,591 | 1,827 | ||||||
| Getty Realty Corp ‡ | 34,000 | 1,116 | ||||||
| Highwoods Properties Inc ‡ | 26,000 | 585 | ||||||
| Host Hotels & Resorts Inc ‡ | 189,350 | 3,709 | ||||||
| Industrial Logistics Properties Trust ‡ | 35,900 | 210 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 9,200 | 487 | ||||||
| Jones Lang LaSalle Inc * | 4,480 | 1,414 | ||||||
| Kilroy Realty Corp ‡ | 22,400 | 668 | ||||||
| Kite Realty Group Trust ‡ | 29,900 | 779 | ||||||
| National Health Investors Inc ‡ | 17,250 | 1,450 | ||||||
| NETSTREIT Corp ‡ | 72,220 | 1,500 | ||||||
| Newmark Group Inc, Cl A | 74,370 | 1,080 | ||||||
| Piedmont Realty Trust Inc, Cl A ‡ | 55,300 | 420 | ||||||
| Regency Centers Corp ‡ | 15,560 | 1,229 | ||||||
| Ryman Hospitality Properties Inc ‡ | 19,537 | 1,929 | ||||||
| Sabra Health Care REIT Inc ‡ | 124,410 | 2,557 | ||||||
| Service Properties Trust ‡ | 48,500 | 112 | ||||||
| Tanger Inc ‡ | 39,460 | 1,462 | ||||||
| Terreno Realty Corp ‡ | 31,167 | 2,059 | ||||||
| 36,424 | ||||||||
| Utilities — 1.8% | ||||||||
| Brookfield Infrastructure Corp, Cl A | 39,194 | 1,955 | ||||||
| Chesapeake Utilities Corp | 14,976 | 2,036 | ||||||
| Clearway Energy Inc, Cl A | 38,280 | 1,379 | ||||||
| H2O America | 28,740 | 1,546 | ||||||
| Hallador Energy Co * | 71,590 | 1,301 | ||||||
| National Fuel Gas Co | 15,900 | 1,447 | ||||||
| ONE Gas Inc | 17,310 | 1,514 | ||||||
| Portland General Electric Co | 28,780 | 1,553 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| UGI Corp | 75,700 | $ | 2,832 | |||||
| 15,563 | ||||||||
| Total Common Stock | ||||||||
| (Cost $680,929) ($ Thousands) | 863,175 | |||||||
| CASH EQUIVALENT — 2.5% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 22,644,286 | 22,644 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $22,644) ($ Thousands) | 22,644 | |||||||
| Total Investments in Securities — 99.7% | ||||||||
| (Cost $703,573) ($ Thousands) | $ | 885,819 | ||||||
| SEI Institutional Investments Trust | 73 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Small/Mid Cap Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Russell 2000 Index E-Mini | 12 | Mar-2026 | $ | 1,595 | $ | 1,581 | $ | (14 | ) | |||||||||
| S&P Mid Cap 400 Index E-Mini | 5 | Mar-2026 | 1,790 | 1,789 | (1 | ) | ||||||||||||
| $ | 3,385 | $ | 3,370 | $ | (15 | ) | ||||||||||||
Percentages are based on Net Assets of $888,294 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 36,436 | $ | 148,276 | $ | (162,068 | ) | $ | — | $ | — | $ | 22,644 | $ | 798 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 74 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Equity Factor Allocation Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 97.8% | ||||||||
| Communication Services — 11.2% | ||||||||
| Alphabet Inc, Cl A | 308,716 | $ | 96,245 | |||||
| Alphabet Inc, Cl C | 107,196 | 33,384 | ||||||
| AT&T Inc | 1,106,479 | 30,993 | ||||||
| Cargurus Inc, Cl A * | 13,924 | 427 | ||||||
| Comcast Corp, Cl A | 580,757 | 17,980 | ||||||
| Fox Corp | 152,680 | 8,602 | ||||||
| Fox Corp, Cl B | 171,955 | 8,895 | ||||||
| Liberty Global Ltd, Cl A * | 70,719 | 901 | ||||||
| Match Group Inc | 331,677 | 10,481 | ||||||
| Meta Platforms Inc, Cl A | 74,653 | 48,389 | ||||||
| Millicom International Cellular SA | 128,410 | 9,360 | ||||||
| Netflix Inc * | 121,700 | 11,712 | ||||||
| New York Times Co/The, Cl A | 130,033 | 10,375 | ||||||
| Nexstar Media Group Inc, Cl A | 25,850 | 6,489 | ||||||
| Omnicom Group Inc | 286,465 | 24,433 | ||||||
| Sirius XM Holdings Inc | 170,424 | 3,743 | ||||||
| T-Mobile US Inc | 7,671 | 1,665 | ||||||
| Verizon Communications Inc | 691,055 | 34,650 | ||||||
| Yelp Inc, Cl A * | 9,843 | 219 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 121,280 | 753 | ||||||
| 359,696 | ||||||||
| Consumer Discretionary — 12.7% | ||||||||
| Adient PLC * | 8,463 | 206 | ||||||
| ADT Inc | 362,651 | 2,908 | ||||||
| Airbnb Inc, Cl A * | 59,256 | 8,006 | ||||||
| Amazon.com Inc * | 283,565 | 59,549 | ||||||
| American Eagle Outfitters Inc | 48,984 | 1,204 | ||||||
| AutoZone Inc * | 2,773 | 10,414 | ||||||
| Bath & Body Works Inc | 133,733 | 3,044 | ||||||
| Booking Holdings Inc | 4,483 | 19,005 | ||||||
| BorgWarner Inc | 192,026 | 11,055 | ||||||
| Boyd Gaming Corp | 21,346 | 1,777 | ||||||
| Carnival Corp, Cl A | 152,734 | 4,819 | ||||||
| Carvana Co, Cl A * | 2,616 | 874 | ||||||
| Covista Inc * | 33,631 | 3,296 | ||||||
| Deckers Outdoor Corp * | 32,735 | 3,839 | ||||||
| Dillard's Inc, Cl A | 2,251 | 1,357 | ||||||
| Domino's Pizza Inc | 17,544 | 7,062 | ||||||
| eBay Inc | 212,774 | 19,333 | ||||||
| Expedia Group Inc | 101,655 | 21,926 | ||||||
| Ford Motor Co | 1,502,448 | 21,169 | ||||||
| Frontdoor Inc * | 54,944 | 3,767 | ||||||
| Gap Inc/The | 225,990 | 6,337 | ||||||
| Garmin Ltd | 3,360 | 849 | ||||||
| Garrett Motion Inc | 118,200 | 2,407 | ||||||
| General Motors Co | 345,145 | 27,166 | ||||||
| Goodyear Tire & Rubber Co/The * | 249,787 | 2,061 | ||||||
| Graham Holdings Co, Cl B | 104 | 109 | ||||||
| Grand Canyon Education Inc * | 16,615 | 2,643 | ||||||
| H&R Block Inc | 190,006 | 5,818 | ||||||
| Harley-Davidson Inc | 100,376 | 1,807 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Hasbro Inc | 16,975 | $ | 1,691 | |||||
| Laureate Education Inc, Cl A * | 32,450 | 1,049 | ||||||
| LCI Industries | 9,130 | 1,216 | ||||||
| Lear Corp | 47,522 | 6,237 | ||||||
| Macy's Inc | 242,361 | 4,794 | ||||||
| McDonald's Corp | 29,019 | 9,897 | ||||||
| NVR Inc * | 149 | 1,120 | ||||||
| O'Reilly Automotive Inc * | 70,979 | 6,663 | ||||||
| Perdoceo Education Corp | 36,540 | 1,219 | ||||||
| Phinia Inc | 47,467 | 3,447 | ||||||
| Polaris Inc | 40,026 | 2,431 | ||||||
| PVH Corp | 46,512 | 3,191 | ||||||
| Ralph Lauren Corp, Cl A | 44,991 | 16,314 | ||||||
| Signet Jewelers Ltd | 36,631 | 3,523 | ||||||
| Tapestry Inc | 144,825 | 22,516 | ||||||
| Taylor Morrison Home Corp, Cl A * | 84,938 | 5,597 | ||||||
| Tesla Inc * | 2,528 | 1,018 | ||||||
| TJX Cos Inc/The | 144,570 | 23,371 | ||||||
| Travel + Leisure Co | 41,177 | 3,035 | ||||||
| Ulta Beauty Inc * | 24,702 | 16,916 | ||||||
| Urban Outfitters Inc * | 41,140 | 2,723 | ||||||
| Williams-Sonoma Inc | 13,451 | 2,766 | ||||||
| Yum! Brands Inc | 66,822 | 11,237 | ||||||
| 405,778 | ||||||||
| Consumer Staples — 4.4% | ||||||||
| Albertsons Cos Inc, Cl A | 394,682 | 7,065 | ||||||
| Altria Group Inc | 207,205 | 14,305 | ||||||
| Archer-Daniels-Midland Co | 37,182 | 2,567 | ||||||
| Cal-Maine Foods Inc | 39,629 | 3,452 | ||||||
| Casey's General Stores Inc | 2,086 | 1,430 | ||||||
| Church & Dwight Co Inc | 4,454 | 467 | ||||||
| Colgate-Palmolive Co | 116,004 | 11,501 | ||||||
| Costco Wholesale Corp | 2,503 | 2,530 | ||||||
| General Mills Inc | 6,410 | 290 | ||||||
| Hershey Co/The | 41,752 | 9,865 | ||||||
| Ingles Markets Inc, Cl A | 3,077 | 262 | ||||||
| Ingredion Inc | 2,378 | 279 | ||||||
| Keurig Dr Pepper Inc | 1,471 | 44 | ||||||
| Kraft Heinz Co/The | 46,515 | 1,145 | ||||||
| Kroger Co/The | 214,457 | 14,634 | ||||||
| Marzetti | 1,172 | 193 | ||||||
| Monster Beverage Corp * | 245,191 | 20,915 | ||||||
| Philip Morris International Inc | 79,726 | 14,895 | ||||||
| Pilgrim's Pride Corp | 29,641 | 1,279 | ||||||
| Post Holdings Inc * | 46,304 | 4,922 | ||||||
| Procter & Gamble Co/The | 72,351 | 12,097 | ||||||
| Sysco Corp | 24,009 | 2,189 | ||||||
| US Foods Holding Corp * | 29,821 | 2,881 | ||||||
| Vital Farms Inc * | 24,066 | 508 | ||||||
| Walmart Inc | 90,025 | 11,519 | ||||||
| 141,234 | ||||||||
| SEI Institutional Investments Trust | 75 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Energy — 1.8% | ||||||||
| APA Corp | 319,502 | $ | 9,703 | |||||
| California Resources Corp | 57,528 | 3,385 | ||||||
| Chevron Corp | 12,383 | 2,313 | ||||||
| Chord Energy Corp | 15,028 | 1,629 | ||||||
| Devon Energy Corp | 385,165 | 16,766 | ||||||
| HF Sinclair Corp | 29,382 | 1,469 | ||||||
| International Seaways Inc | 28,815 | 2,176 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 138,448 | 3,852 | ||||||
| Murphy Oil Corp | 100,470 | 3,331 | ||||||
| Ovintiv Inc | 173,698 | 8,787 | ||||||
| Scorpio Tankers Inc | 26,575 | 2,101 | ||||||
| Talos Energy Inc * | 91,163 | 1,117 | ||||||
| Weatherford International PLC | 17,561 | 1,852 | ||||||
| 58,481 | ||||||||
| Financials — 11.4% | ||||||||
| Affiliated Managers Group Inc | 45,912 | 14,057 | ||||||
| Allstate Corp/The | 6,588 | 1,413 | ||||||
| Ally Financial Inc | 243,810 | 9,616 | ||||||
| American Financial Group Inc/OH | 3,655 | 486 | ||||||
| American International Group Inc | 75,458 | 6,074 | ||||||
| Arch Capital Group Ltd * | 9,727 | 974 | ||||||
| Axis Capital Holdings Ltd | 66,273 | 7,006 | ||||||
| Bank of New York Mellon Corp/The | 156,709 | 18,664 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 60,260 | 3,058 | ||||||
| Bank OZK | 101,049 | 4,705 | ||||||
| Berkshire Hathaway Inc, Cl B * | 1,121 | 566 | ||||||
| Bread Financial Holdings Inc | 43,542 | 3,085 | ||||||
| Capital One Financial Corp | 272 | 53 | ||||||
| Citigroup Inc | 15,917 | 1,754 | ||||||
| CME Group Inc, Cl A | 8,974 | 2,867 | ||||||
| CNO Financial Group Inc | 48,606 | 2,032 | ||||||
| Corebridge Financial Inc | 218,053 | 5,634 | ||||||
| Dave Inc * | 5,691 | 1,100 | ||||||
| Donnelley Financial Solutions Inc * | 2,884 | 144 | ||||||
| Enova International Inc * | 22,703 | 3,157 | ||||||
| Equitable Holdings Inc | 22,744 | 915 | ||||||
| Figure Technology Solutions, Cl A * | 26,957 | 681 | ||||||
| First BanCorp/Puerto Rico | 146,823 | 3,102 | ||||||
| FirstCash Holdings Inc | 25,008 | 4,821 | ||||||
| Genworth Financial Inc, Cl A * | 252,952 | 2,135 | ||||||
| Global Payments Inc | 15,200 | 1,162 | ||||||
| Goldman Sachs Group Inc/The | 7,188 | 6,179 | ||||||
| Invesco Ltd | 445,904 | 11,709 | ||||||
| Jack Henry & Associates Inc | 37,149 | 6,035 | ||||||
| Jackson Financial Inc, Cl A | 94,509 | 10,347 | ||||||
| JPMorgan Chase & Co | 11,606 | 3,485 | ||||||
| Lincoln National Corp | 149,917 | 5,142 | ||||||
| Marex Group PLC | 34,240 | 1,488 | ||||||
| Mastercard Inc, Cl A | 37,757 | 19,528 | ||||||
| MFA Financial Inc ‡ | 76,815 | 777 | ||||||
| Moody's Corp | 14,740 | 7,040 | ||||||
| Morgan Stanley | 12,057 | 2,008 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Morningstar Inc | 12,470 | $ | 2,284 | |||||
| MSCI Inc, Cl A | 830 | 475 | ||||||
| Nasdaq Inc | 68,876 | 6,032 | ||||||
| Navient Corp | 62,661 | 551 | ||||||
| NCR Atleos Corp * | 63,130 | 2,795 | ||||||
| Nelnet Inc, Cl A | 12,448 | 1,612 | ||||||
| Nicolet Bankshares Inc | 10,228 | 1,562 | ||||||
| Northern Trust Corp | 73,286 | 10,487 | ||||||
| OFG Bancorp | 39,191 | 1,571 | ||||||
| OneMain Holdings Inc, Cl A | 99,519 | 5,476 | ||||||
| Palomar Holdings Inc, Cl A * | 18,990 | 2,349 | ||||||
| PNC Financial Services Group Inc/The | 19,106 | 4,057 | ||||||
| Popular Inc | 59,803 | 8,095 | ||||||
| Prudential Financial Inc | 74,166 | 7,296 | ||||||
| Radian Group Inc | 33,594 | 1,160 | ||||||
| Reinsurance Group of America Inc, Cl A | 49,733 | 10,729 | ||||||
| RenaissanceRe Holdings Ltd | 41,504 | 12,553 | ||||||
| Rithm Capital Corp ‡ | 523,485 | 5,261 | ||||||
| Robinhood Markets Inc, Cl A * | 9,634 | 731 | ||||||
| S&P Global Inc | 27,941 | 12,347 | ||||||
| SiriusPoint Ltd * | 55,289 | 1,169 | ||||||
| State Street Corp | 28,299 | 3,640 | ||||||
| Synchrony Financial | 255,290 | 17,643 | ||||||
| T Rowe Price Group Inc | 143,609 | 13,590 | ||||||
| Travelers Cos Inc/The | 3,955 | 1,221 | ||||||
| Unum Group | 145,736 | 10,454 | ||||||
| Visa Inc, Cl A | 107,013 | 34,259 | ||||||
| W R Berkley Corp | 8,513 | 610 | ||||||
| WaFd Inc | 70,670 | 2,202 | ||||||
| Western Union Co/The | 287,607 | 2,770 | ||||||
| WisdomTree Inc | 84,303 | 1,442 | ||||||
| Zions Bancorp NA | 94,198 | 5,396 | ||||||
| 364,818 | ||||||||
| Health Care — 12.5% | ||||||||
| AbbVie Inc | 55,457 | 12,870 | ||||||
| Alignment Healthcare Inc * | 51,286 | 986 | ||||||
| Amneal Pharmaceuticals Inc * | 93,475 | 1,291 | ||||||
| ANI Pharmaceuticals Inc * | 12,631 | 933 | ||||||
| Boston Scientific Corp * | 83,346 | 6,405 | ||||||
| Bridgebio Pharma Inc * | 28,455 | 1,892 | ||||||
| Bristol-Myers Squibb Co | 226,624 | 14,135 | ||||||
| Cardinal Health Inc | 147,605 | 33,835 | ||||||
| Cencora Inc | 87,958 | 32,733 | ||||||
| CVS Health Corp | 140,520 | 11,228 | ||||||
| DaVita Inc * | 35,247 | 5,509 | ||||||
| Edwards Lifesciences Corp * | 87,849 | 7,596 | ||||||
| Elanco Animal Health Inc * | 204,503 | 5,399 | ||||||
| Eli Lilly & Co | 8,305 | 8,737 | ||||||
| Ensign Group Inc/The | 2,515 | 539 | ||||||
| Exelixis Inc * | 168,990 | 7,446 | ||||||
| GE HealthCare Technologies Inc | 47,802 | 4,028 | ||||||
| Gilead Sciences Inc | 156,851 | 23,363 | ||||||
| Guardant Health Inc * | 9,584 | 900 | ||||||
| 76 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| HCA Healthcare Inc | 9,670 | $ | 5,122 | |||||
| Henry Schein Inc * | 3,195 | 263 | ||||||
| Ideaya Biosciences Inc * | 33,300 | 1,072 | ||||||
| IDEXX Laboratories Inc * | 12,487 | 8,201 | ||||||
| Indivior Pharmaceuticals Inc * | 104,938 | 3,434 | ||||||
| Insulet Corp * | 16,598 | 4,093 | ||||||
| Intuitive Surgical Inc * | 2,158 | 1,087 | ||||||
| Ionis Pharmaceuticals Inc * | 12,264 | 995 | ||||||
| Jazz Pharmaceuticals PLC * | 49,428 | 9,392 | ||||||
| Johnson & Johnson | 189,246 | 47,014 | ||||||
| Labcorp Holdings Inc | 495 | 143 | ||||||
| McKesson Corp | 20,435 | 20,177 | ||||||
| Medtronic PLC | 185,325 | 18,099 | ||||||
| Merck & Co Inc | 108,294 | 13,409 | ||||||
| Mettler-Toledo International Inc * | 4,594 | 6,279 | ||||||
| Neurocrine Biosciences Inc * | 13,214 | 1,748 | ||||||
| Pfizer Inc | 274,787 | 7,598 | ||||||
| Quest Diagnostics Inc | 25,014 | 5,301 | ||||||
| ResMed Inc | 27,555 | 7,061 | ||||||
| Royalty Pharma PLC, Cl A | 75,728 | 3,499 | ||||||
| STERIS PLC | 10,649 | 2,687 | ||||||
| Stryker Corp | 6,433 | 2,492 | ||||||
| Tenet Healthcare Corp * | 69,115 | 16,545 | ||||||
| Universal Health Services Inc, Cl B | 19,045 | 3,925 | ||||||
| Veeva Systems Inc, Cl A * | 31,621 | 5,755 | ||||||
| Vertex Pharmaceuticals Inc * | 6,019 | 2,990 | ||||||
| Viatris Inc | 1,003,990 | 14,990 | ||||||
| Zoetis Inc, Cl A | 49,510 | 6,491 | ||||||
| 399,687 | ||||||||
| Industrials — 10.2% | ||||||||
| A O Smith Corp | 58,200 | 4,540 | ||||||
| AAR Corp * | 10,234 | 1,199 | ||||||
| Alaska Air Group Inc * | 1,169 | 60 | ||||||
| Allegion PLC | 29,866 | 4,813 | ||||||
| American Airlines Group Inc * | 578,224 | 7,557 | ||||||
| Armstrong World Industries Inc | 8,529 | 1,480 | ||||||
| Atkore Inc | 29,909 | 1,935 | ||||||
| Automatic Data Processing Inc | 2,519 | 540 | ||||||
| Brink's Co/The | 31,492 | 3,677 | ||||||
| CACI International Inc, Cl A * | 1,615 | 985 | ||||||
| Caterpillar Inc | 21,017 | 15,612 | ||||||
| CH Robinson Worldwide Inc | 22,284 | 4,128 | ||||||
| Cintas Corp | 13,040 | 2,623 | ||||||
| Concentrix Corp | 36,574 | 1,200 | ||||||
| Costamare Inc | 33,919 | 596 | ||||||
| CSX Corp | 25,104 | 1,072 | ||||||
| Cummins Inc | 15,602 | 9,110 | ||||||
| Delta Air Lines Inc | 200,915 | 13,200 | ||||||
| Deluxe Corp | 31,932 | 886 | ||||||
| DNOW Inc * | 138,796 | 1,635 | ||||||
| Donaldson Co Inc | 66,344 | 6,154 | ||||||
| Dover Corp | 27,551 | 6,213 | ||||||
| Expeditors International of Washington Inc | 18,910 | 2,742 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Fastenal Co | 153,796 | $ | 7,081 | |||||
| Federal Signal Corp | 7,150 | 832 | ||||||
| Ferguson Enterprises Inc | 17,555 | 4,578 | ||||||
| Flowserve Corp | 31,765 | 2,812 | ||||||
| Fluor Corp * | 124,962 | 6,537 | ||||||
| FTI Consulting Inc * | 443 | 73 | ||||||
| GE Vernova Inc | 3,982 | 3,479 | ||||||
| Genpact Ltd | 144,990 | 5,759 | ||||||
| Graco Inc | 90,310 | 8,482 | ||||||
| Honeywell International Inc | 8,296 | 2,021 | ||||||
| Huntington Ingalls Industries Inc | 16,926 | 7,524 | ||||||
| Huron Consulting Group Inc * | 5,997 | 848 | ||||||
| Illinois Tool Works Inc | 36,671 | 10,658 | ||||||
| JBT Marel Corp | 16,023 | 2,468 | ||||||
| Johnson Controls International PLC | 23,523 | 3,394 | ||||||
| Kennametal Inc | 58,515 | 2,357 | ||||||
| Kratos Defense & Security Solutions Inc * | 24,527 | 2,114 | ||||||
| Leidos Holdings Inc | 67,309 | 11,786 | ||||||
| Lincoln Electric Holdings Inc | 237 | 68 | ||||||
| Lockheed Martin Corp | 4,848 | 3,190 | ||||||
| Masco Corp | 99,338 | 7,115 | ||||||
| Matson Inc | 6,334 | 1,052 | ||||||
| Maximus Inc | 42,997 | 3,251 | ||||||
| MSA Safety Inc | 1,490 | 291 | ||||||
| nVent Electric PLC | 86,349 | 10,220 | ||||||
| OPENLANE Inc * | 10,239 | 292 | ||||||
| Otis Worldwide Corp | 94,644 | 8,760 | ||||||
| Parker-Hannifin Corp | 15,947 | 16,093 | ||||||
| Paychex Inc | 14,846 | 1,390 | ||||||
| Pitney Bowes Inc | 161,702 | 1,735 | ||||||
| Primoris Services Corp | 13,227 | 1,994 | ||||||
| Rockwell Automation Inc | 18,032 | 7,347 | ||||||
| Rollins Inc | 9,277 | 565 | ||||||
| Ryder System Inc | 36,291 | 8,041 | ||||||
| Sensata Technologies Holding PLC | 36,709 | 1,371 | ||||||
| SkyWest Inc * | 34,613 | 3,602 | ||||||
| Snap-on Inc | 24,931 | 9,604 | ||||||
| SPX Technologies Inc * | 7,562 | 1,716 | ||||||
| SS&C Technologies Holdings Inc | 12,226 | 920 | ||||||
| Trane Technologies PLC | 11,381 | 5,262 | ||||||
| Tutor Perini Corp | 18,830 | 1,419 | ||||||
| United Airlines Holdings Inc * | 132,679 | 14,104 | ||||||
| Veralto Corp | 62,793 | 6,118 | ||||||
| Verisk Analytics Inc, Cl A | 31,731 | 6,586 | ||||||
| Waste Management Inc | 3,698 | 891 | ||||||
| Watts Water Technologies Inc, Cl A | 20,889 | 6,867 | ||||||
| Westinghouse Air Brake Technologies Corp | 3,438 | 907 | ||||||
| Woodward Inc | 20,359 | 7,874 | ||||||
| WW Grainger Inc | 9,999 | 11,446 | ||||||
| 324,851 | ||||||||
| Information Technology — 28.7% | ||||||||
| Accenture PLC, Cl A | 2,864 | 598 | ||||||
| Adobe Inc * | 99,779 | 26,183 | ||||||
| SEI Institutional Investments Trust | 77 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Advanced Micro Devices Inc * | 29,207 | $ | 5,848 | |||||
| Amdocs Ltd | 119,793 | 8,362 | ||||||
| Amkor Technology Inc | 67,249 | 3,216 | ||||||
| Amphenol Corp, Cl A | 119,748 | 17,490 | ||||||
| Apple Inc | 578,705 | 152,882 | ||||||
| AppLovin Corp, Cl A * | 6,812 | 2,962 | ||||||
| Arrow Electronics Inc * | 42,665 | 6,492 | ||||||
| Autodesk Inc * | 60,635 | 14,908 | ||||||
| Avnet Inc | 78,828 | 5,190 | ||||||
| Belden Inc | 17,283 | 2,477 | ||||||
| Broadcom Inc | 101,512 | 32,438 | ||||||
| Cadence Design Systems Inc * | 2,955 | 891 | ||||||
| Ciena Corp * | 2,302 | 803 | ||||||
| Cirrus Logic Inc * | 67,482 | 9,523 | ||||||
| Cisco Systems Inc | 432,581 | 34,373 | ||||||
| Clear Secure Inc, Cl A | 61,863 | 3,009 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 274,538 | 17,689 | ||||||
| Consensus Cloud Solutions Inc * | 11,449 | 344 | ||||||
| Corning Inc | 75,640 | 11,375 | ||||||
| Dell Technologies Inc, Cl C | 108,073 | 16,003 | ||||||
| Diebold Nixdorf Inc * | 2,799 | 224 | ||||||
| DocuSign Inc, Cl A * | 141,196 | 6,364 | ||||||
| Dolby Laboratories Inc, Cl A | 70,630 | 4,702 | ||||||
| Dropbox Inc, Cl A * | 180,490 | 4,510 | ||||||
| DXC Technology Co * | 134,617 | 1,695 | ||||||
| ePlus Inc | 20,176 | 1,627 | ||||||
| F5 Inc * | 36,973 | 10,033 | ||||||
| Fair Isaac Corp * | 274 | 386 | ||||||
| Flex Ltd * | 135,055 | 8,511 | ||||||
| Fortinet Inc * | 46,791 | 3,698 | ||||||
| Gartner Inc * | 17,742 | 2,789 | ||||||
| Gen Digital Inc | 519,215 | 11,719 | ||||||
| GoDaddy Inc, Cl A * | 16,373 | 1,427 | ||||||
| Hewlett Packard Enterprise Co | 685,744 | 14,723 | ||||||
| HP Inc | 53,746 | 1,021 | ||||||
| InterDigital Inc | 871 | 319 | ||||||
| International Business Machines Corp | 46,947 | 11,277 | ||||||
| Intuit Inc | 6,954 | 2,844 | ||||||
| Jabil Inc | 73,573 | 19,496 | ||||||
| KLA Corp | 2,787 | 4,249 | ||||||
| Lam Research Corp | 81,869 | 19,148 | ||||||
| MACOM Technology Solutions Holdings Inc * | 14,311 | 3,551 | ||||||
| Manhattan Associates Inc * | 682 | 92 | ||||||
| Micron Technology Inc | 77,602 | 32,001 | ||||||
| Microsoft Corp | 294,713 | 115,746 | ||||||
| MKS Instruments Inc | 2,248 | 550 | ||||||
| MongoDB Inc, Cl A * | 5,981 | 1,965 | ||||||
| Motorola Solutions Inc | 18,463 | 8,904 | ||||||
| NetApp Inc | 195,406 | 19,351 | ||||||
| NetScout Systems Inc * | 72,264 | 2,111 | ||||||
| NVIDIA Corp | 746,472 | 132,267 | ||||||
| Oracle Corp | 8,882 | 1,291 | ||||||
| Palantir Technologies Inc, Cl A * | 63,870 | 8,762 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Pegasystems Inc | 82,320 | $ | 3,600 | |||||
| PTC Inc * | 17,100 | 2,678 | ||||||
| QUALCOMM Inc | 74,411 | 10,593 | ||||||
| RingCentral Inc, Cl A * | 47,861 | 1,745 | ||||||
| Roper Technologies Inc | 6,183 | 2,162 | ||||||
| Salesforce Inc | 26,676 | 5,196 | ||||||
| SanDisk Corp * | 4,793 | 3,045 | ||||||
| Sanmina Corp * | 43,854 | 6,809 | ||||||
| SiTime Corp * | 4,922 | 1,958 | ||||||
| Skyworks Solutions Inc | 102,166 | 6,087 | ||||||
| Snowflake Inc, Cl A * | 13,666 | 2,302 | ||||||
| Teradata Corp * | 59,337 | 1,869 | ||||||
| Teradyne Inc | 4,122 | 1,319 | ||||||
| TTM Technologies Inc * | 54,916 | 5,724 | ||||||
| Ubiquiti Inc | 38 | 29 | ||||||
| VeriSign Inc | 44,836 | 10,220 | ||||||
| Viavi Solutions Inc * | 167,669 | 4,981 | ||||||
| Vistance Networks Inc * | 183,983 | 3,233 | ||||||
| Vontier Corp | 132,093 | 5,405 | ||||||
| Zoom Communications Inc, Cl A * | 140,443 | 10,384 | ||||||
| 919,748 | ||||||||
| Materials — 2.2% | ||||||||
| Albemarle Corp | 5,826 | 1,041 | ||||||
| Alcoa Corp | 211,505 | 13,130 | ||||||
| AptarGroup Inc | 3,433 | 493 | ||||||
| Avery Dennison Corp | 4,549 | 893 | ||||||
| Ball Corp | 15,311 | 1,028 | ||||||
| CF Industries Holdings Inc | 13,228 | 1,317 | ||||||
| Crown Holdings Inc | 102,518 | 11,749 | ||||||
| Mosaic Co/The | 73,075 | 2,034 | ||||||
| Newmont Corp | 251,890 | 32,746 | ||||||
| Nucor Corp | 4,900 | 867 | ||||||
| O-I Glass Inc * | 135,890 | 1,821 | ||||||
| Sensient Technologies Corp | 22,141 | 2,248 | ||||||
| Sonoco Products Co | 8,563 | 483 | ||||||
| 69,850 | ||||||||
| Real Estate — 0.2% | ||||||||
| American Healthcare REIT Inc ‡ | 29,653 | 1,549 | ||||||
| CBRE Group Inc, Cl A * | 22,911 | 3,383 | ||||||
| 4,932 | ||||||||
| Utilities — 2.5% | ||||||||
| American Electric Power Co Inc | 61,688 | 8,255 | ||||||
| Atmos Energy Corp | 14,114 | 2,636 | ||||||
| Clearway Energy Inc, Cl C | 63,154 | 2,419 | ||||||
| Consolidated Edison Inc | 54,963 | 6,185 | ||||||
| Edison International | 207,315 | 15,495 | ||||||
| Entergy Corp | 70,702 | 7,573 | ||||||
| Exelon Corp | 292,485 | 14,469 | ||||||
| FirstEnergy Corp | 187,167 | 9,576 | ||||||
| Hawaiian Electric Industries Inc * | 154,969 | 2,401 | ||||||
| National Fuel Gas Co | 1,235 | 112 | ||||||
| NRG Energy Inc | 46,556 | 8,332 | ||||||
| 78 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Equity Factor Allocation Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| PG&E Corp | 105,650 | $ | 2,007 | |||||
| 79,460 | ||||||||
| Total Common Stock | ||||||||
| (Cost $2,353,687) ($ Thousands) | 3,128,535 | |||||||
| CASH EQUIVALENT — 1.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 56,908,272 | 56,908 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $56,908) ($ Thousands) | 56,908 | |||||||
| Total Investments in Securities — 99.6% | ||||||||
| (Cost $2,410,595) ($ Thousands) | $ | 3,185,443 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized
Appreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| S&P 500 Index E-Mini | 173 | Mar-2026 | $ | 59,270 | $ | 59,590 | $ | 320 | ||||||||||
| Percentages are based on Net Assets of $3,199,639 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ‡ | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 38,528 | $ | 274,848 | $ | (256,468 | ) | $ | — | $ | — | $ | 56,908 | $ | 791 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 79 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Managed Volatility Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 98.7% | ||||||||
| Communication Services — 10.9% | ||||||||
| Alphabet Inc, Cl A | 9,466 | $ | 2,951 | |||||
| AT&T Inc | 198,460 | 5,559 | ||||||
| Cargurus Inc, Cl A * | 1,345 | 41 | ||||||
| Comcast Corp, Cl A | 80,500 | 2,492 | ||||||
| Electronic Arts Inc | 8,663 | 1,738 | ||||||
| Fox Corp | 37,329 | 2,103 | ||||||
| GCI Liberty Inc, Cl C * | 36,623 | 1,441 | ||||||
| IAC Inc * | 10,563 | 405 | ||||||
| IDT Corp, Cl B | 504 | 26 | ||||||
| Meta Platforms Inc, Cl A | 3,624 | 2,349 | ||||||
| New York Times Co/The, Cl A | 24,047 | 1,919 | ||||||
| SK Telecom Co Ltd ADR | 25,400 | 771 | ||||||
| TEGNA Inc | 70,900 | 1,486 | ||||||
| T-Mobile US Inc | 365 | 79 | ||||||
| Verizon Communications Inc | 131,957 | 6,616 | ||||||
| Versant Media Group * | 3,220 | 107 | ||||||
| Walt Disney Co/The | 10,328 | 1,095 | ||||||
| Yelp Inc, Cl A * | 63,218 | 1,409 | ||||||
| 32,587 | ||||||||
| Consumer Discretionary — 5.3% | ||||||||
| ADT Inc | 99,900 | 801 | ||||||
| Amazon.com Inc * | 9,164 | 1,924 | ||||||
| Autoliv Inc | 12,200 | 1,446 | ||||||
| BorgWarner Inc | 42,100 | 2,424 | ||||||
| Canadian Tire Corp Ltd, Cl A | 7,400 | 1,038 | ||||||
| eBay Inc | 18,239 | 1,657 | ||||||
| H&R Block Inc | 37,500 | 1,148 | ||||||
| Honda Motor Co Ltd ADR | 47,700 | 1,439 | ||||||
| La-Z-Boy Inc | 18,900 | 675 | ||||||
| Mattel Inc * | 56,900 | 964 | ||||||
| Murphy USA Inc | 2,000 | 782 | ||||||
| Service Corp International/US | 19,051 | 1,604 | ||||||
| 15,902 | ||||||||
| Consumer Staples — 15.5% | ||||||||
| Albertsons Cos Inc, Cl A | 123,300 | 2,207 | ||||||
| Altria Group Inc | 55,392 | 3,824 | ||||||
| Archer-Daniels-Midland Co | 24,024 | 1,659 | ||||||
| Campbell's | 21,500 | 579 | ||||||
| Central Garden & Pet Co, Cl A * | 26,800 | 926 | ||||||
| Church & Dwight Co Inc | 15,393 | 1,614 | ||||||
| Coca-Cola Co/The | 29,954 | 2,443 | ||||||
| Colgate-Palmolive Co | 20,484 | 2,031 | ||||||
| Costco Wholesale Corp | 2,693 | 2,722 | ||||||
| Dole PLC | 28,900 | 463 | ||||||
| Fresh Del Monte Produce Inc | 11,700 | 502 | ||||||
| General Mills Inc | 32,271 | 1,460 | ||||||
| Ingredion Inc | 28,602 | 3,360 | ||||||
| Kimberly-Clark Corp | 12,039 | 1,342 | ||||||
| Kraft Heinz Co/The | 74,600 | 1,836 | ||||||
| Kroger Co/The | 23,600 | 1,610 | ||||||
| Marzetti | 5,800 | 953 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Molson Coors Beverage Co, Cl B | 41,500 | $ | 2,033 | |||||
| Mondelez International Inc, Cl A | 20,668 | 1,273 | ||||||
| Monster Beverage Corp * | 21,349 | 1,821 | ||||||
| PepsiCo Inc | 13,173 | 2,236 | ||||||
| Philip Morris International Inc | 13,017 | 2,432 | ||||||
| Post Holdings Inc * | 11,400 | 1,212 | ||||||
| Procter & Gamble Co/The | 15,510 | 2,593 | ||||||
| Tyson Foods Inc, Cl A | 13,615 | 885 | ||||||
| Walmart Inc | 18,053 | 2,310 | ||||||
| 46,326 | ||||||||
| Energy — 3.5% | ||||||||
| Chevron Corp | 13,793 | 2,576 | ||||||
| EOG Resources Inc | 15,400 | 1,911 | ||||||
| Exxon Mobil Corp | 28,528 | 4,351 | ||||||
| Marathon Petroleum Corp | 7,700 | 1,526 | ||||||
| 10,364 | ||||||||
| Financials — 9.6% | ||||||||
| American International Group Inc | 12,100 | 974 | ||||||
| Axis Capital Holdings Ltd | 14,000 | 1,480 | ||||||
| Bank of New York Mellon Corp/The | 18,000 | 2,144 | ||||||
| Berkshire Hathaway Inc, Cl B * | 5,829 | 2,943 | ||||||
| Canadian Imperial Bank of Commerce | 9,800 | 990 | ||||||
| Chubb Ltd | 1,849 | 630 | ||||||
| Citigroup Inc | 25,200 | 2,777 | ||||||
| Enact Holdings Inc | 18,700 | 782 | ||||||
| Everest Group Ltd | 1,900 | 638 | ||||||
| Federated Hermes Inc, Cl B | 26,400 | 1,479 | ||||||
| JPMorgan Chase & Co | 9,297 | 2,792 | ||||||
| Loews Corp | 21,662 | 2,383 | ||||||
| Marsh & McLennan Cos Inc | 5,736 | 1,071 | ||||||
| Old Republic International Corp | 61,800 | 2,649 | ||||||
| State Street Corp | 18,200 | 2,341 | ||||||
| Voya Financial Inc | 13,000 | 870 | ||||||
| Western Union Co/The | 194,500 | 1,873 | ||||||
| 28,816 | ||||||||
| Health Care — 19.7% | ||||||||
| Abbott Laboratories | 15,546 | 1,809 | ||||||
| AbbVie Inc | 10,695 | 2,482 | ||||||
| Alkermes PLC * | 4,952 | 149 | ||||||
| BioMarin Pharmaceutical Inc * | 2,263 | 140 | ||||||
| Boston Scientific Corp * | 16,059 | 1,234 | ||||||
| Bristol-Myers Squibb Co | 89,847 | 5,604 | ||||||
| Cardinal Health Inc | 8,451 | 1,937 | ||||||
| Cencora Inc | 4,957 | 1,845 | ||||||
| Chemed Corp | 3,328 | 1,365 | ||||||
| Cigna Group/The | 8,900 | 2,579 | ||||||
| CVS Health Corp | 11,600 | 927 | ||||||
| Encompass Health Corp | 8,919 | 962 | ||||||
| Exelixis Inc * | 31,700 | 1,397 | ||||||
| Gilead Sciences Inc | 16,030 | 2,388 | ||||||
| HCA Healthcare Inc | 2,094 | 1,109 | ||||||
| HealthStream Inc | 48,754 | 1,035 | ||||||
| 80 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Incyte Corp * | 38,898 | $ | 3,939 | |||||
| Jazz Pharmaceuticals PLC * | 9,800 | 1,862 | ||||||
| Johnson & Johnson | 19,410 | 4,822 | ||||||
| McKesson Corp | 2,176 | 2,149 | ||||||
| Medtronic PLC | 3,018 | 295 | ||||||
| Merck & Co Inc | 37,639 | 4,660 | ||||||
| Neurocrine Biosciences Inc * | 4,576 | 605 | ||||||
| Organon & Co | 28,260 | 206 | ||||||
| Pfizer Inc | 183,911 | 5,085 | ||||||
| Regeneron Pharmaceuticals Inc | 907 | 709 | ||||||
| Royalty Pharma PLC, Cl A | 14,267 | 659 | ||||||
| Stryker Corp | 4,905 | 1,901 | ||||||
| United Therapeutics Corp * | 2,830 | 1,426 | ||||||
| Veeva Systems Inc, Cl A * | 7,508 | 1,367 | ||||||
| Viatris Inc | 94,000 | 1,403 | ||||||
| Zoetis Inc, Cl A | 8,630 | 1,131 | ||||||
| 59,181 | ||||||||
| Industrials — 4.5% | ||||||||
| Allison Transmission Holdings Inc | 6,800 | 852 | ||||||
| Brink's Co/The | 8,100 | 946 | ||||||
| Cintas Corp | 7,310 | 1,470 | ||||||
| General Dynamics Corp | 4,933 | 1,761 | ||||||
| Genpact Ltd | 30,900 | 1,227 | ||||||
| Korn Ferry | 15,900 | 997 | ||||||
| Leidos Holdings Inc | 3,499 | 613 | ||||||
| Lockheed Martin Corp | 225 | 148 | ||||||
| Maximus Inc | 10,800 | 817 | ||||||
| Northrop Grumman Corp | 250 | 181 | ||||||
| Science Applications International Corp | 7,700 | 710 | ||||||
| Textron Inc | 24,200 | 2,387 | ||||||
| Veralto Corp | 13,629 | 1,328 | ||||||
| 13,437 | ||||||||
| Information Technology — 21.2% | ||||||||
| Adobe Inc * | 9,251 | 2,428 | ||||||
| Alarm.com Holdings Inc * | 53,892 | 2,579 | ||||||
| Amdocs Ltd | 44,600 | 3,113 | ||||||
| Analog Devices Inc | 579 | 206 | ||||||
| Apple Inc | 11,626 | 3,071 | ||||||
| Applied Materials Inc | 4,943 | 1,840 | ||||||
| Arrow Electronics Inc * | 12,700 | 1,932 | ||||||
| Autodesk Inc * | 4,561 | 1,121 | ||||||
| Avnet Inc | 29,000 | 1,909 | ||||||
| Box Inc, Cl A * | 64,871 | 1,528 | ||||||
| Canon Inc ADR | 48,100 | 1,460 | ||||||
| Cirrus Logic Inc * | 8,894 | 1,255 | ||||||
| Cisco Systems Inc | 77,086 | 6,125 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 29,500 | 1,901 | ||||||
| CommVault Systems Inc * | 3,675 | 313 | ||||||
| Diebold Nixdorf Inc * | 10,600 | 848 | ||||||
| Dolby Laboratories Inc, Cl A | 23,917 | 1,592 | ||||||
| Dropbox Inc, Cl A * | 66,000 | 1,649 | ||||||
| F5 Inc * | 339 | 92 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Gen Digital Inc | 80,000 | $ | 1,806 | |||||
| Hewlett Packard Enterprise Co | 88,700 | 1,904 | ||||||
| HP Inc | 86,300 | 1,639 | ||||||
| Intuit Inc | 4,490 | 1,837 | ||||||
| KLA Corp | 1,281 | 1,953 | ||||||
| Lam Research Corp | 195 | 46 | ||||||
| Microsoft Corp | 7,471 | 2,934 | ||||||
| Motorola Solutions Inc | 4,386 | 2,115 | ||||||
| NetApp Inc | 11,300 | 1,119 | ||||||
| NetScout Systems Inc * | 42,042 | 1,228 | ||||||
| Open Text Corp | 38,200 | 946 | ||||||
| Progress Software Corp * | 17,000 | 712 | ||||||
| QUALCOMM Inc | 2,984 | 425 | ||||||
| Qualys Inc * | 3,069 | 284 | ||||||
| Roper Technologies Inc | 4,637 | 1,622 | ||||||
| Salesforce Inc | 5,755 | 1,121 | ||||||
| TD SYNNEX Corp | 15,200 | 2,383 | ||||||
| TE Connectivity PLC | 6,700 | 1,542 | ||||||
| Vontier Corp | 20,300 | 831 | ||||||
| Zoom Communications Inc, Cl A * | 28,424 | 2,102 | ||||||
| 63,511 | ||||||||
| Materials — 2.2% | ||||||||
| CF Industries Holdings Inc | 19,200 | 1,911 | ||||||
| NewMarket Corp | 2,100 | 1,315 | ||||||
| Newmont Corp | 15,647 | 2,034 | ||||||
| Sonoco Products Co | 26,100 | 1,474 | ||||||
| 6,734 | ||||||||
| Real Estate — 0.6% | ||||||||
| Broadstone Net Lease Inc, Cl A ‡ | 37,800 | 733 | ||||||
| EPR Properties ‡ | 17,800 | 1,057 | ||||||
| 1,790 | ||||||||
| Utilities — 5.7% | ||||||||
| American Electric Power Co Inc | 20,241 | 2,709 | ||||||
| Avista Corp | 18,500 | 751 | ||||||
| Duke Energy Corp | 13,384 | 1,751 | ||||||
| Eversource Energy | 25,900 | 1,974 | ||||||
| Exelon Corp | 32,600 | 1,613 | ||||||
| National Fuel Gas Co | 11,900 | 1,083 | ||||||
| OGE Energy Corp | 6,832 | 336 | ||||||
| Pinnacle West Capital Corp | 11,400 | 1,143 | ||||||
| Portland General Electric Co | 45,106 | 2,434 | ||||||
| Southern Co/The | 17,364 | 1,691 | ||||||
| Southwest Gas Holdings Inc | 7,230 | 637 | ||||||
| UGI Corp | 29,500 | 1,104 | ||||||
| 17,226 | ||||||||
| Total Common Stock | ||||||||
| (Cost $251,092) ($ Thousands) | 295,874 | |||||||
| SEI Institutional Investments Trust | 81 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
U.S. Managed Volatility Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 3,462,384 | $ | 3,462 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $3,462) ($ Thousands) | 3,462 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $254,554) ($ Thousands) | $ | 299,336 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized
Depreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| S&P 500 Index E-Mini | 1 | Mar-2026 | $ | 347 | $ | 344 | $ | (3 | ) | |||||||||
| Percentages are based on Net Assets of $299,753 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 12,903 | $ | 111,603 | $ | (121,044 | ) | $ | — | $ | — | $ | 3,462 | $ | 199 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 82 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 97.4% | ||||||||
| Australia — 0.3% | ||||||||
| Financials — 0.3% | ||||||||
| QBE Insurance Group Ltd | 337,800 | $ | 5,253 | |||||
| Austria — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Telekom Austria AG, Cl A | 38,558 | 435 | ||||||
| Financials — 0.1% | ||||||||
| UNIQA Insurance Group AG | 70,012 | 1,383 | ||||||
| Industrials — 0.2% | ||||||||
| ANDRITZ AG | 46,700 | 4,051 | ||||||
| Total Austria | 5,869 | |||||||
| Belgium — 0.6% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Colruyt Group N.V | 75,325 | 3,050 | ||||||
| Financials — 0.4% | ||||||||
| Ageas SA/NV | 88,500 | 6,564 | ||||||
| Groupe Bruxelles Lambert NV | 8,146 | 817 | ||||||
| 7,381 | ||||||||
| Industrials — 0.0% | ||||||||
| Ackermans & van Haaren NV | 2,710 | 929 | ||||||
| Total Belgium | 11,360 | |||||||
| Brazil — 0.2% | ||||||||
| Materials — 0.2% | ||||||||
| Yara International ASA | 71,417 | 3,613 | ||||||
| Canada — 4.6% | ||||||||
| Communication Services — 0.5% | ||||||||
| Cogeco Communications Inc | 58,200 | 3,088 | ||||||
| Quebecor Inc, Cl B | 167,100 | 6,911 | ||||||
| 9,999 | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Canadian Tire Corp Ltd, Cl A | 33,900 | 4,756 | ||||||
| Consumer Staples — 0.7% | ||||||||
| Empire Co Ltd, Cl Common Subs. Receipt | 231,942 | 8,228 | ||||||
| George Weston Ltd | 60,400 | 4,434 | ||||||
| Metro Inc/CN, Cl A | 700 | 50 | ||||||
| 12,712 | ||||||||
| Financials — 2.8% | ||||||||
| Bank of Nova Scotia/The | 216,000 | 16,389 | ||||||
| Canadian Imperial Bank of Commerce | 83,500 | 8,436 | ||||||
| Great-West Lifeco Inc, Cl Common Subs. Receipt | 66,500 | 3,213 | ||||||
| Manulife Financial Corp, Cl Common Subs. Receipt | 72,600 | 2,585 | ||||||
| National Bank of Canada | 37,500 | 5,234 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Toronto-Dominion Bank/The | 175,300 | $ | 17,080 | |||||
| 52,937 | ||||||||
| Information Technology — 0.3% | ||||||||
| Open Text Corp | 204,900 | 5,076 | ||||||
| Total Canada | 85,480 | |||||||
| China — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| CITIC Telecom International Holdings Ltd | 890,734 | 298 | ||||||
| Industrials — 0.0% | ||||||||
| ISDN Holdings | 158,700 | 52 | ||||||
| Total China | 350 | |||||||
| Denmark — 0.6% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Scandinavian Tobacco Group A/S | 67,302 | 1,102 | ||||||
| Schouw & Co A/S | 13,500 | 1,441 | ||||||
| 2,543 | ||||||||
| Financials — 0.4% | ||||||||
| Danske Bank A/S | 148,500 | 7,743 | ||||||
| Industrials — 0.0% | ||||||||
| ISS A/S | 5,428 | 193 | ||||||
| Total Denmark | 10,479 | |||||||
| Finland — 0.8% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| HKFoods Oyj, Cl A | 16,820 | 37 | ||||||
| Olvi Oyj, Cl A | 980 | 40 | ||||||
| Raisio Oyj, Cl V | 55,028 | 182 | ||||||
| 259 | ||||||||
| Health Care — 0.2% | ||||||||
| Orion Oyj, Cl B | 51,720 | 4,140 | ||||||
| Terveystalo | 12,864 | 142 | ||||||
| 4,282 | ||||||||
| Industrials — 0.1% | ||||||||
| Kone Oyj, Cl B | 36,116 | 2,721 | ||||||
| Raute Oyj, Cl A | 2,158 | 36 | ||||||
| 2,757 | ||||||||
| Information Technology — 0.5% | ||||||||
| Nokia Oyj | 656,600 | 5,035 | ||||||
| TietoEVRY Oyj | 158,700 | 3,540 | ||||||
| 8,575 | ||||||||
| Total Finland | 15,873 | |||||||
| France — 2.7% | ||||||||
| Communication Services — 0.2% | ||||||||
| Orange SA | 182,900 | 3,937 | ||||||
| Consumer Staples — 0.4% | ||||||||
| Carrefour SA | 148,800 | 2,820 | ||||||
| SEI Institutional Investments Trust | 83 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Danone SA | 58,516 | $ | 5,028 | |||||
| 7,848 | ||||||||
| Energy — 0.6% | ||||||||
| TotalEnergies SE | 136,100 | 10,894 | ||||||
| Industrials — 0.8% | ||||||||
| Bouygues SA | 68,800 | 4,255 | ||||||
| Eiffage SA | 35,500 | 6,117 | ||||||
| Societe BIC SA | 77,200 | 4,960 | ||||||
| 15,332 | ||||||||
| Information Technology — 0.0% | ||||||||
| 74Software * | 1,389 | 56 | ||||||
| Utilities — 0.7% | ||||||||
| Engie SA | 362,867 | 12,387 | ||||||
| Total France | 50,454 | |||||||
| Germany — 0.8% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Bayerische Motoren Werke AG | 45,600 | 4,776 | ||||||
| Financials — 0.5% | ||||||||
| Allianz SE | 9,700 | 4,353 | ||||||
| Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen | 8,300 | 5,412 | ||||||
| 9,765 | ||||||||
| Industrials — 0.0% | ||||||||
| Pfeiffer Vacuum Technology | 2,547 | 496 | ||||||
| Information Technology — 0.0% | ||||||||
| Adtran Networks | 929 | 25 | ||||||
| Total Germany | 15,062 | |||||||
| Hong Kong — 2.5% | ||||||||
| Communication Services — 0.8% | ||||||||
| HKT Trust & HKT Ltd | 6,213,000 | 9,796 | ||||||
| Hutchison Telecommunications Hong Kong Holdings | 4,827,045 | 728 | ||||||
| PCCW Ltd | 5,423,000 | 4,116 | ||||||
| SmarTone Telecommunications Holdings Ltd | 140,164 | 94 | ||||||
| 14,734 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Lever Style | 12,000 | 2 | ||||||
| Yue Yuen Industrial Holdings Ltd | 22 | – | ||||||
| 2 | ||||||||
| Consumer Staples — 0.6% | ||||||||
| Best Mart 360 Holdings | 200,000 | 52 | ||||||
| WH Group Ltd | 8,597,500 | 10,815 | ||||||
| 10,867 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.0% | ||||||||
| Dah Sing Banking Group Ltd | 55,711 | $ | 93 | |||||
| Industrials — 0.4% | ||||||||
| Cathay Pacific Airways Ltd | 3,755,000 | 6,733 | ||||||
| CTF Services | 191,000 | 218 | ||||||
| Transport International Holdings Ltd | 13,200 | 20 | ||||||
| 6,971 | ||||||||
| Information Technology — 0.2% | ||||||||
| VTech Holdings Ltd | 576,833 | 4,752 | ||||||
| Real Estate — 0.2% | ||||||||
| Chinney Investments Ltd * | 88,000 | 7 | ||||||
| Sun Hung Kai Properties Ltd | 203,500 | 3,784 | ||||||
| 3,791 | ||||||||
| Utilities — 0.3% | ||||||||
| CLP Holdings Ltd | 193,000 | 1,829 | ||||||
| HK Electric Investments & HK Electric Investments Ltd | 4,447,000 | 3,985 | ||||||
| Power Assets Holdings Ltd | 69,500 | 564 | ||||||
| 6,378 | ||||||||
| Total Hong Kong | 47,588 | |||||||
| Israel — 1.1% | ||||||||
| Communication Services — 0.4% | ||||||||
| Bezeq The Israeli Telecommunication Corp Ltd | 2,604,775 | 6,863 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Neto ME Holdings Ltd * | 776 | 71 | ||||||
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd | 23,196 | 2,974 | ||||||
| Strauss Group Ltd | 21,229 | 935 | ||||||
| Tiv Taam Holdings 1 | 43,203 | 153 | ||||||
| 4,133 | ||||||||
| Financials — 0.0% | ||||||||
| FIBI Holdings Ltd | 5,079 | 530 | ||||||
| Information Technology — 0.5% | ||||||||
| Arad Ltd | 2,681 | 43 | ||||||
| Check Point Software Technologies Ltd * | 44,486 | 6,765 | ||||||
| Ituran Location and Control | 33,673 | 1,616 | ||||||
| Radware Ltd * | 48,163 | 1,115 | ||||||
| 9,539 | ||||||||
| Total Israel | 21,065 | |||||||
| Italy — 2.7% | ||||||||
| Communication Services — 0.1% | ||||||||
| RAI Way | 85,500 | 622 | ||||||
| 84 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Pirelli & C SpA | 768,700 | $ | 5,746 | |||||
| Energy — 0.8% | ||||||||
| Eni SpA | 642,090 | 14,984 | ||||||
| Utilities — 1.5% | ||||||||
| A2A SpA | 2,477,500 | 7,222 | ||||||
| Edison | 68,480 | 180 | ||||||
| Enel SpA | 891,616 | 10,713 | ||||||
| Hera SpA | 74,113 | 387 | ||||||
| Italgas SpA | 151,871 | 1,956 | ||||||
| Terna - Rete Elettrica Nazionale | 680,949 | 8,188 | ||||||
| 28,646 | ||||||||
| Total Italy | 49,998 | |||||||
| Japan — 8.3% | ||||||||
| Communication Services — 0.6% | ||||||||
| AUTOSERVER | 1,800 | 29 | ||||||
| ITmedia Inc | 6,600 | 81 | ||||||
| Marvelous Inc | 53,500 | 174 | ||||||
| NTT | 9,190,300 | 8,993 | ||||||
| Okinawa Cellular Telephone Co | 39,344 | 845 | ||||||
| Wowow Inc | 10,676 | 93 | ||||||
| Zenrin Co Ltd | 54,000 | 357 | ||||||
| 10,572 | ||||||||
| Consumer Discretionary — 1.1% | ||||||||
| AB&Company Co Ltd | 3,100 | 25 | ||||||
| Asahi Co Ltd | 28,300 | 238 | ||||||
| Asante Inc | 10,000 | 104 | ||||||
| Autobacs Seven Co Ltd | 132,900 | 1,514 | ||||||
| Bell-Park Co Ltd | 4,600 | 77 | ||||||
| B-R31 Ice Cream, Cl R | 6,900 | 178 | ||||||
| Bridgestone Corp | 154,300 | 3,726 | ||||||
| Doshisha Co Ltd | 6,100 | 145 | ||||||
| ESTELLE Holdings Co Ltd | 6,000 | 24 | ||||||
| Gakkyusha Co Ltd | 6,100 | 96 | ||||||
| Honda Motor Co Ltd | 699,300 | 7,007 | ||||||
| I K K Holdings Inc | 4,600 | 24 | ||||||
| Komeri Co Ltd | 11,400 | 268 | ||||||
| Maruzen CHI Holdings | 16,900 | 37 | ||||||
| MrMax Holdings Ltd | 14,800 | 76 | ||||||
| Nagase Brothers | 8,400 | 151 | ||||||
| Nichirin Co Ltd | 5,800 | 162 | ||||||
| Ozu Corp | 2,400 | 29 | ||||||
| Sankyo Co Ltd | 206,400 | 2,910 | ||||||
| Step | 4,400 | 72 | ||||||
| VT Holdings Co Ltd | 15,200 | 56 | ||||||
| Yamada Holdings Co Ltd | 1,204,900 | 4,473 | ||||||
| 21,392 | ||||||||
| Consumer Staples — 1.9% | ||||||||
| Ahjikan Co Ltd | 5,308 | 50 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Arcs Co Ltd | 61,400 | $ | 1,534 | |||||
| Axial Retailing Inc | 62,900 | 526 | ||||||
| Belc Co Ltd | 7,200 | 372 | ||||||
| Blue Zones | 14,400 | 888 | ||||||
| Cawachi Ltd | 39,100 | 829 | ||||||
| Create SD Holdings Co Ltd | 7,300 | 159 | ||||||
| Delica Foods Holdings | 4,700 | 27 | ||||||
| Earth Corp | 31,000 | 1,010 | ||||||
| Ebara Foods Industry Inc | 1,600 | 28 | ||||||
| Eco's Co Ltd/Japan | 1,200 | 24 | ||||||
| Ezaki Glico Co Ltd | 39,900 | 1,550 | ||||||
| Feed One Co Ltd | 15,000 | 128 | ||||||
| Fujicco Co Ltd | 11,100 | 117 | ||||||
| Heiwado Co Ltd | 80,400 | 1,548 | ||||||
| Hokkaido Coca-Cola Bottling | 5,900 | 154 | ||||||
| Hokuto Corp | 40,600 | 523 | ||||||
| House Foods Group Inc | 111,300 | 2,201 | ||||||
| Imuraya Group | 6,600 | 109 | ||||||
| Itoham Yonekyu Holdings Inc | 12,520 | 517 | ||||||
| Iwatsuka Confectionery | 1,200 | 26 | ||||||
| J-Oil Mills Inc | 68,600 | 921 | ||||||
| Kakiyasu Honten Co Ltd | 10,200 | 192 | ||||||
| Kaneko Seeds | 2,900 | 28 | ||||||
| Kato Sangyo Co Ltd | 9,300 | 407 | ||||||
| Kenko Mayonnaise | 3,400 | 50 | ||||||
| Kewpie Corp | 27,400 | 786 | ||||||
| Life Corp | 2,500 | 44 | ||||||
| Lion Corp | 129,500 | 1,523 | ||||||
| Marudai Food Co Ltd | 36,900 | 567 | ||||||
| Maxvalu Tokai | 4,400 | 106 | ||||||
| Megmilk Snow Brand Co Ltd | 63,600 | 1,427 | ||||||
| MEIJI Holdings Co Ltd | 91,500 | 2,361 | ||||||
| Meito Sangyo | 3,000 | 53 | ||||||
| Mitsui DM Sugar Holdings Co Ltd | 30,900 | 702 | ||||||
| Miyoshi Oil & Fat Co Ltd | 18,318 | 279 | ||||||
| Morinaga & Co Ltd/Japan | 50,700 | 939 | ||||||
| Nakamuraya | 4,200 | 89 | ||||||
| Nippn Corp | 125,500 | 2,305 | ||||||
| Nisshin Oillio Group Ltd/The | 7,449 | 291 | ||||||
| Noevir Holdings | 17,300 | 522 | ||||||
| Okuwa Co Ltd | 35,200 | 199 | ||||||
| OUG Holdings Inc | 2,682 | 79 | ||||||
| Pigeon Corp | 28,900 | 319 | ||||||
| Prima Meat Packers Ltd | 48,900 | 910 | ||||||
| Riken Vitamin Co Ltd | 30,700 | 610 | ||||||
| S Foods Inc | 2,600 | 53 | ||||||
| S&B Foods | 6,200 | 184 | ||||||
| Sakata Seed | 44,300 | 1,251 | ||||||
| San-A Co Ltd, Cl A | 109,600 | 2,182 | ||||||
| Showa Sangyo Co Ltd | 61,100 | 1,340 | ||||||
| ST Corp | 30,800 | 310 | ||||||
| Sundrug Co Ltd | 23,700 | 641 | ||||||
| Torigoe | 5,400 | 39 | ||||||
| SEI Institutional Investments Trust | 85 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Unicafe Inc | 9,700 | $ | 67 | |||||
| Uoriki Co Ltd | 3,000 | 45 | ||||||
| Valor Holdings Co Ltd | 40,800 | 982 | ||||||
| Warabeya Nichiyo Holdings | 1,600 | 35 | ||||||
| Yamaya Corp | 6,700 | 99 | ||||||
| 35,257 | ||||||||
| Energy — 0.3% | ||||||||
| ENEOS Holdings Inc | 458,700 | 4,377 | ||||||
| Itochu Enex Co Ltd | 15,200 | 203 | ||||||
| Sala | 20,900 | 164 | ||||||
| San-Ai Oil Co Ltd | 41,600 | 684 | ||||||
| Toyo Kanetsu | 2,200 | 44 | ||||||
| 5,472 | ||||||||
| Financials — 0.0% | ||||||||
| Tomato Bank | 3,500 | 39 | ||||||
| Health Care — 0.6% | ||||||||
| Create Medic Co Ltd | 2,784 | 22 | ||||||
| France Bed Holdings Co Ltd | 33,200 | 291 | ||||||
| Fuso Pharmaceutical Industries Ltd | 2,300 | 37 | ||||||
| H.U. Group Holdings Inc | 13,800 | 297 | ||||||
| Japan Lifeline Co Ltd | 14,600 | 149 | ||||||
| Kaken Pharmaceutical Co Ltd | 34,400 | 979 | ||||||
| Kyorin Pharmaceutical Co Ltd | 28,400 | 314 | ||||||
| Kyowa Kirin Co Ltd | 40,800 | 759 | ||||||
| Takeda Pharmaceutical Co Ltd | 203,600 | 7,622 | ||||||
| Vital KSK Holdings Inc | 9,700 | 92 | ||||||
| ZERIA Pharmaceutical Co Ltd | 76,100 | 1,098 | ||||||
| 11,660 | ||||||||
| Industrials — 1.1% | ||||||||
| Aichi Electric Co Ltd | 1,900 | 110 | ||||||
| Alinco | 8,300 | 63 | ||||||
| Artner Co Ltd | 3,900 | 51 | ||||||
| Gakken Holdings Co Ltd | 39,100 | 267 | ||||||
| Hazama Ando Corp | 12,700 | 174 | ||||||
| Idec Corp/Japan | 3,800 | 80 | ||||||
| Inaba Seisakusho | 24,300 | 272 | ||||||
| Kitano Construction Corp | 5,200 | 52 | ||||||
| Mabuchi Motor Co Ltd | 38,800 | 457 | ||||||
| Meitec Corp | 3,500 | 77 | ||||||
| Nakabayashi | 14,200 | 58 | ||||||
| Nakamoto Packs | 2,000 | 26 | ||||||
| NGK Insulators Ltd | 106,400 | 3,117 | ||||||
| Nichiban | 1,900 | 24 | ||||||
| Nikko Co Ltd/Hyogo | 18,800 | 106 | ||||||
| Nippon Carbon Co Ltd | 23,900 | 772 | ||||||
| NIPPON EXPRESS HOLDINGS INC | 163,200 | 4,024 | ||||||
| Nippon Kanzai Holdings | 1,400 | 26 | ||||||
| Nishimatsu Construction Co Ltd | 2,800 | 123 | ||||||
| Nitto Kogyo Corp | 13,500 | 420 | ||||||
| Nittoc Construction Co Ltd | 28,300 | 265 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NS Tool | 4,700 | $ | 28 | |||||
| Oiles Corp | 10,000 | 172 | ||||||
| Oriental Shiraishi | 60,200 | 168 | ||||||
| Raito Kogyo Co Ltd | 25,400 | 709 | ||||||
| Sakai Moving Service Co Ltd | 7,900 | 148 | ||||||
| Sekisui Chemical Co Ltd | 278,400 | 5,423 | ||||||
| Studio Alice Co Ltd | 5,900 | 76 | ||||||
| Taisei Oncho | 1,300 | 43 | ||||||
| Takamatsu Construction Group Co Ltd | 4,000 | 108 | ||||||
| Technoflex | 2,600 | 42 | ||||||
| TKC Corp | 7,400 | 191 | ||||||
| TOKAI Holdings Corp | 115,800 | 899 | ||||||
| Tokyu Construction Co Ltd | 143,100 | 1,463 | ||||||
| Yokogawa Bridge Holdings Corp | 6,300 | 129 | ||||||
| Zaoh Co Ltd | 2,000 | 34 | ||||||
| 20,197 | ||||||||
| Information Technology — 2.1% | ||||||||
| Ai Holdings Corp | 3,600 | 67 | ||||||
| Amano Corp | 27,100 | 710 | ||||||
| Anritsu Corp | 63,500 | 1,223 | ||||||
| Arisawa Manufacturing | 37,700 | 638 | ||||||
| Brother Industries Ltd | 300,200 | 6,203 | ||||||
| Canon Inc | 270,700 | 8,183 | ||||||
| Canon Marketing Japan Inc | 3,300 | 148 | ||||||
| Citizen Watch Co Ltd | 407,900 | 4,993 | ||||||
| Daitron Co Ltd | 2,400 | 46 | ||||||
| Daiwabo Holdings Co Ltd | 141,300 | 2,892 | ||||||
| Ebase Co Ltd | 8,500 | 24 | ||||||
| Elecom Co Ltd | 36,000 | 413 | ||||||
| Focus Systems | 6,600 | 71 | ||||||
| FTGroup Co Ltd | 8,400 | 69 | ||||||
| Justsystems Corp | 3,300 | 83 | ||||||
| Miroku Jyoho Service Co Ltd | 8,900 | 103 | ||||||
| Nihon Denkei Co Ltd | 2,500 | 43 | ||||||
| Nippon Ceramic Co Ltd | 25,500 | 638 | ||||||
| Nippon Electric Glass Co Ltd | 80,200 | 3,525 | ||||||
| Nippon Signal | 32,300 | 372 | ||||||
| Ryoden Trading | 5,000 | 119 | ||||||
| Seiko Epson Corp | 490,400 | 6,643 | ||||||
| Shindengen Electric Manufacturing Co Ltd | 7,100 | 189 | ||||||
| Shinko Shoji Co Ltd | 2,600 | 18 | ||||||
| SRA Holdings | 8,100 | 263 | ||||||
| Sun-Wa Technos Corp | 8,900 | 198 | ||||||
| Suzuden | 3,100 | 36 | ||||||
| TAKEBISHI CORP | 4,700 | 79 | ||||||
| Trend Micro Inc/Japan | 45,200 | 1,504 | ||||||
| 39,493 | ||||||||
| Materials — 0.6% | ||||||||
| Achilles Corp | 2,300 | 26 | ||||||
| Aica Kogyo Co Ltd | 28,500 | 725 | ||||||
| Asahi Kasei Corp | 395,800 | 4,666 | ||||||
| Asahi Printing | 3,200 | 19 | ||||||
| 86 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dainichiseika Color & Chemicals Manufacturing Co Ltd | 7,500 | $ | 242 | |||||
| Fumakilla | 8,700 | 66 | ||||||
| Harima Chemicals Group | 11,800 | 79 | ||||||
| Hokkan Holdings Ltd | 5,800 | 94 | ||||||
| JSP Corp | 29,300 | 547 | ||||||
| Kaneka | 2,900 | 98 | ||||||
| Kuriyama Holdings | 8,700 | 98 | ||||||
| Nicca Chemical Co Ltd | 2,900 | 33 | ||||||
| Nippon Kayaku Co Ltd | 12,100 | 155 | ||||||
| Nippon Shokubai Co Ltd | 80,900 | 1,318 | ||||||
| Okaya | 400 | 25 | ||||||
| Sanyo Chemical Industries Ltd | 57,600 | 2,197 | ||||||
| SK Kaken | 500 | 37 | ||||||
| Sumitomo Seika Chemicals Co Ltd | 3,200 | 147 | ||||||
| Taisei Lamick Group Head Quarter & Innovation | 1,800 | 33 | ||||||
| Toagosei Co Ltd | 19,500 | 240 | ||||||
| Toyobo | 39,300 | 465 | ||||||
| 11,310 | ||||||||
| Real Estate — 0.0% | ||||||||
| Anabuki Kosan Inc | 1,600 | 30 | ||||||
| Utilities — 0.0% | ||||||||
| Okinawa Electric Power Co Inc/The | 15,400 | 117 | ||||||
| Shizuoka Gas | 16,200 | 158 | ||||||
| 275 | ||||||||
| Total Japan | 155,697 | |||||||
| Netherlands — 2.3% | ||||||||
| Communication Services — 0.6% | ||||||||
| Koninklijke KPN NV | 2,087,475 | 11,857 | ||||||
| Consumer Staples — 0.9% | ||||||||
| Acomo NV | 24,615 | 785 | ||||||
| Koninklijke Ahold Delhaize NV | 325,902 | 16,072 | ||||||
| 16,857 | ||||||||
| Financials — 0.8% | ||||||||
| ASR Nederland NV | 59,811 | 4,343 | ||||||
| NN Group NV | 123,900 | 10,154 | ||||||
| 14,497 | ||||||||
| Information Technology — 0.0% | ||||||||
| Nedap | 3,342 | 336 | ||||||
| Total Netherlands | 43,547 | |||||||
| New Zealand — 0.0% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Scales | 10,225 | 39 | ||||||
| Energy — 0.0% | ||||||||
| Channel Infrastructure NZ | 78,305 | 135 | ||||||
| Total New Zealand | 174 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Norway — 1.1% | ||||||||
| Communication Services — 0.6% | ||||||||
| Telenor ASA | 621,219 | $ | 11,517 | |||||
| Consumer Staples — 0.4% | ||||||||
| Orkla ASA | 612,100 | 8,375 | ||||||
| Energy — 0.0% | ||||||||
| Moreld | 14,691 | 25 | ||||||
| Financials — 0.1% | ||||||||
| SpareBank 1 SMN | 58,981 | 1,323 | ||||||
| Sparebanken More | 280 | 4 | ||||||
| 1,327 | ||||||||
| Industrials — 0.0% | ||||||||
| Veidekke ASA | 6,922 | 143 | ||||||
| Wilh Wilhelmsen Holding ASA, Cl B | 650 | 45 | ||||||
| 188 | ||||||||
| Information Technology — 0.0% | ||||||||
| Appear * | 5,546 | 39 | ||||||
| Materials — 0.0% | ||||||||
| Norsk Hydro ASA | 7,962 | 74 | ||||||
| Total Norway | 21,545 | |||||||
| Portugal — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| NOS SGPS SA | 99,993 | 608 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Sonae SGPS SA | 236,465 | 563 | ||||||
| Utilities — 0.0% | ||||||||
| REN - Redes Energeticas Nacionais SGPS SA | 8,497 | 39 | ||||||
| Total Portugal | 1,210 | |||||||
| Singapore — 1.4% | ||||||||
| Communication Services — 0.1% | ||||||||
| Singapore Telecommunications Ltd | 563,000 | 2,240 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Sheng Siong Group Ltd | 1,609,633 | 3,345 | ||||||
| Financials — 0.7% | ||||||||
| DBS Group Holdings Ltd | 82,320 | 3,708 | ||||||
| Oversea-Chinese Banking Corp Ltd | 317,800 | 5,378 | ||||||
| Singapore Exchange Ltd | 69,500 | 998 | ||||||
| United Overseas Bank Ltd | 133,400 | 3,893 | ||||||
| 13,977 | ||||||||
| Health Care — 0.0% | ||||||||
| Haw Par | 19,700 | 260 | ||||||
| SEI Institutional Investments Trust | 87 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.4% | ||||||||
| ComfortDelGro Corp Ltd | 2,639,700 | $ | 3,232 | |||||
| Jardine Cycle & Carriage Ltd | 149,200 | 4,165 | ||||||
| Vicom | 26,700 | 37 | ||||||
| 7,434 | ||||||||
| Total Singapore | 27,256 | |||||||
| Spain — 2.2% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Distribuidora Internacional de Alimentacion * | 2,080 | 94 | ||||||
| Ebro Foods SA | 34,741 | 795 | ||||||
| 889 | ||||||||
| Energy — 0.4% | ||||||||
| Repsol SA | 305,879 | 6,917 | ||||||
| Health Care — 0.0% | ||||||||
| Faes Farma | 49,670 | 306 | ||||||
| Industrials — 0.6% | ||||||||
| Logista Integral SA | 297,968 | 11,346 | ||||||
| Materials — 0.0% | ||||||||
| Miquel y Costas & Miquel SA | 2,889 | 48 | ||||||
| Utilities — 1.2% | ||||||||
| Endesa SA | 476,642 | 19,430 | ||||||
| Naturgy Energy Group SA | 99,514 | 3,095 | ||||||
| 22,525 | ||||||||
| Total Spain | 42,031 | |||||||
| Sweden — 2.5% | ||||||||
| Communication Services — 0.4% | ||||||||
| Telia Co AB | 1,566,681 | 8,047 | ||||||
| Consumer Discretionary — 0.4% | ||||||||
| Autoliv Inc | 53,992 | 6,399 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Scandi Standard | 13,036 | 188 | ||||||
| Financials — 1.1% | ||||||||
| Svenska Handelsbanken AB, Cl A | 675,400 | 10,804 | ||||||
| Swedbank AB, Cl A | 254,700 | 9,789 | ||||||
| 20,593 | ||||||||
| Information Technology — 0.6% | ||||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 990,806 | 11,460 | ||||||
| Total Sweden | 46,687 | |||||||
| Switzerland — 1.9% | ||||||||
| Communication Services — 0.3% | ||||||||
| Swisscom AG | 4,795 | 4,496 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Bell Food Group AG | 1,201 | $ | 336 | |||||
| Financials — 0.0% | ||||||||
| Basellandschaftliche Kantonalbank | 135 | 209 | ||||||
| Walliser Kantonalbank | 172 | 32 | ||||||
| 241 | ||||||||
| Health Care — 0.2% | ||||||||
| Galderma Group AG | 1,763 | 333 | ||||||
| Galenica | 23,355 | 2,915 | ||||||
| 3,248 | ||||||||
| Industrials — 0.7% | ||||||||
| ABB Ltd | 74,756 | 6,961 | ||||||
| Burkhalter Holding | 1,470 | 311 | ||||||
| Schindler Holding AG | 15,901 | 6,052 | ||||||
| 13,324 | ||||||||
| Information Technology — 0.7% | ||||||||
| TE Connectivity PLC | 57,522 | 13,239 | ||||||
| Real Estate — 0.0% | ||||||||
| Allreal Holding AG | 1,728 | 530 | ||||||
| Investis Holding SA | 813 | 163 | ||||||
| 693 | ||||||||
| Total Switzerland | 35,577 | |||||||
| United Kingdom — 3.4% | ||||||||
| Communication Services — 0.1% | ||||||||
| Rightmove PLC | 162,421 | 977 | ||||||
| Consumer Discretionary — 0.4% | ||||||||
| Kingfisher PLC | 1,216,400 | 6,104 | ||||||
| Next PLC | 6,414 | 1,166 | ||||||
| 7,270 | ||||||||
| Consumer Staples — 0.8% | ||||||||
| British American Tobacco PLC | 61,000 | 3,800 | ||||||
| Imperial Brands PLC | 203,450 | 9,091 | ||||||
| MP Evans Group PLC | 6,809 | 132 | ||||||
| Tesco PLC | 377,410 | 2,437 | ||||||
| 15,460 | ||||||||
| Financials — 1.5% | ||||||||
| HSBC Holdings PLC | 972,100 | 18,126 | ||||||
| Standard Chartered PLC | 422,000 | 10,385 | ||||||
| 28,511 | ||||||||
| Industrials — 0.4% | ||||||||
| Balfour Beatty | 274,600 | 2,806 | ||||||
| CK Hutchison Holdings Ltd | 449,500 | 3,702 | ||||||
| 6,508 | ||||||||
| Information Technology — 0.2% | ||||||||
| Aferian PLC, Cl A * | 28,544 | – | ||||||
| 88 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MONY Group | 135,202 | $ | 313 | |||||
| Sage Group PLC/The | 369,080 | 4,052 | ||||||
| 4,365 | ||||||||
| Utilities — 0.0% | ||||||||
| Drax Group PLC | 10,825 | 129 | ||||||
| Total United Kingdom | 63,220 | |||||||
| United States — 57.0% | ||||||||
| Communication Services — 6.3% | ||||||||
| Alphabet Inc, Cl A | 67,187 | 20,946 | ||||||
| AT&T Inc | 753,576 | 21,108 | ||||||
| Comcast Corp, Cl A | 573,953 | 17,770 | ||||||
| Electronic Arts Inc | 52,367 | 10,503 | ||||||
| Fox Corp | 94,800 | 5,341 | ||||||
| New York Times Co/The, Cl A | 171,923 | 13,718 | ||||||
| TEGNA Inc | 160,100 | 3,354 | ||||||
| Verizon Communications Inc | 496,511 | 24,895 | ||||||
| Versant Media Group * | 22,958 | 765 | ||||||
| 118,400 | ||||||||
| Consumer Discretionary — 2.1% | ||||||||
| Amazon.com Inc * | 14,838 | 3,116 | ||||||
| Booking Holdings Inc | 462 | 1,958 | ||||||
| BorgWarner Inc | 62,100 | 3,575 | ||||||
| eBay Inc | 61,164 | 5,557 | ||||||
| Ford Motor Co | 156,500 | 2,205 | ||||||
| General Motors Co | 67,700 | 5,329 | ||||||
| H&R Block Inc | 102,600 | 3,142 | ||||||
| Service Corp International/US | 59,514 | 5,010 | ||||||
| TJX Cos Inc/The | 57,987 | 9,374 | ||||||
| 39,266 | ||||||||
| Consumer Staples — 8.6% | ||||||||
| Albertsons Cos Inc, Cl A | 399,500 | 7,151 | ||||||
| Altria Group Inc | 284,449 | 19,638 | ||||||
| Archer-Daniels-Midland Co | 79,900 | 5,516 | ||||||
| Campbell's | 173,900 | 4,687 | ||||||
| Church & Dwight Co Inc | 87,470 | 9,172 | ||||||
| Clorox Co/The | 5,552 | 706 | ||||||
| Coca-Cola Co/The | 137,855 | 11,243 | ||||||
| Colgate-Palmolive Co | 115,856 | 11,486 | ||||||
| Conagra Brands Inc | 140,700 | 2,709 | ||||||
| Costco Wholesale Corp | 10,428 | 10,541 | ||||||
| Fresh Del Monte Produce Inc | 114,025 | 4,895 | ||||||
| Ingredion Inc | 117,660 | 13,820 | ||||||
| Kimberly-Clark Corp | 47,947 | 5,343 | ||||||
| Kraft Heinz Co/The | 198,400 | 4,883 | ||||||
| Kroger Co/The | 112,500 | 7,677 | ||||||
| Molson Coors Beverage Co, Cl B | 188,500 | 9,235 | ||||||
| Monster Beverage Corp * | 76,369 | 6,514 | ||||||
| PepsiCo Inc | 62,325 | 10,579 | ||||||
| Philip Morris International Inc | 20,446 | 3,820 | ||||||
| Procter & Gamble Co/The | 62,510 | 10,452 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Walmart Inc | 6,511 | $ | 833 | |||||
| 160,900 | ||||||||
| Energy — 1.2% | ||||||||
| Chevron Corp | 28,960 | 5,408 | ||||||
| Exxon Mobil Corp | 51,600 | 7,869 | ||||||
| Shell PLC | 230,084 | 9,614 | ||||||
| 22,891 | ||||||||
| Financials — 3.2% | ||||||||
| Bank of New York Mellon Corp/The | 66,200 | 7,884 | ||||||
| Berkshire Hathaway Inc, Cl B * | 18,633 | 9,409 | ||||||
| Everest Group Ltd | 7,000 | 2,348 | ||||||
| Federated Hermes Inc, Cl B | 135,253 | 7,576 | ||||||
| Hartford Insurance Group | 29,300 | 4,126 | ||||||
| Loews Corp | 36,900 | 4,060 | ||||||
| Old Republic International Corp | 240,851 | 10,325 | ||||||
| Provident Financial Holdings Inc | 2,655 | 43 | ||||||
| Unum Group | 135,466 | 9,717 | ||||||
| Western Union Co/The | 535,000 | 5,152 | ||||||
| 60,640 | ||||||||
| Health Care — 15.7% | ||||||||
| Abbott Laboratories | 85,645 | 9,965 | ||||||
| AbbVie Inc | 40,796 | 9,468 | ||||||
| Boston Scientific Corp * | 89,373 | 6,868 | ||||||
| Bristol-Myers Squibb Co | 354,113 | 22,086 | ||||||
| Cardinal Health Inc | 57,848 | 13,260 | ||||||
| Cencora Inc | 26,257 | 9,771 | ||||||
| Centene Corp * | 75,900 | 3,406 | ||||||
| Chemed Corp | 17,635 | 7,231 | ||||||
| Cigna Group/The | 21,947 | 6,361 | ||||||
| CVS Health Corp | 50,700 | 4,051 | ||||||
| Encompass Health Corp | 79,900 | 8,620 | ||||||
| Ensign Group Inc/The | 5,672 | 1,215 | ||||||
| Exelixis Inc * | 180,035 | 7,932 | ||||||
| Gilead Sciences Inc | 73,200 | 10,903 | ||||||
| HCA Healthcare Inc | 21,811 | 11,553 | ||||||
| Incyte Corp * | 144,006 | 14,583 | ||||||
| Johnson & Johnson | 113,278 | 28,142 | ||||||
| McKesson Corp | 13,496 | 13,326 | ||||||
| Medtronic PLC | 91,819 | 8,967 | ||||||
| Merck & Co Inc | 118,200 | 14,636 | ||||||
| Novartis AG | 145,479 | 24,455 | ||||||
| Organon & Co | 30,990 | 226 | ||||||
| Pfizer Inc | 698,273 | 19,307 | ||||||
| Quest Diagnostics Inc | 32,264 | 6,837 | ||||||
| Regeneron Pharmaceuticals Inc | 370 | 289 | ||||||
| Roche Holding AG | 26,927 | 12,811 | ||||||
| STERIS PLC | 3,541 | 894 | ||||||
| Stryker Corp | 25,513 | 9,885 | ||||||
| United Therapeutics Corp * | 693 | 349 | ||||||
| Veeva Systems Inc, Cl A * | 40,914 | 7,447 | ||||||
| 294,844 | ||||||||
| SEI Institutional Investments Trust | 89 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 2.8% | ||||||||
| Acuity Brands Inc | 2,159 | $ | 651 | |||||
| Allison Transmission Holdings Inc | 41,100 | 5,150 | ||||||
| AMETEK Inc | 48,274 | 11,548 | ||||||
| Cintas Corp | 30,899 | 6,215 | ||||||
| Donaldson Co Inc | 4,979 | 462 | ||||||
| General Dynamics Corp | 27,036 | 9,653 | ||||||
| Genpact Ltd | 116,800 | 4,639 | ||||||
| Lockheed Martin Corp | 375 | 247 | ||||||
| Northrop Grumman Corp | 3,463 | 2,509 | ||||||
| Science Applications International Corp | 44,987 | 4,150 | ||||||
| Veralto Corp | 71,100 | 6,927 | ||||||
| 52,151 | ||||||||
| Information Technology — 14.2% | ||||||||
| Adobe Inc * | 34,991 | 9,182 | ||||||
| Amdocs Ltd | 208,268 | 14,537 | ||||||
| Analog Devices Inc | 18,667 | 6,641 | ||||||
| Apple Inc | 46,936 | 12,400 | ||||||
| Applied Materials Inc | 23,709 | 8,827 | ||||||
| Arrow Electronics Inc * | 74,700 | 11,366 | ||||||
| Avnet Inc | 170,691 | 11,238 | ||||||
| Box Inc, Cl A * | 287,492 | 6,770 | ||||||
| Cirrus Logic Inc * | 20,669 | 2,917 | ||||||
| Cisco Systems Inc | 457,961 | 36,390 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 163,500 | 10,534 | ||||||
| CommVault Systems Inc * | 21,483 | 1,828 | ||||||
| Dolby Laboratories Inc, Cl A | 151,121 | 10,060 | ||||||
| Dropbox Inc, Cl A * | 418,717 | 10,464 | ||||||
| F5 Inc * | 15,475 | 4,199 | ||||||
| Gen Digital Inc | 274,000 | 6,184 | ||||||
| Hewlett Packard Enterprise Co | 207,900 | 4,464 | ||||||
| HP Inc | 262,400 | 4,983 | ||||||
| Intuit Inc | 16,389 | 6,704 | ||||||
| KLA Corp | 5,900 | 8,995 | ||||||
| Microsoft Corp | 22,612 | 8,881 | ||||||
| Motorola Solutions Inc | 24,661 | 11,893 | ||||||
| NetScout Systems Inc * | 201,814 | 5,895 | ||||||
| NVIDIA Corp | 67,288 | 11,923 | ||||||
| Progress Software Corp * | 77,600 | 3,250 | ||||||
| QUALCOMM Inc | 44,727 | 6,367 | ||||||
| Roper Technologies Inc | 27,426 | 9,592 | ||||||
| Skyworks Solutions Inc | 36,481 | 2,173 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| TD SYNNEX Corp | 49,800 | $ | 7,809 | |||||
| Texas Instruments Inc | 6,625 | 1,405 | ||||||
| Zoom Communications, Cl A * | 110,600 | 8,178 | ||||||
| 266,049 | ||||||||
| Materials — 1.0% | ||||||||
| AptarGroup Inc | 14,466 | 2,079 | ||||||
| CF Industries Holdings Inc | 44,900 | 4,469 | ||||||
| NewMarket Corp | 13,000 | 8,138 | ||||||
| Newmont Corp | 31,926 | 4,151 | ||||||
| 18,837 | ||||||||
| Utilities — 1.9% | ||||||||
| American Electric Power Co Inc | 30,733 | 4,113 | ||||||
| Duke Energy Corp | 72,049 | 9,427 | ||||||
| Eversource Energy | 78,400 | 5,975 | ||||||
| National Fuel Gas Co | 69,100 | 6,290 | ||||||
| Pinnacle West Capital Corp | 43,100 | 4,323 | ||||||
| Portland General Electric Co | 100,147 | 5,404 | ||||||
| 35,532 | ||||||||
| Total United States | 1,069,510 | |||||||
| Total Common Stock | ||||||||
| (Cost $1,516,380) ($ Thousands) | 1,828,898 | |||||||
| PREFERRED STOCK — 0.5% | ||||||||
| Germany — 0.5% | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Henkel AG & Co KGaA(A) | 93,480 | 9,162 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $7,636) ($ Thousands) | 9,162 | |||||||
| CASH EQUIVALENT — 0.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 17,521,460 | 17,521 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $17,521) ($ Thousands) | 17,521 | |||||||
| Total Investments in Securities — 98.8% | ||||||||
| (Cost $1,541,537) ($ Thousands) | $ | 1,855,581 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Euro STOXX 50 | 12 | Mar-2026 | $ | 853 | $ | 872 | $ | 20 | ||||||||||
| FTSE 100 Index | 2 | Mar-2026 | 291 | 293 | 4 | |||||||||||||
| Hang Seng Index | 4 | Mar-2026 | 681 | 681 | – | |||||||||||||
| S&P 500 Index E-Mini | 13 | Mar-2026 | 4,457 | 4,478 | 21 | |||||||||||||
| SPI 200 Index | 6 | Mar-2026 | 949 | 980 | 24 | |||||||||||||
| 90 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||
| TOPIX Index | 4 | Mar-2026 | $ | 989 | $ | 1,013 | $ | 32 | ||||||||||
| $ | 8,220 | $ | 8,317 | $ | 101 | |||||||||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||
| Barclays PLC | 03/02/26 | SGD | 17,509 | USD | 13,901 | $ | 58 | |||||
| BNP Paribas | 03/02/26 | CAD | 69,746 | USD | 51,520 | 381 | ||||||
| BNP Paribas | 03/02/26 | EUR | 99,261 | USD | 118,932 | 1,735 | ||||||
| BNP Paribas | 03/02/26 | NOK | 116,456 | USD | 12,105 | (136 | ) | |||||
| BNP Paribas | 03/27/26 | DKK | 32,561 | USD | 5,140 | (15 | ) | |||||
| BNP Paribas | 03/27/26 | CAD | 61,181 | USD | 44,717 | (199 | ) | |||||
| BNP Paribas | 03/27/26 | HKD | 194,110 | USD | 24,847 | (4 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 0 | NZD | 1 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 5 | NZD | 9 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | NZD | 5 | USD | 3 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | NZD | 5 | USD | 3 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 30 | DKK | 190 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 218 | DKK | 1,367 | (2 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 496 | AUD | 703 | 5 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 3 | AUD | 5 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 76 | SGD | 96 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 642 | SGD | 811 | (1 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 693 | NOK | 6,668 | 8 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 516 | NOK | 4,906 | (1 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 1,297 | HKD | 10,126 | (2 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | CHF | 133 | USD | 174 | 1 | ||||||
| Brown Brothers Harriman | 03/02/26 | CHF | 1,350 | USD | 1,742 | (13 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | AUD | 1,684 | USD | 1,178 | (21 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | SGD | 240 | USD | 190 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | SGD | 1,565 | USD | 1,232 | (5 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | GBP | 1,836 | USD | 2,491 | 23 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 181 | SEK | 1,633 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 2,014 | SEK | 17,987 | (21 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 781 | CHF | 605 | 6 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 1,701 | CHF | 1,301 | (9 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 2,537 | GBP | 1,858 | (40 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | DKK | 3,335 | USD | 528 | 1 | ||||||
| Brown Brothers Harriman | 03/02/26 | DKK | 267 | USD | 42 | — | ||||||
| Brown Brothers Harriman | 03/02/26 | CAD | 1,086 | USD | 800 | 4 | ||||||
| Brown Brothers Harriman | 03/02/26 | CAD | 2,704 | USD | 1,978 | (5 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 5,371 | JPY | 824,917 | (87 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 717 | EUR | 608 | 1 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 5,258 | EUR | 4,412 | (48 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | NOK | 6,859 | USD | 710 | (11 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | EUR | 5,451 | USD | 6,454 | 18 | ||||||
| Brown Brothers Harriman | 03/02/26 | EUR | 2,141 | USD | 2,524 | (4 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | USD | 6,580 | CAD | 8,986 | 9 | ||||||
| Brown Brothers Harriman | 03/02/26 | USD | 2,694 | CAD | 3,647 | (20 | ) | |||||
| Brown Brothers Harriman | 03/02/26 | SEK | 8,173 | USD | 911 | 5 | ||||||
| SEI Institutional Investments Trust | 91 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||
| Brown Brothers Harriman | 03/02/26 | SEK | 4,849 | USD | 536 | $ | (1 | ) | ||||
| Brown Brothers Harriman | 03/02/26 | HKD | 18,266 | USD | 2,339 | 4 | ||||||
| Brown Brothers Harriman | 03/02/26 | JPY | 725,597 | USD | 4,697 | 49 | ||||||
| Brown Brothers Harriman | 03/02/26 | JPY | 279,979 | USD | 1,789 | (4 | ) | |||||
| Brown Brothers Harriman | 03/27/26 | NZD | 0 | USD | – | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 0 | NZD | – | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 1 | NZD | 1 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | SGD | 2 | USD | 2 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | SGD | 8 | USD | 6 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 25 | DKK | 159 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | DKK | 38 | USD | 6 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | CAD | 43 | USD | 31 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 53 | SGD | 67 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 24 | AUD | 33 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 49 | AUD | 69 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 95 | GBP | 70 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 98 | HKD | 763 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 129 | SEK | 1,164 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | EUR | 134 | USD | 159 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 58 | NOK | 559 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 77 | NOK | 730 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | GBP | 75 | USD | 101 | 1 | ||||||
| Brown Brothers Harriman | 03/27/26 | GBP | 103 | USD | 139 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 303 | CAD | 413 | 1 | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 362 | CHF | 278 | 1 | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 535 | JPY | 83,213 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | SEK | 600 | USD | 67 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | USD | 611 | EUR | 517 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | HKD | 691 | USD | 89 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | NOK | 827 | USD | 87 | — | ||||||
| Brown Brothers Harriman | 03/27/26 | JPY | 74,954 | USD | 480 | (1 | ) | |||||
| Standard Chartered | 03/02/26 | DKK | 30,397 | USD | 4,883 | 80 | ||||||
| Standard Chartered | 03/02/26 | JPY | 12,108,544 | USD | 79,569 | 2,013 | ||||||
| Standard Chartered | 03/27/26 | AUD | 11,246 | USD | 7,963 | (49 | ) | |||||
| Standard Chartered | 03/27/26 | SGD | 18,445 | USD | 14,606 | (13 | ) | |||||
| Standard Chartered | 03/27/26 | EUR | 102,232 | USD | 120,614 | (265 | ) | |||||
| Standard Chartered | 03/27/26 | JPY | 12,398,306 | USD | 79,290 | (331 | ) | |||||
| Westpac Banking | 03/02/26 | NZD | 156 | USD | 94 | 1 | ||||||
| Westpac Banking | 03/02/26 | AUD | 10,214 | USD | 7,151 | (128 | ) | |||||
| Westpac Banking | 03/02/26 | CHF | 24,632 | USD | 32,188 | 159 | ||||||
| Westpac Banking | 03/02/26 | GBP | 26,297 | USD | 36,229 | 873 | ||||||
| Westpac Banking | 03/02/26 | HKD | 185,561 | USD | 23,809 | 86 | ||||||
| Westpac Banking | 03/02/26 | SEK | 195,740 | USD | 22,193 | 498 | ||||||
| Westpac Banking | 03/27/26 | NZD | 157 | USD | 93 | (1 | ) | |||||
| Westpac Banking | 03/27/26 | CHF | 24,281 | USD | 31,412 | (275 | ) | |||||
| Westpac Banking | 03/27/26 | GBP | 26,317 | USD | 35,544 | 166 | ||||||
| Westpac Banking | 03/27/26 | NOK | 112,451 | USD | 11,714 | (107 | ) | |||||
| Westpac Banking | 03/27/26 | SEK | 190,243 | USD | 21,017 | (107 | ) | |||||
| $ | 4,261 | |||||||||||
| 92 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Global Managed Volatility Fund (Concluded)
| Percentages are based on Net Assets of $1,877,740 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 17,023 | $ | 578,254 | $ | (577,756 | ) | $ | — | $ | — | $ | 17,521 | $ | 1,074 | $ | — | |||||||||||||||
| Totals | $ | 17,023 | $ | 578,254 | $ | (577,756 | ) | $ | – | $ | — | $ | 17,521 | $ | 1,074 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 93 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK — 92.1% | ||||||||
| Australia — 2.2% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Aristocrat Leisure Ltd | 371,747 | $ | 12,727 | |||||
| Harvey Norman Holdings Ltd | 501,155 | 2,054 | ||||||
| 14,781 | ||||||||
| Energy — 0.0% | ||||||||
| Whitehaven Coal Ltd | 535,007 | 2,975 | ||||||
| Financials — 0.0% | ||||||||
| Cuscal Ltd | 23,869 | 72 | ||||||
| Health Care — 0.1% | ||||||||
| Pro Medicus Ltd | 104,832 | 9,688 | ||||||
| Industrials — 0.5% | ||||||||
| Brambles Ltd | 195,796 | 3,497 | ||||||
| Computershare Ltd | 1,255,973 | 27,732 | ||||||
| Dalrymple Bay Infrastructure Ltd | 566,351 | 2,082 | ||||||
| DroneShield Ltd * | 935,120 | 2,417 | ||||||
| Fleetwood Ltd | 7,083 | 11 | ||||||
| GenusPlus Group Ltd | 7,101 | 39 | ||||||
| IPD Group Ltd/Australia | 8,380 | 31 | ||||||
| Qantas Airways Ltd | 955,065 | 6,769 | ||||||
| Qube Holdings Ltd | 720,599 | 2,570 | ||||||
| Service Stream Ltd | 9,954 | 15 | ||||||
| 45,163 | ||||||||
| Information Technology — 0.0% | ||||||||
| Codan Ltd | 139,087 | 3,514 | ||||||
| Energy One Ltd | 2,186 | 24 | ||||||
| 3,538 | ||||||||
| Materials — 1.3% | ||||||||
| Aurelia Metals Ltd * | 381,151 | 83 | ||||||
| Beacon Minerals Ltd | 10,470 | 31 | ||||||
| BHP Group Ltd | 517,467 | 21,026 | ||||||
| BlueScope Steel Ltd | 472,971 | 9,435 | ||||||
| Capricorn Metals Ltd * | 7,046 | 75 | ||||||
| Evolution Mining Ltd | 802,545 | 9,535 | ||||||
| Fortescue Ltd | 255,433 | 3,842 | ||||||
| Genesis Minerals Ltd * | 115,141 | 614 | ||||||
| Imdex Ltd | 11,157 | 34 | ||||||
| Northern Star Resources Ltd | 269,978 | 5,926 | ||||||
| Orica Ltd | 367,275 | 6,385 | ||||||
| Perenti Ltd | 367,372 | 615 | ||||||
| Ramelius Resources Ltd | 847,260 | 2,788 | ||||||
| Rio Tinto Ltd | 404,918 | 48,204 | ||||||
| Sandfire Resources Ltd * | 116,835 | 1,678 | ||||||
| Sims Ltd | 26,141 | 409 | ||||||
| South32 Ltd | 1,103,325 | 3,619 | ||||||
| Vault Minerals Ltd * | 712,575 | 3,001 | ||||||
| Zimplats Holdings Ltd * | 6,487 | 97 | ||||||
| 117,397 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Real Estate — 0.1% | ||||||||
| Charter Hall Group ‡ | 278,490 | $ | 4,377 | |||||
| Scentre Group ‡ | 1,111,082 | 3,025 | ||||||
| 7,402 | ||||||||
| Total Australia | 201,016 | |||||||
| Austria — 0.3% | ||||||||
| Financials — 0.3% | ||||||||
| Erste Group Bank AG | 147,619 | 17,508 | ||||||
| Raiffeisen Bank International AG | 126,054 | 6,258 | ||||||
| UNIQA Insurance Group AG | 19,608 | 387 | ||||||
| Vienna Insurance Group AG Wiener Versicherung Gruppe | 8,251 | 643 | ||||||
| 24,796 | ||||||||
| Industrials — 0.0% | ||||||||
| Frequentis AG | 290 | 26 | ||||||
| Palfinger AG | 2,184 | 100 | ||||||
| 126 | ||||||||
| Materials — 0.0% | ||||||||
| Mayr Melnhof Karton AG | 230 | 27 | ||||||
| Total Austria | 24,949 | |||||||
| Belgium — 0.7% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Anheuser-Busch InBev SA/NV | 116,437 | 9,461 | ||||||
| Financials — 0.2% | ||||||||
| Groupe Bruxelles Lambert NV | 27,782 | 2,786 | ||||||
| KBC Group NV | 100,587 | 13,612 | ||||||
| 16,398 | ||||||||
| Health Care — 0.1% | ||||||||
| Fagron | 14,555 | 391 | ||||||
| Ion Beam Applications | 9,663 | 175 | ||||||
| UCB SA | 39,486 | 11,852 | ||||||
| 12,418 | ||||||||
| Industrials — 0.0% | ||||||||
| bpost SA * | 37,365 | 94 | ||||||
| Deceuninck NV | 10,910 | 30 | ||||||
| 124 | ||||||||
| Information Technology — 0.0% | ||||||||
| Barco NV | 7,945 | 102 | ||||||
| Materialise NV ADR * | 2,849 | 15 | ||||||
| 117 | ||||||||
| Materials — 0.3% | ||||||||
| Syensqo SA | 378,877 | 21,585 | ||||||
| Tessenderlo Group SA | 819 | 26 | ||||||
| Titan America SA | 9,965 | 181 | ||||||
| Umicore SA | 116,009 | 2,470 | ||||||
| 24,262 | ||||||||
| Total Belgium | 62,780 | |||||||
| 94 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bermuda — 0.0% | ||||||||
| Industrials — 0.0% | ||||||||
| Himalaya Shipping Ltd | 36,284 | $ | 538 | |||||
| Brazil — 2.9% | ||||||||
| Communication Services — 0.3% | ||||||||
| Bemobi Mobile Tech SA | 11,300 | 53 | ||||||
| Telefonica Brasil SA | 3,097,777 | 26,131 | ||||||
| TIM SA/Brazil | 120,900 | 661 | ||||||
| Unifique Telecomunicacoes S/A | 88,700 | 91 | ||||||
| 26,936 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Anima Holding SA | 286,600 | 284 | ||||||
| Cogna Educacao SA | 2,061,264 | 1,411 | ||||||
| Cruzeiro do Sul Educacional SA | 101,500 | 133 | ||||||
| Cury Construtora e Incorporadora SA | 74,000 | 561 | ||||||
| Even Construtora e Incorporadora S/A | 105,800 | 173 | ||||||
| GUARARAPES CONFECCOES SA | 127,300 | 250 | ||||||
| Lojas Renner SA | 172,400 | 527 | ||||||
| Mahle Metal Leve SA | 27,200 | 192 | ||||||
| Ser Educacional SA | 48,700 | 117 | ||||||
| Trisul SA | 20,600 | 30 | ||||||
| Vitru Brasil Empreendimentos Participacoes e Comercio SA | 41,600 | 120 | ||||||
| 3,798 | ||||||||
| Consumer Staples — 1.0% | ||||||||
| Ambev SA | 27,468,236 | 87,145 | ||||||
| Empreendimentos Pague Menos S/A | 126,200 | 171 | ||||||
| 87,316 | ||||||||
| Energy — 0.0% | ||||||||
| Ventura Offshore Holding Ltd * | 5,599 | 15 | ||||||
| Financials — 0.8% | ||||||||
| Banco do Brasil SA | 14,121,422 | 74,430 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 107,117 | 1,604 | ||||||
| 76,034 | ||||||||
| Industrials — 0.0% | ||||||||
| EcoRodovias Infraestrutura e Logistica SA | 491,400 | 1,026 | ||||||
| Movida Participacoes SA | 185,400 | 533 | ||||||
| Oceanpact Servicos Maritimos SA * | 18,400 | 35 | ||||||
| 1,594 | ||||||||
| Information Technology — 0.3% | ||||||||
| TOTVS SA | 4,225,600 | 31,196 | ||||||
| Materials — 0.4% | ||||||||
| CSN Mineracao SA | 829,500 | 885 | ||||||
| Vale SA | 805,700 | 13,894 | ||||||
| Wheaton Precious Metals Corp | 38,135 | 6,215 | ||||||
| Yara International ASA | 236,404 | 11,961 | ||||||
| 32,955 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Utilities — 0.1% | ||||||||
| Axia Energia | 339,400 | $ | 4,074 | |||||
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 94,625 | 2,839 | ||||||
| Eneva SA * | 1,161,300 | 4,821 | ||||||
| 11,734 | ||||||||
| Total Brazil | 271,578 | |||||||
| Canada — 3.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| Quebecor Inc, Cl B | 204,134 | 8,443 | ||||||
| Consumer Discretionary — 1.0% | ||||||||
| Aritzia Inc * | 84,714 | 7,502 | ||||||
| BRP Inc | 33,336 | 2,445 | ||||||
| Canada Goose Holdings Inc * | 18,407 | 227 | ||||||
| Dollarama Inc | 192,485 | 28,342 | ||||||
| Linamar Corp | 38,552 | 2,657 | ||||||
| Magna International Inc, Cl A | 819,715 | 51,692 | ||||||
| 92,865 | ||||||||
| Energy — 0.1% | ||||||||
| Enerflex Ltd | 140,065 | 3,143 | ||||||
| Spartan Delta Corp * | 284,989 | 2,288 | ||||||
| Suncor Energy Inc | 123,122 | 6,956 | ||||||
| 12,387 | ||||||||
| Financials — 0.9% | ||||||||
| Bank of Nova Scotia/The | 92,814 | 7,042 | ||||||
| Canadian Imperial Bank of Commerce | 220,578 | 22,285 | ||||||
| iA Financial Corp Inc | 62,037 | 7,056 | ||||||
| Manulife Financial Corp | 137,927 | 4,912 | ||||||
| Royal Bank of Canada | 84,597 | 14,147 | ||||||
| Sprott Inc | 22,825 | 3,702 | ||||||
| TMX Group Ltd | 73,829 | 2,491 | ||||||
| Toronto-Dominion Bank/The | 254,663 | 24,812 | ||||||
| 86,447 | ||||||||
| Health Care — 0.0% | ||||||||
| Extendicare Inc | 138,975 | 2,708 | ||||||
| Industrials — 0.6% | ||||||||
| Badger Infrastructure Solutions Ltd | 34,367 | 1,842 | ||||||
| Element Fleet Management Corp | 166,603 | 3,969 | ||||||
| Finning International Inc | 59,960 | 4,043 | ||||||
| Toromont Industries Ltd | 303,252 | 47,072 | ||||||
| 56,926 | ||||||||
| Information Technology — 0.2% | ||||||||
| Celestica Inc * | 10,421 | 2,894 | ||||||
| Kinaxis Inc * | 21,921 | 2,082 | ||||||
| Shopify Inc, Cl A * | 74,372 | 8,979 | ||||||
| 13,955 | ||||||||
| Materials — 0.5% | ||||||||
| 5N Plus Inc * | 132,147 | 2,874 | ||||||
| SEI Institutional Investments Trust | 95 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Agnico Eagle Mines Ltd | 53,551 | $ | 13,453 | |||||
| CCL Industries Inc, Cl B | 67,244 | 4,678 | ||||||
| Franco-Nevada Corp | 20,803 | 5,815 | ||||||
| Kinross Gold Corp | 233,583 | 8,635 | ||||||
| Lundin Gold Inc | 27,436 | 2,586 | ||||||
| Nutrien Ltd | 30,260 | 2,272 | ||||||
| SSR Mining Inc * | 14,866 | 479 | ||||||
| 40,792 | ||||||||
| Real Estate — 0.0% | ||||||||
| Colliers International Group Inc | 24,576 | 2,916 | ||||||
| 2,916 | ||||||||
| Utilities — 0.2% | ||||||||
| Atco Ltd/Canada, Cl I | 64,483 | 3,067 | ||||||
| Emera Inc | 195,928 | 10,195 | ||||||
| 13,262 | ||||||||
| Total Canada | 330,701 | |||||||
| Chile — 0.1% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Falabella SA | 428,100 | 3,173 | ||||||
| Industrials — 0.0% | ||||||||
| Latam Airlines Group SA | 71,951,312 | 2,022 | ||||||
| Total Chile | 5,195 | |||||||
| China — 6.5% | ||||||||
| Communication Services — 1.8% | ||||||||
| 37 Interactive Entertainment Network Technology Group Co Ltd, Cl A | 777,045 | 2,772 | ||||||
| Autohome Inc ADR | 15,425 | 296 | ||||||
| Baidu Inc, Cl A * | 1,492,950 | 23,194 | ||||||
| Beijing Yuanlong Yato Culture Dissemination Co Ltd, Cl A * | 386,400 | 1,033 | ||||||
| Bilibili Inc, Cl Z * | 161,230 | 4,501 | ||||||
| Focus Media Information Technology Co Ltd, Cl A | 9,445,316 | 9,730 | ||||||
| Focus Technology Co Ltd, Cl A | 127,719 | 855 | ||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 28,418 | 1,737 | ||||||
| Giant Network Group Co Ltd, Cl A | 91,500 | 495 | ||||||
| Guangxi Beitou Technology Co Ltd, Cl A * | 545,900 | 340 | ||||||
| Hangzhou Electronic Soul Network Technology Co Ltd, Cl A * | 69,200 | 193 | ||||||
| Hello Group Inc ADR | 20,685 | 134 | ||||||
| JOYY Inc ADR | 113,942 | 6,799 | ||||||
| Kuaishou Technology, Cl B | 1,417,000 | 11,238 | ||||||
| NetDragon Websoft Holdings Ltd | 179,260 | 206 | ||||||
| NetEase Inc | 961,700 | 21,666 | ||||||
| Newborn Town Inc * | 448,000 | 540 | ||||||
| Perfect World Co Ltd/China, Cl A | 678,650 | 2,135 | ||||||
| Qingdao Citymedia Co Ltd, Cl A | 452,400 | 431 | ||||||
| Southern Publishing & Media Co Ltd, Cl A | 458,400 | 986 | ||||||
| Tencent Holdings Ltd | 1,018,900 | 67,048 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tongdao Liepin Group | 22,862 | $ | 9 | |||||
| Wanda Film Holding Co Ltd, Cl A * | 1,223,700 | 1,955 | ||||||
| XD Inc | 271,600 | 2,556 | ||||||
| Zhejiang Century Huatong Group Co Ltd, Cl A * | 2,920,600 | 7,831 | ||||||
| Zhihu Inc ADR * | 70,811 | 235 | ||||||
| 168,915 | ||||||||
| Consumer Discretionary — 1.9% | ||||||||
| Aerospace Hi-Tech Holdings Grp Ltd, Cl A * | 501,800 | 1,977 | ||||||
| Aimer Co Ltd, Cl A | 80,200 | 182 | ||||||
| Alibaba Group Holding Ltd | 2,800,500 | 50,688 | ||||||
| Atour Lifestyle Holdings Ltd ADR | 58,259 | 2,288 | ||||||
| ATRenew Inc ADR * | 16,321 | 95 | ||||||
| Beauty Farm Medical And Health Industry Inc | 17,000 | 57 | ||||||
| Chervon Holdings Ltd | 134,200 | 419 | ||||||
| China East Education Holdings Ltd | 30,500 | 25 | ||||||
| China New Higher Education Group Ltd * | 1,739,416 | 196 | ||||||
| China Yongda Automobiles Services Holdings Ltd | 87,500 | 17 | ||||||
| China Yuhua Education Corp Ltd * | 1,180,000 | 81 | ||||||
| Ecovacs Robotics Co Ltd, Cl A | 66,500 | 671 | ||||||
| Edvantage Group Holdings Ltd | 263,211 | 51 | ||||||
| EEKA Fashion Holdings Ltd | 26,000 | 23 | ||||||
| Essence Fastening Systems Shanghai Co Ltd, Cl A | 90,966 | 2,349 | ||||||
| Guming Holdings Ltd | 176,400 | 641 | ||||||
| H World Group Ltd ADR | 59,132 | 3,240 | ||||||
| Haier Smart Home Co Ltd, Cl A | 11,267,200 | 38,266 | ||||||
| Healthcare Co Ltd, Cl A | 1,486,300 | 2,052 | ||||||
| Hisense Visual Technology Co Ltd, Cl A | 406,400 | 1,339 | ||||||
| Jiangnan Mould and Plastic Technology Co Ltd, Cl A | 982,837 | 1,993 | ||||||
| Li Ning Co Ltd | 2,677,000 | 7,672 | ||||||
| Luolai Lifestyle Technology Co Ltd, Cl A | 272,900 | 407 | ||||||
| Luyuan Group Holding Cayman Ltd | 33,000 | 67 | ||||||
| Maoye Commercial Co Ltd, Cl A * | 2,111,100 | 1,938 | ||||||
| Midea Group Co Ltd, Cl A | 337,800 | 3,871 | ||||||
| Minth Group Ltd | 422,000 | 2,359 | ||||||
| New Oriental Education & Technology Group Inc | 332,000 | 1,826 | ||||||
| Niu Technologies ADR * | 30,865 | 112 | ||||||
| PDD Holdings Inc ADR * | 20,210 | 2,096 | ||||||
| Pop Mart International Group Ltd | 78,200 | 2,301 | ||||||
| Prosus NV | 92,506 | 4,751 | ||||||
| Shanghai Action Education Technology Co Ltd, Cl A | 80,500 | 549 | ||||||
| Shenzhen VMAX New Energy Group Co Ltd, Cl A | 91,810 | 408 | ||||||
| Shenzhou International Group Holdings Ltd | 1,263,700 | 10,164 | ||||||
| Sinomach Automobile Co Ltd, Cl A | 118,500 | 115 | ||||||
| Songz Automobile Air Conditioning Co Ltd, Cl A | 111,600 | 151 | ||||||
| 96 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| TCL Electronics Holdings Ltd | 942,000 | $ | 1,475 | |||||
| Tongcheng Travel Holdings Ltd | 60,000 | 158 | ||||||
| Viomi Technology Co Ltd ADR | 51,886 | 66 | ||||||
| Vipshop Holdings Ltd ADR | 827,791 | 14,420 | ||||||
| Wanxiang Qianchao Co Ltd, Cl A | 1,776,540 | 5,201 | ||||||
| Zhejiang Semir Garment Co Ltd, Cl A | 1,866,500 | 1,508 | ||||||
| Zhejiang Sling Intelligent Drive Group Co Ltd | 79,945 | 1,967 | ||||||
| Zhejiang Taotao Vehicles Co Ltd, Cl A | 91,500 | 2,853 | ||||||
| Zhejiang Xinao Textiles Inc, Cl A | 220,500 | 296 | ||||||
| 173,381 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| China Foods Ltd | 152,000 | 78 | ||||||
| East Buy Holding Ltd * | 165,500 | 537 | ||||||
| Eastroc Beverage Group Co Ltd, Cl A | 57,510 | 2,025 | ||||||
| JD Health International Inc * | 72,100 | 522 | ||||||
| Jiangxi Huangshanghuang Group Food Co Ltd, Cl A | 102,100 | 165 | ||||||
| Nongfu Spring Co Ltd, Cl H | 300,000 | 1,810 | ||||||
| Uni-President China Holdings Ltd | 169,000 | 167 | ||||||
| Yantai China Pet Foods Co Ltd, Cl A | 263,943 | 1,818 | ||||||
| 7,122 | ||||||||
| Energy — 0.0% | ||||||||
| China Leon Inspection Holding Ltd * | 118,204 | 28 | ||||||
| Jiangsu Hongtian Technology Co Ltd, Cl A | 42,000 | 244 | ||||||
| Longyan Zhuoyue New Energy Co Ltd, Cl A | 40,279 | 485 | ||||||
| Nanjing Develop Advanced Manufacturing Co Ltd, Cl A | 61,352 | 434 | ||||||
| Zhejiang Akcome New Energy Technology Co Ltd * | 3,175,100 | – | ||||||
| 1,191 | ||||||||
| Financials — 0.7% | ||||||||
| Agricultural Bank of China Ltd, Cl H | 3,140,000 | 2,126 | ||||||
| BOC Hong Kong Holdings Ltd | 542,500 | 3,104 | ||||||
| China Construction Bank Corp, Cl H | 12,188,000 | 12,402 | ||||||
| China Life Insurance Co Ltd, Cl H | 1,563,000 | 6,271 | ||||||
| China Merchants Bank Co Ltd, Cl H | 4,499,500 | 27,995 | ||||||
| China Pacific Insurance Group Co Ltd, Cl H | 260,800 | 1,194 | ||||||
| China Taiping Insurance Holdings Co Ltd | 888,000 | 2,586 | ||||||
| Industrial Securities Co Ltd, Cl A | 1,791,947 | 1,763 | ||||||
| New China Life Insurance Co Ltd, Cl H | 556,500 | 3,917 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 311,500 | 2,695 | ||||||
| Sunshine Insurance Group Co Ltd, Cl H | 855,500 | 428 | ||||||
| 64,481 | ||||||||
| Health Care — 0.1% | ||||||||
| BeOne Medicines Ltd, Cl H * | 86,700 | 2,141 | ||||||
| Edan Instruments Inc, Cl A | 232,500 | 496 | ||||||
| Innovent Biologics Inc * | 224,500 | 2,443 | ||||||
| Mabwell Shanghai Bioscience Co Ltd, Cl A * | 67,836 | 344 | ||||||
| Shanghai Allist Pharmaceuticals Co Ltd, Cl A | 29,975 | 405 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Shanghai HeartCare Medical Technology Corp Ltd, Cl H * | 3,150 | $ | 18 | |||||
| Winner Medical Co Ltd, Cl A | 14,700 | 77 | ||||||
| 5,924 | ||||||||
| Industrials — 0.5% | ||||||||
| Airtac International Group | 18,000 | 689 | ||||||
| Beijing Changjiu Logistics Corp, Cl A | 268,800 | 298 | ||||||
| China Lesso Group Holdings Ltd | 605,000 | 528 | ||||||
| China Yuchai International Ltd | 28,837 | 1,450 | ||||||
| CITIC Metal Co Ltd, Cl A | 546,500 | 1,268 | ||||||
| Continental Aerospace Technologies Holding Ltd | 1,636,000 | 34 | ||||||
| Eastern Air Logistics Co Ltd, Cl A | 145,600 | 403 | ||||||
| Farsoon Technologies Co Ltd, Cl A | 2,052 | 31 | ||||||
| Fujian Snowman Group Co Ltd, Cl A * | 792,876 | 2,443 | ||||||
| GoodWe Technologies Co Ltd, Cl A * | 31,927 | 405 | ||||||
| Guangdong Lyric Robot Automation Co Ltd, Cl A * | 171,016 | 1,487 | ||||||
| Han's Laser Technology Industry Group Co Ltd, Cl A | 34,600 | 364 | ||||||
| Harbin Electric Co Ltd, Cl H | 762,000 | 2,735 | ||||||
| Henglin Home Furnishings Co Ltd, Cl A | 21,700 | 111 | ||||||
| Impro Precision Industries Ltd | 51,000 | 57 | ||||||
| J&T Global Express Ltd * | 1,039,200 | 1,363 | ||||||
| JD Logistics Inc * | 39,100 | 56 | ||||||
| Jiangsu Guotai International Group Co Ltd, Cl A | 766,700 | 1,016 | ||||||
| Kanzhun Ltd ADR | 247,870 | 3,986 | ||||||
| Keda Industrial Group Co Ltd, Cl A | 395,200 | 1,034 | ||||||
| KLN Logistics Group Ltd | 88,500 | 80 | ||||||
| Lonking Holdings Ltd | 114,756 | 50 | ||||||
| Shandong Himile Mechanical Science & Technology Co Ltd, Cl A | 307,200 | 4,317 | ||||||
| Shanghai International Airport Co Ltd, Cl A | 134,900 | 600 | ||||||
| Sinoma International Engineering Co, Cl A | 155,301 | 251 | ||||||
| SITC International Holdings Co Ltd | 1,293,670 | 5,519 | ||||||
| Weichai Power Co Ltd, Cl H | 1,318,000 | 5,485 | ||||||
| Xiamen Xiangyu Co Ltd, Cl A | 995,500 | 1,233 | ||||||
| Xi'an Sinofuse Electric Co Ltd, Cl A | 9,300 | 198 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 1,098,000 | 3,753 | ||||||
| YUNDA Holding Group Co Ltd, Cl A | 432,300 | 449 | ||||||
| Zhejiang Rongtai Electric Material Co Ltd, Cl A | 176,566 | 2,400 | ||||||
| 44,093 | ||||||||
| Information Technology — 0.4% | ||||||||
| AInnovation Technology Group Co Ltd, Cl H * | 163,400 | 104 | ||||||
| Anji Microelectronics Technology Shanghai Co Ltd, Cl A | 74,680 | 2,920 | ||||||
| BOE Technology Group Co Ltd, Cl A | 24,104,500 | 15,735 | ||||||
| BOE Varitronix Ltd | 344,000 | 202 | ||||||
| China Etek Service & Technology Co Ltd, Cl A | 40,260 | 239 | ||||||
| Daheng New Epoch Technology Inc, Cl A * | 522,600 | 1,221 | ||||||
| SEI Institutional Investments Trust | 97 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Edianyun Ltd, Cl H * | 91,500 | $ | 30 | |||||
| Foxconn Industrial Internet Co Ltd, Cl A | 246,000 | 1,989 | ||||||
| Fujian Fuxin Software Development JSC Ltd, Cl A | 91,455 | 1,160 | ||||||
| Fujian Star-net Communication Co Ltd, Cl A | 5,900 | 27 | ||||||
| Glodon Co Ltd, Cl A | 104,300 | 213 | ||||||
| Guangzhou Shiyuan Electronic Technology Co Ltd, Cl A | 51,300 | 289 | ||||||
| Hengdian Group DMEGC Magnetics Co Ltd, Cl A | 443,700 | 1,431 | ||||||
| Hexing Electrical Co Ltd, Cl A | 136,500 | 769 | ||||||
| JinkoSolar Holding Co Ltd ADR | 18,234 | 461 | ||||||
| Linklogis Inc, Cl B | 180,000 | 50 | ||||||
| Nantong Jianghai Capacitor Co Ltd, Cl A | 49,900 | 243 | ||||||
| Neusoft Corp, Cl A | 430,400 | 652 | ||||||
| Pinming Technology Co Ltd, Cl A | 46,622 | 939 | ||||||
| Shengyi Technology Co Ltd, Cl A | 189,100 | 1,904 | ||||||
| Shennan Circuits Co Ltd, Cl A | 4,700 | 195 | ||||||
| Shenzhen JPT Opto-Electronics Co Ltd, Cl A | 43,207 | 1,725 | ||||||
| Shenzhen Longtech Smart Control Co Ltd, Cl A | 5,200 | 25 | ||||||
| Tianma Microelectronics Co Ltd, Cl A * | 442,400 | 654 | ||||||
| Victory Giant Technology Huizhou Co Ltd, Cl A | 39,000 | 1,730 | ||||||
| VSTECS Holdings Ltd | 432,000 | 438 | ||||||
| Yuanjie Semiconductor Technology Co Ltd, Cl A | 15,010 | 1,679 | ||||||
| Zhongji Innolight Co Ltd, Cl A | 23,100 | 1,789 | ||||||
| 38,813 | ||||||||
| Materials — 0.7% | ||||||||
| Aluminum Corp of China Ltd, Cl H | 4,368,000 | 7,878 | ||||||
| Beijing Oriental Yuhong Waterproof Technology Co Ltd, Cl A | 115,600 | 303 | ||||||
| Chengtun Mining Group Co Ltd, Cl A | 92,200 | 227 | ||||||
| China Gold International Resources Corp Ltd | 74,300 | 1,946 | ||||||
| China Hongqiao Group Ltd | 608,500 | 2,745 | ||||||
| China National Building Material Co Ltd, Cl H | 332,000 | 288 | ||||||
| China Nonferrous Mining Corp Ltd | 392,000 | 749 | ||||||
| Citic Pacific Special Steel Group Co Ltd, Cl A | 230,600 | 606 | ||||||
| CMOC Group Ltd, Cl H | 3,879,000 | 11,935 | ||||||
| DeHua TB New Decoration Materials Co Ltd, Cl A | 182,200 | 448 | ||||||
| Fangda Special Steel Technology Co Ltd, Cl A | 373,200 | 393 | ||||||
| Ganfeng Lithium Group Co Ltd, Cl H | 139,800 | 1,226 | ||||||
| Huaxin Building Materials Group Co Ltd, Cl H | 218,000 | 513 | ||||||
| Hunan Kaimeite Gases Co Ltd, Cl A * | 615,542 | 1,916 | ||||||
| Inner Mongolia ERDOS Resources Co Ltd, Cl A | 333,984 | 851 | ||||||
| Jiangxi Copper Co Ltd, Cl H | 1,113,994 | 6,463 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Keshun Waterproof Technologies Co Ltd, Cl A | 545,156 | $ | 597 | |||||
| Lee & Man Chemical Co Ltd | 26,966 | 21 | ||||||
| Lygend Resources & Technology Co Ltd-H, Cl H | 6,400 | 24 | ||||||
| MMG Ltd * | 5,356,000 | 7,355 | ||||||
| North Huajin Chemical Industries Co Ltd, Cl A | 31,600 | 28 | ||||||
| Qifeng New Material Co Ltd, Cl A | 183,400 | 229 | ||||||
| Qinghai Salt Lake Industry Co Ltd, Cl A * | 640,493 | 3,552 | ||||||
| Shandong Bohui Paper Industrial Co Ltd, Cl A | 358,646 | 428 | ||||||
| Shandong Intco Recycling Resources Co Ltd, Cl A | 5,563 | 28 | ||||||
| Shanghai Shunho New Materials Technology Co Ltd, Cl A | 738,549 | 1,765 | ||||||
| Shanghai Zijiang Enterprise Group Co Ltd, Cl A | 885,500 | 1,000 | ||||||
| Stanley Agricultural Group Co Ltd, Cl A | 148,400 | 242 | ||||||
| Suzhou Nanomicro Technology Co Ltd, Cl A | 110,289 | 460 | ||||||
| Swancor Advanced Materials Co Ltd, Cl A | 138,600 | 2,471 | ||||||
| Tiangong International Co Ltd | 759,062 | 409 | ||||||
| Tianqi Lithium Corp, Cl H * | 39,200 | 241 | ||||||
| Wanguo Gold Group Ltd | 283,500 | 649 | ||||||
| Xi'an Manareco New Materials Co Ltd, Cl A | 72,819 | 493 | ||||||
| Ximei Resources Holding Ltd | 22,500 | 44 | ||||||
| Zhejiang NHU Co Ltd, Cl A | 401,800 | 1,845 | ||||||
| Zijin Mining Group Co Ltd, Cl H | 1,350,000 | 7,729 | ||||||
| 68,097 | ||||||||
| Real Estate — 0.3% | ||||||||
| China Overseas Land & Investment Ltd | 18,012,500 | 32,911 | ||||||
| China-Singapore Suzhou Industrial Park Development Group Co Ltd, Cl A | 140,600 | 197 | ||||||
| 33,108 | ||||||||
| Utilities — 0.0% | ||||||||
| Beijing Enterprises Holdings Ltd | 391,000 | 1,759 | ||||||
| Total China | 606,884 | |||||||
| Czech Republic — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Moneta Money Bank AS | 25,112 | 241 | ||||||
| Denmark — 2.2% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Pandora A/S | 393,969 | 31,122 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Carlsberg AS, Cl B | 28,879 | 4,490 | ||||||
| Royal Unibrew A/S | 12,292 | 1,210 | ||||||
| Scandinavian Tobacco Group A/S | 23,682 | 388 | ||||||
| 6,088 | ||||||||
| 98 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.5% | ||||||||
| Danske Bank A/S | 828,187 | $ | 43,180 | |||||
| Djurslands Bank A/S | 154 | 25 | ||||||
| 43,205 | ||||||||
| Health Care — 0.8% | ||||||||
| ALK-Abello A/S * | 69,134 | 2,406 | ||||||
| Bavarian Nordic A/S * | 44,724 | 1,393 | ||||||
| Coloplast A/S, Cl B | 258,938 | 20,049 | ||||||
| Genmab A/S * | 11,448 | 3,368 | ||||||
| Novo Nordisk A/S, Cl B | 1,157,937 | 43,767 | ||||||
| Saniona AB * | 77,427 | 159 | ||||||
| 71,142 | ||||||||
| Industrials — 0.6% | ||||||||
| AP Moller - Maersk A/S, Cl B | 20,647 | 51,228 | ||||||
| D/S Norden A/S | 21,359 | 957 | ||||||
| Vestas Wind Systems A/S | 167,635 | 4,282 | ||||||
| 56,467 | ||||||||
| Information Technology — 0.0% | ||||||||
| Trifork Group AG * | 2,045 | 28 | ||||||
| Materials — 0.0% | ||||||||
| Cementir Holding NV | 29,952 | 563 | ||||||
| Total Denmark | 208,615 | |||||||
| Finland — 1.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Sanoma Oyj | 18,876 | 204 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Marimekko Oyj | 3,939 | 52 | ||||||
| Verkkokauppa.com Oyj * | 5,546 | 24 | ||||||
| YIT Oyj * | 19,415 | 65 | ||||||
| 141 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Anora Group Oyj | 14,934 | 73 | ||||||
| Energy — 0.0% | ||||||||
| Neste Oyj | 81,728 | 2,041 | ||||||
| Financials — 0.1% | ||||||||
| Aktia Bank Oyj | 1,707 | 26 | ||||||
| Evli Oyj, Cl B | 836 | 24 | ||||||
| Mandatum Oyj | 140,704 | 1,134 | ||||||
| Sampo Oyj, Cl A | 212,868 | 2,357 | ||||||
| 3,541 | ||||||||
| Health Care — 0.1% | ||||||||
| Orion Oyj, Cl B | 119,760 | 9,586 | ||||||
| Pihlajalinna Oyj | 3,777 | 60 | ||||||
| Terveystalo Oyj | 2,314 | 25 | ||||||
| 9,671 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.3% | ||||||||
| GRK Infra Oyj * | 2,857 | $ | 45 | |||||
| Kone Oyj, Cl B | 78,190 | 5,891 | ||||||
| Metso Oyj | 281,975 | 5,858 | ||||||
| Wartsila OYJ Abp, Cl B | 357,545 | 15,514 | ||||||
| 27,308 | ||||||||
| Information Technology — 0.7% | ||||||||
| F-Secure Oyj | 46,189 | 88 | ||||||
| Incap Oyj * | 11,199 | 136 | ||||||
| Nokia Oyj ADR | 2,052,233 | 15,843 | ||||||
| Nokia Oyj | 6,662,077 | 51,092 | ||||||
| TietoEVRY Oyj | 1,192 | 27 | ||||||
| 67,186 | ||||||||
| Total Finland | 110,165 | |||||||
| France — 5.6% | ||||||||
| Communication Services — 0.2% | ||||||||
| Criteo SA ADR * | 62,164 | 1,111 | ||||||
| Publicis Groupe SA | 189,574 | 16,868 | ||||||
| 17,979 | ||||||||
| Consumer Discretionary — 1.0% | ||||||||
| Accor SA | 238,510 | 13,834 | ||||||
| Cie Generale des Etablissements Michelin SCA | 1,088,653 | 43,992 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE | 53,424 | 34,113 | ||||||
| 91,939 | ||||||||
| Consumer Staples — 1.0% | ||||||||
| Carrefour SA | 2,154,739 | 40,834 | ||||||
| Pernod Ricard SA | 558,706 | 51,518 | ||||||
| 92,352 | ||||||||
| Financials — 0.4% | ||||||||
| Amundi SA | 365,928 | 34,880 | ||||||
| Health Care — 1.2% | ||||||||
| EssilorLuxottica SA | 116,546 | 30,824 | ||||||
| Sanofi SA | 824,760 | 80,601 | ||||||
| 111,425 | ||||||||
| Industrials — 1.5% | ||||||||
| Rexel SA | 1,091,325 | 47,227 | ||||||
| Societe BIC SA | 377,473 | 24,254 | ||||||
| Teleperformance SE | 1,144,228 | 69,132 | ||||||
| 140,613 | ||||||||
| Materials — 0.3% | ||||||||
| Arkema SA | 424,816 | 30,914 | ||||||
| Total France | 520,102 | |||||||
| Georgia — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| BW Energy Ltd * | 17,504 | 96 | ||||||
| SEI Institutional Investments Trust | 99 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Germany — 6.7% | ||||||||
| Communication Services — 0.3% | ||||||||
| Borussia Dortmund GmbH & Co KGaA | 19,669 | $ | 73 | |||||
| Scout24 SE | 311,658 | 26,469 | ||||||
| 26,542 | ||||||||
| Consumer Discretionary — 1.0% | ||||||||
| Aumovio SE * | 618,465 | 30,654 | ||||||
| Auto1 Group SE * | 53,673 | 1,077 | ||||||
| Continental AG | 717,693 | 61,799 | ||||||
| Jumia Technologies AG ADR * | 25,213 | 208 | ||||||
| Schaeffler AG | 146,516 | 1,783 | ||||||
| Tonies SE, Cl A * | 44,603 | 605 | ||||||
| 96,126 | ||||||||
| Energy — 0.0% | ||||||||
| Deutsche Rohstoff AG | 2,823 | 242 | ||||||
| Friedrich Vorwerk Group SE | 5,589 | 529 | ||||||
| 771 | ||||||||
| Financials — 0.4% | ||||||||
| Allianz SE | 2,184 | 980 | ||||||
| Commerzbank AG | 288,945 | 11,713 | ||||||
| Deutsche Bank AG | 561,482 | 19,891 | ||||||
| DWS Group GmbH & Co KGaA | 42,266 | 2,977 | ||||||
| flatexDEGIRO SE | 108,923 | 3,944 | ||||||
| 39,505 | ||||||||
| Health Care — 1.3% | ||||||||
| Bayer AG | 1,820,304 | 90,001 | ||||||
| Eckert & Ziegler SE | 2,733 | 50 | ||||||
| Fresenius Medical Care AG | 605,740 | 28,194 | ||||||
| Fresenius SE & Co KGaA | 23,496 | 1,407 | ||||||
| Medios AG * | 6,104 | 122 | ||||||
| 119,774 | ||||||||
| Industrials — 2.0% | ||||||||
| Bilfinger SE | 24,657 | 3,450 | ||||||
| Daimler Truck Holding AG | 950,999 | 47,945 | ||||||
| Deutsche Lufthansa AG | 824,914 | 8,805 | ||||||
| Deutz AG | 469,819 | 6,900 | ||||||
| GEA Group AG | 170,334 | 13,197 | ||||||
| Heidelberger Druckmaschinen AG * | 164,718 | 276 | ||||||
| HOCHTIEF AG | 48,463 | 23,359 | ||||||
| Indus Holding AG | 1,268 | 46 | ||||||
| JOST Werke SE | 4,418 | 350 | ||||||
| KION Group AG | 13,997 | 949 | ||||||
| Knorr-Bremse AG | 28,347 | 3,707 | ||||||
| Nordex SE * | 222,661 | 11,228 | ||||||
| Pfeiffer Vacuum Technology AG | 193 | 38 | ||||||
| Pfisterer Holding SE * | 5,311 | 474 | ||||||
| Rational AG | 38,457 | 33,305 | ||||||
| Siemens Energy AG | 129,590 | 25,079 | ||||||
| SMA Solar Technology AG * | 42,482 | 1,599 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Wacker Neuson SE | 5,105 | $ | 125 | |||||
| 180,832 | ||||||||
| Information Technology — 0.5% | ||||||||
| Atoss Software SE | 5,476 | 568 | ||||||
| Basler AG * | 3,709 | 69 | ||||||
| Innoscripta SE * | 1,910 | 161 | ||||||
| Nagarro SE | 3,707 | 244 | ||||||
| Nemetschek SE | 43,924 | 3,497 | ||||||
| SAP SE | 190,898 | 38,320 | ||||||
| 42,859 | ||||||||
| Materials — 1.2% | ||||||||
| Aurubis AG | 66,743 | 13,513 | ||||||
| BASF SE | 971,741 | 55,619 | ||||||
| Evonik Industries AG | 1,647,946 | 28,631 | ||||||
| FUCHS SE | 4,955 | 179 | ||||||
| Salzgitter AG | 49,290 | 3,143 | ||||||
| thyssenkrupp AG | 499,187 | 6,155 | ||||||
| 107,240 | ||||||||
| Utilities — 0.0% | ||||||||
| E.ON SE | 190,494 | 4,426 | ||||||
| Total Germany | 618,075 | |||||||
| Greece — 0.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Alter Ego Media S.A | 1,856 | 13 | ||||||
| Hellenic Telecommunications Organization SA | 27,913 | 579 | ||||||
| 592 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| OPAP Holding SA | 380,188 | 7,101 | ||||||
| Energy — 0.0% | ||||||||
| Motor Oil Hellas Corinth Refineries SA | 60,505 | 2,625 | ||||||
| StealthGas Inc * | 1,595 | 14 | ||||||
| 2,639 | ||||||||
| Industrials — 0.0% | ||||||||
| Aegean Airlines SA | 1,497 | 24 | ||||||
| Danaos Corp | 3,912 | 462 | ||||||
| Ellaktor SA | 14,483 | 22 | ||||||
| 508 | ||||||||
| Materials — 0.0% | ||||||||
| Titan SA | 38,168 | 2,370 | ||||||
| 2,370 | ||||||||
| Utilities — 0.1% | ||||||||
| Public Power Corp SA | 151,461 | 3,387 | ||||||
| Total Greece | 16,597 | |||||||
| 100 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Guatemala — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Millicom International Cellular SA | 35,600 | $ | 2,595 | |||||
| Guernsey — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Super Group SGHC Ltd | 42,825 | 458 | ||||||
| Hong Kong — 2.4% | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| Chow Sang Sang Holdings International Ltd | 249,000 | 443 | ||||||
| Crystal International Group Ltd | 854,500 | 812 | ||||||
| Emperor Watch & Jewellery Ltd | 2,250,000 | 100 | ||||||
| Johnson Electric Holdings Ltd | 1,205,000 | 4,762 | ||||||
| JS Global Lifestyle Co Ltd * | 1,154,000 | 267 | ||||||
| Luk Fook Holdings International Ltd | 145,000 | 545 | ||||||
| Man Wah Holdings Ltd | 82,800 | 54 | ||||||
| Pou Sheng International Holdings Ltd | 348,000 | 20 | ||||||
| Samsonite Group SA | 10,819,158 | 26,624 | ||||||
| Yue Yuen Industrial Holdings Ltd | 1,128,500 | 2,679 | ||||||
| 36,306 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Chaoda Modern Agriculture Holdings Ltd * | 2,640 | – | ||||||
| DFI Retail Group Holdings Ltd | 502,200 | 2,101 | ||||||
| 2,101 | ||||||||
| Financials — 1.5% | ||||||||
| AIA Group Ltd | 9,071,759 | 100,091 | ||||||
| Allied Group Ltd * | 32,000 | 14 | ||||||
| Bank of East Asia Ltd/The | 20,516 | 40 | ||||||
| Dah Sing Banking Group Ltd | 198,421 | 332 | ||||||
| Futu Holdings Ltd ADR * | 38,866 | 5,785 | ||||||
| Hong Kong Exchanges & Clearing Ltd | 558,900 | 29,864 | ||||||
| Sun Hung Kai & Co Ltd | 101,000 | 57 | ||||||
| Value Partners Group Ltd | 163,000 | 50 | ||||||
| 136,233 | ||||||||
| Health Care — 0.0% | ||||||||
| United Laboratories International Holdings Ltd/The | 16,000 | 27 | ||||||
| Industrials — 0.4% | ||||||||
| Cathay Pacific Airways Ltd | 696,000 | 1,248 | ||||||
| CTF Services Ltd | 671,000 | 767 | ||||||
| Swire Pacific Ltd, Cl A | 3,426,173 | 36,810 | ||||||
| Techtronic Industries Co Ltd | 124,500 | 2,016 | ||||||
| TS Lines Ltd | 322,000 | 391 | ||||||
| 41,232 | ||||||||
| Information Technology — 0.0% | ||||||||
| PAX Global Technology Ltd | 821,000 | 511 | ||||||
| Plover Bay Technologies Ltd | 209,000 | 231 | ||||||
| Truly International Holdings Ltd | 168,000 | 21 | ||||||
| VTech Holdings Ltd | 62,000 | 511 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Wasion Holdings Ltd | 72,000 | $ | 255 | |||||
| 1,529 | ||||||||
| Materials — 0.0% | ||||||||
| Zijin Gold International Co Ltd * | 66,500 | 1,962 | ||||||
| Real Estate — 0.1% | ||||||||
| Great Eagle Holdings Ltd | 55,000 | 125 | ||||||
| Hang Lung Group Ltd | 57,000 | 122 | ||||||
| Hang Lung Properties Ltd | 1,321,000 | 1,731 | ||||||
| Hysan Development Co Ltd | 268,000 | 747 | ||||||
| Kerry Properties Ltd | 230,500 | 742 | ||||||
| New World Development Co Ltd * | 322,000 | 446 | ||||||
| Swire Properties Ltd | 341,000 | 1,174 | ||||||
| Wharf Real Estate Investment Co Ltd | 270,000 | 994 | ||||||
| 6,081 | ||||||||
| Total Hong Kong | 225,471 | |||||||
| Hungary — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Magyar Telekom Telecommunications PLC | 12,744 | 86 | ||||||
| Energy — 0.0% | ||||||||
| MOL Hungarian Oil & Gas PLC | 86,492 | 957 | ||||||
| Financials — 0.3% | ||||||||
| OTP Bank Nyrt | 228,386 | 28,137 | ||||||
| Total Hungary | 29,180 | |||||||
| India — 1.4% | ||||||||
| Communication Services — 0.1% | ||||||||
| Bharti Airtel Ltd | 382,645 | 7,923 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| Hero MotoCorp Ltd | 8,327 | 523 | ||||||
| Mahindra & Mahindra Ltd | 55,988 | 2,093 | ||||||
| SP Apparels Ltd | 5,142 | 40 | ||||||
| Vishal Mega Mart Ltd * | 813,264 | 1,057 | ||||||
| 3,713 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Marico Ltd | 224,830 | 1,950 | ||||||
| Energy — 0.3% | ||||||||
| Bharat Petroleum Corp Ltd | 1,835,552 | 7,776 | ||||||
| Coal India Ltd | 3,481,060 | 16,491 | ||||||
| Great Eastern Shipping Co Ltd/The | 12,945 | 191 | ||||||
| Indian Oil Corp Ltd | 2,810,021 | 5,792 | ||||||
| 30,250 | ||||||||
| Financials — 0.5% | ||||||||
| Bank of India | 429,549 | 832 | ||||||
| BSE Ltd | 68,970 | 2,058 | ||||||
| Canara Bank | 909,468 | 1,574 | ||||||
| HDFC Bank Ltd ADR | 1,194,421 | 38,042 | ||||||
| SEI Institutional Investments Trust | 101 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Karur Vysya Bank Ltd/The | 900,170 | $ | 3,230 | |||||
| 45,736 | ||||||||
| Industrials — 0.1% | ||||||||
| 3M India Ltd | 98 | 40 | ||||||
| Adani Ports & Special Economic Zone Ltd | 136,589 | 2,287 | ||||||
| Cummins India Ltd | 78,343 | 4,225 | ||||||
| GE Vernova T&D India Ltd | 82,259 | 3,481 | ||||||
| Hitachi Energy India Ltd | 8,955 | 2,519 | ||||||
| 12,552 | ||||||||
| Information Technology — 0.1% | ||||||||
| Infosys Ltd | 365,372 | 5,237 | ||||||
| Infosys Ltd ADR | 232,238 | 3,353 | ||||||
| 8,590 | ||||||||
| Materials — 0.2% | ||||||||
| Asian Paints Ltd | 92,677 | 2,425 | ||||||
| Coromandel International Ltd | 227,936 | 5,567 | ||||||
| Indian Metals & Ferro Alloys Ltd | 11,582 | 161 | ||||||
| Navin Fluorine International Ltd | 42,823 | 2,950 | ||||||
| Solar Industries India Ltd | 15,740 | 2,340 | ||||||
| Vedanta Ltd | 251,072 | 1,986 | ||||||
| 15,429 | ||||||||
| Total India | 126,143 | |||||||
| Indonesia — 0.7% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telkom Indonesia Persero Tbk PT | 113,325,520 | 23,915 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Bumitama Agri Ltd | 89,500 | 93 | ||||||
| First Pacific Co Ltd | 2,082,000 | 1,682 | ||||||
| Gudang Garam Tbk PT | 62,100 | 64 | ||||||
| Triputra Agro Persada PT | 2,698,127 | 262 | ||||||
| 2,101 | ||||||||
| Energy — 0.1% | ||||||||
| Adaro Andalan Indonesia PT | 3,845,300 | 2,119 | ||||||
| Dian Swastatika Sentosa Tbk PT * | 398,100 | 1,874 | ||||||
| Elnusa Tbk PT | 3,901,400 | 198 | ||||||
| Prima Andalan Mandiri Tbk PT | 154,579 | 32 | ||||||
| Raharja Energi Cepu PT | 905,100 | 388 | ||||||
| United Tractors Tbk PT | 2,823,175 | 4,809 | ||||||
| 9,420 | ||||||||
| Financials — 0.3% | ||||||||
| Bank Rakyat Indonesia Persero Tbk PT | 104,560,600 | 24,333 | ||||||
| Materials — 0.0% | ||||||||
| Barito Pacific Tbk PT * | 18,472,500 | 2,191 | ||||||
| Utilities — 0.0% | ||||||||
| Perusahaan Gas Negara Persero Tbk PT | 5,684,600 | 810 | ||||||
| Total Indonesia | 62,770 | |||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ireland — 2.0% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Origin Enterprises PLC | 12,214 | $ | 61 | |||||
| Financials — 1.3% | ||||||||
| AIB Group PLC | 3,416,912 | 35,440 | ||||||
| Aon PLC, Cl A | 117,293 | 39,348 | ||||||
| Bank of Ireland Group PLC | 2,462,860 | 47,918 | ||||||
| 122,706 | ||||||||
| Health Care — 0.0% | ||||||||
| COSMO Pharmaceuticals NV | 13,238 | 1,950 | ||||||
| Industrials — 0.1% | ||||||||
| AerCap Holdings NV | 46,377 | 6,931 | ||||||
| Ryanair Holdings PLC ADR | 65,781 | 4,439 | ||||||
| 11,370 | ||||||||
| Information Technology — 0.6% | ||||||||
| Accenture PLC, Cl A | 254,766 | 53,175 | ||||||
| Total Ireland | 189,262 | |||||||
| Israel — 1.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Bezeq The Israeli Telecommunication Corp Ltd | 18,924 | 50 | ||||||
| Cellcom Israel Ltd | 44,252 | 515 | ||||||
| Nexxen International Ltd * | 27,622 | 178 | ||||||
| Partner Communications Co Ltd | 27,568 | 337 | ||||||
| 1,080 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Delta Galil Ltd | 562 | 27 | ||||||
| Delta Israel Brands Ltd | 2,721 | 92 | ||||||
| Fox Wizel Ltd | 921 | 83 | ||||||
| Global-e Online Ltd * | 51,123 | 1,788 | ||||||
| Isrotel Ltd | 7,858 | 410 | ||||||
| Issta Ltd | 1,013 | 35 | ||||||
| 2,435 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| M Yochananof & Sons Ltd | 2,449 | 282 | ||||||
| Neto Malinda Trading Ltd | 3,182 | 185 | ||||||
| Neto ME Holdings Ltd * | 1,162 | 106 | ||||||
| Shufersal Ltd | 220,666 | 3,091 | ||||||
| Strauss Group Ltd | 14,110 | 622 | ||||||
| Tiv Taam Holdings 1 Ltd | 18,983 | 67 | ||||||
| 4,353 | ||||||||
| Energy — 0.0% | ||||||||
| Paz Retail And Energy Ltd | 2,865 | 703 | ||||||
| Financials — 0.4% | ||||||||
| Analyst IMS Investment Management | ||||||||
| Services Ltd | 6,072 | 262 | ||||||
| 102 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Atreyu Capital Markets Ltd | 2,155 | $ | 48 | |||||
| Ayalon Holdings Ltd | 4,369 | 182 | ||||||
| Bank Hapoalim BM | 254,695 | 6,422 | ||||||
| Bank Leumi Le-Israel BM | 205,243 | 4,964 | ||||||
| Clal Insurance Enterprises Holdings Ltd | 49,632 | 3,709 | ||||||
| Generation Capital Ltd | 144,572 | 94 | ||||||
| Harel Insurance Investments & Financial Services Ltd | 108,883 | 5,724 | ||||||
| IDI Insurance Co Ltd | 1,424 | 104 | ||||||
| Isracard Ltd | 1 | – | ||||||
| Israel Discount Bank Ltd, Cl A | 290,484 | 3,513 | ||||||
| Libra Insurance Co Ltd | 5,243 | 28 | ||||||
| MENIF - Financial Services Ltd | 13,962 | 116 | ||||||
| Menora Mivtachim Holdings Ltd | 6,604 | 944 | ||||||
| Migdal Insurance & Financial Holdings Ltd * | 135,708 | 734 | ||||||
| Mizrahi Tefahot Bank Ltd | 17,243 | 1,291 | ||||||
| Phoenix Financial Ltd | 120,834 | 6,173 | ||||||
| Wesure Global Tech Ltd | 5,638 | 33 | ||||||
| YD More Investments Ltd | 19,358 | 246 | ||||||
| 34,587 | ||||||||
| Health Care — 0.0% | ||||||||
| Kamada Ltd | 16,233 | 141 | ||||||
| SofWave Medical Ltd * | 8,769 | 97 | ||||||
| Teva Pharmaceutical Industries Ltd ADR * | 56,435 | 1,911 | ||||||
| 2,149 | ||||||||
| Industrials — 0.1% | ||||||||
| Afcon Holdings Ltd | 1,044 | 115 | ||||||
| C. MER Industries Ltd * | 3,113 | 41 | ||||||
| El Al Israel Airlines | 871,834 | 4,344 | ||||||
| Elbit Systems Ltd | 1,076 | 830 | ||||||
| FMS Enterprises Migun Ltd | 3,783 | 328 | ||||||
| Scope Metals Group Ltd | 2,796 | 182 | ||||||
| ZIM Integrated Shipping Services Ltd | 10,012 | 289 | ||||||
| 6,129 | ||||||||
| Information Technology — 0.6% | ||||||||
| Allot Ltd * | 42,427 | 269 | ||||||
| Arad Ltd | 2,368 | 38 | ||||||
| Check Point Software Technologies Ltd * | 262,946 | 39,986 | ||||||
| Formula Systems 1985 Ltd | 1,774 | 205 | ||||||
| Gilat Satellite Networks Ltd * | 35,461 | 564 | ||||||
| Hiper Global Ltd | 3,267 | 24 | ||||||
| Matrix IT Ltd | 30,836 | 930 | ||||||
| Next Vision Stabilized Systems Ltd | 24,391 | 2,780 | ||||||
| Nice Ltd ADR * | 4,862 | 565 | ||||||
| Nova Ltd * | 17,789 | 7,807 | ||||||
| One Software Technologies Ltd | 6,133 | 118 | ||||||
| Qualitau Ltd | 1,891 | 411 | ||||||
| Radware Ltd * | 1,385 | 32 | ||||||
| Telsys Ltd | 1,642 | 118 | ||||||
| Tower Semiconductor Ltd * | 23,269 | 2,906 | ||||||
| TSG IT Advanced Systems Ltd | 108 | 21 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Wix.com Ltd * | 27,905 | $ | 1,966 | |||||
| 58,740 | ||||||||
| Real Estate — 0.0% | ||||||||
| Amot Investments Ltd | 66,723 | 442 | ||||||
| Big Shopping Centers Ltd | 223 | 54 | ||||||
| Blue Square Real Estate Ltd | 863 | 116 | ||||||
| IES Holdings Ltd * | 670 | 94 | ||||||
| Isras Investment Co Ltd | 173 | 46 | ||||||
| Lahav L.R. Real Estate Ltd | 78,794 | 247 | ||||||
| Mivne Real Estate KD Ltd | 45,708 | 189 | ||||||
| Summit Real Estate Holdings Ltd | 1,717 | 31 | ||||||
| 1,219 | ||||||||
| Utilities — 0.0% | ||||||||
| Zephyrus Wing Energies Ltd * | 3,047 | 26 | ||||||
| Total Israel | 111,421 | |||||||
| Italy — 1.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| Arnoldo Mondadori Editore SpA | 153,000 | 372 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Lottomatica Group Spa | 111,427 | 2,695 | ||||||
| OVS SpA | 4,546 | 26 | ||||||
| 2,721 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Orsero SpA | 2,547 | 59 | ||||||
| Energy — 0.2% | ||||||||
| d'Amico International Shipping SA | 146,407 | 1,344 | ||||||
| Eni SpA | 105,433 | 2,461 | ||||||
| Tenaris SA | 535,682 | 14,631 | ||||||
| 18,436 | ||||||||
| Financials — 0.4% | ||||||||
| Banca Generali SpA | 1,919 | 124 | ||||||
| Banca IFIS SpA | 17,165 | 497 | ||||||
| Banca Mediolanum SpA | 761,015 | 16,310 | ||||||
| Banco di Desio e della Brianza SpA | 4,982 | 53 | ||||||
| BPER Banca SPA | 143,952 | 2,026 | ||||||
| Poste Italiane SpA | 238,708 | 6,390 | ||||||
| UniCredit SpA | 98,786 | 8,405 | ||||||
| 33,805 | ||||||||
| Health Care — 0.0% | ||||||||
| El.En. SpA | 7,848 | 131 | ||||||
| Industrials — 0.2% | ||||||||
| Avio SpA | 18,674 | 783 | ||||||
| Cembre SpA | 309 | 27 | ||||||
| Comer Industries SpA | 409 | 23 | ||||||
| Danieli & C Officine Meccaniche SpA | 4,860 | 388 | ||||||
| doValue SpA * | 9,931 | 29 | ||||||
| SEI Institutional Investments Trust | 103 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Enav SpA | 194,795 | $ | 1,268 | |||||
| Leonardo SpA | 204,741 | 13,783 | ||||||
| LU-VE SpA | 1,702 | 81 | ||||||
| Maire SpA | 224,660 | 4,063 | ||||||
| Next Geosolutions Europe SPA * | 1,750 | 29 | ||||||
| Prysmian SpA | 16,721 | 2,012 | ||||||
| TREVI - Finanziaria Industriale SpA * | 99,948 | 95 | ||||||
| 22,581 | ||||||||
| Information Technology — 0.1% | ||||||||
| Cy4gate SPA * | 3,836 | 33 | ||||||
| Digital Value SpA | 3,635 | 123 | ||||||
| Esprinet SpA | 16,468 | 118 | ||||||
| Technoprobe SpA * | 348,131 | 6,986 | ||||||
| 7,260 | ||||||||
| Utilities — 0.6% | ||||||||
| A2A SpA | 1,408,894 | 4,107 | ||||||
| ACEA SpA | 10,309 | 319 | ||||||
| Enel SpA | 3,110,025 | 37,369 | ||||||
| Hera SpA | 50,947 | 266 | ||||||
| Iren SpA | 30,581 | 103 | ||||||
| Italgas SpA | 969,042 | 12,479 | ||||||
| 54,643 | ||||||||
| Total Italy | 140,008 | |||||||
| Japan — 10.8% | ||||||||
| Communication Services — 0.6% | ||||||||
| Atrae Inc | 19,300 | 92 | ||||||
| COLOPL Inc | 137,300 | 390 | ||||||
| Dentsu Group Inc * | 1,312,783 | 24,780 | ||||||
| Kamakura Shinsho Ltd | 6,700 | 24 | ||||||
| LIFULL Co Ltd | 47,500 | 66 | ||||||
| LY Corp | 978,000 | 2,418 | ||||||
| MarkLines Co Ltd | 3,400 | 37 | ||||||
| Nintendo Co Ltd | 149,400 | 8,452 | ||||||
| PR Times Corp | 7,200 | 111 | ||||||
| TBS Holdings Inc | 68,600 | 2,596 | ||||||
| Toei Animation Co Ltd | 882,700 | 13,768 | ||||||
| ZIGExN Co Ltd | 54,700 | 156 | ||||||
| 52,890 | ||||||||
| Consumer Discretionary — 1.9% | ||||||||
| Ahresty Corp | 4,000 | 24 | ||||||
| Airtrip Corp | 3,500 | 17 | ||||||
| Asics Corp | 81,100 | 2,486 | ||||||
| Bandai Namco Holdings Inc | 69,200 | 1,877 | ||||||
| Bell-Park Co Ltd | 2,600 | 44 | ||||||
| Daikyonishikawa Corp | 5,200 | 31 | ||||||
| Doshisha Co Ltd | 1,200 | 28 | ||||||
| Fast Retailing Co Ltd | 15,400 | 6,754 | ||||||
| Food & Life Cos Ltd | 60,700 | 3,918 | ||||||
| Futaba Industrial Co Ltd | 8,500 | 64 | ||||||
| Ichikoh Industries Ltd | 29,600 | 108 | ||||||
| Koito Manufacturing Co Ltd | 2,030,827 | 36,618 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| McDonald's Holdings Co Japan Ltd | 113,200 | $ | 5,388 | |||||
| Nissan Tokyo Sales Holdings Co Ltd | 73,900 | 259 | ||||||
| Nojima Corp | 240,800 | 1,799 | ||||||
| Open House Group Co Ltd | 81,200 | 6,011 | ||||||
| Ryohin Keikaku Co Ltd | 92,600 | 2,114 | ||||||
| Sankyo Co Ltd | 291,500 | 4,110 | ||||||
| Seiko Group Corp | 52,200 | 4,413 | ||||||
| Seria Co Ltd | 137,400 | 3,831 | ||||||
| Sharp Corp/Japan * | 371,800 | 1,530 | ||||||
| Shimano Inc | 320,463 | 34,220 | ||||||
| Subaru Corp | 88,400 | 1,659 | ||||||
| Sumitomo Electric Industries Ltd | 150,100 | 9,921 | ||||||
| Suzuki Motor Corp | 316,400 | 4,786 | ||||||
| Taiho Kogyo Co Ltd, Cl A | 5,300 | 38 | ||||||
| Temairazu Inc | 4,000 | 76 | ||||||
| Tosho Co Ltd | 4,800 | 29 | ||||||
| Toyo Tire Corp | 156,900 | 4,836 | ||||||
| Toyoda Gosei Co Ltd | 78,500 | 2,552 | ||||||
| Toyota Motor Corp | 164,000 | 3,974 | ||||||
| Tsukada Global Holdings Inc | 5,800 | 26 | ||||||
| Unipres Corp | 27,400 | 259 | ||||||
| USS Co Ltd | 234,100 | 2,844 | ||||||
| Xebio Holdings Co Ltd | 4,100 | 29 | ||||||
| Yamaha Corp | 4,029,223 | 31,233 | ||||||
| 177,906 | ||||||||
| Consumer Staples — 1.1% | ||||||||
| FUJI OIL CO LTD /Osaka | 138,300 | 3,532 | ||||||
| Kao Corp | 316,500 | 13,518 | ||||||
| Kewpie Corp | 199,100 | 5,714 | ||||||
| Kirin Holdings Co Ltd | 670,500 | 11,641 | ||||||
| Kobe Bussan Co Ltd | 161,800 | 3,851 | ||||||
| Megmilk Snow Brand Co Ltd | 20,200 | 453 | ||||||
| NH Foods Ltd | 216,700 | 9,938 | ||||||
| Nippn Corp | 19,300 | 354 | ||||||
| OIE Sangyo Co Ltd | 2,000 | 35 | ||||||
| Pigeon Corp | 226,000 | 2,494 | ||||||
| Sugi Holdings Co Ltd | 145,800 | 3,353 | ||||||
| Suntory Beverage & Food Ltd | 1,541,100 | 48,477 | ||||||
| Yamazaki Baking Co Ltd | 146,200 | 3,287 | ||||||
| 106,647 | ||||||||
| Energy — 0.1% | ||||||||
| ENEOS Holdings Inc | 321,400 | 3,067 | ||||||
| Modec Inc | 43,800 | 3,766 | ||||||
| 6,833 | ||||||||
| Financials — 0.7% | ||||||||
| Bank of Iwate Ltd/The | 5,400 | 245 | ||||||
| Daishi Hokuetsu Financial Group Inc | 178,600 | 2,331 | ||||||
| Ehime Bank Ltd/The | 6,800 | 82 | ||||||
| Fukuoka Financial Group Inc | 397,600 | 17,396 | ||||||
| Japan Post Insurance Co Ltd | 51,700 | 1,688 | ||||||
| Mitsubishi UFJ Financial Group Inc | 320,700 | 5,955 | ||||||
| 104 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Mizuho Financial Group Inc | 84,400 | $ | 3,766 | |||||
| ORIX Corp | 83,300 | 2,924 | ||||||
| Resona Holdings Inc | 867,800 | 10,591 | ||||||
| Sumitomo Mitsui Financial Group Inc | 582,100 | 21,972 | ||||||
| Towa Bank Ltd/The | 6,200 | 49 | ||||||
| Yamagata Bank Ltd/The | 4,000 | 70 | ||||||
| 67,069 | ||||||||
| Health Care — 1.2% | ||||||||
| Asahi Intecc Co Ltd | 154,200 | 3,325 | ||||||
| Astellas Pharma Inc | 404,400 | 6,732 | ||||||
| Hoya Corp | 228,000 | 41,194 | ||||||
| Japan Medical Dynamic Marketing Inc | 20,000 | 82 | ||||||
| M3 Inc | 2,308,600 | 25,282 | ||||||
| Olympus Corp | 2,589,400 | 25,379 | ||||||
| Takeda Pharmaceutical Co Ltd | 236,700 | 8,861 | ||||||
| 110,855 | ||||||||
| Industrials — 2.8% | ||||||||
| ALSOK Co Ltd | 423,400 | 3,479 | ||||||
| Anest Iwata Corp | 8,300 | 93 | ||||||
| Asahi Diamond Industrial Co Ltd | 29,200 | 308 | ||||||
| Central Japan Railway Co | 408,500 | 12,060 | ||||||
| Central Security Patrols Co Ltd | 7,934 | 156 | ||||||
| Creek & River Co Ltd | 5,300 | 50 | ||||||
| CTS Co Ltd | 4,400 | 27 | ||||||
| Daifuku Co Ltd | 153,600 | 6,342 | ||||||
| Daikin Industries Ltd | 311,700 | 39,613 | ||||||
| en Inc/Japan | 14,200 | 113 | ||||||
| Gakken Holdings Co Ltd | 18,400 | 126 | ||||||
| Galilei Co Ltd | 5,600 | 140 | ||||||
| Glory Ltd | 87,100 | 2,319 | ||||||
| Hitachi Ltd | 338,600 | 11,088 | ||||||
| Hoshizaki Corp | 68,700 | 2,415 | ||||||
| INFRONEER Holdings Inc | 172,200 | 2,883 | ||||||
| Japan Airlines Co Ltd | 291,800 | 6,031 | ||||||
| JK Holdings Co Ltd | 3,500 | 35 | ||||||
| Kajima Corp | 111,800 | 5,114 | ||||||
| Kandenko Co Ltd | 81,200 | 3,629 | ||||||
| Kimura Unity Co Ltd | 9,800 | 62 | ||||||
| Komatsu Ltd | 277,653 | 13,331 | ||||||
| Kubota Corp | 1,814,538 | 36,894 | ||||||
| Kyushu Railway Co | 19,900 | 505 | ||||||
| Mabuchi Motor Co Ltd | 196,600 | 2,314 | ||||||
| Maezawa Industries Inc | 2,000 | 29 | ||||||
| MINEBEA MITSUMI Inc | 1,490,100 | 31,955 | ||||||
| Mitani Sangyo Co Ltd | 6,900 | 32 | ||||||
| Mitsubishi Electric Corp | 130,400 | 4,965 | ||||||
| Mitsubishi Heavy Industries Ltd | 65,800 | 2,098 | ||||||
| Mitsui E&S Co Ltd | 48,500 | 2,432 | ||||||
| Nankai Electric Railway Co Ltd | 78,500 | 1,567 | ||||||
| Nice Corp | 2,600 | 37 | ||||||
| Nisso Holdings Co Ltd | 8,500 | 38 | ||||||
| Nitto Kohki Co Ltd | 2,900 | 35 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nitto Seiko Co Ltd | 9,000 | $ | 47 | |||||
| Noritz Corp | 7,900 | 123 | ||||||
| NSK Ltd | 644,400 | 5,799 | ||||||
| Okabe Co Ltd | 6,100 | 41 | ||||||
| Pronexus Inc | 12,700 | 96 | ||||||
| Recruit Holdings Co Ltd | 718,600 | 31,278 | ||||||
| Rheon Automatic Machinery Co Ltd | 6,600 | 68 | ||||||
| Sakai Heavy Industries Ltd | 2,000 | 29 | ||||||
| Sanko Metal Industrial Co Ltd | 4,500 | 43 | ||||||
| Sanyo Engineering & Construction Inc | 2,600 | 25 | ||||||
| Sato Corp | 4,400 | 70 | ||||||
| Seibu Holdings Inc | 78,800 | 2,340 | ||||||
| Shimizu Corp | 366,300 | 8,189 | ||||||
| SMS Co Ltd | 1,438,600 | 16,147 | ||||||
| Teikoku Electric Manufacturing Co Ltd | 8,700 | 191 | ||||||
| Tobu Railway Co Ltd | 48,200 | 971 | ||||||
| Yushin Co | 5,700 | 28 | ||||||
| 257,800 | ||||||||
| Information Technology — 2.0% | ||||||||
| Ad-sol Nissin Corp | 3,800 | 44 | ||||||
| Advantest Corp | 61,000 | 10,566 | ||||||
| Alpha Systems Inc | 1,300 | 31 | ||||||
| Avant Group Corp | 13,200 | 120 | ||||||
| Axell Corp | 17,000 | 139 | ||||||
| Base Co Ltd | 6,200 | 133 | ||||||
| Brother Industries Ltd | 1,494,469 | 30,878 | ||||||
| Business Brain Showa-Ota Inc | 2,400 | 47 | ||||||
| Canon Inc | 133,700 | 4,042 | ||||||
| Digital Hearts Holdings Co Ltd | 3,900 | 22 | ||||||
| Elecom Co Ltd | 47,500 | 545 | ||||||
| Fabrica Holdings Co Ltd | 2,600 | 34 | ||||||
| Fujitsu Ltd | 277,100 | 6,179 | ||||||
| Fukui Computer Holdings Inc | 2,353 | 52 | ||||||
| GMO GlobalSign Holdings KK | 1,600 | 22 | ||||||
| GMO internet group Inc | 104,100 | 2,000 | ||||||
| Hochiki Corp | 1,600 | 66 | ||||||
| Hokuriku Electric Industry Co Ltd | 1,700 | 32 | ||||||
| Human Technologies Inc/Tokyo | 1,600 | 15 | ||||||
| I'll Inc | 1,800 | 27 | ||||||
| Iriso Electronics Co Ltd | 10,900 | 268 | ||||||
| ISB Corp | 4,900 | 63 | ||||||
| Itfor Inc | 6,900 | 77 | ||||||
| Keyence Corp | 71,500 | 30,142 | ||||||
| Kioxia Holdings Corp * | 22,900 | 3,096 | ||||||
| Koa Corp | 25,600 | 326 | ||||||
| Kyocera Corp | 185,100 | 3,270 | ||||||
| Lasertec Corp | 22,400 | 4,831 | ||||||
| Murata Manufacturing Co Ltd | 1,289,700 | 33,734 | ||||||
| NEC Corp | 217,300 | 6,026 | ||||||
| NEOJAPAN Inc | 12,800 | 148 | ||||||
| Nihon Denkei Co Ltd | 4,400 | 76 | ||||||
| Obic Co Ltd | 144,000 | 3,879 | ||||||
| Optim Corp * | 26,600 | 79 | ||||||
| SEI Institutional Investments Trust | 105 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Oro Co Ltd | 5,200 | $ | 66 | |||||
| Otsuka Corp | 148,300 | 2,992 | ||||||
| PCA Corp | 2,600 | 33 | ||||||
| R&D Computer Co Ltd | 4,500 | 27 | ||||||
| Riso Kagaku Corp | 4,600 | 38 | ||||||
| SEMITEC Corp | 1,800 | 34 | ||||||
| SERAKU Co Ltd | 12,200 | 127 | ||||||
| Shindengen Electric Manufacturing Co Ltd | 1,800 | 48 | ||||||
| Shinko Shoji Co Ltd | 3,700 | 26 | ||||||
| Shizuki Electric Co Inc | 7,000 | 48 | ||||||
| SMK Corp | 1,400 | 31 | ||||||
| Softcreate Holdings Corp | 2,900 | 38 | ||||||
| Suzuki Co Ltd | 2,200 | 43 | ||||||
| System Support Holdings Inc | 4,600 | 38 | ||||||
| TDK Corp | 2,330,500 | 36,012 | ||||||
| Toyokumo Inc | 2,200 | 26 | ||||||
| Trend Micro Inc/Japan | 41,500 | 1,381 | ||||||
| Wacom Co Ltd | 46,500 | 260 | ||||||
| WingArc1st Inc | 3,100 | 55 | ||||||
| Yokogawa Electric Corp | 83,400 | 3,327 | ||||||
| Yokowo Co Ltd | 38,700 | 823 | ||||||
| 186,482 | ||||||||
| Materials — 0.2% | ||||||||
| ADEKA Corp | 19,200 | 589 | ||||||
| Chugoku Marine Paints Ltd | 80,300 | 2,414 | ||||||
| Dainichiseika Color & Chemicals Manufacturing Co Ltd | 1,500 | 49 | ||||||
| Moriroku Co Ltd | 5,600 | 96 | ||||||
| Nippon Kayaku Co Ltd | 218,300 | 2,802 | ||||||
| Nissan Chemical Corp | 85,900 | 3,908 | ||||||
| Riken Technos Corp | 6,700 | 79 | ||||||
| Sumitomo Chemical Co Ltd | 1,605,500 | 5,866 | ||||||
| UACJ Corp | 68,600 | 1,215 | ||||||
| Zacros Corp | 6,000 | 59 | ||||||
| 17,077 | ||||||||
| Real Estate — 0.2% | ||||||||
| Hulic Co Ltd | 271,400 | 3,598 | ||||||
| Japan Metropolitan Fund Invest, Cl A ‡ | 6,520 | 5,086 | ||||||
| KDX Realty Investment Corp ‡ | 1,504 | 1,638 | ||||||
| Mitsui Fudosan Co Ltd | 133,000 | 1,793 | ||||||
| Orix JREIT Inc ‡ | 4,301 | 2,869 | ||||||
| Tokyu Fudosan Holdings Corp | 602,700 | 6,063 | ||||||
| 21,047 | ||||||||
| Utilities — 0.0% | ||||||||
| Toho Gas Co Ltd | 26,900 | 971 | ||||||
| Total Japan | 1,005,577 | |||||||
| Luxembourg — 0.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Spotify Technology SA * | 19,583 | 10,084 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.4% | ||||||||
| ArcelorMittal SA | 627,079 | $ | 41,048 | |||||
| Total Luxembourg | 51,132 | |||||||
| Macao — 0.8% | ||||||||
| Consumer Discretionary — 0.8% | ||||||||
| Galaxy Entertainment Group Ltd | 7,963,875 | 42,384 | ||||||
| Sands China Ltd | 12,209,497 | 27,588 | ||||||
| 69,972 | ||||||||
| Total Macao | 69,972 | |||||||
| Malaysia — 0.3% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| SD Guthrie Bhd | 2,548,400 | 3,766 | ||||||
| United Plantations BHD | 298,200 | 2,260 | ||||||
| 6,026 | ||||||||
| Energy — 0.0% | ||||||||
| Wasco Bhd | 85,800 | 22 | ||||||
| Financials — 0.1% | ||||||||
| AEON Credit Service M Bhd | 28,100 | 42 | ||||||
| Hong Leong Financial Group Bhd | 8,395 | 46 | ||||||
| Public Bank Bhd | 5,486,200 | 6,947 | ||||||
| 7,035 | ||||||||
| Industrials — 0.1% | ||||||||
| Frencken Group Ltd | 774,500 | 1,319 | ||||||
| Sunway Bhd | 2,539,500 | 3,818 | ||||||
| Westports Holdings Bhd | 1,787,400 | 2,827 | ||||||
| 7,964 | ||||||||
| Materials — 0.0% | ||||||||
| Jaya Tiasa Holdings BHD | 87,300 | 25 | ||||||
| Pantech Group Holdings Bhd | 216,400 | 38 | ||||||
| Press Metal Aluminium Holdings Bhd | 1,032,100 | 1,890 | ||||||
| 1,953 | ||||||||
| Real Estate — 0.0% | ||||||||
| Sunway Real Estate Investment Trust ‡ | 2,574,500 | 1,646 | ||||||
| Total Malaysia | 24,646 | |||||||
| Mexico — 0.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Betterware de Mexico SAPI de CV | 5,237 | 87 | ||||||
| Energy — 0.0% | ||||||||
| Borr Drilling Ltd | 363,557 | 2,229 | ||||||
| Industrials — 0.0% | ||||||||
| Promotora y Operadora de Infraestructura SAB de CV | 6,362 | 105 | ||||||
| Materials — 0.4% | ||||||||
| Grupo Mexico SAB de CV, Ser B | 203,335 | 2,579 | ||||||
| Industrias Penoles SAB de CV | 97,541 | 6,215 | ||||||
| 106 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Southern Copper Corp | 111,652 | $ | 24,374 | |||||
| Ternium SA ADR | 9,304 | 404 | ||||||
| 33,572 | ||||||||
| Total Mexico | 35,993 | |||||||
| Monaco — 0.0% | ||||||||
| Industrials — 0.0% | ||||||||
| Costamare Inc | 10,232 | 180 | ||||||
| Netherlands — 4.9% | ||||||||
| Communication Services — 0.3% | ||||||||
| Koninklijke KPN NV | 742,327 | 4,216 | ||||||
| Universal Music Group NV | 974,423 | 21,925 | ||||||
| 26,141 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Kendrion NV | 3,950 | 75 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Heineken Holding NV | 30,418 | 2,633 | ||||||
| Koninklijke Ahold Delhaize NV | 283,689 | 13,991 | ||||||
| 16,624 | ||||||||
| Energy — 0.0% | ||||||||
| SBM Offshore NV | 65,844 | 2,542 | ||||||
| Financials — 1.3% | ||||||||
| ABN AMRO Bank NV | 497,709 | 16,657 | ||||||
| Aegon Ltd | 246,672 | 1,876 | ||||||
| HAL Trust | 1,560 | 328 | ||||||
| ING Groep NV | 2,696,907 | 77,754 | ||||||
| NN Group NV | 243,721 | 19,974 | ||||||
| 116,589 | ||||||||
| Health Care — 0.6% | ||||||||
| Argenx SE ADR * | 11,324 | 8,685 | ||||||
| Argenx SE * | 31,690 | 24,497 | ||||||
| Koninklijke Philips NV | 696,316 | 22,297 | ||||||
| Pharming Group NV * | 2,562,792 | 4,231 | ||||||
| 59,710 | ||||||||
| Industrials — 1.0% | ||||||||
| IMCD NV | 156,511 | 15,067 | ||||||
| Koninklijke BAM Groep NV | 177,554 | 2,002 | ||||||
| Koninklijke Heijmans N.V | 45,112 | 4,752 | ||||||
| PostNL NV | 160,562 | 217 | ||||||
| Randstad NV | 646,491 | 21,300 | ||||||
| Signify NV | 1,326,671 | 30,886 | ||||||
| Wolters Kluwer NV | 232,443 | 18,763 | ||||||
| 92,987 | ||||||||
| Information Technology — 1.5% | ||||||||
| ASM International NV | 9,295 | 7,833 | ||||||
| ASML Holding NV | 35,105 | 51,018 | ||||||
| ASML Holding NV, Cl G | 50,716 | 73,567 | ||||||
| BE Semiconductor Industries NV | 15,104 | 3,382 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nebius Group NV, Cl A * | 15,660 | $ | 1,428 | |||||
| 137,228 | ||||||||
| Materials — 0.0% | ||||||||
| AMG Critical Materials NV | 46,594 | 1,839 | ||||||
| Real Estate — 0.0% | ||||||||
| CTP NV | 12,324 | 261 | ||||||
| Total Netherlands | 453,996 | |||||||
| New Zealand — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| SKY Network Television Ltd | 10,273 | 21 | ||||||
| Consumer Staples — 0.0% | ||||||||
| a2 Milk Co Ltd/The | 94,192 | 653 | ||||||
| Energy — 0.0% | ||||||||
| Channel Infrastructure NZ Ltd | 14,692 | 25 | ||||||
| Health Care — 0.0% | ||||||||
| Fisher & Paykel Healthcare Corp Ltd | 157,746 | 3,858 | ||||||
| 3,858 | ||||||||
| Total New Zealand | 4,557 | |||||||
| Nigeria — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| IHS Holding Ltd * | 3,365 | 27 | ||||||
| Norway — 1.0% | ||||||||
| Energy — 0.5% | ||||||||
| Akastor ASA | 30,329 | 44 | ||||||
| BW Offshore Ltd | 15,126 | 81 | ||||||
| DOF Group ASA | 398,450 | 5,299 | ||||||
| Equinor ASA | 1,386,901 | 41,535 | ||||||
| OKEA ASA * | 16,062 | 49 | ||||||
| Sea1 offshore Inc * | 23,429 | 67 | ||||||
| SED Energy Holdings PLC, Cl A | 201,801 | 187 | ||||||
| Solstad Offshore ASA | 10,539 | 62 | ||||||
| 47,324 | ||||||||
| Financials — 0.3% | ||||||||
| Gjensidige Forsikring ASA | 960,285 | 27,118 | ||||||
| Protector Forsikring ASA | 12,739 | 693 | ||||||
| Sparebank 1 Oestlandet | 1,780 | 40 | ||||||
| Sparebanken More | 1,186 | 14 | ||||||
| Storebrand ASA, Cl A | 175,647 | 3,328 | ||||||
| 31,193 | ||||||||
| Industrials — 0.1% | ||||||||
| 2020 Bulkers Ltd | 25,405 | 360 | ||||||
| Endur ASA * | 10,395 | 117 | ||||||
| Klaveness Combination Carriers ASA | 18,862 | 182 | ||||||
| Kongsberg Gruppen ASA | 49,576 | 2,009 | ||||||
| MPC Container Ships ASA | 546,664 | 1,281 | ||||||
| SEI Institutional Investments Trust | 107 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Norconsult Norge AS | 5,832 | $ | 25 | |||||
| Odfjell SE, Cl A | 5,922 | 79 | ||||||
| Stolt-Nielsen Ltd | 15,148 | 536 | ||||||
| Wallenius Wilhelmsen ASA, Cl B | 35,401 | 492 | ||||||
| 5,081 | ||||||||
| Information Technology — 0.0% | ||||||||
| Kitron ASA | 230,938 | 2,582 | ||||||
| Smartoptics Group ASA | 8,052 | 32 | ||||||
| 2,614 | ||||||||
| Materials — 0.1% | ||||||||
| Elopak ASA | 25,375 | 143 | ||||||
| Norsk Hydro ASA | 1,052,925 | 9,764 | ||||||
| 9,907 | ||||||||
| Total Norway | 96,119 | |||||||
| Peru — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Intercorp Financial Services Inc | 43,742 | 2,116 | ||||||
| Philippines — 0.1% | ||||||||
| Industrials — 0.1% | ||||||||
| Aboitiz Equity Ventures Inc | 49,400 | 29 | ||||||
| International Container Terminal Services Inc | 628,050 | 7,829 | ||||||
| 7,858 | ||||||||
| Utilities — 0.0% | ||||||||
| Aboitiz Power Corp | 80,500 | 62 | ||||||
| Total Philippines | 7,920 | |||||||
| Poland — 0.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| CD Projekt SA | 53,183 | 3,612 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Dom Development SA | 1,911 | 139 | ||||||
| Rainbow Tours SA | 2,885 | 128 | ||||||
| 267 | ||||||||
| Energy — 0.3% | ||||||||
| Lubelski Wegiel Bogdanka SA * | 2,409 | 14 | ||||||
| ORLEN SA | 735,224 | 23,684 | ||||||
| 23,698 | ||||||||
| Financials — 0.1% | ||||||||
| Bank Polska Kasa Opieki SA | 29,817 | 1,890 | ||||||
| Powszechny Zaklad Ubezpieczen SA | 314,020 | 5,950 | ||||||
| XTB SA | 17,959 | 447 | ||||||
| 8,287 | ||||||||
| Health Care — 0.0% | ||||||||
| Selvita SA * | 1,955 | 24 | ||||||
| Industrials — 0.0% | ||||||||
| Enter Air SA | 1,911 | 34 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NEWAG SA | 6,111 | $ | 201 | |||||
| Polimex-Mostostal SA * | 202,715 | 525 | ||||||
| 760 | ||||||||
| Materials — 0.1% | ||||||||
| Boryszew SA | 7,815 | 11 | ||||||
| KGHM Polska Miedz SA * | 90,890 | 8,572 | ||||||
| 8,583 | ||||||||
| Utilities — 0.0% | ||||||||
| PGE Polska Grupa Energetyczna SA * | 841,399 | 2,658 | ||||||
| Tauron Polska Energia SA * | 233,590 | 769 | ||||||
| 3,427 | ||||||||
| Total Poland | 48,658 | |||||||
| Portugal — 0.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| NOS SGPS SA | 50,020 | 304 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Jeronimo Martins SGPS SA | 104,615 | 2,747 | ||||||
| Sonae SGPS SA | 982,909 | 2,339 | ||||||
| 5,086 | ||||||||
| Energy — 0.0% | ||||||||
| Galp Energia SGPS SA, Cl B | 97,895 | 2,123 | ||||||
| Financials — 0.0% | ||||||||
| Banco Comercial Portugues SA, Cl R | 2,342,599 | 2,459 | ||||||
| Industrials — 0.0% | ||||||||
| Teixeira Duarte SA * | 898,005 | 530 | ||||||
| Utilities — 0.0% | ||||||||
| EDP SA | 440,122 | 2,340 | ||||||
| REN - Redes Energeticas Nacionais SGPS SA | 60,129 | 273 | ||||||
| 2,613 | ||||||||
| Total Portugal | 13,115 | |||||||
| Qatar — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Ooredoo QPSC | 774,074 | 2,882 | ||||||
| Energy — 0.0% | ||||||||
| Qatar Gas Transport Co Ltd | 1,534,651 | 2,078 | ||||||
| Financials — 0.0% | ||||||||
| Qatar Insurance Co SAQ | 233,109 | 160 | ||||||
| Total Qatar | 5,120 | |||||||
| Saudi Arabia — 0.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| Etihad Etisalat Co | 888,228 | 15,204 | ||||||
| Saudi Telecom Co | 61,230 | 682 | ||||||
| 15,886 | ||||||||
| 108 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Al Majed for Oud Co | 2,582 | $ | 114 | |||||
| Energy — 0.1% | ||||||||
| Saudi Arabian Oil Co | 863,807 | 5,757 | ||||||
| Financials — 0.0% | ||||||||
| Arab National Bank | 629,648 | 3,454 | ||||||
| Kingdom Holding Co | 78,880 | 184 | ||||||
| Riyad Bank | 280,679 | 2,071 | ||||||
| 5,709 | ||||||||
| Industrials — 0.0% | ||||||||
| Al Babtain Power & Telecommunication Co | 28,766 | 481 | ||||||
| Materials — 0.0% | ||||||||
| Al Masane Al Kobra Mining Co | 11,260 | 293 | ||||||
| Total Saudi Arabia | 28,240 | |||||||
| Singapore — 1.0% | ||||||||
| Communication Services — 0.3% | ||||||||
| Singapore Telecommunications Ltd | 6,149,700 | 24,468 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Sea Ltd ADR * | 18,582 | 2,015 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Delfi Ltd | 36,700 | 31 | ||||||
| Energy — 0.0% | ||||||||
| Hafnia Ltd | 97,401 | 727 | ||||||
| Financials — 0.4% | ||||||||
| DBS Group Holdings Ltd | 380,040 | 17,120 | ||||||
| iFAST Corp Ltd | 245,700 | 1,801 | ||||||
| Oversea-Chinese Banking Corp Ltd | 121,900 | 2,063 | ||||||
| Singapore Exchange Ltd | 933,900 | 13,412 | ||||||
| Valuemax Group Ltd | 54,800 | 48 | ||||||
| 34,444 | ||||||||
| Industrials — 0.2% | ||||||||
| Hong Leong Asia Ltd | 28,800 | 74 | ||||||
| Keppel Ltd | 48,300 | 499 | ||||||
| Marco Polo Marine Ltd | 275,700 | 34 | ||||||
| OKP Holdings Ltd | 27,000 | 18 | ||||||
| Pan-United Corp Ltd | 28,500 | 30 | ||||||
| SIA Engineering Co Ltd | 8,700 | 24 | ||||||
| Singapore Technologies Engineering Ltd | 1,793,800 | 14,116 | ||||||
| Wee Hur Holdings Ltd | 230,600 | 144 | ||||||
| 14,939 | ||||||||
| Information Technology — 0.0% | ||||||||
| CSE Global Ltd | 1,408,400 | 1,469 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Venture Corp Ltd | 174,000 | $ | 2,148 | |||||
| 3,617 | ||||||||
| Materials — 0.0% | ||||||||
| CNMC Goldmine Holdings Ltd | 24,500 | 34 | ||||||
| Real Estate — 0.1% | ||||||||
| Centurion Corp Ltd | 32,100 | 40 | ||||||
| City Developments Ltd | 306,200 | 2,372 | ||||||
| Frasers Property Ltd | 28,000 | 23 | ||||||
| GuocoLand Ltd | 122,500 | 266 | ||||||
| Hong Fok Corp Ltd | 47,300 | 31 | ||||||
| Propnex Ltd | 102,800 | 166 | ||||||
| Sing Holdings Ltd | 49,900 | 28 | ||||||
| UOL Group Ltd | 939,500 | 8,373 | ||||||
| Wing Tai Holdings Ltd | 18,900 | 25 | ||||||
| 11,324 | ||||||||
| Utilities — 0.0% | ||||||||
| Kenon Holdings Ltd/Singapore | 355 | 28 | ||||||
| Total Singapore | 91,627 | |||||||
| South Africa — 0.6% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Super Group Ltd/South Africa | 28,018 | 30 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Astral Foods Ltd | 5,440 | 95 | ||||||
| Clicks Group Ltd | 1,583,747 | 31,702 | ||||||
| 31,797 | ||||||||
| Financials — 0.1% | ||||||||
| Capitec Bank Holdings Ltd | 8,280 | 2,468 | ||||||
| FirstRand Ltd | 362,729 | 2,262 | ||||||
| Old Mutual Ltd | 4,853,863 | 5,026 | ||||||
| 9,756 | ||||||||
| Materials — 0.2% | ||||||||
| African Rainbow Minerals Ltd | 17,403 | 274 | ||||||
| ArcelorMittal South Africa Ltd * | 6,024 | – | ||||||
| Gold Fields Ltd ADR | 75,159 | 4,422 | ||||||
| Gold Fields Ltd | 26,940 | 1,579 | ||||||
| Harmony Gold Mining Co Ltd ADR | 68,679 | 1,562 | ||||||
| Impala Platinum Holdings Ltd | 1,156 | 26 | ||||||
| Kumba Iron Ore Ltd | 22,343 | 517 | ||||||
| Northam Platinum Holdings Ltd | 32,117 | 880 | ||||||
| Sasol Ltd * | 110,079 | 1,003 | ||||||
| Sibanye Stillwater Ltd ADR * | 190,317 | 3,371 | ||||||
| Sibanye Stillwater Ltd * | 42,465 | 189 | ||||||
| Valterra Platinum Ltd | 1,139 | 134 | ||||||
| 13,957 | ||||||||
| Real Estate — 0.0% | ||||||||
| Growthpoint Properties Ltd ‡ | 2,524,398 | 2,983 | ||||||
| Total South Africa | 58,523 | |||||||
| SEI Institutional Investments Trust | 109 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| South Korea — 5.4% | ||||||||
| Communication Services — 0.0% | ||||||||
| LG HelloVision Co Ltd * | 20,258 | $ | 34 | |||||
| Mgame Corp | 3,992 | 15 | ||||||
| NCSoft Corp | 15,288 | 2,452 | ||||||
| SOOP Co Ltd | 2,127 | 105 | ||||||
| 2,606 | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| F&F Holdings Co Ltd | 2,166 | 32 | ||||||
| Hansae Co Ltd | 10,483 | 104 | ||||||
| Hyundai Department Store Co Ltd | 6,785 | 519 | ||||||
| Hyundai Wia Corp | 11,243 | 791 | ||||||
| LG Electronics Inc | 98,466 | 9,961 | ||||||
| Misto Holdings Corp | 565,806 | 19,239 | ||||||
| Multicampus Co Ltd | 1,193 | 24 | ||||||
| Nature Holdings Co Ltd/The | 4,663 | 26 | ||||||
| Nexen Tire Corp | 13,171 | 82 | ||||||
| Shinsegae Inc | 5,849 | 1,496 | ||||||
| SJG Sejong * | 64,036 | 446 | ||||||
| SL Corp * | 2,472 | 126 | ||||||
| 32,846 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| APR Corp/Korea | 50,248 | 10,903 | ||||||
| Dongwon Industries Co Ltd | 2,201 | 66 | ||||||
| LG H&H Co Ltd | 128,751 | 23,891 | ||||||
| 34,860 | ||||||||
| Energy — 0.1% | ||||||||
| HD Hyundai Co Ltd | 28,385 | 5,774 | ||||||
| Financials — 1.0% | ||||||||
| BNK Financial Group Inc | 784,868 | 10,867 | ||||||
| Daol Investment & Securities Co Ltd | 8,886 | 29 | ||||||
| Hana Financial Group Inc | 288,374 | 24,393 | ||||||
| KB Financial Group Inc | 139,831 | 15,433 | ||||||
| Mirae Asset Securities Co Ltd | 108,666 | 5,447 | ||||||
| Shinhan Financial Group Co Ltd | 454,537 | 30,571 | ||||||
| Woori Financial Group Inc | 72,896 | 1,824 | ||||||
| 88,564 | ||||||||
| Health Care — 0.0% | ||||||||
| D&D PharmaTech Inc * | 33,945 | 2,168 | ||||||
| InBody Co Ltd | 2,467 | 55 | ||||||
| Samsung Biologics Co Ltd * | 1,786 | 2,204 | ||||||
| 4,427 | ||||||||
| Industrials — 1.1% | ||||||||
| CJ Corp | 11,670 | 1,773 | ||||||
| Doosan Bobcat Inc | 866,187 | 39,059 | ||||||
| Doosan Co Ltd | 42 | 37 | ||||||
| DY POWER Corp | 2,982 | 30 | ||||||
| HD Hyundai Electric Co Ltd | 5,584 | 4,077 | ||||||
| HD Hyundai Heavy Industries Co Ltd | 8,795 | 3,683 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| HD Korea Shipbuilding & Offshore Engineering Co Ltd | 4,348 | $ | 1,360 | |||||
| HD-Hyundai Marine Engine * | 3,782 | 230 | ||||||
| Hyosung Corp | 3,924 | 461 | ||||||
| Hyosung Heavy Industries Corp | 787 | 1,543 | ||||||
| Hyundai GF Holdings | 4,602 | 51 | ||||||
| Hyundai Glovis Co Ltd | 15,994 | 3,221 | ||||||
| LG Corp | 542,812 | 40,618 | ||||||
| mPlus Corp * | 1,909 | 18 | ||||||
| Samsung Heavy Industries Co Ltd * | 93,153 | 1,875 | ||||||
| SK Inc | 4,610 | 1,287 | ||||||
| SPG Co Ltd | 22,939 | 2,310 | ||||||
| TK Corp | 3,998 | 78 | ||||||
| TYM Corp | 57,721 | 295 | ||||||
| Vitzrocell Co Ltd | 16,064 | 236 | ||||||
| 102,242 | ||||||||
| Information Technology — 2.4% | ||||||||
| Amotech Co Ltd * | 6,878 | 63 | ||||||
| Anapass Inc * | 3,203 | 37 | ||||||
| Avaco Co Ltd | 3,745 | 39 | ||||||
| DB HiTek Co Ltd | 13,484 | 900 | ||||||
| DIT Corp | 7,593 | 121 | ||||||
| EM-Tech Co Ltd * | 9,087 | 46 | ||||||
| Eugene Technology Co Ltd | 10,375 | 968 | ||||||
| FLITTO Inc * | 9,897 | 89 | ||||||
| Genians Inc * | 3,742 | 40 | ||||||
| Global Standard Technology Co Ltd | 18,356 | 406 | ||||||
| Hansol Technics Co Ltd | 7,360 | 32 | ||||||
| HD Hyundai Energy Solutions Co Ltd * | 1,136 | 82 | ||||||
| Jahwa Electronics Co Ltd * | 3,662 | 106 | ||||||
| LEENO Industrial Inc | 3,300 | 244 | ||||||
| LG Innotek Co Ltd | 4,964 | 1,100 | ||||||
| LOT Vacuum Co Ltd * | 19,091 | 184 | ||||||
| MAKUS Inc | 1,822 | 41 | ||||||
| Namuga Co Ltd | 1,527 | 24 | ||||||
| NEPES Corp * | 4,981 | 65 | ||||||
| PSK Inc | 32,658 | 1,458 | ||||||
| RFHIC Corp | 2,742 | 108 | ||||||
| Samsung Electro-Mechanics Co Ltd | 7,396 | 2,311 | ||||||
| Samsung Electronics Co Ltd | 921,485 | 137,920 | ||||||
| Seoul Semiconductor Co Ltd * | 13,710 | 110 | ||||||
| SK hynix Inc | 95,776 | 70,816 | ||||||
| Union Semiconductor Equipment & Materials Co Ltd * | 32,481 | 247 | ||||||
| WONIK IPS Co Ltd | 15,476 | 1,351 | ||||||
| 218,908 | ||||||||
| Materials — 0.0% | ||||||||
| Dongsung Finetec Co Ltd * | 11,521 | 236 | ||||||
| ENF Technology Co Ltd | 3,878 | 158 | ||||||
| Han Kuk Carbon Co Ltd | 40,678 | 1,185 | ||||||
| KG Chemical Corp * | 35,706 | 135 | ||||||
| 110 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Soulbrain Co Ltd | 124 | $ | 39 | |||||
| 1,753 | ||||||||
| Utilities — 0.1% | ||||||||
| Korea District Heating Corp | 4,017 | 261 | ||||||
| Korea Electric Power Corp | 220,608 | 8,867 | ||||||
| 9,128 | ||||||||
| Total South Korea | 501,108 | |||||||
| Spain — 0.7% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Industria de Diseno Textil SA | 240,805 | 16,068 | ||||||
| Financials — 0.3% | ||||||||
| Banco Bilbao Vizcaya Argentaria SA | 486,148 | 11,251 | ||||||
| Banco Santander SA | 808,839 | 10,193 | ||||||
| CaixaBank SA | 450,018 | 5,543 | ||||||
| Unicaja Banco SA | 718,714 | 2,273 | ||||||
| 29,260 | ||||||||
| Industrials — 0.1% | ||||||||
| ACS Actividades de Construccion y Servicios SA | 41,723 | 5,379 | ||||||
| Aena SME SA | 224,867 | 7,082 | ||||||
| Befesa SA | 17,273 | 687 | ||||||
| 13,148 | ||||||||
| Utilities — 0.1% | ||||||||
| Acciona SA | 8,119 | 2,355 | ||||||
| Iberdrola SA | 72,604 | 1,712 | ||||||
| Naturgy Energy Group SA | 52,864 | 1,644 | ||||||
| 5,711 | ||||||||
| Total Spain | 64,187 | |||||||
| Sweden — 1.8% | ||||||||
| Communication Services — 0.1% | ||||||||
| Acast AB * | 42,852 | 122 | ||||||
| Storytel AB | 35,776 | 315 | ||||||
| Telia Co AB | 1,352,546 | 6,948 | ||||||
| 7,385 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Rvrc Holding AB | 35,938 | 270 | ||||||
| Synsam AB | 19,776 | 152 | ||||||
| 422 | ||||||||
| Financials — 0.0% | ||||||||
| Skandinaviska Enskilda Banken AB, Cl A | 222,832 | 4,740 | ||||||
| Health Care — 0.0% | ||||||||
| Cantargia AB * | 180,512 | 95 | ||||||
| Cellavision AB | 1,541 | 26 | ||||||
| 121 | ||||||||
| Industrials — 0.8% | ||||||||
| Assa Abloy AB, Cl B | 1,130,860 | 48,162 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Coor Service Management Holding AB | 22,406 | $ | 148 | |||||
| Epiroc AB, Cl A | 18,804 | 565 | ||||||
| Peab AB, Cl B | 171,818 | 2,019 | ||||||
| Sandvik AB | 525,227 | 23,160 | ||||||
| 74,054 | ||||||||
| Information Technology — 0.7% | ||||||||
| Berner Industrier AB, Cl B | 4,456 | 55 | ||||||
| Dynavox Group AB * | 157,695 | 1,456 | ||||||
| Hexagon AB, Cl B | 2,664,098 | 30,324 | ||||||
| KNOW IT AB | 1,729 | 22 | ||||||
| Mycronic AB | 51,200 | 1,161 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 2,162,006 | 25,079 | ||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 275,491 | 3,186 | ||||||
| 61,283 | ||||||||
| Materials — 0.2% | ||||||||
| Boliden AB * | 185,652 | 14,724 | ||||||
| SSAB AB, Cl B | 225,813 | 1,995 | ||||||
| 16,719 | ||||||||
| Total Sweden | 164,724 | |||||||
| Switzerland — 2.9% | ||||||||
| Consumer Discretionary — 0.5% | ||||||||
| Cie Financiere Richemont SA, Cl A | 18,037 | 3,676 | ||||||
| On Holding AG, Cl A * | 44,998 | 2,091 | ||||||
| Swatch Group AG/The | 161,058 | 41,195 | ||||||
| 46,962 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Chocoladefabriken Lindt & Spruengli AG | 788 | 13,006 | ||||||
| Financials — 1.2% | ||||||||
| Julius Baer Group Ltd | 434,974 | 36,976 | ||||||
| Partners Group Holding AG | 32,270 | 35,851 | ||||||
| UBS Group AG | 869,305 | 36,110 | ||||||
| 108,937 | ||||||||
| Health Care — 0.5% | ||||||||
| Galderma Group AG | 49,747 | 9,385 | ||||||
| Roche Holding AG | 70,900 | 33,733 | ||||||
| 43,118 | ||||||||
| Industrials — 0.4% | ||||||||
| ABB Ltd | 311,035 | 28,961 | ||||||
| Accelleron Industries AG | 52,821 | 4,981 | ||||||
| Huber + Suhner AG | 11,495 | 2,763 | ||||||
| SFS Group AG | 14,196 | 2,254 | ||||||
| VAT Group AG | 1,266 | 893 | ||||||
| 39,852 | ||||||||
| Information Technology — 0.1% | ||||||||
| Logitech International SA | 59,346 | 5,443 | ||||||
| Temenos AG | 18,135 | 1,682 | ||||||
| 7,125 | ||||||||
| SEI Institutional Investments Trust | 111 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.0% | ||||||||
| Holcim AG | 29,994 | $ | 2,757 | |||||
| Real Estate — 0.1% | ||||||||
| Allreal Holding AG | 13,898 | 4,260 | ||||||
| Total Switzerland | 266,017 | |||||||
| Taiwan — 5.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Addcn Technology Co Ltd | 5,000 | 26 | ||||||
| Chunghwa Telecom Co Ltd | 697,000 | 3,000 | ||||||
| International Games System Co Ltd | 32,000 | 708 | ||||||
| 3,734 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Advanced International Multitech Co Ltd | 45,000 | 99 | ||||||
| Far Eastern Department Stores Ltd | 122,000 | 89 | ||||||
| Merry Electronics Co Ltd | 66,000 | 198 | ||||||
| Pou Chen Corp | 76,000 | 75 | ||||||
| Wowprime Corp | 26,000 | 182 | ||||||
| 643 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| TCI Co Ltd | 21,000 | 88 | ||||||
| Financials — 0.3% | ||||||||
| Cathay Financial Holding Co Ltd | 1,957,000 | 4,963 | ||||||
| E.Sun Financial Holding Co Ltd | 8,798,000 | 9,867 | ||||||
| KGI Financial Holding Co Ltd | 8,211,000 | 5,737 | ||||||
| Yuanta Financial Holding Co Ltd | 2,811,000 | 4,380 | ||||||
| 24,947 | ||||||||
| Health Care — 0.0% | ||||||||
| United Orthopedic Corp | 7,000 | 24 | ||||||
| Industrials — 0.2% | ||||||||
| Bizlink Holding Inc | 79,781 | 3,525 | ||||||
| China Airlines Ltd | 4,279,000 | 2,859 | ||||||
| Cleanaway Co Ltd | 2,933,000 | 3,286 | ||||||
| ECOVE Environment Corp | 4,000 | 38 | ||||||
| Eva Airways Corp | 2,195,000 | 2,658 | ||||||
| Evergreen Marine Corp Taiwan Ltd | 272,800 | 1,712 | ||||||
| General Plastic Industrial Co Ltd | 29,000 | 25 | ||||||
| Horizon Fixture Group Co Ltd | 6,000 | 35 | ||||||
| Kedge Construction Co Ltd | 12,000 | 33 | ||||||
| Kerry TJ Logistics Co Ltd | 25,000 | 25 | ||||||
| L&K Engineering Co Ltd | 87,000 | 1,607 | ||||||
| Solteam Inc | 34,000 | 53 | ||||||
| Sunny Friend Environmental Technology Co Ltd | 19,000 | 48 | ||||||
| Taiwan Navigation Co Ltd | 62,000 | 62 | ||||||
| Taiwan Secom Co Ltd | 97,000 | 329 | ||||||
| Taiwan Taxi Co Ltd | 6,000 | 24 | ||||||
| United Integrated Services Co Ltd | 59,000 | 2,097 | ||||||
| 18,416 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Information Technology — 4.5% | ||||||||
| 91APP Inc | 18,000 | $ | 36 | |||||
| Accton Technology Corp | 43,000 | 1,892 | ||||||
| Anpec Electronics Corp | 24,000 | 180 | ||||||
| AP Memory Technology Corp | 128,000 | 1,742 | ||||||
| Arcadyan Technology Corp | 375,000 | 2,348 | ||||||
| ASE Technology Holding Co Ltd | 2,000 | 24 | ||||||
| Asia Vital Components Co Ltd | 77,000 | 4,234 | ||||||
| ASPEED Technology Inc | 1,000 | 309 | ||||||
| ASROCK Inc | 107,634 | 781 | ||||||
| Asustek Computer Inc | 394,000 | 6,658 | ||||||
| Chenbro Micom Co Ltd | 95,000 | 2,738 | ||||||
| Chroma ATE Inc | 41,000 | 1,782 | ||||||
| Compal Electronics Inc | 929,000 | 932 | ||||||
| Cyberlink Corp | 55,000 | 123 | ||||||
| Delta Electronics Inc | 327,000 | 14,746 | ||||||
| Elite Material Co Ltd | 54,000 | 4,135 | ||||||
| Ennoconn Corp | 46,000 | 415 | ||||||
| FocalTech Systems Co Ltd | 46,000 | 77 | ||||||
| Gemtek Technology Corp | 159,000 | 137 | ||||||
| General Interface Solution GIS Holding Ltd * | 341,184 | 517 | ||||||
| Global Brands Manufacture Ltd | 628,000 | 2,158 | ||||||
| Gold Circuit Electronics Ltd | 61,000 | 1,585 | ||||||
| Himax Technologies Inc ADR | 98,162 | 715 | ||||||
| Hon Hai Precision Industry Co Ltd | 2,448,000 | 18,724 | ||||||
| Hon Precision Inc | 15,644 | 2,433 | ||||||
| Innolux Corp, Cl A | 1,913,000 | 1,623 | ||||||
| ITE Technology Inc | 52,783 | 206 | ||||||
| King Slide Works Co Ltd | 34,000 | 3,659 | ||||||
| Kinsus Interconnect Technology Corp | 3,000 | 30 | ||||||
| Lotes Co Ltd | 466,000 | 26,173 | ||||||
| MediaTek Inc | 279,146 | 17,195 | ||||||
| MPI Corp | 39,000 | 3,610 | ||||||
| Nanya Technology Corp * | 343,000 | 3,045 | ||||||
| Novatek Microelectronics Corp | 689,311 | 8,607 | ||||||
| Parade Technologies Ltd | 16,000 | 276 | ||||||
| Pegatron Corp | 11,000 | 26 | ||||||
| Phison Electronics Corp | 135,000 | 7,975 | ||||||
| Pixart Imaging Inc | 30,000 | 195 | ||||||
| Powerchip Semiconductor Manufacturing Corp * | 222,000 | 530 | ||||||
| Powertech Technology Inc | 3,000 | 24 | ||||||
| Realtek Semiconductor Corp | 1,113,000 | 17,034 | ||||||
| Silicon Motion Technology Corp ADR | 16,889 | 2,183 | ||||||
| Simplo Technology Co Ltd | 51,000 | 541 | ||||||
| Sitronix Technology Corp | 65,000 | 410 | ||||||
| Sunrex Technology Corp | 123,000 | 172 | ||||||
| Taiwan PCB Techvest Co Ltd | 65,000 | 80 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 149,457 | 55,984 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 3,107,000 | 193,871 | ||||||
| Taiwan Surface Mounting Technology Corp | 56,000 | 181 | ||||||
| 112 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tripod Technology Corp | 172,000 | $ | 2,125 | |||||
| Winbond Electronics Corp * | 380,000 | 1,446 | ||||||
| WITS Corp | 10,000 | 37 | ||||||
| Yield Microelectronics Corp | 42,223 | 121 | ||||||
| Zhen Ding Technology Holding Ltd | 437,000 | 2,889 | ||||||
| 419,669 | ||||||||
| Materials — 0.0% | ||||||||
| Asia Cement Corp | 286,000 | 328 | ||||||
| Chun Yuan Steel Industry Co Ltd | 76,000 | 55 | ||||||
| Nantex Industry Co Ltd | 40,000 | 35 | ||||||
| Sesoda Corp | 63,000 | 73 | ||||||
| Taiwan Hopax Chemicals Manufacturing Co Ltd | 57,000 | 71 | ||||||
| Ton Yi Industrial Corp | 335,000 | 203 | ||||||
| YFY Inc | 40,000 | 33 | ||||||
| 798 | ||||||||
| Real Estate — 0.0% | ||||||||
| Highwealth Construction Corp | 2,092,000 | 2,531 | ||||||
| Total Taiwan | 470,850 | |||||||
| Thailand — 0.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| Advanced Info Service PCL | 447,700 | 5,471 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Somboon Advance Technology PCL NVDR | 114,200 | 60 | ||||||
| Energy — 0.1% | ||||||||
| PTT Exploration & Production PCL NVDR | 2,093,200 | 9,259 | ||||||
| PTT PCL NVDR | 2,084,600 | 2,481 | ||||||
| 11,740 | ||||||||
| Financials — 0.4% | ||||||||
| Bangkok Bank PCL NVDR | 2,686,900 | 15,335 | ||||||
| Krung Thai Bank PCL NVDR | 3,287,100 | 3,620 | ||||||
| SCB X PCL | 2,953,000 | 14,099 | ||||||
| TMBThanachart Bank PCL NVDR | 5,404,000 | 410 | ||||||
| 33,464 | ||||||||
| Industrials — 0.0% | ||||||||
| Airports of Thailand PCL NVDR | 236,600 | 414 | ||||||
| Information Technology — 0.0% | ||||||||
| Delta Electronics Thailand PCL NVDR | 70,200 | 629 | ||||||
| Total Thailand | 51,778 | |||||||
| Turkey — 0.1% | ||||||||
| Financials — 0.0% | ||||||||
| Akbank TAS | 2,930,826 | 6,024 | ||||||
| Industrials — 0.1% | ||||||||
| Aselsan Elektronik Sanayi Ve Ticaret AS | 313,755 | 2,300 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Pegasus Hava Tasimaciligi AS * | 900,293 | $ | 4,104 | |||||
| 6,404 | ||||||||
| Information Technology — 0.0% | ||||||||
| Logo Yazilim Sanayi Ve Ticaret AS | 35,358 | 111 | ||||||
| Total Turkey | 12,539 | |||||||
| United Arab Emirates — 1.0% | ||||||||
| Communication Services — 0.1% | ||||||||
| Emirates Telecommunications Group Co PJSC | 1,217,871 | 6,725 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Abu Dhabi National Oil Co for Distribution PJSC | 1,468,023 | 1,599 | ||||||
| Energy — 0.1% | ||||||||
| ADNOC Drilling Co PJSC | 3,638,604 | 5,073 | ||||||
| Adnoc Gas PLC | 4,760,824 | 4,407 | ||||||
| ADNOC Logistics & Services | 1,593,776 | 2,376 | ||||||
| 11,856 | ||||||||
| Financials — 0.3% | ||||||||
| Abu Dhabi Commercial Bank PJSC | 183,558 | 758 | ||||||
| Abu Dhabi Islamic Bank PJSC | 507,616 | 3,525 | ||||||
| Dubai Islamic Bank PJSC | 843,774 | 1,906 | ||||||
| Emirates NBD Bank PJSC | 1,101,384 | 9,896 | ||||||
| First Abu Dhabi Bank PJSC | 1,728,556 | 9,232 | ||||||
| Sharjah Islamic Bank | 64,842 | 66 | ||||||
| 25,383 | ||||||||
| Industrials — 0.0% | ||||||||
| Dubai Investments PJSC | 28,554 | 31 | ||||||
| Real Estate — 0.5% | ||||||||
| Emaar Development PJSC | 1,933,425 | 10,187 | ||||||
| Emaar Properties PJSC | 8,378,441 | 36,983 | ||||||
| 47,170 | ||||||||
| Total United Arab Emirates | 92,764 | |||||||
| United Kingdom — 9.7% | ||||||||
| Communication Services — 0.6% | ||||||||
| ITV PLC | 29,985,100 | 32,021 | ||||||
| WPP PLC | 6,649,642 | 24,531 | ||||||
| 56,552 | ||||||||
| Consumer Discretionary — 1.3% | ||||||||
| B&M European Value Retail plc | 12,996,131 | 33,147 | ||||||
| Burberry Group PLC * | 1,768,146 | 27,577 | ||||||
| Carnival PLC ADR | 71,063 | 2,236 | ||||||
| InterContinental Hotels Group PLC | 218,313 | 30,001 | ||||||
| JD Sports Fashion PLC | 27,051,413 | 29,730 | ||||||
| 122,691 | ||||||||
| Consumer Staples — 2.5% | ||||||||
| British American Tobacco PLC | 672,300 | 41,882 | ||||||
| SEI Institutional Investments Trust | 113 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Diageo PLC | 944,276 | $ | 21,126 | |||||
| J Sainsbury PLC | 7,693,079 | 36,097 | ||||||
| Reckitt Benckiser Group PLC | 1,025,218 | 90,106 | ||||||
| Unilever PLC | 593,928 | 43,595 | ||||||
| 232,806 | ||||||||
| Energy — 1.0% | ||||||||
| BP PLC ADR | 292,029 | 11,348 | ||||||
| BP PLC | 6,272,727 | 40,559 | ||||||
| Navigator Holdings Ltd | 13,696 | 288 | ||||||
| Paratus Energy Services Ltd | 79,580 | 412 | ||||||
| Shell PLC | 841,298 | 35,062 | ||||||
| TORM PLC, Cl A | 15,488 | 467 | ||||||
| 88,136 | ||||||||
| Financials — 1.3% | ||||||||
| Allfunds Group Plc | 283,364 | 2,818 | ||||||
| Barclays PLC | 1,510,977 | 9,149 | ||||||
| Barclays PLC ADR | 867,340 | 21,059 | ||||||
| HSBC Holdings PLC | 2,506,038 | 46,729 | ||||||
| Investec PLC | 3,230 | 28 | ||||||
| London Stock Exchange Group PLC | 336,985 | 40,054 | ||||||
| Ninety One PLC | 38,255 | 130 | ||||||
| 119,967 | ||||||||
| Health Care — 1.0% | ||||||||
| AstraZeneca PLC | 102,539 | 21,374 | ||||||
| GSK PLC ADR | 532,499 | 31,487 | ||||||
| GSK PLC | 1,419,008 | 42,063 | ||||||
| 94,924 | ||||||||
| Industrials — 1.1% | ||||||||
| Diploma PLC | 317,403 | 24,188 | ||||||
| Experian PLC | 867,624 | 32,579 | ||||||
| RELX PLC | 1,026,717 | 35,671 | ||||||
| Travis Perkins PLC | 759,790 | 7,105 | ||||||
| 99,543 | ||||||||
| Information Technology — 0.4% | ||||||||
| Halma PLC | 639,258 | 35,885 | ||||||
| Materials — 0.4% | ||||||||
| Anglogold Ashanti PLC | 62,009 | 7,923 | ||||||
| Mondi PLC | 2,828,203 | 33,729 | ||||||
| 41,652 | ||||||||
| Utilities — 0.1% | ||||||||
| United Utilities Group PLC | 276,969 | 5,179 | ||||||
| Total United Kingdom | 897,335 | |||||||
| United States — 1.5% | ||||||||
| Energy — 0.0% | ||||||||
| DHT Holdings Inc | 192,237 | 3,747 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.4% | ||||||||
| Western Union Co/The | 3,409,630 | $ | 32,835 | |||||
| Health Care — 0.8% | ||||||||
| Avantor Inc * | 3,802,404 | 34,412 | ||||||
| DENTSPLY SIRONA Inc | 2,766,163 | 40,607 | ||||||
| 75,019 | ||||||||
| Industrials — 0.3% | ||||||||
| Robert Half Inc | 1,147,898 | 28,031 | ||||||
| Information Technology — 0.0% | ||||||||
| Palo Alto Networks Inc * | 11,817 | 1,760 | ||||||
| Total United States | 141,392 | |||||||
| Vietnam — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Vietnam Dairy Products JSC | 7,589,930 | 19,875 | ||||||
| Total Common Stock | ||||||||
| (Cost $6,521,583) ($ Thousands) | 8,544,927 | |||||||
| Face
Amount (Thousands) | ||||||||
| U.S. TREASURY OBLIGATIONS — 5.7% | ||||||||
| U.S. Treasury Bills | ||||||||
| 7.170%, 08/27/2026 (A) | $ | 537,587 | 528,238 | |||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $528,174) ($ Thousands) | 528,238 | |||||||
| Shares | ||||||||
| PREFERRED STOCK — 1.8% | ||||||||
| Brazil — 0.7% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Alpargatas SA(B) | 403,300 | 1,195 | ||||||
| Energy — 0.2% | ||||||||
| Petroleo Brasileiro SA - Petrobras(B) | 2,132,700 | 16,431 | ||||||
| Financials — 0.3% | ||||||||
| Banco Bradesco SA (B) | 793,100 | 3,274 | ||||||
| Banco do Estado do Rio Grande do Sul SA (B) | 71,200 | 258 | ||||||
| Banco Mercantil do Brasil SA (B) | 2,300 | 37 | ||||||
| Itau Unibanco Holding SA(B) | 2,270,045 | 20,561 | ||||||
| 24,130 | ||||||||
| Materials — 0.0% | ||||||||
| Cia de Ferro Ligas da Bahia FERBASA(B) | 31,400 | 51 | ||||||
| Utilities — 0.2% | ||||||||
| Cia De Sanena Do Parana (B) | 95,500 | 160 | ||||||
| Cia Energetica de Minas Gerais (B) | 8,083,890 | 19,152 | ||||||
| Isa Energia Brasil SA(B) | 69,400 | 387 | ||||||
| 19,699 | ||||||||
| Total Brazil | 61,506 | |||||||
| 114 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| PREFERRED STOCK (continued) | ||||||||
| Germany — 1.1% | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| Einhell Germany AG (B) | 216 | $ | 22 | |||||
| Volkswagen AG(B) | 302,959 | 35,994 | ||||||
| 36,016 | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Henkel AG & Co KGaA(B) | 455,442 | 44,639 | ||||||
| Health Care — 0.2% | ||||||||
| Sartorius AG(B) | 72,315 | 20,453 | ||||||
| Industrials — 0.0% | ||||||||
| Jungheinrich AG (B) | 3,214 | 121 | ||||||
| Villeroy & Boch AG(B) | 714 | 17 | ||||||
| 138 | ||||||||
| Total Germany | 101,246 | |||||||
| Total Preferred Stock | ||||||||
| (Cost $137,193) ($ Thousands) | 162,752 | |||||||
| Description | Number
of Warrants | Market
Value ($ Thousands) | ||||||
| WARRANTS — 0.0% | ||||||||
| Canada — 0.0% | ||||||||
| Constellation Software Inc, Expires 08/22/2028 *(C) | 2,560 | $ | – | |||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 107,471,723 | 107,472 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $107,472) ($ Thousands) | 107,472 | |||||||
| Total Investments in Securities — 100.8% | ||||||||
| (Cost $7,294,422) ($ Thousands) | $ | 9,343,389 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number
of Contracts | Expiration Date | Notional
Amount (Thousands) | Value (Thousands) | Unrealized
Appreciation (Depreciation) (Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Euro STOXX 50 | 351 | Mar-2026 | $ | 25,358 | $ | 25,500 | $ | 70 | ||||||||||
| FTSE 100 Index | 87 | Mar-2026 | 12,549 | 12,757 | 275 | |||||||||||||
| Hang Seng Index | 83 | Mar-2026 | 14,094 | 14,116 | 21 | |||||||||||||
| S&P TSX 60 Index | 43 | Mar-2026 | 12,225 | 12,432 | 149 | |||||||||||||
| SPI 200 Index | 102 | Mar-2026 | 16,093 | 16,664 | 388 | |||||||||||||
| TOPIX Index | 95 | Mar-2026 | 23,147 | 24,062 | 959 | |||||||||||||
| $ | 103,466 | $ | 105,531 | $ | 1,862 | |||||||||||||
A list of the open OTC Swap agreements held by the Fund at February 28, 2026, is as follows:
| Total Return Swaps | |||||||||||||||||||||||||||||
| Counterparty | Reference
Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||
| Bank of America | Acadian Asset Management | CUSTOM FINANCING | BASKET RETURN | Annually | 12/15/2029 | USD | 295,364 | $ | 31,919 | $ | – | $ | 31,919 | ||||||||||||||||
| Morgan Stanley | Custom Basket of International Equity Securities | CUSTOM FINANCING | BASKET RETURN | Annually | 12/31/2049 | USD | 4,529 | 397 | – | 397 | |||||||||||||||||||
| $ | 32,316 | $ | – | $ | 32,316 | ||||||||||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Acadian Asset Management Total Return Swap as of February 28, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 147,597 | ROCHE HOLDING AG GENUSSSCH. | $ | 69,151 | $ | 1,288 | 23.4 | % | ||||||||
| 415,092 | NOVARTIS AG NAMEN | 66,934 | 3,539 | 22.7 | |||||||||||
| 529,137 | ABB AG NAMEN | 47,900 | 1,477 | 16.2 | |||||||||||
| 345,300 | THE TORONTO | 32,908 | 673 | 11.1 | |||||||||||
| 1,385,114 | BANCO BILBAO VIZCAYA ARGENTARIA SA REGISTERED SHS | 32,587 | (379 | ) | 11.0 | ||||||||||
| 2,396,114 | CAIXABANK S.A. SHS | 29,873 | (129 | ) | 10.1 | ||||||||||
| 343,162 | SOCIETE GENERALE SA ACT | 28,761 | 1,148 | 9.7 | |||||||||||
| SEI Institutional Investments Trust | 115 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 376,500 | BANK OF NOVA SCOTIA REGISTERED SHS | $ | 28,488 | $ | 24 | 9.6 | % | ||||||||
| 254,742 | BNP PARIBAS SA ACT | 27,730 | 978 | 9.4 | |||||||||||
| 263,200 | CANADIAN IMPERIAL BANK OF COMMERCE REGISTERED SHS | 25,195 | 1,348 | 8.5 | |||||||||||
| 2,458,676 | NATWEST GROUP PLC REGISTERED SHS | 19,975 | 510 | 6.8 | |||||||||||
| 216,174 | LOGITECH INTERNATIONAL SA NAMEN | 18,775 | 1,191 | 6.4 | |||||||||||
| 47,746 | SCHINDLER HOLDING AG INHABER | 17,736 | 477 | 6.0 | |||||||||||
| 125,179 | IA FINANCIAL CORPORATION INC REGISTERED SHS | 15,427 | (1,331 | ) | 5.2 | ||||||||||
| 378,000 | SUMITOMO MITSUI FINANCIAL GROUP INC. | 15,335 | (839 | ) | 5.2 | ||||||||||
| 398,700 | DPM METALS INC REGISTERED SHS | 15,192 | 2,043 | 5.1 | |||||||||||
| 153,498 | SANDOZ GROUP AG NAMEN | 13,156 | 411 | 4.5 | |||||||||||
| 359,186 | EMPIRE CO LTD REGISTERED SHS | 12,894 | (176 | ) | 4.4 | ||||||||||
| 246,300 | MIZUHO FINANCIAL GROUP INC. | 12,671 | (1,409 | ) | 4.3 | ||||||||||
| 623,900 | MITSUBISHI UFJ FINANCIAL GROUP INC. | 12,586 | (743 | ) | 4.3 | ||||||||||
| 4,600,116 | CENTRICA PLC REGISTERED SHS | 12,145 | 57 | 4.1 | |||||||||||
| 44,600 | TOKYO ELECTRON LTD. | 12,045 | 508 | 4.1 | |||||||||||
| 238,800 | RECRUIT HOLDINGS CO. LTD. | 10,626 | (141 | ) | 3.6 | ||||||||||
| 400,600 | FUJITSU LTD. | 10,444 | (1,254 | ) | 3.5 | ||||||||||
| 305,400 | EISAI CO. LTD. | 9,905 | 331 | 3.4 | |||||||||||
| 753,552 | BANCO SANTANDER SA REGISTERED SHS | 9,223 | 372 | 3.1 | |||||||||||
| 51,269 | IPSEN ACT | 8,994 | 996 | 3.0 | |||||||||||
| 349,400 | LUNDIN MINING CORP REGISTERED SHS | 8,919 | 2,194 | 3.0 | |||||||||||
| 1,514,526 | INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA REGIS | 8,888 | (169 | ) | 3.0 | ||||||||||
| 210,683 | UBS GROUP AG NAMEN | 8,839 | (118 | ) | 3.0 | ||||||||||
| 268,223 | ENGIE SA ACT | 8,413 | 745 | 2.8 | |||||||||||
| 322,200 | HUDBAY MINERALS INC REGISTERED SHS | 8,404 | 711 | 2.8 | |||||||||||
| 91,100 | ARITZIA INC SHS SUBORD VOTING | 7,927 | 126 | 2.7 | |||||||||||
| 916,600 | MAZDA MOTOR CORP. | 7,882 | 258 | 2.7 | |||||||||||
| 361,600 | JAPAN POST BANK CO. LTD. | 7,472 | (396 | ) | 2.5 | ||||||||||
| 519,700 | JAPAN POST HOLDINGS CO. LTD. | 7,108 | (342 | ) | 2.4 | ||||||||||
| 35,384 | GALDERMA GROUP AG NAMEN | 6,936 | (229 | ) | 2.3 | ||||||||||
| 16,831 | DASSAULT AVIATION SA ACT | 6,465 | 260 | 2.2 | |||||||||||
| 170,100 | TREND MICRO INC. | 6,388 | (733 | ) | 2.2 | ||||||||||
| 331,199 | CENTERRA GOLD INC REGISTERED SHS | 6,236 | 712 | 2.1 | |||||||||||
| 160,800 | QUEBECOR INC SHS | 6,202 | 437 | 2.1 | |||||||||||
| 105,000 | SUMITOMO ELECTRIC IND. LTD. | 6,022 | 946 | 2.0 | |||||||||||
| 107,100 | SUNCOR ENERGY INC REGISTERED SHS | 5,990 | 48 | 2.0 | |||||||||||
| 500,200 | JAPAN EXCHANGE GROUP INC. | 5,915 | 917 | 2.0 | |||||||||||
| 614,900 | NOMURA HOLDINGS INC. | 5,804 | (93 | ) | 2.0 | ||||||||||
| 149,400 | OCEANAGOLD CORP REGISTERED SHS | 5,781 | 563 | 2.0 | |||||||||||
| 86,805 | ENDEAVOUR MINING PLC REGISTERED SHS | 5,246 | 973 | 1.8 | |||||||||||
| 66,400 | GEORGE WESTON LTD REGISTERED SHS | 4,989 | (124 | ) | 1.7 | ||||||||||
| 263,200 | ENERFLEX LTD REGISTERED SHS | 4,987 | 909 | 1.7 | |||||||||||
| 125,113 | ENDESA SA BEARER SHS | 4,784 | 321 | 1.6 | |||||||||||
| 100,487 | ELDORADO GOLD CORP REGISTERED SHS | 4,755 | (90 | ) | 1.6 | ||||||||||
| 249,100 | MIXI INC. | 4,308 | (31 | ) | 1.5 | ||||||||||
| 11,539 | SAFRAN SA ACT | 4,214 | 416 | 1.4 | |||||||||||
| 14,500 | CELESTICA INC REGISTERED SHS | 4,060 | (41 | ) | 1.4 | ||||||||||
| 252,000 | DENSO CORP. | 3,553 | 73 | 1.2 | |||||||||||
| 21,617 | EIFFAGE SA ACT | 3,475 | 255 | 1.2 | |||||||||||
| 67,152 | TOREX GOLD RESOURCES INC REGISTERED SHS | 3,005 | 1,081 | 1.0 | |||||||||||
| 270,062 | FORTUNA MINING CORP REGISTERED SHS | 2,983 | 701 | 1.0 | |||||||||||
| 151,600 | DAIICHI SANKYO CO. LTD. | 2,881 | 89 | 1.0 | |||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (262,363) | BROOKFIELD ASSET MANAGEMENT LTD REGISTERED SHS | $ | (13,813 | ) | $ | 1,434 | (4.7 | )% | |||||||
| (359,300) | KEYERA CORP REGISTERED SHS | (13,665 | ) | (28 | ) | (4.6 | ) | ||||||||
| (115,554) | IMCD N.V. REGISTERED SHS | (12,632 | ) | 1,532 | (4.3 | ) | |||||||||
| (315,705) | BIRKENSTOCK HOLDING LIMITED REGISTERED SHS | (12,565 | ) | (570 | ) | (4.3 | ) | ||||||||
| (1,743,086) | INTESA SANPAOLO SPA AZ NOM | (12,115 | ) | 113 | (4.1 | ) | |||||||||
| 116 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) |
Value (Thousands) | Percentage of Basket | |||||||||||
| (1,127,200) | PRIO SA REGISTERED SHS | $ | (11,388 | ) | $ | (578 | ) | (3.9 | )% | ||||||
| (224,894) | DR. ING. H.C. F. PORSCHE AKTIENGESELLSCHAFT VORZ | (11,002 | ) | 11 | (3.7 | ) | |||||||||
| (8,820) | PARTNERS GROUP HOLDING AG NAMEN | (10,785 | ) | 959 | (3.7 | ) | |||||||||
| (1,133,000) | LI AUTO INC REGISTERED SHS | (10,720 | ) | 774 | (3.6 | ) | |||||||||
| (2,224,451) | NEXI S.P.A. AZ NOMINATIVA | (8,563 | ) | (569 | ) | (2.9 | ) | ||||||||
| (134,963) | SALMAR ASA REGISTERED SHS | (8,292 | ) | 225 | (2.8 | ) | |||||||||
| (6,913,500) | COSAN SA REGISTERED SHS | (8,171 | ) | (301 | ) | (2.8 | ) | ||||||||
| (1,821,500) | CHINA RESOURCES LAND LTD REGISTERED SHS | (7,401 | ) | 10 | (2.5 | ) | |||||||||
| (100,400) | WEST FRASER TIMBER CO.LTD REGISTERED SHS | (7,375 | ) | 721 | (2.5 | ) | |||||||||
| (398,213) | KLARNA GROUP PLC REGISTERED SHS | (7,212 | ) | 1,807 | (2.4 | ) | |||||||||
| (698,197) | INFRASTRUTTURE WIRELESS ITALIANE S.P.A. AZ NOM | (6,999 | ) | (415 | ) | (2.4 | ) | ||||||||
| (99,758) | BRENNTAG SE NAMEN | (6,976 | ) | 819 | (2.4 | ) | |||||||||
| (24,116) | LG ENERGY SOLUTION LTD. REGISTERED SHS | (6,865 | ) | (283 | ) | (2.3 | ) | ||||||||
| (1,360,200) | BANCO DO BRASIL SA BB BRASIL SHS | (6,849 | ) | (351 | ) | (2.3 | ) | ||||||||
| (720,230) | FULL TRUCK ALLIANCE COMPANY LIMITED SHS | (6,828 | ) | 81 | (2.3 | ) | |||||||||
| (1,449,000) | XIAOMI CORPORATION REGISTERED SHS | (6,770 | ) | 314 | (2.3 | ) | |||||||||
| (427,327) | CVC CAPITAL PARTNERS PLC REGISTERED SHS | (6,643 | ) | 546 | (2.2 | ) | |||||||||
| (6,084) | ADYEN N.V. BEARER AND REGISTERED SHS | (6,532 | ) | (613 | ) | (2.2 | ) | ||||||||
| (72,900) | THOMSON REUTERS CORP REGISTERED SHS | (6,334 | ) | (723 | ) | (2.1 | ) | ||||||||
| (781,690) | DAVIDE CAMPARI | (6,260 | ) | 376 | (2.1 | ) | |||||||||
| (435,311) | SVENSKA CELLULOSA SCA AB SHS | (6,044 | ) | 125 | (2.0 | ) | |||||||||
| (5,071,200) | HORIZON ROBOTICS REGISTERED SHS | (5,651 | ) | 333 | (1.9 | ) | |||||||||
| (519,100) | MEITUAN REGISTERED SHS | (5,635 | ) | 257 | (1.9 | ) | |||||||||
| (1,278,211) | NIBE INDUSTRIER AB REGISTERED SHS | (5,595 | ) | 351 | (1.9 | ) | |||||||||
| (56,186) | HENSOLDT AG INHABER | (5,279 | ) | 344 | (1.8 | ) | |||||||||
| (76,726) | RENK GROUP AG INHABER | (5,190 | ) | 34 | (1.8 | ) | |||||||||
| (197,897) | DELIVERY HERO SE NAMEN | (4,965 | ) | 375 | (1.7 | ) | |||||||||
| (61,994) | YUHAN CORP REGISTERED SHS | (4,709 | ) | (52 | ) | (1.6 | ) | ||||||||
| (1,228,188) | VIZSLA SILVER CORP REGISTERED SHS | (4,684 | ) | (686 | ) | (1.6 | ) | ||||||||
| (17,343) | SAMSUNG SDI CO. LTD REGISTERED SHS | (4,642 | ) | (961 | ) | (1.6 | ) | ||||||||
| (78,000) | RAKUTEN BANK LTD. | (4,551 | ) | 1,378 | (1.5 | ) | |||||||||
| (43,419) | BRUNELLO CUCINELLI SPA AZ NOM | (4,454 | ) | 234 | (1.5 | ) | |||||||||
| (272,079) | SIG GROUP AG NAMEN | (4,426 | ) | (1 | ) | (1.5 | ) | ||||||||
| (1,153,034) | TREASURY WINE ESTATES LTD REGISTERED SHS | (4,344 | ) | 627 | (1.5 | ) | |||||||||
| (399,537) | DINO POLSKA SPOLKA AKCYJNA BEARER SHS | (4,302 | ) | (187 | ) | (1.5 | ) | ||||||||
| (186,815) | AUTO1 GROUP SE INHABER | (4,244 | ) | 452 | (1.4 | ) | |||||||||
| (306,746) | VNET GROUP INCORPORATION SHS | (4,233 | ) | 931 | (1.4 | ) | |||||||||
| (1,328,500) | RUMO SA REGISTERED SHS | (4,186 | ) | 53 | (1.4 | ) | |||||||||
| (13,848) | CAPITEC BANK HOLDINGS LIMITED REGISTERED SHS | (3,998 | ) | (121 | ) | (1.4 | ) | ||||||||
| (2,247,800) | NATURA COSMETICOS SA REGISTERED SHS | (3,983 | ) | (7 | ) | (1.3 | ) | ||||||||
| (455,852) | INTER & COMPANY INCORPORATION REGISTERED SHS | (3,980 | ) | (37 | ) | (1.3 | ) | ||||||||
| (141,782) | PUMA SE INHABER | (3,855 | ) | (121 | ) | (1.3 | ) | ||||||||
| (116,269) | EQT AB REGISTERED SHS | (3,796 | ) | 192 | (1.3 | ) | |||||||||
| (157,686) | ORSTED REGISTERED SHS | (3,671 | ) | (65 | ) | (1.2 | ) | ||||||||
| (35,776) | RB GLOBAL INC REGISTERED SHS | (3,649 | ) | 21 | (1.2 | ) | |||||||||
| (77,358) | ON HOLDING AG NAMEN | (3,504 | ) | (88 | ) | (1.2 | ) | ||||||||
| (581,179) | WEBULL CORPORATION REGISTERED SHS | (3,493 | ) | 121 | (1.2 | ) | |||||||||
| (76,000) | CAPITAL POWER CORP REGISTERED SHS | (3,452 | ) | (109 | ) | (1.2 | ) | ||||||||
| (95,156) | HLB CO LTD REGISTERED SHS | (3,449 | ) | 27 | (1.2 | ) | |||||||||
| (68,604) | BAKKAFROST P/F REGISTERED SHS | (3,336 | ) | 50 | (1.1 | ) | |||||||||
| (88,215) | BBB FOODS INCORPORATION REGISTERED SHS | (3,321 | ) | 110 | (1.1 | ) | |||||||||
| (131,756) | LANXESS AG INHABER | (3,307 | ) | 335 | (1.1 | ) | |||||||||
| (215,185) | BEIJER REF AB REGISTERED SHS | (3,273 | ) | (101 | ) | (1.1 | ) | ||||||||
| (220,100) | NORTHLAND POWER INC REGISTERED SHS | (3,166 | ) | (379 | ) | (1.1 | ) | ||||||||
| (220,100) | MONOTARO CO. LTD. | (3,122 | ) | 194 | (1.1 | ) | |||||||||
| (73,139) | ARCADIS NV BEARER AND/OR REGISTERED SHS | (3,108 | ) | 526 | (1.1 | ) | |||||||||
| (220,839) | STORA ENSO OYJ REGISTERED SHS | (3,101 | ) | 102 | (1.0 | ) | |||||||||
| (92,485) | UPM | (3,050 | ) | 105 | (1.0 | ) | |||||||||
| (260,000) | EHANG HOLDINGS LTD SHS | (3,011 | ) | (178 | ) | (1.0 | ) | ||||||||
| (263,433) | LYNAS RARE EARTHS LTD REGISTERED SHS | (3,002 | ) | (550 | ) | (1.0 | ) | ||||||||
| (451,848) | TELIX PHARMACEUTICALS LTD REGISTERED SHS | (2,922 | ) | (288 | ) | (1.0 | ) | ||||||||
| (47,631) | EVOLUTION AB REGISTERED SHS | (2,875 | ) | (17 | ) | (1.0 | ) | ||||||||
| SEI Institutional Investments Trust | 117 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (205,200) | ORIZON VALORIZACAO DE RESIDUOS SA REGISTERED SHS | $ | (2,850 | ) | $ | (121 | ) | (1.0 | )% | ||||||
| (2,364) | SAMSUNG BIOLOGICS CO. LTD. REGISTERED SHS | (2,822 | ) | (92 | ) | (1.0 | ) | ||||||||
| (139,400) | BORALEX INC REGISTERED SHS | (2,814 | ) | (36 | ) | (1.0 | ) | ||||||||
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, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 235,897 | NOVARTIS AG | $ | 31,815 | $ | 10,932 | 20.8 | % | ||||||||
| 425,756 | LOBLAW COS LTD | 19,060 | 376 | 12.5 | |||||||||||
| 102,172 | ASTRAZENECA PLC | 18,629 | 3,734 | 12.2 | |||||||||||
| 1,177,455 | HSBC HOLDINGS PLC | 17,740 | 5,601 | 11.6 | |||||||||||
| 327,423 | EXPERIAN PLC | 14,841 | (3,545 | ) | 9.7 | ||||||||||
| 1,301,236 | NATWEST GROUP PLC | 10,984 | (337 | ) | 7.2 | ||||||||||
| 226,160 | HALMA PLC | 10,693 | 2,641 | 7.0 | |||||||||||
| 391,600 | SONY GROUP CORP | 10,447 | (9 | ) | 6.8 | ||||||||||
| 695,287 | ROLLS | 10,375 | 2,689 | 6.8 | |||||||||||
| 99,457 | BNP PARIBAS | 9,251 | 2,222 | 6.1 | |||||||||||
| 105,693 | RECKITT BENCKISER GROUP PLC | 8,813 | 964 | 5.8 | |||||||||||
| 209,386 | KLEPIERRE | 8,133 | 711 | 5.3 | |||||||||||
| 44,871 | NEXT PLC | 8,060 | 326 | 5.3 | |||||||||||
| 186,669 | UBS GROUP AG | 8,019 | (458 | ) | 5.3 | ||||||||||
| 23,406 | ESSILORLUXOTTICA | 7,778 | (2,192 | ) | 5.1 | ||||||||||
| 8,645,000 | PICC GROUP | 7,443 | (54 | ) | 4.9 | ||||||||||
| 133,300 | CHUGAI PHARMACEUTICAL CO LTD | 7,315 | 10 | 4.8 | |||||||||||
| 37,301 | GTT | 7,095 | 1,565 | 4.6 | |||||||||||
| 54,600 | ADVANTEST CORP | 6,845 | 17 | 4.5 | |||||||||||
| 39,774 | LEGRAND SA | 6,816 | 464 | 4.5 | |||||||||||
| 95,568 | RYANAIR HLDGS | 6,805 | (372 | ) | 4.5 | ||||||||||
| 216,291 | COMPASS GROUP PLC | 6,779 | (162 | ) | 4.4 | ||||||||||
| 5,309,628 | LLOYDS BANKING GROUP PLC | 6,766 | 656 | 4.4 | |||||||||||
| 39,900 | HOYA CORP | 6,739 | 3 | 4.4 | |||||||||||
| 634,918 | ENEL SPA | 6,620 | 1,524 | 4.3 | |||||||||||
| 229,820 | ANZ GROUP HOLDINGS LTD | 6,561 | (2 | ) | 4.3 | ||||||||||
| 180,522 | SHELL PLC | 6,525 | 1,432 | 4.3 | |||||||||||
| 129,415 | COCA | 6,483 | 2,459 | 4.2 | |||||||||||
| 624,100 | JAPAN POST HOLDINGS CO LTD | 6,418 | 11 | 4.2 | |||||||||||
| 81,426 | DIPLOMA PLC | 5,879 | 445 | 3.8 | |||||||||||
| 75,228 | SOCIETE GENERALE | 5,693 | 965 | 3.7 | |||||||||||
| 143,483 | AMER SPORTS INC | 5,602 | (200 | ) | 3.7 | ||||||||||
| 225,890 | STANDARD CHARTERED PLC | 5,327 | 256 | 3.5 | |||||||||||
| 36,448 | EURONEXT NV | 5,320 | 866 | 3.5 | |||||||||||
| 849,104 | BARCLAYS PLC | 5,166 | 30 | 3.4 | |||||||||||
| 1,082,220 | AIRTEL AFRICA PLC | 4,762 | 390 | 3.1 | |||||||||||
| 292,671 | SMITH & NEPHEW PLC | 4,726 | 1,185 | 3.1 | |||||||||||
| 233,060 | ST JAMES'S PLACE PLC | 4,149 | 61 | 2.7 | |||||||||||
| 79,100 | HKEX | 4,104 | 21 | 2.7 | |||||||||||
| 203,175 | CREDIT AGRICOLE | 4,100 | 528 | 2.7 | |||||||||||
| 235,016 | BABCOCK INTL GROUP PLC | 3,963 | 368 | 2.6 | |||||||||||
| 178,800 | NITTO DENKO CORP | 3,877 | 2 | 2.5 | |||||||||||
| 99,033 | FRESNILLO PLC | 3,788 | 3,367 | 2.5 | |||||||||||
| 51,630 | TOTALENERGIES SE | 3,371 | 1,164 | 2.2 | |||||||||||
| 903,000 | CHINA LIFE | 3,314 | 39 | 2.2 | |||||||||||
| 88,300 | SANKI ENGINEERING CO LTD | 3,198 | 8 | 2.1 | |||||||||||
| 50,287 | MORGAN SINDALL GROUP PLC | 3,193 | 169 | 2.1 | |||||||||||
| 11,207 | GAMES WORKSHOP GROUP PLC | 2,921 | (307 | ) | 1.9 | ||||||||||
| 12,715 | ASCENDIS PHA | 2,711 | 216 | 1.8 | |||||||||||
| 69,715 | ANGLO AMERICAN PLC | 2,663 | 1,052 | 1.7 | |||||||||||
| 2,064,259 | PRIMARY HEALTH PROPERTIES | 2,660 | 498 | 1.7 | |||||||||||
| 1,170,216 | MITIE GROUP PLC | 2,608 | 312 | 1.7 | |||||||||||
| 118 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 97,938 | CARNIVAL ADR | $ | 2,583 | $ | 702 | 1.7 | % | ||||||||
| 128,990 | BANK OF IRELAND GROUP PLC | 2,548 | (42 | ) | 1.7 | ||||||||||
| 649,070 | GREENCORE GROUP PLC | 2,463 | (147 | ) | 1.6 | ||||||||||
| 79,663 | RELX PLC | 2,422 | 456 | 1.6 | |||||||||||
| 226,685 | AIB GROUP | 2,409 | (73 | ) | 1.6 | ||||||||||
| 151,836 | BETSSON B | 2,334 | (86 | ) | 1.5 | ||||||||||
| 16,186 | INTERCONTINENTAL HOTELS GROU | 2,241 | (15 | ) | 1.5 | ||||||||||
| 279,182 | PENNON GROUP PLC | 2,239 | 17 | 1.5 | |||||||||||
| 33,095 | CRANSWICK PLC | 2,208 | 254 | 1.4 | |||||||||||
| 719,844 | MAN GROUP PLC/JERSEY | 2,083 | 660 | 1.4 | |||||||||||
| 34,726 | BRITISH AMERICAN TOBACCO PLC | 1,999 | 240 | 1.3 | |||||||||||
| 13,364 | IPSEN | 1,924 | 784 | 1.3 | |||||||||||
| 52,817 | GLOBAL SHIP LEASE INC | 1,896 | 302 | 1.2 | |||||||||||
| 150,216 | ATALAYA MINING COPPER SA | 1,874 | 266 | 1.2 | |||||||||||
| 299,844 | TESCO PLC | 1,847 | 86 | 1.2 | |||||||||||
| 117,847 | PRUDENTIAL PLC | 1,838 | (62 | ) | 1.2 | ||||||||||
| 50,480 | IMMUNOCORE HOLDINGS LTD | 1,818 | (297 | ) | 1.2 | ||||||||||
| 1,076,425 | SIGMAROC PLC | 1,773 | 482 | 1.2 | |||||||||||
| 102,973 | GLANBIA | 1,760 | 416 | 1.2 | |||||||||||
| 85,271 | CRITEO SA | 1,731 | (222 | ) | 1.1 | ||||||||||
| 964,161 | CURRYS PLC | 1,634 | 605 | 1.1 | |||||||||||
| 660,023 | LONDONMETRIC PROPERTY PLC | 1,610 | 382 | 1.1 | |||||||||||
| 4,504 | SAFRAN SA | 1,552 | 286 | 1.0 | |||||||||||
| 59,959 | FISHER & PAYKEL HEALTHCARE C | 1,474 | (1 | ) | 1.0 | ||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional
Amount (Thousands) |
Value (Thousands) | Percentage of Basket | |||||||||||
| (365,198) | ASSOCIATED BRITISH FOODS PLC | $ | (10,219 | ) | $ | 783 | (6.7 | )% | |||||||
| (1,305,763) | LAND SECURITIES GROUP PLC | (10,188 | ) | (1,467 | ) | (6.7 | ) | ||||||||
| (862,700) | TOKYO METRO CO LTD | (8,841 | ) | (3 | ) | (5.8 | ) | ||||||||
| (407,832) | NISSIN FOODS HOLDINGS CO LTD | (7,599 | ) | (6 | ) | (5.0 | ) | ||||||||
| (6,756,600) | SONY FINANCIAL GROUP INC | (7,519 | ) | 4 | (4.9 | ) | |||||||||
| (7,470,300) | MAPLETREE LOGISTICS TRUST | (7,478 | ) | (72 | ) | (4.9 | ) | ||||||||
| (13,335,900) | GENTING SINGAPORE LIMITED | (7,451 | ) | (71 | ) | (4.9 | ) | ||||||||
| (2,020,840) | TREASURY WINE ESTATES LTD | (6,928 | ) | 309 | (4.5 | ) | |||||||||
| (103,424) | UNILEVER PLC | (6,727 | ) | (912 | ) | (4.4 | ) | ||||||||
| (1,439,200) | LINK REIT | (6,380 | ) | (111 | ) | (4.2 | ) | ||||||||
| (205,249) | CDN UTILITIES | (6,226 | ) | (704 | ) | (4.1 | ) | ||||||||
| (1,362,503) | WPP PLC | (6,139 | ) | 1,539 | (4.0 | ) | |||||||||
| (177,200) | AGC INC | (6,035 | ) | (11 | ) | (4.0 | ) | ||||||||
| (389,492) | AIR CANADA | (5,950 | ) | 52 | (3.9 | ) | |||||||||
| (56,835) | TFI International Inc | (5,937 | ) | (617 | ) | (3.9 | ) | ||||||||
| (91,702) | WEST FRASER | (5,525 | ) | (408 | ) | (3.6 | ) | ||||||||
| (309,983) | CVC CAPITAL PARTNERS PLC | (5,199 | ) | 956 | (3.4 | ) | |||||||||
| (272,900) | NITORI HOLDINGS CO LTD | (5,073 | ) | (2 | ) | (3.3 | ) | ||||||||
| (341,700) | JFRONT RETAILING CO LTD | (4,914 | ) | (4 | ) | (3.2 | ) | ||||||||
| (319,000) | TOSOH CORP | (4,837 | ) | (5 | ) | (3.2 | ) | ||||||||
| (175,334) | CDN APART UN | (4,603 | ) | (197 | ) | (3.0 | ) | ||||||||
| (17,889) | HELVETIA BALOISE HOLDING AG | (4,567 | ) | (70 | ) | (3.0 | ) | ||||||||
| (190,026) | BCE INC | (4,487 | ) | (350 | ) | (2.9 | ) | ||||||||
| (81,155) | SODEXHO | (4,351 | ) | (380 | ) | (2.8 | ) | ||||||||
| (192,104) | GREGGS PLC | (4,277 | ) | 287 | (2.8 | ) | |||||||||
| (47,900) | ORACLE CORP JAPAN | (4,200 | ) | 9 | (2.8 | ) | |||||||||
| (12,220) | DASSAULT AVIAT. | (3,913 | ) | (1,117 | ) | (2.6 | ) | ||||||||
| (13,400) | MARUWA CO LTD | (3,821 | ) | (9 | ) | (2.5 | ) | ||||||||
| (1,963,800) | SEVEN BANK LTD | (3,812 | ) | 0 | (2.5 | ) | |||||||||
| (18,347) | SWATCH GROUP I | (3,804 | ) | (1,266 | ) | (2.5 | ) | ||||||||
| (875,528) | BANK OF QUEENSLAND LTD | (3,773 | ) | (406 | ) | (2.5 | ) | ||||||||
| (2,724,961) | TAYLOR WIMPEY PLC | (3,714 | ) | (541 | ) | (2.4 | ) | ||||||||
| (391,500) | SG HOLDINGS CO LTD | (3,694 | ) | (2 | ) | (2.4 | ) | ||||||||
| SEI Institutional Investments Trust | 119 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) |
Value (Thousands) | Percentage of Basket | |||||||||||
| (349,000) | NAGOYA RAILROAD CO LTD | $ | (3,657 | ) | $ | (3 | ) | (2.4 | )% | ||||||
| (251,900) | ACERINOX S.A. | (3,579 | ) | (605 | ) | (2.3 | ) | ||||||||
| (1,420,960) | ENDEAVOUR GROUP LTD/AUSTRALIA | (3,544 | ) | (280 | ) | (2.3 | ) | ||||||||
| (3,123,000) | MAPLETREE PAN ASIA COMMERCIAL | (3,490 | ) | 4 | (2.3 | ) | |||||||||
| (51,622) | FISCHER N | (3,461 | ) | 268 | (2.3 | ) | |||||||||
| (103,378) | AALBERTS NV | (3,453 | ) | (970 | ) | (2.3 | ) | ||||||||
| (147,200) | FUJI CORP | (3,388 | ) | (15 | ) | (2.2 | ) | ||||||||
| (103,950) | SGH LTD | (3,187 | ) | (179 | ) | (2.1 | ) | ||||||||
| (301,900) | BIC CAMERA INC | (3,143 | ) | (2 | ) | (2.1 | ) | ||||||||
| (132,103) | RAMSAY HEALTH CARE LTD | (3,106 | ) | (662 | ) | (2.0 | ) | ||||||||
| (532,300) | UNICHARM CORP | (3,079 | ) | (3 | ) | (2.0 | ) | ||||||||
| (317,300) | ASMPT | (3,066 | ) | (187 | ) | (2.0 | ) | ||||||||
| (275,900) | ODAKYU ELECTRIC RAILWAY CO LTD | (3,063 | ) | (1 | ) | (2.0 | ) | ||||||||
| (41,506) | MIZRAHI TEFAHOT BANK LTD | (3,055 | ) | (10 | ) | (2.0 | ) | ||||||||
| (165,104) | BORALEX CL A | (3,017 | ) | (252 | ) | (2.0 | ) | ||||||||
| (18,512) | BOYD GROUP SERVICES INC | (2,999 | ) | (158 | ) | (2.0 | ) | ||||||||
| (290,000) | KURARAY CO LTD | (2,972 | ) | (3 | ) | (1.9 | ) | ||||||||
| (23,090) | BCV N | (2,821 | ) | (909 | ) | (1.8 | ) | ||||||||
| (76,311) | RANDSTAD NV | (2,778 | ) | 335 | (1.8 | ) | |||||||||
| (468,178) | QINETIQ GROUP PLC | (2,733 | ) | (599 | ) | (1.8 | ) | ||||||||
| (565,867) | BARRATT REDROW PLC | (2,723 | ) | (49 | ) | (1.8 | ) | ||||||||
| (102,984) | VEND MARKETPLACES ASA | (2,705 | ) | 14 | (1.8 | ) | |||||||||
| (199,793) | NORTHLAND POWER INC | (2,699 | ) | (376 | ) | (1.8 | ) | ||||||||
| (1,229,977) | B&M EUROPEAN VALUE RETAIL SA | (2,697 | ) | (643 | ) | (1.8 | ) | ||||||||
| (2,964,000) | HK & CHINA GAS | (2,689 | ) | (23 | ) | (1.8 | ) | ||||||||
| (143,400) | GOLDWIN INC | (2,684 | ) | 3 | (1.8 | ) | |||||||||
| (5,936) | BUCHER N | (2,660 | ) | (354 | ) | (1.7 | ) | ||||||||
| (1,070,400) | SANDS CHINA LTD | (2,643 | ) | 30 | (1.7 | ) | |||||||||
| (62,907) | WISETECH GLOBAL LTD | (2,632 | ) | 367 | (1.7 | ) | |||||||||
| (65,760) | ARCADIS | (2,618 | ) | 363 | (1.7 | ) | |||||||||
| (265,100) | SYSMEX CORP | (2,610 | ) | 1 | (1.7 | ) | |||||||||
| (156,944) | AMPLIFON | (2,535 | ) | 124 | (1.7 | ) | |||||||||
| (33,030) | JULIUS BAER N | (2,526 | ) | (357 | ) | (1.7 | ) | ||||||||
| (118,300) | HU GROUP HOLDINGS INC | (2,512 | ) | 0 | (1.6 | ) | |||||||||
| (205,300) | AMADA CO LTD | (2,509 | ) | (6 | ) | (1.6 | ) | ||||||||
| (39,300) | GMO PAYMENT GATEWAY INC | (2,479 | ) | 3 | (1.6 | ) | |||||||||
| (107,564) | NGEX MINERALS LTD | (2,464 | ) | (16 | ) | (1.6 | ) | ||||||||
| (31,277) | ONEX CORP | (2,460 | ) | 105 | (1.6 | ) | |||||||||
| (233,700) | TAKARA HOLDINGS INC | (2,448 | ) | 0 | (1.6 | ) | |||||||||
| (269,500) | RICOH CO LTD | (2,410 | ) | (1 | ) | (1.6 | ) | ||||||||
| (216,250) | BREMBO N.V. | (2,372 | ) | (214 | ) | (1.6 | ) | ||||||||
| (75,595) | SOLVAY | (2,360 | ) | (186 | ) | (1.5 | ) | ||||||||
| (70,926) | OPEN TEXT CORP | (2,346 | ) | 442 | (1.5 | ) | |||||||||
| (2,213,207) | XINYI GLASS | (2,343 | ) | (75 | ) | (1.5 | ) | ||||||||
| (26,507) | COLOPLAST B | (2,341 | ) | 49 | (1.5 | ) | |||||||||
| (1,526) | BARRY CALLEBAUT | (2,314 | ) | (1,274 | ) | (1.5 | ) | ||||||||
| (2,293,700) | BUD APAC | (2,308 | ) | 4 | (1.5 | ) | |||||||||
| (115,600) | STANLEY ELECTRIC CO LTD | (2,299 | ) | (1 | ) | (1.5 | ) | ||||||||
| (733,000) | WHARF REIC | (2,296 | ) | (51 | ) | (1.5 | ) | ||||||||
| (182,763) | SIG Group AG | (2,287 | ) | (875 | ) | (1.5 | ) | ||||||||
| (90,900) | TAIHEIYO CEMENT CORP | (2,267 | ) | (2 | ) | (1.5 | ) | ||||||||
| (42,417) | BROOKFIELD ASSET MGMT | (2,259 | ) | 199 | (1.5 | ) | |||||||||
| (32,630) | EVOLUTION | (2,231 | ) | 29 | (1.5 | ) | |||||||||
| (37,097) | SALMAR ASA | (2,226 | ) | 2 | (1.5 | ) | |||||||||
| (978,500) | YUE YUEN IND | (2,222 | ) | (11 | ) | (1.5 | ) | ||||||||
| (24,412) | IMCD AIW | (2,200 | ) | (155 | ) | (1.4 | ) | ||||||||
| (40,841) | LUNDBERGFRETAGEN B | (2,198 | ) | (52 | ) | (1.4 | ) | ||||||||
| (81,594) | FDJ UNITED | (2,196 | ) | (315 | ) | (1.4 | ) | ||||||||
| (80,370) | UOB LTD | (2,168 | ) | (132 | ) | (1.4 | ) | ||||||||
| (53,647) | APERAM | (2,157 | ) | (795 | ) | (1.4 | ) | ||||||||
| (215,314) | FUGRO CERT | (2,149 | ) | (672 | ) | (1.4 | ) | ||||||||
| (330,700) | THE CHUGOKU ELECTRIC POWER CO INC | (2,118 | ) | (1 | ) | (1.4 | ) | ||||||||
| 120 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional
Amount (Thousands) |
Value (Thousands) | Percentage of Basket | |||||||||||
| (7,878) | COMET HOLDINGS | $ | (2,104 | ) | $ | (1,209 | ) | (1.4 | )% | ||||||
| (1,602,300) | SPARK NEW ZEALAND LTD | (2,101 | ) | (46 | ) | (1.4 | ) | ||||||||
| (281,592) | FAST. BALDER B | (2,086 | ) | (3 | ) | (1.4 | ) | ||||||||
| (46,986) | VOPAK NV | (2,074 | ) | (577 | ) | (1.4 | ) | ||||||||
| (19,744) | ICON PLC | (2,072 | ) | (62 | ) | (1.4 | ) | ||||||||
| (41,943) | BAKKAFROST | (2,070 | ) | 8 | (1.4 | ) | |||||||||
| (383,800) | OJI HOLDINGS CORP | (2,058 | ) | (2 | ) | (1.3 | ) | ||||||||
| (31,221) | LANDIS GYR GROUP AG | (2,042 | ) | (109 | ) | (1.3 | ) | ||||||||
| (104,446) | HENNES & MAURITZ B | (2,029 | ) | (21 | ) | (1.3 | ) | ||||||||
| (464,000) | TOKAI TOKYO FINANCIAL HOLDINGS INC | (2,025 | ) | (3 | ) | (1.3 | ) | ||||||||
| (136,300) | KOITO MFG CO LTD | (2,023 | ) | (3 | ) | (1.3 | ) | ||||||||
| (846,700) | WILMAR INTL | (2,011 | ) | (263 | ) | (1.3 | ) | ||||||||
| (75,653) | PUMA SE | (2,004 | ) | (124 | ) | (1.3 | ) | ||||||||
| (36,552) | DR ING HC F PORSCHE AG | (1,991 | ) | 254 | (1.3 | ) | |||||||||
| (71,200) | SUMITOMO HEAVY IND LTD | (1,982 | ) | (5 | ) | (1.3 | ) | ||||||||
| (33,242) | SEB | (1,977 | ) | (67 | ) | (1.3 | ) | ||||||||
| (123,887) | MAGNUM ICE CREAM CO NV | (1,967 | ) | 2 | (1.3 | ) | |||||||||
| (125,779) | EVONIK INDUSTR | (1,944 | ) | (282 | ) | (1.3 | ) | ||||||||
| (83,485) | SIGNIFY NV | (1,943 | ) | (1 | ) | (1.3 | ) | ||||||||
| (61,536) | RUSSEL METAL | (1,939 | ) | (173 | ) | (1.3 | ) | ||||||||
| (195,231) | NEXTDC LTD | (1,933 | ) | 1 | (1.3 | ) | |||||||||
| (175,000) | HAMAMATSU PHOTONICS KK | (1,933 | ) | (2 | ) | (1.3 | ) | ||||||||
| (71,300) | THK CO LTD | (1,922 | ) | (4 | ) | (1.3 | ) | ||||||||
| (85,931) | MEDIOBANCA | (1,919 | ) | 54 | (1.3 | ) | |||||||||
| (86,391) | LABRADOR IRON ORE ROYALTY CORP | (1,917 | ) | (51 | ) | (1.3 | ) | ||||||||
| (67,136) | SOUTH BOW CORP | (1,884 | ) | (217 | ) | (1.2 | ) | ||||||||
| (78,539) | THULE GROUP | (1,876 | ) | (18 | ) | (1.2 | ) | ||||||||
| (491,737) | PLAYTECH PLC | (1,875 | ) | (604 | ) | (1.2 | ) | ||||||||
| (86,400) | CKD CORP | (1,875 | ) | (8 | ) | (1.2 | ) | ||||||||
| (15,713) | CEMBRA MONEY BANK AG | (1,874 | ) | (192 | ) | (1.2 | ) | ||||||||
| (166,100) | KUMAGAI GUMI CO LTD | (1,874 | ) | (2 | ) | (1.2 | ) | ||||||||
| (43,300) | NICHIAS CORP | (1,866 | ) | (5 | ) | (1.2 | ) | ||||||||
| (43,100) | ULVAC INC | (1,856 | ) | (7 | ) | (1.2 | ) | ||||||||
| (31,683) | BRENNTAG SE | (1,853 | ) | (107 | ) | (1.2 | ) | ||||||||
| (64,948) | SEABRIDGE GOLD INC | (1,853 | ) | (509 | ) | (1.2 | ) | ||||||||
| (195,285) | HEXPOL B | (1,832 | ) | 18 | (1.2 | ) | |||||||||
| (111,000) | SEGA SAMMY HOLDINGS INC | (1,808 | ) | 0 | (1.2 | ) | |||||||||
| (221,500) | TODA CORP | (1,794 | ) | (3 | ) | (1.2 | ) | ||||||||
| (289,361) | COLONIAL SFL ORD | (1,783 | ) | (185 | ) | (1.2 | ) | ||||||||
| (165,851) | CHOICE PROPERTIES REIT | (1,779 | ) | (118 | ) | (1.2 | ) | ||||||||
| (151,621) | MONDI PLC | (1,777 | ) | (26 | ) | (1.2 | ) | ||||||||
| (135,100) | KOBE STEEL LTD | (1,763 | ) | (1 | ) | (1.2 | ) | ||||||||
| (37,083) | METHANEX CORP | (1,763 | ) | (77 | ) | (1.2 | ) | ||||||||
| (817,794) | METCASH LTD | (1,762 | ) | (142 | ) | (1.2 | ) | ||||||||
| (1,116,000) | UNITED LAB | (1,755 | ) | (11 | ) | (1.1 | ) | ||||||||
| (140,827) | SECURE WASTE INFRASTRUCTURE CO | (1,752 | ) | (147 | ) | (1.1 | ) | ||||||||
| (83,600) | KADOKAWA CORP | (1,712 | ) | 1 | (1.1 | ) | |||||||||
| (671,254) | BT GROUP PLC | (1,663 | ) | (409 | ) | (1.1 | ) | ||||||||
| (47,100) | KOSE HOLDINGS CORP | (1,651 | ) | (1 | ) | (1.1 | ) | ||||||||
| (14,913) | BEIERSDORF | (1,649 | ) | (278 | ) | (1.1 | ) | ||||||||
| (191,270) | NEXGEN ENERGY LTD | (1,648 | ) | (573 | ) | (1.1 | ) | ||||||||
| (1,040,500) | MAPLETREE INDUSTRIAL TRUST | (1,639 | ) | (25 | ) | (1.1 | ) | ||||||||
| (29,161) | TBC BANK GROUP PLC | (1,526 | ) | (475 | ) | (1.0 | ) | ||||||||
| SEI Institutional Investments Trust | 121 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
World Equity Ex-US Fund (Concluded)
| Percentages are based on Net Assets of $9,272,629 ($ Thousands). | |
| ‡ | Real Estate Investment Trust. |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | No interest rate available. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized
Gain (Loss) | Change
in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 94,585 | $ | 1,082,596 | $ | (1,069,709 | ) | $ | — | $ | — | $ | 107,472 | $ | 3,014 | $ | 1 | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 122 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 95.1% | ||||||||
| Australia — 2.4% | ||||||||
| Communication Services — 0.0% | ||||||||
| Hipages Group Holdings Ltd * | 27,014 | $ | 16 | |||||
| Consumer Discretionary — 0.0% | ||||||||
| Harvey Norman Holdings Ltd | 15,113 | 62 | ||||||
| Health Care — 0.1% | ||||||||
| Cogstate Ltd | 75,820 | 124 | ||||||
| Pro Medicus Ltd | 450 | 41 | ||||||
| 165 | ||||||||
| Industrials — 0.7% | ||||||||
| Brambles Ltd | 5,990 | 107 | ||||||
| Computershare Ltd | 22,111 | 488 | ||||||
| Dalrymple Bay Infrastructure Ltd | 17,100 | 63 | ||||||
| DroneShield Ltd * | 27,963 | 72 | ||||||
| Fleetwood Ltd | 27,962 | 43 | ||||||
| GenusPlus Group Ltd | 13,878 | 77 | ||||||
| Qube Holdings Ltd | 16,581 | 59 | ||||||
| Shape Australia Pty Ltd | 27,384 | 130 | ||||||
| SKS Technologies Group Ltd | 32,562 | 103 | ||||||
| 1,142 | ||||||||
| Information Technology — 0.1% | ||||||||
| Codan Ltd | 3,284 | 83 | ||||||
| Materials — 1.3% | ||||||||
| Anglogold Ashanti PLC | 564 | 72 | ||||||
| Beacon Minerals Ltd | 4,073 | 12 | ||||||
| BHP Group Ltd | 8,379 | 340 | ||||||
| Capral Ltd | 8,819 | 82 | ||||||
| Evolution Mining Ltd | 15,600 | 185 | ||||||
| Fortescue Ltd | 7,677 | 115 | ||||||
| GR Engineering Services Ltd | 28,404 | 103 | ||||||
| Grange Resources Ltd * | 146,854 | 24 | ||||||
| Macmahon Holdings Ltd | 286,343 | 152 | ||||||
| MLG OZ Ltd | 10,369 | 8 | ||||||
| Northern Star Resources Ltd | 8,022 | 176 | ||||||
| Orica Ltd | 8,225 | 143 | ||||||
| Perenti Ltd | 11,050 | 19 | ||||||
| Ramelius Resources Ltd | 25,273 | 83 | ||||||
| Rio Tinto Ltd | 5,019 | 598 | ||||||
| Tribune Resources Ltd | 4,850 | 22 | ||||||
| Vault Minerals Ltd * | 15,024 | 63 | ||||||
| 2,197 | ||||||||
| Real Estate — 0.2% | ||||||||
| Charter Hall Group ‡ | 8,519 | 134 | ||||||
| Scentre Group ‡ | 33,009 | 90 | ||||||
| Servcorp Ltd | 19,441 | 109 | ||||||
| 333 | ||||||||
| Total Australia | 3,998 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Austria — 0.5% | ||||||||
| Financials — 0.1% | ||||||||
| Erste Group Bank AG | 1,166 | $ | 139 | |||||
| Industrials — 0.1% | ||||||||
| Porr Ag | 2,068 | 95 | ||||||
| Strabag SE | 389 | 44 | ||||||
| Zumtobel Group AG | 6,913 | 34 | ||||||
| 173 | ||||||||
| Materials — 0.3% | ||||||||
| AMAG Austria Metall AG | 278 | 10 | ||||||
| Mondi PLC | 39,093 | 466 | ||||||
| 476 | ||||||||
| Total Austria | 788 | |||||||
| Belgium — 0.5% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| What's Cooking BV | 102 | 17 | ||||||
| Financials — 0.1% | ||||||||
| Groupe Bruxelles Lambert NV | 867 | 87 | ||||||
| Health Care — 0.1% | ||||||||
| UCB SA | 714 | 214 | ||||||
| Industrials — 0.0% | ||||||||
| Jensen-Group NV | 170 | 14 | ||||||
| Moury Construct SA | 24 | 20 | ||||||
| 34 | ||||||||
| Materials — 0.3% | ||||||||
| Syensqo SA | 5,181 | 295 | ||||||
| Umicore SA | 10,461 | 223 | ||||||
| Viohalco SA | 419 | 8 | ||||||
| 526 | ||||||||
| Total Belgium | 878 | |||||||
| Brazil — 2.3% | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Ambev SA | 434,341 | 1,378 | ||||||
| Financials — 0.7% | ||||||||
| Banco do Brasil SA | 215,739 | 1,137 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 3,203 | 48 | ||||||
| 1,185 | ||||||||
| Health Care — 0.0% | ||||||||
| Profarma Distribuidora de Produtos Farmaceuticos SA (Brazil) | 18,000 | 32 | ||||||
| Information Technology — 0.3% | ||||||||
| Allied Tecnologia SA | 7,600 | 11 | ||||||
| TOTVS SA | 66,700 | 492 | ||||||
| 503 | ||||||||
| SEI Institutional Investments Trust | 123 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.3% | ||||||||
| Vale SA | 11,600 | $ | 200 | |||||
| Wheaton Precious Metals Corp | 1,171 | 191 | ||||||
| 391 | ||||||||
| Utilities — 0.2% | ||||||||
| Axia Energia | 10,200 | 123 | ||||||
| Cia de Saneamento Basico do Estado de | ||||||||
| Sao Paulo SABESP | 2,780 | 83 | ||||||
| Eneva SA * | 35,000 | 145 | ||||||
| 351 | ||||||||
| Total Brazil | 3,840 | |||||||
| Canada — 6.4% | ||||||||
| Communication Services — 0.2% | ||||||||
| Quebecor Inc, Cl B | 6,163 | 255 | ||||||
| Consumer Discretionary — 1.2% | ||||||||
| Aritzia Inc * | 2,592 | 230 | ||||||
| D2L Inc * | 3,329 | 24 | ||||||
| Dollarama Inc | 3,696 | 544 | ||||||
| Dorel Industries Inc, Cl B * | 5,541 | 7 | ||||||
| Gamehost Inc | 1,300 | 11 | ||||||
| Linamar Corp | 1,153 | 79 | ||||||
| Magna International Inc, Cl A | 16,904 | 1,066 | ||||||
| Reitmans Canada Ltd, Cl A * | 11,197 | 17 | ||||||
| 1,978 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Canada Packers Inc | 5,200 | 72 | ||||||
| Energy — 0.4% | ||||||||
| Enerflex Ltd | 4,149 | 93 | ||||||
| Hemisphere Energy Corp | 79,161 | 133 | ||||||
| Rubellite Energy Inc * | 10,700 | 22 | ||||||
| Source Energy Services Ltd * | 10,640 | 130 | ||||||
| Spartan Delta Corp * | 8,522 | 68 | ||||||
| Suncor Energy Inc | 3,682 | 208 | ||||||
| Total Energy Services Inc | 7,500 | 100 | ||||||
| 754 | ||||||||
| Financials — 2.1% | ||||||||
| Bank of Nova Scotia/The | 8,337 | 633 | ||||||
| Canadian Imperial Bank of Commerce | 8,935 | 903 | ||||||
| iA Financial Corp Inc | 1,881 | 214 | ||||||
| Manulife Financial Corp | 4,164 | 148 | ||||||
| National Bank of Canada | 1,200 | 167 | ||||||
| Royal Bank of Canada | 2,546 | 426 | ||||||
| Sprott Inc | 681 | 110 | ||||||
| TMX Group Ltd | 2,197 | 74 | ||||||
| Toronto-Dominion Bank/The | 7,665 | 747 | ||||||
| 3,422 | ||||||||
| Health Care — 0.1% | ||||||||
| Extendicare Inc | 4,156 | 81 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| HLS Therapeutics Inc * | 2,600 | $ | 8 | |||||
| Knight Therapeutics Inc * | 14,700 | 68 | ||||||
| 157 | ||||||||
| Industrials — 0.7% | ||||||||
| Air Canada, Cl B * | 4,600 | 69 | ||||||
| Badger Infrastructure Solutions Ltd | 1,018 | 54 | ||||||
| Element Fleet Management Corp | 4,982 | 119 | ||||||
| Finning International Inc | 1,784 | 120 | ||||||
| Toromont Industries Ltd | 5,384 | 836 | ||||||
| Wajax Corp | 983 | 23 | ||||||
| 1,221 | ||||||||
| Information Technology — 0.3% | ||||||||
| Celestica Inc * | 314 | 87 | ||||||
| Enghouse Systems Ltd | 2,145 | 28 | ||||||
| Kinaxis Inc * | 860 | 81 | ||||||
| Shopify Inc, Cl A * | 1,622 | 196 | ||||||
| Thinkific Labs Inc * | 21,200 | 29 | ||||||
| Vecima Networks Inc | 1,000 | 9 | ||||||
| 430 | ||||||||
| Materials — 1.1% | ||||||||
| 5N Plus Inc * | 3,971 | 86 | ||||||
| Agnico Eagle Mines Ltd | 1,594 | 400 | ||||||
| CCL Industries Inc, Cl B | 2,050 | 143 | ||||||
| Centerra Gold Inc, Cl Common Subs. Receipt | 20,200 | 425 | ||||||
| Dynacor Group Inc | 3,132 | 16 | ||||||
| Fortuna Mining Corp * | 5,700 | 78 | ||||||
| Franco-Nevada Corp | 633 | 177 | ||||||
| Kinross Gold Corp | 6,949 | 257 | ||||||
| Lundin Gold Inc | 828 | 78 | ||||||
| Monument Mining Ltd | 174,471 | 157 | ||||||
| Nutrien Ltd | 911 | 68 | ||||||
| 1,885 | ||||||||
| Real Estate — 0.1% | ||||||||
| Colliers International Group Inc | 692 | 82 | ||||||
| Melcor Developments Ltd | 2,800 | 36 | ||||||
| 118 | ||||||||
| Utilities — 0.2% | ||||||||
| Atco Ltd/Canada, Cl I | 1,928 | 92 | ||||||
| Emera Inc | 5,859 | 305 | ||||||
| 397 | ||||||||
| Total Canada | 10,689 | |||||||
| Chile — 0.1% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Falabella SA | 12,926 | 96 | ||||||
| Industrials — 0.0% | ||||||||
| Latam Airlines Group SA | 2,169,785 | 61 | ||||||
| Total Chile | 157 | |||||||
| 124 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| China — 5.4% | ||||||||
| Communication Services — 1.4% | ||||||||
| Archosaur Games Inc * | 258,000 | $ | 48 | |||||
| Autohome Inc, Cl A | 1,500 | 7 | ||||||
| Baidu Inc, Cl A * | 23,150 | 360 | ||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 900 | 55 | ||||||
| Homeland Interactive Technology Ltd * | 54,000 | 9 | ||||||
| JOYY Inc ADR | 1,171 | 70 | ||||||
| Linmon Media Ltd * | 34,300 | 14 | ||||||
| NetEase Inc | 3,000 | 68 | ||||||
| Tencent Holdings Ltd | 24,600 | 1,619 | ||||||
| Tongdao Liepin Group | 38,600 | 16 | ||||||
| Zhejiang Century Huatong Group Co Ltd, Cl A * | 20,700 | 55 | ||||||
| 2,321 | ||||||||
| Consumer Discretionary — 1.9% | ||||||||
| Aerospace Hi-Tech Holdings Grp Ltd, Cl A * | 15,100 | 59 | ||||||
| Alibaba Group Holding Ltd | 50,600 | 916 | ||||||
| Best Pacific International Holdings Ltd | 118,000 | 50 | ||||||
| China Xinhua Education Group Ltd * | 122,000 | 9 | ||||||
| Cosmo Lady China Holdings Co Ltd | 378,000 | 17 | ||||||
| Essence Fastening Systems Shanghai Co Ltd, Cl A | 2,634 | 68 | ||||||
| Haier Smart Home Co Ltd, Cl A | 221,600 | 753 | ||||||
| Jiangnan Mould and Plastic Technology Co Ltd, Cl A | 29,200 | 59 | ||||||
| Maoye Commercial Co Ltd, Cl A * | 62,700 | 58 | ||||||
| Midea Group Co Ltd, Cl A | 10,500 | 120 | ||||||
| Minth Group Ltd | 12,000 | 67 | ||||||
| PDD Holdings Inc ADR * | 618 | 64 | ||||||
| Pop Mart International Group Ltd | 2,400 | 71 | ||||||
| Prosus NV | 2,813 | 144 | ||||||
| Q P Group Holdings Ltd | 62,000 | 9 | ||||||
| Shenzhou International Group Holdings Ltd | 23,300 | 187 | ||||||
| Vipshop Holdings Ltd ADR | 12,106 | 211 | ||||||
| Wanxiang Qianchao Co Ltd, Cl A | 52,800 | 155 | ||||||
| Xiabuxiabu Catering Management China Holdings Co Ltd * | 262,500 | 25 | ||||||
| XJ International Holdings Co Ltd * | 480,000 | 11 | ||||||
| Zhejiang Sling Intelligent Drive Group Co Ltd | 2,400 | 59 | ||||||
| 3,112 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Eastroc Beverage Group Co Ltd, Cl A | 1,710 | 60 | ||||||
| Natural Food International Holding Ltd | 296,000 | 41 | ||||||
| Nongfu Spring Co Ltd, Cl H | 9,200 | 56 | ||||||
| Shenguan Holdings Group Ltd | 1,030,572 | 33 | ||||||
| Yantai China Pet Foods Co Ltd, Cl A | 8,000 | 55 | ||||||
| Zhou Hei Ya International Holdings Co Ltd | 162,000 | 32 | ||||||
| 277 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Energy — 0.0% | ||||||||
| Anton Oilfield Services Group/Hong Kong | 492,000 | $ | 78 | |||||
| Zhejiang Akcome New Energy Technology Co Ltd * | 92,600 | – | ||||||
| 78 | ||||||||
| Financials — 0.5% | ||||||||
| Bank of Gansu Co Ltd, Cl H * | 628,000 | 20 | ||||||
| BOC Hong Kong Holdings Ltd | 17,500 | 100 | ||||||
| China Merchants Bank Co Ltd, Cl H | 92,500 | 575 | ||||||
| Industrial Securities Co Ltd, Cl A | 53,400 | 53 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 9,000 | 78 | ||||||
| Qfin Holdings Inc ADR | 426 | 6 | ||||||
| 832 | ||||||||
| Health Care — 0.1% | ||||||||
| Innovent Biologics Inc * | 6,500 | 71 | ||||||
| Shanghai Allist Pharmaceuticals Co Ltd, Cl A | 940 | 13 | ||||||
| Yonghe Medical Group Co Ltd, Cl H * | 48,500 | 12 | ||||||
| Zhongzhi Pharmaceutical Holdings Ltd | 69,000 | 7 | ||||||
| 103 | ||||||||
| Industrials — 0.3% | ||||||||
| China Boqi Environmental Holding Co Ltd | 121,000 | 15 | ||||||
| EVA Precision Industrial Holdings Ltd | 148,000 | 17 | ||||||
| Fujian Snowman Group Co Ltd, Cl A * | 23,599 | 73 | ||||||
| Shandong Himile Mechanical Science & Technology Co Ltd, Cl A | 9,400 | 132 | ||||||
| TK Group Holdings Ltd | 290,374 | 93 | ||||||
| Xingye Alloy Materials Group Ltd * | 57,569 | 7 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 14,900 | 51 | ||||||
| Zhejiang Rongtai Electric Material Co Ltd, Cl A | 5,200 | 70 | ||||||
| 458 | ||||||||
| Information Technology — 0.1% | ||||||||
| Anji Microelectronics Technology Shanghai Co Ltd, Cl A | 2,245 | 88 | ||||||
| Foxconn Industrial Internet Co Ltd, Cl A | 7,500 | 61 | ||||||
| Victory Giant Technology Huizhou Co Ltd, Cl A | 1,200 | 53 | ||||||
| Zhongji Innolight Co Ltd, Cl A | 700 | 54 | ||||||
| 256 | ||||||||
| Materials — 0.4% | ||||||||
| China Hongqiao Group Ltd | 12,000 | 54 | ||||||
| CMOC Group Ltd, Cl H | 24,000 | 74 | ||||||
| Hunan Kaimeite Gases Co Ltd, Cl A * | 18,900 | 59 | ||||||
| Jiangxi Copper Co Ltd, Cl H | 12,000 | 70 | ||||||
| Lee & Man Chemical Co Ltd | 34,000 | 27 | ||||||
| Shanghai Shunho New Materials Technology Co Ltd, Cl A | 22,098 | 53 | ||||||
| Swancor Advanced Materials Co Ltd, Cl A | 4,118 | 73 | ||||||
| Tiande Chemical Holdings Ltd | 76,000 | 15 | ||||||
| SEI Institutional Investments Trust | 125 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zhejiang NHU Co Ltd, Cl A | 12,000 | $ | 55 | |||||
| Zijin Mining Group Co Ltd, Cl H | 32,000 | 183 | ||||||
| 663 | ||||||||
| Real Estate — 0.5% | ||||||||
| China Overseas Land & Investment Ltd | 429,500 | 785 | ||||||
| E-Star Commercial Management Co Ltd | 262,000 | 47 | ||||||
| New Hope Service Holdings Ltd | 73,000 | 18 | ||||||
| 850 | ||||||||
| Utilities — 0.0% | ||||||||
| Beijing Enterprises Holdings Ltd | 12,000 | 54 | ||||||
| Total China | 9,004 | |||||||
| Denmark — 1.7% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Pandora A/S | 5,493 | 434 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Scandinavian Tobacco Group A/S | 30,644 | 502 | ||||||
| Financials — 0.4% | ||||||||
| Danske Bank A/S | 12,624 | 658 | ||||||
| Health Care — 0.8% | ||||||||
| ALK-Abello A/S * | 2,062 | 72 | ||||||
| Bavarian Nordic A/S * | 1,136 | 35 | ||||||
| Coloplast A/S, Cl B | 4,600 | 356 | ||||||
| Genmab A/S * | 138 | 41 | ||||||
| Novo Nordisk A/S, Cl B | 20,570 | 777 | ||||||
| 1,281 | ||||||||
| Information Technology — 0.0% | ||||||||
| RTX A/S * | 2,057 | 33 | ||||||
| Total Denmark | 2,908 | |||||||
| Finland — 1.0% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Atria Oyj, Cl A | 2,783 | 59 | ||||||
| HKFoods Oyj, Cl A | 29,989 | 67 | ||||||
| 126 | ||||||||
| Energy — 0.0% | ||||||||
| Neste Oyj | 2,421 | 60 | ||||||
| Financials — 0.1% | ||||||||
| Mandatum Oyj | 4,181 | 34 | ||||||
| Multitude AG | 2,931 | 22 | ||||||
| Sampo Oyj, Cl A | 6,514 | 72 | ||||||
| 128 | ||||||||
| Industrials — 0.1% | ||||||||
| Consti Oyj | 439 | 6 | ||||||
| GRK Infra Oyj * | 3,131 | 49 | ||||||
| Kreate Group Oyj | 1,560 | 26 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Raute Oyj, Cl A | 2,246 | $ | 38 | |||||
| 119 | ||||||||
| Information Technology — 0.7% | ||||||||
| Nokia Oyj | 68,941 | 529 | ||||||
| Nokia Oyj ADR | 81,948 | 633 | ||||||
| Scanfil Oyj | 1,357 | 18 | ||||||
| 1,180 | ||||||||
| Total Finland | 1,613 | |||||||
| France — 5.1% | ||||||||
| Communication Services — 0.3% | ||||||||
| NRJ Group | 757 | 6 | ||||||
| Publicis Groupe SA | 4,648 | 414 | ||||||
| 420 | ||||||||
| Consumer Discretionary — 1.4% | ||||||||
| Accor SA | 5,224 | 303 | ||||||
| AKWEL SADIR | 2,652 | 23 | ||||||
| Cie Generale des Etablissements Michelin SCA | 22,281 | 900 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE | 950 | 607 | ||||||
| Sodexo SA | 9,848 | 539 | ||||||
| Vente-Unique.Com SA | 286 | 5 | ||||||
| 2,377 | ||||||||
| Financials — 0.9% | ||||||||
| ABC arbitrage | 639 | 4 | ||||||
| Amundi SA | 4,226 | 403 | ||||||
| BNP Paribas SA | 4,852 | 545 | ||||||
| Caisse Regionale de Credit Agricole Mutuel Nord de France | 716 | 23 | ||||||
| Societe Generale SA | 5,417 | 469 | ||||||
| VIEL & Cie SA | 4,146 | 84 | ||||||
| 1,528 | ||||||||
| Health Care — 0.6% | ||||||||
| Cegedim SA * | 2,322 | 29 | ||||||
| EssilorLuxottica SA | 2,071 | 548 | ||||||
| Ipsen SA | 1,615 | 315 | ||||||
| Vetoquinol SA | 289 | 29 | ||||||
| 921 | ||||||||
| Industrials — 1.5% | ||||||||
| Rexel SA | 18,234 | 789 | ||||||
| Societe BIC SA | 5,921 | 380 | ||||||
| Synergie SE | 476 | 16 | ||||||
| Teleperformance SE | 22,124 | 1,337 | ||||||
| 2,522 | ||||||||
| Information Technology — 0.0% | ||||||||
| Infotel SA | 580 | 25 | ||||||
| Quadient SA | 4 | – | ||||||
| 25 | ||||||||
| 126 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.4% | ||||||||
| Arkema SA | 8,405 | $ | 612 | |||||
| Utilities — 0.0% | ||||||||
| Electricite de Strasbourg SA | 113 | 29 | ||||||
| Total France | 8,434 | |||||||
| Germany — 6.2% | ||||||||
| Communication Services — 0.3% | ||||||||
| Bastei Luebbe AG | 2,568 | 21 | ||||||
| Scout24 SE | 5,862 | 498 | ||||||
| 519 | ||||||||
| Consumer Discretionary — 1.3% | ||||||||
| Aumovio SE * | 10,143 | 503 | ||||||
| Auto1 Group SE * | 1,597 | 32 | ||||||
| Continental AG | 11,611 | 1,000 | ||||||
| Jumia Technologies AG ADR * | 759 | 6 | ||||||
| Mercedes-Benz Group AG | 6,568 | 454 | ||||||
| Westwing Group SE * | 3,339 | 71 | ||||||
| Zeal Network SE | 239 | 14 | ||||||
| 2,080 | ||||||||
| Financials — 0.3% | ||||||||
| Allianz SE | 65 | 29 | ||||||
| Baader Bank AG | 1,079 | 9 | ||||||
| Commerzbank AG | 1,858 | 76 | ||||||
| Deutsche Bank AG | 6,668 | 236 | ||||||
| DWS Group GmbH & Co KGaA | 780 | 55 | ||||||
| flatexDEGIRO SE | 3,266 | 118 | ||||||
| 523 | ||||||||
| Health Care — 1.1% | ||||||||
| Bayer AG | 23,242 | 1,149 | ||||||
| Fresenius Medical Care AG | 14,135 | 658 | ||||||
| Limes Schlosskliniken AG * | 13 | 8 | ||||||
| 1,815 | ||||||||
| Industrials — 1.5% | ||||||||
| Daimler Truck Holding AG | 19,871 | 1,002 | ||||||
| Deutz AG | 9,862 | 145 | ||||||
| GEA Group AG | 2,396 | 185 | ||||||
| HOCHTIEF AG | 323 | 156 | ||||||
| Knorr-Bremse AG | 1,398 | 183 | ||||||
| KSB SE & Co KGaA | 47 | 63 | ||||||
| MBB SE | 719 | 173 | ||||||
| Nordex SE * | 2,017 | 102 | ||||||
| Rational AG | 657 | 569 | ||||||
| 2,578 | ||||||||
| Information Technology — 0.5% | ||||||||
| Basler AG * | 970 | 18 | ||||||
| Init Innovation in Traffic Systems SE | 175 | 9 | ||||||
| Nemetschek SE | 1,344 | 107 | ||||||
| SAP SE | 3,396 | 682 | ||||||
| 816 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 1.1% | ||||||||
| Aurubis AG | 486 | $ | 98 | |||||
| BASF SE | 19,497 | 1,116 | ||||||
| Evonik Industries AG | 32,927 | 572 | ||||||
| thyssenkrupp AG | 2,404 | 30 | ||||||
| 1,816 | ||||||||
| Utilities — 0.1% | ||||||||
| E.ON SE | 5,659 | 131 | ||||||
| Total Germany | 10,278 | |||||||
| Greece — 0.3% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| OPAP Holding SA | 11,295 | 211 | ||||||
| Energy — 0.1% | ||||||||
| Motor Oil Hellas Corinth Refineries SA | 1,809 | 79 | ||||||
| Industrials — 0.0% | ||||||||
| Mevaco SA | 1,217 | 13 | ||||||
| Information Technology — 0.0% | ||||||||
| Performance Technologies IT Solutions | 2,976 | 27 | ||||||
| Real Consulting IT Business Solutions SA | 1,862 | 13 | ||||||
| 40 | ||||||||
| Materials — 0.0% | ||||||||
| Thrace Plastics Holding and Co | 7,160 | 34 | ||||||
| Utilities — 0.1% | ||||||||
| Public Power Corp SA | 4,486 | 100 | ||||||
| Total Greece | 477 | |||||||
| Guatemala — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Millicom International Cellular SA | 1,089 | 79 | ||||||
| Hong Kong — 2.5% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Ajisen China Holdings Ltd | 417,000 | 49 | ||||||
| Goldlion Holdings Ltd | 291,000 | 36 | ||||||
| LH GROUP LTD * | 56,000 | 2 | ||||||
| Sitoy Group Holdings Ltd | 322,000 | 21 | ||||||
| Sundart Holdings Ltd | 274,000 | 32 | ||||||
| Texwinca Holdings Ltd | 629,257 | 96 | ||||||
| Time Watch Investments Ltd | 263,233 | 11 | ||||||
| 247 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| DFI Retail Group Holdings Ltd | 13,500 | 57 | ||||||
| Financials — 1.3% | ||||||||
| AIA Group Ltd | 144,827 | 1,598 | ||||||
| Futu Holdings Ltd ADR * | 411 | 61 | ||||||
| SEI Institutional Investments Trust | 127 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hong Kong Exchanges & Clearing Ltd | 10,000 | $ | 534 | |||||
| Queen's Road Capital Investment Ltd | 2,100 | 22 | ||||||
| 2,215 | ||||||||
| Health Care — 0.0% | ||||||||
| Jacobson Pharma Corp Ltd | 288,000 | 46 | ||||||
| Lee's Pharmaceutical Holdings Ltd | 86,110 | 16 | ||||||
| 62 | ||||||||
| Industrials — 0.4% | ||||||||
| Build King Holdings Ltd | 25,302 | 6 | ||||||
| China High Speed Transmission Equipment Group Co Ltd * | 134,000 | 35 | ||||||
| New Times Corp Ltd * | 578,000 | 3 | ||||||
| Swire Pacific Ltd, Cl A | 46,966 | 505 | ||||||
| YTO International Express & Supply Chain Technology Ltd * | 110,000 | 20 | ||||||
| 569 | ||||||||
| Information Technology — 0.4% | ||||||||
| PAX Global Technology Ltd | 137,000 | 85 | ||||||
| SAS Dragon Holdings Ltd | 6,000 | 4 | ||||||
| Smart-Core Holdings Ltd | 134,000 | 53 | ||||||
| VTech Holdings Ltd | 60,750 | 500 | ||||||
| 642 | ||||||||
| Materials — 0.1% | ||||||||
| Perennial Energy Holdings Ltd * | 176,985 | 26 | ||||||
| Zijin Gold International Co Ltd * | 2,000 | 59 | ||||||
| 85 | ||||||||
| Real Estate — 0.1% | ||||||||
| Hong Kong Ferry Holdings Co Ltd | 24,000 | 16 | ||||||
| Midland Holdings Ltd * | 445,994 | 191 | ||||||
| Tian An China Investment Co Ltd | 14,000 | 8 | ||||||
| 215 | ||||||||
| Total Hong Kong | 4,092 | |||||||
| Hungary — 0.2% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| AutoWallis Nyrt * | 32,362 | 16 | ||||||
| Energy — 0.0% | ||||||||
| MOL Hungarian Oil & Gas PLC | 4,408 | 49 | ||||||
| Financials — 0.2% | ||||||||
| OTP Bank Nyrt | 2,247 | 277 | ||||||
| Total Hungary | 342 | |||||||
| India — 1.4% | ||||||||
| Communication Services — 0.2% | ||||||||
| Bharti Airtel Ltd | 11,567 | 239 | ||||||
| DB Corp Ltd | 58,386 | 145 | ||||||
| TV Today Network Ltd | 5,600 | 8 | ||||||
| 392 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Forbes & Co Ltd * | 242 | $ | 1 | |||||
| Mahindra & Mahindra Ltd | 1,669 | 62 | ||||||
| Vishal Mega Mart Ltd * | 24,319 | 32 | ||||||
| 95 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Marico Ltd | 6,818 | 59 | ||||||
| Energy — 0.0% | ||||||||
| Bharat Petroleum Corp Ltd | 17,584 | 74 | ||||||
| Financials — 0.5% | ||||||||
| Bengal & Assam Co Ltd | 289 | 20 | ||||||
| BSE Ltd | 2,052 | 61 | ||||||
| HDFC Bank Ltd ADR | 21,237 | 676 | ||||||
| 757 | ||||||||
| Industrials — 0.2% | ||||||||
| Adani Ports & Special Economic Zone Ltd | 4,049 | 68 | ||||||
| Cummins India Ltd | 2,343 | 126 | ||||||
| GE Vernova T&D India Ltd | 2,533 | 107 | ||||||
| Hitachi Energy India Ltd | 268 | 76 | ||||||
| 377 | ||||||||
| Information Technology — 0.1% | ||||||||
| Infosys Ltd ADR | 7,105 | 103 | ||||||
| Materials — 0.3% | ||||||||
| Asian Paints Ltd | 2,798 | 73 | ||||||
| Coromandel International Ltd | 6,816 | 166 | ||||||
| Navin Fluorine International Ltd | 1,293 | 89 | ||||||
| Solar Industries India Ltd | 488 | 73 | ||||||
| Transpek Industry Ltd | 559 | 6 | ||||||
| Vedanta Ltd | 7,557 | 60 | ||||||
| 467 | ||||||||
| Total India | 2,324 | |||||||
| Indonesia — 0.9% | ||||||||
| Communication Services — 0.2% | ||||||||
| Telkom Indonesia Persero Tbk PT | 1,818,884 | 384 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Akasha Wira International Tbk PT * | 24,200 | 22 | ||||||
| BISI International Tbk PT | 370,703 | 20 | ||||||
| Cisadane Sawit Raya Tbk PT | 207,055 | 12 | ||||||
| Delta Djakarta Tbk PT | 34,500 | 4 | ||||||
| First Pacific Co Ltd | 64,000 | 52 | ||||||
| 110 | ||||||||
| Energy — 0.2% | ||||||||
| Adaro Andalan Indonesia PT | 115,700 | 64 | ||||||
| Dian Swastatika Sentosa Tbk PT * | 12,100 | 57 | ||||||
| Elnusa Tbk PT | 4,519,600 | 230 | ||||||
| 351 | ||||||||
| 128 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.3% | ||||||||
| Adira Dinamika Multi Finance Tbk PT | 7,912 | $ | 4 | |||||
| Bank Rakyat Indonesia Persero Tbk PT | 2,140,400 | 498 | ||||||
| 502 | ||||||||
| Industrials — 0.1% | ||||||||
| Asahimas Flat Glass Tbk PT | 25,700 | 5 | ||||||
| IMC Pelita Logistik TBK PT | 715,497 | 15 | ||||||
| Jasa Armada Indonesia Tbk PT | 1,479,200 | 30 | ||||||
| Sunindo Pratama Tbk PT | 705,700 | 34 | ||||||
| Surya Pertiwi Tbk PT | 243,600 | 10 | ||||||
| 94 | ||||||||
| Materials — 0.0% | ||||||||
| Barito Pacific Tbk PT * | 552,400 | 66 | ||||||
| Cita Mineral Investindo Tbk PT | 37,900 | 10 | ||||||
| 76 | ||||||||
| Utilities — 0.0% | ||||||||
| Perusahaan Gas Negara Persero Tbk PT | 143,000 | 20 | ||||||
| Total Indonesia | 1,537 | |||||||
| Ireland — 0.9% | ||||||||
| Financials — 0.8% | ||||||||
| AIB Group PLC | 46,895 | 486 | ||||||
| Bank of Ireland Group PLC | 39,764 | 774 | ||||||
| 1,260 | ||||||||
| Health Care — 0.0% | ||||||||
| COSMO Pharmaceuticals NV | 393 | 58 | ||||||
| Industrials — 0.1% | ||||||||
| AerCap Holdings NV | 1,407 | 210 | ||||||
| Total Ireland | 1,528 | |||||||
| Israel — 0.8% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Global-e Online Ltd * | 1,522 | 53 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Shufersal Ltd | 6,715 | 94 | ||||||
| Financials — 0.2% | ||||||||
| Clal Insurance Enterprises Holdings Ltd | 1,017 | 76 | ||||||
| Harel Insurance Investments & Financial Services Ltd | 1,940 | 102 | ||||||
| Israel Discount Bank Ltd, Cl A | 2,232 | 27 | ||||||
| Phoenix Financial Ltd | 1,371 | 70 | ||||||
| 275 | ||||||||
| Industrials — 0.0% | ||||||||
| El Al Israel Airlines | 11,675 | 58 | ||||||
| Information Technology — 0.5% | ||||||||
| Check Point Software Technologies Ltd * | 3,597 | 547 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nova Ltd * | 383 | $ | 168 | |||||
| RADCOM Ltd * | 898 | 10 | ||||||
| Wix.com Ltd * | 2,250 | 159 | ||||||
| 884 | ||||||||
| Total Israel | 1,364 | |||||||
| Italy — 1.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Lottomatica Group Spa | 3,332 | 81 | ||||||
| Financials — 0.4% | ||||||||
| Banca Mediolanum SpA | 6,830 | 146 | ||||||
| BPER Banca SPA | 4,305 | 61 | ||||||
| Poste Italiane SpA | 6,025 | 161 | ||||||
| UniCredit SpA | 2,970 | 253 | ||||||
| 621 | ||||||||
| Industrials — 0.2% | ||||||||
| Azienda Bresciana Petroli Nocivelli SpA | 4,000 | 32 | ||||||
| Leonardo SpA | 683 | 46 | ||||||
| Maire SpA | 6,708 | 121 | ||||||
| Prysmian SpA | 498 | 60 | ||||||
| 259 | ||||||||
| Information Technology — 0.1% | ||||||||
| Technoprobe SpA * | 4,423 | 89 | ||||||
| Utilities — 0.3% | ||||||||
| Enel SpA | 46,875 | 563 | ||||||
| Total Italy | 1,613 | |||||||
| Japan — 14.0% | ||||||||
| Communication Services — 0.6% | ||||||||
| Dentsu Group Inc * | 19,341 | 365 | ||||||
| LY Corp | 30,000 | 74 | ||||||
| Nintendo Co Ltd | 4,600 | 260 | ||||||
| TBS Holdings Inc | 2,000 | 76 | ||||||
| Toei Animation Co Ltd | 15,500 | 242 | ||||||
| ZIGExN Co Ltd | 3,100 | 9 | ||||||
| 1,026 | ||||||||
| Consumer Discretionary — 2.4% | ||||||||
| Ainavo Holdings Co Ltd | 3,750 | 19 | ||||||
| Airtrip Corp | 4,200 | 20 | ||||||
| Asics Corp | 2,500 | 77 | ||||||
| Bandai Namco Holdings Inc | 2,100 | 57 | ||||||
| Bell-Park Co Ltd | 300 | 5 | ||||||
| Fast Retailing Co Ltd | 500 | 219 | ||||||
| Food & Life Cos Ltd | 1,800 | 116 | ||||||
| Ichikoh Industries Ltd | 10,300 | 38 | ||||||
| Koito Manufacturing Co Ltd | 27,698 | 499 | ||||||
| Mazda Motor Corp | 16,300 | 144 | ||||||
| McDonald's Holdings Co Japan Ltd | 3,400 | 162 | ||||||
| Nojima Corp | 7,300 | 55 | ||||||
| Open House Group Co Ltd | 2,500 | 185 | ||||||
| SEI Institutional Investments Trust | 129 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ryohin Keikaku Co Ltd | 2,900 | $ | 66 | |||||
| Sanden Corp * | 5,000 | 6 | ||||||
| Sankyo Co Ltd | 8,800 | 124 | ||||||
| Seiko Group Corp | 1,600 | 135 | ||||||
| Seria Co Ltd | 4,100 | 114 | ||||||
| Sharp Corp/Japan * | 11,100 | 46 | ||||||
| Shimano Inc | 4,837 | 517 | ||||||
| Subaru Corp | 2,600 | 49 | ||||||
| Sumitomo Electric Industries Ltd | 4,500 | 297 | ||||||
| Suzuki Motor Corp | 9,400 | 142 | ||||||
| Tosho Co Ltd | 3,100 | 19 | ||||||
| Toyo Tire Corp | 4,700 | 145 | ||||||
| Toyoda Gosei Co Ltd | 2,300 | 75 | ||||||
| Toyota Motor Corp | 4,900 | 119 | ||||||
| Univance Corp | 1,900 | 10 | ||||||
| USS Co Ltd | 7,200 | 88 | ||||||
| Yamaha Corp | 62,309 | 483 | ||||||
| 4,031 | ||||||||
| Consumer Staples — 1.6% | ||||||||
| FUJI OIL CO LTD /Osaka | 4,200 | 107 | ||||||
| Kao Corp | 9,400 | 401 | ||||||
| Kewpie Corp | 6,000 | 172 | ||||||
| Kirin Holdings Co Ltd | 20,200 | 351 | ||||||
| Kobe Bussan Co Ltd | 4,900 | 117 | ||||||
| Megmilk Snow Brand Co Ltd | 600 | 13 | ||||||
| NH Foods Ltd | 6,500 | 298 | ||||||
| Nippn Corp | 600 | 11 | ||||||
| Pigeon Corp | 6,800 | 75 | ||||||
| Sugi Holdings Co Ltd | 4,400 | 101 | ||||||
| Suntory Beverage & Food Ltd | 31,300 | 985 | ||||||
| Yamazaki Baking Co Ltd | 4,400 | 99 | ||||||
| 2,730 | ||||||||
| Energy — 0.1% | ||||||||
| Modec Inc | 1,300 | 112 | ||||||
| Financials — 1.1% | ||||||||
| Akita Bank Ltd/The | 1,800 | 65 | ||||||
| Bank of the Ryukyus Ltd | 800 | 12 | ||||||
| Daishi Hokuetsu Financial Group Inc | 5,400 | 70 | ||||||
| Fukuoka Financial Group Inc | 4,500 | 197 | ||||||
| Kita-Nippon Bank Ltd/The | 2,000 | 68 | ||||||
| Mitsubishi UFJ Financial Group Inc | 15,800 | 293 | ||||||
| Mizuho Financial Group Inc | 2,500 | 111 | ||||||
| ORIX Corp | 2,500 | 88 | ||||||
| Resona Holdings Inc | 15,400 | 188 | ||||||
| Shimizu Bank Ltd/The | 900 | 17 | ||||||
| Sumitomo Mitsui Financial Group Inc | 13,700 | 517 | ||||||
| Taiko Bank Ltd/The | 2,600 | 48 | ||||||
| Tottori Bank Ltd/The | 1,800 | 22 | ||||||
| Towa Bank Ltd/The | 10,000 | 79 | ||||||
| Yamagata Bank Ltd/The | 900 | 16 | ||||||
| 1,791 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 1.4% | ||||||||
| Asahi Intecc Co Ltd | 4,700 | $ | 101 | |||||
| Daiichi Sankyo Co Ltd | 2,000 | 40 | ||||||
| Eisai Co Ltd | 7,800 | 263 | ||||||
| Hoya Corp | 3,200 | 578 | ||||||
| Japan Medical Dynamic Marketing Inc | 1,300 | 5 | ||||||
| M3 Inc | 40,900 | 448 | ||||||
| Olympus Corp | 82,300 | 807 | ||||||
| Takeda Pharmaceutical Co Ltd | 5,000 | 187 | ||||||
| 2,429 | ||||||||
| Industrials — 3.7% | ||||||||
| ALSOK Co Ltd | 12,700 | 104 | ||||||
| Central Japan Railway Co | 12,200 | 360 | ||||||
| Daifuku Co Ltd | 4,700 | 194 | ||||||
| Dai-Ichi Cutter Kogyo KK | 2,400 | 25 | ||||||
| Daikin Industries Ltd | 6,200 | 788 | ||||||
| Fujii Sangyo Corp | 300 | 8 | ||||||
| Glory Ltd | 2,600 | 69 | ||||||
| Hitachi Ltd | 10,300 | 337 | ||||||
| Hoshizaki Corp | 2,100 | 74 | ||||||
| INFRONEER Holdings Inc | 5,100 | 85 | ||||||
| Japan Airlines Co Ltd | 8,800 | 182 | ||||||
| Kajima Corp | 3,400 | 156 | ||||||
| Kandenko Co Ltd | 2,600 | 116 | ||||||
| Kanefusa Corp | 2,300 | 13 | ||||||
| Komatsu Ltd | 4,500 | 216 | ||||||
| Kubota Corp | 31,000 | 630 | ||||||
| Kyushu Railway Co | 600 | 15 | ||||||
| Loginet Japan Co Ltd | 500 | 13 | ||||||
| Mabuchi Motor Co Ltd | 6,000 | 71 | ||||||
| MINEBEA MITSUMI Inc | 36,800 | 789 | ||||||
| Mitsubishi Electric Corp | 3,900 | 149 | ||||||
| Mitsubishi Heavy Industries Ltd | 2,000 | 64 | ||||||
| Mitsui E&S Co Ltd | 1,400 | 70 | ||||||
| Nankai Electric Railway Co Ltd | 2,500 | 50 | ||||||
| Nanyo Corp | 1,200 | 12 | ||||||
| Nice Corp | 700 | 10 | ||||||
| NSK Ltd | 19,300 | 174 | ||||||
| Recruit Holdings Co Ltd | 14,500 | 631 | ||||||
| Sanyo Engineering & Construction Inc | 900 | 9 | ||||||
| Seibu Holdings Inc | 2,300 | 68 | ||||||
| Shimizu Corp | 11,500 | 257 | ||||||
| SMS Co Ltd | 27,100 | 304 | ||||||
| TANABE ENGINEERING CORP | 300 | 6 | ||||||
| Tobu Railway Co Ltd | 1,400 | 28 | ||||||
| Trinity Industrial Corp | 7,200 | 68 | ||||||
| Ueki Corp | 700 | 15 | ||||||
| 6,160 | ||||||||
| Information Technology — 2.3% | ||||||||
| Advantest Corp | 100 | 17 | ||||||
| Atled Corp | 600 | 6 | ||||||
| 130 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Brother Industries Ltd | 22,396 | $ | 463 | |||||
| Canon Inc | 4,000 | 121 | ||||||
| Core Corp | 1,200 | 17 | ||||||
| Fujitsu Ltd | 8,400 | 187 | ||||||
| GMO GlobalSign Holdings KK | 4,300 | 58 | ||||||
| GMO internet group Inc | 3,100 | 60 | ||||||
| Japan Electronic Materials Corp | 1,500 | 77 | ||||||
| Keyence Corp | 1,300 | 548 | ||||||
| Kioxia Holdings Corp * | 700 | 95 | ||||||
| Kyocera Corp | 5,600 | 99 | ||||||
| Murata Manufacturing Co Ltd | 24,900 | 651 | ||||||
| NEC Corp | 6,500 | 180 | ||||||
| Obic Co Ltd | 4,300 | 116 | ||||||
| Ohara Inc | 1,500 | 12 | ||||||
| Otsuka Corp | 4,400 | 89 | ||||||
| Ricoh Co Ltd | 9,500 | 89 | ||||||
| SEMITEC Corp | 800 | 15 | ||||||
| TDK Corp | 39,100 | 604 | ||||||
| Tokyo Electron Ltd | 300 | 84 | ||||||
| Toshiba TEC Corp | 1,100 | 23 | ||||||
| Trend Micro Inc/Japan | 3,900 | 130 | ||||||
| Ubicom Holdings Inc | 1,600 | 10 | ||||||
| Wacom Co Ltd | 4,000 | 22 | ||||||
| Yokowo Co Ltd | 3,000 | 64 | ||||||
| 3,837 | ||||||||
| Materials — 0.4% | ||||||||
| Achilles Corp | 2,300 | 26 | ||||||
| ADEKA Corp | 600 | 19 | ||||||
| Chugoku Marine Paints Ltd | 2,400 | 72 | ||||||
| Nippon Kayaku Co Ltd | 6,500 | 84 | ||||||
| Nissan Chemical Corp | 2,600 | 118 | ||||||
| Riken Technos Corp | 4,000 | 47 | ||||||
| Sekisui Kasei Co Ltd * | 6,800 | 24 | ||||||
| Sumitomo Chemical Co Ltd | 47,700 | 174 | ||||||
| Tayca Corp | 34 | – | ||||||
| UACJ Corp | 2,000 | 36 | ||||||
| 600 | ||||||||
| Real Estate — 0.4% | ||||||||
| Hulic Co Ltd | 8,100 | 108 | ||||||
| Japan Metropolitan Fund Invest, Cl A ‡ | 200 | 156 | ||||||
| KDX Realty Investment Corp ‡ | 46 | 50 | ||||||
| Mitsui Fudosan Co Ltd | 4,000 | 54 | ||||||
| Orix JREIT Inc ‡ | 129 | 86 | ||||||
| Tokyu Fudosan Holdings Corp | 18,400 | 185 | ||||||
| 639 | ||||||||
| Utilities — 0.0% | ||||||||
| Toell Co Ltd | 1,500 | 9 | ||||||
| Toho Gas Co Ltd | 800 | 29 | ||||||
| 38 | ||||||||
| Total Japan | 23,393 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Luxembourg — 0.7% | ||||||||
| Communication Services — 0.3% | ||||||||
| SES SA, Cl A | 66,345 | $ | 494 | |||||
| Materials — 0.4% | ||||||||
| ArcelorMittal SA | 10,114 | 662 | ||||||
| Total Luxembourg | 1,156 | |||||||
| Macao — 0.7% | ||||||||
| Consumer Discretionary — 0.7% | ||||||||
| Galaxy Entertainment Group Ltd | 155,000 | 825 | ||||||
| Sands China Ltd | 188,335 | 425 | ||||||
| 1,250 | ||||||||
| Total Macao | 1,250 | |||||||
| Malaysia — 0.8% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Mynews Holdings Bhd | 117,800 | 18 | ||||||
| Panasonic Manufacturing Malaysia BHD | 2,200 | 4 | ||||||
| 22 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| CCK Consolidated Holdings BHD | 180,900 | 59 | ||||||
| Chin Teck Plantations BHD | 2,900 | 8 | ||||||
| Kawan Food Bhd | 76,100 | 18 | ||||||
| Keck Seng Malaysia Bhd | 7,200 | 10 | ||||||
| Kim Loong Resources Bhd | 138,900 | 85 | ||||||
| Oriental Food Industries Holdings BHD | 38,100 | 12 | ||||||
| SD Guthrie Bhd | 68,400 | 101 | ||||||
| United Plantations BHD | 9,000 | 68 | ||||||
| 361 | ||||||||
| Energy — 0.1% | ||||||||
| Deleum Bhd | 378,400 | 120 | ||||||
| Petra Energy Bhd | 53,700 | 8 | ||||||
| Petron Malaysia Refining & Marketing Bhd | 27,023 | 29 | ||||||
| 157 | ||||||||
| Financials — 0.2% | ||||||||
| Allianz Malaysia Bhd | 15,900 | 91 | ||||||
| Hong Leong Capital Bhd | 8,400 | 7 | ||||||
| MNRB Holdings Bhd | 24,400 | 18 | ||||||
| Public Bank Bhd | 168,000 | 213 | ||||||
| 329 | ||||||||
| Industrials — 0.2% | ||||||||
| Chin Well Holdings BHD | 65,300 | 12 | ||||||
| Favelle Favco Bhd | 25,000 | 10 | ||||||
| Kumpulan Fima BHD | 47,200 | 31 | ||||||
| Sunway Bhd | 76,400 | 115 | ||||||
| Westports Holdings Bhd | 53,800 | 85 | ||||||
| 253 | ||||||||
| Materials — 0.0% | ||||||||
| Press Metal Aluminium Holdings Bhd | 30,700 | 56 | ||||||
| SEI Institutional Investments Trust | 131 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Real Estate — 0.1% | ||||||||
| MKH Bhd | 82,900 | $ | 21 | |||||
| Paramount Corp Bhd | 73,700 | 20 | ||||||
| Sunway Real Estate Investment Trust ‡ | 76,500 | 49 | ||||||
| Tambun Indah Land Bhd | 93,800 | 19 | ||||||
| 109 | ||||||||
| Total Malaysia | 1,287 | |||||||
| Mexico — 0.2% | ||||||||
| Energy — 0.0% | ||||||||
| Borr Drilling Ltd | 10,872 | 67 | ||||||
| Materials — 0.2% | ||||||||
| Industrias Penoles SAB de CV | 2,600 | 166 | ||||||
| Southern Copper Corp | 872 | 190 | ||||||
| 356 | ||||||||
| Total Mexico | 423 | |||||||
| Netherlands — 4.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| Universal Music Group NV | 17,248 | 388 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Heineken Holding NV | 670 | 58 | ||||||
| Koninklijke Ahold Delhaize NV | 1,684 | 83 | ||||||
| 141 | ||||||||
| Energy — 0.0% | ||||||||
| SBM Offshore NV | 1,012 | 39 | ||||||
| Financials — 1.0% | ||||||||
| ABN AMRO Bank NV | 4,225 | 141 | ||||||
| Flow Traders Ltd * | 15,974 | 498 | ||||||
| ING Groep NV | 28,921 | 834 | ||||||
| NN Group NV | 1,000 | 82 | ||||||
| 1,555 | ||||||||
| Health Care — 0.7% | ||||||||
| Argenx SE * | 550 | 425 | ||||||
| Argenx SE ADR * | 341 | 262 | ||||||
| Koninklijke Philips NV | 12,702 | 407 | ||||||
| Pharming Group NV * | 27,356 | 45 | ||||||
| 1,139 | ||||||||
| Industrials — 0.7% | ||||||||
| IMCD NV | 2,712 | 261 | ||||||
| Koninklijke BAM Groep NV | 5,309 | 60 | ||||||
| Koninklijke Heijmans N.V | 1,345 | 142 | ||||||
| Randstad NV | 12,364 | 407 | ||||||
| Wolters Kluwer NV | 4,136 | 334 | ||||||
| 1,204 | ||||||||
| Information Technology — 1.6% | ||||||||
| ASM International NV | 369 | 311 | ||||||
| ASML Holding NV | 624 | 907 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| ASML Holding NV, Cl G | 941 | $ | 1,365 | |||||
| BE Semiconductor Industries NV | 296 | 66 | ||||||
| Nebius Group NV, Cl A * | 465 | 42 | ||||||
| 2,691 | ||||||||
| Total Netherlands | 7,157 | |||||||
| New Zealand — 0.1% | ||||||||
| Health Care — 0.1% | ||||||||
| Aroa Biosurgery Ltd * | 22,919 | 11 | ||||||
| Fisher & Paykel Healthcare Corp Ltd | 3,447 | 84 | ||||||
| 95 | ||||||||
| Materials — 0.0% | ||||||||
| Steel & Tube Holdings Ltd * | 20,968 | 7 | ||||||
| Total New Zealand | 102 | |||||||
| Norway — 0.9% | ||||||||
| Energy — 0.5% | ||||||||
| DOF Group ASA | 4,653 | 62 | ||||||
| Equinor ASA | 27,181 | 814 | ||||||
| 876 | ||||||||
| Financials — 0.3% | ||||||||
| Gjensidige Forsikring ASA | 16,862 | 476 | ||||||
| Sparebanken Ost | 966 | 9 | ||||||
| 485 | ||||||||
| Health Care — 0.0% | ||||||||
| Medistim ASA | 563 | 13 | ||||||
| Industrials — 0.1% | ||||||||
| Kongsberg Gruppen ASA | 1,473 | 60 | ||||||
| Total Norway | 1,434 | |||||||
| Peru — 0.1% | ||||||||
| Financials — 0.1% | ||||||||
| Intercorp Financial Services Inc | 1,339 | 65 | ||||||
| Materials — 0.0% | ||||||||
| Volcan Cia Minera SAA * | 154,079 | 36 | ||||||
| Total Peru | 101 | |||||||
| Philippines — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| STI Education Systems Holdings Inc | 742,000 | 17 | ||||||
| Energy — 0.0% | ||||||||
| Petron Corp | 141,000 | 7 | ||||||
| Shell Pilipinas Corp * | 63,400 | 13 | ||||||
| 20 | ||||||||
| Information Technology — 0.0% | ||||||||
| Integrated Micro-Electronics Inc * | 80,000 | 5 | ||||||
| Materials — 0.1% | ||||||||
| Nickel Asia Corp | 747,000 | 70 | ||||||
| 132 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| OceanaGold Philippines Inc | 98,900 | $ | 67 | |||||
| 137 | ||||||||
| Total Philippines | 179 | |||||||
| Poland — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| CD Projekt SA | 732 | 50 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Amica SA | 1,462 | 23 | ||||||
| Fabryki Mebli Forte SA * | 4,044 | 25 | ||||||
| VRG SA * | 11,840 | 17 | ||||||
| 65 | ||||||||
| Energy — 0.1% | ||||||||
| ORLEN SA | 2,496 | 80 | ||||||
| Information Technology — 0.1% | ||||||||
| Comp SA * | 7,731 | 121 | ||||||
| Spyrosoft SA * | 49 | 7 | ||||||
| 128 | ||||||||
| Materials — 0.0% | ||||||||
| Arctic Paper SA * | 5,499 | 13 | ||||||
| KGHM Polska Miedz SA * | 185 | 18 | ||||||
| 31 | ||||||||
| Utilities — 0.1% | ||||||||
| PGE Polska Grupa Energetyczna SA * | 25,742 | 81 | ||||||
| Total Poland | 435 | |||||||
| Portugal — 0.2% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Sonae SGPS SA | 29,201 | 69 | ||||||
| Energy — 0.0% | ||||||||
| Galp Energia SGPS SA, Cl B | 2,913 | 63 | ||||||
| Financials — 0.1% | ||||||||
| Banco Comercial Portugues SA, Cl R | 71,038 | 75 | ||||||
| Industrials — 0.0% | ||||||||
| Martifer SGPS SA | 4,760 | 14 | ||||||
| Utilities — 0.1% | ||||||||
| EDP SA | 13,289 | 71 | ||||||
| Total Portugal | 292 | |||||||
| Qatar — 0.3% | ||||||||
| Communication Services — 0.3% | ||||||||
| Ooredoo QPSC | 115,628 | 431 | ||||||
| Energy — 0.0% | ||||||||
| Qatar Gas Transport Co Ltd | 45,891 | 62 | ||||||
| Total Qatar | 493 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Russia — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Exillon Energy PLC * | 4,819 | $ | – | |||||
| Saudi Arabia — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Saudi Arabian Oil Co | 25,964 | 173 | ||||||
| Singapore — 1.3% | ||||||||
| Communication Services — 0.1% | ||||||||
| IGG Inc | 50,164 | 20 | ||||||
| Singapore Telecommunications Ltd | 43,800 | 175 | ||||||
| 195 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Sea Ltd ADR * | 556 | 60 | ||||||
| Financials — 0.5% | ||||||||
| DBS Group Holdings Ltd | 11,410 | 514 | ||||||
| Hong Leong Finance Ltd | 32,100 | 66 | ||||||
| Oversea-Chinese Banking Corp Ltd | 3,800 | 64 | ||||||
| Pacific Century Regional Developments Ltd | 14,300 | 6 | ||||||
| Sing Investments & Finance Ltd | 42,950 | 56 | ||||||
| Singapore Exchange Ltd | 8,000 | 115 | ||||||
| Valuemax Group Ltd | 47,900 | 42 | ||||||
| 863 | ||||||||
| Industrials — 0.5% | ||||||||
| Boustead Singapore Ltd | 35,165 | 61 | ||||||
| BRC Asia Ltd | 77,500 | 282 | ||||||
| Credit Bureau Asia Ltd | 32,200 | 32 | ||||||
| Huationg Global Ltd | 67,000 | 46 | ||||||
| Koh Brothers Group Ltd | 24,900 | 6 | ||||||
| Marco Polo Marine Ltd | 305,200 | 38 | ||||||
| Nam Lee Pressed Metal Industries Ltd | 21,400 | 12 | ||||||
| OKP Holdings Ltd | 29,750 | 20 | ||||||
| Singapore Technologies Engineering Ltd | 28,100 | 221 | ||||||
| Tai Sin Electric Ltd | 24,300 | 11 | ||||||
| Tiong Woon Corp Holding Ltd | 21,600 | 17 | ||||||
| 746 | ||||||||
| Materials — 0.0% | ||||||||
| OM Holdings Ltd | 93,414 | 17 | ||||||
| Real Estate — 0.2% | ||||||||
| UOL Group Ltd | 28,200 | 251 | ||||||
| Total Singapore | 2,132 | |||||||
| South Africa — 0.7% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Combined Motor Holdings Ltd | 12,641 | 32 | ||||||
| Consumer Staples — 0.4% | ||||||||
| Clicks Group Ltd | 28,144 | 564 | ||||||
| Premier Group Ltd | 3,801 | 43 | ||||||
| SEI Institutional Investments Trust | 133 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Rainbow Chicken | 46,257 | $ | 21 | |||||
| 628 | ||||||||
| Financials — 0.1% | ||||||||
| Capitec Bank Holdings Ltd | 250 | 74 | ||||||
| Old Mutual Ltd | 146,552 | 152 | ||||||
| 226 | ||||||||
| Information Technology — 0.0% | ||||||||
| Karooooo Ltd | 688 | 33 | ||||||
| Materials — 0.1% | ||||||||
| Harmony Gold Mining Co Ltd ADR | 4,312 | 98 | ||||||
| Kumba Iron Ore Ltd | 1,828 | 42 | ||||||
| Sibanye Stillwater Ltd ADR * | 4,511 | 80 | ||||||
| 220 | ||||||||
| Real Estate — 0.1% | ||||||||
| Growthpoint Properties Ltd ‡ | 74,786 | 88 | ||||||
| Total South Africa | 1,227 | |||||||
| South Korea — 4.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| DoubleDown Interactive Co Ltd ADR * | 1,727 | 16 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| Hyundai Livart Furniture Co Ltd | 3,090 | 16 | ||||||
| Kukbo Design Co Ltd | 1,270 | 21 | ||||||
| LOTTE Himart Co Ltd | 3,378 | 20 | ||||||
| Motonic Corp | 3,048 | 24 | ||||||
| Multicampus Co Ltd | 618 | 13 | ||||||
| Nature Holdings Co Ltd/The | 2,954 | 16 | ||||||
| Nexen Tire Corp | 9,890 | 62 | ||||||
| 172 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| APR Corp/Korea | 549 | 119 | ||||||
| LG H&H Co Ltd | 1,805 | 335 | ||||||
| Maeil Holdings Co Ltd * | 9,522 | 78 | ||||||
| 532 | ||||||||
| Energy — 0.1% | ||||||||
| HD Hyundai Co Ltd | 452 | 92 | ||||||
| Financials — 0.6% | ||||||||
| KB Financial Group Inc | 1,820 | 201 | ||||||
| Mirae Asset Securities Co Ltd | 3,268 | 164 | ||||||
| NICE Holdings Co Ltd | 2,655 | 28 | ||||||
| Shinhan Financial Group Co Ltd | 7,334 | 493 | ||||||
| Woori Financial Group Inc | 3,728 | 93 | ||||||
| YuHwa Securities Co Ltd * | 6,180 | 18 | ||||||
| 997 | ||||||||
| Health Care — 0.1% | ||||||||
| D&D PharmaTech Inc * | 1,022 | 65 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Samsung Biologics Co Ltd * | 54 | $ | 67 | |||||
| 132 | ||||||||
| Industrials — 0.8% | ||||||||
| Doosan Bobcat Inc | 10,870 | 490 | ||||||
| Eusu Holdings Co Ltd | 8,936 | 38 | ||||||
| HD Hyundai Electric Co Ltd | 91 | 66 | ||||||
| HD Hyundai Heavy Industries Co Ltd | 128 | 54 | ||||||
| LG Corp | 7,514 | 562 | ||||||
| SPG Co Ltd | 681 | 69 | ||||||
| 1,279 | ||||||||
| Information Technology — 2.0% | ||||||||
| Samsung Electronics Co Ltd | 14,388 | 2,153 | ||||||
| SK hynix Inc | 1,639 | 1,212 | ||||||
| WiSoL Co Ltd | 10,974 | 55 | ||||||
| 3,420 | ||||||||
| Materials — 0.0% | ||||||||
| Hansol Holdings Co Ltd | 6,298 | 15 | ||||||
| KG Eco Solution Co Ltd * | 9,074 | 41 | ||||||
| Miwon Chemicals Co Ltd | 184 | 14 | ||||||
| SeAH Holdings Corp | 7 | 1 | ||||||
| 71 | ||||||||
| Total South Korea | 6,711 | |||||||
| Spain — 1.4% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Industria de Diseno Textil SA | 7,154 | 477 | ||||||
| Financials — 0.7% | ||||||||
| Banco Santander SA | 32,612 | 411 | ||||||
| CaixaBank SA | 51,939 | 639 | ||||||
| Unicaja Banco SA | 21,726 | 69 | ||||||
| 1,119 | ||||||||
| Health Care — 0.0% | ||||||||
| Prim SA | 2,205 | 36 | ||||||
| Industrials — 0.3% | ||||||||
| ACS Actividades de Construccion y Servicios SA | 1,240 | 160 | ||||||
| Aena SME SA | 6,724 | 212 | ||||||
| Grupo Empresarial San Jose SA | 10,474 | 115 | ||||||
| 487 | ||||||||
| Utilities — 0.1% | ||||||||
| Acciona SA | 245 | 71 | ||||||
| Iberdrola SA | 2,157 | 51 | ||||||
| Naturgy Energy Group SA | 1,578 | 49 | ||||||
| 171 | ||||||||
| Total Spain | 2,290 | |||||||
| Sweden — 1.4% | ||||||||
| Communication Services — 0.1% | ||||||||
| Telia Co AB | 40,182 | 206 | ||||||
| 134 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Nordrest Holding AB | 1,300 | $ | 45 | |||||
| Financials — 0.0% | ||||||||
| L E Lundbergforetagen AB, Cl B | 969 | 64 | ||||||
| Industrials — 0.6% | ||||||||
| Assa Abloy AB, Cl B | 20,177 | 859 | ||||||
| FM Mattsson AB, Cl B | 67 | 1 | ||||||
| Peab AB, Cl B | 5,104 | 60 | ||||||
| 920 | ||||||||
| Information Technology — 0.6% | ||||||||
| Dynavox Group AB * | 4,826 | 44 | ||||||
| Hexagon AB, Cl B | 47,675 | 543 | ||||||
| Mycronic AB | 1,520 | 34 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 29,120 | 338 | ||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 3,022 | 35 | ||||||
| 994 | ||||||||
| Materials — 0.1% | ||||||||
| Boliden AB * | 967 | 77 | ||||||
| SSAB AB, Cl B | 7,846 | 69 | ||||||
| 146 | ||||||||
| Total Sweden | 2,375 | |||||||
| Switzerland — 3.8% | ||||||||
| Consumer Discretionary — 0.5% | ||||||||
| Cie Financiere Richemont SA, Cl A | 545 | 111 | ||||||
| On Holding AG, Cl A * | 1,377 | 64 | ||||||
| Swatch Group AG/The | 2,365 | 605 | ||||||
| 780 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Chocoladefabriken Lindt & Spruengli AG | 24 | 396 | ||||||
| Financials — 1.2% | ||||||||
| Julius Baer Group Ltd | 8,277 | 704 | ||||||
| Partners Group Holding AG | 576 | 640 | ||||||
| UBS Group AG | 16,601 | 689 | ||||||
| 2,033 | ||||||||
| Health Care — 0.2% | ||||||||
| Galderma Group AG | 1,497 | 283 | ||||||
| Sandoz Group AG | 1,230 | 108 | ||||||
| 391 | ||||||||
| Industrials — 1.1% | ||||||||
| ABB Ltd | 16,359 | 1,523 | ||||||
| Accelleron Industries AG | 1,616 | 152 | ||||||
| Huber + Suhner AG | 352 | 85 | ||||||
| Klingelnberg AG | 428 | 6 | ||||||
| Orell Fuessli AG | 109 | 19 | ||||||
| SFS Group AG | 425 | 67 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| VAT Group AG | 38 | $ | 27 | |||||
| 1,879 | ||||||||
| Information Technology — 0.3% | ||||||||
| Logitech International SA | 4,446 | 408 | ||||||
| Materials — 0.2% | ||||||||
| Sika AG | 1,435 | 296 | ||||||
| Real Estate — 0.1% | ||||||||
| Allreal Holding AG | 421 | 129 | ||||||
| Total Switzerland | 6,312 | |||||||
| Taiwan — 5.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| X-Legend Entertainment Co Ltd | 8,000 | 27 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Tofu Restaurant Co Ltd | 5,000 | 33 | ||||||
| Ya Horng Electronic Co Ltd | 5,000 | 9 | ||||||
| 42 | ||||||||
| Financials — 0.2% | ||||||||
| Cathay Financial Holding Co Ltd | 37,000 | 94 | ||||||
| E.Sun Financial Holding Co Ltd | 265,000 | 297 | ||||||
| 391 | ||||||||
| Industrials — 0.3% | ||||||||
| 104 Corp | 12,000 | 87 | ||||||
| Bizlink Holding Inc | 3,020 | 133 | ||||||
| Cleanaway Co Ltd | 88,000 | 99 | ||||||
| General Plastic Industrial Co Ltd | 13,000 | 11 | ||||||
| Rich Honour International Designs Co Ltd | 20,000 | 28 | ||||||
| United Integrated Services Co Ltd | 2,000 | 71 | ||||||
| 429 | ||||||||
| Information Technology — 4.5% | ||||||||
| Accton Technology Corp | 1,000 | 44 | ||||||
| ACES Electronic Co Ltd | 3,000 | 6 | ||||||
| AP Memory Technology Corp | 4,000 | 54 | ||||||
| Asia Vital Components Co Ltd | 1,000 | 55 | ||||||
| ASROCK Inc | 5,000 | 36 | ||||||
| Chenbro Micom Co Ltd | 3,000 | 86 | ||||||
| Data Image Corp | 30,000 | 39 | ||||||
| Delta Electronics Inc | 4,000 | 180 | ||||||
| Elite Material Co Ltd | 1,000 | 76 | ||||||
| eMemory Technology Inc | 1,420 | 113 | ||||||
| Genesis Technology Inc/Taiwan * | 1,686 | 2 | ||||||
| Global Brands Manufacture Ltd | 19,000 | 65 | ||||||
| Global Lighting Technologies Inc | 11,000 | 14 | ||||||
| Global Unichip Corp | 1,594 | 140 | ||||||
| Himax Technologies Inc ADR | 3,786 | 27 | ||||||
| Hon Hai Precision Industry Co Ltd | 35,000 | 268 | ||||||
| Hon Precision Inc | 545 | 85 | ||||||
| Innolux Corp, Cl A | 71,000 | 60 | ||||||
| SEI Institutional Investments Trust | 135 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Keystone Microtech Corp | 2,000 | $ | 58 | |||||
| King Slide Works Co Ltd | 1,000 | 108 | ||||||
| Lotes Co Ltd | 7,000 | 393 | ||||||
| M31 Technology Corp | 4,000 | 57 | ||||||
| MediaTek Inc | 6,000 | 370 | ||||||
| Mitake Information Corp | 4,000 | 8 | ||||||
| MPI Corp | 1,000 | 92 | ||||||
| Novatek Microelectronics Corp | 9,000 | 112 | ||||||
| Nuvoton Technology Corp | 33,000 | 76 | ||||||
| Parade Technologies Ltd | 4,000 | 69 | ||||||
| Phison Electronics Corp | 2,000 | 118 | ||||||
| Realtek Semiconductor Corp | 20,000 | 306 | ||||||
| Sonix Technology Co Ltd | 9,000 | 13 | ||||||
| Sunplus Technology Co Ltd * | 49,000 | 36 | ||||||
| Taiwan Semiconductor Co Ltd | 22,000 | 43 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 52,000 | 3,245 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 2,656 | 995 | ||||||
| Tripod Technology Corp | 5,000 | 62 | ||||||
| Wah Hong Industrial Corp | 12,000 | 16 | ||||||
| 7,527 | ||||||||
| Real Estate — 0.1% | ||||||||
| Highwealth Construction Corp | 63,000 | 76 | ||||||
| Total Taiwan | 8,492 | |||||||
| Thailand — 0.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Advanced Info Service PCL | 14,900 | 182 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| S Hotels & Resorts PCL NVDR | 74,000 | 5 | ||||||
| Somboon Advance Technology PCL NVDR | 25,300 | 13 | ||||||
| 18 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Premier Marketing PCL NVDR | 11,000 | 4 | ||||||
| Thai Union Feedmill PCL NVDR | 229,600 | 48 | ||||||
| Thai Wah PCL NVDR | 16,600 | 1 | ||||||
| 53 | ||||||||
| Energy — 0.0% | ||||||||
| PTT Exploration & Production PCL NVDR | 5,100 | 23 | ||||||
| Thai Oil PCL NVDR | 11,062 | 19 | ||||||
| 42 | ||||||||
| Financials — 0.2% | ||||||||
| Bangkok Bank PCL NVDR | 35,000 | 200 | ||||||
| SCB X PCL | 41,700 | 199 | ||||||
| 399 | ||||||||
| Health Care — 0.0% | ||||||||
| Ladprao General Hospital PCL | 16,000 | 2 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.0% | ||||||||
| Don Muang Tollway PCL NVDR | 32,300 | $ | 12 | |||||
| Precise Corp PCL NVDR | 195,200 | 17 | ||||||
| SCG Decor PCL NVDR | 66,000 | 12 | ||||||
| 41 | ||||||||
| Information Technology — 0.1% | ||||||||
| Delta Electronics Thailand PCL NVDR | 10,700 | 96 | ||||||
| Materials — 0.1% | ||||||||
| Eastern Polymer Group PCL NVDR | 487,600 | 61 | ||||||
| Tata Steel Thailand PCL NVDR * | 189,400 | 5 | ||||||
| Thai Eastern Group Holdings PCL NVDR | 107,900 | 11 | ||||||
| Thantawan Industry PCL | 7,600 | 6 | ||||||
| 83 | ||||||||
| Total Thailand | 916 | |||||||
| Turkey — 0.2% | ||||||||
| Financials — 0.1% | ||||||||
| Akbank TAS | 95,673 | 197 | ||||||
| Industrials — 0.1% | ||||||||
| Aselsan Elektronik Sanayi Ve Ticaret AS | 9,321 | 68 | ||||||
| Pegasus Hava Tasimaciligi AS * | 26,746 | 122 | ||||||
| 190 | ||||||||
| Total Turkey | 387 | |||||||
| United Arab Emirates — 0.8% | ||||||||
| Communication Services — 0.1% | ||||||||
| Emirates Telecommunications Group Co PJSC | 22,193 | 123 | ||||||
| Energy — 0.2% | ||||||||
| ADNOC Drilling Co PJSC | 110,264 | 154 | ||||||
| Adnoc Gas PLC | 141,649 | 131 | ||||||
| ADNOC Logistics & Services | 47,349 | 70 | ||||||
| 355 | ||||||||
| Financials — 0.3% | ||||||||
| Abu Dhabi Islamic Bank PJSC | 15,602 | 109 | ||||||
| Abu Dhabi National Insurance Co PSC | 6,055 | 13 | ||||||
| Emirates NBD Bank PJSC | 18,613 | 167 | ||||||
| First Abu Dhabi Bank PJSC | 46,830 | 250 | ||||||
| National Bank of Ras Al-Khaimah PSC/The | 5,223 | 14 | ||||||
| 553 | ||||||||
| Real Estate — 0.2% | ||||||||
| Emaar Development PJSC | 28,189 | 148 | ||||||
| Emaar Properties PJSC | 21,206 | 94 | ||||||
| 242 | ||||||||
| Total United Arab Emirates | 1,273 | |||||||
| United Kingdom — 6.0% | ||||||||
| Communication Services — 0.5% | ||||||||
| ITV PLC | 414,987 | 443 | ||||||
| 136 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| WPP PLC | 99,029 | $ | 365 | |||||
| 808 | ||||||||
| Consumer Discretionary — 1.2% | ||||||||
| B&M European Value Retail plc | 211,590 | 540 | ||||||
| Burberry Group PLC * | 26,767 | 418 | ||||||
| InterContinental Hotels Group PLC | 3,867 | 531 | ||||||
| JD Sports Fashion PLC | 402,894 | 443 | ||||||
| Motorpoint group PLC | 2,916 | 5 | ||||||
| 1,937 | ||||||||
| Consumer Staples — 1.8% | ||||||||
| Applied Nutrition PLC * | 7,456 | 25 | ||||||
| Diageo PLC | 36,377 | 814 | ||||||
| J Sainsbury PLC | 122,700 | 576 | ||||||
| Reckitt Benckiser Group PLC | 17,517 | 1,539 | ||||||
| 2,954 | ||||||||
| Financials — 1.1% | ||||||||
| Allfunds Group PLC | 6,515 | 65 | ||||||
| Barclays PLC | 31,554 | 191 | ||||||
| Barclays PLC ADR | 1,755 | 43 | ||||||
| HSBC Holdings PLC | 39,552 | 737 | ||||||
| London Stock Exchange Group PLC | 6,014 | 715 | ||||||
| NatWest Group PLC | 12,025 | 99 | ||||||
| 1,850 | ||||||||
| Health Care — 0.2% | ||||||||
| AstraZeneca PLC | 146 | 31 | ||||||
| GSK PLC ADR | 5,127 | 303 | ||||||
| 334 | ||||||||
| Industrials — 0.8% | ||||||||
| Diploma PLC | 5,488 | 418 | ||||||
| Hargreaves Services PLC | 5,863 | 63 | ||||||
| Mears Group PLC | 46,049 | 220 | ||||||
| RELX PLC | 18,269 | 635 | ||||||
| Speedy Hire PLC | 124,705 | 43 | ||||||
| 1,379 | ||||||||
| Information Technology — 0.4% | ||||||||
| Halma PLC | 11,291 | 634 | ||||||
| Utilities — 0.0% | ||||||||
| United Utilities Group PLC | 3,621 | 68 | ||||||
| Total United Kingdom | 9,964 | |||||||
| United States — 7.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Spotify Technology SA * | 339 | 174 | ||||||
| Consumer Discretionary — 0.3% | ||||||||
| BRP Inc | 987 | 72 | ||||||
| Samsonite Group SA | 194,496 | 479 | ||||||
| 551 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Molson Coors Canada Inc, Cl B | 200 | $ | 10 | |||||
| Energy — 0.9% | ||||||||
| BP PLC | 82,900 | 536 | ||||||
| Noram Drilling AS | 20,405 | 83 | ||||||
| Shell PLC | 19,686 | 820 | ||||||
| 1,439 | ||||||||
| Financials — 0.7% | ||||||||
| Aegon Ltd | 7,548 | 57 | ||||||
| Aon PLC, Cl A | 2,086 | 700 | ||||||
| Western Union Co/The | 45,838 | 442 | ||||||
| 1,199 | ||||||||
| Health Care — 3.6% | ||||||||
| Avantor Inc * | 60,473 | 547 | ||||||
| BeOne Medicines Ltd, Cl H * | 2,600 | 64 | ||||||
| DENTSPLY SIRONA Inc | 38,336 | 563 | ||||||
| GSK PLC | 26,258 | 779 | ||||||
| Haleon PLC | 92,442 | 506 | ||||||
| Novartis AG | 4,582 | 770 | ||||||
| Roche Holding AG | 2,897 | 1,378 | ||||||
| Sanofi SA | 14,167 | 1,385 | ||||||
| 5,992 | ||||||||
| Industrials — 1.2% | ||||||||
| AP Moller - Maersk A/S, Cl B | 219 | 543 | ||||||
| Experian PLC | 15,438 | 580 | ||||||
| Robert Half Inc | 16,557 | 404 | ||||||
| Signify NV | 18,016 | 420 | ||||||
| 1,947 | ||||||||
| Information Technology — 0.6% | ||||||||
| Accenture PLC, Cl A | 4,934 | 1,030 | ||||||
| Palo Alto Networks Inc * | 350 | 52 | ||||||
| 1,082 | ||||||||
| Materials — 0.1% | ||||||||
| Holcim AG | 906 | 83 | ||||||
| Titan SA | 1,088 | 68 | ||||||
| 151 | ||||||||
| Total United States | 12,545 | |||||||
| Total Common Stock | ||||||||
| (Cost $131,085) ($ Thousands) | 158,442 | |||||||
| PREFERRED STOCK — 1.2% | ||||||||
| Brazil — 0.7% | ||||||||
| Energy — 0.3% | ||||||||
| Petroleo Brasileiro SA - Petrobras(A) | 52,700 | 406 | ||||||
| Financials — 0.2% | ||||||||
| Banco Bradesco SA (A) | 23,600 | 98 | ||||||
| SEI Institutional Investments Trust | 137 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| PREFERRED STOCK (continued) | ||||||||
| Itau Unibanco Holding SA(A) | 32,500 | $ | 294 | |||||
| 392 | ||||||||
| Utilities — 0.2% | ||||||||
| Cia Energetica de Minas Gerais(A) | 128,300 | 304 | ||||||
| Total Brazil | 1,102 | |||||||
| Germany — 0.5% | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Henkel AG & Co KGaA(A) | 5,697 | 558 | ||||||
| Health Care — 0.2% | ||||||||
| Sartorius AG(A) | 1,282 | 363 | ||||||
| Total Germany | 921 | |||||||
| Total Preferred Stock | ||||||||
| (Cost $1,880) ($ Thousands) | 2,023 | |||||||
| Shares | Market Value ($ Thousands) | |||||||
| CASH EQUIVALENT — 1.3% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 2,139,493 | 2,139 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $2,139) ($ Thousands) | 2,139 | |||||||
| Description | Number of Rights | Market Value ($ Thousands) | ||||||
| RIGHTS — 0.0% | ||||||||
| Taiwan — 0.0% | ||||||||
| Kinsus Interconnect Technology Corp, Expires 03/13/2026 * | 689 | 4 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 4 | |||||||
| Description | Number of Warrants | Market Value ($ Thousands) | ||||||
| WARRANTS — 0.0% | ||||||||
| Canada — 0.0% | ||||||||
| Constellation Software Inc, | ||||||||
| Expires 08/22/2028 *(B) | 66 | $ | – | |||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Total Investments in Securities — 97.6% | ||||||||
| (Cost $135,104) ($ Thousands) | $ | 162,608 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| MSCI EAFE Index | 8 | Mar-2026 | $ | 1,225 | $ | 1,266 | $ | 41 | ||||||||||
| MSCI Emerging Markets Index | 7 | Mar-2026 | 547 | 561 | 14 | |||||||||||||
| S&P TSX 60 Index | 1 | Mar-2026 | 274 | 288 | 14 | |||||||||||||
| $ | 2,046 | $ | 2,115 | $ | 69 | |||||||||||||
A list of the open OTC swap agreement held by the Fund at February 28, 2026, is as follows:
| Total Return Swap | ||||||||||||||||||||||||||||
| Counterparty | Reference Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Morgan Stanley | U.S. Custom Basket of Securities | 1 Month + 5.33% | ASSET RETURN | Annually | 12/31/2049 | USD | (229 | ) | $ | 4 | $ | – | $ | 4 | ||||||||||||||
| 138 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Continued)
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, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 7,008 | NOVARTIS AG | $ | 947 | $ | 326 | (414.2 | )% | ||||||||
| 12,764 | LOBLAW COS LTD | 572 | 11 | (250.0 | ) | ||||||||||
| 3,046 | ASTRAZENECA PLC | 555 | 112 | (242.6 | ) | ||||||||||
| 35,028 | HSBC HOLDINGS PLC | 530 | 164 | (231.6 | ) | ||||||||||
| 9,913 | EXPERIAN PLC | 449 | (107 | ) | (196.3 | ) | |||||||||
| 38,901 | NATWEST GROUP PLC | 329 | (11 | ) | (144.0 | ) | |||||||||
| 6,748 | HALMA PLC | 318 | 80 | (139.3 | ) | ||||||||||
| 12,000 | SONY GROUP CORP | 318 | 0 | (139.2 | ) | ||||||||||
| 21,304 | ROLLS | 317 | 83 | (138.7 | ) | ||||||||||
| 3,009 | BNP PARIBAS | 281 | 66 | (122.8 | ) | ||||||||||
| 3,199 | RECKITT BENCKISER GROUP PLC | 267 | 29 | (116.8 | ) | ||||||||||
| 6,339 | KLEPIERRE | 247 | 21 | (107.9 | ) | ||||||||||
| 5,546 | UBS GROUP AG | 241 | (18 | ) | (105.5 | ) | |||||||||
| 1,336 | NEXT PLC | 240 | 10 | (105.0 | ) | ||||||||||
| 695 | ESSILORLUXOTTICA | 229 | (64 | ) | (100.0 | ) | |||||||||
| 262,000 | PICC GROUP | 225 | (2 | ) | (98.3 | ) | |||||||||
| 4,100 | CHUGAI PHARMACEUTICAL CO LTD | 223 | 0 | (97.5 | ) | ||||||||||
| 1,115 | GTT | 210 | 49 | (91.8 | ) | ||||||||||
| 1,200 | HOYA CORP | 203 | 0 | (88.6 | ) | ||||||||||
| 6,433 | COMPASS GROUP PLC | 202 | (6 | ) | (88.4 | ) | |||||||||
| 1,182 | LEGRAND SA | 202 | 15 | (88.2 | ) | ||||||||||
| 2,834 | RYANAIR HLDGS | 201 | (11 | ) | (88.1 | ) | |||||||||
| 157,385 | LLOYDS BANKING GROUP PLC | 201 | 19 | (87.9 | ) | ||||||||||
| 1,600 | ADVANTEST CORP | 201 | 0 | (87.7 | ) | ||||||||||
| 3,918 | COCA | 197 | 74 | (86.1 | ) | ||||||||||
| 18,862 | ENEL SPA | 195 | 49 | (85.3 | ) | ||||||||||
| 6,828 | ANZ GROUP HOLDINGS LTD | 195 | 0 | (85.2 | ) | ||||||||||
| 18,800 | JAPAN POST HOLDINGS CO LTD | 194 | 0 | (84.7 | ) | ||||||||||
| 5,363 | SHELL PLC | 193 | 44 | (84.4 | ) | ||||||||||
| 2,459 | DIPLOMA PLC | 177 | 14 | (77.3 | ) | ||||||||||
| 2,246 | SOCIETE GENERALE | 172 | 27 | (75.0 | ) | ||||||||||
| 4,318 | AMER SPORTS INC | 167 | (5 | ) | (73.2 | ) | |||||||||
| 6,850 | STANDARD CHARTERED PLC | 162 | 8 | (70.7 | ) | ||||||||||
| 1,083 | EURONEXT NV | 158 | 26 | (69.1 | ) | ||||||||||
| 25,328 | BARCLAYS PLC | 154 | 0 | (67.5 | ) | ||||||||||
| 8,837 | SMITH & NEPHEW PLC | 144 | 34 | (62.9 | ) | ||||||||||
| 32,362 | AIRTEL AFRICA PLC | 142 | 12 | (62.2 | ) | ||||||||||
| 6,999 | ST JAMES'S PLACE PLC | 125 | 1 | (54.8 | ) | ||||||||||
| 2,400 | HKEX | 124 | 1 | (54.2 | ) | ||||||||||
| 6,036 | CREDIT AGRICOLE | 122 | 16 | (53.5 | ) | ||||||||||
| 7,159 | BABCOCK INTL GROUP PLC | 120 | 13 | (52.4 | ) | ||||||||||
| 2,981 | FRESNILLO PLC | 116 | 100 | (50.6 | ) | ||||||||||
| 5,300 | NITTO DENKO CORP | 115 | 0 | (50.3 | ) | ||||||||||
| 28,000 | CHINA LIFE | 102 | 1 | (44.8 | ) | ||||||||||
| 1,501 | MORGAN SINDALL GROUP PLC | 95 | 6 | (41.5 | ) | ||||||||||
| 2,600 | SANKI ENGINEERING CO LTD | 94 | 0 | (41.3 | ) | ||||||||||
| 340 | GAMES WORKSHOP GROUP PLC | 89 | (9 | ) | (38.8 | ) | |||||||||
| 384 | ASCENDIS PHA | 81 | 8 | (35.3 | ) | ||||||||||
| 62,219 | PRIMARY HEALTH PROPERTIES | 80 | 15 | (35.2 | ) | ||||||||||
| 2,098 | ANGLO AMERICAN PLC | 80 | 31 | (35.2 | ) | ||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (38,718) | LAND SECURITIES GROUP PLC | $ | (304 | ) | $ | (41 | ) | 132.8 | % | ||||||
| (10,724) | ASSOCIATED BRITISH FOODS PLC | (301 | ) | 24 | 131.6 | ||||||||||
| (25,246) | TOKYO METRO CO LTD | (258 | ) | 0 | 112.7 | ||||||||||
| (204,000) | SONY FINANCIAL GROUP INC | (227 | ) | 0 | 99.3 | ||||||||||
| SEI Institutional Investments Trust | 139 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Screened World Equity Ex-US Fund (Concluded)
| Shares | Description | Notional
Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (11,900) | NISSIN FOODS HOLDINGS CO LTD | $ | (222 | ) | $ | 0 | 97.0 | % | |||||||
| (394,000) | GENTING SINGAPORE LIMITED | (220 | ) | (2 | ) | 96.1 | |||||||||
| (217,900) | MAPLETREE LOGISTICS TRUST | (218 | ) | (3 | ) | 95.2 | |||||||||
| (60,551) | TREASURY WINE ESTATES LTD | (206 | ) | 8 | 90.0 | ||||||||||
| (43,100) | LINK REIT | (191 | ) | (3 | ) | 83.5 | |||||||||
| (6,111) | CDN UTILITIES | (186 | ) | (20 | ) | 81.4 | |||||||||
| (40,826) | WPP PLC | (184 | ) | 46 | 80.6 | ||||||||||
| (1,703) | TFI INTERNATIONAL INC | (178 | ) | (18 | ) | 78.0 | |||||||||
| (11,647) | AIR CANADA | (178 | ) | 2 | 77.8 | ||||||||||
| (5,200) | AGC INC | (176 | ) | 0 | 77.1 | ||||||||||
| (2,748) | WEST FRASER | (166 | ) | (12 | ) | 72.7 | |||||||||
| (9,289) | CVC CAPITAL PARTNERS PLC | (155 | ) | 28 | 68.0 | ||||||||||
| (8,100) | NITORI HOLDINGS CO LTD | (150 | ) | 0 | 65.5 | ||||||||||
| (10,100) | JFRONT RETAILING CO LTD | (145 | ) | 0 | 63.3 | ||||||||||
| (9,200) | TOSOH CORP | (139 | ) | 0 | 60.8 | ||||||||||
| (5,111) | CDN APART UN | (135 | ) | (5 | ) | 59.1 | |||||||||
| (527) | HELVETIA BALOISE HOLDING AG | (135 | ) | (1 | ) | 59.1 | |||||||||
| (5,566) | BCE INC | (131 | ) | (11 | ) | 57.2 | |||||||||
| (2,407) | SODEXHO | (130 | ) | (11 | ) | 56.7 | |||||||||
| (5,756) | GREGGS PLC | (129 | ) | 10 | 56.6 | ||||||||||
| (1,400) | ORACLE CORP JAPAN | (123 | ) | 0 | 53.6 | ||||||||||
| (549) | SWATCH GROUP I | (114 | ) | (37 | ) | 50.0 | |||||||||
| (355) | DASSAULT AVIAT. | (113 | ) | (33 | ) | 49.6 | |||||||||
| (400) | MARUWA CO LTD | (113 | ) | 0 | 49.3 | ||||||||||
| (57,500) | SEVEN BANK LTD | (111 | ) | 0 | 48.7 | ||||||||||
| (25,807) | BANK OF QUEENSLAND LTD | (111 | ) | (12 | ) | 48.5 | |||||||||
| (80,800) | TAYLOR WIMPEY PLC | (111 | ) | (15 | ) | 48.4 | |||||||||
| (11,700) | SG HOLDINGS CO LTD | (110 | ) | 0 | 48.2 | ||||||||||
| (10,400) | NAGOYA RAILROAD CO LTD | (108 | ) | 0 | 47.4 | ||||||||||
| (1,559) | FISCHER N | (104 | ) | 8 | 45.7 | ||||||||||
| (42,134) | ENDEAVOUR GROUP LTD/AUSTRALIA | (104 | ) | (9 | ) | 45.6 | |||||||||
| (7,343) | ACERINOX S.A. | (104 | ) | (18 | ) | 45.5 | |||||||||
| (92,700) | MAPLETREE PAN ASIA COMMERCIAL | (103 | ) | 0 | 45.2 | ||||||||||
| (4,500) | FUJI CORP | (103 | ) | 0 | 45.0 | ||||||||||
| (3,014) | AALBERTS NV | (100 | ) | (29 | ) | 43.9 | |||||||||
| (3,069) | SGH LTD | (94 | ) | (5 | ) | 41.1 | |||||||||
| (9,000) | BIC CAMERA INC | (94 | ) | 0 | 41.0 | ||||||||||
| (9,500) | ASMPT | (92 | ) | (6 | ) | 40.1 | |||||||||
| (3,893) | RAMSAY HEALTH CARE LTD | (91 | ) | (20 | ) | 39.7 | |||||||||
| (8,200) | ODAKYU ELECTRIC RAILWAY CO LTD | (91 | ) | 0 | 39.6 | ||||||||||
| (1,230) | MIZRAHI TEFAHOT BANK LTD | (91 | ) | 0 | 39.6 | ||||||||||
| (4,947) | BORALEX CL A | (90 | ) | (8 | ) | 39.5 | |||||||||
| (15,500) | UNICHARM CORP | (90 | ) | 0 | 39.2 | ||||||||||
| (8,580) | KURARAY CO LTD | (88 | ) | 0 | 38.3 | ||||||||||
| (536) | BOYD GROUP SERVICES INC | (87 | ) | (5 | ) | 37.9 | |||||||||
| (680) | BCV N | (83 | ) | (26 | ) | 36.4 | |||||||||
Percentages are based on Net Assets of $166,541 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | No interest rate available. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain/ (Loss) | Change in Unrealized Appreciation/ (Depreciation) | Value 2/28/2026 | Income | Capital Gains | |||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 4,002 | $ | 46,937 | $ | (48,800 | ) | $ | – | $ | – | $ | 2,139 | $ | 120 | $ | – | ||||||||||||||
| Amounts designated as “—” are $0 or have been rounded to $0. | See “Glossary” for abbreviations. |
| 140 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK — 95.5% | ||||||||
| Argentina — 0.5% | ||||||||
| Industrials — 0.3% | ||||||||
| Corp America Airports SA * | 82,327 | $ | 2,346 | |||||
| Materials — 0.2% | ||||||||
| Loma Negra Cia Industrial Argentina SA ADR * | 144,315 | 1,501 | ||||||
| Total Argentina | 3,847 | |||||||
| Australia — 0.3% | ||||||||
| Materials — 0.3% | ||||||||
| Anglogold Ashanti PLC | 18,736 | 2,396 | ||||||
| 2,396 | ||||||||
| Total Australia | 2,396 | |||||||
| Bangladesh — 0.7% | ||||||||
| Financials — 0.5% | ||||||||
| BRAC Bank PLC | 4,749,242 | 3,397 | ||||||
| Health Care — 0.2% | ||||||||
| Square Pharmaceuticals PLC | 1,006,221 | 1,856 | ||||||
| Total Bangladesh | 5,253 | |||||||
| Brazil — 4.8% | ||||||||
| Communication Services — 0.5% | ||||||||
| TIM SA/Brazil | 612,100 | 3,345 | ||||||
| Consumer Discretionary — 0.7% | ||||||||
| Cogna Educacao SA | 537,490 | 368 | ||||||
| Construtora Tenda S/A | 43,100 | 254 | ||||||
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | 261,300 | 1,572 | ||||||
| MercadoLibre Inc * | 573 | 1,007 | ||||||
| Vibra Energia SA | 336,768 | 1,950 | ||||||
| 5,151 | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Raia Drogasil SA | 548,370 | 2,682 | ||||||
| Sendas Distribuidora S/A | 677,400 | 1,232 | ||||||
| 3,914 | ||||||||
| Energy — 0.7% | ||||||||
| Petroleo Brasileiro SA ADR, Cl A | 303,253 | 4,670 | ||||||
| PRIO SA/Brazil * | 70,000 | 733 | ||||||
| 5,403 | ||||||||
| Financials — 1.5% | ||||||||
| B3 SA - Brasil Bolsa Balcao | 313,500 | 1,096 | ||||||
| Banco Bradesco SA ADR | 490,079 | 2,005 | ||||||
| Itau Unibanco Holding SA ADR | 783,579 | 7,091 | ||||||
| Pagseguro Digital Ltd, Cl A | 59,794 | 634 | ||||||
| 10,826 | ||||||||
| Health Care — 0.0% | ||||||||
| Fleury SA | 78,800 | 260 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.5% | ||||||||
| Localiza Rent a Car SA | 117,300 | $ | 1,162 | |||||
| Movida Participacoes SA | 116,400 | 335 | ||||||
| WEG SA | 185,100 | 1,794 | ||||||
| 3,291 | ||||||||
| Information Technology — 0.1% | ||||||||
| TOTVS SA | 47,300 | 349 | ||||||
| Materials — 0.2% | ||||||||
| Gerdau SA ADR | 84,263 | 340 | ||||||
| Vale SA ADR, Cl B | 60,280 | 1,036 | ||||||
| 1,376 | ||||||||
| Utilities — 0.1% | ||||||||
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | – | – | ||||||
| CPFL Energia SA | 66,600 | 652 | ||||||
| 652 | ||||||||
| Total Brazil | 34,567 | |||||||
| Canada — 0.3% | ||||||||
| Materials — 0.3% | ||||||||
| Franco-Nevada Corp | 8,700 | 2,441 | ||||||
| Chile — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Falabella SA | 22,268 | 165 | ||||||
| Industrials — 0.1% | ||||||||
| Latam Airlines Group SA | 20,504,800 | 576 | ||||||
| Total Chile | 741 | |||||||
| China — 15.2% | ||||||||
| Communication Services — 2.3% | ||||||||
| Baidu Inc ADR * | 27,723 | 3,450 | ||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 6,500 | 397 | ||||||
| Giant Network Group Co Ltd, Cl A | 62,000 | 335 | ||||||
| JOYY Inc ADR | 5,895 | 352 | ||||||
| Perfect World Co Ltd/China, Cl A | 103,000 | 324 | ||||||
| Tencent Holdings Ltd | 166,453 | 10,954 | ||||||
| Tencent Music Entertainment Group ADR | 20,967 | 306 | ||||||
| Weibo Corp ADR | 26,903 | 267 | ||||||
| 16,385 | ||||||||
| Consumer Discretionary — 4.4% | ||||||||
| Alibaba Group Holding Ltd ADR | 17,130 | 2,469 | ||||||
| Alibaba Group Holding Ltd | 555,500 | 10,054 | ||||||
| BYD Co Ltd, Cl H | 33,900 | 409 | ||||||
| China Tourism Group Duty Free Corp Ltd, Cl H | 82,500 | 832 | ||||||
| Geely Automobile Holdings Ltd | 249,000 | 512 | ||||||
| Haier Smart Home Co Ltd, Cl A | 1,447,400 | 4,916 | ||||||
| Hangzhou Robam Appliances Co Ltd, Cl A | 352,800 | 1,079 | ||||||
| SEI Institutional Investments Trust | 141 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| JD.com Inc ADR | 101,231 | $ | 2,686 | |||||
| Midea Group Co Ltd, Cl A | 192,500 | 2,206 | ||||||
| Minth Group Ltd | 88,000 | 492 | ||||||
| Nexteer Automotive Group Ltd | 1,011,726 | 964 | ||||||
| PDD Holdings Inc ADR * | 7,177 | 744 | ||||||
| Pop Mart International Group Ltd | 20,200 | 594 | ||||||
| TAL Education Group ADR * | 24,252 | 255 | ||||||
| Trip.com Group Ltd ADR | 35,742 | 1,881 | ||||||
| Vipshop Holdings Ltd ADR | 127,830 | 2,227 | ||||||
| 32,320 | ||||||||
| Consumer Staples — 0.5% | ||||||||
| China Resources Beer Holdings Co Ltd | 218,500 | 768 | ||||||
| JD Health International Inc * | 26,550 | 192 | ||||||
| Uni-President China Holdings Ltd | 922,000 | 911 | ||||||
| Yifeng Pharmacy Chain Co Ltd, Cl A | 557,300 | 1,971 | ||||||
| 3,842 | ||||||||
| Financials — 3.0% | ||||||||
| Agricultural Bank of China Ltd, Cl H | 838,000 | 568 | ||||||
| China Construction Bank Corp, Cl H | 2,799,000 | 2,848 | ||||||
| China Galaxy Securities Co Ltd, Cl H | 283,000 | 357 | ||||||
| China International Capital Corp Ltd, Cl H | 121,200 | 312 | ||||||
| China Life Insurance Co Ltd, Cl H | 319,000 | 1,280 | ||||||
| China Pacific Insurance Group Co Ltd, Cl H | 189,400 | 867 | ||||||
| Industrial & Commercial Bank of China Ltd, Cl H | 4,062,000 | 3,341 | ||||||
| New China Life Insurance Co Ltd, Cl H | 97,600 | 687 | ||||||
| People's Insurance Co Group of China Ltd/The, Cl H | 821,000 | 671 | ||||||
| PICC Property & Casualty Co Ltd | 1,180,000 | 2,435 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 918,000 | 7,943 | ||||||
| Qfin Holdings Inc ADR | 16,566 | 241 | ||||||
| 21,550 | ||||||||
| Health Care — 0.5% | ||||||||
| 3SBio Inc | 123,500 | 348 | ||||||
| China Resources Pharmaceutical Group Ltd | 267,500 | 156 | ||||||
| Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A | 80,800 | 2,189 | ||||||
| WuXi AppTec Co Ltd, Cl H | 57,000 | 865 | ||||||
| 3,558 | ||||||||
| Industrials — 3.3% | ||||||||
| Airtac International Group | 73,000 | 2,793 | ||||||
| China Railway Group Ltd, Cl H | 994,000 | 658 | ||||||
| CITIC Ltd | 432,000 | 689 | ||||||
| Contemporary Amperex Technology Co Ltd, Cl A | 137,048 | 6,818 | ||||||
| COSCO SHIPPING Holdings Co Ltd, Cl H | 431,050 | 837 | ||||||
| Dongfang Electric Corp Ltd, Cl H | 317,000 | 1,599 | ||||||
| Harbin Electric Co Ltd, Cl H | 130,000 | 467 | ||||||
| Hefei Meiya Optoelectronic Technology Inc, Cl A | 391,000 | 1,140 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hongfa Technology Co Ltd, Cl A | 394,000 | $ | 1,791 | |||||
| Ningbo Orient Wires & Cables Co Ltd, Cl A | 96,000 | 828 | ||||||
| Shenzhen Envicool Technology Co Ltd, Cl A | 49,400 | 778 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 1,121,700 | 3,834 | ||||||
| Yutong Bus Co Ltd, Cl A | 123,900 | 536 | ||||||
| Zoomlion Heavy Industry Science and Technology Co Ltd, Cl H | 1,042,400 | 1,390 | ||||||
| 24,158 | ||||||||
| Information Technology — 0.2% | ||||||||
| Lenovo Group Ltd | 358,000 | 442 | ||||||
| Shenzhen Sunlord Electronics Co Ltd, Cl A | 193,100 | 1,175 | ||||||
| 1,617 | ||||||||
| Materials — 0.6% | ||||||||
| Anhui Conch Cement Co Ltd, Cl H | 200,000 | 627 | ||||||
| Asia - Potash International Investment Guangzhou Co Ltd, Cl A * | 56,100 | 462 | ||||||
| China Hongqiao Group Ltd | 277,000 | 1,250 | ||||||
| Shanghai Putailai New Energy Technology Group Co Ltd, Cl A | 277,700 | 1,150 | ||||||
| Zijin Mining Group Co Ltd, Cl H | 158,000 | 904 | ||||||
| 4,393 | ||||||||
| Real Estate — 0.4% | ||||||||
| China Resources Land Ltd | 705,500 | 2,852 | ||||||
| Total China | 110,675 | |||||||
| Colombia — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Grupo Cibest SA ADR | 2,241 | 152 | ||||||
| Czech Republic — 0.3% | ||||||||
| Industrials — 0.3% | ||||||||
| CSG NV * | 59,986 | 2,254 | ||||||
| Democratic Republic of Congo — 0.4% | ||||||||
| Materials — 0.4% | ||||||||
| Ivanhoe Mines Ltd, Cl A * | 228,312 | 2,612 | ||||||
| Ecuador — 0.7% | ||||||||
| Materials — 0.7% | ||||||||
| SolGold PLC * | 14,017,661 | 5,268 | ||||||
| Egypt — 0.7% | ||||||||
| Financials — 0.7% | ||||||||
| Commercial International Bank - Egypt GDR | 2,153,527 | 5,319 | ||||||
| Ghana — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Tullow Oil PLC * | 4,058,341 | 588 | ||||||
| Greece — 1.5% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| JUMBO SA | 48,829 | 1,431 | ||||||
| 142 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Sarantis SA | 44,765 | $ | 775 | |||||
| Financials — 1.1% | ||||||||
| ALPHA BANK SA | 177,573 | 781 | ||||||
| Eurobank SA | 815,581 | 3,776 | ||||||
| Piraeus Bank SA | 336,406 | 3,225 | ||||||
| 7,782 | ||||||||
| Real Estate — 0.1% | ||||||||
| LAMDA Development SA * | 140,667 | 1,161 | ||||||
| Total Greece | 11,149 | |||||||
| Hong Kong — 0.6% | ||||||||
| Financials — 0.2% | ||||||||
| Hong Kong Exchanges & Clearing Ltd | 31,000 | 1,656 | ||||||
| Information Technology — 0.2% | ||||||||
| VTech Holdings Ltd | 115,000 | 947 | ||||||
| Materials — 0.2% | ||||||||
| Nine Dragons Paper Holdings Ltd * | 1,443,000 | 1,624 | ||||||
| Total Hong Kong | 4,227 | |||||||
| Hungary — 0.4% | ||||||||
| Financials — 0.4% | ||||||||
| OTP Bank Nyrt | 23,430 | 2,887 | ||||||
| India — 7.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Bharti Airtel Ltd | 43,327 | 897 | ||||||
| Consumer Discretionary — 0.5% | ||||||||
| Bajaj Auto Ltd | 3,531 | 387 | ||||||
| Eicher Motors Ltd | 6,774 | 597 | ||||||
| Mahindra & Mahindra Ltd | 20,424 | 763 | ||||||
| Maruti Suzuki India Ltd | 7,565 | 1,237 | ||||||
| TVS Motor Co Ltd | 12,046 | 513 | ||||||
| 3,497 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Britannia Industries Ltd | 20,487 | 1,352 | ||||||
| Radico Khaitan Ltd | 6,224 | 181 | ||||||
| United Breweries Ltd | 43,749 | 772 | ||||||
| 2,305 | ||||||||
| Energy — 0.7% | ||||||||
| Bharat Petroleum Corp Ltd | 159,983 | 678 | ||||||
| Indian Oil Corp Ltd | 162,335 | 334 | ||||||
| Petronet LNG Ltd | 252,362 | 897 | ||||||
| Reliance Industries Ltd | 183,991 | 2,824 | ||||||
| 4,733 | ||||||||
| Financials — 3.2% | ||||||||
| Bank of Baroda | 71,020 | 252 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bank of India | 273,196 | $ | 529 | |||||
| BSE Ltd | 13,785 | 411 | ||||||
| Canara Bank | 713,568 | 1,235 | ||||||
| CRISIL Ltd | 17,536 | 844 | ||||||
| HDFC Bank Ltd ADR | 97,699 | 3,112 | ||||||
| HDFC Bank Ltd | 540,569 | 5,284 | ||||||
| ICICI Bank Ltd | 50,440 | 767 | ||||||
| ICICI Bank Ltd ADR | 165,048 | 5,036 | ||||||
| IIFL Finance Ltd | 40,125 | 219 | ||||||
| Karur Vysya Bank Ltd/The | 35,698 | 128 | ||||||
| Kfin Technologies Ltd | 86,168 | 908 | ||||||
| Kotak Mahindra Bank Ltd | 394,865 | 1,805 | ||||||
| LIC Housing Finance Ltd | 44,602 | 264 | ||||||
| Muthoot Finance Ltd | 14,874 | 549 | ||||||
| REC Ltd | 270,333 | 1,041 | ||||||
| South Indian Bank Ltd/The | 793,109 | 359 | ||||||
| Union Bank of India Ltd | 286,122 | 637 | ||||||
| 23,380 | ||||||||
| Health Care — 0.6% | ||||||||
| Cipla Ltd/India | 215,674 | 3,203 | ||||||
| Lupin Ltd | 26,639 | 677 | ||||||
| Narayana Hrudayalaya Ltd | 10,480 | 211 | ||||||
| Natco Pharma Ltd | 12,946 | 141 | ||||||
| 4,232 | ||||||||
| Industrials — 0.7% | ||||||||
| Adani Ports & Special Economic Zone Ltd | 25,898 | 434 | ||||||
| Ashok Leyland Ltd | 862,326 | 2,003 | ||||||
| Cummins India Ltd | 6,784 | 366 | ||||||
| Gujarat Pipavav Port Ltd | 124,659 | 242 | ||||||
| MTAR Technologies Ltd * | 30,974 | 1,298 | ||||||
| Polycab India Ltd | 5,955 | 564 | ||||||
| 4,907 | ||||||||
| Information Technology — 0.9% | ||||||||
| Infosys Ltd | 66,394 | 952 | ||||||
| Infosys Ltd ADR | 174,636 | 2,522 | ||||||
| Netweb Technologies India Ltd | 17,217 | 732 | ||||||
| Persistent Systems Ltd | 9,128 | 476 | ||||||
| Tata Consultancy Services Ltd | 56,694 | 1,648 | ||||||
| Tech Mahindra Ltd | 31,910 | 477 | ||||||
| 6,807 | ||||||||
| Materials — 0.4% | ||||||||
| APL Apollo Tubes Ltd | 5,275 | 130 | ||||||
| Chambal Fertilisers and Chemicals Ltd | 46,975 | 238 | ||||||
| Hindalco Industries Ltd | 60,019 | 611 | ||||||
| National Aluminium Co Ltd | 208,324 | 813 | ||||||
| Vedanta Ltd | 143,384 | 1,134 | ||||||
| 2,926 | ||||||||
| Real Estate — 0.1% | ||||||||
| Phoenix Mills Ltd/The | 53,754 | 981 | ||||||
| Total India | 54,665 | |||||||
| SEI Institutional Investments Trust | 143 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Indonesia — 2.9% | ||||||||
| Communication Services — 0.1% | ||||||||
| Telkom Indonesia Persero Tbk PT | 5,284,500 | $ | 1,115 | |||||
| Consumer Staples — 1.0% | ||||||||
| Cisarua Mountain Dairy PT TBK | 6,420,900 | 1,982 | ||||||
| First Pacific Co Ltd | 3,126,000 | 2,525 | ||||||
| Indofood Sukses Makmur Tbk PT | 406,900 | 157 | ||||||
| Ultrajaya Milk Industry & Trading Co Tbk PT | 24,860,200 | 2,437 | ||||||
| 7,101 | ||||||||
| Financials — 0.8% | ||||||||
| Bank Central Asia Tbk PT | 4,449,000 | 1,900 | ||||||
| Bank Rakyat Indonesia Persero Tbk PT | 15,560,427 | 3,621 | ||||||
| 5,521 | ||||||||
| Health Care — 0.4% | ||||||||
| Medikaloka Hermina Tbk PT | 38,826,800 | 2,974 | ||||||
| Industrials — 0.1% | ||||||||
| Astra International Tbk PT | 1,312,900 | 522 | ||||||
| Materials — 0.3% | ||||||||
| Aneka Tambang Tbk | 1,640,700 | 427 | ||||||
| Merdeka Battery Materials Tbk PT * | 15,464,900 | 787 | ||||||
| Merdeka Copper Gold Tbk PT * | 4,100,400 | 917 | ||||||
| 2,131 | ||||||||
| Real Estate — 0.2% | ||||||||
| Pakuwon Jati Tbk PT | 80,700,984 | 1,761 | ||||||
| Utilities — 0.0% | ||||||||
| Perusahaan Gas Negara Persero Tbk PT | 1,518,300 | 216 | ||||||
| Total Indonesia | 21,341 | |||||||
| Israel — 0.4% | ||||||||
| Energy — 0.4% | ||||||||
| Energean PLC | 228,836 | 2,739 | ||||||
| Italy — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Coca-Cola HBC AG | 19,056 | 1,234 | ||||||
| Japan — 0.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| Nexon Co Ltd | 63,700 | 1,354 | ||||||
| Kazakhstan — 2.3% | ||||||||
| Energy — 0.9% | ||||||||
| NAC Kazatomprom JSC GDR | 80,059 | 6,313 | ||||||
| Financials — 0.8% | ||||||||
| Halyk Savings Bank of Kazakhstan JSC GDR | 183,150 | 5,923 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.6% | ||||||||
| Air Astana JSC GDR | 647,431 | $ | 4,234 | |||||
| Total Kazakhstan | 16,470 | |||||||
| Kenya — 1.1% | ||||||||
| Financials — 1.1% | ||||||||
| Equity Group Holdings PLC/Kenya | 8,578,063 | 5,137 | ||||||
| KCB Group PLC | 4,504,600 | 2,802 | ||||||
| 7,939 | ||||||||
| Total Kenya | 7,939 | |||||||
| Malaysia — 0.4% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| SD Guthrie Bhd | 169,800 | 251 | ||||||
| Health Care — 0.3% | ||||||||
| IHH Healthcare Bhd | 975,200 | 2,280 | ||||||
| Industrials — 0.1% | ||||||||
| Sime Darby Bhd | 328,500 | 206 | ||||||
| Zetrix Ai Bhd | 637,800 | 134 | ||||||
| 340 | ||||||||
| Materials — 0.0% | ||||||||
| Press Metal Aluminium Holdings Bhd | 142,900 | 262 | ||||||
| Total Malaysia | 3,133 | |||||||
| Mexico — 2.4% | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Arca Continental SAB de CV | 108,500 | 1,311 | ||||||
| Coca-Cola Femsa SAB de CV ADR | 11,805 | 1,312 | ||||||
| Fomento Economico Mexicano SAB de CV ADR | 16,816 | 1,889 | ||||||
| Wal-Mart de Mexico SAB de CV | 446,220 | 1,450 | ||||||
| 5,962 | ||||||||
| Financials — 1.1% | ||||||||
| Gentera SAB de CV | 79,300 | 230 | ||||||
| Grupo Financiero Banorte SAB de CV, Cl O | 605,600 | 6,893 | ||||||
| Qualitas Controladora SAB de CV | 119,500 | 1,167 | ||||||
| 8,290 | ||||||||
| Industrials — 0.3% | ||||||||
| Grupo Aeromexico SAB de CV ADR * | 92,412 | 1,747 | ||||||
| Materials — 0.1% | ||||||||
| Grupo Mexico SAB de CV, Ser B | 65,700 | 833 | ||||||
| Real Estate — 0.1% | ||||||||
| Fibra Uno Administracion SA de CV ‡ | 273,100 | 474 | ||||||
| Total Mexico | 17,306 | |||||||
| Netherlands — 0.2% | ||||||||
| Energy — 0.2% | ||||||||
| SBM Offshore NV | 37,814 | 1,460 | ||||||
| 144 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nigeria — 2.3% | ||||||||
| Energy — 0.9% | ||||||||
| SEPLAT Energy PLC | 1,174,628 | $ | 6,601 | |||||
| Financials — 1.4% | ||||||||
| Guaranty Trust Holding Co PLC | 64,711,354 | 5,564 | ||||||
| Zenith Bank PLC | 71,925,933 | 4,810 | ||||||
| 10,374 | ||||||||
| Total Nigeria | 16,975 | |||||||
| Pakistan — 0.9% | ||||||||
| Financials — 0.9% | ||||||||
| Bank Alfalah Ltd | 7,032,189 | 3,248 | ||||||
| Habib Bank Ltd | 2,672,406 | 2,970 | ||||||
| 6,218 | ||||||||
| Total Pakistan | 6,218 | |||||||
| Peru — 1.7% | ||||||||
| Financials — 0.4% | ||||||||
| Credicorp Ltd | 9,092 | 3,150 | ||||||
| Health Care — 0.3% | ||||||||
| Auna SA, Cl A * | 442,896 | 2,365 | ||||||
| Materials — 1.0% | ||||||||
| Cia de Minas Buenaventura SAA ADR | 44,999 | 1,965 | ||||||
| Hochschild Mining PLC | 447,363 | 4,854 | ||||||
| 6,819 | ||||||||
| Total Peru | 12,334 | |||||||
| Philippines — 2.7% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Century Pacific Food Inc | 1,444,200 | 1,001 | ||||||
| Philippine Seven Corp | 703,400 | 450 | ||||||
| 1,451 | ||||||||
| Industrials — 1.0% | ||||||||
| Ayala Corp | 278,789 | 2,901 | ||||||
| GT Capital Holdings Inc | 255,730 | 2,971 | ||||||
| International Container Terminal Services Inc | 85,780 | 1,069 | ||||||
| 6,941 | ||||||||
| Materials — 0.5% | ||||||||
| OceanaGold Philippines Inc | 5,839,200 | 3,946 | ||||||
| Real Estate — 1.0% | ||||||||
| Ayala Land Inc | 9,152,800 | 3,317 | ||||||
| Robinsons Land Corp | 12,849,600 | 4,123 | ||||||
| 7,440 | ||||||||
| Total Philippines | 19,778 | |||||||
| Poland — 1.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| LPP SA | 65 | 376 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.3% | ||||||||
| ZABKA GROUP SA * | 299,623 | $ | 1,875 | |||||
| Financials — 0.7% | ||||||||
| Alior Bank SA | 53,002 | 1,778 | ||||||
| Bank Polska Kasa Opieki SA | 43,526 | 2,758 | ||||||
| Powszechny Zaklad Ubezpieczen SA | 39,229 | 743 | ||||||
| 5,279 | ||||||||
| Health Care — 0.1% | ||||||||
| DIAGNOSTYKA SA | 13,720 | 727 | ||||||
| Materials — 0.3% | ||||||||
| KGHM Polska Miedz SA * | 21,199 | 1,999 | ||||||
| Total Poland | 10,256 | |||||||
| Portugal — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Jeronimo Martins SGPS SA | 62,031 | 1,629 | ||||||
| Qatar — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Ooredoo QPSC | 43,745 | 163 | ||||||
| Romania — 0.3% | ||||||||
| Industrials — 0.3% | ||||||||
| Electro-Alfa International SA * | 1,122,683 | 2,301 | ||||||
| Russia — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Mobile TeleSystems PJSC ADR | 556,416 | – | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Ozon Holdings PLC ADR * | 30,008 | – | ||||||
| Energy — 0.0% | ||||||||
| LUKOIL PJSC ADR *(A) | 68,718 | – | ||||||
| Surgutneftegas PJSC ADR * | 416,721 | – | ||||||
| – | ||||||||
| Financials — 0.0% | ||||||||
| Moscow Exchange MICEX-RTS PJSC * | 945,410 | – | ||||||
| Sberbank of Russia PJSC ADR (A) | 93,380 | – | ||||||
| – | ||||||||
| Total Russia | – | |||||||
| Saudi Arabia — 0.4% | ||||||||
| Communication Services — 0.2% | ||||||||
| Etihad Etisalat Co | 62,925 | 1,077 | ||||||
| Energy — 0.1% | ||||||||
| Arabian Drilling Co | 41,624 | 994 | ||||||
| SEI Institutional Investments Trust | 145 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.1% | ||||||||
| Saudi National Bank/The | 78,290 | $ | 867 | |||||
| Total Saudi Arabia | 2,938 | |||||||
| Slovenia — 0.7% | ||||||||
| Financials — 0.7% | ||||||||
| Nova Ljubljanska Banka dd GDR | 102,219 | 5,322 | ||||||
| South Africa — 4.6% | ||||||||
| Consumer Discretionary — 1.3% | ||||||||
| Naspers Ltd, Cl N | 173,697 | 9,670 | ||||||
| Consumer Staples — 0.5% | ||||||||
| Bid Corp Ltd | 70,106 | 1,850 | ||||||
| Shoprite Holdings Ltd | 112,709 | 1,876 | ||||||
| 3,726 | ||||||||
| Financials — 1.4% | ||||||||
| Absa Group Ltd | 329,228 | 5,629 | ||||||
| Discovery Ltd | 94,982 | 1,557 | ||||||
| Old Mutual Ltd | 264,635 | 274 | ||||||
| Standard Bank Group Ltd | 116,409 | 2,345 | ||||||
| 9,805 | ||||||||
| Health Care — 0.1% | ||||||||
| Aspen Pharmacare Holdings Ltd | 115,841 | 985 | ||||||
| Materials — 1.2% | ||||||||
| Anglo American PLC | 43,738 | 2,200 | ||||||
| Gold Fields Ltd ADR | 28,332 | 1,667 | ||||||
| Harmony Gold Mining Co Ltd | 34,967 | 796 | ||||||
| Impala Platinum Holdings Ltd | 76,110 | 1,691 | ||||||
| Valterra Platinum Ltd | 20,753 | 2,438 | ||||||
| 8,792 | ||||||||
| Real Estate — 0.1% | ||||||||
| Growthpoint Properties Ltd ‡ | 355,848 | 421 | ||||||
| Total South Africa | 33,399 | |||||||
| South Korea — 14.5% | ||||||||
| Communication Services — 0.4% | ||||||||
| KT Corp | 10,613 | 472 | ||||||
| KT Corp ADR * | 71,605 | 1,704 | ||||||
| LG Uplus Corp | 35,342 | 407 | ||||||
| 2,583 | ||||||||
| Consumer Discretionary — 2.3% | ||||||||
| Coway Co Ltd * | 5,550 | 315 | ||||||
| Hankook Tire & Technology Co Ltd | 8,476 | 429 | ||||||
| Hyundai Mobis Co Ltd | 4,575 | 1,645 | ||||||
| Hyundai Motor Co | 4,689 | 2,198 | ||||||
| Kia Corp | 59,908 | 8,554 | ||||||
| LG Electronics Inc | 26,955 | 2,727 | ||||||
| Misto Holdings Corp | 18,150 | 617 | ||||||
| Youngone Corp | 3,941 | 265 | ||||||
| 16,750 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.1% | ||||||||
| APR Corp/Korea | 4,299 | $ | 933 | |||||
| KT&G Corp | 1,078 | 122 | ||||||
| 1,055 | ||||||||
| Energy — 0.1% | ||||||||
| HD Hyundai Co Ltd | 2,886 | 587 | ||||||
| Financials — 1.9% | ||||||||
| DB Insurance Co Ltd | 3,412 | 434 | ||||||
| Hana Financial Group Inc | 105,214 | 8,900 | ||||||
| KIWOOM Securities Co Ltd | 1,462 | 473 | ||||||
| Korea Investment Holdings Co Ltd | 4,204 | 756 | ||||||
| Samsung Fire & Marine Insurance Co Ltd | 3,732 | 1,375 | ||||||
| Samsung Securities Co Ltd | 6,721 | 499 | ||||||
| Shinhan Financial Group Co Ltd | 10,903 | 733 | ||||||
| Woori Financial Group Inc | 33,763 | 845 | ||||||
| 14,015 | ||||||||
| Health Care — 0.1% | ||||||||
| Celltrion Inc | 4,337 | 718 | ||||||
| Industrials — 3.0% | ||||||||
| GS Holdings Corp | 5,382 | 257 | ||||||
| Hanwha Corp * | 7,502 | 713 | ||||||
| HD Korea Shipbuilding & Offshore Engineering Co Ltd | 2,021 | 632 | ||||||
| Hyosung Heavy Industries Corp | 323 | 633 | ||||||
| Hyundai Glovis Co Ltd | 1,752 | 353 | ||||||
| Hyundai Rotem Co Ltd | 17,227 | 2,754 | ||||||
| LX INTERNATIONAL CORP | 7,124 | 211 | ||||||
| Samsung E&A Co Ltd | 13,105 | 332 | ||||||
| Sanil Electric Co LTD | 7,417 | 858 | ||||||
| SFA Engineering Corp | 32,402 | 762 | ||||||
| SK Inc | 10,082 | 2,815 | ||||||
| SK Square Co Ltd * | 25,883 | 11,617 | ||||||
| 21,937 | ||||||||
| Information Technology — 6.2% | ||||||||
| LG Innotek Co Ltd | 2,146 | 476 | ||||||
| NEXTIN Inc | 14,697 | 841 | ||||||
| Samsung Electronics Co Ltd | 207,393 | 31,041 | ||||||
| SK hynix Inc | 17,674 | 13,068 | ||||||
| 45,426 | ||||||||
| Materials — 0.3% | ||||||||
| LG Chem Ltd | 6,930 | 2,015 | ||||||
| Utilities — 0.1% | ||||||||
| Korea Electric Power Corp | 16,707 | 671 | ||||||
| Total South Korea | 105,757 | |||||||
| Taiwan — 14.3% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Pou Chen Corp | 97,000 | 96 | ||||||
| 146 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Poya International Co Ltd | 24,000 | $ | 387 | |||||
| 483 | ||||||||
| Financials — 0.7% | ||||||||
| Cathay Financial Holding Co Ltd | 299,000 | 758 | ||||||
| CTBC Financial Holding Co Ltd | 2,286,000 | 4,066 | ||||||
| KGI Financial Holding Co Ltd | 529,000 | 370 | ||||||
| 5,194 | ||||||||
| Health Care — 0.1% | ||||||||
| Lotus Pharmaceutical Co Ltd * | 86,000 | 765 | ||||||
| Industrials — 0.5% | ||||||||
| Eva Airways Corp | 407,000 | 493 | ||||||
| Evergreen Marine Corp Taiwan Ltd | 68,000 | 427 | ||||||
| Kaori Heat Treatment Co Ltd | 38,000 | 1,046 | ||||||
| Voltronic Power Technology Corp | 52,000 | 1,529 | ||||||
| 3,495 | ||||||||
| Information Technology — 12.9% | ||||||||
| Accton Technology Corp | 29,000 | 1,276 | ||||||
| ADATA Technology Co Ltd | 34,000 | 304 | ||||||
| Advantech Co Ltd | 243,000 | 2,577 | ||||||
| AP Memory Technology Corp | 21,000 | 286 | ||||||
| Asia Vital Components Co Ltd | 22,686 | 1,247 | ||||||
| ASPEED Technology Inc | 1,000 | 309 | ||||||
| Asustek Computer Inc | 192,000 | 3,245 | ||||||
| AURAS Technology Co Ltd | 27,000 | 975 | ||||||
| Chroma ATE Inc | 31,000 | 1,347 | ||||||
| Delta Electronics Inc | 81,000 | 3,653 | ||||||
| Elite Material Co Ltd | 11,000 | 842 | ||||||
| Global Unichip Corp | 4,000 | 350 | ||||||
| Gold Circuit Electronics Ltd | 47,000 | 1,221 | ||||||
| Grand Process Technology Corp | 10,000 | 559 | ||||||
| Hon Hai Precision Industry Co Ltd | 389,912 | 2,982 | ||||||
| King Slide Works Co Ltd | 1,000 | 108 | ||||||
| King Yuan Electronics Co Ltd | 45,000 | 463 | ||||||
| MediaTek Inc | 59,000 | 3,634 | ||||||
| MPI Corp | 4,000 | 370 | ||||||
| Nan Ya Printed Circuit Board Corp | 81,000 | 1,406 | ||||||
| Nanya Technology Corp * | 43,000 | 382 | ||||||
| Sinbon Electronics Co Ltd | 97,000 | 750 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 682,000 | 42,556 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 42,173 | 15,797 | ||||||
| Taiwan Surface Mounting Technology Corp | 56,000 | 181 | ||||||
| Universal Microwave Technology Inc | 18,003 | 909 | ||||||
| Win Semiconductors Corp | 107,000 | 1,134 | ||||||
| Wistron Corp | 177,000 | 756 | ||||||
| Wiwynn Corp | 33,000 | 4,147 | ||||||
| WT Microelectronics Co Ltd | 50,000 | 291 | ||||||
| 94,057 | ||||||||
| Total Taiwan | 103,994 | |||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Thailand — 1.5% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Com7 PCL, Cl F | 334,000 | $ | 259 | |||||
| MR DIY HOLDING THAILAND PCL | 3,244,000 | 969 | ||||||
| 1,228 | ||||||||
| Energy — 0.3% | ||||||||
| PTT Exploration & Production PCL NVDR | 254,700 | 1,127 | ||||||
| Star Petroleum Refining PCL NVDR | 5,759,900 | 1,411 | ||||||
| 2,538 | ||||||||
| Financials — 0.6% | ||||||||
| Kasikornbank PCL NVDR | 599,400 | 3,875 | ||||||
| Kiatnakin Phatra Bank PCL | 108,400 | 271 | ||||||
| 4,146 | ||||||||
| Health Care — 0.2% | ||||||||
| Mega Lifesciences PCL | 1,071,600 | 1,308 | ||||||
| Industrials — 0.2% | ||||||||
| Airports of Thailand PCL NVDR | 650,100 | 1,139 | ||||||
| Real Estate — 0.0% | ||||||||
| Land & Houses PCL NVDR | 2,535,700 | 355 | ||||||
| Total Thailand | 10,714 | |||||||
| Turkey — 1.3% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Dogus Otomotiv Servis ve Ticaret AS | 47,853 | 238 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Anadolu Efes Biracilik Ve Malt Sanayii AS | 438,328 | 190 | ||||||
| Migros Ticaret AS | 94,236 | 1,389 | ||||||
| 1,579 | ||||||||
| Financials — 0.4% | ||||||||
| Haci Omer Sabanci Holding AS | 677,194 | 1,556 | ||||||
| Yapi ve Kredi Bankasi AS * | 1,625,733 | 1,605 | ||||||
| 3,161 | ||||||||
| Health Care — 0.2% | ||||||||
| MLP Saglik Hizmetleri AS, Cl B * | 106,705 | 1,065 | ||||||
| Industrials — 0.4% | ||||||||
| AG Anadolu Grubu Holding AS, Cl A | 367,065 | 282 | ||||||
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 149,251 | 638 | ||||||
| Enka Insaat ve Sanayi AS | 115,450 | 268 | ||||||
| KOC Holding AS | 236,539 | 1,076 | ||||||
| Turk Hava Yollari AO | 73,554 | 515 | ||||||
| 2,779 | ||||||||
| SEI Institutional Investments Trust | 147 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Real Estate — 0.1% | ||||||||
| Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 1,449,340 | $ | 783 | |||||
| Total Turkey | 9,605 | |||||||
| United Arab Emirates — 2.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Emirates Telecommunications Group Co | ||||||||
| PJSC | 60,638 | 335 | ||||||
| Financials — 0.0% | ||||||||
| Emirates NBD Bank PJSC | 24,344 | 219 | ||||||
| Industrials — 0.2% | ||||||||
| ALEC HOLDINGS PJSC * | 2,628,685 | 1,152 | ||||||
| Real Estate — 1.8% | ||||||||
| Emaar Development PJSC | 556,954 | 2,934 | ||||||
| Emaar Properties PJSC | 2,270,636 | 10,023 | ||||||
| 12,957 | ||||||||
| Total United Arab Emirates | 14,663 | |||||||
| United States — 0.2% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| JBS NV * | 43,653 | 737 | ||||||
| Information Technology — 0.1% | ||||||||
| Cognizant Technology Solutions Corp, Cl A | 10,050 | 648 | ||||||
| Total United States | 1,385 | |||||||
| Vietnam — 1.9% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Mobile World Investment Corp | 216,000 | 772 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Masan Group Corp * | 819,300 | 2,485 | ||||||
| Financials — 1.1% | ||||||||
| Military Commercial Joint Stock Bank | 3,782,914 | 4,139 | ||||||
| Vietnam Technological & Commercial Joint Stock Bank | 1,519,840 | 2,115 | ||||||
| VPS Securities JSC * | 879,100 | 1,678 | ||||||
| 7,932 | ||||||||
| Real Estate — 0.4% | ||||||||
| Vinhomes JSC * | 606,200 | 2,514 | ||||||
| Total Vietnam | 13,703 | |||||||
| Zambia — 0.4% | ||||||||
| Materials — 0.4% | ||||||||
| First Quantum Minerals Ltd * | 91,664 | 2,745 | ||||||
| Total Common Stock | ||||||||
| (Cost $474,077) ($ Thousands) | 695,896 | |||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| PREFERRED STOCK — 2.5% | ||||||||
| Brazil — 0.3% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Cyrela Brazil Realty Empreendimentos e Participacoes*(B) | 13,180 | $ | 75 | |||||
| Financials — 0.3% | ||||||||
| Itausa SA(B) | 830,900 | 2,314 | ||||||
| Total Brazil | 2,389 | |||||||
| Chile — 0.1% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Embotelladora Andina SA(B) | 207,317 | 997 | ||||||
| Colombia — 0.3% | ||||||||
| Financials — 0.3% | ||||||||
| DAVIVIENDA GROUP SA*(B) | 215,784 | 1,774 | ||||||
| South Korea — 1.8% | ||||||||
| Consumer Discretionary — 0.7% | ||||||||
| Hyundai Motor Co (B) | 18,109 | 4,060 | ||||||
| LG Electronics Inc(B) | 23,163 | 1,074 | ||||||
| 5,134 | ||||||||
| Information Technology — 1.0% | ||||||||
| Samsung Electronics Co Ltd(B) | 72,348 | 7,267 | ||||||
| Materials — 0.1% | ||||||||
| LG Chem Ltd(B) | 5,906 | 826 | ||||||
| Total South Korea | 13,227 | |||||||
| Total Preferred Stock | ||||||||
| (Cost $12,517) ($ Thousands) | 18,387 | |||||||
| CASH EQUIVALENT — 0.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 4,831,021 | 4,831 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $4,831) ($ Thousands) | 4,831 | |||||||
| Total Investments in Securities — 98.7% | ||||||||
| (Cost $491,425) ($ Thousands) | $ | 719,114 | ||||||
| 148 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| MSCI Emerging Markets Index | 51 | Mar-2026 | $ | 4,036 | $ | 4,085 | $ | 49 | |||||||||
Percentages are based on Net Assets of $728,432 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 10,577 | $ | 105,825 | $ | (111,571 | ) | $ | – | $ | – | $ | 4,831 | $ | 228 | $ | – | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 149 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS — 30.7% | ||||||||
| Aerospace & Defense — 0.5% | ||||||||
| Bleriot US Bidco Inc., 2023 Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 3.250%, 10/30/2028 (A)(B) | $ | 429 | $ | 430 | ||||
| Cobham Ultra SeniorCo SARL, Facility B (USD), 1st Lien | ||||||||
| 7.791%, CME Term SOFR + 3.750%, 08/03/2029 (A) | 556 | 556 | ||||||
| Kaman Corporation, Delayed Draw Term Loan | ||||||||
| 6.150%, CME Term SOFR + 2.800%, 02/26/2032 (A) | 4 | 4 | ||||||
| Kaman Corporation, Initial Term Loan | ||||||||
| 6.173%, CME Term SOFR + 2.750%, 02/26/2032 (A) | 188 | 188 | ||||||
| Kaman Corporation, Initial Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 02/26/2032 (A) | 257 | 257 | ||||||
| TransDigm Inc., New Tranche J Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 02/28/2031 (A) | 177 | 177 | ||||||
| TransDigm Inc., New Tranche K Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.250%, 03/22/2030 (A) | 516 | 515 | ||||||
| 2,127 | ||||||||
| Air Transport — 0.2% | ||||||||
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.), 2025 Replacement Term Loan, 1st Lien | ||||||||
| 5.918%, CME Term SOFR + 2.250%, 04/20/2028 (A) | 769 | 767 | ||||||
| Automotive — 0.7% | ||||||||
| Belron Finance 2019 LLC, New 2031 Dollar Incremental Term Loan, 1st Lien | ||||||||
| 5.660%, CME Term SOFR + 2.000%, 10/16/2031 (A) | 604 | 603 | ||||||
| Clarios Global LP, Amendment No. 5 Dollar Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 05/06/2030 (A) | 889 | 885 | ||||||
| Paint Intermediate III, LLC, Cov-Lite TLB, 1st Lien | ||||||||
| 6.666%, 10/09/2031 (B) | 533 | 531 | ||||||
| Wand Newco 3, Inc., Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.750%, 01/30/2031 (A) | 815 | 810 | ||||||
| 2,829 | ||||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Broadcasting and Entertainment — 0.4% | ||||||||
| E.W. Scripps Company, The, Tranche B-2 Term Loan, 1st Lien | ||||||||
| 9.532%, CME Term SOFR + 5.750%, 06/30/2028 (A) | $ | 286 | $ | 288 | ||||
| NEP Group, Inc., 2025 Dollar Term Loan, 1st Lien | ||||||||
| 8.173%, CME Term SOFR + 4.500%, 10/09/2031 (A) | 695 | 632 | ||||||
| Telenet Financing USD LLC, Term Loan AR Facility, 1st Lien | ||||||||
| 5.774%, CME Term SOFR + 2.000%, 04/30/2028 (A)(B) | 647 | 636 | ||||||
| 1,556 | ||||||||
| Building & Development — 0.6% | ||||||||
| ArchKey Holdings Inc., TLB | ||||||||
| 7.922%, 11/01/2031 | 463 | 463 | ||||||
| Artera Services, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 8.172%, CME Term SOFR + 4.500%, 02/15/2031 (A) | 429 | 350 | ||||||
| CP Atlas Buyer, Inc., 2025 Term B Loan, 1st Lien | ||||||||
| 8.922%, CME Term SOFR + 5.300%, 07/08/2030 (A) | 314 | 303 | ||||||
| Gulfside Supply, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 06/17/2031 (A)(B) | 395 | 363 | ||||||
| Kodiak BP, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.423%, CME Term SOFR + 3.750%, 12/04/2031 (A) | 341 | 341 | ||||||
| Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 02/10/2032 (A) | 501 | 501 | ||||||
| Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.523%, CME Term SOFR + 3.750%, 10/15/2028 (A) | 154 | 141 | ||||||
| 2,462 | ||||||||
| Business Equipment & Services — 4.9% | ||||||||
| Access CIG, LLC, 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 7.673%, CME Term SOFR + 4.000%, 08/18/2032 (A) | 771 | 701 | ||||||
| AlixPartners, LLP, 2025 Refinancing Dollar Term Loan | ||||||||
| 5.672%, 08/12/2032 | 947 | 932 | ||||||
| AmSpec Parent, LLC, Amendment No. 1 Other Term Loan | ||||||||
| 7.172%, 12/22/2031 | 299 | 299 | ||||||
| 150 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Apple Bidco, LLC, Amendment No. 5 Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 09/23/2031 (A) | $ | 376 | $ | 376 | ||||
| Ascensus Group Holdings, Inc., Amendment No.4 Replacement Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 08/02/2028 (A) | 728 | 710 | ||||||
| Asplundh Tree Expert, LLC, 2024 Incremental Term Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 05/23/2031 (A) | 350 | 351 | ||||||
| Bach Finance Limited, Fifteenth Amendment Dollar Term Loan, 1st Lien | ||||||||
| 5.921%, CME Term SOFR + 2.250%, 01/09/2032 (A)(B) | 892 | 884 | ||||||
| BW Holding, Inc., Tranche A Term Loan | ||||||||
| 10.139%, 12/14/2030 | 194 | 194 | ||||||
| BW Holding, Inc., Tranche B Term Loan | ||||||||
| 8.289%, 12/14/2028 | 773 | 379 | ||||||
| Carroll County Energy LLC, Term Loan, 1st Lien | ||||||||
| 6.422%, CME Term SOFR + 2.750%, 06/30/2031 (A) | 420 | 421 | ||||||
| Chart Industries, Amendment No. 7 Term Loan | ||||||||
| 6.161%, 03/15/2030 (A) | 387 | 387 | ||||||
| Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 11/02/2029 (A) | 156 | 154 | ||||||
| Cotiviti, Inc., Term Loan | ||||||||
| 6.421%, CME Term SOFR + 2.750%, 03/26/2032 (A) | 245 | 216 | ||||||
| DTI Holdco, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 7.673%, CME Term SOFR + 4.000%, 04/26/2029 (A) | 533 | 457 | ||||||
| Ensemble RCM, LLC, Closing Date Term Loan | ||||||||
| 6.660%, CME Term SOFR + 3.000%, 02/09/2033 (A) | 610 | 586 | ||||||
| Ensono, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.788%, CME Term SOFR + 4.000%, 05/26/2028 (A) | 1,077 | 1,010 | ||||||
| Examworks Bidco Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 02/06/2033 (A) | 1,368 | 1,366 | ||||||
| Grant Thornton Advisors LLC, 2025 Incremental Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 06/02/2031 (A)(B) | 1,029 | 953 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| HIG Finance 2 Limited, 2025-3 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.422%, CME Term SOFR + 2.750%, 04/18/2030 (A) | $ | 532 | $ | 507 | ||||
| Inspired Finco Holdings Limited | ||||||||
| 6.418%, CME Term SOFR + 2.750%, 02/28/2031 (A)(B) | 585 | 583 | ||||||
| IRB Holding Corp., 2025 Replacement Term B Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 12/15/2030 (A) | 939 | 935 | ||||||
| Leia Finco US LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.898%, CME Term SOFR + 3.250%, 10/09/2031 (A) | 794 | 752 | ||||||
| Medline Borrower, LP, 2030 Refinancing Term Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 10/23/2030 (A) | 874 | 875 | ||||||
| Mermaid Bidco Inc., Facility B (USD) | ||||||||
| 6.913%, CME Term SOFR + 3.250%, 07/03/2031 (A) | 803 | 764 | ||||||
| OMNIA Partners, LLC , Initial Term Loan (2024), 1st Lien | ||||||||
| 6.455%, CME Term SOFR + 2.750%, 07/25/2030 (A) | 207 | 207 | ||||||
| Project Castle Inc., Initial Term Loan, 1st Lien | ||||||||
| 9.361%, CME Term SOFR + 5.500%, 06/01/2029 (A) | 34 | 17 | ||||||
| Project Castle, Inc., Initial Term Loan, 1st Lien | ||||||||
| 9.361%, CME Term SOFR + 5.500%, 06/01/2029 (A) | 763 | 387 | ||||||
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2024 Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 3.000%, 07/31/2031 (A) | 1,132 | 1,094 | ||||||
| Sharp Services, LLC, Tranche E Term Loan, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 09/29/2032 (A) | 951 | 953 | ||||||
| Signia Aerospace, LLC, 2025 Delayed Draw Term Loan, 1st Lien | ||||||||
| 1.000%, 12/11/2031 (A)(B) | 5 | 5 | ||||||
| Tempo Acquisition, LLC, Seventh Incremental Term Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 08/31/2028 (A)(B) | 854 | 585 | ||||||
| TK Elevator Midc GmbH, Facility B2 | ||||||||
| 0.000%, 04/30/2030 (B)(C) | 440 | 440 | ||||||
| SEI Institutional Investments Trust | 151 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Trans Union LLC, 2024 Refinancing Term B-9 Loan | ||||||||
| 5.422%, 06/24/2031 | $ | 1,139 | $ | 1,127 | ||||
| Verifone Systems, Inc., 2025-1 Term Loan | ||||||||
| 9.178%, 08/18/2028 (B) | 338 | 310 | ||||||
| Waystar Technologies, Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.672%, 10/22/2029 | 642 | 636 | ||||||
| WEX Inc., Term B-2 Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 03/31/2028 (A) | 186 | 185 | ||||||
| WhiteWater Matterhorn Holdings, LLC, 2026 Incremental Term Loan, 1st Lien | ||||||||
| 5.417%, CME Term SOFR + 1.750%, 06/16/2032 (A) | 434 | 433 | ||||||
| 21,171 | ||||||||
| Cable & Satellite Television — 0.2% | ||||||||
| Creative Artists Agency, LLC, 2025 Refinancing Term Loan | ||||||||
| 6.172%, 10/01/2031 (B) | 484 | 483 | ||||||
| Gray Television Inc., Term D Loan, 1st Lien | ||||||||
| 6.786%, 12/01/2028 (B) | 154 | 154 | ||||||
| Gray Television, Inc., Term F Loan, 1st Lien | ||||||||
| 8.921%, CME Term SOFR + 5.250%, 06/04/2029 (A) | 5 | 5 | ||||||
| Virgin Media Bristol LLC, Facility Y, 1st Lien | ||||||||
| 7.052%, CME Term SOFR + 3.175%, 03/31/2031 (A) | 350 | 326 | ||||||
| 968 | ||||||||
| Chemicals & Plastics — 0.9% | ||||||||
| Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien | ||||||||
| 7.773%, CME Term SOFR + 4.000%, 11/24/2027 (A) | 49 | 47 | ||||||
| Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien | ||||||||
| 11.523%, CME Term SOFR + 7.750%, 11/24/2028 (A) | 74 | 66 | ||||||
| Flexsys 5/25 First Out TL, First Out Term Loan | ||||||||
| 9.910%, 08/01/2029 (B) | 252 | 152 | ||||||
| Flexsys 5/25 Second Out TL, Second Out Refinancing Term Loan | ||||||||
| 9.172%, 08/01/2029 | 550 | 46 | ||||||
| Herens Holdco SARL, Facility B | ||||||||
| 7.697%, 07/03/2028 (A) | 518 | 462 | ||||||
| Ineos US Finance LLC, New USD Term Loan B, 1st Lien | ||||||||
| 6.923%, 02/18/2030 (A) | 194 | 162 | ||||||
| LTI Holdings, Inc., 2024 Term Loan, 1st Lien | ||||||||
| 7.423%, CME Term SOFR + 4.250%, 07/29/2029 (A) | 515 | 515 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| SCIH Salt Holdings Inc., Term B-1 Loan, 1st Lien | ||||||||
| 6.522%, CME Term SOFR + 2.750%, 01/31/2029 (A) | $ | 1,138 | $ | 1,134 | ||||
| Tronox Finance LLC, 2024 B2 Term Loan (FIrst Lien), 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.300%, 04/04/2029 (A) | 307 | 248 | ||||||
| Tronox Finance LLC, 2024-B Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 09/18/2031 (A)(B) | 147 | 115 | ||||||
| USALCO, LLC, 2025 Initial Term Loan | ||||||||
| 7.172%, 09/30/2031 | 496 | 496 | ||||||
| Wilsonart LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.922%, CME Term SOFR + 4.250%, 08/05/2031 (A) | 363 | 330 | ||||||
| 3,773 | ||||||||
| Conglomerates — 0.4% | ||||||||
| Agiliti Health Inc., Term Loan, 1st Lien | ||||||||
| 6.576%, CME Term SOFR + 3.000%, 05/01/2030 (A) | 646 | 615 | ||||||
| Osmosis Buyer Limited, 2026 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.411%, CME Term SOFR + 2.750%, 07/31/2028 (A) | 1,229 | 1,222 | ||||||
| 1,837 | ||||||||
| Containers & Glass Products — 0.3% | ||||||||
| Pregis TopCo LLC, Tenth Amendment Term Loan, 1st Lien | ||||||||
| 7.673%, CME Term SOFR + 4.000%, 02/01/2029 (A) | 847 | 848 | ||||||
| Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien | ||||||||
| 8.501%, CME Term SOFR + 3.899%, 10/02/2028 (A)(D) | 485 | 195 | ||||||
| Ranpak Corp., Initial Dutch Borrower Term Loan, 1st Lien | ||||||||
| 8.173%, CME Term SOFR + 4.500%, 12/19/2031 (A) | 120 | 120 | ||||||
| Ranpak Corp., Initial U.S. Borrower Term Loan, 1st Lien | ||||||||
| 8.173%, CME Term SOFR + 4.500%, 12/19/2031 (A) | 188 | 187 | ||||||
| 1,350 | ||||||||
| Ecological Services & Equipment — 0.5% | ||||||||
| Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien | ||||||||
| 7.417%, CME Term SOFR + 3.800%, 12/29/2028 (A) | 764 | 327 | ||||||
| 152 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Enstall Group B.V., Initial Term Loan, 1st Lien | ||||||||
| 8.934%, CME Term SOFR + 5.000%, 08/30/2028 (A) | $ | 163 | $ | 68 | ||||
| GFL Environmental Services Inc., Term Loan | ||||||||
| 6.273%, CME Term SOFR + 2.500%, 03/03/2032 (A) | 533 | 533 | ||||||
| Pasadena Performance Products, LLC, 2025-1 Repricing Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 02/27/2032 (A) | 529 | 527 | ||||||
| WIN Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.538%, CME Term SOFR + 2.750%, 03/24/2028 (A) | 488 | 487 | ||||||
| 1,942 | ||||||||
| Electronics/Electrical — 4.2% | ||||||||
| Applied Systems, Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
| 5.924%, CME Term SOFR + 2.750%, 02/24/2031 (A)(B) | 755 | 739 | ||||||
| athenahealth Group Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 02/15/2029 (A) | 1,037 | 1,008 | ||||||
| Bending Spoons US Inc., Amendment No. 4 Dollar Term Loan | ||||||||
| 9.543%, 03/07/2031 | 115 | 106 | ||||||
| Bending Spoons US Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 9.550%, CME Term SOFR + 5.875%, 03/07/2031 (A) | 632 | 582 | ||||||
| Calabrio, Inc., First Out Term Loan, 1st Lien | ||||||||
| 7.835%, CME Term SOFR + 4.000%, 10/25/2032 (A) | 159 | 127 | ||||||
| Central Parent LLC, 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 07/06/2029 (A) | 612 | 382 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-1 Term Loan | ||||||||
| 6.922%, 08/13/2032 (A) | 691 | 640 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 03/21/2031 (A) | 1 | 1 | ||||||
| 6.922%, CME Term SOFR + 3.250%, 03/21/2031 (A) | 342 | 316 | ||||||
| ConnectWise, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.434%, CME Term SOFR + 3.500%, 09/29/2028 (A) | 676 | 605 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Conservice Midco, LLC, Eleventh Amendment Refinancing Term Loan | ||||||||
| 6.422%, 05/13/2030 | $ | 949 | $ | 944 | ||||
| CoorsTek, Inc, Initial Term B Loan | ||||||||
| 6.671%, 10/11/2032 | 385 | 386 | ||||||
| Dawn Bidco, LLC, Term Loan | ||||||||
| 6.661%, CME Term SOFR + 3.000%, 10/07/2032 (A)(B) | 804 | 740 | ||||||
| Delta Topco, Inc., Second Amendment Refinancing Term Loan, 2nd Lien | ||||||||
| 8.940%, CME Term SOFR + 5.250%, 11/29/2030 (A) | 88 | 75 | ||||||
| 8.902%, CME Term SOFR + 5.250%, 11/29/2030 (A) | 190 | 161 | ||||||
| Ellucian Holdings Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 3.000%, 10/09/2029 (A) | 964 | 930 | ||||||
| Ellucian Holdings Inc., Initial Term Loan, 2nd Lien | ||||||||
| 8.423%, CME Term SOFR + 4.750%, 11/22/2032 (A) | 301 | 289 | ||||||
| Epicor Software Corporation, Term F Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.750%, 05/30/2031 (A) | 924 | 895 | ||||||
| Imprivata, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 12/01/2027 (A) | 601 | 597 | ||||||
| Inmar, Inc., Amendment No. 4 Refinancing Term Loan, 1st Lien | ||||||||
| 8.173%, 10/30/2031 (A) | 199 | 193 | ||||||
| 8.167%, CME Term SOFR + 4.500%, 10/30/2031 (A) | 79 | 77 | ||||||
| Ivanti Security Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 9.411%, CME Term SOFR + 5.800%, 06/01/2029 (A) | 698 | 698 | ||||||
| Level 3 Financing, Inc., Term B-4 Refinancing Loans, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 03/27/2032 (A) | 280 | 280 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 03/01/2029 (A) | 277 | 241 | ||||||
| Motus Group, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.422%, CME Term SOFR + 3.750%, 12/11/2028 (A) | 398 | 376 | ||||||
| SEI Institutional Investments Trust | 153 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| OID-OL Intermediate I, LLC, Initial First Out Term Loan, 1st Lien | ||||||||
| 9.667%, CME Term SOFR + 6.000%, 02/01/2029 (A) | $ | 203 | $ | 202 | ||||
| OID-OL Intermediate I, LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 8.067%, CME Term SOFR + 4.250%, 02/01/2029 (A) | 926 | 624 | ||||||
| PointClickCare Technologies Inc., 2025 Term Loan | ||||||||
| 6.422%, 11/03/2031 | 842 | 835 | ||||||
| Polaris Newco LLC, Dollar Term Loan, 1st Lien | ||||||||
| 7.679%, CME Term SOFR + 4.000%, 06/02/2028 (A) | 874 | 742 | ||||||
| Project Boost Purchaser, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.422%, CME Term SOFR + 3.000%, 07/16/2031 (A)(B) | 837 | 796 | ||||||
| Project Ruby Ultimate Parent Corp., Incremental B-1 Loan, 2nd Lien | ||||||||
| 0.000%, 03/12/2029 (B)(C) | 310 | 310 | ||||||
| Project Ruby Ultimate Parent Corp., Incremental Term B-5 Loan, 1st Lien | ||||||||
| 6.536%, CME Term SOFR + 2.800%, 03/10/2028 (A) | 904 | 886 | ||||||
| Proofpoint, Inc., Term Loan (Add-On) | ||||||||
| 6.672%, 08/31/2028 | 997 | 953 | ||||||
| Pushpay USA Inc., Repriced 2025 Term Loan | ||||||||
| 7.622%, 08/15/2031 | 289 | 283 | ||||||
| Quartz Holding Company, Term Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.500%, 10/02/2028 (A) | 592 | 568 | ||||||
| RealPage, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.934%, CME Term SOFR + 3.000%, 04/24/2028 (A) | 500 | 461 | ||||||
| VS Buyer, LLC, 2025-1 Initial Term Loan, 1st Lien | ||||||||
| 5.917%, CME Term SOFR + 2.250%, 04/12/2031 (A) | 374 | 361 | ||||||
| 18,409 | ||||||||
| Financial Intermediaries — 4.7% | ||||||||
| ACP Tara Holdings, Inc., Term Loan | ||||||||
| 6.973%, CME Term SOFR + 3.250%, 09/17/2032 (A) | 466 | 466 | ||||||
| Argent Midco SAS, Facility B | ||||||||
| 0.000%, 11/19/2032 (A)(B)(C) | 350 | 351 | ||||||
| Bausch + Lomb Corporation, Fourth Amendment Term Loan, 1st Lien | ||||||||
| 7.422%, CME Term SOFR + 3.750%, 01/15/2031 (A) | 887 | 886 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| BCP Renaissance Parent L.L.C., Initial Term B-6 Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 3.000%, 10/31/2028 (A) | $ | 595 | $ | 593 | ||||
| BradyPLUS Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.190%, CME Term SOFR + 3.500%, 12/29/2032 (A)(B) | 549 | 543 | ||||||
| Brown Group Holding LLC, Incremental Term B-2 Facility, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 3.750%, 07/01/2031 (A) | 7 | 7 | ||||||
| 6.173%, CME Term SOFR + 3.750%, 07/01/2031 (A) | 9 | 9 | ||||||
| 6.167%, CME Term SOFR + 3.750%, 07/01/2031 (A) | 14 | 14 | ||||||
| Brown Group Holding, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 07/01/2031 (A) | 126 | 126 | ||||||
| Chicago US Midco III, LP, Closing Date Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 10/08/2032 (A) | 393 | 387 | ||||||
| 6.172%, CME Term SOFR + 2.500%, 10/30/2032 (A) | 34 | 33 | ||||||
| Chrysaor Bidco S.a r.l., Facility B1 (USD) Loan, 1st Lien | ||||||||
| 6.900%, CME Term SOFR + 3.250%, 10/30/2031 (A)(B) | 326 | 325 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 08/13/2032 (A) | 2 | 2 | ||||||
| Cogentrix Finance Holdco I, LLC, Repricing Term Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 02/26/2032 (A) | 503 | 502 | ||||||
| Cornerstone Generation, LLC, Term Loan B | ||||||||
| 5.917%, CME Term SOFR + 3.750%, 08/11/2032 (A) | 401 | 402 | ||||||
| CPI Holdco B, LLC, 2025 Fourth Amendment Incremental Term Loan | ||||||||
| 5.672%, CME Term SOFR + 2.000%, 05/17/2031 (A) | 767 | 758 | ||||||
| CPPIB OVM Member U.S. LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.750%, 08/20/2031 (A)(B) | 855 | 854 | ||||||
| Disco Parent, Inc., Term Loan | ||||||||
| 7.072%, 08/06/2032 | 282 | 274 | ||||||
| 154 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| ECL Entertainment, LLC, 2025 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 08/30/2030 (A)(B) | $ | 509 | $ | 505 | ||||
| Edelman Financial Engines Center, LLC, The, 2024 Refinancing Term Loan, 2nd Lien | ||||||||
| 8.923%, CME Term SOFR + 5.250%, 10/06/2028 (A) | 484 | 479 | ||||||
| Edelman Financial Engines Center, LLC, The, 2024-2 Refinancing Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 04/07/2028 (A) | 259 | 257 | ||||||
| Focus Financial Partners, LLC, Tranche B Incremental Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.750%, 09/15/2031 (A) | 580 | 546 | ||||||
| Herschend Entertainment Company, LLC, 2026 Incremental Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 05/27/2032 (A) | 313 | 314 | ||||||
| Hightower Holding, LLC, Amendment No. 10 Replacement Term Loan | ||||||||
| 0.064%, 02/03/2032 | 904 | 890 | ||||||
| Icon Parent I Inc., 2025 Term Loan, 1st Lien | ||||||||
| 6.445%, CME Term SOFR + 2.750%, 11/13/2031 (A) | 147 | 139 | ||||||
| Inmar, Inc., Amendment No. 4 Refinancing Term Loan, 1st Lien | ||||||||
| 8.172%, CME Term SOFR + 4.500%, 10/30/2031 (A) | 221 | 215 | ||||||
| Lernen Bidco Limited, Facility B3 (USD), 1st Lien | ||||||||
| 7.410%, CME Term SOFR + 3.500%, 10/27/2031 (A) | 499 | 498 | ||||||
| LSF12 Crown US Commercial Bidco, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.671%, CME Term SOFR + 3.000%, 12/02/2031 (A) | 355 | 354 | ||||||
| Madison IAQ LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.128%, CME Term SOFR + 2.500%, 06/21/2028 (A) | 695 | 695 | ||||||
| Modena Buyer LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.917%, CME Term SOFR + 4.500%, 07/01/2031 (A) | 309 | 271 | ||||||
| Opal Bidco SAS, Facility B4, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 04/28/2032 (A) | 744 | 743 | ||||||
| OVG Business Services, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 06/25/2031 (A)(B) | 870 | 866 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Par Petroleum, LLC, Amendment No. 3 Loan, 1st Lien | ||||||||
| 6.955%, CME Term SOFR + 3.250%, 02/28/2030 (A) | $ | 395 | $ | 395 | ||||
| PEX Holdings LLC, Term Loan, 1st Lien | ||||||||
| 6.422%, CME Term SOFR + 2.750%, 11/26/2031 (A) | 248 | 241 | ||||||
| Pinnacle Buyer, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 6.161%, CME Term SOFR + 2.500%, 09/10/2032 (A) | 381 | 381 | ||||||
| Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 11/19/2031 (A) | 272 | 259 | ||||||
| Resilience Parent, LLC | ||||||||
| 6.126%, CME Term SOFR + 2.500%, 02/28/2033 (A)(B) | 285 | 285 | ||||||
| Shift4 Payments, LLC, Amendment No. 3 Refinancing Term Loan, 1st Lien | ||||||||
| 5.652%, CME Term SOFR + 2.000%, 07/03/2032 (A) | 289 | 289 | ||||||
| Signia Aerospace, LLC, 2025 Initial Term Loan, 1st Lien | ||||||||
| 6.572%, CME Term SOFR + 2.750%, 12/11/2031 (A)(B) | 106 | 106 | ||||||
| Speed Midco 3 S.a r.l., Facility B (USD), 1st Lien | ||||||||
| 6.288%, CME Term SOFR + 2.500%, 09/23/2032 (A)(B) | 549 | 548 | ||||||
| Spring Education Group, Inc., Initial Term Loan | ||||||||
| 6.922%, CME Term SOFR + 4.500%, 10/04/2030 (A) | 666 | 665 | ||||||
| Team.blue Finco SARL, USD Additional Facility, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 07/12/2032 (A)(B) | 295 | 251 | ||||||
| Turquoise Topco Limited 8/25 Cov-Lite TLB, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 08/13/2032 (A)(B) | 666 | 655 | ||||||
| United Talent Agency, LLC, 2025-1 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.680%, CME Term SOFR + 3.000%, 06/10/2032 (A) | 613 | 610 | ||||||
| USI, Inc., 2024-C Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.250%, 09/29/2030 (A) | 180 | 179 | ||||||
| Victory Buyer LLC | ||||||||
| 6.668%, CME Term SOFR + 3.000%, 02/13/2033 (A)(B) | 773 | 775 | ||||||
| Wash Bidco Inc., Initial Term Loan | ||||||||
| 6.922%, 09/10/2032 (A) | 518 | 520 | ||||||
| SEI Institutional Investments Trust | 155 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Xplor T1, LLC, Second Amendment Term Loan, 1st Lien | ||||||||
| 7.292%, CME Term SOFR + 3.500%, 12/01/2032 (A)(B) | $ | 793 | $ | 713 | ||||
| 20,176 | ||||||||
| Food Service — 1.0% | ||||||||
| Aramark Intermediate HoldCo Corp., U.S. Term B-10 Loan | ||||||||
| 5.422%, CME Term SOFR + 1.750%, 06/22/2030 (A) | 875 | 876 | ||||||
| Chobani, LLC, 2025-2 New Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.250%, 10/22/2032 (A) | 905 | 907 | ||||||
| Froneri International Limited, Facility B4, 1st Lien | ||||||||
| 5.877%, CME Term SOFR + 2.000%, 09/30/2031 (A) | 723 | 705 | ||||||
| Froneri International Limited, Facility B6, 1st Lien | ||||||||
| 5.877%, CME Term SOFR + 2.500%, 08/02/2032 (A) | 491 | 479 | ||||||
| Froneri Internationl Limited, Term Loan | ||||||||
| 5.877%, 08/02/2032 | 484 | 473 | ||||||
| Nomad Foods Limited, Facility B2 | ||||||||
| 6.276%, 10/28/2032 (B) | 585 | 575 | ||||||
| Red SPV, LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.927%, CME Term SOFR + 2.250%, 03/15/2032 (A) | 261 | 259 | ||||||
| 4,274 | ||||||||
| Food/Drug Retailers — 0.1% | ||||||||
| Eagle Parent Corp., Initial Term Loan, 1st Lien | ||||||||
| 7.922%, CME Term SOFR + 4.250%, 04/02/2029 (A) | 590 | 590 | ||||||
| Forests Products — 0.2% | ||||||||
| Enviva, LLC, Initial Term Loan | ||||||||
| 10.613%, 12/06/2029 | 982 | 991 | ||||||
| Health Care — 3.6% | ||||||||
| Aveanna Healthcare LLC, 2025 Incremental Term Loan, 1st Lien | ||||||||
| 7.422%, CME Term SOFR + 3.750%, 09/17/2032 (A) | 667 | 664 | ||||||
| Barentz Midco B.V., Term Loan B | ||||||||
| 7.022%, CME Term SOFR + 3.250%, 03/03/2031 (A) | 600 | 584 | ||||||
| BIP PipeCo Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.896%, CME Term SOFR + 2.250%, 12/06/2030 (A)(B) | 185 | 185 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Charlotte Buyer, Inc., Second Refinancing Term Loan, 1st Lien | ||||||||
| 7.911%, CME Term SOFR + 4.250%, 02/11/2028 (A) | $ | 416 | $ | 398 | ||||
| CNT Holdings I Corp, 2025 Replacement Term Loan, 1st Lien | ||||||||
| 6.167%, CME Term SOFR + 2.500%, 11/08/2032 (A) | 839 | 838 | ||||||
| Concentra Health Services, Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 07/26/2031 (A) | 44 | 44 | ||||||
| Confluent Medical Technologies, Inc., 2025 Refinancing Term B loan, 1st Lien | ||||||||
| 6.672%, 02/16/2029 | 914 | 912 | ||||||
| CQP Holdco LP, Amendment No. 7 Refinancing Term Loan, 1st Lien | ||||||||
| 5.422%, CME Term SOFR + 1.750%, 12/31/2032 (A) | 201 | 200 | ||||||
| Databricks, Inc., 2026 Term Loan, 1st Lien | ||||||||
| 8.188%, CME Term SOFR + 4.500%, 01/05/2032 (A) | 332 | 333 | ||||||
| Fortrea Holdings Inc., Initial Term B Loan, 1st Lien | ||||||||
| 7.417%, CME Term SOFR + 3.750%, 07/01/2030 (A) | 81 | 77 | ||||||
| Gainwell Acquisition Corp., Term B Loan, 1st Lien | ||||||||
| 7.772%, CME Term SOFR + 4.000%, 10/01/2027 (A) | 745 | 705 | ||||||
| Genmab A/S, Initial Term B Loan | ||||||||
| 6.733%, CME Term SOFR + 3.000%, 11/19/2032 (A) | 770 | 773 | ||||||
| Global Medical Response, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.170%, CME Term SOFR + 3.500%, 10/01/2032 (A) | 756 | 755 | ||||||
| Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien | ||||||||
| 5.773%, CME Term SOFR + 2.000%, 11/15/2027 (A) | 204 | 203 | ||||||
| Hologic TL 01/14/2033 TLB, 1st Lien | ||||||||
| 0.000%, 01/14/2033 (B)(C) | 1,005 | 992 | ||||||
| ICU Medical, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 6.072%, CME Term SOFR + 2.500%, 01/08/2029 (A) | 368 | 368 | ||||||
| LifePoint Health, Inc. , 2024-1 Refinancing Term Loan, 1st Lien | ||||||||
| 7.422%, CME Term SOFR + 3.750%, 05/17/2031 (A)(B) | 509 | 509 | ||||||
| Mamba Purchaser, Inc., Fifth Amendment Term Loan, 1st Lien | ||||||||
| 6.673%, 10/14/2031 | 969 | 967 | ||||||
| 156 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien | ||||||||
| 6.669%, CME Term SOFR + 3.000%, 10/19/2027 (A) | $ | 719 | $ | 698 | ||||
| Option Care Health, Inc., 2025 Amendment Term Loan, 1st Lien | ||||||||
| 5.422%, CME Term SOFR + 1.750%, 09/16/2032 (A) | 922 | 923 | ||||||
| Parexel International, Inc., Seventh Amendment Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 12/09/2032 (A) | 723 | 714 | ||||||
| Precision Medicine Group, LLC, Amendment No. 4 Refinancing Term Loan | ||||||||
| 7.172%, 08/20/2032 | 454 | 453 | ||||||
| QuidelOrtho Corporation, Term B Loan | ||||||||
| 7.672%, 08/20/2032 | 459 | 458 | ||||||
| Radnet Management, Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 04/18/2031 (A) | 675 | 674 | ||||||
| Select Medical Corporation, Tranche B-2 Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 12/03/2031 (A) | 46 | 46 | ||||||
| Surgery Center Holdings, Inc., 2025 Refinancing Term Loan | ||||||||
| 6.172%, 12/19/2030 | 650 | 650 | ||||||
| Team Health Holdings, Inc., 2028-2 Refinancing Term Loan | ||||||||
| 7.661%, 06/30/2028 | 736 | 735 | ||||||
| TEAM Services Group, LLC, Incremental Term Loan, 1st Lien | ||||||||
| 8.917%, 12/20/2027 (A) | 213 | 212 | ||||||
| WCG Intermediate Corp., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.418%, CME Term SOFR + 2.750%, 02/25/2032 (A) | 319 | 311 | ||||||
| 15,381 | ||||||||
| Industrial Equipment — 1.0% | ||||||||
| Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 08/19/2031 (A) | 158 | 158 | ||||||
| 5.917%, CME Term SOFR + 2.750%, 08/19/2031 (A) | 332 | 331 | ||||||
| Avalara, Inc., First Amendment Term Loan, 1st Lien | ||||||||
| 6.422%, CME Term SOFR + 2.750%, 03/26/2032 (A)(B) | 30 | 28 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| INNIO Group Holding GmbH, Extended Facility B | ||||||||
| 5.660%, CME Term SOFR + 2.000%, 11/02/2031 (A) | $ | 760 | $ | 760 | ||||
| JBT Marel Corporation, First Amendment Term Loan | ||||||||
| 5.422%, 01/02/2032 | 308 | 308 | ||||||
| Lsf12 Helix Parent Ltd, 1st Lien | ||||||||
| 7.173%, 01/21/2033 (B) | 64 | 63 | ||||||
| Madison IAQ LLC, 2025 Repriced Incremental Term Loan, 1st Lien | ||||||||
| 6.378%, CME Term SOFR + 2.750%, 11/08/2032 (A) | 105 | 105 | ||||||
| Merlin Buyer Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.672%, CME Term SOFR + 4.000%, 12/14/2028 (A) | 634 | 637 | ||||||
| Pretium Pkg TL, 1st Lien | ||||||||
| 8.921%, 08/07/2026 | 161 | 160 | ||||||
| Resonetics, LLC, 2025 Specified Refinancing Term Loan, 1st Lien | ||||||||
| 6.421%, CME Term SOFR + 2.750%, 06/18/2031 (A) | 299 | 297 | ||||||
| Resonetics, LLC, 2026-1 Incremental Term Loan, 1st Lien | ||||||||
| 6.421%, CME Term SOFR + 2.750%, 06/18/2031 (A)(B) | 51 | 51 | ||||||
| TerraForm Power Operating LLC, Term Loan, 1st Lien | ||||||||
| 5.672%, CME Term SOFR + 2.000%, 05/21/2029 (A) | 357 | 356 | ||||||
| TMK Hawk Parent, Corp., Initial Tranche B Loan | ||||||||
| 7.673%, 06/30/2029 | 566 | 256 | ||||||
| TMK Hawk Parent, Corp., Term Loan (PIK), 1st Lien | ||||||||
| 11.000%, FIXED + 0.110%, 12/15/2031 (A)(E) | 20 | 20 | ||||||
| WEC US Holdings Ltd., Initial Term Loan, 1st Lien | ||||||||
| 5.671%, CME Term SOFR + 2.250%, 01/27/2031 (A) | 1,004 | 1,001 | ||||||
| 4,531 | ||||||||
| Insurance — 0.9% | ||||||||
| Acrisure, LLC, 2025 Term B Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.300%, 06/20/2032 (A) | 721 | 699 | ||||||
| Alera Group, Inc., 2026-1 New Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 05/30/2032 (A)(B) | 143 | 136 | ||||||
| Alliant Holdings Intermediate, LLC, 2025 Replacement Term Loan | ||||||||
| 6.172%, 09/19/2031 | 952 | 929 | ||||||
| SEI Institutional Investments Trust | 157 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| AmWINS Group, Inc., 2026 Refinancing Term Loan | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 01/30/2032 (A)(B) | $ | 494 | $ | 489 | ||||
| Asurion, LLC, New Term B-13 Term Loan, 1st Lien | ||||||||
| 7.923%, CME Term SOFR + 4.250%, 09/19/2030 (A) | 463 | 461 | ||||||
| Asurion, LLC, New Term B-14 Term Loan, 1st Lien | ||||||||
| 7.427%, CME Term SOFR + 3.750%, 02/23/2033 (A)(B) | 100 | 98 | ||||||
| Broadstreet Partners, Inc., 2024 Term B Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 3.000%, 06/13/2031 (A) | 308 | 294 | ||||||
| Broadstreet Partners, Inc., 2025 Tranche B Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.800%, 06/13/2031 (A) | 25 | 24 | ||||||
| CFC Bidco 2022 Limited, Term Loan B | ||||||||
| 7.161%, 07/01/2032 | 677 | 644 | ||||||
| HIG Finance 2 Limited, 2025-2 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 02/15/2031 (A) | 40 | 37 | ||||||
| Ryan Specialty, LLC, 2024 Term Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.250%, 09/15/2031 (A)(B) | 209 | 209 | ||||||
| USI, Inc., 2024-D Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.250%, 11/21/2029 (A)(B) | 52 | 51 | ||||||
| 4,071 | ||||||||
| Leisure Goods/Activities/Movies — 0.7% | ||||||||
| Alterra Mountain Company, Series B-8 Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 05/31/2030 (A) | 193 | 193 | ||||||
| Formula One Management Limited, Facility B, 1st Lien | ||||||||
| 5.422%, CME Term SOFR + 2.000%, 09/30/2031 (A) | 1,106 | 1,107 | ||||||
| Hard Rock Northern Indiana, Term Loan B, 1st Lien | ||||||||
| 8.086%, 12/11/2028 | 203 | 195 | ||||||
| Life Time, Inc., 2025 Refinancing Term Loan | ||||||||
| 5.671%, 11/05/2031 | 398 | 398 | ||||||
| Live Nation Entertainment, Inc., Initial Term B Loan, 1st Lien | ||||||||
| 5.677%, CME Term SOFR + 2.000%, 10/15/2032 (A) | 364 | 364 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Pye-Barker Fire & Safety, LLC, Initial Delayed Draw Term Loan, 1st Lien | ||||||||
| 1.250%, 12/16/2032 (A)(B) | $ | 20 | $ | 20 | ||||
| Recess Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.418%, CME Term SOFR + 3.750%, 02/20/2030 (A) | 286 | 287 | ||||||
| TKO Worldwide Holdings, LLC, Additional Term B-5 Loan, 1st Lien | ||||||||
| 5.664%, CME Term SOFR + 2.000%, 11/21/2031 (A) | 525 | 525 | ||||||
| 3,089 | ||||||||
| Lodging & Casinos — 0.6% | ||||||||
| Caesars Entertainment, Inc., 2023 Incremental Term B Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 02/06/2030 (A) | 686 | 680 | ||||||
| Four Seasons Holdings Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 5.422%, CME Term SOFR + 1.750%, 09/22/2032 (A) | 582 | 585 | ||||||
| Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien | ||||||||
| 7.922%, CME Term SOFR + 4.250%, 08/01/2030 (A) | 814 | 766 | ||||||
| Station Casinos LLC, Term B Facility, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 03/14/2031 (A) | 673 | 673 | ||||||
| 2,704 | ||||||||
| Oil & Gas — 1.0% | ||||||||
| AL GCX Holdings, LLC, Initial Term Loan | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 12/17/2032 (A) | 610 | 609 | ||||||
| AL NGPL Holdings, LLC, Initial Term Loan | ||||||||
| 6.785%, 12/09/2030 (B) | 185 | 185 | ||||||
| Blackfin Pipeline LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.688%, CME Term SOFR + 3.000%, 10/01/2032 (A) | 658 | 661 | ||||||
| Freeport LNG investments, LLLP, Initial Term Loan B, 1st Lien | ||||||||
| 6.893%, CME Term SOFR + 3.250%, 01/29/2033 (A) | 760 | 754 | ||||||
| GIP Pilot Acquisition Partners, L.P., Amendment No. 2 Refinancing Term Loan | ||||||||
| 5.646%, CME Term SOFR + 2.000%, 10/04/2030 (A) | 80 | 80 | ||||||
| M6 ETX Holdings II Midco LLC, New Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 04/01/2032 (A) | 41 | 41 | ||||||
| 158 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Oryx Midstream Services Permian Basin LLC | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 10/05/2028 (A) | $ | 684 | $ | 684 | ||||
| Prairie Acquiror LP, Initial Term B-5 Loan | ||||||||
| 6.918%, CME Term SOFR + 3.250%, 08/01/2029 (A) | 808 | 808 | ||||||
| Rosen International S.a.r.l., Second Amendment Refinancing Term Loan | ||||||||
| 5.922%, 03/26/2031 | 569 | 567 | ||||||
| Venture Global Plaquemines LNG, LLC, Base Term Loan | ||||||||
| 5.898%, 05/25/2029 (B) | 126 | 126 | ||||||
| Venture Global Plaquemines LNG, LLC, Contingency Reserve Term Loan | ||||||||
| 5.898%, 05/25/2029 (B) | 16 | 16 | ||||||
| 4,531 | ||||||||
| Publishing — 0.3% | ||||||||
| Century De Buyer LLC, 2025 Term Loan | ||||||||
| 6.667%, 10/30/2030 | 489 | 470 | ||||||
| LABL, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 8.767%, CME Term SOFR + 5.000%, 10/30/2028 (A) | 712 | 327 | ||||||
| Multi-Color 2/26 Interim New Money (USD) Dip TL, 1st Lien | ||||||||
| 10.410%, 12/02/2026 | 31 | 31 | ||||||
| Summer (BC) Bidco B LLC, Extended Facility B (USD), 1st Lien | ||||||||
| 8.932%, CME Term SOFR + 5.000%, 02/15/2029 (A) | 396 | 350 | ||||||
| 1,178 | ||||||||
| Retailers (Except Food & Drug) — 0.6% | ||||||||
| Belfor Holdings Inc., Tranche B-5 Term Loan | ||||||||
| 6.422%, 11/01/2030 (A) | 705 | 706 | ||||||
| Kaman Corporation, Delayed Draw Term Loan, 1st Lien | ||||||||
| 6.150%, CME Term SOFR + 2.500%, 02/26/2032 (A) | 4 | 4 | ||||||
| LBM Acquisition, LLC, Amendment No. 3 Term Loan, 1st Lien | ||||||||
| 7.527%, CME Term SOFR + 3.750%, 06/06/2031 (A) | 655 | 539 | ||||||
| Pye-Barker Fire & Safety, LLC, Closing Date Term Loan, 1st Lien | ||||||||
| 6.206%, CME Term SOFR + 2.500%, 12/09/2032 (A)(B) | 697 | 697 | ||||||
| Resideo Funding Inc., Sixth Amendment Term Loan | ||||||||
| 5.723%, 08/13/2032 | 454 | 452 | ||||||
| 2,398 | ||||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Software & Service — 0.2% | ||||||||
| CCC Information Services Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.673%, 01/23/2032 | $ | 795 | $ | 783 | ||||
| Surface Transport — 0.6% | ||||||||
| FCG Acquisitions, Inc., Amendment No. 11 Term Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.250%, 03/31/2028 (A) | 840 | 840 | ||||||
| First Student Bidco Inc., Initial Term B Loan | ||||||||
| 5.903%, CME Term SOFR + 2.250%, 08/15/2030 (A)(B) | 75 | 75 | ||||||
| First Student Bidco Inc., Initial Term B Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 08/15/2030 (A) | 657 | 656 | ||||||
| First Student Bidco Inc., Initial Term C Loan | ||||||||
| 5.903%, CME Term SOFR + 2.250%, 08/15/2030 (A)(B) | 15 | 15 | ||||||
| First Student Bidco Inc., Initial Term C Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 08/15/2030 (A) | 168 | 167 | ||||||
| Johnstone Supply, LLC, Initial Term Loan | ||||||||
| 5.918%, CME Term SOFR + 2.250%, 06/09/2031 (A) | 592 | 589 | ||||||
| White Cap Supply Holdings, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.250%, 10/19/2029 (A) | 447 | 441 | ||||||
| 2,783 | ||||||||
| Telecommunications — 0.5% | ||||||||
| Avaya Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.173%, CME Term SOFR + 7.500%, 08/01/2028 (A) | 1,012 | 920 | ||||||
| Charter Next Generation, Inc. , Initial Term Loan, 1st Lien | ||||||||
| 6.188%, CME Term SOFR + 2.500%, 11/29/2030 (A) | 587 | 587 | ||||||
| Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 7.286%, PIK Interest + 0.500%, 03/11/2030 (A) | 810 | 778 | ||||||
| 2,285 | ||||||||
| Utilities — 0.9% | ||||||||
| Alpha Generation, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 2.750%, 09/30/2031 (A) | 605 | 602 | ||||||
| SEI Institutional Investments Trust | 159 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Hamilton Projects Acquiror, LLC, 2025-2 Repricing Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 05/30/2031 (A) | $ | 333 | $ | 334 | ||||
| Indeck Niles, LLC, Term B Advance | ||||||||
| 6.419%, CME Term SOFR + 2.750%, 03/09/2033 (A)(B) | 570 | 570 | ||||||
| Lackawanna Energy Center LLC, Replacement Term B Advance | ||||||||
| 6.668%, 08/05/2032 | 96 | 96 | ||||||
| Potomac Energy Center, LLC, Amendment No. 3 Term Loan | ||||||||
| 6.417%, CME Term SOFR + 2.750%, 08/05/2032 (A) | 651 | 653 | ||||||
| South Field Energy LLC, Term Loan B, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 333 | 334 | ||||||
| South Field Energy LLC, Term Loan C, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 20 | 20 | ||||||
| Talen Energy Supply, LLC, 2024-1 Incremental Term B Loan, 1st Lien | ||||||||
| 6.153%, CME Term SOFR + 2.500%, 12/13/2031 (A) | 386 | 387 | ||||||
| Talen Energy Supply, LLC, 2025-1 Incremental Term B Loan, 1st Lien | ||||||||
| 5.672%, CME Term SOFR + 2.000%, 10/11/2032 (A) | 565 | 566 | ||||||
| Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien | ||||||||
| 6.167%, CME Term SOFR + 3.000%, 02/16/2028 (A) | 514 | 515 | ||||||
| 4,077 | ||||||||
| Total Loan Participations | ||||||||
| (Cost $138,555) ($ Thousands) | 133,033 | |||||||
| MORTGAGE-BACKED SECURITIES — 29.6% | ||||||||
| Agency Mortgage-Backed Obligations — 1.4% | ||||||||
| FHLMC ARM | ||||||||
| 6.972%, RFUCCT1Y + 2.470%, 03/01/2036(A) | 270 | 281 | ||||||
| 6.273%, H15T1Y + 2.250%, 06/01/2035(A) | 198 | 205 | ||||||
| FHLMC REMICS CMO, Ser 2013-4150, Cl GE | ||||||||
| 2.000%, 01/15/2033 | 574 | 552 | ||||||
| FHLMC REMICS CMO, Ser 2013-4166, Cl PV | ||||||||
| 3.250%, 07/15/2037 | 338 | 336 | ||||||
| FHLMC REMICS CMO, Ser 2014-4385, Cl EU | ||||||||
| 3.000%, 04/15/2035 | 554 | 550 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2015-4479, Cl TA | ||||||||
| 3.000%, 07/15/2034 | $ | 173 | $ | 171 | ||||
| FHLMC REMICS CMO, Ser 2018-4753, Cl QV | ||||||||
| 3.500%, 12/15/2040 | 78 | 78 | ||||||
| FNMA | ||||||||
| 6.000%, 09/01/2039 to 04/01/2040 | 149 | 157 | ||||||
| 3.000%, 12/01/2030 | 128 | 127 | ||||||
| 2.500%, 06/01/2029 | 483 | 477 | ||||||
| FNMA ARM | ||||||||
| 6.585%, RFUCCT1Y + 1.872%, 10/01/2033(A) | 47 | 48 | ||||||
| 6.550%, RFUCCT1Y + 1.800%, 05/01/2034(A) | 26 | 27 | ||||||
| 6.536%, RFUCCT1Y + 1.661%, 04/01/2033(A) | 66 | 67 | ||||||
| 6.527%, RFUCCT1Y + 1.777%, 09/01/2034(A) | 103 | 106 | ||||||
| 6.520%, RFUCCT1Y + 1.770%, 10/01/2033(A) | 18 | 19 | ||||||
| 6.294%, H15T1Y + 2.332%, 04/01/2034(A) | 148 | 154 | ||||||
| 6.258%, RFUCCT1Y + 1.490%, 10/01/2035(A) | 215 | 222 | ||||||
| 6.235%, H15T1Y + 2.220%, 08/01/2034(A) | 234 | 242 | ||||||
| 6.212%, RFUCCT1Y + 1.565%, 05/01/2037(A) | 127 | 131 | ||||||
| 6.211%, H15T1Y + 2.184%, 07/01/2036(A) | 167 | 172 | ||||||
| 6.167%, H15T1Y + 2.205%, 05/01/2035(A) | 45 | 47 | ||||||
| 6.114%, H15T1Y + 2.141%, 10/01/2033(A) | 123 | 125 | ||||||
| 5.980%, RFUCCT6M + 1.433%, 03/01/2035(A) | 86 | 88 | ||||||
| 5.785%, RFUCCT6M + 1.580%, 07/01/2034(A) | 29 | 30 | ||||||
| FNMA REMICS CMO, Ser 2010-83, Cl BA | ||||||||
| 5.000%, 08/25/2040 | 66 | 68 | ||||||
| FNMA REMICS CMO, Ser 2012-137, Cl UE | ||||||||
| 1.750%, 09/25/2041 | 44 | 42 | ||||||
| FNMA REMICS CMO, Ser 2012-150, Cl BC | ||||||||
| 1.250%, 01/25/2028 | 385 | 376 | ||||||
| FNMA REMICS CMO, Ser 2015-57, Cl CA | ||||||||
| 3.000%, 08/25/2034 | 50 | 49 | ||||||
| FNMA REMICS CMO, Ser 2016-81, Cl PA | ||||||||
| 3.000%, 02/25/2044 | 229 | 227 | ||||||
| FNMA REMICS CMO, Ser 2023-32, Cl BD | ||||||||
| 5.500%, 07/25/2042 | 317 | 323 | ||||||
| GNMA CMO, Ser 2013-88, Cl WC | ||||||||
| 2.000%, 11/20/2041 | 233 | 228 | ||||||
| 160 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2025-47, Cl HA | ||||||||
| 5.000%, 11/20/2052 | $ | 424 | $ | 426 | ||||
| 6,151 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 28.2% | ||||||||
| A&D Mortgage Trust, Ser 2025-NQM2, Cl A1 | ||||||||
| 5.790%, 06/25/2070(A)(F) | 1,329 | 1,345 | ||||||
| A&D Mortgage Trust, Ser 2025-NQM4, Cl A1 | ||||||||
| 5.225%, 10/25/2070(F)(G) | 1,065 | 1,072 | ||||||
| A&D Mortgage Trust, Ser 2026-NQM2, Cl A1 | ||||||||
| 4.811%, 03/25/2071(A)(F) | 1,000 | 1,000 | ||||||
| Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.466%, 12/25/2059(A)(F) | 5 | 5 | ||||||
| Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 | ||||||||
| 1.373%, 05/25/2065(A)(F) | 130 | 126 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-10, Cl A1 | ||||||||
| 4.960%, 09/25/2070(A)(F) | 470 | 472 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-11, Cl A2 | ||||||||
| 5.127%, 10/25/2070(F)(G) | 953 | 954 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-6, Cl A2 | ||||||||
| 5.768%, 04/25/2070(F)(G) | 433 | 437 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-7, Cl A2 | ||||||||
| 5.763%, 06/25/2070(F)(G) | 1,003 | 1,013 | ||||||
| ARES Commercial Mortgage Trust, Ser 2026-GCP, Cl A | ||||||||
| 4.910%, TSFR1M + 1.250%, 02/15/2043(A)(F) | 1,000 | 1,000 | ||||||
| Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 | ||||||||
| 1.175%, 10/25/2048(A)(F) | 538 | 495 | ||||||
| Ashford Hospitality Trust, Ser 2018-ASHF, Cl B | ||||||||
| 5.082%, TSFR1M + 1.422%, 04/15/2035(A)(F) | 1,000 | 996 | ||||||
| Banc of America Funding, Ser 2006-I, Cl 1A1 | ||||||||
| 5.823%, 12/20/2036(A) | 573 | 566 | ||||||
| Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 | ||||||||
| 5.285%, 02/25/2034(A) | 331 | 326 | ||||||
| BANK, Ser 2018-BN12, Cl A2 | ||||||||
| 4.074%, 05/15/2061 | 440 | 439 | ||||||
| Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 | ||||||||
| 6.105%, 12/25/2033(A) | 316 | 309 | ||||||
| Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 | ||||||||
| 5.734%, 08/25/2034(A) | 526 | 517 | ||||||
| Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 | ||||||||
| 6.188%, 01/25/2034(A) | 875 | 873 | ||||||
| Bear Stearns ARM Trust, Ser 2004-3, Cl 2A | ||||||||
| 4.580%, 07/25/2034(A) | 377 | 360 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Bear Stearns ARM Trust, Ser 2004-5, Cl 2A | ||||||||
| 3.807%, 07/25/2034(A) | $ | 363 | $ | 342 | ||||
| BFLD Trust, Ser 2025-EWEST, Cl A | ||||||||
| 5.210%, TSFR1M + 1.550%, 06/15/2042(A)(F) | 500 | 501 | ||||||
| BLP Commercial Mortgage Trust, Ser 2023-IND, Cl A | ||||||||
| 5.352%, TSFR1M + 1.692%, 03/15/2040(A)(F) | 979 | 979 | ||||||
| BLP Commercial Mortgage Trust, Ser 2024-IND2, Cl B | ||||||||
| 5.351%, TSFR1M + 1.692%, 03/15/2041(A)(F) | 1,371 | 1,371 | ||||||
| BLP Commercial Mortgage Trust, Ser 2025-IND, Cl B | ||||||||
| 5.210%, TSFR1M + 1.550%, 03/15/2042(A)(F) | 953 | 951 | ||||||
| BOCA Commercial Mortgage Trust, Ser 2025-BOCA, Cl B | ||||||||
| 5.560%, TSFR1M + 1.900%, 12/15/2042(A)(F) | 1,250 | 1,253 | ||||||
| BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 | ||||||||
| 1.449%, 05/25/2060(A)(F) | 13 | 12 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.941%, 02/25/2049(A)(F) | 35 | 34 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 0.970%, 03/25/2060(A)(F) | 13 | 12 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.699%, 04/25/2060(A)(F) | 71 | 67 | ||||||
| BSPRT Issuer, Ser 2022-FL8, Cl A | ||||||||
| 5.158%, SOFR30A + 1.500%, 02/15/2037(A)(F) | 9 | 9 | ||||||
| BX Commercial Mortgage Trust, Ser 2021-CIP, Cl B | ||||||||
| 5.046%, TSFR1M + 1.385%, 12/15/2038(A)(F) | 1,314 | 1,314 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-MDHS, Cl A | ||||||||
| 5.301%, TSFR1M + 1.641%, 05/15/2041(A)(F) | 828 | 829 | ||||||
| BX Commercial Mortgage Trust, Ser 2025-BCAT, Cl A | ||||||||
| 5.040%, TSFR1M + 1.380%, 08/15/2042(A)(F) | 1,198 | 1,198 | ||||||
| BX Commercial Mortgage Trust, Ser 2025-JDI, Cl A | ||||||||
| 5.060%, TSFR1M + 1.400%, 11/15/2042(A)(F) | 889 | 890 | ||||||
| SEI Institutional Investments Trust | 161 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Commercial Mortgage Trust, Ser 2026-CSMO, Cl A | ||||||||
| 5.067%, TSFR1M + 1.400%, 02/15/2042(A)(F) | $ | 1,000 | $ | 1,000 | ||||
| BX Trust, Ser 2021-SDMF, Cl B | ||||||||
| 4.513%, TSFR1M + 0.852%, 09/15/2034(A)(F) | 928 | 927 | ||||||
| BX Trust, Ser 2022-LBA6, Cl A | ||||||||
| 4.660%, TSFR1M + 1.000%, 01/15/2039(A)(F) | 210 | 209 | ||||||
| BX Trust, Ser 2024-BIO, Cl A | ||||||||
| 5.302%, TSFR1M + 1.642%, 02/15/2041(A)(F) | 1,396 | 1,396 | ||||||
| BX Trust, Ser 2024-FNX, Cl A | ||||||||
| 5.102%, TSFR1M + 1.442%, 11/15/2041(A)(F) | 646 | 647 | ||||||
| BX Trust, Ser 2024-VLT4, Cl B | ||||||||
| 5.600%, TSFR1M + 1.941%, 06/15/2041(A)(F) | 1,670 | 1,665 | ||||||
| BX Trust, Ser 2025-DELC, Cl A | ||||||||
| 5.210%, TSFR1M + 1.550%, 12/15/2042(A)(F) | 1,500 | 1,504 | ||||||
| BX Trust, Ser 2025-LUNR, Cl A | ||||||||
| 5.160%, TSFR1M + 1.500%, 06/15/2040(A)(F) | 420 | 421 | ||||||
| BX Trust, Ser 2025-TAIL, Cl A | ||||||||
| 5.060%, TSFR1M + 1.400%, 06/15/2035(A)(F) | 530 | 530 | ||||||
| BX Trust, Ser 2025-VOLT, Cl C | ||||||||
| 6.010%, TSFR1M + 2.350%, 12/15/2044(A)(F) | 1,000 | 1,002 | ||||||
| CD Mortgage Trust, Ser 2016-CD1, Cl A3 | ||||||||
| 2.459%, 08/10/2049 | 553 | 550 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 | ||||||||
| 6.870%, 02/25/2037(A) | 13 | 14 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 | ||||||||
| 6.154%, 06/25/2035(A) | 154 | 155 | ||||||
| COLT Funding LLC, Ser 2021-3R, Cl A1 | ||||||||
| 1.051%, 12/25/2064(A)(F) | 45 | 42 | ||||||
| COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 | ||||||||
| 1.325%, 10/26/2065(A)(F) | 17 | 16 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.910%, 06/25/2066(A)(F) | 79 | 69 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(F) | 159 | 137 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 | ||||||||
| 0.798%, 07/27/2054(F) | 35 | 32 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(F) | $ | 240 | $ | 211 | ||||
| COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 | ||||||||
| 1.110%, 10/25/2066(A)(F) | 251 | 221 | ||||||
| COLT Mortgage Loan Trust, Ser 2023-2, Cl A1 | ||||||||
| 6.596%, 07/25/2068(F)(G) | 133 | 134 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-6, Cl A3 | ||||||||
| 5.847%, 11/25/2069(F)(G) | 754 | 760 | ||||||
| COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 | ||||||||
| 0.857%, 05/25/2065(A)(F) | 65 | 60 | ||||||
| CONE Trust, Ser 2024-DFW1, Cl A | ||||||||
| 5.301%, TSFR1M + 1.642%, 08/15/2041(A)(F) | 1,100 | 1,100 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 | ||||||||
| 5.767%, SOFR30A + 2.100%, 03/25/2042(A)(F) | 318 | 321 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 | ||||||||
| 5.667%, SOFR30A + 2.000%, 03/25/2042(A)(F) | 423 | 428 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 | ||||||||
| 5.567%, SOFR30A + 1.900%, 04/25/2042(A)(F) | 33 | 33 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 | ||||||||
| 6.667%, SOFR30A + 3.000%, 04/25/2042(A)(F) | 1,000 | 1,021 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1 | ||||||||
| 6.067%, SOFR30A + 2.400%, 12/25/2042(A)(F) | 682 | 700 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | ||||||||
| 5.967%, SOFR30A + 2.300%, 05/25/2043(A)(F) | 1,599 | 1,633 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | ||||||||
| 5.567%, SOFR30A + 1.900%, 06/25/2043(A)(F) | 963 | 971 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 | ||||||||
| 5.367%, SOFR30A + 1.700%, 07/25/2043(A)(F) | 276 | 277 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 | ||||||||
| 5.617%, SOFR30A + 1.950%, 09/25/2043(A)(F) | 292 | 293 | ||||||
| 162 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 05/25/2044(A)(F) | $ | 1,100 | $ | 1,105 | ||||
| Connecticut Avenue Securities Trust, Ser 2025-R02, Cl 1A1 | ||||||||
| 4.667%, SOFR30A + 1.000%, 02/25/2045(A)(F) | 476 | 476 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R04, Cl 1M1 | ||||||||
| 4.867%, SOFR30A + 1.200%, 05/25/2045(A)(F) | 166 | 167 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R06, Cl 1A1 | ||||||||
| 4.567%, SOFR30A + 0.900%, 09/25/2045(A)(F) | 765 | 765 | ||||||
| Cross Mortgage Trust, Ser 2023-H1, Cl A1 | ||||||||
| 6.615%, 03/25/2068(F)(G) | 945 | 948 | ||||||
| Cross Mortgage Trust, Ser 2024-H2, Cl A3 | ||||||||
| 6.518%, 04/25/2069(F)(G) | 449 | 453 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 | ||||||||
| 5.929%, 06/25/2034(A) | 463 | 458 | ||||||
| CSMC Trust, Ser 2021-AFC1, Cl A1 | ||||||||
| 0.830%, 03/25/2056(A)(F) | 93 | 80 | ||||||
| CSMC Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.809%, 05/25/2065(A)(F) | 76 | 70 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.715%, 05/25/2065(A)(F) | 14 | 13 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.899%, 04/25/2066(A)(F) | 36 | 33 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 | ||||||||
| 1.260%, 04/25/2066(A)(F) | 360 | 326 | ||||||
| Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 | ||||||||
| 2.892%, 11/25/2059(A)(F) | 137 | 133 | ||||||
| Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 | ||||||||
| 1.178%, 10/25/2065(A)(F) | 221 | 211 | ||||||
| FHLMC MSCR Trust, Ser 2025-MN12, Cl M1 | ||||||||
| 5.417%, SOFR30A + 1.750%, 11/25/2045(A)(F) | 999 | 999 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 01/25/2034(A)(F) | 246 | 247 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 | ||||||||
| 5.467%, SOFR30A + 1.800%, 11/25/2041(A)(F) | 1,000 | 1,004 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2021-HQA1, Cl M2 | ||||||||
| 5.917%, SOFR30A + 2.250%, 08/25/2033(A)(F) | $ | 121 | $ | 124 | ||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M2 | ||||||||
| 6.167%, SOFR30A + 2.500%, 01/25/2042(A)(F) | 195 | 197 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 | ||||||||
| 7.417%, SOFR30A + 3.750%, 02/25/2042(A)(F) | 500 | 512 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B | ||||||||
| 6.567%, SOFR30A + 2.900%, 04/25/2042(A)(F) | 2,000 | 2,041 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A | ||||||||
| 5.767%, SOFR30A + 2.100%, 03/25/2042(A)(F) | 178 | 178 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A | ||||||||
| 6.317%, SOFR30A + 2.650%, 07/25/2042(A)(F) | 94 | 95 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B | ||||||||
| 7.667%, SOFR30A + 4.000%, 07/25/2042(A)(F) | 1,000 | 1,040 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B | ||||||||
| 6.768%, SOFR30A + 3.100%, 03/25/2043(A)(F) | 2,000 | 2,071 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A | ||||||||
| 5.768%, SOFR30A + 2.100%, 04/25/2043(A)(F) | 570 | 578 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B | ||||||||
| 6.918%, SOFR30A + 3.250%, 04/25/2043(A)(F) | 1,000 | 1,041 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | ||||||||
| 5.667%, SOFR30A + 2.000%, 05/25/2043(A)(F) | 736 | 741 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B | ||||||||
| 7.167%, SOFR30A + 3.500%, 05/25/2043(A)(F) | 2,000 | 2,096 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A | ||||||||
| 5.667%, SOFR30A + 2.000%, 06/25/2043(A)(F) | 115 | 116 | ||||||
| SEI Institutional Investments Trust | 163 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1 | ||||||||
| 5.517%, SOFR30A + 1.850%, 11/25/2043(A)(F) | $ | 1,720 | $ | 1,734 | ||||
| FHLMC STACR REMIC Trust, Ser 2024-DNA1, Cl M2 | ||||||||
| 5.617%, SOFR30A + 1.950%, 02/25/2044(A)(F) | 1,275 | 1,288 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1 | ||||||||
| 4.917%, SOFR30A + 1.250%, 05/25/2044(A)(F) | 252 | 253 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl A1 | ||||||||
| 4.917%, SOFR30A + 1.250%, 03/25/2044(A)(F) | 1,546 | 1,551 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M2 | ||||||||
| 5.667%, SOFR30A + 2.000%, 03/25/2044(A)(F) | 250 | 253 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl A1 | ||||||||
| 4.917%, SOFR30A + 1.250%, 08/25/2044(A)(F) | 400 | 402 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl M1 | ||||||||
| 4.867%, SOFR30A + 1.200%, 05/25/2045(A)(F) | 252 | 252 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA3, Cl A1 | ||||||||
| 4.617%, SOFR30A + 0.950%, 09/25/2045(A)(F) | 284 | 285 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA4, Cl A1 | ||||||||
| 4.567%, SOFR30A + 0.900%, 10/25/2045(A)(F) | 850 | 851 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA4, Cl M2 | ||||||||
| 5.217%, SOFR30A + 1.550%, 10/25/2045(A)(F) | 500 | 502 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-HQA1, Cl M1 | ||||||||
| 4.817%, SOFR30A + 1.150%, 02/25/2045(A)(F) | 517 | 517 | ||||||
| FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 | ||||||||
| 9.682%, SOFR30A + 6.014%, 10/25/2028(A) | 25 | 25 | ||||||
| Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A | ||||||||
| 5.110%, TSFR1M + 1.450%, 12/15/2039(A)(F) | 1,500 | 1,500 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl A | ||||||||
| 7.066%, 11/10/2039(F) | $ | 600 | $ | 608 | ||||
| GCAT Trust, Ser 2025-NQM2, Cl A1 | ||||||||
| 5.604%, 04/25/2070(F)(G) | 387 | 392 | ||||||
| GCAT Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 0.000%, 05/25/2070(C)(F)(G) | 803 | 812 | ||||||
| GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B | ||||||||
| 5.280%, TSFR1M + 1.614%, 12/15/2036(A)(F) | 408 | 406 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 | ||||||||
| 1.275%, 07/25/2061(A)(F) | 479 | 447 | ||||||
| GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 | ||||||||
| 6.449%, 01/25/2035(A) | 25 | 24 | ||||||
| GWT, Ser 2024-WLF2, Cl A | ||||||||
| 5.351%, TSFR1M + 1.691%, 05/15/2041(A)(F) | 500 | 500 | ||||||
| GWT, Ser 2024-WLF2, Cl B | ||||||||
| 5.800%, TSFR1M + 2.141%, 05/15/2041(A)(F) | 1,000 | 1,001 | ||||||
| HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A | ||||||||
| 5.703%, 08/19/2034(A) | 434 | 427 | ||||||
| Hawaii Hotel Trust, Ser 2025-MAUI, Cl B | ||||||||
| 5.402%, TSFR1M + 1.742%, 03/15/2042(A)(F) | 1,000 | 1,000 | ||||||
| HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl B | ||||||||
| 5.600%, TSFR1M + 1.941%, 05/15/2037(A)(F) | 1,000 | 999 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 1.071%, 06/25/2056(A)(F) | 124 | 112 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.073%, 09/25/2056(A)(F) | 104 | 90 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.595%, 11/25/2056(A)(F) | 109 | 95 | ||||||
| Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 | ||||||||
| 6.250%, 08/25/2067(F)(G) | 247 | 247 | ||||||
| INTOWN Mortgage Trust, Ser 2025-STAY, Cl A | ||||||||
| 5.010%, TSFR1M + 1.350%, 03/15/2042(A)(F) | 1,500 | 1,501 | ||||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser 2024-OMNI, Cl A | ||||||||
| 5.797%, 10/05/2039(A)(F) | 1,000 | 1,016 | ||||||
| 164 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO | ||||||||
| 1.876%, 01/16/2037(A)(F) | $ | 12,500 | $ | 469 | ||||
| JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 | ||||||||
| 6.573%, 07/25/2035(A) | 64 | 65 | ||||||
| JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 | ||||||||
| 4.538%, TSFR1M + 0.864%, 04/25/2046(A)(F) | 38 | 37 | ||||||
| LEX Trust, Ser 2026-450, Cl A | ||||||||
| 5.000%, TSFR1M + 1.350%, 03/15/2043(A)(F) | 1,000 | 1,000 | ||||||
| Lhome Mortgage Trust, Ser 2025-RTL2, Cl A1 | ||||||||
| 5.612%, 04/25/2040(A)(F) | 1,000 | 1,009 | ||||||
| Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A | ||||||||
| 2.130%, 09/10/2039(F) | 500 | 483 | ||||||
| MED Commercial Mortgage Trust, Ser 2024-MOB, Cl A | ||||||||
| 5.251%, TSFR1M + 1.592%, 05/15/2041(A)(F) | 1,500 | 1,493 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 | ||||||||
| 5.038%, 12/25/2034(A) | 250 | 235 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 | ||||||||
| 5.139%, 02/25/2035(A) | 245 | 222 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 | ||||||||
| 5.139%, 02/25/2035(A) | 182 | 175 | ||||||
| MetLife Securitization Trust, Ser 2017-1A, Cl A | ||||||||
| 3.000%, 04/25/2055(A)(F) | 67 | 65 | ||||||
| MF1, Ser 2022-FL8, Cl A | ||||||||
| 5.017%, TSFR1M + 1.350%, 02/19/2037(A)(F) | 95 | 95 | ||||||
| MFA Trust, Ser 2020-NQM1, Cl A1 | ||||||||
| 2.479%, 03/25/2065(A)(F) | 184 | 180 | ||||||
| MFA Trust, Ser 2020-NQM1, Cl A3 | ||||||||
| 3.300%, 08/25/2049(A)(F) | 297 | 289 | ||||||
| MFA Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 0.852%, 01/25/2056(A)(F) | 13 | 13 | ||||||
| MFA Trust, Ser 2024-NQM2, Cl A1 | ||||||||
| 5.272%, 08/25/2069(F)(G) | 687 | 690 | ||||||
| MHP, Ser 2021-STOR, Cl A | ||||||||
| 4.475%, TSFR1M + 0.814%, 07/15/2038(A)(F) | 105 | 105 | ||||||
| MHP, Ser 2022-MHIL, Cl B | ||||||||
| 4.774%, TSFR1M + 1.114%, 01/15/2039(A)(F) | 23 | 23 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(F) | $ | 35 | $ | 34 | ||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A | ||||||||
| 5.374%, 11/25/2034(A) | 365 | 352 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 | ||||||||
| 5.047%, 07/25/2034(A) | 154 | 153 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 | ||||||||
| 5.196%, 10/25/2034(A) | 319 | 312 | ||||||
| Neighborly Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 7.308%, 01/30/2053(F) | 1,455 | 1,472 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | ||||||||
| 4.000%, 04/25/2057(A)(F) | 76 | 75 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 | ||||||||
| 5.288%, TSFR1M + 1.614%, 06/25/2057(A)(F) | 559 | 567 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 | ||||||||
| 4.000%, 08/27/2057(A)(F) | 201 | 199 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A | ||||||||
| 4.000%, 12/25/2057(A)(F) | 296 | 293 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M | ||||||||
| 4.688%, TSFR1M + 1.014%, 01/25/2048(A)(F) | 562 | 556 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S | ||||||||
| 4.538%, TSFR1M + 0.864%, 01/25/2048(A)(F) | 909 | 896 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 | ||||||||
| 4.838%, TSFR1M + 1.164%, 01/25/2048(A)(F) | 1,319 | 1,324 | ||||||
| New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 | ||||||||
| 1.650%, 05/24/2060(A)(F) | 10 | 10 | ||||||
| New Residential Mortgage Loan Trust, Ser 2023-NQM1, Cl A1A | ||||||||
| 6.864%, 10/25/2063(F)(G) | 281 | 284 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM2, Cl A2 | ||||||||
| 5.048%, 12/25/2065(F)(G) | 998 | 1,003 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM3, Cl A3 | ||||||||
| 5.189%, 02/25/2066(F)(G) | 750 | 750 | ||||||
| SEI Institutional Investments Trust | 165 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.053%, TSFR1M + 1.393%, 10/15/2040(A)(F) | $ | 1,000 | $ | 1,002 | ||||
| NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl B | ||||||||
| 5.352%, TSFR1M + 1.692%, 02/15/2042(A)(F) | 1,500 | 1,502 | ||||||
| NYC Commercial Mortgage Trust, Ser 2026-1PARK, Cl B | ||||||||
| 5.200%, TSFR1M + 1.500%, 02/15/2043(A)(F) | 1,000 | 999 | ||||||
| NYMT Loan Trust, Ser 2025-INV2, Cl A1 | ||||||||
| 5.000%, 10/25/2060(A)(F) | 492 | 495 | ||||||
| OBX Trust, Ser 2018-1, Cl A2 | ||||||||
| 4.438%, TSFR1M + 0.764%, 06/25/2057(A)(F) | 401 | 397 | ||||||
| OBX Trust, Ser 2020-INV1, Cl A11 | ||||||||
| 4.687%, TSFR1M + 1.014%, 12/25/2049(A)(F) | 247 | 242 | ||||||
| OBX Trust, Ser 2023-NQM8, Cl A1 | ||||||||
| 7.045%, 09/25/2063(F)(G) | 437 | 441 | ||||||
| OBX Trust, Ser 2025-NQM14, Cl A2 | ||||||||
| 5.517%, 07/25/2065(F)(G) | 630 | 634 | ||||||
| OBX Trust, Ser 2025-NQM19, Cl A1 | ||||||||
| 4.869%, 10/25/2065(A)(F) | 940 | 943 | ||||||
| OBX Trust, Ser 2025-NQM23, Cl M1 | ||||||||
| 5.670%, 10/25/2065(A)(F) | 250 | 252 | ||||||
| Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 | ||||||||
| 6.234%, 12/25/2038(A) | 416 | 191 | ||||||
| Residential Mortgage Loan Trust, Ser 2019-3, Cl B2 | ||||||||
| 5.664%, 09/25/2059(A)(F) | 500 | 508 | ||||||
| Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.376%, 01/26/2060(A)(F) | 1 | 1 | ||||||
| SG Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.737%, 12/25/2061(A)(F) | 1,301 | 1,144 | ||||||
| SHR Trust, Ser 2024-LXRY, Cl A | ||||||||
| 5.610%, TSFR1M + 1.950%, 10/15/2041(A)(F) | 1,000 | 1,001 | ||||||
| SMRT, Ser 2022-MINI, Cl B | ||||||||
| 5.010%, TSFR1M + 1.350%, 01/15/2039(A)(F) | 500 | 500 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 | ||||||||
| 1.486%, 04/25/2065(A)(F) | 6 | 6 | ||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl B | ||||||||
| 5.502%, TSFR1M + 1.842%, 02/15/2042(A)(F) | 1,000 | 994 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| TEXAS Commercial Mortgage Trust, Ser 2025-TWR, Cl A | ||||||||
| 4.953%, TSFR1M + 1.293%, 04/15/2042(A)(F) | $ | 1,500 | $ | 1,500 | ||||
| Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 | ||||||||
| 5.295%, 04/25/2045(A) | 390 | 384 | ||||||
| Toorak Mortgage Trust, Ser 2024-RRTL2, Cl A1 | ||||||||
| 5.504%, 09/25/2039(F)(G) | 800 | 803 | ||||||
| Toorak Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 1.153%, 07/25/2056(A)(F) | 776 | 708 | ||||||
| Towd Point Mortgage Trust, Ser 2017-6, Cl A1 | ||||||||
| 2.750%, 10/25/2057(A)(F) | 45 | 45 | ||||||
| Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 | ||||||||
| 5.688%, TSFR1M + 2.014%, 05/25/2058(A)(F) | 3,000 | 3,015 | ||||||
| Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A | ||||||||
| 2.250%, 12/25/2061(A)(F) | 486 | 476 | ||||||
| Towd Point Mortgage Trust, Ser 2024-1, Cl A1 | ||||||||
| 4.856%, 03/25/2064(A)(F) | 647 | 664 | ||||||
| TVC Mortgage Trust, Ser 2026-RRTL1, Cl A1 | ||||||||
| 4.964%, 04/25/2040(F)(G) | 500 | 501 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX | ||||||||
| 2.610%, 02/25/2050(A)(F) | 417 | 389 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A | ||||||||
| 1.400%, 05/25/2051(A)(F) | 452 | 395 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(F) | 42 | 38 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A2 | ||||||||
| 1.052%, 01/25/2066(A)(F) | 94 | 87 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(F) | 59 | 54 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A1 | ||||||||
| 0.938%, 07/25/2066(A)(F) | 93 | 81 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A2 | ||||||||
| 1.247%, 07/25/2066(A)(F) | 479 | 419 | ||||||
| Verus Securitization Trust, Ser 2021-R2, Cl A1 | ||||||||
| 0.918%, 02/25/2064(A)(F) | 64 | 61 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(F) | 37 | 36 | ||||||
| Verus Securitization Trust, Ser 2023-2, Cl A3 | ||||||||
| 6.852%, 03/25/2068(F)(G) | 457 | 456 | ||||||
| Verus Securitization Trust, Ser 2023-3, Cl A1 | ||||||||
| 5.930%, 03/25/2068(F)(G) | 469 | 469 | ||||||
| 166 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Verus Securitization Trust, Ser 2024-2, Cl A3 | ||||||||
| 6.501%, 02/25/2069(F)(G) | $ | 386 | $ | 389 | ||||
| Verus Securitization Trust, Ser 2024-7, Cl A3 | ||||||||
| 5.400%, 09/25/2069(F)(G) | 350 | 350 | ||||||
| Verus Securitization Trust, Ser 2025-R2, Cl A3 | ||||||||
| 5.338%, 07/25/2067(F)(G) | 971 | 978 | ||||||
| Visio Trust, Ser 2020-1, Cl A3 | ||||||||
| 3.521%, 08/25/2055(A)(F) | 230 | 224 | ||||||
| Visio Trust, Ser 2020-1R, Cl A2 | ||||||||
| 1.567%, 11/25/2055(F) | 122 | 118 | ||||||
| Visio Trust, Ser 2021-1R, Cl A1 | ||||||||
| 1.280%, 05/25/2056(F) | 487 | 459 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | ||||||||
| 5.668%, 10/25/2033(A) | 328 | 317 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 | ||||||||
| 5.638%, 08/25/2033(A) | 313 | 307 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A | ||||||||
| 5.905%, 10/25/2034(A) | 220 | 206 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 | ||||||||
| 4.927%, 01/25/2035(A) | 628 | 613 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A | ||||||||
| 5.315%, 12MTA + 1.400%, 04/25/2044(A) | 931 | 917 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-B33RP, Cl A | ||||||||
| 5.010%, TSFR1M + 1.350%, 08/15/2042(A)(F) | 1,000 | 1,000 | ||||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 | ||||||||
| 6.489%, 07/25/2034(A) | 54 | 56 | ||||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 | ||||||||
| 6.689%, 10/25/2034(A) | 347 | 344 | ||||||
| WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A | ||||||||
| 6.449%, TSFR1M + 2.789%, 11/15/2027(A)(F) | 1,212 | 1,222 | ||||||
| 122,215 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $128,688) ($ Thousands) | 128,366 | |||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES — 27.3% | ||||||||
| Automotive — 6.4% | ||||||||
| ACM Auto Trust, Ser 2025-2A, Cl A | ||||||||
| 5.550%, 06/20/2028 (F) | $ | 351 | $ | 352 | ||||
| Alloya Auto Receivables Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.710%, 01/25/2030 (F) | 275 | 277 | ||||||
| Ally Auto Receivables Trust, Ser 2022-3, Cl A4 | ||||||||
| 5.070%, 10/16/2028 | 396 | 397 | ||||||
| Ally Auto Receivables Trust, Ser 2023-1, Cl A3 | ||||||||
| 5.460%, 05/15/2028 | 113 | 114 | ||||||
| Ally Auto Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.030%, 07/17/2028 | 205 | 205 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2024-B, Cl C | ||||||||
| 5.215%, 09/15/2032 (F) | 309 | 312 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2025-B, Cl C | ||||||||
| 4.697%, 09/15/2033 (F) | 1,346 | 1,355 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.890%, 07/15/2032 (F) | 236 | 241 | ||||||
| ARI Fleet Lease Trust, Ser 2025-A, Cl A2 | ||||||||
| 4.380%, 01/17/2034 (F) | 88 | 88 | ||||||
| ARI Fleet Lease Trust, Ser 2025-B, Cl A2 | ||||||||
| 4.590%, 03/15/2034 (F) | 100 | 101 | ||||||
| ARI Fleet Lease Trust, Ser 2026-A, Cl A2 | ||||||||
| 3.960%, 11/15/2034 (F) | 140 | 140 | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.920%, 05/15/2029 (F) | 386 | 387 | ||||||
| Bank of America Auto Trust, Ser 2023-2A, Cl A4 | ||||||||
| 5.660%, 11/15/2029 (F) | 250 | 255 | ||||||
| BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A | ||||||||
| 4.290%, 01/25/2027 | 27 | 27 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A | ||||||||
| 4.430%, 09/27/2027 | 59 | 59 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-2, Cl A2A | ||||||||
| 3.940%, 11/26/2027 | 191 | 191 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 74 | 75 | ||||||
| BofA Auto Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.350%, 11/20/2029 (F) | 150 | 151 | ||||||
| Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 | ||||||||
| 3.170%, 04/15/2027 | – | – | ||||||
| SEI Institutional Investments Trust | 167 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| CarMax Auto Owner Trust, Ser 2022-2, Cl C | ||||||||
| 4.260%, 12/15/2027 | $ | 750 | $ | 750 | ||||
| Carmax Auto Owner Trust, Ser 2022-3, Cl A3 | ||||||||
| 3.970%, 04/15/2027 | 3 | 3 | ||||||
| Carmax Auto Owner Trust, Ser 2022-4, Cl A3 | ||||||||
| 5.340%, 08/16/2027 | 45 | 45 | ||||||
| Carmax Auto Owner Trust, Ser 2023-1, Cl A3 | ||||||||
| 4.750%, 10/15/2027 | 55 | 55 | ||||||
| CarMax Auto Owner Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.280%, 05/15/2028 | 1,062 | 1,069 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.590%, 07/17/2028 | 1,243 | 1,247 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.480%, 03/15/2030 | 1,000 | 1,012 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.420%, 08/15/2028 | 31 | 31 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-P2, Cl D | ||||||||
| 2.020%, 05/10/2028 | 540 | 530 | ||||||
| CFMT LLC, Ser 2021-AL1, Cl B | ||||||||
| 1.390%, 09/22/2031 (F) | 19 | 19 | ||||||
| Chase Auto Credit Linked Notes, Ser 2025-1, Cl B | ||||||||
| 4.753%, 02/25/2033 (F) | 454 | 458 | ||||||
| Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 | ||||||||
| 5.650%, 05/15/2035 (F) | 44 | 44 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | ||||||||
| 5.230%, 03/20/2030 (F) | 279 | 281 | ||||||
| Enterprise Fleet Financing LLC, Ser 2025-3, Cl A1 | ||||||||
| 4.551%, 07/20/2026 (F) | 20 | 20 | ||||||
| Enterprise Fleet Financing LLC, Ser 2026-1, Cl A1 | ||||||||
| 3.849%, 02/22/2027 (F) | 172 | 173 | ||||||
| Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D | ||||||||
| 1.400%, 04/15/2027 | 182 | 182 | ||||||
| Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.060%, 05/15/2027 | 21 | 21 | ||||||
| Ford Credit Auto Lease Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.370%, 03/15/2028 | 365 | 366 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.830%, 08/15/2028 | 100 | 100 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Auto Owner Trust, Ser 2022-1, Cl A | ||||||||
| 3.880%, 11/15/2034 (F) | $ | 275 | $ | 275 | ||||
| Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 4.650%, 02/15/2028 | 37 | 37 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.100%, 04/15/2029 | 500 | 505 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.880%, 06/15/2028 | 115 | 115 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.990%, 09/15/2028 | 260 | 260 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2023-1, Cl A1 | ||||||||
| 4.920%, 05/15/2028 (F) | 400 | 401 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2025-1, Cl A1 | ||||||||
| 4.630%, 04/15/2030 | 90 | 92 | ||||||
| Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 | ||||||||
| 5.990%, 05/15/2028 (F) | 10 | 10 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A4 | ||||||||
| 4.220%, 10/20/2028 | 275 | 276 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.190%, 10/20/2027 | 95 | 95 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.770%, 04/20/2028 | 65 | 65 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A4 | ||||||||
| 4.880%, 08/16/2028 | 1,750 | 1,758 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.450%, 06/16/2028 | 256 | 258 | ||||||
| Gm Financial Consumer Automobile Receivables Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.320%, 06/16/2028 | 109 | 109 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-1, Cl A2A | ||||||||
| 3.770%, 03/16/2029 | 110 | 110 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.410%, 02/18/2028 | 104 | 105 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3 | ||||||||
| 5.270%, 11/20/2028 | 424 | 428 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-3, Cl A3 | ||||||||
| 4.570%, 03/21/2029 | 200 | 201 | ||||||
| 168 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2 | ||||||||
| 4.560%, 03/15/2027 | $ | 33 | $ | 33 | ||||
| Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A3 | ||||||||
| 4.330%, 05/15/2029 | 125 | 126 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.300%, 01/18/2028 | 55 | 55 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.580%, 09/15/2027 (F) | 81 | 82 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.370%, 01/18/2028 (F) | 212 | 213 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 05/15/2028 (F) | 180 | 180 | ||||||
| Hyundai Auto Receivables Trust, Ser 2024-B, Cl A2A | ||||||||
| 5.150%, 06/15/2027 | 24 | 24 | ||||||
| Hyundai Auto Receivables Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.840%, 03/15/2029 | 250 | 252 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.450%, 08/15/2028 | 102 | 102 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.970%, 07/17/2028 | 265 | 265 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-D, Cl A1 | ||||||||
| 4.039%, 11/16/2026 | 125 | 125 | ||||||
| Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A3 | ||||||||
| 5.210%, 08/16/2027 | 59 | 59 | ||||||
| Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl C | ||||||||
| 6.130%, 04/25/2029 (F) | 500 | 501 | ||||||
| Nissan Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 4.910%, 04/15/2027 | 154 | 154 | ||||||
| Nissan Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.900%, 05/15/2028 | 190 | 190 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2022-A, Cl A4 | ||||||||
| 2.070%, 12/17/2029 | 111 | 110 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.930%, 03/15/2028 | 115 | 116 | ||||||
| OCCU Auto Receivables Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.810%, 11/15/2029 (F) | 1,750 | 1,766 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 | ||||||||
| 5.790%, 01/22/2029 (F) | $ | 75 | $ | 76 | ||||
| Porsche Financial Auto Securitization Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.440%, 01/22/2030 (F) | 218 | 219 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A2B | ||||||||
| 4.004%, SOFR30A + 0.340%, 03/22/2029 (A)(F) | 271 | 271 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.670%, 11/22/2027 (F) | 650 | 652 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.610%, 10/20/2028 (F) | 275 | 278 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2024-B, Cl B | ||||||||
| 4.965%, 01/18/2033 (F) | 204 | 206 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2024-B, Cl D | ||||||||
| 5.483%, 01/18/2033 (F) | 409 | 413 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C | ||||||||
| 3.760%, 07/16/2029 | 173 | 173 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-4, Cl A2 | ||||||||
| 4.280%, 01/15/2029 | 95 | 95 | ||||||
| SBNA Auto Lease Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.560%, 11/22/2027 (F) | 240 | 241 | ||||||
| SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.670%, 11/15/2028 (F) | 57 | 57 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A1 | ||||||||
| 4.390%, 08/20/2026 (F) | 25 | 25 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.330%, 01/16/2029 | 879 | 888 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2024-D, Cl A3 | ||||||||
| 4.400%, 06/15/2029 | 536 | 540 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.460%, 03/15/2028 | 64 | 65 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.290%, 06/15/2028 | 243 | 243 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-D, Cl A2B | ||||||||
| 3.978%, SOFR30A + 0.320%, 08/15/2028 (A) | 380 | 380 | ||||||
| SEI Institutional Investments Trust | 169 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Toyota Auto Receivables Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.800%, 12/15/2028 | $ | 275 | $ | 275 | ||||
| Toyota Lease Owner Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.260%, 06/20/2028 (F) | 250 | 251 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.910%, 05/22/2028 (F) | 106 | 106 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.430%, 12/20/2027 | 208 | 208 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.970%, 04/20/2028 | 115 | 115 | ||||||
| Volkswagen Auto Loan Enhanced Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.000%, 08/21/2028 | 210 | 210 | ||||||
| Westlake Automobile Receivables Trust, Ser 2026-1A, Cl A2A | ||||||||
| 4.020%, 09/15/2028 (F) | 65 | 65 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A | ||||||||
| 5.800%, 04/18/2038 (F) | 56 | 57 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A | ||||||||
| 6.460%, 08/18/2038 (F) | 35 | 35 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 | ||||||||
| 4.870%, 06/21/2039 (F) | 88 | 89 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 | ||||||||
| 4.570%, 01/18/2040 (F) | 165 | 167 | ||||||
| World Omni Auto Receivables Trust, Ser 2022-B, Cl A4 | ||||||||
| 3.440%, 03/15/2028 | 232 | 231 | ||||||
| World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 | ||||||||
| 5.610%, 02/15/2028 | 42 | 42 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.250%, 09/17/2029 | 275 | 278 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.420%, 04/17/2028 | 275 | 277 | ||||||
| 27,814 | ||||||||
| Credit Cards — 0.0% | ||||||||
| CARDS II Trust, Ser 2024-1A, Cl A | ||||||||
| 4.356%, SOFR + 0.680%, 07/15/2029 (A)(F) | 160 | 160 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Mortgage Related Securities — 0.2% | ||||||||
| RCKT Mortgage Trust, Ser 2023-CES3, Cl A1A | ||||||||
| 7.113%, 11/25/2043 (A)(F) | $ | 456 | $ | 461 | ||||
| Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A | ||||||||
| 7.294%, 10/25/2063 (A)(F) | 454 | 459 | ||||||
| 920 | ||||||||
| Other Asset-Backed Securities — 20.7% | ||||||||
| 321 Henderson Receivables VI LLC, Ser 2010-1A, Cl A | ||||||||
| 5.560%, 07/15/2059 (F) | 86 | 87 | ||||||
| AGL CLO 13, Ser 2025-13A, Cl BR | ||||||||
| 5.318%, TSFR3M + 1.650%, 10/20/2034 (A)(F) | 1,000 | 1,001 | ||||||
| AGL CLO 16, Ser 2025-16A, Cl AR | ||||||||
| 4.618%, TSFR3M + 0.950%, 01/20/2035 (A)(F) | 315 | 314 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 1.937%, 08/15/2046 (F) | 1,285 | 1,270 | ||||||
| AMMC CLO 24, Ser 2024-24A, Cl BR | ||||||||
| 5.268%, TSFR3M + 1.600%, 01/20/2035 (A)(F) | 800 | 801 | ||||||
| AMSR Trust, Ser 2021-SFR3, Cl C | ||||||||
| 1.796%, 10/17/2038 (F) | 100 | 98 | ||||||
| AMSR Trust, Ser 2022-SFR3, Cl A | ||||||||
| 4.000%, 10/17/2039 (F) | 442 | 440 | ||||||
| Amur Equipment Finance Receivables XII LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.090%, 12/20/2029 (F) | 212 | 213 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl C | ||||||||
| 5.550%, 01/21/2031 (F) | 850 | 869 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D | ||||||||
| 6.570%, 04/21/2031 (F) | 650 | 671 | ||||||
| Apidos CLO XI, Ser 2025-11A, Cl BR4A | ||||||||
| 5.318%, TSFR3M + 1.650%, 04/17/2034 (A)(F) | 1,000 | 1,003 | ||||||
| Apidos CLO XXIV, Ser 2021-24A, Cl A1AL | ||||||||
| 4.879%, TSFR3M + 1.212%, 10/20/2030 (A)(F) | 36 | 36 | ||||||
| Aqua Finance Trust, Ser 2021-A, Cl A | ||||||||
| 1.540%, 07/17/2046 (F) | 37 | 35 | ||||||
| Arbys Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 3.237%, 07/30/2050 (F) | 1,364 | 1,335 | ||||||
| ARES LX CLO, Ser 2026-60A, Cl AR2 | ||||||||
| 4.628%, TSFR3M + 0.960%, 07/18/2034 (A)(F) | 275 | 275 | ||||||
| 170 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ares XXXIV CLO, Ser 2025-2A, Cl A1R4 | ||||||||
| 4.958%, TSFR3M + 1.290%, 07/17/2038 (A)(F) | $ | 500 | $ | 502 | ||||
| Bain Capital Credit CLO, Ser 2020-5A, Cl ARR | ||||||||
| 4.818%, TSFR3M + 1.150%, 04/20/2034 (A)(F) | 1,000 | 1,001 | ||||||
| Bain Capital Credit CLO, Ser 2021-4A, Cl A1R | ||||||||
| 4.868%, TSFR3M + 1.200%, 10/20/2034 (A)(F) | 375 | 375 | ||||||
| Bain Capital Credit CLO, Ser 2025-2A, Cl AR3 | ||||||||
| 4.588%, TSFR3M + 0.920%, 10/17/2032 (A)(F) | 376 | 376 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.668%, TSFR3M + 1.000%, 10/20/2034 (A)(F) | 375 | 375 | ||||||
| Balboa Bay Loan Funding, Ser 2023-2A, Cl A1R | ||||||||
| 4.818%, TSFR3M + 1.150%, 10/20/2036 (A)(F) | 1,000 | 1,001 | ||||||
| Barings CLO, Ser 2019-3A, Cl A1RR | ||||||||
| 4.808%, TSFR3M + 1.140%, 01/20/2036 (A)(F) | 1,925 | 1,926 | ||||||
| Barings CLO, Ser 2019-3A, Cl BRR | ||||||||
| 5.318%, TSFR3M + 1.650%, 01/20/2036 (A)(F) | 750 | 751 | ||||||
| Barings Equipment Finance LLC, Ser 2025-B, Cl A2 | ||||||||
| 4.020%, 02/13/2029 (F) | 75 | 75 | ||||||
| Barings Equipment Finance LLC, Ser 2026-A, Cl A2 | ||||||||
| 3.890%, 04/13/2029 (F) | 85 | 85 | ||||||
| Battalion CLO XIV, Ser 2025-14A, Cl AR2 | ||||||||
| 4.808%, TSFR3M + 1.140%, 01/20/2035 (A)(F) | 1,000 | 1,000 | ||||||
| Bayview Opportunity Master Fund VII LLC, Ser 2025-EDU1, Cl A | ||||||||
| 4.967%, SOFR30A + 1.300%, 07/27/2048 (A)(F) | 863 | 862 | ||||||
| Beacon Container Finance II LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 10/22/2046 (F) | 878 | 827 | ||||||
| Bellemeade Re, Ser 2023-1, Cl M1A | ||||||||
| 5.867%, SOFR30A + 2.200%, 10/25/2033 (A)(F) | 170 | 170 | ||||||
| Blue Stream Issuer LLC, Ser 2023-1A, Cl B | ||||||||
| 6.898%, 05/20/2053 (F) | 750 | 760 | ||||||
| BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A | ||||||||
| 3.280%, 09/26/2033 (F) | 1,131 | 1,128 | ||||||
| CAL Funding IV, Ser 2020-1A, Cl A | ||||||||
| 2.220%, 09/25/2045 (F) | 1,072 | 1,033 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Carlyle Global Market Strategies CLO, Ser 2016-1A, Cl A1R3 | ||||||||
| 4.758%, TSFR3M + 1.090%, 04/20/2034 (A)(F) | $ | 500 | $ | 500 | ||||
| Carlyle Global Market Strategies CLO, Ser 2016-3A, Cl BRRR | ||||||||
| 5.268%, TSFR3M + 1.600%, 07/20/2034 (A)(F) | 1,000 | 1,002 | ||||||
| Carlyle US CLO, Ser 2022-1A, Cl A1R | ||||||||
| 4.652%, TSFR3M + 0.980%, 04/15/2035 (A)(F) | 275 | 275 | ||||||
| CARS-DB4, Ser 2020-1A, Cl A5 | ||||||||
| 3.480%, 02/15/2050 (F) | 488 | 480 | ||||||
| CARS-DB5, Ser 2021-1A, Cl A3 | ||||||||
| 1.920%, 08/15/2051 (F) | 984 | 971 | ||||||
| CCG Receivables Trust, Ser 2025-2, Cl A1 | ||||||||
| 4.120%, 10/14/2026 (F) | 81 | 81 | ||||||
| CF Hippolyta Issuer LLC, Ser 2021-1A, Cl B1 | ||||||||
| 1.980%, 03/15/2061 (F) | 1,070 | 657 | ||||||
| CIFC Funding, Ser 2013-3RA, Cl A2R | ||||||||
| 4.868%, TSFR3M + 1.200%, 04/24/2031 (A)(F) | 1,000 | 1,000 | ||||||
| CIFC Funding, Ser 2014-4RA, Cl A1A2 | ||||||||
| 4.658%, TSFR3M + 0.990%, 01/17/2035 (A)(F) | 600 | 600 | ||||||
| CLI Funding VIII LLC, Ser 2021-1A, Cl B | ||||||||
| 2.380%, 02/18/2046 (F) | 365 | 340 | ||||||
| CLI Funding VIII LLC, Ser 2022-1A, Cl B | ||||||||
| 3.120%, 01/18/2047 (F) | 239 | 221 | ||||||
| CNH Equipment Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.190%, 09/17/2029 | 241 | 244 | ||||||
| CNH Equipment Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.300%, 08/15/2028 | 153 | 153 | ||||||
| CNH Equipment Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.820%, 06/15/2029 | 221 | 221 | ||||||
| Commercial Equipment Finance LLC, Ser 2025-1A, Cl A | ||||||||
| 4.830%, 05/15/2031 (F) | 894 | 898 | ||||||
| Commonbond Student Loan Trust, Ser 2017-AGS, Cl A2 | ||||||||
| 4.638%, TSFR1M + 0.964%, 05/25/2041 (A)(F) | 988 | 979 | ||||||
| Daimler Trucks Retail Trust, Ser 2024-1, Cl A3 | ||||||||
| 5.490%, 12/15/2027 | 153 | 154 | ||||||
| DB Master Finance LLC, Ser 2021-1A, Cl A2I | ||||||||
| 2.045%, 11/20/2051 (F) | 665 | 655 | ||||||
| Dext ABS LLC, Ser 2023-2, Cl A2 | ||||||||
| 6.560%, 05/15/2034 (F) | 9 | 9 | ||||||
| Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl B | ||||||||
| 2.355%, 04/15/2049 (F) | 700 | 686 | ||||||
| SEI Institutional Investments Trust | 171 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C | ||||||||
| 3.475%, 04/15/2049 (F) | $ | 400 | $ | 392 | ||||
| Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 | ||||||||
| 4.118%, 07/25/2047 (F) | 1,152 | 1,149 | ||||||
| Driven Brands Funding LLC, Ser 2020-2A, Cl A2 | ||||||||
| 3.237%, 01/20/2051 (F) | 605 | 590 | ||||||
| Driven Brands Funding LLC, Ser 2024-1A, Cl A2 | ||||||||
| 6.372%, 10/20/2054 (F) | 246 | 255 | ||||||
| Dryden 45 Senior Loan Fund, Ser 2016-45A, Cl BRR | ||||||||
| 5.322%, TSFR3M + 1.650%, 10/15/2030 (A)(F) | 500 | 501 | ||||||
| Dryden 53 CLO, Ser 2017-53A, Cl BR | ||||||||
| 4.972%, TSFR3M + 1.300%, 01/15/2031 (A)(F) | 1,000 | 999 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A | ||||||||
| 2.610%, 01/25/2034 (F) | 310 | 309 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2021-A, Cl C | ||||||||
| 2.090%, 08/27/2035 (F) | 492 | 473 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A | ||||||||
| 6.160%, 02/25/2038 (F) | 462 | 480 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2025-A, Cl A | ||||||||
| 4.540%, 01/25/2040 (F) | 807 | 813 | ||||||
| Elmwood CLO III, Ser 2024-3A, Cl A1RR | ||||||||
| 5.048%, TSFR3M + 1.380%, 07/18/2037 (A)(F) | 1,000 | 1,002 | ||||||
| ExteNet Issuer LLC, Ser 2024-1A, Cl B | ||||||||
| 6.150%, 07/25/2054 (F) | 400 | 406 | ||||||
| FNA VII LLC, Ser 2023-1A, Cl A1 | ||||||||
| 6.900%, 04/15/2038 (F) | 314 | 316 | ||||||
| Goldentree Loan Management US CLO 8, Ser 2024-8A, Cl ARR | ||||||||
| 4.818%, TSFR3M + 1.150%, 10/20/2034 (A)(F) | 400 | 400 | ||||||
| Gracie Point International Funding LLC, Ser 2023-2A, Cl A | ||||||||
| 6.447%, SOFR90A + 2.250%, 03/01/2027 (A)(F) | 84 | 84 | ||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.181%, SOFR30A + 1.500%, 08/15/2028 (A)(F) | 1,000 | 1,001 | ||||||
| Granite Edvance, Ser 2020-1, Cl A1B | ||||||||
| 4.988%, TSFR1M + 1.314%, 09/25/2060 (A) | 345 | 348 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| HI-FI Music IP Issuer, Ser 2022-1A, Cl A2 | ||||||||
| 3.939%, 02/01/2062 (F) | $ | 1,100 | $ | 1,091 | ||||
| Hilton Grand Vacations Trust, Ser 2022-1D, Cl B | ||||||||
| 4.100%, 06/20/2034 (F) | 335 | 334 | ||||||
| Hilton Grand Vacations Trust, Ser 2023-1A, Cl C | ||||||||
| 6.940%, 01/25/2038 (F) | 462 | 478 | ||||||
| Hilton Grand Vacations Trust, Ser 2024-1B, Cl B | ||||||||
| 5.990%, 09/15/2039 (F) | 196 | 201 | ||||||
| Hipgnosis Music Assets, Ser 2022-1, Cl A | ||||||||
| 5.000%, 05/16/2062 (F) | 599 | 599 | ||||||
| Hotwire Funding LLC, Ser 2021-1, Cl A2 | ||||||||
| 2.311%, 11/20/2051 (F) | 1,030 | 1,014 | ||||||
| HPEFS Equipment Trust, Ser 2024-1A, Cl A3 | ||||||||
| 5.180%, 05/20/2031 (F) | 20 | 20 | ||||||
| HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.070%, 11/22/2032 (F) | 245 | 245 | ||||||
| HTS Fund II LLC, Ser 2025-1, Cl A | ||||||||
| 5.351%, 06/23/2045 (F) | 395 | 396 | ||||||
| Invesco CLO, Ser 2022-2A, Cl A1R | ||||||||
| 4.818%, TSFR3M + 1.150%, 07/20/2035 (A)(F) | 1,000 | 1,001 | ||||||
| Jamestown CLO IX, Ser 2016-9A, Cl A2R3 | ||||||||
| 5.368%, TSFR3M + 1.700%, 07/25/2034 (A)(F) | 1,000 | 1,002 | ||||||
| John Deere Owner Trust, Ser 2024-C, Cl A2A | ||||||||
| 4.360%, 08/16/2027 | 14 | 14 | ||||||
| Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B | ||||||||
| 4.837%, TSFR1M + 1.164%, 11/25/2050 (A) | 931 | 913 | ||||||
| KKR CLO 21, Ser 2018-21, Cl A | ||||||||
| 4.934%, TSFR3M + 1.262%, 04/15/2031 (A)(F) | 96 | 96 | ||||||
| Kubota Credit Owner Trust, Ser 2025-2A, Cl A1 | ||||||||
| 4.480%, 07/15/2026 (F) | 31 | 31 | ||||||
| Madison Park Funding XXIV, Ser 2024-24A, Cl BR2 | ||||||||
| 5.218%, TSFR3M + 1.550%, 10/20/2029 (A)(F) | 262 | 262 | ||||||
| MetroNet Infrastructure Issuer LLC, Ser 2025-2A, Cl B | ||||||||
| 5.590%, 08/20/2055 (F) | 250 | 253 | ||||||
| Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B | ||||||||
| 4.538%, TSFR1M + 0.864%, 01/25/2061 (A) | 425 | 417 | ||||||
| Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B | ||||||||
| 4.488%, TSFR1M + 0.814%, 03/25/2061 (A) | 1,295 | 1,269 | ||||||
| 172 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 | ||||||||
| 5.200%, 09/13/2027 (F) | $ | 41 | $ | 41 | ||||
| MVW LLC, Ser 2021-1WA, Cl C | ||||||||
| 1.940%, 01/22/2041 (F) | 455 | 443 | ||||||
| Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B | ||||||||
| 4.774%, TSFR1M + 1.114%, 04/15/2069 (A)(F) | 593 | 590 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | ||||||||
| 2.600%, 08/15/2068 (F) | 268 | 261 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A | ||||||||
| 1.310%, 01/15/2069 (F) | 268 | 255 | ||||||
| Navient Student Loan Trust, Ser 2023-BA, Cl A1A | ||||||||
| 6.480%, 03/15/2072 (F) | 284 | 295 | ||||||
| Neuberger Berman CLO XVI-S, Ser 2025-16SA, Cl A1R2 | ||||||||
| 4.852%, TSFR3M + 1.180%, 04/15/2039 (A)(F) | 250 | 250 | ||||||
| Neuberger Berman Loan Advisers CLO 25, Ser 2024-25A, Cl AR2 | ||||||||
| 5.068%, TSFR3M + 1.400%, 07/18/2038 (A)(F) | 450 | 451 | ||||||
| Neuberger Berman Loan Advisers CLO 45, Ser 2025-45A, Cl AR | ||||||||
| 4.727%, TSFR3M + 1.060%, 10/14/2036 (A)(F) | 250 | 250 | ||||||
| Neuberger Berman Loan Advisers CLO 46, Ser 2025-46A, Cl BR | ||||||||
| 5.168%, TSFR3M + 1.500%, 01/20/2037 (A)(F) | 320 | 321 | ||||||
| Neuberger Berman Loan Advisers Clo 50, Ser 2026-50A, Cl AR2 | ||||||||
| 4.699%, TSFR3M + 1.040%, 07/23/2036 (A)(F) | 185 | 185 | ||||||
| NYCTL Trust, Ser 2025-A, Cl A | ||||||||
| 4.840%, 11/10/2038 (F) | 82 | 82 | ||||||
| Oaktree CLO, Ser 2021-2A, Cl B1R | ||||||||
| 5.072%, TSFR3M + 1.400%, 01/15/2035 (A)(F) | 1,000 | 1,001 | ||||||
| Octagon Investment Partners 49, Ser 2026-5A, Cl ARR | ||||||||
| 4.792%, TSFR3M + 1.120%, 04/15/2037 (A)(F) | 1,000 | 1,000 | ||||||
| OFSI BSL IX, Ser 2018-1A, Cl B1R | ||||||||
| 5.472%, TSFR3M + 1.800%, 07/15/2031 (A)(F) | 1,000 | 1,002 | ||||||
| OHA Credit Funding 4, Ser 2024-4A, Cl AR2 | ||||||||
| 4.959%, TSFR3M + 1.290%, 01/22/2038 (A)(F) | 250 | 251 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Palmer Square CLO, Ser 2021-3A, Cl A1R | ||||||||
| 4.962%, TSFR3M + 1.290%, 10/15/2038 (A)(F) | $ | 265 | $ | 266 | ||||
| Palmer Square Loan Funding, Ser 2024-1A, Cl A1R | ||||||||
| 4.480%, TSFR3M + 0.820%, 10/15/2032 (A)(F) | 250 | 250 | ||||||
| Palmer Square Loan Funding, Ser 2024-3A, Cl A1R | ||||||||
| 4.480%, TSFR3M + 0.820%, 08/08/2032 (A)(F) | 275 | 275 | ||||||
| PFS Financing, Ser 2025-A, Cl A | ||||||||
| 4.308%, SOFR30A + 0.650%, 01/15/2029 (A)(F) | 195 | 195 | ||||||
| Post Road Equipment Finance LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.900%, 05/15/2031 (F) | 343 | 346 | ||||||
| Prodigy Finance DAC, Ser 2021-1A, Cl A | ||||||||
| 5.038%, TSFR1M + 1.364%, 07/25/2051 (A)(F) | 318 | 317 | ||||||
| Progress Residential, Ser 2021-SFR3, Cl E2 | ||||||||
| 2.688%, 05/17/2026 (F) | 960 | 955 | ||||||
| ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A | ||||||||
| 6.250%, PRIME + -0.500%, 12/27/2044 (A)(F) | 43 | 43 | ||||||
| Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A | ||||||||
| 5.000%, 09/15/2048 (F) | 1,000 | 1,002 | ||||||
| RIN II, Ser 2019-1A, Cl AR | ||||||||
| 5.152%, TSFR3M + 1.480%, 01/15/2038 (A)(F) | 1,000 | 1,002 | ||||||
| RIN XII LLC, Ser 2025-1A, Cl A1 | ||||||||
| 4.972%, TSFR3M + 1.300%, 04/15/2038 (A)(F) | 1,000 | 1,002 | ||||||
| SCF Equipment Leasing LLC, Ser 2023-1A, Cl A3 | ||||||||
| 6.170%, 05/20/2032 (F) | 346 | 349 | ||||||
| SCF Equipment Leasing LLC, Ser 2025-2A, Cl A2 | ||||||||
| 4.260%, 12/22/2031 (F) | 125 | 126 | ||||||
| Shackleton CLO, Ser 2019-14A, Cl BRR | ||||||||
| 5.218%, TSFR3M + 1.550%, 07/20/2034 (A)(F) | 1,000 | 1,001 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2024-1A, Cl B | ||||||||
| 5.350%, 01/20/2043 (F) | 405 | 410 | ||||||
| Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 | ||||||||
| 4.818%, TSFR3M + 1.150%, 10/20/2034 (A)(F) | 375 | 375 | ||||||
| SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 | ||||||||
| 4.295%, TSFR3M + 0.572%, 12/15/2038 (A) | 322 | 318 | ||||||
| SEI Institutional Investments Trust | 173 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SLM Private Credit Student Loan Trust, Ser 2006-B, Cl A5 | ||||||||
| 4.255%, TSFR3M + 0.532%, 12/15/2039 (A) | $ | 1,672 | $ | 1,641 | ||||
| SMB Private Education Loan Trust, Ser 2018-C, Cl A2B | ||||||||
| 4.524%, TSFR1M + 0.864%, 11/15/2035 (A)(F) | 304 | 304 | ||||||
| SMB Private Education Loan Trust, Ser 2019-B, Cl A2B | ||||||||
| 4.774%, TSFR1M + 1.114%, 06/15/2037 (A)(F) | 262 | 262 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 | ||||||||
| 4.509%, TSFR1M + 0.844%, 01/15/2053 (A)(F) | 1,113 | 1,104 | ||||||
| Sonic Capital LLC, Ser 2020-1A, Cl A2I | ||||||||
| 3.845%, 01/20/2050 (F) | 945 | 937 | ||||||
| Stack Infrastructure Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 1.877%, 03/26/2046 (F) | 862 | 860 | ||||||
| STAR Trust, Ser 2024-SFR4, Cl A | ||||||||
| 5.410%, TSFR1M + 1.750%, 10/17/2041 (A)(F) | 748 | 751 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl A | ||||||||
| 5.110%, TSFR1M + 1.450%, 02/17/2042 (A)(F) | 180 | 180 | ||||||
| STAR Trust, Ser 2025-SFR6, Cl A | ||||||||
| 5.060%, TSFR1M + 1.400%, 08/17/2042 (A)(F) | 1,830 | 1,832 | ||||||
| Steele Creek CLO, Ser 2019-2A, Cl CRR | ||||||||
| 5.472%, TSFR3M + 1.800%, 07/15/2032 (A)(F) | 1,000 | 1,000 | ||||||
| Store Master Funding I-VII and XIV, Ser 2019-1, Cl A1 | ||||||||
| 2.820%, 11/20/2049 (F) | 687 | 678 | ||||||
| Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1 | ||||||||
| 2.120%, 06/20/2051 (F) | 732 | 694 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 | ||||||||
| 4.788%, TSFR1M + 1.114%, 09/25/2034 (A) | 1,703 | 1,680 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 | ||||||||
| 4.728%, TSFR1M + 1.054%, 09/25/2034 (A) | 499 | 534 | ||||||
| Sycamore Tree CLO, Ser 2023-3A, Cl BR | ||||||||
| 5.818%, TSFR3M + 2.150%, 04/20/2037 (A)(F) | 1,000 | 1,001 | ||||||
| TAL Advantage VII LLC, Ser 2020-1A, Cl B | ||||||||
| 3.290%, 09/20/2045 (F) | 647 | 624 | ||||||
| TIF Funding II LLC, Ser 2021-1A, Cl A | ||||||||
| 1.650%, 02/20/2046 (F) | 225 | 208 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Tricon Residential Trust, Ser 2021-SFR1, Cl E1 | ||||||||
| 2.794%, 07/17/2038 (F) | $ | 200 | $ | 198 | ||||
| Tricon Residential Trust, Ser 2021-SFR1, Cl E2 | ||||||||
| 2.894%, 07/17/2038 (F) | 400 | 396 | ||||||
| Tricon Residential Trust, Ser 2025-SFR1, Cl C | ||||||||
| 5.260%, TSFR1M + 1.600%, 03/17/2042 (A)(F) | 1,000 | 1,001 | ||||||
| Trinity Rail Leasing LLC, Ser 2020-1A, Cl A | ||||||||
| 1.960%, 10/17/2050 (F) | 480 | 462 | ||||||
| TSTAT, Ser 2026-1A, Cl AR3 | ||||||||
| 4.596%, TSFR3M + 0.940%, 01/20/2032 (A)(F) | 275 | 275 | ||||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (F) | 849 | 808 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (F) | 750 | 720 | ||||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl C2I | ||||||||
| 3.156%, 02/15/2052 (F) | 368 | 361 | ||||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl D | ||||||||
| 4.288%, 02/15/2052 (F) | 1,100 | 1,091 | ||||||
| Verizon Master Trust Series, Ser 2025-9, Cl A1A | ||||||||
| 3.960%, 10/21/2030 | 110 | 110 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2025-2A, Cl A2 | ||||||||
| 3.960%, 06/15/2028 (F) | 70 | 70 | ||||||
| Voya CLO, Ser 2015-3A, Cl A3R4 | ||||||||
| 5.118%, TSFR3M + 1.450%, 10/20/2031 (A)(F) | 1,000 | 1,000 | ||||||
| Voya CLO, Ser 2017-3A, Cl A1RR | ||||||||
| 4.728%, TSFR3M + 1.060%, 04/20/2034 (A)(F) | 375 | 375 | ||||||
| Voya CLO, Ser 2018-1A, Cl A2R | ||||||||
| 5.229%, TSFR3M + 1.562%, 01/20/2031 (A)(F) | 825 | 825 | ||||||
| Westgate Resorts LLC, Ser 2023-1A, Cl B | ||||||||
| 6.440%, 12/20/2037 (F) | 646 | 655 | ||||||
| Willis Engine Structured Trust V, Ser 2020-A, Cl C | ||||||||
| 6.657%, 03/15/2045 (F) | 170 | 168 | ||||||
| Wind River CLO, Ser 2024-1A, Cl AR | ||||||||
| 5.018%, TSFR3M + 1.350%, 07/20/2035 (A)(F) | 500 | 501 | ||||||
| 174 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Wingstop Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 2.841%, 12/05/2050 (F) | $ | 1,478 | $ | 1,438 | ||||
| 89,629 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $117,633) ($ Thousands) | 118,523 | |||||||
| CORPORATE OBLIGATIONS — 6.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| NTT Finance | ||||||||
| 4.567%, 07/16/2027 (F) | 250 | 252 | ||||||
| Scripps Escrow II | ||||||||
| 3.875%, 01/15/2029 (F) | 300 | 283 | ||||||
| Univision Communications | ||||||||
| 8.000%, 08/15/2028 (F) | 300 | 308 | ||||||
| 843 | ||||||||
| Consumer Discretionary — 1.4% | ||||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 07/09/2027 | 150 | 152 | ||||||
| 2.300%, 09/09/2026 | 350 | 347 | ||||||
| AutoZone | ||||||||
| 5.050%, 07/15/2026 | 150 | 150 | ||||||
| BMW US Capital LLC | ||||||||
| 4.150%, 08/11/2027 (F) | 150 | 151 | ||||||
| 1.250%, 08/12/2026 (F) | 250 | 247 | ||||||
| Caesars Entertainment | ||||||||
| 7.000%, 02/15/2030 (F) | 300 | 308 | ||||||
| Churchill Downs | ||||||||
| 4.750%, 01/15/2028 (F) | 200 | 199 | ||||||
| CP Atlas Buyer | ||||||||
| 12.750%, 01/15/2031 (F) | 411 | 369 | ||||||
| Daimler Truck Finance North America LLC | ||||||||
| 4.300%, 08/12/2027 (F) | 150 | 151 | ||||||
| Hyundai Capital America | ||||||||
| 5.450%, 06/24/2026 (F) | 1,950 | 1,958 | ||||||
| 4.875%, 06/23/2027 (F) | 125 | 126 | ||||||
| Marriott International | ||||||||
| 4.200%, 07/15/2027 | 150 | 151 | ||||||
| Mercedes-Benz Finance North America LLC | ||||||||
| 4.875%, 07/31/2026 (F) | 250 | 251 | ||||||
| QXO Building Products | ||||||||
| 6.750%, 04/30/2032 (F) | 135 | 140 | ||||||
| Rivers Enterprise Borrower LLC | ||||||||
| 6.625%, 02/01/2033 (F) | 319 | 327 | ||||||
| Specialty Building Products Holdings LLC | ||||||||
| 7.750%, 10/15/2029 (F) | 425 | 410 | ||||||
| Toyota Motor Credit | ||||||||
| 4.500%, 05/14/2027 | 175 | 177 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Toyota Motor Credit MTN | ||||||||
| 3.750%, 01/12/2028 | $ | 275 | $ | 275 | ||||
| 5,889 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Mars | ||||||||
| 4.450%, 03/01/2027 (F) | 245 | 247 | ||||||
| Energy — 0.2% | ||||||||
| Ascent Resources Utica Holdings LLC | ||||||||
| 6.625%, 10/15/2032 (F) | 266 | 276 | ||||||
| Kodiak Gas Services LLC | ||||||||
| 6.750%, 10/01/2035 (F) | 385 | 402 | ||||||
| ONEOK | ||||||||
| 5.550%, 11/01/2026 | 200 | 202 | ||||||
| Williams | ||||||||
| 5.400%, 03/02/2026 | 125 | 125 | ||||||
| 1,005 | ||||||||
| Financials — 2.3% | ||||||||
| Alliant Holdings Intermediate LLC | ||||||||
| 4.250%, 10/15/2027 (F) | 500 | 494 | ||||||
| American Express | ||||||||
| 4.009%, SOFR + 0.581%, 02/09/2029 (A) | 275 | 276 | ||||||
| Athene Global Funding | ||||||||
| 5.349%, 07/09/2027 (F) | 90 | 91 | ||||||
| Bank of America | ||||||||
| 5.526%, 08/18/2026 | 250 | 251 | ||||||
| 4.623%, SOFR + 1.110%, 05/09/2029 (A) | 125 | 127 | ||||||
| Bank of America MTN | ||||||||
| 3.500%, 04/19/2026 | 200 | 200 | ||||||
| Bank of Montreal MTN | ||||||||
| 1.250%, 09/15/2026 | 300 | 296 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 5.900%, 11/03/2027 (F) | 300 | 309 | ||||||
| BroadStreet Partners | ||||||||
| 5.875%, 04/15/2029 (F) | 600 | 581 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 5.237%, 06/28/2027 | 90 | 92 | ||||||
| Capital One | ||||||||
| 3.450%, 07/27/2026 | 250 | 250 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (A) | 275 | 275 | ||||||
| Cooperatieve Rabobank UA | ||||||||
| 4.372%, 05/27/2027 | 250 | 252 | ||||||
| Corebridge Global Funding | ||||||||
| 5.750%, 07/02/2026 (F) | 275 | 277 | ||||||
| Deutsche Bank NY | ||||||||
| 4.914%, SOFR + 1.219%, 11/16/2027 (A) | 325 | 326 | ||||||
| SEI Institutional Investments Trust | 175 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Equitable America Global Funding | ||||||||
| 3.950%, 09/15/2027 (F) | $ | 40 | $ | 40 | ||||
| Equitable Financial Life Global Funding MTN | ||||||||
| 1.300%, 07/12/2026 (F) | 200 | 198 | ||||||
| F&G Global Funding MTN | ||||||||
| 5.875%, 06/10/2027 (F) | 250 | 254 | ||||||
| Focus Financial Partners LLC | ||||||||
| 6.750%, 09/15/2031 (F) | 270 | 269 | ||||||
| Goldman Sachs Bank USA NY | ||||||||
| 5.414%, SOFR + 0.750%, 05/21/2027 (A) | 125 | 125 | ||||||
| JPMorgan Chase | ||||||||
| 4.573%, SOFR + 0.885%, 04/22/2027 (A) | 475 | 475 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.625%, 05/28/2028 (F) | 150 | 151 | ||||||
| Macquarie Bank MTN | ||||||||
| 3.915%, 02/03/2028 (F) | 275 | 276 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 3.850%, 03/01/2026 | 275 | 275 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (A) | 250 | 251 | ||||||
| Nasdaq | ||||||||
| 3.850%, 06/30/2026 | 200 | 200 | ||||||
| Pacific Life Global Funding II | ||||||||
| 5.500%, 08/28/2026 (F) | 125 | 126 | ||||||
| PNC Financial Services Group | ||||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (A) | 275 | 276 | ||||||
| Principal Life Global Funding II | ||||||||
| 3.000%, 04/18/2026 (F) | 250 | 250 | ||||||
| Ryan Specialty LLC | ||||||||
| 5.875%, 08/01/2032 (F) | 146 | 147 | ||||||
| Swedbank | ||||||||
| 6.136%, 09/12/2026 (F) | 200 | 202 | ||||||
| Toronto-Dominion Bank | ||||||||
| 3.913%, 01/13/2028 | 275 | 275 | ||||||
| Truist Bank | ||||||||
| 4.671%, SOFR + 0.590%, 05/20/2027 (A) | 250 | 250 | ||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (A) | 275 | 276 | ||||||
| UBS | ||||||||
| 4.864%, SOFR + 0.720%, 01/10/2028 (A) | 250 | 252 | ||||||
| 1.250%, 06/01/2026 | 275 | 273 | ||||||
| USI | ||||||||
| 7.500%, 01/15/2032 (F) | 500 | 512 | ||||||
| Wells Fargo Bank | ||||||||
| 5.450%, 08/07/2026 | 250 | 251 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| WEX | ||||||||
| 6.500%, 03/15/2033 (F) | $ | 250 | $ | 251 | ||||
| 9,952 | ||||||||
| Health Care — 0.4% | ||||||||
| Bausch Health | ||||||||
| 11.000%, 09/30/2028 (F) | 35 | 37 | ||||||
| 4.875%, 06/01/2028 (F) | 357 | 332 | ||||||
| Global Medical Response | ||||||||
| 7.375%, 10/01/2032 (F) | 250 | 262 | ||||||
| Grifols | ||||||||
| 4.750%, 10/15/2028 (F) | 400 | 395 | ||||||
| Medline Borrower LP | ||||||||
| 3.875%, 04/01/2029 (F) | 125 | 123 | ||||||
| Pfizer | ||||||||
| 3.875%, 11/15/2027 | 275 | 276 | ||||||
| Stryker | ||||||||
| 4.550%, 02/10/2027 | 150 | 151 | ||||||
| Team Health Holdings | ||||||||
| 8.375%, 06/30/2028 (F) | 250 | 252 | ||||||
| 1,828 | ||||||||
| Industrials — 0.5% | ||||||||
| American Airlines | ||||||||
| 5.500%, 04/20/2026 (F) | 17 | 17 | ||||||
| Amsted Industries | ||||||||
| 6.375%, 03/15/2033 (F) | 85 | 88 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.500%, 01/07/2027 | 150 | 151 | ||||||
| Howmet Aerospace | ||||||||
| 3.750%, 03/03/2028 | 300 | 300 | ||||||
| John Deere Capital | ||||||||
| 4.500%, 01/08/2027 | 150 | 151 | ||||||
| Raven Acquisition Holdings LLC | ||||||||
| 6.875%, 11/15/2031 (F) | 250 | 241 | ||||||
| SS&C Technologies | ||||||||
| 5.500%, 09/30/2027 (F) | 300 | 299 | ||||||
| Waste Pro USA | ||||||||
| 7.000%, 02/01/2033 (F) | 214 | 223 | ||||||
| WESCO Distribution | ||||||||
| 5.500%, 04/15/2034 (F) | 304 | 306 | ||||||
| Wilsonart LLC | ||||||||
| 11.000%, 08/15/2032 (F) | 299 | 245 | ||||||
| 2,021 | ||||||||
| Information Technology — 0.1% | ||||||||
| Diebold Nixdorf | ||||||||
| 7.750%, 03/31/2030 (F) | 500 | 527 | ||||||
| Materials — 0.4% | ||||||||
| Advancion Sciences | ||||||||
| 9.250% Cash/PIK, 11/01/2026 (F) | 1,041 | 901 | ||||||
| 176 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Novelis | ||||||||
| 4.750%, 01/30/2030 (F) | $ | 300 | $ | 291 | ||||
| Trident TPI Holdings | ||||||||
| 12.750%, 12/31/2028 (F) | 675 | 692 | ||||||
| 1,884 | ||||||||
| Real Estate — 0.2% | ||||||||
| Brookfield Property | ||||||||
| 4.500%, 04/01/2027 (F) | 292 | 288 | ||||||
| Iron Mountain | ||||||||
| 4.875%, 09/15/2027 (F) | 500 | 500 | ||||||
| Kimco Realty OP LLC | ||||||||
| 3.250%, 08/15/2026 | 250 | 249 | ||||||
| 1,037 | ||||||||
| Utilities — 0.4% | ||||||||
| Alliant Energy Finance LLC | ||||||||
| 5.400%, 06/06/2027 (F) | 100 | 101 | ||||||
| Consumers Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 30 | 30 | ||||||
| DTE Electric | ||||||||
| 4.250%, 05/14/2027 | 80 | 81 | ||||||
| Duke Energy Progress NC Storm Funding LLC | ||||||||
| 1.295%, 07/01/2028 | 174 | 168 | ||||||
| Emera US Finance | ||||||||
| 3.550%, 06/15/2026 | 125 | 125 | ||||||
| Georgia Power | ||||||||
| 3.976%, SOFRINDX + 0.280%, 09/15/2026 (A) | 275 | 275 | ||||||
| NRG Energy | ||||||||
| 6.250%, 11/01/2034 (F) | 400 | 414 | ||||||
| Southern Gas Capital | ||||||||
| 4.050%, 09/15/2028 | 55 | 55 | ||||||
| Southwestern Electric Power | ||||||||
| 1.650%, 03/15/2026 | 175 | 175 | ||||||
| WEC Energy Group | ||||||||
| 4.750%, 01/15/2028 | 165 | 167 | ||||||
| 1,591 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $27,074) ($ Thousands) | 26,824 | |||||||
| U.S. TREASURY OBLIGATIONS — 2.7% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.643%, 03/12/2026 (H) | 2,275 | 2,273 | ||||||
| 3.622%, 06/09/2026 (H) | 1,750 | 1,733 | ||||||
| 3.620%, 03/17/2026 (H) | 1,725 | 1,722 | ||||||
| 3.594%, 06/11/2026 (H) | 2,875 | 2,846 | ||||||
| 3.458%, 12/24/2026 (H) | 1,750 | 1,701 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.000%, 12/15/2027 | 625 | 632 | ||||||
| Description | Face Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.875%, 12/31/2027 | $ | 600 | $ | 605 | ||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $11,509) ($ Thousands) | 11,512 | |||||||
| Number of Warrants |
||||||||
| WARRANTS — 0.3% | ||||||||
| Air Methods | ||||||||
| Strike Price $– *‡‡(E)(I) | 5,986 | 1,282 | ||||||
| Total Warrants | ||||||||
| (Cost $111) ($ Thousands) | 1,282 | |||||||
| Face Amount (Thousands) | ||||||||
| COMMERCIAL PAPER — 0.2% | ||||||||
| Deaconess Health System Inc | ||||||||
| 3.835%, 04/07/2026 (H) | 275 | 274 | ||||||
| Novant Health Inc | ||||||||
| 3.827%, 03/17/2026 (H) | 250 | 250 | ||||||
| Toyota Motor Corp | ||||||||
| 3.832%, 07/13/2026 (H) | 200 | 197 | ||||||
| Total Commercial Paper | ||||||||
| (Cost $721) ($ Thousands) | 721 | |||||||
| Shares | ||||||||
| COMMON STOCK — 0.1% | ||||||||
| Air Methods *(E)(I) | 2,388 | 512 | ||||||
| Ambrosia Topco (E) | 7,227 | 71 | ||||||
| Total Common Stock | ||||||||
| (Cost $109) ($ Thousands) | 583 | |||||||
| Face Amount (Thousands) | ||||||||
| MUNICIPAL BONDS — 0.1% | ||||||||
| New York — 0.0% | ||||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB | ||||||||
| 3.805%, 11/01/2027 | 240 | 241 | ||||||
| Pennsylvania — 0.1% | ||||||||
| Philadelphia Authority for Industrial Development, Ser A, RB, AG | ||||||||
| 6.350%, 04/15/2028 | 250 | 259 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $499) ($ Thousands) | 500 | |||||||
| SEI Institutional Investments Trust | 177 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 4.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 17,480,370 | $ | 17,480 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $17,480) ($ Thousands) | 17,480 | |||||||
| Face Amount (Thousands) | ||||||||
| REPURCHASE AGREEMENT(J) — 0.5% | ||||||||
| BNP Paribas | ||||||||
| 3.670%, dated 02/27/20256 to be repurchased on 03/02/2026, repurchase price $2,000,612 (collateralized by various U.S. Government Obligations, ranging in par value $100 - $1,296,732, 0.500% - 7.500%, 05/31/2027 – 02/01/2056; with total market value $2,031,198) | $ | 2,000 | 2,000 | |||||
| Total Repurchase Agreement | ||||||||
| (Cost $2,000) ($ Thousands) | 2,000 | |||||||
| Total Investments in Securities — 101.7% | ||||||||
| (Cost $444,379) ($ Thousands) | $ | 440,824 | ||||||
| A list of the open futures contracts held by the Fund at February 28, 2026, is as follows: | ||||||||||||||||||||
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||||
| Long Contracts | ||||||||||||||||||||
| U.S. 5-Year Treasury Notes | 11 | Jun-2026 | $ | 1,207 | $ | 1,211 | $ | 4 | ||||||||||||
| Short Contracts | ||||||||||||||||||||
| U.S. 2-Year Treasury Notes | (32 | ) | Jun-2026 | $ | (6,690 | ) | $ | (6,697 | ) | $ | (7 | ) | ||||||||
| U.S. 10-Year Treasury Notes | (16 | ) | Jun-2026 | (1,813 | ) | (1,821 | ) | (8 | ) | |||||||||||
| U.S. Long Treasury Bonds | (4 | ) | Jun-2026 | (470 | ) | (473 | ) | (3 | ) | |||||||||||
| (8,973 | ) | (8,991 | ) | (18 | ) | |||||||||||||||
| $ | (7,766 | ) | $ | (7,780 | ) | $ | (14 | ) | ||||||||||||
| Percentages are based on Net Assets of $433,581 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | 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) | Security is in default on interest payment. |
| (E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (F) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $223,331 ($ Thousands), representing 51.5% 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) | Security considered restricted, excluding 144A. The total market value of such securities as of February 28, 2026 was $1,794 ($ Thousands) and represented 0.4% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (J) | Tri-Party Repurchase Agreement. |
| 178 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Opportunistic Income Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 16,675 | $ | 125,651 | $ | (124,846 | ) | $ | — | $ | — | $ | 17,480 | $ | 534 | $ | — | |||||||||||||||
A list of the restricted securities, excluding 144a, held by the Fund at February 28, 2026, is as follows:
| Description | Number of Warrants/Shares | Acquisition Date | Cost ($ Thousands) | Market Value ($ Thousands) | ||||||||||
| Warrants | ||||||||||||||
| Air Methods | 5,986 | 03/27/2024 | $ | 111 | $ | 1,282 | ||||||||
| Common Stock | ||||||||||||||
| Air Methods | 2,388 | 01/08/2024 | 32 | 512 | ||||||||||
| $ | 143 | $ | 1,794 | |||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 179 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES — 37.7% | ||||||||
| Agency Mortgage-Backed Obligations — 32.4% | ||||||||
| FHLMC | ||||||||
| 7.500%, 08/01/2030 to 06/01/2032 | $ | 25 | $ | 26 | ||||
| 7.000%, 03/01/2031 to 03/01/2039 | 21 | 22 | ||||||
| 6.500%, 10/01/2031 to 10/01/2055 | 10,714 | 11,393 | ||||||
| 6.000%, 08/01/2038 to 07/01/2055 | 92,511 | 96,099 | ||||||
| 5.500%, 02/01/2035 to 09/01/2055 | 78,326 | 80,322 | ||||||
| 5.000%, 08/01/2033 to 05/01/2055 | 46,131 | 46,597 | ||||||
| 4.500%, 06/01/2039 to 12/01/2054 | 59,473 | 59,161 | ||||||
| 4.000%, 09/01/2040 to 02/01/2053 | 48,226 | 47,217 | ||||||
| 3.500%, 04/01/2033 to 11/01/2052 | 47,471 | 45,300 | ||||||
| 3.000%, 08/01/2031 to 06/01/2052 | 93,612 | 86,815 | ||||||
| 2.500%, 10/01/2031 to 05/01/2052 | 177,805 | 157,359 | ||||||
| 2.000%, 10/01/2031 to 03/01/2052 | 121,394 | 103,511 | ||||||
| FHLMC ARM | ||||||||
| 7.330%, RFUCCT1Y + 2.330%, 05/01/2036(A) | 22 | 23 | ||||||
| 6.345%, RFUCCT1Y + 1.595%, 10/01/2036(A) | 9 | 9 | ||||||
| 6.212%, RFUCCT1Y + 1.926%, 12/01/2036(A) | 18 | 19 | ||||||
| 5.604%, SOFR30A + 2.330%, 07/01/2055(A) | 2,202 | 2,251 | ||||||
| 5.448%, SOFR30A + 2.090%, 05/01/2055(A) | 761 | 781 | ||||||
| 5.423%, SOFR30A + 2.330%, 08/01/2055(A) | 1,858 | 1,896 | ||||||
| 5.336%, SOFR30A + 2.330%, 08/01/2055(A) | 1,456 | 1,486 | ||||||
| 5.323%, SOFR30A + 2.105%, 08/01/2055(A) | 1,164 | 1,193 | ||||||
| 5.253%, SOFR30A + 2.075%, 07/01/2055(A) | 2,975 | 3,035 | ||||||
| 5.239%, SOFR30A + 2.075%, 07/01/2055(A) | 1,026 | 1,047 | ||||||
| 5.190%, SOFR30A + 2.203%, 06/01/2055(A) | 1,987 | 2,026 | ||||||
| 5.156%, RFUCCT1Y + 1.617%, 11/01/2047(A) | 565 | 583 | ||||||
| 4.973%, SOFR30A + 2.257%, 02/01/2054(A) | 826 | 842 | ||||||
| 4.972%, SOFR30A + 2.140%, 02/01/2056(A) | 4,385 | 4,475 | ||||||
| 4.790%, SOFR30A + 2.147%, 01/01/2055(A) | 2,214 | 2,253 | ||||||
| 4.742%, SOFR30A + 2.335%, 10/01/2054(A) | 1,866 | 1,897 | ||||||
| 4.189%, SOFR30A + 2.306%, 05/01/2053(A) | 3,100 | 3,159 | ||||||
| 3.615%, H15T5Y + 1.288%, 03/01/2047(A) | 335 | 331 | ||||||
| 3.270%, RFUCCT1Y + 1.621%, 02/01/2050(A) | 1,609 | 1,642 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 3.008%, RFUCCT1Y + 1.627%, 11/01/2048(A) | $ | 1,952 | $ | 1,954 | ||||
| 2.741%, RFUCCT1Y + 1.635%, 12/01/2050(A) | 157 | 152 | ||||||
| FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO | ||||||||
| 1.666%, 08/27/2028(A) | 2,000 | 70 | ||||||
| FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 | ||||||||
| 1.878%, 01/25/2031 | 975 | 893 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO | ||||||||
| 0.180%, 10/25/2032(A) | 18,946 | 253 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO | ||||||||
| 0.587%, 12/25/2035(A) | 16,197 | 672 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO | ||||||||
| 0.154%, 11/25/2032(A) | 14,633 | 177 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO | ||||||||
| 0.469%, 02/25/2036(A) | 4,936 | 164 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO | ||||||||
| 0.353%, 01/25/2033(A) | 6,794 | 164 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO | ||||||||
| 0.938%, 05/25/2029(A) | 3,640 | 92 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO | ||||||||
| 0.872%, 06/25/2029(A) | 2,897 | 74 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO | ||||||||
| 1.146%, 06/25/2029(A) | 6,800 | 242 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO | ||||||||
| 1.314%, 01/25/2030(A) | 3,239 | 148 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO | ||||||||
| 1.026%, 10/25/2030(A) | 5,338 | 207 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO | ||||||||
| 0.509%, 03/25/2031(A) | 17,808 | 376 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO | ||||||||
| 0.344%, 09/25/2031(A) | 15,538 | 266 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO | ||||||||
| 0.393%, 12/25/2031(A) | 8,680 | 140 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO | ||||||||
| 0.297%, 03/25/2032(A) | 6,777 | 112 | ||||||
| 180 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO | ||||||||
| 0.343%, 04/25/2055(A) | $ | 6,958 | $ | 135 | ||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO | ||||||||
| 0.316%, 05/25/2032(A) | 7,958 | 150 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO | ||||||||
| 0.370%, 06/25/2032(A) | 11,283 | 252 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO | ||||||||
| 0.265%, 08/25/2032(A) | 11,225 | 198 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K540, Cl AS | ||||||||
| 4.199%, SOFR30A + 0.520%, 11/25/2029(A) | 1,932 | 1,929 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO | ||||||||
| 0.606%, 03/25/2028(A) | 4,590 | 49 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K745, Cl A1 | ||||||||
| 0.836%, 06/25/2028 | 84 | 83 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO | ||||||||
| 1.194%, 06/25/2027(A) | 1,182 | 10 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser Q032, Cl A | ||||||||
| 4.950%, 11/25/2054(A) | 2,236 | 2,276 | ||||||
| FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA | ||||||||
| 6.000%, 05/15/2036 | 308 | 327 | ||||||
| FHLMC REMICS CMO, Ser 1999-2174, Cl PN | ||||||||
| 6.000%, 07/15/2029 | 2 | 2 | ||||||
| FHLMC REMICS CMO, Ser 2001-2312, Cl Z | ||||||||
| 6.500%, 05/15/2031 | 18 | 18 | ||||||
| FHLMC REMICS CMO, Ser 2002-2399, Cl XG | ||||||||
| 6.500%, 01/15/2032 | 9 | 9 | ||||||
| FHLMC REMICS CMO, Ser 2003-2671, Cl S | ||||||||
| 7.842%, 09/15/2033(A) | 13 | 15 | ||||||
| FHLMC REMICS CMO, Ser 2003-2684, Cl ZN | ||||||||
| 4.000%, 10/15/2033 | 28 | 27 | ||||||
| FHLMC REMICS CMO, Ser 2004-2733, Cl ME | ||||||||
| 5.000%, 01/15/2034 | 62 | 64 | ||||||
| FHLMC REMICS CMO, Ser 2007-3316, Cl JO, PO | ||||||||
| 0.000%, 05/15/2037(B) | 2 | 1 | ||||||
| FHLMC REMICS CMO, Ser 2009-3546, Cl A | ||||||||
| 6.101%, 02/15/2039(A) | 21 | 21 | ||||||
| FHLMC REMICS CMO, Ser 2010-3693, Cl FC | ||||||||
| 4.273%, SOFR30A + 0.614%, 07/15/2040(A) | 430 | 428 | ||||||
| FHLMC REMICS CMO, Ser 2011-3866, Cl SA, IO | ||||||||
| 2.177%, 05/15/2041(A) | 176 | 15 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2011-3919, Cl FA | ||||||||
| 4.273%, SOFR30A + 0.614%, 09/15/2041(A) | $ | 410 | $ | 409 | ||||
| FHLMC REMICS CMO, Ser 2011-3958, Cl AF | ||||||||
| 4.223%, SOFR30A + 0.564%, 11/15/2041(A) | 378 | 376 | ||||||
| FHLMC REMICS CMO, Ser 2011-3975, Cl FA | ||||||||
| 4.263%, SOFR30A + 0.604%, 12/15/2041(A) | 348 | 347 | ||||||
| FHLMC REMICS CMO, Ser 2012-3990, Cl FG | ||||||||
| 4.223%, SOFR30A + 0.564%, 01/15/2042(A) | 432 | 430 | ||||||
| FHLMC REMICS CMO, Ser 2012-4010, Cl KM | ||||||||
| 3.000%, 01/15/2042 | 142 | 137 | ||||||
| FHLMC REMICS CMO, Ser 2012-4030, Cl HS, IO | ||||||||
| 2.837%, 04/15/2042(A) | 18 | 2 | ||||||
| FHLMC REMICS CMO, Ser 2012-4059, Cl FP | ||||||||
| 4.223%, SOFR30A + 0.564%, 06/15/2042(A) | 521 | 517 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl BX | ||||||||
| 3.250%, 10/15/2041 | 871 | 840 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl EX | ||||||||
| 3.375%, 07/15/2042 | 566 | 544 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl FN | ||||||||
| 4.173%, SOFR30A + 0.514%, 08/15/2042(A) | 504 | 500 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl MX | ||||||||
| 3.250%, 02/15/2042 | 669 | 640 | ||||||
| FHLMC REMICS CMO, Ser 2012-4102, Cl TC | ||||||||
| 2.500%, 09/15/2041 | 344 | 338 | ||||||
| FHLMC REMICS CMO, Ser 2012-4117, Cl HB | ||||||||
| 2.500%, 10/15/2042 | 590 | 543 | ||||||
| FHLMC REMICS CMO, Ser 2013-4160, Cl HP | ||||||||
| 2.500%, 01/15/2033 | 533 | 517 | ||||||
| FHLMC REMICS CMO, Ser 2013-4161, Cl BA | ||||||||
| 2.500%, 12/15/2041 | 700 | 690 | ||||||
| FHLMC REMICS CMO, Ser 2013-4184, Cl FN | ||||||||
| 4.123%, SOFR30A + 0.464%, 03/15/2043(A) | 332 | 328 | ||||||
| FHLMC REMICS CMO, Ser 2013-4210, Cl Z | ||||||||
| 3.000%, 05/15/2043 | 545 | 474 | ||||||
| FHLMC REMICS CMO, Ser 2013-4240, Cl FA | ||||||||
| 4.273%, SOFR30A + 0.614%, 08/15/2043(A) | 1,631 | 1,621 | ||||||
| FHLMC REMICS CMO, Ser 2013-4281, Cl FA | ||||||||
| 4.173%, SOFR30A + 0.514%, 12/15/2043(A) | 296 | 294 | ||||||
| FHLMC REMICS CMO, Ser 2014-4290, Cl LF | ||||||||
| 4.173%, SOFR30A + 0.514%, 07/15/2035(A) | 711 | 708 | ||||||
| FHLMC REMICS CMO, Ser 2014-4303, Cl FA | ||||||||
| 4.123%, SOFR30A + 0.464%, 02/15/2044(A) | 465 | 461 | ||||||
| SEI Institutional Investments Trust | 181 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2015-4427, Cl CE | ||||||||
| 3.000%, 02/15/2034 | $ | 102 | $ | 101 | ||||
| FHLMC REMICS CMO, Ser 2015-4446, Cl CP | ||||||||
| 2.250%, 03/15/2045 | 751 | 690 | ||||||
| FHLMC REMICS CMO, Ser 2016-4582, Cl HA | ||||||||
| 3.000%, 09/15/2045 | 2,690 | 2,584 | ||||||
| FHLMC REMICS CMO, Ser 2016-4587, Cl AF | ||||||||
| 4.123%, SOFR30A + 0.464%, 06/15/2046(A) | 828 | 823 | ||||||
| FHLMC REMICS CMO, Ser 2016-4604, Cl FB | ||||||||
| 4.173%, SOFR30A + 0.514%, 08/15/2046(A) | 2,113 | 2,099 | ||||||
| FHLMC REMICS CMO, Ser 2016-4611, Cl BF | ||||||||
| 4.173%, SOFR30A + 0.514%, 06/15/2041(A) | 5,292 | 5,292 | ||||||
| FHLMC REMICS CMO, Ser 2016-4620, Cl LF | ||||||||
| 4.173%, SOFR30A + 0.514%, 10/15/2046(A) | 891 | 886 | ||||||
| FHLMC REMICS CMO, Ser 2017-4709, Cl FA | ||||||||
| 4.073%, SOFR30A + 0.414%, 08/15/2047(A) | 553 | 548 | ||||||
| FHLMC REMICS CMO, Ser 2017-4719, Cl LA | ||||||||
| 3.500%, 09/15/2047 | 951 | 910 | ||||||
| FHLMC REMICS CMO, Ser 2017-4719, Cl LM | ||||||||
| 3.000%, 09/15/2047 | 618 | 573 | ||||||
| FHLMC REMICS CMO, Ser 2017-4742, Cl PA | ||||||||
| 3.000%, 10/15/2047 | 994 | 931 | ||||||
| FHLMC REMICS CMO, Ser 2018-4753, Cl BD | ||||||||
| 3.000%, 01/15/2048 | 663 | 610 | ||||||
| FHLMC REMICS CMO, Ser 2018-4813, Cl CJ | ||||||||
| 3.000%, 08/15/2048 | 243 | 219 | ||||||
| FHLMC REMICS CMO, Ser 2018-4826, Cl KF | ||||||||
| 4.073%, SOFR30A + 0.414%, 09/15/2048(A) | 552 | 543 | ||||||
| FHLMC REMICS CMO, Ser 2018-4854, Cl FB | ||||||||
| 4.073%, SOFR30A + 0.414%, 01/15/2049(A) | 1,401 | 1,389 | ||||||
| FHLMC REMICS CMO, Ser 2018-4857, Cl JA | ||||||||
| 3.350%, 01/15/2049 | 2,287 | 2,238 | ||||||
| FHLMC REMICS CMO, Ser 2019-4879, Cl BC | ||||||||
| 3.000%, 04/15/2049 | 107 | 98 | ||||||
| FHLMC REMICS CMO, Ser 2019-4880, Cl DA | ||||||||
| 3.000%, 05/15/2050 | 912 | 863 | ||||||
| FHLMC REMICS CMO, Ser 2019-4903, Cl NF | ||||||||
| 4.182%, SOFR30A + 0.514%, 08/25/2049(A) | 484 | 479 | ||||||
| FHLMC REMICS CMO, Ser 2019-4927, Cl BG | ||||||||
| 3.000%, 11/25/2049 | 1,076 | 1,016 | ||||||
| FHLMC REMICS CMO, Ser 2019-4937, Cl MD | ||||||||
| 2.500%, 10/25/2049 | 1,059 | 962 | ||||||
| FHLMC REMICS CMO, Ser 2019-4940, Cl AG | ||||||||
| 3.000%, 05/15/2040 | 649 | 628 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2019-4941, Cl GA | ||||||||
| 2.000%, 12/15/2047 | $ | 621 | $ | 535 | ||||
| FHLMC REMICS CMO, Ser 2019-4944, Cl AC | ||||||||
| 2.400%, 05/15/2044 | 2,556 | 2,343 | ||||||
| FHLMC REMICS CMO, Ser 2020-4951, Cl EA | ||||||||
| 2.500%, 09/15/2044 | 952 | 868 | ||||||
| FHLMC REMICS CMO, Ser 2020-4954, Cl LB | ||||||||
| 2.500%, 02/25/2050 | 436 | 393 | ||||||
| FHLMC REMICS CMO, Ser 2020-4957, Cl MY | ||||||||
| 3.000%, 02/25/2050 | 790 | 683 | ||||||
| FHLMC REMICS CMO, Ser 2020-4980, Cl KI, IO | ||||||||
| 4.500%, 06/25/2050 | 3,213 | 744 | ||||||
| FHLMC REMICS CMO, Ser 2020-4988, Cl KF | ||||||||
| 4.132%, SOFR30A + 0.464%, 07/25/2050(A) | 834 | 828 | ||||||
| FHLMC REMICS CMO, Ser 2020-4991, Cl QV | ||||||||
| 2.000%, 09/25/2045 | 440 | 386 | ||||||
| FHLMC REMICS CMO, Ser 2020-5020, Cl ET | ||||||||
| 3.500%, 10/25/2050 | 955 | 898 | ||||||
| FHLMC REMICS CMO, Ser 2020-5058, Cl BC | ||||||||
| 5.000%, 11/25/2050 | 701 | 710 | ||||||
| FHLMC REMICS CMO, Ser 2021-5091, Cl AB | ||||||||
| 1.500%, 03/25/2051 | 1,691 | 1,416 | ||||||
| FHLMC REMICS CMO, Ser 2021-5092, Cl AP | ||||||||
| 2.000%, 04/25/2041 | 567 | 510 | ||||||
| FHLMC REMICS CMO, Ser 2021-5092, Cl HE | ||||||||
| 2.000%, 02/25/2051 | 1,120 | 968 | ||||||
| FHLMC REMICS CMO, Ser 2021-5114, Cl AD | ||||||||
| 1.500%, 08/25/2047 | 7,127 | 6,310 | ||||||
| FHLMC REMICS CMO, Ser 2021-5118, Cl CA | ||||||||
| 1.500%, 10/15/2033 | 1,073 | 1,008 | ||||||
| FHLMC REMICS CMO, Ser 2022-5200, Cl KQ | ||||||||
| 3.000%, 09/25/2049 | 126 | 120 | ||||||
| FHLMC REMICS CMO, Ser 2022-5202, Cl KA | ||||||||
| 2.500%, 06/25/2049 | 1,067 | 981 | ||||||
| FHLMC REMICS CMO, Ser 2022-5202, Cl TA | ||||||||
| 2.500%, 12/25/2048 | 2,279 | 2,134 | ||||||
| FHLMC REMICS CMO, Ser 2022-5207, Cl PA | ||||||||
| 3.000%, 06/25/2051 | 1,489 | 1,370 | ||||||
| FHLMC REMICS CMO, Ser 2022-5217, Cl CD | ||||||||
| 2.500%, 07/25/2049 | 1,242 | 1,180 | ||||||
| FHLMC REMICS CMO, Ser 2022-5220, Cl QK | ||||||||
| 3.500%, 09/25/2050 | 2,053 | 2,014 | ||||||
| FHLMC REMICS CMO, Ser 2022-5224, Cl HL | ||||||||
| 4.000%, 04/25/2052 | 2,000 | 1,915 | ||||||
| FHLMC REMICS CMO, Ser 2022-5228, Cl TN | ||||||||
| 3.500%, 07/25/2039 | 704 | 691 | ||||||
| FHLMC REMICS CMO, Ser 2023-5293, Cl IO, IO | ||||||||
| 2.000%, 03/25/2051 | 4,894 | 614 | ||||||
| 182 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2023-5335, Cl FB | ||||||||
| 4.473%, SOFR30A + 0.814%, 10/15/2039(A) | $ | 1,887 | $ | 1,898 | ||||
| FHLMC REMICS CMO, Ser 2024-5396, Cl HF | ||||||||
| 4.617%, SOFR30A + 0.950%, 04/25/2054(A) | 2,440 | 2,440 | ||||||
| FHLMC REMICS CMO, Ser 2024-5399, Cl FB | ||||||||
| 4.567%, SOFR30A + 0.900%, 04/25/2054(A) | 1,486 | 1,492 | ||||||
| FHLMC REMICS CMO, Ser 2024-5410, Cl JY | ||||||||
| 3.000%, 03/15/2044 | 1,201 | 1,065 | ||||||
| FHLMC REMICS CMO, Ser 2024-5451, Cl FD | ||||||||
| 4.173%, SOFR30A + 0.514%, 01/15/2044(A) | 914 | 906 | ||||||
| FHLMC REMICS CMO, Ser 2024-5452, Cl KY | ||||||||
| 3.000%, 03/15/2044 | 1,400 | 1,256 | ||||||
| FHLMC REMICS CMO, Ser 2024-5473, Cl BF | ||||||||
| 4.967%, SOFR30A + 1.300%, 11/25/2054(A) | 1,847 | 1,868 | ||||||
| FHLMC REMICS CMO, Ser 2025-5529, Cl HA | ||||||||
| 3.000%, 03/15/2043 | 913 | 880 | ||||||
| FHLMC REMICS CMO, Ser 2025-5565, Cl QA | ||||||||
| 4.500%, 08/25/2055 | 4,521 | 4,576 | ||||||
| FHLMC REMICS CMO, Ser 2025-5605, Cl NF | ||||||||
| 4.617%, SOFR30A + 0.950%, 12/25/2055(A) | 13,143 | 13,186 | ||||||
| FHLMC STRIPS CMO, Ser 2012-264, Cl 30 | ||||||||
| 3.000%, 07/15/2042 | 1,186 | 1,108 | ||||||
| FHLMC STRIPS CMO, Ser 2012-271, Cl 30 | ||||||||
| 3.000%, 08/15/2042 | 604 | 568 | ||||||
| FHLMC STRIPS CMO, Ser 2014-326, Cl F2 | ||||||||
| 4.323%, SOFR30A + 0.664%, 03/15/2044(A) | 723 | 725 | ||||||
| FHLMC STRIPS CMO, Ser 2017-356, Cl 300 | ||||||||
| 3.000%, 09/15/2047 | 1,642 | 1,510 | ||||||
| FNMA | ||||||||
| 8.000%, 01/01/2030 to 06/01/2031 | 6 | 6 | ||||||
| 7.500%, 02/01/2031 to 11/01/2038 | 43 | 44 | ||||||
| 7.000%, 09/01/2026 to 01/01/2039 | 207 | 219 | ||||||
| 6.500%, 05/01/2027 to 11/01/2055 | 6,014 | 6,410 | ||||||
| 6.000%, 02/01/2032 to 11/01/2055 | 76,539 | 79,344 | ||||||
| 5.500%, 12/01/2033 to 07/01/2055 | 129,428 | 132,213 | ||||||
| 5.350%, 07/01/2033 | 100 | 104 | ||||||
| 5.000%, 05/01/2034 to 04/01/2054 | 50,127 | 50,726 | ||||||
| 4.500%, 11/01/2031 to 01/01/2059 | 79,889 | 79,601 | ||||||
| 4.270%, 10/01/2032 | 190 | 193 | ||||||
| 4.200%, 01/01/2029 | 1,665 | 1,685 | ||||||
| 4.000%, 01/01/2027 to 09/01/2062 | 107,990 | 105,771 | ||||||
| 3.500%, 07/01/2031 to 05/01/2052 | 44,581 | 42,708 | ||||||
| 3.310%, 03/01/2028 | 1,814 | 1,802 | ||||||
| 3.000%, 05/01/2029 to 07/01/2060 | 243,224 | 226,027 | ||||||
| 2.500%, 03/01/2035 to 09/01/2061 | 131,797 | 117,006 | ||||||
| 2.435%, 10/01/2051 | 4,742 | 3,134 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 2.000%, 02/01/2031 to 04/01/2052 | $ | 162,271 | $ | 138,823 | ||||
| 1.850%, 09/01/2035 | 921 | 832 | ||||||
| 1.790%, 08/01/2031 | 1,410 | 1,261 | ||||||
| FNMA ACES, Ser 2016-M11, Cl AL | ||||||||
| 2.944%, 07/25/2039 | 81 | 75 | ||||||
| FNMA ACES, Ser 2018-M15, Cl 1A2 | ||||||||
| 3.700%, 01/25/2036 | 600 | 580 | ||||||
| FNMA ACES, Ser 2019-M4, Cl A2 | ||||||||
| 3.610%, 02/25/2031 | 275 | 272 | ||||||
| FNMA ARM | ||||||||
| 6.004%, RFUCCT1Y + 1.559%, 12/01/2035(A) | 7 | 7 | ||||||
| 5.590%, SOFR30A + 2.103%, 12/01/2053(A) | 1,223 | 1,247 | ||||||
| 5.579%, SOFR30A + 2.060%, 08/01/2055(A) | 1,924 | 1,973 | ||||||
| 5.372%, SOFR30A + 2.331%, 08/01/2054(A) | 2,830 | 2,907 | ||||||
| 5.224%, SOFR30A + 2.319%, 02/01/2055(A) | 3,193 | 3,277 | ||||||
| 4.964%, SOFR30A + 2.310%, 05/01/2055(A) | 1,955 | 2,000 | ||||||
| 4.851%, SOFR30A + 2.277%, 07/01/2054(A) | 4,301 | 4,388 | ||||||
| 4.669%, SOFR30A + 2.297%, 04/01/2053(A) | 8,356 | 8,531 | ||||||
| 4.633%, SOFR30A + 2.128%, 08/01/2052(A) | 1,105 | 1,121 | ||||||
| 4.585%, SOFR30A + 2.126%, 08/01/2052(A) | 2,154 | 2,184 | ||||||
| 4.353%, SOFR30A + 2.126%, 07/01/2052(A) | 1,982 | 2,000 | ||||||
| 4.339%, SOFR30A + 2.161%, 01/01/2055(A) | 2,034 | 2,087 | ||||||
| 4.131%, SOFR30A + 2.134%, 10/01/2052(A) | 3,781 | 3,862 | ||||||
| 4.130%, SOFR30A + 2.124%, 11/01/2052(A) | 1,265 | 1,290 | ||||||
| 4.103%, SOFR30A + 2.120%, 09/01/2052(A) | 1,533 | 1,566 | ||||||
| 2.751%, RFUCCT1Y + 1.606%, 06/01/2050(A) | 737 | 721 | ||||||
| FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO | ||||||||
| 7.000%, 01/25/2032 | 36 | 3 | ||||||
| FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO | ||||||||
| 6.500%, 02/25/2033 | 58 | 7 | ||||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C39, IO | ||||||||
| 2.000%, 09/25/2051 | 8,213 | 1,039 | ||||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C43, IO | ||||||||
| 2.000%, 07/25/2050 | 7,100 | 888 | ||||||
| SEI Institutional Investments Trust | 183 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C44, IO | ||||||||
| 2.000%, 03/25/2052 | $ | 17,136 | $ | 2,144 | ||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C45, IO | ||||||||
| 2.000%, 07/25/2051 | 19,581 | 2,423 | ||||||
| FNMA Interest STRIPS CMO, Ser 2024-440, Cl C6, IO | ||||||||
| 2.000%, 10/25/2052 | 14,049 | 1,798 | ||||||
| FNMA REMICS CMO, Ser 1997-32, Cl PG | ||||||||
| 6.500%, 04/25/2027 | – | – | ||||||
| FNMA REMICS CMO, Ser 1999-11, Cl Z | ||||||||
| 5.500%, 03/25/2029 | 8 | 8 | ||||||
| FNMA REMICS CMO, Ser 2001-52, Cl YZ | ||||||||
| 6.500%, 10/25/2031 | 5 | 5 | ||||||
| FNMA REMICS CMO, Ser 2003-124, Cl TS | ||||||||
| 9.800%, 01/25/2034(A) | 3 | 3 | ||||||
| FNMA REMICS CMO, Ser 2005-29, Cl ZA | ||||||||
| 5.500%, 04/25/2035 | 138 | 143 | ||||||
| FNMA REMICS CMO, Ser 2006-125, Cl SM, IO | ||||||||
| 3.418%, 01/25/2037(A) | 129 | 15 | ||||||
| FNMA REMICS CMO, Ser 2006-33, Cl LS | ||||||||
| 13.132%, 05/25/2036(A) | 17 | 21 | ||||||
| FNMA REMICS CMO, Ser 2006-46, Cl SW | ||||||||
| 10.334%, 06/25/2036(A) | 14 | 16 | ||||||
| FNMA REMICS CMO, Ser 2006-51, Cl SP, IO | ||||||||
| 2.868%, 03/25/2036(A) | 7 | – | ||||||
| FNMA REMICS CMO, Ser 2007-64, Cl FA | ||||||||
| 4.252%, SOFR30A + 0.584%, 07/25/2037(A) | 3 | 3 | ||||||
| FNMA REMICS CMO, Ser 2007-68, Cl SC, IO | ||||||||
| 2.918%, 07/25/2037(A) | 53 | 6 | ||||||
| FNMA REMICS CMO, Ser 2008-24, Cl NA | ||||||||
| 6.750%, 06/25/2037 | 3 | 3 | ||||||
| FNMA REMICS CMO, Ser 2009-103, Cl MB | ||||||||
| 6.554%, 12/25/2039(A) | 30 | 31 | ||||||
| FNMA REMICS CMO, Ser 2009-86, Cl BO, PO | ||||||||
| 0.000%, 03/25/2037(B) | 176 | 159 | ||||||
| FNMA REMICS CMO, Ser 2010-107, Cl FB | ||||||||
| 4.192%, SOFR30A + 0.524%, 09/25/2040(A) | 387 | 385 | ||||||
| FNMA REMICS CMO, Ser 2010-111, Cl KF | ||||||||
| 4.182%, SOFR30A + 0.514%, 10/25/2040(A) | 2,543 | 2,534 | ||||||
| FNMA REMICS CMO, Ser 2010-123, Cl PM | ||||||||
| 4.000%, 07/25/2040 | 249 | 249 | ||||||
| FNMA REMICS CMO, Ser 2011-117, Cl AF | ||||||||
| 4.232%, SOFR30A + 0.564%, 11/25/2041(A) | 342 | 341 | ||||||
| FNMA REMICS CMO, Ser 2011-117, Cl FA | ||||||||
| 4.232%, SOFR30A + 0.564%, 11/25/2041(A) | 812 | 808 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2011-127, Cl FC | ||||||||
| 4.232%, SOFR30A + 0.564%, 12/25/2041(A) | $ | 375 | $ | 373 | ||||
| FNMA REMICS CMO, Ser 2011-142, Cl EF | ||||||||
| 4.282%, SOFR30A + 0.614%, 01/25/2042(A) | 425 | 423 | ||||||
| FNMA REMICS CMO, Ser 2011-2, Cl WA | ||||||||
| 5.796%, 02/25/2051(A) | 21 | 22 | ||||||
| FNMA REMICS CMO, Ser 2011-55, Cl FH | ||||||||
| 4.222%, SOFR30A + 0.554%, 06/25/2041(A) | 320 | 319 | ||||||
| FNMA REMICS CMO, Ser 2011-75, Cl FA | ||||||||
| 4.332%, SOFR30A + 0.664%, 08/25/2041(A) | 11 | 11 | ||||||
| FNMA REMICS CMO, Ser 2012-118, Cl VZ | ||||||||
| 3.000%, 11/25/2042 | 614 | 577 | ||||||
| FNMA REMICS CMO, Ser 2012-12, Cl FA | ||||||||
| 4.282%, SOFR30A + 0.614%, 02/25/2042(A) | 374 | 373 | ||||||
| FNMA REMICS CMO, Ser 2012-28, Cl B | ||||||||
| 6.500%, 06/25/2039 | 1 | 1 | ||||||
| FNMA REMICS CMO, Ser 2012-46, Cl BA | ||||||||
| 6.000%, 05/25/2042 | 159 | 169 | ||||||
| FNMA REMICS CMO, Ser 2012-47, Cl JF | ||||||||
| 4.282%, SOFR30A + 0.614%, 05/25/2042(A) | 501 | 499 | ||||||
| FNMA REMICS CMO, Ser 2013-101, Cl BO, PO | ||||||||
| 0.000%, 10/25/2043(B) | 417 | 323 | ||||||
| FNMA REMICS CMO, Ser 2013-101, Cl CO, PO | ||||||||
| 0.000%, 10/25/2043(B) | 915 | 704 | ||||||
| FNMA REMICS CMO, Ser 2013-11, Cl AP | ||||||||
| 1.500%, 01/25/2043 | 1,143 | 1,065 | ||||||
| FNMA REMICS CMO, Ser 2013-49, Cl AP | ||||||||
| 1.750%, 05/25/2043 | 473 | 419 | ||||||
| FNMA REMICS CMO, Ser 2013-9, Cl BC | ||||||||
| 6.500%, 07/25/2042 | 380 | 408 | ||||||
| FNMA REMICS CMO, Ser 2013-9, Cl CB | ||||||||
| 5.500%, 04/25/2042 | 385 | 401 | ||||||
| FNMA REMICS CMO, Ser 2014-25, Cl EL | ||||||||
| 3.000%, 05/25/2044 | 862 | 807 | ||||||
| FNMA REMICS CMO, Ser 2014-74, Cl FC | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2044(A) | 469 | 464 | ||||||
| FNMA REMICS CMO, Ser 2015-32, Cl FA | ||||||||
| 4.082%, SOFR30A + 0.414%, 05/25/2045(A) | 815 | 801 | ||||||
| FNMA REMICS CMO, Ser 2015-39, Cl LZ | ||||||||
| 3.000%, 06/25/2045 | 38 | 34 | ||||||
| FNMA REMICS CMO, Ser 2015-48, Cl FB | ||||||||
| 4.082%, SOFR30A + 0.414%, 07/25/2045(A) | 960 | 944 | ||||||
| FNMA REMICS CMO, Ser 2015-65, Cl CZ | ||||||||
| 3.500%, 09/25/2045 | 577 | 522 | ||||||
| 184 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2015-72, Cl GL | ||||||||
| 3.000%, 10/25/2045 | $ | 668 | $ | 604 | ||||
| FNMA REMICS CMO, Ser 2015-8, Cl AP | ||||||||
| 2.000%, 03/25/2045 | 1,438 | 1,320 | ||||||
| FNMA REMICS CMO, Ser 2015-84, Cl PA | ||||||||
| 1.700%, 08/25/2033 | 971 | 925 | ||||||
| FNMA REMICS CMO, Ser 2016-11, Cl CF | ||||||||
| 4.132%, SOFR30A + 0.464%, 03/25/2046(A) | 385 | 382 | ||||||
| FNMA REMICS CMO, Ser 2016-19, Cl FD | ||||||||
| 4.182%, SOFR30A + 0.514%, 04/25/2046(A) | 2,765 | 2,752 | ||||||
| FNMA REMICS CMO, Ser 2016-22, Cl FA | ||||||||
| 4.182%, SOFR30A + 0.514%, 04/25/2046(A) | 1,015 | 1,008 | ||||||
| FNMA REMICS CMO, Ser 2016-22, Cl FG | ||||||||
| 4.182%, SOFR30A + 0.514%, 04/25/2046(A) | 883 | 877 | ||||||
| FNMA REMICS CMO, Ser 2016-48, Cl MA | ||||||||
| 2.000%, 06/25/2038 | 1,468 | 1,394 | ||||||
| FNMA REMICS CMO, Ser 2016-57, Cl PC | ||||||||
| 1.750%, 06/25/2046 | 2,757 | 2,412 | ||||||
| FNMA REMICS CMO, Ser 2016-64, Cl BC | ||||||||
| 1.750%, 09/25/2046 | 1,003 | 953 | ||||||
| FNMA REMICS CMO, Ser 2016-64, Cl PE | ||||||||
| 2.500%, 09/25/2046 | 984 | 791 | ||||||
| FNMA REMICS CMO, Ser 2016-69, Cl BF | ||||||||
| 4.182%, SOFR30A + 0.514%, 10/25/2046(A) | 963 | 958 | ||||||
| FNMA REMICS CMO, Ser 2016-75, Cl FE | ||||||||
| 4.182%, SOFR30A + 0.514%, 10/25/2046(A) | 733 | 730 | ||||||
| FNMA REMICS CMO, Ser 2016-78, Cl FA | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2044(A) | 386 | 383 | ||||||
| FNMA REMICS CMO, Ser 2016-79, Cl FH | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2046(A) | 735 | 732 | ||||||
| FNMA REMICS CMO, Ser 2016-82, Cl FE | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2046(A) | 1,601 | 1,594 | ||||||
| FNMA REMICS CMO, Ser 2016-82, Cl FH | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2046(A) | 1,262 | 1,254 | ||||||
| FNMA REMICS CMO, Ser 2016-84, Cl FB | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2046(A) | 604 | 600 | ||||||
| FNMA REMICS CMO, Ser 2016-86, Cl FE | ||||||||
| 4.182%, SOFR30A + 0.514%, 11/25/2046(A) | 1,583 | 1,572 | ||||||
| FNMA REMICS CMO, Ser 2016-91, Cl AF | ||||||||
| 4.182%, SOFR30A + 0.514%, 12/25/2046(A) | 644 | 642 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2017-11, Cl FA | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2047(A) | $ | 296 | $ | 294 | ||||
| FNMA REMICS CMO, Ser 2017-113, Cl FB | ||||||||
| 4.032%, SOFR30A + 0.364%, 01/25/2048(A) | 313 | 310 | ||||||
| FNMA REMICS CMO, Ser 2017-12, Cl FD | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2047(A) | 722 | 718 | ||||||
| FNMA REMICS CMO, Ser 2017-13, Cl PA | ||||||||
| 3.000%, 08/25/2046 | 555 | 531 | ||||||
| FNMA REMICS CMO, Ser 2017-23, Cl FA | ||||||||
| 4.182%, SOFR30A + 0.514%, 04/25/2047(A) | 696 | 692 | ||||||
| FNMA REMICS CMO, Ser 2017-24, Cl PG | ||||||||
| 2.625%, 04/25/2047 | 2,899 | 2,618 | ||||||
| FNMA REMICS CMO, Ser 2017-26, Cl FA | ||||||||
| 4.132%, SOFR30A + 0.464%, 04/25/2047(A) | 1,832 | 1,820 | ||||||
| FNMA REMICS CMO, Ser 2017-35, Cl MC | ||||||||
| 2.625%, 12/25/2044 | 2,092 | 2,049 | ||||||
| FNMA REMICS CMO, Ser 2017-82, Cl FE | ||||||||
| 4.032%, SOFR30A + 0.364%, 10/25/2047(A) | 593 | 589 | ||||||
| FNMA REMICS CMO, Ser 2017-9, Cl BF | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2047(A) | 886 | 882 | ||||||
| FNMA REMICS CMO, Ser 2017-9, Cl DF | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2047(A) | 644 | 641 | ||||||
| FNMA REMICS CMO, Ser 2017-9, Cl EF | ||||||||
| 4.182%, SOFR30A + 0.514%, 03/25/2047(A) | 352 | 351 | ||||||
| FNMA REMICS CMO, Ser 2017-96, Cl FB | ||||||||
| 4.082%, SOFR30A + 0.414%, 12/25/2047(A) | 1,046 | 1,035 | ||||||
| FNMA REMICS CMO, Ser 2018-1, Cl FA | ||||||||
| 4.032%, SOFR30A + 0.364%, 02/25/2048(A) | 348 | 345 | ||||||
| FNMA REMICS CMO, Ser 2018-14, Cl KC | ||||||||
| 3.000%, 03/25/2048 | 972 | 942 | ||||||
| FNMA REMICS CMO, Ser 2018-36, Cl FD | ||||||||
| 4.032%, SOFR30A + 0.364%, 06/25/2048(A) | 1,504 | 1,492 | ||||||
| FNMA REMICS CMO, Ser 2018-38, Cl MA | ||||||||
| 3.300%, 06/25/2048 | 1,181 | 1,150 | ||||||
| FNMA REMICS CMO, Ser 2018-38, Cl PA | ||||||||
| 3.500%, 06/25/2047 | 393 | 389 | ||||||
| FNMA REMICS CMO, Ser 2018-43, Cl CT | ||||||||
| 3.000%, 06/25/2048 | 846 | 765 | ||||||
| FNMA REMICS CMO, Ser 2018-45, Cl TM | ||||||||
| 3.000%, 06/25/2048 | 966 | 892 | ||||||
| FNMA REMICS CMO, Ser 2018-55, Cl GA | ||||||||
| 3.375%, 08/25/2048 | 883 | 862 | ||||||
| SEI Institutional Investments Trust | 185 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2018-64, Cl A | ||||||||
| 3.000%, 09/25/2048 | $ | 878 | $ | 806 | ||||
| FNMA REMICS CMO, Ser 2018-74, Cl AB | ||||||||
| 3.500%, 10/25/2048 | 208 | 198 | ||||||
| FNMA REMICS CMO, Ser 2018-85, Cl EA | ||||||||
| 3.500%, 12/25/2048 | 665 | 656 | ||||||
| FNMA REMICS CMO, Ser 2018-86, Cl JA | ||||||||
| 4.000%, 05/25/2047 | 39 | 39 | ||||||
| FNMA REMICS CMO, Ser 2019-1, Cl AB | ||||||||
| 3.500%, 02/25/2049 | 529 | 501 | ||||||
| FNMA REMICS CMO, Ser 2019-13, Cl PE | ||||||||
| 3.000%, 03/25/2049 | 548 | 512 | ||||||
| FNMA REMICS CMO, Ser 2019-25, Cl PA | ||||||||
| 3.000%, 05/25/2048 | 1,066 | 1,015 | ||||||
| FNMA REMICS CMO, Ser 2019-43, Cl FC | ||||||||
| 4.182%, SOFR30A + 0.514%, 08/25/2049(A) | 959 | 948 | ||||||
| FNMA REMICS CMO, Ser 2019-45, Cl PA | ||||||||
| 3.000%, 08/25/2049 | 316 | 287 | ||||||
| FNMA REMICS CMO, Ser 2019-52, Cl PA | ||||||||
| 3.000%, 09/25/2049 | 95 | 88 | ||||||
| FNMA REMICS CMO, Ser 2019-79, Cl FA | ||||||||
| 4.282%, SOFR30A + 0.614%, 01/25/2050(A) | 1,559 | 1,542 | ||||||
| FNMA REMICS CMO, Ser 2019-81, Cl LH | ||||||||
| 3.000%, 12/25/2049 | 716 | 664 | ||||||
| FNMA REMICS CMO, Ser 2020-34, Cl AG | ||||||||
| 2.000%, 06/25/2035 | 2,420 | 2,328 | ||||||
| FNMA REMICS CMO, Ser 2020-47, Cl GZ | ||||||||
| 2.000%, 07/25/2050 | 784 | 500 | ||||||
| FNMA REMICS CMO, Ser 2020-48, Cl AB | ||||||||
| 2.000%, 07/25/2050 | 716 | 614 | ||||||
| FNMA REMICS CMO, Ser 2020-56, Cl AQ | ||||||||
| 2.000%, 08/25/2050 | 1,574 | 1,305 | ||||||
| FNMA REMICS CMO, Ser 2020-57, Cl TA | ||||||||
| 2.000%, 04/25/2050 | 1,363 | 1,227 | ||||||
| FNMA REMICS CMO, Ser 2020-59, Cl NC | ||||||||
| 3.000%, 08/25/2040 | 1,045 | 997 | ||||||
| FNMA REMICS CMO, Ser 2021-27, Cl EC | ||||||||
| 1.500%, 05/25/2051 | 3,180 | 2,656 | ||||||
| FNMA REMICS CMO, Ser 2021-40, Cl DW | ||||||||
| 2.000%, 06/25/2041 | 251 | 229 | ||||||
| FNMA REMICS CMO, Ser 2021-65, Cl JA | ||||||||
| 2.000%, 01/25/2046 | 409 | 374 | ||||||
| FNMA REMICS CMO, Ser 2021-78, Cl ND | ||||||||
| 1.500%, 11/25/2051 | 1,767 | 1,478 | ||||||
| FNMA REMICS CMO, Ser 2021-95, Cl CP | ||||||||
| 1.500%, 08/25/2051 | 592 | 518 | ||||||
| FNMA REMICS CMO, Ser 2022-57, Cl BC | ||||||||
| 4.000%, 09/25/2052 | 131 | 127 | ||||||
| FNMA REMICS CMO, Ser 2022-57, Cl FA | ||||||||
| 4.367%, SOFR30A + 0.700%, 09/25/2052(A) | 12,714 | 12,653 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2022-61, Cl F | ||||||||
| 4.367%, SOFR30A + 0.700%, 09/25/2052(A) | $ | 13,125 | $ | 13,078 | ||||
| FNMA REMICS CMO, Ser 2022-62, Cl KA | ||||||||
| 3.250%, 09/25/2052 | 748 | 718 | ||||||
| FNMA REMICS CMO, Ser 2023-14, Cl EJ | ||||||||
| 2.750%, 04/25/2049 | 1,120 | 1,067 | ||||||
| FNMA REMICS CMO, Ser 2023-2, Cl CI, IO | ||||||||
| 2.000%, 10/25/2050 | 4,216 | 520 | ||||||
| FNMA REMICS CMO, Ser 2023-37, Cl FH | ||||||||
| 4.182%, SOFR30A + 0.514%, 01/25/2050(A) | 1,944 | 1,923 | ||||||
| FNMA REMICS CMO, Ser 2023-38, Cl FC | ||||||||
| 4.332%, SOFR30A + 0.664%, 06/25/2040(A) | 1,462 | 1,461 | ||||||
| FNMA REMICS CMO, Ser 2023-38, Cl FD | ||||||||
| 4.562%, SOFR30A + 0.864%, 10/25/2039(A) | 479 | 469 | ||||||
| FNMA REMICS CMO, Ser 2023-39, Cl AI, IO | ||||||||
| 2.000%, 07/25/2052 | 131,904 | 16,707 | ||||||
| FNMA REMICS CMO, Ser 2024-56, Cl QZ | ||||||||
| 4.000%, 10/25/2045 | 2,238 | 2,077 | ||||||
| FNMA REMICS CMO, Ser 2024-64, Cl KY | ||||||||
| 3.000%, 12/25/2043 | 818 | 728 | ||||||
| FNMA REMICS CMO, Ser 2025-95, Cl FC | ||||||||
| 4.367%, SOFR30A + 0.700%, 09/25/2052(A) | 4,244 | 4,249 | ||||||
| FNMA REMICS CMO, Ser 2025-98, Cl PK | ||||||||
| 4.500%, 08/25/2054 | 15,434 | 15,556 | ||||||
| FNMA TBA | ||||||||
| 3.000%, 03/15/2043 | 29,120 | 26,330 | ||||||
| GNMA | ||||||||
| 7.000%, 09/15/2028 to 10/15/2032 | 136 | 139 | ||||||
| 6.500%, 03/15/2026 to 07/15/2035 | 212 | 219 | ||||||
| 6.000%, 09/15/2028 to 01/20/2054 | 17,003 | 17,483 | ||||||
| 5.500%, 11/20/2052 to 08/20/2055 | 48,209 | 49,037 | ||||||
| 5.000%, 10/15/2039 to 08/20/2053 | 12,211 | 12,395 | ||||||
| 4.700%, 09/20/2061(A) | 48 | 48 | ||||||
| 4.500%, 01/20/2040 to 10/20/2052 | 13,321 | 13,340 | ||||||
| 4.407%, 01/20/2069(A) | 4 | 4 | ||||||
| 4.000%, 11/20/2047 to 10/20/2052 | 74,489 | 72,434 | ||||||
| 3.500%, 09/20/2045 to 11/20/2053 | 58,944 | 56,403 | ||||||
| 3.000%, 03/15/2043 to 06/20/2052 | 35,529 | 32,655 | ||||||
| 2.500%, 12/20/2037 to 02/20/2053 | 36,085 | 31,968 | ||||||
| 2.000%, 08/20/2050 to 10/20/2051 | 44,433 | 37,461 | ||||||
| GNMA ARM | ||||||||
| 5.375%, H15T1Y + 1.500%, 07/20/2034(A) | 2 | 2 | ||||||
| GNMA CMO, Ser 2005-7, Cl JM | ||||||||
| 8.417%, 05/18/2034(A) | – | – | ||||||
| GNMA CMO, Ser 2007-78, Cl SA, IO | ||||||||
| 2.756%, 12/16/2037(A) | 1,065 | 51 | ||||||
| 186 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2009-106, Cl KS, IO | ||||||||
| 2.618%, 11/20/2039(A) | $ | 946 | $ | 85 | ||||
| GNMA CMO, Ser 2009-66, Cl LC | ||||||||
| 6.000%, 08/16/2039 | 619 | 651 | ||||||
| GNMA CMO, Ser 2009-66, Cl XS, IO | ||||||||
| 3.026%, 07/16/2039(A) | 3 | – | ||||||
| GNMA CMO, Ser 2010-163, Cl NC | ||||||||
| 4.000%, 12/20/2040 | 874 | 876 | ||||||
| GNMA CMO, Ser 2010-4, Cl NS, IO | ||||||||
| 2.616%, 01/16/2040(A) | 1,575 | 196 | ||||||
| GNMA CMO, Ser 2010-4, Cl SL, IO | ||||||||
| 2.626%, 01/16/2040(A) | 33 | 4 | ||||||
| GNMA CMO, Ser 2011-146, Cl EI, IO | ||||||||
| 5.000%, 11/16/2041 | 18 | 3 | ||||||
| GNMA CMO, Ser 2012-112, Cl IO, IO | ||||||||
| 0.108%, 02/16/2053(A) | 1,770 | 5 | ||||||
| GNMA CMO, Ser 2012-H07, Cl KI, IO | ||||||||
| 1.392%, 03/20/2062(A) | 159 | 14 | ||||||
| GNMA CMO, Ser 2013-152, Cl HA | ||||||||
| 2.500%, 06/20/2043 | 1,224 | 1,153 | ||||||
| GNMA CMO, Ser 2013-163, Cl IO, IO | ||||||||
| 1.009%, 02/16/2046(A) | 801 | 14 | ||||||
| GNMA CMO, Ser 2014-133, Cl BP | ||||||||
| 2.250%, 09/20/2044 | 844 | 774 | ||||||
| GNMA CMO, Ser 2014-149, Cl KP | ||||||||
| 2.250%, 07/16/2044 | 720 | 675 | ||||||
| GNMA CMO, Ser 2014-181, Cl L | ||||||||
| 3.000%, 12/20/2044 | 742 | 688 | ||||||
| GNMA CMO, Ser 2015-144, Cl CA | ||||||||
| 2.500%, 10/20/2045 | 1,135 | 1,028 | ||||||
| GNMA CMO, Ser 2016-136, Cl A | ||||||||
| 3.000%, 07/20/2044 | 675 | 628 | ||||||
| GNMA CMO, Ser 2016-93, Cl AB | ||||||||
| 1.750%, 07/20/2044 | 1,509 | 1,305 | ||||||
| GNMA CMO, Ser 2016-99, Cl TL | ||||||||
| 2.000%, 04/16/2044 | 1,364 | 1,178 | ||||||
| GNMA CMO, Ser 2017-135, Cl AG | ||||||||
| 2.600%, 08/16/2058 | 467 | 410 | ||||||
| GNMA CMO, Ser 2017-139, Cl GA | ||||||||
| 3.000%, 09/20/2047 | 2,571 | 2,385 | ||||||
| GNMA CMO, Ser 2017-171, Cl IO, IO | ||||||||
| 0.652%, 09/16/2059(A) | 4,511 | 159 | ||||||
| GNMA CMO, Ser 2018-168, Cl PA | ||||||||
| 4.000%, 08/20/2048 | 133 | 131 | ||||||
| GNMA CMO, Ser 2018-65, Cl DC | ||||||||
| 3.500%, 05/20/2048 | 1,026 | 976 | ||||||
| GNMA CMO, Ser 2019-15, Cl GT | ||||||||
| 3.500%, 02/20/2049 | 601 | 564 | ||||||
| GNMA CMO, Ser 2019-158, Cl PG | ||||||||
| 2.250%, 12/20/2049 | 1,052 | 914 | ||||||
| GNMA CMO, Ser 2019-158, Cl PK | ||||||||
| 1.750%, 12/20/2049 | 1,315 | 1,107 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2019-158, Cl PL | ||||||||
| 1.500%, 12/20/2049 | $ | 2,446 | $ | 2,025 | ||||
| GNMA CMO, Ser 2019-18, Cl TP | ||||||||
| 3.500%, 02/20/2049 | 78 | 73 | ||||||
| GNMA CMO, Ser 2019-71, Cl PT | ||||||||
| 3.000%, 06/20/2049 | 54 | 50 | ||||||
| GNMA CMO, Ser 2019-78, Cl PT | ||||||||
| 2.500%, 08/20/2044 | 990 | 911 | ||||||
| GNMA CMO, Ser 2019-90, Cl AB | ||||||||
| 3.000%, 07/20/2049 | 210 | 194 | ||||||
| GNMA CMO, Ser 2019-96, Cl DE | ||||||||
| 2.350%, 08/20/2049 | 773 | 679 | ||||||
| GNMA CMO, Ser 2020-109, Cl AI, IO | ||||||||
| 0.835%, 05/16/2060(A) | 1,999 | 120 | ||||||
| GNMA CMO, Ser 2020-112, Cl AB | ||||||||
| 1.500%, 08/20/2050 | 2,056 | 1,697 | ||||||
| GNMA CMO, Ser 2020-112, Cl MB | ||||||||
| 1.500%, 08/20/2050 | 2,240 | 1,857 | ||||||
| GNMA CMO, Ser 2020-17, Cl AP | ||||||||
| 2.250%, 01/20/2050 | 959 | 852 | ||||||
| GNMA CMO, Ser 2020-17, Cl PD | ||||||||
| 2.250%, 01/20/2050 | 1,013 | 889 | ||||||
| GNMA CMO, Ser 2020-173, Cl MI, IO | ||||||||
| 2.500%, 11/20/2050 | 5,186 | 745 | ||||||
| GNMA CMO, Ser 2020-184, Cl IO, IO | ||||||||
| 0.912%, 11/16/2060(A) | 2,641 | 181 | ||||||
| GNMA CMO, Ser 2020-21, Cl GV | ||||||||
| 2.250%, 10/20/2049 | 885 | 792 | ||||||
| GNMA CMO, Ser 2020-31, Cl E | ||||||||
| 2.000%, 09/20/2049 | 2,334 | 2,067 | ||||||
| GNMA CMO, Ser 2020-63, Cl UD | ||||||||
| 1.750%, 04/20/2050 | 844 | 712 | ||||||
| GNMA CMO, Ser 2020-95, Cl A | ||||||||
| 1.625%, 07/20/2050 | 3,543 | 2,963 | ||||||
| GNMA CMO, Ser 2021-105, Cl P | ||||||||
| 1.750%, 06/20/2051 | 4,661 | 3,905 | ||||||
| GNMA CMO, Ser 2021-107, Cl DB | ||||||||
| 1.750%, 04/20/2051 | 4,310 | 3,617 | ||||||
| GNMA CMO, Ser 2021-11, Cl IX, IO | ||||||||
| 1.161%, 12/16/2062(A) | 2,973 | 247 | ||||||
| GNMA CMO, Ser 2021-135, Cl A | ||||||||
| 2.000%, 08/20/2051 | 847 | 717 | ||||||
| GNMA CMO, Ser 2021-14, Cl IO, IO | ||||||||
| 1.332%, 06/16/2063(A) | 5,077 | 470 | ||||||
| GNMA CMO, Ser 2021-147, Cl KI, IO | ||||||||
| 1.144%, 06/16/2061(A) | 5,018 | 412 | ||||||
| GNMA CMO, Ser 2021-160, Cl NE | ||||||||
| 2.000%, 09/20/2051 | 6,582 | 5,732 | ||||||
| GNMA CMO, Ser 2021-169, Cl IO, IO | ||||||||
| 1.113%, 06/16/2061(A) | 2,790 | 229 | ||||||
| GNMA CMO, Ser 2021-181, Cl IO, IO | ||||||||
| 0.981%, 07/16/2063(A) | 2,852 | 198 | ||||||
| SEI Institutional Investments Trust | 187 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2021-188, Cl PA | ||||||||
| 2.000%, 10/20/2051 | $ | 55 | $ | 47 | ||||
| GNMA CMO, Ser 2021-215, Cl GA | ||||||||
| 2.000%, 12/20/2051 | 5,648 | 5,053 | ||||||
| GNMA CMO, Ser 2021-223, Cl P | ||||||||
| 2.000%, 06/20/2051 | 1,681 | 1,497 | ||||||
| GNMA CMO, Ser 2021-27, Cl BD | ||||||||
| 5.000%, 02/20/2051 | 995 | 1,009 | ||||||
| GNMA CMO, Ser 2021-27, Cl CW | ||||||||
| 5.000%, 02/20/2051(A) | 687 | 697 | ||||||
| GNMA CMO, Ser 2021-27, Cl NT | ||||||||
| 5.000%, 02/20/2051 | 1,111 | 1,115 | ||||||
| GNMA CMO, Ser 2021-27, Cl Q | ||||||||
| 5.000%, 02/20/2051 | 984 | 998 | ||||||
| GNMA CMO, Ser 2021-29, Cl AG | ||||||||
| 5.000%, 02/20/2051 | 125 | 127 | ||||||
| GNMA CMO, Ser 2021-37, Cl IO, IO | ||||||||
| 0.797%, 01/16/2061(A) | 2,661 | 159 | ||||||
| GNMA CMO, Ser 2021-5, Cl IO, IO | ||||||||
| 1.111%, 01/16/2061(A) | 4,152 | 336 | ||||||
| GNMA CMO, Ser 2021-60, Cl IO, IO | ||||||||
| 0.826%, 05/16/2063(A) | 2,232 | 136 | ||||||
| GNMA CMO, Ser 2021-68, Cl IO, IO | ||||||||
| 0.878%, 10/16/2062(A) | 2,687 | 170 | ||||||
| GNMA CMO, Ser 2021-77, Cl LC | ||||||||
| 1.250%, 07/20/2050 | 97 | 78 | ||||||
| GNMA CMO, Ser 2021-8, Cl AQ | ||||||||
| 5.000%, 01/20/2051 | 125 | 126 | ||||||
| GNMA CMO, Ser 2021-8, Cl CY | ||||||||
| 5.000%, 01/20/2051 | 476 | 483 | ||||||
| GNMA CMO, Ser 2021-89, Cl LK | ||||||||
| 2.000%, 05/20/2051 | 2,078 | 1,756 | ||||||
| GNMA CMO, Ser 2021-97, Cl QK | ||||||||
| 2.000%, 06/20/2051 | 4,957 | 4,210 | ||||||
| GNMA CMO, Ser 2022-138, Cl PT | ||||||||
| 2.500%, 10/20/2051 | 32 | 28 | ||||||
| GNMA CMO, Ser 2022-153, Cl KA | ||||||||
| 4.000%, 12/20/2049 | 993 | 990 | ||||||
| GNMA CMO, Ser 2022-189, Cl PT | ||||||||
| 2.500%, 10/20/2051 | 1,338 | 1,144 | ||||||
| GNMA CMO, Ser 2022-197, Cl LF | ||||||||
| 4.362%, SOFR30A + 0.700%, 11/20/2052(A) | 4,188 | 4,182 | ||||||
| GNMA CMO, Ser 2022-24, Cl AH | ||||||||
| 2.500%, 02/20/2052 | 939 | 826 | ||||||
| GNMA CMO, Ser 2022-31, Cl GH | ||||||||
| 2.500%, 12/20/2049 | 2,689 | 2,473 | ||||||
| GNMA CMO, Ser 2022-34, Cl DN | ||||||||
| 3.500%, 09/20/2041 | 1,997 | 1,947 | ||||||
| GNMA CMO, Ser 2022-46, Cl LY | ||||||||
| 3.000%, 03/20/2052 | 616 | 529 | ||||||
| GNMA CMO, Ser 2022-5, Cl BA | ||||||||
| 2.000%, 10/20/2049 | 3,660 | 3,253 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2022-50, Cl CA | ||||||||
| 3.000%, 03/20/2052 | $ | 3,683 | $ | 3,394 | ||||
| GNMA CMO, Ser 2022-66, Cl CG | ||||||||
| 3.500%, 04/20/2052 | 2,238 | 2,173 | ||||||
| GNMA CMO, Ser 2022-78, Cl HW | ||||||||
| 2.500%, 04/20/2052 | 952 | 786 | ||||||
| GNMA CMO, Ser 2022-9, Cl GA | ||||||||
| 2.000%, 01/20/2052 | 1,964 | 1,669 | ||||||
| GNMA CMO, Ser 2022-99, Cl JW | ||||||||
| 2.500%, 01/20/2052 | 400 | 349 | ||||||
| GNMA CMO, Ser 2023-179, Cl IO, IO | ||||||||
| 0.611%, 09/16/2063(A) | 15,774 | 700 | ||||||
| GNMA CMO, Ser 2024-110, Cl JC | ||||||||
| 3.000%, 09/20/2047 | 6,461 | 6,248 | ||||||
| GNMA CMO, Ser 2024-110, Cl JL | ||||||||
| 3.000%, 10/20/2049 | 1,659 | 1,479 | ||||||
| GNMA CMO, Ser 2024-184, Cl GC | ||||||||
| 3.500%, 10/20/2051 | 19,952 | 19,516 | ||||||
| GNMA CMO, Ser 2024-45, Cl BD | ||||||||
| 2.000%, 03/20/2054 | 806 | 758 | ||||||
| GNMA CMO, Ser 2025-1, Cl GC | ||||||||
| 3.500%, 10/20/2051 | 20,033 | 19,589 | ||||||
| GNMA CMO, Ser 2025-7, Cl EL | ||||||||
| 2.500%, 01/20/2055 | 710 | 528 | ||||||
| GNMA CMO, Ser 2025-89, Cl GT | ||||||||
| 3.000%, 05/20/2055 | 14,834 | 13,682 | ||||||
| GNMA CMO, Ser 218, Cl IO, IO | ||||||||
| 0.969%, 10/16/2061(A) | 2,675 | 197 | ||||||
| GNMA CMO, Ser 53, Cl IO, IO | ||||||||
| 0.515%, 11/16/2056(A) | 6,826 | 185 | ||||||
| GNMA CMO, Ser 54, Cl IO, IO | ||||||||
| 1.602%, 09/16/2063(A) | 2,517 | 297 | ||||||
| GNMA CMO, Ser 59, Cl IO, IO | ||||||||
| 0.570%, 02/16/2062(A) | 3,254 | 138 | ||||||
| GNMA CMO, Ser 63, Cl IO, IO | ||||||||
| 0.816%, 04/16/2061(A) | 3,303 | 199 | ||||||
| GNMA CMO, Ser 68, Cl IO, IO | ||||||||
| 1.615%, 05/16/2060(A) | 4,236 | 472 | ||||||
| GNMA CMO, Ser 7, Cl IO, IO | ||||||||
| 0.541%, 12/16/2058(A) | 5,964 | 164 | ||||||
| GNMA CMO, Ser 89, Cl IA, IO | ||||||||
| 1.169%, 04/16/2062(A) | 2,931 | 239 | ||||||
| GNMA CMO, Ser 92, Cl AH | ||||||||
| 2.000%, 06/16/2064 | 4,423 | 3,440 | ||||||
| GNMA CMO, Ser 92, Cl IA, IO | ||||||||
| 0.611%, 06/16/2064(A) | 3,932 | 204 | ||||||
| GNMA CMO, Ser 94, Cl IO, IO | ||||||||
| 0.833%, 02/16/2063(A) | 3,162 | 192 | ||||||
| GNMA TBA | ||||||||
| 5.500%, 03/20/2038 | 23,775 | 24,078 | ||||||
| 5.000% 05/01/2040 to 03/15/2056 | 37,600 | 37,672 | ||||||
| 4.500%, 03/01/2039 | 29,975 | 29,621 | ||||||
| 4.000%, 03/15/2056 | 16,450 | 15,823 | ||||||
| 188 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 3.500%, 04/15/2041 | $ | 28,875 | $ | 27,009 | ||||
| 2.500%, 03/15/2056 | 38,325 | 33,815 | ||||||
| UMBS TBA | ||||||||
| 5.500%, 03/15/2056 | 53,625 | 54,485 | ||||||
| 5.000%, 03/15/2056 to 04/15/2056 | 135,702 | 136,302 | ||||||
| 4.500%, 04/15/2041 to 03/15/2056 | 81,475 | 80,704 | ||||||
| 4.000%, 04/01/2039 to 03/15/2056 | 111,236 | 107,999 | ||||||
| 3.500%, 03/15/2056 | 137,540 | 129,601 | ||||||
| 2.500%, 03/15/2056 | 6,165 | 5,341 | ||||||
| 2.000%, 03/15/2056 | 14,050 | 11,636 | ||||||
| 3,258,262 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 5.3% | ||||||||
| 245 Park Avenue Trust, Ser 2017-245P, Cl A | ||||||||
| 3.508%, 06/05/2037(C) | 5,293 | 5,219 | ||||||
| ALA Trust, Ser 2025-OANA, Cl A | ||||||||
| 5.403%, TSFR1M + 1.743%, 06/15/2040(A)(C) | 5,000 | 5,025 | ||||||
| ALA Trust, Ser 2025-OANA, Cl B | ||||||||
| 5.503%, TSFR1M + 1.842%, 06/15/2040(A)(C) | 5,685 | 5,713 | ||||||
| Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 | ||||||||
| 1.458%, 09/25/2066(A)(C) | 883 | 759 | ||||||
| Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 | ||||||||
| 2.337%, 10/25/2066(A)(C) | 547 | 488 | ||||||
| Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 | ||||||||
| 3.353%, 01/25/2067(A)(C) | 6,981 | 6,819 | ||||||
| Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 | ||||||||
| 4.000%, 01/25/2067(C) | 2,640 | 2,629 | ||||||
| Angel Oak Mortgage Trust, Ser 2024-13, Cl A1 | ||||||||
| 5.464%, 12/26/2069(A)(C) | 6,743 | 6,797 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-10, Cl A1 | ||||||||
| 4.960%, 09/25/2070(A)(C) | 2,238 | 2,245 | ||||||
| BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A | ||||||||
| 4.091%, 08/10/2038(A)(C) | 2,640 | 2,609 | ||||||
| Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 | ||||||||
| 5.103%, 04/25/2037(A) | 29 | 26 | ||||||
| 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 | 18 | 18 | ||||||
| BANK, Ser 2022-BNK40, Cl A4 | ||||||||
| 3.390%, 03/15/2064(A) | 1,240 | 1,179 | ||||||
| BANK, Ser 2024-BNK48, Cl ASB | ||||||||
| 4.971%, 10/15/2057 | 1,435 | 1,488 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BANK, Ser BNK44, Cl A5 | ||||||||
| 5.743%, 11/15/2055(A) | $ | 929 | $ | 1,002 | ||||
| BANK5, Ser 2025-5YR19, Cl A3 | ||||||||
| 5.270%, 12/15/2058 | 1,022 | 1,070 | ||||||
| Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 | ||||||||
| 2.500%, 11/25/2051(A)(C) | 4,848 | 4,442 | ||||||
| BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB | ||||||||
| 4.236%, 12/15/2051 | 257 | 257 | ||||||
| BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 | ||||||||
| 2.690%, 02/15/2053 | 862 | 811 | ||||||
| BBCMS Mortgage Trust, Ser 2022-C17, Cl A5 | ||||||||
| 4.441%, 09/15/2055 | 910 | 913 | ||||||
| BBCMS Mortgage Trust, Ser 2025-5C33, Cl A4 | ||||||||
| 5.839%, 03/15/2058 | 1,771 | 1,875 | ||||||
| BBCMS Mortgage Trust, Ser 2025-5C37, Cl A3 | ||||||||
| 5.015%, 09/15/2058 | 447 | 462 | ||||||
| BBCMS Mortgage Trust, Ser 2025-5C38, Cl A3 | ||||||||
| 5.146%, 11/15/2058 | 1,836 | 1,908 | ||||||
| BBCMS Mortgage Trust, Ser 2025-C32, Cl A5 | ||||||||
| 5.720%, 02/15/2062 | 3,845 | 4,150 | ||||||
| BBCMS Mortgage Trust, Ser 2026-5C40, Cl A3 | ||||||||
| 5.248%, 02/15/2059 | 2,743 | 2,868 | ||||||
| BBCMS Mortgage Trust, Ser C12, Cl A5 | ||||||||
| 2.689%, 11/15/2054 | 715 | 650 | ||||||
| BBCMS Mortgage Trust, Ser C18, Cl A5 | ||||||||
| 5.710%, 12/15/2055(A) | 1,760 | 1,887 | ||||||
| BBCMS Trust, Ser 2015-SRCH, Cl A1 | ||||||||
| 3.312%, 08/10/2035(C) | 472 | 467 | ||||||
| Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A | ||||||||
| 4.470%, 05/25/2034(A) | 9 | 8 | ||||||
| Benchmark Mortgage Trust, Ser 2021-B25, Cl A4 | ||||||||
| 2.268%, 04/15/2054 | 847 | 784 | ||||||
| Benchmark Mortgage Trust, Ser 2021-B31, Cl A5 | ||||||||
| 2.669%, 12/15/2054 | 2,220 | 2,024 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 | ||||||||
| 3.458%, 03/15/2055(A) | 1,710 | 1,620 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 | ||||||||
| 4.442%, 05/15/2055(A) | 1,740 | 1,727 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B35, Cl AS | ||||||||
| 4.442%, 05/15/2055(A) | 1,015 | 971 | ||||||
| SEI Institutional Investments Trust | 189 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Benchmark Mortgage Trust, Ser 2026-V20, Cl A3 | ||||||||
| 5.184%, 02/15/2059 | $ | 2,792 | $ | 2,912 | ||||
| BFLD Commercial Mortgage Trust, Ser 2025-660F, Cl A | ||||||||
| 5.160%, TSFR1M + 1.500%, 11/15/2042(A)(C) | 3,890 | 3,897 | ||||||
| BMO Mortgage Trust, Ser 2022-C1, Cl A1 | ||||||||
| 2.198%, 02/15/2055 | 210 | 209 | ||||||
| BMO Mortgage Trust, Ser 2025-C11, Cl A5 | ||||||||
| 5.687%, 02/15/2058 | 698 | 754 | ||||||
| BMO Mortgage Trust, Ser 2025-C12, Cl A5 | ||||||||
| 5.871%, 06/15/2058(A) | 395 | 431 | ||||||
| BPR Commercial Mortgage Trust, Ser 2025-STAR, Cl A | ||||||||
| 5.112%, 11/05/2042(A)(C) | 2,020 | 2,065 | ||||||
| BPR Mortgage Trust, Ser 2023-STON, Cl A | ||||||||
| 7.497%, 12/05/2039(C) | 7,300 | 7,540 | ||||||
| BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1 | ||||||||
| 4.626%, 09/25/2061(A)(C) | 559 | 561 | ||||||
| BRAVO Residential Funding Trust, Ser 2022-RPL1, Cl A1 | ||||||||
| 2.750%, 09/25/2061(A)(C) | 7,390 | 6,888 | ||||||
| BRAVO Residential Funding Trust, Ser 2026-NQM1, Cl A2 | ||||||||
| 5.104%, 12/25/2065(C)(D) | 3,433 | 3,428 | ||||||
| Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 | ||||||||
| 2.879%, 07/25/2049(C)(D) | 225 | 222 | ||||||
| BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A | ||||||||
| 5.421%, TSFR1M + 1.761%, 12/09/2040(A)(C) | 590 | 590 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-AIRC, Cl A | ||||||||
| 5.351%, TSFR1M + 1.691%, 08/15/2041(A)(C) | 3,031 | 3,039 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-VLT5, Cl A | ||||||||
| 5.591%, 11/13/2046(A)(C) | 2,080 | 2,155 | ||||||
| BX Commercial Mortgage Trust, Ser 2026-CSMO, Cl A | ||||||||
| 5.067%, TSFR1M + 1.400%, 02/15/2042(A)(C) | 3,490 | 3,490 | ||||||
| BX Trust, Ser 2019-OC11, Cl A | ||||||||
| 3.202%, 12/09/2041(C) | 995 | 956 | ||||||
| BX Trust, Ser 2024-VLT4, Cl B | ||||||||
| 5.600%, TSFR1M + 1.941%, 06/15/2041(A)(C) | 2,400 | 2,392 | ||||||
| BX Trust, Ser 2025-ARIA, Cl A | ||||||||
| 5.031%, 12/13/2042(A)(C) | 3,940 | 4,045 | ||||||
| BX Trust, Ser 2025-ARIA, Cl B | ||||||||
| 5.177%, 12/13/2042(A)(C) | 6,400 | 6,553 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Trust, Ser 2025-GW, Cl A | ||||||||
| 5.260%, TSFR1M + 1.600%, 07/15/2042(A)(C) | $ | 3,775 | $ | 3,780 | ||||
| BX Trust, Ser 2025-VLT7, Cl A | ||||||||
| 5.360%, TSFR1M + 1.700%, 07/15/2044(A)(C) | 1,681 | 1,682 | ||||||
| BX Trust, Ser 2025-VLT7, Cl B | ||||||||
| 5.660%, TSFR1M + 2.000%, 07/15/2044(A)(C) | 4,320 | 4,321 | ||||||
| BX Trust, Ser 2025-VOLT, Cl A | ||||||||
| 5.360%, TSFR1M + 1.700%, 12/15/2044(A)(C) | 3,123 | 3,126 | ||||||
| BX Trust, Ser 2025-VOLT, Cl B | ||||||||
| 5.760%, TSFR1M + 2.100%, 12/15/2044(A)(C) | 4,510 | 4,518 | ||||||
| CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 | ||||||||
| 3.631%, 02/10/2050 | 1,240 | 1,213 | ||||||
| Chase Home Lending Mortgage Trust, Ser 2025-RPL1, Cl A1A | ||||||||
| 3.375%, 04/25/2065(A)(C) | 1,534 | 1,408 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 | ||||||||
| 5.877%, 02/25/2037(A) | 8 | 7 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 | ||||||||
| 5.970%, 02/25/2037(A) | 8 | 8 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 | ||||||||
| 6.885%, 06/25/2035(A) | 4 | 4 | ||||||
| CHI Commercial Mortgage Trust, Ser 2025-110W, Cl A | ||||||||
| 5.102%, 12/13/2040(A)(C) | 5,200 | 5,297 | ||||||
| CIM Trust, Ser 2024-R1, Cl A1 | ||||||||
| 4.750%, 06/25/2064(A)(C) | 2,507 | 2,514 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A5 | ||||||||
| 3.720%, 12/10/2049(A) | 2,550 | 2,513 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 | ||||||||
| 2.869%, 08/10/2056 | 6,805 | 6,522 | ||||||
| Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A | ||||||||
| 6.740%, 09/25/2033(A) | 9 | 9 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 | ||||||||
| 6.225%, 08/25/2034(A) | 5 | 5 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 | ||||||||
| 5.369%, 09/25/2033(A)(C) | 7 | 7 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(C) | 1,125 | 967 | ||||||
| 190 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(C) | $ | 1,234 | $ | 1,083 | ||||
| COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 | ||||||||
| 3.994%, 02/25/2067(C)(D) | 1,286 | 1,252 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-4, Cl A1 | ||||||||
| 5.949%, 07/25/2069(C)(D) | 2,072 | 2,096 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B | ||||||||
| 3.597%, 02/10/2047(A) | 207 | 204 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C | ||||||||
| 4.613%, 10/10/2048(A) | 2,384 | 2,249 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A | ||||||||
| 2.173%, 11/10/2046(C) | 3,290 | 2,856 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser COR3, Cl A2 | ||||||||
| 3.961%, 05/10/2051 | 6,103 | 6,061 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 | ||||||||
| 5.217%, SOFR30A + 1.550%, 10/25/2041(A)(C) | 464 | 466 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 12/25/2041(A)(C) | 6,500 | 6,529 | ||||||
| Connecticut Avenue Securities Trust, Ser 2024-R01, Cl 1M2 | ||||||||
| 5.467%, SOFR30A + 1.800%, 01/25/2044(A)(C) | 790 | 795 | ||||||
| Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 | ||||||||
| 6.500%, 11/25/2031 | 34 | 35 | ||||||
| Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 | ||||||||
| 5.438%, 08/25/2034(A) | 53 | 50 | ||||||
| Cross Mortgage Trust, Ser 2025-H7, Cl A1 | ||||||||
| 4.934%, 09/25/2070(A)(C) | 8,073 | 8,090 | ||||||
| Cross Mortgage Trust, Ser 2026-NQM2, Cl A1 | ||||||||
| 4.833%, 03/25/2061(A)(C) | 7,710 | 7,712 | ||||||
| CSAIL Commercial Mortgage Trust, Ser 2019-C16, Cl ASB | ||||||||
| 3.142%, 06/15/2052 | 873 | 862 | ||||||
| CSAIL Commercial Mortgage Trust, Ser CX9, Cl A5 | ||||||||
| 3.446%, 09/15/2050 | 4,380 | 4,293 | ||||||
| CSMC Trust, Ser 2014-USA, Cl A2 | ||||||||
| 3.953%, 09/15/2037(C) | 1,000 | 941 | ||||||
| CSMC Trust, Ser 2017-RPL1, Cl A1 | ||||||||
| 2.750%, 07/25/2057(A)(C) | 1,410 | 1,386 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||||
| CSMC Trust, Ser 2018-J1, Cl A2 | ||||||||||
| 3.500%, 02/25/2048(A)(C) | $ | 2,124 | $ | 1,966 | ||||||
| CSMC Trust, Ser 2018-RPL9, Cl A | ||||||||||
| 3.850%, 09/25/2057(A)(C) | 2,184 | 2,137 | ||||||||
| CSMC Trust, Ser 2019-AFC1, Cl A1 | ||||||||||
| 3.573%, 07/25/2049(C)(D) | 375 | 365 | ||||||||
| CSMC Trust, Ser 2021-NQM3, Cl A1 | ||||||||||
| 1.015%, 04/25/2066(A)(C) | 7,546 | 6,688 | ||||||||
| CSMC Trust, Ser 2021-NQM3, Cl A3 | ||||||||||
| 1.632%, 04/25/2066(A)(C) | 943 | 846 | ||||||||
| CSMC Trust, Ser 2021-NQM5, Cl A1 | ||||||||||
| 0.938%, 05/25/2066(A)(C) | 1,520 | 1,303 | ||||||||
| CSMC Trust, Ser 2021-RPL3, Cl A1 | ||||||||||
| 2.000%, 01/25/2060(A)(C) | 1,722 | 1,556 | ||||||||
| CSMC Trust, Ser 2022-ATH2, Cl A1 | ||||||||||
| 4.547%, 05/25/2067(A)(C) | 3,861 | 3,849 | ||||||||
| CSMC Trust, Ser 2022-NQM1, Cl A1 | ||||||||||
| 3.265%, 11/25/2066(A)(C) | 2,659 | 2,480 | ||||||||
| DBC Mortgage Trust, Ser 2025-DBC, Cl B | ||||||||||
| 5.260%, TSFR1M + 1.600%, 11/15/2042(A)(C) | 7,000 | 7,000 | ||||||||
| DC Office Trust, Ser 2019-MTC, Cl A | ||||||||||
| 2.965%, 09/15/2045(C) | 1,995 | 1,834 | ||||||||
| Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||||
| 2.205%, 01/25/2067(A)(C) | 1,734 | 1,644 | ||||||||
| DGWD Trust, Ser 2025-INFL, Cl B | ||||||||||
| 5.460%, TSFR1M + 1.800%, 08/15/2035(A)(C) | 2,925 | 2,930 | ||||||||
| Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||||
| 0.931%, 06/25/2066(A)(C) | 1,483 | 1,283 | ||||||||
| Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||||
| 2.206%, 01/25/2067(A)(C) | 674 | 611 | ||||||||
| Extended Stay America Trust, Ser 2025-ESH, Cl B | ||||||||||
| 5.260%, TSFR1M + 1.600%, 10/15/2042(A)(C) | 2,980 | 2,986 | ||||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||||
| 5.167%, SOFR30A + 1.500%, 10/25/2041(A)(C) | 1,761 | 1,766 | ||||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||||
| 4.967%, SOFR30A + 1.300%, 02/25/2042(A)(C) | 353 | 353 | ||||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B | ||||||||||
| 6.567%, SOFR30A + 2.900%, 04/25/2042(A)(C) | 2,850 | 2,909 | ||||||||
| First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 | ||||||||||
| 4.780%, 09/25/2034(A) | 10 | 10 | ||||||||
| SEI Institutional Investments Trust | 191 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GCAT Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 0.000%, 05/25/2070(C)(D)(E) | $ | 6,587 | $ | 6,661 | ||||
| GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 | ||||||||
| 1.721%, 12/12/2053 | 2,606 | 2,364 | ||||||
| GS Mortgage Securities Trust, Ser 2023-SHIP, Cl A | ||||||||
| 4.322%, 09/10/2038(A)(C) | 2,600 | 2,597 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A | ||||||||
| 3.750%, 10/25/2057(C) | 1,572 | 1,553 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 | ||||||||
| 2.000%, 12/25/2060(A)(C) | 1,111 | 978 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2024-RPL4, Cl A1 | ||||||||
| 3.900%, 09/25/2061(C)(D) | 3,928 | 3,886 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2025-PJ4, Cl A5 | ||||||||
| 5.500%, 09/25/2055(A)(C) | 8,190 | 8,257 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2025-PJ7, Cl A5 | ||||||||
| 5.500%, 12/25/2055(A)(C) | 5,655 | 5,695 | ||||||
| GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO | ||||||||
| 0.418%, 09/25/2035(A)(C) | 107 | 2 | ||||||
| GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 | ||||||||
| 6.000%, 09/25/2034 | 13 | 13 | ||||||
| GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 | ||||||||
| 5.500%, 01/25/2037 | 1 | 2 | ||||||
| HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C | ||||||||
| 4.682%, TSFR1M + 1.014%, 06/20/2035(A) | 721 | 682 | ||||||
| Hilt Commercial Mortgage Trust, Ser 2024-ORL, Cl A | ||||||||
| 5.201%, TSFR1M + 1.541%, 05/15/2037(A)(C) | 4,006 | 4,003 | ||||||
| HOMES Trust, Ser 2026-NQM1, Cl A1 | ||||||||
| 4.800%, 09/25/2070(C)(D) | 4,475 | 4,481 | ||||||
| Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A | ||||||||
| 3.228%, 07/10/2039(C) | 1,900 | 1,832 | ||||||
| Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A | ||||||||
| 2.943%, 12/10/2041(A)(C) | 1,995 | 1,898 | ||||||
| Impac CMB Trust, Ser 2005-4, Cl 2A1 | ||||||||
| 4.388%, TSFR1M + 0.414%, 05/25/2035(A) | 40 | 39 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 | ||||||||
| 4.648%, TSFR1M + 0.974%, 09/25/2034(A) | $ | 7 | $ | 7 | ||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A | ||||||||
| 4.588%, TSFR1M + 0.914%, 11/25/2034(A) | 12 | 11 | ||||||
| JP Morgan Mortgage Trust, Ser 2024-4, Cl A4A | ||||||||
| 6.000%, 10/25/2054(A)(C) | 2,611 | 2,627 | ||||||
| JP Morgan Mortgage Trust, Ser 2025-CCM1, Cl A4 | ||||||||
| 5.500%, 06/25/2055(A)(C) | 3,124 | 3,161 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 | ||||||||
| 2.822%, 08/15/2049 | 1,343 | 1,337 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 | ||||||||
| 3.393%, 12/15/2049 | 410 | 408 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A | ||||||||
| 3.397%, 06/05/2039(C) | 2,000 | 1,902 | ||||||
| JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 | ||||||||
| 5.308%, 02/25/2035(A) | 18 | 17 | ||||||
| JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 | ||||||||
| 6.306%, 11/25/2033(A) | 18 | 18 | ||||||
| JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A | ||||||||
| 3.000%, 06/25/2050(A)(C) | 271 | 244 | ||||||
| Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A | ||||||||
| 2.130%, 09/10/2039(C) | 2,300 | 2,222 | ||||||
| MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A | ||||||||
| 5.603%, 11/21/2034(A) | 414 | 415 | ||||||
| MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 | ||||||||
| 6.250%, 07/25/2036 | 127 | 64 | ||||||
| MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F | ||||||||
| 4.138%, TSFR1M + 0.464%, 05/25/2035(A)(C) | 166 | 78 | ||||||
| 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 | ||||||||
| 6.532%, 10/25/2032(A) | 1 | 1 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A | ||||||||
| 6.625%, 07/25/2033(A) | 6 | 6 | ||||||
| 192 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 | ||||||||
| 5.038%, 12/25/2034(A) | $ | 25 | $ | 24 | ||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 | ||||||||
| 5.106%, 08/25/2034(A) | 15 | 14 | ||||||
| MFA Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.029%, 11/25/2064(A)(C) | 434 | 389 | ||||||
| MFA Trust, Ser 2021-RPL1, Cl A1 | ||||||||
| 1.131%, 07/25/2060(A)(C) | 609 | 564 | ||||||
| Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(C) | 575 | 556 | ||||||
| Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO | ||||||||
| 0.939%, 11/15/2049(A) | 11,558 | 53 | ||||||
| Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 | ||||||||
| 1.790%, 07/15/2053 | 907 | 832 | ||||||
| Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB | ||||||||
| 2.624%, 02/15/2053 | 3,156 | 3,081 | ||||||
| Morgan Stanley Capital I Trust, Ser 2021-PLZA, Cl B | ||||||||
| 2.810%, 11/09/2043(A)(C) | 6,634 | 5,862 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A | ||||||||
| 5.646%, 04/25/2034(A) | 38 | 38 | ||||||
| Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 | ||||||||
| 4.126%, TSFR1M + 0.454%, 04/16/2036(A)(C) | 1,156 | 1,139 | ||||||
| New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.156%, 11/27/2056(A)(C) | 496 | 458 | ||||||
| New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 | ||||||||
| 5.000%, 06/25/2062(C)(D) | 928 | 925 | ||||||
| New Residential Mortgage Loan Trust, Ser 2024-NQM2, Cl A1 | ||||||||
| 5.117%, 09/25/2064(A)(C) | 3,841 | 3,867 | ||||||
| NJ Trust, Ser 2023-GSP, Cl A | ||||||||
| 6.481%, 01/06/2029(A)(C) | 2,755 | 2,904 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.053%, TSFR1M + 1.393%, 10/15/2040(A)(C) | 2,030 | 2,034 | ||||||
| NYC Commercial Mortgage Trust, Ser 2025-1155, Cl A | ||||||||
| 5.833%, 06/10/2042(C) | 4,878 | 5,026 | ||||||
| OBX Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.101%, 05/25/2061(A)(C) | 602 | 507 | ||||||
| OBX Trust, Ser 2022-NQM1, Cl A1 | ||||||||
| 2.305%, 11/25/2061(A)(C) | 2,493 | 2,302 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| OBX Trust, Ser 2023-NQM1, Cl A1 | ||||||||
| 5.928%, 11/25/2063(C)(D) | $ | 2,149 | $ | 2,163 | ||||
| OBX Trust, Ser 2023-NQM6, Cl A1 | ||||||||
| 6.520%, 07/25/2063(C)(D) | 1,730 | 1,736 | ||||||
| OBX Trust, Ser 2024-NQM15, Cl A1 | ||||||||
| 5.316%, 10/25/2064(C)(D) | 3,357 | 3,378 | ||||||
| OBX Trust, Ser 2024-NQM9, Cl A1 | ||||||||
| 6.030%, 01/25/2064(C)(D) | 6,173 | 6,246 | ||||||
| OBX Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 5.648%, 12/01/2064(C)(D) | 3,163 | 3,200 | ||||||
| OBX Trust, Ser 2025-NQM6, Cl A1 | ||||||||
| 5.603%, 03/25/2065(C)(D) | 8,047 | 8,142 | ||||||
| OBX Trust, Ser 2025-NQM7, Cl A1 | ||||||||
| 5.560%, 05/25/2055(C)(D) | 5,296 | 5,356 | ||||||
| OBX Trust, Ser 2025-NQM8, Cl A1 | ||||||||
| 5.472%, 03/25/2065(C)(D) | 2,221 | 2,245 | ||||||
| Oceanview Mortgage Trust, Ser 2021-3, Cl A5 | ||||||||
| 2.500%, 07/25/2051(A)(C) | 6,092 | 5,576 | ||||||
| Oceanview Mortgage Trust, Ser 2025-INV1, Cl AF1 | ||||||||
| 4.467%, SOFR30A + 0.800%, 11/25/2054(A)(C) | 2,462 | 2,463 | ||||||
| Oceanview Mortgage Trust, Ser 2025-INV2, Cl AF1 | ||||||||
| 4.517%, SOFR30A + 0.850%, 04/25/2055(A)(C) | 2,706 | 2,709 | ||||||
| Oceanview Mortgage Trust, Ser 2026-INV1, Cl AF1 | ||||||||
| 4.568%, SOFR30A + 0.900%, 11/25/2055(A)(C) | 7,935 | 7,948 | ||||||
| One Bryant Park Trust, Ser 2019-OBP, Cl A | ||||||||
| 2.516%, 09/15/2054(C) | 2,490 | 2,339 | ||||||
| Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 | ||||||||
| 1.957%, 10/25/2061(A)(C) | 11,177 | 9,879 | ||||||
| Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO | ||||||||
| 0.000%, 02/25/2034(B) | 1 | 1 | ||||||
| PRKCM Trust, Ser 2021-AFC2, Cl A1 | ||||||||
| 2.071%, 11/25/2056(A)(C) | 697 | 630 | ||||||
| PRPM LLC, Ser 2024-RCF5, Cl A1 | ||||||||
| 4.000%, 08/25/2054(C)(D) | 4,861 | 4,828 | ||||||
| PRPM Trust, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.845%, 01/25/2056(C)(D) | 7,655 | 7,718 | ||||||
| RALI Trust, Ser 2005-QO5, Cl A1 | ||||||||
| 4.915%, 12MTA + 1.000%, 01/25/2046(A) | 238 | 186 | ||||||
| RAMP Trust, Ser 2004-SL1, Cl A7 | ||||||||
| 7.000%, 11/25/2031 | 15 | 13 | ||||||
| Rate Mortgage Trust, Ser 2021-J4, Cl A7 | ||||||||
| 2.500%, 11/25/2051(A)(C) | 9,496 | 8,627 | ||||||
| Rate Mortgage Trust, Ser 2024-J4, Cl A4 | ||||||||
| 6.000%, 12/25/2054(A)(C) | 4,120 | 4,207 | ||||||
| SEI Institutional Investments Trust | 193 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| RCKT Mortgage Trust, Ser 2022-2, Cl A2 | ||||||||
| 2.500%, 02/25/2052(A)(C) | $ | 1,277 | $ | 1,094 | ||||
| RCKT Mortgage Trust, Ser 2024-INV1, Cl A2 | ||||||||
| 6.000%, 06/25/2054(A)(C) | 3,948 | 4,026 | ||||||
| Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 | ||||||||
| 3.786%, 12/25/2034(A) | 154 | 141 | ||||||
| SCG Commercial Mortgage Trust, Ser 2025-FLWR, Cl C | ||||||||
| 5.410%, TSFR1M + 1.750%, 08/15/2042(A)(C) | 5,350 | 5,367 | ||||||
| SCMS Mortgage Trust, Ser 2025-BNC1, Cl A2 | ||||||||
| 4.502%, 12/15/2057(C) | 4,770 | 4,788 | ||||||
| Sequoia Mortgage Trust, Ser 2004-12, Cl A3 | ||||||||
| 4.368%, TSFR6M + 0.748%, 01/20/2035(A) | 28 | 28 | ||||||
| Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B | ||||||||
| 5.047%, 10/25/2048(A)(C) | 1,429 | 1,451 | ||||||
| Sequoia Mortgage Trust, Ser 2025-6, Cl A5 | ||||||||
| 5.500%, 07/25/2055(A)(C) | 7,705 | 7,804 | ||||||
| SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B | ||||||||
| 4.144%, 01/05/2043(A)(C) | 5,265 | 4,737 | ||||||
| SG Residential Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||
| 3.166%, 03/27/2062(A)(C) | 2,998 | 2,907 | ||||||
| SMRT, Ser 2022-MINI, Cl A | ||||||||
| 4.660%, TSFR1M + 1.000%, 01/15/2039(A)(C) | 5,430 | 5,430 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 | ||||||||
| 1.027%, 11/25/2055(A)(C) | 126 | 121 | ||||||
| Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.162%, 08/25/2056(A)(C) | 1,016 | 923 | ||||||
| Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 | ||||||||
| 4.441%, TSFR1M + 0.774%, 10/19/2034(A) | 21 | 20 | ||||||
| Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 | ||||||||
| 4.261%, TSFR1M + 0.594%, 04/19/2035(A) | 451 | 446 | ||||||
| Structured Asset Securities, Ser 2003-37A, Cl 2A | ||||||||
| 5.430%, 12/25/2033(A) | 12 | 12 | ||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl A | ||||||||
| 5.103%, TSFR1M + 1.443%, 02/15/2042(A)(C) | 2,606 | 2,583 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl B | ||||||||
| 5.502%, TSFR1M + 1.842%, 02/15/2042(A)(C) | $ | 5,550 | $ | 5,515 | ||||
| Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 | ||||||||
| 4.428%, TSFR1M + 0.754%, 09/25/2043(A) | 45 | 45 | ||||||
| Towd Point Mortgage Trust, Ser 2017-4, Cl B2 | ||||||||
| 3.647%, 06/25/2057(A)(C) | 1,860 | 1,629 | ||||||
| Towd Point Mortgage Trust, Ser 2020-3, Cl A1 | ||||||||
| 3.088%, 02/25/2063(A)(C) | 705 | 688 | ||||||
| Towd Point Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 2.250%, 11/25/2061(A)(C) | 699 | 663 | ||||||
| Towd Point Mortgage Trust, Ser 2022-4, Cl A1 | ||||||||
| 3.750%, 09/25/2062(C) | 2,249 | 2,184 | ||||||
| Towd Point Mortgage Trust, Ser 2024-1, Cl A1 | ||||||||
| 4.856%, 03/25/2064(A)(C) | 4,491 | 4,609 | ||||||
| Towd Point Mortgage Trust, Ser 2024-3, Cl A1A | ||||||||
| 5.027%, 07/25/2065(A)(C) | 4,529 | 4,611 | ||||||
| Towd Point Mortgage Trust, Ser 2026-1, Cl A1A | ||||||||
| 4.198%, 01/25/2066(A)(C) | 6,700 | 6,764 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017-C4, Cl A3 | ||||||||
| 3.301%, 10/15/2050 | 801 | 793 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(C) | 403 | 370 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(C) | 834 | 770 | ||||||
| Verus Securitization Trust, Ser 2021-3, Cl A1 | ||||||||
| 1.046%, 06/25/2066(A)(C) | 737 | 669 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A1 | ||||||||
| 0.938%, 07/25/2066(A)(C) | 978 | 847 | ||||||
| Verus Securitization Trust, Ser 2021-5, Cl A1 | ||||||||
| 1.013%, 09/25/2066(A)(C) | 2,570 | 2,273 | ||||||
| Verus Securitization Trust, Ser 2021-7, Cl A1 | ||||||||
| 2.829%, 10/25/2066(C)(D) | 1,148 | 1,077 | ||||||
| Verus Securitization Trust, Ser 2021-8, Cl A1 | ||||||||
| 2.824%, 11/25/2066(A)(C) | 1,049 | 989 | ||||||
| Verus Securitization Trust, Ser 2021-R1, Cl A1 | ||||||||
| 0.820%, 10/25/2063(A)(C) | 160 | 156 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(C) | 306 | 294 | ||||||
| 194 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Virginia Housing Development Authority, Ser 2006-C, Cl CTFS | ||||||||
| 6.000%, 06/25/2034 | $ | 39 | $ | 40 | ||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | ||||||||
| 5.668%, 10/25/2033(A) | 22 | 21 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 | ||||||||
| 6.135%, 06/25/2033(A) | 14 | 14 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 | ||||||||
| 5.385%, 09/25/2033(A) | 51 | 50 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 | ||||||||
| 7.045%, 06/25/2033(A) | 2 | 2 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 | ||||||||
| 5.250%, 10/25/2033 | 89 | 90 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 | ||||||||
| 5.334%, 06/25/2034(A) | 16 | 16 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 | ||||||||
| 5.376%, 06/25/2034(A) | 1,382 | 1,354 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 | ||||||||
| 5.239%, 07/25/2034(A) | 1,254 | 1,192 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 | ||||||||
| 4.308%, TSFR1M + 0.634%, 11/25/2045(A) | 4,061 | 3,868 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 | ||||||||
| 4.328%, TSFR1M + 0.654%, 12/25/2045(A) | 1,772 | 1,799 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A | ||||||||
| 3.856%, 12MTA + 1.500%, 12/25/2046(A) | 104 | 97 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO | ||||||||
| 5.500%, 05/25/2035 | 90 | 14 | ||||||
| Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO | ||||||||
| 0.000%, 04/25/2033(B) | 4 | 3 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-5C4, Cl A3 | ||||||||
| 5.673%, 05/15/2058 | 3,280 | 3,456 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-5C4, Cl AS | ||||||||
| 6.093%, 05/15/2058 | 1,590 | 1,685 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-609M, Cl A | ||||||||
| 5.202%, TSFR1M + 1.542%, 08/15/2042(A)(C) | $ | 6,500 | $ | 6,498 | ||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 | ||||||||
| 6.458%, 08/25/2035(A) | 8 | 8 | ||||||
| WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B | ||||||||
| 4.371%, 09/15/2057(A) | 970 | 904 | ||||||
| WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO | ||||||||
| 0.068%, 10/15/2057(A) | 47 | – | ||||||
| 527,983 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $3,760,218) ($ Thousands) | 3,786,245 | |||||||
| U.S. TREASURY OBLIGATIONS — 34.1% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.651%, 04/07/2026 (F) | 111,525 | 111,120 | ||||||
| 3.640%, 04/21/2026 (F) | 61,990 | 61,678 | ||||||
| 3.633%, 05/21/2026 (F) | 61,960 | 61,466 | ||||||
| 3.625%, 05/07/2026 (F) | 10,070 | 10,004 | ||||||
| 3.593%, 04/16/2026 (F) | 10,000 | 9,955 | ||||||
| 3.582%, 03/19/2026 (F) | 75,000 | 74,872 | ||||||
| U.S. Treasury Bonds | ||||||||
| 4.750%, 08/15/2055 | 14,232 | 14,492 | ||||||
| 4.750%, 02/15/2056 | 194,845 | 198,559 | ||||||
| 4.625%, 11/15/2045 | 157,686 | 158,721 | ||||||
| 4.625%, 02/15/2046 | 84,186 | 84,778 | ||||||
| 4.625%, 11/15/2055 | 93,867 | 93,706 | ||||||
| 3.375%, 11/15/2048 | 26,830 | 21,999 | ||||||
| 3.125%, 05/15/2048 | 86,154 | 67,866 | ||||||
| 3.000%, 02/15/2048 | 22,030 | 17,009 | ||||||
| 3.000%, 08/15/2048 | 16,723 | 12,845 | ||||||
| 3.000%, 02/15/2049 | 84,068 | 64,266 | ||||||
| 2.875%, 05/15/2052 | 29,200 | 21,218 | ||||||
| 2.500%, 05/15/2046 | 46,210 | 33,278 | ||||||
| 2.375%, 02/15/2042 | 16,771 | 12,751 | ||||||
| 2.250%, 08/15/2046 | 38,725 | 26,492 | ||||||
| 2.250%, 08/15/2049 | 31,000 | 20,229 | ||||||
| 2.000%, 11/15/2041 | 63,916 | 46,119 | ||||||
| 2.000%, 02/15/2050 | 86,910 | 53,151 | ||||||
| 2.000%, 08/15/2051 | 43,215 | 25,841 | ||||||
| 1.750%, 08/15/2041 | 77,270 | 53,944 | ||||||
| 1.625%, 11/15/2050 | 23,673 | 12,990 | ||||||
| 1.375%, 11/15/2040 | 15,304 | 10,276 | ||||||
| 1.375%, 08/15/2050 | 32,605 | 16,784 | ||||||
| 1.125%, 08/15/2040 | 21,438 | 13,934 | ||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 1.875%, 07/15/2034 | 20,076 | 20,640 | ||||||
| SEI Institutional Investments Trust | 195 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| U.S. Treasury Notes | ||||||||
| 4.500%, 05/15/2027 | $ | 98,335 | $ | 99,491 | ||||
| 4.250%, 01/15/2028 | 45,990 | 46,687 | ||||||
| 4.125%, 11/15/2027 | 43,330 | 43,831 | ||||||
| 4.125%, 08/31/2030 | 18,158 | 18,623 | ||||||
| 4.125%, 02/15/2036 | 151,336 | 153,346 | ||||||
| 4.000%, 07/31/2030 | 24,294 | 24,795 | ||||||
| 4.000%, 01/31/2033 | 44,200 | 44,960 | ||||||
| 3.875%, 05/31/2027 | 8,205 | 8,244 | ||||||
| 3.875%, 07/31/2027 | 48,500 | 48,778 | ||||||
| 3.875%, 04/30/2030 | 7,305 | 7,417 | ||||||
| 3.875%, 12/31/2032 | 14,056 | 14,194 | ||||||
| 3.750%, 06/30/2030 | 38,180 | 38,578 | ||||||
| 3.750%, 01/31/2031 | 43,048 | 43,485 | ||||||
| 3.750%, 02/28/2033 | 97,054 | 97,221 | ||||||
| 3.625%, 08/31/2027 | 23,625 | 23,687 | ||||||
| 3.625%, 08/31/2029 | 47,325 | 47,621 | ||||||
| 3.625%, 03/31/2030 | 89,938 | 90,465 | ||||||
| 3.625%, 12/31/2030 | 11,498 | 11,551 | ||||||
| 3.500%, 09/30/2027 | 61,845 | 61,913 | ||||||
| 3.500%, 10/31/2027 | 57,255 | 57,320 | ||||||
| 3.500%, 01/31/2028 | 56,311 | 56,419 | ||||||
| 3.500%, 11/15/2028 | 18,012 | 18,063 | ||||||
| 3.500%, 12/15/2028 | 43,608 | 43,737 | ||||||
| 3.500%, 01/15/2029 | 68,752 | 68,961 | ||||||
| 3.500%, 02/15/2029 | 163,687 | 164,199 | ||||||
| 3.500%, 02/28/2031 | 404,851 | 404,535 | ||||||
| 3.375%, 12/31/2027 | 46,333 | 46,308 | ||||||
| 3.375%, 02/29/2028 | 108,919 | 108,893 | ||||||
| 2.375%, 03/31/2029 | 98,940 | 95,983 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $3,397,525) ($ Thousands) | 3,420,288 | |||||||
| CORPORATE OBLIGATIONS — 23.3% | ||||||||
| Communication Services — 2.4% | ||||||||
| Alphabet | ||||||||
| 5.650%, 02/15/2056 | 7,380 | 7,552 | ||||||
| 5.450%, 11/15/2055 | 6,269 | 6,231 | ||||||
| 5.300%, 05/15/2065 | 1,354 | 1,284 | ||||||
| 5.250%, 05/15/2055 | 1,354 | 1,318 | ||||||
| 4.800%, 02/15/2036 | 3,331 | 3,386 | ||||||
| 4.700%, 11/15/2035 | 7,852 | 7,950 | ||||||
| 4.400%, 02/15/2033 | 2,915 | 2,941 | ||||||
| 4.375%, 11/15/2032 | 1,195 | 1,211 | ||||||
| 4.100%, 02/15/2031 | 3,143 | 3,164 | ||||||
| 3.700%, 02/15/2029 | 2,935 | 2,938 | ||||||
| AT&T | ||||||||
| 6.000%, 04/30/2056 | 2,126 | 2,144 | ||||||
| 5.850%, 04/30/2046 | 1,488 | 1,502 | ||||||
| 5.700%, 11/01/2054 | 4,515 | 4,381 | ||||||
| 5.550%, 11/01/2045 | 1,292 | 1,272 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.125%, 04/30/2036 | $ | 1,671 | $ | 1,696 | ||||
| 4.900%, 11/01/2035 | 5,791 | 5,802 | ||||||
| 4.750%, 04/30/2033 | 5,600 | 5,676 | ||||||
| 4.400%, 04/30/2031 | 2,703 | 2,728 | ||||||
| 3.800%, 12/01/2057 | 1,230 | 863 | ||||||
| 3.650%, 09/15/2059 | 883 | 594 | ||||||
| 3.550%, 09/15/2055 | 18,465 | 12,501 | ||||||
| 3.500%, 06/01/2041 | 901 | 723 | ||||||
| 3.500%, 09/15/2053 | 4,953 | 3,379 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.700%, 12/01/2055 | 807 | 787 | ||||||
| 6.550%, 06/01/2034 | 1,890 | 2,010 | ||||||
| 6.484%, 10/23/2045 | 110 | 105 | ||||||
| 6.100%, 06/01/2029 | 3,500 | 3,668 | ||||||
| 5.850%, 12/01/2035 | 740 | 745 | ||||||
| 5.500%, 04/01/2063 | 493 | 394 | ||||||
| 5.375%, 04/01/2038 | 410 | 380 | ||||||
| 5.250%, 04/01/2053 | 1,125 | 907 | ||||||
| 5.125%, 07/01/2049 | 310 | 246 | ||||||
| 4.800%, 03/01/2050 | 230 | 175 | ||||||
| 3.900%, 06/01/2052 | 3,440 | 2,264 | ||||||
| 3.750%, 02/15/2028 | 681 | 675 | ||||||
| 3.700%, 04/01/2051 | 181 | 117 | ||||||
| 3.500%, 06/01/2041 | 485 | 349 | ||||||
| 3.500%, 03/01/2042 | 2,368 | 1,672 | ||||||
| 2.800%, 04/01/2031 | 450 | 409 | ||||||
| 2.300%, 02/01/2032 | 1,550 | 1,352 | ||||||
| Comcast | ||||||||
| 5.350%, 05/15/2053 | 420 | 387 | ||||||
| 4.600%, 10/15/2038 | 4,025 | 3,806 | ||||||
| 4.049%, 11/01/2052 | 909 | 682 | ||||||
| 2.987%, 11/01/2063 | 1,024 | 571 | ||||||
| 2.937%, 11/01/2056 | 2,655 | 1,548 | ||||||
| Cox Enterprises | ||||||||
| 7.375%, 07/15/2027 (C) | 2,895 | 3,002 | ||||||
| Meta Platforms | ||||||||
| 5.750%, 11/15/2065 | 802 | 781 | ||||||
| 5.625%, 11/15/2055 | 12,357 | 12,095 | ||||||
| 5.600%, 05/15/2053 | 2,655 | 2,585 | ||||||
| 5.550%, 08/15/2064 | 7,035 | 6,628 | ||||||
| 5.500%, 11/15/2045 | 1,452 | 1,435 | ||||||
| 5.400%, 08/15/2054 | 6,100 | 5,759 | ||||||
| 4.875%, 11/15/2035 | 5,010 | 5,060 | ||||||
| 4.600%, 11/15/2032 | 1,101 | 1,120 | ||||||
| Paramount Global | ||||||||
| 6.875%, 04/30/2036 | 3,025 | 2,749 | ||||||
| 5.900%, 10/15/2040 | 3,840 | 2,925 | ||||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 5,715 | 6,986 | ||||||
| 196 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (C) | $ | 5,796 | $ | 5,836 | ||||
| Time Warner Cable Enterprises LLC | ||||||||
| 8.375%, 07/15/2033 | 1,380 | 1,614 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 5,400 | 5,844 | ||||||
| 6.750%, 06/15/2039 | 170 | 174 | ||||||
| 6.550%, 05/01/2037 | 280 | 288 | ||||||
| 5.875%, 11/15/2040 | 11,905 | 11,167 | ||||||
| 5.500%, 09/01/2041 | 1,942 | 1,737 | ||||||
| 4.500%, 09/15/2042 | 1,070 | 844 | ||||||
| T-Mobile USA | ||||||||
| 5.700%, 01/15/2056 | 7,210 | 7,110 | ||||||
| 5.125%, 05/15/2032 | 380 | 395 | ||||||
| 5.000%, 02/15/2036 | 2,805 | 2,823 | ||||||
| 3.875%, 04/15/2030 | 870 | 863 | ||||||
| 3.750%, 04/15/2027 | 6,478 | 6,468 | ||||||
| 3.500%, 04/15/2031 | 13,645 | 13,182 | ||||||
| 3.400%, 10/15/2052 | 3,480 | 2,373 | ||||||
| Verizon Communications | ||||||||
| 6.000%, 11/30/2065 | 2,189 | 2,197 | ||||||
| 5.875%, 11/30/2055 | 2,190 | 2,205 | ||||||
| 5.750%, 11/30/2045 | 1,085 | 1,097 | ||||||
| 5.000%, 01/15/2036 | 7,435 | 7,468 | ||||||
| 4.750%, 01/15/2033 | 6,750 | 6,845 | ||||||
| 4.272%, 01/15/2036 | 1,435 | 1,365 | ||||||
| 2.987%, 10/30/2056 | 1,413 | 861 | ||||||
| 2.650%, 11/20/2040 | 420 | 306 | ||||||
| Walt Disney | ||||||||
| 4.000%, 03/14/2031 | 2,498 | 2,503 | ||||||
| 3.750%, 03/14/2029 | 2,244 | 2,245 | ||||||
| 243,420 | ||||||||
| Consumer Discretionary — 0.7% | ||||||||
| Amazon.com | ||||||||
| 5.550%, 11/20/2065 | 4,142 | 4,055 | ||||||
| 5.450%, 11/20/2055 | 2,631 | 2,592 | ||||||
| 4.650%, 11/20/2035 | 3,286 | 3,305 | ||||||
| 4.350%, 03/20/2033 | 2,393 | 2,413 | ||||||
| 4.100%, 11/20/2030 | 1,878 | 1,892 | ||||||
| 3.900%, 11/20/2028 | 1,878 | 1,888 | ||||||
| 3.450%, 04/13/2029 | 550 | 546 | ||||||
| 3.150%, 08/22/2027 | 160 | 159 | ||||||
| AutoZone | ||||||||
| 5.125%, 06/15/2030 | 2,285 | 2,368 | ||||||
| BMW US Capital LLC | ||||||||
| 5.050%, 03/21/2030 (C) | 1,545 | 1,596 | ||||||
| 4.500%, 08/11/2030 (C) | 2,585 | 2,619 | ||||||
| Dick's Sporting Goods | ||||||||
| 4.100%, 01/15/2052 | 1,808 | 1,317 | ||||||
| Ford Motor Credit LLC | ||||||||
| 2.900%, 02/10/2029 | 4,514 | 4,297 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| General Motors Financial | ||||||||
| 5.000%, 04/09/2027 | $ | 1,380 | $ | 1,394 | ||||
| 2.700%, 06/10/2031 | 2,579 | 2,370 | ||||||
| Home Depot | ||||||||
| 3.625%, 04/15/2052 | 917 | 682 | ||||||
| Hyundai Capital America | ||||||||
| 5.300%, 06/24/2029 (C) | 3,810 | 3,944 | ||||||
| 5.150%, 03/27/2030 (C) | 1,373 | 1,420 | ||||||
| 4.550%, 01/08/2031 (C) | 1,525 | 1,539 | ||||||
| 4.500%, 09/18/2030 (C) | 1,202 | 1,213 | ||||||
| Las Vegas Sands | ||||||||
| 5.625%, 06/15/2028 | 2,720 | 2,787 | ||||||
| Lowe's | ||||||||
| 4.850%, 10/15/2035 | 2,061 | 2,062 | ||||||
| 4.250%, 03/15/2031 | 2,215 | 2,222 | ||||||
| 4.250%, 04/01/2052 | 2,099 | 1,677 | ||||||
| 3.500%, 04/01/2051 | 1,139 | 811 | ||||||
| 2.500%, 04/15/2026 | 260 | 260 | ||||||
| 1.700%, 09/15/2028 | 900 | 853 | ||||||
| McDonald's | ||||||||
| 4.950%, 03/03/2035 | 2,670 | 2,737 | ||||||
| McDonald's MTN | ||||||||
| 6.300%, 03/01/2038 | 1,396 | 1,567 | ||||||
| 4.700%, 12/09/2035 | 485 | 490 | ||||||
| 3.800%, 04/01/2028 | 250 | 250 | ||||||
| 3.600%, 07/01/2030 | 460 | 455 | ||||||
| 3.500%, 03/01/2027 | 180 | 179 | ||||||
| 3.500%, 07/01/2027 | 510 | 508 | ||||||
| 2.125%, 03/01/2030 | 420 | 392 | ||||||
| MercadoLibre | ||||||||
| 4.900%, 01/15/2033 | 808 | 803 | ||||||
| Starbucks | ||||||||
| 5.400%, 05/15/2035 | 255 | 269 | ||||||
| Toyota Motor Credit | ||||||||
| 5.100%, 03/21/2031 | 2,845 | 2,977 | ||||||
| Volkswagen Group of America Finance LLC | ||||||||
| 5.650%, 03/25/2032 (C) | 4,150 | 4,342 | ||||||
| 67,250 | ||||||||
| Consumer Staples — 1.4% | ||||||||
| Alcon Finance | ||||||||
| 5.375%, 12/06/2032 (C) | 2,696 | 2,834 | ||||||
| 3.000%, 09/23/2029 (C) | 3,845 | 3,718 | ||||||
| Altria Group | ||||||||
| 5.250%, 08/06/2035 | 4,130 | 4,234 | ||||||
| 4.875%, 02/04/2028 | 1,290 | 1,313 | ||||||
| 4.800%, 02/14/2029 | 11 | 11 | ||||||
| 3.875%, 09/16/2046 | 776 | 598 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch | ||||||||
| InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 3,680 | 3,461 | ||||||
| 4.700%, 02/01/2036 | 8,900 | 8,923 | ||||||
| SEI Institutional Investments Trust | 197 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 5.450%, 01/23/2039 | $ | 2,082 | $ | 2,185 | ||||
| BAT Capital | ||||||||
| 7.081%, 08/02/2053 | 485 | 556 | ||||||
| 6.250%, 08/15/2055 | 1,411 | 1,473 | ||||||
| 5.834%, 02/20/2031 | 2,630 | 2,813 | ||||||
| 5.350%, 08/15/2032 | 7,125 | 7,481 | ||||||
| 4.625%, 03/22/2033 | 11,060 | 11,106 | ||||||
| 4.540%, 08/15/2047 | 3,411 | 2,879 | ||||||
| 4.390%, 08/15/2037 | 680 | 635 | ||||||
| 3.557%, 08/15/2027 | 259 | 258 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.375%, 12/15/2028 (C) | 3,938 | 3,952 | ||||||
| Bunge Finance | ||||||||
| 5.150%, 08/04/2035 | 2,464 | 2,528 | ||||||
| Campbell's | ||||||||
| 4.550%, 03/21/2031 | 2,795 | 2,800 | ||||||
| CommonSpirit Health | ||||||||
| 2.782%, 10/01/2030 | 1,840 | 1,728 | ||||||
| Constellation Brands | ||||||||
| 2.250%, 08/01/2031 | 5,146 | 4,627 | ||||||
| EMD Finance LLC | ||||||||
| 5.000%, 10/15/2035 (C) | 3,290 | 3,322 | ||||||
| Fresenius Medical Care US Finance III | ||||||||
| 1.875%, 12/01/2026 (C) | 2,440 | 2,401 | ||||||
| Imperial Brands Finance | ||||||||
| 5.625%, 07/01/2035 (C) | 1,798 | 1,862 | ||||||
| Japan Tobacco | ||||||||
| 5.250%, 06/15/2030 (C) | 4,060 | 4,240 | ||||||
| JBS | ||||||||
| 6.375%, 04/15/2066 | 465 | 473 | ||||||
| JBS USA Holding Lux SARL | ||||||||
| 7.250%, 11/15/2053 | 1,984 | 2,268 | ||||||
| 6.750%, 03/15/2034 | 2,582 | 2,879 | ||||||
| 6.500%, 12/01/2052 | 4,332 | 4,577 | ||||||
| 5.750%, 04/01/2033 | 593 | 624 | ||||||
| 3.625%, 01/15/2032 | 2,499 | 2,365 | ||||||
| 3.000%, 02/02/2029 | 180 | 175 | ||||||
| 3.000%, 05/15/2032 | 5,583 | 5,084 | ||||||
| Keurig Dr Pepper | ||||||||
| 5.300%, 03/15/2034 | 1,655 | 1,703 | ||||||
| Kroger | ||||||||
| 5.500%, 09/15/2054 | 2,070 | 2,001 | ||||||
| 5.000%, 09/15/2034 | 2,570 | 2,613 | ||||||
| Mars | ||||||||
| 5.200%, 03/01/2035 (C) | 4,120 | 4,266 | ||||||
| Novartis Capital | ||||||||
| 4.600%, 11/05/2035 | 3,629 | 3,647 | ||||||
| PepsiCo | ||||||||
| 4.300%, 07/23/2030 | 1,327 | 1,354 | ||||||
| 4.100%, 01/15/2029 | 1,892 | 1,912 | ||||||
| Philip Morris International | ||||||||
| 5.375%, 02/15/2033 | 3,000 | 3,168 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.875%, 04/30/2035 | $ | 3,736 | $ | 3,794 | ||||
| 4.375%, 04/30/2030 | 3,524 | 3,569 | ||||||
| 4.125%, 04/28/2028 | 4,164 | 4,194 | ||||||
| Pilgrim's Pride | ||||||||
| 3.500%, 03/01/2032 | 670 | 628 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 1,060 | 1,291 | ||||||
| Roche Holdings | ||||||||
| 4.374%, 12/02/2032 (C) | 2,689 | 2,719 | ||||||
| 4.075%, 12/02/2030 (C) | 1,788 | 1,799 | ||||||
| 139,041 | ||||||||
| Energy — 1.1% | ||||||||
| Aker BP | ||||||||
| 5.800%, 10/01/2054 (C) | 402 | 378 | ||||||
| 5.250%, 10/30/2035 (C) | 3,271 | 3,261 | ||||||
| BP Capital Markets America | ||||||||
| 4.893%, 09/11/2033 | 1,835 | 1,886 | ||||||
| 4.812%, 02/13/2033 | 3,940 | 4,039 | ||||||
| Chevron USA | ||||||||
| 4.300%, 10/15/2030 | 1,712 | 1,742 | ||||||
| Columbia Pipelines Operating LLC | ||||||||
| 6.544%, 11/15/2053 (C) | 280 | 305 | ||||||
| Continental Resources/Oklahoma | ||||||||
| 2.268%, 11/15/2026 (C) | 4,370 | 4,308 | ||||||
| Devon Energy | ||||||||
| 5.750%, 09/15/2054 | 1,710 | 1,666 | ||||||
| Diamondback Energy | ||||||||
| 5.900%, 04/18/2064 | 925 | 907 | ||||||
| 5.750%, 04/18/2054 | 2,005 | 1,957 | ||||||
| Energy Transfer LP | ||||||||
| 6.550%, 12/01/2033 | 1,950 | 2,160 | ||||||
| 6.050%, 09/01/2054 | 950 | 929 | ||||||
| 6.000%, 02/01/2029 (C) | 1,740 | 1,758 | ||||||
| 5.950%, 05/15/2054 | 3,860 | 3,727 | ||||||
| 5.700%, 04/01/2035 | 2,303 | 2,419 | ||||||
| 5.350%, 01/15/2036 | 6,070 | 6,171 | ||||||
| 5.300%, 04/01/2044 | 60 | 56 | ||||||
| 5.300%, 04/15/2047 | 932 | 852 | ||||||
| 5.250%, 07/01/2029 | 2,398 | 2,486 | ||||||
| Eni SpA | ||||||||
| 5.950%, 05/15/2054 (C) | 890 | 913 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 60 | 73 | ||||||
| 5.200%, 01/15/2036 | 5,000 | 5,155 | ||||||
| EOG Resources | ||||||||
| 4.400%, 01/15/2031 | 2,779 | 2,812 | ||||||
| Equinor | ||||||||
| 5.125%, 06/03/2035 | 823 | 855 | ||||||
| 4.750%, 11/14/2035 | 1,841 | 1,853 | ||||||
| 4.500%, 09/03/2030 | 800 | 817 | ||||||
| Galaxy Pipeline Assets Bidco | ||||||||
| 2.625%, 03/31/2036 (C) | 1,171 | 1,042 | ||||||
| 198 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.160%, 03/31/2034 (C) | $ | 1,376 | $ | 1,255 | ||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (C) | 1,985 | 2,078 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 8,940 | 9,797 | ||||||
| 5.800%, 04/01/2047 | 1,150 | 1,206 | ||||||
| HF Sinclair | ||||||||
| 5.000%, 02/01/2028 | 3,595 | 3,589 | ||||||
| Kinder Morgan | ||||||||
| 5.200%, 03/01/2048 | 1,240 | 1,160 | ||||||
| 5.150%, 06/01/2030 | 458 | 477 | ||||||
| 5.000%, 02/01/2029 | 300 | 309 | ||||||
| MPLX | ||||||||
| 6.100%, 04/01/2056 | 791 | 790 | ||||||
| 5.300%, 04/01/2036 | 1,666 | 1,681 | ||||||
| ONEOK | ||||||||
| 6.250%, 10/15/2055 | 1,193 | 1,209 | ||||||
| 5.850%, 11/01/2064 | 382 | 363 | ||||||
| 5.700%, 11/01/2054 | 2,055 | 1,936 | ||||||
| 5.400%, 10/15/2035 | 9,577 | 9,778 | ||||||
| Petroleos Mexicanos MTN | ||||||||
| 6.750%, 09/21/2047 | 809 | 673 | ||||||
| Saudi Arabian Oil | ||||||||
| 6.375%, 06/02/2055 (C) | 3,050 | 3,214 | ||||||
| Shell Finance US | ||||||||
| 4.000%, 05/10/2046 | 170 | 141 | ||||||
| 2.750%, 04/06/2030 | 660 | 631 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 1,455 | 1,189 | ||||||
| Spectra Energy Partners LP | ||||||||
| 3.375%, 10/15/2026 | 140 | 140 | ||||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 2,200 | 2,611 | ||||||
| TotalEnergies Capital USA LLC | ||||||||
| 4.857%, 01/13/2036 | 2,056 | 2,078 | ||||||
| 4.569%, 01/13/2033 | 817 | 827 | ||||||
| TransCanada PipeLines | ||||||||
| 5.850%, 03/15/2036 | 117 | 125 | ||||||
| 4.625%, 03/01/2034 | 4,705 | 4,678 | ||||||
| Williams | ||||||||
| 7.750%, 06/15/2031 | 339 | 390 | ||||||
| 7.500%, 01/15/2031 | 9 | 10 | ||||||
| 4.900%, 01/15/2045 | 570 | 520 | ||||||
| 3.750%, 06/15/2027 | 410 | 409 | ||||||
| 107,791 | ||||||||
| Financials — 7.2% | ||||||||
| AIB Group PLC MTN | ||||||||
| 5.871%, SOFRINDX + 1.910%, 03/28/2035 (A)(C) | 2,645 | 2,819 | ||||||
| American Express | ||||||||
| 5.667%, SOFRRATE + 1.790%, 04/25/2036 (A) | 2,695 | 2,854 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.389%, SOFRRATE + 0.970%, 07/28/2027 (A) | $ | 11,465 | $ | 11,526 | ||||
| 4.918%, SOFRRATE + 1.220%, 07/20/2033 (A) | 1,505 | 1,542 | ||||||
| 4.456%, SOFRRATE + 0.867%, 02/10/2032 (A) | 2,547 | 2,572 | ||||||
| American International Group | ||||||||
| 5.450%, 05/07/2035 | 290 | 302 | ||||||
| Ares Management | ||||||||
| 5.600%, 10/11/2054 | 1,390 | 1,263 | ||||||
| Atlas Warehouse Lending | ||||||||
| 4.625%, 11/15/2028 (C) | 5,250 | 5,250 | ||||||
| Avolon Holdings Funding | ||||||||
| 6.375%, 05/04/2028 (C) | 1,410 | 1,469 | ||||||
| 5.750%, 03/01/2029 (C) | 1,410 | 1,467 | ||||||
| 5.750%, 11/15/2029 (C) | 5,125 | 5,356 | ||||||
| 5.375%, 05/30/2030 (C) | 3,880 | 4,013 | ||||||
| 3.250%, 02/15/2027 (C) | 400 | 396 | ||||||
| 2.528%, 11/18/2027 (C) | 471 | 459 | ||||||
| Bain Capital Specialty Finance | ||||||||
| 5.950%, 03/01/2031 | 1,668 | 1,626 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 5.127%, 03/03/2036 | 2,800 | 2,784 | ||||||
| Bank of America | ||||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (A) | 11,860 | 12,429 | ||||||
| 5.288%, SOFR + 1.910%, 04/25/2034 (A) | 8,275 | 8,588 | ||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (A) | 3,970 | 3,929 | ||||||
| 2.687%, SOFRRATE + 1.320%, 04/22/2032 (A) | 510 | 472 | ||||||
| 2.592%, SOFR + 2.150%, 04/29/2031 (A) | 1,456 | 1,369 | ||||||
| 1.734%, SOFRRATE + 0.960%, 07/22/2027 (A) | 8,950 | 8,870 | ||||||
| 1.658%, SOFRRATE + 0.910%, 03/11/2027 (A) | 2,435 | 2,434 | ||||||
| Bank of America MTN | ||||||||
| 2.972%, SOFR + 1.330%, 02/04/2033 (A) | 1,885 | 1,742 | ||||||
| 2.884%, TSFR3M + 1.452%, 10/22/2030 (A) | 480 | 461 | ||||||
| 2.087%, SOFRRATE + 1.060%, 06/14/2029 (A) | 11,405 | 10,930 | ||||||
| Bank of Montreal MTN | ||||||||
| 4.439%, SOFRRATE + 0.970%, 01/14/2032 (A) | 2,659 | 2,676 | ||||||
| Bank of New York Mellon | ||||||||
| 4.026%, SOFRRATE + 0.634%, 01/22/2030 (A) | 2,224 | 2,228 | ||||||
| Bank of New York Mellon MTN | ||||||||
| 4.942%, SOFRRATE + 0.887%, 02/11/2031 (A) | 481 | 496 | ||||||
| SEI Institutional Investments Trust | 199 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of Nova Scotia | ||||||||
| 4.247%, SOFRRATE + 0.730%, 02/02/2030 (A) | $ | 1,925 | $ | 1,935 | ||||
| Barclays | ||||||||
| 5.207%, SOFRRATE + 1.506%, 02/24/2037 (A) | 2,118 | 2,116 | ||||||
| 4.521%, SOFRRATE + 1.135%, 02/24/2032 (A) | 3,370 | 3,377 | ||||||
| Blackstone Reg Finance LLC | ||||||||
| 4.950%, 02/15/2036 | 1,013 | 1,004 | ||||||
| 4.300%, 11/03/2030 | 1,697 | 1,693 | ||||||
| BNP Paribas | ||||||||
| 4.916%, SOFRRATE + 1.294%, 01/15/2034 (A)(C) | 1,104 | 1,109 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 939 | 955 | ||||||
| 5.298%, 01/15/2036 | 1,607 | 1,599 | ||||||
| 4.653%, 11/15/2030 | 2,461 | 2,487 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 4.283%, SOFRINDX + 0.790%, 01/29/2030 (A) | 8,321 | 8,377 | ||||||
| Capital One Financial | ||||||||
| 4.722%, SOFRRATE + 1.150%, 01/30/2032 (A) | 4,290 | 4,320 | ||||||
| CBRE Services | ||||||||
| 5.500%, 06/15/2035 | 750 | 777 | ||||||
| 4.900%, 01/15/2033 | 2,412 | 2,442 | ||||||
| Charles Schwab | ||||||||
| 5.643%, SOFRRATE + 2.210%, 05/19/2029 (A) | 2,160 | 2,242 | ||||||
| 4.914%, SOFRRATE + 1.230%, 11/14/2036 (A) | 1,328 | 1,328 | ||||||
| 4.343%, SOFR + 0.940%, 11/14/2031 (A) | 2,438 | 2,454 | ||||||
| Chubb INA Holdings LLC MTN | ||||||||
| 5.000%, 03/15/2034 | 2,500 | 2,573 | ||||||
| CI Financial | ||||||||
| 3.200%, 12/17/2030 | 11,100 | 10,173 | ||||||
| Citibank | ||||||||
| 5.570%, 04/30/2034 | 7,815 | 8,310 | ||||||
| 4.914%, 05/29/2030 | 2,500 | 2,582 | ||||||
| Citigroup | ||||||||
| 8.125%, 07/15/2039 | 1,438 | 1,848 | ||||||
| 6.174%, SOFR + 2.661%, 05/25/2034 (A) | 1,040 | 1,110 | ||||||
| 5.300%, 05/06/2044 | 255 | 248 | ||||||
| 5.174%, SOFR + 1.364%, 02/13/2030 (A) | 12,485 | 12,864 | ||||||
| 4.600%, 03/09/2026 | 2,785 | 2,785 | ||||||
| 2.572%, SOFRRATE + 2.107%, 06/03/2031 (A) | 8,550 | 7,992 | ||||||
| 2.561%, SOFR + 1.167%, 05/01/2032 (A) | 12,544 | 11,482 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Citizens Bank | ||||||||
| 4.192%, SOFRRATE + 0.700%, 01/29/2029 (A) | $ | 3,510 | $ | 3,515 | ||||
| Constellation Insurance | ||||||||
| 6.800%, 01/24/2030 (C) | 1,775 | 1,807 | ||||||
| Deutsche Bank NY | ||||||||
| 6.819%, SOFRRATE + 2.510%, 11/20/2029 (A) | 1,445 | 1,539 | ||||||
| 4.999%, SOFRRATE + 1.700%, 09/11/2030 (A) | 1,695 | 1,732 | ||||||
| Farmers Exchange Capital | ||||||||
| 7.200%, 07/15/2048 (C) | 1,788 | 1,859 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) | 5,120 | 5,051 | ||||||
| Farmers Exchange Capital III | ||||||||
| 5.454%, TSFR3M + 3.716%, 10/15/2054 (A)(C) | 4,710 | 4,437 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(C) | 1,530 | 1,562 | ||||||
| FIBRA Prologis | ||||||||
| 5.625%, 01/14/2038 (C) | 1,503 | 1,519 | ||||||
| 5.500%, 11/26/2035 (C) | 1,468 | 1,488 | ||||||
| Fifth Third Bancorp | ||||||||
| 5.141%, SOFRRATE + 1.240%, 01/29/2037 (A) | 1,646 | 1,651 | ||||||
| 4.566%, SOFRRATE + 0.950%, 04/29/2032 (A) | 2,217 | 2,230 | ||||||
| Fiserv | ||||||||
| 5.625%, 08/21/2033 | 1,415 | 1,465 | ||||||
| 5.450%, 03/15/2034 | 1,795 | 1,830 | ||||||
| 5.250%, 08/11/2035 | 3,775 | 3,776 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 3,440 | 3,699 | ||||||
| Goldman Sachs Group | ||||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (A) | 990 | 985 | ||||||
| 5.536%, SOFR + 1.380%, 01/28/2036 (A) | 5,435 | 5,684 | ||||||
| 5.387%, H15T5Y + 1.180%, 02/02/2041 (A) | 1,446 | 1,435 | ||||||
| 5.330%, SOFRRATE + 1.550%, 07/23/2035 (A) | 2,938 | 3,033 | ||||||
| 5.218%, SOFRRATE + 1.580%, 04/23/2031 (A) | 4,848 | 5,019 | ||||||
| 5.207%, SOFRRATE + 1.078%, 01/28/2031 (A) | 3,778 | 3,915 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (A) | 10,483 | 10,557 | ||||||
| 5.049%, SOFRRATE + 1.210%, 07/23/2030 (A) | 1,477 | 1,515 | ||||||
| 5.016%, SOFRRATE + 1.420%, 10/23/2035 (A) | 1,545 | 1,561 | ||||||
| 200 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (A) | $ | 6,536 | $ | 6,513 | ||||
| 4.516%, SOFRRATE + 0.960%, 01/21/2032 (A) | 3,968 | 3,992 | ||||||
| 4.369%, SOFRRATE + 1.060%, 10/21/2031 (A) | 4,107 | 4,110 | ||||||
| 4.153%, SOFRRATE + 0.900%, 10/21/2029 (A) | 6,106 | 6,108 | ||||||
| 4.148%, SOFR + 0.710%, 01/21/2029 (A) | 9,779 | 9,783 | ||||||
| 2.908%, SOFR + 1.472%, 07/21/2042 (A) | 280 | 207 | ||||||
| 2.650%, SOFR + 1.264%, 10/21/2032 (A) | 4,015 | 3,656 | ||||||
| 2.615%, SOFRRATE + 1.281%, 04/22/2032 (A) | 2,000 | 1,837 | ||||||
| 2.383%, SOFR + 1.248%, 07/21/2032 (A) | 14,310 | 12,907 | ||||||
| 1.542%, SOFRRATE + 0.818%, 09/10/2027 (A) | 5,805 | 5,729 | ||||||
| 1.431%, SOFRRATE + 0.798%, 03/09/2027 (A) | 9,465 | 9,459 | ||||||
| Guardian Life Global Funding | ||||||||
| 4.798%, 04/28/2030 (C) | 7,755 | 7,954 | ||||||
| Guardian Life Global Funding MTN | ||||||||
| 4.179%, 09/26/2029 (C) | 4,400 | 4,422 | ||||||
| HSBC Holdings PLC | ||||||||
| 5.887%, SOFRRATE + 1.570%, 08/14/2027 (A) | 1,480 | 1,493 | ||||||
| 5.733%, SOFRRATE + 1.520%, 05/17/2032 (A) | 8,250 | 8,747 | ||||||
| 5.286%, SOFRRATE + 1.290%, 11/19/2030 (A) | 5,735 | 5,945 | ||||||
| 4.583%, TSFR3M + 1.796%, 06/19/2029 (A) | 660 | 667 | ||||||
| 2.357%, SOFRRATE + 1.947%, 08/18/2031 (A) | 410 | 377 | ||||||
| Intercontinental Exchange | ||||||||
| 5.250%, 06/15/2031 | 1,695 | 1,782 | ||||||
| Jackson Financial | ||||||||
| 3.125%, 11/23/2031 | 6,200 | 5,648 | ||||||
| Jefferies Financial Group | ||||||||
| 5.500%, 02/15/2036 | 1,238 | 1,218 | ||||||
| JPMorgan Chase | ||||||||
| 8.750%, 09/01/2030 | 1,725 | 2,037 | ||||||
| 5.766%, SOFRRATE + 1.490%, 04/22/2035 (A) | 15,800 | 16,924 | ||||||
| 5.572%, SOFRRATE + 1.680%, 04/22/2036 (A) | 6,110 | 6,461 | ||||||
| 5.502%, SOFRRATE + 1.315%, 01/24/2036 (A) | 2,140 | 2,251 | ||||||
| 5.299%, SOFRRATE + 1.450%, 07/24/2029 (A) | 6,325 | 6,510 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.810%, SOFR + 1.190%, 10/22/2036 (A) | $ | 6,490 | $ | 6,478 | ||||
| 2.947%, SOFRRATE + 1.170%, 02/24/2028 (A) | 1,470 | 1,455 | ||||||
| 2.739%, TSFR3M + 1.510%, 10/15/2030 (A) | 1,640 | 1,568 | ||||||
| 2.580%, TSFR3M + 1.250%, 04/22/2032 (A) | 1,212 | 1,119 | ||||||
| 2.545%, SOFRRATE + 1.180%, 11/08/2032 (A) | 690 | 628 | ||||||
| 2.182%, SOFRRATE + 1.890%, 06/01/2028 (A) | 1,775 | 1,736 | ||||||
| 1.953%, SOFRRATE + 1.065%, 02/04/2032 (A) | 2,645 | 2,374 | ||||||
| 1.578%, SOFRRATE + 0.885%, 04/22/2027 (A) | 5,945 | 5,924 | ||||||
| 1.470%, SOFRRATE + 0.765%, 09/22/2027 (A) | 6,685 | 6,591 | ||||||
| Lehman Brothers Holdings | ||||||||
| 6.500%, 12/31/2049 (G) | 4,040 | 2 | ||||||
| Lehman Brothers Holdings MTN | ||||||||
| 6.750%, 12/31/2049 (G) | 10,370 | – | ||||||
| Lehman Brothers Holdings Capital Trust VII MTN | ||||||||
| 5.857%, US0003M + 0.840%(G)(H) | 20,630 | – | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (A) | 2,924 | 2,954 | ||||||
| 4.425%, H15T1Y + 0.820%, 11/04/2031 (A) | 3,370 | 3,386 | ||||||
| 4.375%, 03/22/2028 | 680 | 686 | ||||||
| 4.241%, H15T1Y + 0.600%, 02/10/2030 (A) | 3,444 | 3,460 | ||||||
| Marsh & McLennan | ||||||||
| 5.750%, 11/01/2032 | 1,510 | 1,617 | ||||||
| 4.950%, 03/15/2036 | 3,505 | 3,536 | ||||||
| MassMutual Global Funding II MTN | ||||||||
| 5.050%, 08/26/2035 (C) | 3,128 | 3,171 | ||||||
| 4.950%, 01/10/2030 (C) | 4,500 | 4,630 | ||||||
| Mercury General | ||||||||
| 4.400%, 03/15/2027 | 1,720 | 1,719 | ||||||
| Metropolitan Life Global Funding I | ||||||||
| 3.000%, 09/19/2027 (C) | 1,275 | 1,260 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 5.188%, H15T1Y + 0.930%, 09/12/2036 (A) | 747 | 765 | ||||||
| 5.057%, H15T1Y + 0.900%, 01/14/2037 (A) | 2,671 | 2,703 | ||||||
| 4.505%, H15T1Y + 0.800%, 01/14/2032 (A) | 2,502 | 2,526 | ||||||
| Morgan Stanley | ||||||||
| 5.466%, SOFR + 1.730%, 01/18/2035 (A) | 2,960 | 3,098 | ||||||
| SEI Institutional Investments Trust | 201 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.449%, SOFRRATE + 1.630%, 07/20/2029 (A) | $ | 1,861 | $ | 1,919 | ||||
| 5.320%, SOFRRATE + 1.555%, 07/19/2035 (A) | 5,605 | 5,804 | ||||||
| 5.314%, H15T5Y + 1.170%, 01/18/2041 (A) | 987 | 982 | ||||||
| 5.073%, SOFRRATE + 1.184%, 01/30/2037 (A) | 2,970 | 2,995 | ||||||
| 4.493%, SOFR + 0.950%, 01/16/2032 (A) | 4,682 | 4,709 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (A) | 10,468 | 10,505 | ||||||
| 1.593%, SOFR + 0.879%, 05/04/2027 (A) | 1,520 | 1,514 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (A) | 7,720 | 8,250 | ||||||
| 5.656%, SOFR + 1.260%, 04/18/2030 (A) | 955 | 997 | ||||||
| 5.250%, SOFR + 1.870%, 04/21/2034 (A) | 9,735 | 10,086 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (A) | 1,443 | 1,436 | ||||||
| 4.133%, SOFRRATE + 0.913%, 10/18/2029 (A) | 5,237 | 5,245 | ||||||
| 2.511%, SOFRRATE + 1.200%, 10/20/2032 (A) | 2,950 | 2,674 | ||||||
| 2.475%, SOFR + 1.000%, 01/21/2028 (A) | 3,725 | 3,675 | ||||||
| 1.512%, SOFRRATE + 0.858%, 07/20/2027 (A) | 1,235 | 1,224 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.734%, SOFR + 1.080%, 07/18/2031 (A) | 18,164 | 18,496 | ||||||
| 4.466%, SOFRRATE + 0.770%, 07/06/2028 (A) | 2,810 | 2,828 | ||||||
| 4.465%, SOFRRATE + 1.020%, 11/19/2031 (A) | 11,638 | 11,710 | ||||||
| 4.213%, SOFRRATE + 0.762%, 02/08/2030 (A) | 5,646 | 5,673 | ||||||
| 4.204%, SOFRRATE + 0.780%, 11/17/2028 (A) | 4,783 | 4,801 | ||||||
| NatWest Group | ||||||||
| 5.908%, H15T1Y + 1.300%, 03/03/2047 (A) | 1,715 | 1,703 | ||||||
| Northwestern Mutual Global Funding | ||||||||
| 5.160%, 05/28/2031 (C) | 3,285 | 3,427 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 3.850%, 09/30/2047 (C) | 2,788 | 2,225 | ||||||
| Pacific Life Global Funding II | ||||||||
| 4.875%, 07/17/2032 (C) | 5,530 | 5,661 | ||||||
| PNC Bank | ||||||||
| 4.429%, SOFRRATE + 0.727%, 07/21/2028 (A) | 3,715 | 3,741 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PNC Financial Services Group | ||||||||
| 5.423%, H15T5Y + 1.170%, 01/25/2041 (A) | $ | 905 | $ | 915 | ||||
| 5.373%, SOFRRATE + 1.417%, 07/21/2036 (A) | 1,234 | 1,279 | ||||||
| 4.812%, SOFRRATE + 1.259%, 10/21/2032 (A) | 2,193 | 2,242 | ||||||
| 4.075%, SOFRRATE + 0.610%, 01/26/2029 (A) | 3,911 | 3,923 | ||||||
| Protective Life | ||||||||
| 5.350%, 12/15/2035 (C) | 1,452 | 1,474 | ||||||
| 4.700%, 01/15/2031 (C) | 2,394 | 2,417 | ||||||
| RLI | ||||||||
| 5.375%, 06/01/2036 | 1,475 | 1,473 | ||||||
| Royal Bank of Canada MTN | ||||||||
| 4.696%, SOFRRATE + 1.060%, 08/06/2031 (A) | 3,287 | 3,358 | ||||||
| Santander UK Group Holdings PLC | ||||||||
| 1.673%, SOFRRATE + 0.989%, 06/14/2027 (A) | 15 | 15 | ||||||
| Standard Chartered MTN | ||||||||
| 5.706%, H15T1Y + 1.100%, 03/05/2047 (A)(C) | 2,113 | 2,107 | ||||||
| 4.529%, H15T1Y + 0.950%, 06/05/2032 (A)(C) | 3,942 | 3,946 | ||||||
| State Street | ||||||||
| 5.146%, SOFRRATE + 1.217%, 02/28/2036 (A) | 2,295 | 2,364 | ||||||
| 4.784%, SOFRRATE + 1.215%, 10/23/2036 (A) | 934 | 933 | ||||||
| 4.729%, 02/28/2030 | 3,825 | 3,932 | ||||||
| Store Capital LLC | ||||||||
| 4.950%, 02/11/2031 (C) | 1,466 | 1,479 | ||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.046%, SOFRRATE + 1.220%, 01/15/2037 (A) | 2,502 | 2,532 | ||||||
| 4.494%, SOFRRATE + 1.020%, 01/15/2032 (A) | 2,502 | 2,527 | ||||||
| Sumitomo Mitsui Trust Group | ||||||||
| 5.416%, SOFRRATE + 1.650%, 09/11/2036 (A)(C) | 2,311 | 2,350 | ||||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 6.850%, 12/16/2039 (C) | 148 | 172 | ||||||
| 4.900%, 09/15/2044 (C) | 600 | 555 | ||||||
| 4.270%, 05/15/2047 (C) | 175 | 147 | ||||||
| 3.300%, 05/15/2050 (C) | 2,360 | 1,641 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.928%, 10/15/2035 | 2,431 | 2,451 | ||||||
| TPG Operating Group II | ||||||||
| 4.875%, 05/15/2031 | 1,805 | 1,813 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFRRATE + 0.662%, 01/27/2029 (A) | 8,466 | 8,486 | ||||||
| 202 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Truist Financial MTN | ||||||||
| 4.597%, SOFR + 0.965%, 01/27/2032 (A) | $ | 3,277 | $ | 3,312 | ||||
| UBS Group | ||||||||
| 5.199%, SOFRRATE + 1.340%, 08/10/2037 (A)(C) | 2,104 | 2,123 | ||||||
| UBS Group MTN | ||||||||
| 5.528%, SOFRRATE + 1.490%, 05/06/2047 (A)(C) | 2,314 | 2,315 | ||||||
| 5.010%, SOFRRATE + 1.340%, 03/23/2037 (A)(C) | 450 | 449 | ||||||
| 4.588%, SOFRRATE + 1.050%, 08/10/2032 (A)(C) | 4,173 | 4,190 | ||||||
| US Bancorp | ||||||||
| 5.033%, SOFRRATE + 1.101%, 01/26/2037 (A) | 2,784 | 2,814 | ||||||
| 4.839%, SOFRRATE + 1.600%, 02/01/2034 (A) | 1,655 | 1,679 | ||||||
| 4.481%, SOFRRATE + 0.867%, 01/26/2032 (A) | 3,599 | 3,639 | ||||||
| Voya Financial | ||||||||
| 5.050%, 03/02/2036 | 3,585 | 3,544 | ||||||
| Wells Fargo | ||||||||
| 5.499%, SOFR + 1.780%, 01/23/2035 (A) | 1,385 | 1,451 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (A) | 3,915 | 3,876 | ||||||
| 5.389%, SOFR + 2.020%, 04/24/2034 (A) | 3,665 | 3,819 | ||||||
| 5.244%, SOFR + 1.110%, 01/24/2031 (A) | 810 | 840 | ||||||
| 5.211%, SOFRRATE + 1.380%, 12/03/2035 (A) | 695 | 714 | ||||||
| 5.150%, SOFRRATE + 1.500%, 04/23/2031 (A) | 670 | 694 | ||||||
| 4.970%, SOFR + 1.370%, 04/23/2029 (A) | 4,695 | 4,787 | ||||||
| 4.960%, SOFR + 1.100%, 01/23/2037 (A) | 2,475 | 2,484 | ||||||
| 4.182%, SOFR + 0.740%, 01/23/2030 (A) | 5,525 | 5,544 | ||||||
| Wells Fargo MTN | ||||||||
| 5.557%, SOFR + 1.990%, 07/25/2034 (A) | 5,270 | 5,545 | ||||||
| 4.897%, SOFRRATE + 2.100%, 07/25/2033 (A) | 1,392 | 1,420 | ||||||
| 4.650%, 11/04/2044 | 500 | 439 | ||||||
| 3.584%, TSFR3M + 1.572%, 05/22/2028 (A) | 5,205 | 5,177 | ||||||
| 2.572%, TSFR3M + 1.262%, 02/11/2031 (A) | 149 | 140 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (A) | 2,610 | 2,559 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Willis North America | ||||||||
| 4.550%, 03/15/2031 | $ | 4,655 | $ | 4,658 | ||||
| 720,514 | ||||||||
| Health Care — 2.3% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 1,685 | 1,686 | ||||||
| 5.500%, 03/15/2056 | 1,680 | 1,686 | ||||||
| 4.650%, 03/15/2036 | 1,674 | 1,674 | ||||||
| 4.000%, 03/15/2031 | 2,267 | 2,265 | ||||||
| AbbVie | ||||||||
| 5.550%, 03/15/2056 | 461 | 464 | ||||||
| 5.500%, 03/15/2064 | 565 | 556 | ||||||
| 5.400%, 03/15/2054 | 1,410 | 1,385 | ||||||
| 5.200%, 03/15/2035 | 1,102 | 1,150 | ||||||
| 5.050%, 03/15/2034 | 1,353 | 1,405 | ||||||
| 4.875%, 03/15/2030 | 978 | 1,011 | ||||||
| 4.800%, 03/15/2027 | 2,378 | 2,400 | ||||||
| 4.750%, 03/15/2036 | 5,613 | 5,643 | ||||||
| 4.500%, 05/14/2035 | 2,435 | 2,412 | ||||||
| 4.450%, 05/14/2046 | 416 | 368 | ||||||
| 4.400%, 03/15/2033 | 3,350 | 3,364 | ||||||
| 4.250%, 11/21/2049 | 3,459 | 2,910 | ||||||
| 4.125%, 03/15/2031 | 3,733 | 3,745 | ||||||
| 4.050%, 11/21/2039 | 967 | 875 | ||||||
| 3.200%, 11/21/2029 | 3,506 | 3,425 | ||||||
| Amgen | ||||||||
| 6.375%, 06/01/2037 | 2,275 | 2,563 | ||||||
| 5.650%, 03/02/2053 | 2,540 | 2,536 | ||||||
| 5.650%, 02/19/2056 | 1,880 | 1,876 | ||||||
| 5.600%, 03/02/2043 | 1,332 | 1,361 | ||||||
| 5.500%, 02/19/2046 | 503 | 501 | ||||||
| 4.850%, 02/19/2036 | 12,830 | 12,900 | ||||||
| 4.400%, 05/01/2045 | 900 | 788 | ||||||
| 4.200%, 02/19/2031 | 1,477 | 1,481 | ||||||
| 2.000%, 01/15/2032 | 2,710 | 2,394 | ||||||
| Astrazeneca Finance LLC | ||||||||
| 4.600%, 03/02/2036 | 1,675 | 1,677 | ||||||
| 4.300%, 03/02/2033 | 1,256 | 1,259 | ||||||
| 4.000%, 03/02/2031 | 1,968 | 1,969 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (C) | 2,103 | 1,804 | ||||||
| 4.625%, 06/25/2038 (C) | 2,097 | 1,946 | ||||||
| 4.400%, 07/15/2044 (C) | 2,535 | 2,081 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.100%, 02/22/2031 | 540 | 565 | ||||||
| Centene | ||||||||
| 3.000%, 10/15/2030 | 3,956 | 3,563 | ||||||
| 2.625%, 08/01/2031 | 2,000 | 1,732 | ||||||
| Cigna Group | ||||||||
| 5.250%, 01/15/2036 | 4,480 | 4,601 | ||||||
| 4.900%, 12/15/2048 | 140 | 126 | ||||||
| 4.875%, 09/15/2032 | 3,535 | 3,616 | ||||||
| SEI Institutional Investments Trust | 203 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.375%, 10/15/2028 | $ | 1,260 | $ | 1,273 | ||||
| 3.400%, 03/15/2050 | 250 | 177 | ||||||
| 3.400%, 03/15/2051 | 1,050 | 740 | ||||||
| CommonSpirit Health | ||||||||
| 4.975%, 09/01/2035 | 4,950 | 4,976 | ||||||
| 4.350%, 11/01/2042 | 440 | 393 | ||||||
| CVS Health | ||||||||
| 5.875%, 06/01/2053 | 370 | 363 | ||||||
| 5.450%, 09/15/2035 | 1,194 | 1,233 | ||||||
| 5.300%, 06/01/2033 | 2,088 | 2,165 | ||||||
| 5.050%, 03/25/2048 | 15,631 | 13,938 | ||||||
| 4.780%, 03/25/2038 | 1,525 | 1,457 | ||||||
| 3.250%, 08/15/2029 | 1,720 | 1,674 | ||||||
| 1.875%, 02/28/2031 | 6,050 | 5,393 | ||||||
| Elevance Health | ||||||||
| 5.200%, 02/15/2035 | 550 | 565 | ||||||
| 5.000%, 01/15/2036 | 4,060 | 4,083 | ||||||
| 3.650%, 12/01/2027 | 330 | 329 | ||||||
| Eli Lilly | ||||||||
| 5.050%, 08/14/2054 | 207 | 196 | ||||||
| 4.700%, 02/09/2034 | 900 | 921 | ||||||
| 4.600%, 08/14/2034 | 1,699 | 1,725 | ||||||
| 4.250%, 03/15/2031 | 2,873 | 2,914 | ||||||
| GE HealthCare Technologies | ||||||||
| 5.500%, 06/15/2035 | 1,235 | 1,293 | ||||||
| Gilead Sciences | ||||||||
| 4.000%, 09/01/2036 | 933 | 880 | ||||||
| 2.600%, 10/01/2040 | 3,890 | 2,914 | ||||||
| HCA | ||||||||
| 5.900%, 06/01/2053 | 713 | 702 | ||||||
| 5.250%, 06/15/2026 | 2,015 | 2,016 | ||||||
| 5.250%, 06/15/2049 | 1,187 | 1,088 | ||||||
| 4.600%, 11/15/2032 | 2,205 | 2,209 | ||||||
| 3.500%, 09/01/2030 | 6,920 | 6,704 | ||||||
| 3.500%, 07/15/2051 | 6,235 | 4,304 | ||||||
| 2.375%, 07/15/2031 | 4,015 | 3,626 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.200%, 06/15/2029 (C) | 5,100 | 5,245 | ||||||
| Humana | ||||||||
| 4.950%, 10/01/2044 | 200 | 174 | ||||||
| 4.800%, 03/15/2047 | 50 | 42 | ||||||
| 3.700%, 03/23/2029 | 6,150 | 6,047 | ||||||
| 2.150%, 02/03/2032 | 250 | 218 | ||||||
| Johnson & Johnson | ||||||||
| 5.000%, 03/01/2035 | 2,580 | 2,716 | ||||||
| 3.625%, 03/03/2037 | 2,847 | 2,624 | ||||||
| Medline Borrower LP | ||||||||
| 3.875%, 04/01/2029 (C) | 6,245 | 6,142 | ||||||
| Merck | ||||||||
| 2.350%, 06/24/2040 | 797 | 585 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.855%, 11/15/2032 | 4,630 | 4,730 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Pfizer | ||||||||
| 4.875%, 11/15/2035 | $ | 3,756 | $ | 3,827 | ||||
| 4.200%, 11/15/2030 | 2,729 | 2,757 | ||||||
| 2.625%, 04/01/2030 | 720 | 685 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | 492 | 462 | ||||||
| 5.300%, 05/19/2053 | 481 | 460 | ||||||
| 4.750%, 05/19/2033 | 4,909 | 5,011 | ||||||
| Royalty Pharma PLC | ||||||||
| 5.200%, 09/25/2035 | 6,500 | 6,606 | ||||||
| 3.550%, 09/02/2050 | 2,200 | 1,559 | ||||||
| 3.300%, 09/02/2040 | 483 | 381 | ||||||
| 2.200%, 09/02/2030 | 963 | 884 | ||||||
| Thermo Fisher Scientific | ||||||||
| 4.902%, 02/12/2036 | 2,756 | 2,804 | ||||||
| 4.550%, 06/15/2033 | 1,174 | 1,187 | ||||||
| 4.215%, 02/12/2031 | 2,245 | 2,264 | ||||||
| UnitedHealth Group | ||||||||
| 5.875%, 02/15/2053 | 1,940 | 1,973 | ||||||
| 5.625%, 07/15/2054 | 5,276 | 5,205 | ||||||
| 5.500%, 07/15/2044 | 1,149 | 1,144 | ||||||
| 5.150%, 07/15/2034 | 4,880 | 5,043 | ||||||
| 3.050%, 05/15/2041 | 441 | 339 | ||||||
| 2.750%, 05/15/2040 | 2,390 | 1,804 | ||||||
| Universal Health Services | ||||||||
| 1.650%, 09/01/2026 | 1,260 | 1,243 | ||||||
| 234,175 | ||||||||
| Industrials — 1.8% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 6.450%, 04/15/2027 | 1,549 | 1,588 | ||||||
| 4.950%, 09/10/2034 | 10,415 | 10,442 | ||||||
| 3.300%, 01/30/2032 | 248 | 231 | ||||||
| 3.000%, 10/29/2028 | 14,093 | 13,710 | ||||||
| Air Lease | ||||||||
| 5.850%, 12/15/2027 | 1,325 | 1,365 | ||||||
| American Airlines Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
| 3.375%, 05/01/2027 | 64 | 63 | ||||||
| American Airlines Pass-Through Trust, Ser 2025-1, Cl A | ||||||||
| 4.900%, 05/11/2038 | 2,210 | 2,218 | ||||||
| BAE Systems PLC | ||||||||
| 5.250%, 03/26/2031 (C) | 3,615 | 3,787 | ||||||
| Berry Global | ||||||||
| 1.650%, 01/15/2027 | 1,785 | 1,751 | ||||||
| Boeing | ||||||||
| 6.858%, 05/01/2054 | 991 | 1,136 | ||||||
| 6.388%, 05/01/2031 | 2,800 | 3,060 | ||||||
| 6.298%, 05/01/2029 | 4,305 | 4,588 | ||||||
| 5.805%, 05/01/2050 | 1,659 | 1,666 | ||||||
| 204 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Booz Allen Hamilton | ||||||||
| 5.950%, 04/15/2035 | $ | 3,255 | $ | 3,302 | ||||
| Burlington Northern Santa Fe LLC | ||||||||
| 7.290%, 06/01/2036 | 200 | 244 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.375%, 08/16/2029 | 1,075 | 1,097 | ||||||
| Caterpillar Financial Services MTN | ||||||||
| 5.000%, 05/14/2027 | 2,860 | 2,905 | ||||||
| Cintas No. 2 | ||||||||
| 4.000%, 05/01/2032 | 1,124 | 1,115 | ||||||
| Crowley Conro LLC | ||||||||
| 4.181%, 08/15/2043 | 644 | 599 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 1,985 | 2,108 | ||||||
| Delta Air Lines | ||||||||
| 5.250%, 07/10/2030 | 4,301 | 4,435 | ||||||
| 4.950%, 07/10/2028 | 3,824 | 3,888 | ||||||
| Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA | ||||||||
| 2.000%, 06/10/2028 | 2,013 | 1,930 | ||||||
| Delta Air Lines/Skymiles | ||||||||
| 4.750%, 10/20/2028 (C) | 2,831 | 2,855 | ||||||
| Eaton Capital ULC | ||||||||
| 4.450%, 05/09/2030 | 1,167 | 1,186 | ||||||
| Embraer Netherlands Finance BV | ||||||||
| 5.980%, 02/11/2035 | 1,524 | 1,636 | ||||||
| 5.400%, 01/09/2038 | 1,419 | 1,421 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 1,866 | 1,851 | ||||||
| 4.875%, 02/04/2036 | 6,495 | 6,577 | ||||||
| General Electric | ||||||||
| 4.900%, 01/29/2036 | 2,616 | 2,683 | ||||||
| 4.300%, 07/29/2030 | 2,878 | 2,924 | ||||||
| General Electric MTN | ||||||||
| 4.394%, TSFR3M + 0.742%, 08/15/2036 (A) | 3,035 | 2,891 | ||||||
| Howmet Aerospace | ||||||||
| 4.850%, 10/15/2031 | 1,236 | 1,283 | ||||||
| 4.750%, 04/15/2036 | 1,258 | 1,262 | ||||||
| Huntington Ingalls Industries | ||||||||
| 5.749%, 01/15/2035 | 2,805 | 3,000 | ||||||
| Jacobs Solutions | ||||||||
| 4.750%, 03/03/2031 | 6,105 | 6,114 | ||||||
| JetBlue Pass-Through Trust, Ser 2019-1, Cl AA | ||||||||
| 2.750%, 05/15/2032 | 119 | 108 | ||||||
| John Deere Capital | ||||||||
| 4.650%, 01/07/2028 | 1,665 | 1,696 | ||||||
| 4.500%, 01/08/2027 | 2,364 | 2,379 | ||||||
| John Deere Capital MTN | ||||||||
| 5.150%, 09/08/2026 | 1,749 | 1,761 | ||||||
| 4.850%, 06/11/2029 | 301 | 311 | ||||||
| 4.150%, 09/15/2027 | 1,875 | 1,888 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Leidos | ||||||||
| 5.000%, 03/15/2036 | $ | 6,490 | $ | 6,475 | ||||
| Lockheed Martin | ||||||||
| 4.500%, 05/15/2036 | 685 | 683 | ||||||
| Norfolk Southern | ||||||||
| 5.100%, 05/01/2035 | 1,643 | 1,698 | ||||||
| Northrop Grumman | ||||||||
| 5.250%, 07/15/2035 | 1,266 | 1,325 | ||||||
| 5.250%, 05/01/2050 | 3,620 | 3,496 | ||||||
| 4.650%, 07/15/2030 | 1,365 | 1,398 | ||||||
| 3.250%, 01/15/2028 | 480 | 475 | ||||||
| Otis Worldwide | ||||||||
| 3.112%, 02/15/2040 | 1,005 | 806 | ||||||
| Paychex | ||||||||
| 5.350%, 04/15/2032 | 2,720 | 2,790 | ||||||
| Raytheon Technologies | ||||||||
| 2.250%, 07/01/2030 | 680 | 634 | ||||||
| Republic Services | ||||||||
| 1.450%, 02/15/2031 | 705 | 622 | ||||||
| Rollins | ||||||||
| 5.250%, 02/24/2035 | 4,055 | 4,168 | ||||||
| Siemens Funding BV | ||||||||
| 5.800%, 05/28/2055 (C) | 1,181 | 1,248 | ||||||
| 5.200%, 05/28/2035 (C) | 3,518 | 3,687 | ||||||
| 4.600%, 05/28/2030 (C) | 2,132 | 2,184 | ||||||
| 4.350%, 05/26/2028 (C) | 3,112 | 3,153 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.700%, 07/25/2033 (C) | 3,945 | 4,170 | ||||||
| Southwest Airlines | ||||||||
| 5.250%, 11/15/2035 | 2,861 | 2,838 | ||||||
| Uber Technologies | ||||||||
| 5.350%, 09/15/2054 | 1,102 | 1,051 | ||||||
| 4.800%, 09/15/2034 | 6,666 | 6,685 | ||||||
| 4.800%, 09/15/2035 | 1,651 | 1,644 | ||||||
| 4.150%, 01/15/2031 | 2,476 | 2,466 | ||||||
| Union Pacific | ||||||||
| 5.600%, 12/01/2054 | 714 | 723 | ||||||
| 2.150%, 02/05/2027 | 270 | 266 | ||||||
| United Airlines Holdings | ||||||||
| 5.375%, 03/01/2031 | 1,693 | 1,726 | ||||||
| 4.875%, 03/01/2029 | 3,431 | 3,456 | ||||||
| United Airlines Pass-Through Trust, | ||||||||
| Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 3,114 | 3,304 | ||||||
| Verisk Analytics | ||||||||
| 5.125%, 03/15/2036 | 2,951 | 2,947 | ||||||
| 4.450%, 03/15/2031 | 1,476 | 1,483 | ||||||
| Vertiv Holdings | ||||||||
| 4.850%, 03/15/2036 | 4,515 | 4,498 | ||||||
| 183,153 | ||||||||
| SEI Institutional Investments Trust | 205 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Information Technology — 1.7% | ||||||||
| Apple | ||||||||
| 3.950%, 08/08/2052 | $ | 1,799 | $ | 1,449 | ||||
| 2.650%, 05/11/2050 | 1,320 | 841 | ||||||
| 2.375%, 02/08/2041 | 684 | 502 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 2,500 | 2,402 | ||||||
| Broadcom | ||||||||
| 5.200%, 07/15/2035 | 1,020 | 1,054 | ||||||
| 5.150%, 11/15/2031 | 3,199 | 3,350 | ||||||
| 5.050%, 07/12/2029 | 3,429 | 3,548 | ||||||
| 4.926%, 05/15/2037 (C) | 8,724 | 8,726 | ||||||
| 4.900%, 07/15/2032 | 6,543 | 6,739 | ||||||
| 4.800%, 10/15/2034 | 4,657 | 4,709 | ||||||
| 4.600%, 07/15/2030 | 3,099 | 3,169 | ||||||
| 4.550%, 02/15/2032 | 2,383 | 2,415 | ||||||
| 4.150%, 11/15/2030 | 842 | 845 | ||||||
| 3.419%, 04/15/2033 | 744 | 697 | ||||||
| 3.137%, 11/15/2035 (C) | 2,520 | 2,203 | ||||||
| Cadence Design Systems | ||||||||
| 4.300%, 09/10/2029 | 3,976 | 4,016 | ||||||
| 4.200%, 09/10/2027 | 790 | 794 | ||||||
| Cisco Systems | ||||||||
| 5.500%, 02/24/2055 | 478 | 481 | ||||||
| 5.050%, 02/26/2034 | 2,015 | 2,091 | ||||||
| Constellation Software | ||||||||
| 5.158%, 02/16/2029 (C) | 3,000 | 3,049 | ||||||
| Dell International LLC | ||||||||
| 5.000%, 04/01/2030 | 4,050 | 4,165 | ||||||
| 4.500%, 02/15/2031 | 4,700 | 4,723 | ||||||
| Flex | ||||||||
| 5.375%, 11/13/2035 | 1,406 | 1,421 | ||||||
| 5.250%, 01/15/2032 | 656 | 674 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (C) | 534 | 578 | ||||||
| 6.100%, 01/25/2036 (C) | 6,645 | 7,094 | ||||||
| 5.900%, 01/25/2033 (C) | 2,466 | 2,613 | ||||||
| 5.500%, 01/25/2031 (C) | 898 | 937 | ||||||
| Intel | ||||||||
| 5.900%, 02/10/2063 | 687 | 661 | ||||||
| 5.625%, 02/10/2043 | 539 | 528 | ||||||
| 4.900%, 08/05/2052 | 325 | 274 | ||||||
| 3.734%, 12/08/2047 | 1,317 | 954 | ||||||
| 3.250%, 11/15/2049 | 6,558 | 4,294 | ||||||
| 2.800%, 08/12/2041 | 808 | 575 | ||||||
| 2.000%, 08/12/2031 | 1,580 | 1,400 | ||||||
| Jabil | ||||||||
| 4.750%, 02/01/2033 | 1,160 | 1,156 | ||||||
| 4.200%, 02/01/2029 | 1,160 | 1,162 | ||||||
| Microsoft | ||||||||
| 3.450%, 08/08/2036 | 24 | 22 | ||||||
| 3.300%, 02/06/2027 | 720 | 718 | ||||||
| 2.921%, 03/17/2052 | 200 | 133 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | $ | 827 | $ | 792 | ||||
| 6.700%, 02/04/2056 | 7,966 | 7,725 | ||||||
| 6.550%, 02/04/2046 | 1,900 | 1,851 | ||||||
| 6.000%, 08/03/2055 | 721 | 635 | ||||||
| 5.950%, 09/26/2055 | 1,270 | 1,118 | ||||||
| 5.875%, 09/26/2045 | 1,907 | 1,728 | ||||||
| 5.700%, 02/04/2036 | 2,176 | 2,177 | ||||||
| 5.550%, 02/06/2053 | 985 | 819 | ||||||
| 5.375%, 09/27/2054 | 3,807 | 3,082 | ||||||
| 5.350%, 05/04/2033 | 2,176 | 2,183 | ||||||
| 5.200%, 09/26/2035 | 7,676 | 7,418 | ||||||
| 4.950%, 02/04/2031 | 2,176 | 2,172 | ||||||
| 4.800%, 08/03/2028 | 560 | 566 | ||||||
| 4.800%, 09/26/2032 | 9,804 | 9,580 | ||||||
| 4.650%, 05/06/2030 | 610 | 609 | ||||||
| 4.550%, 02/04/2029 | 2,354 | 2,358 | ||||||
| 4.450%, 09/26/2030 | 6,415 | 6,292 | ||||||
| 4.375%, 05/15/2055 | 2,650 | 1,832 | ||||||
| 4.000%, 07/15/2046 | 1,631 | 1,138 | ||||||
| 3.900%, 05/15/2035 | 5,500 | 4,826 | ||||||
| 3.800%, 11/15/2037 | 11,240 | 9,244 | ||||||
| 3.600%, 04/01/2040 | 1,114 | 842 | ||||||
| 3.600%, 04/01/2050 | 4,151 | 2,597 | ||||||
| 2.950%, 04/01/2030 | 925 | 861 | ||||||
| 2.875%, 03/25/2031 | 1,860 | 1,690 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 1,153 | 1,153 | ||||||
| 5.150%, 04/01/2035 | 1,445 | 1,480 | ||||||
| 5.000%, 04/01/2032 | 1,640 | 1,691 | ||||||
| 4.850%, 04/01/2030 | 2,050 | 2,099 | ||||||
| 4.650%, 04/01/2028 | 1,433 | 1,451 | ||||||
| TSMC Global | ||||||||
| 1.375%, 09/28/2030 (C) | 2,800 | 2,504 | ||||||
| 171,675 | ||||||||
| Materials — 0.2% | ||||||||
| Amcor Finance USA | ||||||||
| 3.625%, 04/28/2026 | 3,000 | 2,997 | ||||||
| Amcor Flexibles North America | ||||||||
| 5.500%, 03/17/2035 | 2,730 | 2,875 | ||||||
| Anglo American Capital PLC | ||||||||
| 5.750%, 04/05/2034 (C) | 4,705 | 4,997 | ||||||
| Berry Global | ||||||||
| 5.650%, 01/15/2034 | 1,010 | 1,067 | ||||||
| 4.875%, 07/15/2026 (C) | 1,522 | 1,522 | ||||||
| Eagle Materials | ||||||||
| 5.000%, 03/15/2036 | 1,394 | 1,381 | ||||||
| Eastman Chemical | ||||||||
| 4.500%, 02/20/2031 | 2,461 | 2,461 | ||||||
| 206 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| International Flavors & Fragrances | ||||||||
| 2.300%, 11/01/2030 (C) | $ | 6,675 | $ | 6,087 | ||||
| 23,387 | ||||||||
| Real Estate — 0.8% | ||||||||
| Agree LP | ||||||||
| 5.600%, 06/15/2035 | 1,436 | 1,516 | ||||||
| 4.800%, 10/01/2032 | 882 | 898 | ||||||
| 2.600%, 06/15/2033 | 400 | 349 | ||||||
| American Assets Trust LP | ||||||||
| 3.375%, 02/01/2031 | 2,580 | 2,376 | ||||||
| American Homes 4 Rent LP | ||||||||
| 5.500%, 07/15/2034 | 964 | 995 | ||||||
| 5.250%, 03/15/2035 | 411 | 415 | ||||||
| 4.950%, 06/15/2030 | 1,236 | 1,261 | ||||||
| 4.300%, 04/15/2052 | 725 | 575 | ||||||
| 3.625%, 04/15/2032 | 1,618 | 1,536 | ||||||
| 2.375%, 07/15/2031 | 2,320 | 2,091 | ||||||
| American Tower | ||||||||
| 5.550%, 07/15/2033 | 720 | 760 | ||||||
| 4.900%, 03/15/2030 | 1,155 | 1,187 | ||||||
| 2.700%, 04/15/2031 | 3,940 | 3,659 | ||||||
| 1.875%, 10/15/2030 | 2,410 | 2,176 | ||||||
| AvalonBay Communities MTN | ||||||||
| 2.450%, 01/15/2031 | 2,580 | 2,391 | ||||||
| Brixmor Operating Partnership LP | ||||||||
| 4.850%, 02/15/2033 | 658 | 664 | ||||||
| 2.500%, 08/16/2031 | 1,548 | 1,407 | ||||||
| Crown Castle | ||||||||
| 2.100%, 04/01/2031 | 6,103 | 5,445 | ||||||
| Equinix | ||||||||
| 3.900%, 04/15/2032 | 2,380 | 2,305 | ||||||
| Equinix Europe 2 Financing LLC | ||||||||
| 4.600%, 11/15/2030 | 1,900 | 1,923 | ||||||
| Essex Portfolio LP | ||||||||
| 2.550%, 06/15/2031 | 835 | 765 | ||||||
| Extra Space Storage LP | ||||||||
| 3.900%, 04/01/2029 | 1,153 | 1,147 | ||||||
| 2.400%, 10/15/2031 | 130 | 117 | ||||||
| 2.200%, 10/15/2030 | 542 | 495 | ||||||
| GLP Capital LP / GLP Financing II | ||||||||
| 5.750%, 06/01/2028 | 1,250 | 1,281 | ||||||
| 5.300%, 01/15/2029 | 545 | 556 | ||||||
| 4.000%, 01/15/2031 | 1,085 | 1,046 | ||||||
| Healthcare Realty Holdings LP | ||||||||
| 3.625%, 01/15/2028 | 195 | 193 | ||||||
| 3.500%, 08/01/2026 | 1,010 | 1,006 | ||||||
| Hudson Pacific Properties LP | ||||||||
| 4.650%, 04/01/2029 | 2,051 | 1,826 | ||||||
| 3.250%, 01/15/2030 | 28 | 23 | ||||||
| Invitation Homes Operating Partnership LP | ||||||||
| 4.950%, 01/15/2033 | 790 | 796 | ||||||
| 4.150%, 04/15/2032 | 1,611 | 1,568 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.000%, 08/15/2031 | $ | 646 | $ | 569 | ||||
| Kimco Realty OP LLC | ||||||||
| 5.300%, 02/01/2036 | 1,480 | 1,539 | ||||||
| 4.850%, 03/01/2035 | 1,251 | 1,265 | ||||||
| LXP Industrial Trust | ||||||||
| 6.750%, 11/15/2028 | 135 | 143 | ||||||
| Prologis Targeted US Logistics Fund LP | ||||||||
| 4.625%, 03/15/2033 (C) | 7,595 | 7,580 | ||||||
| Realty Income | ||||||||
| 5.125%, 04/15/2035 | 1,160 | 1,193 | ||||||
| 4.500%, 02/01/2033 | 1,220 | 1,223 | ||||||
| 2.850%, 12/15/2032 | 1,138 | 1,037 | ||||||
| 2.100%, 03/15/2028 | 908 | 876 | ||||||
| Regency Centers LP | ||||||||
| 5.250%, 01/15/2034 | 1,900 | 1,973 | ||||||
| 5.000%, 07/15/2032 | 1,400 | 1,443 | ||||||
| 4.500%, 03/15/2033 | 985 | 985 | ||||||
| 2.950%, 09/15/2029 | 2,217 | 2,144 | ||||||
| Sabra Health Care LP | ||||||||
| 3.900%, 10/15/2029 | 4,255 | 4,191 | ||||||
| Scentre Group Trust 2 | ||||||||
| 5.125%, H15T5Y + 4.685%, | ||||||||
| 09/24/2080 (A)(C) | 6,355 | 6,442 | ||||||
| Simon Property Group | ||||||||
| 4.750%, 09/26/2034 | 2,250 | 2,265 | ||||||
| Store Capital LLC | ||||||||
| 2.750%, 11/18/2030 | 1,101 | 1,013 | ||||||
| 2.700%, 12/01/2031 | 563 | 503 | ||||||
| VICI Properties LP / VICI Note Co | ||||||||
| 4.125%, 08/15/2030 (C) | 1,570 | 1,533 | ||||||
| 3.875%, 02/15/2029 (C) | 575 | 567 | ||||||
| 83,232 | ||||||||
| Telecommunication Services — 0.1% | ||||||||
| Orange MTN | ||||||||
| 5.000%, 01/13/2036 (C) | 1,685 | 1,692 | ||||||
| 4.750%, 01/13/2033 (C) | 2,888 | 2,922 | ||||||
| 4.250%, 01/13/2031 (C) | 2,685 | 2,689 | ||||||
| 4.000%, 01/13/2029 (C) | 1,823 | 1,829 | ||||||
| 9,132 | ||||||||
| Utilities — 3.6% | ||||||||
| AEP Texas | ||||||||
| 5.850%, 10/15/2055 | 2,510 | 2,509 | ||||||
| Alliant Energy | ||||||||
| 5.750%, H15T5Y + 2.077%, 04/01/2056 (A) | 2,395 | 2,387 | ||||||
| American Electric Power | ||||||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (A) | 2,220 | 2,228 | ||||||
| 5.800%, H15T5Y + 2.128%, 03/15/2056 (A) | 4,470 | 4,492 | ||||||
| SEI Institutional Investments Trust | 207 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| American Transmission Systems | ||||||||
| 2.650%, 01/15/2032 (C) | $ | 584 | $ | 534 | ||||
| Appalachian Power | ||||||||
| 5.650%, 04/01/2034 | 461 | 487 | ||||||
| 4.500%, 03/01/2049 | 60 | 51 | ||||||
| 3.300%, 06/01/2027 | 3,000 | 2,971 | ||||||
| Arizona Public Service | ||||||||
| 5.900%, 08/15/2055 | 1,633 | 1,680 | ||||||
| Baltimore Gas and Electric | ||||||||
| 5.450%, 06/01/2035 | 1,647 | 1,728 | ||||||
| 2.250%, 06/15/2031 | 1,217 | 1,112 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 2.850%, 05/15/2051 | 3,845 | 2,428 | ||||||
| Boston Gas | ||||||||
| 5.843%, 01/10/2035 (C) | 2,500 | 2,680 | ||||||
| 4.487%, 02/15/2042 (C) | 140 | 123 | ||||||
| Brooklyn Union Gas | ||||||||
| 6.415%, 07/18/2054 (C) | 5,680 | 6,014 | ||||||
| CenterPoint Energy | ||||||||
| 5.950%, H15T5Y + 2.223%, 04/01/2056 (A) | 2,400 | 2,423 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.150%, 03/01/2034 | 6,000 | 6,217 | ||||||
| 4.950%, 08/15/2035 | 1,972 | 2,003 | ||||||
| 4.850%, 04/01/2036 | 1,748 | 1,754 | ||||||
| 3.600%, 03/01/2052 | 926 | 691 | ||||||
| Centerpoint Energy Restoration Bond III LLC | ||||||||
| 4.480%, 06/15/2035 | 4,800 | 4,839 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.672%, 10/20/2035 (C) | 6,400 | 6,644 | ||||||
| 5.580%, 10/20/2035 (C) | 1,110 | 1,147 | ||||||
| Chile Electricity Lux MPC SARL | ||||||||
| 6.010%, 01/20/2033 (C) | 1,522 | 1,600 | ||||||
| Consolidated Edison of New York | ||||||||
| 4.450%, 03/15/2044 | 3,500 | 3,097 | ||||||
| 3.700%, 11/15/2059 | 449 | 318 | ||||||
| 3.350%, 04/01/2030 | 260 | 254 | ||||||
| 3.200%, 12/01/2051 | 281 | 190 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 5.600%, 03/01/2028 | 2,410 | 2,486 | ||||||
| 3.900%, 01/08/2028 | 1,435 | 1,435 | ||||||
| Consumers Energy | ||||||||
| 5.050%, 05/15/2035 | 3,904 | 4,022 | ||||||
| 4.500%, 01/15/2031 | 2,461 | 2,511 | ||||||
| Consumers Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 898 | 905 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (A) | 3,170 | 3,227 | ||||||
| DTE Electric | ||||||||
| 3.650%, 03/01/2052 | 671 | 505 | ||||||
| 2.950%, 03/01/2050 | 1,464 | 987 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| DTE Energy | ||||||||
| 5.050%, 10/01/2035 | $ | 7,405 | $ | 7,473 | ||||
| Duke Energy | ||||||||
| 3.500%, 06/15/2051 | 777 | 540 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 5.350%, 01/15/2053 | 1,099 | 1,067 | ||||||
| 4.000%, 09/30/2042 | 257 | 219 | ||||||
| 3.550%, 03/15/2052 | 1,101 | 808 | ||||||
| 2.850%, 03/15/2032 | 1,557 | 1,442 | ||||||
| 2.550%, 04/15/2031 | 572 | 533 | ||||||
| Duke Energy Florida LLC | ||||||||
| 4.850%, 12/01/2035 | 1,301 | 1,311 | ||||||
| 4.200%, 12/01/2030 | 636 | 640 | ||||||
| 2.400%, 12/15/2031 | 1,213 | 1,110 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 2.750%, 04/01/2050 | 1,255 | 794 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.550%, 03/15/2055 | 1,530 | 1,526 | ||||||
| 5.050%, 03/15/2035 | 1,805 | 1,852 | ||||||
| 4.150%, 12/01/2044 | 1,750 | 1,492 | ||||||
| 3.700%, 10/15/2046 | 247 | 194 | ||||||
| 2.500%, 08/15/2050 | 1,228 | 734 | ||||||
| East Ohio Gas | ||||||||
| 2.000%, 06/15/2030 (C) | 2,365 | 2,161 | ||||||
| Entergy | ||||||||
| 6.100%, H15T5Y + 2.013%, 06/15/2056 (A) | 3,605 | 3,635 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.150%, 01/15/2033 | 1,881 | 1,958 | ||||||
| 2.650%, 06/15/2051 | 1,096 | 663 | ||||||
| Entergy Louisiana LLC | ||||||||
| 5.150%, 09/15/2034 | 2,095 | 2,167 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.800%, 04/15/2055 | 1,227 | 1,244 | ||||||
| Entergy Texas | ||||||||
| 5.250%, 04/15/2035 | 1,830 | 1,899 | ||||||
| 3.450%, 12/01/2027 | 1,625 | 1,609 | ||||||
| Evergy Missouri West | ||||||||
| 5.650%, 06/01/2034 (C) | 3,195 | 3,339 | ||||||
| Eversource Energy | ||||||||
| 5.950%, 02/01/2029 | 2,990 | 3,137 | ||||||
| 4.600%, 07/01/2027 | 1,125 | 1,133 | ||||||
| Exelon | ||||||||
| 4.950%, 03/15/2036 | 3,497 | 3,477 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 5.200%, 04/01/2028 (C) | 937 | 958 | ||||||
| 4.300%, 01/15/2029 (C) | 1,474 | 1,483 | ||||||
| 3.250%, 03/15/2028 (C) | 1,186 | 1,168 | ||||||
| FirstEnergy Transmission LLC | ||||||||
| 5.000%, 01/15/2035 | 4,460 | 4,522 | ||||||
| Florida Power & Light | ||||||||
| 5.700%, 03/15/2055 | 3,825 | 3,936 | ||||||
| 5.600%, 02/15/2066 | 1,355 | 1,347 | ||||||
| 208 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.300%, 06/15/2034 | $ | 3,005 | $ | 3,168 | ||||
| Interstate Power and Light | ||||||||
| 5.700%, 10/15/2033 | 4,335 | 4,607 | ||||||
| Jersey Central Power & Light | ||||||||
| 5.100%, 01/15/2035 | 1,116 | 1,146 | ||||||
| 4.400%, 01/15/2031 (C) | 2,217 | 2,230 | ||||||
| 4.150%, 01/15/2029 (C) | 1,292 | 1,297 | ||||||
| 2.750%, 03/01/2032 (C) | 1,338 | 1,223 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 1,770 | 1,821 | ||||||
| KeySpan Gas East | ||||||||
| 3.586%, 01/18/2052 (C) | 4,825 | 3,332 | ||||||
| 2.742%, 08/15/2026 (C) | 1,175 | 1,168 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.450%, 04/15/2033 | 5,295 | 5,596 | ||||||
| MidAmerican Energy | ||||||||
| 5.500%, 11/15/2056 | 1,042 | 1,039 | ||||||
| 2.700%, 08/01/2052 | 1,055 | 666 | ||||||
| Mississippi Power | ||||||||
| 4.250%, 03/15/2042 | 638 | 560 | ||||||
| 3.100%, 07/30/2051 | 1,503 | 1,019 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.450%, 03/15/2035 | 11,810 | 12,281 | ||||||
| Niagara Mohawk Power | ||||||||
| 4.647%, 10/03/2030 (C) | 2,630 | 2,671 | ||||||
| NiSource | ||||||||
| 5.750%, H15T5Y + 2.035%, | ||||||||
| 07/15/2056 (A) | 4,505 | 4,533 | ||||||
| 5.350%, 04/01/2034 | 7,880 | 8,225 | ||||||
| Northern States Power | ||||||||
| 5.650%, 06/15/2054 | 823 | 837 | ||||||
| 5.400%, 03/15/2054 | 759 | 747 | ||||||
| 5.050%, 05/15/2035 | 2,051 | 2,107 | ||||||
| Ohio Edison | ||||||||
| 4.950%, 12/15/2029 (C) | 1,235 | 1,269 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.800%, 04/01/2055 (C) | 2,435 | 2,502 | ||||||
| 5.350%, 04/01/2035 (C) | 4,730 | 4,926 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.100%, 01/15/2029 | 8,875 | 9,321 | ||||||
| 6.100%, 10/15/2055 | 1,309 | 1,312 | ||||||
| 5.200%, 05/01/2036 | 4,870 | 4,886 | ||||||
| 5.050%, 10/15/2032 | 2,041 | 2,080 | ||||||
| 5.000%, 06/04/2028 | 3,945 | 4,019 | ||||||
| 4.950%, 07/01/2050 | 4,960 | 4,294 | ||||||
| 4.200%, 06/01/2041 | 728 | 614 | ||||||
| 3.950%, 12/01/2047 | 2,869 | 2,184 | ||||||
| 3.500%, 08/01/2050 | 476 | 329 | ||||||
| 2.500%, 02/01/2031 | 4,380 | 4,005 | ||||||
| 2.100%, 08/01/2027 | 5,235 | 5,101 | ||||||
| PacifiCorp | ||||||||
| 2.900%, 06/15/2052 | 2,590 | 1,554 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | $ | 2,295 | $ | 2,322 | ||||
| 4.150%, 10/01/2044 | 1,985 | 1,696 | ||||||
| 2.850%, 09/15/2051 | 1,513 | 962 | ||||||
| Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN | ||||||||
| 5.450%, 02/03/2036 (C) | 1,530 | 1,530 | ||||||
| 4.750%, 02/03/2031 (C) | 2,487 | 2,485 | ||||||
| Piedmont Natural Gas | ||||||||
| 5.100%, 02/15/2035 | 2,745 | 2,812 | ||||||
| 2.500%, 03/15/2031 | 2,000 | 1,843 | ||||||
| PPL Capital Funding | ||||||||
| 5.250%, 09/01/2034 | 871 | 900 | ||||||
| Progress Energy | ||||||||
| 6.000%, 12/01/2039 | 310 | 332 | ||||||
| PSEG Power LLC | ||||||||
| 5.750%, 05/15/2035 (C) | 6,175 | 6,466 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.125%, 03/15/2053 | 1,390 | 1,316 | ||||||
| 2.700%, 05/01/2050 | 586 | 375 | ||||||
| 2.050%, 08/01/2050 | 348 | 191 | ||||||
| 1.900%, 08/15/2031 | 2,155 | 1,925 | ||||||
| Public Service of Colorado | ||||||||
| 5.150%, 09/15/2035 | 2,335 | 2,384 | ||||||
| Public Service of Oklahoma | ||||||||
| 5.450%, 01/15/2036 | 525 | 544 | ||||||
| 5.200%, 01/15/2035 | 10,048 | 10,262 | ||||||
| 3.150%, 08/15/2051 | 848 | 568 | ||||||
| RWE Finance US LLC | ||||||||
| 5.125%, 09/18/2035 (C) | 3,815 | 3,825 | ||||||
| Southern | ||||||||
| 3.750%, H15T5Y + 2.915%, | ||||||||
| 09/15/2051 (A) | 5,510 | 5,468 | ||||||
| Southern California Edison | ||||||||
| 4.125%, 03/01/2048 | 129 | 101 | ||||||
| Southern Gas Capital | ||||||||
| 4.950%, 09/15/2034 | 6,695 | 6,790 | ||||||
| 3.250%, 06/15/2026 | 1,550 | 1,547 | ||||||
| Southern Power | ||||||||
| 4.900%, 10/01/2035 | 3,490 | 3,477 | ||||||
| Southwestern Electric Power | ||||||||
| 2.750%, 10/01/2026 | 1,000 | 992 | ||||||
| 1.650%, 03/15/2026 | 2,200 | 2,198 | ||||||
| Southwestern Public Service | ||||||||
| 3.750%, 06/15/2049 | 2,000 | 1,524 | ||||||
| Trans-Allegheny Interstate Line | ||||||||
| 5.000%, 01/15/2031 (C) | 3,843 | 3,972 | ||||||
| Union Electric | ||||||||
| 5.200%, 04/01/2034 | 4,065 | 4,243 | ||||||
| Virginia Electric and Power | ||||||||
| 5.000%, 04/01/2033 | 3,204 | 3,293 | ||||||
| 5.000%, 01/15/2034 | 9,199 | 9,385 | ||||||
| 4.950%, 03/15/2036 | 2,858 | 2,853 | ||||||
| SEI Institutional Investments Trust | 209 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.650%, 08/15/2043 | $ | 2,000 | $ | 1,809 | ||||
| 2.950%, 11/15/2051 | 1,217 | 776 | ||||||
| Virginia Power Fuel Securitization LLC | ||||||||
| 5.088%, 05/01/2027 | 1,258 | 1,264 | ||||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (C) | 6,740 | 6,985 | ||||||
| 5.250%, 10/15/2035 (C) | 4,765 | 4,775 | ||||||
| 4.700%, 01/31/2031 (C) | 5,445 | 5,476 | ||||||
| Wisconsin Electric Power | ||||||||
| 4.150%, 10/15/2030 | 1,744 | 1,754 | ||||||
| 1.700%, 06/15/2028 | 670 | 640 | ||||||
| 360,979 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $2,336,486) ($ Thousands) | 2,343,749 | |||||||
| ASSET-BACKED SECURITIES — 7.4% | ||||||||
| Automotive — 2.2% | ||||||||
| Ally Auto Receivables Trust, Ser 2022-3, Cl A4 | ||||||||
| 5.070%, 10/16/2028 | 867 | 868 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 | ||||||||
| 4.830%, 03/15/2028 (C) | 328 | 328 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.900%, 09/17/2029 (C) | 650 | 657 | ||||||
| Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 | ||||||||
| 5.620%, 11/18/2027 | 132 | 132 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 | ||||||||
| 5.810%, 05/18/2028 | 845 | 850 | ||||||
| ARI Fleet Lease Trust, Ser 2023-A, Cl A3 5.330%, 02/17/2032 (C) | 1,861 | 1,871 | ||||||
| ARI Fleet Lease Trust, Ser 2024-A, Cl A2 | ||||||||
| 5.300%, 11/15/2032 (C) | 395 | 397 | ||||||
| AutoNation Finance Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.620%, 11/13/2029 (C) | 1,750 | 1,765 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2024-2A, Cl C | ||||||||
| 6.180%, 10/20/2027 (C) | 2,700 | 2,716 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.430%, 06/26/2028 | 2,305 | 2,324 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 267 | 268 | ||||||
| BofA Auto Trust, Ser 2025-1A, Cl A2A | ||||||||
| 4.520%, 11/22/2027 (C) | 379 | 380 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| BofA Auto Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.350%, 11/20/2029 (C) | $ | 655 | $ | 660 | ||||
| Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 | ||||||||
| 3.660%, 05/17/2027 | 181 | 181 | ||||||
| Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A4 | ||||||||
| 3.920%, 02/18/2031 | 1,209 | 1,218 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.480%, 03/15/2030 | 4,083 | 4,130 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.350%, 07/15/2030 | 2,546 | 2,570 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A4 | ||||||||
| 4.470%, 01/15/2031 | 1,715 | 1,749 | ||||||
| Chase Auto Owner Trust, Ser 2022-AA, Cl A4 | ||||||||
| 3.990%, 03/27/2028 (C) | 850 | 850 | ||||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 4.130%, 09/15/2028 (C) | 2,000 | 2,000 | ||||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.150%, 03/15/2030 (C) | 770 | 772 | ||||||
| Credit Acceptance Auto Loan Trust, Ser 2025-1A, Cl C | ||||||||
| 5.710%, 07/16/2035 (C) | 3,975 | 4,058 | ||||||
| Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 | ||||||||
| 4.380%, 07/20/2029 (C) | 2 | 2 | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 | ||||||||
| 5.560%, 04/22/2030 (C) | 644 | 647 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | ||||||||
| 5.230%, 03/20/2030 (C) | 2,536 | 2,555 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-3, Cl A2 | ||||||||
| 5.310%, 04/20/2027 (C) | 597 | 599 | ||||||
| Enterprise Fleet Financing LLC, Ser 2025-1, Cl A3 | ||||||||
| 4.820%, 02/20/2029 (C) | 3,515 | 3,576 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 3.980%, 10/15/2029 (C) | 2,840 | 2,840 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.010%, 04/15/2031 (C) | 1,970 | 1,974 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-1, Cl A | ||||||||
| 4.860%, 08/15/2037 (C)(D) | 3,432 | 3,556 | ||||||
| 210 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Auto Owner Trust, Ser 2025-2, Cl A | ||||||||
| 4.370%, 02/15/2038 (C)(D) | $ | 1,334 | $ | 1,358 | ||||
| Ford Credit Auto Owner Trust, Ser 2026-1, Cl A | ||||||||
| 4.320%, 08/15/2038 (C)(D) | 8,289 | 8,424 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2023-1, Cl A1 | ||||||||
| 4.920%, 05/15/2028 (C) | 4,700 | 4,709 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2025-1, Cl A1 | ||||||||
| 4.630%, 04/15/2030 | 4,329 | 4,407 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.660%, 02/21/2028 | 4,355 | 4,387 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.550%, 07/20/2027 | 1,157 | 1,160 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.580%, 05/22/2028 | 2,360 | 2,380 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.170%, 08/21/2028 | 2,260 | 2,273 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A3 | ||||||||
| 3.840%, 02/18/2031 | 1,486 | 1,493 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A | ||||||||
| 4.980%, 12/11/2036 (C) | 3,975 | 4,110 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2025-1, Cl A | ||||||||
| 4.640%, 12/11/2037 (C) | 1,239 | 1,274 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2024-1A, Cl A1 | ||||||||
| 5.130%, 03/15/2029 (C) | 4,885 | 4,951 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2025-2A, Cl A | ||||||||
| 4.640%, 03/15/2030 (C) | 4,391 | 4,464 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2026-1, Cl A4 | ||||||||
| 3.860%, 05/21/2032 | 2,891 | 2,904 | ||||||
| Huntington Bank Auto Credit-Linked Notes, Ser 2024-2, Cl B1 | ||||||||
| 5.442%, 10/20/2032 (C) | 2,341 | 2,367 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.830%, 01/18/2028 (C) | 5,300 | 5,345 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.530%, 04/17/2028 (C) | 6,043 | 6,096 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.360%, 07/17/2028 (C) | 4,005 | 4,038 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 | ||||||||
| 2.350%, 04/17/2028 | $ | 78 | $ | 78 | ||||
| Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 | ||||||||
| 4.480%, 07/17/2028 | 1,525 | 1,528 | ||||||
| Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.480%, 04/17/2028 | 366 | 368 | ||||||
| Hyundai Auto Receivables Trust, Ser 2026-A, Cl A4 | ||||||||
| 3.900%, 12/15/2032 | 2,492 | 2,505 | ||||||
| LAD Auto Receivables Trust, Ser 2025-2A, Cl A3 | ||||||||
| 4.250%, 01/15/2030 (C) | 2,520 | 2,534 | ||||||
| LAD Auto Receivables Trust, Ser 2025-3A, Cl A2 | ||||||||
| 4.060%, 03/15/2029 (C) | 5,635 | 5,647 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.570%, 04/17/2028 | 1,465 | 1,472 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.610%, 04/16/2029 | 2,960 | 3,001 | ||||||
| Mercedes-Benz Auto Receivables Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.780%, 12/17/2029 | 1,878 | 1,903 | ||||||
| Nissan Auto Lease Trust 2026-A, Ser 2026-A, Cl A3 | ||||||||
| 3.870%, 03/15/2029 | 3,124 | 3,129 | ||||||
| OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 | ||||||||
| 6.230%, 06/15/2028 (C) | 670 | 673 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C | ||||||||
| 5.933%, 12/15/2033 (C) | 1,732 | 1,755 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3 | ||||||||
| 5.630%, 01/16/2029 | 656 | 658 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.670%, 08/15/2029 | 2,122 | 2,135 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.380%, 01/15/2030 | 2,779 | 2,796 | ||||||
| SBNA Auto Lease Trust, Ser 2024-C, Cl A4 | ||||||||
| 4.420%, 03/20/2029 (C) | 1,062 | 1,065 | ||||||
| SBNA Auto Lease Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.830%, 04/20/2028 (C) | 3,960 | 3,979 | ||||||
| SBNA Auto Receivables Trust, Ser 2024-A, | ||||||||
| Cl A3 | ||||||||
| 5.320%, 12/15/2028 (C) | 322 | 323 | ||||||
| SEI Institutional Investments Trust | 211 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.210%, 04/16/2029 (C) | $ | 433 | $ | 437 | ||||
| SCCU Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 5.110%, 06/15/2029 (C) | 1,310 | 1,318 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.950%, 05/21/2029 (C) | 1,479 | 1,487 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 | ||||||||
| 4.940%, 01/21/2031 (C) | 389 | 395 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3 | ||||||||
| 5.330%, 11/20/2029 (C) | 1,170 | 1,184 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A4 | ||||||||
| 4.580%, 05/20/2031 (C) | 1,653 | 1,688 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-3A, Cl A3 | ||||||||
| 4.120%, 04/21/2031 (C) | 2,740 | 2,762 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2026-1A, Cl A3 | ||||||||
| 3.960%, 07/21/2031 (C) | 8,518 | 8,543 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A2 | ||||||||
| 4.630%, 07/20/2027 (C) | 1,902 | 1,907 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 | ||||||||
| 4.470%, 07/20/2028 (C) | 1,695 | 1,707 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-CA, Cl A3 | ||||||||
| 4.110%, 04/20/2029 (C) | 2,859 | 2,879 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A | ||||||||
| 4.930%, 06/25/2036 (C) | 7,905 | 8,120 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A | ||||||||
| 5.160%, 11/25/2036 (C) | 7,830 | 8,161 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2025-1A, Cl A | ||||||||
| 4.650%, 05/25/2038 (C) | 6,160 | 6,337 | ||||||
| Toyota Lease Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.210%, 09/20/2027 (C) | 2,724 | 2,727 | ||||||
| Toyota Lease Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.750%, 02/22/2028 (C) | 2,475 | 2,499 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.960%, 11/20/2028 (C) | 4,190 | 4,208 | ||||||
| Toyota Lease Owner Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.820%, 02/20/2029 (C) | 4,225 | 4,235 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.490%, 06/17/2030 (C) | $ | 2,006 | $ | 2,026 | ||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.620%, 12/16/2030 (C) | 599 | 611 | ||||||
| Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 | ||||||||
| 5.560%, 03/15/2028 (C) | 644 | 645 | ||||||
| Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A3 | ||||||||
| 4.630%, 07/20/2029 | 1,233 | 1,248 | ||||||
| World Omni Auto Receivables Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.080%, 11/15/2030 | 2,835 | 2,857 | ||||||
| 216,163 | ||||||||
| Credit Cards — 0.3% | ||||||||
| American Express Credit Account Master Trust, Ser 2024-3, Cl A | ||||||||
| 4.650%, 07/15/2029 | 1,920 | 1,946 | ||||||
| American Express Credit Account Master Trust, Ser 2025-2, Cl A | ||||||||
| 4.280%, 04/15/2030 | 8,510 | 8,628 | ||||||
| BA Credit Card Trust, Ser 2023-A2, Cl A2 | ||||||||
| 4.980%, 11/15/2028 | 7,003 | 7,063 | ||||||
| Barclays Dryrock Issuance Trust, Ser 2025-1, Cl A | ||||||||
| 3.970%, 07/15/2031 | 4,213 | 4,244 | ||||||
| Chase Issuance Trust, Ser 2023-A1, Cl A | ||||||||
| 5.160%, 09/15/2028 | 4,535 | 4,568 | ||||||
| Synchrony Card Funding LLC, Ser 2025-A2, Cl A | ||||||||
| 4.490%, 05/15/2031 | 2,468 | 2,508 | ||||||
| Synchrony Card Issuance Trust, Ser 2025-A3, Cl A | ||||||||
| 4.060%, 11/15/2031 | 2,295 | 2,309 | ||||||
| 31,266 | ||||||||
| Mortgage Related Securities — 0.4% | ||||||||
| Aames Mortgage Trust, Ser 2002-1, Cl A3 | ||||||||
| 7.396%, 06/25/2032 (D) | 8 | 8 | ||||||
| COOPR Residential Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.874%, 01/01/2061 (C)(D) | 9,828 | 9,863 | ||||||
| Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A | ||||||||
| 4.594%, TSFR1M + 0.934%, 09/15/2029 (A) | 108 | 104 | ||||||
| Mastr Asset Backed Securities Trust, Ser 2006-WMC3, Cl A4 | ||||||||
| 4.108%, TSFR1M + 0.434%, 08/25/2036 (A) | 631 | 213 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S | ||||||||
| 6.358%, 01/25/2047 (D) | 11 | 4 | ||||||
| 212 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| RASC Trust, Ser 2006-KS2, Cl M2 | ||||||||
| 4.373%, TSFR1M + 0.699%, 03/25/2036 (A) | $ | 57 | $ | 57 | ||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (C)(D) | 3,260 | 3,299 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1A | ||||||||
| 4.894%, 11/25/2055 (C)(D) | 5,985 | 6,021 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055 (C)(D) | 4,665 | 4,692 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055 (C)(D) | 3,676 | 3,719 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES8, Cl A1A | ||||||||
| 5.148%, 08/25/2055 (A)(C) | 2,007 | 2,023 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.827%, 01/25/2056 (C)(D) | 6,047 | 6,076 | ||||||
| Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 | ||||||||
| 3.450%, 02/25/2032 | 2 | 2 | ||||||
| Vista Point Securitization Trust, Ser 2026-CES1, Cl A1 | ||||||||
| 5.035%, 02/25/2056 (C)(D) | 7,535 | 7,537 | ||||||
| Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 | ||||||||
| 4.788%, TSFR1M + 1.114%, 10/25/2034 (A) | 1,146 | 1,190 | ||||||
| 44,808 | ||||||||
| Other Asset-Backed Securities — 4.5% | ||||||||
| ACREC LLC, Ser 2026-FL4, Cl AS | ||||||||
| 5.264%, TSFR1M + 1.600%, 01/18/2043 (A)(C) | 5,750 | 5,756 | ||||||
| AGL CLO 33, Ser 2024-33A, Cl A1 | ||||||||
| 5.020%, TSFR3M + 1.350%, 07/21/2037 (A)(C) | 4,260 | 4,269 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 1.937%, 08/15/2046 (C) | 3,630 | 3,587 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2022-1A, Cl A2 | ||||||||
| 6.350%, 10/15/2047 (C) | 7,000 | 7,018 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.000%, 08/17/2048 (C) | 5,960 | 5,989 | ||||||
| AMMC CLO 24, Ser 2024-24A, Cl BR | ||||||||
| 5.268%, TSFR3M + 1.600%, 01/20/2035 (A)(C) | 7,000 | 7,005 | ||||||
| Apidos CLO XXXV, Ser 2021-35A, Cl A | ||||||||
| 4.979%, TSFR3M + 1.312%, 04/20/2034 (A)(C) | 1,320 | 1,322 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS | ||||||||
| 5.474%, TSFR1M + 1.814%, 11/15/2036 (A)(C) | $ | 4,831 | $ | 4,831 | ||||
| Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A | ||||||||
| 5.108%, SOFR30A + 1.450%, 01/15/2037 (A)(C) | 596 | 596 | ||||||
| Arbor Realty Commercial Real Estate Notes, Ser 2025-FL1, Cl AS | ||||||||
| 5.500%, TSFR1M + 1.833%, 01/20/2043 (A)(C) | 5,743 | 5,750 | ||||||
| Bain Capital Credit CLO, Ser 2020-2A, Cl AR3 | ||||||||
| 4.646%, TSFR3M + 0.980%, 07/19/2034 (A)(C) | 7,500 | 7,492 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.668%, TSFR3M + 1.000%, 10/20/2034 (A)(C) | 5,550 | 5,550 | ||||||
| Ballyrock CLO 20, Ser 2026-20A, Cl A1A3 | ||||||||
| 4.722%, TSFR3M + 1.050%, 10/15/2036 (A)(C) | 7,600 | 7,592 | ||||||
| Barings Equipment Finance LLC, Ser 2026-A, Cl A3 | ||||||||
| 4.080%, 07/13/2033 (C) | 1,167 | 1,177 | ||||||
| BlueMountain CLO, Ser 2015-4A, Cl CR2 | ||||||||
| 4.968%, TSFR3M + 1.300%, 04/20/2030 (A)(C) | 2,000 | 2,001 | ||||||
| BSPDF Issuer LLC, Ser 2026-FL3, Cl AS | ||||||||
| 5.350%, TSFR1M + 1.700%, 09/18/2043 (A)(C) | 4,640 | 4,642 | ||||||
| Capital Street Master Trust, Ser 2025-1, Cl B | ||||||||
| 5.158%, SOFR30A + 1.500%, 08/16/2029 (A)(C) | 4,905 | 4,891 | ||||||
| Chase Funding Trust, Ser 2003-6, Cl 1A5 | ||||||||
| 4.851%, 11/25/2034 (D) | 61 | 61 | ||||||
| Chase Funding Trust, Ser 2003-6, Cl 1A7 | ||||||||
| 4.851%, 11/25/2034 (D) | 61 | 61 | ||||||
| CIFC Funding, Ser 2021-1A, Cl A1R | ||||||||
| 5.088%, TSFR3M + 1.420%, 07/25/2037 (A)(C) | 2,250 | 2,255 | ||||||
| CIFC Funding, Ser 2023-2A, Cl AR | ||||||||
| 4.792%, TSFR3M + 1.130%, 01/21/2037 (A)(C) | 6,700 | 6,693 | ||||||
| CIFC Funding, Ser 2024-2A, Cl A1 | ||||||||
| 5.189%, TSFR3M + 1.520%, 04/22/2037 (A)(C) | 2,400 | 2,401 | ||||||
| Cloud Capital Holdco, Ser 2024-1A, Cl A2 | ||||||||
| 5.781%, 11/22/2049 (C) | 4,110 | 4,126 | ||||||
| CNH Equipment Trust, Ser 2022-B, Cl A3 | ||||||||
| 3.890%, 11/15/2027 | 451 | 451 | ||||||
| CNH Equipment Trust, Ser 2022-C, Cl A3 | ||||||||
| 5.150%, 04/17/2028 | 1,113 | 1,120 | ||||||
| SEI Institutional Investments Trust | 213 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| College Avenue Student Loans LLC, Ser 2017-A, Cl A1 | ||||||||
| 5.438%, TSFR1M + 1.764%, 11/26/2046 (A)(C) | $ | 265 | $ | 268 | ||||
| College Avenue Student Loans LLC, Ser 2018-A, Cl A2 | ||||||||
| 4.130%, 12/26/2047 (C) | 211 | 209 | ||||||
| College Avenue Student Loans LLC, Ser 2019-A, Cl A2 | ||||||||
| 3.280%, 12/28/2048 (C) | 475 | 459 | ||||||
| College Avenue Student Loans LLC, Ser 2021-B, Cl A2 | ||||||||
| 1.760%, 06/25/2052 (C) | 414 | 378 | ||||||
| College Avenue Student Loans LLC, Ser 2021-C, Cl A2 | ||||||||
| 2.320%, 07/26/2055 (C) | 281 | 259 | ||||||
| College Avenue Student Loans LLC, Ser 2023-A, Cl A2 | ||||||||
| 5.330%, 05/25/2055 (C) | 1,917 | 1,955 | ||||||
| Consolidated Communications LLC, Ser 2025-1A, Cl A2 | ||||||||
| 6.000%, 05/20/2055 (C) | 2,455 | 2,517 | ||||||
| COOF Securitization Trust, Ser 2014-1, Cl A, IO | ||||||||
| 3.182%, 06/25/2040 (A)(C) | 51 | 3 | ||||||
| Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 | ||||||||
| 4.328%, TSFR1M + 0.654%, 12/25/2034 (A) | 1,287 | 1,267 | ||||||
| Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 | ||||||||
| 4.688%, TSFR1M + 1.014%, 10/25/2047 (A) | 159 | 148 | ||||||
| Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 | ||||||||
| 3.379%, 12/25/2032 (D) | 12 | 12 | ||||||
| Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 | ||||||||
| 2.922%, 12/25/2036 (D) | 276 | 228 | ||||||
| Dell Equipment Finance Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.610%, 02/24/2031 (C) | 5,035 | 5,095 | ||||||
| DLLAA LLC, Ser 2023-1A, Cl A3 | ||||||||
| 5.640%, 02/22/2028 (C) | 505 | 510 | ||||||
| DLLAA LLC, Ser 2025-1A, Cl A3 | ||||||||
| 4.950%, 09/20/2029 (C) | 2,635 | 2,692 | ||||||
| DLLAD LLC, Ser 2024-1A, Cl A3 | ||||||||
| 5.300%, 07/20/2029 (C) | 4,980 | 5,083 | ||||||
| DLLAD LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.460%, 11/20/2028 (C) | 1,335 | 1,342 | ||||||
| DLLAD LLC, Ser 2025-1A, Cl A3 | ||||||||
| 4.420%, 09/20/2030 (C) | 2,015 | 2,047 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Dryden 72 CLO, Ser 2019-72A, Cl ARR | ||||||||
| 4.753%, TSFR3M + 1.100%, 05/15/2032 (A)(C) | $ | 2,749 | $ | 2,752 | ||||
| Dryden 98 CLO, Ser 2022-98A, Cl AR | ||||||||
| 0.000%, 04/20/2035 (A)(C)(E) | 7,800 | 7,800 | ||||||
| EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A | ||||||||
| 5.250%, 11/25/2040 (C) | 1,218 | 1,221 | ||||||
| FIGRE Trust, Ser 2025-FL2, Cl A1 | ||||||||
| 5.053%, 11/25/2055 (C)(D) | 6,650 | 6,700 | ||||||
| FNMA Grantor Trust, Ser 2017-T1, Cl A | ||||||||
| 2.898%, 06/25/2027 | 178 | 175 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2024-3, Cl A1 | ||||||||
| 4.300%, 09/15/2029 (C) | 4,599 | 4,634 | ||||||
| Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 | ||||||||
| 4.448%, TSFR1M + 0.774%, 01/25/2036 (A) | 3,121 | 3,048 | ||||||
| Global SC Finance VII SRL, Ser 2020-1A, Cl A | ||||||||
| 2.170%, 10/17/2040 (C) | 3,653 | 3,526 | ||||||
| Global SC Finance VII SRL, Ser 2021-2A, Cl A | ||||||||
| 1.950%, 08/17/2041 (C) | 3,120 | 2,970 | ||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.181%, SOFR30A + 1.500%, 08/15/2028 (A)(C) | 4,390 | 4,396 | ||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (C) | 342 | 337 | ||||||
| HPS Loan Management, Ser 2021-16A, Cl A1R | ||||||||
| 4.781%, TSFR3M + 1.110%, 01/23/2035 (A)(C) | 3,400 | 3,400 | ||||||
| HTS Fund II LLC, Ser 2025-1, Cl A | ||||||||
| 5.351%, 06/23/2045 (C) | 4,815 | 4,823 | ||||||
| Invesco CLO, Ser 2021-2A, Cl AR | ||||||||
| 4.772%, TSFR3M + 1.100%, 07/15/2034 (A)(C) | 8,000 | 7,999 | ||||||
| JGWPT XXX LLC, Ser 2013-3A, Cl A | ||||||||
| 4.080%, 01/17/2073 (C) | 876 | 854 | ||||||
| JGWPT XXXII LLC, Ser 2014-2A, Cl A | ||||||||
| 3.610%, 01/17/2073 (C) | 1,150 | 1,070 | ||||||
| John Deere Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.230%, 09/17/2029 | 4,505 | 4,541 | ||||||
| KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO | ||||||||
| 1.156%, 08/25/2038 (A)(C) | 219 | 3 | ||||||
| KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO | ||||||||
| 3.627%, 04/25/2040 (A)(C) | 24 | 2 | ||||||
| LCM 37, Ser 2024-37A, Cl A1R | ||||||||
| 4.732%, TSFR3M + 1.060%, 04/15/2034 (A)(C) | 5,662 | 5,657 | ||||||
| 214 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| LCM 39, Ser 2026-39A, Cl A1R2 | ||||||||
| 0.000%, 10/15/2034 (A)(C)(E) | $ | 7,800 | $ | 7,800 | ||||
| Magnetite XVII, Ser 2024-17A, Cl BR2 | ||||||||
| 5.618%, TSFR3M + 1.950%, 04/20/2037 (A)(C) | 2,840 | 2,843 | ||||||
| Magnetite XXIII, Ser 2026-23A, Cl AR2 | ||||||||
| 4.637%, TSFR3M + 0.990%, 01/25/2035 (A)(C) | 7,600 | 7,592 | ||||||
| MF1 LLC, Ser 2021-FL7, Cl A | ||||||||
| 4.861%, TSFR1M + 1.194%, 10/16/2036 (A)(C) | 161 | 161 | ||||||
| MF1 LLC, Ser 2025-FL17, Cl A | ||||||||
| 4.984%, TSFR1M + 1.320%, 02/18/2040 (A)(C) | 3,915 | 3,916 | ||||||
| MF1 LLC, Ser 2025-FL19, Cl AS | ||||||||
| 5.656%, TSFR1M + 1.992%, 05/18/2042 (A)(C) | 4,155 | 4,166 | ||||||
| Mid-State Capital Trust, Ser 2006-1, Cl A | ||||||||
| 5.787%, 10/15/2040 (C) | 1,068 | 1,075 | ||||||
| Mid-State Trust XI, Ser 2003-11, Cl A1 | ||||||||
| 4.864%, 07/15/2038 | 172 | 172 | ||||||
| MVW LLC, Ser 2021-1WA, Cl B | ||||||||
| 1.440%, 01/22/2041 (C) | 145 | 141 | ||||||
| MVW LLC, Ser 2021-2A, Cl A | ||||||||
| 1.430%, 05/20/2039 (C) | 262 | 250 | ||||||
| MVW LLC, Ser 2023-2A, Cl A | ||||||||
| 6.180%, 11/20/2040 (C) | 763 | 786 | ||||||
| Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A | ||||||||
| 3.610%, 12/15/2059 (C) | 18 | 18 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A | ||||||||
| 4.000%, 12/15/2059 (C) | 666 | 663 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A | ||||||||
| 3.420%, 01/15/2043 (C) | 114 | 114 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 | ||||||||
| 3.130%, 02/15/2068 (C) | 438 | 434 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A | ||||||||
| 3.010%, 12/15/2059 (C) | 970 | 950 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | ||||||||
| 2.600%, 08/15/2068 (C) | 1,077 | 1,047 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
| 1.690%, 05/15/2069 (C) | 371 | 356 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A | ||||||||
| 1.690%, 05/15/2069 (C) | 622 | 590 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A | ||||||||
| 1.170%, 09/16/2069 (C) | 693 | 656 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (C) | $ | 679 | $ | 630 | ||||
| Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A | ||||||||
| 0.940%, 07/15/2069 (C) | 351 | 322 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A | ||||||||
| 1.060%, 10/15/2069 (C) | 1,365 | 1,263 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A | ||||||||
| 0.970%, 12/16/2069 (C) | 2,125 | 1,941 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A | ||||||||
| 1.110%, 02/18/2070 (C) | 1,383 | 1,256 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A | ||||||||
| 1.580%, 04/15/2070 (C) | 341 | 314 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A | ||||||||
| 2.230%, 07/15/2070 (C) | 1,258 | 1,167 | ||||||
| Navient Refinance Loan Trust, Ser 2025-B, Cl A | ||||||||
| 4.720%, 09/15/2055 (C) | 2,767 | 2,795 | ||||||
| Navient Refinance Loan Trust, Ser 2025-C, Cl A | ||||||||
| 4.800%, 10/15/2055 (C) | 2,231 | 2,261 | ||||||
| Navient Refinance Loan Trust, Ser 2026-A, Cl A | ||||||||
| 4.500%, 01/18/2056 (C) | 5,450 | 5,472 | ||||||
| Navient Student Loan Trust, Ser 2019-BA, Cl A2A | ||||||||
| 3.390%, 12/15/2059 (C) | 289 | 285 | ||||||
| Navient Student Loan Trust, Ser 2021-3A, Cl A1A | ||||||||
| 1.770%, 08/25/2070 (C) | 1,414 | 1,272 | ||||||
| Nelnet Student Loan Trust, Ser 2004-4, Cl A5 | ||||||||
| 4.309%, SOFR90A + 0.422%, 01/25/2037 (A) | 427 | 426 | ||||||
| Nelnet Student Loan Trust, Ser 2005-1, Cl A5 | ||||||||
| 4.259%, SOFR90A + 0.372%, 10/25/2033 (A) | 1,431 | 1,422 | ||||||
| Nelnet Student Loan Trust, Ser 2005-2, Cl A5 | ||||||||
| 4.439%, SOFR90A + 0.362%, 03/23/2037 (A) | 1,470 | 1,461 | ||||||
| Nelnet Student Loan Trust, Ser 2005-3, Cl A5 | ||||||||
| 4.459%, SOFR90A + 0.382%, 12/24/2035 (A) | 1,037 | 1,031 | ||||||
| SEI Institutional Investments Trust | 215 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.360%, 04/20/2062 (C) | $ | 2,591 | $ | 2,479 | ||||
| Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX | ||||||||
| 1.320%, 04/20/2062 (C) | 2,936 | 2,785 | ||||||
| Nelnet Student Loan Trust, Ser 2025-CA, Cl A1A | ||||||||
| 4.670%, 06/22/2065 (C) | 5,214 | 5,250 | ||||||
| Neuberger Berman Loan Advisers CLO 51, Ser 2026-51A, Cl AR2 | ||||||||
| 0.000%, 10/23/2036 (A)(C)(E) | 6,250 | 6,250 | ||||||
| Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 | ||||||||
| 3.978%, TSFR1M + 0.304%, 04/25/2037 (A) | 3,811 | 3,720 | ||||||
| Oaktree CLO, Ser 2024-25A, Cl A | ||||||||
| 5.218%, TSFR3M + 1.550%, 04/20/2037 (A)(C) | 2,490 | 2,491 | ||||||
| Octagon 57, Ser 2025-1A, Cl AR | ||||||||
| 4.742%, TSFR3M + 1.070%, 10/15/2034 (A)(C) | 7,500 | 7,509 | ||||||
| Octagon Investment Partners 40, Ser 2025-1A, Cl A1RR | ||||||||
| 4.708%, TSFR3M + 1.040%, 01/20/2035 (A)(C) | 7,100 | 7,098 | ||||||
| Octagon Investment Partners 41, Ser 2025-2A, Cl A1R2 | ||||||||
| 4.762%, TSFR3M + 1.090%, 10/15/2033 (A)(C) | 4,000 | 4,003 | ||||||
| Owl Rock CLO III, Ser 2024-3A, Cl AR | ||||||||
| 5.518%, TSFR3M + 1.850%, 04/20/2036 (A)(C) | 2,030 | 2,031 | ||||||
| Park Avenue Institutional Advisers CLO, Ser 2017-1A, Cl A1R2 | ||||||||
| 4.723%, TSFR3M + 1.070%, 02/14/2034 (A)(C) | 6,000 | 6,000 | ||||||
| Park Avenue Institutional Advisers CLO, Ser 2021-1A, Cl A1AR | ||||||||
| 4.778%, TSFR3M + 1.110%, 01/20/2034 (A)(C) | 8,000 | 7,999 | ||||||
| PFP, Ser 2026-13, Cl AS | ||||||||
| 5.316%, TSFR1M + 1.650%, 08/18/2043 (A)(C) | 6,000 | 6,008 | ||||||
| RAD CLO, Ser 2025-21A, Cl A1R | ||||||||
| 4.928%, TSFR3M + 1.070%, 01/25/2037 (A)(C) | 7,600 | 7,598 | ||||||
| RAMP Trust, Ser 2007-RZ1, Cl A3 | ||||||||
| 4.288%, TSFR1M + 0.614%, 02/25/2037 (A) | 337 | 337 | ||||||
| Rockford Tower CLO, Ser 2019-1A, Cl AR2 | ||||||||
| 4.768%, TSFR3M + 1.100%, 04/20/2034 (A)(C) | 4,000 | 4,006 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Rockford Tower CLO, Ser 2019-2A, Cl AR2 | ||||||||
| 4.786%, TSFR3M + 1.130%, 08/20/2032 (A)(C) | $ | 3,028 | $ | 3,033 | ||||
| SBA Small Business Investment, Ser 2018-10B, Cl 1 | ||||||||
| 3.548%, 09/10/2028 | 613 | 607 | ||||||
| SBA Small Business Investment, Ser 2022-10A, Cl 1 | ||||||||
| 2.938%, 03/10/2032 | 1,279 | 1,229 | ||||||
| SBA Small Business Investment, Ser 2022-10B, Cl 1 | ||||||||
| 4.262%, 09/10/2032 | 763 | 772 | ||||||
| SBA Small Business Investment, Ser 2025-10A, Cl 1 | ||||||||
| 4.963%, 03/10/2035 | 3,985 | 4,141 | ||||||
| SBA Small Business Investment, Ser 2025-10B, Cl 1 | ||||||||
| 4.532%, 09/10/2035 | 5,105 | 5,195 | ||||||
| SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.820%, 07/22/2030 (C) | 1,086 | 1,089 | ||||||
| SLM Private Education Loan Trust, Ser 2010-C, Cl A5 | ||||||||
| 8.524%, TSFR1M + 4.864%, 10/15/2041 (A)(C) | 984 | 1,033 | ||||||
| SLM Student Loan Trust, Ser 2003-7A, Cl A5A | ||||||||
| 5.594%, SOFR90A + 1.462%, 12/15/2033 (A)(C) | 1,413 | 1,397 | ||||||
| SLM Student Loan Trust, Ser 2006-8, Cl A6 | ||||||||
| 4.309%, SOFR90A + 0.422%, 01/25/2041 (A) | 2,068 | 2,001 | ||||||
| SLM Student Loan Trust, Ser 2008-2, Cl B | ||||||||
| 5.349%, SOFR90A + 1.462%, 01/25/2083 (A) | 1,155 | 1,224 | ||||||
| SLM Student Loan Trust, Ser 2008-3, Cl B | ||||||||
| 5.349%, SOFR90A + 1.462%, 04/26/2083 (A) | 1,155 | 1,196 | ||||||
| SLM Student Loan Trust, Ser 2008-4, Cl B | ||||||||
| 5.999%, SOFR90A + 2.112%, 04/25/2073 (A) | 1,155 | 1,218 | ||||||
| SLM Student Loan Trust, Ser 2008-5, Cl B | ||||||||
| 5.999%, SOFR90A + 2.112%, 07/25/2073 (A) | 1,155 | 1,221 | ||||||
| SLM Student Loan Trust, Ser 2008-6, Cl B | ||||||||
| 5.999%, SOFR90A + 2.112%, 07/26/2083 (A) | 1,155 | 1,193 | ||||||
| SLM Student Loan Trust, Ser 2008-7, Cl B | ||||||||
| 5.999%, SOFR90A + 2.112%, 07/26/2083 (A) | 1,155 | 1,151 | ||||||
| SLM Student Loan Trust, Ser 2014-3A, Cl A6A | ||||||||
| 4.699%, SOFR90A + 0.812%, 10/25/2064 (A)(C) | 1,647 | 1,645 | ||||||
| 216 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Small Business Administration, Ser 2025-25J, Cl 1 | ||||||||
| 4.790%, 10/01/2050 | $ | 2,045 | $ | 2,094 | ||||
| SMB Private Education Loan Trust, Ser 2020-A, Cl A2A | ||||||||
| 2.230%, 09/15/2037 (C) | 371 | 361 | ||||||
| SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A | ||||||||
| 1.600%, 09/15/2054 (C) | 1,491 | 1,419 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2A1 | ||||||||
| 4.509%, TSFR1M + 0.844%, 01/15/2053 (A)(C) | 1,572 | 1,557 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2B | ||||||||
| 1.590%, 01/15/2053 (C) | 4,352 | 4,059 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.070%, 01/15/2053 (C) | 5,499 | 5,107 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl B | ||||||||
| 2.310%, 01/15/2053 (C) | 1,711 | 1,675 | ||||||
| SMB Private Education Loan Trust, Ser 2021-B, Cl A | ||||||||
| 1.310%, 07/17/2051 (C) | 3,214 | 3,057 | ||||||
| SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 | ||||||||
| 1.390%, 01/15/2053 (C) | 1,942 | 1,800 | ||||||
| SMB Private Education Loan Trust, Ser 2021-C, Cl B | ||||||||
| 2.300%, 01/15/2053 (C) | 732 | 716 | ||||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051 (C) | 3,160 | 3,021 | ||||||
| SMB Private Education Loan Trust, Ser 2024-A, Cl A1A | ||||||||
| 5.240%, 03/15/2056 (C) | 1,374 | 1,422 | ||||||
| SMB Private Education Loan Trust, Ser 2024-E, Cl A1A | ||||||||
| 5.090%, 10/16/2056 (C) | 3,016 | 3,085 | ||||||
| SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX | ||||||||
| 1.140%, 02/15/2047 (C) | 1,019 | 919 | ||||||
| South Carolina Student Loan, Ser 2015-A, Cl A | ||||||||
| 5.288%, TSFR1M + 1.614%, 01/25/2036 (A) | 51 | 51 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 | ||||||||
| 4.338%, TSFR1M + 0.664%, 09/25/2034 (A) | 1,773 | 1,722 | ||||||
| T-Mobile US Trust, Ser 2024-2A, Cl A | ||||||||
| 4.250%, 05/21/2029 (C) | 6,226 | 6,257 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Trestles CLO VII, Ser 2024-7A, Cl A1 | ||||||||
| 5.048%, TSFR3M + 1.380%, 10/25/2037 (A)(C) | $ | 2,180 | $ | 2,187 | ||||
| TRTX Issuer, Ser 2022-FL5, Cl A | ||||||||
| 5.314%, TSFR1M + 1.650%, 02/15/2039 (A)(C) | 2,064 | 2,064 | ||||||
| U.S. Small Business Administration, Ser 2022-25E, Cl 1 | ||||||||
| 3.940%, 05/01/2047 | 851 | 834 | ||||||
| U.S. Small Business Administration, Ser 2022-25F, Cl 1 | ||||||||
| 4.010%, 06/01/2047 | 1,059 | 1,041 | ||||||
| U.S. Small Business Administration, Ser 2024-25C, Cl 1 | ||||||||
| 4.970%, 03/01/2049 | 331 | 343 | ||||||
| U.S. Small Business Administration, Ser 2025-25F, Cl 1 | ||||||||
| 5.100%, 06/01/2050 | 4,191 | 4,381 | ||||||
| Vantage Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 2.165%, 10/15/2046 (C) | 4,610 | 4,531 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (C) | 4,950 | 4,749 | ||||||
| Verizon Master Trust, Ser 2023-4, Cl A1A | ||||||||
| 5.160%, 06/20/2029 | 1,702 | 1,708 | ||||||
| Verizon Master Trust, Ser 2023-6, Cl A | ||||||||
| 5.350%, 09/22/2031 (C) | 4,885 | 5,079 | ||||||
| Verizon Master Trust, Ser 2023-6, Cl B | ||||||||
| 4.860%, 09/22/2031 (C) | 1,150 | 1,175 | ||||||
| Verizon Master Trust, Ser 2023-7, Cl A1A | ||||||||
| 5.670%, 11/20/2029 | 2,815 | 2,852 | ||||||
| Verizon Master Trust, Ser 2024-5, Cl A | ||||||||
| 5.000%, 06/21/2032 (C) | 3,903 | 4,045 | ||||||
| Verizon Master Trust, Ser 2024-7, Cl A | ||||||||
| 4.350%, 08/20/2032 (C) | 9,222 | 9,377 | ||||||
| Verizon Master Trust, Ser 2024-8, Cl A1A | ||||||||
| 4.620%, 11/20/2030 | 3,026 | 3,073 | ||||||
| Verizon Master Trust, Ser 2025-10, Cl A | ||||||||
| 4.280%, 10/20/2033 (C) | 3,089 | 3,134 | ||||||
| Verizon Master Trust, Ser 2025-2, Cl A | ||||||||
| 4.940%, 01/20/2033 (C) | 4,694 | 4,863 | ||||||
| Verizon Master Trust, Ser 2025-4, Cl A | ||||||||
| 4.760%, 03/21/2033 (C) | 3,477 | 3,593 | ||||||
| Verizon Master Trust, Ser 2025-8, Cl A | ||||||||
| 4.160%, 08/22/2033 (C) | 5,040 | 5,091 | ||||||
| SEI Institutional Investments Trust | 217 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 | ||||||||
| 4.223%, TSFR1M + 0.549%, 07/25/2036 (A) | $ | 1,964 | $ | 1,961 | ||||
| 453,376 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $741,016) ($ Thousands) | 745,613 | |||||||
| SOVEREIGN DEBT — 0.8% | ||||||||
| Chile Government International Bond | ||||||||
| 4.350%, 04/13/2031 | 2,330 | 2,334 | ||||||
| Export Finance & Insurance | ||||||||
| 4.625%, 10/26/2027(C) | 3,187 | 3,244 | ||||||
| Indonesia Government International Bond | ||||||||
| 4.900%, 04/16/2036 | 2,622 | 2,601 | ||||||
| 4.300%, 04/16/2031 | 2,647 | 2,644 | ||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | 2,400 | 2,384 | ||||||
| 5.750%, 03/12/2054 | 1,639 | 1,602 | ||||||
| 5.375%, 02/19/2030 | 1,700 | 1,759 | ||||||
| 5.000%, 01/13/2036 | 3,055 | 3,042 | ||||||
| 4.500%, 01/13/2031 | 3,390 | 3,396 | ||||||
| 3.875%, 07/03/2050 | 1,383 | 1,031 | ||||||
| Kuwait International Government Bond | ||||||||
| 4.652%, 10/09/2035(C) | 2,483 | 2,499 | ||||||
| 4.136%, 10/09/2030(C) | 6,761 | 6,783 | ||||||
| 4.016%, 10/09/2028(C) | 4,388 | 4,407 | ||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | 5,420 | 5,942 | ||||||
| 6.750%, 02/09/2056 | 557 | 565 | ||||||
| 5.625%, 02/09/2034 | 2,192 | 2,211 | ||||||
| 5.375%, 03/22/2033 | 5,341 | 5,336 | ||||||
| 4.750%, 03/08/2044 | 1,301 | 1,084 | ||||||
| 4.600%, 01/23/2046 | 1,264 | 1,006 | ||||||
| 4.600%, 02/10/2048 | 1,019 | 801 | ||||||
| 4.400%, 02/12/2052 | 1,156 | 857 | ||||||
| 3.500%, 02/12/2034 | 6,625 | 5,786 | ||||||
| Paraguay Government International Bond | ||||||||
| 5.400%, 03/30/2050(C) | 2,778 | 2,614 | ||||||
| Philippine Government International Bond | ||||||||
| 5.000%, 01/27/2036 | 2,185 | 2,220 | ||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(C) | 6,160 | 6,187 | ||||||
| 4.125%, 01/12/2029(C) | 2,980 | 2,992 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $74,159) ($ Thousands) | 75,327 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.4% | ||||||||
| FNMA DN | ||||||||
| 3.574%, 04/02/2026(F) | $ | 25,000 | $ | 24,916 | ||||
| Resolution Funding Interest STRIP | ||||||||
| 0.000%, 01/15/2030(B) | 1,930 | 1,679 | ||||||
| Resolution Funding Principal STRIP | ||||||||
| 0.000%, 04/15/2030(B) | 12,785 | 11,015 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $37,763) ($ Thousands) | 37,610 | |||||||
| MUNICIPAL BONDS — 0.1% | ||||||||
| California — 0.0% | ||||||||
| California State University, Ser B, RB | ||||||||
| 2.374%, 11/01/2035 | 1,160 | 985 | ||||||
| California State, Health Facilities Financing Authority, Ser 2021A, RB | ||||||||
| 3.000%, 08/15/2051 | 1,260 | 947 | ||||||
| 1,932 | ||||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 2,214 | 2,445 | ||||||
| Nevada — 0.0% | ||||||||
| Clark County, Airport System Revenue, Build America Project, Ser C, RB | ||||||||
| 6.820%, 07/01/2045 | 1,075 | 1,230 | ||||||
| New York — 0.0% | ||||||||
| New York & New Jersey, Port Authority, Ser 174, RB | ||||||||
| 4.458%, 10/01/2062 | 1,600 | 1,407 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB | ||||||||
| 2.400%, 11/01/2032 | 1,085 | 981 | ||||||
| 2,388 | ||||||||
| Ohio — 0.0% | ||||||||
| Ohio State University, Build America Project, Ser A, RB | ||||||||
| 4.800%, 06/01/2111 | 647 | 562 | ||||||
| Texas — 0.0% | ||||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 1,154 | 1,296 | ||||||
| 218 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| University of Texas, Board of Regents, Ser B, RB | ||||||||
| 2.439%, 08/15/2049 | $ | 585 | $ | 375 | ||||
| 1,671 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $11,138) ($ Thousands) | 10,228 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 6.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 645,344,891 | 645,345 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $645,345) ($ Thousands) | 645,345 | |||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $576) ($ Thousands) | 8 | |||||||
| Total Investments in Securities — 110.2% | ||||||||
| (Cost $11,004,226) ($ Thousands) | $ | 11,064,413 | ||||||
A list of open over the counter swaptions contracts for the Fund at February 28, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| Swaption | JPMorgan Chase | $ | 60,030,000 | $ | 4.11 | 04/18/2026 | $ | 6 | ||||||||
| Swaption | JPMorgan Chase | 60,030,000 | 4.11 | 04/18/2026 | 2 | |||||||||||
| Swaption | Morgan Stanley | 139,220,000 | 4.00 | 03/21/2026 | – | |||||||||||
| Swaption | JPMorgan Chase | 58,177,000 | 4.22 | 03/21/2026 | – | |||||||||||
| Total Purchased Swaptions | $ | 317,457,000 | $ | 8 | ||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | 4,438 | Jun-2026 | $ | 927,260 | $ | 928,755 | $ | 1,495 | ||||||||||
| U.S. 5-Year Treasury Notes | 4,183 | Jun-2026 | 458,602 | 460,718 | 2,116 | |||||||||||||
| U.S. 10-Year Treasury Notes | 734 | Jun-2026 | 83,203 | 83,538 | 335 | |||||||||||||
| U.S. Long Treasury Bonds | 67 | Jun-2026 | 7,877 | 7,938 | 61 | |||||||||||||
| U.S. Ultra Long Treasury Bonds | 116 | Jun-2026 | 13,891 | 14,105 | 214 | |||||||||||||
| 1,490,833 | 1,495,054 | 4,221 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. Ultra Long Treasury Bonds | (354) | Jun-2026 | $ | (42,770 | ) | $ | (43,044 | ) | $ | (274 | ) | |||||||
| Ultra 10-Year U.S. Treasury Notes | (1,955) | Jun-2026 | (226,303 | ) | (228,215 | ) | (1,912 | ) | ||||||||||
| (269,073 | ) | (271,259 | ) | (2,186 | ) | |||||||||||||
| $ | 1,221,760 | $ | 1,223,795 | $ | 2,035 | |||||||||||||
| SEI Institutional Investments Trust | 219 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Core Fixed Income Fund (Concluded)
Percentages are based on Net Assets of $10,042,246 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | 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, or a portion thereof, 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, 2026, the value of these securities amounted to $1,431,000 ($ Thousands), representing 14.2% 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) | Security is in default on interest payment. |
| (H) | Perpetual security with no stated maturity date. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 229,146 | $ | 4,694,184 | $ | (4,277,985 | ) | $ | — | $ | — | $ | 645,345 | $ | 10,757 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 220 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 79.5% | ||||||||
| Communication Services — 12.5% | ||||||||
| Altice Financing | ||||||||
| 5.750%, 08/15/2029 (A) | $ | 1,385 | $ | 959 | ||||
| Altice France | ||||||||
| 9.500%, 11/01/2029 (A) | 351 | 357 | ||||||
| 6.875%, 10/15/2030 (A) | 3,066 | 2,973 | ||||||
| 6.875%, 07/15/2032 (A) | 433 | 415 | ||||||
| 6.500%, 04/15/2032 (A)(B) | 399 | 382 | ||||||
| Altice France Lux 3 | ||||||||
| 10.000%, 01/15/2033 (A) | 4,881 | 4,587 | ||||||
| AMC Entertainment Holdings | ||||||||
| 7.500%, 02/15/2029 (A) | 1,800 | 1,305 | ||||||
| AMC Networks | ||||||||
| 10.500%, 07/15/2032 (A) | 490 | 502 | ||||||
| ANGI Group LLC | ||||||||
| 3.875%, 08/15/2028 (A) | 646 | 580 | ||||||
| Arches Buyer | ||||||||
| 6.125%, 12/01/2028 (A) | 2,972 | 2,805 | ||||||
| 4.250%, 06/01/2028 (A) | 428 | 414 | ||||||
| Beasley Mezzanine Holdings LLC | ||||||||
| 9.200%, 08/01/2028 (A) | 4,299 | 1,634 | ||||||
| Belo | ||||||||
| 7.250%, 09/15/2027 | 442 | 458 | ||||||
| Black Pearl Compute LLC | ||||||||
| 6.125%, 02/15/2031 (A) | 3,721 | 3,808 | ||||||
| Block Communications | ||||||||
| 10.250%, 03/01/2031 (A) | 1,394 | 1,282 | ||||||
| C&W Senior Finance | ||||||||
| 9.000%, 01/15/2033 (A) | 1,480 | 1,531 | ||||||
| Cable One | ||||||||
| 4.000%, 11/15/2030 (A) | 4,225 | 2,925 | ||||||
| CCO Holdings LLC | ||||||||
| 7.375%, 03/01/2031 (A) | 412 | 425 | ||||||
| 7.375%, 02/01/2036 (A) | 473 | 480 | ||||||
| 7.000%, 02/01/2033 (A) | 273 | 279 | ||||||
| 5.375%, 06/01/2029 (A) | 610 | 609 | ||||||
| 5.125%, 05/01/2027 (A) | 328 | 328 | ||||||
| 5.000%, 02/01/2028 (A) | 4,943 | 4,932 | ||||||
| 4.750%, 03/01/2030 (A) | 3,637 | 3,516 | ||||||
| 4.500%, 08/15/2030 (A) | 6,024 | 5,746 | ||||||
| 4.500%, 05/01/2032 | 215 | 197 | ||||||
| 4.250%, 02/01/2031 (A) | 6,459 | 6,021 | ||||||
| 4.250%, 01/15/2034 (A) | 9,795 | 8,532 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.550%, 06/01/2034 | 2,345 | 2,494 | ||||||
| Cinemark USA | ||||||||
| 7.000%, 08/01/2032 (A) | 114 | 119 | ||||||
| 5.250%, 07/15/2028 (A) | 275 | 275 | ||||||
| Clear Channel Outdoor Holdings | ||||||||
| 7.500%, 03/15/2033 (A) | 1,458 | 1,574 | ||||||
| 7.125%, 02/15/2031 (A) | 923 | 976 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Clear Channel Outdoor Holdings Inc. | ||||||||
| 7.750%, 04/15/2028 (A) | $ | 715 | $ | 720 | ||||
| 7.500%, 06/01/2029 (A) | 805 | 811 | ||||||
| CMG Media | ||||||||
| 8.875%, 06/18/2029 (A) | 3,010 | 2,627 | ||||||
| Connect Finco SARL | ||||||||
| 9.000%, 09/15/2029 (A) | 400 | 424 | ||||||
| Connect Holding II LLC | ||||||||
| 10.500%, 04/03/2031 (A) | 478 | 462 | ||||||
| CSC Holdings LLC | ||||||||
| 11.750%, 01/31/2029 (A) | 1,973 | 1,406 | ||||||
| 6.500%, 02/01/2029 (A) | 3,440 | 2,173 | ||||||
| 5.750%, 01/15/2030 (A) | 4,070 | 1,573 | ||||||
| 5.500%, 04/15/2027 (A) | 800 | 678 | ||||||
| 4.500%, 11/15/2031 (A) | 909 | 546 | ||||||
| 4.125%, 12/01/2030 (A) | 97 | 59 | ||||||
| 3.375%, 02/15/2031 (A) | 1,337 | 797 | ||||||
| Directv Financing LLC | ||||||||
| 10.000%, 02/15/2031 (A) | 2,391 | 2,445 | ||||||
| 8.875%, 02/01/2030 (A) | 4,335 | 4,338 | ||||||
| 5.875%, 08/15/2027 (A) | 1,454 | 1,456 | ||||||
| Discovery Communications LLC | ||||||||
| 5.000%, 09/20/2037 | 95 | 75 | ||||||
| 3.950%, 03/20/2028 | 3,769 | 3,746 | ||||||
| Discovery Global Holdings | ||||||||
| 5.050%, 03/15/2042 | 3,054 | 2,146 | ||||||
| 4.279%, 03/15/2032 | 4,282 | 3,934 | ||||||
| 4.054%, 03/15/2029 | 3,641 | 3,602 | ||||||
| DISH DBS | ||||||||
| 7.750%, 07/01/2026 | 4,347 | 4,293 | ||||||
| 7.375%, 07/01/2028 | 275 | 265 | ||||||
| 5.750%, 12/01/2028 (A) | 3,273 | 3,168 | ||||||
| 5.250%, 12/01/2026 (A) | 2,646 | 2,570 | ||||||
| 5.125%, 06/01/2029 | 6,086 | 5,435 | ||||||
| DISH Network | ||||||||
| 11.750%, 11/15/2027 (A) | 1,514 | 1,567 | ||||||
| Dotdash Meredith | ||||||||
| 7.625%, 06/15/2032 (A) | 390 | 361 | ||||||
| EchoStar | ||||||||
| 10.750%, 11/30/2029 | 4,269 | 4,662 | ||||||
| 6.750% Cash/PIK, 11/30/2030 | 471 | 477 | ||||||
| 3.875% Cash/PIK, 11/30/2030 | 622 | 2,197 | ||||||
| Fibercop | ||||||||
| 6.375%, 11/15/2033 (A) | 916 | 929 | ||||||
| Flash Compute LLC | ||||||||
| 7.250%, 12/31/2030 (A) | 1,165 | 1,193 | ||||||
| Fox | ||||||||
| 5.576%, 01/25/2049 | 850 | 808 | ||||||
| 5.476%, 01/25/2039 | 850 | 845 | ||||||
| Frontier Communications Holdings LLC | ||||||||
| 8.750%, 05/15/2030 (A) | 316 | 326 | ||||||
| 6.750%, 05/01/2029 (A) | 95 | 95 | ||||||
| 6.000%, 01/15/2030 (A) | 172 | 174 | ||||||
| SEI Institutional Investments Trust | 221 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.875%, 11/01/2029 | $ | 188 | $ | 190 | ||||
| 5.000%, 05/01/2028 (A) | 1,222 | 1,223 | ||||||
| GCI LLC | ||||||||
| 4.750%, 10/15/2028 (A) | 944 | 928 | ||||||
| Gray Media | ||||||||
| 10.500%, 07/15/2029 (A) | 880 | 943 | ||||||
| 9.625%, 07/15/2032 (A) | 3,979 | 4,134 | ||||||
| 7.250%, 08/15/2033 (A) | 3,380 | 3,490 | ||||||
| 5.375%, 11/15/2031 (A) | 2,023 | 1,593 | ||||||
| 4.750%, 10/15/2030 (A) | 7,723 | 6,269 | ||||||
| Hughes Satellite Systems | ||||||||
| 6.625%, 08/01/2026 | 130 | 118 | ||||||
| iHeartCommunications | ||||||||
| 10.875%, 05/01/2030 (A) | 2,579 | 1,913 | ||||||
| 9.125%, 05/01/2029 (A) | 1,232 | 1,095 | ||||||
| 7.750%, 08/15/2030 (A) | 47 | 37 | ||||||
| Iliad Holding SASU | ||||||||
| 8.500%, 04/15/2031 (A) | 1,550 | 1,661 | ||||||
| 7.000%, 04/15/2032 (A) | 620 | 636 | ||||||
| Level 3 Financing | ||||||||
| 8.500%, 01/15/2036 (A) | 3,665 | 3,816 | ||||||
| 7.000%, 03/31/2034 (A) | 2,708 | 2,815 | ||||||
| 6.875%, 06/30/2033 (A) | 7,881 | 8,162 | ||||||
| 3.750%, 07/15/2029 (A) | 365 | 339 | ||||||
| 3.625%, 01/15/2029 | 795 | 747 | ||||||
| Live Nation Entertainment | ||||||||
| 6.500%, 05/15/2027 (A) | 1,798 | 1,807 | ||||||
| 4.750%, 10/15/2027 (A) | 3,286 | 3,284 | ||||||
| 3.750%, 01/15/2028 (A) | 603 | 593 | ||||||
| Lumen Technologies | ||||||||
| 7.650%, 03/15/2042 | 726 | 677 | ||||||
| 7.600%, 09/15/2039 | 245 | 234 | ||||||
| 5.375%, 06/15/2029 (A) | 421 | 404 | ||||||
| McGraw-Hill Education | ||||||||
| 5.750%, 08/01/2028 (A) | 2,165 | 2,162 | ||||||
| Midcontinent Communications | ||||||||
| 8.000%, 08/15/2032 (A) | 435 | 410 | ||||||
| Muvico LLC | ||||||||
| 15.000%, 02/19/2029 (A) | 1,300 | 1,238 | ||||||
| Neptune Bidco US | ||||||||
| 10.375%, 05/15/2031 (A) | 1,866 | 1,884 | ||||||
| 9.500%, 02/15/2033 (A) | 1,172 | 1,147 | ||||||
| 9.290%, 04/15/2029 (A) | 168 | 168 | ||||||
| Nexstar Media | ||||||||
| 5.625%, 07/15/2027 (A) | 1,228 | 1,228 | ||||||
| 4.750%, 11/01/2028 (A) | 1,945 | 1,936 | ||||||
| Rakuten Group | ||||||||
| 9.750%, 04/15/2029 (A) | 5,715 | 6,339 | ||||||
| Scripps Escrow II | ||||||||
| 3.875%, 01/15/2029 (A) | 2,322 | 2,190 | ||||||
| Shutterfly Finance LLC | ||||||||
| 9.750%, 10/01/2027 (A) | 134 | 133 | ||||||
| 8.500% Cash/PIK, 10/01/2027 (A) | 885 | 828 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sinclair Television Group | ||||||||
| 8.125%, 02/15/2033 (A) | $ | 1,924 | $ | 2,003 | ||||
| Sirius XM Radio LLC | ||||||||
| 5.875%, 04/15/2032 (A) | 370 | 369 | ||||||
| 5.500%, 07/01/2029 (A) | 1,257 | 1,258 | ||||||
| 5.000%, 08/01/2027 (A) | 2,141 | 2,140 | ||||||
| 4.125%, 07/01/2030 (A) | 3,006 | 2,833 | ||||||
| 4.000%, 07/15/2028 (A) | 2,055 | 2,006 | ||||||
| 3.875%, 09/01/2031 (A) | 2,505 | 2,298 | ||||||
| 3.125%, 09/01/2026 (A) | 2,673 | 2,659 | ||||||
| Snap | ||||||||
| 6.875%, 03/01/2033 (A) | 1,652 | 1,645 | ||||||
| Spanish Broadcasting System | ||||||||
| 9.750%, 03/01/2026 (A)(B) | 4,965 | 3,277 | ||||||
| Stagwell Global LLC | ||||||||
| 5.625%, 08/15/2029 (A) | 1,185 | 1,092 | ||||||
| SV RNO Property Owner 1 LLC | ||||||||
| 5.875%, 03/01/2031 (A) | 3,626 | 3,642 | ||||||
| TEGNA | ||||||||
| 5.000%, 09/15/2029 | 615 | 614 | ||||||
| 4.625%, 03/15/2028 | 1,796 | 1,791 | ||||||
| Telenet Finance Luxembourg Notes Sarl | ||||||||
| 5.500%, 03/01/2028 (A) | 2,000 | 1,982 | ||||||
| Time Warner Cable Enterprises LLC | ||||||||
| 8.375%, 07/15/2033 | 2,420 | 2,830 | ||||||
| Uniti Group | ||||||||
| 8.625%, 06/15/2032 (A) | 1,166 | 1,182 | ||||||
| 6.500%, 02/15/2029 (A) | 3,944 | 3,836 | ||||||
| 6.000%, 01/15/2030 (A) | 3,634 | 3,434 | ||||||
| Univision Communications | ||||||||
| 9.375%, 08/01/2032 (A) | 2,531 | 2,678 | ||||||
| 8.500%, 07/31/2031 (A) | 11 | 11 | ||||||
| 8.000%, 08/15/2028 (A) | 2,301 | 2,364 | ||||||
| Univision Communications Inc | ||||||||
| 7.375%, 06/30/2030 (A) | 430 | 430 | ||||||
| 4.500%, 05/01/2029 (A) | 915 | 868 | ||||||
| Urban One | ||||||||
| 10.500%, 04/01/2030 (A) | 1,185 | 1,196 | ||||||
| 7.625%, 04/01/2031 (A) | 4,754 | 2,068 | ||||||
| Virgin Media Finance | ||||||||
| 5.000%, 07/15/2030 (A) | 1,030 | 863 | ||||||
| Virgin Media O2 Vendor Financing Notes VI DAC | ||||||||
| 8.500%, 03/15/2033 (A) | 1,056 | 969 | ||||||
| Virgin Media Secured Finance | ||||||||
| 4.500%, 08/15/2030 (A) | 1,428 | 1,302 | ||||||
| Vmed O2 UK Financing I | ||||||||
| 7.750%, 04/15/2032 (A) | 810 | 810 | ||||||
| 6.750%, 01/15/2033 (A) | 200 | 190 | ||||||
| 4.250%, 01/31/2031 (A) | 1,690 | 1,490 | ||||||
| VZ Secured Financing BV | ||||||||
| 7.500%, 01/15/2033 (A) | 785 | 771 | ||||||
| 222 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Windstream Services LLC | ||||||||
| 8.250%, 10/01/2031 (A) | $ | 1,364 | $ | 1,436 | ||||
| Zayo Group Holdings | ||||||||
| 13.750%, 09/09/2030 (A) | 2,782 | 2,517 | ||||||
| 9.250%, 03/09/2030 (A) | 6,403 | 6,243 | ||||||
| ZipRecruiter | ||||||||
| 5.000%, 01/15/2030 (A) | 2,880 | 1,834 | ||||||
| 262,505 | ||||||||
| Consumer Discretionary — 11.8% | ||||||||
| 1011778 BC ULC / New Red Finance | ||||||||
| 4.375%, 01/15/2028 (A) | 1,550 | 1,543 | ||||||
| 4.000%, 10/15/2030 (A) | 535 | 514 | ||||||
| Academy | ||||||||
| 6.000%, 11/15/2027 (A) | 1,770 | 1,777 | ||||||
| Adient Global Holdings Ltd. | ||||||||
| 8.250%, 04/15/2031 (A) | 780 | 816 | ||||||
| 7.500%, 02/15/2033 (A) | 278 | 292 | ||||||
| 7.000%, 04/15/2028 (A) | 74 | 75 | ||||||
| ADT Security | ||||||||
| 4.125%, 08/01/2029 (A) | 595 | 581 | ||||||
| Amer Sports | ||||||||
| 6.750%, 02/16/2031 (A) | 1,898 | 1,980 | ||||||
| American Axle & Manufacturing | ||||||||
| 7.750%, 10/15/2033 (A) | 590 | 600 | ||||||
| 6.375%, 10/15/2032 (A) | 850 | 865 | ||||||
| Aramark Services | ||||||||
| 5.000%, 02/01/2028 (A) | 995 | 995 | ||||||
| Asbury Automotive Group | ||||||||
| 4.750%, 03/01/2030 | 237 | 233 | ||||||
| 4.625%, 11/15/2029 (A) | 1,038 | 1,022 | ||||||
| 4.500%, 03/01/2028 | 2,436 | 2,422 | ||||||
| Ashton Woods USA LLC | ||||||||
| 4.625%, 08/01/2029 (A) | 250 | 244 | ||||||
| 4.625%, 04/01/2030 (A) | 300 | 286 | ||||||
| Aventine (Escrow Security) | ||||||||
| 0.000%, 10/15/2049 (B)(C)(D) | 2,600 | – | ||||||
| Bath & Body Works | ||||||||
| 7.600%, 07/15/2037 | 1,280 | 1,279 | ||||||
| 7.500%, 06/15/2029 | 542 | 552 | ||||||
| 6.875%, 11/01/2035 | 1,304 | 1,329 | ||||||
| 6.750%, 07/01/2036 | 3,280 | 3,291 | ||||||
| 5.250%, 02/01/2028 | 291 | 292 | ||||||
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer | ||||||||
| 9.500%, 07/01/2032 (A) | 1,815 | 1,672 | ||||||
| Beach Acquisition Bidco LLC | ||||||||
| 10.000% Cash/PIK, 07/15/2033 (A) | 3,216 | 3,554 | ||||||
| Beazer Homes USA | ||||||||
| 7.500%, 03/15/2031 (A) | 2,252 | 2,317 | ||||||
| Boyne USA | ||||||||
| 4.750%, 05/15/2029 (A) | 1,889 | 1,876 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Brightstar Lottery | ||||||||
| 5.750%, 01/15/2033 (A) | $ | 145 | $ | 144 | ||||
| 5.250%, 01/15/2029 (A) | 3,852 | 3,836 | ||||||
| Brookfield Residential Properties | ||||||||
| 4.875%, 02/15/2030 (A) | 600 | 564 | ||||||
| Caesars Entertainment | ||||||||
| 7.000%, 02/15/2030 (A) | 3,595 | 3,686 | ||||||
| 6.500%, 02/15/2032 (A) | 1,221 | 1,241 | ||||||
| 6.000%, 10/15/2032 (A) | 881 | 861 | ||||||
| 4.625%, 10/15/2029 (A) | 373 | 365 | ||||||
| Carnival | ||||||||
| 7.000%, 08/15/2029 (A) | 308 | 323 | ||||||
| 6.125%, 02/15/2033 (A) | 3,206 | 3,319 | ||||||
| 5.875%, 06/15/2031 (A) | 45 | 47 | ||||||
| 5.750%, 03/15/2030 (A) | 240 | 248 | ||||||
| 5.750%, 08/01/2032 (A) | 694 | 720 | ||||||
| 4.000%, 08/01/2028 (A) | 128 | 127 | ||||||
| Carriage Services | ||||||||
| 4.250%, 05/15/2029 (A) | 900 | 867 | ||||||
| CD&R Smokey Buyer | ||||||||
| 9.500%, 10/15/2029 (A) | 382 | 314 | ||||||
| Century Communities | ||||||||
| 3.875%, 08/15/2029 (A) | 512 | 488 | ||||||
| Churchill Downs | ||||||||
| 5.750%, 04/01/2030 (A) | 120 | 121 | ||||||
| 4.750%, 01/15/2028 (A) | 2,407 | 2,399 | ||||||
| Clarios Global | ||||||||
| 6.750%, 05/15/2028 (A) | 516 | 528 | ||||||
| 6.750%, 02/15/2030 (A) | 440 | 461 | ||||||
| 6.750%, 09/15/2032 (A) | 2,640 | 2,740 | ||||||
| Cooper-Standard Automotive | ||||||||
| 13.500% Cash/PIK, 03/31/2027 (A) | 2,708 | 2,768 | ||||||
| 9.250%, 03/01/2031 (A) | 3,039 | 3,048 | ||||||
| 5.625% Cash/PIK, 05/15/2027 (A) | 1,583 | 1,604 | ||||||
| Cougar JV Subsidiary LLC | ||||||||
| 8.000%, 05/15/2032 (A) | 820 | 873 | ||||||
| CP Atlas Buyer | ||||||||
| 12.750%, 01/15/2031 (A) | 1,916 | 1,720 | ||||||
| 9.750%, 07/15/2030 (A) | 535 | 536 | ||||||
| Dana | ||||||||
| 4.500%, 02/15/2032 | 140 | 133 | ||||||
| 4.250%, 09/01/2030 | 225 | 216 | ||||||
| Empire Resorts | ||||||||
| 7.750%, 11/01/2026 (A) | 1,820 | 1,802 | ||||||
| Fertitta Entertainment LLC | ||||||||
| 6.750%, 01/15/2030 (A) | 1,252 | 1,181 | ||||||
| 4.625%, 01/15/2029 (A) | 2,406 | 2,339 | ||||||
| Flutter Treasury DAC | ||||||||
| 5.875%, 06/04/2031 (A) | 1,400 | 1,396 | ||||||
| Fontainebleau Las Vegas | ||||||||
| 11.000%, 06/15/2015 (A)(B)(C) | 3,481 | – | ||||||
| Ford Motor Credit LLC | ||||||||
| 7.200%, 06/10/2030 | 200 | 216 | ||||||
| SEI Institutional Investments Trust | 223 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 7.122%, 11/07/2033 | $ | 2,789 | $ | 3,047 | ||||
| 6.950%, 06/10/2026 | 223 | 224 | ||||||
| 5.875%, 11/07/2029 | 750 | 776 | ||||||
| 5.730%, 09/05/2030 | 138 | 142 | ||||||
| 4.542%, 08/01/2026 | 1,481 | 1,481 | ||||||
| 4.125%, 08/17/2027 | 200 | 199 | ||||||
| Gap | ||||||||
| 3.625%, 10/01/2029 (A) | 2,382 | 2,266 | ||||||
| Genting New York LLC | ||||||||
| 7.250%, 10/01/2029 (A) | 1,925 | 1,996 | ||||||
| Goodyear Tire & Rubber | ||||||||
| 6.625%, 07/15/2030 | 122 | 125 | ||||||
| 5.250%, 04/30/2031 | 216 | 207 | ||||||
| 5.250%, 07/15/2031 | 1,043 | 995 | ||||||
| 5.000%, 07/15/2029 | 930 | 912 | ||||||
| Great Canadian Gaming | ||||||||
| 8.750%, 11/15/2029 (A) | 390 | 396 | ||||||
| GrubHub Holdings | ||||||||
| 13.000%, 07/31/2030 (A) | 6,308 | 4,219 | ||||||
| Hilton Domestic Operating | ||||||||
| 6.125%, 04/01/2032 (A) | 574 | 594 | ||||||
| 5.875%, 04/01/2029 (A) | 136 | 139 | ||||||
| 5.875%, 03/15/2033 (A) | 2,914 | 2,999 | ||||||
| 5.750%, 09/15/2033 (A) | 436 | 446 | ||||||
| 5.500%, 03/31/2034 (A) | 1,987 | 2,008 | ||||||
| 4.875%, 01/15/2030 | 140 | 140 | ||||||
| 4.000%, 05/01/2031 (A) | 2,535 | 2,434 | ||||||
| 3.750%, 05/01/2029 (A) | 3,391 | 3,302 | ||||||
| Hilton Grand Vacations Borrower LLC | ||||||||
| 5.000%, 06/01/2029 (A) | 2,263 | 2,209 | ||||||
| Hilton Worldwide Finance LLC | ||||||||
| 4.875%, 04/01/2027 | 351 | 351 | ||||||
| IHO Verwaltungs GmbH | ||||||||
| 8.000%, 11/15/2032 (A) | 200 | 214 | ||||||
| 7.750% Cash/PIK, 11/15/2030 (A) | 200 | 210 | ||||||
| Installed Building Products | ||||||||
| 5.625%, 02/01/2034 (A) | 109 | 110 | ||||||
| Jacobs Entertainment | ||||||||
| 6.750%, 02/15/2029 (A) | 3,270 | 3,211 | ||||||
| JB Poindexter | ||||||||
| 8.750%, 12/15/2031 (A) | 450 | 466 | ||||||
| Kohl's | ||||||||
| 5.550%, 07/17/2045 | 400 | 262 | ||||||
| LBM Acquisition LLC | ||||||||
| 9.500%, 06/15/2031 (A) | 1,679 | 1,566 | ||||||
| 6.250%, 01/15/2029 (A) | 3,241 | 2,471 | ||||||
| LCM Investments Holdings II LLC | ||||||||
| 4.875%, 05/01/2029 (A) | 3,680 | 3,626 | ||||||
| LGI Homes | ||||||||
| 7.000%, 11/15/2032 (A) | 1,851 | 1,815 | ||||||
| Liberty Interactive LLC | ||||||||
| 8.500%, 07/15/2029 | 275 | 11 | ||||||
| 8.250%, 02/01/2030 | 4,690 | 219 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Light & Wonder International | ||||||||
| 6.250%, 10/01/2033 (A) | $ | 3,739 | $ | 3,755 | ||||
| M | ||||||||
| 4.950%, 02/01/2028 | 220 | 219 | ||||||
| Macy's Retail Holdings LLC | ||||||||
| 7.375%, 08/01/2033 (A) | 17 | 18 | ||||||
| Mattamy Group | ||||||||
| 6.000%, 12/15/2033 (A) | 440 | 433 | ||||||
| Melco Resorts Finance | ||||||||
| 6.500%, 09/24/2033 (A) | 360 | 359 | ||||||
| 5.375%, 12/04/2029 (A) | 1,665 | 1,626 | ||||||
| Men's Wearhouse LLC | ||||||||
| 9.000%, 02/01/2031 (A) | 370 | 381 | ||||||
| MGM Resorts International | ||||||||
| 6.500%, 04/15/2032 | 442 | 454 | ||||||
| 6.125%, 09/15/2029 | 1,742 | 1,790 | ||||||
| 4.750%, 10/15/2028 | 2,195 | 2,196 | ||||||
| 4.625%, 09/01/2026 | 375 | 375 | ||||||
| Mohegan Tribal Gaming Authority | ||||||||
| 11.875%, 04/15/2031 (A) | 1,414 | 1,499 | ||||||
| 8.250%, 04/15/2030 (A) | 1,405 | 1,464 | ||||||
| NCL | ||||||||
| 6.750%, 02/01/2032 (A) | 3,635 | 3,743 | ||||||
| 6.250%, 09/15/2033 (A) | 934 | 943 | ||||||
| 5.875%, 01/15/2031 (A) | 934 | 944 | ||||||
| New Home | ||||||||
| 8.500%, 11/01/2030 (A) | 430 | 448 | ||||||
| Newell Brands | ||||||||
| 8.500%, 06/01/2028 (A) | 235 | 247 | ||||||
| 7.375%, 04/01/2036 | 105 | 106 | ||||||
| 6.625%, 09/15/2029 | 304 | 309 | ||||||
| 6.625%, 05/15/2032 | 72 | 72 | ||||||
| 6.375%, 09/15/2027 | 112 | 114 | ||||||
| 6.375%, 05/15/2030 | 302 | 303 | ||||||
| Nissan Motor | ||||||||
| 8.125%, 07/17/2035 (A) | 3,901 | 4,260 | ||||||
| 7.750%, 07/17/2032 (A) | 840 | 898 | ||||||
| 7.500%, 07/17/2030 (A) | 315 | 332 | ||||||
| 4.810%, 09/17/2030 (A) | 2,354 | 2,237 | ||||||
| 4.345%, 09/17/2027 (A) | 2,842 | 2,821 | ||||||
| Nissan Motor Acceptance | ||||||||
| 2.750%, 03/09/2028 (A) | 905 | 863 | ||||||
| Nordstrom | ||||||||
| 5.000%, 01/15/2044 | 960 | 731 | ||||||
| 4.375%, 04/01/2030 | 20 | 19 | ||||||
| 4.250%, 08/01/2031 | 10 | 10 | ||||||
| Ontario Gaming GTA | ||||||||
| 8.000%, 08/01/2030 (A) | 1,393 | 1,346 | ||||||
| Papa John's International | ||||||||
| 3.875%, 09/15/2029 (A) | 872 | 825 | ||||||
| Petco Health & Wellness | ||||||||
| 8.250%, 02/01/2031 (A) | 103 | 101 | ||||||
| 224 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PetSmart LLC | ||||||||
| 10.000%, 09/15/2033 (A) | $ | 2,353 | $ | 2,360 | ||||
| 7.500%, 09/15/2032 (A) | 1,655 | 1,674 | ||||||
| PM General Purchaser LLC | ||||||||
| 9.500%, 10/01/2028 (A) | 300 | 281 | ||||||
| Qnity Electronics | ||||||||
| 6.250%, 08/15/2033 (A) | 3,396 | 3,526 | ||||||
| 5.750%, 08/15/2032 (A) | 1,941 | 1,986 | ||||||
| QXO Building Products | ||||||||
| 6.750%, 04/30/2032 (A) | 3,961 | 4,102 | ||||||
| Resorts World Las Vegas LLC / RWLV Capital | ||||||||
| 4.625%, 04/16/2029 (A) | 1,050 | 957 | ||||||
| 4.625%, 04/06/2031 (A) | 1,030 | 890 | ||||||
| Rivers Enterprise Borrower LLC | ||||||||
| 6.625%, 02/01/2033 (A) | 2,847 | 2,922 | ||||||
| Rivers Enterprise Lender LLC | ||||||||
| 6.250%, 10/15/2030 (A) | 250 | 255 | ||||||
| Rivian Holdings LLC | ||||||||
| 10.000%, 01/15/2031 (A) | 1,412 | 1,336 | ||||||
| Royal Caribbean Cruises | ||||||||
| 6.250%, 03/15/2032 (A) | 575 | 600 | ||||||
| 6.000%, 02/01/2033 (A) | 336 | 348 | ||||||
| 5.625%, 09/30/2031 (A) | 1,514 | 1,560 | ||||||
| Sabre Financial Borrower LLC | ||||||||
| 11.125%, 06/15/2029 (A) | 745 | 718 | ||||||
| Sabre GLBL | ||||||||
| 10.750%, 11/15/2029 (A) | 1,073 | 783 | ||||||
| 10.750%, 03/15/2030 (A) | 1,369 | 992 | ||||||
| Saks Global Enterprises LLC | ||||||||
| 11.000%, 12/15/2029 (A)(B) | 208 | 1 | ||||||
| Service International | ||||||||
| 5.750%, 10/15/2032 | 1,460 | 1,489 | ||||||
| 3.375%, 08/15/2030 | 529 | 497 | ||||||
| Six Flags Entertainment | ||||||||
| 8.625%, 01/15/2032 (A) | 768 | 777 | ||||||
| 7.250%, 05/15/2031 (A) | 2,234 | 2,193 | ||||||
| 6.625%, 05/01/2032 (A) | 2,375 | 2,415 | ||||||
| 5.250%, 07/15/2029 | 365 | 351 | ||||||
| Somnigroup International | ||||||||
| 4.000%, 04/15/2029 (A) | 930 | 904 | ||||||
| 3.875%, 10/15/2031 (A) | 339 | 318 | ||||||
| Sonic Automotive | ||||||||
| 4.875%, 11/15/2031 (A) | 252 | 244 | ||||||
| 4.625%, 11/15/2029 (A) | 580 | 570 | ||||||
| Staples | ||||||||
| 12.750%, 01/15/2030 (A) | 830 | 584 | ||||||
| 10.750%, 09/01/2029 (A) | 3,905 | 3,583 | ||||||
| Station Casinos LLC | ||||||||
| 6.625%, 03/15/2032 (A) | 405 | 415 | ||||||
| 4.625%, 12/01/2031 (A) | 499 | 481 | ||||||
| 4.500%, 02/15/2028 (A) | 2,030 | 2,022 | ||||||
| StoneMor | ||||||||
| 8.500%, 05/15/2029 (A) | 2,165 | 2,100 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Studio City Finance | ||||||||
| 5.000%, 01/15/2029 (A) | $ | 2,730 | $ | 2,639 | ||||
| Superior Plus | ||||||||
| 4.500%, 03/15/2029 (A) | 2,058 | 2,000 | ||||||
| Taylor Morrison Communities | ||||||||
| 5.750%, 01/15/2028 (A) | 1,390 | 1,418 | ||||||
| Tenneco | ||||||||
| 8.000%, 11/17/2028 (A) | 3,204 | 3,204 | ||||||
| TopBuild | ||||||||
| 5.625%, 01/31/2034 (A) | 321 | 324 | ||||||
| Under Armour | ||||||||
| 7.250%, 07/15/2030 (A) | 4,288 | 4,429 | ||||||
| Vail Resorts | ||||||||
| 6.500%, 05/15/2032 (A) | 520 | 539 | ||||||
| 5.625%, 07/15/2030 (A) | 171 | 174 | ||||||
| Victoria's Secret | ||||||||
| 4.625%, 07/15/2029 (A) | 3,795 | 3,707 | ||||||
| Victra Holdings LLC | ||||||||
| 8.750%, 09/15/2029 (A) | 360 | 378 | ||||||
| Viking Cruises | ||||||||
| 7.000%, 02/15/2029 (A) | 800 | 801 | ||||||
| 5.875%, 10/15/2033 (A) | 697 | 711 | ||||||
| Viking Ocean Cruises Ship VII | ||||||||
| 5.625%, 02/15/2029 (A) | 1,900 | 1,898 | ||||||
| Voyager Parent LLC | ||||||||
| 9.250%, 07/01/2032 (A) | 640 | 683 | ||||||
| Wand NewCo 3 | ||||||||
| 7.625%, 01/30/2032 (A) | 1,818 | 1,897 | ||||||
| Wayfair LLC | ||||||||
| 7.750%, 09/15/2030 (A) | 1,293 | 1,360 | ||||||
| 7.250%, 10/31/2029 (A) | 3,471 | 3,587 | ||||||
| 6.750%, 11/15/2032 (A) | 2,398 | 2,444 | ||||||
| Whirlpool | ||||||||
| 6.500%, 06/15/2033 | 1,562 | 1,559 | ||||||
| 6.125%, 06/15/2030 | 44 | 44 | ||||||
| William Carter | ||||||||
| 7.375%, 02/15/2031 (A) | 600 | 618 | ||||||
| Wolverine World Wide | ||||||||
| 4.000%, 08/15/2029 (A) | 1,670 | 1,578 | ||||||
| Wynn Las Vegas LLC | ||||||||
| 5.250%, 05/15/2027 (A) | 1,954 | 1,959 | ||||||
| Wynn Macau | ||||||||
| 6.750%, 02/15/2034 (A) | 635 | 643 | ||||||
| 5.125%, 12/15/2029 (A) | 1,550 | 1,540 | ||||||
| Wynn Resorts Finance LLC | ||||||||
| 7.125%, 02/15/2031 (A) | 1,992 | 2,151 | ||||||
| 6.250%, 03/15/2033 (A) | 591 | 604 | ||||||
| 5.125%, 10/01/2029 (A) | 761 | 765 | ||||||
| Yum! Brands | ||||||||
| 6.875%, 11/15/2037 | 1,840 | 2,054 | ||||||
| 5.375%, 04/01/2032 | 485 | 493 | ||||||
| ZF North America Capital | ||||||||
| 7.500%, 03/24/2031 (A) | 1,360 | 1,401 | ||||||
| SEI Institutional Investments Trust | 225 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.875%, 04/23/2032 (A) | $ | 1,200 | $ | 1,204 | ||||
| 246,707 | ||||||||
| Consumer Staples — 2.4% | ||||||||
| Albertsons Cos | ||||||||
| 6.250%, 03/15/2033 (A) | 312 | 322 | ||||||
| 5.750%, 03/31/2034 (A) | 855 | 851 | ||||||
| 5.625%, 03/31/2032 (A) | 403 | 405 | ||||||
| 5.500%, 03/31/2031 (A) | 84 | 84 | ||||||
| 3.500%, 03/15/2029 (A) | 3,983 | 3,840 | ||||||
| B&G Foods | ||||||||
| 8.000%, 09/15/2028 (A) | 3,708 | 3,597 | ||||||
| C&S Group Enterprises LLC | ||||||||
| 5.000%, 12/15/2028 (A) | 2,228 | 2,106 | ||||||
| Central Garden & Pet | ||||||||
| 5.125%, 02/01/2028 | 1,150 | 1,149 | ||||||
| 4.125%, 10/15/2030 | 267 | 258 | ||||||
| Chobani LLC | ||||||||
| 4.625%, 11/15/2028 (A) | 967 | 962 | ||||||
| Edgewell Personal Care | ||||||||
| 5.500%, 06/01/2028 (A) | 655 | 654 | ||||||
| 4.125%, 04/01/2029 (A) | 500 | 483 | ||||||
| Energizer Holdings | ||||||||
| 6.000%, 09/15/2033 (A) | 29 | 28 | ||||||
| 4.750%, 06/15/2028 (A) | 866 | 858 | ||||||
| 4.375%, 03/31/2029 (A) | 562 | 546 | ||||||
| HLF Financing Sarl LLC | ||||||||
| 4.875%, 06/01/2029 (A) | 4,314 | 4,133 | ||||||
| HRB Winddown | ||||||||
| 8.875%, 03/15/2070 (A)(B)(C) | 800 | – | ||||||
| Industrial F&B Investments III | ||||||||
| 7.750%, 02/11/2033 (A) | 1,290 | 1,324 | ||||||
| Lamb Weston Holdings | ||||||||
| 4.125%, 01/31/2030 (A) | 1,776 | 1,722 | ||||||
| New Albertsons | ||||||||
| 8.700%, 05/01/2030 | 1,149 | 1,270 | ||||||
| 8.000%, 05/01/2031 | 995 | 1,088 | ||||||
| Opal Bidco SAS | ||||||||
| 6.500%, 03/31/2032 (A) | 2,681 | 2,761 | ||||||
| Performance Food Group | ||||||||
| 6.125%, 09/15/2032 (A) | 1,414 | 1,451 | ||||||
| 5.625%, 03/01/2034 (A) | 186 | 187 | ||||||
| 4.250%, 08/01/2029 (A) | 2,155 | 2,114 | ||||||
| Pilgrim's Pride | ||||||||
| 6.875%, 05/15/2034 | 1,435 | 1,606 | ||||||
| Post Holdings | ||||||||
| 6.500%, 03/15/2036 (A) | 2,055 | 2,091 | ||||||
| 6.375%, 03/01/2033 (A) | 3,481 | 3,543 | ||||||
| 6.250%, 02/15/2032 (A) | 2,289 | 2,355 | ||||||
| 6.250%, 10/15/2034 (A) | 2,091 | 2,136 | ||||||
| 4.625%, 04/15/2030 (A) | 264 | 258 | ||||||
| 4.500%, 09/15/2031 (A) | 1,467 | 1,403 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Primo Water Holdings | ||||||||
| 6.250%, 04/01/2029 (A) | $ | 327 | $ | 327 | ||||
| Simmons Foods | ||||||||
| 4.625%, 03/01/2029 (A) | 2,996 | 2,893 | ||||||
| Tyson Foods | ||||||||
| 5.100%, 09/28/2048 | 1,447 | 1,361 | ||||||
| 50,166 | ||||||||
| Energy — 10.0% | ||||||||
| Antero Midstream Partners | ||||||||
| 5.750%, 01/15/2028 (A) | 387 | 387 | ||||||
| 5.750%, 10/15/2033 (A) | 1,386 | 1,407 | ||||||
| 5.375%, 06/15/2029 (A) | 2,630 | 2,630 | ||||||
| Archrock Partners | ||||||||
| 6.625%, 09/01/2032 (A) | 1,229 | 1,279 | ||||||
| 6.250%, 04/01/2028 (A) | 1,480 | 1,481 | ||||||
| Archrock Services | ||||||||
| 6.000%, 02/01/2034 (A) | 195 | 197 | ||||||
| Ascent Resources Utica Holdings LLC | ||||||||
| 6.625%, 10/15/2032 (A) | 1,206 | 1,253 | ||||||
| 6.625%, 07/15/2033 (A) | 1,727 | 1,792 | ||||||
| 5.875%, 06/30/2029 (A) | 61 | 61 | ||||||
| Blue Racer Midstream LLC | ||||||||
| 7.250%, 07/15/2032 (A) | 940 | 994 | ||||||
| 7.000%, 07/15/2029 (A) | 1,001 | 1,043 | ||||||
| 6.625%, 07/15/2026 (A) | 180 | 181 | ||||||
| Buckeye Partners | ||||||||
| 6.875%, 07/01/2029 (A) | 120 | 125 | ||||||
| 6.750%, 02/01/2030 (A) | 182 | 190 | ||||||
| 4.500%, 03/01/2028 (A) | 1,630 | 1,626 | ||||||
| 3.950%, 12/01/2026 | 457 | 454 | ||||||
| California Resources | ||||||||
| 7.000%, 01/15/2034 (A) | 2,511 | 2,557 | ||||||
| Chord Energy | ||||||||
| 6.750%, 03/15/2033 (A) | 195 | 203 | ||||||
| 6.000%, 10/01/2030 (A) | 610 | 623 | ||||||
| CNX Resources | ||||||||
| 7.375%, 01/15/2031 (A) | 20 | 21 | ||||||
| 5.875%, 03/01/2034 (A) | 1,640 | 1,643 | ||||||
| Comstock Resources | ||||||||
| 6.750%, 03/01/2029 (A) | 4,296 | 4,280 | ||||||
| 5.875%, 01/15/2030 (A) | 2,804 | 2,702 | ||||||
| Crescent Energy Finance LLC | ||||||||
| 9.250%, 02/15/2028 (A) | 547 | 563 | ||||||
| 8.375%, 01/15/2034 (A) | 264 | 273 | ||||||
| 7.875%, 04/15/2032 (A) | 559 | 569 | ||||||
| 7.625%, 04/01/2032 (A) | 514 | 520 | ||||||
| 7.375%, 01/15/2033 (A) | 362 | 360 | ||||||
| CVR Energy | ||||||||
| 7.875%, 02/15/2034 (A) | 571 | 560 | ||||||
| 7.500%, 02/15/2031 (A) | 782 | 779 | ||||||
| 5.750%, 02/15/2028 (A) | 388 | 387 | ||||||
| 226 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Delek Logistics Partners | ||||||||
| 8.625%, 03/15/2029 (A) | $ | 2,399 | $ | 2,505 | ||||
| 7.375%, 06/30/2033 (A) | 1,038 | 1,074 | ||||||
| Diamond Foreign Asset | ||||||||
| 8.500%, 10/01/2030 (A) | 410 | 436 | ||||||
| Energy Transfer | ||||||||
| 5.500%, 06/01/2027 | 2,863 | 2,906 | ||||||
| Enviva Partners LP | ||||||||
| 0.000%, 01/15/2027 (C)(D) | 3,197 | – | ||||||
| Equities | ||||||||
| 7.500%, 06/01/2030 | 232 | 258 | ||||||
| 4.750%, 01/15/2031 | 392 | 397 | ||||||
| 4.500%, 01/15/2029 | 944 | 952 | ||||||
| Excelerate Energy | ||||||||
| 8.000%, 05/15/2030 (A) | 234 | 248 | ||||||
| Expand Energy | ||||||||
| 7.500%, 10/01/2026 (B)(C)(E) | 4,075 | – | ||||||
| 7.000%, 12/31/2049 (B)(C)(E) | 1,790 | – | ||||||
| 6.750%, 04/15/2029 (A) | 1,184 | 1,187 | ||||||
| 5.500%, 09/15/2026 (B) | 180 | – | ||||||
| 5.375%, 02/01/2029 | 69 | 69 | ||||||
| 5.375%, 03/15/2030 | 505 | 513 | ||||||
| 4.750%, 02/01/2032 | 444 | 443 | ||||||
| Genesis Energy | ||||||||
| 8.875%, 04/15/2030 | 2,361 | 2,477 | ||||||
| 7.875%, 05/15/2032 | 863 | 903 | ||||||
| 7.750%, 02/01/2028 | 453 | 454 | ||||||
| 6.750%, 03/15/2034 | 1,187 | 1,201 | ||||||
| Golar LNG | ||||||||
| 7.500%, 10/02/2030 (A) | 1,393 | 1,402 | ||||||
| Gulfport Energy Operating | ||||||||
| 6.750%, 09/01/2029 (A) | 2,279 | 2,360 | ||||||
| Harvest Midstream I | ||||||||
| 7.500%, 05/15/2032 (A) | 687 | 713 | ||||||
| Hess Midstream Operations | ||||||||
| 6.500%, 06/01/2029 (A) | 240 | 248 | ||||||
| 5.875%, 03/01/2028 (A) | 97 | 99 | ||||||
| 5.125%, 06/15/2028 (A) | 340 | 340 | ||||||
| Hilcorp Energy I | ||||||||
| 7.250%, 02/15/2035 (A) | 3,635 | 3,600 | ||||||
| 6.875%, 05/15/2034 (A) | 295 | 289 | ||||||
| 6.250%, 04/15/2032 (A) | 648 | 631 | ||||||
| 6.000%, 04/15/2030 (A) | 226 | 223 | ||||||
| 6.000%, 02/01/2031 (A) | 2,570 | 2,503 | ||||||
| Howard Midstream Energy Partners LLC | ||||||||
| 7.375%, 07/15/2032 (A) | 2,252 | 2,376 | ||||||
| 6.625%, 01/15/2034 (A) | 175 | 181 | ||||||
| Ithaca Energy North Sea | ||||||||
| 8.125%, 10/15/2029 (A) | 265 | 279 | ||||||
| ITT Holdings LLC | ||||||||
| 6.500%, 08/01/2029 (A) | 3,228 | 3,136 | ||||||
| Kodiak Gas Services LLC | ||||||||
| 7.250%, 02/15/2029 (A) | 875 | 907 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.750%, 10/01/2035 (A) | $ | 725 | $ | 758 | ||||
| 6.500%, 10/01/2033 (A) | 905 | 933 | ||||||
| Kraken Oil & Gas Partners LLC | ||||||||
| 7.625%, 08/15/2029 (A) | 380 | 385 | ||||||
| Magnolia Oil & Gas Operating LLC | ||||||||
| 6.875%, 12/01/2032 (A) | 220 | 230 | ||||||
| Matador Resources | ||||||||
| 6.500%, 04/15/2032 (A) | 291 | 297 | ||||||
| 6.250%, 04/15/2033 (A) | 345 | 351 | ||||||
| 6.000%, 04/15/2034 (A) | 503 | 503 | ||||||
| Moss Creek Resources Holdings | ||||||||
| 8.250%, 09/01/2031 (A) | 4,155 | 4,095 | ||||||
| Murphy Oil | ||||||||
| 6.500%, 02/15/2034 | 1,194 | 1,194 | ||||||
| Nabors Industries | ||||||||
| 9.125%, 01/31/2030 (A) | 840 | 883 | ||||||
| 8.875%, 08/15/2031 (A) | 3,874 | 4,013 | ||||||
| 7.625%, 11/15/2032 (A) | 419 | 432 | ||||||
| New Fortress Energy | ||||||||
| 8.750%, 03/15/2029 (A) | 2,120 | 188 | ||||||
| 6.500%, 09/30/2026 (A) | 2,305 | 219 | ||||||
| NFE Financing LLC MTN | ||||||||
| 12.000%, 11/15/2029 (A)(B) | 3,150 | 1,139 | ||||||
| NGL Energy Operating LLC | ||||||||
| 8.375%, 02/15/2032 (A) | 2,249 | 2,359 | ||||||
| 8.125%, 02/15/2029 (A) | 3,239 | 3,357 | ||||||
| Noble Finance II LLC | ||||||||
| 8.000%, 04/15/2030 (A) | 1,425 | 1,483 | ||||||
| Northern Oil & Gas | ||||||||
| 8.750%, 06/15/2031 (A) | 575 | 600 | ||||||
| 7.875%, 10/15/2033 (A) | 7,791 | 7,965 | ||||||
| NuStar Logistics | ||||||||
| 6.375%, 10/01/2030 | 247 | 260 | ||||||
| 6.000%, 06/01/2026 | 555 | 555 | ||||||
| 5.625%, 04/28/2027 | 994 | 1,004 | ||||||
| ONEOK | ||||||||
| 5.600%, 04/01/2044 | 242 | 233 | ||||||
| 5.450%, 06/01/2047 | 3,173 | 2,996 | ||||||
| PBF Holding LLC | ||||||||
| 9.875%, 03/15/2030 (A) | 1,000 | 1,061 | ||||||
| 7.875%, 09/15/2030 (A) | 2,498 | 2,507 | ||||||
| Permian Resources Operating LLC | ||||||||
| 9.875%, 07/15/2031 (A) | 481 | 515 | ||||||
| 8.000%, 04/15/2027 (A) | 228 | 230 | ||||||
| 7.000%, 01/15/2032 (A) | 289 | 303 | ||||||
| 6.250%, 02/01/2033 (A) | 259 | 268 | ||||||
| Precision Drilling | ||||||||
| 6.875%, 01/15/2029 (A) | 1,110 | 1,124 | ||||||
| Rockies Express Pipeline LLC | ||||||||
| 6.750%, 03/15/2033 (A) | 2,610 | 2,749 | ||||||
| 4.800%, 05/15/2030 (A) | 2,117 | 2,084 | ||||||
| Seadrill Finance | ||||||||
| 8.375%, 08/01/2030 (A) | 380 | 399 | ||||||
| SEI Institutional Investments Trust | 227 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| SESI LLC | ||||||||
| 7.875%, 09/30/2030 (A) | $ | 440 | $ | 449 | ||||
| Seventy Seven Operating LLC (Escrow Security) | ||||||||
| 6.625%, 01/15/2020 (B)(C) | 2,787 | – | ||||||
| SM Energy | ||||||||
| 9.625%, 06/15/2033 (A) | 757 | 837 | ||||||
| 8.750%, 07/01/2031 (A) | 576 | 605 | ||||||
| 8.625%, 11/01/2030 (A) | 4,128 | 4,369 | ||||||
| 8.375%, 07/01/2028 (A) | 294 | 304 | ||||||
| 7.000%, 08/01/2032 (A) | 2,397 | 2,441 | ||||||
| 6.750%, 09/15/2026 | 230 | 230 | ||||||
| 6.750%, 08/01/2029 (A) | 429 | 438 | ||||||
| 6.625%, 01/15/2027 | 365 | 365 | ||||||
| 6.500%, 07/15/2028 | 315 | 317 | ||||||
| Star Holding LLC | ||||||||
| 8.750%, 08/01/2031 (A) | 360 | 363 | ||||||
| Summit Midstream Holdings LLC | ||||||||
| 8.625%, 10/31/2029 (A) | 3,690 | 3,862 | ||||||
| SunCoke Energy | ||||||||
| 4.875%, 06/30/2029 (A) | 1,289 | 1,177 | ||||||
| Sunoco | ||||||||
| 7.250%, 05/01/2032 (A) | 4,433 | 4,684 | ||||||
| 7.000%, 05/01/2029 (A) | 2,690 | 2,790 | ||||||
| 6.250%, 07/01/2033 (A) | 2,933 | 3,021 | ||||||
| 5.875%, 03/15/2034 (A) | 785 | 788 | ||||||
| 5.625%, 07/15/2034 (A) | 142 | 142 | ||||||
| 5.375%, 07/15/2031 (A) | 148 | 148 | ||||||
| 4.500%, 05/15/2029 | 492 | 484 | ||||||
| 4.500%, 04/30/2030 | 621 | 608 | ||||||
| Tallgrass Energy Partners | ||||||||
| 7.375%, 02/15/2029 (A) | 249 | 258 | ||||||
| 6.750%, 03/15/2034 (A) | 659 | 677 | ||||||
| 6.000%, 12/31/2030 (A) | 3,007 | 3,047 | ||||||
| 6.000%, 09/01/2031 (A) | 1,115 | 1,127 | ||||||
| 5.500%, 01/15/2028 (A) | 450 | 450 | ||||||
| Talos Production | ||||||||
| 9.375%, 02/01/2031 (A) | 3,405 | 3,623 | ||||||
| 9.000%, 02/01/2029 (A) | 40 | 42 | ||||||
| TerraForm Power Operating LLC | ||||||||
| 5.000%, 01/31/2028 (A) | 2,992 | 2,996 | ||||||
| 4.750%, 01/15/2030 (A) | 225 | 220 | ||||||
| TGNR Intermediate Holdings LLC | ||||||||
| 5.500%, 10/15/2029 (A) | 3,252 | 3,217 | ||||||
| Tidewater | ||||||||
| 9.125%, 07/15/2030 (A) | 1,840 | 1,990 | ||||||
| TransMontaigne Partners LLC | ||||||||
| 8.500%, 06/15/2030 (A) | 2,134 | 2,230 | ||||||
| Transocean International | ||||||||
| 8.750%, 02/15/2030 (A) | 100 | 105 | ||||||
| 8.500%, 05/15/2031 (A) | 5,330 | 5,637 | ||||||
| 8.250%, 05/15/2029 (A) | 1,721 | 1,792 | ||||||
| 6.800%, 03/15/2038 | 3,359 | 3,254 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Transocean Titan Financing | ||||||||
| 8.375%, 02/01/2028 (A) | $ | 68 | $ | 70 | ||||
| USA Compression Partners | ||||||||
| 7.125%, 03/15/2029 (A) | 1,250 | 1,292 | ||||||
| 6.250%, 10/01/2033 (A) | 2,094 | 2,129 | ||||||
| Valaris | ||||||||
| 8.375%, 04/30/2030 (A) | 2,925 | 3,067 | ||||||
| Venture Global Calcasieu Pass LLC | ||||||||
| 3.875%, 11/01/2033 (A) | 2,620 | 2,332 | ||||||
| Venture Global LNG | ||||||||
| 9.875%, 02/01/2032 (A) | 1,185 | 1,255 | ||||||
| 9.500%, 02/01/2029 (A) | 450 | 483 | ||||||
| 8.375%, 06/01/2031 (A) | 6,885 | 7,051 | ||||||
| 8.125%, 06/01/2028 (A) | 266 | 273 | ||||||
| 7.000%, 01/15/2030 (A) | 1,693 | 1,717 | ||||||
| Venture Global Plaquemines LNG LLC | ||||||||
| 7.750%, 05/01/2035 (A) | 749 | 850 | ||||||
| 7.500%, 05/01/2033 (A) | 770 | 854 | ||||||
| 6.750%, 01/15/2036 (A) | 5,739 | 6,113 | ||||||
| 6.500%, 01/15/2034 (A) | 1,907 | 2,007 | ||||||
| 6.500%, 06/15/2034 (A) | 170 | 178 | ||||||
| 6.125%, 12/15/2030 (A) | 246 | 256 | ||||||
| Viridien | ||||||||
| 10.000%, 10/15/2030 (A) | 630 | 676 | ||||||
| WBI Operating LLC | ||||||||
| 6.500%, 10/15/2033 (A) | 1,410 | 1,433 | ||||||
| 6.250%, 10/15/2030 (A) | 313 | 319 | ||||||
| Weatherford International | ||||||||
| 6.750%, 10/15/2033 (A) | 250 | 261 | ||||||
| Western Midstream Operating | ||||||||
| 5.250%, 02/01/2050 | 3,988 | 3,463 | ||||||
| Wildfire Intermediate Holdings LLC | ||||||||
| 7.500%, 10/15/2029 (A) | 400 | 411 | ||||||
| 209,699 | ||||||||
| Financials — 9.3% | ||||||||
| Acrisure LLC | ||||||||
| 8.250%, 02/01/2029 (A) | 2,863 | 2,863 | ||||||
| 7.500%, 11/06/2030 (A) | 1,580 | 1,608 | ||||||
| 6.750%, 07/01/2032 (A) | 3,278 | 3,215 | ||||||
| Alliant Holdings Intermediate LLC | ||||||||
| 7.000%, 01/15/2031 (A) | 4,961 | 5,051 | ||||||
| 4.250%, 10/15/2027 (A) | 2,212 | 2,185 | ||||||
| Ally Financial | ||||||||
| 6.700%, 02/14/2033 | 1,760 | 1,835 | ||||||
| AmWINS Group | ||||||||
| 6.375%, 02/15/2029 (A) | 2,324 | 2,365 | ||||||
| APH Somerset Investor 2 LLC | ||||||||
| 7.875%, 11/01/2029 (A) | 2,714 | 2,629 | ||||||
| Apollo Commercial Real Estate Finance | ||||||||
| 4.625%, 06/15/2029 (A) | 2,270 | 2,259 | ||||||
| Apollo Debt Solutions BDC | ||||||||
| 6.900%, 04/13/2029 | 1,505 | 1,565 | ||||||
| 228 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Arbor Realty SR | ||||||||
| 8.500%, 12/15/2028 (A) | $ | 1,245 | $ | 1,212 | ||||
| 7.875%, 07/15/2030 (A) | 1,665 | 1,535 | ||||||
| Ardonagh Finco | ||||||||
| 7.750%, 02/15/2031 (A) | 1,000 | 1,024 | ||||||
| Ardonagh Group Finance | ||||||||
| 8.875%, 02/15/2032 (A) | 870 | 859 | ||||||
| Aretec Group | ||||||||
| 10.000%, 08/15/2030 (A) | 381 | 405 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 1,819 | 1,740 | ||||||
| Asurion LLC and Asurion -Issuer | ||||||||
| 8.000%, 12/31/2032 (A) | 4,796 | 5,037 | ||||||
| Barclays | ||||||||
| 9.625%, USISSO05 + 5.775%(F)(G) | 1,780 | 2,018 | ||||||
| Blackstone Mortgage Trust | ||||||||
| 7.750%, 12/01/2029 (A) | 3,405 | 3,629 | ||||||
| Block | ||||||||
| 6.500%, 05/15/2032 | 1,011 | 1,040 | ||||||
| 6.000%, 08/15/2033 (A) | 1,315 | 1,336 | ||||||
| 5.625%, 08/15/2030 (A) | 125 | 127 | ||||||
| 2.750%, 06/01/2026 | 160 | 159 | ||||||
| Bread Financial Holdings | ||||||||
| 6.750%, 05/15/2031 (A) | 1,037 | 1,057 | ||||||
| Burford Capital Global Finance LLC | ||||||||
| 8.500%, 01/15/2034 (A) | 470 | 461 | ||||||
| Citigroup | ||||||||
| 6.625%, H15T5Y + 3.001%(F)(G) | 1,852 | 1,915 | ||||||
| Coinbase Global | ||||||||
| 3.375%, 10/01/2028 (A) | 1,767 | 1,685 | ||||||
| CPI CG | ||||||||
| 10.000%, 07/15/2029 (A) | 1,687 | 1,782 | ||||||
| Credit Acceptance | ||||||||
| 6.625%, 03/15/2030 (A) | 977 | 972 | ||||||
| CrossCountry Intermediate HoldCo LLC | ||||||||
| 6.750%, 12/01/2032 (A) | 1,501 | 1,486 | ||||||
| EF Holdco | ||||||||
| 7.375%, 09/30/2030 (A) | 1,565 | 1,581 | ||||||
| Encore Capital Group | ||||||||
| 6.625%, 04/15/2031 (A) | 3,228 | 3,278 | ||||||
| Enova International | ||||||||
| 9.125%, 08/01/2029 (A) | 2,550 | 2,679 | ||||||
| Finance of America Funding LLC | ||||||||
| 8.875%, 11/30/2026 (A) | 2,467 | 2,423 | ||||||
| FirstCash | ||||||||
| 6.875%, 03/01/2032 (A) | 750 | 774 | ||||||
| 4.625%, 09/01/2028 (A) | 3,463 | 3,421 | ||||||
| Focus Financial Partners LLC | ||||||||
| 6.750%, 09/15/2031 (A) | 1,665 | 1,656 | ||||||
| Freedom Mortgage Holdings LLC | ||||||||
| 9.250%, 02/01/2029 (A)(E) | 2,775 | 2,898 | ||||||
| 8.375%, 04/01/2032 (A) | 200 | 202 | ||||||
| 7.875%, 04/01/2033 (A) | 860 | 848 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.875%, 05/01/2031 (A) | $ | 785 | $ | 757 | ||||
| Genworth Holdings | ||||||||
| 6.500%, 06/15/2034 | 3,335 | 3,424 | ||||||
| 5.917%, TSFR3M + 2.264%, 11/15/2036 (F) | 410 | 334 | ||||||
| Howden UK Refinance | ||||||||
| 8.125%, 02/15/2032 (A) | 2,327 | 2,228 | ||||||
| 7.250%, 02/15/2031 (A) | 925 | 938 | ||||||
| HUB International | ||||||||
| 7.375%, 01/31/2032 (A) | 1,970 | 2,005 | ||||||
| Intesa Sanpaolo | ||||||||
| 4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(F) | 3,020 | 2,677 | ||||||
| ION Platform Finance US | ||||||||
| 9.000%, 08/01/2029 (A) | 713 | 662 | ||||||
| 7.875%, 09/30/2032 (A) | 515 | 413 | ||||||
| Jane Street Group | ||||||||
| 7.125%, 04/30/2031 (A) | 3,655 | 3,803 | ||||||
| 6.750%, 05/01/2033 (A) | 1,380 | 1,416 | ||||||
| 6.125%, 11/01/2032 (A) | 30 | 30 | ||||||
| Jefferies Finance LLC | ||||||||
| 6.625%, 10/15/2031 (A) | 2,283 | 2,223 | ||||||
| 5.000%, 08/15/2028 (A) | 1,857 | 1,766 | ||||||
| Jefferson Capital Holdings LLC | ||||||||
| 8.250%, 05/15/2030 (A) | 450 | 471 | ||||||
| Jones Deslauriers Insurance Management | ||||||||
| 8.500%, 03/15/2030 (A) | 490 | 508 | ||||||
| Ladder Capital Finance Holdings LLLP | ||||||||
| 4.250%, 02/01/2027 (A) | 2,145 | 2,130 | ||||||
| LD Holdings Group LLC | ||||||||
| 6.125%, 04/01/2028 (A) | 1,580 | 1,406 | ||||||
| Midcap Financial Issuer Trust | ||||||||
| 6.500%, 05/01/2028 (A) | 4,283 | 4,251 | ||||||
| 5.922%, TSFR3M + 2.250%, 01/15/2033 (A)(F) | 500 | 505 | ||||||
| 5.822%, TSFR3M + 2.150%, 01/15/2031 (A)(F) | 525 | 526 | ||||||
| 5.625%, 01/15/2030 (A) | 2,198 | 2,136 | ||||||
| Nassau of New York | ||||||||
| 7.875%, 07/15/2030 (A) | 390 | 362 | ||||||
| Navient | ||||||||
| 11.500%, 03/15/2031 | 202 | 214 | ||||||
| 7.875%, 06/15/2032 | 570 | 530 | ||||||
| 5.500%, 03/15/2029 | 2,687 | 2,510 | ||||||
| Navient MTN | ||||||||
| 5.625%, 08/01/2033 | 3,385 | 2,781 | ||||||
| OneMain Finance | ||||||||
| 7.500%, 05/15/2031 | 2,852 | 2,945 | ||||||
| 7.125%, 11/15/2031 | 545 | 557 | ||||||
| 7.125%, 09/15/2032 | 1,443 | 1,476 | ||||||
| 6.750%, 03/15/2032 | 470 | 474 | ||||||
| 6.750%, 09/15/2033 | 745 | 739 | ||||||
| 6.625%, 01/15/2028 | 485 | 495 | ||||||
| SEI Institutional Investments Trust | 229 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.500%, 03/15/2033 | $ | 1,988 | $ | 1,970 | ||||
| 5.375%, 11/15/2029 | 1,732 | 1,712 | ||||||
| 4.000%, 09/15/2030 | 893 | 824 | ||||||
| 3.500%, 01/15/2027 | 3,171 | 3,134 | ||||||
| Osaic Holdings | ||||||||
| 8.000%, 08/01/2033 (A) | 2,317 | 2,308 | ||||||
| 6.750%, 08/01/2032 (A) | 640 | 646 | ||||||
| Panther Escrow Issuer LLC | ||||||||
| 7.125%, 06/01/2031 (A) | 2,102 | 2,138 | ||||||
| PennyMac Financial Services | ||||||||
| 6.750%, 02/15/2034 (A) | 2,178 | 2,153 | ||||||
| 5.750%, 09/15/2031 (A) | 5,164 | 5,014 | ||||||
| PHH Escrow Issuer LLC | ||||||||
| 9.875%, 11/01/2029 (A) | 1,854 | 1,861 | ||||||
| PROG Holdings | ||||||||
| 6.000%, 11/15/2029 (A) | 1,700 | 1,669 | ||||||
| Rfna | ||||||||
| 7.875%, 02/15/2030 (A) | 1,830 | 1,822 | ||||||
| Rithm Capital | ||||||||
| 8.000%, 07/15/2030 (A) | 7,771 | 7,807 | ||||||
| Rocket | ||||||||
| 7.125%, 02/01/2032 (A) | 1,530 | 1,600 | ||||||
| 6.500%, 08/01/2029 (A) | 60 | 62 | ||||||
| 6.375%, 08/01/2033 (A) | 6,002 | 6,203 | ||||||
| 6.125%, 08/01/2030 (A) | 405 | 416 | ||||||
| Rocket Mortgage LLC | ||||||||
| 3.625%, 03/01/2029 (A) | 1,520 | 1,464 | ||||||
| Ryan Specialty LLC | ||||||||
| 5.875%, 08/01/2032 (A) | 2,324 | 2,342 | ||||||
| Shift4 Payments LLC | ||||||||
| 6.750%, 08/15/2032 (A) | 2,058 | 2,014 | ||||||
| Starwood Property Trust | ||||||||
| 7.250%, 04/01/2029 (A) | 4,627 | 4,848 | ||||||
| 6.500%, 07/01/2030 (A) | 1,000 | 1,040 | ||||||
| 6.500%, 10/15/2030 (A) | 1,910 | 1,991 | ||||||
| Stonex Escrow Issuer LLC | ||||||||
| 6.875%, 07/15/2032 (A) | 1,457 | 1,512 | ||||||
| Synchrony Financial | ||||||||
| 7.250%, 02/02/2033 | 2,118 | 2,234 | ||||||
| TrueNoord Capital DAC | ||||||||
| 8.750%, 03/01/2030 (A) | 350 | 369 | ||||||
| UniCredit | ||||||||
| 5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(F) | 2,000 | 2,034 | ||||||
| United Wholesale Mortgage LLC | ||||||||
| 5.500%, 04/15/2029 (A) | 110 | 108 | ||||||
| USI | ||||||||
| 7.500%, 01/15/2032 (A) | 2,324 | 2,379 | ||||||
| UWM Holdings LLC | ||||||||
| 6.625%, 02/01/2030 (A) | 4,654 | 4,619 | ||||||
| 6.250%, 03/15/2031 (A) | 660 | 637 | ||||||
| Velocity Commercial Capital LLC | ||||||||
| 9.375%, 02/15/2031 (A) | 630 | 638 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| VFH Parent LLC | ||||||||
| 7.500%, 06/15/2031 (A) | $ | 2,234 | $ | 2,325 | ||||
| Walker & Dunlop | ||||||||
| 6.625%, 04/01/2033 (A) | 1,510 | 1,493 | ||||||
| 195,892 | ||||||||
| Health Care — 6.8% | ||||||||
| 1261229 BC | ||||||||
| 10.000%, 04/15/2032 (A) | 11,336 | 11,723 | ||||||
| Acadia Healthcare | ||||||||
| 7.375%, 03/15/2033 (A) | 1,750 | 1,807 | ||||||
| Accendra Health | ||||||||
| 6.625%, 04/01/2030 (A) | 325 | 156 | ||||||
| 4.500%, 03/31/2029 (A) | 403 | 256 | ||||||
| AdaptHealth LLC | ||||||||
| 5.125%, 03/01/2030 (A) | 3,960 | 3,816 | ||||||
| AHP Health Partners | ||||||||
| 5.750%, 07/15/2029 (A) | 376 | 368 | ||||||
| Akumin | ||||||||
| 9.750%, 08/31/2031 (A) | 7,920 | 7,633 | ||||||
| Avantor Funding | ||||||||
| 4.625%, 07/15/2028 (A) | 1,213 | 1,202 | ||||||
| Bausch + Lomb | ||||||||
| 8.375%, 10/01/2028 (A) | 320 | 331 | ||||||
| Bausch Health | ||||||||
| 14.000%, 10/15/2030 (A) | 2,783 | 2,797 | ||||||
| 11.000%, 09/30/2028 (A) | 720 | 753 | ||||||
| 6.250%, 02/15/2029 (A) | 139 | 110 | ||||||
| 5.250%, 01/30/2030 (A) | 464 | 325 | ||||||
| 5.250%, 02/15/2031 (A) | 337 | 220 | ||||||
| 5.000%, 01/30/2028 (A) | 625 | 544 | ||||||
| 5.000%, 02/15/2029 (A) | 455 | 343 | ||||||
| 4.875%, 06/01/2028 (A) | 1,844 | 1,716 | ||||||
| Bausch Health Americas | ||||||||
| 8.500%, 01/31/2027 (A) | 3,029 | 3,002 | ||||||
| Charles River Laboratories International | ||||||||
| 4.000%, 03/15/2031 (A) | 2,160 | 2,039 | ||||||
| 3.750%, 03/15/2029 (A) | 1,000 | 963 | ||||||
| CHS | ||||||||
| 10.875%, 01/15/2032 (A) | 2,848 | 3,086 | ||||||
| 6.875%, 04/15/2029 (A) | 2,661 | 2,571 | ||||||
| 6.125%, 04/01/2030 (A) | 846 | 748 | ||||||
| 6.000%, 01/15/2029 (A) | 235 | 234 | ||||||
| 5.250%, 05/15/2030 (A) | 5,535 | 5,318 | ||||||
| 4.750%, 02/15/2031 (A) | 1,182 | 1,085 | ||||||
| CVS Health | ||||||||
| 7.000%, H15T5Y + 2.886%, 03/10/2055 (F) | 1,720 | 1,809 | ||||||
| DaVita | ||||||||
| 6.875%, 09/01/2032 (A) | 560 | 582 | ||||||
| 4.625%, 06/01/2030 (A) | 2,185 | 2,139 | ||||||
| 3.750%, 02/15/2031 (A) | 1,720 | 1,607 | ||||||
| 230 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Embecta | ||||||||
| 6.750%, 02/15/2030 (A) | $ | 2,865 | $ | 2,767 | ||||
| 5.000%, 02/15/2030 (A) | 480 | 451 | ||||||
| Emergent BioSolutions | ||||||||
| 3.875%, 08/15/2028 (A) | 1,272 | 1,112 | ||||||
| Encompass Health | ||||||||
| 4.625%, 04/01/2031 | 763 | 749 | ||||||
| 4.500%, 02/01/2028 | 278 | 277 | ||||||
| Endo Finance Holdings | ||||||||
| 8.500%, 04/15/2031 (A) | 112 | 119 | ||||||
| Fortrea Holdings | ||||||||
| 7.500%, 07/01/2030 (A) | 2,935 | 2,800 | ||||||
| GENMAB | ||||||||
| 7.250%, 12/15/2033 (A) | 854 | 906 | ||||||
| 6.250%, 12/15/2032 (A) | 3,051 | 3,167 | ||||||
| Global Medical Response | ||||||||
| 7.375%, 10/01/2032 (A) | 4,008 | 4,196 | ||||||
| Grifols | ||||||||
| 4.750%, 10/15/2028 (A) | 3,119 | 3,079 | ||||||
| HCA | ||||||||
| 5.250%, 06/15/2049 | 1,146 | 1,051 | ||||||
| IQVIA | ||||||||
| 6.250%, 06/01/2032 (A) | 2,775 | 2,855 | ||||||
| 5.000%, 10/15/2026 (A) | 1,440 | 1,438 | ||||||
| 5.000%, 05/15/2027 (A) | 200 | 199 | ||||||
| LifePoint Health | ||||||||
| 10.000%, 06/01/2032 (A) | 2,385 | 2,488 | ||||||
| 9.875%, 08/15/2030 (A) | 527 | 562 | ||||||
| 8.375%, 02/15/2032 (A) | 1,368 | 1,481 | ||||||
| 5.375%, 01/15/2029 (A) | 1,405 | 1,373 | ||||||
| Medline Borrower LP | ||||||||
| 6.250%, 04/01/2029 (A) | 721 | 744 | ||||||
| 5.250%, 10/01/2029 (A) | 6,180 | 6,179 | ||||||
| 3.875%, 04/01/2029 (A) | 6,440 | 6,334 | ||||||
| Molina Healthcare | ||||||||
| 6.250%, 01/15/2033 (A) | 1,470 | 1,446 | ||||||
| 4.375%, 06/15/2028 (A) | 2,665 | 2,619 | ||||||
| 3.875%, 11/15/2030 (A) | 1,445 | 1,316 | ||||||
| Option Care Health | ||||||||
| 4.375%, 10/31/2029 (A) | 2,236 | 2,183 | ||||||
| Organon | ||||||||
| 6.750%, 05/15/2034 (A) | 200 | 194 | ||||||
| Organon Finance 1 LLC | ||||||||
| 5.125%, 04/30/2031 (A) | 731 | 650 | ||||||
| 4.125%, 04/30/2028 (A) | 520 | 510 | ||||||
| Perrigo Finance Unlimited | ||||||||
| 6.125%, 09/30/2032 | 1,635 | 1,600 | ||||||
| Prestige Brands | ||||||||
| 3.750%, 04/01/2031 (A) | 380 | 355 | ||||||
| Prime Healthcare Services | ||||||||
| 9.375%, 09/01/2029 (A) | 570 | 595 | ||||||
| Radiology Partners | ||||||||
| 9.781%, 02/15/2030 (A) | 4,453 | 4,164 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 8.500%, 07/15/2032 (A) | $ | 7,965 | $ | 8,201 | ||||
| Select Medical | ||||||||
| 6.250%, 12/01/2032 (A) | 80 | 78 | ||||||
| Sotera Health Holdings LLC | ||||||||
| 7.375%, 06/01/2031 (A) | 2,102 | 2,212 | ||||||
| Star Parent | ||||||||
| 9.000%, 10/01/2030 (A) | 480 | 487 | ||||||
| Surgery Center Holdings | ||||||||
| 7.250%, 04/15/2032 (A) | 559 | 558 | ||||||
| Team Health Holdings | ||||||||
| 8.375%, 06/30/2028 (A) | 3,755 | 3,780 | ||||||
| Tenet Healthcare | ||||||||
| 6.750%, 05/15/2031 | 2,015 | 2,092 | ||||||
| 6.125%, 06/15/2030 | 2,212 | 2,256 | ||||||
| 5.500%, 11/15/2032 (A) | 370 | 375 | ||||||
| 5.125%, 11/01/2027 | 1,275 | 1,276 | ||||||
| 4.375%, 01/15/2030 | 1,475 | 1,448 | ||||||
| 142,005 | ||||||||
| Industrials — 10.1% | ||||||||
| ACCO Brands | ||||||||
| 4.250%, 03/15/2029 (A) | 2,390 | 2,199 | ||||||
| Advanced Drainage Systems | ||||||||
| 5.375%, 03/01/2034 (A) | 82 | 83 | ||||||
| AECOM | ||||||||
| 6.000%, 08/01/2033 (A) | 335 | 342 | ||||||
| Albion Financing 1 SARL | ||||||||
| 7.000%, 05/21/2030 (A) | 1,964 | 2,057 | ||||||
| Allied Universal Holdco LLC | ||||||||
| 7.875%, 02/15/2031 (A) | 1,745 | 1,844 | ||||||
| 6.875%, 06/15/2030 (A) | 1,867 | 1,943 | ||||||
| 4.625%, 06/01/2028 (A) | 2,310 | 2,292 | ||||||
| Allison Transmission | ||||||||
| 5.875%, 06/01/2029 (A) | 1,031 | 1,042 | ||||||
| 5.875%, 12/01/2033 (A) | 1,748 | 1,785 | ||||||
| 4.750%, 10/01/2027 (A) | 5 | 5 | ||||||
| 3.750%, 01/30/2031 (A) | 552 | 525 | ||||||
| Alta Equipment Group | ||||||||
| 9.000%, 06/01/2029 (A) | 100 | 94 | ||||||
| American Airlines | ||||||||
| 5.750%, 04/20/2029 (A) | 3,362 | 3,400 | ||||||
| 5.500%, 04/20/2026 (A) | 131 | 131 | ||||||
| American Builders & Contractors Supply | ||||||||
| 4.000%, 01/15/2028 (A) | 2,990 | 2,946 | ||||||
| Amsted Industries | ||||||||
| 6.375%, 03/15/2033 (A) | 906 | 942 | ||||||
| 4.625%, 05/15/2030 (A) | 809 | 800 | ||||||
| APi Group DE | ||||||||
| 4.750%, 10/15/2029 (A) | 234 | 230 | ||||||
| 4.125%, 07/15/2029 (A) | 365 | 354 | ||||||
| Artera Services LLC | ||||||||
| 8.500%, 02/15/2031 (A) | 1,031 | 862 | ||||||
| SEI Institutional Investments Trust | 231 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| ATI | ||||||||
| 7.250%, 08/15/2030 | $ | 249 | $ | 261 | ||||
| 5.875%, 12/01/2027 | 276 | 276 | ||||||
| 5.125%, 10/01/2031 | 225 | 226 | ||||||
| 4.875%, 10/01/2029 | 267 | 267 | ||||||
| ATP Tower Holdings | ||||||||
| 7.875%, 02/03/2030 (A) | 380 | 392 | ||||||
| Avis Budget Car Rental LLC | ||||||||
| 8.375%, 06/15/2032 (A) | 300 | 295 | ||||||
| 8.250%, 01/15/2030 (A) | 3,455 | 3,485 | ||||||
| 8.000%, 02/15/2031 (A) | 16 | 16 | ||||||
| 5.750%, 07/15/2027 (A) | 551 | 551 | ||||||
| 5.375%, 03/01/2029 (A) | 605 | 579 | ||||||
| 4.750%, 04/01/2028 (A) | 380 | 371 | ||||||
| Axon Enterprise | ||||||||
| 6.250%, 03/15/2033 (A) | 2,684 | 2,782 | ||||||
| Bombardier | ||||||||
| 8.750%, 11/15/2030 (A) | 222 | 238 | ||||||
| 7.450%, 05/01/2034 (A) | 1,345 | 1,515 | ||||||
| 7.250%, 07/01/2031 (A) | 291 | 310 | ||||||
| 7.000%, 06/01/2032 (A) | 1,974 | 2,079 | ||||||
| 6.750%, 06/15/2033 (A) | 1,557 | 1,641 | ||||||
| Builders FirstSource | ||||||||
| 6.750%, 05/15/2035 (A) | 144 | 150 | ||||||
| 6.375%, 06/15/2032 (A) | 432 | 444 | ||||||
| 6.375%, 03/01/2034 (A) | 2,559 | 2,636 | ||||||
| 5.000%, 03/01/2030 (A) | 20 | 20 | ||||||
| 4.250%, 02/01/2032 (A) | 2,338 | 2,230 | ||||||
| BWX Technologies | ||||||||
| 4.125%, 06/30/2028 (A) | 2,076 | 2,056 | ||||||
| 4.125%, 04/15/2029 (A) | 2,957 | 2,895 | ||||||
| Chart Industries | ||||||||
| 9.500%, 01/01/2031 (A) | 2,106 | 2,215 | ||||||
| 7.500%, 01/01/2030 (A) | 603 | 627 | ||||||
| Cimpress | ||||||||
| 7.375%, 09/15/2032 (A) | 1,374 | 1,382 | ||||||
| Clarivate Science Holdings | ||||||||
| 4.875%, 07/01/2029 (A) | 766 | 628 | ||||||
| Clean Harbors | ||||||||
| 6.375%, 02/01/2031 (A) | 300 | 308 | ||||||
| 5.750%, 10/15/2033 (A) | 1,155 | 1,182 | ||||||
| Conduent Business Services LLC | ||||||||
| 6.000%, 11/01/2029 (A) | 475 | 327 | ||||||
| CoreCivic | ||||||||
| 8.250%, 04/15/2029 | 489 | 508 | ||||||
| Danaos | ||||||||
| 6.875%, 10/15/2032 (A) | 2,163 | 2,231 | ||||||
| Dcli Bidco LLC | ||||||||
| 7.750%, 11/15/2029 (A) | 390 | 400 | ||||||
| Deluxe | ||||||||
| 8.125%, 09/15/2029 (A) | 1,440 | 1,511 | ||||||
| 8.000%, 06/01/2029 (A) | 2,965 | 2,992 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Dornoch Debt Merger Sub | ||||||||
| 6.625%, 10/15/2029 (A) | $ | 664 | $ | 600 | ||||
| EMRLD Borrower | ||||||||
| 6.750%, 07/15/2031 (A) | 166 | 173 | ||||||
| 6.625%, 12/15/2030 (A) | 6,549 | 6,778 | ||||||
| EquipmentShare.com | ||||||||
| 9.000%, 05/15/2028 (A) | 741 | 776 | ||||||
| 8.625%, 05/15/2032 (A) | 315 | 337 | ||||||
| 8.000%, 03/15/2033 (A) | 169 | 180 | ||||||
| Esab | ||||||||
| 6.250%, 04/15/2029 (A) | 250 | 256 | ||||||
| First Student Bidco | ||||||||
| 4.000%, 07/31/2029 (A) | 1,285 | 1,245 | ||||||
| FTAI Aviation Investors LLC | ||||||||
| 7.000%, 05/01/2031 (A) | 1,465 | 1,538 | ||||||
| Garda World Security | ||||||||
| 8.375%, 11/15/2032 (A) | 164 | 168 | ||||||
| 8.250%, 08/01/2032 (A) | 351 | 359 | ||||||
| 6.500%, 01/15/2031 (A) | 201 | 206 | ||||||
| 6.000%, 06/01/2029 (A) | 494 | 483 | ||||||
| Gates | ||||||||
| 6.875%, 07/01/2029 (A) | 1,236 | 1,282 | ||||||
| GEO Group | ||||||||
| 10.250%, 04/15/2031 | 69 | 74 | ||||||
| 8.625%, 04/15/2029 | 346 | 360 | ||||||
| GFL Environmental | ||||||||
| 6.750%, 01/15/2031 (A) | 328 | 344 | ||||||
| 4.750%, 06/15/2029 (A) | 105 | 104 | ||||||
| 4.375%, 08/15/2029 (A) | 1,208 | 1,187 | ||||||
| 4.000%, 08/01/2028 (A) | 1,057 | 1,041 | ||||||
| 3.500%, 09/01/2028 (A) | 2,860 | 2,796 | ||||||
| GFL Environmental Holdings US | ||||||||
| 5.500%, 02/01/2034 (A) | 1,854 | 1,861 | ||||||
| Global Infrastructure Solutions | ||||||||
| 7.500%, 04/15/2032 (A) | 366 | 386 | ||||||
| 5.625%, 06/01/2029 (A) | 539 | 539 | ||||||
| GrafTech Global Enterprises | ||||||||
| 9.875%, 12/23/2029 (A) | 711 | 419 | ||||||
| Griffon | ||||||||
| 5.750%, 03/01/2028 | 760 | 760 | ||||||
| Herc Holdings | ||||||||
| 7.250%, 06/15/2033 (A) | 4,213 | 4,454 | ||||||
| 7.000%, 06/15/2030 (A) | 174 | 182 | ||||||
| 6.625%, 06/15/2029 (A) | 337 | 348 | ||||||
| Hertz | ||||||||
| 12.625%, 07/15/2029 (A) | 590 | 544 | ||||||
| 5.000%, 12/01/2029 (A) | 1,172 | 609 | ||||||
| 4.625%, 12/01/2026 (A) | 243 | 221 | ||||||
| Hertz (Escrow Security) | ||||||||
| 7.125%, 08/01/2026 (A)(B) | 715 | – | ||||||
| 6.000%, 01/15/2028 (A)(B) | 420 | – | ||||||
| 5.500%, 12/31/2049 (A)(B) | 1,573 | – | ||||||
| 232 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Icahn Enterprises | ||||||||
| 10.000%, 11/15/2029 (A) | $ | 570 | $ | 563 | ||||
| 9.750%, 01/15/2029 | 839 | 829 | ||||||
| 9.000%, 06/15/2030 | 5,694 | 5,416 | ||||||
| 4.375%, 02/01/2029 | 1,160 | 989 | ||||||
| Imola Merger | ||||||||
| 4.750%, 05/15/2029 (A) | 565 | 555 | ||||||
| Incora Intermediate II | ||||||||
| 6.000%, 01/31/2033 (A)(C) | 293 | 127 | ||||||
| JELD-WEN | ||||||||
| 7.000%, 09/01/2032 (A) | 213 | 115 | ||||||
| 4.875%, 12/15/2027 (A) | 597 | 489 | ||||||
| JetBlue Airways | ||||||||
| 9.875%, 09/20/2031 (A) | 6,699 | 6,808 | ||||||
| JH North America Holdings | ||||||||
| 6.125%, 07/31/2032 (A) | 1,410 | 1,447 | ||||||
| Korn Ferry | ||||||||
| 4.625%, 12/15/2027 (A) | 2,302 | 2,292 | ||||||
| Lsf12 Helix Parent LLC | ||||||||
| 7.125%, 02/01/2033 (A) | 150 | 151 | ||||||
| Madison IAQ LLC | ||||||||
| 5.875%, 06/30/2029 (A) | 688 | 686 | ||||||
| 4.125%, 06/30/2028 (A) | 3,689 | 3,641 | ||||||
| Masterbrand | ||||||||
| 7.000%, 07/15/2032 (A) | 439 | 442 | ||||||
| Miter Brands Acquisition Holdco | ||||||||
| 6.750%, 04/01/2032 (A) | 304 | 306 | ||||||
| MIWD Holdco II LLC | ||||||||
| 5.500%, 02/01/2030 (A) | 194 | 182 | ||||||
| Monitronics International (Escrow Security) | ||||||||
| 9.125%, 04/01/2020 (B)(C)(E) | 10,706 | – | ||||||
| Mueller Water Products | ||||||||
| 4.000%, 06/15/2029 (A) | 1,250 | 1,214 | ||||||
| NESCO Holdings II | ||||||||
| 5.500%, 04/15/2029 (A) | 372 | 370 | ||||||
| Park-Ohio Industries | ||||||||
| 8.500%, 08/01/2030 (A) | 985 | 1,023 | ||||||
| Pitney Bowes | ||||||||
| 7.250%, 03/15/2029 (A) | 779 | 777 | ||||||
| Prairie Acquiror | ||||||||
| 9.000%, 08/01/2029 (A) | 252 | 263 | ||||||
| Prime Security Services Borrower LLC | ||||||||
| 5.750%, 04/15/2026 (A) | 17 | 17 | ||||||
| 3.375%, 08/31/2027 (A) | 584 | 575 | ||||||
| Quikrete Holdings | ||||||||
| 6.375%, 03/01/2032 (A) | 6,251 | 6,497 | ||||||
| Raven Acquisition Holdings LLC | ||||||||
| 6.875%, 11/15/2031 (A) | 5,318 | 5,119 | ||||||
| Resideo Funding | ||||||||
| 6.500%, 07/15/2032 (A) | 332 | 339 | ||||||
| 4.000%, 09/01/2029 (A) | 1,871 | 1,824 | ||||||
| Roller Bearing of America | ||||||||
| 4.375%, 10/15/2029 (A) | 1,390 | 1,370 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| RR Donnelley & Sons | ||||||||
| 9.500%, 08/01/2029 (A) | $ | 580 | $ | 598 | ||||
| RXO | ||||||||
| 6.375%, 05/15/2031 (A) | 474 | 461 | ||||||
| Science Applications International | ||||||||
| 5.875%, 11/01/2033 (A) | 145 | 144 | ||||||
| 4.875%, 04/01/2028 (A) | 2,963 | 2,950 | ||||||
| Sensata Technologies BV | ||||||||
| 5.875%, 09/01/2030 (A) | 400 | 405 | ||||||
| 4.000%, 04/15/2029 (A) | 1,541 | 1,508 | ||||||
| Signature Aviation US Holdings | ||||||||
| 4.000%, 03/01/2028 (A) | 1,806 | 1,672 | ||||||
| SS&C Technologies | ||||||||
| 6.500%, 06/01/2032 (A) | 3,497 | 3,564 | ||||||
| 5.500%, 09/30/2027 (A) | 1,695 | 1,693 | ||||||
| Standard Building Solutions | ||||||||
| 6.500%, 08/15/2032 (A) | 5,300 | 5,456 | ||||||
| 6.250%, 08/01/2033 (A) | 394 | 401 | ||||||
| 5.875%, 03/15/2034 (A) | 357 | 356 | ||||||
| Standard Industries | ||||||||
| 4.750%, 01/15/2028 (A) | 1,490 | 1,485 | ||||||
| 4.375%, 07/15/2030 (A) | 2,534 | 2,445 | ||||||
| 3.375%, 01/15/2031 (A) | 159 | 147 | ||||||
| Star Leasing LLC | ||||||||
| 7.625%, 02/15/2030 (A) | 440 | 418 | ||||||
| Stena International | ||||||||
| 7.625%, 02/15/2031 (A) | 520 | 542 | ||||||
| Synergy Infrastructure Holdings LLC | ||||||||
| 7.875%, 12/01/2030 (A) | 1,285 | 1,339 | ||||||
| Terex | ||||||||
| 6.250%, 10/15/2032 (A) | 466 | 480 | ||||||
| 5.000%, 05/15/2029 (A) | 603 | 602 | ||||||
| TransDigm | ||||||||
| 7.125%, 12/01/2031 (A) | 4,110 | 4,308 | ||||||
| 6.750%, 08/15/2028 (A) | 530 | 539 | ||||||
| 6.625%, 03/01/2032 (A) | 6,520 | 6,755 | ||||||
| 6.375%, 03/01/2029 (A) | 3,451 | 3,545 | ||||||
| 6.250%, 01/31/2034 (A) | 1,206 | 1,247 | ||||||
| TriNet Group | ||||||||
| 7.125%, 08/15/2031 (A) | 291 | 282 | ||||||
| United Airlines | ||||||||
| 4.625%, 04/15/2029 (A) | 2,280 | 2,278 | ||||||
| United Airlines Holdings | ||||||||
| 5.375%, 03/01/2031 | 1,123 | 1,145 | ||||||
| 4.875%, 03/01/2029 | 215 | 216 | ||||||
| United Rentals North America | ||||||||
| 6.125%, 03/15/2034 (A) | 4,216 | 4,417 | ||||||
| 5.375%, 11/15/2033 (A) | 151 | 152 | ||||||
| 5.250%, 01/15/2030 | 700 | 708 | ||||||
| 4.875%, 01/15/2028 | 871 | 870 | ||||||
| 4.000%, 07/15/2030 | 1,370 | 1,333 | ||||||
| Veritiv Operating | ||||||||
| 10.500%, 11/30/2030 (A) | 470 | 503 | ||||||
| SEI Institutional Investments Trust | 233 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| VistaJet Malta Finance | ||||||||
| 9.500%, 06/01/2028 (A) | $ | 262 | $ | 270 | ||||
| 6.375%, 02/01/2030 (A) | 2,926 | 2,722 | ||||||
| VM Consolidated | ||||||||
| 5.500%, 04/15/2029 (A) | 350 | 344 | ||||||
| Wabash National | ||||||||
| 4.500%, 10/15/2028 (A) | 1,138 | 1,048 | ||||||
| Waste Pro USA | ||||||||
| 7.000%, 02/01/2033 (A) | 2,010 | 2,092 | ||||||
| Weekley Homes LLC | ||||||||
| 6.750%, 01/15/2034 (A) | 237 | 238 | ||||||
| WESCO Distribution | ||||||||
| 7.250%, 06/15/2028 (A) | 1,086 | 1,094 | ||||||
| 6.625%, 03/15/2032 (A) | 313 | 326 | ||||||
| 6.375%, 03/15/2029 (A) | 627 | 644 | ||||||
| 6.375%, 03/15/2033 (A) | 4,264 | 4,446 | ||||||
| 5.500%, 04/15/2034 (A) | 1,650 | 1,663 | ||||||
| 5.250%, 04/15/2031 (A) | 479 | 478 | ||||||
| Wilsonart LLC | ||||||||
| 11.000%, 08/15/2032 (A) | 2,569 | 2,102 | ||||||
| Wrangler Holdco | ||||||||
| 6.625%, 04/01/2032 (A) | 943 | 982 | ||||||
| XPO | ||||||||
| 7.125%, 02/01/2032 (A) | 271 | 284 | ||||||
| 212,635 | ||||||||
| Information Technology — 4.3% | ||||||||
| Ahead DB Holdings LLC | ||||||||
| 6.625%, 05/01/2028 (A) | 722 | 698 | ||||||
| ams-OSRAM | ||||||||
| 12.250%, 03/30/2029 (A) | 420 | 447 | ||||||
| APLD ComputeCo LLC | ||||||||
| 9.250%, 12/15/2030 (A) | 3,595 | 3,773 | ||||||
| ASGN | ||||||||
| 4.625%, 05/15/2028 (A) | 1,428 | 1,385 | ||||||
| AthenaHealth Group | ||||||||
| 6.500%, 02/15/2030 (A) | 3,439 | 3,234 | ||||||
| Castle US Holding | ||||||||
| 10.000%, 06/30/2031 (A) | 1,790 | 421 | ||||||
| Central Parent LLC | ||||||||
| 8.000%, 06/15/2029 (A) | 1,443 | 921 | ||||||
| Ciena | ||||||||
| 4.000%, 01/31/2030 (A) | 1,685 | 1,627 | ||||||
| Cipher Compute LLC | ||||||||
| 7.125%, 11/15/2030 (A) | 3,178 | 3,313 | ||||||
| Cloud Software Group, Strike Price Fixed | ||||||||
| 8.250%, 06/30/2032 (A) | 4,831 | 4,835 | ||||||
| 6.625%, 08/15/2033 (A) | 646 | 610 | ||||||
| 6.500%, 03/31/2029 (A) | 1,123 | 1,101 | ||||||
| Cloud Software Group, Inc., Strike Price Fixed | ||||||||
| 9.000%, 09/30/2029 (A) | 6,520 | 6,385 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Coherent | ||||||||
| 5.000%, 12/15/2029 (A) | $ | 3,996 | $ | 3,998 | ||||
| CoreWeave | ||||||||
| 9.250%, 06/01/2030 (A) | 5,485 | 5,372 | ||||||
| 9.000%, 02/01/2031 (A) | 2,460 | 2,374 | ||||||
| Diebold Nixdorf | ||||||||
| 7.750%, 03/31/2030 (A) | 295 | 311 | ||||||
| Elastic | ||||||||
| 4.125%, 07/15/2029 (A) | 1,774 | 1,676 | ||||||
| Ellucian Holdings | ||||||||
| 6.500%, 12/01/2029 (A) | 1,828 | 1,793 | ||||||
| Entegris | ||||||||
| 5.950%, 06/15/2030 (A) | 721 | 735 | ||||||
| 4.750%, 04/15/2029 (A) | 2,359 | 2,361 | ||||||
| 4.375%, 04/15/2028 (A) | 195 | 194 | ||||||
| 3.625%, 05/01/2029 (A) | 1,336 | 1,282 | ||||||
| Fair Isaac | ||||||||
| 6.000%, 05/15/2033 (A) | 330 | 333 | ||||||
| 4.000%, 06/15/2028 (A) | 5,054 | 4,948 | ||||||
| Gen Digital | ||||||||
| 6.250%, 04/01/2033 (A) | 762 | 758 | ||||||
| Go Daddy Operating LLC | ||||||||
| 3.500%, 03/01/2029 (A) | 2,343 | 2,192 | ||||||
| Kioxia Holdings | ||||||||
| 6.625%, 07/24/2033 (A) | 4,083 | 4,303 | ||||||
| 6.250%, 07/24/2030 (A) | 608 | 631 | ||||||
| McAfee | ||||||||
| 7.375%, 02/15/2030 (A) | 1,798 | 1,471 | ||||||
| NCR Atleos | ||||||||
| 9.500%, 04/01/2029 (A) | 735 | 789 | ||||||
| ON Semiconductor | ||||||||
| 3.875%, 09/01/2028 (A) | 3,101 | 3,036 | ||||||
| Open Text | ||||||||
| 3.875%, 02/15/2028 (A) | 1,290 | 1,230 | ||||||
| Open Text Holdings | ||||||||
| 4.125%, 02/15/2030 (A) | 2,002 | 1,804 | ||||||
| Pagaya US Holdings LLC | ||||||||
| 8.875%, 08/01/2030 (A) | 571 | 413 | ||||||
| RingCentral | ||||||||
| 8.500%, 08/15/2030 (A) | 568 | 596 | ||||||
| Seagate Data Storage Technology Pte | ||||||||
| 8.500%, 07/15/2031 (A) | 108 | 113 | ||||||
| 8.250%, 12/15/2029 (A) | 275 | 290 | ||||||
| 5.750%, 12/01/2034 (A) | 75 | 77 | ||||||
| 4.091%, 06/01/2029 (A) | 989 | 970 | ||||||
| Synaptics | ||||||||
| 4.000%, 06/15/2029 (A) | 2,167 | 2,091 | ||||||
| TTM Technologies | ||||||||
| 4.000%, 03/01/2029 (A) | 115 | 112 | ||||||
| Twilio | ||||||||
| 3.625%, 03/15/2029 | 1,336 | 1,286 | ||||||
| UKG | ||||||||
| 6.875%, 02/01/2031 (A) | 3,614 | 3,506 | ||||||
| 234 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Viasat | ||||||||
| 7.500%, 05/30/2031 (A) | $ | 1,242 | $ | 1,225 | ||||
| Viavi Solutions | ||||||||
| 3.750%, 10/01/2029 (A) | 1,130 | 1,074 | ||||||
| Virtusa | ||||||||
| 7.125%, 12/15/2028 (A) | 2,339 | 2,049 | ||||||
| WULF Compute LLC | ||||||||
| 7.750%, 10/15/2030 (A) | 4,882 | 5,170 | ||||||
| X.AI LLC | ||||||||
| 12.500%, 06/30/2030 (A) | 1,164 | 1,326 | ||||||
| Xerox | ||||||||
| 10.250%, 10/15/2030 (A) | 160 | 115 | ||||||
| Xerox Holdings | ||||||||
| 8.875%, 11/30/2029 (A) | 306 | 87 | ||||||
| 90,841 | ||||||||
| Materials — 6.6% | ||||||||
| Alumina Pty | ||||||||
| 6.375%, 09/15/2032 (A) | 200 | 208 | ||||||
| 6.125%, 03/15/2030 (A) | 200 | 207 | ||||||
| Ardagh Group | ||||||||
| 12.000%, 12/01/2030 (A) | 1,462 | 1,413 | ||||||
| 9.500%, 12/01/2030 (A) | 460 | 498 | ||||||
| ASP Unifrax Holdings | ||||||||
| 7.100% Cash/PIK, 09/30/2029 (A) | 6,340 | 444 | ||||||
| Avient | ||||||||
| 6.250%, 11/01/2031 (A) | 1,502 | 1,551 | ||||||
| Axalta Coating Systems Dutch Holding B BV | ||||||||
| 7.250%, 02/15/2031 (A) | 1,835 | 1,929 | ||||||
| Axalta Coating Systems LLC | ||||||||
| 4.750%, 06/15/2027 (A) | 699 | 699 | ||||||
| 3.375%, 02/15/2029 (A) | 1,020 | 984 | ||||||
| Baffinland Iron Mines | ||||||||
| 8.750%, 07/15/2026 (A) | 4,860 | 4,513 | ||||||
| Ball | ||||||||
| 3.125%, 09/15/2031 | 2,125 | 1,973 | ||||||
| 2.875%, 08/15/2030 | 3,555 | 3,306 | ||||||
| Big River Steel LLC | ||||||||
| 6.625%, 01/31/2029 (A) | 477 | 480 | ||||||
| Cascades | ||||||||
| 6.750%, 07/15/2030 (A) | 2,320 | 2,378 | ||||||
| Celanese US Holdings LLC | ||||||||
| 7.375%, 02/15/2034 | 1,245 | 1,279 | ||||||
| 7.000%, 02/15/2031 | 151 | 155 | ||||||
| 6.850%, 11/15/2028 | 583 | 614 | ||||||
| 6.750%, 04/15/2033 | 3,181 | 3,261 | ||||||
| Century Aluminum | ||||||||
| 6.875%, 08/01/2032 (A) | 780 | 807 | ||||||
| Chemours | ||||||||
| 8.000%, 01/15/2033 (A) | 4,759 | 4,840 | ||||||
| 7.875%, 03/15/2034 (A) | 730 | 729 | ||||||
| 5.750%, 11/15/2028 (A) | 2,200 | 2,213 | ||||||
| 4.625%, 11/15/2029 (A) | 30 | 28 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Cleveland-Cliffs | ||||||||
| 7.625%, 01/15/2034 (A) | $ | 725 | $ | 744 | ||||
| 7.500%, 09/15/2031 (A) | 197 | 206 | ||||||
| 7.375%, 05/01/2033 (A) | 1,804 | 1,851 | ||||||
| 7.000%, 03/15/2032 (A) | 2,645 | 2,686 | ||||||
| 6.875%, 11/01/2029 (A) | 317 | 326 | ||||||
| 6.750%, 04/15/2030 (A) | 391 | 397 | ||||||
| 4.625%, 03/01/2029 (A) | 347 | 340 | ||||||
| Clydesdale Acquisition Holdings | ||||||||
| 8.750%, 04/15/2030 (A) | 1,395 | 1,389 | ||||||
| 6.875%, 01/15/2030 (A) | 50 | 51 | ||||||
| 6.750%, 04/15/2032 (A) | 588 | 592 | ||||||
| Commercial Metals | ||||||||
| 5.750%, 11/15/2033 (A) | 241 | 246 | ||||||
| Compass Minerals International | ||||||||
| 8.000%, 07/01/2030 (A) | 360 | 380 | ||||||
| Constellium | ||||||||
| 3.750%, 04/15/2029 (A) | 1,803 | 1,747 | ||||||
| Cornerstone Chemical Co LLC | ||||||||
| 10.000%, 05/07/2029 (A)(C) | 7,403 | 7,403 | ||||||
| Crown Americas LLC | ||||||||
| 5.875%, 06/01/2033 (A) | 800 | 822 | ||||||
| CVR Partners | ||||||||
| 6.125%, 06/15/2028 (A) | 2,456 | 2,449 | ||||||
| Domtar | ||||||||
| 6.750%, 10/01/2028 (A) | 3,405 | 2,588 | ||||||
| Element Solutions | ||||||||
| 3.875%, 09/01/2028 (A) | 619 | 608 | ||||||
| First Quantum Minerals | ||||||||
| 8.625%, 06/01/2031 (A) | 2,190 | 2,295 | ||||||
| Fortescue Treasury Pty | ||||||||
| 6.125%, 04/15/2032 (A) | 1,150 | 1,204 | ||||||
| 5.875%, 04/15/2030 (A) | 493 | 508 | ||||||
| 4.500%, 09/15/2027 (A) | 991 | 990 | ||||||
| 4.375%, 04/01/2031 (A) | 445 | 432 | ||||||
| Freeport-McMoRan | ||||||||
| 5.400%, 11/14/2034 | 1,281 | 1,340 | ||||||
| Graphic Packaging International LLC | ||||||||
| 3.750%, 02/01/2030 (A) | 992 | 939 | ||||||
| Huntsman International LLC | ||||||||
| 5.700%, 10/15/2034 | 492 | 471 | ||||||
| INEOS Finance | ||||||||
| 7.500%, 04/15/2029 (A) | 3,181 | 2,840 | ||||||
| 6.750%, 05/15/2028 (A) | 584 | 541 | ||||||
| INEOS Quattro Finance 2 | ||||||||
| 9.625%, 03/15/2029 (A) | 247 | 212 | ||||||
| Innophos Holdings | ||||||||
| 11.500%, 06/15/2029 (A) | 5,148 | 4,635 | ||||||
| LABL | ||||||||
| 8.625%, 10/01/2031 (A)(B) | 2,354 | 944 | ||||||
| 6.000%, 12/31/2026 | 38 | 38 | ||||||
| Magnera | ||||||||
| 7.250%, 11/15/2031 (A) | 254 | 249 | ||||||
| SEI Institutional Investments Trust | 235 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Mauser Packaging Solutions Holding | ||||||||
| 9.250%, 04/15/2030 (A) | $ | 801 | $ | 789 | ||||
| 7.875%, 04/15/2030 (A) | 2,125 | 2,176 | ||||||
| Mercer International | ||||||||
| 12.875%, 10/01/2028 (A) | 944 | 659 | ||||||
| Methanex | ||||||||
| 5.250%, 12/15/2029 | 1,605 | 1,618 | ||||||
| Methanex US Operations | ||||||||
| 6.250%, 03/15/2032 (A) | 340 | 352 | ||||||
| Mineral Resources | ||||||||
| 7.000%, 04/01/2031 (A) | 3,872 | 4,072 | ||||||
| Mineral Resources MTN | ||||||||
| 8.500%, 05/01/2030 (A) | 2,865 | 2,962 | ||||||
| Mountain Province Diamonds, Inc. | ||||||||
| 9.000%, 12/15/2027 (A)(C)(E) | 2,609 | 2,355 | ||||||
| Neiman Marcus Group (Escrow Security) | ||||||||
| 0.000%, 10/15/2022 (A)(B)(C)(D) | 2,835 | – | ||||||
| Northwest Acquisitions ULC | ||||||||
| 7.125%, 11/01/2022 (A)(B)(C)(E) | 3,290 | – | ||||||
| NOVA Chemicals | ||||||||
| 9.000%, 02/15/2030 (A) | 270 | 287 | ||||||
| 8.500%, 11/15/2028 (A) | 776 | 812 | ||||||
| 5.250%, 06/01/2027 (A) | 905 | 910 | ||||||
| 4.250%, 05/15/2029 (A) | 455 | 447 | ||||||
| Novelis | ||||||||
| 6.875%, 01/30/2030 (A) | 76 | 78 | ||||||
| 6.375%, 08/15/2033 (A) | 1,289 | 1,303 | ||||||
| 4.750%, 01/30/2030 (A) | 1,813 | 1,757 | ||||||
| Nufarm Australia | ||||||||
| 5.000%, 01/27/2030 (A) | 413 | 379 | ||||||
| OI European Group BV | ||||||||
| 4.750%, 02/15/2030 (A) | 110 | 106 | ||||||
| Olin | ||||||||
| 6.625%, 04/01/2033 (A) | 620 | 605 | ||||||
| Olympus Water US Holding | ||||||||
| 7.250%, 06/15/2031 (A) | 2,005 | 2,051 | ||||||
| Owens-Brockway Glass Container | ||||||||
| 7.375%, 06/01/2032 (A) | 179 | 181 | ||||||
| 7.250%, 05/15/2031 (A) | 3,900 | 3,943 | ||||||
| Rain Carbon | ||||||||
| 12.250%, 09/01/2029 (A) | 4,045 | 4,307 | ||||||
| Samarco Mineracao | ||||||||
| 9.500% Cash/PIK, 06/30/2031 | 1,519 | 1,524 | ||||||
| SCIH Salt Holdings | ||||||||
| 6.625%, 05/01/2029 (A) | 2,920 | 2,913 | ||||||
| 4.875%, 05/01/2028 (A) | 1,873 | 1,866 | ||||||
| Scotts Miracle-Gro | ||||||||
| 5.250%, 12/15/2026 | 121 | 121 | ||||||
| 4.500%, 10/15/2029 | 789 | 781 | ||||||
| 4.375%, 02/01/2032 | 566 | 538 | ||||||
| 4.000%, 04/01/2031 | 544 | 514 | ||||||
| Sealed Air | ||||||||
| 6.500%, 07/15/2032 (A) | 1,763 | 1,816 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.125%, 02/01/2028 (A) | $ | 1,494 | $ | 1,515 | ||||
| Smyrna Ready Mix Concrete LLC | ||||||||
| 8.875%, 11/15/2031 (A) | 3,125 | 3,320 | ||||||
| Solstice Advanced Materials | ||||||||
| 5.625%, 09/30/2033 (A) | 1,311 | 1,325 | ||||||
| Trident TPI Holdings | ||||||||
| 12.750%, 12/31/2028 (A) | 1,864 | 1,912 | ||||||
| TriMas | ||||||||
| 4.125%, 04/15/2029 (A) | 528 | 510 | ||||||
| Trinseo Luxco Finance SPV Sarl | ||||||||
| 7.625% Cash/PIK, 05/03/2029 (A) | 1,055 | 42 | ||||||
| Trivium Packaging Finance BV | ||||||||
| 8.250%, 07/15/2030 (A) | 1,669 | 1,788 | ||||||
| Tronox | ||||||||
| 9.125%, 09/30/2030 (A) | 50 | 49 | ||||||
| 4.625%, 03/15/2029 (A) | 4,808 | 3,718 | ||||||
| WR Grace Holdings LLC | ||||||||
| 7.000%, 08/01/2033 (A) | 90 | 92 | ||||||
| 6.625%, 08/15/2032 (A) | 962 | 973 | ||||||
| 5.625%, 08/15/2029 (A) | 3,694 | 3,538 | ||||||
| 137,976 | ||||||||
| Real Estate — 2.7% | ||||||||
| Anywhere Real Estate Group LLC | ||||||||
| 9.750%, 04/15/2030 (A) | 267 | 288 | ||||||
| 5.250%, 04/15/2030 (A) | 2,586 | 2,446 | ||||||
| Brookfield Property | ||||||||
| 5.750%, 05/15/2026 (A) | 52 | 52 | ||||||
| 4.500%, 04/01/2027 (A) | 3,711 | 3,662 | ||||||
| DBR Land Holdings LLC | ||||||||
| 6.250%, 12/01/2030 (A) | 1,620 | 1,671 | ||||||
| Diversified Healthcare Trust | ||||||||
| 4.750%, 02/15/2028 | 3,790 | 3,706 | ||||||
| 4.375%, 03/01/2031 | 2,175 | 1,967 | ||||||
| Five Point Operating | ||||||||
| 8.000%, 10/01/2030 (A) | 360 | 373 | ||||||
| Howard Hughes | ||||||||
| 6.125%, 03/01/2034 (A) | 476 | 475 | ||||||
| 5.875%, 03/01/2032 (A) | 331 | 331 | ||||||
| 4.375%, 02/01/2031 (A) | 1,810 | 1,721 | ||||||
| Iron Mountain | ||||||||
| 6.250%, 01/15/2033 (A) | 2,483 | 2,537 | ||||||
| 5.250%, 03/15/2028 (A) | 281 | 281 | ||||||
| 5.250%, 07/15/2030 (A) | 4,785 | 4,761 | ||||||
| 5.000%, 07/15/2028 (A) | 460 | 459 | ||||||
| 4.875%, 09/15/2027 (A) | 560 | 560 | ||||||
| 4.875%, 09/15/2029 (A) | 3,356 | 3,325 | ||||||
| Lamar Media | ||||||||
| 3.750%, 02/15/2028 | 3,463 | 3,405 | ||||||
| Millrose Properties | ||||||||
| 6.375%, 08/01/2030 (A) | 312 | 320 | ||||||
| 6.250%, 09/15/2032 (A) | 146 | 148 | ||||||
| 236 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| MPT Operating Partnership | ||||||||
| 8.500%, 02/15/2032 (A) | $ | 935 | $ | 1,001 | ||||
| 5.000%, 10/15/2027 | 805 | 789 | ||||||
| 4.625%, 08/01/2029 | 2,686 | 2,320 | ||||||
| 3.500%, 03/15/2031 | 2,520 | 1,927 | ||||||
| Outfront Media Capital LLC | ||||||||
| 7.375%, 02/15/2031 (A) | 548 | 576 | ||||||
| 4.625%, 03/15/2030 (A) | 100 | 98 | ||||||
| Park Intermediate Holdings LLC | ||||||||
| 4.875%, 05/15/2029 (A) | 1,905 | 1,871 | ||||||
| Pebblebrook Hotel | ||||||||
| 6.375%, 10/15/2029 (A) | 740 | 755 | ||||||
| RHP Hotel Properties | ||||||||
| 7.250%, 07/15/2028 (A) | 178 | 183 | ||||||
| 6.500%, 04/01/2032 (A) | 888 | 919 | ||||||
| 6.500%, 06/15/2033 (A) | 65 | 67 | ||||||
| 5.750%, 03/15/2034 (A) | 111 | 112 | ||||||
| 4.750%, 10/15/2027 | 1,077 | 1,077 | ||||||
| 4.500%, 02/15/2029 (A) | 707 | 697 | ||||||
| RLJ Lodging Trust | ||||||||
| 4.000%, 09/15/2029 (A) | 542 | 519 | ||||||
| 3.750%, 07/01/2026 (A) | 1,732 | 1,723 | ||||||
| Service Properties Trust | ||||||||
| 8.875%, 06/15/2032 | 990 | 994 | ||||||
| 8.375%, 06/15/2029 | 360 | 378 | ||||||
| 4.950%, 10/01/2029 | 1,047 | 951 | ||||||
| 4.375%, 02/15/2030 | 3,070 | 2,719 | ||||||
| 0.000%, 09/30/2027 (A)(H) | 375 | 342 | ||||||
| VICI Properties | ||||||||
| 4.625%, 12/01/2029 (A) | 249 | 249 | ||||||
| 4.500%, 09/01/2026 (A) | 225 | 225 | ||||||
| 4.250%, 12/01/2026 (A) | 500 | 499 | ||||||
| 3.750%, 02/15/2027 (A) | 670 | 667 | ||||||
| VICI Properties LP / VICI Note Co | ||||||||
| 4.125%, 08/15/2030 (A) | 1,596 | 1,559 | ||||||
| 55,705 | ||||||||
| Utilities — 3.0% | ||||||||
| Alpha Generation LLC | ||||||||
| 6.750%, 10/15/2032 (A) | 3,755 | 3,901 | ||||||
| 6.250%, 01/15/2034 (A) | 2,257 | 2,292 | ||||||
| AmeriGas Partners | ||||||||
| 9.500%, 06/01/2030 (A) | 412 | 441 | ||||||
| 9.375%, 06/01/2028 (A) | 253 | 261 | ||||||
| California Buyer | ||||||||
| 6.375%, 02/15/2032 (A) | 330 | 329 | ||||||
| Clearway Energy Operating LLC | ||||||||
| 5.750%, 01/15/2034 (A) | 1,345 | 1,363 | ||||||
| 3.750%, 02/15/2031 (A) | 1,896 | 1,796 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 5.000%, 02/01/2031 (A) | 315 | 320 | ||||||
| 4.625%, 02/01/2029 (A) | 2,840 | 2,840 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Edison International | ||||||||
| 5.250%, 03/15/2032 | $ | 3,530 | $ | 3,595 | ||||
| Long Ridge Energy LLC | ||||||||
| 8.750%, 02/15/2032 (A) | 1,760 | 1,889 | ||||||
| NRG Energy | ||||||||
| 7.000%, 03/15/2033 (A) | 413 | 460 | ||||||
| 6.250%, 11/01/2034 (A) | 12,250 | 12,669 | ||||||
| 6.000%, 02/01/2033 (A) | 266 | 272 | ||||||
| 6.000%, 01/15/2036 (A) | 1,549 | 1,577 | ||||||
| 5.750%, 01/15/2034 (A) | 457 | 463 | ||||||
| 5.250%, 06/15/2029 (A) | 726 | 729 | ||||||
| 3.875%, 02/15/2032 (A) | 56 | 52 | ||||||
| 3.625%, 02/15/2031 (A) | 3,299 | 3,114 | ||||||
| 3.375%, 02/15/2029 (A) | 595 | 573 | ||||||
| Pattern Energy Operations | ||||||||
| 4.500%, 08/15/2028 (A) | 1,821 | 1,800 | ||||||
| PG&E | ||||||||
| 5.250%, 07/01/2030 | 5,085 | 5,089 | ||||||
| Suburban Propane Partners | ||||||||
| 6.500%, 12/15/2035 (A) | 1,044 | 1,033 | ||||||
| 5.000%, 06/01/2031 (A) | 1,793 | 1,727 | ||||||
| Talen Energy Supply LLC | ||||||||
| 6.250%, 02/01/2034 (A) | 863 | 878 | ||||||
| Vistra Operations LLC | ||||||||
| 7.750%, 10/15/2031 (A) | 570 | 602 | ||||||
| 6.875%, 04/15/2032 (A) | 2,888 | 3,038 | ||||||
| 5.625%, 02/15/2027 (A) | 1,261 | 1,261 | ||||||
| 5.000%, 07/31/2027 (A) | 2,491 | 2,488 | ||||||
| 4.375%, 05/01/2029 (A) | 589 | 583 | ||||||
| 4.300%, 07/15/2029 (A) | 559 | 559 | ||||||
| VoltaGrid LLC | ||||||||
| 7.375%, 11/01/2030 (A) | 3,143 | 3,282 | ||||||
| XPLR Infrastructure Operating Partners | ||||||||
| 8.625%, 03/15/2033 (A) | 2,339 | 2,476 | ||||||
| 63,752 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $1,715,181) ($ Thousands) | 1,667,883 | |||||||
| ASSET-BACKED SECURITIES — 7.8% | ||||||||
| Other Asset-Backed Securities — 7.8% | ||||||||
| Battalion CLO VIII, Ser 2015-8A, Cl SUB | ||||||||
| 0.000%, 07/18/2030 (A)(C)(D)(F) | 4,378 | 306 | ||||||
| Battalion CLO X, Ser 2016-10A, Cl SUB | ||||||||
| 0.000%, 01/24/2035 (A)(C)(D)(F) | 6,380 | 1,467 | ||||||
| Battalion CLO XI, Ser 2017-11A, Cl SUB | ||||||||
| 0.000%, 04/24/2034 (A)(C)(D)(F) | 10,431 | 1,252 | ||||||
| Battalion CLO XII, Ser 2018-12A, Cl SUB | ||||||||
| 0.000%, 05/17/2031 (A)(C)(D)(F) | 8,633 | 432 | ||||||
| Battalion CLO XIV, Ser 2019-14A | ||||||||
| 0.000%, 04/20/2032 (C)(D)(F) | 6,147 | 1,567 | ||||||
| SEI Institutional Investments Trust | 237 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Battalion CLO XVI, Ser 2019-16A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(C)(D)(F) | $ | 9,480 | $ | 2,725 | ||||
| Battalion CLO XVI, Ser 2024-16A, Cl CR2 | ||||||||
| 5.668%, TSFR3M + 2.000%, 01/20/2038 (A)(F) | 431 | 432 | ||||||
| Battalion CLO XVI, Ser 2024-16A, Cl ER2 | ||||||||
| 10.758%, TSFR3M + 7.090%, 01/20/2038 (A)(F) | 392 | 368 | ||||||
| Battalion CLO XX, Ser 2021-20A, Cl SUB | ||||||||
| 0.000%, 04/15/2038 (A)(C)(D)(F) | 24,398 | 5,715 | ||||||
| Battalion CLO XX, Ser 2025-20A, Cl ER | ||||||||
| 9.922%, TSFR3M + 6.250%, 04/15/2038 (A)(F) | 1,580 | 1,466 | ||||||
| Benefit Street Partners CLO 47, Ser 2026-47A, Cl SUB | ||||||||
| 0.000%, 04/15/2039 (A)(D)(F) | 8,900 | 8,455 | ||||||
| Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB | ||||||||
| 0.000%, 07/20/2029 (A)(C)(D)(F) | 2,640 | 71 | ||||||
| Benefit Street Partners CLO IV | ||||||||
| 0.000%, 07/20/2026 (A)(C)(H) | 6,657 | 3,062 | ||||||
| Benefit Street Partners CLO IV, Ser 2014-IVA, Cl SUBG | ||||||||
| 0.000%, 10/20/2038 (A)(C)(D)(F) | 2,823 | 1,299 | ||||||
| Benefit Street Partners CLO IX | ||||||||
| 0.000%, 07/20/2025 (A)(C)(H) | 5,394 | 3,776 | ||||||
| Benefit Street Partners CLO V, Ser 2018-5BA | ||||||||
| 0.000%, 04/20/2031 (C)(D) | 13,783 | 4,824 | ||||||
| Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR | ||||||||
| 11.468%, TSFR3M + 7.800%, 07/20/2037 (A)(F) | 100 | 93 | ||||||
| Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB | ||||||||
| 0.000%, 10/18/2029 (A)(C)(D)(F) | 11,800 | 4,779 | ||||||
| Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB | ||||||||
| 0.000%, 07/18/2027 (C)(D)(F) | 9,035 | 359 | ||||||
| Benefit Street Partners CLO VIII | ||||||||
| 0.000%, 01/20/2031 (C)(D) | 9,000 | 171 | ||||||
| Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB | ||||||||
| 0.000%, 04/20/2034 (A)(C)(D)(F) | 12,240 | 5,386 | ||||||
| Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB | ||||||||
| 0.000%, 10/15/2030 (A)(C)(D)(F) | 4,836 | 3,866 | ||||||
| Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB | ||||||||
| 0.000%, 10/20/2037 (A)(C)(D)(F) | 17,880 | 5,185 | ||||||
| Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(C)(D)(F) | 8,034 | 5,222 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(C)(D)(F) | $ | 4,486 | $ | 3,095 | ||||
| Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB | ||||||||
| 0.000%, 04/25/2034 (C)(D) | 4,843 | 2,615 | ||||||
| Benefit Street Partners CLO, Ser 2025-42A, Cl SUB | ||||||||
| 0.000%, 10/25/2038 (A)(C)(D)(F) | 9,113 | 7,473 | ||||||
| Bridge Street CLO VI, Ser 2025-2A, Cl SUB | ||||||||
| 0.000%, 01/15/2039 (A)(C)(D)(F) | 7,100 | 6,423 | ||||||
| Cathedral Lake CLO, Ser 2015-3A, Cl SUB | ||||||||
| 0.000%, 01/15/2026 (A)(C)(D)(F) | 3,653 | 37 | ||||||
| First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB | ||||||||
| 0.000%, 10/25/2028 (A)(C)(D)(F) | 21,812 | 1,957 | ||||||
| Great Lakes CLO, Ser 2015-1A, Cl SUB | ||||||||
| 0.000%, 01/16/2030 (A)(C)(D)(F) | 6,015 | 1,386 | ||||||
| IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB | ||||||||
| 0.000%, 04/20/2037 (A)(C)(D)(F) | 2,151 | 1,506 | ||||||
| LCM Ltd | ||||||||
| 0.000%, 01/20/2032 (C)(D) | 1,998 | 411 | ||||||
| MidOcean Credit CLO XVI, Ser 2024-16A, Cl SUB | ||||||||
| 0.000%, 10/20/2037 (A)(C)(D)(F) | 3,245 | 2,207 | ||||||
| NB XXII CLO, Warehouse Note | ||||||||
| 0.000%, (D) (I) | 796 | 796 | ||||||
| Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB | ||||||||
| 0.000%, 10/17/2030 (A)(C)(D)(F) | 5,235 | 1,152 | ||||||
| Neuberger Berman Loan Advisers CLO XLI | ||||||||
| 0.000%, 10/20/2032 (C)(D) | 3,394 | 1,309 | ||||||
| Neuberger Berman Loan Advisers CLO XXXIX | ||||||||
| 0.000%, 10/20/2032 (C)(D) | 5,795 | 2,291 | ||||||
| Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl INC | ||||||||
| 0.000%, 04/20/2033 (A)(C)(D)(F) | 1,780 | 101 | ||||||
| Neuberger Berman Loan Advisers CLO, Ser 2025-36RA, Cl SUB | ||||||||
| 0.000%, 07/20/2039 (A)(C)(D)(F) | 3,297 | 2,819 | ||||||
| NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB | ||||||||
| 0.000%, 04/20/2030 (A)(C)(D)(F) | 9,028 | 1,101 | ||||||
| NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN | ||||||||
| 11.309%, TSFR3M + 7.642%, 04/20/2030 (A)(F) | 3,450 | 3,286 | ||||||
| OCP CLO, Ser 2017-14A, Cl SUB | ||||||||
| 0.000%, 07/20/2037 (A)(C)(D)(F) | 3,797 | 1,291 | ||||||
| OCP CLO, Ser 2020-19A, Cl SUB | ||||||||
| 0.000%, 04/20/2038 (A)(C)(D)(F) | 2,334 | 1,512 | ||||||
| OCP CLO, Ser 2021-21A, Cl SUB | ||||||||
| 0.000%, 07/20/2034 (C)(D) | 12,027 | 6,945 | ||||||
| 238 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| TCP Whitney CLO, Ser 2017-1I, Cl SUB | ||||||||
| 0.000%, 11/20/2037 (C)(D)(F) | $ | 13,119 | $ | 6,166 | ||||
| TCW CLO, Ser 2017-1A, Cl SUB | ||||||||
| 0.000%, 03/24/2038 (A)(C)(D)(F) | 18,647 | 5,408 | ||||||
| TCW CLO, Ser 2018-1A, Cl SUB | ||||||||
| 0.000%, 10/25/2035 (A)(C)(D)(F) | 9,389 | 1,878 | ||||||
| TCW CLO, Ser 2019-2A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(C)(D)(F) | 9,217 | 3,871 | ||||||
| TCW CLO, Ser 2024-1A, Cl ER3 | ||||||||
| 11.138%, TSFR3M + 7.470%, 10/25/2035 (A)(F) | 1,731 | 1,608 | ||||||
| TCW CLO, Warehouse Note, Ser 2020-1 | ||||||||
| 0.000%, (C)(D) (I) | 8,523 | 2,727 | ||||||
| Venture 35 CLO, Ser 2018-35A, Cl SUB | ||||||||
| 0.000%, 10/22/2031 (A)(C)(D)(F) | 15,819 | 475 | ||||||
| Venture XXVI CLO, Ser 2017-26A, Cl SUB | ||||||||
| 0.000%, 01/20/2029 (A)(C)(D)(F) | 2,865 | – | ||||||
| Venture XXVIII CLO, Ser 2017-28A, Cl SUB | ||||||||
| 0.000%, 07/20/2030 (A)(C)(D)(F) | 5,750 | 57 | ||||||
| Voya CLO, Ser 2020-2A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(C)(D)(F) | 8,134 | 5,287 | ||||||
| Voya CLO, Ser 2024-6A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(C)(D)(F) | 9,667 | 7,734 | ||||||
| Voya CLO, Ser 2025-4A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(C)(D)(F) | 8,521 | 7,541 | ||||||
| Wind River | ||||||||
| 0.000%, 07/20/2033 (C)(D) | 19,320 | 5,796 | ||||||
| Wind River CLO, Ser 2025-3A, Cl ER | ||||||||
| 9.918%, TSFR3M + 6.250%, 04/20/2038 (A)(F) | 3,376 | 3,333 | ||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $82,945) ($ Thousands) | 163,872 | |||||||
| LOAN PARTICIPATIONS — 6.6% | ||||||||
| 1261229 B.C. Ltd., Initial Term Loan, 1st Lien | ||||||||
| 9.923%, CME Term SOFR + 6.250%, 10/08/2030 (F) | 300 | 292 | ||||||
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.), 2025 Replacement Term Loan, 1st Lien | ||||||||
| 5.918%, CME Term SOFR + 2.250%, 04/20/2028 (F) | 790 | 788 | ||||||
| ACProducts Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.184%, CME Term SOFR + 4.250%, 05/17/2028 (F) | 1,464 | 1,163 | ||||||
| Adient US LLC, Term B-2 Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 01/31/2031 (F) | 324 | 324 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Ahead DB Holdings, LLC, Term B-5 Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 02/01/2031 (F) | $ | 446 | $ | 434 | ||||
| Allied Universal Holdco LLC, Amendment No. 7 Replacement U.S. Dollar Term Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.250%, 08/20/2032 (F) | 98 | 98 | ||||||
| Arctic Canadian Diamond Company Ltd., Second Lien Term Loan | ||||||||
| 4.258%, 06/30/2026 (C) | 1,276 | 969 | ||||||
| Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien | ||||||||
| 7.773%, CME Term SOFR + 4.000%, 11/24/2027 (F) | 2,589 | 2,479 | ||||||
| Asurion, LLC, New Term B-13 Term Loan, 1st Lien | ||||||||
| 7.923%, CME Term SOFR + 4.250%, 09/19/2030 (F) | 232 | 231 | ||||||
| athenahealth Group Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 02/15/2029 (F) | 169 | 164 | ||||||
| Avaya Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.173%, CME Term SOFR + 7.500%, 08/01/2028 (E)(F)(J) | 4,337 | 3,942 | ||||||
| BCPE Pequod Buyer, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.417%, CME Term SOFR + 2.750%, 11/25/2031 (F) | 378 | 365 | ||||||
| Belron Finance 2019 LLC, New 2031 Dollar Incremental Term Loan, 1st Lien | ||||||||
| 5.660%, CME Term SOFR + 2.000%, 10/16/2031 (F) | 177 | 177 | ||||||
| Brooks Automation 11/21 TLB, 1st Lien | ||||||||
| 6.783%, 11/24/2026 | 293 | 291 | ||||||
| Byju Alpha, Inc., Amendment No. 2 New Money Term Loan Dip | ||||||||
| 11.673%, 10/17/2031 | 71 | 68 | ||||||
| Byju'S Alpha, Inc., Bridge Loan New Money Term Loan | ||||||||
| 11.716%, 04/09/2026 (C) | 17 | — | ||||||
| Byju'S Alpha, Inc., Initial Term Loan | ||||||||
| 15.500%, CME Term SOFR + 8.000%, 10/30/2028 (B)(F) | 2,985 | 164 | ||||||
| Byju'S Alpha, Inc., Prepetition Reimbursement New Money Term Loan | ||||||||
| 11.672%, 04/09/2026 (C) | 82 | — | ||||||
| Byju'S Alpha, Inc., Tranche 1 New Money Term Loan | ||||||||
| 11.672%, 03/28/2031 | 27 | 26 | ||||||
| SEI Institutional Investments Trust | 239 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Carestream Health, Inc., Term Loan, 1st Lien | ||||||||
| 11.272%, CME Term SOFR + 7.500%, 09/30/2027 (F) | $ | 2,522 | $ | 1,261 | ||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-1 Loan, 1st Lien | ||||||||
| 8.178%, CME Term SOFR + 4.250%, 05/31/2030 (F)(J) | 2,702 | 1,293 | ||||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-2 Loan | ||||||||
| 8.428%, 05/31/2030 | 1,976 | 922 | ||||||
| Century Casinos, Inc., Term B Facility Loan, 1st Lien | ||||||||
| 9.760%, CME Term SOFR + 6.000%, 04/02/2029 (F) | 2,072 | 1,603 | ||||||
| Chariot Buyer LLC, Refinancing Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 09/08/2032 (F)(J) | 270 | 269 | ||||||
| CHPPR Midco Inc. , Amendment No. 1 Term Loan, 1st Lien | ||||||||
| 12.750%, CME Term SOFR + 8.750%, 12/31/2029 (F) | 1,743 | 1,742 | ||||||
| Cineworld/Regal 6/25 Cov-Lite, First Amendment Term Loan | ||||||||
| 8.171%, 06/28/2030 (J) | 513 | 497 | ||||||
| Claire'S Stores 09/18/2030, 1st Lien | ||||||||
| 0.000%, 04/09/2026 (D) | 177 | 177 | ||||||
| Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 7.787%, CME Term SOFR + 4.000%, 08/21/2028 (F) | 74 | 74 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 03/21/2031 (F) | 1,042 | 966 | ||||||
| CMG Media Corporation, Term B-2 Loan, 1st Lien | ||||||||
| 7.272%, CME Term SOFR + 3.500%, 06/18/2029 (F) | 1,845 | 1,741 | ||||||
| Colossus AcquireCo LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.410%, SOFR + 1.750%, 07/30/2032 (F) | 199 | 198 | ||||||
| Conair Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.537%, CME Term SOFR + 3.750%, 05/17/2028 (F) | 468 | 253 | ||||||
| Dawn Bidco, LLC, Term Loan | ||||||||
| 6.661%, CME Term SOFR + 3.000%, 10/07/2032 (F) | 440 | 405 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien | ||||||||
| 7.678%, CME Term SOFR + 3.750%, 10/04/2028 (F) | $ | 578 | $ | 574 | ||||
| DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien | ||||||||
| 8.928%, CME Term SOFR + 5.000%, 08/02/2027 (F) | 32 | 32 | ||||||
| E.W. Scripps Company, The, Tranche B-2 Term Loan, 1st Lien | ||||||||
| 9.532%, CME Term SOFR + 5.750%, 06/30/2028 (F)(J) | 769 | 775 | ||||||
| East Valley Tourist Development Authority, Term Loan | ||||||||
| 11.287%, CME Term SOFR + 7.500%, 06/21/2024 (C)(F) | 3,706 | 3,680 | ||||||
| EMRLD Borrower LP, 2031 Refinancing Term Loan, 1st Lien | ||||||||
| 6.122%, CME Term SOFR + 2.250%, 08/04/2031 (F) | 319 | 318 | ||||||
| First Advantage Holdings, LLC, Term B-3 Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 10/31/2031 (F) | 337 | 322 | ||||||
| First Student Bidco Inc., Initial Term B Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 08/15/2030 (F) | 793 | 791 | ||||||
| First Student Bidco Inc., Initial Term C Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 08/15/2030 (F) | 145 | 145 | ||||||
| Flexsys 5/25 First Out TL, First Out Term Loan | ||||||||
| 9.910%, 08/01/2029 (J) | 817 | 492 | ||||||
| Flexsys 5/25 Second Out TL, Second Out Refinancing Term Loan | ||||||||
| 9.172%, 08/01/2029 | 2,577 | 215 | ||||||
| Freeport LNG investments, LLLP, Initial Term Loan B, 1st Lien | ||||||||
| 6.893%, CME Term SOFR + 3.250%, 01/29/2033 (F) | 1,372 | 1,361 | ||||||
| Gainwell Acquisition Corp., Term B Loan, 1st Lien | ||||||||
| 7.772%, CME Term SOFR + 4.000%, 10/01/2027 (F) | 2,623 | 2,482 | ||||||
| Graham Packaging Company Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 01/26/2033 (F) | 149 | 149 | ||||||
| Hertz Corporation, The, Initial Term B Loan, 1st Lien | ||||||||
| 7.287%, CME Term SOFR + 3.500%, 06/30/2028 (F) | 257 | 198 | ||||||
| 240 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Hertz Corporation, The, Initial Term C Loan, 1st Lien | ||||||||
| 7.287%, CME Term SOFR + 3.500%, 06/30/2028 (F) | $ | 51 | $ | 39 | ||||
| HIG Finance 2 Limited, 2025-2 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 02/15/2031 (F) | 854 | 810 | ||||||
| Hologic TL 01/14/2033 TLB, 1st Lien | ||||||||
| 0.000%, 01/14/2033 (D)(J) | 1,725 | 1,703 | ||||||
| Icon Parent I Inc., 2025 Term Loan, 1st Lien | ||||||||
| 6.445%, CME Term SOFR + 2.750%, 11/13/2031 (F) | 498 | 471 | ||||||
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), Initial Term Loan, 1st Lien | ||||||||
| 9.562%, CME Term SOFR + 5.775%, 05/01/2029 (F) | 864 | 746 | ||||||
| J. C. Penney Company Inc., Loan | ||||||||
| 5.250%, CME Term SOFR + 4.250%, 06/21/2029 (B)(C)(F) | 3,625 | — | ||||||
| LABL, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 8.767%, CME Term SOFR + 5.000%, 10/04/2028 (F) | 3,927 | 1,805 | ||||||
| Lannett Company, Inc., Closing Date Term Loan 1st Lien | ||||||||
| 2.000%, 06/16/2030 (C) | 660 | 660 | ||||||
| Lfsn Holdco/Lifescan 12/2, 1st Lien | ||||||||
| 9.238%, 12/12/2031 | 4,028 | 4,005 | ||||||
| Libbey Glass LLC, 2022 Incremental Term Loan, 1st Lien | ||||||||
| 10.321%, CME Term SOFR + 6.500%, 11/22/2027 (F) | 2,565 | 2,445 | ||||||
| LSF12 Crown US Commercial Bidco, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.671%, CME Term SOFR + 3.000%, 12/02/2031 (F) | 482 | 481 | ||||||
| Lsf12 Helix Parent Ltd, 1st Lien | ||||||||
| 7.173%, 01/21/2033 (J) | 160 | 160 | ||||||
| Madison IAQ LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.128%, CME Term SOFR + 2.500%, 06/21/2028 (F) | 425 | 425 | ||||||
| Magenta Security Holdings LLC, First Out Term Loan, 1st Lien | ||||||||
| 10.677%, CME Term SOFR + 6.750%, 07/27/2028 (F) | 2,168 | 1,427 | ||||||
| Magenta Security Holdings LLC, Second Out Term Loan, 1st Lien | ||||||||
| 10.927%, CME Term SOFR + 7.000%, 07/27/2028 (F)(J) | 3,691 | 1,510 | ||||||
| Magenta Security Holdings LLC, Third Out Term Loan, 1st Lien | ||||||||
| 10.177%, CME Term SOFR + 6.250%, 07/27/2028 (F)(J) | 12 | 3 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien | ||||||||
| 6.670%, CME Term SOFR + 3.000%, 10/19/2027 (C)(F) | $ | 684 | $ | 664 | ||||
| Mauser Packaging Solutions Holding Company, 2025 Term Loan, 1st Lien | ||||||||
| 7.164%, CME Term SOFR + 3.500%, 04/15/2030 (F)(J) | 150 | 148 | ||||||
| Mavenir Jr Debt Fixed 1200 7/29/30, 1st Lien | ||||||||
| 12.000%, 06/16/2030 (C) | 2,133 | 2,133 | ||||||
| Max US Bidco Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.672%, CME Term SOFR + 5.000%, 10/02/2030 (F)(J) | 435 | 356 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 03/01/2029 (F)(J) | 218 | 189 | ||||||
| Medline Borrower, LP, 2028 Refinancing Term Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 10/23/2028 (F) | 47 | 48 | ||||||
| Medline Borrower, LP, 2030 Refinancing Term Loan, 1st Lien | ||||||||
| 5.423%, CME Term SOFR + 1.750%, 10/23/2030 (F) | 714 | 716 | ||||||
| MI Windows and Doors, LLC, Term B-3 Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 03/28/2031 (F) | 197 | 195 | ||||||
| Mln US Holdco LLC, Tranche A-2 Term Loan | ||||||||
| 5.676%, 01/24/2029 | 26 | 10 | ||||||
| Mountaineer Merger Corporation, 1st Lien | ||||||||
| 11.672%, 06/30/2026 | 2,005 | 2,005 | ||||||
| Multi-Color 2/26 Interim New Money (USD) Dip TL, 1st Lien | ||||||||
| 10.410%, 12/02/2026 | 194 | 193 | ||||||
| Naked Juice LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 7.022%, CME Term SOFR + 3.250%, 01/24/2029 (F) | 5,611 | 3,425 | ||||||
| Neon Maple Purchaser Inc., First Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 11/17/2031 (F) | 498 | 484 | ||||||
| NEP Group, Inc., 2025 Dollar Term Loan, 1st Lien | ||||||||
| 8.173%, CME Term SOFR + 4.500%, 10/09/2031 (F) | 2,518 | 2,293 | ||||||
| SEI Institutional Investments Trust | 241 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| New Fortress Energy Inc, Second Amendment Incremental Term Loan | ||||||||
| 9.570%, CME Term SOFR + 5.500%, 04/20/2028 (F)(J) | $ | 1,620 | $ | 769 | ||||
| Obra Capital, Inc., Term Loan | ||||||||
| 11.037%, 07/29/2030 (C) | 1,743 | 1,717 | ||||||
| OID-OL Intermediate I, LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 8.067%, CME Term SOFR + 4.250%, 02/01/2029 (F)(J) | 3,776 | 2,545 | ||||||
| Osmosis Buyer Limited, 2026 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.411%, CME Term SOFR + 2.750%, 07/31/2028 (F) | 1,601 | 1,592 | ||||||
| Parexel International, Inc., Seventh Amendment Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 12/09/2032 (F) | 307 | 303 | ||||||
| Pasadena Performance Products, LLC, 2025-1 Repricing Term Loan, 1st Lien | ||||||||
| 6.922%, CME Term SOFR + 3.250%, 02/27/2032 (C)(F) | 1,463 | 1,456 | ||||||
| Peraton Corp., Term B Loan, 1st Lien | ||||||||
| 7.517%, CME Term SOFR + 3.750%, 02/01/2028 (F) | 1,418 | 1,211 | ||||||
| Peraton Corp., Term B-1 Loan, 2nd Lien | ||||||||
| 11.523%, CME Term SOFR + 7.750%, 02/01/2029 (F) | 949 | 702 | ||||||
| Petco Health and Wellness Company, Inc., 2026 Term Loan, 1st Lien | ||||||||
| 7.923%, CME Term SOFR + 4.250%, 02/03/2031 (F) | 389 | 373 | ||||||
| PetSmart LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.677%, CME Term SOFR + 4.000%, 08/18/2032 (F)(J) | 159 | 158 | ||||||
| Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 7.660%, CME Term SOFR + 4.000%, 09/20/2028 (F) | 5,835 | 4,982 | ||||||
| Premier Brands Group Holdings LLC, Term B-1 Loan | ||||||||
| 12.176%, 03/01/2029 (C) | 1,312 | 1,312 | ||||||
| Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien | ||||||||
| 8.263%, CME Term SOFR + 4.600%, 10/02/2028 (B)(F) | 3,625 | 1,457 | ||||||
| Pretium Pkg TL, 1st Lien | ||||||||
| 8.921%, 08/07/2026 | 1,201 | 1,194 | ||||||
| Primo Brands Corporation, 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 5.922%, CME Term SOFR + 2.250%, 03/31/2028 (F) | 366 | 365 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Pye-Barker Fire & Safety, LLC, Closing Date Term Loan, 1st Lien | ||||||||
| 6.206%, CME Term SOFR + 2.500%, 12/09/2032 (F) | $ | 796 | $ | 796 | ||||
| Pye-Barker Fire & Safety, LLC, Delayed Draw, 1st Lien | ||||||||
| 0.000%, 03/31/2026 (D) | 119 | — | ||||||
| Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien | ||||||||
| 5.923%, CME Term SOFR + 2.250%, 02/10/2032 (F) | 521 | 521 | ||||||
| QXO Building Products, Inc., 2025 Refinancing Term B Loan, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.000%, 04/30/2032 (F) | 57 | 57 | ||||||
| Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.673%, CME Term SOFR + 3.000%, 11/19/2031 (F) | 243 | 231 | ||||||
| Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien | ||||||||
| 7.423%, CME Term SOFR + 3.750%, 11/28/2028 (F) | 300 | 278 | ||||||
| Route 66 Development Authority, 1st Lien | ||||||||
| 12.673%, 11/25/2031 (C) | 1,994 | 1,974 | ||||||
| SCIH Salt Holdings Inc., Term B-1 Loan, 1st Lien | ||||||||
| 6.522%, CME Term SOFR + 2.750%, 01/31/2029 (F) | 228 | 227 | ||||||
| Serta Simmons Bedding, LLC, Initial Term Loan | ||||||||
| 11.286%, CME Term SOFR + 7.500%, 10/01/2027 (F) | 84 | 79 | ||||||
| Shutterfly Finance, LLC, Term B Loan, 2nd Lien | ||||||||
| 8.673%, CME Term SOFR + 5.000%, 10/01/2027 (F) | 306 | 283 | ||||||
| Sinclair Television Group, Inc., Term B-6 Loan, 1st Lien | ||||||||
| 7.087%, CME Term SOFR + 3.300%, 12/31/2029 (F) | 1,449 | 1,232 | ||||||
| Spectrum Group Buyer, Inc., Initial Term Loan | ||||||||
| 10.167%, 04/02/2029 | 1,861 | 1,742 | ||||||
| Spirit Airlines 10/25 Dip Contingent TL, 1st Lien | ||||||||
| 0.000%, 07/14/2026 (D) | 1,159 | 145 | ||||||
| Spirit Airlines 10/25 Dip Roll Up TL, 1st Lien | ||||||||
| 0.000%, 07/14/2026 (D) | 3,803 | 3,233 | ||||||
| Spirit Airlines 10/25 Third Dip New Money TL, 1st Lien | ||||||||
| 11.660%, 12/08/2030 | 645 | 613 | ||||||
| 242 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Spirit Airlines, LLC, Initial Draw New Money Term Loan, 1st Lien | ||||||||
| 11.660%, CME Term SOFR + 8.000%, 07/14/2026 (F) | $ | 1,317 | $ | 1,251 | ||||
| Spirit Airlines, LLC, Second Draw New Money Term Loan, 1st Lien | ||||||||
| 11.660%, CME Term SOFR + 8.000%, 07/14/2026 (F) | 327 | 310 | ||||||
| SPX Flow, Inc., 2025 Term Loan Retired 3/02/2026, 1st Lien | ||||||||
| 8.500%, PRIME + 1.750%, 04/05/2029 (F) | 246 | 246 | ||||||
| Star Parent, Inc., Term Loan B, 1st Lien | ||||||||
| 7.672%, CME Term SOFR + 4.000%, 09/27/2030 (F) | 172 | 166 | ||||||
| Station Casinos LLC, Term B Facility, 1st Lien | ||||||||
| 5.673%, CME Term SOFR + 2.250%, 03/14/2031 (F) | 152 | 152 | ||||||
| Telenet Financing USD LLC, Term Loan AR Facility, 1st Lien | ||||||||
| 5.774%, CME Term SOFR + 2.000%, 04/30/2028 (F) | 2,054 | 2,020 | ||||||
| Topgolf Callaway Brands Corp., Initial Term Loan, 1st Lien | ||||||||
| 6.423%, CME Term SOFR + 2.750%, 03/15/2030 (F) | 15 | 16 | ||||||
| TransDigm Inc., Tranche M Term Loan, 1st Lien | ||||||||
| 6.173%, CME Term SOFR + 2.500%, 08/19/2032 (F) | 254 | 254 | ||||||
| Travelport Finance (Luxembourg) S.a r.l., Term Loans, 1st Lien | ||||||||
| 10.922%, CME Term SOFR + 7.000%, 09/29/2028 (F) | 1,766 | 1,304 | ||||||
| Tronox Finance LLC, 2024-B Term Loan, 1st Lien | ||||||||
| 6.172%, CME Term SOFR + 2.500%, 09/18/2031 (F)(J) | 1,422 | 1,106 | ||||||
| Turquoise Topco Limited 8/25 Cov-Lite TLB, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 08/13/2032 (F) | 1,835 | 1,803 | ||||||
| U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien | ||||||||
| 8.787%, CME Term SOFR + 5.000%, 06/28/2028 (F) | 416 | 392 | ||||||
| UKG Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 6.167%, CME Term SOFR + 2.500%, 02/10/2031 (F) | 153 | 144 | ||||||
| Varsity Brands, Inc., 2025-2 Replacement Term Loan, 1st Lien | ||||||||
| 6.672%, CME Term SOFR + 3.000%, 08/26/2031 (F)(J) | 686 | 683 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Venator 1/24 First-Out, 1st Lien | ||||||||
| 10.750%, 10/12/2028 | $ | 230 | $ | 184 | ||||
| Venator 10/23, 1st Lien | ||||||||
| 10.750%, 10/02/2028 | 376 | 30 | ||||||
| Venator 12/24 First Out TLB, 1st Lien | ||||||||
| 10.750%, 05/01/2029 | 231 | 185 | ||||||
| Verifone Systems, Inc., 2025-1 Term Loan | ||||||||
| 9.178%, 08/18/2028 (J) | 1,947 | 1,784 | ||||||
| VistaJet Malta Finance P.L.C. (Vista Management Holding, Inc.), Initial Term Loan, 1st Lien | ||||||||
| 7.411%, CME Term SOFR + 3.750%, 04/01/2031 (F) | 348 | 348 | ||||||
| Wellful Inc., Tranche A Term Loan, 1st Lien | ||||||||
| 8.787%, CME Term SOFR + 5.000%, 04/19/2030 (F) | 1,922 | 1,898 | ||||||
| Wellful Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 10.037%, CME Term SOFR + 6.250%, 10/19/2030 (F) | 3,847 | 3,462 | ||||||
| White Cap Supply Holdings, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 6.923%, CME Term SOFR + 3.250%, 10/19/2029 (F) | 761 | 751 | ||||||
| X Corp., Tranche B-3 Term Loan Retired 03/02/2026, 1st Lien | ||||||||
| 9.500%, 10/26/2029 (F) | 13,884 | 14,557 | ||||||
| X.AI LLC, Initial Fixed Rate Term Loan, 1st Lien | ||||||||
| 12.500%, 06/28/2030 (F) | 6,149 | 6,962 | ||||||
| Xplore Inc., Initial Term Loan 1st Lien | ||||||||
| 5.287%, 06/18/2029 | 409 | 368 | ||||||
| Xplore Inc., Second Out Term Loan 1st Lien | ||||||||
| 6.000%, 10/24/2029 | 1,334 | 844 | ||||||
| Total Loan Participations | ||||||||
| (Cost $150,468) ($ Thousands) | 137,226 | |||||||
| Shares | ||||||||
| COMMON STOCK — 1.8% | ||||||||
| 21st Century Oncology *(C) | 22,017 | 340 | ||||||
| Air Methods *(C)(E) | 3,394 | 727 | ||||||
| Altice France * | 9,967 | 183 | ||||||
| Altice Luxembourg * | 949 | 13 | ||||||
| Arctic Canadian Diamond Co. *(C) | 1,633 | 33 | ||||||
| Ardagh * | 314,398 | 2,587 | ||||||
| Audacy * | 11,563 | 43 | ||||||
| Avaya Inc. *(C)(E) | 194,311 | 2,915 | ||||||
| Burgundy Diamond Mines *(E) | 2,701,454 | 33 | ||||||
| Carestream Health Holdings Inc *(C) | 123,791 | 1,706 | ||||||
| CHC Group LLC * | 1,444 | — | ||||||
| Clear Channel Outdoor Holdings Inc, Cl A * | 66,059 | 159 | ||||||
| Cornerstone Chemical Co *(C) | 269,066 | 4,932 | ||||||
| EchoStar Corp, Cl A * | 56,942 | 6,579 | ||||||
| SEI Institutional Investments Trust | 243 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Endo Trust *(C) | 45,274 | $ | 16 | |||||
| Envision Healthcare *(E) | 258,960 | 3,884 | ||||||
| Enviva Inc. * | 236,520 | 3,932 | ||||||
| ESC NMG Parent LLC *(C) | 9,899 | 5 | ||||||
| Guitar Center *(C)(E) | 24,502 | 2,015 | ||||||
| Gulfport Energy Corp * | 959 | 200 | ||||||
| Gymboree Corp *(C)(E) | 18,542 | — | ||||||
| Gymboree Holding Corp *(C)(E) | 52,848 | — | ||||||
| iHeartMedia Inc, Cl A * | 14,876 | 49 | ||||||
| Incora Intermediate LLC *(C) | 13,335 | 144 | ||||||
| Incora Top Holdco LLC *(C) | 368 | 10 | ||||||
| Intelsat Emergene SA | 45,143 | 662 | ||||||
| Lannett *(C) | 142,313 | 1,694 | ||||||
| Lifescan * | 25,150 | 478 | ||||||
| Mallinckrodt * | 5,746 | 586 | ||||||
| Mallinckrodt PLC *(C) | 7,431 | 757 | ||||||
| Medical Card Systems *(C) | 395,653 | 124 | ||||||
| Mitel *(C) | 873 | — | ||||||
| Mountaineer Merger Corp *(C) | 2,885,885 | — | ||||||
| MYT Holding LLC *(C) | 461,765 | 115 | ||||||
| Neiman Marcus Group | 1,051 | 1 | ||||||
| Nine West *(C)(E) | 163,718 | 235 | ||||||
| SandRidge Energy Inc | 232 | 4 | ||||||
| Serta Simmons Bedding LLC * | 20,716 | 174 | ||||||
| Spirit Airlines * | 20,357 | 3 | ||||||
| Spirit Aviation Holdings * | 91,992 | 44 | ||||||
| SSB Equipment Company *(C) | 20,716 | — | ||||||
| Venator Materials * | 696 | 17 | ||||||
| VICI Properties Inc, Cl A ‡ | 36,060 | 1,089 | ||||||
| Xplore Inc *(C) | 80,882 | 939 | ||||||
| Total Common Stock | ||||||||
| (Cost $35,160) ($ Thousands) | 37,427 | |||||||
| Face Amount (Thousands) | ||||||||
| CONVERTIBLE BONDS — 1.0% | ||||||||
| Blackstone Mortgage Trust | ||||||||
| 5.500%, 03/15/2027 | $ | 802 | 790 | |||||
| Bloom Energy | ||||||||
| 0.000%, 11/15/2030(A)(H) | 849 | 998 | ||||||
| Cipher Digital | ||||||||
| 0.000%, 10/01/2031(A)(H) | 472 | 594 | ||||||
| CoreWeave | ||||||||
| 1.750%, 12/01/2031(A) | 702 | 724 | ||||||
| Finance of America Funding LLC | ||||||||
| 10.000%, 11/30/2029(A) | 2,402 | 2,590 | ||||||
| Fluence Energy | ||||||||
| 2.250%, 06/15/2030 | 938 | 1,013 | ||||||
| Integer Holdings | ||||||||
| 1.875%, 03/15/2030(A) | 2,289 | 2,198 | ||||||
| Lantheus Holdings | ||||||||
| 2.625%, 12/15/2027 | 1,705 | 2,040 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CONVERTIBLE BONDS (continued) | ||||||||
| Liberty Interactive LLC | ||||||||
| 4.000%, 11/15/2029 | $ | 377 | $ | 15 | ||||
| 3.750%, 02/15/2030 | 4,165 | 146 | ||||||
| Lucid Group | ||||||||
| 1.250%, 12/15/2026(A) | 1,405 | 1,314 | ||||||
| Lumentum Holdings | ||||||||
| 0.375%, 03/15/2032(A) | 418 | 1,598 | ||||||
| Mavenir | ||||||||
| 0.000%, 12/31/2026(C)(D) | 1,690 | 3,796 | ||||||
| Mirion Technologies | ||||||||
| 0.000%, 10/01/2031(A)(H) | 938 | 971 | ||||||
| North Sea Natural Resources | ||||||||
| 0.000%, 01/23/2028(C)(D) | 889 | – | ||||||
| 0.000%, 01/23/2028(C)(D) | 118 | – | ||||||
| 0.000%, 01/23/2028(C)(D) | 47 | – | ||||||
| Rite Aid | ||||||||
| 0.000%, 12/31/2049(C)(D)(E) | 451 | – | ||||||
| Silver Airways LLC | ||||||||
| 16.000%, 12/31/2027(B)(C) | 6,774 | – | ||||||
| 16.000%, 01/07/2028(B)(C) | 892 | – | ||||||
| 16.000%, 01/07/2028(B)(C) | 2,022 | – | ||||||
| Tacora | ||||||||
| 13.000%, 09/19/2031(C) | 94 | 94 | ||||||
| Terawulf | ||||||||
| 0.000%, 05/01/2032(A)(H) | 1,173 | 1,286 | ||||||
| Total Convertible Bonds | ||||||||
| (Cost $32,672) ($ Thousands) | 20,167 | |||||||
| Shares | ||||||||
| PREFERRED STOCK — 0.5% | ||||||||
| FHLMC, 4.855%, TSFR3M + 0.262% *(F) | 29,819 | 483 | ||||||
| FNMA, 8.250% *(F) | 130,055 | 1,917 | ||||||
| Guitar Center Inc, 0.000% *(C)(D)(E)(G) | 782 | 38 | ||||||
| Mallinckrodt PLC, 0.000% *(D)(G) | 600,396,828 | — | ||||||
| Mountaineer Merger Corp, 0.000% *(C) (D)(G) | 3,070,376 | 1,059 | ||||||
| MYT Holding LLC, 10.000% | 516,164 | 650 | ||||||
| Syniverse, 0.000% *(C)(D)(G) | 6,568,952 | 6,451 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $11,160) ($ Thousands) | 10,598 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.2% | ||||||||
| Air Methods | ||||||||
| Strike Price $– *‡‡(C)(E) | 29,827 | 4,020 | ||||||
| Audacy | ||||||||
| Strike Price $– *‡‡ | 20,176 | 6 | ||||||
| Guitar Center Tranche I, Expires 12/22/2070 | ||||||||
| Strike Price $100.00 *(C)(E) | 5,960 | 193 | ||||||
| 244 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Continued)
| Description | Number of Warrants | Market Value ($ Thousands) | ||||||
| WARRANTS (continued) | ||||||||
| Guitar Center Tranche II, Expires 12/22/2070 | ||||||||
| Strike Price $160.00 *(C)(E) | 6,486 | $ | 69 | |||||
| Guitar Center Tranche III, Expires 12/22/2070 | ||||||||
| Strike Price $100.00 *(C)(E) | 526 | 5 | ||||||
| Mavenir*‡‡(C) | 693 | – | ||||||
| Silver Airways | ||||||||
| Strike Price $– *‡‡(C) | 3 | – | ||||||
| Tacora | ||||||||
| Strike Price $– *‡‡(C) | 26,080 | 26 | ||||||
| Total Warrants | ||||||||
| (Cost $1,134) ($ Thousands) | 4,319 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 0.1% | ||||||||
| U.S. Treasury Notes | ||||||||
| 4.250%, 05/15/2035 | $ | 1,400 | $ | 1,436 | ||||
| 3.875%, 04/30/2030 | 1,390 | 1,411 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $2,754) ($ Thousands) | 2,847 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 56,398,010 | 56,398 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $56,398) ($ Thousands) | 56,398 | |||||||
| Total Investments in Securities — 100.2% | ||||||||
| (Cost $2,087,872) ($ Thousands) | $ | 2,100,737 | ||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||
| Barclays PLC | 03/12/26 | CAD | 1,232 | USD | 899 | $ | (5 | ) | ||||||||||
| Percentages are based on Net Assets of $2,096,934 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $1,589,748 ($ Thousands), representing 75.8% of the Net Assets of the Fund. |
| (B) | Security is in default on interest payment. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | No interest rate available. |
| (E) | Security considered restricted, excluding 144A. The total market value of such securities as of February 28, 2026 was $23,328 ($ Thousands) and represented 1.1% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (F) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (G) | Perpetual security with no stated maturity date. |
| (H) | Zero coupon security. |
| (I) | No maturity date available. |
| (J) | Unsettled bank loan. Interest rate may not be available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 46,231 | $ | 682,733 | $ | (672,566 | ) | $ | — | $ | — | $ | 56,398 | $ | 1,901 | $ | — | |||||||||||||||
| SEI Institutional Investments Trust | 245 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
High Yield Bond Fund (Concluded)
A list of the restricted securities, excluding 144a, held by the Fund at February 28, 2026, is as follows:
| Description | Shares/Face Amount ($ Thousands)/Number of Warrants | Acquisition Date | Cost ($ Thousands) | Market Value ($ Thousands) | ||||||||||
| Corporate Obligations | ||||||||||||||
| Expand Energy | $ | 5,865 | 12/02/2024 | $ | – | $ | – | |||||||
| Freedom Mortgage Holdings LLC | 2,775 | 01/25/2024 | 2,898 | 2,898 | ||||||||||
| Monitronics International (Escrow Security) | 10,706 | 09/06/2019 | – | – | ||||||||||
| Mountain Province Diamonds, Inc. | 2,609 | 12/16/2022 | 2,576 | 2,355 | ||||||||||
| Northwest Acquisitions ULC | 3,290 | 10/02/2019 | 2,311 | – | ||||||||||
| Loan Participations | ||||||||||||||
| Avaya Inc., Initial Term Loan, 1st Lien | 4,337 | 04/27/2023 | 4,111 | 3,941 | ||||||||||
| Common Stock | ||||||||||||||
| Air Methods | 3,394 | 01/08/2024 | 76 | 727 | ||||||||||
| Avaya Inc. | 194,311 | 05/05/2023 | 2,876 | 2,915 | ||||||||||
| Burgundy Diamond Mines | 2,701,454 | 07/21/2023 | 450 | 33 | ||||||||||
| Envision Healthcare | 258,960 | 01/18/2024 | 2,201 | 3,884 | ||||||||||
| Guitar Center | 24,502 | 01/08/2021 | 3,105 | 2,015 | ||||||||||
| Gymboree Corp | 18,542 | 10/10/2017 | 232 | – | ||||||||||
| Gymboree Holding Corp | 52,848 | 10/10/2017 | 958 | – | ||||||||||
| Nine West | 163,718 | 05/20/2019 | 3,479 | 235 | ||||||||||
| Convertible Bond | ||||||||||||||
| Rite Aid | 451 | 09/27/2024 | 270 | – | ||||||||||
| Preferred Stock | ||||||||||||||
| Guitar Center Inc | 782 | 01/08/2021 | 74 | 38 | ||||||||||
| Warrants | ||||||||||||||
| Air Methods | 21,323 | 01/08/2024 | 286 | 2,198 | ||||||||||
| Air Methods | 8,504 | 03/27/2024 | 198 | 1,822 | ||||||||||
| Guitar Center Tranche I | 5,960 | 01/08/2021 | 327 | 193 | ||||||||||
| Guitar Center Tranche II | 6,486 | 01/08/2021 | 233 | 69 | ||||||||||
| Guitar Center Tranche III | 526 | 01/08/2021 | 19 | 5 | ||||||||||
| $ | 26,680 | $ | 23,328 | |||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 246 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 60.3% | ||||||||
| Communication Services — 7.2% | ||||||||
| Alphabet | ||||||||
| 5.750%, 02/15/2066 | $ | 615 | $ | 626 | ||||
| 5.700%, 11/15/2075 | 762 | 762 | ||||||
| 5.650%, 02/15/2056 | 1,545 | 1,581 | ||||||
| 5.500%, 02/15/2046 | 430 | 438 | ||||||
| 5.450%, 11/15/2055 | 1,580 | 1,570 | ||||||
| 5.350%, 11/15/2045 | 2,060 | 2,069 | ||||||
| 5.300%, 05/15/2065 | 661 | 627 | ||||||
| 5.250%, 05/15/2055 | 320 | 311 | ||||||
| AT&T | ||||||||
| 5.700%, 11/01/2054 | 310 | 301 | ||||||
| 5.550%, 11/01/2045 | 1,610 | 1,585 | ||||||
| 3.800%, 12/01/2057 | 5,780 | 4,055 | ||||||
| 3.650%, 06/01/2051 | 265 | 190 | ||||||
| 3.650%, 09/15/2059 | 2,632 | 1,771 | ||||||
| 3.550%, 09/15/2055 | 2,810 | 1,902 | ||||||
| 3.500%, 09/15/2053 | 2,291 | 1,563 | ||||||
| Charter Communications Operating LLC | ||||||||
| 3.950%, 06/30/2062 | 482 | 295 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.484%, 10/23/2045 | 1,233 | 1,171 | ||||||
| 5.750%, 04/01/2048 | 1,601 | 1,394 | ||||||
| 5.500%, 04/01/2063 | 100 | 80 | ||||||
| 5.375%, 05/01/2047 | 1,079 | 899 | ||||||
| 5.250%, 04/01/2053 | 50 | 40 | ||||||
| 5.125%, 07/01/2049 | 420 | 333 | ||||||
| 4.800%, 03/01/2050 | 570 | 434 | ||||||
| 3.900%, 06/01/2052 | 820 | 540 | ||||||
| 3.850%, 04/01/2061 | 1,100 | 665 | ||||||
| 3.700%, 04/01/2051 | 250 | 161 | ||||||
| Comcast | ||||||||
| 4.049%, 11/01/2052 | 350 | 263 | ||||||
| 3.969%, 11/01/2047 | 1,113 | 857 | ||||||
| 3.450%, 02/01/2050 | 65 | 45 | ||||||
| 2.987%, 11/01/2063 | 1,538 | 857 | ||||||
| 2.937%, 11/01/2056 | 7,468 | 4,355 | ||||||
| 2.887%, 11/01/2051 | 409 | 247 | ||||||
| COX Communications | ||||||||
| 4.500%, 06/30/2043 (A) | 427 | 336 | ||||||
| Fox | ||||||||
| 5.576%, 01/25/2049 | 95 | 90 | ||||||
| Meta Platforms | ||||||||
| 5.750%, 11/15/2065 | 5 | 5 | ||||||
| 5.625%, 11/15/2055 | 1,328 | 1,300 | ||||||
| 5.600%, 05/15/2053 | 380 | 370 | ||||||
| 5.550%, 08/15/2064 | 1,455 | 1,371 | ||||||
| 5.500%, 11/15/2045 | 1,768 | 1,747 | ||||||
| 5.400%, 08/15/2054 | 1,145 | 1,081 | ||||||
| 4.450%, 08/15/2052 | 465 | 381 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Paramount Global | ||||||||
| 5.850%, 09/01/2043 | $ | 220 | $ | 163 | ||||
| 4.375%, 03/15/2043 | 290 | 183 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 265 | 287 | ||||||
| 6.750%, 06/15/2039 | 310 | 318 | ||||||
| 6.550%, 05/01/2037 | 45 | 46 | ||||||
| 5.875%, 11/15/2040 | 325 | 305 | ||||||
| 5.500%, 09/01/2041 | 270 | 241 | ||||||
| 4.500%, 09/15/2042 | 1,066 | 841 | ||||||
| T-Mobile USA | ||||||||
| 6.000%, 06/15/2054 | 140 | 143 | ||||||
| 5.750%, 01/15/2054 | 732 | 727 | ||||||
| 5.700%, 01/15/2056 | 375 | 370 | ||||||
| 5.650%, 01/15/2053 | 536 | 525 | ||||||
| 4.375%, 04/15/2040 | 295 | 269 | ||||||
| 3.600%, 11/15/2060 | 515 | 347 | ||||||
| 3.400%, 10/15/2052 | 2,478 | 1,690 | ||||||
| 3.000%, 02/15/2041 | 1,475 | 1,122 | ||||||
| Verizon Communications | ||||||||
| 5.875%, 11/30/2055 | 2,154 | 2,168 | ||||||
| 5.750%, 11/30/2045 | 140 | 142 | ||||||
| 4.522%, 09/15/2048 | 460 | 391 | ||||||
| 3.550%, 03/22/2051 | 678 | 491 | ||||||
| 3.400%, 03/22/2041 | 3,930 | 3,129 | ||||||
| 2.987%, 10/30/2056 | 2,695 | 1,643 | ||||||
| 2.650%, 11/20/2040 | 1,300 | 947 | ||||||
| Vodafone Group PLC | ||||||||
| 5.875%, 06/28/2064 | 240 | 237 | ||||||
| 5.750%, 06/28/2054 | 800 | 789 | ||||||
| 5.625%, 02/10/2053 | 560 | 545 | ||||||
| Walt Disney | ||||||||
| 3.600%, 01/13/2051 | 1,930 | 1,450 | ||||||
| 58,177 | ||||||||
| Consumer Discretionary — 2.5% | ||||||||
| Alimentation Couche-Tard | ||||||||
| 4.500%, 07/26/2047 (A) | 250 | 216 | ||||||
| Amazon.com | ||||||||
| 5.550%, 11/20/2065 | 765 | 749 | ||||||
| 5.450%, 11/20/2055 | 590 | 581 | ||||||
| 4.050%, 08/22/2047 | 1,261 | 1,043 | ||||||
| 3.950%, 04/13/2052 | 1,180 | 933 | ||||||
| 3.100%, 05/12/2051 | 1,180 | 801 | ||||||
| 2.875%, 05/12/2041 | 342 | 263 | ||||||
| 2.700%, 06/03/2060 | 720 | 407 | ||||||
| 2.500%, 06/03/2050 | 835 | 506 | ||||||
| AutoZone | ||||||||
| 6.550%, 11/01/2033 | 270 | 302 | ||||||
| General Motors | ||||||||
| 6.600%, 04/01/2036 | 335 | 368 | ||||||
| 6.250%, 10/02/2043 | 175 | 179 | ||||||
| SEI Institutional Investments Trust | 247 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| General Motors Financial | ||||||||
| 6.400%, 01/09/2033 | $ | 55 | $ | 60 | ||||
| 6.100%, 01/07/2034 | 40 | 43 | ||||||
| 5.450%, 01/08/2036 | 230 | 234 | ||||||
| Home Depot | ||||||||
| 5.400%, 06/25/2064 | 140 | 137 | ||||||
| 5.300%, 06/25/2054 | 1,915 | 1,857 | ||||||
| 4.400%, 03/15/2045 | 385 | 341 | ||||||
| 4.250%, 04/01/2046 | 1,215 | 1,046 | ||||||
| 3.900%, 06/15/2047 | 702 | 566 | ||||||
| 3.625%, 04/15/2052 | 20 | 15 | ||||||
| 3.350%, 04/15/2050 | 340 | 243 | ||||||
| 3.125%, 12/15/2049 | 320 | 221 | ||||||
| 2.375%, 03/15/2051 | 75 | 44 | ||||||
| Lowe's | ||||||||
| 5.800%, 09/15/2062 | 1,040 | 1,033 | ||||||
| 5.625%, 04/15/2053 | 780 | 768 | ||||||
| 4.250%, 04/01/2052 | 1,315 | 1,050 | ||||||
| 3.000%, 10/15/2050 | 1,150 | 747 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 370 | 394 | ||||||
| McDonald's | ||||||||
| 5.450%, 08/14/2053 | 55 | 54 | ||||||
| McDonald's MTN | ||||||||
| 4.450%, 03/01/2047 | 1,735 | 1,518 | ||||||
| 3.625%, 09/01/2049 | 1,050 | 792 | ||||||
| Royal Caribbean Cruises | ||||||||
| 5.375%, 01/15/2036 | 775 | 791 | ||||||
| Starbucks | ||||||||
| 4.450%, 08/15/2049 | 400 | 342 | ||||||
| 3.350%, 03/12/2050 | 560 | 394 | ||||||
| Stellantis Finance US | ||||||||
| 6.450%, 03/18/2035 (A) | 425 | 439 | ||||||
| University of Southern California | ||||||||
| 3.028%, 10/01/2039 | 225 | 191 | ||||||
| Volkswagen Group of America Finance LLC | ||||||||
| 5.800%, 03/27/2035 (A) | 475 | 498 | ||||||
| 20,166 | ||||||||
| Consumer Staples — 2.9% | ||||||||
| Altria Group | ||||||||
| 3.875%, 09/16/2046 | 315 | 242 | ||||||
| 3.700%, 02/04/2051 | 290 | 208 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 4,838 | 4,551 | ||||||
| 4.700%, 02/01/2036 | 810 | 812 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 5.550%, 01/23/2049 | 1,416 | 1,426 | ||||||
| 4.439%, 10/06/2048 | 757 | 663 | ||||||
| Bacardi | ||||||||
| 5.300%, 05/15/2048 (A) | 400 | 366 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| BAT Capital | ||||||||
| 7.079%, 08/02/2043 | $ | 175 | $ | 199 | ||||
| 5.650%, 03/16/2052 | 515 | 495 | ||||||
| 4.540%, 08/15/2047 | 659 | 556 | ||||||
| 4.390%, 08/15/2037 | 1,495 | 1,396 | ||||||
| Cargill | ||||||||
| 5.375%, 10/23/2055 (A) | 630 | 614 | ||||||
| City of Hope | ||||||||
| 4.378%, 08/15/2048 | 650 | 550 | ||||||
| Coca-Cola | ||||||||
| 5.400%, 05/13/2064 | 530 | 524 | ||||||
| 5.200%, 01/14/2055 | 615 | 605 | ||||||
| Dollar Tree | ||||||||
| 3.375%, 12/01/2051 | 165 | 111 | ||||||
| JBS | ||||||||
| 6.250%, 03/01/2056 | 115 | 117 | ||||||
| 4.375%, 02/02/2052 | 525 | 415 | ||||||
| JBS USA Holding Lux SARL | ||||||||
| 7.250%, 11/15/2053 | 455 | 520 | ||||||
| 6.500%, 12/01/2052 | 1,810 | 1,913 | ||||||
| Kenvue | ||||||||
| 5.100%, 03/22/2043 | 75 | 74 | ||||||
| 5.050%, 03/22/2053 | 325 | 303 | ||||||
| Keurig Dr Pepper | ||||||||
| 4.500%, 04/15/2052 | 30 | 25 | ||||||
| 3.800%, 05/01/2050 | 100 | 74 | ||||||
| Kraft Heinz Foods | ||||||||
| 5.200%, 07/15/2045 | 5 | 5 | ||||||
| Kroger | ||||||||
| 5.650%, 09/15/2064 | 250 | 242 | ||||||
| 4.450%, 02/01/2047 | 746 | 639 | ||||||
| 3.875%, 10/15/2046 | 400 | 316 | ||||||
| Mars | ||||||||
| 5.800%, 05/01/2065 (A) | 765 | 783 | ||||||
| 5.700%, 05/01/2055 (A) | 347 | 352 | ||||||
| 5.650%, 05/01/2045 (A) | 420 | 430 | ||||||
| New York and Presbyterian Hospital | ||||||||
| 2.256%, 08/01/2040 | 200 | 145 | ||||||
| PepsiCo | ||||||||
| 5.250%, 07/17/2054 | 650 | 646 | ||||||
| 3.375%, 07/29/2049 | 145 | 107 | ||||||
| Philip Morris International | ||||||||
| 4.500%, 03/20/2042 | 375 | 342 | ||||||
| 3.875%, 08/21/2042 | 850 | 713 | ||||||
| Reynolds American | ||||||||
| 5.850%, 08/15/2045 | 375 | 377 | ||||||
| Stanford Health Care | ||||||||
| 3.795%, 11/15/2048 | 221 | 177 | ||||||
| 3.027%, 08/15/2051 | 380 | 259 | ||||||
| Takeda Pharmaceutical | ||||||||
| 3.175%, 07/09/2050 | 157 | 108 | ||||||
| Takeda US Financing | ||||||||
| 5.900%, 07/07/2055 | 934 | 964 | ||||||
| 248 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Target | ||||||||
| 2.950%, 01/15/2052 | $ | 100 | $ | 66 | ||||
| Walmart | ||||||||
| 2.500%, 09/22/2041 | 175 | 130 | ||||||
| 23,560 | ||||||||
| Energy — 5.2% | ||||||||
| Aker BP | ||||||||
| 5.800%, 10/01/2054 (A) | 300 | 282 | ||||||
| BP Capital Markets America | ||||||||
| 3.379%, 02/08/2061 | 430 | 288 | ||||||
| 2.772%, 11/10/2050 | 700 | 444 | ||||||
| Canadian Natural Resources MTN | ||||||||
| 4.950%, 06/01/2047 | 430 | 391 | ||||||
| Columbia Pipeline Group | ||||||||
| 5.800%, 06/01/2045 | 25 | 25 | ||||||
| Columbia Pipelines Operating LLC | ||||||||
| 6.544%, 11/15/2053 (A) | 760 | 829 | ||||||
| ConocoPhillips | ||||||||
| 5.500%, 01/15/2055 | 1,220 | 1,198 | ||||||
| 4.300%, 11/15/2044 | 210 | 182 | ||||||
| 4.025%, 03/15/2062 | 1,748 | 1,301 | ||||||
| Devon Energy | ||||||||
| 5.750%, 09/15/2054 | 650 | 633 | ||||||
| Diamondback Energy | ||||||||
| 5.900%, 04/18/2064 | 115 | 113 | ||||||
| 5.750%, 04/18/2054 | 1,207 | 1,178 | ||||||
| 4.250%, 03/15/2052 | 400 | 320 | ||||||
| Enbridge | ||||||||
| 6.700%, 11/15/2053 | 750 | 844 | ||||||
| 3.400%, 08/01/2051 | 481 | 335 | ||||||
| Energy Transfer | ||||||||
| 6.300%, 01/15/2056 | 864 | 874 | ||||||
| Energy Transfer LP | ||||||||
| 6.200%, 04/01/2055 | 750 | 750 | ||||||
| 6.125%, 12/15/2045 | 1,408 | 1,423 | ||||||
| 5.950%, 10/01/2043 | 600 | 605 | ||||||
| 5.950%, 05/15/2054 | 105 | 101 | ||||||
| 5.400%, 10/01/2047 | 1,000 | 923 | ||||||
| 5.350%, 05/15/2045 | 680 | 628 | ||||||
| 5.300%, 04/15/2047 | 145 | 133 | ||||||
| 5.150%, 03/15/2045 | 100 | 90 | ||||||
| 5.000%, 05/15/2050 | 1,100 | 940 | ||||||
| Eni SpA | ||||||||
| 5.950%, 05/15/2054 (A) | 225 | 231 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 250 | 305 | ||||||
| 6.125%, 10/15/2039 | 300 | 329 | ||||||
| 5.700%, 02/15/2042 | 1,185 | 1,230 | ||||||
| 5.550%, 02/16/2055 | 230 | 228 | ||||||
| 4.950%, 10/15/2054 | 440 | 398 | ||||||
| 4.900%, 05/15/2046 | 415 | 384 | ||||||
| 4.850%, 03/15/2044 | 1,085 | 1,012 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.700%, 01/31/2051 | $ | 100 | $ | 75 | ||||
| 3.200%, 02/15/2052 | 370 | 249 | ||||||
| EOG Resources | ||||||||
| 5.950%, 07/15/2055 | 115 | 120 | ||||||
| 5.650%, 12/01/2054 | 824 | 825 | ||||||
| Equinor | ||||||||
| 3.625%, 04/06/2040 | 640 | 552 | ||||||
| Exxon Mobil | ||||||||
| 4.227%, 03/19/2040 | 65 | 60 | ||||||
| 3.452%, 04/15/2051 | 3,578 | 2,623 | ||||||
| 3.095%, 08/16/2049 | 155 | 109 | ||||||
| Hess | ||||||||
| 5.800%, 04/01/2047 | 60 | 63 | ||||||
| 5.600%, 02/15/2041 | 230 | 242 | ||||||
| Kinder Morgan | ||||||||
| 5.200%, 03/01/2048 | 970 | 907 | ||||||
| 5.050%, 02/15/2046 | 505 | 465 | ||||||
| Kinder Morgan Energy Partners LP | ||||||||
| 6.375%, 03/01/2041 | 576 | 627 | ||||||
| 5.500%, 03/01/2044 | 155 | 152 | ||||||
| 5.000%, 08/15/2042 | 300 | 283 | ||||||
| Kinder Morgan Energy Partners LP MTN | ||||||||
| 6.950%, 01/15/2038 | 445 | 513 | ||||||
| Marathon Petroleum | ||||||||
| 6.500%, 03/01/2041 | 345 | 377 | ||||||
| 4.750%, 09/15/2044 | 45 | 40 | ||||||
| MPLX | ||||||||
| 6.100%, 04/01/2056 | 275 | 275 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 110 | 112 | ||||||
| 5.950%, 04/01/2055 | 220 | 216 | ||||||
| 5.500%, 02/15/2049 | 560 | 524 | ||||||
| 4.700%, 04/15/2048 | 65 | 55 | ||||||
| Northern Natural Gas | ||||||||
| 4.300%, 01/15/2049 (A) | 80 | 67 | ||||||
| Occidental Petroleum | ||||||||
| 6.050%, 10/01/2054 | 500 | 498 | ||||||
| 4.300%, 08/15/2039 | 336 | 295 | ||||||
| 0.000%, 10/10/2036 (B) | 973 | 602 | ||||||
| ONEOK | ||||||||
| 6.625%, 09/01/2053 | 595 | 631 | ||||||
| 6.250%, 10/15/2055 | 1,162 | 1,177 | ||||||
| 5.700%, 11/01/2054 | 688 | 648 | ||||||
| Phillips 66 | ||||||||
| 4.875%, 11/15/2044 | 900 | 811 | ||||||
| Plains All American Pipeline/PAA Finance | ||||||||
| 4.900%, 02/15/2045 | 170 | 152 | ||||||
| Rockies Express Pipeline LLC | ||||||||
| 6.875%, 04/15/2040 (A) | 110 | 113 | ||||||
| Shell Finance US | ||||||||
| 6.375%, 12/15/2038 (A) | 597 | 677 | ||||||
| 4.375%, 05/11/2045 | 1,550 | 1,357 | ||||||
| 4.000%, 05/10/2046 | 175 | 145 | ||||||
| SEI Institutional Investments Trust | 249 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.750%, 09/12/2046 | $ | 455 | $ | 361 | ||||
| 3.250%, 04/06/2050 | 5 | 4 | ||||||
| 3.000%, 11/26/2051 (A) | 450 | 298 | ||||||
| Shell International Finance BV | ||||||||
| 3.750%, 09/12/2046 | 675 | 534 | ||||||
| Suncor Energy | ||||||||
| 6.800%, 05/15/2038 | 134 | 152 | ||||||
| TotalEnergies Capital | ||||||||
| 5.638%, 04/05/2064 | 1,120 | 1,109 | ||||||
| 5.488%, 04/05/2054 | 275 | 272 | ||||||
| 5.425%, 09/10/2064 | 280 | 268 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 1,155 | 791 | ||||||
| TransCanada PipeLines | ||||||||
| 7.250%, 08/15/2038 | 920 | 1,078 | ||||||
| 5.850%, 03/15/2036 | 145 | 155 | ||||||
| 5.600%, 03/31/2034 | 300 | 318 | ||||||
| Transcontinental Gas Pipe Line LLC | ||||||||
| 5.750%, 03/15/2056 (A) | 279 | 281 | ||||||
| 4.600%, 03/15/2048 | 406 | 355 | ||||||
| 4.450%, 08/01/2042 | 530 | 474 | ||||||
| Williams | ||||||||
| 6.300%, 04/15/2040 | 300 | 327 | ||||||
| 5.750%, 06/24/2044 | 9 | 9 | ||||||
| 3.500%, 10/15/2051 | 200 | 141 | ||||||
| 42,511 | ||||||||
| Financials — 10.5% | ||||||||
| Allstate | ||||||||
| 4.500%, 06/15/2043 | 50 | 44 | ||||||
| American Express | ||||||||
| 5.667%, SOFRRATE + 1.790%, 04/25/2036 (C) | 620 | 657 | ||||||
| Aon | ||||||||
| 3.900%, 02/28/2052 | 1,089 | 816 | ||||||
| Apollo Global Management | ||||||||
| 5.800%, 05/21/2054 | 605 | 573 | ||||||
| 5.150%, 08/12/2035 | 210 | 208 | ||||||
| Arthur J Gallagher | ||||||||
| 6.750%, 02/15/2054 | 105 | 115 | ||||||
| 5.750%, 03/02/2053 | 425 | 413 | ||||||
| 5.550%, 02/15/2055 | 531 | 508 | ||||||
| Athene Holding | ||||||||
| 6.875%, H15T5Y + 2.582%, 06/28/2055 (C) | 175 | 168 | ||||||
| 6.625%, 05/19/2055 | 310 | 303 | ||||||
| 6.625%, H15T5Y + 2.607%, 10/15/2054 (C) | 445 | 428 | ||||||
| 6.250%, 04/01/2054 | 50 | 47 | ||||||
| Australia & New Zealand Banking Group MTN | ||||||||
| 5.816%, H15T1Y + 1.350%, 06/18/2036 (A)(C) | 330 | 347 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of America | ||||||||
| 6.110%, 01/29/2037 | $ | 660 | $ | 713 | ||||
| 6.000%, 10/15/2036 | 1,220 | 1,327 | ||||||
| 5.468%, SOFRRATE + 1.650%, 01/23/2035 (C) | 750 | 786 | ||||||
| 5.464%, SOFRRATE + 1.640%, 05/09/2036 (C) | 2,400 | 2,514 | ||||||
| 3.946%, US0003M + 1.452%, 01/23/2049 (C) | 575 | 464 | ||||||
| 3.311%, SOFRRATE + 1.580%, 04/22/2042 (C) | 1,590 | 1,268 | ||||||
| Bank of America MTN | ||||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (C) | 1,195 | 969 | ||||||
| 4.078%, TSFR3M + 1.582%, 04/23/2040 (C) | 275 | 247 | ||||||
| 2.676%, SOFRRATE + 1.930%, 06/19/2041 (C) | 2,252 | 1,674 | ||||||
| Barclays PLC | ||||||||
| 5.860%, SOFRRATE + 1.830%, 08/11/2046 (C) | 130 | 134 | ||||||
| Beacon Funding Trust | ||||||||
| 6.266%, 08/15/2054 (A) | 235 | 239 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 660 | 701 | ||||||
| Berkshire Hathaway Finance | ||||||||
| 3.850%, 03/15/2052 | 1,087 | 845 | ||||||
| BlackRock Funding | ||||||||
| 5.350%, 01/08/2055 | 520 | 506 | ||||||
| 5.250%, 03/14/2054 | 765 | 735 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.250%, 08/15/2042 (A) | 256 | 272 | ||||||
| 3.500%, 09/10/2049 (A) | 495 | 356 | ||||||
| Blackstone Reg Finance LLC | ||||||||
| 4.950%, 02/15/2036 | 235 | 233 | ||||||
| BPCE | ||||||||
| 6.915%, SOFRRATE + 2.610%, 01/14/2046 (A)(C) | 20 | 22 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 383 | 389 | ||||||
| Brookfield Finance | ||||||||
| 5.968%, 03/04/2054 | 360 | 359 | ||||||
| 5.813%, 03/03/2055 | 205 | 200 | ||||||
| Brown & Brown | ||||||||
| 6.250%, 06/23/2055 | 901 | 920 | ||||||
| 4.950%, 03/17/2052 | 200 | 172 | ||||||
| Capital One Financial | ||||||||
| 5.399%, SOFRRATE + 1.508%, 01/30/2037 (C) | 1,180 | 1,191 | ||||||
| Carlyle Holdings II Finance LLC | ||||||||
| 5.625%, 03/30/2043 (A) | 486 | 478 | ||||||
| Chubb INA Holdings LLC | ||||||||
| 6.700%, 05/15/2036 | 432 | 498 | ||||||
| 250 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Citigroup | ||||||||
| 6.174%, SOFRRATE + 2.661%, 05/25/2034 (C) | $ | 275 | $ | 294 | ||||
| 5.612%, SOFRRATE + 1.746%, 03/04/2056 (C) | 586 | 589 | ||||||
| 5.333%, SOFRRATE + 1.465%, 03/27/2036 (C) | 820 | 845 | ||||||
| 5.316%, SOFRRATE + 4.548%, 03/26/2041 (C) | 680 | 682 | ||||||
| 4.750%, 05/18/2046 | 821 | 731 | ||||||
| 4.281%, TSFR3M + 2.101%, 04/24/2048 (C) | 683 | 585 | ||||||
| 3.878%, TSFR3M + 1.430%, 01/24/2039 (C) | 780 | 697 | ||||||
| 2.904%, SOFRRATE + 1.379%, 11/03/2042 (C) | 375 | 280 | ||||||
| Credit Agricole | ||||||||
| 5.261%, SOFRRATE + 1.430%, 01/12/2037 (A)(C) | 130 | 131 | ||||||
| CSL Finance PLC | ||||||||
| 4.750%, 04/27/2052 (A) | 505 | 445 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) | 200 | 197 | ||||||
| Farmers Exchange Capital III | ||||||||
| 5.454%, TSFR3M + 3.716%, 10/15/2054 (A)(C) | 200 | 188 | ||||||
| Farmers Insurance Exchange | ||||||||
| 4.747%, SOFRRATE + 3.231%, 11/01/2057 (A)(C) | 200 | 170 | ||||||
| Fiserv | ||||||||
| 4.400%, 07/01/2049 | 300 | 237 | ||||||
| Global Atlantic Finance | ||||||||
| 6.750%, 03/15/2054 (A) | 839 | 789 | ||||||
| Global Payments | ||||||||
| 5.950%, 08/15/2052 | 300 | 286 | ||||||
| Goldman Sachs Group | ||||||||
| 6.750%, 10/01/2037 | 650 | 730 | ||||||
| 6.250%, 02/01/2041 | 878 | 960 | ||||||
| 5.734%, SOFRRATE + 1.696%, 01/28/2056 (C) | 505 | 511 | ||||||
| 5.561%, SOFRRATE + 1.580%, 11/19/2045 (C) | 2,305 | 2,312 | ||||||
| 5.541%, SOFRRATE + 1.320%, 01/21/2047 (C) | 975 | 970 | ||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (C) | 385 | 359 | ||||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (C) | 3,140 | 2,837 | ||||||
| 3.210%, SOFRRATE + 1.513%, 04/22/2042 (C) | 260 | 201 | ||||||
| Guardian Life Insurance of America | ||||||||
| 4.875%, 06/19/2064 (A) | 305 | 268 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| HSBC Holdings PLC | ||||||||
| 6.800%, 06/01/2038 | $ | 236 | $ | 265 | ||||
| 6.500%, 09/15/2037 | 1,100 | 1,223 | ||||||
| Intercontinental Exchange | ||||||||
| 3.000%, 06/15/2050 | 188 | 125 | ||||||
| JPMorgan Chase | ||||||||
| 5.600%, 07/15/2041 | 866 | 905 | ||||||
| 5.576%, SOFRRATE + 1.635%, 07/23/2036 (C) | 465 | 484 | ||||||
| 5.534%, SOFRRATE + 1.550%, 11/29/2045 (C) | 1,687 | 1,724 | ||||||
| 5.502%, SOFRRATE + 1.315%, 01/24/2036 (C) | 720 | 757 | ||||||
| 5.336%, SOFRRATE + 1.620%, 01/23/2035 (C) | 495 | 516 | ||||||
| 4.946%, SOFRRATE + 1.340%, 10/22/2035 (C) | 2,670 | 2,712 | ||||||
| 4.260%, TSFR3M + 1.842%, 02/22/2048 (C) | 100 | 86 | ||||||
| 4.032%, TSFR3M + 1.722%, 07/24/2048 (C) | 680 | 562 | ||||||
| 3.897%, TSFR3M + 1.482%, 01/23/2049 (C) | 1,186 | 954 | ||||||
| 3.882%, TSFR3M + 1.622%, 07/24/2038 (C) | 235 | 213 | ||||||
| 3.109%, SOFRRATE + 2.440%, 04/22/2051 (C) | 610 | 419 | ||||||
| 3.109%, TSFR3M + 2.460%, 04/22/2041 (C) | 540 | 428 | ||||||
| KeyCorp | ||||||||
| 5.305%, SOFRRATE + 1.367%, 01/28/2037 (C) | 130 | 131 | ||||||
| KKR Group Finance II LLC | ||||||||
| 5.500%, 02/01/2043 (A) | 708 | 687 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (C) | 864 | 873 | ||||||
| 4.943%, H15T1Y + 0.970%, 11/04/2036 (C) | 665 | 661 | ||||||
| M&T Bank MTN | ||||||||
| 5.385%, SOFRRATE + 1.610%, 01/16/2036 (C) | 1,670 | 1,717 | ||||||
| Markel Group | ||||||||
| 6.000%, 05/16/2054 | 580 | 591 | ||||||
| Marsh & McLennan | ||||||||
| 5.700%, 09/15/2053 | 683 | 683 | ||||||
| 5.450%, 03/15/2053 | 490 | 471 | ||||||
| 5.400%, 03/15/2055 | 250 | 240 | ||||||
| 4.900%, 03/15/2049 | 140 | 127 | ||||||
| 4.350%, 01/30/2047 | 140 | 118 | ||||||
| 4.200%, 03/01/2048 | 400 | 328 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 3.729%, 10/15/2070 (A) | 323 | 211 | ||||||
| 3.375%, 04/15/2050 (A) | 427 | 296 | ||||||
| SEI Institutional Investments Trust | 251 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| MetLife | ||||||||
| 5.875%, 02/06/2041 | $ | 45 | $ | 48 | ||||
| 5.250%, 01/15/2054 | 957 | 899 | ||||||
| 5.000%, 07/15/2052 | 420 | 379 | ||||||
| 4.875%, 11/13/2043 | 160 | 148 | ||||||
| 4.721%, 12/15/2044 | 981 | 882 | ||||||
| 4.125%, 08/13/2042 | 5 | 4 | ||||||
| 4.050%, 03/01/2045 | 70 | 58 | ||||||
| Moody's | ||||||||
| 4.875%, 12/17/2048 | 750 | 675 | ||||||
| Morgan Stanley | ||||||||
| 5.516%, SOFRRATE + 1.710%, 11/19/2055 (C) | 1,641 | 1,637 | ||||||
| 3.217%, SOFRRATE + 1.485%, 04/22/2042 (C) | 631 | 499 | ||||||
| Morgan Stanley MTN | ||||||||
| 6.375%, 07/24/2042 | 390 | 436 | ||||||
| 5.831%, SOFRRATE + 1.580%, 04/19/2035 (C) | 2,560 | 2,736 | ||||||
| 4.892%, SOFRRATE + 1.314%, 10/22/2036 (C) | 355 | 353 | ||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (C) | 802 | 729 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.350%, 01/23/2035 (A) | 435 | 458 | ||||||
| New York Life Insurance | ||||||||
| 6.750%, 11/15/2039 (A) | 380 | 437 | ||||||
| 4.450%, 05/15/2069 (A) | 325 | 258 | ||||||
| 3.750%, 05/15/2050 (A) | 1,341 | 1,013 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 384 | 414 | ||||||
| 3.625%, 09/30/2059 (A) | 1,102 | 786 | ||||||
| PNC Financial Services Group | ||||||||
| 5.676%, SOFRRATE + 1.902%, 01/22/2035 (C) | 150 | 159 | ||||||
| 5.423%, H15T5Y + 1.170%, 01/25/2041 (C) | 255 | 258 | ||||||
| Progressive | ||||||||
| 3.700%, 03/15/2052 | 125 | 93 | ||||||
| Prudential Financial | ||||||||
| 3.905%, 12/07/2047 | 45 | 35 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 272 | 287 | ||||||
| Raymond James Financial | ||||||||
| 5.650%, 09/11/2055 | 410 | 401 | ||||||
| 3.750%, 04/01/2051 | 525 | 389 | ||||||
| S&P Global | ||||||||
| 3.250%, 12/01/2049 | 390 | 277 | ||||||
| Standard Chartered PLC MTN | ||||||||
| 5.243%, H15T1Y + 1.070%, 01/13/2037 (A)(C) | 270 | 272 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.796%, SOFRRATE + 1.780%, 07/08/2046 (C) | $ | 295 | $ | 301 | ||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 4.270%, 05/15/2047 (A) | 295 | 247 | ||||||
| 3.300%, 05/15/2050 (A) | 500 | 348 | ||||||
| Travelers | ||||||||
| 5.700%, 07/24/2055 | 820 | 843 | ||||||
| 5.450%, 05/25/2053 | 380 | 379 | ||||||
| Truist Financial MTN | ||||||||
| 5.867%, SOFRRATE + 2.361%, 06/08/2034 (C) | 165 | 177 | ||||||
| US Bancorp | ||||||||
| 5.424%, SOFRRATE + 1.411%, 02/12/2036 (C) | 250 | 262 | ||||||
| 4.839%, SOFRRATE + 1.600%, 02/01/2034 (C) | 135 | 137 | ||||||
| Visa | ||||||||
| 4.300%, 12/14/2045 | 130 | 115 | ||||||
| Wells Fargo | ||||||||
| 5.850%, 02/01/2037 | 2,575 | 2,741 | ||||||
| 5.433%, SOFRRATE + 1.230%, 01/23/2047 (C) | 1,309 | 1,296 | ||||||
| 3.900%, 05/01/2045 | 670 | 549 | ||||||
| 3.068%, SOFRRATE + 2.530%, 04/30/2041 (C) | 135 | 105 | ||||||
| Wells Fargo MTN | ||||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (C) | 2,394 | 2,190 | ||||||
| 4.900%, 11/17/2045 | 315 | 285 | ||||||
| 4.650%, 11/04/2044 | 700 | 614 | ||||||
| 4.611%, SOFRRATE + 2.130%, 04/25/2053 (C) | 1,210 | 1,043 | ||||||
| Willis North America | ||||||||
| 3.875%, 09/15/2049 | 160 | 120 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 422 | 401 | ||||||
| 84,813 | ||||||||
| Health Care — 9.5% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 1,265 | 1,266 | ||||||
| 5.500%, 03/15/2056 | 2,425 | 2,433 | ||||||
| 4.750%, 03/15/2038 | 1,235 | 1,231 | ||||||
| AbbVie | ||||||||
| 5.650%, 03/15/2066 | 290 | 292 | ||||||
| 5.600%, 03/15/2055 | 475 | 481 | ||||||
| 5.550%, 03/15/2056 | 735 | 740 | ||||||
| 5.500%, 03/15/2064 | 385 | 379 | ||||||
| 5.400%, 03/15/2054 | 1,320 | 1,296 | ||||||
| 5.350%, 03/15/2044 | 175 | 175 | ||||||
| 4.875%, 11/14/2048 | 415 | 383 | ||||||
| 4.850%, 06/15/2044 | 300 | 282 | ||||||
| 252 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.700%, 05/14/2045 | $ | 1,509 | $ | 1,385 | ||||
| 4.450%, 05/14/2046 | 65 | 58 | ||||||
| 4.400%, 11/06/2042 | 2,409 | 2,186 | ||||||
| 4.250%, 11/21/2049 | 290 | 244 | ||||||
| 4.050%, 11/21/2039 | 540 | 489 | ||||||
| Alcon Finance | ||||||||
| 5.750%, 12/06/2052 (A) | 200 | 204 | ||||||
| 3.800%, 09/23/2049 (A) | 295 | 230 | ||||||
| Amgen | ||||||||
| 5.750%, 03/02/2063 | 730 | 723 | ||||||
| 5.650%, 03/02/2053 | 2,805 | 2,800 | ||||||
| 5.650%, 02/19/2056 | 165 | 165 | ||||||
| 5.600%, 03/02/2043 | 450 | 460 | ||||||
| 5.150%, 11/15/2041 | 325 | 318 | ||||||
| 4.400%, 05/01/2045 | 1,494 | 1,308 | ||||||
| 4.400%, 02/22/2062 | 125 | 100 | ||||||
| 4.200%, 02/22/2052 | 516 | 418 | ||||||
| AstraZeneca PLC | ||||||||
| 6.450%, 09/15/2037 | 755 | 866 | ||||||
| Baxter International | ||||||||
| 3.132%, 12/01/2051 | 315 | 196 | ||||||
| BayCare Health System | ||||||||
| 3.831%, 11/15/2050 | 270 | 214 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 901 | 773 | ||||||
| 4.700%, 07/15/2064 (A) | 235 | 185 | ||||||
| 4.625%, 06/25/2038 (A) | 100 | 93 | ||||||
| 4.400%, 07/15/2044 (A) | 690 | 566 | ||||||
| 3.950%, 04/15/2045 (A) | 421 | 321 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 633 | 692 | ||||||
| Baylor Scott & White Holdings | ||||||||
| 4.185%, 11/15/2045 | 390 | 341 | ||||||
| Becton Dickinson | ||||||||
| 3.794%, 05/20/2050 | 200 | 154 | ||||||
| Biogen | ||||||||
| 6.450%, 05/15/2055 | 340 | 365 | ||||||
| 3.250%, 02/15/2051 | 250 | 166 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 916 | 909 | ||||||
| 4.250%, 10/26/2049 | 633 | 526 | ||||||
| 3.700%, 03/15/2052 | 395 | 295 | ||||||
| Cencora | ||||||||
| 5.650%, 02/13/2056 | 529 | 532 | ||||||
| Children's Hospital Medical Center | ||||||||
| 2.820%, 11/15/2050 | 450 | 292 | ||||||
| Cigna Group | ||||||||
| 6.000%, 01/15/2056 | 690 | 717 | ||||||
| 5.600%, 02/15/2054 | 700 | 685 | ||||||
| 4.800%, 07/15/2046 | 313 | 281 | ||||||
| 3.875%, 10/15/2047 | 720 | 560 | ||||||
| 3.400%, 03/15/2051 | 350 | 247 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| CVS Health | ||||||||
| 6.750%, H15T5Y + 2.516%, 12/10/2054 (C) | $ | 160 | $ | 167 | ||||
| 6.000%, 06/01/2044 | 275 | 279 | ||||||
| 5.875%, 06/01/2053 | 210 | 206 | ||||||
| 5.125%, 07/20/2045 | 515 | 471 | ||||||
| 5.050%, 03/25/2048 | 5,270 | 4,699 | ||||||
| 4.780%, 03/25/2038 | 384 | 367 | ||||||
| 4.125%, 04/01/2040 | 94 | 82 | ||||||
| Danaher | ||||||||
| 2.800%, 12/10/2051 | 325 | 209 | ||||||
| Elevance Health | ||||||||
| 5.700%, 02/15/2055 | 1,055 | 1,038 | ||||||
| 5.650%, 06/15/2054 | 718 | 701 | ||||||
| 4.650%, 01/15/2043 | 20 | 18 | ||||||
| 4.375%, 12/01/2047 | 1,373 | 1,149 | ||||||
| 3.700%, 09/15/2049 | 425 | 317 | ||||||
| 3.600%, 03/15/2051 | 125 | 90 | ||||||
| Eli Lilly | ||||||||
| 5.650%, 10/15/2065 | 245 | 248 | ||||||
| 5.550%, 10/15/2055 | 350 | 356 | ||||||
| 5.500%, 02/12/2055 | 860 | 866 | ||||||
| 5.200%, 08/14/2064 | 140 | 132 | ||||||
| 5.100%, 02/09/2064 | 1,548 | 1,440 | ||||||
| 5.050%, 08/14/2054 | 85 | 81 | ||||||
| 5.000%, 02/09/2054 | 615 | 578 | ||||||
| 4.950%, 02/27/2063 | 505 | 459 | ||||||
| 4.875%, 02/27/2053 | 563 | 518 | ||||||
| 3.950%, 03/15/2049 | 170 | 139 | ||||||
| GE HealthCare Technologies | ||||||||
| 6.377%, 11/22/2052 | 300 | 330 | ||||||
| Gilead Sciences | ||||||||
| 5.500%, 11/15/2054 | 1,645 | 1,640 | ||||||
| 4.800%, 04/01/2044 | 550 | 514 | ||||||
| 4.500%, 02/01/2045 | 620 | 555 | ||||||
| 2.600%, 10/01/2040 | 330 | 247 | ||||||
| GlaxoSmithKline Capital | ||||||||
| 6.375%, 05/15/2038 | 145 | 165 | ||||||
| HCA | ||||||||
| 6.200%, 03/01/2055 | 1,290 | 1,325 | ||||||
| 6.100%, 04/01/2064 | 65 | 65 | ||||||
| 5.950%, 09/15/2054 | 472 | 470 | ||||||
| 5.500%, 06/15/2047 | 45 | 43 | ||||||
| 4.625%, 03/15/2052 | 1,060 | 878 | ||||||
| 3.500%, 07/15/2051 | 352 | 243 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 380 | 371 | ||||||
| 3.200%, 06/01/2050 (A) | 677 | 437 | ||||||
| Humana | ||||||||
| 6.000%, 05/01/2055 | 140 | 135 | ||||||
| 5.750%, 04/15/2054 | 470 | 439 | ||||||
| 5.500%, 03/15/2053 | 95 | 86 | ||||||
| 4.950%, 10/01/2044 | 410 | 357 | ||||||
| SEI Institutional Investments Trust | 253 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Johnson & Johnson | ||||||||
| 5.250%, 06/01/2054 | $ | 100 | $ | 101 | ||||
| 3.400%, 01/15/2038 | 375 | 335 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 3.266%, 11/01/2049 | 330 | 239 | ||||||
| 3.002%, 06/01/2051 | 605 | 409 | ||||||
| 2.810%, 06/01/2041 | 445 | 338 | ||||||
| Mass General Brigham | ||||||||
| 3.192%, 07/01/2049 | 125 | 90 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 270 | 202 | ||||||
| Merck | ||||||||
| 5.700%, 09/15/2055 | 540 | 552 | ||||||
| 5.700%, 12/04/2065 | 250 | 251 | ||||||
| 5.550%, 12/04/2055 | 400 | 401 | ||||||
| 5.500%, 03/15/2046 | 605 | 612 | ||||||
| 5.000%, 05/17/2053 | 1,025 | 954 | ||||||
| 4.900%, 05/17/2044 | 635 | 606 | ||||||
| 2.900%, 12/10/2061 | 635 | 377 | ||||||
| 2.750%, 12/10/2051 | 180 | 113 | ||||||
| 2.450%, 06/24/2050 | 325 | 196 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 260 | 220 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | 350 | 328 | ||||||
| 5.300%, 05/19/2053 | 1,170 | 1,120 | ||||||
| 5.110%, 05/19/2043 | 1,015 | 988 | ||||||
| Providence St. Joseph Health Obligated Group | ||||||||
| 3.744%, 10/01/2047 | 525 | 411 | ||||||
| Revvity | ||||||||
| 3.625%, 03/15/2051 | 200 | 146 | ||||||
| Roche Holdings | ||||||||
| 5.218%, 03/08/2054 (A) | 555 | 551 | ||||||
| Royalty Pharma | ||||||||
| 5.950%, 09/25/2055 | 408 | 413 | ||||||
| Solventum | ||||||||
| 5.900%, 04/30/2054 | 774 | 772 | ||||||
| Stryker | ||||||||
| 4.100%, 04/01/2043 | 400 | 345 | ||||||
| Takeda Pharmaceutical | ||||||||
| 5.650%, 07/05/2054 | 395 | 395 | ||||||
| Thermo Fisher Scientific | ||||||||
| 5.546%, 02/12/2046 | 745 | 759 | ||||||
| 2.800%, 10/15/2041 | 550 | 414 | ||||||
| UnitedHealth Group | ||||||||
| 5.950%, 02/15/2041 | 135 | 143 | ||||||
| 5.950%, 06/15/2055 | 505 | 523 | ||||||
| 5.875%, 02/15/2053 | 2,090 | 2,126 | ||||||
| 5.750%, 07/15/2064 | 683 | 673 | ||||||
| 5.625%, 07/15/2054 | 2,900 | 2,861 | ||||||
| 5.500%, 07/15/2044 | 780 | 777 | ||||||
| 5.500%, 04/15/2064 | 340 | 323 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.375%, 04/15/2054 | $ | 675 | $ | 641 | ||||
| 5.050%, 04/15/2053 | 20 | 18 | ||||||
| 4.950%, 05/15/2062 | 140 | 122 | ||||||
| 4.750%, 07/15/2045 | 20 | 18 | ||||||
| 4.750%, 05/15/2052 | 660 | 575 | ||||||
| 4.250%, 04/15/2047 | 325 | 270 | ||||||
| 4.250%, 06/15/2048 | 280 | 231 | ||||||
| 4.200%, 01/15/2047 | 350 | 289 | ||||||
| 3.700%, 08/15/2049 | 365 | 274 | ||||||
| 3.250%, 05/15/2051 | 645 | 442 | ||||||
| 3.050%, 05/15/2041 | 410 | 315 | ||||||
| 2.900%, 05/15/2050 | 175 | 113 | ||||||
| Viatris | ||||||||
| 4.000%, 06/22/2050 | 305 | 209 | ||||||
| 3.850%, 06/22/2040 | 280 | 220 | ||||||
| Wyeth LLC | ||||||||
| 5.950%, 04/01/2037 | 436 | 477 | ||||||
| 77,210 | ||||||||
| Industrials — 5.7% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 3.850%, 10/29/2041 | 2,205 | 1,836 | ||||||
| BAE Systems PLC | ||||||||
| 5.800%, 10/11/2041 (A) | 150 | 160 | ||||||
| 3.000%, 09/15/2050 (A) | 275 | 189 | ||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | 915 | 1,061 | ||||||
| 6.858%, 05/01/2054 | 610 | 700 | ||||||
| 5.930%, 05/01/2060 | 1,295 | 1,299 | ||||||
| 5.805%, 05/01/2050 | 2,585 | 2,595 | ||||||
| 5.705%, 05/01/2040 | 1,880 | 1,956 | ||||||
| 3.750%, 02/01/2050 | 1,238 | 919 | ||||||
| Booz Allen Hamilton | ||||||||
| 5.950%, 04/15/2035 | 450 | 457 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 6.200%, 08/15/2036 | 480 | 538 | ||||||
| 5.550%, 03/15/2056 | 310 | 311 | ||||||
| 5.500%, 03/15/2055 | 1,987 | 1,984 | ||||||
| 5.200%, 04/15/2054 | 65 | 62 | ||||||
| 4.450%, 01/15/2053 | 246 | 210 | ||||||
| 4.400%, 03/15/2042 | 1,215 | 1,107 | ||||||
| 4.150%, 04/01/2045 | 730 | 623 | ||||||
| 3.300%, 09/15/2051 | 790 | 556 | ||||||
| 3.050%, 02/15/2051 | 100 | 67 | ||||||
| 2.875%, 06/15/2052 | 155 | 99 | ||||||
| Canadian National Railway | ||||||||
| 6.200%, 06/01/2036 | 176 | 197 | ||||||
| 3.650%, 02/03/2048 | 355 | 276 | ||||||
| Canadian Pacific Railway | ||||||||
| 6.125%, 09/15/2115 | 265 | 274 | ||||||
| 4.200%, 11/15/2069 | 438 | 335 | ||||||
| 3.000%, 12/02/2041 | 420 | 321 | ||||||
| 254 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| CRH America Finance | ||||||||
| 5.875%, 01/09/2055 | $ | 456 | $ | 474 | ||||
| CSX | ||||||||
| 4.900%, 03/15/2055 | 778 | 712 | ||||||
| 4.750%, 05/30/2042 | 550 | 518 | ||||||
| 4.750%, 11/15/2048 | 222 | 200 | ||||||
| 4.500%, 11/15/2052 | 595 | 516 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 400 | 425 | ||||||
| 3.750%, 04/15/2050 | 431 | 345 | ||||||
| Emerson Electric | ||||||||
| 2.800%, 12/21/2051 | 503 | 326 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 345 | 342 | ||||||
| General Dynamics | ||||||||
| 4.250%, 04/01/2040 | 155 | 144 | ||||||
| 4.250%, 04/01/2050 | 45 | 39 | ||||||
| Honeywell International | ||||||||
| 5.250%, 03/01/2054 | 810 | 779 | ||||||
| Johnson Controls International | ||||||||
| 4.950%, 07/02/2064 (D) | 300 | 266 | ||||||
| L3Harris Technologies | ||||||||
| 5.500%, 08/15/2054 | 445 | 442 | ||||||
| Lockheed Martin | ||||||||
| 5.700%, 11/15/2054 | 585 | 604 | ||||||
| 5.200%, 02/15/2055 | 955 | 920 | ||||||
| 4.700%, 05/15/2046 | 1,176 | 1,084 | ||||||
| 4.090%, 09/15/2052 | 75 | 61 | ||||||
| 4.070%, 12/15/2042 | 130 | 114 | ||||||
| Norfolk Southern | ||||||||
| 5.950%, 03/15/2064 | 100 | 103 | ||||||
| 5.100%, 08/01/2118 | 284 | 248 | ||||||
| 4.837%, 10/01/2041 | 875 | 838 | ||||||
| 4.800%, 08/15/2043 | 408 | 375 | ||||||
| 4.550%, 06/01/2053 | 250 | 214 | ||||||
| 3.942%, 11/01/2047 | 400 | 321 | ||||||
| 3.700%, 03/15/2053 | 665 | 493 | ||||||
| Northrop Grumman | ||||||||
| 5.200%, 06/01/2054 | 1,200 | 1,145 | ||||||
| 5.150%, 05/01/2040 | 315 | 319 | ||||||
| 4.950%, 03/15/2053 | 736 | 677 | ||||||
| 4.750%, 06/01/2043 | 250 | 235 | ||||||
| 4.030%, 10/15/2047 | 510 | 418 | ||||||
| 3.850%, 04/15/2045 | 470 | 384 | ||||||
| Otis Worldwide | ||||||||
| 3.112%, 02/15/2040 | 250 | 201 | ||||||
| Owens Corning | ||||||||
| 5.950%, 06/15/2054 | 240 | 248 | ||||||
| Quanta Services | ||||||||
| 3.050%, 10/01/2041 | 469 | 356 | ||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | 1,566 | 1,750 | ||||||
| 4.500%, 06/01/2042 | 1,295 | 1,194 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.350%, 04/15/2047 | $ | 630 | $ | 544 | ||||
| 3.125%, 07/01/2050 | 90 | 62 | ||||||
| 3.030%, 03/15/2052 | 945 | 628 | ||||||
| 2.820%, 09/01/2051 | 335 | 214 | ||||||
| Siemens Financieringsmaatschappij | ||||||||
| 4.400%, 05/27/2045 (A) | 5 | 5 | ||||||
| Siemens Funding BV | ||||||||
| 5.800%, 05/28/2055 (A) | 220 | 232 | ||||||
| Snap-on | ||||||||
| 3.100%, 05/01/2050 | 441 | 304 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 250 | 224 | ||||||
| Uber Technologies | ||||||||
| 5.350%, 09/15/2054 | 565 | 539 | ||||||
| Union Pacific | ||||||||
| 5.600%, 12/01/2054 | 730 | 739 | ||||||
| 3.875%, 02/01/2055 | 145 | 111 | ||||||
| 3.839%, 03/20/2060 | 2,263 | 1,673 | ||||||
| 3.799%, 04/06/2071 | 1,292 | 907 | ||||||
| 3.500%, 02/14/2053 | 125 | 90 | ||||||
| 3.375%, 02/14/2042 | 90 | 72 | ||||||
| 3.250%, 02/05/2050 | 400 | 282 | ||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | 100 | 87 | ||||||
| United Airlines Pass-Through Trust, Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 560 | 594 | ||||||
| United Parcel Service | ||||||||
| 6.050%, 05/14/2065 | 300 | 314 | ||||||
| 5.500%, 05/22/2054 | 650 | 643 | ||||||
| 5.050%, 03/03/2053 | 365 | 338 | ||||||
| 3.625%, 10/01/2042 | 245 | 202 | ||||||
| Verisk Analytics | ||||||||
| 3.625%, 05/15/2050 | 460 | 334 | ||||||
| Waste Management | ||||||||
| 5.350%, 10/15/2054 | 740 | 732 | ||||||
| 3.900%, 03/01/2035 | 115 | 110 | ||||||
| 2.950%, 06/01/2041 | 360 | 280 | ||||||
| WW Grainger | ||||||||
| 4.600%, 06/15/2045 | 165 | 152 | ||||||
| 46,374 | ||||||||
| Information Technology — 4.9% | ||||||||
| Amphenol | ||||||||
| 5.375%, 11/15/2054 | 256 | 252 | ||||||
| 5.300%, 11/15/2055 | 1,869 | 1,810 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 370 | 245 | ||||||
| 2.800%, 10/01/2041 | 340 | 256 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 694 | 646 | ||||||
| 4.375%, 05/13/2045 | 570 | 516 | ||||||
| 3.850%, 05/04/2043 | 45 | 39 | ||||||
| SEI Institutional Investments Trust | 255 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.850%, 08/04/2046 | $ | 205 | $ | 169 | ||||
| 3.750%, 09/12/2047 | 150 | 121 | ||||||
| 3.450%, 02/09/2045 | 740 | 586 | ||||||
| 2.800%, 02/08/2061 | 625 | 372 | ||||||
| 2.700%, 08/05/2051 | 1,820 | 1,157 | ||||||
| 2.650%, 05/11/2050 | 745 | 475 | ||||||
| 2.375%, 02/08/2041 | 415 | 305 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 510 | 490 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 1,165 | 1,196 | ||||||
| 5.200%, 07/15/2035 | 475 | 491 | ||||||
| 4.900%, 02/15/2038 | 1,085 | 1,079 | ||||||
| 3.750%, 02/15/2051 | 280 | 216 | ||||||
| 3.500%, 02/15/2041 | 565 | 468 | ||||||
| 3.137%, 11/15/2035 (A) | 715 | 625 | ||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | 446 | 488 | ||||||
| 5.300%, 02/26/2054 | 1,395 | 1,357 | ||||||
| Corning | ||||||||
| 5.450%, 11/15/2079 | 160 | 152 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (A) | 280 | 303 | ||||||
| 6.200%, 01/25/2037 (A) | 985 | 1,055 | ||||||
| 5.875%, 01/25/2034 (A) | 175 | 182 | ||||||
| Intel | ||||||||
| 5.700%, 02/10/2053 | 130 | 124 | ||||||
| 5.625%, 02/10/2043 | 195 | 191 | ||||||
| 5.600%, 02/21/2054 | 220 | 208 | ||||||
| 4.900%, 08/05/2052 | 590 | 498 | ||||||
| 4.750%, 03/25/2050 | 605 | 505 | ||||||
| 4.600%, 03/25/2040 | 535 | 486 | ||||||
| 3.734%, 12/08/2047 | 1,115 | 807 | ||||||
| 3.250%, 11/15/2049 | 610 | 399 | ||||||
| 3.050%, 08/12/2051 | 315 | 198 | ||||||
| International Business Machines | ||||||||
| 5.800%, 02/03/2056 | 775 | 776 | ||||||
| 5.700%, 02/10/2055 | 1,000 | 985 | ||||||
| Intuit | ||||||||
| 5.500%, 09/15/2053 | 100 | 95 | ||||||
| KLA | ||||||||
| 5.000%, 03/15/2049 | 452 | 423 | ||||||
| 3.300%, 03/01/2050 | 140 | 99 | ||||||
| Lam Research | ||||||||
| 2.875%, 06/15/2050 | 257 | 170 | ||||||
| Microsoft | ||||||||
| 2.921%, 03/17/2052 | 3,408 | 2,270 | ||||||
| 2.675%, 06/01/2060 | 145 | 84 | ||||||
| NXP BV / NXP FUNDING LLC / NXP USA | ||||||||
| 3.250%, 05/11/2041 | 490 | 377 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 780 | 747 | ||||||
| 6.700%, 02/04/2056 | 2,460 | 2,386 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.550%, 02/04/2046 | $ | 1,420 | $ | 1,384 | ||||
| 6.125%, 08/03/2065 | 5 | 4 | ||||||
| 6.000%, 08/03/2055 | 285 | 251 | ||||||
| 5.950%, 09/26/2055 | 1,710 | 1,505 | ||||||
| 5.875%, 09/26/2045 | 1,622 | 1,470 | ||||||
| 5.375%, 07/15/2040 | 380 | 348 | ||||||
| 4.375%, 05/15/2055 | 1,110 | 767 | ||||||
| 4.125%, 05/15/2045 | 330 | 238 | ||||||
| 4.000%, 07/15/2046 | 1,455 | 1,015 | ||||||
| 4.000%, 11/15/2047 | 1,606 | 1,107 | ||||||
| 3.950%, 03/25/2051 | 2,175 | 1,440 | ||||||
| 3.800%, 11/15/2037 | 685 | 563 | ||||||
| 3.650%, 03/25/2041 | 760 | 565 | ||||||
| 3.600%, 04/01/2050 | 390 | 244 | ||||||
| Salesforce | ||||||||
| 2.900%, 07/15/2051 | 140 | 86 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 867 | 866 | ||||||
| Texas Instruments | ||||||||
| 5.150%, 02/08/2054 | 330 | 318 | ||||||
| 5.050%, 05/18/2063 | 917 | 836 | ||||||
| 5.000%, 03/14/2053 | 85 | 80 | ||||||
| 39,966 | ||||||||
| Materials — 1.1% | ||||||||
| Air Products and Chemicals | ||||||||
| 2.700%, 05/15/2040 | 250 | 191 | ||||||
| Amcor Flexibles North America | ||||||||
| 5.500%, 03/17/2035 | 310 | 327 | ||||||
| Anglo American Capital PLC | ||||||||
| 4.750%, 03/16/2052 (A) | 386 | 334 | ||||||
| Berry Global | ||||||||
| 5.650%, 01/15/2034 | 325 | 343 | ||||||
| BHP Billiton Finance USA | ||||||||
| 5.750%, 09/05/2055 | 1,015 | 1,060 | ||||||
| 5.000%, 09/30/2043 | 400 | 388 | ||||||
| Dow Chemical | ||||||||
| 5.950%, 03/15/2055 | 210 | 190 | ||||||
| 3.600%, 11/15/2050 | 580 | 377 | ||||||
| Glencore Finance Canada | ||||||||
| 6.000%, 11/15/2041 (A) | 311 | 328 | ||||||
| 5.550%, 10/25/2042 (A) | 520 | 521 | ||||||
| Glencore Funding LLC | ||||||||
| 6.141%, 04/01/2055 (A) | 1,035 | 1,093 | ||||||
| 5.893%, 04/04/2054 (A) | 175 | 179 | ||||||
| 3.875%, 04/27/2051 (A) | 10 | 8 | ||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | 1,109 | 1,001 | ||||||
| 3.268%, 11/15/2040 (A) | 190 | 149 | ||||||
| LYB International Finance III LLC | ||||||||
| 4.200%, 05/01/2050 | 200 | 144 | ||||||
| Martin Marietta Materials | ||||||||
| 5.500%, 12/01/2054 | 503 | 494 | ||||||
| 256 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Rio Tinto Finance USA LTD | ||||||||
| 5.200%, 11/02/2040 | $ | 200 | $ | 203 | ||||
| Rio Tinto Finance USA PLC | ||||||||
| 5.875%, 03/14/2065 | 70 | 73 | ||||||
| 5.750%, 03/14/2055 | 404 | 419 | ||||||
| 5.125%, 03/09/2053 | 70 | 67 | ||||||
| Smurfit Kappa Treasury ULC | ||||||||
| 5.438%, 04/03/2034 | 400 | 417 | ||||||
| Vulcan Materials | ||||||||
| 5.700%, 12/01/2054 | 329 | 332 | ||||||
| 8,638 | ||||||||
| Real Estate — 0.7% | ||||||||
| Alexandria Real Estate Equities | ||||||||
| 4.850%, 04/15/2049 | 60 | 52 | ||||||
| American Assets Trust | ||||||||
| 6.150%, 10/01/2034 | 460 | 472 | ||||||
| American Homes 4 Rent LP | ||||||||
| 4.300%, 04/15/2052 | 230 | 182 | ||||||
| 3.375%, 07/15/2051 | 425 | 287 | ||||||
| American Tower | ||||||||
| 3.100%, 06/15/2050 | 300 | 202 | ||||||
| Crown Castle | ||||||||
| 5.200%, 02/15/2049 | 90 | 82 | ||||||
| 2.900%, 04/01/2041 | 134 | 100 | ||||||
| Equinix | ||||||||
| 2.950%, 09/15/2051 | 450 | 285 | ||||||
| Kilroy Realty | ||||||||
| 5.875%, 10/15/2035 | 105 | 104 | ||||||
| Kilroy Realty LP | ||||||||
| 6.250%, 01/15/2036 | 160 | 163 | ||||||
| 2.650%, 11/15/2033 | 40 | 33 | ||||||
| Kimco Realty | ||||||||
| 4.250%, 04/01/2045 | 55 | 47 | ||||||
| NNN REIT | ||||||||
| 4.800%, 10/15/2048 | 85 | 76 | ||||||
| 3.000%, 04/15/2052 | 195 | 125 | ||||||
| Prologis LP | ||||||||
| 5.250%, 03/15/2054 | 250 | 241 | ||||||
| Realty Income | ||||||||
| 5.375%, 09/01/2054 | 215 | 211 | ||||||
| Regency Centers LP | ||||||||
| 4.650%, 03/15/2049 | 455 | 404 | ||||||
| 4.400%, 02/01/2047 | 180 | 157 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 434 | 506 | ||||||
| 5.850%, 03/08/2053 | 777 | 807 | ||||||
| 4.250%, 11/30/2046 | 45 | 38 | ||||||
| 3.800%, 07/15/2050 | 70 | 54 | ||||||
| 3.250%, 09/13/2049 | 545 | 383 | ||||||
| VICI Properties LP | ||||||||
| 5.625%, 05/15/2052 | 320 | 301 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Weyerhaeuser | ||||||||
| 4.000%, 03/09/2052 | $ | 300 | $ | 232 | ||||
| 5,544 | ||||||||
| Utilities — 10.1% | ||||||||
| AEP Texas | ||||||||
| 5.850%, 10/15/2055 | 210 | 210 | ||||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 245 | 239 | ||||||
| 3.800%, 06/15/2049 | 300 | 230 | ||||||
| 3.650%, 04/01/2050 | 150 | 113 | ||||||
| Alabama Power | ||||||||
| 4.300%, 07/15/2048 | 560 | 470 | ||||||
| 3.700%, 12/01/2047 | 591 | 458 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 692 | 697 | ||||||
| American Electric Power | ||||||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (C) | 600 | 602 | ||||||
| 3.250%, 03/01/2050 | 443 | 303 | ||||||
| American Water Capital | ||||||||
| 5.700%, 09/01/2055 | 260 | 263 | ||||||
| Appalachian Power | ||||||||
| 4.450%, 06/01/2045 | 650 | 553 | ||||||
| Arizona Public Service | ||||||||
| 3.350%, 05/15/2050 | 370 | 257 | ||||||
| Baltimore Gas and Electric | ||||||||
| 4.550%, 06/01/2052 | 625 | 538 | ||||||
| 2.900%, 06/15/2050 | 375 | 244 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 6.125%, 04/01/2036 | 1,781 | 1,954 | ||||||
| 4.450%, 01/15/2049 | 650 | 548 | ||||||
| 4.250%, 10/15/2050 | 590 | 486 | ||||||
| Boston Gas | ||||||||
| 6.119%, 07/20/2053 (A) | 145 | 148 | ||||||
| Brooklyn Union Gas | ||||||||
| 6.415%, 07/18/2054 (A) | 75 | 79 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.300%, 04/01/2053 | 250 | 243 | ||||||
| Cleco Power | ||||||||
| 6.000%, 12/01/2040 | 210 | 224 | ||||||
| CMS Energy | ||||||||
| 4.875%, 03/01/2044 | 922 | 840 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 365 | 382 | ||||||
| 4.350%, 11/15/2045 | 865 | 750 | ||||||
| 3.850%, 03/15/2052 | 385 | 293 | ||||||
| 3.700%, 03/01/2045 | 600 | 477 | ||||||
| 3.200%, 11/15/2049 | 375 | 260 | ||||||
| Connecticut Light and Power | ||||||||
| 4.000%, 04/01/2048 | 500 | 406 | ||||||
| Consolidated Edison of New York | ||||||||
| 6.300%, 08/15/2037 | 585 | 655 | ||||||
| SEI Institutional Investments Trust | 257 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.900%, 11/15/2053 | $ | 5 | $ | 5 | ||||
| 5.750%, 11/15/2055 | 824 | 837 | ||||||
| 5.700%, 05/15/2054 | 525 | 531 | ||||||
| 5.500%, 03/15/2055 | 845 | 829 | ||||||
| 4.450%, 03/15/2044 | 495 | 438 | ||||||
| 3.700%, 11/15/2059 | 800 | 567 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 6.250%, 10/01/2039 | 150 | 165 | ||||||
| 5.600%, 06/15/2042 | 275 | 279 | ||||||
| Consumers Energy | ||||||||
| 3.100%, 08/15/2050 | 125 | 86 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, | ||||||||
| 02/15/2056 (C) | 550 | 560 | ||||||
| 5.250%, 08/01/2033 | 315 | 326 | ||||||
| 4.900%, 08/01/2041 | 1,100 | 1,025 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 547 | 568 | ||||||
| 5.550%, 03/01/2056 | 205 | 205 | ||||||
| 4.050%, 05/15/2048 | 355 | 292 | ||||||
| Duke Energy | ||||||||
| 5.000%, 08/15/2052 | 1,258 | 1,115 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 6.000%, 01/15/2038 | 334 | 364 | ||||||
| 5.400%, 01/15/2054 | 410 | 402 | ||||||
| 5.350%, 01/15/2053 | 930 | 903 | ||||||
| 5.300%, 02/15/2040 | 870 | 889 | ||||||
| 4.250%, 12/15/2041 | 500 | 445 | ||||||
| Duke Energy Florida LLC | ||||||||
| 6.400%, 06/15/2038 | 210 | 235 | ||||||
| 6.200%, 11/15/2053 | 125 | 136 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.450%, 04/01/2039 | 120 | 135 | ||||||
| 6.350%, 08/15/2038 | 180 | 201 | ||||||
| 4.900%, 07/15/2043 | 540 | 518 | ||||||
| Duke Energy Ohio | ||||||||
| 5.550%, 03/15/2054 | 235 | 234 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.550%, 03/15/2055 | 420 | 419 | ||||||
| 4.375%, 03/30/2044 | 1,305 | 1,151 | ||||||
| 4.100%, 05/15/2042 | 405 | 350 | ||||||
| Electricite de France | ||||||||
| 6.375%, 01/13/2055 (A) | 515 | 544 | ||||||
| Elm Road Generating Station Supercritical LLC | ||||||||
| 5.848%, 01/19/2041 (A) | 950 | 1,018 | ||||||
| Enel Finance International | ||||||||
| 5.750%, 09/30/2055 (A) | 350 | 343 | ||||||
| Entergy | ||||||||
| 6.100%, H15T5Y + 2.013%, 06/15/2056 (C) | 300 | 302 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.750%, 06/01/2054 | 485 | 489 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.750%, 01/15/2056 | $ | 160 | $ | 161 | ||||
| Entergy Louisiana LLC | ||||||||
| 5.800%, 03/15/2055 | 550 | 559 | ||||||
| 5.700%, 03/15/2054 | 800 | 803 | ||||||
| 4.200%, 04/01/2050 | 755 | 611 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.850%, 06/01/2054 | 420 | 424 | ||||||
| Entergy Texas | ||||||||
| 5.000%, 09/15/2052 | 155 | 140 | ||||||
| 3.550%, 09/30/2049 | 370 | 269 | ||||||
| Essential Utilities | ||||||||
| 5.300%, 05/01/2052 | 70 | 66 | ||||||
| 4.276%, 05/01/2049 | 495 | 408 | ||||||
| Evergy Kansas Central | ||||||||
| 5.700%, 03/15/2053 | 250 | 255 | ||||||
| Eversource Energy | ||||||||
| 6.350%, H15T5Y + 2.325%, 08/15/2056 (C) | 695 | 699 | ||||||
| Exelon | ||||||||
| 4.950%, 06/15/2035 | 230 | 230 | ||||||
| Florida Power & Light | ||||||||
| 5.960%, 04/01/2039 | 215 | 236 | ||||||
| 5.700%, 03/15/2055 | 1,690 | 1,739 | ||||||
| 5.690%, 03/01/2040 | 181 | 191 | ||||||
| 5.600%, 06/15/2054 | 452 | 458 | ||||||
| 5.600%, 02/15/2066 | 1,620 | 1,610 | ||||||
| 5.400%, 09/01/2035 | 1,215 | 1,277 | ||||||
| Idaho Power MTN | ||||||||
| 5.700%, 03/15/2055 | 310 | 314 | ||||||
| Indiana Michigan Power | ||||||||
| 5.625%, 04/01/2053 | 180 | 181 | ||||||
| 5.600%, 03/15/2056 | 230 | 229 | ||||||
| International Transmission | ||||||||
| 4.625%, 08/15/2043 | 200 | 183 | ||||||
| Interstate Power and Light | ||||||||
| 5.450%, 09/30/2054 | 475 | 456 | ||||||
| 3.100%, 11/30/2051 | 430 | 281 | ||||||
| Jersey Central Power & Light | ||||||||
| 6.400%, 05/15/2036 | 925 | 1,016 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 550 | 566 | ||||||
| KeySpan Gas East | ||||||||
| 5.819%, 04/01/2041 (A) | 970 | 1,002 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 455 | 467 | ||||||
| Massachusetts Electric | ||||||||
| 5.900%, 11/15/2039 (A) | 95 | 101 | ||||||
| MidAmerican Energy | ||||||||
| 5.300%, 02/01/2055 | 749 | 725 | ||||||
| 4.800%, 09/15/2043 | 325 | 304 | ||||||
| 4.250%, 05/01/2046 | 400 | 343 | ||||||
| 4.250%, 07/15/2049 | 650 | 543 | ||||||
| 258 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Narragansett Electric | ||||||||
| 4.170%, 12/10/2042 (A) | $ | 920 | $ | 785 | ||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | 175 | 181 | ||||||
| Niagara Mohawk Power | ||||||||
| 3.025%, 06/27/2050 (A) | 300 | 197 | ||||||
| NiSource | ||||||||
| 5.650%, 02/01/2045 | 100 | 101 | ||||||
| Northern States Power | ||||||||
| 5.650%, 05/15/2055 | 732 | 744 | ||||||
| 5.350%, 11/01/2039 | 710 | 730 | ||||||
| 5.100%, 05/15/2053 | 250 | 235 | ||||||
| 4.500%, 06/01/2052 | 80 | 69 | ||||||
| 3.400%, 08/15/2042 | 385 | 307 | ||||||
| Northwest Natural Holding | ||||||||
| 7.000%, H15T5Y + 2.701%, 09/15/2055 (C) | 210 | 219 | ||||||
| NSTAR Electric | ||||||||
| 4.550%, 06/01/2052 | 813 | 697 | ||||||
| 4.400%, 03/01/2044 | 205 | 180 | ||||||
| Oglethorpe Power | ||||||||
| 5.250%, 09/01/2050 | 916 | 851 | ||||||
| 5.050%, 10/01/2048 | 660 | 601 | ||||||
| 4.500%, 04/01/2047 | 315 | 267 | ||||||
| Oklahoma Gas and Electric | ||||||||
| 5.600%, 04/01/2053 | 600 | 596 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.800%, 04/01/2055 (A) | 350 | 359 | ||||||
| 5.350%, 10/01/2052 | 300 | 287 | ||||||
| 5.300%, 06/01/2042 | 270 | 269 | ||||||
| 5.250%, 09/30/2040 | 1,060 | 1,067 | ||||||
| 4.950%, 09/15/2052 | 565 | 516 | ||||||
| 4.550%, 12/01/2041 | 340 | 311 | ||||||
| 2.700%, 11/15/2051 | 330 | 201 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 2,368 | 2,559 | ||||||
| 6.150%, 03/01/2055 | 70 | 71 | ||||||
| 6.100%, 10/15/2055 | 255 | 256 | ||||||
| 6.000%, 05/01/2056 | 470 | 464 | ||||||
| 5.900%, 10/01/2054 | 245 | 238 | ||||||
| 5.250%, 03/01/2052 | 530 | 472 | ||||||
| 4.950%, 07/01/2050 | 655 | 567 | ||||||
| 4.500%, 07/01/2040 | 505 | 448 | ||||||
| 4.200%, 06/01/2041 | 205 | 173 | ||||||
| 3.500%, 08/01/2050 | 155 | 107 | ||||||
| 3.300%, 08/01/2040 | 155 | 120 | ||||||
| PacifiCorp | ||||||||
| 6.000%, 01/15/2039 | 452 | 463 | ||||||
| 5.800%, 01/15/2055 | 16 | 15 | ||||||
| 5.500%, 05/15/2054 | 631 | 579 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 1,045 | 1,057 | ||||||
| 5.250%, 09/15/2054 | 195 | 185 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.375%, 08/15/2052 | $ | 155 | $ | 130 | ||||
| Piedmont Natural Gas | ||||||||
| 4.650%, 08/01/2043 | 330 | 298 | ||||||
| Potomac Electric Power | ||||||||
| 5.500%, 03/15/2054 | 655 | 642 | ||||||
| PPL Electric Utilities | ||||||||
| 4.125%, 06/15/2044 | 935 | 799 | ||||||
| Public Service Electric and Gas | ||||||||
| 5.300%, 08/01/2054 | 825 | 801 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.500%, 03/01/2055 | 291 | 288 | ||||||
| 3.650%, 09/01/2042 | 430 | 352 | ||||||
| Public Service of Colorado | ||||||||
| 6.250%, 09/01/2037 | 495 | 545 | ||||||
| 5.850%, 05/15/2055 | 455 | 465 | ||||||
| 4.500%, 06/01/2052 | 100 | 85 | ||||||
| 4.100%, 06/15/2048 | 330 | 269 | ||||||
| 4.050%, 09/15/2049 | 93 | 74 | ||||||
| Public Service of New Hampshire | ||||||||
| 5.150%, 01/15/2053 | 150 | 142 | ||||||
| Puget Sound Energy | ||||||||
| 5.598%, 09/15/2055 | 290 | 290 | ||||||
| 2.893%, 09/15/2051 | 190 | 124 | ||||||
| San Diego Gas & Electric | ||||||||
| 3.320%, 04/15/2050 | 70 | 49 | ||||||
| Sempra | ||||||||
| 6.000%, 10/15/2039 | 1,015 | 1,072 | ||||||
| 3.800%, 02/01/2038 | 600 | 524 | ||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | 485 | 499 | ||||||
| 5.900%, 03/01/2055 | 460 | 453 | ||||||
| 5.750%, 04/15/2054 | 25 | 24 | ||||||
| 5.450%, 06/01/2052 | 65 | 60 | ||||||
| 4.125%, 03/01/2048 | 315 | 247 | ||||||
| 4.000%, 04/01/2047 | 130 | 100 | ||||||
| 3.900%, 03/15/2043 | 720 | 568 | ||||||
| Southern California Gas | ||||||||
| 5.750%, 06/01/2053 | 590 | 592 | ||||||
| 5.600%, 04/01/2054 | 145 | 143 | ||||||
| 3.750%, 09/15/2042 | 505 | 409 | ||||||
| Southern Gas Capital | ||||||||
| 4.400%, 06/01/2043 | 645 | 566 | ||||||
| 4.400%, 05/30/2047 | 600 | 512 | ||||||
| Southwestern Electric Power | ||||||||
| 6.200%, 03/15/2040 | 480 | 516 | ||||||
| 3.250%, 11/01/2051 | 720 | 479 | ||||||
| Southwestern Public Service | ||||||||
| 4.400%, 11/15/2048 | 690 | 577 | ||||||
| Tampa Electric | ||||||||
| 3.450%, 03/15/2051 | 50 | 36 | ||||||
| Tucson Electric Power | ||||||||
| 3.250%, 05/01/2051 | 310 | 211 | ||||||
| SEI Institutional Investments Trust | 259 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Union Electric | ||||||||
| 5.550%, 03/15/2056 | $ | 230 | $ | 229 | ||||
| 5.125%, 03/15/2055 | 285 | 267 | ||||||
| Virginia Electric and Power | ||||||||
| 8.875%, 11/15/2038 | 250 | 334 | ||||||
| 5.700%, 03/15/2056 | 241 | 239 | ||||||
| 5.600%, 09/15/2055 | 555 | 544 | ||||||
| 5.450%, 04/01/2053 | 385 | 370 | ||||||
| 5.350%, 01/15/2054 | 694 | 658 | ||||||
| 4.450%, 02/15/2044 | 500 | 439 | ||||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (A) | 350 | 363 | ||||||
| 5.350%, 01/31/2036 (A) | 610 | 614 | ||||||
| Wisconsin Public Service | ||||||||
| 4.752%, 11/01/2044 | 230 | 211 | ||||||
| 3.300%, 09/01/2049 | 175 | 124 | ||||||
| 2.850%, 12/01/2051 | 250 | 161 | ||||||
| Xcel Energy | ||||||||
| 4.800%, 09/15/2041 | 50 | 47 | ||||||
| 81,760 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $502,452) ($ Thousands) | 488,719 | |||||||
| U.S. TREASURY OBLIGATIONS — 35.3% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.633%, 05/21/2026 (E) | 2,000 | 1,984 | ||||||
| 3.624%, 05/07/2026 (E) | 3,975 | 3,949 | ||||||
| U.S. Treasury Bonds | ||||||||
| 5.000%, 05/15/2045 | 4,440 | 4,694 | ||||||
| 4.875%, 08/15/2045 | 15,072 | 15,677 | ||||||
| 4.769%, 11/15/2047 (E) | 4,450 | 1,586 | ||||||
| 4.753%, 05/15/2050 (E) | 3,910 | 1,239 | ||||||
| 4.750%, 02/15/2045 | 3,355 | 3,439 | ||||||
| 4.750%, 11/15/2053 | 5,090 | 5,172 | ||||||
| 4.750%, 08/15/2055 | 8,827 | 8,988 | ||||||
| 4.750%, 02/15/2056 | 39,943 | 40,704 | ||||||
| 4.625%, 05/15/2044 | 2,298 | 2,324 | ||||||
| 4.625%, 11/15/2044 | 9,372 | 9,460 | ||||||
| 4.625%, 11/15/2045 | 4,260 | 4,288 | ||||||
| 4.625%, 02/15/2046 | 8,340 | 8,399 | ||||||
| 4.625%, 02/15/2055 | 2,767 | 2,760 | ||||||
| 4.625%, 11/15/2055 | 5,995 | 5,985 | ||||||
| 4.500%, 02/15/2044 | 2,642 | 2,634 | ||||||
| 4.250%, 02/15/2054 | 2,165 | 2,028 | ||||||
| 4.062%, 08/15/2045 (E) | 6,045 | 2,424 | ||||||
| 4.000%, 11/15/2052 | 865 | 777 | ||||||
| 3.750%, 08/15/2041 | 1,265 | 1,174 | ||||||
| 3.750%, 11/15/2043 | 1,580 | 1,428 | ||||||
| 3.736%, 08/15/2043 (E) | 9,912 | 4,419 | ||||||
| 3.625%, 08/15/2043 | 1,732 | 1,543 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.625%, 02/15/2044 | $ | 2,361 | $ | 2,093 | ||||
| 3.625%, 05/15/2053 | 3,661 | 3,071 | ||||||
| 3.375%, 11/15/2048 | 7,795 | 6,391 | ||||||
| 3.250%, 05/15/2042 | 3,275 | 2,815 | ||||||
| 3.125%, 11/15/2041 | 2,000 | 1,705 | ||||||
| 3.125%, 02/15/2043 | 2,445 | 2,042 | ||||||
| 3.125%, 08/15/2044 | 3,405 | 2,789 | ||||||
| 3.000%, 11/15/2045 | 7,643 | 6,051 | ||||||
| 3.000%, 08/15/2048 | 11,820 | 9,079 | ||||||
| 3.000%, 08/15/2052 | 897 | 668 | ||||||
| 2.875%, 05/15/2052 | 1,095 | 796 | ||||||
| 2.750%, 08/15/2042 | 1,285 | 1,025 | ||||||
| 2.750%, 11/15/2042 | 1,130 | 897 | ||||||
| 2.750%, 11/15/2047 | 970 | 717 | ||||||
| 2.500%, 02/15/2045 | 10,740 | 7,883 | ||||||
| 2.375%, 11/15/2049 | 1,130 | 755 | ||||||
| 2.375%, 05/15/2051 | 2,345 | 1,539 | ||||||
| 2.250%, 05/15/2041 | 3,380 | 2,568 | ||||||
| 2.250%, 08/15/2046 | 13,270 | 9,078 | ||||||
| 2.250%, 02/15/2052 | 5,155 | 3,261 | ||||||
| 2.000%, 11/15/2041 | 15,040 | 10,852 | ||||||
| 2.000%, 02/15/2050 | 38,540 | 23,570 | ||||||
| 2.000%, 08/15/2051 | 4,550 | 2,721 | ||||||
| 1.875%, 11/15/2051 | 2,420 | 1,397 | ||||||
| 1.750%, 08/15/2041 | 7,685 | 5,365 | ||||||
| 1.375%, 11/15/2040 | 3,345 | 2,246 | ||||||
| 1.375%, 08/15/2050 | 6,180 | 3,181 | ||||||
| 1.250%, 05/15/2050 | 319 | 160 | ||||||
| 1.125%, 08/15/2040 | 12,023 | 7,815 | ||||||
| U.S. Treasury Inflation Indexed Bonds | ||||||||
| 2.375%, 02/15/2056 | 1,040 | 1,026 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.125%, 02/15/2036 | 22,804 | 23,107 | ||||||
| 4.000%, 11/15/2035 | 1,742 | 1,748 | ||||||
| 3.500%, 02/28/2031 | 85 | 85 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $283,118) ($ Thousands) | 285,571 | |||||||
| SOVEREIGN DEBT — 1.5% | ||||||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 130 | 129 | ||||||
| 4.340%, 03/07/2042 | 235 | 215 | ||||||
| 3.860%, 06/21/2047 | 210 | 172 | ||||||
| 3.100%, 01/22/2061 | 45 | 29 | ||||||
| Indonesia Government International Bond | ||||||||
| 4.350%, 01/11/2048 | 415 | 355 | ||||||
| 3.700%, 10/30/2049 | 550 | 415 | ||||||
| 260 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT (continued) | ||||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | $ | 350 | $ | 348 | ||||
| 3.875%, 07/03/2050 | 480 | 358 | ||||||
| 3.375%, 01/15/2050 | 490 | 336 | ||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | 845 | 927 | ||||||
| 6.750%, 02/09/2056 | 1,250 | 1,267 | ||||||
| 6.400%, 05/07/2054 | 798 | 778 | ||||||
| 6.338%, 05/04/2053 | 2,587 | 2,509 | ||||||
| 5.750%, 10/12/2110 | 259 | 220 | ||||||
| 5.000%, 04/27/2051 | 1,025 | 836 | ||||||
| 4.400%, 02/12/2052 | 1,130 | 838 | ||||||
| 4.280%, 08/14/2041 | 264 | 215 | ||||||
| Panama Government International Bond | ||||||||
| 5.662%, 02/23/2038 | 95 | 96 | ||||||
| Perusahaan Penerbit SBSN Indonesia III | ||||||||
| 3.550%, 06/09/2051(A) | 135 | 97 | ||||||
| Peruvian Government International Bond | ||||||||
| 5.875%, 08/08/2054 | 100 | 101 | ||||||
| Philippine Government International Bond | ||||||||
| 5.900%, 02/04/2050 | 930 | 985 | ||||||
| 5.750%, 01/27/2051 | 265 | 275 | ||||||
| Republic of Poland Government | ||||||||
| International Bond | ||||||||
| 5.500%, 04/04/2053 | 155 | 152 | ||||||
| 5.500%, 03/18/2054 | 425 | 417 | ||||||
| Romanian Government International Bond | ||||||||
| 7.625%, 01/17/2053(A) | 345 | 398 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $12,589) ($ Thousands) | 12,468 | |||||||
| MUNICIPAL BONDS — 1.4% | ||||||||
| California — 0.8% | ||||||||
| Bay Area, Toll Authority, Build America Project, RB | ||||||||
| 6.263%, 04/01/2049 | 600 | 651 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.500%, 04/01/2034 | 1,185 | 1,399 | ||||||
| 7.350%, 11/01/2039 | 1,250 | 1,491 | ||||||
| California State, GO | ||||||||
| 5.875%, 10/01/2041 | 510 | 544 | ||||||
| California State, Health Facilities Financing | ||||||||
| Authority, Ser 2021A, RB | ||||||||
| 3.000%, 08/15/2051 | 125 | 94 | ||||||
| Los Angeles, Department of Airports, RB | ||||||||
| 6.582%, 05/15/2039 | 230 | 252 | ||||||
| Regents of the University of California | ||||||||
| Medical Center, Ser N, RB | ||||||||
| 3.256%, 05/15/2060 | 790 | 536 | ||||||
| Riverside County, Pension Obligation, RB | ||||||||
| 3.818%, 02/15/2038 | 345 | 332 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| San Diego County, Water Authority, Build America Project, RB | ||||||||
| 6.138%, 05/01/2049 | $ | 300 | $ | 314 | ||||
| University of California Regents, Build America Project, Ser H, RB | ||||||||
| 6.548%, 05/15/2048 | 605 | 662 | ||||||
| University of California, Ser AD, RB | ||||||||
| 4.858%, 05/15/2112 | 335 | 291 | ||||||
| 6,566 | ||||||||
| Georgia — 0.0% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 266 | 294 | ||||||
| Illinois — 0.1% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | 545 | 577 | ||||||
| Maryland — 0.0% | ||||||||
| Maryland Economic Development, RB | ||||||||
| 5.433%, 05/31/2056 | 240 | 242 | ||||||
| New Jersey — 0.1% | ||||||||
| New Jersey State, Turnpike Authority, Build America Project, RB | ||||||||
| 7.414%, 01/01/2040 | 760 | 931 | ||||||
| New York — 0.2% | ||||||||
| City of New York New York, GO | ||||||||
| 5.392%, 10/01/2055 | 125 | 126 | ||||||
| New York & New Jersey, Port Authority, RB | ||||||||
| 4.926%, 10/01/2051 | 220 | 212 | ||||||
| New York & New Jersey, Port Authority, Ser 174, RB | ||||||||
| 4.458%, 10/01/2062 | 905 | 796 | ||||||
| 1,134 | ||||||||
| Texas — 0.2% | ||||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 490 | 550 | ||||||
| Prosper Independent School District, GO | ||||||||
| 4.750%, 02/15/2055 | 230 | 234 | ||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | 173 | 183 | ||||||
| SEI Institutional Investments Trust | 261 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Texas State, Private Activity Bond Surface Transportation, RB | ||||||||
| 3.922%, 12/31/2049 | $ | 355 | $ | 296 | ||||
| 1,263 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $11,530) ($ Thousands) | 11,007 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.4% | ||||||||
| Tennessee Valley Authority, PO | ||||||||
| 0.000%, 01/15/2038(B) | 3,700 | 2,167 | ||||||
| Tennessee Valley Authority | ||||||||
| 5.250%, 09/15/2039 | 285 | 310 | ||||||
| 5.250%, 02/01/2055 | 432 | 443 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $2,903) ($ Thousands) | 2,920 | |||||||
| MORTGAGE-BACKED SECURITIES — 0.1% | ||||||||
| Agency Mortgage-Backed Obligations — 0.1% | ||||||||
| FHLMC REMIC CMO, Ser 2004-2733, Cl ME | ||||||||
| 5.000%, 01/15/2034 | 25 | 26 | ||||||
| FNMA REMIC CMO, Ser 2007-68, Cl SC, IO | ||||||||
| 2.918%, 07/25/2037(C) | 7 | 1 | ||||||
| GNMA ARM | ||||||||
| 5.625%, H15T1Y + 1.500%, 06/20/2032(C) | 13 | 13 | ||||||
| GNMA CMO, Ser 2010-4, Cl NS, IO | ||||||||
| 2.616%, 01/16/2040(C) | 26 | 3 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2011-70, Cl BO, PO | ||||||||
| 0.000%, 05/20/2041(B) | $ | 1,135 | $ | 894 | ||||
| 937 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 0.0% | ||||||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 | ||||||||
| 4.648%, TSFR1M + 0.974%, 09/25/2034(C) | 7 | 6 | ||||||
| RAMP Trust, Ser 2004-SL1, Cl A7 | ||||||||
| 7.000%, 11/25/2031 | 4 | 4 | ||||||
| Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 | ||||||||
| 3.786%, 12/25/2034(C) | 11 | 10 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 | ||||||||
| 4.448%, TSFR1M + 0.774%, 01/25/2045(C) | 13 | 13 | ||||||
| 33 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $75) ($ Thousands) | 970 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 18,061,526 | 18,062 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $18,062) ($ Thousands) | 18,062 | |||||||
| Total Investments in Securities — 101.2% | ||||||||
| (Cost $830,729) ($ Thousands) | $ | 819,717 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||||
| Long Contracts | ||||||||||||||||||||
| U.S. 2-Year Treasury Note | 361 | Jun-2026 | $ | 75,416 | $ | 75,548 | $ | 132 | ||||||||||||
| U.S. 5-Year Treasury Note | 105 | Jun-2026 | 11,502 | 11,564 | 62 | |||||||||||||||
| U.S. Long Treasury Bond | 112 | Jun-2026 | 13,164 | 13,269 | 105 | |||||||||||||||
| Ultra 10-Year U.S. Treasury Note | 247 | Jun-2026 | 28,615 | 28,833 | 218 | |||||||||||||||
| 128,697 | 129,214 | 517 | ||||||||||||||||||
| Short Contracts | ||||||||||||||||||||
| U.S. 5-Year Treasury Note | (314 | ) | Jun-2026 | $ | (34,434 | ) | $ | (34,584 | ) | $ | (150 | ) | ||||||||
| U.S. Ultra Long Treasury Bond | (148 | ) | Jun-2026 | (17,840 | ) | (17,996 | ) | (156 | ) | |||||||||||
| Ultra 10-Year U.S. Treasury Note | (100 | ) | Jun-2026 | (11,554 | ) | (11,674 | ) | (120 | ) | |||||||||||
| (63,828 | ) | (64,254 | ) | (426 | ) | |||||||||||||||
| $ | 64,869 | $ | 64,960 | $ | 91 | |||||||||||||||
| 262 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Fund (Concluded)
| Percentages are based on Net Assets of $809,864 ($ Thousands). |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $32,900 ($ Thousands), representing 4.1% 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) | 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) | 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, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 11,325 | $ | 524,988 | $ | (518,251 | ) | $ | — | $ | — | $ | 18,062 | $ | 407 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 263 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 86.5% | ||||||||
| Communication Services — 7.6% | ||||||||
| Alphabet | ||||||||
| 5.750%, 02/15/2066 | $ | 2,060 | $ | 2,098 | ||||
| 5.700%, 11/15/2075 | 8,561 | 8,555 | ||||||
| 5.650%, 02/15/2056 | 10,665 | 10,913 | ||||||
| 5.500%, 02/15/2046 | 1,440 | 1,466 | ||||||
| 5.450%, 11/15/2055 | 12,290 | 12,216 | ||||||
| 5.350%, 11/15/2045 | 6,715 | 6,744 | ||||||
| 5.300%, 05/15/2065 | 2,797 | 2,652 | ||||||
| 5.250%, 05/15/2055 | 1,065 | 1,037 | ||||||
| 2.050%, 08/15/2050 | 2,229 | 1,230 | ||||||
| 1.900%, 08/15/2040 | 880 | 608 | ||||||
| America Movil | ||||||||
| 6.125%, 03/30/2040 | 100 | 109 | ||||||
| AT&T | ||||||||
| 6.000%, 04/30/2056 | 1,275 | 1,286 | ||||||
| 5.700%, 11/01/2054 | 1,740 | 1,688 | ||||||
| 4.300%, 12/15/2042 | 500 | 432 | ||||||
| 3.650%, 09/15/2059 | 2,211 | 1,488 | ||||||
| 3.550%, 09/15/2055 | 470 | 318 | ||||||
| 3.500%, 06/01/2041 | 580 | 466 | ||||||
| 3.500%, 09/15/2053 | 2,857 | 1,949 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 3,497 | 3,714 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.700%, 12/01/2055 | 540 | 527 | ||||||
| 6.484%, 10/23/2045 | 2,130 | 2,022 | ||||||
| 4.800%, 03/01/2050 | 925 | 705 | ||||||
| Comcast | ||||||||
| 4.600%, 08/15/2045 | 1,150 | 1,005 | ||||||
| 4.049%, 11/01/2052 | 3,943 | 2,959 | ||||||
| 4.000%, 03/01/2048 | 1,700 | 1,310 | ||||||
| 3.969%, 11/01/2047 | 5,995 | 4,619 | ||||||
| 3.400%, 07/15/2046 | 3,685 | 2,630 | ||||||
| 2.987%, 11/01/2063 | 28,019 | 15,613 | ||||||
| 2.937%, 11/01/2056 | 40,150 | 23,414 | ||||||
| 2.887%, 11/01/2051 | 11,757 | 7,097 | ||||||
| Discovery Global Holdings | ||||||||
| 5.050%, 03/15/2042 | 1,575 | 1,107 | ||||||
| Meta Platforms | ||||||||
| 5.750%, 05/15/2063 | 640 | 622 | ||||||
| 5.750%, 11/15/2065 | 3,950 | 3,848 | ||||||
| 5.625%, 11/15/2055 | 11,361 | 11,120 | ||||||
| 5.600%, 05/15/2053 | 2,250 | 2,191 | ||||||
| 5.550%, 08/15/2064 | 10,420 | 9,818 | ||||||
| 5.500%, 11/15/2045 | 11,390 | 11,253 | ||||||
| 5.400%, 08/15/2054 | 8,961 | 8,460 | ||||||
| 4.450%, 08/15/2052 | 6,815 | 5,594 | ||||||
| Paramount Global | ||||||||
| 6.875%, 04/30/2036 | 680 | 618 | ||||||
| 5.900%, 10/15/2040 | 355 | 270 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.375%, 03/15/2043 | $ | 3,580 | $ | 2,258 | ||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 1,921 | 2,079 | ||||||
| 6.750%, 06/15/2039 | 945 | 968 | ||||||
| 5.875%, 11/15/2040 | 1,741 | 1,633 | ||||||
| 5.500%, 09/01/2041 | 544 | 486 | ||||||
| 4.500%, 09/15/2042 | 1,440 | 1,136 | ||||||
| T-Mobile USA | ||||||||
| 5.500%, 01/15/2055 | 2,361 | 2,252 | ||||||
| 3.300%, 02/15/2051 | 500 | 341 | ||||||
| 3.000%, 02/15/2041 | 560 | 426 | ||||||
| TWDC Enterprises 18 | ||||||||
| 4.125%, 12/01/2041 | 1,250 | 1,106 | ||||||
| TWDC Enterprises 18 MTN | ||||||||
| 4.125%, 06/01/2044 | 1,604 | 1,368 | ||||||
| Verizon Communications | ||||||||
| 5.875%, 11/30/2055 | 1,515 | 1,525 | ||||||
| 3.875%, 03/01/2052 | 2,549 | 1,923 | ||||||
| 3.400%, 03/22/2041 | 1,135 | 904 | ||||||
| Walt Disney | ||||||||
| 3.600%, 01/13/2051 | 4,057 | 3,048 | ||||||
| 3.500%, 05/13/2040 | 4,485 | 3,802 | ||||||
| 2.750%, 09/01/2049 | 20,796 | 13,426 | ||||||
| 214,452 | ||||||||
| Consumer Discretionary — 3.3% | ||||||||
| 7-Eleven | ||||||||
| 2.500%, 02/10/2041 (A) | 1,155 | 816 | ||||||
| Amazon.com | ||||||||
| 5.550%, 11/20/2065 | 1,900 | 1,860 | ||||||
| 5.450%, 11/20/2055 | 4,140 | 4,078 | ||||||
| 4.050%, 08/22/2047 | 3,441 | 2,846 | ||||||
| 3.950%, 04/13/2052 | 6,261 | 4,951 | ||||||
| 3.250%, 05/12/2061 | 12,101 | 7,775 | ||||||
| 3.100%, 05/12/2051 | 6,359 | 4,318 | ||||||
| 2.875%, 05/12/2041 | 815 | 626 | ||||||
| 2.700%, 06/03/2060 | 5,500 | 3,114 | ||||||
| 2.500%, 06/03/2050 | 7,170 | 4,343 | ||||||
| Emory University | ||||||||
| 2.969%, 09/01/2050 | 600 | 404 | ||||||
| Ford Foundation | ||||||||
| 2.815%, 06/01/2070 | 765 | 456 | ||||||
| Georgetown University | ||||||||
| 4.315%, 04/01/2049 | 1,450 | 1,243 | ||||||
| Home Depot | ||||||||
| 5.950%, 04/01/2041 | 1,050 | 1,145 | ||||||
| 5.300%, 06/25/2054 | 4,900 | 4,751 | ||||||
| 4.500%, 12/06/2048 | 3,100 | 2,715 | ||||||
| 4.400%, 03/15/2045 | 4,560 | 4,041 | ||||||
| 4.250%, 04/01/2046 | 4,322 | 3,721 | ||||||
| 4.200%, 04/01/2043 | 1,555 | 1,371 | ||||||
| 3.900%, 06/15/2047 | 14,528 | 11,717 | ||||||
| 3.350%, 04/15/2050 | 3,660 | 2,617 | ||||||
| 264 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.300%, 04/15/2040 | $ | 1,965 | $ | 1,632 | ||||
| 3.125%, 12/15/2049 | 2,480 | 1,716 | ||||||
| 2.750%, 09/15/2051 | 2,825 | 1,778 | ||||||
| 2.375%, 03/15/2051 | 6,404 | 3,722 | ||||||
| Johns Hopkins University | ||||||||
| 4.083%, 07/01/2053 | 1,500 | 1,261 | ||||||
| Lowe's | ||||||||
| 5.625%, 04/15/2053 | 215 | 212 | ||||||
| 4.250%, 04/01/2052 | 800 | 639 | ||||||
| 3.700%, 04/15/2046 | 2,116 | 1,635 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 1,155 | 1,229 | ||||||
| 3.067%, 04/01/2052 | 2,540 | 1,778 | ||||||
| NIKE | ||||||||
| 3.250%, 03/27/2040 | 3,195 | 2,628 | ||||||
| Northwestern University | ||||||||
| 3.688%, 12/01/2038 | 1,040 | 954 | ||||||
| Pomona College | ||||||||
| 2.888%, 01/01/2051 | 1,240 | 808 | ||||||
| Rockefeller Foundation | ||||||||
| 2.492%, 10/01/2050 | 3,490 | 2,199 | ||||||
| Starbucks | ||||||||
| 3.350%, 03/12/2050 | 405 | 285 | ||||||
| Trustees of Boston College | ||||||||
| 3.042%, 07/01/2057 | 680 | 437 | ||||||
| University of Southern California | ||||||||
| 3.841%, 10/01/2047 | 1,085 | 901 | ||||||
| 3.028%, 10/01/2039 | 2,300 | 1,952 | ||||||
| 94,674 | ||||||||
| Consumer Staples — 4.6% | ||||||||
| Altria Group | ||||||||
| 10.200%, 02/06/2039 | 1,136 | 1,642 | ||||||
| 9.950%, 11/10/2038 | 500 | 690 | ||||||
| 3.400%, 02/04/2041 | 2,388 | 1,873 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch | ||||||||
| InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 43,177 | 40,612 | ||||||
| 4.700%, 02/01/2036 | 7,775 | 7,795 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 8.200%, 01/15/2039 | 1,240 | 1,617 | ||||||
| 8.000%, 11/15/2039 | 3,821 | 4,956 | ||||||
| 5.550%, 01/23/2049 | 5,660 | 5,700 | ||||||
| BAT Capital | ||||||||
| 4.390%, 08/15/2037 | 1,075 | 1,004 | ||||||
| 3.734%, 09/25/2040 | 335 | 278 | ||||||
| Cargill | ||||||||
| 5.375%, 10/23/2055 (A) | 2,075 | 2,021 | ||||||
| Church & Dwight | ||||||||
| 5.000%, 06/15/2052 | 727 | 679 | ||||||
| Coca-Cola | ||||||||
| 5.400%, 05/13/2064 | 2,720 | 2,692 | ||||||
| 5.200%, 01/14/2055 | 3,310 | 3,254 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.500%, 03/15/2051 | $ | 2,085 | $ | 1,282 | ||||
| Hormel Foods | ||||||||
| 3.050%, 06/03/2051 | 1,305 | 874 | ||||||
| JBS | ||||||||
| 6.500%, 12/01/2052 | 495 | 523 | ||||||
| 4.375%, 02/02/2052 | 1,190 | 941 | ||||||
| Kenvue | ||||||||
| 5.100%, 03/22/2043 | 510 | 502 | ||||||
| 5.050%, 03/22/2053 | 1,450 | 1,352 | ||||||
| Kimberly-Clark | ||||||||
| 3.900%, 05/04/2047 | 1,500 | 1,221 | ||||||
| Kraft Heinz Foods | ||||||||
| 7.125%, 08/01/2039 (A) | 1,160 | 1,321 | ||||||
| Mars | ||||||||
| 5.700%, 05/01/2055 (A) | 4,075 | 4,132 | ||||||
| 5.650%, 05/01/2045 (A) | 6,330 | 6,478 | ||||||
| PepsiCo | ||||||||
| 4.650%, 02/15/2053 | 3,404 | 3,067 | ||||||
| 3.450%, 10/06/2046 | 6,055 | 4,706 | ||||||
| 3.375%, 07/29/2049 | 510 | 376 | ||||||
| Philip Morris International | ||||||||
| 4.875%, 11/15/2043 | 2,950 | 2,764 | ||||||
| 4.625%, 10/29/2035 | 3,525 | 3,494 | ||||||
| 4.500%, 03/20/2042 | 4,500 | 4,104 | ||||||
| 4.125%, 03/04/2043 | 586 | 508 | ||||||
| 3.875%, 08/21/2042 | 1,190 | 999 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 2,390 | 2,911 | ||||||
| Target | ||||||||
| 2.950%, 01/15/2052 | 4,755 | 3,139 | ||||||
| Walmart | ||||||||
| 4.500%, 09/09/2052 | 1,640 | 1,464 | ||||||
| 4.500%, 04/15/2053 | 4,869 | 4,351 | ||||||
| 2.650%, 09/22/2051 | 4,500 | 2,900 | ||||||
| 2.500%, 09/22/2041 | 3,071 | 2,284 | ||||||
| 130,506 | ||||||||
| Energy — 5.8% | ||||||||
| BP Capital Markets America | ||||||||
| 4.812%, 02/13/2033 | 3,770 | 3,864 | ||||||
| 3.379%, 02/08/2061 | 10,771 | 7,207 | ||||||
| 3.001%, 03/17/2052 | 15 | 10 | ||||||
| 3.000%, 02/24/2050 | 1,457 | 974 | ||||||
| 2.939%, 06/04/2051 | 4,160 | 2,719 | ||||||
| 2.772%, 11/10/2050 | 3,547 | 2,250 | ||||||
| Cenovus Energy | ||||||||
| 6.750%, 11/15/2039 | 420 | 470 | ||||||
| ConocoPhillips | ||||||||
| 5.700%, 09/15/2063 | 745 | 741 | ||||||
| 5.650%, 01/15/2065 | 400 | 393 | ||||||
| 5.550%, 03/15/2054 | 680 | 671 | ||||||
| 5.300%, 05/15/2053 | 315 | 299 | ||||||
| 4.300%, 11/15/2044 | 3,105 | 2,696 | ||||||
| SEI Institutional Investments Trust | 265 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.025%, 03/15/2062 | $ | 14,479 | $ | 10,774 | ||||
| 3.800%, 03/15/2052 | 1,760 | 1,330 | ||||||
| Diamondback Energy | ||||||||
| 5.750%, 04/18/2054 | 1,011 | 987 | ||||||
| 4.250%, 03/15/2052 | 500 | 400 | ||||||
| Eastern Energy Gas Holdings LLC | ||||||||
| 5.650%, 10/15/2054 | 1,014 | 1,002 | ||||||
| Enbridge | ||||||||
| 6.700%, 11/15/2053 | 1,175 | 1,321 | ||||||
| Energy Transfer LP | ||||||||
| 6.050%, 06/01/2041 | 2,455 | 2,532 | ||||||
| 5.400%, 10/01/2047 | 822 | 759 | ||||||
| 5.150%, 03/15/2045 | 2,590 | 2,342 | ||||||
| Eni SpA | ||||||||
| 5.700%, 10/01/2040 (A) | 1,900 | 1,943 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 2,000 | 2,445 | ||||||
| 6.125%, 10/15/2039 | 1,335 | 1,463 | ||||||
| 5.950%, 02/01/2041 | 166 | 178 | ||||||
| 5.550%, 02/16/2055 | 10,197 | 10,091 | ||||||
| 5.200%, 01/15/2036 | 900 | 928 | ||||||
| 4.900%, 05/15/2046 | 6,065 | 5,612 | ||||||
| 4.850%, 08/15/2042 | 3,435 | 3,241 | ||||||
| 4.850%, 03/15/2044 | 1,160 | 1,082 | ||||||
| 3.700%, 01/31/2051 | 370 | 277 | ||||||
| 3.300%, 02/15/2053 | 310 | 211 | ||||||
| EOG Resources | ||||||||
| 5.950%, 07/15/2055 | 385 | 402 | ||||||
| 5.650%, 12/01/2054 | 255 | 255 | ||||||
| 4.950%, 04/15/2050 | 1,600 | 1,456 | ||||||
| Equinor | ||||||||
| 5.100%, 08/17/2040 | 2,335 | 2,346 | ||||||
| 4.800%, 11/08/2043 | 899 | 851 | ||||||
| 3.700%, 04/06/2050 | 1,200 | 930 | ||||||
| 3.625%, 04/06/2040 | 2,220 | 1,914 | ||||||
| Exxon Mobil | ||||||||
| 4.327%, 03/19/2050 | 6,423 | 5,500 | ||||||
| 4.227%, 03/19/2040 | 2,945 | 2,747 | ||||||
| 4.114%, 03/01/2046 | 845 | 722 | ||||||
| 3.452%, 04/15/2051 | 13,182 | 9,663 | ||||||
| 3.095%, 08/16/2049 | 665 | 467 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (A) | 1,100 | 1,152 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 3,620 | 3,967 | ||||||
| 5.600%, 02/15/2041 | 3,035 | 3,193 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 340 | 345 | ||||||
| 4.500%, 04/15/2038 | 490 | 455 | ||||||
| Northern Natural Gas | ||||||||
| 4.300%, 01/15/2049 (A) | 1,530 | 1,272 | ||||||
| Occidental Petroleum | ||||||||
| 6.450%, 09/15/2036 | 1,675 | 1,825 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Saudi Arabian Oil | ||||||||
| 6.375%, 06/02/2055 (A) | $ | 4,185 | $ | 4,410 | ||||
| Saudi Arabian Oil MTN | ||||||||
| 5.875%, 07/17/2064 (A) | 1,060 | 1,030 | ||||||
| 5.750%, 07/17/2054 (A) | 1,485 | 1,447 | ||||||
| Shell Finance US | ||||||||
| 6.375%, 12/15/2038 (A) | 3,226 | 3,659 | ||||||
| 5.500%, 03/25/2040 (A) | 1,075 | 1,121 | ||||||
| 5.125%, 10/15/2041 (A) | 1,600 | 1,595 | ||||||
| 4.550%, 08/12/2043 | 1,525 | 1,395 | ||||||
| 4.375%, 05/11/2045 | 10,230 | 8,959 | ||||||
| 4.000%, 05/10/2046 | 1,855 | 1,534 | ||||||
| 3.750%, 09/12/2046 | 7,154 | 5,677 | ||||||
| 3.250%, 04/06/2050 | 145 | 102 | ||||||
| 3.000%, 11/26/2051 (A) | 5,887 | 3,900 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 1,115 | 911 | ||||||
| Suncor Energy | ||||||||
| 5.950%, 12/01/2034 | 243 | 261 | ||||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 2,020 | 2,398 | ||||||
| TotalEnergies Capital | ||||||||
| 5.638%, 04/05/2064 | 1,895 | 1,877 | ||||||
| 5.488%, 04/05/2054 | 15 | 15 | ||||||
| 5.425%, 09/10/2064 | 1,110 | 1,061 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 11,765 | 8,058 | ||||||
| 2.986%, 06/29/2041 | 1,120 | 864 | ||||||
| Transcontinental Gas Pipe Line LLC | ||||||||
| 5.750%, 03/15/2056 (A) | 2,102 | 2,116 | ||||||
| 163,064 | ||||||||
| Financials — 18.4% | ||||||||
| AIA Group MTN | ||||||||
| 4.875%, 03/11/2044 (A) | 2,427 | 2,362 | ||||||
| Alleghany | ||||||||
| 4.900%, 09/15/2044 | 1,125 | 1,045 | ||||||
| Allstate | ||||||||
| 4.500%, 06/15/2043 | 278 | 245 | ||||||
| Aon Corp / Aon Global Holdings PLC | ||||||||
| 3.900%, 02/28/2052 | 1,075 | 806 | ||||||
| Apollo Global Management | ||||||||
| 5.800%, 05/21/2054 | 2,875 | 2,722 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 2,190 | 2,095 | ||||||
| Athene Holding | ||||||||
| 6.625%, 05/19/2055 | 1,085 | 1,062 | ||||||
| 6.250%, 04/01/2054 | 155 | 144 | ||||||
| Australia & New Zealand Banking Group MTN | ||||||||
| 5.816%, H15T1Y + 1.350%, | ||||||||
| 06/18/2036 (A)(B) | 1,850 | 1,943 | ||||||
| 266 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of America | ||||||||
| 7.750%, 05/14/2038 | $ | 450 | $ | 552 | ||||
| 6.000%, 10/15/2036 | 5,235 | 5,693 | ||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (B) | 800 | 838 | ||||||
| 3.311%, SOFR + 1.580%, 04/22/2042 (B) | 17,309 | 13,804 | ||||||
| 2.972%, SOFR + 1.560%, 07/21/2052 (B) | 760 | 502 | ||||||
| Bank of America MTN | ||||||||
| 5.875%, 02/07/2042 | 1,000 | 1,073 | ||||||
| 4.244%, TSFR3M + 2.076%, 04/24/2038 (B) | 1,000 | 938 | ||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (B) | 10,105 | 8,196 | ||||||
| 4.078%, TSFR3M + 1.582%, 04/23/2040 (B) | 5,070 | 4,556 | ||||||
| 2.676%, SOFR + 1.930%, 06/19/2041 (B) | 36,733 | 27,302 | ||||||
| Banque Federative du Credit Mutuel MTN | ||||||||
| 5.106%, 01/15/2036 (A) | 485 | 490 | ||||||
| Berkshire Hathaway Finance | ||||||||
| 4.300%, 05/15/2043 | 1,245 | 1,129 | ||||||
| 4.200%, 08/15/2048 | 1,575 | 1,327 | ||||||
| 3.850%, 03/15/2052 | 5,390 | 4,189 | ||||||
| 2.850%, 10/15/2050 | 2,776 | 1,798 | ||||||
| BlackRock Funding | ||||||||
| 5.350%, 01/08/2055 | 4,325 | 4,204 | ||||||
| 5.250%, 03/14/2054 | 4,160 | 3,999 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.250%, 08/15/2042 (A) | 3,387 | 3,592 | ||||||
| Blackstone Reg Finance LLC | ||||||||
| 4.950%, 02/15/2036 | 815 | 807 | ||||||
| BPCE | ||||||||
| 6.027%, SOFR + 1.956%, 05/28/2036 (A)(B) | 1,085 | 1,144 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 4,083 | 4,151 | ||||||
| Brookfield Finance | ||||||||
| 5.813%, 03/03/2055 | 2,244 | 2,191 | ||||||
| Brookfield Finance LLC | ||||||||
| 3.450%, 04/15/2050 | 470 | 318 | ||||||
| Capital One Financial | ||||||||
| 5.399%, SOFR + 1.508%, 01/30/2037 (B) | 3,975 | 4,011 | ||||||
| Carlyle Holdings II Finance LLC | ||||||||
| 5.625%, 03/30/2043 (A) | 1,252 | 1,232 | ||||||
| Chubb INA Holdings LLC | ||||||||
| 6.700%, 05/15/2036 | 1,620 | 1,867 | ||||||
| 4.350%, 11/03/2045 | 2,480 | 2,186 | ||||||
| 3.050%, 12/15/2061 | 2,000 | 1,253 | ||||||
| Citibank | ||||||||
| 5.570%, 04/30/2034 | 2,150 | 2,286 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Citigroup | ||||||||
| 8.125%, 07/15/2039 | $ | 4,210 | $ | 5,411 | ||||
| 5.612%, SOFR + 1.746%, 03/04/2056 (B) | 6,020 | 6,048 | ||||||
| 5.316%, SOFR + 4.548%, 03/26/2041 (B) | 3,705 | 3,718 | ||||||
| 5.174%, SOFR + 1.488%, 09/11/2036 (B) | 1,000 | 1,018 | ||||||
| 4.650%, 07/30/2045 | 1,134 | 1,035 | ||||||
| 4.281%, TSFR3M + 2.101%, 04/24/2048 (B) | 4,910 | 4,209 | ||||||
| 3.878%, TSFR3M + 1.430%, 01/24/2039 (B) | 3,630 | 3,243 | ||||||
| 2.904%, SOFR + 1.379%, 11/03/2042 (B) | 2,280 | 1,700 | ||||||
| Citigroup Capital III | ||||||||
| 7.625%, 12/01/2036 | 890 | 1,037 | ||||||
| CME Group | ||||||||
| 4.150%, 06/15/2048 | 1,634 | 1,402 | ||||||
| Credit Agricole | ||||||||
| 5.261%, SOFR + 1.430%, 01/12/2037 (A)(B) | 1,940 | 1,960 | ||||||
| CSL Finance PLC | ||||||||
| 5.106%, 04/03/2034 (A) | 1,105 | 1,144 | ||||||
| 4.750%, 04/27/2052 (A) | 2,544 | 2,243 | ||||||
| 4.625%, 04/27/2042 (A) | 320 | 294 | ||||||
| Farmers Exchange Capital | ||||||||
| 7.200%, 07/15/2048 (A) | 800 | 832 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) | 2,890 | 2,851 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(B) | 830 | 847 | ||||||
| 4.747%, SOFR + 3.231%, 11/01/2057 (A)(B) | 310 | 264 | ||||||
| Global Atlantic Finance | ||||||||
| 6.750%, 03/15/2054 (A) | 1,620 | 1,523 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 5,195 | 5,586 | ||||||
| Goldman Sachs Group | ||||||||
| 6.250%, 02/01/2041 | 4,014 | 4,390 | ||||||
| 5.734%, SOFR + 1.696%, 01/28/2056 (B) | 5,485 | 5,553 | ||||||
| 5.561%, SOFR + 1.580%, 11/19/2045 (B) | 6,775 | 6,795 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (B) | 2,165 | 2,155 | ||||||
| 5.150%, 05/22/2045 | 380 | 359 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (B) | 615 | 619 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (B) | 1,245 | 1,241 | ||||||
| SEI Institutional Investments Trust | 267 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (B) | $ | 14,510 | $ | 13,511 | ||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (B) | 7,600 | 6,867 | ||||||
| 3.436%, SOFR + 1.632%, 02/24/2043 (B) | 1,295 | 1,016 | ||||||
| 3.210%, SOFR + 1.513%, 04/22/2042 (B) | 3,648 | 2,816 | ||||||
| 2.908%, SOFR + 1.472%, 07/21/2042 (B) | 4,300 | 3,177 | ||||||
| Goldman Sachs Group MTN | ||||||||
| 4.800%, 07/08/2044 | 3,883 | 3,588 | ||||||
| HSBC Bank USA | ||||||||
| 7.000%, 01/15/2039 | 7,597 | 8,920 | ||||||
| HSBC Holdings PLC | ||||||||
| 6.500%, 09/15/2037 | 2,060 | 2,290 | ||||||
| 6.332%, SOFR + 2.650%, 03/09/2044 (B) | 1,415 | 1,563 | ||||||
| Intercontinental Exchange | ||||||||
| 4.250%, 09/21/2048 | 2,180 | 1,821 | ||||||
| JPMorgan Chase | ||||||||
| 5.600%, 07/15/2041 | 2,670 | 2,791 | ||||||
| 5.576%, SOFR + 1.635%, 07/23/2036 (B) | 2,987 | 3,106 | ||||||
| 5.534%, SOFR + 1.550%, 11/29/2045 (B) | 6,590 | 6,735 | ||||||
| 5.500%, 10/15/2040 | 2,285 | 2,413 | ||||||
| 5.400%, 01/06/2042 | 2,149 | 2,201 | ||||||
| 5.336%, SOFR + 1.620%, 01/23/2035 (B) | 5,235 | 5,456 | ||||||
| 4.946%, SOFR + 1.340%, 10/22/2035 (B) | 2,935 | 2,981 | ||||||
| 4.032%, TSFR3M + 1.722%, 07/24/2048 (B) | 1,085 | 896 | ||||||
| 3.964%, TSFR3M + 1.642%, 11/15/2048 (B) | 8,470 | 6,912 | ||||||
| 3.897%, TSFR3M + 1.482%, 01/23/2049 (B) | 4,975 | 4,003 | ||||||
| 3.882%, TSFR3M + 1.622%, 07/24/2038 (B) | 19,585 | 17,740 | ||||||
| 3.328%, SOFR + 1.580%, 04/22/2052 (B) | 1,635 | 1,168 | ||||||
| 3.157%, TSFR3M + 1.460%, 04/22/2042 (B) | 9,741 | 7,635 | ||||||
| 3.109%, SOFR + 2.440%, 04/22/2051 (B) | 165 | 113 | ||||||
| 3.109%, TSFR3M + 2.460%, 04/22/2041 (B) | 355 | 281 | ||||||
| 2.525%, TSFR3M + 1.510%, 11/19/2041 (B) | 6,525 | 4,771 | ||||||
| KKR Group Finance II LLC | ||||||||
| 5.500%, 02/01/2043 (A) | 1,073 | 1,041 | ||||||
| KKR Group Finance III LLC | ||||||||
| 5.125%, 06/01/2044 (A) | 2,752 | 2,531 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Lloyds Banking Group PLC | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (B) | $ | 3,989 | $ | 4,030 | ||||
| 4.943%, H15T1Y + 0.970%, 11/04/2036 (B) | 3,090 | 3,072 | ||||||
| LSEGA Financing PLC | ||||||||
| 3.200%, 04/06/2041 (A) | 4,214 | 3,278 | ||||||
| M&T Bank MTN | ||||||||
| 5.385%, SOFR + 1.610%, 01/16/2036 (B) | 125 | 129 | ||||||
| Marsh & McLennan | ||||||||
| 5.700%, 09/15/2053 | 1,490 | 1,489 | ||||||
| 5.450%, 03/15/2053 | 1,030 | 991 | ||||||
| 5.400%, 03/15/2055 | 962 | 922 | ||||||
| 4.900%, 03/15/2049 | 2,692 | 2,444 | ||||||
| 4.350%, 01/30/2047 | 1,080 | 911 | ||||||
| 4.200%, 03/01/2048 | 3,890 | 3,188 | ||||||
| 2.900%, 12/15/2051 | 1,175 | 747 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 4.900%, 04/01/2077 (A) | 2,690 | 2,225 | ||||||
| 3.729%, 10/15/2070 (A) | 1,300 | 849 | ||||||
| Mastercard | ||||||||
| 3.950%, 02/26/2048 | 1,025 | 837 | ||||||
| 3.850%, 03/26/2050 | 5,406 | 4,300 | ||||||
| MetLife | ||||||||
| 5.250%, 01/15/2054 | 1,100 | 1,033 | ||||||
| 5.000%, 07/15/2052 | 4,125 | 3,722 | ||||||
| 4.875%, 11/13/2043 | 2,100 | 1,946 | ||||||
| 4.721%, 12/15/2044 | 2,885 | 2,595 | ||||||
| 4.125%, 08/13/2042 | 2,015 | 1,712 | ||||||
| 4.050%, 03/01/2045 | 1,150 | 951 | ||||||
| Moody's | ||||||||
| 4.875%, 12/17/2048 | 1,766 | 1,589 | ||||||
| Morgan Stanley | ||||||||
| 5.664%, SOFR + 1.757%, 04/17/2036 (B) | 2,380 | 2,515 | ||||||
| 5.516%, SOFR + 1.710%, 11/19/2055 (B) | 8,390 | 8,368 | ||||||
| 4.457%, TSFR3M + 1.693%, 04/22/2039 (B) | 3,743 | 3,542 | ||||||
| 3.217%, SOFR + 1.485%, 04/22/2042 (B) | 5,550 | 4,390 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (B) | 5,800 | 6,198 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (B) | 2,295 | 2,283 | ||||||
| 4.375%, 01/22/2047 | 110 | 96 | ||||||
| 4.300%, 01/27/2045 | 5,815 | 5,073 | ||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (B) | 8,400 | 7,641 | ||||||
| 2.802%, SOFR + 1.430%, 01/25/2052 (B) | 660 | 423 | ||||||
| 268 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Nationwide Mutual Insurance | ||||||||
| 9.375%, 08/15/2039 (A) | $ | 1,820 | $ | 2,446 | ||||
| 4.350%, 04/30/2050 (A) | 2,615 | 2,086 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.350%, 01/23/2035 (A) | 1,500 | 1,581 | ||||||
| New York Life Insurance | ||||||||
| 6.750%, 11/15/2039 (A) | 3,330 | 3,832 | ||||||
| 3.750%, 05/15/2050 (A) | 1,460 | 1,102 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 2,010 | 2,169 | ||||||
| 3.625%, 09/30/2059 (A) | 3,140 | 2,240 | ||||||
| Pacific Life Insurance | ||||||||
| 4.300%, SOFR + 2.796%, 10/24/2067 (A)(B) | 388 | 312 | ||||||
| PayPal Holdings | ||||||||
| 3.250%, 06/01/2050 | 1,450 | 992 | ||||||
| PNC Financial Services Group | ||||||||
| 5.575%, SOFR + 1.394%, 01/29/2036 (B) | 510 | 537 | ||||||
| 5.401%, SOFR + 1.599%, 07/23/2035 (B) | 2,765 | 2,880 | ||||||
| Progressive | ||||||||
| 3.700%, 03/15/2052 | 3,695 | 2,761 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 1,963 | 2,075 | ||||||
| 3.700%, 03/13/2051 | 2,790 | 2,040 | ||||||
| Raymond James Financial | ||||||||
| 5.650%, 09/11/2055 | 1,345 | 1,316 | ||||||
| 4.950%, 07/15/2046 | 1,164 | 1,075 | ||||||
| 3.750%, 04/01/2051 | 2,294 | 1,698 | ||||||
| S&P Global | ||||||||
| 3.900%, 03/01/2062 | 550 | 415 | ||||||
| 3.250%, 12/01/2049 | 3,016 | 2,143 | ||||||
| Santander UK Group Holdings PLC | ||||||||
| 5.136%, SOFRINDX + 1.578%, 09/22/2036 (B) | 435 | 436 | ||||||
| Standard Chartered PLC MTN | ||||||||
| 5.243%, H15T1Y + 1.070%, 01/13/2037 (A)(B) | 940 | 946 | ||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.796%, SOFR + 1.780%, 07/08/2046 (B) | 970 | 991 | ||||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 4.900%, 09/15/2044 (A) | 3,690 | 3,411 | ||||||
| 4.270%, 05/15/2047 (A) | 2,793 | 2,341 | ||||||
| 3.300%, 05/15/2050 (A) | 2,650 | 1,842 | ||||||
| Travelers | ||||||||
| 5.700%, 07/24/2055 | 65 | 67 | ||||||
| 5.450%, 05/25/2053 | 3,080 | 3,068 | ||||||
| 4.600%, 08/01/2043 | 3,140 | 2,895 | ||||||
| 4.100%, 03/04/2049 | 3,853 | 3,176 | ||||||
| 4.050%, 03/07/2048 | 1,300 | 1,065 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Travelers MTN | ||||||||
| 6.250%, 06/15/2037 | $ | 1,205 | $ | 1,347 | ||||
| UBS | ||||||||
| 4.500%, 06/26/2048 | 1,905 | 1,681 | ||||||
| UBS Group | ||||||||
| 5.580%, SOFR + 1.760%, 05/09/2036 (A)(B) | 1,500 | 1,561 | ||||||
| Visa | ||||||||
| 4.300%, 12/14/2045 | 5,605 | 4,967 | ||||||
| 2.000%, 08/15/2050 | 6,130 | 3,380 | ||||||
| Wells Fargo | ||||||||
| 6.600%, 01/15/2038 | 9,970 | 11,279 | ||||||
| 5.950%, 08/26/2036 | 4,310 | 4,637 | ||||||
| 5.950%, 12/15/2036 | 1,002 | 1,061 | ||||||
| 5.850%, 02/01/2037 | 8,552 | 9,103 | ||||||
| 5.499%, SOFR + 1.780%, 01/23/2035 (B) | 2,460 | 2,577 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (B) | 3,595 | 3,559 | ||||||
| 3.900%, 05/01/2045 | 2,509 | 2,054 | ||||||
| 3.068%, SOFR + 2.530%, 04/30/2041 (B) | 3,970 | 3,099 | ||||||
| Wells Fargo MTN | ||||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (B) | 15,607 | 14,278 | ||||||
| 4.900%, 11/17/2045 | 1,355 | 1,224 | ||||||
| 4.750%, 12/07/2046 | 3,915 | 3,467 | ||||||
| 4.650%, 11/04/2044 | 1,860 | 1,632 | ||||||
| 4.611%, SOFR + 2.130%, 04/25/2053 (B) | 4,125 | 3,557 | ||||||
| 4.400%, 06/14/2046 | 5,685 | 4,787 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 2,405 | 2,285 | ||||||
| 522,834 | ||||||||
| Health Care — 14.5% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 4,740 | 4,742 | ||||||
| 5.500%, 03/15/2056 | 9,970 | 10,004 | ||||||
| 5.300%, 05/27/2040 | 1,520 | 1,585 | ||||||
| 4.900%, 11/30/2046 | 2,610 | 2,474 | ||||||
| 4.750%, 03/15/2038 | 4,130 | 4,118 | ||||||
| AbbVie | ||||||||
| 5.650%, 03/15/2066 | 965 | 971 | ||||||
| 5.600%, 03/15/2055 | 940 | 951 | ||||||
| 5.550%, 03/15/2056 | 4,464 | 4,492 | ||||||
| 5.500%, 03/15/2064 | 2,470 | 2,430 | ||||||
| 5.400%, 03/15/2054 | 13,529 | 13,287 | ||||||
| 5.350%, 03/15/2044 | 4,134 | 4,145 | ||||||
| 4.750%, 03/15/2045 | 5,625 | 5,210 | ||||||
| 4.700%, 05/14/2045 | 3,299 | 3,029 | ||||||
| 4.400%, 11/06/2042 | 635 | 576 | ||||||
| 4.250%, 11/21/2049 | 19,316 | 16,252 | ||||||
| SEI Institutional Investments Trust | 269 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Advocate Health & Hospitals | ||||||||
| 4.272%, 08/15/2048 | $ | 1,717 | $ | 1,482 | ||||
| Allina Health System | ||||||||
| 4.805%, 11/15/2045 | 1,666 | 1,527 | ||||||
| Amgen | ||||||||
| 4.875%, 03/01/2053 | 530 | 474 | ||||||
| 4.663%, 06/15/2051 | 800 | 698 | ||||||
| 4.400%, 05/01/2045 | 1,020 | 893 | ||||||
| Ascension Health | ||||||||
| 4.923%, 11/15/2035 | 2,305 | 2,348 | ||||||
| 4.847%, 11/15/2053 | 520 | 481 | ||||||
| 3.945%, 11/15/2046 | 1,291 | 1,078 | ||||||
| 3.106%, 11/15/2039 | 2,785 | 2,274 | ||||||
| AstraZeneca PLC | ||||||||
| 6.450%, 09/15/2037 | 2,284 | 2,620 | ||||||
| 4.375%, 11/16/2045 | 3,734 | 3,342 | ||||||
| Banner Health | ||||||||
| 2.907%, 01/01/2042 | 1,781 | 1,358 | ||||||
| Baptist Health South Florida | ||||||||
| 4.342%, 11/15/2041 | 610 | 549 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 4,073 | 3,494 | ||||||
| 4.700%, 07/15/2064 (A) | 935 | 736 | ||||||
| 4.400%, 07/15/2044 (A) | 1,952 | 1,602 | ||||||
| 3.950%, 04/15/2045 (A) | 1,734 | 1,321 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 845 | 923 | ||||||
| 6.500%, 11/21/2033 (A) | 140 | 154 | ||||||
| Baylor Scott & White Holdings | ||||||||
| 4.185%, 11/15/2045 | 1,250 | 1,091 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 4,805 | 4,767 | ||||||
| 4.550%, 02/20/2048 | 2,074 | 1,816 | ||||||
| 4.250%, 10/26/2049 | 11,075 | 9,213 | ||||||
| 3.900%, 03/15/2062 | 1,555 | 1,148 | ||||||
| 3.700%, 03/15/2052 | 7,964 | 5,950 | ||||||
| 3.550%, 03/15/2042 | 1,060 | 870 | ||||||
| Carilion Clinic Obligated Group | ||||||||
| 3.147%, 07/01/2051 | 535 | 353 | ||||||
| Cencora | ||||||||
| 4.900%, 02/13/2036 | 470 | 473 | ||||||
| Children's Hospital Medical Center | ||||||||
| 2.820%, 11/15/2050 | 780 | 506 | ||||||
| Cigna Group | ||||||||
| 3.875%, 10/15/2047 | 600 | 467 | ||||||
| City of Hope | ||||||||
| 5.623%, 11/15/2043 | 920 | 932 | ||||||
| CommonSpirit Health | ||||||||
| 5.662%, 09/01/2055 | 255 | 256 | ||||||
| 5.580%, 09/01/2045 | 1,285 | 1,294 | ||||||
| 4.975%, 09/01/2035 | 1,030 | 1,035 | ||||||
| 4.187%, 10/01/2049 | 665 | 541 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| CVS Health | ||||||||
| 5.875%, 06/01/2053 | $ | 290 | $ | 284 | ||||
| 5.050%, 03/25/2048 | 3,700 | 3,299 | ||||||
| 4.780%, 03/25/2038 | 3,195 | 3,053 | ||||||
| Danaher | ||||||||
| 2.800%, 12/10/2051 | 1,315 | 844 | ||||||
| Elevance Health | ||||||||
| 6.100%, 10/15/2052 | 350 | 363 | ||||||
| 5.850%, 11/01/2064 | 675 | 669 | ||||||
| 5.700%, 02/15/2055 | 1,205 | 1,185 | ||||||
| 5.650%, 06/15/2054 | 2,206 | 2,154 | ||||||
| Eli Lilly | ||||||||
| 5.650%, 10/15/2065 | 4,366 | 4,420 | ||||||
| 5.550%, 10/15/2055 | 1,790 | 1,820 | ||||||
| 5.500%, 02/12/2055 | 425 | 428 | ||||||
| 5.200%, 08/14/2064 | 2,366 | 2,232 | ||||||
| 5.100%, 02/09/2064 | 3,292 | 3,062 | ||||||
| 5.050%, 08/14/2054 | 2,795 | 2,644 | ||||||
| 5.000%, 02/09/2054 | 5,000 | 4,696 | ||||||
| 4.950%, 02/27/2063 | 4,229 | 3,844 | ||||||
| 4.875%, 02/27/2053 | 3,180 | 2,928 | ||||||
| 3.950%, 03/15/2049 | 3,490 | 2,855 | ||||||
| 2.250%, 05/15/2050 | 3,505 | 2,053 | ||||||
| GE HealthCare Technologies | ||||||||
| 6.377%, 11/22/2052 | 380 | 417 | ||||||
| Gilead Sciences | ||||||||
| 5.500%, 11/15/2054 | 5,860 | 5,841 | ||||||
| 4.800%, 04/01/2044 | 750 | 701 | ||||||
| 4.500%, 02/01/2045 | 2,155 | 1,928 | ||||||
| 4.150%, 03/01/2047 | 2,160 | 1,818 | ||||||
| GlaxoSmithKline Capital | ||||||||
| 6.375%, 05/15/2038 | 4,719 | 5,381 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 2,748 | 2,681 | ||||||
| 3.200%, 06/01/2050 (A) | 3,875 | 2,503 | ||||||
| Hoag Memorial Hospital Presbyterian | ||||||||
| 3.803%, 07/15/2052 | 1,385 | 1,093 | ||||||
| Humana | ||||||||
| 8.150%, 06/15/2038 | 1,510 | 1,851 | ||||||
| 5.750%, 04/15/2054 | 1 | 1 | ||||||
| 4.625%, 12/01/2042 | 505 | 435 | ||||||
| Indiana University Health Obligated Group | ||||||||
| 3.970%, 11/01/2048 | 1,580 | 1,308 | ||||||
| Johnson & Johnson | ||||||||
| 4.850%, 05/15/2041 | 3,682 | 3,705 | ||||||
| 3.625%, 03/03/2037 | 790 | 728 | ||||||
| 3.400%, 01/15/2038 | 4,100 | 3,656 | ||||||
| 2.100%, 09/01/2040 | 1,335 | 963 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 4.150%, 05/01/2047 | 710 | 607 | ||||||
| 3.266%, 11/01/2049 | 1,850 | 1,340 | ||||||
| 2.810%, 06/01/2041 | 5,855 | 4,446 | ||||||
| 270 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Mass General Brigham | ||||||||
| 3.765%, 07/01/2048 | $ | 650 | $ | 518 | ||||
| 3.192%, 07/01/2049 | 2,467 | 1,772 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 2,385 | 1,786 | ||||||
| Memorial Sloan-Kettering Cancer Center | ||||||||
| 5.000%, 07/01/2042 | 235 | 231 | ||||||
| 4.125%, 07/01/2052 | 2,040 | 1,694 | ||||||
| Merck | ||||||||
| 5.700%, 09/15/2055 | 7,059 | 7,219 | ||||||
| 5.700%, 12/04/2065 | 925 | 929 | ||||||
| 5.550%, 12/04/2055 | 2,525 | 2,532 | ||||||
| 5.500%, 03/15/2046 | 2,610 | 2,641 | ||||||
| 5.000%, 05/17/2053 | 3,295 | 3,066 | ||||||
| 4.900%, 05/17/2044 | 2,205 | 2,104 | ||||||
| 4.750%, 12/04/2035 | 460 | 464 | ||||||
| 4.150%, 05/18/2043 | 1,305 | 1,146 | ||||||
| 4.000%, 03/07/2049 | 550 | 448 | ||||||
| 3.900%, 03/07/2039 | 1,150 | 1,046 | ||||||
| 3.700%, 02/10/2045 | 6,860 | 5,547 | ||||||
| 2.900%, 12/10/2061 | 2,286 | 1,356 | ||||||
| 2.750%, 12/10/2051 | 1,330 | 837 | ||||||
| 2.350%, 06/24/2040 | 1,525 | 1,118 | ||||||
| Merck Sharp & Dohme Corp | ||||||||
| 5.750%, 11/15/2036 | 1,200 | 1,324 | ||||||
| MyMichigan Health | ||||||||
| 3.409%, 06/01/2050 | 2,220 | 1,600 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 580 | 491 | ||||||
| Novant Health | ||||||||
| 3.168%, 11/01/2051 | 2,615 | 1,793 | ||||||
| Novartis Capital | ||||||||
| 4.400%, 05/06/2044 | 1,685 | 1,533 | ||||||
| 4.000%, 11/20/2045 | 775 | 661 | ||||||
| NYU Langone Hospitals | ||||||||
| 5.750%, 07/01/2043 | 1,380 | 1,450 | ||||||
| 4.368%, 07/01/2047 | 1,355 | 1,197 | ||||||
| Orlando Health Obligated Group | ||||||||
| 3.327%, 10/01/2050 | 685 | 512 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.787%, 11/15/2048 | 997 | 897 | ||||||
| 3.218%, 11/15/2050 | 3,180 | 2,177 | ||||||
| Pfizer | ||||||||
| 4.400%, 05/15/2044 | 870 | 791 | ||||||
| 4.300%, 06/15/2043 | 2,500 | 2,230 | ||||||
| 4.200%, 09/15/2048 | 4,310 | 3,627 | ||||||
| 4.100%, 09/15/2038 | 1,900 | 1,764 | ||||||
| 3.900%, 03/15/2039 | 2,100 | 1,892 | ||||||
| 2.550%, 05/28/2040 | 575 | 431 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | 1,078 | 1,012 | ||||||
| 5.300%, 05/19/2053 | 8,750 | 8,378 | ||||||
| 5.110%, 05/19/2043 | 6,205 | 6,038 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Providence St. Joseph Health Obligated Group | ||||||||
| 3.744%, 10/01/2047 | $ | 1,520 | $ | 1,189 | ||||
| Rady Children's Hospital-San Diego | ||||||||
| 3.154%, 08/15/2051 | 865 | 605 | ||||||
| Roche Holdings | ||||||||
| 5.218%, 03/08/2054 (A) | 3,244 | 3,223 | ||||||
| 2.607%, 12/13/2051 (A) | 700 | 439 | ||||||
| Sentara Health | ||||||||
| 2.927%, 11/01/2051 | 805 | 536 | ||||||
| Shands Teaching Hospital and Clinics | ||||||||
| 4.741%, 12/01/2042 | 1,750 | 1,584 | ||||||
| Sharp HealthCare | ||||||||
| 2.680%, 08/01/2050 | 1,500 | 959 | ||||||
| Stanford Health Care | ||||||||
| 3.795%, 11/15/2048 | 4,117 | 3,300 | ||||||
| Sutter Health | ||||||||
| 5.547%, 08/15/2053 | 1,478 | 1,515 | ||||||
| Takeda Pharmaceutical | ||||||||
| 5.650%, 07/05/2054 | 500 | 499 | ||||||
| 3.175%, 07/09/2050 | 1,360 | 933 | ||||||
| 3.025%, 07/09/2040 | 700 | 547 | ||||||
| Thermo Fisher Scientific | ||||||||
| 5.546%, 02/12/2046 | 3,710 | 3,783 | ||||||
| 4.902%, 02/12/2036 | 1,355 | 1,378 | ||||||
| UnitedHealth Group | ||||||||
| 6.625%, 11/15/2037 | 1,080 | 1,228 | ||||||
| 6.500%, 06/15/2037 | 760 | 854 | ||||||
| 5.950%, 02/15/2041 | 770 | 817 | ||||||
| 5.950%, 06/15/2055 | 1,340 | 1,388 | ||||||
| 5.875%, 02/15/2053 | 7,466 | 7,593 | ||||||
| 5.750%, 07/15/2064 | 3,963 | 3,904 | ||||||
| 5.625%, 07/15/2054 | 13,988 | 13,801 | ||||||
| 5.500%, 07/15/2044 | 2,585 | 2,575 | ||||||
| 5.500%, 04/15/2064 | 2,515 | 2,387 | ||||||
| 5.375%, 04/15/2054 | 300 | 285 | ||||||
| 5.050%, 04/15/2053 | 75 | 68 | ||||||
| 4.750%, 07/15/2045 | 3,875 | 3,514 | ||||||
| 4.750%, 05/15/2052 | 3,275 | 2,852 | ||||||
| 4.450%, 12/15/2048 | 12,694 | 10,770 | ||||||
| 4.250%, 04/15/2047 | 1,325 | 1,102 | ||||||
| 4.250%, 06/15/2048 | 7,230 | 5,972 | ||||||
| 4.200%, 01/15/2047 | 1,477 | 1,221 | ||||||
| 3.950%, 10/15/2042 | 5,770 | 4,834 | ||||||
| 3.750%, 10/15/2047 | 680 | 523 | ||||||
| 3.700%, 08/15/2049 | 1,426 | 1,068 | ||||||
| 3.500%, 08/15/2039 | 4,070 | 3,416 | ||||||
| 3.250%, 05/15/2051 | 6,750 | 4,622 | ||||||
| 3.050%, 05/15/2041 | 7,246 | 5,561 | ||||||
| 2.900%, 05/15/2050 | 1,390 | 900 | ||||||
| West Virginia United Health System Obligated Group | ||||||||
| 3.129%, 06/01/2050 | 900 | 597 | ||||||
| SEI Institutional Investments Trust | 271 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Willis-Knighton Medical Center | ||||||||
| 4.813%, 09/01/2048 | $ | 1,415 | $ | 1,274 | ||||
| Wyeth LLC | ||||||||
| 5.950%, 04/01/2037 | 12,864 | 14,070 | ||||||
| 410,506 | ||||||||
| Industrials — 6.3% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 4.950%, 09/10/2034 | 1,005 | 1,007 | ||||||
| 3.850%, 10/29/2041 | 510 | 425 | ||||||
| American Airlines Pass-Through Trust, Ser 2016-2, Cl AA | ||||||||
| 3.200%, 06/15/2028 | 579 | 569 | ||||||
| BAE Systems PLC | ||||||||
| 3.000%, 09/15/2050 (A) | 1,776 | 1,217 | ||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | 885 | 1,026 | ||||||
| 5.805%, 05/01/2050 | 4,465 | 4,483 | ||||||
| 5.705%, 05/01/2040 | 1,670 | 1,737 | ||||||
| 3.750%, 02/01/2050 | 755 | 561 | ||||||
| Booz Allen Hamilton | ||||||||
| 5.950%, 04/15/2035 | 560 | 568 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 5.800%, 03/15/2056 | 2,135 | 2,232 | ||||||
| 5.550%, 03/15/2056 | 285 | 286 | ||||||
| 5.500%, 03/15/2055 | 1,405 | 1,403 | ||||||
| 5.200%, 04/15/2054 | 1,470 | 1,406 | ||||||
| 5.150%, 09/01/2043 | 1,090 | 1,073 | ||||||
| 4.900%, 04/01/2044 | 7,951 | 7,573 | ||||||
| 4.550%, 09/01/2044 | 3,140 | 2,839 | ||||||
| 4.450%, 03/15/2043 | 560 | 506 | ||||||
| 4.450%, 01/15/2053 | 2,584 | 2,211 | ||||||
| 4.400%, 03/15/2042 | 2,825 | 2,573 | ||||||
| 4.375%, 09/01/2042 | 245 | 221 | ||||||
| 4.150%, 04/01/2045 | 9,130 | 7,797 | ||||||
| 4.050%, 06/15/2048 | 1,795 | 1,478 | ||||||
| 3.300%, 09/15/2051 | 4,105 | 2,887 | ||||||
| 3.050%, 02/15/2051 | 2,205 | 1,480 | ||||||
| 2.875%, 06/15/2052 | 3,955 | 2,526 | ||||||
| Canadian National Railway | ||||||||
| 6.200%, 06/01/2036 | 1,680 | 1,880 | ||||||
| 4.500%, 11/07/2043 | 1,720 | 1,536 | ||||||
| 4.400%, 08/05/2052 | 2,551 | 2,212 | ||||||
| Canadian Pacific Railway | ||||||||
| 6.125%, 09/15/2115 | 1,405 | 1,454 | ||||||
| Caterpillar | ||||||||
| 4.750%, 05/15/2064 | 420 | 376 | ||||||
| CSX | ||||||||
| 4.900%, 03/15/2055 | 9,525 | 8,717 | ||||||
| 4.500%, 11/15/2052 | 1,550 | 1,344 | ||||||
| 4.500%, 08/01/2054 | 1,625 | 1,396 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Cummins | ||||||||
| 2.600%, 09/01/2050 | $ | 1,800 | $ | 1,120 | ||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 1,410 | 1,498 | ||||||
| 5.450%, 01/16/2035 | 1,957 | 2,089 | ||||||
| 2.875%, 09/07/2049 | 2,643 | 1,821 | ||||||
| Emerson Electric | ||||||||
| 2.800%, 12/21/2051 | 3,136 | 2,034 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 550 | 546 | ||||||
| General Dynamics | ||||||||
| 4.250%, 04/01/2040 | 1,430 | 1,331 | ||||||
| 4.250%, 04/01/2050 | 3,459 | 3,000 | ||||||
| Honeywell International | ||||||||
| 5.350%, 03/01/2064 | 1,745 | 1,687 | ||||||
| 5.250%, 03/01/2054 | 5,350 | 5,147 | ||||||
| Lockheed Martin | ||||||||
| 5.200%, 02/15/2055 | 4,135 | 3,982 | ||||||
| 5.200%, 02/15/2064 | 3,700 | 3,480 | ||||||
| 4.700%, 05/15/2046 | 300 | 277 | ||||||
| 4.300%, 06/15/2062 | 2,176 | 1,764 | ||||||
| 4.090%, 09/15/2052 | 5,447 | 4,417 | ||||||
| 4.070%, 12/15/2042 | 5,661 | 4,949 | ||||||
| 2.800%, 06/15/2050 | 960 | 625 | ||||||
| Norfolk Southern | ||||||||
| 4.837%, 10/01/2041 | 4,100 | 3,927 | ||||||
| 3.700%, 03/15/2053 | 500 | 371 | ||||||
| Northrop Grumman | ||||||||
| 5.200%, 06/01/2054 | 450 | 430 | ||||||
| 4.030%, 10/15/2047 | 15 | 12 | ||||||
| RTX | ||||||||
| 6.125%, 07/15/2038 | 295 | 328 | ||||||
| 4.625%, 11/16/2048 | 1,315 | 1,171 | ||||||
| 4.500%, 06/01/2042 | 3,662 | 3,375 | ||||||
| 3.750%, 11/01/2046 | 2,039 | 1,617 | ||||||
| Siemens Financieringsmaatschappij | ||||||||
| 4.400%, 05/27/2045 (A) | 200 | 181 | ||||||
| 2.875%, 03/11/2041 (A) | 2,700 | 2,096 | ||||||
| Siemens Funding BV | ||||||||
| 5.900%, 05/28/2065 (A) | 1,475 | 1,561 | ||||||
| 5.800%, 05/28/2055 (A) | 2,295 | 2,425 | ||||||
| Snap-on | ||||||||
| 4.100%, 03/01/2048 | 3,686 | 3,054 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 2,842 | 2,544 | ||||||
| Union Pacific | ||||||||
| 4.950%, 05/15/2053 | 170 | 157 | ||||||
| 3.875%, 02/01/2055 | 1,925 | 1,473 | ||||||
| 3.839%, 03/20/2060 | 16,054 | 11,864 | ||||||
| 3.500%, 02/14/2053 | 5,010 | 3,620 | ||||||
| 3.375%, 02/14/2042 | 680 | 546 | ||||||
| 2.973%, 09/16/2062 | 2,395 | 1,436 | ||||||
| 2.950%, 03/10/2052 | 13,538 | 8,783 | ||||||
| 272 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | $ | 765 | $ | 665 | ||||
| United Airlines Pass-Through Trust, Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 1,002 | 1,063 | ||||||
| United Airlines Pass-Through Trust, Ser 2024-1 | ||||||||
| 5.450%, 02/15/2037 | 1,344 | 1,405 | ||||||
| United Parcel Service | ||||||||
| 6.200%, 01/15/2038 | 1,492 | 1,677 | ||||||
| 6.050%, 05/14/2065 | 1,490 | 1,557 | ||||||
| 5.500%, 05/22/2054 | 1,035 | 1,024 | ||||||
| 5.050%, 03/03/2053 | 4,889 | 4,535 | ||||||
| 3.625%, 10/01/2042 | 1,025 | 844 | ||||||
| Waste Management | ||||||||
| 5.350%, 10/15/2054 | 5,126 | 5,075 | ||||||
| WW Grainger | ||||||||
| 4.600%, 06/15/2045 | 998 | 919 | ||||||
| 178,501 | ||||||||
| Information Technology — 6.6% | ||||||||
| Amphenol | ||||||||
| 5.300%, 11/15/2055 | 6,601 | 6,392 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 6,022 | 3,983 | ||||||
| 2.800%, 10/01/2041 | 1,715 | 1,292 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 1,305 | 1,216 | ||||||
| 4.375%, 05/13/2045 | 6,948 | 6,287 | ||||||
| 3.850%, 05/04/2043 | 480 | 411 | ||||||
| 3.850%, 08/04/2046 | 17,324 | 14,300 | ||||||
| 3.750%, 09/12/2047 | 5,985 | 4,816 | ||||||
| 3.750%, 11/13/2047 | 150 | 121 | ||||||
| 3.450%, 02/09/2045 | 8,445 | 6,688 | ||||||
| 2.850%, 08/05/2061 | 4,760 | 2,881 | ||||||
| 2.800%, 02/08/2061 | 990 | 589 | ||||||
| 2.700%, 08/05/2051 | 3,550 | 2,258 | ||||||
| 2.650%, 05/11/2050 | 1,440 | 917 | ||||||
| 2.650%, 02/08/2051 | 14,295 | 9,021 | ||||||
| 2.375%, 02/08/2041 | 1,175 | 862 | ||||||
| Applied Materials | ||||||||
| 4.600%, 01/15/2036 | 3,035 | 3,022 | ||||||
| 4.350%, 04/01/2047 | 1,481 | 1,312 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 1,045 | 1,004 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 7,751 | 7,959 | ||||||
| 5.200%, 07/15/2035 | 4,185 | 4,325 | ||||||
| 4.926%, 05/15/2037 (A) | 1,530 | 1,531 | ||||||
| 4.900%, 02/15/2038 | 9,525 | 9,472 | ||||||
| 3.500%, 02/15/2041 | 1,685 | 1,396 | ||||||
| 3.187%, 11/15/2036 (A) | 535 | 462 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | $ | 3,135 | $ | 3,428 | ||||
| 5.500%, 01/15/2040 | 1,499 | 1,574 | ||||||
| 5.350%, 02/26/2064 | 3,250 | 3,111 | ||||||
| 5.300%, 02/26/2054 | 5,307 | 5,163 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (A) | 1,840 | 1,990 | ||||||
| 6.100%, 01/25/2036 (A) | 950 | 1,014 | ||||||
| International Business Machines | ||||||||
| 5.800%, 02/03/2056 | 1,480 | 1,482 | ||||||
| 5.700%, 02/10/2055 | 8,700 | 8,570 | ||||||
| 4.150%, 05/15/2039 | 3,230 | 2,897 | ||||||
| 4.000%, 06/20/2042 | 1,090 | 920 | ||||||
| Intuit | ||||||||
| 5.500%, 09/15/2053 | 630 | 596 | ||||||
| KLA | ||||||||
| 4.950%, 07/15/2052 | 3,327 | 3,083 | ||||||
| 3.300%, 03/01/2050 | 440 | 312 | ||||||
| Lam Research | ||||||||
| 2.875%, 06/15/2050 | 2,903 | 1,916 | ||||||
| Microsoft | ||||||||
| 3.041%, 03/17/2062 | 10,763 | 6,766 | ||||||
| 2.921%, 03/17/2052 | 11,959 | 7,967 | ||||||
| 2.525%, 06/01/2050 | 14,116 | 8,789 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 2,895 | 2,773 | ||||||
| 6.700%, 02/04/2056 | 5,540 | 5,373 | ||||||
| 6.550%, 02/04/2046 | 3,350 | 3,264 | ||||||
| 6.100%, 09/26/2065 | 1,925 | 1,668 | ||||||
| 5.950%, 09/26/2055 | 1,850 | 1,628 | ||||||
| 4.125%, 05/15/2045 | 750 | 542 | ||||||
| 4.000%, 07/15/2046 | 1,336 | 932 | ||||||
| 4.000%, 11/15/2047 | 1,002 | 691 | ||||||
| 3.950%, 03/25/2051 | 2,375 | 1,572 | ||||||
| 3.600%, 04/01/2040 | 3,288 | 2,485 | ||||||
| QUALCOMM | ||||||||
| 4.300%, 05/20/2047 | 2,610 | 2,216 | ||||||
| Salesforce | ||||||||
| 2.900%, 07/15/2051 | 4,285 | 2,623 | ||||||
| 2.700%, 07/15/2041 | 1,620 | 1,150 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 130 | 130 | ||||||
| Texas Instruments | ||||||||
| 5.150%, 02/08/2054 | 1,380 | 1,328 | ||||||
| 5.050%, 05/18/2063 | 6,310 | 5,755 | ||||||
| 5.000%, 03/14/2053 | 700 | 655 | ||||||
| 186,880 | ||||||||
| Materials — 1.2% | ||||||||
| Barrick North America Finance LLC | ||||||||
| 5.750%, 05/01/2043 | 1,550 | 1,611 | ||||||
| Barrick PD Australia Finance Pty | ||||||||
| 5.950%, 10/15/2039 | 2,345 | 2,514 | ||||||
| SEI Institutional Investments Trust | 273 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| BHP Billiton Finance USA | ||||||||
| 5.750%, 09/05/2055 | $ | 6,495 | $ | 6,782 | ||||
| 5.000%, 02/15/2036 | 1,555 | 1,599 | ||||||
| 5.000%, 09/30/2043 | 4,200 | 4,077 | ||||||
| Ecolab | ||||||||
| 2.700%, 12/15/2051 | 2,160 | 1,362 | ||||||
| FMC | ||||||||
| 6.375%, 05/18/2053 | 1,403 | 1,050 | ||||||
| Glencore Finance Canada | ||||||||
| 6.900%, 11/15/2037 (A) | 345 | 396 | ||||||
| Glencore Funding LLC | ||||||||
| 6.141%, 04/01/2055 (A) | 3,375 | 3,565 | ||||||
| 5.893%, 04/04/2054 (A) | 195 | 200 | ||||||
| 5.673%, 04/01/2035 (A) | 1,645 | 1,738 | ||||||
| 3.875%, 04/27/2051 (A) | 1,330 | 1,009 | ||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | 1,018 | 919 | ||||||
| 4.375%, 06/01/2047 | 100 | 83 | ||||||
| 3.268%, 11/15/2040 (A) | 525 | 412 | ||||||
| Rio Tinto Finance USA | ||||||||
| 5.200%, 11/02/2040 | 2,902 | 2,947 | ||||||
| 2.750%, 11/02/2051 | 3,000 | 1,897 | ||||||
| Rio Tinto Finance USA PLC | ||||||||
| 5.750%, 03/14/2055 | 1,691 | 1,755 | ||||||
| 5.250%, 03/14/2035 | 1,025 | 1,070 | ||||||
| 34,986 | ||||||||
| Real Estate — 0.9% | ||||||||
| ERP Operating LP | ||||||||
| 4.500%, 07/01/2044 | 500 | 456 | ||||||
| 4.500%, 06/01/2045 | 900 | 798 | ||||||
| Kilroy Realty | ||||||||
| 6.250%, 01/15/2036 | 490 | 500 | ||||||
| 5.875%, 10/15/2035 | 1,060 | 1,045 | ||||||
| Kimco Realty OP LLC | ||||||||
| 3.700%, 10/01/2049 | 1,195 | 909 | ||||||
| Nationwide Health Properties MTN | ||||||||
| 6.900%, 10/01/2037 | 1,600 | 1,799 | ||||||
| Prologis LP | ||||||||
| 5.250%, 05/15/2035 | 795 | 828 | ||||||
| 5.250%, 06/15/2053 | 3,512 | 3,398 | ||||||
| 5.250%, 03/15/2054 | 1,300 | 1,252 | ||||||
| 2.125%, 10/15/2050 | 4,130 | 2,269 | ||||||
| Prologis Targeted US Logistics Fund | ||||||||
| 4.750%, 01/15/2036 (A) | 1,125 | 1,112 | ||||||
| Regency Centers LP | ||||||||
| 4.400%, 02/01/2047 | 820 | 715 | ||||||
| Scentre Group Trust 2 | ||||||||
| 5.125%, H15T5Y + 4.685%, | ||||||||
| 09/24/2080 (A)(B) | 3,895 | 3,949 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 1,885 | 2,196 | ||||||
| 5.850%, 03/08/2053 | 1,464 | 1,521 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.250%, 11/30/2046 | $ | 1,955 | $ | 1,656 | ||||
| 3.800%, 07/15/2050 | 1,400 | 1,078 | ||||||
| 3.250%, 09/13/2049 | 1,000 | 703 | ||||||
| 26,184 | ||||||||
| Utilities — 17.3% | ||||||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 1,500 | 1,463 | ||||||
| 4.000%, 12/01/2046 | 4,373 | 3,569 | ||||||
| 3.800%, 06/15/2049 | 1,600 | 1,230 | ||||||
| 3.650%, 04/01/2050 | 1,525 | 1,148 | ||||||
| 3.150%, 09/15/2049 | 1,760 | 1,207 | ||||||
| Alabama Power | ||||||||
| 5.200%, 06/01/2041 | 155 | 156 | ||||||
| 4.300%, 07/15/2048 | 1,420 | 1,191 | ||||||
| 3.850%, 12/01/2042 | 7,344 | 6,169 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 3,287 | 3,311 | ||||||
| 3.700%, 12/01/2047 | 3,470 | 2,691 | ||||||
| 3.250%, 03/15/2050 | 50 | 35 | ||||||
| 2.900%, 06/15/2051 | 3,724 | 2,411 | ||||||
| American Electric Power | ||||||||
| 6.050%, H15T5Y + 1.940%, | ||||||||
| 03/15/2056 (B) | 1,345 | 1,350 | ||||||
| American Transmission Systems | ||||||||
| 5.000%, 09/01/2044 (A) | 850 | 804 | ||||||
| American Water Capital | ||||||||
| 3.750%, 09/01/2047 | 1,000 | 778 | ||||||
| Appalachian Power | ||||||||
| 4.500%, 03/01/2049 | 700 | 592 | ||||||
| Arizona Public Service | ||||||||
| 4.500%, 04/01/2042 | 312 | 280 | ||||||
| 4.250%, 03/01/2049 | 450 | 366 | ||||||
| Atmos Energy | ||||||||
| 4.125%, 10/15/2044 | 1,000 | 860 | ||||||
| Baltimore Gas and Electric | ||||||||
| 5.400%, 06/01/2053 | 1,926 | 1,879 | ||||||
| 4.550%, 06/01/2052 | 594 | 511 | ||||||
| 3.500%, 08/15/2046 | 3,800 | 2,876 | ||||||
| 2.900%, 06/15/2050 | 930 | 606 | ||||||
| Basin Electric Power Cooperative | ||||||||
| 5.850%, 10/15/2055 (A) | 675 | 679 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 4.600%, 05/01/2053 | 500 | 424 | ||||||
| 4.450%, 01/15/2049 | 3,375 | 2,846 | ||||||
| 4.250%, 10/15/2050 | 4,090 | 3,368 | ||||||
| 3.800%, 07/15/2048 | 10,500 | 8,070 | ||||||
| Boston Gas | ||||||||
| 6.119%, 07/20/2053 (A) | 460 | 471 | ||||||
| 4.487%, 02/15/2042 (A) | 250 | 219 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.150%, 03/01/2034 | 965 | 1,000 | ||||||
| 4.500%, 04/01/2044 | 483 | 431 | ||||||
| 274 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.950%, 03/01/2048 | $ | 1,000 | $ | 807 | ||||
| 2.900%, 07/01/2050 | 785 | 514 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.580%, 10/20/2035 (A) | 1,818 | 1,878 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 570 | 596 | ||||||
| 5.300%, 02/01/2053 | 1,940 | 1,855 | ||||||
| 4.700%, 01/15/2044 | 4,678 | 4,280 | ||||||
| 4.600%, 08/15/2043 | 1,620 | 1,461 | ||||||
| 4.000%, 03/01/2048 | 2,925 | 2,378 | ||||||
| 4.000%, 03/01/2049 | 1,315 | 1,055 | ||||||
| 3.850%, 03/15/2052 | 900 | 685 | ||||||
| 3.750%, 08/15/2047 | 3,085 | 2,417 | ||||||
| 3.700%, 03/01/2045 | 4,520 | 3,595 | ||||||
| 3.125%, 03/15/2051 | 4,215 | 2,840 | ||||||
| Connecticut Light and Power | ||||||||
| 5.250%, 01/15/2053 | 595 | 574 | ||||||
| 4.000%, 04/01/2048 | 2,652 | 2,152 | ||||||
| Consolidated Edison of New York | ||||||||
| 6.750%, 04/01/2038 | 1,915 | 2,219 | ||||||
| 6.150%, 11/15/2052 | 1,515 | 1,620 | ||||||
| 5.900%, 11/15/2053 | 910 | 941 | ||||||
| 5.750%, 11/15/2055 | 2,125 | 2,156 | ||||||
| 5.700%, 06/15/2040 | 40 | 42 | ||||||
| 5.500%, 03/15/2055 | 3,195 | 3,135 | ||||||
| 4.625%, 12/01/2054 | 1,575 | 1,355 | ||||||
| 4.500%, 05/15/2058 | 1,230 | 1,023 | ||||||
| 3.950%, 03/01/2043 | 6,246 | 5,264 | ||||||
| 3.875%, 06/15/2047 | 5,872 | 4,639 | ||||||
| 3.850%, 06/15/2046 | 3,427 | 2,729 | ||||||
| 3.700%, 11/15/2059 | 1,150 | 815 | ||||||
| 3.000%, 12/01/2060 | 1,700 | 1,016 | ||||||
| Consumers Energy | ||||||||
| 4.350%, 04/15/2049 | 5,103 | 4,366 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (B) | 1,085 | 1,105 | ||||||
| Dominion Energy South Carolina | ||||||||
| 5.100%, 06/01/2065 | 285 | 260 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 11,783 | 12,243 | ||||||
| 3.950%, 06/15/2042 | 80 | 67 | ||||||
| 3.700%, 03/15/2045 | 1,675 | 1,339 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 6.050%, 04/15/2038 | 1,465 | 1,605 | ||||||
| 6.000%, 01/15/2038 | 2,896 | 3,156 | ||||||
| 5.400%, 01/15/2054 | 1,375 | 1,347 | ||||||
| 5.350%, 01/15/2053 | 1,982 | 1,924 | ||||||
| 5.300%, 02/15/2040 | 5,190 | 5,303 | ||||||
| 4.250%, 12/15/2041 | 4,550 | 4,055 | ||||||
| 4.000%, 09/30/2042 | 11,610 | 9,904 | ||||||
| 3.200%, 08/15/2049 | 930 | 653 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Duke Energy Florida LLC | ||||||||
| 5.950%, 11/15/2052 | $ | 3,031 | $ | 3,175 | ||||
| 4.200%, 07/15/2048 | 2,000 | 1,652 | ||||||
| 3.400%, 10/01/2046 | 1,805 | 1,347 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.450%, 04/01/2039 | 3,040 | 3,420 | ||||||
| 6.350%, 08/15/2038 | 1,270 | 1,419 | ||||||
| 5.900%, 05/15/2055 | 1,545 | 1,593 | ||||||
| 4.900%, 07/15/2043 | 815 | 781 | ||||||
| 3.750%, 05/15/2046 | 750 | 594 | ||||||
| 3.250%, 10/01/2049 | 4,145 | 2,913 | ||||||
| 2.750%, 04/01/2050 | 2,290 | 1,449 | ||||||
| Duke Energy Ohio | ||||||||
| 4.300%, 02/01/2049 | 580 | 484 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.050%, 03/15/2035 | 1,555 | 1,596 | ||||||
| 4.375%, 03/30/2044 | 2,880 | 2,542 | ||||||
| 4.200%, 08/15/2045 | 2,905 | 2,463 | ||||||
| 4.150%, 12/01/2044 | 975 | 831 | ||||||
| 4.100%, 03/15/2043 | 860 | 743 | ||||||
| 3.600%, 09/15/2047 | 2,525 | 1,925 | ||||||
| 2.500%, 08/15/2050 | 430 | 257 | ||||||
| Electricite de France | ||||||||
| 6.375%, 01/13/2055 (A) | 960 | 1,013 | ||||||
| Elm Road Generating Station Supercritical LLC | ||||||||
| 5.848%, 01/19/2041 (A) | 1,000 | 1,072 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.750%, 01/15/2056 | 3,038 | 3,065 | ||||||
| 4.200%, 04/01/2049 | 1,345 | 1,102 | ||||||
| 3.350%, 06/15/2052 | 2,320 | 1,609 | ||||||
| Entergy Louisiana LLC | ||||||||
| 5.800%, 03/15/2055 | 1,415 | 1,439 | ||||||
| 5.700%, 03/15/2054 | 3,165 | 3,175 | ||||||
| 4.900%, 04/15/2036 | 250 | 250 | ||||||
| 4.200%, 09/01/2048 | 1,030 | 844 | ||||||
| 4.200%, 04/01/2050 | 1,445 | 1,169 | ||||||
| 3.100%, 06/15/2041 | 2,645 | 2,044 | ||||||
| 2.900%, 03/15/2051 | 4,465 | 2,856 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.800%, 04/15/2055 | 805 | 816 | ||||||
| Entergy Texas | ||||||||
| 3.550%, 09/30/2049 | 1,145 | 833 | ||||||
| Essential Utilities | ||||||||
| 4.276%, 05/01/2049 | 485 | 400 | ||||||
| Evergy Kansas Central | ||||||||
| 5.700%, 03/15/2053 | 500 | 510 | ||||||
| 3.450%, 04/15/2050 | 2,960 | 2,149 | ||||||
| Evergy Metro | ||||||||
| 4.200%, 03/15/2048 | 1,000 | 827 | ||||||
| FirstEnergy Transmission LLC | ||||||||
| 4.550%, 04/01/2049 (A) | 350 | 303 | ||||||
| SEI Institutional Investments Trust | 275 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Florida Power & Light | ||||||||
| 5.800%, 03/15/2065 | $ | 1,110 | $ | 1,141 | ||||
| 5.700%, 03/15/2055 | 4,895 | 5,037 | ||||||
| 5.690%, 03/01/2040 | 10,153 | 10,697 | ||||||
| 5.600%, 06/15/2054 | 1,515 | 1,534 | ||||||
| 5.600%, 02/15/2066 | 3,770 | 3,748 | ||||||
| 4.550%, 10/01/2044 | 700 | 625 | ||||||
| 4.050%, 06/01/2042 | 2,400 | 2,095 | ||||||
| 4.050%, 10/01/2044 | 2,065 | 1,757 | ||||||
| 3.950%, 03/01/2048 | 2,485 | 2,011 | ||||||
| 3.800%, 12/15/2042 | 3,565 | 2,970 | ||||||
| 3.700%, 12/01/2047 | 771 | 600 | ||||||
| Georgia Power | ||||||||
| 4.300%, 03/15/2042 | 6,000 | 5,383 | ||||||
| Idaho Power MTN | ||||||||
| 4.200%, 03/01/2048 | 1,325 | 1,106 | ||||||
| Indiana Michigan Power | ||||||||
| 5.625%, 04/01/2053 | 625 | 627 | ||||||
| 5.600%, 03/15/2056 | 770 | 768 | ||||||
| 4.550%, 03/15/2046 | 780 | 686 | ||||||
| 4.250%, 08/15/2048 | 910 | 753 | ||||||
| Indianapolis Power & Light | ||||||||
| 5.050%, 08/15/2035 (A) | 1,070 | 1,097 | ||||||
| 4.650%, 06/01/2043 (A) | 1,750 | 1,521 | ||||||
| International Transmission | ||||||||
| 4.625%, 08/15/2043 | 1,525 | 1,393 | ||||||
| Jersey Central Power & Light | ||||||||
| 6.150%, 06/01/2037 | 775 | 850 | ||||||
| 5.100%, 01/15/2035 | 905 | 930 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 2,549 | 2,622 | ||||||
| 3.300%, 06/01/2050 | 1,270 | 888 | ||||||
| KeySpan Gas East | ||||||||
| 5.819%, 04/01/2041 (A) | 2,117 | 2,187 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 1,335 | 1,369 | ||||||
| MidAmerican Energy | ||||||||
| 5.500%, 11/15/2056 | 560 | 558 | ||||||
| 4.800%, 09/15/2043 | 4,910 | 4,596 | ||||||
| 4.400%, 10/15/2044 | 2,285 | 2,012 | ||||||
| 4.250%, 05/01/2046 | 1,925 | 1,651 | ||||||
| 4.250%, 07/15/2049 | 1,656 | 1,385 | ||||||
| 3.950%, 08/01/2047 | 500 | 405 | ||||||
| 3.650%, 08/01/2048 | 2,570 | 1,971 | ||||||
| 3.150%, 04/15/2050 | 2,025 | 1,403 | ||||||
| Monongahela Power | ||||||||
| 5.850%, 02/15/2034 (A) | 960 | 1,034 | ||||||
| Narragansett Electric | ||||||||
| 4.170%, 12/10/2042 (A) | 1,000 | 853 | ||||||
| National Rural Utilities Cooperative Finance | ||||||||
| 4.400%, 11/01/2048 | 1,905 | 1,632 | ||||||
| 4.300%, 03/15/2049 | 3,028 | 2,590 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | $ | 2,275 | $ | 2,353 | ||||
| 5.900%, 05/01/2053 | 980 | 1,009 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.850%, 03/01/2056 | 785 | 790 | ||||||
| Niagara Mohawk Power | ||||||||
| 5.664%, 01/17/2054 (A) | 1,446 | 1,419 | ||||||
| 4.119%, 11/28/2042 (A) | 1,100 | 935 | ||||||
| 3.025%, 06/27/2050 (A) | 500 | 328 | ||||||
| NiSource | ||||||||
| 5.800%, 02/01/2042 | 900 | 918 | ||||||
| Northern States Power | ||||||||
| 6.250%, 06/01/2036 | 1,170 | 1,307 | ||||||
| 6.200%, 07/01/2037 | 4,795 | 5,331 | ||||||
| 5.650%, 06/15/2054 | 970 | 987 | ||||||
| 5.100%, 05/15/2053 | 725 | 681 | ||||||
| 4.500%, 06/01/2052 | 1,225 | 1,056 | ||||||
| 3.400%, 08/15/2042 | 214 | 171 | ||||||
| NSTAR Electric | ||||||||
| 4.950%, 09/15/2052 | 400 | 365 | ||||||
| 4.550%, 06/01/2052 | 2,235 | 1,915 | ||||||
| Oglethorpe Power | ||||||||
| 6.200%, 12/01/2053 | 500 | 527 | ||||||
| 5.375%, 11/01/2040 | 1,555 | 1,572 | ||||||
| 5.250%, 09/01/2050 | 1,235 | 1,146 | ||||||
| 4.500%, 04/01/2047 | 1,050 | 891 | ||||||
| 4.200%, 12/01/2042 | 2,010 | 1,658 | ||||||
| Ohio Edison | ||||||||
| 8.250%, 10/15/2038 | 655 | 850 | ||||||
| Oklahoma Gas and Electric | ||||||||
| 5.800%, 04/01/2055 | 1,245 | 1,279 | ||||||
| 5.600%, 04/01/2053 | 1,155 | 1,148 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.350%, 10/01/2052 | 336 | 321 | ||||||
| 5.300%, 06/01/2042 | 384 | 382 | ||||||
| 5.250%, 09/30/2040 | 4,946 | 4,980 | ||||||
| 4.950%, 09/15/2052 | 1,638 | 1,495 | ||||||
| 4.550%, 12/01/2041 | 3,650 | 3,338 | ||||||
| 4.100%, 11/15/2048 | 750 | 610 | ||||||
| 3.800%, 06/01/2049 | 4,875 | 3,733 | ||||||
| 3.700%, 05/15/2050 | 375 | 284 | ||||||
| 2.700%, 11/15/2051 | 1,715 | 1,043 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 2,615 | 2,826 | ||||||
| 6.150%, 03/01/2055 | 165 | 166 | ||||||
| 6.000%, 08/15/2035 | 185 | 197 | ||||||
| 5.900%, 10/01/2054 | 3,490 | 3,396 | ||||||
| 5.250%, 03/01/2052 | 110 | 98 | ||||||
| 4.950%, 07/01/2050 | 2,875 | 2,489 | ||||||
| 4.500%, 07/01/2040 | 1,970 | 1,749 | ||||||
| 4.450%, 04/15/2042 | 1,465 | 1,253 | ||||||
| 4.200%, 06/01/2041 | 650 | 548 | ||||||
| 3.500%, 08/01/2050 | 160 | 110 | ||||||
| 276 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PacifiCorp | ||||||||
| 6.250%, 10/15/2037 | $ | 2,930 | $ | 3,118 | ||||
| 6.000%, 01/15/2039 | 2,495 | 2,558 | ||||||
| 5.500%, 05/15/2054 | 2,200 | 2,017 | ||||||
| 4.100%, 02/01/2042 | 1,685 | 1,370 | ||||||
| 3.300%, 03/15/2051 | 820 | 538 | ||||||
| 2.900%, 06/15/2052 | 1,900 | 1,140 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 3,535 | 3,576 | ||||||
| 5.250%, 09/15/2054 | 840 | 798 | ||||||
| 4.800%, 10/15/2043 | 1,505 | 1,398 | ||||||
| 4.600%, 05/15/2052 | 1,435 | 1,244 | ||||||
| 3.050%, 03/15/2051 | 1,919 | 1,280 | ||||||
| Piedmont Natural Gas | ||||||||
| 4.650%, 08/01/2043 | 500 | 452 | ||||||
| 3.640%, 11/01/2046 | 1,300 | 998 | ||||||
| Potomac Electric Power | ||||||||
| 5.500%, 03/15/2054 | 1,463 | 1,434 | ||||||
| PPL Electric Utilities | ||||||||
| 4.750%, 07/15/2043 | 1,500 | 1,397 | ||||||
| 4.125%, 06/15/2044 | 3,925 | 3,353 | ||||||
| 3.950%, 06/01/2047 | 2,519 | 2,049 | ||||||
| Public Service Electric and Gas | ||||||||
| 5.300%, 08/01/2054 | 1,715 | 1,665 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.500%, 03/01/2040 | 1,900 | 1,967 | ||||||
| 5.125%, 03/15/2053 | 400 | 379 | ||||||
| 4.150%, 11/01/2045 | 2,106 | 1,772 | ||||||
| 4.050%, 05/01/2048 | 1,281 | 1,045 | ||||||
| 4.000%, 06/01/2044 | 945 | 781 | ||||||
| 3.650%, 09/01/2042 | 1,065 | 871 | ||||||
| 3.600%, 12/01/2047 | 3,085 | 2,346 | ||||||
| 3.200%, 08/01/2049 | 2,250 | 1,580 | ||||||
| Public Service of Colorado | ||||||||
| 6.250%, 09/01/2037 | 925 | 1,019 | ||||||
| 5.850%, 05/15/2055 | 780 | 798 | ||||||
| 5.750%, 05/15/2054 | 1,085 | 1,095 | ||||||
| 4.750%, 08/15/2041 | 40 | 37 | ||||||
| 4.500%, 06/01/2052 | 2,695 | 2,291 | ||||||
| 4.300%, 03/15/2044 | 1,410 | 1,222 | ||||||
| 4.100%, 06/15/2048 | 475 | 386 | ||||||
| 4.050%, 09/15/2049 | 1,205 | 959 | ||||||
| 3.950%, 03/15/2043 | 2,885 | 2,375 | ||||||
| 3.200%, 03/01/2050 | 970 | 668 | ||||||
| Public Service of New Hampshire | ||||||||
| 5.150%, 01/15/2053 | 600 | 567 | ||||||
| 3.600%, 07/01/2049 | 1,365 | 1,031 | ||||||
| Public Service of Oklahoma | ||||||||
| 5.450%, 01/15/2036 | 505 | 523 | ||||||
| Puget Sound Energy | ||||||||
| 5.795%, 03/15/2040 | 130 | 136 | ||||||
| 5.598%, 09/15/2055 | 1,650 | 1,649 | ||||||
| 4.223%, 06/15/2048 | 2,470 | 2,064 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.893%, 09/15/2051 | $ | 1,400 | $ | 916 | ||||
| San Diego Gas & Electric | ||||||||
| 5.400%, 04/15/2035 | 1,535 | 1,599 | ||||||
| 4.100%, 06/15/2049 | 1,340 | 1,077 | ||||||
| 3.750%, 06/01/2047 | 2,380 | 1,854 | ||||||
| 3.320%, 04/15/2050 | 4,639 | 3,247 | ||||||
| Sempra | ||||||||
| 3.800%, 02/01/2038 | 850 | 743 | ||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | 700 | 721 | ||||||
| 5.900%, 03/01/2055 | 2,460 | 2,424 | ||||||
| 5.750%, 04/15/2054 | 110 | 106 | ||||||
| 4.125%, 03/01/2048 | 5,290 | 4,140 | ||||||
| 4.050%, 03/15/2042 | 4,900 | 3,995 | ||||||
| 4.000%, 04/01/2047 | 3,095 | 2,383 | ||||||
| Southern California Gas | ||||||||
| 6.000%, 06/15/2055 | 495 | 514 | ||||||
| 5.750%, 06/01/2053 | 1,765 | 1,773 | ||||||
| 5.600%, 04/01/2054 | 530 | 522 | ||||||
| 4.300%, 01/15/2049 | 1,030 | 849 | ||||||
| 4.125%, 06/01/2048 | 2,280 | 1,823 | ||||||
| 3.750%, 09/15/2042 | 1,500 | 1,214 | ||||||
| Southern Gas Capital | ||||||||
| 5.875%, 03/15/2041 | 100 | 105 | ||||||
| 4.400%, 06/01/2043 | 825 | 724 | ||||||
| 4.400%, 05/30/2047 | 50 | 43 | ||||||
| 3.950%, 10/01/2046 | 800 | 637 | ||||||
| Southwest Gas | ||||||||
| 3.180%, 08/15/2051 | 1,065 | 719 | ||||||
| Southwestern Electric Power | ||||||||
| 6.200%, 03/15/2040 | 854 | 919 | ||||||
| 3.850%, 02/01/2048 | 1,320 | 1,007 | ||||||
| Southwestern Public Service | ||||||||
| 6.000%, 06/01/2054 | 800 | 830 | ||||||
| 4.500%, 08/15/2041 | 8,525 | 7,688 | ||||||
| 3.700%, 08/15/2047 | 1,370 | 1,047 | ||||||
| Tampa Electric | ||||||||
| 3.450%, 03/15/2051 | 850 | 612 | ||||||
| Tucson Electric Power | ||||||||
| 5.900%, 04/15/2055 | 1,545 | 1,585 | ||||||
| 4.850%, 12/01/2048 | 1,555 | 1,399 | ||||||
| 4.000%, 06/15/2050 | 205 | 162 | ||||||
| 3.250%, 05/01/2051 | 1,000 | 682 | ||||||
| Union Electric | ||||||||
| 5.550%, 03/15/2056 | 765 | 761 | ||||||
| 5.450%, 03/15/2053 | 2,090 | 2,059 | ||||||
| 5.125%, 03/15/2055 | 4,030 | 3,775 | ||||||
| Virginia Electric and Power | ||||||||
| 8.875%, 11/15/2038 | 2,114 | 2,828 | ||||||
| 6.350%, 11/30/2037 | 2,370 | 2,631 | ||||||
| 5.700%, 03/15/2056 | 2,097 | 2,082 | ||||||
| 5.600%, 09/15/2055 | 2,755 | 2,700 | ||||||
| 5.450%, 04/01/2053 | 2,285 | 2,196 | ||||||
| SEI Institutional Investments Trust | 277 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.000%, 01/15/2034 | $ | 1,130 | $ | 1,153 | ||||
| 4.650%, 08/15/2043 | 5,800 | 5,247 | ||||||
| 4.600%, 12/01/2048 | 1,330 | 1,144 | ||||||
| 4.450%, 02/15/2044 | 7,155 | 6,275 | ||||||
| 4.000%, 01/15/2043 | 300 | 251 | ||||||
| 4.000%, 11/15/2046 | 1,353 | 1,091 | ||||||
| 3.800%, 09/15/2047 | 805 | 625 | ||||||
| 2.950%, 11/15/2051 | 900 | 573 | ||||||
| 2.450%, 12/15/2050 | 1,040 | 602 | ||||||
| Wisconsin Electric Power | ||||||||
| 5.050%, 10/01/2054 | 1,511 | 1,406 | ||||||
| 4.300%, 10/15/2048 | 2,021 | 1,712 | ||||||
| 3.650%, 12/15/2042 | 2,310 | 1,863 | ||||||
| Wisconsin Power & Light | ||||||||
| 4.100%, 10/15/2044 | 325 | 269 | ||||||
| 3.650%, 04/01/2050 | 360 | 267 | ||||||
| Wisconsin Public Service | ||||||||
| 2.850%, 12/01/2051 | 1,000 | 645 | ||||||
| Xcel Energy | ||||||||
| 4.800%, 09/15/2041 | 1,907 | 1,777 | ||||||
| 491,095 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $2,664,922) ($ Thousands) | 2,453,682 | |||||||
| U.S. TREASURY OBLIGATIONS — 6.9% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.640%, 04/21/2026 (C) | 7,535 | 7,497 | ||||||
| 3.638%, 04/07/2026 (C) | 7,695 | 7,667 | ||||||
| 3.633%, 05/21/2026 (C) | 7,535 | 7,475 | ||||||
| U.S. Treasury Bonds | ||||||||
| 5.249%, 08/15/2048 (C) | 4,480 | 1,536 | ||||||
| 5.168%, 11/15/2048 (C) | 5,095 | 1,725 | ||||||
| 5.021%, 05/15/2045 (C) | 5,960 | 2,425 | ||||||
| 4.875%, 08/15/2045 | 11,148 | 11,596 | ||||||
| 4.750%, 02/15/2056 | 10,515 | 10,715 | ||||||
| 4.625%, 11/15/2045 | 6,419 | 6,461 | ||||||
| 4.625%, 02/15/2046 | 4,989 | 5,024 | ||||||
| 4.625%, 11/15/2055 | 61,848 | 61,742 | ||||||
| 3.000%, 08/15/2048 | 3,063 | 2,353 | ||||||
| 3.000%, 02/15/2049 | 9,239 | 7,063 | ||||||
| 2.500%, 05/15/2046 | 36,940 | 26,602 | ||||||
| 2.000%, 02/15/2050 | 4,090 | 2,501 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 1.375%, 02/15/2044 | 4,085 | 3,536 | ||||||
| 0.750%, 02/15/2045 | 4,565 | 3,452 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.125%, 02/15/2036 | 20,004 | 20,270 | ||||||
| 4.000%, 11/15/2035 | 4,512 | 4,528 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.500%, 02/28/2031 | $ | 84 | $ | 84 | ||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $190,694) ($ Thousands) | 194,252 | |||||||
| MUNICIPAL BONDS — 3.7% | ||||||||
| California — 1.6% | ||||||||
| Bay Area, Toll Authority, Build America Project, RB | ||||||||
| 6.263%, 04/01/2049 | 3,795 | 4,120 | ||||||
| California State University, RB | ||||||||
| 5.183%, 11/01/2053 | 2,225 | 2,186 | ||||||
| 5.060%, 11/01/2036 | 440 | 459 | ||||||
| California State University, Ser B, RB | ||||||||
| 3.899%, 11/01/2047 | 2,375 | 2,060 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.625%, 03/01/2040 | 2,510 | 3,094 | ||||||
| 7.600%, 11/01/2040 | 385 | 481 | ||||||
| 7.550%, 04/01/2039 | 1,535 | 1,896 | ||||||
| 7.500%, 04/01/2034 | 3,375 | 3,985 | ||||||
| 7.300%, 10/01/2039 | 12,770 | 15,166 | ||||||
| California State, GO | ||||||||
| 5.875%, 10/01/2041 | 1,745 | 1,861 | ||||||
| California State, Health Facilities Financing Authority, Ser 2021A, RB | ||||||||
| 3.000%, 08/15/2051 | 390 | 293 | ||||||
| East Bay, Municipal Utility District Water System Revenue, Build America Project, RB | ||||||||
| 5.874%, 06/01/2040 | 1,255 | 1,359 | ||||||
| Los Angeles, Community College District, Build America Project, GO | ||||||||
| 6.750%, 08/01/2049 | 1,025 | 1,177 | ||||||
| Los Angeles, Community College District, Ser D, GO | ||||||||
| 6.680%, 08/01/2036 | 500 | 585 | ||||||
| Los Angeles, Department of Airports, RB | ||||||||
| 3.887%, 05/15/2038 | 1,430 | 1,363 | ||||||
| Regents of the University of California Medical Center, Ser N, RB | ||||||||
| 3.256%, 05/15/2060 | 1,975 | 1,340 | ||||||
| 3.006%, 05/15/2050 | 2,005 | 1,382 | ||||||
| San Diego County, Water Authority, Build America Project, RB | ||||||||
| 6.138%, 05/01/2049 | 1,000 | 1,048 | ||||||
| University of California, Ser AP, RB | ||||||||
| 3.931%, 05/15/2045 | 950 | 894 | ||||||
| University of California, Ser AQ, RB | ||||||||
| 4.767%, 05/15/2115 | 1,076 | 917 | ||||||
| 278 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| University of California, Ser J, RB | ||||||||
| 4.131%, 05/15/2045 | $ | 1,000 | $ | 933 | ||||
| 46,599 | ||||||||
| District of Columbia — 0.0% | ||||||||
| District of Columbia, Water & Sewer Authority, RB | ||||||||
| 4.814%, 10/01/2114 | 530 | 469 | ||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 1,131 | 1,249 | ||||||
| Illinois — 0.1% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | 3,205 | 3,395 | ||||||
| Kansas — 0.1% | ||||||||
| Kansas State, Development Finance Authority, Ser H, RB | ||||||||
| 4.727%, 04/15/2037 | 2,890 | 2,948 | ||||||
| Maryland — 0.0% | ||||||||
| Maryland Economic Development, RB | ||||||||
| 5.433%, 05/31/2056 | 1,005 | 1,013 | ||||||
| Massachusetts — 0.1% | ||||||||
| Massachusetts State, Build America Project, GO | ||||||||
| 5.456%, 12/01/2039 | 3,085 | 3,234 | ||||||
| Missouri — 0.0% | ||||||||
| Missouri State, Health & Educational Facilities Authority, Ser A, RB | ||||||||
| 3.685%, 02/15/2047 | 675 | 562 | ||||||
| New Jersey — 0.1% | ||||||||
| New Jersey State, Turnpike Authority, Build America Project, RB | ||||||||
| 7.102%, 01/01/2041 | 2,460 | 2,934 | ||||||
| New York — 0.8% | ||||||||
| City of New York, Ser H, GO | ||||||||
| 5.935%, 02/01/2055 | 2,650 | 2,873 | ||||||
| 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 | 2,779 | ||||||
| New York & New Jersey, Port Authority, Ser 181, RB | ||||||||
| 4.960%, 08/01/2046 | 465 | 454 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| New York City, Build America Project, GO | ||||||||
| 5.985%, 12/01/2036 | $ | 1,225 | $ | 1,295 | ||||
| 5.968%, 03/01/2036 | 570 | 605 | ||||||
| New York City, Municipal Water Finance Authority, Build America Project, RB | ||||||||
| 6.011%, 06/15/2042 | 750 | 794 | ||||||
| 5.882%, 06/15/2044 | 500 | 520 | ||||||
| 5.724%, 06/15/2042 | 4,720 | 4,857 | ||||||
| 5.440%, 06/15/2043 | 3,000 | 2,991 | ||||||
| New York State, Dormitory Authority, Build America Project, RB | ||||||||
| 5.628%, 03/15/2039 | 1,385 | 1,439 | ||||||
| New York State, Empire State Development, Build America Project, RB | ||||||||
| 5.770%, 03/15/2039 | 1,540 | 1,590 | ||||||
| New York State, Urban Development, Ser B, RB | ||||||||
| 2.590%, 03/15/2035 (D) | 810 | 712 | ||||||
| 21,145 | ||||||||
| Ohio — 0.2% | ||||||||
| American Municipal Power, Build America Project, RB | ||||||||
| 6.053%, 02/15/2043 | 3,245 | 3,410 | ||||||
| JobsOhio Beverage System, Ser A, RB | ||||||||
| 2.833%, 01/01/2038 (D) | 455 | 398 | ||||||
| 2.833%, 01/01/2038 | 5 | 4 | ||||||
| Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB | ||||||||
| 3.700%, 01/01/2043 | 970 | 872 | ||||||
| 4,684 | ||||||||
| Texas — 0.6% | ||||||||
| City of Houston, GO | ||||||||
| 3.961%, 03/01/2047 | 1,500 | 1,327 | ||||||
| Dallas County, Hospital District, Build America Project, Ser C, GO | ||||||||
| 5.621%, 08/15/2044 | 2,250 | 2,273 | ||||||
| Dallas Fort Worth, International Airport, Ser A, RB | ||||||||
| 2.994%, 11/01/2038 | 2,510 | 2,235 | ||||||
| Grand Parkway, Transportation Corp, Ser E, RB | ||||||||
| 5.184%, 10/01/2042 | 325 | 341 | ||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 2,220 | 2,493 | ||||||
| Prosper Independent School District, GO | ||||||||
| 4.750%, 02/15/2055 | 705 | 719 | ||||||
| San Antonio, Electric & Gas Systems Revenue, Build America Project, RB | ||||||||
| 5.808%, 02/01/2041 | 2,800 | 2,951 | ||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | 3,510 | 3,698 | ||||||
| SEI Institutional Investments Trust | 279 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| University of Texas, Board of Regents, Ser B, RB | ||||||||
| 2.439%, 08/15/2049 | $ | 1,220 | $ | 783 | ||||
| 16,820 | ||||||||
| Virginia — 0.0% | ||||||||
| Virginia Commonwealth University, Health System Authority, Ser A, RB | ||||||||
| 4.956%, 01/01/2044 | 475 | 471 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $117,005) ($Thousands) | 105,523 | |||||||
| SOVEREIGN DEBT — 1.2% | ||||||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 2,465 | 2,452 | ||||||
| 3.860%, 06/21/2047 | 285 | 233 | ||||||
| 3.500%, 01/25/2050 | 800 | 605 | ||||||
| 3.100%, 05/07/2041 | 6,815 | 5,382 | ||||||
| 3.100%, 01/22/2061 | 440 | 284 | ||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | 1,240 | 1,232 | ||||||
| 5.750%, 03/12/2054 | 2,715 | 2,653 | ||||||
| 4.125%, 01/17/2048 | 1,060 | 845 | ||||||
| 3.875%, 07/03/2050 | 2,830 | 2,110 | ||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | 5,885 | 6,452 | ||||||
| 6.750%, 02/09/2056 | 1,955 | 1,982 | ||||||
| Republic of Poland Government International Bond | ||||||||
| 5.500%, 03/18/2054 | 4,135 | 4,052 | ||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(A) | 5,930 | 5,956 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $34,864) ($Thousands) | 34,238 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 54,531,173 | 54,531 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $54,531) ($Thousands) | 54,531 | |||||||
| Total Investments in Securities — 100.2% | ||||||||
| (Cost $3,062,016) ($Thousands) | $ | 2,842,226 | ||||||
| 280 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Long Duration Credit Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | 1,037 | Jun-2026 | $ | 216,636 | $ | 217,017 | $ | 381 | ||||||||||
| U.S. 5-Year Treasury Notes | 394 | Jun-2026 | 43,172 | 43,396 | 224 | |||||||||||||
| U.S. Long Treasury Bonds | 73 | Jun-2026 | 8,582 | 8,648 | 66 | |||||||||||||
| U.S. Ultra Long Treasury Bonds | 331 | Jun-2026 | 39,898 | 40,247 | 349 | |||||||||||||
| Ultra 10-Year U.S. Treasury Notes | 549 | Jun-2026 | 63,603 | 64,087 | 484 | |||||||||||||
| 371,891 | 373,395 | 1,504 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 5-Year Treasury Notes | (368 | ) | Jun-2026 | $ | (40,355 | ) | $ | (40,532 | ) | $ | (177 | ) | ||||||
| U.S. Ultra Long Treasury Bonds | (83 | ) | Jun-2026 | (9,974 | ) | (10,092 | ) | (118 | ) | |||||||||
| Ultra 10-Year U.S. Treasury Notes | (686 | ) | Jun-2026 | (79,354 | ) | (80,080 | ) | (726 | ) | |||||||||
| (129,683 | ) | (130,704 | ) | (1,021 | ) | |||||||||||||
| $ | 242,208 | $ | 242,691 | $ | 483 | |||||||||||||
| Percentages are based on Net Assets of $2,836,216 ($ Thousands). |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $166,888 ($ Thousands), representing 5.9% 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) | Interest rate represents the security's effective yield at the time of purchase. |
| (D) | Security is escrowed to maturity. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 36,075 | $ | 814,934 | $ | (796,478 | ) | $ | — | $ | — | $ | 54,531 | $ | 883 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 281 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 36.8% | ||||||||
| Communication Services — 1.3% | ||||||||
| AT&T | ||||||||
| 4.250%, 03/01/2027 | $ | 2,685 | $ | 2,692 | ||||
| NTT Finance | ||||||||
| 4.567%, 07/16/2027 (A) | 2,185 | 2,205 | ||||||
| 4,897 | ||||||||
| Consumer Discretionary — 3.8% | ||||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 07/09/2027 | 2,210 | 2,231 | ||||||
| 2.300%, 09/09/2026 | 900 | 893 | ||||||
| AutoZone | ||||||||
| 5.050%, 07/15/2026 | 975 | 979 | ||||||
| BMW US Capital LLC | ||||||||
| 1.250%, 08/12/2026 (A) | 1,200 | 1,186 | ||||||
| Element Fleet Management | ||||||||
| 5.643%, 03/13/2027 (A) | 635 | 644 | ||||||
| General Motors Financial | ||||||||
| 4.350%, 01/17/2027 | 1,815 | 1,818 | ||||||
| Hyundai Capital America | ||||||||
| 5.250%, 01/08/2027 (A) | 2,395 | 2,421 | ||||||
| 4.875%, 06/23/2027 (A) | 675 | 683 | ||||||
| Marriott International | ||||||||
| 4.200%, 07/15/2027 | 550 | 552 | ||||||
| Mercedes-Benz Finance North America LLC | ||||||||
| 4.875%, 07/31/2026 (A) | 1,125 | 1,129 | ||||||
| Toyota Motor Credit | ||||||||
| 4.500%, 05/14/2027 | 650 | 656 | ||||||
| Toyota Motor Credit MTN | ||||||||
| 3.750%, 01/12/2028 | 925 | 926 | ||||||
| 14,118 | ||||||||
| Consumer Staples — 1.5% | ||||||||
| BAT Capital | ||||||||
| 3.215%, 09/06/2026 | 1,455 | 1,450 | ||||||
| Kraft Heinz Foods | ||||||||
| 3.000%, 06/01/2026 | 1,020 | 1,018 | ||||||
| Mars | ||||||||
| 4.450%, 03/01/2027 (A) | 2,995 | 3,019 | ||||||
| 5,487 | ||||||||
| Energy — 1.6% | ||||||||
| Columbia Pipelines Holding LLC | ||||||||
| 6.055%, 08/15/2026 (A) | 100 | 101 | ||||||
| Enbridge | ||||||||
| 3.700%, 07/15/2027 | 1,600 | 1,597 | ||||||
| ONEOK | ||||||||
| 5.550%, 11/01/2026 | 2,705 | 2,729 | ||||||
| Williams | ||||||||
| 5.400%, 03/02/2026 | 1,390 | 1,390 | ||||||
| 5,817 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Financials — 21.4% | ||||||||
| ABN AMRO Bank | ||||||||
| 6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) | $ | 700 | $ | 709 | ||||
| 4.988%, H15T1Y + 0.780%, 12/03/2028 (A)(B) | 2,660 | 2,705 | ||||||
| American Express | ||||||||
| 5.645%, SOFRINDX + 0.750%, 04/23/2027 (B) | 525 | 526 | ||||||
| 4.009%, SOFR + 0.581%, 02/09/2029 (B) | 3,005 | 3,014 | ||||||
| Ares Capital | ||||||||
| 7.000%, 01/15/2027 | 475 | 486 | ||||||
| Aviation Capital Group LLC | ||||||||
| 1.950%, 09/20/2026 (A) | 825 | 815 | ||||||
| Avolon Holdings Funding | ||||||||
| 2.528%, 11/18/2027 (A) | 1,850 | 1,801 | ||||||
| Bank of America | ||||||||
| 4.623%, SOFR + 1.110%, 05/09/2029 (B) | 580 | 588 | ||||||
| 1.734%, SOFR + 0.960%, 07/22/2027 (B) | 2,330 | 2,309 | ||||||
| Bank of New York Mellon | ||||||||
| 4.587%, SOFR + 0.693%, 04/20/2027 (B) | 910 | 911 | ||||||
| Banque Federative du Credit Mutuel | ||||||||
| 5.896%, 07/13/2026 (A) | 475 | 478 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 5.900%, 11/03/2027 (A) | 850 | 875 | ||||||
| BPCE | ||||||||
| 5.203%, 01/18/2027 (A) | 600 | 607 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 5.615%, 07/17/2026 | 350 | 352 | ||||||
| 5.237%, 06/28/2027 | 515 | 525 | ||||||
| Citigroup | ||||||||
| 3.887%, TSFR3M + 1.825%, 01/10/2028 (B) | 2,475 | 2,472 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (B) | 925 | 926 | ||||||
| Cooperatieve Rabobank UA | ||||||||
| 5.500%, 10/05/2026 | 750 | 757 | ||||||
| 4.655%, H15T1Y + 1.750%, 08/22/2028 (A)(B) | 2,440 | 2,463 | ||||||
| 4.372%, 05/27/2027 | 1,125 | 1,135 | ||||||
| Corebridge Global Funding | ||||||||
| 5.750%, 07/02/2026 (A) | 1,013 | 1,019 | ||||||
| Credit Agricole | ||||||||
| 5.589%, 07/05/2026 (A) | 1,095 | 1,101 | ||||||
| Deutsche Bank NY | ||||||||
| 4.914%, SOFR + 1.219%, 11/16/2027 (B) | 1,100 | 1,104 | ||||||
| 282 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Equitable America Global Funding | ||||||||
| 3.950%, 09/15/2027 (A) | $ | 130 | $ | 130 | ||||
| F&G Global Funding MTN | ||||||||
| 5.875%, 06/10/2027 (A) | 350 | 355 | ||||||
| Goldman Sachs Bank USA NY | ||||||||
| 5.414%, SOFR + 0.750%, 05/21/2027 (B) | 750 | 752 | ||||||
| Goldman Sachs Group | ||||||||
| 3.691%, TSFR3M + 1.772%, 06/05/2028 (B) | 2,400 | 2,389 | ||||||
| HSBC Holdings PLC | ||||||||
| 5.887%, SOFR + 1.570%, 08/14/2027 (B) | 2,405 | 2,425 | ||||||
| JPMorgan Chase | ||||||||
| 1.470%, SOFR + 0.765%, 09/22/2027 (B) | 3,180 | 3,135 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.625%, 05/28/2028 (A) | 650 | 654 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.462%, H15T1Y + 1.375%, 01/05/2028 (B) | 470 | 476 | ||||||
| 1.627%, H15T1Y + 0.850%, 05/11/2027 (B) | 2,560 | 2,548 | ||||||
| Macquarie Bank MTN | ||||||||
| 3.915%, 02/03/2028 (A) | 925 | 929 | ||||||
| Morgan Stanley MTN | ||||||||
| 1.512%, SOFR + 0.858%, 07/20/2027 (B) | 2,985 | 2,957 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (B) | 490 | 492 | ||||||
| Nasdaq | ||||||||
| 3.850%, 06/30/2026 | 750 | 750 | ||||||
| Nationwide Building Society | ||||||||
| 6.557%, SOFR + 1.910%, 10/18/2027 (A)(B) | 500 | 508 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.450%, 09/18/2026 (A) | 750 | 756 | ||||||
| Nordea Bank Abp MTN | ||||||||
| 1.500%, 09/30/2026 (A) | 825 | 814 | ||||||
| Pacific Life Global Funding II | ||||||||
| 5.500%, 08/28/2026 (A) | 600 | 605 | ||||||
| PNC Financial Services Group | ||||||||
| 6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) | 375 | 381 | ||||||
| 5.300%, SOFR + 1.342%, 01/21/2028 (B) | 440 | 445 | ||||||
| 5.102%, SOFR + 0.796%, 07/23/2027 (B) | 2,145 | 2,154 | ||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (B) | 925 | 928 | ||||||
| Principal Life Global Funding II | ||||||||
| 5.000%, 01/16/2027 (A) | 485 | 490 | ||||||
| 3.000%, 04/18/2026 (A) | 1,000 | 998 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Royal Bank of Canada MTN | ||||||||
| 5.200%, 07/20/2026 | $ | 600 | $ | 603 | ||||
| 5.069%, SOFR + 0.790%, 07/23/2027 (B) | 2,470 | 2,481 | ||||||
| Santander UK Group Holdings PLC | ||||||||
| 1.673%, SOFR + 0.989%, 06/14/2027 (B) | 2,050 | 2,036 | ||||||
| Skandinaviska Enskilda Banken | ||||||||
| 1.200%, 09/09/2026 (A) | 825 | 814 | ||||||
| Swedbank | ||||||||
| 6.136%, 09/12/2026 (A) | 700 | 708 | ||||||
| Toronto-Dominion Bank | ||||||||
| 3.913%, 01/13/2028 | 925 | 926 | ||||||
| Toronto-Dominion Bank MTN | ||||||||
| 5.532%, 07/17/2026 | 2,815 | 2,832 | ||||||
| Truist Bank | ||||||||
| 4.671%, SOFR + 0.590%, 05/20/2027 (B) | 3,620 | 3,625 | ||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (B) | 2,395 | 2,401 | ||||||
| UBS | ||||||||
| 4.864%, SOFR + 0.720%, 01/10/2028 (B) | 550 | 554 | ||||||
| 1.250%, 06/01/2026 | 1,050 | 1,043 | ||||||
| UBS Group | ||||||||
| 4.550%, 04/17/2026 | 750 | 750 | ||||||
| US Bank | ||||||||
| 4.507%, SOFR + 0.690%, 10/22/2027 (B) | 2,435 | 2,445 | ||||||
| Voya Financial | ||||||||
| 3.650%, 06/15/2026 | 309 | 309 | ||||||
| Wells Fargo MTN | ||||||||
| 4.100%, 06/03/2026 | 650 | 650 | ||||||
| 3.196%, TSFR3M + 1.432%, 06/17/2027 (B) | 3,080 | 3,073 | ||||||
| 78,999 | ||||||||
| Health Care — 1.0% | ||||||||
| HCA | ||||||||
| 4.567%, SOFR + 0.870%, 03/01/2028 (B) | 1,430 | 1,437 | ||||||
| Pfizer | ||||||||
| 3.875%, 11/15/2027 | 900 | 904 | ||||||
| RWJ Barnabas Health | ||||||||
| 2.954%, 07/01/2026 | 545 | 541 | ||||||
| Solventum | ||||||||
| 5.450%, 02/25/2027 | 154 | 156 | ||||||
| Stryker | ||||||||
| 4.550%, 02/10/2027 | 775 | 781 | ||||||
| 3,819 | ||||||||
| Industrials — 1.8% | ||||||||
| AerCap Ireland Capital DAC | ||||||||
| 6.100%, 01/15/2027 | 500 | 509 | ||||||
| SEI Institutional Investments Trust | 283 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Air Lease | ||||||||
| 2.200%, 01/15/2027 | $ | 2,080 | $ | 2,049 | ||||
| Caterpillar Financial Services | ||||||||
| 4.500%, 01/07/2027 | 775 | 780 | ||||||
| Howmet Aerospace | ||||||||
| 3.750%, 03/03/2028 | 925 | 924 | ||||||
| John Deere Capital | ||||||||
| 4.500%, 01/08/2027 | 775 | 780 | ||||||
| PACCAR Financial MTN | ||||||||
| 3.900%, 02/05/2029 | 745 | 750 | ||||||
| Penske Truck Leasing Lp | ||||||||
| 5.750%, 05/24/2026 (A) | 950 | 952 | ||||||
| 6,744 | ||||||||
| Information Technology — 1.1% | ||||||||
| Broadcom | ||||||||
| 3.459%, 09/15/2026 | 1,935 | 1,931 | ||||||
| Oracle | ||||||||
| 1.650%, 03/25/2026 | 2,085 | 2,081 | ||||||
| 4,012 | ||||||||
| Materials — 0.4% | ||||||||
| Graphic Packaging International LLC | ||||||||
| 1.512%, 04/15/2026 (A) | 650 | 647 | ||||||
| Rio Tinto Finance USA | ||||||||
| 4.375%, 03/12/2027 | 1,010 | 1,018 | ||||||
| 1,665 | ||||||||
| Utilities — 2.9% | ||||||||
| Alliant Energy Finance LLC | ||||||||
| 5.400%, 06/06/2027 (A) | 595 | 603 | ||||||
| Consumers Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 205 | 206 | ||||||
| DTE Electric | ||||||||
| 4.250%, 05/14/2027 | 365 | 368 | ||||||
| Duke Energy Progress NC Storm Funding LLC | ||||||||
| 1.295%, 07/01/2028 | 199 | 192 | ||||||
| Eversource Energy | ||||||||
| 3.350%, 03/15/2026 | 650 | 650 | ||||||
| Georgia Power | ||||||||
| 3.973%, SOFRINDX + 0.280%, 09/15/2026 (B) | 1,175 | 1,175 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 3.950%, 12/10/2027 | 1,790 | 1,796 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 4.491%, SOFRINDX + 0.800%, 02/04/2028 (B) | 2,315 | 2,329 | ||||||
| NYSEG Storm Funding LLC | ||||||||
| 4.713%, 05/01/2029 | 876 | 884 | ||||||
| Pacific Gas and Electric | ||||||||
| 5.000%, 06/04/2028 | 1,765 | 1,798 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| WEC Energy Group | ||||||||
| 4.750%, 01/15/2028 | $ | 540 | $ | 548 | ||||
| 10,549 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $135,489) ($ Thousands) | 136,107 | |||||||
| ASSET-BACKED SECURITIES — 34.0% | ||||||||
| Automotive — 20.3% | ||||||||
| Ally Auto Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.030%, 07/17/2028 | 685 | 685 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B | ||||||||
| 5.827%, 05/17/2032 (A) | 801 | 815 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 | ||||||||
| 4.830%, 03/15/2028 (A) | 85 | 85 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2024-1, Cl B | ||||||||
| 5.380%, 06/18/2029 | 700 | 713 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A2 | ||||||||
| 6.050%, 07/15/2032 (A) | 55 | 55 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.890%, 07/15/2032 (A) | 943 | 961 | ||||||
| ARI Fleet Lease Trust, Ser 2024-A, Cl A2 | ||||||||
| 5.300%, 11/15/2032 (A) | 57 | 57 | ||||||
| ARI Fleet Lease Trust, Ser 2024-B, Cl A2 | ||||||||
| 5.540%, 04/15/2033 (A) | 990 | 997 | ||||||
| ARI Fleet Lease Trust, Ser 2025-B, Cl A2 | ||||||||
| 4.590%, 03/15/2034 (A) | 270 | 272 | ||||||
| ARI Fleet Lease Trust, Ser 2026-A, Cl A2 | ||||||||
| 3.960%, 11/15/2034 (A) | 2,205 | 2,210 | ||||||
| BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A | ||||||||
| 4.290%, 01/25/2027 | 134 | 134 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A | ||||||||
| 4.430%, 09/27/2027 | 261 | 262 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-2, Cl A3 | ||||||||
| 3.970%, 09/25/2028 | 585 | 587 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 362 | 364 | ||||||
| BofA Auto Trust, Ser 2025-1A, Cl A2A | ||||||||
| 4.520%, 11/22/2027 (A) | 84 | 84 | ||||||
| Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 | ||||||||
| 3.170%, 04/15/2027 | 1 | 1 | ||||||
| 284 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A2A | ||||||||
| 3.880%, 01/16/2029 | $ | 1,670 | $ | 1,671 | ||||
| Carmax Auto Owner Trust, Ser 2023-1, Cl A3 | ||||||||
| 4.750%, 10/15/2027 | 306 | 306 | ||||||
| CarMax Auto Owner Trust, Ser 2023-2, Cl B | ||||||||
| 5.180%, 11/15/2028 | 885 | 898 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N1, Cl A | ||||||||
| 0.700%, 01/10/2028 | 47 | 47 | ||||||
| Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2 | ||||||||
| 3.210%, 12/11/2028 (A) | 1,081 | 1,072 | ||||||
| Carvana Auto Receivables Trust, Ser 2025-P3, Cl A2 | ||||||||
| 4.070%, 02/12/2029 | 825 | 825 | ||||||
| CFMT LLC, Ser 2021-AL1, Cl B | ||||||||
| 1.390%, 09/22/2031 (A) | 58 | 57 | ||||||
| Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 | ||||||||
| 5.650%, 05/15/2035 (A) | 104 | 105 | ||||||
| CPS Auto Receivables Trust, Ser 2025-C, Cl B | ||||||||
| 4.710%, 12/17/2029 (A) | 1,390 | 1,398 | ||||||
| Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A | ||||||||
| 6.390%, 08/15/2033 (A) | 618 | 620 | ||||||
| Drive Auto Receivables Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.730%, 09/15/2032 | 835 | 840 | ||||||
| Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 | ||||||||
| 4.380%, 07/20/2029 (A) | – | – | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 | ||||||||
| 5.510%, 01/22/2029 (A) | 2 | 2 | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 | ||||||||
| 5.560%, 04/22/2030 (A) | 111 | 112 | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 | ||||||||
| 6.400%, 03/20/2030 (A) | 681 | 689 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | ||||||||
| 5.230%, 03/20/2030 (A) | 240 | 242 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 | ||||||||
| 5.740%, 12/20/2026 (A) | 85 | 85 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2 | ||||||||
| 4.690%, 07/20/2027 (A) | 1,243 | 1,247 | ||||||
| First Investors Auto Owner Trust, Ser 2023-1A, Cl A | ||||||||
| 6.440%, 10/16/2028 (A) | 151 | 152 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.060%, 05/15/2027 | $ | 205 | $ | 205 | ||||
| Ford Credit Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.830%, 08/15/2028 | 335 | 335 | ||||||
| Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 4.650%, 02/15/2028 | 304 | 305 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A | ||||||||
| 4.320%, 08/15/2027 | 109 | 109 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.470%, 12/15/2027 | 683 | 685 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.910%, 04/15/2030 | 370 | 372 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.990%, 09/15/2028 | 430 | 431 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1 | ||||||||
| 4.920%, 05/15/2028 (A) | 1,300 | 1,303 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1 | ||||||||
| 4.630%, 04/15/2030 | 2,650 | 2,697 | ||||||
| Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 | ||||||||
| 5.990%, 05/15/2028 (A) | 42 | 42 | ||||||
| GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 | ||||||||
| 6.370%, 06/15/2028 (A) | 47 | 47 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3 | ||||||||
| 5.090%, 03/22/2027 | 361 | 362 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.580%, 05/22/2028 | 500 | 504 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.190%, 10/20/2027 | 328 | 329 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.170%, 08/21/2028 | 1,000 | 1,006 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A4 | ||||||||
| 4.200%, 08/20/2029 | 1,160 | 1,168 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.770%, 04/20/2028 | 210 | 210 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A3 | ||||||||
| 3.880%, 01/22/2029 | 1,250 | 1,253 | ||||||
| SEI Institutional Investments Trust | 285 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 | ||||||||
| 4.660%, 02/16/2028 | $ | 407 | $ | 408 | ||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.450%, 06/16/2028 | 1,186 | 1,195 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.400%, 02/16/2028 | 100 | 101 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A2A | ||||||||
| 3.880%, 12/18/2028 | 1,290 | 1,291 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-1, Cl A2A | ||||||||
| 3.770%, 03/16/2029 | 350 | 350 | ||||||
| GMF Floorplan Owner Revolving Trust Series, Ser 2025-1A, Cl A1 | ||||||||
| 4.590%, 03/15/2029 (A) | 1,160 | 1,169 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1 | ||||||||
| 5.340%, 06/15/2028 (A) | 700 | 703 | ||||||
| Hertz Vehicle Financing III LLC, Ser 2023- 1A, Cl A | ||||||||
| 5.490%, 06/25/2027 (A) | 1,353 | 1,355 | ||||||
| Hertz Vehicle Financing III LLC, Ser 2023-3A, Cl A | ||||||||
| 5.940%, 02/25/2028 (A) | 400 | 406 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.410%, 02/18/2028 | 537 | 541 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2 | ||||||||
| 4.560%, 03/15/2027 | 174 | 174 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.300%, 01/18/2028 | 256 | 256 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-4, Cl A2A | ||||||||
| 4.040%, 06/15/2028 | 685 | 687 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2026-1, Cl A3 | ||||||||
| 3.780%, 09/23/2030 | 175 | 175 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.600%, 06/15/2027 (A) | 1,611 | 1,615 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.580%, 09/15/2027 (A) | 260 | 261 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.360%, 07/17/2028 (A) | 925 | 933 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 05/15/2028 (A) | 580 | 580 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Hyundai Auto Receivables Trust, Ser 2024-B, Cl A2A | ||||||||
| 5.150%, 06/15/2027 | $ | 24 | $ | 24 | ||||
| Hyundai Auto Receivables Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.320%, 10/15/2029 | 720 | 726 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.450%, 08/15/2028 | 460 | 462 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-C, Cl A3 | ||||||||
| 3.880%, 04/15/2030 | 455 | 457 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-D, Cl A2A | ||||||||
| 4.030%, 11/15/2028 | 880 | 882 | ||||||
| Hyundai Auto Receivables Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.790%, 02/18/2031 | 310 | 311 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.610%, 04/16/2029 | 265 | 269 | ||||||
| Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A3 | ||||||||
| 5.210%, 08/16/2027 | 107 | 107 | ||||||
| Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl A | ||||||||
| 4.180%, 09/25/2030 (A) | 2,255 | 2,265 | ||||||
| Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl B | ||||||||
| 4.420%, 09/25/2030 (A) | 635 | 636 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-1A, Cl A2 | ||||||||
| 5.120%, 03/15/2029 (A) | 250 | 253 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2 | ||||||||
| 4.420%, 09/15/2029 (A) | 1,500 | 1,513 | ||||||
| Nissan Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 4.910%, 04/15/2027 | 709 | 710 | ||||||
| Nissan Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.900%, 05/15/2028 | 640 | 641 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2022-A, Cl A4 | ||||||||
| 2.070%, 12/17/2029 | 509 | 508 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.930%, 03/15/2028 | 518 | 521 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.490%, 12/17/2029 | 805 | 815 | ||||||
| Octane Receivables Trust, Ser 2023-3A, Cl A2 | ||||||||
| 6.440%, 03/20/2029 (A) | 193 | 194 | ||||||
| 286 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 | ||||||||
| 5.790%, 01/22/2029 (A) | $ | 367 | $ | 370 | ||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A2B | ||||||||
| 4.004%, SOFR30A + 0.340%, 03/22/2029 (A)(B) | 906 | 907 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.670%, 11/22/2027 (A) | 1,150 | 1,153 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.610%, 10/20/2028 (A) | 465 | 470 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C | ||||||||
| 3.760%, 07/16/2029 | 799 | 798 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-4, Cl A2 | ||||||||
| 4.280%, 01/15/2029 | 305 | 306 | ||||||
| SBNA Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.390%, 11/20/2026 (A) | 6 | 6 | ||||||
| SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.670%, 11/15/2028 (A) | 204 | 204 | ||||||
| Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B | ||||||||
| 5.038%, 07/25/2031 (A) | 436 | 441 | ||||||
| Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C | ||||||||
| 5.185%, 07/25/2031 (A) | 388 | 392 | ||||||
| Securitized Term Auto Receivables Trust, Ser 2026-A, Cl B | ||||||||
| 4.284%, 03/25/2033 (A) | 1,355 | 1,361 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3 | ||||||||
| 4.550%, 06/20/2030 (A) | 1,000 | 1,007 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A3 | ||||||||
| 4.440%, 12/20/2030 (A) | 420 | 424 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 | ||||||||
| 4.470%, 07/20/2028 (A) | 1,170 | 1,178 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A4 | ||||||||
| 4.500%, 03/20/2029 (A) | 1,005 | 1,015 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl B | ||||||||
| 4.740%, 04/20/2029 (A) | 407 | 411 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A4 | ||||||||
| 4.290%, 06/20/2029 (A) | 195 | 197 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.460%, 03/15/2028 | 301 | 302 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.290%, 06/15/2028 | $ | 420 | $ | 421 | ||||
| Toyota Auto Receivables Owner Trust, Ser 2025-D, Cl A2B | ||||||||
| 3.978%, SOFR30A + 0.320%, 08/15/2028 (B) | 1,270 | 1,271 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.800%, 12/15/2028 | 875 | 875 | ||||||
| Toyota Lease Owner Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.250%, 04/20/2027 (A) | 241 | 241 | ||||||
| Toyota Lease Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.210%, 09/20/2027 (A) | 591 | 591 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.960%, 11/20/2028 (A) | 395 | 397 | ||||||
| Toyota Lease Owner Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.820%, 02/20/2029 (A) | 545 | 546 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.510%, 06/15/2028 (A) | 147 | 147 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.430%, 12/20/2027 | 941 | 944 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.010%, 01/22/2029 | 505 | 507 | ||||||
| Volkswagen Auto Loan Enhanced Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.000%, 08/21/2028 | 675 | 676 | ||||||
| Westlake Automobile Receivables Trust, Ser 2026-1A, Cl A2A | ||||||||
| 4.020%, 09/15/2028 (A) | 220 | 220 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A | ||||||||
| 5.800%, 04/18/2038 (A) | 219 | 220 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A | ||||||||
| 6.460%, 08/18/2038 (A) | 286 | 289 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 | ||||||||
| 4.870%, 06/21/2039 (A) | 406 | 410 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 | ||||||||
| 4.570%, 01/18/2040 (A) | 797 | 805 | ||||||
| World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 | ||||||||
| 5.610%, 02/15/2028 | 243 | 244 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.860%, 05/15/2031 | 285 | 286 | ||||||
| SEI Institutional Investments Trust | 287 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.250%, 09/17/2029 | $ | 1,125 | $ | 1,137 | ||||
| World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.420%, 04/17/2028 | 290 | 292 | ||||||
| 74,968 | ||||||||
| Credit Cards — 2.0% | ||||||||
| American Express Credit Account Master Trust, Ser 2023-2, Cl A | ||||||||
| 4.800%, 05/15/2030 | 140 | 144 | ||||||
| American Express Credit Account Master Trust, Ser 2024-3, Cl A | ||||||||
| 4.650%, 07/15/2029 | 1,750 | 1,773 | ||||||
| Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B | ||||||||
| 5.240%, 05/15/2029 (A) | 920 | 931 | ||||||
| Synchrony Card Funding LLC, Ser 2024-A2, Cl A | ||||||||
| 4.930%, 07/15/2030 | 3,025 | 3,071 | ||||||
| Trillium Credit Card Trust II, Ser 2025-1A, Cl B | ||||||||
| 4.405%, 09/26/2030 (A) | 330 | 330 | ||||||
| WF Card Issuance Trust, Ser 2025-A1, Cl A | ||||||||
| 4.340%, 05/15/2030 | 1,005 | 1,020 | ||||||
| 7,269 | ||||||||
| Mortgage Related Securities — 0.1% | ||||||||
| RCKT Mortgage Trust, Ser 2023-CES1, Cl A1A | ||||||||
| 6.515%, 06/25/2043 (A)(B) | 84 | 84 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (A)(C) | 309 | 313 | ||||||
| 397 | ||||||||
| Other Asset-Backed Securities — 11.6% | ||||||||
| Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 | ||||||||
| 5.300%, 06/21/2028 (A) | 12 | 12 | ||||||
| Amur Equipment Finance Receivables XII LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.090%, 12/20/2029 (A) | 369 | 372 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 | ||||||||
| 5.380%, 01/21/2031 (A) | 1,488 | 1,501 | ||||||
| Amur Equipment Finance Receivables XV LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.700%, 09/22/2031 (A) | 540 | 546 | ||||||
| Aqua Finance Trust, Ser 2021-A, Cl A | ||||||||
| 1.540%, 07/17/2046 (A) | 103 | 96 | ||||||
| Ares XXXIV CLO, Ser 2025-2A, Cl A1R4 | ||||||||
| 4.958%, TSFR3M + 1.290%, 07/17/2038 (A)(B) | 2,000 | 2,008 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Auxilior Term Funding, Ser 2023-1A, Cl A2 | ||||||||
| 6.180%, 12/15/2028 (A) | $ | 45 | $ | 45 | ||||
| Bain Capital Credit CLO, Ser 2021-4A, Cl A1R | ||||||||
| 4.868%, TSFR3M + 1.200%, 10/20/2034 (A)(B) | 2,250 | 2,249 | ||||||
| Bain Capital Credit CLO, Ser 2025-2A, Cl AR3 | ||||||||
| 4.588%, TSFR3M + 0.920%, 10/17/2032 (A)(B) | 1,882 | 1,881 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.668%, TSFR3M + 1.000%, 10/20/2034 (A)(B) | 1,475 | 1,475 | ||||||
| Barings Equipment Finance LLC, Ser 2025-B, Cl A2 | ||||||||
| 4.020%, 02/13/2029 (A) | 245 | 245 | ||||||
| Barings Equipment Finance LLC, Ser 2026-A, Cl A2 | ||||||||
| 3.890%, 04/13/2029 (A) | 290 | 290 | ||||||
| Carlyle Global Market Strategies CLO, Ser 2025-4A, Cl A1R3 | ||||||||
| 4.588%, TSFR3M + 0.920%, 07/20/2032 (A)(B) | 340 | 340 | ||||||
| CBAMR, Ser 2025-5A, Cl A1R | ||||||||
| 5.452%, TSFR3M + 1.340%, 10/17/2038 (A)(B) | 265 | 266 | ||||||
| CCG Receivables Trust, Ser 2023-1, Cl A2 | ||||||||
| 5.820%, 09/16/2030 (A) | 44 | 44 | ||||||
| CCG Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.480%, 10/14/2032 (A) | 156 | 157 | ||||||
| CCG Receivables Trust, Ser 2025-2, Cl A2 | ||||||||
| 4.140%, 08/15/2034 (A) | 385 | 387 | ||||||
| CIFC Funding, Ser 2025-5A, Cl A1R2 | ||||||||
| 4.942%, TSFR3M + 1.270%, 10/15/2038 (A)(B) | 1,000 | 1,003 | ||||||
| CNH Equipment Trust, Ser 2022-C, Cl A3 | ||||||||
| 5.150%, 04/17/2028 | 494 | 497 | ||||||
| CNH Equipment Trust, Ser 2024-C, Cl A2A | ||||||||
| 4.300%, 02/18/2028 | 178 | 178 | ||||||
| CNH Equipment Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.300%, 08/15/2028 | 357 | 358 | ||||||
| CNH Equipment Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.820%, 06/15/2029 | 716 | 717 | ||||||
| Dext ABS LLC, Ser 2023-2, Cl A2 | ||||||||
| 6.560%, 05/15/2034 (A) | 93 | 93 | ||||||
| DLLAA LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.700%, 10/20/2027 (A) | 328 | 329 | ||||||
| Dryden 94 CLO, Ser 2024-94A, Cl AR | ||||||||
| 5.032%, TSFR3M + 1.360%, 10/15/2037 (A)(B) | 700 | 702 | ||||||
| FirstKey Homes Trust, Ser 2022-SFR3, Cl A | ||||||||
| 4.250%, 07/17/2038 (A) | 366 | 366 | ||||||
| 288 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (A) | $ | 397 | $ | 391 | ||||
| HINNT LLC, Ser 2024-A, Cl A | ||||||||
| 5.490%, 03/15/2043 (A) | 768 | 785 | ||||||
| HPEFS Equipment Trust, Ser 2024-1A, Cl A3 | ||||||||
| 5.180%, 05/20/2031 (A) | 182 | 182 | ||||||
| HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.070%, 11/22/2032 (A) | 410 | 411 | ||||||
| John Deere Owner Trust, Ser 2024-C, Cl A2A | ||||||||
| 4.360%, 08/16/2027 | 83 | 83 | ||||||
| KKR CLO 21, Ser 2018-21, Cl A | ||||||||
| 4.934%, TSFR3M + 1.262%, 04/15/2031 (A)(B) | 100 | 99 | ||||||
| KKR CLO, Ser 2017-11, Cl AR | ||||||||
| 5.114%, TSFR3M + 1.442%, 01/15/2031 (A)(B) | 53 | 53 | ||||||
| Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.610%, 12/15/2027 (A) | 882 | 886 | ||||||
| Kubota Credit Owner Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.480%, 04/17/2028 (A) | 175 | 176 | ||||||
| Kubota Credit Owner Trust, Ser 2026-1A, Cl A2 | ||||||||
| 3.840%, 01/16/2029 (A) | 195 | 195 | ||||||
| MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 | ||||||||
| 5.200%, 09/13/2027 (A) | 211 | 211 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A | ||||||||
| 2.400%, 10/15/2068 (A) | 122 | 119 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
| 1.690%, 05/15/2069 (A) | 352 | 338 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (A) | 581 | 539 | ||||||
| Neuberger Berman Loan Advisers Clo 50, Ser 2026-50A, Cl AR2 | ||||||||
| 4.699%, TSFR3M + 1.040%, 07/23/2036 (A)(B) | 170 | 170 | ||||||
| NYCTL Trust, Ser 2025-A, Cl A | ||||||||
| 4.840%, 11/10/2038 (A) | 958 | 960 | ||||||
| Octagon Investment Partners 36, Ser 2018-1A, Cl A1 | ||||||||
| 4.904%, TSFR3M + 1.232%, 04/15/2031 (A)(B) | 111 | 111 | ||||||
| OneMain Financial Issuance Trust, Ser 2022-S1, Cl A | ||||||||
| 4.130%, 05/14/2035 (A) | 401 | 401 | ||||||
| Palmer Square CLO, Ser 2021-3A, Cl A1R | ||||||||
| 4.962%, TSFR3M + 1.290%, 10/15/2038 (A)(B) | 760 | 764 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Palmer Square Loan Funding, Ser 2026-1A, Cl A2R | ||||||||
| 4.810%, TSFR3M + 1.150%, 10/15/2032 (A)(B) | $ | 925 | $ | 925 | ||||
| Palmer Square Loan Funding, Ser 2026-3A, Cl A1R | ||||||||
| 4.480%, TSFR3M + 0.820%, 08/08/2032 (A)(B) | 925 | 924 | ||||||
| PFS Financing, Ser 2025-A, Cl B | ||||||||
| 5.000%, 01/15/2029 (A) | 800 | 804 | ||||||
| PFS Financing, Ser 2025-B, Cl A | ||||||||
| 4.850%, 02/15/2030 (A) | 545 | 555 | ||||||
| SCF Equipment Leasing LLC, Ser 2025-2A, Cl A2 | ||||||||
| 4.260%, 12/22/2031 (A) | 1,725 | 1,734 | ||||||
| SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.820%, 07/22/2030 (A) | 48 | 48 | ||||||
| Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 | ||||||||
| 4.818%, TSFR3M + 1.150%, 10/20/2034 (A)(B) | 1,600 | 1,601 | ||||||
| SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A | ||||||||
| 4.800%, 02/27/2034 (A) | 762 | 766 | ||||||
| STAR Trust, Ser 2024-SFR4, Cl A | ||||||||
| 5.410%, TSFR1M + 1.750%, 10/17/2041 (A)(B) | 798 | 801 | ||||||
| STAR Trust, Ser 2024-SFR4, Cl B | ||||||||
| 5.760%, TSFR1M + 2.100%, 10/17/2041 (A)(B) | 425 | 426 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl A | ||||||||
| 5.110%, TSFR1M + 1.450%, 02/17/2042 (A)(B) | 399 | 400 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl B | ||||||||
| 5.410%, TSFR1M + 1.750%, 02/17/2042 (A)(B) | 800 | 801 | ||||||
| Tricon Residential Trust, Ser 2024-SFR2, Cl A | ||||||||
| 4.750%, 06/17/2040 (A) | 548 | 551 | ||||||
| Tricon Residential Trust, Ser 2026-SFR1, Cl A | ||||||||
| 4.771%, TSFR1M + 1.100%, 02/17/2043 (A)(B) | 485 | 486 | ||||||
| Tricon Residential Trust, Ser 2026-SFR1, Cl B | ||||||||
| 5.021%, TSFR1M + 1.350%, 02/17/2043 (A)(B) | 485 | 485 | ||||||
| Trinity Rail Leasing 2020 LLC, Ser 2020-2A, Cl A2 | ||||||||
| 2.560%, 11/19/2050 (A) | 1,120 | 1,084 | ||||||
| Triumph Rail Holdings LLC, Ser 2021-2, Cl A | ||||||||
| 2.150%, 06/19/2051 (A) | 441 | 428 | ||||||
| SEI Institutional Investments Trust | 289 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| TSTAT, Ser 2026-1A, Cl AR3 | ||||||||
| 4.596%, TSFR3M + 0.940%, 01/20/2032 (A)(B) | $ | 925 | $ | 925 | ||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (A) | 1,158 | 1,103 | ||||||
| USQ Rail II LLC, Ser 2021-3A, Cl A | ||||||||
| 2.210%, 06/28/2051 (A) | 1,492 | 1,438 | ||||||
| Verizon Master Trust Series, Ser 2025-9, Cl A1A | ||||||||
| 3.960%, 10/21/2030 | 360 | 361 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl B | ||||||||
| 4.420%, 08/20/2030 | 895 | 901 | ||||||
| Verizon Master Trust, Ser 2025-1, Cl A | ||||||||
| 4.710%, 01/21/2031 | 320 | 326 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2025-2A, Cl A2 | ||||||||
| 3.960%, 06/15/2028 (A) | 240 | 240 | ||||||
| Voya CLO, Ser 2017-3A, Cl A1RR | ||||||||
| 4.728%, TSFR3M + 1.060%, 04/20/2034 (A)(B) | 1,200 | 1,200 | ||||||
| Voya CLO, Ser 2018-2A, Cl A1R | ||||||||
| 4.900%, TSFR3M + 1.232%, 04/25/2031 (A)(B) | 12 | 11 | ||||||
| Voya CLO, Ser 2024-2A, Cl AR | ||||||||
| 4.868%, TSFR3M + 1.200%, 07/20/2032 (A)(B) | 721 | 722 | ||||||
| 43,077 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $125,349) ($ Thousands) | 125,711 | |||||||
| U.S. TREASURY OBLIGATIONS — 13.7% | ||||||||
| U.S. Treasury Notes | ||||||||
| 3.848%, USBMMY3M + 0.205%, 10/31/2026 (B) | 1,400 | 1,401 | ||||||
| 3.750%, 06/30/2027 | 2,450 | 2,459 | ||||||
| 3.625%, 08/31/2027 | 8,750 | 8,773 | ||||||
| 3.625%, 05/31/2028 | 5,675 | 5,704 | ||||||
| 3.500%, 09/30/2027 | 1,825 | 1,827 | ||||||
| 3.500%, 10/15/2028 | 6,350 | 6,367 | ||||||
| 3.375%, 12/31/2027 | 9,175 | 9,170 | ||||||
| 3.250%, 06/30/2027 | 13,525 | 13,489 | ||||||
| 0.500%, 10/31/2027 | 1,515 | 1,444 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $50,496) ($ Thousands) | 50,634 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES — 12.4% | ||||||||
| Agency Mortgage-Backed Obligations — 4.1% | ||||||||
| FHLMC | ||||||||
| 3.000%, 03/01/2030 to 09/01/2030 | $ | 1,106 | $ | 1,092 | ||||
| FHLMC ARM | ||||||||
| 6.165%, H15T1Y + 2.165%, 02/01/2030(B) | – | – | ||||||
| FHLMC CMO, Ser 2012-4030, Cl AN | ||||||||
| 1.750%, 04/15/2027 | – | – | ||||||
| FHLMC CMO, Ser 2013-4150, Cl GE | ||||||||
| 2.000%, 01/15/2033 | 1,868 | 1,797 | ||||||
| FHLMC CMO, Ser 2014-4385, Cl EU | ||||||||
| 3.000%, 04/15/2035 | 1,805 | 1,792 | ||||||
| FHLMC CMO, Ser 2018-4783, Cl BV | ||||||||
| 4.000%, 03/15/2037 | 227 | 226 | ||||||
| FHLMC CMO, Ser 2019-4938, Cl CA | ||||||||
| 2.500%, 04/25/2048 | 859 | 827 | ||||||
| FHLMC CMO, Ser 2021-5081, Cl HE | ||||||||
| 1.000%, 01/15/2044 | 142 | 130 | ||||||
| FHLMC CMO, Ser 2022-5264, Cl AB | ||||||||
| 4.500%, 08/25/2039 | 109 | 109 | ||||||
| FHLMC REMIC CMO, Ser 2013-4166, Cl PV | ||||||||
| 3.250%, 07/15/2037 | 1,776 | 1,766 | ||||||
| FHLMC REMIC CMO, Ser 2015-4479, Cl TA | ||||||||
| 3.000%, 07/15/2034 | 734 | 727 | ||||||
| FHLMC REMIC CMO, Ser 2018-4753, Cl QV | ||||||||
| 3.500%, 12/15/2040 | 131 | 131 | ||||||
| FNMA | ||||||||
| 6.000%, 01/01/2027 to 04/01/2040 | 50 | 53 | ||||||
| 3.500%, 11/01/2034 | 44 | 44 | ||||||
| 3.000%, 10/01/2030 | 102 | 100 | ||||||
| 2.500%, 06/01/2029 | 1,534 | 1,514 | ||||||
| FNMA ARM | ||||||||
| 6.465%, H15T1Y + 2.215%, 01/01/2029(B) | 2 | 2 | ||||||
| FNMA CMO, Ser 2001-33, Cl FA | ||||||||
| 4.232%, SOFR30A + 0.564%, 07/25/2031(B) | 2 | 2 | ||||||
| FNMA CMO, Ser 2011-99, Cl KB | ||||||||
| 3.500%, 10/25/2026 | 23 | 23 | ||||||
| FNMA CMO, Ser 2013-1, Cl DC | ||||||||
| 2.000%, 02/25/2033 | 450 | 427 | ||||||
| FNMA CMO, Ser 2016-99, Cl H | ||||||||
| 3.000%, 08/25/2043 | 94 | 93 | ||||||
| FNMA CMO, Ser 2022-77, Cl CA | ||||||||
| 5.000%, 04/25/2039 | 121 | 120 | ||||||
| FNMA CMO, Ser 2023-16, Cl VE | ||||||||
| 5.500%, 03/25/2034 | 409 | 421 | ||||||
| FNMA REMIC CMO, Ser 2012-137, Cl UE | ||||||||
| 1.750%, 09/25/2041 | 76 | 73 | ||||||
| FNMA REMIC CMO, Ser 2015-57, Cl CA | ||||||||
| 3.000%, 08/25/2034 | 169 | 168 | ||||||
| FNMA REMIC CMO, Ser 2016-81, Cl PA | ||||||||
| 3.000%, 02/25/2044 | 905 | 898 | ||||||
| 290 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMIC CMO, Ser 2023-32, Cl BD | ||||||||
| 5.500%, 07/25/2042 | $ | 1,583 | $ | 1,617 | ||||
| GNMA CMO, Ser 2013-88, Cl WC | ||||||||
| 2.000%, 11/20/2041 | 233 | 228 | ||||||
| GNMA CMO, Ser 2025-47, Cl HA | ||||||||
| 5.000%, 11/20/2052 | 707 | 710 | ||||||
| 15,090 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 8.3% | ||||||||
| ALA Trust, Ser 2025-OANA, Cl A | ||||||||
| 5.403%, TSFR1M + 1.743%, 06/15/2040(A)(B) | 1,840 | 1,849 | ||||||
| Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.466%, 12/25/2059(A)(B) | 12 | 12 | ||||||
| BANK, Ser 2017-BNK7, Cl ASB | ||||||||
| 3.265%, 09/15/2060 | 54 | 54 | ||||||
| BOCA Commercial Mortgage Trust, Ser 2025-BOCA, Cl A | ||||||||
| 5.260%, TSFR1M + 1.600%, 12/15/2042(A)(B) | 1,750 | 1,757 | ||||||
| BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 | ||||||||
| 1.449%, 05/25/2060(A)(B) | 39 | 38 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.941%, 02/25/2049(A)(B) | 121 | 116 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 0.970%, 03/25/2060(A)(B) | 37 | 37 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.699%, 04/25/2060(A)(B) | 204 | 192 | ||||||
| BSPRT Issuer, Ser 2022-FL8, Cl A | ||||||||
| 5.158%, SOFR30A + 1.500%, 02/15/2037(A)(B) | 26 | 26 | ||||||
| BX Commercial Mortgage Trust, Ser 2026-CSMO, Cl A | ||||||||
| 5.067%, TSFR1M + 1.400%, 02/15/2042(A)(B) | 1,330 | 1,330 | ||||||
| BX Commercial Mortgage Trust, Ser 2026-CSMO, Cl B | ||||||||
| 5.367%, TSFR1M + 1.700%, 02/15/2042(A)(B) | 280 | 280 | ||||||
| BX Commercial Mortgage Trust, Ser 2026-VLT9, Cl B | ||||||||
| 5.823%, TSFR1M + 2.150%, 03/15/2045(A)(B) | 1,665 | 1,665 | ||||||
| BX Trust, Ser 2021-LGCY, Cl A | ||||||||
| 4.281%, TSFR1M + 0.620%, 10/15/2036(A)(B) | 1,200 | 1,199 | ||||||
| BX Trust, Ser 2022-LBA6, Cl A | ||||||||
| 4.660%, TSFR1M + 1.000%, 01/15/2039(A)(B) | 1,220 | 1,217 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 | ||||||||
| 3.490%, 02/25/2058(A)(B) | $ | 65 | $ | 64 | ||||
| COLT Funding LLC, Ser 2021-3R, Cl A1 | ||||||||
| 1.051%, 12/25/2064(A)(B) | 151 | 142 | ||||||
| COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 | ||||||||
| 1.325%, 10/26/2065(A)(B) | 70 | 66 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.910%, 06/25/2066(A)(B) | 261 | 230 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(B) | 392 | 337 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 | ||||||||
| 0.798%, 07/27/2054(A) | 118 | 108 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(B) | 689 | 605 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 | ||||||||
| 1.110%, 10/25/2066(A)(B) | 642 | 565 | ||||||
| COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 | ||||||||
| 0.857%, 05/25/2065(A)(B) | 256 | 236 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 12/25/2041(A)(B) | 655 | 658 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 | ||||||||
| 5.567%, SOFR30A + 1.900%, 12/25/2041(A)(B) | 1,575 | 1,578 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 | ||||||||
| 6.167%, SOFR30A + 2.500%, 04/25/2043(A)(B) | 125 | 127 | ||||||
| Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 | ||||||||
| 4.817%, SOFR30A + 1.150%, 03/25/2044(A)(B) | 129 | 129 | ||||||
| CSAIL Commercial Mortgage Trust, Ser 2018-C14, Cl ASB | ||||||||
| 4.359%, 11/15/2051(B) | 233 | 233 | ||||||
| CSMC Trust, Ser 2021-AFC1, Cl A1 | ||||||||
| 0.830%, 03/25/2056(A)(B) | 314 | 271 | ||||||
| CSMC Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.809%, 05/25/2065(A)(B) | 276 | 254 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.715%, 05/25/2065(A)(B) | 48 | 47 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.899%, 04/25/2066(A)(B) | 121 | 109 | ||||||
| SEI Institutional Investments Trust | 291 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| EFMT, Ser 2026-INV2, Cl A1 | ||||||||
| 4.682%, 02/25/2071(A)(B) | $ | 858 | $ | 863 | ||||
| ELM Trust, Ser 2024-ELM, Cl A10 | ||||||||
| 5.994%, 06/10/2039(A)(B) | 1,035 | 1,040 | ||||||
| ELM Trust, Ser 2024-ELM, Cl A15 | ||||||||
| 5.994%, 06/10/2039(A)(B) | 965 | 968 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.967%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 58 | 58 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 | ||||||||
| 4.917%, SOFR30A + 1.250%, 03/25/2044(A)(B) | 89 | 89 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA1, Cl M2 | ||||||||
| 5.017%, SOFR30A + 1.350%, 01/25/2045(A)(B) | 270 | 270 | ||||||
| FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 | ||||||||
| 9.682%, SOFR30A + 6.014%, 10/25/2028(B) | 72 | 72 | ||||||
| Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A | ||||||||
| 5.110%, TSFR1M + 1.450%, 12/15/2039(A)(B) | 1,175 | 1,175 | ||||||
| GS Mortgage Securities II Trust, Ser 2022-SHIP, Cl B | ||||||||
| 4.936%, 09/10/2038(A)(B) | 810 | 810 | ||||||
| GS Mortgage Securities Trust, Ser 2017-GS8, Cl AAB | ||||||||
| 3.313%, 11/10/2050 | 117 | 117 | ||||||
| HLTN Commercial Mortgage Trust, Ser 2024-DPLO, Cl A | ||||||||
| 5.301%, TSFR1M + 1.642%, 06/15/2041(A)(B) | 800 | 800 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 1.071%, 06/25/2056(A)(B) | 415 | 377 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.073%, 09/25/2056(A)(B) | 295 | 256 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.595%, 11/25/2056(A)(B) | 326 | 286 | ||||||
| JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl ASB | ||||||||
| 3.549%, 03/15/2050 | 27 | 27 | ||||||
| JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl ASB | ||||||||
| 3.241%, 09/15/2050 | 125 | 125 | ||||||
| JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 | ||||||||
| 2.539%, 10/25/2029(A)(B) | 232 | 229 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 | ||||||||
| 4.538%, TSFR1M + 0.864%, 04/25/2046(A)(B) | $ | 80 | $ | 79 | ||||
| MetLife Securitization Trust, Ser 2017-1A, Cl A | ||||||||
| 3.000%, 04/25/2055(A)(B) | 52 | 50 | ||||||
| MF1, Ser 2022-FL8, Cl A | ||||||||
| 5.017%, TSFR1M + 1.350%, 02/19/2037(A)(B) | 286 | 286 | ||||||
| MFA Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 0.852%, 01/25/2056(A)(B) | 47 | 45 | ||||||
| MHP, Ser 2021-STOR, Cl A | ||||||||
| 4.475%, TSFR1M + 0.814%, 07/15/2038(A)(B) | 325 | 325 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 | ||||||||
| 3.250%, 05/25/2062(A)(B) | 5 | 5 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 | ||||||||
| 3.500%, 08/25/2058(A)(B) | 162 | 161 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B | ||||||||
| 3.500%, 04/25/2066(A)(B) | 1,049 | 1,036 | ||||||
| Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 | ||||||||
| 3.250%, 10/25/2069(A)(B) | 315 | 309 | ||||||
| Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(B) | 123 | 119 | ||||||
| Morgan Stanley Capital I Trust, Ser 2018-H3, Cl ASB | ||||||||
| 4.120%, 07/15/2051 | 132 | 131 | ||||||
| Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB | ||||||||
| 3.509%, 12/15/2050 | 161 | 160 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | ||||||||
| 4.000%, 04/25/2057(A)(B) | 90 | 88 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 | ||||||||
| 4.000%, 08/27/2057(A)(B) | 218 | 216 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 | ||||||||
| 3.754%, 09/25/2057(A)(B) | 94 | 91 | ||||||
| New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 | ||||||||
| 1.650%, 05/24/2060(A)(B) | 37 | 36 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.053%, TSFR1M + 1.393%, 10/15/2040(A)(B) | 800 | 801 | ||||||
| 292 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl A | ||||||||
| 4.873%, TSFR1M + 1.213%, 02/15/2042(A)(B) | $ | 300 | $ | 299 | ||||
| OBX Trust, Ser 2018-1, Cl A2 | ||||||||
| 4.438%, TSFR1M + 0.764%, 06/25/2057(A)(B) | 14 | 14 | ||||||
| Paragon Mortgages, Ser 2006-12A, Cl A2C | ||||||||
| 4.175%, SOFR + 0.482%, 11/15/2038(A)(B) | 35 | 35 | ||||||
| PRPM LLC, Ser 2025-RCF3, Cl A1 | ||||||||
| 5.250%, 07/25/2055(A)(C) | 326 | 331 | ||||||
| Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.376%, 01/26/2060(A)(B) | 2 | 2 | ||||||
| Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 | ||||||||
| 4.500%, 08/25/2048(A)(B) | 1 | 1 | ||||||
| SREIT Trust, Ser 2021-MFP, Cl A | ||||||||
| 4.505%, TSFR1M + 0.845%, 11/15/2038(A)(B) | 151 | 151 | ||||||
| SREIT Trust, Ser 2021-MFP, Cl B | ||||||||
| 4.854%, TSFR1M + 1.194%, 11/15/2038(A)(B) | 755 | 755 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 | ||||||||
| 1.486%, 04/25/2065(A)(B) | 18 | 18 | ||||||
| Toorak Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 1.153%, 07/25/2056(A)(B) | 223 | 204 | ||||||
| Towd Point Mortgage Trust, Ser 2017-6, Cl A1 | ||||||||
| 2.750%, 10/25/2057(A)(B) | 25 | 25 | ||||||
| Towd Point Mortgage Trust, Ser 2018-2, Cl A1 | ||||||||
| 3.250%, 03/25/2058(A)(B) | 73 | 72 | ||||||
| Towd Point Mortgage Trust, Ser 2018-3, Cl A1 | ||||||||
| 3.750%, 05/25/2058(A)(B) | 62 | 61 | ||||||
| Towd Point Mortgage Trust, Ser 2018-5, Cl A1A | ||||||||
| 3.250%, 07/25/2058(A)(B) | 152 | 151 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017-C4, Cl ASB | ||||||||
| 3.366%, 10/15/2050 | 166 | 165 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB | ||||||||
| 3.504%, 12/15/2050 | 65 | 64 | ||||||
| UBS Commercial Mortgage Trust, Ser 2019-C16, Cl ASB | ||||||||
| 3.460%, 04/15/2052 | 451 | 448 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(B) | 144 | 132 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A2 | ||||||||
| 1.052%, 01/25/2066(A)(B) | 188 | 173 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(B) | $ | 199 | $ | 184 | ||||
| Verus Securitization Trust, Ser 2021-R2, Cl A1 | ||||||||
| 0.918%, 02/25/2064(A)(B) | 219 | 208 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(B) | 138 | 133 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB | ||||||||
| 3.212%, 09/15/2050 | 98 | 97 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB | ||||||||
| 3.390%, 11/15/2050 | 38 | 38 | ||||||
| 30,792 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $46,307) ($ Thousands) | 45,882 | |||||||
| MUNICIPAL BONDS — 2.1% | ||||||||
| New Jersey — 0.3% | ||||||||
| New Jersey Transportation Trust Fund Authority, Ser BB, RB | ||||||||
| 4.608%, 06/15/2026 | 1,280 | 1,283 | ||||||
| New York — 1.4% | ||||||||
| City of New York New York, Ser D-2, GO | ||||||||
| 4.267%, 10/01/2026 | 700 | 702 | ||||||
| City of New York New York, Ser H, GO | ||||||||
| 4.542%, 02/01/2027 | 480 | 484 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, RB | ||||||||
| 4.724%, 11/01/2026 | 2,205 | 2,220 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser , RB | ||||||||
| 3.805%, 11/01/2027 | 780 | 784 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB | ||||||||
| 4.507%, 11/01/2026 | 875 | 880 | ||||||
| 5,070 | ||||||||
| Pennsylvania — 0.4% | ||||||||
| City of Philadelphia Pennsylvania, Ser B, GO | ||||||||
| 4.460%, 08/01/2027 | 625 | 632 | ||||||
| SEI Institutional Investments Trust | 293 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Philadelphia Authority for Industrial Development, Ser A, RB, AG | ||||||||
| 6.350%, 04/15/2028 | $ | 850 | $ | 881 | ||||
| 1,513 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $7,826) ($ Thousands) | 7,866 | |||||||
| COMMERCIAL PAPER — 0.7% | ||||||||
| Deaconess Health System Inc | ||||||||
| 3.836%, 04/07/2026 (D) | 925 | 921 | ||||||
| Novant Health Inc | ||||||||
| 3.827%, 03/17/2026 (D) | 900 | 898 | ||||||
| Toyota Motor Corp | ||||||||
| 3.832%, 07/13/2026 (D) | 600 | 592 | ||||||
| Total Commercial Paper | ||||||||
| (Cost $2,411) ($ Thousands) | 2,411 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.3% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 1,041,339 | 1,041 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $1,041) ($ Thousands) | 1,041 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| REPURCHASE AGREEMENTS(E) — 0.5% | ||||||||
| Barclays | ||||||||
| 3.670%, dated 02/27/2026 to be repurchased on 03/02/2026, repurchase price $1,000,306 (collateralized by a U.S. Government Agency, par value $978,800, 4.500%, 05/31/2029, with a total market value of $1,020,000) | $ | 1,000 | $ | 1,000 | ||||
| BNP Paribas | ||||||||
| 3.670%, dated 02/27/2026 to be repurchased on 03/02/2026, repurchase price $1,000,306 (collateralized by various U.S. Government Agencies, par values ranging from $1,000 - $855,471, 4.000% - 7.000%, 10/01/2045 - 12/01/2055, with a total market value of $1,020,000) | 1,000 | 1,000 | ||||||
| Total Repurchase Agreements | ||||||||
| (Cost $2,000) ($ Thousands) | 2,000 | |||||||
| Total Investments in Securities — 100.5% | ||||||||
| (Cost $370,919) ($ Thousands) | $ | 371,652 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | 13 | Jun-2026 | $ | 2,718 | $ | 2,721 | $ | 3 | ||||||||||
| U.S. 5-Year Treasury Notes | 20 | Jun-2026 | 2,195 | 2,203 | 8 | |||||||||||||
| 4,913 | 4,924 | 11 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 10-Year Treasury Notes | (26 | ) | Jun-2026 | $ | (2,947 | ) | $ | (2,960 | ) | $ | (13 | ) | ||||||
| U.S. Long Treasury Bonds | (2 | ) | Jun-2026 | (235 | ) | (237 | ) | (2 | ) | |||||||||
| (3,182 | ) | (3,197 | ) | (15 | ) | |||||||||||||
| $ | 1,731 | $ | 1,727 | $ | (4 | ) | ||||||||||||
Percentages are based on Net Assets of $369,875 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $142,293 ($ Thousands), representing 38.5% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Interest rate represents the security's effective yield at the time of purchase. |
| (E) | Tri-Party Repurchase Agreement. |
| 294 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Ultra Short Duration Bond Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 3,102 | $ | 150,205 | $ | (152,266 | ) | $ | – | $ | – | $ | 1,041 | $ | 84 | $ | – | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 295 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS — 92.0% | ||||||||
| Albania — 0.0% | ||||||||
| Albania Government International Bond | ||||||||
| 4.750%, 02/14/2035 | EUR | 510 | $ | 617 | ||||
| Angola — 0.5% | ||||||||
| Angola Via Avenir Issuer II Ireland DAC | ||||||||
| 6.927%, 02/19/2027 | $ | 880 | 863 | |||||
| Angolan Government International Bond | ||||||||
| 9.375%, 05/08/2048 | 2,203 | 1,993 | ||||||
| 9.244%, 01/15/2031(A) | 4,983 | 5,058 | ||||||
| Angolan Government International Bond MTN | ||||||||
| 9.125%, 11/26/2049 | 550 | 487 | ||||||
| 8,401 | ||||||||
| Argentina — 1.9% | ||||||||
| Argentine Republic Government International Bond | ||||||||
| 4.250%, 01/09/2038(B) | EUR | 730 | 665 | |||||
| 4.125%, 07/09/2027(B) | $ | 8,316 | 5,913 | |||||
| 4.125%, 07/09/2027(B) | 12,247 | 9,232 | ||||||
| 4.000%, 07/09/2026(B) | EUR | 764 | 620 | |||||
| 3.875%, 07/09/2027(B) | 3,700 | 3,159 | ||||||
| 3.500%, 07/09/2041(B) | $ | 452 | 316 | |||||
| 3.000%, 07/09/2029(B) | EUR | 2,945 | 2,384 | |||||
| 0.750%, 07/09/2027(B) | $ | 6,729 | 5,703 | |||||
| Provincia de Buenos Aires MTN | ||||||||
| 6.625%, 09/01/2037(B) | 4,631 | 3,667 | ||||||
| Republic of Argentina | ||||||||
| 29.500%, 05/30/2030 | ARS | 1,750,000 | 1,470 | |||||
| 0.000% 12/15/2035 (C)(D) | EUR | 8,158 | 991 | |||||
| 34,120 | ||||||||
| Armenia — 0.2% | ||||||||
| Ardshinbank CJSC Via Dilijan Finance BV | ||||||||
| 6.600%, 01/22/2031(A) | $ | 650 | 658 | |||||
| Armenia International Bond | ||||||||
| 3.600%, 02/02/2031 | 742 | 684 | ||||||
| Republic of Armenia International Bond | ||||||||
| 6.750%, 03/12/2035 | 1,400 | 1,487 | ||||||
| 2,829 | ||||||||
| Azerbaijan — 0.0% | ||||||||
| Republic of Azerbaijan International Bond | ||||||||
| 3.500%, 09/01/2032 | 993 | 935 | ||||||
| Bahamas — 0.8% | ||||||||
| Bahamas Government International Bond | ||||||||
| 9.000%, 06/16/2029 | 4,050 | 4,388 | ||||||
| 8.950%, 10/15/2032 | 6,535 | 7,411 | ||||||
| 8.250%, 06/24/2036(A) | 2,340 | 2,622 | ||||||
| 8.250%, 06/24/2036 | 500 | 560 | ||||||
| 14,981 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Bahrain — 1.2% | ||||||||
| Bahrain Government International Bond | ||||||||
| 7.000%, 10/12/2028 | $ | 563 | $ | 583 | ||||
| 6.750%, 09/20/2029 | 3,452 | 3,541 | ||||||
| 6.625%, 10/06/2037(A) | 4,746 | 4,635 | ||||||
| 6.000%, 09/19/2044 | 2,510 | 2,182 | ||||||
| Bahrain Government International Bond MTN | ||||||||
| 7.100%, 02/03/2038(A) | 900 | 903 | ||||||
| 6.250%, 01/25/2051 | 7,450 | 6,535 | ||||||
| CBB International Sukuk Programme WLL | ||||||||
| 3.950%, 09/16/2027 | 3,510 | 3,452 | ||||||
| 3.875%, 05/18/2029 | 591 | 561 | ||||||
| 22,392 | ||||||||
| Barbados — 0.2% | ||||||||
| Barbados Government International Bond | ||||||||
| 8.000%, 06/26/2035(A) | 2,800 | 2,993 | ||||||
| Bermuda — 0.0% | ||||||||
| Bermuda Government International Bond | ||||||||
| 2.375%, 08/20/2030 | 306 | 281 | ||||||
| Bolivia — 0.1% | ||||||||
| Bolivian Government International Bond | ||||||||
| 4.500%, 03/20/2028 | 1,783 | 1,727 | ||||||
| Brazil — 4.2% | ||||||||
| Aegea Finance Sarl | ||||||||
| 7.625%, 01/20/2036(A) | 2,146 | 1,992 | ||||||
| Braskem Netherlands Finance BV | ||||||||
| 8.500%, 01/12/2031 | 2,250 | 947 | ||||||
| 8.000%, 10/15/2034 | 6,729 | 2,740 | ||||||
| Brazil Notas do Tesouro Nacional, Ser B | ||||||||
| 6.000%, 05/15/2045 | BRL | 2,124 | 1,723 | |||||
| 6.000%, 08/15/2050 | 5,352 | 4,288 | ||||||
| Brazil Notas do Tesouro Nacional, Ser F | ||||||||
| 10.000%, 01/01/2027 | 34,732 | 6,718 | ||||||
| 10.000%, 01/01/2029 | 61,645 | 11,312 | ||||||
| 10.000%, 01/01/2031 | 62,268 | 10,869 | ||||||
| Brazil Notas do Tesouro Nacional Serie F | ||||||||
| 10.000%, 01/01/2033 | 38,108 | 6,379 | ||||||
| 10.000%, 01/01/2035 | 27,372 | 4,458 | ||||||
| Brazilian Government International Bond | ||||||||
| 7.250%, 01/12/2056 | $ | 14,085 | 14,296 | |||||
| 6.250%, 05/22/2036 | 7,288 | 7,344 | ||||||
| 4.750%, 01/14/2050 | 1,139 | 853 | ||||||
| PRIO Luxembourg Holding Sarl | ||||||||
| 6.750%, 10/15/2030 | 1,811 | 1,785 | ||||||
| Yinson Bergenia Production BV | ||||||||
| 8.498%, 01/31/2045(A) | 592 | 629 | ||||||
| Yinson Boronia Production BV | ||||||||
| 8.947%, 07/31/2042 | 1,273 | 1,402 | ||||||
| 77,735 | ||||||||
| 296 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Bulgaria — 0.0% | ||||||||
| Eastern European Electric BV | ||||||||
| 6.500%, 05/15/2030(A) | EUR | 500 | $ | 621 | ||||
| Cameroon — 0.2% | ||||||||
| Cameroon International Bond | ||||||||
| 5.950%, 07/07/2032 | 3,773 | 3,906 | ||||||
| Canada — 0.0% | ||||||||
| Polaris Renewable Energy | ||||||||
| 9.500%, 12/03/2029 | $ | 500 | 519 | |||||
| Cayman Islands — 0.0% | ||||||||
| Neon Capital MTN | ||||||||
| 0.000%, 01/06/2028(C)(D) | JPY | 114,558 | 715 | |||||
| Chile — 1.4% | ||||||||
| Bonos de la Tesoreria de la Republica en pesos | ||||||||
| 6.000%, 04/01/2033(A) | CLP | 1,050,000 | 1,292 | |||||
| 5.000%, 03/01/2035 | 2,050,000 | 2,372 | ||||||
| 4.700%, 09/01/2030(A) | 4,450,000 | 5,174 | ||||||
| Chile Electricity Lux Mpc II Sarl | ||||||||
| 5.580%, 10/20/2035 | $ | 684 | 707 | |||||
| Chile Electricity Lux MPC Sarl | ||||||||
| 6.010%, 01/20/2033 | 989 | 1,039 | ||||||
| Chile Government International Bond | ||||||||
| 3.100%, 05/07/2041 | 997 | 788 | ||||||
| 2.550%, 01/27/2032 | 300 | 271 | ||||||
| 2.550%, 07/27/2033 | 2,991 | 2,624 | ||||||
| Empresa Nacional del Petroleo | ||||||||
| 5.950%, 07/30/2034 | 395 | 415 | ||||||
| Nacional del Cobre de Chile | ||||||||
| 6.780%, 01/13/2055(A) | 3,682 | 4,061 | ||||||
| 6.780%, 01/13/2055 | 4,355 | 4,804 | ||||||
| Sociedad Quimica y Minera de Chile | ||||||||
| 5.625%, H15T5Y + 1.915%, 04/22/2056 (A)(C) | 1,819 | 1,842 | ||||||
| 25,389 | ||||||||
| China — 0.5% | ||||||||
| China Government Bond | ||||||||
| 2.150%, 08/25/2055 | CNY | 11,000 | 1,565 | |||||
| 1.670%, 05/25/2035 | 26,000 | 3,754 | ||||||
| China Government International Bond | ||||||||
| 3.750%, 11/13/2030(A) | $ | 3,428 | 3,500 | |||||
| 8,819 | ||||||||
| Colombia — 4.3% | ||||||||
| Colombia Government International Bond | ||||||||
| 8.500%, 04/25/2035 | 4,453 | 4,879 | ||||||
| 6.500%, 01/21/2033 | 1,728 | 1,715 | ||||||
| 6.125%, 01/21/2031 | 3,275 | 3,267 | ||||||
| 5.625%, 02/26/2044 | 3,285 | 2,655 | ||||||
| 5.200%, 05/15/2049 | 900 | 661 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 5.000%, 06/15/2045 | $ | 12,743 | $ | 9,364 | ||||
| 4.125%, 05/15/2051 | 3,941 | 2,461 | ||||||
| 3.000%, 01/30/2030 | 400 | 360 | ||||||
| Colombian TES | ||||||||
| 13.250%, 02/09/2033 | COP | 31,864,300 | 8,221 | |||||
| 11.750%, 01/24/2035 | 28,176,700 | 6,844 | ||||||
| 11.500%, 07/25/2046 | 3,171,200 | 708 | ||||||
| 7.750%, 09/18/2030 | 4,709,200 | 995 | ||||||
| 7.250%, 10/18/2034 | 53,352,200 | 9,726 | ||||||
| 7.250%, 10/26/2050 | 28,946,500 | 4,339 | ||||||
| 7.000%, 03/26/2031 | 45,499,700 | 9,136 | ||||||
| 7.000%, 06/30/2032 | 7,468,200 | 1,426 | ||||||
| 6.000%, 04/28/2028 | 15,767,700 | 3,596 | ||||||
| 5.750%, 11/03/2027 | 9,298,000 | 2,185 | ||||||
| Ecopetrol | ||||||||
| 5.875%, 05/28/2045 | $ | 4,950 | 3,725 | |||||
| EnfraGen Energia Sur SAU | ||||||||
| 8.499%, 06/30/2032(A) | 1,680 | 1,752 | ||||||
| PA Autopista Rio Magalena | ||||||||
| 6.050%, 06/15/2036 | COP | 5,281,619 | 1,178 | |||||
| 79,193 | ||||||||
| Congo — 0.1% | ||||||||
| Congolese International Bond | ||||||||
| 9.875%, 11/07/2032 | $ | 1,100 | 1,018 | |||||
| 9.500%, 02/17/2035 | 300 | 264 | ||||||
| 1,282 | ||||||||
| Costa Rica — 0.7% | ||||||||
| Costa Rica Government International Bond | ||||||||
| 7.158%, 03/12/2045 | 3,850 | 4,314 | ||||||
| 7.000%, 04/04/2044 | 410 | 455 | ||||||
| 6.125%, 02/19/2031 | 4,064 | 4,259 | ||||||
| 6.001%, 01/16/2036(A) | EUR | 3,750 | 4,637 | |||||
| 13,665 | ||||||||
| Côte d'Ivoire — 0.6% | ||||||||
| Côte d'Ivoire Government International Bond | ||||||||
| 8.250%, 01/30/2037 | $ | 595 | 650 | |||||
| 8.250%, 01/30/2037(A) | 217 | 237 | ||||||
| 8.075%, 04/01/2036(A) | 2,060 | 2,225 | ||||||
| 8.075%, 04/01/2036 | 200 | 216 | ||||||
| 6.750%, 02/25/2041(A) | 3,743 | 3,567 | ||||||
| 6.625%, 03/22/2048 | EUR | 3,141 | 3,475 | |||||
| 10,370 | ||||||||
| Czechia — 0.8% | ||||||||
| Czechia Government Bond | ||||||||
| 4.500%, 11/11/2032 | CZK | 43,000 | 2,159 | |||||
| 3.600%, 06/03/2036 | 39,000 | 1,787 | ||||||
| 2.750%, 07/23/2029 | 85,000 | 4,042 | ||||||
| 1.950%, 07/30/2037 | 7,800 | 297 | ||||||
| 1.500%, 04/24/2040 | 186,000 | 6,166 | ||||||
| 14,451 | ||||||||
| SEI Institutional Investments Trust | 297 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Dominican Republic — 1.5% | ||||||||
| Dominican Republic Central Bank Notes | ||||||||
| 9.000%, 12/11/2026 | DOP | 13,690 | $ | 227 | ||||
| Dominican Republic International Bond | ||||||||
| 11.250%, 09/15/2035 | 8,000 | 152 | ||||||
| 10.750%, 06/01/2036 | 55,600 | 1,034 | ||||||
| 6.950%, 03/15/2037 | $ | 3,692 | 3,958 | |||||
| 6.150%, 05/17/2038(A) | 5,010 | 5,020 | ||||||
| 5.875%, 10/28/2035(A) | 5,471 | 5,464 | ||||||
| 5.875%, 01/30/2060 | 1,200 | 1,081 | ||||||
| 5.750%, 03/17/2034(A) | 4,779 | 4,777 | ||||||
| 5.300%, 01/21/2041 | 6,050 | 5,512 | ||||||
| 27,225 | ||||||||
| Ecuador — 1.1% | ||||||||
| Ecuador Government International Bond | ||||||||
| 9.250%, 01/29/2039(A) | 1,275 | 1,294 | ||||||
| 8.750%, 01/29/2034(A) | 5,966 | 6,005 | ||||||
| 0.000%, 07/31/2030(E) | 831 | 697 | ||||||
| 6.900%, 07/31/2035(B) | 10,798 | 9,794 | ||||||
| 5.000%, 07/31/2026(B) | 3,759 | 3,071 | ||||||
| 20,861 | ||||||||
| Egypt — 2.6% | ||||||||
| Egypt Government Bond | ||||||||
| 25.318%, 08/13/2027 | EGP | 281,599 | 5,969 | |||||
| 24.458%, 10/01/2027 | 24,600 | 520 | ||||||
| Egypt Government International Bond | ||||||||
| 8.700%, 03/01/2049 | $ | 7,304 | 7,086 | |||||
| 8.500%, 01/31/2047 | 11,990 | 11,501 | ||||||
| Egypt Government International Bond MTN | ||||||||
| 8.625%, 02/04/2030 | 4,991 | 5,414 | ||||||
| Egypt Treasury Bills | ||||||||
| 26.567%, 04/07/2026(F) | EGP | 26,550 | 540 | |||||
| 26.116%, 09/08/2026(F) | 51,775 | 961 | ||||||
| 26.030%, 06/16/2026(F) | 27,825 | 543 | ||||||
| 25.448%, 03/17/2026(F) | 50,200 | 1,034 | ||||||
| 25.319%, 03/31/2026(F) | 329,975 | 6,739 | ||||||
| 24.435%, 10/20/2026(F) | 12,875 | 234 | ||||||
| 24.006%, 07/21/2026(F) | 19,550 | 374 | ||||||
| 23.992%, 04/28/2026(F) | 111,800 | 2,249 | ||||||
| 23.952%, 07/28/2026(F) | 10,075 | 192 | ||||||
| 23.435%, 10/27/2026(F) | 16,800 | 304 | ||||||
| 22.183%, 03/03/2026(F) | 201,600 | 4,193 | ||||||
| 47,853 | ||||||||
| El Salvador — 0.5% | ||||||||
| El Salvador Government International Bond | ||||||||
| 9.500%, 07/15/2052 | $ | 3,288 | 3,699 | |||||
| 8.625%, 02/28/2029 | 2,878 | 3,094 | ||||||
| 7.125%, 01/20/2050 | 3,560 | 3,239 | ||||||
| 10,032 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Ethiopia — 0.1% | ||||||||
| Ethiopia International Bond | ||||||||
| 6.625%, 12/11/2024(G) | $ | 2,225 | $ | 2,310 | ||||
| Gabon — 0.2% | ||||||||
| Gabon Blue Bond Master Trust Series 2 | ||||||||
| 6.097%, 08/01/2038 | 300 | 311 | ||||||
| Gabon Government International Bond | ||||||||
| 7.000%, 11/24/2031 | 3,846 | 3,153 | ||||||
| 3,464 | ||||||||
| Ghana — 0.6% | ||||||||
| Ghana Government International Bond | ||||||||
| 0.000%, 01/03/2030(E) | 253 | 220 | ||||||
| 5.000%, 07/03/2028(B) | 3,930 | 3,855 | ||||||
| 5.000%, 07/03/2028(B) | 6,992 | 6,332 | ||||||
| 5.000%, 07/03/2028(A)(B) | 216 | 212 | ||||||
| 0.000%, 07/03/2026(E) | 396 | 388 | ||||||
| 11,007 | ||||||||
| Guatemala — 0.7% | ||||||||
| Guatemala Government Bond | ||||||||
| 6.600%, 06/13/2036 | 2,280 | 2,474 | ||||||
| 6.125%, 06/01/2050 | 3,282 | 3,308 | ||||||
| 4.875%, 02/13/2028 | 1,255 | 1,264 | ||||||
| 4.500%, 05/03/2026 | 1,522 | 1,522 | ||||||
| Industrial Subordinated Trust 2 0 | ||||||||
| 6.550%, H15T5Y + 2.864%, 04/15/2036 (A)(C) | 1,836 | 1,887 | ||||||
| Threelands Energy Sarl | ||||||||
| 7.450%, 10/20/2035(A) | 1,510 | 1,573 | ||||||
| 12,028 | ||||||||
| Hungary — 1.9% | ||||||||
| Hungary Government Bond | ||||||||
| 7.000%, 10/24/2035 | HUF | 200,000 | 652 | |||||
| 6.750%, 10/22/2028 | 1,500,000 | 4,777 | ||||||
| 4.500%, 03/23/2028 | 933,000 | 2,842 | ||||||
| 3.250%, 10/22/2031 | 454,450 | 1,235 | ||||||
| 3.000%, 10/27/2038 | 630,890 | 1,383 | ||||||
| 3.000%, 04/25/2041 | 883,820 | 1,829 | ||||||
| Hungary Government International Bond | ||||||||
| 6.750%, 09/23/2055(A) | $ | 4,916 | 5,290 | |||||
| 6.125%, 05/22/2028 | 2,434 | 2,533 | ||||||
| 5.500%, 03/26/2036 | 5,860 | 5,946 | ||||||
| 5.375%, 09/26/2030 | 3,964 | 4,108 | ||||||
| 5.375%, 09/26/2030(A) | 1,559 | 1,615 | ||||||
| 3.125%, 09/21/2051 | 4,523 | 2,887 | ||||||
| 35,097 | ||||||||
| India — 1.7% | ||||||||
| Adani Green Energy UP | ||||||||
| 6.700%, 03/12/2042 | 3,420 | 3,329 | ||||||
| Adani Renewable Energy RJ MTN | ||||||||
| 4.625%, 10/15/2039 | 1,068 | 898 | ||||||
| 298 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Export-Import Bank of India MTN | ||||||||
| 3.250%, 01/15/2030 | $ | 545 | $ | 528 | ||||
| 2.250%, 01/13/2031 | 1,386 | 1,263 | ||||||
| India Government Bond | ||||||||
| 7.360%, 09/12/2052 | INR | 340,000 | 3,707 | |||||
| 7.300%, 06/19/2053 | 735,010 | 7,968 | ||||||
| 7.180%, 07/24/2037 | 443,480 | 4,988 | ||||||
| 6.480%, 10/06/2035 | 325,740 | 3,530 | ||||||
| 6.330%, 05/05/2035 | 324,590 | 3,489 | ||||||
| Muthoot Finance MTN | ||||||||
| 5.750%, 08/04/2030(A) | $ | 1,490 | 1,489 | |||||
| 31,189 | ||||||||
| Indonesia — 6.5% | ||||||||
| Indonesia Government International Bond | ||||||||
| 5.650%, 01/11/2053 | 3,235 | 3,251 | ||||||
| 4.850%, 01/11/2033 | 300 | 303 | ||||||
| 4.300%, 03/31/2052 | 924 | 762 | ||||||
| 4.200%, 10/15/2050 | 372 | 304 | ||||||
| 3.550%, 03/31/2032 | 596 | 566 | ||||||
| Indonesia Treasury Bond | ||||||||
| 9.000%, 03/15/2029 | IDR | 17,056,000 | 1,118 | |||||
| 8.750%, 05/15/2031 | 14,869,000 | 1,000 | ||||||
| 8.375% 03/15/2034 | 4,036,000 | 271 | ||||||
| 8.375%, 04/15/2039 | 27,396,000 | 1,878 | ||||||
| 8.250%, 05/15/2029 | 48,869,000 | 3,151 | ||||||
| 8.250%, 05/15/2036 | 72,413,000 | 4,887 | ||||||
| 7.500%, 08/15/2032 | 25,757,000 | 1,643 | ||||||
| 7.500%, 06/15/2035 | 5,000,000 | 320 | ||||||
| 7.500%, 05/15/2038 | 9,569,000 | 614 | ||||||
| 7.500%, 04/15/2040 | 31,245,000 | 2,005 | ||||||
| 7.125%, 06/15/2038 | 138,479,000 | 8,607 | ||||||
| 7.125%, 08/15/2040 | 41,088,000 | 2,569 | ||||||
| 7.125%, 06/15/2042 | 6,817,000 | 425 | ||||||
| 7.125%, 06/15/2043 | 101,279,000 | 6,352 | ||||||
| 7.125%, 08/15/2045 | 43,977,000 | 2,760 | ||||||
| 7.000% 05/15/2027 | 6,540,000 | 398 | ||||||
| 7.000%, 09/15/2030 | 75,868,000 | 4,740 | ||||||
| 7.000%, 02/15/2033 | 78,523,000 | 4,871 | ||||||
| 6.875%, 04/15/2029 | 155,481,000 | 9,641 | ||||||
| 6.750%, 07/15/2035 | 261,444,000 | 15,922 | ||||||
| 6.625%, 02/15/2034 | 77,756,000 | 4,696 | ||||||
| 6.500%, 07/15/2030 | 169,230,000 | 10,372 | ||||||
| 6.500%, 02/15/2031 | 52,960,000 | 3,246 | ||||||
| 6.500%, 04/15/2036 | 110,000,000 | 6,595 | ||||||
| 6.375%, 08/15/2028 | 54,367,000 | 3,326 | ||||||
| 5.500%, 04/15/2026 | 1,685,000 | 100 | ||||||
| LLPL Capital Pte | ||||||||
| 6.875%, 02/04/2039 | $ | 135 | 141 | |||||
| Pertamina Hulu Energi | ||||||||
| 5.250%, 05/21/2030(A) | 2,852 | 2,908 | ||||||
| Perusahaan Penerbit SBSN Indonesia III | ||||||||
| 4.550%, 07/23/2030(A) | 8,624 | 8,663 | ||||||
| 4.550%, 07/23/2030 | 707 | 710 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Perusahaan Perseroan Persero Perusahaan | ||||||||
| Listrik Negara MTN | ||||||||
| 5.450%, 02/03/2036(A) | $ | 538 | $ | 538 | ||||
| 119,653 | ||||||||
| Iraq — 0.5% | ||||||||
| Iraq Government International Bond | ||||||||
| 5.800%, 01/15/2028 | 6,269 | 6,241 | ||||||
| Iraq International Bond | ||||||||
| 5.800%, 01/15/2028 | 2,234 | 2,223 | ||||||
| 8,464 | ||||||||
| Isle of Man — 0.1% | ||||||||
| Kinetics LNG Holdings | ||||||||
| 9.875%, 11/13/2029(A) | 2,500 | 2,536 | ||||||
| Israel — 0.3% | ||||||||
| Israel Electric | ||||||||
| 8.100%, 12/15/2096 | 2,000 | 2,627 | ||||||
| Leviathan Bond | ||||||||
| 6.750%, 06/30/2030(A) | 370 | 381 | ||||||
| State of Israel | ||||||||
| 3.800%, 05/13/2060 | 2,570 | 1,765 | ||||||
| 4,773 | ||||||||
| Jamaica — 0.2% | ||||||||
| NCB Financial Group | ||||||||
| 11.000%, 07/31/2030 | 3,800 | 3,939 | ||||||
| Jordan — 0.4% | ||||||||
| Jordan Government International Bond | ||||||||
| 7.500%, 01/13/2029(A) | 1,698 | 1,782 | ||||||
| 7.500%, 01/13/2029 | 1,021 | 1,072 | ||||||
| 7.375%, 10/10/2047 | 3,940 | 3,898 | ||||||
| 5.750%, 11/12/2032(A) | 900 | 884 | ||||||
| 7,636 | ||||||||
| Kazakhstan — 0.9% | ||||||||
| Development Bank of Kazakhstan JSC MTN | ||||||||
| 18.400%, 10/16/2028(A) | KZT | 353,000 | 725 | |||||
| Kazakhstan Government Bond - MEOKAM | ||||||||
| 16.950%, 10/09/2030 | 495,000 | 1,015 | ||||||
| Kazakhstan Government Bond - MEUKAM | ||||||||
| 15.180%, 02/05/2032 | 295,000 | 579 | ||||||
| 14.450%, 06/05/2033 | 975,000 | 1,861 | ||||||
| 14.000%, 02/13/2035 | 2,015,000 | 3,775 | ||||||
| 11.050%, 01/28/2037 | 207,000 | 319 | ||||||
| 10.400%, 05/19/2027 | 435,000 | 807 | ||||||
| 5.000%, 04/18/2028 | 131,111 | 209 | ||||||
| Kazakhstan Government International Bond | ||||||||
| 5.500%, 07/01/2037 | $ | 1,552 | 1,605 | |||||
| 5.500%, 07/01/2037(A) | 1,000 | 1,034 | ||||||
| 5.000%, 07/01/2032(A) | 3,067 | 3,129 | ||||||
| 4.412%, 10/28/2030(A) | 749 | 748 | ||||||
| SEI Institutional Investments Trust | 299 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| KazMunayGas National JSC | ||||||||
| 6.375%, 10/24/2048 | $ | 544 | $ | 557 | ||||
| 16,363 | ||||||||
| Kenya — 0.9% | ||||||||
| Republic of Kenya Government | ||||||||
| International Bond | ||||||||
| 9.750%, 02/16/2031 | 3,812 | 4,172 | ||||||
| 8.700%, 02/26/2039(A) | 4,058 | 3,952 | ||||||
| 8.250%, 02/28/2048 | 5,344 | 4,994 | ||||||
| 7.000%, 05/22/2027 | 449 | 454 | ||||||
| Republic of Kenya Infrastructure Bond | ||||||||
| 18.461%, 08/09/2032 | KES | 61,600 | 603 | |||||
| 14.399%, 02/20/2040 | 64,000 | 573 | ||||||
| 13.938%, 10/27/2036 | 20,300 | 171 | ||||||
| 12.965%, 01/28/2041 | 29,600 | 246 | ||||||
| 12.500%, 01/10/2033 | 238,700 | 1,975 | ||||||
| 12.257%, 01/05/2037 | 33,800 | 265 | ||||||
| 17,405 | ||||||||
| Kuwait — 0.2% | ||||||||
| Kuwait International Government Bond | ||||||||
| 4.652%, 10/09/2035(A) | $ | 2,820 | 2,839 | |||||
| Kyrgyzstan — 0.0% | ||||||||
| Kyrgyz Republic International Bond | ||||||||
| 7.750%, 06/03/2030(A) | 710 | 741 | ||||||
| Laos — 0.2% | ||||||||
| Laos Government International Bond | ||||||||
| 11.250%, 11/12/2030 | 1,477 | 1,566 | ||||||
| 11.250%, 11/12/2030(A) | 1,200 | 1,272 | ||||||
| 2,838 | ||||||||
| Latvia — 0.1% | ||||||||
| Latvia Government International Bond MTN | ||||||||
| 5.125%, 07/30/2034 | 950 | 983 | ||||||
| Lebanon — 0.5% | ||||||||
| Lebanon Government International Bond | ||||||||
| 8.250%, 05/17/2034(G) | 15,346 | 4,593 | ||||||
| 8.200%, 05/17/2033(G) | 9,714 | 2,892 | ||||||
| Lebanon Government International Bond MTN | ||||||||
| 7.000%, 03/20/2028(G) | 3,638 | 1,070 | ||||||
| 6.400%, 05/26/2023(G) | 2,645 | 773 | ||||||
| 9,328 | ||||||||
| Luxembourg — 0.2% | ||||||||
| Delphos Securities SARL - Compartment Bernina MTN | ||||||||
| 7.625%, 04/08/2035 | EUR | 2,700 | 3,097 | |||||
| FORESEA Holding | ||||||||
| 7.500%, 06/15/2030(A) | $ | 552 | 539 | |||||
| 3,636 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Malaysia — 6.0% | ||||||||
| Khazanah Capital MTN | ||||||||
| 4.876%, 06/01/2033 | $ | 321 | $ | 332 | ||||
| 4.759%, 09/05/2034 | 200 | 204 | ||||||
| Khazanah Global Sukuk MTN | ||||||||
| 4.687%, 06/01/2028 | 2,649 | 2,691 | ||||||
| Malaysia Government Bond | ||||||||
| 4.893%, 06/08/2038 | MYR | 38,362 | 10,973 | |||||
| 4.642%, 11/07/2033 | 17,663 | 4,885 | ||||||
| 4.498% 04/15/2030 | 23,571 | 6,339 | ||||||
| 4.457%, 03/31/2053 | 3,389 | 933 | ||||||
| 4.065%, 06/15/2050 | 9,000 | 2,340 | ||||||
| 3.906%, 07/15/2026 | 6,893 | 1,778 | ||||||
| 3.900% 11/30/2026 | 78,341 | 20,283 | ||||||
| 3.885%, 08/15/2029 | 35,000 | 9,194 | ||||||
| 3.828%, 07/05/2034 | 31,195 | 8,194 | ||||||
| 3.757%, 05/22/2040 | 9,000 | 2,300 | ||||||
| 3.733%, 06/15/2028 | 25,641 | 6,684 | ||||||
| 3.582%, 07/15/2032 | 29,804 | 7,721 | ||||||
| 3.519%, 04/20/2028 | 27,536 | 7,146 | ||||||
| 3.502% 05/31/2027 | 13,158 | 3,403 | ||||||
| 2.632%, 04/15/2031 | 28,669 | 7,122 | ||||||
| Malaysia Government Investment Issue | ||||||||
| 4.119%, 11/30/2034 | 5,418 | 1,457 | ||||||
| Malaysia Wakala Sukuk | ||||||||
| 3.075%, 04/28/2051 | $ | 1,120 | 827 | |||||
| Petronas Capital | ||||||||
| 5.848%, 04/03/2055 | 200 | 213 | ||||||
| Petronas Capital MTN | ||||||||
| 5.848%, 04/03/2055(A) | 2,485 | 2,647 | ||||||
| 4.950%, 01/03/2031 | 2,173 | 2,264 | ||||||
| 3.500%, 04/21/2030 | 717 | 704 | ||||||
| 3.404%, 04/28/2061 | 508 | 352 | ||||||
| 110,986 | ||||||||
| Mexico — 6.6% | ||||||||
| El Puerto de Liverpool | ||||||||
| 5.750%, 02/10/2038(A) | 2,287 | 2,278 | ||||||
| Grupo Televisa | ||||||||
| 5.250%, 05/24/2049 | 862 | 595 | ||||||
| Mexican Bonos | ||||||||
| 8.500%, 03/01/2029 | MXN | 117,514 | 7,013 | |||||
| 8.500% 05/31/2029 | 12,994 | 774 | ||||||
| 8.500%, 02/28/2030 | 250,000 | 14,855 | ||||||
| 8.500% 11/18/2038 | 116,399 | 6,527 | ||||||
| 8.000%, 04/15/2032 | 200,800 | 11,470 | ||||||
| 8.000%, 11/07/2047 | 139,941 | 7,247 | ||||||
| 8.000%, 07/31/2053 | 83,111 | 4,271 | ||||||
| 7.750% 05/29/2031 | 27 | 2 | ||||||
| 7.750% 11/23/2034 | 43,815 | 2,430 | ||||||
| 7.750% 11/13/2042 | 138,783 | 7,113 | ||||||
| 7.500% 06/03/2027 | 102,685 | 6,001 | ||||||
| 7.500%, 05/26/2033 | 31,891 | 1,767 | ||||||
| 300 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Mexico Government International Bond | ||||||||
| 6.750%, 02/09/2056 | $ | 800 | $ | 811 | ||||
| 6.338%, 05/04/2053 | 7,385 | 7,163 | ||||||
| 4.280%, 08/14/2041 | 2,859 | 2,325 | ||||||
| Mexico Government International Bond MTN | ||||||||
| 5.625%, 03/19/2114 | GBP | 9,700 | 10,258 | |||||
| Petroleos Mexicanos | ||||||||
| 7.690%, 01/23/2050 | $ | 19,460 | 17,768 | |||||
| Petroleos Mexicanos MTN | ||||||||
| 6.750%, 09/21/2047 | 13,649 | 11,352 | ||||||
| 122,020 | ||||||||
| Mongolia — 0.3% | ||||||||
| Mongolia Government International Bond | ||||||||
| 8.650%, 01/19/2028 | 368 | 395 | ||||||
| 6.625%, 02/25/2030(A) | 728 | 759 | ||||||
| Tsetsens Mining And Energy LLC | ||||||||
| 11.375%, 02/05/2031 | 4,170 | 4,359 | ||||||
| 5,513 | ||||||||
| Montenegro — 0.0% | ||||||||
| Montenegro Government International | ||||||||
| Bond | ||||||||
| 7.250%, 03/12/2031 | 300 | 322 | ||||||
| Morocco — 0.2% | ||||||||
| Morocco Government International Bond | ||||||||
| 6.500%, 09/08/2033 | 2,941 | 3,208 | ||||||
| 4.000%, 12/15/2050 | 1,000 | 736 | ||||||
| 3,944 | ||||||||
| Mozambique — 0.1% | ||||||||
| Mozambique International Bond | ||||||||
| 9.000%, 09/15/2031(B) | 1,801 | 1,528 | ||||||
| Nigeria — 2.0% | ||||||||
| Nigeria Government International Bond | ||||||||
| 9.625%, 06/09/2031 | 4,584 | 5,180 | ||||||
| 9.130%, 01/13/2046(A) | 900 | 978 | ||||||
| 8.631%, 01/13/2036(A) | 2,671 | 2,870 | ||||||
| 8.631%, 01/13/2036 | 318 | 342 | ||||||
| Nigeria Government International Bond MTN | ||||||||
| 8.250%, 09/28/2051 | 4,100 | 4,085 | ||||||
| Nigeria OMO Bill | ||||||||
| 23.669%, 03/31/2026(F) | NGN | 8,920,595 | 6,436 | |||||
| 21.711%, 07/14/2026(F) | 1,034,091 | 704 | ||||||
| 21.686%, 06/23/2026(F) | 1,000,000 | 689 | ||||||
| 21.415%, 04/07/2026(F) | 1,590,909 | 1,144 | ||||||
| 21.233%, 07/28/2026(F) | 5,144,119 | 3,475 | ||||||
| 21.147%, 06/09/2026(F) | 1,034,091 | 718 | ||||||
| 20.926%, 04/28/2026(F) | 1,000,000 | 710 | ||||||
| 19.961%, 03/17/2026(F) | 2,529,939 | 1,841 | ||||||
| 19.904%, 04/14/2026(F) | 6,971,446 | 4,987 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 19.890%, 07/07/2026(F) | NGN | 3,220,000 | $ | 2,200 | ||||
| 19.391%, 08/04/2026(F) | 1,274,899 | 858 | ||||||
| 37,217 | ||||||||
| North Macedonia — 0.0% | ||||||||
| North Macedonia Government International Bond | ||||||||
| 4.750%, 01/21/2034(A) | EUR | 620 | 728 | |||||
| Oman — 0.9% | ||||||||
| EDO Sukuk | ||||||||
| 5.662%, 07/03/2031 | $ | 3,499 | 3,654 | |||||
| 5.662%, 07/03/2031(A) | 1,186 | 1,238 | ||||||
| Mazoon Assets SAOC | ||||||||
| 5.250%, 10/09/2031(A) | 1,101 | 1,124 | ||||||
| 5.250%, 10/09/2031 | 365 | 373 | ||||||
| Oman Government International Bond | ||||||||
| 6.750%, 10/28/2027 | 632 | 658 | ||||||
| 6.750%, 01/17/2048 | 4,032 | 4,450 | ||||||
| Oman Sovereign Sukuk | ||||||||
| 4.525%, 04/17/2033(A) | 4,684 | 4,650 | ||||||
| OQ SAOC MTN | ||||||||
| 5.125%, 05/06/2028 | 808 | 815 | ||||||
| 16,962 | ||||||||
| Pakistan — 0.3% | ||||||||
| Pakistan Global Sukuk Programme MTN | ||||||||
| 7.950%, 01/31/2029 | 2,794 | 2,871 | ||||||
| Pakistan Government International Bond MTN | ||||||||
| 8.875%, 04/08/2051 | 1,500 | 1,484 | ||||||
| Pakistan Water & Power Development Authority | ||||||||
| 7.500%, 06/04/2031 | 350 | 340 | ||||||
| 4,695 | ||||||||
| Panama — 0.9% | ||||||||
| Panama Government International Bond | ||||||||
| 8.125%, 04/28/2034 | 379 | 453 | ||||||
| 8.000%, 03/01/2038 | 3,106 | 3,690 | ||||||
| 5.662%, 02/23/2038 | 3,534 | 3,552 | ||||||
| 4.500%, 04/16/2050 | 1,700 | 1,362 | ||||||
| 4.300%, 04/29/2053 | 3,410 | 2,637 | ||||||
| 2.252%, 09/29/2032 | 5,776 | 4,857 | ||||||
| 16,551 | ||||||||
| Paraguay — 0.3% | ||||||||
| Paraguay Government International Bond | ||||||||
| 8.500%, 04/04/2038(A) | PYG | 5,570,000 | 863 | |||||
| 6.650%, 03/04/2055(A) | $ | 1,299 | 1,424 | |||||
| 5.850%, 08/21/2033 | 2,234 | 2,370 | ||||||
| 4.950%, 04/28/2031 | 1,009 | 1,025 | ||||||
| 5,682 | ||||||||
| SEI Institutional Investments Trust | 301 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Peru — 3.3% | ||||||||
| Credicorp Capital Sociedad Titulizadora | ||||||||
| 10.100%, 12/15/2043(A) | PEN | 500 | $ | 163 | ||||
| Peru Government Bond | ||||||||
| 7.600%, 08/12/2039(A) | 17,243 | 5,591 | ||||||
| 7.300%, 08/12/2033(A) | 2,760 | 940 | ||||||
| 6.900%, 08/12/2037 | 6,682 | 2,082 | ||||||
| 6.850%, 08/12/2035(A) | 23,150 | 7,383 | ||||||
| 5.400%, 08/12/2034 | 73,372 | 21,789 | ||||||
| 5.350%, 08/12/2040 | 9,450 | 2,484 | ||||||
| Peru LNG Srl | ||||||||
| 5.375%, 03/22/2030 | $ | 1,643 | 1,600 | |||||
| Peruvian Government International Bond | ||||||||
| 6.200%, 06/30/2055 | 1,305 | 1,370 | ||||||
| 5.875%, 08/08/2054 | 220 | 222 | ||||||
| 5.500%, 03/30/2036 | 7,041 | 7,268 | ||||||
| 3.230%, 07/28/2121 | 700 | 392 | ||||||
| Petroleos del Peru | ||||||||
| 5.625%, 06/19/2047 | 15,116 | 9,629 | ||||||
| 60,913 | ||||||||
| Philippines — 1.3% | ||||||||
| Philippine Government Bond | ||||||||
| 6.375%, 07/27/2030 | PHP | 100,000 | 1,789 | |||||
| 6.250%, 02/28/2029 | 230,000 | 4,092 | ||||||
| 6.000%, 08/20/2030 | 110,000 | 1,937 | ||||||
| Philippine Government International Bond | ||||||||
| 5.750%, 01/27/2051 | $ | 1,600 | 1,659 | |||||
| 5.170%, 10/13/2027 | 3,765 | 3,844 | ||||||
| 3.200%, 07/06/2046 | 1,300 | 947 | ||||||
| 2.950%, 05/05/2045 | 400 | 284 | ||||||
| 2.650%, 12/10/2045 | 3,445 | 2,315 | ||||||
| 1.950%, 01/06/2032 | 9,008 | 7,914 | ||||||
| 24,781 | ||||||||
| Poland — 3.9% | ||||||||
| ORLEN | ||||||||
| 6.000%, 01/30/2035(A) | 643 | 685 | ||||||
| Republic of Poland Government Bond | ||||||||
| 7.500%, 07/25/2028 | PLN | 40,000 | 12,186 | |||||
| 6.000%, 10/25/2033 | 7,285 | 2,214 | ||||||
| 5.000%, 10/25/2034 | 16,036 | 4,551 | ||||||
| 5.000%, 10/25/2035 | 14,984 | 4,216 | ||||||
| 2.750% 04/25/2028 | 1,593 | 439 | ||||||
| 1.750%, 04/25/2032 | 59,425 | 14,271 | ||||||
| 1.250%, 10/25/2030 | 20,000 | 4,917 | ||||||
| Republic of Poland Government | ||||||||
| International Bond | ||||||||
| 5.500%, 04/04/2053 | $ | 350 | 344 | |||||
| 5.500%, 03/18/2054 | 4,730 | 4,635 | ||||||
| 5.375%, 02/12/2035 | 11,559 | 12,124 | ||||||
| 5.125%, 09/18/2034 | 5,650 | 5,871 | ||||||
| 4.875%, 02/12/2030 | 4,184 | 4,341 | ||||||
| 70,794 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Romania — 3.8% | ||||||||
| Romania Government Bond | ||||||||
| 8.250%, 09/29/2032 | RON | 4,135 | $ | 1,060 | ||||
| 8.000%, 04/29/2030 | 50,450 | 12,511 | ||||||
| 7.650%, 07/27/2031 | 13,300 | 3,294 | ||||||
| 7.500%, 07/27/2033 | 6,710 | 1,664 | ||||||
| 7.350%, 04/28/2031 | 7,880 | 1,927 | ||||||
| 7.100%, 07/31/2034 | 21,025 | 5,130 | ||||||
| 6.850%, 07/29/2030 | 17,325 | 4,134 | ||||||
| 6.750%, 04/25/2035 | 100 | 24 | ||||||
| 6.300%, 04/25/2029 | 20,000 | 4,676 | ||||||
| 5.000%, 02/12/2029 | 3,100 | 700 | ||||||
| 4.850%, 07/25/2029 | 12,500 | 2,795 | ||||||
| 4.250%, 04/28/2036 | 11,000 | 2,167 | ||||||
| 4.150%, 10/24/2030 | 1,920 | 412 | ||||||
| Romania Government International Bond | ||||||||
| 7.500%, 02/10/2037 | $ | 5,104 | 5,787 | |||||
| 5.750%, 03/24/2035 | 7,002 | 7,088 | ||||||
| 4.000%, 02/14/2051 | 1,420 | 1,027 | ||||||
| Romanian Government International Bond | ||||||||
| 6.625%, 05/16/2036 | 920 | 980 | ||||||
| 5.750%, 07/04/2036(A) | 6,558 | 6,541 | ||||||
| Romanian Government International Bond MTN | ||||||||
| 2.875%, 04/13/2042 | EUR | 9,660 | 7,920 | |||||
| 69,837 | ||||||||
| Russia — 0.0% | ||||||||
| Vnesheconombank Via VEB Finance | ||||||||
| 6.800%, 11/22/2025(A) | $ | 600 | 30 | |||||
| 6.800%, 11/22/2025 | 240 | 2 | ||||||
| 32 | ||||||||
| Rwanda — 0.0% | ||||||||
| Rwanda International Government Bond | ||||||||
| 5.500%, 08/09/2031 | 480 | 452 | ||||||
| Saudi Arabia — 1.7% | ||||||||
| Acwa Power Management And Investments One | ||||||||
| 5.950%, 12/15/2039 | 643 | 661 | ||||||
| Saudi Government International Bond (A) | ||||||||
| 5.875%, 01/12/2056 | 6,518 | 6,547 | ||||||
| 4.375%, 01/12/2031 | 4,596 | 4,610 | ||||||
| Saudi Government International Bond MTN | ||||||||
| 5.000%, 01/18/2053 | 2,629 | 2,359 | ||||||
| 4.750%, 01/16/2030 | 7,854 | 8,014 | ||||||
| 4.625%, 10/04/2047 | 5,839 | 5,093 | ||||||
| 3.750%, 01/21/2055 | 4,770 | 3,440 | ||||||
| 30,724 | ||||||||
| Senegal — 0.2% | ||||||||
| Senegal Government International Bond | ||||||||
| 6.750%, 03/13/2048 | 2,550 | 1,437 | ||||||
| 6.250%, 05/23/2033 | 1,738 | 1,075 | ||||||
| 302 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 5.375%, 06/08/2037 | EUR | 560 | $ | 372 | ||||
| 4.750%, 03/13/2028 | 550 | 516 | ||||||
| 3,400 | ||||||||
| Serbia — 0.4% | ||||||||
| Serbia International Bond | ||||||||
| 6.000%, 06/12/2034 | $ | 4,830 | 5,102 | |||||
| 2.125%, 12/01/2030 | 1,253 | 1,117 | ||||||
| Telecommunications co Telekom Srbija AD Belgrade | ||||||||
| 7.000%, 10/28/2029 | 291 | 297 | ||||||
| 6,516 | ||||||||
| South Africa — 5.8% | ||||||||
| Absa Bank MTN (H) | ||||||||
| 0.000%, 04/16/2026(E) | EGP | 170,100 | 3,406 | |||||
| 0.000%, 07/16/2026(E) | 169,100 | 3,170 | ||||||
| 0.000%, 01/14/2027(E) | 187,275 | 3,198 | ||||||
| Eskom Holdings MTN | ||||||||
| 7.500%, 09/15/2033 | ZAR | 52,000 | 3,084 | |||||
| Republic of South Africa Government Bond | ||||||||
| 11.625%, 03/31/2053 | 30,000 | 2,497 | ||||||
| 9.000%, 01/31/2040 | 166,307 | 10,882 | ||||||
| 8.875% 02/28/2035 | 82,769 | 5,499 | ||||||
| 8.750% 01/31/2044 | 260,290 | 16,511 | ||||||
| 8.750% 02/28/2048 | 341,285 | 21,731 | ||||||
| 8.500% 01/31/2037 | 31,438 | 2,011 | ||||||
| 8.250% 03/31/2032 | 36,568 | 2,372 | ||||||
| 8.000%, 01/31/2030 | 158,177 | 10,223 | ||||||
| 6.500% 02/28/2041 | 35,634 | 1,868 | ||||||
| 6.250% 03/31/2036 | 7,486 | 411 | ||||||
| Republic of South Africa Government | ||||||||
| International Bond | ||||||||
| 6.125%, 12/11/2037 | $ | 830 | 819 | |||||
| 6.125%, 12/11/2037(A) | 10,593 | 10,458 | ||||||
| 5.750%, 09/30/2049 | 9,580 | 8,081 | ||||||
| 106,221 | ||||||||
| Sri Lanka — 0.6% | ||||||||
| Sri Lanka Government International Bond | ||||||||
| 3.600%, 08/15/2027(B) | 3,588 | 3,570 | ||||||
| 3.600%, 08/15/2027(A)(B) | 1,525 | 1,517 | ||||||
| 3.600%, 11/15/2027(A)(B) | 230 | 229 | ||||||
| 3.600%, 12/15/2027(A)(B) | 3,375 | 2,754 | ||||||
| 3.350%, 09/15/2027(B) | 2,686 | 2,519 | ||||||
| 10,589 | ||||||||
| Supranational — 1.9% | ||||||||
| Andina de Fomento MTN | ||||||||
| 7.700%, 03/06/2029 | INR | 340,000 | 3,787 | |||||
| Asian Development Bank MTN | ||||||||
| 20.000%, 03/27/2026 | NGN | 352,000 | 259 | |||||
| 4.500%, 05/30/2028 | PEN | 5,500 | 1,626 | |||||
| Asian Infrastructure Investment Bank MTN | ||||||||
| 7.200%, 07/02/2031 | INR | 56,500 | 622 | |||||
| 7.000%, 03/01/2029 | 200,000 | 2,209 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 6.650%, 06/30/2033 | INR | 588,000 | $ | 6,275 | ||||
| European Bank for Reconstruction & Development MTN | ||||||||
| 22.500%, 07/31/2026 | NGN | 775,000 | 575 | |||||
| 21.000%, 07/21/2026 | 650,000 | 476 | ||||||
| Inter-American Development Bank MTN | ||||||||
| 7.000%, 08/08/2033 | INR | 360,000 | 3,946 | |||||
| International Bank for Reconstruction & Development MTN | ||||||||
| 7.050%, 07/22/2029 | 192,500 | 2,124 | ||||||
| 6.750%, 07/13/2029 | 264,300 | 2,890 | ||||||
| 6.500%, 04/17/2030 | 400,000 | 4,345 | ||||||
| 2.250%, 01/19/2029 | CNY | 11,000 | 1,630 | |||||
| International Finance MTN | ||||||||
| 0.000%, 08/16/2028(E) | COP | 23,400,000 | 4,565 | |||||
| 35,329 | ||||||||
| Swaziland — 0.1% | ||||||||
| Eswatini Government Bond MTN | ||||||||
| 12.175%, 08/01/2030 | ZAR | 13,000 | 841 | |||||
| 11.875%, 05/08/2027 | 16,000 | 1,028 | ||||||
| 1,869 | ||||||||
| Tajikistan — 0.1% | ||||||||
| Republic of Tajikistan International Bond | ||||||||
| 7.125%, 09/14/2027 | $ | 1,845 | 1,855 | |||||
| Thailand — 1.1% | ||||||||
| Thailand Government Bond | ||||||||
| 3.450%, 06/17/2043 | THB | 193,400 | 7,113 | |||||
| 3.390%, 06/17/2037 | 46,787 | 1,745 | ||||||
| 3.300%, 06/17/2038 | 79,242 | 2,909 | ||||||
| 2.875%, 06/17/2046 | 4,865 | 162 | ||||||
| 2.800%, 06/17/2034 | 62,493 | 2,200 | ||||||
| 2.750%, 06/17/2052 | 2,778 | 90 | ||||||
| 2.410%, 03/17/2035 | 106,000 | 3,631 | ||||||
| 2.125%, 12/17/2026 | 7,900 | 256 | ||||||
| 2.000%, 06/17/2042 | 76,757 | 2,369 | ||||||
| 1.600%, 06/17/2035 | 2,000 | 64 | ||||||
| 1.585%, 12/17/2035 | 1,182 | 38 | ||||||
| 20,577 | ||||||||
| Trinidad & Tobago — 0.3% | ||||||||
| Port of Spain Waterfront Development | ||||||||
| 7.875%, 02/19/2040 | $ | 3,640 | 3,699 | |||||
| Telecommunications Services of Trinidad & Tobago | ||||||||
| 8.875%, 10/18/2029 | 1,100 | 1,123 | ||||||
| Trinidad & Tobago Government International Bond | ||||||||
| 6.500%, 01/28/2036(A) | 1,600 | 1,617 | ||||||
| 6,439 | ||||||||
| SEI Institutional Investments Trust | 303 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Tunisia — 0.2% | ||||||||
| Tunisian Republic MTN | ||||||||
| 3.500%, 02/03/2033 | JPY | 600,000 | $ | 3,152 | ||||
| Turkey — 3.5% | ||||||||
| Hazine Mustesarligi Varlik Kiralama | ||||||||
| 6.750%, 09/01/2030(A) | $ | 3,444 | 3,594 | |||||
| Turkiye Government Bond | ||||||||
| 41.000%, 05/05/2027 | TRY | 100,000 | 2,430 | |||||
| 37.840%, 07/14/2027 | 80,000 | 1,900 | ||||||
| 36.780%, 10/13/2027 | 225,000 | 5,303 | ||||||
| 31.080%, 11/08/2028 | 91,000 | 2,047 | ||||||
| 30.000%, 09/12/2029 | 268,596 | 5,995 | ||||||
| 27.700%, 09/27/2034 | 19 | 1 | ||||||
| 26.200%, 10/05/2033 | 333,447 | 7,089 | ||||||
| Turkiye Government International Bond | ||||||||
| 9.875%, 01/15/2028 | $ | 4,126 | 4,496 | |||||
| 6.875%, 01/14/2038 | 1,100 | 1,095 | ||||||
| 6.800%, 11/04/2036 | 2,160 | 2,160 | ||||||
| 6.300%, 03/14/2033 | 8,732 | 8,651 | ||||||
| 5.750%, 05/11/2047 | 13,200 | 10,801 | ||||||
| 4.875%, 04/16/2043 | 1,400 | 1,070 | ||||||
| Zorlu Enerji Elektrik Uretim | ||||||||
| 11.000%, 04/23/2030 | 8,300 | 7,460 | ||||||
| 64,092 | ||||||||
| Ukraine — 0.9% | ||||||||
| NAK Naftogaz Ukraine via Kondor Finance | ||||||||
| 7.125%, 07/19/2026(G) | EUR | 749 | 747 | |||||
| NPC Ukrenergo | ||||||||
| 6.875%, 11/09/2026(G) | $ | 1,085 | 1,015 | |||||
| Ukraine Government International Bond | ||||||||
| 16.547%, 02/01/2027(B) | 314 | 202 | ||||||
| 10.669%, 02/01/2027(B) | 5,498 | 2,694 | ||||||
| 8.945%, 02/01/2027(B) | 6,931 | 3,940 | ||||||
| 8.945%, 02/01/2027(A)(B) | 152 | 87 | ||||||
| 8.311%, 02/01/2027(B) | 826 | 468 | ||||||
| 4.500%, 02/01/2027(B) | 1,992 | 1,215 | ||||||
| 4.500%, 02/01/2027(B) | 991 | 596 | ||||||
| 4.500%, 02/01/2027(B) | 851 | 529 | ||||||
| 4.500%, 02/01/2027(B) | 244 | 187 | ||||||
| 4.000%, 02/01/2027(A)(B) | 5,917 | 4,614 | ||||||
| 4.000%, 02/01/2027(B) | 847 | 661 | ||||||
| 16,955 | ||||||||
| United Arab Emirates — 1.1% | ||||||||
| Abu Dhabi Government International Bond | ||||||||
| 4.250%, 10/02/2035(A) | 5,880 | 5,876 | ||||||
| 3.125%, 09/30/2049 | 8,455 | 6,059 | ||||||
| Abu Dhabi Government International Bond MTN | ||||||||
| 3.875%, 04/16/2050 | 738 | 595 | ||||||
| 1.625%, 06/02/2028 | 1,940 | 1,851 | ||||||
| DAE Sukuk Difc MTN | ||||||||
| 4.500%, 10/16/2030(A) | 961 | 953 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Finance Department Government of Sharjah MTN | ||||||||
| 4.000%, 07/28/2050 | $ | 4,146 | $ | 2,797 | ||||
| Pearl Petroleum | ||||||||
| 13.000%, 05/15/2028(A) | 1,300 | 1,415 | ||||||
| 19,546 | ||||||||
| Uruguay — 1.3% | ||||||||
| Oriental Republic of Uruguay | ||||||||
| 5.250%, 09/10/2060 | 700 | 665 | ||||||
| Uruguay Government International Bond | ||||||||
| 9.750%, 07/20/2033 | UYU | 14,010 | 415 | |||||
| 8.000%, 10/29/2035 | 28,500 | 778 | ||||||
| 5.750%, 10/28/2034 | $ | 8,518 | 9,152 | |||||
| 4.975%, 04/20/2055 | 479 | 443 | ||||||
| Uruguay Monetary Regulation Bill | ||||||||
| 8.566%, 06/05/2026(F) | UYU | 21,900 | 561 | |||||
| 8.116%, 10/02/2026(F) | 210,529 | 5,292 | ||||||
| 8.079%, 09/04/2026(F) | 181,661 | 4,589 | ||||||
| 7.999%, 07/31/2026(F) | 64,269 | 1,630 | ||||||
| 23,525 | ||||||||
| Uzbekistan — 1.3% | ||||||||
| Jscb Agrobank | ||||||||
| 9.250%, 10/02/2029 | $ | 500 | 549 | |||||
| National Bank of Uzbekistan | ||||||||
| 19.875%, 07/05/2027 | UZS | 5,000,000 | 432 | |||||
| Republic of Uzbekistan International Bond | ||||||||
| 16.250%, 10/12/2026(A) | 10,210,000 | 862 | ||||||
| 15.500%, 02/25/2028(A) | 72,500,000 | 6,236 | ||||||
| 6.947%, 05/25/2032 | $ | 700 | 763 | |||||
| 6.900%, 02/28/2032 | 1,041 | 1,127 | ||||||
| 5.375%, 05/29/2027 | EUR | 1,390 | 1,675 | |||||
| 3.900%, 10/19/2031 | $ | 2,591 | 2,434 | |||||
| TBC Bank Group (H) | ||||||||
| 22.000%, 06/05/2028 | 38,700,000 | 3,445 | ||||||
| Uzbek Industrial and Construction Bank ATB | ||||||||
| 21.000%, 07/24/2027 | UZS | 18,200,000 | 1,585 | |||||
| 8.950%, 07/24/2029 | $ | 1,000 | 1,091 | |||||
| Uzbekneftegaz JSC | ||||||||
| 8.750%, 05/07/2030 | 2,090 | 2,283 | ||||||
| 4.750%, 11/16/2028 | 1,214 | 1,186 | ||||||
| 23,668 | ||||||||
| Venezuela — 1.7% | ||||||||
| La Electricidad de Caracas | ||||||||
| 8.500%, 12/31/2059(G) | 2,876 | 831 | ||||||
| Petroleos de Venezuela | ||||||||
| 12.750%, 02/17/2022(G) | 11,765 | 4,911 | ||||||
| 9.750%, 05/17/2035(G) | 15,762 | 5,950 | ||||||
| 9.000%, 11/17/2021(G) | 2,000 | 743 | ||||||
| 6.000%, 10/28/2022(G) | 4,950 | 1,402 | ||||||
| 6.000%, 05/16/2024(G) | 5,747 | 1,819 | ||||||
| 6.000%, 05/16/2024(G) | 971 | 307 | ||||||
| 6.000%, 11/15/2026(G) | 2,436 | 777 | ||||||
| 304 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 5.375%, 04/12/2027(G) | $ | 6,847 | $ | 2,105 | ||||
| Venezuela Government International Bond | ||||||||
| 12.750%, 08/23/2022(G) | 10,040 | 4,660 | ||||||
| 11.950%, 08/05/2031(G) | 1,560 | 710 | ||||||
| 9.000%, 05/07/2023(G) | 2,975 | 1,197 | ||||||
| 9.000%, 05/07/2026(G) | 1,029 | 414 | ||||||
| 7.750%, 10/13/2029(G) | 15,740 | 5,865 | ||||||
| 31,691 | ||||||||
| Vietnam — 0.1% | ||||||||
| Mong Duong Finance Holdings BV | ||||||||
| 5.125%, 05/07/2029(A) | 977 | 972 | ||||||
| Zambia — 0.2% | ||||||||
| Zambia Government Bond | ||||||||
| 20.000%, 06/23/2040 | ZMW | 2,198 | 129 | |||||
| 19.000%, 08/18/2035 | 4,396 | 254 | ||||||
| 17.190%, 01/26/2036 | 8,793 | 478 | ||||||
| 10.000%, 06/26/2026 | 1,458 | 77 | ||||||
| Zambia Government International Bond | ||||||||
| 5.750%, 06/30/2031(B) | $ | 2,100 | 2,043 | |||||
| 2,981 | ||||||||
| Total Global Bonds | ||||||||
| (Cost $1,568,966) ($ Thousands) | 1,691,199 | |||||||
| U.S. TREASURY OBLIGATIONS — 1.3% | ||||||||
| U.S. Treasury Notes | ||||||||
| 3.833%, USBMMY3M + 0.190%, 10/31/2027 (C) | 15,900 | 15,926 | ||||||
| 3.125%, 08/31/2029 | 7,200 | 7,127 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $22,750) ($ Thousands) | 23,053 | |||||||
| Number of Participation Notes | ||||||||
| LOAN PARTICIPATION NOTES — 0.8% | ||||||||
| Cote d'Ivoire — 0.3% | ||||||||
| Republic of Cote d'Ivoire, Term Loan, 1st Lien, Expires 03/18/2026 | 4,040,000 | 4,746 | ||||||
| European Currency Union — 0.2% | ||||||||
| Republic of Cote d'Ivoire, Term Loan, 1st Lien, Expires 07/14/2026 (H) | 3,613,000 | 4,266 | ||||||
| Serbia — 0.1% | ||||||||
| Telekom SRBIJA, Term Loan, 1st Lien, Expires 06/13/2029 (H) | 1,700,000 | 1,997 | ||||||
| Description | Number of Participation Notes | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATION NOTES (continued) | ||||||||
| Tanzia — 0.0% | ||||||||
| United Republic of Tanzia, Term Loan, 1st Lien, Expires 04/28/2031 (H) | 480,000 | $ | 476 | |||||
| United States — 0.2% | ||||||||
| United Republic of Tanzia, Term Loan, 1st Lien, Expires 02/06/2032 (H) | 4,218,750 | 4,181 | ||||||
| Total Loan Participation Notes | ||||||||
| (Cost $15,331) ($ Thousands) | 15,666 | |||||||
| PURCHASED OPTIONS — 0.2% | ||||||||
| Total Purchased Options | ||||||||
| (Cost $2,177) ($ Thousands) | 2,968 | |||||||
| Total Investments in Securities — 94.3% | ||||||||
| (Cost $1,609,224) ($ Thousands) | $ | 1,732,886 | ||||||
| WRITTEN OPTIONS — (0.1)% | ||||||||
| Total Written Options | ||||||||
| (Premiums Received $1,159) ($ Thousands) | $ | (874 | ) | |||||
| SEI Institutional Investments Trust | 305 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
A list of open exchange traded options contracts for the Fund at February 28, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| PURCHASED OPTIONS — 0.2% | ||||||||||||||||||
| Put Options | ||||||||||||||||||
| EUR PUT/HUF CALL | 640,000 | $ | 240,000 | $ | 375.00 | 4/18/2026 | $ | 249 | ||||||||||
| EUR PUT/HUF CALL | 320,000 | 120,000 | 375.00 | 5/16/2026 | 151 | |||||||||||||
| EUR PUT/HUF CALL | 320,000 | 120,000 | 375.00 | 5/16/2026 | 149 | |||||||||||||
| EUR PUT/HUF CALL | 310,000 | 111,600 | 360.00 | 6/20/2026 | 47 | |||||||||||||
| EUR PUT/HUF CALL | 340,000 | 125,800 | 370.00 | 4/18/2026 | 118 | |||||||||||||
| EUR PUT/HUF CALL | 340,000 | 125,800 | 370.00 | 5/16/2026 | 116 | |||||||||||||
| EUR PUT/HUF CALL | 320,000 | 115,200 | 360.00 | 6/20/2026 | 52 | |||||||||||||
| EUR PUT/HUF CALL | 320,000 | 116,800 | 365.00 | 5/16/2026 | 72 | |||||||||||||
| EUR PUT/HUF CALL | 320,000 | 116,800 | 365.00 | 5/16/2026 | 72 | |||||||||||||
| USD PUT/CLP CALL | 6,100,000 | 5,032,500 | 825.00 | 5/16/2026 | 19 | |||||||||||||
| USD PUT/CLP CALL | 6,300,000 | 5,399,100 | 857.00 | 5/16/2026 | 82 | |||||||||||||
| USD PUT/ILS CALL | 12,700,000 | 39,370 | 3.10 | 4/18/2026 | 132 | |||||||||||||
| USD PUT/INR CALL | 14,000,000 | 1,239,000 | 88.50 | 5/16/2026 | 9 | |||||||||||||
| USD PUT/INR CALL | 12,150,000 | 1,105,650 | 91.00 | 8/22/2026 | 82 | |||||||||||||
| USD PUT/JPY CALL | 1,390,000 | 169,580 | 122.00 | 7/18/2026 | 4 | |||||||||||||
| USD PUT/KRW CALL | 12,300,000 | 17,712,000 | 1,440.00 | 4/18/2026 | 174 | |||||||||||||
| USD PUT/MXN CALL | 510,000 | 8,594 | 16.85 | 4/18/2026 | 100 | |||||||||||||
| USD PUT/PLN CALL | 12,800,000 | 45,184 | 3.53 | 3/21/2026 | 37 | |||||||||||||
| USD PUT/ZAR CALL | 6,400,000 | 101,440 | 15.85 | 8/22/2026 | 143 | |||||||||||||
| USD PUT/ZAR CALL | 12,800,000 | 204,160 | 15.95 | 5/16/2026 | 244 | |||||||||||||
| USD PUT/ZAR CALL | 310,000 | 4,805 | 15.50 | 5/16/2026 | 87 | |||||||||||||
| USD PUT/ZAR CALL | 6,200,000 | 109,008 | 17.58 | 12/19/2026 | 616 | |||||||||||||
| 32,362,391 | 2,755 | |||||||||||||||||
| Call Options | ||||||||||||||||||
| USD CALL/JPY PUT | 19,100,000 | 3,036,900 | 159.00 | 7/18/2026 | 190 | |||||||||||||
| USD CALL/PLN PUT | 6,100,000 | 22,417 | 3.68 | 5/16/2026 | 23 | |||||||||||||
| 3,059,317 | 213 | |||||||||||||||||
| Total Purchased Options | $ | 35,421,708 | $ | 2,968 | ||||||||||||||
| WRITTEN OPTIONS — (0.1)% | ||||||||||||||||||
| Put Options | ||||||||||||||||||
| USD PUT/ILS CALL | (19,050,000 | ) | $ | (57,150 | ) | 3.00 | 04/18/2026 | $ | (45 | ) | ||||||||
| USD PUT/INR CALL | (21,000,000 | ) | (1,795,500 | ) | 85.50 | 05/16/2026 | (1 | ) | ||||||||||
| USD PUT/INR CALL | (18,225,000 | ) | (1,622,025 | ) | 89.00 | 08/22/2026 | (43 | ) | ||||||||||
| USD PUT/KRW CALL | (15,375,000 | ) | (21,525,000 | ) | 1,400.00 | 04/18/2026 | (68 | ) | ||||||||||
| USD PUT/PLN CALL | (19,200,000 | ) | (66,048 | ) | 3.44 | 03/21/2026 | (7 | ) | ||||||||||
| USD PUT/PLN CALL | (6,100,000 | ) | (21,198 | ) | 3.48 | 05/16/2026 | (20 | ) | ||||||||||
| USD PUT/ZAR CALL | (6,400,000 | ) | (97,280 | ) | 15.20 | 08/22/2026 | (51 | ) | ||||||||||
| USD PUT/ZAR CALL | (15,360,000 | ) | (238,848 | ) | 15.55 | 05/16/2026 | (124 | ) | ||||||||||
| (25,423,049 | ) | (359 | ) | |||||||||||||||
| Call Options | ||||||||||||||||||
| USD CALL/BRL PUT | (12,500,000 | ) | (69,375 | ) | 5.55 | 04/18/2026 | (58 | ) | ||||||||||
| USD CALL/CLP PUT | (3,150,000 | ) | (2,929,500 | ) | 930.00 | 10/17/2026 | (51 | ) | ||||||||||
| USD CALL/CLP PUT | (6,100,000 | ) | (5,459,500 | ) | 895.00 | 05/16/2026 | (67 | ) | ||||||||||
| USD CALL/COP PUT | (12,200,000 | ) | (48,556,000 | ) | 3,980.00 | 05/16/2026 | (137 | ) | ||||||||||
| USD CALL/INR PUT | (6,075,000 | ) | (571,050 | ) | 94.00 | 08/22/2026 | (33 | ) | ||||||||||
| USD CALL/JPY PUT | (19,100,000 | ) | (3,151,500 | ) | 165.00 | 07/18/2026 | (59 | ) | ||||||||||
| USD CALL/KRW PUT | (3,075,000 | ) | (4,612,500 | ) | 1,500.00 | 04/18/2026 | (7 | ) | ||||||||||
| 306 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
A list of open exchange traded options contracts for the Fund at February 28, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| WRITTEN OPTIONS (continued) | ||||||||||||||||||
| USD CALL/ZAR PUT | (3,100,000 | ) | $ | (54,250 | ) | $ | 17.50 | 10/17/2026 | $ | (49 | ) | |||||||
| USD CALL/ZAR PUT | (3,200,000 | ) | (53,760 | ) | 16.80 | 08/22/2026 | (54 | ) | ||||||||||
| (65,457,435 | ) | (515 | ) | |||||||||||||||
| Total Written Options | $ | (90,880,484 | ) | $ | (874 | ) | ||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Ultra 10-Year U.S. Treasury Note | 1 | Jun-2026 | $ | 116 | $ | 117 | $ | 1 | ||||||||||
| Short Contracts | ||||||||||||||||||
| Euro-SCHATZ | (11 | ) | Mar-2026 | $ | (1,373 | ) | $ | (1,390 | ) | $ | (2 | ) | ||||||
| U.S. 2-Year Treasury Note | (21 | ) | Jun-2026 | (4,387 | ) | (4,395 | ) | (8 | ) | |||||||||
| U.S. 5-Year Treasury Note | (105 | ) | Jun-2026 | (11,519 | ) | (11,565 | ) | (46 | ) | |||||||||
| U.S. 10-Year Treasury Note | (20 | ) | Jun-2026 | (2,263 | ) | (2,276 | ) | (13 | ) | |||||||||
| Ultra 10-Year U.S. Treasury Note | (8 | ) | Jun-2026 | (928 | ) | (934 | ) | (6 | ) | |||||||||
| (20,470 | ) | (20,560 | ) | (75 | ) | |||||||||||||
| $ | (20,354 | ) | $ | (20,443 | ) | $ | (74 | ) | ||||||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| ANZ | 04/02/26 | USD | 3,194 | INR | 291,540 | $ | (1 | ) | ||||||||||||||
| Bank of America | 03/03/26 | USD | 6,194 | BRL | 32,424 | 124 | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 95 | ZAR | 1,605 | 5 | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 68 | ZAR | 1,078 | — | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 230 | CLP | 201,322 | — | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 842 | PEN | 2,841 | 4 | ||||||||||||||||
| Bank of America | 03/18/26 | ILS | 1,879 | USD | 608 | 8 | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 2,560 | MXN | 46,811 | 156 | ||||||||||||||||
| Bank of America | 03/18/26 | MXN | 2,824 | USD | 163 | (1 | ) | |||||||||||||||
| Bank of America | 03/18/26 | USD | 3,465 | INR | 313,968 | (21 | ) | |||||||||||||||
| Bank of America | 03/18/26 | USD | 4,449 | PLN | 16,189 | 83 | ||||||||||||||||
| Bank of America | 03/18/26 | USD | 5,192 | CNY | 35,593 | (12 | ) | |||||||||||||||
| Bank of America | 03/18/26 | ZAR | 5,876 | USD | 363 | (5 | ) | |||||||||||||||
| Bank of America | 03/18/26 | PLN | 7,807 | USD | 2,136 | (50 | ) | |||||||||||||||
| Bank of America | 03/18/26 | HUF | 1,490,208 | USD | 4,518 | (146 | ) | |||||||||||||||
| Bank of America | 03/18/26 | COP | 96,396,145 | USD | 24,910 | (636 | ) | |||||||||||||||
| Bank of America | 03/25/26 | USD | 943 | IDR | 15,869,421 | 2 | ||||||||||||||||
| Bank of America | 03/25/26 | IDR | 66,158,759 | USD | 3,948 | 7 | ||||||||||||||||
| Bank of America | 04/06/26 | BRL | 10,489 | USD | 1,890 | (136 | ) | |||||||||||||||
| Bank of America | 04/16/26 | EUR | 2,143 | RON | 11,000 | 7 | ||||||||||||||||
| Bank of America | 04/24/26 | USD | 1,015 | ZAR | 16,564 | 21 | ||||||||||||||||
| Bank of America | 05/04/26 | BRL | 12,964 | USD | 2,440 | (50 | ) | |||||||||||||||
| Bank of America | 05/11/26 | USD | 2,694 | HUF | 925,987 | 196 | ||||||||||||||||
| Bank of America | 05/13/26 | CLP | 2,296,760 | USD | 2,680 | 52 | ||||||||||||||||
| Bank of America | 05/28/26 | USD | 925 | ZAR | 14,912 | 6 | ||||||||||||||||
| SEI Institutional Investments Trust | 307 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Bank of America | 05/28/26 | USD | 1,299 | ZAR | 20,567 | $ | (15 | ) | ||||||||||||||
| Bank of America | 08/25/26 | INR | 279,893 | USD | 3,040 | 5 | ||||||||||||||||
| Barclays PLC | 03/03/26 | USD | 880 | BRL | 4,700 | 36 | ||||||||||||||||
| Barclays PLC | 03/18/26 | USD | 784 | ZAR | 13,000 | 31 | ||||||||||||||||
| Barclays PLC | 03/18/26 | USD | 967 | COP | 3,660,000 | 3 | ||||||||||||||||
| Barclays PLC | 03/18/26 | USD | 1,716 | MXN | 29,650 | 5 | ||||||||||||||||
| Barclays PLC | 03/25/26 | IDR | 16,920,000 | USD | 1,007 | — | ||||||||||||||||
| Barclays PLC | 04/02/26 | USD | 20,647 | BRL | 107,214 | 81 | ||||||||||||||||
| Barclays PLC | 04/15/26 | GBP | 7,800 | USD | 10,498 | 12 | ||||||||||||||||
| Barclays PLC | 04/30/26 | USD | 2,136 | TRY | 98,900 | 6 | ||||||||||||||||
| Barclays PLC | 12/03/26 | ZAR | 12,400 | USD | 744 | (20 | ) | |||||||||||||||
| BBVA Securities Inc. | 03/18/26 | USD | 357 | PEN | 1,205 | 2 | ||||||||||||||||
| BNP Paribas | 03/03/26 | USD | 1,980 | BRL | 10,350 | 37 | ||||||||||||||||
| BNP Paribas | 03/03/26 | BRL | 3,150 | USD | 597 | (17 | ) | |||||||||||||||
| BNP Paribas | 03/18/26 | USD | 446 | ZAR | 7,133 | 2 | ||||||||||||||||
| BNP Paribas | 03/18/26 | USD | 1,291 | COP | 4,800,000 | (19 | ) | |||||||||||||||
| BNP Paribas | 12/03/26 | ZAR | 5,100 | USD | 303 | (11 | ) | |||||||||||||||
| Citigroup | 03/03/26 | USD | 101 | BRL | 529 | 3 | ||||||||||||||||
| Citigroup | 03/18/26 | USD | 316 | COP | 1,159,885 | (8 | ) | |||||||||||||||
| Citigroup | 03/18/26 | PEN | 1,200 | USD | 356 | (1 | ) | |||||||||||||||
| Citigroup | 03/18/26 | COP | 2,370,000 | USD | 613 | (15 | ) | |||||||||||||||
| Citigroup | 03/30/26 | USD | 670 | KZT | 374,390 | 75 | ||||||||||||||||
| Citigroup | 03/30/26 | KZT | 2,107,340 | USD | 3,876 | (318 | ) | |||||||||||||||
| Citigroup | 04/02/26 | USD | 11,640 | BRL | 60,390 | 35 | ||||||||||||||||
| Citigroup | 04/30/26 | EGP | 1,400 | USD | 28 | — | ||||||||||||||||
| Deutsche Bank | 03/05/26 | USD | 9,173 | HUF | 3,009,601 | 254 | ||||||||||||||||
| Deutsche Bank | 03/05/26 | USD | 3,405 | HUF | 1,086,195 | (3 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 493 | PLN | 1,773 | 3 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 525 | COP | 1,944,219 | (10 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 1,401 | EGP | 72,640 | 89 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 1,593 | CNY | 11,056 | 16 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 1,797 | MYR | 7,238 | 69 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 2,045 | ILS | 6,588 | 57 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 2,665 | MXN | 48,632 | 157 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 2,984 | CLP | 2,737,809 | 149 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | EUR | 5,508 | USD | 6,469 | (40 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 7,025 | INR | 638,386 | (23 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | USD | 10,523 | ZAR | 168,830 | 70 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | RON | 12,276 | USD | 2,813 | (28 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | PLN | 23,654 | USD | 6,503 | (118 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | INR | 30,069 | USD | 332 | 2 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | MXN | 30,881 | USD | 1,799 | 7 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | MXN | 76,246 | USD | 4,208 | (216 | ) | |||||||||||||||
| Deutsche Bank | 03/18/26 | PHP | 111,975 | USD | 1,943 | 3 | ||||||||||||||||
| Deutsche Bank | 03/18/26 | COP | 3,665,200 | USD | 935 | (36 | ) | |||||||||||||||
| Deutsche Bank | 03/30/26 | USD | 1,751 | KZT | 976,263 | 192 | ||||||||||||||||
| Deutsche Bank | 03/30/26 | KZT | 962,660 | USD | 1,780 | (136 | ) | |||||||||||||||
| Deutsche Bank | 03/31/26 | USD | 368 | KZT | 185,800 | 1 | ||||||||||||||||
| Deutsche Bank | 04/01/26 | EUR | 2,061 | USD | 2,425 | (13 | ) | |||||||||||||||
| Deutsche Bank | 04/01/26 | USD | 2,422 | HUF | 823,443 | 154 | ||||||||||||||||
| 308 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Deutsche Bank | 04/01/26 | USD | 2,467 | EUR | 2,080 | $ | (7 | ) | ||||||||||||||
| Deutsche Bank | 04/01/26 | HUF | 830,960 | USD | 2,467 | (132 | ) | |||||||||||||||
| Deutsche Bank | 04/02/26 | BRL | 348 | USD | 67 | — | ||||||||||||||||
| Deutsche Bank | 04/08/26 | EUR | 1,280 | USD | 1,495 | (19 | ) | |||||||||||||||
| Deutsche Bank | 04/08/26 | USD | 1,503 | EUR | 1,280 | 11 | ||||||||||||||||
| Deutsche Bank | 04/08/26 | USD | 1,529 | HUF | 512,422 | 74 | ||||||||||||||||
| Deutsche Bank | 04/08/26 | BRL | 3,439 | USD | 650 | (14 | ) | |||||||||||||||
| Deutsche Bank | 04/08/26 | HUF | 512,422 | USD | 1,503 | (99 | ) | |||||||||||||||
| Deutsche Bank | 04/24/26 | ZAR | 18,327 | USD | 1,088 | (59 | ) | |||||||||||||||
| Deutsche Bank | 04/27/26 | KRW | 4,226,625 | USD | 2,890 | (53 | ) | |||||||||||||||
| Deutsche Bank | 05/05/26 | EUR | 2,720 | HUF | 1,049,498 | 55 | ||||||||||||||||
| Deutsche Bank | 05/05/26 | HUF | 1,049,498 | EUR | 2,720 | (55 | ) | |||||||||||||||
| Deutsche Bank | 05/06/26 | USD | 2,600 | PLN | 9,290 | 1 | ||||||||||||||||
| Deutsche Bank | 05/08/26 | INR | 293,139 | USD | 3,290 | 87 | ||||||||||||||||
| Deutsche Bank | 05/11/26 | EUR | 2,358 | HUF | 907,353 | 39 | ||||||||||||||||
| Deutsche Bank | 05/11/26 | USD | 2,683 | EUR | 2,244 | (25 | ) | |||||||||||||||
| Deutsche Bank | 05/11/26 | HUF | 925,987 | USD | 2,683 | (207 | ) | |||||||||||||||
| Deutsche Bank | 05/11/26 | HUF | 940,831 | EUR | 2,445 | (40 | ) | |||||||||||||||
| Deutsche Bank | 05/11/26 | NGN | 1,875,310 | USD | 1,335 | (18 | ) | |||||||||||||||
| Deutsche Bank | 05/20/26 | USD | 1,505 | CLP | 1,299,902 | (17 | ) | |||||||||||||||
| Deutsche Bank | 05/20/26 | CLP | 2,457,101 | USD | 2,772 | (40 | ) | |||||||||||||||
| Deutsche Bank | 05/26/26 | EUR | 2,112 | USD | 2,498 | (6 | ) | |||||||||||||||
| Deutsche Bank | 05/26/26 | USD | 2,500 | EUR | 2,112 | 4 | ||||||||||||||||
| Deutsche Bank | 05/26/26 | USD | 2,583 | HUF | 860,429 | 100 | ||||||||||||||||
| Deutsche Bank | 05/26/26 | HUF | 860,429 | USD | 2,500 | (183 | ) | |||||||||||||||
| Deutsche Bank | 05/28/26 | USD | 991 | ZAR | 15,873 | — | ||||||||||||||||
| Deutsche Bank | 05/28/26 | ZAR | 37,428 | USD | 2,294 | (43 | ) | |||||||||||||||
| Deutsche Bank | 06/11/26 | USD | 1,046 | UZS | 12,967,939 | 20 | ||||||||||||||||
| Deutsche Bank | 07/01/26 | USD | 1,988 | JPY | 300,007 | (46 | ) | |||||||||||||||
| Deutsche Bank | 07/01/26 | JPY | 231,385 | USD | 1,668 | 170 | ||||||||||||||||
| Deutsche Bank | 08/13/26 | USD | 700 | ZAR | 11,277 | — | ||||||||||||||||
| Deutsche Bank | 11/20/26 | USD | 1,036 | UZS | 13,434,368 | 67 | ||||||||||||||||
| Deutsche Bank | 01/12/27 | EGP | 88,300 | USD | 1,639 | 27 | ||||||||||||||||
| Deutsche Bank | 05/12/27 | USD | 1,458 | UZS | 19,619,000 | 154 | ||||||||||||||||
| Deutsche Bank | 07/16/27 | USD | 1,218 | UZS | 15,996,503 | 97 | ||||||||||||||||
| Deutsche Bank | 07/20/27 | USD | 654 | UZS | 8,554,368 | 49 | ||||||||||||||||
| Deutsche Bank | 12/13/27 | USD | 1,080 | UZS | 14,938,737 | 147 | ||||||||||||||||
| Goldman Sachs | 03/02/26 | USD | 2,368 | TRY | 105,125 | 24 | ||||||||||||||||
| Goldman Sachs | 03/03/26 | USD | 16,276 | BRL | 86,464 | 571 | ||||||||||||||||
| Goldman Sachs | 03/03/26 | BRL | 117,718 | USD | 22,675 | (261 | ) | |||||||||||||||
| Goldman Sachs | 03/10/26 | USD | 494 | BRL | 2,586 | 9 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 99 | CLP | 86,284 | — | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 126 | PLN | 459 | 2 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 458 | CNY | 3,179 | 5 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 490 | COP | 1,819,999 | (8 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 1,366 | MXN | 24,231 | 39 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | ILS | 2,026 | USD | 644 | (2 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | PLN | 2,573 | USD | 715 | (5 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 3,303 | JPY | 514,863 | — | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 4,997 | ZAR | 80,035 | 24 | ||||||||||||||||
| SEI Institutional Investments Trust | 309 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 8,166 | CZK | 169,861 | $ | 116 | |||||||||||||||
| Goldman Sachs | 03/18/26 | TRY | 8,990 | USD | 198 | (4 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 9,967 | THB | 315,870 | 212 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | USD | 10,132 | PEN | 33,879 | (41 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | CNY | 22,618 | USD | 3,266 | (26 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | RON | 23,726 | USD | 5,392 | (99 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | MXN | 58,501 | USD | 3,382 | (13 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | ZAR | 90,791 | USD | 5,361 | (335 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | CZK | 126,664 | USD | 6,105 | (71 | ) | |||||||||||||||
| Goldman Sachs | 03/18/26 | COP | 483,077 | USD | 130 | 2 | ||||||||||||||||
| Goldman Sachs | 03/18/26 | HUF | 575,031 | USD | 1,744 | (56 | ) | |||||||||||||||
| Goldman Sachs | 03/25/26 | USD | 374 | IDR | 6,300,000 | 1 | ||||||||||||||||
| Goldman Sachs | 04/02/26 | BRL | 350 | USD | 67 | (1 | ) | |||||||||||||||
| Goldman Sachs | 04/02/26 | USD | 22,195 | BRL | 116,146 | 259 | ||||||||||||||||
| Goldman Sachs | 04/06/26 | USD | 440 | BRL | 2,407 | 25 | ||||||||||||||||
| Goldman Sachs | 05/28/26 | USD | 1,913 | ZAR | 30,982 | 21 | ||||||||||||||||
| HSBC | 03/02/26 | USD | 2,386 | TRY | 106,092 | 28 | ||||||||||||||||
| HSBC | 03/03/26 | EUR | 6,457 | HUF | 2,470,000 | 113 | ||||||||||||||||
| HSBC | 03/03/26 | USD | 9,488 | BRL | 49,788 | 213 | ||||||||||||||||
| HSBC | 03/03/26 | CZK | 164,450 | EUR | 6,752 | (42 | ) | |||||||||||||||
| HSBC | 03/18/26 | USD | 482 | INR | 43,650 | (3 | ) | |||||||||||||||
| HSBC | 03/18/26 | USD | 559 | PEN | 1,870 | (2 | ) | |||||||||||||||
| HSBC | 03/18/26 | USD | 2,841 | THB | 89,165 | 33 | ||||||||||||||||
| HSBC | 03/18/26 | USD | 5,472 | COP | 20,270,000 | (100 | ) | |||||||||||||||
| HSBC | 03/23/26 | USD | 1,731 | TRY | 77,637 | 2 | ||||||||||||||||
| HSBC | 03/25/26 | IDR | 65,072,820 | USD | 3,888 | 12 | ||||||||||||||||
| HSBC | 03/31/26 | USD | 9,413 | TRY | 423,400 | (20 | ) | |||||||||||||||
| HSBC | 04/02/26 | USD | 937 | PLN | 3,350 | — | ||||||||||||||||
| HSBC | 04/02/26 | USD | 3,233 | INR | 294,911 | (4 | ) | |||||||||||||||
| HSBC | 05/13/26 | USD | 255 | TRY | 11,900 | — | ||||||||||||||||
| HSBC | 06/10/26 | USD | 204 | TRY | 9,950 | 5 | ||||||||||||||||
| HSBC | 12/03/26 | ZAR | 2,800 | USD | 172 | — | ||||||||||||||||
| ICBC Financial Services | 04/30/26 | USD | 1,751 | KZT | 989,922 | 204 | ||||||||||||||||
| ICBC Financial Services | 04/30/26 | EGP | 3,497 | USD | 70 | — | ||||||||||||||||
| ICBC Financial Services | 07/14/26 | EGP | 93,500 | USD | 1,848 | 29 | ||||||||||||||||
| ICBC Financial Services | 11/13/26 | USD | 2,961 | KZT | 1,750,000 | 286 | ||||||||||||||||
| JPMorgan Chase Bank | 03/02/26 | USD | 7,577 | PHP | 446,883 | 172 | ||||||||||||||||
| JPMorgan Chase Bank | 03/02/26 | PHP | 446,883 | USD | 7,696 | (54 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/03/26 | USD | 5,952 | BRL | 31,254 | 137 | ||||||||||||||||
| JPMorgan Chase Bank | 03/03/26 | RON | 8,939 | USD | 2,096 | 25 | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | USD | 8 | CLP | 7,384 | — | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | USD | 1,448 | BRL | 7,952 | 100 | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | USD | 5,544 | IDR | 92,678,925 | (17 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | USD | 7,324 | HUF | 2,430,560 | 289 | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | CLP | 7,384 | USD | 9 | — | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | BRL | 7,952 | USD | 1,524 | (25 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | USD | 25,093 | CNY | 176,519 | 635 | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | CNY | 157,202 | USD | 23,005 | 93 | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | CNY | 19,317 | USD | 2,798 | (17 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | HUF | 2,405,042 | USD | 7,556 | 23 | ||||||||||||||||
| 310 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | HUF | 25,518 | USD | 77 | $ | (3 | ) | ||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | IDR | 4,234,605 | USD | 253 | — | ||||||||||||||||
| JPMorgan Chase Bank | 03/09/26 | IDR | 88,444,321 | USD | 5,247 | (27 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/10/26 | USD | 3,949 | ZAR | 63,480 | 37 | ||||||||||||||||
| JPMorgan Chase Bank | 03/10/26 | ZAR | 63,480 | USD | 3,887 | (99 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/12/26 | USD | 879 | ARS | 1,254,180 | (2 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/12/26 | USD | 2,621 | COP | 9,629,872 | (63 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/12/26 | ARS | 1,254,180 | USD | 883 | 7 | ||||||||||||||||
| JPMorgan Chase Bank | 03/12/26 | COP | 34,612,882 | USD | 9,408 | 213 | ||||||||||||||||
| JPMorgan Chase Bank | 03/13/26 | USD | 3,621 | ARS | 5,161,360 | (18 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/13/26 | PEN | 26,656 | USD | 7,905 | (36 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/13/26 | ARS | 5,161,360 | USD | 3,614 | 11 | ||||||||||||||||
| JPMorgan Chase Bank | 03/16/26 | USD | 472 | UYU | 19,145 | 26 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 98 | MYR | 385 | 2 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 165 | ILS | 510 | (2 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 335 | TRY | 15,136 | 4 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 459 | EGP | 22,730 | 7 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 66 | EGP | 3,170 | (1 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | RON | 398 | USD | 92 | — | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | RON | 660 | USD | 151 | (2 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | THB | 1,599 | USD | 51 | — | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 1,933 | MXN | 35,179 | 108 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | CZK | 1,992 | USD | 96 | (1 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 3,205 | INR | 289,894 | (25 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | EUR | 3,881 | USD | 4,547 | (39 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 3,402 | CNY | 23,887 | 75 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 598 | CNY | 4,081 | (4 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | PLN | 4,619 | USD | 1,282 | (11 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | EGP | 4,678 | USD | 97 | 1 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 4,729 | ZAR | 80,950 | 350 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 5,498 | CLP | 4,695,800 | (125 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 3,243 | KRW | 4,733,172 | 49 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 3,283 | KRW | 4,688,663 | (22 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 5,261 | COP | 19,893,400 | 11 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | USD | 5,971 | COP | 22,029,704 | (133 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | MYR | 15,403 | USD | 3,916 | (54 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | TRY | 56,672 | USD | 1,246 | (25 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | ZAR | 198,414 | USD | 12,032 | (417 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | HUF | 529,308 | USD | 1,606 | (51 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | CLP | 4,736,783 | USD | 5,488 | 68 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | KRW | 4,759,915 | USD | 3,335 | 24 | ||||||||||||||||
| JPMorgan Chase Bank | 03/18/26 | COP | 5,340,402 | USD | 1,441 | 26 | ||||||||||||||||
| JPMorgan Chase Bank | 03/23/26 | USD | 7,884 | INR | 715,487 | (39 | ) | |||||||||||||||
| JPMorgan Chase Bank | 03/23/26 | INR | 537,581 | USD | 5,944 | 50 | ||||||||||||||||
| JPMorgan Chase Bank | 03/26/26 | USD | 148 | GHS | 2,021 | 39 | ||||||||||||||||
| JPMorgan Chase Bank | 03/30/26 | USD | 221 | GHS | 3,031 | 58 | ||||||||||||||||
| JPMorgan Chase Bank | 03/30/26 | USD | 1,345 | PLN | 4,825 | 6 | ||||||||||||||||
| JPMorgan Chase Bank | 03/31/26 | USD | 885 | GHS | 11,510 | 176 | ||||||||||||||||
| JPMorgan Chase Bank | 04/02/26 | USD | 67 | BRL | 347 | — | ||||||||||||||||
| JPMorgan Chase Bank | 04/02/26 | USD | 874 | KZT | 439,700 | — | ||||||||||||||||
| SEI Institutional Investments Trust | 311 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| JPMorgan Chase Bank | 04/02/26 | RON | 7,908 | USD | 1,828 | $ | (1 | ) | ||||||||||||||
| JPMorgan Chase Bank | 04/06/26 | USD | 1,988 | BRL | 10,447 | 30 | ||||||||||||||||
| JPMorgan Chase Bank | 04/08/26 | USD | 252 | IDR | 4,234,605 | — | ||||||||||||||||
| JPMorgan Chase Bank | 04/14/26 | USD | 148 | GHS | 1,851 | 22 | ||||||||||||||||
| JPMorgan Chase Bank | 04/14/26 | USD | 238 | EUR | 200 | (1 | ) | |||||||||||||||
| JPMorgan Chase Bank | 04/14/26 | JPY | 41,700 | USD | 266 | (2 | ) | |||||||||||||||
| JPMorgan Chase Bank | 04/16/26 | USD | 2,085 | KRW | 3,068,300 | 51 | ||||||||||||||||
| JPMorgan Chase Bank | 04/16/26 | EGP | 150,610 | USD | 2,935 | (96 | ) | |||||||||||||||
| JPMorgan Chase Bank | 04/24/26 | USD | 631 | ZAR | 10,477 | 25 | ||||||||||||||||
| JPMorgan Chase Bank | 04/27/26 | EUR | 2,779 | RSD | 327,900 | 12 | ||||||||||||||||
| JPMorgan Chase Bank | 04/30/26 | EUR | 2,923 | RSD | 344,780 | 11 | ||||||||||||||||
| JPMorgan Chase Bank | 04/30/26 | EGP | 90,204 | USD | 1,821 | 16 | ||||||||||||||||
| JPMorgan Chase Bank | 05/04/26 | EGP | 128,500 | USD | 2,595 | 28 | ||||||||||||||||
| JPMorgan Chase Bank | 05/05/26 | USD | 1,204 | BRL | 6,300 | 6 | ||||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | EUR | 1,301 | USD | 1,527 | (14 | ) | |||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | EUR | 2,854 | RSD | 336,470 | 7 | ||||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | PLN | 23,362 | USD | 6,636 | 95 | ||||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | ZAR | 193,851 | USD | 12,216 | 95 | ||||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | ZAR | 42,010 | USD | 2,623 | (3 | ) | |||||||||||||||
| JPMorgan Chase Bank | 05/11/26 | MXN | 325,634 | USD | 18,843 | 31 | ||||||||||||||||
| JPMorgan Chase Bank | 05/12/26 | USD | 2,072 | HUF | 671,780 | 25 | ||||||||||||||||
| JPMorgan Chase Bank | 05/12/26 | USD | 17,982 | KRW | 26,072,871 | 182 | ||||||||||||||||
| JPMorgan Chase Bank | 06/01/26 | USD | 7,675 | PHP | 446,883 | 53 | ||||||||||||||||
| JPMorgan Chase Bank | 06/08/26 | USD | 1,122 | BRL | 5,888 | — | ||||||||||||||||
| JPMorgan Chase Bank | 06/08/26 | USD | 7,518 | HUF | 2,405,042 | (21 | ) | |||||||||||||||
| JPMorgan Chase Bank | 06/08/26 | USD | 23,140 | CNY | 157,202 | (168 | ) | |||||||||||||||
| JPMorgan Chase Bank | 06/08/26 | ZAR | 54,708 | USD | 3,410 | (4 | ) | |||||||||||||||
| JPMorgan Chase Bank | 06/09/26 | USD | 76 | BDT | 9,481 | 2 | ||||||||||||||||
| JPMorgan Chase Bank | 06/11/26 | USD | 191 | UZS | 2,340,000 | 2 | ||||||||||||||||
| JPMorgan Chase Bank | 06/18/26 | USD | 4,708 | ARS | 7,128,878 | (79 | ) | |||||||||||||||
| JPMorgan Chase Bank | 07/01/26 | USD | 1,657 | JPY | 231,385 | (159 | ) | |||||||||||||||
| JPMorgan Chase Bank | 07/07/26 | USD | 127 | UZS | 1,720,400 | 15 | ||||||||||||||||
| JPMorgan Chase Bank | 07/07/26 | UZS | 17,767,466 | USD | 1,358 | (102 | ) | |||||||||||||||
| JPMorgan Chase Bank | 07/31/26 | USD | 3,640 | INR | 340,200 | 55 | ||||||||||||||||
| JPMorgan Chase Bank | 08/10/26 | USD | 1,141 | ARS | 1,882,000 | 33 | ||||||||||||||||
| JPMorgan Chase Bank | 08/24/26 | USD | 3,681 | ARS | 5,773,500 | (116 | ) | |||||||||||||||
| JPMorgan Chase Bank | 09/09/26 | USD | 228 | BDT | 28,845 | 8 | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 560 | TRY | 28,617 | (2 | ) | |||||||||||||||
| JPMorgan Chase Bank | 09/21/26 | USD | 151 | BDT | 19,017 | 5 | ||||||||||||||||
| JPMorgan Chase Bank | 10/13/26 | USD | 734 | BDT | 92,700 | 24 | ||||||||||||||||
| JPMorgan Chase Bank | 10/20/26 | USD | 1,803 | EGP | 94,830 | (23 | ) | |||||||||||||||
| JPMorgan Chase Bank | 10/22/26 | USD | 362 | BDT | 45,600 | 11 | ||||||||||||||||
| JPMorgan Chase Bank | 11/19/26 | USD | 752 | ARS | 1,254,180 | (20 | ) | |||||||||||||||
| JPMorgan Chase Bank | 12/03/26 | ZAR | 7,780 | USD | 476 | (3 | ) | |||||||||||||||
| JPMorgan Chase Bank | 12/15/26 | USD | 237 | AZN | 425 | 13 | ||||||||||||||||
| JPMorgan Chase Bank | 12/23/26 | USD | 3,009 | ARS | 5,161,360 | (59 | ) | |||||||||||||||
| JPMorgan Chase Bank | 02/10/27 | USD | 976 | ARS | 1,773,323 | 7 | ||||||||||||||||
| JPMorgan Chase Bank | 08/25/27 | USD | 1,531 | AMD | 601,200 | 4 | ||||||||||||||||
| Montgomery/Bank of America | 03/10/26 | BRL | 8,214 | USD | 1,484 | (114 | ) | |||||||||||||||
| Montgomery/Bank of America | 03/18/26 | USD | 224 | PEN | 756 | 1 | ||||||||||||||||
| 312 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Morgan Stanley | 03/03/26 | USD | 290 | BRL | 1,600 | $ | 22 | |||||||||||||||
| Morgan Stanley | 03/03/26 | EUR | 534 | PLN | 2,250 | — | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 59 | PLN | 213 | 1 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 515 | MXN | 9,416 | 31 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 1,276 | TRY | 57,565 | 15 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 3,224 | RON | 14,086 | 37 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 3,287 | EGP | 162,489 | 47 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 3,979 | ZAR | 67,924 | 282 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | EUR | 5,515 | USD | 6,471 | (47 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | USD | 6,388 | CNY | 44,481 | 86 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | TRY | 7,039 | USD | 156 | (2 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | INR | 9,680 | USD | 107 | 1 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | PEN | 11,864 | USD | 3,515 | (19 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | MXN | 14,950 | USD | 857 | (11 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | CZK | 27,841 | USD | 1,369 | 12 | ||||||||||||||||
| Morgan Stanley | 03/18/26 | HUF | 230,069 | USD | 697 | (23 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | ZAR | 477,549 | USD | 29,587 | (375 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | JPY | 508,251 | USD | 3,219 | (42 | ) | |||||||||||||||
| Morgan Stanley | 03/18/26 | CLP | 1,503,049 | USD | 1,637 | (83 | ) | |||||||||||||||
| Morgan Stanley | 04/06/26 | USD | 656 | BRL | 3,480 | 17 | ||||||||||||||||
| Morgan Stanley | 04/06/26 | BRL | 7,061 | USD | 1,269 | (95 | ) | |||||||||||||||
| Morgan Stanley | 04/14/26 | USD | 473 | EUR | 400 | — | ||||||||||||||||
| Morgan Stanley | 04/14/26 | EUR | 700 | USD | 835 | 6 | ||||||||||||||||
| Morgan Stanley | 04/14/26 | EUR | 32,130 | USD | 37,700 | (321 | ) | |||||||||||||||
| Morgan Stanley | 04/14/26 | JPY | 316,500 | USD | 2,020 | (16 | ) | |||||||||||||||
| Morgan Stanley | 04/16/26 | USD | 224 | KRW | 330,000 | 6 | ||||||||||||||||
| Morgan Stanley | 04/30/26 | USD | 1,418 | ZAR | 22,800 | 8 | ||||||||||||||||
| Morgan Stanley | 05/05/26 | USD | 954 | PEN | 3,200 | (2 | ) | |||||||||||||||
| Morgan Stanley | 05/11/26 | COP | 4,989,000 | USD | 1,340 | 35 | ||||||||||||||||
| Morgan Stanley | 05/20/26 | USD | 820 | CLP | 710,663 | (6 | ) | |||||||||||||||
| Morgan Stanley | 05/28/26 | ZAR | 1,250 | USD | 77 | (1 | ) | |||||||||||||||
| Morgan Stanley | 06/17/26 | USD | 2,030 | EGP | 102,720 | (10 | ) | |||||||||||||||
| Morgan Stanley | 11/13/26 | USD | 772 | KZT | 456,000 | 74 | ||||||||||||||||
| Morgan Stanley | 12/03/26 | ZAR | 61,238 | USD | 3,489 | (282 | ) | |||||||||||||||
| RBC | 03/18/26 | USD | 241 | INR | 21,800 | (1 | ) | |||||||||||||||
| RBC | 03/18/26 | PEN | 1,579 | USD | 467 | (3 | ) | |||||||||||||||
| RBC | 03/25/26 | IDR | 15,700,000 | USD | 934 | (1 | ) | |||||||||||||||
| SCB Securities | 03/02/26 | USD | 4,772 | TRY | 212,183 | 55 | ||||||||||||||||
| SCB Securities | 03/03/26 | RON | 443 | USD | 103 | 1 | ||||||||||||||||
| SCB Securities | 03/03/26 | EUR | 1,474 | PLN | 6,210 | (2 | ) | |||||||||||||||
| SCB Securities | 03/03/26 | RON | 2,305 | EUR | 451 | (1 | ) | |||||||||||||||
| SCB Securities | 03/03/26 | USD | 6,365 | BRL | 33,465 | 155 | ||||||||||||||||
| SCB Securities | 03/03/26 | EUR | 6,843 | CZK | 166,700 | 44 | ||||||||||||||||
| SCB Securities | 03/03/26 | USD | 15,770 | CZK | 322,490 | (51 | ) | |||||||||||||||
| SCB Securities | 03/03/26 | USD | 25,073 | PLN | 88,675 | (252 | ) | |||||||||||||||
| SCB Securities | 03/05/26 | USD | 6,488 | INR | 586,452 | (46 | ) | |||||||||||||||
| SCB Securities | 03/18/26 | PEN | 121 | USD | 36 | — | ||||||||||||||||
| SCB Securities | 03/18/26 | USD | 344 | ZAR | 5,900 | 26 | ||||||||||||||||
| SCB Securities | 03/18/26 | USD | 1,606 | INR | 148,000 | 17 | ||||||||||||||||
| SCB Securities | 03/18/26 | USD | 3,333 | THB | 104,553 | 36 | ||||||||||||||||
| SEI Institutional Investments Trust | 313 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| SCB Securities | 03/18/26 | USD | 224 | THB | 6,950 | $ | — | |||||||||||||||
| SCB Securities | 03/18/26 | USD | 10,066 | EUR | 8,531 | 17 | ||||||||||||||||
| SCB Securities | 03/18/26 | USD | 775 | EUR | 655 | — | ||||||||||||||||
| SCB Securities | 03/18/26 | EUR | 15,687 | USD | 18,446 | (93 | ) | |||||||||||||||
| SCB Securities | 03/18/26 | INR | 23,350 | USD | 256 | — | ||||||||||||||||
| SCB Securities | 03/18/26 | USD | 28,828 | MXN | 523,234 | 1,531 | ||||||||||||||||
| SCB Securities | 03/23/26 | USD | 1,858 | TRY | 83,326 | 3 | ||||||||||||||||
| SCB Securities | 03/25/26 | USD | 147 | BDT | 18,202 | 2 | ||||||||||||||||
| SCB Securities | 03/30/26 | KZT | 273,300 | USD | 541 | (3 | ) | |||||||||||||||
| SCB Securities | 04/02/26 | EUR | 93 | CZK | 2,250 | — | ||||||||||||||||
| SCB Securities | 04/02/26 | RON | 1,474 | USD | 341 | — | ||||||||||||||||
| SCB Securities | 04/02/26 | EUR | 2,003 | PLN | 8,460 | — | ||||||||||||||||
| SCB Securities | 04/02/26 | RON | 2,305 | EUR | 451 | — | ||||||||||||||||
| SCB Securities | 04/02/26 | USD | 15,723 | CZK | 322,490 | 6 | ||||||||||||||||
| SCB Securities | 04/02/26 | USD | 24,819 | PLN | 88,675 | 6 | ||||||||||||||||
| SCB Securities | 05/11/26 | NGN | 774,690 | USD | 551 | (8 | ) | |||||||||||||||
| SCB Securities | 06/03/26 | USD | 765 | AZN | 1,350 | 29 | ||||||||||||||||
| SCB Securities | 06/10/26 | USD | 1,880 | TRY | 91,923 | 51 | ||||||||||||||||
| SCB Securities | 08/10/26 | USD | 220 | BDT | 28,161 | 10 | ||||||||||||||||
| SCB Securities | 12/03/26 | USD | 749 | ZAR | 12,300 | 9 | ||||||||||||||||
| SCB Securities | 12/03/26 | ZAR | 5,000 | USD | 308 | — | ||||||||||||||||
| SCB Securities | 12/03/26 | ZAR | 2,900 | USD | 169 | (10 | ) | |||||||||||||||
| SCB Securities | 01/12/27 | EGP | 44,200 | USD | 820 | 13 | ||||||||||||||||
| SCB Securities | 01/28/27 | USD | 677 | KES | 91,480 | 15 | ||||||||||||||||
| SCB Securities | 01/29/27 | USD | 338 | KES | 45,740 | 7 | ||||||||||||||||
| SCB Securities | 07/20/27 | USD | 121 | UZS | 1,599,742 | 10 | ||||||||||||||||
| SCB Securities | 11/14/28 | USD | 822 | AMD | 345,140 | 34 | ||||||||||||||||
| Societe Generale | 03/18/26 | PEN | 77,281 | USD | 22,845 | (173 | ) | |||||||||||||||
| Societe Generale | 04/30/26 | USD | 1,751 | KZT | 985,667 | 195 | ||||||||||||||||
| Societe Generale | 04/30/26 | KZT | 818,700 | USD | 1,569 | (48 | ) | |||||||||||||||
| Societe Generale | 05/08/26 | USD | 2,039 | KZT | 1,138,090 | 201 | ||||||||||||||||
| Societe Generale | 07/14/26 | EGP | 81,900 | USD | 1,620 | 27 | ||||||||||||||||
| Societe Generale | 11/12/26 | USD | 1,975 | KZT | 1,165,125 | 187 | ||||||||||||||||
| Societe Generale | 01/12/27 | EGP | 56,800 | USD | 1,057 | 20 | ||||||||||||||||
| Standard Bank | 03/10/26 | USD | 1,093 | BRL | 5,628 | 2 | ||||||||||||||||
| Standard Bank | 03/18/26 | USD | 165 | CLP | 142,037 | (2 | ) | |||||||||||||||
| Standard Bank | 03/18/26 | RON | 280 | USD | 66 | 1 | ||||||||||||||||
| Standard Bank | 03/18/26 | USD | 1,156 | CNY | 8,026 | 12 | ||||||||||||||||
| Standard Bank | 03/18/26 | USD | 1,261 | EGP | 62,801 | 28 | ||||||||||||||||
| Standard Bank | 03/18/26 | USD | 1,715 | THB | 53,934 | 23 | ||||||||||||||||
| Standard Bank | 03/18/26 | USD | 3,153 | KRW | 4,660,965 | 89 | ||||||||||||||||
| Standard Bank | 03/18/26 | PEN | 5,401 | USD | 1,604 | (5 | ) | |||||||||||||||
| Standard Bank | 03/18/26 | USD | 10,415 | MYR | 42,766 | 609 | ||||||||||||||||
| Standard Bank | 03/18/26 | MYR | 13,215 | USD | 3,253 | (154 | ) | |||||||||||||||
| Standard Bank | 03/18/26 | THB | 8,112 | USD | 262 | — | ||||||||||||||||
| Standard Bank | 03/18/26 | THB | 13,259 | USD | 421 | (6 | ) | |||||||||||||||
| Standard Bank | 03/18/26 | ZAR | 3,769 | USD | 238 | 1 | ||||||||||||||||
| Standard Bank | 03/18/26 | ZAR | 29,869 | USD | 1,728 | (146 | ) | |||||||||||||||
| Standard Bank | 03/18/26 | INR | 213,772 | USD | 2,345 | — | ||||||||||||||||
| Standard Bank | 03/18/26 | PHP | 344,410 | USD | 5,851 | (117 | ) | |||||||||||||||
| 314 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Standard Bank | 03/25/26 | USD | 556 | IDR | 9,335,320 | $ | — | |||||||||||||||
| Standard Bank | 04/02/26 | BRL | 5,628 | USD | 1,086 | (2 | ) | |||||||||||||||
| TD Securities | 03/18/26 | USD | 5,765 | COP | 22,071,782 | 85 | ||||||||||||||||
| TD Securities | 03/18/26 | USD | 412 | INR | 37,950 | 5 | ||||||||||||||||
| TD Securities | 03/18/26 | USD | 23,680 | INR | 2,144,992 | (154 | ) | |||||||||||||||
| TD Securities | 03/18/26 | COP | 37,557,584 | USD | 9,584 | (369 | ) | |||||||||||||||
| TD Securities | 04/02/26 | EUR | 6,531 | HUF | 2,470,000 | — | ||||||||||||||||
| UBS | 03/03/26 | USD | 12,198 | BRL | 63,914 | 255 | ||||||||||||||||
| UBS | 03/18/26 | USD | 227 | MXN | 4,100 | 11 | ||||||||||||||||
| UBS | 03/18/26 | TRY | 6,785 | USD | 151 | (1 | ) | |||||||||||||||
| UBS | 03/18/26 | MXN | 29,000 | USD | 1,688 | 6 | ||||||||||||||||
| UBS | 03/18/26 | MXN | 98,750 | USD | 5,669 | (61 | ) | |||||||||||||||
| UBS | 03/18/26 | INR | 134,250 | USD | 1,459 | (13 | ) | |||||||||||||||
| UBS | 04/02/26 | USD | 5,375 | BRL | 27,917 | 22 | ||||||||||||||||
| Wells Fargo | 03/18/26 | THB | 5,100 | USD | 162 | (2 | ) | |||||||||||||||
| Wells Fargo | 03/18/26 | COP | 2,170,000 | USD | 582 | 7 | ||||||||||||||||
| $ | 4,179 | |||||||||||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2026, is as follows:
| Credit Default Swap - Buy Protection | ||||||||||||||||||||||||
| Reference Entity/ Obligation | Pay Rate | Payment Frequency | Termination Date | Notional
Amount (Thousands) | Value (Thousands) | Upfront
Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Thousands) | |||||||||||||||||
| ICE 1% 12/20/2030 | 1.00 | % | Quarterly | 12/20/2030 | $ | 15,600 | $ | 233 | $ | 172 | $ | 61 | ||||||||||||
| Interest Rate Swaps | ||||||||||||||||||||||||||||
| Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||
| 1-DAY BRL - CETIP | 13.3% | Annually | 01/02/2031 | BRL | 56,235 | $ | 222 | $ | (2 | ) | $ | 224 | ||||||||||||||||
| 1.4% | HB - THOR | Quarterly | 12/17/2035 | THB | 149,000 | 106 | 29 | 77 | ||||||||||||||||||||
| 2.8% | 6M EURIBOR |
Annually | 12/17/2055 | EUR | 6,200 | 268 | 202 | 66 | ||||||||||||||||||||
| 2.9% | 6-MONTH EURO INTERBANK OFFER RATE | Annually | 03/18/2036 | EUR | 11,700 | (276 | ) | (30 | ) | (246 | ) | |||||||||||||||||
| SOFR | 4.07% | Annually | 02/13/2030 | USD | 3,366 | 111 | (1 | ) | 112 | |||||||||||||||||||
| 3.9% | 6-MONTH CZK - PRIBOR | Annually | 06/18/2035 | CZK | 66,000 | (23 | ) | 9 | (32 | ) | ||||||||||||||||||
| THOR | 1.718% | Quarterly | 06/18/2030 | THB | 82,000 | 61 | – | 61 | ||||||||||||||||||||
| MIBOR | 5.96% | Semi-Annually | 06/18/2030 | INR | 685,000 | 13 | – | 13 | ||||||||||||||||||||
| 8.87% | COOVIBR | Quarterly | 09/17/2035 | COP | 8,900,000 | 338 | – | 338 | ||||||||||||||||||||
| 4.45% | 6-MONTH WIBOR | Annually | 09/17/2035 | PLN | 13,000 | (92 | ) | 6 | (98 | ) | ||||||||||||||||||
| CLICP | 4.712% | Semi-Annually | 09/17/2030 | CLP | 1,000,000 | 4 | – | 4 | ||||||||||||||||||||
| 5.165% | CLICP | Semi-Annually | 09/17/2035 | CLP | 2,500,000 | (21 | ) | – | (21 | ) | ||||||||||||||||||
| 6-MONTH HUF - BUBOR | 5.85% | Semi-Annually | 09/17/2028 | HUF | 1,100,000 | 11 | (12 | ) | 23 | |||||||||||||||||||
| 6-MONTH HUF - BUBOR | 6.05% | Semi-Annually | 09/17/2030 | HUF | 1,300,000 | 49 | (12 | ) | 61 | |||||||||||||||||||
| 6-MONTH CZK - PRIBOR | 3.4% | Semi-Annually | 09/17/2030 | CZK | 68,000 | (18 | ) | (9 | ) | (9 | ) | |||||||||||||||||
| 6-MONTH HUF - BUBOR | 5.885% | Semi-Annually | 09/17/2028 | HUF | 2,600,000 | 33 | – | 33 | ||||||||||||||||||||
| 9.55% | COOVIBR | Quarterly | 09/17/2035 | COP | 2,700,000 | 75 | – | 75 | ||||||||||||||||||||
| 3.69% | SOFR | Annually | 07/02/2035 | USD | 9,372 | (145 | ) | 2 | (147 | ) | ||||||||||||||||||
| 4.1127% | SOFR | Annually | 07/25/2055 | USD | 1,800 | (67 | ) | – | (67 | ) | ||||||||||||||||||
| BZDIOVRA | 13.35% | Annually | 01/02/2029 | BRL | 8,690 | 36 | – | 36 | ||||||||||||||||||||
| BZDIOVRA | 13.085% | Annually | 01/02/2029 | BRL | 107,227 | 284 | – | 284 | ||||||||||||||||||||
| SOFR | 3.3% | Annually | 10/30/2030 | USD | 6,734 | 24 | – | 24 | ||||||||||||||||||||
| SOFR | 3.3003% | Annually | 10/30/2030 | USD | 6,392 | 23 | – | 23 | ||||||||||||||||||||
| SEI Institutional Investments Trust | 315 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
| Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||
| BZDIOVRA | 13.76% | Annually | 01/04/2027 | BRL | 118,408 | $ | 85 | $ | – | $ | 85 | |||||||||||||||||
| MIBOR | 5.64% | Semi-Annually | 03/18/2028 | INR | 1,340,000 | (10 | ) | 14 | (24 | ) | ||||||||||||||||||
| 3.7% | 6-MONTH WIBOR | Annually | 03/18/2028 | PLN | 46,800 | (37 | ) | – | (37 | ) | ||||||||||||||||||
| MXIBTIEF | 7.745% | Monthly | 03/12/2031 | MXN | 170,000 | 233 | – | 233 | ||||||||||||||||||||
| 4.1507% | SOFR | Annually | 12/26/2055 | USD | 4,500 | (201 | ) | – | (201 | ) | ||||||||||||||||||
| SOFR | 3.3635% | Annually | 12/26/2027 | USD | 40,000 | 92 | – | 92 | ||||||||||||||||||||
| COOVIBR | 10.56% | Quarterly | 01/08/2029 | COP | 21,200,000 | (181 | ) | – | (181 | ) | ||||||||||||||||||
| 4.1912% | SOFR | Annually | 03/18/2056 | USD | 4,700 | (245 | ) | – | (245 | ) | ||||||||||||||||||
| SOFR | 3.3125% | Annually | 03/18/2028 | USD | 41,300 | 99 | – | 99 | ||||||||||||||||||||
| MXIBTIEF | 7.4% | Monthly | 03/14/2029 | MXN | 68,000 | 56 | – | 56 | ||||||||||||||||||||
| MXIBTIEF | 7.665% | Monthly | 03/12/2031 | MXN | 82,400 | 97 | – | 97 | ||||||||||||||||||||
| BZDIOVRA | 12.8575% | Annually | 01/03/2028 | BRL | 49,845 | 44 | – | 44 | ||||||||||||||||||||
| BZDIOVRA | 12.85% | Annually | 01/03/2028 | BRL | 88,614 | 76 | – | 76 | ||||||||||||||||||||
| MXIBTIEF | 7.45% | Monthly | 03/13/2030 | MXN | 126,200 | 104 | – | 104 | ||||||||||||||||||||
| COOVIBR | 11.05% | Quarterly | 03/18/2031 | COP | 20,000,000 | (110 | ) | – | (110 | ) | ||||||||||||||||||
| 4.0225% | 6-MONTH CZK - PRIBOR | Annually | 03/18/2036 | CZK | 40,000 | (29 | ) | – | (29 | ) | ||||||||||||||||||
| 10.97% | COOVIBR | Quarterly | 03/18/2036 | COP | 5,200,000 | 33 | – | 33 | ||||||||||||||||||||
| CNRR007 | 1.555% | Quarterly | 03/18/2031 | CNY | 34,000 | (1 | ) | – | (1 | ) | ||||||||||||||||||
| MIBOR | 6.08% | Semi-Annually | 12/19/2029 | INR | 1,600,000 | 134 | – | 134 | ||||||||||||||||||||
| 6-MONTH CZK PRIBOR | 3.6745% | Semi-Annually | 12/20/2034 | CZK | 163,220 | (65 | ) | (11 | ) | (54 | ) | |||||||||||||||||
| 6-MONTH WIBOR | 5.0295% | Semi-Annually | 12/20/2034 | PLN | 7,300 | 145 | – | 145 | ||||||||||||||||||||
| 1-DAY MXIBTIEF | 8.89% | Monthly | 12/18/2026 | MXN | 781,642 | 810 | (25 | ) | 835 | |||||||||||||||||||
| 1-DAY BRL - CETIP | 15.26% | Annually | 01/02/2029 | BRL | 32,300 | 530 | – | 530 | ||||||||||||||||||||
| 1-DAY MXIBTIEF | 8.905% | Monthly | 12/18/2026 | MXN | 304,778 | 318 | – | 318 | ||||||||||||||||||||
| THOR | 1.9045% | Quarterly | 12/20/2029 | THB | 277,700 | 268 | – | 268 | ||||||||||||||||||||
| MIBOR | 6.0675% | Semi-Annually | 02/03/2030 | INR | 776,140 | 59 | 45 | 14 | ||||||||||||||||||||
| MIBOR | 6.04% | Semi-Annually | 02/04/2030 | INR | 695,136 | 46 | (9 | ) | 55 | |||||||||||||||||||
| 1-DAY MXIBTIEF | 8.5235% | Monthly | 02/20/2035 | MXN | 280,550 | 1,006 | 489 | 517 | ||||||||||||||||||||
| 2.0195% | THOR | Quarterly | 03/21/2035 | THB | 45,440 | (59 | ) | (21 | ) | (38 | ) | |||||||||||||||||
| MIBOR | 5.7645% | Semi-Annually | 04/09/2030 | INR | 337,000 | (17 | ) | 2 | (19 | ) | ||||||||||||||||||
| 6-MONTH WIBOR | 4.0405% | Semi-Annually | 04/11/2030 | PLN | 12,614 | 45 | – | 45 | ||||||||||||||||||||
| 6-MONTH WIBOR | 4.325% | Semi-Annually | 04/15/2035 | PLN | 25,460 | 128 | 25 | 103 | ||||||||||||||||||||
| CETIP | 13.5403 | Annually | 01/02/2030 | BRL | 26,700 | 160 | 25 | 135 | ||||||||||||||||||||
| INR OVERNIGHT MIBOR | 5.701% | Semi-Annually | 07/11/2030 | INR | 758,000 | (70 | ) | 10 | (80 | ) | ||||||||||||||||||
| CETIP | 13.4043% | Annually | 01/03/2028 | BRL | 24,500 | 69 | – | 69 | ||||||||||||||||||||
| CEITP | 13.28% | Annually | 01/03/2028 | BRL | 141,770 | 337 | 2 | 335 | ||||||||||||||||||||
| 7.1265% | 3-MONTH BA | Quarterly | 08/19/2030 | ZAR | 11,800 | (18 | ) | – | (18 | ) | ||||||||||||||||||
| -MONTH BA | 6.9765% | Quarterly | 09/23/2030 | ZAR | 58,800 | 68 | – | 68 | ||||||||||||||||||||
| -MONTH BA | 6.7705% | Quarterly | 10/21/2030 | ZAR | 227,000 | 142 | (6 | ) | 148 | |||||||||||||||||||
| INR OVERNIGHT MIBOR | 5.6385% | Semi-Annually | 10/24/2030 | INR | 488,000 | (68 | ) | (34 | ) | (34 | ) | |||||||||||||||||
| BRL OVERNIGHT CDI (CETIP) RATE | 13.2893% | Annually | 01/02/2029 | BRL | 14,000 | 52 | – | 52 | ||||||||||||||||||||
| BRL OVERNIGHT CDI (CETIP) RATE | 13.1268% | Annually | 01/02/2031 | BRL | 3,100 | 7 | – | 7 | ||||||||||||||||||||
| INR OVERNIGHT MIBOR | 5.94% | Semi-Annually | 01/16/2031 | INR | 356,290 | (6 | ) | (38 | ) | 32 | ||||||||||||||||||
| 3-MONTH BA | 6.6795% | Quarterly | 01/20/2031 | ZAR | 94,900 | 32 | 19 | 13 | ||||||||||||||||||||
| 6-MONTH HUF - BUBOR | 6.08% | Semi-Annually | 01/22/2031 | HUF | 1,300,000 | 53 | – | 53 | ||||||||||||||||||||
| 6-MONTH HUF - BUBOR | 6.505% | Semi-Annually | 01/22/2036 | HUF | 700,000 | 67 | – | 67 | ||||||||||||||||||||
| THB - THOR | 1.3875% | Quarterly | 02/23/2031 | THB | 57,950 | 14 | 11 | 3 | ||||||||||||||||||||
| 1.1% | 1-DAY JPOIS | Annually | 09/18/2034 | JPY | 1,395,000 | 490 | (35 | ) | 525 | |||||||||||||||||||
| 1-DAY SOFR | 4% | Annually | 09/17/2035 | USD | 28,800 | 1,154 | 707 | 447 | ||||||||||||||||||||
| 4.6% | 1-DAY SONIA | Annually | 09/17/2055 | GBP | 4,800 | (227 | ) | (22 | ) | (205 | ) | |||||||||||||||||
| $ | 6,725 | $ | 1,330 | $ | 5,395 | |||||||||||||||||||||||
| 316 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Continued)
A list of the open OTC swap agreements held by the Fund at February 28, 2026, is as follows:
| Credit Default Swaps - Buy Protection | |||||||||||||||||||||||||
| Counterparty | Reference Entity/ Obligation | Pay Rate | Payment Frequency | Termination Date | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Depreciation (Thousands) | |||||||||||||||||
| Bank of America | BAMD | 1.00% | Quarterly | 12/20/2029 | $ | 1,400 | $ | (16 | ) | $ | 22 | $ | (38 | ) | |||||||||||
| JPMorgan Chase | JPMD | 1.00% | Quarterly | 12/20/2026 | 4,900 | (35 | ) | (13 | ) | (22 | ) | ||||||||||||||
| JPMorgan Chase | JPMD | 1.00% | Quarterly | 12/20/2029 | 600 | (7 | ) | 8 | (15 | ) | |||||||||||||||
| Morgan Stanley | MORD | 1.00% | Quarterly | 12/20/2026 | 3,000 | (10 | ) | 11 | (21 | ) | |||||||||||||||
| Morgan Stanley | Republic of Turkey | 1.00% | Quarterly | 12/20/2026 | 3,700 | (12 | ) | 5 | (17 | ) | |||||||||||||||
| Morgan Stanley | MSCI | 1.00% | Quarterly | 12/20/2026 | 6,400 | (14 | ) | (7 | ) | (7 | ) | ||||||||||||||
| Morgan Stanley | Arab Republic of Egypt | 1.00% | Quarterly | 12/20/2028 | 1,000 | 39 | 210 | (171 | ) | ||||||||||||||||
| Morgan Stanley | MORD | 1.00% | Quarterly | 12/20/2029 | 7,200 | (88 | ) | 45 | (133 | ) | |||||||||||||||
| Morgan Stanley | Republic of South Africa | 1.00% | Quarterly | 12/20/2030 | 1,500 | 24 | 39 | (15 | ) | ||||||||||||||||
| Morgan Stanley | Republic of South Africa | 1.00% | Quarterly | 12/20/2030 | 4,500 | 72 | 165 | (93 | ) | ||||||||||||||||
| $ | (47 | ) | $ | 485 | $ | (532 | ) | ||||||||||||||||||
| Interest Rate Swaps | |||||||||||||||||||||||||||||||
| Counterparty | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||||
| Goldman Sachs | 36.45% | BISTTREF | Quarterly | 07/26/2026 | TRY | 420,000 | $ | 44 | $ | – | $ | 44 | |||||||||||||||||||
| JPMorgan Chase | 37.22% | BISTTREF | Quarterly | 11/03/2026 | TRY | 134,300 | (9 | ) | – | (9 | ) | ||||||||||||||||||||
| JPMorgan Chase | 37% | BISTTREF | Quarterly | 11/10/2026 | TRY | 134,300 | (8 | ) | – | (8 | ) | ||||||||||||||||||||
| $ | 27 | $ | – | $ | 27 | ||||||||||||||||||||||||||
| Total Return Swaps | ||||||||||||||||||||||||||||||||
| Counterparty | Reference
Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||||
| JPMorgan Chase | JPEMXCUS | INDEX RETURN | SOFR - 15BPS | Annually | 03/06/2026 | USD | 12,500 | $ | (142 | ) | $ | – | $ | (142 | ) | |||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007352 | Quarterly | 03/30/2026 | ZMW | 108 | 7 | – | 7 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006636 | Quarterly | 03/31/2026 | ZMW | 253 | 1 | – | 1 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006651 | Quarterly | 04/29/2026 | ZMW | 227 | 9 | – | 9 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007055 | Quarterly | 04/30/2026 | ZMW | 267 | 13 | – | 13 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000001637 | Quarterly | 05/17/2026 | ZMW | 867 | 68 | – | 68 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006719 | Quarterly | 05/25/2026 | ZMW | 149 | 7 | – | 7 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR | ZAMBIA (REPUBLIC OF) ZM1000006719 | Quarterly | 05/27/2026 | ZMW | 237 | 34 | – | 34 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006719 | Quarterly | 05/27/2026 | ZMW | 295 | 42 | – | 42 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007063 | Quarterly | 05/27/2026 | ZMW | 323 | 21 | – | 21 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007113 | Quarterly | 05/28/2026 | ZMW | 440 | 32 | – | 32 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006578 | Quarterly | 06/03/2026 | ZMW | 150 | (2 | ) | – | (2 | ) | ||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000003112 | Quarterly | 06/09/2026 | ZMW | 266 | 38 | – | 38 | ||||||||||||||||||||||
| SEI Institutional Investments Trust | 317 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Emerging Markets Debt Fund (Concluded)
| Total Return Swaps (continued) | ||||||||||||||||||||||||||||||||
| Counterparty | Reference
Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007535 | Quarterly | 06/23/2026 | ZMW | 120 | $ | 8 | $ | – | $ | 8 | |||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000006818 | Quarterly | 06/24/2026 | ZMW | 269 | 7 | – | 7 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007170 | Quarterly | 06/24/2026 | ZMW | 151 | 7 | – | 7 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR | ZAMBIA (REPUBLIC OF) ZM1000005075 | Quarterly | 06/27/2026 | ZMW | 775 | 148 | – | 148 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR | ZAMBIA (REPUBLIC OF) ZM1000004839 | Quarterly | 06/28/2026 | ZMW | 956 | 189 | – | 189 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007543 | Quarterly | 07/27/2026 | ZMW | 281 | 14 | – | 14 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007584 | Quarterly | 07/27/2026 | ZMW | 230 | 12 | – | 12 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007584 | Quarterly | 07/27/2026 | ZMW | 69 | 2 | – | 2 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000007584 | Quarterly | 07/27/2026 | ZMW | 164 | 6 | – | 6 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA
(REPUBLIC OF) ZM1000007592 | Quarterly | 07/27/2026 | ZMW | 283 | 18 | – | 18 | ||||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR +85BPS | ZAMBIA (REPUBLIC OF) ZM1000001751 | Quarterly | 08/17/2026 | ZMW | 460 | (5 | ) | – | (5 | ) | ||||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFR + 85BPS | ZAMBIA (REPUBLIC OF) ZM1000005893 | Quarterly | 08/24/2026 | ZMW | 501 | (9 | ) | – | (9 | ) | ||||||||||||||||||||
| $ | 525 | $ | – | $ | 525 | |||||||||||||||||||||||||||
Percentages are based on Net Assets of $1,837,727 ($ Thousands).
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $208,928 ($ Thousands), representing 11.4% 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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
See “Glossary” for abbreviations.
| 318 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Real Return Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 99.0% | ||||||||
| U.S. Treasury Inflation Indexed Bonds | ||||||||
| 2.125%, 04/15/2029 | $ | 16,515 | $ | 17,071 | ||||
| 1.625%, 10/15/2029 | 17,309 | 17,727 | ||||||
| 1.625%, 04/15/2030 | 18,216 | 18,593 | ||||||
| 1.125%, 10/15/2030 | 18,670 | 18,723 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 3.875%, 04/15/2029 | 6,950 | 7,556 | ||||||
| 3.625%, 04/15/2028 | 6,047 | 6,387 | ||||||
| 2.500%, 01/15/2029 | 5,456 | 5,693 | ||||||
| 2.375%, 10/15/2028 | 16,309 | 16,970 | ||||||
| 1.750%, 01/15/2028 | 5,900 | 5,995 | ||||||
| 1.625%, 10/15/2027 | 16,049 | 16,308 | ||||||
| 1.250%, 04/15/2028 | 15,813 | 15,910 | ||||||
| 0.875%, 01/15/2029 | 10,814 | 10,789 | ||||||
| 0.750%, 07/15/2028 | 12,503 | 12,503 | ||||||
| 0.500%, 01/15/2028 | 14,446 | 14,346 | ||||||
| 0.375%, 07/15/2027 | 14,110 | 14,087 | ||||||
| 0.250%, 07/15/2029 | 12,776 | 12,505 | ||||||
| 0.125%, 04/15/2027 | 16,000 | 15,867 | ||||||
| 0.125%, 01/15/2030 | 14,730 | 14,216 | ||||||
| 0.125%, 07/15/2030 | 16,206 | 15,595 | ||||||
| 0.125%, 01/15/2031 | 16,711 | 15,907 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $267,555) ($ Thousands) | 272,748 | |||||||
| Total Investments in Securities — 99.0% | ||||||||
| (Cost $267,555) ($ Thousands) | $ | 272,748 | ||||||
Percentages are based on Net Assets of $275,519 ($ Thousands).
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 319 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 33.1% | ||||||||
| U.S. Treasury Bills | ||||||||
| 13.985%, 04/07/2026 (A) | $ | 2,885 | $ | 2,875 | ||||
| 3.640%, 04/21/2026 (A) | 11,105 | 11,049 | ||||||
| 3.633%, 05/21/2026 (A) | 11,100 | 11,012 | ||||||
| 3.624%, 05/07/2026 (A) | 21,905 | 21,760 | ||||||
| U.S. Treasury Bonds | ||||||||
| 2.875%, 08/15/2028 | 90,000 | 88,931 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.250%, 02/15/2028 | 39,250 | 39,879 | ||||||
| 3.848%, USBMMY3M + 0.205%, 10/31/2026 (B) | 20,000 | 20,020 | ||||||
| 3.750%, 12/31/2028 | 30,000 | 30,289 | ||||||
| 3.625%, 05/31/2028 | 84,250 | 84,675 | ||||||
| 3.500%, 02/15/2029 | 46,510 | 46,655 | ||||||
| 3.500%, 02/28/2031 | 605 | 605 | ||||||
| 3.375%, 02/29/2028 | 98,815 | 98,792 | ||||||
| 3.125%, 08/31/2027 | 53,065 | 52,822 | ||||||
| 0.500%, 10/31/2027 | 106,880 | 101,878 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $607,634) ($ Thousands) | 611,242 | |||||||
| CORPORATE OBLIGATIONS — 27.6% | ||||||||
| Communication Services — 0.8% | ||||||||
| AT&T | ||||||||
| 2.300%, 06/01/2027 | 2,000 | 1,962 | ||||||
| NTT Finance | ||||||||
| 4.567%, 07/16/2027 (C) | 12,450 | 12,563 | ||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (C) | 450 | 453 | ||||||
| T-Mobile USA | ||||||||
| 3.750%, 04/15/2027 | 640 | 639 | ||||||
| 15,617 | ||||||||
| Consumer Discretionary — 1.6% | ||||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 07/09/2027 | 11,325 | 11,434 | ||||||
| Flutter Treasury DAC | ||||||||
| 6.375%, 04/29/2029 (C) | 6,235 | 6,406 | ||||||
| Hyatt Hotels | ||||||||
| 5.050%, 03/30/2028 | 1,515 | 1,546 | ||||||
| Hyundai Capital America | ||||||||
| 4.875%, 06/23/2027 (C) | 9,020 | 9,128 | ||||||
| Las Vegas Sands | ||||||||
| 5.625%, 06/15/2028 | 1,220 | 1,250 | ||||||
| Volkswagen Group of America Finance LLC | ||||||||
| 4.750%, 11/13/2028 (C) | 680 | 689 | ||||||
| 30,453 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Consumer Staples — 1.3% | ||||||||
| Altria Group | ||||||||
| 4.875%, 02/04/2028 | $ | 915 | $ | 932 | ||||
| BAT Capital | ||||||||
| 3.557%, 08/15/2027 | 1,736 | 1,727 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.375%, 12/15/2028 (C) | 245 | 246 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.250%, 01/21/2029 (C) | 1,445 | 1,525 | ||||||
| Bon Secours Mercy Health | ||||||||
| 4.302%, 07/01/2028 | 4,285 | 4,318 | ||||||
| Constellation Brands | ||||||||
| 2.250%, 08/01/2031 | 1,090 | 980 | ||||||
| Imperial Brands Finance | ||||||||
| 4.500%, 06/30/2028 (C) | 1,540 | 1,556 | ||||||
| JBS USA Holding Lux SARL | ||||||||
| 3.000%, 02/02/2029 | 1,025 | 996 | ||||||
| Philip Morris International | ||||||||
| 4.750%, 02/12/2027 | 12,400 | 12,513 | ||||||
| 24,793 | ||||||||
| Energy — 0.4% | ||||||||
| Enbridge | ||||||||
| 4.600%, 06/20/2028 | 5,680 | 5,756 | ||||||
| Plains All American Pipeline/PAA Finance | ||||||||
| 4.500%, 12/15/2026 | 1,500 | 1,505 | ||||||
| 7,261 | ||||||||
| Financials — 15.9% | ||||||||
| American Express | ||||||||
| 4.731%, SOFRRATE + 1.260%, 04/25/2029 (B) | 2,985 | 3,035 | ||||||
| 4.009%, SOFRRATE + 0.581%, 02/09/2029 (B) | 14,505 | 14,548 | ||||||
| Atlas Warehouse Lending | ||||||||
| 4.625%, 11/15/2028 (C) | 10,041 | 10,041 | ||||||
| Avolon Holdings Funding | ||||||||
| 5.750%, 03/01/2029 (C) | 950 | 988 | ||||||
| 4.200%, 04/15/2029 (C) | 11,220 | 11,190 | ||||||
| 3.250%, 02/15/2027 (C) | 990 | 981 | ||||||
| 2.750%, 02/21/2028 (C) | 580 | 564 | ||||||
| 2.528%, 11/18/2027 (C) | 59 | 58 | ||||||
| Bank of America | ||||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (B) | 4,689 | 4,640 | ||||||
| 1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) | 3,125 | 3,097 | ||||||
| Bank of America MTN | ||||||||
| 3.974%, TSFR3M + 1.472%, 02/07/2030 (B) | 12,605 | 12,594 | ||||||
| 2.551%, SOFRRATE + 1.050%, 02/04/2028 (B) | 2,500 | 2,468 | ||||||
| 320 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) | $ | 885 | $ | 848 | ||||
| Bank of New York Mellon | ||||||||
| 4.729%, SOFRRATE + 1.135%, 04/20/2029 (B) | 5,550 | 5,645 | ||||||
| Bank of New York Mellon MTN | ||||||||
| 3.442%, TSFR3M + 1.331%, 02/07/2028 (B) | 1,165 | 1,160 | ||||||
| Citigroup | ||||||||
| 4.075%, TSFR3M + 1.454%, 04/23/2029 (B) | 16,490 | 16,514 | ||||||
| 3.520%, TSFR3M + 1.413%, 10/27/2028 (B) | 1,645 | 1,633 | ||||||
| 3.070%, SOFRRATE + 1.280%, 02/24/2028 (B) | 715 | 708 | ||||||
| 1.462%, SOFRRATE + 0.770%, 06/09/2027 (B) | 4,295 | 4,265 | ||||||
| Corebridge Global Funding | ||||||||
| 4.900%, 01/07/2028 (C) | 4,505 | 4,582 | ||||||
| Equitable America Global Funding | ||||||||
| 4.650%, 06/09/2028 (C) | 7,545 | 7,631 | ||||||
| Farmers Exchange Capital | ||||||||
| 7.050%, 07/15/2028 (C) | 1,095 | 1,145 | ||||||
| Fifth Third Bancorp | ||||||||
| 4.772%, SOFRINDX + 2.127%, 07/28/2030 (B) | 3,920 | 3,986 | ||||||
| Fiserv | ||||||||
| 4.550%, 02/15/2031 | 610 | 608 | ||||||
| General Electric MTN | ||||||||
| 4.305%, TSFR3M + 0.642%, 05/05/2026 (B) | 330 | 330 | ||||||
| Global Payments | ||||||||
| 2.150%, 01/15/2027 | 1,725 | 1,697 | ||||||
| Goldman Sachs Group | ||||||||
| 3.691%, TSFR3M + 1.772%, 06/05/2028 (B) | 12,450 | 12,391 | ||||||
| 2.640%, SOFRRATE + 1.114%, 02/24/2028 (B) | 170 | 168 | ||||||
| 1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) | 5,460 | 5,388 | ||||||
| 1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) | 515 | 515 | ||||||
| Guardian Life Global Funding | ||||||||
| 5.737%, 10/02/2028 (C) | 2,925 | 3,058 | ||||||
| HSBC Holdings PLC | ||||||||
| 2.013%, SOFRRATE + 1.732%, 09/22/2028 (B) | 1,090 | 1,057 | ||||||
| JPMorgan Chase | ||||||||
| 5.012%, SOFRRATE + 1.310%, 01/23/2030 (B) | 17,040 | 17,506 | ||||||
| 4.323%, SOFRRATE + 1.560%, 04/26/2028 (B) | 1,670 | 1,676 | ||||||
| 3.782%, US0003M + 1.337%, 02/01/2028 (B) | 4,535 | 4,525 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.182%, SOFRRATE + 1.890%, 06/01/2028 (B) | $ | 2,000 | $ | 1,957 | ||||
| 1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) | 2,478 | 2,469 | ||||||
| Lloyds Banking Group | ||||||||
| 4.818%, H15T1Y + 0.830%, 06/13/2029 (B) | 9,185 | 9,340 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 1.627%, H15T1Y + 0.850%, 05/11/2027 (B) | 2,375 | 2,364 | ||||||
| Marsh & McLennan | ||||||||
| 4.550%, 11/08/2027 | 7,585 | 7,655 | ||||||
| MassMutual Global Funding II MTN | ||||||||
| 5.100%, 04/09/2027 (C) | 9,490 | 9,628 | ||||||
| Metropolitan Life Global Funding I MTN | ||||||||
| 5.050%, 01/06/2028 (C) | 2,000 | 2,042 | ||||||
| Morgan Stanley | ||||||||
| 6.407%, SOFRRATE + 1.830%, 11/01/2029 (B) | 17,995 | 19,054 | ||||||
| 1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) | 900 | 896 | ||||||
| Morgan Stanley Bank | ||||||||
| 4.968%, SOFRRATE + 0.930%, 07/14/2028 (B) | 2,450 | 2,481 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.204%, SOFRRATE + 0.780%, 11/17/2028 (B) | 6,245 | 6,268 | ||||||
| Nationwide Building Society MTN | ||||||||
| 2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(C) | 2,720 | 2,693 | ||||||
| Northwestern Mutual Global Funding | ||||||||
| 5.070%, 03/25/2027 (C) | 4,405 | 4,462 | ||||||
| PNC Financial Services Group | ||||||||
| 6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) | 710 | 722 | ||||||
| 5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) | 970 | 1,005 | ||||||
| Royal Bank of Canada MTN | ||||||||
| 4.498%, SOFRRATE + 0.890%, 08/06/2029 (B) | 9,300 | 9,411 | ||||||
| Santander UK Group Holdings PLC | ||||||||
| 1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) | 1,380 | 1,370 | ||||||
| Toronto-Dominion Bank MTN | ||||||||
| 4.693%, 09/15/2027 | 9,435 | 9,558 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFRRATE + 0.662%, 01/27/2029 (B) | 10,290 | 10,314 | ||||||
| US Bancorp | ||||||||
| 6.787%, SOFRRATE + 1.880%, 10/26/2027 (B) | 325 | 331 | ||||||
| 4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) | 2,215 | 2,243 | ||||||
| SEI Institutional Investments Trust | 321 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Wells Fargo | ||||||||
| 6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) | $ | 14,895 | $ | 15,709 | ||||
| Wells Fargo MTN | ||||||||
| 5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) | 5,450 | 5,638 | ||||||
| 2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) | 3,945 | 3,868 | ||||||
| Willis North America | ||||||||
| 4.650%, 06/15/2027 | 615 | 619 | ||||||
| 293,337 | ||||||||
| Health Care — 1.2% | ||||||||
| Amgen | ||||||||
| 5.150%, 03/02/2028 | 2,465 | 2,524 | ||||||
| Cigna Group | ||||||||
| 4.500%, 09/15/2030 | 1,520 | 1,541 | ||||||
| CommonSpirit Health | ||||||||
| 6.073%, 11/01/2027 | 5,390 | 5,559 | ||||||
| Humana | ||||||||
| 4.875%, 04/01/2030 | 930 | 943 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.335%, 11/15/2028 | 10,820 | 10,896 | ||||||
| 21,463 | ||||||||
| Industrials — 2.2% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 6.450%, 04/15/2027 | 10,970 | 11,246 | ||||||
| 2.450%, 10/29/2026 | 255 | 253 | ||||||
| Air Lease | ||||||||
| 2.200%, 01/15/2027 | 770 | 758 | ||||||
| Boeing | ||||||||
| 6.259%, 05/01/2027 | 1,325 | 1,357 | ||||||
| Delta Air Lines | ||||||||
| 4.750%, 10/20/2028 (C) | 12,008 | 12,112 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.100%, 04/01/2030 (C) | 1,055 | 1,087 | ||||||
| Uber Technologies | ||||||||
| 4.300%, 01/15/2030 | 1,328 | 1,335 | ||||||
| Waste Management | ||||||||
| 4.500%, 03/15/2028 | 12,025 | 12,206 | ||||||
| 40,354 | ||||||||
| Information Technology — 0.8% | ||||||||
| Dell International LLC | ||||||||
| 4.750%, 04/01/2028 | 910 | 924 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 5.500%, 01/25/2031 (C) | 1,220 | 1,273 | ||||||
| Intel | ||||||||
| 5.125%, 02/10/2030 | 925 | 955 | ||||||
| Open Text | ||||||||
| 6.900%, 12/01/2027 (C) | 1,610 | 1,652 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Oracle | ||||||||
| 4.790%, SOFRRATE + 0.760%, 08/03/2028 (B) | $ | 8,055 | $ | 7,970 | ||||
| 4.450%, 09/26/2030 | 825 | 809 | ||||||
| 1.650%, 03/25/2026 | 1,865 | 1,862 | ||||||
| 15,445 | ||||||||
| Materials — 0.2% | ||||||||
| Amcor Flexibles North America | ||||||||
| 4.800%, 03/17/2028 | 640 | 652 | ||||||
| Berry Global | ||||||||
| 5.500%, 04/15/2028 | 765 | 789 | ||||||
| 4.875%, 07/15/2026 (C) | 466 | 466 | ||||||
| International Flavors & Fragrances | ||||||||
| 1.832%, 10/15/2027 (C) | 2,120 | 2,047 | ||||||
| 3,954 | ||||||||
| Real Estate — 1.1% | ||||||||
| American Tower | ||||||||
| 5.250%, 07/15/2028 | 3,145 | 3,236 | ||||||
| 3.600%, 01/15/2028 | 175 | 173 | ||||||
| Crown Castle | ||||||||
| 3.800%, 02/15/2028 | 3,700 | 3,684 | ||||||
| Digital Realty Trust | ||||||||
| 3.600%, 07/01/2029 | 615 | 607 | ||||||
| DOC DR LLC | ||||||||
| 4.300%, 03/15/2027 | 1,880 | 1,884 | ||||||
| Extra Space Storage | ||||||||
| 3.875%, 12/15/2027 | 1,625 | 1,624 | ||||||
| Extra Space Storage LP | ||||||||
| 5.700%, 04/01/2028 | 1,195 | 1,234 | ||||||
| GLP Capital LP / GLP Financing II | ||||||||
| 5.300%, 01/15/2029 | 1,000 | 1,021 | ||||||
| 4.000%, 01/15/2031 | 1,370 | 1,320 | ||||||
| Healthcare Realty Holdings LP | ||||||||
| 3.500%, 08/01/2026 | 1,625 | 1,618 | ||||||
| Hudson Pacific Properties LP | ||||||||
| 4.650%, 04/01/2029 | 68 | 61 | ||||||
| 3.950%, 11/01/2027 | 52 | 49 | ||||||
| 3.250%, 01/15/2030 | 182 | 151 | ||||||
| LXP Industrial Trust | ||||||||
| 6.750%, 11/15/2028 | 418 | 443 | ||||||
| VICI Properties | ||||||||
| 5.750%, 02/01/2027 (C) | 725 | 732 | ||||||
| VICI Properties LP / VICI Note Co | ||||||||
| 4.125%, 08/15/2030 (C) | 310 | 303 | ||||||
| WP Carey | ||||||||
| 4.650%, 07/15/2030 | 1,530 | 1,554 | ||||||
| 19,694 | ||||||||
| Utilities — 2.1% | ||||||||
| Alliant Energy Finance LLC | ||||||||
| 5.950%, 03/30/2029 (C) | 1,565 | 1,645 | ||||||
| 322 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 1.400%, 03/15/2026 (C) | $ | 2,030 | $ | 2,026 | ||||
| American Electric Power | ||||||||
| 5.750%, 11/01/2027 | 550 | 566 | ||||||
| Dominion Energy | ||||||||
| 6.000%, H15T5Y + 2.262%, 02/15/2056 (B) | 1,000 | 1,015 | ||||||
| Eversource Energy | ||||||||
| 2.900%, 03/01/2027 | 2,505 | 2,478 | ||||||
| FirstEnergy | ||||||||
| 3.900%, 07/15/2027 | 10,470 | 10,513 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 5.150%, 03/30/2026 (C) | 665 | 665 | ||||||
| ITC Holdings | ||||||||
| 4.950%, 09/22/2027 (C) | 2,100 | 2,126 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 3.950%, 12/10/2027 | 12,820 | 12,862 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 4.685%, 09/01/2027 | 4,930 | 4,986 | ||||||
| 38,882 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $505,925) ($ Thousands) | 511,253 | |||||||
| ASSET-BACKED SECURITIES — 23.9% | ||||||||
| Automotive — 7.7% | ||||||||
| Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl D | ||||||||
| 6.315%, 05/17/2032 (C) | 723 | 736 | ||||||
| ARI Fleet Lease Trust 2026-A, Ser 2026-A, Cl A3 | ||||||||
| 4.090%, 11/15/2034 (C) | 3,450 | 3,478 | ||||||
| BMW Vehicle Lease Trust 2025-1, Ser 2025-1, Cl A4 | ||||||||
| 4.490%, 10/25/2028 | 9,780 | 9,908 | ||||||
| CarMax Auto Owner Trust, Ser 2024-1, Cl B | ||||||||
| 5.170%, 08/15/2029 | 4,120 | 4,211 | ||||||
| Carvana Auto Receivables Trust 2025-P3, Ser 2025-P3, Cl A4 | ||||||||
| 4.240%, 08/11/2031 | 6,275 | 6,352 | ||||||
| Chase Auto Owner Trust 2025-1, Ser 2025-1A, Cl B | ||||||||
| 4.680%, 11/25/2030 (C) | 500 | 511 | ||||||
| Credit Acceptance Auto Loan Trust, Ser 2025-1A, Cl A | ||||||||
| 5.020%, 03/15/2035 (C) | 8,650 | 8,764 | ||||||
| DT Auto Owner Trust, Ser 2021-4A, Cl D | ||||||||
| 1.990%, 09/15/2027 (C) | 539 | 536 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-4, Cl A3 | ||||||||
| 4.560%, 11/20/2028 (C) | 9,420 | 9,523 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C | ||||||||
| 6.320%, 05/15/2028 | $ | 389 | $ | 390 | ||||
| Ford Credit Auto Owner Trust, Ser 2024-1, Cl A | ||||||||
| 4.870%, 08/15/2036 (C)(D) | 10,431 | 10,746 | ||||||
| Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A | ||||||||
| 4.060%, 11/15/2030 | 3,195 | 3,221 | ||||||
| GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl D | ||||||||
| 1.480%, 07/15/2027 (C) | 445 | 443 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl B | ||||||||
| 4.410%, 08/20/2029 | 5,295 | 5,344 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A | ||||||||
| 4.980%, 12/11/2036 (C) | 660 | 682 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2023-2, Cl B | ||||||||
| 5.830%, 06/15/2030 (C) | 400 | 415 | ||||||
| Huntington Bank Auto Credit-Linked Notes Series, Ser 2024-2, Cl B1 | ||||||||
| 5.442%, 10/20/2032 (C) | 897 | 907 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl B | ||||||||
| 4.160%, 05/15/2030 (C) | 3,700 | 3,720 | ||||||
| Hyundai Floorplan Master Owner Trust, Ser 2025-1A, Cl A | ||||||||
| 4.010%, 10/15/2030 (C) | 11,715 | 11,786 | ||||||
| LAD Auto Receivables Trust, Ser 2023-2A, Cl C | ||||||||
| 5.580%, 09/15/2028 (C) | 2,180 | 2,192 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2 | ||||||||
| 4.420%, 09/15/2029 (C) | 2,530 | 2,552 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl B | ||||||||
| 4.870%, 09/15/2029 (C) | 4,400 | 4,448 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2025-1A, Cl A | ||||||||
| 4.550%, 02/15/2030 (C) | 2,380 | 2,412 | ||||||
| Nissan Auto Lease Trust, Ser 2025-A, Cl B | ||||||||
| 5.030%, 02/15/2029 | 3,935 | 3,994 | ||||||
| Nissan Auto Lease Trust, Ser 2025-A, Cl C | ||||||||
| 5.110%, 06/15/2029 | 3,935 | 3,994 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A4 | ||||||||
| 4.290%, 06/20/2029 (C) | 3,845 | 3,877 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl B | ||||||||
| 4.470%, 07/20/2029 (C) | 3,044 | 3,072 | ||||||
| US Bank, Ser 2023-1, Cl B | ||||||||
| 6.789%, 08/25/2032 (C) | 383 | 387 | ||||||
| SEI Institutional Investments Trust | 323 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.490%, 06/17/2030 (C) | $ | 2,660 | $ | 2,687 | ||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.620%, 12/16/2030 (C) | 2,990 | 3,050 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl B | ||||||||
| 4.810%, 01/15/2031 (C) | 915 | 937 | ||||||
| Western Funding Auto Loan Trust, Ser 2025-1, Cl A | ||||||||
| 4.750%, 07/16/2035 (C) | 10,275 | 10,398 | ||||||
| Western Funding Auto Loan Trust, Ser 2025-1, Cl B | ||||||||
| 4.980%, 09/17/2035 (C) | 4,500 | 4,570 | ||||||
| Westlake Automobile Receivables Trust, Ser 2025-P1, Cl A4 | ||||||||
| 4.660%, 04/15/2030 (C) | 2,670 | 2,714 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-3A, Cl A1 | ||||||||
| 4.080%, 09/18/2040 (C) | 9,000 | 9,037 | ||||||
| 141,994 | ||||||||
| Credit Cards — 0.8% | ||||||||
| American Express Credit Account Master Trust, Ser 2025-4, Cl A | ||||||||
| 4.300%, 07/15/2030 | 1,000 | 1,015 | ||||||
| First National Master Note Trust, Ser 2025-1, Cl A | ||||||||
| 4.850%, 02/15/2030 | 1,470 | 1,501 | ||||||
| Synchrony Card Issuance Trust, Ser 2025-A1, Cl A | ||||||||
| 4.780%, 02/15/2031 | 1,000 | 1,019 | ||||||
| Synchrony Card Issuance Trust, Ser 2025-A3, Cl A | ||||||||
| 4.060%, 11/15/2031 | 9,220 | 9,278 | ||||||
| Trillium Credit Card Trust II, Ser 2025-1A, Cl B | ||||||||
| 4.405%, 09/26/2030 (C) | 2,440 | 2,442 | ||||||
| 15,255 | ||||||||
| Mortgage Related Securities — 2.4% | ||||||||
| Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 | ||||||||
| 4.428%, TSFR1M + 0.754%, 04/25/2037 (B) | 267 | 266 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES1, Cl A1A | ||||||||
| 6.025%, 02/25/2044 (B)(C) | 1,101 | 1,110 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (C)(D) | 11,860 | 12,002 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1A | ||||||||
| 4.894%, 11/25/2055 (C)(D) | 4,484 | 4,511 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1B | ||||||||
| 4.995%, 11/25/2055 (C)(D) | 8,548 | 8,599 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055 (C)(D) | $ | 9,955 | $ | 10,071 | ||||
| RCKT Mortgage Trust, Ser 2025-CES7, Cl A1A | ||||||||
| 5.377%, 07/25/2055 (C)(D) | 3,396 | 3,431 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES7, Cl A1B | ||||||||
| 5.478%, 07/25/2055 (C)(D) | 1,677 | 1,694 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES2, Cl A1B | ||||||||
| 4.863%, 02/01/2056 (C)(D) | 3,600 | 3,604 | ||||||
| 45,288 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 0.4% | ||||||||
| BBCMS Mortgage Trust 2022-C14, Ser C14, Cl ASB | ||||||||
| 2.901%, 02/15/2055 | 2,000 | 1,926 | ||||||
| COMM 2017-COR2 Mortgage Trust, Ser COR2, Cl AM | ||||||||
| 3.803%, 09/10/2050 | 1,635 | 1,610 | ||||||
| CSMCM 2018-SP3 Trust, Ser 2018-SP3, Cl B1 | ||||||||
| 3.500%, 09/25/2058 (B)(C) | 1,098 | 1,059 | ||||||
| PRPM Trust, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.845%, 01/25/2056 (C)(D) | 2,000 | 2,017 | ||||||
| 6,612 | ||||||||
| Other Asset-Backed Securities — 12.6% | ||||||||
| AGL CLO 13, Ser 2025-13A, Cl A1R | ||||||||
| 4.768%, TSFR3M + 1.100%, 10/20/2034 (B)(C) | 2,500 | 2,502 | ||||||
| AIMCO CLO Series, Ser 2025-AA, Cl XR2 | ||||||||
| 4.568%, TSFR3M + 0.900%, 01/20/2038 (B)(C) | 2,533 | 2,533 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 1.937%, 08/15/2046 (C) | 3,450 | 3,409 | ||||||
| Aligned Data Centers Issuer LLC, Ser 2022-1A, Cl A2 | ||||||||
| 6.350%, 10/15/2047 (C) | 1,085 | 1,088 | ||||||
| ALLO Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.200%, 06/20/2053 (C) | 990 | 1,002 | ||||||
| Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser, Ser 2005-R7, Cl M4 | ||||||||
| 4.703%, TSFR1M + 1.029%, 09/25/2035 (B) | 2,374 | 2,400 | ||||||
| Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 | ||||||||
| 4.493%, TSFR1M + 0.819%, 11/25/2035 (B) | 289 | 287 | ||||||
| Apidos CLO XXXII, Ser 2024-32A, Cl A1R | ||||||||
| 4.768%, TSFR3M + 1.100%, 01/20/2033 (B)(C) | 2,287 | 2,289 | ||||||
| 324 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Bain Capital Credit CLO, Ser 2024-6A, Cl A1R | ||||||||
| 4.760%, TSFR3M + 1.090%, 10/21/2034 (B)(C) | $ | 3,400 | $ | 3,400 | ||||
| Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 | ||||||||
| 4.088%, TSFR1M + 0.414%, 11/25/2036 (B) | 1,571 | 1,540 | ||||||
| BlueMountain CLO, Ser 2015-4A, Cl CR2 | ||||||||
| 4.968%, TSFR3M + 1.300%, 04/20/2030 (B)(C) | 750 | 750 | ||||||
| CARS-DB5, Ser 2021-1A, Cl A1 | ||||||||
| 1.440%, 08/15/2051 (C) | 1,170 | 1,152 | ||||||
| Cathedral Lake VI, Ser 2025-6A, Cl XR | ||||||||
| 4.858%, TSFR3M + 1.000%, 04/25/2034 (B)(C) | 211 | 210 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 | ||||||||
| 4.078%, TSFR1M + 0.404%, 09/25/2036 (B)(C) | 950 | 935 | ||||||
| CLI Funding VI LLC, Ser 2020-3A, Cl A | ||||||||
| 2.070%, 10/18/2045 (C) | 2,774 | 2,637 | ||||||
| Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl A | ||||||||
| 1.760%, 04/15/2049 (C) | 1,415 | 1,381 | ||||||
| DLLAA LLC, Ser 2025-1A, Cl A3 | ||||||||
| 4.950%, 09/20/2029 (C) | 7,685 | 7,851 | ||||||
| Domino's Pizza Master Issuer LLC, Ser 2018-1A, Cl A2II | ||||||||
| 4.328%, 07/25/2048 (C) | 1,422 | 1,420 | ||||||
| Dryden CLO, Ser 2024-72A, Cl ARR | ||||||||
| 4.753%, TSFR3M + 1.100%, 05/15/2032 (B)(C) | 1,692 | 1,693 | ||||||
| Dryden Senior Loan Fund, Ser 2018-41A, Cl BR | ||||||||
| 5.234%, TSFR3M + 1.562%, 04/15/2031 (B)(C) | 870 | 871 | ||||||
| Elmwood CLO 15, Ser 2025-2A, Cl A1R | ||||||||
| 4.819%, TSFR3M + 1.150%, 04/22/2035 (B)(C) | 3,000 | 3,004 | ||||||
| FirstKey Homes Trust, Ser 2022-SFR2, Cl A | ||||||||
| 4.250%, 07/17/2039 (C) | 7,779 | 7,779 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2025-2, Cl B | ||||||||
| 4.330%, 09/15/2030 | 3,055 | 3,070 | ||||||
| Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 | ||||||||
| 4.448%, TSFR1M + 0.774%, 01/25/2036 (B) | 1,168 | 1,141 | ||||||
| GCI Funding I LLC, Ser 2021-1, Cl A | ||||||||
| 2.380%, 06/18/2046 (C) | 1,307 | 1,234 | ||||||
| Goldentree Loan Management US CLO, Ser 2024-11A, Cl AR | ||||||||
| 4.748%, TSFR3M + 1.080%, 10/20/2034 (B)(C) | 1,700 | 1,701 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.181%, SOFR30A + 1.500%, 08/15/2028 (B)(C) | $ | 910 | $ | 911 | ||||
| GSAA Home Equity Trust, Ser 2007-8, Cl A3 | ||||||||
| 4.688%, TSFR1M + 1.014%, 08/25/2037 (B) | 7 | 7 | ||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (C) | 672 | 662 | ||||||
| Hilton Grand Vacations Trust, Ser 2025-1A, Cl A | ||||||||
| 4.880%, 05/27/2042 (C) | 7,363 | 7,498 | ||||||
| HINNT LLC, Ser 2024-A, Cl A | ||||||||
| 5.490%, 03/15/2043 (C) | 1,738 | 1,776 | ||||||
| Home Partners of America Trust, Ser 2021-2, Cl B | ||||||||
| 2.302%, 12/17/2026 (C) | 864 | 848 | ||||||
| Hotwire Funding LLC, Ser 2024-1A, Cl A2 | ||||||||
| 5.893%, 06/20/2054 (C) | 1,135 | 1,154 | ||||||
| HPS Loan Management, Ser 2021-16A, Cl A1R | ||||||||
| 4.781%, TSFR3M + 1.110%, 01/23/2035 (B)(C) | 3,000 | 3,000 | ||||||
| JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 | ||||||||
| 4.018%, TSFR1M + 0.344%, 05/25/2037 (B) | 2,589 | 2,563 | ||||||
| LCM 33, Ser 2025-33A, Cl AR | ||||||||
| 4.848%, TSFR3M + 1.180%, 07/20/2034 (B)(C) | 3,625 | 3,627 | ||||||
| Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D | ||||||||
| 4.328%, TSFR1M + 0.654%, 03/25/2036 (B) | 333 | 327 | ||||||
| Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B | ||||||||
| 4.788%, TSFR1M + 1.114%, 07/25/2037 (B) | 55 | 55 | ||||||
| MVW LLC, Ser 2021-1WA, Cl A | ||||||||
| 1.140%, 01/22/2041 (C) | 813 | 790 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A | ||||||||
| 1.220%, 07/15/2069 (C) | 2,514 | 2,393 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A | ||||||||
| 1.170%, 09/16/2069 (C) | 974 | 923 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A | ||||||||
| 1.310%, 01/15/2069 (C) | 882 | 839 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (C) | 1,968 | 1,825 | ||||||
| SEI Institutional Investments Trust | 325 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A | ||||||||
| 0.940%, 07/15/2069 (C) | $ | 5,244 | $ | 4,809 | ||||
| Navient Private Education Refi Loan Trust, Ser 2022-BA, Cl A | ||||||||
| 4.160%, 10/15/2070 (C) | 90 | 89 | ||||||
| Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX | ||||||||
| 1.320%, 04/20/2062 (C) | 4,226 | 4,009 | ||||||
| New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B | ||||||||
| 4.148%, TSFR1M + 0.474%, 05/25/2036 (B) | 969 | 971 | ||||||
| Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 | ||||||||
| 3.978%, TSFR1M + 0.304%, 04/25/2037 (B) | 955 | 932 | ||||||
| Northwoods Capital, Ser 2025-25A, Cl AR | ||||||||
| 4.788%, TSFR3M + 1.120%, 07/20/2034 (B)(C) | 1,900 | 1,901 | ||||||
| Octagon 57, Ser 2025-1A, Cl AR | ||||||||
| 4.742%, TSFR3M + 1.070%, 10/15/2034 (B)(C) | 1,750 | 1,752 | ||||||
| Octagon 64, Ser 2025-1A, Cl A1R | ||||||||
| 4.930%, TSFR3M + 1.260%, 07/21/2035 (B)(C) | 1,900 | 1,904 | ||||||
| Octagon Investment Partners 51, Ser 2025-1A, Cl AR | ||||||||
| 4.658%, TSFR3M + 0.990%, 07/20/2034 (B)(C) | 2,000 | 1,996 | ||||||
| Octagon Investment Partners XXI, Ser 2025-1A, Cl A2R4 | ||||||||
| 4.803%, TSFR3M + 1.150%, 02/14/2031 (B)(C) | 2,400 | 2,402 | ||||||
| Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D | ||||||||
| 4.328%, TSFR1M + 0.654%, 03/25/2037 (B) | 1,020 | 1,000 | ||||||
| Park Avenue Institutional Advisers CLO, Ser 2021-1A, Cl A1AR | ||||||||
| 4.778%, TSFR3M + 1.110%, 01/20/2034 (B)(C) | 2,000 | 2,000 | ||||||
| Park Avenue Institutional Advisers CLO, Ser 2025-2A, Cl A1R | ||||||||
| 4.722%, TSFR3M + 1.050%, 07/15/2034 (B)(C) | 2,700 | 2,700 | ||||||
| PFS Financing, Ser 2025-B, Cl A | ||||||||
| 4.850%, 02/15/2030 (C) | 6,377 | 6,498 | ||||||
| PFS Financing, Ser 2025-D, Cl A | ||||||||
| 4.470%, 05/15/2030 (C) | 1,800 | 1,822 | ||||||
| PK ALIFT Loan Funding 4, Ser 2024-2, Cl A | ||||||||
| 5.052%, 10/15/2039 (C) | 1,320 | 1,332 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Progress Residential Trust, Ser 2022-SFR2, Cl A | ||||||||
| 2.950%, 04/17/2027 (C) | $ | 1,652 | $ | 1,628 | ||||
| RAD CLO, Ser 2025-21A, Cl A1R | ||||||||
| 4.928%, TSFR3M + 1.070%, 01/25/2037 (B)(C) | 2,800 | 2,799 | ||||||
| Rockford Tower CLO, Ser 2018-2A, Cl A | ||||||||
| 5.089%, TSFR3M + 1.422%, 10/20/2031 (B)(C) | 406 | 406 | ||||||
| Rockford Tower CLO, Ser 2019-1A, Cl AR2 | ||||||||
| 4.768%, TSFR3M + 1.100%, 04/20/2034 (B)(C) | 3,000 | 3,005 | ||||||
| Rockford Tower CLO, Ser 2019-2A, Cl AR2 | ||||||||
| 4.786%, TSFR3M + 1.130%, 08/20/2032 (B)(C) | 1,811 | 1,815 | ||||||
| Sabey Data Center Issuer LLC, Ser 2021-1, Cl A2 | ||||||||
| 1.881%, 06/20/2046 (C) | 1,682 | 1,665 | ||||||
| Saxon Asset Securities Trust, Ser 2006-3, Cl A3 | ||||||||
| 4.128%, TSFR1M + 0.454%, 10/25/2046 (B) | 363 | 359 | ||||||
| Serenity-Peace Park Clo, Ser 2025-1A, Cl X | ||||||||
| 5.023%, TSFR3M + 1.050%, 10/24/2038 (B)(C) | 2,000 | 2,001 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2025-2A, Cl A | ||||||||
| 4.720%, 04/20/2044 (C) | 3,666 | 3,708 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2025-3A, Cl A | ||||||||
| 4.440%, 08/22/2044 (C) | 6,872 | 6,916 | ||||||
| Signal Rail I LLC, Ser 2021-1, Cl A | ||||||||
| 2.230%, 08/17/2051 (C) | 2,007 | 1,910 | ||||||
| SLM Student Loan Trust, Ser 2012-2, Cl A | ||||||||
| 4.482%, SOFR30A + 0.814%, 01/25/2029 (B) | 477 | 469 | ||||||
| SLM Student Loan Trust, Ser 2013-2, Cl A | ||||||||
| 4.232%, SOFR30A + 0.564%, 06/25/2043 (B) | 586 | 581 | ||||||
| SMB Private Education Loan Trust, Ser 2021-B, Cl A | ||||||||
| 1.310%, 07/17/2051 (C) | 947 | 901 | ||||||
| SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX | ||||||||
| 2.540%, 05/15/2046 (C) | 1,272 | 1,234 | ||||||
| SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX | ||||||||
| 1.140%, 02/15/2047 (C) | 1,002 | 903 | ||||||
| Stack Infrastructure Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 1.877%, 03/26/2046 (C) | 1,705 | 1,701 | ||||||
| Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A2 | ||||||||
| 5.080%, 06/21/2050 (C) | 7,331 | 7,366 | ||||||
| 326 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Textainer Marine Containers VIII, Ser 2020-2A, Cl A | ||||||||
| 2.100%, 09/20/2045 (C) | $ | 1,184 | $ | 1,129 | ||||
| Thompson Park CLO, Ser 2025-1A, Cl A1R | ||||||||
| 4.722%, TSFR3M + 1.050%, 04/15/2034 (B)(C) | 1,500 | 1,500 | ||||||
| Towd Point Mortgage Trust, Ser 2020-MH1, Cl A1 | ||||||||
| 2.250%, 02/25/2060 (B)(C) | 1,064 | 1,047 | ||||||
| Tricon American Homes, Ser 2020-SFR1, Cl F | ||||||||
| 4.882%, 07/17/2038 (C) | 2,100 | 2,094 | ||||||
| Tricon Residential Trust, Ser 2024-SFR1, Cl B | ||||||||
| 4.750%, 04/17/2041 (C) | 1,230 | 1,233 | ||||||
| Trinitas Clo XX, Ser 2025-20A, Cl A1R | ||||||||
| 4.708%, TSFR3M + 1.040%, 07/20/2035 (B)(C) | 2,800 | 2,794 | ||||||
| Trinity Rail Leasing LLC, Ser 2019-1A, Cl A | ||||||||
| 3.820%, 04/17/2049 (C) | 1,354 | 1,353 | ||||||
| Trinity Rail Leasing LLC, Ser 2021-1A, Cl A | ||||||||
| 2.260%, 07/19/2051 (C) | 2,674 | 2,553 | ||||||
| TRTX Issuer, Ser 2025-FL6, Cl A | ||||||||
| 5.201%, TSFR1M + 1.537%, 09/18/2042 (B)(C) | 1,850 | 1,854 | ||||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (C) | 1,888 | 1,798 | ||||||
| Vantage Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 2.165%, 10/15/2046 (C) | 930 | 914 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (C) | 720 | 691 | ||||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl C2I | ||||||||
| 3.156%, 02/15/2052 (C) | 1,205 | 1,182 | ||||||
| Verizon Master Trust Series, Ser 2024-5, Cl B | ||||||||
| 5.250%, 06/21/2032 (C) | 1,200 | 1,243 | ||||||
| Verizon Master Trust Series, Ser 2024-5, Cl C | ||||||||
| 5.490%, 06/21/2032 (C) | 3,010 | 3,132 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl A1A | ||||||||
| 4.170%, 08/20/2030 | 7,708 | 7,751 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl B | ||||||||
| 4.420%, 08/20/2030 | 7,020 | 7,066 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl C | ||||||||
| 4.670%, 08/20/2030 | 19,539 | 19,671 | ||||||
| Verizon Master Trust, Ser 2024-7, Cl A | ||||||||
| 4.350%, 08/20/2032 (C) | 2,330 | 2,369 | ||||||
| Verizon Master Trust, Ser 2025-1, Cl B | ||||||||
| 4.940%, 01/21/2031 | 4,660 | 4,743 | ||||||
| Verizon Master Trust, Ser 2025-10, Cl C | ||||||||
| 4.670%, 10/20/2033 (C) | 750 | 763 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Voya CLO, Ser 2024-2A, Cl AR | ||||||||
| 4.868%, TSFR3M + 1.200%, 07/20/2032 (B)(C) | $ | 1,154 | $ | 1,155 | ||||
| Voya CLO, Ser 2025-1A, Cl ARR | ||||||||
| 4.751%, TSFR3M + 1.080%, 07/16/2034 (B)(C) | 2,500 | 2,503 | ||||||
| 232,499 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $438,279) ($ Thousands) | 441,648 | |||||||
| MORTGAGE-BACKED SECURITIES — 15.9% | ||||||||
| Agency Mortgage-Backed Obligations — 8.7% | ||||||||
| Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1 | ||||||||
| 5.167%, SOFR30A + 1.500%, 10/25/2043(B)(C) | 810 | 811 | ||||||
| Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M1 | ||||||||
| 4.767%, SOFR30A + 1.100%, 05/25/2044(B)(C) | 285 | 285 | ||||||
| FHLMC | ||||||||
| 5.772%, RFUCCT1Y + 1.468%, 03/01/2037(B) | 3 | 3 | ||||||
| 4.500%, 09/01/2040 to 10/01/2052 | 12,382 | 12,344 | ||||||
| 4.000%, 01/01/2053 | 1,829 | 1,778 | ||||||
| 3.500%, 02/01/2034 to 05/01/2035 | 1,373 | 1,356 | ||||||
| 2.500%, 09/01/2030 to 02/01/2038 | 3,744 | 3,620 | ||||||
| FHLMC ARM | ||||||||
| 5.349%, SOFR30A + 2.196%, 06/01/2055(B) | 3,131 | 3,205 | ||||||
| FHLMC CMO, Ser 2020-5050, Cl YA | ||||||||
| 1.000%, 01/15/2046 | 1,494 | 1,401 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl A2 | ||||||||
| 1.760%, 03/25/2028 | 2,164 | 2,088 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF37, Cl A | ||||||||
| 4.154%, SOFR30A + 0.474%, 09/25/2027(B) | 57 | 57 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF40, Cl A | ||||||||
| 4.134%, SOFR30A + 0.454%, 11/25/2027(B) | 23 | 23 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF43, Cl A | ||||||||
| 4.034%, SOFR30A + 0.354%, 01/25/2028(B) | 275 | 274 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF68, Cl A | ||||||||
| 4.284%, SOFR30A + 0.604%, 07/25/2026(B) | 214 | 214 | ||||||
| SEI Institutional Investments Trust | 327 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF86, Cl AL | ||||||||
| 4.084%, SOFR30A + 0.404%, 08/25/2027(B) | $ | 312 | $ | 312 | ||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KJ37, Cl A1 | ||||||||
| 1.679%, 12/25/2027 | 860 | 833 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser Q004, Cl AFL | ||||||||
| 4.655%, 12MTA + 0.740%, 05/25/2044(B) | 207 | 207 | ||||||
| FHLMC REMIC CMO, Ser 2005-2922, Cl FE | ||||||||
| 4.023%, SOFR30A + 0.364%, 02/15/2035(B) | 240 | 239 | ||||||
| FHLMC REMIC CMO, Ser 2005-2990, Cl LK | ||||||||
| 4.143%, SOFR30A + 0.484%, 10/15/2034(B) | 198 | 198 | ||||||
| FHLMC REMIC CMO, Ser 2006-3102, Cl FB | ||||||||
| 4.073%, SOFR30A + 0.414%, 01/15/2036(B) | 25 | 25 | ||||||
| FHLMC REMIC CMO, Ser 2006-3136, Cl KF | ||||||||
| 4.073%, SOFR30A + 0.414%, 04/15/2036(B) | 82 | 81 | ||||||
| FHLMC REMIC CMO, Ser 2009-3616, Cl FG | ||||||||
| 4.423%, SOFR30A + 0.764%, 03/15/2032(B) | 110 | 110 | ||||||
| FHLMC REMIC CMO, Ser 2012-4094, Cl BF | ||||||||
| 4.173%, SOFR30A + 0.514%, 08/15/2032(B) | 180 | 180 | ||||||
| FNMA | ||||||||
| 6.000%, 04/01/2039 | 2,842 | 2,941 | ||||||
| 5.500%, 07/01/2053 | 1,261 | 1,286 | ||||||
| 5.000%, 05/01/2053 | 2,550 | 2,568 | ||||||
| 4.000%, 06/01/2052 to 01/01/2053 | 4,193 | 4,081 | ||||||
| 3.500%, 09/01/2034 | 1,092 | 1,082 | ||||||
| 3.000%, 10/01/2030 to 06/01/2037 | 4,629 | 4,545 | ||||||
| 2.500%, 02/01/2031 to 06/01/2032 | 1,356 | 1,319 | ||||||
| 2.000%, 04/01/2031 to 03/01/2036 | 1,148 | 1,084 | ||||||
| 1.500%, 10/01/2035 | 1,079 | 991 | ||||||
| FNMA ARM | ||||||||
| 5.298%, SOFR30A + 2.310%, 05/01/2055(B) | 2,857 | 2,933 | ||||||
| 4.878%, SOFR30A + 2.339%, 07/01/2053(B) | 3,284 | 3,349 | ||||||
| FNMA CMO, Ser 2024-49, Cl FC | ||||||||
| 4.967%, SOFR30A + 1.300%, 07/25/2054(B) | 4,028 | 4,069 | ||||||
| FNMA CMO, Ser 2024-73, Cl FB | ||||||||
| 4.867%, SOFR30A + 1.200%, 10/25/2054(B) | 6,933 | 6,986 | ||||||
| FNMA REMIC CMO, Ser 2005-83, Cl FP | ||||||||
| 4.112%, SOFR30A + 0.444%, 10/25/2035(B) | 302 | 300 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMIC CMO, Ser 2006-31, Cl FP | ||||||||
| 4.082%, SOFR30A + 0.414%, 05/25/2036(B) | $ | 53 | $ | 53 | ||||
| FNMA REMIC CMO, Ser 2006-56, Cl FE | ||||||||
| 4.212%, SOFR30A + 0.544%, 07/25/2036(B) | 263 | 263 | ||||||
| FNMA REMIC CMO, Ser 2007-98, Cl FD | ||||||||
| 4.636%, SOFR30A + 0.564%, 06/25/2037(B) | 172 | 171 | ||||||
| FNMA REMIC CMO, Ser 2010-43, Cl VF | ||||||||
| 4.332%, SOFR30A + 0.664%, 05/25/2040(B) | 218 | 218 | ||||||
| FNMA REMIC CMO, Ser 2012-111, Cl NF | ||||||||
| 4.536%, SOFR30A + 0.464%, 05/25/2042(B) | 318 | 316 | ||||||
| FNMA REMIC CMO, Ser 2012-54, Cl CF | ||||||||
| 4.482%, SOFR30A + 0.814%, 05/25/2042(B) | 113 | 113 | ||||||
| FNMA REMIC CMO, Ser 2016-48, Cl UF | ||||||||
| 4.586%, SOFR30A + 0.514%, 08/25/2046(B) | 110 | 109 | ||||||
| FNMA REMIC CMO, Ser 2019-79, Cl FA | ||||||||
| 4.686%, SOFR30A + 0.614%, 01/25/2050(B) | 339 | 335 | ||||||
| FNMA REMIC CMO, Ser 2020-10, Cl FA | ||||||||
| 4.686%, SOFR30A + 0.614%, 03/25/2050(B) | 907 | 899 | ||||||
| FNMA TBA | ||||||||
| 5.500%, 03/15/2056 | 5,350 | 5,436 | ||||||
| 5.000%, 03/15/2041 to 03/15/2056 | 17,900 | 18,059 | ||||||
| 4.500%, 03/15/2041 to 03/15/2056 | 8,275 | 8,287 | ||||||
| 4.000%, 05/01/2039 to 03/15/2056 | 7,550 | 7,454 | ||||||
| 3.500%, 03/01/2041 to 03/15/2056 | 7,550 | 7,332 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB50, Cl A10F | ||||||||
| 3.332%, 04/25/2028(B) | 675 | 667 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB52, Cl A10F | ||||||||
| 3.449%, 06/25/2028(B) | 4,293 | 4,247 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB53, Cl A10F | ||||||||
| 3.609%, 06/25/2028(B) | 4,243 | 4,223 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB54, Cl A10F | ||||||||
| 3.520%, 05/25/2028(B) | 1,082 | 1,070 | ||||||
| FRESB Mortgage Trust, Ser 2019-SB59, Cl A10F | ||||||||
| 3.470%, 01/25/2029(B) | 298 | 295 | ||||||
| GNMA | ||||||||
| 5.500%, 02/20/2054 | 44 | 45 | ||||||
| 4.500%, 10/20/2054 to 11/20/2054 | – | – | ||||||
| 4.000%, 10/20/2052 | 1,408 | 1,369 | ||||||
| 328 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2007-1, Cl F | ||||||||
| 4.082%, TSFR1M + 0.414%, 01/20/2037(B) | $ | 248 | $ | 248 | ||||
| GNMA CMO, Ser 2011-151, Cl BF | ||||||||
| 4.132%, TSFR1M + 0.464%, 04/20/2041(B) | 213 | 212 | ||||||
| GNMA CMO, Ser 2012-77, Cl FM | ||||||||
| 4.444%, TSFR1M + 0.784%, 11/16/2039(B) | 151 | 151 | ||||||
| GNMA CMO, Ser 2015-52, Cl EA | ||||||||
| 2.000%, 01/16/2043 | 3,463 | 3,330 | ||||||
| GNMA CMO, Ser 2022-174, Cl AG | ||||||||
| 3.000%, 07/20/2044 | 4,306 | 4,213 | ||||||
| GNMA CMO, Ser 2023-113, Cl FD | ||||||||
| 5.012%, SOFR30A + 1.350%, 08/20/2053(B) | 1,745 | 1,766 | ||||||
| GNMA CMO, Ser 2024-148, Cl AF | ||||||||
| 4.842%, SOFR30A + 1.180%, 09/20/2054(B) | 7,302 | 7,370 | ||||||
| GNMA CMO, Ser 2024-30, Cl CF | ||||||||
| 4.912%, SOFR30A + 1.250%, 02/20/2054(B) | 1,974 | 1,994 | ||||||
| GNMA TBA | ||||||||
| 4.500%, 03/01/2039 | 9,425 | 9,314 | ||||||
| 4.000%, 03/15/2056 | 3,850 | 3,703 | ||||||
| GNMA, Ser 2008-92, Cl E | ||||||||
| 5.556%, 03/16/2044(B) | 41 | 41 | ||||||
| GNMA, Ser 2012-23, Cl D | ||||||||
| 3.488%, 07/16/2049(B) | 266 | 260 | ||||||
| GNMA, Ser 2014-157, Cl C | ||||||||
| 3.150%, 10/16/2054(B) | 614 | 602 | ||||||
| GNMA, Ser 82737 | ||||||||
| 4.625%, H15T1Y + 1.500%, 02/20/2041(B) | 49 | 50 | ||||||
| 161,393 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 7.2% | ||||||||
| 280 Park Avenue Mortgage Trust, Ser 280P, Cl A | ||||||||
| 4.849%, TSFR1M + 1.180%, 09/15/2034(B)(C) | 1,400 | 1,395 | ||||||
| ALA Trust, Ser OANA, Cl A | ||||||||
| 5.702%, TSFR1M + 1.743%, 06/15/2040(B)(C) | 1,860 | 1,869 | ||||||
| Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl A2 | ||||||||
| 2.023%, 06/15/2054(C) | 1,007 | 998 | ||||||
| Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 | ||||||||
| 4.047%, 07/26/2036(B)(C) | 1,081 | 1,074 | ||||||
| BANK, Ser 2018-BN14, Cl A2 | ||||||||
| 4.128%, 09/15/2060 | 279 | 277 | ||||||
| BANK, Ser 2019-BN21, Cl ASB | ||||||||
| 2.808%, 10/17/2052 | 1,879 | 1,849 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BANK, Ser BN22, Cl ASB | ||||||||
| 2.897%, 11/15/2062 | $ | 1,228 | $ | 1,206 | ||||
| BANK, Ser BN24, Cl ASB | ||||||||
| 2.929%, 11/15/2062 | 1,606 | 1,579 | ||||||
| BBCMS Mortgage Trust, Ser C8, Cl ASB | ||||||||
| 1.867%, 10/15/2053 | 736 | 707 | ||||||
| BBCMS Trust, Ser 2015-SRCH, Cl A2 | ||||||||
| 4.197%, 08/10/2035(C) | 3,175 | 3,128 | ||||||
| Benchmark Mortgage Trust, Ser 2018-B5, Cl A2 | ||||||||
| 4.077%, 07/15/2051 | 1,142 | 1,137 | ||||||
| Benchmark Mortgage Trust, Ser B14, Cl ASB | ||||||||
| 2.957%, 12/15/2062 | 2,735 | 2,683 | ||||||
| Benchmark Mortgage Trust, Ser B15, Cl A2 | ||||||||
| 2.914%, 12/15/2072 | 798 | 768 | ||||||
| Benchmark Mortgage Trust, Ser B15, Cl AAB | ||||||||
| 2.859%, 12/15/2072 | 1,672 | 1,640 | ||||||
| BX Commercial Mortgage Trust, Ser 2021-21M, Cl A | ||||||||
| 4.505%, TSFR1M + 0.844%, 10/15/2036(B)(C) | 233 | 233 | ||||||
| BX Commercial Mortgage Trust, Ser 2021-ACNT, Cl B | ||||||||
| 5.025%, US0001M + 1.364%, 11/15/2038(B)(C) | 1,121 | 1,120 | ||||||
| BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A | ||||||||
| 4.463%, TSFR1M + 0.803%, 10/15/2038(B)(C) | 557 | 557 | ||||||
| BXP Trust, Ser 2017-CC, Cl D | ||||||||
| 3.552%, 08/13/2037(B)(C) | 710 | 604 | ||||||
| Chase Home Lending Mortgage Trust, Ser 2024-10, Cl A4A | ||||||||
| 5.500%, 10/25/2055(B)(C) | 1,355 | 1,360 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2023-SMRT, Cl A | ||||||||
| 5.820%, 10/12/2040(B)(C) | 2,000 | 2,062 | ||||||
| Citigroup Commercial Mortgage Trust, Ser GC41, Cl AAB | ||||||||
| 2.720%, 08/10/2056 | 1,586 | 1,551 | ||||||
| COMM Mortgage Trust, Ser 2015-DC1, Cl AM | ||||||||
| 3.724%, 02/10/2048 | 965 | 948 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R03, Cl 2M2 | ||||||||
| 5.917%, SOFR30A + 2.250%, 03/25/2045(B)(C) | 1,100 | 1,112 | ||||||
| Cross Mortgage Trust, Ser 2023-H2, Cl A1A | ||||||||
| 7.135%, 11/25/2068(C)(D) | 907 | 917 | ||||||
| Cross Mortgage Trust, Ser 2024-H6, Cl A1 | ||||||||
| 5.129%, 09/25/2069(B)(C) | 1,439 | 1,444 | ||||||
| CSMC Series, Ser 2014-6R, Cl 15A2 | ||||||||
| 6.770%, TSFR1M + 0.264%, 11/27/2036(B)(C) | 199 | 196 | ||||||
| SEI Institutional Investments Trust | 329 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| CSMC Trust, Ser 2019-AFC1, Cl A1 | ||||||||
| 3.573%, 07/25/2049(C)(D) | $ | 1,761 | $ | 1,716 | ||||
| ELM Trust, Ser 2024-ELM, Cl B15 | ||||||||
| 6.195%, 06/10/2039(B)(C) | 1,600 | 1,605 | ||||||
| ELM Trust, Ser ELM, Cl A10 | ||||||||
| 5.994%, 06/10/2039(B)(C) | 500 | 502 | ||||||
| ELM Trust, Ser ELM, Cl A15 | ||||||||
| 5.994%, 06/10/2039(B)(C) | 7,535 | 7,560 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.967%, SOFR30A + 1.300%, 02/25/2042(B)(C) | 177 | 177 | ||||||
| First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 | ||||||||
| 3.948%, TSFR1M + 0.274%, 11/25/2036(B) | 70 | 74 | ||||||
| First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 | ||||||||
| 4.008%, TSFR1M + 0.334%, 12/25/2037(B) | 1,144 | 1,117 | ||||||
| FS Trust, Ser 2024-HULA, Cl A | ||||||||
| 5.770%, TSFR1M + 1.811%, 08/15/2039(B)(C) | 1,450 | 1,451 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A | ||||||||
| 3.750%, 10/25/2057(C) | 383 | 379 | ||||||
| GWT, Ser 2024-WLF2, Cl A | ||||||||
| 5.650%, TSFR1M + 1.691%, 05/15/2041(B)(C) | 1,478 | 1,479 | ||||||
| Hilton USA Trust, Ser 2016-HHV, Cl D | ||||||||
| 4.194%, 11/05/2038(B)(C) | 2,430 | 2,416 | ||||||
| Impac CMB Trust Series, Ser 2004-6, Cl 1A1 | ||||||||
| 4.588%, TSFR1M + 0.914%, 10/25/2034(B) | 128 | 128 | ||||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser NINE, Cl B | ||||||||
| 2.854%, 09/06/2038(B)(C) | 1,925 | 1,905 | ||||||
| JPMDB Commercial Mortgage Securities Trust, Ser COR6, Cl ASB | ||||||||
| 2.982%, 11/13/2052 | 1,128 | 1,112 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-NINE, Cl A | ||||||||
| 2.854%, 09/06/2038(B)(C) | 1,334 | 1,323 | ||||||
| LEX Mortgage Trust, Ser 2024-BBG, Cl A | ||||||||
| 4.874%, 10/13/2033(B)(C) | 700 | 704 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 | ||||||||
| 4.248%, TSFR1M + 0.574%, 04/25/2029(B) | 86 | 80 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B | ||||||||
| 3.500%, 04/25/2066(B)(C) | 199 | 197 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 | ||||||||
| 3.250%, 10/25/2069(B)(C) | $ | 1,403 | $ | 1,379 | ||||
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser C35, Cl A1 | ||||||||
| 4.609%, 08/15/2058 | 2,063 | 2,084 | ||||||
| Morgan Stanley Capital I Trust, Ser UB11, Cl AS | ||||||||
| 2.984%, 08/15/2049 | 3,050 | 3,018 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2025-1, Cl A4 | ||||||||
| 5.500%, 03/25/2055(B)(C) | 1,035 | 1,041 | ||||||
| NYC Trust, Ser 3ELV, Cl A | ||||||||
| 5.950%, TSFR1M + 1.991%, 08/15/2029(B)(C) | 1,300 | 1,305 | ||||||
| One New York Plaza Trust, Ser 2020-1NYP, Cl A | ||||||||
| 4.725%, TSFR1M + 1.064%, 01/15/2036(B)(C) | 899 | 877 | ||||||
| PRPM LLC, Ser 2023-RCF2, Cl A1 | ||||||||
| 4.000%, 11/25/2053(C)(D) | 178 | 177 | ||||||
| PRPM LLC, Ser 2024-RCF1, Cl A1 | ||||||||
| 4.000%, 01/25/2054(C)(D) | 2,141 | 2,127 | ||||||
| PRPM LLC, Ser 2024-RCF2, Cl A1 | ||||||||
| 3.750%, 03/25/2054(C)(D) | 403 | 399 | ||||||
| PRPM LLC, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.500%, 02/25/2055(C)(D) | 7,117 | 7,132 | ||||||
| PRPM LLC, Ser 2025-RCF3, Cl A1 | ||||||||
| 5.250%, 07/25/2055(C)(D) | 2,579 | 2,614 | ||||||
| PRPM LLC, Ser 2025-RCF5, Cl A1 | ||||||||
| 4.839%, 10/25/2055(C)(D) | 6,443 | 6,489 | ||||||
| RCKT Mortgage Trust, Ser 2023-CES1, Cl A1A | ||||||||
| 6.515%, 06/25/2043(B)(C) | 213 | 213 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES5, Cl A1A | ||||||||
| 5.846%, 08/25/2044(C)(D) | 6,155 | 6,218 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES7, Cl A1A | ||||||||
| 5.158%, 10/25/2044(C)(D) | 8,718 | 8,754 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES8, Cl A1A | ||||||||
| 5.490%, 11/25/2044(C)(D) | 9,089 | 9,168 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES8, Cl A1B | ||||||||
| 5.249%, 08/25/2055(B)(C) | 2,301 | 2,321 | ||||||
| SREIT Trust, Ser 2021-MFP, Cl B | ||||||||
| 4.854%, TSFR1M + 1.194%, 11/15/2038(B)(C) | 1,258 | 1,258 | ||||||
| SREIT Trust, Ser 2021-MFP2, Cl B | ||||||||
| 4.946%, TSFR1M + 1.286%, 11/15/2036(B)(C) | 1,450 | 1,450 | ||||||
| Towd Point Mortgage Trust, Ser 2018-4, Cl A1 | ||||||||
| 3.000%, 06/25/2058(B)(C) | 1,269 | 1,220 | ||||||
| 330 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Towd Point Mortgage Trust, Ser 2018-5, Cl A1 | ||||||||
| 3.250%, 07/25/2058(B)(C) | $ | 1,356 | $ | 1,319 | ||||
| Towd Point Mortgage Trust, Ser 2018-6, Cl A1 | ||||||||
| 3.750%, 03/25/2058(B)(C) | 719 | 708 | ||||||
| Towd Point Mortgage Trust, Ser 2019-4, Cl A1 | ||||||||
| 2.900%, 10/25/2059(B)(C) | 3,421 | 3,322 | ||||||
| Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 | ||||||||
| 4.788%, TSFR1M + 1.114%, 05/25/2058(B)(C) | 666 | 680 | ||||||
| Towd Point Mortgage Trust, Ser 2020-3, Cl A1 | ||||||||
| 3.088%, 02/25/2063(B)(C) | 101 | 99 | ||||||
| Towd Point Mortgage Trust, Ser 2020-4, Cl A1 | ||||||||
| 1.750%, 10/25/2060(C) | 793 | 733 | ||||||
| Towd Point Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 2.250%, 11/25/2061(B)(C) | 3,240 | 3,072 | ||||||
| UBS Commercial Mortgage Trust, Ser 2018-C12, Cl A2 | ||||||||
| 4.152%, 08/15/2051 | 20 | 20 | ||||||
| Verus Securitization Trust, Ser 2023-4, Cl A1 | ||||||||
| 5.811%, 05/25/2068(C)(D) | 1,670 | 1,669 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 | ||||||||
| 4.308%, TSFR1M + 0.634%, 11/25/2045(B) | 671 | 639 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser C52, Cl ASB | ||||||||
| 2.833%, 08/15/2052 | 917 | 899 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser C55, Cl ASB | ||||||||
| 2.651%, 02/15/2053 | 756 | 738 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser C61, Cl A2 | ||||||||
| 2.503%, 11/15/2054 | 736 | 728 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser FCMT, Cl A | ||||||||
| 4.975%, US0001M + 1.200%, 05/15/2031(B)(C) | 1,820 | 1,819 | ||||||
| 132,028 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $291,044) ($ Thousands) | 293,421 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS — 1.2% | ||||||||
| Florida — 0.2% | ||||||||
| Broward County Florida Airport System Revenue, Ser C, RB | ||||||||
| 2.504%, 10/01/2028 | $ | 2,360 | $ | 2,297 | ||||
| Miami-Dade County, Aviation Revenue, Ser B, RB | ||||||||
| 2.854%, 10/01/2027 | 2,000 | 1,976 | ||||||
| 4,273 | ||||||||
| Massachusetts — 0.0% | ||||||||
| Massachusetts State, Ser B, RB | ||||||||
| 4.110%, 07/15/2031 | 265 | 267 | ||||||
| New York — 0.9% | ||||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Ser B, RB | ||||||||
| 2.310%, 11/01/2026 | 820 | 813 | ||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-2, RB | ||||||||
| 5.000%, 11/01/2028 | 3,000 | 3,114 | ||||||
| New York City Transitional Finance Authority, GO | ||||||||
| 4.754%, 11/01/2027 | 10,405 | 10,616 | ||||||
| New York State, Urban Development, Ser B, RB | ||||||||
| 2.010%, 03/15/2030 | 1,800 | 1,689 | ||||||
| 16,232 | ||||||||
| Pennsylvania — 0.1% | ||||||||
| Philadelphia City Redevelopment Authority, Ser A, RB | ||||||||
| 4.518%, 09/01/2027 | 1,250 | 1,266 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $21,673) ($ Thousands) | 22,038 | |||||||
| SOVEREIGN DEBT — 0.5% | ||||||||
| Saudi Government International Bond | ||||||||
| 5.125%, 01/13/2028(C) | 9,220 | 9,408 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $9,211) ($ Thousands) | 9,408 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 5.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 107,932,713 | 107,933 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $107,933) ($ Thousands) | 107,933 | |||||||
| SEI Institutional Investments Trust | 331 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Continued)
| Description | Market Value ($ Thousands) | |||
| PURCHASED SWAPTIONS — 0.0% | ||||
| Total Purchased Swaptions | ||||
| (Cost $145) ($ Thousands) | $ | 3 | ||
| Total Investments in Securities — 108.0% | ||||
| (Cost $1,981,844) ($ Thousands) | $ | 1,996,946 | ||
A list of open over the counter swaptions contracts for the Fund at February 28, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||||||||||||
| Put Swaptions | ||||||||||||||||||
| Swaptions | Goldman Sachs | $ | 29,512,000 | $ | 4.00 | 03/21/2026 | $ | – | ||||||||||
| Swaptions | Goldman Sachs | 10,750,000 | 4.11 | 04/18/2026 | 1 | |||||||||||||
| Swaptions | Goldman Sachs | 10,750,000 | 4.11 | 05/16/2026 | 1 | |||||||||||||
| Swaptions | Goldman Sachs | 10,750,000 | 4.12 | 05/16/2026 | 1 | |||||||||||||
| Swaptions | Goldman Sachs | 12,332,000 | 4.22 | 03/21/2026 | – | |||||||||||||
| Swaptions | Goldman Sachs | 10,750,000 | – | 04/18/2026 | – | |||||||||||||
| Total Purchased Swaptions | $ | 84,844,000 | $ | 3 | ||||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| U.S. 2-Year Treasury Note | 1,263 | Jun-2026 | $ | 263,896 | $ | 264,313 | $ | 417 | |||||||||
| Short Contracts | |||||||||||||||||
| U.S. 5-Year Treasury Note | (276 | ) | Jun-2026 | $ | (30,267 | ) | $ | (30,399 | ) | $ | (132 | ) | |||||
| U.S. Ultra Long Treasury Bond | (40 | ) | Jun-2026 | (4,807 | ) | (4,864 | ) | (57 | ) | ||||||||
| Ultra 10-Year U.S. Treasury Note | (203 | ) | Jun-2026 | (23,475 | ) | (23,697 | ) | (222 | ) | ||||||||
| (58,549 | ) | (58,960 | ) | (411 | ) | ||||||||||||
| $ | 205,347 | $ | 205,353 | $ | 6 | ||||||||||||
| Percentages are based on Net Assets of $1,848,483 ($ Thousands). | |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $567,999 ($ Thousands), representing 30.7% 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. |
| 332 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Limited Duration Bond Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 129,472 | $ | 2,061,632 | $ | (2,083,171 | ) | $ | – | $ | – | $ | 107,933 | $ | 1,472 | $ | – | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 333 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 86.2% | ||||||||
| Communication Services — 5.8% | ||||||||
| Alphabet | ||||||||
| 5.650%, 02/15/2056 | $ | 6,974 | $ | 7,136 | ||||
| 5.500%, 02/15/2046 | 2,775 | 2,826 | ||||||
| 5.450%, 11/15/2055 | 8,400 | 8,350 | ||||||
| 4.800%, 02/15/2036 | 7,345 | 7,466 | ||||||
| 4.700%, 11/15/2035 | 7,390 | 7,483 | ||||||
| 4.400%, 02/15/2033 | 5,270 | 5,316 | ||||||
| 4.100%, 02/15/2031 | 5,670 | 5,707 | ||||||
| 2.050%, 08/15/2050 | 1,356 | 748 | ||||||
| AT&T | ||||||||
| 8.750%, 11/15/2031 | 1,150 | 1,383 | ||||||
| 6.800%, 05/15/2036 | 2,915 | 3,230 | ||||||
| 5.700%, 11/01/2054 | 2,470 | 2,396 | ||||||
| 4.900%, 08/15/2037 | 3,040 | 3,000 | ||||||
| 4.750%, 04/30/2033 | 2,510 | 2,544 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 5,479 | 5,819 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.700%, 12/01/2055 | 2,485 | 2,424 | ||||||
| Comcast | ||||||||
| 6.450%, 03/15/2037 | 6,445 | 7,192 | ||||||
| 5.350%, 05/15/2053 | 1,800 | 1,658 | ||||||
| 4.550%, 01/15/2029 | 5,975 | 6,095 | ||||||
| 4.200%, 08/15/2034 | 14,987 | 14,540 | ||||||
| 3.999%, 11/01/2049 | 1,080 | 817 | ||||||
| 3.969%, 11/01/2047 | 2,888 | 2,225 | ||||||
| 3.300%, 02/01/2027 | 1,870 | 1,862 | ||||||
| 2.987%, 11/01/2063 | 1,839 | 1,025 | ||||||
| 2.937%, 11/01/2056 | 9,228 | 5,382 | ||||||
| 2.887%, 11/01/2051 | 1,895 | 1,144 | ||||||
| 2.650%, 02/01/2030 | 1,602 | 1,525 | ||||||
| Cox Communications | ||||||||
| 1.800%, 10/01/2030 (A) | 3,370 | 2,981 | ||||||
| Meta Platforms | ||||||||
| 5.750%, 05/15/2063 | 1,205 | 1,172 | ||||||
| 5.750%, 11/15/2065 | 1,045 | 1,018 | ||||||
| 5.625%, 11/15/2055 | 7,010 | 6,861 | ||||||
| 5.600%, 05/15/2053 | 1,975 | 1,923 | ||||||
| 5.550%, 08/15/2064 | 2,475 | 2,332 | ||||||
| 5.500%, 11/15/2045 | 3,970 | 3,922 | ||||||
| 5.400%, 08/15/2054 | 4,065 | 3,838 | ||||||
| 4.600%, 11/15/2032 | 2,480 | 2,522 | ||||||
| 4.550%, 08/15/2031 | 7,735 | 7,922 | ||||||
| 4.450%, 08/15/2052 | 6,557 | 5,382 | ||||||
| NTT Finance | ||||||||
| 4.876%, 07/16/2030 (A) | 3,605 | 3,698 | ||||||
| 4.620%, 07/16/2028 (A) | 7,390 | 7,502 | ||||||
| Paramount Global | ||||||||
| 6.875%, 04/30/2036 | 2,760 | 2,508 | ||||||
| 5.900%, 10/15/2040 | 1,935 | 1,474 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Rogers Communications | ||||||||
| 5.000%, 02/15/2029 | $ | 3,888 | $ | 3,978 | ||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 3,530 | 4,315 | ||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (A) | 9,244 | 9,308 | ||||||
| Time Warner Cable Enterprises LLC | ||||||||
| 8.375%, 07/15/2033 | 1,550 | 1,812 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 595 | 644 | ||||||
| 6.750%, 06/15/2039 | 3,105 | 3,180 | ||||||
| 6.550%, 05/01/2037 | 5,340 | 5,497 | ||||||
| T-Mobile USA | ||||||||
| 4.500%, 04/15/2050 | 1,970 | 1,653 | ||||||
| 3.375%, 04/15/2029 | 9,715 | 9,539 | ||||||
| Verizon Communications | ||||||||
| 5.875%, 11/30/2055 | 1,645 | 1,656 | ||||||
| 4.780%, 02/15/2035 | 3,058 | 3,045 | ||||||
| Walt Disney | ||||||||
| 3.500%, 05/13/2040 | 5,325 | 4,514 | ||||||
| 2.750%, 09/01/2049 | 2,438 | 1,574 | ||||||
| 2.000%, 09/01/2029 | 2,110 | 1,990 | ||||||
| 217,053 | ||||||||
| Consumer Discretionary — 3.8% | ||||||||
| 7-Eleven | ||||||||
| 1.800%, 02/10/2031 (A) | 7,426 | 6,596 | ||||||
| Amazon.com | ||||||||
| 5.450%, 11/20/2055 | 4,100 | 4,039 | ||||||
| 3.950%, 04/13/2052 | 8,393 | 6,636 | ||||||
| 3.875%, 08/22/2037 | 2,025 | 1,875 | ||||||
| 3.100%, 05/12/2051 | 7,005 | 4,757 | ||||||
| 1.650%, 05/12/2028 | 2,105 | 2,018 | ||||||
| American Honda Finance MTN | ||||||||
| 5.125%, 07/07/2028 | 1,241 | 1,274 | ||||||
| BMW US Capital LLC | ||||||||
| 2.550%, 04/01/2031 (A) | 4,770 | 4,401 | ||||||
| Daimler Truck Finance North America LLC | ||||||||
| 5.125%, 09/25/2027 (A) | 6,915 | 7,034 | ||||||
| 4.150%, 01/12/2029 (A) | 7,880 | 7,902 | ||||||
| ERAC USA Finance LLC | ||||||||
| 5.000%, 02/15/2029 (A) | 2,605 | 2,683 | ||||||
| Ferguson Finance PLC | ||||||||
| 4.500%, 10/24/2028 (A) | 1,367 | 1,379 | ||||||
| 3.250%, 06/02/2030 (A) | 3,790 | 3,642 | ||||||
| Flutter Treasury DAC | ||||||||
| 6.375%, 04/29/2029 (A) | 2,345 | 2,409 | ||||||
| General Motors Financial | ||||||||
| 5.350%, 07/15/2027 | 2,365 | 2,406 | ||||||
| Home Depot | ||||||||
| 5.400%, 06/25/2064 | 535 | 522 | ||||||
| 5.300%, 06/25/2054 | 2,685 | 2,603 | ||||||
| 334 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.950%, 06/25/2034 | $ | 6,070 | $ | 6,274 | ||||
| 4.650%, 09/15/2035 | 2,385 | 2,388 | ||||||
| 4.500%, 12/06/2048 | 1,695 | 1,484 | ||||||
| 4.400%, 03/15/2045 | 3,217 | 2,851 | ||||||
| 4.250%, 04/01/2046 | 360 | 310 | ||||||
| 3.900%, 06/15/2047 | 565 | 456 | ||||||
| 3.350%, 04/15/2050 | 1,140 | 815 | ||||||
| 3.300%, 04/15/2040 | 795 | 660 | ||||||
| 3.250%, 04/15/2032 | 4,069 | 3,882 | ||||||
| 2.800%, 09/14/2027 | 2,815 | 2,780 | ||||||
| 2.750%, 09/15/2051 | 3,000 | 1,888 | ||||||
| Hyundai Capital America | ||||||||
| 5.950%, 09/21/2026 (A) | 6,410 | 6,480 | ||||||
| 5.300%, 03/19/2027 (A) | 6,490 | 6,579 | ||||||
| 4.900%, 06/23/2028 (A) | 7,305 | 7,438 | ||||||
| 4.550%, 09/26/2029 (A) | 2,015 | 2,044 | ||||||
| 4.550%, 01/08/2031 (A) | 3,710 | 3,744 | ||||||
| 4.500%, 09/18/2030 (A) | 2,350 | 2,372 | ||||||
| 2.100%, 09/15/2028 (A) | 4,715 | 4,492 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 1,570 | 1,670 | ||||||
| O'Reilly Automotive | ||||||||
| 5.750%, 11/20/2026 | 3,820 | 3,865 | ||||||
| Resorts World Las Vegas LLC / RWLV Capital | ||||||||
| 4.625%, 04/06/2031 (A) | 2,465 | 2,130 | ||||||
| Toyota Motor Credit | ||||||||
| 5.050%, 05/16/2029 | 6,490 | 6,724 | ||||||
| Toyota Motor Credit MTN | ||||||||
| 4.600%, 10/10/2031 | 6,260 | 6,405 | ||||||
| University of Southern California | ||||||||
| 5.250%, 10/01/2111 | 2,920 | 2,810 | ||||||
| 142,717 | ||||||||
| Consumer Staples — 4.1% | ||||||||
| Altria Group | ||||||||
| 5.250%, 08/06/2035 | 4,340 | 4,449 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 14,939 | 14,052 | ||||||
| 4.700%, 02/01/2036 | 12,821 | 12,854 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 8.000%, 11/15/2039 | 6,774 | 8,787 | ||||||
| 4.750%, 01/23/2029 | 4,685 | 4,795 | ||||||
| BAT Capital | ||||||||
| 4.390%, 08/15/2037 | 4,348 | 4,061 | ||||||
| 2.259%, 03/25/2028 | 4,405 | 4,261 | ||||||
| Cargill | ||||||||
| 5.375%, 10/23/2055 (A) | 3,940 | 3,838 | ||||||
| 4.125%, 10/23/2030 (A) | 4,905 | 4,923 | ||||||
| Diageo Investment | ||||||||
| 5.625%, 04/15/2035 | 2,550 | 2,718 | ||||||
| JBS USA Holding Lux SARL | ||||||||
| 6.750%, 03/15/2034 | 5,903 | 6,581 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.500%, 12/01/2052 | $ | 1,790 | $ | 1,891 | ||||
| 5.750%, 04/01/2033 | 1,032 | 1,085 | ||||||
| 3.000%, 02/02/2029 | 2,430 | 2,361 | ||||||
| Kenvue | ||||||||
| 5.100%, 03/22/2043 | 710 | 698 | ||||||
| Mars | ||||||||
| 5.700%, 05/01/2055 (A) | 2,490 | 2,525 | ||||||
| 5.000%, 03/01/2032 (A) | 6,130 | 6,350 | ||||||
| 4.800%, 03/01/2030 (A) | 5,840 | 6,003 | ||||||
| 3.200%, 04/01/2030 (A) | 2,435 | 2,365 | ||||||
| PepsiCo | ||||||||
| 4.200%, 07/18/2052 | 1,620 | 1,365 | ||||||
| 3.375%, 07/29/2049 | 945 | 698 | ||||||
| Philip Morris International | ||||||||
| 5.625%, 09/07/2033 | 2,915 | 3,125 | ||||||
| 5.125%, 11/17/2027 | 5,070 | 5,177 | ||||||
| 5.125%, 02/15/2030 | 2,075 | 2,156 | ||||||
| 5.125%, 02/13/2031 | 4,565 | 4,762 | ||||||
| 4.625%, 10/29/2035 | 6,625 | 6,567 | ||||||
| 4.500%, 03/20/2042 | 2,830 | 2,581 | ||||||
| 4.375%, 11/01/2027 | 6,275 | 6,337 | ||||||
| 4.375%, 04/30/2030 | 6,225 | 6,306 | ||||||
| 3.875%, 08/21/2042 | 3,890 | 3,265 | ||||||
| 0.875%, 05/01/2026 | 3,360 | 3,343 | ||||||
| Procter & Gamble | ||||||||
| 4.350%, 11/03/2035 | 3,225 | 3,221 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 980 | 1,194 | ||||||
| Target | ||||||||
| 5.000%, 04/15/2035 | 3,770 | 3,870 | ||||||
| Walmart | ||||||||
| 4.500%, 04/15/2053 | 4,071 | 3,638 | ||||||
| 152,202 | ||||||||
| Energy — 4.0% | ||||||||
| BP Capital Markets America | ||||||||
| 3.937%, 09/21/2028 | 1,985 | 1,993 | ||||||
| 3.379%, 02/08/2061 | 1,576 | 1,054 | ||||||
| 3.001%, 03/17/2052 | 1,325 | 869 | ||||||
| 2.939%, 06/04/2051 | 215 | 140 | ||||||
| 2.772%, 11/10/2050 | 1,525 | 968 | ||||||
| BP Capital Markets PLC | ||||||||
| 3.723%, 11/28/2028 | 9,984 | 9,968 | ||||||
| Cheniere Corpus Christi Holdings LLC | ||||||||
| 5.125%, 06/30/2027 | 1,985 | 2,004 | ||||||
| 2.742%, 12/31/2039 | 2,925 | 2,544 | ||||||
| Chevron | ||||||||
| 2.236%, 05/11/2030 | 6,172 | 5,784 | ||||||
| ConocoPhillips | ||||||||
| 5.500%, 01/15/2055 | 2,520 | 2,475 | ||||||
| 4.850%, 01/15/2032 | 4,009 | 4,158 | ||||||
| 4.025%, 03/15/2062 | 3,900 | 2,902 | ||||||
| SEI Institutional Investments Trust | 335 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Eastern Energy Gas Holdings LLC | ||||||||
| 5.800%, 01/15/2035 | $ | 5,100 | $ | 5,470 | ||||
| 5.650%, 10/15/2054 | 3,249 | 3,210 | ||||||
| Energy Transfer LP | ||||||||
| 6.050%, 12/01/2026 | 6,140 | 6,222 | ||||||
| 5.350%, 01/15/2036 | 2,765 | 2,811 | ||||||
| 4.000%, 10/01/2027 | 3,210 | 3,214 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 4.850%, 01/31/2034 | 6,940 | 7,097 | ||||||
| 4.850%, 08/15/2042 | 3,010 | 2,839 | ||||||
| 4.850%, 03/15/2044 | 2,140 | 1,997 | ||||||
| EOG Resources | ||||||||
| 5.950%, 07/15/2055 | 60 | 62 | ||||||
| 5.650%, 12/01/2054 | 3,217 | 3,218 | ||||||
| 4.375%, 04/15/2030 | 1,725 | 1,750 | ||||||
| Exxon Mobil | ||||||||
| 4.227%, 03/19/2040 | 775 | 723 | ||||||
| 4.114%, 03/01/2046 | 1,465 | 1,251 | ||||||
| 3.452%, 04/15/2051 | 5,610 | 4,113 | ||||||
| 3.095%, 08/16/2049 | 925 | 649 | ||||||
| 2.995%, 08/16/2039 | 2,295 | 1,877 | ||||||
| Galaxy Pipeline Assets Bidco | ||||||||
| 2.940%, 09/30/2040 (A) | 2,755 | 2,362 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (A) | 2,525 | 2,644 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 5,910 | 6,477 | ||||||
| HF Sinclair | ||||||||
| 5.000%, 02/01/2028 | 4,830 | 4,822 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 1,415 | 1,438 | ||||||
| Occidental Petroleum | ||||||||
| 6.450%, 09/15/2036 | 2,620 | 2,854 | ||||||
| 6.050%, 10/01/2054 | 1,110 | 1,105 | ||||||
| 5.550%, 10/01/2034 | 2,105 | 2,194 | ||||||
| ONEOK | ||||||||
| 5.400%, 10/15/2035 | 2,120 | 2,164 | ||||||
| Raizen Fuels Finance | ||||||||
| 6.250%, 07/08/2032 (A) | 2,925 | 1,377 | ||||||
| Sabal Trail Transmission LLC | ||||||||
| 4.246%, 05/01/2028 (A) | 3,070 | 3,066 | ||||||
| Sabine Pass Liquefaction LLC | ||||||||
| 5.900%, 09/15/2037 | 2,373 | 2,525 | ||||||
| Saudi Arabian Oil | ||||||||
| 6.375%, 06/02/2055 (A) | 6,620 | 6,977 | ||||||
| Schlumberger Holdings | ||||||||
| 5.000%, 06/01/2034 (A) | 3,560 | 3,656 | ||||||
| Shell Finance US | ||||||||
| 5.500%, 03/25/2040 (A) | 1,395 | 1,454 | ||||||
| 4.550%, 08/12/2043 | 2,675 | 2,446 | ||||||
| 4.000%, 05/10/2046 | 145 | 120 | ||||||
| 3.750%, 09/12/2046 | 4,690 | 3,722 | ||||||
| 2.375%, 11/07/2029 | 2,420 | 2,302 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | $ | 3,455 | $ | 2,823 | ||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 3,445 | 4,089 | ||||||
| Texas Eastern Transmission LP | ||||||||
| 3.500%, 01/15/2028 (A) | 3,158 | 3,129 | ||||||
| TotalEnergies Capital | ||||||||
| 5.488%, 04/05/2054 | 20 | 20 | ||||||
| 5.425%, 09/10/2064 | 2,020 | 1,930 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 1,715 | 1,174 | ||||||
| 2.986%, 06/29/2041 | 220 | 170 | ||||||
| 148,402 | ||||||||
| Financials — 32.5% | ||||||||
| AIA Group | ||||||||
| 3.600%, 04/09/2029 (A) | 7,585 | 7,544 | ||||||
| AIB Group MTN | ||||||||
| 5.320%, SOFR + 1.650%, 05/15/2031 (A)(B) | 2,245 | 2,332 | ||||||
| Ally Financial | ||||||||
| 5.737%, SOFRINDX + 1.960%, 05/15/2029 (B) | 1,370 | 1,407 | ||||||
| American Express | ||||||||
| 6.489%, SOFR + 1.940%, 10/30/2031 (B) | 4,178 | 4,577 | ||||||
| 5.284%, SOFR + 1.420%, 07/26/2035 (B) | 1,534 | 1,593 | ||||||
| 5.085%, SOFRINDX + 1.020%, 01/30/2031 (B) | 3,342 | 3,453 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 2,445 | 2,339 | ||||||
| Athene Global Funding | ||||||||
| 4.721%, 10/08/2029 (A) | 3,450 | 3,452 | ||||||
| 2.500%, 03/24/2028 (A) | 5,135 | 4,949 | ||||||
| Athene Holding | ||||||||
| 6.625%, 05/19/2055 | 1,450 | 1,419 | ||||||
| Atlas Warehouse Lending | ||||||||
| 6.050%, 01/15/2028 (A) | 3,490 | 3,579 | ||||||
| 5.250%, 01/15/2033 (A) | 6,613 | 6,573 | ||||||
| 4.950%, 11/15/2030 (A) | 4,218 | 4,224 | ||||||
| 4.625%, 11/15/2028 (A) | 5,545 | 5,545 | ||||||
| Australia & New Zealand Banking Group MTN | ||||||||
| 5.816%, H15T1Y + 1.350%, 06/18/2036 (A)(B) | 7,880 | 8,277 | ||||||
| Avolon Holdings Funding | ||||||||
| 6.375%, 05/04/2028 (A) | 2,595 | 2,705 | ||||||
| 5.750%, 03/01/2029 (A) | 2,390 | 2,486 | ||||||
| 5.750%, 11/15/2029 (A) | 3,500 | 3,658 | ||||||
| Banco Santander | ||||||||
| 6.607%, 11/07/2028 | 4,810 | 5,126 | ||||||
| Bank of America | ||||||||
| 6.000%, 10/15/2036 | 3,205 | 3,485 | ||||||
| 336 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.819%, SOFR + 1.570%, 09/15/2029 (B) | $ | 4,595 | $ | 4,792 | ||||
| 5.744%, SOFR + 1.697%, 02/12/2036 (B) | 3,891 | 4,067 | ||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (B) | 11,230 | 11,769 | ||||||
| 5.288%, SOFR + 1.910%, 04/25/2034 (B) | 10,525 | 10,923 | ||||||
| 4.571%, SOFR + 1.830%, 04/27/2033 (B) | 12,875 | 12,927 | ||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (B) | 6,660 | 6,591 | ||||||
| 3.311%, SOFR + 1.580%, 04/22/2042 (B) | 8,845 | 7,054 | ||||||
| 2.972%, SOFR + 1.560%, 07/21/2052 (B) | 3,935 | 2,601 | ||||||
| 2.592%, SOFR + 2.150%, 04/29/2031 (B) | 6,300 | 5,924 | ||||||
| Bank of America MTN | ||||||||
| 5.425%, SOFR + 1.913%, 08/15/2035 (B) | 5,570 | 5,706 | ||||||
| 4.948%, SOFR + 2.040%, 07/22/2028 (B) | 3,390 | 3,433 | ||||||
| 4.376%, SOFR + 1.580%, 04/27/2028 (B) | 3,245 | 3,260 | ||||||
| 4.271%, TSFR3M + 1.572%, 07/23/2029 (B) | 9,655 | 9,710 | ||||||
| 4.183%, 11/25/2027 | 2,445 | 2,447 | ||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (B) | 1,761 | 1,428 | ||||||
| 3.974%, TSFR3M + 1.472%, 02/07/2030 (B) | 4,275 | 4,271 | ||||||
| 3.705%, TSFR3M + 1.774%, 04/24/2028 (B) | 9,835 | 9,804 | ||||||
| 2.972%, SOFR + 1.330%, 02/04/2033 (B) | 1,210 | 1,118 | ||||||
| 2.676%, SOFR + 1.930%, 06/19/2041 (B) | 29,073 | 21,609 | ||||||
| Bank of New York Mellon MTN | ||||||||
| 5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) | 5,102 | 5,525 | ||||||
| Bank of Nova Scotia | ||||||||
| 4.813%, SOFR + 1.045%, 02/02/2034 (B) | 3,190 | 3,227 | ||||||
| Banque Federative du Credit Mutuel MTN | ||||||||
| 4.541%, 01/15/2031 (A) | 6,310 | 6,346 | ||||||
| Barclays PLC | ||||||||
| 5.860%, SOFR + 1.830%, 08/11/2046 (B) | 770 | 795 | ||||||
| 5.690%, SOFR + 1.740%, 03/12/2030 (B) | 1,436 | 1,497 | ||||||
| 5.086%, SOFR + 0.960%, 02/25/2029 (B) | 3,124 | 3,183 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.942%, SOFR + 1.560%, 09/10/2030 (B) | $ | 2,115 | $ | 2,164 | ||||
| Berkshire Hathaway Finance | ||||||||
| 3.850%, 03/15/2052 | 3,610 | 2,805 | ||||||
| 1.450%, 10/15/2030 | 3,745 | 3,378 | ||||||
| BlackRock Funding | ||||||||
| 5.250%, 03/14/2054 | 4,335 | 4,167 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.200%, 04/22/2033 (A) | 2,200 | 2,385 | ||||||
| 3.500%, 09/10/2049 (A) | 2,105 | 1,515 | ||||||
| 3.150%, 10/02/2027 (A) | 1,493 | 1,475 | ||||||
| 2.550%, 03/30/2032 (A) | 2,000 | 1,786 | ||||||
| Blackstone Reg Finance LLC | ||||||||
| 4.300%, 11/03/2030 | 6,010 | 5,997 | ||||||
| Blackstone Secured Lending Fund | ||||||||
| 5.300%, 06/30/2030 | 4,015 | 3,945 | ||||||
| Blue Owl Capital | ||||||||
| 6.200%, 07/15/2030 | 3,525 | 3,508 | ||||||
| Blue Owl Technology Finance | ||||||||
| 6.100%, 03/15/2028 | 1,350 | 1,342 | ||||||
| BNP Paribas | ||||||||
| 5.283%, SOFR + 1.280%, 11/19/2030 (A)(B) | 4,214 | 4,366 | ||||||
| Brighthouse Financial Global Funding MTN | ||||||||
| 5.550%, 04/09/2027 (A) | 10,435 | 10,550 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 6,326 | 6,432 | ||||||
| Brookfield Finance | ||||||||
| 2.724%, 04/15/2031 | 3,935 | 3,626 | ||||||
| Cantor Fitzgerald LP | ||||||||
| 4.500%, 04/14/2027 (A) | 2,335 | 2,336 | ||||||
| Charles Schwab | ||||||||
| 5.853%, SOFR + 2.500%, 05/19/2034 (B) | 2,400 | 2,580 | ||||||
| 4.343%, SOFR + 0.940%, 11/14/2031 (B) | 7,551 | 7,599 | ||||||
| Chubb INA Holdings LLC | ||||||||
| 6.700%, 05/15/2036 | 1,000 | 1,153 | ||||||
| CI Financial | ||||||||
| 3.200%, 12/17/2030 | 8,525 | 7,813 | ||||||
| Cincinnati Financial | ||||||||
| 6.920%, 05/15/2028 | 2,963 | 3,145 | ||||||
| 6.125%, 11/01/2034 | 2,882 | 3,114 | ||||||
| Citadel Finance LLC | ||||||||
| 3.375%, 03/09/2026 (A) | 3,615 | 3,614 | ||||||
| Citadel LP | ||||||||
| 4.875%, 01/15/2027 (A) | 2,905 | 2,910 | ||||||
| Citadel Securities Global Holdings LLC | ||||||||
| 5.500%, 06/18/2030 (A) | 2,570 | 2,644 | ||||||
| Citibank | ||||||||
| 5.570%, 04/30/2034 | 7,190 | 7,645 | ||||||
| 4.914%, 05/29/2030 | 6,365 | 6,575 | ||||||
| SEI Institutional Investments Trust | 337 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Citigroup | ||||||||
| 6.174%, SOFR + 2.661%, 05/25/2034 (B) | $ | 3,996 | $ | 4,266 | ||||
| 5.612%, SOFR + 1.746%, 03/04/2056 (B) | 2,860 | 2,873 | ||||||
| 5.333%, SOFR + 1.465%, 03/27/2036 (B) | 1,884 | 1,942 | ||||||
| 5.174%, SOFR + 1.364%, 02/13/2030 (B) | 9,610 | 9,902 | ||||||
| 4.952%, SOFR + 1.463%, 05/07/2031 (B) | 8,330 | 8,543 | ||||||
| 4.450%, 09/29/2027 | 160 | 161 | ||||||
| 4.281%, TSFR3M + 2.101%, 04/24/2048 (B) | 2,918 | 2,501 | ||||||
| 3.057%, SOFR + 1.351%, 01/25/2033 (B) | 6,134 | 5,672 | ||||||
| 2.904%, SOFR + 1.379%, 11/03/2042 (B) | 1,800 | 1,342 | ||||||
| 2.561%, SOFR + 1.167%, 05/01/2032 (B) | 16,800 | 15,378 | ||||||
| 2.520%, SOFR + 1.177%, 11/03/2032 (B) | 2,506 | 2,267 | ||||||
| CME Group | ||||||||
| 5.300%, 09/15/2043 | 2,500 | 2,554 | ||||||
| Corebridge Global Funding | ||||||||
| 5.200%, 06/24/2029 (A) | 2,480 | 2,548 | ||||||
| 4.900%, 01/07/2028 (A) | 2,000 | 2,034 | ||||||
| Danske Bank | ||||||||
| 4.613%, H15T1Y + 1.100%, 10/02/2030 (A)(B) | 4,300 | 4,356 | ||||||
| Depository Trust & Clearing | ||||||||
| 3.375%, H15T5Y + 2.606%(A)(B)(C) | 4,000 | 3,971 | ||||||
| Deutsche Bank NY | ||||||||
| 5.297%, SOFR + 1.720%, 05/09/2031 (B) | 3,935 | 4,063 | ||||||
| DNB Bank MTN | ||||||||
| 4.384%, SOFR + 1.049%, 11/04/2031 (A)(B) | 3,750 | 3,768 | ||||||
| Equitable America Global Funding | ||||||||
| 4.650%, 06/09/2028 (A) | 1,500 | 1,517 | ||||||
| Equitable Financial Life Global Funding | ||||||||
| 1.400%, 08/27/2027 (A) | 1,753 | 1,690 | ||||||
| F&G Global Funding | ||||||||
| 1.750%, 06/30/2026 (A) | 9,916 | 9,832 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(B) | 1,890 | 1,929 | ||||||
| Fortitude Global Funding | ||||||||
| 4.625%, 10/06/2028 (A) | 3,665 | 3,677 | ||||||
| Fortitude Group Holdings LLC | ||||||||
| 6.250%, 04/01/2030 (A) | 2,570 | 2,669 | ||||||
| GA Global Funding Trust | ||||||||
| 5.500%, 01/08/2029 (A) | 5,600 | 5,740 | ||||||
| 2.250%, 01/06/2027 (A) | 335 | 330 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 1.950%, 09/15/2028 (A) | $ | 3,105 | $ | 2,932 | ||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 4,595 | 4,941 | ||||||
| Goldman Sachs Group | ||||||||
| 6.450%, 05/01/2036 | 670 | 737 | ||||||
| 5.734%, SOFR + 1.696%, 01/28/2056 (B) | 2,820 | 2,855 | ||||||
| 5.727%, SOFR + 1.265%, 04/25/2030 (B) | 3,065 | 3,202 | ||||||
| 5.561%, SOFR + 1.580%, 11/19/2045 (B) | 6,350 | 6,369 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (B) | 4,080 | 4,061 | ||||||
| 5.536%, SOFR + 1.380%, 01/28/2036 (B) | 3,125 | 3,269 | ||||||
| 5.150%, 05/22/2045 | 1,015 | 958 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (B) | 6,288 | 6,332 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (B) | 2,240 | 2,232 | ||||||
| 4.692%, SOFR + 1.135%, 10/23/2030 (B) | 3,745 | 3,806 | ||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (B) | 795 | 740 | ||||||
| 4.148%, SOFR + 0.710%, 01/21/2029 (B) | 6,080 | 6,083 | ||||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (B) | 1,362 | 1,231 | ||||||
| 3.436%, SOFR + 1.632%, 02/24/2043 (B) | 2,043 | 1,604 | ||||||
| 3.210%, SOFR + 1.513%, 04/22/2042 (B) | 6,550 | 5,056 | ||||||
| 2.650%, SOFR + 1.264%, 10/21/2032 (B) | 4,827 | 4,396 | ||||||
| 2.640%, SOFR + 1.114%, 02/24/2028 (B) | 4,155 | 4,098 | ||||||
| 2.600%, 02/07/2030 | 880 | 832 | ||||||
| 2.383%, SOFR + 1.248%, 07/21/2032 (B) | 23,926 | 21,580 | ||||||
| Goldman Sachs Group MTN | ||||||||
| 4.800%, 07/08/2044 | 4,145 | 3,830 | ||||||
| HSBC Bank USA | ||||||||
| 7.000%, 01/15/2039 | 7,096 | 8,331 | ||||||
| HSBC Holdings PLC | ||||||||
| 7.390%, SOFR + 3.350%, 11/03/2028 (B) | 5,152 | 5,429 | ||||||
| 5.210%, SOFR + 2.610%, 08/11/2028 (B) | 2,110 | 2,143 | ||||||
| 5.130%, SOFR + 1.040%, 11/19/2028 (B) | 4,270 | 4,348 | ||||||
| 4.619%, SOFR + 1.190%, 11/06/2031 (B) | 5,510 | 5,573 | ||||||
| 4.041%, TSFR3M + 1.808%, 03/13/2028 (B) | 10,317 | 10,322 | ||||||
| 338 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Huntington Bancshares | ||||||||
| 6.208%, SOFR + 2.020%, 08/21/2029 (B) | $ | 3,635 | $ | 3,818 | ||||
| Intercontinental Exchange | ||||||||
| 5.250%, 06/15/2031 | 5,940 | 6,245 | ||||||
| 4.250%, 09/21/2048 | 1,454 | 1,215 | ||||||
| International Bank for Reconstruction & Development | ||||||||
| 3.875%, 02/14/2030 | 10,360 | 10,502 | ||||||
| 3.500%, 07/12/2028 | 4,415 | 4,424 | ||||||
| Jackson Financial | ||||||||
| 3.125%, 11/23/2031 | 3,000 | 2,733 | ||||||
| Jefferies Financial Group | ||||||||
| 5.500%, 02/15/2036 | 2,385 | 2,346 | ||||||
| JPMorgan Chase | ||||||||
| 8.750%, 09/01/2030 | 1,361 | 1,607 | ||||||
| 6.400%, 05/15/2038 | 2,812 | 3,197 | ||||||
| 6.254%, SOFR + 1.810%, 10/23/2034 (B) | 13,690 | 15,054 | ||||||
| 5.581%, SOFR + 1.160%, 04/22/2030 (B) | 3,320 | 3,467 | ||||||
| 5.576%, SOFR + 1.635%, 07/23/2036 (B) | 1,675 | 1,742 | ||||||
| 5.534%, SOFR + 1.550%, 11/29/2045 (B) | 7,068 | 7,223 | ||||||
| 5.336%, SOFR + 1.620%, 01/23/2035 (B) | 2,775 | 2,892 | ||||||
| 5.294%, SOFR + 1.460%, 07/22/2035 (B) | 8,029 | 8,338 | ||||||
| 5.193%, SOFR + 1.300%, 02/05/2037 (B) | 2,341 | 2,365 | ||||||
| 5.103%, SOFR + 1.435%, 04/22/2031 (B) | 1,740 | 1,804 | ||||||
| 4.810%, SOFR + 1.190%, 10/22/2036 (B) | 4,340 | 4,332 | ||||||
| 4.565%, SOFR + 1.750%, 06/14/2030 (B) | 4,975 | 5,053 | ||||||
| 4.505%, SOFR + 0.860%, 10/22/2028 (B) | 1,760 | 1,775 | ||||||
| 4.480%, TSFR3M + 0.812%, 02/01/2027 (B) | 1,630 | 1,628 | ||||||
| 4.255%, SOFR + 0.930%, 10/22/2031 (B) | 4,455 | 4,468 | ||||||
| 3.964%, TSFR3M + 1.642%, 11/15/2048 (B) | 3,784 | 3,088 | ||||||
| 3.882%, TSFR3M + 1.622%, 07/24/2038 (B) | 6,195 | 5,611 | ||||||
| 3.509%, TSFR3M + 1.207%, 01/23/2029 (B) | 11,012 | 10,918 | ||||||
| 3.157%, TSFR3M + 1.460%, 04/22/2042 (B) | 10,745 | 8,422 | ||||||
| 2.522%, SOFR + 2.040%, 04/22/2031 (B) | 7,903 | 7,416 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| KBC Group | ||||||||
| 4.454%, H15T1Y + 0.850%, 09/23/2031 (A)(B) | $ | 3,870 | $ | 3,900 | ||||
| KeyCorp | ||||||||
| 5.305%, SOFR + 1.367%, 01/28/2037 (B) | 850 | 858 | ||||||
| KKR | ||||||||
| 5.100%, 08/07/2035 | 2,144 | 2,122 | ||||||
| KKR Group Finance III LLC | ||||||||
| 5.125%, 06/01/2044 (A) | 1,824 | 1,677 | ||||||
| KKR Group Finance XII LLC | ||||||||
| 4.850%, 05/17/2032 (A) | 3,073 | 3,067 | ||||||
| Kreditanstalt fuer Wiederaufbau | ||||||||
| 3.875%, 06/15/2028 | 13,775 | 13,913 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.679%, H15T1Y + 1.750%, 01/05/2035 (B) | 2,641 | 2,798 | ||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (B) | 2,677 | 2,704 | ||||||
| 5.087%, H15T1Y + 0.850%, 11/26/2028 (B) | 3,725 | 3,794 | ||||||
| 4.425%, H15T1Y + 0.820%, 11/04/2031 (B) | 7,365 | 7,401 | ||||||
| LSEGA Financing PLC | ||||||||
| 3.200%, 04/06/2041 (A) | 3,618 | 2,814 | ||||||
| M&T Bank MTN | ||||||||
| 5.385%, SOFR + 1.610%, 01/16/2036 (B) | 175 | 180 | ||||||
| Macquarie Airfinance Holdings | ||||||||
| 5.200%, 03/27/2028 (A) | 3,680 | 3,742 | ||||||
| Macquarie Group MTN | ||||||||
| 1.629%, SOFR + 0.910%, 09/23/2027 (A)(B) | 3,694 | 3,646 | ||||||
| Manulife Financial | ||||||||
| 4.986%, 12/11/2035 | 3,277 | 3,288 | ||||||
| Marsh & McLennan | ||||||||
| 4.900%, 03/15/2049 | 860 | 781 | ||||||
| 4.750%, 03/15/2039 | 4,775 | 4,628 | ||||||
| 4.350%, 01/30/2047 | 1,055 | 890 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 3.375%, 04/15/2050 (A) | 1,153 | 799 | ||||||
| 3.200%, 12/01/2061 (A) | 4,525 | 2,782 | ||||||
| Mastercard | ||||||||
| 3.300%, 03/26/2027 | 2,330 | 2,320 | ||||||
| MetLife | ||||||||
| 5.000%, 07/15/2052 | 4,460 | 4,024 | ||||||
| 4.050%, 03/01/2045 | 1,495 | 1,236 | ||||||
| Metropolitan Life Global Funding I | ||||||||
| 2.950%, 04/09/2030 (A) | 2,300 | 2,205 | ||||||
| Metropolitan Life Global Funding I MTN | ||||||||
| 2.400%, 01/11/2032 (A) | 5,480 | 4,928 | ||||||
| Moody's | ||||||||
| 2.000%, 08/19/2031 | 2,667 | 2,393 | ||||||
| SEI Institutional Investments Trust | 339 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Morgan Stanley | ||||||||
| 5.664%, SOFR + 1.757%, 04/17/2036 (B) | $ | 7,099 | $ | 7,502 | ||||
| 5.516%, SOFR + 1.710%, 11/19/2055 (B) | 8,572 | 8,550 | ||||||
| 5.466%, SOFR + 1.730%, 01/18/2035 (B) | 3,875 | 4,056 | ||||||
| 5.230%, SOFR + 1.108%, 01/15/2031 (B) | 9,550 | 9,890 | ||||||
| 5.192%, SOFR + 1.510%, 04/17/2031 (B) | 1,740 | 1,802 | ||||||
| 5.123%, SOFR + 1.730%, 02/01/2029 (B) | 2,665 | 2,720 | ||||||
| 5.042%, SOFR + 1.215%, 07/19/2030 (B) | 5,385 | 5,541 | ||||||
| 4.493%, SOFR + 0.950%, 01/16/2032 (B) | 4,250 | 4,275 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (B) | 4,900 | 4,917 | ||||||
| 4.210%, SOFR + 1.610%, 04/20/2028 (B) | 13,469 | 13,495 | ||||||
| 3.217%, SOFR + 1.485%, 04/22/2042 (B) | 867 | 686 | ||||||
| 1.593%, SOFR + 0.879%, 05/04/2027 (B) | 4,285 | 4,267 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (B) | 6,620 | 7,074 | ||||||
| 5.656%, SOFR + 1.260%, 04/18/2030 (B) | 3,645 | 3,807 | ||||||
| 5.250%, SOFR + 1.870%, 04/21/2034 (B) | 6,360 | 6,589 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (B) | 3,600 | 3,582 | ||||||
| 4.356%, SOFR + 1.074%, 10/22/2031 (B) | 7,480 | 7,498 | ||||||
| 4.300%, 01/27/2045 | 3,855 | 3,363 | ||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (B) | 3,065 | 2,788 | ||||||
| 2.475%, SOFR + 1.000%, 01/21/2028 (B) | 3,225 | 3,182 | ||||||
| 2.239%, SOFR + 1.178%, 07/21/2032 (B) | 10,150 | 9,101 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.734%, SOFR + 1.080%, 07/18/2031 (B) | 2,945 | 2,999 | ||||||
| Mutual of Omaha Global Funding | ||||||||
| 5.350%, 04/09/2027 (A) | 3,230 | 3,274 | ||||||
| National Securities Clearing | ||||||||
| 4.700%, 05/20/2030 (A) | 2,170 | 2,233 | ||||||
| Nationwide Building Society MTN | ||||||||
| 2.972%, SOFR + 1.290%, 02/16/2028 (A)(B) | 4,550 | 4,505 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Nationwide Mutual Insurance | ||||||||
| 9.375%, 08/15/2039 (A) | $ | 2,625 | $ | 3,527 | ||||
| NatWest Group PLC | ||||||||
| 5.516%, H15T1Y + 2.270%, 09/30/2028 (B) | 2,635 | 2,698 | ||||||
| New York Life Global Funding | ||||||||
| 4.900%, 06/13/2028 (A) | 6,945 | 7,098 | ||||||
| New York Life Insurance | ||||||||
| 5.875%, 05/15/2033 (A) | 4,809 | 5,148 | ||||||
| Northern Trust | ||||||||
| 4.150%, 11/19/2030 | 5,229 | 5,274 | ||||||
| Northwestern Mutual Global Funding MTN | ||||||||
| 4.900%, 06/12/2028 (A) | 2,810 | 2,869 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 1,410 | 1,521 | ||||||
| Pacific Life Insurance | ||||||||
| 4.300%, SOFR + 2.796%, 10/24/2067 (A)(B) | 3,845 | 3,093 | ||||||
| PNC Financial Services Group | ||||||||
| 6.875%, SOFR + 2.284%, 10/20/2034 (B) | 2,290 | 2,604 | ||||||
| 5.582%, SOFR + 1.841%, 06/12/2029 (B) | 8,210 | 8,510 | ||||||
| 5.575%, SOFR + 1.394%, 01/29/2036 (B) | 965 | 1,016 | ||||||
| 5.492%, SOFR + 1.198%, 05/14/2030 (B) | 4,087 | 4,268 | ||||||
| 5.423%, H15T5Y + 1.170%, 01/25/2041 (B) | 1,700 | 1,719 | ||||||
| 5.401%, SOFR + 1.599%, 07/23/2035 (B) | 5,170 | 5,385 | ||||||
| 4.899%, SOFR + 1.333%, 05/13/2031 (B) | 4,725 | 4,853 | ||||||
| Principal Life Global Funding II | ||||||||
| 4.800%, 01/09/2028 (A) | 2,615 | 2,654 | ||||||
| 1.500%, 08/27/2030 (A) | 3,374 | 3,000 | ||||||
| Protective Life | ||||||||
| 4.700%, 01/15/2031 (A) | 3,250 | 3,282 | ||||||
| Protective Life Global Funding | ||||||||
| 1.618%, 04/15/2026 (A) | 7,358 | 7,338 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 1,660 | 1,754 | ||||||
| 1.500%, 03/10/2026 | 2,445 | 2,444 | ||||||
| Raymond James Financial | ||||||||
| 4.900%, 09/11/2035 | 5,910 | 5,900 | ||||||
| RGA Global Funding | ||||||||
| 5.050%, 12/06/2031 (A) | 8,480 | 8,698 | ||||||
| Royal Bank of Canada MTN | ||||||||
| 2.300%, 11/03/2031 | 1,760 | 1,607 | ||||||
| S&P Global | ||||||||
| 4.800%, 12/04/2035 (A) | 3,676 | 3,684 | ||||||
| 2.700%, 03/01/2029 | 5,513 | 5,329 | ||||||
| 2.450%, 03/01/2027 | 10,035 | 9,899 | ||||||
| 340 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Santander UK Group Holdings PLC | ||||||||
| 5.136%, SOFRINDX + 1.578%, 09/22/2036 (B) | $ | 795 | $ | 796 | ||||
| 4.320%, SOFRINDX + 1.070%, 09/22/2029 (B) | 2,810 | 2,820 | ||||||
| State Street | ||||||||
| 5.159%, SOFR + 1.890%, 05/18/2034 (B) | 3,189 | 3,316 | ||||||
| 4.985%, TSFR3M + 1.262%, 06/15/2047 (B) | 1,540 | 1,382 | ||||||
| 4.421%, SOFR + 1.605%, 05/13/2033 (B) | 2,636 | 2,648 | ||||||
| 3.031%, SOFR + 1.490%, 11/01/2034 (B) | 4,535 | 4,334 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.928%, 10/15/2035 | 2,927 | 2,951 | ||||||
| TPG Operating Group II | ||||||||
| 4.875%, 05/15/2031 | 8,307 | 8,344 | ||||||
| Transatlantic Holdings | ||||||||
| 8.000%, 11/30/2039 | 5,338 | 6,686 | ||||||
| Travelers | ||||||||
| 5.700%, 07/24/2055 | 100 | 103 | ||||||
| Truist Bank | ||||||||
| 2.250%, 03/11/2030 | 835 | 772 | ||||||
| Truist Financial MTN | ||||||||
| 7.161%, SOFR + 2.446%, 10/30/2029 (B) | 9,934 | 10,694 | ||||||
| 5.867%, SOFR + 2.361%, 06/08/2034 (B) | 13,640 | 14,593 | ||||||
| 5.122%, SOFR + 1.852%, 01/26/2034 (B) | 1,515 | 1,554 | ||||||
| 4.873%, SOFR + 1.435%, 01/26/2029 (B) | 4,105 | 4,172 | ||||||
| 4.597%, SOFR + 0.965%, 01/27/2032 (B) | 3,050 | 3,082 | ||||||
| 1.887%, SOFR + 0.862%, 06/07/2029 (B) | 7,136 | 6,821 | ||||||
| UBS | ||||||||
| 4.500%, 06/26/2048 | 2,795 | 2,467 | ||||||
| UBS Group | ||||||||
| 3.869%, SOFR + 1.410%, 01/12/2029 (A)(B) | 2,200 | 2,193 | ||||||
| UBS Group MTN | ||||||||
| 4.844%, SOFR + 1.290%, 11/06/2033 (A)(B) | 2,915 | 2,939 | ||||||
| US Bancorp | ||||||||
| 5.850%, SOFR + 2.090%, 10/21/2033 (B) | 5,084 | 5,479 | ||||||
| 5.083%, SOFR + 1.296%, 05/15/2031 (B) | 7,595 | 7,857 | ||||||
| Visa | ||||||||
| 4.150%, 12/14/2035 | 825 | 807 | ||||||
| 2.000%, 08/15/2050 | 3,610 | 1,991 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Voya Global Funding MTN | ||||||||
| 4.600%, 11/24/2030 (A) | $ | 4,125 | $ | 4,188 | ||||
| Wells Fargo | ||||||||
| 6.600%, 01/15/2038 | 2,620 | 2,964 | ||||||
| 6.491%, SOFR + 2.060%, 10/23/2034 (B) | 2,825 | 3,137 | ||||||
| 5.950%, 12/15/2036 | 1,035 | 1,096 | ||||||
| 5.605%, SOFR + 1.740%, 04/23/2036 (B) | 4,455 | 4,685 | ||||||
| 5.499%, SOFR + 1.780%, 01/23/2035 (B) | 510 | 534 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (B) | 3,200 | 3,168 | ||||||
| 5.389%, SOFR + 2.020%, 04/24/2034 (B) | 3,600 | 3,752 | ||||||
| 5.244%, SOFR + 1.110%, 01/24/2031 (B) | 4,140 | 4,295 | ||||||
| 4.970%, SOFR + 1.370%, 04/23/2029 (B) | 3,420 | 3,487 | ||||||
| 4.960%, SOFR + 1.100%, 01/23/2037 (B) | 2,220 | 2,228 | ||||||
| 4.182%, SOFR + 0.740%, 01/23/2030 (B) | 2,965 | 2,976 | ||||||
| 3.068%, SOFR + 2.530%, 04/30/2041 (B) | 810 | 632 | ||||||
| Wells Fargo MTN | ||||||||
| 5.707%, SOFR + 1.070%, 04/22/2028 (B) | 6,090 | 6,201 | ||||||
| 5.557%, SOFR + 1.990%, 07/25/2034 (B) | 8,995 | 9,465 | ||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (B) | 7,996 | 7,315 | ||||||
| 4.900%, 11/17/2045 | 1,385 | 1,251 | ||||||
| 4.750%, 12/07/2046 | 585 | 518 | ||||||
| 4.611%, SOFR + 2.130%, 04/25/2053 (B) | 2,720 | 2,345 | ||||||
| 4.400%, 06/14/2046 | 1,020 | 859 | ||||||
| 3.584%, TSFR3M + 1.572%, 05/22/2028 (B) | 10,871 | 10,814 | ||||||
| 3.196%, TSFR3M + 1.432%, 06/17/2027 (B) | 2,395 | 2,389 | ||||||
| 2.879%, TSFR3M + 1.432%, 10/30/2030 (B) | 3,930 | 3,761 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (B) | 7,385 | 7,240 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 2,417 | 2,296 | ||||||
| 1,219,952 | ||||||||
| Health Care — 10.3% | ||||||||
| Abbott Laboratories | ||||||||
| 4.650%, 03/15/2036 | 10,812 | 10,815 | ||||||
| 4.300%, 03/15/2033 | 12,980 | 12,967 | ||||||
| 4.000%, 03/15/2031 | 7,725 | 7,719 | ||||||
| SEI Institutional Investments Trust | 341 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| AbbVie | ||||||||
| 5.600%, 03/15/2055 | $ | 1,745 | $ | 1,766 | ||||
| 5.550%, 03/15/2056 | 10,610 | 10,675 | ||||||
| 5.050%, 03/15/2034 | 5,300 | 5,502 | ||||||
| 4.950%, 03/15/2031 | 2,675 | 2,785 | ||||||
| 4.400%, 03/15/2033 | 9,665 | 9,706 | ||||||
| 4.250%, 11/21/2049 | 7,411 | 6,235 | ||||||
| 3.775%, 03/03/2028 | 11,070 | 11,085 | ||||||
| Advocate Health & Hospitals | ||||||||
| 4.272%, 08/15/2048 | 2,984 | 2,576 | ||||||
| Amgen | ||||||||
| 5.650%, 03/02/2053 | 2,180 | 2,176 | ||||||
| Ascension Health | ||||||||
| 4.923%, 11/15/2035 | 6,590 | 6,714 | ||||||
| 3.945%, 11/15/2046 | 2,394 | 1,998 | ||||||
| 3.106%, 11/15/2039 | 1,490 | 1,217 | ||||||
| 2.532%, 11/15/2029 | 3,065 | 2,923 | ||||||
| Astrazeneca Finance LLC | ||||||||
| 4.900%, 02/26/2031 | 6,760 | 7,032 | ||||||
| 4.000%, 03/02/2031 | 9,095 | 9,100 | ||||||
| Banner Health | ||||||||
| 2.907%, 01/01/2042 | 2,652 | 2,023 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 7,382 | 6,333 | ||||||
| 4.700%, 07/15/2064 (A) | 405 | 319 | ||||||
| 4.400%, 07/15/2044 (A) | 3,017 | 2,476 | ||||||
| 3.950%, 04/15/2045 (A) | 3,381 | 2,575 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 1,585 | 1,732 | ||||||
| 6.500%, 11/21/2033 (A) | 1,000 | 1,096 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 2,259 | 2,241 | ||||||
| Cencora | ||||||||
| 4.625%, 12/15/2027 | 6,805 | 6,890 | ||||||
| 4.600%, 02/13/2033 | 2,165 | 2,181 | ||||||
| Centene | ||||||||
| 4.625%, 12/15/2029 | 8,450 | 8,245 | ||||||
| 3.000%, 10/15/2030 | 2,593 | 2,336 | ||||||
| CommonSpirit Health | ||||||||
| 4.975%, 09/01/2035 | 5,280 | 5,308 | ||||||
| CVS Health | ||||||||
| 5.050%, 03/25/2048 | 5,550 | 4,949 | ||||||
| CVS Pass-Through Trust | ||||||||
| 8.353%, 07/10/2031 (A) | 1,210 | 1,314 | ||||||
| 7.507%, 01/10/2032 (A) | 851 | 911 | ||||||
| 6.036%, 12/10/2028 | 1,041 | 1,056 | ||||||
| 4.163%, 08/11/2036 (A) | 1,416 | 1,350 | ||||||
| Elevance Health | ||||||||
| 2.550%, 03/15/2031 | 2,504 | 2,308 | ||||||
| Eli Lilly | ||||||||
| 5.650%, 10/15/2065 | 2,268 | 2,296 | ||||||
| 5.200%, 08/14/2064 | 900 | 849 | ||||||
| 5.100%, 02/12/2035 | 6,440 | 6,704 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.100%, 02/09/2064 | $ | 2,963 | $ | 2,756 | ||||
| 5.050%, 08/14/2054 | 565 | 535 | ||||||
| 4.950%, 02/27/2063 | 2,675 | 2,432 | ||||||
| 4.900%, 10/15/2035 | 3,515 | 3,600 | ||||||
| 4.875%, 02/27/2053 | 2,227 | 2,050 | ||||||
| 3.950%, 03/15/2049 | 1,065 | 871 | ||||||
| EMD Finance LLC | ||||||||
| 4.625%, 10/15/2032 (A) | 8,625 | 8,733 | ||||||
| HCA | ||||||||
| 3.500%, 07/15/2051 | 3,085 | 2,130 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 1,993 | 1,944 | ||||||
| 5.200%, 06/15/2029 (A) | 3,719 | 3,825 | ||||||
| 3.200%, 06/01/2050 (A) | 2,225 | 1,437 | ||||||
| Horizon Mutual Holdings | ||||||||
| 6.200%, 11/15/2034 (A) | 3,755 | 3,737 | ||||||
| Johnson & Johnson | ||||||||
| 3.750%, 03/03/2047 | 1,310 | 1,068 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 4.150%, 05/01/2047 | 780 | 666 | ||||||
| 3.150%, 05/01/2027 | 2,005 | 1,994 | ||||||
| 2.810%, 06/01/2041 | 4,620 | 3,508 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 1,570 | 1,176 | ||||||
| Merck | ||||||||
| 5.700%, 09/15/2055 | 3,405 | 3,482 | ||||||
| 5.550%, 12/04/2055 | 1,885 | 1,890 | ||||||
| 4.900%, 05/17/2044 | 3,890 | 3,712 | ||||||
| 4.750%, 12/04/2035 | 7,680 | 7,750 | ||||||
| 4.500%, 05/17/2033 | 2,510 | 2,558 | ||||||
| 4.450%, 12/04/2032 | 3,260 | 3,304 | ||||||
| 3.600%, 09/15/2042 | 2,145 | 1,768 | ||||||
| 2.750%, 12/10/2051 | 3,525 | 2,220 | ||||||
| Nationwide Children's Hospital | ||||||||
| 4.556%, 11/01/2052 | 1,135 | 1,011 | ||||||
| New York and Presbyterian Hospital | ||||||||
| 1.651%, 08/01/2030 | 2,487 | 2,247 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 1,725 | 1,459 | ||||||
| Novartis Capital | ||||||||
| 4.400%, 05/06/2044 | 30 | 27 | ||||||
| OhioHealth | ||||||||
| 2.834%, 11/15/2041 | 4,000 | 3,065 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.855%, 11/15/2032 | 3,055 | 3,121 | ||||||
| 4.787%, 11/15/2048 | 2,800 | 2,520 | ||||||
| 4.335%, 11/15/2028 | 4,180 | 4,209 | ||||||
| Pfizer | ||||||||
| 4.200%, 09/15/2048 | 3,550 | 2,988 | ||||||
| 3.000%, 12/15/2026 | 1,885 | 1,875 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.110%, 05/19/2043 | 6,535 | 6,360 | ||||||
| 342 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Pharmacia LLC | ||||||||
| 6.600%, 12/01/2028 | $ | 1,100 | $ | 1,179 | ||||
| Quest Diagnostics | ||||||||
| 4.600%, 12/15/2027 | 3,225 | 3,265 | ||||||
| Roche Holdings | ||||||||
| 5.593%, 11/13/2033 (A) | 1,430 | 1,544 | ||||||
| 5.265%, 11/13/2026 (A) | 6,145 | 6,200 | ||||||
| 5.218%, 03/08/2054 (A) | 2,530 | 2,513 | ||||||
| Royalty Pharma PLC | ||||||||
| 3.350%, 09/02/2051 | 720 | 487 | ||||||
| Rush System for Health Obligated Group | ||||||||
| 3.922%, 11/15/2029 | 3,828 | 3,818 | ||||||
| Stanford Health Care | ||||||||
| 3.310%, 08/15/2030 | 880 | 857 | ||||||
| Sutter Health | ||||||||
| 5.164%, 08/15/2033 | 5,794 | 6,035 | ||||||
| Takeda Pharmaceutical | ||||||||
| 2.050%, 03/31/2030 | 3,142 | 2,901 | ||||||
| Thermo Fisher Scientific | ||||||||
| 5.000%, 12/05/2026 | 6,145 | 6,200 | ||||||
| 4.902%, 02/12/2036 | 5,140 | 5,229 | ||||||
| 4.794%, 10/07/2035 | 7,675 | 7,744 | ||||||
| UnitedHealth Group | ||||||||
| 5.950%, 06/15/2055 | 3,120 | 3,231 | ||||||
| 5.875%, 02/15/2053 | 8,250 | 8,390 | ||||||
| 5.625%, 07/15/2054 | 9,003 | 8,882 | ||||||
| 5.500%, 07/15/2044 | 4,810 | 4,791 | ||||||
| 5.500%, 04/15/2064 | 100 | 95 | ||||||
| 5.375%, 04/15/2054 | 2,000 | 1,900 | ||||||
| 5.300%, 06/15/2035 | 4,320 | 4,508 | ||||||
| 5.050%, 04/15/2053 | 115 | 104 | ||||||
| 4.950%, 01/15/2032 | 1,515 | 1,564 | ||||||
| 4.750%, 07/15/2045 | 1,310 | 1,188 | ||||||
| 4.750%, 05/15/2052 | 2,620 | 2,282 | ||||||
| 4.500%, 04/15/2033 | 5,964 | 5,956 | ||||||
| 4.200%, 01/15/2047 | 972 | 803 | ||||||
| 3.850%, 06/15/2028 | 1,140 | 1,141 | ||||||
| 2.300%, 05/15/2031 | 13,615 | 12,433 | ||||||
| Wyeth LLC | ||||||||
| 6.000%, 02/15/2036 | 1,400 | 1,538 | ||||||
| 5.950%, 04/01/2037 | 3,960 | 4,331 | ||||||
| 387,620 | ||||||||
| Industrials — 5.9% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 6.450%, 04/15/2027 | 4,171 | 4,276 | ||||||
| 6.150%, 09/30/2030 | 1,760 | 1,889 | ||||||
| 6.100%, 01/15/2027 | 2,700 | 2,746 | ||||||
| 4.950%, 09/10/2034 | 1,905 | 1,910 | ||||||
| 4.625%, 09/10/2029 | 2,670 | 2,707 | ||||||
| 3.850%, 10/29/2041 | 435 | 362 | ||||||
| 3.300%, 01/30/2032 | 7,815 | 7,303 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.450%, 10/29/2026 | $ | 2,380 | $ | 2,357 | ||||
| Air Canada Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
| 3.600%, 03/15/2027 (A) | 2,499 | 2,474 | ||||||
| Airbus | ||||||||
| 3.950%, 04/10/2047 (A) | 2,800 | 2,341 | ||||||
| American Airlines Pass-Through Trust, Ser 2025-1, Cl A | ||||||||
| 4.900%, 05/11/2038 | 3,975 | 3,989 | ||||||
| BAE Systems PLC | ||||||||
| 5.800%, 10/11/2041 (A) | 1,040 | 1,110 | ||||||
| 5.300%, 03/26/2034 (A) | 3,640 | 3,833 | ||||||
| 3.000%, 09/15/2050 (A) | 2,780 | 1,906 | ||||||
| 1.900%, 02/15/2031 (A) | 2,308 | 2,079 | ||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | 555 | 643 | ||||||
| 6.858%, 05/01/2054 | 1,595 | 1,829 | ||||||
| 6.528%, 05/01/2034 | 4,455 | 4,995 | ||||||
| 6.298%, 05/01/2029 | 2,940 | 3,133 | ||||||
| 5.805%, 05/01/2050 | 4,040 | 4,056 | ||||||
| 5.150%, 05/01/2030 | 8,060 | 8,348 | ||||||
| 3.750%, 02/01/2050 | 1,365 | 1,014 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 5.550%, 03/15/2056 | 545 | 547 | ||||||
| 5.200%, 04/15/2054 | 275 | 263 | ||||||
| 4.900%, 04/01/2044 | 2,188 | 2,084 | ||||||
| 4.550%, 09/01/2044 | 4,330 | 3,915 | ||||||
| 4.450%, 01/15/2053 | 3,424 | 2,930 | ||||||
| 4.375%, 09/01/2042 | 305 | 275 | ||||||
| 4.150%, 04/01/2045 | 2,640 | 2,254 | ||||||
| Canadian National Railway | ||||||||
| 3.850%, 08/05/2032 | 2,800 | 2,743 | ||||||
| Caterpillar | ||||||||
| 5.200%, 05/15/2035 | 7,070 | 7,407 | ||||||
| 3.803%, 08/15/2042 | 1,335 | 1,141 | ||||||
| Caterpillar Financial Services MTN | ||||||||
| 3.600%, 08/12/2027 | 8,080 | 8,078 | ||||||
| CSX | ||||||||
| 5.050%, 06/15/2035 | 3,664 | 3,779 | ||||||
| 3.350%, 09/15/2049 | 3,226 | 2,322 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 1,461 | 1,552 | ||||||
| Delta Air Lines | ||||||||
| 4.950%, 07/10/2028 | 3,230 | 3,284 | ||||||
| Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
| 3.875%, 07/30/2027 | 852 | 848 | ||||||
| Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA | ||||||||
| 2.000%, 06/10/2028 | 2,148 | 2,059 | ||||||
| Emerson Electric | ||||||||
| 2.200%, 12/21/2031 | 5,855 | 5,315 | ||||||
| 1.800%, 10/15/2027 | 1,630 | 1,583 | ||||||
| SEI Institutional Investments Trust | 343 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| General Dynamics | ||||||||
| 4.950%, 08/15/2035 | $ | 2,597 | $ | 2,686 | ||||
| 4.250%, 04/01/2040 | 835 | 778 | ||||||
| 4.250%, 04/01/2050 | 2,430 | 2,107 | ||||||
| 2.850%, 06/01/2041 | 3,075 | 2,372 | ||||||
| Jacobs Solutions | ||||||||
| 4.750%, 03/03/2031 | 2,820 | 2,824 | ||||||
| John Deere Capital MTN | ||||||||
| 2.800%, 07/18/2029 | 5,075 | 4,918 | ||||||
| 2.350%, 03/08/2027 | 4,965 | 4,900 | ||||||
| Komatsu Finance America | ||||||||
| 4.196%, 09/18/2030 (A) | 5,970 | 6,002 | ||||||
| Lockheed Martin | ||||||||
| 5.250%, 01/15/2033 | 3,068 | 3,266 | ||||||
| 4.070%, 12/15/2042 | 3,300 | 2,885 | ||||||
| PACCAR Financial MTN | ||||||||
| 5.000%, 03/22/2034 | 2,480 | 2,578 | ||||||
| Penske Truck Leasing LP / PTL Finance | ||||||||
| 5.250%, 07/01/2029 (A) | 4,545 | 4,691 | ||||||
| RELX Capital | ||||||||
| 4.750%, 03/27/2030 | 1,612 | 1,644 | ||||||
| RTX | ||||||||
| 4.500%, 06/01/2042 | 2,155 | 1,986 | ||||||
| Siemens Financieringsmaatschappij | ||||||||
| 4.400%, 05/27/2045 (A) | 370 | 334 | ||||||
| 1.700%, 03/11/2028 (A) | 4,440 | 4,270 | ||||||
| Siemens Funding BV | ||||||||
| 5.900%, 05/28/2065 (A) | 895 | 947 | ||||||
| 5.800%, 05/28/2055 (A) | 1,605 | 1,696 | ||||||
| 5.200%, 05/28/2035 (A) | 6,750 | 7,075 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.250%, 11/26/2035 (A) | 4,285 | 4,359 | ||||||
| Snap-on | ||||||||
| 4.100%, 03/01/2048 | 126 | 104 | ||||||
| 3.100%, 05/01/2050 | 3,025 | 2,087 | ||||||
| Tampa Electric | ||||||||
| 5.150%, 03/01/2035 | 3,710 | 3,810 | ||||||
| Triton Container International | ||||||||
| 2.050%, 04/15/2026 (A) | 2,335 | 2,327 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 3,000 | 2,685 | ||||||
| TTX MTN | ||||||||
| 5.500%, 09/25/2026 (A) | 1,225 | 1,234 | ||||||
| Union Pacific | ||||||||
| 4.950%, 05/15/2053 | 285 | 263 | ||||||
| 3.500%, 02/14/2053 | 5,360 | 3,872 | ||||||
| 3.375%, 02/14/2042 | 950 | 763 | ||||||
| 2.950%, 03/10/2052 | 5,586 | 3,624 | ||||||
| 2.375%, 05/20/2031 | 3,050 | 2,819 | ||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | 1,060 | 921 | ||||||
| United Airlines Pass-Through Trust | ||||||||
| 2.700%, 05/01/2032 | 2,038 | 1,910 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| United Airlines Pass-Through Trust, Ser 2019-1, Cl AA | ||||||||
| 4.150%, 08/25/2031 | $ | 896 | $ | 891 | ||||
| Verisk Analytics | ||||||||
| 5.250%, 03/15/2035 | 967 | 983 | ||||||
| 3.625%, 05/15/2050 | 2,485 | 1,806 | ||||||
| Vertiv Holdings | ||||||||
| 5.800%, 03/15/2056 | 1,680 | 1,683 | ||||||
| Waste Management | ||||||||
| 4.950%, 07/03/2031 | 2,944 | 3,072 | ||||||
| 4.800%, 03/15/2032 | 2,000 | 2,070 | ||||||
| 4.500%, 03/15/2028 | 3,730 | 3,786 | ||||||
| 220,707 | ||||||||
| Information Technology — 4.4% | ||||||||
| Accenture Capital | ||||||||
| 4.250%, 10/04/2031 | 3,586 | 3,599 | ||||||
| Amphenol | ||||||||
| 5.300%, 11/15/2055 | 3,635 | 3,520 | ||||||
| 5.250%, 04/05/2034 | 3,830 | 4,012 | ||||||
| 4.625%, 02/15/2036 | 3,420 | 3,399 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 1,798 | 1,189 | ||||||
| 1.700%, 10/01/2028 | 2,155 | 2,048 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 300 | 280 | ||||||
| 3.850%, 05/04/2043 | 60 | 51 | ||||||
| 3.850%, 08/04/2046 | 4,615 | 3,809 | ||||||
| 2.850%, 08/05/2061 | 2,000 | 1,210 | ||||||
| 2.650%, 05/11/2050 | 3,755 | 2,393 | ||||||
| 2.375%, 02/08/2041 | 1,865 | 1,369 | ||||||
| Applied Materials | ||||||||
| 4.600%, 01/15/2036 | 5,685 | 5,659 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 4,692 | 4,818 | ||||||
| 5.200%, 07/15/2035 | 6,880 | 7,111 | ||||||
| 5.050%, 07/12/2029 | 3,447 | 3,566 | ||||||
| 4.926%, 05/15/2037 (A) | 2,500 | 2,501 | ||||||
| 4.900%, 07/15/2032 | 3,420 | 3,522 | ||||||
| 4.900%, 02/15/2038 | 11,395 | 11,332 | ||||||
| 4.800%, 10/15/2034 | 1,855 | 1,876 | ||||||
| 4.800%, 02/15/2036 | 12,040 | 12,070 | ||||||
| 4.600%, 01/15/2033 | 3,710 | 3,750 | ||||||
| 3.500%, 02/15/2041 | 280 | 232 | ||||||
| Cadence Design Systems | ||||||||
| 4.200%, 09/10/2027 | 2,420 | 2,432 | ||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | 2,987 | 3,267 | ||||||
| 5.300%, 02/26/2054 | 1,759 | 1,711 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.100%, 01/25/2036 (A) | 3,525 | 3,763 | ||||||
| 5.900%, 01/25/2033 (A) | 3,130 | 3,317 | ||||||
| 344 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| IBM International Capital Pte | ||||||||
| 4.600%, 02/05/2027 | $ | 1,805 | $ | 1,817 | ||||
| Intel | ||||||||
| 3.734%, 12/08/2047 | 1,514 | 1,096 | ||||||
| International Business Machines | ||||||||
| 5.800%, 02/03/2056 | 1,755 | 1,757 | ||||||
| 4.150%, 05/15/2039 | 2,325 | 2,085 | ||||||
| 4.000%, 02/03/2029 | 4,295 | 4,310 | ||||||
| KLA | ||||||||
| 5.650%, 11/01/2034 | 1,760 | 1,887 | ||||||
| 4.950%, 07/15/2052 | 1,817 | 1,684 | ||||||
| Microsoft | ||||||||
| 3.700%, 08/08/2046 | 4,389 | 3,584 | ||||||
| 3.041%, 03/17/2062 | 1,100 | 691 | ||||||
| NXP BV / NXP FUNDING LLC / NXP USA | ||||||||
| 5.000%, 01/15/2033 | 1,850 | 1,893 | ||||||
| Oracle | ||||||||
| 6.700%, 02/04/2056 | 6,340 | 6,148 | ||||||
| 5.950%, 09/26/2055 | 735 | 647 | ||||||
| 5.700%, 02/04/2036 | 8,115 | 8,119 | ||||||
| 5.350%, 05/04/2033 | 5,830 | 5,850 | ||||||
| 5.200%, 09/26/2035 | 2,805 | 2,711 | ||||||
| 4.800%, 09/26/2032 | 3,410 | 3,332 | ||||||
| 4.375%, 05/15/2055 | 1,865 | 1,289 | ||||||
| 4.000%, 07/15/2046 | 2,275 | 1,587 | ||||||
| 3.800%, 11/15/2037 | 2,190 | 1,801 | ||||||
| 3.600%, 04/01/2040 | 2,518 | 1,903 | ||||||
| 2.950%, 04/01/2030 | 5,365 | 4,993 | ||||||
| Texas Instruments | ||||||||
| 5.050%, 05/18/2063 | 3,333 | 3,040 | ||||||
| Wipro IT Services LLC | ||||||||
| 1.500%, 06/23/2026 (A) | 4,937 | 4,898 | ||||||
| 164,928 | ||||||||
| Materials — 1.6% | ||||||||
| Amrize Finance US LLC | ||||||||
| 4.700%, 04/07/2028 | 1,520 | 1,543 | ||||||
| AptarGroup | ||||||||
| 4.750%, 03/30/2031 | 2,700 | 2,740 | ||||||
| Barrick North America Finance LLC | ||||||||
| 5.750%, 05/01/2043 | 1,590 | 1,652 | ||||||
| BHP Billiton Finance USA | ||||||||
| 6.420%, 03/01/2026 | 1,590 | 1,590 | ||||||
| 5.100%, 09/08/2028 | 6,330 | 6,523 | ||||||
| 5.000%, 09/30/2043 | 1,400 | 1,359 | ||||||
| Chevron Phillips Chemical LLC | ||||||||
| 4.750%, 05/15/2030 (A) | 2,776 | 2,836 | ||||||
| Ecolab | ||||||||
| 1.650%, 02/01/2027 | 6,880 | 6,752 | ||||||
| Glencore Funding LLC | ||||||||
| 6.141%, 04/01/2055 (A) | 5,629 | 5,946 | ||||||
| 5.893%, 04/04/2054 (A) | 175 | 180 | ||||||
| 5.634%, 04/04/2034 (A) | 4,520 | 4,780 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.186%, 04/01/2030 (A) | $ | 4,695 | $ | 4,858 | ||||
| 4.907%, 04/01/2028 (A) | 6,440 | 6,558 | ||||||
| 3.375%, 09/23/2051 (A) | 190 | 131 | ||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | 1,851 | 1,671 | ||||||
| 2.300%, 11/01/2030 (A) | 5,068 | 4,621 | ||||||
| Rio Tinto Finance USA | ||||||||
| 5.200%, 11/02/2040 | 2,285 | 2,321 | ||||||
| 2.750%, 11/02/2051 | 4,000 | 2,529 | ||||||
| Rio Tinto Finance USA PLC | ||||||||
| 4.875%, 03/14/2030 | 1,858 | 1,919 | ||||||
| 60,509 | ||||||||
| Real Estate — 2.6% | ||||||||
| AvalonBay Communities MTN | ||||||||
| 3.350%, 05/15/2027 | 5,135 | 5,110 | ||||||
| Essential Properties LP | ||||||||
| 5.400%, 12/01/2035 | 4,005 | 4,082 | ||||||
| Extra Space Storage LP | ||||||||
| 5.700%, 04/01/2028 | 7,830 | 8,087 | ||||||
| 4.950%, 01/15/2033 | 7,660 | 7,782 | ||||||
| Kilroy Realty LP | ||||||||
| 2.500%, 11/15/2032 | 4,035 | 3,383 | ||||||
| Ladder Capital Finance Holdings LLLP | ||||||||
| 5.500%, 08/01/2030 | 2,760 | 2,831 | ||||||
| 4.750%, 06/15/2029 (A) | 6,369 | 6,307 | ||||||
| Piedmont Operating Partnership LP | ||||||||
| 3.150%, 08/15/2030 | 8,480 | 7,883 | ||||||
| Prologis LP | ||||||||
| 5.250%, 05/15/2035 | 1,585 | 1,651 | ||||||
| 4.750%, 06/15/2033 | 2,905 | 2,968 | ||||||
| Prologis Targeted US Logistics Fund LP | ||||||||
| 5.250%, 04/01/2029 (A) | 4,180 | 4,321 | ||||||
| 5.250%, 01/15/2035 (A) | 2,041 | 2,104 | ||||||
| 4.625%, 03/15/2033 (A) | 2,515 | 2,510 | ||||||
| Realty Income | ||||||||
| 3.200%, 01/15/2027 | 1,535 | 1,526 | ||||||
| Regency Centers LP | ||||||||
| 5.250%, 01/15/2034 | 2,875 | 2,984 | ||||||
| 5.100%, 01/15/2035 | 400 | 409 | ||||||
| 5.000%, 07/15/2032 | 1,988 | 2,049 | ||||||
| 4.500%, 03/15/2033 | 5,484 | 5,486 | ||||||
| 4.400%, 02/01/2047 | 1,365 | 1,191 | ||||||
| 2.950%, 09/15/2029 | 3,095 | 2,993 | ||||||
| Sabra Health Care LP | ||||||||
| 3.900%, 10/15/2029 | 4,275 | 4,210 | ||||||
| Scentre Group Trust 2 | ||||||||
| 5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B) | 2,305 | 2,337 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 470 | 548 | ||||||
| 5.500%, 03/08/2033 | 8,037 | 8,533 | ||||||
| 4.250%, 11/30/2046 | 2,109 | 1,786 | ||||||
| SEI Institutional Investments Trust | 345 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.800%, 07/15/2050 | $ | 985 | $ | 759 | ||||
| 2.450%, 09/13/2029 | 3,446 | 3,276 | ||||||
| 97,106 | ||||||||
| Utilities — 11.2% | ||||||||
| AEP Texas | ||||||||
| 3.450%, 01/15/2050 | 2,695 | 1,890 | ||||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 1,515 | 1,477 | ||||||
| Alabama Power | ||||||||
| 3.850%, 12/01/2042 | 600 | 504 | ||||||
| 3.700%, 12/01/2047 | 2,800 | 2,171 | ||||||
| 3.125%, 07/15/2051 | 3,187 | 2,142 | ||||||
| 1.450%, 09/15/2030 | 4,191 | 3,752 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 3,260 | 3,284 | ||||||
| 4.500%, 03/15/2049 | 4,150 | 3,610 | ||||||
| 3.850%, 09/01/2032 | 10,855 | 10,578 | ||||||
| American Electric Power | ||||||||
| 5.625%, 03/01/2033 | 3,070 | 3,257 | ||||||
| Arizona Public Service | ||||||||
| 5.550%, 08/01/2033 | 4,210 | 4,432 | ||||||
| Baltimore Gas and Electric | ||||||||
| 2.250%, 06/15/2031 | 3,750 | 3,425 | ||||||
| Basin Electric Power Cooperative | ||||||||
| 5.850%, 10/15/2055 (A) | 2,665 | 2,682 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 6.125%, 04/01/2036 | 1,842 | 2,020 | ||||||
| 3.250%, 04/15/2028 | 1,720 | 1,703 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.200%, 10/01/2028 | 3,950 | 4,081 | ||||||
| 4.950%, 08/15/2035 | 4,080 | 4,145 | ||||||
| 4.500%, 04/01/2044 | 2,137 | 1,905 | ||||||
| 3.000%, 03/01/2032 | 1,365 | 1,271 | ||||||
| 2.900%, 07/01/2050 | 655 | 429 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.672%, 10/20/2035 (A) | 2,345 | 2,434 | ||||||
| Chile Electricity Lux MPC SARL | ||||||||
| 6.010%, 01/20/2033 (A) | 4,773 | 5,017 | ||||||
| CMS Energy | ||||||||
| 3.000%, 05/15/2026 | 4,070 | 4,061 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 1,120 | 1,170 | ||||||
| 4.700%, 01/15/2044 | 3,300 | 3,020 | ||||||
| 3.200%, 11/15/2049 | 1,335 | 926 | ||||||
| Connecticut Light and Power | ||||||||
| 5.250%, 01/15/2053 | 3,000 | 2,891 | ||||||
| Consolidated Edison of New York | ||||||||
| 5.900%, 11/15/2053 | 4,560 | 4,718 | ||||||
| 5.750%, 11/15/2055 | 3,135 | 3,181 | ||||||
| 5.375%, 05/15/2034 | 2,100 | 2,212 | ||||||
| 4.625%, 12/01/2054 | 3,851 | 3,312 | ||||||
| 3.875%, 06/15/2047 | 3,000 | 2,370 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Constellation Energy Generation LLC | ||||||||
| 5.875%, 01/15/2066 | $ | 2,425 | $ | 2,420 | ||||
| Consumers Energy | ||||||||
| 4.700%, 01/15/2030 | 6,294 | 6,461 | ||||||
| Dominion Energy | ||||||||
| 6.625%, H15T5Y + 2.207%, 05/15/2055 (B) | 2,225 | 2,309 | ||||||
| 6.000%, H15T5Y + 2.262%, 02/15/2056 (B) | 2,700 | 2,740 | ||||||
| Dominion Energy South Carolina | ||||||||
| 4.600%, 06/15/2043 | 1,000 | 915 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 2,616 | 2,718 | ||||||
| 4.850%, 03/01/2036 | 1,740 | 1,752 | ||||||
| DTE Energy | ||||||||
| 5.850%, 06/01/2034 | 3,575 | 3,845 | ||||||
| 4.875%, 06/01/2028 | 4,910 | 5,005 | ||||||
| Duke Energy | ||||||||
| 5.000%, 08/15/2052 | 2,725 | 2,415 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 5.400%, 01/15/2054 | 2,550 | 2,498 | ||||||
| 5.300%, 02/15/2040 | 2,400 | 2,452 | ||||||
| 3.875%, 03/15/2046 | 5,015 | 4,047 | ||||||
| 2.850%, 03/15/2032 | 2,310 | 2,139 | ||||||
| 2.550%, 04/15/2031 | 2,340 | 2,179 | ||||||
| Duke Energy Florida LLC | ||||||||
| 5.950%, 11/15/2052 | 2,100 | 2,200 | ||||||
| 5.875%, 11/15/2033 | 2,910 | 3,158 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.350%, 08/15/2038 | 205 | 229 | ||||||
| 4.900%, 07/15/2043 | 210 | 201 | ||||||
| Duke Energy Ohio | ||||||||
| 5.250%, 04/01/2033 | 2,985 | 3,127 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.050%, 03/15/2035 | 3,850 | 3,951 | ||||||
| 4.200%, 08/15/2045 | 2,105 | 1,785 | ||||||
| 4.100%, 05/15/2042 | 876 | 757 | ||||||
| East Ohio Gas | ||||||||
| 2.000%, 06/15/2030 (A) | 2,220 | 2,029 | ||||||
| Enel Finance International | ||||||||
| 4.125%, 09/30/2028 (A) | 4,080 | 4,089 | ||||||
| Entergy Arkansas LLC | ||||||||
| 4.950%, 01/15/2036 | 3,423 | 3,455 | ||||||
| 4.200%, 04/01/2049 | 2,305 | 1,888 | ||||||
| Entergy Louisiana LLC | ||||||||
| 5.800%, 03/15/2055 | 305 | 310 | ||||||
| 4.900%, 04/15/2036 | 3,940 | 3,945 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.800%, 04/15/2055 | 3,185 | 3,229 | ||||||
| 2.850%, 06/01/2028 | 3,265 | 3,200 | ||||||
| Entergy Texas | ||||||||
| 3.550%, 09/30/2049 | 1,700 | 1,236 | ||||||
| 346 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Exelon | ||||||||
| 5.150%, 03/15/2028 | $ | 2,860 | $ | 2,926 | ||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 5.200%, 04/01/2028 (A) | 6,135 | 6,274 | ||||||
| Florida Power & Light | ||||||||
| 5.960%, 04/01/2039 | 125 | 137 | ||||||
| 5.950%, 02/01/2038 | 3,179 | 3,510 | ||||||
| 5.700%, 03/15/2055 | 2,465 | 2,537 | ||||||
| 5.690%, 03/01/2040 | 5,557 | 5,855 | ||||||
| 5.300%, 06/15/2034 | 2,650 | 2,794 | ||||||
| 4.125%, 02/01/2042 | 3,070 | 2,715 | ||||||
| Georgia Power | ||||||||
| 5.250%, 03/15/2034 | 4,165 | 4,350 | ||||||
| 4.300%, 03/15/2043 | 1,930 | 1,709 | ||||||
| Indiana Michigan Power | ||||||||
| 4.250%, 08/15/2048 | 485 | 401 | ||||||
| Indianapolis Power & Light | ||||||||
| 4.050%, 05/01/2046 (A) | 60 | 49 | ||||||
| Interstate Power and Light | ||||||||
| 5.600%, 06/29/2035 | 1,485 | 1,563 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 105 | 108 | ||||||
| 5.450%, 04/15/2033 | 2,345 | 2,485 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 105 | 108 | ||||||
| Massachusetts Electric | ||||||||
| 1.729%, 11/24/2030 (A) | 1,030 | 917 | ||||||
| Monongahela Power | ||||||||
| 5.850%, 02/15/2034 (A) | 2,520 | 2,713 | ||||||
| 3.550%, 05/15/2027 (A) | 10,095 | 10,048 | ||||||
| National Rural Utilities Cooperative Finance | ||||||||
| 5.800%, 01/15/2033 | 1,905 | 2,060 | ||||||
| 4.300%, 03/15/2049 | 2,398 | 2,051 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 4.750%, 02/07/2028 | 7,250 | 7,374 | ||||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | 4,715 | 4,878 | ||||||
| New England Power | ||||||||
| 5.936%, 11/25/2052 (A) | 1,046 | 1,088 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.900%, 03/15/2055 | 2,390 | 2,430 | ||||||
| Niagara Mohawk Power | ||||||||
| 4.278%, 10/01/2034 (A) | 1,959 | 1,874 | ||||||
| NiSource | ||||||||
| 5.350%, 04/01/2034 | 2,610 | 2,724 | ||||||
| Northern States Power | ||||||||
| 6.250%, 06/01/2036 | 600 | 670 | ||||||
| 6.200%, 07/01/2037 | 2,765 | 3,074 | ||||||
| 4.500%, 06/01/2052 | 2,665 | 2,298 | ||||||
| 2.250%, 04/01/2031 | 2,310 | 2,117 | ||||||
| NorthWestern | ||||||||
| 5.073%, 03/21/2030 (A) | 4,385 | 4,522 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| NSTAR Electric | ||||||||
| 5.200%, 03/01/2035 | $ | 2,957 | $ | 3,044 | ||||
| 3.250%, 05/15/2029 | 3,173 | 3,111 | ||||||
| Oglethorpe Power | ||||||||
| 5.375%, 11/01/2040 | 1,435 | 1,451 | ||||||
| 4.500%, 04/01/2047 | 1,725 | 1,464 | ||||||
| 4.200%, 12/01/2042 | 140 | 115 | ||||||
| Ohio Edison | ||||||||
| 4.950%, 12/15/2029 (A) | 4,190 | 4,305 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 7.500%, 09/01/2038 | 110 | 134 | ||||||
| 5.650%, 11/15/2033 | 3,890 | 4,174 | ||||||
| 5.550%, 06/15/2054 | 5,020 | 4,985 | ||||||
| 5.350%, 10/01/2052 | 944 | 903 | ||||||
| 5.300%, 06/01/2042 | 1,026 | 1,021 | ||||||
| 3.750%, 04/01/2045 | 3,090 | 2,469 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 3,235 | 3,496 | ||||||
| 5.900%, 06/15/2032 | 3,110 | 3,295 | ||||||
| 5.900%, 10/01/2054 | 1,580 | 1,537 | ||||||
| 4.950%, 07/01/2050 | 3,315 | 2,870 | ||||||
| 4.500%, 07/01/2040 | 1,905 | 1,691 | ||||||
| 4.200%, 06/01/2041 | 2,340 | 1,974 | ||||||
| 3.500%, 08/01/2050 | 245 | 169 | ||||||
| PacifiCorp | ||||||||
| 6.000%, 01/15/2039 | 3,840 | 3,936 | ||||||
| 3.300%, 03/15/2051 | 3,553 | 2,333 | ||||||
| 2.900%, 06/15/2052 | 2,770 | 1,662 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 2,635 | 2,666 | ||||||
| 2.850%, 09/15/2051 | 2,100 | 1,336 | ||||||
| PPL Electric Utilities | ||||||||
| 4.150%, 06/15/2048 | 2,400 | 1,994 | ||||||
| 3.950%, 06/01/2047 | 5,949 | 4,838 | ||||||
| PSEG Power LLC | ||||||||
| 5.750%, 05/15/2035 (A) | 3,235 | 3,388 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 4.050%, 05/01/2048 | 2,617 | 2,134 | ||||||
| Public Service Enterprise Group | ||||||||
| 5.200%, 04/01/2029 | 3,172 | 3,278 | ||||||
| Public Service of Colorado | ||||||||
| 5.750%, 05/15/2054 | 4,865 | 4,908 | ||||||
| 4.100%, 06/01/2032 | 3,910 | 3,878 | ||||||
| 3.200%, 03/01/2050 | 1,475 | 1,016 | ||||||
| Public Service of New Hampshire | ||||||||
| 3.600%, 07/01/2049 | 2,000 | 1,512 | ||||||
| 2.200%, 06/15/2031 | 4,545 | 4,130 | ||||||
| San Diego Gas & Electric | ||||||||
| 5.400%, 04/15/2035 | 1,960 | 2,042 | ||||||
| 4.500%, 08/15/2040 | 2,025 | 1,871 | ||||||
| Sempra | ||||||||
| 3.800%, 02/01/2038 | 1,035 | 904 | ||||||
| SEI Institutional Investments Trust | 347 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | $ | 990 | $ | 1,019 | ||||
| 5.900%, 03/01/2055 | 4,960 | 4,888 | ||||||
| 5.750%, 04/15/2054 | 195 | 188 | ||||||
| 5.150%, 06/01/2029 | 7,375 | 7,587 | ||||||
| 4.125%, 03/01/2048 | 1,685 | 1,319 | ||||||
| 4.000%, 04/01/2047 | 1,085 | 835 | ||||||
| 2.850%, 08/01/2029 | 2,230 | 2,136 | ||||||
| Southern California Gas | ||||||||
| 5.750%, 06/01/2053 | 3,349 | 3,364 | ||||||
| 5.600%, 04/01/2054 | 1,020 | 1,005 | ||||||
| 4.300%, 01/15/2049 | 925 | 763 | ||||||
| 3.750%, 09/15/2042 | 160 | 129 | ||||||
| Trans-Allegheny Interstate Line | ||||||||
| 5.000%, 01/15/2031 (A) | 4,540 | 4,693 | ||||||
| Union Electric | ||||||||
| 5.125%, 03/15/2055 | 225 | 211 | ||||||
| 4.000%, 04/01/2048 | 925 | 745 | ||||||
| 3.900%, 09/15/2042 | 90 | 76 | ||||||
| Virginia Electric and Power | ||||||||
| 6.350%, 11/30/2037 | 1,495 | 1,660 | ||||||
| 5.700%, 03/15/2056 | 2,158 | 2,143 | ||||||
| 5.000%, 01/15/2034 | 4,860 | 4,958 | ||||||
| 4.950%, 03/15/2036 | 7,095 | 7,083 | ||||||
| 2.950%, 11/15/2051 | 5,640 | 3,594 | ||||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (A) | 4,195 | 4,347 | ||||||
| 5.250%, 10/15/2035 (A) | 2,255 | 2,260 | ||||||
| Wisconsin Electric Power | ||||||||
| 1.700%, 06/15/2028 | 3,600 | 3,438 | ||||||
| Wisconsin Power & Light | ||||||||
| 6.375%, 08/15/2037 | 45 | 50 | ||||||
| 3.050%, 10/15/2027 | 2,095 | 2,068 | ||||||
| Wisconsin Public Service | ||||||||
| 4.550%, 12/01/2029 | 2,285 | 2,332 | ||||||
| 3.300%, 09/01/2049 | 2,320 | 1,636 | ||||||
| 419,674 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $3,266,770) ($ Thousands) | 3,230,870 | |||||||
| U.S. TREASURY OBLIGATIONS — 9.2% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.618%, 06/11/2026 (D) | 12,179 | 12,057 | ||||||
| U.S. Treasury Bonds | ||||||||
| 4.750%, 02/15/2056 | 25,231 | 25,712 | ||||||
| 4.625%, 11/15/2045 | 11,185 | 11,258 | ||||||
| 4.625%, 02/15/2046 | 11,726 | 11,809 | ||||||
| 4.625%, 11/15/2055 | 67,922 | 67,805 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.125%, 02/15/2036 | 34,093 | 34,546 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 4.000%, 01/31/2033 | $ | 4,438 | $ | 4,514 | ||||
| 4.000%, 11/15/2035 | 8,544 | 8,575 | ||||||
| 3.750%, 01/31/2031 | 46,279 | 46,749 | ||||||
| 3.500%, 01/31/2028 | 7,785 | 7,800 | ||||||
| 3.500%, 01/15/2029 | 32,145 | 32,243 | ||||||
| 3.500%, 02/15/2029 | 64,886 | 65,089 | ||||||
| 3.500%, 11/30/2030 | 11,182 | 11,176 | ||||||
| 3.375%, 12/31/2027 | 4,400 | 4,397 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $341,177) ($ Thousands) | 343,730 | |||||||
| MUNICIPAL BONDS — 3.0% | ||||||||
| Alabama — 0.1% | ||||||||
| Alabama State, Economic Settlement Authority, Ser B, RB | ||||||||
| 4.263%, 09/15/2032 | 5,475 | 5,513 | ||||||
| Arizona — 0.1% | ||||||||
| Maricopa County Industrial Development Authority, RB | ||||||||
| 7.375%, 10/01/2029 (A) | 2,465 | 2,660 | ||||||
| California — 0.8% | ||||||||
| California State University, RB | ||||||||
| 5.183%, 11/01/2053 | 8,690 | 8,540 | ||||||
| California State University, Ser D, RB | ||||||||
| 1.490%, 11/01/2028 | 2,580 | 2,445 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.600%, 11/01/2040 | 585 | 731 | ||||||
| 7.550%, 04/01/2039 | 2,305 | 2,848 | ||||||
| 7.500%, 04/01/2034 | 5,125 | 6,051 | ||||||
| California State, Health Facilities Financing Authority, RB | ||||||||
| 1.679%, 06/01/2028 | 4,975 | 4,765 | ||||||
| East Bay, Municipal Utility District Water System Revenue, Build America Project, RB | ||||||||
| 5.874%, 06/01/2040 | 300 | 325 | ||||||
| Riverside County, Pension Obligation, RB | ||||||||
| 3.818%, 02/15/2038 | 4,165 | 4,007 | ||||||
| University of California Regents, Build America Project, Ser H, RB | ||||||||
| 6.548%, 05/15/2048 | 120 | 131 | ||||||
| 29,843 | ||||||||
| Colorado — 0.1% | ||||||||
| City & County of Denver's Airport System Revenue, Ser C, RB | ||||||||
| 2.037%, 11/15/2028 | 4,000 | 3,841 | ||||||
| 348 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Colorado State, Qualified School Construction Board, COP | ||||||||
| 6.817%, 03/15/2028 | $ | 1,980 | $ | 2,091 | ||||
| 5,932 | ||||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 2,327 | 2,569 | ||||||
| Illinois — 0.2% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | 2,580 | 2,733 | ||||||
| Sales Tax Securitization, Ser A, RB | ||||||||
| 4.637%, 01/01/2040 | 3,960 | 3,944 | ||||||
| 6,677 | ||||||||
| Kansas — 0.1% | ||||||||
| Kansas State, Development Finance Authority, Ser H, RB | ||||||||
| 4.727%, 04/15/2037 | 4,620 | 4,713 | ||||||
| Massachusetts — 0.2% | ||||||||
| Massachusetts Clean Water Trust, Build America Project, RB | ||||||||
| 5.192%, 08/01/2040 | 2,615 | 2,696 | ||||||
| Massachusetts State, Build America Project, GO | ||||||||
| 4.910%, 05/01/2029 | 100 | 103 | ||||||
| Massachusetts State, Build America Project, RB | ||||||||
| 5.731%, 06/01/2040 | 80 | 85 | ||||||
| Massachusetts State, Educational Financing Authority, Ser A, RB | ||||||||
| 2.925%, 07/01/2028 | 2,550 | 2,498 | ||||||
| 1.638%, 07/01/2026 | 2,125 | 2,110 | ||||||
| 7,492 | ||||||||
| Michigan — 0.2% | ||||||||
| Michigan State, Finance Authority, RB | ||||||||
| 3.084%, 12/01/2034 | 1,685 | 1,572 | ||||||
| 2.671%, 09/01/2049 (B) | 4,600 | 4,568 | ||||||
| 6,140 | ||||||||
| New Hampshire — 0.0% | ||||||||
| New Hampshire Health and Education Facilities Authority Act, RB | ||||||||
| 5.040%, 11/01/2034 | 2,010 | 2,051 | ||||||
| New York — 0.5% | ||||||||
| City of New York, Ser D-2, GO | ||||||||
| 4.719%, 10/01/2032 | 3,700 | 3,841 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| City of New York, Ser H, GO | ||||||||
| 5.400%, 02/01/2034 | $ | 1,730 | $ | 1,868 | ||||
| New York & New Jersey, Port Authority, RB | ||||||||
| 4.926%, 10/01/2051 | 165 | 159 | ||||||
| New York & New Jersey, Port Authority, Ser 181, RB | ||||||||
| 4.960%, 08/01/2046 | 1,315 | 1,283 | ||||||
| New York City Transitional Finance Authority, RB | ||||||||
| 3.480%, 08/01/2026 (E) | 2,100 | 2,098 | ||||||
| New York State, Dormitory Authority, Build America Project, RB | ||||||||
| 5.289%, 03/15/2033 | 2,710 | 2,772 | ||||||
| New York State, Empire State Development, Build America Project, RB | ||||||||
| 5.770%, 03/15/2039 | 6,440 | 6,649 | ||||||
| 18,670 | ||||||||
| Ohio — 0.1% | ||||||||
| American Municipal Power, Build America Project, RB | ||||||||
| 6.053%, 02/15/2043 | 3,065 | 3,221 | ||||||
| Oregon — 0.1% | ||||||||
| Oregon State, School Boards Association, Ser B, GO | ||||||||
| 5.550%, 06/30/2028 | 2,429 | 2,470 | ||||||
| Pennsylvania — 0.3% | ||||||||
| Commonwealth Financing Authority, Ser A, RB | ||||||||
| 4.014%, 06/01/2033 | 5,840 | 5,839 | ||||||
| Pennsylvania State, Economic Development Financing Authority, RB | ||||||||
| 2.152%, 06/15/2029 | 5,465 | 5,219 | ||||||
| 11,058 | ||||||||
| Texas — 0.0% | ||||||||
| Grand Parkway, Transportation Corp, Ser E, RB | ||||||||
| 5.184%, 10/01/2042 | 555 | 582 | ||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 845 | 948 | ||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | 530 | 558 | ||||||
| 2,088 | ||||||||
| SEI Institutional Investments Trust | 349 |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Virginia — 0.1% | ||||||||
| Williamsburg Economic Development Authority, RB | ||||||||
| 4.957%, 11/01/2035 | $ | 2,500 | $ | 2,587 | ||||
| Total Municipal Bonds | ||||||||
| (Cost $116,281) ($ Thousands) | 113,684 | |||||||
| SOVEREIGN DEBT — 0.5% | ||||||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 55 | 55 | ||||||
| 3.860%, 06/21/2047 | 340 | 278 | ||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | 2,980 | 2,960 | ||||||
| Korea Development Bank | ||||||||
| 4.375%, 02/15/2028 | 5,150 | 5,222 | ||||||
| Mexico Government International Bond | ||||||||
| 6.625%, 01/29/2038 | 3,730 | 3,941 | ||||||
| Republic of Poland Government International Bond | ||||||||
| 4.875%, 10/04/2033 | 2,885 | 2,965 | ||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(A) | 4,755 | 4,776 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $19,643) ($ Thousands) | 20,197 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 3.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.480%**† | 139,678,857 | 139,679 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $139,679) ($ Thousands) | 139,679 | |||||||
| Total Investments in Securities — 102.6% | ||||||||
| (Cost $3,883,550) ($ Thousands) | $ | 3,848,160 | ||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | 364 | Jun-2026 | $ | 76,045 | $ | 76,175 | $ | 130 | ||||||||||
| U.S. 5-Year Treasury Notes | 144 | Jun-2026 | 15,792 | 15,860 | 68 | |||||||||||||
| U.S. Ultra Long Treasury Bonds | 186 | Jun-2026 | 22,412 | 22,617 | 205 | |||||||||||||
| 114,249 | 114,652 | 403 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 10-Year Treasury Notes | (237) | Jun-2026 | $ | (26,849 | ) | $ | (26,974 | ) | $ | (125 | ) | |||||||
| Ultra 10-Year U.S. Treasury Notes | (556) | Jun-2026 | (64,527 | ) | (64,904 | ) | (377 | ) | ||||||||||
| (91,376 | ) | (91,878 | ) | (502 | ) | |||||||||||||
| $ | 22,873 | $ | 22,774 | $ | (99 | ) | ||||||||||||
| 350 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Intermediate Duration Credit Fund (Concluded)
Percentages are based on Net Assets of $3,749,904 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Security, or a portion thereof, 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, 2026, the value of these securities amounted to $623,885 ($ Thousands), representing 16.6% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Perpetual security with no stated maturity date. |
| (D) | Interest rate represents the security's effective yield at the time of purchase. |
| (E) | Security is escrowed to maturity. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 59,986 | $ | 1,443,783 | $ | (1,364,090 | ) | $ | — | $ | — | $ | 139,679 | $ | 1,316 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 351 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 81.7% | ||||||||
| Communication Services — 8.1% | ||||||||
| Alphabet Inc, Cl A | 146,015 | $ | 45,522 | |||||
| Alphabet Inc, Cl C | 116,807 | 36,377 | ||||||
| AT&T Inc | 177,741 | 4,978 | ||||||
| Charter Communications Inc, Cl A * | 2,190 | 514 | ||||||
| Comcast Corp, Cl A | 90,907 | 2,814 | ||||||
| Electronic Arts Inc | 5,560 | 1,115 | ||||||
| Fox Corp | 5,045 | 284 | ||||||
| Fox Corp, Cl B | 3,904 | 202 | ||||||
| Live Nation Entertainment Inc * | 4,036 | 654 | ||||||
| Match Group Inc | 5,940 | 188 | ||||||
| Meta Platforms Inc, Cl A | 54,561 | 35,365 | ||||||
| Netflix Inc * | 106,168 | 10,218 | ||||||
| News Corp, Cl A | 9,662 | 235 | ||||||
| News Corp, Cl B | 2,542 | 68 | ||||||
| Omnicom Group Inc | 8,132 | 694 | ||||||
| Paramount Skydance Corp, Cl B | 8,143 | 110 | ||||||
| Take-Two Interactive Software Inc * | 4,273 | 904 | ||||||
| TKO Group Holdings Inc, Cl A | 1,577 | 353 | ||||||
| T-Mobile US Inc | 12,151 | 2,638 | ||||||
| Trade Desk Inc/The, Cl A * | 11,475 | 273 | ||||||
| Verizon Communications Inc | 105,226 | 5,276 | ||||||
| Walt Disney Co/The | 44,719 | 4,742 | ||||||
| Warner Bros Discovery Inc * | 61,693 | 1,738 | ||||||
| 155,262 | ||||||||
| Consumer Discretionary — 7.6% | ||||||||
| Airbnb Inc, Cl A * | 10,692 | 1,445 | ||||||
| Amazon.com Inc * | 244,115 | 51,264 | ||||||
| APTIV PLC * | 5,690 | 418 | ||||||
| AutoZone Inc * | 413 | 1,551 | ||||||
| Best Buy Co Inc | 5,091 | 315 | ||||||
| Booking Holdings Inc | 806 | 3,417 | ||||||
| Carnival Corp, Cl A | 27,743 | 875 | ||||||
| Carvana Co, Cl A * | 3,570 | 1,193 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 32,972 | 1,227 | ||||||
| Darden Restaurants Inc | 3,037 | 649 | ||||||
| Deckers Outdoor Corp * | 3,314 | 389 | ||||||
| Domino's Pizza Inc | 703 | 283 | ||||||
| DoorDash Inc, Cl A * | 9,325 | 1,646 | ||||||
| DR Horton Inc | 6,609 | 1,060 | ||||||
| eBay Inc | 11,140 | 1,012 | ||||||
| Expedia Group Inc | 2,879 | 621 | ||||||
| Ford Motor Co | 96,592 | 1,361 | ||||||
| Garmin Ltd | 4,183 | 1,058 | ||||||
| General Motors Co | 23,351 | 1,838 | ||||||
| Genuine Parts Co | 3,545 | 423 | ||||||
| Hasbro Inc | 3,420 | 341 | ||||||
| Hilton Worldwide Holdings Inc | 5,895 | 1,838 | ||||||
| Home Depot Inc/The | 24,834 | 9,455 | ||||||
| Las Vegas Sands Corp | 7,880 | 447 | ||||||
| Lennar Corp, Cl A | 5,323 | 609 | ||||||
| Lowe's Cos Inc | 14,039 | 3,714 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lululemon Athletica Inc * | 2,574 | $ | 477 | |||||
| Marriott International Inc/MD, Cl A | 5,650 | 1,931 | ||||||
| McDonald's Corp | 17,812 | 6,075 | ||||||
| MGM Resorts International * | 5,314 | 196 | ||||||
| NIKE Inc, Cl B | 29,596 | 1,840 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 11,600 | 287 | ||||||
| NVR Inc * | 67 | 504 | ||||||
| O'Reilly Automotive Inc * | 21,201 | 1,990 | ||||||
| Pool Corp | 842 | 191 | ||||||
| PulteGroup Inc | 5,037 | 691 | ||||||
| Ralph Lauren Corp, Cl A | 1,016 | 368 | ||||||
| Ross Stores Inc | 8,084 | 1,662 | ||||||
| Royal Caribbean Cruises Ltd | 6,306 | 1,961 | ||||||
| Starbucks Corp | 28,542 | 2,798 | ||||||
| Tapestry Inc | 5,344 | 831 | ||||||
| Tesla Inc * | 70,395 | 28,335 | ||||||
| TJX Cos Inc/The | 27,766 | 4,489 | ||||||
| Tractor Supply Co | 13,543 | 702 | ||||||
| Ulta Beauty Inc * | 1,157 | 792 | ||||||
| Williams-Sonoma Inc | 3,140 | 646 | ||||||
| Wynn Resorts Ltd | 2,155 | 233 | ||||||
| Yum! Brands Inc | 6,865 | 1,154 | ||||||
| 146,602 | ||||||||
| Consumer Staples — 4.2% | ||||||||
| Altria Group Inc | 42,028 | 2,902 | ||||||
| Archer-Daniels-Midland Co | 12,275 | 847 | ||||||
| Brown-Forman Corp, Cl B | 4,220 | 122 | ||||||
| Bunge Global SA | 3,677 | 444 | ||||||
| Campbell's | 4,541 | 122 | ||||||
| Church & Dwight Co Inc | 6,271 | 658 | ||||||
| Clorox Co/The | 2,641 | 336 | ||||||
| Coca-Cola Co/The | 97,013 | 7,912 | ||||||
| Colgate-Palmolive Co | 19,797 | 1,963 | ||||||
| Conagra Brands Inc | 9,308 | 179 | ||||||
| Constellation Brands Inc, Cl A | 3,741 | 590 | ||||||
| Costco Wholesale Corp | 11,086 | 11,206 | ||||||
| Dollar General Corp | 5,617 | 878 | ||||||
| Dollar Tree Inc * | 4,951 | 626 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 6,031 | 660 | ||||||
| General Mills Inc | 12,627 | 571 | ||||||
| Hershey Co/The | 3,829 | 905 | ||||||
| Hormel Foods Corp | 7,454 | 191 | ||||||
| J M Smucker Co/The | 2,709 | 314 | ||||||
| Kenvue Inc | 49,057 | 938 | ||||||
| Keurig Dr Pepper Inc | 35,109 | 1,063 | ||||||
| Kimberly-Clark Corp | 8,553 | 953 | ||||||
| Kraft Heinz Co/The | 21,941 | 540 | ||||||
| Kroger Co/The | 15,560 | 1,062 | ||||||
| Lamb Weston Holdings Inc | 3,322 | 160 | ||||||
| McCormick & Co Inc/MD | 6,446 | 458 | ||||||
| Molson Coors Beverage Co, Cl B | 4,339 | 213 | ||||||
| Mondelez International Inc, Cl A | 32,294 | 1,989 | ||||||
| Monster Beverage Corp * | 17,707 | 1,510 | ||||||
| 352 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| PepsiCo Inc | 34,160 | $ | 5,798 | |||||
| Philip Morris International Inc | 38,939 | 7,275 | ||||||
| Procter & Gamble Co/The | 58,592 | 9,797 | ||||||
| Sysco Corp | 12,147 | 1,107 | ||||||
| Target Corp | 11,208 | 1,275 | ||||||
| Tyson Foods Inc, Cl A | 7,278 | 473 | ||||||
| Walmart Inc | 109,838 | 14,054 | ||||||
| 80,091 | ||||||||
| Energy — 2.7% | ||||||||
| APA Corp | 9,000 | 273 | ||||||
| Baker Hughes Co, Cl A | 24,237 | 1,582 | ||||||
| Chevron Corp | 47,440 | 8,860 | ||||||
| ConocoPhillips | 30,874 | 3,503 | ||||||
| Coterra Energy Inc, Cl A | 19,426 | 594 | ||||||
| Devon Energy Corp | 16,201 | 705 | ||||||
| Diamondback Energy Inc | 4,807 | 837 | ||||||
| EOG Resources Inc | 13,504 | 1,676 | ||||||
| EQT Corp | 15,192 | 933 | ||||||
| Expand Energy | 6,085 | 657 | ||||||
| Exxon Mobil Corp | 105,782 | 16,132 | ||||||
| Halliburton Co | 21,957 | 790 | ||||||
| Kinder Morgan Inc | 48,324 | 1,608 | ||||||
| Marathon Petroleum Corp | 7,555 | 1,498 | ||||||
| Occidental Petroleum Corp | 18,366 | 975 | ||||||
| ONEOK Inc | 15,493 | 1,282 | ||||||
| Phillips 66 | 10,044 | 1,550 | ||||||
| SLB | 37,180 | 1,909 | ||||||
| Targa Resources Corp | 5,221 | 1,231 | ||||||
| Texas Pacific Land Corp | 1,479 | 775 | ||||||
| Valero Energy Corp | 7,705 | 1,577 | ||||||
| Williams Cos Inc/The | 30,652 | 2,290 | ||||||
| 51,237 | ||||||||
| Financials — 9.5% | ||||||||
| Aflac Inc | 11,961 | 1,351 | ||||||
| Allstate Corp/The | 6,556 | 1,406 | ||||||
| American Express Co | 13,465 | 4,159 | ||||||
| American International Group Inc | 13,704 | 1,103 | ||||||
| Ameriprise Financial Inc | 2,431 | 1,143 | ||||||
| Aon PLC, Cl A | 5,420 | 1,818 | ||||||
| Apollo Global Management Inc | 11,527 | 1,206 | ||||||
| Arch Capital Group Ltd * | 8,984 | 900 | ||||||
| Ares Management Corp, Cl A | 5,261 | 589 | ||||||
| Arthur J Gallagher & Co | 6,367 | 1,453 | ||||||
| Assurant Inc | 1,263 | 290 | ||||||
| Bank of America Corp | 168,465 | 8,395 | ||||||
| Bank of New York Mellon Corp/The | 17,604 | 2,097 | ||||||
| Berkshire Hathaway Inc, Cl B * | 45,986 | 23,221 | ||||||
| BlackRock Funding Inc/DE | 3,692 | 3,926 | ||||||
| Blackstone Inc | 18,568 | 2,105 | ||||||
| Block Inc, Cl A * | 13,455 | 857 | ||||||
| Brown & Brown Inc | 7,480 | 537 | ||||||
| Capital One Financial Corp | 15,911 | 3,113 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cboe Global Markets Inc | 2,691 | $ | 807 | |||||
| Charles Schwab Corp/The | 42,165 | 4,014 | ||||||
| Chubb Ltd | 9,183 | 3,130 | ||||||
| Cincinnati Financial Corp | 4,006 | 657 | ||||||
| Citigroup Inc | 45,169 | 4,977 | ||||||
| Citizens Financial Group Inc | 11,107 | 669 | ||||||
| CME Group Inc, Cl A | 9,235 | 2,951 | ||||||
| Coinbase Global Inc, Cl A * | 5,629 | 990 | ||||||
| Corpay Inc * | 1,824 | 593 | ||||||
| Erie Indemnity Co, Cl A | 676 | 182 | ||||||
| Everest Group Ltd | 1,067 | 358 | ||||||
| FactSet Research Systems Inc | 951 | 206 | ||||||
| Fidelity National Information Services Inc | 13,357 | 681 | ||||||
| Fifth Third Bancorp | 22,551 | 1,116 | ||||||
| Fiserv Inc * | 13,181 | 821 | ||||||
| Franklin Resources Inc | 7,897 | 210 | ||||||
| Global Payments Inc | 6,244 | 477 | ||||||
| Globe Life Inc | 2,062 | 300 | ||||||
| Goldman Sachs Group Inc/The | 7,571 | 6,508 | ||||||
| Hartford Insurance Group | 7,191 | 1,013 | ||||||
| Huntington Bancshares Inc/OH | 50,978 | 856 | ||||||
| Interactive Brokers Group Inc, Cl A | 11,533 | 821 | ||||||
| Intercontinental Exchange Inc | 14,666 | 2,407 | ||||||
| Invesco Ltd | 10,601 | 278 | ||||||
| Jack Henry & Associates Inc | 1,870 | 304 | ||||||
| JPMorgan Chase & Co | 68,238 | 20,492 | ||||||
| KeyCorp | 23,977 | 497 | ||||||
| KKR & Co Inc | 17,202 | 1,508 | ||||||
| Loews Corp | 3,985 | 438 | ||||||
| M&T Bank Corp | 3,729 | 809 | ||||||
| Marsh & McLennan Cos Inc | 12,329 | 2,302 | ||||||
| Mastercard Inc, Cl A | 20,516 | 10,611 | ||||||
| MetLife Inc | 13,797 | 994 | ||||||
| Moody's Corp | 3,980 | 1,901 | ||||||
| Morgan Stanley | 30,491 | 5,077 | ||||||
| MSCI Inc, Cl A | 1,909 | 1,092 | ||||||
| Nasdaq Inc | 11,686 | 1,024 | ||||||
| Northern Trust Corp | 4,883 | 699 | ||||||
| PayPal Holdings Inc | 23,813 | 1,100 | ||||||
| PNC Financial Services Group Inc/The | 9,763 | 2,073 | ||||||
| Principal Financial Group Inc | 5,216 | 498 | ||||||
| Progressive Corp/The | 14,567 | 3,112 | ||||||
| Prudential Financial Inc | 8,582 | 844 | ||||||
| Raymond James Financial Inc | 4,534 | 694 | ||||||
| Regions Financial Corp | 22,975 | 639 | ||||||
| Robinhood Markets Inc, Cl A * | 19,402 | 1,472 | ||||||
| S&P Global Inc | 7,826 | 3,458 | ||||||
| Synchrony Financial | 9,505 | 657 | ||||||
| T Rowe Price Group Inc | 5,658 | 535 | ||||||
| Travelers Cos Inc/The | 5,635 | 1,739 | ||||||
| Truist Financial Corp | 31,482 | 1,552 | ||||||
| US Bancorp | 38,625 | 2,111 | ||||||
| Visa Inc, Cl A | 42,293 | 13,540 | ||||||
| SEI Institutional Investments Trust | 353 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| W R Berkley Corp | 7,648 | $ | 548 | |||||
| Wells Fargo & Co | 78,703 | 6,410 | ||||||
| Willis Towers Watson PLC | 2,343 | 715 | ||||||
| 184,136 | ||||||||
| Health Care — 7.5% | ||||||||
| Abbott Laboratories | 43,472 | 5,058 | ||||||
| AbbVie Inc | 44,265 | 10,273 | ||||||
| Agilent Technologies Inc | 6,970 | 846 | ||||||
| Align Technology Inc * | 1,709 | 325 | ||||||
| Amgen Inc | 13,455 | 5,223 | ||||||
| Baxter International Inc | 13,734 | 280 | ||||||
| Becton Dickinson & Co | 7,089 | 1,251 | ||||||
| Biogen Inc * | 3,782 | 725 | ||||||
| Bio-Techne Corp | 3,644 | 215 | ||||||
| Boston Scientific Corp * | 37,263 | 2,864 | ||||||
| Bristol-Myers Squibb Co | 51,226 | 3,195 | ||||||
| Cardinal Health Inc | 5,905 | 1,354 | ||||||
| Cencora Inc | 4,855 | 1,807 | ||||||
| Centene Corp * | 12,003 | 539 | ||||||
| Charles River Laboratories International Inc * | 1,192 | 213 | ||||||
| Cigna Group/The | 6,702 | 1,942 | ||||||
| Cooper Cos Inc/The * | 5,238 | 438 | ||||||
| CVS Health Corp | 31,861 | 2,546 | ||||||
| Danaher Corp | 15,705 | 3,308 | ||||||
| DaVita Inc * | 563 | 88 | ||||||
| Dexcom Inc * | 10,059 | 739 | ||||||
| Edwards Lifesciences Corp * | 14,436 | 1,248 | ||||||
| Elevance Health Inc | 5,532 | 1,770 | ||||||
| Eli Lilly & Co | 19,896 | 20,930 | ||||||
| GE HealthCare Technologies Inc | 11,106 | 936 | ||||||
| Gilead Sciences Inc | 30,949 | 4,610 | ||||||
| HCA Healthcare Inc | 3,986 | 2,111 | ||||||
| Henry Schein Inc * | 2,637 | 217 | ||||||
| Hologic Inc * | 5,629 | 424 | ||||||
| Humana Inc | 3,073 | 585 | ||||||
| IDEXX Laboratories Inc * | 1,991 | 1,308 | ||||||
| Incyte Corp * | 4,043 | 409 | ||||||
| Insulet Corp * | 1,797 | 443 | ||||||
| Intuitive Surgical Inc * | 8,874 | 4,468 | ||||||
| IQVIA Holdings Inc * | 4,382 | 784 | ||||||
| Johnson & Johnson | 60,404 | 15,006 | ||||||
| Labcorp Holdings Inc | 2,130 | 616 | ||||||
| McKesson Corp | 3,065 | 3,026 | ||||||
| Medtronic PLC | 32,258 | 3,150 | ||||||
| Merck & Co Inc | 62,147 | 7,695 | ||||||
| Mettler-Toledo International Inc * | 533 | 728 | ||||||
| Moderna Inc * | 8,887 | 476 | ||||||
| Molina Healthcare Inc * | 1,364 | 210 | ||||||
| Pfizer Inc | 143,358 | 3,964 | ||||||
| Quest Diagnostics Inc | 2,853 | 605 | ||||||
| Regeneron Pharmaceuticals Inc | 2,499 | 1,953 | ||||||
| ResMed Inc | 3,546 | 909 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Revvity Inc | 2,931 | $ | 288 | |||||
| Solventum Corp * | 3,783 | 281 | ||||||
| STERIS PLC | 2,476 | 625 | ||||||
| Stryker Corp | 8,622 | 3,341 | ||||||
| Thermo Fisher Scientific Inc | 9,400 | 4,898 | ||||||
| UnitedHealth Group Inc | 22,673 | 6,649 | ||||||
| Universal Health Services Inc, Cl B | 1,421 | 293 | ||||||
| Vertex Pharmaceuticals Inc * | 6,354 | 3,157 | ||||||
| Viatris Inc | 28,909 | 432 | ||||||
| Waters Corp * | 2,491 | 796 | ||||||
| West Pharmaceutical Services Inc | 1,834 | 466 | ||||||
| Zimmer Biomet Holdings Inc | 5,136 | 506 | ||||||
| Zoetis Inc, Cl A | 11,023 | 1,445 | ||||||
| 144,987 | ||||||||
| Industrials — 7.0% | ||||||||
| 3M Co | 13,339 | 2,205 | ||||||
| A O Smith Corp | 2,764 | 216 | ||||||
| Allegion PLC | 2,172 | 350 | ||||||
| AMETEK Inc | 5,705 | 1,365 | ||||||
| Automatic Data Processing Inc | 10,192 | 2,185 | ||||||
| Axon Enterprise Inc * | 1,939 | 1,052 | ||||||
| Boeing Co/The * | 19,547 | 4,447 | ||||||
| Broadridge Financial Solutions Inc | 3,017 | 561 | ||||||
| Builders FirstSource Inc * | 2,841 | 296 | ||||||
| Carrier Global Corp | 19,732 | 1,271 | ||||||
| Caterpillar Inc | 11,742 | 8,722 | ||||||
| CH Robinson Worldwide Inc | 3,039 | 563 | ||||||
| Cintas Corp | 8,568 | 1,723 | ||||||
| Comfort Systems USA Inc | 888 | 1,269 | ||||||
| Copart Inc * | 21,654 | 825 | ||||||
| CSX Corp | 46,719 | 1,994 | ||||||
| Cummins Inc | 3,429 | 2,002 | ||||||
| Deere & Co | 6,352 | 4,000 | ||||||
| Delta Air Lines Inc | 16,019 | 1,052 | ||||||
| Dover Corp | 3,515 | 793 | ||||||
| Eaton Corp PLC | 9,822 | 3,692 | ||||||
| EMCOR Group Inc | 1,147 | 831 | ||||||
| Emerson Electric Co | 14,139 | 2,131 | ||||||
| Equifax Inc | 3,162 | 661 | ||||||
| Expeditors International of Washington Inc | 3,461 | 502 | ||||||
| Fastenal Co | 28,175 | 1,297 | ||||||
| FedEx Corp | 5,420 | 2,097 | ||||||
| Fortive Corp | 7,527 | 446 | ||||||
| GE Vernova Inc | 6,807 | 5,947 | ||||||
| Generac Holdings Inc * | 1,406 | 317 | ||||||
| General Dynamics Corp | 6,320 | 2,257 | ||||||
| General Electric Co | 26,469 | 9,059 | ||||||
| Honeywell International Inc | 16,001 | 3,898 | ||||||
| Howmet Aerospace Inc | 10,090 | 2,649 | ||||||
| Hubbell Inc, Cl B | 1,357 | 694 | ||||||
| Huntington Ingalls Industries Inc | 1,008 | 448 | ||||||
| IDEX Corp | 1,935 | 405 | ||||||
| Illinois Tool Works Inc | 6,419 | 1,865 | ||||||
| 354 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Ingersoll Rand Inc | 9,271 | $ | 873 | |||||
| Jacobs Solutions Inc | 3,052 | 421 | ||||||
| JB Hunt Transport Services Inc | 1,892 | 442 | ||||||
| Johnson Controls International PLC | 15,427 | 2,226 | ||||||
| L3Harris Technologies Inc | 4,637 | 1,690 | ||||||
| Leidos Holdings Inc | 3,296 | 577 | ||||||
| Lennox International Inc | 814 | 464 | ||||||
| Lockheed Martin Corp | 5,063 | 3,332 | ||||||
| Masco Corp | 5,172 | 370 | ||||||
| Nordson Corp | 1,380 | 405 | ||||||
| Norfolk Southern Corp | 5,617 | 1,768 | ||||||
| Northrop Grumman Corp | 3,383 | 2,451 | ||||||
| Old Dominion Freight Line Inc | 4,472 | 908 | ||||||
| Otis Worldwide Corp | 9,483 | 878 | ||||||
| PACCAR Inc | 13,018 | 1,641 | ||||||
| Parker-Hannifin Corp | 3,162 | 3,191 | ||||||
| Paychex Inc | 7,930 | 743 | ||||||
| Paycom Software Inc | 1,301 | 164 | ||||||
| Pentair PLC | 4,218 | 418 | ||||||
| Quanta Services Inc | 3,695 | 2,081 | ||||||
| Republic Services Inc, Cl A | 4,996 | 1,144 | ||||||
| Rockwell Automation Inc | 2,771 | 1,129 | ||||||
| Rollins Inc | 7,381 | 449 | ||||||
| RTX Corp | 33,662 | 6,821 | ||||||
| Snap-on Inc | 1,321 | 509 | ||||||
| Southwest Airlines Co | 12,547 | 618 | ||||||
| Stanley Black & Decker Inc | 3,863 | 334 | ||||||
| Textron Inc | 4,555 | 449 | ||||||
| Trane Technologies PLC | 5,571 | 2,576 | ||||||
| TransDigm Group Inc | 1,414 | 1,842 | ||||||
| Uber Technologies Inc * | 52,076 | 3,928 | ||||||
| Union Pacific Corp | 14,762 | 3,912 | ||||||
| United Airlines Holdings Inc * | 8,274 | 879 | ||||||
| United Parcel Service Inc, Cl B | 18,357 | 2,129 | ||||||
| United Rentals Inc | 1,596 | 1,341 | ||||||
| Veralto Corp | 6,291 | 613 | ||||||
| Verisk Analytics Inc, Cl A | 3,372 | 700 | ||||||
| Waste Management Inc | 9,334 | 2,248 | ||||||
| Westinghouse Air Brake Technologies Corp | 4,372 | 1,154 | ||||||
| WW Grainger Inc | 1,086 | 1,243 | ||||||
| Xylem Inc/NY | 5,919 | 767 | ||||||
| 135,915 | ||||||||
| Information Technology — 30.1% | ||||||||
| Accenture PLC, Cl A | 15,507 | 3,237 | ||||||
| Adobe Inc * | 10,483 | 2,751 | ||||||
| Advanced Micro Devices Inc * | 40,719 | 8,152 | ||||||
| Akamai Technologies Inc * | 3,584 | 353 | ||||||
| Amphenol Corp, Cl A | 30,541 | 4,461 | ||||||
| Analog Devices Inc | 12,316 | 4,382 | ||||||
| Apple Inc ^ | 761,963 | 201,295 | ||||||
| Applied Materials Inc | 19,965 | 7,433 | ||||||
| AppLovin Corp, Cl A * | 6,755 | 2,937 | ||||||
| Arista Networks Inc * | 26,011 | 3,473 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Autodesk Inc * | 5,309 | $ | 1,305 | |||||
| Broadcom Inc | 118,313 | 37,807 | ||||||
| Cadence Design Systems Inc * | 6,822 | 2,056 | ||||||
| CDW Corp/DE | 3,402 | 417 | ||||||
| Ciena Corp * | 3,536 | 1,233 | ||||||
| Cisco Systems Inc | 98,789 | 7,850 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 11,906 | 767 | ||||||
| Corning Inc | 19,524 | 2,936 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 6,283 | 2,337 | ||||||
| Datadog Inc, Cl A * | 8,273 | 926 | ||||||
| Dell Technologies Inc, Cl C | 7,397 | 1,095 | ||||||
| EPAM Systems Inc * | 1,412 | 199 | ||||||
| F5 Inc * | 1,457 | 395 | ||||||
| Fair Isaac Corp * | 609 | 858 | ||||||
| First Solar Inc * | 2,762 | 545 | ||||||
| Fortinet Inc * | 15,527 | 1,227 | ||||||
| Gartner Inc * | 1,748 | 275 | ||||||
| Gen Digital Inc | 14,629 | 330 | ||||||
| GoDaddy Inc, Cl A * | 3,230 | 282 | ||||||
| Hewlett Packard Enterprise Co | 33,807 | 726 | ||||||
| HP Inc | 24,195 | 460 | ||||||
| Intel Corp * | 111,972 | 5,107 | ||||||
| International Business Machines Corp | 23,368 | 5,613 | ||||||
| Intuit Inc | 6,965 | 2,849 | ||||||
| Jabil Inc | 2,715 | 719 | ||||||
| Keysight Technologies Inc * | 4,404 | 1,354 | ||||||
| KLA Corp | 3,290 | 5,016 | ||||||
| Lam Research Corp | 31,516 | 7,371 | ||||||
| Microchip Technology Inc | 13,791 | 1,029 | ||||||
| Micron Technology Inc | 28,109 | 11,591 | ||||||
| Microsoft Corp | 186,477 | 73,237 | ||||||
| Monolithic Power Systems Inc | 1,183 | 1,352 | ||||||
| Motorola Solutions Inc | 4,165 | 2,009 | ||||||
| NetApp Inc | 5,153 | 510 | ||||||
| NVIDIA Corp | 609,640 | 108,022 | ||||||
| NXP Semiconductors NV | 6,244 | 1,418 | ||||||
| ON Semiconductor Corp * | 9,894 | 658 | ||||||
| Oracle Corp | 42,148 | 6,128 | ||||||
| Palantir Technologies Inc, Cl A * | 57,163 | 7,842 | ||||||
| Palo Alto Networks Inc * | 19,930 | 2,968 | ||||||
| PTC Inc * | 3,098 | 485 | ||||||
| Qnity Electronics Inc | 5,396 | 684 | ||||||
| QUALCOMM Inc | 26,785 | 3,813 | ||||||
| Roper Technologies Inc | 2,639 | 923 | ||||||
| Salesforce Inc | 23,869 | 4,649 | ||||||
| SanDisk Corp * | 3,540 | 2,249 | ||||||
| Seagate Technology Holdings PLC | 5,305 | 2,164 | ||||||
| ServiceNow Inc * | 25,871 | 2,794 | ||||||
| Skyworks Solutions Inc | 3,866 | 230 | ||||||
| Super Micro Computer Inc * | 12,913 | 418 | ||||||
| Synopsys Inc * | 4,664 | 1,931 | ||||||
| TE Connectivity PLC | 7,398 | 1,703 | ||||||
| Teledyne Technologies Inc * | 1,202 | 819 | ||||||
| SEI Institutional Investments Trust | 355 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Teradyne Inc | 3,854 | $ | 1,233 | |||||
| Texas Instruments Inc | 22,870 | 4,851 | ||||||
| Trimble Inc * | 6,078 | 406 | ||||||
| Tyler Technologies Inc * | 1,105 | 392 | ||||||
| VeriSign Inc | 2,182 | 497 | ||||||
| Western Digital Corp | 8,645 | 2,418 | ||||||
| Workday Inc, Cl A * | 5,529 | 740 | ||||||
| Zebra Technologies Corp, Cl A * | 1,288 | 289 | ||||||
| 580,981 | ||||||||
| Materials — 1.6% | ||||||||
| Air Products and Chemicals Inc | 5,495 | 1,515 | ||||||
| Albemarle Corp | 2,916 | 521 | ||||||
| Amcor | 11,904 | 577 | ||||||
| Avery Dennison Corp | 2,005 | 394 | ||||||
| Ball Corp | 6,122 | 411 | ||||||
| CF Industries Holdings Inc | 3,619 | 360 | ||||||
| Corteva Inc | 16,664 | 1,335 | ||||||
| CRH PLC | 16,920 | 2,030 | ||||||
| Dow Inc | 17,977 | 552 | ||||||
| DuPont de Nemours Inc | 10,792 | 540 | ||||||
| Ecolab Inc | 6,373 | 1,965 | ||||||
| Freeport-McMoRan Inc, Cl B | 35,717 | 2,432 | ||||||
| International Flavors & Fragrances Inc | 6,655 | 547 | ||||||
| International Paper Co | 13,592 | 592 | ||||||
| Linde PLC | 11,650 | 5,919 | ||||||
| LyondellBasell Industries NV, Cl A | 6,610 | 380 | ||||||
| Martin Marietta Materials Inc | 1,557 | 1,053 | ||||||
| Mosaic Co/The | 7,822 | 218 | ||||||
| Newmont Corp | 27,178 | 3,533 | ||||||
| Nucor Corp | 5,868 | 1,038 | ||||||
| Packaging Corp of America | 2,278 | 529 | ||||||
| PPG Industries Inc | 5,759 | 710 | ||||||
| Sherwin-Williams Co/The | 5,788 | 2,099 | ||||||
| Smurfit WestRock PLC | 12,362 | 581 | ||||||
| Steel Dynamics Inc | 3,563 | 688 | ||||||
| Vulcan Materials Co | 3,246 | 1,006 | ||||||
| 31,525 | ||||||||
| Real Estate — 1.5% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 3,863 | 209 | ||||||
| American Tower Corp, Cl A ‡ | 11,717 | 2,248 | ||||||
| AvalonBay Communities Inc ‡ | 3,663 | 649 | ||||||
| BXP Inc ‡ | 3,781 | 218 | ||||||
| Camden Property Trust ‡ | 2,744 | 297 | ||||||
| CBRE Group Inc, Cl A * | 7,245 | 1,070 | ||||||
| CoStar Group Inc * | 10,825 | 483 | ||||||
| Crown Castle Inc ‡ | 10,668 | 955 | ||||||
| Digital Realty Trust Inc ‡ | 7,941 | 1,407 | ||||||
| Equinix Inc ‡ | 2,440 | 2,377 | ||||||
| Equity Residential ‡ | 8,867 | 560 | ||||||
| Essex Property Trust Inc ‡ | 1,657 | 423 | ||||||
| Extra Space Storage Inc ‡ | 5,469 | 826 | ||||||
| Federal Realty Investment Trust ‡ | 2,011 | 219 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Healthpeak Properties Inc ‡ | 17,856 | $ | 316 | |||||
| Host Hotels & Resorts Inc ‡ | 16,791 | 329 | ||||||
| Invitation Homes Inc ‡ | 14,508 | 382 | ||||||
| Iron Mountain Inc ‡ | 7,610 | 824 | ||||||
| Kimco Realty Corp ‡ | 17,412 | 410 | ||||||
| Mid-America Apartment Communities Inc ‡ | 2,639 | 353 | ||||||
| Prologis Inc ‡ | 23,397 | 3,336 | ||||||
| Public Storage ‡ | 3,855 | 1,184 | ||||||
| Realty Income Corp ‡ | 22,522 | 1,509 | ||||||
| Regency Centers Corp ‡ | 4,197 | 332 | ||||||
| SBA Communications Corp, Cl A ‡ | 2,764 | 556 | ||||||
| Simon Property Group Inc ‡ | 8,143 | 1,660 | ||||||
| UDR Inc ‡ | 7,651 | 287 | ||||||
| Ventas Inc ‡ | 11,623 | 1,001 | ||||||
| VICI Properties Inc, Cl A ‡ | 27,509 | 831 | ||||||
| Welltower Inc ‡ | 17,326 | 3,589 | ||||||
| Weyerhaeuser Co ‡ | 18,783 | 461 | ||||||
| 29,301 | ||||||||
| Utilities — 1.9% | ||||||||
| AES Corp/The | 17,607 | 304 | ||||||
| Alliant Energy Corp | 6,549 | 474 | ||||||
| Ameren Corp | 6,967 | 789 | ||||||
| American Electric Power Co Inc | 13,265 | 1,775 | ||||||
| American Water Works Co Inc | 4,638 | 631 | ||||||
| Atmos Energy Corp | 4,136 | 773 | ||||||
| CenterPoint Energy Inc | 16,536 | 719 | ||||||
| CMS Energy Corp | 7,638 | 596 | ||||||
| Consolidated Edison Inc | 9,223 | 1,038 | ||||||
| Constellation Energy Corp | 7,860 | 2,593 | ||||||
| Dominion Energy Inc | 21,847 | 1,379 | ||||||
| DTE Energy Co | 5,349 | 793 | ||||||
| Duke Energy Corp | 19,441 | 2,544 | ||||||
| Edison International | 9,822 | 734 | ||||||
| Entergy Corp | 10,962 | 1,174 | ||||||
| Evergy Inc | 6,025 | 504 | ||||||
| Eversource Energy | 9,485 | 723 | ||||||
| Exelon Corp | 24,927 | 1,233 | ||||||
| FirstEnergy Corp | 13,246 | 678 | ||||||
| NextEra Energy Inc | 51,966 | 4,873 | ||||||
| NiSource Inc | 12,121 | 573 | ||||||
| NRG Energy Inc | 4,680 | 838 | ||||||
| PG&E Corp | 56,649 | 1,076 | ||||||
| Pinnacle West Capital Corp | 2,970 | 298 | ||||||
| PPL Corp | 18,991 | 740 | ||||||
| Public Service Enterprise Group Inc | 12,208 | 1,051 | ||||||
| Sempra | 16,221 | 1,562 | ||||||
| Southern Co/The | 27,462 | 2,674 | ||||||
| Vistra Corp | 7,902 | 1,374 | ||||||
| WEC Energy Group Inc | 8,440 | 987 | ||||||
| 356 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 14,570 | $ | 1,215 | |||||
| 36,715 | ||||||||
| Total Common Stock | ||||||||
| (Cost $502,104) ($ Thousands) | 1,576,752 | |||||||
| CASH EQUIVALENT — 1.6% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.480%**† | 30,318,544 | 30,319 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $30,319) ($ Thousands) | 30,319 | |||||||
| PURCHASED OPTION — 0.0% | ||||||||
| Total Purchased Option | ||||||||
| (Cost $1,610) ($ Thousands) | 1,180 | |||||||
| PURCHASED SWAPTIONS — 0.6% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $12,020) ($ Thousands) | 11,308 | |||||||
| Total Investments in Securities — 83.9% | ||||||||
| (Cost $546,053) ($ Thousands) | $ | 1,619,559 | ||||||
| WRITTEN SWAPTIONS — (0.2)% | ||||||||
| Total Written Swaptions | ||||||||
| (Premiums Received $3,950) ($ Thousands) | $ | (3,645 | ) | |||||
A list of open exchange traded options contracts for the Fund at February 28, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||||
| PURCHASED OPTION — 0.0% | ||||||||||||||||||||
| Call Options | $ | – | $ | – | ||||||||||||||||
| USD CALL/CNH PUT | 16,100,000 | $ | 114,954 | $ | 7.14 | 2/20/2027 | $ | 1,180 | ||||||||||||
| Total Purchased Option | $ | 114,954 | $ | 1,180 | ||||||||||||||||
A list of open over the counter swaptions contracts for the Fund at February 28, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.6% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| Swaption Payer Floating EUR-EURIBOR | Goldman Sachs | $ | 121,680,000 | $ | 3.04 | 03/22/2036 | $ | 3 | ||||||||
| Call Swaptions | ||||||||||||||||
| Swaption Payer Floating 1-Year USD SOFR | Goldman Sachs | $ | 1,814,400,000 | 3.00 | 12/18/2027 | $ | 7,339 | |||||||||
| Swaption Payer Floating 1-Year USD SOFR | Goldman Sachs | 1,615,000,000 | 0.75 | 05/22/2027 | 2,892 | |||||||||||
| Swaption Payer Floating 1-Year USD SOFR | Goldman Sachs | 1,575,843,810 | 0.37 | 08/22/2026 | 1,074 | |||||||||||
| 5,005,243,810 | 11,305 | |||||||||||||||
| Total Purchased Swaptions | $ | 5,126,923,810 | $ | 11,308 | ||||||||||||
| SEI Institutional Investments Trust | 357 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Continued)
A list of open over the counter swaptions contracts for the Fund at February 28, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| WRITTEN SWAPTIONS — (0.2)% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| Swaption Payer Floating EUR-EURIBOR | Goldman Sachs | $ | (1,078,480,000 | ) | $ | 2.43 | 03/20/2027 | $ | – | |||||||
| Call Swaptions | ||||||||||||||||
| Swaption Payer Floating 1-Year USD SOFR | Goldman Sachs | $ | (1,615,000,000 | ) | 1.50 | 05/22/2027 | $ | (315 | ) | |||||||
| Swaption Payer Floating 1-Year USD SOFR | Goldman Sachs | (2,721,600,000 | ) | 2.00 | 12/18/2027 | (3,330 | ) | |||||||||
| (4,336,600,000 | ) | (3,645 | ) | |||||||||||||
| Total Written Swaptions | $ | (5,415,080,000 | ) | $ | (3,645 | ) | ||||||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| MSCI Emerging Markets Index | 728 | Mar-2026 | $ | 58,137 | $ | 58,308 | $ | 171 | ||||||||||
| S&P 500 Index E-Mini^ | 1,315 | Mar-2026 | 453,132 | 452,952 | (180 | ) | ||||||||||||
| $ | 511,269 | $ | 511,260 | $ | (9 | ) | ||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2026, is as follows:
| Interest Rate Swaps | |||||||||||||||||||||||||
| Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| SOFR | 4.35% | Annually | 11/02/2031 | USD | 837,500 | $ | 42,465 | $ | – | $ | 42,465 | ||||||||||||||
| 2.477%^ | CPI | Annually | 06/06/2030 | USD | 1,158,857 | 11,691 | – | 11,691 | |||||||||||||||||
| CPI ^ | 2.506% | Annually | 06/06/2030 | USD | 1,158,857 | (15,220 | ) | – | (15,220 | ) | |||||||||||||||
| 0.28096% | 1-DAY JPOIS | Annually | 05/15/2026 | JPY | 264,893,382 | 1,765 | – | 1,765 | |||||||||||||||||
| 0.29283% | THOR | Annually | 05/15/2026 | JPY | 209,944,853 | 1,365 | – | 1,365 | |||||||||||||||||
| SOFR | 3.41% | Annually | 12/11/2028 | USD | 1,023,842 | 7,438 | – | 7,438 | |||||||||||||||||
| 3.432% | SOFR | Annually | 12/11/2056 | USD | 107,637 | 8,886 | – | 8,886 | |||||||||||||||||
| 4.161% | SOFR | Annually | 11/02/2056 | USD | 214,675 | (9,467 | ) | – | (9,467 | ) | |||||||||||||||
| $ | 48,923 | $ | – | $ | 48,923 | ||||||||||||||||||||
A list of open OTC swap agreements held by the Fund at February 28, 2026, is as follows:
| Total Return Swaps | |||||||||||||||||||||||||||||
| Counterparty | Reference Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Thousands) | |||||||||||||||||||
| JPMorgan Chase | BERYTR INDEX ^ | SOFRRATE + 13 BPS | INDEX RETURN | Annually | 05/01/2026 | USD | 20,000 | $ | 957 | $ | – | $ | 957 | ||||||||||||||||
| JPMorgan Chase | BERYTR INDEX ^ | SOFRRATE + 13 BPS | INDEX RETURN | Annually | 05/01/2026 | USD | 20,000 | 906 | – | 906 | |||||||||||||||||||
| JPMorgan Chase | APPLE INC | ASSET RETURN | SOFR + 37BPS | Annually | 06/18/2026 | USD | 77,430 | 17 | – | 17 | |||||||||||||||||||
| JPMorgan Chase | APPLE INC ^ | ASSET RETURN | SOFR + 37BPS | Annually | 06/18/2026 | USD | 25,810 | 6 | – | 6 | |||||||||||||||||||
| JPMorgan Chase | BERYTR INDEX ^ | SOFRRATE + 13 BPS | INDEX RETURN | Annually | 05/01/2026 | USD | 40,000 | 1,018 | – | 1,018 | |||||||||||||||||||
| JPMorgan Chase | TRSJMFX121E 11/16/26 | FLOATING 0% | ASSET RETURN | Monthly | 11/17/2026 | USD | 183,037 | 30 | – | 30 | |||||||||||||||||||
| JPMorgan Chase | TRSJMFX121E 11/16/26 | JMFX121E INDEX | FLOATING 0% | Annually | 11/17/2026 | USD | 261,762 | 43 | – | 43 | |||||||||||||||||||
| JPMorgan Chase | TRSJMFX121E 11/16/26 | JMFX121E-INDEX | FLOATING 0% | Annually | 11/17/2026 | USD | 104,340 | 17 | – | 17 | |||||||||||||||||||
| $ | 2,994 | $ | – | $ | 2,994 | ||||||||||||||||||||||||
| Percentages are based on Net Assets of $1,930,530 ($ Thousands). | |
| * | Non-income producing security. |
| ‡ | Real Estate Investment Trust. |
| ** | The rate reported is the 7-day effective yield as of February 28, 2026. |
| ^ | Security, or a portion thereof, is held by the DAA Commodity Strategy Subsidiary, Ltd. as of February 28, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| 358 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Dynamic Asset Allocation Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2026 ($ Thousands):
| Security Description | Value 5/31/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 2/28/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 19,607 | $ | 151,332 | $ | (140,620 | ) | $ | — | $ | — | $ | 30,319 | $ | 693 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 359 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 53.3% | ||||||||
| U.S. Treasury Bills ^ | ||||||||
| 3.649%, 03/31/2026 (A) | $ | 3,850 | $ | 3,839 | ||||
| 3.649%, 04/07/2026 (A) | 2,340 | 2,332 | ||||||
| 3.638%, 04/14/2026 (A) | 8,090 | 8,055 | ||||||
| 3.636%, 03/24/2026 (A) | 2,610 | 2,604 | ||||||
| 3.635%, 04/21/2026 (A) | 600 | 597 | ||||||
| 3.635%, 05/14/2026 (A) | 415 | 412 | ||||||
| 3.634%, 04/16/2026 (A) | 420 | 418 | ||||||
| 3.634%, 05/21/2026 (A) | 2,730 | 2,708 | ||||||
| 3.633%, 03/05/2026 (A) | 2,430 | 2,429 | ||||||
| 3.632%, 04/02/2026 (A) | 9,735 | 9,705 | ||||||
| 3.625%, 03/17/2026 (A) | 10,325 | 10,309 | ||||||
| 3.619%, 03/26/2026 (A) | 26,560 | 26,496 | ||||||
| 3.618%, 05/26/2026 (A) | 1,200 | 1,190 | ||||||
| 3.602%, 05/19/2026 (A) | 12,375 | 12,279 | ||||||
| 3.590%, 03/10/2026 (A) | 610 | 609 | ||||||
| 3.583%, 05/12/2026 (A) | 2,600 | 2,582 | ||||||
| 3.575%, 03/03/2026 (A) | 900 | 900 | ||||||
| 3.546%, 03/12/2026 (A) | 390 | 390 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 2.375%, 10/15/2028 | 11,595 | 12,065 | ||||||
| 1.625%, 10/15/2027 | 6,872 | 6,983 | ||||||
| 1.625%, 04/15/2030 | 27,640 | 28,213 | ||||||
| 1.250%, 04/15/2028 | 4,576 | 4,604 | ||||||
| 1.125%, 10/15/2030 | 26,400 | 26,475 | ||||||
| 0.750%, 07/15/2028 | 22,185 | 22,185 | ||||||
| 0.375%, 07/15/2027 | 38,386 | 38,324 | ||||||
| 0.250%, 07/15/2029 | 120,404 | 117,847 | ||||||
| 0.125%, 01/15/2030 | 9,554 | 9,220 | ||||||
| 0.125%, 07/15/2030 | 46,811 | 45,046 | ||||||
| U.S. Treasury Notes ^ | ||||||||
| 4.875%, 05/31/2026 | 800 | 802 | ||||||
| 4.500%, 04/15/2027 | 600 | 607 | ||||||
| 4.375%, 08/15/2026 | 1,200 | 1,204 | ||||||
| 4.375%, 07/15/2027 | 800 | 810 | ||||||
| 4.250%, 12/31/2026 | 1,500 | 1,508 | ||||||
| 4.250%, 01/15/2028 | 700 | 711 | ||||||
| 4.250%, 02/15/2028 | 1,400 | 1,422 | ||||||
| 3.875%, 05/31/2027 | 800 | 804 | ||||||
| 3.848%, USBMMY3M + 0.205%, 10/31/2026 (B) | 8,600 | 8,609 | ||||||
| 3.833%, USBMMY3M + 0.190%, 10/31/2027 (B) | 7,000 | 7,011 | ||||||
| 3.805%, USBMMY3M + 0.182%, 07/31/2026 (B) | 3,000 | 3,002 | ||||||
| 3.783%, USBMMY3M + 0.160%, 04/30/2027 (B) | 4,900 | 4,906 | ||||||
| 3.782%, USBMMY3M + 0.159%, 07/31/2027 (B) | 8,100 | 8,110 | ||||||
| 3.773%, USBMMY3M + 0.150%, 04/30/2026 (B) | 8,500 | 8,501 | ||||||
| 3.750%, 08/31/2026 | 400 | 400 | ||||||
| 3.750%, 05/15/2028 | 700 | 705 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.722%, 01/31/2028 | 4,200 | $ | 4,200 | |||||
| 3.721%, USBMMY3M + 0.098%, 01/31/2027 (B) | $ | 4,000 | 4,001 | |||||
| 3.500%, 10/31/2027 | 1,500 | 1,502 | ||||||
| 3.500%, 01/15/2029 | 1,500 | 1,505 | ||||||
| 3.375%, 09/15/2027 | 800 | 799 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $454,087) ($ Thousands) | 459,935 | |||||||
| Shares | ||||||||
| COMMON STOCK — 30.3% | ||||||||
| Communication Services — 1.4% | ||||||||
| Alphabet Inc, Cl A | 5,693 | 1,775 | ||||||
| Alphabet Inc, Cl C | 4,634 | 1,443 | ||||||
| AST SpaceMobile Inc, Cl A * | 3,093 | 245 | ||||||
| AT&T Inc (C) | 80,326 | 2,250 | ||||||
| Comcast Corp, Cl A | 44,199 | 1,368 | ||||||
| Globalstar Inc * | 943 | 59 | ||||||
| Liberty Global Ltd, Cl C * | 1,845 | 23 | ||||||
| Liberty Latin America Ltd, Cl C * | 3,003 | 24 | ||||||
| Lumen Technologies Inc * | 13,033 | 93 | ||||||
| Meta Platforms Inc, Cl A | 2,045 | 1,325 | ||||||
| Millicom International Cellular SA | 1,084 | 79 | ||||||
| Reddit Inc, Cl A * | 62 | 9 | ||||||
| Telephone and Data Systems Inc | 1,140 | 51 | ||||||
| T-Mobile US Inc | 5,880 | 1,276 | ||||||
| Uniti Group Inc * | 2,997 | 22 | ||||||
| Verizon Communications Inc | 47,006 | 2,357 | ||||||
| 12,399 | ||||||||
| Consumer Staples — 7.7% | ||||||||
| Albertsons Cos Inc, Cl A | 8,668 | 155 | ||||||
| Altria Group Inc (C) | 34,210 | 2,362 | ||||||
| Andersons Inc/The | 716 | 47 | ||||||
| Archer-Daniels-Midland Co | 9,369 | 647 | ||||||
| Atrium Therapeutics * | 78 | 1 | ||||||
| BellRing Brands Inc * | 2,525 | 46 | ||||||
| BJ's Wholesale Club Holdings Inc * | 2,699 | 267 | ||||||
| Boston Beer Co Inc/The, Cl A * | 114 | 26 | ||||||
| Brown-Forman Corp, Cl A | 1,163 | 34 | ||||||
| Brown-Forman Corp, Cl B | 3,421 | 99 | ||||||
| Bunge Global SA | 2,815 | 340 | ||||||
| Cal-Maine Foods Inc | 723 | 63 | ||||||
| Campbell's | 3,501 | 94 | ||||||
| Casey's General Stores Inc | 714 | 489 | ||||||
| Celsius Holdings Inc * | 3,521 | 189 | ||||||
| Central Garden & Pet Co, Cl A * | 981 | 34 | ||||||
| Chefs' Warehouse Inc/The * | 529 | 38 | ||||||
| Church & Dwight Co Inc | 4,399 | 461 | ||||||
| Clorox Co/The | 2,308 | 293 | ||||||
| Coca-Cola Co/The (C) | 74,631 | 6,087 | ||||||
| Coca-Cola Consolidated Inc | 1,001 | 203 | ||||||
| 360 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Colgate-Palmolive Co | 14,868 | $ | 1,474 | |||||
| Conagra Brands Inc | 8,519 | 164 | ||||||
| Constellation Brands Inc, Cl A | 2,784 | 439 | ||||||
| Costco Wholesale Corp (C) | 9,002 | 9,099 | ||||||
| Darling Ingredients Inc * | 3,039 | 162 | ||||||
| Dole PLC | 1,997 | 32 | ||||||
| Dollar General Corp | 4,286 | 670 | ||||||
| Dollar Tree Inc * | 3,857 | 488 | ||||||
| elf Beauty Inc * | 994 | 91 | ||||||
| Energizer Holdings Inc | 1,064 | 23 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 4,831 | 529 | ||||||
| Flowers Foods Inc | 3,606 | 36 | ||||||
| Freshpet Inc * | 855 | 72 | ||||||
| General Mills Inc | 9,768 | 442 | ||||||
| Grocery Outlet Holding Corp * | 2,231 | 22 | ||||||
| Herbalife Ltd * | 2,495 | 49 | ||||||
| Hershey Co/The | 2,925 | 691 | ||||||
| Hormel Foods Corp | 5,459 | 140 | ||||||
| Ingles Markets Inc, Cl A | 394 | 34 | ||||||
| Ingredion Inc | 1,290 | 152 | ||||||
| Inter Parfums Inc | 259 | 26 | ||||||
| J & J Snack Foods Corp | 343 | 30 | ||||||
| J M Smucker Co/The | 2,116 | 245 | ||||||
| John B Sanfilippo & Son Inc | 373 | 31 | ||||||
| Kenvue Inc | 37,509 | 717 | ||||||
| Keurig Dr Pepper Inc | 25,478 | 771 | ||||||
| Kimberly-Clark Corp | 6,599 | 735 | ||||||
| Kraft Heinz Co/The | 16,444 | 405 | ||||||
| Kroger Co/The | 11,497 | 785 | ||||||
| Lamb Weston Holdings Inc | 2,440 | 118 | ||||||
| Maplebear Inc * | 3,650 | 137 | ||||||
| Marzetti | 385 | 63 | ||||||
| McCormick & Co Inc/MD | 5,014 | 356 | ||||||
| MGP Ingredients Inc | 315 | 6 | ||||||
| Mission Produce Inc * | 5,233 | 74 | ||||||
| Molson Coors Beverage Co, Cl B | 3,183 | 156 | ||||||
| Mondelez International Inc, Cl A | 25,808 | 1,589 | ||||||
| Monster Beverage Corp * | 13,659 | 1,165 | ||||||
| Nu Skin Enterprises Inc, Cl A | 1,445 | 12 | ||||||
| Oil-Dri Corp of America | 1,082 | 73 | ||||||
| PepsiCo Inc (C) | 26,134 | 4,436 | ||||||
| Performance Food Group Co * | 3,667 | 356 | ||||||
| Philip Morris International Inc (C) | 30,681 | 5,732 | ||||||
| Pilgrim's Pride Corp | 633 | 27 | ||||||
| Post Holdings Inc * | 1,018 | 108 | ||||||
| PriceSmart Inc | 546 | 84 | ||||||
| Primo Brands Corp, Cl A | 4,727 | 107 | ||||||
| Procter & Gamble Co/The (C) | 45,175 | 7,553 | ||||||
| Seaboard Corp | 8 | 41 | ||||||
| Simply Good Foods Co/The * | 1,364 | 23 | ||||||
| Smithfield Foods Inc | 1,472 | 37 | ||||||
| Spectrum Brands Holdings Inc | 552 | 43 | ||||||
| Sprouts Farmers Market Inc * | 1,810 | 134 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sysco Corp | 9,526 | $ | 868 | |||||
| Target Corp | 8,574 | 976 | ||||||
| Tootsie Roll Industries Inc | 931 | 39 | ||||||
| Turning Point Brands Inc | 398 | 55 | ||||||
| Tyson Foods Inc, Cl A (C) | 5,262 | 342 | ||||||
| United Natural Foods Inc * | 1,389 | 53 | ||||||
| US Foods Holding Corp * | 4,492 | 434 | ||||||
| Vita Coco Co Inc/The * | 1,150 | 67 | ||||||
| Vital Farms Inc * | 691 | 15 | ||||||
| Walmart Inc (C) | 84,391 | 10,798 | ||||||
| WD-40 Co | 260 | 62 | ||||||
| Weis Markets Inc | 493 | 33 | ||||||
| 66,701 | ||||||||
| Energy — 9.4% | ||||||||
| Antero Midstream Corp | 12,328 | 277 | ||||||
| Antero Resources Corp * | 9,749 | 359 | ||||||
| APA Corp | 11,495 | 349 | ||||||
| Archrock Inc | 5,912 | 209 | ||||||
| Ardmore Shipping Corp | 1,704 | 28 | ||||||
| Atlas Energy Solutions Inc, Cl A | 7,959 | 77 | ||||||
| Baker Hughes Co, Cl A | 35,189 | 2,296 | ||||||
| BKV Corp * | 1,280 | 40 | ||||||
| Borr Drilling Ltd | 8,015 | 49 | ||||||
| Bristow Group Inc * | 1,203 | 57 | ||||||
| Cactus Inc, Cl A | 2,376 | 128 | ||||||
| California Resources Corp | 2,691 | 158 | ||||||
| Calumet Inc * | 2,013 | 54 | ||||||
| Centrus Energy Corp, Cl A * | 779 | 158 | ||||||
| Cheniere Energy Inc | 7,287 | 1,718 | ||||||
| Chevron Corp (C) | 63,046 | 11,774 | ||||||
| Chord Energy Corp | 2,039 | 221 | ||||||
| Clean Energy Fuels Corp * | 7,126 | 16 | ||||||
| CNX Resources Corp * | 4,412 | 184 | ||||||
| Comstock Resources Inc * | 2,176 | 43 | ||||||
| ConocoPhillips (C) | 42,512 | 4,823 | ||||||
| Core Laboratories Inc | 1,242 | 22 | ||||||
| Core Natural Resources Inc | 1,939 | 159 | ||||||
| Coterra Energy Inc, Cl A | 25,374 | 776 | ||||||
| Crescent Energy Co, Cl A | 6,805 | 79 | ||||||
| Delek US Holdings Inc | 2,507 | 95 | ||||||
| Devon Energy Corp | 20,906 | 910 | ||||||
| DHT Holdings Inc | 5,061 | 99 | ||||||
| Diamondback Energy Inc | 6,373 | 1,109 | ||||||
| Diversified Energy Co | 2,952 | 41 | ||||||
| Dorian LPG Ltd | 858 | 32 | ||||||
| DT Midstream Inc | 3,469 | 482 | ||||||
| Encore Energy Corp * | 8,840 | 24 | ||||||
| Energy Fuels Inc/Canada * | 10,921 | 233 | ||||||
| EOG Resources Inc | 18,394 | 2,282 | ||||||
| EQT Corp | 21,474 | 1,319 | ||||||
| Expand Energy | 7,975 | 861 | ||||||
| Expro Group Holdings NV * | 3,671 | 66 | ||||||
| Exxon Mobil Corp (C) | 131,028 | 19,982 | ||||||
| SEI Institutional Investments Trust | 361 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| FLEX LNG Ltd | 871 | $ | 24 | |||||
| Golar LNG Ltd | 2,968 | 132 | ||||||
| Green Plains Inc * | 2,152 | 30 | ||||||
| Gulfport Energy Corp * | 467 | 97 | ||||||
| Halliburton Co | 29,428 | 1,059 | ||||||
| Helix Energy Solutions Group Inc * | 6,039 | 55 | ||||||
| Helmerich & Payne Inc | 3,781 | 133 | ||||||
| HF Sinclair Corp | 5,572 | 279 | ||||||
| Innovex International Inc * | 1,494 | 39 | ||||||
| International Seaways Inc | 1,220 | 92 | ||||||
| Kinder Morgan Inc | 67,032 | 2,230 | ||||||
| Kinetik Holdings Inc, Cl A | 1,772 | 81 | ||||||
| Kodiak Gas Services Inc | 2,745 | 150 | ||||||
| Kosmos Energy Ltd * | 14,422 | 34 | ||||||
| Liberty Energy Inc, Cl A | 5,420 | 152 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 5,740 | 160 | ||||||
| Marathon Petroleum Corp (C) | 10,413 | 2,064 | ||||||
| Matador Resources Co | 4,419 | 227 | ||||||
| Murphy Oil Corp | 5,229 | 173 | ||||||
| Nabors Industries Ltd * | 440 | 34 | ||||||
| National Energy Services Reunited Corp * | 1,612 | 40 | ||||||
| NextDecade Corp * | 4,583 | 25 | ||||||
| Noble Corp PLC | 4,850 | 220 | ||||||
| Nordic American Tankers Ltd | 8,650 | 50 | ||||||
| Northern Oil & Gas Inc | 4,099 | 113 | ||||||
| NOV Inc | 12,025 | 244 | ||||||
| Occidental Petroleum Corp | 25,106 | 1,333 | ||||||
| Oceaneering International Inc * | 3,131 | 111 | ||||||
| ONEOK Inc | 22,192 | 1,837 | ||||||
| Ovintiv Inc | 8,973 | 454 | ||||||
| Par Pacific Holdings Inc * | 1,355 | 58 | ||||||
| Patterson-UTI Energy Inc | 12,188 | 104 | ||||||
| PBF Energy Inc, Cl A | 2,958 | 105 | ||||||
| Peabody Energy Corp | 4,182 | 132 | ||||||
| Permian Resources Corp, Cl A | 24,688 | 451 | ||||||
| Phillips 66 | 14,122 | 2,179 | ||||||
| ProPetro Holding Corp * | 2,710 | 33 | ||||||
| Range Resources Corp | 8,435 | 348 | ||||||
| REX American Resources Corp * | 880 | 31 | ||||||
| Riley Exploration Permian Inc | 1,068 | 31 | ||||||
| RPC Inc | 4,932 | 29 | ||||||
| Sable Offshore Corp * | 2,512 | 21 | ||||||
| SandRidge Energy Inc | 2,439 | 43 | ||||||
| Scorpio Tankers Inc | 1,836 | 145 | ||||||
| Seadrill Ltd * | 2,025 | 89 | ||||||
| Select Water Solutions Inc, Cl A | 3,203 | 44 | ||||||
| SFL Corp Ltd, Cl B | 4,416 | 49 | ||||||
| SLB | 53,510 | 2,747 | ||||||
| SM Energy Co | 6,689 | 155 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 1,258 | 62 | ||||||
| Talos Energy Inc * | 3,994 | 49 | ||||||
| Targa Resources Corp | 7,516 | 1,772 | ||||||
| TechnipFMC PLC | 13,860 | 919 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Teekay Corp | 3,392 | $ | 44 | |||||
| Teekay Tankers Ltd, Cl A | 1,056 | 83 | ||||||
| TETRA Technologies Inc * | 5,651 | 49 | ||||||
| Texas Pacific Land Corp | 2,115 | 1,109 | ||||||
| Tidewater Inc * | 1,558 | 124 | ||||||
| Transocean Ltd * | 30,353 | 197 | ||||||
| Uranium Energy Corp * | 21,404 | 328 | ||||||
| VAALCO Energy Inc | 5,541 | 28 | ||||||
| Valaris Ltd * | 2,424 | 232 | ||||||
| Valero Energy Corp (C) | 10,874 | 2,225 | ||||||
| Viper Energy Inc, Cl A | 5,429 | 253 | ||||||
| Vitesse Energy Inc | 1,178 | 23 | ||||||
| Weatherford International PLC | 2,221 | 234 | ||||||
| Williams Cos Inc/The | 42,314 | 3,162 | ||||||
| World Kinect Corp | 1,633 | 41 | ||||||
| 80,989 | ||||||||
| Health Care — 5.9% | ||||||||
| 10X Genomics Inc, Cl A * | 1,298 | 30 | ||||||
| Abbott Laboratories | 12,494 | 1,454 | ||||||
| AbbVie Inc | 13,193 | 3,062 | ||||||
| ACADIA Pharmaceuticals Inc * | 395 | 10 | ||||||
| Adaptive Biotechnologies Corp * | 2,717 | 44 | ||||||
| Addus HomeCare Corp * | 242 | 25 | ||||||
| ADMA Biologics Inc * | 2,255 | 35 | ||||||
| Agilent Technologies Inc | 2,118 | 257 | ||||||
| Align Technology Inc * | 401 | 76 | ||||||
| Alignment Healthcare Inc * | 2,040 | 39 | ||||||
| Alkermes PLC * | 1,129 | 34 | ||||||
| Alnylam Pharmaceuticals Inc * | 1,079 | 359 | ||||||
| Alphatec Holdings Inc * | 1,563 | 21 | ||||||
| Amgen Inc | 4,183 | 1,624 | ||||||
| Amgen, Inc. *(C) | – | — | ||||||
| Amicus Therapeutics Inc * | 2,796 | 40 | ||||||
| AMN Healthcare Services Inc * | 384 | 7 | ||||||
| Amphastar Pharmaceuticals Inc * | 518 | 10 | ||||||
| Apellis Pharmaceuticals Inc * | 992 | 21 | ||||||
| Apogee Therapeutics Inc * | 370 | 26 | ||||||
| Arcellx Inc * | 431 | 49 | ||||||
| Arcutis Biotherapeutics Inc * | 1,321 | 36 | ||||||
| Arrowhead Pharmaceuticals Inc * | 1,007 | 64 | ||||||
| Avantor Inc * | 4,642 | 42 | ||||||
| Avidity Biosciences Inc * | 777 | 56 | ||||||
| Axsome Therapeutics Inc * | 335 | 55 | ||||||
| Azenta Inc * | 455 | 12 | ||||||
| Baxter International Inc | 4,385 | 89 | ||||||
| Baxter International, Inc. (C) | – | — | ||||||
| Beam Therapeutics Inc * | 1,004 | 29 | ||||||
| Becton Dickinson & Co | 2,195 | 387 | ||||||
| BioCryst Pharmaceuticals Inc * | 2,934 | 26 | ||||||
| Biogen Inc * | 964 | 185 | ||||||
| BioMarin Pharmaceutical Inc * | 1,238 | 76 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 109 | 30 | ||||||
| Bio-Techne Corp | 1,241 | 73 | ||||||
| 362 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Boston Scientific Corp * | 11,182 | $ | 859 | |||||
| Bridgebio Pharma Inc * | 1,310 | 87 | ||||||
| BrightSpring Health Services Inc * | 1,042 | 43 | ||||||
| Bristol-Myers Squibb Co | 15,362 | 958 | ||||||
| Bruker Corp | 555 | 22 | ||||||
| Cardinal Health Inc | 1,796 | 412 | ||||||
| Celcuity Inc * | 636 | 71 | ||||||
| Celldex Therapeutics Inc * | 792 | 24 | ||||||
| Cencora Inc | 1,337 | 498 | ||||||
| Centene Corp * | 3,569 | 160 | ||||||
| Certara Inc * | 1,670 | 12 | ||||||
| CG oncology Inc * | 1,430 | 84 | ||||||
| Charles River Laboratories International Inc * | 447 | 80 | ||||||
| Chemed Corp | 206 | 84 | ||||||
| Cigna Group/The | 2,012 | 583 | ||||||
| Cogent Biosciences Inc * | 1,283 | 50 | ||||||
| Concentra Group Holdings Parent Inc | 902 | 22 | ||||||
| CONMED Corp | 440 | 20 | ||||||
| Cooper Cos Inc/The * | 1,281 | 107 | ||||||
| Corcept Therapeutics Inc * | 1,067 | 38 | ||||||
| CorVel Corp * | 300 | 15 | ||||||
| Crinetics Pharmaceuticals Inc * | 769 | 32 | ||||||
| CRISPR Therapeutics AG * | 1,905 | 115 | ||||||
| CVS Health Corp | 9,631 | 770 | ||||||
| Cytokinetics Inc * | 808 | 50 | ||||||
| Danaher Corp | 4,997 | 1,053 | ||||||
| DaVita Inc * | 377 | 59 | ||||||
| Denali Therapeutics Inc * | 1,280 | 27 | ||||||
| DENTSPLY SIRONA Inc | 1,927 | 28 | ||||||
| Dexcom Inc * | 3,265 | 240 | ||||||
| Doximity Inc, Cl A * | 1,114 | 27 | ||||||
| Edwards Lifesciences Corp * | 4,418 | 382 | ||||||
| Elanco Animal Health Inc * | 5,191 | 137 | ||||||
| Elevance Health Inc | 1,700 | 544 | ||||||
| Eli Lilly & Co | 5,940 | 6,249 | ||||||
| Encompass Health Corp | 724 | 78 | ||||||
| Enovis Corp * | 714 | 18 | ||||||
| Ensign Group Inc/The | 483 | 103 | ||||||
| Envista Holdings Corp * | 1,835 | 54 | ||||||
| Exact Sciences Corp * | 1,494 | 154 | ||||||
| Exelixis Inc * | 2,027 | 89 | ||||||
| Fortrea Holdings Inc * | 800 | 9 | ||||||
| GE HealthCare Technologies Inc | 3,412 | 288 | ||||||
| Geron Corp * | 6,774 | 11 | ||||||
| Gilead Sciences Inc (C) | 9,403 | 1,401 | ||||||
| Glaukos Corp * | 414 | 50 | ||||||
| Globus Medical Inc, Cl A * | 913 | 87 | ||||||
| GRAIL Inc * | 355 | 19 | ||||||
| Guardant Health Inc * | 825 | 77 | ||||||
| Halozyme Therapeutics Inc * | 1,002 | 70 | ||||||
| HCA Healthcare Inc | 1,198 | 635 | ||||||
| HealthEquity Inc * | 537 | 41 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Henry Schein Inc * | 794 | $ | 65 | |||||
| Hims & Hers Health Inc * | 1,212 | 18 | ||||||
| Hologic Inc * | 1,877 | 141 | ||||||
| Humana Inc | 879 | 167 | ||||||
| ICU Medical Inc * | 216 | 33 | ||||||
| Ideaya Biosciences Inc * | 1,035 | 33 | ||||||
| IDEXX Laboratories Inc * | 586 | 385 | ||||||
| Illumina Inc * | 1,474 | 198 | ||||||
| Immunome Inc * | 2,782 | 61 | ||||||
| Incyte Corp * | 1,543 | 156 | ||||||
| Indivior Pharmaceuticals Inc * | 1,336 | 44 | ||||||
| Insmed Inc * | 1,670 | 249 | ||||||
| Insulet Corp * | 537 | 132 | ||||||
| Integra LifeSciences Holdings Corp * | 764 | 9 | ||||||
| Intellia Therapeutics Inc * | 1,368 | 19 | ||||||
| Intuitive Surgical Inc * | 2,787 | 1,403 | ||||||
| Ionis Pharmaceuticals Inc * | 1,108 | 90 | ||||||
| IQVIA Holdings Inc * | 1,539 | 275 | ||||||
| iRhythm Technologies Inc * | 208 | 28 | ||||||
| Jazz Pharmaceuticals PLC * | 330 | 63 | ||||||
| Johnson & Johnson | 17,867 | 4,439 | ||||||
| Krystal Biotech Inc * | 207 | 57 | ||||||
| Kymera Therapeutics Inc * | 544 | 50 | ||||||
| Labcorp Holdings Inc | 735 | 212 | ||||||
| Lantheus Holdings Inc * | 349 | 26 | ||||||
| LeMaitre Vascular Inc | 263 | 28 | ||||||
| Ligand Pharmaceuticals Inc * | 221 | 44 | ||||||
| Liquidia Corp * | 1,090 | 34 | ||||||
| LivaNova PLC * | 534 | 38 | ||||||
| Madrigal Pharmaceuticals Inc * | 114 | 49 | ||||||
| Masimo Corp * | 264 | 46 | ||||||
| McKesson Corp | 934 | 922 | ||||||
| Medpace Holdings Inc * | 145 | 65 | ||||||
| Medtronic PLC | 9,353 | 913 | ||||||
| Merck & Co Inc | 18,416 | 2,280 | ||||||
| Merit Medical Systems Inc * | 333 | 26 | ||||||
| Mettler-Toledo International Inc * | 158 | 216 | ||||||
| Mirum Pharmaceuticals Inc * | 500 | 46 | ||||||
| Moderna Inc * | 3,901 | 209 | ||||||
| Molina Healthcare Inc * | 436 | 67 | ||||||
| Myriad Genetics Inc * | 1,136 | 5 | ||||||
| Natera Inc * | 969 | 202 | ||||||
| National HealthCare Corp | 239 | 39 | ||||||
| Neogen Corp * | 6,329 | 71 | ||||||
| NeoGenomics Inc * | 999 | 10 | ||||||
| Neurocrine Biosciences Inc * | 778 | 103 | ||||||
| Nuvalent Inc, Cl A * | 378 | 39 | ||||||
| Option Care Health Inc * | 858 | 28 | ||||||
| Organon & Co | 2,315 | 17 | ||||||
| Penumbra Inc * | 248 | 85 | ||||||
| Perrigo Co PLC | 1,200 | 16 | ||||||
| Pfizer Inc | 42,320 | 1,170 | ||||||
| Praxis Precision Medicines Inc * | 213 | 72 | ||||||
| SEI Institutional Investments Trust | 363 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Prestige Consumer Healthcare Inc * | 385 | $ | 27 | |||||
| Privia Health Group Inc * | 1,305 | 31 | ||||||
| Protagonist Therapeutics Inc * | 321 | 30 | ||||||
| PTC Therapeutics Inc * | 1,105 | 75 | ||||||
| QIAGEN | 1,491 | 74 | ||||||
| Quest Diagnostics Inc | 865 | 183 | ||||||
| QuidelOrtho Corp * | 663 | 15 | ||||||
| RadNet Inc * | 508 | 35 | ||||||
| Regeneron Pharmaceuticals Inc | 837 | 654 | ||||||
| Repligen Corp * | 352 | 45 | ||||||
| ResMed Inc | 1,145 | 293 | ||||||
| Revolution Medicines Inc * | 1,271 | 130 | ||||||
| Revvity Inc | 857 | 84 | ||||||
| Rhythm Pharmaceuticals Inc * | 962 | 89 | ||||||
| Roivant Sciences Ltd * | 2,796 | 81 | ||||||
| Royalty Pharma PLC, Cl A | 3,196 | 148 | ||||||
| Scholar Rock Holding Corp * | 705 | 31 | ||||||
| Select Medical Holdings Corp | 1,118 | 17 | ||||||
| Soleno Therapeutics Inc * | 484 | 19 | ||||||
| Solventum Corp * | 939 | 70 | ||||||
| Sotera Health Co * | 1,761 | 29 | ||||||
| STAAR Surgical Co * | 652 | 13 | ||||||
| STERIS PLC | 824 | 208 | ||||||
| Stryker Corp | 2,541 | 985 | ||||||
| Supernus Pharmaceuticals Inc * | 701 | 38 | ||||||
| Surgery Partners Inc * | 1,007 | 16 | ||||||
| Tandem Diabetes Care Inc * | 721 | 18 | ||||||
| Teladoc Health Inc * | 1,526 | 8 | ||||||
| Teleflex Inc | 341 | 42 | ||||||
| Tempus AI Inc, Cl A * | 571 | 30 | ||||||
| Tenet Healthcare Corp * | 658 | 158 | ||||||
| Terns Pharmaceuticals Inc * | 1,037 | 44 | ||||||
| TG Therapeutics Inc * | 925 | 28 | ||||||
| Thermo Fisher Scientific Inc | 3,032 | 1,580 | ||||||
| TransMedics Group Inc * | 226 | 33 | ||||||
| Travere Therapeutics Inc * | 991 | 30 | ||||||
| Twist Bioscience Corp * | 246 | 12 | ||||||
| UFP Technologies Inc * | 94 | 20 | ||||||
| Ultragenyx Pharmaceutical Inc * | 748 | 17 | ||||||
| United Therapeutics Corp * | 298 | 150 | ||||||
| UnitedHealth Group Inc (C) | 7,084 | 2,078 | ||||||
| Universal Health Services Inc, Cl B | 381 | 79 | ||||||
| Vaxcyte Inc * | 704 | 43 | ||||||
| Veeva Systems Inc, Cl A * | 1,327 | 242 | ||||||
| Vera Therapeutics Inc, Cl A * | 143 | 6 | ||||||
| Veracyte Inc * | 280 | 10 | ||||||
| Vericel Corp * | 606 | 22 | ||||||
| Vertex Pharmaceuticals Inc * | 2,084 | 1,035 | ||||||
| Viatris Inc | 7,547 | 113 | ||||||
| Waters Corp * | 851 | 272 | ||||||
| West Pharmaceutical Services Inc | 568 | 144 | ||||||
| Zimmer Biomet Holdings Inc | 1,452 | 143 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zoetis Inc, Cl A | 3,273 | $ | 429 | |||||
| 50,908 | ||||||||
| Information Technology — 1.3% | ||||||||
| Accenture PLC, Cl A | 1,261 | 263 | ||||||
| Adobe Inc * | 802 | 210 | ||||||
| Akamai Technologies Inc * | 269 | 26 | ||||||
| Amdocs Ltd | 582 | 41 | ||||||
| AppLovin Corp, Cl A * | 525 | 228 | ||||||
| Atlassian Corp, Cl A * | 338 | 25 | ||||||
| Autodesk Inc * | 511 | 126 | ||||||
| Cadence Design Systems Inc * | 513 | 155 | ||||||
| Cloudflare Inc, Cl A * | 543 | 93 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 701 | 45 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 550 | 205 | ||||||
| Datadog Inc, Cl A * | 592 | 66 | ||||||
| Fair Isaac Corp * | 50 | 70 | ||||||
| Fortinet Inc * | 1,174 | 93 | ||||||
| Gartner Inc * | 151 | 24 | ||||||
| Gen Digital Inc | 2,341 | 53 | ||||||
| GoDaddy Inc, Cl A * | 314 | 27 | ||||||
| Guidewire Software Inc * | 199 | 29 | ||||||
| HubSpot Inc * | 78 | 21 | ||||||
| InterDigital Inc | 90 | 33 | ||||||
| International Business Machines Corp | 1,556 | 374 | ||||||
| Intuit Inc | 576 | 236 | ||||||
| Kyndryl Holdings Inc * | 441 | 5 | ||||||
| Manhattan Associates Inc * | 199 | 27 | ||||||
| Microsoft Corp (C) | 14,774 | 5,802 | ||||||
| MongoDB Inc, Cl A * | 165 | 54 | ||||||
| Nutanix Inc, Cl A * | 491 | 19 | ||||||
| Okta Inc, Cl A * | 355 | 26 | ||||||
| Oracle Corp | 3,340 | 486 | ||||||
| Palantir Technologies Inc, Cl A * | 4,335 | 595 | ||||||
| Palo Alto Networks Inc * | 1,194 | 178 | ||||||
| Procore Technologies Inc * | 227 | 12 | ||||||
| PTC Inc * | 162 | 25 | ||||||
| Roper Technologies Inc | 144 | 50 | ||||||
| Salesforce Inc | 1,992 | 388 | ||||||
| Samsara Inc, Cl A * | 926 | 27 | ||||||
| ServiceNow Inc * | 2,555 | 276 | ||||||
| Snowflake Inc, Cl A * | 705 | 119 | ||||||
| Strategy Inc, Cl A * | 686 | 89 | ||||||
| Synopsys Inc * | 342 | 142 | ||||||
| Trimble Inc * | 761 | 51 | ||||||
| Twilio Inc, Cl A * | 281 | 34 | ||||||
| Tyler Technologies Inc * | 239 | 85 | ||||||
| Unity Software Inc * | 378 | 7 | ||||||
| VeriSign Inc | 99 | 22 | ||||||
| Workday Inc, Cl A * | 680 | 91 | ||||||
| Zoom Communications Inc, Cl A * | 361 | 27 | ||||||
| Zscaler Inc * | 155 | 23 | ||||||
| 11,103 | ||||||||
| 364 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Real Estate — 3.0% | ||||||||
| Acadia Realty Trust ‡ | 1,420 | $ | 30 | |||||
| Agree Realty Corp ‡ | 2,203 | 177 | ||||||
| AH Realty Trust ‡ | 1,769 | 11 | ||||||
| Alexander & Baldwin Inc ‡ | 6,025 | 125 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 2,690 | 145 | ||||||
| American Assets Trust Inc ‡ | 1,452 | 28 | ||||||
| American Healthcare REIT Inc ‡ | 2,952 | 154 | ||||||
| American Homes 4 Rent, Cl A ‡ | 6,800 | 204 | ||||||
| American Tower Corp, Cl A ‡ | 7,654 | 1,468 | ||||||
| Americold Realty Trust Inc ‡ | 6,076 | 81 | ||||||
| Apple Hospitality REIT Inc ‡ | 2,807 | 34 | ||||||
| AvalonBay Communities Inc ‡ | 2,344 | 415 | ||||||
| Brixmor Property Group Inc ‡ | 4,628 | 140 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 2,229 | 43 | ||||||
| BXP Inc ‡ | 2,827 | 163 | ||||||
| Camden Property Trust ‡ | 1,675 | 181 | ||||||
| CareTrust REIT Inc ‡ | 3,731 | 152 | ||||||
| CBRE Group Inc, Cl A * | 5,101 | 753 | ||||||
| Centerspace ‡ | 430 | 27 | ||||||
| Compass Inc, Cl A * | 9,915 | 97 | ||||||
| COPT Defense Properties ‡ | 1,824 | 58 | ||||||
| CoStar Group Inc * | 7,169 | 320 | ||||||
| Cousins Properties Inc ‡ | 2,767 | 64 | ||||||
| Crown Castle Inc ‡ | 7,034 | 630 | ||||||
| CubeSmart ‡ | 4,793 | 197 | ||||||
| Curbline Properties Corp ‡ | 1,744 | 48 | ||||||
| Cushman & Wakefield Ltd * | 4,153 | 56 | ||||||
| DiamondRock Hospitality Co ‡ | 4,058 | 41 | ||||||
| Digital Realty Trust Inc ‡ | 5,712 | 1,012 | ||||||
| Diversified Healthcare Trust ‡ | 7,660 | 52 | ||||||
| Douglas Emmett Inc ‡ | 2,945 | 29 | ||||||
| EastGroup Properties Inc ‡ | 772 | 152 | ||||||
| Empire State Realty Trust Inc, Cl A ‡ | 2,829 | 17 | ||||||
| EPR Properties ‡ | 884 | 52 | ||||||
| Equinix Inc ‡ | 1,631 | 1,589 | ||||||
| Equity LifeStyle Properties Inc ‡ | 3,078 | 207 | ||||||
| Equity Residential ‡ | 6,537 | 413 | ||||||
| Essential Properties Realty Trust Inc ‡ | 3,568 | 121 | ||||||
| Essex Property Trust Inc ‡ | 977 | 249 | ||||||
| Extra Space Storage Inc ‡ | 3,461 | 523 | ||||||
| Federal Realty Investment Trust ‡ | 1,335 | 145 | ||||||
| First Industrial Realty Trust Inc ‡ | 2,018 | 127 | ||||||
| Four Corners Property Trust Inc ‡ | 1,127 | 29 | ||||||
| Gaming and Leisure Properties Inc ‡ | 4,363 | 213 | ||||||
| Getty Realty Corp ‡ | 1,546 | 51 | ||||||
| Global Net Lease Inc ‡ | 3,525 | 33 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 5,303 | 98 | ||||||
| Healthpeak Properties Inc ‡ | 11,210 | 198 | ||||||
| Highwoods Properties Inc ‡ | 1,126 | 25 | ||||||
| Host Hotels & Resorts Inc ‡ | 10,971 | 215 | ||||||
| Howard Hughes Holdings Inc * | 469 | 34 | ||||||
| Hudson Pacific Properties *‡ | 2,179 | 16 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Independence Realty Trust Inc ‡ | 2,888 | $ | 48 | |||||
| InvenTrust Properties Corp ‡ | 1,459 | 45 | ||||||
| Invitation Homes Inc ‡ | 10,289 | 271 | ||||||
| Iron Mountain Inc ‡ | 5,187 | 562 | ||||||
| Jones Lang LaSalle Inc * | 871 | 275 | ||||||
| Kennedy-Wilson Holdings Inc | 2,469 | 27 | ||||||
| Kilroy Realty Corp ‡ | 3,507 | 105 | ||||||
| Kimco Realty Corp ‡ | 10,129 | 239 | ||||||
| Kite Realty Group Trust ‡ | 3,172 | 83 | ||||||
| Lamar Advertising Co, Cl A ‡ | 1,297 | 179 | ||||||
| Lineage Inc ‡ | 927 | 38 | ||||||
| LTC Properties Inc ‡ | 630 | 25 | ||||||
| LXP Industrial Trust ‡ | 1,351 | 67 | ||||||
| Macerich Co/The ‡ | 4,515 | 92 | ||||||
| Medical Properties Trust Inc ‡ | 8,355 | 48 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,804 | 241 | ||||||
| Millrose Properties ‡ | 2,187 | 69 | ||||||
| National Health Investors Inc ‡ | 543 | 46 | ||||||
| National Storage Affiliates Trust ‡ | 1,000 | 35 | ||||||
| NETSTREIT Corp ‡ | 1,684 | 35 | ||||||
| Newmark Group Inc, Cl A | 2,773 | 40 | ||||||
| NNN REIT Inc ‡ | 2,865 | 130 | ||||||
| Omega Healthcare Investors Inc ‡ | 4,679 | 226 | ||||||
| Outfront Media Inc ‡ | 2,830 | 82 | ||||||
| Park Hotels & Resorts Inc ‡ | 2,647 | 30 | ||||||
| Phillips Edison & Co Inc ‡ | 1,821 | 72 | ||||||
| Piedmont Realty Trust Inc, Cl A ‡ | 2,606 | 20 | ||||||
| Prologis Inc ‡ | 15,097 | 2,152 | ||||||
| Public Storage ‡ | 2,649 | 813 | ||||||
| Rayonier Inc ‡ | 3,818 | 82 | ||||||
| Realty Income Corp ‡ | 15,104 | 1,012 | ||||||
| Regency Centers Corp ‡ | 3,165 | 250 | ||||||
| Rexford Industrial Realty Inc ‡ | 4,020 | 151 | ||||||
| RLJ Lodging Trust ‡ | 3,616 | 29 | ||||||
| Ryman Hospitality Properties Inc ‡ | 883 | 87 | ||||||
| Sabra Health Care REIT Inc ‡ | 3,721 | 76 | ||||||
| Safehold Inc ‡ | 1,365 | 22 | ||||||
| SBA Communications Corp, Cl A ‡ | 1,794 | 361 | ||||||
| Simon Property Group Inc ‡ | 5,221 | 1,064 | ||||||
| SITE Centers Corp ‡ | 872 | 5 | ||||||
| SL Green Realty Corp ‡ | 1,003 | 37 | ||||||
| SMARTSTOP SELF STORAGE REIT ‡ | 618 | 21 | ||||||
| St Joe Co/The | 950 | 69 | ||||||
| STAG Industrial Inc ‡ | 2,837 | 111 | ||||||
| Sun Communities Inc ‡ | 1,940 | 265 | ||||||
| Sunstone Hotel Investors Inc ‡ | 2,968 | 28 | ||||||
| Tanger Inc ‡ | 1,732 | 64 | ||||||
| Terreno Realty Corp ‡ | 1,386 | 92 | ||||||
| UDR Inc ‡ | 6,869 | 258 | ||||||
| UMH Properties Inc ‡ | 1,654 | 25 | ||||||
| Urban Edge Properties ‡ | 2,585 | 55 | ||||||
| Ventas Inc ‡ | 7,383 | 636 | ||||||
| Veris Residential Inc ‡ | 1,495 | 28 | ||||||
| SEI Institutional Investments Trust | 365 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| VICI Properties Inc, Cl A ‡ | 17,850 | $ | 539 | |||||
| Vornado Realty Trust ‡ | 2,711 | 75 | ||||||
| Welltower Inc ‡ | 11,144 | 2,308 | ||||||
| Weyerhaeuser Co ‡ | 14,575 | 358 | ||||||
| WP Carey Inc ‡ | 3,690 | 275 | ||||||
| Xenia Hotels & Resorts Inc ‡ | 2,525 | 39 | ||||||
| Zillow Group Inc, Cl A * | 586 | 26 | ||||||
| Zillow Group Inc, Cl C * | 3,074 | 137 | ||||||
| 26,122 | ||||||||
| Utilities — 1.6% | ||||||||
| AES Corp/The | 6,148 | 106 | ||||||
| Alliant Energy Corp | 2,065 | 149 | ||||||
| Ameren Corp | 2,344 | 266 | ||||||
| American Electric Power Co Inc | 4,217 | 564 | ||||||
| American Water Works Co Inc | 1,444 | 196 | ||||||
| Atmos Energy Corp | 1,353 | 253 | ||||||
| Black Hills Corp | 539 | 40 | ||||||
| Brookfield Infrastructure Corp, Cl A | 620 | 31 | ||||||
| Brookfield Renewable Corp | 1,331 | 57 | ||||||
| California Water Service Group | 479 | 22 | ||||||
| CenterPoint Energy Inc | 5,588 | 243 | ||||||
| Chesapeake Utilities Corp | 224 | 31 | ||||||
| Clearway Energy Inc, Cl C | 1,100 | 42 | ||||||
| CMS Energy Corp | 2,605 | 203 | ||||||
| Consolidated Edison Inc | 2,979 | 335 | ||||||
| Constellation Energy Corp | 2,730 | 901 | ||||||
| Dominion Energy Inc | 7,165 | 452 | ||||||
| DTE Energy Co | 1,794 | 266 | ||||||
| Duke Energy Corp | 6,190 | 810 | ||||||
| Edison International | 3,008 | 225 | ||||||
| Entergy Corp | 3,706 | 397 | ||||||
| Essential Utilities Inc | 1,830 | 73 | ||||||
| Evergy Inc | 1,881 | 157 | ||||||
| Eversource Energy | 3,367 | 257 | ||||||
| Exelon Corp | 8,412 | 416 | ||||||
| FirstEnergy Corp | 4,767 | 244 | ||||||
| H2O America | 437 | 24 | ||||||
| Hawaiian Electric Industries Inc * | 3,573 | 55 | ||||||
| IDACORP Inc, Cl Rights | 308 | 44 | ||||||
| MDU Resources Group Inc | 1,584 | 33 | ||||||
| National Fuel Gas Co | 652 | 59 | ||||||
| New Jersey Resources Corp | 716 | 39 | ||||||
| NextEra Energy Inc | 17,094 | 1,603 | ||||||
| NiSource Inc | 4,259 | 202 | ||||||
| Northwest Natural Holding Co | 440 | 23 | ||||||
| Northwestern Energy Group Inc | 385 | 27 | ||||||
| NRG Energy Inc | 1,751 | 313 | ||||||
| OGE Energy Corp | 1,316 | 65 | ||||||
| Oklo Inc, Cl A * | 1,280 | 81 | ||||||
| ONE Gas Inc | 504 | 44 | ||||||
| Ormat Technologies Inc | 438 | 45 | ||||||
| Otter Tail Corp | 302 | 26 | ||||||
| PG&E Corp | 18,408 | 350 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Pinnacle West Capital Corp | 805 | $ | 81 | |||||
| Portland General Electric Co | 1,203 | 65 | ||||||
| PPL Corp | 5,979 | 233 | ||||||
| Public Service Enterprise Group Inc | 4,270 | 368 | ||||||
| Sempra | 5,539 | 533 | ||||||
| Southern Co/The | 8,769 | 854 | ||||||
| Southwest Gas Holdings Inc | 639 | 56 | ||||||
| Spire Inc | 462 | 42 | ||||||
| Talen Energy Corp * | 356 | 132 | ||||||
| TXNM Energy Inc | 569 | 34 | ||||||
| UGI Corp | 1,531 | 57 | ||||||
| Vistra Corp | 3,078 | 535 | ||||||
| WEC Energy Group Inc | 2,661 | 311 | ||||||
| Xcel Energy Inc | 4,798 | 400 | ||||||
| 13,470 | ||||||||
| Total Common Stock | ||||||||
| (Cost $130,573) ($ Thousands) | 261,692 | |||||||
| Face
Amount (Thousands) | ||||||||
| CORPORATE OBLIGATIONS — 5.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Alphabet | ||||||||
| 5.700%, 11/15/2075 | $ | 129 | 129 | |||||
| 5.650%, 02/15/2056 | 288 | 295 | ||||||
| 5.450%, 11/15/2055 | 129 | 128 | ||||||
| 4.700%, 11/15/2035 | 73 | 74 | ||||||
| TELUS | ||||||||
| 7.000%, H15T5Y + 2.709%, 10/15/2055 (B) | 400 | 422 | ||||||
| 1,048 | ||||||||
| Consumer Discretionary — 0.6% | ||||||||
| Advance Auto Parts | ||||||||
| 7.000%, 08/01/2030 (D) | 551 | 565 | ||||||
| Amazon.com | ||||||||
| 3.900%, 11/20/2028 | 581 | 584 | ||||||
| Flutter Treasury DAC | ||||||||
| 5.875%, 06/04/2031 (D) | 492 | 491 | ||||||
| Ford Motor | ||||||||
| 3.250%, 02/12/2032 | 369 | 332 | ||||||
| Hyundai Capital America | ||||||||
| 6.100%, 09/21/2028 (D) | 292 | 306 | ||||||
| 5.275%, 06/24/2027 (D) | 94 | 95 | ||||||
| LG Energy Solution | ||||||||
| 5.375%, 04/02/2030 (D) | 979 | 1,018 | ||||||
| Marriott International | ||||||||
| 5.100%, 05/01/2038 | 468 | 463 | ||||||
| Nissan Motor | ||||||||
| 4.345%, 09/17/2027 (D) | 1,034 | 1,026 | ||||||
| Sekisui House US | ||||||||
| 6.000%, 01/15/2043 | 340 | 325 | ||||||
| 366 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Wynn Macau | ||||||||
| 5.625%, 08/26/2028 (D) | $ | 341 | $ | 341 | ||||
| 5,546 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| BAT Capital | ||||||||
| 4.625%, 03/22/2033 | 156 | 156 | ||||||
| Imperial Brands Finance | ||||||||
| 4.500%, 06/30/2028 (D) | 259 | 262 | ||||||
| Novartis Capital | ||||||||
| 3.900%, 11/05/2028 | 579 | 582 | ||||||
| Philip Morris International | ||||||||
| 5.375%, 02/15/2033 | 606 | 640 | ||||||
| Roche Holdings | ||||||||
| 4.203%, 09/09/2029 (D) | 561 | 568 | ||||||
| 2,208 | ||||||||
| Energy — 0.6% | ||||||||
| Cenovus Energy | ||||||||
| 5.400%, 03/20/2036 | 149 | 152 | ||||||
| 4.650%, 03/20/2031 | 142 | 144 | ||||||
| Ecopetrol | ||||||||
| 8.625%, 01/19/2029 | 328 | 350 | ||||||
| 8.375%, 01/19/2036 | 207 | 212 | ||||||
| Eni | ||||||||
| 5.750%, 05/19/2035 (D) | 589 | 626 | ||||||
| MPLX | ||||||||
| 5.400%, 09/15/2035 | 378 | 386 | ||||||
| ONEOK | ||||||||
| 6.050%, 09/01/2033 | 271 | 291 | ||||||
| 5.400%, 10/15/2035 | 529 | 540 | ||||||
| Plains All American Pipeline | ||||||||
| 5.600%, 01/15/2036 | 576 | 591 | ||||||
| Sunoco | ||||||||
| 5.625%, 03/15/2031 (D) | 337 | 340 | ||||||
| Targa Resources | ||||||||
| 6.050%, 05/15/2056 | 153 | 152 | ||||||
| 4.900%, 09/15/2030 | 112 | 115 | ||||||
| 4.350%, 01/15/2029 | 343 | 346 | ||||||
| Var Energi | ||||||||
| 7.500%, 01/15/2028 (D) | 276 | 292 | ||||||
| Venture Global Plaquemines LNG LLC | ||||||||
| 6.125%, 12/15/2030 (D) | 281 | 292 | ||||||
| Woodside Finance | ||||||||
| 6.000%, 05/19/2035 | 225 | 238 | ||||||
| 5.400%, 05/19/2030 | 87 | 90 | ||||||
| 5,157 | ||||||||
| Financials — 2.0% | ||||||||
| AIB Group | ||||||||
| 6.608%, SOFRRATE + 2.330%, 09/13/2029 (B)(D) | 308 | 326 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| AIB Group MTN | ||||||||
| 5.320%, SOFRRATE + 1.650%, 05/15/2031 (B)(D) | $ | 589 | $ | 612 | ||||
| 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 | 715 | ||||||
| Athene Global Funding | ||||||||
| 5.583%, 01/09/2029 (D) | 32 | 33 | ||||||
| 5.033%, 07/17/2030 (D) | 268 | 270 | ||||||
| 2.717%, 01/07/2029 (D) | 80 | 76 | ||||||
| 2.550%, 11/19/2030 (D) | 47 | 42 | ||||||
| 1.985%, 08/19/2028 (D) | 211 | 199 | ||||||
| Aviation Capital Group LLC | ||||||||
| 3.500%, 11/01/2027 (D) | 104 | 103 | ||||||
| 1.950%, 09/20/2026 (D) | 142 | 140 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 7.883%, H15T1Y + 3.300%, 11/15/2034 (B) | 200 | 234 | ||||||
| 5.381%, 03/13/2029 | 200 | 208 | ||||||
| Banco Santander | ||||||||
| 6.921%, 08/08/2033 | 400 | 445 | ||||||
| 4.175%, H15T1Y + 2.000%, 03/24/2028 (B) | 200 | 200 | ||||||
| Bank of Ireland Group PLC | ||||||||
| 5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D) | 251 | 261 | ||||||
| Banque Federative du Credit Mutuel | ||||||||
| 4.591%, 10/16/2028 (D) | 350 | 354 | ||||||
| Banque Federative du Credit Mutuel MTN | ||||||||
| 4.541%, 01/15/2031 (D) | 404 | 406 | ||||||
| Barclays PLC | ||||||||
| 5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) | 253 | 257 | ||||||
| 5.335%, SOFRRATE + 1.910%, 09/10/2035 (B) | 296 | 303 | ||||||
| BPCE | ||||||||
| 6.508%, SOFRRATE + 2.791%, 01/18/2035 (B)(D) | 704 | 750 | ||||||
| CaixaBank | ||||||||
| 6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D) | 391 | 420 | ||||||
| Capital One Financial | ||||||||
| 6.377%, SOFRRATE + 2.860%, 06/08/2034 (B) | 470 | 510 | ||||||
| 4.722%, SOFRRATE + 1.150%, 01/30/2032 (B) | 61 | 61 | ||||||
| Charles Schwab | ||||||||
| 4.000%, H15T5Y + 3.168%(B)(E) | 583 | 581 | ||||||
| Citigroup | ||||||||
| 7.625%, H15T5Y + 3.211%(B)(E) | 73 | 77 | ||||||
| SEI Institutional Investments Trust | 367 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.020%, SOFRRATE + 1.830%, 01/24/2036 (B) | $ | 12 | $ | 13 | ||||
| 4.643%, SOFRRATE + 1.143%, 05/07/2028 (B) | 593 | 597 | ||||||
| Credit Agricole | ||||||||
| 4.656%, SOFRRATE + 1.170%, 01/12/2032 (B)(D) | 303 | 305 | ||||||
| Danske Bank | ||||||||
| 4.613%, H15T1Y + 1.100%, 10/02/2030 (B)(D) | 272 | 276 | ||||||
| Deutsche Bank NY | ||||||||
| 5.373%, SOFRRATE + 1.210%, 01/10/2029 (B) | 241 | 246 | ||||||
| 4.950%, SOFRRATE + 1.300%, 08/04/2031 (B) | 168 | 171 | ||||||
| 4.469%, SOFRRATE + 1.100%, 12/10/2031 (B) | 158 | 159 | ||||||
| Global Payments | ||||||||
| 4.875%, 11/15/2030 | 154 | 154 | ||||||
| Goldman Sachs Group | ||||||||
| 4.125%, H15T5Y + 2.949%(B)(E) | 296 | 294 | ||||||
| HSBC Holdings PLC | ||||||||
| 7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) | 762 | 873 | ||||||
| Intesa Sanpaolo | ||||||||
| 7.200%, 11/28/2033 (D) | 231 | 267 | ||||||
| KBC Group | ||||||||
| 4.454%, H15T1Y + 0.850%, 09/23/2031 (B)(D) | 200 | 201 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.200%, 01/12/2029 (D) | 89 | 89 | ||||||
| Lloyds Banking Group | ||||||||
| 7.953%, H15T1Y + 3.750%, 11/15/2033 (B) | 323 | 379 | ||||||
| Mastercard | ||||||||
| 4.550%, 01/15/2035 | 403 | 406 | ||||||
| Morgan Stanley | ||||||||
| 4.238%, SOFRRATE + 0.800%, 01/09/2030 (B) | 202 | 203 | ||||||
| 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 | 304 | ||||||
| NatWest Group | ||||||||
| 5.115%, H15T1Y + 1.050%, 05/23/2031 (B) | 388 | 400 | ||||||
| 3.032%, H15T5Y + 2.350%, 11/28/2035 (B) | 239 | 223 | ||||||
| Principal Life Global Funding II | ||||||||
| 5.100%, 01/25/2029 (D) | 439 | 450 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Santander UK Group Holdings PLC | ||||||||
| 4.320%, SOFRINDX + 1.070%, 09/22/2029 (B) | $ | 577 | $ | 579 | ||||
| Societe Generale | ||||||||
| 2.889%, H15T1Y + 1.300%, 06/09/2032 (B)(D) | 200 | 184 | ||||||
| Standard Chartered | ||||||||
| 5.545%, H15T1Y + 1.050%, 01/21/2029 (B)(D) | 355 | 364 | ||||||
| 5.439%, TSFR3M + 1.772%(B)(D)(E) | 400 | 387 | ||||||
| Svenska Handelsbanken | ||||||||
| 4.750%, H15T5Y + 4.048%(B)(E) | 600 | 576 | ||||||
| Swiss Re Finance Luxembourg | ||||||||
| 5.000%, H15T5Y + 3.582%, 04/02/2049 (B) | 200 | 202 | ||||||
| Toronto-Dominion Bank | ||||||||
| 5.146%, H15T5Y + 1.500%, 09/10/2034 (B) | 195 | 199 | ||||||
| UBS Group | ||||||||
| 6.625%, USISSO05 + 3.240%(B)(D)(E) | 326 | 327 | ||||||
| UBS Group MTN | ||||||||
| 2.095%, H15T1Y + 1.000%, 02/11/2032 (B)(D) | 275 | 247 | ||||||
| UniCredit | ||||||||
| 1.982%, H15T1Y + 1.200%, 06/03/2027 (B)(D) | 229 | 228 | ||||||
| 17,456 | ||||||||
| Health Care — 0.0% | ||||||||
| Organon & Co | ||||||||
| 2.875%, 04/30/2028 | EUR | 200 | 233 | |||||
| Industrials — 0.4% | ||||||||
| Axon Enterprise | ||||||||
| 6.125%, 03/15/2030 (D) | $ | 310 | 320 | |||||
| Boeing | ||||||||
| 3.250%, 02/01/2028 | 296 | 292 | ||||||
| Delta Air Lines | ||||||||
| 4.750%, 10/20/2028 (D) | 413 | 416 | ||||||
| ENA Master Trust | ||||||||
| 4.000%, 05/19/2048 (D) | 269 | 213 | ||||||
| Lima Metro Line 2 Finance | ||||||||
| 5.875%, 07/05/2034 | 177 | 184 | ||||||
| 4.350%, 04/05/2036 | 276 | 268 | ||||||
| 4.350%, 04/05/2036 (D) | 171 | 166 | ||||||
| Mileage Plan IP | ||||||||
| 5.021%, 10/20/2029 (D) | 67 | 68 | ||||||
| Republic Services | ||||||||
| 4.750%, 07/15/2030 | 587 | 603 | ||||||
| Westinghouse Air Brake Technologies | ||||||||
| 4.900%, 05/29/2030 | 601 | 619 | ||||||
| 3,149 | ||||||||
| 368 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Information Technology — 0.2% | ||||||||
| Applied Materials | ||||||||
| 4.000%, 01/15/2031 | $ | 577 | $ | 578 | ||||
| Broadcom | ||||||||
| 4.300%, 01/15/2031 | 490 | 494 | ||||||
| Oracle | ||||||||
| 5.200%, 09/26/2035 | 794 | 767 | ||||||
| TSMC Arizona | ||||||||
| 3.875%, 04/22/2027 | 345 | 345 | ||||||
| 2,184 | ||||||||
| Materials — 0.1% | ||||||||
| Braskem Netherlands Finance BV | ||||||||
| 4.500%, 01/10/2028 | 263 | 119 | ||||||
| Glencore Funding LLC | ||||||||
| 6.500%, 10/06/2033 (D) | 327 | 364 | ||||||
| 5.338%, 04/04/2027 (D) | 105 | 107 | ||||||
| 5.186%, 04/01/2030 (D) | 53 | 55 | ||||||
| 4.907%, 04/01/2028 (D) | 118 | 120 | ||||||
| 765 | ||||||||
| Real Estate — 0.1% | ||||||||
| GLP Capital | ||||||||
| 5.625%, 03/01/2036 | 617 | 617 | ||||||
| Omega Healthcare Investors | ||||||||
| 5.200%, 07/01/2030 | 105 | 108 | ||||||
| 725 | ||||||||
| Utilities — 0.7% | ||||||||
| Aegea Finance Sarl | ||||||||
| 7.625%, 01/20/2036 (D) | 586 | 544 | ||||||
| AES Panama Generation Holdings SRL | ||||||||
| 4.375%, 05/31/2030 (D) | 277 | 264 | ||||||
| Alexander Funding Trust II | ||||||||
| 7.467%, 07/31/2028 (D) | 104 | 111 | ||||||
| American Electric Power | ||||||||
| 6.950%, H15T5Y + 2.675%, 12/15/2054 (B) | 304 | 328 | ||||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (B) | 167 | 168 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.050%, 03/01/2035 | 526 | 538 | ||||||
| 4.950%, 04/01/2033 | 24 | 25 | ||||||
| 4.950%, 08/15/2035 | 18 | 18 | ||||||
| 4.850%, 04/01/2036 | 18 | 18 | ||||||
| Duke Energy Carolinas NC Storm Funding LLC | ||||||||
| 2.617%, 07/01/2043 | 314 | 255 | ||||||
| Electricite de France | ||||||||
| 9.125%, H15T5Y + 5.411%(B)(D)(E) | 261 | 310 | ||||||
| Enel Finance International | ||||||||
| 4.125%, 09/30/2028 (D) | 244 | 245 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Eversource Energy | ||||||||
| 6.350%, H15T5Y + 2.325%, 08/15/2056 (B) | $ | 90 | $ | 91 | ||||
| 6.100%, H15T5Y + 2.521%, 08/15/2056 (B) | 109 | 109 | ||||||
| FIEMEX Energia - Banco Actinver Institucion de Banca Multiple | ||||||||
| 7.250%, 01/31/2041 (D) | 282 | 294 | ||||||
| Niagara Mohawk Power | ||||||||
| 5.290%, 01/17/2034 (D) | 212 | 218 | ||||||
| 4.647%, 10/03/2030 (D) | 398 | 404 | ||||||
| PacifiCorp | ||||||||
| 7.125%, H15T5Y + 3.292%, 08/15/2056 (B) | 257 | 253 | ||||||
| Public Service of Colorado | ||||||||
| 5.150%, 09/15/2035 | 566 | 578 | ||||||
| Terraform Global Operating LLC | ||||||||
| 6.125%, 03/01/2026 (D) | 21 | 21 | ||||||
| Virginia Electric and Power | ||||||||
| 4.900%, 09/15/2035 | 490 | 492 | ||||||
| Vistra Operations LLC | ||||||||
| 6.950%, 10/15/2033 (D) | 415 | 465 | ||||||
| 5,749 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $43,383) ($ Thousands) | 44,220 | |||||||
| ASSET-BACKED SECURITIES — 3.2% | ||||||||
| Automotive — 1.1% | ||||||||
| ACM Auto Trust, Ser 2024-2A, Cl A | ||||||||
| 6.060%, 02/20/2029(D) | 46 | 46 | ||||||
| ACM Auto Trust, Ser 2025-1A, Cl A | ||||||||
| 5.380%, 06/20/2029(D) | 105 | 105 | ||||||
| ACM Auto Trust, Ser 2025-2A, Cl A | ||||||||
| 5.550%, 06/20/2028(D) | 477 | 478 | ||||||
| ACM Auto Trust, Ser 2025-3A, Cl A | ||||||||
| 5.010%, 01/22/2030(D) | 195 | 195 | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2024-1A, Cl A | ||||||||
| 6.460%, 04/17/2028(D) | 30 | 30 | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.920%, 05/15/2029(D) | 447 | 449 | ||||||
| AutoNation Finance Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.720%, 04/10/2028(D) | 520 | 521 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A | ||||||||
| 5.440%, 02/22/2028(D) | 589 | 595 | ||||||
| SEI Institutional Investments Trust | 369 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B | ||||||||
| 6.120%, 04/20/2028(D) | $ | 485 | $ | 493 | ||||
| Carvana Auto Receivables Trust, Ser 2021-N3, Cl C | ||||||||
| 1.020%, 06/12/2028 | 23 | 23 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N4, Cl D | ||||||||
| 2.300%, 09/11/2028 | 44 | 43 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-P4, Cl D | ||||||||
| 2.610%, 09/11/2028 | 420 | 409 | ||||||
| FHF Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.570%, 06/15/2028(D) | 52 | 52 | ||||||
| Flagship Credit Auto Trust, Ser 2024-3, Cl A | ||||||||
| 4.880%, 11/15/2028(D) | 122 | 122 | ||||||
| Ford Credit Auto Owner Trust, Ser 2021-1, Cl D | ||||||||
| 2.310%, 10/17/2033(D) | 510 | 508 | ||||||
| Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.920%, 08/15/2028(D) | 259 | 262 | ||||||
| Lendbuzz Securitization Trust, Ser 2023- 2A, Cl A2 | ||||||||
| 7.090%, 10/16/2028(D) | 125 | 127 | ||||||
| Lendbuzz Securitization Trust, Ser 2025-1A, Cl A2 | ||||||||
| 5.100%, 10/15/2030(D) | 560 | 562 | ||||||
| Lendbuzz Securitization Trust, Ser 2025-2A, Cl A2 | ||||||||
| 5.180%, 05/15/2030(D) | 585 | 588 | ||||||
| Lobel Automobile Receivables Trust, Ser 2025-1, Cl A | ||||||||
| 5.060%, 11/15/2027(D) | 202 | 202 | ||||||
| Prestige Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.870%, 12/15/2027(D) | 382 | 382 | ||||||
| Research-Driven Pagaya Motor Asset Trust, Ser 2025-4A, Cl A2 | ||||||||
| 5.124%, 04/25/2034(D) | 930 | 935 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2023-3, Cl B | ||||||||
| 5.610%, 07/17/2028 | 229 | 230 | ||||||
| Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A | ||||||||
| 6.360%, 12/15/2027(D) | 68 | 64 | ||||||
| Tricolor Auto Securitization Trust, Ser 2025-1A, Cl A | ||||||||
| 4.940%, 02/15/2029(D) | 562 | 346 | ||||||
| Tricolor Auto Securitization Trust, Ser 2025-2A, Cl A | ||||||||
| 5.120%, 01/16/2029(D) | 914 | 617 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| United Auto Credit Securitization Trust, Ser 2026-1, Cl A | ||||||||
| 4.410%, 06/12/2028(D) | $ | 1,015 | $ | 1,015 | ||||
| 9,399 | ||||||||
| Credit Cards — 0.2% | ||||||||
| Mission Lane Credit Card Master Trust, Ser 2024-B, Cl A | ||||||||
| 5.880%, 01/15/2030(D) | 958 | 963 | ||||||
| Mission Lane Credit Card Master Trust, Ser 2025-A, Cl A | ||||||||
| 5.800%, 05/15/2030(D) | 724 | 730 | ||||||
| 1,693 | ||||||||
| Mortgage Related Securities — 0.7% | ||||||||
| COOPR Residential Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.874%, 01/01/2061(D)(F) | 792 | 795 | ||||||
| Ellington Financial Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 4.914%, 12/25/2060(D)(F) | 347 | 349 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-CES1, Cl A1 | ||||||||
| 4.899%, 05/25/2056(D)(F) | 836 | 840 | ||||||
| JP Morgan Mortgage Trust, Ser 2025-CES7, Cl A1A | ||||||||
| 5.055%, 04/25/2056(D)(F) | 941 | 947 | ||||||
| JP Morgan Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.909%, 06/25/2056(D)(F) | 710 | 713 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055(D)(F) | 958 | 964 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.827%, 01/25/2056(D)(F) | 630 | 633 | ||||||
| Santander Mortgage Asset Receivable Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.876%, 01/01/2056(D)(F) | 818 | 822 | ||||||
| 6,063 | ||||||||
| Other Asset-Backed Securities — 1.2% | ||||||||
| AB Issuer LLC, Ser 2021-1, Cl A2 | ||||||||
| 3.734%, 07/30/2051(D) | 684 | 654 | ||||||
| Affirm Asset Securitization Trust, Ser 2025-X1, Cl A | ||||||||
| 5.080%, 04/15/2030(D) | 144 | 144 | ||||||
| Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 | ||||||||
| 5.300%, 06/21/2028(D) | 15 | 15 | ||||||
| Apidos CLO XXXV, Ser 2021-35A, Cl A | ||||||||
| 4.979%, TSFR3M + 1.312%, 04/20/2034(B)(D) | 853 | 854 | ||||||
| 370 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Bellemeade Re, Ser 2023-1, Cl M1A | ||||||||
| 5.867%, SOFR30A + 2.200%, 10/25/2033(B)(D) | $ | 115 | $ | 115 | ||||
| College Ave Student Loans LLC, Ser 2021-C, Cl B | ||||||||
| 2.720%, 07/26/2055(D) | 132 | 124 | ||||||
| Dext ABS LLC, Ser 2023-1, Cl A2 | ||||||||
| 5.990%, 03/15/2032(D) | 131 | 131 | ||||||
| Diamond Issuer, Ser 2021-1A, Cl A | ||||||||
| 2.305%, 11/20/2051(D) | 768 | 745 | ||||||
| Eagle RE, Ser 2023-1, Cl M1A | ||||||||
| 5.667%, SOFR30A + 2.000%, 09/26/2033(B)(D) | 88 | 88 | ||||||
| Equify ABS LLC, Ser 2024-1A, Cl A | ||||||||
| 5.430%, 04/18/2033(D) | 230 | 231 | ||||||
| FIGRE Trust, Ser 2025-HE8, Cl A | ||||||||
| 5.206%, 11/25/2055(B)(D) | 716 | 724 | ||||||
| FIGRE Trust, Ser 2026-HE1, Cl A | ||||||||
| 4.982%, 01/25/2056(B)(D) | 835 | 839 | ||||||
| GCI Funding I LLC, Ser 2021-1, Cl A | ||||||||
| 2.380%, 06/18/2046(D) | 178 | 168 | ||||||
| Hardee's Funding LLC, Ser 2018-1A, Cl A23 | ||||||||
| 5.710%, 06/20/2048(D) | 359 | 358 | ||||||
| Hardee's Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 3.981%, 12/20/2050(D) | 253 | 245 | ||||||
| MVW LLC, Ser 2021-2A, Cl B | ||||||||
| 1.830%, 05/20/2039(D) | 96 | 92 | ||||||
| Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX | ||||||||
| 1.630%, 04/20/2062(D) | 86 | 82 | ||||||
| Oportun Funding Trust, Ser 2025-1, Cl A | ||||||||
| 4.960%, 08/16/2032(D) | 104 | 104 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A | ||||||||
| 6.278%, 10/15/2031(D) | 125 | 126 | ||||||
| Pagaya Ai Debt Grantor Trust, Ser 2024-9, Cl B | ||||||||
| 5.306%, 03/15/2032(D) | 461 | 463 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.156%, 07/15/2032(B)(D) | 119 | 120 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-3, Cl A2 | ||||||||
| 5.365%, 12/15/2032(D) | 115 | 117 | ||||||
| Pagaya Ai Debt Grantor Trust, Ser 2025-6, Cl A2 | ||||||||
| 4.497%, 04/15/2033(D) | 230 | 230 | ||||||
| Pagaya AI Debt Trust, Ser 2024-3, Cl A | ||||||||
| 6.258%, 10/15/2031(D) | 128 | 128 | ||||||
| Pagaya Point of Sale Holdings Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.715%, 01/20/2034(D) | 329 | 331 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Rad CLO 14, Ser 2021-14A, Cl A | ||||||||
| 5.104%, TSFR3M + 1.432%, 01/15/2035(B)(D) | $ | 500 | $ | 501 | ||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051(D) | 189 | 181 | ||||||
| Towd Point Mortgage Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 4.720%, 02/25/2066(D)(F) | 1,027 | 1,026 | ||||||
| Towd Point Mortgage Trust, Ser 2026-FIX1, Cl A1 | ||||||||
| 4.980%, 12/25/2065(D)(F) | 299 | 301 | ||||||
| Upgrade Master Pass-Thru Trust, Ser 2026-ST1, Cl A | ||||||||
| 4.244%, 03/15/2034(D) | 615 | 615 | ||||||
| VFI ABS LLC, Ser 2025-1A, Cl A | ||||||||
| 4.780%, 06/24/2030(D) | 575 | 578 | ||||||
| 10,430 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $28,125) ($ Thousands) | 27,585 | |||||||
| MORTGAGE-BACKED SECURITIES — 2.1% | ||||||||
| Agency Mortgage-Backed Obligations — 0.1% | ||||||||
| FHLMC CMO, Ser 2016-4585, Cl DS, IO | ||||||||
| 2.227%, 05/15/2046(B) | 462 | 54 | ||||||
| FHLMC CMO, Ser 2017-4693, Cl SL, IO | ||||||||
| 2.377%, 06/15/2047(B) | 697 | 84 | ||||||
| FHLMC CMO, Ser 2017-4719, Cl JS, IO | ||||||||
| 2.377%, 09/15/2047(B) | 514 | 65 | ||||||
| FHLMC CMO, Ser 2020-4954, Cl SL, IO | ||||||||
| 2.268%, 02/25/2050(B) | 703 | 82 | ||||||
| FHLMC CMO, Ser 2020-4981, Cl HS, IO | ||||||||
| 2.318%, 06/25/2050(B) | 1,439 | 168 | ||||||
| FNMA CMO, Ser 2014-78, Cl SE, IO | ||||||||
| 2.318%, 12/25/2044(B) | 471 | 57 | ||||||
| FNMA CMO, Ser 2016-77, Cl DS, IO | ||||||||
| 2.218%, 10/25/2046(B) | 477 | 58 | ||||||
| FNMA CMO, Ser 2017-62, Cl AS, IO | ||||||||
| 2.368%, 08/25/2047(B) | 591 | 73 | ||||||
| GNMA CMO, Ser 2017-122, Cl SA, IO | ||||||||
| 2.418%, 08/20/2047(B) | 471 | 64 | ||||||
| 705 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 2.0% | ||||||||
| Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 | ||||||||
| 5.500%, 07/25/2035 | 27 | 18 | ||||||
| Alternative Loan Trust, Ser 2006-24CB, Cl A16 | ||||||||
| 5.750%, 08/25/2036 | 180 | 89 | ||||||
| SEI Institutional Investments Trust | 371 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Alternative Loan Trust, Ser 2006-J1, Cl 1A13 | ||||||||
| 5.500%, 02/25/2036 | $ | 68 | $ | 46 | ||||
| AREIT Trust, Ser 2022-CRE6, Cl A | ||||||||
| 4.910%, SOFR30A + 1.250%, 01/20/2037(B)(D) | 591 | 591 | ||||||
| BHMS Commercial Mortgage Trust, Ser 2025-ATLS, Cl A | ||||||||
| 5.510%, TSFR1M + 1.850%, 08/15/2042(B)(D) | 605 | 609 | ||||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D | ||||||||
| 5.606%, TSFR1M + 1.946%, 04/15/2034(B)(D) | 152 | 150 | ||||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E | ||||||||
| 5.856%, TSFR1M + 2.196%, 04/15/2034(B)(D) | 610 | 602 | ||||||
| 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 | 85 | 33 | ||||||
| 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) | 406 | 404 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 12/25/2041(B)(D) | 304 | 305 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 | ||||||||
| 7.167%, SOFR30A + 3.500%, 03/25/2042(B)(D) | 744 | 761 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 | ||||||||
| 6.767%, SOFR30A + 3.100%, 03/25/2042(B)(D) | 185 | 189 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 | ||||||||
| 5.967%, SOFR30A + 2.300%, 01/25/2043(B)(D) | 811 | 831 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 | ||||||||
| 6.167%, SOFR30A + 2.500%, 04/25/2043(B)(D) | 407 | 411 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | ||||||||
| 5.967%, SOFR30A + 2.300%, 05/25/2043(B)(D) | 518 | 529 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | ||||||||
| 5.567%, SOFR30A + 1.900%, 06/25/2043(B)(D) | $ | 437 | $ | 441 | ||||
| Connecticut Avenue Securities Trust, Ser 2025-R03, Cl 2M1 | ||||||||
| 5.267%, SOFR30A + 1.600%, 03/25/2045(B)(D) | 409 | 410 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R05, Cl 2M1 | ||||||||
| 4.867%, SOFR30A + 1.200%, 07/25/2045(B)(D) | 697 | 698 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R01, Cl 2M1 | ||||||||
| 4.667%, SOFR30A + 1.000%, 01/25/2046(B)(D) | 602 | 602 | ||||||
| Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 | ||||||||
| 4.168%, TSFR1M + 0.494%, 12/25/2036(B) | 126 | 40 | ||||||
| FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 | ||||||||
| 5.667%, SOFR30A + 2.000%, 01/25/2051(B)(D) | 19 | 19 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | ||||||||
| 5.317%, SOFR30A + 1.650%, 01/25/2034(B)(D) | 53 | 54 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||
| 5.167%, SOFR30A + 1.500%, 10/25/2041(B)(D) | 747 | 749 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 | ||||||||
| 5.467%, SOFR30A + 1.800%, 11/25/2041(B)(D) | 953 | 957 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 | ||||||||
| 6.017%, SOFR30A + 2.350%, 12/25/2041(B)(D) | 635 | 643 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.967%, SOFR30A + 1.300%, 02/25/2042(B)(D) | 96 | 96 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A | ||||||||
| 6.617%, SOFR30A + 2.950%, 06/25/2042(B)(D) | 214 | 218 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A | ||||||||
| 6.167%, SOFR30A + 2.500%, 03/25/2052(B)(D) | 217 | 219 | ||||||
| 372 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A | ||||||||
| 5.768%, SOFR30A + 2.100%, 03/25/2043(B)(D) | $ | 276 | $ | 279 | ||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A | ||||||||
| 5.768%, SOFR30A + 2.100%, 04/25/2043(B)(D) | 166 | 168 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | ||||||||
| 5.667%, SOFR30A + 2.000%, 05/25/2043(B)(D) | 390 | 393 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B | ||||||||
| 7.167%, SOFR30A + 3.500%, 05/25/2043(B)(D) | 1,327 | 1,390 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl M1 | ||||||||
| 4.867%, SOFR30A + 1.200%, 08/25/2044(B)(D) | 383 | 383 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl A1 | ||||||||
| 4.767%, SOFR30A + 1.100%, 05/25/2045(B)(D) | 196 | 196 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl M1 | ||||||||
| 4.867%, SOFR30A + 1.200%, 05/25/2045(B)(D) | 168 | 168 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA3, Cl A1 | ||||||||
| 4.617%, SOFR30A + 0.950%, 09/25/2045(B)(D) | 783 | 785 | ||||||
| GS Mortgage Securities Trust, Ser 2011- GC5, Cl D | ||||||||
| 5.141%, 08/10/2044(B)(D) | 12 | 9 | ||||||
| GS Mortgage Securities Trust, Ser 2021-1, Cl A1 | ||||||||
| 1.433%, 08/17/2026 | 19 | 19 | ||||||
| GS Mortgage Securities Trust, Ser 2021-1, Cl A2 | ||||||||
| 2.435%, 08/17/2026 | 657 | 649 | ||||||
| GS Mortgage Securities Trust, Ser 2021-1, Cl AS | ||||||||
| 2.638%, 08/17/2026 | 23 | 22 | ||||||
| HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 | ||||||||
| 4.288%, TSFR1M + 0.614%, 03/25/2035(B) | 15 | 13 | ||||||
| JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO | ||||||||
| 0.404%, 09/15/2047(B) | 741 | – | ||||||
| JPMorgan Chase, Ser 2019-CL1, Cl M3 | ||||||||
| 5.888%, TSFR1M + 2.214%, 04/25/2047(B)(D) | 78 | 79 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A | ||||||||
| 5.239%, TSFR1M + 1.579%, 07/15/2036(B)(D) | $ | 294 | $ | 283 | ||||
| Neighborly Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 7.308%, 01/30/2053(D) | 762 | 771 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C | ||||||||
| 4.309%, 11/15/2049(B) | 620 | 602 | ||||||
| 16,975 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $18,353) ($ Thousands) | 17,680 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6% | ||||||||
| FFCB^ | ||||||||
| 3.910%, SOFRRATE + 0.230%, 08/01/2028(B) | 1,300 | 1,305 | ||||||
| 3.805%, SOFRRATE + 0.125%, 11/03/2027(B) | 800 | 801 | ||||||
| 3.765%, 02/23/2028 | 500 | 500 | ||||||
| 3.735%, 07/13/2027 | 1,000 | 1,000 | ||||||
| FHLB^ | ||||||||
| 4.000%, 10/09/2026 | 400 | 401 | ||||||
| 3.900%, SOFRRATE + 0.230%, 07/14/2028(B) | 1,300 | 1,303 | ||||||
| 3.500%, 09/09/2027 | 1,500 | 1,503 | ||||||
| FHLB DN^ | ||||||||
| 0.000%, 05/01/2026(A)(G) | 300 | 298 | ||||||
| FHLMC^ | ||||||||
| 3.900%, SOFRRATE + 0.220%, 05/23/2028(B) | 1,400 | 1,403 | ||||||
| 3.820%, SOFRRATE + 0.140%, 10/16/2026(B) | 800 | 800 | ||||||
| 3.820%, SOFRRATE + 0.140%, 10/06/2027(B) | 1,500 | 1,502 | ||||||
| FNMA^ | ||||||||
| 3.940%, SOFRRATE + 0.260%, 11/05/2027(B) | 700 | 702 | ||||||
| 3.770%, 02/02/2028 | 1,600 | 1,600 | ||||||
| 3.760%, SOFRRATE + 0.080%, 12/22/2027(B) | 700 | 700 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $13,797) ($ Thousands) | 13,818 | |||||||
| SEI Institutional Investments Trust | 373 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| SOVEREIGN DEBT — 0.3% | ||||||||
| Baiterek National Investment Holding JSC MTN | ||||||||
| 4.650%, 10/01/2030(D) | $ | 412 | $ | 411 | ||||
| Colombia Government International Bond | ||||||||
| 6.500%, 01/21/2033 | 251 | 249 | ||||||
| 3.125%, 04/15/2031 | 213 | 185 | ||||||
| Dominican Republic International Bond | ||||||||
| 4.875%, 09/23/2032 | 399 | 383 | ||||||
| Eagle Funding Luxco Sarl | ||||||||
| 5.500%, 08/17/2030(D) | 298 | 303 | ||||||
| Mexico Government International Bond | ||||||||
| 5.375%, 03/22/2033 | 346 | 346 | ||||||
| Romanian Government International Bond | ||||||||
| 5.750%, 09/16/2030(D) | 868 | 902 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $2,715) ($ Thousands) | 2,779 | |||||||
| Shares | ||||||||
| REGISTERED INVESTMENT COMPANY — 0.2% | ||||||||
| Sprott Physical Uranium Trust * | 103,500 | 2,088 | ||||||
| Total Registered Investment Company | ||||||||
| (Cost $1,703) ($ Thousands) | 2,088 | |||||||
| Number
of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc CVR *‡‡(H) | 366 | – | ||||||
| Blueprint Medicens Corp CVR *‡‡(H) | 340 | – | ||||||
| Invest Industrial Advisor CVR *‡‡ | 1,204 | – | ||||||
| Mirati Therapeutics CVR *‡‡(H) | 600 | – | ||||||
| Novartis AG CVR *‡‡ | 1,600 | 1 | ||||||
| Pfizer Inc CVR *‡‡(H) | 558 | 2 | ||||||
| Walgreens Boots Alliance *‡‡ | 12,847 | 7 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 10 | |||||||
| PURCHASED OPTIONS — 0.0% | ||||||||
| Total Purchased Options | ||||||||
| (Cost $138) ($ Thousands) | 32 | |||||||
| Total Investments in Securities — 96.1% | ||||||||
| (Cost $692,874) ($ Thousands) | $ | 829,839 | ||||||
| Shares | ||||||||
| COMMON STOCK SOLD SHORT— (2.3)% | ||||||||
| Communication Services — (0.6)% | ||||||||
| Cable One Inc | (94 | ) | (9 | ) | ||||
| Charter Communications Inc, Cl A * | (2,337 | ) | (548 | ) | ||||
| DoubleVerify Holdings Inc * | (5,436 | ) | (57 | ) | ||||
| EchoStar Corp, Cl A * | (4,643 | ) | (537 | ) | ||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| Fox Corp | (7,021 | ) | $ | (396 | ) | |||
| Fox Corp, Cl B | (5,318 | ) | (275 | ) | ||||
| John Wiley & Sons Inc, Cl A | (1,856 | ) | (58 | ) | ||||
| Liberty Broadband Corp, Cl A * | (774 | ) | (42 | ) | ||||
| Liberty Broadband Corp, Cl C * | (3,014 | ) | (165 | ) | ||||
| Magnite Inc * | (4,870 | ) | (66 | ) | ||||
| New York Times Co/The, Cl A | (5,642 | ) | (450 | ) | ||||
| News Corp, Cl A | (13,305 | ) | (323 | ) | ||||
| News Corp, Cl B | (5,030 | ) | (135 | ) | ||||
| Nexstar Media Group Inc, Cl A | (901 | ) | (226 | ) | ||||
| Omnicom Group Inc | (10,403 | ) | (887 | ) | ||||
| Scholastic Corp | (1,063 | ) | (37 | ) | ||||
| Sirius XM Holdings Inc | (5,155 | ) | (113 | ) | ||||
| TEGNA Inc | (5,101 | ) | (107 | ) | ||||
| Trade Desk Inc/The, Cl A * | (14,064 | ) | (335 | ) | ||||
| USA TODAY * | (6,277 | ) | (37 | ) | ||||
| Versant Media Group * | (4,295 | ) | (143 | ) | ||||
| (4,946 | ) | |||||||
| Energy — 0.0% | ||||||||
| Core Natural Resources Inc | (121 | ) | (10 | ) | ||||
| Information Technology — (1.7)% | ||||||||
| Advanced Micro Devices Inc * | (1,728 | ) | (346 | ) | ||||
| Amphenol Corp, Cl A | (1,356 | ) | (198 | ) | ||||
| Analog Devices Inc | (601 | ) | (214 | ) | ||||
| Apple Inc | (14,958 | ) | (3,952 | ) | ||||
| Applied Materials Inc | (907 | ) | (338 | ) | ||||
| Arista Networks Inc * | (1,272 | ) | (170 | ) | ||||
| Broadcom Inc | (4,896 | ) | (1,564 | ) | ||||
| CDW Corp/DE | (259 | ) | (32 | ) | ||||
| Ciena Corp * | (132 | ) | (46 | ) | ||||
| Cisco Systems Inc | (4,089 | ) | (325 | ) | ||||
| Coherent Corp * | (191 | ) | (49 | ) | ||||
| Corning Inc | (802 | ) | (121 | ) | ||||
| Dell Technologies Inc, Cl C | (244 | ) | (36 | ) | ||||
| Entegris Inc | (255 | ) | (34 | ) | ||||
| F5 Inc * | (148 | ) | (40 | ) | ||||
| Fabrinet * | (74 | ) | (40 | ) | ||||
| First Solar Inc * | (142 | ) | (28 | ) | ||||
| Flex Ltd * | (587 | ) | (37 | ) | ||||
| Hewlett Packard Enterprise Co | (1,748 | ) | (37 | ) | ||||
| HP Inc | (1,582 | ) | (30 | ) | ||||
| Intel Corp * | (4,545 | ) | (207 | ) | ||||
| Jabil Inc | (181 | ) | (48 | ) | ||||
| Keysight Technologies Inc * | (127 | ) | (39 | ) | ||||
| KLA Corp | (165 | ) | (252 | ) | ||||
| Lam Research Corp | (1,391 | ) | (325 | ) | ||||
| Lumentum Holdings Inc * | (35 | ) | (25 | ) | ||||
| Marvell Technology Inc | (1,179 | ) | (96 | ) | ||||
| Microchip Technology Inc | (865 | ) | (65 | ) | ||||
| Micron Technology Inc | (1,250 | ) | (515 | ) | ||||
| 374 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| MKS Instruments Inc | (158 | ) | $ | (39 | ) | |||
| Monolithic Power Systems Inc | (61 | ) | (70 | ) | ||||
| Motorola Solutions Inc | (141 | ) | (68 | ) | ||||
| NetApp Inc | (264 | ) | (26 | ) | ||||
| NVIDIA Corp | (24,524 | ) | (4,345 | ) | ||||
| ON Semiconductor Corp * | (855 | ) | (57 | ) | ||||
| Pure Storage Inc, Cl A * | (381 | ) | (24 | ) | ||||
| Qnity Electronics Inc | (420 | ) | (53 | ) | ||||
| QUALCOMM Inc | (1,116 | ) | (159 | ) | ||||
| SanDisk Corp * | (100 | ) | (64 | ) | ||||
| TD SYNNEX Corp | (234 | ) | (37 | ) | ||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| Teledyne Technologies Inc * | (100 | ) | $ | (68 | ) | |||
| Teradyne Inc | (212 | ) | (68 | ) | ||||
| Texas Instruments Inc | (942 | ) | (200 | ) | ||||
| Western Digital Corp | (369 | ) | (103 | ) | ||||
| Zebra Technologies Corp, Cl A * | (97 | ) | (22 | ) | ||||
| (14,612 | ) | |||||||
| Total Common Stock Sold Short | ||||||||
| (Proceeds $17,128) ($ Thousands) | (19,568 | ) | ||||||
| Total Investments Sold Short — (2.3)% | ||||||||
| (Proceeds $17,128) ($ Thousands) | $ | (19,568 | ) | |||||
A list of open exchange traded options contracts for the Fund at February 28, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED OPTIONS — 0.0% | ||||||||||||||||
| Put Options | ||||||||||||||||
| Platinum Future Option ^ | 20 | $ | 2,050 | $ | 2,050.00 | 3/21/2026 | $ | 25 | ||||||||
| Platinum Future Option ^ | 10 | 975 | 1,950.00 | 3/21/2026 | 7 | |||||||||||
| Total Purchased Options | $ | 3,025 | $ | 32 | ||||||||||||
A list of the open futures contracts held by the Fund at February 28, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Australian 10-Year Bond | 70 | Mar-2026 | $ | 5,124 | $ | 5,515 | $ | 44 | ||||||||||
| Brent Crude^ | 125 | Jun-2026 | 8,193 | 8,860 | 667 | |||||||||||||
| Brent Crude^ | 5 | Oct-2027 | 321 | 331 | 10 | |||||||||||||
| Brent Crude^ | 37 | Apr-2026 | 2,617 | 2,674 | 57 | |||||||||||||
| Brent Crude^ | 44 | May-2026 | 2,963 | 3,151 | 188 | |||||||||||||
| Brent Crude^ | 66 | Mar-2026 | 4,254 | 4,809 | 555 | |||||||||||||
| CA Carbon Allowance Vintage^ | 67 | Dec-2026 | 2,069 | 1,973 | (96 | ) | ||||||||||||
| CA Low Carbon Fuel^ | 35 | Dec-2026 | 213 | 259 | 46 | |||||||||||||
| Coffee C^ | 2 | Sep-2026 | 205 | 204 | (1 | ) | ||||||||||||
| Copper^ | 8 | May-2026 | 1,235 | 1,212 | (23 | ) | ||||||||||||
| Copper^ | 12 | May-2026 | 1,809 | 1,818 | 9 | |||||||||||||
| Corn^ | 38 | May-2026 | 840 | 852 | 12 | |||||||||||||
| Cotton No. 2^ | 65 | May-2026 | 2,118 | 2,132 | 14 | |||||||||||||
| Feeder Cattle^ | 5 | May-2026 | 908 | 869 | (39 | ) | ||||||||||||
| Gasoline^ | 86 | Apr-2026 | 7,936 | 8,283 | 347 | |||||||||||||
| Gold^ | 25 | Apr-2026 | 12,811 | 13,119 | 308 | |||||||||||||
| Gold^ | 36 | Aug-2026 | 18,959 | 19,178 | 219 | |||||||||||||
| KC HRW Wheat^ | 56 | May-2026 | 1,605 | 1,626 | 21 | |||||||||||||
| Lean Hogs^ | 4 | Jun-2026 | 175 | 175 | – | |||||||||||||
| Live Cattle^ | 27 | Aug-2026 | 2,498 | 2,460 | (38 | ) | ||||||||||||
| Live Cattle^ | 43 | Apr-2026 | 4,086 | 3,994 | (92 | ) | ||||||||||||
| Live Cattle^ | 14 | Jun-2026 | 1,318 | 1,284 | (34 | ) | ||||||||||||
| LME Copper^ | 37 | Sep-2026 | 12,267 | 12,411 | 144 | |||||||||||||
| LME Nickel^ | 16 | Jun-2026 | 1,692 | 1,718 | 26 | |||||||||||||
| SEI Institutional Investments Trust | 375 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| LME Nickel^ | 49 | Mar-2026 | $ | 4,917 | $ | 5,199 | $ | 282 | ||||||||||
| LME Primary Aluminum^ | 102 | Jun-2026 | 8,105 | 8,019 | (86 | ) | ||||||||||||
| LME Zinc^ | 51 | Jun-2026 | 4,283 | 4,236 | (47 | ) | ||||||||||||
| Low Sulphur Gasoil^ | 86 | Jul-2026 | 5,569 | 6,058 | 489 | |||||||||||||
| Low Sulphur Gasoil^ | 63 | May-2026 | 4,289 | 4,583 | 294 | |||||||||||||
| Mill Wheat^ | 244 | May-2026 | 2,768 | 2,902 | 161 | |||||||||||||
| Natural Gas^ | 11 | Nov-2026 | 495 | 477 | (18 | ) | ||||||||||||
| Natural Gas^ | 7 | Jul-2026 | 240 | 239 | (1 | ) | ||||||||||||
| Natural Gas^ | 150 | Apr-2026 | 4,671 | 4,321 | (350 | ) | ||||||||||||
| NY Harbor ULSD^ | 45 | Apr-2026 | 4,324 | 4,784 | 460 | |||||||||||||
| NY Harbor ULSD^ | 24 | Jul-2026 | 2,415 | 2,462 | 47 | |||||||||||||
| NYMEX Cocoa^ | 8 | May-2026 | 336 | 231 | (105 | ) | ||||||||||||
| Palladium^ | 1 | Jun-2026 | 178 | 183 | 5 | |||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Dec-2027 | 78 | 78 | – | |||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Sep-2027 | 71 | 61 | (10 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Feb-2027 | 68 | 84 | 16 | |||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Aug-2027 | 75 | 85 | 10 | |||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Jul-2027 | 71 | 97 | 26 | |||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Jun-2027 | 75 | 66 | (9 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | May-2027 | 68 | 53 | (15 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Apr-2027 | 75 | 58 | (17 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Mar-2027 | 78 | 61 | (17 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Nov-2027 | 71 | 60 | (11 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Oct-2027 | 71 | 59 | (12 | ) | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 3 | Jan-2027 | 68 | 98 | 30 | |||||||||||||
| Platinum^ | 7 | Jul-2026 | 791 | 841 | 50 | |||||||||||||
| Platinum^ | 5 | Apr-2026 | 552 | 594 | 42 | |||||||||||||
| Silver^ | 10 | May-2026 | 4,379 | 4,664 | 285 | |||||||||||||
| Silver^ | 5 | Sep-2026 | 2,262 | 2,364 | 102 | |||||||||||||
| Soybean^ | 87 | May-2026 | 5,002 | 5,093 | 91 | |||||||||||||
| Soybean^ | 102 | Jul-2026 | 5,548 | 6,032 | 484 | |||||||||||||
| Soybean Meal^ | 209 | May-2026 | 6,636 | 6,698 | 62 | |||||||||||||
| Soybean Oil^ | 138 | May-2026 | 4,815 | 5,121 | 306 | |||||||||||||
| Soybean Oil^ | 106 | Jul-2026 | 3,331 | 3,936 | 605 | |||||||||||||
| Sugar No. 11^ | 128 | Jun-2026 | 2,082 | 1,989 | (93 | ) | ||||||||||||
| Sugar No. 11^ | 142 | Apr-2026 | 2,232 | 2,209 | (23 | ) | ||||||||||||
| TTF Natural Gas^ | 23 | Jul-2026 | 616 | 627 | 10 | |||||||||||||
| U.S. 2-Year Treasury Note | 261 | Jun-2026 | 54,529 | 54,620 | 91 | |||||||||||||
| U.S. 5-Year Treasury Note | 253 | Jun-2026 | 27,714 | 27,866 | 152 | |||||||||||||
| UK Emission Allowance^ | 8 | Dec-2026 | 631 | 497 | (141 | ) | ||||||||||||
| Wheat^ | 60 | May-2026 | 1,708 | 1,775 | 67 | |||||||||||||
| WTI Crude Oil^ | 30 | Apr-2026 | 1,890 | 2,007 | 117 | |||||||||||||
| WTI Crude Oil^ | 50 | Jul-2026 | 3,246 | 3,285 | 39 | |||||||||||||
| 267,639 | 273,679 | 5,712 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| Brent Crude^ | (91) | Oct-2026 | $ | (5,877 | ) | $ | (6,247 | ) | $ | (370 | ) | |||||||
| Coffee C^ | (17) | May-2026 | (1,902 | ) | (1,790 | ) | 112 | |||||||||||
| Cotton No. 2^ | (84) | May-2026 | (2,690 | ) | (2,755 | ) | (65 | ) | ||||||||||
| E-Mini S&P Select Sector Consumer Discretionary | (311) | Mar-2026 | (77,155 | ) | (73,533 | ) | 3,622 | |||||||||||
| Lean Hogs^ | (57) | Apr-2026 | (2,171 | ) | (2,182 | ) | (11 | ) | ||||||||||
| LME Lead^ | (71) | Jun-2026 | (3,491 | ) | (3,500 | ) | (9 | ) | ||||||||||
| MSCI EAFE Index | (50) | Mar-2026 | (7,205 | ) | (7,910 | ) | (705 | ) | ||||||||||
| NYMEX Cocoa^ | (11) | May-2026 | (407 | ) | (318 | ) | 89 | |||||||||||
| S&P 500 Index E-Mini | (65) | Mar-2026 | (22,375 | ) | (22,389 | ) | (14 | ) | ||||||||||
| TTF Natural Gas^ | (37) | Nov-2026 | (985 | ) | (1,034 | ) | (37 | ) | ||||||||||
| U.S. 10-Year Treasury Note | (20) | Jun-2026 | (2,266 | ) | (2,276 | ) | (10 | ) | ||||||||||
| U.S. Ultra Long Treasury Bond | (7) | Jun-2026 | (843 | ) | (851 | ) | (8 | ) | ||||||||||
| Ultra 10-Year U.S. Treasury Note | (67) | Jun-2026 | (7,777 | ) | (7,821 | ) | (44 | ) | ||||||||||
| 376 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Wheat^ | (78) | May-2026 | $ | (2,099 | ) | $ | (2,306 | ) | $ | (207 | ) | |||||||
| (137,243 | ) | (134,912 | ) | 2,343 | ||||||||||||||
| $ | 130,396 | $ | 138,767 | $ | 8,055 | |||||||||||||
A list of the open forward foreign currency contracts held by the Fund at February 28, 2026, is as follows:
| Counterparty | Settlement Date | Currency
to Deliver (Thousands) | Currency
to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||
| Brown Brothers Harriman | 04/16/26 | EUR | 122 | USD | 147 | $ | 2 | |||||||||
| Brown Brothers Harriman | 04/22/26 | AUD | 257 | USD | 178 | (5 | ) | |||||||||
| $ | (3 | ) | ||||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2026, is as follows:
| Credit Default Swap - Buy Protection | |||||||||||||||||||||||
| Reference Entity/ Obligation | Pay Rate | Payment Frequency | Termination Date | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||
| AUSTRALIA S44.V1.5Y.855086 | 1.00% | Quarterly | 12/20/2030 | $ | 11,290 | $ | (159 | ) | $ | (167 | ) | $ | 8 | ||||||||||
| Credit Default Swap - Sell Protection | |||||||||||||||||||||||
| Reference Entity/ Obligation | Receive Rate | Payment Frequency | Termination Date | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||
| NA.IG.S45.V1.5Y-855186 | 1.00% | Quarterly | 12/20/2030 | $ | 11,290 | $ | 222 | $ | 238 | $ | (16 | ) | |||||||||||
| Interest Rate Swaps | |||||||||||||||||||||||||||||
| Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||||
| 2.401% | CPI | Annually | 07/15/2028 | USD | 82,145 | $ | 3,337 | $ | – | $ | 3,337 | ||||||||||||||||||
| 2.4095% | SOFR | Annually | 11/10/2035 | USD | 1,300 | 119 | 135 | (16 | ) | ||||||||||||||||||||
| 1.1650% | SOFR | Annually | 10/04/2026 | USD | 7,010 | 102 | 122 | (20 | ) | ||||||||||||||||||||
| 2.2275% | SOFR | Annually | 04/04/2027 | USD | 3,640 | 46 | 73 | (27 | ) | ||||||||||||||||||||
| 1.9950% | SOFR | Annually | 07/12/2027 | USD | 720 | 13 | 20 | (7 | ) | ||||||||||||||||||||
| 1.7600% | SOFR | Annually | 06/04/2029 | USD | 5,145 | 224 | 320 | (96 | ) | ||||||||||||||||||||
| 1.2925% | SOFR | Annually | 09/27/2029 | USD | 2,440 | 155 | 198 | (43 | ) | ||||||||||||||||||||
| 0.0275% | SOFR | Annually | 06/05/2027 | USD | 15,050 | 621 | 720 | (99 | ) | ||||||||||||||||||||
| 1.4550% | SOFR | Annually | 11/08/2026 | USD | 1,040 | 15 | 19 | (4 | ) | ||||||||||||||||||||
| 1.4725% | SOFR | Annually | 11/09/2026 | USD | 1,230 | 17 | 22 | (5 | ) | ||||||||||||||||||||
| 1.3945% | SOFR | Annually | 05/21/2031 | USD | 17,160 | 1,525 | 1,809 | (284 | ) | ||||||||||||||||||||
| $ | 6,174 | $ | 3,438 | $ | 2,736 | ||||||||||||||||||||||||
| SEI Institutional Investments Trust | 377 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2026
Multi-Asset Real Return Fund (Concluded)
| Percentages are based on Net Assets of $863,112 ($ Thousands). | |
| ^ | Security, or a portion thereof, is held by MARR Commodity Strategy Subsidiary, Ltd. as of February 28, 2026. |
| * | 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, or a portion thereof, 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, 2026, the value of these securities amounted to $62,436 ($ Thousands), representing 7.2% of the Net Assets of the Fund. |
| (E) | Perpetual security with no stated maturity date. |
| (F) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (G) | Zero coupon security. |
| (H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 378 | SEI Institutional Investments Trust |
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 28, 2026
| 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 | 379 |
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 28, 2026
(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 |
| 380 | SEI Institutional Investments Trust |