SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Fund
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† — 97.3% | ||||||||
| Communication Services — 8.4% | ||||||||
| Alphabet Inc, Cl A | 60,981 | $ | 20,694 | |||||
| Alphabet Inc, Cl C | 24,080 | 8,077 | ||||||
| AppLovin Corp, Cl A * | 2,857 | 892 | ||||||
| AT&T Inc | 131,136 | 3,395 | ||||||
| Bandwidth Inc, Cl A * | 1,706 | 83 | ||||||
| BCE Inc | 33,449 | 789 | ||||||
| Comcast Corp, Cl A | 82,519 | 2,197 | ||||||
| Fox Corp | 17,900 | 1,206 | ||||||
| Grindr Inc * | 3,048 | 47 | ||||||
| IAC Inc * | 1,753 | 67 | ||||||
| Liberty Global Ltd, Cl A * | 23,415 | 252 | ||||||
| Liberty Global Ltd, Cl C * | 11,957 | 125 | ||||||
| Magnite Inc * | 8,138 | 191 | ||||||
| Meta Platforms Inc, Cl A | 10,697 | 6,122 | ||||||
| Netflix Inc * | 9,122 | 739 | ||||||
| New York Times Co/The, Cl A | 1,263 | 85 | ||||||
| Omnicom Group Inc | 10,869 | 951 | ||||||
| Pinterest Inc, Cl A * | 11,038 | 240 | ||||||
| ROBLOX Corp, Cl A * | 2,219 | 92 | ||||||
| Roku Inc, Cl A * | 4,112 | 645 | ||||||
| Sirius XM Holdings Inc | 16,700 | 470 | ||||||
| Space Exploration Technologies, Cl A * | 8,985 | 1,291 | ||||||
| Spotify Technology SA * | 1,491 | 810 | ||||||
| Stagwell Inc, Cl A * | 4,226 | 37 | ||||||
| Stubhub Holdings, Cl A * | 5,576 | 36 | ||||||
| T-Mobile US Inc | 1,115 | 201 | ||||||
| Trade Desk Inc/The, Cl A * | 20,940 | 287 | ||||||
| Verizon Communications Inc | 54,380 | 2,720 | ||||||
| Walt Disney Co/The | 17,700 | 1,904 | ||||||
| 54,645 | ||||||||
| Consumer Discretionary — 9.7% | ||||||||
| ADT Inc | 105,700 | 781 | ||||||
| Airbnb Inc, Cl A * | 9,600 | 1,759 | ||||||
| Amazon.com Inc * | 60,998 | 15,846 | ||||||
| Amer Sports Inc * | 8,948 | 273 | ||||||
| Autoliv Inc | 5,100 | 618 | ||||||
| AutoNation Inc * | 1,500 | 302 | ||||||
| AutoZone Inc * | 1,371 | 4,101 | ||||||
| Best Buy Co Inc | 6,500 | 521 | ||||||
| Booking Holdings Inc | 10,990 | 2,188 | ||||||
| BorgWarner Inc | 15,100 | 969 | ||||||
| Carter's Inc | 9,900 | 321 | ||||||
| DoorDash Inc, Cl A * | 1,434 | 332 | ||||||
| eBay Inc | 32,842 | 3,401 | ||||||
| Expedia Group Inc | 5,108 | 1,620 | ||||||
| Ford Motor Co | 130,150 | 1,814 | ||||||
| Garmin Ltd | 1,528 | 434 | ||||||
| General Motors Co | 17,283 | 1,492 | ||||||
| Genuine Parts Co | 11,185 | 1,518 | ||||||
| Harley-Davidson Inc | 8,058 | 222 | ||||||
| Hilton Worldwide Holdings Inc | 8,535 | 2,699 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lear Corp | 4,700 | $ | 588 | |||||
| Lindblad Expeditions Holdings Inc * | 9,872 | 262 | ||||||
| Lowe's Cos Inc | 15,524 | 3,178 | ||||||
| Macy's Inc | 36,200 | 795 | ||||||
| Marriott International Inc/MD, Cl A | 6,721 | 2,297 | ||||||
| Mattel Inc * | 33,400 | 499 | ||||||
| MercadoLibre Inc * | 231 | 447 | ||||||
| Navan Inc, Cl A * | 8,967 | 261 | ||||||
| Newell Brands Inc | 50,432 | 315 | ||||||
| Pattern Group, Cl A * | 13,863 | 287 | ||||||
| PulteGroup Inc | 9,900 | 1,251 | ||||||
| Restaurant Brands International Inc | 10,556 | 822 | ||||||
| Ross Stores Inc | 16,660 | 3,808 | ||||||
| Sea Ltd ADR * | 7,210 | 818 | ||||||
| SharkNinja Inc * | 1,919 | 369 | ||||||
| Tesla Inc * | 4,482 | 1,649 | ||||||
| TJX Cos Inc/The | 27,670 | 3,705 | ||||||
| 62,562 | ||||||||
| Consumer Staples — 5.3% | ||||||||
| Albertsons Cos Inc, Cl A | 49,700 | 614 | ||||||
| Altria Group Inc | 43,970 | 3,011 | ||||||
| Archer-Daniels-Midland Co | 6,400 | 520 | ||||||
| Campbell's | 21,100 | 500 | ||||||
| Casey's General Stores Inc | 3,298 | 2,481 | ||||||
| Coca-Cola Co/The | 16,329 | 1,448 | ||||||
| Colgate-Palmolive Co | 36,014 | 3,235 | ||||||
| Conagra Brands Inc | 19,200 | 308 | ||||||
| Costco Wholesale Corp | 1,916 | 1,808 | ||||||
| Diageo PLC ADR | 4,953 | 455 | ||||||
| Dollar General Corp | 2,100 | 266 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 2,668 | 273 | ||||||
| General Mills Inc | 12,300 | 507 | ||||||
| Herbalife Ltd * | 15,000 | 165 | ||||||
| Kraft Heinz Co/The | 36,500 | 937 | ||||||
| Kroger Co/The | 23,800 | 1,369 | ||||||
| Maplebear Inc * | 27,877 | 1,408 | ||||||
| Molson Coors Beverage Co, Cl B | 22,000 | 875 | ||||||
| PepsiCo Inc | 24,019 | 3,371 | ||||||
| Performance Food Group Co * | 5,247 | 520 | ||||||
| Philip Morris International Inc | 25,130 | 4,707 | ||||||
| Procter & Gamble Co/The | 5,033 | 730 | ||||||
| Seaboard Corp | 6 | 23 | ||||||
| Smithfield Foods Inc | 24,500 | 537 | ||||||
| Spectrum Brands Holdings Inc | 3,395 | 293 | ||||||
| Sysco Corp | 2,659 | 216 | ||||||
| Target Corp | 13,762 | 2,214 | ||||||
| Unilever ADR | 22,542 | 1,462 | ||||||
| 34,253 | ||||||||
| Energy — 4.1% | ||||||||
| APA Corp | 18,600 | 802 | ||||||
| Calumet Inc * | 13,274 | 660 | ||||||
| Cheniere Energy Inc | 5,716 | 1,667 | ||||||
| SEI Institutional Investments Trust | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Chevron Corp | 14,566 | $ | 3,003 | |||||
| ConocoPhillips | 11,324 | 1,500 | ||||||
| Delek US Holdings Inc | 6,975 | 518 | ||||||
| DHT Holdings Inc | 19,418 | 381 | ||||||
| Diamondback Energy Inc | 9,486 | 1,902 | ||||||
| EOG Resources Inc | 4,000 | 580 | ||||||
| ExxonMobil Holdings | 20,684 | 3,329 | ||||||
| Halliburton Co | 24,000 | 884 | ||||||
| HF Sinclair Corp | 17,638 | 1,792 | ||||||
| Marathon Petroleum Corp | 7,738 | 2,889 | ||||||
| PBF Energy Inc, Cl A | 6,893 | 503 | ||||||
| Phillips 66 | 8,158 | 2,012 | ||||||
| Scorpio Tankers Inc | 8,600 | 678 | ||||||
| Teekay Tankers Ltd, Cl A | 2,528 | 227 | ||||||
| Valero Energy Corp | 8,617 | 3,093 | ||||||
| 26,420 | ||||||||
| Financials — 15.5% | ||||||||
| Aflac Inc | 742 | 86 | ||||||
| Allstate Corp/The | 3,200 | 825 | ||||||
| Ally Financial Inc | 12,000 | 506 | ||||||
| American International Group Inc | 20,443 | 1,561 | ||||||
| Ameriprise Financial Inc | 900 | 498 | ||||||
| Annaly Capital Management Inc ‡ | 19,900 | 456 | ||||||
| Aon PLC, Cl A | 1,434 | 461 | ||||||
| Ares Management Corp, Cl A | 20,001 | 2,864 | ||||||
| Bank of America Corp | 88,771 | 5,498 | ||||||
| Bank of New York Mellon Corp/The | 6,363 | 1,026 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 6,265 | 369 | ||||||
| Berkshire Hathaway Inc, Cl B * | 926 | 467 | ||||||
| Block Inc, Cl A * | 1,314 | 108 | ||||||
| Charles Schwab Corp/The | 2,809 | 308 | ||||||
| Chime Financial, Cl A * | 8,688 | 288 | ||||||
| Chubb Ltd | 5,602 | 1,897 | ||||||
| Citigroup Inc | 43,078 | 5,670 | ||||||
| Citizens Financial Group Inc | 19,600 | 1,350 | ||||||
| CME Group Inc, Cl A | 14,797 | 4,225 | ||||||
| CNO Financial Group Inc | 3,373 | 185 | ||||||
| Cohen & Steers Inc | 1,796 | 145 | ||||||
| Columbia Financial Inc | 17,008 | 198 | ||||||
| Corebridge Financial Inc | 31,700 | 1,031 | ||||||
| Corpay Inc * | 368 | 149 | ||||||
| Everest Group Ltd | 2,000 | 749 | ||||||
| Figure Technology Solutions Inc, Cl A * | 16,943 | 622 | ||||||
| First Horizon Corp | 33,700 | 820 | ||||||
| Genworth Financial Inc, Cl A * | 60,934 | 606 | ||||||
| Goldman Sachs Group Inc/The | 2,296 | 2,355 | ||||||
| Hartford Insurance Group | 10,600 | 1,456 | ||||||
| JPMorgan Chase & Co | 27,928 | 9,943 | ||||||
| Lincoln National Corp | 8,300 | 353 | ||||||
| M&T Bank Corp | 2,100 | 491 | ||||||
| Marex Group Ltd | 1,739 | 126 | ||||||
| Mastercard Inc, Cl A | 13,093 | 7,716 | ||||||
| MetLife Inc | 5,100 | 485 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| MGIC Investment Corp | 34,000 | $ | 1,042 | |||||
| Moody's Corp | 13,051 | 6,586 | ||||||
| Morgan Stanley | 39,734 | 8,476 | ||||||
| Morningstar Inc | 3,000 | 657 | ||||||
| MSCI Inc, Cl A | 4,687 | 2,675 | ||||||
| Neptune Insurance Holdings, Cl A * | 2,459 | 82 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 28,167 | 410 | ||||||
| Paymentus Holdings Inc, Cl A * | 6,186 | 220 | ||||||
| PayPal Holdings Inc | 18,800 | 990 | ||||||
| Pelagos Insurance Capital Ltd | 16,800 | 410 | ||||||
| PNC Financial Services Group Inc/The | 4,842 | 1,160 | ||||||
| Porch Group Inc * | 4,047 | 69 | ||||||
| Radian Group Inc | 18,600 | 667 | ||||||
| Regions Financial Corp | 33,700 | 1,007 | ||||||
| Remitly Global Inc * | 17,211 | 460 | ||||||
| Robinhood Markets Inc, Cl A * | 7,213 | 756 | ||||||
| Rocket Cos Inc, Cl A * | 14,797 | 198 | ||||||
| State Street Corp | 12,649 | 2,421 | ||||||
| Toast Inc, Cl A * | 3,529 | 120 | ||||||
| Travelers Cos Inc/The | 6,078 | 2,224 | ||||||
| Truist Financial Corp | 35,331 | 1,752 | ||||||
| Unum Group | 14,500 | 1,352 | ||||||
| US Bancorp | 24,956 | 1,537 | ||||||
| Visa Inc, Cl A | 14,501 | 5,501 | ||||||
| Wells Fargo & Co | 25,400 | 2,194 | ||||||
| Western Union Co/The | 49,400 | 354 | ||||||
| Zions Bancorp NA | 11,100 | 740 | ||||||
| 99,953 | ||||||||
| Health Care — 11.1% | ||||||||
| AbbVie Inc | 5,715 | 1,466 | ||||||
| Abivax SA ADR * | 4,558 | 509 | ||||||
| Amgen Inc | 3,213 | 1,381 | ||||||
| Arrowhead Pharmaceuticals Inc * | 5,332 | 439 | ||||||
| Avantor Inc * | 13,202 | 192 | ||||||
| Aveanna Healthcare Holdings Inc * | 13,248 | 178 | ||||||
| Baxter International Inc | 1,948 | 51 | ||||||
| Becton Dickinson & Co | 4,003 | 753 | ||||||
| Biogen Inc * | 2,455 | 532 | ||||||
| Bristol-Myers Squibb Co | 51,989 | 3,473 | ||||||
| CareDx Inc * | 3,582 | 180 | ||||||
| Cencora Inc | 7,349 | 2,378 | ||||||
| Centene Corp * | 6,135 | 395 | ||||||
| Cigna Group/The | 5,072 | 1,400 | ||||||
| Concentra Group Holdings Parent Inc | 21,690 | 732 | ||||||
| Corcept Therapeutics Inc * | 1,370 | 155 | ||||||
| CorVel Corp * | 1,544 | 106 | ||||||
| CVS Health Corp | 18,754 | 1,761 | ||||||
| Dianthus Therapeutics Inc * | 2,475 | 261 | ||||||
| Doximity Inc, Cl A * | 5,465 | 146 | ||||||
| Elevance Health Inc | 2,705 | 1,062 | ||||||
| Eli Lilly & Co | 5,143 | 5,949 | ||||||
| Encompass Health Corp | 17,840 | 2,145 | ||||||
| Envista Holdings Corp * | 4,799 | 130 | ||||||
| 2 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Establishment Labs Holdings * | 865 | $ | 60 | |||||
| Exelixis Inc * | 20,200 | 1,104 | ||||||
| GE HealthCare Technologies Inc | 8,900 | 634 | ||||||
| Gilead Sciences Inc | 14,202 | 2,078 | ||||||
| Glaukos Corp * | 198 | 36 | ||||||
| HCA Healthcare Inc | 3,400 | 1,409 | ||||||
| HeartFlow Inc * | 993 | 50 | ||||||
| Humana Inc | 1,263 | 484 | ||||||
| Incyte Corp * | 11,500 | 1,417 | ||||||
| Indivior Pharmaceuticals Inc * | 3,751 | 131 | ||||||
| IQVIA Holdings Inc * | 1,256 | 328 | ||||||
| Jazz Pharmaceuticals PLC * | 5,700 | 1,429 | ||||||
| Johnson & Johnson | 30,341 | 8,066 | ||||||
| LifeStance Health Group Inc * | 15,557 | 192 | ||||||
| Medtronic PLC | 26,380 | 2,391 | ||||||
| Merck & Co Inc | 40,509 | 5,986 | ||||||
| Mettler-Toledo International Inc * | 2,004 | 2,816 | ||||||
| Molina Healthcare Inc * | 911 | 181 | ||||||
| Natera Inc * | 3,049 | 982 | ||||||
| Novartis AG ADR | 9,929 | 1,510 | ||||||
| Pfizer Inc | 113,238 | 3,223 | ||||||
| Privia Health Group Inc * | 16,708 | 342 | ||||||
| QIAGEN NV | 1,655 | 72 | ||||||
| Regeneron Pharmaceuticals Inc | 900 | 719 | ||||||
| Sotera Health Co * | 8,501 | 161 | ||||||
| STERIS PLC | 8,920 | 2,075 | ||||||
| Tenet Healthcare Corp * | 846 | 225 | ||||||
| Thermo Fisher Scientific Inc | 1,428 | 881 | ||||||
| UnitedHealth Group Inc | 14,271 | 5,557 | ||||||
| Universal Health Services Inc, Cl B | 2,900 | 494 | ||||||
| Veeva Systems Inc, Cl A * | 1,155 | 330 | ||||||
| Viatris Inc | 29,600 | 489 | ||||||
| Waters Corp * | 290 | 120 | ||||||
| 71,746 | ||||||||
| Industrials — 8.7% | ||||||||
| 3M Co | 1,647 | 283 | ||||||
| AAON Inc | 421 | 32 | ||||||
| AGCO Corp | 4,800 | 568 | ||||||
| Allison Transmission Holdings Inc | 8,300 | 1,043 | ||||||
| American Airlines Group Inc * | 24,500 | 329 | ||||||
| AMETEK Inc | 545 | 128 | ||||||
| Automatic Data Processing Inc | 1,368 | 391 | ||||||
| Brady Corp, Cl A | 3,070 | 278 | ||||||
| Carrier Global Corp | 34,766 | 2,024 | ||||||
| Caterpillar Inc | 643 | 513 | ||||||
| Cintas Corp | 11,590 | 2,339 | ||||||
| CNH Industrial NV | 30,300 | 358 | ||||||
| Copart Inc * | 58,049 | 1,915 | ||||||
| CoreCivic Inc *‡ | 1,213 | 40 | ||||||
| Delta Air Lines Inc | 13,100 | 1,022 | ||||||
| Eaton Corp PLC | 182 | 73 | ||||||
| Fastenal Co | 8,997 | 444 | ||||||
| FedEx Corp | 1,300 | 426 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Fedex Freight Holding * | 650 | $ | 87 | |||||
| First Advantage Corp * | 9,307 | 196 | ||||||
| Forgent Power Solutions Inc, Cl A * | 18,274 | 558 | ||||||
| GE Vernova Inc | 787 | 707 | ||||||
| General Dynamics Corp | 7,342 | 2,726 | ||||||
| General Electric Co | 3,912 | 1,313 | ||||||
| Genpact Ltd | 11,300 | 429 | ||||||
| GFL Environmental Inc | 5,068 | 214 | ||||||
| Graco Inc | 21,640 | 1,676 | ||||||
| HEICO Corp, Cl A | 3,633 | 887 | ||||||
| Howmet Aerospace Inc | 4,076 | 998 | ||||||
| IDEX Corp | 1,780 | 407 | ||||||
| IES Holdings Inc * | 78 | 24 | ||||||
| Illinois Tool Works Inc | 1,916 | 528 | ||||||
| Insperity Inc | 3,075 | 164 | ||||||
| Johnson Controls International PLC | 18,578 | 2,568 | ||||||
| Kennametal Inc | 1,449 | 43 | ||||||
| Korn Ferry | 10,114 | 865 | ||||||
| L3Harris Technologies Inc | 1,151 | 306 | ||||||
| Lockheed Martin Corp | 714 | 401 | ||||||
| ManpowerGroup Inc | 16,493 | 1,038 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 10,645 | 1,266 | ||||||
| Navios Maritime Partners | 3,870 | 342 | ||||||
| Oshkosh Corp | 6,200 | 956 | ||||||
| Otis Worldwide Corp | 22,320 | 1,588 | ||||||
| Owens Corning | 6,600 | 912 | ||||||
| Paycom Software Inc | 766 | 183 | ||||||
| Paylocity Holding Corp * | 3,331 | 534 | ||||||
| Pitney Bowes Inc | 5,088 | 87 | ||||||
| Powell Industries Inc | 127 | 23 | ||||||
| Preformed Line Products Co | 217 | 87 | ||||||
| QXO Inc * | 81,277 | 1,079 | ||||||
| RBC Bearings Inc * | 1,135 | 561 | ||||||
| RTX Corp | 13,114 | 2,724 | ||||||
| Science Applications International Corp | 5,200 | 667 | ||||||
| Siemens AG ADR | 14,106 | 2,333 | ||||||
| Solv Energy, Cl A * | 21,929 | 560 | ||||||
| Textron Inc | 12,800 | 1,031 | ||||||
| Trane Technologies PLC | 969 | 431 | ||||||
| TransDigm Group Inc | 48 | 56 | ||||||
| TriNet Group Inc | 6,492 | 456 | ||||||
| Uber Technologies Inc * | 4,593 | 347 | ||||||
| United Airlines Holdings Inc * | 10,800 | 1,166 | ||||||
| United Parcel Service Inc, Cl B | 15,158 | 1,580 | ||||||
| Upwork Inc * | 34,400 | 311 | ||||||
| Vertiv Holdings Co, Cl A | 9,548 | 2,470 | ||||||
| Vestis Corp * | 1,922 | 24 | ||||||
| VSE Corp | 1,073 | 224 | ||||||
| Waste Connections Inc | 15,924 | 2,633 | ||||||
| Westinghouse Air Brake Technologies Corp | 7,884 | 2,254 | ||||||
| WW Grainger Inc | 756 | 990 | ||||||
| Xometry Inc, Cl A * | 989 | 92 | ||||||
| 56,308 | ||||||||
| SEI Institutional Investments Trust | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Information Technology — 28.6% | ||||||||
| A10 Networks Inc | 940 | $ | 24 | |||||
| Adobe Inc * | 5,100 | 1,493 | ||||||
| Advanced Energy Industries Inc | 335 | 93 | ||||||
| Advanced Micro Devices Inc * | 5,941 | 2,797 | ||||||
| Akamai Technologies Inc * | 218 | 24 | ||||||
| Amdocs Ltd | 13,190 | 832 | ||||||
| Amphenol Corp, Cl A | 19,223 | 3,048 | ||||||
| Analog Devices Inc | 13,996 | 5,069 | ||||||
| Apple Inc | 63,108 | 19,996 | ||||||
| Applied Materials Inc | 3,456 | 1,584 | ||||||
| Arista Networks Inc * | 2,157 | 422 | ||||||
| Arrow Electronics Inc * | 8,193 | 1,675 | ||||||
| Astera Labs Inc * | 2,615 | 777 | ||||||
| Avnet Inc | 2,917 | 261 | ||||||
| Broadcom Inc | 34,553 | 12,796 | ||||||
| CDW Corp/DE | 4,100 | 621 | ||||||
| Cisco Systems Inc | 48,669 | 5,377 | ||||||
| Cloudflare Inc, Cl A * | 1,944 | 593 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 5,052 | 1,167 | ||||||
| Datadog Inc, Cl A * | 1,224 | 290 | ||||||
| Dell Technologies Inc, Cl C | 5,494 | 2,505 | ||||||
| Dropbox Inc, Cl A * | 34,000 | 1,196 | ||||||
| Entegris Inc | 520 | 70 | ||||||
| Everpure Inc, Cl A * | 2,036 | 189 | ||||||
| F5 Inc * | 1,661 | 676 | ||||||
| Fastly Inc, Cl A * | 961 | 22 | ||||||
| Figma, Cl A * | 2,593 | 71 | ||||||
| Fortinet Inc * | 4,379 | 749 | ||||||
| Gen Digital Inc | 25,100 | 778 | ||||||
| GlobalFoundries Inc | 1,728 | 77 | ||||||
| Hewlett Packard Enterprise Co | 46,600 | 2,434 | ||||||
| HP Inc | 36,942 | 1,109 | ||||||
| HubSpot Inc * | 554 | 145 | ||||||
| Ichor Holdings Ltd * | 1,093 | 59 | ||||||
| Ingram Micro Holding Corp | 12,156 | 342 | ||||||
| Intel Corp * | 11,527 | 1,032 | ||||||
| Intuit Inc | 73 | 26 | ||||||
| IREN * | 14,569 | 541 | ||||||
| Keysight Technologies Inc * | 1,395 | 450 | ||||||
| KLA Corp | 26,540 | 4,656 | ||||||
| Lam Research Corp | 13,271 | 4,001 | ||||||
| Lumentum Holdings Inc * | 1,077 | 985 | ||||||
| Marvell Technology Inc | 1,160 | 246 | ||||||
| Microchip Technology Inc | 2,079 | 153 | ||||||
| Micron Technology Inc | 3,649 | 3,498 | ||||||
| Microsoft Corp | 63,360 | 32,142 | ||||||
| MongoDB Inc, Cl A * | 1,246 | 565 | ||||||
| Monolithic Power Systems Inc | 2,199 | 2,788 | ||||||
| Motorola Solutions Inc | 5,308 | 2,576 | ||||||
| Nebius Group NV, Cl A * | 10,182 | 2,101 | ||||||
| NetApp Inc | 2,012 | 373 | ||||||
| Netskope, Cl A * | 2,587 | 40 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Nutanix Inc, Cl A * | 6,206 | $ | 426 | |||||
| NVIDIA Corp | 129,361 | 28,560 | ||||||
| NXP Semiconductors NV | 339 | 76 | ||||||
| Okta Inc, Cl A * | 3,203 | 554 | ||||||
| Oracle Corp | 24,393 | 3,638 | ||||||
| Palantir Technologies Inc, Cl A * | 6,697 | 1,248 | ||||||
| Palo Alto Networks Inc * | 3,853 | 1,472 | ||||||
| PC Connection Inc | 2,986 | 239 | ||||||
| QUALCOMM Inc | 17,937 | 3,058 | ||||||
| Rubrik Inc, Cl A * | 3,831 | 356 | ||||||
| salesforce.com | 7,460 | 1,921 | ||||||
| Samsara Inc, Cl A * | 1,841 | 75 | ||||||
| SanDisk Corp * | 173 | 271 | ||||||
| Seagate Technology Holdings PLC | 461 | 382 | ||||||
| SentinelOne Inc, Cl A * | 32,476 | 718 | ||||||
| ServiceNow Inc * | 3,607 | 534 | ||||||
| Shopify Inc, Cl A * | 2,068 | 305 | ||||||
| Snowflake Inc, Cl A * | 4,568 | 1,514 | ||||||
| Super Micro Computer Inc * | 9,311 | 347 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 14,494 | 6,020 | ||||||
| TD SYNNEX Corp | 6,951 | 1,758 | ||||||
| Teradyne Inc | 312 | 109 | ||||||
| Texas Instruments Inc | 2,978 | 777 | ||||||
| Twilio Inc, Cl A * | 3,612 | 851 | ||||||
| Unity Software Inc * | 3,777 | 159 | ||||||
| Varonis Systems Inc, Cl B * | 2,657 | 116 | ||||||
| VeriSign Inc | 442 | 127 | ||||||
| Vertex Inc, Cl A * | 27,051 | 383 | ||||||
| Western Digital Corp | 6,210 | 2,798 | ||||||
| Zebra Technologies Corp, Cl A * | 2,000 | 707 | ||||||
| Zoom Communications Inc, Cl A * | 437 | 42 | ||||||
| Zscaler Inc * | 254 | 48 | ||||||
| 185,123 | ||||||||
| Materials — 3.2% | ||||||||
| AptarGroup Inc | 5,479 | 721 | ||||||
| Ardagh Metal Packaging SA | 75,417 | 383 | ||||||
| Balchem Corp | 1,235 | 217 | ||||||
| Ball Corp | 8,700 | 548 | ||||||
| CF Industries Holdings Inc | 5,490 | 714 | ||||||
| Crown Holdings Inc | 7,350 | 855 | ||||||
| Eastman Chemical Co | 9,200 | 666 | ||||||
| Ecolab Inc | 7,161 | 2,028 | ||||||
| FMC Corp | 3,252 | 38 | ||||||
| Freeport-McMoRan Inc, Cl B | 5,309 | 402 | ||||||
| Graphic Packaging Holding Co | 3,522 | 39 | ||||||
| Greif Inc, Cl A | 12,618 | 1,044 | ||||||
| Kaiser Aluminum Corp | 156 | 25 | ||||||
| Linde PLC | 6,628 | 3,245 | ||||||
| NewMarket Corp | 700 | 628 | ||||||
| Newmont Corp | 13,600 | 1,714 | ||||||
| Nucor Corp | 2,838 | 709 | ||||||
| O-I Glass Inc * | 29,800 | 217 | ||||||
| 4 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Fund (Concluded)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Quaker Chemical Corp | 407 | $ | 68 | |||||
| Reliance Inc | 6,402 | 2,459 | ||||||
| Rio Tinto PLC ADR | 6,727 | 690 | ||||||
| Royal Gold Inc | 728 | 190 | ||||||
| Sherwin-Williams Co/The | 8,418 | 2,852 | ||||||
| Steel Dynamics Inc | 1,400 | 326 | ||||||
| Sylvamo Corp | 5,900 | 212 | ||||||
| 20,990 | ||||||||
| Real Estate — 1.3% | ||||||||
| Brixmor Property Group Inc ‡ | 13,000 | 376 | ||||||
| CoStar Group Inc * | 16,416 | 527 | ||||||
| Crown Castle Inc ‡ | 8,299 | 632 | ||||||
| DiamondRock Hospitality Co ‡ | 28,320 | 349 | ||||||
| Equinix Inc ‡ | 286 | 299 | ||||||
| Healthpeak Properties Inc ‡ | 59,193 | 1,232 | ||||||
| Host Hotels & Resorts Inc ‡ | 104,348 | 2,288 | ||||||
| Invitation Homes Inc ‡ | 4,959 | 145 | ||||||
| Iron Mountain Inc ‡ | 3,277 | 378 | ||||||
| Lamar Advertising Co, Cl A ‡ | 2,608 | 389 | ||||||
| Outfront Media Inc ‡ | 5,722 | 168 | ||||||
| VICI Properties Inc, Cl A ‡ | 48,789 | 1,251 | ||||||
| Welltower Inc ‡ | 1,627 | 384 | ||||||
| 8,418 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Utilities — 1.4% | ||||||||
| American States Water Co | 6,845 | $ | 611 | |||||
| Brookfield Infrastructure Partners LP | 12,385 | 468 | ||||||
| Duke Energy Corp | 14,283 | 1,713 | ||||||
| Eversource Energy | 12,400 | 870 | ||||||
| NextEra Energy Inc | 21,934 | 1,806 | ||||||
| NRG Energy Inc | 11,998 | 1,321 | ||||||
| PPL Corp | 18,483 | 631 | ||||||
| Talen Energy Corp * | 3,901 | 1,154 | ||||||
| UGI Corp | 14,800 | 569 | ||||||
| 9,143 | ||||||||
| Total Common Stock | ||||||||
| (Cost $394,224) ($ Thousands) | 629,561 | |||||||
| CASH EQUIVALENT — 2.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%** | 15,230,315 | 15,230 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $15,230) ($ Thousands) | 15,230 | |||||||
| Total Investments in Securities — 99.7% | ||||||||
| (Cost $409,454) ($ Thousands) | $ | 644,791 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 16 | Sep-2026 | $ | 6,200 | $ | 6,159 | $ | (41 | ) | |||||||||
Percentages are based on Net Assets of $646,574 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| ‡ | Real Estate Investment Trust. |
| †† | 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 12,671 | $ | 46,196 | $ | (43,637 | ) | $ | — | $ | — | $ | 15,230 | $ | 142 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† — 95.4% | ||||||||
| Communication Services — 7.2% | ||||||||
| Alphabet Inc, Cl A | 98,850 | $ | 33,545 | |||||
| Alphabet Inc, Cl C | 27,878 | 9,351 | ||||||
| AT&T Inc | 175,430 | 4,542 | ||||||
| Charter Communications Inc, Cl A * | 12,549 | 1,913 | ||||||
| Comcast Corp, Cl A | 162,159 | 4,317 | ||||||
| Lumen Technologies Inc * | 60,048 | 375 | ||||||
| Match Group Inc | 5,991 | 243 | ||||||
| Meta Platforms Inc, Cl A | 37,384 | 21,396 | ||||||
| Netflix Inc * | 39,576 | 3,208 | ||||||
| New York Times Co/The, Cl A | 3,204 | 215 | ||||||
| Pinterest Inc, Cl A * | 108,819 | 2,362 | ||||||
| Reddit Inc, Cl A * | 1,040 | 154 | ||||||
| ROBLOX Corp, Cl A * | 1,886 | 78 | ||||||
| Roku Inc, Cl A * | 555 | 87 | ||||||
| Snap Inc, Cl A * | 343,991 | 1,909 | ||||||
| T-Mobile US Inc | 2,132 | 385 | ||||||
| Trade Desk Inc/The, Cl A * | 67,407 | 925 | ||||||
| Verizon Communications Inc | 22,689 | 1,135 | ||||||
| Versant Media Group Inc | 35,682 | 1,467 | ||||||
| Walt Disney Co/The | 26,700 | 2,872 | ||||||
| 90,479 | ||||||||
| Consumer Discretionary — 8.0% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 15,180 | 2,172 | ||||||
| Acushnet Holdings Corp | 8,311 | 718 | ||||||
| Airbnb Inc, Cl A * | 28,262 | 5,178 | ||||||
| Amazon.com Inc * | 137,525 | 35,725 | ||||||
| APTIV PLC * | 15,887 | 711 | ||||||
| AutoZone Inc * | 1,805 | 5,399 | ||||||
| Booking Holdings Inc | 24,486 | 4,875 | ||||||
| BorgWarner Inc | 7,811 | 501 | ||||||
| Carnival | 11,186 | 267 | ||||||
| Chewy Inc, Cl A * | 13,567 | 323 | ||||||
| DoorDash Inc, Cl A * | 3,457 | 801 | ||||||
| DR Horton Inc | 1,016 | 147 | ||||||
| eBay Inc | 38,849 | 4,023 | ||||||
| Expedia Group Inc | 2,970 | 942 | ||||||
| Ford Motor Co | 106,141 | 1,480 | ||||||
| Garmin Ltd | 5,331 | 1,515 | ||||||
| General Motors Co | 37,912 | 3,273 | ||||||
| Hilton Worldwide Holdings Inc | 9,340 | 2,954 | ||||||
| Levi Strauss & Co, Cl A | 16,592 | 345 | ||||||
| Lowe's Cos Inc | 10,000 | 2,047 | ||||||
| Magna International Inc, Cl A | 25,180 | 1,651 | ||||||
| Marriott International Inc/MD, Cl A | 9,480 | 3,240 | ||||||
| Mobileye Global Inc, Cl A * | 134,030 | 1,143 | ||||||
| Murphy USA Inc | 2,290 | 1,180 | ||||||
| Navan Inc, Cl A * | 26,124 | 759 | ||||||
| NIKE Inc, Cl B | 8,765 | 342 | ||||||
| O'Reilly Automotive Inc * | 29,424 | 2,613 | ||||||
| Pattern Group, Cl A * | 19,112 | 396 | ||||||
| Ross Stores Inc | 27,651 | 6,319 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| SharkNinja Inc * | 2,773 | $ | 534 | |||||
| Tesla Inc * | 10,449 | 3,845 | ||||||
| TJX Cos Inc/The | 42,849 | 5,738 | ||||||
| Wynn Resorts Ltd | 4,573 | 417 | ||||||
| 101,573 | ||||||||
| Consumer Staples — 4.6% | ||||||||
| Casey's General Stores Inc | 4,653 | 3,500 | ||||||
| Coca-Cola Co/The | 42,723 | 3,788 | ||||||
| Colgate-Palmolive Co | 71,765 | 6,446 | ||||||
| Conagra Brands Inc | 96,182 | 1,541 | ||||||
| Costco Wholesale Corp | 3,830 | 3,615 | ||||||
| Diageo PLC ADR | 28,720 | 2,638 | ||||||
| Dollar General Corp | 25,760 | 3,265 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 29,923 | 3,061 | ||||||
| General Mills Inc | 11,290 | 465 | ||||||
| Hershey Co/The | 5,471 | 964 | ||||||
| Kimberly-Clark Corp | 32,540 | 3,513 | ||||||
| Kroger Co/The | 93,930 | 5,405 | ||||||
| Maplebear Inc * | 50,474 | 2,550 | ||||||
| Molson Coors Beverage Co, Cl B | 29,224 | 1,162 | ||||||
| PepsiCo Inc | 24,292 | 3,409 | ||||||
| Philip Morris International Inc | 28,228 | 5,287 | ||||||
| Primo Brands Corp, Cl A | 19,967 | 456 | ||||||
| Procter & Gamble Co/The | 28,042 | 4,069 | ||||||
| Seaboard Corp | 253 | 989 | ||||||
| Sysco Corp | 10,218 | 829 | ||||||
| Target Corp | 6,498 | 1,045 | ||||||
| Tyson Foods Inc, Cl A | 6,674 | 368 | ||||||
| 58,365 | ||||||||
| Energy — 3.9% | ||||||||
| APA Corp | 3,636 | 157 | ||||||
| BP PLC ADR | 69,157 | 2,965 | ||||||
| Cheniere Energy Inc | 8,065 | 2,352 | ||||||
| Chevron Corp | 24,358 | 5,021 | ||||||
| ConocoPhillips | 28,840 | 3,821 | ||||||
| Devon Energy Corp | 93,850 | 4,553 | ||||||
| Diamondback Energy Inc | 13,382 | 2,683 | ||||||
| ExxonMobil Holdings | 1,068 | 172 | ||||||
| HF Sinclair Corp | 28,040 | 2,849 | ||||||
| Marathon Petroleum Corp | 11,657 | 4,352 | ||||||
| Matador Resources Co | 4,240 | 246 | ||||||
| NOV Inc | 84,736 | 1,804 | ||||||
| Ovintiv Inc | 31,992 | 2,100 | ||||||
| PBF Energy Inc, Cl A | 31,596 | 2,306 | ||||||
| Phillips 66 | 18,073 | 4,456 | ||||||
| SLB | 22,840 | 1,373 | ||||||
| SM Energy Co | 66,410 | 2,469 | ||||||
| Transocean Ltd * | 101,549 | 590 | ||||||
| Valero Energy Corp | 13,804 | 4,955 | ||||||
| 49,224 | ||||||||
| Financials — 14.7% | ||||||||
| American Financial Group Inc/OH | 7,419 | 1,058 | ||||||
| 6 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| American International Group Inc | 39,420 | $ | 3,010 | |||||
| Annaly Capital Management Inc ‡ | 79,180 | 1,815 | ||||||
| Ares Management Corp, Cl A | 28,703 | 4,109 | ||||||
| Bank of America Corp | 187,622 | 11,621 | ||||||
| Bank of New York Mellon Corp/The | 21,790 | 3,514 | ||||||
| Berkshire Hathaway Inc, Cl B * | 3,255 | 1,641 | ||||||
| BlackRock Funding Inc/DE | 3,176 | 3,670 | ||||||
| Block Inc, Cl A * | 3,948 | 324 | ||||||
| Capital One Financial Corp | 20,281 | 4,351 | ||||||
| Charles Schwab Corp/The | 32,623 | 3,583 | ||||||
| Chime Financial, Cl A * | 9,176 | 304 | ||||||
| Chubb Ltd | 2,305 | 780 | ||||||
| Citigroup Inc | 64,028 | 8,427 | ||||||
| CME Group Inc, Cl A | 20,291 | 5,793 | ||||||
| Columbia Banking System Inc | 38,831 | 1,151 | ||||||
| Corpay Inc * | 1,000 | 404 | ||||||
| Everest Group Ltd | 6,818 | 2,554 | ||||||
| Fidelity National Information Services Inc | 3,365 | 137 | ||||||
| Fiserv Inc * | 6,720 | 358 | ||||||
| Global Payments Inc | 62,940 | 5,731 | ||||||
| Goldman Sachs Group Inc/The | 5,547 | 5,691 | ||||||
| Jackson Financial Inc, Cl A | 5,293 | 706 | ||||||
| JPMorgan Chase & Co | 61,795 | 22,000 | ||||||
| Loews Corp | 20,776 | 2,250 | ||||||
| M&T Bank Corp | 13,400 | 3,135 | ||||||
| Marsh & McLennan Cos Inc | 5,227 | 992 | ||||||
| Mastercard Inc, Cl A | 25,499 | 15,027 | ||||||
| Moody's Corp | 14,310 | 7,221 | ||||||
| Morgan Stanley | 52,325 | 11,162 | ||||||
| MSCI Inc, Cl A | 5,140 | 2,933 | ||||||
| Nasdaq Inc | 30,246 | 2,983 | ||||||
| Northern Trust Corp | 3,215 | 597 | ||||||
| PayPal Holdings Inc | 49,749 | 2,620 | ||||||
| PNC Financial Services Group Inc/The | 14,971 | 3,588 | ||||||
| Popular Inc | 2,898 | 487 | ||||||
| Remitly Global Inc * | 53,157 | 1,421 | ||||||
| RenaissanceRe Holdings Ltd | 9,288 | 3,043 | ||||||
| Rithm Capital Corp ‡ | 49,248 | 494 | ||||||
| S&P Global Inc | 370 | 161 | ||||||
| State Street Corp | 11,838 | 2,266 | ||||||
| Synchrony Financial | 38,754 | 2,987 | ||||||
| TFS Financial Corp | 2,946 | 51 | ||||||
| Travelers Cos Inc/The | 3,270 | 1,197 | ||||||
| US Bancorp | 68,732 | 4,233 | ||||||
| Valley National Bancorp | 198,277 | 2,705 | ||||||
| Victory Capital Holdings Inc, Cl A | 2,397 | 283 | ||||||
| Visa Inc, Cl A | 28,227 | 10,708 | ||||||
| Wells Fargo & Co | 30,147 | 2,604 | ||||||
| White Mountains Insurance Group Ltd | 217 | 456 | ||||||
| Willis Towers Watson PLC | 12,390 | 4,195 | ||||||
| Zions Bancorp NA | 42,334 | 2,823 | ||||||
| 185,354 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Health Care — 11.0% | ||||||||
| Abbott Laboratories | 17,160 | $ | 1,894 | |||||
| AbbVie Inc | 26,506 | 6,797 | ||||||
| Agilent Technologies Inc | 3,373 | 518 | ||||||
| Align Technology Inc * | 9,236 | 1,476 | ||||||
| Alnylam Pharmaceuticals Inc * | 258 | 62 | ||||||
| Amgen Inc | 3,041 | 1,307 | ||||||
| Amneal Pharmaceuticals Inc * | 25,605 | 447 | ||||||
| AstraZeneca PLC | 10,370 | 1,681 | ||||||
| Avantor Inc * | 12,277 | 179 | ||||||
| Baxter International Inc | 22,800 | 593 | ||||||
| BioMarin Pharmaceutical Inc * | 51,848 | 3,382 | ||||||
| Boston Scientific Corp * | 69,019 | 3,334 | ||||||
| Bridgebio Pharma Inc * | 16,651 | 1,275 | ||||||
| Bristol-Myers Squibb Co | 51,330 | 3,429 | ||||||
| Cardinal Health Inc | 1,880 | 441 | ||||||
| Cencora Inc | 10,370 | 3,356 | ||||||
| Centene Corp * | 46,058 | 2,963 | ||||||
| Cigna Group/The | 8,316 | 2,296 | ||||||
| Corcept Therapeutics Inc * | 3,632 | 412 | ||||||
| CVS Health Corp | 91,275 | 8,572 | ||||||
| Dexcom Inc * | 23,704 | 2,158 | ||||||
| Elevance Health Inc | 9,927 | 3,897 | ||||||
| Eli Lilly & Co | 15,759 | 18,229 | ||||||
| Encompass Health Corp | 25,169 | 3,026 | ||||||
| Genmab ADR * | 43,080 | 1,429 | ||||||
| Gilead Sciences Inc | 23,708 | 3,469 | ||||||
| GSK PLC ADR | 34,600 | 1,739 | ||||||
| HCA Healthcare Inc | 645 | 267 | ||||||
| Humana Inc | 4,571 | 1,752 | ||||||
| ICON PLC * | 16,400 | 2,706 | ||||||
| Insulet Corp * | 2,650 | 394 | ||||||
| IQVIA Holdings Inc * | 2,463 | 643 | ||||||
| Johnson & Johnson | 39,178 | 10,415 | ||||||
| Medtronic PLC | 57,399 | 5,203 | ||||||
| Merck & Co Inc | 18,418 | 2,721 | ||||||
| Mettler-Toledo International Inc * | 2,145 | 3,014 | ||||||
| Molina Healthcare Inc * | 3,869 | 769 | ||||||
| Natera Inc * | 762 | 245 | ||||||
| Neurocrine Biosciences Inc * | 7,698 | 1,186 | ||||||
| Pfizer Inc | 250,809 | 7,138 | ||||||
| Regeneron Pharmaceuticals Inc | 2,390 | 1,910 | ||||||
| Royalty Pharma PLC, Cl A | 29,110 | 1,788 | ||||||
| Sarepta Therapeutics Inc * | 3,740 | 79 | ||||||
| Sotera Health Co * | 47,872 | 905 | ||||||
| STERIS PLC | 12,097 | 2,814 | ||||||
| UnitedHealth Group Inc | 28,395 | 11,057 | ||||||
| Universal Health Services Inc, Cl B | 8,982 | 1,530 | ||||||
| Veeva Systems Inc, Cl A * | 1,242 | 355 | ||||||
| Viatris Inc | 131,220 | 2,166 | ||||||
| Zoetis Inc, Cl A | 23,974 | 1,848 | ||||||
| 139,266 | ||||||||
| SEI Institutional Investments Trust | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Industrials — 8.4% | ||||||||
| 3M Co | 10,357 | $ | 1,780 | |||||
| AAON Inc | 891 | 68 | ||||||
| Advanced Drainage Systems Inc | 2,063 | 280 | ||||||
| AerCap Holdings NV | 13,020 | 1,900 | ||||||
| AGCO Corp | 5,528 | 654 | ||||||
| American Airlines Group Inc * | 106,895 | 1,436 | ||||||
| Automatic Data Processing Inc | 10,005 | 2,863 | ||||||
| Boeing Co/The * | 4,748 | 987 | ||||||
| Carrier Global Corp | 37,900 | 2,207 | ||||||
| Caterpillar Inc | 7,263 | 5,792 | ||||||
| Cintas Corp | 16,351 | 3,299 | ||||||
| CNH Industrial NV | 339,335 | 4,014 | ||||||
| Comfort Systems USA Inc | 1,668 | 2,578 | ||||||
| Copart Inc * | 75,762 | 2,499 | ||||||
| Core & Main Inc, Cl A * | 2,968 | 127 | ||||||
| Cummins Inc | 2,175 | 1,228 | ||||||
| Delta Air Lines Inc | 19,478 | 1,519 | ||||||
| Fastenal Co | 9,565 | 472 | ||||||
| FedEx Corp | 7,570 | 2,478 | ||||||
| Gates Industrial Corp LTD * | 21,949 | 561 | ||||||
| GE Vernova Inc | 2,161 | 1,942 | ||||||
| General Dynamics Corp | 3,734 | 1,387 | ||||||
| General Electric Co | 22,642 | 7,601 | ||||||
| Graco Inc | 23,600 | 1,827 | ||||||
| Hexcel Corp | 3,636 | 337 | ||||||
| Howmet Aerospace Inc | 9,629 | 2,359 | ||||||
| IDEX Corp | 4,081 | 933 | ||||||
| Illinois Tool Works Inc | 3,874 | 1,067 | ||||||
| Johnson Controls International PLC | 11,856 | 1,639 | ||||||
| Kirby Corp * | 8,288 | 1,176 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 29,892 | 2,048 | ||||||
| L3Harris Technologies Inc | 846 | 225 | ||||||
| Lockheed Martin Corp | 5,057 | 2,838 | ||||||
| Matson Inc | 1,600 | 360 | ||||||
| Moog Inc, Cl A | 1,054 | 392 | ||||||
| MSA Safety Inc | 4,249 | 794 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 32,181 | 3,826 | ||||||
| MYR Group Inc * | 303 | 88 | ||||||
| Oshkosh Corp | 1,772 | 273 | ||||||
| Otis Worldwide Corp | 24,500 | 1,743 | ||||||
| Owens Corning | 15,364 | 2,122 | ||||||
| Paychex Inc | 7,596 | 967 | ||||||
| Paycom Software Inc | 7,298 | 1,745 | ||||||
| Paylocity Holding Corp * | 22,429 | 3,594 | ||||||
| Primoris Services Corp | 12,492 | 901 | ||||||
| Regal Rexnord Corp | 12,510 | 1,982 | ||||||
| RTX Corp | 18,006 | 3,740 | ||||||
| Textron Inc | 13,457 | 1,084 | ||||||
| Timken Co/The | 3,922 | 472 | ||||||
| Trane Technologies PLC | 2,378 | 1,057 | ||||||
| Uber Technologies Inc * | 16,741 | 1,266 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| U-Haul Holding Co, Cl B | 23,545 | $ | 1,405 | |||||
| United Rentals Inc | 517 | 537 | ||||||
| Vertiv Holdings Co, Cl A | 23,895 | 6,182 | ||||||
| Waste Connections Inc | 22,466 | 3,714 | ||||||
| Watts Water Technologies Inc, Cl A | 717 | 262 | ||||||
| Westinghouse Air Brake Technologies Corp | 11,122 | 3,180 | ||||||
| WW Grainger Inc | 2,008 | 2,629 | ||||||
| 106,436 | ||||||||
| Information Technology — 31.4% | ||||||||
| Accenture PLC, Cl A | 11,250 | 2,135 | ||||||
| Adobe Inc * | 10,810 | 3,165 | ||||||
| Advanced Energy Industries Inc | 978 | 271 | ||||||
| Advanced Micro Devices Inc * | 17,818 | 8,387 | ||||||
| Akamai Technologies Inc * | 1,798 | 195 | ||||||
| Amphenol Corp, Cl A | 27,118 | 4,300 | ||||||
| Analog Devices Inc | 15,905 | 5,760 | ||||||
| Apple Inc | 205,019 | 64,960 | ||||||
| Applied Materials Inc | 15,037 | 6,893 | ||||||
| Arista Networks Inc * | 16,913 | 3,310 | ||||||
| Arrow Electronics Inc * | 12,046 | 2,463 | ||||||
| Autodesk Inc * | 5,991 | 1,549 | ||||||
| Avnet Inc | 13,268 | 1,188 | ||||||
| Broadcom Inc | 74,461 | 27,576 | ||||||
| Cisco Systems Inc | 41,672 | 4,604 | ||||||
| Clear Secure Inc, Cl A | 4,875 | 215 | ||||||
| Cloudflare Inc, Cl A * | 3,956 | 1,207 | ||||||
| CommVault Systems Inc * | 1,534 | 211 | ||||||
| Corning Inc | 7,274 | 1,082 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 29,255 | 6,758 | ||||||
| Datadog Inc, Cl A * | 3,785 | 897 | ||||||
| Dell Technologies Inc, Cl C | 5,209 | 2,375 | ||||||
| DocuSign Inc, Cl A * | 25,967 | 1,721 | ||||||
| Dropbox Inc, Cl A * | 51,591 | 1,815 | ||||||
| Elastic NV * | 28,191 | 2,750 | ||||||
| Everpure Inc, Cl A * | 3,490 | 324 | ||||||
| F5 Inc * | 3,331 | 1,356 | ||||||
| Fortinet Inc * | 17,901 | 3,060 | ||||||
| GlobalFoundries Inc | 16,623 | 743 | ||||||
| GoDaddy Inc, Cl A * | 24,415 | 2,390 | ||||||
| Hewlett Packard Enterprise Co | 13,904 | 726 | ||||||
| HP Inc | 29,399 | 883 | ||||||
| HubSpot Inc * | 1,503 | 393 | ||||||
| Ingram Micro Holding Corp | 57,781 | 1,628 | ||||||
| Intel Corp * | 65,003 | 5,818 | ||||||
| InterDigital Inc | 2,995 | 1,003 | ||||||
| Intuit Inc | 4,282 | 1,539 | ||||||
| Keysight Technologies Inc * | 4,698 | 1,516 | ||||||
| KLA Corp | 49,936 | 8,761 | ||||||
| Lam Research Corp | 42,846 | 12,918 | ||||||
| Marvell Technology Inc | 7,450 | 1,577 | ||||||
| Micron Technology Inc | 12,987 | 12,451 | ||||||
| Microsoft Corp | 141,161 | 71,610 | ||||||
| Monolithic Power Systems Inc | 3,131 | 3,969 | ||||||
| 8 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Motorola Solutions Inc | 7,489 | $ | 3,634 | |||||
| NetApp Inc | 6,785 | 1,257 | ||||||
| Netskope, Cl A * | 6,866 | 105 | ||||||
| Nutanix Inc, Cl A * | 31,379 | 2,152 | ||||||
| NVIDIA Corp | 214,185 | 47,288 | ||||||
| NXP Semiconductors NV | 1,646 | 370 | ||||||
| Okta Inc, Cl A * | 3,105 | 537 | ||||||
| Oracle Corp | 42,507 | 6,339 | ||||||
| Palantir Technologies Inc, Cl A * | 28,949 | 5,395 | ||||||
| Palo Alto Networks Inc * | 11,539 | 4,409 | ||||||
| Pegasystems Inc | 46,670 | 1,718 | ||||||
| QUALCOMM Inc | 4,989 | 851 | ||||||
| Qualys Inc * | 888 | 165 | ||||||
| Roper Technologies | 3,430 | 1,457 | ||||||
| Rubrik Inc, Cl A * | 12,958 | 1,206 | ||||||
| Salesforce Inc | 33,790 | 8,702 | ||||||
| SanDisk Corp * | 826 | 1,294 | ||||||
| Seagate Technology Holdings PLC | 3,834 | 3,176 | ||||||
| SentinelOne Inc, Cl A * | 82,066 | 1,814 | ||||||
| ServiceNow Inc * | 14,617 | 2,163 | ||||||
| Skyworks Solutions Inc | 3,257 | 218 | ||||||
| Snowflake Inc, Cl A * | 191 | 63 | ||||||
| Super Micro Computer Inc * | 24,786 | 924 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 10,393 | 4,316 | ||||||
| TD SYNNEX Corp | 4,107 | 1,038 | ||||||
| Teradyne Inc | 1,437 | 503 | ||||||
| Texas Instruments Inc | 6,749 | 1,761 | ||||||
| Twilio Inc, Cl A * | 1,009 | 238 | ||||||
| UiPath Inc, Cl A * | 76,506 | 1,428 | ||||||
| Unity Software Inc * | 4,899 | 206 | ||||||
| Viasat Inc * | 6,390 | 430 | ||||||
| Vontier Corp | 57,370 | 1,848 | ||||||
| Western Digital Corp | 4,649 | 2,095 | ||||||
| Zoom Communications Inc, Cl A * | 895 | 87 | ||||||
| 397,639 | ||||||||
| Materials — 2.7% | ||||||||
| Alcoa Corp | 3,792 | 189 | ||||||
| AptarGroup Inc | 35,566 | 4,681 | ||||||
| Avery Dennison Corp | 2,569 | 447 | ||||||
| Balchem Corp | 6,774 | 1,191 | ||||||
| Ball Corp | 2,649 | 167 | ||||||
| Celanese Corp, Cl A | 28,470 | 1,295 | ||||||
| Coeur Mining Inc | 30,696 | 638 | ||||||
| CRH PLC | 3,496 | 330 | ||||||
| Crown Holdings Inc | 10,291 | 1,198 | ||||||
| Eastman Chemical Co | 36,295 | 2,629 | ||||||
| Ecolab Inc | 10,103 | 2,861 | ||||||
| International Flavors & Fragrances Inc | 12,915 | 1,115 | ||||||
| Linde PLC | 7,240 | 3,545 | ||||||
| Newmont Corp | 16,283 | 2,053 | ||||||
| Nucor Corp | 7,775 | 1,941 | ||||||
| O-I Glass Inc, Cl I * | 92,640 | 673 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| PPG Industries Inc | 6,144 | $ | 689 | |||||
| Reliance Inc | 9,446 | 3,628 | ||||||
| Sensient Technologies Corp | 565 | 76 | ||||||
| Sherwin-Williams Co/The | 9,160 | 3,104 | ||||||
| Smurfit WestRock PLC | 40,260 | 1,888 | ||||||
| 34,338 | ||||||||
| Real Estate — 1.7% | ||||||||
| CoStar Group Inc * | 18,319 | 588 | ||||||
| Equinix Inc ‡ | 855 | 895 | ||||||
| Federal Realty Investment Trust ‡ | 9,811 | 1,138 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 4,480 | 85 | ||||||
| Healthpeak Properties Inc ‡ | 143,135 | 2,980 | ||||||
| Host Hotels & Resorts Inc ‡ | 256,039 | 5,615 | ||||||
| Howard Hughes Holdings Inc * | 14,450 | 927 | ||||||
| Iron Mountain Inc ‡ | 9,920 | 1,144 | ||||||
| Omega Healthcare Investors Inc ‡ | 23,913 | 1,093 | ||||||
| Outfront Media Inc ‡ | 14,883 | 437 | ||||||
| Prologis Inc ‡ | 16,811 | 2,352 | ||||||
| Ventas Inc ‡ | 33,140 | 3,022 | ||||||
| Welltower Inc ‡ | 5,857 | 1,384 | ||||||
| 21,660 | ||||||||
| Utilities — 1.8% | ||||||||
| Brookfield Infrastructure Partners LP | 29,190 | 1,103 | ||||||
| Edison International | 52,124 | 2,814 | ||||||
| Essential Utilities Inc | 32,860 | 1,353 | ||||||
| Eversource Energy | 21,900 | 1,536 | ||||||
| FirstEnergy Corp | 32,326 | 1,483 | ||||||
| NRG Energy Inc | 35,877 | 3,951 | ||||||
| PG&E Corp | 172,508 | 2,289 | ||||||
| Portland General Electric Co | 6,449 | 315 | ||||||
| PPL Corp | 62,730 | 2,141 | ||||||
| Sempra | 22,430 | 1,833 | ||||||
| UGI Corp | 54,705 | 2,103 | ||||||
| Xcel Energy Inc | 30,970 | 2,344 | ||||||
| 23,265 | ||||||||
| Total Common Stock | ||||||||
| (Cost $805,004) ($ Thousands) | 1,207,599 | |||||||
| Face Amount (Thousands) | ||||||||
| U.S. TREASURY OBLIGATION — 2.0% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.728%, 11/27/2026 (A) | $ | 25,230 | 25,002 | |||||
| Total U.S. Treasury Obligation | ||||||||
| (Cost $25,005) ($ Thousands) | 25,002 | |||||||
| SEI Institutional Investments Trust | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 2.5% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 32,204,445 | $ | 32,204 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $32,204) ($ Thousands) | 32,204 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $862,213) ($ Thousands) | $ | 1,264,805 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 32 | Sep-2026 | $ | 12,098 | $ | 12,319 | $ | 221 | ||||||||||
A list of the open OTC Swap agreement held by the Fund at August 31, 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 | Custom Basket of Domestic Equity Securities | Overnight Bank Funding Rate + Spread | Basket Return | Annually | 09/15/2026 | USD | 29,696 | $ | (29 | ) | $ | – | $ | (29 | ) | |||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of August 31, 2026:
United States Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | ||||||||||
| 140,492 | NVIDIA CORP | $ | 31,604 | $ | (635 | ) | 106.4 | % | ||||||
| 52,003 | ALPHABET INC | 17,888 | (268 | ) | 60.2 | |||||||||
| 47,953 | AMAZON.COM INC | 12,531 | (93 | ) | 42.2 | |||||||||
| 18,155 | BOOKING HOLDINGS INC | 3,717 | (109 | ) | 12.5 | |||||||||
| 19,704 | CITIGROUP INC | 2,729 | (140 | ) | 9.2 | |||||||||
| 11,308 | BOEING CO/THE | 2,555 | (209 | ) | 8.6 | |||||||||
| 5,636 | TERADYNE INC | 2,498 | (530 | ) | 8.4 | |||||||||
| 6,768 | EXPEDIA GROUP INC | 2,156 | (9 | ) | 7.3 | |||||||||
| 2,057 | GE VERNOVA INC | 2,121 | (275 | ) | 7.1 | |||||||||
| 52,260 | COLUMBIA BANKING SYSTEM INC | 1,690 | (124 | ) | 5.7 | |||||||||
| 4,870 | WEST PHARMACEUTICAL SERVICES | 1,688 | (29 | ) | 5.7 | |||||||||
| 19,324 | TEXTRON INC | 1,687 | (133 | ) | 5.7 | |||||||||
| 13,205 | INCYTE CORP | 1,631 | (6 | ) | 5.5 | |||||||||
| 62,977 | COMCAST CORP | 1,610 | 64 | 5.4 | ||||||||||
| 35,696 | MOLSON COORS BEVERAGE CO | 1,454 | (20 | ) | 4.9 | |||||||||
| 10,258 | WALT DISNEY CO/THE | 1,062 | 40 | 3.6 | ||||||||||
| 40,857 | NOV INC | 883 | (14 | ) | 3.0 | |||||||||
| 2,376 | GE AEROSPACE | 878 | (81 | ) | 3.0 | |||||||||
| 12,281 | EDISON INTERNATIONAL | 876 | (214 | ) | 3.0 | |||||||||
| 29,273 | PFIZER INC | 787 | 61 | 2.7 | ||||||||||
| 4,164 | CORNING INC | 721 | (102 | ) | 2.4 | |||||||||
| 10 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | ||||||||||
| 29,824 | HEALTHPEAK PROPERTIES INC | $ | 614 | $ | 9 | 2.1 | % | |||||||
| 15,932 | GENERAL MILLS INC | 605 | 50 | 2.0 | ||||||||||
| 4,703 | EVERPURE INC | 550 | (114 | ) | 1.9 | |||||||||
| 3,604 | CHARTER COMMUNICATIONS INC | 519 | 29 | 1.8 | ||||||||||
| 4,552 | CISCO SYSTEMS INC | 514 | (12 | ) | 1.7 | |||||||||
| 4,630 | RUBRIK INC | 468 | (38 | ) | 1.6 | |||||||||
| 2,978 | TJX COMPANIES INC | 449 | (50 | ) | 1.5 | |||||||||
| 5,334 | SYSCO CORP | 437 | (5 | ) | 1.5 | |||||||||
| 11,633 | VISHAY INTERTECH | 414 | (83 | ) | 1.4 | |||||||||
| 1,008 | HUACHEN AI PKG MGMT TECHNOLOGY SHS NEW | 408 | 9 | 1.4 | ||||||||||
| 1,220 | FEDEX CORP | 404 | (6 | ) | 1.4 | |||||||||
| 6,476 | DOCUSIGN INC | 387 | 41 | 1.3 | ||||||||||
| 1,586 | MARVELL TECHNOLOGY INC | 372 | (37 | ) | 1.3 | |||||||||
| 2,637 | INSULET CORP | 368 | 23 | 1.2 | ||||||||||
| 1,296 | ESSEX PROPERTY TRUST INC | 367 | (1 | ) | 1.2 | |||||||||
| 2,200 | QUALCOMM INC | 358 | 17 | 1.2 | ||||||||||
| 548 | LOCKHEED MARTIN CORP | 325 | (18 | ) | 1.1 | |||||||||
| 2,269 | PROCTER & GAMBLE CO/THE | 325 | 4 | 1.1 | ||||||||||
| 3,083 | HEXCEL CORP | 318 | (33 | ) | 1.1 | |||||||||
| 2,088 | OWENS CORNING | 306 | (18 | ) | 1.0 | |||||||||
| 13,924 | HEALTHCARE REALTY TRUST INC | 267 | 1 | 0.9 | ||||||||||
| 1,172 | ALNYLAM PHARMACE | 263 | 18 | 0.9 | ||||||||||
| 16,833 | CONAGRA BRANDS INC | 262 | 12 | 0.9 | ||||||||||
| 1,731 | ORACLE CORP | 254 | 4 | 0.9 | ||||||||||
| 1,443 | PALANTIR TECHN | 249 | 20 | 0.8 | ||||||||||
| 1,527 | ALIGN TECHNOLOGY INC | 244 | 0 | 0.8 | ||||||||||
| 4,603 | FISERV INC | 240 | 5 | 0.8 | ||||||||||
| 1,327 | HERSHEY CO/THE | 240 | (5 | ) | 0.8 | |||||||||
| 44,688 | SNAP INC | 231 | 23 | 0.8 | ||||||||||
United States Custom Basket of Short Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | ||||||||||
| (5,864) | WATTS WATER TECHNOLOGIES INC SHS | $ | (2,259 | ) | $ | 117 | (7.6 | )% | ||||||
| (13,014) | CULLEN/FROST BANKERS INC | (2,187 | ) | 83 | (7.4 | ) | ||||||||
| (963) | FIRST CITIZENS BCSHS | (2,165 | ) | 81 | (7.3 | ) | ||||||||
| (78,596) | FIRST HORIZON CORP | (2,045 | ) | 136 | (6.9 | ) | ||||||||
| (62,677) | REGIONS FINANCIAL CORP | (1,987 | ) | 117 | (6.7 | ) | ||||||||
| (3,547) | RBC BEARINGS INC | (1,978 | ) | 227 | (6.7 | ) | ||||||||
| (33,862) | FIFTH THIRD BANCORP | (1,950 | ) | 132 | (6.6 | ) | ||||||||
| (236,445) | JOBY AVIATION INC | (1,870 | ) | 255 | (6.3 | ) | ||||||||
| (56,924) | CENTRAL BANCOMPANY | (1,853 | ) | 20 | (6.2 | ) | ||||||||
| (131,418) | QXO INC COM NEW | (1,840 | ) | 97 | (6.2 | ) | ||||||||
| (3,101) | DILLARDS INC | (1,798 | ) | (145 | ) | (6.1 | ) | |||||||
| (15,573) | BUNGE GLOBAL SA | (1,789 | ) | (29 | ) | (6.0 | ) | |||||||
| (39,128) | AMCOR PLC | (1,781 | ) | (12 | ) | (6.0 | ) | |||||||
| (41,138) | VIPER ENERGY INC | (1,771 | ) | (97 | ) | (6.0 | ) | |||||||
| (15,556) | PRINCIPAL FINANCIAL GROUP | (1,757 | ) | 46 | (5.9 | ) | ||||||||
| (20,960) | AFFIRM HOLDINGS INC | (1,601 | ) | 42 | (5.4 | ) | ||||||||
| (3,887) | WATERS CORP | (1,585 | ) | (25 | ) | (5.3 | ) | |||||||
| (13,135) | CF INDUSTRIES HO | (1,579 | ) | (130 | ) | (5.3 | ) | |||||||
| (34,440) | OKLO INC | (1,506 | ) | 110 | (5.1 | ) | ||||||||
| (27,190) | AMERICAN HEALTHC | (1,487 | ) | (13 | ) | (5.0 | ) | |||||||
| (5,129) | HEICO CORP NEW COM | (1,388 | ) | 137 | (4.7 | ) | ||||||||
| (34,362) | SUPER MICRO COMPUTER INC | (1,315 | ) | 41 | (4.4 | ) | ||||||||
| (4,523) | CONSTELLATION ENERGY | (1,258 | ) | 15 | (4.2 | ) | ||||||||
| (7,312) | REPLIGEN CORP | (1,236 | ) | (86 | ) | (4.2 | ) | |||||||
| (12,664) | ROBINHOOD MARKETS INC | (1,219 | ) | (107 | ) | (4.1 | ) | |||||||
| (68,450) | TERAWULF INC COM | (1,194 | ) | 159 | (4.0 | ) | ||||||||
| (98,559) | BLUE OWL CAPITAL INC | (1,149 | ) | (79 | ) | (3.9 | ) | |||||||
| (10,983) | SPYRE THERAPEUTICS INC | (1,149 | ) | 169 | (3.9 | ) | ||||||||
| SEI Institutional Investments Trust | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | ||||||||||
| (31,023) | ROIVANT SCIENCES LTD | $ | (1,124 | ) | $ | 51 | (3.8 | )% | ||||||
| (1,814) | FABRINET | (1,086 | ) | 338 | (3.7 | ) | ||||||||
| (18,041) | COMMERCE BANCSHARES INC | (1,047 | ) | 6 | (3.5 | ) | ||||||||
| (5,704) | AEROVIRONMENT INC | (1,033 | ) | 188 | (3.5 | ) | ||||||||
| (3,300) | ESCO TECHNOLOGIES INC | (1,016 | ) | 117 | (3.4 | ) | ||||||||
| (1,350) | SITIME CORP | (1,012 | ) | 250 | (3.4 | ) | ||||||||
| (12,622) | LOAR HOLDINGS INC COM SHS | (982 | ) | 98 | (3.3 | ) | ||||||||
| (4,110) | ROYAL GOLD INC | (973 | ) | (113 | ) | (3.3 | ) | |||||||
| (2,639) | KINSALE CAPITAL GROUP INC | (969 | ) | (17 | ) | (3.3 | ) | |||||||
| (30,002) | CELSIUS HOLDINGS INC | (898 | ) | (71 | ) | (3.0 | ) | |||||||
| (11,326) | Westlake Corporation | (886 | ) | 27 | (3.0 | ) | ||||||||
| (5,902) | ARES MANAGEMENT CORP | (834 | ) | (10 | ) | (2.8 | ) | |||||||
| (3,646) | FTAI AVIATION LTD | (829 | ) | 136 | (2.8 | ) | ||||||||
| (22,146) | ROLLINS INC | (823 | ) | 25 | (2.8 | ) | ||||||||
| (13,187) | KARMAN HOLDINGS INC REGISTERED SHS | (808 | ) | 263 | (2.7 | ) | ||||||||
| (22,458) | REXFORD INDUSTRI | (805 | ) | (25 | ) | (2.7 | ) | |||||||
| (14,465) | FLUOR CORP | (792 | ) | 13 | (2.7 | ) | ||||||||
| (11,676) | KRATOS DEFENSE & SEC SOLUTIONS COM NEW | (739 | ) | 184 | (2.5 | ) | ||||||||
| (5,425) | APPLIED OPTOELECTRONICS INC | (739 | ) | 155 | (2.5 | ) | ||||||||
| (12,507) | MP MATERIALS CORP COM | (732 | ) | 48 | (2.5 | ) | ||||||||
| (38,915) | BITMINE IMMERSION TECHS INC COM NEW | (729 | ) | (299 | ) | (2.5 | ) | |||||||
| (8,477) | ROCKET LAB CORP | (696 | ) | 155 | (2.3 | ) | ||||||||
| (36,988) | GAMESTOP CORP | (672 | ) | (8 | ) | (2.3 | ) | |||||||
| (18,650) | FIGURE TECHNOLOGY SOLUTIO COM | (665 | ) | (18 | ) | (2.2 | ) | |||||||
| (6,728) | ECHOSTAR CORP | (622 | ) | 42 | (2.1 | ) | ||||||||
| (32,723) | RIGETTI COMPUTING INC COMMON STOCK | (611 | ) | 99 | (2.1 | ) | ||||||||
| (12,675) | MONSTER BEVERAGE CORP | (602 | ) | 21 | (2.0 | ) | ||||||||
| (8,364) | AST SPACEMOBILE INC | (595 | ) | 101 | (2.0 | ) | ||||||||
| (5,015) | LULULEMON ATHLETICA INC | (580 | ) | (22 | ) | (2.0 | ) | |||||||
| (1,082) | MADRIGAL PHARMACEUTICALS INC | (568 | ) | (17 | ) | (1.9 | ) | |||||||
| (1,909) | CHARLES RIVER LA | (547 | ) | (2 | ) | (1.8 | ) | |||||||
| (38,797) | GPGI INC COM | (512 | ) | (1 | ) | (1.7 | ) | |||||||
| (12,205) | ENPHASE ENERGY INC | (472 | ) | 28 | (1.6 | ) | ||||||||
| (8,561) | DUTCH BROS INC | (432 | ) | 14 | (1.5 | ) | ||||||||
| (3,141) | ALBEMARLE CORP | (421 | ) | (3 | ) | (1.4 | ) | |||||||
| (4,590) | WESTERN ALLIANCE BANCORP | (375 | ) | 32 | (1.3 | ) | ||||||||
| (1,242) | PLEXUS CORP | (341 | ) | 44 | (1.2 | ) | ||||||||
| (5,586) | FORTIVE CORP | (339 | ) | 10 | (1.1 | ) | ||||||||
| (25,311) | COMPASS INC | (314 | ) | 47 | (1.1 | ) | ||||||||
| (307) | LUMENTUM HOLDINGS INC | (297 | ) | 17 | (1.0 | ) | ||||||||
Percentages are based on Net Assets of $1,266,117 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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. |
| 12 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Disciplined Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 28,881 | $ | 97,683 | $ | (94,360 | ) | $ | — | $ | — | $ | 32,204 | $ | 273 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† — 97.5% | ||||||||
| Communication Services — 9.1% | ||||||||
| Alphabet Inc, Cl A | 153,752 | $ | 52,176 | |||||
| Alphabet Inc, Cl C | 125,415 | 42,065 | ||||||
| AppLovin Corp, Cl A * | 6,180 | 1,928 | ||||||
| AST SpaceMobile Inc, Cl A * | 6,200 | 366 | ||||||
| AT&T Inc | 179,985 | 4,660 | ||||||
| Charter Communications Inc, Cl A * | 2,784 | 424 | ||||||
| Comcast Corp, Cl A | 93,300 | 2,484 | ||||||
| EchoStar Corp, Cl A * | 3,200 | 277 | ||||||
| Fox Corp | 4,761 | 321 | ||||||
| Fox Corp, Cl B | 4,466 | 269 | ||||||
| Globalstar Inc * | 700 | 57 | ||||||
| IAC Inc * | 2,232 | 85 | ||||||
| Iridium Communications Inc | 2,700 | 127 | ||||||
| Liberty Global Ltd, Cl A * | 6,100 | 66 | ||||||
| Liberty Global Ltd, Cl C * | 6,300 | 66 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A * | 700 | 64 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 6,200 | 620 | ||||||
| Live Nation Entertainment Inc * | 4,500 | 809 | ||||||
| Madison Square Garden Sports Corp, Cl A * | 486 | 187 | ||||||
| Match Group Inc | 7,396 | 301 | ||||||
| Meta Platforms Inc, Cl A | 57,970 | 33,179 | ||||||
| Millicom International Cellular SA | 2,100 | 197 | ||||||
| Netflix Inc * | 110,110 | 8,924 | ||||||
| New York Times Co/The, Cl A | 4,800 | 323 | ||||||
| News Corp, Cl A | 11,446 | 351 | ||||||
| News Corp, Cl B | 3,200 | 110 | ||||||
| Nexstar Media Group Inc, Cl A | 800 | 146 | ||||||
| NIQ Global Intelligence PLC * | 1,800 | 34 | ||||||
| Omnicom Group Inc | 8,077 | 707 | ||||||
| Pinterest Inc, Cl A * | 13,300 | 289 | ||||||
| Reddit Inc, Cl A * | 3,800 | 562 | ||||||
| ROBLOX Corp, Cl A * | 16,700 | 690 | ||||||
| Roku Inc, Cl A * | 3,100 | 486 | ||||||
| Sirius XM Holdings Inc | 5,992 | 169 | ||||||
| Space Exploration Technologies, Cl A * | 13,963 | 2,006 | ||||||
| Spotify Technology SA * | 4,160 | 2,261 | ||||||
| Take-Two Interactive Software Inc * | 4,635 | 1,018 | ||||||
| TKO Group Holdings Inc, Cl A | 1,600 | 292 | ||||||
| T-Mobile US Inc | 12,692 | 2,290 | ||||||
| Trade Desk Inc/The, Cl A * | 12,800 | 176 | ||||||
| Verizon Communications Inc | 111,476 | 5,576 | ||||||
| Versant Media Group Inc | 4,300 | 177 | ||||||
| Walt Disney Co/The | 46,700 | 5,023 | ||||||
| Warner Bros Discovery Inc * | 62,836 | 1,793 | ||||||
| 174,131 | ||||||||
| Consumer Discretionary — 9.0% | ||||||||
| ADT Inc | 6,483 | 48 | ||||||
| Airbnb Inc, Cl A * | 10,600 | 1,942 | ||||||
| Amazon.com Inc * | 255,990 | 66,498 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Amer Sports Inc * | 5,000 | $ | 153 | |||||
| APTIV PLC * | 6,200 | 277 | ||||||
| Aramark | 6,000 | 338 | ||||||
| AutoNation Inc * | 832 | 167 | ||||||
| AutoZone Inc * | 439 | 1,313 | ||||||
| Bath & Body Works Inc | 6,357 | 122 | ||||||
| Best Buy Co Inc | 5,347 | 429 | ||||||
| Birkenstock Holding PLC * | 1,000 | 35 | ||||||
| Booking Holdings Inc | 20,550 | 4,091 | ||||||
| BorgWarner Inc | 5,064 | 325 | ||||||
| Boyd Gaming Corp | 1,700 | 132 | ||||||
| Bright Horizons Family Solutions Inc * | 1,900 | 141 | ||||||
| Brunswick Corp/DE | 2,300 | 175 | ||||||
| Burlington Stores Inc * | 1,540 | 400 | ||||||
| Caesars Entertainment Inc * | 7,200 | 214 | ||||||
| CarMax Inc * | 2,860 | 175 | ||||||
| Carnival | 32,700 | 781 | ||||||
| Carvana Co, Cl A * | 18,800 | 1,381 | ||||||
| Cava Group Inc * | 2,600 | 171 | ||||||
| Chewy Inc, Cl A * | 6,000 | 143 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 34,750 | 1,322 | ||||||
| Choice Hotels International Inc | 884 | 91 | ||||||
| Churchill Downs Inc | 2,000 | 175 | ||||||
| Columbia Sportswear Co | 900 | 52 | ||||||
| Coupang Inc, Cl A * | 34,100 | 548 | ||||||
| Crocs Inc * | 1,600 | 193 | ||||||
| Darden Restaurants Inc | 2,968 | 636 | ||||||
| Deckers Outdoor Corp * | 4,000 | 348 | ||||||
| Dick's Sporting Goods Inc | 1,658 | 224 | ||||||
| Dillard's Inc, Cl A | 100 | 63 | ||||||
| Domino's Pizza Inc | 900 | 308 | ||||||
| DoorDash Inc, Cl A * | 9,700 | 2,248 | ||||||
| DR Horton Inc | 6,468 | 935 | ||||||
| DraftKings Inc, Cl A * | 14,200 | 345 | ||||||
| Duolingo Inc, Cl A * | 1,100 | 163 | ||||||
| Dutch Bros Inc, Cl A * | 3,400 | 166 | ||||||
| eBay Inc | 12,211 | 1,265 | ||||||
| Etsy Inc * | 3,100 | 252 | ||||||
| Expedia Group Inc | 2,922 | 927 | ||||||
| Five Below Inc * | 1,400 | 346 | ||||||
| Floor & Decor Holdings Inc, Cl A * | 3,200 | 161 | ||||||
| Flutter Entertainment PLC * | 3,940 | 395 | ||||||
| Ford Motor Co | 105,284 | 1,468 | ||||||
| GameStop Corp, Cl A * | 12,900 | 237 | ||||||
| Gap Inc/The | 7,721 | 172 | ||||||
| Garmin Ltd | 4,200 | 1,193 | ||||||
| General Motors Co | 23,700 | 2,046 | ||||||
| Gentex Corp | 6,364 | 142 | ||||||
| Genuine Parts Co | 3,990 | 541 | ||||||
| Grand Canyon Education Inc * | 800 | 118 | ||||||
| H&R Block Inc | 4,025 | 208 | ||||||
| Hasbro Inc | 3,967 | 373 | ||||||
| Hilton Worldwide Holdings Inc | 5,883 | 1,861 | ||||||
| 14 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Home Depot Inc/The | 26,189 | $ | 8,585 | |||||
| Hyatt Hotels Corp, Cl A | 1,000 | 167 | ||||||
| Las Vegas Sands Corp | 6,293 | 276 | ||||||
| Lear Corp | 1,700 | 212 | ||||||
| Lennar Corp, Cl A | 5,125 | 431 | ||||||
| Lennar Corp, Cl B | 513 | 42 | ||||||
| Liberty Live Holdings Inc, Cl A * | 731 | 73 | ||||||
| Liberty Live Holdings Inc, Cl C * | 1,392 | 144 | ||||||
| Lithia Motors Inc, Cl A | 520 | 191 | ||||||
| LKQ Corp | 7,300 | 183 | ||||||
| Lowe's Cos Inc | 14,920 | 3,054 | ||||||
| Lululemon Athletica Inc * | 3,000 | 361 | ||||||
| Macy's Inc | 7,600 | 167 | ||||||
| Marriott International Inc/MD, Cl A | 5,754 | 1,966 | ||||||
| Mattel Inc * | 9,642 | 144 | ||||||
| McDonald's Corp | 18,890 | 4,978 | ||||||
| MGM Resorts International * | 3,839 | 159 | ||||||
| Mohawk Industries Inc * | 1,466 | 188 | ||||||
| Murphy USA Inc | 500 | 258 | ||||||
| NIKE Inc, Cl B | 30,818 | 1,204 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 11,900 | 192 | ||||||
| NVR Inc * | 64 | 404 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 1,700 | 128 | ||||||
| On Holding AG, Cl A * | 6,600 | 188 | ||||||
| O'Reilly Automotive Inc * | 22,050 | 1,958 | ||||||
| Penske Automotive Group Inc | 500 | 108 | ||||||
| Planet Fitness Inc, Cl A * | 2,700 | 139 | ||||||
| Pool Corp | 1,100 | 205 | ||||||
| PulteGroup Inc | 4,645 | 587 | ||||||
| PVH Corp | 1,600 | 119 | ||||||
| QuantumScape Corp, Cl A * | 13,000 | 73 | ||||||
| Ralph Lauren Corp, Cl A | 1,080 | 375 | ||||||
| Restaurant Brands International Inc | 9,300 | 724 | ||||||
| Rivian Automotive Inc, Cl A * | 23,400 | 376 | ||||||
| Ross Stores Inc | 8,176 | 1,869 | ||||||
| Royal Caribbean Cruises Ltd | 6,420 | 1,725 | ||||||
| Service Corp International/US | 4,194 | 342 | ||||||
| SharkNinja Inc * | 2,100 | 404 | ||||||
| Somnigroup International Inc | 5,700 | 369 | ||||||
| Starbucks Corp | 30,362 | 3,226 | ||||||
| Tapestry Inc | 5,267 | 650 | ||||||
| Tesla Inc * | 76,985 | 28,327 | ||||||
| Texas Roadhouse Inc, Cl A | 2,000 | 391 | ||||||
| Thor Industries Inc | 1,700 | 129 | ||||||
| TJX Cos Inc/The | 29,466 | 3,946 | ||||||
| Toll Brothers Inc | 2,251 | 323 | ||||||
| Tractor Supply Co | 15,200 | 530 | ||||||
| Travel + Leisure Co | 1,868 | 128 | ||||||
| Ulta Beauty Inc * | 1,152 | 619 | ||||||
| Vail Resorts Inc | 1,100 | 151 | ||||||
| Valvoline Inc * | 3,804 | 122 | ||||||
| VF Corp | 11,068 | 149 | ||||||
| Viking Holdings Ltd * | 5,000 | 431 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Wayfair Inc, Cl A * | 2,700 | $ | 268 | |||||
| Whirlpool Corp | 1,616 | 66 | ||||||
| Williams-Sonoma Inc | 2,924 | 667 | ||||||
| Wingstop Inc | 800 | 88 | ||||||
| Wyndham Hotels & Resorts Inc | 2,268 | 167 | ||||||
| Wynn Resorts Ltd | 2,496 | 228 | ||||||
| YETI Holdings Inc * | 2,500 | 103 | ||||||
| Yum! Brands Inc | 7,148 | 1,096 | ||||||
| 173,846 | ||||||||
| Consumer Staples — 4.3% | ||||||||
| Albertsons Cos Inc, Cl A | 11,700 | 144 | ||||||
| Altria Group Inc | 44,190 | 3,026 | ||||||
| Archer-Daniels-Midland Co | 12,479 | 1,014 | ||||||
| BJ's Wholesale Club Holdings Inc * | 3,900 | 354 | ||||||
| Brown-Forman Corp, Cl A | 2,200 | 60 | ||||||
| Brown-Forman Corp, Cl B | 5,217 | 139 | ||||||
| Bunge Global SA | 3,100 | 360 | ||||||
| Campbell's | 6,478 | 153 | ||||||
| Casey's General Stores Inc | 980 | 737 | ||||||
| Celsius Holdings Inc * | 4,900 | 154 | ||||||
| Church & Dwight Co Inc | 6,114 | 610 | ||||||
| Clorox Co/The | 3,703 | 362 | ||||||
| Coca-Cola Co/The | 101,990 | 9,043 | ||||||
| Coca-Cola Consolidated Inc | 1,600 | 313 | ||||||
| Colgate-Palmolive Co | 20,400 | 1,832 | ||||||
| Conagra Brands Inc | 15,276 | 245 | ||||||
| Constellation Brands Inc, Cl A | 3,931 | 513 | ||||||
| Costco Wholesale Corp | 11,661 | 11,007 | ||||||
| Darling Ingredients Inc * | 4,700 | 311 | ||||||
| Dollar General Corp | 5,700 | 722 | ||||||
| Dollar Tree Inc * | 4,634 | 587 | ||||||
| elf Beauty Inc * | 1,400 | 153 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 6,208 | 635 | ||||||
| Freshpet Inc * | 1,700 | 119 | ||||||
| General Mills Inc | 12,692 | 523 | ||||||
| Hershey Co/The | 3,798 | 669 | ||||||
| Hormel Foods Corp | 8,656 | 189 | ||||||
| Ingredion Inc | 1,900 | 197 | ||||||
| J M Smucker Co/The | 3,111 | 408 | ||||||
| JBS, Cl A | 4,100 | 55 | ||||||
| Kenvue Inc | 49,512 | 935 | ||||||
| Keurig Dr Pepper Inc | 33,700 | 1,074 | ||||||
| Kimberly-Clark Corp | 8,618 | 930 | ||||||
| Kraft Heinz Co/The | 24,402 | 626 | ||||||
| Kroger Co/The | 15,546 | 895 | ||||||
| Lamb Weston Holdings Inc | 4,062 | 221 | ||||||
| Maplebear Inc * | 2,900 | 147 | ||||||
| McCormick & Co Inc/MD | 7,686 | 417 | ||||||
| Molson Coors Beverage Co, Cl B | 5,062 | 201 | ||||||
| Mondelez International Inc, Cl A | 34,006 | 2,111 | ||||||
| Monster Beverage Corp * | 37,348 | 1,715 | ||||||
| PepsiCo Inc | 36,352 | 5,102 | ||||||
| Performance Food Group Co * | 3,800 | 377 | ||||||
| SEI Institutional Investments Trust | 15 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Philip Morris International Inc | 40,868 | $ | 7,655 | |||||
| Pilgrim's Pride Corp * | 1,400 | 44 | ||||||
| Post Holdings Inc * | 1,500 | 125 | ||||||
| Primo Brands Corp, Cl A | 8,600 | 196 | ||||||
| Procter & Gamble Co/The | 61,154 | 8,875 | ||||||
| Reynolds Consumer Products Inc | 2,000 | 46 | ||||||
| Seaboard Corp | 10 | 39 | ||||||
| Smithfield Foods Inc | 800 | 18 | ||||||
| Sprouts Farmers Market Inc * | 3,000 | 246 | ||||||
| Sysco Corp | 12,548 | 1,017 | ||||||
| Target Corp | 12,075 | 1,943 | ||||||
| Tyson Foods Inc, Cl A | 6,965 | 384 | ||||||
| US Foods Holding Corp * | 5,700 | 598 | ||||||
| Walmart Inc | 116,487 | 12,216 | ||||||
| 82,787 | ||||||||
| Energy — 3.5% | ||||||||
| Antero Midstream Corp | 7,100 | 159 | ||||||
| Antero Resources Corp * | 8,500 | 327 | ||||||
| APA Corp | 8,459 | 365 | ||||||
| Baker Hughes Co, Cl A | 26,640 | 1,693 | ||||||
| Cheniere Energy Inc | 5,310 | 1,549 | ||||||
| Chevron Corp | 48,745 | 10,048 | ||||||
| Chord Energy Corp | 1,800 | 265 | ||||||
| ConocoPhillips | 32,371 | 4,289 | ||||||
| Devon Energy Corp | 30,154 | 1,463 | ||||||
| Diamondback Energy Inc | 4,817 | 966 | ||||||
| DT Midstream Inc | 2,882 | 378 | ||||||
| EOG Resources Inc | 14,140 | 2,050 | ||||||
| EQT Corp | 16,019 | 868 | ||||||
| Expand Energy | 6,322 | 621 | ||||||
| ExxonMobil Holdings | 109,543 | 17,631 | ||||||
| Halliburton Co | 21,836 | 805 | ||||||
| HF Sinclair Corp | 3,626 | 368 | ||||||
| Kinder Morgan Inc | 52,622 | 1,696 | ||||||
| Marathon Petroleum Corp | 7,719 | 2,882 | ||||||
| Matador Resources Co | 3,500 | 203 | ||||||
| NOV Inc | 11,180 | 238 | ||||||
| Occidental Petroleum Corp | 18,919 | 1,139 | ||||||
| ONEOK Inc | 16,458 | 1,580 | ||||||
| Ovintiv Inc | 8,000 | 525 | ||||||
| Permian Resources Corp, Cl A | 19,200 | 447 | ||||||
| Phillips 66 | 10,688 | 2,635 | ||||||
| Range Resources Corp | 6,900 | 285 | ||||||
| SLB | 38,755 | 2,329 | ||||||
| Targa Resources Corp | 5,800 | 1,703 | ||||||
| TechnipFMC PLC | 10,200 | 797 | ||||||
| Texas Pacific Land Corp | 1,704 | 638 | ||||||
| Valero Energy Corp | 7,836 | 2,812 | ||||||
| Viper Energy Inc, Cl A | 4,100 | 184 | ||||||
| Weatherford International PLC | 2,000 | 195 | ||||||
| Williams Cos Inc/The | 31,696 | 2,379 | ||||||
| 66,512 | ||||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Financials — 12.2% | ||||||||
| Affiliated Managers Group Inc | 820 | $ | 302 | |||||
| Affirm Holdings Inc, Cl A * | 8,100 | 603 | ||||||
| Aflac Inc | 12,012 | 1,392 | ||||||
| AGNC Investment Corp ‡ | 26,859 | 288 | ||||||
| Allstate Corp/The | 6,525 | 1,682 | ||||||
| Ally Financial Inc | 8,300 | 350 | ||||||
| American Express Co | 14,132 | 4,666 | ||||||
| American Financial Group Inc/OH | 1,914 | 273 | ||||||
| American International Group Inc | 14,423 | 1,101 | ||||||
| Ameriprise Financial Inc | 2,460 | 1,361 | ||||||
| Annaly Capital Management Inc ‡ | 18,002 | 413 | ||||||
| Aon PLC, Cl A | 5,321 | 1,711 | ||||||
| Apollo Global Management Inc | 11,519 | 1,573 | ||||||
| Arch Capital Group Ltd * | 9,300 | 912 | ||||||
| Ares Management Corp, Cl A | 5,400 | 773 | ||||||
| Arthur J Gallagher & Co | 6,787 | 1,779 | ||||||
| Assurant Inc | 1,493 | 421 | ||||||
| Assured Guaranty Ltd | 1,300 | 97 | ||||||
| Axis Capital Holdings Ltd | 1,700 | 168 | ||||||
| Bank of America Corp | 173,813 | 10,766 | ||||||
| Bank of New York Mellon Corp/The | 17,809 | 2,872 | ||||||
| Bank OZK | 3,200 | 157 | ||||||
| Berkshire Hathaway Inc, Cl B * | 49,090 | 24,743 | ||||||
| BlackRock Funding Inc/DE | 4,039 | 4,668 | ||||||
| Blackstone Inc | 19,450 | 2,786 | ||||||
| Block Inc, Cl A * | 14,100 | 1,157 | ||||||
| Blue Owl Capital Inc, Cl A | 18,000 | 220 | ||||||
| BOK Financial Corp | 675 | 92 | ||||||
| Brighthouse Financial Inc * | 1,728 | 92 | ||||||
| Brookfield Asset Management Ltd, Cl A | 10,900 | 561 | ||||||
| Brown & Brown Inc | 8,348 | 602 | ||||||
| Bullish * | 600 | 20 | ||||||
| Capital One Financial Corp | 16,382 | 3,514 | ||||||
| Carlyle Group Inc/The | 7,900 | 382 | ||||||
| Cboe Global Markets Inc | 2,780 | 835 | ||||||
| Central BanCo Inc, Cl A | 600 | 19 | ||||||
| Charles Schwab Corp/The | 43,478 | 4,775 | ||||||
| Chime Financial, Cl A * | 7,100 | 235 | ||||||
| Chubb Ltd | 9,301 | 3,149 | ||||||
| Cincinnati Financial Corp | 3,686 | 626 | ||||||
| Citigroup Inc | 45,354 | 5,970 | ||||||
| Citizens Financial Group Inc | 10,600 | 730 | ||||||
| CME Group Inc, Cl A | 9,530 | 2,721 | ||||||
| CNA Financial Corp | 700 | 34 | ||||||
| Coinbase Global Inc, Cl A * | 5,960 | 1,121 | ||||||
| Columbia Banking System Inc | 6,732 | 200 | ||||||
| Commerce Bancshares Inc/MO | 3,553 | 205 | ||||||
| Corebridge Financial Inc | 7,200 | 234 | ||||||
| Corpay Inc * | 1,620 | 655 | ||||||
| Credit Acceptance Corp * | 100 | 60 | ||||||
| Cullen/Frost Bankers Inc | 1,668 | 268 | ||||||
| East West Bancorp Inc | 3,400 | 431 | ||||||
| 16 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Equitable Holdings Inc | 6,400 | $ | 321 | |||||
| Euronet Worldwide Inc * | 1,400 | 97 | ||||||
| Evercore Inc, Cl A | 1,000 | 286 | ||||||
| Everest Group Ltd | 980 | 367 | ||||||
| FactSet Research Systems Inc | 1,125 | 353 | ||||||
| Fidelity National Financial Inc | 7,152 | 332 | ||||||
| Fidelity National Information Services Inc | 15,048 | 614 | ||||||
| Fifth Third Bancorp | 24,159 | 1,299 | ||||||
| Figure Technology Solutions Inc, Cl A * | 1,900 | 70 | ||||||
| First American Financial Corp | 2,900 | 214 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 223 | 483 | ||||||
| First Hawaiian Inc | 3,500 | 90 | ||||||
| First Horizon Corp | 13,156 | 320 | ||||||
| Fiserv Inc * | 13,674 | 729 | ||||||
| FNB Corp/PA | 11,200 | 204 | ||||||
| Franklin Resources Inc | 5,449 | 186 | ||||||
| Freedom Holding Corp/NV * | 600 | 105 | ||||||
| Galaxy Digital, Cl A * | 3,400 | 84 | ||||||
| Global Payments Inc | 5,852 | 533 | ||||||
| Globe Life Inc | 1,887 | 326 | ||||||
| Goldman Sachs Group Inc/The | 7,546 | 7,741 | ||||||
| Hamilton Lane Inc, Cl A | 1,300 | 141 | ||||||
| Hanover Insurance Group Inc/The | 1,093 | 247 | ||||||
| Hartford Insurance Group | 7,310 | 1,004 | ||||||
| Houlihan Lokey Inc, Cl A | 1,556 | 207 | ||||||
| Huntington Bancshares Inc/OH | 53,082 | 886 | ||||||
| Interactive Brokers Group Inc, Cl A | 11,300 | 1,099 | ||||||
| Intercontinental Exchange Inc | 14,850 | 2,386 | ||||||
| Invesco Ltd | 10,300 | 338 | ||||||
| Jack Henry & Associates Inc | 2,200 | 369 | ||||||
| Jefferies Financial Group Inc | 4,606 | 242 | ||||||
| JPMorgan Chase & Co | 70,480 | 25,092 | ||||||
| KeyCorp | 26,951 | 582 | ||||||
| Kinsale Capital Group Inc | 700 | 262 | ||||||
| KKR & Co Inc | 18,400 | 2,019 | ||||||
| Lazard Inc, Cl A | 1,400 | 61 | ||||||
| Lincoln National Corp | 5,088 | 217 | ||||||
| Loews Corp | 4,136 | 448 | ||||||
| LPL Financial Holdings Inc | 1,980 | 733 | ||||||
| M&T Bank Corp | 4,057 | 949 | ||||||
| Markel Group Inc * | 357 | 644 | ||||||
| MarketAxess Holdings Inc | 1,100 | 179 | ||||||
| Marsh & McLennan Cos Inc | 12,765 | 2,423 | ||||||
| Mastercard Inc, Cl A | 21,240 | 12,517 | ||||||
| MetLife Inc | 14,609 | 1,390 | ||||||
| MGIC Investment Corp | 6,600 | 202 | ||||||
| Moody's Corp | 3,927 | 1,982 | ||||||
| Morgan Stanley | 29,314 | 6,253 | ||||||
| Morningstar Inc | 200 | 44 | ||||||
| MSCI Inc, Cl A | 1,900 | 1,084 | ||||||
| Nasdaq Inc | 12,130 | 1,196 | ||||||
| Northern Trust Corp | 4,705 | 873 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A * | 89,400 | 1,301 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Old Republic International Corp | 5,090 | $ | 212 | |||||
| OneMain Holdings Inc, Cl A | 3,100 | 194 | ||||||
| PayPal Holdings Inc | 22,961 | 1,209 | ||||||
| Pinnacle Financial Partners Inc | 4,235 | 423 | ||||||
| PNC Financial Services Group Inc/The | 10,672 | 2,557 | ||||||
| Popular Inc | 1,553 | 261 | ||||||
| Primerica Inc | 1,000 | 288 | ||||||
| Principal Financial Group Inc | 5,508 | 607 | ||||||
| Progressive Corp/The | 15,580 | 3,398 | ||||||
| Prosperity Bancshares Inc | 2,700 | 193 | ||||||
| Prudential Financial Inc | 9,063 | 1,066 | ||||||
| Raymond James Financial Inc | 4,531 | 807 | ||||||
| Regions Financial Corp | 21,887 | 654 | ||||||
| Reinsurance Group of America Inc, Cl A | 1,499 | 369 | ||||||
| RenaissanceRe Holdings Ltd | 960 | 315 | ||||||
| Rithm Capital Corp ‡ | 15,500 | 155 | ||||||
| RLI Corp | 2,800 | 178 | ||||||
| Robinhood Markets Inc, Cl A * | 20,400 | 2,138 | ||||||
| Rocket Cos Inc, Cl A * | 25,200 | 338 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 3,200 | 135 | ||||||
| S&P Global Inc | 7,826 | 3,411 | ||||||
| SEI Investments Co | 2,942 | 327 | ||||||
| Shift4 Payments Inc, Cl A * | 1,600 | 68 | ||||||
| SLM Corp | 5,831 | 151 | ||||||
| SoFi Technologies Inc * | 34,100 | 610 | ||||||
| SouthState Bank Corp | 3,000 | 315 | ||||||
| Starwood Property Trust Inc ‡ | 10,000 | 157 | ||||||
| State Street Corp | 6,779 | 1,297 | ||||||
| Stifel Financial Corp | 4,500 | 364 | ||||||
| Synchrony Financial | 9,018 | 695 | ||||||
| T Rowe Price Group Inc | 5,430 | 604 | ||||||
| TFS Financial Corp | 2,500 | 44 | ||||||
| Toast Inc, Cl A * | 13,600 | 464 | ||||||
| TPG Inc, Cl A | 3,700 | 200 | ||||||
| Tradeweb Markets Inc, Cl A | 3,500 | 377 | ||||||
| Travelers Cos Inc/The | 5,635 | 2,062 | ||||||
| Truist Financial Corp | 32,163 | 1,595 | ||||||
| Unum Group | 3,905 | 364 | ||||||
| US Bancorp | 41,397 | 2,549 | ||||||
| UWM Holdings Corp | 2,300 | 3 | ||||||
| Virtu Financial Inc, Cl A | 2,700 | 177 | ||||||
| Visa Inc, Cl A | 43,480 | 16,495 | ||||||
| Voya Financial Inc | 2,700 | 274 | ||||||
| W R Berkley Corp | 6,071 | 410 | ||||||
| Wells Fargo & Co | 80,266 | 6,934 | ||||||
| Western Alliance Bancorp | 3,100 | 242 | ||||||
| Western Union Co/The | 11,528 | 83 | ||||||
| WEX Inc * | 1,000 | 191 | ||||||
| White Mountains Insurance Group Ltd | 79 | 166 | ||||||
| Willis Towers Watson PLC | 2,442 | 827 | ||||||
| Wintrust Financial Corp | 2,000 | 301 | ||||||
| XP Inc, Cl A | 12,400 | 226 | ||||||
| SEI Institutional Investments Trust | 17 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Zions Bancorp NA | 4,202 | $ | 280 | |||||
| 234,649 | ||||||||
| Health Care — 9.3% | ||||||||
| Abbott Laboratories | 45,687 | 5,042 | ||||||
| AbbVie Inc | 46,501 | 11,924 | ||||||
| Agilent Technologies Inc | 7,364 | 1,131 | ||||||
| Align Technology Inc * | 2,100 | 336 | ||||||
| Alnylam Pharmaceuticals Inc * | 3,440 | 828 | ||||||
| Amgen Inc | 14,258 | 6,129 | ||||||
| Arrowhead Pharmaceuticals Inc * | 3,000 | 247 | ||||||
| Ascendis Pharma * | 1,300 | 342 | ||||||
| Avantor Inc * | 18,700 | 272 | ||||||
| Axsome Therapeutics Inc * | 900 | 179 | ||||||
| Baxter International Inc | 15,415 | 401 | ||||||
| Becton Dickinson & Co | 7,670 | 1,443 | ||||||
| Biogen Inc * | 3,700 | 802 | ||||||
| BioMarin Pharmaceutical Inc * | 5,700 | 372 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 600 | 232 | ||||||
| Bio-Techne Corp | 4,064 | 294 | ||||||
| Boston Scientific Corp * | 37,939 | 1,832 | ||||||
| Bridgebio Pharma Inc * | 4,600 | 352 | ||||||
| Bristol-Myers Squibb Co | 54,169 | 3,619 | ||||||
| Bruker Corp | 3,500 | 203 | ||||||
| Cardinal Health Inc | 6,129 | 1,438 | ||||||
| CARIS LIFE SCIENCES INC * | 3,400 | 87 | ||||||
| Cencora Inc | 5,044 | 1,632 | ||||||
| Centene Corp * | 12,158 | 782 | ||||||
| Charles River Laboratories International Inc * | 1,443 | 416 | ||||||
| Chemed Corp | 400 | 208 | ||||||
| Cigna Group/The | 6,922 | 1,911 | ||||||
| Cooper Cos Inc/The * | 5,716 | 401 | ||||||
| Corcept Therapeutics Inc * | 2,700 | 306 | ||||||
| CVS Health Corp | 33,249 | 3,122 | ||||||
| Danaher Corp | 16,702 | 3,567 | ||||||
| DaVita Inc * | 885 | 156 | ||||||
| Dexcom Inc * | 9,900 | 902 | ||||||
| Doximity Inc, Cl A * | 3,700 | 99 | ||||||
| Edwards Lifesciences Corp * | 15,084 | 1,369 | ||||||
| Elanco Animal Health Inc * | 11,337 | 271 | ||||||
| Elevance Health Inc | 5,731 | 2,250 | ||||||
| Eli Lilly & Co | 21,031 | 24,327 | ||||||
| Encompass Health Corp | 3,000 | 361 | ||||||
| Ensign Group Inc/The | 1,200 | 207 | ||||||
| Envista Holdings Corp * | 4,500 | 122 | ||||||
| Exelixis Inc * | 5,700 | 311 | ||||||
| GE HealthCare Technologies Inc | 11,756 | 837 | ||||||
| Gilead Sciences Inc | 32,684 | 4,783 | ||||||
| Globus Medical Inc, Cl A * | 3,400 | 277 | ||||||
| Guardant Health Inc * | 3,400 | 541 | ||||||
| Halozyme Therapeutics Inc * | 3,500 | 373 | ||||||
| HCA Healthcare Inc | 3,890 | 1,612 | ||||||
| Henry Schein Inc * | 1,968 | 177 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Humana Inc | 3,175 | $ | 1,217 | |||||
| IDEXX Laboratories Inc * | 2,024 | 1,127 | ||||||
| Illumina Inc * | 3,905 | 834 | ||||||
| Incyte Corp * | 4,800 | 591 | ||||||
| Insmed Inc * | 5,500 | 670 | ||||||
| Insulet Corp * | 2,100 | 312 | ||||||
| Intuitive Surgical Inc * | 9,173 | 3,457 | ||||||
| Ionis Pharmaceuticals Inc * | 4,400 | 266 | ||||||
| IQVIA Holdings Inc * | 4,413 | 1,153 | ||||||
| Jazz Pharmaceuticals PLC * | 1,800 | 451 | ||||||
| Johnson & Johnson | 63,450 | 16,868 | ||||||
| Labcorp Holdings Inc | 2,090 | 695 | ||||||
| Madrigal Pharmaceuticals Inc * | 480 | 259 | ||||||
| McKesson Corp | 3,260 | 2,886 | ||||||
| Medline Inc, Cl A * | 12,100 | 424 | ||||||
| Medpace Holdings Inc * | 600 | 356 | ||||||
| Medtronic PLC | 34,126 | 3,094 | ||||||
| Merck & Co Inc | 64,943 | 9,596 | ||||||
| Mettler-Toledo International Inc * | 539 | 757 | ||||||
| Moderna Inc * | 9,200 | 1,291 | ||||||
| Molina Healthcare Inc * | 1,600 | 318 | ||||||
| Natera Inc * | 3,700 | 1,191 | ||||||
| Neurocrine Biosciences Inc * | 2,900 | 447 | ||||||
| Organon & Co | 9,754 | 134 | ||||||
| Penumbra Inc * | 1,100 | 355 | ||||||
| Pfizer Inc | 148,422 | 4,224 | ||||||
| QIAGEN NV | 6,086 | 264 | ||||||
| Quest Diagnostics Inc | 2,844 | 683 | ||||||
| Regeneron Pharmaceuticals Inc | 2,622 | 2,095 | ||||||
| Repligen Corp * | 1,600 | 290 | ||||||
| ResMed Inc | 3,812 | 915 | ||||||
| Revolution Medicines Inc * | 4,900 | 1,007 | ||||||
| Revvity Inc | 2,534 | 326 | ||||||
| Roivant Sciences Ltd * | 13,200 | 457 | ||||||
| Royalty Pharma PLC, Cl A | 10,800 | 663 | ||||||
| Solventum Corp * | 4,215 | 384 | ||||||
| Sotera Health Co * | 4,500 | 85 | ||||||
| STERIS PLC | 2,800 | 651 | ||||||
| Stryker Corp | 9,214 | 2,984 | ||||||
| Summit Therapeutics Inc * | 3,900 | 53 | ||||||
| Teleflex Inc | 1,340 | 190 | ||||||
| Tempus AI Inc, Cl A * | 2,300 | 145 | ||||||
| Tenet Healthcare Corp * | 2,100 | 558 | ||||||
| Thermo Fisher Scientific Inc | 9,715 | 5,995 | ||||||
| United Therapeutics Corp * | 1,100 | 561 | ||||||
| UnitedHealth Group Inc | 23,690 | 9,225 | ||||||
| Universal Health Services Inc, Cl B | 976 | 166 | ||||||
| Veeva Systems Inc, Cl A * | 3,860 | 1,103 | ||||||
| Vertex Pharmaceuticals Inc * | 6,770 | 3,686 | ||||||
| Viatris Inc | 28,622 | 473 | ||||||
| Viking Therapeutics Inc * | 3,900 | 128 | ||||||
| Waters Corp * | 2,572 | 1,066 | ||||||
| West Pharmaceutical Services Inc | 2,000 | 682 | ||||||
| 18 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Zimmer Biomet Holdings Inc | 4,625 | $ | 463 | |||||
| Zoetis Inc, Cl A | 10,644 | 821 | ||||||
| 177,917 | ||||||||
| Industrials — 9.1% | ||||||||
| 3M Co | 13,812 | 2,373 | ||||||
| A O Smith Corp | 3,200 | 189 | ||||||
| AAON Inc | 2,000 | 152 | ||||||
| Acuity Inc | 900 | 299 | ||||||
| Advanced Drainage Systems Inc | 2,000 | 271 | ||||||
| AECOM | 4,016 | 271 | ||||||
| AeroVironment Inc * | 700 | 104 | ||||||
| AGCO Corp | 1,900 | 225 | ||||||
| Alaska Air Group Inc * | 3,700 | 153 | ||||||
| Allegion PLC | 2,266 | 352 | ||||||
| Allison Transmission Holdings Inc | 2,600 | 327 | ||||||
| Amentum Holdings Inc * | 4,575 | 91 | ||||||
| American Airlines Group Inc * | 19,300 | 259 | ||||||
| AMETEK Inc | 6,128 | 1,441 | ||||||
| API Group Corp * | 8,800 | 345 | ||||||
| Applied Industrial Technologies Inc | 1,100 | 356 | ||||||
| Armstrong World Industries Inc | 1,300 | 224 | ||||||
| ATI Inc * | 3,400 | 694 | ||||||
| Automatic Data Processing Inc | 10,682 | 3,057 | ||||||
| Avis Budget Group Inc * | 500 | 74 | ||||||
| Axon Enterprise Inc * | 1,980 | 1,122 | ||||||
| Bloom Energy Corp, Cl A * | 7,100 | 1,465 | ||||||
| Boeing Co/The * | 19,776 | 4,109 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 3,500 | 265 | ||||||
| Broadridge Financial Solutions Inc | 2,773 | 506 | ||||||
| Builders FirstSource Inc * | 3,200 | 212 | ||||||
| BWX Technologies Inc | 2,350 | 358 | ||||||
| CACI International Inc, Cl A * | 636 | 396 | ||||||
| Carlisle Cos Inc | 946 | 328 | ||||||
| Carpenter Technology Corp | 1,240 | 591 | ||||||
| Carrier Global Corp | 20,678 | 1,204 | ||||||
| Caterpillar Inc | 11,947 | 9,527 | ||||||
| CH Robinson Worldwide Inc | 2,948 | 441 | ||||||
| Cintas Corp | 8,728 | 1,761 | ||||||
| Clean Harbors Inc * | 1,500 | 473 | ||||||
| CNH Industrial NV | 26,500 | 314 | ||||||
| Comfort Systems USA Inc | 940 | 1,453 | ||||||
| Copart Inc * | 21,544 | 711 | ||||||
| Core & Main Inc, Cl A * | 5,700 | 245 | ||||||
| Crane Co | 1,500 | 308 | ||||||
| CSX Corp | 49,288 | 2,490 | ||||||
| Cummins Inc | 3,588 | 2,025 | ||||||
| Curtiss-Wright Corp | 940 | 548 | ||||||
| Deere & Co | 6,539 | 4,282 | ||||||
| Delta Air Lines Inc | 17,200 | 1,342 | ||||||
| Donaldson Co Inc | 3,544 | 322 | ||||||
| Dover Corp | 3,557 | 691 | ||||||
| DuPont de Nemours | 4,003 | 539 | ||||||
| Dycom Industries Inc * | 680 | 198 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Eaton Corp PLC | 10,316 | $ | 4,146 | |||||
| EMCOR Group Inc | 1,180 | 867 | ||||||
| Emerson Electric Co | 14,510 | 2,212 | ||||||
| Equifax Inc | 3,056 | 578 | ||||||
| Esab Corp | 1,666 | 126 | ||||||
| Everus Construction Group Inc * | 1,205 | 139 | ||||||
| ExlService Holdings Inc * | 4,552 | 173 | ||||||
| Expeditors International of Washington Inc | 3,348 | 635 | ||||||
| Fastenal Co | 30,196 | 1,489 | ||||||
| FedEx Corp | 5,824 | 1,907 | ||||||
| Fedex Freight Holding * | 2,912 | 389 | ||||||
| Ferguson Enterprises Inc | 5,200 | 1,167 | ||||||
| Flowserve Corp | 3,400 | 269 | ||||||
| Forgent Power Solutions Inc, Cl A * | 4,500 | 137 | ||||||
| Fortive Corp | 8,053 | 474 | ||||||
| Fortune Brands Innovations Inc | 3,620 | 160 | ||||||
| FTAI Aviation Ltd | 2,900 | 551 | ||||||
| FTI Consulting Inc * | 900 | 136 | ||||||
| Gates Industrial Corp Ltd * | 8,500 | 217 | ||||||
| GE Vernova Inc | 7,172 | 6,444 | ||||||
| Generac Holdings Inc * | 1,400 | 260 | ||||||
| General Dynamics Corp | 6,682 | 2,481 | ||||||
| General Electric Co | 27,100 | 9,098 | ||||||
| Genpact Ltd | 5,100 | 194 | ||||||
| GFL Environmental Inc | 7,000 | 296 | ||||||
| Graco Inc | 4,972 | 385 | ||||||
| GXO Logistics Inc * | 3,200 | 153 | ||||||
| Hayward Holdings Inc * | 5,500 | 77 | ||||||
| HEICO Corp | 1,070 | 354 | ||||||
| HEICO Corp, Cl A | 1,821 | 445 | ||||||
| Hexcel Corp | 2,400 | 222 | ||||||
| Honeywell Aerospace * | 8,745 | 1,383 | ||||||
| Honeywell International | 8,245 | 1,761 | ||||||
| Howmet Aerospace Inc | 10,567 | 2,588 | ||||||
| Hubbell Inc, Cl B | 1,392 | 631 | ||||||
| Huntington Ingalls Industries Inc | 1,137 | 331 | ||||||
| IDEX Corp | 1,793 | 410 | ||||||
| IES Holdings Inc * | 320 | 97 | ||||||
| Illinois Tool Works Inc | 7,640 | 2,104 | ||||||
| Ingersoll Rand Inc | 10,165 | 783 | ||||||
| ITT Inc | 2,251 | 451 | ||||||
| Jacobs Solutions Inc | 3,384 | 504 | ||||||
| JB Hunt Transport Services Inc | 1,952 | 518 | ||||||
| Johnson Controls International PLC | 16,266 | 2,249 | ||||||
| Karman Holdings Inc * | 1,600 | 66 | ||||||
| KBR Inc | 4,100 | 154 | ||||||
| Kirby Corp * | 1,700 | 241 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 4,400 | 301 | ||||||
| Kratos Defense & Security Solutions Inc * | 3,900 | 199 | ||||||
| L3Harris Technologies Inc | 5,024 | 1,338 | ||||||
| Landstar System Inc | 1,065 | 192 | ||||||
| Leidos Holdings Inc | 3,673 | 515 | ||||||
| SEI Institutional Investments Trust | 19 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Lennox International Inc | 772 | $ | 295 | |||||
| Leonardo DRS Inc | 2,500 | 95 | ||||||
| Lincoln Electric Holdings Inc | 1,500 | 422 | ||||||
| Loar Holdings Inc * | 1,300 | 91 | ||||||
| Lockheed Martin Corp | 5,383 | 3,021 | ||||||
| Lyft Inc, Cl A * | 10,000 | 169 | ||||||
| Masco Corp | 4,979 | 359 | ||||||
| MasTec Inc * | 1,600 | 384 | ||||||
| Middleby Corp/The * | 1,000 | 111 | ||||||
| Midera Food Processing, Cl W * | 1,000 | 47 | ||||||
| Mobility Global, Cl W | 7,866 | 160 | ||||||
| Modine Manufacturing Co * | 1,200 | 214 | ||||||
| MSA Safety Inc | 1,200 | 224 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 1,320 | 157 | ||||||
| Mueller Industries Inc | 6,200 | 387 | ||||||
| Nextpower Inc, Cl A * | 3,600 | 295 | ||||||
| Nordson Corp | 1,200 | 386 | ||||||
| Norfolk Southern Corp | 5,775 | 1,980 | ||||||
| Northrop Grumman Corp | 3,408 | 1,839 | ||||||
| nVent Electric PLC | 4,073 | 614 | ||||||
| Old Dominion Freight Line Inc | 4,800 | 960 | ||||||
| Oshkosh Corp | 1,959 | 302 | ||||||
| Otis Worldwide Corp | 9,639 | 686 | ||||||
| Owens Corning | 2,000 | 276 | ||||||
| PACCAR Inc | 13,744 | 1,706 | ||||||
| Parker-Hannifin Corp | 3,380 | 3,311 | ||||||
| Parsons Corp * | 1,700 | 83 | ||||||
| Paychex Inc | 8,507 | 1,083 | ||||||
| Paycom Software Inc | 800 | 191 | ||||||
| Paylocity Holding Corp * | 1,300 | 208 | ||||||
| Pentair PLC | 4,706 | 285 | ||||||
| Planet Labs PBC * | 5,600 | 111 | ||||||
| Powell Industries Inc | 600 | 108 | ||||||
| Primoris Services Corp | 900 | 65 | ||||||
| Quanta Services Inc | 3,907 | 2,372 | ||||||
| QXO Inc * | 25,470 | 338 | ||||||
| RB Global Inc | 4,610 | 390 | ||||||
| RBC Bearings Inc * | 900 | 445 | ||||||
| Regal Rexnord Corp | 1,976 | 313 | ||||||
| Republic Services Inc, Cl A | 5,292 | 1,169 | ||||||
| Robert Half Inc | 2,676 | 121 | ||||||
| Rocket Lab Corp * | 14,000 | 895 | ||||||
| Rockwell Automation Inc | 3,024 | 1,283 | ||||||
| Rollins Inc | 8,437 | 304 | ||||||
| RTX Corp | 35,662 | 7,408 | ||||||
| Ryder System Inc | 1,206 | 295 | ||||||
| Saia Inc * | 800 | 284 | ||||||
| Schneider National Inc, Cl B | 400 | 14 | ||||||
| Science Applications International Corp | 1,400 | 180 | ||||||
| Sensata Technologies Holding PLC | 4,100 | 168 | ||||||
| Simpson Manufacturing Co Inc | 1,300 | 237 | ||||||
| SiteOne Landscape Supply Inc * | 1,200 | 118 | ||||||
| Snap-on Inc | 1,211 | 468 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Solv Energy, Cl A * | 1,100 | $ | 28 | |||||
| Southwest Airlines Co | 11,820 | 455 | ||||||
| SPX Technologies Inc * | 1,100 | 216 | ||||||
| SS&C Technologies Holdings Inc | 5,000 | 415 | ||||||
| Standardaero Inc * | 4,200 | 103 | ||||||
| Stanley Black & Decker Inc | 3,593 | 346 | ||||||
| Sterling Infrastructure Inc * | 760 | 357 | ||||||
| Sunbelt Rentals Holdings | 10,400 | 752 | ||||||
| Tetra Tech Inc | 7,400 | 267 | ||||||
| Textron Inc | 4,222 | 340 | ||||||
| Timken Co/The | 1,769 | 213 | ||||||
| Toro Co/The | 3,040 | 297 | ||||||
| Trane Technologies PLC | 5,810 | 2,582 | ||||||
| TransDigm Group Inc | 1,493 | 1,749 | ||||||
| TransUnion | 4,400 | 374 | ||||||
| Trex Co Inc * | 3,200 | 146 | ||||||
| Uber Technologies Inc * | 52,000 | 3,934 | ||||||
| U-Haul Holding Co * | 400 | 27 | ||||||
| U-Haul Holding Co, Cl B | 3,600 | 215 | ||||||
| UL Solutions Inc, Cl A | 1,500 | 112 | ||||||
| Union Pacific Corp | 15,782 | 4,745 | ||||||
| United Airlines Holdings Inc * | 8,300 | 896 | ||||||
| United Parcel Service Inc, Cl B | 20,141 | 2,099 | ||||||
| United Rentals Inc | 1,600 | 1,661 | ||||||
| Valmont Industries Inc | 600 | 282 | ||||||
| Veralto Corp | 6,867 | 677 | ||||||
| Verisk Analytics Inc, Cl A | 3,620 | 701 | ||||||
| Vertiv Holdings Co, Cl A | 10,220 | 2,644 | ||||||
| Vicor Corp * | 500 | 94 | ||||||
| Waste Management Inc | 9,694 | 2,122 | ||||||
| Watsco Inc | 1,000 | 310 | ||||||
| Watts Water Technologies Inc, Cl A | 560 | 205 | ||||||
| WESCO International Inc | 1,180 | 402 | ||||||
| Westinghouse Air Brake Technologies Corp | 4,437 | 1,269 | ||||||
| WillScot Holdings Corp, Cl A | 5,300 | 110 | ||||||
| Woodward Inc | 1,500 | 510 | ||||||
| WW Grainger Inc | 1,167 | 1,528 | ||||||
| X-Energy, Cl A * | 1,300 | 24 | ||||||
| XPO Inc * | 3,300 | 640 | ||||||
| Xylem Inc/NY | 5,902 | 650 | ||||||
| 174,404 | ||||||||
| Information Technology — 35.1% | ||||||||
| Accenture PLC, Cl A | 16,250 | 3,084 | ||||||
| Adobe Inc * | 10,652 | 3,119 | ||||||
| Advanced Energy Industries Inc | 880 | 244 | ||||||
| Advanced Micro Devices Inc * | 42,863 | 20,176 | ||||||
| Akamai Technologies Inc * | 3,518 | 382 | ||||||
| Allegro MicroSystems Inc * | 2,900 | 105 | ||||||
| Amdocs Ltd | 3,300 | 208 | ||||||
| Amkor Technology Inc | 2,700 | 128 | ||||||
| Amphenol Corp, Cl A | 32,386 | 5,135 | ||||||
| Analog Devices Inc | 12,853 | 4,655 | ||||||
| Appfolio Inc, Cl A * | 700 | 164 | ||||||
| 20 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Apple Inc | 381,683 | $ | 120,936 | |||||
| Applied Digital Corp * | 5,700 | 145 | ||||||
| Applied Materials Inc | 20,835 | 9,551 | ||||||
| Applied Optoelectronics Inc * | 1,800 | 194 | ||||||
| Arista Networks Inc * | 27,750 | 5,430 | ||||||
| Arrow Electronics Inc * | 1,089 | 223 | ||||||
| Astera Labs Inc * | 4,000 | 1,188 | ||||||
| Atlassian Corp, Cl A * | 4,500 | 874 | ||||||
| Aurora Innovation Inc, Cl A * | 33,100 | 186 | ||||||
| Autodesk Inc * | 5,597 | 1,447 | ||||||
| Avnet Inc | 2,610 | 234 | ||||||
| Bentley Systems Inc, Cl B | 4,500 | 165 | ||||||
| BILL Holdings Inc * | 2,800 | 138 | ||||||
| BitMine Immersion Technologies | 11,700 | 296 | ||||||
| Broadcom Inc | 122,720 | 45,448 | ||||||
| Cadence Design Systems Inc * | 7,113 | 2,410 | ||||||
| CCC Intelligent Solutions Holdings Inc * | 13,500 | 101 | ||||||
| CDW Corp/DE | 3,000 | 455 | ||||||
| Ciena Corp * | 3,740 | 1,432 | ||||||
| Circle Internet Group Inc, Cl A * | 4,100 | 392 | ||||||
| Cirrus Logic Inc * | 1,400 | 153 | ||||||
| Cisco Systems Inc | 103,827 | 11,472 | ||||||
| Cloudflare Inc, Cl A * | 8,500 | 2,593 | ||||||
| Cognex Corp | 3,700 | 225 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 11,676 | 754 | ||||||
| Coherent Corp * | 4,703 | 1,307 | ||||||
| CoreWeave, Cl A * | 8,900 | 755 | ||||||
| Corning Inc | 21,158 | 3,147 | ||||||
| Credo Technology Group Holding Ltd * | 4,300 | 973 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 26,720 | 6,172 | ||||||
| Datadog Inc, Cl A * | 8,900 | 2,110 | ||||||
| Dell Technologies Inc, Cl C | 8,000 | 3,648 | ||||||
| DigitalOcean Holdings Inc * | 1,900 | 210 | ||||||
| DocuSign Inc, Cl A * | 4,300 | 285 | ||||||
| Dolby Laboratories Inc, Cl A | 1,943 | 120 | ||||||
| Dropbox Inc, Cl A * | 4,200 | 148 | ||||||
| Dynatrace Inc * | 8,900 | 486 | ||||||
| Elastic NV * | 2,800 | 273 | ||||||
| Enphase Energy Inc * | 2,700 | 98 | ||||||
| Entegris Inc | 3,800 | 514 | ||||||
| EPAM Systems Inc * | 1,600 | 188 | ||||||
| Everpure Inc, Cl A * | 8,700 | 809 | ||||||
| F5 Inc * | 1,531 | 623 | ||||||
| Fabrinet * | 880 | 363 | ||||||
| Fair Isaac Corp * | 600 | 688 | ||||||
| Figma, Cl A * | 5,800 | 159 | ||||||
| First Solar Inc * | 2,900 | 585 | ||||||
| Flex Ltd * | 9,800 | 1,071 | ||||||
| FormFactor Inc * | 1,700 | 171 | ||||||
| Fortinet Inc * | 16,100 | 2,752 | ||||||
| Gartner Inc * | 1,560 | 309 | ||||||
| Gen Digital Inc | 12,448 | 386 | ||||||
| Gitlab Inc, Cl A * | 3,600 | 167 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| GlobalFoundries Inc | 2,700 | $ | 121 | |||||
| GoDaddy Inc, Cl A * | 2,900 | 284 | ||||||
| Guidewire Software Inc * | 2,500 | 512 | ||||||
| Hewlett Packard Enterprise Co | 35,270 | 1,842 | ||||||
| HP Inc | 22,870 | 687 | ||||||
| HubSpot Inc * | 1,500 | 392 | ||||||
| Ingram Micro Holding Corp | 700 | 20 | ||||||
| Intel Corp * | 121,171 | 10,846 | ||||||
| International Business Machines Corp | 25,021 | 5,852 | ||||||
| Intuit Inc | 7,052 | 2,534 | ||||||
| IonQ Inc * | 9,000 | 354 | ||||||
| IPG Photonics Corp * | 800 | 61 | ||||||
| IREN * | 7,800 | 289 | ||||||
| Jabil Inc | 2,694 | 822 | ||||||
| Keysight Technologies Inc * | 4,612 | 1,488 | ||||||
| KLA Corp | 34,870 | 6,118 | ||||||
| Klaviyo Inc, Cl A * | 3,900 | 80 | ||||||
| Kyndryl Holdings Inc * | 6,459 | 87 | ||||||
| Lam Research Corp | 32,870 | 9,910 | ||||||
| Lattice Semiconductor Corp * | 3,800 | 438 | ||||||
| Littelfuse Inc | 560 | 231 | ||||||
| Lumentum Holdings Inc * | 1,880 | 1,720 | ||||||
| MACOM Technology Solutions Holdings Inc * | 1,700 | 448 | ||||||
| Manhattan Associates Inc * | 1,800 | 402 | ||||||
| Marvell Technology Inc | 22,738 | 4,813 | ||||||
| Microchip Technology Inc | 13,830 | 1,016 | ||||||
| Micron Technology Inc | 29,716 | 28,490 | ||||||
| Microsoft Corp | 196,126 | 99,493 | ||||||
| MKS Inc | 1,900 | 487 | ||||||
| MongoDB Inc, Cl A * | 2,020 | 916 | ||||||
| Monolithic Power Systems Inc | 1,262 | 1,600 | ||||||
| Motorola Solutions Inc | 4,274 | 2,074 | ||||||
| NetApp Inc | 5,055 | 937 | ||||||
| Nutanix Inc, Cl A * | 7,500 | 514 | ||||||
| NVIDIA Corp | 615,840 | 135,965 | ||||||
| Okta Inc, Cl A * | 4,700 | 813 | ||||||
| ON Semiconductor Corp * | 10,900 | 808 | ||||||
| Onto Innovation Inc * | 1,400 | 374 | ||||||
| Oracle Corp | 45,620 | 6,803 | ||||||
| Palantir Technologies Inc, Cl A * | 58,300 | 10,866 | ||||||
| Palo Alto Networks Inc * | 21,124 | 8,072 | ||||||
| Pegasystems Inc | 2,400 | 88 | ||||||
| Procore Technologies Inc * | 3,100 | 194 | ||||||
| PTC Inc * | 3,400 | 529 | ||||||
| Qnity Electronics Inc | 5,504 | 657 | ||||||
| Qorvo Inc * | 2,400 | 231 | ||||||
| QUALCOMM Inc | 27,509 | 4,690 | ||||||
| Ralliant Corp | 2,618 | 162 | ||||||
| Rambus Inc * | 2,500 | 217 | ||||||
| RingCentral Inc, Cl A | 1,100 | 77 | ||||||
| Roper Technologies Inc | 2,580 | 1,096 | ||||||
| Rubrik Inc, Cl A * | 4,100 | 381 | ||||||
| Sailpoint Inc * | 1,900 | 39 | ||||||
| SEI Institutional Investments Trust | 21 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Salesforce Inc | 21,118 | $ | 5,439 | |||||
| Samsara Inc, Cl A * | 8,100 | 331 | ||||||
| SanDisk Corp * | 3,845 | 6,024 | ||||||
| Sanmina Corp * | 1,200 | 236 | ||||||
| Semtech Corp * | 2,200 | 292 | ||||||
| SentinelOne Inc, Cl A * | 9,400 | 208 | ||||||
| ServiceNow Inc * | 27,140 | 4,016 | ||||||
| SiTime Corp * | 520 | 294 | ||||||
| Skyworks Solutions Inc | 4,600 | 308 | ||||||
| Snowflake Inc, Cl A * | 8,900 | 2,950 | ||||||
| Strategy Inc, Cl A * | 8,440 | 1,122 | ||||||
| Super Micro Computer Inc * | 14,700 | 548 | ||||||
| Synopsys Inc * | 4,926 | 2,165 | ||||||
| TD SYNNEX Corp | 2,200 | 556 | ||||||
| Teledyne Technologies Inc * | 1,207 | 740 | ||||||
| Teradyne Inc | 4,203 | 1,470 | ||||||
| Terawulf Inc * | 7,800 | 118 | ||||||
| Texas Instruments Inc | 23,758 | 6,199 | ||||||
| Trimble Inc * | 6,828 | 409 | ||||||
| TTM Technologies Inc * | 2,500 | 297 | ||||||
| Twilio Inc, Cl A * | 3,700 | 872 | ||||||
| Tyler Technologies Inc * | 1,200 | 447 | ||||||
| Ubiquiti Inc | 100 | 59 | ||||||
| UiPath Inc, Cl A * | 13,100 | 245 | ||||||
| Unity Software Inc * | 9,600 | 404 | ||||||
| Universal Display Corp | 1,300 | 108 | ||||||
| VeriSign Inc | 1,985 | 572 | ||||||
| Viavi Solutions Inc * | 5,200 | 189 | ||||||
| Vontier Corp | 4,401 | 142 | ||||||
| Western Digital Corp | 8,796 | 3,963 | ||||||
| Workday Inc, Cl A * | 5,200 | 1,027 | ||||||
| Zebra Technologies Corp, Cl A * | 1,225 | 433 | ||||||
| Zoom Communications Inc, Cl A * | 6,800 | 657 | ||||||
| Zscaler Inc * | 2,800 | 527 | ||||||
| 673,666 | ||||||||
| Materials — 2.0% | ||||||||
| Air Products and Chemicals Inc | 5,634 | 1,743 | ||||||
| Albemarle Corp | 2,973 | 401 | ||||||
| Alcoa Corp | 7,300 | 365 | ||||||
| Almonty Industries Inc * | 2,900 | 52 | ||||||
| Amcor PLC | 11,755 | 539 | ||||||
| Anglogold Ashanti PLC | 13,200 | 1,483 | ||||||
| AptarGroup Inc | 2,000 | 263 | ||||||
| Aura Minerals | 200 | 17 | ||||||
| Avery Dennison Corp | 2,310 | 402 | ||||||
| Axalta Coating Systems Ltd * | 6,200 | 226 | ||||||
| Ball Corp | 6,600 | 416 | ||||||
| Celanese Corp, Cl A | 3,383 | 154 | ||||||
| CF Industries Holdings Inc | 3,930 | 511 | ||||||
| Cleveland-Cliffs Inc * | 14,100 | 163 | ||||||
| Coeur Mining Inc | 24,600 | 511 | ||||||
| Corteva Inc | 18,276 | 1,547 | ||||||
| CRH PLC | 17,200 | 1,622 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Crown Holdings Inc | 2,451 | $ | 285 | |||||
| Dow Inc | 18,476 | 564 | ||||||
| Eagle Materials Inc | 1,000 | 194 | ||||||
| Eastman Chemical Co | 3,428 | 248 | ||||||
| Ecolab Inc | 6,355 | 1,800 | ||||||
| Element Solutions Inc | 6,200 | 220 | ||||||
| Freeport-McMoRan Inc, Cl B | 37,224 | 2,819 | ||||||
| Graphic Packaging Holding Co | 8,900 | 100 | ||||||
| Hecla Mining Co | 13,600 | 270 | ||||||
| International Flavors & Fragrances Inc | 6,152 | 531 | ||||||
| International Paper Co | 14,955 | 567 | ||||||
| James Hardie Industries PLC * | 4,963 | 147 | ||||||
| Linde PLC | 12,070 | 5,909 | ||||||
| Louisiana-Pacific Corp | 1,800 | 127 | ||||||
| LyondellBasell Industries NV, Cl A | 5,960 | 388 | ||||||
| Martin Marietta Materials Inc | 1,603 | 831 | ||||||
| Mosaic Co/The | 9,478 | 229 | ||||||
| MP Materials Corp * | 3,900 | 213 | ||||||
| NewMarket Corp | 200 | 180 | ||||||
| Newmont Corp | 28,333 | 3,572 | ||||||
| Nucor Corp | 5,790 | 1,445 | ||||||
| Olin Corp | 4,000 | 70 | ||||||
| Packaging Corp of America | 2,499 | 585 | ||||||
| PPG Industries Inc | 5,765 | 647 | ||||||
| Reliance Inc | 1,320 | 507 | ||||||
| Royal Gold Inc | 2,400 | 628 | ||||||
| RPM International Inc | 3,369 | 351 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 1,606 | 96 | ||||||
| Sherwin-Williams Co/The | 5,951 | 2,016 | ||||||
| Silgan Holdings Inc | 2,308 | 96 | ||||||
| Smurfit WestRock PLC | 12,589 | 590 | ||||||
| Solstice Advanced Materials Inc | 4,547 | 288 | ||||||
| Sonoco Products Co | 3,246 | 179 | ||||||
| Southern Copper Corp | 2,208 | 461 | ||||||
| Steel Dynamics Inc | 3,600 | 837 | ||||||
| Vulcan Materials Co | 3,317 | 894 | ||||||
| Westlake Corp | 1,300 | 98 | ||||||
| 39,397 | ||||||||
| Real Estate — 2.0% | ||||||||
| Agree Realty Corp ‡ | 3,300 | 238 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 5,200 | 267 | ||||||
| American Healthcare REIT Inc ‡ | 4,000 | 221 | ||||||
| American Homes 4 Rent, Cl A ‡ | 8,200 | 273 | ||||||
| American Tower Corp, Cl A ‡ | 12,262 | 2,154 | ||||||
| Americold Realty Trust Inc ‡ | 9,600 | 144 | ||||||
| Brixmor Property Group Inc ‡ | 8,600 | 248 | ||||||
| BXP Inc ‡ | 4,784 | 325 | ||||||
| Camden Property Trust ‡ | 2,447 | 259 | ||||||
| CBRE Group Inc, Cl A * | 7,517 | 1,096 | ||||||
| CoStar Group Inc * | 12,000 | 385 | ||||||
| Cousins Properties Inc ‡ | 4,300 | 125 | ||||||
| Crown Castle Inc ‡ | 10,796 | 822 | ||||||
| CubeSmart ‡ | 7,000 | 278 | ||||||
| 22 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| Digital Realty Trust Inc ‡ | 9,746 | $ | 1,809 | |||||
| EastGroup Properties Inc ‡ | 1,600 | 319 | ||||||
| EPR Properties ‡ | 2,200 | 129 | ||||||
| Equinix Inc ‡ | 2,561 | 2,681 | ||||||
| Equity LifeStyle Properties Inc ‡ | 5,700 | 362 | ||||||
| Equity Residential ‡ | 19,467 | 1,268 | ||||||
| Essex Property Trust Inc ‡ | 1,863 | 527 | ||||||
| Extra Space Storage Inc ‡ | 5,198 | 733 | ||||||
| Federal Realty Investment Trust ‡ | 2,396 | 278 | ||||||
| Fermi Inc *‡ | 5,800 | 29 | ||||||
| First Industrial Realty Trust Inc ‡ | 3,800 | 235 | ||||||
| Gaming and Leisure Properties Inc ‡ | 7,935 | 334 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 9,800 | 187 | ||||||
| Healthpeak Properties Inc ‡ | 20,874 | 435 | ||||||
| Host Hotels & Resorts Inc ‡ | 19,540 | 428 | ||||||
| Howard Hughes Holdings Inc * | 1,073 | 69 | ||||||
| Invitation Homes Inc ‡ | 15,000 | 437 | ||||||
| Iron Mountain Inc ‡ | 7,703 | 889 | ||||||
| Janus Living Inc, Cl A ‡ | 1,300 | 39 | ||||||
| Jones Lang LaSalle Inc * | 1,300 | 476 | ||||||
| Kilroy Realty Corp ‡ | 3,500 | 127 | ||||||
| Kimco Realty Corp ‡ | 16,671 | 395 | ||||||
| Lamar Advertising Co, Cl A ‡ | 1,940 | 289 | ||||||
| Lineage Inc ‡ | 2,100 | 82 | ||||||
| Medical Properties Trust Inc ‡ | 17,800 | 71 | ||||||
| Mid-America Apartment Communities Inc ‡ | 2,750 | 354 | ||||||
| Millrose Properties Inc ‡ | 4,369 | 133 | ||||||
| NNN REIT Inc ‡ | 5,500 | 249 | ||||||
| Omega Healthcare Investors Inc ‡ | 7,900 | 361 | ||||||
| Prologis Inc ‡ | 25,303 | 3,540 | ||||||
| Public Storage ‡ | 4,356 | 1,337 | ||||||
| Rayonier Inc ‡ | 5,752 | 118 | ||||||
| Realty Income Corp ‡ | 24,454 | 1,499 | ||||||
| Regency Centers Corp ‡ | 4,958 | 371 | ||||||
| Rexford Industrial Realty Inc ‡ | 6,700 | 248 | ||||||
| SBA Communications Corp, Cl A ‡ | 2,732 | 518 | ||||||
| Simon Property Group Inc ‡ | 8,681 | 1,843 | ||||||
| STAG Industrial Inc ‡ | 6,100 | 227 | ||||||
| Sun Communities Inc ‡ | 2,900 | 352 | ||||||
| UDR Inc ‡ | 9,993 | 369 | ||||||
| Ventas Inc ‡ | 12,492 | 1,139 | ||||||
| VICI Properties Inc, Cl A ‡ | 30,300 | 777 | ||||||
| Vornado Realty Trust ‡ | 4,636 | 173 | ||||||
| Welltower Inc ‡ | 18,783 | 4,437 | ||||||
| Weyerhaeuser Co ‡ | 21,246 | 497 | ||||||
| WP Carey Inc ‡ | 6,200 | 434 | ||||||
| Zillow Group Inc, Cl A * | 1,143 | 41 | ||||||
| Zillow Group Inc, Cl C * | 4,886 | 171 | ||||||
| 38,651 | ||||||||
| Utilities — 1.9% | ||||||||
| AES Corp/The | 21,424 | 316 | ||||||
| Alliant Energy Corp | 6,252 | 425 | ||||||
| Ameren Corp | 7,690 | 815 | ||||||
| Description | Shares | Market Value ($ Thousands) |
||||||
| COMMON STOCK†† (continued) | ||||||||
| American Electric Power Co Inc | 14,500 | $ | 1,775 | |||||
| American Water Works Co Inc | 4,700 | 650 | ||||||
| Atmos Energy Corp | 4,491 | 746 | ||||||
| Brookfield Renewable Corp | 4,000 | 129 | ||||||
| CenterPoint Energy Inc | 18,615 | 737 | ||||||
| Clearway Energy Inc, Cl C | 3,700 | 117 | ||||||
| CMS Energy Corp | 7,242 | 493 | ||||||
| Consolidated Edison Inc | 9,616 | 1,029 | ||||||
| Constellation Energy Corp | 8,592 | 2,361 | ||||||
| Dominion Energy Inc | 23,170 | 1,529 | ||||||
| DTE Energy Co | 5,364 | 728 | ||||||
| Duke Energy Corp | 20,766 | 2,490 | ||||||
| Edison International | 9,879 | 533 | ||||||
| Entergy Corp | 12,096 | 1,286 | ||||||
| Essential Utilities Inc | 8,546 | 352 | ||||||
| Evergy Inc | 6,649 | 539 | ||||||
| Eversource Energy | 10,526 | 738 | ||||||
| Exelon Corp | 27,276 | 1,193 | ||||||
| FirstEnergy Corp | 15,727 | 721 | ||||||
| IDACORP Inc, Cl Rights | 1,700 | 231 | ||||||
| MDU Resources Group Inc | 6,821 | 136 | ||||||
| National Fuel Gas Co | 2,889 | 240 | ||||||
| NextEra Energy Inc | 54,942 | 4,524 | ||||||
| NiSource Inc | 13,321 | 545 | ||||||
| NRG Energy Inc | 5,500 | 606 | ||||||
| OGE Energy Corp | 5,836 | 266 | ||||||
| Oklo Inc, Cl A * | 2,800 | 114 | ||||||
| PG&E Corp | 57,318 | 761 | ||||||
| Pinnacle West Capital Corp | 3,392 | 331 | ||||||
| PPL Corp | 21,226 | 724 | ||||||
| Public Service Enterprise Group Inc | 13,252 | 972 | ||||||
| Sempra | 17,446 | 1,425 | ||||||
| Southern Co/The | 29,153 | 2,565 | ||||||
| Talen Energy Corp * | 1,300 | 385 | ||||||
| UGI Corp | 6,425 | 247 | ||||||
| Vistra Corp | 9,000 | 1,236 | ||||||
| WEC Energy Group Inc | 8,657 | 919 | ||||||
| Xcel Energy Inc | 16,181 | 1,225 | ||||||
| 37,154 | ||||||||
| Total Common Stock | ||||||||
| (Cost $271,906) ($ Thousands) | 1,873,114 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Concentra Biosciences CVR *‡‡ | 3,000 | – | ||||||
| Holx CVR *‡‡ | 6,700 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| SEI Institutional Investments Trust | 23 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Large Cap Index Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) |
||||||
| CASH EQUIVALENT — 1.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%** | 25,935,181 | $ | 25,935 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $25,935) ($ Thousands) | 25,935 | |||||||
| Total Investments in Securities — 98.9% | ||||||||
| (Cost $297,841) ($ Thousands) | $ | 1,899,049 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 66 | Sep-2026 | $ | 25,155 | $ | 25,407 | $ | 252 | ||||||||||
| S&P Mid Cap 400 Index E-Mini | 19 | Sep-2026 | 7,221 | 7,157 | (64 | ) | ||||||||||||
| $ | 32,376 | $ | 32,564 | $ | 188 | |||||||||||||
| Percentages are based on Net Assets of $1,920,141 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| †† | 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Investments Co | $ | 259 | $ | — | $ | — | $ | — | $ | 68 | $ | 327 | $ | 2 | $ | — | ||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | 27,062 | 58,337 | (59,464 | ) | — | — | 25,935 | 332 | — | |||||||||||||||||||||||
| Totals | $ | 27,321 | $ | 58,337 | $ | (59,464 | ) | $ | — | $ | 68 | $ | 26,262 | $ | 334 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 24 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 96.3% | ||||||||
| Communication Services — 9.0% | ||||||||
| Alphabet Inc, Cl A | 374,632 | $ | 127,131 | |||||
| Alphabet Inc, Cl C | 301,975 | 101,285 | ||||||
| AT&T Inc | 443,779 | 11,489 | ||||||
| Charter Communications Inc, Cl A * | 5,416 | 826 | ||||||
| Comcast Corp, Cl A | 227,455 | 6,055 | ||||||
| EchoStar Corp, Cl A * | 8,800 | 761 | ||||||
| Fox Corp | 12,661 | 853 | ||||||
| Fox Corp, Cl B | 8,833 | 532 | ||||||
| Live Nation Entertainment Inc * | 10,283 | 1,850 | ||||||
| Meta Platforms Inc, Cl A | 140,316 | 80,308 | ||||||
| Netflix Inc * | 268,950 | 21,798 | ||||||
| News Corp, Cl A | 23,178 | 712 | ||||||
| News Corp, Cl B | 7,600 | 262 | ||||||
| Omnicom Group Inc | 18,194 | 1,593 | ||||||
| Paramount Skydance Corp, Cl B | 19,727 | 215 | ||||||
| Reddit Inc, Cl A * | 8,500 | 1,256 | ||||||
| Take-Two Interactive Software Inc * | 11,133 | 2,446 | ||||||
| TKO Group Holdings Inc, Cl A | 4,200 | 767 | ||||||
| T-Mobile US Inc | 29,681 | 5,356 | ||||||
| Trade Desk Inc/The, Cl A * | 27,500 | 377 | ||||||
| Verizon Communications Inc | 266,659 | 13,338 | ||||||
| Walt Disney Co/The | 110,880 | 11,925 | ||||||
| Warner Bros Discovery Inc * | 158,244 | 4,515 | ||||||
| 395,650 | ||||||||
| Consumer Discretionary — 8.8% | ||||||||
| Airbnb Inc, Cl A * | 26,669 | 4,886 | ||||||
| Amazon.com Inc * | 625,430 | 162,468 | ||||||
| APTIV PLC * | 13,673 | 612 | ||||||
| AutoZone Inc * | 1,048 | 3,135 | ||||||
| Best Buy Co Inc | 12,835 | 1,029 | ||||||
| Booking Holdings Inc | 49,485 | 9,852 | ||||||
| Carnival | 82,028 | 1,960 | ||||||
| Carvana Co, Cl A * | 45,720 | 3,359 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 81,800 | 3,111 | ||||||
| Darden Restaurants Inc | 7,296 | 1,563 | ||||||
| Deckers Outdoor Corp * | 9,200 | 801 | ||||||
| Domino's Pizza Inc | 1,956 | 669 | ||||||
| DoorDash Inc, Cl A * | 24,180 | 5,603 | ||||||
| DR Horton Inc | 16,849 | 2,436 | ||||||
| eBay Inc | 28,310 | 2,932 | ||||||
| Expedia Group Inc | 7,315 | 2,320 | ||||||
| Ford Motor Co | 249,787 | 3,482 | ||||||
| Garmin Ltd | 10,416 | 2,959 | ||||||
| General Motors Co | 57,521 | 4,965 | ||||||
| Genuine Parts Co | 8,811 | 1,195 | ||||||
| Hasbro Inc | 8,720 | 821 | ||||||
| Hilton Worldwide Holdings Inc | 14,515 | 4,591 | ||||||
| Home Depot Inc/The | 63,614 | 20,855 | ||||||
| Las Vegas Sands Corp | 19,820 | 868 | ||||||
| Lennar Corp, Cl A | 13,682 | 1,151 | ||||||
| Lowe's Cos Inc | 35,761 | 7,320 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lululemon Athletica Inc * | 6,773 | $ | 815 | |||||
| Marriott International Inc/MD, Cl A | 13,967 | 4,773 | ||||||
| McDonald's Corp | 45,386 | 11,961 | ||||||
| MGM Resorts International * | 12,900 | 534 | ||||||
| NIKE Inc, Cl B | 76,575 | 2,991 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 30,624 | 494 | ||||||
| NVR Inc * | 172 | 1,086 | ||||||
| O'Reilly Automotive Inc * | 52,855 | 4,694 | ||||||
| PulteGroup Inc | 12,154 | 1,535 | ||||||
| Ralph Lauren Corp, Cl A | 2,550 | 885 | ||||||
| Ross Stores Inc | 20,526 | 4,691 | ||||||
| Royal Caribbean Cruises Ltd | 15,916 | 4,277 | ||||||
| Starbucks Corp | 72,822 | 7,737 | ||||||
| Tapestry Inc | 12,832 | 1,583 | ||||||
| Tesla Inc * | 179,868 | 66,182 | ||||||
| TJX Cos Inc/The | 70,573 | 9,450 | ||||||
| Tractor Supply Co | 33,395 | 1,165 | ||||||
| Ulta Beauty Inc * | 2,790 | 1,499 | ||||||
| Williams-Sonoma Inc | 7,500 | 1,712 | ||||||
| Wynn Resorts Ltd | 5,332 | 487 | ||||||
| Yum! Brands Inc | 17,614 | 2,700 | ||||||
| 386,194 | ||||||||
| Consumer Staples — 4.3% | ||||||||
| Altria Group Inc | 106,583 | 7,299 | ||||||
| Archer-Daniels-Midland Co | 30,767 | 2,501 | ||||||
| Brown-Forman Corp, Cl B | 11,148 | 296 | ||||||
| Bunge Global SA | 8,927 | 1,037 | ||||||
| Casey's General Stores Inc | 2,360 | 1,775 | ||||||
| Church & Dwight Co Inc | 15,075 | 1,504 | ||||||
| Clorox Co/The | 7,670 | 749 | ||||||
| Coca-Cola Co/The | 247,328 | 21,931 | ||||||
| Colgate-Palmolive Co | 51,063 | 4,586 | ||||||
| Constellation Brands Inc, Cl A | 8,883 | 1,160 | ||||||
| Costco Wholesale Corp | 28,360 | 26,769 | ||||||
| Dollar General Corp | 14,348 | 1,819 | ||||||
| Dollar Tree Inc * | 11,786 | 1,492 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 16,048 | 1,642 | ||||||
| General Mills Inc | 34,023 | 1,402 | ||||||
| Hershey Co/The | 9,493 | 1,673 | ||||||
| Hormel Foods Corp | 19,560 | 427 | ||||||
| J M Smucker Co/The | 6,758 | 886 | ||||||
| Kenvue Inc | 122,406 | 2,311 | ||||||
| Keurig Dr Pepper Inc | 86,757 | 2,764 | ||||||
| Kimberly-Clark Corp | 21,156 | 2,284 | ||||||
| Kraft Heinz Co/The | 54,415 | 1,397 | ||||||
| Kroger Co/The | 36,182 | 2,082 | ||||||
| McCormick & Co Inc/MD | 16,173 | 877 | ||||||
| Molson Coors Beverage Co, Cl B | 10,970 | 436 | ||||||
| Mondelez International Inc, Cl A | 81,902 | 5,084 | ||||||
| Monster Beverage Corp * | 91,162 | 4,186 | ||||||
| PepsiCo Inc | 87,266 | 12,247 | ||||||
| Philip Morris International Inc | 99,563 | 18,648 | ||||||
| Procter & Gamble Co/The | 148,712 | 21,581 | ||||||
| SEI Institutional Investments Trust | 25 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Sysco Corp | 30,510 | $ | 2,474 | |||||
| Target Corp | 28,992 | 4,664 | ||||||
| Tyson Foods Inc, Cl A | 18,513 | 1,021 | ||||||
| Walmart Inc | 280,011 | 29,365 | ||||||
| 190,369 | ||||||||
| Energy — 3.4% | ||||||||
| APA Corp | 22,891 | 988 | ||||||
| Baker Hughes Co, Cl A | 63,299 | 4,023 | ||||||
| Chevron Corp | 119,548 | 24,644 | ||||||
| ConocoPhillips | 77,789 | 10,306 | ||||||
| Devon Energy Corp | 73,569 | 3,569 | ||||||
| Diamondback Energy Inc | 12,343 | 2,474 | ||||||
| EOG Resources Inc | 34,012 | 4,930 | ||||||
| EQT Corp | 39,896 | 2,162 | ||||||
| Expand Energy Corp | 15,600 | 1,531 | ||||||
| ExxonMobil Holdings | 264,805 | 42,620 | ||||||
| Halliburton Co | 53,229 | 1,961 | ||||||
| Kinder Morgan Inc | 124,926 | 4,028 | ||||||
| Marathon Petroleum Corp | 18,689 | 6,977 | ||||||
| Occidental Petroleum Corp | 46,331 | 2,788 | ||||||
| ONEOK Inc | 40,252 | 3,865 | ||||||
| Phillips 66 | 25,597 | 6,312 | ||||||
| SLB Ltd | 95,428 | 5,735 | ||||||
| Targa Resources Corp | 13,703 | 4,024 | ||||||
| Texas Pacific Land Corp | 3,780 | 1,415 | ||||||
| Valero Energy Corp | 18,911 | 6,788 | ||||||
| Williams Cos Inc/The | 78,113 | 5,862 | ||||||
| 147,002 | ||||||||
| Financials — 11.8% | ||||||||
| Aflac Inc | 29,206 | 3,384 | ||||||
| Allstate Corp/The | 16,427 | 4,235 | ||||||
| American Express Co | 33,998 | 11,225 | ||||||
| American International Group Inc | 33,864 | 2,586 | ||||||
| Ameriprise Financial Inc | 5,738 | 3,174 | ||||||
| Aon PLC, Cl A | 13,635 | 4,384 | ||||||
| Apollo Global Management Inc | 29,400 | 4,015 | ||||||
| Arch Capital Group Ltd * | 22,228 | 2,180 | ||||||
| Ares Management Corp, Cl A | 13,400 | 1,919 | ||||||
| Arthur J Gallagher & Co | 16,365 | 4,290 | ||||||
| Assurant Inc | 3,131 | 883 | ||||||
| Bank of America Corp | 417,110 | 25,836 | ||||||
| Bank of New York Mellon Corp/The | 43,859 | 7,074 | ||||||
| Berkshire Hathaway Inc, Cl B * | 117,112 | 59,028 | ||||||
| Blackrock Inc | 9,235 | 10,672 | ||||||
| Blackstone Inc | 47,426 | 6,793 | ||||||
| Block Inc, Cl A * | 34,100 | 2,797 | ||||||
| Brown & Brown Inc | 18,545 | 1,338 | ||||||
| Capital One Financial Corp | 39,747 | 8,526 | ||||||
| Cboe Global Markets Inc | 6,680 | 2,005 | ||||||
| Charles Schwab Corp/The | 104,360 | 11,461 | ||||||
| Chubb Ltd | 23,016 | 7,793 | ||||||
| Cincinnati Financial Corp | 9,905 | 1,683 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Citigroup Inc | 108,905 | $ | 14,334 | |||||
| Citizens Financial Group Inc | 26,960 | 1,857 | ||||||
| CME Group Inc, Cl A | 23,131 | 6,604 | ||||||
| Coinbase Global Inc, Cl A * | 14,140 | 2,660 | ||||||
| Corpay Inc * | 4,179 | 1,690 | ||||||
| Erie Indemnity Co, Cl A | 1,640 | 419 | ||||||
| Everest Group Ltd | 2,599 | 974 | ||||||
| FactSet Research Systems Inc | 2,291 | 718 | ||||||
| Fidelity National Information Services Inc | 32,959 | 1,344 | ||||||
| Fifth Third Bancorp | 57,833 | 3,110 | ||||||
| Fiserv Inc * | 34,039 | 1,815 | ||||||
| Franklin Resources Inc | 19,477 | 665 | ||||||
| Global Payments Inc | 14,795 | 1,347 | ||||||
| Globe Life Inc | 5,082 | 878 | ||||||
| Goldman Sachs Group Inc/The | 18,857 | 19,345 | ||||||
| Hartford Insurance Group Inc | 17,488 | 2,403 | ||||||
| Huntington Bancshares Inc/OH | 129,288 | 2,157 | ||||||
| Interactive Brokers Group Inc, Cl A | 28,400 | 2,763 | ||||||
| Intercontinental Exchange Inc | 36,119 | 5,804 | ||||||
| Invesco Ltd | 28,670 | 940 | ||||||
| Jack Henry & Associates Inc | 4,482 | 753 | ||||||
| JPMorgan Chase & Co | 171,174 | 60,941 | ||||||
| KeyCorp | 59,906 | 1,295 | ||||||
| KKR & Co Inc | 44,100 | 4,839 | ||||||
| Loews Corp | 10,757 | 1,165 | ||||||
| M&T Bank Corp | 9,323 | 2,181 | ||||||
| Marsh & McLennan Cos Inc | 30,781 | 5,842 | ||||||
| Mastercard Inc, Cl A | 51,561 | 30,385 | ||||||
| MetLife Inc | 34,526 | 3,286 | ||||||
| Moody's Corp | 9,593 | 4,841 | ||||||
| Morgan Stanley | 76,609 | 16,342 | ||||||
| MSCI Inc, Cl A | 4,657 | 2,658 | ||||||
| Nasdaq Inc | 28,506 | 2,811 | ||||||
| Northern Trust Corp | 11,787 | 2,187 | ||||||
| PayPal Holdings Inc | 56,288 | 2,964 | ||||||
| PNC Financial Services Group Inc/The | 25,679 | 6,153 | ||||||
| Principal Financial Group Inc | 12,734 | 1,403 | ||||||
| Progressive Corp/The | 37,304 | 8,135 | ||||||
| Prudential Financial Inc | 22,094 | 2,598 | ||||||
| Raymond James Financial Inc | 11,049 | 1,969 | ||||||
| Regions Financial Corp | 54,378 | 1,625 | ||||||
| Robinhood Markets Inc, Cl A * | 50,498 | 5,293 | ||||||
| S&P Global Inc | 19,363 | 8,439 | ||||||
| State Street Corp | 17,680 | 3,384 | ||||||
| Synchrony Financial | 21,446 | 1,653 | ||||||
| T Rowe Price Group Inc | 13,653 | 1,519 | ||||||
| Travelers Cos Inc/The | 13,572 | 4,966 | ||||||
| Truist Financial Corp | 79,491 | 3,941 | ||||||
| US Bancorp | 99,129 | 6,104 | ||||||
| Visa Inc, Cl A | 106,040 | 40,228 | ||||||
| W R Berkley Corp | 18,775 | 1,268 | ||||||
| Wells Fargo & Co | 195,430 | 16,883 | ||||||
| 26 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Willis Towers Watson PLC | 6,027 | $ | 2,040 | |||||
| 519,199 | ||||||||
| Health Care — 9.0% | ||||||||
| Abbott Laboratories | 111,209 | 12,273 | ||||||
| AbbVie Inc | 112,868 | 28,942 | ||||||
| Agilent Technologies Inc | 18,059 | 2,773 | ||||||
| Align Technology Inc * | 4,320 | 690 | ||||||
| Amgen Inc | 34,470 | 14,818 | ||||||
| Baxter International Inc | 32,826 | 854 | ||||||
| Becton Dickinson & Co | 17,608 | 3,312 | ||||||
| Biogen Inc * | 9,588 | 2,077 | ||||||
| Bio-Techne Corp | 9,931 | 718 | ||||||
| Boston Scientific Corp * | 94,825 | 4,580 | ||||||
| Bristol-Myers Squibb Co | 130,358 | 8,709 | ||||||
| Cardinal Health Inc | 14,984 | 3,516 | ||||||
| Cencora Inc | 12,419 | 4,019 | ||||||
| Centene Corp * | 29,951 | 1,927 | ||||||
| Charles River Laboratories International Inc * | 3,100 | 894 | ||||||
| Cigna Group/The | 16,902 | 4,666 | ||||||
| Cooper Cos Inc/The * | 12,380 | 868 | ||||||
| CVS Health Corp | 81,496 | 7,653 | ||||||
| Danaher Corp | 40,264 | 8,599 | ||||||
| DaVita Inc * | 2,060 | 363 | ||||||
| Dexcom Inc * | 24,566 | 2,237 | ||||||
| Edwards Lifesciences Corp * | 36,779 | 3,338 | ||||||
| Elevance Health Inc | 13,877 | 5,447 | ||||||
| Eli Lilly & Co | 50,532 | 58,452 | ||||||
| GE HealthCare Technologies Inc | 28,981 | 2,064 | ||||||
| Gilead Sciences Inc | 79,308 | 11,606 | ||||||
| HCA Healthcare Inc | 9,898 | 4,102 | ||||||
| Henry Schein Inc * | 6,237 | 560 | ||||||
| Humana Inc | 7,679 | 2,943 | ||||||
| IDEXX Laboratories Inc * | 5,043 | 2,807 | ||||||
| Incyte Corp * | 10,655 | 1,313 | ||||||
| Insulet Corp * | 4,418 | 657 | ||||||
| Intuitive Surgical Inc * | 22,609 | 8,520 | ||||||
| IQVIA Holdings Inc * | 10,663 | 2,785 | ||||||
| Johnson & Johnson | 153,820 | 40,893 | ||||||
| Labcorp Holdings Inc | 5,246 | 1,745 | ||||||
| McKesson Corp | 7,688 | 6,806 | ||||||
| Medtronic PLC | 81,973 | 7,431 | ||||||
| Merck & Co Inc | 157,768 | 23,312 | ||||||
| Mettler-Toledo International Inc * | 1,288 | 1,810 | ||||||
| Moderna Inc * | 22,525 | 3,161 | ||||||
| Pfizer Inc | 363,963 | 10,358 | ||||||
| Quest Diagnostics Inc | 7,197 | 1,730 | ||||||
| Regeneron Pharmaceuticals Inc | 6,379 | 5,097 | ||||||
| ResMed Inc | 9,210 | 2,211 | ||||||
| Revvity Inc | 7,109 | 915 | ||||||
| Solventum Corp * | 9,346 | 851 | ||||||
| STERIS PLC | 6,415 | 1,492 | ||||||
| Stryker Corp | 22,013 | 7,128 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Thermo Fisher Scientific Inc | 23,726 | $ | 14,641 | |||||
| UnitedHealth Group Inc | 58,017 | 22,592 | ||||||
| Universal Health Services Inc, Cl B | 3,384 | 576 | ||||||
| Veeva Systems Inc, Cl A * | 9,600 | 2,743 | ||||||
| Vertex Pharmaceuticals Inc * | 16,201 | 8,822 | ||||||
| Viatris Inc | 75,708 | 1,250 | ||||||
| Waters Corp * | 6,250 | 2,591 | ||||||
| West Pharmaceutical Services Inc | 4,540 | 1,549 | ||||||
| Zimmer Biomet Holdings Inc | 12,284 | 1,229 | ||||||
| Zoetis Inc, Cl A | 26,739 | 2,062 | ||||||
| 392,077 | ||||||||
| Industrials — 8.0% | ||||||||
| 3M Co | 33,287 | 5,720 | ||||||
| A O Smith Corp | 7,351 | 435 | ||||||
| Allegion PLC | 5,499 | 854 | ||||||
| AMETEK Inc | 14,596 | 3,433 | ||||||
| Automatic Data Processing Inc | 25,493 | 7,295 | ||||||
| Axon Enterprise Inc * | 5,160 | 2,923 | ||||||
| Boeing Co/The * | 50,345 | 10,461 | ||||||
| Broadridge Financial Solutions Inc | 7,326 | 1,336 | ||||||
| Builders FirstSource Inc * | 6,909 | 459 | ||||||
| Carrier Global Corp | 49,852 | 2,902 | ||||||
| Caterpillar Inc | 29,432 | 23,471 | ||||||
| CH Robinson Worldwide Inc | 7,525 | 1,126 | ||||||
| Cintas Corp | 21,704 | 4,380 | ||||||
| Comfort Systems USA Inc | 2,240 | 3,462 | ||||||
| Copart Inc * | 56,472 | 1,863 | ||||||
| CSX Corp | 118,615 | 5,991 | ||||||
| Cummins Inc | 8,798 | 4,966 | ||||||
| Deere & Co | 16,050 | 10,511 | ||||||
| Delta Air Lines Inc | 41,726 | 3,255 | ||||||
| Dover Corp | 8,580 | 1,666 | ||||||
| DuPont de Nemours | 8,964 | 1,206 | ||||||
| Eaton Corp PLC | 24,816 | 9,973 | ||||||
| EMCOR Group Inc | 2,820 | 2,071 | ||||||
| Emerson Electric Co | 35,790 | 5,456 | ||||||
| Equifax Inc | 7,590 | 1,436 | ||||||
| Expeditors International of Washington Inc | 8,538 | 1,619 | ||||||
| Fastenal Co | 73,246 | 3,612 | ||||||
| FedEx Corp | 14,007 | 4,586 | ||||||
| Fedex Freight Holding * | 7,023 | 939 | ||||||
| Ferguson Enterprises Inc | 12,400 | 2,784 | ||||||
| Fortive Corp | 19,824 | 1,166 | ||||||
| GE Vernova Inc | 17,166 | 15,424 | ||||||
| Generac Holdings Inc * | 3,927 | 728 | ||||||
| General Dynamics Corp | 16,200 | 6,016 | ||||||
| General Electric Co | 66,627 | 22,367 | ||||||
| Honeywell Aerospace * | 20,213 | 3,196 | ||||||
| Honeywell International | 20,213 | 4,316 | ||||||
| Howmet Aerospace Inc | 25,551 | 6,259 | ||||||
| Hubbell Inc, Cl B | 3,376 | 1,529 | ||||||
| Huntington Ingalls Industries Inc | 2,487 | 724 | ||||||
| IDEX Corp | 4,666 | 1,067 | ||||||
| SEI Institutional Investments Trust | 27 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Illinois Tool Works Inc | 16,695 | $ | 4,597 | |||||
| Ingersoll Rand Inc | 22,733 | 1,752 | ||||||
| Jacobs Solutions Inc | 7,564 | 1,127 | ||||||
| JB Hunt Transport Services Inc | 4,860 | 1,290 | ||||||
| Johnson Controls International PLC | 38,962 | 5,386 | ||||||
| L3Harris Technologies Inc | 11,893 | 3,167 | ||||||
| Leidos Holdings Inc | 8,039 | 1,127 | ||||||
| Lennox International Inc | 2,080 | 796 | ||||||
| Lockheed Martin Corp | 12,943 | 7,264 | ||||||
| Masco Corp | 13,057 | 942 | ||||||
| Nordson Corp | 3,490 | 1,123 | ||||||
| Norfolk Southern Corp | 14,343 | 4,917 | ||||||
| Northrop Grumman Corp | 8,508 | 4,592 | ||||||
| Old Dominion Freight Line Inc | 11,640 | 2,328 | ||||||
| Otis Worldwide Corp | 24,486 | 1,742 | ||||||
| PACCAR Inc | 33,623 | 4,174 | ||||||
| Parker-Hannifin Corp | 8,043 | 7,878 | ||||||
| Paychex Inc | 20,589 | 2,622 | ||||||
| Pentair PLC | 10,656 | 644 | ||||||
| Quanta Services Inc | 9,587 | 5,820 | ||||||
| Republic Services Inc, Cl A | 12,731 | 2,813 | ||||||
| Rockwell Automation Inc | 7,104 | 3,015 | ||||||
| Rollins Inc | 19,058 | 687 | ||||||
| RTX Corp | 86,056 | 17,876 | ||||||
| Snap-on Inc | 3,370 | 1,302 | ||||||
| Southwest Airlines Co | 31,127 | 1,199 | ||||||
| Stanley Black & Decker Inc | 9,841 | 948 | ||||||
| Textron Inc | 11,269 | 908 | ||||||
| Trane Technologies PLC | 14,112 | 6,271 | ||||||
| TransDigm Group Inc | 3,567 | 4,180 | ||||||
| Uber Technologies Inc * | 130,000 | 9,835 | ||||||
| Union Pacific Corp | 37,893 | 11,393 | ||||||
| United Airlines Holdings Inc * | 20,747 | 2,240 | ||||||
| United Parcel Service Inc, Cl B | 47,615 | 4,963 | ||||||
| United Rentals Inc | 4,011 | 4,163 | ||||||
| Veralto Corp | 15,621 | 1,540 | ||||||
| Verisk Analytics Inc, Cl A | 8,301 | 1,609 | ||||||
| Vertiv Holdings Co, Cl A | 24,540 | 6,349 | ||||||
| Waste Management Inc | 23,554 | 5,156 | ||||||
| Westinghouse Air Brake Technologies Corp | 10,861 | 3,105 | ||||||
| WW Grainger Inc | 2,768 | 3,625 | ||||||
| Xylem Inc/NY | 15,137 | 1,667 | ||||||
| 351,115 | ||||||||
| Information Technology — 36.6% | ||||||||
| Accenture PLC, Cl A | 39,219 | 7,442 | ||||||
| Adobe Inc * | 25,793 | 7,552 | ||||||
| Advanced Micro Devices Inc * | 104,176 | 49,038 | ||||||
| Akamai Technologies Inc * | 9,289 | 1,009 | ||||||
| Amphenol Corp, Cl A | 78,598 | 12,462 | ||||||
| Analog Devices Inc | 31,193 | 11,296 | ||||||
| Apple Inc | 938,371 | 297,323 | ||||||
| Applied Materials Inc | 50,677 | 23,230 | ||||||
| AppLovin Corp, Cl A * | 17,166 | 5,357 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Arista Networks Inc * | 65,976 | $ | 12,911 | |||||
| Autodesk Inc * | 13,429 | 3,472 | ||||||
| Broadcom Inc | 302,470 | 112,017 | ||||||
| Cadence Design Systems Inc * | 17,598 | 5,962 | ||||||
| CDW Corp/DE | 8,179 | 1,240 | ||||||
| Ciena Corp * | 9,040 | 3,460 | ||||||
| Cisco Systems Inc | 252,293 | 27,876 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 30,227 | 1,952 | ||||||
| Coherent Corp * | 12,480 | 3,467 | ||||||
| Corning Inc | 50,036 | 7,442 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 65,040 | 15,024 | ||||||
| Datadog Inc, Cl A * | 21,100 | 5,002 | ||||||
| Dell Technologies Inc, Cl C | 18,500 | 8,436 | ||||||
| F5 Inc * | 3,612 | 1,471 | ||||||
| Fair Isaac Corp * | 1,475 | 1,692 | ||||||
| First Solar Inc * | 7,031 | 1,420 | ||||||
| Flex Ltd * | 23,500 | 2,567 | ||||||
| Fortinet Inc * | 39,808 | 6,804 | ||||||
| Gartner Inc * | 4,441 | 880 | ||||||
| Gen Digital Inc | 35,654 | 1,105 | ||||||
| GoDaddy Inc, Cl A * | 8,600 | 842 | ||||||
| Hewlett Packard Enterprise Co | 84,741 | 4,427 | ||||||
| HP Inc | 59,457 | 1,785 | ||||||
| Intel Corp * | 315,564 | 28,246 | ||||||
| International Business Machines Corp | 60,001 | 14,032 | ||||||
| Intuit Inc | 17,669 | 6,348 | ||||||
| Jabil Inc | 6,709 | 2,048 | ||||||
| Keysight Technologies Inc * | 10,960 | 3,537 | ||||||
| KLA Corp | 83,430 | 14,638 | ||||||
| Lam Research Corp | 79,890 | 24,086 | ||||||
| Lumentum Holdings Inc * | 4,960 | 4,537 | ||||||
| Marvell Technology Inc | 55,900 | 11,832 | ||||||
| Microchip Technology Inc | 34,544 | 2,537 | ||||||
| Micron Technology Inc | 72,045 | 69,072 | ||||||
| Microsoft Corp | 474,590 | 240,755 | ||||||
| Monolithic Power Systems Inc | 3,137 | 3,977 | ||||||
| Motorola Solutions Inc | 10,584 | 5,136 | ||||||
| NetApp Inc | 12,615 | 2,337 | ||||||
| NVIDIA Corp | 1,547,480 | 341,653 | ||||||
| NXP Semiconductors NV | 16,129 | 3,623 | ||||||
| ON Semiconductor Corp * | 24,959 | 1,849 | ||||||
| Oracle Corp | 108,337 | 16,155 | ||||||
| Palantir Technologies Inc, Cl A * | 146,700 | 27,342 | ||||||
| Palo Alto Networks Inc * | 51,814 | 19,800 | ||||||
| PTC Inc * | 7,446 | 1,160 | ||||||
| Qnity Electronics Inc | 13,346 | 1,594 | ||||||
| QUALCOMM Inc | 67,322 | 11,477 | ||||||
| Roper Technologies Inc | 6,448 | 2,738 | ||||||
| Salesforce Inc | 52,231 | 13,452 | ||||||
| SanDisk Corp/DE * | 9,460 | 14,821 | ||||||
| Seagate Technology Holdings PLC | 14,320 | 11,862 | ||||||
| ServiceNow Inc * | 65,900 | 9,752 | ||||||
| Skyworks Solutions Inc | 9,557 | 640 | ||||||
| 28 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Super Micro Computer Inc * | 35,800 | $ | 1,335 | |||||
| Synopsys Inc * | 12,242 | 5,381 | ||||||
| TE Connectivity PLC | 18,603 | 3,818 | ||||||
| Teledyne Technologies Inc * | 2,943 | 1,804 | ||||||
| Teradyne Inc | 9,977 | 3,490 | ||||||
| Texas Instruments Inc | 58,162 | 15,175 | ||||||
| Trimble Inc * | 15,417 | 924 | ||||||
| Tyler Technologies Inc * | 2,785 | 1,037 | ||||||
| VeriSign Inc | 5,344 | 1,541 | ||||||
| Western Digital Corp | 22,008 | 9,916 | ||||||
| Workday Inc, Cl A * | 13,000 | 2,567 | ||||||
| Zebra Technologies Corp, Cl A * | 3,046 | 1,077 | ||||||
| 1,605,064 | ||||||||
| Materials — 1.8% | ||||||||
| Air Products and Chemicals Inc | 14,219 | 4,400 | ||||||
| Albemarle Corp | 7,696 | 1,039 | ||||||
| Amcor PLC | 29,422 | 1,350 | ||||||
| Avery Dennison Corp | 5,063 | 882 | ||||||
| Ball Corp | 17,261 | 1,087 | ||||||
| CF Industries Holdings Inc | 9,767 | 1,270 | ||||||
| Corteva Inc | 42,637 | 3,608 | ||||||
| CRH PLC | 42,600 | 4,017 | ||||||
| Dow Inc | 46,899 | 1,431 | ||||||
| Ecolab Inc | 16,164 | 4,578 | ||||||
| Freeport-McMoRan Inc, Cl B | 91,759 | 6,950 | ||||||
| International Flavors & Fragrances Inc | 16,277 | 1,405 | ||||||
| International Paper Co | 33,675 | 1,277 | ||||||
| Linde PLC | 29,532 | 14,458 | ||||||
| LyondellBasell Industries NV, Cl A | 16,875 | 1,098 | ||||||
| Martin Marietta Materials Inc | 3,825 | 1,984 | ||||||
| Mosaic Co/The | 20,430 | 493 | ||||||
| Newmont Corp | 68,125 | 8,588 | ||||||
| Nucor Corp | 14,520 | 3,625 | ||||||
| Packaging Corp of America | 5,685 | 1,330 | ||||||
| PPG Industries Inc | 14,202 | 1,593 | ||||||
| Sherwin-Williams Co/The | 14,631 | 4,957 | ||||||
| Smurfit WestRock PLC | 33,391 | 1,566 | ||||||
| Steel Dynamics Inc | 8,619 | 2,005 | ||||||
| Vulcan Materials Co | 8,269 | 2,229 | ||||||
| 77,220 | ||||||||
| Real Estate — 1.7% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 10,154 | 521 | ||||||
| American Tower Corp, Cl A ‡ | 29,754 | 5,228 | ||||||
| BXP Inc ‡ | 9,936 | 676 | ||||||
| Camden Property Trust ‡ | 6,623 | 701 | ||||||
| CBRE Group Inc, Cl A * | 18,696 | 2,726 | ||||||
| CoStar Group Inc * | 26,995 | 866 | ||||||
| Crown Castle Inc ‡ | 27,793 | 2,116 | ||||||
| Digital Realty Trust Inc ‡ | 22,199 | 4,120 | ||||||
| Equinix Inc ‡ | 6,317 | 6,612 | ||||||
| Equity Residential ‡ | 46,712 | 3,043 | ||||||
| Essex Property Trust Inc ‡ | 4,086 | 1,156 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Extra Space Storage Inc ‡ | 13,517 | $ | 1,907 | |||||
| Federal Realty Investment Trust ‡ | 5,247 | 609 | ||||||
| Healthpeak Properties Inc ‡ | 45,500 | 947 | ||||||
| Host Hotels & Resorts Inc ‡ | 42,008 | 921 | ||||||
| Invitation Homes Inc ‡ | 35,511 | 1,035 | ||||||
| Iron Mountain Inc ‡ | 18,998 | 2,191 | ||||||
| Kimco Realty Corp ‡ | 43,810 | 1,039 | ||||||
| Mid-America Apartment Communities Inc ‡ | 7,428 | 957 | ||||||
| Prologis Inc ‡ | 60,761 | 8,502 | ||||||
| Public Storage ‡ | 10,682 | 3,279 | ||||||
| Realty Income Corp ‡ | 59,499 | 3,646 | ||||||
| Regency Centers Corp ‡ | 10,452 | 781 | ||||||
| SBA Communications Corp, Cl A ‡ | 6,736 | 1,278 | ||||||
| Simon Property Group Inc ‡ | 20,670 | 4,389 | ||||||
| UDR Inc ‡ | 19,175 | 708 | ||||||
| Ventas Inc ‡ | 30,988 | 2,825 | ||||||
| VICI Properties Inc, Cl A ‡ | 69,668 | 1,787 | ||||||
| Welltower Inc ‡ | 45,104 | 10,655 | ||||||
| Weyerhaeuser Co ‡ | 47,398 | 1,108 | ||||||
| 76,329 | ||||||||
| Utilities — 1.9% | ||||||||
| AES Corp/The | 45,279 | 667 | ||||||
| Alliant Energy Corp | 16,867 | 1,147 | ||||||
| Ameren Corp | 17,654 | 1,872 | ||||||
| American Electric Power Co Inc | 34,707 | 4,249 | ||||||
| American Water Works Co Inc | 12,437 | 1,719 | ||||||
| Atmos Energy Corp | 10,853 | 1,803 | ||||||
| CenterPoint Energy Inc | 42,586 | 1,686 | ||||||
| CMS Energy Corp | 20,175 | 1,373 | ||||||
| Consolidated Edison Inc | 23,494 | 2,514 | ||||||
| Constellation Energy Corp | 20,415 | 5,609 | ||||||
| Dominion Energy Inc | 56,124 | 3,705 | ||||||
| DTE Energy Co | 13,300 | 1,804 | ||||||
| Duke Energy Corp | 49,725 | 5,963 | ||||||
| Edison International | 24,553 | 1,325 | ||||||
| Entergy Corp | 29,172 | 3,101 | ||||||
| Evergy Inc | 14,686 | 1,190 | ||||||
| Eversource Energy | 24,510 | 1,719 | ||||||
| Exelon Corp | 65,305 | 2,855 | ||||||
| FirstEnergy Corp | 33,150 | 1,520 | ||||||
| NextEra Energy Inc | 133,176 | 10,966 | ||||||
| NiSource Inc | 31,491 | 1,289 | ||||||
| NRG Energy Inc | 13,485 | 1,485 | ||||||
| PG&E Corp | 140,468 | 1,864 | ||||||
| Pinnacle West Capital Corp | 7,895 | 771 | ||||||
| PPL Corp | 47,920 | 1,636 | ||||||
| Public Service Enterprise Group Inc | 31,813 | 2,333 | ||||||
| Sempra | 41,693 | 3,406 | ||||||
| Southern Co/The | 71,953 | 6,332 | ||||||
| Vistra Corp | 20,200 | 2,775 | ||||||
| WEC Energy Group Inc | 20,775 | 2,206 | ||||||
| SEI Institutional Investments Trust | 29 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
S&P 500 Index Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 39,836 | $ | 3,015 | |||||
| 83,899 | ||||||||
| Total Common Stock | ||||||||
| (Cost $1,018,612) ($ Thousands) | 4,224,118 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Hologic, Inc. *‡‡ | 16,529 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 72,476,146 | $ | 72,476 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $72,476) ($ Thousands) | 72,476 | |||||||
| Total Investments in Securities — 98.0% | ||||||||
| (Cost $1,091,088) ($ Thousands) | $ | 4,296,594 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 242 | Sep-2026 | $ | 92,107 | $ | 93,158 | $ | 1,051 | ||||||||||
| Percentages are based on Net Assets of $4,384,239 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| ‡ | Real Estate Investment Trust. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡‡ | Expiration date not available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 71,220 | $ | 104,489 | $ | (103,233 | ) | $ | — | $ | — | $ | 72,476 | $ | 750 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 30 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 98.2% | ||||||||
| Australia — 0.8% | ||||||||
| Health Care — 0.0% | ||||||||
| Benitec Biopharma Inc* | 1,500 | $ | 18 | |||||
| Information Technology — 0.1% | ||||||||
| IREN Ltd* | 48,400 | 1,797 | ||||||
| Materials — 0.7% | ||||||||
| Anglogold Ashanti PLC | 75,000 | 8,424 | ||||||
| Total Australia | 10,239 | |||||||
| Austria — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Critical Metals Corp* | 10,100 | 73 | ||||||
| Bahamas — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| OneSpaWorld Holdings Ltd | 13,000 | 323 | ||||||
| Belgium — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Liberty Global Ltd, Cl A* | 24,100 | 259 | ||||||
| Liberty Global Ltd, Cl C* | 21,000 | 220 | ||||||
| 479 | ||||||||
| Materials — 0.0% | ||||||||
| Titan America SA | 3,600 | 54 | ||||||
| Total Belgium | 533 | |||||||
| Bermuda — 0.3% | ||||||||
| Energy — 0.0% | ||||||||
| Teekay Corp Ltd | 6,300 | 83 | ||||||
| Financials — 0.3% | ||||||||
| Bank of NT Butterfield & Son Ltd/The | 6,300 | 371 | ||||||
| Hamilton Insurance Group Ltd, Cl B | 5,500 | 193 | ||||||
| Marex Group Ltd | 9,500 | 689 | ||||||
| RenaissanceRe Holdings Ltd | 6,126 | 2,007 | ||||||
| 3,260 | ||||||||
| Industrials — 0.0% | ||||||||
| Himalaya Shipping Ltd | 4,900 | 82 | ||||||
| Total Bermuda | 3,425 | |||||||
| Brazil — 0.7% | ||||||||
| Financials — 0.7% | ||||||||
| NU Holdings Ltd/Cayman Islands, Cl A* | 514,100 | 7,480 | ||||||
| Pagseguro Digital Ltd, Cl A | 22,400 | 202 | ||||||
| StoneCo Ltd, Cl A | 29,800 | 289 | ||||||
| XP Inc, Cl A | 59,000 | 1,076 | ||||||
| 9,047 | ||||||||
| Total Brazil | 9,047 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Cameroon — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Golar LNG Ltd | 14,202 | $ | 731 | |||||
| Canada — 0.9% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Restaurant Brands International Inc | 51,600 | 4,019 | ||||||
| Energy — 0.0% | ||||||||
| Kolibri Global Energy Inc* | 4,700 | 28 | ||||||
| Teekay Tankers Ltd, Cl A | 3,300 | 296 | ||||||
| 324 | ||||||||
| Financials — 0.0% | ||||||||
| Kingsway Corp* | 1,600 | 16 | ||||||
| Health Care — 0.1% | ||||||||
| Aurinia Pharmaceuticals Inc* | 14,900 | 240 | ||||||
| Bright Minds Biosciences Inc* | 1,500 | 108 | ||||||
| Fennec Pharmaceuticals Inc* | 1,800 | 22 | ||||||
| Xenon Pharmaceuticals Inc* | 13,600 | 819 | ||||||
| 1,189 | ||||||||
| Industrials — 0.2% | ||||||||
| Brookfield Business Corp, Cl A | 9,300 | 255 | ||||||
| RB Global Inc | 28,033 | 2,371 | ||||||
| 2,626 | ||||||||
| Information Technology — 0.0% | ||||||||
| Canadian Solar Inc* | 5,300 | 65 | ||||||
| Materials — 0.2% | ||||||||
| Almonty Industries Inc* | 32,300 | 575 | ||||||
| Elemental Royalty Corp | 3,500 | 75 | ||||||
| McEwen Inc* | 6,100 | 123 | ||||||
| Novagold Resources Inc* | 46,500 | 400 | ||||||
| SSR Mining Inc | 32,000 | 1,204 | ||||||
| Vox Royalty Corp | 4,400 | 24 | ||||||
| 2,401 | ||||||||
| Real Estate — 0.0% | ||||||||
| Real Brokerage Inc/The* | 3,344 | 63 | ||||||
| Utilities — 0.1% | ||||||||
| Brookfield Infrastructure Corp, Cl A | 18,750 | 717 | ||||||
| Brookfield Renewable Corp | 20,716 | 666 | ||||||
| 1,383 | ||||||||
| Total Canada | 12,086 | |||||||
| Cayman Islands — 0.1% | ||||||||
| Financials — 0.1% | ||||||||
| Accelerant Holdings, Cl A* | 6,800 | 134 | ||||||
| Bullish* | 1,500 | 51 | ||||||
| Patria Investments Ltd, Cl A | 10,800 | 122 | ||||||
| SEI Institutional Investments Trust | 31 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Webull Corp* | 45,000 | $ | 427 | |||||
| 734 | ||||||||
| Total Cayman Islands | 734 | |||||||
| China — 0.1% | ||||||||
| Financials — 0.0% | ||||||||
| Chaince Digital Holdings Inc* | 8,900 | 26 | ||||||
| Information Technology — 0.1% | ||||||||
| ACM Research Inc, Cl A* | 7,400 | 539 | ||||||
| indie Semiconductor Inc, Cl A* | 27,400 | 102 | ||||||
| 641 | ||||||||
| Total China | 667 | |||||||
| Costa Rica — 0.0% | ||||||||
| Health Care — 0.0% | ||||||||
| Establishment Labs Holdings Inc* | 3,600 | 250 | ||||||
| Denmark — 0.2% | ||||||||
| Health Care — 0.2% | ||||||||
| Ascendis Pharma A/S* | 7,300 | 1,920 | ||||||
| Finland — 0.1% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Amer Sports Inc* | 26,200 | 800 | ||||||
| Germany — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Birkenstock Holding PLC* | 5,700 | 199 | ||||||
| Materials — 0.0% | ||||||||
| Orion SA | 10,400 | 65 | ||||||
| Total Germany | 264 | |||||||
| Ghana — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Kosmos Energy Ltd* | 71,775 | 205 | ||||||
| Guatemala — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Millicom International Cellular SA | 13,300 | 1,247 | ||||||
| Guernsey — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Super Group SGHC Ltd | 25,800 | 349 | ||||||
| Ireland — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Ardmore Shipping Corp | 6,200 | 108 | ||||||
| Health Care — 0.0% | ||||||||
| Prothena Corp PLC* | 7,900 | 74 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.0% | ||||||||
| Cimpress PLC* | 2,499 | $ | 222 | |||||
| Total Ireland | 404 | |||||||
| 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 | 55 | ||||||
| Taboola.com Ltd* | 12,900 | 48 | ||||||
| 103 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Oddity Tech Ltd, Cl A* | 3,800 | 55 | ||||||
| Total Israel | 158 | |||||||
| Italy — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Ermenegildo Zegna NV | 9,200 | 125 | ||||||
| Japan — 0.1% | ||||||||
| Information Technology — 0.1% | ||||||||
| Allegro MicroSystems Inc* | 18,500 | 671 | ||||||
| Kazakhstan — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Freedom Holding Corp/NV* | 2,800 | 490 | ||||||
| Mexico — 0.3% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Dauch Corp* | 34,898 | 218 | ||||||
| Energy — 0.0% | ||||||||
| Borr Drilling Ltd* | 36,200 | 162 | ||||||
| Materials — 0.3% | ||||||||
| Southern Copper Corp | 13,709 | 2,864 | ||||||
| Total Mexico | 3,244 | |||||||
| Monaco — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Scorpio Tankers Inc | 6,813 | 537 | ||||||
| Industrials — 0.0% | ||||||||
| Costamare Bulkers Holdings Ltd* | 1,420 | 29 | ||||||
| Costamare Inc | 7,100 | 109 | ||||||
| Safe Bulkers Inc | 12,300 | 106 | ||||||
| 244 | ||||||||
| Total Monaco | 781 | |||||||
| Norway — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| FLEX LNG Ltd | 5,800 | 184 | ||||||
| 32 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Seadrill Ltd* | 9,400 | $ | 458 | |||||
| SFL Corp Ltd, Cl B | 18,576 | 231 | ||||||
| 873 | ||||||||
| Total Norway | 873 | |||||||
| Panama — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Bladex Inc, Cl E | 3,812 | 206 | ||||||
| Puerto Rico — 0.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Liberty Latin America Ltd, Cl A* | 5,700 | 49 | ||||||
| Liberty Latin America Ltd, Cl C* | 19,562 | 167 | ||||||
| 216 | ||||||||
| Financials — 0.2% | ||||||||
| EVERTEC Inc | 10,200 | 302 | ||||||
| First BanCorp/Puerto Rico | 23,916 | 667 | ||||||
| OFG Bancorp | 5,625 | 293 | ||||||
| Popular Inc | 9,656 | 1,624 | ||||||
| 2,886 | ||||||||
| Total Puerto Rico | 3,102 | |||||||
| Singapore — 0.0% | ||||||||
| Information Technology — 0.0% | ||||||||
| Kulicke & Soffa Industries Inc | 7,100 | 568 | ||||||
| South Africa — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Caledonia Mining Corp PLC | 2,500 | 63 | ||||||
| South Korea — 0.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Webtoon Entertainment Inc* | 3,800 | 40 | ||||||
| Consumer Discretionary — 0.2% | ||||||||
| Coupang Inc, Cl A* | 188,000 | 3,019 | ||||||
| Health Care — 0.0% | ||||||||
| Artiva Biotherapeutics Inc* | 3,400 | 39 | ||||||
| Total South Korea | 3,098 | |||||||
| Switzerland — 0.2% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Garrett Motion Inc | 25,800 | 696 | ||||||
| On Holding AG, Cl A* | 34,600 | 986 | ||||||
| 1,682 | ||||||||
| Health Care — 0.1% | ||||||||
| ADC Therapeutics SA* | 8,000 | 9 | ||||||
| CRISPR Therapeutics AG* | 13,900 | 792 | ||||||
| 801 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.0% | ||||||||
| Aebi Schmidt Holding AG | 5,617 | $ | 71 | |||||
| Total Switzerland | 2,554 | |||||||
| Thailand — 0.2% | ||||||||
| Information Technology — 0.2% | ||||||||
| Fabrinet* | 5,415 | 2,236 | ||||||
| United Kingdom — 0.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Genius Sports Ltd* | 33,000 | 245 | ||||||
| Energy — 0.4% | ||||||||
| TechnipFMC PLC | 59,400 | 4,642 | ||||||
| Financials — 0.0% | ||||||||
| Pelagos Insurance Capital Ltd | 4,700 | 115 | ||||||
| Health Care — 0.0% | ||||||||
| Zura Bio Ltd, Cl A* | 7,200 | 40 | ||||||
| Industrials — 0.0% | ||||||||
| Luxfer Holdings PLC | 2,400 | 41 | ||||||
| Total United Kingdom | 5,083 | |||||||
| United States — 93.0% | ||||||||
| Communication Services — 4.5% | ||||||||
| Advantage Solutions Inc* | 756 | 25 | ||||||
| AMC Entertainment Holdings Inc, Cl A* | 102,093 | 270 | ||||||
| AMC Global Media Inc, Cl A* | 6,660 | 84 | ||||||
| Angi Inc, Cl A* | 6,341 | 29 | ||||||
| Anterix Inc* | 1,400 | 127 | ||||||
| AST SpaceMobile Inc, Cl A* | 38,800 | 2,293 | ||||||
| Atlanta Braves Holdings Inc, Cl A* | 303 | 17 | ||||||
| Atlanta Braves Holdings Inc, Cl C* | 7,905 | 392 | ||||||
| ATN International Inc | 2,267 | 68 | ||||||
| Bandwidth Inc, Cl A* | 3,600 | 174 | ||||||
| Boston Omaha Corp, Cl A* | 4,300 | 59 | ||||||
| Bumble Inc, Cl A* | 7,100 | 19 | ||||||
| Cable One Inc* | 900 | 25 | ||||||
| Cargurus Inc, Cl A* | 11,800 | 421 | ||||||
| Cars.com Inc* | 6,600 | 77 | ||||||
| Cinemark Holdings Inc | 15,740 | 560 | ||||||
| Clear Channel Outdoor Holdings Inc, Cl A* | 45,600 | 108 | ||||||
| Cogent Communications Holdings Inc | 7,004 | 67 | ||||||
| CuriosityStream Inc | 4,100 | 11 | ||||||
| DoubleVerify Holdings Inc* | 17,800 | 238 | ||||||
| Entravision Communications Corp, Cl A | 5,700 | 46 | ||||||
| EverQuote Inc, Cl A* | 4,400 | 112 | ||||||
| EW Scripps Co/The, Cl A* | 13,896 | 46 | ||||||
| fuboTV Inc, Cl A* | 4,042 | 43 | ||||||
| Globalstar Inc* | 8,127 | 663 | ||||||
| Gogo Inc* | 9,800 | 25 | ||||||
| Gray Media Inc | 13,900 | 68 | ||||||
| SEI Institutional Investments Trust | 33 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Grindr Inc* | 4,700 | $ | 73 | |||||
| Ibotta Inc, Cl A* | 1,400 | 52 | ||||||
| IDT Corp, Cl B | 2,500 | 171 | ||||||
| iHeartMedia Inc, Cl A* | 24,700 | 67 | ||||||
| IMAX Corp* | 7,000 | 358 | ||||||
| Iridium Communications Inc | 14,346 | 674 | ||||||
| John Wiley & Sons Inc, Cl A | 6,372 | 334 | ||||||
| Liberty Capital Corp, Cl A* | 455 | 12 | ||||||
| Liberty Capital Corp, Cl C* | 4,956 | 129 | ||||||
| Liberty Live Holdings Inc, Cl A* | 3,209 | 319 | ||||||
| Liberty Live Holdings Inc, Cl C* | 7,499 | 776 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A* | 3,208 | 295 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C* | 32,742 | 3,273 | ||||||
| Lionsgate Studios Corp* | 27,733 | 314 | ||||||
| Lumen Technologies Inc* | 142,800 | 892 | ||||||
| Madison Square Garden Entertainment Corp, Cl A* | 5,811 | 451 | ||||||
| Madison Square Garden Sports Corp, Cl A* | 2,459 | 946 | ||||||
| Magnite Inc* | 20,638 | 485 | ||||||
| Marcus Corp/The | 2,561 | 73 | ||||||
| Match Group Inc | 35,500 | 1,443 | ||||||
| MediaAlpha Inc, Cl A* | 4,537 | 57 | ||||||
| MNTN Inc, Cl A* | 3,900 | 51 | ||||||
| National CineMedia Inc | 11,700 | 29 | ||||||
| New York Times Co/The, Cl A | 22,582 | 1,519 | ||||||
| Newsmax Inc, Cl B* | 9,900 | 107 | ||||||
| Nexstar Media Group Inc, Cl A | 4,044 | 737 | ||||||
| Nextdoor Holdings Inc* | 29,000 | 65 | ||||||
| NIQ Global Intelligence PLC* | 8,800 | 168 | ||||||
| Optimum Communications Inc, Cl A* | 20,035 | 19 | ||||||
| People Inc* | 10,076 | 386 | ||||||
| Pinterest Inc, Cl A* | 71,811 | 1,559 | ||||||
| Playtika Holding Corp | 11,625 | 26 | ||||||
| PubMatic Inc, Cl A* | 7,100 | 118 | ||||||
| QuinStreet Inc* | 7,186 | 140 | ||||||
| Reservoir Media Inc* | 4,100 | 40 | ||||||
| ROBLOX Corp, Cl A* | 95,500 | 3,943 | ||||||
| Roku Inc, Cl A* | 19,248 | 3,021 | ||||||
| RUM Group Inc* | 11,700 | 105 | ||||||
| Scholastic Corp | 3,167 | 122 | ||||||
| Shenandoah Telecommunications Co | 5,704 | 71 | ||||||
| Shutterstock Inc | 2,997 | 17 | ||||||
| Sinclair Inc | 4,811 | 68 | ||||||
| Sirius XM Holdings Inc | 27,454 | 773 | ||||||
| Space Exploration Technologies Corp, Cl A* | 78,599 | 11,294 | ||||||
| Sphere Entertainment Co* | 4,011 | 547 | ||||||
| Spok Holdings Inc | 1,500 | 16 | ||||||
| Spotify Technology SA* | 23,483 | 12,766 | ||||||
| Stagwell Inc, Cl A* | 15,200 | 132 | ||||||
| STARZ ENTERTAINMENT CORP* | 2,614 | 69 | ||||||
| Stubhub Holdings Inc, Cl A* | 29,900 | 191 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| TechTarget Inc* | 4,200 | $ | 16 | |||||
| Telephone and Data Systems Inc | 15,555 | 524 | ||||||
| TripAdvisor Inc* | 17,100 | 163 | ||||||
| Trump Media & Technology Group Corp* | 24,500 | 239 | ||||||
| Uniti Group Inc* | 25,602 | 254 | ||||||
| USA TODAY Co Inc* | 16,087 | 101 | ||||||
| Versant Media Group Inc | 21,200 | 872 | ||||||
| Yelp Inc, Cl A* | 8,198 | 183 | ||||||
| Ziff Davis Inc* | 4,857 | 268 | ||||||
| ZipRecruiter Inc, Cl A* | 15,100 | 64 | ||||||
| ZoomInfo Technologies Inc, Cl A* | 42,400 | 180 | ||||||
| 58,224 | ||||||||
| Consumer Discretionary — 8.1% | ||||||||
| 1-800-Flowers.com Inc, Cl A* | 5,400 | 20 | ||||||
| Abercrombie & Fitch Co, Cl A* | 6,200 | 887 | ||||||
| Academy Sports & Outdoors Inc | 10,100 | 434 | ||||||
| Accel Entertainment Inc, Cl A* | 9,500 | 111 | ||||||
| Acushnet Holdings Corp | 4,200 | 363 | ||||||
| Adient PLC* | 13,000 | 247 | ||||||
| ADT Inc | 83,961 | 620 | ||||||
| Advance Auto Parts Inc | 9,400 | 396 | ||||||
| American Eagle Outfitters Inc | 24,222 | 403 | ||||||
| American Public Education Inc* | 2,600 | 119 | ||||||
| Aramark | 39,300 | 2,213 | ||||||
| Arhaus Inc, Cl A | 8,400 | 73 | ||||||
| Arko Corp | 14,200 | 65 | ||||||
| Asbury Automotive Group Inc* | 2,998 | 634 | ||||||
| AutoNation Inc* | 3,800 | 765 | ||||||
| Bally's Corp* | 800 | 7 | ||||||
| Barnes & Noble Education Inc | 1,100 | 13 | ||||||
| Bath & Body Works Inc | 32,000 | 616 | ||||||
| Beazer Homes USA Inc* | 3,461 | 115 | ||||||
| Bed Bath & Beyond Inc* | 8,900 | 35 | ||||||
| Biglari Holdings Inc, Cl B* | 182 | 71 | ||||||
| BJ's Restaurants Inc* | 3,142 | 200 | ||||||
| Black Rock Coffee Bar Inc, Cl A* | 3,600 | 34 | ||||||
| Bloomin' Brands Inc | 12,950 | 133 | ||||||
| Bob's Discount Furniture Inc* | 5,000 | 84 | ||||||
| Boot Barn Holdings Inc* | 4,700 | 708 | ||||||
| BorgWarner Inc | 30,100 | 1,931 | ||||||
| Boyd Gaming Corp | 7,845 | 609 | ||||||
| Bright Horizons Family Solutions Inc* | 8,235 | 611 | ||||||
| Brightstar Lottery PLC | 17,100 | 193 | ||||||
| Brinker International Inc* | 6,482 | 1,481 | ||||||
| Brunswick Corp/DE | 10,083 | 765 | ||||||
| Buckle Inc/The | 5,051 | 215 | ||||||
| Build-A-Bear Workshop Inc | 2,200 | 67 | ||||||
| Burlington Stores Inc* | 9,440 | 2,452 | ||||||
| Caesars Entertainment Inc* | 31,200 | 927 | ||||||
| Caleres Inc | 5,576 | 68 | ||||||
| Callaway Golf Co* | 21,206 | 333 | ||||||
| Camping World Holdings Inc, Cl A | 9,500 | 61 | ||||||
| Capri Holdings Ltd* | 18,600 | 246 | ||||||
| 34 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| CarMax Inc* | 21,700 | $ | 1,331 | |||||
| Carriage Services Inc, Cl A | 1,606 | 54 | ||||||
| Carter's Inc | 5,770 | 187 | ||||||
| Cava Group Inc* | 15,000 | 986 | ||||||
| Cavco Industries Inc* | 1,211 | 677 | ||||||
| Century Communities Inc | 3,100 | 209 | ||||||
| Champion Homes Inc* | 7,700 | 687 | ||||||
| Cheesecake Factory Inc/The | 6,823 | 747 | ||||||
| Chewy Inc, Cl A* | 33,100 | 788 | ||||||
| Choice Hotels International Inc | 3,777 | 390 | ||||||
| Churchill Downs Inc | 9,762 | 854 | ||||||
| Citi Trends Inc* | 700 | 48 | ||||||
| Columbia Sportswear Co | 3,744 | 215 | ||||||
| Cooper-Standard Holdings Inc* | 2,000 | 54 | ||||||
| Coursera Inc* | 34,060 | 222 | ||||||
| Covista Inc* | 5,281 | 699 | ||||||
| Cracker Barrel Old Country Store Inc | 3,244 | 179 | ||||||
| Cricut Inc, Cl A | 5,900 | 35 | ||||||
| Crocs Inc* | 7,503 | 903 | ||||||
| Dana Inc | 16,198 | 486 | ||||||
| Dave & Buster's Entertainment Inc* | 3,800 | 34 | ||||||
| Designer Brands Inc, Cl A | 6,492 | 35 | ||||||
| Dick's Sporting Goods Inc | 9,435 | 1,275 | ||||||
| Dillard's Inc, Cl A | 462 | 289 | ||||||
| Dine Brands Global Inc | 2,572 | 85 | ||||||
| Dorman Products Inc* | 4,140 | 533 | ||||||
| DraftKings Inc, Cl A* | 69,982 | 1,700 | ||||||
| Dream Finders Homes Inc, Cl A* | 4,700 | 66 | ||||||
| Driven Brands Holdings Inc* | 10,500 | 130 | ||||||
| Duolingo Inc, Cl A* | 5,940 | 881 | ||||||
| Dutch Bros Inc, Cl A* | 17,200 | 840 | ||||||
| El Pollo Loco Holdings Inc* | 3,900 | 60 | ||||||
| Ethan Allen Interiors Inc | 4,276 | 101 | ||||||
| Etsy Inc* | 13,800 | 1,122 | ||||||
| EVgo Inc, Cl A* | 17,700 | 24 | ||||||
| Figs Inc, Cl A* | 16,300 | 250 | ||||||
| First Watch Restaurant Group Inc* | 9,900 | 126 | ||||||
| Five Below Inc* | 8,205 | 2,025 | ||||||
| Flexsteel Industries Inc | 300 | 24 | ||||||
| Floor & Decor Holdings Inc, Cl A* | 16,500 | 829 | ||||||
| Flutter Entertainment PLC* | 20,740 | 2,078 | ||||||
| Fox Factory Holding Corp* | 5,700 | 116 | ||||||
| Frontdoor Inc* | 10,450 | 845 | ||||||
| Funko Inc, Cl A* | 6,000 | 40 | ||||||
| GameStop Corp, Cl A* | 62,600 | 1,151 | ||||||
| Gap Inc/The | 34,700 | 774 | ||||||
| Genesco Inc* | 2,169 | 73 | ||||||
| Gentex Corp | 29,990 | 671 | ||||||
| Gentherm Inc* | 4,248 | 167 | ||||||
| GigaCloud Technology Inc, Cl A* | 3,900 | 189 | ||||||
| G-III Apparel Group Ltd | 5,906 | 192 | ||||||
| Global Business Travel Group I* | 17,100 | 162 | ||||||
| Gold.com Inc | 2,500 | 112 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Goodyear Tire & Rubber Co/The* | 45,268 | $ | 284 | |||||
| Graham Holdings Co, Cl B | 490 | 553 | ||||||
| Grand Canyon Education Inc* | 4,115 | 610 | ||||||
| Green Brick Partners Inc* | 3,900 | 282 | ||||||
| Group 1 Automotive Inc | 1,835 | 495 | ||||||
| Groupon Inc, Cl A* | 3,800 | 73 | ||||||
| H&R Block Inc | 19,400 | 1,002 | ||||||
| Hamilton Beach Brands Holding Co, Cl A | 500 | 16 | ||||||
| Harley-Davidson Inc | 15,500 | 428 | ||||||
| Haverty Furniture Cos Inc | 1,563 | 43 | ||||||
| Helen of Troy Ltd* | 3,348 | 101 | ||||||
| Hilton Grand Vacations Inc* | 7,370 | 313 | ||||||
| Holley Inc* | 13,400 | 38 | ||||||
| Hovnanian Enterprises Inc, Cl A* | 600 | 74 | ||||||
| Hyatt Hotels Corp, Cl A | 6,127 | 1,023 | ||||||
| Inspired Entertainment Inc* | 2,000 | 12 | ||||||
| Installed Building Products Inc | 3,340 | 811 | ||||||
| Jack in the Box Inc* | 2,221 | 37 | ||||||
| JAKKS Pacific Inc | 500 | 13 | ||||||
| Johnson Outdoors Inc, Cl A | 1,400 | 63 | ||||||
| KB Home | 8,485 | 452 | ||||||
| KinderCare Learning Cos Inc* | 5,400 | 14 | ||||||
| Kohl's Corp | 16,400 | 292 | ||||||
| Kontoor Brands Inc | 7,600 | 573 | ||||||
| Krispy Kreme Inc* | 14,400 | 49 | ||||||
| Kura Sushi USA Inc, Cl A* | 800 | 37 | ||||||
| Lands' End Inc* | 2,862 | 34 | ||||||
| Latham Group Inc* | 7,300 | 52 | ||||||
| Laureate Education Inc, Cl A* | 18,600 | 698 | ||||||
| La-Z-Boy Inc | 6,326 | 200 | ||||||
| LCI Industries | 3,749 | 377 | ||||||
| Lear Corp | 7,771 | 971 | ||||||
| Legacy Housing Corp* | 1,400 | 39 | ||||||
| LGI Homes Inc* | 3,200 | 179 | ||||||
| Life Time Group Holdings Inc* | 22,000 | 924 | ||||||
| Lincoln Educational Services Corp* | 4,300 | 108 | ||||||
| Lindblad Expeditions Holdings Inc* | 6,900 | 183 | ||||||
| Lithia Motors Inc, Cl A | 3,433 | 1,261 | ||||||
| Livewire Group Inc* | 4,900 | 6 | ||||||
| LKQ Corp | 36,300 | 911 | ||||||
| Lovesac Co/The* | 2,900 | 45 | ||||||
| Lucid Group Inc, Cl A* | 18,160 | 88 | ||||||
| M/I Homes Inc* | 3,594 | 535 | ||||||
| Macy's Inc | 40,600 | 892 | ||||||
| Malibu Boats Inc, Cl A* | 2,100 | 57 | ||||||
| MarineMax Inc* | 3,561 | 186 | ||||||
| Marriott Vacations Worldwide Corp | 4,172 | 435 | ||||||
| MasterCraft Boat Holdings Inc* | 2,518 | 59 | ||||||
| Mattel Inc* | 45,100 | 674 | ||||||
| Matthews International Corp, Cl A | 6,113 | 127 | ||||||
| McGraw Hill Inc* | 4,100 | 54 | ||||||
| Meritage Homes Corp | 9,122 | 633 | ||||||
| Mohawk Industries Inc* | 7,700 | 988 |
| SEI Institutional Investments Trust | 35 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Monarch Casino & Resort Inc | 1,500 | $ | 181 | |||||
| Monro Inc | 2,928 | 36 | ||||||
| Motorcar Parts of America Inc* | 1,400 | 16 | ||||||
| Movado Group Inc | 1,320 | 45 | ||||||
| Murphy USA Inc | 2,460 | 1,268 | ||||||
| Nathan's Famous Inc | 400 | 39 | ||||||
| National Vision Holdings Inc* | 11,700 | 200 | ||||||
| Navan Inc, Cl A* | 13,800 | 401 | ||||||
| Newell Brands Inc | 64,500 | 403 | ||||||
| Ollie's Bargain Outlet Holdings Inc* | 8,500 | 641 | ||||||
| OneWater Marine Inc, Cl A* | 2,200 | 26 | ||||||
| Outdoor Holding Co* | 17,700 | 38 | ||||||
| Oxford Industries Inc | 2,154 | 82 | ||||||
| Papa John's International Inc | 4,442 | 104 | ||||||
| Patrick Industries Inc | 4,187 | 342 | ||||||
| Pattern Group Inc, Cl A* | 3,500 | 73 | ||||||
| Peloton Interactive Inc, Cl A* | 65,035 | 349 | ||||||
| Penn Entertainment Inc* | 18,000 | 301 | ||||||
| Penske Automotive Group Inc | 2,688 | 582 | ||||||
| Perdoceo Education Corp | 7,954 | 264 | ||||||
| Petco Health & Wellness Co Inc, Cl A* | 13,500 | 36 | ||||||
| Phinia Inc | 5,800 | 397 | ||||||
| Phoenix Education Partners Inc | 400 | 12 | ||||||
| Planet Fitness Inc, Cl A* | 11,100 | 573 | ||||||
| Polaris Inc | 8,207 | 530 | ||||||
| Pool Corp | 5,000 | 933 | ||||||
| Portillo's Inc, Cl A* | 10,200 | 47 | ||||||
| Pursuit Attractions and Hospitality Inc* | 3,771 | 181 | ||||||
| PVH Corp | 6,500 | 482 | ||||||
| QuantumScape Corp, Cl A* | 72,300 | 404 | ||||||
| RCI Hospitality Holdings Inc | 1,400 | 41 | ||||||
| RealReal Inc/The* | 14,500 | 148 | ||||||
| Red Rock Resorts Inc, Cl A | 6,500 | 365 | ||||||
| Revolve Group Inc, Cl A* | 5,300 | 118 | ||||||
| RH* | 2,411 | 360 | ||||||
| Rivian Automotive Inc, Cl A* | 134,900 | 2,166 | ||||||
| Rocky Brands Inc | 1,600 | 72 | ||||||
| Rush Street Interactive Inc, Cl A* | 13,600 | 350 | ||||||
| Sabre Corp* | 55,600 | 121 | ||||||
| Sally Beauty Holdings Inc* | 14,191 | 232 | ||||||
| Savers Value Village Inc* | 6,200 | 64 | ||||||
| Serve Robotics Inc* | 8,100 | 39 | ||||||
| Service Corp International/US | 19,689 | 1,607 | ||||||
| Shake Shack Inc, Cl A* | 6,300 | 434 | ||||||
| SharkNinja Inc* | 12,300 | 2,368 | ||||||
| Shoe Station Group Inc | 1,852 | 25 | ||||||
| Signet Jewelers Ltd | 6,100 | 502 | ||||||
| Six Flags Entertainment Corp* | 14,793 | 223 | ||||||
| Smith & Wesson Brands Inc | 6,283 | 80 | ||||||
| Solid Power Inc* | 19,600 | 46 | ||||||
| Somnigroup International Inc | 33,584 | 2,175 | ||||||
| Sonic Automotive Inc, Cl A | 2,064 | 162 | ||||||
| Sonos Inc* | 18,300 | 285 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Standard Motor Products Inc | 2,366 | $ | 89 | |||||
| Steven Madden Ltd | 11,351 | 490 | ||||||
| Stitch Fix Inc, Cl A* | 17,800 | 56 | ||||||
| Strategic Education Inc | 2,787 | 231 | ||||||
| Strattec Security Corp* | 400 | 28 | ||||||
| Stride Inc* | 6,488 | 562 | ||||||
| Sturm Ruger & Co Inc | 1,742 | 66 | ||||||
| Superior Group of Cos Inc | 2,100 | 25 | ||||||
| Sweetgreen Inc, Cl A* | 17,000 | 118 | ||||||
| Target Hospitality Corp* | 6,100 | 113 | ||||||
| Texas Roadhouse Inc, Cl A | 9,966 | 1,949 | ||||||
| Thor Industries Inc | 7,690 | 584 | ||||||
| ThredUp Inc, Cl A* | 14,000 | 38 | ||||||
| Toll Brothers Inc | 14,239 | 2,043 | ||||||
| Torrid Holdings Inc* | 2,700 | 6 | ||||||
| Travel + Leisure Co | 8,300 | 571 | ||||||
| Under Armour Inc, Cl A* | 26,900 | 136 | ||||||
| Under Armour Inc, Cl C* | 24,900 | 123 | ||||||
| United Parks & Resorts Inc* | 2,000 | 80 | ||||||
| Universal Technical Institute Inc* | 7,300 | 154 | ||||||
| Upbound Group Inc, Cl A | 7,540 | 138 | ||||||
| Urban Outfitters Inc* | 8,300 | 670 | ||||||
| Vail Resorts Inc | 5,412 | 741 | ||||||
| Valvoline Inc* | 19,236 | 617 | ||||||
| Versigent PLC* | 11,300 | 536 | ||||||
| VF Corp | 52,000 | 699 | ||||||
| Victoria's Secret & Co* | 10,500 | 897 | ||||||
| Viking Holdings Ltd* | 26,700 | 2,300 | ||||||
| Visteon Corp | 3,565 | 363 | ||||||
| Warby Parker Inc, Cl A* | 14,600 | 359 | ||||||
| Wayfair Inc, Cl A* | 15,100 | 1,499 | ||||||
| Wendy's Co/The | 23,875 | 198 | ||||||
| Weyco Group Inc | 1,200 | 54 | ||||||
| Whirlpool Corp | 10,200 | 417 | ||||||
| Wingstop Inc | 3,720 | 407 | ||||||
| Winmark Corp | 391 | 130 | ||||||
| Winnebago Industries Inc | 4,435 | 133 | ||||||
| Wolverine World Wide Inc | 11,896 | 235 | ||||||
| Wyndham Hotels & Resorts Inc | 10,400 | 766 | ||||||
| XMAX Inc* | 5,900 | 53 | ||||||
| XPEL Inc* | 4,400 | 217 | ||||||
| Xponential Fitness Inc, Cl A* | 5,600 | 31 | ||||||
| YETI Holdings Inc* | 10,900 | 447 | ||||||
| Zumiez Inc* | 3,403 | 61 | ||||||
| 104,878 | ||||||||
| Consumer Staples — 2.4% | ||||||||
| Albertsons Cos Inc, Cl A | 49,700 | 614 | ||||||
| Alico Inc | 1,400 | 56 | ||||||
| Andersons Inc/The | 5,199 | 337 | ||||||
| B&G Foods Inc, Cl A | 14,611 | 51 | ||||||
| BellRing Brands Inc* | 19,402 | 209 | ||||||
| BJ's Wholesale Club Holdings Inc* | 18,900 | 1,713 | ||||||
| Boston Beer Co Inc/The, Cl A* | 1,083 | 193 |
| 36 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| BRC Inc, Cl A* | 580 | $ | 5 | |||||
| Cal-Maine Foods Inc | 6,628 | 523 | ||||||
| Campbell's Company/The | 31,000 | 734 | ||||||
| Celsius Holdings Inc* | 26,500 | 833 | ||||||
| Central Garden & Pet Co* | 600 | 26 | ||||||
| Central Garden & Pet Co, Cl A* | 7,161 | 266 | ||||||
| Chefs' Warehouse Inc/The* | 5,721 | 643 | ||||||
| Coca-Cola Consolidated Inc | 8,590 | 1,680 | ||||||
| Conagra Brands Inc | 69,000 | 1,105 | ||||||
| Coty Inc, Cl A* | 50,600 | 144 | ||||||
| Darling Ingredients Inc* | 23,857 | 1,581 | ||||||
| Del Monte Corp | 5,581 | 177 | ||||||
| Dole PLC | 10,800 | 150 | ||||||
| Edgewell Personal Care Co | 7,145 | 205 | ||||||
| elf Beauty Inc* | 8,200 | 894 | ||||||
| Energizer Holdings Inc | 9,045 | 197 | ||||||
| Flowers Foods Inc | 28,408 | 197 | ||||||
| Freshpet Inc* | 7,200 | 503 | ||||||
| Grocery Outlet Holding Corp* | 15,500 | 185 | ||||||
| Herbalife Ltd* | 14,344 | 158 | ||||||
| Honest Co Inc/The* | 9,700 | 55 | ||||||
| Ingles Markets Inc, Cl A | 2,645 | 216 | ||||||
| Ingredion Inc | 9,665 | 1,000 | ||||||
| Interparfums Inc | 2,706 | 318 | ||||||
| J & J Snack Foods Corp | 2,364 | 208 | ||||||
| JBS NV, Cl A | 45,800 | 616 | ||||||
| John B Sanfilippo & Son Inc | 1,519 | 112 | ||||||
| Lamb Weston Holdings Inc | 20,300 | 1,107 | ||||||
| Limoneira Co | 3,400 | 47 | ||||||
| Mama's Creations Inc* | 4,900 | 79 | ||||||
| Maplebear Inc* | 22,500 | 1,137 | ||||||
| Marzetti Company/The | 2,529 | 285 | ||||||
| MGP Ingredients Inc | 1,800 | 30 | ||||||
| Mission Produce Inc* | 10,696 | 136 | ||||||
| National Beverage Corp | 3,904 | 123 | ||||||
| Natural Grocers by Vitamin Cottage Inc | 1,485 | 41 | ||||||
| Nature's Sunshine Products Inc* | 2,937 | 42 | ||||||
| Niagen Bioscience Inc* | 7,400 | 23 | ||||||
| Nu Skin Enterprises Inc, Cl A | 8,205 | 38 | ||||||
| Oil-Dri Corp of America | 1,100 | 99 | ||||||
| Performance Food Group Co* | 22,727 | 2,254 | ||||||
| Pilgrim's Pride Corp* | 6,007 | 188 | ||||||
| Post Holdings Inc* | 5,969 | 498 | ||||||
| PriceSmart Inc | 3,623 | 616 | ||||||
| Primo Brands Corp, Cl A | 37,800 | 863 | ||||||
| Reynolds Consumer Products Inc | 8,000 | 185 | ||||||
| Seaboard Corp | 40 | 156 | ||||||
| Seneca Foods Corp, Cl A* | 462 | 92 | ||||||
| Simply Good Foods Co/The* | 14,700 | 168 | ||||||
| Smithfield Foods Inc | 6,800 | 149 | ||||||
| Spectrum Brands Holdings Inc | 3,390 | 293 | ||||||
| Sprouts Farmers Market Inc* | 13,700 | 1,124 | ||||||
| Turning Point Brands Inc | 2,900 | 235 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| United Natural Foods Inc* | 9,498 | $ | 417 | |||||
| Universal Corp/VA | 4,045 | 184 | ||||||
| US Foods Holding Corp* | 33,000 | 3,460 | ||||||
| USANA Health Sciences Inc* | 1,532 | 22 | ||||||
| Utz Brands Inc | 10,700 | 152 | ||||||
| Village Super Market Inc, Cl A | 1,962 | 85 | ||||||
| Vita Coco Co Inc/The* | 6,600 | 387 | ||||||
| Vital Farms Inc* | 5,500 | 59 | ||||||
| WD-40 Co | 1,986 | 425 | ||||||
| Weis Markets Inc | 1,604 | 114 | ||||||
| Westrock Coffee Co* | 7,900 | 61 | ||||||
| Yesway Inc, Cl A* | 3,900 | 97 | ||||||
| 31,375 | ||||||||
| Energy — 4.4% | ||||||||
| American Resources Corp, Cl A | 8,800 | 21 | ||||||
| Antero Midstream Corp | 50,700 | 1,137 | ||||||
| Antero Resources Corp* | 45,180 | 1,739 | ||||||
| Archrock Inc | 26,683 | 841 | ||||||
| Atlas Energy Solutions Inc, Cl A | 11,200 | 147 | ||||||
| BKV Corp* | 3,500 | 85 | ||||||
| Bristow Group Inc | 3,897 | 177 | ||||||
| Cactus Inc, Cl A | 10,200 | 717 | ||||||
| California Resources Corp | 9,831 | 521 | ||||||
| Calumet Inc* | 10,300 | 512 | ||||||
| Centrus Energy Corp, Cl A* | 2,520 | 432 | ||||||
| Cheniere Energy Inc | 31,065 | 9,061 | ||||||
| Chord Energy Corp | 8,630 | 1,270 | ||||||
| Clean Energy Fuels Corp* | 29,988 | 48 | ||||||
| CNX Resources Corp* | 20,200 | 735 | ||||||
| Comstock Inc* | 5,400 | 18 | ||||||
| Comstock Resources Inc* | 11,600 | 167 | ||||||
| Core Laboratories Inc | 8,100 | 101 | ||||||
| Core Natural Resources Inc | 7,788 | 797 | ||||||
| Crescent Energy Co, Cl A | 40,728 | 558 | ||||||
| CVR Energy Inc | 4,597 | 192 | ||||||
| Delek US Holdings Inc | 9,390 | 698 | ||||||
| DHT Holdings Inc | 22,400 | 439 | ||||||
| Diversified Energy Co | 8,500 | 127 | ||||||
| Dorian LPG Ltd | 5,347 | 268 | ||||||
| DT Midstream Inc | 15,400 | 2,018 | ||||||
| Encore Energy Corp* | 25,700 | 32 | ||||||
| Energy Fuels Inc/Canada* | 37,000 | 546 | ||||||
| Energy Services of America Corp | 1,400 | 16 | ||||||
| Excelerate Energy Inc, Cl A | 3,300 | 131 | ||||||
| Expro Ltd* | 9,857 | 179 | ||||||
| Flowco Holdings Inc, Cl A | 4,400 | 97 | ||||||
| Forum Energy Technologies Inc* | 1,600 | 131 | ||||||
| FutureFuel Corp | 3,876 | 20 | ||||||
| Gevo Inc* | 34,500 | 57 | ||||||
| Granite Ridge Resources Inc | 8,700 | 44 | ||||||
| Green Plains Inc* | 11,190 | 162 | ||||||
| Gulfport Energy Corp* | 2,300 | 413 | ||||||
| Helix Energy Solutions Group Inc* | 20,969 | 216 |
| SEI Institutional Investments Trust | 37 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Helmerich & Payne Inc | 14,800 | $ | 645 | |||||
| HF Sinclair Corp | 23,400 | 2,378 | ||||||
| HighPeak Energy Inc | 3,300 | 27 | ||||||
| Infinity Natural Resources Inc, Cl A* | 2,200 | 34 | ||||||
| Innovex International Inc* | 6,887 | 211 | ||||||
| International Seaways Inc | 5,728 | 565 | ||||||
| Kinetik Holdings Inc, Cl A | 7,100 | 389 | ||||||
| Kodiak Gas Services Inc | 14,800 | 870 | ||||||
| Liberty Energy Inc, Cl A | 23,700 | 467 | ||||||
| Lightbridge Corp* | 3,400 | 26 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 32,600 | 875 | ||||||
| Matador Resources Co | 17,400 | 1,009 | ||||||
| Murphy Oil Corp | 19,100 | 696 | ||||||
| Nabors Industries Ltd* | 1,991 | 186 | ||||||
| NACCO Industries Inc, Cl A | 900 | 39 | ||||||
| National Energy Services Reunited Corp* | 9,100 | 319 | ||||||
| Natural Gas Services Group Inc | 1,500 | 53 | ||||||
| Navigator Holdings Ltd | 4,900 | 108 | ||||||
| New Era Energy & Digital Inc* | 13,800 | 65 | ||||||
| NextDecade Corp* | 19,100 | 144 | ||||||
| Noble Corp PLC | 18,790 | 861 | ||||||
| Nordic American Tankers Ltd | 34,377 | 235 | ||||||
| Northern Oil & Gas Inc | 14,200 | 369 | ||||||
| NOV Inc | 54,900 | 1,169 | ||||||
| Oceaneering International Inc* | 14,746 | 763 | ||||||
| Oil States International Inc* | 8,199 | 72 | ||||||
| Ovintiv Inc | 42,700 | 2,803 | ||||||
| Par Pacific Holdings Inc* | 7,486 | 598 | ||||||
| Patterson-UTI Energy Inc | 48,155 | 609 | ||||||
| PBF Energy Inc, Cl A | 14,877 | 1,086 | ||||||
| Peabody Energy Corp | 16,700 | 496 | ||||||
| Permian Resources Corp, Cl A | 119,385 | 2,780 | ||||||
| PrimeEnergy Resources Corp* | 100 | 21 | ||||||
| ProFrac Holding Corp, Cl A* | 3,000 | 15 | ||||||
| ProPetro Holding Corp* | 13,100 | 149 | ||||||
| Range Resources Corp | 34,200 | 1,413 | ||||||
| Ranger Energy Services Inc, Cl A | 4,700 | 78 | ||||||
| REX American Resources Corp* | 3,400 | 140 | ||||||
| Riley Exploration Permian Inc | 1,700 | 66 | ||||||
| RPC Inc | 15,199 | 99 | ||||||
| Sable Offshore Corp* | 20,700 | 100 | ||||||
| SandRidge Energy Inc | 1,800 | 25 | ||||||
| SEACOR Marine Holdings Inc* | 7,300 | 70 | ||||||
| Select Water Solutions Inc, Cl A | 17,500 | 341 | ||||||
| SM Energy Co | 36,502 | 1,357 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 7,100 | 360 | ||||||
| Summit Midstream Corp* | 900 | 31 | ||||||
| Talos Energy Inc* | 19,400 | 335 | ||||||
| TETRA Technologies Inc* | 16,200 | 112 | ||||||
| Tidewater Inc* | 7,700 | 717 | ||||||
| Transocean Ltd* | 150,100 | 872 | ||||||
| Uranium Energy Corp* | 70,500 | 863 | ||||||
| Ur-Energy Inc* | 36,800 | 52 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| VAALCO Energy Inc | 15,500 | $ | 92 | |||||
| Valaris Ltd* | 8,200 | 708 | ||||||
| Viper Energy Inc, Cl A | 28,999 | 1,299 | ||||||
| Vitesse Energy Inc | 5,143 | 90 | ||||||
| W&T Offshore Inc | 21,338 | 79 | ||||||
| Weatherford International PLC | 10,500 | 1,027 | ||||||
| World Kinect Corp | 7,541 | 270 | ||||||
| 56,598 | ||||||||
| Financials — 14.3% | ||||||||
| 1st Source Corp | 2,758 | 236 | ||||||
| Abacus Global Management Inc | 2,200 | 21 | ||||||
| Acadian Asset Management Inc | 4,163 | 392 | ||||||
| ACNB Corp | 1,900 | 123 | ||||||
| Adamas Trust Inc‡ | 12,359 | 120 | ||||||
| Affiliated Managers Group Inc | 3,740 | 1,377 | ||||||
| Affirm Holdings Inc, Cl A* | 42,200 | 3,142 | ||||||
| AGNC Investment Corp‡ | 173,921 | 1,866 | ||||||
| Alerus Financial Corp | 3,400 | 112 | ||||||
| Ally Financial Inc | 42,000 | 1,773 | ||||||
| Amalgamated Financial Corp | 3,000 | 144 | ||||||
| Amerant Bancorp Inc, Cl A | 5,100 | 146 | ||||||
| American Coastal Insurance Corp | 4,000 | 38 | ||||||
| American Financial Group Inc/OH | 9,653 | 1,376 | ||||||
| Ameris Bancorp | 9,662 | 814 | ||||||
| AMERISAFE Inc | 2,633 | 69 | ||||||
| Ames National Corp | 1,300 | 41 | ||||||
| Angel Oak Mortgage REIT Inc‡ | 1,600 | 13 | ||||||
| Annaly Capital Management Inc‡ | 110,939 | 2,543 | ||||||
| Arbor Realty Trust Inc‡ | 28,600 | 143 | ||||||
| Ares Commercial Real Estate Corp‡ | 9,600 | 44 | ||||||
| ARMOUR Residential REIT Inc‡ | 19,084 | 310 | ||||||
| Arrow Financial Corp | 3,349 | 126 | ||||||
| Artisan Partners Asset Management Inc, Cl A | 9,300 | 396 | ||||||
| Associated Banc-Corp | 19,936 | 610 | ||||||
| Assured Guaranty Ltd | 6,487 | 485 | ||||||
| Atlantic Union Bankshares Corp | 21,799 | 879 | ||||||
| Atlanticus Holdings Corp* | 1,100 | 99 | ||||||
| Avidia Bancorp Inc | 4,100 | 91 | ||||||
| Axis Capital Holdings Ltd | 11,268 | 1,113 | ||||||
| Axos Financial Inc* | 8,436 | 817 | ||||||
| Bakkt Inc, Cl A* | 3,100 | 24 | ||||||
| Baldwin Insurance Group Inc/The, Cl A* | 15,500 | 478 | ||||||
| Banc of California Inc | 22,113 | 412 | ||||||
| BancFirst Corp | 3,250 | 355 | ||||||
| Bancorp Inc/The* | 6,392 | 415 | ||||||
| Bank First Corp | 1,500 | 226 | ||||||
| Bank of Hawaii Corp | 6,024 | 457 | ||||||
| Bank of Marin Bancorp | 3,614 | 96 | ||||||
| Bank OZK | 15,670 | 769 | ||||||
| BankUnited Inc | 10,996 | 501 | ||||||
| Bankwell Financial Group Inc | 1,100 | 72 | ||||||
| Banner Corp | 4,751 | 333 |
| 38 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bar Harbor Bankshares | 2,850 | $ | 112 | |||||
| BayCom Corp | 2,700 | 81 | ||||||
| BCB Bancorp Inc | 3,200 | 27 | ||||||
| Beacon Financial Corp | 12,378 | 384 | ||||||
| Better Home & Finance Holding Co, Cl A* | 900 | 12 | ||||||
| BGC Group Inc, Cl A | 55,936 | 672 | ||||||
| Blackstone Mortgage Trust Inc, Cl A‡ | 20,800 | 289 | ||||||
| Blue Owl Capital Inc, Cl A | 101,400 | 1,241 | ||||||
| Blue Ridge Bankshares Inc | 14,100 | 55 | ||||||
| BOK Financial Corp | 2,882 | 392 | ||||||
| Bowhead Specialty Holdings Inc* | 2,400 | 80 | ||||||
| Bread Financial Holdings Inc | 5,900 | 616 | ||||||
| Bridgewater Bancshares Inc* | 3,100 | 65 | ||||||
| Brighthouse Financial Inc* | 8,000 | 424 | ||||||
| BrightSpire Capital Inc, Cl A‡ | 21,794 | 104 | ||||||
| Brookfield Asset Management Ltd, Cl A | 57,200 | 2,946 | ||||||
| Burford Capital Ltd | 32,100 | 133 | ||||||
| Burke & Herbert Financial Services Corp | 1,611 | 115 | ||||||
| Business First Bancshares Inc | 4,300 | 133 | ||||||
| Byline Bancorp Inc | 3,470 | 132 | ||||||
| California BanCorp | 5,500 | 117 | ||||||
| Camden National Corp | 3,058 | 173 | ||||||
| Cannae Holdings Inc | 3,062 | 48 | ||||||
| Capital Bancorp Inc | 1,900 | 69 | ||||||
| Capital City Bank Group Inc | 2,061 | 104 | ||||||
| Capitol Federal Financial Inc | 19,487 | 168 | ||||||
| Carlyle Group Inc/The | 40,300 | 1,950 | ||||||
| Carter Bankshares Inc | 2,100 | 66 | ||||||
| Cass Information Systems Inc | 1,354 | 76 | ||||||
| Cathay General Bancorp | 9,015 | 552 | ||||||
| Central BanCo Inc, Cl A | 4,100 | 132 | ||||||
| Central Pacific Financial Corp | 3,810 | 142 | ||||||
| Chicago Atlantic Real Estate Finance Inc‡ | 900 | 10 | ||||||
| Chime Financial Inc, Cl A* | 38,900 | 1,288 | ||||||
| Chimera Investment Corp‡ | 10,955 | 126 | ||||||
| ChoiceOne Financial Services Inc | 2,100 | 70 | ||||||
| Citizens & Northern Corp | 3,540 | 90 | ||||||
| Citizens Financial Services Inc | 707 | 57 | ||||||
| Citizens Inc/TX, Cl A* | 4,300 | 16 | ||||||
| City Holding Co | 2,285 | 327 | ||||||
| Civista Bancshares Inc | 3,400 | 92 | ||||||
| Claros Mortgage Trust Inc*‡ | 14,700 | 23 | ||||||
| CNA Financial Corp | 2,075 | 101 | ||||||
| CNB Financial Corp/PA | 4,248 | 144 | ||||||
| CNO Financial Group Inc | 14,225 | 779 | ||||||
| Coastal Financial Corp/WA* | 1,900 | 89 | ||||||
| Cohen & Steers Inc | 3,936 | 317 | ||||||
| Colony Bankcorp Inc | 3,700 | 78 | ||||||
| Columbia Banking System Inc | 42,285 | 1,253 | ||||||
| Columbia Financial Inc | 35,202 | 409 | ||||||
| Commerce Bancshares Inc/MO | 20,211 | 1,166 | ||||||
| Community Financial System Inc | 8,251 | 518 | ||||||
| Community Trust Bancorp Inc | 1,793 | 136 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Community West Bancshares | 2,800 | $ | 73 | |||||
| Compass Diversified Holdings* | 10,600 | 123 | ||||||
| ConnectOne Bancorp Inc | 5,968 | 188 | ||||||
| Corebridge Financial Inc | 36,100 | 1,175 | ||||||
| Crawford & Co, Cl A | 2,300 | 30 | ||||||
| Credit Acceptance Corp* | 512 | 307 | ||||||
| Cullen/Frost Bankers Inc | 9,005 | 1,449 | ||||||
| Customers Bancorp Inc* | 4,770 | 373 | ||||||
| CVB Financial Corp | 26,324 | 584 | ||||||
| Dave Inc* | 1,400 | 503 | ||||||
| DigitalBridge Group Inc | 25,598 | 407 | ||||||
| Dime Commercial Bancshares Inc | 6,229 | 252 | ||||||
| Dlocal Ltd/Uruguay, Cl A | 11,000 | 163 | ||||||
| Donegal Group Inc, Cl A | 2,500 | 48 | ||||||
| Donnelley Financial Solutions Inc* | 4,332 | 209 | ||||||
| Dynex Capital Inc‡ | 32,897 | 424 | ||||||
| Eagle Bancorp Inc | 4,406 | 120 | ||||||
| East West Bancorp Inc | 20,566 | 2,609 | ||||||
| Eastern Bankshares Inc | 30,471 | 669 | ||||||
| Ellington Financial Inc‡ | 20,900 | 280 | ||||||
| Employers Holdings Inc | 1,874 | 92 | ||||||
| Enact Holdings Inc | 3,700 | 178 | ||||||
| Encore Capital Group Inc* | 2,775 | 269 | ||||||
| Enova International Inc* | 3,666 | 831 | ||||||
| Enterprise Financial Services Corp | 5,165 | 327 | ||||||
| Equitable Holdings Inc | 42,000 | 2,105 | ||||||
| Equity Bancshares Inc, Cl A | 2,900 | 143 | ||||||
| Esquire Financial Holdings Inc | 1,000 | 112 | ||||||
| Essent Group Ltd | 13,800 | 932 | ||||||
| Euronet Worldwide Inc* | 4,645 | 323 | ||||||
| Evercore Inc, Cl A | 5,396 | 1,546 | ||||||
| F&G Annuities & Life Inc | 4,185 | 100 | ||||||
| Farmers & Merchants Bancorp Inc/Archbold OH | 1,900 | 64 | ||||||
| Farmers National Banc Corp | 10,460 | 163 | ||||||
| FB Financial Corp | 6,846 | 390 | ||||||
| Federal Agricultural Mortgage Corp, Cl C | 1,288 | 283 | ||||||
| Fidelity D&D Bancorp Inc | 100 | 5 | ||||||
| Fidelity National Financial Inc | 37,366 | 1,736 | ||||||
| Figure Technology Solutions Inc, Cl A* | 19,900 | 730 | ||||||
| Finance Of America Cos Inc, Cl A* | 700 | 12 | ||||||
| Financial Institutions Inc | 3,243 | 131 | ||||||
| First American Financial Corp | 14,972 | 1,107 | ||||||
| First Bancorp Inc/The | 552 | 19 | ||||||
| First Bancorp/Southern Pines NC | 5,345 | 339 | ||||||
| First Bank/Hamilton NJ | 3,700 | 66 | ||||||
| First Busey Corp | 12,898 | 388 | ||||||
| First Business Financial Services Inc | 1,200 | 84 | ||||||
| First Capital Inc | 300 | 19 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 1,202 | 2,602 | ||||||
| First Commonwealth Financial Corp | 12,801 | 265 | ||||||
| First Community Bankshares Inc | 2,342 | 114 | ||||||
| First Financial Bancorp | 14,233 | 464 |
| SEI Institutional Investments Trust | 39 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| First Financial Bankshares Inc | 20,412 | $ | 678 | |||||
| First Financial Corp | 1,112 | 87 | ||||||
| First Hawaiian Inc | 16,400 | 420 | ||||||
| First Horizon Corp | 69,525 | 1,691 | ||||||
| First Internet Bancorp | 100 | 3 | ||||||
| First Interstate BancSystem Inc, Cl A | 12,916 | 475 | ||||||
| First Merchants Corp | 9,418 | 391 | ||||||
| First Mid Bancshares Inc | 3,572 | 178 | ||||||
| First Western Financial Inc* | 1,800 | 56 | ||||||
| FirstCash Holdings Inc | 5,920 | 1,270 | ||||||
| Firstsun Capital Bancorp* | 3,363 | 135 | ||||||
| Five Star Bancorp | 2,800 | 128 | ||||||
| Flagstar Bank NA | 45,305 | 603 | ||||||
| Flywire Corp* | 18,900 | 357 | ||||||
| FNB Corp/PA | 54,089 | 986 | ||||||
| Franklin BSP Realty Trust Inc‡ | 15,254 | 128 | ||||||
| FS Bancorp Inc | 1,400 | 59 | ||||||
| Fulton Financial Corp | 28,842 | 677 | ||||||
| FVCBankcorp Inc | 3,375 | 62 | ||||||
| Galaxy Digital Inc, Cl A* | 26,600 | 654 | ||||||
| GBank Financial Holdings Inc* | 1,300 | 25 | ||||||
| GCM Grosvenor Inc, Cl A | 10,100 | 139 | ||||||
| Gemini Space Station Inc, Cl A* | 2,300 | 10 | ||||||
| Genworth Financial Inc, Cl A* | 57,200 | 569 | ||||||
| German American Bancorp Inc | 5,466 | 270 | ||||||
| Glacier Bancorp Inc | 19,975 | 925 | ||||||
| Goosehead Insurance Inc, Cl A* | 3,700 | 254 | ||||||
| Great Southern Bancorp Inc | 1,099 | 86 | ||||||
| Green Dot Corp, Cl A* | 9,255 | 123 | ||||||
| Greene County Bancorp Inc | 1,020 | 35 | ||||||
| Greenlight Capital Re Ltd, Cl A* | 6,409 | 97 | ||||||
| HA Sustainable Infrastructure Capital Inc‡ | 18,400 | 728 | ||||||
| Hamilton Lane Inc, Cl A | 6,200 | 675 | ||||||
| Hancock Whitney Corp | 12,514 | 932 | ||||||
| Hanmi Financial Corp | 5,578 | 173 | ||||||
| Hanover Insurance Group Inc/The | 5,317 | 1,202 | ||||||
| Happen Inc* | 14,400 | 253 | ||||||
| Hawthorn Bancshares Inc | 500 | 19 | ||||||
| HBT Financial Inc | 2,200 | 78 | ||||||
| HCI Group Inc | 1,715 | 319 | ||||||
| Heritage Financial Corp/WA | 6,871 | 196 | ||||||
| Heritage Insurance Holdings Inc* | 3,200 | 108 | ||||||
| Hilltop Holdings Inc | 6,000 | 228 | ||||||
| Hingham Institution For Savings The | 300 | 86 | ||||||
| Hippo Holdings Inc* | 3,484 | 115 | ||||||
| Home Bancorp Inc | 1,600 | 110 | ||||||
| Home BancShares Inc/AR | 27,232 | 802 | ||||||
| HomeTrust Bancshares Inc | 2,902 | 135 | ||||||
| Hope Bancorp Inc | 19,295 | 266 | ||||||
| Horace Mann Educators Corp | 5,014 | 255 | ||||||
| Horizon Bancorp Inc/IN | 9,025 | 175 | ||||||
| Houlihan Lokey Inc, Cl A | 8,400 | 1,120 | ||||||
| Independent Bank Corp | 6,648 | 540 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Independent Bank Corp/MI | 3,300 | $ | 120 | |||||
| Innventure Inc* | 7,800 | 10 | ||||||
| International Bancshares Corp | 8,550 | 600 | ||||||
| International Money Express Inc* | 5,400 | 78 | ||||||
| Invesco Mortgage Capital Inc‡ | 8,009 | 59 | ||||||
| Investar Holding Corp | 2,900 | 87 | ||||||
| Investors Title Co | 100 | 29 | ||||||
| Jackson Financial Inc, Cl A | 9,500 | 1,268 | ||||||
| James River Group Holdings Inc | 8,200 | 33 | ||||||
| Jefferies Financial Group Inc | 22,200 | 1,169 | ||||||
| Jefferson Capital Inc | 4,600 | 96 | ||||||
| John Marshall Bancorp Inc | 2,700 | 62 | ||||||
| Kearny Financial Corp/MD | 10,929 | 108 | ||||||
| Kemper Corp | 9,073 | 256 | ||||||
| Kingstone Cos Inc | 1,400 | 27 | ||||||
| Kinsale Capital Group Inc | 3,280 | 1,226 | ||||||
| KKR Real Estate Finance Trust Inc‡ | 5,600 | 43 | ||||||
| Ladder Capital Corp, Cl A‡ | 15,962 | 156 | ||||||
| Lakeland Financial Corp | 4,157 | 246 | ||||||
| Lazard Inc, Cl A | 13,931 | 602 | ||||||
| Lemonade Inc* | 9,600 | 501 | ||||||
| LendingTree Inc* | 2,000 | 56 | ||||||
| Lincoln National Corp | 25,200 | 1,073 | ||||||
| Live Oak Bancshares Inc | 4,800 | 189 | ||||||
| loanDepot Inc, Cl A* | 17,800 | 17 | ||||||
| LPL Financial Holdings Inc | 11,843 | 4,383 | ||||||
| Markel Group Inc* | 1,863 | 3,359 | ||||||
| MarketAxess Holdings Inc | 5,300 | 862 | ||||||
| Marqeta Inc, Cl A* | 14,350 | 236 | ||||||
| MBIA Inc* | 10,982 | 53 | ||||||
| Mechanics Bancorp, Cl A | 3,372 | 53 | ||||||
| Mercantile Bank Corp | 3,057 | 183 | ||||||
| Merchants Bancorp/IN | 3,300 | 174 | ||||||
| Mercury General Corp | 3,878 | 395 | ||||||
| Metrocity Bankshares Inc | 3,800 | 132 | ||||||
| Metropolitan Bank Holding Corp | 1,900 | 172 | ||||||
| MFA Financial Inc‡ | 16,624 | 147 | ||||||
| MGIC Investment Corp | 30,518 | 935 | ||||||
| Miami International Holdings Inc* | 10,300 | 442 | ||||||
| Mid Penn Bancorp Inc | 3,200 | 116 | ||||||
| Midland States Bancorp Inc | 2,600 | 85 | ||||||
| Moelis & Co, Cl A | 11,000 | 749 | ||||||
| Morningstar Inc | 3,020 | 661 | ||||||
| MVB Financial Corp | 2,400 | 73 | ||||||
| National Bank Holdings Corp, Cl A | 6,400 | 264 | ||||||
| Navient Corp | 8,700 | 83 | ||||||
| NB Bancorp Inc | 6,400 | 143 | ||||||
| NBT Bancorp Inc | 8,208 | 422 | ||||||
| NCR Atleos Corp* | 10,041 | 461 | ||||||
| Nelnet Inc, Cl A | 1,931 | 242 | ||||||
| Neptune Insurance Holdings Inc, Cl A* | 4,600 | 153 | ||||||
| NerdWallet Inc, Cl A* | 5,800 | 57 | ||||||
| NewtekOne Inc | 4,600 | 54 |
| 40 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nexpoint Real Estate Finance Inc‡ | 1,600 | $ | 28 | |||||
| NI Holdings Inc* | 2,300 | 34 | ||||||
| Nicolet Bankshares Inc | 3,006 | 509 | ||||||
| NMI Holdings Inc, Cl A* | 10,400 | 461 | ||||||
| Northeast Bank | 1,300 | 164 | ||||||
| Northeast Community Bancorp Inc | 3,000 | 79 | ||||||
| NORTHPOINTE BANCSHARES INC | 5,200 | 88 | ||||||
| Northrim BanCorp Inc | 3,600 | 92 | ||||||
| Northwest Bancshares Inc | 18,679 | 286 | ||||||
| Norwood Financial Corp | 2,500 | 85 | ||||||
| OceanFirst Financial Corp | 9,927 | 187 | ||||||
| Octave Specialty Group Inc* | 7,800 | 34 | ||||||
| Ohio Valley Banc Corp | 400 | 18 | ||||||
| Old National Bancorp/IN | 52,133 | 1,334 | ||||||
| Old Republic International Corp | 33,044 | 1,379 | ||||||
| Old Second Bancorp Inc | 5,600 | 140 | ||||||
| OneMain Holdings Inc, Cl A | 17,700 | 1,106 | ||||||
| Onity Group Inc* | 1,400 | 48 | ||||||
| Oportun Financial Corp* | 3,600 | 26 | ||||||
| OppFi Inc* | 3,600 | 25 | ||||||
| Orange County Bancorp Inc | 2,000 | 76 | ||||||
| Orchid Island Capital Inc, Cl A‡ | 26,920 | 177 | ||||||
| Origin Bancorp Inc | 5,000 | 266 | ||||||
| Orrstown Financial Services Inc | 3,000 | 125 | ||||||
| Oscar Health Inc, Cl A* | 35,200 | 1,055 | ||||||
| Palomar Holdings Inc, Cl A | 4,000 | 530 | ||||||
| Park National Corp | 2,405 | 470 | ||||||
| Parke Bancorp Inc | 2,200 | 74 | ||||||
| Pathward Financial Inc | 3,200 | 261 | ||||||
| Paymentus Holdings Inc, Cl A* | 9,600 | 342 | ||||||
| Payoneer Global Inc* | 31,800 | 226 | ||||||
| Paysafe Ltd* | 3,467 | 22 | ||||||
| Paysign Inc* | 4,300 | 54 | ||||||
| PCB Bancorp | 2,600 | 71 | ||||||
| Peapack-Gladstone Financial Corp | 3,154 | 141 | ||||||
| PennyMac Financial Services Inc | 4,600 | 336 | ||||||
| PennyMac Mortgage Investment Trust‡ | 14,463 | 135 | ||||||
| Peoples Bancorp Inc/OH | 5,572 | 219 | ||||||
| Peoples Financial Services Corp | 1,600 | 110 | ||||||
| Perella Weinberg Partners, Cl A | 8,600 | 143 | ||||||
| Pinnacle Financial Partners Inc | 21,868 | 2,186 | ||||||
| Pioneer Bancorp Inc/NY* | 2,700 | 47 | ||||||
| Piper Sandler Cos | 9,708 | 729 | ||||||
| PJT Partners Inc, Cl A | 3,400 | 613 | ||||||
| Plumas Bancorp | 900 | 55 | ||||||
| Ponce Financial Group Inc* | 1,100 | 22 | ||||||
| Porch Group Inc* | 11,700 | 199 | ||||||
| PRA Group Inc* | 6,158 | 116 | ||||||
| Preferred Bank/Los Angeles CA | 1,537 | 157 | ||||||
| Primerica Inc | 4,769 | 1,372 | ||||||
| Primis Financial Corp | 800 | 13 | ||||||
| Priority Technology Holdings Inc* | 3,400 | 18 | ||||||
| PROG Holdings Inc | 6,378 | 243 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Prosperity Bancshares Inc | 16,693 | $ | 1,195 | |||||
| Provident Financial Services Inc | 17,519 | 410 | ||||||
| QCR Holdings Inc | 2,600 | 259 | ||||||
| Radian Group Inc | 20,748 | 744 | ||||||
| RBB Bancorp | 2,600 | 67 | ||||||
| Ready Capital Corp‡ | 29,838 | 53 | ||||||
| Red River Bancshares Inc | 700 | 70 | ||||||
| Redwood Trust Inc‡ | 15,505 | 72 | ||||||
| Regional Management Corp | 1,700 | 55 | ||||||
| Reinsurance Group of America Inc, Cl A | 9,916 | 2,440 | ||||||
| Remitly Global Inc* | 26,000 | 695 | ||||||
| Renasant Corp | 12,860 | 526 | ||||||
| Repay Holdings Corp, Cl A* | 14,200 | 51 | ||||||
| Republic Bancorp Inc/KY, Cl A | 798 | 75 | ||||||
| Ridgepost Capital Inc, Cl A | 8,600 | 74 | ||||||
| Rithm Capital Corp‡ | 86,188 | 864 | ||||||
| RLI Corp | 11,764 | 747 | ||||||
| Rocket Cos Inc, Cl A* | 147,008 | 1,971 | ||||||
| Root Inc/OH, Cl A* | 1,600 | 89 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 17,000 | 717 | ||||||
| S&T Bancorp Inc | 5,432 | 269 | ||||||
| Safety Insurance Group Inc | 2,431 | 252 | ||||||
| Seacoast Banking Corp of Florida | 14,181 | 481 | ||||||
| SEI Investments Co | 14,819 | 1,645 | ||||||
| Selective Insurance Group Inc | 8,884 | 811 | ||||||
| ServisFirst Bancshares Inc | 16,000 | 689 | ||||||
| Sezzle Inc* | 2,400 | 289 | ||||||
| SHARPLINK INC* | 21,900 | 189 | ||||||
| Shift4 Payments Inc, Cl A* | 9,000 | 381 | ||||||
| Shore Bancshares Inc | 6,200 | 142 | ||||||
| Sierra Bancorp | 878 | 35 | ||||||
| Simmons First National Corp, Cl A | 22,754 | 514 | ||||||
| SiriusPoint Ltd* | 16,300 | 394 | ||||||
| Skyward Specialty Insurance Group Inc* | 6,600 | 379 | ||||||
| Slide Insurance Holdings Inc | 10,700 | 249 | ||||||
| SLM Corp | 27,320 | 709 | ||||||
| SmartFinancial Inc | 2,300 | 116 | ||||||
| SoFi Technologies Inc* | 186,053 | 3,327 | ||||||
| South Plains Financial Inc | 2,400 | 105 | ||||||
| Southern First Bancshares Inc* | 1,491 | 91 | ||||||
| Southern Missouri Bancorp Inc | 1,900 | 140 | ||||||
| Southside Bancshares Inc | 4,762 | 150 | ||||||
| SouthState Bank Corp | 14,785 | 1,551 | ||||||
| Starwood Property Trust Inc‡ | 49,680 | 780 | ||||||
| StepStone Group Inc, Cl A | 10,900 | 570 | ||||||
| Stewart Information Services Corp | 4,541 | 312 | ||||||
| Stifel Financial Corp | 22,659 | 1,830 | ||||||
| Stock Yards Bancorp Inc | 3,402 | 269 | ||||||
| StoneX Group Inc* | 15,288 | 1,047 | ||||||
| Texas Capital Bancshares Inc | 6,223 | 605 | ||||||
| TFS Financial Corp | 6,743 | 118 | ||||||
| Third Coast Bancshares Inc* | 1,200 | 54 | ||||||
| Timberland Bancorp Inc/WA | 1,100 | 50 |
| SEI Institutional Investments Trust | 41 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tiptree Inc | 2,000 | $ | 37 | |||||
| Toast Inc, Cl A* | 72,100 | 2,458 | ||||||
| Tompkins Financial Corp | 2,305 | 224 | ||||||
| Towne Bank/Portsmouth VA | 13,767 | 510 | ||||||
| TPG Inc, Cl A | 20,872 | 1,130 | ||||||
| TPG RE Finance Trust Inc‡ | 12,100 | 94 | ||||||
| Tradeweb Markets Inc, Cl A | 17,000 | 1,831 | ||||||
| TriCo Bancshares | 4,009 | 214 | ||||||
| Triumph Financial Inc* | 3,600 | 256 | ||||||
| Trupanion Inc* | 5,400 | 157 | ||||||
| TrustCo Bank Corp NY | 1,925 | 109 | ||||||
| Trustmark Corp | 8,839 | 406 | ||||||
| UMB Financial Corp | 10,586 | 1,499 | ||||||
| United Bankshares Inc/WV | 20,456 | 964 | ||||||
| United Community Banks Inc/GA | 17,418 | 607 | ||||||
| United Fire Group Inc | 3,471 | 187 | ||||||
| Unity Bancorp Inc | 1,600 | 93 | ||||||
| Universal Insurance Holdings Inc | 2,900 | 125 | ||||||
| Univest Financial Corp | 4,715 | 196 | ||||||
| Unum Group | 23,200 | 2,163 | ||||||
| Upstart Holdings Inc* | 12,500 | 358 | ||||||
| USCB Financial Holdings Inc | 2,200 | 49 | ||||||
| UWM Holdings Corp | 31,600 | 46 | ||||||
| Valley National Bancorp | 73,468 | 1,002 | ||||||
| Value Line Inc | 300 | 11 | ||||||
| Velocity Financial Inc* | 1,800 | 32 | ||||||
| Victory Capital Holdings Inc, Cl A | 5,900 | 696 | ||||||
| Virtu Financial Inc, Cl A | 12,000 | 788 | ||||||
| Virtus Investment Partners Inc | 1,158 | 192 | ||||||
| Voya Financial Inc | 14,100 | 1,429 | ||||||
| WaFd Inc | 9,718 | 347 | ||||||
| Walker & Dunlop Inc | 5,023 | 204 | ||||||
| Washington Trust Bancorp Inc | 3,070 | 120 | ||||||
| Waterstone Financial Inc | 2,600 | 54 | ||||||
| Wealthfront Corp* | 8,300 | 76 | ||||||
| WesBanco Inc | 13,010 | 521 | ||||||
| West BanCorp Inc | 2,185 | 62 | ||||||
| Westamerica BanCorp | 3,355 | 195 | ||||||
| Western Alliance Bancorp | 16,161 | 1,263 | ||||||
| Western Union Co/The | 49,700 | 356 | ||||||
| WEX Inc* | 5,276 | 1,005 | ||||||
| White Mountains Insurance Group Ltd | 372 | 782 | ||||||
| Wintrust Financial Corp | 10,061 | 1,513 | ||||||
| WisdomTree Inc | 21,075 | 507 | ||||||
| World Acceptance Corp* | 476 | 87 | ||||||
| WSFS Financial Corp | 8,112 | 628 | ||||||
| Zions Bancorp NA | 22,100 | 1,474 | ||||||
| 185,007 | ||||||||
| Health Care — 13.8% | ||||||||
| 10X Genomics Inc, Cl A* | 16,700 | 1,043 | ||||||
| 4D Molecular Therapeutics Inc* | 7,700 | 109 | ||||||
| Abeona Therapeutics Inc* | 4,700 | 27 | ||||||
| Absci Corp* | 21,000 | 190 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Acadia Healthcare Co Inc* | 13,887 | $ | 383 | |||||
| ACADIA Pharmaceuticals Inc* | 19,100 | 552 | ||||||
| Accendra Health Inc* | 11,239 | 14 | ||||||
| Achieve Life Sciences Inc* | 10,200 | 81 | ||||||
| Aclaris Therapeutics Inc* | 9,700 | 59 | ||||||
| Acumen Pharmaceuticals Inc* | 5,600 | 16 | ||||||
| AdaptHealth Corp, Cl A* | 15,400 | 86 | ||||||
| Adaptive Biotechnologies Corp* | 22,300 | 556 | ||||||
| Addus HomeCare Corp* | 2,900 | 333 | ||||||
| ADMA Biologics Inc* | 34,600 | 325 | ||||||
| agilon health Inc* | 1,716 | 151 | ||||||
| Agios Pharmaceuticals Inc* | 7,900 | 266 | ||||||
| AirSculpt Technologies Inc* | 1,400 | 4 | ||||||
| Akebia Therapeutics Inc* | 45,600 | 42 | ||||||
| Aktis Oncology Inc* | 4,500 | 117 | ||||||
| Alamar Biosciences Inc* | 1,900 | 58 | ||||||
| Alector Inc* | 13,000 | 29 | ||||||
| Alignment Healthcare Inc* | 27,100 | 363 | ||||||
| Alkermes PLC* | 25,053 | 1,177 | ||||||
| Allogene Therapeutics Inc* | 27,300 | 55 | ||||||
| Alnylam Pharmaceuticals Inc* | 19,709 | 4,744 | ||||||
| Alphatec Holdings Inc* | 17,300 | 162 | ||||||
| Altimmune Inc* | 15,100 | 47 | ||||||
| Alto Neuroscience Inc* | 2,700 | 96 | ||||||
| Alumis Inc* | 11,588 | 253 | ||||||
| ALX Oncology Holdings Inc* | 18,200 | 35 | ||||||
| AMN Healthcare Services Inc* | 5,809 | 199 | ||||||
| Amneal Pharmaceuticals Inc* | 23,588 | 412 | ||||||
| Amphastar Pharmaceuticals Inc* | 5,300 | 119 | ||||||
| Amylyx Pharmaceuticals Inc* | 13,400 | 452 | ||||||
| AN2 Therapeutics Inc* | 2,700 | 15 | ||||||
| AnaptysBio Inc* | 2,500 | 143 | ||||||
| Anavex Life Sciences Corp* | 15,300 | 43 | ||||||
| AngioDynamics Inc* | 5,370 | 87 | ||||||
| ANI Pharmaceuticals Inc* | 2,500 | 183 | ||||||
| Anika Therapeutics Inc* | 3,070 | 64 | ||||||
| Annexon Inc* | 20,400 | 101 | ||||||
| Anteris Technologies Global Corp* | 11,800 | 102 | ||||||
| Apogee Therapeutics Inc* | 6,300 | 851 | ||||||
| Aquestive Therapeutics Inc* | 15,400 | 79 | ||||||
| Arbutus Biopharma Corp* | 16,700 | 85 | ||||||
| Arcturus Therapeutics Holdings Inc* | 3,100 | 46 | ||||||
| Arcus Biosciences Inc* | 14,100 | 413 | ||||||
| Arcutis Biotherapeutics Inc* | 17,500 | 419 | ||||||
| Ardelyx Inc* | 41,800 | 158 | ||||||
| Ardent Health Inc* | 4,500 | 49 | ||||||
| Armata Pharmaceuticals Inc* | 4,300 | 24 | ||||||
| ArriVent Biopharma Inc* | 6,000 | 180 | ||||||
| Arrowhead Pharmaceuticals Inc* | 20,500 | 1,689 | ||||||
| ARS Pharmaceuticals Inc* | 8,100 | 49 | ||||||
| Artivion Inc* | 6,645 | 179 | ||||||
| Arvinas Inc* | 8,600 | 79 | ||||||
| Astrana Health Inc* | 6,500 | 248 |
| 42 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AtaiBeckley Inc* | 42,400 | $ | 311 | |||||
| Atea Pharmaceuticals Inc* | 15,000 | 80 | ||||||
| AtriCure Inc* | 7,920 | 383 | ||||||
| Atrium Therapeutics Inc* | 1,820 | 24 | ||||||
| Aura Biosciences Inc* | 2,200 | 16 | ||||||
| Avalo Therapeutics Inc* | 5,600 | 108 | ||||||
| Avalyn Pharma Inc* | 1,700 | 59 | ||||||
| Avantor Inc* | 96,951 | 1,410 | ||||||
| Aveanna Healthcare Holdings Inc* | 8,800 | 118 | ||||||
| Axogen Inc* | 7,585 | 385 | ||||||
| Axsome Therapeutics Inc* | 6,600 | 1,310 | ||||||
| Azenta Inc* | 5,803 | 189 | ||||||
| Beam Therapeutics Inc* | 13,000 | 383 | ||||||
| BETA BIONICS INC* | 6,100 | 122 | ||||||
| Bicara Therapeutics Inc* | 7,300 | 169 | ||||||
| BioAge Labs Inc* | 5,900 | 56 | ||||||
| BioCryst Pharmaceuticals Inc* | 34,797 | 338 | ||||||
| Biohaven Ltd* | 17,750 | 271 | ||||||
| BioLife Solutions Inc* | 6,800 | 252 | ||||||
| BioMarin Pharmaceutical Inc* | 29,146 | 1,901 | ||||||
| Bio-Rad Laboratories Inc, Cl A* | 2,800 | 1,081 | ||||||
| Bioventus Inc, Cl A* | 8,800 | 120 | ||||||
| Bridgebio Pharma Inc* | 24,735 | 1,894 | ||||||
| BrightSpring Health Services Inc* | 24,200 | 1,413 | ||||||
| Brookdale Senior Living Inc, Cl A* | 35,909 | 423 | ||||||
| Bruker Corp | 15,832 | 918 | ||||||
| Butterfly Network Inc, Cl A* | 28,600 | 226 | ||||||
| C4 Therapeutics Inc* | 14,300 | 53 | ||||||
| Cabaletta Bio Inc* | 13,900 | 43 | ||||||
| CAMP4 Therapeutics Corp* | 8,400 | 33 | ||||||
| Candel Therapeutics Inc* | 7,600 | 99 | ||||||
| Capricor Therapeutics Inc* | 8,300 | 82 | ||||||
| CapsoVision Inc* | 1,900 | 11 | ||||||
| CareDx Inc* | 8,000 | 401 | ||||||
| Caribou Biosciences Inc* | 6,400 | 10 | ||||||
| CARIS LIFE SCIENCES INC* | 16,900 | 431 | ||||||
| Cartesian Therapeutics Inc* | 1,200 | 11 | ||||||
| Castle Biosciences Inc* | 4,600 | 152 | ||||||
| Celcuity Inc* | 5,400 | 481 | ||||||
| Celldex Therapeutics Inc* | 10,400 | 412 | ||||||
| Century Therapeutics Inc* | 29,700 | 61 | ||||||
| Ceribell Inc* | 2,900 | 70 | ||||||
| Certara Inc* | 17,764 | 147 | ||||||
| Cerus Corp* | 38,497 | 102 | ||||||
| CG oncology Inc* | 11,200 | 842 | ||||||
| Chemed Corp | 1,985 | 1,030 | ||||||
| Claritev Corp, Cl A* | 1,100 | 44 | ||||||
| ClearPoint Neuro Inc* | 3,900 | 59 | ||||||
| Climb Bio Inc* | 5,600 | 77 | ||||||
| Clover Health Investments Corp, Cl A* | 60,200 | 250 | ||||||
| Codexis Inc* | 13,961 | 24 | ||||||
| Cogent Biosciences Inc* | 25,300 | 885 | ||||||
| Coherus Oncology Inc* | 14,800 | 20 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Collegium Pharmaceutical Inc* | 4,900 | $ | 121 | |||||
| Community Health Systems Inc* | 16,029 | 47 | ||||||
| Compass Therapeutics Inc* | 23,500 | 56 | ||||||
| Concentra Group Holdings Parent Inc | 16,121 | 544 | ||||||
| CONMED Corp | 5,208 | 260 | ||||||
| Contineum Therapeutics Inc, Cl A* | 1,200 | 19 | ||||||
| Corcept Therapeutics Inc* | 14,400 | 1,632 | ||||||
| CorMedix Inc* | 9,000 | 74 | ||||||
| CorVel Corp* | 4,302 | 296 | ||||||
| Corvus Pharmaceuticals Inc* | 8,200 | 115 | ||||||
| Crescent Biopharma Inc* | 2,600 | 43 | ||||||
| Crinetics Pharmaceuticals Inc* | 15,200 | 1,291 | ||||||
| CryoPort Inc* | 9,400 | 150 | ||||||
| Cullinan Therapeutics Inc* | 7,400 | 163 | ||||||
| CVRx Inc* | 2,900 | 9 | ||||||
| Cytek Biosciences Inc* | 23,200 | 111 | ||||||
| Cytokinetics Inc* | 19,700 | 1,397 | ||||||
| CytomX Therapeutics Inc* | 20,200 | 68 | ||||||
| Damora Therapeutics Inc* | 7,900 | 223 | ||||||
| Definium Therapeutics Inc* | 18,400 | 731 | ||||||
| Delcath Systems Inc* | 4,500 | 74 | ||||||
| Denali Therapeutics Inc* | 21,500 | 511 | ||||||
| DENTSPLY SIRONA Inc | 31,000 | 346 | ||||||
| Design Therapeutics Inc* | 3,200 | 48 | ||||||
| DiaMedica Therapeutics Inc* | 9,900 | 63 | ||||||
| Dianthus Therapeutics Inc* | 6,800 | 718 | ||||||
| Disc Medicine Inc, Cl A* | 3,900 | 307 | ||||||
| Doximity Inc, Cl A* | 20,400 | 545 | ||||||
| Dyne Therapeutics Inc* | 23,300 | 593 | ||||||
| Edgewise Therapeutics Inc* | 10,400 | 434 | ||||||
| Editas Medicine Inc, Cl A* | 15,400 | 47 | ||||||
| Eikon Therapeutics Inc* | 1,200 | 13 | ||||||
| Elanco Animal Health Inc* | 75,000 | 1,794 | ||||||
| Electromed Inc* | 300 | 8 | ||||||
| Eledon Pharmaceuticals Inc* | 7,400 | 22 | ||||||
| Embecta Corp | 8,100 | 42 | ||||||
| Emergent BioSolutions Inc* | 8,000 | 49 | ||||||
| Enanta Pharmaceuticals Inc* | 4,700 | 63 | ||||||
| Encompass Health Corp | 14,441 | 1,736 | ||||||
| Enliven Therapeutics Inc* | 6,800 | 394 | ||||||
| Enovis Corp* | 8,363 | 206 | ||||||
| Ensign Group Inc/The | 8,636 | 1,488 | ||||||
| Entrada Therapeutics Inc* | 4,200 | 30 | ||||||
| Envista Holdings Corp* | 25,300 | 687 | ||||||
| Erasca Inc* | 32,500 | 581 | ||||||
| Eton Pharmaceuticals Inc* | 3,800 | 230 | ||||||
| Evolent Health Inc, Cl A* | 17,700 | 80 | ||||||
| Evolus Inc* | 11,000 | 100 | ||||||
| Evommune Inc* | 800 | 10 | ||||||
| Exelixis Inc* | 36,600 | 2,000 | ||||||
| EyePoint Inc* | 13,100 | 59 | ||||||
| First Tracks Biotherapeutics Inc* | 3,000 | 126 | ||||||
| Foghorn Therapeutics Inc* | 4,200 | 24 |
| SEI Institutional Investments Trust | 43 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Fortrea Holdings Inc* | 14,200 | $ | 261 | |||||
| Fulcrum Therapeutics Inc* | 4,600 | 18 | ||||||
| Fulgent Genetics Inc* | 3,800 | 74 | ||||||
| Galectin Therapeutics Inc* | 3,300 | 13 | ||||||
| GeneDx Holdings Corp, Cl A* | 2,800 | 237 | ||||||
| Generate Biomedicines Inc* | 1,700 | 26 | ||||||
| Geron Corp* | 76,670 | 114 | ||||||
| Ginkgo Bioworks Holdings Inc* | 5,800 | 39 | ||||||
| Glaukos Corp* | 8,349 | 1,499 | ||||||
| Globus Medical Inc, Cl A* | 17,158 | 1,396 | ||||||
| GRAIL Inc* | 5,733 | 455 | ||||||
| Greenwich Lifesciences Inc* | 1,300 | 19 | ||||||
| Guardant Health Inc* | 19,200 | 3,053 | ||||||
| Guardian Pharmacy Services Inc, Cl A* | 1,600 | 59 | ||||||
| Gyre Therapeutics Inc* | 2,000 | 13 | ||||||
| Haemonetics Corp* | 7,047 | 726 | ||||||
| Halozyme Therapeutics Inc* | 17,458 | 1,859 | ||||||
| Harmony Biosciences Holdings Inc* | 5,800 | 228 | ||||||
| Harrow Inc* | 5,200 | 192 | ||||||
| HealthEquity Inc* | 12,700 | 1,226 | ||||||
| HealthStream Inc | 3,964 | 115 | ||||||
| HeartFlow Inc* | 10,800 | 544 | ||||||
| Heron Therapeutics Inc* | 20,900 | 7 | ||||||
| Hims & Hers Health Inc* | 32,600 | 964 | ||||||
| Hinge Health Inc, Cl A* | 5,600 | 518 | ||||||
| Hyperliquid Strategies Inc* | 17,400 | 213 | ||||||
| ICU Medical Inc* | 3,727 | 645 | ||||||
| Ideaya Biosciences Inc* | 12,300 | 493 | ||||||
| Illumina Inc* | 22,800 | 4,871 | ||||||
| Immix Biopharma Inc* | 7,600 | 107 | ||||||
| Immuneering Corp, Cl A* | 3,000 | 15 | ||||||
| ImmunityBio Inc* | 56,300 | 448 | ||||||
| Immunome Inc* | 16,700 | 458 | ||||||
| Immunovant Inc* | 13,200 | 539 | ||||||
| Indivior Pharmaceuticals Inc* | 18,300 | 639 | ||||||
| Inhibikase Therapeutics Inc* | 7,800 | 18 | ||||||
| Inhibrx Biosciences Inc* | 1,400 | 177 | ||||||
| Innovage Holding Corp* | 3,900 | 42 | ||||||
| Innoviva Inc* | 12,709 | 264 | ||||||
| Inogen Inc* | 4,100 | 22 | ||||||
| Insmed Inc* | 32,300 | 3,935 | ||||||
| Inspire Medical Systems Inc* | 4,200 | 265 | ||||||
| Integer Holdings Corp* | 4,630 | 580 | ||||||
| Integra LifeSciences Holdings Corp* | 11,304 | 191 | ||||||
| Intellia Therapeutics Inc* | 18,200 | 232 | ||||||
| Invivyd Inc* | 21,700 | 21 | ||||||
| Ionis Pharmaceuticals Inc* | 24,094 | 1,454 | ||||||
| Iovance Biotherapeutics Inc* | 54,400 | 444 | ||||||
| iRadimed Corp | 1,100 | 95 | ||||||
| iRhythm Holdings Inc* | 4,800 | 571 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A* | 27,354 | 116 | ||||||
| Jade Biosciences Inc* | 5,563 | 119 | ||||||
| Janux Therapeutics Inc* | 5,200 | 95 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Jazz Pharmaceuticals PLC* | 9,000 | $ | 2,256 | |||||
| Kailera Therapeutics Inc* | 5,400 | 83 | ||||||
| Karyopharm Therapeutics Inc* | 2,400 | 5 | ||||||
| Keros Therapeutics Inc* | 4,410 | 49 | ||||||
| Kestra Medical Technologies Ltd* | 3,900 | 100 | ||||||
| Kiniksa Pharmaceuticals International PLC, Cl A* | 5,700 | 448 | ||||||
| Kodiak Sciences Inc* | 6,600 | 247 | ||||||
| Korro Bio Inc* | 1,300 | 16 | ||||||
| KORU Medical Systems Inc* | 4,100 | 14 | ||||||
| Krystal Biotech Inc* | 3,900 | 1,402 | ||||||
| Kura Oncology Inc* | 9,400 | 119 | ||||||
| Kymera Therapeutics Inc* | 8,900 | 1,057 | ||||||
| Kyverna Therapeutics Inc* | 4,400 | 37 | ||||||
| Lantheus Holdings Inc* | 9,800 | 989 | ||||||
| Larimar Therapeutics Inc* | 6,900 | 26 | ||||||
| LB Pharmaceuticals Inc* | 3,200 | 151 | ||||||
| LeMaitre Vascular Inc | 3,600 | 289 | ||||||
| LENZ Therapeutics Inc* | 3,200 | 17 | ||||||
| Lexeo Therapeutics Inc* | 12,400 | 59 | ||||||
| Lexicon Pharmaceuticals Inc* | 24,100 | 54 | ||||||
| Lifecore Biomedical Inc* | 2,400 | 11 | ||||||
| LifeMD Inc* | 5,700 | 18 | ||||||
| LifeStance Health Group Inc* | 29,500 | 365 | ||||||
| Ligand Pharmaceuticals Inc* | 2,928 | 832 | ||||||
| Liquidia Corp* | 9,800 | 668 | ||||||
| LivaNova PLC* | 8,600 | 686 | ||||||
| Lumexa Imaging Holdings Inc* | 5,800 | 68 | ||||||
| MacroGenics Inc* | 6,600 | 26 | ||||||
| Madrigal Pharmaceuticals Inc* | 2,740 | 1,480 | ||||||
| MannKind Corp* | 43,600 | 175 | ||||||
| MapLight Therapeutics Inc* | 1,000 | 13 | ||||||
| Maravai LifeSciences Holdings Inc, Cl A* | 13,018 | 99 | ||||||
| Maze Therapeutics Inc* | 3,400 | 90 | ||||||
| MBX Biosciences Inc* | 5,000 | 308 | ||||||
| Medline Inc, Cl A* | 67,756 | 2,373 | ||||||
| Medpace Holdings Inc* | 3,460 | 2,055 | ||||||
| MeiraGTx Holdings plc* | 6,700 | 93 | ||||||
| Merit Medical Systems Inc* | 9,075 | 823 | ||||||
| Mesa Laboratories Inc | 500 | 64 | ||||||
| MiMedx Group Inc* | 22,700 | 103 | ||||||
| Mineralys Therapeutics Inc* | 6,900 | 177 | ||||||
| Minerva Neurosciences Inc* | 5,600 | 26 | ||||||
| MiniMed Group Inc* | 5,800 | 118 | ||||||
| Mirum Pharmaceuticals Inc* | 7,200 | 706 | ||||||
| Molina Healthcare Inc* | 7,800 | 1,550 | ||||||
| Monopar Therapeutics Inc* | 600 | 67 | ||||||
| Monte Rosa Therapeutics Inc* | 10,900 | 152 | ||||||
| Myriad Genetics Inc* | 14,226 | 46 | ||||||
| Natera Inc* | 20,200 | 6,504 | ||||||
| National HealthCare Corp | 1,994 | 432 | ||||||
| Nektar Therapeutics, Cl A* | 4,600 | 328 | ||||||
| Neogen Corp* | 35,012 | 405 |
| 44 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NeoGenomics Inc* | 18,300 | $ | 328 | |||||
| Neumora Therapeutics Inc* | 8,500 | 11 | ||||||
| Neurocrine Biosciences Inc* | 14,900 | 2,295 | ||||||
| Neurogene Inc* | 1,700 | 62 | ||||||
| NeuroPace Inc* | 3,600 | 53 | ||||||
| Nkarta Inc* | 7,474 | 20 | ||||||
| Novavax Inc* | 23,268 | 218 | ||||||
| Novocure Ltd* | 15,700 | 277 | ||||||
| NRC Health, Cl A | 3,212 | 67 | ||||||
| Nurix Therapeutics Inc* | 14,000 | 361 | ||||||
| Nutex Health Inc* | 500 | 94 | ||||||
| Nuvation Bio Inc* | 34,000 | 226 | ||||||
| Nuvectis Pharma Inc* | 1,900 | 43 | ||||||
| Ocugen Inc* | 37,600 | 50 | ||||||
| Ocular Therapeutix Inc* | 29,700 | 312 | ||||||
| Olema Pharmaceuticals Inc* | 14,100 | 147 | ||||||
| Omada Health Inc* | 6,800 | 167 | ||||||
| Omeros Corp* | 8,500 | 160 | ||||||
| OmniAb Inc* | 2,598 | – | ||||||
| OmniAb Inc, Cl W* | 16,797 | 74 | ||||||
| Omnicell Inc* | 5,612 | 197 | ||||||
| Oncology Institute Inc/The* | 7,600 | 45 | ||||||
| OPKO Health Inc* | 53,584 | 79 | ||||||
| Option Care Health Inc* | 24,127 | 566 | ||||||
| OraSure Technologies Inc* | 16,939 | 61 | ||||||
| Organogenesis Holdings Inc, Cl A* | 12,321 | 21 | ||||||
| Organon & Co | 40,800 | 561 | ||||||
| ORIC Pharmaceuticals Inc* | 8,100 | 105 | ||||||
| Orthofix Medical Inc* | 6,953 | 65 | ||||||
| OrthoPediatrics Corp* | 2,800 | 65 | ||||||
| Oruka Therapeutics Inc* | 7,100 | 658 | ||||||
| Ovid therapeutics Inc* | 30,700 | 82 | ||||||
| Pacific Biosciences of California Inc* | 46,800 | 63 | ||||||
| Pacira BioSciences Inc* | 6,545 | 170 | ||||||
| PACS Group Inc* | 7,000 | 296 | ||||||
| Palisade Bio Inc* | 15,800 | 31 | ||||||
| Palvella Therapeutics Inc* | 1,500 | 229 | ||||||
| Pediatrix Medical Group Inc* | 12,156 | 319 | ||||||
| Pennant Group Inc/The* | 4,268 | 157 | ||||||
| Penumbra Inc* | 5,560 | 1,796 | ||||||
| Perrigo Co PLC | 21,400 | 313 | ||||||
| Personalis Inc* | 7,500 | 126 | ||||||
| Perspective Therapeutics Inc* | 7,700 | 24 | ||||||
| Phathom Pharmaceuticals Inc* | 5,900 | 56 | ||||||
| Phibro Animal Health Corp, Cl A | 3,600 | 136 | ||||||
| Phreesia Inc* | 8,400 | 103 | ||||||
| Praxis Precision Medicines Inc* | 3,660 | 1,282 | ||||||
| Precigen Inc* | 25,700 | 178 | ||||||
| Precision BioSciences Inc* | 1,100 | 8 | ||||||
| Prelude Therapeutics Inc* | 3,800 | 21 | ||||||
| Prestige Consumer Healthcare Inc* | 6,279 | 325 | ||||||
| Prime Medicine Inc* | 11,800 | 42 | ||||||
| Privia Health Group Inc* | 16,800 | 344 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| PROCEPT BioRobotics Corp* | 7,500 | $ | 159 | |||||
| Pro-Dex Inc* | 300 | 19 | ||||||
| Progyny Inc* | 11,000 | 281 | ||||||
| ProKidney Corp, Cl A* | 17,100 | 32 | ||||||
| Protagonist Therapeutics Inc* | 9,200 | 1,359 | ||||||
| Protalix BioTherapeutics Inc* | 10,200 | 26 | ||||||
| Protara Therapeutics Inc* | 2,400 | 9 | ||||||
| PTC Therapeutics Inc* | 11,500 | 800 | ||||||
| Pulse Biosciences Inc* | 1,700 | 86 | ||||||
| Puma Biotechnology Inc* | 4,200 | 38 | ||||||
| QIAGEN NV | 30,142 | 1,305 | ||||||
| Quanterix Corp* | 7,000 | 19 | ||||||
| QuidelOrtho Corp* | 10,271 | 148 | ||||||
| RadNet Inc* | 10,900 | 826 | ||||||
| Rapport Therapeutics Inc* | 5,200 | 253 | ||||||
| Recursion Pharmaceuticals Inc, Cl A* | 78,300 | 266 | ||||||
| REGENXBIO Inc* | 9,300 | 88 | ||||||
| Relay Therapeutics Inc* | 25,200 | 463 | ||||||
| Relmada Therapeutics Inc* | 13,300 | 58 | ||||||
| Repligen Corp* | 8,122 | 1,470 | ||||||
| Replimune Group Inc* | 11,000 | 168 | ||||||
| Revolution Medicines Inc* | 28,703 | 5,900 | ||||||
| Rezolute Inc* | 10,000 | 47 | ||||||
| Rhythm Pharmaceuticals Inc* | 8,000 | 849 | ||||||
| Rigel Pharmaceuticals Inc* | 1,805 | 83 | ||||||
| Rocket Pharmaceuticals Inc* | 11,300 | 42 | ||||||
| Roivant Sciences Ltd* | 74,000 | 2,563 | ||||||
| Royalty Pharma PLC, Cl A | 62,300 | 3,826 | ||||||
| RxSight Inc* | 5,600 | 41 | ||||||
| Sagimet Biosciences Inc, Cl A* | 5,500 | 56 | ||||||
| Sana Biotechnology Inc* | 24,000 | 93 | ||||||
| Sarepta Therapeutics Inc* | 14,400 | 303 | ||||||
| Savara Inc* | 24,200 | 130 | ||||||
| Scholar Rock Holding Corp* | 15,500 | 880 | ||||||
| Schrodinger Inc/United States* | 9,700 | 189 | ||||||
| SELLAS Life Sciences Group Inc* | 28,300 | 378 | ||||||
| Septerna Inc* | 3,800 | 145 | ||||||
| Shattuck Labs Inc* | 11,400 | 80 | ||||||
| SI-BONE Inc* | 7,300 | 139 | ||||||
| SIGA Technologies Inc | 10,000 | 31 | ||||||
| Sight Sciences Inc* | 2,400 | 20 | ||||||
| Simulations Plus Inc* | 1,700 | 31 | ||||||
| Sionna Therapeutics Inc* | 3,000 | 18 | ||||||
| Solid Biosciences Inc* | 9,800 | 94 | ||||||
| Sonida Senior Living Inc* | 3,400 | 127 | ||||||
| Sotera Health Co* | 40,324 | 762 | ||||||
| Spruce Biosciences Inc* | 900 | 53 | ||||||
| Spyre Therapeutics Inc* | 10,600 | 947 | ||||||
| STAAR Surgical Co* | 3,778 | 85 | ||||||
| Stoke Therapeutics Inc* | 8,000 | 250 | ||||||
| Strata Critical Medical Inc* | 12,600 | 71 | ||||||
| Strive Inc, Cl B* | 10,453 | 253 | ||||||
| Summit Therapeutics Inc* | 17,600 | 240 |
| SEI Institutional Investments Trust | 45 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Supernus Pharmaceuticals Inc* | 8,700 | $ | 385 | |||||
| Surgery Partners Inc* | 12,000 | 167 | ||||||
| Surrozen Inc* | 800 | 18 | ||||||
| Sutro Biopharma Inc* | 3,000 | 61 | ||||||
| Syndax Pharmaceuticals Inc* | 14,400 | 278 | ||||||
| Tactile Systems Technology Inc* | 2,100 | 48 | ||||||
| Tandem Diabetes Care Inc* | 9,700 | 213 | ||||||
| Tango Therapeutics Inc* | 20,400 | 466 | ||||||
| Tarsus Pharmaceuticals Inc* | 6,000 | 445 | ||||||
| Taysha Gene Therapies Inc* | 38,400 | 218 | ||||||
| Tectonic Therapeutic Inc* | 1,300 | 39 | ||||||
| Teladoc Health Inc* | 28,340 | 180 | ||||||
| Teleflex Inc | 6,800 | 966 | ||||||
| Tempus AI Inc, Cl A* | 15,300 | 965 | ||||||
| Tenax Therapeutics Inc* | 2,200 | 4 | ||||||
| Tenet Healthcare Corp* | 12,600 | 3,350 | ||||||
| TG Therapeutics Inc* | 21,800 | 1,184 | ||||||
| Theravance Biopharma Inc* | 6,045 | 103 | ||||||
| Tonix Pharmaceuticals Holding Corp* | 1,100 | 16 | ||||||
| TransMedics Group Inc* | 5,000 | 424 | ||||||
| Travere Therapeutics Inc* | 12,700 | 842 | ||||||
| Trevi Therapeutics Inc* | 16,200 | 269 | ||||||
| TriSalus Life Sciences Inc* | 2,400 | 12 | ||||||
| Twist Bioscience Corp* | 9,200 | 1,279 | ||||||
| Tyra Biosciences Inc* | 4,600 | 115 | ||||||
| UFP Technologies Inc* | 1,200 | 358 | ||||||
| Ultragenyx Pharmaceutical Inc* | 15,100 | 381 | ||||||
| United Therapeutics Corp* | 6,224 | 3,177 | ||||||
| Upstream Bio Inc* | 5,200 | 34 | ||||||
| UroGen Pharma Ltd* | 5,900 | 254 | ||||||
| US Physical Therapy Inc | 1,926 | 150 | ||||||
| Utah Medical Products Inc | 700 | 50 | ||||||
| Vanda Pharmaceuticals Inc* | 11,800 | 64 | ||||||
| Varex Imaging Corp* | 6,300 | 116 | ||||||
| Vaxcyte Inc* | 19,800 | 1,203 | ||||||
| Vera Therapeutics Inc, Cl A* | 9,100 | 310 | ||||||
| Veracyte Inc* | 12,300 | 531 | ||||||
| VeraDermics Inc* | 2,900 | 285 | ||||||
| Verastem Inc* | 11,200 | 81 | ||||||
| Vericel Corp* | 8,000 | 319 | ||||||
| Viemed Healthcare Inc* | 1,600 | 14 | ||||||
| Viking Therapeutics Inc* | 17,800 | 583 | ||||||
| Vir Biotechnology Inc* | 13,100 | 143 | ||||||
| Viridian Therapeutics Inc* | 13,100 | 303 | ||||||
| Vor BioPharma Inc* | 5,100 | 115 | ||||||
| Voyager Therapeutics Inc* | 10,800 | 37 | ||||||
| Wave Life Sciences Inc* | 19,300 | 95 | ||||||
| Waystar Holding Corp* | 16,400 | 429 | ||||||
| Whitehawk Therapeutics Inc* | 5,500 | 25 | ||||||
| X4 Pharmaceuticals Inc* | 14,000 | 57 | ||||||
| Xencor Inc* | 10,000 | 273 | ||||||
| Xeris Biopharma Holdings Inc* | 26,300 | 222 | ||||||
| Z Squared Inc* | 6,000 | 18 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zenas Biopharma Inc* | 3,800 | $ | 123 | |||||
| Zentalis Pharmaceuticals Inc* | 8,400 | 32 | ||||||
| Zevra Therapeutics Inc* | 11,000 | 129 | ||||||
| Zymeworks Inc* | 5,100 | 150 | ||||||
| 179,608 | ||||||||
| Industrials — 17.5% | ||||||||
| 3D Systems Corp* | 21,347 | 70 | ||||||
| AAON Inc | 10,675 | 811 | ||||||
| AAR Corp* | 6,029 | 779 | ||||||
| ABM Industries Inc | 7,755 | 362 | ||||||
| ACCO Brands Corp | 8,129 | 35 | ||||||
| Acuity Inc | 4,605 | 1,528 | ||||||
| ACV Auctions Inc, Cl A* | 24,200 | 170 | ||||||
| Advanced Drainage Systems Inc | 11,100 | 1,507 | ||||||
| AECOM | 19,648 | 1,325 | ||||||
| AeroVironment Inc* | 5,505 | 817 | ||||||
| AerSale Corp* | 7,700 | 42 | ||||||
| Aevex Corp, Cl A* | 900 | 16 | ||||||
| AGCO Corp | 9,223 | 1,091 | ||||||
| AIRO Group Holdings Inc* | 900 | 7 | ||||||
| Alamo Group Inc | 1,535 | 253 | ||||||
| Alaska Air Group Inc* | 17,400 | 719 | ||||||
| Albany International Corp, Cl A | 3,598 | 199 | ||||||
| Allegiant Travel Co, Cl A* | 3,884 | 295 | ||||||
| Alliance Laundry Holdings Inc* | 7,900 | 181 | ||||||
| Allient Inc | 1,850 | 174 | ||||||
| Allison Transmission Holdings Inc | 12,576 | 1,581 | ||||||
| Alta Equipment Group Inc* | 4,403 | 26 | ||||||
| Amentum Holdings Inc* | 24,200 | 484 | ||||||
| Ameresco Inc, Cl A* | 5,279 | 117 | ||||||
| American Airlines Group Inc* | 99,500 | 1,336 | ||||||
| American Superconductor Corp* | 7,000 | 201 | ||||||
| Amprius Technologies Inc* | 20,100 | 199 | ||||||
| API Group Corp* | 57,700 | 2,265 | ||||||
| Apogee Enterprises Inc | 2,911 | 114 | ||||||
| Applied Industrial Technologies Inc | 5,581 | 1,808 | ||||||
| ArcBest Corp | 3,490 | 482 | ||||||
| Archer Aviation Inc, Cl A* | 98,800 | 571 | ||||||
| Arcosa Inc | 7,413 | 1,077 | ||||||
| Argan Inc | 2,079 | 884 | ||||||
| Armstrong World Industries Inc | 6,477 | 1,118 | ||||||
| Array Technologies Inc* | 23,387 | 103 | ||||||
| Astec Industries Inc | 3,963 | 169 | ||||||
| Astronics Corp* | 1,274 | 94 | ||||||
| Astronics Corp, Cl B* | 3,428 | 250 | ||||||
| Asure Software Inc* | 1,400 | 13 | ||||||
| ATI Inc* | 20,000 | 4,084 | ||||||
| Atkore Inc | 4,900 | 459 | ||||||
| Atmus Filtration Technologies Inc | 11,500 | 543 | ||||||
| Avis Budget Group Inc* | 2,660 | 392 | ||||||
| AZZ Inc | 4,496 | 617 | ||||||
| Babcock & Wilcox Enterprises Inc* | 19,100 | 144 | ||||||
| Barrett Business Services Inc | 3,236 | 111 |
| 46 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Beta Technologies Inc, Cl A* | 4,900 | $ | 98 | |||||
| BlackSky Technology Inc, Cl A* | 4,600 | 106 | ||||||
| Bloom Energy Corp, Cl A* | 39,800 | 8,211 | ||||||
| Blue Bird Corp* | 4,192 | 244 | ||||||
| BlueLinx Holdings Inc* | 1,000 | 80 | ||||||
| Boise Cascade Co | 5,770 | 450 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 17,365 | 1,314 | ||||||
| Bowman Consulting Group Ltd, Cl A* | 1,500 | 64 | ||||||
| BrightView Holdings Inc* | 9,600 | 107 | ||||||
| Brink's Co/The | 6,006 | 654 | ||||||
| BWX Technologies Inc | 13,824 | 2,105 | ||||||
| CACI International Inc, Cl A* | 3,312 | 2,063 | ||||||
| Cadre Holdings Inc | 3,700 | 110 | ||||||
| Cardinal Infrastructure Group Inc, Cl A* | 2,200 | 81 | ||||||
| Carlisle Cos Inc | 5,897 | 2,044 | ||||||
| Carpenter Technology Corp | 7,261 | 3,459 | ||||||
| Casella Waste Systems Inc, Cl A* | 9,691 | 894 | ||||||
| CBIZ Inc* | 7,645 | 417 | ||||||
| CECO Environmental Corp* | 7,166 | 510 | ||||||
| Centuri Holdings Inc* | 11,400 | 233 | ||||||
| Civeo Corp* | 2,300 | 77 | ||||||
| Clarivate PLC* | 54,900 | 113 | ||||||
| Clean Harbors Inc* | 7,636 | 2,407 | ||||||
| CNH Industrial NV | 133,000 | 1,573 | ||||||
| Columbus McKinnon Corp/NY | 3,665 | 65 | ||||||
| CompX International Inc | 400 | 13 | ||||||
| Concentrix Corp | 7,081 | 213 | ||||||
| Concrete Pumping Holdings Inc* | 3,900 | 35 | ||||||
| Conduent Inc* | 15,000 | 26 | ||||||
| Construction Partners Inc, Cl A* | 7,000 | 743 | ||||||
| Core & Main Inc, Cl A* | 27,500 | 1,181 | ||||||
| CoreCivic Inc*‡ | 14,702 | 488 | ||||||
| Covenant Logistics Group Inc, Cl A | 2,800 | 99 | ||||||
| CRA International Inc | 905 | 158 | ||||||
| Crane Co | 7,529 | 1,544 | ||||||
| CSW Industrials Inc | 2,460 | 760 | ||||||
| Curtiss-Wright Corp | 5,538 | 3,226 | ||||||
| Custom Truck One Source Inc* | 11,100 | 102 | ||||||
| Deluxe Corp | 5,654 | 131 | ||||||
| Distribution Solutions Group Inc* | 1,000 | 35 | ||||||
| DNOW Inc* | 29,706 | 476 | ||||||
| Donaldson Co Inc | 17,546 | 1,595 | ||||||
| Douglas Dynamics Inc | 2,722 | 112 | ||||||
| Ducommun Inc* | 2,100 | 360 | ||||||
| DXP Enterprises Inc/TX* | 2,062 | 387 | ||||||
| Dycom Industries Inc* | 4,527 | 1,318 | ||||||
| Energous Corp* | 600 | 7 | ||||||
| Energy Recovery Inc* | 10,300 | 79 | ||||||
| Energy Vault Holdings Inc* | 25,100 | 85 | ||||||
| Enerpac Tool Group Corp, Cl A | 7,542 | 281 | ||||||
| EnerSys | 5,483 | 1,008 | ||||||
| Ennis Inc | 5,288 | 113 | ||||||
| Enovix Corp* | 27,300 | 92 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Enpro Inc | 3,268 | $ | 968 | |||||
| Enviri Corp* | 4,609 | 103 | ||||||
| Eos Energy Enterprises Inc* | 49,500 | 159 | ||||||
| Esab Corp | 8,962 | 676 | ||||||
| ESCO Technologies Inc | 3,837 | 1,048 | ||||||
| Eve Holding Inc* | 10,900 | 25 | ||||||
| Everus Construction Group Inc* | 7,658 | 882 | ||||||
| ExlService Holdings Inc* | 23,015 | 876 | ||||||
| Exponent Inc | 7,672 | 545 | ||||||
| Falcon's Beyond Global Inc, Cl A* | 3,200 | 29 | ||||||
| Federal Signal Corp | 9,147 | 1,070 | ||||||
| Firefly Aerospace Inc* | 10,900 | 230 | ||||||
| First Advantage Corp* | 11,316 | 238 | ||||||
| Flowserve Corp | 19,400 | 1,534 | ||||||
| Fluence Energy Inc, Cl A* | 12,200 | 132 | ||||||
| Fluor Corp* | 20,600 | 1,123 | ||||||
| Forgent Power Solutions Inc, Cl A* | 23,800 | 727 | ||||||
| Fortune Brands Innovations Inc | 17,900 | 793 | ||||||
| Forward Air Corp* | 2,918 | 50 | ||||||
| Franklin Covey Co* | 1,404 | 29 | ||||||
| Franklin Electric Co Inc | 5,881 | 589 | ||||||
| Frontier Group Holdings Inc* | 9,200 | 52 | ||||||
| FTAI Aviation Ltd | 15,300 | 2,909 | ||||||
| FTAI Infrastructure Inc | 19,500 | 68 | ||||||
| FTI Consulting Inc* | 4,368 | 658 | ||||||
| FuelCell Energy Inc* | 8,300 | 143 | ||||||
| Gates Industrial Corp Ltd* | 37,700 | 964 | ||||||
| GATX Corp | 5,052 | 884 | ||||||
| Genco Shipping & Trading Ltd | 5,900 | 155 | ||||||
| Genpact Ltd | 24,050 | 913 | ||||||
| GEO Group Inc/The* | 17,485 | 556 | ||||||
| GFL Environmental Inc | 39,600 | 1,675 | ||||||
| Gibraltar Industries Inc* | 4,260 | 192 | ||||||
| Global Industrial Co | 2,900 | 113 | ||||||
| Gorman-Rupp Co/The | 3,377 | 255 | ||||||
| Graco Inc | 24,705 | 1,913 | ||||||
| GrafTech International Ltd* | 1,700 | 12 | ||||||
| Graham Corp* | 1,700 | 148 | ||||||
| Granite Construction Inc | 6,434 | 776 | ||||||
| Greenbrier Cos Inc/The | 5,023 | 226 | ||||||
| Griffon Corp | 6,037 | 588 | ||||||
| GXO Logistics Inc* | 17,690 | 844 | ||||||
| Hayward Holdings Inc* | 33,700 | 473 | ||||||
| Healthcare Services Group Inc* | 8,339 | 183 | ||||||
| Heartland Express Inc | 4,172 | 52 | ||||||
| HEICO Corp | 6,378 | 2,112 | ||||||
| HEICO Corp, Cl A | 11,382 | 2,779 | ||||||
| Helios Technologies Inc | 4,277 | 312 | ||||||
| Herc Holdings Inc | 5,078 | 774 | ||||||
| Hertz Global Holdings Inc* | 16,700 | 38 | ||||||
| Hexcel Corp | 11,498 | 1,066 | ||||||
| Hillman Solutions Corp* | 30,200 | 233 | ||||||
| HNI Corp | 10,375 | 502 |
| SEI Institutional Investments Trust | 47 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hub Group Inc, Cl A | 8,824 | $ | 352 | |||||
| Hudson Technologies Inc* | 5,300 | 28 | ||||||
| Huron Consulting Group Inc* | 2,411 | 385 | ||||||
| Hyliion Holdings Corp* | 25,100 | 87 | ||||||
| Hyster-Yale Inc | 2,002 | 68 | ||||||
| IBEX Holdings Ltd* | 1,200 | 46 | ||||||
| ICF International Inc | 2,668 | 238 | ||||||
| IES Holdings Inc* | 2,680 | 812 | ||||||
| Innodata Inc* | 4,500 | 254 | ||||||
| INNOVATE Corp* | 1,000 | 7 | ||||||
| Insperity Inc | 5,724 | 305 | ||||||
| Insteel Industries Inc | 2,141 | 64 | ||||||
| Interface Inc, Cl A | 8,545 | 324 | ||||||
| Intuitive Machines Inc, Cl A* | 18,200 | 280 | ||||||
| ITT Inc | 13,463 | 2,696 | ||||||
| Janus International Group Inc* | 23,300 | 116 | ||||||
| JBT Marel Corp | 7,931 | 927 | ||||||
| JetBlue Airways Corp* | 50,381 | 232 | ||||||
| Joby Aviation Inc* | 94,500 | 646 | ||||||
| Kadant Inc | 1,605 | 480 | ||||||
| Karat Packaging Inc | 1,000 | 48 | ||||||
| Karman Holdings Inc* | 10,500 | 435 | ||||||
| KBR Inc | 19,345 | 725 | ||||||
| Kelly Services Inc, Cl A | 3,895 | 67 | ||||||
| Kennametal Inc | 12,214 | 358 | ||||||
| Kforce Inc | 2,437 | 140 | ||||||
| Kirby Corp* | 7,826 | 1,110 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 23,227 | 1,591 | ||||||
| Korn Ferry | 8,058 | 689 | ||||||
| Kratos Defense & Security Solutions Inc* | 28,316 | 1,444 | ||||||
| L B Foster Co, Cl A* | 1,000 | 37 | ||||||
| Landstar System Inc | 5,244 | 947 | ||||||
| Legalzoom.com Inc* | 19,200 | 120 | ||||||
| Legence Corp, Cl A* | 8,300 | 445 | ||||||
| Leonardo DRS Inc | 11,400 | 433 | ||||||
| Limbach Holdings Inc* | 1,600 | 66 | ||||||
| Lincoln Electric Holdings Inc | 7,973 | 2,242 | ||||||
| Lindsay Corp | 1,827 | 210 | ||||||
| Liquidity Services Inc* | 3,922 | 163 | ||||||
| Loar Holdings Inc* | 6,400 | 449 | ||||||
| Louisiana-Pacific Corp | 9,142 | 645 | ||||||
| LSI Industries Inc | 4,000 | 78 | ||||||
| Lyft Inc, Cl A* | 58,400 | 987 | ||||||
| Manitowoc Co Inc/The* | 5,987 | 116 | ||||||
| ManpowerGroup Inc | 6,856 | 432 | ||||||
| Marten Transport Ltd | 7,529 | 109 | ||||||
| MasTec Inc* | 9,362 | 2,245 | ||||||
| Masterbrand Inc* | 30,162 | 249 | ||||||
| Matrix Service Co* | 4,300 | 46 | ||||||
| Matson Inc | 4,552 | 1,023 | ||||||
| Maximus Inc | 7,516 | 434 | ||||||
| Mayville Engineering Co Inc* | 2,700 | 52 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| McGrath RentCorp | 3,848 | $ | 433 | |||||
| Mercury Systems Inc* | 7,923 | 692 | ||||||
| Microvast Holdings Inc* | 29,700 | 21 | ||||||
| Middleby Corp/The* | 6,325 | 701 | ||||||
| Midera Food Processing Inc, Cl W* | 6,325 | 297 | ||||||
| Miller Industries Inc/TN | 1,011 | 57 | ||||||
| MillerKnoll Inc | 10,207 | 231 | ||||||
| Mobility Global Inc, Cl W | 42,900 | 871 | ||||||
| Modine Manufacturing Co* | 7,874 | 1,405 | ||||||
| Moog Inc, Cl A | 4,104 | 1,525 | ||||||
| MSA Safety Inc | 5,244 | 979 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 6,403 | 761 | ||||||
| Mueller Industries Inc | 32,532 | 2,030 | ||||||
| Mueller Water Products Inc, Cl A | 24,212 | 584 | ||||||
| MYR Group Inc* | 2,179 | 635 | ||||||
| NANO Nuclear Energy Inc* | 7,000 | 128 | ||||||
| National Presto Industries Inc | 791 | 120 | ||||||
| Net Power Inc* | 4,200 | 7 | ||||||
| Nextpower Inc, Cl A* | 22,400 | 1,837 | ||||||
| NLI Holdings Inc | 2,000 | 13 | ||||||
| NPK International Inc* | 14,620 | 194 | ||||||
| NuScale Power Corp* | 44,300 | 411 | ||||||
| nVent Electric PLC | 24,200 | 3,648 | ||||||
| NWPX Infrastructure Inc* | 1,200 | 132 | ||||||
| Omega Flex Inc | 600 | 16 | ||||||
| Onterris Inc* | 5,200 | 87 | ||||||
| OPENLANE Inc* | 16,029 | 571 | ||||||
| Orion Group Holdings Inc* | 5,000 | 47 | ||||||
| Oshkosh Corp | 9,517 | 1,467 | ||||||
| Owens Corning | 11,960 | 1,652 | ||||||
| Palladyne AI Corp* | 3,600 | 21 | ||||||
| Pangaea Logistics Solutions Ltd | 2,100 | 17 | ||||||
| Park Aerospace Corp | 3,482 | 113 | ||||||
| Park-Ohio Holdings Corp | 2,300 | 104 | ||||||
| Parsons Corp* | 5,400 | 263 | ||||||
| Paycom Software Inc | 6,000 | 1,435 | ||||||
| Paylocity Holding Corp* | 6,700 | 1,073 | ||||||
| Perma-Fix Environmental Services Inc* | 1,100 | 20 | ||||||
| Pitney Bowes Inc | 18,700 | 320 | ||||||
| Planet Labs PBC* | 40,800 | 810 | ||||||
| Plug Power Inc* | 191,500 | 414 | ||||||
| Powell Industries Inc | 4,132 | 743 | ||||||
| Power Solutions International Inc* | 1,200 | 44 | ||||||
| Preformed Line Products Co | 450 | 180 | ||||||
| Primoris Services Corp | 8,547 | 616 | ||||||
| Proficient Auto Logistics Inc* | 2,300 | 12 | ||||||
| Proto Labs Inc* | 3,099 | 248 | ||||||
| Quad/Graphics Inc, Cl A | 6,600 | 66 | ||||||
| Quanex Building Products Corp | 8,065 | 155 | ||||||
| QXO Inc* | 145,641 | 1,934 | ||||||
| Radiant Logistics Inc* | 1,400 | 12 | ||||||
| RBC Bearings Inc* | 4,715 | 2,330 | ||||||
| Red Cat Holdings Inc* | 16,200 | 139 |
| 48 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Redwire Corp* | 27,000 | $ | 289 | |||||
| Regal Rexnord Corp | 9,738 | 1,543 | ||||||
| Resideo Technologies Inc* | 20,900 | 405 | ||||||
| Resolute Holdings Management Inc* | 616 | 83 | ||||||
| Richtech Robotics Inc, Cl B* | 30,600 | 57 | ||||||
| Robert Half Inc | 14,400 | 653 | ||||||
| Rocket Lab Corp* | 79,500 | 5,082 | ||||||
| Rush Enterprises Inc, Cl A | 9,347 | 718 | ||||||
| Rush Enterprises Inc, Cl B | 1,050 | 82 | ||||||
| RXO Inc* | 24,590 | 523 | ||||||
| Ryder System Inc | 5,500 | 1,345 | ||||||
| Saia Inc* | 4,072 | 1,446 | ||||||
| Satellogic Inc, Cl A* | 11,500 | 56 | ||||||
| Schneider National Inc, Cl B | 7,000 | 242 | ||||||
| Science Applications International Corp | 6,376 | 818 | ||||||
| Sensata Technologies Holding PLC | 22,200 | 911 | ||||||
| SES AI Corp* | 31,800 | 17 | ||||||
| Shoals Technologies Group Inc, Cl A* | 26,000 | 180 | ||||||
| Sidus Space Inc, Cl A* | 9,300 | 20 | ||||||
| Simpson Manufacturing Co Inc | 6,343 | 1,158 | ||||||
| SiteOne Landscape Supply Inc* | 6,500 | 640 | ||||||
| Sky Harbour Group Corp, Cl A* | 1,700 | 18 | ||||||
| SkyWest Inc* | 6,022 | 570 | ||||||
| Solv Energy Inc, Cl A* | 4,900 | 125 | ||||||
| Spire Global Inc, Cl A* | 5,000 | 66 | ||||||
| SPX Technologies Inc* | 7,394 | 1,455 | ||||||
| SS&C Technologies Holdings Inc | 30,418 | 2,524 | ||||||
| Standardaero Inc* | 35,200 | 862 | ||||||
| Standex International Corp | 1,889 | 547 | ||||||
| Starfighters Space Inc* | 3,000 | 10 | ||||||
| Sterling Infrastructure Inc* | 4,540 | 2,134 | ||||||
| Sunbelt Rentals Holdings Inc | 60,600 | 4,380 | ||||||
| Sunrun Inc* | 35,910 | 308 | ||||||
| Swarmer Inc* | 300 | 10 | ||||||
| TAT Technologies Ltd* | 1,100 | 40 | ||||||
| Tecnoglass Inc | 4,100 | 163 | ||||||
| Tennant Co | 2,238 | 156 | ||||||
| Terex Corp | 17,236 | 1,095 | ||||||
| Tetra Tech Inc | 39,810 | 1,439 | ||||||
| TIC Solutions Inc* | 21,418 | 203 | ||||||
| Timken Co/The | 9,809 | 1,181 | ||||||
| Titan International Inc* | 8,800 | 63 | ||||||
| Titan Machinery Inc* | 4,312 | 89 | ||||||
| Toro Co/The | 14,000 | 1,369 | ||||||
| Transcat Inc* | 1,600 | 138 | ||||||
| TransUnion | 29,094 | 2,470 | ||||||
| Trex Co Inc* | 15,460 | 705 | ||||||
| TriNet Group Inc | 4,351 | 306 | ||||||
| Trinity Industries Inc | 12,042 | 347 | ||||||
| TrueBlue Inc* | 4,028 | 42 | ||||||
| Tutor Perini Corp | 7,051 | 624 | ||||||
| UFP Industries Inc | 8,365 | 707 | ||||||
| U-Haul Holding Co* | 900 | 61 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| U-Haul Holding Co, Cl B | 14,700 | $ | 877 | |||||
| UL Solutions Inc, Cl A | 11,000 | 820 | ||||||
| UniFirst Corp/MA | 2,260 | 625 | ||||||
| Universal Logistics Holdings Inc | 1,900 | 35 | ||||||
| Upwork Inc* | 18,600 | 168 | ||||||
| V2X Inc* | 3,979 | 307 | ||||||
| Valmont Industries Inc | 2,854 | 1,340 | ||||||
| Velo3D Inc* | 4,000 | 48 | ||||||
| Verra Mobility Corp, Cl A* | 24,600 | 109 | ||||||
| Vestis Corp* | 15,750 | 197 | ||||||
| Vicor Corp* | 3,700 | 694 | ||||||
| Virgin Galactic Holdings Inc* | 10,200 | 30 | ||||||
| Voyager Technologies Inc, Cl A* | 6,500 | 219 | ||||||
| VSE Corp | 4,100 | 856 | ||||||
| Wabash National Corp | 8,041 | 108 | ||||||
| Watsco Inc | 5,139 | 1,592 | ||||||
| Watts Water Technologies Inc, Cl A | 4,156 | 1,520 | ||||||
| Werner Enterprises Inc | 8,990 | 352 | ||||||
| WESCO International Inc | 7,005 | 2,384 | ||||||
| Wheels Up Experience Inc* | 1,300 | 6 | ||||||
| Willdan Group Inc* | 2,400 | 211 | ||||||
| Willis Lease Finance Corp | 1,200 | 65 | ||||||
| WillScot Holdings Corp, Cl A | 28,011 | 580 | ||||||
| Woodward Inc | 8,722 | 2,964 | ||||||
| Worthington Enterprises Inc | 4,302 | 247 | ||||||
| X-Energy Inc, Cl A* | 5,000 | 92 | ||||||
| Xometry Inc, Cl A* | 7,000 | 649 | ||||||
| XPO Inc* | 17,190 | 3,335 | ||||||
| York Space Systems Inc* | 4,000 | 36 | ||||||
| Zurn Elkay Water Solutions Corp | 22,626 | 1,082 | ||||||
| 227,289 | ||||||||
| Information Technology — 17.7% | ||||||||
| 8x8 Inc* | 25,314 | 48 | ||||||
| 908 Devices Inc* | 5,300 | 57 | ||||||
| A10 Networks Inc | 9,300 | 236 | ||||||
| ACI Worldwide Inc* | 14,812 | 789 | ||||||
| Adeia Inc | 17,150 | 433 | ||||||
| ADI Global Distribution Inc* | 10,450 | 229 | ||||||
| ADTRAN Holdings Inc* | 9,597 | 74 | ||||||
| Advanced Energy Industries Inc | 5,759 | 1,594 | ||||||
| Aehr Test Systems* | 4,500 | 357 | ||||||
| Aeluma Inc* | 1,100 | 14 | ||||||
| Aeva Technologies Inc* | 4,560 | 71 | ||||||
| Agilysys Inc* | 3,700 | 431 | ||||||
| Alarm.com Holdings Inc* | 7,600 | 437 | ||||||
| Alkami Technology Inc* | 9,900 | 202 | ||||||
| Alpha & Omega Semiconductor Ltd* | 3,400 | 84 | ||||||
| Ambarella Inc* | 5,945 | 412 | ||||||
| Ambiq Micro Inc* | 2,100 | 122 | ||||||
| Amdocs Ltd | 16,368 | 1,032 | ||||||
| Amkor Technology Inc | 19,238 | 910 | ||||||
| Amplitude Inc, Cl A* | 13,700 | 193 | ||||||
| Appfolio Inc, Cl A* | 3,300 | 773 |
| SEI Institutional Investments Trust | 49 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Appian Corp, Cl A* | 6,000 | $ | 258 | |||||
| Applied Digital Corp* | 36,800 | 935 | ||||||
| Applied Optoelectronics Inc* | 11,400 | 1,228 | ||||||
| Arlo Technologies Inc* | 13,952 | 183 | ||||||
| Arrow Electronics Inc* | 7,725 | 1,579 | ||||||
| Arteris Inc* | 4,400 | 96 | ||||||
| Asana Inc, Cl A* | 13,000 | 133 | ||||||
| Astera Labs Inc* | 22,700 | 6,741 | ||||||
| Atlassian Corp, Cl A* | 24,941 | 4,843 | ||||||
| Atomera Inc* | 5,500 | 23 | ||||||
| Aurora Innovation Inc, Cl A* | 184,800 | 1,040 | ||||||
| AvePoint Inc* | 21,900 | 305 | ||||||
| Aviat Networks Inc* | 2,100 | 42 | ||||||
| Avnet Inc | 12,099 | 1,084 | ||||||
| Axcelis Technologies Inc* | 4,450 | 513 | ||||||
| AXT Inc* | 9,300 | 564 | ||||||
| Backblaze Inc, Cl A* | 8,000 | 113 | ||||||
| Badger Meter Inc | 4,524 | 613 | ||||||
| Bel Fuse Inc, Cl A | 400 | 82 | ||||||
| Bel Fuse Inc, Cl B | 1,900 | 474 | ||||||
| Belden Inc | 5,623 | 644 | ||||||
| Benchmark Electronics Inc | 4,930 | 346 | ||||||
| Bentley Systems Inc, Cl B | 25,300 | 930 | ||||||
| BigBear.ai Holdings Inc* | 71,300 | 223 | ||||||
| BILL Holdings Inc* | 12,277 | 604 | ||||||
| Bit Digital Inc* | 50,600 | 72 | ||||||
| Bitdeer Technologies Group, Cl A* | 17,100 | 186 | ||||||
| BitMine Immersion Technologies Inc | 82,400 | 2,086 | ||||||
| BK Technologies Corp* | 400 | 29 | ||||||
| Blackbaud Inc* | 5,855 | 281 | ||||||
| BlackLine Inc* | 7,900 | 262 | ||||||
| Blaize Holdings Inc, Cl A* | 7,800 | 4 | ||||||
| Blend Labs Inc, Cl A* | 38,000 | 59 | ||||||
| Box Inc, Cl A* | 21,000 | 751 | ||||||
| Brand Engagement Network Inc* | 700 | 8 | ||||||
| Braze Inc, Cl A* | 13,800 | 470 | ||||||
| C3.ai Inc, Cl A* | 16,600 | 180 | ||||||
| Calix Inc* | 9,645 | 368 | ||||||
| CCC Intelligent Solutions Holdings Inc* | 76,600 | 571 | ||||||
| Cerence Inc* | 6,710 | 57 | ||||||
| CEVA Inc* | 4,538 | 123 | ||||||
| Cipher Digital Inc* | 47,600 | 738 | ||||||
| Circle Internet Group Inc, Cl A* | 26,200 | 2,503 | ||||||
| Cirrus Logic Inc* | 7,795 | 854 | ||||||
| Cleanspark Inc* | 35,300 | 410 | ||||||
| Clear Secure Inc, Cl A | 14,000 | 618 | ||||||
| Clearfield Inc* | 2,600 | 75 | ||||||
| Climb Global Solutions Inc | 2,800 | 80 | ||||||
| Cloudflare Inc, Cl A* | 47,000 | 14,340 | ||||||
| Cognex Corp | 25,416 | 1,549 | ||||||
| Cohu Inc* | 6,036 | 278 | ||||||
| Commerce.com Inc* | 14,700 | 35 | ||||||
| CommVault Systems Inc* | 6,784 | 933 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consensus Cloud Solutions Inc* | 3,585 | $ | 137 | |||||
| Core Scientific Inc* | 45,400 | 740 | ||||||
| CoreWeave Inc, Cl A* | 51,400 | 4,363 | ||||||
| Corsair Gaming Inc* | 6,200 | 75 | ||||||
| Crane NXT Co | 7,629 | 373 | ||||||
| Credo Technology Group Holding Ltd* | 24,400 | 5,519 | ||||||
| CS Disco Inc* | 5,000 | 22 | ||||||
| CTS Corp | 4,045 | 228 | ||||||
| Daily Journal Corp* | 200 | 125 | ||||||
| Daktronics Inc* | 5,300 | 104 | ||||||
| Diebold Nixdorf Inc* | 2,800 | 190 | ||||||
| Digi International Inc* | 5,701 | 427 | ||||||
| Digimarc Corp* | 2,876 | 17 | ||||||
| Digital Turbine Inc* | 17,000 | 183 | ||||||
| DigitalOcean Holdings Inc* | 12,400 | 1,373 | ||||||
| Diodes Inc* | 7,142 | 649 | ||||||
| DocuSign Inc, Cl A* | 28,380 | 1,881 | ||||||
| Dolby Laboratories Inc, Cl A | 9,504 | 585 | ||||||
| Domo Inc, Cl B* | 6,432 | 24 | ||||||
| Dropbox Inc, Cl A* | 22,300 | 785 | ||||||
| D-Wave Quantum Inc* | 55,900 | 961 | ||||||
| DXC Technology Co* | 26,300 | 297 | ||||||
| Dynatrace Inc* | 43,400 | 2,369 | ||||||
| Eastman Kodak Co* | 9,600 | 86 | ||||||
| eGain Corp* | 4,900 | 37 | ||||||
| Elastic NV* | 13,200 | 1,288 | ||||||
| Enphase Energy Inc* | 19,400 | 707 | ||||||
| Entegris Inc | 22,930 | 3,102 | ||||||
| EPAM Systems Inc* | 7,900 | 931 | ||||||
| ePlus Inc | 4,276 | 376 | ||||||
| EverCommerce Inc* | 1,400 | 12 | ||||||
| Everforth Inc* | 6,569 | 213 | ||||||
| Everpure Inc, Cl A* | 46,100 | 4,285 | ||||||
| Everspin Technologies Inc* | 1,500 | 24 | ||||||
| Evolv Technologies Holdings Inc* | 20,500 | 107 | ||||||
| Extreme Networks Inc* | 19,187 | 432 | ||||||
| Fastly Inc, Cl A* | 21,500 | 490 | ||||||
| Figma Inc, Cl A* | 30,400 | 836 | ||||||
| Five9 Inc* | 11,600 | 401 | ||||||
| FormFactor Inc* | 11,919 | 1,199 | ||||||
| Forward Industries Inc* | 3,700 | 23 | ||||||
| Frequency Electronics Inc* | 700 | 42 | ||||||
| Freshworks Inc, Cl A* | 32,100 | 447 | ||||||
| Gitlab Inc, Cl A* | 20,400 | 949 | ||||||
| GlobalFoundries Inc | 18,500 | 827 | ||||||
| Globant SA* | 6,400 | 261 | ||||||
| GPGI Inc, Cl A | 29,000 | 383 | ||||||
| Grid Dynamics Holdings Inc* | 11,000 | 88 | ||||||
| GSI Technology Inc* | 1,700 | 9 | ||||||
| Guidewire Software Inc* | 12,369 | 2,533 | ||||||
| Hackett Group Inc/The | 3,700 | 41 | ||||||
| Harmonic Inc* | 16,994 | 204 | ||||||
| HubSpot Inc* | 7,293 | 1,906 |
| 50 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hut 8 Corp* | 14,700 | $ | 1,156 | |||||
| I3 Verticals Inc, Cl A* | 4,600 | 74 | ||||||
| Ichor Holdings Ltd* | 5,400 | 289 | ||||||
| Immersion Corp | 5,700 | 43 | ||||||
| Impinj Inc* | 4,300 | 750 | ||||||
| Infleqtion Inc* | 15,300 | 200 | ||||||
| Information Services Group Inc | 8,000 | 41 | ||||||
| Ingram Micro Holding Corp | 5,600 | 158 | ||||||
| Inseego Corp* | 1,100 | 5 | ||||||
| Insight Enterprises Inc* | 4,398 | 691 | ||||||
| Intapp Inc* | 8,300 | 360 | ||||||
| InterDigital Inc | 3,897 | 1,306 | ||||||
| IonQ Inc* | 57,799 | 2,272 | ||||||
| IPG Photonics Corp* | 3,800 | 289 | ||||||
| Itron Inc* | 6,811 | 661 | ||||||
| JFrog Ltd* | 16,000 | 1,601 | ||||||
| Kaltura Inc* | 7,600 | 12 | ||||||
| Keel Infrastructure Corp* | 80,800 | 255 | ||||||
| Kimball Electronics Inc* | 4,593 | 108 | ||||||
| Klaviyo Inc, Cl A* | 18,600 | 383 | ||||||
| Knowles Corp* | 11,800 | 403 | ||||||
| Kopin Corp* | 21,500 | 95 | ||||||
| Kyndryl Holdings Inc* | 35,400 | 476 | ||||||
| Lattice Semiconductor Corp* | 20,562 | 2,372 | ||||||
| Life360 Inc* | 3,600 | 154 | ||||||
| LightPath Technologies Inc, Cl A* | 9,600 | 97 | ||||||
| Lightwave Logic Inc* | 23,300 | 127 | ||||||
| Littelfuse Inc | 3,791 | 1,563 | ||||||
| LiveRamp Holdings Inc* | 8,074 | 305 | ||||||
| MACOM Technology Solutions Holdings Inc* | 9,825 | 2,592 | ||||||
| Manhattan Associates Inc* | 8,880 | 1,982 | ||||||
| MARA Holdings Inc* | 55,000 | 592 | ||||||
| MaxLinear Inc, Cl A* | 12,644 | 758 | ||||||
| Methode Electronics Inc | 6,784 | 124 | ||||||
| Mirion Technologies Inc, Cl A* | 36,800 | 555 | ||||||
| Mitek Systems Inc* | 4,400 | 81 | ||||||
| MKS Inc | 10,123 | 2,594 | ||||||
| MongoDB Inc, Cl A* | 11,520 | 5,223 | ||||||
| M-Tron Industries Inc* | 240 | 18 | ||||||
| N-able Inc/US* | 11,350 | 45 | ||||||
| Napco Security Technologies Inc | 5,600 | 203 | ||||||
| Navitas Semiconductor Corp, Cl A* | 28,700 | 333 | ||||||
| nCino Inc* | 15,700 | 355 | ||||||
| NCR Voyix Corp* | 19,983 | 167 | ||||||
| NETGEAR Inc* | 3,492 | 74 | ||||||
| NetScout Systems Inc* | 9,458 | 367 | ||||||
| NextNav Inc* | 13,200 | 209 | ||||||
| nLight Inc* | 7,600 | 321 | ||||||
| Novanta Inc* | 4,962 | 726 | ||||||
| Nutanix Inc, Cl A* | 38,100 | 2,613 | ||||||
| NVE Corp | 900 | 90 | ||||||
| Okta Inc, Cl A* | 24,904 | 4,309 | ||||||
| Ondas Inc* | 68,500 | 524 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| One Stop Systems Inc* | 1,800 | $ | 19 | |||||
| OneSpan Inc | 3,002 | 50 | ||||||
| Onto Innovation Inc* | 7,472 | 1,997 | ||||||
| Ooma Inc* | 5,400 | 122 | ||||||
| OSI Systems Inc* | 2,368 | 492 | ||||||
| Ouster Inc* | 8,800 | 303 | ||||||
| PagerDuty Inc* | 13,915 | 197 | ||||||
| PAR Technology Corp* | 5,800 | 109 | ||||||
| PC Connection Inc | 1,631 | 130 | ||||||
| PDF Solutions Inc* | 5,153 | 229 | ||||||
| Pegasystems Inc | 11,772 | 433 | ||||||
| Penguin Solutions Inc* | 7,100 | 348 | ||||||
| Photronics Inc* | 9,129 | 257 | ||||||
| Plexus Corp* | 4,028 | 965 | ||||||
| Power Integrations Inc | 8,378 | 430 | ||||||
| Powerfleet Inc NJ* | 17,600 | 53 | ||||||
| Procore Technologies Inc* | 18,800 | 1,179 | ||||||
| Progress Software Corp* | 6,658 | 308 | ||||||
| Q2 Holdings Inc* | 9,300 | 605 | ||||||
| Qorvo Inc* | 12,900 | 1,239 | ||||||
| Qualys Inc* | 5,400 | 1,005 | ||||||
| Quantum Computing Inc* | 33,400 | 275 | ||||||
| QuickLogic Corp* | 800 | 9 | ||||||
| Rackspace Technology Inc* | 11,600 | 36 | ||||||
| Ralliant Corp | 17,200 | 1,062 | ||||||
| Rambus Inc* | 15,810 | 1,371 | ||||||
| Rapid7 Inc* | 9,700 | 131 | ||||||
| Red Violet Inc* | 1,500 | 110 | ||||||
| ReposiTrak Inc | 3,400 | 27 | ||||||
| Ribbon Communications Inc* | 13,520 | 27 | ||||||
| Rigetti Computing Inc* | 51,000 | 799 | ||||||
| Rimini Street Inc* | 10,000 | 56 | ||||||
| RingCentral Inc, Cl A | 10,500 | 731 | ||||||
| Riot Platforms Inc* | 49,900 | 948 | ||||||
| Rogers Corp* | 2,393 | 300 | ||||||
| Rubrik Inc, Cl A* | 23,300 | 2,168 | ||||||
| Sailpoint Inc* | 9,100 | 187 | ||||||
| Samsara Inc, Cl A* | 50,500 | 2,063 | ||||||
| Sanmina Corp* | 7,466 | 1,469 | ||||||
| ScanSource Inc* | 3,396 | 194 | ||||||
| Semtech Corp* | 14,075 | 1,871 | ||||||
| SentinelOne Inc, Cl A* | 49,500 | 1,094 | ||||||
| ServiceTitan Inc, Cl A* | 9,000 | 882 | ||||||
| SharonAI Holdings Inc, Cl A* | 500 | 27 | ||||||
| Silicon Laboratories Inc* | 4,982 | 1,091 | ||||||
| SiTime Corp* | 3,340 | 1,889 | ||||||
| Snowflake Inc, Cl A* | 49,800 | 16,505 | ||||||
| Soluna Holdings Inc* | 16,500 | 18 | ||||||
| SoundHound AI Inc, Cl A* | 55,900 | 400 | ||||||
| Sprinklr Inc, Cl A* | 17,700 | 145 | ||||||
| Sprout Social Inc, Cl A* | 8,600 | 98 | ||||||
| SPS Commerce Inc* | 5,658 | 483 | ||||||
| Strategy Inc, Cl A* | 48,450 | 6,441 |
| SEI Institutional Investments Trust | 51 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Synaptics Inc* | 5,987 | $ | 579 | |||||
| Syntec Optics Holdings Inc* | 2,300 | 19 | ||||||
| T1 Energy Inc* | 26,900 | 120 | ||||||
| TD SYNNEX Corp | 11,281 | 2,852 | ||||||
| Telos Corp* | 4,900 | 24 | ||||||
| Tenable Holdings Inc* | 16,200 | 618 | ||||||
| Teradata Corp* | 14,700 | 426 | ||||||
| Terawulf Inc* | 56,400 | 853 | ||||||
| Thryv Holdings Inc* | 6,500 | 12 | ||||||
| TSS Inc/MD* | 2,700 | 21 | ||||||
| TTM Technologies Inc* | 15,487 | 1,842 | ||||||
| Tucows Inc, Cl A* | 2,200 | 23 | ||||||
| Turtle Beach Corp* | 2,800 | 36 | ||||||
| Twilio Inc, Cl A* | 21,842 | 5,147 | ||||||
| Ubiquiti Inc | 640 | 378 | ||||||
| UiPath Inc, Cl A* | 57,300 | 1,070 | ||||||
| Ultra Clean Holdings Inc* | 6,352 | 431 | ||||||
| Unisys Corp* | 15,183 | 41 | ||||||
| Unity Software Inc* | 52,800 | 2,223 | ||||||
| Universal Display Corp | 6,651 | 553 | ||||||
| Unusual Machines Inc /US* | 6,900 | 163 | ||||||
| Varonis Systems Inc, Cl B* | 17,400 | 762 | ||||||
| Veeco Instruments Inc* | 9,110 | 404 | ||||||
| Vertex Inc, Cl A* | 9,800 | 139 | ||||||
| Via Transportation Inc, Cl A* | 5,900 | 165 | ||||||
| Viant Technology Inc, Cl A* | 2,600 | 33 | ||||||
| Viasat Inc* | 18,056 | 1,215 | ||||||
| Viavi Solutions Inc* | 35,400 | 1,285 | ||||||
| Vishay Intertechnology Inc | 19,517 | 594 | ||||||
| Vishay Precision Group Inc* | 2,064 | 128 | ||||||
| Vistance Networks Inc | 35,000 | 221 | ||||||
| Vontier Corp | 21,900 | 705 | ||||||
| Vuzix Corp* | 8,200 | 21 | ||||||
| Weave Communications Inc* | 7,300 | 53 | ||||||
| Whitefiber Inc* | 1,300 | 25 | ||||||
| Wolfspeed Inc* | 3,600 | 99 | ||||||
| Workiva Inc, Cl A* | 7,500 | 600 | ||||||
| Xerox Holdings Corp | 18,000 | 58 | ||||||
| Xperi Inc* | 9,580 | 57 | ||||||
| Yext Inc* | 13,600 | 92 | ||||||
| Zeta Global Holdings Corp, Cl A* | 33,300 | 1,031 | ||||||
| Zoom Communications Inc, Cl A* | 40,021 | 3,869 | ||||||
| Zscaler Inc* | 15,340 | 2,890 | ||||||
| 230,035 | ||||||||
| Materials — 3.8% | ||||||||
| AdvanSix Inc | 4,100 | 69 | ||||||
| Alcoa Corp | 40,000 | 1,998 | ||||||
| Alpha Metallurgical Resources Inc* | 1,400 | 330 | ||||||
| Alto Ingredients Inc* | 2,900 | 12 | ||||||
| American Battery Technology Co* | 19,500 | 53 | ||||||
| Ampco-Pittsburgh Corp* | 1,700 | 15 | ||||||
| AptarGroup Inc | 9,266 | 1,220 | ||||||
| Ardagh Metal Packaging SA | 18,100 | 92 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ashland Inc | 7,208 | $ | 529 | |||||
| ASP Isotopes Inc* | 15,000 | 60 | ||||||
| Aspen Aerogels Inc* | 9,600 | 47 | ||||||
| Aura Minerals Inc | 5,600 | 468 | ||||||
| Avient Corp | 13,932 | 614 | ||||||
| Axalta Coating Systems Ltd* | 31,500 | 1,147 | ||||||
| Balchem Corp | 4,988 | 877 | ||||||
| Cabot Corp | 7,932 | 656 | ||||||
| Celanese Corp, Cl A | 17,400 | 791 | ||||||
| Century Aluminum Co* | 9,497 | 435 | ||||||
| Chemours Co/The | 24,200 | 377 | ||||||
| Clearwater Paper Corp* | 2,651 | 56 | ||||||
| Cleveland-Cliffs Inc* | 87,221 | 1,007 | ||||||
| Coeur Mining Inc | 151,261 | 3,143 | ||||||
| Commercial Metals Co | 16,941 | 1,143 | ||||||
| Compass Minerals International Inc* | 4,740 | 118 | ||||||
| Constellium SE, Cl A* | 18,300 | 484 | ||||||
| Contango Silver & Gold Inc* | 5,800 | 113 | ||||||
| Crown Holdings Inc | 16,351 | 1,903 | ||||||
| Dakota Gold Corp* | 12,800 | 78 | ||||||
| Eagle Materials Inc | 4,783 | 929 | ||||||
| Eastman Chemical Co | 17,400 | 1,260 | ||||||
| Ecovyst Inc* | 19,100 | 194 | ||||||
| Element Solutions Inc | 32,900 | 1,169 | ||||||
| Ferroglobe PLC | 17,800 | 73 | ||||||
| Flotek Industries Inc* | 2,000 | 47 | ||||||
| FMC Corp | 18,700 | 216 | ||||||
| Graphic Packaging Holding Co | 44,017 | 493 | ||||||
| Greif Inc, Cl A | 3,419 | 283 | ||||||
| Greif Inc, Cl B | 300 | 32 | ||||||
| Hawkins Inc | 2,646 | 318 | ||||||
| HB Fuller Co | 8,633 | 474 | ||||||
| Hecla Mining Co | 92,368 | 1,835 | ||||||
| Huntsman Corp | 23,924 | 229 | ||||||
| Hycroft Mining Holding Corp, Cl A* | 8,900 | 209 | ||||||
| Idaho Strategic Resources Inc* | 2,800 | 91 | ||||||
| Ingevity Corp* | 5,400 | 374 | ||||||
| Innospec Inc | 3,813 | 358 | ||||||
| Intrepid Potash Inc* | 1,860 | 72 | ||||||
| Ivanhoe Electric Inc / US* | 18,100 | 200 | ||||||
| James Hardie Industries PLC* | 22,424 | 666 | ||||||
| Kaiser Aluminum Corp | 2,154 | 342 | ||||||
| Knife River Corp* | 7,883 | 494 | ||||||
| Koppers Holdings Inc | 2,573 | 118 | ||||||
| Kronos Worldwide Inc | 5,084 | 45 | ||||||
| LSB Industries Inc* | 8,300 | 89 | ||||||
| Magnera Corp* | 5,000 | 63 | ||||||
| Materion Corp | 2,974 | 702 | ||||||
| Mativ Holdings Inc | 10,288 | 122 | ||||||
| Metallus Inc* | 5,104 | 100 | ||||||
| Minerals Technologies Inc | 4,224 | 300 | ||||||
| MP Materials Corp* | 21,500 | 1,177 | ||||||
| Myers Industries Inc | 6,618 | 212 |
| 52 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NewMarket Corp | 937 | $ | 841 | |||||
| NioCorp Developments Ltd* | 21,100 | 88 | ||||||
| O-I Glass Inc* | 24,300 | 177 | ||||||
| Olin Corp | 18,416 | 320 | ||||||
| PERIMETER SOLUTIONS INC* | 22,000 | 671 | ||||||
| Perpetua Resources Corp* | 12,700 | 317 | ||||||
| PureCycle Technologies Inc* | 19,100 | 125 | ||||||
| Quaker Chemical Corp | 1,934 | 321 | ||||||
| Ramaco Resources Inc, Cl A* | 8,100 | 115 | ||||||
| Ranpak Holdings Corp, Cl A* | 8,300 | 39 | ||||||
| Rayonier Advanced Materials Inc* | 4,617 | 40 | ||||||
| REalloys Inc* | 8,400 | 87 | ||||||
| Reliance Inc | 7,678 | 2,949 | ||||||
| Royal Gold Inc | 12,502 | 3,269 | ||||||
| RPM International Inc | 18,488 | 1,925 | ||||||
| Ryerson Holding Corp | 4,996 | 125 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 6,859 | 410 | ||||||
| Sensient Technologies Corp | 6,435 | 868 | ||||||
| Silgan Holdings Inc | 12,160 | 505 | ||||||
| Solstice Advanced Materials Inc | 23,400 | 1,483 | ||||||
| Sonoco Products Co | 14,421 | 795 | ||||||
| Stepan Co | 2,825 | 177 | ||||||
| SunCoke Energy Inc | 9,446 | 98 | ||||||
| Sylvamo Corp | 5,000 | 180 | ||||||
| Tredegar Corp* | 5,341 | 41 | ||||||
| TriMas Corp | 4,076 | 158 | ||||||
| Tronox Holdings PLC | 20,000 | 106 | ||||||
| United States Antimony Corp* | 18,700 | 91 | ||||||
| United States Lime & Minerals Inc | 1,500 | 177 | ||||||
| US Gold Corp* | 1,300 | 21 | ||||||
| USA Rare Earth Inc* | 27,700 | 494 | ||||||
| Valhi Inc | 500 | 9 | ||||||
| Vista Gold Corp* | 19,900 | 43 | ||||||
| Warrior Met Coal Inc | 7,400 | 801 | ||||||
| Westlake Corp | 5,310 | 399 | ||||||
| Worthington Steel Inc | 5,702 | 196 | ||||||
| 49,582 | ||||||||
| Real Estate — 4.8% | ||||||||
| Acadia Realty Trust‡ | 21,339 | 437 | ||||||
| AGNT Inc | 13,900 | 57 | ||||||
| Agree Realty Corp‡ | 18,047 | 1,304 | ||||||
| AH Realty Trust Inc‡ | 13,800 | 89 | ||||||
| Alexander's Inc‡ | 188 | 51 | ||||||
| Alpine Income Property Trust Inc‡ | 4,000 | 78 | ||||||
| American Assets Trust Inc‡ | 7,791 | 175 | ||||||
| American Healthcare REIT Inc‡ | 28,000 | 1,546 | ||||||
| American Homes 4 Rent, Cl A‡ | 49,200 | 1,638 | ||||||
| Americold Realty Trust Inc‡ | 43,000 | 643 | ||||||
| Apple Hospitality REIT Inc‡ | 29,700 | 474 | ||||||
| Braemar Hotels & Resorts Inc‡ | 13,600 | 27 | ||||||
| Brandywine Realty Trust‡ | 18,539 | 56 | ||||||
| Brixmor Property Group Inc‡ | 46,500 | 1,343 | ||||||
| Broadstone Net Lease Inc, Cl A‡ | 29,800 | 622 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| BRT Apartments Corp‡ | 2,400 | $ | 34 | |||||
| CareTrust REIT Inc‡ | 33,853 | 1,319 | ||||||
| CBL & Associates Properties Inc‡ | 2,000 | 109 | ||||||
| Centerspace‡ | 2,403 | 126 | ||||||
| Chatham Lodging Trust‡ | 3,935 | 51 | ||||||
| Chiron Real Estate Inc‡ | 2,540 | 93 | ||||||
| Community Healthcare Trust Inc‡ | 4,000 | 59 | ||||||
| Compass Inc, Cl A* | 103,486 | 1,093 | ||||||
| COPT Defense Properties‡ | 15,830 | 570 | ||||||
| Cousins Properties Inc‡ | 25,345 | 735 | ||||||
| CTO Realty Growth Inc‡ | 3,154 | 67 | ||||||
| CubeSmart‡ | 34,522 | 1,371 | ||||||
| Curbline Properties Corp‡ | 15,502 | 462 | ||||||
| Cushman & Wakefield Ltd* | 37,100 | 500 | ||||||
| DiamondRock Hospitality Co‡ | 28,707 | 353 | ||||||
| Diversified Healthcare Trust‡ | 28,407 | 215 | ||||||
| Douglas Elliman Inc* | 7,300 | 14 | ||||||
| Douglas Emmett Inc‡ | 25,085 | 290 | ||||||
| Easterly Government Properties Inc, Cl A‡ | 5,040 | 124 | ||||||
| EastGroup Properties Inc‡ | 8,085 | 1,613 | ||||||
| Empire State Realty Trust Inc, Cl A‡ | 17,400 | 79 | ||||||
| EPR Properties‡ | 11,651 | 684 | ||||||
| Equity LifeStyle Properties Inc‡ | 28,264 | 1,793 | ||||||
| Essential Properties Realty Trust Inc‡ | 30,800 | 924 | ||||||
| Farmland Partners Inc‡ | 3,700 | 38 | ||||||
| Fermi Inc*‡ | 27,300 | 136 | ||||||
| First Industrial Realty Trust Inc‡ | 20,153 | 1,247 | ||||||
| Forestar Group Inc* | 3,867 | 109 | ||||||
| Four Corners Property Trust Inc‡ | 14,319 | 356 | ||||||
| FrontView REIT Inc‡ | 4,400 | 85 | ||||||
| FRP Holdings Inc* | 2,176 | 48 | ||||||
| Gaming and Leisure Properties Inc‡ | 41,331 | 1,739 | ||||||
| Getty Realty Corp‡ | 9,089 | 295 | ||||||
| Gladstone Commercial Corp‡ | 8,519 | 110 | ||||||
| Gladstone Land Corp‡ | 7,000 | 64 | ||||||
| Global Net Lease Inc‡ | 30,962 | 284 | ||||||
| Healthcare Realty Trust Inc, Cl A‡ | 48,805 | 929 | ||||||
| Highwoods Properties Inc‡ | 16,368 | 501 | ||||||
| Howard Hughes Holdings Inc* | 5,017 | 322 | ||||||
| Hudson Pacific Properties Inc*‡ | 6,810 | 86 | ||||||
| Independence Realty Trust Inc‡ | 36,901 | 597 | ||||||
| Industrial Logistics Properties Trust‡ | 10,700 | 88 | ||||||
| Innovative Industrial Properties Inc, Cl A‡ | 4,400 | 250 | ||||||
| InvenTrust Properties Corp‡ | 10,500 | 339 | ||||||
| Janus Living Inc, Cl A‡ | 5,900 | 176 | ||||||
| JBG SMITH Properties‡ | 7,700 | 93 | ||||||
| Jones Lang LaSalle Inc* | 6,767 | 2,476 | ||||||
| Kilroy Realty Corp‡ | 17,743 | 644 | ||||||
| Kite Realty Group Trust‡ | 29,621 | 764 | ||||||
| Lamar Advertising Co, Cl A‡ | 12,797 | 1,907 | ||||||
| Lineage Inc‡ | 9,300 | 365 | ||||||
| LTC Properties Inc‡ | 7,917 | 319 | ||||||
| LXP Industrial Trust‡ | 9,038 | 549 |
| SEI Institutional Investments Trust | 53 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Macerich Co/The‡ | 42,845 | $ | 1,012 | |||||
| Marcus & Millichap Inc | 2,700 | 85 | ||||||
| Medical Properties Trust Inc‡ | 75,162 | 298 | ||||||
| Millrose Properties Inc‡ | 24,000 | 730 | ||||||
| National Health Investors Inc‡ | 7,264 | 517 | ||||||
| National Healthcare Properties Inc, Cl A‡ | 4,800 | 77 | ||||||
| NET Lease Office Properties‡ | 2,895 | 33 | ||||||
| NETSTREIT Corp‡ | 14,300 | 291 | ||||||
| Newmark Group Inc, Cl A | 24,705 | 376 | ||||||
| NexPoint Residential Trust Inc‡ | 2,600 | 62 | ||||||
| NNN REIT Inc‡ | 28,843 | 1,304 | ||||||
| Omega Healthcare Investors Inc‡ | 43,757 | 2,001 | ||||||
| One Liberty Properties Inc‡ | 3,662 | 88 | ||||||
| Opendoor Technologies Inc* | 131,100 | 420 | ||||||
| Outfront Media Inc‡ | 22,208 | 652 | ||||||
| Park Hotels & Resorts Inc‡ | 27,759 | 425 | ||||||
| Pebblebrook Hotel Trust‡ | 14,625 | 265 | ||||||
| Phillips Edison & Co Inc‡ | 19,000 | 734 | ||||||
| Piedmont Realty Trust Inc, Cl A*‡ | 20,266 | 194 | ||||||
| Postal Realty Trust Inc, Cl A‡ | 2,600 | 61 | ||||||
| Rayonier Inc‡ | 44,078 | 904 | ||||||
| Rexford Industrial Realty Inc‡ | 33,100 | 1,226 | ||||||
| RLJ Lodging Trust‡ | 14,354 | 158 | ||||||
| RMR Group Inc/The, Cl A | 1,070 | 21 | ||||||
| Ryman Hospitality Properties Inc‡ | 9,560 | 1,212 | ||||||
| Sabra Health Care REIT Inc‡ | 38,720 | 790 | ||||||
| Safehold Inc‡ | 6,727 | 102 | ||||||
| Saul Centers Inc‡ | 1,744 | 57 | ||||||
| Seaport Entertainment Group Inc* | 1,288 | 34 | ||||||
| Service Properties Trust‡ | 19,848 | 155 | ||||||
| SITE Centers Corp‡ | 7,801 | 23 | ||||||
| SL Green Realty Corp‡ | 9,983 | 559 | ||||||
| Smartstop Self Storage REIT Inc‡ | 9,400 | 305 | ||||||
| St Joe Co/The | 6,200 | 410 | ||||||
| STAG Industrial Inc‡ | 29,356 | 1,094 | ||||||
| Summit Hotel Properties Inc‡ | 13,929 | 81 | ||||||
| Sun Communities Inc‡ | 18,321 | 2,225 | ||||||
| Sunstone Hotel Investors Inc‡ | 22,738 | 254 | ||||||
| Tanger Inc‡ | 15,949 | 601 | ||||||
| Tejon Ranch Co* | 4,876 | 78 | ||||||
| Terreno Realty Corp‡ | 16,063 | 1,064 | ||||||
| UMH Properties Inc‡ | 12,600 | 207 | ||||||
| Universal Health Realty Income Trust‡ | 1,116 | 46 | ||||||
| Urban Edge Properties‡ | 19,700 | 417 | ||||||
| Vornado Realty Trust‡ | 26,000 | 972 | ||||||
| WP Carey Inc‡ | 33,400 | 2,337 | ||||||
| Xenia Hotels & Resorts Inc‡ | 13,400 | 251 | ||||||
| Zillow Group Inc, Cl A* | 4,591 | 164 | ||||||
| Zillow Group Inc, Cl C* | 25,097 | 877 | ||||||
| 62,383 | ||||||||
| Utilities — 1.7% | ||||||||
| American States Water Co | 5,774 | 516 | ||||||
| Avista Corp | 11,952 | 444 |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Black Hills Corp | 11,802 | $ | 846 | |||||
| Cadiz Inc* | 4,900 | 19 | ||||||
| California Water Service Group | 9,041 | 452 | ||||||
| Chesapeake Utilities Corp | 3,815 | 509 | ||||||
| Clearway Energy Inc, Cl C | 18,000 | 571 | ||||||
| Consolidated Water Co Ltd | 3,100 | 92 | ||||||
| Essential Utilities Inc | 43,037 | 1,772 | ||||||
| Genie Energy Ltd, Cl B | 3,200 | 47 | ||||||
| Global Water Resources Inc | 2,800 | 26 | ||||||
| H2O America | 4,764 | 302 | ||||||
| Hallador Energy Co* | 4,400 | 73 | ||||||
| Hawaiian Electric Industries Inc* | 20,758 | 233 | ||||||
| IDACORP Inc, Cl Rights | 8,524 | 1,161 | ||||||
| MDU Resources Group Inc | 29,532 | 588 | ||||||
| MGE Energy Inc | 4,914 | 382 | ||||||
| Middlesex Water Co | 2,901 | 168 | ||||||
| Montauk Renewables Inc* | 11,500 | 20 | ||||||
| National Fuel Gas Co | 14,388 | 1,195 | ||||||
| New Jersey Resources Corp | 15,494 | 826 | ||||||
| Northwest Natural Holding Co | 6,876 | 337 | ||||||
| Northwestern Energy Group Inc | 8,646 | 598 | ||||||
| OGE Energy Corp | 30,176 | 1,377 | ||||||
| Oklo Inc, Cl A* | 20,200 | 820 | ||||||
| ONE Gas Inc | 9,500 | 753 | ||||||
| Ormat Technologies Inc | 8,734 | 891 | ||||||
| Otter Tail Corp | 5,746 | 520 | ||||||
| Portland General Electric Co | 17,900 | 875 | ||||||
| Pure Cycle Corp* | 5,900 | 65 | ||||||
| Southwest Gas Holdings Inc | 10,841 | 958 | ||||||
| Spire Inc | 8,903 | 729 | ||||||
| Talen Energy Corp* | 6,840 | 2,023 | ||||||
| TXNM Energy Inc | 15,317 | 882 | ||||||
| UGI Corp | 32,996 | 1,269 | ||||||
| Unitil Corp | 3,258 | 174 | ||||||
| York Water Co/The | 2,952 | 101 | ||||||
| 22,614 | ||||||||
| Total United States | 1,207,593 | |||||||
| Total Common Stock | ||||||||
| (Cost $714,211) ($ Thousands) | 1,274,170 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Rights — 0.0% | ||||||||
| Concentra Biosciences CVR *‡‡ | 17,400 | – | ||||||
| Gilead Sciences Inc CVR *‡‡ | 6,200 | 1 | ||||||
| Novartis AG CVR *‡‡ | 21,360 | 11 | ||||||
| Pfizer Inc CVR *‡‡ | 8,200 | 40 | ||||||
| Tobira Therapeutics CVR, Expires 12/31/2028 * | 2,300 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 52 |
| 54 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Extended Market Index Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| REGISTERED INVESTMENT COMPANY — 0.0% | ||||||||
| NexPoint Diversified Real Estate Trust | 7,944 | $ | 42 | |||||
| Total Registered Investment Company | ||||||||
| (Cost $77) ($ Thousands) | 42 | |||||||
| CASH EQUIVALENT — 1.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 13,082,491 | 13,082 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $13,082) ($ Thousands) | 13,082 | |||||||
| Total Investments in Securities — 99.2% | ||||||||
| (Cost $727,370) ($ Thousands) | $ | 1,287,346 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 61 | Sep-2026 | $ | 9,157 | $ | 9,024 | $ | (133 | ) | |||||||||
| S&P 500 Index E-Mini | 3 | Sep-2026 | 1,156 | 1,155 | (1 | ) | ||||||||||||
| S&P Mid Cap 400 Index E-Mini | 17 | Sep-2026 | 6,463 | 6,404 | (59 | ) | ||||||||||||
| $ | 16,776 | $ | 16,583 | $ | (193 | ) | ||||||||||||
| Percentages are based on Net Assets of $1,298,151 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| ‡ | Real Estate Investment Trust. |
| † | Investment in Affiliated Security. |
| ‡‡ | Expiration date not available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Investments Co | $ | 1,320 | $ | 201 | $ | (187 | ) | $ | — | $ | 311 | $ | 1,645 | $ | 8 | $ | — | |||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | 13,458 | 57,583 | (57,959 | ) | — | — | 13,082 | 149 | — | |||||||||||||||||||||||
| Totals | $ | 14,778 | $ | 57,784 | $ | (58,146 | ) | $ | – | $ | 311 | $ | 14,727 | $ | 157 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 55 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 96.5% | ||||||||
| Communication Services — 2.9% | ||||||||
| AMC Global Media Inc, Cl A * | 9,100 | $ | 115 | |||||
| Bumble Inc, Cl A * | 30,067 | 82 | ||||||
| CuriosityStream Inc | 137,011 | 367 | ||||||
| EverQuote Inc, Cl A * | 12,762 | 325 | ||||||
| Gogo Inc * | 28,060 | 71 | ||||||
| Ibotta Inc, Cl A * | 4,827 | 180 | ||||||
| IMAX Corp * | 18,686 | 957 | ||||||
| Lionsgate Studios Corp * | 39,105 | 443 | ||||||
| Match Group Inc | 11,700 | 476 | ||||||
| New York Times Co/The, Cl A | 5,060 | 340 | ||||||
| Nexstar Media Group Inc, Cl A | 2,900 | 528 | ||||||
| Nextdoor Holdings Inc * | 16,979 | 38 | ||||||
| Nexxen International Ltd * | 17,500 | 171 | ||||||
| Playtika Holding Corp | 17,700 | 40 | ||||||
| Shutterstock Inc | 5,100 | 28 | ||||||
| Sphere Entertainment Co * | 5,582 | 761 | ||||||
| Taboola.com Ltd * | 124,058 | 463 | ||||||
| Yelp Inc, Cl A * | 10,300 | 230 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 22,500 | 95 | ||||||
| 5,710 | ||||||||
| Consumer Discretionary — 10.2% | ||||||||
| Academy Sports & Outdoors Inc | 6,900 | 296 | ||||||
| ADT Inc | 84,200 | 622 | ||||||
| American Eagle Outfitters Inc | 10,900 | 181 | ||||||
| American Public Education Inc * | 7,364 | 336 | ||||||
| AutoNation Inc * | 800 | 161 | ||||||
| Bath & Body Works Inc | 12,800 | 246 | ||||||
| Bloomin' Brands Inc | 28,300 | 291 | ||||||
| Boot Barn Holdings Inc * | 4,604 | 693 | ||||||
| Boyd Gaming Corp | 2,200 | 171 | ||||||
| Brinker International Inc * | 3,308 | 756 | ||||||
| Brunswick Corp/DE | 4,332 | 329 | ||||||
| Build-A-Bear Workshop Inc | 3,899 | 118 | ||||||
| Churchill Downs Inc | 3,491 | 305 | ||||||
| Citi Trends Inc * | 5,053 | 344 | ||||||
| Covista Inc * | 1,400 | 185 | ||||||
| Crocs Inc * | 3,100 | 373 | ||||||
| Designer Brands Inc, Cl A | 24,699 | 135 | ||||||
| Dick's Sporting Goods Inc | 1,569 | 212 | ||||||
| Dine Brands Global Inc | 3,200 | 106 | ||||||
| El Pollo Loco Holdings Inc * | 15,100 | 231 | ||||||
| Envela Corp * | 3,014 | 42 | ||||||
| Escalade Inc | 3,109 | 63 | ||||||
| Flexsteel Industries Inc | 3,871 | 308 | ||||||
| Garrett Motion Inc | 24,662 | 665 | ||||||
| Genesco Inc * | 4,560 | 153 | ||||||
| GigaCloud Technology Inc, Cl A * | 6,568 | 319 | ||||||
| G-III Apparel Group Ltd | 14,600 | 476 | ||||||
| Gold.com Inc | 10,531 | 474 | ||||||
| Goodyear Tire & Rubber Co/The * | 16,500 | 103 | ||||||
| Group 1 Automotive Inc | 800 | 216 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| H&R Block Inc | 4,200 | $ | 217 | |||||
| Harley-Davidson Inc | 12,200 | 337 | ||||||
| Haverty Furniture Cos Inc | 7,400 | 202 | ||||||
| Holley Inc * | 11,233 | 32 | ||||||
| La-Z-Boy Inc | 10,900 | 345 | ||||||
| Life Time Group Holdings Inc * | 11,944 | 502 | ||||||
| Lovesac Co/The * | 2,558 | 40 | ||||||
| M/I Homes Inc * | 1,700 | 253 | ||||||
| Macy's Inc | 13,000 | 285 | ||||||
| Marriott Vacations Worldwide Corp | 1,150 | 120 | ||||||
| MasterCraft Boat Holdings Inc * | 4,645 | 108 | ||||||
| Mattel Inc * | 19,100 | 286 | ||||||
| Meritage Homes Corp | 3,700 | 257 | ||||||
| Motorcar Parts of America Inc * | 15,005 | 174 | ||||||
| Movado Group Inc | 11,628 | 392 | ||||||
| OneSpaWorld Holdings Ltd | 32,800 | 814 | ||||||
| Patrick Industries Inc | 3,605 | 295 | ||||||
| Perdoceo Education Corp | 17,264 | 574 | ||||||
| Phinia Inc | 8,500 | 582 | ||||||
| PVH Corp | 5,883 | 436 | ||||||
| RealReal Inc/The * | 31,069 | 318 | ||||||
| Rocky Brands Inc | 6,512 | 294 | ||||||
| Rush Street Interactive Inc, Cl A * | 9,002 | 232 | ||||||
| Sally Beauty Holdings Inc * | 12,500 | 205 | ||||||
| Shoe Station Group Inc | 2,400 | 33 | ||||||
| Signet Jewelers Ltd | 4,900 | 403 | ||||||
| Smith & Wesson Brands Inc | 29,209 | 371 | ||||||
| Stitch Fix Inc, Cl A * | 36,535 | 116 | ||||||
| Strategic Education Inc | 2,910 | 241 | ||||||
| Travel + Leisure Co | 13,508 | 929 | ||||||
| Upbound Group Inc, Cl A | 13,800 | 252 | ||||||
| Victoria's Secret & Co * | 8,250 | 705 | ||||||
| Visteon Corp | 3,300 | 336 | ||||||
| Wingstop Inc | 1,399 | 153 | ||||||
| 19,749 | ||||||||
| Consumer Staples — 3.4% | ||||||||
| Albertsons Cos Inc, Cl A | 10,300 | 127 | ||||||
| B&G Foods Inc, Cl A | 40,500 | 141 | ||||||
| Casey's General Stores Inc | 1,490 | 1,121 | ||||||
| Central Garden & Pet Co, Cl A * | 14,600 | 543 | ||||||
| Del Monte Corp | 8,900 | 282 | ||||||
| Energizer Holdings Inc | 16,300 | 355 | ||||||
| Herbalife Ltd * | 15,300 | 168 | ||||||
| Honest Co Inc/The * | 70,962 | 406 | ||||||
| Ingredion Inc | 3,300 | 341 | ||||||
| Mama's Creations Inc * | 13,530 | 220 | ||||||
| Nature's Sunshine Products Inc * | 7,917 | 112 | ||||||
| PriceSmart Inc | 6,192 | 1,053 | ||||||
| Simply Good Foods Co/The * | 9,300 | 107 | ||||||
| Spectrum Brands Holdings Inc | 3,400 | 293 | ||||||
| Turning Point Brands Inc | 3,957 | 320 | ||||||
| United Natural Foods Inc * | 8,100 | 355 | ||||||
| Village Super Market Inc, Cl A | 8,774 | 380 | ||||||
| 56 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Yesway Inc, Cl A * | 13,056 | $ | 325 | |||||
| 6,649 | ||||||||
| Energy — 6.4% | ||||||||
| Archrock Inc | 26,470 | 834 | ||||||
| Ardmore Shipping Corp | 24,077 | 419 | ||||||
| Chord Energy Corp | 3,400 | 500 | ||||||
| DHT Holdings Inc | 27,400 | 537 | ||||||
| DT Midstream Inc | 2,888 | 378 | ||||||
| Encore Energy Corp * | 162,799 | 204 | ||||||
| Energy Services of America Corp | 19,526 | 227 | ||||||
| Excelerate Energy Inc, Cl A | 10,439 | 414 | ||||||
| Forum Energy Technologies Inc * | 6,197 | 508 | ||||||
| Gevo Inc * | 144,600 | 240 | ||||||
| Green Plains Inc * | 3,930 | 57 | ||||||
| HF Sinclair Corp | 7,500 | 762 | ||||||
| Innovex International Inc * | 2,990 | 92 | ||||||
| Kolibri Global Energy Inc * | 44,231 | 267 | ||||||
| Matador Resources Co | 18,747 | 1,088 | ||||||
| Murphy Oil Corp | 10,800 | 393 | ||||||
| National Energy Services Reunited Corp * | 3,920 | 138 | ||||||
| Navigator Holdings Ltd | 31,001 | 685 | ||||||
| NOV Inc | 32,900 | 700 | ||||||
| Oil States International Inc * | 42,259 | 373 | ||||||
| Patterson-UTI Energy Inc | 63,000 | 796 | ||||||
| Peabody Energy Corp | 9,500 | 282 | ||||||
| PrimeEnergy Resources Corp * | 631 | 133 | ||||||
| REX American Resources Corp * | 4,045 | 166 | ||||||
| Riley Exploration Permian Inc | 15,505 | 605 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 12,224 | 621 | ||||||
| Teekay Corp Ltd | 35,515 | 467 | ||||||
| World Kinect Corp | 17,500 | 626 | ||||||
| 12,512 | ||||||||
| Financials — 21.5% | ||||||||
| Affiliated Managers Group Inc | 1,300 | 479 | ||||||
| Alerus Financial Corp | 14,145 | 465 | ||||||
| Amalgamated Financial Corp | 5,000 | 240 | ||||||
| American Integrity Insurance Group Inc | 7,961 | 207 | ||||||
| Ames National Corp | 4,197 | 132 | ||||||
| Associated Banc-Corp | 16,400 | 502 | ||||||
| Ategrity Specialty Holdings LLC * | 10,159 | 267 | ||||||
| Axis Capital Holdings Ltd | 3,700 | 365 | ||||||
| Banc of California Inc | 13,900 | 259 | ||||||
| Bank of Marin Bancorp | 11,143 | 296 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 12,751 | 751 | ||||||
| Bank OZK | 7,900 | 388 | ||||||
| Bank7 Corp | 7,819 | 402 | ||||||
| BCB Bancorp Inc | 34,040 | 291 | ||||||
| Bladex Inc, Cl E | 15,343 | 827 | ||||||
| Bridgewater Bancshares Inc * | 17,574 | 370 | ||||||
| Brighthouse Financial Inc * | 3,600 | 191 | ||||||
| BV Financial Inc * | 1,304 | 28 | ||||||
| California BanCorp | 6,089 | 130 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Camden National Corp | 4,000 | $ | 226 | |||||
| Capital Bancorp Inc | 2,786 | 101 | ||||||
| Capitol Federal Financial Inc | 43,350 | 373 | ||||||
| Carter Bankshares Inc | 3,120 | 97 | ||||||
| Cathay General Bancorp | 4,800 | 294 | ||||||
| Chain Bridge Bancorp Inc, Cl A * | 3,372 | 155 | ||||||
| Chimera Investment Corp ‡ | 14,600 | 167 | ||||||
| Citizens Community Bancorp Inc/WI | 2,333 | 49 | ||||||
| Civista Bancshares Inc | 7,800 | 210 | ||||||
| CNB Financial Corp/PA | 9,337 | 316 | ||||||
| CNO Financial Group Inc | 18,800 | 1,030 | ||||||
| Cohen & Steers Inc | 3,878 | 313 | ||||||
| Columbia Banking System Inc | 17,000 | 504 | ||||||
| Community Trust Bancorp Inc | 3,700 | 282 | ||||||
| Dime Commercial Bancshares Inc | 9,997 | 404 | ||||||
| Eagle Bancorp Montana Inc | 8,838 | 197 | ||||||
| Enova International Inc * | 308 | 70 | ||||||
| Esquire Financial Holdings Inc | 2,171 | 243 | ||||||
| EVERTEC Inc | 9,400 | 278 | ||||||
| EZCORP Inc, Cl A * | 13,525 | 437 | ||||||
| FB Bancorp Inc * | 5,659 | 89 | ||||||
| Federated Hermes Inc, Cl B | 6,200 | 395 | ||||||
| Finwise Bancorp * | 1,993 | 28 | ||||||
| First American Financial Corp | 5,300 | 392 | ||||||
| First BanCorp/Puerto Rico | 11,900 | 332 | ||||||
| First Busey Corp | 17,170 | 517 | ||||||
| First Business Financial Services Inc | 5,300 | 370 | ||||||
| First Commonwealth Financial Corp | 9,900 | 205 | ||||||
| First Financial Bankshares Inc | 27,620 | 918 | ||||||
| First Financial Corp | 9,996 | 782 | ||||||
| FirstCash Holdings Inc | 5,768 | 1,237 | ||||||
| Five Star Bancorp | 3,331 | 153 | ||||||
| FNB Corp/PA | 10,300 | 188 | ||||||
| FS KKR Capital Corp | 7,400 | 92 | ||||||
| Fulton Financial Corp | 15,700 | 368 | ||||||
| FVCBankcorp Inc | 17,135 | 313 | ||||||
| Genworth Financial Inc, Cl A * | 10,700 | 106 | ||||||
| Greenlight Capital Re Ltd, Cl A * | 5,256 | 80 | ||||||
| Hamilton Lane Inc, Cl A | 3,889 | 423 | ||||||
| Hancock Whitney Corp | 7,200 | 536 | ||||||
| Hanmi Financial Corp | 18,936 | 587 | ||||||
| Hanover Insurance Group Inc/The | 1,500 | 339 | ||||||
| HBT Financial Inc | 5,836 | 207 | ||||||
| Home BancShares Inc/AR | 12,599 | 371 | ||||||
| HomeTrust Bancshares Inc | 4,364 | 203 | ||||||
| Hope Bancorp Inc | 16,200 | 223 | ||||||
| Independent Bank Corp/MI | 10,800 | 394 | ||||||
| International Money Express Inc * | 1,800 | 26 | ||||||
| Invesco Mortgage Capital Inc ‡ | 7,650 | 56 | ||||||
| Jack Henry & Associates Inc | 2,547 | 428 | ||||||
| Jackson Financial Inc, Cl A | 6,600 | 881 | ||||||
| Jefferson Capital Inc | 7,240 | 151 | ||||||
| John Marshall Bancorp Inc | 4,054 | 93 | ||||||
| SEI Institutional Investments Trust | 57 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kearny Financial Corp/MD | 10,369 | $ | 102 | |||||
| Kinsale Capital Group Inc | 887 | 332 | ||||||
| LendingTree Inc * | 4,011 | 112 | ||||||
| Lincoln National Corp | 5,600 | 238 | ||||||
| loanDepot Inc, Cl A * | 72,088 | 68 | ||||||
| MainStreet Bancshares Inc | 10,403 | 259 | ||||||
| Mercantile Bank Corp | 4,200 | 251 | ||||||
| Meridian Corp | 11,600 | 223 | ||||||
| MGIC Investment Corp | 19,700 | 604 | ||||||
| MidCap Financial Investment Corp | 12,600 | 124 | ||||||
| Midland States Bancorp Inc | 22,799 | 748 | ||||||
| Moelis & Co, Cl A | 3,640 | 248 | ||||||
| Morningstar Inc | 1,774 | 388 | ||||||
| NB Bancorp Inc | 1,500 | 33 | ||||||
| NerdWallet Inc, Cl A * | 38,600 | 381 | ||||||
| New Mountain Finance Corp | 22,900 | 175 | ||||||
| Northeast Community Bancorp Inc | 12,300 | 324 | ||||||
| Northrim BanCorp Inc | 16,606 | 425 | ||||||
| Northwest Bancshares Inc | 15,400 | 235 | ||||||
| Norwood Financial Corp | 3,510 | 120 | ||||||
| Octave Specialty Group Inc * | 15,558 | 68 | ||||||
| OFG Bancorp | 11,300 | 588 | ||||||
| Orrstown Financial Services Inc | 6,159 | 257 | ||||||
| Pagseguro Digital Ltd, Cl A | 23,400 | 211 | ||||||
| Parke Bancorp Inc | 12,363 | 417 | ||||||
| Paysign Inc * | 32,407 | 404 | ||||||
| PCB Bancorp | 10,100 | 276 | ||||||
| Pelagos Insurance Capital Ltd | 24,632 | 601 | ||||||
| PennantPark Investment Corp | 22,500 | 84 | ||||||
| Peoples Bancorp of North Carolina Inc | 9,057 | 396 | ||||||
| Piper Sandler Cos | 4,445 | 334 | ||||||
| Popular Inc | 8,001 | 1,346 | ||||||
| Porch Group Inc * | 22,462 | 382 | ||||||
| PRA Group Inc * | 10,453 | 197 | ||||||
| Primerica Inc | 1,080 | 311 | ||||||
| Primis Financial Corp | 6,391 | 102 | ||||||
| RBB Bancorp | 15,815 | 410 | ||||||
| Red River Bancshares Inc | 1,138 | 114 | ||||||
| Regional Management Corp | 9,300 | 298 | ||||||
| Rithm Capital Corp ‡ | 31,400 | 315 | ||||||
| S&T Bancorp Inc | 7,500 | 371 | ||||||
| ServisFirst Bancshares Inc | 8,255 | 355 | ||||||
| Sixth Street Specialty Lending Inc | 9,900 | 187 | ||||||
| Slide Insurance Holdings Inc | 5,609 | 130 | ||||||
| SLM Corp | 12,800 | 332 | ||||||
| SmartFinancial Inc | 9,247 | 467 | ||||||
| Stifel Financial Corp | 10,915 | 882 | ||||||
| Timberland Bancorp Inc/WA | 3,024 | 138 | ||||||
| TPG Mortgage Investment Trust Inc ‡ | 36,200 | 244 | ||||||
| Unity Bancorp Inc | 852 | 49 | ||||||
| Universal Insurance Holdings Inc | 12,782 | 549 | ||||||
| Univest Financial Corp | 5,487 | 228 | ||||||
| Valley National Bancorp | 60,430 | 824 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| WaFd Inc | 7,100 | $ | 254 | |||||
| West BanCorp Inc | 3,090 | 87 | ||||||
| Western New England Bancorp Inc | 5,370 | 74 | ||||||
| Western Union Co/The | 41,900 | 300 | ||||||
| 41,791 | ||||||||
| Health Care — 14.8% | ||||||||
| Akebia Therapeutics Inc * | 97,234 | 89 | ||||||
| Amphastar Pharmaceuticals Inc * | 9,200 | 207 | ||||||
| AnaptysBio Inc * | 4,675 | 267 | ||||||
| Annexon Inc * | 20,652 | 102 | ||||||
| Arbutus Biopharma Corp * | 92,325 | 469 | ||||||
| Atrium Therapeutics Inc * | 22,306 | 297 | ||||||
| Aveanna Healthcare Holdings Inc * | 38,232 | 513 | ||||||
| Axogen Inc * | 7,510 | 381 | ||||||
| Axsome Therapeutics Inc * | 925 | 184 | ||||||
| BioLife Solutions Inc * | 15,030 | 557 | ||||||
| Bioventus Inc, Cl A * | 7,459 | 102 | ||||||
| Bridgebio Pharma Inc * | 3,475 | 266 | ||||||
| Bright Minds Biosciences Inc * | 4,665 | 335 | ||||||
| BrightSpring Health Services Inc * | 16,695 | 975 | ||||||
| CAMP4 Therapeutics Corp * | 5,720 | 23 | ||||||
| CareDx Inc * | 12,050 | 604 | ||||||
| Celcuity Inc * | 821 | 73 | ||||||
| Chemed Corp | 750 | 389 | ||||||
| Codexis Inc * | 22,850 | 39 | ||||||
| Collegium Pharmaceutical Inc * | 13,650 | 336 | ||||||
| Editas Medicine Inc, Cl A * | 97,472 | 298 | ||||||
| Emergent BioSolutions Inc * | 26,660 | 163 | ||||||
| Encompass Health Corp | 2,900 | 349 | ||||||
| Ensign Group Inc/The | 7,193 | 1,239 | ||||||
| Eton Pharmaceuticals Inc * | 3,240 | 196 | ||||||
| Evolent Health Inc, Cl A * | 42,449 | 191 | ||||||
| Exelixis Inc * | 14,700 | 803 | ||||||
| Fennec Pharmaceuticals Inc * | 17,991 | 222 | ||||||
| GoodRx Holdings Inc, Cl A * | 55,300 | 193 | ||||||
| Guardant Health Inc * | 5,520 | 878 | ||||||
| Guardian Pharmacy Services Inc, Cl A * | 6,267 | 232 | ||||||
| Halozyme Therapeutics Inc * | 10,900 | 1,161 | ||||||
| Harmony Biosciences Holdings Inc * | 13,500 | 532 | ||||||
| HealthEquity Inc * | 8,405 | 811 | ||||||
| Heron Therapeutics Inc * | 71,088 | 23 | ||||||
| Indivior Pharmaceuticals Inc * | 6,000 | 210 | ||||||
| InfuSystem Holdings Inc * | 25,729 | 313 | ||||||
| Innovage Holding Corp * | 6,577 | 71 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 73,016 | 310 | ||||||
| Jazz Pharmaceuticals PLC * | 5,700 | 1,429 | ||||||
| Keros Therapeutics Inc * | 20,427 | 226 | ||||||
| Kodiak Sciences Inc * | 2,423 | 90 | ||||||
| LeMaitre Vascular Inc | 8,138 | 653 | ||||||
| Lexeo Therapeutics Inc * | 7,144 | 34 | ||||||
| Liquidia Corp * | 2,455 | 167 | ||||||
| MacroGenics Inc * | 22,636 | 90 | ||||||
| Maze Therapeutics Inc * | 15,613 | 415 | ||||||
| 58 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MeiraGTx Holdings plc * | 5,080 | $ | 70 | |||||
| Mesa Laboratories Inc | 1,810 | 231 | ||||||
| MiMedx Group Inc * | 53,400 | 242 | ||||||
| Monte Rosa Therapeutics Inc * | 4,690 | 65 | ||||||
| Myriad Genetics Inc * | 18,529 | 60 | ||||||
| Nkarta Inc * | 30,455 | 82 | ||||||
| Nutex Health Inc * | 2,649 | 500 | ||||||
| Olema Pharmaceuticals Inc * | 3,653 | 38 | ||||||
| Omada Health Inc * | 9,892 | 243 | ||||||
| OmniAb Inc, Cl W * | 3,552 | 16 | ||||||
| Organogenesis Holdings Inc, Cl A * | 22,921 | 39 | ||||||
| Pacira BioSciences Inc * | 12,700 | 329 | ||||||
| PACS Group Inc * | 2,149 | 91 | ||||||
| Palisade Bio Inc * | 194,640 | 380 | ||||||
| Pediatrix Medical Group Inc * | 13,000 | 341 | ||||||
| Pennant Group Inc/The * | 12,830 | 472 | ||||||
| Phibro Animal Health Corp, Cl A | 6,410 | 242 | ||||||
| Precigen Inc * | 26,748 | 185 | ||||||
| Progyny Inc * | 12,800 | 328 | ||||||
| Protagonist Therapeutics Inc * | 5,075 | 750 | ||||||
| Puma Biotechnology Inc * | 37,600 | 343 | ||||||
| Quest Diagnostics Inc | 1,785 | 429 | ||||||
| Relmada Therapeutics Inc * | 75,150 | 328 | ||||||
| Rezolute Inc * | 21,730 | 102 | ||||||
| Rhythm Pharmaceuticals Inc * | 5,833 | 619 | ||||||
| Rigel Pharmaceuticals Inc * | 6,300 | 291 | ||||||
| Rocket Pharmaceuticals Inc * | 43,508 | 162 | ||||||
| Septerna Inc * | 4,383 | 167 | ||||||
| SIGA Technologies Inc | 34,285 | 108 | ||||||
| STERIS PLC | 1,672 | 389 | ||||||
| Stoke Therapeutics Inc * | 2,165 | 68 | ||||||
| Supernus Pharmaceuticals Inc * | 5,970 | 264 | ||||||
| Sutro Biopharma Inc * | 3,720 | 75 | ||||||
| Tactile Systems Technology Inc * | 15,053 | 346 | ||||||
| Theravance Biopharma Inc * | 22,827 | 389 | ||||||
| Twist Bioscience Corp * | 3,269 | 454 | ||||||
| US Physical Therapy Inc | 5,072 | 394 | ||||||
| Vanda Pharmaceuticals Inc * | 77,936 | 421 | ||||||
| Varex Imaging Corp * | 15,100 | 279 | ||||||
| Viridian Therapeutics Inc * | 9,784 | 227 | ||||||
| Vor BioPharma Inc * | 5,670 | 127 | ||||||
| Wave Life Sciences Inc * | 14,293 | 70 | ||||||
| Xenon Pharmaceuticals Inc * | 7,310 | 440 | ||||||
| 28,703 | ||||||||
| Industrials — 14.4% | ||||||||
| AAON Inc | 4,219 | 321 | ||||||
| AAR Corp * | 6,575 | 850 | ||||||
| ABM Industries Inc | 11,000 | 513 | ||||||
| ACCO Brands Corp | 49,600 | 212 | ||||||
| Acuity Inc | 1,023 | 339 | ||||||
| Alaska Air Group Inc * | 4,100 | 169 | ||||||
| Apogee Enterprises Inc | 3,900 | 152 | ||||||
| ArcBest Corp | 1,900 | 262 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Argan Inc | 790 | $ | 336 | |||||
| Astronics Corp * | 2,947 | 217 | ||||||
| Atkore Inc | 5,200 | 487 | ||||||
| Atmus Filtration Technologies Inc | 5,075 | 240 | ||||||
| AZZ Inc | 2,513 | 345 | ||||||
| Bloom Energy Corp, Cl A * | 985 | 203 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 5,401 | 409 | ||||||
| Brink's Co/The | 2,900 | 316 | ||||||
| BWX Technologies Inc | 1,388 | 211 | ||||||
| Carlisle Cos Inc | 1,046 | 363 | ||||||
| Casella Waste Systems Inc, Cl A * | 9,995 | 922 | ||||||
| Columbus McKinnon Corp/NY | 4,900 | 87 | ||||||
| Commercial Vehicle Group Inc * | 19,717 | 61 | ||||||
| Concrete Pumping Holdings Inc * | 16,541 | 149 | ||||||
| Costamare Bulkers Holdings Ltd * | 2,003 | 41 | ||||||
| Costamare Inc | 10,855 | 166 | ||||||
| Deluxe Corp | 11,000 | 254 | ||||||
| EnerSys | 2,300 | 423 | ||||||
| Ennis Inc | 9,100 | 194 | ||||||
| ESCO Technologies Inc | 2,727 | 745 | ||||||
| Genco Shipping & Trading Ltd | 16,092 | 422 | ||||||
| Genpact Ltd | 8,100 | 308 | ||||||
| GFL Environmental Inc | 8,312 | 351 | ||||||
| Greenbrier Cos Inc/The | 6,600 | 297 | ||||||
| Hexcel Corp | 4,378 | 406 | ||||||
| IBEX Holdings Ltd * | 11,582 | 445 | ||||||
| ICF International Inc | 769 | 69 | ||||||
| Innodata Inc * | 9,930 | 560 | ||||||
| INNOVATE Corp * | 4,820 | 36 | ||||||
| Interface Inc, Cl A | 18,181 | 689 | ||||||
| Janus International Group Inc * | 22,200 | 110 | ||||||
| Karat Packaging Inc | 7,788 | 371 | ||||||
| KBR Inc | 9,324 | 350 | ||||||
| Kelly Services Inc, Cl A | 10,500 | 181 | ||||||
| Kennametal Inc | 9,400 | 276 | ||||||
| L B Foster Co, Cl A * | 9,550 | 358 | ||||||
| Landstar System Inc | 1,922 | 347 | ||||||
| Legence Corp, Cl A * | 5,467 | 293 | ||||||
| Liquidity Services Inc * | 4,269 | 178 | ||||||
| Lyft Inc, Cl A * | 24,800 | 419 | ||||||
| Matson Inc | 4,500 | 1,012 | ||||||
| Mercury Systems Inc * | 7,445 | 650 | ||||||
| Mueller Industries Inc | 5,400 | 337 | ||||||
| Net Power Inc * | 39,435 | 70 | ||||||
| Nordson Corp | 1,342 | 432 | ||||||
| NPK International Inc * | 38,380 | 510 | ||||||
| Orion Group Holdings Inc * | 11,600 | 109 | ||||||
| Oshkosh Corp | 5,000 | 771 | ||||||
| Pangaea Logistics Solutions Ltd | 51,318 | 417 | ||||||
| Park-Ohio Holdings Corp | 8,026 | 362 | ||||||
| Pitney Bowes Inc | 24,300 | 416 | ||||||
| Powell Industries Inc | 659 | 118 | ||||||
| Power Solutions International Inc * | 7,260 | 264 | ||||||
| SEI Institutional Investments Trust | 59 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Quad/Graphics Inc, Cl A | 42,000 | $ | 423 | |||||
| Quanex Building Products Corp | 17,600 | 338 | ||||||
| RBC Bearings Inc * | 922 | 456 | ||||||
| Richtech Robotics Inc, Cl B * | 56,234 | 105 | ||||||
| Rush Enterprises Inc, Cl B | 3,682 | 286 | ||||||
| Ryder System Inc | 2,158 | 528 | ||||||
| Safe Bulkers Inc | 78,220 | 675 | ||||||
| Satellogic Inc, Cl A * | 9,707 | 47 | ||||||
| SkyWest Inc * | 2,400 | 227 | ||||||
| SPX Technologies Inc * | 2,395 | 471 | ||||||
| TransUnion | 4,185 | 355 | ||||||
| Tutor Perini Corp | 3,085 | 273 | ||||||
| UFP Industries Inc | 3,411 | 288 | ||||||
| Upwork Inc * | 18,000 | 163 | ||||||
| V2X Inc * | 1,700 | 131 | ||||||
| Valmont Industries Inc | 819 | 385 | ||||||
| Veralto Corp | 3,605 | 355 | ||||||
| VSE Corp | 3,908 | 816 | ||||||
| WESCO International Inc | 887 | 302 | ||||||
| Willdan Group Inc * | 5,980 | 526 | ||||||
| 28,071 | ||||||||
| Information Technology — 13.2% | ||||||||
| Advanced Energy Industries Inc | 1,214 | 336 | ||||||
| Aehr Test Systems * | 3,520 | 279 | ||||||
| Agilysys Inc * | 5,755 | 670 | ||||||
| Ambarella Inc * | 2,815 | 195 | ||||||
| Ambiq Micro Inc * | 5,840 | 341 | ||||||
| Amdocs Ltd | 6,300 | 397 | ||||||
| Amkor Technology Inc | 1,800 | 85 | ||||||
| Amtech Systems Inc * | 16,302 | 238 | ||||||
| Applied Optoelectronics Inc * | 2,510 | 270 | ||||||
| Arlo Technologies Inc * | 38,126 | 501 | ||||||
| Arteris Inc * | 11,314 | 248 | ||||||
| Aviat Networks Inc * | 10,800 | 215 | ||||||
| Avnet Inc | 12,200 | 1,093 | ||||||
| AXT Inc * | 5,021 | 304 | ||||||
| Backblaze Inc, Cl A * | 11,485 | 162 | ||||||
| Bel Fuse Inc, Cl A | 1,210 | 248 | ||||||
| Bel Fuse Inc, Cl B | 2,655 | 662 | ||||||
| Bentley Systems Inc, Cl B | 10,655 | 392 | ||||||
| BigBear.ai Holdings Inc * | 13,660 | 43 | ||||||
| BK Technologies Corp * | 2,137 | 155 | ||||||
| Cirrus Logic Inc * | 6,000 | 657 | ||||||
| Clear Secure Inc, Cl A | 8,995 | 397 | ||||||
| Cognex Corp | 5,424 | 331 | ||||||
| Consensus Cloud Solutions Inc * | 10,000 | 382 | ||||||
| Crexendo Inc * | 18,658 | 115 | ||||||
| Daktronics Inc * | 9,515 | 186 | ||||||
| Digital Turbine Inc * | 12,640 | 136 | ||||||
| Dropbox Inc, Cl A * | 14,400 | 507 | ||||||
| DXC Technology Co * | 11,800 | 133 | ||||||
| Eastman Kodak Co * | 36,175 | 325 | ||||||
| eGain Corp * | 4,244 | 32 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Evolv Technologies Holdings Inc * | 10,959 | $ | 57 | |||||
| Freshworks Inc, Cl A * | 16,100 | 224 | ||||||
| Ichor Holdings Ltd * | 9,450 | 506 | ||||||
| Immersion Corp | 41,538 | 315 | ||||||
| Ingram Micro Holding Corp | 11,500 | 324 | ||||||
| Intellicheck Inc * | 54,707 | 151 | ||||||
| InterDigital Inc | 2,585 | 866 | ||||||
| JFrog Ltd * | 10,495 | 1,050 | ||||||
| Kimball Electronics Inc * | 17,338 | 410 | ||||||
| Kulicke & Soffa Industries Inc | 3,684 | 295 | ||||||
| Littelfuse Inc | 1,868 | 770 | ||||||
| Napco Security Technologies Inc | 8,756 | 317 | ||||||
| Navitas Semiconductor Corp, Cl A * | 17,340 | 201 | ||||||
| NETGEAR Inc * | 13,431 | 284 | ||||||
| nLight Inc * | 10,223 | 432 | ||||||
| Nova Ltd * | 988 | 344 | ||||||
| Novanta Inc * | 4,770 | 697 | ||||||
| NVE Corp | 3,644 | 365 | ||||||
| OneSpan Inc | 11,900 | 197 | ||||||
| PagerDuty Inc * | 34,000 | 481 | ||||||
| Pegasystems Inc | 10,143 | 373 | ||||||
| Penguin Solutions Inc * | 10,690 | 525 | ||||||
| Photronics Inc * | 11,000 | 310 | ||||||
| Plexus Corp * | 2,413 | 578 | ||||||
| Power Integrations Inc | 4,946 | 254 | ||||||
| Qorvo Inc * | 5,000 | 480 | ||||||
| Qualys Inc * | 4,283 | 797 | ||||||
| Red Violet Inc * | 3,303 | 242 | ||||||
| RF Industries Ltd * | 12,004 | 127 | ||||||
| Richardson Electronics Ltd/United States | 14,709 | 255 | ||||||
| RingCentral Inc, Cl A | 11,900 | 828 | ||||||
| ScanSource Inc * | 7,100 | 405 | ||||||
| Sprout Social Inc, Cl A * | 12,200 | 139 | ||||||
| Synaptics Inc * | 3,325 | 322 | ||||||
| TD SYNNEX Corp | 1,319 | 334 | ||||||
| Telos Corp * | 86,406 | 416 | ||||||
| Universal Display Corp | 3,093 | 257 | ||||||
| Viant Technology Inc, Cl A * | 7,869 | 101 | ||||||
| Viavi Solutions Inc * | 8,555 | 310 | ||||||
| Vontier Corp | 7,300 | 235 | ||||||
| Xerox Holdings Corp | 34,246 | 111 | ||||||
| 25,720 | ||||||||
| Materials — 3.6% | ||||||||
| AdvanSix Inc | 8,500 | 143 | ||||||
| AptarGroup Inc | 2,433 | 320 | ||||||
| Ardagh Metal Packaging SA | 36,917 | 188 | ||||||
| Cabot Corp | 3,700 | 306 | ||||||
| Caledonia Mining Corp PLC | 1,040 | 26 | ||||||
| Commercial Metals Co | 10,300 | 695 | ||||||
| Friedman Industries Inc | 2,313 | 100 | ||||||
| Idaho Strategic Resources Inc * | 9,668 | 315 | ||||||
| Intrepid Potash Inc * | 8,167 | 316 | ||||||
| Koppers Holdings Inc | 10,300 | 472 | ||||||
| 60 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kronos Worldwide Inc | 3,850 | $ | 34 | |||||
| NewMarket Corp | 400 | 359 | ||||||
| O-I Glass Inc * | 2,600 | 19 | ||||||
| Rayonier Advanced Materials Inc * | 13,669 | 117 | ||||||
| Reliance Inc | 841 | 323 | ||||||
| Royal Gold Inc | 1,535 | 401 | ||||||
| Sensient Technologies Corp | 8,110 | 1,094 | ||||||
| Solstice Advanced Materials Inc | 5,288 | 335 | ||||||
| Sonoco Products Co | 10,600 | 585 | ||||||
| Sylvamo Corp | 4,000 | 144 | ||||||
| Tredegar Corp * | 33,805 | 260 | ||||||
| Vox Royalty Corp | 73,885 | 406 | ||||||
| Worthington Steel Inc | 3,570 | 123 | ||||||
| 7,081 | ||||||||
| Real Estate — 4.6% | ||||||||
| Alpine Income Property Trust Inc ‡ | 19,469 | 379 | ||||||
| American Assets Trust Inc ‡ | 15,900 | 357 | ||||||
| Apple Hospitality REIT Inc ‡ | 14,200 | 226 | ||||||
| Braemar Hotels & Resorts Inc ‡ | 52,036 | 105 | ||||||
| CareTrust REIT Inc ‡ | 9,495 | 370 | ||||||
| CBL & Associates Properties Inc ‡ | 5,200 | 284 | ||||||
| Chiron Real Estate Inc ‡ | 3,900 | 142 | ||||||
| CTO Realty Growth Inc ‡ | 20,754 | 443 | ||||||
| DiamondRock Hospitality Co ‡ | 30,900 | 380 | ||||||
| EPR Properties ‡ | 7,000 | 411 | ||||||
| FirstService Corp | 2,456 | 342 | ||||||
| Gladstone Commercial Corp ‡ | 12,000 | 156 | ||||||
| Highwoods Properties Inc ‡ | 11,100 | 340 | ||||||
| Industrial Logistics Properties Trust ‡ | 27,100 | 224 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 2,800 | 159 | ||||||
| Janus Living Inc, Cl A ‡ | 41,165 | 1,225 | ||||||
| Kilroy Realty Corp ‡ | 4,400 | 160 | ||||||
| Kite Realty Group Trust ‡ | 10,200 | 263 | ||||||
| Millrose Properties Inc ‡ | 7,700 | 234 | ||||||
| NET Lease Office Properties ‡ | 13,259 | 151 | ||||||
| Outfront Media Inc ‡ | 10,000 | 294 | ||||||
| Park Hotels & Resorts Inc ‡ | 20,300 | 311 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 22,800 | 218 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 15,046 | 353 | ||||||
| RLJ Lodging Trust ‡ | 35,200 | 389 | ||||||
| Ryman Hospitality Properties Inc ‡ | 3,298 | 418 | ||||||
| Service Properties Trust ‡ | 4,380 | 34 | ||||||
| Terreno Realty Corp ‡ | 5,253 | 348 | ||||||
| Universal Health Realty Income Trust ‡ | 4,417 | 181 | ||||||
| 8,897 | ||||||||
| Utilities — 1.5% | ||||||||
| Avista Corp | 8,100 | 301 | ||||||
| Chesapeake Utilities Corp | 2,524 | 337 | ||||||
| National Fuel Gas Co | 5,100 | 424 | ||||||
| Northwest Natural Holding Co | 6,600 | 324 | ||||||
| Otter Tail Corp | 5,510 | 498 | ||||||
| Portland General Electric Co | 10,400 | 508 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| UGI Corp | 15,300 | $ | 588 | |||||
| 2,980 | ||||||||
| Total Common Stock | ||||||||
| (Cost $160,415) ($ Thousands) | 187,863 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Blueprint Medicines Corp CVR *‡‡(A) | 2,792 | – | ||||||
| Verve Therapeutics Inc *‡‡(A) | 25,505 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.3% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 4,381,039 | 4,381 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $4,381) ($ Thousands) | 4,381 | |||||||
| Total Investments in Securities — 98.8% | ||||||||
| (Cost $164,796) ($ Thousands) | $ | 192,244 | ||||||
| SEI Institutional Investments Trust | 61 |
SCHEDULE OF INVESTMENTS (Unaudited) |
A list of the open futures contracts held by the Fund at August 31, 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 | 12 | Sep-2026 | $ | 1,829 | $ | 1,775 | $ | (54 | ) | |||||||
| Percentages are based on Net Assets of $194,602 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 4,193 | $ | 11,510 | $ | (11,322 | ) | $ | — | $ | — | $ | 4,381 | $ | 38 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 62 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 90.9% | ||||||||
| Communication Services — 1.4% | ||||||||
| Bandwidth Inc, Cl A * | 5,900 | $ | 286 | |||||
| Bumble Inc, Cl A * | 29,300 | 80 | ||||||
| CuriosityStream Inc | 139,520 | 374 | ||||||
| DHI Group Inc * | 79,326 | 340 | ||||||
| Ibotta Inc, Cl A * | 5,040 | 188 | ||||||
| Madison Square Garden Entertainment Corp, Cl A * | 4,100 | 318 | ||||||
| Marcus Corp/The | 10,100 | 287 | ||||||
| New York Times Co/The, Cl A | 7,878 | 530 | ||||||
| Nextdoor Holdings Inc * | 140,731 | 317 | ||||||
| PubMatic Inc, Cl A * | 18,100 | 301 | ||||||
| Taboola.com Ltd * | 93,250 | 348 | ||||||
| 3,369 | ||||||||
| Consumer Discretionary — 10.0% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 15,235 | 2,180 | ||||||
| Acushnet Holdings Corp | 3,500 | 302 | ||||||
| American Eagle Outfitters Inc | 74,799 | 1,244 | ||||||
| American Outdoor Brands Inc * | 25,345 | 268 | ||||||
| American Public Education Inc * | 8,030 | 367 | ||||||
| Brinker International Inc * | 5,000 | 1,143 | ||||||
| Brunswick Corp/DE | 6,745 | 512 | ||||||
| Callaway Golf Co * | 19,700 | 309 | ||||||
| Churchill Downs Inc | 5,435 | 475 | ||||||
| Citi Trends Inc * | 3,114 | 212 | ||||||
| Dana Inc | 8,200 | 246 | ||||||
| Designer Brands Inc, Cl A | 15,223 | 83 | ||||||
| Dick's Sporting Goods Inc | 2,443 | 330 | ||||||
| Dorman Products Inc * | 3,448 | 444 | ||||||
| Envela Corp * | 3,510 | 48 | ||||||
| Escalade Inc | 2,242 | 45 | ||||||
| Figs Inc, Cl A * | 19,300 | 296 | ||||||
| Flexsteel Industries Inc | 4,549 | 362 | ||||||
| Frontdoor Inc * | 5,100 | 412 | ||||||
| Garrett Motion Inc | 19,205 | 518 | ||||||
| Genesco Inc * | 4,640 | 155 | ||||||
| Gentex Corp | 12,208 | 273 | ||||||
| GigaCloud Technology Inc, Cl A * | 4,914 | 238 | ||||||
| Gold.com Inc | 10,366 | 466 | ||||||
| Group 1 Automotive Inc | 1,929 | 520 | ||||||
| Holley Inc * | 9,387 | 27 | ||||||
| Installed Building Products Inc | 2,391 | 581 | ||||||
| LKQ Corp | 22,204 | 557 | ||||||
| Lovesac Co/The * | 1,882 | 29 | ||||||
| Marriott Vacations Worldwide Corp | 2,500 | 261 | ||||||
| Motorcar Parts of America Inc * | 16,341 | 190 | ||||||
| Movado Group Inc | 12,960 | 437 | ||||||
| Murphy USA Inc | 1,055 | 544 | ||||||
| Patrick Industries Inc | 5,612 | 459 | ||||||
| Perdoceo Education Corp | 16,446 | 547 | ||||||
| Phinia Inc | 3,500 | 240 | ||||||
| Planet Fitness Inc, Cl A * | 6,921 | 357 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Polaris Inc | 4,400 | $ | 284 | |||||
| Rocky Brands Inc | 7,209 | 326 | ||||||
| Rush Street Interactive Inc, Cl A * | 11,100 | 286 | ||||||
| Smith & Wesson Brands Inc | 32,811 | 417 | ||||||
| Sonos Inc * | 16,200 | 253 | ||||||
| Steven Madden Ltd | 15,136 | 654 | ||||||
| Stitch Fix Inc, Cl A * | 40,069 | 127 | ||||||
| Stride Inc * | 18,019 | 1,562 | ||||||
| Super Group SGHC Ltd | 24,100 | 326 | ||||||
| Travel + Leisure Co | 8,108 | 558 | ||||||
| Urban Outfitters Inc * | 13,648 | 1,101 | ||||||
| Valvoline Inc * | 9,465 | 303 | ||||||
| Victoria's Secret & Co * | 3,800 | 325 | ||||||
| Visteon Corp | 14,042 | 1,430 | ||||||
| Wingstop Inc | 2,177 | 238 | ||||||
| Wolverine World Wide Inc | 11,130 | 220 | ||||||
| YETI Holdings Inc * | 5,249 | 215 | ||||||
| 24,302 | ||||||||
| Consumer Staples — 1.7% | ||||||||
| Andersons Inc/The | 4,400 | 285 | ||||||
| Central Garden & Pet Co, Cl A * | 8,200 | 305 | ||||||
| Honest Co Inc/The * | 74,220 | 425 | ||||||
| Ingredion Inc | 3,386 | 350 | ||||||
| Marzetti Company/The | 1,579 | 178 | ||||||
| MGP Ingredients Inc | 1,963 | 33 | ||||||
| Nature's Sunshine Products Inc * | 4,110 | 58 | ||||||
| Performance Food Group Co * | 5,054 | 501 | ||||||
| Pilgrim's Pride Corp * | 4,201 | 132 | ||||||
| PriceSmart Inc | 3,540 | 602 | ||||||
| Sprouts Farmers Market Inc * | 3,643 | 299 | ||||||
| Turning Point Brands Inc | 6,160 | 499 | ||||||
| United Natural Foods Inc * | 6,300 | 276 | ||||||
| Village Super Market Inc, Cl A | 537 | 23 | ||||||
| Yesway Inc, Cl A * | 10,280 | 256 | ||||||
| 4,222 | ||||||||
| Energy — 5.9% | ||||||||
| Ardmore Shipping Corp | 25,328 | 441 | ||||||
| Cactus Inc, Cl A | 15,922 | 1,120 | ||||||
| CNX Resources Corp * | 5,659 | 206 | ||||||
| Delek US Holdings Inc | 29,649 | 2,204 | ||||||
| DT Midstream Inc | 4,496 | 589 | ||||||
| Encore Energy Corp * | 94,914 | 119 | ||||||
| Energy Services of America Corp | 20,378 | 237 | ||||||
| Excelerate Energy Inc, Cl A | 16,251 | 644 | ||||||
| Expro Ltd * | 35,931 | 651 | ||||||
| Forum Energy Technologies Inc * | 10,080 | 826 | ||||||
| Gevo Inc * | 103,613 | 172 | ||||||
| Green Plains Inc * | 26,860 | 388 | ||||||
| Innovex International Inc * | 3,820 | 117 | ||||||
| Kolibri Global Energy Inc * | 40,010 | 241 | ||||||
| Matador Resources Co | 10,037 | 582 | ||||||
| National Energy Services Reunited Corp * | 2,300 | 81 | ||||||
| SEI Institutional Investments Trust | 63 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Navigator Holdings Ltd | 11,552 | $ | 255 | |||||
| Northern Oil & Gas Inc | 30,194 | 785 | ||||||
| Oil States International Inc * | 46,370 | 409 | ||||||
| Par Pacific Holdings Inc * | 4,400 | 352 | ||||||
| Patterson-UTI Energy Inc | 31,800 | 402 | ||||||
| PBF Energy Inc, Cl A | 5,700 | 416 | ||||||
| Permian Resources Corp, Cl A | 40,244 | 937 | ||||||
| PrimeEnergy Resources Corp * | 726 | 153 | ||||||
| REX American Resources Corp * | 3,330 | 137 | ||||||
| Riley Exploration Permian Inc | 10,404 | 406 | ||||||
| Select Water Solutions Inc, Cl A | 14,900 | 291 | ||||||
| SM Energy Co | 12,766 | 475 | ||||||
| Talos Energy Inc * | 17,100 | 295 | ||||||
| Teekay Corp Ltd | 35,965 | 473 | ||||||
| 14,404 | ||||||||
| Financials — 20.4% | ||||||||
| Alerus Financial Corp | 14,358 | 472 | ||||||
| Amalgamated Financial Corp | 6,000 | 288 | ||||||
| American Integrity Insurance Group Inc | 8,096 | 211 | ||||||
| Ames National Corp | 2,490 | 78 | ||||||
| Associated Banc-Corp | 74,013 | 2,266 | ||||||
| Ategrity Specialty Holdings LLC * | 9,800 | 257 | ||||||
| Banc of California Inc | 25,602 | 477 | ||||||
| Bank of Marin Bancorp | 5,190 | 138 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 5,700 | 336 | ||||||
| Bank7 Corp | 5,845 | 300 | ||||||
| BCB Bancorp Inc | 34,292 | 293 | ||||||
| BGC Group Inc, Cl A | 31,100 | 374 | ||||||
| Bladex Inc, Cl E | 3,548 | 191 | ||||||
| Bridgewater Bancshares Inc * | 1,892 | 40 | ||||||
| BV Financial Inc * | 4,558 | 97 | ||||||
| Byline Bancorp Inc | 9,200 | 349 | ||||||
| California BanCorp | 7,176 | 153 | ||||||
| Capital Bancorp Inc | 3,127 | 113 | ||||||
| Carter Bankshares Inc | 4,445 | 139 | ||||||
| Cathay General Bancorp | 5,100 | 312 | ||||||
| Chain Bridge Bancorp Inc, Cl A * | 615 | 28 | ||||||
| Chemung Financial Corp | 4,100 | 332 | ||||||
| Chimera Investment Corp ‡ | 31,470 | 361 | ||||||
| Citizens Community Bancorp Inc/WI | 4,424 | 92 | ||||||
| City Holding Co | 2,066 | 295 | ||||||
| CNB Financial Corp/PA | 1,273 | 43 | ||||||
| CNO Financial Group Inc | 16,351 | 896 | ||||||
| Cohen & Steers Inc | 6,037 | 487 | ||||||
| Columbia Banking System Inc | 85,330 | 2,529 | ||||||
| ConnectOne Bancorp Inc | 10,800 | 340 | ||||||
| Dime Commercial Bancshares Inc | 11,270 | 455 | ||||||
| Eagle Bancorp Montana Inc | 11,755 | 263 | ||||||
| Encore Capital Group Inc * | 2,900 | 281 | ||||||
| Enova International Inc * | 1,820 | 413 | ||||||
| Equity Bancshares Inc, Cl A | 6,000 | 296 | ||||||
| Esquire Financial Holdings Inc | 2,456 | 274 | ||||||
| FB Bancorp Inc * | 1,657 | 26 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| FB Financial Corp | 10,300 | $ | 587 | |||||
| Fidelity D&D Bancorp Inc | 740 | 40 | ||||||
| Finwise Bancorp * | 2,109 | 29 | ||||||
| First American Financial Corp | 5,386 | 398 | ||||||
| First Commonwealth Financial Corp | 22,532 | 466 | ||||||
| First Financial Corp | 3,250 | 254 | ||||||
| First Interstate BancSystem Inc, Cl A | 18,106 | 667 | ||||||
| First Western Financial Inc * | 9,500 | 294 | ||||||
| FirstCash Holdings Inc | 4,485 | 962 | ||||||
| Five Star Bancorp | 527 | 24 | ||||||
| Flagstar Bank NA | 99,469 | 1,324 | ||||||
| FNB Corp/PA | 41,803 | 762 | ||||||
| Franklin Financial Services Corp | 1,640 | 102 | ||||||
| FS Bancorp Inc | 630 | 27 | ||||||
| FVCBankcorp Inc | 21,961 | 401 | ||||||
| Greenlight Capital Re Ltd, Cl A * | 4,040 | 61 | ||||||
| Hamilton Lane Inc, Cl A | 6,054 | 659 | ||||||
| Hanmi Financial Corp | 3,957 | 123 | ||||||
| Hanover Insurance Group Inc/The | 2,636 | 596 | ||||||
| HBT Financial Inc | 6,015 | 213 | ||||||
| Home BancShares Inc/AR | 19,614 | 578 | ||||||
| HomeTrust Bancshares Inc | 4,588 | 213 | ||||||
| Independent Bank Corp | 7,630 | 619 | ||||||
| Independent Bank Corp/MI | 2,420 | 88 | ||||||
| Jack Henry & Associates Inc | 3,965 | 666 | ||||||
| Jackson Financial Inc, Cl A | 17,998 | 2,402 | ||||||
| Jefferson Capital Inc | 9,110 | 190 | ||||||
| John Marshall Bancorp Inc | 3,310 | 76 | ||||||
| Kinsale Capital Group Inc | 1,381 | 516 | ||||||
| LendingTree Inc * | 4,343 | 122 | ||||||
| Lincoln National Corp | 11,443 | 487 | ||||||
| loanDepot Inc, Cl A * | 92,103 | 87 | ||||||
| MainStreet Bancshares Inc | 1,731 | 43 | ||||||
| MGIC Investment Corp | 16,230 | 497 | ||||||
| Midland States Bancorp Inc | 13,884 | 455 | ||||||
| Morningstar Inc | 2,762 | 605 | ||||||
| National Bank Holdings Corp, Cl A | 14,885 | 615 | ||||||
| National Bankshares Inc | 920 | 38 | ||||||
| NerdWallet Inc, Cl A * | 42,481 | 420 | ||||||
| NMI Holdings Inc, Cl A * | 7,134 | 316 | ||||||
| Northrim BanCorp Inc | 8,694 | 222 | ||||||
| Norwood Financial Corp | 4,309 | 147 | ||||||
| Octave Specialty Group Inc * | 13,820 | 60 | ||||||
| Old National Bancorp/IN | 90,262 | 2,309 | ||||||
| Origin Bancorp Inc | 6,700 | 356 | ||||||
| Orrstown Financial Services Inc | 3,388 | 141 | ||||||
| Oscar Health Inc, Cl A * | 13,000 | 390 | ||||||
| Parke Bancorp Inc | 12,030 | 406 | ||||||
| Paysign Inc * | 32,810 | 409 | ||||||
| Peoples Bancorp of North Carolina Inc | 2,176 | 95 | ||||||
| Popular Inc | 3,116 | 524 | ||||||
| Porch Group Inc * | 23,440 | 398 | ||||||
| PRA Group Inc * | 28,740 | 541 | ||||||
| 64 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Primerica Inc | 1,682 | $ | 484 | |||||
| Primis Financial Corp | 10,202 | 162 | ||||||
| Prosperity Bancshares Inc | 9,685 | 693 | ||||||
| RBB Bancorp | 26,360 | 684 | ||||||
| Red River Bancshares Inc | 626 | 63 | ||||||
| Richmond Mutual BanCorp Inc | 1,800 | 28 | ||||||
| ServisFirst Bancshares Inc | 21,052 | 906 | ||||||
| Simmons First National Corp, Cl A | 23,185 | 524 | ||||||
| Slide Insurance Holdings Inc | 6,530 | 152 | ||||||
| SmartFinancial Inc | 17,278 | 873 | ||||||
| Southern Missouri Bancorp Inc | 878 | 65 | ||||||
| Starwood Property Trust Inc ‡ | 20,719 | 325 | ||||||
| Timberland Bancorp Inc/WA | 1,540 | 70 | ||||||
| UMB Financial Corp | 1,900 | 269 | ||||||
| United Fire Group Inc | 6,300 | 339 | ||||||
| Unity Bancorp Inc | 1,158 | 67 | ||||||
| Universal Insurance Holdings Inc | 7,435 | 320 | ||||||
| Univest Financial Corp | 22,880 | 950 | ||||||
| USCB Financial Holdings Inc | 2,110 | 47 | ||||||
| Valley National Bancorp | 53,289 | 727 | ||||||
| Victory Capital Holdings Inc, Cl A | 3,200 | 378 | ||||||
| Voya Financial Inc | 8,289 | 840 | ||||||
| West BanCorp Inc | 3,150 | 89 | ||||||
| Westamerica BanCorp | 3,967 | 230 | ||||||
| Western New England Bancorp Inc | 1,970 | 27 | ||||||
| Wintrust Financial Corp | 4,862 | 731 | ||||||
| WSFS Financial Corp | 4,400 | 341 | ||||||
| Zions Bancorp NA | 26,392 | 1,760 | ||||||
| 49,459 | ||||||||
| Health Care — 12.7% | ||||||||
| Addus HomeCare Corp * | 7,894 | 905 | ||||||
| agilon health Inc * | 3,200 | 281 | ||||||
| Akebia Therapeutics Inc * | 104,809 | 96 | ||||||
| American Well, Cl A * | 26,000 | 311 | ||||||
| AMN Healthcare Services Inc * | 9,200 | 315 | ||||||
| Amneal Pharmaceuticals Inc * | 20,000 | 349 | ||||||
| AnaptysBio Inc * | 2,491 | 142 | ||||||
| Anika Therapeutics Inc * | 15,900 | 332 | ||||||
| Apyx Medical Corp * | 81,472 | 248 | ||||||
| Arbutus Biopharma Corp * | 93,500 | 475 | ||||||
| Atrium Therapeutics Inc * | 21,978 | 293 | ||||||
| Aveanna Healthcare Holdings Inc * | 68,817 | 924 | ||||||
| Avita Medical Inc * | 29,200 | 295 | ||||||
| Bioventus Inc, Cl A * | 5,640 | 77 | ||||||
| Bright Minds Biosciences Inc * | 3,760 | 270 | ||||||
| CAMP4 Therapeutics Corp * | 5,790 | 23 | ||||||
| CareDx Inc * | 14,010 | 702 | ||||||
| Chemed Corp | 1,168 | 606 | ||||||
| Codexis Inc * | 26,010 | 44 | ||||||
| Collegium Pharmaceutical Inc * | 29,887 | 735 | ||||||
| Concentra Group Holdings Parent Inc | 10,100 | 341 | ||||||
| Editas Medicine Inc, Cl A * | 102,848 | 315 | ||||||
| Encompass Health Corp | 10,607 | 1,275 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ensign Group Inc/The | 3,611 | $ | 622 | |||||
| Envista Holdings Corp * | 8,536 | 232 | ||||||
| Eton Pharmaceuticals Inc * | 9,780 | 591 | ||||||
| Evolent Health Inc, Cl A * | 44,333 | 199 | ||||||
| Fennec Pharmaceuticals Inc * | 28,338 | 350 | ||||||
| Globus Medical Inc, Cl A * | 4,805 | 391 | ||||||
| Guardian Pharmacy Services Inc, Cl A * | 6,830 | 253 | ||||||
| Haemonetics Corp * | 6,640 | 684 | ||||||
| Heron Therapeutics Inc * | 78,035 | 25 | ||||||
| InfuSystem Holdings Inc * | 26,700 | 324 | ||||||
| Inmode Ltd * | 30,398 | 455 | ||||||
| Innovage Holding Corp * | 6,599 | 71 | ||||||
| Integra LifeSciences Holdings Corp * | 28,586 | 484 | ||||||
| Iovance Biotherapeutics Inc * | 34,900 | 285 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 114,283 | 486 | ||||||
| Keros Therapeutics Inc * | 20,008 | 222 | ||||||
| Kiniksa Pharmaceuticals International PLC, Cl A * | 4,800 | 377 | ||||||
| LeMaitre Vascular Inc | 8,161 | 655 | ||||||
| Lexeo Therapeutics Inc * | 9,446 | 45 | ||||||
| LifeStance Health Group Inc * | 31,700 | 392 | ||||||
| Liquidia Corp * | 2,240 | 153 | ||||||
| MacroGenics Inc * | 16,260 | 65 | ||||||
| Maravai LifeSciences Holdings Inc, Cl A * | 47,200 | 361 | ||||||
| Maze Therapeutics Inc * | 16,610 | 441 | ||||||
| MeiraGTx Holdings plc * | 6,880 | 95 | ||||||
| Mesa Laboratories Inc | 2,080 | 266 | ||||||
| MiMedx Group Inc * | 60,591 | 275 | ||||||
| Molina Healthcare Inc * | 4,009 | 797 | ||||||
| Monte Rosa Therapeutics Inc * | 5,730 | 80 | ||||||
| Nkarta Inc * | 34,540 | 94 | ||||||
| Nutex Health Inc * | 2,684 | 507 | ||||||
| Olema Pharmaceuticals Inc * | 3,710 | 39 | ||||||
| Omada Health Inc * | 10,630 | 261 | ||||||
| OmniAb Inc, Cl W * | 4,790 | 21 | ||||||
| Omnicell Inc * | 6,700 | 236 | ||||||
| Option Care Health Inc * | 26,297 | 617 | ||||||
| Organogenesis Holdings Inc, Cl A * | 19,917 | 34 | ||||||
| PACS Group Inc * | 2,550 | 108 | ||||||
| Palisade Bio Inc * | 202,460 | 395 | ||||||
| Pediatrix Medical Group Inc * | 9,500 | 249 | ||||||
| Pennant Group Inc/The * | 13,210 | 486 | ||||||
| Phibro Animal Health Corp, Cl A | 7,079 | 267 | ||||||
| Precigen Inc * | 54,100 | 375 | ||||||
| Prelude Therapeutics Inc * | 63,400 | 355 | ||||||
| Prestige Consumer Healthcare Inc * | 16,754 | 867 | ||||||
| Progyny Inc * | 84,001 | 2,150 | ||||||
| Quest Diagnostics Inc | 2,779 | 668 | ||||||
| Relmada Therapeutics Inc * | 80,470 | 351 | ||||||
| Rezolute Inc * | 13,220 | 62 | ||||||
| Rocket Pharmaceuticals Inc * | 22,500 | 84 | ||||||
| Septerna Inc * | 5,054 | 193 | ||||||
| SIGA Technologies Inc | 29,350 | 92 | ||||||
| SEI Institutional Investments Trust | 65 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sight Sciences Inc * | 38,100 | $ | 324 | |||||
| STERIS PLC | 2,602 | 605 | ||||||
| Stoke Therapeutics Inc * | 1,160 | 36 | ||||||
| Sutro Biopharma Inc * | 2,870 | 58 | ||||||
| Tactile Systems Technology Inc * | 15,229 | 350 | ||||||
| Theravance Biopharma Inc * | 26,019 | 443 | ||||||
| US Physical Therapy Inc | 7,895 | 614 | ||||||
| Vanda Pharmaceuticals Inc * | 79,030 | 427 | ||||||
| Viridian Therapeutics Inc * | 7,740 | 179 | ||||||
| Wave Life Sciences Inc * | 17,230 | 84 | ||||||
| 30,661 | ||||||||
| Industrials — 16.4% | ||||||||
| AAON Inc | 6,568 | 499 | ||||||
| Acuity Inc | 1,593 | 529 | ||||||
| AECOM | 13,151 | 887 | ||||||
| Allient Inc | 3,000 | 282 | ||||||
| ArcBest Corp | 2,200 | 304 | ||||||
| Argan Inc | 313 | 133 | ||||||
| Astec Industries Inc | 36,080 | 1,535 | ||||||
| Astronics Corp * | 2,860 | 211 | ||||||
| AZZ Inc | 3,912 | 537 | ||||||
| BlueLinx Holdings Inc * | 3,800 | 303 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 8,409 | 636 | ||||||
| BWX Technologies Inc | 2,160 | 329 | ||||||
| CACI International Inc, Cl A * | 1,190 | 741 | ||||||
| Carlisle Cos Inc | 1,629 | 565 | ||||||
| Clean Harbors Inc * | 2,196 | 692 | ||||||
| Commercial Vehicle Group Inc * | 18,780 | 58 | ||||||
| CompX International Inc | 1,040 | 33 | ||||||
| Concrete Pumping Holdings Inc * | 15,540 | 140 | ||||||
| CoreCivic Inc *‡ | 10,100 | 336 | ||||||
| Costamare Bulkers Holdings Ltd * | 1,912 | 39 | ||||||
| Costamare Inc | 13,670 | 209 | ||||||
| Custom Truck One Source Inc * | 30,800 | 284 | ||||||
| Douglas Dynamics Inc | 7,000 | 288 | ||||||
| DXP Enterprises Inc/TX * | 1,600 | 300 | ||||||
| Enerpac Tool Group Corp, Cl A | 14,111 | 527 | ||||||
| EnerSys | 1,911 | 351 | ||||||
| Enpro Inc | 4,096 | 1,213 | ||||||
| Esab Corp | 3,379 | 255 | ||||||
| ExlService Holdings Inc * | 8,481 | 323 | ||||||
| Federal Signal Corp | 2,500 | 293 | ||||||
| Franklin Electric Co Inc | 2,900 | 290 | ||||||
| Gates Industrial Corp Ltd * | 31,166 | 797 | ||||||
| Genco Shipping & Trading Ltd | 17,830 | 468 | ||||||
| GFL Environmental Inc | 12,940 | 547 | ||||||
| Griffon Corp | 3,300 | 321 | ||||||
| Heartland Express Inc | 22,200 | 274 | ||||||
| Helios Technologies Inc | 10,518 | 768 | ||||||
| Hexcel Corp | 12,638 | 1,171 | ||||||
| HireQuest | 1,520 | 24 | ||||||
| Huron Consulting Group Inc * | 4,754 | 760 | ||||||
| IBEX Holdings Ltd * | 11,706 | 450 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Innodata Inc * | 10,040 | $ | 566 | |||||
| INNOVATE Corp * | 4,740 | 35 | ||||||
| Interface Inc, Cl A | 8,413 | 319 | ||||||
| ITT Inc | 2,062 | 413 | ||||||
| Karat Packaging Inc | 3,961 | 189 | ||||||
| KBR Inc | 14,516 | 544 | ||||||
| Kennametal Inc | 8,600 | 252 | ||||||
| Kforce Inc | 5,400 | 311 | ||||||
| Korn Ferry | 8,518 | 729 | ||||||
| L B Foster Co, Cl A * | 8,237 | 309 | ||||||
| Landstar System Inc | 2,992 | 540 | ||||||
| Liquidity Services Inc * | 4,978 | 208 | ||||||
| Lyft Inc, Cl A * | 63,904 | 1,080 | ||||||
| Manitowoc Co Inc/The * | 15,500 | 301 | ||||||
| Moog Inc, Cl A | 1,000 | 372 | ||||||
| MYR Group Inc * | 800 | 233 | ||||||
| Net Power Inc * | 41,630 | 74 | ||||||
| Nordson Corp | 2,089 | 672 | ||||||
| NWPX Infrastructure Inc * | 2,900 | 319 | ||||||
| OPENLANE Inc * | 8,600 | 306 | ||||||
| Pangaea Logistics Solutions Ltd | 51,960 | 422 | ||||||
| Park-Ohio Holdings Corp | 2,614 | 118 | ||||||
| Power Solutions International Inc * | 7,570 | 275 | ||||||
| Preformed Line Products Co | 600 | 241 | ||||||
| Proto Labs Inc * | 4,800 | 384 | ||||||
| Regal Rexnord Corp | 3,283 | 520 | ||||||
| Richtech Robotics Inc, Cl B * | 51,070 | 96 | ||||||
| Rush Enterprises Inc, Cl B | 3,150 | 245 | ||||||
| Safe Bulkers Inc | 52,068 | 449 | ||||||
| Sensata Technologies Holding PLC | 33,869 | 1,390 | ||||||
| Standex International Corp | 3,073 | 890 | ||||||
| Terex Corp | 34,535 | 2,193 | ||||||
| TransUnion | 6,514 | 553 | ||||||
| Tutor Perini Corp | 6,139 | 543 | ||||||
| UFP Industries Inc | 5,311 | 449 | ||||||
| V2X Inc * | 4,400 | 340 | ||||||
| Valmont Industries Inc | 2,920 | 1,371 | ||||||
| Veralto Corp | 5,612 | 553 | ||||||
| Vestis Corp * | 22,200 | 278 | ||||||
| WESCO International Inc | 1,381 | 470 | ||||||
| Willdan Group Inc * | 6,152 | 541 | ||||||
| Worthington Enterprises Inc | 4,400 | 253 | ||||||
| Xometry Inc, Cl A * | 3,500 | 324 | ||||||
| Zurn Elkay Water Solutions Corp | 6,000 | 287 | ||||||
| 39,659 | ||||||||
| Information Technology — 11.5% | ||||||||
| Ambarella Inc * | 3,000 | 208 | ||||||
| Ambiq Micro Inc * | 5,980 | 349 | ||||||
| Amtech Systems Inc * | 13,240 | 194 | ||||||
| Arlo Technologies Inc * | 57,541 | 757 | ||||||
| Arteris Inc * | 11,525 | 252 | ||||||
| AXT Inc * | 6,430 | 390 | ||||||
| Backblaze Inc, Cl A * | 11,140 | 157 | ||||||
| 66 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bel Fuse Inc, Cl A | 1,076 | $ | 220 | |||||
| Bel Fuse Inc, Cl B | 1,900 | 474 | ||||||
| Belden Inc | 4,510 | 516 | ||||||
| Benchmark Electronics Inc | 4,100 | 288 | ||||||
| Bentley Systems Inc, Cl B | 16,587 | 610 | ||||||
| BigBear.ai Holdings Inc * | 8,940 | 28 | ||||||
| BK Technologies Corp * | 1,433 | 104 | ||||||
| Clear Secure Inc, Cl A | 14,003 | 618 | ||||||
| Cognex Corp | 8,444 | 515 | ||||||
| Cohu Inc * | 10,666 | 492 | ||||||
| Crexendo Inc * | 15,430 | 95 | ||||||
| CTS Corp | 5,700 | 322 | ||||||
| Daktronics Inc * | 10,263 | 200 | ||||||
| Digi International Inc * | 4,100 | 307 | ||||||
| Digital Turbine Inc * | 13,050 | 140 | ||||||
| Diodes Inc * | 13,616 | 1,236 | ||||||
| Eastman Kodak Co * | 37,478 | 337 | ||||||
| eGain Corp * | 4,700 | 35 | ||||||
| Extreme Networks Inc * | 13,000 | 292 | ||||||
| FormFactor Inc * | 2,900 | 292 | ||||||
| Harmonic Inc * | 71,209 | 853 | ||||||
| Ichor Holdings Ltd * | 2,130 | 114 | ||||||
| Immersion Corp | 43,248 | 328 | ||||||
| Insight Enterprises Inc * | 2,300 | 361 | ||||||
| Intellicheck Inc * | 57,550 | 159 | ||||||
| inTEST Corp * | 18,100 | 195 | ||||||
| Kimball Electronics Inc * | 19,651 | 464 | ||||||
| Knowles Corp * | 10,700 | 366 | ||||||
| Kulicke & Soffa Industries Inc | 8,936 | 715 | ||||||
| Lesaka Technologies * | 66,600 | 304 | ||||||
| Littelfuse Inc | 1,381 | 569 | ||||||
| MaxLinear Inc, Cl A * | 4,100 | 246 | ||||||
| Mitek Systems Inc * | 1,420 | 26 | ||||||
| Napco Security Technologies Inc | 13,631 | 494 | ||||||
| NETGEAR Inc * | 7,490 | 159 | ||||||
| NextNav Inc * | 20,900 | 332 | ||||||
| nLight Inc * | 5,348 | 226 | ||||||
| NVE Corp | 3,690 | 369 | ||||||
| Open Text Corp | 65,910 | 1,643 | ||||||
| Pegasystems Inc | 15,791 | 581 | ||||||
| Penguin Solutions Inc * | 17,040 | 836 | ||||||
| Photronics Inc * | 46,883 | 1,319 | ||||||
| Plexus Corp * | 1,400 | 335 | ||||||
| Power Integrations Inc | 7,701 | 396 | ||||||
| Ralliant Corp | 14,597 | 901 | ||||||
| Red Violet Inc * | 3,157 | 231 | ||||||
| RF Industries Ltd * | 12,790 | 135 | ||||||
| Richardson Electronics Ltd/United States | 14,933 | 259 | ||||||
| Rogers Corp * | 9,489 | 1,192 | ||||||
| Silicon Laboratories Inc * | 3,430 | 751 | ||||||
| Silicon Motion Technology Corp ADR | 1,425 | 352 | ||||||
| SiTime Corp * | 500 | 283 | ||||||
| Sprout Social Inc, Cl A * | 13,390 | 152 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| TD SYNNEX Corp | 2,053 | $ | 519 | |||||
| Telos Corp * | 88,692 | 428 | ||||||
| Universal Display Corp | 4,815 | 400 | ||||||
| Viant Technology Inc, Cl A * | 8,600 | 111 | ||||||
| Viasat Inc * | 4,400 | 296 | ||||||
| Viavi Solutions Inc * | 20,440 | 742 | ||||||
| Vishay Intertechnology Inc | 5,100 | 155 | ||||||
| Xerox Holdings Corp | 32,860 | 106 | ||||||
| 27,831 | ||||||||
| Materials — 6.2% | ||||||||
| AptarGroup Inc | 3,788 | 499 | ||||||
| Ardagh Metal Packaging SA | 41,530 | 211 | ||||||
| Axalta Coating Systems Ltd * | 13,030 | 474 | ||||||
| B2Gold Corp | 46,821 | 257 | ||||||
| Cabot Corp | 6,441 | 533 | ||||||
| Caledonia Mining Corp PLC | 1,050 | 27 | ||||||
| Century Aluminum Co * | 5,100 | 233 | ||||||
| Cleveland-Cliffs Inc * | 153,923 | 1,778 | ||||||
| Commercial Metals Co | 29,410 | 1,984 | ||||||
| Friedman Industries Inc | 2,674 | 116 | ||||||
| Hudbay Minerals Inc | 81,997 | 2,350 | ||||||
| Idaho Strategic Resources Inc * | 7,786 | 253 | ||||||
| Ingevity Corp * | 4,747 | 329 | ||||||
| Innospec Inc | 3,660 | 343 | ||||||
| Intrepid Potash Inc * | 8,655 | 335 | ||||||
| Kaiser Aluminum Corp | 1,900 | 302 | ||||||
| Kronos Worldwide Inc | 41,340 | 365 | ||||||
| Materion Corp | 1,600 | 378 | ||||||
| Myers Industries Inc | 10,500 | 337 | ||||||
| O-I Glass Inc * | 15,279 | 111 | ||||||
| PERIMETER SOLUTIONS INC * | 7,000 | 213 | ||||||
| Rayonier Advanced Materials Inc * | 15,840 | 136 | ||||||
| Reliance Inc | 1,310 | 503 | ||||||
| Royal Gold Inc | 2,390 | 625 | ||||||
| Sensient Technologies Corp | 2,500 | 337 | ||||||
| Silgan Holdings Inc | 7,788 | 323 | ||||||
| Solstice Advanced Materials Inc | 8,232 | 522 | ||||||
| SSR Mining Inc | 6,936 | 261 | ||||||
| Tredegar Corp * | 35,277 | 271 | ||||||
| Vox Royalty Corp | 74,817 | 411 | ||||||
| Warrior Met Coal Inc | 2,500 | 271 | ||||||
| 15,088 | ||||||||
| Real Estate — 3.7% | ||||||||
| Agree Realty Corp ‡ | 7,285 | 526 | ||||||
| Alpine Income Property Trust Inc ‡ | 19,790 | 385 | ||||||
| Braemar Hotels & Resorts Inc ‡ | 28,990 | 58 | ||||||
| CareTrust REIT Inc ‡ | 14,782 | 576 | ||||||
| Compass Inc, Cl A * | 27,900 | 295 | ||||||
| COPT Defense Properties ‡ | 16,573 | 597 | ||||||
| CTO Realty Growth Inc ‡ | 46,186 | 985 | ||||||
| FirstService Corp | 3,824 | 533 | ||||||
| Highwoods Properties Inc ‡ | 44,614 | 1,365 | ||||||
| SEI Institutional Investments Trust | 67 |
SCHEDULE OF INVESTMENTS (Unaudited) |
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Independence Realty Trust Inc ‡ | 26,368 | $ | 427 | |||||
| NET Lease Office Properties ‡ | 11,831 | 135 | ||||||
| Newmark Group Inc, Cl A | 50,098 | 763 | ||||||
| Outfront Media Inc ‡ | 10,100 | 297 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 10,095 | 237 | ||||||
| Ryman Hospitality Properties Inc ‡ | 5,134 | 651 | ||||||
| STAG Industrial Inc ‡ | 12,583 | 469 | ||||||
| Terreno Realty Corp ‡ | 8,179 | 541 | ||||||
| Universal Health Realty Income Trust ‡ | 3,390 | 139 | ||||||
| 8,979 | ||||||||
| Utilities — 1.0% | ||||||||
| Black Hills Corp | 3,956 | 283 | ||||||
| Chesapeake Utilities Corp | 3,930 | 525 | ||||||
| IDACORP Inc | 4,667 | 635 | ||||||
| Portland General Electric Co | 9,801 | 479 | ||||||
| Southwest Gas | 3,000 | 265 | ||||||
| Spire Inc | 4,041 | 331 | ||||||
| 2,518 | ||||||||
| Total Common Stock | ||||||||
| (Cost $171,018) ($ Thousands) | 220,492 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| EXCHANGE-TRADED FUND — 0.1% | ||||||||
| Equity — 0.1% | ||||||||
| iShares Russell 2000 Value ETF | 991 | $ | 219 | |||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $158) ($ Thousands) | 219 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Verve Therapeutics Inc *‡‡(A) | 21,810 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 3.3% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 7,998,644 | 7,999 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $7,999) ($ Thousands) | 7,999 | |||||||
| Total Investments in Securities — 94.3% | ||||||||
| (Cost $179,175) ($ Thousands) | $ | 228,710 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 18 | Sep-2026 | $ | 2,763 | $ | 2,663 | $ | (100 | ) | |||||||
| Percentages are based on Net Assets of $242,418 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 6,127 | $ | 22,845 | $ | (20,973 | ) | $ | — | $ | — | $ | 7,999 | $ | 55 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 68 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Small/Mid Cap Equity Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 96.0% | ||||||||
| Communication Services — 3.2% | ||||||||
| AMC Global Media Inc, Cl A * | 114,860 | $ | 1,446 | |||||
| Cinemark Holdings Inc | 32,200 | 1,147 | ||||||
| Fox Corp | 40,300 | 2,714 | ||||||
| IMAX Corp * | 33,080 | 1,694 | ||||||
| John Wiley & Sons Inc, Cl A | 4,300 | 225 | ||||||
| Lionsgate Studios Corp * | 140,030 | 1,586 | ||||||
| Match Group Inc | 57,900 | 2,354 | ||||||
| New York Times Co/The, Cl A | 17,704 | 1,191 | ||||||
| News Corp, Cl A | 36,360 | 1,117 | ||||||
| Nexstar Media Group Inc, Cl A | 3,900 | 710 | ||||||
| Sirius XM Holdings Inc | 31,600 | 890 | ||||||
| Sphere Entertainment Co * | 9,880 | 1,347 | ||||||
| Stagwell Inc, Cl A * | 121,650 | 1,056 | ||||||
| Taboola.com Ltd * | 154,000 | 574 | ||||||
| Yelp Inc, Cl A * | 31,100 | 695 | ||||||
| Ziff Davis Inc * | 15,300 | 844 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 62,900 | 267 | ||||||
| 19,857 | ||||||||
| Consumer Discretionary — 10.8% | ||||||||
| Academy Sports & Outdoors Inc | 14,800 | 636 | ||||||
| ADT Inc | 191,800 | 1,417 | ||||||
| Aramark | 22,030 | 1,241 | ||||||
| Autoliv Inc | 17,250 | 2,091 | ||||||
| AutoNation Inc * | 3,300 | 664 | ||||||
| Bloomin' Brands Inc | 53,700 | 553 | ||||||
| Boot Barn Holdings Inc * | 8,150 | 1,228 | ||||||
| BorgWarner Inc | 34,200 | 2,194 | ||||||
| Brinker International Inc * | 5,855 | 1,338 | ||||||
| Brunswick Corp/DE | 15,158 | 1,151 | ||||||
| Burlington Stores Inc * | 8,035 | 2,087 | ||||||
| Carter's Inc | 36,590 | 1,185 | ||||||
| Churchill Downs Inc | 12,214 | 1,069 | ||||||
| Columbia Sportswear Co | 14,380 | 825 | ||||||
| Covista Inc * | 6,468 | 856 | ||||||
| Crocs Inc * | 23,590 | 2,840 | ||||||
| Dick's Sporting Goods Inc | 5,490 | 742 | ||||||
| Expedia Group Inc | 5,500 | 1,744 | ||||||
| Gap Inc/The | 41,700 | 930 | ||||||
| Garrett Motion Inc | 51,198 | 1,380 | ||||||
| Gentex Corp | 42,310 | 947 | ||||||
| G-III Apparel Group Ltd | 38,000 | 1,238 | ||||||
| Group 1 Automotive Inc | 3,300 | 890 | ||||||
| H&R Block Inc | 21,020 | 1,086 | ||||||
| Harley-Davidson Inc | 60,400 | 1,667 | ||||||
| Haverty Furniture Cos Inc | 29,500 | 805 | ||||||
| JAKKS Pacific Inc | 15,700 | 394 | ||||||
| Kohl's Corp | 24,700 | 440 | ||||||
| Lear Corp | 7,170 | 896 | ||||||
| Life Time Group Holdings Inc * | 21,135 | 888 | ||||||
| Macy's Inc | 93,280 | 2,048 | ||||||
| Mattel Inc * | 78,600 | 1,175 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Mohawk Industries Inc * | 14,630 | $ | 1,876 | |||||
| Murphy USA Inc | 1,680 | 866 | ||||||
| Navan Inc, Cl A * | 44,360 | 1,289 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 15,317 | 1,155 | ||||||
| OneSpaWorld Holdings Ltd | 58,040 | 1,441 | ||||||
| Patrick Industries Inc | 12,612 | 1,031 | ||||||
| Perdoceo Education Corp | 82,760 | 2,751 | ||||||
| Phinia Inc | 20,600 | 1,410 | ||||||
| Pool Corp | 6,215 | 1,159 | ||||||
| PulteGroup Inc | 11,900 | 1,503 | ||||||
| PVH Corp | 13,300 | 986 | ||||||
| SharkNinja Inc * | 7,520 | 1,448 | ||||||
| Shoe Station Group Inc | 53,900 | 738 | ||||||
| Signet Jewelers Ltd | 12,700 | 1,045 | ||||||
| Strategic Education Inc | 20,390 | 1,689 | ||||||
| Toll Brothers Inc | 12,800 | 1,836 | ||||||
| Travel + Leisure Co | 46,222 | 3,178 | ||||||
| Upbound Group Inc, Cl A | 38,200 | 699 | ||||||
| Urban Outfitters Inc * | 13,450 | 1,085 | ||||||
| Victoria's Secret & Co * | 14,600 | 1,247 | ||||||
| Wingstop Inc | 4,894 | 536 | ||||||
| 67,613 | ||||||||
| Consumer Staples — 4.3% | ||||||||
| Albertsons Cos Inc, Cl A | 167,200 | 2,065 | ||||||
| Casey's General Stores Inc | 4,117 | 3,097 | ||||||
| Chefs' Warehouse Inc/The * | 11,740 | 1,320 | ||||||
| Church & Dwight Co Inc | 23,501 | 2,345 | ||||||
| Darling Ingredients Inc * | 16,490 | 1,093 | ||||||
| Del Monte Corp | 27,500 | 871 | ||||||
| Energizer Holdings Inc | 38,600 | 841 | ||||||
| Herbalife Ltd * | 129,900 | 1,428 | ||||||
| Ingredion Inc | 14,400 | 1,490 | ||||||
| J M Smucker Co/The | 6,600 | 866 | ||||||
| Mama's Creations Inc * | 23,950 | 389 | ||||||
| Maplebear Inc * | 73,120 | 3,694 | ||||||
| Molson Coors Beverage Co, Cl B | 60,200 | 2,393 | ||||||
| PriceSmart Inc | 14,894 | 2,532 | ||||||
| Spectrum Brands Holdings Inc | 12,240 | 1,056 | ||||||
| Turning Point Brands Inc | 13,845 | 1,121 | ||||||
| United Natural Foods Inc * | 14,330 | 628 | ||||||
| 27,229 | ||||||||
| Energy — 4.5% | ||||||||
| APA Corp | 43,200 | 1,864 | ||||||
| Archrock Inc | 46,840 | 1,476 | ||||||
| CNX Resources Corp * | 22,100 | 804 | ||||||
| DHT Holdings Inc | 62,320 | 1,222 | ||||||
| DT Midstream Inc | 10,105 | 1,324 | ||||||
| Excelerate Energy Inc, Cl A | 36,523 | 1,447 | ||||||
| HF Sinclair Corp | 43,240 | 4,394 | ||||||
| Matador Resources Co | 57,158 | 3,316 | ||||||
| Murphy Oil Corp | 21,300 | 776 | ||||||
| NOV Inc | 60,000 | 1,277 | ||||||
| SEI Institutional Investments Trust | 69 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Ovintiv Inc | 22,900 | $ | 1,503 | |||||
| Patterson-UTI Energy Inc | 108,800 | 1,375 | ||||||
| Riley Exploration Permian Inc | 28,000 | 1,093 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 21,630 | 1,098 | ||||||
| Talos Energy Inc * | 65,410 | 1,129 | ||||||
| Teekay Tankers Ltd, Cl A | 11,690 | 1,048 | ||||||
| Viper Energy Inc, Cl A | 18,460 | 827 | ||||||
| World Kinect Corp | 64,600 | 2,309 | ||||||
| 28,282 | ||||||||
| Financials — 17.0% | ||||||||
| 1st Source Corp | 12,040 | 1,031 | ||||||
| Affiliated Managers Group Inc | 7,270 | 2,677 | ||||||
| Ally Financial Inc | 24,300 | 1,026 | ||||||
| Annaly Capital Management Inc ‡ | 32,200 | 738 | ||||||
| Associated Banc-Corp | 56,800 | 1,739 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 29,400 | 1,731 | ||||||
| Bladex Inc, Cl E | 41,700 | 2,248 | ||||||
| Blue Owl Capital Corp | 69,500 | 801 | ||||||
| BOK Financial Corp | 7,240 | 985 | ||||||
| Bread Financial Holdings Inc | 28,470 | 2,974 | ||||||
| Chimera Investment Corp ‡ | 72,000 | 825 | ||||||
| Citizens Financial Group Inc | 27,600 | 1,901 | ||||||
| CNA Financial Corp | 10,400 | 505 | ||||||
| CNO Financial Group Inc | 54,100 | 2,964 | ||||||
| Cohen & Steers Inc | 13,567 | 1,094 | ||||||
| Commerce Bancshares Inc/MO | 17,540 | 1,012 | ||||||
| Corebridge Financial Inc | 23,000 | 748 | ||||||
| Dave Inc * | 3,830 | 1,377 | ||||||
| Enova International Inc * | 5,500 | 1,247 | ||||||
| Essent Group Ltd | 11,500 | 777 | ||||||
| Everest Group Ltd | 2,600 | 974 | ||||||
| EZCORP Inc, Cl A * | 58,380 | 1,887 | ||||||
| Federal Agricultural Mortgage Corp, Cl C | 5,630 | 1,238 | ||||||
| Federated Hermes Inc, Cl B | 40,700 | 2,591 | ||||||
| First American Financial Corp | 36,160 | 2,673 | ||||||
| First Busey Corp | 27,700 | 834 | ||||||
| First Financial Bankshares Inc | 48,900 | 1,625 | ||||||
| First Horizon Corp | 80,900 | 1,968 | ||||||
| FirstCash Holdings Inc | 13,079 | 2,805 | ||||||
| FNB Corp/PA | 42,800 | 780 | ||||||
| Franklin Resources Inc | 33,440 | 1,142 | ||||||
| Fulton Financial Corp | 33,400 | 784 | ||||||
| Globe Life Inc | 4,300 | 742 | ||||||
| Hamilton Lane Inc, Cl A | 13,607 | 1,481 | ||||||
| Hancock Whitney Corp | 19,800 | 1,475 | ||||||
| Hanmi Financial Corp | 56,400 | 1,748 | ||||||
| HCI Group Inc | 5,850 | 1,087 | ||||||
| Home BancShares Inc/AR | 44,082 | 1,299 | ||||||
| Jack Henry & Associates Inc | 8,912 | 1,496 | ||||||
| Jackson Financial Inc, Cl A | 8,600 | 1,148 | ||||||
| Kinsale Capital Group Inc | 8,051 | 3,010 | ||||||
| Lincoln National Corp | 17,700 | 754 | ||||||
| Marex Group Ltd | 14,410 | 1,044 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MarketAxess Holdings Inc | 4,254 | $ | 692 | |||||
| MGIC Investment Corp | 50,900 | 1,560 | ||||||
| Moelis & Co, Cl A | 6,440 | 438 | ||||||
| Morningstar Inc | 6,206 | 1,359 | ||||||
| OFG Bancorp | 42,300 | 2,202 | ||||||
| Origin Bancorp Inc | 20,920 | 1,111 | ||||||
| Pagseguro Digital Ltd, Cl A | 82,900 | 748 | ||||||
| Pelagos Insurance Capital Ltd | 80,200 | 1,958 | ||||||
| Peoples Bancorp Inc/OH | 25,460 | 1,002 | ||||||
| Piper Sandler Cos | 7,870 | 591 | ||||||
| Popular Inc | 21,602 | 3,633 | ||||||
| Primerica Inc | 3,780 | 1,087 | ||||||
| PROG Holdings Inc | 59,160 | 2,256 | ||||||
| Provident Financial Services Inc | 41,520 | 972 | ||||||
| Radian Group Inc | 40,700 | 1,460 | ||||||
| Regions Financial Corp | 36,100 | 1,079 | ||||||
| Reinsurance Group of America Inc, Cl A | 7,170 | 1,764 | ||||||
| Rithm Capital Corp ‡ | 82,300 | 825 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 38,045 | 1,605 | ||||||
| ServisFirst Bancshares Inc | 28,884 | 1,243 | ||||||
| Shore Bancshares Inc | 42,290 | 971 | ||||||
| SiriusPoint Ltd * | 39,050 | 945 | ||||||
| Slide Insurance Holdings Inc | 52,850 | 1,229 | ||||||
| SLM Corp | 25,400 | 660 | ||||||
| Stifel Financial Corp | 19,315 | 1,560 | ||||||
| UMB Financial Corp | 7,090 | 1,004 | ||||||
| Universal Insurance Holdings Inc | 7,500 | 322 | ||||||
| Univest Financial Corp | 23,660 | 982 | ||||||
| Unum Group | 17,100 | 1,594 | ||||||
| Valley National Bancorp | 106,920 | 1,458 | ||||||
| Victory Capital Holdings Inc, Cl A | 6,900 | 814 | ||||||
| Virtu Financial Inc, Cl A | 20,660 | 1,356 | ||||||
| Western Union Co/The | 87,100 | 624 | ||||||
| Zions Bancorp NA | 36,800 | 2,454 | ||||||
| 106,543 | ||||||||
| Health Care — 12.0% | ||||||||
| Amneal Pharmaceuticals Inc * | 55,050 | 962 | ||||||
| Astrana Health Inc * | 22,610 | 862 | ||||||
| Aveanna Healthcare Holdings Inc * | 83,030 | 1,114 | ||||||
| Axogen Inc * | 13,290 | 675 | ||||||
| Axsome Therapeutics Inc * | 1,635 | 325 | ||||||
| BioLife Solutions Inc * | 26,595 | 986 | ||||||
| BioMarin Pharmaceutical Inc * | 16,330 | 1,065 | ||||||
| Bio-Techne Corp | 29,899 | 2,162 | ||||||
| Bridgebio Pharma Inc * | 6,150 | 471 | ||||||
| BrightSpring Health Services Inc * | 29,550 | 1,726 | ||||||
| Chemed Corp | 2,626 | 1,362 | ||||||
| CONMED Corp | 20,200 | 1,007 | ||||||
| DaVita Inc * | 5,600 | 986 | ||||||
| Elanco Animal Health Inc * | 40,140 | 960 | ||||||
| Encompass Health Corp | 18,695 | 2,247 | ||||||
| Ensign Group Inc/The | 16,743 | 2,884 | ||||||
| Envista Holdings Corp * | 40,570 | 1,101 | ||||||
| 70 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Exelixis Inc * | 54,800 | $ | 2,994 | |||||
| Globus Medical Inc, Cl A * | 37,568 | 3,057 | ||||||
| GoodRx Holdings Inc, Cl A * | 396,300 | 1,383 | ||||||
| Guardant Health Inc * | 9,775 | 1,554 | ||||||
| Harmony Biosciences Holdings Inc * | 43,700 | 1,721 | ||||||
| HealthEquity Inc * | 34,867 | 3,366 | ||||||
| Henry Schein Inc * | 11,700 | 1,051 | ||||||
| Incyte Corp * | 24,900 | 3,068 | ||||||
| Indivior Pharmaceuticals Inc * | 35,440 | 1,238 | ||||||
| Jazz Pharmaceuticals PLC * | 15,140 | 3,795 | ||||||
| LeMaitre Vascular Inc | 23,466 | 1,884 | ||||||
| LifeStance Health Group Inc * | 84,820 | 1,048 | ||||||
| Ligand Pharmaceuticals Inc * | 3,952 | 1,123 | ||||||
| Neurocrine Biosciences Inc * | 6,300 | 970 | ||||||
| PACS Group Inc * | 26,110 | 1,105 | ||||||
| Pediatrix Medical Group Inc * | 91,290 | 2,395 | ||||||
| Protagonist Therapeutics Inc * | 16,850 | 2,490 | ||||||
| PTC Therapeutics Inc * | 13,250 | 921 | ||||||
| Quest Diagnostics Inc | 6,246 | 1,501 | ||||||
| Repligen Corp * | 18,132 | 3,281 | ||||||
| Rhythm Pharmaceuticals Inc * | 10,325 | 1,096 | ||||||
| STERIS PLC | 5,848 | 1,360 | ||||||
| Supernus Pharmaceuticals Inc * | 10,570 | 467 | ||||||
| Tenet Healthcare Corp * | 12,300 | 3,271 | ||||||
| Travere Therapeutics Inc * | 20,490 | 1,358 | ||||||
| Twist Bioscience Corp * | 12,615 | 1,753 | ||||||
| Universal Health Services Inc, Cl B | 8,400 | 1,431 | ||||||
| US Physical Therapy Inc | 17,744 | 1,379 | ||||||
| Veracyte Inc * | 24,070 | 1,040 | ||||||
| Vor BioPharma Inc * | 10,040 | 226 | ||||||
| Xenon Pharmaceuticals Inc * | 12,935 | 779 | ||||||
| 75,000 | ||||||||
| Industrials — 19.3% | ||||||||
| AAON Inc | 39,590 | 3,008 | ||||||
| AAR Corp * | 11,635 | 1,504 | ||||||
| ABM Industries Inc | 24,000 | 1,119 | ||||||
| Acuity Inc | 3,581 | 1,188 | ||||||
| Advanced Drainage Systems Inc | 17,408 | 2,363 | ||||||
| AGCO Corp | 10,200 | 1,207 | ||||||
| Allegion PLC | 6,170 | 958 | ||||||
| Allison Transmission Holdings Inc | 18,800 | 2,363 | ||||||
| Apogee Enterprises Inc | 52,200 | 2,039 | ||||||
| Argan Inc | 790 | 336 | ||||||
| Atmus Filtration Technologies Inc | 8,980 | 424 | ||||||
| Axon Enterprise Inc * | 5,129 | 2,906 | ||||||
| AZZ Inc | 15,753 | 2,161 | ||||||
| Bloom Energy Corp, Cl A * | 1,745 | 360 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 18,898 | 1,430 | ||||||
| BWX Technologies Inc | 4,855 | 739 | ||||||
| Carlisle Cos Inc | 3,661 | 1,269 | ||||||
| Carpenter Technology Corp | 1,745 | 831 | ||||||
| Casella Waste Systems Inc, Cl A * | 17,690 | 1,632 | ||||||
| CNH Industrial NV | 60,600 | 717 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Construction Partners Inc, Cl A * | 17,709 | $ | 1,881 | |||||
| Copart Inc * | 36,385 | 1,200 | ||||||
| Deluxe Corp | 29,000 | 670 | ||||||
| Douglas Dynamics Inc | 19,690 | 809 | ||||||
| EnerSys | 13,310 | 2,447 | ||||||
| Ennis Inc | 37,500 | 800 | ||||||
| ESCO Technologies Inc | 4,825 | 1,317 | ||||||
| ExlService Holdings Inc * | 81,188 | 3,092 | ||||||
| Exponent Inc | 37,532 | 2,665 | ||||||
| Federal Signal Corp | 7,530 | 881 | ||||||
| Gates Industrial Corp Ltd * | 27,000 | 691 | ||||||
| Genpact Ltd | 33,200 | 1,261 | ||||||
| GFL Environmental Inc | 29,083 | 1,230 | ||||||
| Gorman-Rupp Co/The | 11,970 | 902 | ||||||
| Granite Construction Inc | 8,250 | 995 | ||||||
| Greenbrier Cos Inc/The | 11,200 | 505 | ||||||
| Griffon Corp | 9,930 | 967 | ||||||
| Healthcare Services Group Inc * | 43,570 | 958 | ||||||
| HEICO Corp, Cl A | 6,487 | 1,584 | ||||||
| Helios Technologies Inc | 12,290 | 897 | ||||||
| Hexcel Corp | 15,317 | 1,419 | ||||||
| Interface Inc, Cl A | 73,020 | 2,769 | ||||||
| KBR Inc | 32,624 | 1,223 | ||||||
| Kennametal Inc | 57,270 | 1,680 | ||||||
| Landstar System Inc | 6,724 | 1,215 | ||||||
| Legence Corp, Cl A * | 27,070 | 1,450 | ||||||
| Loar Holdings Inc * | 13,800 | 969 | ||||||
| Lyft Inc, Cl A * | 64,000 | 1,082 | ||||||
| ManpowerGroup Inc | 14,300 | 900 | ||||||
| Matson Inc | 18,560 | 4,172 | ||||||
| Mercury Systems Inc * | 13,175 | 1,151 | ||||||
| MillerKnoll Inc | 50,800 | 1,148 | ||||||
| Mueller Industries Inc | 10,400 | 649 | ||||||
| MYR Group Inc * | 2,080 | 606 | ||||||
| Nordson Corp | 8,295 | 2,669 | ||||||
| NPK International Inc * | 67,930 | 902 | ||||||
| OPENLANE Inc * | 29,990 | 1,068 | ||||||
| Oshkosh Corp | 19,700 | 3,036 | ||||||
| Owens Corning | 19,700 | 2,722 | ||||||
| Paylocity Holding Corp * | 8,900 | 1,426 | ||||||
| Pitney Bowes Inc | 78,706 | 1,348 | ||||||
| Proto Labs Inc * | 14,090 | 1,128 | ||||||
| Quad/Graphics Inc, Cl A | 86,600 | 871 | ||||||
| RBC Bearings Inc * | 9,052 | 4,474 | ||||||
| Rollins Inc | 58,801 | 2,121 | ||||||
| Ryder System Inc | 8,060 | 1,970 | ||||||
| Science Applications International Corp | 12,670 | 1,625 | ||||||
| Sensata Technologies Holding PLC | 22,820 | 936 | ||||||
| SPX Technologies Inc * | 4,240 | 834 | ||||||
| Sterling Infrastructure Inc * | 1,560 | 733 | ||||||
| Textron Inc | 30,300 | 2,441 | ||||||
| TransUnion | 14,641 | 1,243 | ||||||
| Trex Co Inc * | 21,400 | 975 | ||||||
| SEI Institutional Investments Trust | 71 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Small/Mid Cap Equity Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| UFP Industries Inc | 11,936 | $ | 1,009 | |||||
| UL Solutions Inc, Cl A | 24,040 | 1,791 | ||||||
| United Airlines Holdings Inc * | 13,000 | 1,404 | ||||||
| V2X Inc * | 20,790 | 1,604 | ||||||
| Valmont Industries Inc | 2,865 | 1,346 | ||||||
| Veralto Corp | 12,612 | 1,243 | ||||||
| Vestis Corp * | 78,650 | 984 | ||||||
| VSE Corp | 6,915 | 1,443 | ||||||
| Watsco Inc | 3,349 | 1,038 | ||||||
| WESCO International Inc | 3,103 | 1,056 | ||||||
| Zurn Elkay Water Solutions Corp | 22,460 | 1,074 | ||||||
| 121,253 | ||||||||
| Information Technology — 14.6% | ||||||||
| Advanced Energy Industries Inc | 2,150 | 595 | ||||||
| Aehr Test Systems * | 6,225 | 494 | ||||||
| Agilysys Inc * | 19,765 | 2,301 | ||||||
| Alarm.com Holdings Inc * | 16,020 | 922 | ||||||
| Ambarella Inc * | 4,985 | 346 | ||||||
| Amdocs Ltd | 25,900 | 1,633 | ||||||
| Applied Optoelectronics Inc * | 4,445 | 479 | ||||||
| Arrow Electronics Inc * | 19,410 | 3,968 | ||||||
| Asana Inc, Cl A * | 123,480 | 1,267 | ||||||
| Avnet Inc | 26,500 | 2,373 | ||||||
| AXT Inc * | 5,220 | 316 | ||||||
| Bel Fuse Inc, Cl B | 3,145 | 784 | ||||||
| Bentley Systems Inc, Cl B | 62,984 | 2,315 | ||||||
| Cirrus Logic Inc * | 15,000 | 1,643 | ||||||
| Clear Secure Inc, Cl A | 31,470 | 1,389 | ||||||
| Cognex Corp | 18,978 | 1,157 | ||||||
| Consensus Cloud Solutions Inc * | 21,367 | 817 | ||||||
| Descartes Systems Group Inc/The * | 20,877 | 1,684 | ||||||
| Digi International Inc * | 29,945 | 2,244 | ||||||
| Dropbox Inc, Cl A * | 72,300 | 2,544 | ||||||
| EPAM Systems Inc * | 6,487 | 764 | ||||||
| Fair Isaac Corp * | 876 | 1,005 | ||||||
| FormFactor Inc * | 8,570 | 862 | ||||||
| Freshworks Inc, Cl A * | 98,800 | 1,375 | ||||||
| Gen Digital Inc | 103,080 | 3,196 | ||||||
| Ichor Holdings Ltd * | 12,335 | 661 | ||||||
| Insight Enterprises Inc * | 9,160 | 1,438 | ||||||
| InterDigital Inc | 4,575 | 1,533 | ||||||
| JFrog Ltd * | 30,680 | 3,070 | ||||||
| Keysight Technologies Inc * | 13,788 | 4,449 | ||||||
| Kulicke & Soffa Industries Inc | 12,890 | 1,032 | ||||||
| Littelfuse Inc | 4,843 | 1,996 | ||||||
| MACOM Technology Solutions Holdings Inc * | 3,450 | 910 | ||||||
| Manhattan Associates Inc * | 4,860 | 1,085 | ||||||
| MKS Inc | 3,240 | 830 | ||||||
| Monolithic Power Systems Inc | 1,901 | 2,410 | ||||||
| Napco Security Technologies Inc | 30,635 | 1,110 | ||||||
| Navitas Semiconductor Corp, Cl A * | 30,670 | 356 | ||||||
| nCino Inc * | 51,510 | 1,164 | ||||||
| nLight Inc * | 16,880 | 714 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nova Ltd * | 1,749 | $ | 610 | |||||
| Novanta Inc * | 22,228 | 3,250 | ||||||
| Onto Innovation Inc * | 12,883 | 3,443 | ||||||
| Pegasystems Inc | 35,488 | 1,306 | ||||||
| Photronics Inc * | 20,900 | 588 | ||||||
| Plexus Corp * | 4,270 | 1,023 | ||||||
| Power Integrations Inc | 17,307 | 889 | ||||||
| Qorvo Inc * | 14,700 | 1,412 | ||||||
| Qualys Inc * | 7,575 | 1,410 | ||||||
| Ralliant Corp | 15,790 | 975 | ||||||
| RingCentral Inc, Cl A | 33,000 | 2,298 | ||||||
| Rubrik Inc, Cl A * | 12,730 | 1,184 | ||||||
| Semtech Corp * | 8,490 | 1,129 | ||||||
| Skyworks Solutions Inc | 12,300 | 824 | ||||||
| Synaptics Inc * | 5,880 | 569 | ||||||
| TD SYNNEX Corp | 16,685 | 4,219 | ||||||
| Tenable Holdings Inc * | 27,350 | 1,043 | ||||||
| TTM Technologies Inc * | 5,370 | 639 | ||||||
| Turtle Beach Corp * | 20,600 | 264 | ||||||
| Tyler Technologies Inc * | 5,914 | 2,201 | ||||||
| UiPath Inc, Cl A * | 68,730 | 1,283 | ||||||
| Universal Display Corp | 10,822 | 900 | ||||||
| Viavi Solutions Inc * | 15,140 | 549 | ||||||
| Vistance Networks Inc | 72,900 | 460 | ||||||
| 91,699 | ||||||||
| Materials — 4.2% | ||||||||
| AptarGroup Inc | 8,514 | 1,121 | ||||||
| Avery Dennison Corp | 5,970 | 1,039 | ||||||
| Avient Corp | 22,970 | 1,012 | ||||||
| Balchem Corp | 20,512 | 3,608 | ||||||
| Cabot Corp | 15,600 | 1,290 | ||||||
| Celanese Corp, Cl A | 9,200 | 418 | ||||||
| CF Industries Holdings Inc | 8,300 | 1,079 | ||||||
| Commercial Metals Co | 15,700 | 1,059 | ||||||
| Constellium SE, Cl A * | 35,270 | 932 | ||||||
| Crown Holdings Inc | 19,195 | 2,234 | ||||||
| Eastman Chemical Co | 11,600 | 840 | ||||||
| Innospec Inc | 11,320 | 1,063 | ||||||
| Materion Corp | 3,590 | 848 | ||||||
| NewMarket Corp | 700 | 628 | ||||||
| Reliance Inc | 5,704 | 2,191 | ||||||
| Royal Gold Inc | 5,371 | 1,404 | ||||||
| Sensient Technologies Corp | 14,360 | 1,938 | ||||||
| Solstice Advanced Materials Inc | 18,500 | 1,173 | ||||||
| Sonoco Products Co | 36,460 | 2,011 | ||||||
| SunCoke Energy Inc | 69,900 | 722 | ||||||
| 26,610 | ||||||||
| Real Estate — 4.6% | ||||||||
| American Assets Trust Inc ‡ | 68,400 | 1,536 | ||||||
| Apple Hospitality REIT Inc ‡ | 113,720 | 1,814 | ||||||
| Brandywine Realty Trust ‡ | 80,600 | 243 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 49,280 | 1,028 | ||||||
| 72 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Small/Mid Cap Equity Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| CareTrust REIT Inc ‡ | 60,081 | $ | 2,340 | |||||
| CBL & Associates Properties Inc ‡ | 4,800 | 263 | ||||||
| CTO Realty Growth Inc ‡ | 36,630 | 782 | ||||||
| Curbline Properties Corp ‡ | 31,550 | 941 | ||||||
| EPR Properties ‡ | 27,700 | 1,626 | ||||||
| FirstService Corp | 8,594 | 1,198 | ||||||
| Getty Realty Corp ‡ | 24,700 | 801 | ||||||
| Highwoods Properties Inc ‡ | 22,300 | 682 | ||||||
| Host Hotels & Resorts Inc ‡ | 124,500 | 2,730 | ||||||
| Industrial Logistics Properties Trust ‡ | 35,900 | 296 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 9,200 | 524 | ||||||
| Janus Living Inc, Cl A ‡ | 72,850 | 2,167 | ||||||
| Jones Lang LaSalle Inc * | 2,720 | 995 | ||||||
| Kilroy Realty Corp ‡ | 20,600 | 748 | ||||||
| Kite Realty Group Trust ‡ | 28,100 | 725 | ||||||
| Newmark Group Inc, Cl A | 67,830 | 1,033 | ||||||
| Pebblebrook Hotel Trust ‡ | 56,780 | 1,029 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 55,300 | 529 | ||||||
| RLJ Lodging Trust ‡ | 88,560 | 978 | ||||||
| Ryman Hospitality Properties Inc ‡ | 11,538 | 1,463 | ||||||
| Terreno Realty Corp ‡ | 18,381 | 1,217 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Xenia Hotels & Resorts Inc ‡ | 57,800 | $ | 1,084 | |||||
| 28,772 | ||||||||
| Utilities — 1.5% | ||||||||
| Chesapeake Utilities Corp | 8,832 | 1,179 | ||||||
| National Fuel Gas Co | 9,500 | 789 | ||||||
| Northwest Natural Holding Co | 16,670 | 818 | ||||||
| ONE Gas Inc | 10,600 | 840 | ||||||
| Otter Tail Corp | 20,230 | 1,830 | ||||||
| Pinnacle West Capital Corp | 8,270 | 808 | ||||||
| UGI Corp | 75,700 | 2,911 | ||||||
| 9,175 | ||||||||
| Total Common Stock | ||||||||
| (Cost $487,348) ($ Thousands) | 602,033 | |||||||
| CASH EQUIVALENT — 2.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 17,450,811 | 17,451 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $17,451) ($ Thousands) | 17,451 | |||||||
| Total Investments in Securities — 98.8% | ||||||||
| (Cost $504,799) ($ Thousands) | $ | 619,484 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 27 | Sep-2026 | $ | 4,004 | $ | 3,994 | $ | (10 | ) | |||||||||
| S&P Mid Cap 400 Index E-Mini | 5 | Sep-2026 | 1,889 | 1,884 | (5 | ) | ||||||||||||
| $ | 5,893 | $ | 5,878 | $ | (15 | ) | ||||||||||||
Percentages are based on Net Assets of $627,289 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 23,419 | $ | 87,437 | $ | (93,405 | ) | $ | — | $ | — | $ | 17,451 | $ | 183 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 73 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 99.1% | ||||||||
| Communication Services — 8.9% | ||||||||
| Alphabet Inc, Cl A | 359,392 | $ | 121,960 | |||||
| Alphabet Inc, Cl C | 100,613 | 33,747 | ||||||
| AT&T Inc | 1,659,465 | 42,964 | ||||||
| Comcast Corp, Cl A | 668,458 | 17,794 | ||||||
| Fox Corp | 124,492 | 8,384 | ||||||
| Fox Corp, Cl B | 224,164 | 13,499 | ||||||
| Lumen Technologies Inc * | 446,710 | 2,792 | ||||||
| Match Group Inc | 456,527 | 18,558 | ||||||
| Meta Platforms Inc, Cl A | 51,602 | 29,534 | ||||||
| Millicom International Cellular SA | 38,663 | 3,625 | ||||||
| Netflix Inc * | 132,600 | 10,747 | ||||||
| New York Times Co/The, Cl A | 90,961 | 6,119 | ||||||
| Nexstar Media Group Inc, Cl A | 29,050 | 5,291 | ||||||
| Omnicom Group Inc | 171,676 | 15,027 | ||||||
| Sirius XM Holdings Inc | 191,824 | 5,404 | ||||||
| T-Mobile US Inc | 7,671 | 1,384 | ||||||
| Verizon Communications Inc | 914,605 | 45,748 | ||||||
| Yelp Inc, Cl A * | 9,843 | 220 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 121,280 | 514 | ||||||
| 383,311 | ||||||||
| Consumer Discretionary — 11.1% | ||||||||
| Adient PLC * | 8,463 | 160 | ||||||
| Airbnb Inc, Cl A * | 64,556 | 11,828 | ||||||
| Amazon.com Inc * | 384,147 | 99,790 | ||||||
| AutoZone Inc * | 724 | 2,166 | ||||||
| Bath & Body Works Inc | 235,290 | 4,529 | ||||||
| Booking Holdings Inc | 71,700 | 14,275 | ||||||
| BorgWarner Inc | 268,451 | 17,224 | ||||||
| Boyd Gaming Corp | 24,046 | 1,866 | ||||||
| Carnival | 265,946 | 6,353 | ||||||
| Cheesecake Factory Inc/The | 37,129 | 4,065 | ||||||
| Covista Inc * | 37,831 | 5,006 | ||||||
| Dana Inc | 172,609 | 5,175 | ||||||
| Deckers Outdoor Corp * | 67,735 | 5,898 | ||||||
| Dillard's Inc, Cl A | 2,251 | 1,409 | ||||||
| Domino's Pizza Inc | 18,944 | 6,480 | ||||||
| eBay Inc | 231,684 | 23,993 | ||||||
| Etsy Inc * | 16,428 | 1,336 | ||||||
| Expedia Group Inc | 103,494 | 32,820 | ||||||
| Ford Motor Co | 1,628,958 | 22,708 | ||||||
| Frontdoor Inc * | 79,617 | 6,439 | ||||||
| Gap Inc/The | 208,475 | 4,651 | ||||||
| Garmin Ltd | 23,755 | 6,749 | ||||||
| Garrett Motion Inc | 76,204 | 2,054 | ||||||
| General Motors Co | 400,658 | 34,585 | ||||||
| Goodyear Tire & Rubber Co/The * | 270,986 | 1,699 | ||||||
| Graham Holdings Co, Cl B | 104 | 117 | ||||||
| Grand Canyon Education Inc * | 3,425 | 507 | ||||||
| H&R Block Inc | 234,791 | 12,127 | ||||||
| Harley-Davidson Inc | 112,776 | 3,113 | ||||||
| Hasbro Inc | 16,975 | 1,597 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Hilton Grand Vacations Inc * | 76,569 | $ | 3,247 | |||||
| Laureate Education Inc, Cl A * | 32,450 | 1,218 | ||||||
| Lear Corp | 67,659 | 8,457 | ||||||
| Macy's Inc | 349,683 | 7,679 | ||||||
| McDonald's Corp | 23,119 | 6,093 | ||||||
| Monarch Casino & Resort Inc | 9,845 | 1,186 | ||||||
| NVR Inc * | 149 | 941 | ||||||
| O'Reilly Automotive Inc * | 66,579 | 5,912 | ||||||
| Perdoceo Education Corp | 39,640 | 1,318 | ||||||
| Phinia Inc | 35,980 | 2,462 | ||||||
| Ralph Lauren Corp, Cl A | 43,311 | 15,025 | ||||||
| Ross Stores Inc | 58,553 | 13,382 | ||||||
| Rush Street Interactive Inc, Cl A * | 67,194 | 1,731 | ||||||
| Signet Jewelers Ltd | 41,231 | 3,392 | ||||||
| Tapestry Inc | 82,743 | 10,210 | ||||||
| Tesla Inc * | 2,628 | 967 | ||||||
| TJX Cos Inc/The | 124,013 | 16,607 | ||||||
| Toll Brothers Inc | 14,069 | 2,018 | ||||||
| Travel + Leisure Co | 69,908 | 4,807 | ||||||
| Ulta Beauty Inc * | 17,205 | 9,241 | ||||||
| Versigent PLC * | 92,119 | 4,366 | ||||||
| Victoria's Secret & Co * | 35,807 | 3,058 | ||||||
| Williams-Sonoma Inc | 14,651 | 3,344 | ||||||
| Yum! Brands Inc | 71,222 | 10,919 | ||||||
| 478,299 | ||||||||
| Consumer Staples — 3.6% | ||||||||
| Albertsons Cos Inc, Cl A | 415,963 | 5,137 | ||||||
| Altria Group Inc | 220,205 | 15,080 | ||||||
| Archer-Daniels-Midland Co | 60,113 | 4,887 | ||||||
| Cal-Maine Foods Inc | 43,266 | 3,414 | ||||||
| Chefs' Warehouse Inc/The * | 21,906 | 2,464 | ||||||
| Church & Dwight Co Inc | 4,454 | 444 | ||||||
| Coca-Cola Co/The | 7,275 | 645 | ||||||
| Colgate-Palmolive Co | 135,665 | 12,185 | ||||||
| Costco Wholesale Corp | 2,503 | 2,363 | ||||||
| General Mills Inc | 6,410 | 264 | ||||||
| Hershey Co/The | 41,160 | 7,253 | ||||||
| Ingles Markets Inc, Cl A | 3,077 | 252 | ||||||
| Ingredion Inc | 2,378 | 246 | ||||||
| Keurig Dr Pepper Inc | 384,669 | 12,256 | ||||||
| Kraft Heinz Co/The | 442,010 | 11,346 | ||||||
| Kroger Co/The | 59,246 | 3,409 | ||||||
| Marzetti Company/The | 1,172 | 132 | ||||||
| Molson Coors Beverage Co, Cl B | 127,441 | 5,067 | ||||||
| Monster Beverage Corp * | 401,582 | 18,441 | ||||||
| Philip Morris International Inc | 95,549 | 17,896 | ||||||
| Post Holdings Inc * | 52,104 | 4,343 | ||||||
| Procter & Gamble Co/The | 78,351 | 11,370 | ||||||
| Sysco Corp | 24,009 | 1,947 | ||||||
| Vita Coco Co Inc/The * | 20,370 | 1,196 | ||||||
| Walmart Inc | 90,025 | 9,441 | ||||||
| 74 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| WD-40 Co | 5,170 | $ | 1,107 | |||||
| 152,585 | ||||||||
| Energy — 2.5% | ||||||||
| APA Corp | 459,380 | 19,822 | ||||||
| Chevron Corp | 12,383 | 2,553 | ||||||
| Chord Energy Corp | 16,928 | 2,490 | ||||||
| CNX Resources Corp * | 176,842 | 6,434 | ||||||
| Crescent Energy Co, Cl A | 333,565 | 4,567 | ||||||
| Devon Energy Corp | 386,862 | 18,767 | ||||||
| Golar LNG Ltd | 85,347 | 4,395 | ||||||
| Halliburton Co | 335,580 | 12,366 | ||||||
| Helmerich & Payne Inc | 76,827 | 3,348 | ||||||
| HF Sinclair Corp | 33,082 | 3,361 | ||||||
| International Seaways Inc | 32,415 | 3,197 | ||||||
| Murphy Oil Corp | 112,970 | 4,114 | ||||||
| National Energy Services Reunited Corp * | 51,953 | 1,824 | ||||||
| Ovintiv Inc | 195,398 | 12,828 | ||||||
| Patterson-UTI Energy Inc | 238,490 | 3,015 | ||||||
| Scorpio Tankers Inc | 56,864 | 4,484 | ||||||
| Weatherford International PLC | 17,561 | 1,717 | ||||||
| 109,282 | ||||||||
| Financials — 12.3% | ||||||||
| Affiliated Managers Group Inc | 49,112 | 18,083 | ||||||
| Allstate Corp/The | 7,388 | 1,905 | ||||||
| Ally Financial Inc | 361,275 | 15,249 | ||||||
| Ameriprise Financial Inc | 26,057 | 14,412 | ||||||
| Axis Capital Holdings Ltd | 74,573 | 7,366 | ||||||
| Bank of New York Mellon Corp/The | 128,369 | 20,703 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 63,760 | 3,754 | ||||||
| Bank OZK | 113,749 | 5,583 | ||||||
| Blackstone Mortgage Trust Inc, Cl A ‡ | 75,171 | 1,045 | ||||||
| Bread Financial Holdings Inc | 48,942 | 5,113 | ||||||
| Capital One Financial Corp | 70,104 | 15,038 | ||||||
| Cboe Global Markets Inc | 20,385 | 6,120 | ||||||
| Charles Schwab Corp/The | 60,175 | 6,608 | ||||||
| Citigroup Inc | 177,457 | 23,357 | ||||||
| CNO Financial Group Inc | 48,606 | 2,663 | ||||||
| Corebridge Financial Inc | 319,049 | 10,382 | ||||||
| Corpay Inc * | 6,162 | 2,491 | ||||||
| Dave Inc * | 1,156 | 416 | ||||||
| Enova International Inc * | 33,488 | 7,592 | ||||||
| Everest Group Ltd | 51,547 | 19,312 | ||||||
| EVERTEC Inc | 49,227 | 1,459 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 2,550 | 5,519 | ||||||
| FirstCash Holdings Inc | 25,008 | 5,364 | ||||||
| Flywire Corp * | 90,488 | 1,709 | ||||||
| Genworth Financial Inc, Cl A * | 284,652 | 2,829 | ||||||
| Global Payments Inc | 16,000 | 1,457 | ||||||
| Goldman Sachs Group Inc/The | 2,126 | 2,181 | ||||||
| Invesco Ltd | 273,127 | 8,953 | ||||||
| Jack Henry & Associates Inc | 20,549 | 3,450 | ||||||
| Jackson Financial Inc, Cl A | 118,071 | 15,754 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| JPMorgan Chase & Co | 11,606 | $ | 4,132 | |||||
| Lincoln National Corp | 222,978 | 9,497 | ||||||
| Marex Group Limited | 38,440 | 2,786 | ||||||
| Mastercard Inc, Cl A | 39,657 | 23,370 | ||||||
| MFA Financial Inc ‡ | 80,615 | 711 | ||||||
| Moody's Corp | 18,064 | 9,116 | ||||||
| Morgan Stanley | 12,057 | 2,572 | ||||||
| MSCI Inc, Cl A | 14,721 | 8,400 | ||||||
| Nasdaq Inc | 68,876 | 6,792 | ||||||
| Navient Corp | 65,761 | 625 | ||||||
| Nelnet Inc, Cl A | 13,448 | 1,685 | ||||||
| Northern Trust Corp | 73,286 | 13,599 | ||||||
| OFG Bancorp | 44,091 | 2,295 | ||||||
| OneMain Holdings Inc, Cl A | 149,964 | 9,367 | ||||||
| Palomar Holdings Inc, Cl A | 8,862 | 1,175 | ||||||
| PNC Financial Services Group Inc/The | 1,006 | 241 | ||||||
| Popular Inc | 67,203 | 11,303 | ||||||
| PROG Holdings Inc | 34,243 | 1,306 | ||||||
| Prudential Financial Inc | 170,738 | 20,079 | ||||||
| Radian Group Inc | 155,241 | 5,567 | ||||||
| Reinsurance Group of America Inc, Cl A | 55,775 | 13,723 | ||||||
| RenaissanceRe Holdings Ltd | 46,604 | 15,269 | ||||||
| Rithm Capital Corp ‡ | 589,985 | 5,918 | ||||||
| SiriusPoint Ltd * | 57,989 | 1,403 | ||||||
| State Street Corp | 80,709 | 15,446 | ||||||
| Synchrony Financial | 312,712 | 24,104 | ||||||
| Travelers Cos Inc/The | 3,955 | 1,447 | ||||||
| Unum Group | 164,036 | 15,291 | ||||||
| Victory Capital Holdings Inc, Cl A | 11,284 | 1,332 | ||||||
| Visa Inc, Cl A | 126,469 | 47,979 | ||||||
| W R Berkley Corp | 1,171 | 79 | ||||||
| Western Union Co/The | 322,907 | 2,312 | ||||||
| WisdomTree Inc | 84,303 | 2,028 | ||||||
| Zions Bancorp NA | 165,634 | 11,046 | ||||||
| 527,862 | ||||||||
| Health Care — 12.0% | ||||||||
| AbbVie Inc | 55,457 | 14,220 | ||||||
| Alignment Healthcare Inc * | 51,286 | 687 | ||||||
| Amgen Inc | 29,444 | 12,657 | ||||||
| Amneal Pharmaceuticals Inc * | 93,475 | 1,633 | ||||||
| Bridgebio Pharma Inc * | 28,455 | 2,179 | ||||||
| BrightSpring Health Services Inc * | 99,620 | 5,818 | ||||||
| Bristol-Myers Squibb Co | 426,507 | 28,495 | ||||||
| Cardinal Health Inc | 157,705 | 37,001 | ||||||
| CareDx Inc * | 28,444 | 1,425 | ||||||
| Cencora Inc | 57,923 | 18,744 | ||||||
| Centene Corp * | 19,476 | 1,253 | ||||||
| Cigna Group/The | 15,036 | 4,151 | ||||||
| CVS Health Corp | 240,402 | 22,576 | ||||||
| DaVita Inc * | 39,447 | 6,943 | ||||||
| Dexcom Inc * | 84,757 | 7,718 | ||||||
| Edwards Lifesciences Corp * | 106,867 | 9,698 | ||||||
| Elanco Animal Health Inc * | 204,503 | 4,892 | ||||||
| SEI Institutional Investments Trust | 75 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Eli Lilly & Co | 9,420 | $ | 10,896 | |||||
| Exelixis Inc * | 373,572 | 20,412 | ||||||
| Gilead Sciences Inc | 163,627 | 23,945 | ||||||
| Guardant Health Inc * | 9,584 | 1,524 | ||||||
| HCA Healthcare Inc | 17,174 | 7,118 | ||||||
| Henry Schein Inc * | 3,195 | 287 | ||||||
| IDEXX Laboratories Inc * | 26,287 | 14,634 | ||||||
| Incyte Corp * | 69,855 | 8,607 | ||||||
| Intuitive Surgical Inc * | 2,158 | 813 | ||||||
| Ionis Pharmaceuticals Inc * | 12,264 | 740 | ||||||
| Jazz Pharmaceuticals PLC * | 98,634 | 24,726 | ||||||
| Johnson & Johnson | 166,062 | 44,148 | ||||||
| Labcorp Holdings Inc | 495 | 165 | ||||||
| LifeStance Health Group Inc * | 165,139 | 2,041 | ||||||
| McKesson Corp | 22,435 | 19,862 | ||||||
| Medtronic PLC | 73,424 | 6,656 | ||||||
| Merck & Co Inc | 83,194 | 12,293 | ||||||
| Merit Medical Systems Inc * | 14,716 | 1,334 | ||||||
| Mettler-Toledo International Inc * | 5,694 | 8,001 | ||||||
| Natera Inc * | 6,084 | 1,959 | ||||||
| Neurocrine Biosciences Inc * | 28,608 | 4,406 | ||||||
| Pfizer Inc | 309,187 | 8,799 | ||||||
| Quest Diagnostics Inc | 52,901 | 12,712 | ||||||
| Regeneron Pharmaceuticals Inc | 8,548 | 6,831 | ||||||
| ResMed Inc | 31,755 | 7,624 | ||||||
| Royalty Pharma PLC, Cl A | 55,782 | 3,426 | ||||||
| Stryker Corp | 6,406 | 2,074 | ||||||
| Tenet Healthcare Corp * | 108,036 | 28,728 | ||||||
| United Therapeutics Corp * | 5,249 | 2,679 | ||||||
| Universal Health Services Inc, Cl B | 66,763 | 11,372 | ||||||
| Veeva Systems Inc, Cl A * | 31,621 | 9,034 | ||||||
| Vertex Pharmaceuticals Inc * | 6,519 | 3,550 | ||||||
| Viatris Inc | 1,100,590 | 18,171 | ||||||
| West Pharmaceutical Services Inc | 17,431 | 5,946 | ||||||
| 515,603 | ||||||||
| Industrials — 10.1% | ||||||||
| A O Smith Corp | 63,400 | 3,749 | ||||||
| AECOM | 168,911 | 11,390 | ||||||
| Alaska Air Group Inc * | 1,169 | 48 | ||||||
| Amentum Holdings Inc * | 199,830 | 3,995 | ||||||
| American Airlines Group Inc * | 650,924 | 8,742 | ||||||
| AMETEK Inc | 27,300 | 6,420 | ||||||
| Atkore Inc | 33,509 | 3,139 | ||||||
| Automatic Data Processing Inc | 2,519 | 721 | ||||||
| Brink's Co/The | 35,392 | 3,855 | ||||||
| Broadridge Financial Solutions Inc | 7,450 | 1,359 | ||||||
| Caterpillar Inc | 21,017 | 16,760 | ||||||
| CH Robinson Worldwide Inc | 6,235 | 933 | ||||||
| Cimpress PLC * | 13,127 | 1,170 | ||||||
| Cintas Corp | 13,040 | 2,631 | ||||||
| CoreCivic Inc *‡ | 116,445 | 3,868 | ||||||
| Costamare Inc | 35,619 | 544 | ||||||
| CSX Corp | 25,104 | 1,268 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cummins Inc | 15,602 | $ | 8,806 | |||||
| Delta Air Lines Inc | 226,315 | 17,653 | ||||||
| Deluxe Corp | 33,532 | 775 | ||||||
| Donaldson Co Inc | 71,844 | 6,530 | ||||||
| Dover Corp | 16,051 | 3,118 | ||||||
| Dycom Industries Inc * | 3,007 | 876 | ||||||
| EnerSys | 47,632 | 8,758 | ||||||
| ExlService Holdings Inc * | 46,193 | 1,759 | ||||||
| Expeditors International of Washington Inc | 21,086 | 3,999 | ||||||
| Fastenal Co | 162,596 | 8,018 | ||||||
| Federal Signal Corp | 7,150 | 837 | ||||||
| Ferguson Enterprises Inc | 12,581 | 2,825 | ||||||
| Fluor Corp * | 140,762 | 7,673 | ||||||
| Fortive Corp | 61,900 | 3,642 | ||||||
| FTI Consulting Inc * | 443 | 67 | ||||||
| Genpact Ltd | 96,145 | 3,652 | ||||||
| Graco Inc | 97,510 | 7,550 | ||||||
| HEICO Corp | 12,678 | 4,198 | ||||||
| Honeywell International | 4,148 | 886 | ||||||
| Howmet Aerospace Inc | 4,902 | 1,201 | ||||||
| Huntington Ingalls Industries Inc | 23,229 | 6,764 | ||||||
| IDEX Corp | 16,900 | 3,864 | ||||||
| Illinois Tool Works Inc | 39,271 | 10,814 | ||||||
| ITT Inc | 8,897 | 1,782 | ||||||
| Johnson Controls International PLC | 46,667 | 6,451 | ||||||
| Kratos Defense & Security Solutions Inc * | 9,714 | 495 | ||||||
| Leidos Holdings Inc | 100,131 | 14,039 | ||||||
| Lincoln Electric Holdings Inc | 27,809 | 7,821 | ||||||
| Lockheed Martin Corp | 4,848 | 2,721 | ||||||
| Masco Corp | 41,888 | 3,023 | ||||||
| MasTec Inc * | 12,965 | 3,109 | ||||||
| Matson Inc | 6,334 | 1,424 | ||||||
| Maximus Inc | 48,397 | 2,796 | ||||||
| MSA Safety Inc | 1,490 | 278 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 40,045 | 4,761 | ||||||
| Nordson Corp | 26,118 | 8,403 | ||||||
| nVent Electric PLC | 86,349 | 13,017 | ||||||
| OPENLANE Inc * | 10,239 | 365 | ||||||
| Otis Worldwide Corp | 127,744 | 9,086 | ||||||
| Parker-Hannifin Corp | 8,996 | 8,811 | ||||||
| Paychex Inc | 14,846 | 1,890 | ||||||
| Pitney Bowes Inc | 182,402 | 3,125 | ||||||
| Primoris Services Corp | 14,327 | 1,033 | ||||||
| Rockwell Automation Inc | 19,632 | 8,332 | ||||||
| Rollins Inc | 6,202 | 224 | ||||||
| RTX Corp | 40,000 | 8,309 | ||||||
| Ryder System Inc | 40,891 | 9,996 | ||||||
| Science Applications International Corp | 45,634 | 5,851 | ||||||
| SkyWest Inc * | 38,913 | 3,683 | ||||||
| Snap-on Inc | 27,031 | 10,442 | ||||||
| SPX Technologies Inc * | 7,562 | 1,488 | ||||||
| SS&C Technologies Holdings Inc | 12,226 | 1,014 | ||||||
| Timken Co/The | 55,732 | 6,713 | ||||||
| 76 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Trane Technologies PLC | 18,781 | $ | 8,346 | |||||
| Tutor Perini Corp | 50,412 | 4,462 | ||||||
| United Airlines Holdings Inc * | 202,124 | 21,827 | ||||||
| United Rentals Inc | 7,795 | 8,091 | ||||||
| Veralto Corp | 33,193 | 3,272 | ||||||
| Waste Management Inc | 3,698 | 810 | ||||||
| Watts Water Technologies Inc, Cl A | 35,889 | 13,126 | ||||||
| Westinghouse Air Brake Technologies Corp | 22,146 | 6,332 | ||||||
| Woodward Inc | 16,772 | 5,699 | ||||||
| WW Grainger Inc | 14,175 | 18,562 | ||||||
| Zurn Elkay Water Solutions Corp | 132,585 | 6,338 | ||||||
| 432,204 | ||||||||
| Information Technology — 34.5% | ||||||||
| Accenture PLC, Cl A | 2,864 | 543 | ||||||
| ACI Worldwide Inc * | 13,254 | 706 | ||||||
| Adobe Inc * | 184,293 | 53,959 | ||||||
| Advanced Micro Devices Inc * | 29,207 | 13,748 | ||||||
| Agilysys Inc * | 13,587 | 1,582 | ||||||
| Alarm.com Holdings Inc * | 6,151 | 354 | ||||||
| Amdocs Ltd | 132,293 | 8,342 | ||||||
| Amkor Technology Inc | 163,408 | 7,729 | ||||||
| Amphenol Corp, Cl A | 28,516 | 4,521 | ||||||
| Analog Devices Inc | 8,450 | 3,060 | ||||||
| Apple Inc | 714,249 | 226,310 | ||||||
| Applied Materials Inc | 19,659 | 9,011 | ||||||
| Arrow Electronics Inc * | 74,294 | 15,188 | ||||||
| Autodesk Inc * | 67,682 | 17,498 | ||||||
| Avnet Inc | 92,349 | 8,271 | ||||||
| Belden Inc | 50,592 | 5,791 | ||||||
| Broadcom Inc | 120,500 | 44,626 | ||||||
| Cadence Design Systems Inc * | 3,255 | 1,103 | ||||||
| Ciena Corp * | 2,302 | 881 | ||||||
| Cirrus Logic Inc * | 97,349 | 10,661 | ||||||
| Cisco Systems Inc | 328,305 | 36,274 | ||||||
| Clear Secure Inc, Cl A | 61,863 | 2,731 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 423,214 | 27,331 | ||||||
| Consensus Cloud Solutions Inc * | 11,449 | 438 | ||||||
| Corning Inc | 17,166 | 2,553 | ||||||
| Datadog Inc, Cl A * | 16,838 | 3,991 | ||||||
| Dell Technologies Inc, Cl C | 74,015 | 33,752 | ||||||
| DigitalOcean Holdings Inc * | 7,449 | 825 | ||||||
| DocuSign Inc, Cl A * | 109,652 | 7,267 | ||||||
| Dolby Laboratories Inc, Cl A | 112,744 | 6,941 | ||||||
| Dropbox Inc, Cl A * | 202,790 | 7,136 | ||||||
| DXC Technology Co * | 145,717 | 1,647 | ||||||
| Elastic NV * | 82,230 | 8,022 | ||||||
| ePlus Inc | 3,416 | 300 | ||||||
| F5 Inc * | 41,131 | 16,746 | ||||||
| Fair Isaac Corp * | 274 | 314 | ||||||
| Flex Ltd * | 95,360 | 10,418 | ||||||
| Fortinet Inc * | 93,387 | 15,963 | ||||||
| Freshworks Inc, Cl A * | 126,443 | 1,760 | ||||||
| Gartner Inc * | 18,598 | 3,684 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Gen Digital Inc | 790,184 | $ | 24,496 | |||||
| GoDaddy Inc, Cl A * | 6,019 | 589 | ||||||
| Guidewire Software Inc * | 19,816 | 4,057 | ||||||
| Hewlett Packard Enterprise Co | 683,370 | 35,699 | ||||||
| HP Inc | 884,382 | 26,549 | ||||||
| Intel Corp * | 46,654 | 4,176 | ||||||
| InterDigital Inc | 871 | 292 | ||||||
| International Business Machines Corp | 97 | 23 | ||||||
| Jabil Inc | 43,012 | 13,130 | ||||||
| JFrog Ltd * | 14,125 | 1,413 | ||||||
| Keysight Technologies Inc * | 6,869 | 2,217 | ||||||
| KLA Corp | 28,370 | 4,978 | ||||||
| Lam Research Corp | 77,842 | 23,469 | ||||||
| Lumentum Holdings Inc * | 1,184 | 1,083 | ||||||
| MACOM Technology Solutions Holdings Inc * | 11,175 | 2,948 | ||||||
| Manhattan Associates Inc * | 23,382 | 5,219 | ||||||
| Marvell Technology Inc | 6,356 | 1,345 | ||||||
| Micron Technology Inc | 66,445 | 63,703 | ||||||
| Microsoft Corp | 316,171 | 160,390 | ||||||
| MongoDB Inc, Cl A * | 5,981 | 2,712 | ||||||
| Motorola Solutions Inc | 20,101 | 9,755 | ||||||
| NetApp Inc | 208,206 | 38,578 | ||||||
| NetScout Systems Inc * | 80,064 | 3,109 | ||||||
| NVIDIA Corp | 1,058,913 | 233,787 | ||||||
| Palantir Technologies Inc, Cl A * | 126,948 | 23,661 | ||||||
| Palo Alto Networks Inc * | 3,642 | 1,392 | ||||||
| Pegasystems Inc | 92,620 | 3,409 | ||||||
| Penguin Solutions Inc * | 64,345 | 3,158 | ||||||
| Photronics Inc * | 62,093 | 1,747 | ||||||
| PTC Inc * | 17,100 | 2,663 | ||||||
| QUALCOMM Inc | 71,769 | 12,235 | ||||||
| RingCentral Inc, Cl A | 53,961 | 3,757 | ||||||
| Roper Technologies Inc | 11,845 | 5,030 | ||||||
| Salesforce Inc | 19,181 | 4,940 | ||||||
| Samsara Inc, Cl A * | 202,117 | 8,256 | ||||||
| SanDisk Corp * | 1,473 | 2,308 | ||||||
| Sanmina Corp * | 40,386 | 7,945 | ||||||
| SiTime Corp * | 1,906 | 1,078 | ||||||
| Skyworks Solutions Inc | 172,036 | 11,528 | ||||||
| Snowflake Inc, Cl A * | 18,408 | 6,101 | ||||||
| TD SYNNEX Corp | 81,860 | 20,698 | ||||||
| Teledyne Technologies Inc * | 16,868 | 10,339 | ||||||
| Teradata Corp * | 66,837 | 1,938 | ||||||
| Teradyne Inc | 4,122 | 1,442 | ||||||
| Texas Instruments Inc | 13,958 | 3,642 | ||||||
| Trimble Inc * | 30,538 | 1,830 | ||||||
| TTM Technologies Inc * | 8,188 | 974 | ||||||
| Twilio Inc, Cl A * | 18,857 | 4,443 | ||||||
| Ubiquiti Inc | 38 | 22 | ||||||
| Universal Display Corp | 24,300 | 2,021 | ||||||
| VeriSign Inc | 52,272 | 15,069 | ||||||
| Viavi Solutions Inc * | 218 | 8 | ||||||
| Vistance Networks Inc | 274,664 | 1,733 | ||||||
| SEI Institutional Investments Trust | 77 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Vontier Corp | 167,200 | $ | 5,386 | |||||
| Western Digital Corp | 7,699 | 3,469 | ||||||
| Zoom Communications Inc, Cl A * | 260,745 | 25,209 | ||||||
| 1,483,125 | ||||||||
| Materials — 1.7% | ||||||||
| Alcoa Corp | 344,869 | 17,226 | ||||||
| Anglogold Ashanti PLC | 71,173 | 7,994 | ||||||
| AptarGroup Inc | 3,433 | 452 | ||||||
| Avery Dennison Corp | 4,549 | 792 | ||||||
| Ball Corp | 15,311 | 964 | ||||||
| CF Industries Holdings Inc | 14,328 | 1,863 | ||||||
| Constellium SE, Cl A * | 173,058 | 4,574 | ||||||
| Crown Holdings Inc | 115,418 | 13,434 | ||||||
| Newmont Corp | 144,008 | 18,154 | ||||||
| O-I Glass Inc, Cl I * | 146,890 | 1,068 | ||||||
| Sensient Technologies Corp | 17,394 | 2,347 | ||||||
| Sonoco Products Co | 115,747 | 6,383 | ||||||
| 75,251 | ||||||||
| Real Estate — 0.1% | ||||||||
| Simon Property Group Inc ‡ | 13,626 | 2,893 | ||||||
| Utilities — 2.3% | ||||||||
| American Electric Power Co Inc | 61,688 | 7,552 | ||||||
| Clearway Energy Inc, Cl C | 63,154 | 2,005 | ||||||
| Consolidated Edison Inc | 1,809 | 194 | ||||||
| Duke Energy Corp | 92,508 | 11,093 | ||||||
| Edison International | 272,003 | 14,683 | ||||||
| Entergy Corp | 70,702 | 7,516 | ||||||
| Exelon Corp | 403,792 | 17,654 | ||||||
| FirstEnergy Corp | 210,667 | 9,661 | ||||||
| Hawaiian Electric Industries Inc * | 174,369 | 1,956 | ||||||
| National Fuel Gas Co | 1,235 | 103 | ||||||
| PG&E Corp | 951,290 | 12,624 | ||||||
| Portland General Electric Co | 129,615 | 6,333 | ||||||
| UGI Corp | 159,833 | 6,145 | ||||||
| 97,519 | ||||||||
| Total Common Stock | ||||||||
| (Cost $3,154,740) ($ Thousands) | 4,257,934 | |||||||
| CASH EQUIVALENT — 0.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 15,231,542 | 15,232 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $15,232) ($ Thousands) | 15,232 | |||||||
| Total Investments in Securities — 99.5% | ||||||||
| (Cost $3,169,972) ($ Thousands) | $ | 4,273,166 | ||||||
| 78 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Equity Factor Allocation Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 | 7 | Sep-2026 | $ | 2,732 | $ | 2,695 | $ | (37 | ) | |||||||||
| Percentages are based on Net Assets of $4,294,371 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 30,519 | $ | 85,644 | $ | (100,931 | ) | $ | — | $ | — | $ | 15,232 | $ | 257 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 79 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Managed Volatility Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 96.6% | ||||||||
| Communication Services — 9.1% | ||||||||
| Alphabet Inc, Cl A | 10,492 | $ | 3,561 | |||||
| AT&T Inc | 261,390 | 6,767 | ||||||
| Bandwidth Inc, Cl A * | 1,774 | 86 | ||||||
| Comcast Corp, Cl A | 173,521 | 4,619 | ||||||
| Fox Corp | 29,100 | 1,960 | ||||||
| IAC Inc * | 10,563 | 404 | ||||||
| Meta Platforms Inc, Cl A | 3,848 | 2,202 | ||||||
| New York Times Co/The, Cl A | 25,127 | 1,690 | ||||||
| Quebecor Inc, Cl B | 22,000 | 974 | ||||||
| Telephone and Data Systems Inc | 10,845 | 365 | ||||||
| T-Mobile US Inc | 18,060 | 3,259 | ||||||
| Verizon Communications Inc | 150,790 | 7,543 | ||||||
| Versant Media Group Inc | 3,220 | 132 | ||||||
| Yelp Inc, Cl A * | 43,197 | 966 | ||||||
| 34,528 | ||||||||
| Consumer Discretionary — 5.6% | ||||||||
| ADT Inc | 153,400 | 1,134 | ||||||
| Amazon.com Inc * | 15,535 | 4,036 | ||||||
| Autoliv Inc | 14,600 | 1,770 | ||||||
| BorgWarner Inc | 36,600 | 2,348 | ||||||
| Boyd Gaming Corp | 10,600 | 822 | ||||||
| Canadian Tire Corp Ltd, Cl A | 10,000 | 1,355 | ||||||
| eBay Inc | 18,814 | 1,948 | ||||||
| H&R Block Inc | 37,500 | 1,937 | ||||||
| Honda Motor Co Ltd ADR | 47,700 | 1,525 | ||||||
| La-Z-Boy Inc, Cl Z | 18,900 | 598 | ||||||
| Lear Corp | 6,900 | 862 | ||||||
| Mattel Inc * | 56,900 | 851 | ||||||
| Murphy USA Inc | 1,000 | 515 | ||||||
| Service Corp International/US | 21,510 | 1,756 | ||||||
| 21,457 | ||||||||
| Consumer Staples — 13.4% | ||||||||
| Albertsons Cos Inc, Cl A | 155,700 | 1,923 | ||||||
| Altria Group Inc | 71,304 | 4,883 | ||||||
| Archer-Daniels-Midland Co | 35,680 | 2,901 | ||||||
| Central Garden & Pet Co, Cl A * | 26,300 | 979 | ||||||
| Church & Dwight Co Inc | 20,130 | 2,009 | ||||||
| Coca-Cola Co/The | 33,622 | 2,981 | ||||||
| Coca-Cola Consolidated Inc | 502 | 98 | ||||||
| Colgate-Palmolive Co | 23,782 | 2,136 | ||||||
| Costco Wholesale Corp | 3,227 | 3,046 | ||||||
| Darling Ingredients Inc * | 15,820 | 1,048 | ||||||
| Dole PLC | 46,376 | 642 | ||||||
| Fresh Del Monte Produce Inc | 17,700 | 561 | ||||||
| Hershey Co/The | 5,063 | 892 | ||||||
| Ingredion Inc | 21,300 | 2,204 | ||||||
| Kimberly-Clark Corp | 11,627 | 1,255 | ||||||
| Kraft Heinz Co/The | 89,900 | 2,308 | ||||||
| Kroger Co/The | 23,600 | 1,358 | ||||||
| Maplebear Inc * | 3,758 | 190 | ||||||
| Molson Coors Beverage Co, Cl B | 41,500 | 1,650 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Mondelez International Inc, Cl A | 34,249 | $ | 2,126 | |||||
| Monster Beverage Corp * | 51,266 | 2,354 | ||||||
| PepsiCo Inc | 17,564 | 2,465 | ||||||
| Philip Morris International Inc | 15,404 | 2,885 | ||||||
| Post Holdings Inc * | 13,500 | 1,125 | ||||||
| Procter & Gamble Co/The | 19,154 | 2,780 | ||||||
| Seneca Foods Corp, Cl A * | 2,926 | 580 | ||||||
| Spectrum Brands Holdings Inc | 2,250 | 194 | ||||||
| Sysco Corp | 4,539 | 368 | ||||||
| Target Corp | 7,608 | 1,224 | ||||||
| Walmart Inc | 15,118 | 1,585 | ||||||
| 50,750 | ||||||||
| Energy — 5.5% | ||||||||
| Chevron Corp | 14,543 | 2,998 | ||||||
| EOG Resources Inc | 19,800 | 2,870 | ||||||
| ExxonMobil Holdings | 21,409 | 3,446 | ||||||
| Marathon Petroleum Corp | 15,140 | 5,652 | ||||||
| PBF Energy Inc, Cl A | 18,687 | 1,364 | ||||||
| Phillips 66 | 9,553 | 2,355 | ||||||
| Valero Energy Corp | 6,664 | 2,392 | ||||||
| 21,077 | ||||||||
| Financials — 10.5% | ||||||||
| Allstate Corp/The | 8,600 | 2,217 | ||||||
| American International Group Inc | 25,000 | 1,909 | ||||||
| Axis Capital Holdings Ltd | 18,700 | 1,847 | ||||||
| Bank of America Corp | 46,931 | 2,907 | ||||||
| Bank of New York Mellon Corp/The | 16,168 | 2,607 | ||||||
| Berkshire Hathaway Inc, Cl B * | 7,723 | 3,893 | ||||||
| Citigroup Inc | 30,190 | 3,974 | ||||||
| Enact Holdings Inc | 27,000 | 1,301 | ||||||
| Everest Group Ltd | 2,700 | 1,011 | ||||||
| Federated Hermes Inc, Cl B | 32,500 | 2,069 | ||||||
| JPMorgan Chase & Co | 6,780 | 2,414 | ||||||
| Loews Corp | 14,762 | 1,599 | ||||||
| Marsh & McLennan Cos Inc | 5,736 | 1,089 | ||||||
| Morgan Stanley | 8,126 | 1,733 | ||||||
| RenaissanceRe Holdings Ltd | 7,200 | 2,359 | ||||||
| State Street Corp | 15,900 | 3,043 | ||||||
| Travelers Cos Inc/The | 3,012 | 1,102 | ||||||
| Voya Financial Inc | 13,000 | 1,317 | ||||||
| Western Union Co/The | 194,500 | 1,393 | ||||||
| 39,784 | ||||||||
| Health Care — 18.8% | ||||||||
| AbbVie Inc | 13,462 | 3,452 | ||||||
| Bristol-Myers Squibb Co | 108,997 | 7,282 | ||||||
| Cardinal Health Inc | 9,104 | 2,136 | ||||||
| Centene Corp * | 17,275 | 1,111 | ||||||
| Chemed Corp | 4,346 | 2,254 | ||||||
| Cigna Group/The | 13,519 | 3,732 | ||||||
| CVS Health Corp | 15,300 | 1,437 | ||||||
| DaVita Inc * | 2,663 | 469 | ||||||
| Elevance Health Inc | 5,423 | 2,129 | ||||||
| 80 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Encompass Health Corp | 8,919 | $ | 1,072 | |||||
| Ensign Group Inc/The | 892 | 154 | ||||||
| Exelixis Inc * | 45,558 | 2,489 | ||||||
| Gilead Sciences Inc | 16,169 | 2,366 | ||||||
| HCA Healthcare Inc | 1,671 | 693 | ||||||
| HealthStream Inc | 47,462 | 1,379 | ||||||
| Incyte Corp * | 37,198 | 4,584 | ||||||
| Jazz Pharmaceuticals PLC * | 9,885 | 2,478 | ||||||
| Johnson & Johnson | 17,175 | 4,566 | ||||||
| McKesson Corp | 2,743 | 2,428 | ||||||
| Merck & Co Inc | 39,971 | 5,906 | ||||||
| Neurocrine Biosciences Inc * | 11,238 | 1,731 | ||||||
| Pfizer Inc | 220,075 | 6,263 | ||||||
| Regeneron Pharmaceuticals Inc | 2,561 | 2,046 | ||||||
| United Therapeutics Corp * | 2,903 | 1,482 | ||||||
| UnitedHealth Group Inc | 3,482 | 1,356 | ||||||
| Veeva Systems Inc, Cl A * | 9,979 | 2,851 | ||||||
| Vertex Pharmaceuticals Inc * | 3,254 | 1,772 | ||||||
| Viatris Inc | 114,258 | 1,886 | ||||||
| 71,504 | ||||||||
| Industrials — 3.4% | ||||||||
| ABM Industries Inc | 24,100 | 1,124 | ||||||
| Allison Transmission Holdings Inc | 7,900 | 993 | ||||||
| AMETEK Inc | 970 | 228 | ||||||
| Automatic Data Processing Inc | 2,960 | 847 | ||||||
| Cintas Corp | 3,965 | 800 | ||||||
| Genpact Ltd | 40,600 | 1,542 | ||||||
| Korn Ferry | 14,700 | 1,258 | ||||||
| Leidos Holdings Inc | 9,400 | 1,318 | ||||||
| Maximus Inc | 16,800 | 971 | ||||||
| Science Applications International Corp | 11,600 | 1,487 | ||||||
| Textron Inc | 30,600 | 2,465 | ||||||
| 13,033 | ||||||||
| Information Technology — 24.3% | ||||||||
| A10 Networks Inc | 10,335 | 262 | ||||||
| Adobe Inc * | 8,901 | 2,606 | ||||||
| Alarm.com Holdings Inc * | 67,426 | 3,881 | ||||||
| Amdocs Ltd | 51,600 | 3,254 | ||||||
| Analog Devices Inc | 1,029 | 373 | ||||||
| Apple Inc | 12,550 | 3,977 | ||||||
| Applied Materials Inc | 5,190 | 2,379 | ||||||
| Arrow Electronics Inc * | 16,359 | 3,344 | ||||||
| Avnet Inc | 31,800 | 2,848 | ||||||
| Box Inc, Cl A * | 70,744 | 2,531 | ||||||
| Canon Inc ADR | 48,100 | 1,402 | ||||||
| Cirrus Logic Inc * | 8,894 | 974 | ||||||
| Cisco Systems Inc | 57,878 | 6,395 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 36,900 | 2,383 | ||||||
| CommVault Systems Inc * | 3,675 | 505 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 736 | 170 | ||||||
| Dell Technologies Inc, Cl C | 1,400 | 638 | ||||||
| Diebold Nixdorf Inc * | 19,500 | 1,323 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dolby Laboratories Inc, Cl A | 52,077 | $ | 3,206 | |||||
| Dropbox Inc, Cl A * | 133,938 | 4,713 | ||||||
| Dynatrace Inc * | 2,508 | 137 | ||||||
| F5 Inc * | 4,763 | 1,939 | ||||||
| Fortinet Inc * | 15,999 | 2,735 | ||||||
| Gen Digital Inc | 80,000 | 2,480 | ||||||
| Hewlett Packard Enterprise Co | 57,000 | 2,978 | ||||||
| HP Inc | 109,200 | 3,278 | ||||||
| Keysight Technologies Inc * | 5,681 | 1,833 | ||||||
| KLA Corp | 12,239 | 2,147 | ||||||
| Lam Research Corp | 195 | 59 | ||||||
| Microsoft Corp | 7,196 | 3,650 | ||||||
| Motorola Solutions Inc | 2,756 | 1,338 | ||||||
| NetApp Inc | 13,500 | 2,501 | ||||||
| NetScout Systems Inc * | 59,253 | 2,301 | ||||||
| NVIDIA Corp | 4,177 | 922 | ||||||
| Open Text Corp | 61,500 | 1,534 | ||||||
| Palo Alto Networks Inc * | 2,623 | 1,002 | ||||||
| Progress Software Corp * | 26,900 | 1,245 | ||||||
| Qorvo Inc * | 190 | 18 | ||||||
| QUALCOMM Inc | 2,487 | 424 | ||||||
| Qualys Inc * | 12,145 | 2,261 | ||||||
| RingCentral Inc, Cl A | 3,256 | 227 | ||||||
| TD SYNNEX Corp | 12,100 | 3,060 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 169,100 | 1,706 | ||||||
| Texas Instruments Inc | 7,491 | 1,955 | ||||||
| Vontier Corp | 26,400 | 850 | ||||||
| Zoom Communications Inc, Cl A * | 27,607 | 2,669 | ||||||
| 92,413 | ||||||||
| Materials — 1.7% | ||||||||
| CF Industries Holdings Inc | 7,900 | 1,027 | ||||||
| Crown Holdings Inc | 15,300 | 1,781 | ||||||
| NewMarket Corp | 1,300 | 1,167 | ||||||
| Royal Gold Inc | 1,176 | 308 | ||||||
| Sonoco Products Co | 37,300 | 2,057 | ||||||
| 6,340 | ||||||||
| Real Estate — 0.5% | ||||||||
| Broadstone Net Lease Inc, Cl A ‡ | 37,800 | 789 | ||||||
| EPR Properties ‡ | 21,400 | 1,256 | ||||||
| 2,045 | ||||||||
| Utilities — 3.8% | ||||||||
| Avista Corp | 18,500 | 688 | ||||||
| Duke Energy Corp | 28,013 | 3,359 | ||||||
| Eversource Energy | 20,400 | 1,431 | ||||||
| Exelon Corp | 32,900 | 1,438 | ||||||
| National Fuel Gas Co | 11,900 | 988 | ||||||
| New Jersey Resources Corp | 19,900 | 1,062 | ||||||
| Pinnacle West Capital Corp | 11,400 | 1,113 | ||||||
| Portland General Electric Co | 16,700 | 816 | ||||||
| PPL Corp | 12,045 | 411 | ||||||
| Southern Co/The | 14,244 | 1,254 | ||||||
| SEI Institutional Investments Trust | 81 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
U.S. Managed Volatility Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| UGI Corp | 48,800 | $ | 1,876 | |||||
| 14,436 | ||||||||
| Total Common Stock | ||||||||
| (Cost $299,097) ($ Thousands) | 367,367 | |||||||
| CASH EQUIVALENT — 1.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 5,394,009 | 5,394 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $5,394) ($ Thousands) | 5,394 | |||||||
| Total Investments in Securities — 98.0% | ||||||||
| (Cost $304,491) ($ Thousands) | $ | 372,761 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 4 | Sep-2026 | $ | 1,549 | $ | 1,540 | $ | (9 | ) | |||||||||
| Percentages are based on Net Assets of $380,248 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 7,966 | $ | 23,938 | $ | (26,510 | ) | $ | — | $ | — | $ | 5,394 | $ | 53 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 82 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 96.1% | ||||||||
| Australia — 0.5% | ||||||||
| Financials — 0.3% | ||||||||
| QBE Insurance Group Ltd | 337,800 | $ | 5,372 | |||||
| Industrials — 0.2% | ||||||||
| Aurizon Holdings Ltd | 1,569,800 | 4,113 | ||||||
| Total Australia | 9,485 | |||||||
| Austria — 0.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| Telekom Austria AG, Cl A | 38,558 | 453 | ||||||
| Energy — 0.2% | ||||||||
| OMV AG | 42,244 | 3,375 | ||||||
| Financials — 0.0% | ||||||||
| UNIQA Insurance Group AG | 42,880 | 876 | ||||||
| Industrials — 0.3% | ||||||||
| ANDRITZ AG | 46,700 | 4,526 | ||||||
| Total Austria | 9,230 | |||||||
| Belgium — 0.6% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Colruyt Group N.V | 78,820 | 3,550 | ||||||
| Financials — 0.4% | ||||||||
| Ageas SA/NV | 88,500 | 7,759 | ||||||
| Health Care — 0.0% | ||||||||
| Fagron | 4,526 | 117 | ||||||
| Total Belgium | 11,426 | |||||||
| Brazil — 0.3% | ||||||||
| Materials — 0.3% | ||||||||
| Yara International ASA | 91,193 | 4,467 | ||||||
| Canada — 5.2% | ||||||||
| Communication Services — 0.5% | ||||||||
| Cogeco Communications Inc | 58,200 | 2,515 | ||||||
| Quebecor Inc, Cl B | 167,100 | 7,400 | ||||||
| 9,915 | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Canadian Tire Corp Ltd, Cl A | 33,900 | 4,593 | ||||||
| Consumer Staples — 0.6% | ||||||||
| Empire Co Ltd, Cl Common Subs. Receipt | 151,742 | 5,240 | ||||||
| George Weston Ltd | 83,834 | 5,880 | ||||||
| 11,120 | ||||||||
| Energy — 0.5% | ||||||||
| Suncor Energy Inc | 143,200 | 9,579 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 3.0% | ||||||||
| Bank of Nova Scotia/The | 201,700 | $ | 18,459 | |||||
| Canadian Imperial Bank of Commerce | 83,500 | 9,475 | ||||||
| Great-West Lifeco Inc, Cl Common Subs. Receipt | 66,500 | 4,275 | ||||||
| Manulife Financial Corp, Cl Common Subs. Receipt | 72,600 | 3,079 | ||||||
| National Bank of Canada | 20,400 | 3,129 | ||||||
| Royal Bank of Canada | 29,500 | 6,031 | ||||||
| Toronto-Dominion Bank/The | 80,600 | 9,748 | ||||||
| 54,196 | ||||||||
| Information Technology — 0.3% | ||||||||
| Open Text Corp | 204,900 | 5,111 | ||||||
| Utilities — 0.0% | ||||||||
| Atco Ltd/Canada, Cl I | 4,900 | 263 | ||||||
| Total Canada | 94,777 | |||||||
| China — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| CITIC Telecom International Holdings Ltd | 890,734 | 277 | ||||||
| Denmark — 0.6% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Scandinavian Tobacco Group A/S | 38,278 | 440 | ||||||
| Schouw & Co A/S | 14,584 | 1,767 | ||||||
| 2,207 | ||||||||
| Financials — 0.5% | ||||||||
| Danske Bank A/S | 148,500 | 8,584 | ||||||
| Health Care — 0.0% | ||||||||
| H Lundbeck, Cl A | 5,597 | 37 | ||||||
| Industrials — 0.0% | ||||||||
| ISS A/S | 5,428 | 243 | ||||||
| Total Denmark | 11,071 | |||||||
| Finland — 0.7% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| HKFoods Oyj, Cl A | 16,820 | 32 | ||||||
| Kesko Oyj, Cl B | 50,737 | 1,322 | ||||||
| Olvi Oyj, Cl A | 980 | 37 | ||||||
| Raisio Oyj, Cl V | 66,239 | 189 | ||||||
| 1,580 | ||||||||
| Financials — 0.1% | ||||||||
| Nordea Bank Abp | 137,365 | 2,804 | ||||||
| Health Care — 0.3% | ||||||||
| Orion Oyj, Cl B | 51,720 | 4,745 | ||||||
| Industrials — 0.0% | ||||||||
| Posti Group | 633 | 9 | ||||||
| SEI Institutional Investments Trust | 83 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Raute Oyj, Cl A | 2,158 | $ | 37 | |||||
| 46 | ||||||||
| Information Technology — 0.2% | ||||||||
| Tieto Oyj | 158,700 | 3,652 | ||||||
| Total Finland | 12,827 | |||||||
| France — 1.8% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Cie Generale des Etablissements Michelin SCA | 117,900 | 4,784 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Carrefour SA | 209,652 | 3,809 | ||||||
| Danone SA | 24,242 | 1,808 | ||||||
| 5,617 | ||||||||
| Energy — 0.6% | ||||||||
| TotalEnergies SE | 136,100 | 11,993 | ||||||
| Industrials — 0.6% | ||||||||
| Eiffage SA | 35,500 | 4,484 | ||||||
| Societe BIC SA | 77,200 | 6,103 | ||||||
| 10,587 | ||||||||
| Information Technology — 0.0% | ||||||||
| 74Software* | 1,389 | 66 | ||||||
| Total France | 33,047 | |||||||
| Germany — 0.7% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Bayerische Motoren Werke AG | 45,600 | 3,272 | ||||||
| Financials — 0.5% | ||||||||
| Allianz SE | 7,500 | 3,912 | ||||||
| Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen | 8,300 | 4,989 | ||||||
| 8,901 | ||||||||
| Industrials — 0.0% | ||||||||
| Pfeiffer Vacuum Technology AG | 2,880 | 551 | ||||||
| Information Technology — 0.0% | ||||||||
| Adtran Networks | 929 | 25 | ||||||
| Total Germany | 12,749 | |||||||
| Hong Kong — 2.1% | ||||||||
| Communication Services — 0.7% | ||||||||
| HKT Trust & HKT Ltd | 5,440,000 | 8,466 | ||||||
| Hutchison Telecommunications Hong Kong Holdings | 4,827,045 | 711 | ||||||
| PCCW Ltd | 4,326,000 | 2,955 | ||||||
| SmarTone Telecommunications Holdings Ltd | 140,164 | 86 | ||||||
| 12,218 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Lever Style | 12,000 | $ | 2 | |||||
| Yue Yuen Industrial Holdings Ltd | 22 | – | ||||||
| 2 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Best Mart 360 Holdings | 200,000 | 42 | ||||||
| WH Group Ltd | 8,597,500 | 8,115 | ||||||
| 8,157 | ||||||||
| Industrials — 0.4% | ||||||||
| Cathay Pacific Airways Ltd | 3,755,000 | 6,875 | ||||||
| Transport International Holdings Ltd | 13,200 | 15 | ||||||
| 6,890 | ||||||||
| Information Technology — 0.1% | ||||||||
| VTech Holdings Ltd | 246,933 | 1,611 | ||||||
| Real Estate — 0.0% | ||||||||
| Chinney Investments Ltd* | 88,000 | 5 | ||||||
| Utilities — 0.5% | ||||||||
| CLP Holdings Ltd | 459,500 | 4,606 | ||||||
| HK Electric Investments & HK Electric Investments Ltd | 4,267,500 | 3,431 | ||||||
| Power Assets Holdings Ltd | 81,000 | 622 | ||||||
| 8,659 | ||||||||
| Total Hong Kong | 37,542 | |||||||
| Israel — 1.2% | ||||||||
| Communication Services — 0.3% | ||||||||
| Bezeq The Israeli Telecommunication Corp Ltd | 1,785,975 | 4,690 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Neto ME Holdings Ltd* | 776 | 50 | ||||||
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd | 21,591 | 2,526 | ||||||
| Strauss Group Ltd | 11,883 | 446 | ||||||
| Tiv Taam Holdings 1 Ltd | 43,203 | 173 | ||||||
| 3,195 | ||||||||
| Health Care — 0.0% | ||||||||
| Amal Holdings AD | 1,694 | 9 | ||||||
| Information Technology — 0.7% | ||||||||
| Check Point Software Technologies Ltd* | 67,668 | 9,400 | ||||||
| Ituran Location and Control | 33,673 | 1,716 | ||||||
| Nice Ltd* | 2,344 | 255 | ||||||
| Radware Ltd* | 48,163 | 1,391 | ||||||
| 12,762 | ||||||||
| Total Israel | 20,656 | |||||||
| 84 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Italy — 2.0% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Pirelli & C SpA | 768,700 | $ | 5,943 | |||||
| Energy — 0.7% | ||||||||
| Eni SpA | 442,500 | 12,096 | ||||||
| Utilities — 1.0% | ||||||||
| A2A SpA | 2,477,500 | 6,734 | ||||||
| Edison | 56,761 | 126 | ||||||
| Enel SpA | 271,810 | 2,973 | ||||||
| Hera SpA | 74,113 | 328 | ||||||
| Terna - Rete Elettrica Nazionale | 680,949 | 7,701 | ||||||
| 17,862 | ||||||||
| Total Italy | 35,901 | |||||||
| Japan — 6.8% | ||||||||
| Communication Services — 0.6% | ||||||||
| AUTOSERVER | 1,800 | 33 | ||||||
| Daiichikosho Co Ltd | 7,400 | 88 | ||||||
| Marvelous Inc | 53,500 | 175 | ||||||
| NTT | 9,190,300 | 9,913 | ||||||
| Okinawa Cellular Telephone Co | 39,344 | 1,024 | ||||||
| Wowow Inc | 3,976 | 25 | ||||||
| Zenrin Co Ltd | 54,000 | 316 | ||||||
| 11,574 | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Asahi Co Ltd | 28,300 | 235 | ||||||
| Asante Inc | 15,700 | 149 | ||||||
| Autobacs Seven Co Ltd | 13,100 | 129 | ||||||
| Bell-Park Co Ltd | 4,600 | 89 | ||||||
| B-R31 Ice Cream, Cl R | 4,900 | 124 | ||||||
| Doshisha Co Ltd | 6,100 | 116 | ||||||
| ESTELLE Holdings Co Ltd | 6,000 | 23 | ||||||
| Gakkyusha Co Ltd | 6,100 | 101 | ||||||
| I K K Holdings Inc | 11,900 | 59 | ||||||
| Maruzen CHI Holdings | 16,900 | 43 | ||||||
| Nagase Brothers | 8,400 | 125 | ||||||
| Ozu Corp | 2,400 | 27 | ||||||
| Sankyo Co Ltd | 206,400 | 2,591 | ||||||
| Step | 4,400 | 64 | ||||||
| 3,875 | ||||||||
| Consumer Staples — 2.1% | ||||||||
| Ahjikan Co Ltd | 5,308 | 51 | ||||||
| Arcs Co Ltd | 66,100 | 1,549 | ||||||
| Axial Retailing Inc | 73,000 | 588 | ||||||
| Belc Co Ltd | 5,800 | 248 | ||||||
| Cawachi Ltd | 39,100 | 911 | ||||||
| Create SD Holdings Co Ltd | 5,600 | 119 | ||||||
| Delica Foods Holdings | 4,700 | 24 | ||||||
| Earth Corp | 31,300 | 969 | ||||||
| Ezaki Glico Co Ltd | 39,900 | 1,291 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Feed One Co Ltd | 7,500 | $ | 67 | |||||
| Fujicco Co Ltd | 11,100 | 113 | ||||||
| Heiwado Co Ltd | 80,400 | 1,342 | ||||||
| Hokkaido Coca-Cola Bottling | 4,100 | 105 | ||||||
| Hokuto Corp | 64,700 | 882 | ||||||
| House Foods Group Inc | 144,600 | 3,622 | ||||||
| Imuraya Group | 3,900 | 59 | ||||||
| Itoham Yonekyu Holdings Inc | 8,920 | 286 | ||||||
| Iwatsuka Confectionery | 1,200 | 23 | ||||||
| J-Oil Mills Inc | 97,400 | 1,415 | ||||||
| Kaneko Seeds | 2,900 | 30 | ||||||
| Kato Sangyo Co Ltd | 9,300 | 389 | ||||||
| Kenko Mayonnaise | 3,400 | 43 | ||||||
| Life Corp | 4,400 | 74 | ||||||
| Lion Corp | 140,900 | 1,677 | ||||||
| Marudai Food Co Ltd | 36,900 | 525 | ||||||
| Maxvalu Tokai | 4,400 | 95 | ||||||
| Megmilk Snow Brand Co Ltd | 63,600 | 1,484 | ||||||
| MEIJI Holdings Co Ltd | 111,200 | 3,125 | ||||||
| Mitsui DM Sugar Holdings Co Ltd | 40,900 | 938 | ||||||
| Miyoshi Oil & Fat Co Ltd | 15,718 | 215 | ||||||
| Morinaga & Co Ltd/Japan | 91,500 | 1,452 | ||||||
| Nakamuraya | 6,100 | 121 | ||||||
| Nippn Corp | 129,500 | 2,381 | ||||||
| Nisshin Oillio Group Ltd/The | 9,347 | 120 | ||||||
| Nisshin Seifun Group Inc | 89,400 | 1,146 | ||||||
| Noevir Holdings | 22,400 | 690 | ||||||
| Okuwa Co Ltd | 13,400 | 67 | ||||||
| OUG Holdings Inc | 2,682 | 79 | ||||||
| Pigeon Corp | 55,300 | 732 | ||||||
| Prima Meat Packers Ltd | 51,200 | 786 | ||||||
| Riken Vitamin Co Ltd | 57,900 | 1,237 | ||||||
| S&B Foods | 4,300 | 185 | ||||||
| Sakata Seed | 44,300 | 1,205 | ||||||
| San-A Co Ltd, Cl A | 109,600 | 2,309 | ||||||
| Showa Sangyo Co Ltd | 75,300 | 1,770 | ||||||
| ST Corp | 24,400 | 234 | ||||||
| Sundrug Co Ltd | 38,900 | 909 | ||||||
| Torigoe | 5,400 | 38 | ||||||
| Unicafe Inc | 9,700 | 76 | ||||||
| Uoriki Co Ltd | 3,000 | 45 | ||||||
| Valor Holdings Co Ltd | 40,800 | 836 | ||||||
| Yamaya Corp | 6,700 | 87 | ||||||
| 38,764 | ||||||||
| Energy — 0.1% | ||||||||
| Itochu Enex Co Ltd | 15,200 | 215 | ||||||
| Sala | 9,600 | 74 | ||||||
| San-Ai Oil Co Ltd | 46,300 | 707 | ||||||
| 996 | ||||||||
| Financials — 0.0% | ||||||||
| Tomato Bank | 3,500 | 43 | ||||||
| SEI Institutional Investments Trust | 85 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 0.6% | ||||||||
| BML | 1,600 | $ | 37 | |||||
| France Bed Holdings Co Ltd | 33,200 | 274 | ||||||
| Fuso Pharmaceutical Industries Ltd | 2,300 | 33 | ||||||
| H.U. Group Holdings Inc | 8,200 | 186 | ||||||
| Japan Lifeline Co Ltd | 14,600 | 146 | ||||||
| Kaken Pharmaceutical Co Ltd | 34,400 | 862 | ||||||
| Kyorin Pharmaceutical Co Ltd | 68,800 | 509 | ||||||
| Kyowa Kirin Co Ltd | 46,500 | 766 | ||||||
| Takeda Pharmaceutical Co Ltd | 192,900 | 6,976 | ||||||
| Vital KSK Holdings Inc | 9,700 | 101 | ||||||
| ZERIA Pharmaceutical Co Ltd | 76,100 | 962 | ||||||
| 10,852 | ||||||||
| Industrials — 0.6% | ||||||||
| Aichi Electric Co Ltd | 2,800 | 157 | ||||||
| Artner Co Ltd | 7,800 | 48 | ||||||
| Gakken Holdings Co Ltd | 19,500 | 127 | ||||||
| Idec Corp/Japan | 3,800 | 89 | ||||||
| Inaba Seisakusho | 24,300 | 263 | ||||||
| King Jim Co Ltd | 4,900 | 25 | ||||||
| Kitano Construction Corp | 5,200 | 39 | ||||||
| Mabuchi Motor Co Ltd | 38,800 | 427 | ||||||
| MEITEC Group Holdings | 39,700 | 850 | ||||||
| Nakabayashi | 14,200 | 51 | ||||||
| Nakamoto Packs | 2,000 | 25 | ||||||
| Nichiban | 1,900 | 23 | ||||||
| Nikko Co Ltd/Hyogo | 18,800 | 120 | ||||||
| Nippon Carbon Co Ltd | 25,800 | 844 | ||||||
| Nitto Kogyo Corp | 15,100 | 417 | ||||||
| Nittoc Construction Co Ltd | 15,000 | 113 | ||||||
| NS Tool | 4,700 | 25 | ||||||
| Oiles Corp | 8,100 | 148 | ||||||
| Raito Kogyo Co Ltd | 21,000 | 503 | ||||||
| Sakai Moving Service Co Ltd | 1,400 | 26 | ||||||
| Sekisui Chemical Co Ltd | 278,400 | 4,617 | ||||||
| Studio Alice Co Ltd | 5,900 | 70 | ||||||
| Taisei Oncho | 1,300 | 41 | ||||||
| TKC Corp | 7,400 | 192 | ||||||
| TOKAI Holdings Corp | 89,400 | 732 | ||||||
| Tokyu Construction Co Ltd | 75,800 | 560 | ||||||
| Zaoh Co Ltd | 2,000 | 31 | ||||||
| 10,563 | ||||||||
| Information Technology — 2.1% | ||||||||
| Ai Holdings Corp | 8,200 | 153 | ||||||
| Amano Corp | 37,400 | 927 | ||||||
| Arisawa Manufacturing | 37,700 | 639 | ||||||
| Brother Industries Ltd | 300,200 | 9,184 | ||||||
| Canon Inc | 314,400 | 9,173 | ||||||
| Canon Marketing Japan Inc | 6,600 | 154 | ||||||
| Daiwabo Holdings Co Ltd | 141,300 | 3,356 | ||||||
| Ebase Co Ltd | 8,500 | 24 | ||||||
| Eizo Corp | 11,900 | 234 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Elecom Co Ltd | 36,000 | $ | 454 | |||||
| Justsystems Corp | 3,300 | 88 | ||||||
| Miroku Jyoho Service Co Ltd | 8,900 | 116 | ||||||
| Nihon Denkei Co Ltd | 2,500 | 46 | ||||||
| Nippon Ceramic Co Ltd | 25,500 | 605 | ||||||
| Nippon Signal | 22,400 | 260 | ||||||
| Seiko Epson Corp | 490,400 | 9,872 | ||||||
| SRA Holdings | 8,100 | 253 | ||||||
| Suzuden | 6,500 | 145 | ||||||
| TAKEBISHI CORP | 4,700 | 81 | ||||||
| Trend Micro Inc/Japan | 45,200 | 1,697 | ||||||
| 37,461 | ||||||||
| Materials — 0.5% | ||||||||
| Achilles Corp | 2,300 | 27 | ||||||
| Aica Kogyo Co Ltd | 34,500 | 895 | ||||||
| Asahi Kasei Corp | 313,200 | 3,207 | ||||||
| Dainichiseika Color & Chemicals Manufacturing Co Ltd | 30,000 | 260 | ||||||
| Fumakilla | 8,700 | 66 | ||||||
| Harima Chemicals Group | 11,800 | 83 | ||||||
| JSP Corp | 29,300 | 576 | ||||||
| Kaneka | 2,900 | 113 | ||||||
| Kuriyama Holdings | 8,700 | 100 | ||||||
| Nicca Chemical Co Ltd | 2,900 | 37 | ||||||
| Nippon Kayaku Co Ltd | 12,100 | 158 | ||||||
| Nippon Shokubai Co Ltd | 69,300 | 1,157 | ||||||
| Sanyo Chemical Industries Ltd | 57,600 | 2,314 | ||||||
| SK Kaken | 500 | 29 | ||||||
| Sumitomo Seika Chemicals Co Ltd | 16,000 | 152 | ||||||
| Taisei Lamick Group Head Quarter & Innovation | 1,800 | 32 | ||||||
| Toagosei Co Ltd | 19,500 | 228 | ||||||
| 9,434 | ||||||||
| Total Japan | 123,562 | |||||||
| Netherlands — 2.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| Koninklijke KPN NV | 630,423 | 3,027 | ||||||
| Consumer Staples — 0.8% | ||||||||
| Acomo NV | 19,147 | 537 | ||||||
| Heineken Holding NV | 5,806 | 461 | ||||||
| Koninklijke Ahold Delhaize NV | 361,398 | 12,867 | ||||||
| 13,865 | ||||||||
| Financials — 0.9% | ||||||||
| ASR Nederland NV | 59,811 | 5,040 | ||||||
| NN Group NV | 123,900 | 11,202 | ||||||
| 16,242 | ||||||||
| Information Technology — 0.3% | ||||||||
| ASML Holding NV | 2,330 | 3,952 | ||||||
| Nedap NV | 3,342 | 358 | ||||||
| 86 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NXP Semiconductors NV | 6,650 | $ | 1,494 | |||||
| 5,804 | ||||||||
| Total Netherlands | 38,938 | |||||||
| New Zealand — 0.0% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Scales | 10,225 | 42 | ||||||
| Energy — 0.0% | ||||||||
| Channel Infrastructure NZ Ltd | 78,305 | 157 | ||||||
| Utilities — 0.0% | ||||||||
| Genesis Energy Ltd | 177,146 | 278 | ||||||
| Total New Zealand | 477 | |||||||
| Norway — 1.1% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telenor ASA | 385,791 | 5,657 | ||||||
| Consumer Staples — 0.4% | ||||||||
| Orkla ASA | 606,614 | 6,184 | ||||||
| Energy — 0.1% | ||||||||
| SFL Corp Ltd, Cl B | 74,541 | 928 | ||||||
| Var Energi ASA | 148,082 | 789 | ||||||
| 1,717 | ||||||||
| Financials — 0.3% | ||||||||
| DNB Bank ASA | 155,152 | 5,281 | ||||||
| SpareBank 1 SMN | 2,503 | 57 | ||||||
| Sparebanken More | 280 | 3 | ||||||
| 5,341 | ||||||||
| Industrials — 0.0% | ||||||||
| Moreld AS | 14,691 | 39 | ||||||
| Veidekke ASA | 6,922 | 155 | ||||||
| Wilh Wilhelmsen Holding ASA, Cl B | 650 | 52 | ||||||
| 246 | ||||||||
| Total Norway | 19,145 | |||||||
| Portugal — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| NOS SGPS SA | 99,993 | 584 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Sonae SGPS SA | 236,465 | 550 | ||||||
| Utilities — 0.0% | ||||||||
| REN - Redes Energeticas Nacionais SGPS SA | 116,567 | 474 | ||||||
| Total Portugal | 1,608 | |||||||
| Singapore — 1.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Sheng Siong Group Ltd | 1,609,633 | 4,072 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.8% | ||||||||
| DBS Group Holdings Ltd | 51,020 | $ | 3,100 | |||||
| Oversea-Chinese Banking Corp Ltd | 266,900 | 6,601 | ||||||
| Singapore Exchange Ltd | 19,300 | 386 | ||||||
| United Overseas Bank Ltd | 133,400 | 4,345 | ||||||
| 14,432 | ||||||||
| Health Care — 0.0% | ||||||||
| Haw Par | 19,700 | 227 | ||||||
| Industrials — 0.2% | ||||||||
| BRC Asia Ltd | 20,100 | 67 | ||||||
| Jardine Cycle & Carriage Ltd | 149,200 | 3,170 | ||||||
| Vicom | 26,700 | 39 | ||||||
| 3,276 | ||||||||
| Information Technology — 0.0% | ||||||||
| Info-Tech Systems Integrators Pte | 91,600 | 63 | ||||||
| Total Singapore | 22,070 | |||||||
| Spain — 2.2% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Ebro Foods SA | 54,948 | 1,167 | ||||||
| Energy — 0.5% | ||||||||
| Repsol SA | 305,879 | 9,756 | ||||||
| Health Care — 0.0% | ||||||||
| Clinica Baviera SA | 403 | 28 | ||||||
| Faes Farma | 49,670 | 260 | ||||||
| 288 | ||||||||
| Industrials — 0.5% | ||||||||
| Logista Integral SA | 240,168 | 10,060 | ||||||
| Materials — 0.0% | ||||||||
| Miquel y Costas & Miquel SA | 2,889 | 45 | ||||||
| Utilities — 1.1% | ||||||||
| Endesa SA | 382,542 | 18,679 | ||||||
| Naturgy Energy Group SA | 13,254 | 453 | ||||||
| 19,132 | ||||||||
| Total Spain | 40,448 | |||||||
| Sweden — 3.0% | ||||||||
| Communication Services — 0.4% | ||||||||
| Telia Co AB | 1,673,273 | 7,599 | ||||||
| Consumer Discretionary — 0.4% | ||||||||
| Autoliv Inc | 53,992 | 6,544 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Essity AB, Cl B | 120,000 | 3,502 | ||||||
| Scandi Standard | 7,519 | 113 | ||||||
| 3,615 | ||||||||
| SEI Institutional Investments Trust | 87 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 1.1% | ||||||||
| Svenska Handelsbanken AB, Cl A | 675,400 | $ | 10,396 | |||||
| Swedbank AB, Cl A | 254,700 | 9,966 | ||||||
| 20,362 | ||||||||
| Information Technology — 0.9% | ||||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 1,556,106 | 15,742 | ||||||
| Total Sweden | 53,862 | |||||||
| Switzerland — 3.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| APG SGA | 798 | 195 | ||||||
| Swisscom AG | 4,551 | 3,524 | ||||||
| 3,719 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Bell Food Group AG | 1,201 | 344 | ||||||
| Emmi AG | 377 | 392 | ||||||
| Nestle SA | 67,794 | 6,598 | ||||||
| 7,334 | ||||||||
| Financials — 0.0% | ||||||||
| Basellandschaftliche Kantonalbank | 111 | 149 | ||||||
| Health Care — 1.8% | ||||||||
| Galenica | 735 | 76 | ||||||
| Novartis AG | 137,179 | 20,875 | ||||||
| Roche Holding AG | 26,927 | 11,744 | ||||||
| 32,695 | ||||||||
| Industrials — 0.4% | ||||||||
| ABB Ltd | 74,756 | 7,324 | ||||||
| Burkhalter Holding | 1,470 | 239 | ||||||
| 7,563 | ||||||||
| Information Technology — 0.3% | ||||||||
| TE Connectivity PLC | 21,102 | 4,331 | ||||||
| Materials — 0.1% | ||||||||
| EMS-Chemie Holding AG | 2,092 | 2,044 | ||||||
| Real Estate — 0.0% | ||||||||
| Investis Holding SA | 813 | 147 | ||||||
| Total Switzerland | 57,982 | |||||||
| United Kingdom — 3.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| MONY Group | 135,202 | 371 | ||||||
| Consumer Discretionary — 0.3% | ||||||||
| Kingfisher PLC | 1,216,400 | 5,145 | ||||||
| Consumer Staples — 1.0% | ||||||||
| British American Tobacco PLC | 61,000 | 3,391 | ||||||
| Coca-Cola Europacific Partners PLC | 13,235 | 1,430 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Imperial Brands PLC | 203,450 | $ | 6,955 | |||||
| J Sainsbury PLC | 630,500 | 2,841 | ||||||
| Tesco PLC | 607,124 | 3,761 | ||||||
| 18,378 | ||||||||
| Energy — 0.1% | ||||||||
| BP PLC | 123,707 | 885 | ||||||
| Financials — 1.5% | ||||||||
| HSBC Holdings PLC | 722,900 | 14,816 | ||||||
| Standard Chartered PLC | 405,700 | 11,790 | ||||||
| 26,606 | ||||||||
| Health Care — 0.0% | ||||||||
| AstraZeneca PLC | 947 | 153 | ||||||
| Industrials — 0.2% | ||||||||
| CK Hutchison Holdings Ltd | 449,500 | 4,013 | ||||||
| Clarkson PLC | 4,827 | 332 | ||||||
| 4,345 | ||||||||
| Information Technology — 0.2% | ||||||||
| Aferian PLC, Cl A* | 28,544 | – | ||||||
| Sage Group PLC/The | 226,018 | 3,306 | ||||||
| 3,306 | ||||||||
| Utilities — 0.0% | ||||||||
| Drax Group PLC | 10,825 | 114 | ||||||
| Total United Kingdom | 59,303 | |||||||
| United States — 56.8% | ||||||||
| Communication Services — 5.2% | ||||||||
| Alphabet Inc, Cl A | 44,687 | 15,164 | ||||||
| AT&T Inc | 645,500 | 16,712 | ||||||
| Comcast Corp, Cl A | 573,953 | 15,279 | ||||||
| Fox Corp | 94,800 | 6,385 | ||||||
| New York Times Co/The, Cl A | 136,033 | 9,151 | ||||||
| Verizon Communications Inc | 620,311 | 31,028 | ||||||
| Versant Media Group Inc | 22,958 | 944 | ||||||
| 94,663 | ||||||||
| Consumer Discretionary — 2.1% | ||||||||
| Amazon.com Inc* | 14,838 | 3,855 | ||||||
| BorgWarner Inc | 62,100 | 3,984 | ||||||
| eBay Inc | 55,044 | 5,700 | ||||||
| Ford Motor Co | 156,500 | 2,182 | ||||||
| General Motors Co | 67,700 | 5,844 | ||||||
| H&R Block Inc | 102,600 | 5,299 | ||||||
| Service Corp International/US | 43,264 | 3,532 | ||||||
| TJX Cos Inc/The | 51,477 | 6,893 | ||||||
| 37,289 | ||||||||
| Consumer Staples — 6.9% | ||||||||
| Albertsons Cos Inc, Cl A | 399,500 | 4,934 | ||||||
| Altria Group Inc | 261,518 | 17,909 | ||||||
| Casey's General Stores Inc | 317 | 239 | ||||||
| 88 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Church & Dwight Co Inc | 53,923 | $ | 5,380 | |||||
| Coca-Cola Co/The | 137,855 | 12,224 | ||||||
| Colgate-Palmolive Co | 115,856 | 10,406 | ||||||
| Conagra Brands Inc | 140,700 | 2,254 | ||||||
| Costco Wholesale Corp | 10,428 | 9,843 | ||||||
| Fresh Del Monte Produce Inc | 114,025 | 3,612 | ||||||
| Ingredion Inc | 62,979 | 6,516 | ||||||
| Kraft Heinz Co/The | 198,400 | 5,093 | ||||||
| Kroger Co/The | 112,500 | 6,473 | ||||||
| Molson Coors Beverage Co, Cl B | 188,500 | 7,495 | ||||||
| Monster Beverage Corp* | 111,022 | 5,098 | ||||||
| PepsiCo Inc | 63,826 | 8,957 | ||||||
| Philip Morris International Inc | 32,124 | 6,017 | ||||||
| Procter & Gamble Co/The | 60,116 | 8,724 | ||||||
| Sysco Corp | 39,766 | 3,224 | ||||||
| Target Corp | 1,580 | 254 | ||||||
| 124,652 | ||||||||
| Energy — 3.5% | ||||||||
| Chevron Corp | 48,140 | 9,924 | ||||||
| ExxonMobil Holdings | 111,335 | 17,919 | ||||||
| Marathon Petroleum Corp | 26,838 | 10,019 | ||||||
| Phillips 66 | 14,090 | 3,474 | ||||||
| Shell PLC | 254,895 | 11,685 | ||||||
| Valero Energy Corp | 28,902 | 10,374 | ||||||
| 63,395 | ||||||||
| Financials — 3.1% | ||||||||
| Bank of New York Mellon Corp/The | 37,300 | 6,016 | ||||||
| Berkshire Hathaway Inc, Cl B* | 17,760 | 8,951 | ||||||
| Everest Group Ltd | 7,000 | 2,622 | ||||||
| Federated Hermes Inc, Cl B | 135,253 | 8,609 | ||||||
| Hartford Insurance Group | 21,800 | 2,995 | ||||||
| Old Republic International Corp | 240,851 | 10,051 | ||||||
| Provident Financial Holdings Inc | 2,655 | 49 | ||||||
| Unum Group | 135,466 | 12,628 | ||||||
| Western Union Co/The | 535,000 | 3,831 | ||||||
| 55,752 | ||||||||
| Health Care — 13.8% | ||||||||
| AbbVie Inc | 41,909 | 10,746 | ||||||
| Bristol-Myers Squibb Co | 389,476 | 26,021 | ||||||
| Cardinal Health Inc | 55,042 | 12,914 | ||||||
| Centene Corp* | 65,021 | 4,184 | ||||||
| Chemed Corp | 18,090 | 9,384 | ||||||
| Cigna Group/The | 52,044 | 14,368 | ||||||
| CVS Health Corp | 82,453 | 7,743 | ||||||
| DaVita Inc* | 8,597 | 1,513 | ||||||
| Elevance Health Inc | 22,231 | 8,727 | ||||||
| Encompass Health Corp | 76,460 | 9,191 | ||||||
| Exelixis Inc* | 180,035 | 9,837 | ||||||
| Gilead Sciences Inc | 49,200 | 7,200 | ||||||
| HCA Healthcare Inc | 26,411 | 10,946 | ||||||
| Henry Schein Inc* | 2,103 | 189 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Incyte Corp* | 120,706 | $ | 14,873 | |||||
| Johnson & Johnson | 68,494 | 18,209 | ||||||
| McKesson Corp | 13,496 | 11,948 | ||||||
| Merck & Co Inc | 136,626 | 20,188 | ||||||
| Neurocrine Biosciences Inc* | 8,482 | 1,307 | ||||||
| Organon & Co | 30,990 | 426 | ||||||
| Pfizer Inc | 654,300 | 18,621 | ||||||
| Quest Diagnostics Inc | 43,537 | 10,462 | ||||||
| Regeneron Pharmaceuticals Inc | 2,400 | 1,918 | ||||||
| United Therapeutics Corp* | 8,738 | 4,460 | ||||||
| UnitedHealth Group Inc | 7,640 | 2,975 | ||||||
| Veeva Systems Inc, Cl A* | 40,914 | 11,689 | ||||||
| 250,039 | ||||||||
| Industrials — 2.6% | ||||||||
| ABM Industries Inc | 74,700 | 3,483 | ||||||
| Allison Transmission Holdings Inc | 29,600 | 3,721 | ||||||
| AMETEK Inc | 48,274 | 11,353 | ||||||
| Cintas Corp | 30,899 | 6,235 | ||||||
| Genpact Ltd | 142,600 | 5,416 | ||||||
| Maximus Inc | 61,300 | 3,541 | ||||||
| Ryder System Inc | 13,600 | 3,325 | ||||||
| Science Applications International Corp | 44,987 | 5,768 | ||||||
| Textron Inc | 55,900 | 4,503 | ||||||
| 47,345 | ||||||||
| Information Technology — 16.7% | ||||||||
| Adobe Inc* | 22,413 | 6,562 | ||||||
| Alarm.com Holdings Inc* | 1,139 | 66 | ||||||
| Amdocs Ltd | 173,900 | 10,966 | ||||||
| Analog Devices Inc | 10,743 | 3,890 | ||||||
| Apple Inc | 38,743 | 12,276 | ||||||
| Applied Materials Inc | 18,693 | 8,569 | ||||||
| Arrow Electronics Inc* | 63,700 | 13,022 | ||||||
| Avnet Inc | 151,274 | 13,548 | ||||||
| Box Inc, Cl A* | 287,492 | 10,286 | ||||||
| Cirrus Logic Inc* | 42,299 | 4,632 | ||||||
| Cisco Systems Inc | 245,215 | 27,094 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 163,500 | 10,559 | ||||||
| CommVault Systems Inc* | 11,747 | 1,615 | ||||||
| Dolby Laboratories Inc, Cl A | 235,498 | 14,497 | ||||||
| Dropbox Inc, Cl A* | 418,717 | 14,735 | ||||||
| Dynatrace Inc* | 13,546 | 739 | ||||||
| F5 Inc* | 21,455 | 8,735 | ||||||
| Fortinet Inc* | 56,285 | 9,621 | ||||||
| Gen Digital Inc | 274,000 | 8,494 | ||||||
| Hewlett Packard Enterprise Co | 207,900 | 10,861 | ||||||
| HP Inc | 262,400 | 7,877 | ||||||
| Keysight Technologies Inc* | 14,945 | 4,823 | ||||||
| KLA Corp | 42,902 | 7,527 | ||||||
| Lam Research Corp | 9,722 | 2,931 | ||||||
| Microsoft Corp | 22,893 | 11,613 | ||||||
| Motorola Solutions Inc | 24,661 | 11,968 | ||||||
| NetApp Inc | 10,010 | 1,855 | ||||||
| SEI Institutional Investments Trust | 89 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NetScout Systems Inc* | 203,654 | $ | 7,908 | |||||
| NVIDIA Corp | 56,252 | 12,419 | ||||||
| Palo Alto Networks Inc* | 1,606 | 614 | ||||||
| Progress Software Corp* | 77,600 | 3,591 | ||||||
| QUALCOMM Inc | 32,310 | 5,508 | ||||||
| Qualys Inc* | 8,095 | 1,507 | ||||||
| TD SYNNEX Corp | 49,800 | 12,592 | ||||||
| Texas Instruments Inc | 30,006 | 7,829 | ||||||
| Zoom Communications Inc, Cl A* | 109,990 | 10,634 | ||||||
| 301,963 | ||||||||
| Materials — 1.8% | ||||||||
| CF Industries Holdings Inc | 44,900 | 5,838 | ||||||
| Crown Holdings Inc | 46,180 | 5,375 | ||||||
| Linde PLC | 14,841 | 7,266 | ||||||
| NewMarket Corp | 7,900 | 7,092 | ||||||
| Reliance Inc | 6,869 | 2,638 | ||||||
| Sonoco Products Co | 94,420 | 5,207 | ||||||
| 33,416 | ||||||||
| Utilities — 1.1% | ||||||||
| Eversource Energy | 78,400 | 5,499 | ||||||
| National Fuel Gas Co | 69,100 | 5,740 | ||||||
| Pinnacle West Capital Corp | 43,100 | 4,208 | ||||||
| Portland General Electric Co | 79,600 | 3,889 | ||||||
| 19,336 | ||||||||
| Total United States | 1,027,850 | |||||||
| Total Common Stock | ||||||||
| (Cost $1,430,419) ($ Thousands) | 1,738,700 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| PREFERRED STOCK — 0.5% | ||||||||
| Germany — 0.5% | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Henkel AG & Co KGaA(A) | 103,839 | $ | 9,142 | |||||
| Total Preferred Stock | ||||||||
| (Cost $8,518) ($ Thousands) | 9,142 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Scandi Standard AB, Expires 09/18/2026 * | 13,036 | 1 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 1 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.6% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 11,183,019 | 11,183 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $11,183) ($ Thousands) | 11,183 | |||||||
| Total Investments in Securities — 97.2% | ||||||||
| (Cost $1,450,120) ($ Thousands) | $ | 1,759,026 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 12 | Sep-2026 | $ | 907 | $ | 898 | $ | (9 | ) | |||||||||
| FTSE 100 Index | 5 | Sep-2026 | 734 | 735 | 1 | |||||||||||||
| Hang Seng Index | 3 | Sep-2026 | 487 | 487 | – | |||||||||||||
| S&P 500 Index E-Mini | 13 | Sep-2026 | 5,020 | 5,004 | (16 | ) | ||||||||||||
| SPI 200 Index | 7 | Sep-2026 | 1,136 | 1,131 | (2 | ) | ||||||||||||
| TOPIX Index | 4 | Sep-2026 | 1,037 | 1,044 | 6 | |||||||||||||
| $ | 9,321 | $ | 9,299 | $ | (20 | ) | ||||||||||||
A list of the open forward foreign currency contracts held by the Fund at August 31, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||
| Barclays PLC | 09/14/26 | SGD | 14,666 | USD | 11,487 | $ | (55 | ) | ||||
| BNP Paribas | 09/14/26 | GBP | 25,861 | USD | 34,947 | (113 | ) | |||||
| BNP Paribas | 09/14/26 | DKK | 32,146 | USD | 4,969 | (30 | ) | |||||
| BNP Paribas | 09/14/26 | EUR | 94,369 | USD | 108,989 | (685 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 1 | NZD | 1 | — | ||||||
| 90 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||
| Brown Brothers Harriman | 09/14/26 | USD | 7 | NZD | 12 | $ | — | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 29 | DKK | 187 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 104 | DKK | 668 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | NZD | 8 | USD | 5 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | NZD | 157 | USD | 92 | (1 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 122 | SGD | 156 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 194 | SGD | 247 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | AUD | 12 | USD | 8 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | AUD | 308 | USD | 219 | (2 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 145 | NOK | 1,361 | 1 | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 332 | NOK | 3,094 | (1 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 385 | HKD | 3,016 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 139 | HKD | 1,087 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 671 | AUD | 947 | 7 | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 107 | AUD | 148 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 70 | CHF | 57 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 725 | CHF | 581 | (6 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | SGD | 230 | USD | 182 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | SGD | 590 | USD | 462 | (2 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 193 | GBP | 142 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 679 | GBP | 499 | (2 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 1,306 | SEK | 12,403 | (11 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 561 | CAD | 779 | 1 | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 910 | CAD | 1,256 | (3 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 256 | JPY | 40,827 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 1,340 | JPY | 212,646 | (7 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | GBP | 417 | USD | 568 | 3 | ||||||
| Brown Brothers Harriman | 09/14/26 | GBP | 1,911 | USD | 2,582 | (9 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | EUR | 1,379 | USD | 1,610 | 7 | ||||||
| Brown Brothers Harriman | 09/14/26 | EUR | 1,138 | USD | 1,317 | (5 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | CHF | 417 | USD | 520 | 3 | ||||||
| Brown Brothers Harriman | 09/14/26 | CHF | 2,314 | USD | 2,860 | (8 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | CAD | 1,387 | USD | 1,003 | 1 | ||||||
| Brown Brothers Harriman | 09/14/26 | CAD | 1,435 | USD | 1,032 | (4 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | DKK | 519 | USD | 81 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | DKK | 3,170 | USD | 490 | (3 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | NOK | 1,117 | USD | 120 | 1 | ||||||
| Brown Brothers Harriman | 09/14/26 | NOK | 2,834 | USD | 300 | (3 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | USD | 2,294 | EUR | 1,984 | 11 | ||||||
| Brown Brothers Harriman | 09/14/26 | USD | 2,157 | EUR | 1,849 | (8 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | SEK | 9,082 | USD | 955 | 7 | ||||||
| Brown Brothers Harriman | 09/14/26 | SEK | 157 | USD | 16 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | HKD | 1,887 | USD | 241 | — | ||||||
| Brown Brothers Harriman | 09/14/26 | HKD | 16,776 | USD | 2,140 | (1 | ) | |||||
| Brown Brothers Harriman | 09/14/26 | JPY | 533,106 | USD | 3,355 | 13 | ||||||
| Standard Chartered | 09/14/26 | AUD | 14,174 | USD | 10,008 | (146 | ) | |||||
| Standard Chartered | 09/14/26 | HKD | 164,933 | USD | 21,045 | (4 | ) | |||||
| Standard Chartered | 09/14/26 | JPY | 10,084,483 | USD | 63,506 | 284 | ||||||
| Westpac Banking | 09/14/26 | NZD | 307 | USD | 180 | (2 | ) | |||||
| Westpac Banking | 09/14/26 | CHF | 21,940 | USD | 27,091 | (109 | ) | |||||
| SEI Institutional Investments Trust | 91 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Global Managed Volatility Fund (Concluded)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||
| Westpac Banking | 09/14/26 | CAD | 70,389 | USD | 50,572 | $ | (238 | ) | ||||
| Westpac Banking | 09/14/26 | NOK | 109,759 | USD | 11,552 | (186 | ) | |||||
| Westpac Banking | 09/14/26 | SEK | 236,643 | USD | 24,869 | 169 | ||||||
| $ | (1,136 | ) | ||||||||||
| Percentages are based on Net Assets of $1,809,342 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 4,820 | $ | 98,475 | $ | (92,112 | ) | $ | — | $ | — | $ | 11,183 | $ | 169 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 92 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 91.0% | ||||||||
| Australia — 2.0% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Aristocrat Leisure Ltd | 105,457 | $ | 4,585 | |||||
| Consumer Staples — 0.0% | ||||||||
| Bega Cheese Ltd | 20,062 | 87 | ||||||
| Energy — 0.2% | ||||||||
| Amplitude Energy Ltd* | 113,001 | 131 | ||||||
| Ampol Ltd | 384,545 | 11,861 | ||||||
| Beach Energy Ltd | 2,008,159 | 1,245 | ||||||
| New Hope Corp Ltd | 49,236 | 213 | ||||||
| Viva Energy Group Ltd | 420,443 | 892 | ||||||
| Whitehaven Coal Ltd | 622,853 | 3,823 | ||||||
| Woodside Energy Group Ltd | 148,302 | 3,451 | ||||||
| Yancoal Australia Ltd | 48,857 | 216 | ||||||
| 21,832 | ||||||||
| Financials — 0.2% | ||||||||
| AMP Ltd | 1,518,250 | 2,586 | ||||||
| ANZ Group Holdings Ltd | 81,937 | 2,180 | ||||||
| Bendigo & Adelaide Bank Ltd | 75,362 | 579 | ||||||
| Challenger Ltd | 82,394 | 557 | ||||||
| Commonwealth Bank of Australia | 49,721 | 5,682 | ||||||
| Cuscal Ltd | 23,869 | 94 | ||||||
| HUB24 Ltd | 6,840 | 371 | ||||||
| Insurance Australia Group Ltd | 456,511 | 2,564 | ||||||
| Medibank Pvt Ltd | 92,325 | 320 | ||||||
| QBE Insurance Group Ltd | 383,848 | 6,104 | ||||||
| 21,037 | ||||||||
| Health Care — 0.1% | ||||||||
| 4DMedical Ltd* | 854,558 | 2,085 | ||||||
| Ansell Ltd | 9,835 | 287 | ||||||
| Pro Medicus Ltd | 72,647 | 9,307 | ||||||
| 11,679 | ||||||||
| Industrials — 0.6% | ||||||||
| Aurizon Holdings Ltd | 2,424,824 | 6,353 | ||||||
| Civmec Australia Ltd | 20,876 | 27 | ||||||
| Computershare Ltd | 1,382,984 | 39,378 | ||||||
| Downer EDI Ltd | 59,197 | 278 | ||||||
| GenusPlus Group Ltd | 7,101 | 43 | ||||||
| IPD Group Ltd/Australia | 8,380 | 32 | ||||||
| Lycopodium Ltd | 2,745 | 45 | ||||||
| Monadelphous Group Ltd | 3,649 | 75 | ||||||
| Qantas Airways Ltd | 289,436 | 1,945 | ||||||
| Redox Ltd/Australia | 24,929 | 60 | ||||||
| Service Stream Ltd | 9,954 | 17 | ||||||
| SmartGroup Corp Ltd | 421,847 | 3,220 | ||||||
| SRG Global Ltd | 1,314,585 | 3,583 | ||||||
| Ventia Services Group Pty Ltd | 112,898 | 440 | ||||||
| 55,496 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Information Technology — 0.1% | ||||||||
| Bravura Solutions Ltd | 66,355 | $ | 150 | |||||
| Codan Ltd | 135,654 | 4,558 | ||||||
| DUG Technology Ltd* | 14,864 | 18 | ||||||
| 4,726 | ||||||||
| Materials — 0.7% | ||||||||
| Aurelia Metals Ltd* | 381,151 | 124 | ||||||
| BHP Group Ltd | 385,091 | 18,113 | ||||||
| BlueScope Steel Ltd | 262,606 | 5,834 | ||||||
| Dyno Nobel Ltd | 385,785 | 1,043 | ||||||
| Imdex Ltd | 118,137 | 296 | ||||||
| Minerals 260 Ltd* | 3,752,786 | 2,366 | ||||||
| Nufarm Ltd* | 126,889 | 288 | ||||||
| Orica Ltd | 87,665 | 1,394 | ||||||
| Perenti Ltd | 26,985 | 44 | ||||||
| Regis Resources Ltd | 81,510 | 485 | ||||||
| Rio Tinto Ltd | 231,990 | 28,998 | ||||||
| Sandfire Resources Ltd* | 102,095 | 1,673 | ||||||
| Sims Ltd | 47,941 | 834 | ||||||
| South32 Ltd | 1,156,931 | 4,257 | ||||||
| Stanmore Resources Ltd | 151,017 | 296 | ||||||
| West African Resources Ltd* | 180,743 | 485 | ||||||
| Zimplats Holdings Ltd* | 6,487 | 79 | ||||||
| 66,609 | ||||||||
| Total Australia | 186,051 | |||||||
| Austria — 0.8% | ||||||||
| Energy — 0.0% | ||||||||
| OMV AG | 44,964 | 3,592 | ||||||
| Financials — 0.4% | ||||||||
| Erste Group Bank AG | 151,690 | 21,322 | ||||||
| Raiffeisen Bank International AG | 134,305 | 9,939 | ||||||
| UNIQA Insurance Group AG | 19,608 | 401 | ||||||
| Vienna Insurance Group AG Wiener Versicherung Gruppe | 8,744 | 733 | ||||||
| 32,395 | ||||||||
| Industrials — 0.0% | ||||||||
| Frequentis AG | 1,337 | 118 | ||||||
| Palfinger AG | 3,077 | 114 | ||||||
| Porr Ag | 496 | 21 | ||||||
| Rosenbauer International AG* | 478 | 36 | ||||||
| 289 | ||||||||
| Information Technology — 0.0% | ||||||||
| AT&S Austria Technologie & Systemtechnik AG* | 21,809 | 3,893 | ||||||
| Materials — 0.4% | ||||||||
| Mondi PLC | 3,024,321 | 35,175 | ||||||
| SEI Institutional Investments Trust | 93 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| voestalpine AG | 39,796 | $ | 2,111 | |||||
| 37,286 | ||||||||
| Total Austria | 77,455 | |||||||
| Belgium — 1.4% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Anheuser-Busch InBev SA/NV | 233,582 | 18,485 | ||||||
| Lotus Bakeries NV | 127 | 1,882 | ||||||
| 20,367 | ||||||||
| Financials — 0.2% | ||||||||
| Ageas SA/NV | 14,885 | 1,305 | ||||||
| KBC Group NV | 107,909 | 16,420 | ||||||
| 17,725 | ||||||||
| Health Care — 0.6% | ||||||||
| Argenx SE ADR* | 9,840 | 10,151 | ||||||
| Argenx SE* | 29,602 | 30,389 | ||||||
| Fagron | 16,638 | 430 | ||||||
| Financiere de Tubize SA | 7,547 | 1,615 | ||||||
| Ion Beam Applications | 2,505 | 47 | ||||||
| UCB SA | 58,175 | 14,563 | ||||||
| 57,195 | ||||||||
| Information Technology — 0.0% | ||||||||
| Barco NV | 9,734 | 89 | ||||||
| Materialise NV ADR* | 16,674 | 120 | ||||||
| 209 | ||||||||
| Materials — 0.4% | ||||||||
| Bekaert SA | 11,138 | 505 | ||||||
| Syensqo SA | 241,090 | 22,738 | ||||||
| Umicore SA | 267,640 | 7,356 | ||||||
| 30,599 | ||||||||
| Total Belgium | 126,095 | |||||||
| Bermuda — 0.0% | ||||||||
| Industrials — 0.0% | ||||||||
| Himalaya Shipping Ltd | 80,395 | 1,352 | ||||||
| Brazil — 2.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Bemobi Mobile Tech SA | 11,300 | 56 | ||||||
| Telefonica Brasil SA | 311,700 | 1,804 | ||||||
| TIM SA/Brazil | 120,900 | 436 | ||||||
| 2,296 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| C&A MODAS SA | 550,900 | 879 | ||||||
| Cogna Educacao SA | 125,234 | 55 | ||||||
| Grupo SBF SA | 75,500 | 121 | ||||||
| GUARARAPES CONFECCOES SA | 216,400 | 295 | ||||||
| Lojas Renner SA | 1,195,300 | 2,517 | ||||||
| Ser Educacional SA | 48,700 | 117 | ||||||
| Ultrapar Participacoes SA | 102,300 | 682 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Uniao Pet Participacoes SA | 58,300 | $ | 39 | |||||
| 4,705 | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Ambev SA | 26,492,125 | 77,112 | ||||||
| Energy — 0.1% | ||||||||
| Karoon Energy Ltd | 532,968 | 669 | ||||||
| Petroleo Brasileiro SA - Petrobras ADR | 600,500 | 11,620 | ||||||
| Ventura Offshore Holding Ltd* | 36,239 | 116 | ||||||
| 12,405 | ||||||||
| Financials — 0.7% | ||||||||
| Banco Bradesco SA ADR | 271,977 | 892 | ||||||
| Banco do Brasil SA | 15,248,051 | 61,277 | ||||||
| Porto Seguro SA | 11,500 | 110 | ||||||
| 62,279 | ||||||||
| Industrials — 0.0% | ||||||||
| Tupy SA* | 8,400 | 24 | ||||||
| Information Technology — 0.3% | ||||||||
| Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 128,715 | 369 | ||||||
| TOTVS SA | 4,547,516 | 31,169 | ||||||
| 31,538 | ||||||||
| Materials — 0.2% | ||||||||
| Gerdau SA ADR | 470,605 | 2,170 | ||||||
| Vale SA | 727,800 | 10,995 | ||||||
| Yara International ASA | 58,443 | 2,863 | ||||||
| 16,028 | ||||||||
| Utilities — 0.1% | ||||||||
| Cia de Saneamento de Minas Gerais Copasa MG | 311,100 | 3,308 | ||||||
| Cia Paranaense de Energia - Copel | 946,700 | 2,715 | ||||||
| Eneva SA* | 1,064,200 | 5,396 | ||||||
| 11,419 | ||||||||
| Total Brazil | 217,806 | |||||||
| Canada — 3.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Quebecor Inc, Cl B | 214,698 | 9,508 | ||||||
| Consumer Discretionary — 0.8% | ||||||||
| Aritzia Inc* | 89,098 | 8,488 | ||||||
| BRP Inc | 66,354 | 4,096 | ||||||
| Dollarama Inc | 152,605 | 19,272 | ||||||
| Magna International Inc, Cl A | 573,547 | 37,641 | ||||||
| 69,497 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Loblaw Cos Ltd | 77,045 | 3,370 | ||||||
| 94 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Energy — 0.1% | ||||||||
| AKITA Drilling Ltd, Cl B* | 16,900 | $ | 47 | |||||
| Journey Energy Inc* | 109,200 | 462 | ||||||
| Spartan Delta Corp* | 299,737 | 2,828 | ||||||
| Suncor Energy Inc | 73,297 | 4,903 | ||||||
| 8,240 | ||||||||
| Financials — 1.3% | ||||||||
| Bank of Montreal | 68,020 | 11,591 | ||||||
| Bank of Nova Scotia/The | 97,617 | 8,934 | ||||||
| Canadian Imperial Bank of Commerce | 244,351 | 27,728 | ||||||
| Fairfax Financial Holdings Ltd | 900 | 1,467 | ||||||
| Great-West Lifeco Inc | 175,483 | 11,280 | ||||||
| iA Financial Corp Inc | 69,844 | 9,964 | ||||||
| Royal Bank of Canada | 88,975 | 18,189 | ||||||
| Toronto-Dominion Bank/The | 267,842 | 32,395 | ||||||
| 121,548 | ||||||||
| Health Care — 0.0% | ||||||||
| Extendicare Inc | 183,392 | 4,045 | ||||||
| Industrials — 0.4% | ||||||||
| Element Fleet Management Corp | 175,225 | 3,331 | ||||||
| TFI International Inc | 50,241 | 6,749 | ||||||
| Toromont Industries Ltd | 163,561 | 23,627 | ||||||
| 33,707 | ||||||||
| Information Technology — 0.4% | ||||||||
| Celestica Inc* | 10,960 | 3,288 | ||||||
| Descartes Systems Group Inc/The* | 29,975 | 2,411 | ||||||
| Kinaxis Inc* | 31,210 | 3,987 | ||||||
| Shopify Inc, Cl A* | 174,051 | 25,648 | ||||||
| 35,334 | ||||||||
| Materials — 0.2% | ||||||||
| 5N Plus Inc* | 138,986 | 2,557 | ||||||
| Almonty Industries Inc* | 125,036 | 2,226 | ||||||
| CCL Industries Inc, Cl B | 68,454 | 4,592 | ||||||
| Champion Iron Ltd | 43,636 | 109 | ||||||
| Methanex Corp | 77,000 | 4,530 | ||||||
| Pan American Silver Corp | 89,300 | 4,636 | ||||||
| SSR Mining Inc | 68,625 | 2,581 | ||||||
| 21,231 | ||||||||
| Real Estate — 0.0% | ||||||||
| Dream Industrial Real Estate Investment Trust, Cl Trust Units‡ | 321,009 | 3,147 | ||||||
| Utilities — 0.2% | ||||||||
| Atco Ltd/Canada, Cl I | 141,250 | 7,581 | ||||||
| Emera Inc | 195,928 | 9,824 | ||||||
| 17,405 | ||||||||
| Total Canada | 327,032 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Chile — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Falabella SA | 299,768 | $ | 1,984 | |||||
| Materials — 0.1% | ||||||||
| Sociedad Quimica y Minera de Chile SA ADR | 34,410 | 2,719 | ||||||
| Total Chile | 4,703 | |||||||
| China — 7.9% | ||||||||
| Communication Services — 1.8% | ||||||||
| Autohome Inc ADR | 15,425 | 338 | ||||||
| Baidu Inc, Cl A* | 1,486,550 | 17,777 | ||||||
| Bilibili Inc, Cl Z* | 133,320 | 2,167 | ||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 51,118 | 2,913 | ||||||
| Giant Network Group Co Ltd, Cl A | 642,300 | 2,622 | ||||||
| Hello Group Inc ADR | 20,685 | 115 | ||||||
| JOYY Inc ADR | 113,942 | 8,505 | ||||||
| Kuaishou Technology, Cl B | 1,632,100 | 6,945 | ||||||
| NetDragon Websoft Holdings Ltd | 423,260 | 450 | ||||||
| NetEase Inc | 581,900 | 14,179 | ||||||
| Newborn Town Inc* | 448,000 | 504 | ||||||
| Perfect World Co Ltd/China, Cl A | 645,550 | 1,049 | ||||||
| Tencent Holdings Ltd | 1,818,400 | 104,429 | ||||||
| Tongdao Liepin Group | 22,862 | 7 | ||||||
| Wasu Media Holding Co Ltd, Cl A | 100,202 | 106 | ||||||
| XD Inc* | 344,200 | 1,877 | ||||||
| Zhejiang Century Huatong Group Co Ltd, Cl A | 1,911,400 | 4,016 | ||||||
| Zhihu Inc ADR* | 70,811 | 195 | ||||||
| 168,194 | ||||||||
| Consumer Discretionary — 1.9% | ||||||||
| Aerospace Hi-Tech Holdings Grp Ltd, Cl A | 1,269,620 | 2,649 | ||||||
| AIMA Technology Group Co Ltd, Cl A | 486,400 | 1,569 | ||||||
| Alibaba Group Holding Ltd | 3,962,400 | 56,635 | ||||||
| Anhui Jianghuai Automobile Group Corp Ltd, Cl A* | 193,800 | 605 | ||||||
| ATRenew Inc ADR | 16,321 | 67 | ||||||
| Auntea Jenny Shanghai Industrial Co Ltd, Cl H | 18,660 | 194 | ||||||
| BAIC Foton Motor Co Ltd, Cl A* | 2,498,000 | 1,077 | ||||||
| Beijing Roborock Technology Co Ltd, Cl A | 43,093 | 817 | ||||||
| Biem.L.Fdlkk Garment Co Ltd, Cl A | 40,700 | 154 | ||||||
| Bosideng International Holdings Ltd | 5,064,000 | 2,754 | ||||||
| Bros Eastern Co Ltd, Cl A | 921,900 | 1,078 | ||||||
| BXN Holding Co Ltd, Cl A | 1,491,200 | 905 | ||||||
| Changchun Faway Automobile Components Co Ltd, Cl A | 103,000 | 119 | ||||||
| Chervon Holdings Ltd | 272,200 | 683 | ||||||
| China New Higher Education Group Ltd* | 1,739,416 | 120 | ||||||
| China Yuhua Education Corp Ltd* | 1,180,000 | 59 | ||||||
| Edvantage Group Holdings Ltd | 263,211 | 15 | ||||||
| EEKA Fashion Holdings Ltd | 26,000 | 17 | ||||||
| SEI Institutional Investments Trust | 95 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Green Tea Group Ltd | 587,600 | $ | 393 | |||||
| Guangdong TCL Smart Home Appliances Co Ltd | 412,000 | 575 | ||||||
| Guizhou Tyre Co Ltd, Cl A | 853,200 | 560 | ||||||
| H World Group Ltd ADR | 74,071 | 3,505 | ||||||
| Haier Smart Home Co Ltd, Cl A | 16,400,600 | 44,753 | ||||||
| Healthcare Co Ltd, Cl A* | 766,300 | 768 | ||||||
| Hisense Home Appliances Group Co Ltd, Cl H | 85,000 | 230 | ||||||
| Hisense Visual Technology Co Ltd, Cl A | 479,300 | 1,996 | ||||||
| Jiangling Motors Corp Ltd, Cl A | 46,500 | 112 | ||||||
| Jiangsu Changshu Automotive Trim Group Co Ltd, Cl A | 115,900 | 186 | ||||||
| Jiangsu General Science Technology Co Ltd, Cl A* | 691,300 | 410 | ||||||
| KingClean Electric Co Ltd, Cl A* | 15,139 | 62 | ||||||
| Lancy Co Ltd, Cl A | 26,067 | 59 | ||||||
| Li Ning Co Ltd | 2,385,500 | 4,135 | ||||||
| Luolai Lifestyle Technology Co Ltd, Cl A | 907,800 | 1,547 | ||||||
| MINISO Group Holding Ltd | 11,800 | 28 | ||||||
| New Oriental Education & Technology Group Inc | 407,900 | 2,358 | ||||||
| Nexteer Automotive Group Ltd | 671,000 | 433 | ||||||
| Niu Technologies ADR* | 52,708 | 106 | ||||||
| Oppein Home Group Inc, Cl A | 18,100 | 86 | ||||||
| Shandong Linglong Tyre Co Ltd, Cl A | 320,000 | 532 | ||||||
| Shanghai Action Education Technology Co Ltd, Cl A | 135,100 | 1,123 | ||||||
| Shanghai Shuixing Home Textile Co Ltd, Cl A | 100,381 | 258 | ||||||
| Shenzhen Fuanna Bedding and Furnishing Co Ltd, Cl A | 488,800 | 461 | ||||||
| Shenzhen VMAX New Energy Group Co Ltd, Cl A | 122,501 | 626 | ||||||
| Shenzhou International Group Holdings Ltd | 4,904,600 | 21,883 | ||||||
| Suzhou Sonavox Electronics Co Ltd, Cl A | 86,637 | 268 | ||||||
| TAL Education Group ADR* | 175,023 | 2,055 | ||||||
| TCL Electronics Holdings Ltd | 1,677,000 | 3,570 | ||||||
| Tianneng Power International Ltd | 48,000 | 27 | ||||||
| Triangle Tyre Co Ltd, Cl A | 172,800 | 321 | ||||||
| Vatti Corp Ltd, Cl A | 542,300 | 375 | ||||||
| Vipshop Holdings Ltd ADR | 454,122 | 5,949 | ||||||
| Yapp Automotive Parts Co Ltd, Cl A | 119,172 | 262 | ||||||
| Zhejiang Hangmin Co Ltd, Cl A | 47,400 | 46 | ||||||
| Zhejiang Qianjiang Motorcycle Co Ltd, Cl A | 251,100 | 426 | ||||||
| Zhejiang Semir Garment Co Ltd, Cl A | 3,258,600 | 2,861 | ||||||
| Zhejiang Taihua New Material Group Co Ltd, Cl A | 361,400 | 509 | ||||||
| Zhejiang Xinao Textiles Inc, Cl A | 776,650 | 691 | ||||||
| Zhiou Home Furnishing Technology Co Ltd, Cl A | 41,200 | 130 | ||||||
| Zhongsheng Group Holdings Ltd* | 624,000 | 339 | ||||||
| 174,531 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Beijing Yanjing Brewery Co Ltd, Cl A | 57,400 | $ | 97 | |||||
| C&S Paper Co Ltd, Cl A | 1,113,870 | 1,178 | ||||||
| Chacha Food Co Ltd, Cl A | 50,500 | 141 | ||||||
| Chengdu Hongqi Chain Co Ltd, Cl A | 1,007,500 | 688 | ||||||
| China Foods Ltd | 152,000 | 74 | ||||||
| China Mengniu Dairy Co Ltd | 397,000 | 916 | ||||||
| Chlitina Holding Ltd | 19,000 | 50 | ||||||
| DingDong Cayman Ltd ADR* | 18,399 | 42 | ||||||
| Health & Happiness H&H International Holdings Ltd | 34,500 | 81 | ||||||
| Hengan International Group Co Ltd | 729,000 | 2,052 | ||||||
| Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd, Cl A | 174,200 | 475 | ||||||
| Mao Geping Cosmetics Co LTD, Cl H | 43,500 | 273 | ||||||
| Opple Lighting Co Ltd, Cl A | 172,900 | 402 | ||||||
| Sanquan Food Co Ltd, Cl A | 431,320 | 759 | ||||||
| Shanghai Chicmax Cosmetic Co Ltd, Cl H | 655,288 | 1,808 | ||||||
| Shanghai Flyco Electrical Appliance Co Ltd, Cl A | 13,600 | 62 | ||||||
| Tsingtao Brewery Co Ltd, Cl H | 46,000 | 239 | ||||||
| Vats Liquor Chain Store Management JSC Ltd, Cl A* | 16,400 | 27 | ||||||
| Want Want China Holdings Ltd | 287,000 | 113 | ||||||
| Yixintang Pharmaceutical Group Co Ltd, Cl A | 253,800 | 421 | ||||||
| Zhejiang Huakang Pharmaceutical Co Ltd, Cl A | 82,700 | 137 | ||||||
| Zhongyin Babi Food Co Ltd, Cl A | 147,370 | 409 | ||||||
| 10,444 | ||||||||
| Energy — 0.1% | ||||||||
| China Leon Inspection Holding Ltd* | 118,204 | 21 | ||||||
| China Merchants Energy Shipping Co Ltd, Cl A | 1,735,000 | 4,841 | ||||||
| Longyan Zhuoyue New Energy Co Ltd, Cl A | 40,279 | 197 | ||||||
| PetroChina Co Ltd, Cl H | 1,948,000 | 2,524 | ||||||
| Yankuang Energy Group Co Ltd, Cl H | 2,280,000 | 4,065 | ||||||
| Zhejiang Akcome New Energy Technology Co Ltd* | 3,175,100 | – | ||||||
| 11,648 | ||||||||
| Financials — 1.1% | ||||||||
| Agricultural Bank of China Ltd, Cl H | 62,000 | 50 | ||||||
| Bank of Beijing Co Ltd, Cl A | 1,450,500 | 1,155 | ||||||
| Bank of China Ltd, Cl H | 3,246,000 | 2,436 | ||||||
| BOC Hong Kong Holdings Ltd | 570,500 | 3,826 | ||||||
| China Construction Bank Corp, Cl H | 11,438,000 | 13,825 | ||||||
| China Merchants Bank Co Ltd, Cl H | 6,306,500 | 40,885 | ||||||
| China Pacific Insurance Group Co Ltd, Cl H | 215,400 | 829 | ||||||
| China Taiping Insurance Holdings Co Ltd | 1,632,600 | 4,394 | ||||||
| Chongqing Rural Commercial Bank Co Ltd, Cl H | 7,935,968 | 6,619 | ||||||
| First Capital Securities Co Ltd, Cl A | 1,271,800 | 1,252 | ||||||
| 96 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrial & Commercial Bank of China Ltd, Cl H | 5,417,000 | $ | 5,217 | |||||
| Jiangsu Jiangyin Rural Commercial Bank Co Ltd, Cl A | 579,100 | 350 | ||||||
| New China Life Insurance Co Ltd, Cl H | 82,400 | 486 | ||||||
| Northeast Securities Co Ltd, Cl A | 721,700 | 874 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 2,709,500 | 19,432 | ||||||
| Postal Savings Bank of China Co Ltd, Cl H | 1,918,000 | 1,295 | ||||||
| Shanxi Securities Co Ltd, Cl A | 1,297,900 | 1,050 | ||||||
| Sinolink Securities Co Ltd, Cl A | 1,027,100 | 1,329 | ||||||
| Sunshine Insurance Group Co Ltd, Cl H | 855,500 | 405 | ||||||
| Yongan Futures Co Ltd, Cl A | 129,000 | 247 | ||||||
| 105,956 | ||||||||
| Health Care — 0.4% | ||||||||
| 3SBio Inc | 1,009,000 | 2,070 | ||||||
| Alphamab Oncology* | 29,000 | 33 | ||||||
| Asymchem Laboratories Tianjin Co Ltd, Cl H | 5,100 | 79 | ||||||
| Beijing Konruns Pharmaceutical Co Ltd, Cl A | 8,600 | 39 | ||||||
| Beijing Winsunny Pharmaceutical Co Ltd, Cl A | 66,500 | 161 | ||||||
| BeOne Medicines Ltd, Cl A* | 22,836 | 918 | ||||||
| BeOne Medicines Ltd, Cl H* | 122,900 | 3,365 | ||||||
| Chengdu Easton Bio Pharmaceutical Co Ltd, Cl A | 76,158 | 499 | ||||||
| Chengdu Kanghong Pharmaceutical Group Co Ltd, Cl A | 447,700 | 1,351 | ||||||
| CSPC Pharmaceutical Group Ltd | 1,130,000 | 1,328 | ||||||
| Dian Diagnostics Group Co Ltd, Cl A | 771,920 | 2,116 | ||||||
| Edan Instruments Inc, Cl A | 617,000 | 1,081 | ||||||
| GemPharmatech Co Ltd, Cl A | 77,748 | 369 | ||||||
| Genscript Biotech Corp* | 268,000 | 1,156 | ||||||
| Guangzhou Kingmed Diagnostics Group Co Ltd, Cl A | 56,700 | 231 | ||||||
| Hangzhou Bio-Sincerity Pharma-Tech Co Ltd, Cl A* | 219,400 | 1,516 | ||||||
| HitGen Inc, Cl A | 63,062 | 302 | ||||||
| Innovent Biologics Inc* | 268,500 | 3,541 | ||||||
| Joinn Laboratories China Co Ltd, Cl H | 106,300 | 331 | ||||||
| Maccura Biotechnology Co Ltd, Cl A* | 226,700 | 312 | ||||||
| MGI Tech Co Ltd, Cl A* | 177,087 | 1,649 | ||||||
| Novogene Co Ltd, Cl A | 194,284 | 427 | ||||||
| Shouyao Holdings Beijing Co Ltd, Cl A* | 16,455 | 82 | ||||||
| Simcere Pharmaceutical Group Ltd | 346,000 | 489 | ||||||
| Sinocare Inc* | 87,700 | 208 | ||||||
| Tianjin Lisheng Pharmaceutical Co Ltd, Cl A | 213,900 | 450 | ||||||
| Tibet Weixinkang Medicine Co Ltd, Cl A | 89,900 | 123 | ||||||
| Winner Medical Co Ltd, Cl A | 63,100 | 276 | ||||||
| WuXi AppTec Co Ltd, Cl H | 182,500 | 4,395 | ||||||
| Wuxi Biologics Cayman Inc* | 484,500 | 3,004 | ||||||
| Yabao Pharmaceutical Group Co Ltd, Cl A | 278,500 | 295 | ||||||
| Zhejiang Jingxin Pharmaceutical Co Ltd, Cl A | 209,400 | 400 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zhejiang Taimei Medical Technology Co Ltd, Cl H* | 45,400 | $ | 32 | |||||
| Zhejiang Tianyu Pharmaceutical Co Ltd, Cl A | 82,900 | 264 | ||||||
| Zhuzhou Qianjin Pharmaceutical Co Ltd, Cl A | 21,300 | 38 | ||||||
| 32,930 | ||||||||
| Industrials — 0.5% | ||||||||
| 3S Industry Group Inc, Cl A | 21,100 | 102 | ||||||
| Airtac International Group | 18,000 | 808 | ||||||
| Beijing Tieke Shougang Railway-Tech Co Ltd, Cl A | 11,131 | 31 | ||||||
| Bozhon Precision Industry Technology Co Ltd, Cl A | 11,492 | 83 | ||||||
| Canny Elevator Co Ltd, Cl A | 96,400 | 83 | ||||||
| Changhong Huayi Compressor Co Ltd, Cl A | 187,374 | 197 | ||||||
| China International Marine Containers Group Co Ltd, Cl H | 472,800 | 465 | ||||||
| China Lesso Group Holdings Ltd | 340,000 | 157 | ||||||
| China Railway Tielong Container Logistics Co Ltd, Cl A | 1,599,200 | 1,301 | ||||||
| China Yuchai International Ltd | 38,756 | 1,486 | ||||||
| COFCO Technology & Industry Co Ltd, Cl A | 23,200 | 31 | ||||||
| Contemporary Amperex Technology Co Ltd, Cl H | 33,200 | 2,524 | ||||||
| Guangdong Dongpeng Holdings Co Ltd, Cl A | 273,400 | 195 | ||||||
| Guangdong Kinlong Hardware Products Co Ltd, Cl A* | 37,500 | 83 | ||||||
| Guangdong Lingxiao Pump Industry Co Ltd, Cl A | 161,300 | 384 | ||||||
| Guangzhou Guangri Stock Co Ltd, Cl A | 439,628 | 480 | ||||||
| Guangzhou KDT Machinery Group Co Ltd, Cl A | 141,600 | 396 | ||||||
| Hangzhou Youngsun Intelligent Equipment Co Ltd, Cl A | 267,629 | 379 | ||||||
| Han's Laser Technology Industry Group Co Ltd, Cl A | 267,100 | 3,823 | ||||||
| Harbin Electric Co Ltd, Cl H | 932,000 | 1,990 | ||||||
| Impro Precision Industries Ltd | 112,000 | 123 | ||||||
| Jangho Group Co Ltd, Cl A | 185,200 | 378 | ||||||
| JD Logistics Inc* | 247,800 | 347 | ||||||
| Jiangsu Guotai International Group Co Ltd, Cl A | 1,189,700 | 1,366 | ||||||
| Jingjin Equipment Inc, Cl A | 158,200 | 265 | ||||||
| Keda Industrial Group Co Ltd, Cl A | 146,874 | 307 | ||||||
| KLN Logistics Group Ltd | 124,500 | 88 | ||||||
| Kunshan Dongwei Technology Co Ltd, Cl A | 63,190 | 598 | ||||||
| Leedarson IoT Technology Inc, Cl A | 113,200 | 240 | ||||||
| Lonking Holdings Ltd | 114,756 | 52 | ||||||
| Monalisa Group Co Ltd, Cl A | 389,900 | 667 | ||||||
| Morimatsu International Holdings Co Ltd | 231,000 | 217 | ||||||
| Nanjing Les Information Technology Co Ltd, Cl A | 31,501 | 187 | ||||||
| SEI Institutional Investments Trust | 97 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Qingdao Hiron Commercial Cold Chain Co Ltd, Cl A | 309,600 | $ | 511 | |||||
| Runner Xiamen Corp, Cl A | 56,600 | 99 | ||||||
| Saimo Technology Co Ltd, Cl A* | 64,600 | 73 | ||||||
| Sany Heavy Equipment International Holdings Co Ltd | 235,000 | 272 | ||||||
| Shanghai International Port Group Co Ltd, Cl A | 2,114,300 | 1,655 | ||||||
| Shanghai Jinjiang Shipping Group Co Ltd, Cl A | 88,200 | 174 | ||||||
| Shanghai Zhonggu Logistics Co Ltd, Cl A | 705,667 | 1,345 | ||||||
| Shanxi Coal International Energy Group Co Ltd, Cl A | 556,300 | 1,181 | ||||||
| SITC International Holdings Co Ltd | 2,068,670 | 12,578 | ||||||
| Tianjin Port Co Ltd, Cl A | 136,400 | 87 | ||||||
| Weichai Power Co Ltd, Cl H | 882,000 | 3,563 | ||||||
| Xiamen Solex High-Tech Industries Co Ltd, Cl A | 20,000 | 65 | ||||||
| Xianheng International Science&Technology Co Ltd, Cl A | 238,700 | 498 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 1,271,300 | 4,826 | ||||||
| Yutong Heavy Industries Co Ltd, Cl A | 90,500 | 130 | ||||||
| Zhangjiagang Furui Special Equipment Co Ltd, Cl A | 254,300 | 270 | ||||||
| Zhefu Holding Group Co Ltd, Cl A | 4,384,600 | 3,188 | ||||||
| Zhejiang Dafeng Industry Co Ltd, Cl A | 60,200 | 89 | ||||||
| 50,437 | ||||||||
| Information Technology — 0.8% | ||||||||
| Agora Inc ADR* | 40,434 | 169 | ||||||
| AInnovation Technology Group Co Ltd, Cl H* | 332,900 | 161 | ||||||
| Avary Holding Shenzhen Co Ltd, Cl A | 188,400 | 2,610 | ||||||
| BOE Technology Group Co Ltd, Cl A | 8,372,700 | 7,484 | ||||||
| BOE Varitronix Ltd | 641,000 | 364 | ||||||
| China Resources Microelectronics Ltd, Cl A | 315,231 | 2,875 | ||||||
| Colorlight Cloud Tech Ltd, Cl A | 50,200 | 353 | ||||||
| Cubic Sensor and Instrument Co Ltd, Cl A | 26,801 | 182 | ||||||
| Delton Technology Guangzhou Inc, Cl H | 38,300 | 632 | ||||||
| Dongguan Tarry Electronics Co Ltd, Cl A | 48,146 | 427 | ||||||
| Edianyun Ltd, Cl H* | 157,000 | 69 | ||||||
| Eoptolink Technology Inc Ltd, Cl A | 36,380 | 2,180 | ||||||
| Fujian Fuxin Software Development JSC Ltd, Cl A | 107,160 | 1,013 | ||||||
| Jiaxing ZMAX Optech Co Ltd, Cl A | 38,828 | 285 | ||||||
| Kingboard Holdings Ltd | 221,000 | 1,523 | ||||||
| Kingdee International Software Group Co Ltd* | 1,093,000 | 1,203 | ||||||
| Lenovo Group Ltd | 2,641,804 | 10,120 | ||||||
| Linklogis Inc, Cl B | 86,500 | 27 | ||||||
| Luster LightTech Co Ltd, Cl A | 120,248 | 866 | ||||||
| OPT Machine Vision Tech Co Ltd, Cl A | 50,104 | 1,118 | ||||||
| Queclink Wireless Solutions Co Ltd, Cl A | 150,999 | 258 | ||||||
| Raytron Technology Co Ltd, Cl A | 72,039 | 1,981 | ||||||
| Shanghai Anlogic Infotech Co Ltd, Cl A* | 8,157 | 38 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Shanghai Hollywave Electronic System Co Ltd, Cl A | 21,655 | $ | 103 | |||||
| Shengyi Technology Co Ltd, Cl A | 169,795 | 3,865 | ||||||
| Shennan Circuits Co Ltd, Cl A | 26,700 | 1,463 | ||||||
| Shenzhen Absen Optoelectronic Co Ltd, Cl A | 13,500 | 26 | ||||||
| Shenzhen JPT Opto-Electronics Co Ltd, Cl A | 6,021 | 356 | ||||||
| Shenzhen Longsys Electronics Co Ltd, Cl A | 5,700 | 323 | ||||||
| Shenzhen SEICHI Technologies Co Ltd, Cl A | 887 | 69 | ||||||
| Shenzhen Transsion Holdings Co Ltd, Cl A | 99,005 | 842 | ||||||
| Shenzhen Yanmade Technology Inc, Cl A | 22,683 | 163 | ||||||
| Siglent Technologies Co Ltd, Cl A | 30,838 | 326 | ||||||
| Sunny Optical Technology Group Co Ltd | 570,500 | 5,156 | ||||||
| Suntront Techonology Co Ltd, Cl A | 336,000 | 222 | ||||||
| Suzhou Dongshan Precision Manufacturing Co Ltd, Cl A* | 26,200 | 771 | ||||||
| Suzhou HYC Technology Co Ltd, Cl A | 44,653 | 364 | ||||||
| TCL Technology Group Corp, Cl A | 13,234,300 | 10,017 | ||||||
| Tianma Microelectronics Co Ltd, Cl A* | 1,009,600 | 1,013 | ||||||
| Ugreen Group Ltd, Cl A | 46,300 | 356 | ||||||
| Union Optech Co Ltd, Cl A* | 59,500 | 134 | ||||||
| UNI-Trend Technology China Co Ltd, Cl A | 20,637 | 249 | ||||||
| Universal Scientific Industrial Shanghai Co Ltd, Cl A | 375,681 | 1,513 | ||||||
| VSTECS Holdings Ltd | 1,442,486 | 1,815 | ||||||
| Zhejiang Dahua Technology Co Ltd, Cl A | 424,500 | 1,036 | ||||||
| Zhejiang Lante Optics Co Ltd, Cl A | 36,738 | 382 | ||||||
| Zhongji Innolight Co Ltd, Cl A | 58,400 | 7,422 | ||||||
| 73,924 | ||||||||
| Materials — 0.7% | ||||||||
| Anhui Huilong Agricultural Means of Production Co Ltd, Cl A | 165,600 | 132 | ||||||
| Asia - Potash International Investment Guangzhou Co Ltd, Cl A | 426,900 | 3,039 | ||||||
| Beijing Oriental Yuhong Waterproof Technology Co Ltd, Cl A* | 1,079,300 | 1,768 | ||||||
| China Gold International Resources Corp Ltd | 149,500 | 4,866 | ||||||
| China National Building Material Co Ltd, Cl H | 1,020,000 | 467 | ||||||
| China Tungsten And Hightech Materials Co Ltd, Cl A | 183,600 | 1,793 | ||||||
| CMOC Group Ltd, Cl H | 1,230,000 | 2,620 | ||||||
| Cre8 Direct Ningbo Co Ltd, Cl A | 346,600 | 716 | ||||||
| DeHua TB New Decoration Materials Co Ltd, Cl A | 24,100 | 45 | ||||||
| Dongyue Group Ltd | 754,000 | 1,334 | ||||||
| Hangzhou Huawang New Material Technology Co Ltd, Cl A | 417,100 | 517 | ||||||
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd, Cl A | 654,624 | 2,678 | ||||||
| Huapont Life Sciences Co Ltd, Cl A | 620,800 | 415 | ||||||
| Inner Mongolia ERDOS Resources Co Ltd, Cl A | 735,284 | 1,522 | ||||||
| 98 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Intco Recycling Resources Co Ltd, Cl A | 34,448 | $ | 196 | |||||
| Jiangsu Changbao Steeltube Co Ltd, Cl A | 635,200 | 652 | ||||||
| Jiangsu Eastern Shenghong Co Ltd, Cl A* | 466,300 | 1,012 | ||||||
| Kailuan Energy Chemical Co Ltd, Cl A | 303,000 | 265 | ||||||
| Keshun Waterproof Technologies Co Ltd, Cl A | 545,156 | 396 | ||||||
| Lee & Man Chemical Co Ltd | 26,966 | 15 | ||||||
| Lee & Man Paper Manufacturing Ltd | 118,000 | 58 | ||||||
| Lianhe Chemical Technology Co Ltd, Cl A | 84,600 | 189 | ||||||
| Lingbao Gold Group Co Ltd, Cl H | 844,400 | 2,375 | ||||||
| MMG Ltd* | 4,112,000 | 4,814 | ||||||
| Ningbo Solartron Technology Co Ltd, Cl A* | 222,384 | 428 | ||||||
| Qifeng New Material Co Ltd, Cl A | 211,100 | 212 | ||||||
| Qingdao East Steel Tower Stock Co Ltd, Cl A | 1,102,400 | 2,933 | ||||||
| Qingdao Yunlu Advanced Materials Technology Co Ltd, Cl A | 41,100 | 445 | ||||||
| Shandong Hongqiao Aluminum Industry Holding Co Ltd, Cl A | 967,100 | 2,609 | ||||||
| Shandong Yanggu Huatai Chemical Co Ltd, Cl A | 310,100 | 450 | ||||||
| Shanghai Aladdin Biochemical Technology Co Ltd, Cl A | 155,938 | 470 | ||||||
| Shenzhen YUTO Packaging Technology Co Ltd, Cl A | 64,600 | 257 | ||||||
| Swancor Advanced Materials Co Ltd, Cl A* | 129,200 | 2,971 | ||||||
| Tiangong International Co Ltd | 759,062 | 311 | ||||||
| Western Mining Co Ltd, Cl A | 398,213 | 2,328 | ||||||
| Wuxi Paike New Materials Technology Co Ltd, Cl A | 10,500 | 126 | ||||||
| Xinxing Ductile Iron Pipes Co Ltd, Cl A | 57,800 | 32 | ||||||
| YongXing Special Materials Technology Co Ltd, Cl A | 114,900 | 789 | ||||||
| Yunnan Aluminium Co Ltd, Cl A | 1,739,900 | 7,021 | ||||||
| Yunnan Jinxun Resources Co Ltd, Cl H | 11,000 | 23 | ||||||
| Zangge Mining Co Ltd, Cl A | 194,870 | 2,267 | ||||||
| Zanyu Technology Group Co Ltd, Cl A | 471,700 | 839 | ||||||
| Zhangjiagang Guangda Special Material Co Ltd, Cl A* | 45,926 | 97 | ||||||
| Zhejiang NHU Co Ltd, Cl A | 422,600 | 1,699 | ||||||
| Zijin Mining Group Co Ltd, Cl H | 1,052,000 | 4,905 | ||||||
| 63,096 | ||||||||
| Real Estate — 0.4% | ||||||||
| China Overseas Land & Investment Ltd | 20,051,500 | 31,939 | ||||||
| China Resources Mixc Lifestyle Services Ltd | 455,800 | 2,268 | ||||||
| China Union Holdings Ltd, Cl A* | 1,689,954 | 1,017 | ||||||
| China-Singapore Suzhou Industrial Park Development Group Co Ltd, Cl A | 148,500 | 178 | ||||||
| 35,402 | ||||||||
| Utilities — 0.1% | ||||||||
| Beijing Enterprises Holdings Ltd | 880,500 | 3,628 | ||||||
| Foran Energy Group Co Ltd, Cl A | 332,630 | 561 | ||||||
| Henan Yuneng Holdings Co Ltd, Cl A* | 1,429,200 | 2,536 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Jointo Energy Investment Co Ltd Hebei, Cl A | 350,900 | $ | 395 | |||||
| Top Energy Co Ltd Shanxi, Cl A | 138,900 | 128 | ||||||
| 7,248 | ||||||||
| Total China | 733,810 | |||||||
| Colombia — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Ecopetrol SA ADR | 147,921 | 2,466 | ||||||
| Czechia — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Komercni Banka AS | 13,343 | 682 | ||||||
| Moneta Money Bank AS | 40,715 | 382 | ||||||
| 1,064 | ||||||||
| Total Czechia | 1,064 | |||||||
| Denmark — 2.0% | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| Pandora A/S | 269,510 | 35,565 | ||||||
| Financials — 0.5% | ||||||||
| Danske Bank A/S | 842,233 | 48,686 | ||||||
| Health Care — 0.9% | ||||||||
| ALK-Abello A/S | 107,167 | 3,472 | ||||||
| Bavarian Nordic A/S* | 44,724 | 1,509 | ||||||
| Coloplast A/S, Cl B | 245,929 | 17,478 | ||||||
| Genmab A/S* | 6,850 | 2,264 | ||||||
| H Lundbeck A/S | 455,793 | 2,983 | ||||||
| Novo Nordisk A/S ADR | 150,092 | 6,804 | ||||||
| Novo Nordisk A/S, Cl B | 1,081,466 | 48,979 | ||||||
| 83,489 | ||||||||
| Industrials — 0.2% | ||||||||
| AP Moller - Maersk A/S, Cl B | 5,511 | 18,464 | ||||||
| Broedrene A&O Johansen A/S, Cl B | 1,720 | 27 | ||||||
| D/S Norden A/S | 45,635 | 2,551 | ||||||
| 21,042 | ||||||||
| Total Denmark | 188,782 | |||||||
| Finland — 0.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| Sanoma Oyj | 10,632 | 119 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Puuilo Oyj | 4,754 | 94 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Anora Group Oyj | 7,977 | 36 | ||||||
| Energy — 0.1% | ||||||||
| Neste Oyj | 253,743 | 9,478 | ||||||
| SEI Institutional Investments Trust | 99 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.1% | ||||||||
| Nordea Bank Abp | 508,392 | $ | 10,377 | |||||
| Health Care — 0.1% | ||||||||
| Orion Oyj, Cl B | 129,767 | 11,906 | ||||||
| Pihlajalinna Oyj | 3,777 | 47 | ||||||
| 11,953 | ||||||||
| Industrials — 0.1% | ||||||||
| Finnair Oyj | 43,619 | 227 | ||||||
| GRK Infra Oyj | 2,857 | 71 | ||||||
| Wartsila OYJ Abp, Cl B | 362,977 | 11,726 | ||||||
| 12,024 | ||||||||
| Information Technology — 0.1% | ||||||||
| Bittium Oyj | 12,737 | 548 | ||||||
| F-Secure Oyj | 13,460 | 31 | ||||||
| Nokia Oyj ADR | 303,450 | 3,077 | ||||||
| Tieto Oyj | 70,923 | 1,632 | ||||||
| Vaisala Oyj, Cl A | 9,484 | 630 | ||||||
| 5,918 | ||||||||
| Total Finland | 49,999 | |||||||
| France — 6.1% | ||||||||
| Communication Services — 0.5% | ||||||||
| Criteo SA ADR* | 62,164 | 1,097 | ||||||
| Lagardere SA | 7,069 | 153 | ||||||
| Publicis Groupe SA | 417,501 | 48,978 | ||||||
| 50,228 | ||||||||
| Consumer Discretionary — 0.9% | ||||||||
| Accor SA | 238,510 | 12,839 | ||||||
| Cie Generale des Etablissements Michelin SCA | 1,088,653 | 44,177 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE | 49,899 | 26,162 | ||||||
| 83,178 | ||||||||
| Consumer Staples — 0.7% | ||||||||
| L'Oreal SA | 78,095 | 34,774 | ||||||
| Pernod Ricard SA | 396,387 | 29,643 | ||||||
| 64,417 | ||||||||
| Financials — 0.8% | ||||||||
| Amundi SA | 330,829 | 36,216 | ||||||
| Caisse Regionale de Credit Agricole Mutuel Brie Picardie | 1,675 | 70 | ||||||
| Edenred SE | 946,968 | 33,034 | ||||||
| 69,320 | ||||||||
| Health Care — 1.0% | ||||||||
| EssilorLuxottica SA | 108,853 | 20,202 | ||||||
| Sanofi SA | 800,370 | 71,163 | ||||||
| 91,365 | ||||||||
| Industrials — 1.5% | ||||||||
| Dassault Aviation SA | 73 | 24 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Mersen SA | 18,095 | $ | 798 | |||||
| Rexel SA | 963,168 | 40,150 | ||||||
| Societe BIC SA | 283,349 | 22,400 | ||||||
| Teleperformance SE | 948,158 | 76,615 | ||||||
| 139,987 | ||||||||
| Information Technology — 0.4% | ||||||||
| 74Software SA* | 1,415 | 68 | ||||||
| Alten SA | 396 | 35 | ||||||
| Capgemini SE | 308,110 | 38,328 | ||||||
| 38,431 | ||||||||
| Materials — 0.3% | ||||||||
| Arkema SA | 424,816 | 29,567 | ||||||
| Total France | 566,493 | |||||||
| Georgia — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| BW Energy Ltd* | 50,355 | 302 | ||||||
| Germany — 6.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| Scout24 SE | 249,443 | 23,060 | ||||||
| Consumer Discretionary — 0.6% | ||||||||
| Aumovio SE* | 594,576 | 25,375 | ||||||
| Continental AG | 388,729 | 32,065 | ||||||
| ElringKlinger AG | 3,606 | 22 | ||||||
| SAF-Holland SE | 6,661 | 171 | ||||||
| Tonies SE, Cl A* | 63,924 | 881 | ||||||
| Zalando SE* | 11,939 | 340 | ||||||
| 58,854 | ||||||||
| Financials — 0.2% | ||||||||
| Commerzbank AG | 61,817 | 2,876 | ||||||
| Deutsche Bank AG | 123,497 | 4,946 | ||||||
| DWS Group GmbH & Co KGaA | 52,693 | 4,621 | ||||||
| flatexDEGIRO SE | 114,560 | 5,088 | ||||||
| 17,531 | ||||||||
| Health Care — 1.5% | ||||||||
| Bayer AG | 1,436,778 | 81,781 | ||||||
| Draegerwerk AG & Co KGaA | 255 | 25 | ||||||
| Fresenius Medical Care AG | 1,261,599 | 57,731 | ||||||
| 139,537 | ||||||||
| Industrials — 1.6% | ||||||||
| 2G Energy AG | 2,909 | 186 | ||||||
| Brenntag SE | 377,381 | 27,464 | ||||||
| Cewe Stiftung & Co KGAA | 295 | 36 | ||||||
| Daimler Truck Holding AG | 950,999 | 51,502 | ||||||
| Deutsche Post AG | 45,052 | 2,926 | ||||||
| GEA Group AG | 55,006 | 4,282 | ||||||
| HOCHTIEF AG | 13,050 | 6,324 | ||||||
| Indus Holding AG | 2,608 | 112 | ||||||
| Nordex SE* | 117,470 | 5,158 | ||||||
| 100 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Pfisterer Holding SE | 14,527 | $ | 1,152 | |||||
| Rational AG | 41,586 | 30,338 | ||||||
| SGL Carbon SE* | 15,119 | 72 | ||||||
| Siemens Energy AG | 97,879 | 16,122 | ||||||
| SMA Solar Technology AG* | 44,036 | 3,021 | ||||||
| Wacker Neuson SE | 14,582 | 386 | ||||||
| 149,081 | ||||||||
| Information Technology — 0.9% | ||||||||
| Atoss Software SE | 12,423 | 1,456 | ||||||
| Basler AG | 13,392 | 361 | ||||||
| Infineon Technologies AG | 107,979 | 7,039 | ||||||
| Nemetschek SE | 19,267 | 1,567 | ||||||
| Nynomic AG* | 629 | 17 | ||||||
| SAP SE | 316,390 | 69,638 | ||||||
| 80,078 | ||||||||
| Materials — 1.3% | ||||||||
| Aurubis AG | 35,489 | 7,281 | ||||||
| BASF SE | 971,741 | 59,663 | ||||||
| Evonik Industries AG | 2,025,300 | 44,682 | ||||||
| FUCHS SE | 4,955 | 198 | ||||||
| Salzgitter AG | 52,890 | 3,486 | ||||||
| thyssenkrupp AG | 296,719 | 4,968 | ||||||
| Wacker Chemie AG* | 27,673 | 3,011 | ||||||
| 123,289 | ||||||||
| Total Germany | 591,430 | |||||||
| Greece — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Fourlis Holdings SA | 8,440 | 40 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Kri-Kri Milk Industry SA | 2,007 | 74 | ||||||
| Energy — 0.1% | ||||||||
| Motor Oil Hellas Corinth Refineries SA | 112,481 | 7,859 | ||||||
| StealthGas Inc* | 1,595 | 15 | ||||||
| 7,874 | ||||||||
| Financials — 0.0% | ||||||||
| Piraeus Bank SA | 173,007 | 2,059 | ||||||
| Industrials — 0.0% | ||||||||
| Danaos Corp | 3,912 | 593 | ||||||
| Total Greece | 10,640 | |||||||
| Guatemala — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Millicom International Cellular SA | 58,152 | 5,452 | ||||||
| Hong Kong — 2.0% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Cafe de Coral Holdings Ltd | 94,281 | 63 | ||||||
| Chow Sang Sang Holdings International Ltd | 374,000 | 667 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Crystal International Group Ltd | 951,703 | $ | 848 | |||||
| Dream International Ltd | 71,000 | 63 | ||||||
| Emperor Watch & Jewellery Ltd | 2,250,000 | 86 | ||||||
| Johnson Electric Holdings Ltd | 1,205,000 | 3,011 | ||||||
| JS Global Lifestyle Co Ltd* | 843,500 | 157 | ||||||
| Luk Fook Holdings International Ltd | 216,000 | 597 | ||||||
| Samsonite Group SA | 14,566,158 | 22,592 | ||||||
| Yue Yuen Industrial Holdings Ltd | 567,000 | 971 | ||||||
| 29,055 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Chaoda Modern Agriculture Holdings Ltd* | 2,640 | – | ||||||
| DFI Retail Group Holdings Ltd | 635,900 | 2,357 | ||||||
| Nissin Foods Co Ltd | 31,000 | 26 | ||||||
| 2,383 | ||||||||
| Financials — 1.1% | ||||||||
| AIA Group Ltd | 7,166,759 | 69,278 | ||||||
| Allied Group Ltd | 32,000 | 9 | ||||||
| Bank of East Asia Ltd/The | 20,516 | 48 | ||||||
| Dah Sing Banking Group Ltd | 664,821 | 1,219 | ||||||
| Hong Kong Exchanges & Clearing Ltd | 548,800 | 29,668 | ||||||
| Sun Hung Kai & Co Ltd | 101,000 | 53 | ||||||
| Value Partners Group Ltd | 163,000 | 41 | ||||||
| 100,316 | ||||||||
| Health Care — 0.0% | ||||||||
| Modern Dental Group Ltd | 80,000 | 84 | ||||||
| Industrials — 0.4% | ||||||||
| Cathay Pacific Airways Ltd | 6,198,808 | 11,350 | ||||||
| CTF Services Ltd | 591,000 | 602 | ||||||
| Swire Pacific Ltd, Cl A | 1,631,977 | 22,157 | ||||||
| Techtronic Industries Co Ltd | 363,000 | 6,242 | ||||||
| 40,351 | ||||||||
| Information Technology — 0.1% | ||||||||
| ASMPT Ltd | 47,800 | 997 | ||||||
| PAX Global Technology Ltd | 1,472,000 | 765 | ||||||
| Plover Bay Technologies Ltd | 503,000 | 492 | ||||||
| Truly International Holdings Ltd | 168,000 | 18 | ||||||
| VTech Holdings Ltd | 142,500 | 930 | ||||||
| Wasion Holdings Ltd | 72,000 | 142 | ||||||
| 3,344 | ||||||||
| Real Estate — 0.1% | ||||||||
| CK Asset Holdings Ltd | 403,000 | 2,323 | ||||||
| Great Eagle Holdings Ltd | 102,173 | 198 | ||||||
| Hang Lung Group Ltd | 165,000 | 260 | ||||||
| Hang Lung Properties Ltd | 1,429,000 | 1,271 | ||||||
| Hysan Development Co Ltd | 174,000 | 353 | ||||||
| Kerry Properties Ltd | 306,500 | 719 | ||||||
| Langham Hospitality Investments and Langham Hospitality Investments Ltd | 3,667 | – | ||||||
| Swire Properties Ltd | 363,400 | 1,110 | ||||||
| SEI Institutional Investments Trust | 101 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Wharf Real Estate Investment Co Ltd | 270,000 | $ | 1,061 | |||||
| 7,295 | ||||||||
| Total Hong Kong | 182,828 | |||||||
| Hungary — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Magyar Telekom Telecommunications PLC | 12,744 | 102 | ||||||
| Energy — 0.0% | ||||||||
| MOL Hungarian Oil & Gas PLC* | 86,492 | 1,390 | ||||||
| Industrials — 0.0% | ||||||||
| Opus Global Nyrt | 15,488 | 16 | ||||||
| Total Hungary | 1,508 | |||||||
| India — 1.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Bharti Airtel Ltd | 402,447 | 7,650 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| Bajaj Auto Ltd | 36,305 | 4,626 | ||||||
| Bajaj Electricals Ltd | 6,715 | 23 | ||||||
| Sansera Engineering Ltd | 102,554 | 4,321 | ||||||
| SP Apparels Ltd | 5,142 | 57 | ||||||
| TVS Motor Co Ltd | 74,083 | 3,373 | ||||||
| TVS Srichakra Ltd | 505 | 29 | ||||||
| 12,429 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Jyothy Labs Ltd | 21,890 | 47 | ||||||
| Marico Ltd | 236,465 | 2,035 | ||||||
| Nestle India Ltd | 395,425 | 6,211 | ||||||
| 8,293 | ||||||||
| Energy — 0.1% | ||||||||
| Coal India Ltd | 994,346 | 4,194 | ||||||
| Great Eastern Shipping Co Ltd/The | 159,340 | 2,177 | ||||||
| 6,371 | ||||||||
| Financials — 0.5% | ||||||||
| BSE Ltd | 72,539 | 2,496 | ||||||
| HDFC Bank Ltd ADR | 1,768,601 | 40,147 | ||||||
| Karur Vysya Bank Ltd/The | 338,684 | 1,236 | ||||||
| Multi Commodity Exchange of India Ltd | 65,144 | 2,324 | ||||||
| 46,203 | ||||||||
| Health Care — 0.0% | ||||||||
| Acutaas Chemicals Ltd | 77,273 | 2,561 | ||||||
| Innova Captab Ltd | 2,290 | 26 | ||||||
| 2,587 | ||||||||
| Industrials — 0.1% | ||||||||
| Adani Ports & Special Economic Zone Ltd | 143,658 | 2,401 | ||||||
| Cummins India Ltd | 53,360 | 2,858 | ||||||
| GE Vernova T&D India Ltd | 46,676 | 2,178 | ||||||
| Hitachi Energy India Ltd | 9,418 | 3,337 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| SIS Ltd | 7,641 | $ | 34 | |||||
| 10,808 | ||||||||
| Materials — 0.1% | ||||||||
| Galaxy Surfactants Ltd | 982 | 23 | ||||||
| Navin Fluorine International Ltd | 45,039 | 4,099 | ||||||
| Solar Industries India Ltd | 16,555 | 3,495 | ||||||
| Vedanta Ltd | 795,491 | 2,324 | ||||||
| 9,941 | ||||||||
| Total India | 104,282 | |||||||
| Indonesia — 0.7% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telkom Indonesia Persero Tbk PT | 216,152,720 | 31,629 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Bumitama Agri Ltd | 135,200 | 235 | ||||||
| First Resources Ltd | 1,856,900 | 6,672 | ||||||
| Golden Agri-Resources Ltd | 10,421,300 | 2,581 | ||||||
| Gudang Garam Tbk PT | 178,300 | 209 | ||||||
| Triputra Agro Persada PT | 2,018,027 | 238 | ||||||
| 9,935 | ||||||||
| Energy — 0.1% | ||||||||
| Adaro Andalan Indonesia PT | 4,044,400 | 2,471 | ||||||
| Elnusa Tbk PT | 3,901,400 | 159 | ||||||
| Prima Andalan Mandiri Tbk PT | 154,579 | 32 | ||||||
| United Tractors Tbk PT | 1,505,452 | 2,058 | ||||||
| 4,720 | ||||||||
| Financials — 0.2% | ||||||||
| Bank Rakyat Indonesia Persero Tbk PT | 104,560,600 | 19,178 | ||||||
| Industrials — 0.0% | ||||||||
| Jardine Matheson Holdings Ltd | 3,000 | 177 | ||||||
| Utilities — 0.0% | ||||||||
| Perusahaan Gas Negara Persero Tbk PT | 871,700 | 75 | ||||||
| Total Indonesia | 65,714 | |||||||
| Ireland — 1.9% | ||||||||
| Financials — 0.9% | ||||||||
| Aon PLC, Cl A | 109,549 | 35,222 | ||||||
| Bank of Ireland Group PLC | 2,193,604 | 48,400 | ||||||
| 83,622 | ||||||||
| Industrials — 0.1% | ||||||||
| AerCap Holdings NV | 48,777 | 7,119 | ||||||
| Information Technology — 0.9% | ||||||||
| Accenture PLC, Cl A | 427,349 | 81,094 | ||||||
| Materials — 0.0% | ||||||||
| James Hardie Industries PLC* | 73,999 | 2,198 | ||||||
| Total Ireland | 174,033 | |||||||
| 102 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Israel — 1.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| Cellcom Israel Ltd | 13,906 | $ | 164 | |||||
| Nexxen International Ltd* | 46,158 | 450 | ||||||
| 614 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Global-e Online Ltd, Cl E* | 53,769 | 2,009 | ||||||
| Max Stock Ltd | 22,570 | 285 | ||||||
| 2,294 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| M Yochananof & Sons Ltd | 803 | 91 | ||||||
| Neto ME Holdings Ltd* | 842 | 54 | ||||||
| Tiv Taam Holdings 1 Ltd | 18,983 | 76 | ||||||
| 221 | ||||||||
| Energy — 0.0% | ||||||||
| Ashdod Refinery Ltd* | 1,675 | 68 | ||||||
| Financials — 0.4% | ||||||||
| Analyst IMS Investment Management Services Ltd | 2,055 | 94 | ||||||
| Bank Hapoalim BM | 400,409 | 10,312 | ||||||
| Bank Leumi Le-Israel BM | 516,167 | 13,125 | ||||||
| Clal Insurance Enterprises Holdings Ltd | 22,341 | 1,968 | ||||||
| First International Bank Of Israel Ltd/The | 9,613 | 754 | ||||||
| Harel Insurance Investments & Financial Services Ltd | 65,694 | 4,238 | ||||||
| Isracard Ltd* | 1 | – | ||||||
| Israel Discount Bank Ltd, Cl A | 649,204 | 7,400 | ||||||
| MENIF - Financial Services Ltd | 5,583 | 41 | ||||||
| Tel Aviv Stock Exchange Ltd | 1,247 | 53 | ||||||
| 37,985 | ||||||||
| Health Care — 0.0% | ||||||||
| Brainsway Ltd* | 2,950 | 44 | ||||||
| SofWave Medical Ltd* | 6,362 | 81 | ||||||
| 125 | ||||||||
| Industrials — 0.0% | ||||||||
| C. MER Industries Ltd | 1,593 | 26 | ||||||
| Danel Adir Yeoshua Ltd | 2,310 | 327 | ||||||
| FMS Enterprises Migun Ltd | 2,993 | 154 | ||||||
| 507 | ||||||||
| Information Technology — 0.6% | ||||||||
| Allot Ltd* | 42,427 | 328 | ||||||
| Check Point Software Technologies Ltd* | 339,853 | 47,209 | ||||||
| Formula Systems 1985 Ltd | 2,023 | 259 | ||||||
| Matrix IT Ltd | 1,582 | 58 | ||||||
| Nice Ltd ADR* | 26,812 | 2,927 | ||||||
| Radware Ltd* | 1,385 | 40 | ||||||
| SimilarWeb Ltd* | 73,496 | 683 | ||||||
| Telsys Ltd | 2,142 | 253 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Wix.com Ltd* | 68,242 | $ | 6,022 | |||||
| 57,779 | ||||||||
| Real Estate — 0.0% | ||||||||
| Mega Or Holdings Ltd | 15,523 | 2,328 | ||||||
| Utilities — 0.1% | ||||||||
| Doral Group Renewable Energy Resources Ltd* | 94,017 | 2,055 | ||||||
| OPC Energy Ltd* | 66,659 | 2,216 | ||||||
| Zephyrus Wing Energies Ltd* | 3,047 | 26 | ||||||
| 4,297 | ||||||||
| Total Israel | 106,218 | |||||||
| Italy — 1.6% | ||||||||
| Communication Services — 0.0% | ||||||||
| Arnoldo Mondadori Editore SpA | 31,431 | 77 | ||||||
| Consumer Discretionary — 0.3% | ||||||||
| Ferrari NV | 17,288 | 7,320 | ||||||
| Moncler SpA | 30,970 | 1,691 | ||||||
| OVS SpA | 4,546 | 31 | ||||||
| Pirelli & C SpA | 2,853,433 | 22,060 | ||||||
| Sanlorenzo SpA/Ameglia | 3,701 | 163 | ||||||
| 31,265 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Orsero SpA | 7,155 | 142 | ||||||
| Energy — 0.0% | ||||||||
| d'Amico International Shipping SA | 192,206 | 1,643 | ||||||
| Financials — 1.0% | ||||||||
| Banca Mediolanum SpA | 996,634 | 27,831 | ||||||
| Intesa Sanpaolo SpA | 650,132 | 5,122 | ||||||
| Nexi SpA | 7,539,483 | 38,550 | ||||||
| Poste Italiane SpA | 146,154 | 4,715 | ||||||
| UniCredit SpA | 138,039 | 13,473 | ||||||
| Unipol Assicurazioni SpA | 46,420 | 1,521 | ||||||
| 91,212 | ||||||||
| Health Care — 0.0% | ||||||||
| El.En. SpA | 7,848 | 141 | ||||||
| Philogen SpA | 3,816 | 102 | ||||||
| 243 | ||||||||
| Industrials — 0.2% | ||||||||
| Avio SpA | 60,681 | 2,074 | ||||||
| Cembre SpA | 4,405 | 430 | ||||||
| Comer Industries SpA | 1,142 | 63 | ||||||
| Danieli & C Officine Meccaniche SpA | 9,036 | 698 | ||||||
| Enav SpA | 125,420 | 729 | ||||||
| Leonardo SpA | 153,478 | 9,221 | ||||||
| LU-VE SpA | 975 | 66 | ||||||
| SEI Institutional Investments Trust | 103 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Prysmian SpA | 15,922 | $ | 2,226 | |||||
| 15,507 | ||||||||
| Information Technology — 0.1% | ||||||||
| Cy4gate SPA, Cl CDI* | 12,886 | 146 | ||||||
| Esprinet SpA | 16,468 | 134 | ||||||
| SYS-DAT SpA | 3,083 | 28 | ||||||
| Technoprobe SpA* | 170,153 | 5,336 | ||||||
| 5,644 | ||||||||
| Materials — 0.0% | ||||||||
| Caltagirone SpA | 2,905 | 34 | ||||||
| Total Italy | 145,767 | |||||||
| Japan — 9.6% | ||||||||
| Communication Services — 0.7% | ||||||||
| Atrae Inc | 19,300 | 108 | ||||||
| Capcom Co Ltd | 81,100 | 2,163 | ||||||
| COLOPL Inc | 137,300 | 381 | ||||||
| CyberAgent Inc | 300,000 | 2,544 | ||||||
| Dentsu Group Inc* | 1,149,783 | 26,627 | ||||||
| Koei Tecmo Holdings Co Ltd | 649,400 | 6,935 | ||||||
| Konami Group Corp | 34,500 | 4,763 | ||||||
| LIFULL Co Ltd | 47,500 | 71 | ||||||
| Nintendo Co Ltd | 68,900 | 3,885 | ||||||
| PR Times Corp | 7,200 | 100 | ||||||
| Square Enix Holdings Co Ltd | 296,300 | 5,483 | ||||||
| Toei Animation Co Ltd | 838,500 | 16,046 | ||||||
| ZIGExN Co Ltd | 54,700 | 158 | ||||||
| 69,264 | ||||||||
| Consumer Discretionary — 1.6% | ||||||||
| Airtrip Corp | 3,500 | 18 | ||||||
| Bell-Park Co Ltd | 2,600 | 50 | ||||||
| Doshisha Co Ltd | 1,200 | 23 | ||||||
| Food & Life Cos Ltd | 127,700 | 4,700 | ||||||
| Futaba Industrial Co Ltd | 8,500 | 60 | ||||||
| Ichikoh Industries Ltd | 29,600 | 104 | ||||||
| Koito Manufacturing Co Ltd | 1,620,443 | 27,304 | ||||||
| K's Holdings Corp | 214,600 | 2,615 | ||||||
| Nissan Tokyo Sales Holdings Co Ltd | 38,700 | 134 | ||||||
| Noritz Corp | 4,300 | 65 | ||||||
| Open House Group Co Ltd | 68,800 | 3,423 | ||||||
| Ryohin Keikaku Co Ltd | 191,600 | 5,194 | ||||||
| Saizeriya Co Ltd | 83,100 | 3,678 | ||||||
| Seiko Group Corp | 51,400 | 3,777 | ||||||
| Seria Co Ltd | 213,700 | 5,915 | ||||||
| Shimamura Co Ltd | 218,600 | 4,482 | ||||||
| Shimano Inc | 254,263 | 31,669 | ||||||
| Skylark Holdings Co Ltd | 342,600 | 7,218 | ||||||
| Sony Group Corp | 210,700 | 5,208 | ||||||
| Sumitomo Electric Industries Ltd | 562,500 | 7,792 | ||||||
| Sumitomo Rubber Industries Ltd | 14,700 | 206 | ||||||
| Taiho Kogyo Co Ltd, Cl A | 5,300 | 37 | ||||||
| Temairazu Inc | 4,000 | 80 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tosho Co Ltd | 4,800 | $ | 22 | |||||
| Toyoda Gosei Co Ltd | 82,600 | 2,829 | ||||||
| Tsukada Global Holdings Inc | 5,800 | 23 | ||||||
| Unipres Corp | 27,400 | 229 | ||||||
| Yamaha Corp | 3,411,423 | 28,548 | ||||||
| 145,403 | ||||||||
| Consumer Staples — 0.7% | ||||||||
| Kao Corp | 113,600 | 2,587 | ||||||
| Kewpie Corp | 134,100 | 4,001 | ||||||
| Kirin Holdings Co Ltd | 476,500 | 9,100 | ||||||
| Kobe Bussan Co Ltd | 66,600 | 1,180 | ||||||
| Megmilk Snow Brand Co Ltd | 95,500 | 2,228 | ||||||
| MEIJI Holdings Co Ltd | 238,500 | 6,704 | ||||||
| OIE Sangyo Co Ltd | 2,000 | 33 | ||||||
| Sugi Holdings Co Ltd | 317,000 | 2,621 | ||||||
| Suntory Beverage & Food Ltd | 1,230,400 | 34,682 | ||||||
| Yamazaki Baking Co Ltd | 115,000 | 2,667 | ||||||
| 65,803 | ||||||||
| Energy — 0.1% | ||||||||
| Cosmo Energy Holdings Co Ltd | 132,900 | 3,549 | ||||||
| ENEOS Holdings Inc | 317,200 | 2,645 | ||||||
| 6,194 | ||||||||
| Financials — 0.6% | ||||||||
| Bank of Iwate Ltd/The | 11,700 | 189 | ||||||
| Daishi Hokuetsu Financial Group Inc | 187,800 | 3,048 | ||||||
| Ehime Bank Ltd/The | 6,800 | 133 | ||||||
| Fukuoka Financial Group Inc | 242,400 | 11,907 | ||||||
| Hyakujushi Bank Ltd/The | 188,100 | 3,670 | ||||||
| Japan Exchange Group Inc | 187,900 | 2,627 | ||||||
| Japan Post Insurance Co Ltd | 98,000 | 1,034 | ||||||
| Mebuki Financial Group Inc | 8,600 | 92 | ||||||
| Mitsubishi UFJ Financial Group Inc | 243,500 | 5,553 | ||||||
| Mizuho Financial Group Inc | 49,400 | 2,632 | ||||||
| Nishi-Nippon Financial Holdings Inc | 153,300 | 4,658 | ||||||
| ORIX Corp | 87,600 | 3,409 | ||||||
| San-In Godo Bank Ltd/The | 215,900 | 3,556 | ||||||
| Sumitomo Mitsui Financial Group Inc | 284,600 | 12,222 | ||||||
| Towa Bank Ltd/The | 31,700 | 289 | ||||||
| Yamagata Bank Ltd/The | 6,700 | 191 | ||||||
| 55,210 | ||||||||
| Health Care — 1.2% | ||||||||
| Asahi Intecc Co Ltd | 162,200 | 3,829 | ||||||
| Astellas Pharma Inc | 457,600 | 6,787 | ||||||
| Hoya Corp | 183,900 | 28,170 | ||||||
| Japan Medical Dynamic Marketing Inc | 10,900 | 50 | ||||||
| M3 Inc | 2,156,100 | 24,761 | ||||||
| Nakanishi Inc | 143,800 | 2,812 | ||||||
| Olympus Corp | 2,044,200 | 26,996 | ||||||
| Otsuka Holdings Co Ltd | 32,400 | 2,486 | ||||||
| Santen Pharmaceutical Co Ltd | 279,700 | 3,289 | ||||||
| Takeda Pharmaceutical Co Ltd | 236,700 | 8,560 | ||||||
| 104 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Terumo Corp | 435,900 | $ | 6,872 | |||||
| 114,612 | ||||||||
| Industrials — 2.3% | ||||||||
| Aichi Electric Co Ltd | 800 | 45 | ||||||
| ALSOK Co Ltd | 318,600 | 2,427 | ||||||
| Anest Iwata Corp | 8,300 | 103 | ||||||
| Central Security Patrols Co Ltd | 7,934 | 138 | ||||||
| Creek & River Co Ltd | 5,300 | 51 | ||||||
| CTS Co Ltd | 4,400 | 23 | ||||||
| Daikin Industries Ltd | 311,700 | 40,161 | ||||||
| Daiseki Co Ltd | 93,700 | 2,223 | ||||||
| en Inc/Japan | 14,200 | 151 | ||||||
| Fuji Electric Co Ltd | 18,900 | 1,624 | ||||||
| Fukuyama Transporting Co Ltd | 80,200 | 3,159 | ||||||
| Gakken Holdings Co Ltd | 18,400 | 120 | ||||||
| Galilei Co Ltd | 1,200 | 26 | ||||||
| Hitachi Ltd | 635,300 | 21,575 | ||||||
| INFRONEER Holdings Inc | 572,400 | 10,199 | ||||||
| JK Holdings Co Ltd | 3,500 | 31 | ||||||
| Kajima Corp | 92,400 | 2,786 | ||||||
| Kandenko Co Ltd | 66,300 | 2,268 | ||||||
| Keikyu Corp | 383,900 | 3,768 | ||||||
| Kimura Unity Co Ltd | 9,800 | 59 | ||||||
| Kubota Corp | 1,662,438 | 30,342 | ||||||
| MINEBEA MITSUMI Inc | 851,800 | 17,896 | ||||||
| Mitani Sangyo Co Ltd | 6,900 | 34 | ||||||
| Mitsubishi Heavy Industries Ltd | 215,000 | 5,212 | ||||||
| Nice Corp | 2,600 | 33 | ||||||
| Nisso Holdings Co Ltd | 8,500 | 37 | ||||||
| Nitto Kohki Co Ltd | 2,900 | 32 | ||||||
| Nitto Seiko Co Ltd | 9,000 | 44 | ||||||
| NSK Ltd | 1,395,500 | 9,622 | ||||||
| Pronexus Inc | 7,400 | 52 | ||||||
| Recruit Holdings Co Ltd | 501,300 | 56,794 | ||||||
| Rheon Automatic Machinery Co Ltd | 6,600 | 65 | ||||||
| Sakai Heavy Industries Ltd | 2,000 | 27 | ||||||
| Sanko Metal Industrial Co Ltd | 4,500 | 38 | ||||||
| Sanyo Engineering & Construction Inc | 2,600 | 27 | ||||||
| Sato Corp | 4,400 | 78 | ||||||
| Shimizu Corp | 163,500 | 2,433 | ||||||
| Teikoku Corp | 8,700 | 187 | ||||||
| Tobu Railway Co Ltd | 104,000 | 1,957 | ||||||
| Yushin Co | 5,700 | 27 | ||||||
| 215,874 | ||||||||
| Information Technology — 1.8% | ||||||||
| Ad-sol Nissin Corp | 3,800 | 34 | ||||||
| Advantest Corp | 22,700 | 4,753 | ||||||
| Alpha Systems Inc | 1,300 | 28 | ||||||
| Avant Group Corp | 13,200 | 99 | ||||||
| Axell Corp | 17,000 | 130 | ||||||
| Business Brain Showa-Ota Inc | 7,200 | 50 | ||||||
| Cresco Ltd | 4,600 | 59 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Elecom Co Ltd | 52,000 | $ | 656 | |||||
| Fabrica Holdings Co Ltd | 2,600 | 35 | ||||||
| FUJIFILM Holdings Corp | 2,148,000 | 45,330 | ||||||
| Fukui Computer Holdings Inc | 2,353 | 46 | ||||||
| Furuno Electric Co Ltd | 2,600 | 123 | ||||||
| GMO GlobalSign Holdings KK | 1,600 | 21 | ||||||
| Hochiki Corp | 8,700 | 105 | ||||||
| Hokuriku Electric Industry Co Ltd | 1,700 | 26 | ||||||
| I'll Inc | 8,200 | 130 | ||||||
| Inter Action Corp | 2,400 | 27 | ||||||
| Iriso Electronics Co Ltd | 24,900 | 441 | ||||||
| ISB Corp | 4,900 | 76 | ||||||
| Itfor Inc | 6,900 | 73 | ||||||
| Jeol Ltd | 600 | 26 | ||||||
| Keyence Corp | 53,300 | 27,781 | ||||||
| Kioxia Holdings Corp* | 15,700 | 4,856 | ||||||
| Koa Corp | 37,300 | 545 | ||||||
| Murata Manufacturing Co Ltd | 499,200 | 22,192 | ||||||
| NEOJAPAN Inc | 12,800 | 133 | ||||||
| Nihon Denkei Co Ltd | 4,400 | 81 | ||||||
| Nomura Research Institute Ltd | 161,500 | 5,350 | ||||||
| Obic Co Ltd | 29,900 | 952 | ||||||
| Oki Electric Industry Co Ltd, Cl B | 113,600 | 2,031 | ||||||
| Optim Corp* | 26,600 | 76 | ||||||
| Oro Co Ltd | 5,200 | 68 | ||||||
| PCA Corp | 2,600 | 27 | ||||||
| Riso Kagaku Corp | 16,100 | 115 | ||||||
| SEMITEC Corp | 1,800 | 25 | ||||||
| SERAKU Co Ltd | 12,200 | 107 | ||||||
| Shindengen Electric Manufacturing Co Ltd | 4,700 | 92 | ||||||
| Siix Corp | 17,700 | 177 | ||||||
| Simplex Holdings Inc | 307,300 | 2,401 | ||||||
| SMK Corp | 1,400 | 30 | ||||||
| Softcreate Holdings Corp | 2,900 | 40 | ||||||
| Sumida Corp | 6,000 | 45 | ||||||
| Suzuki Co Ltd | 4,100 | 80 | ||||||
| System Support Holdings Inc | 4,600 | 41 | ||||||
| TDK Corp | 1,517,600 | 29,070 | ||||||
| TIS Inc | 304,400 | 7,559 | ||||||
| Tokyo Electron Ltd | 15,800 | 5,532 | ||||||
| Toyokumo Inc | 2,200 | 35 | ||||||
| Wacom Co Ltd | 147,700 | 769 | ||||||
| WingArc1st Inc | 10,400 | 225 | ||||||
| Yokogawa Electric Corp | 76,900 | 2,446 | ||||||
| Yokowo Co Ltd | 38,700 | 967 | ||||||
| 166,116 | ||||||||
| Materials — 0.3% | ||||||||
| ARE Holdings Inc | 101,800 | 2,504 | ||||||
| Dainichiseika Color & Chemicals Manufacturing Co Ltd | 6,000 | 52 | ||||||
| Fuso Chemical Co Ltd | 131,600 | 2,448 | ||||||
| JX Advanced Metals Corp | 111,100 | 2,592 | ||||||
| Mitsubishi Steel Manufacturing Co Ltd | 1,800 | 28 | ||||||
| SEI Institutional Investments Trust | 105 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Moriroku Co Ltd | 5,600 | $ | 103 | |||||
| Nippon Kayaku Co Ltd | 229,600 | 2,998 | ||||||
| Riken Technos Corp | 6,700 | 109 | ||||||
| Sumitomo Chemical Co Ltd | 1,209,100 | 4,305 | ||||||
| Sumitomo Metal Mining Co Ltd | 141,700 | 9,779 | ||||||
| Tokyo Rope Manufacturing Co Ltd | 2,800 | 34 | ||||||
| Toyo Gosei Co Ltd | 400 | 28 | ||||||
| Toyo Seikan Group Holdings Ltd | 221,400 | 6,230 | ||||||
| Zacros Corp | 6,000 | 48 | ||||||
| 31,258 | ||||||||
| Real Estate — 0.3% | ||||||||
| Hulic Co Ltd | 285,400 | 3,185 | ||||||
| Japan Metropolitan Fund Invest, Cl A‡ | 5,650 | 3,990 | ||||||
| KDX Realty Investment Corp‡ | 2,395 | 2,233 | ||||||
| Mitsubishi Estate Co Ltd | 163,500 | 3,850 | ||||||
| Nomura Real Estate Holdings Inc | 748,500 | 4,359 | ||||||
| Orix JREIT Inc‡ | 3,125 | 1,905 | ||||||
| Tokyu Fudosan Holdings Corp | 527,700 | 4,381 | ||||||
| 23,903 | ||||||||
| Total Japan | 893,637 | |||||||
| Luxembourg — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Spotify Technology SA* | 7,443 | 4,046 | ||||||
| Materials — 0.0% | ||||||||
| APERAM SA | 3,526 | 193 | ||||||
| Total Luxembourg | 4,239 | |||||||
| Macao — 0.8% | ||||||||
| Consumer Discretionary — 0.8% | ||||||||
| Galaxy Entertainment Group Ltd | 10,446,875 | 45,406 | ||||||
| Sands China Ltd | 16,933,097 | 30,157 | ||||||
| 75,563 | ||||||||
| Total Macao | 75,563 | |||||||
| Malaysia — 0.2% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Hong Leong Industries Bhd | 14,900 | 66 | ||||||
| Petronas Dagangan Bhd | 30,900 | 156 | ||||||
| 222 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| IOI Corp Bhd | 201,300 | 234 | ||||||
| Nestle Malaysia Bhd | 23,600 | 586 | ||||||
| SD Guthrie Bhd | 5,546,800 | 8,762 | ||||||
| Spritzer BHD | 136,000 | 120 | ||||||
| United Plantations BHD | 313,600 | 2,488 | ||||||
| 12,190 | ||||||||
| Financials — 0.0% | ||||||||
| Hong Leong Bank Bhd | 27,200 | 159 | ||||||
| Hong Leong Financial Group Bhd | 8,395 | 39 | ||||||
| 198 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.1% | ||||||||
| Frencken Group Ltd | 1,397,000 | $ | 2,568 | |||||
| Sunway Bhd | 2,671,000 | 3,405 | ||||||
| Westports Holdings Bhd | 147,000 | 254 | ||||||
| 6,227 | ||||||||
| Materials — 0.0% | ||||||||
| Hume Cement Industries Bhd | 25,300 | 18 | ||||||
| Pantech Group Holdings Bhd | 145,300 | 24 | ||||||
| 42 | ||||||||
| Total Malaysia | 18,879 | |||||||
| Malta — 0.0% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Kambi Group PLC* | 3,127 | 57 | ||||||
| Mauritius — 0.0% | ||||||||
| Materials — 0.0% | ||||||||
| Capital Ltd | 19,213 | 29 | ||||||
| Mexico — 0.1% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Fomento Economico Mexicano SAB de CV ADR | 52,533 | 6,326 | ||||||
| Kimberly-Clark de Mexico SAB de CV, Cl A | 162,357 | 380 | ||||||
| 6,706 | ||||||||
| Materials — 0.1% | ||||||||
| Cemex SAB de CV ADR | 1,887 | 20 | ||||||
| Grupo Mexico SAB de CV, Ser B | 131,624 | 1,797 | ||||||
| Industrias Penoles SAB de CV | 60,510 | 3,190 | ||||||
| Ternium SA ADR | 33,580 | 1,841 | ||||||
| 6,848 | ||||||||
| Total Mexico | 13,554 | |||||||
| Monaco — 0.0% | ||||||||
| Industrials — 0.0% | ||||||||
| Costamare Inc | 38,825 | 593 | ||||||
| Netherlands — 5.4% | ||||||||
| Communication Services — 0.2% | ||||||||
| Universal Music Group NV | 910,070 | 15,467 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Basic-Fit NV* | 64,080 | 2,495 | ||||||
| Kendrion NV | 3,950 | 90 | ||||||
| 2,585 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Heineken Holding NV | 52,066 | 4,130 | ||||||
| Koninklijke Ahold Delhaize NV | 31,606 | 1,125 | ||||||
| Magnum Ice Cream Co NV/The* | 1,736,169 | 35,648 | ||||||
| 40,903 | ||||||||
| Financials — 1.7% | ||||||||
| ABN AMRO Bank NV | 821,918 | 39,857 | ||||||
| 106 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Flow Traders Ltd* | 33,709 | $ | 1,145 | |||||
| HAL Trust | 1,183 | 222 | ||||||
| ING Groep NV | 2,552,974 | 90,381 | ||||||
| NN Group NV | 238,747 | 21,586 | ||||||
| Van Lanschot Kempen NV | 12,817 | 991 | ||||||
| 154,182 | ||||||||
| Health Care — 0.3% | ||||||||
| Koninklijke Philips NV | 937,224 | 24,956 | ||||||
| QIAGEN NV | 114,750 | 4,968 | ||||||
| 29,924 | ||||||||
| Industrials — 1.3% | ||||||||
| Alfen N.V.* | 44,129 | 588 | ||||||
| IMCD NV | 148,649 | 17,294 | ||||||
| Koninklijke Heijmans N.V | 47,447 | 4,880 | ||||||
| Randstad NV | 707,082 | 33,233 | ||||||
| Signify NV | 1,720,286 | 30,775 | ||||||
| TKH Group NV | 17,566 | 1,056 | ||||||
| Wolters Kluwer NV | 376,284 | 30,957 | ||||||
| 118,783 | ||||||||
| Information Technology — 1.5% | ||||||||
| ASM International NV | 23,846 | 22,427 | ||||||
| ASML Holding NV | 12,324 | 20,903 | ||||||
| ASML Holding NV, Cl G | 51,764 | 87,792 | ||||||
| BE Semiconductor Industries NV | 33,228 | 7,566 | ||||||
| Nebius Group NV, Cl A* | 6,035 | 1,245 | ||||||
| Nedap NV | 1,078 | 116 | ||||||
| TomTom NV* | 4,672 | 22 | ||||||
| 140,071 | ||||||||
| Materials — 0.0% | ||||||||
| AMG Critical Materials NV | 30,082 | 1,138 | ||||||
| Corbion NV | 3,157 | 74 | ||||||
| 1,212 | ||||||||
| Total Netherlands | 503,127 | |||||||
| New Zealand — 0.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| SKY Network Television Ltd | 10,273 | 22 | ||||||
| Consumer Staples — 0.0% | ||||||||
| a2 Milk Co Ltd/The | 94,191 | 445 | ||||||
| Scales Corp Ltd | 7,107 | 30 | ||||||
| 475 | ||||||||
| Energy — 0.0% | ||||||||
| Channel Infrastructure NZ Ltd | 18,022 | 36 | ||||||
| Health Care — 0.1% | ||||||||
| Fisher & Paykel Healthcare Corp Ltd | 278,047 | 7,297 | ||||||
| Ryman Healthcare Ltd* | 35,043 | 44 | ||||||
| 7,341 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Utilities — 0.0% | ||||||||
| Genesis Energy Ltd | 16,864 | $ | 26 | |||||
| Total New Zealand | 7,900 | |||||||
| Norway — 0.8% | ||||||||
| Energy — 0.4% | ||||||||
| BW Offshore Ltd | 35,475 | 156 | ||||||
| DNO ASA | 131,320 | 253 | ||||||
| DOF Group ASA | 262,216 | 3,730 | ||||||
| Equinor ASA | 804,826 | 34,498 | ||||||
| OKEA ASA* | 33,724 | 140 | ||||||
| Sea1 offshore Inc | 36,402 | 107 | ||||||
| Solstad Offshore ASA | 15,075 | 111 | ||||||
| 38,995 | ||||||||
| Financials — 0.3% | ||||||||
| Gjensidige Forsikring ASA | 896,866 | 27,153 | ||||||
| Sparebank 1 Oestlandet | 1,780 | 38 | ||||||
| Sparebanken More | 3,645 | 44 | ||||||
| 27,235 | ||||||||
| Industrials — 0.1% | ||||||||
| Aker ASA, Cl A | 22,473 | 3,787 | ||||||
| Endur ASA | 8,246 | 96 | ||||||
| Klaveness Combination Carriers ASA | 22,398 | 260 | ||||||
| MPC Container Ships ASA | 599,094 | 1,709 | ||||||
| Odfjell SE, Cl A | 13,626 | 168 | ||||||
| Stolt-Nielsen Ltd | 34,313 | 1,209 | ||||||
| Wallenius Wilhelmsen ASA, Cl B | 35,401 | 616 | ||||||
| 7,845 | ||||||||
| Information Technology — 0.0% | ||||||||
| Kitron ASA | 327,309 | 3,223 | ||||||
| Opera Ltd ADR | 70,679 | 1,359 | ||||||
| 4,582 | ||||||||
| Total Norway | 78,657 | |||||||
| Peru — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Intercorp Financial Services Inc | 46,006 | 2,513 | ||||||
| Industrials — 0.0% | ||||||||
| Ferreycorp SAA | 20,399 | 27 | ||||||
| Materials — 0.0% | ||||||||
| Cementos Pacasmayo SAA ADR | 2,117 | 26 | ||||||
| Total Peru | 2,566 | |||||||
| Philippines — 0.1% | ||||||||
| Financials — 0.0% | ||||||||
| China Banking Corp | 49,100 | 42 | ||||||
| Industrials — 0.1% | ||||||||
| International Container Terminal Services Inc | 651,040 | 9,233 | ||||||
| SEI Institutional Investments Trust | 107 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Utilities — 0.0% | ||||||||
| Aboitiz Equity Ventures Inc | 127,300 | $ | 76 | |||||
| Total Philippines | 9,351 | |||||||
| Poland — 0.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| Digital Network SA | 468 | 36 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Inter Cars SA | 207 | 54 | ||||||
| Pepco Group NV | 47,733 | 554 | ||||||
| 608 | ||||||||
| Energy — 0.3% | ||||||||
| Lubelski Wegiel Bogdanka SA* | 2,409 | 16 | ||||||
| ORLEN SA | 739,446 | 30,562 | ||||||
| 30,578 | ||||||||
| Financials — 0.1% | ||||||||
| Bank Handlowy w Warszawie SA | 4,945 | 157 | ||||||
| BNPP Bank Polska SA | 967 | 39 | ||||||
| Powszechny Zaklad Ubezpieczen SA | 314,020 | 6,244 | ||||||
| Warsaw Stock Exchange | 2,797 | 73 | ||||||
| XTB SA | 16,174 | 799 | ||||||
| 7,312 | ||||||||
| Health Care — 0.0% | ||||||||
| Neuca SA | 251 | 53 | ||||||
| Synektik SA | 5,091 | 456 | ||||||
| 509 | ||||||||
| Industrials — 0.0% | ||||||||
| Grupa Pracuj SA/Poland | 4,761 | 74 | ||||||
| NEWAG SA | 2,985 | 72 | ||||||
| 146 | ||||||||
| Materials — 0.1% | ||||||||
| KGHM Polska Miedz SA | 66,154 | 6,346 | ||||||
| Real Estate — 0.0% | ||||||||
| Develia SA* | 17,143 | 49 | ||||||
| Total Poland | 45,584 | |||||||
| Portugal — 0.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| NOS SGPS SA | 50,020 | 292 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Ibersol SGPS SA | 2,299 | 27 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Sonae SGPS SA | 1,033,777 | 2,405 | ||||||
| Energy — 0.0% | ||||||||
| Galp Energia SGPS SA, Cl B | 91,347 | 2,286 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 0.0% | ||||||||
| Banco Comercial Portugues SA, Cl R | 1,388,511 | $ | 1,804 | |||||
| Utilities — 0.1% | ||||||||
| EDP SA | 448,541 | 2,436 | ||||||
| Total Portugal | 9,250 | |||||||
| Qatar — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Ooredoo QPSC | 774,074 | 2,690 | ||||||
| Financials — 0.0% | ||||||||
| Qatar Insurance Co SAQ | 233,109 | 125 | ||||||
| Total Qatar | 2,815 | |||||||
| Saudi Arabia — 0.3% | ||||||||
| Communication Services — 0.1% | ||||||||
| Etihad Etisalat Co | 744,369 | 13,206 | ||||||
| Saudi Telecom Co | 47,075 | 559 | ||||||
| 13,765 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Al Majed for Oud Co | 6,825 | 223 | ||||||
| Fourth Milling Co | 252,206 | 270 | ||||||
| Savola Group/The | 60,002 | 416 | ||||||
| 909 | ||||||||
| Energy — 0.1% | ||||||||
| Saudi Arabian Oil Co | 1,137,008 | 7,845 | ||||||
| Financials — 0.1% | ||||||||
| Arab National Bank | 629,648 | 3,743 | ||||||
| Bank Al-Jazira | 321,438 | 1,022 | ||||||
| Kingdom Holding Co | 36,691 | 143 | ||||||
| 4,908 | ||||||||
| Industrials — 0.0% | ||||||||
| Almawarid Manpower Co | 9,853 | 276 | ||||||
| Saudi Manpower Solutions Co | 93,056 | 144 | ||||||
| 420 | ||||||||
| Total Saudi Arabia | 27,847 | |||||||
| Singapore — 1.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Sea Ltd ADR* | 11,758 | 1,334 | ||||||
| Valuemax Group Ltd | 54,800 | 42 | ||||||
| 1,376 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Delfi Ltd | 36,700 | 23 | ||||||
| Sheng Siong Group Ltd | 1,983,200 | 5,016 | ||||||
| 5,039 | ||||||||
| Energy — 0.0% | ||||||||
| BW LPG Ltd | 150,577 | 3,648 | ||||||
| China Aviation Oil Singapore Corp Ltd | 122,300 | 140 | ||||||
| 108 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hafnia Ltd | 97,401 | $ | 824 | |||||
| 4,612 | ||||||||
| Financials — 0.7% | ||||||||
| iFAST Corp Ltd | 217,200 | 1,515 | ||||||
| Oversea-Chinese Banking Corp Ltd | 1,285,600 | 31,794 | ||||||
| Sing Investments & Finance Ltd | 21,900 | 27 | ||||||
| Singapore Exchange Ltd | 1,328,200 | 26,570 | ||||||
| United Overseas Bank Ltd | 103,300 | 3,364 | ||||||
| 63,270 | ||||||||
| Health Care — 0.0% | ||||||||
| Haw Par Corp Ltd | 179,000 | 2,065 | ||||||
| Riverstone Holdings Ltd | 593,000 | 371 | ||||||
| 2,436 | ||||||||
| Industrials — 0.4% | ||||||||
| BRC Asia Ltd | 17,500 | 58 | ||||||
| Hong Leong Asia Ltd | 236,500 | 546 | ||||||
| Pan-United Corp Ltd | 28,500 | 35 | ||||||
| SATS Ltd | 624,300 | 1,922 | ||||||
| Singapore Airlines Ltd | 1,889,100 | 10,077 | ||||||
| Singapore Technologies Engineering Ltd | 2,415,300 | 20,436 | ||||||
| Wee Hur Holdings Ltd | 641,900 | 330 | ||||||
| 33,404 | ||||||||
| Information Technology — 0.1% | ||||||||
| CSE Global Ltd | 1,408,400 | 1,315 | ||||||
| STMicroelectronics NV, Cl Y | 39,948 | 2,003 | ||||||
| Venture Corp Ltd | 314,100 | 4,172 | ||||||
| 7,490 | ||||||||
| Materials — 0.0% | ||||||||
| Keppel Infrastructure Trust | 6,447,600 | 2,635 | ||||||
| Nanofilm Technologies International Ltd | 543,700 | 402 | ||||||
| 3,037 | ||||||||
| Real Estate — 0.1% | ||||||||
| City Developments Ltd | 138,600 | 906 | ||||||
| Frasers Property Ltd | 61,000 | 49 | ||||||
| GuocoLand Ltd | 131,800 | 229 | ||||||
| Ho Bee Land Ltd | 15,200 | 24 | ||||||
| Hong Fok Corp Ltd | 47,300 | 32 | ||||||
| Keppel REIT‡ | 1 | — | ||||||
| Sing Holdings Ltd | 167,500 | 53 | ||||||
| Suntec Real Estate Investment Trust‡ | 2,295,200 | 2,634 | ||||||
| UOL Group Ltd | 886,000 | 6,311 | ||||||
| 10,238 | ||||||||
| Total Singapore | 130,902 | |||||||
| South Africa — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Telkom SA SOC Ltd | 49,299 | 169 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Famous Brands Ltd | 2,702 | 9 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Southern Sun Ltd | 46,451 | $ | 29 | |||||
| Super Group Ltd/South Africa* | 28,018 | 31 | ||||||
| 69 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Astral Foods Ltd | 5,440 | 66 | ||||||
| Clicks Group Ltd | 1,479,152 | 18,202 | ||||||
| 18,268 | ||||||||
| Financials — 0.1% | ||||||||
| Capitec Bank Holdings Ltd | 8,708 | 2,512 | ||||||
| JSE Ltd | 2,975 | 29 | ||||||
| Old Mutual Ltd | 997,044 | 806 | ||||||
| 3,347 | ||||||||
| Industrials — 0.0% | ||||||||
| Reunert Ltd | 9,107 | 32 | ||||||
| Information Technology — 0.0% | ||||||||
| Karooooo Ltd | 12,000 | 798 | ||||||
| Materials — 0.0% | ||||||||
| African Rainbow Minerals Ltd | 27,027 | 302 | ||||||
| Kumba Iron Ore Ltd | 16,661 | 247 | ||||||
| Omnia Holdings Ltd | 31,671 | 195 | ||||||
| Sasol Ltd* | 41,098 | 498 | ||||||
| 1,242 | ||||||||
| Total South Africa | 23,925 | |||||||
| South Korea — 5.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| LG HelloVision Co Ltd* | 20,258 | 24 | ||||||
| LG Uplus Corp | 107,816 | 1,179 | ||||||
| NC Corp | 15,288 | 2,504 | ||||||
| Neowiz | 5,157 | 68 | ||||||
| Netmarble Corp | 10,963 | 302 | ||||||
| SOOP Co Ltd | 11,737 | 328 | ||||||
| 4,405 | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| DoubleUGames Co Ltd | 11,424 | 488 | ||||||
| Handsome Co Ltd | 20,984 | 242 | ||||||
| HL Mando Co Ltd | 1,443 | 55 | ||||||
| Hotel Shilla Co Ltd* | 12,423 | 400 | ||||||
| Hyundai Wia Corp | 4,000 | 175 | ||||||
| LF Corp | 7,150 | 121 | ||||||
| LG Electronics Inc | 54,340 | 8,535 | ||||||
| MegaStudyEdu Co Ltd | 17,123 | 450 | ||||||
| Misto Holdings Corp | 710,964 | 21,731 | ||||||
| Multicampus Co Ltd | 1,193 | 21 | ||||||
| Nature Holdings Co Ltd/The | 4,663 | 24 | ||||||
| Nexen Tire Corp | 13,171 | 62 | ||||||
| Shinsegae Inc | 2,644 | 797 | ||||||
| Shinsegae International Inc | 11,184 | 88 | ||||||
| SEI Institutional Investments Trust | 109 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| SJG Sejong | 64,036 | $ | 327 | |||||
| 33,516 | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Amorepacific Corp | 760 | 82 | ||||||
| Amorepacific Holdings Corp | 14,229 | 283 | ||||||
| APR Corp/Korea | 35,787 | 12,119 | ||||||
| CJ Freshway Corp | 5,482 | 97 | ||||||
| Easy Holdings Co Ltd | 13,072 | 44 | ||||||
| GS Retail Co Ltd | 9,659 | 186 | ||||||
| KT&G Corp | 4,423 | 575 | ||||||
| LG H&H Co Ltd | 129,356 | 29,553 | ||||||
| Lotte Chilsung Beverage Co Ltd | 1,816 | 132 | ||||||
| Lotte Wellfood Co Ltd | 394 | 42 | ||||||
| VT Co Ltd* | 5,194 | 49 | ||||||
| 43,162 | ||||||||
| Energy — 0.1% | ||||||||
| HD Hyundai Co Ltd | 32,566 | 5,188 | ||||||
| Financials — 1.1% | ||||||||
| BNK Financial Group Inc | 784,868 | 8,705 | ||||||
| Daol Investment & Securities Co Ltd | 8,886 | 25 | ||||||
| Hana Financial Group Inc | 252,368 | 25,074 | ||||||
| Hanwha General Insurance Co Ltd* | 62,494 | 384 | ||||||
| Hanwha Life Insurance Co Ltd* | 358,229 | 1,504 | ||||||
| Hyundai Marine & Fire Insurance Co Ltd* | 65,191 | 2,422 | ||||||
| iM Financial Group Co Ltd | 6,589 | 89 | ||||||
| JB Financial Group Co Ltd | 18,361 | 380 | ||||||
| K Bank Co Ltd* | 130,466 | 543 | ||||||
| KB Financial Group Inc | 68,185 | 8,553 | ||||||
| Korean Reinsurance Co | 45,635 | 476 | ||||||
| Meritz Financial Group Inc* | 41,862 | 3,732 | ||||||
| Mirae Asset Securities Co Ltd | 98,072 | 2,468 | ||||||
| Samsung Fire & Marine Insurance Co Ltd | 1,257 | 608 | ||||||
| Samsung Life Insurance Co Ltd | 2,880 | 640 | ||||||
| Shinhan Financial Group Co Ltd | 522,317 | 41,587 | ||||||
| Woori Financial Group Inc | 122,314 | 2,998 | ||||||
| 100,188 | ||||||||
| Health Care — 0.0% | ||||||||
| Korea United Pharm Inc | 2,089 | 27 | ||||||
| Value Added Technology Co Ltd | 1,668 | 23 | ||||||
| Vieworks Co Ltd | 1,494 | 30 | ||||||
| 80 | ||||||||
| Industrials — 1.0% | ||||||||
| CJ Corp | 10,797 | 1,022 | ||||||
| Doosan Bobcat Inc | 733,862 | 33,301 | ||||||
| GS Holdings Corp | 30,537 | 2,829 | ||||||
| HD Hyundai Heavy Industries Co Ltd | 6,448 | 2,110 | ||||||
| HD Hyundai Marine Solution Co Ltd | 48,624 | 7,352 | ||||||
| HD Korea Shipbuilding & Offshore Engineering Co Ltd | 7,994 | 2,028 | ||||||
| Hyosung Corp | 4,586 | 556 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hyundai GF Holdings | 4,602 | $ | 40 | |||||
| Korea Electric Terminal Co Ltd | 422 | 17 | ||||||
| LG Corp | 464,926 | 40,388 | ||||||
| NICE Information Service Co Ltd | 7,651 | 90 | ||||||
| SK Inc | 7,419 | 2,926 | ||||||
| SK Square Co Ltd | 2,504 | 1,872 | ||||||
| TK Corp | 3,998 | 76 | ||||||
| TYM Corp | 73,260 | 364 | ||||||
| 94,971 | ||||||||
| Information Technology — 2.0% | ||||||||
| Ahnlab Inc | 4,759 | 205 | ||||||
| Anapass Inc | 3,203 | 31 | ||||||
| Avaco Co Ltd | 3,745 | 32 | ||||||
| Daeduck Co Ltd | 9,788 | 115 | ||||||
| Daeduck Electronics Co Ltd / New | 1,485 | 121 | ||||||
| DB HiTek Co Ltd | 6,976 | 481 | ||||||
| DIT Corp | 7,593 | 89 | ||||||
| DNF Co Ltd | 1,568 | 15 | ||||||
| Eo Technics Co Ltd | 3,961 | 1,164 | ||||||
| Eugene Technology Co Ltd | 11,040 | 1,067 | ||||||
| Fadu Inc* | 3,008 | 143 | ||||||
| Global Standard Technology Co Ltd | 1,222 | 39 | ||||||
| Hanmi Semiconductor Co Ltd | 4,776 | 762 | ||||||
| Hanyang Digitech Co Ltd* | 2,503 | 37 | ||||||
| HPSP Co Ltd | 50,743 | 1,849 | ||||||
| Jahwa Electronics Co Ltd* | 3,662 | 80 | ||||||
| Koh Young Technology Inc | 27,348 | 566 | ||||||
| LEENO Industrial Inc | 327 | 16 | ||||||
| LG Innotek Co Ltd | 4,964 | 2,310 | ||||||
| LOT Vacuum Co Ltd* | 19,091 | 139 | ||||||
| Mcnex Co Ltd | 1,799 | 28 | ||||||
| Micro Contact Solution Co Ltd | 273 | 8 | ||||||
| NEPES Corp* | 8,706 | 143 | ||||||
| Protec Co Ltd | 578 | 26 | ||||||
| PSK Holdings Inc | 341 | 31 | ||||||
| PSK Inc | 33,280 | 3,084 | ||||||
| Samsung Electro-Mechanics Co Ltd | 2,772 | 2,923 | ||||||
| Samsung Electronics Co Ltd | 581,097 | 109,701 | ||||||
| Seoul Semiconductor Co Ltd* | 35,456 | 252 | ||||||
| SK hynix Inc | 51,503 | 62,334 | ||||||
| Solid Inc | 35,447 | 229 | ||||||
| Tovis Co Ltd(A) | 1,300 | 11 | ||||||
| Union Semiconductor Equipment & Materials Co Ltd | 6,629 | 44 | ||||||
| WONIK IPS Co Ltd | 15,476 | 1,250 | ||||||
| Worldex Industry & Trading Co Ltd | 5,122 | 110 | ||||||
| Zeus Co Ltd | 4,254 | 32 | ||||||
| 189,467 | ||||||||
| Materials — 0.0% | ||||||||
| ENF Technology Co Ltd | 2,966 | 96 | ||||||
| KG Chemical Corp | 35,706 | 117 | ||||||
| Kolon Industries Inc | 426 | 18 | ||||||
| 110 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| LTC Co Ltd/South Korea | 5,202 | $ | 127 | |||||
| PI Advanced Materials Co Ltd | 7,226 | 106 | ||||||
| Songwon Industrial Co Ltd | 3,016 | 25 | ||||||
| Soulbrain Co Ltd | 1,453 | 362 | ||||||
| Wonik Materials Co Ltd | 710 | 17 | ||||||
| Young Poong Corp | 1,480 | 43 | ||||||
| 911 | ||||||||
| Total South Korea | 471,888 | |||||||
| Spain — 0.8% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Industria de Diseno Textil SA | 253,267 | 17,026 | ||||||
| Melia Hotels International SA | 291,211 | 3,381 | ||||||
| 20,407 | ||||||||
| Financials — 0.4% | ||||||||
| Banco Bilbao Vizcaya Argentaria SA | 511,307 | 14,794 | ||||||
| Banco Santander SA | 850,697 | 12,450 | ||||||
| CaixaBank SA | 473,307 | 7,217 | ||||||
| Unicaja Banco SA | 755,909 | 3,094 | ||||||
| 37,555 | ||||||||
| Industrials — 0.0% | ||||||||
| ACS Actividades de Construccion y Servicios SA | 42,474 | 5,026 | ||||||
| Utilities — 0.2% | ||||||||
| Naturgy Energy Group SA | 403,557 | 13,797 | ||||||
| Solaria Energia y Medio Ambiente SA* | 114,499 | 2,250 | ||||||
| 16,047 | ||||||||
| Total Spain | 79,035 | |||||||
| Sweden — 1.9% | ||||||||
| Communication Services — 0.0% | ||||||||
| Acast AB* | 12,366 | 45 | ||||||
| Embracer Group AB, Cl B* | 36,051 | 269 | ||||||
| Hemnet Group AB | 8,901 | 89 | ||||||
| 403 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Boozt AB* | 7,424 | 116 | ||||||
| Byggmax Group AB | 11,353 | 60 | ||||||
| Evolution AB* | 102,006 | 8,832 | ||||||
| MIPS AB | 62,670 | 2,439 | ||||||
| Rusta AB | 14,251 | 120 | ||||||
| Rvrc Holding AB | 60,323 | 349 | ||||||
| 11,916 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Kopparbergs Bryggeri AB, Cl B | 785 | 10 | ||||||
| Financials — 0.3% | ||||||||
| Avanza Bank Holding AB | 93,677 | 3,920 | ||||||
| Skandinaviska Enskilda Banken AB, Cl A | 452,498 | 10,553 | ||||||
| Svenska Handelsbanken AB, Cl A | 671,431 | 10,335 | ||||||
| 24,808 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 0.1% | ||||||||
| Arjo AB | 32,444 | $ | 95 | |||||
| Attendo AB | 188,630 | 2,348 | ||||||
| BioGaia AB, Cl B | 8,295 | 99 | ||||||
| Getinge AB, Cl B | 37,804 | 959 | ||||||
| Sectra AB, Cl B | 13,526 | 415 | ||||||
| Swedish Orphan Biovitrum AB* | 35,996 | 1,686 | ||||||
| 5,602 | ||||||||
| Industrials — 0.8% | ||||||||
| Assa Abloy AB, Cl B | 1,056,177 | 39,257 | ||||||
| Atlas Copco AB, Cl A | 99,584 | 2,135 | ||||||
| Bravida Holding AB | 14,599 | 212 | ||||||
| Bufab AB | 5,624 | 78 | ||||||
| Coor Service Management Holding AB | 51,026 | 267 | ||||||
| Epiroc AB, Cl A | 76,404 | 2,103 | ||||||
| Indutrade AB | 154,134 | 4,044 | ||||||
| Instalco AB | 33,795 | 133 | ||||||
| Loomis AB, Cl B | 61,620 | 3,475 | ||||||
| Saab AB, Cl B | 45,801 | 3,023 | ||||||
| Sandvik AB | 541,651 | 21,677 | ||||||
| Systemair AB | 6,735 | 61 | ||||||
| 76,465 | ||||||||
| Information Technology — 0.6% | ||||||||
| Ependion AB | 1,500 | 24 | ||||||
| Hexagon AB, Cl B | 3,291,287 | 34,252 | ||||||
| NCAB Group AB | 11,575 | 96 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 1,294,367 | 13,060 | ||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 400,753 | 4,054 | ||||||
| Truecaller AB, Cl B | 16,872 | 43 | ||||||
| 51,529 | ||||||||
| Materials — 0.0% | ||||||||
| Alleima AB | 60,791 | 775 | ||||||
| SSAB AB, Cl B | 153,041 | 1,655 | ||||||
| 2,430 | ||||||||
| Total Sweden | 173,163 | |||||||
| Switzerland — 2.7% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| On Holding AG, Cl A* | 51,101 | 1,457 | ||||||
| Swatch Group AG/The | 103,154 | 23,884 | ||||||
| 25,341 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Nestle SA | 173,096 | 16,846 | ||||||
| Financials — 1.1% | ||||||||
| Julius Baer Group Ltd | 455,812 | 42,346 | ||||||
| Partners Group Holding AG | 30,144 | 27,311 | ||||||
| UBS Group AG | 626,494 | 34,321 | ||||||
| 103,978 | ||||||||
| SEI Institutional Investments Trust | 111 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 0.6% | ||||||||
| Galderma Group AG | 149,722 | $ | 31,060 | |||||
| Roche Holding AG | 65,587 | 28,605 | ||||||
| Sophia Genetics SA* | 8,534 | 72 | ||||||
| 59,737 | ||||||||
| Industrials — 0.4% | ||||||||
| ABB Ltd | 327,131 | 32,050 | ||||||
| Accelleron Industries AG | 36,007 | 3,244 | ||||||
| SFS Group AG | 14,931 | 2,488 | ||||||
| VAT Group AG | 2,606 | 1,936 | ||||||
| 39,718 | ||||||||
| Information Technology — 0.0% | ||||||||
| LEM Holding SA* | 64 | 44 | ||||||
| Temenos AG | 14,437 | 1,328 | ||||||
| 1,372 | ||||||||
| Materials — 0.1% | ||||||||
| Holcim AG | 44,998 | 3,948 | ||||||
| Real Estate — 0.0% | ||||||||
| Allreal Holding AG | 14,617 | 3,587 | ||||||
| Total Switzerland | 254,527 | |||||||
| Taiwan — 6.8% | ||||||||
| Communication Services — 0.3% | ||||||||
| Addcn Technology Co Ltd | 11,990 | 51 | ||||||
| Chunghwa Telecom Co Ltd | 2,546,000 | 10,915 | ||||||
| Far EasTone Telecommunications Co Ltd | 4,199,000 | 13,367 | ||||||
| Gamania Digital Entertainment Co Ltd | 43,000 | 56 | ||||||
| International Games System Co Ltd | 91,000 | 2,093 | ||||||
| Userjoy Technology Co Ltd | 38,850 | 87 | ||||||
| 26,569 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Avermedia Technologies | 23,000 | 32 | ||||||
| Giant Manufacturing Co Ltd | 19,000 | 61 | ||||||
| Global PMX Co Ltd | 7,000 | 35 | ||||||
| Gourmet Master Co Ltd* | 11,000 | 28 | ||||||
| Pou Chen Corp | 76,000 | 60 | ||||||
| Tung Thih Electronic Co Ltd | 35,000 | 48 | ||||||
| World Gym Corp | 9,000 | 23 | ||||||
| Wowprime Corp | 26,000 | 193 | ||||||
| 480 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Grape King Bio Ltd | 21,000 | 59 | ||||||
| TCI Co Ltd | 14,000 | 56 | ||||||
| 115 | ||||||||
| Energy — 0.1% | ||||||||
| Formosa Petrochemical Corp | 3,216,000 | 7,453 | ||||||
| Financials — 0.4% | ||||||||
| Capital Futures Corp | 11,608 | 23 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Cathay Financial Holding Co Ltd | 1,763,000 | $ | 6,145 | |||||
| E.Sun Financial Holding Co Ltd | 9,254,000 | 11,597 | ||||||
| First Financial Holding Co Ltd | 4,185,000 | 4,657 | ||||||
| KGI Financial Holding Co Ltd | 17,771,000 | 18,971 | ||||||
| Shanghai Commercial & Savings Bank Ltd/ The | 420,160 | 568 | ||||||
| 41,961 | ||||||||
| Health Care — 0.0% | ||||||||
| Cenra Inc | 28,000 | 31 | ||||||
| TaiDoc Technology Corp | 6,609 | 26 | ||||||
| 57 | ||||||||
| Industrials — 0.3% | ||||||||
| Bizlink Holding Inc | 25,781 | 1,761 | ||||||
| China Airlines Ltd | 4,858,000 | 3,097 | ||||||
| CTCI Corp | 463,000 | 591 | ||||||
| CyberPower Systems Inc | 7,000 | 56 | ||||||
| Eva Airways Corp | 4,554,000 | 6,028 | ||||||
| Evergreen Marine Corp Taiwan Ltd | 668,800 | 4,925 | ||||||
| General Plastic Industrial Co Ltd | 29,000 | 18 | ||||||
| Kedge Construction Co Ltd | 13,440 | 45 | ||||||
| L&K Engineering Co Ltd | 128,000 | 3,045 | ||||||
| Nak Sealing Technologies Corp | 7,000 | 26 | ||||||
| Nova Technology Corp/Taiwan | 13,000 | 114 | ||||||
| Sincere Navigation Corp | 126,000 | 141 | ||||||
| Solteam Inc | 34,000 | 53 | ||||||
| Sporton International Inc | 142,000 | 862 | ||||||
| Sunny Friend Environmental Technology Co Ltd | 11,000 | 26 | ||||||
| Taiwan High Speed Rail Corp | 2,540,000 | 2,082 | ||||||
| Taiwan Navigation Co Ltd | 89,000 | 87 | ||||||
| Taiwan Taxi Co Ltd | 6,000 | 30 | ||||||
| United Integrated Services Co Ltd | 62,000 | 2,071 | ||||||
| Wan Hai Lines Ltd | 512,000 | 1,841 | ||||||
| Wisdom Marine Lines Co Ltd | 56,000 | 166 | ||||||
| 27,065 | ||||||||
| Information Technology — 5.5% | ||||||||
| 91APP Inc | 69,000 | 132 | ||||||
| Accton Technology Corp | 45,000 | 2,881 | ||||||
| Anpec Electronics Corp | 24,000 | 221 | ||||||
| Arcadyan Technology Corp | 375,000 | 1,867 | ||||||
| ASE Technology Holding Co Ltd | 48,000 | 884 | ||||||
| Asia Vital Components Co Ltd | 33,000 | 3,562 | ||||||
| ASPEED Technology Inc | 5,500 | 2,783 | ||||||
| ASROCK Inc | 107,634 | 754 | ||||||
| Asustek Computer Inc | 297,000 | 9,350 | ||||||
| Aten International Co Ltd | 11,000 | 27 | ||||||
| Axiomtek Co Ltd | 252,000 | 976 | ||||||
| Castles Technology Co Ltd | 19,000 | 28 | ||||||
| Chin-Poon Industrial Co Ltd | 465,000 | 643 | ||||||
| Chroma ATE Inc | 40,000 | 2,472 | ||||||
| Compal Electronics Inc | 2,141,000 | 2,722 | ||||||
| Cyberlink Corp | 55,000 | 103 | ||||||
| 112 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Darfon Electronics Corp | 30,000 | $ | 29 | |||||
| Delta Electronics Inc | 245,000 | 14,214 | ||||||
| Dimerco Data System Corp | 34,000 | 100 | ||||||
| Elan Microelectronics Corp | 11,000 | 47 | ||||||
| Elite Material Co Ltd | 37,000 | 6,392 | ||||||
| Elite Semiconductor Microelectronics Technology Inc | 260,000 | 2,395 | ||||||
| eMemory Technology Inc | 5,000 | 378 | ||||||
| Ennoconn Corp | 76,000 | 934 | ||||||
| FLEXium Interconnect Inc* | 74,000 | 175 | ||||||
| FocalTech Systems Co Ltd | 23,000 | 35 | ||||||
| Forcecon Tech Co Ltd | 11,000 | 26 | ||||||
| General Interface Solution GIS Holding Ltd* | 341,184 | 770 | ||||||
| GeoVision Inc | 14,000 | 28 | ||||||
| Himax Technologies Inc ADR | 54,202 | 744 | ||||||
| Hon Hai Precision Industry Co Ltd | 2,956,000 | 23,284 | ||||||
| Inpaq Technology Co Ltd | 30,000 | 73 | ||||||
| ITE Technology Inc | 52,783 | 214 | ||||||
| King Slide Works Co Ltd | 14,000 | 6,253 | ||||||
| Lanner Electronics Inc | 10,000 | 26 | ||||||
| Largan Precision Co Ltd | 8,000 | 1,926 | ||||||
| M31 Technology Corp | 7,000 | 91 | ||||||
| MediaTek Inc | 292,146 | 36,145 | ||||||
| Micro-Star International Co Ltd | 233,000 | 1,138 | ||||||
| MPI Corp | 29,000 | 4,685 | ||||||
| Novatek Microelectronics Corp | 689,311 | 11,736 | ||||||
| Parade Technologies Ltd | 16,000 | 292 | ||||||
| Pegatron Corp | 925,000 | 2,655 | ||||||
| Phison Electronics Corp | 62,000 | 4,230 | ||||||
| Pixart Imaging Inc | 30,000 | 182 | ||||||
| Powertech Technology Inc | 3,000 | 26 | ||||||
| Radiant Opto-Electronics Corp | 191,250 | 550 | ||||||
| Rafael Microelectronics Inc | 11,000 | 45 | ||||||
| Realtek Semiconductor Corp | 633,000 | 14,396 | ||||||
| Sensortek Technology Corp | 5,000 | 24 | ||||||
| Sercomm Corp | 543,000 | 1,320 | ||||||
| Sigurd Microelectronics Corp | 16,000 | 105 | ||||||
| Silicon Motion Technology Corp ADR | 14,070 | 3,473 | ||||||
| Simplo Technology Co Ltd | 58,000 | 738 | ||||||
| Sitronix Technology Corp | 65,000 | 592 | ||||||
| Sonix Technology Co Ltd | 28,000 | 54 | ||||||
| Sunplus Technology Co Ltd* | 35,000 | 28 | ||||||
| Sunrex Technology Corp | 123,000 | 142 | ||||||
| Syscom Computer Engineering Co | 15,000 | 25 | ||||||
| Taiwan PCB Techvest Co Ltd | 88,000 | 91 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 140,151 | 58,207 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 3,672,000 | 275,958 | ||||||
| Taiwan Surface Mounting Technology Corp | 120,000 | 754 | ||||||
| Tong Hsing Electronic Industries Ltd | 58,000 | 388 | ||||||
| Tripod Technology Corp | 2,000 | 31 | ||||||
| TXC Corp | 17,000 | 99 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| United Microelectronics Corp | 1,535,000 | $ | 6,244 | |||||
| WITS Corp | 34,000 | 131 | ||||||
| WNC Corp /Taiwan | 159,000 | 1,223 | ||||||
| Yield Microelectronics Corp | 42,223 | 108 | ||||||
| Zhen Ding Technology Holding Ltd | 350,000 | 5,508 | ||||||
| Zyxel Group Corp | 315,000 | 413 | ||||||
| 519,275 | ||||||||
| Materials — 0.2% | ||||||||
| Eternal Materials Co Ltd | 1,028,000 | 2,673 | ||||||
| Formosa Chemicals & Fibre Corp | 292,000 | 629 | ||||||
| Nantex Industry Co Ltd | 40,000 | 38 | ||||||
| Sinon Corp | 20,000 | 25 | ||||||
| TA Chen Stainless Pipe | 2,974,000 | 4,574 | ||||||
| Taiwan Hon Chuan Enterprise Co Ltd | 965,000 | 4,000 | ||||||
| Taiwan Hopax Chemicals Manufacturing Co Ltd | 127,000 | 184 | ||||||
| TSRC Corp | 85,000 | 76 | ||||||
| Tung Ho Steel Enterprise Corp | 1,607,000 | 4,094 | ||||||
| 16,293 | ||||||||
| Real Estate — 0.0% | ||||||||
| Cathay Real Estate Development Co Ltd | 35,000 | 25 | ||||||
| Hong Pu Real Estate Development Co Ltd | 109,000 | 71 | ||||||
| 96 | ||||||||
| Total Taiwan | 639,364 | |||||||
| Thailand — 1.0% | ||||||||
| Communication Services — 0.1% | ||||||||
| Advanced Info Service PCL | 470,900 | 5,036 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Somboon Advance Technology PCL NVDR | 114,200 | 56 | ||||||
| Sri Trang Agro-Industry PCL NVDR | 396,100 | 273 | ||||||
| 329 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Betagro PCL NVDR | 137,400 | 85 | ||||||
| Energy — 0.3% | ||||||||
| Bangchak Corp PCL NVDR | 64,300 | 108 | ||||||
| PTT Exploration & Production PCL NVDR | 3,005,100 | 13,459 | ||||||
| PTT PCL NVDR | 13,149,900 | 16,153 | ||||||
| Thai Oil PCL NVDR | 59,000 | 114 | ||||||
| 29,834 | ||||||||
| Financials — 0.5% | ||||||||
| AEON Thana Sinsap Thailand PCL NVDR | 8,100 | 25 | ||||||
| Bangkok Bank PCL NVDR | 3,301,500 | 19,006 | ||||||
| Bank of Ayudhya PCL NVDR | 128,900 | 157 | ||||||
| Kasikornbank PCL NVDR | 1,334,000 | 9,974 | ||||||
| Krung Thai Bank PCL NVDR | 3,575,100 | 4,659 | ||||||
| SCB X PCL | 2,113,800 | 9,620 | ||||||
| SCB X PCL NVDR | 453,700 | 2,065 | ||||||
| Thai Credit Bank PCL NVDR | 43,100 | 30 | ||||||
| SEI Institutional Investments Trust | 113 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| TMBThanachart Bank PCL NVDR | 5,404,000 | $ | 485 | |||||
| 46,021 | ||||||||
| Information Technology — 0.0% | ||||||||
| KCE Electronics PCL NVDR | 329,800 | 599 | ||||||
| Materials — 0.1% | ||||||||
| Indorama Ventures PCL NVDR | 1,187,200 | 873 | ||||||
| PTT Global Chemical PCL NVDR | 2,240,800 | 3,005 | ||||||
| SCG Packaging PCL NVDR | 284,700 | 259 | ||||||
| Siam Cement PCL/The NVDR | 352,400 | 2,769 | ||||||
| Tipco Asphalt PCL NVDR | 376,400 | 202 | ||||||
| 7,108 | ||||||||
| Real Estate — 0.0% | ||||||||
| Amata Corp PCL NVDR | 691,000 | 682 | ||||||
| Utilities — 0.0% | ||||||||
| B Grimm Power PCL NVDR | 310,900 | 190 | ||||||
| Gulf Development PCL NVDR | 1,527,500 | 2,913 | ||||||
| 3,103 | ||||||||
| Total Thailand | 92,797 | |||||||
| Turkey — 0.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| Turk Telekomunikasyon AS* | 92,889 | 98 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Migros Ticaret AS | 129,941 | 1,435 | ||||||
| Financials — 0.1% | ||||||||
| Akbank TAS | 6,336,085 | 9,416 | ||||||
| Destek Finans Faktoring AS* | 51,342 | 2,214 | ||||||
| 11,630 | ||||||||
| Industrials — 0.1% | ||||||||
| Aselsan Elektronik Sanayi Ve Ticaret AS | 329,993 | 2,642 | ||||||
| Information Technology — 0.0% | ||||||||
| Logo Yazilim Sanayi Ve Ticaret AS | 35,358 | 98 | ||||||
| Real Estate — 0.0% | ||||||||
| Ronesans Gayrimenkul Yatirim AS, Cl B | 15,688 | 70 | ||||||
| Utilities — 0.0% | ||||||||
| Dogu Aras Enerji Yatirimlari AS | 10,809 | 27 | ||||||
| Total Turkey | 16,000 | |||||||
| United Arab Emirates — 0.5% | ||||||||
| Communication Services — 0.0% | ||||||||
| Emirates Telecommunications Group Co PJSC | 468,782 | 2,719 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Abu Dhabi National Oil Co for Distribution PJSC | 1,513,556 | $ | 1,646 | |||||
| Americana Restaurants International PLC - Foreign Co | 1,674,644 | 1,113 | ||||||
| 2,759 | ||||||||
| Energy — 0.1% | ||||||||
| ADNOC Logistics & Services | 2,216,171 | 4,166 | ||||||
| Financials — 0.2% | ||||||||
| Dubai Islamic Bank PJSC | 1,333,161 | 2,607 | ||||||
| Emirates NBD Bank PJSC | 1,067,729 | 8,725 | ||||||
| First Abu Dhabi Bank PJSC | 1,271,340 | 6,832 | ||||||
| National Bank of Ras Al-Khaimah PSC/The | 11,144 | 30 | ||||||
| 18,194 | ||||||||
| Health Care — 0.0% | ||||||||
| Pure Health Holding PJSC | 43,584 | 32 | ||||||
| Industrials — 0.0% | ||||||||
| Abu Dhabi Ports Co PJSC* | 62,901 | 104 | ||||||
| Parkin Co PJSC | 27,467 | 43 | ||||||
| 147 | ||||||||
| Real Estate — 0.2% | ||||||||
| Emaar Development PJSC | 1,402,592 | 4,855 | ||||||
| Emaar Properties PJSC | 5,145,230 | 14,977 | ||||||
| 19,832 | ||||||||
| Total United Arab Emirates | 47,849 | |||||||
| United Kingdom — 9.2% | ||||||||
| Communication Services — 0.4% | ||||||||
| 4imprint Group PLC | 6,507 | 392 | ||||||
| S4 Capital PLC | 195,743 | 131 | ||||||
| WPP PLC | 6,205,418 | 31,785 | ||||||
| 32,308 | ||||||||
| Consumer Discretionary — 1.7% | ||||||||
| B&M European Value Retail plc | 11,002,893 | 35,263 | ||||||
| Barratt Redrow PLC | 7,731,913 | 32,978 | ||||||
| Burberry Group PLC* | 1,548,485 | 22,427 | ||||||
| InterContinental Hotels Group PLC | 203,899 | 32,721 | ||||||
| JD Sports Fashion PLC | 26,128,194 | 30,317 | ||||||
| 153,706 | ||||||||
| Consumer Staples — 2.5% | ||||||||
| British American Tobacco PLC | 440,039 | 24,465 | ||||||
| Diageo PLC | 1,354,675 | 31,162 | ||||||
| Imperial Brands PLC | 658,849 | 22,524 | ||||||
| J Sainsbury PLC | 7,693,079 | 34,666 | ||||||
| Reckitt Benckiser Group PLC | 1,096,613 | 75,778 | ||||||
| Unilever PLC | 708,445 | 46,047 | ||||||
| 234,642 | ||||||||
| 114 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Energy — 1.2% | ||||||||
| BP PLC ADR | 664,890 | $ | 28,504 | |||||
| BP PLC | 3,594,941 | 25,729 | ||||||
| Navigator Holdings Ltd | 39,000 | 862 | ||||||
| Shell PLC | 1,178,974 | 54,224 | ||||||
| TORM PLC, Cl A | 30,668 | 1,006 | ||||||
| 110,325 | ||||||||
| Financials — 1.1% | ||||||||
| Allfunds Group Plc | 283,364 | 2,918 | ||||||
| Barclays PLC ADR | 726,580 | 19,356 | ||||||
| HSBC Holdings PLC | 2,163,232 | 44,346 | ||||||
| Investec PLC | 3,230 | 29 | ||||||
| London Stock Exchange Group PLC | 314,732 | 38,171 | ||||||
| Ninety One PLC | 38,255 | 110 | ||||||
| Polar Capital Holdings PLC | 12,978 | 154 | ||||||
| 105,084 | ||||||||
| Health Care — 0.6% | ||||||||
| AstraZeneca PLC | 63,125 | 10,234 | ||||||
| GSK PLC ADR | 240,362 | 12,078 | ||||||
| GSK PLC | 1,419,008 | 35,709 | ||||||
| 58,021 | ||||||||
| Industrials — 1.1% | ||||||||
| CK Hutchison Holdings Ltd | 384,500 | 3,433 | ||||||
| Diploma PLC | 296,443 | 29,154 | ||||||
| Experian PLC | 907,484 | 36,964 | ||||||
| QinetiQ Group PLC | 125,956 | 861 | ||||||
| RELX PLC | 958,912 | 34,793 | ||||||
| 105,205 | ||||||||
| Information Technology — 0.2% | ||||||||
| Computacenter PLC | 986 | 76 | ||||||
| Halma PLC | 408,613 | 19,881 | ||||||
| 19,957 | ||||||||
| Materials — 0.0% | ||||||||
| Elementis PLC | 30,524 | 72 | ||||||
| Utilities — 0.4% | ||||||||
| United Utilities Group PLC | 1,858,973 | 35,836 | ||||||
| Total United Kingdom | 855,156 | |||||||
| United States — 1.4% | ||||||||
| Communication Services — 0.3% | ||||||||
| Comcast Corp, Cl A | 1,196,628 | 31,854 | ||||||
| Energy — 0.1% | ||||||||
| DHT Holdings Inc | 377,034 | 7,390 | ||||||
| Financials — 0.4% | ||||||||
| Aegon Ltd | 311,771 | 2,850 | ||||||
| Western Union Co/The | 4,222,381 | 30,232 | ||||||
| 33,082 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Health Care — 0.3% | ||||||||
| DENTSPLY SIRONA Inc | 2,658,554 | $ | 29,696 | |||||
| Industrials — 0.3% | ||||||||
| Robert Half Inc | 668,389 | 30,305 | ||||||
| Total United States | 132,327 | |||||||
| Vietnam — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Vietnam Dairy Products JSC | 7,589,930 | 18,105 | ||||||
| Industrials — 0.0% | ||||||||
| XP Power Ltd* | 2,448 | 59 | ||||||
| Total Vietnam | 18,164 | |||||||
| Total Common Stock | ||||||||
| (Cost $6,714,247) ($ Thousands) | 8,500,027 | |||||||
| PREFERRED STOCK — 1.8% | ||||||||
| Brazil — 0.5% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Alpargatas SA(B) | 215,100 | 622 | ||||||
| Energy — 0.2% | ||||||||
| Petroleo Brasileiro SA - Petrobras(B) | 2,385,900 | 20,673 | ||||||
| Financials — 0.1% | ||||||||
| Itau Unibanco Holding SA(B) | 1,311,645 | 10,005 | ||||||
| Industrials — 0.0% | ||||||||
| Marcopolo SA(B) | 225,900 | 192 | ||||||
| Materials — 0.0% | ||||||||
| Eucatex SA Industria e Comercio(B) | 5,600 | 23 | ||||||
| Metalurgica Gerdau SA(B) | 223,500 | 448 | ||||||
| Usinas Siderurgicas de Minas Gerais S/A | ||||||||
| Usiminas, Cl A*(B) | 127,900 | 183 | ||||||
| 654 | ||||||||
| Utilities — 0.2% | ||||||||
| Cia Energetica de Minas Gerais(B) | 8,083,890 | 16,649 | ||||||
| Total Brazil | 48,795 | |||||||
| Germany — 0.9% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Volkswagen AG(B) | 347,760 | 31,145 | ||||||
| Consumer Staples — 0.4% | ||||||||
| Henkel AG & Co KGaA(B) | 359,682 | 31,665 | ||||||
| Health Care — 0.2% | ||||||||
| Sartorius AG(B) | 67,543 | 19,474 | ||||||
| Materials — 0.0% | ||||||||
| FUCHS SE(B) | 53,844 | 2,515 | ||||||
| Total Germany | 84,799 | |||||||
| SEI Institutional Investments Trust | 115 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| PREFERRED STOCK (continued) | ||||||||
| South Korea — 0.4% | ||||||||
| Information Technology — 0.4% | ||||||||
| Samsung Electronics Co Ltd(B) | 249,321 | $ | 33,765 | |||||
| Total Preferred Stock | ||||||||
| (Cost $152,674) ($ Thousands) | 167,359 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Canada — 0.0% | ||||||||
| Constellation Software Inc, Expires 08/22/2028 (A) | 2,560 | – | ||||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 0.3% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 31,057,694 | $ | 31,058 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $31,058) ($ Thousands) | 31,058 | |||||||
| Total Investments in Securities — 93.1% | ||||||||
| (Cost $6,897,979) ($ Thousands) | $ | 8,698,444 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 320 | Sep-2026 | $ | 24,183 | $ | 23,927 | $ | (246 | ) | |||||||
| FTSE 100 Index | 79 | Sep-2026 | 11,617 | 11,606 | (1 | ) | ||||||||||
| Hang Seng Index | 52 | Sep-2026 | 8,460 | 8,442 | (19 | ) | ||||||||||
| S&P TSX 60 Index | 26 | Sep-2026 | 8,027 | 7,985 | (53 | ) | ||||||||||
| SPI 200 Index | 101 | Sep-2026 | 16,413 | 16,328 | (41 | ) | ||||||||||
| TOPIX Index | 71 | Sep-2026 | 18,419 | 18,523 | 84 | |||||||||||
| $ | 87,119 | $ | 86,811 | $ | (276 | ) | ||||||||||
A list of the open OTC Swap agreements held by the Fund at August 31, 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 | Custom Basket of International Equity Securities | Overnight Bank Funding Rate + Spread | Basket Return | Annually | 12/15/2029 | USD | $ | 346,121 | $ | (8,749 | ) | $ | – | $ | (8,749 | ) | ||||||||||||
| Morgan Stanley | Custom Basket of International Equity Securities | Federal Funds Effective Rate + Spread | Basket Return | Annually | 12/31/2049 | USD | 43,553 | (7,008 | ) | – | (7,008 | ) | ||||||||||||||||
| $ | (15,757 | ) | $ | – | $ | (15,757 | ) | |||||||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Bank of America Custom Basket of International Equity Securities Total Return Swap as of August 31, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 62,608,717 | ROCHE HOLDING AG INHABER | $ | 64,031 | $ | (1,542 | ) | 18.5 | % | |||||||
| 62,532,237 | NOVARTIS AG NAMEN | 62,519 | (96 | ) | 18.1 | ||||||||||
| 36,623,841 | CAIXABANK S.A. SHS | 35,684 | 878 | 10.3 | |||||||||||
| 30,409,528 | BNP PARIBAS SA ACT | 33,055 | (2,703 | ) | 9.6 | ||||||||||
| 29,542,614 | RECRUIT HOLDINGS CO. LTD. | 27,189 | 2,306 | 7.9 | |||||||||||
| 24,440,750 | SUNCOR ENERGY INC REGISTERED SHS | 24,066 | 335 | 7.0 | |||||||||||
| 22,118,827 | ABB AG NAMEN | 23,211 | (1,133 | ) | 6.7 | ||||||||||
| 21,309,027 | NATWEST GROUP PLC REGISTERED SHS | 22,063 | (420 | ) | 6.4 | ||||||||||
| 116 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 20,852,800 | LOGITECH INTERNATIONAL S.A. NAMEN | $ | 22,050 | $ | (1,248 | ) | 6.4 | % | |||||||
| 19,765,834 | COMPAGNIE FINANCIERE RICHEMONT SA NAMEN | 20,038 | (307 | ) | 5.8 | ||||||||||
| 19,326,444 | UBS GROUP AG NAMEN | 18,925 | 370 | 5.5 | |||||||||||
| 15,790,583 | SOCIETE GENERALE SA ACT | 17,903 | (2,144 | ) | 5.2 | ||||||||||
| 16,883,881 | BANCO BILBAO VIZCAYA ARGENTARIA SA REGISTERED SHS | 16,702 | 177 | 4.8 | |||||||||||
| 14,929,921 | BANK OF NOVA SCOTIA REGISTERED SHS | 14,787 | 120 | 4.3 | |||||||||||
| 13,404,507 | CANADIAN IMPERIAL BANK OF COMMERCE REGISTERED SHS | 14,426 | (1,044 | ) | 4.2 | ||||||||||
| 14,124,336 | UNICREDIT SPA AZ NOMINATIVA | 14,250 | (168 | ) | 4.1 | ||||||||||
| 13,536,812 | INTESA SANPAOLO SPA AZ NOM | 13,636 | (137 | ) | 3.9 | ||||||||||
| 12,413,646 | NATIONAL BANK OF CANADA REGISTERED SHS | 13,481 | (1,090 | ) | 3.9 | ||||||||||
| 11,835,433 | TOKYO ELECTRON LTD. | 12,413 | (599 | ) | 3.6 | ||||||||||
| 11,433,438 | SAFRAN SA ACT | 12,053 | (639 | ) | 3.5 | ||||||||||
| 12,107,199 | DPM METALS INC REGISTERED SHS | 12,011 | 76 | 3.5 | |||||||||||
| 11,879,013 | DEUTSCHE BOERSE AG NAMEN | 11,164 | 696 | 3.2 | |||||||||||
| 9,324,197 | BOMBARDIER INC REGISTERED SHS | 11,009 | (1,703 | ) | 3.2 | ||||||||||
| 11,310,558 | SPOTIFY TECHNOLOGY S.A. REGISTERED SHS | 10,861 | 434 | 3.1 | |||||||||||
| 11,088,200 | EURONEXT NV BEARER AND REGISTERED SHS | 10,757 | 312 | 3.1 | |||||||||||
| 10,829,919 | JAPAN POST HOLDINGS CO. LTD. | 10,388 | 423 | 3.0 | |||||||||||
| 9,067,426 | EISAI CO. LTD. | 9,344 | (292 | ) | 2.7 | ||||||||||
| 9,712,642 | IPSEN ACT | 9,322 | 374 | 2.7 | |||||||||||
| 10,090,749 | SONY GROUP CORP. | 9,318 | 757 | 2.7 | |||||||||||
| 9,572,216 | JAPAN POST BANK CO. LTD. | 9,084 | 472 | 2.6 | |||||||||||
| 9,579,819 | VAR ENERGI ASA REGISTERED SHS | 9,028 | 787 | 2.6 | |||||||||||
| 8,842,484 | OCEANAGOLD CORP REGISTERED SHS | 8,607 | 249 | 2.5 | |||||||||||
| 8,177,553 | MIZUHO FINANCIAL GROUP INC. | 8,343 | (218 | ) | 2.4 | ||||||||||
| 7,965,468 | CES ENERGY SOLUTIONS CORP REGISTERED SHS | 8,181 | (229 | ) | 2.4 | ||||||||||
| 7,191,383 | GALDERMA GROUP AG NAMEN | 7,616 | (557 | ) | 2.2 | ||||||||||
| 7,122,432 | QUEBECOR INC SHS | 7,599 | (437 | ) | 2.2 | ||||||||||
| 7,074,972 | IA FINANCIAL CORPORATION INC REGISTERED SHS | 7,354 | (258 | ) | 2.1 | ||||||||||
| 7,036,895 | SUN LIFE FINANCIAL INC REGISTERED SHS | 7,287 | (200 | ) | 2.1 | ||||||||||
| 7,589,517 | CENTERRA GOLD INC REGISTERED SHS | 7,130 | 464 | 2.1 | |||||||||||
| 6,165,537 | TDK CORP. | 6,497 | (342 | ) | 1.9 | ||||||||||
| 6,232,297 | JAPAN EXCHANGE GROUP INC. | 6,357 | (146 | ) | 1.8 | ||||||||||
| 5,566,335 | DISCO CORP. | 6,321 | (765 | ) | 1.8 | ||||||||||
| 5,767,732 | MITSUBISHI ELECTRIC CORP. | 6,234 | (477 | ) | 1.8 | ||||||||||
| 6,180,616 | FUJITSU LTD. | 5,975 | 196 | 1.7 | |||||||||||
| 5,199,196 | TREND MICRO INC. | 5,955 | (766 | ) | 1.7 | ||||||||||
| 5,467,572 | AVOLTA AG NAMEN | 5,908 | (451 | ) | 1.7 | ||||||||||
| 6,005,856 | KUEHNE + NAGEL INTERNATIONAL AG NAMEN | 5,902 | 95 | 1.7 | |||||||||||
| 5,933,272 | TMX GROUP LIMITED REGISTERED SHS | 5,854 | 99 | 1.7 | |||||||||||
| 5,990,905 | REPSOL S.A. BEARER SHS | 5,789 | 438 | 1.7 | |||||||||||
| 5,507,081 | THE SWATCH GROUP AG INHABER | 5,714 | (217 | ) | 1.7 | ||||||||||
| 5,866,688 | SIEMENS AG NAMEN | 5,713 | 147 | 1.7 | |||||||||||
| 5,420,361 | FRESENIUS SE & CO. KGAA NAMEN | 5,675 | (265 | ) | 1.6 | ||||||||||
| 6,424,109 | MONDAY.COM LTD. REGISTERED SHS | 5,612 | 803 | 1.6 | |||||||||||
| 5,228,700 | EMPIRE CO LTD REGISTERED SHS | 5,353 | (133 | ) | 1.5 | ||||||||||
| 5,257,620 | ALAMOS GOLD INC REGISTERED SHS | 5,240 | 12 | 1.5 | |||||||||||
| 5,540,935 | TOREX GOLD RESOURCES INC REGISTERED SHS | 5,231 | 315 | 1.5 | |||||||||||
| 5,675,805 | MIXI INC. | 5,135 | 531 | 1.5 | |||||||||||
| 5,477,012 | MAZDA MOTOR CORP. | 5,112 | 356 | 1.5 | |||||||||||
| 5,464,860 | B2GOLD CORP REGISTERED SHS | 5,105 | 351 | 1.5 | |||||||||||
| 5,058,037 | COCA | 5,040 | 10 | 1.5 | |||||||||||
| 4,546,231 | SANDOZ GROUP AG NAMEN | 4,914 | (698 | ) | 1.4 | ||||||||||
| 4,766,366 | BANKINTER SA BEARER SHS | 4,732 | 26 | 1.4 | |||||||||||
| 4,556,060 | KEYENCE CORP. | 4,545 | 5 | 1.3 | |||||||||||
| 3,861,665 | MURATA MANUFACTURING CO. LTD. | 4,475 | (1,094 | ) | 1.3 | ||||||||||
| 3,926,755 | GLOBAL | 4,453 | (534 | ) | 1.3 | ||||||||||
| 4,121,362 | TAL EDUCATION GROUP SHS | 4,141 | (26 | ) | 1.2 | ||||||||||
| 4,067,561 | RICOH CO. LTD. | 3,966 | 94 | 1.1 | |||||||||||
| 3,294,280 | NEO PERFORMANCE MATERIALS INC REGISTERED SHS | 3,834 | (546 | ) | 1.1 | ||||||||||
| 3,567,594 | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA BE | 3,817 | (302 | ) | 1.1 | ||||||||||
| 3,570,686 | HOEGH AUTOLINERS ASA REGISTERED SHS | 3,805 | (227 | ) | 1.1 | ||||||||||
| SEI Institutional Investments Trust | 117 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 3,499,057 | AERCAP HOLDINGS N.V. BEARER SHS | $ | 3,655 | $ | (154 | ) | 1.1 | % | |||||||
| 3,221,449 | EIFFAGE SA ACT | 3,562 | (411 | ) | 1.0 | ||||||||||
| 3,375,169 | CCL INDUSTRIES INC REGISTERED SHS | 3,497 | (128 | ) | 1.0 | ||||||||||
| 3,152,335 | AECON GROUP INC REGISTERED SHS | 3,367 | (220 | ) | 1.0 | ||||||||||
| 3,085,152 | BANK OF MONTREAL REGISTERED SHS | 3,363 | (242 | ) | 1.0 | ||||||||||
| 3,419,432 | PANDORA A/S REGISTERED SHS | 3,346 | 68 | 1.0 | |||||||||||
| 3,467,547 | SURGE ENERGY INC REGISTERED SHS | 3,298 | 243 | 1.0 | |||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (15,517,894) | CHINA RESOURCES LAND LTD REGISTERED SHS | $ | (17,595 | ) | $ | 2,104 | (5.1 | )% | |||||||
| (15,356,891) | TS FINANCIAL HOLDING CO LTD REGISTERED SHS | (14,281 | ) | (1,152 | ) | (4.1 | ) | ||||||||
| (11,919,366) | BROOKFIELD ASSET MANAGEMENT LTD REGISTERED SHS | (12,570 | ) | 670 | (3.6 | ) | |||||||||
| (12,754,611) | DENISON MINES CORP REGISTERED SHS | (12,087 | ) | (650 | ) | (3.5 | ) | ||||||||
| (11,982,011) | SVENSKA CELLULOSA SCA AB SHS | (11,488 | ) | (477 | ) | (3.3 | ) | ||||||||
| (9,575,932) | SIGMA HEALTHCARE LTD REGISTERED SHS | (10,404 | ) | 841 | (3.0 | ) | |||||||||
| (10,056,873) | BPER BANCA S.P.A. AZ NOM | (10,082 | ) | 38 | (2.9 | ) | |||||||||
| (9,836,829) | SAMSUNG BIOLOGICS CO. LTD. REGISTERED SHS | (9,765 | ) | (58 | ) | (2.8 | ) | ||||||||
| (10,023,153) | UPM | (9,557 | ) | (515 | ) | (2.8 | ) | ||||||||
| (9,375,615) | MOWI ASA REGISTERED SHS | (9,131 | ) | (336 | ) | (2.6 | ) | ||||||||
| (7,991,543) | CVC CAPITAL PARTNERS PLC REGISTERED SHS | (8,393 | ) | 226 | (2.4 | ) | |||||||||
| (7,976,375) | CAMECO CORP REGISTERED SHS | (7,891 | ) | (75 | ) | (2.3 | ) | ||||||||
| (8,134,058) | GDS HOLDINGS LTD REGISTERED SHS | (7,833 | ) | (290 | ) | (2.3 | ) | ||||||||
| (8,152,432) | STORA ENSO OYJ REGISTERED SHS | (7,747 | ) | (357 | ) | (2.2 | ) | ||||||||
| (7,935,686) | LG ENERGY SOLUTION LTD. REGISTERED SHS | (7,393 | ) | (536 | ) | (2.1 | ) | ||||||||
| (7,634,180) | AUTO1 GROUP SE INHABER | (7,177 | ) | (450 | ) | (2.1 | ) | ||||||||
| (6,852,717) | VERISURE PLC REGISTERED SHS | (7,144 | ) | 301 | (2.1 | ) | |||||||||
| (7,109,725) | BBB FOODS INCORPORATION REGISTERED SHS | (6,996 | ) | (140 | ) | (2.0 | ) | ||||||||
| (7,429,100) | WUXI XDC CAYMAN INC. REGISTERED SHS UNITARY | (6,721 | ) | (728 | ) | (1.9 | ) | ||||||||
| (7,085,170) | SEIBU HOLDINGS INC. | (6,710 | ) | (365 | ) | (1.9 | ) | ||||||||
| (6,912,869) | SALMAR ASA REGISTERED SHS | (6,248 | ) | (655 | ) | (1.8 | ) | ||||||||
| (5,633,236) | XTALPI HOLDINGS LIMITED REGISTERED SHS UNITARY | (6,195 | ) | 565 | (1.8 | ) | |||||||||
| (6,656,676) | NORTHAM PLATINUM HOLDINGS LIMITED REGISTERED SHS | (6,150 | ) | (497 | ) | (1.8 | ) | ||||||||
| (5,331,701) | PONY AI INC. SHS SPONSORED AMERICAN DEPOSITORY REC | (6,093 | ) | 769 | (1.8 | ) | |||||||||
| (6,119,608) | BORR DRILLING LTD REGISTERED SHS | (6,045 | ) | (67 | ) | (1.7 | ) | ||||||||
| (5,411,714) | KOREA AEROSPACE INDUSTRIES LTD REGISTERED SHS | (6,018 | ) | 606 | (1.7 | ) | |||||||||
| (5,373,169) | BROOKFIELD RENEWABLE HOLDINGS CORPORATION REGISTER | (5,823 | ) | 392 | (1.7 | ) | |||||||||
| (5,643,544) | CAPITEC LIMITED REGISTERED SHS | (5,763 | ) | 127 | (1.7 | ) | |||||||||
| (5,688,297) | AMERICAS GOLD AND SILVER CORPORATION REGISTERED SH | (5,528 | ) | (153 | ) | (1.6 | ) | ||||||||
| (5,273,995) | ENERGY FUELS INC REGISTERED SHS | (5,399 | ) | 149 | (1.6 | ) | |||||||||
| (5,169,360) | UNIVERSAL MUSIC GROUP N.V. REGISTERED SHS | (5,240 | ) | 77 | (1.5 | ) | |||||||||
| (4,574,888) | TERRAVEST INDUSTRIES INC REGISTERED SHS | (5,049 | ) | 476 | (1.5 | ) | |||||||||
| (4,180,702) | KRAKEN ROBOTICS INC REGISTERED SHS | (5,037 | ) | 861 | (1.5 | ) | |||||||||
| (4,288,987) | VONOVIA SE NAMEN | (4,651 | ) | 369 | (1.3 | ) | |||||||||
| (5,156,961) | PALADIN ENERGY LTD REGISTERED SHS | (4,641 | ) | (509 | ) | (1.3 | ) | ||||||||
| (4,443,059) | CSG N.V. BEARER AND REGISTERED SHS | (4,601 | ) | 76 | (1.3 | ) | |||||||||
| (4,918,828) | VIZSLA SILVER CORP REGISTERED SHS | (4,570 | ) | (401 | ) | (1.3 | ) | ||||||||
| (5,366,150) | COSAN SA REGISTERED SHS | (4,562 | ) | (1,110 | ) | (1.3 | ) | ||||||||
| (4,321,731) | BELITE BIO INCORPORATION SHS SPONSORED AMERICAN DE | (4,519 | ) | 186 | (1.3 | ) | |||||||||
| (3,995,777) | HESAI GROUP SHS | (4,514 | ) | 521 | (1.3 | ) | |||||||||
| (4,415,626) | PATRIA INVESTMENT LIMITED REGISTERED SHS | (4,478 | ) | 3 | (1.3 | ) | |||||||||
| (4,547,422) | TAIHAN CABLE & SOLUTION CO. LTD. REGISTERED SHS | (4,473 | ) | (71 | ) | (1.3 | ) | ||||||||
| (2,433,652) | GRUPO CIBEST SA PFD SHS SPONSORED AMERICAN DEPOSIT | (4,464 | ) | 2,036 | (1.3 | ) | |||||||||
| (4,506,793) | REDE DOR SAO LUIZ SA REGISTERED SHS | (4,362 | ) | (140 | ) | (1.3 | ) | ||||||||
| (4,029,983) | JX ADVANCED METALS CORP. | (4,136 | ) | 112 | (1.2 | ) | |||||||||
| (3,185,894) | VNET GROUP INCORPORATION SHS | (3,991 | ) | 809 | (1.2 | ) | |||||||||
| (3,921,097) | SNOWLINE GOLD CORP REGISTERED SHS | (3,974 | ) | 58 | (1.1 | ) | |||||||||
| (4,069,489) | FERRARI N.V. REGISTERED SHS | (3,942 | ) | (158 | ) | (1.1 | ) | ||||||||
| (3,949,251) | YUHAN CORP REGISTERED SHS | (3,750 | ) | (200 | ) | (1.1 | ) | ||||||||
| (3,644,730) | TAYLOR WIMPEY PLC REGISTERED SHS | (3,700 | ) | 61 | (1.1 | ) | |||||||||
| 118 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (3,651,896) | ALTEOGEN INC. REGISTERED SHS | $ | (3,633 | ) | $ | (15 | ) | (1.0 | )% | ||||||
| (2,898,783) | CANADIAN SOLAR INC REGISTERED SHS | (3,582 | ) | 686 | (1.0 | ) | |||||||||
| (3,702,847) | BEIJER REF AB REGISTERED SHS | (3,571 | ) | (127 | ) | (1.0 | ) | ||||||||
| (3,398,574) | TAG IMMOBILIEN AG INHABER | (3,568 | ) | 174 | (1.0 | ) | |||||||||
| (3,402,826) | BAKKAFROST P/F REGISTERED SHS | (3,552 | ) | 154 | (1.0 | ) | |||||||||
| (3,521,197) | IMPALA PLATINUM HOLDINGS LTD REGISTERED SHS | (3,334 | ) | (253 | ) | (1.0 | ) | ||||||||
| (3,305,393) | WISETECH GLOBAL LTD REGISTERED SHS | (3,313 | ) | 13 | (1.0 | ) | |||||||||
| (3,438,106) | AZELIS GROUP N.V. SHS | (3,310 | ) | (123 | ) | (1.0 | ) | ||||||||
| (3,241,496) | CHINA LONGYUAN POWER GROUP CORPORATION LTD SHS | (3,289 | ) | 52 | (1.0 | ) | |||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Morgan Stanley Custom Basket Total Return Swap as of August 31, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 1,238,389 | HSBC HOLDINGS PLC | $ | 23,167 | $ | 3,277 | 53.2 | % | ||||||||
| 102,857 | ASTRAZENECA PLC | 18,150 | (2,038 | ) | 41.7 | ||||||||||
| 150,126 | COCA | 15,657 | 497 | 35.9 | |||||||||||
| 731,269 | ROLLS | 13,435 | 2,277 | 30.8 | |||||||||||
| 26,100 | FAST RETAILING CO LTD | 13,187 | (9 | ) | 30.3 | ||||||||||
| 112,610 | BNP PARIBAS | 12,979 | 414 | 29.8 | |||||||||||
| 220,590 | HALMA PLC | 11,875 | (1,498 | ) | 27.3 | ||||||||||
| 187,487 | UNILEVER PLC | 11,475 | 711 | 26.3 | |||||||||||
| 1,368,576 | NATWEST GROUP PLC | 11,394 | 1,800 | 26.2 | |||||||||||
| 331,504 | COMPASS GROUP PLC | 11,119 | (972 | ) | 25.5 | ||||||||||
| 286,275 | SEVERN TRENT PLC | 11,104 | 1,373 | 25.5 | |||||||||||
| 116,078 | DIPLOMA PLC | 10,922 | 707 | 25.1 | |||||||||||
| 65,400 | HOYA CORP | 10,877 | (6 | ) | 25.0 | ||||||||||
| 2,911,596 | TELSTRA GROUP LTD | 10,494 | (601 | ) | 24.1 | ||||||||||
| 196,329 | UBS GROUP AG | 9,821 | 1,060 | 22.5 | |||||||||||
| 50,100 | ADVANTEST CORP | 9,317 | 8 | 21.4 | |||||||||||
| 220,222 | KLEPIERRE | 9,269 | 498 | 21.3 | |||||||||||
| 39,231 | GTT | 9,249 | 482 | 21.2 | |||||||||||
| 47,193 | NEXT PLC | 9,041 | 1,297 | 20.8 | |||||||||||
| 656,600 | NICHIREI CORP | 8,579 | 1 | 19.7 | |||||||||||
| 592,100 | JAPAN POST HOLDINGS CO LTD | 8,469 | 4 | 19.4 | |||||||||||
| 53,094 | LEGRAND SA | 8,370 | (22 | ) | 19.2 | ||||||||||
| 141,717 | COMPUTACENTER PLC | 8,238 | 3,525 | 18.9 | |||||||||||
| 7,897 | EMS CHEMIE I | 7,968 | (226 | ) | 18.3 | ||||||||||
| 355,484 | CREDIT AGRICOLE | 7,947 | (360 | ) | 18.2 | ||||||||||
| 5,584,407 | LLOYDS BANKING GROUP PLC | 7,753 | 839 | 17.8 | |||||||||||
| 89,177 | SANOFI | 7,734 | 213 | 17.8 | |||||||||||
| 202,468 | SUBSEA 7 | 7,456 | (6 | ) | 17.1 | ||||||||||
| 76,700 | TAISEI CORP | 7,211 | (8 | ) | 16.6 | ||||||||||
| 23,982 | THALES | 7,187 | (471 | ) | 16.5 | ||||||||||
| 309,367 | FISHER & PAYKEL HEALTHCARE C | 6,993 | 758 | 16.1 | |||||||||||
| 135,600 | HKEX | 6,857 | 58 | 15.7 | |||||||||||
| 55,611 | LONDON STOCK EXCHANGE GROUP | 6,816 | (67 | ) | 15.7 | ||||||||||
| 27,355 | CIE FINANCIERE RICHEMONT SA | 6,453 | 49 | 14.8 | |||||||||||
| 237,580 | STANDARD CHARTERED PLC | 6,332 | 913 | 14.5 | |||||||||||
| 73,919 | TOTALENERGIES SE | 6,273 | 330 | 14.4 | |||||||||||
| 220,100 | MINEBEA MITSUMI INC | 6,152 | (11 | ) | 14.1 | ||||||||||
| 893,047 | BARCLAYS PLC | 5,785 | 335 | 13.3 | |||||||||||
| 20,018 | DEUTSCHE BOERSE AG | 5,781 | 1,007 | 13.3 | |||||||||||
| 21,517 | GAMES WORKSHOP GROUP PLC | 5,758 | (499 | ) | 13.2 | ||||||||||
| 193,800 | CANON INC | 5,556 | 1 | 12.8 | |||||||||||
| 32,156 | EURONEXT NV | 5,554 | 571 | 12.8 | |||||||||||
| 322,300 | HASEKO CORP | 5,547 | 2 | 12.7 | |||||||||||
| 166,400 | AJINOMOTO CO INC | 5,289 | 2 | 12.1 | |||||||||||
| 113,850 | SWEDISH ORPHAN BIOVITRUM | 5,287 | 1 | 12.1 | |||||||||||
| 19,418 | SWATCH GROUP I | 5,186 | (898 | ) | 11.9 | ||||||||||
| SEI Institutional Investments Trust | 119 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 57,086 | SOCIETE GENERALE | $ | 5,057 | $ | (328 | ) | 11.6 | % | |||||||
| 158,900 | DIC CORP | 5,024 | 0 | 11.5 | |||||||||||
| 374,200 | ASTELLAS PHARMA INC | 4,986 | 3 | 11.4 | |||||||||||
| 442,600 | HAZAMA ANDO CORP | 4,985 | 2 | 11.4 | |||||||||||
| 150,480 | ELIS SA | 4,610 | (539 | ) | 10.6 | ||||||||||
| 126,290 | AMER SPORTS INC | 4,515 | (695 | ) | 10.4 | ||||||||||
| 8,606 | MH MOET HENNESSY LOUIS VUITTON | 4,459 | 79 | 10.2 | |||||||||||
| 1,090,750 | MAN GROUP PLC/JERSEY | 4,388 | 282 | 10.1 | |||||||||||
| 12,731 | SCHNEIDER SA | 4,205 | 147 | 9.7 | |||||||||||
| 23,136 | IPSEN | 4,195 | 177 | 9.6 | |||||||||||
| 181,300 | TAKUMA CO LTD | 4,070 | (4 | ) | 9.3 | ||||||||||
| 457,249 | GLENCORE PLC | 3,583 | 185 | 8.2 | |||||||||||
| 293,722 | ENEL SPA | 3,338 | (90 | ) | 7.7 | ||||||||||
| 194,800 | NOF CORP | 3,326 | 0 | 7.6 | |||||||||||
| 52,889 | MORGAN SINDALL GROUP PLC | 3,278 | (204 | ) | 7.5 | ||||||||||
| 42,564 | MAREX GROUP PLC | 3,060 | 28 | 7.0 | |||||||||||
| 7,204 | ROCHE GS | 3,007 | 150 | 6.9 | |||||||||||
| 125,502 | IBERDROLA | 2,997 | (96 | ) | 6.9 | ||||||||||
| 49,316 | CLARKSON PLC | 2,996 | 527 | 6.9 | |||||||||||
| 47,717 | MONCLER | 2,982 | (690 | ) | 6.8 | ||||||||||
| 101,395 | BAE SYSTEMS PLC | 2,968 | (203 | ) | 6.8 | ||||||||||
| 14,142 | INFICON N | 2,941 | (37 | ) | 6.8 | ||||||||||
| 17,024 | INTERCONTINENTAL HOTELS GROU | 2,851 | (93 | ) | 6.5 | ||||||||||
| 238,416 | AIB GROUP | 2,840 | 200 | 6.5 | |||||||||||
| 116,336 | SOFTCAT PLC | 2,801 | 626 | 6.4 | |||||||||||
| 216,600 | PARK24 CO LTD | 2,754 | 0 | 6.3 | |||||||||||
| 135,665 | BANK OF IRELAND GROUP PLC | 2,749 | 255 | 6.3 | |||||||||||
| 108,302 | GLANBIA | 2,739 | 27 | 6.3 | |||||||||||
| 814,145 | SERCO GROUP PLC | 2,630 | 306 | 6.0 | |||||||||||
| 34,808 | CRANSWICK PLC | 2,594 | (46 | ) | 6.0 | ||||||||||
| 80,432 | ENGIE SA | 2,519 | (279 | ) | 5.8 | ||||||||||
| 540,667 | VAR ENERGI ASA | 2,509 | 44 | 5.8 | |||||||||||
| 852,371 | GLENVEAGH PROPERTIES PLC | 2,431 | (26 | ) | 5.6 | ||||||||||
| 179,484 | ATALAYA MINING COPPER SA | 2,339 | 479 | 5.4 | |||||||||||
| 1,012,043 | SUPERLOOP LTD | 2,196 | (85 | ) | 5.0 | ||||||||||
| 415,100 | HAMMERSON PLC | 2,126 | (6 | ) | 4.9 | ||||||||||
| 171,400 | POLAR CAPITAL HOLDINGS PLC | 2,049 | (30 | ) | 4.7 | ||||||||||
| 206,400 | ASAHI GROUP HOLDINGS LTD | 2,035 | 1 | 4.7 | |||||||||||
| 55,570 | KELLER GROUP PLC | 1,988 | 394 | 4.6 | |||||||||||
| 320,516 | TESCO PLC | 1,966 | 8 | 4.5 | |||||||||||
| 58,700 | RELX PLC | 1,936 | 257 | 4.4 | |||||||||||
| 692,254 | GREENCORE GROUP PLC | 1,919 | 759 | 4.4 | |||||||||||
| 843,829 | MITIE GROUP PLC | 1,792 | 833 | 4.1 | |||||||||||
| 43,005 | GLOBAL SHIP LEASE INC | 1,783 | 175 | 4.1 | |||||||||||
| 59,158 | IMMUNOCORE HOLDINGS LTD | 1,694 | 440 | 3.9 | |||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (664,700) | AMADA CO LTD | $ | (12,299 | ) | $ | 10 | (28.2 | )% | |||||||
| (1,103,600) | LIXIL CORP | (12,263 | ) | 0 | (28.2 | ) | |||||||||
| (1,142,374) | ORKLA A | (12,070 | ) | 51 | (27.7 | ) | |||||||||
| (594,900) | UBE CORP | (11,872 | ) | (8 | ) | (27.3 | ) | ||||||||
| (384,097) | ASSOCIATED BRITISH FOODS PLC | (9,982 | ) | (863 | ) | (22.9 | ) | ||||||||
| (19,623,800) | GENTING SINGAPORE LIMITED | (9,423 | ) | (225 | ) | (21.6 | ) | ||||||||
| (494,100) | CHUBU ELECTRIC POWER CO INC | (8,457 | ) | (3 | ) | (19.4 | ) | ||||||||
| (192,175) | ELISA OYJ | (7,850 | ) | (10 | ) | (18.0 | ) | ||||||||
| (907,300) | TOKYO METRO CO LTD | (7,669 | ) | (4 | ) | (17.6 | ) | ||||||||
| (42,700) | HIROSE ELECTRIC CO LTD | (7,580 | ) | 4 | (17.4 | ) | |||||||||
| (125,900) | ORACLE CORP JAPAN | (6,866 | ) | (4 | ) | (15.8 | ) | ||||||||
| (96,448) | WEST FRASER | (6,834 | ) | 201 | (15.7 | ) | |||||||||
| 120 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (1,857,589) | TREASURY WINE ESTATES LTD | $ | (6,500 | ) | $ | (645 | ) | (14.9 | )% | ||||||
| (5,462,170) | TAYLOR WIMPEY PLC | (5,871 | ) | (537 | ) | (13.5 | ) | ||||||||
| (98,335) | FISCHER N | (5,372 | ) | (1,761 | ) | (12.3 | ) | ||||||||
| (692,251) | TATE & LYLE PLC | (5,280 | ) | (5 | ) | (12.1 | ) | ||||||||
| (264,936) | ACERINOX S.A. | (5,196 | ) | (436 | ) | (11.9 | ) | ||||||||
| (263,429) | CAR GROUP LTD | (4,966 | ) | (165 | ) | (11.4 | ) | ||||||||
| (209,011) | SIGNIFY NV | (4,945 | ) | 1,442 | (11.4 | ) | |||||||||
| (61,422) | ONEX CORP | (4,893 | ) | (59 | ) | (11.2 | ) | ||||||||
| (199,860) | BCE INC | (4,813 | ) | 96 | (11.1 | ) | |||||||||
| (645,279) | YELLOW CAKE PLC | (4,711 | ) | (514 | ) | (10.8 | ) | ||||||||
| (287,000) | NITORI HOLDINGS CO LTD | (4,699 | ) | (5 | ) | (10.8 | ) | ||||||||
| (147,700) | TOKUYAMA CORP | (4,664 | ) | 6 | (10.7 | ) | |||||||||
| (184,408) | CDN APART UN | (4,663 | ) | 222 | (10.7 | ) | |||||||||
| (202,046) | GREGGS PLC | (4,614 | ) | (600 | ) | (10.6 | ) | ||||||||
| (87,163) | VOPAK NV | (4,583 | ) | (284 | ) | (10.5 | ) | ||||||||
| (27,887) | BKW SA | (4,359 | ) | 50 | (10.0 | ) | |||||||||
| (134,200) | TOPPAN HOLDINGS INC | (4,294 | ) | 0 | (9.9 | ) | |||||||||
| (920,836) | BANK OF QUEENSLAND LTD | (4,101 | ) | (198 | ) | (9.4 | ) | ||||||||
| (512,400) | SHO | (4,087 | ) | 0 | (9.4 | ) | |||||||||
| (263,391) | CVC CAPITAL PARTNERS PLC | (4,054 | ) | (640 | ) | (9.3 | ) | ||||||||
| (161,100) | NICHICON CORP | (4,044 | ) | 8 | (9.3 | ) | |||||||||
| (38,953) | AL SYDBANK | (3,934 | ) | (27 | ) | (9.0 | ) | ||||||||
| (138,939) | RAMSAY HEALTH CARE LTD | (3,871 | ) | (867 | ) | (8.9 | ) | ||||||||
| (411,800) | SG HOLDINGS CO LTD | (3,812 | ) | 0 | (8.8 | ) | |||||||||
| (1,501,087) | WEBUILD SPA | (3,707 | ) | (184 | ) | (8.5 | ) | ||||||||
| (24,285) | BCV N | (3,568 | ) | (379 | ) | (8.2 | ) | ||||||||
| (387,279) | WORLEY LTD | (3,554 | ) | 530 | (8.2 | ) | |||||||||
| (128,100) | TAIHEIYO CEMENT CORP | (3,520 | ) | 1 | (8.1 | ) | |||||||||
| (129,800) | OKUMA CORP | (3,514 | ) | (2 | ) | (8.1 | ) | ||||||||
| (567,399) | KINNEVIK B | (3,466 | ) | (17 | ) | (8.0 | ) | ||||||||
| (1,494,495) | ENDEAVOUR GROUP LTD/AUSTRALIA | (3,436 | ) | 64 | (7.9 | ) | |||||||||
| (210,132) | NORTHLAND POWER INC | (3,414 | ) | 192 | (7.8 | ) | |||||||||
| (305,000) | KURARAY CO LTD | (3,390 | ) | (1 | ) | (7.8 | ) | ||||||||
| (219,700) | JFRONT RETAILING CO LTD | (3,381 | ) | (4 | ) | (7.8 | ) | ||||||||
| (1,293,629) | B&M EUROPEAN VALUE RETAIL SA | (3,376 | ) | (1,042 | ) | (7.8 | ) | ||||||||
| (56,423) | APERAM | (3,370 | ) | 329 | (7.7 | ) | |||||||||
| (109,330) | SGH LTD | (3,293 | ) | 151 | (7.6 | ) | |||||||||
| (559,800) | UNICHARM CORP | (3,256 | ) | (1 | ) | (7.5 | ) | ||||||||
| (151,440) | AAK | (3,230 | ) | 10 | (7.4 | ) | |||||||||
| (245,800) | TAKARA HOLDINGS INC | (3,199 | ) | 0 | (7.3 | ) | |||||||||
| (3,121,500) | COMFORTDELGRO | (3,172 | ) | (64 | ) | (7.3 | ) | ||||||||
| (12,431) | SOFINA | (3,166 | ) | (439 | ) | (7.3 | ) | ||||||||
| (255,000) | THE NANTO BANK LTD | (3,058 | ) | (1 | ) | (7.0 | ) | ||||||||
| (226,457) | FUGRO CERT | (3,053 | ) | 835 | (7.0 | ) | |||||||||
| (35,424) | GECINA SA | (3,038 | ) | 160 | (7.0 | ) | |||||||||
| (85,479) | NORTH WEST CO INC | (3,020 | ) | 14 | (6.9 | ) | |||||||||
| (290,200) | ODAKYU ELECTRIC RAILWAY CO LTD | (3,012 | ) | (1 | ) | (6.9 | ) | ||||||||
| (408,661) | BENDIGO AND ADELAIDE BANK | (3,010 | ) | (86 | ) | (6.9 | ) | ||||||||
| (43,654) | MIZRAHI TEFAHOT BANK LTD | (2,980 | ) | (140 | ) | (6.8 | ) | ||||||||
| (507,300) | THE CHUGOKU ELECTRIC POWER CO INC | (2,895 | ) | (2 | ) | (6.6 | ) | ||||||||
| (77,600) | TBS HOLDINGS INC | (2,874 | ) | 0 | (6.6 | ) | |||||||||
| (110,709) | DERWENT LONDON PLC | (2,839 | ) | (293 | ) | (6.5 | ) | ||||||||
| (43,785) | METRO INC | (2,835 | ) | 44 | (6.5 | ) | |||||||||
| (2,327,417) | XINYI GLASS | (2,811 | ) | 18 | (6.5 | ) | |||||||||
| (184,893) | TECHNOGYM SPA | (2,790 | ) | (61 | ) | (6.4 | ) | ||||||||
| (108,314) | VEND MARKETPLACES ASA | (2,760 | ) | (24 | ) | (6.3 | ) | ||||||||
| (4,199) | GEBERIT N | (2,749 | ) | (243 | ) | (6.3 | ) | ||||||||
| (44,304) | TBC BANK GROUP PLC | (2,721 | ) | (438 | ) | (6.2 | ) | ||||||||
| (136,800) | KADOKAWA CORP | (2,709 | ) | (3 | ) | (6.2 | ) | ||||||||
| (1,549,500) | YUE YUEN IND | (2,687 | ) | (9 | ) | (6.2 | ) | ||||||||
| (65,760) | ARCADIS | (2,661 | ) | (845 | ) | (6.1 | ) | ||||||||
| (84,671) | ALTUS GROUP LTD | (2,649 | ) | (155 | ) | (6.1 | ) | ||||||||
| SEI Institutional Investments Trust | 121 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (85,931) | MEDIOBANCA | $ | (2,591 | ) | $ | (223 | ) | (5.9 | )% | ||||||
| (94,898) | WISETECH GLOBAL LTD | (2,583 | ) | (105 | ) | (5.9 | ) | ||||||||
| (107,086) | BANK HAPOALIM | (2,537 | ) | (78 | ) | (5.8 | ) | ||||||||
| (1,646,600) | MAPLETREE INDUSTRIAL TRUST | (2,515 | ) | 10 | (5.8 | ) | |||||||||
| (79,507) | SOLVAY | (2,505 | ) | 156 | (5.8 | ) | |||||||||
| (42,955) | LUNDBERGFRETAGEN B | (2,494 | ) | (13 | ) | (5.7 | ) | ||||||||
| (41,880) | COLOPLAST B | (2,485 | ) | (75 | ) | (5.7 | ) | ||||||||
| (76,300) | KOSE HOLDINGS CORP | (2,483 | ) | (2 | ) | (5.7 | ) | ||||||||
| (155,800) | AIR WATER INC | (2,482 | ) | 0 | (5.7 | ) | |||||||||
| (6,243) | BUCHER N | (2,477 | ) | 64 | (5.7 | ) | |||||||||
| (449,488) | FAST. BALDER B | (2,442 | ) | (1 | ) | (5.6 | ) | ||||||||
| (242,830) | MONDI PLC | (2,421 | ) | (580 | ) | (5.6 | ) | ||||||||
| (72,600) | YASKAWA ELECTRIC CORP | (2,416 | ) | 2 | (5.5 | ) | |||||||||
| (30,711) | DIASORIN ITALIA SPA | (2,412 | ) | (337 | ) | (5.5 | ) | ||||||||
| (25,056) | EQB INC | (2,408 | ) | 81 | (5.5 | ) | |||||||||
| (569,200) | YAMADA HOLDINGS CO LTD | (2,398 | ) | (1 | ) | (5.5 | ) | ||||||||
| (103,100) | TSUMURA CO | (2,398 | ) | 0 | (5.5 | ) | |||||||||
| (40,992) | SODEXHO | (2,396 | ) | (732 | ) | (5.5 | ) | ||||||||
| (176,900) | SEGA SAMMY HOLDINGS INC | (2,390 | ) | (6 | ) | (5.5 | ) | ||||||||
| (120,470) | HIKMA PHARMACEUTICALS PLC | (2,390 | ) | (376 | ) | (5.5 | ) | ||||||||
| (85,817) | FDJ UNITED | (2,290 | ) | 72 | (5.3 | ) | |||||||||
| (1,605) | BARRY CALLEBAUT | (2,286 | ) | 107 | (5.2 | ) | |||||||||
| (101,800) | HOUSE FOODS GROUP INC | (2,249 | ) | (2 | ) | (5.2 | ) | ||||||||
| (113,131) | NGEX MINERALS LTD | (2,245 | ) | 28 | (5.2 | ) | |||||||||
| (39,017) | SALMAR ASA | (2,243 | ) | (17 | ) | (5.2 | ) | ||||||||
| (42,795) | CAPITAL POWER CP | (2,232 | ) | 185 | (5.1 | ) | |||||||||
| (82,413) | JUNGHN VORZUEGE | (2,230 | ) | (332 | ) | (5.1 | ) | ||||||||
| (312,771) | UNITE GROUP PLC/THE | (2,216 | ) | 90 | (5.1 | ) | |||||||||
| (38,444) | DR ING HC F PORSCHE AG | (2,209 | ) | 155 | (5.1 | ) | |||||||||
| (58,932) | QIAGEN NV | (2,199 | ) | (357 | ) | (5.0 | ) | ||||||||
| (140,827) | SECURE WASTE INFRASTRUCTURE CO | (2,185 | ) | (221 | ) | (5.0 | ) | ||||||||
| (44,612) | BROOKFIELD ASSET MGMT | (2,167 | ) | (99 | ) | (5.0 | ) | ||||||||
| (529,558) | BREEDON GROUP PLC | (2,155 | ) | (514 | ) | (4.9 | ) | ||||||||
| (2,412,300) | BUD APAC | (2,154 | ) | 24 | (4.9 | ) | |||||||||
| (114,048) | J MARTIN FILHOS | (2,152 | ) | (260 | ) | (4.9 | ) | ||||||||
| (78,433) | ERG | (2,147 | ) | 154 | (4.9 | ) | |||||||||
| (126,000) | KDDI CORP | (2,143 | ) | (1 | ) | (4.9 | ) | ||||||||
| (125,300) | KAGOME CO LTD | (2,142 | ) | 0 | (4.9 | ) | |||||||||
| (41,363) | SWISSQUOTE GRP N | (2,130 | ) | (5 | ) | (4.9 | ) | ||||||||
| (984,441) | TRITAX BIG BOX REIT PLC | (2,124 | ) | 34 | (4.9 | ) | |||||||||
| (201,168) | NEXGEN ENERGY LTD | (2,124 | ) | 24 | (4.9 | ) | |||||||||
| (87,900) | THE SUMITOMO WAREHOUSE CO LTD | (2,119 | ) | (1 | ) | (4.9 | ) | ||||||||
| (172,782) | BIG YELLOW GROUP ORD | (2,116 | ) | (9 | ) | (4.9 | ) | ||||||||
| (67,816) | PORSCHE AUTOMOBIL HOLDING SE | (2,111 | ) | (146 | ) | (4.8 | ) | ||||||||
| (252,500) | MITSUBISHI HC CAPITAL INC | (2,111 | ) | 0 | (4.8 | ) | |||||||||
| (5,540) | INVINCIBLE INVESTMENT CORP | (2,107 | ) | 0 | (4.8 | ) | |||||||||
| (511,152) | DEXUS | (2,103 | ) | (9 | ) | (4.8 | ) | ||||||||
| (76,577) | AXFOOD | (2,101 | ) | 16 | (4.8 | ) | |||||||||
| (70,000) | NIPPON ELECTRIC GLASS CO LTD | (2,100 | ) | 0 | (4.8 | ) | |||||||||
| (1,063,402) | SHAFTESBURY CAPITAL PLC | (2,091 | ) | (79 | ) | (4.8 | ) | ||||||||
| (63,242) | WEIR ORD | (2,087 | ) | (460 | ) | (4.8 | ) | ||||||||
| (23,084) | TERRAVEST INDUSTRIES INC | (2,057 | ) | 77 | (4.7 | ) | |||||||||
| (87,800) | SANWA HOLDINGS CORP | (2,053 | ) | 0 | (4.7 | ) | |||||||||
| (1,125,200) | SANDS CHINA LTD | (2,048 | ) | 6 | (4.7 | ) | |||||||||
| (96,200) | INTERNET INITIATIVE JAPAN INC | (2,046 | ) | 0 | (4.7 | ) | |||||||||
| (252,609) | NOVAGOLD RES | (2,044 | ) | (83 | ) | (4.7 | ) | ||||||||
| (595,150) | BARRATT REDROW PLC | (2,036 | ) | (703 | ) | (4.7 | ) | ||||||||
| (150,800) | GOLDWIN INC | (2,035 | ) | 0 | (4.7 | ) | |||||||||
| (24,626) | BEIERSDORF | (2,030 | ) | (258 | ) | (4.7 | ) | ||||||||
| (267,766) | TRAVIS PERKINS PLC | (2,028 | ) | (439 | ) | (4.7 | ) | ||||||||
| (403,700) | OJI HOLDINGS CORP | (2,020 | ) | (1 | ) | (4.6 | ) | ||||||||
| (113,795) | COFACE SA | (2,019 | ) | (73 | ) | (4.6 | ) | ||||||||
| 122 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
World Equity Ex-US Fund (Concluded)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (44,114) | BAKKAFROST | $ | (2,019 | ) | $ | (13 | ) | (4.6 | )% | ||||||
| (304,335) | COLONIAL SFL ORD | (2,013 | ) | 48 | (4.6 | ) | |||||||||
| (32,400) | TOYO SUISAN KAISHA LTD | (1,992 | ) | (1 | ) | (4.6 | ) | ||||||||
| (109,851) | HENNES & MAURITZ B | (1,975 | ) | (3 | ) | (4.5 | ) | ||||||||
| (541,086) | VIZSLA SILVER CORP | (1,973 | ) | (144 | ) | (4.5 | ) | ||||||||
| (112,739) | UNITED UTILITIES GROUP PLC | (1,949 | ) | (374 | ) | (4.5 | ) | ||||||||
| (1,762,000) | UNITED LAB | (1,933 | ) | 1 | (4.4 | ) | |||||||||
| (705,991) | BT GROUP PLC | (1,919 | ) | (117 | ) | (4.4 | ) | ||||||||
| (82,603) | THULE GROUP | (1,914 | ) | 17 | (4.4 | ) | |||||||||
| (1,685,220) | SPARK NEW ZEALAND LTD | (1,904 | ) | (128 | ) | (4.4 | ) | ||||||||
| (19,470) | BOYD GROUP SERVICES INC | (1,895 | ) | 155 | (4.4 | ) | |||||||||
| (10,026) | VZ HOLDING N | (1,893 | ) | (394 | ) | (4.3 | ) | ||||||||
| (31,542) | LANDIS GYR GROUP AG | (1,877 | ) | 357 | (4.3 | ) | |||||||||
| (45,307) | RANDSTAD NV | (1,431 | ) | (1,251 | ) | (3.3 | ) | ||||||||
| (16,111) | INTERPUMP GROUP | (671 | ) | (155 | ) | (1.5 | ) | ||||||||
Percentages are based on Net Assets of $9,344,806 ($ Thousands).
| ‡ | Real Estate Investment Trust. |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| † | Investment in Affiliated Security. |
| (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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 110,672 | $ | 202,788 | $ | (282,402 | ) | $ | — | $ | — | $ | 31,058 | $ | 741 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 123 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 93.9% | ||||||||
| Australia — 2.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| Hipages Group Holdings Ltd* | 19,110 | $ | 13 | |||||
| Energy — 0.1% | ||||||||
| Ampol Ltd | 4,997 | 154 | ||||||
| Woodside Energy Group Ltd | 4,326 | 101 | ||||||
| 255 | ||||||||
| Financials — 0.2% | ||||||||
| AMP Ltd | 42,110 | 72 | ||||||
| ANZ Group Holdings Ltd | 1,751 | 46 | ||||||
| Euroz Hartleys Group Ltd | 32,002 | 33 | ||||||
| QBE Insurance Group Ltd | 14,325 | 228 | ||||||
| 379 | ||||||||
| Health Care — 0.1% | ||||||||
| 4DMedical Ltd* | 23,600 | 58 | ||||||
| Austco Healthcare Ltd* | 56,448 | 10 | ||||||
| Cogstate Ltd | 75,820 | 167 | ||||||
| Pro Medicus Ltd | 100 | 13 | ||||||
| 248 | ||||||||
| Industrials — 0.7% | ||||||||
| Aurizon Holdings Ltd | 67,008 | 176 | ||||||
| Computershare Ltd | 27,881 | 794 | ||||||
| Qantas Airways Ltd | 8,028 | 54 | ||||||
| SKS Technologies Group Ltd | 14,375 | 84 | ||||||
| SmartGroup Corp Ltd | 11,688 | 89 | ||||||
| SRG Global Ltd | 36,327 | 99 | ||||||
| 1,296 | ||||||||
| Information Technology — 0.1% | ||||||||
| Codan Ltd | 3,284 | 111 | ||||||
| Materials — 0.8% | ||||||||
| BHP Group Ltd | 8,250 | 388 | ||||||
| Capral Ltd | 8,819 | 74 | ||||||
| GR Engineering Services Ltd | 28,404 | 134 | ||||||
| Grange Resources Ltd* | 61,970 | 6 | ||||||
| Macmahon Holdings Ltd | 286,343 | 203 | ||||||
| Minerals 260 Ltd* | 104,641 | 66 | ||||||
| MLG OZ Ltd | 10,369 | 6 | ||||||
| OceanaGold Corp | 1,500 | 44 | ||||||
| Rio Tinto Ltd | 3,367 | 421 | ||||||
| Tribune Resources Ltd | 2,507 | 10 | ||||||
| 1,352 | ||||||||
| Real Estate — 0.1% | ||||||||
| Servcorp Ltd | 19,441 | 85 | ||||||
| Total Australia | 3,739 | |||||||
| Austria — 0.6% | ||||||||
| Financials — 0.1% | ||||||||
| Erste Group Bank AG | 1,166 | 164 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.1% | ||||||||
| Porr Ag | 2,068 | $ | 89 | |||||
| Strabag SE | 389 | 43 | ||||||
| Zumtobel Group AG | 10,487 | 49 | ||||||
| 181 | ||||||||
| Information Technology — 0.1% | ||||||||
| AT&S Austria Technologie & Systemtechnik AG* | 602 | 107 | ||||||
| Materials — 0.3% | ||||||||
| AMAG Austria Metall AG | 522 | 16 | ||||||
| Mondi PLC | 45,522 | 530 | ||||||
| 546 | ||||||||
| Total Austria | 998 | |||||||
| Belgium — 1.0% | ||||||||
| Health Care — 0.6% | ||||||||
| Argenx SE* | 585 | 600 | ||||||
| Argenx SE ADR* | 273 | 282 | ||||||
| Financiere de Tubize SA | 220 | 47 | ||||||
| UCB SA | 596 | 149 | ||||||
| 1,078 | ||||||||
| Industrials — 0.0% | ||||||||
| Moury Construct SA | 24 | 21 | ||||||
| Information Technology — 0.0% | ||||||||
| Econocom Group SA/NV | 4,198 | 7 | ||||||
| Materials — 0.4% | ||||||||
| Syensqo SA | 3,573 | 337 | ||||||
| Umicore SA | 9,482 | 261 | ||||||
| 598 | ||||||||
| Total Belgium | 1,704 | |||||||
| Brazil — 1.9% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Ultrapar Participacoes SA | 8,100 | 54 | ||||||
| Consumer Staples — 0.7% | ||||||||
| Ambev SA | 422,820 | 1,231 | ||||||
| Financials — 0.6% | ||||||||
| Banco do Brasil SA | 263,080 | 1,058 | ||||||
| NU Holdings Ltd/Cayman Islands, Cl A* | 4,615 | 67 | ||||||
| 1,125 | ||||||||
| Information Technology — 0.3% | ||||||||
| Allied Tecnologia SA | 7,600 | 7 | ||||||
| TOTVS SA | 85,900 | 589 | ||||||
| 596 | ||||||||
| 124 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.1% | ||||||||
| Vale SA | 11,600 | $ | 175 | |||||
| Utilities — 0.2% | ||||||||
| Cia de Saneamento de Minas Gerais Copasa MG | 8,700 | 93 | ||||||
| Cia Paranaense de Energia - Copel | 26,300 | 75 | ||||||
| Eneva SA* | 29,400 | 149 | ||||||
| 317 | ||||||||
| Total Brazil | 3,498 | |||||||
| Canada — 5.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| Quebecor Inc, Cl B | 6,163 | 273 | ||||||
| Consumer Discretionary — 0.8% | ||||||||
| Aritzia Inc* | 2,592 | 247 | ||||||
| BRP Inc | 1,936 | 120 | ||||||
| Dollarama Inc | 3,004 | 379 | ||||||
| Magna International Inc, Cl A | 10,763 | 706 | ||||||
| Reitmans Canada Ltd, Cl A* | 11,197 | 17 | ||||||
| 1,469 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Canada Packers Inc | 5,200 | 62 | ||||||
| Loblaw Cos Ltd | 2,148 | 94 | ||||||
| 156 | ||||||||
| Energy — 0.5% | ||||||||
| Bonterra Energy Corp* | 1,600 | 7 | ||||||
| Hemisphere Energy Corp | 79,161 | 130 | ||||||
| Source Energy Services Ltd* | 6,640 | 55 | ||||||
| Spartan Delta Corp* | 8,522 | 81 | ||||||
| Suncor Energy Inc | 6,538 | 437 | ||||||
| Total Energy Services Inc | 7,500 | 170 | ||||||
| Yangarra Resources Ltd* | 30,000 | 34 | ||||||
| 914 | ||||||||
| Financials — 2.4% | ||||||||
| Bank of Montreal | 1,888 | 322 | ||||||
| Bank of Nova Scotia/The | 5,245 | 480 | ||||||
| Canadian Imperial Bank of Commerce | 8,888 | 1,009 | ||||||
| Great-West Lifeco Inc | 4,871 | 313 | ||||||
| iA Financial Corp Inc | 1,948 | 278 | ||||||
| National Bank of Canada | 2,200 | 337 | ||||||
| Royal Bank of Canada | 2,546 | 520 | ||||||
| Sun Life Financial Inc | 1,500 | 118 | ||||||
| Toronto-Dominion Bank/The | 7,665 | 927 | ||||||
| 4,304 | ||||||||
| Health Care — 0.1% | ||||||||
| Extendicare Inc | 5,081 | 112 | ||||||
| HLS Therapeutics Inc* | 2,600 | 7 | ||||||
| 119 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.5% | ||||||||
| Bombardier Inc, Cl B* | 300 | $ | 65 | |||||
| Element Fleet Management Corp | 4,982 | 95 | ||||||
| Hammond Manufacturing Co Ltd, Cl A | 400 | 7 | ||||||
| Stantec Inc | 500 | 36 | ||||||
| TFI International Inc | 1,387 | 186 | ||||||
| Toromont Industries Ltd | 3,335 | 482 | ||||||
| 871 | ||||||||
| Information Technology — 0.4% | ||||||||
| Celestica Inc* | 314 | 94 | ||||||
| Descartes Systems Group Inc/The* | 828 | 67 | ||||||
| Kinaxis Inc* | 1,095 | 140 | ||||||
| Shopify Inc, Cl A* | 2,847 | 419 | ||||||
| Thinkific Labs Inc* | 21,200 | 22 | ||||||
| Vecima Networks Inc | 3,100 | 27 | ||||||
| 769 | ||||||||
| Materials — 0.3% | ||||||||
| 5N Plus Inc* | 3,971 | 73 | ||||||
| CCL Industries Inc, Cl B | 2,050 | 137 | ||||||
| Centerra Gold Inc, Cl Common Subs. Receipt | 2,500 | 57 | ||||||
| Dynacor Group Inc | 3,132 | 13 | ||||||
| Fortuna Mining Corp* | 5,700 | 69 | ||||||
| Hudbay Minerals Inc | 1,000 | 29 | ||||||
| Monument Mining Ltd | 145,971 | 108 | ||||||
| Pan American Silver Corp | 1,900 | 99 | ||||||
| 585 | ||||||||
| Real Estate — 0.1% | ||||||||
| Dream Industrial Real Estate Investment Trust, Cl Trust Units‡ | 8,991 | 88 | ||||||
| Melcor Developments Ltd | 2,800 | 38 | ||||||
| 126 | ||||||||
| Utilities — 0.3% | ||||||||
| Atco Ltd/Canada, Cl I | 3,704 | 199 | ||||||
| Emera Inc | 5,859 | 294 | ||||||
| 493 | ||||||||
| Total Canada | 10,079 | |||||||
| Chile — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Falabella SA | 8,279 | 55 | ||||||
| Materials — 0.1% | ||||||||
| Sociedad Quimica y Minera de Chile SA ADR | 963 | 76 | ||||||
| Total Chile | 131 | |||||||
| China — 6.6% | ||||||||
| Communication Services — 1.7% | ||||||||
| Archosaur Games Inc* | 258,000 | 61 | ||||||
| Autohome Inc, Cl A | 1,500 | 8 | ||||||
| Baidu Inc, Cl A* | 23,150 | 277 | ||||||
| SEI Institutional Investments Trust | 125 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 1,300 | $ | 74 | |||||
| Giant Network Group Co Ltd, Cl A | 17,700 | 72 | ||||||
| Homeland Interactive Technology Ltd* | 54,000 | 8 | ||||||
| JOYY Inc ADR | 1,171 | 88 | ||||||
| Kuaishou Technology, Cl B | 16,600 | 71 | ||||||
| Linmon Media Ltd* | 34,300 | 12 | ||||||
| Tencent Holdings Ltd | 38,000 | 2,182 | ||||||
| Tongdao Liepin Group | 38,600 | 12 | ||||||
| Zhejiang Century Huatong Group Co Ltd, Cl A | 54,800 | 115 | ||||||
| 2,980 | ||||||||
| Consumer Discretionary — 1.6% | ||||||||
| Aerospace Hi-Tech Holdings Grp Ltd, Cl A | 35,400 | 74 | ||||||
| Alibaba Group Holding Ltd | 85,800 | 1,226 | ||||||
| Best Pacific International Holdings Ltd | 118,000 | 40 | ||||||
| China Xinhua Education Group Ltd* | 122,000 | 5 | ||||||
| Cosmo Lady China Holdings Co Ltd | 592,000 | 21 | ||||||
| Edvantage Group Holdings Ltd | 230,000 | 13 | ||||||
| Haier Smart Home Co Ltd, Cl A | 311,400 | 850 | ||||||
| Prinx Chengshan Holdings Ltd | 17,000 | 15 | ||||||
| Q P Group Holdings Ltd | 62,000 | 9 | ||||||
| Shenzhou International Group Holdings Ltd | 117,100 | 522 | ||||||
| TAL Education Group ADR* | 4,854 | 57 | ||||||
| Vipshop Holdings Ltd ADR | 4,022 | 53 | ||||||
| Xiabuxiabu Catering Management China Holdings Co Ltd* | 262,500 | 9 | ||||||
| XJ International Holdings Co Ltd* | 480,000 | 9 | ||||||
| Zibuyu Group Ltd | 38,500 | 21 | ||||||
| 2,924 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Hengan International Group Co Ltd | 21,500 | 61 | ||||||
| Natural Food International Holding Ltd | 296,000 | 58 | ||||||
| Shenguan Holdings Group Ltd* | 1,030,572 | 20 | ||||||
| 139 | ||||||||
| Energy — 0.1% | ||||||||
| Anton Oilfield Services Group/Hong Kong | 300,000 | 29 | ||||||
| China Merchants Energy Shipping Co Ltd, Cl A | 48,200 | 135 | ||||||
| Yankuang Energy Group Co Ltd, Cl H | 64,000 | 114 | ||||||
| Zhejiang Akcome New Energy Technology Co Ltd* | 92,600 | – | ||||||
| 278 | ||||||||
| Financials — 1.2% | ||||||||
| Agricultural Bank of China Ltd, Cl H | 257,000 | 208 | ||||||
| Bank of China Ltd, Cl H | 90,000 | 67 | ||||||
| Bank of Gansu Co Ltd, Cl H | 628,000 | 20 | ||||||
| BOC Hong Kong Holdings Ltd | 17,500 | 117 | ||||||
| China Merchants Bank Co Ltd, Cl H | 132,000 | 856 | ||||||
| China Taiping Insurance Holdings Co Ltd | 30,200 | 81 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Chongqing Rural Commercial Bank Co Ltd, Cl H | 165,000 | $ | 138 | |||||
| Industrial & Commercial Bank of China Ltd, Cl H | 319,000 | 307 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 40,000 | 287 | ||||||
| Postal Savings Bank of China Co Ltd, Cl H | 107,000 | 72 | ||||||
| Qfin Holdings Inc ADR | 426 | 4 | ||||||
| 2,157 | ||||||||
| Health Care — 0.2% | ||||||||
| Dian Diagnostics Group Co Ltd, Cl A | 21,400 | 59 | ||||||
| Innovent Biologics Inc* | 7,500 | 99 | ||||||
| WuXi AppTec Co Ltd, Cl H | 4,900 | 118 | ||||||
| Yonghe Medical Group Co Ltd, Cl H | 70,000 | 19 | ||||||
| Zhongzhi Pharmaceutical Holdings Ltd* | 69,000 | 6 | ||||||
| 301 | ||||||||
| Industrials — 0.2% | ||||||||
| Beijing Enterprises Urban Resources Group Ltd | 496,000 | 26 | ||||||
| China Boqi Environmental Holding Co Ltd | 121,000 | 12 | ||||||
| Contemporary Amperex Technology Co Ltd, Cl H | 1,000 | 76 | ||||||
| EVA Precision Industrial Holdings Ltd | 148,000 | 15 | ||||||
| Han's Laser Technology Industry Group Co Ltd, Cl A | 4,500 | 64 | ||||||
| JD Logistics Inc* | 15,500 | 22 | ||||||
| SITC International Holdings Co Ltd | 13,000 | 79 | ||||||
| TK Group Holdings Ltd | 154,374 | 32 | ||||||
| Xingye Alloy Materials Group Ltd* | 57,569 | 7 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 14,900 | 57 | ||||||
| 390 | ||||||||
| Information Technology — 0.2% | ||||||||
| Eoptolink Technology Inc Ltd, Cl A | 980 | 59 | ||||||
| Lenovo Group Ltd | 34,000 | 130 | ||||||
| Zhongji Innolight Co Ltd, Cl A | 700 | 89 | ||||||
| 278 | ||||||||
| Materials — 0.7% | ||||||||
| Asia - Potash International Investment Guangzhou Co Ltd, Cl A | 11,800 | 84 | ||||||
| China Gold International Resources Corp Ltd | 2,500 | 81 | ||||||
| China Tungsten And Hightech Materials Co Ltd, Cl A | 5,100 | 50 | ||||||
| CMOC Group Ltd, Cl H | 33,000 | 70 | ||||||
| Henan Shenhuo Coal Industry & Electricity Power Co Ltd, Cl A | 18,200 | 75 | ||||||
| Lee & Man Chemical Co Ltd | 34,000 | 19 | ||||||
| Lingbao Gold Group Co Ltd, Cl H | 23,400 | 66 | ||||||
| MMG Ltd* | 76,000 | 89 | ||||||
| Qingdao East Steel Tower Stock Co Ltd, Cl A | 30,600 | 82 | ||||||
| 126 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Shandong Hongqiao Aluminum Industry Holding Co Ltd, Cl A | 26,800 | $ | 72 | |||||
| Swancor Advanced Materials Co Ltd, Cl A* | 3,603 | 83 | ||||||
| Tiande Chemical Holdings Ltd | 76,000 | 10 | ||||||
| Western Mining Co Ltd, Cl A | 11,100 | 65 | ||||||
| Yunnan Aluminium Co Ltd, Cl A | 48,300 | 195 | ||||||
| Zangge Mining Co Ltd, Cl A | 5,700 | 66 | ||||||
| Zhejiang NHU Co Ltd, Cl A | 12,000 | 48 | ||||||
| Zijin Mining Group Co Ltd, Cl H | 32,000 | 149 | ||||||
| 1,304 | ||||||||
| Real Estate — 0.5% | ||||||||
| China Overseas Land & Investment Ltd | 484,000 | 771 | ||||||
| China Resources Mixc Lifestyle Services Ltd | 13,200 | 66 | ||||||
| E-Star Commercial Management Co Ltd | 262,000 | 47 | ||||||
| New Hope Service Holdings Ltd | 73,000 | 15 | ||||||
| 899 | ||||||||
| Utilities — 0.1% | ||||||||
| Beijing Enterprises Holdings Ltd | 24,500 | 101 | ||||||
| Henan Yuneng Holdings Co Ltd, Cl A* | 39,900 | 71 | ||||||
| 172 | ||||||||
| Total China | 11,822 | |||||||
| Colombia — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Ecopetrol SA ADR | 4,042 | 67 | ||||||
| Denmark — 2.2% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Pandora A/S | 4,513 | 595 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Scandinavian Tobacco Group A/S | 46,684 | 536 | ||||||
| Financials — 0.5% | ||||||||
| Danske Bank A/S | 16,595 | 959 | ||||||
| Health Care — 1.0% | ||||||||
| ALK-Abello A/S | 2,969 | 96 | ||||||
| Bavarian Nordic A/S* | 1,136 | 39 | ||||||
| Coloplast A/S, Cl B | 4,898 | 348 | ||||||
| H Lundbeck A/S | 9,827 | 64 | ||||||
| Novo Nordisk A/S ADR | 2,910 | 132 | ||||||
| Novo Nordisk A/S, Cl B | 22,142 | 1,003 | ||||||
| 1,682 | ||||||||
| Industrials — 0.1% | ||||||||
| AP Moller - Maersk A/S, Cl B | 28 | 94 | ||||||
| Information Technology — 0.0% | ||||||||
| RTX A/S* | 1,658 | 26 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.0% | ||||||||
| Fluegger Group A/S | 96 | $ | 6 | |||||
| Total Denmark | 3,898 | |||||||
| Finland — 0.3% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Atria Oyj, Cl A | 625 | 12 | ||||||
| Energy — 0.1% | ||||||||
| Neste Oyj | 4,825 | 180 | ||||||
| Financials — 0.1% | ||||||||
| Nordea Bank Abp | 9,521 | 194 | ||||||
| Industrials — 0.1% | ||||||||
| Consti Oyj | 1,258 | 17 | ||||||
| GRK Infra Oyj | 3,131 | 78 | ||||||
| Kreate Group Oyj | 2,871 | 94 | ||||||
| Raute Oyj, Cl A | 582 | 10 | ||||||
| SRV Group Oyj* | 1,153 | 11 | ||||||
| 210 | ||||||||
| Information Technology — 0.0% | ||||||||
| Loihde Oyj | 651 | 9 | ||||||
| Nokia Oyj ADR | 2,029 | 21 | ||||||
| 30 | ||||||||
| Total Finland | 626 | |||||||
| France — 6.8% | ||||||||
| Communication Services — 0.5% | ||||||||
| Deezer SA* | 3,923 | 5 | ||||||
| Publicis Groupe SA | 7,578 | 889 | ||||||
| 894 | ||||||||
| Consumer Discretionary — 1.3% | ||||||||
| Accor SA | 5,224 | 281 | ||||||
| AKWEL SADIR | 4,758 | 36 | ||||||
| Cie Generale des Etablissements Michelin SCA | 22,281 | 904 | ||||||
| LVMH Moet Hennessy Louis Vuitton SE | 1,022 | 536 | ||||||
| Sodexo SA | 7,630 | 512 | ||||||
| Vente-Unique.Com SA | 286 | 6 | ||||||
| 2,275 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| L'Oreal SA | 1,589 | 708 | ||||||
| Financials — 1.2% | ||||||||
| ABC arbitrage | 639 | 4 | ||||||
| Amundi SA | 4,226 | 463 | ||||||
| BNP Paribas SA | 4,852 | 578 | ||||||
| Caisse Regionale de Credit Agricole Mutuel de la Touraine et du Poitou | 47 | 7 | ||||||
| Caisse Regionale de Credit Agricole Mutuel Nord de France | 716 | 25 | ||||||
| SEI Institutional Investments Trust | 127 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Edenred SE | 18,647 | $ | 651 | |||||
| Societe Generale SA | 3,650 | 307 | ||||||
| VIEL & Cie SA | 4,146 | 91 | ||||||
| 2,126 | ||||||||
| Health Care — 1.1% | ||||||||
| Cegedim SA* | 2,322 | 28 | ||||||
| EssilorLuxottica SA | 2,204 | 409 | ||||||
| Ipsen SA | 1,615 | 306 | ||||||
| Sanofi SA | 14,593 | 1,297 | ||||||
| 2,040 | ||||||||
| Industrials — 1.6% | ||||||||
| Catering International Services | 1,149 | 27 | ||||||
| Rexel SA | 18,234 | 760 | ||||||
| Societe BIC SA | 4,951 | 392 | ||||||
| Sogeclair | 154 | 5 | ||||||
| Synergie SE | 476 | 16 | ||||||
| Teleperformance SE | 20,164 | 1,629 | ||||||
| 2,829 | ||||||||
| Information Technology — 0.4% | ||||||||
| ATEME SA* | 4,368 | 67 | ||||||
| Capgemini SE | 4,849 | 603 | ||||||
| Groupe SFPI | 3,420 | 8 | ||||||
| Infotel SA | 580 | 27 | ||||||
| Lacroix Group SA* | 968 | 20 | ||||||
| Quadient SA | 4 | – | ||||||
| 725 | ||||||||
| Materials — 0.3% | ||||||||
| Arkema SA | 8,405 | 585 | ||||||
| Total France | 12,182 | |||||||
| Germany — 6.3% | ||||||||
| Communication Services — 0.3% | ||||||||
| Bastei Luebbe AG | 2,568 | 20 | ||||||
| Scout24 SE | 4,951 | 458 | ||||||
| 478 | ||||||||
| Consumer Discretionary — 0.8% | ||||||||
| Aumovio SE* | 7,900 | 337 | ||||||
| Continental AG | 7,440 | 614 | ||||||
| Mercedes-Benz Group AG | 9,194 | 503 | ||||||
| Westwing Group SE* | 3,339 | 49 | ||||||
| 1,503 | ||||||||
| Financials — 0.2% | ||||||||
| Commerzbank AG | 1,858 | 87 | ||||||
| Deutsche Boerse AG | 114 | 38 | ||||||
| DWS Group GmbH & Co KGaA | 780 | 68 | ||||||
| flatexDEGIRO SE | 3,266 | 145 | ||||||
| 338 | ||||||||
| Health Care — 1.3% | ||||||||
| Bayer AG | 21,323 | 1,213 | ||||||
| Fresenius Medical Care AG | 23,775 | 1,088 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Limes Schlosskliniken AG | 43 | $ | 27 | |||||
| Merck KGaA | 291 | 47 | ||||||
| 2,375 | ||||||||
| Industrials — 1.4% | ||||||||
| Brenntag SE | 6,191 | 451 | ||||||
| Daimler Truck Holding AG | 19,871 | 1,076 | ||||||
| Deutsche Post AG | 1,252 | 81 | ||||||
| GEA Group AG | 1,534 | 119 | ||||||
| HOCHTIEF AG | 323 | 157 | ||||||
| KSB SE & Co KGaA | 10 | 11 | ||||||
| Nordex SE* | 2,017 | 89 | ||||||
| Rational AG | 856 | 624 | ||||||
| 2,608 | ||||||||
| Information Technology — 1.1% | ||||||||
| Basler AG | 970 | 26 | ||||||
| Infineon Technologies AG | 2,992 | 195 | ||||||
| Nemetschek SE | 537 | 44 | ||||||
| SAP SE | 7,468 | 1,644 | ||||||
| 1,909 | ||||||||
| Materials — 1.2% | ||||||||
| Aurubis AG | 334 | 68 | ||||||
| BASF SE | 19,497 | 1,197 | ||||||
| Evonik Industries AG | 39,239 | 866 | ||||||
| thyssenkrupp AG | 2,404 | 40 | ||||||
| 2,171 | ||||||||
| Total Germany | 11,382 | |||||||
| Greece — 0.2% | ||||||||
| Energy — 0.1% | ||||||||
| Motor Oil Hellas Corinth Refineries SA | 3,228 | 226 | ||||||
| Financials — 0.1% | ||||||||
| Piraeus Bank SA | 4,778 | 57 | ||||||
| Industrials — 0.0% | ||||||||
| Mevaco SA | 1,217 | 11 | ||||||
| Materials — 0.0% | ||||||||
| Thrace Plastics Holding and Co | 7,160 | 42 | ||||||
| Total Greece | 336 | |||||||
| Guatemala — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Millicom International Cellular SA | 1,089 | 102 | ||||||
| Hong Kong — 1.6% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Ajisen China Holdings Ltd | 417,000 | 42 | ||||||
| Goldlion Holdings Ltd | 291,000 | 33 | ||||||
| LH GROUP LTD* | 56,000 | 2 | ||||||
| Pou Sheng International Holdings Ltd | 196,000 | 10 | ||||||
| Sitoy Group Holdings Ltd | 322,000 | 19 | ||||||
| 128 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sundart Holdings Ltd | 274,000 | $ | 23 | |||||
| Texwinca Holdings Ltd | 629,257 | 78 | ||||||
| Time Watch Investments Ltd | 263,233 | 7 | ||||||
| 214 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| DFI Retail Group Holdings Ltd | 13,500 | 50 | ||||||
| Financials — 0.9% | ||||||||
| AIA Group Ltd | 112,427 | 1,087 | ||||||
| Hong Kong Exchanges & Clearing Ltd | 10,700 | 578 | ||||||
| 1,665 | ||||||||
| Health Care — 0.1% | ||||||||
| Jacobson Pharma Corp Ltd | 288,000 | 39 | ||||||
| Lee's Pharmaceutical Holdings Ltd | 167,610 | 27 | ||||||
| 66 | ||||||||
| Industrials — 0.1% | ||||||||
| Build King Holdings Ltd | 25,302 | 5 | ||||||
| Cathay Pacific Airways Ltd | 45,000 | 82 | ||||||
| China High Speed Transmission Equipment Group Co Ltd* | 134,000 | 18 | ||||||
| New Times Corp Ltd* | 578,000 | 2 | ||||||
| Taylor Maritime Ltd | 6,950 | 5 | ||||||
| YTO International Express & Supply Chain Technology Ltd* | 110,000 | 17 | ||||||
| 129 | ||||||||
| Information Technology — 0.3% | ||||||||
| PAX Global Technology Ltd | 168,000 | 87 | ||||||
| SAS Dragon Holdings Ltd | 14,000 | 16 | ||||||
| Smart-Core Holdings Ltd | 30,000 | 19 | ||||||
| VTech Holdings Ltd | 57,350 | 374 | ||||||
| 496 | ||||||||
| Real Estate — 0.1% | ||||||||
| CK Asset Holdings Ltd | 14,500 | 83 | ||||||
| Hong Kong Ferry Holdings Co Ltd | 42,000 | 27 | ||||||
| Midland Holdings Ltd | 353,994 | 87 | ||||||
| Tian An China Investment Co Ltd | 14,000 | 6 | ||||||
| 203 | ||||||||
| Total Hong Kong | 2,823 | |||||||
| Hungary — 0.1% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| AutoWallis Nyrt* | 32,362 | 14 | ||||||
| Energy — 0.1% | ||||||||
| MOL Hungarian Oil & Gas PLC* | 4,408 | 71 | ||||||
| Financials — 0.0% | ||||||||
| MBH Bank Nyrt* | 1,761 | 14 | ||||||
| Total Hungary | 99 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| India — 1.5% | ||||||||
| Communication Services — 0.2% | ||||||||
| Bharti Airtel Ltd | 11,567 | $ | 220 | |||||
| DB Corp Ltd | 58,386 | 122 | ||||||
| TV Today Network Ltd | 5,600 | 7 | ||||||
| 349 | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Bajaj Auto Ltd | 1,012 | 129 | ||||||
| Forbes & Co Ltd* | 242 | 1 | ||||||
| Sansera Engineering Ltd | 2,834 | 119 | ||||||
| TVS Motor Co Ltd | 2,066 | 94 | ||||||
| 343 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Marico Ltd | 6,818 | 59 | ||||||
| Nestle India Ltd | 11,026 | 173 | ||||||
| 232 | ||||||||
| Energy — 0.0% | ||||||||
| Great Eastern Shipping Co Ltd/The | 4,064 | 55 | ||||||
| Financials — 0.5% | ||||||||
| Bengal & Assam Co Ltd | 289 | 20 | ||||||
| BSE Ltd | 2,052 | 71 | ||||||
| HDFC Bank Ltd ADR | 35,436 | 804 | ||||||
| Multi Commodity Exchange of India Ltd | 1,780 | 63 | ||||||
| 958 | ||||||||
| Health Care — 0.1% | ||||||||
| Acutaas Chemicals Ltd | 2,111 | 70 | ||||||
| Industrials — 0.2% | ||||||||
| Adani Ports & Special Economic Zone Ltd | 4,049 | 67 | ||||||
| Cummins India Ltd | 1,488 | 80 | ||||||
| GE Vernova T&D India Ltd | 1,301 | 61 | ||||||
| Hitachi Energy India Ltd | 268 | 95 | ||||||
| 303 | ||||||||
| Materials — 0.2% | ||||||||
| Navin Fluorine International Ltd | 1,293 | 118 | ||||||
| Solar Industries India Ltd | 488 | 103 | ||||||
| Transpek Industry Ltd | 559 | 9 | ||||||
| Vedanta Ltd | 22,040 | 64 | ||||||
| 294 | ||||||||
| Total India | 2,604 | |||||||
| Indonesia — 0.9% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telkom Indonesia Persero Tbk PT | 3,827,384 | 560 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Akasha Wira International Tbk PT* | 24,200 | 44 | ||||||
| BISI International Tbk PT | 370,703 | 15 | ||||||
| Cisadane Sawit Raya Tbk PT | 207,055 | 9 | ||||||
| SEI Institutional Investments Trust | 129 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Delta Djakarta Tbk PT | 34,500 | $ | 4 | |||||
| First Resources Ltd | 50,400 | 181 | ||||||
| Golden Agri-Resources Ltd | 287,800 | 71 | ||||||
| 324 | ||||||||
| Energy — 0.2% | ||||||||
| Adaro Andalan Indonesia PT | 115,700 | 71 | ||||||
| Elnusa Tbk PT | 4,519,600 | 183 | ||||||
| 254 | ||||||||
| Financials — 0.2% | ||||||||
| Bank Rakyat Indonesia Persero Tbk PT | 2,140,400 | 393 | ||||||
| Industrials — 0.0% | ||||||||
| Asahimas Flat Glass Tbk PT | 25,700 | 5 | ||||||
| IMC Pelita Logistik TBK PT | 715,497 | 13 | ||||||
| Jasa Armada Indonesia Tbk PT | 1,479,200 | 25 | ||||||
| Sunindo Pratama Tbk PT | 705,700 | 28 | ||||||
| 71 | ||||||||
| Total Indonesia | 1,602 | |||||||
| Ireland — 1.9% | ||||||||
| Financials — 0.9% | ||||||||
| Aon PLC, Cl A | 2,244 | 722 | ||||||
| Bank of Ireland Group PLC | 39,764 | 877 | ||||||
| 1,599 | ||||||||
| Industrials — 0.1% | ||||||||
| AerCap Holdings NV | 1,407 | 205 | ||||||
| Information Technology — 0.9% | ||||||||
| Accenture PLC, Cl A | 8,538 | 1,620 | ||||||
| Total Ireland | 3,424 | |||||||
| Israel — 0.7% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Global-e Online Ltd, Cl E* | 1,522 | 57 | ||||||
| Financials — 0.1% | ||||||||
| Clal Insurance Enterprises Holdings Ltd | 652 | 57 | ||||||
| Harel Insurance Investments & Financial Services Ltd | 1,940 | 125 | ||||||
| 182 | ||||||||
| Information Technology — 0.5% | ||||||||
| Check Point Software Technologies Ltd* | 6,133 | 852 | ||||||
| Wix.com Ltd* | 541 | 48 | ||||||
| 900 | ||||||||
| Real Estate — 0.0% | ||||||||
| Mega Or Holdings Ltd | 431 | 65 | ||||||
| Utilities — 0.1% | ||||||||
| Doral Group Renewable Energy Resources Ltd* | 2,610 | 57 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| OPC Energy Ltd* | 1,842 | $ | 61 | |||||
| 118 | ||||||||
| Total Israel | 1,322 | |||||||
| Italy — 1.7% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Ferrari NV | 479 | 202 | ||||||
| Pirelli & C SpA | 55,085 | 426 | ||||||
| 628 | ||||||||
| Financials — 1.2% | ||||||||
| Banca Mediolanum SpA | 5,576 | 156 | ||||||
| Intesa Sanpaolo SpA | 72,526 | 571 | ||||||
| Nexi SpA | 112,523 | 575 | ||||||
| Poste Italiane SpA | 4,075 | 132 | ||||||
| UniCredit SpA | 7,423 | 725 | ||||||
| Unipol Assicurazioni SpA | 1,354 | 44 | ||||||
| 2,203 | ||||||||
| Industrials — 0.1% | ||||||||
| Avio SpA | 1,699 | 58 | ||||||
| Azienda Bresciana Petroli Nocivelli SpA | 4,000 | 29 | ||||||
| Prysmian SpA | 498 | 70 | ||||||
| 157 | ||||||||
| Information Technology — 0.1% | ||||||||
| Technoprobe SpA* | 4,423 | 139 | ||||||
| Total Italy | 3,127 | |||||||
| Japan — 12.5% | ||||||||
| Communication Services — 0.9% | ||||||||
| Capcom Co Ltd | 2,300 | 61 | ||||||
| CyberAgent Inc | 8,300 | 70 | ||||||
| Dentsu Group Inc* | 18,341 | 425 | ||||||
| Koei Tecmo Holdings Co Ltd | 18,000 | 192 | ||||||
| Konami Group Corp | 1,000 | 138 | ||||||
| Nintendo Co Ltd | 3,300 | 186 | ||||||
| Square Enix Holdings Co Ltd | 8,300 | 154 | ||||||
| Toei Animation Co Ltd | 16,600 | 318 | ||||||
| 1,544 | ||||||||
| Consumer Discretionary — 1.7% | ||||||||
| Ainavo Holdings Co Ltd | 2,150 | 11 | ||||||
| Airtrip Corp | 4,200 | 21 | ||||||
| Food & Life Cos Ltd | 3,600 | 133 | ||||||
| Ichikoh Industries Ltd | 6,200 | 22 | ||||||
| Koito Manufacturing Co Ltd | 23,701 | 399 | ||||||
| K's Holdings Corp | 6,000 | 73 | ||||||
| Open House Group Co Ltd | 1,900 | 95 | ||||||
| Ryohin Keikaku Co Ltd | 5,200 | 141 | ||||||
| Saizeriya Co Ltd | 2,300 | 102 | ||||||
| Seiko Group Corp | 1,400 | 103 | ||||||
| Seria Co Ltd | 6,000 | 166 | ||||||
| Shimamura Co Ltd | 6,000 | 123 | ||||||
| Shimano Inc | 4,037 | 503 | ||||||
| Skylark Holdings Co Ltd | 9,600 | 202 | ||||||
| 130 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sony Group Corp | 5,900 | $ | 146 | |||||
| Sumitomo Electric Industries Ltd | 16,000 | 222 | ||||||
| Tosho Co Ltd | 3,100 | 14 | ||||||
| Toyoda Gosei Co Ltd | 2,300 | 79 | ||||||
| Univance Corp | 3,100 | 16 | ||||||
| Yamaha Corp | 58,809 | 492 | ||||||
| 3,063 | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Kao Corp | 3,200 | 73 | ||||||
| Kewpie Corp | 3,900 | 116 | ||||||
| Kirin Holdings Co Ltd | 13,300 | 254 | ||||||
| Kobe Bussan Co Ltd | 1,900 | 34 | ||||||
| Megmilk Snow Brand Co Ltd | 2,700 | 63 | ||||||
| MEIJI Holdings Co Ltd | 6,600 | 185 | ||||||
| Sugi Holdings Co Ltd | 8,600 | 71 | ||||||
| Suntory Beverage & Food Ltd | 23,400 | 660 | ||||||
| Yamazaki Baking Co Ltd | 3,200 | 74 | ||||||
| 1,530 | ||||||||
| Energy — 0.0% | ||||||||
| Cosmo Energy Holdings Co Ltd | 3,700 | 99 | ||||||
| Financials — 1.1% | ||||||||
| Daishi Hokuetsu Financial Group Inc | 5,400 | 88 | ||||||
| Fukuoka Financial Group Inc | 4,500 | 221 | ||||||
| Hyakujushi Bank Ltd/The | 5,300 | 103 | ||||||
| Japan Exchange Group Inc | 5,200 | 73 | ||||||
| Japan Post Bank Co Ltd | 8,900 | 188 | ||||||
| Japan Post Holdings Co Ltd | 4,800 | 74 | ||||||
| Kita-Nippon Bank Ltd/The | 2,000 | 99 | ||||||
| Mitsubishi UFJ Financial Group Inc | 14,600 | 333 | ||||||
| Mizuho Financial Group Inc | 1,400 | 75 | ||||||
| Nishi-Nippon Financial Holdings Inc | 4,300 | 131 | ||||||
| ORIX Corp | 2,500 | 97 | ||||||
| San-In Godo Bank Ltd/The | 6,000 | 99 | ||||||
| Shimizu Bank Ltd/The | 900 | 18 | ||||||
| Sumitomo Mitsui Financial Group Inc | 5,100 | 219 | ||||||
| Taiko Bank Ltd/The | 2,600 | 50 | ||||||
| Tottori Bank Ltd/The | 3,100 | 38 | ||||||
| 1,906 | ||||||||
| Health Care — 1.6% | ||||||||
| Asahi Intecc Co Ltd | 4,700 | 111 | ||||||
| Eisai Co Ltd | 7,800 | 232 | ||||||
| Hoya Corp | 2,900 | 444 | ||||||
| M3 Inc | 44,000 | 505 | ||||||
| Nakanishi Inc | 3,900 | 76 | ||||||
| Olympus Corp | 72,400 | 956 | ||||||
| Otsuka Holdings Co Ltd | 900 | 69 | ||||||
| Santen Pharmaceutical Co Ltd | 7,700 | 91 | ||||||
| Takeda Pharmaceutical Co Ltd | 5,000 | 181 | ||||||
| Terumo Corp | 12,200 | 192 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tokai Corp/Gifu | 3,000 | $ | 48 | |||||
| 2,905 | ||||||||
| Industrials — 2.9% | ||||||||
| ALSOK Co Ltd | 8,700 | 66 | ||||||
| Dai-Ichi Cutter Kogyo KK | 2,400 | 21 | ||||||
| Daikin Industries Ltd | 6,200 | 799 | ||||||
| Daiseki Co Ltd | 2,600 | 62 | ||||||
| Fukuyama Transporting Co Ltd | 2,200 | 87 | ||||||
| Hitachi Ltd | 9,700 | 329 | ||||||
| INFRONEER Holdings Inc | 16,000 | 285 | ||||||
| Kajima Corp | 2,600 | 78 | ||||||
| Kandenko Co Ltd | 1,900 | 65 | ||||||
| Kanefusa Corp | 2,300 | 11 | ||||||
| Keikyu Corp | 10,800 | 106 | ||||||
| Kikusui Holdings Corp | 500 | 8 | ||||||
| Kubota Corp | 31,000 | 566 | ||||||
| Loginet Japan Co Ltd | 500 | 15 | ||||||
| MINEBEA MITSUMI Inc | 14,800 | 311 | ||||||
| Mitsubishi Heavy Industries Ltd | 6,000 | 146 | ||||||
| Nanyo Corp | 1,200 | 14 | ||||||
| NGK Corp | 1,400 | 46 | ||||||
| Nice Corp | 700 | 9 | ||||||
| NSK Ltd | 39,100 | 270 | ||||||
| Onamba Co Ltd | 1,300 | 12 | ||||||
| Recruit Holdings Co Ltd | 14,900 | 1,688 | ||||||
| Sanyo Engineering & Construction Inc | 900 | 9 | ||||||
| Shimizu Corp | 4,500 | 67 | ||||||
| Tobu Railway Co Ltd | 2,900 | 55 | ||||||
| Trinity Industrial Corp | 5,900 | 46 | ||||||
| 5,171 | ||||||||
| Information Technology — 2.6% | ||||||||
| Brother Industries Ltd | 13,096 | 401 | ||||||
| Citizen Watch Co Ltd | 2,900 | 51 | ||||||
| FUJIFILM Holdings Corp | 36,700 | 775 | ||||||
| GMO GlobalSign Holdings KK | 4,300 | 57 | ||||||
| Horiba Ltd | 200 | 29 | ||||||
| Keyence Corp | 1,000 | 521 | ||||||
| Kioxia Holdings Corp* | 400 | 124 | ||||||
| Murata Manufacturing Co Ltd | 20,800 | 925 | ||||||
| Nissha Co Ltd | 7,600 | 61 | ||||||
| Nomura Research Institute Ltd | 4,500 | 149 | ||||||
| Oki Electric Industry Co Ltd, Cl B | 3,200 | 57 | ||||||
| Ricoh Co Ltd | 4,200 | 44 | ||||||
| SEMITEC Corp | 800 | 11 | ||||||
| Simplex Holdings Inc | 8,500 | 66 | ||||||
| TDK Corp | 41,000 | 785 | ||||||
| TIS Inc | 8,500 | 211 | ||||||
| Tokyo Electron Ltd | 733 | 257 | ||||||
| Toshiba TEC Corp | 1,100 | 22 | ||||||
| Trend Micro Inc/Japan | 1,900 | 71 | ||||||
| Wacom Co Ltd | 4,000 | 21 | ||||||
| SEI Institutional Investments Trust | 131 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Yokowo Co Ltd | 3,000 | $ | 75 | |||||
| 4,713 | ||||||||
| Materials — 0.5% | ||||||||
| Achilles Corp | 2,300 | 27 | ||||||
| ARE Holdings Inc | 2,800 | 69 | ||||||
| Fuso Chemical Co Ltd | 3,700 | 69 | ||||||
| JX Advanced Metals Corp | 3,100 | 72 | ||||||
| Nippon Kayaku Co Ltd | 6,500 | 85 | ||||||
| Sekisui Kasei Co Ltd | 6,800 | 26 | ||||||
| Sumitomo Chemical Co Ltd | 33,400 | 119 | ||||||
| Sumitomo Metal Mining Co Ltd | 3,900 | 269 | ||||||
| Tayca Corp | 34 | 1 | ||||||
| Toyo Seikan Group Holdings Ltd | 6,200 | 174 | ||||||
| 911 | ||||||||
| Real Estate — 0.4% | ||||||||
| Hulic Co Ltd | 8,100 | 90 | ||||||
| Japan Metropolitan Fund Invest, Cl A‡ | 158 | 112 | ||||||
| KDX Realty Investment Corp‡ | 66 | 61 | ||||||
| Mitsubishi Estate Co Ltd | 4,500 | 106 | ||||||
| Nomura Real Estate Holdings Inc | 20,900 | 122 | ||||||
| Orix JREIT Inc‡ | 87 | 53 | ||||||
| Tokyu Fudosan Holdings Corp | 14,700 | 122 | ||||||
| 666 | ||||||||
| Total Japan | 22,508 | |||||||
| Luxembourg — 0.2% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Samsonite Group SA | 285,996 | 444 | ||||||
| Macao — 0.7% | ||||||||
| Consumer Discretionary — 0.7% | ||||||||
| Galaxy Entertainment Group Ltd | 189,000 | 822 | ||||||
| Sands China Ltd | 265,135 | 472 | ||||||
| 1,294 | ||||||||
| Total Macao | 1,294 | |||||||
| Malaysia — 0.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Mynews Holdings Bhd | 72,000 | 8 | ||||||
| Consumer Staples — 0.2% | ||||||||
| CCK Consolidated Holdings BHD | 180,900 | 41 | ||||||
| Chin Teck Plantations BHD | 2,900 | 8 | ||||||
| Kawan Food Bhd | 76,100 | 14 | ||||||
| Keck Seng Malaysia Bhd | 7,200 | 9 | ||||||
| Kim Loong Resources Bhd | 124,300 | 86 | ||||||
| Oriental Food Industries Holdings BHD | 22,000 | 6 | ||||||
| SD Guthrie Bhd | 112,100 | 177 | ||||||
| United Malacca Bhd | 7,400 | 11 | ||||||
| United Plantations BHD | 9,000 | 71 | ||||||
| 423 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Energy — 0.1% | ||||||||
| Deleum Bhd | 320,200 | $ | 88 | |||||
| Petron Malaysia Refining & Marketing Bhd | 27,023 | 22 | ||||||
| 110 | ||||||||
| Financials — 0.0% | ||||||||
| Hong Leong Capital Bhd | 8,400 | 7 | ||||||
| MNRB Holdings Bhd | 24,400 | 18 | ||||||
| 25 | ||||||||
| Industrials — 0.1% | ||||||||
| Chin Well Holdings BHD | 65,300 | 12 | ||||||
| Favelle Favco Bhd | 25,000 | 10 | ||||||
| Kumpulan Fima BHD | 47,200 | 32 | ||||||
| Sunway Bhd | 76,400 | 97 | ||||||
| 151 | ||||||||
| Materials — 0.0% | ||||||||
| Thong Guan Industries Bhd | 27,700 | 11 | ||||||
| Real Estate — 0.0% | ||||||||
| Paramount Corp Bhd | 33,500 | 9 | ||||||
| Tambun Indah Land Bhd | 93,800 | 17 | ||||||
| 26 | ||||||||
| Total Malaysia | 754 | |||||||
| Mexico — 0.1% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Fomento Economico Mexicano SAB de CV ADR | 1,110 | 134 | ||||||
| Materials — 0.0% | ||||||||
| Industrias Penoles SAB de CV | 1,735 | 91 | ||||||
| Total Mexico | 225 | |||||||
| Netherlands — 4.7% | ||||||||
| Communication Services — 0.2% | ||||||||
| Universal Music Group NV | 18,364 | 312 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Basic-Fit NV* | 1,795 | 70 | ||||||
| Financials — 1.6% | ||||||||
| ABN AMRO Bank NV | 11,159 | 541 | ||||||
| Flow Traders Ltd* | 15,077 | 513 | ||||||
| ING Groep NV | 50,851 | 1,800 | ||||||
| 2,854 | ||||||||
| Health Care — 0.2% | ||||||||
| Koninklijke Philips NV | 12,702 | 338 | ||||||
| Industrials — 1.2% | ||||||||
| IMCD NV | 2,888 | 336 | ||||||
| Koninklijke Heijmans N.V | 1,345 | 138 | ||||||
| Randstad NV | 12,364 | 581 | ||||||
| 132 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Signify NV | 28,367 | $ | 508 | |||||
| Wolters Kluwer NV | 5,994 | 493 | ||||||
| 2,056 | ||||||||
| Information Technology — 1.5% | ||||||||
| ASM International NV | 503 | 473 | ||||||
| ASML Holding NV | 248 | 421 | ||||||
| ASML Holding NV, Cl G | 1,057 | 1,793 | ||||||
| Nebius Group NV, Cl A* | 176 | 36 | ||||||
| 2,723 | ||||||||
| Total Netherlands | 8,353 | |||||||
| New Zealand — 0.1% | ||||||||
| Communication Services — 0.0% | ||||||||
| SKY Network Television Ltd | 20,592 | 44 | ||||||
| Health Care — 0.1% | ||||||||
| Aroa Biosurgery Ltd* | 22,919 | 9 | ||||||
| Fisher & Paykel Healthcare Corp Ltd | 3,447 | 91 | ||||||
| 100 | ||||||||
| Materials — 0.0% | ||||||||
| Steel & Tube Holdings Ltd* | 20,968 | 4 | ||||||
| Total New Zealand | 148 | |||||||
| Norway — 0.9% | ||||||||
| Energy — 0.5% | ||||||||
| Equinor ASA | 19,652 | 842 | ||||||
| Frontline PLC | 1,477 | 65 | ||||||
| 907 | ||||||||
| Financials — 0.3% | ||||||||
| Gjensidige Forsikring ASA | 17,953 | 543 | ||||||
| Health Care — 0.0% | ||||||||
| Medistim ASA | 563 | 15 | ||||||
| Industrials — 0.1% | ||||||||
| Cambi ASA | 19,235 | 46 | ||||||
| Klaveness Combination Carriers ASA | 3,165 | 37 | ||||||
| Wilh Wilhelmsen Holding ASA, Cl B | 644 | 52 | ||||||
| 135 | ||||||||
| Information Technology — 0.0% | ||||||||
| Kitron ASA | 6,354 | 63 | ||||||
| Total Norway | 1,663 | |||||||
| Peru — 0.1% | ||||||||
| Financials — 0.1% | ||||||||
| Intercorp Financial Services Inc | 1,339 | 73 | ||||||
| Materials — 0.0% | ||||||||
| Sociedad Minera Cerro Verde SAA | 365 | 25 | ||||||
| Volcan Cia Minera SAA* | 154,079 | 40 | ||||||
| 65 | ||||||||
| Total Peru | 138 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Philippines — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Petron Corp | 256,000 | $ | 9 | |||||
| Shell Pilipinas Corp | 63,400 | 9 | ||||||
| 18 | ||||||||
| Information Technology — 0.0% | ||||||||
| Integrated Micro-Electronics Inc* | 80,000 | 9 | ||||||
| Total Philippines | 27 | |||||||
| Poland — 0.2% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Amica SA | 3,106 | 41 | ||||||
| Fabryki Mebli Forte SA* | 4,044 | 17 | ||||||
| VRG SA* | 11,840 | 17 | ||||||
| 75 | ||||||||
| Energy — 0.1% | ||||||||
| ORLEN SA | 2,496 | 103 | ||||||
| Information Technology — 0.1% | ||||||||
| Comp SA* | 6,612 | 168 | ||||||
| Spyrosoft SA* | 49 | 6 | ||||||
| Wasko SA | 9,729 | 15 | ||||||
| 189 | ||||||||
| Materials — 0.0% | ||||||||
| Arctic Paper SA* | 5,499 | 10 | ||||||
| KGHM Polska Miedz SA | 185 | 18 | ||||||
| 28 | ||||||||
| Total Poland | 395 | |||||||
| Portugal — 0.1% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Sonae SGPS SA | 29,201 | 68 | ||||||
| Energy — 0.0% | ||||||||
| Galp Energia SGPS SA, Cl B | 1,777 | 44 | ||||||
| Utilities — 0.1% | ||||||||
| EDP SA | 12,507 | 68 | ||||||
| Total Portugal | 180 | |||||||
| Qatar — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Ooredoo QPSC | 62,391 | 217 | ||||||
| Saudi Arabia — 0.1% | ||||||||
| Energy — 0.1% | ||||||||
| Saudi Arabian Oil Co | 25,964 | 179 | ||||||
| Singapore — 1.2% | ||||||||
| Communication Services — 0.0% | ||||||||
| IGG Inc | 88,164 | 34 | ||||||
| SEI Institutional Investments Trust | 133 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Sea Ltd ADR* | 201 | $ | 23 | |||||
| Consumer Staples — 0.1% | ||||||||
| Sheng Siong Group Ltd | 55,500 | 141 | ||||||
| Financials — 0.5% | ||||||||
| Hong Leong Finance Ltd | 32,100 | 62 | ||||||
| Oversea-Chinese Banking Corp Ltd | 21,700 | 537 | ||||||
| Sing Investments & Finance Ltd | 42,950 | 53 | ||||||
| Singapore Exchange Ltd | 14,400 | 288 | ||||||
| 940 | ||||||||
| Health Care — 0.0% | ||||||||
| Haw Par Corp Ltd | 5,000 | 58 | ||||||
| Industrials — 0.3% | ||||||||
| BRC Asia Ltd | 68,700 | 229 | ||||||
| HRnetgroup Ltd | 14,000 | 8 | ||||||
| Huationg Global Ltd | 67,000 | 29 | ||||||
| Nordic Group Ltd | 15,400 | 7 | ||||||
| Singapore Technologies Engineering Ltd | 36,300 | 307 | ||||||
| Tiong Woon Corp Holding Ltd | 21,600 | 16 | ||||||
| 596 | ||||||||
| Materials — 0.1% | ||||||||
| Keppel Infrastructure Trust | 181,300 | 74 | ||||||
| OM Holdings Ltd | 93,414 | 14 | ||||||
| Tat Seng Packaging Group Ltd | 6,100 | 4 | ||||||
| 92 | ||||||||
| Real Estate — 0.2% | ||||||||
| Suntec Real Estate Investment Trust‡ | 62,700 | 72 | ||||||
| UOL Group Ltd | 25,400 | 181 | ||||||
| 253 | ||||||||
| Total Singapore | 2,137 | |||||||
| South Africa — 0.3% | ||||||||
| Communication Services — 0.0% | ||||||||
| Caxton and CTP Publishers and Printers Ltd | 10,488 | 8 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| Combined Motor Holdings Ltd | 18,954 | 46 | ||||||
| Famous Brands Ltd | 8,772 | 28 | ||||||
| 74 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Clicks Group Ltd | 29,965 | 368 | ||||||
| Rainbow Chicken | 60,358 | 25 | ||||||
| 393 | ||||||||
| Financials — 0.0% | ||||||||
| Capitec Bank Holdings Ltd | 250 | 72 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.0% | ||||||||
| Hudaco Industries Ltd | 1,330 | $ | 16 | |||||
| Total South Africa | 563 | |||||||
| South Korea — 4.0% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| LG Electronics Inc | 1,063 | 167 | ||||||
| Nature Holdings Co Ltd/The | 2,954 | 15 | ||||||
| 182 | ||||||||
| Consumer Staples — 0.5% | ||||||||
| APR Corp/Korea | 395 | 134 | ||||||
| LG H&H Co Ltd | 2,794 | 638 | ||||||
| Maeil Holdings Co Ltd | 9,522 | 76 | ||||||
| 848 | ||||||||
| Energy — 0.0% | ||||||||
| HD Hyundai Co Ltd | 452 | 72 | ||||||
| Financials — 0.5% | ||||||||
| Hana Financial Group Inc | 427 | 42 | ||||||
| KB Financial Group Inc | 533 | 67 | ||||||
| Meritz Financial Group Inc* | 1,163 | 104 | ||||||
| Mirae Asset Securities Co Ltd | 2,757 | 69 | ||||||
| Shinhan Financial Group Co Ltd | 7,334 | 584 | ||||||
| Woori Financial Group Inc | 2,839 | 70 | ||||||
| 936 | ||||||||
| Industrials — 0.9% | ||||||||
| Doosan Bobcat Inc | 12,618 | 572 | ||||||
| Eusu Holdings Co Ltd | 5,018 | 24 | ||||||
| GS Holdings Corp | 431 | 40 | ||||||
| HD Hyundai Heavy Industries Co Ltd | 179 | 59 | ||||||
| HD Hyundai Marine Solution Co Ltd | 986 | 149 | ||||||
| HD Korea Shipbuilding & Offshore Engineering Co Ltd | 223 | 57 | ||||||
| LG Corp | 7,092 | 616 | ||||||
| SK Inc | 58 | 23 | ||||||
| SK Square Co Ltd | 74 | 55 | ||||||
| 1,595 | ||||||||
| Information Technology — 2.0% | ||||||||
| Eugene Technology Co Ltd | 190 | 18 | ||||||
| Samsung Electro-Mechanics Co Ltd | 70 | 74 | ||||||
| Samsung Electronics Co Ltd | 10,662 | 2,013 | ||||||
| SK hynix Inc | 1,153 | 1,396 | ||||||
| WiSoL Co Ltd | 10,974 | 49 | ||||||
| 3,550 | ||||||||
| Materials — 0.0% | ||||||||
| KG Eco Solution Co Ltd | 1,637 | 7 | ||||||
| Miwon Chemicals Co Ltd | 1,840 | 14 | ||||||
| SeAH Holdings Corp | 7 | – | ||||||
| 21 | ||||||||
| Total South Korea | 7,204 | |||||||
| 134 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Spain — 1.5% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Industria de Diseno Textil SA | 7,154 | $ | 481 | |||||
| Melia Hotels International SA | 8,042 | 93 | ||||||
| 574 | ||||||||
| Energy — 0.1% | ||||||||
| Repsol SA | 4,603 | 147 | ||||||
| Financials — 0.7% | ||||||||
| Banco Santander SA | 24,066 | 352 | ||||||
| CaixaBank SA | 51,939 | 792 | ||||||
| Unicaja Banco SA | 21,726 | 89 | ||||||
| 1,233 | ||||||||
| Health Care — 0.0% | ||||||||
| Prim SA | 2,205 | 34 | ||||||
| Industrials — 0.1% | ||||||||
| ACS Actividades de Construccion y Servicios SA | 1,240 | 146 | ||||||
| Grupo Empresarial San Jose SA | 10,474 | 94 | ||||||
| 240 | ||||||||
| Utilities — 0.3% | ||||||||
| Naturgy Energy Group SA | 11,211 | 383 | ||||||
| Solaria Energia y Medio Ambiente SA* | 3,178 | 63 | ||||||
| 446 | ||||||||
| Total Spain | 2,674 | |||||||
| Sweden — 1.5% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| MIPS AB | 1,738 | 68 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Kopparbergs Bryggeri AB, Cl B | 3,482 | 43 | ||||||
| Health Care — 0.0% | ||||||||
| Attendo AB | 5,114 | 64 | ||||||
| Industrials — 0.8% | ||||||||
| Assa Abloy AB, Cl B | 21,719 | 807 | ||||||
| Atlas Copco AB, Cl A | 2,777 | 60 | ||||||
| Bravida Holding AB | 4,225 | 62 | ||||||
| Eolus AB, Cl B | 3,944 | 19 | ||||||
| Epiroc AB, Cl A | 2,117 | 58 | ||||||
| FM Mattsson AB, Cl B | 67 | 1 | ||||||
| Indutrade AB | 4,275 | 112 | ||||||
| Inission AB | 2,657 | 19 | ||||||
| Loomis AB, Cl B | 1,726 | 97 | ||||||
| Saab AB, Cl B | 1,272 | 84 | ||||||
| Sandvik AB | 3,879 | 155 | ||||||
| 1,474 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Information Technology — 0.6% | ||||||||
| Enea AB* | 6,283 | $ | 40 | |||||
| Hexagon AB, Cl B | 67,042 | 698 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 17,167 | 173 | ||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 8,692 | 88 | ||||||
| 999 | ||||||||
| Total Sweden | 2,648 | |||||||
| Switzerland — 4.9% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Cie Financiere Richemont SA, Cl A | 501 | 119 | ||||||
| Lastminute.com NV | 1,673 | 25 | ||||||
| On Holding AG, Cl A* | 1,484 | 42 | ||||||
| Swatch Group AG/The | 1,678 | 389 | ||||||
| 575 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Nestle SA | 4,809 | 468 | ||||||
| Financials — 1.2% | ||||||||
| Julius Baer Group Ltd | 9,118 | 847 | ||||||
| Partners Group Holding AG | 613 | 555 | ||||||
| UBS Group AG | 15,288 | 838 | ||||||
| 2,240 | ||||||||
| Health Care — 1.7% | ||||||||
| Galderma Group AG | 3,903 | 810 | ||||||
| Novartis AG | 5,348 | 814 | ||||||
| Roche Holding AG | 3,076 | 1,341 | ||||||
| Sandoz Group AG | 895 | 75 | ||||||
| 3,040 | ||||||||
| Industrials — 0.8% | ||||||||
| ABB Ltd | 12,840 | 1,258 | ||||||
| Accelleron Industries AG | 1,050 | 95 | ||||||
| Carlo Gavazzi Holding AG* | 51 | 10 | ||||||
| Klingelnberg AG* | 428 | 6 | ||||||
| Orell Fuessli AG | 109 | 19 | ||||||
| SFS Group AG | 425 | 71 | ||||||
| VAT Group AG | 75 | 56 | ||||||
| 1,515 | ||||||||
| Information Technology — 0.2% | ||||||||
| Logitech International SA | 3,375 | 332 | ||||||
| Materials — 0.3% | ||||||||
| Holcim AG | 1,248 | 109 | ||||||
| Sika AG | 1,528 | 363 | ||||||
| 472 | ||||||||
| Real Estate — 0.1% | ||||||||
| Allreal Holding AG | 421 | 103 | ||||||
| Total Switzerland | 8,745 | |||||||
| SEI Institutional Investments Trust | 135 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Taiwan — 7.0% | ||||||||
| Communication Services — 0.4% | ||||||||
| Chunghwa Telecom Co Ltd | 72,000 | $ | 309 | |||||
| Far EasTone Telecommunications Co Ltd | 116,000 | 369 | ||||||
| X-Legend Entertainment Co Ltd | 8,000 | 21 | ||||||
| 699 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Allmind Holdings Corp | 5,000 | 7 | ||||||
| My Humble House Hospitality Management Consulting | 12,000 | 14 | ||||||
| Tofu Restaurant Co Ltd | 5,000 | 28 | ||||||
| 49 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Farcent Enterprise Co Ltd | 6,000 | 10 | ||||||
| Shiny Brands Group Co Ltd | 9,900 | 32 | ||||||
| 42 | ||||||||
| Energy — 0.1% | ||||||||
| Formosa Petrochemical Corp | 70,000 | 162 | ||||||
| Financials — 0.6% | ||||||||
| Cathay Financial Holding Co Ltd | 52,000 | 181 | ||||||
| E.Sun Financial Holding Co Ltd | 265,000 | 332 | ||||||
| First Financial Holding Co Ltd | 116,000 | 129 | ||||||
| KGI Financial Holding Co Ltd | 318,000 | 340 | ||||||
| 982 | ||||||||
| Industrials — 0.2% | ||||||||
| 104 Corp | 12,000 | 79 | ||||||
| Bizlink Holding Inc | 1,020 | 70 | ||||||
| Kuen Ling Machinery Refrigerating Co Ltd | 7,000 | 9 | ||||||
| Rich Honour International Designs Co Ltd | 20,000 | 27 | ||||||
| Taiwan High Speed Rail Corp | 70,000 | 57 | ||||||
| United Integrated Services Co Ltd | 2,000 | 67 | ||||||
| 309 | ||||||||
| Information Technology — 5.5% | ||||||||
| Accton Technology Corp | 1,000 | 64 | ||||||
| ACES Electronic Co Ltd | 151 | 1 | ||||||
| Asia Vital Components Co Ltd | 1,000 | 108 | ||||||
| ASROCK Inc | 2,000 | 14 | ||||||
| Data Image Corp | 30,000 | 40 | ||||||
| Delta Electronics Inc | 5,000 | 290 | ||||||
| Elite Material Co Ltd | 1,000 | 173 | ||||||
| Genesis Technology Inc/Taiwan | 1,686 | 1 | ||||||
| Global Lighting Technologies Inc | 11,000 | 12 | ||||||
| Global Unichip Corp | 835 | 160 | ||||||
| Himax Technologies Inc ADR | 3,786 | 52 | ||||||
| Hon Hai Precision Industry Co Ltd | 63,000 | 496 | ||||||
| King Slide Works Co Ltd | 1,000 | 447 | ||||||
| MediaTek Inc | 6,165 | 763 | ||||||
| Mitake Information Corp | 4,000 | 8 | ||||||
| Novatek Microelectronics Corp | 12,000 | 204 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Parade Technologies Ltd | 1,000 | $ | 18 | |||||
| Phison Electronics Corp | 2,000 | 137 | ||||||
| Realtek Semiconductor Corp | 11,000 | 250 | ||||||
| Silicon Motion Technology Corp ADR | 324 | 80 | ||||||
| Sonix Technology Co Ltd | 9,000 | 17 | ||||||
| Sunplus Technology Co Ltd* | 49,000 | 39 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 2,858 | 1,187 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 67,000 | 5,035 | ||||||
| United Microelectronics Corp | 15,000 | 61 | ||||||
| United Microelectronics Corp ADR | 2,370 | 47 | ||||||
| Zhen Ding Technology Holding Ltd | 6,000 | 94 | ||||||
| 9,798 | ||||||||
| Materials — 0.2% | ||||||||
| Eternal Materials Co Ltd | 29,000 | 75 | ||||||
| TA Chen Stainless Pipe | 85,000 | 131 | ||||||
| Taiwan Hon Chuan Enterprise Co Ltd | 27,000 | 112 | ||||||
| Tung Ho Steel Enterprise Corp | 45,000 | 115 | ||||||
| 433 | ||||||||
| Total Taiwan | 12,474 | |||||||
| Thailand — 0.8% | ||||||||
| Communication Services — 0.1% | ||||||||
| Advanced Info Service PCL | 14,900 | 159 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Thai Union Feedmill PCL NVDR | 116,400 | 22 | ||||||
| Thai Wah PCL NVDR | 16,600 | 2 | ||||||
| 24 | ||||||||
| Energy — 0.1% | ||||||||
| PTT Exploration & Production PCL NVDR | 5,100 | 23 | ||||||
| PTT PCL NVDR | 117,600 | 144 | ||||||
| Siamgas & Petrochemicals PCL NVDR | 32,800 | 9 | ||||||
| Thai Oil PCL NVDR | 11,062 | 21 | ||||||
| 197 | ||||||||
| Financials — 0.5% | ||||||||
| Bangkok Bank PCL NVDR | 35,000 | 201 | ||||||
| Kasikornbank PCL NVDR | 58,600 | 438 | ||||||
| SCB X PCL | 41,700 | 190 | ||||||
| 829 | ||||||||
| Health Care — 0.0% | ||||||||
| Ladprao General Hospital PCL | 16,000 | 2 | ||||||
| Industrials — 0.0% | ||||||||
| Precise Corp PCL NVDR | 195,200 | 18 | ||||||
| SCG Decor PCL NVDR | 113,800 | 18 | ||||||
| Thoresen Thai Agencies PCL NVDR | 314,900 | 54 | ||||||
| 90 | ||||||||
| Materials — 0.1% | ||||||||
| Eastern Polymer Group PCL NVDR | 487,600 | 92 | ||||||
| 136 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| PTT Global Chemical PCL NVDR | 26,400 | $ | 36 | |||||
| Thai Eastern Group Holdings PCL NVDR | 63,500 | 6 | ||||||
| Thantawan Industry PCL | 7,600 | 5 | ||||||
| 139 | ||||||||
| Real Estate — 0.0% | ||||||||
| Pruksa Holding PCL NVDR | 112,200 | 13 | ||||||
| Total Thailand | 1,453 | |||||||
| Turkey — 0.2% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Migros Ticaret AS | 3,826 | 42 | ||||||
| Financials — 0.2% | ||||||||
| Akbank TAS | 148,086 | 220 | ||||||
| Destek Finans Faktoring AS* | 1,424 | 61 | ||||||
| 281 | ||||||||
| Industrials — 0.0% | ||||||||
| Aselsan Elektronik Sanayi Ve Ticaret AS | 9,321 | 75 | ||||||
| Total Turkey | 398 | |||||||
| United Arab Emirates — 0.3% | ||||||||
| Energy — 0.1% | ||||||||
| ADNOC Logistics & Services | 52,612 | 99 | ||||||
| Financials — 0.2% | ||||||||
| Abu Dhabi National Insurance Co PSC | 6,055 | 11 | ||||||
| Emirates NBD Bank PJSC | 16,168 | 132 | ||||||
| First Abu Dhabi Bank PJSC | 32,886 | 177 | ||||||
| National Bank of Ras Al-Khaimah PSC/The | 5,223 | 14 | ||||||
| 334 | ||||||||
| Materials — 0.0% | ||||||||
| Sharjah Cement & Industrial Development Co | 81,887 | 33 | ||||||
| Total United Arab Emirates | 466 | |||||||
| United Kingdom — 8.5% | ||||||||
| Communication Services — 0.3% | ||||||||
| WPP PLC | 93,464 | 479 | ||||||
| Consumer Discretionary — 1.5% | ||||||||
| B&M European Value Retail plc | 199,699 | 640 | ||||||
| Barratt Redrow PLC | 126,860 | 541 | ||||||
| Burberry Group PLC* | 25,263 | 366 | ||||||
| InterContinental Hotels Group PLC | 4,163 | 668 | ||||||
| JD Sports Fashion PLC | 433,967 | 504 | ||||||
| 2,719 | ||||||||
| Consumer Staples — 1.9% | ||||||||
| Diageo PLC | 49,398 | 1,136 | ||||||
| Imperial Brands PLC | 10,810 | 370 | ||||||
| J Sainsbury PLC | 122,700 | 553 | ||||||
| Reckitt Benckiser Group PLC | 18,869 | 1,304 | ||||||
| 3,363 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Energy — 1.1% | ||||||||
| BP PLC ADR | 13,118 | $ | 562 | |||||
| BP PLC | 57,032 | 408 | ||||||
| Shell PLC | 23,526 | 1,082 | ||||||
| 2,052 | ||||||||
| Financials — 1.0% | ||||||||
| Allfunds Group Plc | 6,515 | 67 | ||||||
| Barclays PLC ADR | 1,755 | 47 | ||||||
| HSBC Holdings PLC | 39,552 | 811 | ||||||
| London Stock Exchange Group PLC | 6,474 | 785 | ||||||
| NatWest Group PLC | 7,595 | 69 | ||||||
| 1,779 | ||||||||
| Health Care — 0.8% | ||||||||
| GSK PLC | 26,258 | 661 | ||||||
| Haleon PLC | 149,269 | 744 | ||||||
| 1,405 | ||||||||
| Industrials — 1.3% | ||||||||
| Dialight PLC* | 865 | 6 | ||||||
| Diploma PLC | 5,908 | 581 | ||||||
| Experian PLC | 18,480 | 753 | ||||||
| Hargreaves Services PLC | 484 | 6 | ||||||
| Mears Group PLC | 46,049 | 264 | ||||||
| RELX PLC | 19,665 | 713 | ||||||
| 2,323 | ||||||||
| Information Technology — 0.2% | ||||||||
| Halma PLC | 8,243 | 401 | ||||||
| Utilities — 0.4% | ||||||||
| United Utilities Group PLC | 35,333 | 681 | ||||||
| Total United Kingdom | 15,202 | |||||||
| United States — 1.3% | ||||||||
| Communication Services — 0.4% | ||||||||
| Comcast Corp, Cl A | 19,578 | 521 | ||||||
| Spotify Technology SA* | 253 | 138 | ||||||
| 659 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Molson Coors Canada Inc, Cl B | 200 | 8 | ||||||
| Energy — 0.0% | ||||||||
| DHT Holdings Inc | 4,844 | 95 | ||||||
| Financials — 0.3% | ||||||||
| Western Union Co/The | 64,404 | 461 | ||||||
| Health Care — 0.3% | ||||||||
| BeOne Medicines Ltd, Cl H* | 3,400 | 93 | ||||||
| DENTSPLY SIRONA Inc | 43,517 | 486 | ||||||
| 579 | ||||||||
| SEI Institutional Investments Trust | 137 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.3% | ||||||||
| Robert Half Inc | 11,606 | $ | 526 | |||||
| Information Technology — 0.0% | ||||||||
| Monday.com Ltd* | 138 | 14 | ||||||
| Materials — 0.0% | ||||||||
| James Hardie Industries PLC* | 2,052 | 61 | ||||||
| Total United States | 2,403 | |||||||
| Total Common Stock | ||||||||
| (Cost $140,858) ($ Thousands) | 168,457 | |||||||
| PREFERRED STOCK — 1.4% | ||||||||
| Brazil — 0.5% | ||||||||
| Energy — 0.2% | ||||||||
| Petroleo Brasileiro SA - Petrobras(A) | 52,700 | 456 | ||||||
| Financials — 0.1% | ||||||||
| Itau Unibanco Holding SA(A) | 24,900 | 190 | ||||||
| Utilities — 0.2% | ||||||||
| Cia Energetica de Minas Gerais(A) | 146,000 | 301 | ||||||
| Total Brazil | 947 | |||||||
| Germany — 0.5% | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Henkel AG & Co KGaA(A) | 5,377 | 474 | ||||||
| Health Care — 0.2% | ||||||||
| Sartorius AG(A) | 1,364 | 393 | ||||||
| Materials — 0.0% | ||||||||
| FUCHS SE(A) | 1,493 | 70 | ||||||
| Total Germany | 937 | |||||||
| South Korea — 0.4% | ||||||||
| Information Technology — 0.4% | ||||||||
| Samsung Electronics Co Ltd(A) | 4,748 | 643 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $2,383) ($ Thousands) | 2,527 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| EXCHANGE-TRADED FUND — 0.0% | ||||||||
| United States — 0.0% | ||||||||
| International Equity — 0.0% | ||||||||
| iShares Core MSCI EAFE ETF | 318 | $ | 32 | |||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $32) ($ Thousands) | 32 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Canada — 0.0% | ||||||||
| Constellation Software Inc, Expires 08/22/2028* | 66 | – | ||||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 3,167,853 | 3,168 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $3,168) ($ Thousands) | 3,168 | |||||||
| Total Investments in Securities — 97.1% | ||||||||
| (Cost $146,441) ($ Thousands) | $ | 174,184 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 12 | Sep-2026 | $ | 1,932 | $ | 1,937 | $ | 5 | ||||||||||
| MSCI Emerging Markets Index | 12 | Sep-2026 | 1,020 | 1,028 | 8 | |||||||||||||
| S&P TSX 60 Index | 1 | Sep-2026 | 293 | 307 | 7 | |||||||||||||
| $ | 3,245 | $ | 3,272 | $ | 20 | |||||||||||||
| 138 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
A list of the open OTC swap agreement held by the Fund at August 31, 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 | 787 | $ | (207 | ) | $ | – | $ | (207 | ) | |||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of August 31, 2026:
International Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 35,028 | HSBC HOLDINGS PLC | $ | 652 | $ | 97 | 82.8 | % | ||||||||
| 2,855 | ASTRAZENECA PLC | 507 | (60 | ) | 64.4 | ||||||||||
| 4,186 | COCA | 436 | 14 | 55.4 | |||||||||||
| 21,304 | ROLLS | 389 | 70 | 49.4 | |||||||||||
| 3,117 | BNP PARIBAS | 357 | 14 | 45.4 | |||||||||||
| 700 | FAST RETAILING CO LTD | 354 | 0 | 45.0 | |||||||||||
| 6,128 | HALMA PLC | 331 | (44 | ) | 42.1 | ||||||||||
| 38,901 | NATWEST GROUP PLC | 321 | 55 | 40.8 | |||||||||||
| 9,540 | COMPASS GROUP PLC | 320 | (28 | ) | 40.7 | ||||||||||
| 1,900 | HOYA CORP | 316 | 0 | 40.2 | |||||||||||
| 3,251 | DIPLOMA PLC | 305 | 21 | 38.8 | |||||||||||
| 7,833 | SEVERN TRENT PLC | 303 | 39 | 38.4 | |||||||||||
| 79,671 | TELSTRA GROUP LTD | 288 | (17 | ) | 36.6 | ||||||||||
| 5,546 | UBS GROUP AG | 276 | 31 | 35.1 | |||||||||||
| 6,339 | KLEPIERRE | 266 | 16 | 33.8 | |||||||||||
| 1,115 | GTT | 263 | 14 | 33.4 | |||||||||||
| 1,400 | ADVANTEST CORP | 257 | 0 | 32.7 | |||||||||||
| 1,336 | NEXT PLC | 255 | 38 | 32.4 | |||||||||||
| 18,200 | NICHIREI CORP | 237 | 0 | 30.2 | |||||||||||
| 16,400 | JAPAN POST HOLDINGS CO LTD | 234 | 0 | 29.7 | |||||||||||
| 1,483 | LEGRAND SA | 233 | 0 | 29.7 | |||||||||||
| 3,952 | COMPUTACENTER PLC | 228 | 100 | 29.0 | |||||||||||
| 220 | EMS CHEMIE I | 222 | (7 | ) | 28.3 | ||||||||||
| 9,912 | CREDIT AGRICOLE | 222 | (10 | ) | 28.2 | ||||||||||
| 157,385 | LLOYDS BANKING GROUP PLC | 217 | 26 | 27.6 | |||||||||||
| 2,487 | SANOFI | 215 | 6 | 27.4 | |||||||||||
| 5,624 | SUBSEA 7 | 207 | 0 | 26.4 | |||||||||||
| 669 | THALES | 200 | (13 | ) | 25.5 | ||||||||||
| 2,100 | TAISEI CORP | 199 | 0 | 25.3 | |||||||||||
| 1,616 | LONDON STOCK EXCHANGE GROUP | 198 | (2 | ) | 25.2 | ||||||||||
| 8,593 | FISHER & PAYKEL HEALTHCARE C | 193 | 22 | 24.6 | |||||||||||
| 3,800 | HKEX | 191 | 2 | 24.3 | |||||||||||
| 6,850 | STANDARD CHARTERED PLC | 181 | 28 | 23.0 | |||||||||||
| 763 | CIE FINANCIERE RICHEMONT SA | 180 | 1 | 22.9 | |||||||||||
| 6,400 | MINEBEA MITSUMI INC | 179 | 0 | 22.7 | |||||||||||
| 25,328 | BARCLAYS PLC | 163 | 11 | 20.8 | |||||||||||
| 596 | GAMES WORKSHOP GROUP PLC | 160 | (14 | ) | 20.3 | ||||||||||
| 553 | DEUTSCHE BOERSE AG | 159 | 29 | 20.2 | |||||||||||
| 5,400 | CANON INC | 155 | 0 | 19.7 | |||||||||||
| 890 | EURONEXT NV | 153 | 16 | 19.5 | |||||||||||
| 8,900 | HASEKO CORP | 153 | 0 | 19.5 | |||||||||||
| 3,151 | SWEDISH ORPHAN BIOVITRUM | 146 | 0 | 18.6 | |||||||||||
| 4,600 | AJINOMOTO CO INC | 145 | 0 | 18.5 | |||||||||||
| 537 | SWATCH GROUP I | 144 | (26 | ) | 18.3 | ||||||||||
| 4,400 | DIC CORP | 138 | 0 | 17.6 | |||||||||||
| SEI Institutional Investments Trust | 139 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 10,400 | ASTELLAS PHARMA INC | $ | 138 | $ | 0 | 17.5 | % | ||||||||
| 1,562 | SOCIETE GENERALE | 138 | (8 | ) | 17.5 | ||||||||||
| 12,100 | HAZAMA ANDO CORP | 136 | 0 | 17.3 | |||||||||||
| 4,118 | ELIS SA | 127 | (15 | ) | 16.1 | ||||||||||
| 240 | MH MOET HENNESSY LOUIS VUITTON | 124 | 2 | 15.8 | |||||||||||
International Custom Basket of Short Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (18,500) | AMADA CO LTD | $ | (343 | ) | $ | 0 | (43.6 | )% | |||||||
| (30,800) | LIXIL CORP | (342 | ) | 0 | (43.5 | ) | |||||||||
| (31,736) | ORKLA A | (335 | ) | 1 | (42.5 | ) | |||||||||
| (16,500) | UBE CORP | (327 | ) | 0 | (41.5 | ) | |||||||||
| (10,724) | ASSOCIATED BRITISH FOODS PLC | (278 | ) | (25 | ) | (35.3 | ) | ||||||||
| (543,100) | GENTING SINGAPORE LIMITED | (261 | ) | (6 | ) | (33.1 | ) | ||||||||
| (13,700) | CHUBU ELECTRIC POWER CO INC | (234 | ) | 0 | (29.7 | ) | |||||||||
| (5,330) | ELISA OYJ | (218 | ) | 0 | (27.7 | ) | |||||||||
| (1,200) | HIROSE ELECTRIC CO LTD | (213 | ) | 0 | (27.1 | ) | |||||||||
| (25,246) | TOKYO METRO CO LTD | (213 | ) | 0 | (27.0 | ) | |||||||||
| (2,748) | WEST FRASER | (195 | ) | 6 | (24.8 | ) | |||||||||
| (3,500) | ORACLE CORP JAPAN | (190 | ) | 0 | (24.2 | ) | |||||||||
| (51,796) | TREASURY WINE ESTATES LTD | (179 | ) | (20 | ) | (22.8 | ) | ||||||||
| (151,743) | TAYLOR WIMPEY PLC | (162 | ) | (16 | ) | (20.6 | ) | ||||||||
| (20,120) | TATE & LYLE PLC | (153 | ) | 0 | (19.5 | ) | |||||||||
| (2,732) | FISCHER N | (148 | ) | (50 | ) | (18.8 | ) | ||||||||
| (5,996) | SIGNIFY NV | (144 | ) | 44 | (18.3 | ) | |||||||||
| (7,343) | ACERINOX S.A. | (143 | ) | (13 | ) | (18.2 | ) | ||||||||
| (7,291) | CAR GROUP LTD | (137 | ) | (5 | ) | (17.4 | ) | ||||||||
| (5,566) | BCE INC | (134 | ) | 3 | (17.1 | ) | |||||||||
| (4,200) | TOKUYAMA CORP | (134 | ) | 0 | (17.0 | ) | |||||||||
| (1,681) | ONEX CORP | (133 | ) | (2 | ) | (17.0 | ) | ||||||||
| (8,100) | NITORI HOLDINGS CO LTD | (132 | ) | 0 | (16.7 | ) | |||||||||
| (5,756) | GREGGS PLC | (131 | ) | (18 | ) | (16.6 | ) | ||||||||
| (17,926) | YELLOW CAKE PLC | (130 | ) | (15 | ) | (16.6 | ) | ||||||||
| (5,111) | CDN APART UN | (130 | ) | 6 | (16.5 | ) | |||||||||
| (2,382) | VOPAK NV | (125 | ) | (8 | ) | (15.9 | ) | ||||||||
| (778) | BKW SA | (122 | ) | 1 | (15.5 | ) | |||||||||
| (3,728) | TOPPAN HOLDINGS INC | (119 | ) | 0 | (15.1 | ) | |||||||||
| (7,683) | CVC CAPITAL PARTNERS PLC | (118 | ) | (19 | ) | (15.0 | ) | ||||||||
| (25,807) | BANK OF QUEENSLAND LTD | (115 | ) | (6 | ) | (14.6 | ) | ||||||||
| (4,500) | NICHICON CORP | (114 | ) | 0 | (14.5 | ) | |||||||||
| (14,300) | SHO | (114 | ) | 0 | (14.5 | ) | |||||||||
| (1,086) | AL SYDBANK | (110 | ) | (1 | ) | (13.9 | ) | ||||||||
| (11,700) | SG HOLDINGS CO LTD | (108 | ) | 0 | (13.7 | ) | |||||||||
| (3,893) | RAMSAY HEALTH CARE LTD | (108 | ) | (25 | ) | (13.7 | ) | ||||||||
| (3,800) | OKUMA CORP | (103 | ) | 0 | (13.1 | ) | |||||||||
| (41,666) | WEBUILD SPA | (103 | ) | (6 | ) | (13.0 | ) | ||||||||
| (680) | BCV N | (100 | ) | (11 | ) | (12.7 | ) | ||||||||
| (3,600) | TAIHEIYO CEMENT CORP | (99 | ) | 0 | (12.6 | ) | |||||||||
| (10,581) | WORLEY LTD | (98 | ) | 15 | (12.4 | ) | |||||||||
| (5,936) | NORTHLAND POWER INC | (97 | ) | 6 | (12.3 | ) | |||||||||
| (15,821) | KINNEVIK B | (97 | ) | 0 | (12.3 | ) | |||||||||
| (42,134) | ENDEAVOUR GROUP LTD/AUSTRALIA | (96 | ) | 2 | (12.3 | ) | |||||||||
| (6,300) | JFRONT RETAILING CO LTD | (96 | ) | 0 | (12.2 | ) | |||||||||
| (8,580) | KURARAY CO LTD | (95 | ) | 0 | (12.1 | ) | |||||||||
| (1,565) | APERAM | (94 | ) | 10 | (11.9 | ) | |||||||||
| (36,023) | B&M EUROPEAN VALUE RETAIL SA | (93 | ) | (30 | ) | (11.8 | ) | ||||||||
| (3,069) | SGH LTD | (93 | ) | 4 | (11.8 | ) | |||||||||
| (15,500) | UNICHARM CORP | (90 | ) | 0 | (11.4 | ) | |||||||||
| 140 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Screened World Equity Ex-US Fund (Concluded)
| Percentages are based on Net Assets of $179,414 ($ Thousands). | |
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain/ (Loss) | Change in Unrealized Appreciation/ (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 2,841 | $ | 8,463 | $ | (8,136 | ) | $ | — | $ | — | $ | 3,168 | $ | 23 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 141 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† — 93.9% | ||||||||
| Argentina — 0.7% | ||||||||
| Energy — 0.1% | ||||||||
| Vista Energy SAB de CV ADR* | 6,727 | $ | 481 | |||||
| Financials — 0.1% | ||||||||
| Grupo Financiero Galicia SA ADR | 27,084 | 1,185 | ||||||
| Industrials — 0.3% | ||||||||
| Corp America Airports SA* | 82,327 | 1,932 | ||||||
| Materials — 0.2% | ||||||||
| Loma Negra Cia Industrial Argentina SA ADR* | 144,315 | 1,450 | ||||||
| Total Argentina | 5,048 | |||||||
| Australia — 0.3% | ||||||||
| Materials — 0.3% | ||||||||
| Anglogold Ashanti PLC | 13,974 | 1,570 | ||||||
| WIA Gold Ltd* | 1,143,824 | 389 | ||||||
| 1,959 | ||||||||
| Total Australia | 1,959 | |||||||
| Bangladesh — 0.6% | ||||||||
| Financials — 0.4% | ||||||||
| BRAC Bank PLC | 5,461,629 | 2,764 | ||||||
| Health Care — 0.2% | ||||||||
| Square Pharmaceuticals PLC | 1,006,221 | 1,776 | ||||||
| Total Bangladesh | 4,540 | |||||||
| Brazil — 3.8% | ||||||||
| Communication Services — 0.3% | ||||||||
| TIM SA/Brazil | 519,200 | 1,873 | ||||||
| Consumer Discretionary — 0.5% | ||||||||
| Arcos Dorados Holdings Inc, Cl A | 37,244 | 295 | ||||||
| Cogna Educacao SA | 568,714 | 251 | ||||||
| Construtora Tenda S/A | 38,197 | 243 | ||||||
| MercadoLibre Inc* | 635 | 1,229 | ||||||
| Ultrapar Participacoes SA | 146,300 | 976 | ||||||
| Vibra Energia SA | 105,703 | 700 | ||||||
| 3,694 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Raia Drogasil SA | 480,800 | 1,814 | ||||||
| Sendas Distribuidora S/A | 781,700 | 1,271 | ||||||
| 3,085 | ||||||||
| Energy — 1.1% | ||||||||
| Petroleo Brasileiro SA - Petrobras ADR, Cl A | 416,221 | 7,242 | ||||||
| PRIO SA/Brazil* | 73,900 | 889 | ||||||
| 8,131 | ||||||||
| Financials — 1.1% | ||||||||
| B3 SA - Brasil Bolsa Balcao | 240,900 | 758 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Banco Bradesco SA ADR | 256,554 | $ | 842 | |||||
| Itau Unibanco Holding SA ADR | 832,120 | 6,332 | ||||||
| 7,932 | ||||||||
| Health Care — 0.1% | ||||||||
| Fleury SA | 158,355 | 599 | ||||||
| Industrials — 0.2% | ||||||||
| WEG SA | 158,500 | 1,531 | ||||||
| Materials — 0.0% | ||||||||
| Gerdau SA ADR | 89,157 | 411 | ||||||
| Utilities — 0.1% | ||||||||
| CPFL Energia SA | 66,600 | 575 | ||||||
| Total Brazil | 27,831 | |||||||
| Canada — 0.4% | ||||||||
| Materials — 0.4% | ||||||||
| Franco-Nevada Corp | 10,200 | 2,684 | ||||||
| Chile — 0.2% | ||||||||
| Industrials — 0.2% | ||||||||
| Latam Airlines Group SA ADR | 13,259 | 660 | ||||||
| Latam Airlines Group SA | 21,695,945 | 560 | ||||||
| 1,220 | ||||||||
| Total Chile | 1,220 | |||||||
| China — 13.8% | ||||||||
| Communication Services — 1.8% | ||||||||
| Baidu Inc ADR* | 26,286 | 2,505 | ||||||
| G-bits Network Technology Xiamen Co Ltd, Cl A | 6,800 | 388 | ||||||
| NetEase Inc | 35,800 | 872 | ||||||
| NetEase Inc ADR | 9,266 | 1,128 | ||||||
| Tencent Holdings Ltd | 138,353 | 7,946 | ||||||
| Weibo Corp ADR | 28,465 | 194 | ||||||
| 13,033 | ||||||||
| Consumer Discretionary — 3.6% | ||||||||
| Alibaba Group Holding Ltd ADR | 14,304 | 1,631 | ||||||
| Alibaba Group Holding Ltd | 384,200 | 5,491 | ||||||
| Atour Lifestyle Holdings Ltd ADR | 9,049 | 317 | ||||||
| DPC Dash Ltd* | 79,700 | 339 | ||||||
| Geely Automobile Holdings Ltd | 639,000 | 1,431 | ||||||
| H World Group Ltd | 111,800 | 524 | ||||||
| Haier Smart Home Co Ltd, Cl A | 1,478,200 | 4,034 | ||||||
| Hangzhou Robam Appliances Co Ltd, Cl A | 352,800 | 834 | ||||||
| JD.com Inc ADR | 184,638 | 5,214 | ||||||
| Midea Group Co Ltd, Cl A | 177,900 | 2,323 | ||||||
| New Oriental Education & Technology Group Inc ADR | 5,344 | 308 | ||||||
| TAL Education Group ADR* | 65,339 | 767 | ||||||
| Trip.com Group Ltd ADR* | 39,833 | 1,779 | ||||||
| 142 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Vipshop Holdings Ltd ADR | 119,486 | $ | 1,565 | |||||
| 26,557 | ||||||||
| Consumer Staples — 0.6% | ||||||||
| Busy Ming Group Co Ltd, Cl H* | 7,900 | 430 | ||||||
| DaShenLin Pharmaceutical Group Co Ltd, Cl A | 97,800 | 268 | ||||||
| Health & Happiness H&H International Holdings Ltd | 439,500 | 1,027 | ||||||
| Uni-President China Holdings Ltd | 862,000 | 816 | ||||||
| Yifeng Pharmacy Chain Co Ltd, Cl A | 565,700 | 1,925 | ||||||
| 4,466 | ||||||||
| Energy — 0.1% | ||||||||
| PetroChina Co Ltd, Cl H | 374,000 | 485 | ||||||
| Financials — 2.5% | ||||||||
| Agricultural Bank of China Ltd, Cl H | 887,000 | 716 | ||||||
| China Construction Bank Corp, Cl H | 3,724,000 | 4,501 | ||||||
| China International Capital Corp Ltd, Cl H | 241,600 | 693 | ||||||
| China Life Insurance Co Ltd, Cl H | 232,000 | 893 | ||||||
| China Pacific Insurance Group Co Ltd, Cl H | 200,600 | 772 | ||||||
| China Taiping Insurance Holdings Co Ltd | 134,600 | 362 | ||||||
| Industrial & Commercial Bank of China Ltd, Cl H | 3,183,000 | 3,065 | ||||||
| New China Life Insurance Co Ltd, Cl H | 99,500 | 587 | ||||||
| PICC Property & Casualty Co Ltd | 1,138,000 | 2,465 | ||||||
| Ping An Insurance Group Co of China Ltd, Cl H | 559,000 | 4,009 | ||||||
| 18,063 | ||||||||
| Health Care — 0.7% | ||||||||
| China Resources Pharmaceutical Group Ltd | 283,500 | 162 | ||||||
| Innovent Biologics Inc* | 79,500 | 1,048 | ||||||
| Jointown Pharmaceutical Group Co Ltd, Cl A | 514,500 | 370 | ||||||
| Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A | 80,800 | 1,989 | ||||||
| WuXi AppTec Co Ltd, Cl H | 65,200 | 1,570 | ||||||
| 5,139 | ||||||||
| Industrials — 3.1% | ||||||||
| Airtac International Group | 67,000 | 3,009 | ||||||
| CITIC Ltd | 458,000 | 766 | ||||||
| Contemporary Amperex Technology Co Ltd, Cl A | 160,347 | 8,665 | ||||||
| COSCO SHIPPING Holdings Co Ltd, Cl H | 478,550 | 1,050 | ||||||
| Harbin Electric Co Ltd, Cl H | 78,000 | 166 | ||||||
| Hefei Meiya Optoelectronic Technology Inc, Cl A | 391,000 | 936 | ||||||
| Hongfa Technology Co Ltd, Cl A | 299,600 | 1,543 | ||||||
| JD Logistics Inc* | 5,700 | 8 | ||||||
| Shenzhen Inovance Technology Co Ltd, Cl A | 106,200 | 977 | ||||||
| Yangzijiang Shipbuilding Holdings Ltd | 1,231,200 | 4,674 | ||||||
| Yutong Bus Co Ltd, Cl A | 152,300 | 675 | ||||||
| 22,469 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Information Technology — 0.7% | ||||||||
| Chaozhou Three-Circle Group Co Ltd, Cl A | 28,300 | $ | 483 | |||||
| Lenovo Group Ltd | 380,000 | 1,456 | ||||||
| NAURA Technology Group Co Ltd, Cl A | 8,000 | 833 | ||||||
| Xiaomi Corp, Cl B* | 208,800 | 733 | ||||||
| Yangtze Optical Fibre & Cable Joint Stock Ltd Co, Cl H | 36,500 | 772 | ||||||
| Zhongji Innolight Co Ltd, Cl A | 6,400 | 813 | ||||||
| 5,090 | ||||||||
| Materials — 0.3% | ||||||||
| Asia - Potash International Investment Guangzhou Co Ltd, Cl A | 64,800 | 461 | ||||||
| Tianqi Lithium Corp, Cl A* | 26,599 | 197 | ||||||
| Zangge Mining Co Ltd, Cl A | 48,300 | 562 | ||||||
| Zijin Mining Group Co Ltd, Cl H | 230,000 | 1,073 | ||||||
| 2,293 | ||||||||
| Real Estate — 0.4% | ||||||||
| China Resources Land Ltd | 680,500 | 2,602 | ||||||
| Total China | 100,197 | |||||||
| Colombia — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Grupo Cibest SA ADR | 3,120 | 300 | ||||||
| Democratic Republic of Congo — 0.3% | ||||||||
| Materials — 0.3% | ||||||||
| Ivanhoe Mines Ltd, Cl A* | 228,312 | 1,994 | ||||||
| Egypt — 0.6% | ||||||||
| Financials — 0.6% | ||||||||
| Commercial International Bank - Egypt GDR | 1,785,301 | 4,409 | ||||||
| Commercial International Bank - Egypt | 86,077 | 231 | ||||||
| 4,640 | ||||||||
| Total Egypt | 4,640 | |||||||
| Ghana — 0.2% | ||||||||
| Energy — 0.2% | ||||||||
| Tullow Oil PLC* | 4,058,341 | 1,158 | ||||||
| Greece — 1.3% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| JUMBO SA | 41,569 | 1,253 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Sarantis SA | 44,765 | 749 | ||||||
| Financials — 0.9% | ||||||||
| Eurobank SA | 728,651 | 3,865 | ||||||
| Piraeus Bank SA | 239,410 | 2,849 | ||||||
| 6,714 | ||||||||
| SEI Institutional Investments Trust | 143 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Real Estate — 0.1% | ||||||||
| LAMDA Development SA* | 140,667 | $ | 1,040 | |||||
| Total Greece | 9,756 | |||||||
| Hong Kong — 0.2% | ||||||||
| Financials — 0.1% | ||||||||
| Hong Kong Exchanges & Clearing Ltd | 17,500 | 946 | ||||||
| Information Technology — 0.1% | ||||||||
| VTech Holdings Ltd | 115,000 | 750 | ||||||
| Total Hong Kong | 1,696 | |||||||
| Hungary — 0.3% | ||||||||
| Financials — 0.3% | ||||||||
| OTP Bank Nyrt | 14,349 | 2,064 | ||||||
| India — 6.6% | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| Bajaj Auto Ltd | 7,297 | 930 | ||||||
| Eicher Motors Ltd | 6,927 | 578 | ||||||
| FSN E-Commerce Ventures Ltd* | 77,949 | 286 | ||||||
| Lenskart Solutions Ltd* | 38,706 | 269 | ||||||
| TVS Motor Co Ltd | 9,993 | 455 | ||||||
| 2,518 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Nestle India Ltd | 17,019 | 268 | ||||||
| United Breweries Ltd | 43,749 | 601 | ||||||
| 869 | ||||||||
| Energy — 0.5% | ||||||||
| Aegis Logistics Ltd | 82,578 | 1,096 | ||||||
| Chennai Petroleum Corp Ltd | 26,638 | 382 | ||||||
| Oil & Natural Gas Corp Ltd | 283,808 | 691 | ||||||
| Oil India Ltd | 73,037 | 371 | ||||||
| Reliance Industries Ltd | 64,033 | 858 | ||||||
| 3,398 | ||||||||
| Financials — 2.7% | ||||||||
| CRISIL Ltd | 17,536 | 888 | ||||||
| HDFC Bank Ltd | 392,895 | 2,919 | ||||||
| HDFC Bank Ltd ADR | 164,661 | 3,738 | ||||||
| ICICI Bank Ltd | 93,581 | 1,425 | ||||||
| ICICI Bank Ltd ADR | 195,992 | 5,950 | ||||||
| IDFC First Bank Ltd | 331,136 | 299 | ||||||
| IIFL Finance Ltd | 57,920 | 393 | ||||||
| Kfin Technologies Ltd | 86,168 | 877 | ||||||
| Kotak Mahindra Bank Ltd | 394,865 | 1,736 | ||||||
| Mahindra & Mahindra Financial Services Ltd | 67,223 | 263 | ||||||
| PNB Housing Finance Ltd | 13,135 | 158 | ||||||
| Power Finance Corp Ltd | 67,012 | 236 | ||||||
| South Indian Bank Ltd/The | 839,182 | 402 | ||||||
| Ujjivan Small Finance Bank Ltd* | 689,666 | 500 | ||||||
| 19,784 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Health Care — 0.8% | ||||||||
| Apollo Hospitals Enterprise Ltd | 5,851 | $ | 546 | |||||
| Cipla Ltd/India | 166,974 | 2,469 | ||||||
| Gland Pharma Ltd | 8,581 | 260 | ||||||
| Global Health Ltd/India | 8,830 | 137 | ||||||
| Laurus Labs Ltd | 16,320 | 328 | ||||||
| Lupin Ltd | 15,290 | 351 | ||||||
| Natco Pharma Ltd | 18,635 | 165 | ||||||
| Neuland Laboratories Ltd | 922 | 223 | ||||||
| Zydus Lifesciences Ltd | 99,999 | 1,219 | ||||||
| 5,698 | ||||||||
| Industrials — 0.5% | ||||||||
| Apar Industries Ltd | 1,407 | 261 | ||||||
| Bharat Heavy Electricals Ltd | 69,009 | 320 | ||||||
| Data Patterns India Ltd | 20,977 | 995 | ||||||
| Gujarat Pipavav Port Ltd | 131,901 | 232 | ||||||
| MTAR Technologies Ltd* | 14,164 | 1,047 | ||||||
| RR Kabel Ltd | 31,303 | 962 | ||||||
| 3,817 | ||||||||
| Information Technology — 0.7% | ||||||||
| Infosys Ltd | 66,394 | 791 | ||||||
| Infosys Ltd ADR | 97,724 | 1,178 | ||||||
| Netweb Technologies India Ltd | 14,094 | 767 | ||||||
| Sterlite Technologies Ltd* | 53,230 | 408 | ||||||
| Tata Consultancy Services Ltd | 61,211 | 1,540 | ||||||
| Tech Mahindra Ltd | 38,797 | 662 | ||||||
| 5,346 | ||||||||
| Materials — 0.7% | ||||||||
| Asian Paints Ltd | 18,096 | 503 | ||||||
| Chambal Fertilisers and Chemicals Ltd | 49,848 | 214 | ||||||
| Grasim Industries Ltd | 14,294 | 506 | ||||||
| Hindalco Industries Ltd | 90,271 | 962 | ||||||
| National Aluminium Co Ltd | 302,818 | 1,213 | ||||||
| Navin Fluorine International Ltd | 3,780 | 344 | ||||||
| Pidilite Industries Ltd | 11,742 | 208 | ||||||
| Solar Industries India Ltd | 2,001 | 423 | ||||||
| Vedanta Aluminium Metal Ltd | 169,370 | 774 | ||||||
| Vedanta Iron and Steel Ltd* | 62,226 | 24 | ||||||
| 5,171 | ||||||||
| Real Estate — 0.1% | ||||||||
| Phoenix Mills Ltd/The | 51,160 | 1,020 | ||||||
| Utilities — 0.1% | ||||||||
| Acme Solar Holdings Ltd | 88,698 | 374 | ||||||
| PTC India Ltd | 103,390 | 164 | ||||||
| Vedanta Power Ltd* | 93,820 | 34 | ||||||
| 572 | ||||||||
| Total India | 48,193 | |||||||
| 144 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Indonesia — 2.1% | ||||||||
| Consumer Staples — 0.5% | ||||||||
| Cisarua Mountain Dairy PT TBK | 7,135,900 | $ | 1,946 | |||||
| First Pacific Co Ltd | 3,126,000 | 1,983 | ||||||
| 3,929 | ||||||||
| Energy — 0.1% | ||||||||
| Adaro Andalan Indonesia PT | 435,800 | 266 | ||||||
| Alamtri Resources Indonesia Tbk PT | 1,662,800 | 267 | ||||||
| 533 | ||||||||
| Financials — 0.8% | ||||||||
| Bank Central Asia Tbk PT | 4,938,000 | 1,803 | ||||||
| Bank Rakyat Indonesia Persero Tbk PT | 21,991,727 | 4,034 | ||||||
| 5,837 | ||||||||
| Materials — 0.5% | ||||||||
| Amman Mineral Internasional PT* | 12,354,477 | 3,016 | ||||||
| Aneka Tambang Persero Tbk PT | 1,736,100 | 303 | ||||||
| 3,319 | ||||||||
| Real Estate — 0.2% | ||||||||
| Pakuwon Jati Tbk PT | 80,700,984 | 1,275 | ||||||
| Total Indonesia | 14,893 | |||||||
| Israel — 0.3% | ||||||||
| Energy — 0.3% | ||||||||
| Energean PLC | 228,836 | 2,274 | ||||||
| Italy — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Coca-Cola HBC AG | 21,592 | 1,329 | ||||||
| Japan — 0.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| Nexon Co Ltd | 63,700 | 1,261 | ||||||
| Kazakhstan — 2.1% | ||||||||
| Energy — 0.7% | ||||||||
| NAC Kazatomprom JSC GDR | 74,363 | 5,350 | ||||||
| Financials — 0.8% | ||||||||
| Halyk Savings Bank of Kazakhstan JSC GDR | 173,275 | 5,847 | ||||||
| Industrials — 0.6% | ||||||||
| Air Astana JSC GDR | 647,431 | 3,950 | ||||||
| Total Kazakhstan | 15,147 | |||||||
| Kenya — 1.3% | ||||||||
| Financials — 1.3% | ||||||||
| Equity Group Holdings PLC/Kenya | 8,578,063 | 6,229 | ||||||
| KCB Group PLC | 4,504,600 | 3,271 | ||||||
| 9,500 | ||||||||
| Total Kenya | 9,500 | |||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Malaysia — 0.4% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| SD Guthrie Bhd | 215,900 | $ | 341 | |||||
| Health Care — 0.3% | ||||||||
| IHH Healthcare Bhd | 975,200 | 1,996 | ||||||
| Industrials — 0.0% | ||||||||
| Sime Darby Bhd | 347,600 | 224 | ||||||
| Zetrix Ai Bhd | 1,298,900 | 95 | ||||||
| 319 | ||||||||
| Materials — 0.0% | ||||||||
| Press Metal Aluminium Holdings Bhd | 151,300 | 301 | ||||||
| Total Malaysia | 2,957 | |||||||
| Mexico — 2.1% | ||||||||
| Consumer Staples — 0.6% | ||||||||
| Arca Continental SAB de CV | 98,800 | 1,131 | ||||||
| Coca-Cola Femsa SAB de CV ADR | 9,451 | 1,051 | ||||||
| Fomento Economico Mexicano SAB de CV ADR | 8,376 | 1,009 | ||||||
| Wal-Mart de Mexico SAB de CV | 446,220 | 1,238 | ||||||
| 4,429 | ||||||||
| Financials — 1.1% | ||||||||
| Gentera SAB de CV | 110,994 | 265 | ||||||
| Grupo Financiero Banorte SAB de CV, Cl O | 564,900 | 6,392 | ||||||
| Qualitas Controladora SAB de CV | 119,500 | 1,076 | ||||||
| 7,733 | ||||||||
| Industrials — 0.2% | ||||||||
| Grupo Aeromexico SAB de CV ADR* | 92,412 | 1,341 | ||||||
| Materials — 0.1% | ||||||||
| Grupo Mexico SAB de CV, Ser B | 51,220 | 700 | ||||||
| Industrias Penoles SAB de CV | 6,019 | 317 | ||||||
| 1,017 | ||||||||
| Real Estate — 0.1% | ||||||||
| Fibra Uno Administracion SA de CV‡ | 288,965 | 496 | ||||||
| Total Mexico | 15,016 | |||||||
| Nigeria — 2.7% | ||||||||
| Energy — 0.9% | ||||||||
| SEPLAT Energy PLC | 754,524 | 6,845 | ||||||
| Financials — 1.8% | ||||||||
| FCMB Group PLC | 148,710,324 | 1,300 | ||||||
| Guaranty Trust Holding Co PLC | 60,852,279 | 6,049 | ||||||
| Zenith Bank PLC | 57,480,190 | 5,473 | ||||||
| 12,822 | ||||||||
| Total Nigeria | 19,667 | |||||||
| SEI Institutional Investments Trust | 145 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Pakistan — 0.8% | ||||||||
| Financials — 0.8% | ||||||||
| Bank Alfalah Ltd | 14,064,378 | $ | 2,973 | |||||
| Habib Bank Ltd | 2,672,406 | 3,062 | ||||||
| 6,035 | ||||||||
| Total Pakistan | 6,035 | |||||||
| Peru — 1.4% | ||||||||
| Financials — 0.4% | ||||||||
| Credicorp Ltd | 7,342 | 2,690 | ||||||
| Health Care — 0.3% | ||||||||
| Auna SA, Cl A* | 442,896 | 2,290 | ||||||
| Materials — 0.7% | ||||||||
| Cia de Minas Buenaventura SAA ADR | 58,091 | 1,992 | ||||||
| Hochschild Mining PLC | 357,850 | 3,167 | ||||||
| 5,159 | ||||||||
| Total Peru | 10,139 | |||||||
| Philippines — 1.9% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Century Pacific Food Inc | 1,444,200 | 752 | ||||||
| Philippine Seven Corp | 819,200 | 434 | ||||||
| 1,186 | ||||||||
| Industrials — 0.4% | ||||||||
| Ayala Corp | 278,789 | 2,215 | ||||||
| International Container Terminal Services Inc | 32,830 | 466 | ||||||
| 2,681 | ||||||||
| Materials — 0.5% | ||||||||
| OceanaGold Philippines Inc | 5,839,200 | 3,337 | ||||||
| Real Estate — 0.8% | ||||||||
| Ayala Land Inc | 10,920,600 | 2,715 | ||||||
| Robinsons Land Corp | 12,849,600 | 3,509 | ||||||
| 6,224 | ||||||||
| Total Philippines | 13,428 | |||||||
| Poland — 1.7% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Allegro.eu SA* | 92,296 | 1,127 | ||||||
| Pepco Group NV | 37,924 | 440 | ||||||
| 1,567 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| ZABKA GROUP SA | 299,623 | 2,537 | ||||||
| Energy — 0.2% | ||||||||
| ORLEN SA | 26,455 | 1,093 | ||||||
| Financials — 0.7% | ||||||||
| Alior Bank SA | 24,051 | 852 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Bank Polska Kasa Opieki SA | 57,735 | $ | 4,017 | |||||
| Powszechny Zaklad Ubezpieczen SA | 9,159 | 182 | ||||||
| XTB SA | 4,695 | 232 | ||||||
| 5,283 | ||||||||
| Materials — 0.3% | ||||||||
| KGHM Polska Miedz SA | 21,199 | 2,034 | ||||||
| Total Poland | 12,514 | |||||||
| Portugal — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Jeronimo Martins SGPS SA | 56,507 | 1,180 | ||||||
| Qatar — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Ooredoo QPSC | 46,287 | 161 | ||||||
| Romania — 0.4% | ||||||||
| Industrials — 0.4% | ||||||||
| Electro-Alfa International SA | 894,731 | 2,945 | ||||||
| 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* | 68,718 | – | ||||||
| Surgutneftegas PJSC ADR* | 416,721 | – | ||||||
| – | ||||||||
| Financials — 0.0% | ||||||||
| Moscow Exchange MICEX-RTS PJSC | 945,410 | – | ||||||
| Total Russia | – | |||||||
| Saudi Arabia — 0.5% | ||||||||
| Communication Services — 0.1% | ||||||||
| Etihad Etisalat Co | 56,733 | 1,007 | ||||||
| Energy — 0.1% | ||||||||
| Saudi Arabian Oil Co | 107,262 | 740 | ||||||
| Financials — 0.3% | ||||||||
| Banque Saudi Fransi | 53,245 | 308 | ||||||
| Riyad Bank | – | – | ||||||
| Saudi National Bank/The | 144,561 | 1,655 | ||||||
| 1,963 | ||||||||
| Total Saudi Arabia | 3,710 | |||||||
| Singapore — 0.0% | ||||||||
| Industrials — 0.0% | ||||||||
| Grab Holdings Ltd, Cl A* | 65,521 | 232 | ||||||
| 146 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Slovenia — 0.7% | ||||||||
| Financials — 0.7% | ||||||||
| Nova Ljubljanska Banka dd GDR | 97,185 | $ | 5,097 | |||||
| South Africa — 3.2% | ||||||||
| Consumer Discretionary — 1.2% | ||||||||
| Naspers Ltd, Cl N | 182,302 | 8,913 | ||||||
| Consumer Staples — 0.6% | ||||||||
| Bid Corp Ltd | 70,106 | 1,956 | ||||||
| Shoprite Holdings Ltd | 131,909 | 2,516 | ||||||
| 4,472 | ||||||||
| Energy — 0.0% | ||||||||
| Exxaro Resources Ltd | 21,003 | 246 | ||||||
| Financials — 0.9% | ||||||||
| Absa Group Ltd | 236,955 | 3,360 | ||||||
| Discovery Ltd | 53,915 | 863 | ||||||
| Standard Bank Group Ltd | 97,361 | 1,915 | ||||||
| 6,138 | ||||||||
| Health Care — 0.2% | ||||||||
| Aspen Pharmacare Holdings Ltd | 113,843 | 1,117 | ||||||
| Materials — 0.3% | ||||||||
| Anglo American PLC | 23,961 | 1,359 | ||||||
| Gold Fields Ltd ADR | 18,025 | 836 | ||||||
| 2,195 | ||||||||
| Total South Africa | 23,081 | |||||||
| South Korea — 16.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| KT Corp ADR | 71,605 | 1,409 | ||||||
| Consumer Discretionary — 1.2% | ||||||||
| Hankook Tire & Technology Co Ltd | 8,968 | 435 | ||||||
| Hyundai Motor Co | 1,144 | 337 | ||||||
| Kia Corp | 57,371 | 5,473 | ||||||
| LG Electronics Inc | 15,691 | 2,464 | ||||||
| Youngone Corp | 4,169 | 220 | ||||||
| 8,929 | ||||||||
| Consumer Staples — 0.6% | ||||||||
| APR Corp/Korea | 5,024 | 1,701 | ||||||
| Cosmecca Korea Co Ltd | 5,468 | 598 | ||||||
| KT&G Corp | 3,804 | 495 | ||||||
| Samyang Foods Co Ltd | 1,073 | 1,201 | ||||||
| 3,995 | ||||||||
| Energy — 0.1% | ||||||||
| HD Hyundai Co Ltd | 3,053 | 486 | ||||||
| S-Oil Corp | 3,762 | 412 | ||||||
| 898 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Financials — 1.8% | ||||||||
| DB Insurance Co Ltd | 3,043 | $ | 402 | |||||
| Hana Financial Group Inc | 87,531 | 8,697 | ||||||
| KIWOOM Securities Co Ltd | 1,546 | 311 | ||||||
| Korea Investment Holdings Co Ltd | 4,448 | 621 | ||||||
| Samsung Fire & Marine Insurance Co Ltd | 2,042 | 988 | ||||||
| Samsung Life Insurance Co Ltd | 2,962 | 658 | ||||||
| Samsung Securities Co Ltd | 7,111 | 455 | ||||||
| Shinhan Financial Group Co Ltd | 9,144 | 728 | ||||||
| Woori Financial Group Inc | 21,725 | 533 | ||||||
| 13,393 | ||||||||
| Health Care — 0.1% | ||||||||
| Celltrion Inc | 7,207 | 996 | ||||||
| Industrials — 4.7% | ||||||||
| GS Holdings Corp | 5,694 | 528 | ||||||
| Hanwha Corp | 5,674 | 559 | ||||||
| HD Korea Shipbuilding & Offshore Engineering Co Ltd | 3,430 | 870 | ||||||
| Hyosung Heavy Industries Corp | 263 | 566 | ||||||
| Hyundai Rotem Co Ltd | 19,432 | 1,927 | ||||||
| LG Corp | 17,512 | 1,521 | ||||||
| LG Energy Solution Ltd* | 1,309 | 361 | ||||||
| LS Corp | 2,060 | 466 | ||||||
| LX INTERNATIONAL CORP | 7,537 | 214 | ||||||
| Samsung C&T Corp | 17,457 | 4,750 | ||||||
| Samsung E&A Co Ltd | 20,107 | 689 | ||||||
| SK Inc | 14,919 | 5,884 | ||||||
| SK Square Co Ltd | 21,046 | 15,735 | ||||||
| 34,070 | ||||||||
| Information Technology — 7.4% | ||||||||
| Duk San Neolux Co Ltd* | 15,965 | 398 | ||||||
| Eugene Technology Co Ltd | 7,059 | 682 | ||||||
| HPSP Co Ltd | 15,536 | 566 | ||||||
| LEENO Industrial Inc | 14,131 | 685 | ||||||
| LG CNS Co Ltd | 21,721 | 1,219 | ||||||
| LG Innotek Co Ltd | 1,369 | 637 | ||||||
| Samsung Electro-Mechanics Co Ltd | 1,351 | 1,425 | ||||||
| Samsung Electronics Co Ltd | 182,531 | 34,459 | ||||||
| SIMMTECH Co Ltd | 6,352 | 595 | ||||||
| SK hynix Inc | 10,648 | 12,887 | ||||||
| 53,553 | ||||||||
| Materials — 0.2% | ||||||||
| LG Chem Ltd | 5,653 | 1,153 | ||||||
| Total South Korea | 118,396 | |||||||
| Taiwan — 18.2% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Poya International Co Ltd | 248,000 | 586 | ||||||
| Financials — 1.1% | ||||||||
| Cathay Financial Holding Co Ltd | 678,000 | 2,363 | ||||||
| SEI Institutional Investments Trust | 147 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| CTBC Financial Holding Co Ltd | 2,400,000 | $ | 4,896 | |||||
| KGI Financial Holding Co Ltd | 542,000 | 579 | ||||||
| 7,838 | ||||||||
| Health Care — 0.3% | ||||||||
| Pegavision Corp | 42,000 | 529 | ||||||
| PharmaEssentia Corp* | 32,715 | 1,438 | ||||||
| 1,967 | ||||||||
| Industrials — 0.8% | ||||||||
| ETERNAL PRECISION MECHANICS Co Ltd | 35,000 | 561 | ||||||
| Eva Airways Corp | 580,000 | 768 | ||||||
| Evergreen Marine Corp Taiwan Ltd | 137,000 | 1,009 | ||||||
| Kaori Heat Treatment Co Ltd | 19,000 | 702 | ||||||
| Mega Union Technology Inc | 13,996 | 316 | ||||||
| Shihlin Electric & Engineering Corp | 90,000 | 567 | ||||||
| Sincere Navigation Corp | 319,000 | 356 | ||||||
| Voltronic Power Technology Corp | 41,000 | 1,338 | ||||||
| Wan Hai Lines Ltd | 139,000 | 499 | ||||||
| 6,116 | ||||||||
| Information Technology — 15.8% | ||||||||
| Accton Technology Corp | 29,000 | 1,857 | ||||||
| Advantech Co Ltd | 114,000 | 2,430 | ||||||
| AP Memory Technology Corp | 19,000 | 555 | ||||||
| Asia Vital Components Co Ltd | 23,686 | 2,556 | ||||||
| ASPEED Technology Inc | 2,100 | 1,063 | ||||||
| Asustek Computer Inc | 229,000 | 7,209 | ||||||
| Chroma ATE Inc | 17,000 | 1,051 | ||||||
| Delta Electronics Inc | 55,000 | 3,191 | ||||||
| Elite Material Co Ltd | 12,000 | 2,073 | ||||||
| Gigabyte Technology Co Ltd | 26,000 | 293 | ||||||
| Gold Circuit Electronics Ltd | 26,000 | 954 | ||||||
| Hon Hai Precision Industry Co Ltd | 198,912 | 1,567 | ||||||
| Innodisk Corp | 9,179 | 420 | ||||||
| Jentech Precision Industrial Co Ltd | 3,500 | 660 | ||||||
| King Slide Works Co Ltd | 3,000 | 1,340 | ||||||
| Lite-On Technology Corp | 53,000 | 509 | ||||||
| MediaTek Inc | 39,000 | 4,825 | ||||||
| MPI Corp | 4,000 | 646 | ||||||
| Nan Ya Printed Circuit Board Corp | 17,000 | 659 | ||||||
| Nanya Technology Corp | 45,000 | 770 | ||||||
| Quanta Computer Inc | 82,000 | 875 | ||||||
| Sinbon Electronics Co Ltd | 99,000 | 975 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 24,235 | 10,065 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd | 752,000 | 56,514 | ||||||
| Wistron Corp | 203,000 | 1,139 | ||||||
| Wiwynn Corp | 43,000 | 9,609 | ||||||
| WPG Holdings Ltd | 97,000 | 304 | ||||||
| WT Microelectronics Co Ltd | 52,000 | 321 | ||||||
| Yageo Corp | 34,000 | 584 | ||||||
| 115,014 | ||||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Materials — 0.1% | ||||||||
| Nan Ya Plastics Corp | 61,000 | $ | 466 | |||||
| Total Taiwan | 131,987 | |||||||
| Thailand — 1.8% | ||||||||
| Communication Services — 0.1% | ||||||||
| Plan B Media Pcl NVDR | 2,465,400 | 486 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| Central Retail Corp PCL NVDR | 422,800 | 369 | ||||||
| Central Retail Corp PCL | 180,600 | 158 | ||||||
| Com7 PCL, Cl F | 353,500 | 316 | ||||||
| 843 | ||||||||
| Energy — 0.3% | ||||||||
| PTT Exploration & Production PCL NVDR | 176,800 | 792 | ||||||
| PTT Exploration & Production PCL | 94,500 | 423 | ||||||
| PTT PCL | 269,600 | 331 | ||||||
| Thai Oil PCL | 206,700 | 399 | ||||||
| 1,945 | ||||||||
| Financials — 0.9% | ||||||||
| Kasikornbank PCL | 125,000 | 935 | ||||||
| Kasikornbank PCL NVDR | 661,000 | 4,942 | ||||||
| Kiatnakin Phatra Bank PCL | 114,700 | 401 | ||||||
| Krungthai Card PCL | 377,100 | 423 | ||||||
| 6,701 | ||||||||
| Health Care — 0.2% | ||||||||
| Mega Lifesciences PCL | 1,255,500 | 1,363 | ||||||
| Industrials — 0.2% | ||||||||
| Airports of Thailand PCL NVDR | 155,200 | 297 | ||||||
| Thai Airways International PCL | 8,753,449 | 1,539 | ||||||
| 1,836 | ||||||||
| Real Estate — 0.0% | ||||||||
| Amata Corp PCL | 229,500 | 227 | ||||||
| Total Thailand | 13,401 | |||||||
| Turkey — 0.9% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| BIM Birlesik Magazalar AS | 103,587 | 870 | ||||||
| Coca-Cola Icecek AS | 78,587 | 123 | ||||||
| Migros Ticaret AS | 22,207 | 245 | ||||||
| 1,238 | ||||||||
| Energy — 0.2% | ||||||||
| Turkiye Petrol Rafinerileri AS | 186,500 | 1,551 | ||||||
| Financials — 0.2% | ||||||||
| Haci Omer Sabanci Holding AS | 568,119 | 1,095 | ||||||
| Turkiye Sigorta AS | 1,628,334 | 201 | ||||||
| 1,296 | ||||||||
| 148 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Continued)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Industrials — 0.3% | ||||||||
| AG Anadolu Grubu Holding AS, Cl A | 164,217 | $ | 108 | |||||
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 116,200 | 784 | ||||||
| KOC Holding AS | 236,539 | 1,052 | ||||||
| 1,944 | ||||||||
| Real Estate — 0.0% | ||||||||
| Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 1,157,888 | 479 | ||||||
| Total Turkey | 6,508 | |||||||
| Ukraine — 0.2% | ||||||||
| Industrials — 0.2% | ||||||||
| CSG NV* | 73,252 | 1,542 | ||||||
| United Arab Emirates — 1.6% | ||||||||
| Energy — 0.2% | ||||||||
| ADNOC Logistics & Services | 873,064 | 1,641 | ||||||
| Financials — 0.2% | ||||||||
| First Abu Dhabi Bank PJSC | 183,879 | 988 | ||||||
| Industrials — 0.3% | ||||||||
| Alec Holdings PJSC* | 6,584,185 | 2,438 | ||||||
| Real Estate — 0.9% | ||||||||
| Emaar Development PJSC | 532,258 | 1,843 | ||||||
| Emaar Properties PJSC | 1,610,192 | 4,687 | ||||||
| 6,530 | ||||||||
| Total United Arab Emirates | 11,597 | |||||||
| United States — 0.2% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Laureate Education Inc, Cl A | 13,897 | 521 | ||||||
| Information Technology — 0.1% | ||||||||
| Cognizant Technology Solutions Corp, Cl A | 15,309 | 989 | ||||||
| Total United States | 1,510 | |||||||
| Uzbekistan — 0.4% | ||||||||
| Financials — 0.4% | ||||||||
| National Investment Fund of the Republic of Uzbekistan JSC GDR* | 82,034 | 2,994 | ||||||
| Vietnam — 2.4% | ||||||||
| Consumer Discretionary — 0.4% | ||||||||
| Dien May Xanh Investment JSC | 547,000 | 1,676 | ||||||
| Mobile World Investment Corp | 474,900 | 1,362 | ||||||
| 3,038 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Masan Group Corp* | 819,300 | 2,202 | ||||||
| Description | Shares | Market
Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Financials — 1.0% | ||||||||
| Military Commercial Joint Stock Bank | 4,350,351 | $ | 3,503 | |||||
| Vietnam Technological & Commercial Joint Stock Bank | 1,519,840 | 1,943 | ||||||
| VPS Securities JSC* | 1,406,560 | 1,639 | ||||||
| 7,085 | ||||||||
| Information Technology — 0.3% | ||||||||
| FPT Corp | 592,500 | 1,659 | ||||||
| Real Estate — 0.4% | ||||||||
| Vinhomes JSC | 1,114,800 | 3,110 | ||||||
| Total Vietnam | 17,094 | |||||||
| Zambia — 0.4% | ||||||||
| Materials — 0.4% | ||||||||
| First Quantum Minerals Ltd* | 91,664 | 3,048 | ||||||
| Total Common Stock | ||||||||
| (Cost $471,855) ($ Thousands) | 681,923 | |||||||
| PREFERRED STOCK — 2.2% | ||||||||
| Brazil — 0.3% | ||||||||
| Financials — 0.3% | ||||||||
| Itausa SA(A) | 815,000 | 2,051 | ||||||
| Chile — 0.1% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Embotelladora Andina SA(A) | 235,317 | 1,142 | ||||||
| South Korea — 1.8% | ||||||||
| Consumer Discretionary — 0.6% | ||||||||
| Hyundai Motor Co(A) | 22,062 | 3,058 | ||||||
| LG Electronics Inc(A) | 23,163 | 1,267 | ||||||
| 4,325 | ||||||||
| Information Technology — 1.1% | ||||||||
| Samsung Electronics Co Ltd(A) | 59,896 | 8,112 | ||||||
| Materials — 0.1% | ||||||||
| LG Chem Ltd(A) | 5,906 | 548 | ||||||
| Total South Korea | 12,985 | |||||||
| Total Preferred Stock | ||||||||
| (Cost $10,982) ($ Thousands) | 16,178 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Military Commercial Joint Stock Bank, | ||||||||
| Expires 09/10/2026 * | 3,782,914 | 160 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 160 |
| SEI Institutional Investments Trust | 149 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Equity Fund (Concluded)
| Description | Shares | Market
Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 7,108,674 | $ | 7,109 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $7,109) ($ Thousands) | 7,109 | |||||||
| Total Investments in Securities — 97.1% | ||||||||
| (Cost $489,946) ($ Thousands) | $ | 705,370 | ||||||
A list of the open futures contracts held by the Fund at August 31, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized | |||||||||||||
| Long Contracts | ||||||||||||||||||
| MSCI Emerging Markets Index | 236 | Sep-2026 | $ | 20,142 | $ | 20,191 | $ | 49 | ||||||||||
| $ | 20,142 | $ | 20,191 | $ | 49 | |||||||||||||
Percentages are based on Net Assets of $726,464 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
| (A) | No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 5,111 | $ | 34,198 | $ | (32,200 | ) | $ | — | $ | — | $ | 7,109 | $ | 91 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 150 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS — 31.4% | ||||||||
| Aerospace & Defense — 0.6% | ||||||||
| Bleriot US Bidco Inc., 2023 Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 3.250%, 10/30/2028 (A)(B) | $ | 642 | $ | 643 | ||||
| Propulsion (BC) Newco LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/01/2032 (A) | 399 | 401 | ||||||
| TransDigm Inc., New Tranche J Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 02/28/2031 (A) | 176 | 177 | ||||||
| TransDigm Inc., New Tranche K Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 03/22/2030 (A) | 600 | 601 | ||||||
| TransDigm Inc., Tranche M Term Loan | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 08/19/2032 (A) | 215 | 216 | ||||||
| TransDigm Inc., Tranche N Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 02/13/2033 (A) | 45 | 45 | ||||||
| Zeus US Bidco, LLC, Delayed Term Loan | ||||||||
| 0.000%, 08/05/2033 (B)(C) | 40 | 40 | ||||||
| Zeus US Bidco, LLC, Term Loan B | ||||||||
| 0.000%, 08/05/2033 (A)(B)(C) | 154 | 154 | ||||||
| 2,277 | ||||||||
| Air Transport — 0.2% | ||||||||
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.), 2025 Replacement Term Loan, 1st Lien | ||||||||
| 5.979%, CME Term SOFR + 2.250%, 04/20/2028 (A) | 765 | 764 | ||||||
| Automotive — 0.7% | ||||||||
| Belron Finance 2019 LLC, New 2031 Dollar Incremental Term Loan, 1st Lien | ||||||||
| 5.758%, CME Term SOFR + 2.000%, 10/16/2031 (A) | 601 | 601 | ||||||
| Clarios Global LP, Amendment No. 5 Dollar Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 05/06/2030 (A) | 723 | 725 | ||||||
| Holley Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.551%, 11/17/2028 (B) | 111 | 112 | ||||||
| Tenneco Inc., Term A Loan, 1st Lien | ||||||||
| 8.583%, CME Term SOFR + 4.750%, 11/17/2028 (A)(B) | 421 | 420 | ||||||
| 8.503%, 11/17/2028 | 1 | 1 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Wand Newco 3, Inc., Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.750%, 01/30/2031 (A) | $ | 811 | $ | 808 | ||||
| 2,667 | ||||||||
| Building & Development — 0.9% | ||||||||
| Artera Services, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 8.186%, CME Term SOFR + 4.500%, 02/15/2031 (A) | 426 | 355 | ||||||
| CP Atlas Buyer, Inc., 2025 Term B Loan, 1st Lien | ||||||||
| 8.936%, CME Term SOFR + 5.300%, 07/08/2030 (A) | 313 | 269 | ||||||
| Gulfside Supply, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 06/17/2031 (A)(B) | 425 | 369 | ||||||
| Pioneer Opco, LLC, Term B Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 05/15/2033 (A) | 535 | 539 | ||||||
| Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 02/10/2032 (A) | 499 | 499 | ||||||
| Radnet Management, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 5.764%, CME Term SOFR + 2.000%, 04/18/2031 (A) | 615 | 614 | ||||||
| Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.536%, CME Term SOFR + 3.750%, 10/16/2028 (A)(B) | 286 | 271 | ||||||
| Tiger Acquisition, LLC, 2026 Incremental Term Loan, 1st Lien | ||||||||
| 6.436%, 08/23/2032 (D) | 515 | 516 | ||||||
| Tiger Acquisition, LLC, August 2025 Incremental Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 08/23/2032 (A) | 224 | 225 | ||||||
| 3,657 | ||||||||
| Business Equipment & Services — 4.5% | ||||||||
| Access CIG, LLC, 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 7.823%, CME Term SOFR + 4.000%, 08/19/2030 (A) | 767 | 681 | ||||||
| ADI Global Distribution Funding LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 07/01/2033 (A)(B) | 415 | 416 | ||||||
| AlixPartners, LLP, 2025 Refinancing Dollar Term Loan | ||||||||
| 5.686%, 08/12/2032 | 1,102 | 1,101 | ||||||
| SEI Institutional Investments Trust | 151 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Allium Buyer LLC, Initial Term Loan | ||||||||
| 0.000%, 09/23/2031 (B)(C) | $ | 410 | $ | 408 | ||||
| AmSpec Parent, LLC, Amendment No. 2 Other Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 12/22/2031 (A) | 394 | 395 | ||||||
| Apple Bidco, LLC, Amendment No. 5 Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 09/23/2031 (A) | 349 | 350 | ||||||
| Asplundh Tree Expert, LLC, 2024 Incremental Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 05/23/2031 (A) | 348 | 348 | ||||||
| Asplundh Tree Expert, LLC, Amendment No. 5 Refinancing Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 05/30/2033 (A) | 267 | 266 | ||||||
| Bach Finance Limited, Fifteenth Amendment Dollar Term Loan, 1st Lien | ||||||||
| 6.017%, CME Term SOFR + 2.250%, 01/09/2032 (A) | 638 | 637 | ||||||
| BW Holding, Inc., Tranche B Term Loan | ||||||||
| 8.388%, 12/14/2030 (B) | 324 | 137 | ||||||
| Carroll County Energy LLC, Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 06/30/2031 (A) | 385 | 386 | ||||||
| Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 11/02/2029 (A)(B) | 96 | 96 | ||||||
| DTI Holdco, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 7.686%, CME Term SOFR + 4.000%, 04/26/2029 (A) | 531 | 512 | ||||||
| Ensemble RCM, LLC, Closing Date Term Loan | ||||||||
| 6.823%, CME Term SOFR + 3.000%, 02/09/2033 (A) | 610 | 610 | ||||||
| Ensono, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.801%, CME Term SOFR + 4.000%, 05/26/2028 (A) | 1,049 | 1,044 | ||||||
| Examworks Bidco Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 02/06/2033 (A) | 868 | 871 | ||||||
| Fortna Group, Inc., Delayed Draw Term Loan, 1st Lien | ||||||||
| 11.259%, CME Term SOFR + 7.500%, 08/31/2027 (A)(B)(D) | 15 | 14 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Fortna Group, Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.238%, CME Term SOFR + 7.500%, 08/31/2027 (A)(D) | $ | 50 | $ | 44 | ||||
| Fortna Group, Inc., Subsequent Delayed Draw Term Loan | ||||||||
| 0.000%, 08/31/2027 (B)(C)(D) | 6 | 6 | ||||||
| Grant Thornton Advisors LLC, 2025 Incremental Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 06/02/2031 (A) | 884 | 841 | ||||||
| Green Infrastructure Partners Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 09/24/2032 (A) | 404 | 405 | ||||||
| Hill Top Energy Center, LLC, Term B Advance, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 06/26/2032 (A)(B) | 482 | 484 | ||||||
| Inspired Finco Holdings Limited | ||||||||
| 6.573%, CME Term SOFR + 2.750%, 02/28/2031 (A)(B) | 422 | 422 | ||||||
| IRB Holding Corp., 2025 Replacement Term B Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 12/15/2030 (A) | 746 | 749 | ||||||
| Leia Finco US LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.988%, CME Term SOFR + 3.250%, 10/09/2031 (A) | 492 | 463 | ||||||
| Medline Borrower, LP, Seventh Amendment Refinancing Term Loan | ||||||||
| 5.186%, CME Term SOFR + 1.500%, 05/30/2033 (A) | 869 | 867 | ||||||
| OMNIA Partners, LLC , Initial Term Loan (2024), 1st Lien | ||||||||
| 6.418%, CME Term SOFR + 2.750%, 12/31/2032 (A) | 167 | 167 | ||||||
| Project Castle Inc., Initial Term Loan, 1st Lien | ||||||||
| 9.225%, CME Term SOFR + 5.500%, 06/01/2029 (A) | 25 | 1 | ||||||
| Project Castle, Inc., Initial Term Loan, 1st Lien | ||||||||
| 9.225%, CME Term SOFR + 5.500%, 06/01/2029 (A) | 767 | 45 | ||||||
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2024 Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 3.000%, 07/31/2031 (A) | 218 | 218 | ||||||
| 152 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Sharp Services, LLC, Tranche E Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 09/29/2032 (A) | $ | 947 | $ | 952 | ||||
| Signia Aerospace, LLC, 2026 Initial Term Loan, 1st Lien | ||||||||
| 6.196%, CME Term SOFR + 2.500%, 12/11/2031 (A) | 150 | 151 | ||||||
| Tempo Acquisition, LLC, Seventh Incremental Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 08/31/2028 (A) | 849 | 699 | ||||||
| TK Elevator Midco GmbH, Facility B (USD), 1st Lien | ||||||||
| 6.704%, CME Term SOFR + 2.750%, 04/30/2030 (A) | 271 | 273 | ||||||
| TK Elevator Midco GmbH, Facility B2 | ||||||||
| 6.704%, 04/30/2030 | 473 | 476 | ||||||
| TransMontaigne Operating Company L.P., Tranche B Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 03/16/2030 (A) | 500 | 501 | ||||||
| VeriFone Systems, Inc., 2025-1 Term Loan, 1st Lien | ||||||||
| 9.584%, CME Term SOFR + 5.250%, 08/18/2028 (A) | 282 | 270 | ||||||
| Vital Bidco AB, Facility B (USD) | ||||||||
| 0.000%, 08/29/2033 (B)(C) | 420 | 416 | ||||||
| Waystar Technologies, Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.686%, 10/22/2029 (D) | 639 | 640 | ||||||
| WEX Inc., Term B-2 Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 03/31/2028 (A) | 185 | 185 | ||||||
| WhiteWater Matterhorn Holdings, LLC, 2026 Incremental Term Loan, 1st Lien | ||||||||
| 5.500%, CME Term SOFR + 1.750%, 06/16/2032 (A)(B) | 570 | 566 | ||||||
| 18,113 | ||||||||
| Cable & Satellite Television — 0.7% | ||||||||
| Altice France S.A., USD TL-12 Loan | ||||||||
| 8.804%, 10/30/2028 (B) | 328 | 328 | ||||||
| Altice France S.A., USD TL-13 Loan | ||||||||
| 0.000%, 05/14/2029 (B)(C) | 286 | 287 | ||||||
| Discovery Global Holdings, Inc., Initial Dollar Term Loan | ||||||||
| 6.186%, 06/03/2033 (A) | 392 | 393 | ||||||
| E.W. Scripps Company, The, Tranche B-2 Term Loan, 1st Lien | ||||||||
| 9.523%, CME Term SOFR + 5.750%, 06/30/2028 (A) | 254 | 253 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Endeavor Group Holdings, Inc., Term Loan B | ||||||||
| 6.436%, CME Term SOFR + 3.000%, 03/24/2032 (A)(B) | $ | 261 | $ | 262 | ||||
| Gray Television Inc., Term D Loan, 1st Lien | ||||||||
| 6.820%, 12/01/2028 | 253 | 253 | ||||||
| NEP Group, Inc., 2025 Dollar Term Loan, 1st Lien | ||||||||
| 8.186%, CME Term SOFR + 4.500%, 10/17/2031 (A) | 593 | 536 | ||||||
| Nexstar Media Inc., Term B-7 Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 03/18/2033 (A) | 215 | 216 | ||||||
| Virgin Media Bristol LLC, Facility Y, 1st Lien | ||||||||
| 6.967%, CME Term SOFR + 3.175%, 03/31/2031 (A) | 350 | 303 | ||||||
| 2,831 | ||||||||
| Cargo Transport — 0.3% | ||||||||
| First Student Bidco Inc., Initial Term B Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 08/15/2030 (A) | 733 | 733 | ||||||
| QXO Building Products, Inc., 2026 Incremental Term B Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 07/01/2033 (A) | 500 | 499 | ||||||
| 1,232 | ||||||||
| Chemicals & Plastics — 1.1% | ||||||||
| ARC Falcon I Inc., Initial Term B Loan, 1st Lien | ||||||||
| 8.206%, CME Term SOFR + 4.500%, 04/01/2033 (A) | 309 | 299 | ||||||
| Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien | ||||||||
| 11.614%, CME Term SOFR + 7.750%, 11/24/2028 (A)(D) | 39 | 30 | ||||||
| Bond German BidCo 2 GmbH, Initial Term B-1 Loan, 1st Lien | ||||||||
| 7.244%, CME Term SOFR + 3.500%, 06/29/2033 (A) | 320 | 322 | ||||||
| CoorsTek, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien | ||||||||
| 6.228%, CME Term SOFR + 2.500%, 10/28/2032 (A) | 471 | 473 | ||||||
| Flexsys 5/25 Second Out TL, Second Out Refinancing Term Loan | ||||||||
| 9.341%, 08/01/2029 (B) | 594 | 113 | ||||||
| Herens Holdco SARL, Facility B | ||||||||
| 7.757%, 07/03/2028 (A) | 341 | 325 | ||||||
| Ineos US Finance LLC, 2030 Dollar Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 02/19/2030 (A) | 368 | 347 | ||||||
| SEI Institutional Investments Trust | 153 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| SCIH Salt Holdings Inc., Restatement Date Term Loan, 1st Lien | ||||||||
| 6.499%, CME Term SOFR + 2.750%, 08/13/2031 (A) | $ | 1,141 | $ | 1,135 | ||||
| Tronox Finance LLC, 2024 B2 Term Loan (FIrst Lien), 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.300%, 04/04/2029 (A) | 306 | 249 | ||||||
| Tronox Finance LLC, 2024-B Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 09/30/2031 (A) | 106 | 82 | ||||||
| 6.232%, CME Term SOFR + 2.500%, 09/30/2031 (A) | 136 | 106 | ||||||
| USALCO, LLC, 2025 Initial Term Loan | ||||||||
| 7.264%, 09/30/2031 | 544 | 547 | ||||||
| Wilsonart LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.982%, CME Term SOFR + 4.250%, 08/05/2031 (A) | 361 | 316 | ||||||
| 4,344 | ||||||||
| Conglomerates — 0.1% | ||||||||
| Agiliti Health Inc., Term Loan, 1st Lien | ||||||||
| 6.752%, CME Term SOFR + 3.000%, 05/01/2030 (A) | 553 | 536 | ||||||
| Containers & Glass Products — 0.2% | ||||||||
| Pregis TopCo LLC, Tenth Amendment Term Loan, 1st Lien | ||||||||
| 7.436%, CME Term SOFR + 4.000%, 02/01/2029 (A) | 439 | 442 | ||||||
| Pretium PKG Holdings, Inc., First-Out Term Loan, 1st Lien | ||||||||
| 8.984%, CME Term SOFR + 5.250%, 03/02/2031 (A) | 202 | 199 | ||||||
| Pretium PKG Holdings, Inc., Second-Out Term Loan, 1st Lien | ||||||||
| 9.484%, CME Term SOFR + 5.750%, 03/01/2032 (A) | 91 | 74 | ||||||
| 715 | ||||||||
| Ecological Services & Equipment — 0.5% | ||||||||
| Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien | ||||||||
| 7.573%, CME Term SOFR + 3.800%, 12/29/2028 (A) | 760 | 305 | ||||||
| EnergySolutions, LLC, Term Loan B | ||||||||
| 0.000%, 07/23/2033 (A)(B)(C) | 443 | 447 | ||||||
| Enstall Group B.V., Facility B2 | ||||||||
| 9.261%, 08/31/2030 | 98 | 73 | ||||||
| GFL Environmental Services Inc., Term Loan | ||||||||
| 6.156%, CME Term SOFR + 2.500%, 03/03/2032 (A) | 605 | 606 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Pasadena Performance Products, LLC, 2025-1 Repricing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 02/27/2032 (A)(D) | $ | 495 | $ | 495 | ||||
| 1,926 | ||||||||
| Electronics/Electrical — 3.8% | ||||||||
| Applied Systems, Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.750%, 02/24/2031 (A) | 642 | 632 | ||||||
| athenahealth Group Inc., Fourth Amendment Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 02/16/2032 (A) | 255 | 255 | ||||||
| Bending Spoons US Inc., Amendment No. 4 Dollar Term Loan | ||||||||
| 9.276%, 03/07/2031 | 114 | 114 | ||||||
| Bending Spoons US Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 9.276%, CME Term SOFR + 5.875%, 03/07/2031 (A) | 418 | 421 | ||||||
| Calabrio, Inc., First Out Term Loan, 1st Lien | ||||||||
| 7.686%, CME Term SOFR + 4.000%, 11/26/2032 (A) | 159 | 121 | ||||||
| CCC Intelligent Solutions Inc., Initial Term Loan | ||||||||
| 5.686%, 01/23/2032 | 539 | 538 | ||||||
| Central Parent LLC, 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 07/06/2029 (A) | 609 | 305 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-1 Term Loan | ||||||||
| 6.982%, 08/13/2032 (A) | 687 | 652 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 08/13/2032 (A) | 2 | 2 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 03/21/2031 (A) | 280 | 267 | ||||||
| ConnectWise, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.494%, CME Term SOFR + 3.500%, 09/29/2028 (A) | 672 | 647 | ||||||
| Construction Partners, Inc., Amendment No. 1 Term Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 11/03/2031 (A)(B) | 188 | 188 | ||||||
| 154 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Coreweave Financing DDTL V, LLC, Delayed Draw Loan, 1st Lien | ||||||||
| 8.150%, SOFR + 4.500%, 11/15/2031 (A) | $ | 245 | $ | 247 | ||||
| Coreweave Financing DDTL V-V, LLC, Delayed Draw Loan, 1st Lien | ||||||||
| 9.151%, CME Term SOFR + 5.500%, 09/01/2031 (A) | 118 | 118 | ||||||
| Dayforce Bidco, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.823%, CME Term SOFR + 3.000%, 02/04/2033 (A) | 762 | 735 | ||||||
| Delta Topco, Inc., Fourth Amendment Refinancing Term Loan, 1st Lien | ||||||||
| 6.402%, CME Term SOFR + 2.750%, 11/30/2029 (A) | 65 | 63 | ||||||
| Delta Topco, Inc., Second Amendment Refinancing Term Loan, 2nd Lien | ||||||||
| 8.902%, CME Term SOFR + 5.250%, 11/29/2030 (A) | 277 | 258 | ||||||
| Ellucian Holdings Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 3.000%, 10/09/2029 (A) | 455 | 445 | ||||||
| Ellucian Holdings Inc., Initial Term Loan, 2nd Lien | ||||||||
| 8.436%, CME Term SOFR + 4.750%, 11/22/2032 (A) | 301 | 291 | ||||||
| Epicor Software Corporation, Term F Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 05/30/2031 (A) | 920 | 899 | ||||||
| Ivanti Security Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 9.501%, CME Term SOFR + 5.800%, 06/01/2029 (A)(B) | 434 | 423 | ||||||
| Level 3 Financing, Inc., Term B-5 Refinancing Loans | ||||||||
| 6.436%, 03/29/2032 | 280 | 281 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 03/01/2029 (A) | 276 | 260 | ||||||
| Motus Group, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.514%, CME Term SOFR + 3.750%, 12/11/2028 (A) | 194 | 162 | ||||||
| OID-OL Intermediate I, LLC, Initial First Out Term Loan, 1st Lien | ||||||||
| 9.823%, CME Term SOFR + 6.000%, 02/01/2029 (A) | 203 | 196 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| OID-OL Intermediate I, LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 8.223%, CME Term SOFR + 4.250%, 02/01/2029 (A) | $ | 922 | $ | 483 | ||||
| PointClickCare Technologies Inc., 2025 Term Loan | ||||||||
| 6.573%, 11/03/2031 | 838 | 834 | ||||||
| Polaris Newco LLC, Dollar Term Loan, 1st Lien | ||||||||
| 8.084%, CME Term SOFR + 4.000%, 06/02/2028 (A) | 924 | 855 | ||||||
| Project Ruby Ultimate Parent Corp., Incremental B-1 Loan, 2nd Lien | ||||||||
| 9.051%, 03/12/2029 (D) | 310 | 310 | ||||||
| Project Ruby Ultimate Parent Corp., Incremental Term B-5 Loan, 1st Lien | ||||||||
| 6.551%, CME Term SOFR + 2.800%, 03/10/2028 (A) | 746 | 746 | ||||||
| Proofpoint, Inc., 2026 Extended Term Loan, 1st Lien | ||||||||
| 8.249%, CME Term SOFR + 4.500%, 08/31/2030 (A)(B) | 461 | 455 | ||||||
| Proofpoint, Inc., Term Loan (Add-On) | ||||||||
| 6.732%, 08/31/2028 (B) | 80 | 79 | ||||||
| Pushpay USA Inc., Repriced 2025 Term Loan | ||||||||
| 7.481%, 08/15/2031 (D) | 287 | 259 | ||||||
| QTS Thunder Managing Issuer, LLC, Term Loan, 1st Lien | ||||||||
| 6.025%, CME Term SOFR + 2.250%, 07/22/2033 (A)(B) | 562 | 558 | ||||||
| Quartz Holding Company, Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.500%, 10/02/2028 (A)(D) | 589 | 545 | ||||||
| RealPage, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.994%, CME Term SOFR + 3.000%, 04/24/2028 (A) | 661 | 650 | ||||||
| TKO Worldwide Holdings, LLC, Additional Term B-7 Loan, 1st Lien | ||||||||
| 5.507%, CME Term SOFR + 1.750%, 11/21/2031 (A) | 781 | 780 | ||||||
| VS Buyer, LLC, 2025-1 Initial Term Loan, 1st Lien | ||||||||
| 6.073%, CME Term SOFR + 2.250%, 04/12/2031 (A) | 372 | 365 | ||||||
| 15,439 | ||||||||
| Financial Intermediaries — 6.0% | ||||||||
| ACP Tara Holdings, Inc., Additional 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/15/2032 (A) | 544 | 545 | ||||||
| SEI Institutional Investments Trust | 155 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| AL GCX Fund VIII Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.901%, CME Term SOFR + 2.250%, 12/17/2032 (A)(B) | $ | 250 | $ | 249 | ||||
| AL GCX Holdings, LLC, Initial Term Loan | ||||||||
| 5.901%, CME Term SOFR + 2.250%, 12/17/2032 (A) | 600 | 600 | ||||||
| Argent Midco SAS, Facility B | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 11/12/2032 (A) | 350 | 351 | ||||||
| Bausch + Lomb Corporation, Fourth Amendment Term Loan, 1st Lien | ||||||||
| 7.436%, CME Term SOFR + 3.750%, 01/15/2031 (A) | 884 | 889 | ||||||
| Brown Group Holding LLC, Incremental Term B-2 Facility, 1st Lien | ||||||||
| 6.073%, CME Term SOFR + 3.750%, 07/01/2031 (A)(B) | 153 | 154 | ||||||
| 6.014%, CME Term SOFR + 3.750%, 07/01/2031 (A) | 9 | 9 | ||||||
| 5.936%, CME Term SOFR + 3.750%, 07/01/2031 (A) | 7 | 6 | ||||||
| Brown Group Holding, LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.500%, 07/01/2031 (A)(B) | 326 | 327 | ||||||
| Chicago US Midco III, LP, Closing Date Term Loan, 1st Lien | ||||||||
| 3.686%, CME Term SOFR + 2.500%, 11/01/2032 (A) | 426 | 422 | ||||||
| Cogentrix Finance Holdco I, LLC, Repricing Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 02/26/2032 (A) | 445 | 445 | ||||||
| CPI Holdco B, LLC, 2025 Fourth Amendment Incremental Term Loan | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 05/17/2031 (A) | 763 | 762 | ||||||
| CPPIB OVM Member U.S. LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.750%, 08/20/2031 (A) | 851 | 852 | ||||||
| Disco Parent, Inc., Term Loan | ||||||||
| 6.764%, 08/06/2032 | 215 | 214 | ||||||
| ECL Entertainment, LLC, 2025 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 08/30/2030 (A) | 575 | 577 | ||||||
| EOC Borrower, LLC, Term A Loan, 1st Lien | ||||||||
| 7.436%, CME Term SOFR + 3.750%, 03/24/2028 (A) | 188 | 187 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Focus Financial Partners, LLC, Tranche B Incremental Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.750%, 09/15/2031 (A) | $ | 294 | $ | 291 | ||||
| Gainwell Acquisition Corp., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 8.223%, CME Term SOFR + 4.500%, 08/19/2031 (A) | 580 | 582 | ||||||
| Genmab A/S, Amendment No. 1 Term B Loan, 1st Lien | ||||||||
| 5.732%, CME Term SOFR + 2.000%, 12/13/2032 (A) | 732 | 731 | ||||||
| Herschend Entertainment Company, LLC, 2026 Incremental Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 05/27/2032 (A) | 614 | 616 | ||||||
| Hightower Holding, LLC, Amendment No. 10 Replacement Term Loan | ||||||||
| 6.509%, 02/03/2032 | 899 | 897 | ||||||
| Icon Parent I Inc., 2025 Term Loan, 1st Lien | ||||||||
| 6.446%, CME Term SOFR + 2.750%, 11/13/2031 (A) | 274 | 262 | ||||||
| Jupiter Borrower, Inc., Term Loan B | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 06/30/2033 (A) | 249 | 250 | ||||||
| Karman Holdings Inc., July 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.061%, CME Term SOFR + 2.250%, 04/01/2032 (A)(B) | 580 | 582 | ||||||
| Lernen Bidco Limited, Facility B3 (USD), 1st Lien | ||||||||
| 7.010%, CME Term SOFR + 3.500%, 10/27/2031 (A) | 496 | 484 | ||||||
| Life Time, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 5.390%, CME Term SOFR + 1.750%, 11/05/2031 (A) | 471 | 470 | ||||||
| LSF12 Crown US Commercial Bidco, LLC, 2026-2 Refinancing Term Loan, 1st Lien | ||||||||
| 6.243%, CME Term SOFR + 2.500%, 12/02/2031 (A)(B) | 558 | 561 | ||||||
| Madison IAQ LLC, 2026 Repriced Incremental Term Loan, 1st Lien | ||||||||
| 5.470%, CME Term SOFR + 1.750%, 05/06/2032 (A) | 554 | 553 | ||||||
| Osmosis Buyer Limited, Initial Term B USD Loan, 1st Lien | ||||||||
| 6.206%, CME Term SOFR + 2.500%, 07/05/2033 (A) | 723 | 726 | ||||||
| OVG Business Services, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 06/25/2031 (A) | 865 | 869 | ||||||
| 156 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Paint Intermediate III, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 6.761%, 10/09/2031 | $ | 352 | $ | 352 | ||||
| Pinnacle Buyer, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 6.234%, CME Term SOFR + 2.500%, 10/01/2032 (A) | 381 | 382 | ||||||
| Raising Cane's Restaurants, L.L.C. , Second Amendment New Term Loan, 1st Lien | ||||||||
| 5.651%, CME Term SOFR + 2.000%, 06/06/2033 (A)(B) | 400 | 397 | ||||||
| Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 11/19/2031 (A) | 271 | 270 | ||||||
| Resilience Parent, LLC | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 02/28/2033 (A) | 856 | 856 | ||||||
| Rhaegal Holdco B.V., Holdco Facility 2 | ||||||||
| 12.000%, 08/31/2029 | 70 | 21 | ||||||
| Shift4 Payments, LLC, Amendment No. 3 Refinancing Term Loan, 1st Lien | ||||||||
| 5.732%, CME Term SOFR + 2.000%, 07/03/2032 (A) | 719 | 719 | ||||||
| Speed Midco 3 S.a r.l., Facility B (USD), 1st Lien | ||||||||
| 6.195%, CME Term SOFR + 2.500%, 10/07/2032 (A) | 547 | 546 | ||||||
| Spring Education Group, Inc., Initial Term Loan | ||||||||
| 6.982%, CME Term SOFR + 4.500%, 10/04/2030 (A) | 663 | 663 | ||||||
| Team.blue Finco SARL, USD Additional Facility, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 07/12/2032 (A) | 249 | 242 | ||||||
| Trilon Group, LLC, Delayed Draw Term Loan, 1st Lien | ||||||||
| 7.253%, CME Term SOFR + 3.500%, 06/13/2033 (A)(B) | 17 | 17 | ||||||
| Trilon Group, LLC, Term Loan, 1st Lien | ||||||||
| 7.253%, CME Term SOFR + 3.500%, 06/13/2033 (A)(B) | 1,049 | 1,049 | ||||||
| TRQ Sales LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 12/30/2032 (A) | 694 | 692 | ||||||
| Victory Buyer LLC | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 02/13/2033 (A) | 773 | 776 | ||||||
| Wash Bidco Inc., Initial Term Loan | ||||||||
| 6.686%, 09/10/2032 (A) | 614 | 617 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Whatabrands LLC, Initial Term B Loan, 1st Lien | ||||||||
| 6.392%, CME Term SOFR + 2.750%, 08/13/2033 (A)(B) | $ | 432 | $ | 433 | ||||
| WIN Waste Innovations Holdings Inc., New Term B-3 Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 04/03/2029 (A)(B) | 855 | 855 | ||||||
| Xplor T1, LLC, Second Amendment Term Loan, 1st Lien | ||||||||
| 7.157%, CME Term SOFR + 3.500%, 12/01/2032 (A)(D) | 789 | 751 | ||||||
| 24,101 | ||||||||
| Food Service — 0.6% | ||||||||
| Aramark Intermediate HoldCo Corp., U.S. Term B-10 Loan | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 06/22/2030 (A) | 855 | 856 | ||||||
| Belden Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 07/01/2033 (A) | 340 | 341 | ||||||
| Chobani, LLC, 2025-2 New Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 10/28/2032 (A) | 822 | 825 | ||||||
| Froneri International Limited, Facility B6, 1st Lien | ||||||||
| 6.454%, 09/30/2032 | 420 | 418 | ||||||
| 2,440 | ||||||||
| Food/Drug Retailers — 0.2% | ||||||||
| Eagle Parent Corp., Initial Term Loan, 1st Lien | ||||||||
| 7.982%, CME Term SOFR + 4.250%, 04/02/2029 (A) | 587 | 590 | ||||||
| Prestige Brands, Inc., Term B Loan | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 06/13/2033 (A) | 400 | 402 | ||||||
| 992 | ||||||||
| Forests Products — 0.2% | ||||||||
| Enviva, LLC, Initial Term Loan | ||||||||
| 10.524%, 12/06/2029 | 977 | 982 | ||||||
| Health Care — 2.7% | ||||||||
| Aveanna Healthcare LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 09/17/2032 (A) | 665 | 667 | ||||||
| BIP PipeCo Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.730%, CME Term SOFR + 2.250%, 12/06/2030 (A) | 183 | 183 | ||||||
| SEI Institutional Investments Trust | 157 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| CNT Holdings I Corp, 2025 Replacement Term Loan, 1st Lien | ||||||||
| 6.073%, CME Term SOFR + 2.500%, 11/08/2032 (A)(B) | $ | 1,124 | $ | 1,128 | ||||
| Concentra Health Services, Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 2.000%, 07/26/2031 (A) | 44 | 44 | ||||||
| Confluent Medical Technologies, Inc., 2025 Refinancing Term B loan, 1st Lien | ||||||||
| 6.732%, 02/17/2032 | 480 | 482 | ||||||
| CQP Holdco LP, Amendment No. 7 Refinancing Term Loan, 1st Lien | ||||||||
| 5.482%, CME Term SOFR + 1.750%, 12/31/2032 (A) | 653 | 650 | ||||||
| Databricks, Inc., 2026 Term Loan, 1st Lien | ||||||||
| 8.147%, CME Term SOFR + 4.500%, 01/05/2032 (A)(D) | 463 | 462 | ||||||
| Global Medical Response, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.909%, CME Term SOFR + 3.500%, 10/01/2032 (A) | 611 | 614 | ||||||
| Grifols International Services Designated Activity Company, Dollar Tranche B Term Loan, 1st Lien | ||||||||
| 6.187%, CME Term SOFR + 2.500%, 04/14/2033 (A) | 203 | 204 | ||||||
| Hologic, Inc., USD Initial Term B Loan, 1st Lien | ||||||||
| 5.995%, CME Term SOFR + 2.250%, 04/07/2033 (A) | 794 | 783 | ||||||
| ICU Medical, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 6.132%, CME Term SOFR + 2.500%, 01/08/2029 (A) | 337 | 338 | ||||||
| LifePoint Health, Inc. , 2024-1 Refinancing Term Loan, 1st Lien | ||||||||
| 7.503%, CME Term SOFR + 3.750%, 05/17/2031 (A) | 506 | 484 | ||||||
| Mamba Purchaser, Inc., Sixth Amendment Term Loan, 1st Lien | ||||||||
| 6.438%, CME Term SOFR + 2.750%, 10/14/2031 (A) | 1,102 | 1,102 | ||||||
| Opal Holdco 4 SAS, Facility B6, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 04/28/2032 (A) | 740 | 744 | ||||||
| Parexel International, Inc., Seventh Amendment Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 12/12/2031 (A) | 720 | 722 | ||||||
| QuidelOrtho Corporation, Term A Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 08/21/2030 (A) | 133 | 126 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| QuidelOrtho Corporation, Term B Loan | ||||||||
| 7.686%, 08/20/2032 | $ | 457 | $ | 442 | ||||
| Surgery Center Holdings, Inc., 2025 Refinancing Term Loan | ||||||||
| 6.186%, 12/19/2030 | 646 | 648 | ||||||
| Team Health Holdings, Inc., 2028-2 Refinancing Term Loan | ||||||||
| 7.823%, 06/30/2028 (B) | 748 | 747 | ||||||
| WCG Intermediate Corp., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 02/25/2032 (A) | 317 | 317 | ||||||
| 10,887 | ||||||||
| Industrial Equipment — 1.0% | ||||||||
| Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien | ||||||||
| 5.823%, CME Term SOFR + 2.750%, 08/19/2031 (A) | 332 | 332 | ||||||
| 5.686%, CME Term SOFR + 2.250%, 08/19/2031 (A) | 112 | 113 | ||||||
| Avalara, Inc., First Amendment Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.750%, 03/26/2032 (A)(B) | 440 | 431 | ||||||
| JBT Marel Corporation, First Amendment Term Loan | ||||||||
| 5.436%, 01/02/2032 | 238 | 239 | ||||||
| Merlin Buyer Inc., Term Loan, 1st Lien | ||||||||
| 7.732%, CME Term SOFR + 4.000%, 04/15/2033 (A) | 640 | 644 | ||||||
| Pathfinder Power, LLC, Term Loan B | ||||||||
| 0.000%, 06/22/2033 (B)(C) | 760 | 759 | ||||||
| Primo Brands Corporation, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 03/31/2031 (A) | 409 | 411 | ||||||
| Resonetics, LLC, 2025 Specified Refinancing Term Loan, 1st Lien | ||||||||
| 6.583%, CME Term SOFR + 2.750%, 06/18/2031 (A) | – | — | ||||||
| TMK Hawk Parent, Corp., Initial Tranche B Loan | ||||||||
| 7.686%, 07/02/2029 (D) | 563 | 281 | ||||||
| TMK Hawk Parent, Corp., Term Loan (PIK), 1st Lien | ||||||||
| 11.000%, FIXED + 0.110%, 12/15/2031 (A)(D) | 21 | 21 | ||||||
| WEC US Holdings Ltd., Initial Term Loan, 1st Lien | ||||||||
| 5.706%, CME Term SOFR + 2.250%, 01/27/2031 (A) | 999 | 999 | ||||||
| 4,230 | ||||||||
| 158 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Insurance — 1.1% | ||||||||
| Acrisure, LLC, 2024 Repricing Term B-6 Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 11/06/2030 (A)(B) | $ | 365 | $ | 309 | ||||
| Alliant Holdings Intermediate, LLC, 2025 Replacement Term Loan | ||||||||
| 6.186%, 09/19/2031 | 484 | 483 | ||||||
| AmWINS Group, Inc., 2026 Refinancing Term Loan | ||||||||
| 5.732%, CME Term SOFR + 2.000%, 01/30/2032 (A) | 396 | 392 | ||||||
| Asurion, LLC, New Term B-13 Term Loan, 1st Lien | ||||||||
| 8.073%, CME Term SOFR + 4.250%, 09/19/2030 (A) | 461 | 456 | ||||||
| Asurion, LLC, New Term B-14 Term Loan, 1st Lien | ||||||||
| 7.573%, CME Term SOFR + 3.750%, 02/23/2033 (A) | 100 | 96 | ||||||
| Broadstreet Partners, Inc., 2024 Term B Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 3.000%, 06/13/2031 (A) | 308 | 303 | ||||||
| Broadstreet Partners, Inc., 2025 Tranche B Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.800%, 06/13/2031 (A) | 23 | 23 | ||||||
| CFC Bidco 2022 Limited, Term Loan B | ||||||||
| 7.234%, 07/01/2032 | 673 | 648 | ||||||
| HIG Finance 2 Limited, 2025-2 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 02/15/2031 (A)(B) | 19 | 18 | ||||||
| HIG Finance 2 Limited, 2025-3 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 04/18/2030 (A) | 529 | 501 | ||||||
| Jackson Generation, LLC, Term B Advance, 1st Lien | ||||||||
| 6.230%, CME Term SOFR + 2.500%, 07/08/2033 (A) | 335 | 335 | ||||||
| Ryan Specialty, LLC, 2024 Term Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.250%, 09/15/2031 (A) | 200 | 199 | ||||||
| Sotera Health Holdings, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 05/30/2031 (A) | 447 | 448 | ||||||
| USI, Inc., 2024-C Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 09/29/2030 (A) | 79 | 79 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| USI, Inc., 2024-D Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 11/21/2029 (A) | $ | 50 | $ | 50 | ||||
| 4,340 | ||||||||
| Leisure Goods/Activities/Movies — 0.6% | ||||||||
| Alterra Mountain Company, Series B-8 Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 05/31/2030 (A) | 192 | 192 | ||||||
| Formula One Management Limited, Facility B, 1st Lien | ||||||||
| 5.482%, CME Term SOFR + 2.000%, 09/30/2031 (A) | 1,106 | 1,106 | ||||||
| Live Nation Entertainment, Inc., Initial Term B Loan, 1st Lien | ||||||||
| 5.652%, CME Term SOFR + 2.000%, 10/21/2032 (A) | 363 | 363 | ||||||
| Oak-Eagle Acquireco, Inc., Term Loan B1 | ||||||||
| 7.251%, CME Term SOFR + 3.500%, 08/04/2033 (A) | 199 | 201 | ||||||
| Oak-Eagle Acquireco, Inc., Tranche A-1 Term Loan, 1st Lien | ||||||||
| 6.251%, CME Term SOFR + 2.500%, 08/04/2029 (A)(B) | 55 | 55 | ||||||
| Oak-Eagle Acquireco, Inc., Tranche A-2 Term Loan, 1st Lien | ||||||||
| 6.501%, CME Term SOFR + 2.750%, 08/04/2031 (A)(B) | 50 | 50 | ||||||
| Recess Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.560%, CME Term SOFR + 3.750%, 02/20/2030 (A) | 285 | 285 | ||||||
| 2,252 | ||||||||
| Lodging & Casinos — 0.8% | ||||||||
| Caesars Entertainment, Inc., 2023 Incremental Term B Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 02/06/2030 (A) | 356 | 347 | ||||||
| Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 02/06/2031 (A) | 326 | 313 | ||||||
| Four Seasons Holdings Inc., 2026 Repricing Term Loan, 1st Lien | ||||||||
| 5.186%, 09/22/2032 | 490 | 490 | ||||||
| Kaman Corporation, 2026-1 New Term Loan, 1st Lien | ||||||||
| 5.670%, CME Term SOFR + 2.000%, 02/26/2032 (A) | 504 | 505 | ||||||
| Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien | ||||||||
| 7.982%, CME Term SOFR + 4.250%, 08/01/2030 (A) | 810 | 783 | ||||||
| SEI Institutional Investments Trust | 159 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Station Casinos LLC, Term B Facility, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 03/14/2031 (A) | $ | 670 | $ | 672 | ||||
| 3,110 | ||||||||
| Oil & Gas — 1.4% | ||||||||
| AL NGPL Holdings, LLC, Initial Term Loan | ||||||||
| 5.730%, 12/09/2030 | 182 | 182 | ||||||
| Blackfin Pipeline LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.188%, CME Term SOFR + 3.000%, 09/29/2032 (A) | 655 | 659 | ||||||
| Calcasieu Pass Funding, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.954%, CME Term SOFR + 3.250%, 04/11/2033 (A) | 545 | 548 | ||||||
| Delek US Holdings, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 05/17/2032 (A) | 350 | 351 | ||||||
| Freeport LNG investments, LLLP, Initial Term Loan B, 1st Lien | ||||||||
| 6.979%, CME Term SOFR + 3.250%, 02/11/2033 (A) | 658 | 661 | ||||||
| GIP Pilot Acquisition Partners, L.P., Amendment No. 3 Refinancing Term Loan, 1st Lien | ||||||||
| 5.723%, CME Term SOFR + 2.000%, 05/19/2033 (A) | 80 | 80 | ||||||
| ITT Holdings LLC, Eigth Amendment Refinancing Term Loan, 1st Lien | ||||||||
| 5.661%, CME Term SOFR + 1.975%, 10/11/2030 (A) | 549 | 547 | ||||||
| M6 ETX Holdings II Midco LLC, New Term Loan, 1st Lien | ||||||||
| 8.250%, CME Term SOFR + 2.500%, 04/01/2032 (A) | 39 | 39 | ||||||
| Pelican Pipeline, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 03/25/2033 (A) | 585 | 588 | ||||||
| Prairie Acquiror LP, Initial Term B-5 Loan | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 08/01/2029 (A) | 804 | 808 | ||||||
| Rosen International S.a.r.l., Second Amendment Refinancing Term Loan | ||||||||
| 5.732%, 03/26/2031 | 796 | 796 | ||||||
| Venture Global Plaquemines LNG, LLC, Base Term Loan | ||||||||
| 5.911%, 05/25/2029 | 204 | 204 | ||||||
| Venture Global Plaquemines LNG, LLC, Contingency Reserve Term Loan | ||||||||
| 5.911%, 05/25/2029 | 26 | 26 | ||||||
| 5,489 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Publishing — 0.2% | ||||||||
| Century De Buyer LLC, 2025 Term Loan | ||||||||
| 6.823%, 10/30/2030 | $ | 341 | $ | 342 | ||||
| Multi-Color Corporation, Initial Dollar Term Loan, 1st Lien | ||||||||
| 6.136%, CME Term SOFR + 2.375%, 05/11/2033 (A)(B) | 5 | 4 | ||||||
| Summer (BC) Bidco B LLC, Extended Facility B (USD), 1st Lien | ||||||||
| 8.992%, CME Term SOFR + 5.000%, 02/15/2029 (A) | 394 | 329 | ||||||
| 675 | ||||||||
| Retailers (Except Food & Drug) — 0.7% | ||||||||
| BCPE Empire Holdings, Inc., Amendment No. 10 Incremental Term Loan, 1st Lien | ||||||||
| 7.186%, CME Term SOFR + 3.500%, 12/29/2032 (A) | 74 | 73 | ||||||
| Belfor Holdings Inc., Tranche B-5 Term Loan | ||||||||
| 6.436%, 11/01/2030 (A) | 702 | 704 | ||||||
| LBM Acquisition, LLC, Amendment No. 3 Term Loan, 1st Lien | ||||||||
| 7.538%, CME Term SOFR + 3.750%, 06/06/2031 (A)(D) | 652 | 503 | ||||||
| Mister Car Wash Holdings, Inc., 2026 Incremental Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 03/27/2031 (A) | 370 | 372 | ||||||
| Pye-Barker Fire & Safety, LLC, Closing Date Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/16/2032 (A) | 697 | 700 | ||||||
| Pye-Barker Fire & Safety, LLC, Initial Delayed Draw Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/16/2032 (A) | 16 | 16 | ||||||
| Resideo Funding Inc., Sixth Amendment Term Loan | ||||||||
| 5.671%, 08/13/2032 | 452 | 453 | ||||||
| 2,821 | ||||||||
| Surface Transport — 0.7% | ||||||||
| FCG Acquisitions, Inc., Amendment No. 1 Term Loan, 1st Lien | ||||||||
| 6.761%, CME Term SOFR + 3.000%, 03/04/2033 (A)(B) | 23 | 23 | ||||||
| FCG Acquisitions, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 03/04/2033 (A) | 838 | 841 | ||||||
| Genesee & Wyoming Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.482%, CME Term SOFR + 2.000%, 04/10/2031 (A) | 561 | 560 | ||||||
| 160 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Johnstone Supply, LLC, Initial Term Loan | ||||||||
| 5.956%, CME Term SOFR + 2.250%, 06/09/2031 (A) | $ | 618 | $ | 619 | ||||
| Student Transportation of America Holdings, Inc., 2026-2 Refinancing Term B Loan | ||||||||
| 6.387%, CME Term SOFR + 2.500%, 06/24/2032 (A)(B) | 401 | 403 | ||||||
| White Cap Supply Holdings, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 10/19/2029 (A) | 573 | 572 | ||||||
| 3,018 | ||||||||
| Telecommunications — 0.6% | ||||||||
| Avaya Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.186%, CME Term SOFR + 7.500%, 08/01/2028 (A) | 1,007 | 886 | ||||||
| Pretzel Parent, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.186%, CME Term SOFR + 4.500%, 10/01/2031 (A)(B) | 475 | 463 | ||||||
| WideOpenWest Finance, LLC, First Out New Money Term Loan, 1st Lien | ||||||||
| 11.002%, CME Term SOFR + 7.000%, 12/11/2028 (A) | 399 | 402 | ||||||
| Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 6.801%, PIK Interest + 0.500%, 03/11/2030 (A) | 628 | 629 | ||||||
| 2,380 | ||||||||
| Utilities — 1.0% | ||||||||
| Alpha Generation, LLC, 2026-1 Incremental Term B Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 06/10/2033 (A) | 45 | 45 | ||||||
| Alpha Generation, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 2.750%, 09/30/2031 (A) | 701 | 699 | ||||||
| Hamilton Projects Acquiror, LLC, 2025-2 Repricing Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 05/30/2031 (A) | 474 | 475 | ||||||
| Indeck Niles, LLC, Term B Advance | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 03/09/2033 (A)(D) | 506 | 505 | ||||||
| Lackawanna Energy Center LLC, Replacement Term B Advance | ||||||||
| 6.392%, 08/05/2032 | 492 | 492 | ||||||
| NRG Energy, Inc., 2026-1 New Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 04/28/2033 (A) | 274 | 274 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Potomac Energy Center, LLC, Amendment No. 3 Term Loan | ||||||||
| 6.573%, CME Term SOFR + 2.750%, 08/05/2032 (A) | $ | 631 | $ | 634 | ||||
| South Field Energy LLC, Term Loan B, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 307 | 308 | ||||||
| South Field Energy LLC, Term Loan C, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 20 | 20 | ||||||
| Talen Energy Supply, LLC, 2024-1 Incremental Term B Loan, 1st Lien | ||||||||
| 5.479%, CME Term SOFR + 2.500%, 12/15/2031 (A) | 384 | 383 | ||||||
| Talen Energy Supply, LLC, 2025-1 Incremental Term B Loan, 1st Lien | ||||||||
| 5.823%, CME Term SOFR + 2.000%, 11/25/2032 (A) | 211 | 209 | ||||||
| 4,044 | ||||||||
| Total Loan Participations | ||||||||
| (Cost $130,001) ($ Thousands) | 126,262 | |||||||
| MORTGAGE-BACKED SECURITIES — 29.3% | ||||||||
| Agency Mortgage-Backed Obligations — 1.4% | ||||||||
| FHLMC ARM | ||||||||
| 6.762%, RFUCCT1Y + 2.470%, 03/01/2036(A) | 257 | 266 | ||||||
| 5.931%, H15T1Y + 2.250%, 06/01/2035(A) | 188 | 193 | ||||||
| FHLMC REMICS CMO, Ser 2013-4150, Cl GE | ||||||||
| 2.000%, 01/15/2033 | 469 | 442 | ||||||
| FHLMC REMICS CMO, Ser 2013-4166, Cl PV | ||||||||
| 3.250%, 07/15/2037 | 223 | 222 | ||||||
| FHLMC REMICS CMO, Ser 2014-4385, Cl EU | ||||||||
| 3.000%, 04/15/2035 | 361 | 358 | ||||||
| FHLMC REMICS CMO, Ser 2015-4479, Cl TA | ||||||||
| 3.000%, 07/15/2034 | 127 | 125 | ||||||
| FHLMC STRIPS CMO, Ser 2026-431, Cl LB | ||||||||
| 4.000%, 04/25/2027 | 564 | 562 | ||||||
| FHLMC STRIPS CMO, Ser 2026-470, Cl FA | ||||||||
| 4.043%, SOFR30A + 0.400%, 08/25/2029(A) | 519 | 515 | ||||||
| FNMA | ||||||||
| 6.000%, 09/01/2039 to 04/01/2040 | 135 | 140 | ||||||
| 3.000%, 12/01/2030 | 108 | 105 | ||||||
| 2.500%, 06/01/2029 | 315 | 310 | ||||||
| FNMA ARM | ||||||||
| 6.520%, RFUCCT1Y + 1.770%, 10/01/2033(A) | 16 | 16 | ||||||
| SEI Institutional Investments Trust | 161 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 6.463%, RFUCCT1Y + 1.872%, 10/01/2033(A) | $ | 41 | $ | 42 | ||||
| 6.277%, RFUCCT1Y + 1.777%, 09/01/2034(A) | 94 | 95 | ||||||
| 6.194%, RFUCCT1Y + 1.490%, 10/01/2035(A) | 205 | 211 | ||||||
| 6.175%, RFUCCT1Y + 1.800%, 05/01/2034(A) | 24 | 25 | ||||||
| 6.135%, H15T1Y + 2.332%, 04/01/2034(A) | 135 | 139 | ||||||
| 6.086%, H15T1Y + 2.141%, 10/01/2033(A) | 109 | 111 | ||||||
| 6.021%, H15T1Y + 2.220%, 08/01/2034(A) | 194 | 198 | ||||||
| 5.993%, H15T1Y + 2.184%, 07/01/2036(A) | 152 | 156 | ||||||
| 5.919%, H15T1Y + 2.205%, 05/01/2035(A) | 42 | 43 | ||||||
| 5.867%, RFUCCT1Y + 1.565%, 05/01/2037(A) | 121 | 124 | ||||||
| 5.786%, RFUCCT1Y + 1.661%, 04/01/2033(A) | 62 | 63 | ||||||
| 5.724%, RFUCCT6M + 1.580%, 07/01/2034(A) | 22 | 23 | ||||||
| 5.463%, RFUCCT6M + 1.433%, 03/01/2035(A) | 82 | 84 | ||||||
| FNMA REMICS CMO, Ser 2010-83, Cl BA | ||||||||
| 5.000%, 08/25/2040 | 61 | 61 | ||||||
| FNMA REMICS CMO, Ser 2012-137, Cl UE | ||||||||
| 1.750%, 09/25/2041 | 34 | 33 | ||||||
| FNMA REMICS CMO, Ser 2012-150, Cl BC | ||||||||
| 1.250%, 01/25/2028 | 231 | 226 | ||||||
| FNMA REMICS CMO, Ser 2015-57, Cl CA | ||||||||
| 3.000%, 08/25/2034 | 30 | 30 | ||||||
| FNMA REMICS CMO, Ser 2016-81, Cl PA | ||||||||
| 3.000%, 02/25/2044 | 73 | 72 | ||||||
| FNMA REMICS CMO, Ser 2023-32, Cl BD | ||||||||
| 5.500%, 07/25/2042 | 263 | 265 | ||||||
| GNMA CMO, Ser 2013-88, Cl WC | ||||||||
| 2.000%, 11/20/2041 | 127 | 125 | ||||||
| GNMA CMO, Ser 2025-47, Cl HA | ||||||||
| 5.000%, 11/20/2052 | 343 | 338 | ||||||
| 5,718 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 27.9% | ||||||||
| A&D Mortgage Trust, Ser 2025-NQM2, Cl A1 | ||||||||
| 5.790%, 06/25/2070(A)(E) | 1,192 | 1,193 | ||||||
| A&D Mortgage Trust, Ser 2025-NQM4, Cl A1 | ||||||||
| 5.225%, 10/25/2070(E)(F) | 1,381 | 1,370 | ||||||
| A&D Mortgage Trust, Ser 2026-NQM2, Cl A1 | ||||||||
| 4.811%, 03/25/2071(A)(E) | 949 | 934 | ||||||
| A&D Mortgage Trust, Ser 2026-NQM5, Cl A1 | ||||||||
| 5.659%, 07/25/2071(A)(E) | 497 | 495 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| A&D Mortgage Trust, Ser 2026-NQM6, Cl A1 | ||||||||
| 5.652%, 08/25/2071(A)(E) | $ | 750 | $ | 749 | ||||
| Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.466%, 12/25/2059(A)(E) | 3 | 3 | ||||||
| Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 | ||||||||
| 1.373%, 05/25/2065(A)(E) | 105 | 102 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-10, Cl A1 | ||||||||
| 4.960%, 09/25/2070(A)(E) | 680 | 671 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-11, Cl A2 | ||||||||
| 5.127%, 10/25/2070(E)(F) | 855 | 843 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-6, Cl A2 | ||||||||
| 5.768%, 04/25/2070(E)(F) | 384 | 382 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-7, Cl A2 | ||||||||
| 5.763%, 06/25/2070(E)(F) | 907 | 904 | ||||||
| ARES Commercial Mortgage Trust, Ser 2026-GCP, Cl A | ||||||||
| 4.889%, TSFR1M + 1.250%, 02/15/2043(A)(E) | 1,000 | 1,000 | ||||||
| Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 | ||||||||
| 1.175%, 10/25/2048(A)(E) | 470 | 429 | ||||||
| Banc of America Funding, Ser 2006-I, Cl 1A1 | ||||||||
| 5.522%, 12/20/2036(A) | 517 | 510 | ||||||
| Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 | ||||||||
| 5.244%, 02/25/2034(A) | 314 | 310 | ||||||
| BANK, Ser 2018-BN12, Cl A2 | ||||||||
| 4.074%, 05/15/2061 | 267 | 267 | ||||||
| Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 | ||||||||
| 5.643%, 12/25/2033(A) | 299 | 293 | ||||||
| Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 | ||||||||
| 5.378%, 08/25/2034(A) | 491 | 482 | ||||||
| Bear Stearns ARM Trust, Ser 2004-3, Cl 2A | ||||||||
| 4.392%, 07/25/2034(A) | 350 | 332 | ||||||
| Bear Stearns ARM Trust, Ser 2004-5, Cl 2A | ||||||||
| 3.626%, 07/25/2034(A) | 353 | 317 | ||||||
| BFLD Trust, Ser 2025-EWEST, Cl A | ||||||||
| 5.189%, TSFR1M + 1.550%, 06/15/2042(A)(E) | 500 | 500 | ||||||
| BLP Commercial Mortgage Trust, Ser 2023-IND, Cl A | ||||||||
| 5.331%, TSFR1M + 1.692%, 03/15/2040(A)(E) | 894 | 896 | ||||||
| BLP Commercial Mortgage Trust, Ser 2024-IND2, Cl B | ||||||||
| 5.331%, TSFR1M + 1.692%, 03/15/2041(A)(E) | 1,218 | 1,220 | ||||||
| 162 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BLP Commercial Mortgage Trust, Ser 2025-IND, Cl B | ||||||||
| 5.189%, TSFR1M + 1.550%, 03/15/2042(A)(E) | $ | 811 | $ | 811 | ||||
| BOCA Commercial Mortgage Trust, Ser 2025-BOCA, Cl B | ||||||||
| 5.539%, TSFR1M + 1.900%, 12/15/2042(A)(E) | 1,250 | 1,257 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.941%, 02/25/2049(A)(E) | 28 | 27 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 0.970%, 03/25/2060(A)(E) | 4 | 4 | ||||||
| BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.699%, 04/25/2060(A)(E) | 62 | 58 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-MDHS, Cl A | ||||||||
| 5.281%, TSFR1M + 1.641%, 05/15/2041(A)(E) | 731 | 732 | ||||||
| BX Commercial Mortgage Trust, Ser 2025-BCAT, Cl A | ||||||||
| 5.019%, TSFR1M + 1.380%, 08/15/2042(A)(E) | 807 | 808 | ||||||
| BX Commercial Mortgage Trust, Ser 2025-JDI, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 11/15/2042(A)(E) | 809 | 811 | ||||||
| BX Commercial Mortgage Trust, Ser 2026-CSMO, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 02/15/2043(A)(E) | 1,000 | 1,003 | ||||||
| BX Trust, Ser 2024-BIO, Cl A | ||||||||
| 5.281%, TSFR1M + 1.642%, 02/15/2041(A)(E) | 896 | 895 | ||||||
| BX Trust, Ser 2024-FNX, Cl A | ||||||||
| 5.082%, TSFR1M + 1.442%, 11/15/2041(A)(E) | 360 | 361 | ||||||
| BX Trust, Ser 2024-VLT4, Cl B | ||||||||
| 5.580%, TSFR1M + 1.941%, 06/15/2041(A)(E) | 931 | 928 | ||||||
| BX Trust, Ser 2025-DELC, Cl A | ||||||||
| 5.189%, TSFR1M + 1.550%, 12/15/2042(A)(E) | 1,000 | 1,002 | ||||||
| BX Trust, Ser 2025-LUNR, Cl A | ||||||||
| 5.139%, TSFR1M + 1.500%, 06/15/2040(A)(E) | 389 | 390 | ||||||
| BX Trust, Ser 2025-TAIL, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 06/15/2035(A)(E) | 1,880 | 1,884 | ||||||
| BX Trust, Ser 2025-VOLT, Cl C | ||||||||
| 5.989%, TSFR1M + 2.350%, 12/15/2044(A)(E) | 1,000 | 996 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Trust, Ser 2026-CIP, Cl B | ||||||||
| 5.089%, TSFR1M + 1.450%, 05/15/2038(A)(E) | $ | 993 | $ | 997 | ||||
| BX Trust, Ser 2026-ORBT, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 07/15/2043(A)(E) | 1,000 | 1,003 | ||||||
| Castlelake Residential Mortgage Trust, Ser 2026-RTL1, Cl A1 | ||||||||
| 5.682%, 08/25/2041(E)(F) | 1,000 | 998 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 | ||||||||
| 6.199%, 02/25/2037(A) | 12 | 12 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 | ||||||||
| 6.018%, 06/25/2035(A) | 133 | 133 | ||||||
| CIP Commercial Mortgage Trust, Ser 2025-SBAY, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 10/15/2037(A)(E) | 982 | 985 | ||||||
| COLT Funding LLC, Ser 2021-3R, Cl A1 | ||||||||
| 1.051%, 12/25/2064(A)(E) | 41 | 38 | ||||||
| COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 | ||||||||
| 1.325%, 10/26/2065(A)(E) | 13 | 13 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.910%, 06/25/2066(A)(E) | 73 | 63 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(E) | 145 | 123 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 | ||||||||
| 0.798%, 07/27/2054(E) | 34 | 30 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(E) | 225 | 189 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 | ||||||||
| 1.110%, 10/25/2066(A)(E) | 230 | 195 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-6, Cl A3 | ||||||||
| 5.847%, 11/25/2069(E)(F) | 630 | 629 | ||||||
| COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 | ||||||||
| 0.857%, 05/25/2065(A)(E) | 57 | 51 | ||||||
| CONE Trust, Ser 2024-DFW1, Cl A | ||||||||
| 5.281%, TSFR1M + 1.642%, 08/15/2041(A)(E) | 1,100 | 1,095 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 | ||||||||
| 5.743%, SOFR30A + 2.100%, 03/25/2042(A)(E) | 242 | 243 | ||||||
| SEI Institutional Investments Trust | 163 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 | ||||||||
| 6.643%, SOFR30A + 3.000%, 04/25/2042(A)(E) | $ | 925 | $ | 934 | ||||
| Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | ||||||||
| 5.943%, SOFR30A + 2.300%, 05/25/2043(A)(E) | 1,324 | 1,340 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | ||||||||
| 5.543%, SOFR30A + 1.900%, 06/25/2043(A)(E) | 657 | 660 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 | ||||||||
| 5.343%, SOFR30A + 1.700%, 07/25/2043(A)(E) | 582 | 583 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 | ||||||||
| 5.593%, SOFR30A + 1.950%, 09/25/2043(A)(E) | 101 | 101 | ||||||
| Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 05/25/2044(A)(E) | 964 | 967 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R02, Cl 1A1 | ||||||||
| 4.643%, SOFR30A + 1.000%, 02/25/2045(A)(E) | 338 | 338 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R04, Cl 1M1 | ||||||||
| 4.843%, SOFR30A + 1.200%, 05/25/2045(A)(E) | 246 | 246 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R02, Cl 1M1 | ||||||||
| 4.693%, SOFR30A + 1.050%, 02/25/2046(A)(E) | 203 | 203 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R03, Cl 2M1 | ||||||||
| 4.893%, SOFR30A + 1.250%, 04/25/2046(A)(E) | 490 | 490 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R03, Cl 2M2 | ||||||||
| 5.193%, SOFR30A + 1.550%, 04/25/2046(A)(E) | 1,000 | 1,002 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R04, Cl 2M1 | ||||||||
| 4.793%, SOFR30A + 1.150%, 07/25/2046(A)(E) | 1,466 | 1,467 | ||||||
| Cross Mortgage Trust, Ser 2024-H2, Cl A3 | ||||||||
| 6.518%, 04/25/2069(E)(F) | 425 | 425 | ||||||
| CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 | ||||||||
| 5.392%, 06/25/2034(A) | 434 | 429 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| CSMC Trust, Ser 2021-AFC1, Cl A1 | ||||||||
| 0.830%, 03/25/2056(A)(E) | $ | 82 | $ | 71 | ||||
| CSMC Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.809%, 05/25/2065(A)(E) | 66 | 58 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.899%, 04/25/2066(A)(E) | 31 | 27 | ||||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 | ||||||||
| 1.260%, 04/25/2066(A)(E) | 308 | 275 | ||||||
| EFMT, Ser 2026-NQM5, Cl A1 | ||||||||
| 5.558%, 06/25/2071(A)(E) | 734 | 730 | ||||||
| Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 | ||||||||
| 2.892%, 11/25/2059(A)(E) | 80 | 79 | ||||||
| Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 | ||||||||
| 1.178%, 10/25/2065(A)(E) | 160 | 153 | ||||||
| Equities Trust, Ser 2026-IND1, Cl B | ||||||||
| 4.989%, TSFR1M + 1.350%, 07/15/2041(A)(E) | 1,000 | 1,001 | ||||||
| FHLMC MSCR Trust, Ser 2025-MN12, Cl M1 | ||||||||
| 5.393%, SOFR30A + 1.750%, 11/25/2045(A)(E) | 981 | 981 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 01/25/2034(A)(E) | 128 | 128 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 | ||||||||
| 5.443%, SOFR30A + 1.800%, 11/25/2041(A)(E) | 953 | 954 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-HQA1, Cl M2 | ||||||||
| 5.893%, SOFR30A + 2.250%, 08/25/2033(A)(E) | 107 | 110 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M2 | ||||||||
| 6.143%, SOFR30A + 2.500%, 01/25/2042(A)(E) | 195 | 196 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 | ||||||||
| 7.393%, SOFR30A + 3.750%, 02/25/2042(A)(E) | 500 | 506 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B | ||||||||
| 6.543%, SOFR30A + 2.900%, 04/25/2042(A)(E) | 2,000 | 2,023 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A | ||||||||
| 6.293%, SOFR30A + 2.650%, 07/25/2042(A)(E) | 72 | 73 | ||||||
| 164 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B | ||||||||
| 6.745%, SOFR30A + 3.100%, 03/25/2043(A)(E) | $ | 2,000 | $ | 2,057 | ||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B | ||||||||
| 6.893%, SOFR30A + 3.250%, 04/25/2043(A)(E) | 1,000 | 1,033 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | ||||||||
| 5.643%, SOFR30A + 2.000%, 05/25/2043(A)(E) | 473 | 475 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B | ||||||||
| 7.143%, SOFR30A + 3.500%, 05/25/2043(A)(E) | 2,000 | 2,071 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-DNA1, Cl M2 | ||||||||
| 5.593%, SOFR30A + 1.950%, 02/25/2044(A)(E) | 1,275 | 1,284 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1 | ||||||||
| 4.893%, SOFR30A + 1.250%, 05/25/2044(A)(E) | 229 | 230 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl M1 | ||||||||
| 4.843%, SOFR30A + 1.200%, 05/25/2045(A)(E) | 73 | 73 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA4, Cl M2 | ||||||||
| 5.193%, SOFR30A + 1.550%, 10/25/2045(A)(E) | 500 | 502 | ||||||
| FHLMC STACR REMIC Trust, Ser 2026-DNA2, Cl M2 | ||||||||
| 5.243%, SOFR30A + 1.600%, 03/25/2046(A)(E) | 1,000 | 1,005 | ||||||
| FHLMC STACR REMIC Trust, Ser 2026-HQA1, Cl M2 | ||||||||
| 5.143%, SOFR30A + 1.500%, 05/25/2046(A)(E) | 1,000 | 1,000 | ||||||
| Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A | ||||||||
| 5.089%, TSFR1M + 1.450%, 12/15/2039(A)(E) | 1,000 | 1,002 | ||||||
| FS 2026-ORL, Ser ORL, Cl A | ||||||||
| 4.989%, TSFR1M + 1.350%, 02/15/2041(A)(E) | 1,000 | 1,001 | ||||||
| FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl A | ||||||||
| 7.066%, 11/10/2039(E) | 600 | 601 | ||||||
| GCAT Trust, Ser 2025-NQM2, Cl A1 | ||||||||
| 5.604%, 04/25/2070(E)(F) | 324 | 323 | ||||||
| GCAT Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 5.550%, 05/25/2070(E)(F) | 694 | 692 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B | ||||||||
| 5.260%, TSFR1M + 1.614%, 12/15/2036(A)(E) | $ | 400 | $ | 396 | ||||
| GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 | ||||||||
| 1.275%, 07/25/2061(A)(E) | 428 | 395 | ||||||
| GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 | ||||||||
| 6.449%, 01/25/2035(A) | 24 | 23 | ||||||
| GWT, Ser 2024-WLF2, Cl A | ||||||||
| 5.330%, TSFR1M + 1.691%, 05/15/2041(A)(E) | 500 | 501 | ||||||
| GWT, Ser 2024-WLF2, Cl B | ||||||||
| 5.780%, TSFR1M + 2.141%, 05/15/2041(A)(E) | 1,000 | 1,003 | ||||||
| HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A | ||||||||
| 5.568%, 08/19/2034(A) | 394 | 388 | ||||||
| Hawaii Hotel Trust, Ser 2025-MAUI, Cl B | ||||||||
| 5.382%, TSFR1M + 1.742%, 03/15/2042(A)(E) | 1,000 | 1,002 | ||||||
| HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl B | ||||||||
| 5.580%, TSFR1M + 1.941%, 05/15/2037(A)(E) | 1,000 | 1,001 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 1.071%, 06/25/2056(A)(E) | 116 | 101 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.073%, 09/25/2056(A)(E) | 95 | 80 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.595%, 11/25/2056(A)(E) | 101 | 86 | ||||||
| INTOWN Mortgage Trust, Ser 2025-STAY, Cl A | ||||||||
| 4.989%, TSFR1M + 1.350%, 03/15/2042(A)(E) | 500 | 500 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO | ||||||||
| 2.032%, 01/16/2037(A)(E) | 12,500 | 456 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2024-OMNI, Cl A | ||||||||
| 5.990%, 10/05/2039(A)(E) | 1,000 | 1,003 | ||||||
| JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 | ||||||||
| 4.532%, TSFR1M + 0.864%, 04/25/2046(A)(E) | 37 | 36 | ||||||
| LEX Trust, Ser 2026-450, Cl A | ||||||||
| 4.989%, TSFR1M + 1.350%, 03/15/2043(A)(E) | 1,000 | 1,001 | ||||||
| SEI Institutional Investments Trust | 165 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A | ||||||||
| 2.130%, 09/10/2039(E) | $ | 500 | $ | 485 | ||||
| MED Commercial Mortgage Trust, Ser 2024-MOB, Cl A | ||||||||
| 5.231%, TSFR1M + 1.592%, 05/15/2041(A)(E) | 1,500 | 1,480 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 | ||||||||
| 5.240%, 12/25/2034(A) | 210 | 202 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 | ||||||||
| 5.101%, 02/25/2035(A) | 224 | 203 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 | ||||||||
| 5.101%, 02/25/2035(A) | 166 | 159 | ||||||
| MetLife Securitization Trust, Ser 2017-1A, Cl A | ||||||||
| 3.000%, 04/25/2055(A)(E) | 59 | 56 | ||||||
| MF1, Ser 2022-FL8, Cl A | ||||||||
| 4.997%, TSFR1M + 1.350%, 02/19/2037(A)(E) | 82 | 82 | ||||||
| MFA Trust, Ser 2020-NQM1, Cl A1 | ||||||||
| 2.479%, 03/25/2065(A)(E) | 150 | 147 | ||||||
| MFA Trust, Ser 2020-NQM1, Cl A3 | ||||||||
| 3.300%, 08/25/2049(A)(E) | 243 | 236 | ||||||
| MFA Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 0.852%, 01/25/2056(A)(E) | 6 | 6 | ||||||
| MFA Trust, Ser 2024-NQM2, Cl A1 | ||||||||
| 5.272%, 08/25/2069(E)(F) | 473 | 471 | ||||||
| MFA Trust, Ser 2026-INVR1, Cl A1 | ||||||||
| 5.387%, 12/25/2059(A)(E) | 940 | 933 | ||||||
| MHP, Ser 2022-MHIL, Cl B | ||||||||
| 4.753%, TSFR1M + 1.114%, 01/15/2039(A)(E) | 23 | 23 | ||||||
| Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(E) | 28 | 27 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A | ||||||||
| 5.385%, 11/25/2034(A) | 177 | 174 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 | ||||||||
| 4.801%, 07/25/2034(A) | 148 | 146 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 | ||||||||
| 5.104%, 10/25/2034(A) | 306 | 299 | ||||||
| National Commercial Mortgage Trust, Ser 2026-IND, Cl A | ||||||||
| 4.989%, TSFR1M + 1.350%, 06/15/2043(A)(E) | 1,000 | 1,001 | ||||||
| Neighborly Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 7.308%, 01/30/2053(E) | 1,448 | 1,452 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | ||||||||
| 4.000%, 04/25/2057(A)(E) | $ | 70 | $ | 67 | ||||
| New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 | ||||||||
| 5.282%, TSFR1M + 1.614%, 06/25/2057(A)(E) | 501 | 509 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 | ||||||||
| 4.000%, 08/27/2057(A)(E) | 187 | 179 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A | ||||||||
| 4.000%, 12/25/2057(A)(E) | 272 | 261 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M | ||||||||
| 4.682%, TSFR1M + 1.014%, 01/25/2048(A)(E) | 495 | 490 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S | ||||||||
| 4.532%, TSFR1M + 0.864%, 01/25/2048(A)(E) | 800 | 791 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 | ||||||||
| 4.832%, TSFR1M + 1.164%, 01/25/2048(A)(E) | 1,190 | 1,196 | ||||||
| New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 | ||||||||
| 1.650%, 05/24/2060(A)(E) | 6 | 6 | ||||||
| New Residential Mortgage Loan Trust, Ser 2023-NQM1, Cl A1A | ||||||||
| 6.864%, 10/25/2063(E)(F) | 231 | 230 | ||||||
| New Residential Mortgage Loan Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 5.530%, 05/25/2065(A)(E) | 582 | 579 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM2, Cl A2 | ||||||||
| 5.048%, 12/25/2065(E)(F) | 923 | 907 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM3, Cl A3 | ||||||||
| 5.189%, 02/25/2066(E)(F) | 835 | 820 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.033%, TSFR1M + 1.393%, 10/15/2040(A)(E) | 1,000 | 1,004 | ||||||
| NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl B | ||||||||
| 5.332%, TSFR1M + 1.692%, 02/15/2042(A)(E) | 1,000 | 1,000 | ||||||
| NYC Commercial Mortgage Trust, Ser 2026-1PARK, Cl B | ||||||||
| 5.139%, TSFR1M + 1.500%, 02/15/2043(A)(E) | 1,000 | 998 | ||||||
| NYMT Loan Trust, Ser 2025-INV2, Cl A1 | ||||||||
| 5.000%, 10/25/2060(A)(E) | 479 | 472 | ||||||
| 166 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| OBX Trust, Ser 2018-1, Cl A2 | ||||||||
| 4.432%, TSFR1M + 0.764%, 06/25/2057(A)(E) | $ | 345 | $ | 343 | ||||
| OBX Trust, Ser 2020-INV1, Cl A11 | ||||||||
| 4.739%, TSFR1M + 1.014%, 12/25/2049(A)(E) | 231 | 226 | ||||||
| OBX Trust, Ser 2023-NQM8, Cl A1 | ||||||||
| 7.045%, 09/25/2063(E)(F) | 363 | 362 | ||||||
| OBX Trust, Ser 2025-NQM14, Cl A2 | ||||||||
| 5.517%, 07/25/2065(E)(F) | 531 | 528 | ||||||
| OBX Trust, Ser 2025-NQM19, Cl A1 | ||||||||
| 4.869%, 10/25/2065(A)(E) | 768 | 756 | ||||||
| OBX Trust, Ser 2025-NQM23, Cl M1 | ||||||||
| 5.670%, 10/25/2065(A)(E) | 250 | 245 | ||||||
| PNW Trust, Ser 2026-ARTE, Cl A | ||||||||
| 5.351%, TSFR1M + 1.711%, 04/15/2041(A)(E) | 1,000 | 998 | ||||||
| PRKCM Trust, Ser 2026-AFC2, Cl A1 | ||||||||
| 5.368%, 04/25/2061(A)(E) | 726 | 721 | ||||||
| PRKCM Trust, Ser 2026-AFC4, Cl A3 | ||||||||
| 5.803%, 07/25/2061(E)(F) | 989 | 984 | ||||||
| Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 | ||||||||
| 6.232%, 12/25/2038(A) | 416 | 155 | ||||||
| Residential Mortgage Loan Trust, Ser 2019-3, Cl B2 | ||||||||
| 5.664%, 09/25/2059(A)(E) | 500 | 489 | ||||||
| SCG Commercial Mortgage Trust, Ser 2026-MFP2, Cl A | ||||||||
| 4.950%, TSFR1M + 1.250%, 08/15/2041(A)(E) | 1,000 | 999 | ||||||
| SG Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.737%, 12/25/2061(A)(E) | 1,213 | 1,022 | ||||||
| SHR Trust, Ser 2024-LXRY, Cl A | ||||||||
| 5.589%, TSFR1M + 1.950%, 10/15/2041(A)(E) | 1,000 | 1,001 | ||||||
| SMRT, Ser 2022-MINI, Cl B | ||||||||
| 4.990%, TSFR1M + 1.350%, 01/15/2039(A)(E) | 1,000 | 999 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 | ||||||||
| 1.486%, 04/25/2065(A)(E) | 4 | 4 | ||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl B | ||||||||
| 5.482%, TSFR1M + 1.842%, 02/15/2042(A)(E) | 1,000 | 990 | ||||||
| TEXAS Commercial Mortgage Trust, Ser 2025-TWR, Cl A | ||||||||
| 4.932%, TSFR1M + 1.293%, 04/15/2042(A)(E) | 1,000 | 999 | ||||||
| Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 | ||||||||
| 4.951%, 04/25/2045(A) | 372 | 367 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Toorak Mortgage Trust, Ser 2024-RRTL2, Cl A1 | ||||||||
| 5.504%, 09/25/2039(E)(F) | $ | 600 | $ | 600 | ||||
| Toorak Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 1.153%, 07/25/2056(A)(E) | 659 | 593 | ||||||
| Towd Point Mortgage Trust, Ser 2017-6, Cl A1 | ||||||||
| 2.750%, 10/25/2057(A)(E) | 27 | 26 | ||||||
| Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 | ||||||||
| 5.682%, TSFR1M + 2.014%, 05/25/2058(A)(E) | 3,000 | 3,011 | ||||||
| Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A | ||||||||
| 2.250%, 12/25/2061(A)(E) | 345 | 338 | ||||||
| TVC Mortgage Trust, Ser 2026-RRTL1, Cl A1 | ||||||||
| 4.964%, 02/25/2041(E)(F) | 500 | 493 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX | ||||||||
| 2.610%, 02/25/2050(A)(E) | 392 | 371 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A | ||||||||
| 1.400%, 05/25/2051(A)(E) | 414 | 357 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(E) | 38 | 35 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A2 | ||||||||
| 1.052%, 01/25/2066(A)(E) | 86 | 78 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(E) | 49 | 44 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A1 | ||||||||
| 0.938%, 07/25/2066(A)(E) | 85 | 71 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A2 | ||||||||
| 1.247%, 07/25/2066(A)(E) | 435 | 368 | ||||||
| Verus Securitization Trust, Ser 2021-R2, Cl A1 | ||||||||
| 0.918%, 02/25/2064(A)(E) | 54 | 52 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(E) | 26 | 25 | ||||||
| Verus Securitization Trust, Ser 2024-2, Cl A3 | ||||||||
| 6.501%, 02/25/2069(E)(F) | 291 | 291 | ||||||
| Verus Securitization Trust, Ser 2024-7, Cl A3 | ||||||||
| 5.400%, 09/25/2069(E)(F) | 289 | 287 | ||||||
| Verus Securitization Trust, Ser 2025-R2, Cl A3 | ||||||||
| 5.338%, 07/25/2067(E)(F) | 898 | 884 | ||||||
| Visio Trust, Ser 2020-1, Cl A3 | ||||||||
| 3.521%, 08/25/2055(A)(E) | 167 | 164 | ||||||
| Visio Trust, Ser 2020-1R, Cl A2 | ||||||||
| 1.567%, 11/25/2055(E) | 74 | 73 | ||||||
| Visio Trust, Ser 2021-1R, Cl A1 | ||||||||
| 1.280%, 05/25/2056(E) | 370 | 347 | ||||||
| SEI Institutional Investments Trust | 167 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | ||||||||
| 5.580%, 10/25/2033(A) | $ | 288 | $ | 277 | ||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 | ||||||||
| 5.423%, 08/25/2033(A) | 264 | 259 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A | ||||||||
| 5.674%, 10/25/2034(A) | 123 | 114 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 | ||||||||
| 4.872%, 01/25/2035(A) | 607 | 592 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A | ||||||||
| 5.107%, 12MTA + 1.400%, 04/25/2044(A) | 877 | 856 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-B33RP, Cl A | ||||||||
| 4.989%, TSFR1M + 1.350%, 08/15/2042(A)(E) | 1,000 | 1,000 | ||||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 | ||||||||
| 6.115%, 07/25/2034(A) | 52 | 53 | ||||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 | ||||||||
| 6.499%, 10/25/2034(A) | 329 | 325 | ||||||
| 112,100 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $118,829) ($ Thousands) | 117,818 | |||||||
| ASSET-BACKED SECURITIES — 28.0% | ||||||||
| Automotive — 6.4% | ||||||||
| Alloya Auto Receivables Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.710%, 01/25/2030 (E) | 275 | 275 | ||||||
| Ally Auto Receivables Trust, Ser 2023-1, Cl A3 | ||||||||
| 5.460%, 05/15/2028 | 52 | 52 | ||||||
| Ally Auto Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.030%, 07/17/2028 | 93 | 93 | ||||||
| Ally Auto Receivables Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.910%, 11/15/2028 | 58 | 58 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2024-B, Cl A2 | ||||||||
| 4.970%, 09/15/2032 (E) | 802 | 804 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2024-B, Cl C | ||||||||
| 5.215%, 09/15/2032 (E) | 232 | 233 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2025-B, Cl C | ||||||||
| 4.697%, 09/15/2033 (E) | $ | 1,051 | $ | 1,047 | ||||
| Ally Bank, Ser 2026-A, Cl C | ||||||||
| 4.856%, 03/15/2034 (E) | 429 | 428 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.890%, 07/15/2032 (E) | 236 | 238 | ||||||
| ARI Fleet Lease Trust, Ser 2025-A, Cl A2 | ||||||||
| 4.380%, 01/17/2034 (E) | 59 | 59 | ||||||
| ARI Fleet Lease Trust, Ser 2025-B, Cl A2 | ||||||||
| 4.590%, 03/15/2034 (E) | 71 | 71 | ||||||
| ARI Fleet Lease Trust, Ser 2026-A, Cl A2 | ||||||||
| 3.960%, 11/15/2034 (E) | 140 | 139 | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.920%, 05/15/2029 (E) | 229 | 229 | ||||||
| AutoNation Finance Trust, Ser 2026-1A, Cl C | ||||||||
| 4.560%, 10/14/2031 (E) | 500 | 492 | ||||||
| Bank of America Auto Trust, Ser 2023-2A, Cl A4 | ||||||||
| 5.660%, 11/15/2029 (E) | 250 | 251 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A | ||||||||
| 4.430%, 09/27/2027 | 22 | 22 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-2, Cl A2A | ||||||||
| 3.940%, 11/26/2027 | 88 | 88 | ||||||
| BMW Vehicle Lease Trust, Ser 2026-1, Cl A3 | ||||||||
| 4.150%, 05/25/2029 | 250 | 248 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 23 | 23 | ||||||
| BMW Vehicle Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.280%, 06/25/2029 | 115 | 115 | ||||||
| BofA Auto Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.350%, 11/20/2029 (E) | 147 | 147 | ||||||
| BofA Auto Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.180%, 10/15/2030 (E) | 175 | 174 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.480%, 03/15/2030 | 1,000 | 999 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.420%, 08/15/2028 | 15 | 15 | ||||||
| CarMax Auto Owner Trust, Ser 2026-1, Cl A3 | ||||||||
| 4.040%, 03/17/2031 | 1,000 | 992 | ||||||
| Carmax Auto Owner Trust, Ser 2026-3, Cl A2 | ||||||||
| 4.360%, 10/15/2029 | 75 | 75 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-P2, Cl D | ||||||||
| 2.020%, 05/10/2028 | 540 | 536 | ||||||
| 168 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| CFMT LLC, Ser 2021-AL1, Cl B | ||||||||
| 1.390%, 09/22/2031 (E) | $ | 19 | $ | 19 | ||||
| Chase Auto Credit Linked Notes, Ser 2025-1, Cl B | ||||||||
| 4.753%, 02/25/2033 (E) | 365 | 365 | ||||||
| Chesapeake IV Funding DAC, Ser 2026-1A, Cl A1 | ||||||||
| 4.082%, 07/15/2027 (E) | 184 | 184 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | ||||||||
| 5.230%, 03/20/2030 (E) | 147 | 148 | ||||||
| Enterprise Fleet Financing LLC, Ser 2025-2, Cl A3 | ||||||||
| 4.410%, 06/20/2029 (E) | 275 | 274 | ||||||
| Enterprise Fleet Financing LLC, Ser 2026-1, Cl A1 | ||||||||
| 3.849%, 02/22/2027 (E) | 57 | 57 | ||||||
| Enterprise Fleet Financing LLC, Ser 2026-3, Cl A2 | ||||||||
| 4.500%, 05/21/2029 (E) | 105 | 105 | ||||||
| Ford Credit Auto Lease Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.370%, 03/15/2028 | 202 | 202 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.830%, 08/15/2028 | 88 | 87 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.390%, 03/15/2029 | 100 | 100 | ||||||
| Ford Credit Auto Owner Trust, Ser 2022-1, Cl A | ||||||||
| 3.880%, 11/15/2034 (E) | 275 | 274 | ||||||
| Ford Credit Auto Owner Trust, Ser 2023-2, Cl A | ||||||||
| 5.280%, 02/15/2036 (E) | 250 | 253 | ||||||
| Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 4.650%, 02/15/2028 | 10 | 10 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-1, Cl A | ||||||||
| 4.870%, 08/15/2036 (E)(F) | 250 | 251 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.100%, 04/15/2029 | 338 | 340 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.880%, 06/15/2028 | 69 | 69 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.990%, 09/15/2028 | 213 | 213 | ||||||
| Ford Credit Auto Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.020%, 01/15/2029 | 275 | 274 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1 | ||||||||
| 4.630%, 04/15/2030 | $ | 90 | $ | 90 | ||||
| GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A4 | ||||||||
| 4.220%, 10/20/2028 | 275 | 275 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.190%, 10/20/2027 | 51 | 51 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.770%, 04/20/2028 | 65 | 65 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-2, Cl A3 | ||||||||
| 4.300%, 03/20/2029 | 150 | 149 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-3, Cl A3 | ||||||||
| 4.530%, 07/20/2029 | 45 | 45 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.450%, 06/16/2028 | 115 | 116 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.320%, 06/16/2028 | 47 | 47 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-1, Cl A2A | ||||||||
| 3.770%, 03/16/2029 | 93 | 93 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-3, Cl A3 | ||||||||
| 4.440%, 07/16/2031 | 205 | 204 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2023-2, Cl A | ||||||||
| 5.770%, 08/11/2036 (E) | 500 | 511 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2023-2, Cl A | ||||||||
| 5.340%, 06/15/2030 (E) | 400 | 405 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.410%, 02/18/2028 | 43 | 43 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3 | ||||||||
| 5.270%, 11/20/2028 | 260 | 261 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-3, Cl A3 | ||||||||
| 4.570%, 03/21/2029 | 133 | 133 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A3 | ||||||||
| 4.330%, 05/15/2029 | 91 | 91 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.300%, 01/18/2028 | 21 | 21 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.580%, 09/15/2027 (E) | 41 | 41 | ||||||
| SEI Institutional Investments Trust | 169 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.370%, 01/18/2028 (E) | $ | 143 | $ | 143 | ||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 05/15/2028 (E) | 164 | 163 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.970%, 12/15/2028 (E) | 275 | 273 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.060%, 09/15/2028 (E) | 250 | 249 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-C, Cl A2A | ||||||||
| 4.430%, 12/15/2028 (E) | 100 | 100 | ||||||
| Hyundai Auto Receivables Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.840%, 03/15/2029 | 176 | 176 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.450%, 08/15/2028 | 45 | 45 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.970%, 07/17/2028 | 161 | 161 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.930%, 01/15/2030 | 275 | 272 | ||||||
| Nissan Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.900%, 05/15/2028 | 190 | 189 | ||||||
| Nissan Auto Lease Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.440%, 04/16/2029 | 125 | 125 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.930%, 03/15/2028 | 41 | 41 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.340%, 03/15/2029 | 254 | 254 | ||||||
| OCCU Auto Receivables Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.810%, 11/15/2029 (E) | 1,000 | 1,002 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 | ||||||||
| 5.790%, 01/22/2029 (E) | 24 | 24 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.440%, 01/22/2030 (E) | 134 | 134 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A2B | ||||||||
| 3.983%, SOFR30A + 0.340%, 03/22/2029 (A)(E) | 93 | 93 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A3 | ||||||||
| 3.860%, 01/22/2031 (E) | 1,150 | 1,143 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.670%, 11/22/2027 (E) | $ | 86 | $ | 86 | ||||
| Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.610%, 10/20/2028 (E) | 275 | 275 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2024-B, Cl B | ||||||||
| 4.965%, 01/18/2033 (E) | 306 | 307 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2024-B, Cl D | ||||||||
| 5.483%, 01/18/2033 (E) | 306 | 307 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-4, Cl A2 | ||||||||
| 4.280%, 01/15/2029 | 43 | 43 | ||||||
| SBNA Auto Lease Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.560%, 11/22/2027 (E) | 29 | 29 | ||||||
| SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.670%, 11/15/2028 (E) | 27 | 27 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A4 | ||||||||
| 5.010%, 02/15/2029 | 1,425 | 1,432 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2024-D, Cl A3 | ||||||||
| 4.400%, 06/15/2029 | 446 | 446 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.460%, 03/15/2028 | 24 | 24 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.290%, 06/15/2028 | 118 | 118 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-D, Cl A2B | ||||||||
| 3.957%, SOFR30A + 0.320%, 08/15/2028 (A) | 234 | 234 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.800%, 12/15/2028 | 233 | 232 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.910%, 05/22/2028 (E) | 61 | 61 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.430%, 12/20/2027 | 134 | 134 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-B, Cl A2A | ||||||||
| 3.970%, 04/20/2028 | 80 | 80 | ||||||
| Volkswagen Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.060%, 08/21/2028 | 300 | 300 | ||||||
| Volkswagen Auto Loan Enhanced Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.000%, 08/21/2028 | 153 | 152 | ||||||
| 170 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Westlake Automobile Receivables Trust, Ser 2026-1A, Cl A2A | ||||||||
| 4.020%, 09/15/2028 (E) | $ | 59 | $ | 59 | ||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A | ||||||||
| 5.800%, 04/18/2038 (E) | 19 | 19 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A | ||||||||
| 6.460%, 08/18/2038 (E) | 18 | 18 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 | ||||||||
| 4.870%, 06/21/2039 (E) | 65 | 66 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 | ||||||||
| 4.570%, 01/18/2040 (E) | 134 | 134 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-3A, Cl A1 | ||||||||
| 4.080%, 09/18/2040 (E) | 275 | 273 | ||||||
| Wheels Fleet Lease Funding LLC, Ser 2026-1A, Cl A1 | ||||||||
| 3.959%, 04/19/2027 (E) | 208 | 208 | ||||||
| World Omni Auto Receivables Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.340%, 09/16/2030 | 1,400 | 1,398 | ||||||
| World Omni Auto Receivables Trust, Ser 2025-D, Cl A3 | ||||||||
| 3.950%, 03/17/2031 | 153 | 152 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-C, Cl A2A | ||||||||
| 4.270%, 11/15/2029 | 230 | 230 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.250%, 09/17/2029 | 275 | 276 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.420%, 04/17/2028 | 275 | 275 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.020%, 12/15/2028 | 149 | 149 | ||||||
| 25,900 | ||||||||
| Mortgage Related Securities — 0.2% | ||||||||
| RCKT Mortgage Trust, Ser 2023-CES3, Cl A1A | ||||||||
| 7.113%, 11/25/2043 (A)(E) | 351 | 351 | ||||||
| Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A | ||||||||
| 7.294%, 10/25/2063 (A)(E) | 350 | 349 | ||||||
| 700 | ||||||||
| Other Asset-Backed Securities — 21.4% | ||||||||
| 321 Henderson Receivables VI LLC, Ser 2010-1A, Cl A | ||||||||
| 5.560%, 07/15/2059 (E) | 55 | 55 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| AGL CLO 13, Ser 2025-13A, Cl BR | ||||||||
| 5.379%, TSFR3M + 1.650%, 10/20/2034 (A)(E) | $ | 1,000 | $ | 1,001 | ||||
| AGL CLO 16, Ser 2025-16A, Cl AR | ||||||||
| 4.679%, TSFR3M + 0.950%, 01/20/2035 (A)(E) | 315 | 315 | ||||||
| AGL CLO 23, Ser 2025-23A, Cl A1R | ||||||||
| 4.879%, TSFR3M + 1.150%, 04/20/2038 (A)(E) | 1,000 | 1,001 | ||||||
| AMMC CLO 24, Ser 2021-24A, Cl BR | ||||||||
| 5.329%, TSFR3M + 1.600%, 01/20/2035 (A)(E) | 800 | 800 | ||||||
| AMSR Trust, Ser 2021-SFR3, Cl C | ||||||||
| 1.796%, 10/17/2038 (E) | 100 | 100 | ||||||
| AMSR Trust, Ser 2022-SFR3, Cl A | ||||||||
| 4.000%, 10/17/2039 (E) | 442 | 437 | ||||||
| Amur Equipment Finance Receivables XII LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.090%, 12/20/2029 (E) | 54 | 54 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl C | ||||||||
| 5.550%, 01/21/2031 (E) | 850 | 856 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D | ||||||||
| 6.570%, 04/21/2031 (E) | 650 | 659 | ||||||
| Amur Equipment Finance Receivables XVI LLC, Ser 2026-1A, Cl A1 | ||||||||
| 4.176%, 07/20/2027 (E) | 298 | 298 | ||||||
| Amur Equipment Finance Receivables XVI LLC, Ser 2026-1A, Cl A2 | ||||||||
| 4.730%, 11/21/2033 (E) | 150 | 150 | ||||||
| Apidos CLO XI, Ser 2025-11A, Cl BR4A | ||||||||
| 5.400%, TSFR3M + 1.650%, 04/17/2034 (A)(E) | 1,000 | 1,001 | ||||||
| Aqua Finance Trust, Ser 2021-A, Cl A | ||||||||
| 1.540%, 07/17/2046 (E) | 32 | 29 | ||||||
| Arbys Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 3.237%, 07/30/2050 (E) | 1,356 | 1,353 | ||||||
| ARES LX CLO, Ser 2026-60A, Cl AR2 | ||||||||
| 4.689%, TSFR3M + 0.960%, 07/18/2034 (A)(E) | 275 | 275 | ||||||
| Ares XXXIV CLO, Ser 2025-2A, Cl A1R4 | ||||||||
| 5.040%, TSFR3M + 1.290%, 07/17/2038 (A)(E) | 500 | 501 | ||||||
| Bain Capital Credit CLO, Ser 2020-5A, Cl ARR | ||||||||
| 4.879%, TSFR3M + 1.150%, 04/20/2034 (A)(E) | 482 | 482 | ||||||
| Bain Capital Credit CLO, Ser 2025-2A, Cl AR3 | ||||||||
| 4.670%, TSFR3M + 0.920%, 10/17/2032 (A)(E) | 301 | 301 | ||||||
| SEI Institutional Investments Trust | 171 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.729%, TSFR3M + 1.000%, 10/20/2034 (A)(E) | $ | 375 | $ | 375 | ||||
| Balboa Bay Loan Funding, Ser 2023-2A, Cl A1R | ||||||||
| 4.879%, TSFR3M + 1.150%, 10/20/2036 (A)(E) | 1,000 | 1,000 | ||||||
| Balboa Bay Loan Funding, Ser 2024-1, Cl B1R | ||||||||
| 5.229%, 07/20/2037 | 500 | 501 | ||||||
| Ballyrock CLO 29, Ser 2025-29A, Cl A2 | ||||||||
| 5.510%, TSFR3M + 1.700%, 07/25/2038 (A)(E) | 1,000 | 1,003 | ||||||
| Barings CLO, Ser 2019-3A, Cl A1RR | ||||||||
| 4.869%, TSFR3M + 1.140%, 01/20/2036 (A)(E) | 1,925 | 1,927 | ||||||
| Barings CLO, Ser 2019-3A, Cl BRR | ||||||||
| 5.379%, TSFR3M + 1.650%, 01/20/2036 (A)(E) | 750 | 750 | ||||||
| Barings Equipment Finance LLC, Ser 2025-A, Cl A3 | ||||||||
| 4.820%, 08/13/2032 (E) | 250 | 250 | ||||||
| Barings Equipment Finance LLC, Ser 2025-B, Cl A2 | ||||||||
| 4.020%, 02/13/2029 (E) | 66 | 66 | ||||||
| Barings Equipment Finance LLC, Ser 2026-A, Cl A2 | ||||||||
| 3.890%, 04/13/2029 (E) | 85 | 85 | ||||||
| Battalion CLO XIV, Ser 2025-14A, Cl AR2 | ||||||||
| 4.869%, TSFR3M + 1.140%, 01/20/2035 (A)(E) | 992 | 992 | ||||||
| Bayview Opportunity Master Fund VII LLC, Ser 2025-EDU1, Cl A | ||||||||
| 4.943%, SOFR30A + 1.300%, 07/27/2048 (A)(E) | 705 | 705 | ||||||
| Beacon Container Finance II LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 10/22/2046 (E) | 1,111 | 1,028 | ||||||
| Blue Stream Issuer LLC, Ser 2023-1A, Cl B | ||||||||
| 6.898%, 05/20/2053 (E) | 750 | 753 | ||||||
| CAL Funding IV, Ser 2020-1A, Cl A | ||||||||
| 2.220%, 09/25/2045 (E) | 985 | 944 | ||||||
| Canyon Capital CLO, Ser 2019-1A, Cl AR3 | ||||||||
| 4.940%, TSFR3M + 1.220%, 07/15/2037 (A)(E) | 1,000 | 1,001 | ||||||
| Carlyle Global Market Strategies CLO, Ser 2016-1A, Cl A1R3 | ||||||||
| 4.819%, TSFR3M + 1.090%, 04/20/2034 (A)(E) | 451 | 452 | ||||||
| Carlyle Global Market Strategies CLO, Ser 2016-3A, Cl BRRR | ||||||||
| 5.329%, TSFR3M + 1.600%, 07/20/2034 (A)(E) | 1,000 | 1,000 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Carlyle US CLO, Ser 2022-1A, Cl A1R | ||||||||
| 4.733%, TSFR3M + 0.980%, 04/15/2035 (A)(E) | $ | 275 | $ | 275 | ||||
| Carlyle US CLO, Ser 2026-2A, Cl A2 | ||||||||
| 5.163%, TSFR3M + 1.500%, 04/20/2039 (A)(E) | 1,000 | 1,001 | ||||||
| CARS-DB4, Ser 2020-1A, Cl A5 | ||||||||
| 3.480%, 02/15/2050 (E) | 487 | 483 | ||||||
| CARS-DB5, Ser 2021-1A, Cl A3 | ||||||||
| 1.920%, 08/15/2051 (E) | – | – | ||||||
| Cayuga Park CLO, Ser 2025-1A, Cl AR2 | ||||||||
| 4.950%, TSFR3M + 1.200%, 10/17/2038 (A)(E) | 1,000 | 999 | ||||||
| CCG Receivables Trust, Ser 2026-1, Cl A1 | ||||||||
| 4.017%, 06/14/2027 (E) | 68 | 68 | ||||||
| CIFC Funding, Ser 2014-4RA, Cl A1A2 | ||||||||
| 4.740%, TSFR3M + 0.990%, 01/17/2035 (A)(E) | 600 | 600 | ||||||
| CIFC Funding, Ser 2022-2A, Cl BR | ||||||||
| 5.129%, TSFR3M + 1.400%, 04/19/2035 (A)(E) | 1,000 | 1,001 | ||||||
| CIFC Funding, Ser 2025-3A, Cl A1R | ||||||||
| 4.933%, TSFR3M + 1.180%, 03/31/2038 (A)(E) | 1,000 | 999 | ||||||
| CLI Funding VIII LLC, Ser 2021-1A, Cl B | ||||||||
| 2.380%, 02/18/2046 (E) | 322 | 296 | ||||||
| CLI Funding VIII LLC, Ser 2022-1A, Cl B | ||||||||
| 3.120%, 01/18/2047 (E) | 225 | 202 | ||||||
| CNH Equipment Trust, Ser 2024-B, Cl A3 | ||||||||
| 5.190%, 09/17/2029 | 163 | 163 | ||||||
| CNH Equipment Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.300%, 08/15/2028 | 88 | 88 | ||||||
| CNH Equipment Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.820%, 06/15/2029 | 197 | 196 | ||||||
| Commercial Equipment Finance LLC, Ser 2025-1A, Cl A | ||||||||
| 4.830%, 05/15/2031 (E) | 708 | 707 | ||||||
| Commonbond Student Loan Trust, Ser 2017- AGS, Cl A2 | ||||||||
| 4.632%, TSFR1M + 0.964%, 05/25/2041 (A)(E) | 777 | 771 | ||||||
| Daimler Trucks Retail Trust, Ser 2024-1, Cl A3 | ||||||||
| 5.490%, 12/15/2027 | 72 | 72 | ||||||
| Dext ABS LLC, Ser 2025-1, Cl D | ||||||||
| 5.650%, 02/15/2036 (E) | 1,000 | 1,002 | ||||||
| DLLAA LLC, Ser 2026-1A, Cl A2 | ||||||||
| 4.420%, 05/21/2029 (E) | 70 | 70 | ||||||
| Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 | ||||||||
| 4.118%, 07/25/2047 (E) | 1,152 | 1,143 | ||||||
| Driven Brands Funding LLC, Ser 2020-2A, Cl A2 | ||||||||
| 3.237%, 01/20/2051 (E) | 602 | 581 | ||||||
| 172 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Driven Brands Funding LLC, Ser 2024-1A, Cl A2 | ||||||||
| 6.372%, 10/20/2054 (E) | $ | 245 | $ | 245 | ||||
| Dryden 53 CLO, Ser 2017-53A, Cl BR | ||||||||
| 5.053%, TSFR3M + 1.300%, 01/15/2031 (A)(E) | 1,000 | 1,000 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2021- A, Cl C | ||||||||
| 2.090%, 08/27/2035 (E) | 404 | 389 | ||||||
| Elara HGV Timeshare Issuer LLC, Ser 2025-A, Cl A | ||||||||
| 4.540%, 01/25/2040 (E) | 675 | 665 | ||||||
| Elmwood CLO III, Ser 2024-3A, Cl A1RR | ||||||||
| 5.109%, TSFR3M + 1.380%, 07/18/2037 (A)(E) | 1,000 | 1,001 | ||||||
| ExteNet Issuer LLC, Ser 2024-1A, Cl B | ||||||||
| 6.150%, 07/25/2054 (E) | 400 | 240 | ||||||
| FNA VII LLC, Ser 2023-1A, Cl A1 | ||||||||
| 6.900%, 04/15/2038 (E) | 208 | 209 | ||||||
| Goldentree Loan Management US CLO 8, Ser 2024-8A, Cl ARR | ||||||||
| 4.879%, TSFR3M + 1.150%, 10/20/2034 (A)(E) | 400 | 400 | ||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.121%, SOFR30A + 1.500%, 08/15/2028 (A)(E) | 1,000 | 1,001 | ||||||
| Granite Edvance, Ser 2020-1, Cl A1B | ||||||||
| 4.982%, TSFR1M + 1.314%, 09/25/2060 (A) | 310 | 313 | ||||||
| HI-FI Music IP Issuer, Ser 2022-1A, Cl A2 | ||||||||
| 3.939%, 02/01/2062 (E) | 1,100 | 1,095 | ||||||
| Hilton Grand Vacations Trust, Ser 2023-1A, Cl C | ||||||||
| 6.940%, 01/25/2038 (E) | 361 | 368 | ||||||
| Hilton Grand Vacations Trust, Ser 2024-1B, Cl B | ||||||||
| 5.990%, 09/15/2039 (E) | 151 | 152 | ||||||
| Hilton Grand Vacations Trust, Ser 2026-2A, Cl C | ||||||||
| 5.540%, 03/27/2045 (E) | 450 | 447 | ||||||
| Hipgnosis Music Assets, Ser 2022-1, Cl A | ||||||||
| 5.000%, 05/16/2062 (E) | 599 | 598 | ||||||
| Hotwire Funding LLC, Ser 2021-1, Cl A2 | ||||||||
| 2.311%, 11/20/2051 (E) | 1,030 | 1,025 | ||||||
| HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.070%, 11/22/2032 (E) | 182 | 182 | ||||||
| HTS Fund II LLC, Ser 2025-1, Cl A | ||||||||
| 5.351%, 06/23/2045 (E) | 395 | 395 | ||||||
| InStar Leasing III LLC, Ser 2021-1A, Cl A | ||||||||
| 2.300%, 02/15/2054 (E) | 1,136 | 1,088 | ||||||
| Invesco CLO, Ser 2022-2A, Cl A1R | ||||||||
| 4.879%, TSFR3M + 1.150%, 07/20/2035 (A)(E) | 1,000 | 1,000 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Jamestown CLO IX, Ser 2016-9A, Cl A2R3 | ||||||||
| 5.510%, TSFR3M + 1.700%, 07/25/2034 (A)(E) | $ | 1,000 | $ | 1,001 | ||||
| John Deere Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 12/15/2028 | 60 | 60 | ||||||
| John Deere Owner Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.300%, 04/16/2029 | 90 | 90 | ||||||
| Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B | ||||||||
| 4.889%, TSFR1M + 1.164%, 11/25/2050 (A) | 886 | 872 | ||||||
| Kubota Credit Owner Trust, Ser 2024-2A, Cl A4 | ||||||||
| 5.190%, 05/15/2030 (E) | 250 | 252 | ||||||
| MetroNet Infrastructure Issuer LLC, Ser 2025-2A, Cl B | ||||||||
| 5.590%, 08/20/2055 (E) | 250 | 246 | ||||||
| Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B | ||||||||
| 4.532%, TSFR1M + 0.864%, 01/25/2061 (A) | 399 | 392 | ||||||
| Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B | ||||||||
| 4.482%, TSFR1M + 0.814%, 03/25/2061 (A) | 1,236 | 1,216 | ||||||
| MMAF Equipment Finance LLC, Ser 2023-A, Cl A3 | ||||||||
| 5.540%, 12/13/2029 (E) | 126 | 127 | ||||||
| MVW LLC, Ser 2021-1WA, Cl C | ||||||||
| 1.940%, 01/22/2041 (E) | 365 | 358 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | ||||||||
| 2.600%, 08/15/2068 (E) | 220 | 212 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A | ||||||||
| 1.310%, 01/15/2069 (E) | 220 | 209 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-IA, Cl A1B | ||||||||
| 4.754%, TSFR1M + 1.114%, 04/15/2069 (A)(E) | 517 | 515 | ||||||
| Navient Student Loan Trust, Ser 2023-BA, Cl A1A | ||||||||
| 6.480%, 03/15/2072 (E) | 225 | 228 | ||||||
| Neuberger Berman CLO XVI-S, Ser 2017- 16SA, Cl A1R2 | ||||||||
| 4.933%, TSFR3M + 1.180%, 04/15/2039 (A)(E) | 250 | 250 | ||||||
| Neuberger Berman Loan Advisers CLO 25, Ser 2024-25A, Cl AR2 | ||||||||
| 5.129%, TSFR3M + 1.400%, 07/18/2038 (A)(E) | 450 | 450 | ||||||
| SEI Institutional Investments Trust | 173 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Neuberger Berman Loan Advisers CLO 43, Ser 2025-43A, Cl BR | ||||||||
| 5.200%, TSFR3M + 1.450%, 07/17/2036 (A)(E) | $ | 1,000 | $ | 1,000 | ||||
| Neuberger Berman Loan Advisers CLO 45, Ser 2025-45A, Cl AR | ||||||||
| 4.801%, TSFR3M + 1.060%, 10/14/2036 (A)(E) | 250 | 250 | ||||||
| Neuberger Berman Loan Advisers CLO 46, Ser 2025-46A, Cl BR | ||||||||
| 5.229%, TSFR3M + 1.500%, 01/20/2037 (A)(E) | 320 | 320 | ||||||
| Neuberger Berman Loan Advisers CLO 50, Ser 2026-50A, Cl AR2 | ||||||||
| 4.792%, TSFR3M + 1.040%, 07/23/2036 (A)(E) | 185 | 185 | ||||||
| NYCTL Trust, Ser 2025-A, Cl A | ||||||||
| 4.840%, 11/10/2038 (E) | 57 | 57 | ||||||
| Oaktree CLO, Ser 2021-2A, Cl B1R | ||||||||
| 5.153%, TSFR3M + 1.400%, 01/15/2035 (A)(E) | 1,000 | 1,001 | ||||||
| Octagon 73, Ser 2025-4A, Cl B | ||||||||
| 5.429%, 10/20/2038 | 500 | 502 | ||||||
| Octagon Investment Partners 49, Ser 2026- 5A, Cl ARR | ||||||||
| 4.873%, TSFR3M + 1.120%, 04/15/2037 (A)(E) | 1,000 | 999 | ||||||
| OHA Credit Funding 4, Ser 2024-4A, Cl AR2 | ||||||||
| 5.023%, TSFR3M + 1.290%, 01/22/2038 (A)(E) | 250 | 250 | ||||||
| Palmer Square CLO, Ser 2021-3A, Cl A1R | ||||||||
| 5.043%, TSFR3M + 1.290%, 10/15/2038 (A)(E) | 265 | 265 | ||||||
| Palmer Square Loan Funding, Ser 2024-1A, Cl A1R | ||||||||
| 4.573%, TSFR3M + 0.820%, 10/15/2032 (A)(E) | 195 | 195 | ||||||
| Palmer Square Loan Funding, Ser 2025-3A, Cl A1 | ||||||||
| 4.703%, TSFR3M + 0.950%, 01/15/2034 (A)(E) | 214 | 214 | ||||||
| Palmer Square Loan Funding, Ser 2026-3A, Cl A1R | ||||||||
| 4.577%, TSFR3M + 0.820%, 08/08/2032 (A)(E) | 214 | 214 | ||||||
| PFS Financing, Ser 2025-A, Cl A | ||||||||
| 4.287%, SOFR30A + 0.650%, 01/15/2029 (A)(E) | 195 | 195 | ||||||
| PMT Loan Trust, Ser 2026-INV8, Cl A35 | ||||||||
| 5.595%, 08/25/2057 | 1,000 | 1,000 | ||||||
| Prodigy Finance DAC, Ser 2021-1A, Cl A | ||||||||
| 5.032%, TSFR1M + 1.364%, 07/25/2051 (A)(E) | 291 | 292 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A | ||||||||
| 6.250%, PRIME + -0.500%, 12/27/2044 (A)(E) | $ | 25 | $ | 25 | ||||
| Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A | ||||||||
| 5.000%, 09/15/2048 (E) | 1,000 | 985 | ||||||
| RIN II, Ser 2019-1A, Cl AR | ||||||||
| 5.233%, TSFR3M + 1.480%, 01/15/2038 (A)(E) | 1,000 | 1,000 | ||||||
| RIN XII LLC, Ser 2025-1A, Cl A1 | ||||||||
| 5.053%, TSFR3M + 1.300%, 04/15/2038 (A)(E) | 1,000 | 1,001 | ||||||
| SCF Equipment Leasing LLC, Ser 2023-1A, Cl A3 | ||||||||
| 6.170%, 05/20/2032 (E) | 154 | 155 | ||||||
| SCF Equipment Leasing LLC, Ser 2025-2A, Cl A2 | ||||||||
| 4.260%, 12/22/2031 (E) | 96 | 96 | ||||||
| Shackleton CLO, Ser 2019-14A, Cl BRR | ||||||||
| 5.279%, TSFR3M + 1.550%, 07/20/2034 (A)(E) | 1,000 | 1,000 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2024-1A, Cl B | ||||||||
| 5.350%, 01/20/2043 (E) | 322 | 323 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2024-2A, Cl C | ||||||||
| 5.830%, 06/20/2041 (E) | 373 | 374 | ||||||
| Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 | ||||||||
| 4.879%, TSFR3M + 1.150%, 10/20/2034 (A)(E) | 375 | 375 | ||||||
| SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 | ||||||||
| 4.236%, TSFR3M + 0.572%, 12/15/2038 (A) | 269 | 265 | ||||||
| SLM Private Credit Student Loan Trust, Ser 2006-B, Cl A5 | ||||||||
| 4.196%, TSFR3M + 0.532%, 12/15/2039 (A) | 710 | 695 | ||||||
| SLR Equipment Finance LLC, Ser 2026-1A, Cl A2 | ||||||||
| 5.010%, 04/15/2033 (E) | 1,000 | 1,001 | ||||||
| SMB Private Education Loan Trust, Ser 2018-C, Cl A2B | ||||||||
| 4.504%, TSFR1M + 0.864%, 11/15/2035 (A)(E) | 156 | 156 | ||||||
| SMB Private Education Loan Trust, Ser 2019-B, Cl A2B | ||||||||
| 4.754%, TSFR1M + 1.114%, 06/15/2037 (A)(E) | 178 | 178 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 | ||||||||
| 4.484%, TSFR1M + 0.844%, 01/15/2053 (A)(E) | 985 | 977 | ||||||
| 174 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Sonic Capital LLC, Ser 2020-1A, Cl A2I | ||||||||
| 3.845%, 01/20/2050 (E) | $ | – | $ | – | ||||
| STAR Trust, Ser 2024-SFR4, Cl A | ||||||||
| 5.389%, TSFR1M + 1.750%, 10/17/2041 (A)(E) | 748 | 750 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl A | ||||||||
| 5.090%, TSFR1M + 1.450%, 02/17/2042 (A)(E) | 1,178 | 1,179 | ||||||
| STAR Trust, Ser 2025-SFR6, Cl A | ||||||||
| 5.040%, TSFR1M + 1.400%, 08/17/2042 (A)(E) | 1,830 | 1,830 | ||||||
| Steele Creek CLO, Ser 2019-2A, Cl CRR | ||||||||
| 5.553%, TSFR3M + 1.800%, 07/15/2032 (A)(E) | 1,000 | 1,000 | ||||||
| Store Master Funding I-VII and XIV, Ser 2019-1, Cl A1 | ||||||||
| 2.820%, 11/20/2049 (E) | 685 | 682 | ||||||
| Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1 | ||||||||
| 2.120%, 06/20/2051 (E) | 731 | 690 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 | ||||||||
| 4.782%, TSFR1M + 1.114%, 09/25/2034 (A) | 1,571 | 1,536 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 | ||||||||
| 4.722%, TSFR1M + 1.054%, 09/25/2034 (A) | 451 | 469 | ||||||
| Taco Bell Funding LLC, Ser 2021-1A, Cl A2II | ||||||||
| 2.294%, 08/25/2051 (E) | 981 | 913 | ||||||
| TAL Advantage VII LLC, Ser 2020-1A, Cl B | ||||||||
| 3.290%, 09/20/2045 (E) | 568 | 547 | ||||||
| TIF Funding II LLC, Ser 2021-1A, Cl A | ||||||||
| 1.650%, 02/20/2046 (E) | 209 | 189 | ||||||
| Tricon Residential Trust, Ser 2023-SFR1, Cl A | ||||||||
| 5.100%, 07/17/2040 (E) | 995 | 991 | ||||||
| Tricon Residential Trust, Ser 2025-SFR1, Cl C | ||||||||
| 5.239%, TSFR1M + 1.600%, 03/17/2042 (A)(E) | 1,000 | 1,000 | ||||||
| Tricon Trust, Ser 2026-SFR2, Cl A | ||||||||
| 4.939%, TSFR1M + 1.300%, 06/17/2043 (A)(E) | 1,000 | 1,001 | ||||||
| Trinity Rail Leasing LLC, Ser 2020-1A, Cl A | ||||||||
| 1.960%, 10/17/2050 (E) | 422 | 405 | ||||||
| TSTAT, Ser 2026-1A, Cl AR3 | ||||||||
| 4.669%, TSFR3M + 0.940%, 01/20/2032 (A)(E) | 171 | 171 | ||||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (E) | 821 | 784 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (E) | 750 | 722 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl C2I | ||||||||
| 3.156%, 02/15/2052 (E) | $ | 368 | $ | 361 | ||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl D | ||||||||
| 4.288%, 02/15/2052 (E) | 1,100 | 1,088 | ||||||
| Verizon Master Trust Series, Ser 2025-9, Cl A1A | ||||||||
| 3.960%, 10/21/2030 | 110 | 109 | ||||||
| Verizon Master Trust Series, Ser 2026-1, Cl A1A | ||||||||
| 3.940%, 02/20/2031 | 300 | 297 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2025-1A, Cl A4 | ||||||||
| 4.530%, 10/15/2031 (E) | 275 | 274 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2025-2A, Cl A2 | ||||||||
| 3.960%, 06/15/2028 (E) | 59 | 59 | ||||||
| Voya CLO, Ser 2017-3A, Cl A1RR | ||||||||
| 4.789%, TSFR3M + 1.060%, 04/20/2034 (A)(E) | 329 | 329 | ||||||
| Voya CLO, Ser 2018-1A, Cl A2R | ||||||||
| 5.291%, TSFR3M + 1.562%, 01/20/2031 (A)(E) | 96 | 96 | ||||||
| Westgate Resorts LLC, Ser 2023-1A, Cl B | ||||||||
| 6.440%, 12/20/2037 (E) | 523 | 527 | ||||||
| Willis Engine Structured Trust V, Ser 2020-A, Cl C | ||||||||
| 6.657%, 03/15/2045 (E) | 129 | 127 | ||||||
| Wingstop Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 2.841%, 12/05/2050 (E) | 985 | 957 | ||||||
| 86,136 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $112,563) ($ Thousands) | 112,736 | |||||||
| CORPORATE OBLIGATIONS — 5.2% | ||||||||
| Communication Services — 0.3% | ||||||||
| Alphabet | ||||||||
| 4.500%, 08/10/2028 | 275 | 275 | ||||||
| NTT Finance | ||||||||
| 4.741%, 03/31/2028 (E) | 250 | 249 | ||||||
| 4.567%, 07/16/2027 (E) | 250 | 250 | ||||||
| OAK-Eagle Acquireco | ||||||||
| 7.250%, 07/01/2033 (E) | 155 | 161 | ||||||
| Scripps Escrow II | ||||||||
| 3.875%, 01/15/2029 (E) | 300 | 281 | ||||||
| 1,216 | ||||||||
| Consumer Discretionary — 0.8% | ||||||||
| Amazon.com | ||||||||
| 3.850%, 03/13/2028 | 300 | 297 | ||||||
| SEI Institutional Investments Trust | 175 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 07/09/2027 | $ | 150 | $ | 150 | ||||
| 2.300%, 09/09/2026 | 350 | 350 | ||||||
| BMW US Capital LLC | ||||||||
| 4.300%, 03/17/2028 (E) | 275 | 273 | ||||||
| 4.150%, 08/11/2027 (E) | 150 | 150 | ||||||
| Churchill Downs | ||||||||
| 4.750%, 01/15/2028 (E) | 200 | 199 | ||||||
| Daimler Truck Finance North America LLC | ||||||||
| 4.300%, 08/12/2027 (E) | 150 | 150 | ||||||
| Hyundai Capital America | ||||||||
| 4.875%, 06/23/2027 (E) | 125 | 125 | ||||||
| Marriott International | ||||||||
| 4.200%, 07/15/2027 | 150 | 150 | ||||||
| Mercedes-Benz Finance North America LLC | ||||||||
| 4.125%, 03/10/2028 (E) | 300 | 297 | ||||||
| Pioneer Opco LLC | ||||||||
| 7.000%, 05/15/2033 (E) | 280 | 285 | ||||||
| Rivers Enterprise Borrower LLC | ||||||||
| 6.625%, 02/01/2033 (E) | 319 | 323 | ||||||
| Toyota Motor Credit | ||||||||
| 4.500%, 05/14/2027 | 175 | 175 | ||||||
| Toyota Motor Credit MTN | ||||||||
| 3.750%, 01/12/2028 | 275 | 272 | ||||||
| 3,196 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Mars | ||||||||
| 4.450%, 03/01/2027 (E) | 320 | 320 | ||||||
| Primo Water Holdings | ||||||||
| 4.375%, 04/30/2029 (E) | 74 | 73 | ||||||
| 393 | ||||||||
| Energy — 0.2% | ||||||||
| Kodiak Gas Services LLC | ||||||||
| 6.750%, 10/01/2035 (E) | 385 | 392 | ||||||
| ONEOK | ||||||||
| 5.550%, 11/01/2026 | 200 | 200 | ||||||
| Par Petroleum LLC | ||||||||
| 7.375%, 06/01/2034 (E) | 200 | 208 | ||||||
| 800 | ||||||||
| Financials — 1.5% | ||||||||
| American Express | ||||||||
| 4.009%, SOFR + 0.581%, 02/09/2029 (A) | 275 | 272 | ||||||
| Athene Global Funding | ||||||||
| 5.349%, 07/09/2027 (E) | 90 | 90 | ||||||
| 4.596%, SOFR + 0.950%, 04/19/2027 (A)(E) | 275 | 276 | ||||||
| Bank of America | ||||||||
| 4.623%, SOFR + 1.110%, 05/09/2029 (A) | 125 | 125 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of Montreal MTN | ||||||||
| 1.250%, 09/15/2026 | $ | 300 | $ | 300 | ||||
| Blackstone Holdings Finance LLC | ||||||||
| 5.900%, 11/03/2027 (E) | 300 | 304 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 5.237%, 06/28/2027 | 90 | 91 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (A) | 275 | 273 | ||||||
| Cooperatieve Rabobank UA | ||||||||
| 4.372%, 05/27/2027 | 250 | 250 | ||||||
| Danske Bank MTN | ||||||||
| 4.662%, H15T1Y + 0.750%, 03/27/2029 (A)(E) | 275 | 275 | ||||||
| Deutsche Bank NY | ||||||||
| 4.875%, SOFR + 1.219%, 11/16/2027 (A) | 325 | 325 | ||||||
| Equitable America Global Funding | ||||||||
| 3.950%, 09/15/2027 (E) | 40 | 40 | ||||||
| F&G Global Funding MTN | ||||||||
| 5.875%, 06/10/2027 (E) | 250 | 252 | ||||||
| Fidelity National Information Services | ||||||||
| 4.450%, 03/10/2028 | 115 | 114 | ||||||
| Focus Financial Partners LLC | ||||||||
| 6.750%, 09/15/2031 (E) | 270 | 269 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.625%, 05/28/2028 (E) | 150 | 149 | ||||||
| Macquarie Bank MTN | ||||||||
| 3.915%, 02/03/2028 (E) | 275 | 273 | ||||||
| Metropolitan Life Global Funding I | ||||||||
| 4.250%, 04/13/2028 (E) | 250 | 248 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (A) | 250 | 246 | ||||||
| PNC Financial Services Group | ||||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (A) | 275 | 273 | ||||||
| Ryan Specialty LLC | ||||||||
| 5.875%, 08/01/2032 (E) | 146 | 144 | ||||||
| Swedbank | ||||||||
| 6.136%, 09/12/2026 (E) | 200 | 200 | ||||||
| Toronto-Dominion Bank | ||||||||
| 3.913%, 01/13/2028 | 275 | 272 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (A) | 275 | 273 | ||||||
| UBS | ||||||||
| 4.864%, SOFR + 0.720%, 01/10/2028 (A) | 250 | 250 | ||||||
| USI | ||||||||
| 7.500%, 01/15/2032 (E) | 500 | 521 | ||||||
| 6,105 | ||||||||
| 176 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Health Care — 0.6% | ||||||||
| Augusta SpinCo | ||||||||
| 4.321%, 09/23/2027 | $ | 275 | $ | 274 | ||||
| Bausch Health | ||||||||
| 11.000%, 09/30/2028 (E) | 35 | 37 | ||||||
| 4.875%, 06/01/2028 (E) | 257 | 245 | ||||||
| Gainwell Acquisition | ||||||||
| 9.000%, 09/01/2031 (E) | 182 | 190 | ||||||
| Global Medical Response | ||||||||
| 7.375%, 10/01/2032 (E) | 250 | 259 | ||||||
| Grifols | ||||||||
| 4.750%, 10/15/2028 (E) | 400 | 394 | ||||||
| Medline Borrower LP | ||||||||
| 3.875%, 04/01/2029 (E) | 125 | 121 | ||||||
| Pfizer | ||||||||
| 3.875%, 11/15/2027 | 275 | 274 | ||||||
| Raven Acquisition Holdings LLC | ||||||||
| 6.875%, 11/15/2031 (E) | 250 | 249 | ||||||
| Stryker | ||||||||
| 4.550%, 02/10/2027 | 150 | 150 | ||||||
| Team Health Holdings | ||||||||
| 8.375%, 06/30/2028 (E) | 250 | 250 | ||||||
| 2,443 | ||||||||
| Industrials — 0.7% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 2.450%, 10/29/2026 | 250 | 249 | ||||||
| Amsted Industries | ||||||||
| 6.375%, 03/15/2033 (E) | 227 | 230 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.500%, 01/07/2027 | 150 | 150 | ||||||
| CP Atlas Buyer | ||||||||
| 12.750%, 01/15/2031 (E) | 422 | 279 | ||||||
| Howmet Aerospace | ||||||||
| 3.750%, 03/03/2028 | 300 | 296 | ||||||
| John Deere Capital | ||||||||
| 4.500%, 01/08/2027 | 150 | 150 | ||||||
| Labels Buyer LLC | ||||||||
| 12.000%, 12/31/2033 | – | 23 | ||||||
| LBM Acquisition LLC | ||||||||
| 9.500%, 06/15/2031 (E) | 165 | 136 | ||||||
| QXO Building Products | ||||||||
| 6.750%, 04/30/2032 (E) | 135 | 138 | ||||||
| Specialty Building Products Holdings LLC | ||||||||
| 7.750%, 10/15/2029 (E) | 290 | 277 | ||||||
| Waste Pro USA | ||||||||
| 7.000%, 02/01/2033 (E) | 214 | 219 | ||||||
| WESCO Distribution | ||||||||
| 5.500%, 04/15/2034 (E) | 304 | 296 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Wilsonart LLC | ||||||||
| 11.000%, 08/15/2032 (E) | $ | 299 | $ | 225 | ||||
| 2,668 | ||||||||
| Materials — 0.3% | ||||||||
| Advancion Sciences | ||||||||
| 9.250% Cash/PIK, 11/01/2026 (E) | 1,094 | 875 | ||||||
| Novelis | ||||||||
| 4.750%, 01/30/2030 (E) | 300 | 290 | ||||||
| Trident TPI Holdings | ||||||||
| 12.750%, 12/31/2028 (E) | 194 | 194 | ||||||
| 1,359 | ||||||||
| Real Estate — 0.2% | ||||||||
| Brookfield Property | ||||||||
| 4.500%, 04/01/2027 (E) | 292 | 288 | ||||||
| Iron Mountain | ||||||||
| 4.875%, 09/15/2027 (E) | 500 | 499 | ||||||
| 787 | ||||||||
| Utilities — 0.5% | ||||||||
| Alliant Energy Finance LLC | ||||||||
| 5.400%, 06/06/2027 (E) | 100 | 101 | ||||||
| Consumers 2023 Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 18 | 18 | ||||||
| DTE Electric | ||||||||
| 4.250%, 05/14/2027 | 80 | 80 | ||||||
| Duke Energy Progress NC Storm Funding LLC | ||||||||
| 1.295%, 07/01/2028 | 138 | 134 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 4.150%, 03/15/2028 (E) | 275 | 273 | ||||||
| Georgia Power | ||||||||
| 4.077%, SOFRINDX + 0.420%, 11/22/2027 (A) | 200 | 200 | ||||||
| 3.929%, SOFRINDX + 0.280%, 09/15/2026 (A) | 275 | 275 | ||||||
| NRG Energy | ||||||||
| 6.250%, 11/01/2034 (E) | 400 | 399 | ||||||
| Southern Gas Capital | ||||||||
| 4.050%, 09/15/2028 | 55 | 54 | ||||||
| Talen Energy Supply LLC | ||||||||
| 6.375%, 05/01/2033 (E) | 225 | 222 | ||||||
| WEC Energy Group | ||||||||
| 4.750%, 01/15/2028 | 165 | 165 | ||||||
| 1,921 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $21,478) ($ Thousands) | 20,888 | |||||||
| SEI Institutional Investments Trust | 177 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 2.7% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.718%, 09/24/2026 (G) | $ | 3,675 | $ | 3,667 | ||||
| 3.666%, 12/24/2026 (G) | 3,625 | 3,581 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.000%, 12/15/2027 | 625 | 623 | ||||||
| 4.000%, 05/31/2028 | 1,000 | 994 | ||||||
| 3.875%, 12/31/2027 | 2,200 | 2,188 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $11,072) ($ Thousands) | 11,053 | |||||||
| COMMERCIAL PAPER — 0.3% | ||||||||
| Sutter Health | ||||||||
| 3.911%, 09/03/2026 (G) | 400 | 400 | ||||||
| Svenska Handelsbanken AB | ||||||||
| 3.940%, 12/18/2026 (G) | 275 | 275 | ||||||
| Swedbank AB | ||||||||
| 3.916%, 09/18/2026 (G) | 300 | 300 | ||||||
| University of Chicago | ||||||||
| 3.875%, 10/08/2026 (G) | 400 | 398 | ||||||
| 1,373 | ||||||||
| Total Commercial Paper | ||||||||
| (Cost $1,373) ($ Thousands) | 1,373 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.3% | ||||||||
| Air Methods | ||||||||
| Strike Price $– *‡‡(D)(H) | 5,986 | 1,342 | ||||||
| Labels Buyer LLC | ||||||||
| Strike Price $– *‡‡ | 112 | – | ||||||
| Total Warrants | ||||||||
| (Cost $112) ($ Thousands) | 1,342 | |||||||
| Shares | ||||||||
| COMMON STOCK — 0.2% | ||||||||
| Air Methods *(D)(H) | 2,388 | 535 | ||||||
| Ambrosia Topco (D) | 7,227 | 70 | ||||||
| Labels Buyer LLC | 240 | 17 | ||||||
| Pretium PKG Holdings, Inc | 3,710 | 65 | ||||||
| Total Common Stock | ||||||||
| (Cost $150) ($ Thousands) | 687 |
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MUNICIPAL BONDS — 0.2% | ||||||||
| New York — 0.1% | ||||||||
| New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB | ||||||||
| 3.805%, 11/01/2027 | $ | 240 | $ | 238 | ||||
| Oregon — 0.0% | ||||||||
| Oregon State, School Boards Association, Ser B, GO | ||||||||
| 5.550%, 06/30/2028 | 177 | 179 | ||||||
| Pennsylvania — 0.1% | ||||||||
| Philadelphia, Authority for Industrial Development, Ser A, RB, AG | ||||||||
| 6.350%, 04/15/2028 | 234 | 238 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $659) ($ Thousands) | 655 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 3.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 14,772,343 | 14,772 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $14,772) ($ Thousands) | 14,772 | |||||||
| Face Amount (Thousands) | ||||||||
| REPURCHASE AGREEMENT(I) — 0.9% | ||||||||
| BNP Paribas | ||||||||
| 3.670%, dated 08/31/2026 to be repurchased on 09/01/2026, repurchase price $3,800,387 (collateralized by various U.S. Government Obligations, ranging in par value $1,000 - $591,127, 1.770% - 7.000%, 03/01/2027 – 9/01/2056; with total market value $3,860,364) | $ | 3,800 | 3,800 | |||||
| Total Repurchase Agreement | ||||||||
| (Cost $3,800) ($ Thousands) | 3,800 | |||||||
| Total Investments in Securities — 102.2% | ||||||||
| (Cost $414,809) ($ Thousands) | $ | 411,386 | ||||||
| 178 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Continued)
A list of the open futures contracts held by the Fund at August 31, 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 | 6 | Dec-2026 | $ | 637 | $ | 634 | $ | (3 | ) | |||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | (54) | Dec-2026 | $ | (11,107 | ) | $ | (11,083 | ) | $ | 24 | ||||||||
| U.S. 10-Year Treasury Notes | (14) | Dec-2026 | (1,520 | ) | (1,507 | ) | 13 | |||||||||||
| U.S. Long Treasury Bonds | (2) | Dec-2026 | (218 | ) | (217 | ) | 1 | |||||||||||
| (12,845 | ) | (12,807 | ) | 38 | ||||||||||||||
| $ | (12,208 | ) | $ | (12,173 | ) | $ | 35 | |||||||||||
Percentages are based on Net Assets of $402,507 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | 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 August 31, 2026, the value of these securities amounted to $208,553 ($ Thousands), representing 51.8% of the Net Assets of the Fund. |
| (F) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (G) | Interest rate represents the security's effective yield at the time of purchase. |
| (H) | Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2026 was $1,877 ($ Thousands) and represented 0.5% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (I) | Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 12,806 | $ | 37,681 | $ | (35,715 | ) | $ | — | $ | — | $ | 14,772 | $ | 144 | $ | — | |||||||||||||||
| SEI Institutional Investments Trust | 179 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Opportunistic Income Fund (Concluded)
A list of the restricted securities, excluding 144a, held by the Fund at August 31, 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 | $ | 1,342 | ||||||||
| Common Stock | ||||||||||||||
| Air Methods | 2,388 | 01/09/2024 | 32 | 535 | ||||||||||
| $ | 143 | $ | 1,877 | |||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 180 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 38.0% | ||||||||
| U.S. Treasury Bonds | ||||||||
| 5.125%, 08/15/2046 | $ | 114,057 | $ | 112,489 | ||||
| 5.125%, 08/15/2056 | 166,135 | 163,305 | ||||||
| 5.000%, 05/15/2046 | 107,256 | 104,089 | ||||||
| 5.000%, 05/15/2056 | 97,501 | 93,967 | ||||||
| 4.750%, 02/15/2056 | 35,533 | 32,901 | ||||||
| 4.625%, 02/15/2046 | 19,329 | 17,873 | ||||||
| 4.625%, 11/15/2055 | 41,054 | 37,218 | ||||||
| 4.500%, 02/15/2044 | 13,125 | 12,070 | ||||||
| 4.375%, 08/15/2043 | 21,070 | 19,147 | ||||||
| 3.375%, 11/15/2048 | 26,830 | 20,122 | ||||||
| 3.125%, 05/15/2048 | 66,740 | 48,097 | ||||||
| 3.000%, 02/15/2048 | 15,867 | 11,207 | ||||||
| 3.000%, 08/15/2048 | 6,827 | 4,795 | ||||||
| 3.000%, 02/15/2049 | 100,021 | 69,878 | ||||||
| 2.875%, 05/15/2052 | 30,675 | 20,245 | ||||||
| 2.750%, 08/15/2047 | 9,957 | 6,757 | ||||||
| 2.750%, 11/15/2047 | 25,229 | 17,063 | ||||||
| 2.500%, 05/15/2046 | 44,575 | 29,430 | ||||||
| 2.375%, 02/15/2042 | 16,770 | 11,844 | ||||||
| 2.250%, 08/15/2046 | 42,025 | 26,313 | ||||||
| 2.250%, 08/15/2049 | 27,782 | 16,515 | ||||||
| 2.000%, 11/15/2041 | 20,907 | 14,031 | ||||||
| 2.000%, 02/15/2050 | 95,960 | 53,378 | ||||||
| 2.000%, 08/15/2051 | 51,205 | 27,761 | ||||||
| 1.750%, 08/15/2041 | 59,515 | 38,678 | ||||||
| 1.625%, 11/15/2050 | 32,747 | 16,301 | ||||||
| 1.375%, 11/15/2040 | 15,304 | 9,610 | ||||||
| 1.375%, 08/15/2050 | 62,505 | 29,170 | ||||||
| 1.125%, 08/15/2040 | 21,438 | 13,050 | ||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 1.875%, 07/15/2034 | 20,690 | 20,109 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.875%, 10/31/2028 | 16,985 | 17,162 | ||||||
| 4.625%, 02/15/2035 | 13,745 | 13,679 | ||||||
| 4.625%, 08/15/2036 | 142,343 | 140,964 | ||||||
| 4.500%, 08/31/2033 | 108,730 | 108,016 | ||||||
| 4.375%, 07/31/2031 | 239,089 | 237,763 | ||||||
| 4.375%, 08/31/2031 | 384,459 | 382,387 | ||||||
| 4.375%, 07/31/2033 | 35,609 | 35,108 | ||||||
| 4.250%, 01/15/2028 | 50,175 | 50,134 | ||||||
| 4.250%, 07/31/2028 | 387,577 | 386,896 | ||||||
| 4.250%, 08/15/2029 | 177,815 | 177,065 | ||||||
| 4.250%, 01/31/2030 | 89,800 | 89,246 | ||||||
| 4.125%, 10/31/2027 | 48,096 | 48,015 | ||||||
| 4.125%, 06/30/2028 | 78,955 | 78,659 | ||||||
| 4.125%, 08/31/2028 | 173,272 | 172,561 | ||||||
| 4.125%, 06/15/2029 | 24,858 | 24,677 | ||||||
| 4.125%, 07/15/2029 | 39,555 | 39,255 | ||||||
| 4.125%, 10/31/2029 | 7,260 | 7,195 | ||||||
| 4.125%, 08/31/2030 | 7,326 | 7,234 | ||||||
| 4.125%, 05/31/2031 | 15,119 | 14,881 | ||||||
| 4.125%, 06/30/2031 | 51,605 | 50,779 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 4.000%, 05/31/2028 | $ | 99,855 | $ | 99,297 | ||||
| 4.000%, 07/31/2030 | 20,825 | 20,480 | ||||||
| 4.000%, 01/31/2033 | 26,475 | 25,615 | ||||||
| 3.875%, 04/30/2030 | 7,297 | 7,157 | ||||||
| 3.875%, 06/30/2030 | 24,566 | 24,064 | ||||||
| 3.875%, 08/31/2032 | 19,166 | 18,480 | ||||||
| 3.750%, 12/31/2028 | 19,161 | 18,897 | ||||||
| 3.750%, 06/30/2030 | 38,179 | 37,226 | ||||||
| 3.625%, 03/31/2028 | 26,810 | 26,525 | ||||||
| 3.625%, 03/31/2030 | 89,938 | 87,496 | ||||||
| 3.625%, 08/31/2030 | 34,333 | 33,280 | ||||||
| 3.625%, 12/31/2030 | 28,829 | 27,864 | ||||||
| 3.500%, 10/31/2027 | 44,430 | 44,041 | ||||||
| 3.500%, 01/31/2028 | 48,236 | 47,707 | ||||||
| 3.500%, 10/15/2028 | 23,930 | 23,515 | ||||||
| 3.500%, 02/15/2029 | 2,060 | 2,018 | ||||||
| 3.375%, 12/31/2027 | 67,840 | 67,034 | ||||||
| 3.375%, 02/29/2028 | 27,382 | 27,016 | ||||||
| 2.375%, 03/31/2029 | 47,870 | 45,534 | ||||||
| 1.750%, 01/31/2029 | 19,145 | 18,000 | ||||||
| U.S. Treasury STRIPS | ||||||||
| 0.000%, 02/15/2032 (A) | 26,315 | 20,488 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $3,965,436) ($ Thousands) | 3,900,823 | |||||||
| MORTGAGE-BACKED SECURITIES — 37.1% | ||||||||
| Agency Mortgage-Backed Obligations — 31.4% | ||||||||
| FHLMC | ||||||||
| 7.500%, 08/01/2030 to 06/01/2032 | 22 | 23 | ||||||
| 7.000%, 03/01/2031 to 03/01/2039 | 18 | 19 | ||||||
| 6.500%, 10/01/2031 to 04/01/2056 | 20,315 | 21,005 | ||||||
| 6.000%, 08/01/2038 to 08/01/2055 | 66,208 | 67,737 | ||||||
| 5.500%, 02/01/2035 to 07/01/2056 | 74,056 | 73,862 | ||||||
| 5.000%, 08/01/2033 to 05/01/2055 | 67,479 | 65,541 | ||||||
| 4.500%, 06/01/2039 to 02/01/2056 | 87,010 | 82,947 | ||||||
| 4.000%, 09/01/2040 to 02/01/2053 | 45,880 | 42,341 | ||||||
| 3.500%, 04/01/2033 to 11/01/2052 | 45,041 | 40,614 | ||||||
| 3.000%, 09/01/2030 to 06/01/2052 | 97,483 | 85,797 | ||||||
| 2.500%, 10/01/2031 to 05/01/2052 | 163,023 | 135,860 | ||||||
| 2.000%, 10/01/2031 to 03/01/2052 | 104,071 | 83,947 | ||||||
| FHLMC ARM | ||||||||
| 6.492%, RFUCCT1Y + 2.330%, 05/01/2036(B) | 21 | 22 | ||||||
| 6.345%, RFUCCT1Y + 1.595%, 10/01/2036(B) | 8 | 8 | ||||||
| 6.255%, RFUCCT1Y + 1.926%, 12/01/2036(B) | 10 | 10 | ||||||
| 5.632%, RFUCCT1Y + 1.617%, 11/01/2047(B) | 488 | 504 | ||||||
| 5.559%, SOFR30A + 2.330%, 07/01/2055(B) | 1,808 | 1,822 | ||||||
| SEI Institutional Investments Trust | 181 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 5.430%, SOFR30A + 2.330%, 08/01/2055(B) | $ | 1,764 | $ | 1,771 | ||||
| 5.379%, SOFR30A + 2.090%, 05/01/2055(B) | 624 | 626 | ||||||
| 5.318%, SOFR30A + 2.105%, 08/01/2055(B) | 1,053 | 1,056 | ||||||
| 5.305%, SOFR30A + 2.330%, 08/01/2055(B) | 1,374 | 1,379 | ||||||
| 5.240%, SOFR30A + 2.075%, 07/01/2055(B) | 2,664 | 2,663 | ||||||
| 5.202%, SOFR30A + 2.075%, 07/01/2055(B) | 863 | 864 | ||||||
| 5.159%, SOFR30A + 2.203%, 06/01/2055(B) | 1,790 | 1,790 | ||||||
| 5.050%, SOFR30A + 2.106%, 08/01/2055(B) | 6,546 | 6,540 | ||||||
| 4.951%, SOFR30A + 2.114%, 08/01/2056(B) | 1,433 | 1,418 | ||||||
| 4.946%, SOFR30A + 2.140%, 02/01/2056(B) | 4,052 | 4,034 | ||||||
| 4.928%, SOFR30A + 2.256%, 02/01/2054(B) | 742 | 740 | ||||||
| 4.858%, SOFR30A + 2.100%, 07/01/2056(B) | 1,570 | 1,558 | ||||||
| 4.784%, SOFR30A + 2.098%, 07/01/2056(B) | 3,124 | 3,097 | ||||||
| 4.783%, SOFR30A + 2.147%, 01/01/2055(B) | 2,022 | 2,033 | ||||||
| 4.770%, SOFR30A + 2.095%, 06/01/2056(B) | 2,437 | 2,398 | ||||||
| 4.716%, SOFR30A + 2.192%, 03/01/2056(B) | 4,259 | 4,190 | ||||||
| 4.689%, SOFR30A + 2.334%, 10/01/2054(B) | 1,756 | 1,739 | ||||||
| 4.610%, SOFR30A + 2.117%, 08/01/2056(B) | 1,601 | 1,567 | ||||||
| 4.606%, SOFR30A + 2.138%, 05/01/2056(B) | 12,486 | 12,243 | ||||||
| 4.571%, SOFR30A + 2.161%, 07/01/2056(B) | 5,137 | 5,024 | ||||||
| 4.299%, SOFR30A + 2.182%, 06/01/2056(B) | 2,580 | 2,493 | ||||||
| 4.235%, SOFR30A + 2.340%, 07/01/2056(B) | 1,442 | 1,405 | ||||||
| 4.159%, SOFR30A + 2.304%, 05/01/2053(B) | 2,833 | 2,851 | ||||||
| 4.139%, RFUCCT1Y + 1.622%, 02/01/2050(B) | 1,360 | 1,396 | ||||||
| 3.900%, H15T5Y + 1.289%, 03/01/2047(B) | 300 | 289 | ||||||
| 3.006%, RFUCCT1Y + 1.628%, 11/01/2048(B) | 1,806 | 1,830 | ||||||
| 2.739%, RFUCCT1Y + 1.635%, 12/01/2050(B) | 151 | 144 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multiclass Certificates, Ser 2020- RR02, Cl BX, IO | ||||||||
| 1.666%, 08/27/2028(B) | $ | 2,000 | $ | 56 | ||||
| FHLMC Multiclass Certificates, Ser 2021- P009, Cl A2 | ||||||||
| 1.878%, 01/25/2031 | 975 | 872 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO | ||||||||
| 0.330%, 10/25/2032(B) | 18,932 | 227 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO | ||||||||
| 0.681%, 12/25/2035(B) | 16,112 | 619 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO | ||||||||
| 0.302%, 11/25/2032(B) | 14,627 | 159 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO | ||||||||
| 0.573%, 02/25/2036(B) | 4,914 | 151 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO | ||||||||
| 0.526%, 01/25/2033(B) | 6,793 | 148 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO | ||||||||
| 1.080%, 05/25/2029(B) | 3,613 | 77 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO | ||||||||
| 1.000%, 06/25/2029(B) | 2,857 | 60 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO | ||||||||
| 1.276%, 06/25/2029(B) | 6,800 | 200 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO | ||||||||
| 1.434%, 01/25/2030(B) | 3,213 | 123 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO | ||||||||
| 1.115%, 10/25/2030(B) | 5,284 | 178 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO | ||||||||
| 0.600%, 03/25/2031(B) | 17,682 | 327 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO | ||||||||
| 0.439%, 09/25/2031(B) | 15,515 | 232 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO | ||||||||
| 0.488%, 12/25/2031(B) | 8,651 | 122 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO | ||||||||
| 0.404%, 03/25/2032(B) | 6,770 | 99 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO | ||||||||
| 0.451%, 04/25/2055(B) | 6,949 | 123 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO | ||||||||
| 0.430%, 05/25/2032(B) | 7,950 | 134 | ||||||
| 182 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO | ||||||||
| 0.501%, 06/25/2032(B) | $ | 11,268 | $ | 227 | ||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO | ||||||||
| 0.405%, 08/25/2032(B) | 11,211 | 179 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K540, Cl AS | ||||||||
| 4.140%, SOFR30A + 0.520%, 11/25/2029(B) | 1,928 | 1,924 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K564, Cl AS | ||||||||
| 4.120%, SOFR30A + 0.500%, 05/25/2031(B) | 695 | 695 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO | ||||||||
| 0.692%, 03/25/2028(B) | 4,564 | 33 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO | ||||||||
| 1.281%, 06/25/2027(B) | 584 | 4 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser Q032, Cl A | ||||||||
| 4.950%, 11/25/2054(B) | 2,131 | 2,112 | ||||||
| FHLMC Reference REMIC CMO, Ser 2006- R007, Cl ZA | ||||||||
| 6.000%, 05/15/2036 | 281 | 289 | ||||||
| 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 | 14 | 14 | ||||||
| FHLMC REMICS CMO, Ser 2002-2399, Cl XG | ||||||||
| 6.500%, 01/15/2032 | 7 | 7 | ||||||
| FHLMC REMICS CMO, Ser 2003-2671, Cl S | ||||||||
| 7.882%, 09/15/2033(B) | 12 | 13 | ||||||
| FHLMC REMICS CMO, Ser 2003-2684, Cl ZN | ||||||||
| 4.000%, 10/15/2033 | 25 | 24 | ||||||
| FHLMC REMICS CMO, Ser 2004-2733, Cl ME | ||||||||
| 5.000%, 01/15/2034 | 56 | 56 | ||||||
| FHLMC REMICS CMO, Ser 2007-3316, Cl JO, PO | ||||||||
| 0.000%, 05/15/2037(A) | 2 | 1 | ||||||
| FHLMC REMICS CMO, Ser 2009-3546, Cl A | ||||||||
| 5.871%, 02/15/2039(B) | 20 | 20 | ||||||
| FHLMC REMICS CMO, Ser 2010-3693, Cl FC | ||||||||
| 4.251%, SOFR30A + 0.614%, 07/15/2040(B) | 388 | 386 | ||||||
| FHLMC REMICS CMO, Ser 2011-3866, Cl SA, IO | ||||||||
| 2.199%, 05/15/2041(B) | 159 | 7 | ||||||
| FHLMC REMICS CMO, Ser 2011-3919, Cl FA | ||||||||
| 4.251%, SOFR30A + 0.614%, 09/15/2041(B) | 393 | 391 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2011-3958, Cl AF | ||||||||
| 4.201%, SOFR30A + 0.564%, 11/15/2041(B) | $ | 348 | $ | 345 | ||||
| FHLMC REMICS CMO, Ser 2011-3975, Cl FA | ||||||||
| 4.241%, SOFR30A + 0.604%, 12/15/2041(B) | 320 | 318 | ||||||
| FHLMC REMICS CMO, Ser 2012-3990, Cl FG | ||||||||
| 4.201%, SOFR30A + 0.564%, 01/15/2042(B) | 397 | 394 | ||||||
| FHLMC REMICS CMO, Ser 2012-4010, Cl KM | ||||||||
| 3.000%, 01/15/2042 | 134 | 126 | ||||||
| FHLMC REMICS CMO, Ser 2012-4030, Cl HS, IO | ||||||||
| 2.859%, 04/15/2042(B) | 17 | 1 | ||||||
| FHLMC REMICS CMO, Ser 2012-4059, Cl FP | ||||||||
| 4.201%, SOFR30A + 0.564%, 06/15/2042(B) | 470 | 466 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl BX | ||||||||
| 3.250%, 10/15/2041 | 802 | 738 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl EX | ||||||||
| 3.375%, 07/15/2042 | 513 | 471 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl FN | ||||||||
| 4.151%, SOFR30A + 0.514%, 08/15/2042(B) | 474 | 468 | ||||||
| FHLMC REMICS CMO, Ser 2012-4091, Cl MX | ||||||||
| 3.250%, 02/15/2042 | 635 | 581 | ||||||
| FHLMC REMICS CMO, Ser 2012-4102, Cl TC | ||||||||
| 2.500%, 09/15/2041 | 243 | 239 | ||||||
| FHLMC REMICS CMO, Ser 2013-4161, Cl BA | ||||||||
| 2.500%, 12/15/2041 | 478 | 472 | ||||||
| FHLMC REMICS CMO, Ser 2013-4184, Cl FN | ||||||||
| 4.101%, SOFR30A + 0.464%, 03/15/2043(B) | 304 | 300 | ||||||
| FHLMC REMICS CMO, Ser 2013-4210, Cl Z | ||||||||
| 3.000%, 05/15/2043 | 553 | 459 | ||||||
| FHLMC REMICS CMO, Ser 2013-4281, Cl FA | ||||||||
| 4.151%, SOFR30A + 0.514%, 12/15/2043(B) | 268 | 266 | ||||||
| FHLMC REMICS CMO, Ser 2014-4290, Cl LF | ||||||||
| 4.151%, SOFR30A + 0.514%, 07/15/2035(B) | 636 | 631 | ||||||
| FHLMC REMICS CMO, Ser 2014-4303, Cl FA | ||||||||
| 4.101%, SOFR30A + 0.464%, 02/15/2044(B) | 437 | 431 | ||||||
| FHLMC REMICS CMO, Ser 2015-4427, Cl CE | ||||||||
| 3.000%, 02/15/2034 | 54 | 54 | ||||||
| FHLMC REMICS CMO, Ser 2015-4446, Cl CP | ||||||||
| 2.250%, 03/15/2045 | 713 | 627 | ||||||
| FHLMC REMICS CMO, Ser 2016-4587, Cl AF | ||||||||
| 4.101%, SOFR30A + 0.464%, 06/15/2046(B) | 722 | 718 | ||||||
| FHLMC REMICS CMO, Ser 2016-4604, Cl FB | ||||||||
| 4.151%, SOFR30A + 0.514%, 08/15/2046(B) | 1,963 | 1,945 | ||||||
| SEI Institutional Investments Trust | 183 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2016-4611, Cl BF | ||||||||
| 4.151%, SOFR30A + 0.514%, 06/15/2041(B) | $ | 4,886 | $ | 4,838 | ||||
| FHLMC REMICS CMO, Ser 2016-4620, Cl LF | ||||||||
| 4.151%, SOFR30A + 0.514%, 10/15/2046(B) | 803 | 797 | ||||||
| FHLMC REMICS CMO, Ser 2017-4709, Cl FA | ||||||||
| 4.051%, SOFR30A + 0.414%, 08/15/2047(B) | 509 | 502 | ||||||
| FHLMC REMICS CMO, Ser 2017-4719, Cl LA | ||||||||
| 3.500%, 09/15/2047 | 883 | 805 | ||||||
| FHLMC REMICS CMO, Ser 2017-4719, Cl LM | ||||||||
| 3.000%, 09/15/2047 | 576 | 509 | ||||||
| FHLMC REMICS CMO, Ser 2018-4813, Cl CJ | ||||||||
| 3.000%, 08/15/2048 | 234 | 201 | ||||||
| FHLMC REMICS CMO, Ser 2018-4826, Cl KF | ||||||||
| 4.051%, SOFR30A + 0.414%, 09/15/2048(B) | 529 | 519 | ||||||
| FHLMC REMICS CMO, Ser 2018-4854, Cl FB | ||||||||
| 4.051%, SOFR30A + 0.414%, 01/15/2049(B) | 1,278 | 1,264 | ||||||
| FHLMC REMICS CMO, Ser 2018-4857, Cl JA | ||||||||
| 3.350%, 01/15/2049 | 2,094 | 1,981 | ||||||
| FHLMC REMICS CMO, Ser 2019-4879, Cl BC | ||||||||
| 3.000%, 04/15/2049 | 105 | 92 | ||||||
| FHLMC REMICS CMO, Ser 2019-4880, Cl DA | ||||||||
| 3.000%, 05/15/2050 | 860 | 777 | ||||||
| FHLMC REMICS CMO, Ser 2019-4927, Cl BG | ||||||||
| 3.000%, 11/25/2049 | 1,017 | 918 | ||||||
| FHLMC REMICS CMO, Ser 2019-4937, Cl MD | ||||||||
| 2.500%, 10/25/2049 | 996 | 863 | ||||||
| FHLMC REMICS CMO, Ser 2019-4940, Cl AG | ||||||||
| 3.000%, 05/15/2040 | 600 | 562 | ||||||
| FHLMC REMICS CMO, Ser 2019-4944, Cl AC | ||||||||
| 2.400%, 05/15/2044 | 2,427 | 2,128 | ||||||
| FHLMC REMICS CMO, Ser 2020-4954, Cl LB | ||||||||
| 2.500%, 02/25/2050 | 407 | 349 | ||||||
| FHLMC REMICS CMO, Ser 2020-4957, Cl MY | ||||||||
| 3.000%, 02/25/2050 | 790 | 650 | ||||||
| FHLMC REMICS CMO, Ser 2020-4980, Cl KI, IO | ||||||||
| 4.500%, 06/25/2050 | 3,048 | 709 | ||||||
| FHLMC REMICS CMO, Ser 2020-4988, Cl KF | ||||||||
| 4.108%, SOFR30A + 0.464%, 07/25/2050(B) | 756 | 748 | ||||||
| FHLMC REMICS CMO, Ser 2020-4991, Cl QV | ||||||||
| 2.000%, 09/25/2045 | 434 | 368 | ||||||
| FHLMC REMICS CMO, Ser 2020-5020, Cl ET | ||||||||
| 3.500%, 10/25/2050 | 894 | 809 | ||||||
| FHLMC REMICS CMO, Ser 2021-5091, Cl AB | ||||||||
| 1.500%, 03/25/2051 | 1,595 | 1,271 | ||||||
| FHLMC REMICS CMO, Ser 2021-5092, Cl AP | ||||||||
| 2.000%, 04/25/2041 | 528 | 460 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC REMICS CMO, Ser 2021-5092, Cl HE | ||||||||
| 2.000%, 02/25/2051 | $ | 1,063 | $ | 876 | ||||
| FHLMC REMICS CMO, Ser 2021-5114, Cl AD | ||||||||
| 1.500%, 08/25/2047 | 6,615 | 5,608 | ||||||
| FHLMC REMICS CMO, Ser 2021-5118, Cl CA | ||||||||
| 1.500%, 10/15/2033 | 948 | 872 | ||||||
| FHLMC REMICS CMO, Ser 2022-5200, Cl KQ | ||||||||
| 3.000%, 09/25/2049 | 116 | 106 | ||||||
| FHLMC REMICS CMO, Ser 2022-5202, Cl TA | ||||||||
| 2.500%, 12/25/2048 | 2,105 | 1,888 | ||||||
| FHLMC REMICS CMO, Ser 2022-5217, Cl CD | ||||||||
| 2.500%, 07/25/2049 | 1,139 | 1,048 | ||||||
| FHLMC REMICS CMO, Ser 2022-5224, Cl HL | ||||||||
| 4.000%, 04/25/2052 | 2,000 | 1,807 | ||||||
| FHLMC REMICS CMO, Ser 2022-5228, Cl TN | ||||||||
| 3.500%, 07/25/2039 | 649 | 614 | ||||||
| FHLMC REMICS CMO, Ser 2023-5335, Cl FB | ||||||||
| 4.451%, SOFR30A + 0.814%, 10/15/2039(B) | 1,736 | 1,744 | ||||||
| FHLMC REMICS CMO, Ser 2024-5451, Cl FD | ||||||||
| 4.151%, SOFR30A + 0.514%, 01/15/2044(B) | 861 | 851 | ||||||
| FHLMC REMICS CMO, Ser 2024-5452, Cl KY | ||||||||
| 3.000%, 03/15/2044 | 1,400 | 1,195 | ||||||
| FHLMC REMICS CMO, Ser 2024-5473, Cl BF | ||||||||
| 4.943%, SOFR30A + 1.300%, 11/25/2054(B) | 1,590 | 1,598 | ||||||
| FHLMC REMICS CMO, Ser 2025-5529, Cl HA | ||||||||
| 3.000%, 03/15/2043 | 845 | 791 | ||||||
| FHLMC REMICS CMO, Ser 2025-5605, Cl NF | ||||||||
| 4.593%, SOFR30A + 0.950%, 12/25/2055(B) | 12,120 | 12,075 | ||||||
| FHLMC STRIPS CMO, Ser 2012-264, Cl 30 | ||||||||
| 3.000%, 07/15/2042 | 1,106 | 990 | ||||||
| FHLMC STRIPS CMO, Ser 2012-271, Cl 30 | ||||||||
| 3.000%, 08/15/2042 | 574 | 517 | ||||||
| FHLMC STRIPS CMO, Ser 2014-326, Cl F2 | ||||||||
| 4.301%, SOFR30A + 0.664%, 03/15/2044(B) | 678 | 675 | ||||||
| FHLMC STRIPS CMO, Ser 2017-356, Cl 300 | ||||||||
| 3.000%, 09/15/2047 | 1,572 | 1,380 | ||||||
| FHLMC STRIPS CMO, Ser 2023-390, Cl C12, IO | ||||||||
| 4.000%, 11/15/2052 | 13,840 | 3,134 | ||||||
| FHLMC STRIPS CMO, Ser 2026-459, Cl GH | ||||||||
| 4.800%, 07/25/2031 | 13,322 | 13,226 | ||||||
| FHLMC STRIPS CMO, Ser 2026-470, Cl FA | ||||||||
| 4.043%, SOFR30A + 0.400%, 08/25/2029(B) | 1,578 | 1,566 | ||||||
| FNMA | ||||||||
| 8.000%, 01/01/2030 to 06/01/2031 | 5 | 5 | ||||||
| 7.500%, 02/01/2031 to 11/01/2038 | 29 | 30 | ||||||
| 7.000%, 01/01/2032 to 01/01/2039 | 184 | 193 | ||||||
| 184 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 6.500%, 05/01/2027 to 11/01/2055 | $ | 4,288 | $ | 4,512 | ||||
| 6.000%, 02/01/2032 to 02/01/2056 | 74,241 | 75,659 | ||||||
| 5.500%, 12/01/2033 to 10/01/2055 | 133,020 | 132,444 | ||||||
| 5.350%, 07/01/2033 | 100 | 99 | ||||||
| 5.000%, 05/01/2034 to 04/01/2054 | 106,132 | 103,323 | ||||||
| 4.500%, 11/01/2031 to 01/01/2059 | 73,348 | 69,485 | ||||||
| 4.270%, 10/01/2032 | 188 | 183 | ||||||
| 4.200%, 01/01/2029 | 1,665 | 1,648 | ||||||
| 4.000%, 01/01/2027 to 09/01/2062 | 102,302 | 94,401 | ||||||
| 3.500%, 07/01/2031 to 09/01/2052 | 53,589 | 48,296 | ||||||
| 3.310%, 03/01/2028 | 1,797 | 1,765 | ||||||
| 3.000%, 05/01/2029 to 07/01/2060 | 221,925 | 196,108 | ||||||
| 2.500%, 03/01/2035 to 09/01/2061 | 115,236 | 96,278 | ||||||
| 2.435%, 10/01/2051 | 4,742 | 2,929 | ||||||
| 2.000%, 02/01/2031 to 04/01/2052 | 142,170 | 115,559 | ||||||
| 1.850%, 09/01/2035 | 883 | 769 | ||||||
| 1.790%, 08/01/2031 | 1,396 | 1,208 | ||||||
| FNMA ACES, Ser 2016-M11, Cl AL | ||||||||
| 2.944%, 07/25/2039 | 78 | 70 | ||||||
| FNMA ACES, Ser 2018-M15, Cl 1A2 | ||||||||
| 3.700%, 01/25/2036 | 600 | 559 | ||||||
| FNMA ACES, Ser 2019-M4, Cl A2 | ||||||||
| 3.610%, 02/25/2031 | 273 | 260 | ||||||
| FNMA ARM | ||||||||
| 6.004%, RFUCCT1Y + 1.559%, 12/01/2035(B) | 6 | 6 | ||||||
| 5.587%, SOFR30A + 2.106%, 12/01/2053(B) | 973 | 984 | ||||||
| 5.576%, SOFR30A + 2.060%, 08/01/2055(B) | 1,738 | 1,758 | ||||||
| 5.288%, SOFR30A + 2.339%, 08/01/2054(B) | 2,449 | 2,462 | ||||||
| 5.161%, SOFR30A + 2.318%, 02/01/2055(B) | 2,893 | 2,895 | ||||||
| 5.016%, SOFR30A + 2.300%, 04/01/2056(B) | 1,355 | 1,349 | ||||||
| 4.975%, SOFR30A + 2.310%, 05/01/2055(B) | 1,782 | 1,774 | ||||||
| 4.947%, SOFR30A + 2.121%, 08/01/2056(B) | 8,150 | 8,106 | ||||||
| 4.866%, SOFR30A + 2.300%, 06/01/2056(B) | 2,418 | 2,406 | ||||||
| 4.849%, SOFR30A + 2.277%, 07/01/2054(B) | 4,055 | 4,042 | ||||||
| 4.832%, SOFR30A + 2.123%, 06/01/2056(B) | 5,171 | 5,141 | ||||||
| 4.815%, SOFR30A + 2.158%, 05/01/2056(B) | 9,747 | 9,642 | ||||||
| 4.807%, SOFR30A + 2.087%, 01/01/2056(B) | 1,805 | 1,788 | ||||||
| 4.804%, SOFR30A + 2.070%, 01/01/2056(B) | 2,194 | 2,172 | ||||||
| 4.800%, SOFR30A + 2.050%, 06/01/2056(B) | 1,788 | 1,778 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 4.771%, SOFR30A + 2.196%, 03/01/2056(B) | $ | 1,716 | $ | 1,693 | ||||
| 4.695%, SOFR30A + 2.310%, 06/01/2056(B) | 1,181 | 1,171 | ||||||
| 4.673%, SOFR30A + 2.300%, 04/01/2053(B) | 7,892 | 7,890 | ||||||
| 4.665%, SOFR30A + 2.057%, 04/01/2056(B) | 976 | 964 | ||||||
| 4.651%, SOFR30A + 2.310%, 09/01/2056(B) | 1,595 | 1,577 | ||||||
| 4.615%, SOFR30A + 2.129%, 08/01/2052(B) | 1,025 | 1,021 | ||||||
| 4.614%, SOFR30A + 2.161%, 08/01/2055(B) | 2,893 | 2,866 | ||||||
| 4.579%, SOFR30A + 2.105%, 07/01/2056(B) | 3,282 | 3,218 | ||||||
| 4.578%, SOFR30A + 2.127%, 08/01/2052(B) | 2,056 | 2,047 | ||||||
| 4.575%, SOFR30A + 2.050%, 02/01/2056(B) | 1,742 | 1,709 | ||||||
| 4.363%, SOFR30A + 2.126%, 07/01/2052(B) | 1,803 | 1,789 | ||||||
| 4.323%, SOFR30A + 2.157%, 01/01/2055(B) | 1,907 | 1,927 | ||||||
| 4.278%, SOFR30A + 2.310%, 07/01/2056(B) | 1,455 | 1,424 | ||||||
| 4.128%, SOFR30A + 2.135%, 10/01/2052(B) | 3,496 | 3,524 | ||||||
| 4.124%, SOFR30A + 2.125%, 11/01/2052(B) | 1,216 | 1,223 | ||||||
| 4.093%, SOFR30A + 2.120%, 09/01/2052(B) | 1,368 | 1,379 | ||||||
| 4.086%, SOFR30A + 2.310%, 07/01/2056(B) | 1,467 | 1,428 | ||||||
| 2.689%, RFUCCT1Y + 1.606%, 06/01/2050(B) | 648 | 627 | ||||||
| FNMA Grantor Trust, Ser 2017-T1, Cl A | ||||||||
| 2.898%, 06/25/2027 | 85 | 84 | ||||||
| FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO | ||||||||
| 7.000%, 01/25/2032 | 31 | 3 | ||||||
| FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO | ||||||||
| 6.500%, 02/25/2033 | 51 | 6 | ||||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C44, IO | ||||||||
| 2.000%, 03/25/2052 | 16,328 | 2,037 | ||||||
| FNMA Interest STRIPS CMO, Ser 2022-426, Cl C45, IO | ||||||||
| 2.000%, 07/25/2051 | 18,669 | 2,301 | ||||||
| FNMA Interest STRIPS CMO, Ser 2023-438, Cl C24, IO | ||||||||
| 4.000%, 07/25/2053 | 8,808 | 1,989 | ||||||
| SEI Institutional Investments Trust | 185 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 1999-11, Cl Z | ||||||||
| 5.500%, 03/25/2029 | $ | 6 | $ | 6 | ||||
| FNMA REMICS CMO, Ser 2001-52, Cl YZ | ||||||||
| 6.500%, 10/25/2031 | 4 | 4 | ||||||
| FNMA REMICS CMO, Ser 2003-124, Cl TS | ||||||||
| 9.800%, 01/25/2034(B) | 2 | 2 | ||||||
| FNMA REMICS CMO, Ser 2005-29, Cl ZA | ||||||||
| 5.500%, 04/25/2035 | 128 | 129 | ||||||
| FNMA REMICS CMO, Ser 2006-125, Cl SM, IO | ||||||||
| 3.442%, 01/25/2037(B) | 120 | 11 | ||||||
| FNMA REMICS CMO, Ser 2006-33, Cl LS | ||||||||
| 13.241%, 05/25/2036(B) | 15 | 17 | ||||||
| FNMA REMICS CMO, Ser 2006-46, Cl SW | ||||||||
| 10.422%, 06/25/2036(B) | 12 | 12 | ||||||
| FNMA REMICS CMO, Ser 2006-51, Cl SP, IO | ||||||||
| 2.892%, 03/25/2036(B) | 4 | – | ||||||
| FNMA REMICS CMO, Ser 2007-64, Cl FA | ||||||||
| 4.228%, SOFR30A + 0.584%, 07/25/2037(B) | 3 | 3 | ||||||
| FNMA REMICS CMO, Ser 2007-68, Cl SC, IO | ||||||||
| 2.942%, 07/25/2037(B) | 49 | 4 | ||||||
| FNMA REMICS CMO, Ser 2008-24, Cl NA | ||||||||
| 6.750%, 06/25/2037 | 3 | 3 | ||||||
| FNMA REMICS CMO, Ser 2009-103, Cl MB | ||||||||
| 5.973%, 12/25/2039(B) | 29 | 29 | ||||||
| FNMA REMICS CMO, Ser 2009-86, Cl BO, PO | ||||||||
| 0.000%, 03/25/2037(A) | 150 | 134 | ||||||
| FNMA REMICS CMO, Ser 2010-107, Cl FB | ||||||||
| 4.168%, SOFR30A + 0.524%, 09/25/2040(B) | 355 | 352 | ||||||
| FNMA REMICS CMO, Ser 2010-111, Cl KF | ||||||||
| 4.158%, SOFR30A + 0.514%, 10/25/2040(B) | 2,215 | 2,204 | ||||||
| FNMA REMICS CMO, Ser 2010-123, Cl PM | ||||||||
| 4.000%, 07/25/2040 | 139 | 138 | ||||||
| FNMA REMICS CMO, Ser 2011-117, Cl AF | ||||||||
| 4.208%, SOFR30A + 0.564%, 11/25/2041(B) | 316 | 313 | ||||||
| FNMA REMICS CMO, Ser 2011-117, Cl FA | ||||||||
| 4.208%, SOFR30A + 0.564%, 11/25/2041(B) | 746 | 740 | ||||||
| FNMA REMICS CMO, Ser 2011-127, Cl FC | ||||||||
| 4.208%, SOFR30A + 0.564%, 12/25/2041(B) | 346 | 343 | ||||||
| FNMA REMICS CMO, Ser 2011-142, Cl EF | ||||||||
| 4.258%, SOFR30A + 0.614%, 01/25/2042(B) | 394 | 391 | ||||||
| FNMA REMICS CMO, Ser 2011-2, Cl WA | ||||||||
| 5.777%, 02/25/2051(B) | 18 | 18 | ||||||
| FNMA REMICS CMO, Ser 2011-55, Cl FH | ||||||||
| 4.198%, SOFR30A + 0.554%, 06/25/2041(B) | 294 | 293 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2011-75, Cl FA | ||||||||
| 4.308%, SOFR30A + 0.664%, 08/25/2041(B) | $ | 8 | $ | 8 | ||||
| FNMA REMICS CMO, Ser 2012-118, Cl VZ | ||||||||
| 3.000%, 11/25/2042 | 577 | 520 | ||||||
| FNMA REMICS CMO, Ser 2012-12, Cl FA | ||||||||
| 4.258%, SOFR30A + 0.614%, 02/25/2042(B) | 342 | 339 | ||||||
| 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 | 148 | 152 | ||||||
| FNMA REMICS CMO, Ser 2012-47, Cl JF | ||||||||
| 4.258%, SOFR30A + 0.614%, 05/25/2042(B) | 465 | 461 | ||||||
| FNMA REMICS CMO, Ser 2013-101, Cl BO, PO | ||||||||
| 0.000%, 10/25/2043(A) | 391 | 288 | ||||||
| FNMA REMICS CMO, Ser 2013-101, Cl CO, PO | ||||||||
| 0.000%, 10/25/2043(A) | 864 | 637 | ||||||
| FNMA REMICS CMO, Ser 2013-11, Cl AP | ||||||||
| 1.500%, 01/25/2043 | 1,010 | 918 | ||||||
| FNMA REMICS CMO, Ser 2013-9, Cl BC | ||||||||
| 6.500%, 07/25/2042 | 348 | 365 | ||||||
| FNMA REMICS CMO, Ser 2013-9, Cl CB | ||||||||
| 5.500%, 04/25/2042 | 342 | 346 | ||||||
| FNMA REMICS CMO, Ser 2014-25, Cl EL | ||||||||
| 3.000%, 05/25/2044 | 811 | 727 | ||||||
| FNMA REMICS CMO, Ser 2014-74, Cl FC | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2044(B) | 431 | 425 | ||||||
| FNMA REMICS CMO, Ser 2015-32, Cl FA | ||||||||
| 4.058%, SOFR30A + 0.414%, 05/25/2045(B) | 770 | 754 | ||||||
| FNMA REMICS CMO, Ser 2015-39, Cl LZ | ||||||||
| 3.000%, 06/25/2045 | 37 | 32 | ||||||
| FNMA REMICS CMO, Ser 2015-65, Cl CZ | ||||||||
| 3.500%, 09/25/2045 | 588 | 502 | ||||||
| FNMA REMICS CMO, Ser 2015-72, Cl GL | ||||||||
| 3.000%, 10/25/2045 | 668 | 575 | ||||||
| FNMA REMICS CMO, Ser 2015-8, Cl AP | ||||||||
| 2.000%, 03/25/2045 | 1,346 | 1,188 | ||||||
| FNMA REMICS CMO, Ser 2015-84, Cl PA | ||||||||
| 1.700%, 08/25/2033 | 847 | 793 | ||||||
| FNMA REMICS CMO, Ser 2016-11, Cl CF | ||||||||
| 4.108%, SOFR30A + 0.464%, 03/25/2046(B) | 351 | 347 | ||||||
| FNMA REMICS CMO, Ser 2016-19, Cl FD | ||||||||
| 4.158%, SOFR30A + 0.514%, 04/25/2046(B) | 2,471 | 2,455 | ||||||
| FNMA REMICS CMO, Ser 2016-22, Cl FA | ||||||||
| 4.158%, SOFR30A + 0.514%, 04/25/2046(B) | 917 | 908 | ||||||
| 186 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2016-22, Cl FG | ||||||||
| 4.158%, SOFR30A + 0.514%, 04/25/2046(B) | $ | 821 | $ | 814 | ||||
| FNMA REMICS CMO, Ser 2016-48, Cl MA | ||||||||
| 2.000%, 06/25/2038 | 1,318 | 1,221 | ||||||
| FNMA REMICS CMO, Ser 2016-64, Cl BC | ||||||||
| 1.750%, 09/25/2046 | 875 | 812 | ||||||
| FNMA REMICS CMO, Ser 2016-64, Cl PE | ||||||||
| 2.500%, 09/25/2046 | 984 | 739 | ||||||
| FNMA REMICS CMO, Ser 2016-69, Cl BF | ||||||||
| 4.158%, SOFR30A + 0.514%, 10/25/2046(B) | 888 | 881 | ||||||
| FNMA REMICS CMO, Ser 2016-75, Cl FE | ||||||||
| 4.158%, SOFR30A + 0.514%, 10/25/2046(B) | 652 | 647 | ||||||
| FNMA REMICS CMO, Ser 2016-78, Cl FA | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2044(B) | 342 | 338 | ||||||
| FNMA REMICS CMO, Ser 2016-79, Cl FH | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2046(B) | 672 | 667 | ||||||
| FNMA REMICS CMO, Ser 2016-82, Cl FE | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2046(B) | 1,437 | 1,427 | ||||||
| FNMA REMICS CMO, Ser 2016-82, Cl FH | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2046(B) | 1,158 | 1,148 | ||||||
| FNMA REMICS CMO, Ser 2016-84, Cl FB | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2046(B) | 559 | 554 | ||||||
| FNMA REMICS CMO, Ser 2016-86, Cl FE | ||||||||
| 4.158%, SOFR30A + 0.514%, 11/25/2046(B) | 1,424 | 1,411 | ||||||
| FNMA REMICS CMO, Ser 2016-91, Cl AF | ||||||||
| 4.158%, SOFR30A + 0.514%, 12/25/2046(B) | 573 | 569 | ||||||
| FNMA REMICS CMO, Ser 2017-11, Cl FA | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2047(B) | 272 | 270 | ||||||
| FNMA REMICS CMO, Ser 2017-113, Cl FB | ||||||||
| 4.008%, SOFR30A + 0.364%, 01/25/2048(B) | 276 | 272 | ||||||
| FNMA REMICS CMO, Ser 2017-12, Cl FD | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2047(B) | 667 | 661 | ||||||
| FNMA REMICS CMO, Ser 2017-23, Cl FA | ||||||||
| 4.158%, SOFR30A + 0.514%, 04/25/2047(B) | 650 | 645 | ||||||
| FNMA REMICS CMO, Ser 2017-26, Cl FA | ||||||||
| 4.108%, SOFR30A + 0.464%, 04/25/2047(B) | 1,624 | 1,611 | ||||||
| FNMA REMICS CMO, Ser 2017-35, Cl MC | ||||||||
| 2.625%, 12/25/2044 | 1,723 | 1,670 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2017-82, Cl FE | ||||||||
| 4.008%, SOFR30A + 0.364%, 10/25/2047(B) | $ | 502 | $ | 498 | ||||
| FNMA REMICS CMO, Ser 2017-9, Cl BF | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2047(B) | 820 | 813 | ||||||
| FNMA REMICS CMO, Ser 2017-9, Cl DF | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2047(B) | 588 | 583 | ||||||
| FNMA REMICS CMO, Ser 2017-9, Cl EF | ||||||||
| 4.158%, SOFR30A + 0.514%, 03/25/2047(B) | 324 | 322 | ||||||
| FNMA REMICS CMO, Ser 2017-96, Cl FB | ||||||||
| 4.058%, SOFR30A + 0.414%, 12/25/2047(B) | 950 | 938 | ||||||
| FNMA REMICS CMO, Ser 2018-1, Cl FA | ||||||||
| 4.008%, SOFR30A + 0.364%, 02/25/2048(B) | 310 | 307 | ||||||
| FNMA REMICS CMO, Ser 2018-36, Cl FD | ||||||||
| 4.008%, SOFR30A + 0.364%, 06/25/2048(B) | 1,329 | 1,316 | ||||||
| FNMA REMICS CMO, Ser 2018-38, Cl MA | ||||||||
| 3.300%, 06/25/2048 | 1,084 | 1,018 | ||||||
| FNMA REMICS CMO, Ser 2018-38, Cl PA | ||||||||
| 3.500%, 06/25/2047 | 345 | 335 | ||||||
| FNMA REMICS CMO, Ser 2018-43, Cl CT | ||||||||
| 3.000%, 06/25/2048 | 798 | 687 | ||||||
| FNMA REMICS CMO, Ser 2018-45, Cl TM | ||||||||
| 3.000%, 06/25/2048 | 906 | 798 | ||||||
| FNMA REMICS CMO, Ser 2018-55, Cl GA | ||||||||
| 3.375%, 08/25/2048 | 810 | 763 | ||||||
| FNMA REMICS CMO, Ser 2018-74, Cl AB | ||||||||
| 3.500%, 10/25/2048 | 194 | 177 | ||||||
| FNMA REMICS CMO, Ser 2018-85, Cl EA | ||||||||
| 3.500%, 12/25/2048 | 613 | 584 | ||||||
| FNMA REMICS CMO, Ser 2018-86, Cl JA | ||||||||
| 4.000%, 05/25/2047 | 30 | 29 | ||||||
| FNMA REMICS CMO, Ser 2019-1, Cl AB | ||||||||
| 3.500%, 02/25/2049 | 498 | 450 | ||||||
| FNMA REMICS CMO, Ser 2019-43, Cl FC | ||||||||
| 4.158%, SOFR30A + 0.514%, 08/25/2049(B) | 883 | 869 | ||||||
| FNMA REMICS CMO, Ser 2019-45, Cl PA | ||||||||
| 3.000%, 08/25/2049 | 290 | 251 | ||||||
| FNMA REMICS CMO, Ser 2019-52, Cl PA | ||||||||
| 3.000%, 09/25/2049 | 87 | 77 | ||||||
| FNMA REMICS CMO, Ser 2019-79, Cl FA | ||||||||
| 4.258%, SOFR30A + 0.614%, 01/25/2050(B) | 1,517 | 1,497 | ||||||
| FNMA REMICS CMO, Ser 2020-34, Cl AG | ||||||||
| 2.000%, 06/25/2035 | 2,069 | 1,947 | ||||||
| FNMA REMICS CMO, Ser 2020-47, Cl GZ | ||||||||
| 2.000%, 07/25/2050 | 792 | 474 | ||||||
| SEI Institutional Investments Trust | 187 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA REMICS CMO, Ser 2020-48, Cl AB | ||||||||
| 2.000%, 07/25/2050 | $ | 685 | $ | 559 | ||||
| FNMA REMICS CMO, Ser 2020-56, Cl AQ | ||||||||
| 2.000%, 08/25/2050 | 1,514 | 1,193 | ||||||
| FNMA REMICS CMO, Ser 2020-57, Cl TA | ||||||||
| 2.000%, 04/25/2050 | 1,258 | 1,096 | ||||||
| FNMA REMICS CMO, Ser 2020-59, Cl NC | ||||||||
| 3.000%, 08/25/2040 | 982 | 899 | ||||||
| FNMA REMICS CMO, Ser 2021-40, Cl DW | ||||||||
| 2.000%, 06/25/2041 | 237 | 207 | ||||||
| FNMA REMICS CMO, Ser 2021-65, Cl JA | ||||||||
| 2.000%, 01/25/2046 | 385 | 342 | ||||||
| FNMA REMICS CMO, Ser 2021-78, Cl ND | ||||||||
| 1.500%, 11/25/2051 | 1,701 | 1,356 | ||||||
| FNMA REMICS CMO, Ser 2022-57, Cl BC | ||||||||
| 4.000%, 09/25/2052 | 121 | 112 | ||||||
| FNMA REMICS CMO, Ser 2022-57, Cl FA | ||||||||
| 4.343%, SOFR30A + 0.700%, 09/25/2052(B) | 11,699 | 11,486 | ||||||
| FNMA REMICS CMO, Ser 2022-6, Cl CB | ||||||||
| 2.125%, 02/25/2052 | 746 | 426 | ||||||
| FNMA REMICS CMO, Ser 2022-61, Cl F | ||||||||
| 4.343%, SOFR30A + 0.700%, 09/25/2052(B) | 12,084 | 11,864 | ||||||
| FNMA REMICS CMO, Ser 2022-62, Cl KA | ||||||||
| 3.250%, 09/25/2052 | 703 | 645 | ||||||
| FNMA REMICS CMO, Ser 2023-37, Cl FH | ||||||||
| 4.158%, SOFR30A + 0.514%, 01/25/2050(B) | 1,837 | 1,812 | ||||||
| FNMA REMICS CMO, Ser 2023-38, Cl FC | ||||||||
| 4.308%, SOFR30A + 0.664%, 06/25/2040(B) | 1,353 | 1,349 | ||||||
| FNMA REMICS CMO, Ser 2023-38, Cl FD | ||||||||
| 4.481%, SOFR30A + 0.864%, 10/25/2039(B) | 434 | 433 | ||||||
| FNMA REMICS CMO, Ser 2023-39, Cl AI, IO | ||||||||
| 2.000%, 07/25/2052 | 126,644 | 15,555 | ||||||
| FNMA REMICS CMO, Ser 2024-56, Cl QZ | ||||||||
| 4.000%, 10/25/2045 | 2,283 | 1,961 | ||||||
| FNMA REMICS CMO, Ser 2025-67, Cl BY | ||||||||
| 2.500%, 01/25/2057 | 1,335 | 889 | ||||||
| FNMA REMICS CMO, Ser 2025-95, Cl FC | ||||||||
| 4.343%, SOFR30A + 0.700%, 09/25/2052(B) | 3,967 | 3,971 | ||||||
| GNMA | ||||||||
| 7.000%, 09/15/2028 to 10/15/2032 | 119 | 120 | ||||||
| 6.500%, 05/15/2028 to 07/15/2035 | 185 | 188 | ||||||
| 6.000%, 09/15/2028 to 01/20/2054 | 7,398 | 7,696 | ||||||
| 5.500%, 11/20/2052 to 02/20/2054 | 18,437 | 18,490 | ||||||
| 5.000%, 10/15/2039 to 08/20/2053 | 11,382 | 11,161 | ||||||
| 4.700%, 09/20/2061(B) | 47 | 47 | ||||||
| 4.500%, 01/20/2040 to 11/20/2052 | 15,342 | 14,612 | ||||||
| 4.382%, 01/20/2069(B) | 3 | 3 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 4.000%, 11/20/2047 to 10/20/2052 | $ | 51,270 | $ | 47,104 | ||||
| 3.500%, 09/20/2045 to 11/20/2053 | 72,825 | 65,253 | ||||||
| 3.000%, 03/15/2043 to 06/20/2052 | 33,686 | 29,447 | ||||||
| 2.500%, 12/20/2037 to 02/20/2053 | 34,178 | 28,801 | ||||||
| 2.000%, 08/20/2050 to 10/20/2051 | 133,292 | 106,963 | ||||||
| GNMA ARM | ||||||||
| 5.375%, H15T1Y + 1.500%, 07/20/2034(B) | 2 | 2 | ||||||
| 5.000%, H15T1Y + 1.500%, 06/20/2056(B) | 15,355 | 15,363 | ||||||
| GNMA CMO, Ser 2005-7, Cl JM | ||||||||
| 8.462%, 05/18/2034(B) | – | – | ||||||
| GNMA CMO, Ser 2007-78, Cl SA, IO | ||||||||
| 2.776%, 12/16/2037(B) | 966 | 31 | ||||||
| GNMA CMO, Ser 2009-106, Cl KS, IO | ||||||||
| 2.633%, 11/20/2039(B) | 843 | 54 | ||||||
| GNMA CMO, Ser 2009-66, Cl LC | ||||||||
| 6.000%, 08/16/2039 | 589 | 607 | ||||||
| GNMA CMO, Ser 2009-66, Cl XS, IO | ||||||||
| 3.046%, 07/16/2039(B) | 3 | – | ||||||
| GNMA CMO, Ser 2010-163, Cl NC | ||||||||
| 4.000%, 12/20/2040 | 796 | 776 | ||||||
| GNMA CMO, Ser 2010-4, Cl NS, IO | ||||||||
| 2.636%, 01/16/2040(B) | 1,460 | 134 | ||||||
| GNMA CMO, Ser 2010-4, Cl SL, IO | ||||||||
| 2.646%, 01/16/2040(B) | 31 | 3 | ||||||
| GNMA CMO, Ser 2011-146, Cl EI, IO | ||||||||
| 5.000%, 11/16/2041 | 16 | 3 | ||||||
| GNMA CMO, Ser 2012-112, Cl IO, IO | ||||||||
| 0.103%, 02/16/2053(B) | 1,435 | 4 | ||||||
| GNMA CMO, Ser 2012-H07, Cl KI, IO | ||||||||
| 1.410%, 03/20/2062(B) | 161 | 15 | ||||||
| GNMA CMO, Ser 2013-152, Cl HA | ||||||||
| 2.500%, 06/20/2043 | 1,130 | 1,032 | ||||||
| GNMA CMO, Ser 2013-163, Cl IO, IO | ||||||||
| 1.008%, 02/16/2046(B) | 750 | 12 | ||||||
| GNMA CMO, Ser 2014-133, Cl BP | ||||||||
| 2.250%, 09/20/2044 | 791 | 699 | ||||||
| GNMA CMO, Ser 2015-144, Cl CA | ||||||||
| 2.500%, 10/20/2045 | 1,059 | 914 | ||||||
| GNMA CMO, Ser 2016-99, Cl TL | ||||||||
| 2.000%, 04/16/2044 | 1,353 | 1,121 | ||||||
| GNMA CMO, Ser 2017-135, Cl AG | ||||||||
| 2.600%, 08/16/2058 | 421 | 357 | ||||||
| GNMA CMO, Ser 2017-139, Cl GA | ||||||||
| 3.000%, 09/20/2047 | 36 | 32 | ||||||
| GNMA CMO, Ser 2017-171, Cl IO, IO | ||||||||
| 0.592%, 09/16/2059(B) | 3,805 | 131 | ||||||
| GNMA CMO, Ser 2018-168, Cl PA | ||||||||
| 4.000%, 08/20/2048 | 125 | 117 | ||||||
| GNMA CMO, Ser 2019-15, Cl GT | ||||||||
| 3.500%, 02/20/2049 | 558 | 500 | ||||||
| 188 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2019-158, Cl PG | ||||||||
| 2.250%, 12/20/2049 | $ | 994 | $ | 823 | ||||
| GNMA CMO, Ser 2019-158, Cl PK | ||||||||
| 1.750%, 12/20/2049 | 1,242 | 997 | ||||||
| GNMA CMO, Ser 2019-158, Cl PL | ||||||||
| 1.500%, 12/20/2049 | 2,311 | 1,824 | ||||||
| GNMA CMO, Ser 2019-18, Cl TP | ||||||||
| 3.500%, 02/20/2049 | 76 | 67 | ||||||
| GNMA CMO, Ser 2019-71, Cl PT | ||||||||
| 3.000%, 06/20/2049 | 48 | 42 | ||||||
| GNMA CMO, Ser 2019-78, Cl PT | ||||||||
| 2.500%, 08/20/2044 | 931 | 820 | ||||||
| GNMA CMO, Ser 2019-90, Cl AB | ||||||||
| 3.000%, 07/20/2049 | 199 | 174 | ||||||
| GNMA CMO, Ser 2019-96, Cl DE | ||||||||
| 2.350%, 08/20/2049 | 725 | 607 | ||||||
| GNMA CMO, Ser 2020-109, Cl AI, IO | ||||||||
| 0.903%, 05/16/2060(B) | 1,642 | 97 | ||||||
| GNMA CMO, Ser 2020-112, Cl AB | ||||||||
| 1.500%, 08/20/2050 | 1,954 | 1,539 | ||||||
| GNMA CMO, Ser 2020-17, Cl AP | ||||||||
| 2.250%, 01/20/2050 | 899 | 762 | ||||||
| GNMA CMO, Ser 2020-17, Cl PD | ||||||||
| 2.250%, 01/20/2050 | 962 | 804 | ||||||
| GNMA CMO, Ser 2020-173, Cl MI, IO | ||||||||
| 2.500%, 11/20/2050 | 4,930 | 709 | ||||||
| GNMA CMO, Ser 2020-184, Cl IO, IO | ||||||||
| 0.910%, 11/16/2060(B) | 2,586 | 171 | ||||||
| GNMA CMO, Ser 2020-31, Cl E | ||||||||
| 2.000%, 09/20/2049 | 2,193 | 1,860 | ||||||
| GNMA CMO, Ser 2020-63, Cl UD | ||||||||
| 1.750%, 04/20/2050 | 780 | 627 | ||||||
| GNMA CMO, Ser 2020-95, Cl A | ||||||||
| 1.625%, 07/20/2050 | 3,367 | 2,678 | ||||||
| GNMA CMO, Ser 2021-11, Cl IX, IO | ||||||||
| 1.162%, 12/16/2062(B) | 2,935 | 241 | ||||||
| GNMA CMO, Ser 2021-14, Cl IO, IO | ||||||||
| 1.334%, 06/16/2063(B) | 5,015 | 452 | ||||||
| GNMA CMO, Ser 2021-147, Cl KI, IO | ||||||||
| 1.149%, 06/16/2061(B) | 4,812 | 384 | ||||||
| GNMA CMO, Ser 2021-169, Cl IO, IO | ||||||||
| 1.113%, 06/16/2061(B) | 2,757 | 220 | ||||||
| GNMA CMO, Ser 2021-181, Cl IO, IO | ||||||||
| 0.981%, 07/16/2063(B) | 2,762 | 187 | ||||||
| GNMA CMO, Ser 2021-188, Cl PA | ||||||||
| 2.000%, 10/20/2051 | 53 | 43 | ||||||
| GNMA CMO, Ser 2021-223, Cl P | ||||||||
| 2.000%, 06/20/2051 | 1,606 | 1,388 | ||||||
| GNMA CMO, Ser 2021-27, Cl CW | ||||||||
| 5.000%, 02/20/2051(B) | 662 | 637 | ||||||
| GNMA CMO, Ser 2021-27, Cl Q | ||||||||
| 5.000%, 02/20/2051 | 948 | 912 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2021-29, Cl AG | ||||||||
| 5.000%, 02/20/2051 | $ | 120 | $ | 116 | ||||
| GNMA CMO, Ser 2021-37, Cl IO, IO | ||||||||
| 0.797%, 01/16/2061(B) | 2,630 | 153 | ||||||
| GNMA CMO, Ser 2021-5, Cl IO, IO | ||||||||
| 1.111%, 01/16/2061(B) | 4,102 | 283 | ||||||
| GNMA CMO, Ser 2021-60, Cl IO, IO | ||||||||
| 0.827%, 05/16/2063(B) | 2,190 | 132 | ||||||
| GNMA CMO, Ser 2021-68, Cl IO, IO | ||||||||
| 0.878%, 10/16/2062(B) | 2,656 | 162 | ||||||
| GNMA CMO, Ser 2021-77, Cl LC | ||||||||
| 1.250%, 07/20/2050 | 92 | 70 | ||||||
| GNMA CMO, Ser 2021-8, Cl AQ | ||||||||
| 5.000%, 01/20/2051 | 120 | 115 | ||||||
| GNMA CMO, Ser 2022-153, Cl KA | ||||||||
| 4.000%, 12/20/2049 | 909 | 875 | ||||||
| GNMA CMO, Ser 2022-189, Cl PT | ||||||||
| 2.500%, 10/20/2051 | 1,280 | 1,053 | ||||||
| GNMA CMO, Ser 2022-24, Cl AH | ||||||||
| 2.500%, 02/20/2052 | 523 | 441 | ||||||
| GNMA CMO, Ser 2022-34, Cl DN | ||||||||
| 3.500%, 09/20/2041 | 1,854 | 1,736 | ||||||
| GNMA CMO, Ser 2022-66, Cl Y | ||||||||
| 3.500%, 04/20/2052 | 888 | 714 | ||||||
| GNMA CMO, Ser 2022-78, Cl HW | ||||||||
| 2.500%, 04/20/2052 | 952 | 743 | ||||||
| GNMA CMO, Ser 2022-9, Cl GA | ||||||||
| 2.000%, 01/20/2052 | 897 | 725 | ||||||
| GNMA CMO, Ser 2022-99, Cl JW | ||||||||
| 2.500%, 01/20/2052 | 400 | 333 | ||||||
| GNMA CMO, Ser 2023-179, Cl IO, IO | ||||||||
| 0.610%, 09/16/2063(B) | 15,473 | 674 | ||||||
| GNMA CMO, Ser 2024-110, Cl JL | ||||||||
| 3.000%, 10/20/2049 | 1,659 | 1,405 | ||||||
| GNMA CMO, Ser 2024-45, Cl BD | ||||||||
| 2.000%, 03/20/2054 | 755 | 689 | ||||||
| GNMA CMO, Ser 2025-1, Cl GC | ||||||||
| 3.500%, 10/20/2051 | 18,683 | 17,592 | ||||||
| GNMA CMO, Ser 2025-7, Cl EL | ||||||||
| 2.500%, 01/20/2055 | 710 | 491 | ||||||
| GNMA CMO, Ser 2025-89, Cl GT | ||||||||
| 3.000%, 05/20/2055 | 12,534 | 11,032 | ||||||
| GNMA CMO, Ser 218, Cl IO, IO | ||||||||
| 0.964%, 10/16/2061(B) | 2,614 | 186 | ||||||
| GNMA CMO, Ser 53, Cl IO, IO | ||||||||
| 0.513%, 11/16/2056(B) | 6,713 | 186 | ||||||
| GNMA CMO, Ser 54, Cl IO, IO | ||||||||
| 1.603%, 09/16/2063(B) | 2,495 | 288 | ||||||
| GNMA CMO, Ser 59, Cl IO, IO | ||||||||
| 0.570%, 02/16/2062(B) | 3,221 | 130 | ||||||
| GNMA CMO, Ser 63, Cl IO, IO | ||||||||
| 0.816%, 04/16/2061(B) | 3,184 | 187 | ||||||
| SEI Institutional Investments Trust | 189 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 68, Cl IO, IO | ||||||||
| 1.615%, 05/16/2060(B) | $ | 4,191 | $ | 455 | ||||
| GNMA CMO, Ser 7, Cl IO, IO | ||||||||
| 0.540%, 12/16/2058(B) | 5,883 | 168 | ||||||
| GNMA CMO, Ser 89, Cl IA, IO | ||||||||
| 1.164%, 04/16/2062(B) | 2,837 | 224 | ||||||
| GNMA CMO, Ser 92, Cl AH | ||||||||
| 2.000%, 06/16/2064 | 4,394 | 3,295 | ||||||
| GNMA CMO, Ser 92, Cl IA, IO | ||||||||
| 0.611%, 06/16/2064(B) | 3,905 | 191 | ||||||
| GNMA CMO, Ser 94, Cl IO, IO | ||||||||
| 0.841%, 02/16/2063(B) | 3,059 | 180 | ||||||
| GNMA TBA | ||||||||
| 5.500%, 09/15/2056 | 30,900 | 30,680 | ||||||
| 5.000%, 09/01/2033 | 25,300 | 24,494 | ||||||
| 4.500%, 09/15/2056 | 5,175 | 4,844 | ||||||
| 4.000%, 09/15/2056 | 43,525 | 39,290 | ||||||
| 3.500%, 09/15/2056 | 31,600 | 27,617 | ||||||
| 2.500%, 09/15/2056 | 38,325 | 32,029 | ||||||
| UMBS TBA | ||||||||
| 6.000%, 09/15/2056 | 97,150 | 98,206 | ||||||
| 5.500%, 09/15/2056 to 10/15/2056 | 120,345 | 119,097 | ||||||
| 5.000%, 09/15/2056 | 79,642 | 76,819 | ||||||
| 4.500%, 09/15/2056 | 73,140 | 68,630 | ||||||
| 4.000%, 09/14/2039 | 110,171 | 100,514 | ||||||
| 3.500%, 10/01/2040 to 09/15/2056 | 138,160 | 122,406 | ||||||
| 3.000%, 09/15/2056 | 33,325 | 28,395 | ||||||
| 2.500%, 09/15/2056 | 15,855 | 12,931 | ||||||
| 2.000%, 09/15/2056 | 29,940 | 23,347 | ||||||
| 3,230,514 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 5.7% | ||||||||
| 245 Park Avenue Trust, Ser 2017-245P, Cl A | ||||||||
| 3.508%, 06/05/2037(C) | 5,293 | 5,237 | ||||||
| ACREC LLC, Ser 2026-FL4, Cl AS | ||||||||
| 5.239%, TSFR1M + 1.600%, 01/18/2043(B)(C) | 5,750 | 5,752 | ||||||
| ALA Trust, Ser 2025-OANA, Cl A | ||||||||
| 5.382%, TSFR1M + 1.743%, 06/15/2040(B)(C) | 5,000 | 5,025 | ||||||
| ALA Trust, Ser 2025-OANA, Cl B | ||||||||
| 5.482%, TSFR1M + 1.842%, 06/15/2040(B)(C) | 5,685 | 5,713 | ||||||
| Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 | ||||||||
| 1.458%, 09/25/2066(B)(C) | 822 | 679 | ||||||
| Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 | ||||||||
| 2.337%, 10/25/2066(B)(C) | 506 | 435 | ||||||
| Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 | ||||||||
| 4.079%, 01/25/2067(B)(C) | 6,593 | 6,155 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 | ||||||||
| 5.000%, 01/25/2067(C) | $ | 2,524 | $ | 2,397 | ||||
| Angel Oak Mortgage Trust, Ser 2024-13, Cl A1 | ||||||||
| 5.464%, 12/26/2069(B)(C) | 6,048 | 6,028 | ||||||
| Angel Oak Mortgage Trust, Ser 2025-10, Cl A1 | ||||||||
| 4.960%, 09/25/2070(B)(C) | 1,997 | 1,969 | ||||||
| Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A | ||||||||
| 5.087%, SOFR30A + 1.450%, 01/15/2037(B)(C) | 405 | 405 | ||||||
| Arbor Realty Commercial Real Estate Notes, Ser 2025-FL1, Cl AS | ||||||||
| 5.486%, TSFR1M + 1.833%, 01/20/2043(B)(C) | 5,743 | 5,753 | ||||||
| BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A | ||||||||
| 4.227%, 08/10/2038(B)(C) | 2,640 | 2,576 | ||||||
| Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 | ||||||||
| 5.011%, 04/25/2037(B) | 24 | 21 | ||||||
| Banc of America Funding Trust, Ser 2003-2, Cl 1A1 | ||||||||
| 6.500%, 06/25/2032 | 4 | 4 | ||||||
| Banc of America Funding Trust, Ser 2004-2, Cl 1CB1 | ||||||||
| 5.750%, 09/20/2034 | 15 | 14 | ||||||
| BANK, Ser 2022-BNK40, Cl A4 | ||||||||
| 3.502%, 03/15/2064(B) | 1,240 | 1,131 | ||||||
| BANK, Ser 2024-BNK48, Cl ASB | ||||||||
| 4.971%, 10/15/2057 | 1,435 | 1,419 | ||||||
| BANK5, Ser 2026-5YR21, Cl A3 | ||||||||
| 5.525%, 04/15/2059 | 3,520 | 3,564 | ||||||
| Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 | ||||||||
| 2.500%, 11/25/2051(B)(C) | 4,539 | 4,028 | ||||||
| Bayview Opportunity Master Fund VII Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 5.720%, 05/25/2056(C)(D) | 4,901 | 4,893 | ||||||
| BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB | ||||||||
| 4.236%, 12/15/2051 | 199 | 199 | ||||||
| BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 | ||||||||
| 2.690%, 02/15/2053 | 862 | 812 | ||||||
| BBCMS Mortgage Trust, Ser 2021-C12, Cl A5 | ||||||||
| 2.689%, 11/15/2054 | 715 | 627 | ||||||
| BBCMS Mortgage Trust, Ser 2022-C17, Cl A5 | ||||||||
| 4.441%, 09/15/2055 | 910 | 868 | ||||||
| BBCMS Mortgage Trust, Ser 2022-C18, Cl A5 | ||||||||
| 5.710%, 12/15/2055(B) | 1,760 | 1,786 | ||||||
| BBCMS Mortgage Trust, Ser 2025-C32, Cl A5 | ||||||||
| 5.720%, 02/15/2062 | 3,845 | 3,939 | ||||||
| 190 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BBCMS Trust, Ser 2015-SRCH, Cl A1 | ||||||||
| 3.312%, 08/10/2035(C) | $ | 318 | $ | 314 | ||||
| Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A | ||||||||
| 4.225%, 05/25/2034(B) | 8 | 7 | ||||||
| Benchmark Mortgage Trust, Ser 2021-B25, Cl A4 | ||||||||
| 2.268%, 04/15/2054 | 847 | 767 | ||||||
| Benchmark Mortgage Trust, Ser 2021-B31, Cl A5 | ||||||||
| 2.669%, 12/15/2054 | 2,220 | 1,955 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 | ||||||||
| 3.458%, 03/15/2055(B) | 1,710 | 1,552 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 | ||||||||
| 4.590%, 05/15/2055(B) | 1,740 | 1,650 | ||||||
| Benchmark Mortgage Trust, Ser 2022-B35, Cl AS | ||||||||
| 4.590%, 05/15/2055(B) | 1,015 | 929 | ||||||
| Benchmark Mortgage Trust, Ser 2026-V23, Cl A3 | ||||||||
| 5.853%, 08/28/2059 | 2,420 | 2,480 | ||||||
| BFLD Commercial Mortgage Trust, Ser 2025-660F, Cl A | ||||||||
| 5.139%, TSFR1M + 1.500%, 11/15/2042(B)(C) | 3,890 | 3,897 | ||||||
| BMO Mortgage Trust, Ser 2026-5C16, Cl A3 | ||||||||
| 5.963%, 08/15/2059 | 2,182 | 2,241 | ||||||
| BMO Mortgage Trust, Ser 2026-C15, Cl A5 | ||||||||
| 5.818%, 08/15/2059 | 1,424 | 1,459 | ||||||
| BPR Commercial Mortgage Trust, Ser 2025- STAR, Cl A | ||||||||
| 5.112%, 11/05/2042(B)(C) | 2,020 | 1,992 | ||||||
| BPR Mortgage Trust, Ser 2023-STON, Cl A | ||||||||
| 7.497%, 12/05/2039(C) | 7,300 | 7,428 | ||||||
| BRAVO Residential Funding Trust, Ser 2022- NQM1, Cl A1 | ||||||||
| 4.626%, 09/25/2061(B)(C) | 509 | 493 | ||||||
| BRAVO Residential Funding Trust, Ser 2022- RPL1, Cl A1 | ||||||||
| 2.750%, 09/25/2061(B)(C) | 6,823 | 6,143 | ||||||
| BRAVO Residential Funding Trust, Ser 2026- NQM1, Cl A2 | ||||||||
| 5.104%, 12/25/2065(C)(D) | 3,193 | 3,142 | ||||||
| BSPDF Issuer LLC, Ser 2026-FL3, Cl AS | ||||||||
| 5.339%, TSFR1M + 1.700%, 09/18/2043(B)(C) | 4,695 | 4,700 | ||||||
| BSPRT Issuer LLC, Ser 2026-FL13, Cl A | ||||||||
| 5.139%, TSFR1M + 1.500%, 10/18/2043(B)(C) | 3,000 | 3,003 | ||||||
| Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 | ||||||||
| 2.879%, 07/25/2049(C)(D) | 145 | 143 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Commercial Mortgage Trust, Ser 2024- AIRC, Cl A | ||||||||
| 5.330%, TSFR1M + 1.691%, 08/15/2041(B)(C) | $ | 2,973 | $ | 2,985 | ||||
| BX Commercial Mortgage Trust, Ser 2024- VLT5, Cl A | ||||||||
| 5.591%, 11/13/2046(B)(C) | 2,080 | 2,008 | ||||||
| BX Commercial Mortgage Trust, Ser 2026- CSMO, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 02/15/2043(B)(C) | 3,490 | 3,499 | ||||||
| BX Trust, Ser 2019-OC11, Cl A | ||||||||
| 3.202%, 12/09/2041(C) | 995 | 935 | ||||||
| BX Trust, Ser 2024-VLT4, Cl B | ||||||||
| 5.580%, TSFR1M + 1.941%, 06/15/2041(B)(C) | 2,303 | 2,297 | ||||||
| BX Trust, Ser 2025-ARIA, Cl A | ||||||||
| 5.199%, 12/13/2042(B)(C) | 3,940 | 3,898 | ||||||
| BX Trust, Ser 2025-ARIA, Cl B | ||||||||
| 5.350%, 12/13/2042(B)(C) | 6,400 | 6,308 | ||||||
| BX Trust, Ser 2025-GW, Cl A | ||||||||
| 5.239%, TSFR1M + 1.600%, 07/15/2042(B)(C) | 3,775 | 3,787 | ||||||
| BX Trust, Ser 2025-VLT7, Cl B | ||||||||
| 5.639%, TSFR1M + 2.000%, 07/15/2044(B)(C) | 4,320 | 4,304 | ||||||
| BX Trust, Ser 2025-VOLT, Cl A | ||||||||
| 5.339%, TSFR1M + 1.700%, 12/15/2044(B)(C) | 3,123 | 3,115 | ||||||
| BX Trust, Ser 2025-VOLT, Cl B | ||||||||
| 5.739%, TSFR1M + 2.100%, 12/15/2044(B)(C) | 4,510 | 4,496 | ||||||
| CD Commercial Mortgage Trust, Ser 2017- CD3, Cl A4 | ||||||||
| 3.631%, 02/10/2050 | 1,240 | 1,218 | ||||||
| Chase Home Lending Mortgage Trust, Ser 2025-RPL1, Cl A1A | ||||||||
| 3.375%, 04/25/2065(B)(C) | 1,456 | 1,276 | ||||||
| Chase Mortgage Finance Trust, Ser 2007- A1, Cl 2A1 | ||||||||
| 5.505%, 02/25/2037(B) | 7 | 7 | ||||||
| Chase Mortgage Finance Trust, Ser 2007- A1, Cl 9A1 | ||||||||
| 5.733%, 02/25/2037(B) | 7 | 7 | ||||||
| Chase Mortgage Finance Trust, Ser 2007- A2, Cl 1A1 | ||||||||
| 6.306%, 06/25/2035(B) | 1 | 1 | ||||||
| CHI Commercial Mortgage Trust, Ser 2025- 110W, Cl A | ||||||||
| 5.102%, 12/13/2040(B)(C) | 7,185 | 7,063 | ||||||
| CIM Trust, Ser 2024-R1, Cl A1 | ||||||||
| 4.750%, 06/25/2064(B)(C) | 2,184 | 2,131 | ||||||
| SEI Institutional Investments Trust | 191 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A5 | ||||||||
| 3.720%, 12/10/2049(B) | $ | 2,550 | $ | 2,538 | ||||
| Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 | ||||||||
| 2.869%, 08/10/2056 | 6,805 | 6,391 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2026-MFAM1, Cl A3 | ||||||||
| 5.876%, 07/15/2059(B) | 3,800 | 3,885 | ||||||
| Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A | ||||||||
| 6.740%, 09/25/2033(B) | 9 | 8 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2004- UST1, Cl A6 | ||||||||
| 6.029%, 08/25/2034(B) | 5 | 4 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2009- 10, Cl 1A1 | ||||||||
| 5.181%, 09/25/2033(B)(C) | 4 | 4 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2025-2, Cl A10 | ||||||||
| 6.000%, 02/25/2055(B)(C) | 4,904 | 4,881 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2025- LTV1, Cl A1 | ||||||||
| 5.237%, 12/25/2055(B)(C) | 4,968 | 4,928 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(B)(C) | 1,041 | 883 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(B)(C) | 1,158 | 972 | ||||||
| COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 | ||||||||
| 3.994%, 02/25/2067(C)(D) | 1,153 | 1,082 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-4, Cl A1 | ||||||||
| 5.949%, 07/25/2069(C)(D) | 1,743 | 1,745 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B | ||||||||
| 3.245%, 02/10/2047(B) | 154 | 152 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C | ||||||||
| 4.837%, 10/10/2048(B) | 2,384 | 2,270 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2018-COR3, Cl A2 | ||||||||
| 3.961%, 05/10/2051 | 5,976 | 5,913 | ||||||
| Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A | ||||||||
| 2.173%, 11/10/2046(C) | 3,290 | 2,775 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 | ||||||||
| 5.193%, SOFR30A + 1.550%, 10/25/2041(B)(C) | 320 | 320 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 12/25/2041(B)(C) | $ | 5,966 | $ | 5,973 | ||||
| Connecticut Avenue Securities Trust, Ser 2024-R01, Cl 1M2 | ||||||||
| 5.443%, SOFR30A + 1.800%, 01/25/2044(B)(C) | 790 | 794 | ||||||
| Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 | ||||||||
| 6.500%, 11/25/2031 | 32 | 33 | ||||||
| Countrywide Home Loan Mortgage Pass- Through Trust, Ser 2004-14, Cl 4A1 | ||||||||
| 5.267%, 08/25/2034(B) | 50 | 48 | ||||||
| Cross Mortgage Trust, Ser 2025-H7, Cl A1 | ||||||||
| 4.934%, 09/25/2070(B)(C) | 7,232 | 7,136 | ||||||
| Cross Mortgage Trust, Ser 2026-NQM2, Cl A1 | ||||||||
| 4.833%, 03/25/2061(B)(C) | 7,269 | 7,136 | ||||||
| Cross Mortgage Trust, Ser 2026-NQM7, Cl A1 | ||||||||
| 5.458%, 06/25/2071(B)(C) | 4,443 | 4,412 | ||||||
| CSAIL Commercial Mortgage Trust, Ser 2017-CX9, Cl A5 | ||||||||
| 3.446%, 09/15/2050 | 4,380 | 4,319 | ||||||
| CSAIL Commercial Mortgage Trust, Ser 2019-C16, Cl ASB | ||||||||
| 3.142%, 06/15/2052 | 727 | 713 | ||||||
| CSMC Trust, Ser 2014-USA, Cl A2 | ||||||||
| 3.953%, 09/15/2037(C) | 1,000 | 923 | ||||||
| CSMC Trust, Ser 2017-RPL1, Cl A1 | ||||||||
| 2.750%, 07/25/2057(B)(C) | 1,139 | 1,117 | ||||||
| CSMC Trust, Ser 2018-J1, Cl A2 | ||||||||
| 3.500%, 02/25/2048(B)(C) | 2,028 | 1,807 | ||||||
| CSMC Trust, Ser 2018-RPL9, Cl A | ||||||||
| 3.850%, 09/25/2057(B)(C) | 2,045 | 1,937 | ||||||
| CSMC Trust, Ser 2019-AFC1, Cl A1 | ||||||||
| 3.573%, 07/25/2049(C)(D) | 276 | 268 | ||||||
| CSMC Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.015%, 04/25/2066(B)(C) | 6,842 | 5,967 | ||||||
| CSMC Trust, Ser 2021-NQM3, Cl A3 | ||||||||
| 1.632%, 04/25/2066(B)(C) | 855 | 755 | ||||||
| CSMC Trust, Ser 2021-NQM5, Cl A1 | ||||||||
| 0.938%, 05/25/2066(B)(C) | 1,418 | 1,153 | ||||||
| CSMC Trust, Ser 2021-RPL3, Cl A1 | ||||||||
| 2.000%, 01/25/2060(B)(C) | 1,622 | 1,416 | ||||||
| CSMC Trust, Ser 2022-ATH2, Cl A1 | ||||||||
| 5.071%, 05/25/2067(B)(C) | 3,602 | 3,590 | ||||||
| CSMC Trust, Ser 2022-NQM1, Cl A1 | ||||||||
| 3.265%, 11/25/2066(B)(C) | 2,493 | 2,230 | ||||||
| DBC Mortgage Trust, Ser 2025-DBC, Cl B | ||||||||
| 5.239%, TSFR1M + 1.600%, 11/15/2042(B)(C) | 7,000 | 7,013 | ||||||
| 192 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| DC Office Trust, Ser 2019-MTC, Cl A | ||||||||
| 2.965%, 09/15/2045(C) | $ | 1,995 | $ | 1,795 | ||||
| Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||
| 2.205%, 01/25/2067(B)(C) | 1,614 | 1,476 | ||||||
| DGWD Trust, Ser 2025-INFL, Cl B | ||||||||
| 5.439%, TSFR1M + 1.800%, 08/15/2035(B)(C) | 2,925 | 2,913 | ||||||
| Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.931%, 06/25/2066(B)(C) | 1,342 | 1,128 | ||||||
| Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||
| 2.206%, 01/25/2067(B)(C) | 640 | 558 | ||||||
| Extended Stay America Trust, Ser 2025- ESH, Cl B | ||||||||
| 5.239%, TSFR1M + 1.600%, 10/15/2042(B)(C) | 2,848 | 2,857 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||
| 5.143%, SOFR30A + 1.500%, 10/25/2041(B)(C) | 1,491 | 1,491 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.943%, SOFR30A + 1.300%, 02/25/2042(B)(C) | 64 | 64 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B | ||||||||
| 6.543%, SOFR30A + 2.900%, 04/25/2042(B)(C) | 2,850 | 2,883 | ||||||
| First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 | ||||||||
| 4.788%, 09/25/2034(B) | 9 | 9 | ||||||
| FS Commercial Mortgage Trust, Ser 2026- PALM, Cl B | ||||||||
| 5.339%, TSFR1M + 1.700%, 07/15/2041(B)(C) | 3,200 | 3,205 | ||||||
| GCAT Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 5.550%, 05/25/2070(C)(D) | 5,693 | 5,672 | ||||||
| GS Mortgage Securities Trust, Ser 2020- GSA2, Cl A4 | ||||||||
| 1.721%, 12/12/2053 | 2,606 | 2,336 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A | ||||||||
| 3.750%, 10/25/2057(C) | 1,381 | 1,350 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 | ||||||||
| 2.000%, 12/25/2060(B)(C) | 1,111 | 956 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2024-RPL4, Cl A1 | ||||||||
| 3.900%, 09/25/2061(C)(D) | 3,698 | 3,596 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2025-PJ4, Cl A5 | ||||||||
| 5.500%, 09/25/2055(B)(C) | 6,210 | 6,186 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GS Mortgage-Backed Securities Trust, Ser 2025-PJ7, Cl A5 | ||||||||
| 5.500%, 12/25/2055(B)(C) | $ | 4,277 | $ | 4,253 | ||||
| GS Mortgage-Backed Securities Trust, Ser 2026-R1, Cl A1 | ||||||||
| 5.534%, 04/25/2063(C)(D) | 5,776 | 5,739 | ||||||
| GSMPS Mortgage Loan Trust, Ser 2005- RP3, Cl 1AS, IO | ||||||||
| 0.350%, 09/25/2035(B)(C) | 101 | – | ||||||
| GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 | ||||||||
| 6.000%, 09/25/2034 | 13 | 12 | ||||||
| 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 | ||||||||
| 4.667%, TSFR1M + 1.014%, 06/20/2035(B) | 673 | 619 | ||||||
| Hilt Commercial Mortgage Trust, Ser 2024- ORL, Cl A | ||||||||
| 5.180%, TSFR1M + 1.541%, 05/15/2037(B)(C) | 4,006 | 4,011 | ||||||
| HOMES Trust, Ser 2026-NQM1, Cl A1 | ||||||||
| 4.800%, 09/25/2070(C)(D) | 3,934 | 3,862 | ||||||
| Hudson Yards Mortgage Trust, Ser 2019- 30HY, Cl A | ||||||||
| 3.228%, 07/10/2039(C) | 1,900 | 1,796 | ||||||
| Hudson Yards Mortgage Trust, Ser 2019- 55HY, Cl A | ||||||||
| 3.041%, 12/10/2041(B)(C) | 1,995 | 1,857 | ||||||
| Impac CMB Trust, Ser 2005-4, Cl 2A1 | ||||||||
| 4.382%, TSFR1M + 0.414%, 05/25/2035(B) | 39 | 38 | ||||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 | ||||||||
| 4.642%, TSFR1M + 0.974%, 09/25/2034(B) | 7 | 6 | ||||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A | ||||||||
| 4.582%, TSFR1M + 0.914%, 11/25/2034(B) | 11 | 10 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 | ||||||||
| 3.393%, 12/15/2049 | 75 | 75 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A | ||||||||
| 3.397%, 06/05/2039(C) | 2,000 | 1,876 | ||||||
| JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 | ||||||||
| 5.079%, 02/25/2035(B) | 16 | 16 | ||||||
| JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 | ||||||||
| 6.266%, 11/25/2033(B) | 17 | 17 | ||||||
| SEI Institutional Investments Trust | 193 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A | ||||||||
| 3.000%, 06/25/2050(B)(C) | $ | 260 | $ | 223 | ||||
| JPMorgan Mortgage Trust, Ser 2024-4, Cl A4A | ||||||||
| 6.000%, 10/25/2054(B)(C) | 1,519 | 1,515 | ||||||
| JPMorgan Mortgage Trust, Ser 2025-CCM1, Cl A4 | ||||||||
| 5.500%, 06/25/2055(B)(C) | 2,666 | 2,651 | ||||||
| Manhattan West Mortgage Trust, Ser 2020- 1MW, Cl A | ||||||||
| 2.130%, 09/10/2039(C) | 2,300 | 2,233 | ||||||
| Manhattan West Mortgage Trust, Ser 2026- 2MW, Cl A | ||||||||
| 5.499%, 06/10/2048(B)(C) | 4,410 | 4,342 | ||||||
| MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A | ||||||||
| 5.289%, 11/21/2034(B) | 386 | 385 | ||||||
| MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 | ||||||||
| 6.250%, 07/25/2036 | 126 | 60 | ||||||
| MASTR Reperforming Loan Trust, Ser 2005- 2, Cl 1A1F | ||||||||
| 4.132%, TSFR1M + 0.464%, 05/25/2035(B)(C) | 163 | 74 | ||||||
| MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO | ||||||||
| 0.000%, 05/28/2035(A)(C) | 3 | 2 | ||||||
| MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 | ||||||||
| 6.250%, 10/25/2032(B) | 1 | 1 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A | ||||||||
| 6.000%, 07/25/2033(B) | 6 | 6 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 | ||||||||
| 5.240%, 12/25/2034(B) | 21 | 20 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 | ||||||||
| 4.779%, 08/25/2034(B) | 14 | 13 | ||||||
| MF1 LLC, Ser 2021-FL7, Cl A | ||||||||
| 4.833%, TSFR1M + 1.194%, 10/16/2036(B)(C) | 98 | 98 | ||||||
| MF1 LLC, Ser 2025-FL17, Cl A | ||||||||
| 4.959%, TSFR1M + 1.320%, 02/18/2040(B)(C) | 5,295 | 5,296 | ||||||
| MF1 LLC, Ser 2025-FL19, Cl AS | ||||||||
| 5.631%, TSFR1M + 1.992%, 05/18/2042(B)(C) | 4,155 | 4,164 | ||||||
| MF1 LLC, Ser 2026-FL22, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 11/18/2043(B)(C) | 2,360 | 2,362 | ||||||
| MFA Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.029%, 11/25/2064(B)(C) | 396 | 349 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| MFA Trust, Ser 2021-RPL1, Cl A1 | ||||||||
| 1.131%, 07/25/2060(B)(C) | $ | 548 | $ | 501 | ||||
| Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(B)(C) | 461 | 446 | ||||||
| Mill City Mortgage Loan Trust, Ser 2026- R1, Cl A1 | ||||||||
| 5.460%, 10/25/2062(B)(C) | 5,610 | 5,565 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2026-C36, Cl A5 | ||||||||
| 5.789%, 08/15/2059 | 1,898 | 1,950 | ||||||
| Morgan Stanley Capital I Trust, Ser 2016- BNK2, Cl XA, IO | ||||||||
| 1.047%, 11/15/2049(B) | 6,843 | 3 | ||||||
| Morgan Stanley Capital I Trust, Ser 2020- HR8, Cl A3 | ||||||||
| 1.790%, 07/15/2053 | 907 | 815 | ||||||
| Morgan Stanley Capital I Trust, Ser 2020- L4, Cl ASB | ||||||||
| 2.624%, 02/15/2053 | 2,762 | 2,663 | ||||||
| Morgan Stanley Capital I Trust, Ser 2021- PLZA, Cl B | ||||||||
| 2.904%, 11/09/2043(B)(C) | 6,634 | 5,743 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A | ||||||||
| 5.653%, 04/25/2034(B) | 34 | 34 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2026-1, Cl A4 | ||||||||
| 5.000%, 04/25/2056(B)(C) | 2,912 | 2,850 | ||||||
| Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 | ||||||||
| 4.160%, TSFR1M + 0.454%, 04/16/2036(B)(C) | 949 | 939 | ||||||
| MP Trust, Ser 2026-WTRP, Cl A | ||||||||
| 5.436%, 09/11/2043(B)(C) | 2,390 | 2,381 | ||||||
| New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.156%, 11/27/2056(B)(C) | 462 | 405 | ||||||
| New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 | ||||||||
| 6.000%, 06/25/2062(C)(D) | 876 | 867 | ||||||
| New Residential Mortgage Loan Trust, Ser 2024-NQM2, Cl A1 | ||||||||
| 5.117%, 09/25/2064(B)(C) | 3,203 | 3,165 | ||||||
| NJ Trust, Ser 2023-GSP, Cl A | ||||||||
| 6.481%, 01/06/2029(B)(C) | 2,755 | 2,814 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.033%, TSFR1M + 1.393%, 10/15/2040(B)(C) | 1,595 | 1,601 | ||||||
| NYC Commercial Mortgage Trust, Ser 2025- 1155, Cl A | ||||||||
| 5.833%, 06/10/2042(C) | 4,878 | 4,908 | ||||||
| 194 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| NYC Trust, Ser 2026-9W57, Cl A | ||||||||
| 5.053%, 06/06/2040(B)(C) | $ | 4,690 | $ | 4,616 | ||||
| OBX Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.101%, 05/25/2061(B)(C) | 564 | 456 | ||||||
| OBX Trust, Ser 2021-NQM4, Cl A1 | ||||||||
| 1.957%, 10/25/2061(B)(C) | 10,555 | 8,878 | ||||||
| OBX Trust, Ser 2022-NQM1, Cl A1 | ||||||||
| 2.305%, 11/25/2061(B)(C) | 2,297 | 2,041 | ||||||
| OBX Trust, Ser 2023-NQM1, Cl A1 | ||||||||
| 5.928%, 11/25/2063(C)(D) | 1,847 | 1,845 | ||||||
| OBX Trust, Ser 2024-NQM15, Cl A1 | ||||||||
| 5.316%, 10/25/2064(C)(D) | 2,781 | 2,774 | ||||||
| OBX Trust, Ser 2024-NQM9, Cl A1 | ||||||||
| 6.030%, 01/25/2064(C)(D) | 5,001 | 5,012 | ||||||
| OBX Trust, Ser 2026-NQM13, Cl A1FC | ||||||||
| 5.639%, 07/01/2066(C)(D) | 4,690 | 4,695 | ||||||
| OBX Trust, Ser 2026-NQM6, Cl A1FC | ||||||||
| 5.063%, 04/26/2066(C)(D) | 6,649 | 6,595 | ||||||
| OBX Trust, Ser 2026-NQM7, Cl A1FC | ||||||||
| 5.220%, 04/25/2066(C)(D) | 5,977 | 5,938 | ||||||
| Oceanview Mortgage Trust, Ser 2021-3, Cl A5 | ||||||||
| 2.500%, 07/25/2051(B)(C) | 5,699 | 5,030 | ||||||
| Oceanview Mortgage Trust, Ser 2025-INV1, Cl AF1 | ||||||||
| 4.443%, SOFR30A + 0.800%, 11/25/2054(B)(C) | 1,147 | 1,147 | ||||||
| Oceanview Mortgage Trust, Ser 2025-INV2, Cl AF1 | ||||||||
| 4.493%, SOFR30A + 0.850%, 04/25/2055(B)(C) | 1,797 | 1,798 | ||||||
| Oceanview Mortgage Trust, Ser 2025-INV4, Cl AF1 | ||||||||
| 4.543%, SOFR30A + 0.900%, 12/25/2055(B)(C) | 796 | 795 | ||||||
| Oceanview Mortgage Trust, Ser 2026-INV1, Cl AF1 | ||||||||
| 4.543%, SOFR30A + 0.900%, 02/25/2056(B)(C) | 6,254 | 6,254 | ||||||
| One Bryant Park Trust, Ser 2019-OBP, Cl A | ||||||||
| 2.516%, 09/15/2054(C) | 2,490 | 2,293 | ||||||
| PFP, Ser 2026-13, Cl AS | ||||||||
| 5.289%, TSFR1M + 1.650%, 08/18/2043(B)(C) | 6,000 | 6,018 | ||||||
| PMT Loan Trust, Ser 2026-INV4, Cl A8 | ||||||||
| 5.500%, 03/25/2057(B)(C) | 3,410 | 3,387 | ||||||
| PMT Loan Trust, Ser 2026-INV5, Cl A2 | ||||||||
| 5.500%, 05/25/2057(B)(C) | 3,503 | 3,450 | ||||||
| Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO | ||||||||
| 0.000%, 02/25/2034(A) | 1 | 1 | ||||||
| PRKCM Trust, Ser 2021-AFC2, Cl A1 | ||||||||
| 2.071%, 11/25/2056(B)(C) | 658 | 571 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| PRPM LLC, Ser 2024-RCF5, Cl A1 | ||||||||
| 4.000%, 08/25/2054(C)(D) | $ | 4,073 | $ | 3,995 | ||||
| PRPM Trust, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.845%, 01/25/2056(C)(D) | 6,628 | 6,489 | ||||||
| RALI Trust, Ser 2005-QO5, Cl A1 | ||||||||
| 4.707%, 12MTA + 1.000%, 01/25/2046(B) | 231 | 172 | ||||||
| RAMP Trust, Ser 2004-SL1, Cl A7 | ||||||||
| 7.000%, 11/25/2031 | 14 | 12 | ||||||
| Rate Mortgage Trust, Ser 2021-J4, Cl A7 | ||||||||
| 2.500%, 11/25/2051(B)(C) | 8,978 | 7,850 | ||||||
| Rate Mortgage Trust, Ser 2024-J4, Cl A4 | ||||||||
| 6.000%, 12/25/2054(B)(C) | 3,230 | 3,215 | ||||||
| RCKT Mortgage Trust, Ser 2024-INV1, Cl A2 | ||||||||
| 6.000%, 06/25/2054(B)(C) | 3,497 | 3,515 | ||||||
| Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 | ||||||||
| 3.796%, 12/25/2034(B) | 128 | 118 | ||||||
| SCG Commercial Mortgage Trust, Ser 2025- FLWR, Cl C | ||||||||
| 5.389%, TSFR1M + 1.750%, 08/15/2042(B)(C) | 5,350 | 5,357 | ||||||
| SCMS Mortgage Trust, Ser 2025-BNC1, Cl A2 | ||||||||
| 4.502%, 12/15/2057(C) | 3,594 | 3,561 | ||||||
| Sequoia Mortgage Trust, Ser 2004-12, Cl A3 | ||||||||
| 4.492%, TSFR6M + 0.748%, 01/20/2035(B) | 26 | 26 | ||||||
| Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B | ||||||||
| 5.054%, 10/25/2048(B)(C) | 1,281 | 1,252 | ||||||
| Sequoia Mortgage Trust, Ser 2025-6, Cl A5 | ||||||||
| 5.500%, 07/25/2055(B)(C) | 5,637 | 5,605 | ||||||
| Sequoia Mortgage Trust, Ser 2026-4, Cl A5 | ||||||||
| 5.000%, 03/25/2056(B)(C) | 6,262 | 6,158 | ||||||
| SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B | ||||||||
| 4.144%, 01/05/2043(B)(C) | 5,265 | 4,591 | ||||||
| SG Residential Mortgage Trust, Ser 2022-1, Cl A1 | ||||||||
| 3.954%, 03/27/2062(B)(C) | 2,818 | 2,596 | ||||||
| SMRT, Ser 2022-MINI, Cl A | ||||||||
| 4.640%, TSFR1M + 1.000%, 01/15/2039(B)(C) | 5,430 | 5,428 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 | ||||||||
| 1.027%, 11/25/2055(B)(C) | 82 | 80 | ||||||
| Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.162%, 08/25/2056(B)(C) | 898 | 789 | ||||||
| Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 | ||||||||
| 4.422%, TSFR1M + 0.774%, 10/19/2034(B) | 20 | 19 | ||||||
| SEI Institutional Investments Trust | 195 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 | ||||||||
| 4.242%, TSFR1M + 0.594%, 04/19/2035(B) | $ | 430 | $ | 420 | ||||
| Structured Asset Securities, Ser 2003-37A, Cl 2A | ||||||||
| 5.026%, 12/25/2033(B) | 11 | 11 | ||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl A | ||||||||
| 5.082%, TSFR1M + 1.443%, 02/15/2042(B)(C) | 2,606 | 2,585 | ||||||
| SWCH Commercial Mortgage Trust, Ser 2025-DATA, Cl B | ||||||||
| 5.482%, TSFR1M + 1.842%, 02/15/2042(B)(C) | 5,550 | 5,494 | ||||||
| Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 | ||||||||
| 4.422%, TSFR1M + 0.754%, 09/25/2043(B) | 41 | 40 | ||||||
| Towd Point Mortgage Trust, Ser 2017-4, Cl B2 | ||||||||
| 3.631%, 06/25/2057(B)(C) | 1,860 | 1,542 | ||||||
| Towd Point Mortgage Trust, Ser 2020-3, Cl A1 | ||||||||
| 3.088%, 02/25/2063(B)(C) | 596 | 578 | ||||||
| Towd Point Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 2.250%, 11/25/2061(B)(C) | 604 | 565 | ||||||
| Towd Point Mortgage Trust, Ser 2022-4, Cl A1 | ||||||||
| 3.750%, 09/25/2062(C) | 2,074 | 1,944 | ||||||
| Towd Point Mortgage Trust, Ser 2024-1, Cl A1 | ||||||||
| 4.969%, 03/25/2064(B)(C) | 4,056 | 4,080 | ||||||
| Towd Point Mortgage Trust, Ser 2024-3, Cl A1A | ||||||||
| 4.985%, 07/25/2065(B)(C) | 4,010 | 3,982 | ||||||
| Towd Point Mortgage Trust, Ser 2026-2, Cl A1A | ||||||||
| 4.532%, 07/20/2066(B)(C) | 11,774 | 11,472 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017- C4, Cl A3 | ||||||||
| 3.301%, 10/15/2050 | 638 | 632 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(B)(C) | 370 | 335 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(B)(C) | 697 | 629 | ||||||
| Verus Securitization Trust, Ser 2021-3, Cl A1 | ||||||||
| 1.046%, 06/25/2066(B)(C) | 631 | 552 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A1 | ||||||||
| 0.938%, 07/25/2066(B)(C) | 888 | 745 | ||||||
| Verus Securitization Trust, Ser 2021-5, Cl A1 | ||||||||
| 1.013%, 09/25/2066(B)(C) | 2,401 | 2,049 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Verus Securitization Trust, Ser 2021-7, Cl A1 | ||||||||
| 2.829%, 10/25/2066(C)(D) | $ | 1,072 | $ | 957 | ||||
| Verus Securitization Trust, Ser 2021-8, Cl A1 | ||||||||
| 2.824%, 11/25/2066(B)(C) | 1,003 | 900 | ||||||
| Verus Securitization Trust, Ser 2021-R1, Cl A1 | ||||||||
| 0.820%, 10/25/2063(B)(C) | 97 | 95 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(B)(C) | 210 | 203 | ||||||
| Virginia Housing Development Authority, Ser 2006-C, Cl CTFS | ||||||||
| 6.000%, 06/25/2034 | 34 | 34 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | ||||||||
| 5.580%, 10/25/2033(B) | 19 | 18 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 | ||||||||
| 5.698%, 06/25/2033(B) | 14 | 13 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 | ||||||||
| 5.181%, 09/25/2033(B) | 47 | 46 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 | ||||||||
| 7.063%, 06/25/2033(B) | 2 | 2 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 | ||||||||
| 5.250%, 10/25/2033 | 85 | 83 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 | ||||||||
| 4.866%, 06/25/2034(B) | 15 | 14 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 | ||||||||
| 5.101%, 06/25/2034(B) | 1,326 | 1,298 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 | ||||||||
| 5.032%, 07/25/2034(B) | 1,142 | 1,072 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 | ||||||||
| 4.302%, TSFR1M + 0.634%, 11/25/2045(B) | 3,872 | 3,628 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 | ||||||||
| 4.322%, TSFR1M + 0.654%, 12/25/2045(B) | 1,603 | 1,608 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A | ||||||||
| 3.658%, 12MTA + 1.500%, 12/25/2046(B) | 88 | 79 | ||||||
| Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO | ||||||||
| 5.500%, 05/25/2035 | 87 | 13 | ||||||
| 196 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Washington Mutual MSC Mortgage Pass- Through Certificates, Ser 2003-MS9, Cl 2P, PO | ||||||||
| 0.000%, 04/25/2033(A) | $ | 2 | $ | 2 | ||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-5C4, Cl A3 | ||||||||
| 5.673%, 05/15/2058 | 3,280 | 3,333 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-5C4, Cl AS | ||||||||
| 6.093%, 05/15/2058 | 1,590 | 1,618 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2025-609M, Cl A | ||||||||
| 5.182%, TSFR1M + 1.542%, 08/15/2042(B)(C) | 6,500 | 6,508 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2026-5C10, Cl A3 | ||||||||
| 5.789%, 06/15/2059 | 2,558 | 2,609 | ||||||
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 | ||||||||
| 6.123%, 08/25/2035(B) | 8 | 8 | ||||||
| WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B | ||||||||
| 4.371%, 09/15/2057(B) | 950 | 899 | ||||||
| 583,775 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $3,910,276) ($ Thousands) | 3,814,289 | |||||||
| CORPORATE OBLIGATIONS — 22.2% | ||||||||
| Communication Services — 2.4% | ||||||||
| Alphabet | ||||||||
| 6.500%, 08/15/2066 | 3,554 | 3,555 | ||||||
| 6.375%, 08/15/2056 | 6,399 | 6,439 | ||||||
| 6.250%, 08/15/2046 | 1,109 | 1,115 | ||||||
| 5.650%, 02/15/2056 | 6,035 | 5,521 | ||||||
| 5.450%, 08/15/2036 | 5,964 | 5,917 | ||||||
| 5.450%, 11/15/2055 | 1,805 | 1,599 | ||||||
| 5.300%, 05/15/2065 | 1,383 | 1,166 | ||||||
| 4.875%, 08/15/2031 | 2,559 | 2,543 | ||||||
| 4.700%, 11/15/2035 | 7,913 | 7,496 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 2,500 | 2,260 | ||||||
| AT&T | ||||||||
| 6.300%, 10/30/2066 | 952 | 888 | ||||||
| 6.200%, 10/30/2056 | 1,906 | 1,790 | ||||||
| 6.000%, 04/30/2056 | 1,448 | 1,319 | ||||||
| 5.850%, 04/30/2046 | 1,867 | 1,719 | ||||||
| 5.700%, 11/01/2054 | 4,515 | 3,949 | ||||||
| 5.550%, 11/01/2045 | 846 | 755 | ||||||
| 5.250%, 10/30/2036 | 7,933 | 7,582 | ||||||
| 4.750%, 04/30/2033 | 1,011 | 973 | ||||||
| 4.400%, 04/30/2031 | 1,749 | 1,700 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.800%, 12/01/2057 | $ | 1,256 | $ | 789 | ||||
| 3.650%, 09/15/2059 | 902 | 543 | ||||||
| 3.550%, 09/15/2055 | 18,846 | 11,424 | ||||||
| 3.500%, 06/01/2041 | 920 | 682 | ||||||
| 3.500%, 09/15/2053 | 6,155 | 3,756 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (C) | 1,076 | 1,031 | ||||||
| Bell Telephone of Canada or Bell Canada | ||||||||
| 5.450%, 11/15/2036 | 2,550 | 2,473 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 7.087%, 09/01/2038 (C) | 480 | 475 | ||||||
| 6.950%, 08/15/2036 | 7,882 | 7,898 | ||||||
| 6.700%, 12/01/2055 | 1,269 | 1,152 | ||||||
| 6.550%, 06/01/2034 | 3,505 | 3,500 | ||||||
| 6.484%, 10/23/2045 | 110 | 98 | ||||||
| 6.100%, 06/01/2029 | 3,500 | 3,559 | ||||||
| 6.050%, 02/15/2032 | 1,323 | 1,324 | ||||||
| 5.375%, 04/01/2038 | 410 | 356 | ||||||
| 5.125%, 07/01/2049 | 310 | 227 | ||||||
| 4.800%, 03/01/2050 | 230 | 164 | ||||||
| 3.900%, 06/01/2052 | 3,952 | 2,400 | ||||||
| 3.750%, 02/15/2028 | 681 | 667 | ||||||
| 3.700%, 04/01/2051 | 181 | 108 | ||||||
| 3.500%, 03/01/2042 | 996 | 670 | ||||||
| 2.800%, 04/01/2031 | 450 | 394 | ||||||
| 2.300%, 02/01/2032 | 1,550 | 1,290 | ||||||
| Comcast | ||||||||
| 6.050%, 05/15/2055 | 509 | 465 | ||||||
| 5.350%, 05/15/2053 | 509 | 419 | ||||||
| 4.600%, 10/15/2038 | 1,865 | 1,624 | ||||||
| 4.049%, 11/01/2052 | 928 | 620 | ||||||
| 2.987%, 11/01/2063 | 1,078 | 524 | ||||||
| 2.937%, 11/01/2056 | 895 | 457 | ||||||
| Cox Enterprises | ||||||||
| 7.375%, 07/15/2027 (C) | 2,895 | 2,934 | ||||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 685 | 627 | ||||||
| 6.300%, 05/15/2056 | 6,283 | 5,785 | ||||||
| 6.200%, 05/15/2046 | 620 | 582 | ||||||
| 5.625%, 11/15/2055 | 8,765 | 7,305 | ||||||
| 5.600%, 05/15/2053 | 2,655 | 2,231 | ||||||
| 5.550%, 08/15/2064 | 5,430 | 4,334 | ||||||
| 5.500%, 11/15/2045 | 833 | 723 | ||||||
| 5.400%, 08/15/2054 | 5,405 | 4,382 | ||||||
| 5.250%, 05/15/2036 | 1,432 | 1,378 | ||||||
| Orange MTN | ||||||||
| 5.000%, 01/13/2036 (C) | 1,685 | 1,602 | ||||||
| 4.750%, 01/13/2033 (C) | 2,888 | 2,780 | ||||||
| 4.250%, 01/13/2031 (C) | 2,685 | 2,587 | ||||||
| 4.000%, 01/13/2029 (C) | 1,823 | 1,790 | ||||||
| SEI Institutional Investments Trust | 197 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Paramount Global | ||||||||
| 5.900%, 10/15/2040 | $ | 3,840 | $ | 2,874 | ||||
| RD Michigan Property Owner I LLC | ||||||||
| 7.500%, 03/30/2045 (C) | 4,340 | 4,138 | ||||||
| Sopaipilla Investor LLC | ||||||||
| 7.534%, 11/30/2048 (C) | 9,511 | 9,743 | ||||||
| Space Exploration Technologies | ||||||||
| 5.875%, 07/15/2036 (C) | 6,725 | 6,338 | ||||||
| 5.650%, 07/15/2033 (C) | 4,820 | 4,650 | ||||||
| 5.350%, 07/15/2031 (C) | 8,060 | 7,878 | ||||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 5,715 | 6,626 | ||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (C) | 4,508 | 4,509 | ||||||
| Time Warner Cable Enterprises LLC | ||||||||
| 8.375%, 07/15/2033 | 1,380 | 1,506 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 5,400 | 5,424 | ||||||
| 6.750%, 06/15/2039 | 170 | 162 | ||||||
| 6.550%, 05/01/2037 | 280 | 270 | ||||||
| 5.875%, 11/15/2040 | 11,905 | 10,332 | ||||||
| 5.500%, 09/01/2041 | 1,942 | 1,616 | ||||||
| T-Mobile USA | ||||||||
| 5.700%, 01/15/2056 | 7,210 | 6,450 | ||||||
| 5.125%, 05/15/2032 | 380 | 378 | ||||||
| 3.875%, 04/15/2030 | 870 | 836 | ||||||
| 3.750%, 04/15/2027 | 6,478 | 6,452 | ||||||
| 3.500%, 04/15/2031 | 4,593 | 4,280 | ||||||
| 3.400%, 10/15/2052 | 3,480 | 2,145 | ||||||
| Verizon Communications | ||||||||
| 6.600%, H15T5Y + 2.048%, 02/15/2059 (B) | 2,552 | 2,553 | ||||||
| 6.200%, H15T5Y + 2.042%, 05/14/2056 (B) | 8 | 8 | ||||||
| 5.750%, 11/30/2045 | 552 | 515 | ||||||
| 4.750%, 01/15/2033 | 5,520 | 5,343 | ||||||
| 4.272%, 01/15/2036 | 1,435 | 1,283 | ||||||
| 2.987%, 10/30/2056 | 1,443 | 798 | ||||||
| 2.650%, 11/20/2040 | 420 | 288 | ||||||
| 243,810 | ||||||||
| Consumer Discretionary — 1.1% | ||||||||
| Amazon.com | ||||||||
| 6.100%, 07/09/2056 | 8,170 | 7,890 | ||||||
| 6.000%, 07/09/2046 | 2,375 | 2,312 | ||||||
| 5.950%, 03/13/2066 | 513 | 472 | ||||||
| 5.800%, 03/13/2056 | 7,644 | 7,051 | ||||||
| 5.650%, 03/13/2046 | 1,562 | 1,465 | ||||||
| 5.550%, 11/20/2065 | 3,867 | 3,351 | ||||||
| 5.450%, 11/20/2055 | 1,965 | 1,736 | ||||||
| 5.100%, 07/09/2033 | 2,135 | 2,111 | ||||||
| 4.875%, 03/13/2036 | 9,765 | 9,282 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.800%, 07/09/2031 | $ | 3,886 | $ | 3,850 | ||||
| 4.650%, 11/20/2035 | 2,331 | 2,196 | ||||||
| 4.600%, 07/09/2029 | 2,268 | 2,258 | ||||||
| 4.250%, 03/13/2031 | 2,879 | 2,792 | ||||||
| 3.450%, 04/13/2029 | 550 | 534 | ||||||
| 3.150%, 08/22/2027 | 160 | 158 | ||||||
| AutoZone | ||||||||
| 5.125%, 06/15/2030 | 2,285 | 2,293 | ||||||
| 4.950%, 07/15/2031 | 1,795 | 1,778 | ||||||
| BMW US Capital LLC | ||||||||
| 5.050%, 03/21/2030 (C) | 1,545 | 1,541 | ||||||
| 4.500%, 08/11/2030 (C) | 2,585 | 2,527 | ||||||
| Dick's Sporting Goods | ||||||||
| 4.100%, 01/15/2052 | 1,965 | 1,338 | ||||||
| ERAC USA Finance LLC | ||||||||
| 4.500%, 10/30/2029 (C) | 3,845 | 3,800 | ||||||
| Ford Motor Credit LLC | ||||||||
| 6.467%, 05/22/2036 | 1,590 | 1,596 | ||||||
| 5.869%, 10/31/2035 | 1,590 | 1,536 | ||||||
| 2.900%, 02/10/2029 | 4,714 | 4,444 | ||||||
| General Motors Financial | ||||||||
| 5.100%, 09/15/2031 | 3,960 | 3,920 | ||||||
| 5.000%, 04/09/2027 | 1,380 | 1,384 | ||||||
| 2.700%, 06/10/2031 | 2,667 | 2,376 | ||||||
| Home Depot | ||||||||
| 3.625%, 04/15/2052 | 937 | 647 | ||||||
| Hyundai Capital America | ||||||||
| 5.300%, 06/24/2029 (C) | 3,810 | 3,832 | ||||||
| 5.150%, 03/27/2030 (C) | 1,436 | 1,435 | ||||||
| 4.550%, 01/08/2031 (C) | 3,765 | 3,668 | ||||||
| 4.500%, 09/18/2030 (C) | 1,265 | 1,231 | ||||||
| Hyundai Capital America MTN | ||||||||
| 5.000%, 04/07/2031 (C) | 1,734 | 1,713 | ||||||
| 4.750%, 04/06/2029 (C) | 2,334 | 2,316 | ||||||
| Las Vegas Sands | ||||||||
| 5.625%, 06/15/2028 | 2,720 | 2,743 | ||||||
| Lowe's | ||||||||
| 4.250%, 03/15/2031 | 875 | 847 | ||||||
| 4.250%, 04/01/2052 | 2,144 | 1,597 | ||||||
| 3.500%, 04/01/2051 | 1,164 | 770 | ||||||
| 1.700%, 09/15/2028 | 900 | 847 | ||||||
| McDonald's | ||||||||
| 4.950%, 03/03/2035 | 445 | 433 | ||||||
| McDonald's MTN | ||||||||
| 6.300%, 03/01/2038 | 1,468 | 1,555 | ||||||
| 3.800%, 04/01/2028 | 250 | 247 | ||||||
| 3.600%, 07/01/2030 | 460 | 441 | ||||||
| 3.500%, 03/01/2027 | 180 | 179 | ||||||
| 3.500%, 07/01/2027 | 510 | 506 | ||||||
| 2.125%, 03/01/2030 | 420 | 384 | ||||||
| Royal Caribbean Cruises | ||||||||
| 5.550%, 01/20/2034 | 3,412 | 3,392 | ||||||
| 198 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Toyota Motor Credit | ||||||||
| 5.100%, 03/21/2031 | $ | 1,975 | $ | 1,984 | ||||
| Volkswagen Group of America Finance LLC | ||||||||
| 5.650%, 03/25/2032 (C) | 4,150 | 4,154 | ||||||
| 110,912 | ||||||||
| Consumer Staples — 1.0% | ||||||||
| Altria Group | ||||||||
| 4.800%, 02/14/2029 | 11 | 11 | ||||||
| 3.875%, 09/16/2046 | 793 | 566 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 3,680 | 3,222 | ||||||
| 4.700%, 02/01/2036 | 9,006 | 8,531 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 5.450%, 01/23/2039 | 2,130 | 2,100 | ||||||
| Archer-Daniels-Midland | ||||||||
| 5.269%, 09/01/2036 | 1,543 | 1,522 | ||||||
| BAT Capital | ||||||||
| 7.081%, 08/02/2053 | 532 | 576 | ||||||
| 6.250%, 08/15/2055 | 1,441 | 1,409 | ||||||
| 5.834%, 02/20/2031 | 2,630 | 2,702 | ||||||
| 5.550%, 08/05/2036 | 7,608 | 7,532 | ||||||
| 5.300%, 08/05/2033 | 4,173 | 4,151 | ||||||
| 4.625%, 03/22/2033 | 6,115 | 5,857 | ||||||
| 4.540%, 08/15/2047 | 3,454 | 2,735 | ||||||
| 4.390%, 08/15/2037 | 2,500 | 2,221 | ||||||
| 3.557%, 08/15/2027 | 259 | 257 | ||||||
| Bunge Finance | ||||||||
| 5.150%, 08/04/2035 | 855 | 830 | ||||||
| Constellation Brands | ||||||||
| 2.250%, 08/01/2031 | 5,146 | 4,493 | ||||||
| Haleon US Capital LLC | ||||||||
| 5.375%, 08/21/2036 | 4,765 | 4,733 | ||||||
| 4.875%, 08/21/2031 | 2,129 | 2,116 | ||||||
| Imperial Brands Finance | ||||||||
| 5.625%, 07/01/2035 (C) | 1,998 | 1,971 | ||||||
| 5.500%, 07/07/2036 (C) | 6,728 | 6,524 | ||||||
| 4.875%, 02/07/2032 (C) | 1,068 | 1,044 | ||||||
| Japan Tobacco | ||||||||
| 5.250%, 06/15/2030 (C) | 4,060 | 4,098 | ||||||
| JBS NV / JBS USA Foods Group Holdings / JBS USA Food Co Holdings | ||||||||
| 7.250%, 11/15/2053 | 2,027 | 2,143 | ||||||
| 6.750%, 03/15/2034 | 240 | 257 | ||||||
| 6.500%, 12/01/2052 | 4,359 | 4,225 | ||||||
| 5.750%, 04/01/2033 | 627 | 636 | ||||||
| 3.625%, 01/15/2032 | 2,552 | 2,344 | ||||||
| 3.000%, 05/15/2032 | 5,622 | 4,952 | ||||||
| Kroger | ||||||||
| 5.500%, 09/15/2054 | 2,070 | 1,858 | ||||||
| 5.000%, 09/15/2034 | 2,570 | 2,483 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Mars | ||||||||
| 5.200%, 03/01/2035 (C) | $ | 4,120 | $ | 4,060 | ||||
| Philip Morris International | ||||||||
| 5.375%, 02/15/2033 | 3,000 | 3,027 | ||||||
| 4.375%, 04/30/2030 | 2,303 | 2,257 | ||||||
| 4.125%, 04/28/2028 | 3,198 | 3,171 | ||||||
| Pilgrim's Pride | ||||||||
| 3.500%, 03/01/2032 | 670 | 607 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 1,060 | 1,224 | ||||||
| 102,445 | ||||||||
| Energy — 1.2% | ||||||||
| Baker Hughes Holdings LLC | ||||||||
| 5.850%, 06/15/2056 | 3,939 | 3,763 | ||||||
| 5.000%, 06/15/2036 | 10,578 | 10,160 | ||||||
| 4.650%, 06/15/2033 | 1,292 | 1,243 | ||||||
| 4.350%, 06/15/2031 | 2,533 | 2,454 | ||||||
| BP Capital Markets America | ||||||||
| 4.812%, 02/13/2033 | 5,910 | 5,790 | ||||||
| Cheniere Energy | ||||||||
| 5.200%, 07/30/2036 (C) | 2,910 | 2,805 | ||||||
| Columbia Pipelines Operating LLC | ||||||||
| 6.544%, 11/15/2053 (C) | 280 | 287 | ||||||
| Continental Resources/Oklahoma | ||||||||
| 2.268%, 11/15/2026 (C) | 4,370 | 4,351 | ||||||
| Enbridge | ||||||||
| 5.450%, 03/27/2036 | 2,066 | 2,039 | ||||||
| 4.850%, 03/27/2031 | 2,778 | 2,745 | ||||||
| Energy Transfer LP | ||||||||
| 6.550%, 12/01/2033 | 1,950 | 2,071 | ||||||
| 6.300%, 01/15/2056 | 3,365 | 3,280 | ||||||
| 6.000%, 02/01/2029 (C) | 1,777 | 1,786 | ||||||
| 5.300%, 04/01/2044 | 60 | 53 | ||||||
| 5.250%, 07/01/2029 | 598 | 604 | ||||||
| Eni SpA | ||||||||
| 6.000%, 05/18/2056 (C) | 870 | 830 | ||||||
| 5.250%, 05/18/2036 (C) | 6,620 | 6,392 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 60 | 69 | ||||||
| 5.200%, 01/15/2036 | 2,215 | 2,175 | ||||||
| Equinor | ||||||||
| 5.125%, 06/03/2035 | 233 | 231 | ||||||
| 4.750%, 11/14/2035 | 1,921 | 1,840 | ||||||
| Galaxy Pipeline Assets Bidco | ||||||||
| 2.625%, 03/31/2036 (C) | 2,079 | 1,788 | ||||||
| 2.160%, 03/31/2034 (C) | 1,299 | 1,157 | ||||||
| Green Palm Bidco Sarl MTN | ||||||||
| 6.462%, 06/30/2046 (C) | 1,814 | 1,774 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (C) | 1,985 | 1,969 | ||||||
| Harbour Energy Finance 2 | ||||||||
| 5.929%, 08/19/2033 (C) | 3,003 | 2,990 | ||||||
| SEI Institutional Investments Trust | 199 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | $ | 8,940 | $ | 9,217 | ||||
| 5.800%, 04/01/2047 | 1,150 | 1,132 | ||||||
| HF Sinclair | ||||||||
| 5.000%, 02/01/2028 | 3,595 | 3,587 | ||||||
| Kinder Morgan | ||||||||
| 5.200%, 03/01/2048 | 1,240 | 1,085 | ||||||
| MPLX | ||||||||
| 6.100%, 04/01/2056 | 818 | 783 | ||||||
| 5.300%, 04/01/2036 | 1,722 | 1,666 | ||||||
| 5.000%, 05/01/2032 | 3,734 | 3,677 | ||||||
| 4.700%, 11/01/2029 | 2,987 | 2,965 | ||||||
| MPLX LP | ||||||||
| 5.500%, 11/01/2036 | 6,835 | 6,674 | ||||||
| ONEOK | ||||||||
| 6.250%, 10/15/2055 | 1,259 | 1,235 | ||||||
| 5.700%, 11/01/2054 | 2,099 | 1,911 | ||||||
| 5.400%, 10/15/2035 | 3,655 | 3,586 | ||||||
| Rio Grande LNG LLC | ||||||||
| 5.750%, 06/30/2036 (C) | 6,105 | 5,947 | ||||||
| Schlumberger Investment | ||||||||
| 5.150%, 05/07/2036 | 2,595 | 2,539 | ||||||
| Shell Finance US | ||||||||
| 4.000%, 05/10/2046 | 170 | 132 | ||||||
| 2.750%, 04/06/2030 | 660 | 615 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 1,455 | 1,130 | ||||||
| Spectra Energy Partners LP | ||||||||
| 3.375%, 10/15/2026 | 140 | 140 | ||||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 2,200 | 2,524 | ||||||
| TotalEnergies Capital USA LLC | ||||||||
| 4.857%, 01/13/2036 | 1,694 | 1,630 | ||||||
| 4.569%, 01/13/2033 | 843 | 815 | ||||||
| TransCanada PipeLines | ||||||||
| 5.850%, 03/15/2036 | 117 | 119 | ||||||
| 4.625%, 03/01/2034 | 4,705 | 4,469 | ||||||
| Williams | ||||||||
| 7.750%, 06/15/2031 | 339 | 375 | ||||||
| 7.500%, 01/15/2031 | 9 | 10 | ||||||
| 4.900%, 01/15/2045 | 570 | 488 | ||||||
| 3.750%, 06/15/2027 | 410 | 408 | ||||||
| 123,505 | ||||||||
| Financials — 6.2% | ||||||||
| AEGON Funding LLC | ||||||||
| 5.625%, 05/07/2036 | 1,729 | 1,682 | ||||||
| American Express | ||||||||
| 5.667%, SOFR + 1.790%, 04/25/2036 (B) | 2,695 | 2,723 | ||||||
| 4.918%, SOFR + 1.220%, 07/20/2033 (B) | 1,505 | 1,479 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| American International Group | ||||||||
| 5.450%, 05/07/2035 | $ | 290 | $ | 289 | ||||
| Ameriprise Financial | ||||||||
| 5.350%, 06/15/2036 | 2,292 | 2,241 | ||||||
| Apollo Global Management | ||||||||
| 5.700%, 03/30/2036 | 870 | 859 | ||||||
| Arch Capital Group | ||||||||
| 5.250%, 06/15/2036 | 1,529 | 1,489 | ||||||
| Ares Management | ||||||||
| 5.600%, 10/11/2054 | 1,462 | 1,283 | ||||||
| Athene Holding | ||||||||
| 6.150%, 08/15/2036 | 2,303 | 2,278 | ||||||
| Atlas Warehouse Lending | ||||||||
| 4.625%, 11/15/2028 (C) | 5,250 | 5,177 | ||||||
| Avolon Holdings Funding | ||||||||
| 6.375%, 05/04/2028 (C) | 1,410 | 1,440 | ||||||
| 5.750%, 03/01/2029 (C) | 1,410 | 1,429 | ||||||
| 5.750%, 11/15/2029 (C) | 5,125 | 5,198 | ||||||
| 5.375%, 05/30/2030 (C) | 3,880 | 3,888 | ||||||
| 3.250%, 02/15/2027 (C) | 400 | 398 | ||||||
| 2.528%, 11/18/2027 (C) | 471 | 458 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 4.977%, 09/03/2029 | 3,000 | 2,993 | ||||||
| Bank of America | ||||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (B) | 11,860 | 11,884 | ||||||
| 5.288%, SOFR + 1.910%, 04/25/2034 (B) | 8,275 | 8,235 | ||||||
| 4.477%, SOFR + 0.870%, 04/23/2030 (B) | 6,338 | 6,264 | ||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (B) | 1,935 | 1,904 | ||||||
| 2.687%, SOFR + 1.320%, 04/22/2032 (B) | 510 | 457 | ||||||
| 2.592%, SOFR + 2.150%, 04/29/2031 (B) | 1,456 | 1,336 | ||||||
| Bank of America MTN | ||||||||
| 2.972%, SOFR + 1.330%, 02/04/2033 (B) | 1,885 | 1,680 | ||||||
| 2.884%, TSFR3M + 1.452%, 10/22/2030 (B) | 480 | 451 | ||||||
| 2.087%, SOFR + 1.060%, 06/14/2029 (B) | 12,990 | 12,388 | ||||||
| Bank of Ireland Group | ||||||||
| 4.997%, SOFRINDX + 1.160%, 11/12/2032 (B)(C) | 4,595 | 4,514 | ||||||
| Bank of Montreal MTN | ||||||||
| 5.298%, SOFR + 1.208%, 06/02/2037 (B) | 2,351 | 2,297 | ||||||
| Bank of Nova Scotia | ||||||||
| 4.578%, SOFR + 0.660%, 06/05/2029 (B) | 809 | 805 | ||||||
| 4.247%, SOFR + 0.730%, 02/02/2030 (B) | 1,925 | 1,895 | ||||||
| 200 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of Nova Scotia MTN | ||||||||
| 4.904%, SOFR + 0.970%, 06/05/2032 (B) | $ | 3,228 | $ | 3,178 | ||||
| Banque Federative du Credit Mutuel | ||||||||
| 5.152%, SOFR + 1.200%, 07/09/2032 (B)(C) | 2,998 | 2,948 | ||||||
| 4.786%, 07/09/2029 (C) | 2,681 | 2,660 | ||||||
| Barranquilla Distrito Especial Industrial y Portuario | ||||||||
| 7.350%, 07/23/2031 (C) | 812 | 833 | ||||||
| Blue Owl Finance LLC | ||||||||
| 6.750%, 08/18/2036 | 2,021 | 2,016 | ||||||
| Brookfield Asset Management | ||||||||
| 5.298%, 01/15/2036 | 1,524 | 1,460 | ||||||
| 4.832%, 04/15/2031 | 2,682 | 2,627 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 4.283%, SOFRINDX + 0.790%, 01/29/2030 (B) | 6,105 | 6,012 | ||||||
| Capital One Financial | ||||||||
| 4.722%, SOFR + 1.150%, 01/30/2032 (B) | 2,950 | 2,881 | ||||||
| Charles Schwab | ||||||||
| 5.655%, SOFR + 1.320%, 08/12/2037 (B) | 2,127 | 2,120 | ||||||
| 5.493%, SOFR + 1.280%, 05/21/2037 (B) | 3,030 | 2,987 | ||||||
| 5.108%, SOFR + 0.950%, 08/12/2032 (B) | 3,059 | 3,044 | ||||||
| Chubb INA Holdings LLC MTN | ||||||||
| 5.000%, 03/15/2034 | 585 | 574 | ||||||
| CI Financial | ||||||||
| 3.200%, 12/17/2030 | 11,100 | 10,005 | ||||||
| Citibank | ||||||||
| 4.914%, 05/29/2030 | 2,500 | 2,503 | ||||||
| 4.846%, SOFR + 0.910%, 06/18/2032 (B) | 8,384 | 8,266 | ||||||
| Citigroup | ||||||||
| 8.125%, 07/15/2039 | 1,438 | 1,744 | ||||||
| 5.300%, 05/06/2044 | 255 | 231 | ||||||
| 5.174%, SOFR + 1.364%, 02/13/2030 (B) | 12,485 | 12,545 | ||||||
| 2.561%, SOFR + 1.167%, 05/01/2032 (B) | 12,435 | 11,051 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (B) | 3,510 | 3,479 | ||||||
| Constellation Insurance | ||||||||
| 6.800%, 01/24/2030 (C) | 1,775 | 1,729 | ||||||
| Danantara Investment Management MTN | ||||||||
| 5.350%, 06/18/2031 (C) | 2,536 | 2,516 | ||||||
| Deutsche Bank NY | ||||||||
| 6.819%, SOFR + 2.510%, 11/20/2029 (B) | 1,445 | 1,500 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.999%, SOFR + 1.700%, 09/11/2030 (B) | $ | 1,695 | $ | 1,688 | ||||
| Farmers Exchange Capital | ||||||||
| 7.200%, 07/15/2048 (C) | 1,788 | 1,742 | ||||||
| 7.050%, 07/15/2028 (C) | 5,100 | 5,227 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (B)(C) | 5,120 | 5,021 | ||||||
| Farmers Exchange Capital III | ||||||||
| 5.454%, TSFR3M + 3.716%, 10/15/2054 (B)(C) | 4,710 | 4,381 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (B)(C) | 1,530 | 1,532 | ||||||
| Fifth Third Bancorp | ||||||||
| 5.141%, SOFR + 1.240%, 01/29/2037 (B) | 1,706 | 1,632 | ||||||
| Fiserv | ||||||||
| 5.625%, 08/21/2033 | 1,415 | 1,402 | ||||||
| 5.450%, 03/15/2034 | 1,795 | 1,745 | ||||||
| 5.250%, 08/11/2035 | 3,775 | 3,594 | ||||||
| Goldman Sachs Bank USA NY | ||||||||
| 4.656%, SOFR + 0.720%, 06/03/2029 (B) | 1,920 | 1,914 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 3,440 | 3,519 | ||||||
| Goldman Sachs Group | ||||||||
| 6.215%, SOFR + 1.820%, 07/21/2057 (B) | 741 | 733 | ||||||
| 5.655%, SOFR + 1.450%, 07/21/2037 (B) | 3,584 | 3,551 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (B) | 1,023 | 942 | ||||||
| 5.536%, SOFR + 1.380%, 01/28/2036 (B) | 5,030 | 4,978 | ||||||
| 5.425%, SOFR + 1.310%, 06/03/2037 (B) | 1,530 | 1,490 | ||||||
| 5.330%, SOFR + 1.550%, 07/23/2035 (B) | 5,080 | 4,989 | ||||||
| 5.094%, SOFR + 1.340%, 04/20/2034 (B) | 495 | 483 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (B) | 10,594 | 10,059 | ||||||
| 5.049%, SOFR + 1.210%, 07/23/2030 (B) | 1,509 | 1,508 | ||||||
| 5.016%, SOFR + 1.420%, 10/23/2035 (B) | 1,545 | 1,483 | ||||||
| 4.972%, SOFR + 1.030%, 06/03/2032 (B) | 6,631 | 6,528 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (B) | 6,596 | 6,229 | ||||||
| 4.516%, SOFR + 0.960%, 01/21/2032 (B) | 993 | 962 | ||||||
| SEI Institutional Investments Trust | 201 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.369%, SOFR + 1.060%, 10/21/2031 (B) | $ | 10,315 | $ | 9,971 | ||||
| 4.148%, SOFR + 0.710%, 01/21/2029 (B) | 1,012 | 1,003 | ||||||
| 2.908%, SOFR + 1.472%, 07/21/2042 (B) | 280 | 193 | ||||||
| 2.650%, SOFR + 1.264%, 10/21/2032 (B) | 2,415 | 2,118 | ||||||
| 2.615%, SOFR + 1.281%, 04/22/2032 (B) | 2,000 | 1,773 | ||||||
| 2.383%, SOFR + 1.248%, 07/21/2032 (B) | 14,310 | 12,486 | ||||||
| 1.542%, SOFR + 0.818%, 09/10/2027 (B) | 5,805 | 5,801 | ||||||
| Guardian Life Global Funding | ||||||||
| 4.798%, 04/28/2030 (C) | 7,755 | 7,699 | ||||||
| Guardian Life Global Funding MTN | ||||||||
| 4.179%, 09/26/2029 (C) | 4,400 | 4,309 | ||||||
| HSBC Holdings PLC | ||||||||
| 5.733%, SOFR + 1.520%, 05/17/2032 (B) | 8,250 | 8,385 | ||||||
| 5.729%, SOFR + 1.470%, 08/14/2037 (B) | 2,995 | 2,968 | ||||||
| 5.243%, SOFR + 1.160%, 08/14/2032 (B) | 3,519 | 3,496 | ||||||
| 5.208%, SOFR + 1.320%, 05/12/2034 (B) | 2,450 | 2,398 | ||||||
| 4.675%, SOFR + 1.210%, 03/10/2032 (B) | 2,410 | 2,348 | ||||||
| 4.583%, TSFR3M + 1.796%, 06/19/2029 (B) | 660 | 657 | ||||||
| 4.398%, SOFR + 0.990%, 03/10/2030 (B) | 4,630 | 4,558 | ||||||
| Intercontinental Exchange | ||||||||
| 5.250%, 06/15/2031 | 1,695 | 1,711 | ||||||
| 5.150%, 09/01/2033 | 1,258 | 1,253 | ||||||
| 4.900%, 09/01/2031 | 3,065 | 3,052 | ||||||
| 4.700%, 08/20/2029 | 2,994 | 2,987 | ||||||
| Jackson Financial | ||||||||
| 6.150%, 01/15/2037 | 2,865 | 2,802 | ||||||
| 3.125%, 11/23/2031 | 2,068 | 1,832 | ||||||
| JPMorgan Chase | ||||||||
| 8.750%, 09/01/2030 | 1,725 | 1,958 | ||||||
| 5.766%, SOFR + 1.490%, 04/22/2035 (B) | 15,800 | 16,111 | ||||||
| 5.581%, SOFR + 1.160%, 04/22/2030 (B) | 4,695 | 4,768 | ||||||
| 5.572%, SOFR + 1.680%, 04/22/2036 (B) | 6,110 | 6,134 | ||||||
| 5.502%, SOFR + 1.315%, 01/24/2036 (B) | 1,175 | 1,174 | ||||||
| 5.148%, SOFR + 1.260%, 04/23/2037 (B) | 890 | 861 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.023%, TSFR3M + 1.212%, 02/02/2037 (B) | $ | 2,840 | $ | 2,612 | ||||
| 4.864%, SOFR + 0.845%, 07/23/2030 (B) | 6,240 | 6,221 | ||||||
| 4.851%, SOFR + 1.990%, 07/25/2028 (B) | 2,195 | 2,200 | ||||||
| 4.810%, SOFR + 1.190%, 10/22/2036 (B) | 6,490 | 6,150 | ||||||
| 4.408%, SOFR + 0.820%, 04/23/2030 (B) | 4,505 | 4,444 | ||||||
| 2.947%, SOFR + 1.170%, 02/24/2028 (B) | 1,470 | 1,459 | ||||||
| 2.739%, TSFR3M + 1.510%, 10/15/2030 (B) | 1,640 | 1,534 | ||||||
| 2.580%, TSFR3M + 1.250%, 04/22/2032 (B) | 1,212 | 1,082 | ||||||
| 2.545%, SOFR + 1.180%, 11/08/2032 (B) | 690 | 607 | ||||||
| 2.182%, SOFR + 1.890%, 06/01/2028 (B) | 1,775 | 1,743 | ||||||
| 1.953%, SOFR + 1.065%, 02/04/2032 (B) | 2,645 | 2,311 | ||||||
| 1.470%, SOFR + 0.765%, 09/22/2027 (B) | 6,685 | 6,675 | ||||||
| Lehman Brothers Holdings | ||||||||
| 6.500%, 12/31/2049 (E) | 4,040 | – | ||||||
| Lehman Brothers Holdings MTN | ||||||||
| 6.750%, 12/31/2049 (E) | 10,370 | – | ||||||
| Lehman Brothers Holdings Capital Trust VII MTN | ||||||||
| 5.857%, US0003M + 0.840%(E)(F) | 20,630 | – | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.696%, H15T1Y + 1.000%, 08/17/2037 (B) | 2,527 | 2,504 | ||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (B) | 1,189 | 1,125 | ||||||
| 4.425%, H15T1Y + 0.820%, 11/04/2031 (B) | 2,405 | 2,335 | ||||||
| Marsh & McLennan | ||||||||
| 5.750%, 11/01/2032 | 1,510 | 1,553 | ||||||
| 4.950%, 03/15/2036 | 2,390 | 2,284 | ||||||
| MassMutual Global Funding II MTN | ||||||||
| 5.050%, 08/26/2035 (C) | 3,128 | 3,029 | ||||||
| 4.950%, 01/10/2030 (C) | 3,592 | 3,586 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 6.049%, H15T1Y + 0.930%, 07/24/2047 (B) | 952 | 947 | ||||||
| 5.868%, H15T1Y + 0.980%, 04/21/2047 (B) | 887 | 863 | ||||||
| 5.057%, H15T1Y + 0.900%, 01/14/2037 (B) | 978 | 936 | ||||||
| Mizuho Financial Group | ||||||||
| 4.782%, H15T1Y + 0.680%, 07/13/2030 (B) | 7,695 | 7,639 | ||||||
| 202 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Morgan Stanley | ||||||||
| 5.605%, SOFRINDX + 1.429%, 07/17/2037 (B) | $ | 861 | $ | 852 | ||||
| 5.466%, SOFR + 1.730%, 01/18/2035 (B) | 2,960 | 2,944 | ||||||
| 5.320%, SOFR + 1.555%, 07/19/2035 (B) | 3,855 | 3,796 | ||||||
| 5.296%, SOFRINDX + 1.410%, 04/10/2037 (B) | 4,277 | 4,137 | ||||||
| 5.192%, SOFR + 1.510%, 04/17/2031 (B) | 1,430 | 1,431 | ||||||
| 5.170%, SOFRINDX + 1.158%, 07/14/2032 (B) | 2,188 | 2,172 | ||||||
| 5.073%, SOFR + 1.184%, 01/30/2037 (B) | 3,074 | 2,931 | ||||||
| 4.868%, SOFRINDX + 0.847%, 07/12/2029 (B) | 6,715 | 6,716 | ||||||
| 4.708%, SOFR + 1.195%, 03/12/2032 (B) | 6,074 | 5,929 | ||||||
| 4.555%, SOFRINDX + 0.960%, 04/10/2030 (B) | 3,025 | 2,991 | ||||||
| 4.493%, SOFR + 0.950%, 01/16/2032 (B) | 4,807 | 4,659 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (B) | 10,501 | 10,326 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (B) | 6,345 | 6,447 | ||||||
| 5.250%, SOFR + 1.870%, 04/21/2034 (B) | 9,735 | 9,615 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (B) | 1,493 | 1,411 | ||||||
| 4.133%, SOFR + 0.913%, 10/18/2029 (B) | 3,258 | 3,206 | ||||||
| 2.511%, SOFR + 1.200%, 10/20/2032 (B) | 2,950 | 2,581 | ||||||
| Morgan Stanley Bank | ||||||||
| 5.504%, SOFR + 0.865%, 05/26/2028 (B) | 1,805 | 1,816 | ||||||
| 4.788%, SOFRINDX + 0.974%, 05/10/2030 (B) | 2,041 | 2,031 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.734%, SOFR + 1.080%, 07/18/2031 (B) | 9,424 | 9,282 | ||||||
| 4.465%, SOFR + 1.020%, 11/19/2031 (B) | 11,888 | 11,560 | ||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (B) | 5,896 | 5,795 | ||||||
| National Securities Clearing | ||||||||
| 4.700%, 06/09/2031 (C) | 1,796 | 1,776 | ||||||
| NMI Holdings | ||||||||
| 6.000%, 08/15/2029 | 4,405 | 4,465 | ||||||
| Northwestern Mutual Global Funding | ||||||||
| 5.160%, 05/28/2031 (C) | 3,285 | 3,301 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.740%, 06/30/2031 (C) | $ | 3,245 | $ | 3,197 | ||||
| Northwestern Mutual Life Insurance | ||||||||
| 3.850%, 09/30/2047 (C) | 2,788 | 2,042 | ||||||
| Pacific Life Global Funding II | ||||||||
| 4.875%, 07/17/2032 (C) | 5,530 | 5,412 | ||||||
| PNC Bank | ||||||||
| 4.429%, SOFR + 0.727%, 07/21/2028 (B) | 3,965 | 3,962 | ||||||
| PNC Financial Services Group | ||||||||
| 5.463%, SOFR + 1.267%, 07/21/2037 (B) | 1,464 | 1,442 | ||||||
| 5.423%, H15T5Y + 1.170%, 01/25/2041 (B) | 938 | 897 | ||||||
| 5.373%, SOFR + 1.417%, 07/21/2036 (B) | 1,260 | 1,242 | ||||||
| 4.812%, SOFR + 1.259%, 10/21/2032 (B) | 2,240 | 2,199 | ||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (B) | 3,157 | 3,134 | ||||||
| RLI | ||||||||
| 5.375%, 06/01/2036 | 1,382 | 1,320 | ||||||
| Sompo Holdings | ||||||||
| 5.411%, H15T1Y + 2.130%, 04/22/2037 (B)(C) | 4,735 | 4,521 | ||||||
| Standard Chartered MTN | ||||||||
| 5.706%, H15T1Y + 1.100%, 03/05/2047 (B)(C) | 2,113 | 1,985 | ||||||
| State Street | ||||||||
| 5.146%, SOFR + 1.217%, 02/28/2036 (B) | 2,295 | 2,247 | ||||||
| State Street Bank & Trust | ||||||||
| 5.217%, 07/23/2034 | 2,121 | 2,115 | ||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.296%, SOFR + 1.290%, 07/07/2037 (B) | 2,041 | 1,979 | ||||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 6.850%, 12/16/2039 (C) | 148 | 159 | ||||||
| 4.900%, 09/15/2044 (C) | 600 | 516 | ||||||
| 4.270%, 05/15/2047 (C) | 175 | 135 | ||||||
| 3.300%, 05/15/2050 (C) | 2,360 | 1,505 | ||||||
| Travelers | ||||||||
| 4.950%, 07/24/2031 | 2,181 | 2,171 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (B) | 4,110 | 4,074 | ||||||
| Truist Financial MTN | ||||||||
| 5.281%, SOFR + 1.414%, 04/23/2037 (B) | 2,604 | 2,515 | ||||||
| 4.680%, SOFR + 1.087%, 04/23/2032 (B) | 2,604 | 2,540 | ||||||
| 4.597%, SOFR + 0.965%, 01/27/2032 (B) | 3,347 | 3,259 | ||||||
| SEI Institutional Investments Trust | 203 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| UBS | ||||||||
| 5.053%, SOFR + 0.960%, 08/07/2032 (B) | $ | 1,831 | $ | 1,816 | ||||
| UBS Group MTN | ||||||||
| 5.528%, SOFR + 1.490%, 05/06/2047 (B)(C) | 2,314 | 2,152 | ||||||
| 4.588%, SOFR + 1.050%, 08/10/2032 (B)(C) | 2,135 | 2,066 | ||||||
| US Bancorp | ||||||||
| 5.470%, SOFR + 1.248%, 07/27/2037 (B) | 991 | 980 | ||||||
| 5.033%, SOFR + 1.101%, 01/26/2037 (B) | 1,839 | 1,765 | ||||||
| 4.481%, SOFR + 0.867%, 01/26/2032 (B) | 3,676 | 3,577 | ||||||
| Wells Fargo | ||||||||
| 5.499%, SOFR + 1.780%, 01/23/2035 (B) | 1,385 | 1,387 | ||||||
| 5.389%, SOFR + 2.020%, 04/24/2034 (B) | 3,665 | 3,660 | ||||||
| 5.211%, SOFR + 1.380%, 12/03/2035 (B) | 695 | 680 | ||||||
| 5.150%, SOFR + 1.500%, 04/23/2031 (B) | 670 | 671 | ||||||
| 4.970%, SOFR + 1.370%, 04/23/2029 (B) | 3,845 | 3,858 | ||||||
| 4.844%, SOFR + 0.970%, 05/20/2032 (B) | 110 | 108 | ||||||
| 4.182%, SOFR + 0.740%, 01/23/2030 (B) | 5,525 | 5,435 | ||||||
| Wells Fargo MTN | ||||||||
| 5.557%, SOFR + 1.990%, 07/25/2034 (B) | 5,270 | 5,310 | ||||||
| 4.897%, SOFR + 2.100%, 07/25/2033 (B) | 1,907 | 1,866 | ||||||
| 4.650%, 11/04/2044 | 500 | 409 | ||||||
| 3.584%, TSFR3M + 1.572%, 05/22/2028 (B) | 5,205 | 5,168 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (B) | 415 | 408 | ||||||
| 642,354 | ||||||||
| Health Care — 2.1% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 1,685 | 1,572 | ||||||
| 5.500%, 03/15/2056 | 1,680 | 1,574 | ||||||
| AbbVie | ||||||||
| 5.500%, 03/15/2064 | 565 | 513 | ||||||
| 5.450%, 09/15/2038 | 1,706 | 1,684 | ||||||
| 5.400%, 03/15/2054 | 1,410 | 1,291 | ||||||
| 5.300%, 09/15/2036 | 1,706 | 1,687 | ||||||
| 5.200%, 03/15/2035 | 1,169 | 1,158 | ||||||
| 5.050%, 09/15/2033 | 2,133 | 2,113 | ||||||
| 5.050%, 03/15/2034 | 1,399 | 1,384 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.800%, 03/15/2027 | $ | 2,429 | $ | 2,435 | ||||
| 4.650%, 03/15/2030 | 1,991 | 1,978 | ||||||
| 4.500%, 05/14/2035 | 4,454 | 4,192 | ||||||
| 4.450%, 05/14/2046 | 430 | 355 | ||||||
| 4.400%, 03/15/2033 | 1,375 | 1,318 | ||||||
| 4.250%, 11/21/2049 | 3,533 | 2,753 | ||||||
| 4.050%, 11/21/2039 | 3,084 | 2,629 | ||||||
| 3.200%, 11/21/2029 | 3,581 | 3,411 | ||||||
| Alcon Finance | ||||||||
| 5.375%, 12/06/2032 (C) | 2,896 | 2,914 | ||||||
| 3.000%, 09/23/2029 (C) | 3,845 | 3,634 | ||||||
| Amgen | ||||||||
| 6.375%, 06/01/2037 | 2,275 | 2,418 | ||||||
| 5.650%, 03/02/2053 | 2,540 | 2,367 | ||||||
| 5.650%, 02/19/2056 | 1,929 | 1,799 | ||||||
| 5.600%, 03/02/2043 | 1,401 | 1,348 | ||||||
| 5.500%, 02/19/2046 | 516 | 485 | ||||||
| 4.850%, 02/19/2036 | 2,136 | 2,037 | ||||||
| 4.400%, 05/01/2045 | 900 | 735 | ||||||
| 2.000%, 01/15/2032 | 2,710 | 2,316 | ||||||
| Astrazeneca Finance LLC | ||||||||
| 4.000%, 03/02/2031 | 994 | 957 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.625%, 06/25/2038 (C) | 2,097 | 1,847 | ||||||
| 4.375%, 12/15/2028 (C) | 3,938 | 3,886 | ||||||
| Bayer US Finance LLC | ||||||||
| 5.375%, 07/20/2033 (C) | 4,750 | 4,692 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.100%, 02/22/2031 | 540 | 543 | ||||||
| Cigna Group | ||||||||
| 5.250%, 01/15/2036 | 4,480 | 4,377 | ||||||
| 4.900%, 12/15/2048 | 140 | 118 | ||||||
| 4.875%, 09/15/2032 | 3,535 | 3,468 | ||||||
| 4.375%, 10/15/2028 | 1,260 | 1,250 | ||||||
| 3.400%, 03/15/2050 | 250 | 165 | ||||||
| 3.400%, 03/15/2051 | 1,050 | 688 | ||||||
| CommonSpirit Health | ||||||||
| 4.350%, 11/01/2042 | 440 | 371 | ||||||
| CVS Health | ||||||||
| 5.875%, 06/01/2053 | 370 | 343 | ||||||
| 5.450%, 09/15/2035 | 1,194 | 1,178 | ||||||
| 5.300%, 06/01/2033 | 2,088 | 2,075 | ||||||
| 5.050%, 03/25/2048 | 15,697 | 13,285 | ||||||
| 4.780%, 03/25/2038 | 1,525 | 1,386 | ||||||
| 3.250%, 08/15/2029 | 1,720 | 1,643 | ||||||
| 1.875%, 02/28/2031 | 6,050 | 5,260 | ||||||
| Elevance Health | ||||||||
| 5.000%, 01/15/2036 | 5,265 | 5,038 | ||||||
| 3.650%, 12/01/2027 | 330 | 326 | ||||||
| 2.550%, 03/15/2031 | 3,180 | 2,856 | ||||||
| EMD Finance LLC | ||||||||
| 5.000%, 10/15/2035 (C) | 3,290 | 3,159 | ||||||
| 204 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Fresenius Medical Care US Finance III | ||||||||
| 1.875%, 12/01/2026 (C) | $ | 2,440 | $ | 2,422 | ||||
| Gilead Sciences | ||||||||
| 4.600%, 05/20/2031 | 2,141 | 2,106 | ||||||
| 4.000%, 09/01/2036 | 734 | 658 | ||||||
| 2.600%, 10/01/2040 | 3,890 | 2,739 | ||||||
| HCA | ||||||||
| 5.900%, 06/01/2053 | 728 | 676 | ||||||
| 4.600%, 11/15/2032 | 2,205 | 2,116 | ||||||
| 3.500%, 09/01/2030 | 6,920 | 6,528 | ||||||
| 3.500%, 07/15/2051 | 6,235 | 4,006 | ||||||
| 2.375%, 07/15/2031 | 4,015 | 3,530 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.200%, 06/15/2029 (C) | 5,100 | 5,124 | ||||||
| Humana | ||||||||
| 4.950%, 10/01/2044 | 200 | 168 | ||||||
| 4.800%, 03/15/2047 | 50 | 40 | ||||||
| 3.700%, 03/23/2029 | 6,150 | 5,967 | ||||||
| 2.150%, 02/03/2032 | 250 | 214 | ||||||
| Medline Borrower LP | ||||||||
| 3.875%, 04/01/2029 (C) | 7,765 | 7,519 | ||||||
| Novartis Capital | ||||||||
| 5.700%, 03/18/2056 | 482 | 468 | ||||||
| 5.600%, 03/18/2046 | 603 | 586 | ||||||
| 4.900%, 03/18/2036 | 5,827 | 5,644 | ||||||
| 4.600%, 03/18/2033 | 2,001 | 1,949 | ||||||
| 4.600%, 11/05/2035 | 1,415 | 1,350 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.855%, 11/15/2032 | 4,630 | 4,509 | ||||||
| Pfizer | ||||||||
| 4.875%, 11/15/2035 | 3,836 | 3,700 | ||||||
| 4.200%, 11/15/2030 | 2,787 | 2,721 | ||||||
| 2.625%, 04/01/2030 | 720 | 667 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | 506 | 442 | ||||||
| 5.300%, 05/19/2053 | 499 | 446 | ||||||
| 4.750%, 05/19/2033 | 3,582 | 3,493 | ||||||
| Roche Holdings | ||||||||
| 4.374%, 12/02/2032 (C) | 689 | 666 | ||||||
| 4.075%, 12/02/2030 (C) | 1,788 | 1,734 | ||||||
| Royalty Pharma PLC | ||||||||
| 5.200%, 09/25/2035 | 8,518 | 8,277 | ||||||
| 3.550%, 09/02/2050 | 2,280 | 1,525 | ||||||
| 3.300%, 09/02/2040 | 499 | 375 | ||||||
| 2.200%, 09/02/2030 | 508 | 456 | ||||||
| UnitedHealth Group | ||||||||
| 5.875%, 02/15/2053 | 1,940 | 1,864 | ||||||
| 5.625%, 07/15/2054 | 3,360 | 3,119 | ||||||
| 5.500%, 07/15/2044 | 1,174 | 1,108 | ||||||
| 3.250%, 05/15/2051 | 408 | 261 | ||||||
| 3.050%, 05/15/2041 | 451 | 328 | ||||||
| 2.750%, 05/15/2040 | 2,390 | 1,719 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Universal Health Services | ||||||||
| 1.650%, 09/01/2026 | $ | 1,260 | $ | 1,260 | ||||
| VSP Optical Group | ||||||||
| 5.650%, 06/01/2036 (C) | 5,485 | 5,442 | ||||||
| 5.400%, 06/01/2033 (C) | 2,569 | 2,540 | ||||||
| 211,473 | ||||||||
| Industrials — 1.8% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 6.450%, 04/15/2027 | 1,549 | 1,565 | ||||||
| 4.950%, 09/10/2034 | 10,415 | 9,946 | ||||||
| 3.300%, 01/30/2032 | 4,586 | 4,138 | ||||||
| 3.000%, 10/29/2028 | 7,125 | 6,844 | ||||||
| American Airlines Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
| 3.375%, 05/01/2027 | 61 | 60 | ||||||
| American Airlines Pass-Through Trust, Ser 2025-1, Cl A | ||||||||
| 4.900%, 05/11/2038 | 2,210 | 2,102 | ||||||
| BAE Systems PLC | ||||||||
| 5.250%, 03/26/2031 (C) | 3,615 | 3,648 | ||||||
| Boeing | ||||||||
| 6.858%, 05/01/2054 | 1,012 | 1,084 | ||||||
| 6.388%, 05/01/2031 | 2,800 | 2,937 | ||||||
| 5.805%, 05/01/2050 | 1,694 | 1,597 | ||||||
| Booz Allen Hamilton | ||||||||
| 5.375%, 01/30/2030 | 1,704 | 1,700 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 7.290%, 06/01/2036 | 200 | 231 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.375%, 08/16/2029 | 1,098 | 1,089 | ||||||
| Caterpillar Financial Services MTN | ||||||||
| 4.500%, 05/15/2031 | 1,880 | 1,848 | ||||||
| 4.200%, 05/15/2028 | 5,102 | 5,075 | ||||||
| Crowley Conro LLC | ||||||||
| 4.181%, 08/15/2043 | 644 | 583 | ||||||
| Delta Air Lines | ||||||||
| 5.250%, 07/10/2030 | 4,014 | 4,021 | ||||||
| 4.950%, 07/10/2028 | 3,906 | 3,911 | ||||||
| Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA | ||||||||
| 2.000%, 06/10/2028 | 1,924 | 1,859 | ||||||
| Delta Air Lines/Skymiles | ||||||||
| 4.750%, 10/20/2028 (C) | 2,357 | 2,352 | ||||||
| Eaton | ||||||||
| 4.800%, 03/06/2036 | 992 | 948 | ||||||
| 4.500%, 03/06/2033 | 1,246 | 1,200 | ||||||
| Embraer Netherlands Finance BV | ||||||||
| 5.980%, 02/11/2035 | 733 | 748 | ||||||
| 5.400%, 01/09/2038 | 1,483 | 1,420 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 1,930 | 1,789 | ||||||
| SEI Institutional Investments Trust | 205 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| General Electric | ||||||||
| 4.900%, 01/29/2036 | $ | 2,672 | $ | 2,599 | ||||
| 4.300%, 07/29/2030 | 2,940 | 2,882 | ||||||
| General Electric MTN | ||||||||
| 4.482%, TSFR3M + 0.742%, 08/15/2036 (B) | 3,035 | 2,903 | ||||||
| Honeywell Aerospace | ||||||||
| 5.852%, 03/16/2066 | 219 | 208 | ||||||
| 5.732%, 03/16/2056 | 3,478 | 3,305 | ||||||
| 5.622%, 03/16/2046 | 1,067 | 1,019 | ||||||
| 4.950%, 03/16/2036 | 7,000 | 6,725 | ||||||
| 4.600%, 03/16/2033 | 8,455 | 8,175 | ||||||
| 4.300%, 03/16/2031 | 4,795 | 4,661 | ||||||
| 4.000%, 03/16/2029 | 3,132 | 3,074 | ||||||
| 3.900%, 03/16/2028 | 5,220 | 5,163 | ||||||
| Howmet Aerospace | ||||||||
| 4.850%, 10/15/2031 | 1,300 | 1,288 | ||||||
| 4.750%, 04/15/2036 | 1,289 | 1,227 | ||||||
| Huntington Ingalls Industries | ||||||||
| 5.749%, 01/15/2035 | 2,805 | 2,829 | ||||||
| JetBlue Pass-Through Trust, Ser 2019-1, Cl AA | ||||||||
| 2.750%, 05/15/2032 | 115 | 101 | ||||||
| John Deere Capital | ||||||||
| 4.650%, 01/07/2028 | 1,700 | 1,705 | ||||||
| John Deere Capital MTN | ||||||||
| 5.150%, 09/08/2026 | 1,786 | 1,786 | ||||||
| 4.375%, 04/15/2031 | 1,415 | 1,384 | ||||||
| Leidos | ||||||||
| 5.000%, 03/15/2036 | 6,490 | 6,138 | ||||||
| Lockheed Martin | ||||||||
| 4.500%, 05/15/2036 | 685 | 645 | ||||||
| MasTec | ||||||||
| 5.850%, 09/30/2036 | 5,215 | 5,147 | ||||||
| Norfolk Southern | ||||||||
| 5.100%, 05/01/2035 | 1,679 | 1,653 | ||||||
| Northrop Grumman | ||||||||
| 5.250%, 07/15/2035 | 1,293 | 1,285 | ||||||
| 4.650%, 07/15/2030 | 1,394 | 1,381 | ||||||
| 3.250%, 01/15/2028 | 480 | 472 | ||||||
| Otis Worldwide | ||||||||
| 3.112%, 02/15/2040 | 2,905 | 2,166 | ||||||
| Pacific National Finance Pty MTN | ||||||||
| 4.750%, 03/22/2028 | 2,155 | 2,129 | ||||||
| Paychex | ||||||||
| 5.350%, 04/15/2032 | 2,720 | 2,718 | ||||||
| Quanta Services | ||||||||
| 5.300%, 08/09/2033 | 6,695 | 6,628 | ||||||
| Raytheon Technologies | ||||||||
| 2.250%, 07/01/2030 | 680 | 617 | ||||||
| Rentokil Terminix Funding | ||||||||
| 4.625%, 04/23/2031 (C) | 3,095 | 3,004 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Republic Services | ||||||||
| 1.450%, 02/15/2031 | $ | 705 | $ | 607 | ||||
| Rollins | ||||||||
| 5.250%, 02/24/2035 | 4,055 | 3,948 | ||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | 2,139 | 2,240 | ||||||
| 6.100%, 03/15/2034 | 3,120 | 3,280 | ||||||
| Siemens Funding BV | ||||||||
| 5.800%, 05/28/2055 (C) | 1,181 | 1,160 | ||||||
| 5.200%, 05/28/2035 (C) | 1,878 | 1,868 | ||||||
| 4.600%, 05/28/2030 (C) | 2,132 | 2,116 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.700%, 07/25/2033 (C) | 3,945 | 3,957 | ||||||
| 4.950%, 07/23/2029 (C) | 5,500 | 5,482 | ||||||
| Sumisho Air Lease | ||||||||
| 5.850%, 12/15/2027 | 1,325 | 1,342 | ||||||
| Uber Technologies | ||||||||
| 4.800%, 09/15/2034 | 2,940 | 2,811 | ||||||
| Union Pacific | ||||||||
| 5.600%, 12/01/2054 | 755 | 714 | ||||||
| 2.150%, 02/05/2027 | 270 | 268 | ||||||
| United Airlines | ||||||||
| 4.625%, 04/15/2029 (C) | 6,865 | 6,759 | ||||||
| United Airlines Pass-Through Trust, Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 3,038 | 3,093 | ||||||
| Veralto | ||||||||
| 4.850%, 01/15/2032 | 2,040 | 2,006 | ||||||
| 189,363 | ||||||||
| Information Technology — 1.5% | ||||||||
| Accenture Capital | ||||||||
| 5.000%, 07/10/2031 | 5 | 5 | ||||||
| 4.750%, 07/10/2029 | 4 | 4 | ||||||
| Advanced Micro Devices | ||||||||
| 5.500%, 08/17/2036 | 2,215 | 2,175 | ||||||
| 5.250%, 08/17/2033 | 2,493 | 2,465 | ||||||
| AIB Group PLC MTN | ||||||||
| 5.871%, SOFRINDX + 1.910%, 03/28/2035 (B)(C) | 2,645 | 2,695 | ||||||
| Apple | ||||||||
| 3.950%, 08/08/2052 | 1,837 | 1,356 | ||||||
| 2.650%, 05/11/2050 | 1,348 | 786 | ||||||
| 2.375%, 02/08/2041 | 698 | 480 | ||||||
| Atlassian | ||||||||
| 5.500%, 05/15/2034 | 1,540 | 1,514 | ||||||
| Broadcom | ||||||||
| 5.200%, 07/15/2035 | 1,041 | 992 | ||||||
| 4.900%, 07/15/2032 | 1,976 | 1,917 | ||||||
| 4.800%, 10/15/2034 | 3,408 | 3,189 | ||||||
| 4.600%, 07/15/2030 | 500 | 490 | ||||||
| 4.550%, 02/15/2032 | 2,434 | 2,331 | ||||||
| 4.150%, 11/15/2030 | 842 | 808 | ||||||
| 206 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.419%, 04/15/2033 | $ | 744 | $ | 652 | ||||
| 3.137%, 11/15/2035 | 2,520 | 2,028 | ||||||
| Constellation Software | ||||||||
| 5.158%, 02/16/2029 (C) | 3,000 | 2,997 | ||||||
| Dell International LLC | ||||||||
| 5.000%, 04/01/2030 | 4,050 | 4,041 | ||||||
| 4.500%, 02/15/2031 | 4,700 | 4,581 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (C) | 534 | 549 | ||||||
| 6.100%, 01/25/2036 (C) | 6,645 | 6,774 | ||||||
| 5.900%, 01/25/2033 (C) | 1,800 | 1,829 | ||||||
| 5.500%, 01/25/2031 (C) | 898 | 906 | ||||||
| Intel | ||||||||
| 6.200%, 05/15/2066 | 1,212 | 1,130 | ||||||
| 6.125%, 05/15/2056 | 648 | 611 | ||||||
| 5.900%, 02/10/2063 | 722 | 646 | ||||||
| 5.625%, 02/10/2043 | 550 | 511 | ||||||
| 5.300%, 05/15/2036 | 901 | 868 | ||||||
| 5.000%, 08/15/2033 | 1,407 | 1,366 | ||||||
| 4.900%, 08/05/2052 | 325 | 258 | ||||||
| 4.650%, 06/01/2031 | 1,863 | 1,817 | ||||||
| 3.734%, 12/08/2047 | 1,317 | 903 | ||||||
| 3.250%, 11/15/2049 | 3,458 | 2,130 | ||||||
| 2.800%, 08/12/2041 | 825 | 554 | ||||||
| 2.000%, 08/12/2031 | 1,580 | 1,357 | ||||||
| Microsoft | ||||||||
| 3.450%, 08/08/2036 | 24 | 21 | ||||||
| 3.300%, 02/06/2027 | 720 | 717 | ||||||
| 2.921%, 03/17/2052 | 200 | 120 | ||||||
| NVIDIA | ||||||||
| 5.625%, 06/15/2056 | 2,951 | 2,649 | ||||||
| 5.550%, 06/15/2046 | 1,736 | 1,596 | ||||||
| 4.750%, 06/15/2033 | 5,100 | 4,939 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 424 | 372 | ||||||
| 6.700%, 02/04/2056 | 8,586 | 7,562 | ||||||
| 6.550%, 02/04/2046 | 1,900 | 1,698 | ||||||
| 6.000%, 08/03/2055 | 745 | 600 | ||||||
| 5.875%, 09/26/2045 | 1,974 | 1,628 | ||||||
| 5.700%, 02/04/2036 | 2,477 | 2,290 | ||||||
| 5.550%, 02/06/2053 | 1,036 | 784 | ||||||
| 5.375%, 09/27/2054 | 1,253 | 917 | ||||||
| 5.350%, 05/04/2033 | 1,160 | 1,093 | ||||||
| 5.200%, 09/26/2035 | 2,152 | 1,931 | ||||||
| 4.950%, 02/04/2031 | 2,253 | 2,159 | ||||||
| 4.800%, 09/26/2032 | 4,745 | 4,387 | ||||||
| 4.550%, 02/04/2029 | 1,355 | 1,324 | ||||||
| 4.450%, 09/26/2030 | 6,415 | 6,072 | ||||||
| 4.000%, 07/15/2046 | 1,135 | 728 | ||||||
| 3.950%, 03/25/2051 | 4,563 | 2,768 | ||||||
| 3.900%, 05/15/2035 | 5,500 | 4,492 | ||||||
| 3.800%, 11/15/2037 | 11,240 | 8,549 | ||||||
| 3.600%, 04/01/2050 | 2,820 | 1,636 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.950%, 04/01/2030 | $ | 925 | $ | 838 | ||||
| Salesforce | ||||||||
| 6.550%, 03/15/2056 | 4,730 | 4,616 | ||||||
| 5.550%, 03/15/2036 | 3,080 | 3,024 | ||||||
| 5.200%, 03/15/2033 | 7,530 | 7,434 | ||||||
| 4.650%, 03/15/2029 | 9,225 | 9,185 | ||||||
| ServiceNow | ||||||||
| 5.400%, 05/15/2036 | 3,345 | 3,280 | ||||||
| Skyworks Solutions | ||||||||
| 5.750%, 01/10/2032 | 2,069 | 2,054 | ||||||
| 5.000%, 08/10/2028 | 729 | 728 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 1,178 | 1,091 | ||||||
| 5.150%, 04/01/2035 | 1,476 | 1,433 | ||||||
| 5.000%, 04/01/2032 | 1,676 | 1,655 | ||||||
| 4.850%, 04/01/2030 | 2,094 | 2,081 | ||||||
| 4.650%, 04/01/2028 | 1,464 | 1,462 | ||||||
| 157,628 | ||||||||
| Materials — 0.5% | ||||||||
| Amcor Flexibles North America | ||||||||
| 5.500%, 03/17/2035 | 2,730 | 2,716 | ||||||
| Anglo American Capital PLC | ||||||||
| 5.750%, 04/05/2034 (C) | 4,705 | 4,763 | ||||||
| 5.250%, 03/19/2036 (C) | 1,711 | 1,653 | ||||||
| 5.000%, 03/21/2033 (C) | 1,562 | 1,524 | ||||||
| 4.625%, 03/19/2031 (C) | 1,540 | 1,502 | ||||||
| ArcelorMittal | ||||||||
| 5.375%, 05/19/2036 | 3,572 | 3,477 | ||||||
| Berry Global | ||||||||
| 5.650%, 01/15/2034 | 1,010 | 1,016 | ||||||
| 1.650%, 01/15/2027 | 1,785 | 1,766 | ||||||
| Cemex | ||||||||
| 5.750%, 06/05/2036 | 2,038 | 1,982 | ||||||
| Ecolab | ||||||||
| 5.350%, 06/15/2036 | 2,351 | 2,334 | ||||||
| 5.150%, 06/15/2033 | 2,571 | 2,559 | ||||||
| Glencore Funding LLC | ||||||||
| 5.508%, 04/01/2036 (C) | 1,396 | 1,373 | ||||||
| 5.200%, 07/01/2033 (C) | 1,690 | 1,662 | ||||||
| 4.900%, 07/01/2031 (C) | 1,799 | 1,774 | ||||||
| International Flavors & Fragrances | ||||||||
| 2.300%, 11/01/2030 (C) | 6,675 | 5,975 | ||||||
| Martin Marietta Materials | ||||||||
| 5.625%, 08/15/2036 | 1,279 | 1,279 | ||||||
| 5.400%, 01/30/2034 | 1,996 | 1,996 | ||||||
| 5.200%, 01/30/2032 | 2,495 | 2,495 | ||||||
| 4.850%, 08/15/2029 | 1,497 | 1,497 | ||||||
| Mosaic | ||||||||
| 5.900%, 08/17/2036 | 1,276 | 1,257 | ||||||
| 5.650%, 01/15/2034 | 2,127 | 2,105 | ||||||
| SEI Institutional Investments Trust | 207 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.350%, 08/17/2031 | $ | 4,979 | $ | 4,952 | ||||
| 51,657 | ||||||||
| Real Estate — 0.7% | ||||||||
| Agree LP | ||||||||
| 5.600%, 06/15/2035 | 1,466 | 1,469 | ||||||
| 4.800%, 10/01/2032 | 900 | 873 | ||||||
| 2.600%, 06/15/2033 | 408 | 343 | ||||||
| American Homes 4 Rent LP | ||||||||
| 4.950%, 06/15/2030 | 1,262 | 1,252 | ||||||
| 4.300%, 04/15/2052 | 741 | 556 | ||||||
| American Tower | ||||||||
| 5.900%, 11/15/2033 | 3,500 | 3,586 | ||||||
| 5.550%, 07/15/2033 | 720 | 723 | ||||||
| 4.900%, 03/15/2030 | 1,155 | 1,149 | ||||||
| 2.700%, 04/15/2031 | 6,940 | 6,240 | ||||||
| 1.875%, 10/15/2030 | 2,410 | 2,122 | ||||||
| Brixmor Operating Partnership LP | ||||||||
| 5.375%, 06/15/2036 | 2,042 | 1,988 | ||||||
| 4.850%, 02/15/2033 | 692 | 669 | ||||||
| 2.500%, 08/16/2031 | 1,581 | 1,392 | ||||||
| Crown Castle | ||||||||
| 2.100%, 04/01/2031 | 3,953 | 3,438 | ||||||
| Equinix | ||||||||
| 5.000%, 08/15/2029 | 2,005 | 2,004 | ||||||
| 3.900%, 04/15/2032 | 1,190 | 1,103 | ||||||
| Equinix Europe 2 Financing LLC | ||||||||
| 5.250%, 08/15/2031 | 2,614 | 2,596 | ||||||
| ERP Operating LP | ||||||||
| 4.950%, 10/01/2031 | 995 | 988 | ||||||
| Essex Portfolio LP | ||||||||
| 2.550%, 06/15/2031 | 853 | 758 | ||||||
| Extra Space Storage LP | ||||||||
| 3.900%, 04/01/2029 | 1,153 | 1,123 | ||||||
| 2.200%, 10/15/2030 | 542 | 484 | ||||||
| FIBRA Prologis | ||||||||
| 5.625%, 01/14/2038 (C) | 2,037 | 1,921 | ||||||
| 5.500%, 11/26/2035 (C) | 1,468 | 1,407 | ||||||
| GLP Capital LP / GLP Financing II | ||||||||
| 5.750%, 06/01/2028 | 1,250 | 1,262 | ||||||
| 5.625%, 03/01/2036 | 3,805 | 3,624 | ||||||
| 5.300%, 01/15/2029 | 545 | 545 | ||||||
| 4.000%, 01/15/2031 | 1,085 | 1,015 | ||||||
| Healthcare Realty Holdings LP | ||||||||
| 3.625%, 01/15/2028 | 195 | 192 | ||||||
| Hudson Pacific Properties LP | ||||||||
| 4.650%, 04/01/2029 | 2,051 | 1,944 | ||||||
| Invitation Homes Operating Partnership LP | ||||||||
| 2.000%, 08/15/2031 | 367 | 314 | ||||||
| Kimco Realty OP LLC | ||||||||
| 5.300%, 02/01/2036 | 1,512 | 1,494 | ||||||
| 4.850%, 03/01/2035 | 1,316 | 1,260 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| LXP Industrial Trust | ||||||||
| 6.750%, 11/15/2028 | $ | 135 | $ | 139 | ||||
| Prologis Targeted US Logistics Fund LP | ||||||||
| 4.625%, 03/15/2033 (C) | 3,570 | 3,407 | ||||||
| Public Storage Operating | ||||||||
| 5.150%, 08/15/2036 | 3,175 | 3,086 | ||||||
| Realty Income | ||||||||
| 5.125%, 04/15/2035 | 1,160 | 1,131 | ||||||
| 2.850%, 12/15/2032 | 1,197 | 1,047 | ||||||
| Regency Centers LP | ||||||||
| 5.250%, 01/15/2034 | 1,941 | 1,921 | ||||||
| 5.000%, 07/15/2032 | 1,430 | 1,416 | ||||||
| 4.500%, 03/15/2033 | 1,009 | 964 | ||||||
| 2.950%, 09/15/2029 | 2,264 | 2,141 | ||||||
| Sabra Health Care LP | ||||||||
| 3.900%, 10/15/2029 | 3,365 | 3,250 | ||||||
| Store Capital LLC | ||||||||
| 4.950%, 02/11/2031 | 1,517 | 1,483 | ||||||
| 2.750%, 11/18/2030 | 1,163 | 1,042 | ||||||
| 2.700%, 12/01/2031 | 575 | 500 | ||||||
| VICI Properties LP / VICI Note Co | ||||||||
| 4.125%, 08/15/2030 (C) | 1,570 | 1,491 | ||||||
| 3.875%, 02/15/2029 (C) | 575 | 557 | ||||||
| 73,409 | ||||||||
| Utilities — 3.7% | ||||||||
| Abu Dhabi National Energy PJSC | ||||||||
| 5.125%, 08/03/2031 (C) | 2,890 | 2,882 | ||||||
| AEP Texas | ||||||||
| 5.850%, 10/15/2055 | 2,510 | 2,348 | ||||||
| AEP Transmission LLC | ||||||||
| 5.250%, 06/01/2036 | 1,530 | 1,501 | ||||||
| Alliant Energy | ||||||||
| 5.750%, H15T5Y + 2.077%, 04/01/2056 (B) | 2,395 | 2,345 | ||||||
| American Electric Power | ||||||||
| 5.800%, H15T5Y + 2.128%, 03/15/2056 (B) | 4,470 | 4,390 | ||||||
| American Transmission Systems | ||||||||
| 2.650%, 01/15/2032 (C) | 597 | 526 | ||||||
| Appalachian Power | ||||||||
| 5.650%, 04/01/2034 | 461 | 465 | ||||||
| 4.500%, 03/01/2049 | 60 | 47 | ||||||
| 3.300%, 06/01/2027 | 3,000 | 2,973 | ||||||
| Appalachian Power Recovery Funding LLC | ||||||||
| 4.961%, 10/01/2035 | 1,481 | 1,464 | ||||||
| Arizona Public Service | ||||||||
| 6.250%, 08/15/2056 | 1,191 | 1,185 | ||||||
| 5.900%, 08/15/2055 | 1,668 | 1,588 | ||||||
| 5.100%, 03/15/2036 | 2,789 | 2,681 | ||||||
| Baltimore Gas and Electric | ||||||||
| 2.250%, 06/15/2031 | 296 | 261 | ||||||
| 208 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Berkshire Hathaway Energy | ||||||||
| 2.850%, 05/15/2051 | $ | 3,845 | $ | 2,237 | ||||
| Boston Gas | ||||||||
| 5.843%, 01/10/2035 (C) | 2,500 | 2,535 | ||||||
| 4.487%, 02/15/2042 (C) | 140 | 117 | ||||||
| Brooklyn Union Gas | ||||||||
| 6.415%, 07/18/2054 (C) | 5,680 | 5,594 | ||||||
| CenterPoint Energy | ||||||||
| 6.400%, H15T5Y + 1.885%, 08/15/2058 (B) | 4,810 | 4,831 | ||||||
| 5.950%, H15T5Y + 2.223%, 04/01/2056 (B) | 2,400 | 2,366 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.150%, 03/01/2034 | 6,000 | 5,936 | ||||||
| 4.950%, 08/15/2035 | 2,014 | 1,944 | ||||||
| 4.850%, 04/01/2036 | 1,795 | 1,712 | ||||||
| 3.600%, 03/01/2052 | 946 | 654 | ||||||
| Centerpoint Energy Restoration Bond III LLC | ||||||||
| 4.480%, 06/15/2035 | 4,800 | 4,652 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.672%, 10/20/2035 (C) | 6,400 | 6,432 | ||||||
| 5.580%, 10/20/2035 (C) | 1,110 | 1,107 | ||||||
| Chile Electricity Lux MPC SARL | ||||||||
| 6.010%, 01/20/2033 (C) | 1,460 | 1,493 | ||||||
| Chpe LLC | ||||||||
| 5.350%, 06/30/2036 (C) | 1,735 | 1,687 | ||||||
| 4.875%, 06/30/2031 (C) | 1,790 | 1,764 | ||||||
| Cleveland Electric Illuminating | ||||||||
| 5.000%, 02/15/2030 (C) | 1,494 | 1,492 | ||||||
| Commonwealth Edison | ||||||||
| 5.850%, 06/01/2056 | 431 | 415 | ||||||
| Consolidated Edison of New York | ||||||||
| 4.450%, 03/15/2044 | 3,500 | 2,904 | ||||||
| 3.700%, 11/15/2059 | 488 | 318 | ||||||
| 3.350%, 04/01/2030 | 260 | 247 | ||||||
| 3.200%, 12/01/2051 | 287 | 180 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 5.600%, 03/01/2028 | 2,410 | 2,440 | ||||||
| Consumers 2023 Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 529 | 530 | ||||||
| Consumers Energy | ||||||||
| 5.125%, 05/01/2036 | 2,595 | 2,539 | ||||||
| 5.050%, 05/15/2035 | 1,858 | 1,819 | ||||||
| 4.500%, 01/15/2031 | 1,543 | 1,513 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (B) | 3,170 | 3,108 | ||||||
| DTE Electric | ||||||||
| 3.650%, 03/01/2052 | 685 | 474 | ||||||
| 2.950%, 03/01/2050 | 1,495 | 932 | ||||||
| Duke Energy | ||||||||
| 3.500%, 06/15/2051 | 794 | 516 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Duke Energy Carolinas LLC | ||||||||
| 5.150%, 06/15/2036 | $ | 6,186 | $ | 6,031 | ||||
| 4.000%, 09/30/2042 | 257 | 206 | ||||||
| 3.550%, 03/15/2052 | 1,158 | 785 | ||||||
| 2.850%, 03/15/2032 | 1,591 | 1,419 | ||||||
| 2.550%, 04/15/2031 | 584 | 525 | ||||||
| Duke Energy Florida LLC | ||||||||
| 2.400%, 12/15/2031 | 1,277 | 1,123 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 4.950%, 03/15/2036 | 985 | 945 | ||||||
| 2.750%, 04/01/2050 | 1,255 | 734 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.550%, 03/15/2055 | 1,530 | 1,413 | ||||||
| 4.150%, 12/01/2044 | 1,750 | 1,389 | ||||||
| 3.700%, 10/15/2046 | 291 | 212 | ||||||
| 2.500%, 08/15/2050 | 1,292 | 713 | ||||||
| East Ohio Gas | ||||||||
| 2.000%, 06/15/2030 (C) | 2,365 | 2,115 | ||||||
| Electricite de France | ||||||||
| 6.250%, 04/22/2066 (C) | 2,225 | 2,085 | ||||||
| 6.125%, 04/22/2056 (C) | 3,555 | 3,343 | ||||||
| Entergy | ||||||||
| 6.500%, H15T5Y + 1.878%, | ||||||||
| 12/15/2056 (B) | 3,165 | 3,158 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.150%, 01/15/2033 | 1,415 | 1,408 | ||||||
| 2.650%, 06/15/2051 | 1,153 | 647 | ||||||
| Entergy Louisiana LLC | ||||||||
| 5.500%, 09/15/2036 | 7,597 | 7,525 | ||||||
| Entergy Texas | ||||||||
| 5.250%, 04/15/2035 | 1,830 | 1,798 | ||||||
| 3.450%, 12/01/2027 | 1,625 | 1,590 | ||||||
| Evergy Missouri West | ||||||||
| 5.650%, 06/01/2034 (C) | 3,195 | 3,190 | ||||||
| Eversource Energy | ||||||||
| 4.600%, 07/01/2027 | 1,125 | 1,126 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 4.300%, 01/15/2029 (C) | 1,506 | 1,486 | ||||||
| 3.250%, 03/15/2028 (C) | 1,248 | 1,220 | ||||||
| FirstEnergy Transmission LLC | ||||||||
| 5.000%, 01/15/2035 | 4,460 | 4,301 | ||||||
| Florida Power & Light | ||||||||
| 5.700%, 03/15/2055 | 3,825 | 3,627 | ||||||
| 5.600%, 02/15/2066 | 1,355 | 1,236 | ||||||
| 5.300%, 06/15/2034 | 3,005 | 3,009 | ||||||
| Hydro One | ||||||||
| 4.750%, 05/30/2031 | 4,613 | 4,555 | ||||||
| Interstate Power and Light | ||||||||
| 5.700%, 10/15/2033 | 4,335 | 4,408 | ||||||
| Jersey Central Power & Light | ||||||||
| 5.100%, 01/15/2035 | 1,140 | 1,115 | ||||||
| 4.400%, 01/15/2031 | 1,289 | 1,252 | ||||||
| 4.150%, 01/15/2029 | 1,358 | 1,340 | ||||||
| SEI Institutional Investments Trust | 209 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.750%, 03/01/2032 (C) | $ | 1,407 | $ | 1,238 | ||||
| KeySpan Gas East | ||||||||
| 3.586%, 01/18/2052 (C) | 4,825 | 3,096 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.450%, 04/15/2033 | 5,295 | 5,337 | ||||||
| MidAmerican Energy | ||||||||
| 2.700%, 08/01/2052 | 1,110 | 642 | ||||||
| Mississippi Power | ||||||||
| 4.250%, 03/15/2042 | 652 | 535 | ||||||
| 3.100%, 07/30/2051 | 1,536 | 950 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.450%, 03/15/2035 | 11,810 | 11,698 | ||||||
| Niagara Mohawk Power | ||||||||
| 4.647%, 10/03/2030 (C) | 2,630 | 2,583 | ||||||
| NiSource | ||||||||
| 5.750%, H15T5Y + 2.035%, 07/15/2056 (B) | 2,995 | 2,949 | ||||||
| 5.350%, 04/01/2034 | 7,880 | 7,839 | ||||||
| Northern States Power | ||||||||
| 5.650%, 06/15/2054 | 840 | 792 | ||||||
| NRG Energy | ||||||||
| 4.955%, 04/30/2031 (C) | 5,210 | 5,067 | ||||||
| Ohio Edison | ||||||||
| 4.950%, 12/15/2029 (C) | 1,261 | 1,258 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.900%, 03/15/2056 (C) | 1,149 | 1,110 | ||||||
| 5.800%, 04/01/2055 | 1,374 | 1,309 | ||||||
| 5.350%, 04/01/2035 | 4,055 | 4,038 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.300%, 08/15/2056 | 3,360 | 3,192 | ||||||
| 6.100%, 01/15/2029 | 8,875 | 9,080 | ||||||
| 5.850%, 11/01/2036 | 2,180 | 2,156 | ||||||
| 5.200%, 05/01/2036 | 4,870 | 4,594 | ||||||
| 5.050%, 11/15/2031 | 1,485 | 1,463 | ||||||
| 5.050%, 10/15/2032 | 2,119 | 2,069 | ||||||
| 4.950%, 07/01/2050 | 5,086 | 4,059 | ||||||
| 4.200%, 06/01/2041 | 744 | 585 | ||||||
| 3.950%, 12/01/2047 | 2,869 | 1,996 | ||||||
| 3.500%, 08/01/2050 | 486 | 309 | ||||||
| 2.500%, 02/01/2031 | 4,380 | 3,900 | ||||||
| 2.100%, 08/01/2027 | 4,281 | 4,180 | ||||||
| PacifiCorp | ||||||||
| 2.900%, 06/15/2052 | 2,590 | 1,469 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 3,295 | 3,095 | ||||||
| 5.000%, 09/01/2031 | 1,751 | 1,747 | ||||||
| 4.150%, 10/01/2044 | 1,985 | 1,582 | ||||||
| 2.850%, 09/15/2051 | 1,545 | 909 | ||||||
| Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN | ||||||||
| 5.450%, 02/03/2036 (C) | 1,013 | 955 | ||||||
| 4.750%, 02/03/2031 (C) | 2,487 | 2,409 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Piedmont Natural Gas | ||||||||
| 5.100%, 02/15/2035 | $ | 1,506 | $ | 1,463 | ||||
| 2.500%, 03/15/2031 | 2,000 | 1,791 | ||||||
| Progress Energy | ||||||||
| 6.000%, 12/01/2039 | 310 | 312 | ||||||
| PSEG Power LLC | ||||||||
| 5.750%, 05/15/2035 (C) | 6,175 | 6,159 | ||||||
| Public Service Electric and Gas | ||||||||
| 5.400%, 08/01/2036 | 1,706 | 1,703 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.125%, 03/15/2053 | 1,390 | 1,225 | ||||||
| 2.700%, 05/01/2050 | 599 | 351 | ||||||
| 2.050%, 08/01/2050 | 355 | 180 | ||||||
| 1.900%, 08/15/2031 | 2,201 | 1,905 | ||||||
| Public Service of Colorado | ||||||||
| 5.150%, 09/15/2035 | 2,335 | 2,269 | ||||||
| Public Service of Oklahoma | ||||||||
| 5.450%, 01/15/2036 | 525 | 517 | ||||||
| 5.400%, 02/15/2034 | 1,495 | 1,489 | ||||||
| 5.200%, 01/15/2035 | 10,048 | 9,778 | ||||||
| 3.150%, 08/15/2051 | 866 | 543 | ||||||
| RWE Finance US LLC | ||||||||
| 5.125%, 09/18/2035 (C) | 3,815 | 3,644 | ||||||
| SCE Recovery Funding LLC | ||||||||
| 5.388%, 12/15/2043 | 2,310 | 2,316 | ||||||
| Sempra | ||||||||
| 5.250%, 03/15/2036 | 5,240 | 5,041 | ||||||
| Southern | ||||||||
| 6.000%, H15T5Y + 1.993%, 04/01/2058 (B) | 3,365 | 3,316 | ||||||
| 3.750%, H15T5Y + 2.915%, 09/15/2051 (B) | 5,510 | 5,503 | ||||||
| Southern California Edison | ||||||||
| 4.125%, 03/01/2048 | 146 | 105 | ||||||
| Southern California Gas | ||||||||
| 5.500%, 09/01/2036 | 6,500 | 6,431 | ||||||
| Southern Gas Capital | ||||||||
| 4.950%, 09/15/2034 | 6,695 | 6,472 | ||||||
| Southern Power | ||||||||
| 4.900%, 10/01/2035 | 3,490 | 3,302 | ||||||
| Southwestern Electric Power | ||||||||
| 2.750%, 10/01/2026 | 1,000 | 999 | ||||||
| Trans-Allegheny Interstate Line | ||||||||
| 5.000%, 01/15/2031 (C) | 3,881 | 3,866 | ||||||
| Union Electric | ||||||||
| 5.200%, 04/01/2034 | 3,030 | 3,010 | ||||||
| Virginia Electric and Power | ||||||||
| 6.300%, 08/15/2056 | 1,010 | 1,020 | ||||||
| 5.650%, 08/15/2036 | 6,911 | 6,923 | ||||||
| 5.000%, 01/15/2034 | 9,199 | 8,960 | ||||||
| 4.950%, 03/15/2036 | 3,955 | 3,762 | ||||||
| 4.650%, 08/15/2043 | 2,000 | 1,705 | ||||||
| 2.950%, 11/15/2051 | 1,281 | 760 | ||||||
| 210 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Virginia Power Fuel Securitization LLC | ||||||||
| 5.088%, 05/01/2027 | $ | 755 | $ | 756 | ||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (C) | 6,740 | 6,647 | ||||||
| 5.250%, 10/15/2035 (C) | 4,765 | 4,534 | ||||||
| 4.700%, 01/31/2031 (C) | 5,445 | 5,283 | ||||||
| Wisconsin Electric Power | ||||||||
| 4.150%, 10/15/2030 | 1,823 | 1,770 | ||||||
| 376,173 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $2,362,133) ($ Thousands) | 2,282,729 | |||||||
| ASSET-BACKED SECURITIES — 6.5% | ||||||||
| Automotive — 1.7% | ||||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 | ||||||||
| 4.830%, 03/15/2028 (C) | 29 | 29 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.900%, 09/17/2029 (C) | 650 | 652 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 | ||||||||
| 5.810%, 05/18/2028 | 227 | 228 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2026-1, Cl A3 | ||||||||
| 4.150%, 11/18/2032 (C) | 3,045 | 3,024 | ||||||
| ARI Fleet Lease Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.330%, 02/17/2032 (C) | 807 | 809 | ||||||
| ARI Fleet Lease Trust, Ser 2024-A, Cl A2 | ||||||||
| 5.300%, 11/15/2032 (C) | 163 | 163 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2024-2A, Cl C | ||||||||
| 6.180%, 10/20/2027 (C) | 900 | 901 | ||||||
| Avis Budget Rental Car Funding LLC, Ser 2026-4A, Cl A | ||||||||
| 5.090%, 12/20/2032 (C) | 1,132 | 1,122 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.430%, 06/26/2028 | 2,305 | 2,307 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 84 | 84 | ||||||
| BMW Vehicle Owner Trust, Ser 2026-A, Cl A3 | ||||||||
| 4.590%, 04/25/2031 | 5,545 | 5,536 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.480%, 03/15/2030 | 4,083 | 4,080 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.350%, 07/15/2030 | 2,546 | 2,539 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Chase Auto Owner Trust, Ser 2022-AA, Cl A4 | ||||||||
| 3.990%, 03/27/2028 (C) | $ | 316 | $ | 316 | ||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 4.130%, 09/15/2028 (C) | 1,614 | 1,613 | ||||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.150%, 03/15/2030 (C) | 770 | 764 | ||||||
| Credit Acceptance Auto Loan Trust, Ser 2025-1A, Cl C | ||||||||
| 5.710%, 07/16/2035 (C) | 3,975 | 4,000 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 3.980%, 10/15/2029 (C) | 2,357 | 2,350 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.010%, 04/15/2031 (C) | 1,970 | 1,942 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-B, Cl A3 | ||||||||
| 4.680%, 12/15/2029 | 7,704 | 7,708 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-1, Cl A | ||||||||
| 4.860%, 08/15/2037 (C)(D) | 3,432 | 3,437 | ||||||
| Ford Credit Auto Owner Trust, Ser 2026-1, Cl A | ||||||||
| 4.320%, 08/15/2038 (C)(D) | 7,238 | 7,052 | ||||||
| Ford Credit Auto Owner Trust, Ser 2026-2, Cl A | ||||||||
| 4.860%, 02/15/2039 (C)(D) | 7,829 | 7,797 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2026-1, Cl A | ||||||||
| 4.420%, 05/15/2031 | 1,956 | 1,942 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.660%, 02/21/2028 | 4,040 | 4,045 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.550%, 07/20/2027 | 295 | 295 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.580%, 05/22/2028 | 2,360 | 2,363 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.170%, 08/21/2028 | 2,260 | 2,256 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2024-1A, Cl A1 | ||||||||
| 5.130%, 03/15/2029 (C) | 4,885 | 4,906 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2026-2A, Cl A | ||||||||
| 4.770%, 05/16/2033 (C) | 6,112 | 6,079 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2026-3, Cl A3 | ||||||||
| 4.520%, 02/18/2031 | 1,019 | 1,017 | ||||||
| SEI Institutional Investments Trust | 211 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Honda Auto Receivables Owner Trust, Ser 2026-3, Cl A4 | ||||||||
| 4.620%, 11/18/2032 | $ | 2,595 | $ | 2,589 | ||||
| Huntington Bank Auto Credit-Linked Notes, Ser 2024-2, Cl B1 | ||||||||
| 5.442%, 10/20/2032 (C) | 1,730 | 1,734 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.830%, 01/18/2028 (C) | 5,300 | 5,311 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.530%, 04/17/2028 (C) | 2,635 | 2,637 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.360%, 07/17/2028 (C) | 4,005 | 4,002 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-C, Cl A3 | ||||||||
| 4.680%, 07/16/2029 (C) | 5,707 | 5,713 | ||||||
| Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 | ||||||||
| 4.480%, 07/17/2028 | 392 | 392 | ||||||
| Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.480%, 04/17/2028 | 140 | 140 | ||||||
| LAD Auto Receivables Trust, Ser 2025-3A, Cl A2 | ||||||||
| 4.060%, 03/15/2029 (C) | 3,701 | 3,698 | ||||||
| LAD Auto Receivables Trust, Ser 2026-2A, Cl A2 | ||||||||
| 4.170%, 08/15/2029 (C) | 4,980 | 4,974 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.570%, 04/17/2028 | 947 | 948 | ||||||
| Nissan Auto Lease Trust, Ser 2026-B, Cl A3 | ||||||||
| 4.690%, 12/17/2029 | 5,251 | 5,252 | ||||||
| OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 | ||||||||
| 6.230%, 06/15/2028 (C) | 25 | 25 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C | ||||||||
| 5.933%, 12/15/2033 (C) | 1,216 | 1,224 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.670%, 08/15/2029 | 1,770 | 1,773 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.380%, 01/15/2030 | 2,779 | 2,778 | ||||||
| SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.210%, 04/16/2029 (C) | 430 | 431 | ||||||
| SCCU Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 5.110%, 06/15/2029 (C) | 691 | 693 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.950%, 05/21/2029 (C) | $ | 827 | $ | 829 | ||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 | ||||||||
| 4.940%, 01/21/2031 (C) | 389 | 390 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A4 | ||||||||
| 4.580%, 05/20/2031 (C) | 1,653 | 1,647 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A2 | ||||||||
| 4.630%, 07/20/2027 (C) | 777 | 777 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 | ||||||||
| 4.470%, 07/20/2028 (C) | 1,695 | 1,696 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A | ||||||||
| 5.160%, 11/25/2036 (C) | 6,860 | 6,933 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2026-1A, Cl A | ||||||||
| 4.580%, 04/25/2039 (C) | 19,508 | 19,292 | ||||||
| Toyota Lease Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.210%, 09/20/2027 (C) | 686 | 686 | ||||||
| Toyota Lease Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.750%, 02/22/2028 (C) | 1,996 | 2,000 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.490%, 06/17/2030 (C) | 2,006 | 2,006 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.620%, 12/16/2030 (C) | 599 | 598 | ||||||
| World Omni Auto Receivables Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.080%, 11/15/2030 | 2,835 | 2,822 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-C, Cl A3 | ||||||||
| 4.600%, 10/15/2031 | 4,385 | 4,372 | ||||||
| 169,718 | ||||||||
| Credit Cards — 0.3% | ||||||||
| Capital One Multi-Asset Execution Trust, Ser 2026-A1, Cl A | ||||||||
| 4.480%, 07/15/2031 | 16,823 | 16,778 | ||||||
| Capital One Multi-Asset Execution Trust, Ser 2026-A2, Cl A | ||||||||
| 5.110%, 07/15/2038 | 1,534 | 1,524 | ||||||
| Prosper Credit Card Issuer LLC, Ser 2026-1A, Cl A | ||||||||
| 5.340%, 07/15/2036 (C) | 3,899 | 3,901 | ||||||
| Robinhood Credit Card Trust, Ser 2026-1A, Cl A | ||||||||
| 4.800%, 07/21/2031 (C) | 2,228 | 2,222 | ||||||
| 212 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Synchrony Card Issuance Trust, Ser 2026-A2, Cl A | ||||||||
| 4.690%, 07/15/2032 | $ | 9,683 | $ | 9,652 | ||||
| 34,077 | ||||||||
| Mortgage Related Securities — 0.7% | ||||||||
| Aames Mortgage Trust, Ser 2002-1, Cl A3 | ||||||||
| 7.396%, 06/25/2032 (D) | 7 | 7 | ||||||
| Chase Funding Trust, Ser 2003-6, Cl 1A5 | ||||||||
| 4.809%, 11/25/2034 (D) | 55 | 54 | ||||||
| Chase Funding Trust, Ser 2003-6, Cl 1A7 | ||||||||
| 4.809%, 11/25/2034 (D) | 55 | 53 | ||||||
| COOPR Residential Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.874%, 02/25/2061 (C)(D) | 9,129 | 8,965 | ||||||
| Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 | ||||||||
| 4.322%, TSFR1M + 0.654%, 12/25/2034 (B) | 1,196 | 1,166 | ||||||
| Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 | ||||||||
| 4.682%, TSFR1M + 1.014%, 10/25/2047 (B) | 153 | 140 | ||||||
| Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 | ||||||||
| 3.379%, 12/25/2032 (D) | 11 | 11 | ||||||
| Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 | ||||||||
| 2.927%, 12/25/2036 (D) | 272 | 216 | ||||||
| Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A | ||||||||
| 4.574%, TSFR1M + 0.934%, 09/15/2029 (B) | 97 | 95 | ||||||
| FIGRE Trust, Ser 2025-FL2, Cl A1 | ||||||||
| 5.053%, 11/25/2055 (C)(D) | 5,746 | 5,666 | ||||||
| FIGRE Trust, Ser 2025-HE3, Cl A | ||||||||
| 5.560%, 05/25/2055 (B)(C) | 4,766 | 4,741 | ||||||
| Figre, Ser 2026-FL2, Cl A1 | ||||||||
| 5.516%, 06/25/2056 (B)(C) | 6,451 | 6,420 | ||||||
| Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 | ||||||||
| 4.442%, TSFR1M + 0.774%, 01/25/2036 (B) | 2,521 | 2,459 | ||||||
| Mastr Asset Backed Securities Trust, Ser 2006-WMC3, Cl A4 | ||||||||
| 4.102%, TSFR1M + 0.434%, 08/25/2036 (B) | 624 | 205 | ||||||
| Mid-State Capital Trust, Ser 2006-1, Cl A | ||||||||
| 5.787%, 10/15/2040 (C) | 910 | 910 | ||||||
| Mid-State Trust XI, Ser 2003-11, Cl A1 | ||||||||
| 4.864%, 07/15/2038 | 63 | 63 | ||||||
| Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S | ||||||||
| 6.358%, 01/25/2047 (D) | 11 | 4 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 | ||||||||
| 3.972%, TSFR1M + 0.304%, 04/25/2037 (B) | $ | 3,432 | $ | 3,312 | ||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (C)(D) | 2,598 | 2,598 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1A | ||||||||
| 4.894%, 11/25/2055 (C)(D) | 4,951 | 4,891 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055 (C)(D) | 3,923 | 3,881 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055 (C)(D) | 3,003 | 2,998 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES8, Cl A1A | ||||||||
| 5.148%, 08/25/2055 (B)(C) | 1,595 | 1,584 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.827%, 01/25/2056 (C)(D) | 5,374 | 5,292 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 | ||||||||
| 4.332%, TSFR1M + 0.664%, 09/25/2034 (B) | 1,668 | 1,594 | ||||||
| Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 | ||||||||
| 3.450%, 02/25/2032 | 2 | 1 | ||||||
| Vista Point Securitization Trust, Ser 2026-CES1, Cl A1 | ||||||||
| 5.035%, 02/25/2056 (C)(D) | 6,749 | 6,664 | ||||||
| Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 | ||||||||
| 4.282%, TSFR1M + 1.114%, 10/25/2034 (B) | 892 | 929 | ||||||
| Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 | ||||||||
| 4.217%, TSFR1M + 0.549%, 07/25/2036 (B) | 943 | 941 | ||||||
| 65,860 | ||||||||
| Other Asset-Backed Securities — 3.8% | ||||||||
| 522 Funding CLO, Ser 2017-1A, Cl AR2 | ||||||||
| 4.779%, TSFR3M + 1.050%, 10/20/2034 (B)(C) | 7,630 | 7,632 | ||||||
| Acacia LLC, Ser 2026-1, Cl A | ||||||||
| 5.440%, 07/15/2041 (C) | 4,528 | 4,524 | ||||||
| Affirm Master Trust, Ser 2026-3A, Cl A | ||||||||
| 4.780%, 08/15/2034 (C) | 2,468 | 2,462 | ||||||
| AGL CLO 33, Ser 2024-33A, Cl A1 | ||||||||
| 5.084%, TSFR3M + 1.350%, 07/21/2037 (B)(C) | 4,260 | 4,264 | ||||||
| AMMC CLO 24, Ser 2021-24A, Cl BR | ||||||||
| 5.329%, TSFR3M + 1.600%, 01/20/2035 (B)(C) | 7,000 | 7,001 | ||||||
| SEI Institutional Investments Trust | 213 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| ARES Loan Funding III, Ser 2026-ALF3A, Cl XR2 | ||||||||
| 4.860%, TSFR3M + 1.050%, 04/25/2039 (B)(C) | $ | 3,300 | $ | 3,300 | ||||
| Bain Capital Credit CLO, Ser 2020-2A, Cl AR3 | ||||||||
| 4.709%, TSFR3M + 0.980%, 07/19/2034 (B)(C) | 7,500 | 7,499 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.729%, TSFR3M + 1.000%, 10/20/2034 (B)(C) | 5,550 | 5,551 | ||||||
| Ballyrock CLO 20, Ser 2026-20A, Cl A1A3 | ||||||||
| 4.803%, TSFR3M + 1.050%, 10/15/2036 (B)(C) | 7,600 | 7,604 | ||||||
| Barings Equipment Finance LLC, Ser 2026- A, Cl A3 | ||||||||
| 4.080%, 07/13/2033 (C) | 1,167 | 1,147 | ||||||
| Benefit Street Partners CLO XXV, Ser 2025-25A, Cl A1R | ||||||||
| 4.753%, TSFR3M + 1.000%, 01/15/2035 (B)(C) | 3,400 | 3,401 | ||||||
| BlueMountain CLO, Ser 2015-4A, Cl CR2 | ||||||||
| 5.029%, TSFR3M + 1.300%, 04/20/2030 (B)(C) | 2,000 | 2,000 | ||||||
| BSPDF Issuer LLC, Ser 2026-FL5, Cl A | ||||||||
| 5.100%, TSFR1M + 1.300%, 02/18/2044 (B)(C) | 2,430 | 2,432 | ||||||
| Capital Street Master Trust, Ser 2025-1, Cl B | ||||||||
| 5.137%, SOFR30A + 1.500%, 08/16/2029 (B)(C) | 4,905 | 4,909 | ||||||
| CIFC Funding, Ser 2021-1A, Cl A1R | ||||||||
| 5.230%, TSFR3M + 1.420%, 07/25/2037 (B)(C) | 2,250 | 2,252 | ||||||
| CIFC Funding, Ser 2023-2A, Cl AR | ||||||||
| 4.864%, TSFR3M + 1.130%, 01/21/2037 (B)(C) | 6,700 | 6,703 | ||||||
| Cloud Capital Holdco, Ser 2024-1A, Cl A2 | ||||||||
| 5.781%, 11/22/2049 (C) | 4,110 | 4,087 | ||||||
| CNH Equipment Trust, Ser 2022-C, Cl A3 | ||||||||
| 5.150%, 04/17/2028 | 544 | 545 | ||||||
| College Avenue Student Loans LLC, Ser 2017-A, Cl A1 | ||||||||
| 5.432%, TSFR1M + 1.764%, 11/26/2046 (B)(C) | 234 | 237 | ||||||
| College Avenue Student Loans LLC, Ser 2018-A, Cl A2 | ||||||||
| 4.130%, 12/26/2047 (C) | 184 | 179 | ||||||
| College Avenue Student Loans LLC, Ser 2021-B, Cl A2 | ||||||||
| 1.760%, 06/25/2052 (C) | 368 | 330 | ||||||
| College Avenue Student Loans LLC, Ser 2021-C, Cl A2 | ||||||||
| 2.320%, 07/26/2055 (C) | 250 | 226 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| College Avenue Student Loans LLC, Ser 2023-A, Cl A2 | ||||||||
| 5.330%, 05/25/2055 (C) | $ | 1,742 | $ | 1,727 | ||||
| Consolidated Communications LLC, Ser 2025-1A, Cl A2 | ||||||||
| 6.000%, 05/20/2055 (C) | 2,455 | 2,476 | ||||||
| COOF Securitization Trust, Ser 2014-1, Cl A, IO | ||||||||
| 2.898%, 06/25/2040 (B)(C) | 36 | 2 | ||||||
| Dell Equipment Finance Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.610%, 02/24/2031 (C) | 5,035 | 5,043 | ||||||
| DLLAA LLC, Ser 2023-1A, Cl A3 | ||||||||
| 5.640%, 02/22/2028 (C) | 284 | 285 | ||||||
| DLLAD LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.460%, 11/20/2028 (C) | 997 | 997 | ||||||
| DLLAD LLC, Ser 2025-1A, Cl A3 | ||||||||
| 4.420%, 09/20/2030 (C) | 2,015 | 2,003 | ||||||
| Dryden 43 Senior Loan Fund, Ser 2024-43A, Cl AR3 | ||||||||
| 4.799%, TSFR3M + 1.070%, 04/20/2034 (B)(C) | 7,461 | 7,470 | ||||||
| Dryden 72 CLO, Ser 2019-72A, Cl ARR | ||||||||
| 4.841%, TSFR3M + 1.100%, 05/15/2032 (B)(C) | 1,850 | 1,850 | ||||||
| Dryden 98 CLO, Ser 2022-98A, Cl AR | ||||||||
| 4.749%, TSFR3M + 1.020%, 04/20/2035 (B)(C) | 7,689 | 7,696 | ||||||
| Elmwood CLO IV, Ser 2026-1A, Cl ARR | ||||||||
| 4.979%, TSFR3M + 1.250%, 04/18/2037 (B)(C) | 3,555 | 3,563 | ||||||
| Global SC Finance VII SRL, Ser 2020-1A, Cl A | ||||||||
| 2.170%, 10/17/2040 (C) | 7,590 | 7,242 | ||||||
| Global SC Finance VII SRL, Ser 2021-2A, Cl A | ||||||||
| 1.950%, 08/17/2041 (C) | 2,790 | 2,607 | ||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.121%, SOFR30A + 1.500%, 08/15/2028 (B)(C) | 4,390 | 4,394 | ||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (C) | 286 | 284 | ||||||
| HPS Loan Management, Ser 10-2016, Cl A1R3 | ||||||||
| 4.849%, TSFR3M + 1.120%, 04/20/2034 (B)(C) | 6,173 | 6,172 | ||||||
| HPS Loan Management, Ser 2021-16A, Cl A1R | ||||||||
| 4.862%, TSFR3M + 1.110%, 01/23/2035 (B)(C) | 3,400 | 3,402 | ||||||
| HTS Fund II LLC, Ser 2025-1, Cl A | ||||||||
| 5.351%, 06/23/2045 (C) | 4,815 | 4,814 | ||||||
| 214 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Invesco CLO, Ser 2021-2A, Cl AR | ||||||||
| 4.853%, TSFR3M + 1.100%, 07/15/2034 (B)(C) | $ | 8,000 | $ | 8,002 | ||||
| Iskandar Enterprise LLC, Ser 2026-1A, Cl A21 | ||||||||
| 5.049%, 04/17/2056 (C) | 5,565 | 5,437 | ||||||
| JGWPT XXX LLC, Ser 2013-3A, Cl A | ||||||||
| 4.080%, 01/17/2073 (C) | 823 | 768 | ||||||
| JGWPT XXXII LLC, Ser 2014-2A, Cl A | ||||||||
| 3.610%, 01/17/2073 (C) | 1,096 | 977 | ||||||
| John Deere Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.230%, 09/17/2029 | 4,505 | 4,491 | ||||||
| KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO | ||||||||
| 0.822%, 08/25/2038 (B)(C) | 163 | 2 | ||||||
| KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO | ||||||||
| 2.103%, 04/25/2040 (B)(C) | 21 | 1 | ||||||
| LCM 37, Ser 2024-37A, Cl A1R | ||||||||
| 4.813%, TSFR3M + 1.060%, 04/15/2034 (B)(C) | 5,441 | 5,440 | ||||||
| LCM 39, Ser 2026-39A, Cl A1R2 | ||||||||
| 4.793%, TSFR3M + 1.040%, 10/15/2034 (B)(C) | 7,800 | 7,808 | ||||||
| Magnetite XXIII, Ser 2026-23A, Cl AR2 | ||||||||
| 4.800%, TSFR3M + 0.990%, 01/25/2035 (B)(C) | 7,600 | 7,602 | ||||||
| MVW LLC, Ser 2021-1WA, Cl B | ||||||||
| 1.440%, 01/22/2041 (C) | 117 | 114 | ||||||
| MVW LLC, Ser 2021-2A, Cl A | ||||||||
| 1.430%, 05/20/2039 (C) | 216 | 208 | ||||||
| MVW LLC, Ser 2023-2A, Cl A | ||||||||
| 6.180%, 11/20/2040 (C) | 622 | 635 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A | ||||||||
| 4.000%, 12/15/2059 (C) | 484 | 481 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 | ||||||||
| 3.130%, 02/15/2068 (C) | 266 | 264 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A | ||||||||
| 3.010%, 12/15/2059 (C) | 794 | 769 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | ||||||||
| 2.600%, 08/15/2068 (C) | 886 | 854 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
| 1.690%, 05/15/2069 (C) | 304 | 290 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A | ||||||||
| 1.690%, 05/15/2069 (C) | 533 | 496 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A | ||||||||
| 1.170%, 09/16/2069 (C) | 581 | 544 | ||||||
| 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) | $ | 578 | $ | 528 | ||||
| Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A | ||||||||
| 0.940%, 07/15/2069 (C) | 4,643 | 4,213 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A | ||||||||
| 1.060%, 10/15/2069 (C) | 1,198 | 1,083 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A | ||||||||
| 0.970%, 12/16/2069 (C) | 1,898 | 1,688 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A | ||||||||
| 1.110%, 02/18/2070 (C) | 1,249 | 1,093 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A | ||||||||
| 1.580%, 04/15/2070 (C) | 307 | 274 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A | ||||||||
| 2.230%, 07/15/2070 (C) | 1,367 | 1,239 | ||||||
| Navient Refinance Loan Trust, Ser 2025-B, Cl A | ||||||||
| 4.720%, 09/15/2055 (C) | 2,332 | 2,306 | ||||||
| Navient Refinance Loan Trust, Ser 2025-C, Cl A | ||||||||
| 4.800%, 10/15/2055 (C) | 1,125 | 1,115 | ||||||
| Navient Refinance Loan Trust, Ser 2026-A, Cl A | ||||||||
| 4.500%, 01/18/2056 (C) | 4,581 | 4,492 | ||||||
| Navient Refinance Loan Trust, Ser 2026-B, Cl A | ||||||||
| 5.070%, 06/15/2056 (C) | 2,245 | 2,236 | ||||||
| Navient Student Loan Trust, Ser 2019-BA, Cl A2A | ||||||||
| 3.390%, 12/15/2059 (C) | 220 | 217 | ||||||
| Navient Student Loan Trust, Ser 2021-3A, Cl A1A | ||||||||
| 1.770%, 08/25/2070 (C) | 1,321 | 1,118 | ||||||
| Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.360%, 04/20/2062 (C) | 2,085 | 1,984 | ||||||
| Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX | ||||||||
| 1.320%, 04/20/2062 (C) | 2,397 | 2,269 | ||||||
| Neuberger Berman Loan Advisers CLO 51, Ser 2026-51A, Cl AR2 | ||||||||
| 4.752%, TSFR3M + 1.000%, 10/23/2036 (B)(C) | 6,250 | 6,255 | ||||||
| Octagon 56, Ser 2026-1A, Cl AR | ||||||||
| 4.803%, TSFR3M + 1.050%, 10/15/2034 (B)(C) | 8,000 | 8,003 | ||||||
| SEI Institutional Investments Trust | 215 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Octagon 57, Ser 2025-1A, Cl AR | ||||||||
| 4.823%, TSFR3M + 1.070%, 10/15/2034 (B)(C) | $ | 7,500 | $ | 7,504 | ||||
| Octagon Investment Partners 40, Ser 2025-1A, Cl A1RR | ||||||||
| 4.769%, TSFR3M + 1.040%, 01/20/2035 (B)(C) | 7,100 | 7,103 | ||||||
| Octagon Investment Partners 41, Ser 2025-2A, Cl A1R2 | ||||||||
| 4.843%, TSFR3M + 1.090%, 10/15/2033 (B)(C) | 4,000 | 4,000 | ||||||
| Octagon Investment Partners 45, Ser 2025-1A, Cl A1RR | ||||||||
| 4.903%, TSFR3M + 1.150%, 04/15/2035 (B)(C) | 7,825 | 7,826 | ||||||
| Owl Rock CLO III, Ser 2024-3A, Cl AR | ||||||||
| 5.579%, TSFR3M + 1.850%, 04/20/2036 (B)(C) | 2,030 | 2,030 | ||||||
| RAD CLO, Ser 2025-21A, Cl A1R | ||||||||
| 4.880%, TSFR3M + 1.070%, 01/25/2037 (B)(C) | 7,600 | 7,594 | ||||||
| Rockford Tower CLO, Ser 2019-1A, Cl AR2 | ||||||||
| 4.829%, TSFR3M + 1.100%, 04/20/2034 (B)(C) | 3,712 | 3,710 | ||||||
| Rockford Tower CLO, Ser 2019-2A, Cl AR2 | ||||||||
| 4.863%, TSFR3M + 1.130%, 08/20/2032 (B)(C) | 1,816 | 1,816 | ||||||
| SBA Small Business Investment, Ser 2018-10B, Cl 1 | ||||||||
| 3.548%, 09/10/2028 | 381 | 374 | ||||||
| SBA Small Business Investment, Ser 2022-10A, Cl 1 | ||||||||
| 2.938%, 03/10/2032 | 1,177 | 1,110 | ||||||
| SBA Small Business Investment, Ser 2022-10B, Cl 1 | ||||||||
| 4.262%, 09/10/2032 | 705 | 688 | ||||||
| SBA Small Business Investment, Ser 2025-10A, Cl 1 | ||||||||
| 4.963%, 03/10/2035 | 3,940 | 3,928 | ||||||
| SBA Small Business Investment, Ser 2025-10B, Cl 1 | ||||||||
| 4.532%, 09/10/2035 | 5,100 | 4,986 | ||||||
| SBA Small Business Investment, Ser 2026-10A, Cl 1 | ||||||||
| 4.626%, 03/10/2036 | 5,160 | 5,068 | ||||||
| SBA Small Business Investment, Ser 2026-10B, Cl 1 | ||||||||
| 4.748%, 03/10/2036 | 3,070 | 3,039 | ||||||
| SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.820%, 07/22/2030 (C) | 226 | 226 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SLM Private Education Loan Trust, Ser 2010-C, Cl A5 | ||||||||
| 8.504%, TSFR1M + 4.864%, 10/15/2041 (B)(C) | $ | 909 | $ | 941 | ||||
| SLM Student Loan Trust, Ser 2003-7A, Cl A5A | ||||||||
| 5.098%, SOFR90A + 1.462%, 12/15/2033 (B)(C) | 1,306 | 1,299 | ||||||
| SLM Student Loan Trust, Ser 2006-8, Cl A6 | ||||||||
| 4.048%, SOFR90A + 0.422%, 01/25/2041 (B) | 1,945 | 1,879 | ||||||
| SLM Student Loan Trust, Ser 2008-2, Cl B | ||||||||
| 5.088%, SOFR90A + 1.462%, 01/25/2083 (B) | 1,155 | 1,291 | ||||||
| SLM Student Loan Trust, Ser 2008-3, Cl B | ||||||||
| 5.088%, SOFR90A + 1.462%, 04/26/2083 (B) | 1,155 | 1,266 | ||||||
| SLM Student Loan Trust, Ser 2008-4, Cl B | ||||||||
| 5.738%, SOFR90A + 2.112%, 04/25/2073 (B) | 1,155 | 1,304 | ||||||
| SLM Student Loan Trust, Ser 2008-6, Cl B | ||||||||
| 5.738%, SOFR90A + 2.112%, 07/26/2083 (B) | 1,155 | 1,384 | ||||||
| SLM Student Loan Trust, Ser 2014-3A, Cl A6A | ||||||||
| 4.438%, SOFR90A + 0.812%, 10/25/2064 (B)(C) | 1,545 | 1,547 | ||||||
| Small Business Administration, Ser 2025-25J, Cl 1 | ||||||||
| 4.790%, 10/01/2050 | 2,013 | 1,965 | ||||||
| SMB Private Education Loan Trust, Ser 2020-A, Cl A2A | ||||||||
| 2.230%, 09/15/2037 (C) | 277 | 269 | ||||||
| SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A | ||||||||
| 1.600%, 09/15/2054 (C) | 1,234 | 1,166 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2A1 | ||||||||
| 4.484%, TSFR1M + 0.844%, 01/15/2053 (B)(C) | 1,391 | 1,378 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2B | ||||||||
| 1.590%, 01/15/2053 (C) | 3,849 | 3,550 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.070%, 01/15/2053 (C) | 4,863 | 4,485 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl B | ||||||||
| 2.310%, 01/15/2053 (C) | 636 | 612 | ||||||
| SMB Private Education Loan Trust, Ser 2021-B, Cl A | ||||||||
| 1.310%, 07/17/2051 (C) | 2,594 | 2,451 | ||||||
| 216 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 | ||||||||
| 1.390%, 01/15/2053 (C) | $ | 1,722 | $ | 1,570 | ||||
| SMB Private Education Loan Trust, Ser 2021-C, Cl B | ||||||||
| 2.300%, 01/15/2053 (C) | 352 | 341 | ||||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051 (C) | 2,595 | 2,456 | ||||||
| SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX | ||||||||
| 1.140%, 02/15/2047 (C) | 918 | 803 | ||||||
| Stellantis Financial Floorplan Master Auto Owner Trust, Ser 2026-1A, Cl A | ||||||||
| 4.770%, 08/20/2031 (C) | 2,751 | 2,740 | ||||||
| Switch ABS Issuer LLC, Ser 2025-1A, Cl A2 | ||||||||
| 5.036%, 03/25/2055 (C) | 6,400 | 6,169 | ||||||
| Thayer Park CLO, Ser 2025-1A, Cl A1RR | ||||||||
| 4.729%, TSFR3M + 1.000%, 04/20/2034 (B)(C) | 3,084 | 3,083 | ||||||
| T-Mobile US Trust, Ser 2026-2A, Cl A | ||||||||
| 4.740%, 03/20/2031 (C) | 3,678 | 3,679 | ||||||
| Trestles CLO VII, Ser 2024-7A, Cl A1 | ||||||||
| 5.190%, TSFR3M + 1.380%, 10/25/2037 (B)(C) | 2,180 | 2,179 | ||||||
| Trinitas CLO VII, Ser 2025-7A, Cl A1R2 | ||||||||
| 4.870%, TSFR3M + 1.060%, 01/25/2035 (B)(C) | 7,325 | 7,329 | ||||||
| U.S. Small Business Administration, Ser 2022-25E, Cl 1 | ||||||||
| 3.940%, 05/01/2047 | 828 | 774 | ||||||
| U.S. Small Business Administration, Ser 2022-25F, Cl 1 | ||||||||
| 4.010%, 06/01/2047 | 998 | 932 | ||||||
| U.S. Small Business Administration, Ser 2024-25C, Cl 1 | ||||||||
| 4.970%, 03/01/2049 | 323 | 320 | ||||||
| U.S. Small Business Administration, Ser 2025-25F, Cl 1 | ||||||||
| 5.100%, 06/01/2050 | 4,094 | 4,058 | ||||||
| Vantage Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | ||||||||
| 2.165%, 10/15/2046 (C) | 4,610 | 4,596 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (C) | 4,950 | 4,768 | ||||||
| Verizon Master Trust, Ser 2023-6, Cl A | ||||||||
| 5.350%, 09/22/2031 (C) | 4,885 | 4,952 | ||||||
| Verizon Master Trust, Ser 2023-6, Cl B | ||||||||
| 4.860%, 09/22/2031 (C) | 1,150 | 1,149 | ||||||
| Verizon Master Trust, Ser 2024-5, Cl A | ||||||||
| 5.000%, 06/21/2032 (C) | 3,903 | 3,932 | ||||||
| Verizon Master Trust, Ser 2024-7, Cl A | ||||||||
| 4.350%, 08/20/2032 (C) | 2,773 | 2,740 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Verizon Master Trust, Ser 2024-8, Cl A1A | ||||||||
| 4.620%, 11/20/2030 | $ | 3,026 | $ | 3,031 | ||||
| Verizon Master Trust, Ser 2025-10, Cl A | ||||||||
| 4.280%, 10/20/2033 (C) | 2,068 | 2,025 | ||||||
| Verizon Master Trust, Ser 2025-2, Cl A | ||||||||
| 4.940%, 01/20/2033 (C) | 4,694 | 4,723 | ||||||
| Verizon Master Trust, Ser 2025-4, Cl A | ||||||||
| 4.760%, 03/21/2033 (C) | 3,477 | 3,471 | ||||||
| Verizon Master Trust, Ser 2026-2, Cl A1A | ||||||||
| 4.510%, 06/21/2032 | 4,025 | 4,003 | ||||||
| Whetstone Park CLO, Ser 2025-1A, Cl A1R | ||||||||
| 4.799%, TSFR3M + 1.070%, 01/20/2035 (B)(C) | 5,000 | 4,999 | ||||||
| 394,219 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $667,305) ($ Thousands) | 663,874 | |||||||
| SOVEREIGN DEBT — 0.5% | ||||||||
| Abu Dhabi Government International Bond | ||||||||
| 5.500%, 04/30/2054(C) | 3,598 | 3,354 | ||||||
| 3.125%, 09/30/2049(C) | 963 | 617 | ||||||
| Chile Government International Bond | ||||||||
| 4.350%, 04/13/2031 | 1,304 | 1,268 | ||||||
| Export Finance & Insurance | ||||||||
| 4.625%, 10/26/2027(C) | 3,187 | 3,196 | ||||||
| Israel Government International Bond | ||||||||
| 5.375%, 02/19/2030 | 1,700 | 1,715 | ||||||
| 4.500%, 01/13/2031 | 1,519 | 1,479 | ||||||
| 3.875%, 07/03/2050 | 1,383 | 964 | ||||||
| Kuwait International Government Bond | ||||||||
| 5.509%, 07/29/2036(C) | 4,541 | 4,542 | ||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | 5,420 | 5,528 | ||||||
| 6.750%, 02/09/2056 | 1,010 | 947 | ||||||
| 6.250%, 08/27/2037 | 5,935 | 5,822 | ||||||
| 4.750%, 03/08/2044 | 1,327 | 1,034 | ||||||
| 4.600%, 01/23/2046 | 1,264 | 938 | ||||||
| 4.600%, 02/10/2048 | 1,219 | 889 | ||||||
| 4.500%, 01/31/2050 | 1,233 | 876 | ||||||
| 4.400%, 02/12/2052 | 1,872 | 1,284 | ||||||
| 3.500%, 02/12/2034 | 9,346 | 7,893 | ||||||
| Paraguay Government International Bond | ||||||||
| 5.400%, 03/30/2050(C) | 3,100 | 2,707 | ||||||
| Qatar Government International Bond | ||||||||
| 5.103%, 04/23/2048(C) | 703 | 632 | ||||||
| 4.817%, 03/14/2049(C) | 1,351 | 1,169 | ||||||
| 4.400%, 04/16/2050(C) | 745 | 604 | ||||||
| Republic of Poland Government International Bond | ||||||||
| 6.125%, 04/14/2056 | 1,235 | 1,189 | ||||||
| 5.375%, 04/14/2036 | 2,603 | 2,566 | ||||||
| SEI Institutional Investments Trust | 217 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT (continued) | ||||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(C) | $ | 2,458 | $ | 2,277 | ||||
| 4.125%, 01/12/2029(C) | 1,540 | 1,513 | ||||||
| Uruguay Government International Bond | ||||||||
| 5.442%, 02/14/2037 | 1,484 | 1,478 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $57,701) ($ Thousands) | 56,481 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2% | ||||||||
| FHLB DN | ||||||||
| 0.000%, 10/02/2026(A) | 14,485 | 14,437 | ||||||
| Resolution Funding Interest STRIP | ||||||||
| 0.000%, 01/15/2030(A) | 1,930 | 1,651 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $16,285) ($ Thousands) | 16,088 | |||||||
| MUNICIPAL BONDS — 0.1% | ||||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 2,183 | 2,269 | ||||||
| Nevada — 0.0% | ||||||||
| Clark County, Airport System Revenue, Build America Project, Ser C, RB | ||||||||
| 6.820%, 07/01/2045 | 820 | 878 | ||||||
| New York — 0.0% | ||||||||
| New York & New Jersey, Port Authority, Ser 174, RB | ||||||||
| 4.458%, 10/01/2062 | 1,600 | 1,286 | ||||||
| Ohio — 0.0% | ||||||||
| Ohio State University, Build America Project, Ser A, RB | ||||||||
| 4.800%, 06/01/2111 | 529 | 421 | ||||||
| Texas — 0.0% | ||||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 1,154 | 1,218 | ||||||
| University of Texas, Board of Regents, Ser B, RB | ||||||||
| 2.439%, 08/15/2049 | 585 | 338 | ||||||
| 1,556 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $7,426) ($ Thousands) | 6,410 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 4.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 428,771,399 | $ | 428,771 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $428,771) ($ Thousands) | 428,771 | |||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $723) ($ Thousands) | 542 | |||||||
| Total Investments in Securities — 108.8% | ||||||||
| (Cost $11,416,056) ($ Thousands) | $ | 11,170,007 | ||||||
| WRITTEN SWAPTION — (0.0)% | ||||||||
| Total Written Swaption | ||||||||
| (Premiums Received $374) ($ Thousands) | $ | (58 | ) | |||||
| 218 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Continued)
A list of open over the counter swaptions contracts for the Fund at August 31, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | ||||||||||||
| PURCHASED SWAPTIONS — 0.0% | |||||||||||||||||
| Put Swaptions | |||||||||||||||||
| 2-Year Interest Rate Swap | Bank of America | $ | 166,640,000 | $ | 4.24 | 10/17/2026 | $ | 342 | |||||||||
| 2-Year Interest Rate Swap | Bank of America | 165,870,000 | 4.31 | 09/19/2026 | 56 | ||||||||||||
| 5-Year Interest Rate Swap | Bank of America | 35,475,000 | 4.36 | 10/17/2026 | 144 | ||||||||||||
| Total Purchased Swaptions | $ | 367,985,000 | $ | 542 | |||||||||||||
| WRITTEN SWAPTIONS — (0.0)% | |||||||||||||||||
| Call Swaptions | |||||||||||||||||
| 2-Year Interest Rate Swap | Bank of America | $ | (331,740,000 | ) | 3.33 | 12/19/2026 | $ | (58 | ) | ||||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 2,945 | Dec-2026 | $ | 605,590 | $ | 604,415 | $ | (1,175 | ) | |||||||
| U.S. 5-Year Treasury Notes | 2,836 | Dec-2026 | 300,901 | 299,774 | (1,127 | ) | ||||||||||
| U.S. 10-Year Treasury Notes | 772 | Dec-2026 | 83,534 | 83,111 | (423 | ) | ||||||||||
| U.S. Long Treasury Bonds | 59 | Dec-2026 | 6,418 | 6,409 | (9 | ) | ||||||||||
| U.S. Ultra Long Treasury Bonds | 108 | Dec-2026 | 11,830 | 11,883 | 53 | |||||||||||
| 1,008,273 | 1,005,592 | (2,681 | ) | |||||||||||||
| Short Contracts | ||||||||||||||||
| U.S. Ultra Long Treasury Bonds | (319) | Dec-2026 | $ | (35,498 | ) | $ | (35,100 | ) | $ | 398 | ||||||
| Ultra 10-Year U.S. Treasury Notes | (1,048) | Dec-2026 | (115,268 | ) | (114,673 | ) | 595 | |||||||||
| (150,766 | ) | (149,773 | ) | 993 | ||||||||||||
| $ | 857,507 | $ | 855,819 | $ | (1,688 | ) | ||||||||||
| SEI Institutional Investments Trust | 219 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Core Fixed Income Fund (Concluded)
Percentages are based on Net Assets of $10,270,534 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| † | Investment in Affiliated Security. |
| (A) | Zero coupon security. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | 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 August 31, 2026, the value of these securities amounted to $1,477,832 ($ Thousands), representing 14.4% 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) | Security is in default on interest payment. |
| (F) | Perpetual security with no stated maturity date. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 522,400 | $ | 1,487,194 | $ | (1,580,823 | ) | $ | — | $ | — | $ | 428,771 | $ | 3,968 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 220 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 78.8% | ||||||||
| Communication Services — 11.6% | ||||||||
| Advantage Sales & Marketing | ||||||||
| 9.000%, 11/15/2030 (A) | $ | 865 | $ | 719 | ||||
| Altice Financing | ||||||||
| 5.750%, 08/15/2029 (A) | 1,385 | 840 | ||||||
| Altice France | ||||||||
| 9.500%, 11/01/2029 (A) | 376 | 381 | ||||||
| 6.875%, 10/15/2030 (A) | 3,962 | 3,880 | ||||||
| 6.875%, 07/15/2032 (A) | 471 | 462 | ||||||
| 6.500%, 04/15/2032 (A)(B) | 435 | 423 | ||||||
| Altice France Lux 3 | ||||||||
| 10.000%, 01/15/2033 (A) | 5,850 | 5,698 | ||||||
| AMC Entertainment Holdings | ||||||||
| 7.500%, 02/15/2029 (A) | 2,777 | 2,759 | ||||||
| AMC Global Media | ||||||||
| 10.500%, 07/15/2032 (A) | 3,177 | 3,359 | ||||||
| AP Core Holdings II LLC | ||||||||
| 11.000%, 05/15/2031 (A) | 232 | 244 | ||||||
| Arches Buyer | ||||||||
| 9.000%, 08/15/2031 (A) | 232 | 242 | ||||||
| 6.125%, 12/01/2028 (A) | 2,972 | 2,941 | ||||||
| 4.250%, 06/01/2028 (A) | 441 | 431 | ||||||
| Beasley Mezzanine Holdings LLC | ||||||||
| 10.000% Cash/PIK, 12/31/2027 (A)(C) | 2,300 | 1,420 | ||||||
| Black Pearl Compute LLC | ||||||||
| 6.125%, 02/15/2031 (A) | 3,721 | 3,723 | ||||||
| Block Communications | ||||||||
| 10.250%, 03/01/2031 (A) | 1,394 | 1,213 | ||||||
| C&W Senior Finance | ||||||||
| 9.000%, 01/15/2033 (A) | 1,480 | 1,499 | ||||||
| Cable One | ||||||||
| 4.000%, 11/15/2030 (A) | 3,490 | 1,419 | ||||||
| Cars.com | ||||||||
| 6.375%, 11/01/2028 (A) | 681 | 678 | ||||||
| CCO Holdings LLC | ||||||||
| 7.375%, 03/01/2031 (A) | 512 | 519 | ||||||
| 7.000%, 02/01/2033 (A) | 292 | 285 | ||||||
| 5.125%, 05/01/2027 (A) | 100 | 100 | ||||||
| 5.000%, 02/01/2028 (A) | 4,405 | 4,363 | ||||||
| 4.750%, 03/01/2030 (A) | 4,179 | 3,963 | ||||||
| 4.750%, 02/01/2032 (A) | 1,230 | 1,102 | ||||||
| 4.500%, 08/15/2030 (A) | 5,441 | 5,064 | ||||||
| 4.500%, 05/01/2032 | 632 | 556 | ||||||
| 4.250%, 02/01/2031 (A) | 4,342 | 3,916 | ||||||
| 4.250%, 01/15/2034 (A) | 7,010 | 5,845 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.550%, 06/01/2034 | 2,845 | 2,841 | ||||||
| 5.500%, 04/01/2063 | 14,335 | 10,534 | ||||||
| 3.950%, 06/30/2062 | 957 | 543 | ||||||
| Cinemark USA | ||||||||
| 7.000%, 08/01/2032 (A) | 119 | 123 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.250%, 07/15/2028 (A) | $ | 527 | $ | 525 | ||||
| Clear Channel Outdoor Holdings | ||||||||
| 7.500%, 03/15/2033 (A) | 507 | 534 | ||||||
| 7.125%, 02/15/2031 (A) | 1,023 | 1,055 | ||||||
| Clear Channel Outdoor Holdings Inc. | ||||||||
| 7.750%, 04/15/2028 (A) | 736 | 736 | ||||||
| 7.500%, 06/01/2029 (A) | 829 | 829 | ||||||
| CMG Media | ||||||||
| 8.875%, 06/18/2029 (A) | 3,010 | 2,311 | ||||||
| Connect Finco SARL | ||||||||
| 9.000%, 09/15/2029 (A) | 400 | 418 | ||||||
| Connect Holding II LLC | ||||||||
| 10.500%, 04/03/2031 (A) | 716 | 645 | ||||||
| CSC Holdings LLC | ||||||||
| 6.500%, 02/01/2029 (A) | 1,750 | 928 | ||||||
| 5.750%, 01/15/2030 (A) | 4,070 | 860 | ||||||
| 5.500%, 04/15/2027 (A) | 525 | 302 | ||||||
| 4.500%, 11/15/2031 (A) | 909 | 473 | ||||||
| 4.125%, 12/01/2030 (A) | 97 | 51 | ||||||
| Directv Financing LLC | ||||||||
| 10.000%, 02/15/2031 (A) | 2,391 | 2,530 | ||||||
| 9.250%, 06/01/2032 (A) | 60 | 63 | ||||||
| 8.875%, 02/01/2030 (A) | 4,275 | 4,373 | ||||||
| 5.875%, 08/15/2027 (A) | 146 | 146 | ||||||
| Discovery Communications LLC | ||||||||
| 5.000%, 09/20/2037 | 95 | 73 | ||||||
| 3.950%, 03/20/2028 | 3,769 | 3,722 | ||||||
| Discovery Global Holdings | ||||||||
| 5.050%, 03/15/2042 | 3,354 | 2,439 | ||||||
| 4.279%, 03/15/2032 | 3,990 | 3,651 | ||||||
| 4.054%, 03/15/2029 | 3,641 | 3,604 | ||||||
| DISH DBS | ||||||||
| 5.750%, 12/01/2028 (A)(B) | 340 | 335 | ||||||
| 5.250%, 12/01/2026 (A)(B) | 1,785 | 1,779 | ||||||
| 5.125%, 06/01/2029 (B) | 5,381 | 4,971 | ||||||
| Dotdash Meredith | ||||||||
| 7.625%, 06/15/2032 (A) | 390 | 374 | ||||||
| EchoStar | ||||||||
| 10.750%, 11/30/2029 | 350 | 378 | ||||||
| 6.750% Cash/PIK, 11/30/2030 | 471 | 479 | ||||||
| 3.875% Cash/PIK, 11/30/2030 | 644 | 1,737 | ||||||
| Fibercop | ||||||||
| 6.375%, 11/15/2033 (A) | 916 | 905 | ||||||
| Fox | ||||||||
| 5.576%, 01/25/2049 | 850 | 767 | ||||||
| 5.476%, 01/25/2039 | 1,680 | 1,598 | ||||||
| GCI LLC | ||||||||
| 4.750%, 10/15/2028 (A) | 1,044 | 1,026 | ||||||
| Gray Media | ||||||||
| 10.500%, 07/15/2029 (A) | 302 | 318 | ||||||
| 9.625%, 07/15/2032 (A) | 3,479 | 3,571 | ||||||
| 7.500%, 09/15/2034 (A) | 191 | 191 | ||||||
| 7.250%, 08/15/2033 (A) | 3,578 | 3,578 | ||||||
| SEI Institutional Investments Trust | 221 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.375%, 11/15/2031 (A) | $ | 3,521 | $ | 2,741 | ||||
| 4.750%, 10/15/2030 (A) | 5,628 | 4,632 | ||||||
| Hughes Satellite Systems | ||||||||
| 6.625%, 08/01/2026 (B) | 130 | 61 | ||||||
| iHeartCommunications | ||||||||
| 10.875%, 05/01/2030 (A) | 1,636 | 1,149 | ||||||
| 9.125%, 05/01/2029 (A) | 1,053 | 945 | ||||||
| 7.750%, 08/15/2030 (A) | 1,425 | 1,190 | ||||||
| Iliad Holding SASU | ||||||||
| 8.500%, 04/15/2031 (A) | 1,550 | 1,626 | ||||||
| Level 3 Financing | ||||||||
| 8.500%, 01/15/2036 (A) | 3,665 | 3,832 | ||||||
| 7.500%, 02/15/2037 (A) | 2,387 | 2,368 | ||||||
| 7.000%, 03/31/2034 (A) | 4,431 | 4,533 | ||||||
| 6.875%, 06/30/2033 (A) | 7,946 | 8,078 | ||||||
| Live Nation Entertainment | ||||||||
| 6.500%, 05/15/2027 (A) | 1,904 | 1,906 | ||||||
| 4.750%, 10/15/2027 (A) | 3,311 | 3,294 | ||||||
| 3.750%, 01/15/2028 (A) | 743 | 730 | ||||||
| Lumen Technologies | ||||||||
| 7.650%, 03/15/2042 | 726 | 661 | ||||||
| 7.600%, 09/15/2039 | 245 | 226 | ||||||
| 5.375%, 06/15/2029 (A) | 429 | 412 | ||||||
| Match Group Holdings II LLC | ||||||||
| 6.125%, 09/15/2033 (A) | 200 | 197 | ||||||
| 4.125%, 08/01/2030 (A) | 50 | 47 | ||||||
| 3.625%, 10/01/2031 (A) | 440 | 397 | ||||||
| McGraw-Hill Education | ||||||||
| 7.375%, 09/01/2031 (A) | 165 | 170 | ||||||
| 5.750%, 08/01/2028 (A) | 1,265 | 1,261 | ||||||
| Midcontinent Communications | ||||||||
| 8.000%, 08/15/2032 (A) | 469 | 407 | ||||||
| Muvico LLC | ||||||||
| 15.000% Cash/PIK, 02/19/2029 (A) | 1,689 | 1,928 | ||||||
| Neptune Bidco US | ||||||||
| 10.375%, 05/15/2031 (A) | 2,110 | 2,217 | ||||||
| 9.500%, 02/15/2033 (A) | 2,346 | 2,409 | ||||||
| 9.290%, 04/15/2029 (A) | 272 | 278 | ||||||
| Nexstar Media | ||||||||
| 7.250%, 04/15/2034 (A) | 3,407 | 3,451 | ||||||
| 6.500%, 09/15/2033 (A) | 6,144 | 6,172 | ||||||
| 4.750%, 11/01/2028 (A) | 1,892 | 1,864 | ||||||
| OAK-Eagle Acquireco | ||||||||
| 8.750%, 07/01/2034 (A) | 1,323 | 1,404 | ||||||
| 7.250%, 07/01/2033 (A) | 1,630 | 1,695 | ||||||
| Paramount Global | ||||||||
| 6.875%, 04/30/2036 | 1,051 | 977 | ||||||
| 5.500%, 05/15/2033 | 751 | 670 | ||||||
| 5.250%, 04/01/2044 | 1,320 | 881 | ||||||
| 4.850%, 07/01/2042 | 890 | 591 | ||||||
| 4.200%, 05/19/2032 | 2,565 | 2,235 | ||||||
| Playtika Holding | ||||||||
| 4.250%, 03/15/2029 (A) | 415 | 375 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| QTS Fayetteville LLC | ||||||||
| 5.700%, 04/15/2036 (A) | $ | 1,920 | $ | 1,737 | ||||
| Scripps Escrow II | ||||||||
| 3.875%, 01/15/2029 (A) | 2,554 | 2,389 | ||||||
| Sinclair Television Group | ||||||||
| 8.125%, 02/15/2033 (A) | 1,976 | 2,054 | ||||||
| Sirius XM Radio LLC | ||||||||
| 5.875%, 04/15/2032 (A) | 705 | 695 | ||||||
| 5.500%, 07/01/2029 (A) | 1,372 | 1,370 | ||||||
| 5.000%, 08/01/2027 (A) | 1,824 | 1,819 | ||||||
| 4.125%, 07/01/2030 (A) | 1,600 | 1,506 | ||||||
| 4.000%, 07/15/2028 (A) | 2,268 | 2,212 | ||||||
| 3.875%, 09/01/2031 (A) | 2,055 | 1,873 | ||||||
| Snap | ||||||||
| 6.875%, 03/01/2033 (A) | 1,440 | 1,412 | ||||||
| Spanish Broadcasting System | ||||||||
| 9.750%, 03/01/2026 (A)(B)(C) | 4,965 | 2,979 | ||||||
| Stagwell Global LLC | ||||||||
| 5.625%, 08/15/2029 (A) | 3,857 | 3,757 | ||||||
| Stingray Compute LLC | ||||||||
| 6.000%, 06/15/2031 (A) | 2,006 | 1,953 | ||||||
| Telenet Finance Luxembourg Notes Sarl | ||||||||
| 5.500%, 03/01/2028 (A) | 2,177 | 2,141 | ||||||
| Univision Communications | ||||||||
| 9.375%, 08/01/2032 (A)(C) | 2,692 | 2,747 | ||||||
| 4.500%, 05/01/2029 (A)(C) | 380 | 362 | ||||||
| 8.875%, 04/15/2033 (A) | 2,560 | 2,530 | ||||||
| 8.500%, 07/31/2031 (A) | 16 | 16 | ||||||
| 7.375%, 06/30/2030 (A) | 407 | 409 | ||||||
| Urban One | ||||||||
| 10.500%, 04/01/2030 (A) | 1,185 | 1,132 | ||||||
| 7.625%, 04/01/2031 (A) | 4,754 | 1,687 | ||||||
| Virgin Media Finance | ||||||||
| 5.000%, 07/15/2030 (A) | 727 | 448 | ||||||
| Virgin Media O2 Vendor Financing Notes VI DAC | ||||||||
| 8.500%, 03/15/2033 (A) | 1,214 | 815 | ||||||
| Virgin Media Secured Finance | ||||||||
| 5.500%, 05/15/2029 (A) | 1,169 | 1,083 | ||||||
| 4.500%, 08/15/2030 (A) | 2,343 | 1,937 | ||||||
| Vmed O2 UK Financing I | ||||||||
| 7.750%, 04/15/2032 (A) | 830 | 719 | ||||||
| 6.750%, 01/15/2033 (A) | 390 | 325 | ||||||
| 4.250%, 01/31/2031 (A) | 2,075 | 1,681 | ||||||
| VZ Secured Financing BV | ||||||||
| 7.500%, 01/15/2033 (A) | 1,004 | 908 | ||||||
| Windstream Services LLC | ||||||||
| 8.250%, 10/01/2031 (A) | 1,534 | 1,603 | ||||||
| Zayo Group Holdings | ||||||||
| 13.750%, 09/09/2030 (A) | 3,535 | 3,511 | ||||||
| 9.250%, 03/09/2030 (A) | 5,163 | 5,163 | ||||||
| Ziff Davis | ||||||||
| 4.625%, 10/15/2030 (A) | 120 | 113 | ||||||
| 222 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| ZipRecruiter | ||||||||
| 5.000%, 01/15/2030 (A)(C) | $ | 1,445 | $ | 1,214 | ||||
| 248,670 | ||||||||
| Consumer Discretionary — 11.6% | ||||||||
| 1011778 BC ULC / New Red Finance | ||||||||
| 4.375%, 01/15/2028 (A) | 1,683 | 1,666 | ||||||
| 4.000%, 10/15/2030 (A) | 535 | 505 | ||||||
| A&K Travel Group Holdings | ||||||||
| 7.500%, 05/15/2033 (A) | 1,659 | 1,688 | ||||||
| Academy | ||||||||
| 5.875%, 05/15/2031 (A) | 1,664 | 1,653 | ||||||
| Adient Global Holdings Ltd. | ||||||||
| 8.250%, 04/15/2031 (A) | 829 | 862 | ||||||
| 7.500%, 02/15/2033 (A) | 409 | 424 | ||||||
| Allison Transmission | ||||||||
| 5.875%, 06/01/2029 (A) | 1,061 | 1,065 | ||||||
| 5.875%, 12/01/2033 (A) | 1,753 | 1,741 | ||||||
| 4.750%, 10/01/2027 (A) | 5 | 5 | ||||||
| 3.750%, 01/30/2031 (A) | 589 | 549 | ||||||
| American Axle & Manufacturing | ||||||||
| 7.750%, 10/15/2033 (A) | 508 | 511 | ||||||
| 6.375%, 10/15/2032 (A) | 1,101 | 1,102 | ||||||
| American Greetings | ||||||||
| 8.875%, 01/15/2032 (A) | 1,774 | 1,759 | ||||||
| Aramark Services | ||||||||
| 5.000%, 02/01/2028 (A) | 1,260 | 1,257 | ||||||
| Arko | ||||||||
| 5.125%, 11/15/2029 (A) | 663 | 594 | ||||||
| Asbury Automotive Group | ||||||||
| 4.750%, 03/01/2030 | 255 | 248 | ||||||
| 4.625%, 11/15/2029 (A) | 1,059 | 1,031 | ||||||
| 4.500%, 03/01/2028 | 2,441 | 2,416 | ||||||
| Ashton Woods USA LLC | ||||||||
| 4.625%, 08/01/2029 (A) | 250 | 242 | ||||||
| 4.625%, 04/01/2030 (A) | 300 | 287 | ||||||
| Aventine (Escrow Security) | ||||||||
| 0.000%, 10/15/2049 (B)(D)(E) | 2,600 | – | ||||||
| Bath & Body Works | ||||||||
| 7.600%, 07/15/2037 | 1,505 | 1,492 | ||||||
| 7.500%, 06/15/2029 | 260 | 263 | ||||||
| 6.875%, 11/01/2035 | 1,595 | 1,627 | ||||||
| 6.750%, 07/01/2036 | 3,280 | 3,266 | ||||||
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer | ||||||||
| 9.500%, 07/01/2032 (A) | 1,815 | 1,799 | ||||||
| Beach Acquisition Bidco LLC | ||||||||
| 10.000% Cash/PIK, 07/15/2033 (A) | 3,216 | 3,452 | ||||||
| Beazer Homes USA | ||||||||
| 7.500%, 03/15/2031 (A) | 196 | 199 | ||||||
| Boyd Gaming | ||||||||
| 4.750%, 06/15/2031 (A) | 120 | 115 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Boyne USA | ||||||||
| 4.750%, 05/15/2029 (A) | $ | 3,244 | $ | 3,186 | ||||
| Brightstar Lottery | ||||||||
| 5.750%, 01/15/2033 (A) | 145 | 141 | ||||||
| 5.250%, 01/15/2029 (A) | 3,852 | 3,821 | ||||||
| Brookfield Residential Properties | ||||||||
| 5.000%, 06/15/2029 (A) | 10 | 10 | ||||||
| 4.875%, 02/15/2030 (A) | 600 | 565 | ||||||
| Caesars Entertainment | ||||||||
| 7.000%, 02/15/2030 (A) | 763 | 767 | ||||||
| 6.500%, 02/15/2032 (A) | 1,591 | 1,538 | ||||||
| 6.000%, 10/15/2032 (A) | 4,232 | 3,801 | ||||||
| Carnival | ||||||||
| 6.125%, 02/15/2033 (A) | 6,817 | 6,833 | ||||||
| 5.875%, 06/15/2031 (A) | 45 | 45 | ||||||
| 5.750%, 03/15/2030 (A) | 258 | 260 | ||||||
| 5.750%, 08/01/2032 (A) | 1,772 | 1,754 | ||||||
| 4.000%, 08/01/2028 (A) | 128 | 125 | ||||||
| Cavalier Acquisition | ||||||||
| 8.250%, 08/15/2033 (A) | 1,260 | 1,291 | ||||||
| CD&R Smokey Buyer | ||||||||
| 9.500%, 10/15/2029 (A) | 745 | 320 | ||||||
| Churchill Downs | ||||||||
| 5.750%, 04/01/2030 (A) | 686 | 686 | ||||||
| 4.750%, 01/15/2028 (A) | 2,683 | 2,663 | ||||||
| Clarios Global | ||||||||
| 6.750%, 05/15/2028 (A) | 551 | 559 | ||||||
| 6.750%, 02/15/2030 (A) | 488 | 502 | ||||||
| 6.750%, 09/15/2032 (A) | 2,771 | 2,823 | ||||||
| Cooper-Standard Automotive | ||||||||
| 9.250%, 03/01/2031 (A) | 2,332 | 2,359 | ||||||
| Cougar JV Subsidiary LLC | ||||||||
| 8.000%, 05/15/2032 (A) | 820 | 859 | ||||||
| Cyprium | ||||||||
| 6.375%, 04/15/2034 (A) | 346 | 342 | ||||||
| 6.125%, 04/15/2031 (A) | 247 | 246 | ||||||
| Dorman Products | ||||||||
| 6.250%, 06/15/2034 (A) | 230 | 232 | ||||||
| Fertitta Entertainment LLC | ||||||||
| 6.750%, 01/15/2030 (A) | 1,252 | 1,225 | ||||||
| 4.625%, 01/15/2029 (A) | 2,406 | 2,345 | ||||||
| Flutter Treasury DAC | ||||||||
| 5.875%, 06/04/2031 (A) | 1,400 | 1,376 | ||||||
| Fontainebleau Las Vegas | ||||||||
| 11.000%, 06/15/2015 (A)(B)(D) | 3,415 | – | ||||||
| Ford Motor Credit LLC | ||||||||
| 7.200%, 06/10/2030 | 200 | 210 | ||||||
| 7.122%, 11/07/2033 | 3,289 | 3,460 | ||||||
| 6.467%, 05/22/2036 | 266 | 267 | ||||||
| 5.875%, 11/07/2029 | 750 | 757 | ||||||
| 5.730%, 09/05/2030 | 138 | 138 | ||||||
| 4.125%, 08/17/2027 | 200 | 199 | ||||||
| 4.000%, 11/13/2030 | 770 | 720 | ||||||
| SEI Institutional Investments Trust | 223 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Gaia Purchaser | ||||||||
| 7.625%, 07/15/2033 (A) | $ | 1,080 | $ | 1,103 | ||||
| Gap | ||||||||
| 3.625%, 10/01/2029 (A) | 2,227 | 2,106 | ||||||
| Garrett Motion Holdings | ||||||||
| 7.750%, 05/31/2032 (A) | 301 | 313 | ||||||
| Genting New York LLC | ||||||||
| 7.250%, 10/01/2029 (A) | 1,925 | 1,976 | ||||||
| Goodyear Tire & Rubber | ||||||||
| 8.875%, 07/15/2032 | 4,458 | 4,547 | ||||||
| 6.625%, 07/15/2030 | 481 | 465 | ||||||
| 5.250%, 04/30/2031 | 216 | 194 | ||||||
| 5.250%, 07/15/2031 | 801 | 713 | ||||||
| 5.000%, 07/15/2029 | 788 | 753 | ||||||
| Great Canadian Gaming | ||||||||
| 8.750%, 11/15/2029 (A) | 400 | 403 | ||||||
| GrubHub Holdings | ||||||||
| 13.000% Cash/PIK, 07/31/2030 (A) | 6,980 | 6,015 | ||||||
| Hilton Domestic Operating | ||||||||
| 6.125%, 04/01/2032 (A) | 629 | 637 | ||||||
| 5.875%, 04/01/2029 (A) | 2,059 | 2,075 | ||||||
| 5.875%, 03/15/2033 (A) | 3,008 | 3,017 | ||||||
| 5.750%, 09/15/2033 (A) | 484 | 484 | ||||||
| 5.500%, 09/15/2031 (A) | 201 | 200 | ||||||
| 5.500%, 03/31/2034 (A) | 92 | 90 | ||||||
| 4.875%, 01/15/2030 | 112 | 111 | ||||||
| 4.000%, 05/01/2031 (A) | 2,410 | 2,265 | ||||||
| 3.750%, 05/01/2029 (A) | 3,391 | 3,267 | ||||||
| 3.625%, 02/15/2032 (A) | 122 | 111 | ||||||
| Hilton Grand Vacations Borrower LLC | ||||||||
| 5.000%, 06/01/2029 (A) | 2,043 | 1,991 | ||||||
| Hilton Worldwide Finance LLC | ||||||||
| 4.875%, 04/01/2027 | 351 | 351 | ||||||
| IHO Verwaltungs GmbH | ||||||||
| 8.000% Cash/PIK, 11/15/2032 (A) | 200 | 211 | ||||||
| 7.750% Cash/PIK, 11/15/2030 (A) | 200 | 208 | ||||||
| Jacobs Entertainment | ||||||||
| 6.750%, 02/15/2029 (A) | 3,270 | 3,229 | ||||||
| Kohl's | ||||||||
| 5.550%, 07/17/2045 | 400 | 273 | ||||||
| 5.125%, 05/01/2031 | 1,175 | 1,061 | ||||||
| LCM Investments Holdings II LLC | ||||||||
| 4.875%, 05/01/2029 (A) | 3,680 | 3,600 | ||||||
| LGI Homes | ||||||||
| 8.750%, 12/15/2028 (A) | 187 | 192 | ||||||
| 7.000%, 11/15/2032 (A) | 1,834 | 1,814 | ||||||
| Light & Wonder International | ||||||||
| 6.250%, 10/01/2033 (A) | 4,239 | 4,228 | ||||||
| Lithia Motors | ||||||||
| 5.500%, 10/01/2030 (A) | 960 | 953 | ||||||
| Marriott Ownership Resorts | ||||||||
| 6.500%, 10/01/2033 (A) | 321 | 319 | ||||||
| 4.750%, 01/15/2028 | 53 | 53 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.500%, 06/15/2029 (A) | $ | 125 | $ | 121 | ||||
| Masterbrand | ||||||||
| 7.000%, 07/15/2032 (A) | 682 | 682 | ||||||
| Mattamy Group | ||||||||
| 6.000%, 12/15/2033 (A) | 520 | 504 | ||||||
| Melco Resorts Finance | ||||||||
| 6.500%, 09/24/2033 (A) | 360 | 350 | ||||||
| 5.375%, 12/04/2029 (A) | 1,665 | 1,619 | ||||||
| Men's Wearhouse LLC | ||||||||
| 9.000%, 02/01/2031 (A) | 344 | 369 | ||||||
| MGM Resorts International | ||||||||
| 6.500%, 04/15/2032 | 421 | 420 | ||||||
| 6.125%, 09/15/2029 | 397 | 402 | ||||||
| 4.750%, 10/15/2028 | 2,195 | 2,181 | ||||||
| 4.625%, 09/01/2026 | 393 | 393 | ||||||
| Mohegan Tribal Gaming Authority | ||||||||
| 11.875%, 04/15/2031 (A) | 1,414 | 1,535 | ||||||
| 8.250%, 04/15/2030 (A) | 1,405 | 1,467 | ||||||
| NCL | ||||||||
| 6.750%, 02/01/2032 (A) | 3,635 | 3,536 | ||||||
| 6.250%, 09/15/2033 (A) | 1,679 | 1,570 | ||||||
| 5.875%, 01/15/2031 (A) | 934 | 896 | ||||||
| Neiman Marcus Group (Escrow Security) (E) | ||||||||
| 0.000%, 10/15/2022 (A)(B)(C)(D) | 1,475 | – | ||||||
| 0.000% Cash/PIK, 10/15/2022 (A)(B)(C)(D) | 1,360 | – | ||||||
| Newell Brands | ||||||||
| 8.500%, 06/01/2028 (A) | 263 | 274 | ||||||
| 7.375%, 04/01/2036 | 110 | 111 | ||||||
| 6.625%, 09/15/2029 | 340 | 347 | ||||||
| 6.625%, 05/15/2032 | 2,074 | 2,122 | ||||||
| 6.375%, 05/15/2030 | 358 | 363 | ||||||
| 6.250%, 08/15/2031 (A) | 146 | 146 | ||||||
| Nissan Motor | ||||||||
| 8.125%, 07/17/2035 (A) | 2,801 | 2,975 | ||||||
| 7.750%, 07/17/2032 (A) | 1,310 | 1,359 | ||||||
| 7.500%, 07/17/2030 (A) | 315 | 324 | ||||||
| 4.810%, 09/17/2030 (A) | 2,339 | 2,179 | ||||||
| 4.345%, 09/17/2027 (A) | 2,842 | 2,810 | ||||||
| Nissan Motor Acceptance | ||||||||
| 2.750%, 03/09/2028 (A) | 905 | 865 | ||||||
| Nordstrom | ||||||||
| 4.375%, 04/01/2030 | 260 | 247 | ||||||
| Ontario Gaming GTA | ||||||||
| 8.000%, 08/01/2030 (A) | 1,203 | 1,206 | ||||||
| Papa John's International | ||||||||
| 3.875%, 09/15/2029 (A) | 872 | 808 | ||||||
| Penn Entertainment | ||||||||
| 6.750%, 04/01/2031 (A) | 872 | 875 | ||||||
| Petco Health & Wellness | ||||||||
| 8.250%, 02/01/2031 (A) | 332 | 337 | ||||||
| PetSmart LLC | ||||||||
| 10.000%, 09/15/2033 (A) | 2,834 | 2,829 | ||||||
| 224 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 7.500%, 09/15/2032 (A) | $ | 1,655 | $ | 1,671 | ||||
| Photo Holdings LLC | ||||||||
| 12.000%, 07/01/2031 (A) | 616 | 634 | ||||||
| Pioneer Opco LLC | ||||||||
| 7.000%, 05/15/2033 (A) | 1,490 | 1,516 | ||||||
| Rakuten Group | ||||||||
| 9.750%, 04/15/2029 (A) | 5,971 | 6,508 | ||||||
| Resorts World Las Vegas LLC | ||||||||
| 4.625%, 04/16/2029 (A) | 1,050 | 956 | ||||||
| 4.625%, 04/06/2031 (A) | 1,945 | 1,655 | ||||||
| Risewell Homes | ||||||||
| 8.500%, 11/01/2030 (A) | 440 | 447 | ||||||
| Rivers Enterprise Borrower LLC | ||||||||
| 6.625%, 02/01/2033 (A) | 3,502 | 3,550 | ||||||
| 6.250%, 10/15/2030 (A) | 250 | 253 | ||||||
| Rivian Holdings LLC | ||||||||
| 10.000%, 01/15/2031 (A) | 1,412 | 1,443 | ||||||
| Royal Caribbean Cruises | ||||||||
| 6.250%, 03/15/2032 (A) | 630 | 639 | ||||||
| 6.000%, 02/01/2033 (A) | 373 | 375 | ||||||
| 5.625%, 09/30/2031 (A) | 293 | 294 | ||||||
| Sabre Financial Borrower LLC | ||||||||
| 11.125%, 06/15/2029 (A) | 555 | 589 | ||||||
| Sabre GLBL | ||||||||
| 10.750%, 11/15/2029 (A) | 618 | 610 | ||||||
| 10.750%, 03/15/2030 (A) | 1,104 | 1,072 | ||||||
| Service International | ||||||||
| 5.750%, 10/15/2032 | 1,460 | 1,460 | ||||||
| Six Flags Entertainment | ||||||||
| 8.625%, 01/15/2032 (A) | 1,988 | 2,016 | ||||||
| 7.250%, 05/15/2031 (A) | 2,043 | 2,019 | ||||||
| 6.625%, 05/01/2032 (A) | 2,604 | 2,639 | ||||||
| Somnigroup International | ||||||||
| 4.000%, 04/15/2029 (A) | 1,030 | 991 | ||||||
| 3.875%, 10/15/2031 (A) | 376 | 344 | ||||||
| Sonic Automotive | ||||||||
| 4.875%, 11/15/2031 (A) | 271 | 259 | ||||||
| 4.625%, 11/15/2029 (A) | 464 | 454 | ||||||
| Staples | ||||||||
| 12.750%, 01/15/2030 (A) | 855 | 681 | ||||||
| 10.750%, 09/01/2029 (A) | 4,440 | 4,266 | ||||||
| Station Casinos LLC | ||||||||
| 6.625%, 03/15/2032 (A) | 438 | 443 | ||||||
| 4.625%, 12/01/2031 (A) | 336 | 317 | ||||||
| 4.500%, 02/15/2028 (A) | 2,155 | 2,133 | ||||||
| StoneMor | ||||||||
| 8.500%, 05/15/2029 (A) | 1,340 | 1,336 | ||||||
| Studio City Finance | ||||||||
| 5.000%, 01/15/2029 (A) | 3,530 | 3,403 | ||||||
| Tenneco | ||||||||
| 8.000%, 11/17/2028 (A) | 2,544 | 2,553 | ||||||
| Travel + Leisure | ||||||||
| 6.125%, 09/01/2033 (A) | 11 | 11 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.625%, 03/01/2030 (A) | $ | 486 | $ | 469 | ||||
| Under Armour | ||||||||
| 7.250%, 07/15/2030 (A) | 4,298 | 4,330 | ||||||
| Vail Resorts | ||||||||
| 6.500%, 05/15/2032 (A) | 572 | 580 | ||||||
| 5.625%, 07/15/2030 (A) | 339 | 338 | ||||||
| VF | ||||||||
| 6.000%, 10/15/2033 | 1,105 | 1,075 | ||||||
| Victoria's Secret | ||||||||
| 4.625%, 07/15/2029 (A) | 3,195 | 3,108 | ||||||
| Victra Holdings LLC | ||||||||
| 8.750%, 09/15/2029 (A) | 370 | 379 | ||||||
| Viking Cruises | ||||||||
| 5.875%, 10/15/2033 (A) | 3,146 | 3,114 | ||||||
| Voyager Parent LLC | ||||||||
| 9.250%, 07/01/2032 (A) | 514 | 550 | ||||||
| Wand NewCo 3 | ||||||||
| 7.625%, 01/30/2032 (A) | 1,858 | 1,892 | ||||||
| Wayfair LLC | ||||||||
| 7.750%, 09/15/2030 (A) | 471 | 496 | ||||||
| 7.250%, 10/31/2029 (A) | 238 | 246 | ||||||
| 7.125%, 05/31/2034 (A) | 114 | 118 | ||||||
| 6.750%, 11/15/2032 (A) | 2,687 | 2,764 | ||||||
| Weekley Homes LLC | ||||||||
| 6.750%, 01/15/2034 (A) | 467 | 473 | ||||||
| Whirlpool | ||||||||
| 7.875%, 07/01/2034 (A) | 425 | 416 | ||||||
| 7.500%, 07/01/2031 (A) | 340 | 340 | ||||||
| 6.500%, 06/15/2033 | 718 | 621 | ||||||
| 5.750%, 03/01/2034 | 147 | 115 | ||||||
| 5.500%, 03/01/2033 | 257 | 205 | ||||||
| 4.750%, 02/26/2029 | 1,305 | 1,238 | ||||||
| William Carter | ||||||||
| 7.375%, 02/15/2031 (A) | 69 | 71 | ||||||
| Wolverine World Wide | ||||||||
| 4.000%, 08/15/2029 (A) | 2,183 | 2,076 | ||||||
| Wynn Las Vegas LLC | ||||||||
| 5.250%, 05/15/2027 (A) | 1,954 | 1,955 | ||||||
| Wynn Macau | ||||||||
| 6.750%, 02/15/2034 (A) | 635 | 629 | ||||||
| 5.125%, 12/15/2029 (A) | 1,550 | 1,515 | ||||||
| Wynn Resorts Finance LLC | ||||||||
| 7.125%, 02/15/2031 (A) | 2,045 | 2,147 | ||||||
| 6.250%, 03/15/2033 (A) | 609 | 609 | ||||||
| 5.125%, 10/01/2029 (A) | 813 | 810 | ||||||
| Yum! Brands | ||||||||
| 6.875%, 11/15/2037 (C) | 1,840 | 1,975 | ||||||
| 5.375%, 04/01/2032 (C) | 485 | 479 | ||||||
| ZF North America Capital | ||||||||
| 7.500%, 03/24/2031 (A) | 1,612 | 1,653 | ||||||
| 6.875%, 04/23/2032 (A) | 1,160 | 1,163 | ||||||
| 249,279 | ||||||||
| SEI Institutional Investments Trust | 225 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Consumer Staples — 2.5% | ||||||||
| Albertsons Cos | ||||||||
| 5.625%, 03/31/2032 (A) | $ | 598 | $ | 575 | ||||
| 5.500%, 03/31/2031 (A) | 88 | 85 | ||||||
| 4.875%, 02/15/2030 (A) | 10 | 10 | ||||||
| 3.500%, 03/15/2029 (A) | 4,051 | 3,850 | ||||||
| B&G Foods | ||||||||
| 11.000%, 06/15/2031 (A) | 1,196 | 1,045 | ||||||
| 8.000%, 09/15/2028 (A) | 1,705 | 1,689 | ||||||
| C&S Group Enterprises LLC | ||||||||
| 5.000%, 12/15/2028 (A) | 2,228 | 2,068 | ||||||
| Central Garden & Pet | ||||||||
| 5.125%, 02/01/2028 | 1,237 | 1,237 | ||||||
| 4.125%, 10/15/2030 | 526 | 498 | ||||||
| 4.125%, 04/30/2031 (A) | 650 | 611 | ||||||
| Chobani LLC | ||||||||
| 4.625%, 11/15/2028 (A) | 2,242 | 2,217 | ||||||
| Edgewell Personal Care | ||||||||
| 5.500%, 06/01/2028 (A) | 741 | 741 | ||||||
| 4.125%, 04/01/2029 (A) | 348 | 337 | ||||||
| Energizer Holdings | ||||||||
| 6.000%, 09/15/2033 (A) | 29 | 28 | ||||||
| 4.750%, 06/15/2028 (A) | 721 | 713 | ||||||
| 4.375%, 03/31/2029 (A) | 666 | 646 | ||||||
| Fiesta Purchaser | ||||||||
| 9.625%, 09/15/2032 (A) | 976 | 955 | ||||||
| 7.875%, 03/01/2031 (A) | 470 | 476 | ||||||
| HLF Financing Sarl LLC | ||||||||
| 7.750%, 05/01/2033 (A) | 408 | 412 | ||||||
| 4.875%, 06/01/2029 (A) | 2,093 | 1,972 | ||||||
| HRB Winddown | ||||||||
| 8.875%, 03/15/2070 (A)(B)(D) | 800 | – | ||||||
| Lamb Weston Holdings | ||||||||
| 4.125%, 01/31/2030 (A) | 1,180 | 1,131 | ||||||
| New Albertsons | ||||||||
| 8.700%, 05/01/2030 | 1,149 | 1,217 | ||||||
| 8.000%, 05/01/2031 | 995 | 1,033 | ||||||
| Opal Bidco SAS | ||||||||
| 6.500%, 03/31/2032 (A) | 4,713 | 4,758 | ||||||
| Performance Food Group | ||||||||
| 6.125%, 09/15/2032 (A) | 1,728 | 1,732 | ||||||
| 5.625%, 03/01/2034 (A) | 212 | 206 | ||||||
| 4.250%, 08/01/2029 (A) | 2,217 | 2,152 | ||||||
| Pilgrim's Pride | ||||||||
| 6.875%, 05/15/2034 | 1,435 | 1,535 | ||||||
| Post Holdings | ||||||||
| 6.500%, 03/15/2036 (A) | 1,945 | 1,885 | ||||||
| 6.375%, 03/01/2033 (A) | 5,934 | 5,831 | ||||||
| 6.250%, 02/15/2032 (A) | 2,651 | 2,673 | ||||||
| 6.250%, 10/15/2034 (A) | 2,091 | 2,016 | ||||||
| 4.625%, 04/15/2030 (A) | 51 | 49 | ||||||
| Primo Water Holdings | ||||||||
| 6.250%, 04/01/2029 (A) | 327 | 328 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.375%, 04/30/2029 (A) | $ | 447 | $ | 438 | ||||
| Simmons Foods | ||||||||
| 4.625%, 03/01/2029 (A) | 3,989 | 3,843 | ||||||
| TreeHouse Foods | ||||||||
| 7.750%, 02/11/2033 (A) | 1,290 | 1,305 | ||||||
| Tyson Foods | ||||||||
| 5.100%, 09/28/2048 | 1,447 | 1,259 | ||||||
| US Foods | ||||||||
| 4.750%, 02/15/2029 (A) | 230 | 227 | ||||||
| Viking Baked Goods Acquisition | ||||||||
| 8.625%, 11/01/2031 (A) | 530 | 531 | ||||||
| 54,314 | ||||||||
| Energy — 9.0% | ||||||||
| Antero Midstream Partners | ||||||||
| 5.750%, 10/15/2033 (A) | 1,148 | 1,133 | ||||||
| 5.375%, 06/15/2029 (A) | 2,674 | 2,674 | ||||||
| Archrock Partners | ||||||||
| 6.625%, 09/01/2032 (A) | 1,509 | 1,537 | ||||||
| Archrock Services | ||||||||
| 6.000%, 02/01/2034 (A) | 317 | 312 | ||||||
| Ascent Resources Utica Holdings LLC | ||||||||
| 6.625%, 10/15/2032 (A) | 263 | 266 | ||||||
| 6.625%, 07/15/2033 (A) | 1,743 | 1,760 | ||||||
| 5.875%, 06/30/2029 (A) | 291 | 291 | ||||||
| Beusa Investments LLC | ||||||||
| 7.000%, 08/01/2031 (A) | 459 | 460 | ||||||
| Blue Racer Midstream LLC | ||||||||
| 7.250%, 07/15/2032 (A) | 545 | 564 | ||||||
| 7.000%, 07/15/2029 (A) | 1,015 | 1,042 | ||||||
| Borr IHC | ||||||||
| 9.000%, 01/15/2034 (A) | 910 | 880 | ||||||
| 8.750%, 01/15/2032 (A) | 380 | 369 | ||||||
| Buckeye Partners | ||||||||
| 6.875%, 07/01/2029 (A) | 135 | 138 | ||||||
| 6.750%, 02/01/2030 (A) | 196 | 202 | ||||||
| 4.500%, 03/01/2028 (A) | 1,538 | 1,515 | ||||||
| 3.950%, 12/01/2026 | 833 | 830 | ||||||
| California Resources | ||||||||
| 7.000%, 01/15/2034 (A) | 1,435 | 1,435 | ||||||
| Calumet Specialty Products Partners | ||||||||
| 9.750%, 02/15/2031 (A) | 957 | 1,037 | ||||||
| Caturus Energy LLC | ||||||||
| 7.125%, 05/15/2031 (A) | 652 | 653 | ||||||
| Chord Energy | ||||||||
| 6.750%, 03/15/2033 (A) | 210 | 215 | ||||||
| 6.000%, 10/01/2030 (A) | 672 | 680 | ||||||
| CNX Midstream Partners | ||||||||
| 4.750%, 04/15/2030 (A) | 259 | 249 | ||||||
| CNX Resources | ||||||||
| 7.250%, 03/01/2032 (A) | 110 | 113 | ||||||
| 5.875%, 03/01/2034 (A) | 328 | 320 | ||||||
| 226 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Comstock Resources | ||||||||
| 6.750%, 03/01/2029 (A) | $ | 2,703 | $ | 2,681 | ||||
| 5.875%, 01/15/2030 (A) | 3,236 | 3,106 | ||||||
| Crescent Energy Finance LLC | ||||||||
| 8.375%, 01/15/2034 (A) | 618 | 652 | ||||||
| 7.875%, 04/15/2032 (A) | 632 | 653 | ||||||
| 7.625%, 04/01/2032 (A) | 1,058 | 1,088 | ||||||
| 7.375%, 01/15/2033 (A) | 411 | 420 | ||||||
| CVR Energy | ||||||||
| 7.875%, 02/15/2034 (A) | 1,489 | 1,545 | ||||||
| 7.500%, 02/15/2031 (A) | 1,720 | 1,772 | ||||||
| DBR Land Holdings LLC | ||||||||
| 6.250%, 12/01/2030 (A) | 1,474 | 1,501 | ||||||
| Delek Logistics Partners | ||||||||
| 7.375%, 06/30/2033 (A) | 449 | 462 | ||||||
| 6.875%, 06/01/2034 (A) | 705 | 711 | ||||||
| Energy Transfer | ||||||||
| 5.500%, 06/01/2027 | 2,863 | 2,875 | ||||||
| EnQuest | ||||||||
| 9.875%, 04/30/2031 (A) | 1,559 | 1,649 | ||||||
| Enviva Partners LP | ||||||||
| 0.000%, 01/15/2027 (D)(E) | 3,197 | – | ||||||
| Excelerate Energy | ||||||||
| 8.000%, 05/15/2030 (A) | 434 | 457 | ||||||
| Expand Energy | ||||||||
| 7.500%, 10/01/2026 (B)(C)(D) | 4,075 | – | ||||||
| 7.000%, 12/31/2049 (B)(C)(D) | 1,790 | – | ||||||
| 5.500%, 09/15/2026 (B)(C) | 180 | – | ||||||
| 5.375%, 02/01/2029 | 69 | 69 | ||||||
| 5.375%, 03/15/2030 | 513 | 515 | ||||||
| 4.750%, 02/01/2032 | 452 | 437 | ||||||
| Genesis Energy | ||||||||
| 8.875%, 04/15/2030 | 2,374 | 2,480 | ||||||
| 8.000%, 05/15/2033 | 850 | 892 | ||||||
| 7.875%, 05/15/2032 | 865 | 898 | ||||||
| 6.750%, 03/15/2034 | 1,201 | 1,209 | ||||||
| Gulfport Energy Operating | ||||||||
| 6.750%, 09/01/2029 (A) | 497 | 506 | ||||||
| Harvest Midstream I | ||||||||
| 7.500%, 05/15/2032 (A) | 706 | 733 | ||||||
| 6.750%, 05/15/2034 (A) | 250 | 253 | ||||||
| Hess Midstream Operations | ||||||||
| 6.500%, 06/01/2029 (A) | 763 | 778 | ||||||
| 5.875%, 03/01/2028 (A) | 99 | 100 | ||||||
| 5.125%, 06/15/2028 (A) | 377 | 376 | ||||||
| Hilcorp Energy I | ||||||||
| 7.250%, 02/15/2035 (A) | 2,845 | 2,864 | ||||||
| 6.875%, 05/15/2034 (A) | 515 | 510 | ||||||
| 6.250%, 04/15/2032 (A) | 713 | 701 | ||||||
| 6.000%, 04/15/2030 (A) | 247 | 246 | ||||||
| 6.000%, 02/01/2031 (A) | 3,587 | 3,541 | ||||||
| Howard Midstream Energy Partners LLC | ||||||||
| 7.375%, 07/15/2032 (A) | 2,355 | 2,431 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.625%, 01/15/2034 (A) | $ | 312 | $ | 315 | ||||
| 6.625%, 01/15/2035 (A) | 159 | 160 | ||||||
| Infinity Natural Resources LLC | ||||||||
| 7.625%, 04/01/2031 (A) | 241 | 244 | ||||||
| Ithaca Energy North Sea | ||||||||
| 8.125%, 10/15/2029 (A) | 656 | 682 | ||||||
| ITT Holdings LLC | ||||||||
| 6.500%, 08/01/2029 (A) | 3,142 | 3,132 | ||||||
| Kodiak Gas Services LLC | ||||||||
| 6.750%, 10/01/2035 (A) | 1,694 | 1,727 | ||||||
| 6.500%, 10/01/2033 (A) | 945 | 954 | ||||||
| 5.875%, 04/01/2031 (A) | 2,623 | 2,616 | ||||||
| Kraken Oil & Gas Partners LLC | ||||||||
| 7.625%, 08/15/2029 (A) | 40 | 41 | ||||||
| 7.125%, 05/15/2031 (A) | 430 | 430 | ||||||
| Magnolia Oil & Gas Operating LLC | ||||||||
| 6.625%, 08/15/2034 (A) | 108 | 109 | ||||||
| Matador Resources | ||||||||
| 6.500%, 04/15/2032 (A) | 325 | 329 | ||||||
| 6.250%, 04/15/2033 (A) | 383 | 383 | ||||||
| 6.000%, 04/15/2034 (A) | 176 | 172 | ||||||
| Moss Creek Resources Holdings | ||||||||
| 8.250%, 09/01/2031 (A) | 4,155 | 4,214 | ||||||
| Murphy Oil | ||||||||
| 6.500%, 02/15/2034 | 544 | 542 | ||||||
| Nabors Industries | ||||||||
| 9.125%, 01/31/2030 (A) | 712 | 747 | ||||||
| 8.875%, 08/15/2031 (A) | 2,961 | 3,098 | ||||||
| 7.625%, 11/15/2032 (A) | 1,286 | 1,326 | ||||||
| New Fortress Energy | ||||||||
| 8.750%, 03/15/2029 (A) | 2,120 | 334 | ||||||
| 6.500%, 09/30/2026 (A) | 2,305 | 357 | ||||||
| NFE Brazil Financing | ||||||||
| 12.000%, 06/19/2029 (A) | 1,052 | 915 | ||||||
| NFE Financing LLC MTN | ||||||||
| 12.000%, 11/15/2029 (A)(B) | 3,595 | 1,083 | ||||||
| NGL Energy Operating LLC | ||||||||
| 8.375%, 02/15/2032 (A) | 2,836 | 2,973 | ||||||
| 8.125%, 02/15/2029 (A) | 2,701 | 2,787 | ||||||
| Noble Finance II LLC | ||||||||
| 6.250%, 06/15/2034 (A) | 317 | 311 | ||||||
| Northern Oil & Gas | ||||||||
| 7.875%, 10/15/2033 (A) | 6,547 | 6,735 | ||||||
| 7.500%, 09/01/2034 (A) | 1,010 | 1,018 | ||||||
| NuStar Logistics | ||||||||
| 6.375%, 10/01/2030 | 265 | 272 | ||||||
| 5.625%, 04/28/2027 | 334 | 335 | ||||||
| ONEOK | ||||||||
| 5.600%, 04/01/2044 | 242 | 222 | ||||||
| 5.450%, 06/01/2047 | 3,173 | 2,851 | ||||||
| Par Petroleum LLC | ||||||||
| 7.375%, 06/01/2034 (A) | 2,614 | 2,713 | ||||||
| SEI Institutional Investments Trust | 227 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PBF Holding LLC | ||||||||
| 9.875%, 03/15/2030 (A) | $ | 98 | $ | 105 | ||||
| 7.875%, 09/15/2030 (A) | 2,352 | 2,437 | ||||||
| 7.250%, 06/01/2034 (A) | 1,093 | 1,124 | ||||||
| Permian Resources Operating LLC | ||||||||
| 7.000%, 01/15/2032 (A) | 424 | 438 | ||||||
| 6.250%, 02/01/2033 (A) | 278 | 282 | ||||||
| Prairie Acquiror | ||||||||
| 9.000%, 08/01/2029 (A) | 271 | 280 | ||||||
| Rockies Express Pipeline LLC | ||||||||
| 6.750%, 03/15/2033 (A) | 2,624 | 2,676 | ||||||
| 4.800%, 05/15/2030 (A) | 2,117 | 2,059 | ||||||
| Seadrill Finance | ||||||||
| 6.750%, 07/15/2034 (A) | 430 | 422 | ||||||
| SESI LLC | ||||||||
| 7.875%, 09/30/2030 (A) | 440 | 451 | ||||||
| Seventy Seven Operating LLC (Escrow Security) | ||||||||
| 6.625%, 01/15/2020 (B)(D) | 2,787 | – | ||||||
| SM Energy | ||||||||
| 9.625%, 06/15/2033 (A) | 1,040 | 1,146 | ||||||
| 8.750%, 07/01/2031 (A) | 813 | 850 | ||||||
| 8.625%, 11/01/2030 (A) | 4,302 | 4,519 | ||||||
| 7.000%, 08/01/2032 (A) | 2,415 | 2,470 | ||||||
| 6.750%, 08/01/2029 (A) | 38 | 39 | ||||||
| 6.625%, 01/15/2027 | 383 | 383 | ||||||
| 6.625%, 04/15/2034 (A) | 272 | 274 | ||||||
| 6.500%, 07/15/2028 | 333 | 334 | ||||||
| Solaris Energy Infrastructure LLC | ||||||||
| 6.375%, 05/15/2031 (A) | 791 | 785 | ||||||
| Summit Midstream Holdings LLC | ||||||||
| 8.625%, 10/31/2029 (A) | 1,490 | 1,553 | ||||||
| Sunoco | ||||||||
| 7.250%, 05/01/2032 (A) | 4,433 | 4,584 | ||||||
| 7.000%, 05/01/2029 (A) | 811 | 832 | ||||||
| 6.250%, 07/01/2033 (A) | 2,933 | 2,949 | ||||||
| 5.875%, 03/15/2034 (A) | 2,012 | 1,983 | ||||||
| 5.625%, 07/15/2034 (A) | 411 | 399 | ||||||
| 5.375%, 07/15/2031 (A) | 160 | 158 | ||||||
| 4.625%, 05/01/2030 (A) | 554 | 536 | ||||||
| 4.500%, 05/15/2029 | 527 | 516 | ||||||
| 4.500%, 10/01/2029 (A) | 1,861 | 1,815 | ||||||
| 4.500%, 04/30/2030 | 665 | 646 | ||||||
| Tallgrass Energy Partners | ||||||||
| 7.375%, 02/15/2029 (A) | 267 | 275 | ||||||
| 6.750%, 03/15/2034 (A) | 892 | 899 | ||||||
| 6.000%, 12/31/2030 (A) | 3,047 | 3,048 | ||||||
| 6.000%, 09/01/2031 (A) | 1,131 | 1,118 | ||||||
| 5.500%, 01/15/2028 (A) | 484 | 484 | ||||||
| Talos Production | ||||||||
| 9.375%, 02/01/2031 (A) | 1,270 | 1,347 | ||||||
| TGNR Intermediate Holdings LLC | ||||||||
| 5.500%, 10/15/2029 (A) | 3,252 | 3,213 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| TGS | ||||||||
| 8.500%, 01/15/2030 (A) | $ | 110 | $ | 115 | ||||
| Tidewater | ||||||||
| 9.125%, 07/15/2030 (A) | 1,840 | 1,971 | ||||||
| TransMontaigne Partners LLC | ||||||||
| 8.500%, 06/15/2030 (A) | 2,134 | 2,177 | ||||||
| Transocean International | ||||||||
| 8.750%, 02/15/2030 (A) | 93 | 97 | ||||||
| 8.250%, 05/15/2029 (A) | 689 | 716 | ||||||
| 7.500%, 04/15/2031 | 1,848 | 1,900 | ||||||
| 6.800%, 03/15/2038 | 3,051 | 2,897 | ||||||
| Valaris | ||||||||
| 8.375%, 04/30/2030 (A) | 2,925 | 3,041 | ||||||
| Validus Energy II Midcon LLC | ||||||||
| 8.000%, 08/01/2031 (A) | 268 | 270 | ||||||
| Venture Global Calcasieu Pass LLC | ||||||||
| 6.000%, 05/01/2036 (A) | 1,428 | 1,422 | ||||||
| 3.875%, 11/01/2033 (A) | 3,755 | 3,335 | ||||||
| Venture Global LNG | ||||||||
| 9.875%, 02/01/2032 (A) | 3,663 | 3,905 | ||||||
| 9.500%, 02/01/2029 (A) | 383 | 412 | ||||||
| 8.375%, 06/01/2031 (A) | 5,595 | 5,818 | ||||||
| 6.625%, 06/15/2036 (A) | 94 | 94 | ||||||
| 6.375%, 12/15/2034 (A) | 606 | 602 | ||||||
| Venture Global Plaquemines LNG LLC | ||||||||
| 7.750%, 05/01/2035 (A) | 533 | 593 | ||||||
| 7.500%, 05/01/2033 (A) | 770 | 836 | ||||||
| 6.750%, 01/15/2036 (A) | 4,615 | 4,858 | ||||||
| 6.500%, 01/15/2034 (A) | 2,003 | 2,071 | ||||||
| 6.500%, 06/15/2034 (A) | 184 | 190 | ||||||
| 6.125%, 12/15/2030 (A) | 264 | 270 | ||||||
| WBI Operating LLC | ||||||||
| 6.500%, 10/15/2033 (A) | 1,410 | 1,414 | ||||||
| 6.250%, 10/15/2030 (A) | 349 | 351 | ||||||
| Western Midstream Operating | ||||||||
| 5.250%, 02/01/2050 | 4,274 | 3,604 | ||||||
| Wildfire Intermediate Holdings LLC | ||||||||
| 7.500%, 10/15/2029 (A) | 482 | 500 | ||||||
| 192,801 | ||||||||
| Financials — 8.8% | ||||||||
| Acrisure LLC | ||||||||
| 8.250%, 02/01/2029 (A) | 2,863 | 2,612 | ||||||
| 7.500%, 11/06/2030 (A) | 1,243 | 1,144 | ||||||
| 6.750%, 07/01/2032 (A) | 1,535 | 1,310 | ||||||
| 4.250%, 02/15/2029 (A) | 1,690 | 1,546 | ||||||
| Alliant Holdings Intermediate LLC | ||||||||
| 7.000%, 01/15/2031 (A) | 4,961 | 5,039 | ||||||
| 4.250%, 10/15/2027 (A) | 2,212 | 2,190 | ||||||
| Ally Financial | ||||||||
| 6.700%, 02/14/2033 | 2,287 | 2,328 | ||||||
| AmWINS Group | ||||||||
| 6.375%, 02/15/2029 (A) | 2,324 | 2,346 | ||||||
| 228 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| APH Somerset Investor 2 LLC | ||||||||
| 7.875%, 11/01/2029 (A) | $ | 2,724 | $ | 2,694 | ||||
| Apollo Debt Solutions BDC | ||||||||
| 6.900%, 04/13/2029 | 1,705 | 1,742 | ||||||
| Ardonagh Finco | ||||||||
| 7.750%, 02/15/2031 (A) | 1,000 | 1,020 | ||||||
| Ardonagh Group Finance | ||||||||
| 8.875%, 02/15/2032 (A) | 870 | 872 | ||||||
| Aretec Group | ||||||||
| 10.000%, 08/15/2030 (A) | 391 | 412 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 1,819 | 1,643 | ||||||
| Asurion LLC | ||||||||
| 8.000%, 12/31/2032 (A) | 5,070 | 5,044 | ||||||
| Atlanticus Holdings | ||||||||
| 9.750%, 09/01/2030 (A) | 1,127 | 1,148 | ||||||
| Baldwin Insurance Group Holdings LLC | ||||||||
| 7.125%, 05/15/2031 (A) | 230 | 234 | ||||||
| Barclays | ||||||||
| 9.625%, USISSO05 + 5.775%(F)(G) | 1,355 | 1,497 | ||||||
| Block | ||||||||
| 6.500%, 05/15/2032 | 1,115 | 1,132 | ||||||
| 6.000%, 08/15/2033 (A) | 1,915 | 1,912 | ||||||
| 5.625%, 08/15/2030 (A) | 131 | 131 | ||||||
| Bread Financial Holdings | ||||||||
| 6.750%, 05/15/2031 (A) | 1,950 | 1,992 | ||||||
| Burford Capital Global Finance LLC | ||||||||
| 8.500%, 01/15/2034 (A) | 83 | 75 | ||||||
| Citigroup | ||||||||
| 6.625%, H15T5Y + 3.001%(F)(G) | 1,852 | 1,878 | ||||||
| Clarivate Science Holdings | ||||||||
| 4.875%, 07/01/2029 (A) | 384 | 361 | ||||||
| Coinbase Global | ||||||||
| 3.375%, 10/01/2028 (A) | 2,167 | 2,068 | ||||||
| CRC Insurance Group LLC | ||||||||
| 7.125%, 06/01/2031 (A) | 4,056 | 4,057 | ||||||
| Credit Acceptance | ||||||||
| 6.625%, 03/15/2030 (A) | 2,349 | 2,359 | ||||||
| CrossCountry Intermediate HoldCo LLC | ||||||||
| 6.750%, 12/01/2032 (A) | 1,511 | 1,447 | ||||||
| 6.500%, 10/01/2030 (A) | 480 | 467 | ||||||
| Encore Capital Group | ||||||||
| 6.625%, 04/15/2031 (A) | 2,303 | 2,313 | ||||||
| 6.625%, 06/01/2032 (A) | 1,514 | 1,518 | ||||||
| Figure Technology Solutions | ||||||||
| 8.500%, 07/31/2031 (A) | 1,400 | 1,417 | ||||||
| Finance of America Funding LLC | ||||||||
| 8.875%, 11/30/2026 (A) | 2,467 | 2,436 | ||||||
| First Eagle Holdings | ||||||||
| 7.250%, 08/15/2032 (A) | 995 | 1,015 | ||||||
| FirstCash | ||||||||
| 6.875%, 03/01/2032 (A) | 572 | 583 | ||||||
| 6.125%, 05/01/2034 (A) | 2,061 | 2,039 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.625%, 09/01/2028 (A) | $ | 2,229 | $ | 2,190 | ||||
| Focus Financial Partners LLC | ||||||||
| 6.750%, 09/15/2031 (A) | 2,510 | 2,497 | ||||||
| Freedom Mortgage Holdings LLC | ||||||||
| 9.250%, 02/01/2029 (A) | 2,775 | 2,869 | ||||||
| 8.375%, 04/01/2032 (A) | 200 | 201 | ||||||
| 8.000%, 02/01/2032 (A) | 230 | 227 | ||||||
| 7.875%, 04/01/2033 (A) | 970 | 934 | ||||||
| 6.875%, 05/01/2031 (A) | 785 | 753 | ||||||
| FS KKR Capital | ||||||||
| 7.875%, 01/15/2029 | 270 | 278 | ||||||
| 7.500%, 08/01/2031 | 1,076 | 1,095 | ||||||
| 6.875%, 08/15/2029 | 1,819 | 1,835 | ||||||
| 6.125%, 01/15/2030 | 1,920 | 1,883 | ||||||
| 6.125%, 01/15/2031 | 110 | 107 | ||||||
| Genworth Holdings | ||||||||
| 6.500%, 06/15/2034 | 3,110 | 3,114 | ||||||
| 6.005%, TSFR3M + 2.264%, | ||||||||
| 11/15/2036 (F) | 410 | 338 | ||||||
| Howden UK Refinance | ||||||||
| 8.125%, 02/15/2032 (A) | 2,808 | 2,643 | ||||||
| 7.250%, 02/15/2031 (A) | 417 | 413 | ||||||
| HUB International | ||||||||
| 7.375%, 01/31/2032 (A) | 2,210 | 2,268 | ||||||
| Icahn Enterprises | ||||||||
| 10.000%, 11/15/2029 (A) | 50 | 48 | ||||||
| 9.750%, 01/15/2029 | 1,949 | 1,865 | ||||||
| 9.000%, 06/15/2030 | 6,189 | 5,725 | ||||||
| 4.375%, 02/01/2029 | 1,240 | 1,060 | ||||||
| Jefferies Finance LLC | ||||||||
| 6.625%, 10/15/2031 (A) | 2,293 | 2,273 | ||||||
| 5.000%, 08/15/2028 (A) | 2,042 | 1,978 | ||||||
| Jefferson Capital Holdings LLC | ||||||||
| 8.250%, 05/15/2030 (A) | 450 | 471 | ||||||
| Jones Deslauriers Insurance Management | ||||||||
| 8.500%, 03/15/2030 (A) | 500 | 515 | ||||||
| Ladder Capital Finance Holdings LLLP | ||||||||
| 4.250%, 02/01/2027 (A) | 2,895 | 2,885 | ||||||
| LD Holdings Group LLC | ||||||||
| 8.750%, 11/01/2027 (A) | 2,435 | 2,194 | ||||||
| 6.125%, 04/01/2028 (A) | 1,580 | 1,271 | ||||||
| Midcap Financial Issuer Trust | ||||||||
| 6.500%, 05/01/2028 (A) | 4,283 | 4,292 | ||||||
| 6.003%, TSFR3M + 2.250%, 01/15/2033 (A)(F) | 500 | 531 | ||||||
| 5.903%, TSFR3M + 2.150%, 01/15/2031 (A)(F) | 525 | 535 | ||||||
| 5.625%, 01/15/2030 (A) | 2,198 | 2,157 | ||||||
| Nassau of New York | ||||||||
| 7.875%, 07/15/2030 (A) | 390 | 369 | ||||||
| Navient | ||||||||
| 11.500%, 03/15/2031 | 1,212 | 1,309 | ||||||
| 9.375%, 07/25/2030 | 400 | 421 | ||||||
| SEI Institutional Investments Trust | 229 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 9.375%, 10/15/2031 | $ | 1,272 | $ | 1,305 | ||||
| 7.875%, 06/15/2032 | 710 | 689 | ||||||
| 5.500%, 03/15/2029 | 185 | 181 | ||||||
| Navient MTN | ||||||||
| 5.625%, 08/01/2033 | 2,150 | 1,861 | ||||||
| OneMain Finance | ||||||||
| 7.500%, 05/15/2031 | 3,447 | 3,540 | ||||||
| 7.125%, 11/15/2031 | 545 | 553 | ||||||
| 7.125%, 09/15/2032 | 1,511 | 1,532 | ||||||
| 6.750%, 03/15/2032 | 2,215 | 2,219 | ||||||
| 6.750%, 09/15/2033 | 305 | 300 | ||||||
| 6.625%, 01/15/2028 | 735 | 742 | ||||||
| 6.500%, 03/15/2033 | 2,243 | 2,194 | ||||||
| 6.125%, 05/15/2030 | 110 | 110 | ||||||
| 5.375%, 11/15/2029 | 1,800 | 1,774 | ||||||
| 4.000%, 09/15/2030 | 1,013 | 935 | ||||||
| 3.500%, 01/15/2027 | 3,171 | 3,153 | ||||||
| Osaic Holdings | ||||||||
| 6.750%, 08/01/2032 (A) | 640 | 644 | ||||||
| Oxford Finance LLC | ||||||||
| 7.750%, 05/15/2031 (A) | 410 | 410 | ||||||
| PennyMac Financial Services | ||||||||
| 7.125%, 11/15/2030 (A) | 23 | 23 | ||||||
| 6.875%, 05/15/2032 (A) | 1,444 | 1,390 | ||||||
| 6.750%, 02/15/2034 (A) | 1,508 | 1,397 | ||||||
| 5.750%, 09/15/2031 (A) | 5,844 | 5,462 | ||||||
| 4.250%, 02/15/2029 (A) | 1,830 | 1,744 | ||||||
| PRA Group | ||||||||
| 8.875%, 01/31/2030 (A) | 2,534 | 2,630 | ||||||
| 5.000%, 10/01/2029 (A) | 504 | 484 | ||||||
| PROG Holdings | ||||||||
| 6.000%, 11/15/2029 (A) | 1,700 | 1,672 | ||||||
| Rfna | ||||||||
| 7.875%, 02/15/2030 (A) | 2,106 | 2,133 | ||||||
| Rithm Capital | ||||||||
| 8.500%, 06/01/2031 (A) | 2,029 | 2,050 | ||||||
| 8.000%, 04/01/2029 (A) | 1,576 | 1,598 | ||||||
| Rocket | ||||||||
| 7.125%, 02/01/2032 (A) | 1,699 | 1,755 | ||||||
| 6.500%, 08/01/2029 (A) | 60 | 61 | ||||||
| 6.500%, 06/15/2034 (A) | 85 | 86 | ||||||
| 6.375%, 08/01/2033 (A) | 5,101 | 5,166 | ||||||
| 6.125%, 08/01/2030 (A) | 446 | 452 | ||||||
| 6.125%, 08/01/2031 (A) | 85 | 86 | ||||||
| Rocket Mortgage LLC | ||||||||
| 3.625%, 03/01/2029 (A) | 1,520 | 1,465 | ||||||
| Ryan Specialty LLC | ||||||||
| 5.875%, 08/01/2032 (A) | 2,324 | 2,299 | ||||||
| Shift4 Payments LLC | ||||||||
| 6.750%, 08/15/2032 (A) | 1,404 | 1,387 | ||||||
| SLM | ||||||||
| 6.500%, 01/31/2030 | 67 | 68 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.495%, SOFRINDX + 2.710%, 05/15/2032 (F) | $ | 1,506 | $ | 1,511 | ||||
| Starwood Property Trust | ||||||||
| 5.250%, 10/15/2028 (A) | 286 | 284 | ||||||
| Stonebriar ABF Issuer LLC | ||||||||
| 7.000%, 08/15/2031 (A) | 547 | 533 | ||||||
| Stonex Escrow Issuer LLC | ||||||||
| 6.875%, 07/15/2032 (A) | 1,571 | 1,597 | ||||||
| Synchrony Financial | ||||||||
| 7.250%, 02/02/2033 | 2,168 | 2,245 | ||||||
| United Wholesale Mortgage LLC | ||||||||
| 5.500%, 04/15/2029 (A) | 1,906 | 1,797 | ||||||
| USI | ||||||||
| 7.500%, 01/15/2032 (A) | 2,324 | 2,423 | ||||||
| UWM Holdings LLC | ||||||||
| 6.250%, 03/15/2031 (A) | 690 | 616 | ||||||
| Velocity Commercial Capital LLC | ||||||||
| 9.375%, 02/15/2031 (A) | 100 | 104 | ||||||
| VFH Parent LLC | ||||||||
| 7.500%, 06/15/2031 (A) | 2,234 | 2,312 | ||||||
| Walker & Dunlop | ||||||||
| 6.625%, 04/01/2033 (A) | 1,510 | 1,501 | ||||||
| 188,038 | ||||||||
| Health Care — 7.5% | ||||||||
| 1261229 BC | ||||||||
| 10.000%, 04/15/2032 (A) | 11,723 | 12,203 | ||||||
| Acadia Healthcare | ||||||||
| 7.375%, 03/15/2033 (A) | 1,750 | 1,824 | ||||||
| Accendra Health | ||||||||
| 9.750%, 06/15/2033 (A) | 688 | 313 | ||||||
| 9.000%, 06/15/2032 (A) | 584 | 495 | ||||||
| AHP Health Partners | ||||||||
| 5.750%, 07/15/2029 (A) | 415 | 415 | ||||||
| Akumin | ||||||||
| 9.750%, 08/31/2031 (A) | 8,820 | 8,401 | ||||||
| AMN Healthcare | ||||||||
| 6.500%, 01/15/2031 (A) | 1,169 | 1,182 | ||||||
| AthenaHealth Group | ||||||||
| 7.500%, 02/15/2032 (A) | 1,419 | 1,462 | ||||||
| 6.500%, 02/15/2030 (A) | 3,515 | 3,435 | ||||||
| Avantor Funding | ||||||||
| 4.625%, 07/15/2028 (A) | 1,269 | 1,258 | ||||||
| Bausch + Lomb | ||||||||
| 8.375%, 10/01/2028 (A) | 320 | 328 | ||||||
| Bausch Health | ||||||||
| 14.000%, 10/15/2030 (A) | 3,272 | 3,157 | ||||||
| 11.000%, 09/30/2028 (A) | 838 | 885 | ||||||
| 6.250%, 02/15/2029 (A) | 139 | 115 | ||||||
| 5.250%, 01/30/2030 (A) | 487 | 346 | ||||||
| 5.250%, 02/15/2031 (A) | 347 | 222 | ||||||
| 5.000%, 01/30/2028 (A) | 625 | 577 | ||||||
| 5.000%, 02/15/2029 (A) | 476 | 375 | ||||||
| 230 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.875%, 06/01/2028 (A) | $ | 2,118 | $ | 2,020 | ||||
| Bausch Health Americas | ||||||||
| 8.500%, 01/31/2027 (A) | 2,430 | 2,427 | ||||||
| Centene | ||||||||
| 4.625%, 12/15/2029 | 951 | 927 | ||||||
| 3.375%, 02/15/2030 | 1,708 | 1,586 | ||||||
| 3.000%, 10/15/2030 | 2,600 | 2,345 | ||||||
| 2.500%, 03/01/2031 | 410 | 358 | ||||||
| Charles River Laboratories International | ||||||||
| 4.000%, 03/15/2031 (A) | 1,660 | 1,562 | ||||||
| 3.750%, 03/15/2029 (A) | 1,046 | 1,009 | ||||||
| Charlotte Buyer | ||||||||
| 8.000%, 06/30/2031 (A) | 103 | 105 | ||||||
| CHS | ||||||||
| 10.875%, 01/15/2032 (A) | 940 | 997 | ||||||
| 9.750%, 01/15/2034 (A) | 2,129 | 2,172 | ||||||
| 6.875%, 04/15/2029 (A) | 1,823 | 1,749 | ||||||
| 6.125%, 04/01/2030 (A) | 1,029 | 880 | ||||||
| 6.000%, 01/15/2029 (A) | 252 | 249 | ||||||
| 5.250%, 05/15/2030 (A) | 6,174 | 5,764 | ||||||
| 4.750%, 02/15/2031 (A) | 577 | 526 | ||||||
| CVS Health | ||||||||
| 7.000%, H15T5Y + 2.886%, 03/10/2055 (F) | 1,965 | 2,029 | ||||||
| DaVita | ||||||||
| 6.875%, 09/01/2032 (A) | 405 | 415 | ||||||
| 4.625%, 06/01/2030 (A) | 2,237 | 2,162 | ||||||
| 3.750%, 02/15/2031 (A) | 1,251 | 1,155 | ||||||
| Embecta | ||||||||
| 6.750%, 02/15/2030 (A) | 3,260 | 2,698 | ||||||
| 5.000%, 02/15/2030 (A) | 1,750 | 1,436 | ||||||
| Endo Finance Holdings | ||||||||
| 8.500%, 04/15/2031 (A) | 117 | 123 | ||||||
| Fortrea Holdings | ||||||||
| 7.500%, 07/01/2030 (A) | 3,141 | 3,201 | ||||||
| Gainwell Acquisition | ||||||||
| 9.000%, 09/01/2031 (A) | 1,784 | 1,858 | ||||||
| GENMAB | ||||||||
| 7.250%, 12/15/2033 (A) | 854 | 890 | ||||||
| 6.250%, 12/15/2032 (A) | 3,051 | 3,096 | ||||||
| Global Medical Response | ||||||||
| 7.375%, 10/01/2032 (A) | 5,347 | 5,542 | ||||||
| Grifols | ||||||||
| 4.750%, 10/15/2028 (A) | 3,119 | 3,074 | ||||||
| HCA | ||||||||
| 5.250%, 06/15/2049 | 1,879 | 1,614 | ||||||
| Humana | ||||||||
| 6.625%, H15T5Y + 2.891%, 09/15/2056 (F) | 1,835 | 1,819 | ||||||
| IQVIA | ||||||||
| 6.250%, 06/01/2032 (A) | 2,873 | 2,925 | ||||||
| 5.000%, 10/15/2026 (A) | 1,440 | 1,440 | ||||||
| 5.000%, 05/15/2027 (A) | 200 | 200 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| LifePoint Health | ||||||||
| 9.875%, 08/15/2030 (A) | $ | 350 | $ | 368 | ||||
| 8.375%, 02/15/2032 (A) | 2,126 | 2,152 | ||||||
| 7.000%, 05/01/2034 (A) | 1,906 | 1,792 | ||||||
| 5.375%, 01/15/2029 (A) | 1,405 | 1,362 | ||||||
| Medline Borrower LP | ||||||||
| 6.250%, 04/01/2029 (A) | 485 | 493 | ||||||
| 5.250%, 10/01/2029 (A) | 6,317 | 6,280 | ||||||
| 3.875%, 04/01/2029 (A) | 4,080 | 3,951 | ||||||
| Molina Healthcare | ||||||||
| 6.250%, 01/15/2033 (A) | 1,470 | 1,462 | ||||||
| 4.375%, 06/15/2028 (A) | 2,665 | 2,622 | ||||||
| 3.875%, 11/15/2030 (A) | 1,145 | 1,063 | ||||||
| Option Care Health | ||||||||
| 4.375%, 10/31/2029 (A) | 3,086 | 2,989 | ||||||
| Organon | ||||||||
| 6.750%, 05/15/2034 (A) | 200 | 210 | ||||||
| Organon Finance 1 LLC | ||||||||
| 5.125%, 04/30/2031 (A) | 731 | 730 | ||||||
| 4.125%, 04/30/2028 (A) | 520 | 515 | ||||||
| Perrigo Finance Unlimited | ||||||||
| 6.125%, 09/30/2032 | 1,635 | 1,604 | ||||||
| Prestige Brands | ||||||||
| 6.250%, 07/15/2034 (A) | 990 | 994 | ||||||
| 3.750%, 04/01/2031 (A) | 734 | 678 | ||||||
| Prime Healthcare Services | ||||||||
| 9.375%, 09/01/2029 (A) | 570 | 591 | ||||||
| Radiology Partners | ||||||||
| 9.781%, 02/15/2030 (A) | 5,181 | 5,082 | ||||||
| 8.500%, 07/15/2032 (A) | 8,029 | 8,214 | ||||||
| Raven Acquisition Holdings LLC | ||||||||
| 6.875%, 11/15/2031 (A) | 4,194 | 4,178 | ||||||
| Sotera Health Holdings LLC | ||||||||
| 7.375%, 06/01/2031 (A) | 2,121 | 2,207 | ||||||
| Surgery Center Holdings | ||||||||
| 7.250%, 04/15/2032 (A) | 1,535 | 1,544 | ||||||
| Team Health Holdings | ||||||||
| 8.375%, 06/30/2028 (A) | 3,755 | 3,755 | ||||||
| TEAM Services Holding | ||||||||
| 9.000%, 02/15/2033 (A) | 426 | 444 | ||||||
| Tenet Healthcare | ||||||||
| 6.750%, 05/15/2031 | 2,136 | 2,181 | ||||||
| 6.125%, 06/15/2030 | 2,008 | 2,022 | ||||||
| 5.500%, 11/15/2032 (A) | 1,575 | 1,554 | ||||||
| 5.125%, 11/01/2027 | 1,315 | 1,315 | ||||||
| 4.375%, 01/15/2030 | 1,475 | 1,428 | ||||||
| 161,126 | ||||||||
| Industrials — 8.4% | ||||||||
| ACCO Brands | ||||||||
| 4.250%, 03/15/2029 (A) | 2,326 | 2,190 | ||||||
| ADT Security | ||||||||
| 4.875%, 07/15/2032 (A) | 189 | 178 | ||||||
| SEI Institutional Investments Trust | 231 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.125%, 08/01/2029 (A) | $ | 657 | $ | 633 | ||||
| AECOM | ||||||||
| 6.000%, 08/01/2033 (A) | 1,720 | 1,714 | ||||||
| Alaska Airlines | ||||||||
| 6.500%, 06/01/2031 (A) | 269 | 268 | ||||||
| Albion Financing 1 SARL | ||||||||
| 7.000%, 05/21/2030 (A) | 1,524 | 1,576 | ||||||
| Allegiant Travel | ||||||||
| 7.125%, 07/01/2031 (A) | 1,824 | 1,841 | ||||||
| Allied Universal Holdco LLC | ||||||||
| 7.875%, 02/15/2031 (A) | 3,698 | 3,846 | ||||||
| 4.625%, 06/01/2028 (A) | 684 | 674 | ||||||
| Alta Equipment Group | ||||||||
| 9.000%, 06/01/2029 (A) | 1,008 | 978 | ||||||
| American Airlines | ||||||||
| 5.750%, 04/20/2029 (A) | 916 | 915 | ||||||
| American Builders & Contractors Supply | ||||||||
| 4.000%, 01/15/2028 (A) | 2,990 | 2,947 | ||||||
| 3.875%, 11/15/2029 (A) | 240 | 228 | ||||||
| Amsted Industries | ||||||||
| 6.375%, 03/15/2033 (A) | 1,556 | 1,575 | ||||||
| 4.625%, 05/15/2030 (A) | 809 | 784 | ||||||
| APi Group DE | ||||||||
| 4.750%, 10/15/2029 (A) | 244 | 239 | ||||||
| 4.125%, 07/15/2029 (A) | 403 | 389 | ||||||
| ATI | ||||||||
| 7.250%, 08/15/2030 | 261 | 271 | ||||||
| 5.125%, 10/01/2031 | 236 | 232 | ||||||
| 4.875%, 10/01/2029 | 272 | 269 | ||||||
| ATP Tower Holdings | ||||||||
| 7.875%, 02/03/2030 (A) | 380 | 389 | ||||||
| Avis Budget Car Rental LLC | ||||||||
| 8.375%, 06/15/2032 (A) | 422 | 430 | ||||||
| 8.250%, 01/15/2030 (A) | 2,017 | 2,072 | ||||||
| 8.000%, 02/15/2031 (A) | 110 | 112 | ||||||
| 5.750%, 07/15/2027 (A) | 308 | 308 | ||||||
| 5.375%, 03/01/2029 (A) | 667 | 655 | ||||||
| 4.750%, 04/01/2028 (A) | 340 | 336 | ||||||
| Axon Enterprise | ||||||||
| 6.250%, 03/15/2033 (A) | 2,684 | 2,731 | ||||||
| Bombardier | ||||||||
| 8.750%, 11/15/2030 (A) | 227 | 239 | ||||||
| 7.250%, 07/01/2031 (A) | 325 | 340 | ||||||
| 7.000%, 06/01/2032 (A) | 1,655 | 1,710 | ||||||
| 6.750%, 06/15/2033 (A) | 149 | 154 | ||||||
| Brundage-Bone Concrete Pumping Holdings | ||||||||
| 7.500%, 02/01/2032 (A) | 326 | 335 | ||||||
| Builders FirstSource | ||||||||
| 6.750%, 05/15/2035 (A) | 151 | 151 | ||||||
| 6.375%, 06/15/2032 (A) | 495 | 497 | ||||||
| 6.375%, 03/01/2034 (A) | 2,401 | 2,377 | ||||||
| 5.000%, 03/01/2030 (A) | 20 | 20 | ||||||
| 4.250%, 02/01/2032 (A) | 1,671 | 1,536 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| BWX Technologies | ||||||||
| 4.125%, 06/30/2028 (A) | $ | 2,076 | $ | 2,042 | ||||
| 4.125%, 04/15/2029 (A) | 2,957 | 2,864 | ||||||
| Cimpress | ||||||||
| 7.375%, 09/15/2032 (A) | 1,344 | 1,359 | ||||||
| Clean Harbors | ||||||||
| 5.750%, 10/15/2033 (A) | 881 | 881 | ||||||
| Conduent Business Services LLC | ||||||||
| 6.000%, 11/01/2029 (A) | 525 | 445 | ||||||
| Core & Main | ||||||||
| 6.000%, 07/01/2034 (A) | 156 | 156 | ||||||
| CoreCivic | ||||||||
| 8.250%, 04/15/2029 | 524 | 544 | ||||||
| CP Atlas Buyer | ||||||||
| 12.750%, 01/15/2031 (A) | 1,702 | 1,124 | ||||||
| 9.750%, 07/15/2030 (A) | 1,586 | 1,394 | ||||||
| Danaos | ||||||||
| 6.875%, 10/15/2032 (A) | 1,403 | 1,435 | ||||||
| Dcli Bidco LLC | ||||||||
| 7.750%, 11/15/2029 (A) | 390 | 403 | ||||||
| Deluxe | ||||||||
| 8.125%, 09/15/2029 (A) | 1,380 | 1,434 | ||||||
| 8.000%, 06/01/2029 (A) | 3,160 | 3,192 | ||||||
| Dexko Global | ||||||||
| 7.500%, 04/15/2032 (A) | 837 | 699 | ||||||
| EMRLD Borrower | ||||||||
| 6.750%, 07/15/2031 (A) | 180 | 185 | ||||||
| 6.625%, 12/15/2030 (A) | 6,735 | 6,869 | ||||||
| EquipmentShare.com | ||||||||
| 9.000%, 05/15/2028 (A) | 790 | 807 | ||||||
| 8.625%, 05/15/2032 (A) | 341 | 354 | ||||||
| 8.000%, 03/15/2033 (A) | 178 | 183 | ||||||
| 7.125%, 07/01/2034 (A) | 174 | 171 | ||||||
| Esab | ||||||||
| 6.250%, 04/15/2029 (A) | 100 | 101 | ||||||
| First Student Bidco | ||||||||
| 4.000%, 07/31/2029 (A) | 1,250 | 1,222 | ||||||
| FTAI Aviation Investors LLC | ||||||||
| 7.000%, 05/01/2031 (A) | 1,465 | 1,508 | ||||||
| Garda World Security | ||||||||
| 8.375%, 11/15/2032 (A) | 178 | 182 | ||||||
| 8.250%, 08/01/2032 (A) | 389 | 398 | ||||||
| 6.500%, 01/15/2031 (A) | 217 | 220 | ||||||
| 6.000%, 06/01/2029 (A) | 545 | 538 | ||||||
| Gates | ||||||||
| 6.875%, 07/01/2029 (A) | 1,236 | 1,261 | ||||||
| GEO Group | ||||||||
| 10.250%, 04/15/2031 | 71 | 76 | ||||||
| 8.625%, 04/15/2029 | 473 | 492 | ||||||
| GFL Environmental | ||||||||
| 6.750%, 01/15/2031 (A) | 1,061 | 1,078 | ||||||
| 4.750%, 06/15/2029 (A) | 413 | 403 | ||||||
| 4.375%, 08/15/2029 (A) | 1,241 | 1,199 | ||||||
| 232 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.000%, 08/01/2028 (A) | $ | 772 | $ | 756 | ||||
| 3.500%, 09/01/2028 (A) | 2,860 | 2,786 | ||||||
| GFL Environmental Holdings US | ||||||||
| 5.500%, 02/01/2034 (A) | 1,331 | 1,247 | ||||||
| Global Infrastructure Solutions | ||||||||
| 7.500%, 04/15/2032 (A) | 404 | 424 | ||||||
| 6.375%, 07/15/2034 (A) | 209 | 210 | ||||||
| 5.625%, 06/01/2029 (A) | 579 | 579 | ||||||
| Griffon | ||||||||
| 6.250%, 10/01/2034 (A) | 1,241 | 1,245 | ||||||
| 5.750%, 03/01/2028 | 793 | 794 | ||||||
| Herc Holdings | ||||||||
| 7.250%, 06/15/2033 (A) | 4,213 | 4,357 | ||||||
| 7.000%, 06/15/2030 (A) | 188 | 195 | ||||||
| 6.625%, 06/15/2029 (A) | 374 | 381 | ||||||
| Hertz | ||||||||
| 12.625%, 07/15/2029 (A) | 633 | 426 | ||||||
| 5.000%, 12/01/2029 (A) | 1,207 | 397 | ||||||
| 4.625%, 12/01/2026 (A) | 241 | 233 | ||||||
| Hertz (Escrow Security) | ||||||||
| 7.125%, 08/01/2049 (A)(B)(C) | 715 | – | ||||||
| 6.000%, 01/15/2028 (A)(B)(C) | 420 | – | ||||||
| 5.500%, 12/31/2049 (A)(B)(C) | 1,573 | – | ||||||
| HNI | ||||||||
| 5.125%, 01/18/2029 (A) | 242 | 240 | ||||||
| Incora Intermediate II | ||||||||
| 6.000%, 01/31/2033 (A)(C)(D) | 302 | 144 | ||||||
| JB Poindexter | ||||||||
| 8.750%, 12/15/2031 (A) | 450 | 464 | ||||||
| JELD-WEN | ||||||||
| 7.000%, 09/01/2032 (A) | 288 | 196 | ||||||
| 4.875%, 12/15/2027 (A) | 903 | 802 | ||||||
| JetBlue Airways | ||||||||
| 9.875%, 09/20/2031 (A) | 5,068 | 4,352 | ||||||
| Labels Buyer LLC | ||||||||
| 12.000%, 12/31/2033 | 243 | 257 | ||||||
| LBM Acquisition LLC | ||||||||
| 9.500%, 06/15/2031 (A) | 3,721 | 3,060 | ||||||
| 6.250%, 01/15/2029 (A) | 2,909 | 1,837 | ||||||
| Lsf12 Helix Parent LLC | ||||||||
| 7.125%, 02/01/2033 (A) | 162 | 162 | ||||||
| Madison IAQ LLC | ||||||||
| 5.875%, 06/30/2029 (A) | 1,232 | 1,229 | ||||||
| 4.125%, 06/30/2028 (A) | 3,617 | 3,563 | ||||||
| Miter Brands Acquisition Holdco | ||||||||
| 6.750%, 04/01/2032 (A) | 618 | 613 | ||||||
| MIWD Holdco II LLC | ||||||||
| 5.500%, 02/01/2030 (A) | 731 | 689 | ||||||
| Monitronics International (Escrow Security) | ||||||||
| 9.125%, 04/01/2020 (B)(C)(D) | 10,706 | – | ||||||
| Park-Ohio Industries | ||||||||
| 8.500%, 08/01/2030 (A) | 985 | 1,039 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Pitney Bowes | ||||||||
| 7.250%, 03/15/2029 (A) | $ | 1,307 | $ | 1,318 | ||||
| PM General Purchaser LLC | ||||||||
| 9.500%, 10/01/2028 (A) | 270 | 210 | ||||||
| PODS LLC | ||||||||
| 8.750%, 05/15/2031 (A) | 1,453 | 1,366 | ||||||
| Prime Security Services Borrower LLC | ||||||||
| 3.375%, 08/31/2027 (A) | 599 | 588 | ||||||
| Quikrete Holdings | ||||||||
| 6.750%, 03/01/2033 (A) | 245 | 249 | ||||||
| 6.375%, 03/01/2032 (A) | 6,342 | 6,421 | ||||||
| QXO Building Products | ||||||||
| 6.875%, 07/15/2034 (A) | 2,319 | 2,347 | ||||||
| 6.750%, 04/30/2032 (A) | 4,009 | 4,100 | ||||||
| 6.500%, 07/15/2031 (A) | 2,248 | 2,273 | ||||||
| Rand Parent LLC | ||||||||
| 8.500%, 02/15/2030 (A) | 142 | 146 | ||||||
| Resideo Funding II LLC | ||||||||
| 6.500%, 07/15/2032 (A) | 2,769 | 2,741 | ||||||
| RR Donnelley & Sons | ||||||||
| 9.500%, 08/01/2029 (A) | 740 | 771 | ||||||
| RXO | ||||||||
| 6.375%, 05/15/2031 (A) | 914 | 916 | ||||||
| Science Applications International | ||||||||
| 4.875%, 04/01/2028 (A) | 2,963 | 2,939 | ||||||
| Sensata Technologies BV | ||||||||
| 5.875%, 09/01/2030 (A) | 750 | 755 | ||||||
| Signature Aviation US Holdings | ||||||||
| 4.000%, 03/01/2028 (A) | 1,806 | 1,707 | ||||||
| Specialty Building Products Holdings LLC | ||||||||
| 7.750%, 10/15/2029 (A) | 678 | 648 | ||||||
| Star Leasing LLC | ||||||||
| 7.625%, 02/15/2030 (A) | 440 | 436 | ||||||
| Stena International | ||||||||
| 7.625%, 02/15/2031 (A) | 80 | 83 | ||||||
| Stonepeak Nile Parent LLC | ||||||||
| 7.250%, 03/15/2032 (A) | 220 | 226 | ||||||
| Synergy Infrastructure Holdings LLC | ||||||||
| 7.875%, 12/01/2030 (A) | 1,285 | 1,350 | ||||||
| Terex | ||||||||
| 6.250%, 10/15/2032 (A) | 521 | 526 | ||||||
| 5.000%, 05/15/2029 (A) | 646 | 640 | ||||||
| TransDigm | ||||||||
| 7.125%, 12/01/2031 (A) | 4,245 | 4,387 | ||||||
| 6.750%, 08/15/2028 (A) | 530 | 533 | ||||||
| 6.625%, 03/01/2032 (A) | 6,315 | 6,449 | ||||||
| 6.375%, 03/01/2029 (A) | 2,853 | 2,895 | ||||||
| 6.250%, 01/31/2034 (A) | 1,211 | 1,225 | ||||||
| TriNet Group | ||||||||
| 7.125%, 08/15/2031 (A) | 532 | 543 | ||||||
| 3.500%, 03/01/2029 (A) | 350 | 333 | ||||||
| TrueNoord Capital DAC | ||||||||
| 8.750%, 03/01/2030 (A) | 360 | 376 | ||||||
| SEI Institutional Investments Trust | 233 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Tutor Perini | ||||||||
| 6.625%, 07/15/2033 (A) | $ | 291 | $ | 293 | ||||
| United Airlines | ||||||||
| 4.625%, 04/15/2029 (A) | 1,530 | 1,506 | ||||||
| United Airlines Holdings | ||||||||
| 5.375%, 03/01/2031 | 985 | 976 | ||||||
| United Rentals North America | ||||||||
| 6.125%, 03/15/2034 (A) | 4,345 | 4,416 | ||||||
| 5.375%, 11/15/2033 (A) | 163 | 159 | ||||||
| 5.250%, 01/15/2030 | 700 | 697 | ||||||
| 4.875%, 01/15/2028 | 904 | 900 | ||||||
| 4.000%, 07/15/2030 | 1,610 | 1,533 | ||||||
| Veritiv Operating | ||||||||
| 10.500%, 11/30/2030 (A) | 500 | 522 | ||||||
| VistaJet Malta Finance | ||||||||
| 9.500%, 06/01/2028 (A) | 262 | 268 | ||||||
| 6.375%, 02/01/2030 (A) | 2,261 | 2,184 | ||||||
| Wabash National | ||||||||
| 4.500%, 10/15/2028 (A) | 1,118 | 1,054 | ||||||
| Waste Pro USA | ||||||||
| 7.000%, 02/01/2033 (A) | 2,010 | 2,052 | ||||||
| WESCO Distribution | ||||||||
| 6.625%, 03/15/2032 (A) | 349 | 357 | ||||||
| 6.375%, 03/15/2029 (A) | 655 | 665 | ||||||
| 6.375%, 03/15/2033 (A) | 4,271 | 4,337 | ||||||
| 5.500%, 04/15/2034 (A) | 1,650 | 1,605 | ||||||
| 5.250%, 04/15/2031 (A) | 486 | 478 | ||||||
| WestJet An Alberta Partnership | ||||||||
| 8.000%, 02/14/2031 (A) | 393 | 378 | ||||||
| Wilsonart LLC | ||||||||
| 11.000%, 08/15/2032 (A) | 2,634 | 1,986 | ||||||
| Wrangler Holdco | ||||||||
| 6.625%, 04/01/2032 (A) | 1,019 | 1,028 | ||||||
| XPO | ||||||||
| 7.125%, 02/01/2032 (A) | 290 | 300 | ||||||
| 181,226 | ||||||||
| Information Technology — 5.1% | ||||||||
| ADI Global Distribution Funding LLC | ||||||||
| 7.125%, 07/15/2034 (A) | 1,137 | 1,175 | ||||||
| Ahead DB Holdings LLC | ||||||||
| 6.625%, 05/01/2028 (A) | 581 | 580 | ||||||
| Amkor Technology | ||||||||
| 5.875%, 10/01/2033 (A) | 1,454 | 1,429 | ||||||
| APLD ComputeCo 2 LLC | ||||||||
| 6.750%, 03/15/2031 (A) | 2,559 | 2,458 | ||||||
| APLD ComputeCo 3 LLC | ||||||||
| 7.000%, 06/15/2031 (A) | 6,786 | 6,534 | ||||||
| APLD ComputeCo LLC | ||||||||
| 9.250%, 12/15/2030 (A) | 2,144 | 2,261 | ||||||
| Castle US Holding | ||||||||
| 10.000%, 06/30/2031 (A) | 1,790 | 358 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Central Parent LLC | ||||||||
| 8.000%, 06/15/2029 (A) | $ | 1,712 | $ | 916 | ||||
| Ciena | ||||||||
| 4.000%, 01/31/2030 (A) | 1,367 | 1,298 | ||||||
| Cipher Compute LLC | ||||||||
| 7.125%, 11/15/2030 (A) | 3,149 | 3,188 | ||||||
| Cloud Software Group | ||||||||
| 9.000%, 09/30/2029 (A) | 3,160 | 3,168 | ||||||
| 8.250%, 06/30/2032 (A) | 7,076 | 6,928 | ||||||
| 6.625%, 08/15/2033 (A) | 70 | 63 | ||||||
| 6.500%, 03/31/2029 (A) | 1,123 | 1,118 | ||||||
| Coherent | ||||||||
| 5.000%, 12/15/2029 (A) | 3,547 | 3,500 | ||||||
| Core Scientific Finance I LLC | ||||||||
| 7.750%, 05/15/2031 (A) | 3,843 | 3,729 | ||||||
| CoreWeave | ||||||||
| 9.625%, 07/15/2032 (A) | 474 | 418 | ||||||
| 9.250%, 06/01/2030 (A) | 5,776 | 5,364 | ||||||
| 9.000%, 02/01/2031 (A) | 2,110 | 1,893 | ||||||
| CPI CG | ||||||||
| 10.000%, 07/15/2029 (A) | 1,517 | 1,593 | ||||||
| Diebold Nixdorf | ||||||||
| 7.750%, 03/31/2030 (A) | 341 | 356 | ||||||
| Edged Compute LLC | ||||||||
| 7.500%, 04/30/2031 (A) | 1,725 | 1,636 | ||||||
| Elastic | ||||||||
| 4.125%, 07/15/2029 (A) | 1,954 | 1,881 | ||||||
| Ellucian Holdings | ||||||||
| 6.500%, 12/01/2029 (A) | 1,828 | 1,803 | ||||||
| Entegris | ||||||||
| 5.950%, 06/15/2030 (A) | 790 | 797 | ||||||
| 4.750%, 04/15/2029 (A) | 2,375 | 2,339 | ||||||
| 4.375%, 04/15/2028 (A) | 204 | 201 | ||||||
| 3.625%, 05/01/2029 (A) | 1,371 | 1,316 | ||||||
| Everforth | ||||||||
| 4.625%, 05/15/2028 (A) | 366 | 356 | ||||||
| Fair Isaac | ||||||||
| 6.000%, 05/15/2033 (A) | 215 | 212 | ||||||
| 4.000%, 06/15/2028 (A) | 1,745 | 1,704 | ||||||
| Flash Compute LLC | ||||||||
| 7.250%, 12/31/2030 (A) | 1,770 | 1,779 | ||||||
| Gen Digital | ||||||||
| 6.250%, 04/01/2033 (A) | 874 | 874 | ||||||
| Go Daddy Operating LLC | ||||||||
| 3.500%, 03/01/2029 (A) | 1,739 | 1,649 | ||||||
| Ingram Micro | ||||||||
| 4.750%, 05/15/2029 (A) | 620 | 607 | ||||||
| ION Platform Finance US | ||||||||
| 9.000%, 08/01/2029 (A) | 713 | 652 | ||||||
| 8.750%, 05/01/2029 (A) | 660 | 602 | ||||||
| 7.875%, 09/30/2032 (A) | 1,279 | 1,010 | ||||||
| 5.000%, 05/01/2028 (A) | 645 | 604 | ||||||
| 234 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Kioxia Holdings | ||||||||
| 6.625%, 07/24/2033 (A) | $ | 2,150 | $ | 2,221 | ||||
| 6.250%, 07/24/2030 (A) | 608 | 622 | ||||||
| McAfee | ||||||||
| 7.375%, 02/15/2030 (A) | 1,464 | 1,324 | ||||||
| Newfold Digital Holdings Group | ||||||||
| 11.750%, 04/30/2029 (A) | 585 | 506 | ||||||
| ON Semiconductor | ||||||||
| 3.875%, 09/01/2028 (A) | 2,615 | 2,552 | ||||||
| Open Text | ||||||||
| 3.875%, 12/01/2029 (A) | 193 | 181 | ||||||
| Open Text Holdings | ||||||||
| 4.125%, 02/15/2030 (A) | 2,242 | 2,093 | ||||||
| Paramount Global | ||||||||
| 7.875%, 07/30/2030 | 194 | 204 | ||||||
| Qnity Electronics | ||||||||
| 6.250%, 08/15/2033 (A) | 3,401 | 3,424 | ||||||
| 5.750%, 08/15/2032 (A) | 1,649 | 1,638 | ||||||
| RingCentral | ||||||||
| 8.500%, 08/15/2030 (A) | 483 | 499 | ||||||
| SS&C Technologies | ||||||||
| 6.500%, 06/01/2032 (A) | 3,688 | 3,736 | ||||||
| 5.500%, 09/30/2027 (A) | 1,774 | 1,775 | ||||||
| Synaptics | ||||||||
| 4.000%, 06/15/2029 (A) | 2,167 | 2,136 | ||||||
| TTM Technologies | ||||||||
| 4.000%, 03/01/2029 (A) | 74 | 71 | ||||||
| Twilio | ||||||||
| 3.625%, 03/15/2029 | 1,467 | 1,413 | ||||||
| UKG | ||||||||
| 6.875%, 02/01/2031 (A) | 3,614 | 3,565 | ||||||
| Unisys | ||||||||
| 10.625%, 01/15/2031 (A) | 770 | 736 | ||||||
| Viasat | ||||||||
| 7.500%, 05/30/2031 (A) | 3,058 | 3,070 | ||||||
| ViaSat | ||||||||
| 6.500%, 07/15/2028 (A) | 297 | 296 | ||||||
| Virtusa | ||||||||
| 7.125%, 12/15/2028 (A) | 2,339 | 2,089 | ||||||
| WULF Compute LLC | ||||||||
| 7.750%, 10/15/2030 (A) | 4,019 | 4,176 | ||||||
| Xerox | ||||||||
| 10.250%, 10/15/2030 (A) | 160 | 140 | ||||||
| Xerox Holdings | ||||||||
| 8.875%, 11/30/2029 (A) | 306 | 119 | ||||||
| Zebra Technologies | ||||||||
| 6.500%, 06/01/2032 (A) | 1,863 | 1,898 | ||||||
| ZoomInfo Technologies LLC | ||||||||
| 3.875%, 02/01/2029 (A) | 180 | 160 | ||||||
| 108,993 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Materials — 6.4% | ||||||||
| Alumina Pty | ||||||||
| 6.375%, 09/15/2032 (A) | $ | 200 | $ | 203 | ||||
| 6.125%, 03/15/2030 (A) | 200 | 202 | ||||||
| ARC Falcon I | ||||||||
| 9.750%, 03/01/2033 (A) | 1,555 | 1,559 | ||||||
| Ardagh Group | ||||||||
| 11.000% Cash/PIK, 12/01/2030 (A) | 1,721 | 1,648 | ||||||
| 9.500%, 12/01/2030 (A) | 510 | 533 | ||||||
| Ardagh Metal Packaging Finance USA LLC | ||||||||
| 6.250%, 01/30/2031 (A) | 313 | 315 | ||||||
| ASP Unifrax Holdings | ||||||||
| 7.100% Cash/PIK, 09/30/2029 (A)(B) | 4,297 | 11 | ||||||
| Avient | ||||||||
| 6.250%, 11/01/2031 (A) | 1,502 | 1,523 | ||||||
| Axalta Coating Systems Dutch Holding B BV | ||||||||
| 7.250%, 02/15/2031 (A) | 1,835 | 1,897 | ||||||
| Axalta Coating Systems LLC | ||||||||
| 4.750%, 06/15/2027 (A) | 699 | 698 | ||||||
| 3.375%, 02/15/2029 (A) | 520 | 499 | ||||||
| Baffinland Iron Mines | ||||||||
| 8.750%, 07/15/2026 (A)(B)(C) | 5,535 | 2,934 | ||||||
| Ball | ||||||||
| 3.125%, 09/15/2031 | 1,695 | 1,524 | ||||||
| 2.875%, 08/15/2030 | 3,555 | 3,240 | ||||||
| Bond US Bidco 1 | ||||||||
| 7.125%, 06/15/2033 (A) | 200 | 203 | ||||||
| Cascades | ||||||||
| 6.750%, 07/15/2030 (A) | 1,799 | 1,851 | ||||||
| Celanese US Holdings LLC | ||||||||
| 7.375%, 02/15/2034 | 794 | 822 | ||||||
| 7.000%, 02/15/2031 | 163 | 168 | ||||||
| 6.750%, 04/15/2033 | 2,185 | 2,224 | ||||||
| Chemours | ||||||||
| 8.000%, 01/15/2033 (A) | 2,974 | 2,936 | ||||||
| 7.875%, 03/15/2034 (A) | 222 | 217 | ||||||
| 5.750%, 11/15/2028 (A) | 909 | 903 | ||||||
| 4.625%, 11/15/2029 (A) | 30 | 28 | ||||||
| Cleveland-Cliffs | ||||||||
| 7.625%, 01/15/2034 (A) | 741 | 756 | ||||||
| 7.500%, 09/15/2031 (A) | 213 | 219 | ||||||
| 7.375%, 05/01/2033 (A) | 2,773 | 2,829 | ||||||
| 7.000%, 03/15/2032 (A) | 2,645 | 2,668 | ||||||
| 6.875%, 11/01/2029 (A) | 353 | 358 | ||||||
| 6.750%, 04/15/2030 (A) | 431 | 434 | ||||||
| 4.875%, 03/01/2031 (A) | 530 | 491 | ||||||
| 4.625%, 03/01/2029 (A) | 385 | 374 | ||||||
| Clydesdale Acquisition Holdings | ||||||||
| 8.750%, 04/15/2030 (A) | 3,831 | 3,784 | ||||||
| 6.875%, 01/15/2030 (A) | 680 | 681 | ||||||
| 6.750%, 04/15/2032 (A) | 750 | 732 | ||||||
| 6.625%, 04/15/2029 (A) | 300 | 301 | ||||||
| SEI Institutional Investments Trust | 235 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Commercial Metals | ||||||||
| 5.750%, 11/15/2033 (A) | $ | 259 | $ | 255 | ||||
| Compass Minerals International | ||||||||
| 8.000%, 07/01/2030 (A) | 1,432 | 1,497 | ||||||
| Constellium | ||||||||
| 3.750%, 04/15/2029 (A) | 1,803 | 1,733 | ||||||
| Cornerstone Chemical Co LLC | ||||||||
| 10.000%, 05/07/2029 (A)(D) | 7,773 | 7,773 | ||||||
| Domtar | ||||||||
| 6.750%, 10/01/2028 (A) | 2,350 | 1,936 | ||||||
| Element Solutions | ||||||||
| 3.875%, 09/01/2028 (A) | 647 | 632 | ||||||
| First Quantum Minerals | ||||||||
| 8.625%, 06/01/2031 (A) | 1,890 | 1,966 | ||||||
| Fortescue Treasury Pty | ||||||||
| 6.125%, 04/15/2032 (A) | 1,195 | 1,208 | ||||||
| 4.500%, 09/15/2027 (A) | 991 | 984 | ||||||
| 4.375%, 04/01/2031 (A) | 355 | 335 | ||||||
| Freeport-McMoRan | ||||||||
| 5.400%, 11/14/2034 | 1,281 | 1,275 | ||||||
| Goat Holdco LLC | ||||||||
| 6.750%, 02/01/2032 (A) | 1,462 | 1,491 | ||||||
| INEOS Finance | ||||||||
| 7.500%, 04/15/2029 (A) | 2,827 | 2,811 | ||||||
| 6.750%, 05/15/2028 (A) | 200 | 200 | ||||||
| INEOS Quattro Finance 2 | ||||||||
| 9.625%, 03/15/2029 (A) | 247 | 215 | ||||||
| Innophos Holdings | ||||||||
| 11.500%, 06/15/2029 (A) | 5,328 | 5,050 | ||||||
| JH North America Holdings | ||||||||
| 6.125%, 07/31/2032 (A) | 1,150 | 1,160 | ||||||
| Magnera | ||||||||
| 7.250%, 11/15/2031 (A) | 1,705 | 1,677 | ||||||
| Mauser Packaging Solutions Holding | ||||||||
| 9.250%, 04/15/2030 (A) | 896 | 894 | ||||||
| 7.875%, 04/15/2030 (A) | 1,540 | 1,571 | ||||||
| Mercer International | ||||||||
| 12.875%, 10/01/2028 (A) | 944 | 340 | ||||||
| Methanex | ||||||||
| 5.250%, 12/15/2029 | 1,605 | 1,597 | ||||||
| Methanex US Operations | ||||||||
| 6.250%, 03/15/2032 (A) | 880 | 891 | ||||||
| Mineral Resources | ||||||||
| 7.000%, 04/01/2031 (A) | 3,872 | 3,993 | ||||||
| Mineral Resources MTN | ||||||||
| 8.500%, 05/01/2030 (A) | 2,365 | 2,441 | ||||||
| Mountain Province Diamonds, Inc. | ||||||||
| 9.000%, 12/15/2027 (A)(C)(D) | 2,609 | 1,140 | ||||||
| Multi-Color | ||||||||
| 8.500%, 05/11/2033 (A) | 391 | 342 | ||||||
| Northwest Acquisitions ULC | ||||||||
| 7.125%, 11/01/2022 (A)(B)(C)(D) | 3,290 | – | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| NOVA Chemicals | ||||||||
| 8.500%, 11/15/2028 (A) | $ | 776 | $ | 798 | ||||
| 5.250%, 06/01/2027 (A) | 921 | 920 | ||||||
| 4.250%, 05/15/2029 (A) | 463 | 451 | ||||||
| Novelis | ||||||||
| 6.875%, 01/30/2030 (A) | 61 | 63 | ||||||
| 6.375%, 08/15/2033 (A) | 1,296 | 1,299 | ||||||
| 4.750%, 01/30/2030 (A) | 1,883 | 1,819 | ||||||
| Nufarm Australia | ||||||||
| 5.000%, 01/27/2030 (A) | 413 | 388 | ||||||
| Olympus Water US Holding | ||||||||
| 7.250%, 06/15/2031 (A) | 2,005 | 2,038 | ||||||
| PLS Group | ||||||||
| 6.875%, 05/01/2031 (A) | 1,676 | 1,712 | ||||||
| Rain Carbon | ||||||||
| 12.250%, 09/01/2029 (A) | 4,045 | 4,299 | ||||||
| Samarco Mineracao | ||||||||
| 9.500% Cash/PIK, 06/30/2031 | 1,557 | 1,573 | ||||||
| SCIH Salt Holdings | ||||||||
| 8.000%, 08/15/2032 (A) | 301 | 304 | ||||||
| 6.625%, 08/15/2031 (A) | 5,987 | 6,048 | ||||||
| Scotts Miracle-Gro | ||||||||
| 5.250%, 12/15/2026 | 121 | 121 | ||||||
| 4.500%, 10/15/2029 | 822 | 808 | ||||||
| 4.375%, 02/01/2032 | 621 | 577 | ||||||
| 4.000%, 04/01/2031 | 598 | 557 | ||||||
| Sealed Air | ||||||||
| 6.875%, 07/15/2033 (A) | 380 | 372 | ||||||
| Smyrna Ready Mix Concrete LLC | ||||||||
| 8.875%, 11/15/2031 (A) | 2,991 | 3,135 | ||||||
| Solstice Advanced Materials | ||||||||
| 5.625%, 09/30/2033 (A) | 513 | 504 | ||||||
| Standard Building Solutions | ||||||||
| 6.500%, 08/15/2032 (A) | 6,052 | 6,084 | ||||||
| 6.250%, 08/01/2033 (A) | 1,261 | 1,252 | ||||||
| 5.875%, 03/15/2034 (A) | 371 | 359 | ||||||
| Standard Industries | ||||||||
| 4.750%, 01/15/2028 (A) | 2,268 | 2,260 | ||||||
| 4.375%, 07/15/2030 (A) | 2,356 | 2,240 | ||||||
| 3.375%, 01/15/2031 (A) | 178 | 160 | ||||||
| Star Holding LLC | ||||||||
| 8.750%, 08/01/2031 (A) | 360 | 373 | ||||||
| Stonepeak Motion Holdco | ||||||||
| 6.125%, 07/15/2033 (A) | 1,927 | 1,916 | ||||||
| SunCoke Energy | ||||||||
| 4.875%, 06/30/2029 (A) | 1,409 | 1,362 | ||||||
| Trident TPI Holdings | ||||||||
| 12.750%, 12/31/2028 (A) | 285 | 285 | ||||||
| TriMas | ||||||||
| 4.125%, 04/15/2029 (A) | 581 | 559 | ||||||
| Trinseo Luxco Finance SPV Sarl | ||||||||
| 7.625% Cash/PIK, 05/03/2029 (A)(B) | 1,069 | – | ||||||
| 236 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Tronox | ||||||||
| 9.125%, 09/30/2030 (A) | $ | 50 | $ | 50 | ||||
| 4.625%, 03/15/2029 (A) | 3,832 | 2,568 | ||||||
| WR Grace Holdings LLC | ||||||||
| 7.375%, 03/01/2031 (A) | 800 | 801 | ||||||
| 7.000%, 08/01/2033 (A) | 125 | 121 | ||||||
| 6.625%, 08/15/2032 (A) | 1,306 | 1,258 | ||||||
| 5.625%, 08/15/2029 (A) | 4,214 | 4,009 | ||||||
| 138,615 | ||||||||
| Real Estate — 5.0% | ||||||||
| Anywhere Real Estate Group LLC | ||||||||
| 9.750%, 04/15/2030 (A) | 286 | 306 | ||||||
| 5.250%, 04/15/2030 (A) | 2,655 | 2,571 | ||||||
| Arbor Realty SR | ||||||||
| 8.500%, 12/15/2028 (A) | 768 | 763 | ||||||
| 7.875%, 07/15/2030 (A) | 1,445 | 1,359 | ||||||
| Blackstone Mortgage Trust | ||||||||
| 7.750%, 12/01/2029 (A) | 4,828 | 5,003 | ||||||
| Brandywine Operating Partnership | ||||||||
| 8.875%, 04/12/2029 | 171 | 180 | ||||||
| 6.125%, 01/15/2031 | 1,377 | 1,337 | ||||||
| Brookfield Property | ||||||||
| 4.500%, 04/01/2027 (A) | 2,676 | 2,645 | ||||||
| CoreLogic | ||||||||
| 12.000%, 02/01/2032 (A) | 1,888 | 1,806 | ||||||
| 9.000%, 08/01/2031 (A) | 1,496 | 1,486 | ||||||
| Cosmos LLC | ||||||||
| 8.875%, 05/01/2031 (A) | 490 | 482 | ||||||
| Diversified Healthcare Trust | ||||||||
| 4.750%, 02/15/2028 | 2,290 | 2,239 | ||||||
| 4.375%, 03/01/2031 | 2,880 | 2,631 | ||||||
| EF Holdco | ||||||||
| 7.375%, 09/30/2030 (A) | 1,565 | 1,558 | ||||||
| ELK Grove Village Property LLC | ||||||||
| 7.500%, 06/15/2031 (A) | 3,447 | 3,319 | ||||||
| Five Point Operating | ||||||||
| 8.000%, 10/01/2030 (A) | 370 | 380 | ||||||
| Galaxy Helios Data Centers II LLC | ||||||||
| 9.875%, 08/01/2031 (A) | 1,427 | 1,413 | ||||||
| Howard Hughes | ||||||||
| 5.875%, 03/01/2032 (A) | 241 | 237 | ||||||
| 4.375%, 02/01/2031 (A) | 766 | 723 | ||||||
| Hudson Pacific Properties LP | ||||||||
| 4.650%, 04/01/2029 | 1,259 | 1,193 | ||||||
| Iron Mountain | ||||||||
| 6.250%, 01/15/2033 (A) | 2,483 | 2,503 | ||||||
| 6.250%, 01/15/2035 (A) | 961 | 950 | ||||||
| 5.250%, 03/15/2028 (A) | 281 | 280 | ||||||
| 5.250%, 07/15/2030 (A) | 4,854 | 4,763 | ||||||
| 5.000%, 07/15/2028 (A) | 495 | 491 | ||||||
| 4.875%, 09/15/2027 (A) | 560 | 559 | ||||||
| 4.875%, 09/15/2029 (A) | 3,476 | 3,400 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.500%, 02/15/2031 (A) | $ | 153 | $ | 146 | ||||
| Lamar Media | ||||||||
| 3.750%, 02/15/2028 | 3,463 | 3,395 | ||||||
| Meridian Arc Holdco LLC | ||||||||
| 6.250%, 04/30/2031 (A) | 9,298 | 8,840 | ||||||
| MPT Operating Partnership | ||||||||
| 8.500%, 02/15/2032 (A) | 935 | 948 | ||||||
| 4.625%, 08/01/2029 | 2,816 | 2,151 | ||||||
| 3.500%, 03/15/2031 | 2,288 | 1,419 | ||||||
| Outfront Media Capital LLC | ||||||||
| 7.375%, 02/15/2031 (A) | 602 | 624 | ||||||
| 6.000%, 06/15/2034 (A) | 117 | 116 | ||||||
| 4.625%, 03/15/2030 (A) | 105 | 102 | ||||||
| Park Intermediate Holdings LLC | ||||||||
| 7.000%, 02/01/2030 (A) | 775 | 793 | ||||||
| 4.875%, 05/15/2029 (A) | 1,905 | 1,869 | ||||||
| Pebblebrook Hotel | ||||||||
| 6.375%, 10/15/2029 (A) | 70 | 71 | ||||||
| PR RNO Property Owner 1 LLC | ||||||||
| 6.500%, 05/01/2031 (A) | 4,073 | 3,776 | ||||||
| QTS Central Issuer LLC | ||||||||
| 6.625%, 09/01/2031 (A) | 861 | 849 | ||||||
| RHP Hotel Properties | ||||||||
| 7.250%, 07/15/2028 (A) | 188 | 191 | ||||||
| 6.500%, 04/01/2032 (A) | 986 | 1,004 | ||||||
| 6.500%, 06/15/2033 (A) | 65 | 66 | ||||||
| 6.250%, 02/15/2035 (A) | 89 | 90 | ||||||
| 5.750%, 03/15/2034 (A) | 127 | 125 | ||||||
| 4.500%, 02/15/2029 (A) | 983 | 968 | ||||||
| Rithm Capital | ||||||||
| 8.000%, 07/15/2030 (A) | 7,802 | 7,843 | ||||||
| RLJ Lodging Trust | ||||||||
| 4.000%, 09/15/2029 (A) | 1,718 | 1,645 | ||||||
| Service Properties Trust | ||||||||
| 8.875%, 06/15/2032 | 400 | 413 | ||||||
| Starwood Property Trust | ||||||||
| 7.250%, 04/01/2029 (A) | 4,170 | 4,297 | ||||||
| 6.500%, 07/01/2030 (A) | 1,240 | 1,262 | ||||||
| 6.500%, 10/15/2030 (A) | 2,020 | 2,056 | ||||||
| SV RNO Property Owner 1 LLC | ||||||||
| 5.875%, 03/01/2031 (A) | 4,533 | 4,161 | ||||||
| Uniti Group | ||||||||
| 8.625%, 06/15/2032 (A) | 1,052 | 1,081 | ||||||
| 6.500%, 02/15/2029 (A) | 3,926 | 3,877 | ||||||
| 6.000%, 01/15/2030 (A) | 2,737 | 2,634 | ||||||
| XHR | ||||||||
| 4.875%, 06/01/2029 (A) | 535 | 526 | ||||||
| Yondr JK 1 LLC | ||||||||
| 6.875%, 06/30/2031 (A) | 1,612 | 1,510 | ||||||
| Zenith Arc LLC | ||||||||
| 8.875%, 08/31/2031 (A) | 3,656 | 3,528 | ||||||
| 106,953 | ||||||||
| SEI Institutional Investments Trust | 237 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Utilities — 2.9% | ||||||||
| Alpha Generation LLC | ||||||||
| 6.750%, 10/15/2032 (A) | $ | 3,344 | $ | 3,370 | ||||
| 6.250%, 01/15/2034 (A) | 2,477 | 2,427 | ||||||
| AmeriGas Partners | ||||||||
| 9.500%, 06/01/2030 (A) | 186 | 198 | ||||||
| 9.375%, 06/01/2028 (A) | 351 | 358 | ||||||
| 6.875%, 06/01/2031 (A) | 809 | 809 | ||||||
| California Buyer | ||||||||
| 6.375%, 02/15/2032 (A) | 100 | 99 | ||||||
| Clearway Energy Operating LLC | ||||||||
| 5.750%, 01/15/2034 (A) | 1,345 | 1,300 | ||||||
| 3.750%, 02/15/2031 (A) | 2,271 | 2,094 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 4.625%, 02/01/2029 | 2,155 | 2,132 | ||||||
| Long Ridge Energy LLC | ||||||||
| 8.750%, 02/15/2032 (A)(C) | 1,760 | 1,818 | ||||||
| NRG Energy | ||||||||
| 7.000%, 03/15/2033 (A) | 429 | 455 | ||||||
| 6.250%, 11/01/2034 (A) | 12,250 | 12,215 | ||||||
| 6.125%, 05/15/2036 (A) | 71 | 70 | ||||||
| 6.000%, 02/01/2033 (A) | 285 | 284 | ||||||
| 6.000%, 01/15/2036 (A) | 2,570 | 2,499 | ||||||
| 5.875%, 05/15/2034 (A) | 291 | 284 | ||||||
| 5.750%, 07/15/2029 (A) | 100 | 100 | ||||||
| 5.750%, 01/15/2034 (A) | 488 | 475 | ||||||
| 5.250%, 06/15/2029 (A) | 772 | 766 | ||||||
| 3.875%, 02/15/2032 (A) | 56 | 51 | ||||||
| 3.625%, 02/15/2031 (A) | 3,299 | 3,037 | ||||||
| 3.375%, 02/15/2029 (A) | 638 | 608 | ||||||
| Pattern Energy Operations | ||||||||
| 4.500%, 08/15/2028 (A) | 1,821 | 1,792 | ||||||
| PG&E | ||||||||
| 5.250%, 07/01/2030 | 754 | 733 | ||||||
| 5.000%, 07/01/2028 | 20 | 20 | ||||||
| Suburban Propane Partners | ||||||||
| 6.500%, 12/15/2035 (A) | 634 | 613 | ||||||
| 5.000%, 06/01/2031 (A) | 1,813 | 1,716 | ||||||
| Superior Plus | ||||||||
| 4.500%, 03/15/2029 (A) | 2,107 | 2,044 | ||||||
| Talen Energy Supply LLC | ||||||||
| 6.375%, 05/01/2033 (A) | 2,582 | 2,550 | ||||||
| 6.250%, 02/01/2034 (A) | 954 | 937 | ||||||
| 6.125%, 05/01/2031 (A) | 514 | 513 | ||||||
| TerraForm Power Operating LLC | ||||||||
| 5.000%, 01/31/2028 (A) | 2,992 | 2,960 | ||||||
| Vistra Operations LLC | ||||||||
| 7.750%, 10/15/2031 (A) | 625 | 651 | ||||||
| 6.875%, 04/15/2032 (A) | 3,131 | 3,231 | ||||||
| 5.000%, 07/31/2027 (A) | 2,496 | 2,494 | ||||||
| 4.375%, 05/01/2029 (A) | 589 | 576 | ||||||
| VoltaGrid LLC | ||||||||
| 7.375%, 11/01/2030 (A) | 3,471 | 3,493 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| XPLR Infrastructure Operating Partners | ||||||||
| 8.625%, 03/15/2033 (A) | $ | 2,339 | $ | 2,506 | ||||
| 62,278 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $1,759,930) ($ Thousands) | 1,692,293 | |||||||
| ASSET-BACKED SECURITIES — 7.6% | ||||||||
| Other Asset-Backed Securities — 7.6% | ||||||||
| Battalion CLO VIII, Ser 2015-8A, Cl SUB | ||||||||
| 0.000%, 07/18/2030 (A)(D)(E)(F) | 4,378 | 153 | ||||||
| Battalion CLO X, Ser 2016-10A, Cl SUB | ||||||||
| 0.000%, 01/24/2035 (A)(D)(E)(F) | 6,380 | 574 | ||||||
| Battalion CLO XI, Ser 2017-11A, Cl SUB | ||||||||
| 0.000%, 04/24/2034 (A)(D)(E)(F) | 10,431 | 209 | ||||||
| Battalion CLO XII, Ser 2018-12A, Cl SUB | ||||||||
| 0.000%, 05/17/2031 (A)(D)(E)(F) | 8,633 | 125 | ||||||
| Battalion CLO XIV, Ser 2019-14A | ||||||||
| 0.000%, 04/20/2032 (D)(E)(F) | 6,147 | 492 | ||||||
| Battalion CLO XVI, Ser 2019-16A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(D)(E)(F) | 9,480 | 2,010 | ||||||
| Battalion CLO XVI, Ser 2024-16A, Cl ER2 | ||||||||
| 10.819%, TSFR3M + 7.090%, 01/20/2038 (A)(F) | 392 | 372 | ||||||
| Battalion CLO XX, Ser 2021-20A, Cl SUB | ||||||||
| 0.000%, 04/15/2038 (A)(D)(E)(F) | 24,398 | 4,880 | ||||||
| Battalion CLO XX, Ser 2025-20A, Cl ER | ||||||||
| 10.003%, TSFR3M + 6.250%, 04/15/2038 (A)(F) | 1,580 | 1,509 | ||||||
| Battalion CLO XXXII, Ser 2026-32A, Cl SUB | ||||||||
| 0.000%, 07/20/2039 (A)(D)(E)(F) | 4,294 | 3,994 | ||||||
| Benefit Street Partners CLO 47, Ser 2026-47A, Cl SUB | ||||||||
| 0.000%, 04/15/2039 (A)(D)(E)(F) | 8,900 | 7,921 | ||||||
| Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB | ||||||||
| 0.000%, 07/20/2029 (A)(D)(E)(F) | 2,640 | 82 | ||||||
| Benefit Street Partners CLO IV | ||||||||
| 0.000%, 07/20/2026 (A)(D)(H) | 6,657 | 2,863 | ||||||
| Benefit Street Partners CLO IV, Ser 2014-IVA, Cl SUBG | ||||||||
| 0.000%, 10/20/2038 (A)(D)(E)(F) | 2,823 | 1,214 | ||||||
| Benefit Street Partners CLO IX | ||||||||
| 0.000%, 07/20/2025 (A)(D)(H) | 5,394 | 3,264 | ||||||
| Benefit Street Partners CLO V, Ser 2018-5BA | ||||||||
| 0.000%, 04/20/2031 (D)(E) | 6,924 | 5,522 | ||||||
| Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB | ||||||||
| 0.000%, 10/18/2029 (A)(D)(E)(F) | 11,800 | 4,012 | ||||||
| 238 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB | ||||||||
| 0.000%, 07/18/2027 (D)(E)(F) | $ | 9,035 | $ | 405 | ||||
| Benefit Street Partners CLO VIII | ||||||||
| 0.000%, 01/20/2031 (D)(E) | 9,000 | 144 | ||||||
| Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB | ||||||||
| 0.000%, 04/20/2034 (A)(D)(E)(F) | 12,240 | 4,957 | ||||||
| Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB | ||||||||
| 0.000%, 10/15/2030 (A)(D)(E)(F) | 6,243 | 4,245 | ||||||
| Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB | ||||||||
| 0.000%, 10/20/2037 (A)(D)(E)(F) | 17,880 | 4,470 | ||||||
| Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(D)(E)(F) | 8,034 | 4,820 | ||||||
| Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(D)(E)(F) | 4,486 | 2,826 | ||||||
| Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB | ||||||||
| 0.000%, 04/25/2034 (D)(E) | 7,697 | 3,256 | ||||||
| Benefit Street Partners CLO, Ser 2025-42A, Cl SUB | ||||||||
| 0.000%, 10/25/2038 (A)(D)(E)(F) | 9,113 | 6,652 | ||||||
| Bridge Street CLO VI, Ser 2025-2A, Cl SUB | ||||||||
| 0.000%, 01/15/2039 (A)(D)(E)(F) | 7,100 | 5,928 | ||||||
| First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB | ||||||||
| 0.000%, 10/25/2028 (A)(D)(E)(F) | 21,812 | 1,047 | ||||||
| Great Lakes CLO, Ser 2015-1A, Cl SUB | ||||||||
| 0.000%, 01/16/2030 (A)(D)(E)(F) | 6,015 | 1,278 | ||||||
| IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB | ||||||||
| 0.000%, 04/20/2037 (A)(D)(E)(F) | 2,151 | 1,409 | ||||||
| LCM Ltd | ||||||||
| 0.000%, 01/20/2032 (D)(E) | 1,998 | 282 | ||||||
| MidOcean Credit CLO XVI, Ser 2024-16A, Cl SUB | ||||||||
| 0.000%, 10/20/2037 (A)(D)(E)(F) | 3,245 | 2,028 | ||||||
| Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB | ||||||||
| 0.000%, 04/17/2040 (A)(D)(E)(F) | 14,456 | 2,891 | ||||||
| Neuberger Berman Loan Advisers CLO XLI | ||||||||
| 0.000%, 10/20/2032 (D)(E) | 3,394 | 1,106 | ||||||
| Neuberger Berman Loan Advisers CLO XXXIX | ||||||||
| 0.000%, 10/20/2032 (D)(E) | 5,795 | 2,030 | ||||||
| Neuberger Berman Loan Advisers CLO, Ser 2025-36RA, Cl SUB | ||||||||
| 0.000%, 07/20/2039 (A)(D)(E)(F) | 3,297 | 2,533 | ||||||
| NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB | ||||||||
| 0.000%, 04/20/2030 (A)(D)(E)(F) | 9,028 | 925 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN | ||||||||
| 11.371%, TSFR3M + 7.642%, 04/20/2030 (A)(F) | $ | 3,450 | $ | 3,277 | ||||
| OCP CLO, Ser 2017-14A, Cl SUB | ||||||||
| 0.000%, 07/20/2037 (A)(D)(E)(F) | 5,681 | 1,420 | ||||||
| OCP CLO, Ser 2020-19A, Cl SUB | ||||||||
| 0.000%, 04/20/2038 (A)(D)(E)(F) | 2,334 | 1,436 | ||||||
| OCP CLO, Ser 2021-21A, Cl SUB | ||||||||
| 0.000%, 07/20/2034 (D)(E) | 12,027 | 6,278 | ||||||
| TCP Whitney CLO, Ser 2017-1I, Cl SUB | ||||||||
| 0.000%, 11/20/2037 (D)(E)(F) | 13,119 | 6,002 | ||||||
| TCW CLO, Ser 2017-1A, Cl SUB | ||||||||
| 0.000%, 03/24/2038 (A)(D)(E)(F) | 18,647 | 4,848 | ||||||
| TCW CLO, Ser 2018-1A, Cl SUB | ||||||||
| 0.000%, 10/25/2035 (A)(D)(E)(F) | 9,389 | 1,596 | ||||||
| TCW CLO, Ser 2019-2A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(D)(E)(F) | 9,217 | 3,226 | ||||||
| TCW CLO, Ser 2024-1A, Cl ER3 | ||||||||
| 11.280%, TSFR3M + 7.470%, | ||||||||
| 10/25/2035 (A)(F) | 1,731 | 1,624 | ||||||
| TCW CLO, Warehouse Note, Ser 2020-1 | ||||||||
| 0.000%, (D)(E) (I) | 8,523 | 1,619 | ||||||
| Venture 35 CLO, Ser 2018-35A, Cl SUB | ||||||||
| 0.000%, 10/22/2031 (A)(D)(E)(F) | 15,819 | 316 | ||||||
| Venture XXVI CLO, Ser 2017-26A, Cl SUB | ||||||||
| 0.000%, 01/20/2029 (A)(D)(E)(F) | 2,865 | – | ||||||
| Venture XXVIII CLO, Ser 2017-28A, Cl SUB | ||||||||
| 0.000%, 07/20/2030 (A)(D)(E)(F) | 5,750 | 57 | ||||||
| Voya CLO, Ser 2020-2A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(D)(E)(F) | 8,134 | 4,982 | ||||||
| Voya CLO, Ser 2024-6A, Cl SUB | ||||||||
| 0.000%, 01/20/2038 (A)(D)(E)(F) | 9,667 | 7,202 | ||||||
| Voya CLO, Ser 2025-4A, Cl SUB | ||||||||
| 0.000%, 10/15/2038 (A)(D)(E)(F) | 8,521 | 6,923 | ||||||
| Voya CLO, Ser 2026-2A, Cl SUB | ||||||||
| 0.000%, 07/15/2039 (A)(D)(E)(F) | 12,119 | 11,422 | ||||||
| Wind River CLO | ||||||||
| 0.000%, 07/20/2033 (D)(E) | 19,320 | 4,927 | ||||||
| Wind River CLO, Ser 2025-3A, Cl ER | ||||||||
| 9.979%, TSFR3M + 6.250%, 04/20/2038 (A)(F) | 3,376 | 3,252 | ||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $90,461) ($ Thousands) | 162,835 | |||||||
| LOAN PARTICIPATIONS — 5.5% | ||||||||
| 1261229 B.C. Ltd., Initial Term Loan, 1st Lien | ||||||||
| 9.936%, CME Term SOFR + 6.250%, 10/08/2030 (F) | 1,012 | 1,006 | ||||||
| SEI Institutional Investments Trust | 239 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.), 2025 Replacement Term Loan, 1st Lien | ||||||||
| 5.979%, CME Term SOFR + 2.250%, 04/20/2028 (F) | $ | 786 | $ | 786 | ||||
| ACProducts Holdings, Inc., Initial First-Out Term Loan, 1st Lien | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 11/14/2031 (F) | 105 | 107 | ||||||
| ACProducts Holdings, Inc., Initial Second-Out Term Loan, 1st Lien | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 11/14/2031 (F) | 1,385 | 1,171 | ||||||
| Adient US LLC, Term B-2 Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 01/31/2031 (F) | 323 | 323 | ||||||
| Ahead DB Holdings, LLC, Term B-5 Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 02/01/2031 (F) | 641 | 640 | ||||||
| Allied Universal Holdco LLC, Amendment No. 7 Replacement U.S. Dollar Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 08/20/2032 (F) | 97 | 98 | ||||||
| Arctic Canadian Diamond Company Ltd., Second Lien Term Loan | ||||||||
| 4.286%, 12/15/2033 (D) | 1,304 | — | ||||||
| Asurion, LLC, New Term B-13 Term Loan, 1st Lien | ||||||||
| 8.073%, CME Term SOFR + 4.250%, 09/19/2030 (F) | 231 | 229 | ||||||
| Asurion, LLC, New Term B-14 Term Loan, 1st Lien | ||||||||
| 7.573%, CME Term SOFR + 3.750%, 02/23/2033 (F) | 34 | 33 | ||||||
| athenahealth Group Inc., Fourth Amendment Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 02/16/2032 (F) | 168 | 168 | ||||||
| Avaya Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.186%, CME Term SOFR + 7.500%, 08/01/2028 (C)(F) | 4,317 | 3,796 | ||||||
| BCPE Pequod Buyer, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 11/25/2031 (F) | 377 | 374 | ||||||
| Bond German BidCo 2 GmbH, Initial Term B-1 Loan, 1st Lien | ||||||||
| 7.244%, CME Term SOFR + 3.500%, 06/29/2033 (F) | 1,127 | 1,134 | ||||||
| Brooks Automation 11/21 TLB, Initial Term Loan 1st Lien | ||||||||
| 6.858%, 11/24/2026 | 292 | 293 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Byju'S Alpha, Inc., Initial Term Loan | ||||||||
| 15.500%, CME Term SOFR + 8.000%, 10/16/2028 (B)(F) | $ | 2,985 | $ | 149 | ||||
| Byju'S Alpha, Inc., New Money Term Loan | ||||||||
| 25.000%, 04/11/2033 (D) | 94 | 62 | ||||||
| Byju'S Alpha, Inc., Second-Out Roll-Over Term Loan | ||||||||
| 11.686%, 03/31/2033 | 211 | — | ||||||
| Byju'S Alpha, Inc., Third-Out Roll-Over Term Loan | ||||||||
| 11.644%, 03/31/2033 | 927 | — | ||||||
| Calcasieu Pass Funding, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.954%, CME Term SOFR + 3.250%, 04/11/2033 (F) | 5,911 | 5,947 | ||||||
| Carestream Health Inc, Term Loan | ||||||||
| 8.264%, 10/04/2031 | 2,319 | 2,058 | ||||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-1 Loan, 1st Lien | ||||||||
| 8.334%, CME Term SOFR + 4.250%, 05/31/2030 (F) | 2,795 | 1,364 | ||||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-2 Loan, 1st Lien | ||||||||
| 8.526%, CME Term SOFR + 4.500%, 05/31/2030 (F) | 2,082 | 1,007 | ||||||
| Castrol 6/26 (USD) Cov-Lite TL, 1st Lien | ||||||||
| 0.000%, 06/30/2031 (E)(J) | 454 | 456 | ||||||
| Century Casinos, Inc., Term B Facility Loan, 1st Lien | ||||||||
| 9.752%, CME Term SOFR + 6.000%, 04/02/2029 (C)(F) | 2,274 | 1,488 | ||||||
| Chariot Buyer LLC, Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 09/08/2032 (F) | 269 | 269 | ||||||
| Charlotte Buyer, Inc., Third Refinancing Term Loan, 1st Lien | ||||||||
| 8.145%, CME Term SOFR + 4.500%, 06/30/2031 (F) | 153 | 153 | ||||||
| Cineworld/Regal 6/25 Cov-Lite, First Amendment Term Loan | ||||||||
| 8.147%, 09/19/2030 | 510 | 512 | ||||||
| Claire'S Stores 09/18/2030, 1st Lien | ||||||||
| 10.000%, 10/17/2031 (D) | 159 | 159 | ||||||
| Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 7.801%, CME Term SOFR + 4.000%, 08/21/2028 (F) | 74 | 74 | ||||||
| 240 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 03/21/2031 (F) | $ | 1,034 | $ | 987 | ||||
| 6.982%, CME Term SOFR + 3.250%, 03/21/2031 (F) | 3 | 2 | ||||||
| CMG Media Corporation, Term B-2 Loan, 1st Lien | ||||||||
| 7.332%, CME Term SOFR + 3.500%, 06/18/2029 (F) | 3,461 | 3,261 | ||||||
| Colossus AcquireCo LLC, Initial Term Loan (2026), 1st Lien | ||||||||
| 5.370%, CME Term SOFR + 1.750%, 01/31/2033 (F) | 198 | 198 | ||||||
| Conair Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.551%, CME Term SOFR + 3.750%, 05/17/2028 (F) | 466 | 413 | ||||||
| Coreweave Financing DDTL V, LLC, Delayed Draw Loan, 1st Lien | ||||||||
| 8.150%, SOFR + 4.500%, 11/15/2031 (F)(J) | 1,265 | 1,275 | ||||||
| 0.000%, 11/15/2031 (E) | 1,097 | 9 | ||||||
| Cotiviti, Inc., Initial Floating Rate Term Loan, 1st Lien | ||||||||
| 6.456%, CME Term SOFR + 2.750%, 05/01/2031 (F) | 2,156 | 2,056 | ||||||
| Dayforce Bidco, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.823%, CME Term SOFR + 3.000%, 02/04/2033 (F) | 440 | 425 | ||||||
| DexKo Global Inc., Refinancing Dollar Term Loan, 1st Lien | ||||||||
| 8.323%, CME Term SOFR + 4.500%, 10/04/2031 (F) | 596 | 575 | ||||||
| E.W. Scripps Company, The, Tranche B-2 Term Loan, 1st Lien | ||||||||
| 9.523%, CME Term SOFR + 5.750%, 06/30/2028 (F) | 362 | 361 | ||||||
| East Valley Tourist Development Authority, Term Loan | ||||||||
| 11.301%, CME Term SOFR + 7.500%, 06/21/2024 (D)(F) | 3,548 | 3,537 | ||||||
| EMRLD Borrower LP, 2031 Refinancing Term Loan, 1st Lien | ||||||||
| 6.073%, CME Term SOFR + 2.250%, 08/04/2031 (F) | 427 | 428 | ||||||
| Fastener Distribution/Fdh Aero 7/26 Cov-Lite, 1st Lien | ||||||||
| 0.000%, 07/23/2033 (E)(J) | 16 | 16 | ||||||
| 0.000%, 04/22/2031 (E)(J) | 70 | 70 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| First Advantage Holdings, LLC, Term B-3 Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 10/31/2031 (F) | $ | 322 | $ | 321 | ||||
| First Student Bidco Inc., Initial Term B Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 08/15/2030 (F)(J) | 888 | 888 | ||||||
| Flexsys 5/25 First Out TL, First Out Term Loan | ||||||||
| 9.912%, 05/31/2030 | 1,531 | 896 | ||||||
| Flexsys 5/25 Second Out TL, Second Out Refinancing Term Loan | ||||||||
| 9.341%, 08/01/2029 (J) | 2,782 | 529 | ||||||
| Freeport LNG investments, LLLP, Initial Term Loan B, 1st Lien | ||||||||
| 6.979%, CME Term SOFR + 3.250%, 02/11/2033 (F) | 1,369 | 1,375 | ||||||
| Gabe'S Third Priming Ddtl 1L S+800 6/16/30, 1st Lien | ||||||||
| 0.000%, 06/14/2030 (E) | 191 | 191 | ||||||
| GB AIT Buyer, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.073%, CME Term SOFR + 4.250%, 04/29/2033 (F) | 178 | 178 | ||||||
| Hertz Corporation, The, Initial Term B Loan, 1st Lien | ||||||||
| 7.584%, CME Term SOFR + 3.500%, 06/30/2028 (F)(J) | 1,214 | 672 | ||||||
| Hertz Corporation, The, Initial Term C Loan, 1st Lien | ||||||||
| 7.584%, CME Term SOFR + 3.500%, 06/30/2028 (F)(J) | 217 | 120 | ||||||
| HIG Finance 2 Limited, 2025-2 Dollar Refinancing Term Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 02/15/2031 (F) | 492 | 465 | ||||||
| Icon Parent I Inc., 2025 Term Loan, 1st Lien | ||||||||
| 6.446%, CME Term SOFR + 2.750%, 11/13/2031 (F) | 596 | 570 | ||||||
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), Initial Term Loan, 1st Lien | ||||||||
| 9.576%, CME Term SOFR + 5.775%, 05/01/2029 (F) | 1,234 | 1,093 | ||||||
| Ineos US Finance LLC, 2030 Dollar Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 02/19/2030 (F)(J) | 230 | 217 | ||||||
| J. C. Penney Company Inc., Loan | ||||||||
| 5.250%, CME Term SOFR + 4.250%, 06/21/2029 (B)(D)(F) | 3,625 | — | ||||||
| Lfsn Holdco I LLC, Initial Term Loan | ||||||||
| 9.142%, 12/12/2031 (C) | 2,339 | 2,324 | ||||||
| SEI Institutional Investments Trust | 241 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Libbey Glass LLC, 2022 Incremental Term Loan, 1st Lien | ||||||||
| 10.488%, CME Term SOFR + 6.500%, 11/22/2027 (C)(F) | $ | 2,552 | $ | 1,934 | ||||
| LSF12 Crown US Commercial Bidco, LLC, 2026-2 Refinancing Term Loan, 1st Lien | ||||||||
| 6.243%, CME Term SOFR + 2.500%, 12/02/2031 (F) | 426 | 428 | ||||||
| LSF12 Helix Parent, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.186%, CME Term SOFR + 3.500%, 02/10/2033 (F) | 146 | 146 | ||||||
| Magenta Security Holdings LLC, First Out Term Loan, 1st Lien | ||||||||
| 10.833%, CME Term SOFR + 6.750%, 07/27/2028 (F) | 3,177 | 1,904 | ||||||
| Magenta Security Holdings LLC, Second Out Term Loan, 1st Lien | ||||||||
| 11.083%, CME Term SOFR + 7.000%, 07/27/2028 (F) | 3,090 | 939 | ||||||
| Mauser Packaging Solutions Holding Company, 2025 Term Loan, 1st Lien | ||||||||
| 7.206%, CME Term SOFR + 3.500%, 04/15/2030 (F) | 150 | 149 | ||||||
| Mavenir Systems, Inc., Initial Term Loan 2nd Lien | ||||||||
| 12.000%, 06/14/2030 (D) | 2,287 | 2,287 | ||||||
| Max US Bidco Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.732%, CME Term SOFR + 5.000%, 10/02/2030 (F)(J) | 1 | 1 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 03/01/2029 (F) | 1,157 | 1,093 | ||||||
| MI Windows and Doors, LLC, Term B-3 Loan, 1st Lien | ||||||||
| 6.436%, CME Term SOFR + 2.750%, 03/28/2031 (F) | 194 | 192 | ||||||
| MIS Acquisition, LLC, First Out Term Loan, 1st Lien | ||||||||
| 8.251%, CME Term SOFR + 4.500%, 04/22/2031 (F) | 336 | 321 | ||||||
| Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.673%, CME Term SOFR + 4.750%, 05/02/2029 (F)(J) | 863 | 181 | ||||||
| Mln US Holdco LLC, Tranche A-2 Term Loan | ||||||||
| 6.000%, 01/24/2029 | 27 | 9 | ||||||
| Mountaineer Merger Corporation, Priming Initial Term Loan 1st Lien | ||||||||
| 11.732%, 06/16/2030 (D) | 2,074 | 2,074 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Mountaineer Merger Corporation, Second Priming Delayed Draw Term Loan 1st Lien | ||||||||
| 11.732%, 12/15/2033 (D) | $ | 490 | $ | 490 | ||||
| Multi-Color Corporation, Initial Dollar Term Loan, 1st Lien | ||||||||
| 6.136%, CME Term SOFR + 2.375%, 05/11/2033 (F) | 6 | 5 | ||||||
| Naked Juice LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 7.082%, CME Term SOFR + 3.250%, 01/24/2029 (F) | 7,665 | 5,361 | ||||||
| NAPA Management Services Corporation, Initial Term Loan, 1st Lien | ||||||||
| 9.036%, CME Term SOFR + 5.250%, 02/23/2029 (F) | 3,068 | 2,210 | ||||||
| Neon Maple Purchaser Inc., First Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 11/17/2031 (F) | 495 | 484 | ||||||
| NEP Group, Inc., 2025 Dollar Term Loan, 1st Lien | ||||||||
| 8.186%, CME Term SOFR + 4.500%, 10/17/2031 (F) | 1,835 | 1,658 | ||||||
| New Fortress Energy Inc, Second Amendment Incremental Term Loan | ||||||||
| 9.161%, CME Term SOFR + 5.500%, 04/20/2028 (F)(J) | 1,620 | 1,019 | ||||||
| Obra Capital, Inc., Initial Term Loan 1st Lien | ||||||||
| 11.267%, 07/29/2030 (D) | 1,736 | 1,703 | ||||||
| OID-OL Intermediate I, LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 8.223%, CME Term SOFR + 4.250%, 02/01/2029 (F)(J) | 5,410 | 2,838 | ||||||
| Parexel International, Inc., Seventh Amendment Term Loan, 1st Lien | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 12/12/2031 (F) | 305 | 307 | ||||||
| Pasadena Performance Products, LLC, 2025-1 Repricing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 02/27/2032 (D)(F) | 1,367 | 1,368 | ||||||
| Petco Health and Wellness Company, Inc., 2026 Term Loan, 1st Lien | ||||||||
| 7.982%, CME Term SOFR + 4.250%, 02/03/2031 (F) | 388 | 388 | ||||||
| PetSmart LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.688%, CME Term SOFR + 4.000%, 08/18/2032 (F) | 159 | 159 | ||||||
| Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 7.761%, CME Term SOFR + 4.000%, 09/20/2028 (F) | 5,805 | 5,498 | ||||||
| 242 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Polaris Newco, LLC, Dollar Term Loan, 1st Lien | ||||||||
| 8.084%, CME Term SOFR + 4.000%, 06/02/2028 (F)(J) | $ | 2,009 | $ | 1,859 | ||||
| Premier Brands Group Holdings LLC, Term B-1 Loan | ||||||||
| 12.186%, 03/01/2029 (C)(D) | 1,277 | 1,277 | ||||||
| Pretium PKG Holdings, Inc., Second-Out Term Loan, 1st Lien | ||||||||
| 9.484%, CME Term SOFR + 5.750%, 03/01/2032 (F) | 1,984 | 1,623 | ||||||
| Pye-Barker Fire & Safety, LLC, Closing Date Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/16/2032 (F) | 796 | 799 | ||||||
| Pye-Barker Fire & Safety, LLC, Delayed Draw, 1st Lien | ||||||||
| 2.500%, 12/16/2032 | 100 | — | ||||||
| Pye-Barker Fire & Safety, LLC, Initial Delayed Draw Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 12/16/2032 (F) | 19 | 19 | ||||||
| Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien | ||||||||
| 5.936%, CME Term SOFR + 2.250%, 02/10/2032 (F) | 518 | 519 | ||||||
| QXO Building Products, Inc., 2025 Refinancing Term B Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 04/30/2032 (F) | 57 | 57 | ||||||
| QXO Building Products, Inc., 2026 Incremental Term B Loan, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.000%, 07/01/2033 (F) | 261 | 261 | ||||||
| Raven Acquisition Holdings, LLC, Delayed Term Loan | ||||||||
| 3.000%, 11/19/2031 | 17 | — | ||||||
| Raven Acquisition Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.686%, CME Term SOFR + 3.000%, 11/19/2031 (F) | 241 | 241 | ||||||
| Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien | ||||||||
| 7.436%, CME Term SOFR + 3.750%, 11/28/2028 (F) | 298 | 295 | ||||||
| Route 66 Development Authority, Term Loan | ||||||||
| 12.686%, 11/25/2031 (D) | 1,994 | 2,034 | ||||||
| SCIH Salt Holdings Inc., Restatement Date Term Loan, 1st Lien | ||||||||
| 6.499%, CME Term SOFR + 2.750%, 08/13/2031 (F)(J) | 315 | 313 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Serta Simmons Bedding, LLC, Initial Term Loan | ||||||||
| 11.347%, CME Term SOFR + 7.500%, 08/01/2028 (F) | $ | 84 | $ | 79 | ||||
| Sinclair Television Group, Inc., Term B-6 Loan, 1st Lien | ||||||||
| 7.147%, CME Term SOFR + 3.300%, 12/31/2029 (F) | 1,442 | 1,325 | ||||||
| Spanish Broadcasting Dip Fixed 975 12/31/2026, Interim Dip Loan | ||||||||
| 9.750%, 02/16/2032 (C)(J) | 604 | 598 | ||||||
| Spanish Broadcasting, Delayed Draw Term Loan | ||||||||
| 9.750%, 12/31/2026 | 191 | (2 | ) | |||||
| Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.536%, CME Term SOFR + 3.750%, 10/16/2028 (F)(J) | 1,560 | 1,477 | ||||||
| Spectrum Group Buyer, Inc., Initial Term Loan | ||||||||
| 10.323%, 05/02/2029 | 1,849 | 1,716 | ||||||
| Spirit Airlines, LLC, Dip Contingent Initial Term | ||||||||
| 0.000%, 07/01/2028 (C)(E) | 1,159 | 1 | ||||||
| Spirit Airlines, LLC, Dip Roll Up Tl | ||||||||
| 0.000%, 07/01/2028 (C)(E) | 3,803 | 951 | ||||||
| Spirit Airlines, LLC, Initial Draw New Money Term Loan, 1st Lien | ||||||||
| 11.644%, CME Term SOFR + 8.000%, 07/14/2026 (C)(F) | 682 | 614 | ||||||
| Spirit Airlines, LLC, Second Draw New Money Term Loan, 1st Lien | ||||||||
| 11.644%, CME Term SOFR + 8.000%, 07/14/2026 (C)(F) | 169 | 152 | ||||||
| Spirit Airlines, LLC, Third New Money Term Loans, 1st Lien | ||||||||
| 11.644%, CME Term SOFR + 8.000%, 07/14/2026 (C)(F) | 334 | 301 | ||||||
| Star Parent, Inc., Term Loan B, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 09/27/2030 (F) | 151 | 152 | ||||||
| Station Casinos LLC, Term B Facility, 1st Lien | ||||||||
| 5.686%, CME Term SOFR + 2.250%, 03/14/2031 (F) | 152 | 152 | ||||||
| Tacora (Add On), * | ||||||||
| 13.000%, 08/13/2031 (D) | 112 | 112 | ||||||
| Tempo Acquisition, LLC, Seventh Incremental Term Loan, 1st Lien | ||||||||
| 5.436%, CME Term SOFR + 1.750%, 08/31/2028 (F) | 1,230 | 1,013 | ||||||
| TransDigm Inc., Tranche M Term Loan | ||||||||
| 6.186%, CME Term SOFR + 2.500%, 08/19/2032 (F) | 253 | 254 | ||||||
| SEI Institutional Investments Trust | 243 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Travelport Finance (Luxembourg) S.a r.l., Term Loans, 1st Lien | ||||||||
| 10.987%, CME Term SOFR + 7.000%, 09/29/2028 (F) | $ | 2,463 | $ | 1,738 | ||||
| Tronox Finance LLC, 2024-B Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 09/30/2031 (F)(J) | 2,468 | 1,923 | ||||||
| TRQ Sales LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 12/30/2032 (F)(J) | 2,156 | 2,148 | ||||||
| U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien | ||||||||
| 8.801%, CME Term SOFR + 5.000%, 06/28/2028 (F) | 413 | 397 | ||||||
| UKG Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 6.073%, CME Term SOFR + 2.250%, 02/10/2031 (F) | 152 | 148 | ||||||
| Vaco Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.882%, CME Term SOFR + 5.000%, 01/22/2029 (F) | 2,314 | 2,085 | ||||||
| Varsity Brands, Inc., 2026 Replacement Term Loan, 1st Lien | ||||||||
| 6.484%, CME Term SOFR + 2.750%, 08/26/2031 (F) | 683 | 683 | ||||||
| Venator 1/24 First-Out, 1st Lien | ||||||||
| 10.750%, 10/12/2028 | 181 | 145 | ||||||
| Venator 10/23, 1st Lien | ||||||||
| 10.750%, 11/28/2028 | 383 | 33 | ||||||
| Venator 12/24 First Out TLB, 1st Lien | ||||||||
| 10.750%, 05/01/2029 | 182 | 145 | ||||||
| Wellful Inc., Tranche A Term Loan, 1st Lien | ||||||||
| 8.994%, CME Term SOFR + 5.000%, 04/19/2030 (F) | 1,922 | 1,889 | ||||||
| Wellful Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 10.244%, CME Term SOFR + 6.250%, 10/19/2030 (F) | 4,446 | 3,862 | ||||||
| White Cap Supply Holdings, LLC, Tranche C Term Loan, 1st Lien | ||||||||
| 6.936%, CME Term SOFR + 3.250%, 10/19/2029 (F) | 757 | 756 | ||||||
| Xplore Inc., Initial Term Loan 1st Lien | ||||||||
| 9.084%, 06/18/2029 | 416 | 386 | ||||||
| Xplore Inc., Second Out Term Loan 1st Lien | ||||||||
| 6.000%, 10/24/2029 | 1,334 | 912 | ||||||
| Total Loan Participations | ||||||||
| (Cost $133,242) ($ Thousands) | 117,896 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 1.6% | ||||||||
| 21st Century Oncology *(D) | 22,017 | $ | 330 | |||||
| Air Methods *(C)(D) | 3,394 | 761 | ||||||
| Altice France * | 9,967 | 185 | ||||||
| Altice Luxembourg | 949 | 14 | ||||||
| Arctic Canadian Diamond Co. *(D) | 1,633 | 70 | ||||||
| Ardagh * | 314,398 | 1,895 | ||||||
| Audacy * | 11,563 | 32 | ||||||
| Avaya Inc. *(C) | 194,311 | 2,700 | ||||||
| Burgundy Diamond Mines *(C) | 2,701,454 | 33 | ||||||
| Carestream Health Holdings Inc *(D) | 123,791 | 1,531 | ||||||
| CHC Group LLC * | 1,444 | — | ||||||
| Clear Channel Outdoor Holdings Inc, Cl A * | 66,059 | 157 | ||||||
| Cornerstone Chemical Co *(D) | 269,066 | 3,487 | ||||||
| EchoStar Corp, Cl A * | 53,357 | 4,612 | ||||||
| Endo Trust *(D) | 45,274 | 16 | ||||||
| Envision Healthcare * | 258,960 | 4,564 | ||||||
| Enviva Inc. * | 236,520 | 4,198 | ||||||
| ESC NMG Parent LLC *(D) | 9,899 | — | ||||||
| Guitar Center *(C)(D) | 24,502 | 2,150 | ||||||
| Gulfport Energy Corp * | 875 | 157 | ||||||
| Gymboree Corp *(C)(D) | 18,542 | — | ||||||
| Gymboree Holding Corp *(C)(D) | 52,848 | — | ||||||
| iHeartMedia Inc, Cl A * | 14,876 | 41 | ||||||
| Incora Intermediate LLC *(C)(D) | 13,335 | 159 | ||||||
| Incora Top Holdco LLC *(D) | 368 | 11 | ||||||
| Intelsat Emergene SA | 45,143 | 596 | ||||||
| Labels Buyer LLC | 1,926 | 137 | ||||||
| Lannett | 142,313 | 428 | ||||||
| Lifescan *(C) | 25,150 | 998 | ||||||
| Mallinckrodt * | 26,354 | 1,340 | ||||||
| Medical Card Systems *(D) | 395,653 | 124 | ||||||
| Mitel *(D) | 873 | — | ||||||
| Mountaineer Merger Corp *(D) | 2,885,885 | — | ||||||
| MYT Holding LLC *(D) | 461,765 | 116 | ||||||
| Nine West *(C)(D) | 163,718 | 225 | ||||||
| Pretium PKG Holdings, Inc | 27,739 | 485 | ||||||
| SandRidge Energy Inc | 232 | 3 | ||||||
| Serta Simmons Bedding LLC * | 20,716 | 140 | ||||||
| Spirit Airlines *(C) | 20,357 | — | ||||||
| Spirit Aviation Holdings *(C) | 91,992 | 1 | ||||||
| SSB Equipment Company *(C)(D) | 20,716 | — | ||||||
| Venator Materials * | 696 | 7 | ||||||
| VICI Properties Inc, Cl A ‡ | 36,060 | 925 | ||||||
| Xplore Inc *(D) | 80,882 | 875 | ||||||
| Total Common Stock | ||||||||
| (Cost $35,143) ($ Thousands) | 33,503 | |||||||
| Face Amount (Thousands) | ||||||||
| CONVERTIBLE BONDS — 1.0% | ||||||||
| Crescent Energy | ||||||||
| 2.750%, 03/15/2031(A) | $ | 957 | 1,105 | |||||
| 244 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CONVERTIBLE BONDS (continued) | ||||||||
| Finance of America Funding LLC | ||||||||
| 10.000%, 11/30/2029(A) | $ | 2,402 | $ | 2,572 | ||||
| Fluence Energy | ||||||||
| 2.250%, 06/15/2030 | 481 | 447 | ||||||
| Haemonetics | ||||||||
| 2.500%, 06/01/2029 | 1,727 | 1,960 | ||||||
| Integer Holdings | ||||||||
| 1.875%, 03/15/2030 | 2,594 | 2,624 | ||||||
| IREN | ||||||||
| 1.000%, 12/01/2033(A) | 1,023 | 735 | ||||||
| Lantheus Holdings | ||||||||
| 2.625%, 12/15/2027 | 1,705 | 2,218 | ||||||
| Liberty Interactive LLC | ||||||||
| 0.000%, 07/15/2029(B)(E) | 275 | – | ||||||
| 0.000%, 11/15/2029(B)(E) | 420 | – | ||||||
| 0.000%, 02/01/2030(B)(E) | 4,690 | – | ||||||
| 0.000%, 02/15/2030(B)(E) | 4,495 | – | ||||||
| Lucid Group | ||||||||
| 1.250%, 12/15/2026(A) | 1,405 | 1,335 | ||||||
| 5.000%, 04/01/2030(A) | 486 | 194 | ||||||
| Lumentum Holdings | ||||||||
| 0.375%, 03/15/2032(A) | 284 | 1,402 | ||||||
| Mavenir | ||||||||
| 0.000%, 12/31/2026(D)(E) | 1,861 | 4,038 | ||||||
| Mirion Technologies | ||||||||
| 0.000%, 10/01/2031(A)(H) | 938 | 812 | ||||||
| Nebius Group | ||||||||
| 4.500%, 02/15/2034(A) | 608 | 590 | ||||||
| North Sea Natural Resources | ||||||||
| 0.000%, 01/23/2028(D)(E) | 889 | – | ||||||
| 0.000%, 01/23/2028(D)(E) | 118 | – | ||||||
| 0.000%, 01/23/2028(D)(E) | 47 | – | ||||||
| Northern Oil & Gas | ||||||||
| 3.625%, 04/15/2029 | 950 | 986 | ||||||
| Rite Aid | ||||||||
| 0.000%, 12/31/2049(C)(D)(E) | 451 | – | ||||||
| Silver Airways LLC | ||||||||
| 16.000%, 12/31/2027(B)(D) | 6,774 | – | ||||||
| 16.000%, 01/07/2028(B)(D) | 892 | – | ||||||
| 16.000%, 01/07/2028(B)(D) | 2,022 | – | ||||||
| Tacora | ||||||||
| 13.000%, 09/19/2031(D) | 100 | 100 | ||||||
| Terawulf | ||||||||
| 0.000%, 05/01/2032(A)(H) | 1,173 | 1,257 | ||||||
| Total Convertible Bonds | ||||||||
| (Cost $32,529) ($ Thousands) | 22,375 | |||||||
| Shares | ||||||||
| PREFERRED STOCK — 0.4% | ||||||||
| FHLMC, 4.855%, TSFR3M + 0.262% *(F)(G) | 29,819 | 355 | ||||||
| FNMA, 8.250% *(F)(G) | 130,055 | 1,430 | ||||||
| Guitar Center Inc, 0.000% *(C)(D)(E)(G) | 782 | 62 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| PREFERRED STOCK (continued) | ||||||||
| Mountaineer Merger Corp, 0.000% *(D) (E)(G) | 3,350,554 | $ | 952 | |||||
| MYT Holding LLC, 10.000% (G) | 516,164 | 656 | ||||||
| Syniverse, 0.000% *(C)(D)(E)(G) | 6,979,512 | 5,995 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $11,851) ($ Thousands) | 9,450 | |||||||
| Face Amount (Thousands) | ||||||||
| U.S. TREASURY OBLIGATIONS — 0.4% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.642%, 10/08/2026 (K) | $ | 1,300 | 1,295 | |||||
| 3.589%, 02/18/2027 (K) | 400 | 393 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.250%, 05/15/2035 | 1,400 | 1,355 | ||||||
| 4.125%, 04/30/2033 | 2,995 | 2,914 | ||||||
| 4.000%, 04/30/2032 | 1,480 | 1,440 | ||||||
| 3.875%, 04/30/2030 | 1,390 | 1,363 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $8,833) ($ Thousands) | 8,760 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.2% | ||||||||
| Air Methods | ||||||||
| Strike Price $– *‡‡(C)(D) | 29,827 | 4,220 | ||||||
| Audacy | ||||||||
| Strike Price $– *‡‡ | 20,176 | 5 | ||||||
| Guitar Center Tranche I, Expires 12/22/2070 | ||||||||
| Strike Price $100.00 *(C)(D) | 5,960 | 252 | ||||||
| Guitar Center Tranche II, Expires 12/22/2070 | ||||||||
| Strike Price $160.00 *(C)(D) | 6,486 | 102 | ||||||
| Guitar Center Tranche III, Expires 12/22/2070 | ||||||||
| Strike Price $100.00 *(C)(D) | 526 | 8 | ||||||
| Labels Buyer LLC | ||||||||
| Strike Price $– *‡‡ | 996 | 2 | ||||||
| Mavenir | ||||||||
| Strike Price $– *‡‡(D) | 693 | – | ||||||
| Silver Airways | ||||||||
| Strike Price $– *‡‡(D) | 3 | – | ||||||
| Tacora | ||||||||
| Strike Price $– *‡‡(D) | 37,256 | 26 | ||||||
| Total Warrants | ||||||||
| (Cost $1,144) ($ Thousands) | 4,615 | |||||||
| SEI Institutional Investments Trust | 245 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 3.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 79,073,440 | $ | 79,073 | |||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT (continued) | ||||||||
| Total Cash Equivalent | ||||||||
| (Cost $79,073) ($ Thousands) | $ | 79,073 | ||||||
| Total Investments in Securities — 99.2% | ||||||||
| (Cost $2,152,206) ($ Thousands) | $ | 2,130,800 | ||||||
A list of the open forward foreign currency contracts held by the Fund at August 31, 2026, is as follows:
| Counterparty | Settlement Date | Currency
to Deliver (Thousands) | Currency
to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||
| Barclays PLC | 10/15/26 | CAD | 1,213 | USD | 861 | $ | (16 | ) | ||||||||||||
A list of the open futures contracts held by the Fund at August 31, 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. 10-Year Treasury Notes | 11 | Dec-2026 | $ | 1,191 | $ | 1,185 | $ | (6 | ) | |||||||||
| U.S. Long Treasury Bonds | 17 | Dec-2026 | 1,866 | 1,847 | (19 | ) | ||||||||||||
| U.S. Ultra Long Treasury Bonds | 3 | Dec-2026 | 334 | 330 | (4 | ) | ||||||||||||
| Ultra 10-Year U.S. Treasury Notes | 40 | Dec-2026 | 4,414 | 4,377 | (37 | ) | ||||||||||||
| 7,805 | 7,739 | (66 | ) | |||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | (3) | Dec-2026 | $ | (616 | ) | $ | (616 | ) | $ | – | ||||||||
| U.S. 5-Year Treasury Notes | (158) | Dec-2026 | (16,792 | ) | (16,701 | ) | 91 | |||||||||||
| (17,408 | ) | (17,317 | ) | 91 | ||||||||||||||
| $ | (9,603 | ) | $ | (9,578 | ) | $ | 25 | |||||||||||
Percentages are based on Net Assets of $2,148,707 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $1,605,671 ($ Thousands), representing 74.7% of the Net Assets of the Fund. |
| (B) | Security is in default on interest payment. |
| (C) | Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2026 was $48,314 ($ Thousands) and represented 2.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | No interest rate available. |
| (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. |
| (K) | Interest rate represents the security's effective yield at the time of purchase. |
| 246 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Continued)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 73,989 | $ | 179,000 | $ | (173,916 | ) | $ | — | $ | — | $ | 79,073 | $ | 730 | $ | — | |||||||||||||||
A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2026, is as follows:
| Description | Shares/Face
Amount ($ Thousands) | Acquisition Date | Cost ($ Thousands) | Market Value ($ Thousands) | ||||||||||
| Corporate Obligations | ||||||||||||||
| Baffinland Iron Mines | $ | 5,535 | 06/25/2018 | $ | 5,294 | $ | 2,934 | |||||||
| Beasley Mezzanine Holdings LLC | 2,300 | 05/15/2026 | 1,699 | 1,420 | ||||||||||
| Expand Energy | 5,865 | 12/02/2024 | – | – | ||||||||||
| Expand Energy | 180 | 11/22/2024 | – | – | ||||||||||
| Hertz (Escrow Security) | 2,708 | 07/23/2021 | – | – | ||||||||||
| Incora Intermediate II | 302 | 03/24/2025 | 540 | 144 | ||||||||||
| Long Ridge Energy LLC | 1,760 | 02/11/2025 | 1,800 | 1,818 | ||||||||||
| Monitronics International (Escrow Security) | 10,706 | 09/06/2019 | – | – | ||||||||||
| Mountain Province Diamonds, Inc. | 2,609 | 12/16/2022 | 2,584 | 1,140 | ||||||||||
| Neiman Marcus Group (Escrow Security) | 2,835 | 10/14/2025 | – | – | ||||||||||
| Northwest Acquisitions ULC | 3,290 | 10/02/2019 | 2,311 | – | ||||||||||
| Spanish Broadcasting System | 4,965 | 02/16/2021 | 4,965 | 2,979 | ||||||||||
| Univision Communications | 2,692 | 07/16/2025 | 2,756 | 2,747 | ||||||||||
| Univision Communications | 380 | 05/10/2021 | 380 | 362 | ||||||||||
| Yum! Brands | 485 | 03/25/2022 | 490 | 479 | ||||||||||
| Yum! Brands | 1,840 | 10/28/2015 | 1,700 | 1,975 | ||||||||||
| ZipRecruiter | 1,445 | 01/10/2022 | 1,282 | 1,214 | ||||||||||
| Loan Participations | ||||||||||||||
| Avaya Inc., Initial Term Loan, 1st Lien | 4,317 | 04/27/2023 | 4,134 | 3,796 | ||||||||||
| Century Casinos, Inc., Term B Facility Loan, 1st Lien | 2,274 | 11/06/2025 | 1,829 | 1,488 | ||||||||||
| Lfsn Holdco I LLC, Initial Term Loan | 2,339 | 12/29/2025 | 2,339 | 2,324 | ||||||||||
| Libbey Glass LLC, 2022 Incremental Term Loan, 1st Lien | 2,552 | 07/20/2023 | 2,517 | 1,934 | ||||||||||
| Premier Brands Group Holdings LLC, Term B-1 Loan | 1,277 | 04/01/2025 | 1,277 | 1,277 | ||||||||||
| Spanish Broadcasting Dip Fixed 975 12/31/2026, Interim Dip Loan | 604 | 05/15/2026 | 598 | 598 | ||||||||||
| Spirit Airlines, LLC, Dip Contingent Initial Term | 1,159 | 01/14/2026 | 1,159 | 1 | ||||||||||
| Spirit Airlines, LLC, Dip Roll Up Tl | 3,803 | 01/14/2026 | 3,803 | 951 | ||||||||||
| Spirit Airlines, LLC, Initial Draw New Money Term Loan, 1st Lien | 682 | 10/30/2025 | 682 | 614 | ||||||||||
| Spirit Airlines, LLC, Second Draw New Money Term Loan, 1st Lien | 169 | 11/14/2025 | 169 | 152 | ||||||||||
| Spirit Airlines, LLC, Third New Money Term Loans, 1st Lien | 334 | 12/23/2025 | 334 | 301 | ||||||||||
| Common Stock | ||||||||||||||
| Air Methods | 3,394 | 01/08/2024 | 76 | 761 | ||||||||||
| Avaya Inc. | 194,311 | 05/05/2023 | 2,876 | 2,700 | ||||||||||
| Burgundy Diamond Mines | 2,701,454 | 07/21/2023 | 450 | 33 | ||||||||||
| Guitar Center | 24,502 | 01/08/2021 | 3,105 | 2,150 | ||||||||||
| Gymboree Corp | 18,542 | 10/10/2017 | 232 | – | ||||||||||
| Gymboree Holding Corp | 52,848 | 10/10/2017 | 958 | – | ||||||||||
| Incora Intermediate LLC | 13,335 | 03/24/2025 | 42 | 159 | ||||||||||
| Lifescan | 25,150 | 12/29/2025 | 447 | 998 | ||||||||||
| Nine West | 163,718 | 05/20/2019 | 3,479 | 225 | ||||||||||
| Spirit Airlines | 20,357 | 03/27/2025 | 224 | – | ||||||||||
| Spirit Aviation Holdings | 91,992 | 03/26/2025 | 1,284 | 1 | ||||||||||
| SSB Equipment Company | 20,716 | 09/22/2023 | 103 | – | ||||||||||
| Convertible Bond | ||||||||||||||
| Rite Aid | 451 | 09/27/2024 | 273 | – | ||||||||||
| SEI Institutional Investments Trust | 247 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
High Yield Bond Fund (Concluded)
| Description | Shares/Face Amount ($ Thousands) | Acquisition Date | Cost ($ Thousands) | Market Value ($ Thousands) | ||||||||||
| Preferred Stock | ||||||||||||||
| Guitar Center Inc | 782 | 01/08/2021 | $ | 74 | $ | 62 | ||||||||
| Syniverse | 6,979,512 | 05/13/2022 | 6,894 | 5,995 | ||||||||||
| Warrants | ||||||||||||||
| Air Methods | 21,323 | 01/08/2024 | 286 | 2,314 | ||||||||||
| Air Methods | 8,504 | 03/27/2024 | 198 | 1,906 | ||||||||||
| Guitar Center Tranche I | 5,960 | 01/08/2021 | 327 | 252 | ||||||||||
| Guitar Center Tranche II | 6,486 | 01/08/2021 | 233 | 102 | ||||||||||
| Guitar Center Tranche III | 526 | 01/08/2021 | 19 | 8 | ||||||||||
| $ | 66,222 | $ | 48,314 | |||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 248 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 59.7% | ||||||||
| Communication Services — 8.4% | ||||||||
| Alphabet | ||||||||
| 6.500%, 08/15/2066 | $ | 1,010 | $ | 1,010 | ||||
| 6.375%, 08/15/2056 | 540 | 543 | ||||||
| 6.250%, 08/15/2046 | 685 | 688 | ||||||
| 5.700%, 11/15/2075 | 762 | 668 | ||||||
| 5.650%, 02/15/2056 | 1,210 | 1,107 | ||||||
| 5.450%, 11/15/2055 | 1,230 | 1,090 | ||||||
| 5.350%, 11/15/2045 | 530 | 485 | ||||||
| 5.300%, 05/15/2065 | 516 | 435 | ||||||
| 5.250%, 05/15/2055 | 320 | 277 | ||||||
| AT&T | ||||||||
| 6.200%, 10/30/2056 | 755 | 709 | ||||||
| 6.000%, 04/30/2056 | 200 | 182 | ||||||
| 5.550%, 11/01/2045 | 1,015 | 906 | ||||||
| 3.800%, 12/01/2057 | 5,281 | 3,317 | ||||||
| 3.650%, 06/01/2051 | 530 | 340 | ||||||
| 3.650%, 09/15/2059 | 1,867 | 1,124 | ||||||
| 3.550%, 09/15/2055 | 2,750 | 1,667 | ||||||
| 3.500%, 09/15/2053 | 1,681 | 1,026 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 918 | 879 | ||||||
| Charter Communications Operating LLC | ||||||||
| 7.850%, 08/15/2056 | 125 | 127 | ||||||
| 7.337%, 09/01/2041 (A) | 348 | 346 | ||||||
| 7.087%, 09/01/2038 (A) | 282 | 279 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.484%, 10/23/2045 | 631 | 562 | ||||||
| 5.750%, 04/01/2048 | 1,346 | 1,092 | ||||||
| 5.375%, 05/01/2047 | 949 | 734 | ||||||
| 3.950%, 06/30/2062 | 327 | 186 | ||||||
| 3.900%, 06/01/2052 | 945 | 574 | ||||||
| 3.850%, 04/01/2061 | 1,100 | 615 | ||||||
| 3.700%, 04/01/2051 | 250 | 149 | ||||||
| Comcast | ||||||||
| 5.350%, 05/15/2053 | 120 | 99 | ||||||
| 4.049%, 11/01/2052 | 380 | 254 | ||||||
| 3.999%, 11/01/2049 | 240 | 162 | ||||||
| 3.969%, 11/01/2047 | 978 | 671 | ||||||
| 3.450%, 02/01/2050 | 365 | 224 | ||||||
| 2.987%, 11/01/2063 | 1,098 | 534 | ||||||
| 2.937%, 11/01/2056 | 6,078 | 3,106 | ||||||
| 2.887%, 11/01/2051 | 449 | 240 | ||||||
| 2.800%, 01/15/2051 | 30 | 16 | ||||||
| COX Communications | ||||||||
| 4.500%, 06/30/2043 (A) | 377 | 267 | ||||||
| HUT 8 DC LLC | ||||||||
| 6.192%, 11/15/2042 (A) | 468 | 454 | ||||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 20 | 18 | ||||||
| 6.300%, 05/15/2056 | 1,699 | 1,564 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.200%, 05/15/2046 | $ | 640 | $ | 601 | ||||
| 5.750%, 11/15/2065 | 5 | 4 | ||||||
| 5.625%, 11/15/2055 | 1,717 | 1,431 | ||||||
| 5.600%, 05/15/2053 | 225 | 189 | ||||||
| 5.550%, 08/15/2064 | 1,130 | 902 | ||||||
| 5.500%, 11/15/2045 | 1,208 | 1,049 | ||||||
| 5.400%, 08/15/2054 | 1,180 | 957 | ||||||
| Space Exploration Technologies | ||||||||
| 6.650%, 07/15/2056 (A) | 2,544 | 2,264 | ||||||
| 6.600%, 07/15/2046 (A) | 1,047 | 951 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 210 | 211 | ||||||
| 6.750%, 06/15/2039 | 250 | 238 | ||||||
| 6.550%, 05/01/2037 | 40 | 38 | ||||||
| 5.875%, 11/15/2040 | 260 | 226 | ||||||
| 5.500%, 09/01/2041 | 270 | 225 | ||||||
| 4.500%, 09/15/2042 | 226 | 167 | ||||||
| T-Mobile USA | ||||||||
| 6.000%, 06/15/2054 | 510 | 475 | ||||||
| 5.750%, 01/15/2054 | 482 | 435 | ||||||
| 5.650%, 01/15/2053 | 536 | 479 | ||||||
| 4.375%, 04/15/2040 | 235 | 198 | ||||||
| 3.400%, 10/15/2052 | 2,603 | 1,604 | ||||||
| 3.000%, 02/15/2041 | 1,000 | 706 | ||||||
| Verizon Communications | ||||||||
| 6.750%, H15T5Y + 2.297%, 02/15/2057 (B) | 434 | 433 | ||||||
| 6.200%, H15T5Y + 2.042%, 05/14/2056 (B) | 155 | 149 | ||||||
| 5.875%, 11/30/2055 | 794 | 732 | ||||||
| 5.750%, 11/30/2045 | 520 | 485 | ||||||
| 4.522%, 09/15/2048 | 370 | 289 | ||||||
| 3.550%, 03/22/2051 | 528 | 348 | ||||||
| 3.400%, 03/22/2041 | 3,205 | 2,388 | ||||||
| 2.987%, 10/30/2056 | 2,465 | 1,363 | ||||||
| 2.650%, 11/20/2040 | 1,300 | 892 | ||||||
| Vodafone Group | ||||||||
| 6.100%, 06/18/2056 | 1,098 | 1,042 | ||||||
| Vodafone Group PLC | ||||||||
| 5.875%, 06/28/2064 | 195 | 176 | ||||||
| 5.750%, 06/28/2054 | 630 | 574 | ||||||
| 5.625%, 02/10/2053 | 560 | 502 | ||||||
| Walt Disney | ||||||||
| 3.600%, 01/13/2051 | 835 | 583 | ||||||
| 2.750%, 09/01/2049 | 900 | 537 | ||||||
| 52,569 | ||||||||
| Consumer Discretionary — 3.0% | ||||||||
| Alimentation Couche-Tard | ||||||||
| 4.500%, 07/26/2047 (A) | 250 | 200 | ||||||
| Amazon.com | ||||||||
| 6.250%, 07/09/2066 | 50 | 48 | ||||||
| 6.100%, 07/09/2056 | 1,340 | 1,294 | ||||||
| SEI Institutional Investments Trust | 249 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.050%, 03/13/2076 | $ | 336 | $ | 310 | ||||
| 5.950%, 03/13/2066 | 660 | 607 | ||||||
| 5.800%, 03/13/2056 | 3,245 | 2,993 | ||||||
| 5.650%, 03/13/2046 | 1,095 | 1,027 | ||||||
| 5.550%, 11/20/2065 | 245 | 212 | ||||||
| 5.450%, 11/20/2055 | 590 | 521 | ||||||
| 4.050%, 08/22/2047 | 1,261 | 940 | ||||||
| 3.100%, 05/12/2051 | 670 | 407 | ||||||
| 2.875%, 05/12/2041 | 157 | 112 | ||||||
| 2.700%, 06/03/2060 | 220 | 112 | ||||||
| 2.500%, 06/03/2050 | 660 | 358 | ||||||
| General Motors | ||||||||
| 6.250%, 10/02/2043 | 160 | 156 | ||||||
| General Motors Financial | ||||||||
| 5.450%, 01/08/2036 | 210 | 205 | ||||||
| Home Depot | ||||||||
| 5.300%, 06/25/2054 | 1,165 | 1,053 | ||||||
| 4.250%, 04/01/2046 | 1,155 | 928 | ||||||
| 3.900%, 06/15/2047 | 602 | 453 | ||||||
| 3.625%, 04/15/2052 | 20 | 14 | ||||||
| 3.350%, 04/15/2050 | 310 | 207 | ||||||
| 3.125%, 12/15/2049 | 255 | 163 | ||||||
| 2.375%, 03/15/2051 | 60 | 32 | ||||||
| Lowe's | ||||||||
| 5.800%, 09/15/2062 | 710 | 653 | ||||||
| 5.625%, 04/15/2053 | 580 | 532 | ||||||
| 4.250%, 04/01/2052 | 1,130 | 842 | ||||||
| 3.000%, 10/15/2050 | 970 | 583 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 195 | 191 | ||||||
| McDonald's MTN | ||||||||
| 4.450%, 03/01/2047 | 1,505 | 1,217 | ||||||
| 3.625%, 09/01/2049 | 930 | 646 | ||||||
| Royal Caribbean Cruises | ||||||||
| 5.375%, 01/15/2036 | 715 | 691 | ||||||
| 5.250%, 02/27/2038 | 240 | 226 | ||||||
| Starbucks | ||||||||
| 4.450%, 08/15/2049 | 180 | 142 | ||||||
| 3.350%, 03/12/2050 | 560 | 366 | ||||||
| Volkswagen Group of America Finance LLC | ||||||||
| 5.800%, 03/27/2035 (A) | 275 | 273 | ||||||
| 18,714 | ||||||||
| Consumer Staples — 2.4% | ||||||||
| Altria Group | ||||||||
| 3.875%, 09/16/2046 | 315 | 225 | ||||||
| 3.700%, 02/04/2051 | 290 | 193 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 4,137 | 3,622 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 5.550%, 01/23/2049 | 1,226 | 1,156 | ||||||
| 4.439%, 10/06/2048 | 60 | 49 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bacardi | ||||||||
| 5.300%, 05/15/2048 (A) | $ | 400 | $ | 349 | ||||
| BAT Capital | ||||||||
| 7.079%, 08/02/2043 | 135 | 145 | ||||||
| 5.650%, 03/16/2052 | 405 | 366 | ||||||
| 4.540%, 08/15/2047 | 999 | 791 | ||||||
| 4.390%, 08/15/2037 | 260 | 231 | ||||||
| Coca-Cola | ||||||||
| 5.400%, 05/13/2064 | 530 | 487 | ||||||
| Dollar Tree | ||||||||
| 3.375%, 12/01/2051 | 165 | 105 | ||||||
| JBS | ||||||||
| 6.400%, 05/10/2057 (A) | 892 | 855 | ||||||
| 6.250%, 03/01/2056 | 20 | 19 | ||||||
| 4.375%, 02/02/2052 | 1,150 | 834 | ||||||
| JBS NV | ||||||||
| 6.500%, 12/01/2052 | 1,245 | 1,207 | ||||||
| JBS USA Holding Lux SARL | ||||||||
| 7.250%, 11/15/2053 | 365 | 386 | ||||||
| Kenvue | ||||||||
| 5.050%, 03/22/2053 | 125 | 109 | ||||||
| Keurig Dr Pepper | ||||||||
| 3.800%, 05/01/2050 | 100 | 69 | ||||||
| Kraft Heinz Foods | ||||||||
| 5.200%, 07/15/2045 | 5 | 4 | ||||||
| Kroger | ||||||||
| 4.450%, 02/01/2047 | 411 | 327 | ||||||
| 3.875%, 10/15/2046 | 400 | 294 | ||||||
| Mars | ||||||||
| 5.650%, 05/01/2045 (A) | 795 | 762 | ||||||
| New York and Presbyterian Hospital | ||||||||
| 2.256%, 08/01/2040 | 200 | 135 | ||||||
| PepsiCo | ||||||||
| 3.625%, 03/19/2050 | 205 | 146 | ||||||
| Philip Morris International | ||||||||
| 4.500%, 03/20/2042 | 300 | 256 | ||||||
| 3.875%, 08/21/2042 | 625 | 493 | ||||||
| Reynolds American | ||||||||
| 5.850%, 08/15/2045 | 300 | 284 | ||||||
| Stanford Health Care | ||||||||
| 3.795%, 11/15/2048 | 221 | 164 | ||||||
| Takeda Pharmaceutical | ||||||||
| 3.175%, 07/09/2050 | 157 | 100 | ||||||
| Takeda US Financing | ||||||||
| 5.900%, 07/07/2055 | 734 | 709 | ||||||
| Target | ||||||||
| 2.950%, 01/15/2052 | 45 | 28 | ||||||
| Walmart | ||||||||
| 2.500%, 09/22/2041 | 135 | 94 | ||||||
| 14,994 | ||||||||
| 250 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Energy — 4.9% | ||||||||
| Baker Hughes Holdings LLC | ||||||||
| 5.850%, 06/15/2056 | $ | 465 | $ | 444 | ||||
| BP Capital Markets America | ||||||||
| 3.379%, 02/08/2061 | 370 | 230 | ||||||
| 2.772%, 11/10/2050 | 485 | 287 | ||||||
| Cheniere Energy Partners | ||||||||
| 6.050%, 11/30/2056 (A) | 665 | 642 | ||||||
| Columbia Pipeline Group | ||||||||
| 5.800%, 06/01/2045 | 20 | 19 | ||||||
| Columbia Pipelines Operating LLC | ||||||||
| 6.544%, 11/15/2053 (A) | 610 | 626 | ||||||
| 5.695%, 10/01/2054 (A) | 285 | 262 | ||||||
| ConocoPhillips | ||||||||
| 5.500%, 01/15/2055 | 910 | 839 | ||||||
| 4.025%, 03/15/2062 | 1,633 | 1,140 | ||||||
| 3.800%, 03/15/2052 | 70 | 49 | ||||||
| Diamondback Energy | ||||||||
| 5.750%, 04/18/2054 | 427 | 404 | ||||||
| Enbridge | ||||||||
| 6.700%, 11/15/2053 | 750 | 790 | ||||||
| 3.400%, 08/01/2051 | 421 | 273 | ||||||
| Energy Transfer LP | ||||||||
| 6.300%, 01/15/2056 | 749 | 730 | ||||||
| 6.200%, 04/01/2055 | 330 | 316 | ||||||
| 6.125%, 12/15/2045 | 767 | 739 | ||||||
| 5.950%, 10/01/2043 | 470 | 451 | ||||||
| 5.950%, 05/15/2054 | 85 | 79 | ||||||
| 5.400%, 10/01/2047 | 730 | 642 | ||||||
| 5.350%, 05/15/2045 | 680 | 602 | ||||||
| 5.300%, 04/15/2047 | 120 | 105 | ||||||
| 5.000%, 05/15/2050 | 795 | 651 | ||||||
| Eni SpA | ||||||||
| 6.000%, 05/18/2056 (A) | 530 | 506 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 250 | 289 | ||||||
| 6.125%, 10/15/2039 | 240 | 249 | ||||||
| 5.700%, 02/15/2042 | 1,050 | 1,033 | ||||||
| 5.550%, 02/16/2055 | 265 | 247 | ||||||
| 4.950%, 10/15/2054 | 440 | 375 | ||||||
| 4.900%, 05/15/2046 | 335 | 292 | ||||||
| 4.850%, 03/15/2044 | 675 | 594 | ||||||
| 3.700%, 01/31/2051 | 85 | 60 | ||||||
| 3.200%, 02/15/2052 | 295 | 187 | ||||||
| EOG Resources | ||||||||
| 5.950%, 07/15/2055 | 95 | 93 | ||||||
| 5.650%, 12/01/2054 | 574 | 540 | ||||||
| Equinor | ||||||||
| 3.625%, 04/06/2040 | 435 | 353 | ||||||
| Exxon Mobil | ||||||||
| 4.227%, 03/19/2040 | 55 | 48 | ||||||
| 3.452%, 04/15/2051 | 2,798 | 1,919 | ||||||
| 3.095%, 08/16/2049 | 125 | 81 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Hess | ||||||||
| 5.800%, 04/01/2047 | $ | 50 | $ | 49 | ||||
| 5.600%, 02/15/2041 | 230 | 227 | ||||||
| Kinder Morgan | ||||||||
| 5.200%, 03/01/2048 | 805 | 704 | ||||||
| 5.050%, 02/15/2046 | 380 | 330 | ||||||
| Kinder Morgan Energy Partners LP | ||||||||
| 6.375%, 03/01/2041 | 576 | 594 | ||||||
| 5.500%, 03/01/2044 | 125 | 116 | ||||||
| 5.000%, 08/15/2042 | 300 | 266 | ||||||
| Kinder Morgan Energy Partners LP MTN | ||||||||
| 6.950%, 01/15/2038 | 355 | 387 | ||||||
| Marathon Petroleum | ||||||||
| 4.750%, 09/15/2044 | 40 | 34 | ||||||
| MPLX | ||||||||
| 6.100%, 04/01/2056 | 275 | 263 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 110 | 107 | ||||||
| 5.950%, 04/01/2055 | 220 | 207 | ||||||
| 5.500%, 02/15/2049 | 495 | 440 | ||||||
| 4.700%, 04/15/2048 | 55 | 44 | ||||||
| ONEOK | ||||||||
| 6.625%, 09/01/2053 | 465 | 476 | ||||||
| 6.250%, 10/15/2055 | 622 | 610 | ||||||
| 5.700%, 11/01/2054 | 663 | 604 | ||||||
| Phillips 66 | ||||||||
| 4.875%, 11/15/2044 | 480 | 416 | ||||||
| Rio Grande LNG LLC | ||||||||
| 6.150%, 06/30/2041 (A) | 993 | 966 | ||||||
| Shell Finance US | ||||||||
| 6.375%, 12/15/2038 | 232 | 248 | ||||||
| 4.375%, 05/11/2045 | 1,385 | 1,139 | ||||||
| 4.000%, 05/10/2046 | 135 | 104 | ||||||
| 3.750%, 09/12/2046 | 365 | 272 | ||||||
| 3.250%, 04/06/2050 | 5 | 3 | ||||||
| 3.000%, 11/26/2051 | 450 | 278 | ||||||
| Shell International Finance BV | ||||||||
| 3.750%, 09/12/2046 | 675 | 489 | ||||||
| TotalEnergies Capital | ||||||||
| 5.638%, 04/05/2064 | 930 | 866 | ||||||
| 5.488%, 04/05/2054 | 220 | 205 | ||||||
| 5.425%, 09/10/2064 | 225 | 202 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 975 | 627 | ||||||
| TransCanada PipeLines | ||||||||
| 7.250%, 08/15/2038 | 920 | 1,022 | ||||||
| 5.850%, 03/15/2036 | 145 | 147 | ||||||
| 5.600%, 03/31/2034 | 200 | 201 | ||||||
| Transcontinental Gas Pipe Line LLC | ||||||||
| 5.750%, 03/15/2056 | 279 | 261 | ||||||
| 4.600%, 03/15/2048 | 331 | 271 | ||||||
| 4.450%, 08/01/2042 | 415 | 349 | ||||||
| SEI Institutional Investments Trust | 251 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Williams | ||||||||
| 5.750%, 06/24/2044 | $ | 9 | $ | 9 | ||||
| 30,719 | ||||||||
| Financials — 9.3% | ||||||||
| Allstate | ||||||||
| 4.500%, 06/15/2043 | 50 | 42 | ||||||
| American Express | ||||||||
| 5.667%, SOFR + 1.790%, 04/25/2036 (B) | 220 | 222 | ||||||
| Aon | ||||||||
| 3.900%, 02/28/2052 | 884 | 616 | ||||||
| Apollo Global Management | ||||||||
| 5.800%, 05/21/2054 | 430 | 399 | ||||||
| 5.150%, 08/12/2035 | 165 | 158 | ||||||
| Arch Capital Group | ||||||||
| 5.950%, 06/15/2056 | 770 | 747 | ||||||
| Arthur J Gallagher | ||||||||
| 6.750%, 02/15/2054 | 85 | 90 | ||||||
| 5.750%, 03/02/2053 | 410 | 380 | ||||||
| 5.550%, 02/15/2055 | 471 | 425 | ||||||
| Athene Holding | ||||||||
| 6.875%, H15T5Y + 2.582%, 06/28/2055 (B) | 30 | 28 | ||||||
| 6.625%, H15T5Y + 2.607%, 10/15/2054 (B) | 255 | 236 | ||||||
| 6.250%, 04/01/2054 | 50 | 45 | ||||||
| 6.150%, 08/15/2036 | 275 | 272 | ||||||
| Bank of America | ||||||||
| 6.110%, 01/29/2037 | 365 | 374 | ||||||
| 5.489%, SOFR + 1.572%, 04/23/2037 (B) | 510 | 495 | ||||||
| 3.946%, US0003M + 1.452%, 01/23/2049 (B) | 450 | 337 | ||||||
| 3.311%, SOFR + 1.580%, 04/22/2042 (B) | 900 | 671 | ||||||
| Bank of America MTN | ||||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (B) | 2,340 | 1,767 | ||||||
| 4.078%, TSFR3M + 1.582%, 04/23/2040 (B) | 220 | 187 | ||||||
| 2.676%, SOFR + 1.930%, 06/19/2041 (B) | 2,892 | 2,022 | ||||||
| Barclays PLC | ||||||||
| 5.860%, SOFR + 1.830%, 08/11/2046 (B) | 105 | 100 | ||||||
| Berkshire Hathaway Finance | ||||||||
| 3.850%, 03/15/2052 | 927 | 666 | ||||||
| BlackRock Funding | ||||||||
| 5.350%, 01/08/2055 | 335 | 304 | ||||||
| 5.250%, 03/14/2054 | 580 | 522 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.250%, 08/15/2042 (A) | 256 | 257 | ||||||
| 3.500%, 09/10/2049 (A) | 410 | 278 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Blue Owl Finance LLC | ||||||||
| 6.750%, 08/18/2036 | $ | 135 | $ | 135 | ||||
| Brookfield Finance | ||||||||
| 5.968%, 03/04/2054 | 255 | 242 | ||||||
| Brown & Brown | ||||||||
| 6.250%, 06/23/2055 | 801 | 769 | ||||||
| 4.950%, 03/17/2052 | 375 | 302 | ||||||
| Capital One Financial | ||||||||
| 5.399%, SOFR + 1.508%, 01/30/2037 (B) | 510 | 492 | ||||||
| Carlyle Holdings II Finance LLC | ||||||||
| 5.625%, 03/30/2043 (A) | 431 | 402 | ||||||
| Charles Schwab | ||||||||
| 5.655%, SOFR + 1.320%, 08/12/2037 (B) | 240 | 239 | ||||||
| Citigroup | ||||||||
| 5.612%, SOFR + 1.746%, 03/04/2056 (B) | 856 | 800 | ||||||
| 5.316%, SOFR + 4.548%, 03/26/2041 (B) | 435 | 416 | ||||||
| 4.750%, 05/18/2046 | 586 | 482 | ||||||
| 3.878%, TSFR3M + 1.430%, 01/24/2039 (B) | 665 | 561 | ||||||
| 2.904%, SOFR + 1.379%, 11/03/2042 (B) | 553 | 386 | ||||||
| CSL Finance PLC | ||||||||
| 4.750%, 04/27/2052 (A) | 450 | 370 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) | 200 | 196 | ||||||
| Farmers Exchange Capital III | ||||||||
| 5.454%, TSFR3M + 3.716%, 10/15/2054 (A)(B) | 200 | 186 | ||||||
| Farmers Insurance Exchange | ||||||||
| 4.747%, SOFR + 3.231%, 11/01/2057 (A)(B) | 200 | 171 | ||||||
| Global Atlantic Finance | ||||||||
| 6.750%, 03/15/2054 (A) | 559 | 519 | ||||||
| Global Payments | ||||||||
| 5.950%, 08/15/2052 | 300 | 274 | ||||||
| Goldman Sachs Group | ||||||||
| 6.750%, 10/01/2037 | 650 | 686 | ||||||
| 6.250%, 02/01/2041 | 653 | 672 | ||||||
| 6.215%, SOFR + 1.820%, 07/21/2057 (B) | 1,140 | 1,128 | ||||||
| 5.734%, SOFR + 1.696%, 01/28/2056 (B) | 490 | 454 | ||||||
| 5.561%, SOFR + 1.580%, 11/19/2045 (B) | 1,645 | 1,529 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (B) | 1,085 | 999 | ||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (B) | 335 | 292 | ||||||
| 252 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (B) | $ | 625 | $ | 530 | ||||
| 3.210%, SOFR + 1.513%, 04/22/2042 (B) | 590 | 426 | ||||||
| Guardian Life Insurance of America | ||||||||
| 4.875%, 06/19/2064 (A) | 305 | 245 | ||||||
| HSBC Holdings | ||||||||
| 5.729%, SOFR + 1.470%, 08/14/2037 (B) | 275 | 272 | ||||||
| HSBC Holdings PLC | ||||||||
| 6.800%, 06/01/2038 | 236 | 249 | ||||||
| 6.500%, 09/15/2037 | 590 | 620 | ||||||
| Intercontinental Exchange | ||||||||
| 5.400%, 09/01/2036 | 565 | 562 | ||||||
| 3.000%, 06/15/2050 | 128 | 79 | ||||||
| Intesa Sanpaolo MTN | ||||||||
| 6.005%, H15T1Y + 1.500%, 06/29/2037 (A)(B) | 400 | 392 | ||||||
| JPMorgan Chase | ||||||||
| 5.600%, 07/15/2041 | 651 | 641 | ||||||
| 5.534%, SOFR + 1.550%, 11/29/2045 (B) | 1,152 | 1,098 | ||||||
| 5.148%, SOFR + 1.260%, 04/23/2037 (B) | 730 | 706 | ||||||
| 4.260%, TSFR3M + 1.842%, 02/22/2048 (B) | 100 | 79 | ||||||
| 4.032%, TSFR3M + 1.722%, 07/24/2048 (B) | 680 | 520 | ||||||
| 3.897%, TSFR3M + 1.482%, 01/23/2049 (B) | 640 | 478 | ||||||
| 3.109%, SOFR + 2.440%, 04/22/2051 (B) | 2,115 | 1,346 | ||||||
| 3.109%, TSFR3M + 2.460%, 04/22/2041 (B) | 425 | 318 | ||||||
| KKR Group Finance II LLC | ||||||||
| 5.500%, 02/01/2043 (A) | 628 | 574 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (B) | 614 | 581 | ||||||
| 4.943%, H15T1Y + 0.970%, 11/04/2036 (B) | 415 | 393 | ||||||
| Macquarie Bank | ||||||||
| 5.819%, H15T1Y + 1.350%, 06/10/2037 (A)(B) | 250 | 244 | ||||||
| Marsh & McLennan | ||||||||
| 5.700%, 09/15/2053 | 608 | 572 | ||||||
| 5.450%, 03/15/2053 | 490 | 445 | ||||||
| 4.900%, 03/15/2049 | 250 | 212 | ||||||
| 4.350%, 01/30/2047 | 115 | 92 | ||||||
| 4.200%, 03/01/2048 | 210 | 163 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 5.950%, 06/01/2056 (A) | 440 | 412 | ||||||
| 3.375%, 04/15/2050 (A) | 377 | 242 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Mercury General | ||||||||
| 6.250%, 06/15/2036 | $ | 410 | $ | 405 | ||||
| MetLife | ||||||||
| 5.875%, 02/06/2041 | 40 | 40 | ||||||
| 5.000%, 07/15/2052 | 290 | 249 | ||||||
| 4.721%, 12/15/2044 | 981 | 842 | ||||||
| 4.125%, 08/13/2042 | 5 | 4 | ||||||
| 4.050%, 03/01/2045 | 55 | 43 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 6.049%, H15T1Y + 0.930%, 07/24/2047 (B) | 90 | 90 | ||||||
| Moody's | ||||||||
| 4.875%, 12/17/2048 | 665 | 564 | ||||||
| Morgan Stanley | ||||||||
| 5.900%, SOFR + 1.782%, 03/13/2047 (B) | 2,608 | 2,539 | ||||||
| 5.605%, SOFRINDX + 1.429%, 07/17/2037 (B) | 685 | 678 | ||||||
| 5.516%, SOFR + 1.710%, 11/19/2055 (B) | 1,161 | 1,063 | ||||||
| 5.296%, SOFRINDX + 1.410%, 04/10/2037 (B) | 215 | 208 | ||||||
| 3.217%, SOFR + 1.485%, 04/22/2042 (B) | 536 | 394 | ||||||
| Morgan Stanley MTN | ||||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (B) | 482 | 409 | ||||||
| National Australia Bank | ||||||||
| 5.625%, H15T1Y + 1.180%, 06/04/2037 (A)(B) | 250 | 244 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.350%, 01/23/2035 (A) | 190 | 189 | ||||||
| New York Life Insurance | ||||||||
| 6.750%, 11/15/2039 (A) | 300 | 323 | ||||||
| 4.450%, 05/15/2069 (A) | 325 | 237 | ||||||
| 3.750%, 05/15/2050 (A) | 1,291 | 908 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 257 | 253 | ||||||
| 6.050%, 06/30/2056 (A) | 275 | 269 | ||||||
| 3.625%, 09/30/2059 (A) | 902 | 578 | ||||||
| Progressive | ||||||||
| 3.700%, 03/15/2052 | 125 | 88 | ||||||
| Prudential Financial | ||||||||
| 3.905%, 12/07/2047 | 40 | 30 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 197 | 199 | ||||||
| Raymond James Financial | ||||||||
| 3.750%, 04/01/2051 | 525 | 366 | ||||||
| S&P Global | ||||||||
| 3.250%, 12/01/2049 | 345 | 227 | ||||||
| Sammons Financial Group | ||||||||
| 5.950%, 06/15/2036 (A) | 235 | 224 | ||||||
| SEI Institutional Investments Trust | 253 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.796%, SOFR + 1.780%, 07/08/2046 (B) | $ | 235 | $ | 225 | ||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 6.050%, 06/15/2056 (A) | 1,091 | 1,051 | ||||||
| 4.270%, 05/15/2047 (A) | 295 | 227 | ||||||
| 3.300%, 05/15/2050 (A) | 500 | 319 | ||||||
| Travelers | ||||||||
| 5.700%, 07/24/2055 | 400 | 383 | ||||||
| Truist Financial MTN | ||||||||
| 5.281%, SOFR + 1.414%, 04/23/2037 (B) | 250 | 242 | ||||||
| Wells Fargo | ||||||||
| 5.850%, 02/01/2037 | 1,645 | 1,658 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (B) | 1,144 | 1,054 | ||||||
| 3.900%, 05/01/2045 | 530 | 404 | ||||||
| 3.068%, SOFR + 2.530%, 04/30/2041 (B) | 410 | 301 | ||||||
| Wells Fargo MTN | ||||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (B) | 1,889 | 1,621 | ||||||
| 4.900%, 11/17/2045 | 255 | 214 | ||||||
| 4.650%, 11/04/2044 | 555 | 454 | ||||||
| 4.611%, SOFR + 2.130%, 04/25/2053 (B) | 1,095 | 879 | ||||||
| Willis North America | ||||||||
| 3.875%, 09/15/2049 | 160 | 113 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 372 | 341 | ||||||
| 57,982 | ||||||||
| Health Care — 8.9% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 335 | 313 | ||||||
| 5.500%, 03/15/2056 | 1,610 | 1,508 | ||||||
| AbbVie | ||||||||
| 6.000%, 09/15/2056 | 845 | 840 | ||||||
| 5.650%, 03/15/2066 | 230 | 214 | ||||||
| 5.600%, 03/15/2055 | 375 | 353 | ||||||
| 5.550%, 03/15/2056 | 325 | 304 | ||||||
| 5.500%, 03/15/2064 | 305 | 277 | ||||||
| 5.400%, 03/15/2054 | 920 | 842 | ||||||
| 5.350%, 03/15/2044 | 135 | 127 | ||||||
| 4.875%, 11/14/2048 | 465 | 401 | ||||||
| 4.850%, 06/15/2044 | 240 | 212 | ||||||
| 4.700%, 05/14/2045 | 1,389 | 1,194 | ||||||
| 4.450%, 05/14/2046 | 55 | 46 | ||||||
| 4.400%, 11/06/2042 | 1,874 | 1,595 | ||||||
| 4.250%, 11/21/2049 | 370 | 288 | ||||||
| 4.050%, 11/21/2039 | 420 | 358 | ||||||
| Alcon Finance | ||||||||
| 3.800%, 09/23/2049 (A) | 295 | 210 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Amgen | ||||||||
| 5.750%, 03/02/2063 | $ | 725 | $ | 669 | ||||
| 5.650%, 03/02/2053 | 2,540 | 2,368 | ||||||
| 5.650%, 02/19/2056 | 415 | 387 | ||||||
| 5.600%, 03/02/2043 | 160 | 154 | ||||||
| 5.150%, 11/15/2041 | 325 | 299 | ||||||
| 4.400%, 05/01/2045 | 959 | 783 | ||||||
| 4.400%, 02/22/2062 | 125 | 93 | ||||||
| 4.200%, 02/22/2052 | 326 | 244 | ||||||
| AstraZeneca PLC | ||||||||
| 6.450%, 09/15/2037 | 395 | 426 | ||||||
| BayCare Health System | ||||||||
| 3.831%, 11/15/2050 | 270 | 198 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 771 | 622 | ||||||
| 4.700%, 07/15/2064 (A) | 130 | 95 | ||||||
| 4.625%, 06/25/2038 (A) | 100 | 88 | ||||||
| 4.400%, 07/15/2044 (A) | 590 | 460 | ||||||
| 3.950%, 04/15/2045 (A) | 221 | 160 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 513 | 533 | ||||||
| 6.375%, 07/20/2056 (A) | 530 | 514 | ||||||
| 6.250%, 07/20/2046 (A) | 430 | 416 | ||||||
| Becton Dickinson | ||||||||
| 3.794%, 05/20/2050 | 48 | 33 | ||||||
| Biogen | ||||||||
| 3.250%, 02/15/2051 | 250 | 157 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 866 | 804 | ||||||
| 4.250%, 10/26/2049 | 633 | 491 | ||||||
| 3.700%, 03/15/2052 | 395 | 275 | ||||||
| Cigna Group | ||||||||
| 6.000%, 01/15/2056 | 380 | 370 | ||||||
| 5.600%, 02/15/2054 | 520 | 478 | ||||||
| 4.800%, 07/15/2046 | 313 | 265 | ||||||
| 3.875%, 10/15/2047 | 400 | 293 | ||||||
| 3.400%, 03/15/2051 | 350 | 229 | ||||||
| CVS Health | ||||||||
| 6.000%, 06/01/2044 | 160 | 155 | ||||||
| 5.125%, 07/20/2045 | 460 | 399 | ||||||
| 5.050%, 03/25/2048 | 4,528 | 3,832 | ||||||
| Danaher | ||||||||
| 2.800%, 12/10/2051 | 325 | 192 | ||||||
| Elevance Health | ||||||||
| 5.700%, 02/15/2055 | 1,040 | 961 | ||||||
| 5.650%, 06/15/2054 | 638 | 585 | ||||||
| 4.650%, 01/15/2043 | 20 | 17 | ||||||
| 4.375%, 12/01/2047 | 1,323 | 1,037 | ||||||
| 3.700%, 09/15/2049 | 410 | 284 | ||||||
| 3.600%, 03/15/2051 | 125 | 84 | ||||||
| Eli Lilly | ||||||||
| 5.700%, 05/20/2066 | 398 | 379 | ||||||
| 5.650%, 10/15/2065 | 465 | 439 | ||||||
| 254 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.600%, 05/20/2056 | $ | 315 | $ | 301 | ||||
| 5.500%, 02/12/2055 | 860 | 810 | ||||||
| 5.100%, 02/09/2064 | 1,173 | 1,013 | ||||||
| 5.000%, 02/09/2054 | 425 | 373 | ||||||
| 4.950%, 02/27/2063 | 190 | 160 | ||||||
| 4.875%, 02/27/2053 | 190 | 163 | ||||||
| 3.950%, 03/15/2049 | 130 | 99 | ||||||
| GE HealthCare Technologies | ||||||||
| 6.377%, 11/22/2052 | 300 | 306 | ||||||
| Gilead Sciences | ||||||||
| 5.500%, 11/15/2054 | 680 | 636 | ||||||
| 4.800%, 04/01/2044 | 400 | 352 | ||||||
| 4.500%, 02/01/2045 | 620 | 521 | ||||||
| 4.150%, 03/01/2047 | 795 | 625 | ||||||
| 2.600%, 10/01/2040 | 330 | 232 | ||||||
| GlaxoSmithKline Capital | ||||||||
| 6.375%, 05/15/2038 | 145 | 155 | ||||||
| HCA | ||||||||
| 6.200%, 03/01/2055 | 290 | 281 | ||||||
| 5.950%, 09/15/2054 | 397 | 370 | ||||||
| 5.500%, 06/15/2047 | 40 | 36 | ||||||
| 4.625%, 03/15/2052 | 1,280 | 992 | ||||||
| 3.500%, 07/15/2051 | 352 | 226 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 280 | 257 | ||||||
| 3.200%, 06/01/2050 (A) | 602 | 374 | ||||||
| Humana | ||||||||
| 6.000%, 05/01/2055 | 115 | 106 | ||||||
| 5.750%, 04/15/2054 | 470 | 421 | ||||||
| 5.500%, 03/15/2053 | 80 | 69 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 3.266%, 11/01/2049 | 330 | 218 | ||||||
| 3.002%, 06/01/2051 | 285 | 177 | ||||||
| 2.810%, 06/01/2041 | 355 | 253 | ||||||
| Mass General Brigham | ||||||||
| 3.192%, 07/01/2049 | 125 | 82 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 215 | 144 | ||||||
| Merck | ||||||||
| 5.750%, 05/22/2046 | 125 | 122 | ||||||
| 5.550%, 12/04/2055 | 300 | 281 | ||||||
| 5.500%, 03/15/2046 | 1,075 | 1,021 | ||||||
| 5.000%, 05/17/2053 | 1,025 | 886 | ||||||
| 4.900%, 05/17/2044 | 500 | 445 | ||||||
| 2.900%, 12/10/2061 | 635 | 346 | ||||||
| 2.750%, 12/10/2051 | 140 | 82 | ||||||
| Mylan | ||||||||
| 5.200%, 04/15/2048 | 210 | 170 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 210 | 165 | ||||||
| Novartis Capital | ||||||||
| 5.700%, 03/18/2056 | 440 | 427 | ||||||
| 5.600%, 03/18/2046 | 510 | 495 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | $ | 350 | $ | 306 | ||||
| 5.300%, 05/19/2053 | 970 | 867 | ||||||
| 5.110%, 05/19/2043 | 805 | 736 | ||||||
| Providence St. Joseph Health Obligated Group | ||||||||
| 3.744%, 10/01/2047 | 275 | 200 | ||||||
| Royalty Pharma PLC | ||||||||
| 3.350%, 09/02/2051 | 347 | 222 | ||||||
| Solventum | ||||||||
| 5.900%, 04/30/2054 | 27 | 25 | ||||||
| Stryker | ||||||||
| 4.100%, 04/01/2043 | 205 | 166 | ||||||
| Takeda Pharmaceutical | ||||||||
| 5.650%, 07/05/2054 | 295 | 276 | ||||||
| Thermo Fisher Scientific | ||||||||
| 5.546%, 02/12/2046 | 485 | 462 | ||||||
| 2.800%, 10/15/2041 | 295 | 208 | ||||||
| UnitedHealth Group | ||||||||
| 5.950%, 02/15/2041 | 110 | 111 | ||||||
| 5.950%, 06/15/2055 | 50 | 49 | ||||||
| 5.875%, 02/15/2053 | 1,460 | 1,403 | ||||||
| 5.750%, 07/15/2064 | 503 | 465 | ||||||
| 5.625%, 07/15/2054 | 2,625 | 2,437 | ||||||
| 5.500%, 07/15/2044 | 615 | 581 | ||||||
| 5.375%, 04/15/2054 | 475 | 424 | ||||||
| 5.050%, 04/15/2053 | 20 | 17 | ||||||
| 4.950%, 05/15/2062 | 115 | 94 | ||||||
| 4.750%, 07/15/2045 | 5 | 4 | ||||||
| 4.750%, 05/15/2052 | 545 | 446 | ||||||
| 4.250%, 06/15/2048 | 225 | 175 | ||||||
| 4.200%, 01/15/2047 | 350 | 274 | ||||||
| 3.700%, 08/15/2049 | 365 | 257 | ||||||
| 3.250%, 05/15/2051 | 275 | 176 | ||||||
| 3.050%, 05/15/2041 | 330 | 240 | ||||||
| 2.900%, 05/15/2050 | 20 | 12 | ||||||
| Utah Acquisition Sub | ||||||||
| 5.250%, 06/15/2046 | 240 | 197 | ||||||
| Viatris | ||||||||
| 4.000%, 06/22/2050 | 355 | 238 | ||||||
| 3.850%, 06/22/2040 | 460 | 352 | ||||||
| Wyeth LLC | ||||||||
| 5.950%, 04/01/2037 | 436 | 449 | ||||||
| 55,411 | ||||||||
| Industrials — 5.5% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 3.850%, 10/29/2041 | 1,555 | 1,214 | ||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | 725 | 783 | ||||||
| 6.858%, 05/01/2054 | 415 | 445 | ||||||
| 5.930%, 05/01/2060 | 1,255 | 1,172 | ||||||
| SEI Institutional Investments Trust | 255 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.805%, 05/01/2050 | $ | 1,987 | $ | 1,873 | ||||
| 5.705%, 05/01/2040 | 1,485 | 1,461 | ||||||
| 3.750%, 02/01/2050 | 1,088 | 754 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 5.550%, 03/15/2056 | 65 | 61 | ||||||
| 5.500%, 03/15/2055 | 1,907 | 1,773 | ||||||
| 5.200%, 04/15/2054 | 55 | 49 | ||||||
| 4.450%, 01/15/2053 | 111 | 89 | ||||||
| 4.400%, 03/15/2042 | 1,215 | 1,045 | ||||||
| 4.150%, 04/01/2045 | 650 | 521 | ||||||
| 3.300%, 09/15/2051 | 790 | 515 | ||||||
| 3.050%, 02/15/2051 | 85 | 53 | ||||||
| 2.875%, 06/15/2052 | 125 | 74 | ||||||
| Canadian Pacific Railway | ||||||||
| 6.125%, 09/15/2115 | 104 | 102 | ||||||
| 5.500%, 03/15/2056 | 487 | 450 | ||||||
| 4.200%, 11/15/2069 | 438 | 309 | ||||||
| 3.000%, 12/02/2041 | 340 | 243 | ||||||
| CRH America Finance | ||||||||
| 5.875%, 01/09/2055 | 456 | 443 | ||||||
| CSX | ||||||||
| 4.750%, 05/30/2042 | 365 | 325 | ||||||
| 4.750%, 11/15/2048 | 222 | 188 | ||||||
| 4.500%, 11/15/2052 | 595 | 478 | ||||||
| 3.350%, 09/15/2049 | 695 | 466 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 170 | 167 | ||||||
| 3.750%, 04/15/2050 | 361 | 265 | ||||||
| Eaton | ||||||||
| 5.450%, 03/06/2056 | 520 | 486 | ||||||
| Emerson Electric | ||||||||
| 2.800%, 12/21/2051 | 453 | 269 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 195 | 181 | ||||||
| General Dynamics | ||||||||
| 4.250%, 04/01/2040 | 155 | 135 | ||||||
| 4.250%, 04/01/2050 | 40 | 32 | ||||||
| Honeywell Aerospace | ||||||||
| 5.732%, 03/16/2056 | 1,752 | 1,665 | ||||||
| 5.622%, 03/16/2046 | 295 | 282 | ||||||
| Johnson Controls International | ||||||||
| 4.950%, 07/02/2064 (C) | 150 | 123 | ||||||
| L3Harris Technologies | ||||||||
| 5.500%, 08/15/2054 | 395 | 366 | ||||||
| Lockheed Martin | ||||||||
| 5.200%, 02/15/2055 | 110 | 98 | ||||||
| 4.700%, 05/15/2046 | 1,901 | 1,631 | ||||||
| 4.090%, 09/15/2052 | 620 | 467 | ||||||
| Norfolk Southern | ||||||||
| 5.100%, 08/01/2118 | 284 | 241 | ||||||
| 4.837%, 10/01/2041 | 375 | 338 | ||||||
| 4.800%, 08/15/2043 | 408 | 354 | ||||||
| 4.550%, 06/01/2053 | 250 | 199 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.942%, 11/01/2047 | $ | 525 | $ | 395 | ||||
| 3.700%, 03/15/2053 | 665 | 457 | ||||||
| Northrop Grumman | ||||||||
| 5.200%, 06/01/2054 | 250 | 222 | ||||||
| 5.150%, 05/01/2040 | 255 | 242 | ||||||
| 4.950%, 03/15/2053 | 616 | 528 | ||||||
| 4.750%, 06/01/2043 | 125 | 110 | ||||||
| 4.030%, 10/15/2047 | 1,405 | 1,071 | ||||||
| 3.850%, 04/15/2045 | 320 | 244 | ||||||
| Owens Corning | ||||||||
| 5.950%, 06/15/2054 | 120 | 116 | ||||||
| Quanta Services | ||||||||
| 3.050%, 10/01/2041 | 414 | 293 | ||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | 990 | 1,037 | ||||||
| 4.500%, 06/01/2042 | 925 | 801 | ||||||
| 4.350%, 04/15/2047 | 630 | 508 | ||||||
| 3.125%, 07/01/2050 | 75 | 48 | ||||||
| 3.030%, 03/15/2052 | 750 | 460 | ||||||
| 2.820%, 09/01/2051 | 335 | 198 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.700%, 07/23/2036 (A) | 195 | 193 | ||||||
| Snap-on | ||||||||
| 3.100%, 05/01/2050 | 366 | 234 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 250 | 208 | ||||||
| Uber Technologies | ||||||||
| 5.350%, 09/15/2054 | 300 | 265 | ||||||
| Union Pacific | ||||||||
| 5.600%, 12/01/2054 | 250 | 236 | ||||||
| 3.839%, 03/20/2060 | 2,013 | 1,378 | ||||||
| 3.799%, 04/06/2071 | 1,062 | 692 | ||||||
| 3.500%, 02/14/2053 | 125 | 84 | ||||||
| 3.375%, 02/14/2042 | 75 | 57 | ||||||
| 3.250%, 02/05/2050 | 400 | 262 | ||||||
| 2.950%, 03/10/2052 | 345 | 209 | ||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | 85 | 69 | ||||||
| United Airlines Pass-Through Trust, Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 546 | 556 | ||||||
| United Parcel Service | ||||||||
| 6.050%, 05/14/2065 | 90 | 88 | ||||||
| 5.050%, 03/03/2053 | 365 | 316 | ||||||
| 3.625%, 10/01/2042 | 200 | 155 | ||||||
| Verisk Analytics | ||||||||
| 3.625%, 05/15/2050 | 410 | 276 | ||||||
| Waste Management | ||||||||
| 5.350%, 10/15/2054 | 165 | 152 | ||||||
| 2.950%, 06/01/2041 | 150 | 110 | ||||||
| 34,455 | ||||||||
| 256 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Information Technology — 5.1% | ||||||||
| Amphenol | ||||||||
| 5.375%, 11/15/2054 | $ | 161 | $ | 148 | ||||
| 5.300%, 11/15/2055 | 1,539 | 1,394 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 295 | 180 | ||||||
| 2.800%, 10/01/2041 | 270 | 188 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 594 | 513 | ||||||
| 4.375%, 05/13/2045 | 300 | 250 | ||||||
| 3.850%, 05/04/2043 | 40 | 32 | ||||||
| 3.850%, 08/04/2046 | 205 | 156 | ||||||
| 3.750%, 09/12/2047 | 150 | 111 | ||||||
| 3.450%, 02/09/2045 | 585 | 427 | ||||||
| 2.800%, 02/08/2061 | 625 | 337 | ||||||
| 2.700%, 08/05/2051 | 1,000 | 580 | ||||||
| 2.650%, 05/11/2050 | 965 | 563 | ||||||
| 2.375%, 02/08/2041 | 335 | 231 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 260 | 235 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 1,135 | 1,023 | ||||||
| 3.750%, 02/15/2051 | 180 | 121 | ||||||
| 3.500%, 02/15/2041 | 565 | 420 | ||||||
| 3.137%, 11/15/2035 | 715 | 575 | ||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | 396 | 407 | ||||||
| 5.300%, 02/26/2054 | 195 | 175 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (A) | 225 | 232 | ||||||
| 6.200%, 01/25/2037 (A) | 780 | 799 | ||||||
| Intel | ||||||||
| 6.200%, 05/15/2066 | 145 | 135 | ||||||
| 6.125%, 05/15/2056 | 360 | 339 | ||||||
| 5.700%, 02/10/2053 | 105 | 94 | ||||||
| 5.625%, 02/10/2043 | 155 | 144 | ||||||
| 5.600%, 02/21/2054 | 220 | 193 | ||||||
| 4.900%, 08/05/2052 | 460 | 366 | ||||||
| 4.750%, 03/25/2050 | 475 | 374 | ||||||
| 4.600%, 03/25/2040 | 415 | 359 | ||||||
| 3.734%, 12/08/2047 | 1,215 | 833 | ||||||
| 3.250%, 11/15/2049 | 670 | 413 | ||||||
| 3.050%, 08/12/2051 | 315 | 185 | ||||||
| International Business Machines | ||||||||
| 5.700%, 02/10/2055 | 910 | 807 | ||||||
| Intuit | ||||||||
| 5.500%, 09/15/2053 | 100 | 87 | ||||||
| KLA | ||||||||
| 5.000%, 03/15/2049 | 402 | 351 | ||||||
| 3.300%, 03/01/2050 | 115 | 76 | ||||||
| Lam Research | ||||||||
| 2.875%, 06/15/2050 | 227 | 139 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Microsoft | ||||||||
| 2.921%, 03/17/2052 | $ | 3,308 | $ | 1,985 | ||||
| 2.675%, 06/01/2060 | 190 | 99 | ||||||
| NVIDIA | ||||||||
| 5.625%, 06/15/2056 | 1,065 | 956 | ||||||
| 5.550%, 06/15/2046 | 1,135 | 1,043 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 470 | 413 | ||||||
| 6.700%, 02/04/2056 | 1,400 | 1,233 | ||||||
| 6.550%, 02/04/2046 | 1,050 | 938 | ||||||
| 6.000%, 08/03/2055 | 230 | 185 | ||||||
| 5.950%, 09/26/2055 | 1,614 | 1,282 | ||||||
| 5.875%, 09/26/2045 | 1,791 | 1,477 | ||||||
| 5.375%, 07/15/2040 | 305 | 254 | ||||||
| 4.375%, 05/15/2055 | 1,110 | 700 | ||||||
| 4.125%, 05/15/2045 | 330 | 218 | ||||||
| 4.000%, 07/15/2046 | 1,365 | 875 | ||||||
| 4.000%, 11/15/2047 | 1,691 | 1,061 | ||||||
| 3.950%, 03/25/2051 | 1,783 | 1,082 | ||||||
| 3.650%, 03/25/2041 | 595 | 402 | ||||||
| 3.600%, 04/01/2050 | 390 | 226 | ||||||
| Salesforce | ||||||||
| 6.550%, 03/15/2056 | 1,630 | 1,590 | ||||||
| 2.900%, 07/15/2051 | 140 | 79 | ||||||
| ServiceNow | ||||||||
| 6.300%, 05/15/2056 | 450 | 445 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 747 | 692 | ||||||
| Texas Instruments | ||||||||
| 5.050%, 05/18/2063 | 617 | 520 | ||||||
| 31,747 | ||||||||
| Materials — 1.0% | ||||||||
| Air Products and Chemicals | ||||||||
| 2.700%, 05/15/2040 | 250 | 179 | ||||||
| Berry Global | ||||||||
| 5.650%, 01/15/2034 | 325 | 327 | ||||||
| BHP Billiton Finance USA | ||||||||
| 5.750%, 09/05/2055 | 875 | 849 | ||||||
| 5.000%, 09/30/2043 | 315 | 287 | ||||||
| Dow Chemical | ||||||||
| 5.950%, 03/15/2055 | 210 | 193 | ||||||
| Glencore Finance Canada | ||||||||
| 6.000%, 11/15/2041 (A) | 311 | 309 | ||||||
| 5.550%, 10/25/2042 (A) | 520 | 488 | ||||||
| Glencore Funding LLC | ||||||||
| 3.875%, 04/27/2051 (A) | 20 | 14 | ||||||
| 3.375%, 09/23/2051 (A) | 125 | 80 | ||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | 879 | 751 | ||||||
| 3.268%, 11/15/2040 (A) | 245 | 180 | ||||||
| LYB International Finance III LLC | ||||||||
| 4.200%, 05/01/2050 | 375 | 266 | ||||||
| SEI Institutional Investments Trust | 257 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Martin Marietta Materials | ||||||||
| 6.375%, 08/15/2056 | $ | 610 | $ | 623 | ||||
| 5.500%, 12/01/2054 | 448 | 408 | ||||||
| Rio Tinto Finance USA LTD | ||||||||
| 5.200%, 11/02/2040 | 150 | 143 | ||||||
| Rio Tinto Finance USA PLC | ||||||||
| 5.875%, 03/14/2065 | 55 | 53 | ||||||
| 5.750%, 03/14/2055 | 354 | 343 | ||||||
| 5.125%, 03/09/2053 | 55 | 49 | ||||||
| Smurfit Kappa Treasury ULC | ||||||||
| 5.438%, 04/03/2034 | 200 | 199 | ||||||
| U.S. Steel | ||||||||
| 5.700%, 08/01/2036 (A) | 135 | 132 | ||||||
| Vulcan Materials | ||||||||
| 5.700%, 12/01/2054 | 329 | 312 | ||||||
| 6,185 | ||||||||
| Real Estate — 0.5% | ||||||||
| American Homes 4 Rent LP | ||||||||
| 3.375%, 07/15/2051 | 330 | 212 | ||||||
| American Tower | ||||||||
| 3.100%, 06/15/2050 | 300 | 186 | ||||||
| Crown Castle | ||||||||
| 5.200%, 02/15/2049 | 90 | 77 | ||||||
| Kilroy Realty | ||||||||
| 5.875%, 10/15/2035 | 215 | 208 | ||||||
| Kilroy Realty LP | ||||||||
| 6.250%, 01/15/2036 | 325 | 322 | ||||||
| 2.650%, 11/15/2033 | 35 | 28 | ||||||
| Kimco Realty | ||||||||
| 4.250%, 04/01/2045 | 55 | 45 | ||||||
| NNN REIT | ||||||||
| 4.800%, 10/15/2048 | 85 | 71 | ||||||
| 3.000%, 04/15/2052 | 195 | 117 | ||||||
| Prologis LP | ||||||||
| 5.250%, 03/15/2054 | 250 | 225 | ||||||
| Realty Income | ||||||||
| 5.375%, 09/01/2054 | 170 | 158 | ||||||
| Regency Centers LP | ||||||||
| 4.650%, 03/15/2049 | 365 | 303 | ||||||
| 4.400%, 02/01/2047 | 140 | 115 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 359 | 391 | ||||||
| 3.250%, 09/13/2049 | 300 | 196 | ||||||
| VICI Properties LP | ||||||||
| 5.625%, 05/15/2052 | 220 | 192 | ||||||
| Weyerhaeuser | ||||||||
| 4.000%, 03/09/2052 | 125 | 90 | ||||||
| 2,936 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sovereign — 0.0% | ||||||||
| Kuwait International Government Bond | ||||||||
| 5.509%, 07/29/2036 (A) | $ | 245 | $ | 245 | ||||
| Telecommunication Services — 0.3% | ||||||||
| Beacon Point DC LLC | ||||||||
| 6.129%, 11/30/2042 (A) | 363 | 344 | ||||||
| Sopaipilla Investor LLC | ||||||||
| 7.534%, 11/30/2048 (A) | 1,499 | 1,536 | ||||||
| 1,880 | ||||||||
| Utilities — 10.4% | ||||||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 245 | 223 | ||||||
| 3.800%, 06/15/2049 | 240 | 172 | ||||||
| Alabama Power | ||||||||
| 4.300%, 07/15/2048 | 560 | 441 | ||||||
| 3.700%, 12/01/2047 | 526 | 378 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 647 | 607 | ||||||
| American Electric Power | ||||||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (B) | 280 | 272 | ||||||
| 3.250%, 03/01/2050 | 304 | 195 | ||||||
| American Water Capital | ||||||||
| 5.700%, 09/01/2055 | 175 | 165 | ||||||
| Appalachian Power | ||||||||
| 4.450%, 06/01/2045 | 650 | 521 | ||||||
| Arizona Public Service | ||||||||
| 6.250%, 08/15/2056 | 355 | 353 | ||||||
| 3.350%, 05/15/2050 | 170 | 110 | ||||||
| Baltimore Gas and Electric | ||||||||
| 4.550%, 06/01/2052 | 625 | 495 | ||||||
| 2.900%, 06/15/2050 | 300 | 180 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 6.125%, 04/01/2036 | 952 | 990 | ||||||
| 4.450%, 01/15/2049 | 575 | 455 | ||||||
| 4.250%, 10/15/2050 | 460 | 348 | ||||||
| Boston Gas | ||||||||
| 6.119%, 07/20/2053 (A) | 145 | 139 | ||||||
| Brooklyn Union Gas | ||||||||
| 6.415%, 07/18/2054 (A) | 75 | 74 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.300%, 04/01/2053 | 250 | 228 | ||||||
| Chpe LLC | ||||||||
| 5.875%, 06/29/2046 (A) | 315 | 304 | ||||||
| Cleco Power | ||||||||
| 6.000%, 12/01/2040 | 210 | 209 | ||||||
| CMS Energy | ||||||||
| 4.875%, 03/01/2044 | 922 | 785 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 130 | 127 | ||||||
| 5.850%, 06/01/2056 | 185 | 178 | ||||||
| 258 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.350%, 11/15/2045 | $ | 865 | $ | 698 | ||||
| 3.850%, 03/15/2052 | 385 | 274 | ||||||
| 3.700%, 03/01/2045 | 600 | 445 | ||||||
| 3.200%, 11/15/2049 | 300 | 194 | ||||||
| Connecticut Light and Power | ||||||||
| 4.000%, 04/01/2048 | 500 | 381 | ||||||
| Consolidated Edison of New York | ||||||||
| 6.300%, 08/15/2037 | 585 | 614 | ||||||
| 5.900%, 11/15/2053 | 86 | 82 | ||||||
| 5.875%, 06/15/2056 | 430 | 410 | ||||||
| 5.750%, 11/15/2055 | 504 | 473 | ||||||
| 5.700%, 05/15/2054 | 415 | 389 | ||||||
| 5.500%, 03/15/2055 | 665 | 604 | ||||||
| 4.450%, 03/15/2044 | 330 | 274 | ||||||
| 3.700%, 11/15/2059 | 800 | 522 | ||||||
| Constellation Energy Generation LLC | ||||||||
| 6.250%, 10/01/2039 | 150 | 153 | ||||||
| Consumers Energy | ||||||||
| 3.100%, 08/15/2050 | 125 | 80 | ||||||
| Cumberland Combined Cycle Generation LLC | ||||||||
| 5.821%, 05/15/2056 | 753 | 742 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (B) | 550 | 539 | ||||||
| 4.900%, 08/01/2041 | 725 | 640 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 507 | 490 | ||||||
| 4.050%, 05/15/2048 | 355 | 272 | ||||||
| Duke Energy | ||||||||
| 5.000%, 08/15/2052 | 783 | 649 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 6.000%, 01/15/2038 | 334 | 344 | ||||||
| 5.350%, 01/15/2053 | 630 | 568 | ||||||
| 5.300%, 02/15/2040 | 440 | 423 | ||||||
| 4.250%, 12/15/2041 | 500 | 420 | ||||||
| Duke Energy Florida LLC | ||||||||
| 6.400%, 06/15/2038 | 210 | 223 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.450%, 04/01/2039 | 120 | 128 | ||||||
| 6.350%, 08/15/2038 | 140 | 148 | ||||||
| 4.900%, 07/15/2043 | 420 | 375 | ||||||
| Duke Energy Ohio | ||||||||
| 5.550%, 03/15/2054 | 120 | 110 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.550%, 03/15/2055 | 170 | 157 | ||||||
| 4.375%, 03/30/2044 | 1,305 | 1,074 | ||||||
| 4.100%, 05/15/2042 | 405 | 330 | ||||||
| Electricite de France | ||||||||
| 6.375%, 01/13/2055 (A) | 515 | 504 | ||||||
| 6.250%, 04/22/2066 (A) | 305 | 286 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Elm Road Generating Station Supercritical LLC | ||||||||
| 5.848%, 01/19/2041 (A) | $ | 950 | $ | 981 | ||||
| Enel Finance International | ||||||||
| 5.750%, 09/30/2055 (A) | 350 | 318 | ||||||
| Entergy | ||||||||
| 6.500%, H15T5Y + 1.878%, 12/15/2056 (B) | 295 | 294 | ||||||
| 6.100%, H15T5Y + 2.013%, 06/15/2056 (B) | 300 | 294 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.750%, 06/01/2054 | 345 | 326 | ||||||
| 5.750%, 01/15/2056 | 125 | 118 | ||||||
| Entergy Louisiana LLC | ||||||||
| 5.800%, 03/15/2055 | 740 | 701 | ||||||
| 5.700%, 03/15/2054 | 785 | 737 | ||||||
| 4.200%, 04/01/2050 | 475 | 359 | ||||||
| Entergy Texas | ||||||||
| 5.000%, 09/15/2052 | 125 | 106 | ||||||
| 3.550%, 09/30/2049 | 295 | 201 | ||||||
| Essential Utilities | ||||||||
| 5.300%, 05/01/2052 | 70 | 62 | ||||||
| 4.276%, 05/01/2049 | 495 | 382 | ||||||
| Evergy Kansas Central | ||||||||
| 5.700%, 03/15/2053 | 250 | 238 | ||||||
| Exelon | ||||||||
| 4.950%, 06/15/2035 | 230 | 219 | ||||||
| Florida Power & Light | ||||||||
| 5.960%, 04/01/2039 | 215 | 220 | ||||||
| 5.900%, 06/01/2066 | 480 | 458 | ||||||
| 5.700%, 03/15/2055 | 925 | 877 | ||||||
| 5.690%, 03/01/2040 | 181 | 180 | ||||||
| 5.600%, 06/15/2054 | 327 | 306 | ||||||
| 5.600%, 02/15/2066 | 1,105 | 1,008 | ||||||
| 5.400%, 09/01/2035 | 715 | 709 | ||||||
| Indiana Michigan Power | ||||||||
| 5.625%, 04/01/2053 | 140 | 131 | ||||||
| 5.600%, 03/15/2056 | 185 | 172 | ||||||
| International Transmission | ||||||||
| 4.625%, 08/15/2043 | 200 | 169 | ||||||
| Interstate Power and Light | ||||||||
| 5.450%, 09/30/2054 | 175 | 157 | ||||||
| 3.100%, 11/30/2051 | 430 | 264 | ||||||
| Jersey Central Power & Light | ||||||||
| 6.400%, 05/15/2036 | 925 | 965 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 425 | 408 | ||||||
| KeySpan Gas East | ||||||||
| 5.819%, 04/01/2041 (A) | 860 | 826 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 325 | 312 | ||||||
| Massachusetts Electric | ||||||||
| 5.900%, 11/15/2039 (A) | 95 | 94 | ||||||
| SEI Institutional Investments Trust | 259 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| MidAmerican Energy | ||||||||
| 5.300%, 02/01/2055 | $ | 664 | $ | 594 | ||||
| 4.800%, 09/15/2043 | 325 | 284 | ||||||
| 4.250%, 05/01/2046 | 300 | 239 | ||||||
| 4.250%, 07/15/2049 | 650 | 506 | ||||||
| Narragansett Electric | ||||||||
| 4.170%, 12/10/2042 (A) | 920 | 739 | ||||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | 175 | 170 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 6.625%, H15T5Y + 1.685%, 10/01/2066 (B) | 845 | 824 | ||||||
| Niagara Mohawk Power | ||||||||
| 3.025%, 06/27/2050 (A) | 300 | 180 | ||||||
| NiSource | ||||||||
| 5.650%, 02/01/2045 | 100 | 94 | ||||||
| Northern States Power | ||||||||
| 5.650%, 05/15/2055 | 647 | 608 | ||||||
| 5.350%, 11/01/2039 | 630 | 613 | ||||||
| 5.100%, 05/15/2053 | 200 | 174 | ||||||
| 3.400%, 08/15/2042 | 305 | 229 | ||||||
| Northwest Natural Holding | ||||||||
| 7.000%, H15T5Y + 2.701%, 09/15/2055 (B) | 310 | 314 | ||||||
| NSTAR Electric | ||||||||
| 4.550%, 06/01/2052 | 748 | 602 | ||||||
| Oglethorpe Power | ||||||||
| 5.250%, 09/01/2050 | 726 | 638 | ||||||
| 5.050%, 10/01/2048 | 520 | 447 | ||||||
| 4.500%, 04/01/2047 | 255 | 203 | ||||||
| Oklahoma Gas and Electric | ||||||||
| 5.600%, 04/01/2053 | 600 | 559 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.800%, 04/01/2055 | 245 | 233 | ||||||
| 5.350%, 10/01/2052 | 240 | 216 | ||||||
| 5.300%, 06/01/2042 | 215 | 201 | ||||||
| 5.250%, 09/30/2040 | 640 | 602 | ||||||
| 4.950%, 09/15/2052 | 565 | 479 | ||||||
| 2.700%, 11/15/2051 | 330 | 186 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 1,878 | 1,877 | ||||||
| 6.150%, 03/01/2055 | 55 | 51 | ||||||
| 6.100%, 10/15/2055 | 255 | 234 | ||||||
| 6.000%, 05/01/2056 | 470 | 428 | ||||||
| 5.900%, 10/01/2054 | 195 | 176 | ||||||
| 5.250%, 03/01/2052 | 530 | 435 | ||||||
| 4.950%, 07/01/2050 | 1,000 | 798 | ||||||
| 4.500%, 07/01/2040 | 395 | 328 | ||||||
| 4.200%, 06/01/2041 | 255 | 201 | ||||||
| 3.500%, 08/01/2050 | 125 | 79 | ||||||
| 3.300%, 08/01/2040 | 125 | 90 | ||||||
| PacifiCorp | ||||||||
| 6.000%, 01/15/2039 | 305 | 302 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.800%, 01/15/2055 | $ | 231 | $ | 210 | ||||
| 5.500%, 05/15/2054 | 671 | 586 | ||||||
| 5.350%, 12/01/2053 | 465 | 398 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 635 | 596 | ||||||
| 4.375%, 08/15/2052 | 125 | 97 | ||||||
| Piedmont Natural Gas | ||||||||
| 4.650%, 08/01/2043 | 330 | 278 | ||||||
| Potomac Electric Power | ||||||||
| 5.500%, 03/15/2054 | 480 | 441 | ||||||
| PPL Electric Utilities | ||||||||
| 4.125%, 06/15/2044 | 830 | 663 | ||||||
| Public Service Electric and Gas | ||||||||
| 5.300%, 08/01/2054 | 705 | 635 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.500%, 03/01/2055 | 241 | 223 | ||||||
| 3.650%, 09/01/2042 | 380 | 293 | ||||||
| Public Service of Colorado | ||||||||
| 6.250%, 09/01/2037 | 250 | 260 | ||||||
| 5.850%, 05/15/2055 | 455 | 436 | ||||||
| 4.100%, 06/15/2048 | 330 | 252 | ||||||
| 4.050%, 09/15/2049 | 78 | 58 | ||||||
| Puget Sound Energy | ||||||||
| 2.893%, 09/15/2051 | 190 | 114 | ||||||
| San Diego Gas & Electric | ||||||||
| 5.950%, 03/15/2056 | 120 | 116 | ||||||
| 3.320%, 04/15/2050 | 55 | 35 | ||||||
| Sempra | ||||||||
| 6.000%, 10/15/2039 | 900 | 894 | ||||||
| 3.800%, 02/01/2038 | 600 | 493 | ||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | 335 | 316 | ||||||
| 5.900%, 03/01/2055 | 370 | 332 | ||||||
| 5.750%, 04/15/2054 | 20 | 18 | ||||||
| 5.450%, 06/01/2052 | 55 | 47 | ||||||
| 4.125%, 03/01/2048 | 255 | 183 | ||||||
| 4.000%, 04/01/2047 | 105 | 74 | ||||||
| 3.900%, 03/15/2043 | 720 | 535 | ||||||
| Southern California Gas | ||||||||
| 5.750%, 06/01/2053 | 460 | 431 | ||||||
| 5.600%, 04/01/2054 | 120 | 110 | ||||||
| 3.750%, 09/15/2042 | 395 | 304 | ||||||
| Southern Gas Capital | ||||||||
| 4.400%, 06/01/2043 | 645 | 533 | ||||||
| 4.400%, 05/30/2047 | 300 | 238 | ||||||
| Southwestern Electric Power | ||||||||
| 6.200%, 03/15/2040 | 480 | 490 | ||||||
| 3.250%, 11/01/2051 | 720 | 453 | ||||||
| Southwestern Public Service | ||||||||
| 5.875%, 08/15/2056 | 585 | 558 | ||||||
| Union Electric | ||||||||
| 5.550%, 03/15/2056 | 185 | 171 | ||||||
| 5.125%, 03/15/2055 | 280 | 244 | ||||||
| 260 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Virginia Electric and Power | ||||||||
| 8.875%, 11/15/2038 | $ | 250 | $ | 316 | ||||
| 6.300%, 08/15/2056 | 165 | 167 | ||||||
| 5.600%, 09/15/2055 | 985 | 907 | ||||||
| 5.450%, 04/01/2053 | 305 | 275 | ||||||
| 5.350%, 01/15/2054 | 694 | 615 | ||||||
| 4.450%, 02/15/2044 | 500 | 414 | ||||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (A) | 350 | 345 | ||||||
| Wisconsin Public Service | ||||||||
| 6.050%, 08/15/2056 | 148 | 147 | ||||||
| 4.752%, 11/01/2044 | 230 | 199 | ||||||
| 2.850%, 12/01/2051 | 250 | 149 | ||||||
| Xcel Energy | ||||||||
| 4.800%, 09/15/2041 | 50 | 43 | ||||||
| 65,181 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $405,494) ($ Thousands) | 373,018 | |||||||
| U.S. TREASURY OBLIGATIONS — 33.2% | ||||||||
| U.S. Treasury Bonds | ||||||||
| 5.125%, 08/15/2046 | 7,710 | 7,604 | ||||||
| 5.125%, 08/15/2056 | 26,058 | 25,614 | ||||||
| 5.000%, 05/15/2045 | 3,505 | 3,409 | ||||||
| 5.000%, 05/15/2046 | 9,785 | 9,496 | ||||||
| 5.000%, 05/15/2056 | 4,900 | 4,722 | ||||||
| 4.896%, 11/15/2047 (D) | 3,515 | 1,132 | ||||||
| 4.893%, 05/15/2050 (D) | 3,095 | 877 | ||||||
| 4.875%, 08/15/2045 | 12,995 | 12,433 | ||||||
| 4.750%, 02/15/2045 | 2,645 | 2,496 | ||||||
| 4.750%, 11/15/2053 | 1,650 | 1,525 | ||||||
| 4.750%, 05/15/2055 | 2,340 | 2,164 | ||||||
| 4.750%, 08/15/2055 | 3,715 | 3,437 | ||||||
| 4.750%, 02/15/2056 | 7,141 | 6,612 | ||||||
| 4.625%, 05/15/2044 | 630 | 588 | ||||||
| 4.625%, 02/15/2046 | 9,432 | 8,722 | ||||||
| 4.625%, 11/15/2055 | 2,510 | 2,275 | ||||||
| 4.500%, 02/15/2044 | 2,290 | 2,106 | ||||||
| 4.375%, 08/15/2043 | 9,335 | 8,483 | ||||||
| 4.250%, 02/15/2054 | 1,640 | 1,396 | ||||||
| 4.000%, 11/15/2052 | 680 | 556 | ||||||
| 3.794%, 08/15/2043 (D) | 9,912 | 4,073 | ||||||
| 3.750%, 08/15/2041 | 1,000 | 862 | ||||||
| 3.750%, 11/15/2043 | 1,245 | 1,040 | ||||||
| 3.625%, 08/15/2043 | 1,367 | 1,125 | ||||||
| 3.625%, 02/15/2044 | 1,871 | 1,531 | ||||||
| 3.625%, 05/15/2053 | 1,511 | 1,152 | ||||||
| 3.375%, 11/15/2048 | 6,295 | 4,721 | ||||||
| 3.250%, 05/15/2042 | 2,595 | 2,069 | ||||||
| 3.125%, 11/15/2041 | 1,580 | 1,252 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.125%, 02/15/2043 | $ | 1,930 | $ | 1,492 | ||||
| 3.125%, 08/15/2044 | 2,685 | 2,027 | ||||||
| 3.000%, 11/15/2045 | 4,638 | 3,371 | ||||||
| 3.000%, 08/15/2048 | 6,800 | 4,776 | ||||||
| 3.000%, 08/15/2052 | 897 | 607 | ||||||
| 2.875%, 05/15/2052 | 865 | 571 | ||||||
| 2.750%, 08/15/2042 | 1,020 | 754 | ||||||
| 2.750%, 11/15/2042 | 890 | 654 | ||||||
| 2.750%, 11/15/2047 | 770 | 521 | ||||||
| 2.500%, 02/15/2045 | 8,535 | 5,759 | ||||||
| 2.375%, 11/15/2049 | 890 | 542 | ||||||
| 2.375%, 05/15/2051 | 1,855 | 1,106 | ||||||
| 2.250%, 05/15/2041 | 2,665 | 1,885 | ||||||
| 2.250%, 08/15/2046 | 9,395 | 5,883 | ||||||
| 2.250%, 02/15/2052 | 4,075 | 2,336 | ||||||
| 2.000%, 02/15/2050 | 38,470 | 21,399 | ||||||
| 2.000%, 08/15/2051 | 3,595 | 1,949 | ||||||
| 1.875%, 11/15/2051 | 1,910 | 999 | ||||||
| 1.375%, 11/15/2040 | 425 | 267 | ||||||
| 1.375%, 08/15/2050 | 4,880 | 2,277 | ||||||
| 1.250%, 05/15/2050 | 318 | 144 | ||||||
| 1.125%, 08/15/2040 | 6,469 | 3,938 | ||||||
| U.S. Treasury Inflation Indexed Bonds | ||||||||
| 2.375%, 02/15/2056 | 1,607 | 1,411 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 1.875%, 01/15/2036 | 509 | 486 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.625%, 08/15/2036 | 19,280 | 19,093 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $217,945) ($ Thousands) | 207,719 | |||||||
| SOVEREIGN DEBT — 1.7% | ||||||||
| Abu Dhabi Government International Bond MTN | ||||||||
| 3.000%, 09/15/2051(A) | 842 | 513 | ||||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 105 | 96 | ||||||
| 4.340%, 03/07/2042 | 235 | 199 | ||||||
| 3.860%, 06/21/2047 | 165 | 124 | ||||||
| 3.100%, 01/22/2061 | 40 | 23 | ||||||
| Indonesia Government International Bond | ||||||||
| 4.350%, 01/11/2048 | 350 | 275 | ||||||
| 3.700%, 10/30/2049 | 460 | 320 | ||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | 275 | 257 | ||||||
| 3.875%, 07/03/2050 | 395 | 275 | ||||||
| 3.375%, 01/15/2050 | 490 | 316 | ||||||
| SEI Institutional Investments Trust | 261 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT (continued) | ||||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | $ | 95 | $ | 97 | ||||
| 6.750%, 02/09/2056 | 790 | 741 | ||||||
| 6.400%, 05/07/2054 | 718 | 649 | ||||||
| 6.338%, 05/04/2053 | 2,292 | 2,060 | ||||||
| 5.750%, 10/12/2110 | 209 | 163 | ||||||
| 5.000%, 04/27/2051 | 955 | 723 | ||||||
| 4.400%, 02/12/2052 | 1,130 | 775 | ||||||
| 4.280%, 08/14/2041 | 209 | 160 | ||||||
| Panama Government International Bond | ||||||||
| 5.662%, 02/23/2038 | 85 | 83 | ||||||
| Perusahaan Penerbit SBSN Indonesia III | ||||||||
| 3.550%, 06/09/2051(A) | 120 | 80 | ||||||
| Peruvian Government International Bond | ||||||||
| 5.875%, 08/08/2054 | 85 | 81 | ||||||
| Philippine Government International Bond | ||||||||
| 5.900%, 02/04/2050 | 775 | 751 | ||||||
| Republic of Poland Government International Bond | ||||||||
| 5.500%, 04/04/2053 | 125 | 112 | ||||||
| 5.500%, 03/18/2054 | 425 | 379 | ||||||
| Romanian Government International Bond | ||||||||
| 7.625%, 01/17/2053(A) | 345 | 360 | ||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(A) | 810 | 750 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $11,287) ($ Thousands) | 10,362 | |||||||
| MUNICIPAL BONDS — 1.2% | ||||||||
| California — 0.6% | ||||||||
| Bay Area, Toll Authority, Build America Project, RB | ||||||||
| 6.263%, 04/01/2049 | 600 | 604 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.350%, 11/01/2039 | 1,250 | 1,395 | ||||||
| Riverside County, Pension Obligation, RB | ||||||||
| 3.818%, 02/15/2038 | 345 | 324 | ||||||
| San Diego County, Water Authority, Build America Project, RB | ||||||||
| 6.138%, 05/01/2049 | 295 | 299 | ||||||
| University of California Regents, Build America Project, Ser H, RB | ||||||||
| 6.548%, 05/15/2048 | 605 | 624 | ||||||
| University of California, Ser AD, RB | ||||||||
| 4.858%, 05/15/2112 | 335 | 264 | ||||||
| 3,510 | ||||||||
| Georgia — 0.0% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 262 | 272 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Illinois — 0.1% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | $ | 545 | $ | 545 | ||||
| Maryland — 0.0% | ||||||||
| Maryland Economic Development, RB | ||||||||
| 5.433%, 05/31/2056 | 240 | 225 | ||||||
| New Jersey — 0.1% | ||||||||
| New Jersey State, Turnpike Authority, Build America Project, RB | ||||||||
| 7.414%, 01/01/2040 | 760 | 867 | ||||||
| New York — 0.2% | ||||||||
| City of New York New York, GO | ||||||||
| 5.392%, 10/01/2055 | 125 | 115 | ||||||
| New York & New Jersey, Port Authority, RB | ||||||||
| 4.926%, 10/01/2051 | 220 | 196 | ||||||
| New York & New Jersey, Port Authority, Ser 174, RB | ||||||||
| 4.458%, 10/01/2062 | 905 | 727 | ||||||
| 1,038 | ||||||||
| Texas — 0.2% | ||||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 490 | 517 | ||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | 173 | 172 | ||||||
| Texas State, Private Activity Bond Surface Transportation, RB | ||||||||
| 3.922%, 12/31/2049 | 355 | 274 | ||||||
| 963 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $8,214) ($ Thousands) | 7,420 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.5% | ||||||||
| Tennessee Valley Authority, PO | ||||||||
| 0.000%, 01/15/2038(E) | 3,700 | 2,064 | ||||||
| Tennessee Valley Authority | ||||||||
| 5.250%, 09/15/2039 | 285 | 289 | ||||||
| 5.250%, 02/01/2055 | 682 | 641 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $3,172) ($ Thousands) | 2,994 | |||||||
| 262 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES — 0.1% | ||||||||
| Agency Mortgage-Backed Obligations — 0.1% | ||||||||
| FHLMC REMICS CMO, Ser 2004-2733, Cl ME | ||||||||
| 5.000%, 01/15/2034 | $ | 23 | $ | 23 | ||||
| FNMA REMICS CMO, Ser 2007-68, Cl SC, IO | ||||||||
| 2.942%, 07/25/2037(B) | 7 | 1 | ||||||
| GNMA ARM | ||||||||
| 5.250%, H15T1Y + 1.500%, 06/20/2032(B) | 12 | 12 | ||||||
| GNMA CMO, Ser 2010-4, Cl NS, IO | ||||||||
| 2.636%, 01/16/2040(B) | 24 | 2 | ||||||
| GNMA CMO, Ser 2011-70, Cl BO, PO | ||||||||
| 0.000%, 05/20/2041(E) | 1,070 | 812 | ||||||
| 850 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 0.0% | ||||||||
| Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 | ||||||||
| 4.642%, TSFR1M + 0.974%, 09/25/2034(B) | 7 | 6 | ||||||
| RAMP Trust, Ser 2004-SL1, Cl A7 | ||||||||
| 7.000%, 11/25/2031 | 4 | 3 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 | ||||||||
| 3.796%, 12/25/2034(B) | $ | 9 | $ | 8 | ||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 | ||||||||
| 4.442%, TSFR1M + 0.774%, 01/25/2045(B) | 11 | 11 | ||||||
| 28 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $66) ($ Thousands) | 878 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 5,380,727 | 5,381 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $5,381) ($ Thousands) | 5,381 | |||||||
| Total Investments in Securities — 97.3% | ||||||||
| (Cost $651,559) ($ Thousands) | $ | 607,772 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 151 | Dec-2026 | $ | 31,053 | $ | 30,991 | $ | (62 | ) | |||||||||
| U.S. 5-Year Treasury Notes | 58 | Dec-2026 | 6,152 | 6,131 | (21 | ) | ||||||||||||
| U.S. Long Treasury Bonds | 98 | Dec-2026 | 10,651 | 10,645 | (6 | ) | ||||||||||||
| Ultra 10-Year U.S. Treasury Notes | 235 | Dec-2026 | 25,811 | 25,713 | (98 | ) | ||||||||||||
| 73,667 | 73,480 | (187 | ) | |||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 5-Year Treasury Notes | (165) | Dec-2026 | $ | (17,528 | ) | $ | (17,441 | ) | $ | 87 | ||||||||
| U.S. Ultra Long Treasury Bonds | (150) | Dec-2026 | (16,638 | ) | (16,505 | ) | 133 | |||||||||||
| (34,166 | ) | (33,946 | ) | 220 | ||||||||||||||
| $ | 39,501 | $ | 39,534 | $ | 33 | |||||||||||||
| SEI Institutional Investments Trust | 263 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Fund (Concluded)
| Percentages are based on Net Assets of $624,776 ($ Thousands). | |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $35,173 ($ Thousands), representing 5.6% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Interest rate represents the security's effective yield at the time of purchase. |
| (E) | Zero coupon security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 17,965 | $ | 94,368 | $ | (106,952 | ) | $ | — | $ | — | $ | 5,381 | $ | 89 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 264 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 83.6% | ||||||||
| Communication Services — 8.5% | ||||||||
| Alphabet | ||||||||
| 6.500%, 08/15/2066 | $ | 6,325 | $ | 6,327 | ||||
| 6.375%, 08/15/2056 | 6,518 | 6,558 | ||||||
| 6.250%, 08/15/2046 | 6,420 | 6,452 | ||||||
| 5.700%, 11/15/2075 | 8,816 | 7,732 | ||||||
| 5.650%, 02/15/2056 | 6,925 | 6,336 | ||||||
| 5.450%, 11/15/2055 | 9,295 | 8,236 | ||||||
| 5.350%, 11/15/2045 | 4,170 | 3,813 | ||||||
| 5.300%, 05/15/2065 | 2,687 | 2,264 | ||||||
| 5.250%, 05/15/2055 | 1,065 | 920 | ||||||
| 2.050%, 08/15/2050 | 1,889 | 947 | ||||||
| 1.900%, 08/15/2040 | 880 | 561 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 1,045 | 944 | ||||||
| AT&T | ||||||||
| 6.000%, 04/30/2056 | 1,275 | 1,161 | ||||||
| 5.700%, 11/01/2054 | 1,260 | 1,102 | ||||||
| 4.300%, 12/15/2042 | 500 | 395 | ||||||
| 3.650%, 09/15/2059 | 2,206 | 1,329 | ||||||
| 3.550%, 09/15/2055 | 470 | 285 | ||||||
| 3.500%, 09/15/2053 | 2,857 | 1,743 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 5,163 | 4,946 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 7.850%, 08/15/2056 | 350 | 355 | ||||||
| 7.337%, 09/01/2041 (A) | 353 | 350 | ||||||
| 7.087%, 09/01/2038 (A) | 646 | 640 | ||||||
| 6.484%, 10/23/2045 | 2,300 | 2,047 | ||||||
| 4.800%, 03/01/2050 | 345 | 246 | ||||||
| Comcast | ||||||||
| 5.350%, 05/15/2053 | 1,070 | 880 | ||||||
| 4.600%, 08/15/2045 | 1,150 | 905 | ||||||
| 4.049%, 11/01/2052 | 3,600 | 2,404 | ||||||
| 4.000%, 03/01/2048 | 820 | 564 | ||||||
| 3.999%, 11/01/2049 | 2,225 | 1,501 | ||||||
| 3.969%, 11/01/2047 | 6,150 | 4,221 | ||||||
| 3.400%, 07/15/2046 | 3,835 | 2,458 | ||||||
| 2.987%, 11/01/2063 | 18,376 | 8,932 | ||||||
| 2.937%, 11/01/2056 | 44,355 | 22,667 | ||||||
| 2.887%, 11/01/2051 | 12,827 | 6,869 | ||||||
| 2.800%, 01/15/2051 | 255 | 135 | ||||||
| Discovery Global Holdings | ||||||||
| 5.050%, 03/15/2042 | 1,575 | 1,145 | ||||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 5,133 | 4,695 | ||||||
| 6.300%, 05/15/2056 | 14,477 | 13,329 | ||||||
| 6.200%, 05/15/2046 | 3,680 | 3,455 | ||||||
| 5.750%, 05/15/2063 | 640 | 528 | ||||||
| 5.750%, 11/15/2065 | 3,995 | 3,280 | ||||||
| 5.625%, 11/15/2055 | 14,721 | 12,269 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.600%, 05/15/2053 | $ | 725 | $ | 609 | ||||
| 5.550%, 08/15/2064 | 9,745 | 7,779 | ||||||
| 5.500%, 11/15/2045 | 9,440 | 8,192 | ||||||
| 5.400%, 08/15/2054 | 9,431 | 7,646 | ||||||
| 4.450%, 08/15/2052 | 3,010 | 2,160 | ||||||
| Paramount Global | ||||||||
| 5.900%, 10/15/2040 | 355 | 266 | ||||||
| 4.375%, 03/15/2043 | 3,580 | 2,268 | ||||||
| RD Michigan Property Owner I LLC | ||||||||
| 7.500%, 03/30/2045 (A) | 925 | 882 | ||||||
| Sopaipilla Investor LLC | ||||||||
| 7.534%, 11/30/2048 (A) | 6,504 | 6,663 | ||||||
| Space Exploration Technologies | ||||||||
| 6.650%, 07/15/2056 (A) | 10,390 | 9,247 | ||||||
| 6.600%, 07/15/2046 (A) | 4,485 | 4,072 | ||||||
| 5.875%, 07/15/2036 (A) | 1,100 | 1,037 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 1,921 | 1,929 | ||||||
| 6.750%, 06/15/2039 | 945 | 899 | ||||||
| 5.875%, 11/15/2040 | 1,416 | 1,229 | ||||||
| 5.500%, 09/01/2041 | 544 | 453 | ||||||
| T-Mobile USA | ||||||||
| 5.500%, 01/15/2055 | 2,346 | 2,040 | ||||||
| 3.300%, 02/15/2051 | 1,300 | 801 | ||||||
| 3.000%, 02/15/2041 | 560 | 395 | ||||||
| TWDC Enterprises 18 | ||||||||
| 4.125%, 12/01/2041 | 1,305 | 1,082 | ||||||
| TWDC Enterprises 18 MTN | ||||||||
| 4.125%, 06/01/2044 | 1,604 | 1,289 | ||||||
| Verizon Communications | ||||||||
| 6.200%, H15T5Y + 2.042%, 05/14/2056 (B) | 935 | 902 | ||||||
| 5.875%, 11/30/2055 | 1,080 | 995 | ||||||
| 3.875%, 03/01/2052 | 2,434 | 1,694 | ||||||
| 3.400%, 03/22/2041 | 1,135 | 846 | ||||||
| Vodafone Group | ||||||||
| 6.100%, 06/18/2056 | 1,175 | 1,115 | ||||||
| Walt Disney | ||||||||
| 3.600%, 01/13/2051 | 2,757 | 1,925 | ||||||
| 3.500%, 05/13/2040 | 3,740 | 2,979 | ||||||
| 2.750%, 09/01/2049 | 21,261 | 12,692 | ||||||
| 240,012 | ||||||||
| Consumer Discretionary — 4.9% | ||||||||
| 7-Eleven | ||||||||
| 2.500%, 02/10/2041 (A) | 1,155 | 763 | ||||||
| Amazon.com | ||||||||
| 6.250%, 07/09/2066 | 2,795 | 2,693 | ||||||
| 6.100%, 07/09/2056 | 12,155 | 11,739 | ||||||
| 6.050%, 03/13/2076 | 4,421 | 4,081 | ||||||
| 6.000%, 07/09/2046 | 3,234 | 3,149 | ||||||
| 5.950%, 03/13/2066 | 9,960 | 9,167 | ||||||
| 5.800%, 03/13/2056 | 18,067 | 16,665 | ||||||
| SEI Institutional Investments Trust | 265 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.650%, 03/13/2046 | $ | 3,705 | $ | 3,474 | ||||
| 5.550%, 11/20/2065 | 1,355 | 1,174 | ||||||
| 5.450%, 11/20/2055 | 2,070 | 1,828 | ||||||
| 4.050%, 08/22/2047 | 3,486 | 2,598 | ||||||
| 3.950%, 04/13/2052 | 3,811 | 2,699 | ||||||
| 3.250%, 05/12/2061 | 11,021 | 6,293 | ||||||
| 3.100%, 05/12/2051 | 6,454 | 3,917 | ||||||
| 2.875%, 05/12/2041 | 845 | 602 | ||||||
| 2.700%, 06/03/2060 | 5,500 | 2,796 | ||||||
| 2.500%, 06/03/2050 | 7,515 | 4,072 | ||||||
| Carnival | ||||||||
| 5.750%, 08/01/2032 (A) | 5,000 | 4,948 | ||||||
| Emory University | ||||||||
| 2.969%, 09/01/2050 | 600 | 372 | ||||||
| Ford Foundation | ||||||||
| 2.815%, 06/01/2070 | 795 | 426 | ||||||
| Georgetown University | ||||||||
| 4.315%, 04/01/2049 | 1,510 | 1,196 | ||||||
| Home Depot | ||||||||
| 5.950%, 04/01/2041 | 795 | 812 | ||||||
| 5.300%, 06/25/2054 | 3,600 | 3,254 | ||||||
| 4.500%, 12/06/2048 | 3,255 | 2,657 | ||||||
| 4.400%, 03/15/2045 | 4,975 | 4,107 | ||||||
| 4.250%, 04/01/2046 | 3,497 | 2,810 | ||||||
| 4.200%, 04/01/2043 | 1,620 | 1,339 | ||||||
| 3.900%, 06/15/2047 | 15,403 | 11,590 | ||||||
| 3.350%, 04/15/2050 | 3,670 | 2,445 | ||||||
| 3.300%, 04/15/2040 | 2,015 | 1,569 | ||||||
| 3.125%, 12/15/2049 | 2,590 | 1,659 | ||||||
| 2.750%, 09/15/2051 | 2,965 | 1,720 | ||||||
| 2.375%, 03/15/2051 | 6,539 | 3,517 | ||||||
| Johns Hopkins University | ||||||||
| 4.083%, 07/01/2053 | 1,500 | 1,144 | ||||||
| Lowe's | ||||||||
| 5.625%, 04/15/2053 | 215 | 197 | ||||||
| 4.250%, 04/01/2052 | 800 | 596 | ||||||
| 3.700%, 04/15/2046 | 2,116 | 1,520 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 835 | 819 | ||||||
| 3.067%, 04/01/2052 | 2,540 | 1,625 | ||||||
| NIKE | ||||||||
| 3.250%, 03/27/2040 | 3,740 | 2,878 | ||||||
| Northwestern University | ||||||||
| 3.688%, 12/01/2038 | 1,040 | 899 | ||||||
| Rockefeller Foundation | ||||||||
| 2.492%, 10/01/2050 | 3,660 | 2,092 | ||||||
| Starbucks | ||||||||
| 3.350%, 03/12/2050 | 805 | 526 | ||||||
| Trustees of Boston College | ||||||||
| 3.042%, 07/01/2057 | 680 | 405 | ||||||
| University of Southern California | ||||||||
| 3.841%, 10/01/2047 | 1,125 | 870 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.028%, 10/01/2039 | $ | 2,800 | $ | 2,243 | ||||
| 137,945 | ||||||||
| Consumer Staples — 3.9% | ||||||||
| Altria Group | ||||||||
| 10.200%, 02/06/2039 | 1,136 | 1,536 | ||||||
| 9.950%, 11/10/2038 | 500 | 657 | ||||||
| 3.400%, 02/04/2041 | 1,968 | 1,452 | ||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 43,892 | 38,429 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 8.200%, 01/15/2039 | 1,240 | 1,517 | ||||||
| 8.000%, 11/15/2039 | 3,386 | 4,089 | ||||||
| 5.550%, 01/23/2049 | 7,695 | 7,259 | ||||||
| BAT Capital | ||||||||
| 4.390%, 08/15/2037 | 795 | 706 | ||||||
| 3.734%, 09/25/2040 | 335 | 264 | ||||||
| Church & Dwight | ||||||||
| 5.000%, 06/15/2052 | 727 | 633 | ||||||
| Coca-Cola | ||||||||
| 5.400%, 05/13/2064 | 2,720 | 2,497 | ||||||
| 5.200%, 01/14/2055 | 2,510 | 2,287 | ||||||
| 2.500%, 03/15/2051 | 1,700 | 963 | ||||||
| Hormel Foods | ||||||||
| 3.050%, 06/03/2051 | 1,205 | 751 | ||||||
| Imperial Brands Finance | ||||||||
| 5.500%, 07/07/2036 (A) | 470 | 456 | ||||||
| JBS | ||||||||
| 6.500%, 12/01/2052 | 355 | 344 | ||||||
| 6.400%, 05/10/2057 (A) | 3,330 | 3,194 | ||||||
| Kenvue | ||||||||
| 5.050%, 03/22/2053 | 1,450 | 1,261 | ||||||
| Kimberly-Clark | ||||||||
| 3.900%, 05/04/2047 | 1,000 | 762 | ||||||
| Kraft Heinz Foods | ||||||||
| 7.125%, 08/01/2039 (A) | 1,160 | 1,255 | ||||||
| Mars | ||||||||
| 5.700%, 05/01/2055 (A) | 5,715 | 5,401 | ||||||
| 5.650%, 05/01/2045 (A) | 6,280 | 6,023 | ||||||
| PepsiCo | ||||||||
| 4.650%, 02/15/2053 | 3,349 | 2,809 | ||||||
| 3.450%, 10/06/2046 | 5,700 | 4,079 | ||||||
| Philip Morris International | ||||||||
| 4.875%, 11/15/2043 | 2,565 | 2,255 | ||||||
| 4.500%, 03/20/2042 | 4,900 | 4,188 | ||||||
| 4.125%, 03/04/2043 | 586 | 474 | ||||||
| 3.875%, 08/21/2042 | 1,220 | 962 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 2,390 | 2,760 | ||||||
| Target | ||||||||
| 2.950%, 01/15/2052 | 1,710 | 1,045 | ||||||
| 266 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Walmart | ||||||||
| 4.500%, 09/09/2052 | $ | 1,735 | $ | 1,435 | ||||
| 4.500%, 04/15/2053 | 3,989 | 3,294 | ||||||
| 2.650%, 09/22/2051 | 4,500 | 2,648 | ||||||
| 2.500%, 09/22/2041 | 3,226 | 2,237 | ||||||
| 109,922 | ||||||||
| Energy — 5.4% | ||||||||
| Baker Hughes Holdings LLC | ||||||||
| 5.850%, 06/15/2056 | 1,505 | 1,438 | ||||||
| BP Capital Markets America | ||||||||
| 4.812%, 02/13/2033 | 3,185 | 3,120 | ||||||
| 3.379%, 02/08/2061 | 9,456 | 5,862 | ||||||
| 3.001%, 03/17/2052 | 15 | 9 | ||||||
| 3.000%, 02/24/2050 | 1,467 | 918 | ||||||
| 2.939%, 06/04/2051 | 3,410 | 2,073 | ||||||
| 2.772%, 11/10/2050 | 3,592 | 2,128 | ||||||
| Cenovus Energy | ||||||||
| 6.750%, 11/15/2039 | 420 | 453 | ||||||
| ConocoPhillips | ||||||||
| 5.700%, 09/15/2063 | 775 | 721 | ||||||
| 5.550%, 03/15/2054 | 705 | 653 | ||||||
| 5.300%, 05/15/2053 | 325 | 291 | ||||||
| 4.300%, 11/15/2044 | 3,260 | 2,672 | ||||||
| 4.025%, 03/15/2062 | 14,609 | 10,200 | ||||||
| 3.800%, 03/15/2052 | 1,860 | 1,317 | ||||||
| Diamondback Energy | ||||||||
| 5.750%, 04/18/2054 | 1,036 | 979 | ||||||
| Eastern Energy Gas Holdings LLC | ||||||||
| 5.650%, 10/15/2054 | 1,264 | 1,152 | ||||||
| Enbridge | ||||||||
| 6.700%, 11/15/2053 | 1,175 | 1,237 | ||||||
| Energy Transfer LP | ||||||||
| 6.050%, 06/01/2041 | 2,245 | 2,212 | ||||||
| 5.150%, 03/15/2045 | 2,300 | 1,991 | ||||||
| Eni SpA | ||||||||
| 6.000%, 05/18/2056 (A) | 1,305 | 1,246 | ||||||
| 5.700%, 10/01/2040 (A) | 1,900 | 1,813 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 7.550%, 04/15/2038 | 2,000 | 2,311 | ||||||
| 6.125%, 10/15/2039 | 1,140 | 1,180 | ||||||
| 5.550%, 02/16/2055 | 10,247 | 9,565 | ||||||
| 5.200%, 01/15/2036 | 900 | 884 | ||||||
| 4.900%, 05/15/2046 | 6,690 | 5,823 | ||||||
| 4.850%, 08/15/2042 | 3,600 | 3,211 | ||||||
| 4.850%, 03/15/2044 | 1,205 | 1,060 | ||||||
| 3.700%, 01/31/2051 | 370 | 261 | ||||||
| 3.300%, 02/15/2053 | 310 | 199 | ||||||
| EOG Resources | ||||||||
| 5.950%, 07/15/2055 | 400 | 392 | ||||||
| 5.650%, 12/01/2054 | 265 | 249 | ||||||
| 4.950%, 04/15/2050 | 1,495 | 1,288 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Equinor | ||||||||
| 5.100%, 08/17/2040 | $ | 2,700 | $ | 2,562 | ||||
| 4.800%, 11/08/2043 | 699 | 624 | ||||||
| 3.625%, 04/06/2040 | 2,340 | 1,897 | ||||||
| 3.250%, 11/18/2049 | 1,275 | 849 | ||||||
| Exxon Mobil | ||||||||
| 4.327%, 03/19/2050 | 5,038 | 4,029 | ||||||
| 4.227%, 03/19/2040 | 3,095 | 2,715 | ||||||
| 4.114%, 03/01/2046 | 885 | 708 | ||||||
| 3.452%, 04/15/2051 | 14,252 | 9,774 | ||||||
| 3.095%, 08/16/2049 | 690 | 447 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (A) | 1,100 | 1,091 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 3,020 | 3,114 | ||||||
| 5.600%, 02/15/2041 | 3,035 | 2,994 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 340 | 330 | ||||||
| 4.500%, 04/15/2038 | 656 | 581 | ||||||
| Northern Natural Gas | ||||||||
| 4.300%, 01/15/2049 (A) | 2,000 | 1,535 | ||||||
| Occidental Petroleum | ||||||||
| 6.450%, 09/15/2036 | 1,500 | 1,582 | ||||||
| Saudi Arabian Oil | ||||||||
| 6.375%, 06/02/2055 (A) | 2,045 | 2,000 | ||||||
| Saudi Arabian Oil MTN | ||||||||
| 5.750%, 07/17/2054 (A) | 1,485 | 1,342 | ||||||
| Shell Finance US | ||||||||
| 6.375%, 12/15/2038 | 2,751 | 2,944 | ||||||
| 5.500%, 03/25/2040 | 315 | 311 | ||||||
| 5.125%, 10/15/2041 | 350 | 327 | ||||||
| 4.550%, 08/12/2043 | 1,590 | 1,358 | ||||||
| 4.375%, 05/11/2045 | 10,260 | 8,436 | ||||||
| 4.000%, 05/10/2046 | 1,960 | 1,518 | ||||||
| 3.750%, 09/12/2046 | 6,859 | 5,109 | ||||||
| 3.250%, 04/06/2050 | 150 | 99 | ||||||
| 3.000%, 11/26/2051 | 6,787 | 4,186 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 1,130 | 877 | ||||||
| Suncor Energy | ||||||||
| 5.950%, 12/01/2034 | 243 | 249 | ||||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 2,020 | 2,317 | ||||||
| TotalEnergies Capital | ||||||||
| 5.638%, 04/05/2064 | 2,005 | 1,867 | ||||||
| 5.488%, 04/05/2054 | 1,600 | 1,491 | ||||||
| 5.425%, 09/10/2064 | 595 | 535 | ||||||
| 5.275%, 09/10/2054 | 1,585 | 1,432 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 12,095 | 7,783 | ||||||
| 2.986%, 06/29/2041 | 1,165 | 848 | ||||||
| SEI Institutional Investments Trust | 267 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Transcontinental Gas Pipe Line LLC | ||||||||
| 5.750%, 03/15/2056 | $ | 2,067 | $ | 1,938 | ||||
| 150,707 | ||||||||
| Financials — 17.0% | ||||||||
| AIA Group MTN | ||||||||
| 4.875%, 03/11/2044 (A) | 2,227 | 2,014 | ||||||
| Alleghany | ||||||||
| 4.900%, 09/15/2044 | 1,170 | 1,015 | ||||||
| Allstate | ||||||||
| 4.500%, 06/15/2043 | 278 | 233 | ||||||
| Aon Corp / Aon Global Holdings PLC | ||||||||
| 3.900%, 02/28/2052 | 1,425 | 993 | ||||||
| Apollo Global Management | ||||||||
| 5.800%, 05/21/2054 | 2,795 | 2,591 | ||||||
| Arch Capital Group | ||||||||
| 5.950%, 06/15/2056 | 5,580 | 5,412 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 2,155 | 1,946 | ||||||
| Athene Holding | ||||||||
| 6.250%, 04/01/2054 | 255 | 228 | ||||||
| 6.150%, 08/15/2036 | 1,240 | 1,227 | ||||||
| Bank of America | ||||||||
| 7.750%, 05/14/2038 | 450 | 521 | ||||||
| 6.000%, 10/15/2036 | 3,980 | 4,080 | ||||||
| 5.489%, SOFR + 1.572%, 04/23/2037 (B) | 2,320 | 2,252 | ||||||
| 3.311%, SOFR + 1.580%, 04/22/2042 (B) | 18,769 | 14,003 | ||||||
| Bank of America MTN | ||||||||
| 5.875%, 02/07/2042 | 500 | 503 | ||||||
| 4.244%, TSFR3M + 2.076%, 04/24/2038 (B) | 605 | 538 | ||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (B) | 11,045 | 8,340 | ||||||
| 4.078%, TSFR3M + 1.582%, 04/23/2040 (B) | 5,225 | 4,440 | ||||||
| 2.676%, SOFR + 1.930%, 06/19/2041 (B) | 35,323 | 24,704 | ||||||
| Berkshire Hathaway Finance | ||||||||
| 4.300%, 05/15/2043 | 1,300 | 1,101 | ||||||
| 4.200%, 08/15/2048 | 1,575 | 1,228 | ||||||
| 3.850%, 03/15/2052 | 5,905 | 4,244 | ||||||
| 2.850%, 10/15/2050 | 2,731 | 1,642 | ||||||
| BlackRock Funding | ||||||||
| 5.350%, 01/08/2055 | 3,570 | 3,246 | ||||||
| 5.250%, 03/14/2054 | 3,280 | 2,951 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.250%, 08/15/2042 (A) | 3,162 | 3,170 | ||||||
| Blue Owl Finance LLC | ||||||||
| 6.750%, 08/18/2036 | 605 | 604 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 3,608 | 3,504 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Brookfield Finance | ||||||||
| 5.813%, 03/03/2055 | $ | 2,219 | $ | 2,059 | ||||
| Brookfield Finance LLC | ||||||||
| 3.450%, 04/15/2050 | 490 | 319 | ||||||
| Capital One Financial | ||||||||
| 5.399%, SOFR + 1.508%, 01/30/2037 (B) | 4,400 | 4,242 | ||||||
| Carlyle Holdings II Finance LLC | ||||||||
| 5.625%, 03/30/2043 (A) | 1,302 | 1,214 | ||||||
| Charles Schwab | ||||||||
| 5.655%, SOFR + 1.320%, 08/12/2037 (B) | 1,085 | 1,081 | ||||||
| Chubb INA Holdings LLC | ||||||||
| 6.700%, 05/15/2036 | 1,420 | 1,548 | ||||||
| 4.350%, 11/03/2045 | 2,605 | 2,145 | ||||||
| 3.050%, 12/15/2061 | 2,140 | 1,223 | ||||||
| Citigroup | ||||||||
| 8.125%, 07/15/2039 | 3,750 | 4,549 | ||||||
| 5.612%, SOFR + 1.746%, 03/04/2056 (B) | 5,055 | 4,725 | ||||||
| 5.316%, SOFR + 4.548%, 03/26/2041 (B) | 4,000 | 3,823 | ||||||
| 5.174%, SOFR + 1.488%, 09/11/2036 (B) | 1,000 | 971 | ||||||
| 4.650%, 07/30/2045 | 384 | 325 | ||||||
| 3.878%, TSFR3M + 1.430%, 01/24/2039 (B) | 3,580 | 3,019 | ||||||
| 2.904%, SOFR + 1.379%, 11/03/2042 (B) | 1,863 | 1,302 | ||||||
| Citigroup Capital III | ||||||||
| 7.625%, 12/01/2036 | 890 | 983 | ||||||
| CME Group | ||||||||
| 4.150%, 06/15/2048 | 1,384 | 1,096 | ||||||
| CSL Finance PLC | ||||||||
| 5.106%, 04/03/2034 (A) | 915 | 900 | ||||||
| 4.750%, 04/27/2052 (A) | 2,519 | 2,071 | ||||||
| 4.625%, 04/27/2042 (A) | 320 | 276 | ||||||
| Farmers Exchange Capital | ||||||||
| 7.200%, 07/15/2048 (A) | 800 | 780 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) | 2,890 | 2,834 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(B) | 830 | 831 | ||||||
| 4.747%, SOFR + 3.231%, 11/01/2057 (A)(B) | 310 | 266 | ||||||
| Global Atlantic Finance | ||||||||
| 6.750%, 03/15/2054 (A) | 1,060 | 984 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 4,775 | 4,884 | ||||||
| Goldman Sachs Group | ||||||||
| 6.250%, 02/01/2041 | 1,404 | 1,444 | ||||||
| 268 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.215%, SOFR + 1.820%, 07/21/2057 (B) | $ | 8,005 | $ | 7,919 | ||||
| 5.734%, SOFR + 1.696%, 01/28/2056 (B) | 4,165 | 3,858 | ||||||
| 5.561%, SOFR + 1.580%, 11/19/2045 (B) | 5,980 | 5,558 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (B) | 2,280 | 2,100 | ||||||
| 5.150%, 05/22/2045 | 395 | 346 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (B) | 615 | 584 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (B) | 1,245 | 1,176 | ||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (B) | 13,965 | 12,191 | ||||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (B) | 2,730 | 2,315 | ||||||
| 3.436%, SOFR + 1.632%, 02/24/2043 (B) | 760 | 557 | ||||||
| 3.210%, SOFR + 1.513%, 04/22/2042 (B) | 1,748 | 1,263 | ||||||
| 2.908%, SOFR + 1.472%, 07/21/2042 (B) | 4,600 | 3,174 | ||||||
| Goldman Sachs Group MTN | ||||||||
| 4.800%, 07/08/2044 | 3,883 | 3,317 | ||||||
| HSBC Bank USA | ||||||||
| 7.000%, 01/15/2039 | 7,217 | 7,926 | ||||||
| HSBC Holdings PLC | ||||||||
| 6.500%, 09/15/2037 | 2,700 | 2,836 | ||||||
| 6.332%, SOFR + 2.650%, 03/09/2044 (B) | 1,415 | 1,450 | ||||||
| 5.729%, SOFR + 1.470%, 08/14/2037 (B) | 1,240 | 1,229 | ||||||
| Intercontinental Exchange | ||||||||
| 5.400%, 09/01/2036 | 1,260 | 1,253 | ||||||
| 4.250%, 09/21/2048 | 1,980 | 1,550 | ||||||
| JPMorgan Chase | ||||||||
| 5.803%, H15T5Y + 1.250%, 07/23/2041 (B) | 1,500 | 1,483 | ||||||
| 5.600%, 07/15/2041 | 2,670 | 2,627 | ||||||
| 5.576%, SOFR + 1.635%, 07/23/2036 (B) | 900 | 896 | ||||||
| 5.534%, SOFR + 1.550%, 11/29/2045 (B) | 4,920 | 4,691 | ||||||
| 5.500%, 10/15/2040 | 2,410 | 2,367 | ||||||
| 5.400%, 01/06/2042 | 889 | 856 | ||||||
| 5.148%, SOFR + 1.260%, 04/23/2037 (B) | 3,180 | 3,076 | ||||||
| 4.032%, TSFR3M + 1.722%, 07/24/2048 (B) | 1,125 | 860 | ||||||
| 3.964%, TSFR3M + 1.642%, 11/15/2048 (B) | 8,915 | 6,721 | ||||||
| 3.897%, TSFR3M + 1.482%, 01/23/2049 (B) | 7,115 | 5,309 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.882%, TSFR3M + 1.622%, 07/24/2038 (B) | $ | 19,395 | $ | 16,653 | ||||
| 3.328%, SOFR + 1.580%, 04/22/2052 (B) | 1,730 | 1,141 | ||||||
| 3.157%, TSFR3M + 1.460%, 04/22/2042 (B) | 8,901 | 6,547 | ||||||
| 3.109%, SOFR + 2.440%, 04/22/2051 (B) | 3,855 | 2,453 | ||||||
| 3.109%, TSFR3M + 2.460%, 04/22/2041 (B) | 370 | 277 | ||||||
| 2.525%, TSFR3M + 1.510%, 11/19/2041 (B) | 6,015 | 4,090 | ||||||
| KKR Group Finance II LLC | ||||||||
| 5.500%, 02/01/2043 (A) | 1,073 | 981 | ||||||
| KKR Group Finance III LLC | ||||||||
| 5.125%, 06/01/2044 (A) | 2,702 | 2,357 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (B) | 3,909 | 3,698 | ||||||
| 4.943%, H15T1Y + 0.970%, 11/04/2036 (B) | 3,090 | 2,925 | ||||||
| LSEGA Financing PLC | ||||||||
| 3.200%, 04/06/2041 (A) | 2,679 | 1,982 | ||||||
| Marsh & McLennan | ||||||||
| 5.700%, 09/15/2053 | 1,145 | 1,077 | ||||||
| 5.450%, 03/15/2053 | 1,030 | 935 | ||||||
| 5.400%, 03/15/2055 | 2,092 | 1,880 | ||||||
| 4.900%, 03/15/2049 | 2,832 | 2,404 | ||||||
| 4.350%, 01/30/2047 | 1,120 | 894 | ||||||
| 4.200%, 03/01/2048 | 3,500 | 2,712 | ||||||
| 2.900%, 12/15/2051 | 1,175 | 699 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 5.950%, 06/01/2056 (A) | 2,315 | 2,167 | ||||||
| 4.900%, 04/01/2077 (A) | 2,690 | 2,037 | ||||||
| Mastercard | ||||||||
| 3.950%, 02/26/2048 | 1,070 | 812 | ||||||
| 3.850%, 03/26/2050 | 5,551 | 4,113 | ||||||
| MetLife | ||||||||
| 5.250%, 01/15/2054 | 750 | 667 | ||||||
| 5.000%, 07/15/2052 | 4,385 | 3,765 | ||||||
| 4.875%, 11/13/2043 | 2,100 | 1,860 | ||||||
| 4.721%, 12/15/2044 | 3,030 | 2,600 | ||||||
| 4.050%, 03/01/2045 | 1,195 | 935 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 6.049%, H15T1Y + 0.930%, 07/24/2047 (B) | 415 | 413 | ||||||
| Moody's | ||||||||
| 4.875%, 12/17/2048 | 1,766 | 1,499 | ||||||
| 2.550%, 08/18/2060 | 2,874 | 1,379 | ||||||
| Morgan Stanley | ||||||||
| 5.900%, SOFR + 1.782%, 03/13/2047 (B) | 10,065 | 9,800 | ||||||
| 5.664%, SOFR + 1.757%, 04/17/2036 (B) | 2,035 | 2,040 | ||||||
| SEI Institutional Investments Trust | 269 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.605%, SOFRINDX + 1.429%, 07/17/2037 (B) | $ | 660 | $ | 653 | ||||
| 5.516%, SOFR + 1.710%, 11/19/2055 (B) | 5,515 | 5,047 | ||||||
| 5.296%, SOFRINDX + 1.410%, 04/10/2037 (B) | 5,885 | 5,692 | ||||||
| 4.457%, TSFR3M + 1.693%, 04/22/2039 (B) | 3,943 | 3,506 | ||||||
| 3.217%, SOFR + 1.485%, 04/22/2042 (B) | 5,850 | 4,300 | ||||||
| Morgan Stanley MTN | ||||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (B) | 910 | 860 | ||||||
| 4.375%, 01/22/2047 | 115 | 93 | ||||||
| 4.300%, 01/27/2045 | 3,375 | 2,734 | ||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (B) | 7,710 | 6,543 | ||||||
| 2.802%, SOFR + 1.430%, 01/25/2052 (B) | 685 | 402 | ||||||
| National Australia Bank | ||||||||
| 5.625%, H15T1Y + 1.180%, 06/04/2037 (A)(B) | 995 | 972 | ||||||
| Nationwide Mutual Insurance | ||||||||
| 9.375%, 08/15/2039 (A) | 1,820 | 2,286 | ||||||
| 4.350%, 04/30/2050 (A) | 2,220 | 1,634 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.350%, 01/23/2035 (A) | 1,000 | 995 | ||||||
| New York Life Insurance | ||||||||
| 6.750%, 11/15/2039 (A) | 3,380 | 3,642 | ||||||
| 3.750%, 05/15/2050 (A) | 1,460 | 1,027 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 2,035 | 2,006 | ||||||
| 6.050%, 06/30/2056 (A) | 1,230 | 1,201 | ||||||
| 3.625%, 09/30/2059 (A) | 3,140 | 2,012 | ||||||
| Pacific Life Insurance | ||||||||
| 4.300%, SOFR + 2.796%, 10/24/2067 (A)(B) | 388 | 294 | ||||||
| PayPal Holdings | ||||||||
| 3.250%, 06/01/2050 | 1,450 | 946 | ||||||
| Progressive | ||||||||
| 3.700%, 03/15/2052 | 3,845 | 2,700 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 1,663 | 1,684 | ||||||
| 3.700%, 03/13/2051 | 2,850 | 1,980 | ||||||
| Raymond James Financial | ||||||||
| 4.950%, 07/15/2046 | 1,004 | 871 | ||||||
| 3.750%, 04/01/2051 | 2,294 | 1,598 | ||||||
| S&P Global | ||||||||
| 3.900%, 03/01/2062 | 550 | 377 | ||||||
| 3.250%, 12/01/2049 | 2,966 | 1,953 | ||||||
| 2.300%, 08/15/2060 | 1,184 | 549 | ||||||
| Sammons Financial Group | ||||||||
| 5.950%, 06/15/2036 (A) | 515 | 491 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.796%, SOFR + 1.780%, 07/08/2046 (B) | $ | 1,010 | $ | 966 | ||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 6.050%, 06/15/2056 (A) | 3,818 | 3,679 | ||||||
| 4.900%, 09/15/2044 (A) | 2,830 | 2,434 | ||||||
| 4.270%, 05/15/2047 (A) | 2,943 | 2,268 | ||||||
| 3.300%, 05/15/2050 (A) | 2,650 | 1,690 | ||||||
| Travelers | ||||||||
| 5.450%, 05/25/2053 | 3,200 | 2,952 | ||||||
| 4.600%, 08/01/2043 | 3,295 | 2,844 | ||||||
| 4.100%, 03/04/2049 | 3,783 | 2,911 | ||||||
| 4.050%, 03/07/2048 | 1,300 | 998 | ||||||
| Travelers MTN | ||||||||
| 6.250%, 06/15/2037 | 700 | 743 | ||||||
| Truist Financial MTN | ||||||||
| 5.281%, SOFR + 1.414%, 04/23/2037 (B) | 1,260 | 1,217 | ||||||
| UBS | ||||||||
| 4.500%, 06/26/2048 | 2,015 | 1,682 | ||||||
| UBS Group | ||||||||
| 5.580%, SOFR + 1.760%, 05/09/2036 (A)(B) | 1,850 | 1,840 | ||||||
| Visa | ||||||||
| 4.300%, 12/14/2045 | 5,480 | 4,524 | ||||||
| 2.000%, 08/15/2050 | 5,660 | 2,905 | ||||||
| Wells Fargo | ||||||||
| 6.600%, 01/15/2038 | 9,110 | 9,718 | ||||||
| 5.950%, 08/26/2036 | 4,310 | 4,387 | ||||||
| 5.950%, 12/15/2036 | 1,002 | 986 | ||||||
| 5.850%, 02/01/2037 | 8,552 | 8,619 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (B) | 3,260 | 3,003 | ||||||
| 3.900%, 05/01/2045 | 1,634 | 1,246 | ||||||
| 3.068%, SOFR + 2.530%, 04/30/2041 (B) | 4,070 | 2,993 | ||||||
| Wells Fargo MTN | ||||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (B) | 16,607 | 14,253 | ||||||
| 4.900%, 11/17/2045 | 1,410 | 1,185 | ||||||
| 4.750%, 12/07/2046 | 4,105 | 3,358 | ||||||
| 4.650%, 11/04/2044 | 1,965 | 1,608 | ||||||
| 4.611%, SOFR + 2.130%, 04/25/2053 (B) | 3,115 | 2,499 | ||||||
| 4.400%, 06/14/2046 | 6,110 | 4,781 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 2,385 | 2,185 | ||||||
| 477,426 | ||||||||
| Health Care — 13.7% | ||||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 3,655 | 3,411 | ||||||
| 5.500%, 03/15/2056 | 11,395 | 10,675 | ||||||
| 270 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.300%, 05/27/2040 | $ | 1,305 | $ | 1,274 | ||||
| 4.900%, 11/30/2046 | 4,765 | 4,232 | ||||||
| AbbVie | ||||||||
| 6.000%, 09/15/2056 | 4,903 | 4,872 | ||||||
| 5.650%, 03/15/2066 | 1,005 | 936 | ||||||
| 5.600%, 03/15/2055 | 980 | 923 | ||||||
| 5.550%, 03/15/2056 | 3,064 | 2,865 | ||||||
| 5.500%, 03/15/2064 | 2,525 | 2,295 | ||||||
| 5.400%, 03/15/2054 | 12,024 | 11,006 | ||||||
| 5.350%, 03/15/2044 | 3,344 | 3,153 | ||||||
| 4.875%, 11/14/2048 | 1,040 | 896 | ||||||
| 4.750%, 03/15/2045 | 5,910 | 5,126 | ||||||
| 4.700%, 05/14/2045 | 3,459 | 2,974 | ||||||
| 4.400%, 11/06/2042 | 635 | 541 | ||||||
| 4.250%, 11/21/2049 | 21,066 | 16,415 | ||||||
| Advocate Health & Hospitals | ||||||||
| 4.272%, 08/15/2048 | 1,592 | 1,270 | ||||||
| Allina Health System | ||||||||
| 4.805%, 11/15/2045 | 1,556 | 1,327 | ||||||
| Amgen | ||||||||
| 4.875%, 03/01/2053 | 530 | 441 | ||||||
| 4.400%, 05/01/2045 | 1,655 | 1,351 | ||||||
| Ascension Health | ||||||||
| 4.923%, 11/15/2035 | 1,410 | 1,360 | ||||||
| 4.847%, 11/15/2053 | 520 | 445 | ||||||
| 3.945%, 11/15/2046 | 1,166 | 902 | ||||||
| 3.106%, 11/15/2039 | 2,895 | 2,224 | ||||||
| AstraZeneca PLC | ||||||||
| 6.450%, 09/15/2037 | 1,379 | 1,488 | ||||||
| 4.375%, 11/16/2045 | 3,394 | 2,823 | ||||||
| Banner Health | ||||||||
| 2.907%, 01/01/2042 | 1,661 | 1,184 | ||||||
| Baptist Health South Florida | ||||||||
| 4.342%, 11/15/2041 | 610 | 522 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 4,748 | 3,830 | ||||||
| 4.700%, 07/15/2064 (A) | 760 | 557 | ||||||
| 4.400%, 07/15/2044 (A) | 2,555 | 1,992 | ||||||
| 3.950%, 04/15/2045 (A) | 1,289 | 930 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 910 | 945 | ||||||
| 6.375%, 07/20/2056 (A) | 2,820 | 2,736 | ||||||
| 6.250%, 07/20/2046 (A) | 1,995 | 1,931 | ||||||
| Baylor Scott & White Holdings | ||||||||
| 4.185%, 11/15/2045 | 1,150 | 936 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 4,495 | 4,174 | ||||||
| 4.550%, 02/20/2048 | 1,519 | 1,247 | ||||||
| 4.250%, 10/26/2049 | 11,530 | 8,941 | ||||||
| 3.900%, 03/15/2062 | 1,555 | 1,061 | ||||||
| 3.700%, 03/15/2052 | 8,564 | 5,968 | ||||||
| 3.550%, 03/15/2042 | 1,060 | 814 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Carilion Clinic Obligated Group | ||||||||
| 3.147%, 07/01/2051 | $ | 535 | $ | 326 | ||||
| Children's Hospital Medical Center | ||||||||
| 2.820%, 11/15/2050 | 780 | 470 | ||||||
| Cigna Group | ||||||||
| 3.875%, 10/15/2047 | 600 | 439 | ||||||
| City of Hope | ||||||||
| 5.623%, 11/15/2043 | 920 | 866 | ||||||
| CommonSpirit Health | ||||||||
| 5.662%, 09/01/2055 | 255 | 235 | ||||||
| 5.580%, 09/01/2045 | 1,080 | 1,014 | ||||||
| 4.975%, 09/01/2035 | 1,030 | 980 | ||||||
| 4.187%, 10/01/2049 | 665 | 501 | ||||||
| CVS Health | ||||||||
| 5.050%, 03/25/2048 | 2,590 | 2,192 | ||||||
| 4.780%, 03/25/2038 | 2,950 | 2,680 | ||||||
| Danaher | ||||||||
| 2.800%, 12/10/2051 | 1,315 | 779 | ||||||
| Elevance Health | ||||||||
| 6.100%, 10/15/2052 | 350 | 341 | ||||||
| 5.850%, 11/01/2064 | 440 | 408 | ||||||
| 5.700%, 02/15/2055 | 1,205 | 1,113 | ||||||
| 5.650%, 06/15/2054 | 1,136 | 1,041 | ||||||
| Eli Lilly | ||||||||
| 5.700%, 05/20/2066 | 510 | 486 | ||||||
| 5.650%, 10/15/2065 | 3,881 | 3,661 | ||||||
| 5.600%, 05/20/2056 | 1,485 | 1,417 | ||||||
| 5.550%, 10/15/2055 | 580 | 550 | ||||||
| 5.500%, 02/12/2055 | 725 | 683 | ||||||
| 5.200%, 08/14/2064 | 1,756 | 1,542 | ||||||
| 5.100%, 02/09/2064 | 3,242 | 2,801 | ||||||
| 5.050%, 08/14/2054 | 2,840 | 2,505 | ||||||
| 5.000%, 02/09/2054 | 5,000 | 4,384 | ||||||
| 4.950%, 02/27/2063 | 3,464 | 2,919 | ||||||
| 4.875%, 02/27/2053 | 800 | 687 | ||||||
| 3.950%, 03/15/2049 | 3,515 | 2,679 | ||||||
| 2.250%, 05/15/2050 | 3,675 | 1,993 | ||||||
| GE HealthCare Technologies | ||||||||
| 6.377%, 11/22/2052 | 680 | 694 | ||||||
| Gilead Sciences | ||||||||
| 5.500%, 11/15/2054 | 5,880 | 5,496 | ||||||
| 4.800%, 04/01/2044 | 750 | 660 | ||||||
| 4.750%, 03/01/2046 | 6,895 | 5,948 | ||||||
| 4.500%, 02/01/2045 | 2,500 | 2,102 | ||||||
| 4.150%, 03/01/2047 | 2,160 | 1,699 | ||||||
| GlaxoSmithKline Capital | ||||||||
| 6.375%, 05/15/2038 | 3,729 | 3,974 | ||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 2,708 | 2,485 | ||||||
| 3.200%, 06/01/2050 (A) | 3,875 | 2,411 | ||||||
| Hoag Memorial Hospital Presbyterian | ||||||||
| 3.803%, 07/15/2052 | 1,385 | 994 | ||||||
| SEI Institutional Investments Trust | 271 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Humana | ||||||||
| 8.150%, 06/15/2038 | $ | 1,510 | $ | 1,731 | ||||
| 4.625%, 12/01/2042 | 505 | 415 | ||||||
| Indiana University Health Obligated Group | ||||||||
| 3.970%, 11/01/2048 | 1,645 | 1,254 | ||||||
| Johnson & Johnson | ||||||||
| 4.850%, 05/15/2041 | 3,437 | 3,254 | ||||||
| 3.625%, 03/03/2037 | 790 | 691 | ||||||
| 2.100%, 09/01/2040 | 1,335 | 901 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 4.150%, 05/01/2047 | 710 | 562 | ||||||
| 3.266%, 11/01/2049 | 1,500 | 992 | ||||||
| 2.810%, 06/01/2041 | 6,970 | 4,960 | ||||||
| Mass General Brigham | ||||||||
| 3.765%, 07/01/2048 | 650 | 486 | ||||||
| 3.192%, 07/01/2049 | 2,002 | 1,316 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 2,505 | 1,677 | ||||||
| Memorial Sloan-Kettering Cancer Center | ||||||||
| 5.000%, 07/01/2042 | 235 | 211 | ||||||
| 4.125%, 07/01/2052 | 2,150 | 1,649 | ||||||
| Merck | ||||||||
| 5.750%, 05/22/2046 | 1,085 | 1,060 | ||||||
| 5.700%, 09/15/2055 | 6,099 | 5,836 | ||||||
| 5.700%, 12/04/2065 | 965 | 909 | ||||||
| 5.550%, 12/04/2055 | 3,190 | 2,982 | ||||||
| 5.500%, 03/15/2046 | 2,720 | 2,584 | ||||||
| 5.000%, 05/17/2053 | 3,295 | 2,849 | ||||||
| 4.900%, 05/17/2044 | 2,325 | 2,070 | ||||||
| 4.750%, 12/04/2035 | 460 | 439 | ||||||
| 4.150%, 05/18/2043 | 1,305 | 1,072 | ||||||
| 4.000%, 03/07/2049 | 550 | 415 | ||||||
| 3.900%, 03/07/2039 | 1,195 | 1,016 | ||||||
| 3.700%, 02/10/2045 | 6,010 | 4,530 | ||||||
| 2.900%, 12/10/2061 | 2,411 | 1,315 | ||||||
| 2.750%, 12/10/2051 | 1,330 | 774 | ||||||
| 2.350%, 06/24/2040 | 1,540 | 1,063 | ||||||
| Merck Sharp & Dohme LLC | ||||||||
| 5.750%, 11/15/2036 | 1,200 | 1,254 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 605 | 474 | ||||||
| Novant Health | ||||||||
| 3.168%, 11/01/2051 | 2,000 | 1,260 | ||||||
| Novartis Capital | ||||||||
| 5.700%, 03/18/2056 | 4,860 | 4,716 | ||||||
| 5.600%, 03/18/2046 | 4,940 | 4,799 | ||||||
| 4.400%, 05/06/2044 | 90 | 76 | ||||||
| 4.000%, 11/20/2045 | 775 | 614 | ||||||
| NYU Langone Hospitals | ||||||||
| 5.750%, 07/01/2043 | 1,440 | 1,419 | ||||||
| 4.368%, 07/01/2047 | 1,410 | 1,151 | ||||||
| Orlando Health Obligated Group | ||||||||
| 3.327%, 10/01/2050 | 710 | 478 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PeaceHealth Obligated Group | ||||||||
| 4.787%, 11/15/2048 | $ | 997 | $ | 835 | ||||
| 3.218%, 11/15/2050 | 3,325 | 2,160 | ||||||
| Pfizer | ||||||||
| 4.300%, 06/15/2043 | 2,500 | 2,074 | ||||||
| 4.200%, 09/15/2048 | 4,560 | 3,552 | ||||||
| 4.100%, 09/15/2038 | 1,900 | 1,667 | ||||||
| 3.900%, 03/15/2039 | 1,685 | 1,427 | ||||||
| 2.550%, 05/28/2040 | 575 | 403 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.300%, 05/19/2053 | 8,750 | 7,825 | ||||||
| 5.110%, 05/19/2043 | 8,885 | 8,123 | ||||||
| Providence St. Joseph Health Obligated Group | ||||||||
| 3.744%, 10/01/2047 | 1,520 | 1,104 | ||||||
| Rady Children's Hospital-San Diego | ||||||||
| 3.154%, 08/15/2051 | 865 | 543 | ||||||
| Roche Holdings | ||||||||
| 5.218%, 03/08/2054 (A) | 2,444 | 2,240 | ||||||
| 2.607%, 12/13/2051 (A) | 700 | 404 | ||||||
| Shands Teaching Hospital and Clinics | ||||||||
| 4.741%, 12/01/2042 | 1,750 | 1,474 | ||||||
| Sharp HealthCare | ||||||||
| 2.680%, 08/01/2050 | 1,350 | 788 | ||||||
| Stanford Health Care | ||||||||
| 3.795%, 11/15/2048 | 4,027 | 2,993 | ||||||
| Sutter Health | ||||||||
| 5.547%, 08/15/2053 | 1,378 | 1,295 | ||||||
| Takeda Pharmaceutical | ||||||||
| 5.650%, 07/05/2054 | 500 | 467 | ||||||
| 3.175%, 07/09/2050 | 1,360 | 863 | ||||||
| 3.025%, 07/09/2040 | 700 | 512 | ||||||
| Thermo Fisher Scientific | ||||||||
| 5.546%, 02/12/2046 | 3,830 | 3,651 | ||||||
| UnitedHealth Group | ||||||||
| 6.625%, 11/15/2037 | 1,080 | 1,171 | ||||||
| 5.950%, 02/15/2041 | 770 | 779 | ||||||
| 5.950%, 06/15/2055 | 1,000 | 980 | ||||||
| 5.875%, 02/15/2053 | 7,776 | 7,473 | ||||||
| 5.750%, 07/15/2064 | 1,773 | 1,638 | ||||||
| 5.625%, 07/15/2054 | 13,948 | 12,947 | ||||||
| 5.500%, 07/15/2044 | 2,720 | 2,568 | ||||||
| 5.500%, 04/15/2064 | 2,645 | 2,348 | ||||||
| 5.375%, 04/15/2054 | 300 | 268 | ||||||
| 5.050%, 04/15/2053 | 80 | 69 | ||||||
| 4.750%, 07/15/2045 | 3,665 | 3,130 | ||||||
| 4.750%, 05/15/2052 | 2,985 | 2,445 | ||||||
| 4.450%, 12/15/2048 | 13,244 | 10,564 | ||||||
| 4.250%, 04/15/2047 | 1,380 | 1,087 | ||||||
| 4.250%, 06/15/2048 | 6,545 | 5,098 | ||||||
| 4.200%, 01/15/2047 | 727 | 568 | ||||||
| 3.950%, 10/15/2042 | 6,055 | 4,838 | ||||||
| 3.750%, 10/15/2047 | 705 | 510 | ||||||
| 272 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.700%, 08/15/2049 | $ | 1,426 | $ | 1,004 | ||||
| 3.500%, 08/15/2039 | 4,135 | 3,304 | ||||||
| 3.250%, 05/15/2051 | 8,245 | 5,283 | ||||||
| 3.050%, 05/15/2041 | 7,601 | 5,531 | ||||||
| 2.900%, 05/15/2050 | 245 | 148 | ||||||
| West Virginia United Health System Obligated Group | ||||||||
| 3.129%, 06/01/2050 | 900 | 549 | ||||||
| Willis-Knighton Medical Center | ||||||||
| 4.813%, 09/01/2048 | 1,475 | 1,238 | ||||||
| Wyeth LLC | ||||||||
| 5.950%, 04/01/2037 | 12,159 | 12,536 | ||||||
| 386,876 | ||||||||
| Industrials — 6.1% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 4.950%, 09/10/2034 | 1,050 | 1,002 | ||||||
| 3.850%, 10/29/2041 | 535 | 418 | ||||||
| American Airlines Pass-Through Trust, Ser 2016-2, Cl AA | ||||||||
| 3.200%, 06/15/2028 | 557 | 541 | ||||||
| BAE Systems PLC | ||||||||
| 3.000%, 09/15/2050 (A) | 1,776 | 1,119 | ||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | 925 | 999 | ||||||
| 5.805%, 05/01/2050 | 4,670 | 4,402 | ||||||
| 5.705%, 05/01/2040 | 1,765 | 1,736 | ||||||
| 3.750%, 02/01/2050 | 785 | 544 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 5.800%, 03/15/2056 | 2,245 | 2,179 | ||||||
| 5.550%, 03/15/2056 | 295 | 276 | ||||||
| 5.500%, 03/15/2055 | 1,405 | 1,306 | ||||||
| 5.200%, 04/15/2054 | 1,530 | 1,363 | ||||||
| 5.150%, 09/01/2043 | 1,130 | 1,050 | ||||||
| 4.900%, 04/01/2044 | 7,266 | 6,498 | ||||||
| 4.550%, 09/01/2044 | 3,295 | 2,805 | ||||||
| 4.450%, 03/15/2043 | 560 | 480 | ||||||
| 4.450%, 01/15/2053 | 2,859 | 2,280 | ||||||
| 4.400%, 03/15/2042 | 1,800 | 1,548 | ||||||
| 4.375%, 09/01/2042 | 255 | 217 | ||||||
| 4.150%, 04/01/2045 | 9,450 | 7,578 | ||||||
| 4.050%, 06/15/2048 | 1,825 | 1,401 | ||||||
| 3.300%, 09/15/2051 | 3,710 | 2,419 | ||||||
| 3.050%, 02/15/2051 | 2,205 | 1,381 | ||||||
| 2.875%, 06/15/2052 | 4,335 | 2,574 | ||||||
| Canadian National Railway | ||||||||
| 4.500%, 11/07/2043 | 1,720 | 1,439 | ||||||
| 4.400%, 08/05/2052 | 751 | 603 | ||||||
| 3.650%, 02/03/2048 | 1,295 | 934 | ||||||
| Canadian Pacific Railway | ||||||||
| 6.125%, 09/15/2115 | 1,405 | 1,385 | ||||||
| 5.500%, 03/15/2056 | 605 | 560 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Caterpillar | ||||||||
| 4.750%, 05/15/2064 | $ | 435 | $ | 363 | ||||
| CSX | ||||||||
| 4.900%, 03/15/2055 | 7,445 | 6,346 | ||||||
| 4.500%, 11/15/2052 | 1,235 | 991 | ||||||
| 4.500%, 08/01/2054 | 1,625 | 1,299 | ||||||
| 4.300%, 03/01/2048 | 850 | 677 | ||||||
| 3.350%, 09/15/2049 | 2,380 | 1,595 | ||||||
| Cummins | ||||||||
| 2.600%, 09/01/2050 | 1,800 | 1,032 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 1,410 | 1,384 | ||||||
| 5.450%, 01/16/2035 | 1,757 | 1,783 | ||||||
| 2.875%, 09/07/2049 | 2,558 | 1,609 | ||||||
| Eaton | ||||||||
| 5.450%, 03/06/2056 | 3,533 | 3,303 | ||||||
| Emerson Electric | ||||||||
| 2.800%, 12/21/2051 | 3,086 | 1,834 | ||||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 850 | 788 | ||||||
| General Dynamics | ||||||||
| 4.250%, 04/01/2040 | 970 | 843 | ||||||
| 4.250%, 04/01/2050 | 200 | 160 | ||||||
| Honeywell Aerospace | ||||||||
| 5.852%, 03/16/2066 | 2,290 | 2,179 | ||||||
| 5.732%, 03/16/2056 | 8,392 | 7,974 | ||||||
| 5.622%, 03/16/2046 | 3,863 | 3,690 | ||||||
| L3Harris Technologies | ||||||||
| 5.500%, 08/15/2054 | 590 | 546 | ||||||
| Lockheed Martin | ||||||||
| 5.200%, 02/15/2055 | 2,490 | 2,231 | ||||||
| 5.200%, 02/15/2064 | 3,500 | 3,067 | ||||||
| 4.700%, 05/15/2046 | 300 | 258 | ||||||
| 4.300%, 06/15/2062 | 2,291 | 1,712 | ||||||
| 4.090%, 09/15/2052 | 6,552 | 4,931 | ||||||
| 4.070%, 12/15/2042 | 5,506 | 4,511 | ||||||
| 2.800%, 06/15/2050 | 1,000 | 600 | ||||||
| Norfolk Southern | ||||||||
| 4.837%, 10/01/2041 | 4,015 | 3,614 | ||||||
| 3.700%, 03/15/2053 | 500 | 344 | ||||||
| Northrop Grumman | ||||||||
| 5.200%, 06/01/2054 | 750 | 667 | ||||||
| 4.950%, 03/15/2053 | 280 | 240 | ||||||
| 4.030%, 10/15/2047 | 15 | 12 | ||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | 1,498 | 1,569 | ||||||
| 6.125%, 07/15/2038 | 295 | 308 | ||||||
| 4.625%, 11/16/2048 | 1,085 | 902 | ||||||
| 4.500%, 06/01/2042 | 2,405 | 2,082 | ||||||
| 3.750%, 11/01/2046 | 2,039 | 1,509 | ||||||
| Siemens Financieringsmaatschappij | ||||||||
| 4.400%, 05/27/2045 (A) | 215 | 181 | ||||||
| 2.875%, 03/11/2041 (A) | 2,840 | 2,063 | ||||||
| SEI Institutional Investments Trust | 273 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Siemens Funding BV | ||||||||
| 5.900%, 05/28/2065 (A) | $ | 1,700 | $ | 1,661 | ||||
| 5.800%, 05/28/2055 (A) | 2,070 | 2,033 | ||||||
| Snap-on | ||||||||
| 4.100%, 03/01/2048 | 3,626 | 2,800 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 2,592 | 2,160 | ||||||
| Union Pacific | ||||||||
| 4.950%, 05/15/2053 | 180 | 154 | ||||||
| 3.875%, 02/01/2055 | 1,970 | 1,403 | ||||||
| 3.839%, 03/20/2060 | 16,679 | 11,420 | ||||||
| 3.500%, 02/14/2053 | 3,655 | 2,447 | ||||||
| 3.375%, 02/14/2042 | 705 | 536 | ||||||
| 2.973%, 09/16/2062 | 2,515 | 1,387 | ||||||
| 2.950%, 03/10/2052 | 13,813 | 8,358 | ||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | 795 | 650 | ||||||
| United Airlines Pass-Through Trust, Ser 2023-1, Cl A | ||||||||
| 5.800%, 01/15/2036 | 977 | 995 | ||||||
| United Airlines Pass-Through Trust, Ser 2024-1 | ||||||||
| 5.450%, 02/15/2037 | 1,307 | 1,308 | ||||||
| United Parcel Service | ||||||||
| 6.200%, 01/15/2038 | 1,297 | 1,371 | ||||||
| 6.050%, 05/14/2065 | 1,280 | 1,255 | ||||||
| 5.500%, 05/22/2054 | 1,035 | 955 | ||||||
| 5.050%, 03/03/2053 | 5,019 | 4,344 | ||||||
| Waste Management | ||||||||
| 5.350%, 10/15/2054 | 5,186 | 4,787 | ||||||
| WW Grainger | ||||||||
| 4.600%, 06/15/2045 | 648 | 559 | ||||||
| 170,817 | ||||||||
| Information Technology — 6.0% | ||||||||
| Amphenol | ||||||||
| 5.300%, 11/15/2055 | 6,651 | 6,023 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 6,297 | 3,831 | ||||||
| 2.800%, 10/01/2041 | 1,060 | 740 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 1,360 | 1,175 | ||||||
| 4.375%, 05/13/2045 | 4,645 | 3,875 | ||||||
| 3.850%, 05/04/2043 | 500 | 398 | ||||||
| 3.850%, 08/04/2046 | 14,189 | 10,787 | ||||||
| 3.750%, 09/12/2047 | 6,200 | 4,594 | ||||||
| 3.750%, 11/13/2047 | 155 | 115 | ||||||
| 3.450%, 02/09/2045 | 8,815 | 6,441 | ||||||
| 2.950%, 09/11/2049 | 3,020 | 1,889 | ||||||
| 2.850%, 08/05/2061 | 5,015 | 2,721 | ||||||
| 2.700%, 08/05/2051 | 3,550 | 2,061 | ||||||
| 2.650%, 05/11/2050 | 2,575 | 1,501 | ||||||
| 2.650%, 02/08/2051 | 11,215 | 6,465 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.375%, 02/08/2041 | $ | 1,225 | $ | 843 | ||||
| Applied Materials | ||||||||
| 4.350%, 04/01/2047 | 1,381 | 1,131 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 12,781 | 11,514 | ||||||
| 3.500%, 02/15/2041 | 1,780 | 1,322 | ||||||
| 3.187%, 11/15/2036 | 535 | 422 | ||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | 2,845 | 2,920 | ||||||
| 5.350%, 02/26/2064 | 2,325 | 2,058 | ||||||
| 5.300%, 02/26/2054 | 3,987 | 3,583 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.300%, 01/25/2039 (A) | 1,610 | 1,656 | ||||||
| 6.100%, 01/25/2036 (A) | 950 | 968 | ||||||
| Intel | ||||||||
| 6.200%, 05/15/2066 | 655 | 610 | ||||||
| 6.125%, 05/15/2056 | 1,605 | 1,514 | ||||||
| 5.600%, 02/21/2054 | 1,635 | 1,433 | ||||||
| 3.734%, 12/08/2047 | 155 | 106 | ||||||
| International Business Machines | ||||||||
| 5.700%, 02/10/2055 | 7,675 | 6,809 | ||||||
| 4.150%, 05/15/2039 | 2,950 | 2,469 | ||||||
| 4.000%, 06/20/2042 | 1,090 | 848 | ||||||
| Intuit | ||||||||
| 5.500%, 09/15/2053 | 630 | 547 | ||||||
| KLA | ||||||||
| 4.950%, 07/15/2052 | 3,272 | 2,806 | ||||||
| 3.300%, 03/01/2050 | 455 | 300 | ||||||
| Lam Research | ||||||||
| 2.875%, 06/15/2050 | 2,853 | 1,749 | ||||||
| Microsoft | ||||||||
| 3.041%, 03/17/2062 | 10,558 | 5,945 | ||||||
| 2.921%, 03/17/2052 | 14,064 | 8,440 | ||||||
| 2.525%, 06/01/2050 | 14,401 | 8,108 | ||||||
| NVIDIA | ||||||||
| 5.625%, 06/15/2056 | 7,450 | 6,689 | ||||||
| 5.550%, 06/15/2046 | 10,268 | 9,438 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 2,130 | 1,870 | ||||||
| 6.700%, 02/04/2056 | 3,675 | 3,237 | ||||||
| 6.550%, 02/04/2046 | 1,740 | 1,554 | ||||||
| 5.950%, 09/26/2055 | 470 | 373 | ||||||
| 4.125%, 05/15/2045 | 850 | 561 | ||||||
| 4.000%, 07/15/2046 | 1,336 | 857 | ||||||
| 3.950%, 03/25/2051 | 2,275 | 1,380 | ||||||
| 3.600%, 04/01/2040 | 3,233 | 2,241 | ||||||
| QUALCOMM | ||||||||
| 4.300%, 05/20/2047 | 2,745 | 2,138 | ||||||
| Salesforce | ||||||||
| 6.550%, 03/15/2056 | 11,207 | 10,936 | ||||||
| 6.400%, 03/15/2046 | 228 | 224 | ||||||
| 2.900%, 07/15/2051 | 4,285 | 2,412 | ||||||
| 274 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| ServiceNow | ||||||||
| 6.300%, 05/15/2056 | $ | 1,145 | $ | 1,133 | ||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 630 | 583 | ||||||
| Texas Instruments | ||||||||
| 5.150%, 02/08/2054 | 975 | 867 | ||||||
| 5.050%, 05/18/2063 | 3,595 | 3,028 | ||||||
| 170,238 | ||||||||
| Materials — 1.1% | ||||||||
| Barrick North America Finance LLC | ||||||||
| 5.750%, 05/01/2043 | 1,550 | 1,500 | ||||||
| Barrick PD Australia Finance Pty | ||||||||
| 5.950%, 10/15/2039 | 2,020 | 2,036 | ||||||
| BHP Billiton Finance USA | ||||||||
| 5.750%, 09/05/2055 | 3,435 | 3,333 | ||||||
| 5.000%, 02/15/2036 | 1,320 | 1,288 | ||||||
| 5.000%, 09/30/2043 | 4,115 | 3,752 | ||||||
| Ecolab | ||||||||
| 2.700%, 12/15/2051 | 1,590 | 921 | ||||||
| FMC | ||||||||
| 6.375%, 05/18/2053 | 1,403 | 1,110 | ||||||
| Glencore Finance Canada | ||||||||
| 6.900%, 11/15/2037 (A) | 345 | 373 | ||||||
| Glencore Funding LLC | ||||||||
| 6.141%, 04/01/2055 (A) | 3,195 | 3,141 | ||||||
| 5.893%, 04/04/2054 (A) | 860 | 819 | ||||||
| 5.673%, 04/01/2035 (A) | 1,705 | 1,711 | ||||||
| 5.508%, 04/01/2036 (A) | 2,615 | 2,571 | ||||||
| 3.875%, 04/27/2051 (A) | 1,385 | 971 | ||||||
| 3.375%, 09/23/2051 (A) | 255 | 163 | ||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | 1,063 | 908 | ||||||
| 4.375%, 06/01/2047 | 105 | 83 | ||||||
| 3.268%, 11/15/2040 (A) | 805 | 591 | ||||||
| Rio Tinto Finance USA | ||||||||
| 5.200%, 11/02/2040 | 2,827 | 2,690 | ||||||
| 2.750%, 11/02/2051 | 2,300 | 1,354 | ||||||
| Rio Tinto Finance USA PLC | ||||||||
| 5.750%, 03/14/2055 | 1,691 | 1,638 | ||||||
| 5.250%, 03/14/2035 | 1,025 | 1,018 | ||||||
| 31,971 | ||||||||
| Real Estate — 0.7% | ||||||||
| ERP Operating LP | ||||||||
| 4.500%, 07/01/2044 | 900 | 758 | ||||||
| 4.500%, 06/01/2045 | 900 | 751 | ||||||
| Kilroy Realty LP | ||||||||
| 6.250%, 01/15/2036 | 1,385 | 1,371 | ||||||
| 5.875%, 10/15/2035 | 1,685 | 1,628 | ||||||
| Kimco Realty OP LLC | ||||||||
| 3.700%, 10/01/2049 | 1,245 | 889 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Nationwide Health Properties MTN | ||||||||
| 6.900%, 10/01/2037 | $ | 1,600 | $ | 1,698 | ||||
| Prologis LP | ||||||||
| 5.250%, 05/15/2035 | 585 | 577 | ||||||
| 5.250%, 06/15/2053 | 3,417 | 3,085 | ||||||
| 5.250%, 03/15/2054 | 1,200 | 1,080 | ||||||
| 2.125%, 10/15/2050 | 4,265 | 2,186 | ||||||
| Prologis Targeted US Logistics Fund | ||||||||
| 4.750%, 01/15/2036 (A) | 535 | 499 | ||||||
| Regency Centers LP | ||||||||
| 4.400%, 02/01/2047 | 850 | 695 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 1,885 | 2,052 | ||||||
| 3.800%, 07/15/2050 | 1,320 | 950 | ||||||
| 3.250%, 09/13/2049 | 1,000 | 655 | ||||||
| 18,874 | ||||||||
| Utilities — 16.3% | ||||||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 1,900 | 1,731 | ||||||
| 4.000%, 12/01/2046 | 3,708 | 2,855 | ||||||
| 3.800%, 06/15/2049 | 1,665 | 1,193 | ||||||
| 3.650%, 04/01/2050 | 1,525 | 1,067 | ||||||
| 3.150%, 09/15/2049 | 1,855 | 1,181 | ||||||
| Alabama Power | ||||||||
| 5.200%, 06/01/2041 | 155 | 144 | ||||||
| 4.300%, 07/15/2048 | 1,420 | 1,118 | ||||||
| 3.850%, 12/01/2042 | 7,204 | 5,643 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 3,427 | 3,213 | ||||||
| 3.700%, 12/01/2047 | 3,975 | 2,874 | ||||||
| 3.250%, 03/15/2050 | 50 | 33 | ||||||
| 2.900%, 06/15/2051 | 3,519 | 2,134 | ||||||
| American Transmission Systems | ||||||||
| 5.000%, 09/01/2044 (A) | 850 | 746 | ||||||
| American Water Capital | ||||||||
| 3.750%, 09/01/2047 | 1,000 | 727 | ||||||
| Appalachian Power | ||||||||
| 4.500%, 03/01/2049 | 700 | 553 | ||||||
| Arizona Public Service | ||||||||
| 4.500%, 04/01/2042 | 312 | 264 | ||||||
| 4.250%, 03/01/2049 | 450 | 343 | ||||||
| Atmos Energy | ||||||||
| 4.125%, 10/15/2044 | 1,300 | 1,048 | ||||||
| Baltimore Gas and Electric | ||||||||
| 5.400%, 06/01/2053 | 1,926 | 1,735 | ||||||
| 4.550%, 06/01/2052 | 594 | 471 | ||||||
| 3.500%, 08/15/2046 | 3,800 | 2,668 | ||||||
| 2.900%, 06/15/2050 | 970 | 581 | ||||||
| Basin Electric Power Cooperative | ||||||||
| 5.850%, 10/15/2055 | 675 | 630 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 4.600%, 05/01/2053 | 500 | 396 | ||||||
| SEI Institutional Investments Trust | 275 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.450%, 01/15/2049 | $ | 2,365 | $ | 1,870 | ||||
| 4.250%, 10/15/2050 | 4,280 | 3,234 | ||||||
| 3.800%, 07/15/2048 | 10,500 | 7,517 | ||||||
| Boston Gas | ||||||||
| 6.119%, 07/20/2053 (A) | 460 | 440 | ||||||
| 4.487%, 02/15/2042 (A) | 250 | 209 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.150%, 03/01/2034 | 965 | 955 | ||||||
| 4.500%, 04/01/2044 | 483 | 407 | ||||||
| 3.950%, 03/01/2048 | 1,000 | 761 | ||||||
| 2.900%, 07/01/2050 | 815 | 498 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.580%, 10/20/2035 (A) | 1,603 | 1,598 | ||||||
| Chpe LLC | ||||||||
| 5.875%, 06/29/2046 (A) | 1,400 | 1,353 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 595 | 580 | ||||||
| 5.850%, 06/01/2056 | 815 | 786 | ||||||
| 5.300%, 02/01/2053 | 1,940 | 1,728 | ||||||
| 4.700%, 01/15/2044 | 4,648 | 3,998 | ||||||
| 4.600%, 08/15/2043 | 1,620 | 1,386 | ||||||
| 4.000%, 03/01/2048 | 2,925 | 2,189 | ||||||
| 4.000%, 03/01/2049 | 1,360 | 1,018 | ||||||
| 3.750%, 08/15/2047 | 3,125 | 2,265 | ||||||
| 3.700%, 03/01/2045 | 4,810 | 3,572 | ||||||
| 3.125%, 03/15/2051 | 4,370 | 2,741 | ||||||
| Connecticut Light and Power | ||||||||
| 5.250%, 01/15/2053 | 595 | 533 | ||||||
| 4.000%, 04/01/2048 | 2,472 | 1,883 | ||||||
| Consolidated Edison of New York | ||||||||
| 6.750%, 04/01/2038 | 1,915 | 2,087 | ||||||
| 6.150%, 11/15/2052 | 1,560 | 1,558 | ||||||
| 5.900%, 11/15/2053 | 640 | 615 | ||||||
| 5.875%, 06/15/2056 | 1,925 | 1,835 | ||||||
| 5.750%, 11/15/2055 | 1,215 | 1,141 | ||||||
| 5.700%, 06/15/2040 | 40 | 39 | ||||||
| 5.500%, 03/15/2055 | 3,355 | 3,048 | ||||||
| 4.625%, 12/01/2054 | 1,575 | 1,244 | ||||||
| 4.500%, 05/15/2058 | 1,230 | 944 | ||||||
| 3.950%, 03/01/2043 | 6,246 | 4,918 | ||||||
| 3.875%, 06/15/2047 | 6,187 | 4,557 | ||||||
| 3.850%, 06/15/2046 | 2,972 | 2,199 | ||||||
| 3.700%, 11/15/2059 | 1,150 | 750 | ||||||
| 3.000%, 12/01/2060 | 1,700 | 949 | ||||||
| Consumers Energy | ||||||||
| 4.350%, 04/15/2049 | 5,033 | 4,007 | ||||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (B) | 1,085 | 1,064 | ||||||
| Dominion Energy South Carolina | ||||||||
| 5.100%, 06/01/2065 | 295 | 250 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 10,018 | 9,686 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.950%, 06/15/2042 | $ | 80 | $ | 63 | ||||
| 3.700%, 03/15/2045 | 1,770 | 1,318 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 6.050%, 04/15/2038 | 1,180 | 1,225 | ||||||
| 6.000%, 01/15/2038 | 1,691 | 1,743 | ||||||
| 5.350%, 01/15/2053 | 1,982 | 1,788 | ||||||
| 5.300%, 02/15/2040 | 5,490 | 5,277 | ||||||
| 4.250%, 12/15/2041 | 4,685 | 3,929 | ||||||
| 4.000%, 09/30/2042 | 11,760 | 9,445 | ||||||
| 3.200%, 08/15/2049 | 930 | 604 | ||||||
| Duke Energy Florida LLC | ||||||||
| 5.950%, 11/15/2052 | 3,331 | 3,251 | ||||||
| 4.200%, 07/15/2048 | 2,000 | 1,540 | ||||||
| 3.400%, 10/01/2046 | 1,845 | 1,287 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.450%, 04/01/2039 | 3,040 | 3,237 | ||||||
| 5.900%, 05/15/2055 | 1,260 | 1,224 | ||||||
| 4.900%, 07/15/2043 | 830 | 741 | ||||||
| 3.750%, 05/15/2046 | 750 | 555 | ||||||
| 3.250%, 10/01/2049 | 4,145 | 2,702 | ||||||
| 2.750%, 04/01/2050 | 2,290 | 1,339 | ||||||
| Duke Energy Ohio | ||||||||
| 4.300%, 02/01/2049 | 605 | 469 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.050%, 03/15/2035 | 1,250 | 1,220 | ||||||
| 4.375%, 03/30/2044 | 2,880 | 2,371 | ||||||
| 4.200%, 08/15/2045 | 3,050 | 2,423 | ||||||
| 4.150%, 12/01/2044 | 975 | 774 | ||||||
| 4.100%, 03/15/2043 | 860 | 692 | ||||||
| 3.600%, 09/15/2047 | 3,000 | 2,123 | ||||||
| 2.500%, 08/15/2050 | 430 | 237 | ||||||
| Electricite de France | ||||||||
| 6.375%, 01/13/2055 (A) | 960 | 939 | ||||||
| 6.250%, 04/22/2066 (A) | 940 | 881 | ||||||
| Elm Road Generating Station Supercritical LLC | ||||||||
| 5.848%, 01/19/2041 (A) | 1,000 | 1,033 | ||||||
| Entergy Arkansas LLC | ||||||||
| 5.750%, 01/15/2056 | 2,988 | 2,819 | ||||||
| 4.200%, 04/01/2049 | 1,400 | 1,073 | ||||||
| 3.350%, 06/15/2052 | 2,445 | 1,573 | ||||||
| Entergy Louisiana LLC | ||||||||
| 6.200%, 09/15/2056 | 955 | 954 | ||||||
| 5.800%, 03/15/2055 | 2,100 | 1,989 | ||||||
| 5.700%, 03/15/2054 | 3,895 | 3,655 | ||||||
| 4.900%, 04/15/2036 | 250 | 238 | ||||||
| 4.200%, 09/01/2048 | 1,030 | 788 | ||||||
| 4.200%, 04/01/2050 | 1,445 | 1,093 | ||||||
| 3.100%, 06/15/2041 | 2,780 | 2,035 | ||||||
| 2.900%, 03/15/2051 | 4,475 | 2,657 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.800%, 04/15/2055 | 835 | 791 | ||||||
| 276 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Entergy Texas | ||||||||
| 3.550%, 09/30/2049 | $ | 1,190 | $ | 812 | ||||
| Essential Utilities | ||||||||
| 4.276%, 05/01/2049 | 685 | 529 | ||||||
| Evergy Kansas Central | ||||||||
| 5.700%, 03/15/2053 | 500 | 476 | ||||||
| 3.450%, 04/15/2050 | 2,665 | 1,803 | ||||||
| Evergy Metro | ||||||||
| 4.200%, 03/15/2048 | 1,000 | 772 | ||||||
| FirstEnergy Transmission LLC | ||||||||
| 4.550%, 04/01/2049 (A) | 350 | 278 | ||||||
| Florida Power & Light | ||||||||
| 5.800%, 03/15/2065 | 1,155 | 1,088 | ||||||
| 5.750%, 06/01/2056 | 575 | 552 | ||||||
| 5.700%, 03/15/2055 | 2,575 | 2,442 | ||||||
| 5.690%, 03/01/2040 | 9,318 | 9,256 | ||||||
| 5.600%, 06/15/2054 | 1,560 | 1,460 | ||||||
| 5.600%, 02/15/2066 | 3,605 | 3,288 | ||||||
| 4.550%, 10/01/2044 | 700 | 578 | ||||||
| 4.050%, 06/01/2042 | 2,100 | 1,714 | ||||||
| 4.050%, 10/01/2044 | 2,065 | 1,623 | ||||||
| 3.950%, 03/01/2048 | 2,610 | 1,962 | ||||||
| 3.800%, 12/15/2042 | 2,500 | 1,958 | ||||||
| 3.700%, 12/01/2047 | 791 | 571 | ||||||
| Georgia Power | ||||||||
| 4.300%, 03/15/2042 | 5,500 | 4,620 | ||||||
| Indiana Michigan Power | ||||||||
| 5.625%, 04/01/2053 | 655 | 612 | ||||||
| 5.600%, 03/15/2056 | 800 | 742 | ||||||
| 4.550%, 03/15/2046 | 780 | 645 | ||||||
| 4.250%, 08/15/2048 | 950 | 737 | ||||||
| Indianapolis Power & Light | ||||||||
| 5.050%, 08/15/2035 (A) | 855 | 834 | ||||||
| 4.650%, 06/01/2043 (A) | 1,750 | 1,453 | ||||||
| International Transmission | ||||||||
| 4.625%, 08/15/2043 | 1,525 | 1,285 | ||||||
| Jersey Central Power & Light | ||||||||
| 6.150%, 06/01/2037 | 775 | 792 | ||||||
| 5.100%, 01/15/2035 | 905 | 885 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 2,499 | 2,399 | ||||||
| 3.300%, 06/01/2050 | 1,270 | 829 | ||||||
| KeySpan Gas East | ||||||||
| 5.819%, 04/01/2041 (A) | 1,872 | 1,799 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 1,350 | 1,296 | ||||||
| MidAmerican Energy | ||||||||
| 5.500%, 11/15/2056 | 560 | 515 | ||||||
| 4.800%, 09/15/2043 | 4,910 | 4,295 | ||||||
| 4.400%, 10/15/2044 | 2,290 | 1,888 | ||||||
| 4.250%, 05/01/2046 | 1,925 | 1,531 | ||||||
| 4.250%, 07/15/2049 | 1,756 | 1,366 | ||||||
| 3.950%, 08/01/2047 | 520 | 392 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.650%, 08/01/2048 | $ | 2,705 | $ | 1,935 | ||||
| 3.150%, 04/15/2050 | 2,025 | 1,296 | ||||||
| Monongahela Power | ||||||||
| 5.850%, 02/15/2034 (A) | 565 | 580 | ||||||
| Narragansett Electric | ||||||||
| 4.170%, 12/10/2042 (A) | 1,000 | 803 | ||||||
| National Rural Utilities Cooperative Finance | ||||||||
| 4.400%, 11/01/2048 | 2,015 | 1,617 | ||||||
| 4.300%, 03/15/2049 | 2,968 | 2,356 | ||||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | 2,400 | 2,332 | ||||||
| 5.900%, 05/01/2053 | 1,025 | 985 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 6.625%, H15T5Y + 1.685%, 10/01/2066 (B) | 2,870 | 2,799 | ||||||
| 5.850%, 03/01/2056 | 785 | 732 | ||||||
| Niagara Mohawk Power | ||||||||
| 5.664%, 01/17/2054 (A) | 1,546 | 1,404 | ||||||
| 4.119%, 11/28/2042 (A) | 1,100 | 869 | ||||||
| 3.025%, 06/27/2050 (A) | 500 | 301 | ||||||
| NiSource | ||||||||
| 5.800%, 02/01/2042 | 900 | 861 | ||||||
| Northern States Power | ||||||||
| 6.250%, 06/01/2036 | 1,170 | 1,234 | ||||||
| 6.200%, 07/01/2037 | 5,055 | 5,328 | ||||||
| 5.650%, 06/15/2054 | 460 | 434 | ||||||
| 5.100%, 05/15/2053 | 1,100 | 956 | ||||||
| 4.500%, 06/01/2052 | 1,270 | 1,015 | ||||||
| 3.400%, 08/15/2042 | 214 | 160 | ||||||
| NSTAR Electric | ||||||||
| 4.950%, 09/15/2052 | 400 | 341 | ||||||
| 4.550%, 06/01/2052 | 2,360 | 1,898 | ||||||
| Oglethorpe Power | ||||||||
| 6.200%, 12/01/2053 | 520 | 514 | ||||||
| 5.375%, 11/01/2040 | 1,620 | 1,542 | ||||||
| 5.250%, 09/01/2050 | 1,235 | 1,084 | ||||||
| 4.500%, 04/01/2047 | 1,095 | 872 | ||||||
| 4.200%, 12/01/2042 | 1,990 | 1,544 | ||||||
| Ohio Edison | ||||||||
| 8.250%, 10/15/2038 | 655 | 800 | ||||||
| Oklahoma Gas and Electric | ||||||||
| 5.800%, 04/01/2055 | 1,245 | 1,193 | ||||||
| 5.600%, 04/01/2053 | 1,155 | 1,077 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 5.900%, 03/15/2056 (A) | 640 | 618 | ||||||
| 5.350%, 10/01/2052 | 351 | 316 | ||||||
| 5.300%, 06/01/2042 | 399 | 372 | ||||||
| 5.250%, 09/30/2040 | 4,736 | 4,456 | ||||||
| 4.950%, 09/15/2052 | 1,738 | 1,472 | ||||||
| 4.550%, 12/01/2041 | 3,765 | 3,240 | ||||||
| 4.100%, 11/15/2048 | 750 | 567 | ||||||
| 3.800%, 06/01/2049 | 4,875 | 3,482 | ||||||
| 3.700%, 05/15/2050 | 375 | 263 | ||||||
| SEI Institutional Investments Trust | 277 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.700%, 11/15/2051 | $ | 1,810 | $ | 1,021 | ||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 2,750 | 2,749 | ||||||
| 6.300%, 08/15/2056 | 790 | 751 | ||||||
| 6.150%, 03/01/2055 | 165 | 153 | ||||||
| 6.000%, 08/15/2035 | 185 | 186 | ||||||
| 5.900%, 10/01/2054 | 3,660 | 3,296 | ||||||
| 5.250%, 03/01/2052 | 110 | 90 | ||||||
| 4.950%, 07/01/2050 | 3,020 | 2,410 | ||||||
| 4.500%, 07/01/2040 | 1,515 | 1,257 | ||||||
| 4.450%, 04/15/2042 | 1,465 | 1,168 | ||||||
| 4.200%, 06/01/2041 | 650 | 511 | ||||||
| 3.500%, 08/01/2050 | 165 | 105 | ||||||
| PacifiCorp | ||||||||
| 6.250%, 10/15/2037 | 960 | 976 | ||||||
| 6.000%, 01/15/2039 | 1,070 | 1,060 | ||||||
| 5.800%, 01/15/2055 | 1,855 | 1,685 | ||||||
| 5.500%, 05/15/2054 | 615 | 538 | ||||||
| 4.100%, 02/01/2042 | 1,780 | 1,386 | ||||||
| 3.300%, 03/15/2051 | 820 | 506 | ||||||
| 2.900%, 06/15/2052 | 1,900 | 1,077 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 2,855 | 2,682 | ||||||
| 5.250%, 09/15/2054 | 595 | 530 | ||||||
| 4.800%, 10/15/2043 | 1,000 | 885 | ||||||
| 4.600%, 05/15/2052 | 1,435 | 1,154 | ||||||
| 3.050%, 03/15/2051 | 1,919 | 1,186 | ||||||
| Piedmont Natural Gas | ||||||||
| 4.650%, 08/01/2043 | 500 | 421 | ||||||
| 3.640%, 11/01/2046 | 1,300 | 918 | ||||||
| Potomac Electric Power | ||||||||
| 5.500%, 03/15/2054 | 1,313 | 1,207 | ||||||
| PPL Electric Utilities | ||||||||
| 4.750%, 07/15/2043 | 1,500 | 1,331 | ||||||
| 4.125%, 06/15/2044 | 3,445 | 2,752 | ||||||
| 3.950%, 06/01/2047 | 2,519 | 1,902 | ||||||
| Public Service Electric and Gas | ||||||||
| 6.050%, 08/01/2056 | 365 | 365 | ||||||
| 5.300%, 08/01/2054 | 2,100 | 1,892 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 5.500%, 03/01/2040 | 1,900 | 1,855 | ||||||
| 5.125%, 03/15/2053 | 400 | 353 | ||||||
| 4.150%, 11/01/2045 | 2,381 | 1,854 | ||||||
| 4.050%, 05/01/2048 | 1,281 | 977 | ||||||
| 4.000%, 06/01/2044 | 945 | 726 | ||||||
| 3.950%, 05/01/2042 | 209 | 169 | ||||||
| 3.650%, 09/01/2042 | 1,105 | 853 | ||||||
| 3.600%, 12/01/2047 | 3,240 | 2,313 | ||||||
| 3.200%, 08/01/2049 | 2,305 | 1,501 | ||||||
| Public Service of Colorado | ||||||||
| 6.200%, 08/15/2056 | 1,894 | 1,891 | ||||||
| 5.850%, 05/15/2055 | 1,200 | 1,148 | ||||||
| 4.500%, 06/01/2052 | 285 | 225 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.300%, 03/15/2044 | $ | 1,420 | $ | 1,165 | ||||
| 4.100%, 06/15/2048 | 475 | 363 | ||||||
| 4.050%, 09/15/2049 | 1,255 | 938 | ||||||
| 3.200%, 03/01/2050 | 1,010 | 646 | ||||||
| Public Service of New Hampshire | ||||||||
| 3.600%, 07/01/2049 | 1,420 | 994 | ||||||
| Public Service of Oklahoma | ||||||||
| 5.450%, 01/15/2036 | 295 | 290 | ||||||
| Puget Sound Energy | ||||||||
| 5.795%, 03/15/2040 | 130 | 129 | ||||||
| 5.598%, 09/15/2055 | 2,100 | 1,934 | ||||||
| 4.223%, 06/15/2048 | 2,470 | 1,918 | ||||||
| 2.893%, 09/15/2051 | 750 | 448 | ||||||
| San Diego Gas & Electric | ||||||||
| 5.950%, 03/15/2056 | 530 | 512 | ||||||
| 5.400%, 04/15/2035 | 1,235 | 1,224 | ||||||
| 4.100%, 06/15/2049 | 1,340 | 1,003 | ||||||
| 3.750%, 06/01/2047 | 2,000 | 1,457 | ||||||
| 3.320%, 04/15/2050 | 4,579 | 2,951 | ||||||
| Sempra | ||||||||
| 3.800%, 02/01/2038 | 850 | 699 | ||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | 725 | 684 | ||||||
| 5.900%, 03/01/2055 | 2,585 | 2,323 | ||||||
| 5.750%, 04/15/2054 | 115 | 102 | ||||||
| 4.125%, 03/01/2048 | 5,760 | 4,130 | ||||||
| 4.050%, 03/15/2042 | 4,900 | 3,731 | ||||||
| 4.000%, 04/01/2047 | 3,250 | 2,308 | ||||||
| Southern California Gas | ||||||||
| 6.000%, 06/15/2055 | 495 | 481 | ||||||
| 5.900%, 06/01/2056 | 425 | 404 | ||||||
| 5.750%, 06/01/2053 | 1,865 | 1,748 | ||||||
| 5.600%, 04/01/2054 | 555 | 508 | ||||||
| 4.300%, 01/15/2049 | 1,075 | 836 | ||||||
| 4.125%, 06/01/2048 | 2,280 | 1,730 | ||||||
| 3.750%, 09/15/2042 | 1,560 | 1,199 | ||||||
| Southern Gas Capital | ||||||||
| 5.875%, 03/15/2041 | 100 | 100 | ||||||
| 4.400%, 06/01/2043 | 825 | 681 | ||||||
| 4.400%, 05/30/2047 | 50 | 40 | ||||||
| 3.950%, 10/01/2046 | 800 | 597 | ||||||
| Southwest Gas | ||||||||
| 3.180%, 08/15/2051 | 1,065 | 679 | ||||||
| Southwestern Electric Power | ||||||||
| 6.200%, 03/15/2040 | 854 | 871 | ||||||
| 3.850%, 02/01/2048 | 1,320 | 938 | ||||||
| Southwestern Public Service | ||||||||
| 5.875%, 08/15/2056 | 2,520 | 2,403 | ||||||
| 4.500%, 08/15/2041 | 7,025 | 6,090 | ||||||
| 3.700%, 08/15/2047 | 1,370 | 988 | ||||||
| Tampa Electric | ||||||||
| 3.450%, 03/15/2051 | 850 | 571 | ||||||
| 278 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Tucson Electric Power | ||||||||
| 5.900%, 04/15/2055 | $ | 1,260 | $ | 1,219 | ||||
| 4.850%, 12/01/2048 | 1,620 | 1,367 | ||||||
| 4.000%, 06/15/2050 | 220 | 163 | ||||||
| 3.250%, 05/01/2051 | 1,000 | 646 | ||||||
| Union Electric | ||||||||
| 5.750%, 09/15/2056 | 2,995 | 2,845 | ||||||
| 5.550%, 03/15/2056 | 795 | 734 | ||||||
| 5.450%, 03/15/2053 | 2,090 | 1,915 | ||||||
| 5.125%, 03/15/2055 | 3,860 | 3,367 | ||||||
| Virginia Electric and Power | ||||||||
| 8.875%, 11/15/2038 | 2,114 | 2,671 | ||||||
| 6.350%, 11/30/2037 | 2,425 | 2,537 | ||||||
| 6.300%, 08/15/2056 | 2,149 | 2,171 | ||||||
| 5.700%, 03/15/2056 | 3,912 | 3,650 | ||||||
| 5.600%, 09/15/2055 | 3,165 | 2,913 | ||||||
| 5.450%, 04/01/2053 | 2,335 | 2,103 | ||||||
| 5.000%, 01/15/2034 | 935 | 911 | ||||||
| 4.650%, 08/15/2043 | 5,800 | 4,945 | ||||||
| 4.600%, 12/01/2048 | 1,730 | 1,408 | ||||||
| 4.450%, 02/15/2044 | 6,805 | 5,641 | ||||||
| 4.000%, 01/15/2043 | 300 | 237 | ||||||
| 4.000%, 11/15/2046 | 1,578 | 1,193 | ||||||
| 3.800%, 09/15/2047 | 805 | 585 | ||||||
| 2.950%, 11/15/2051 | 900 | 534 | ||||||
| 2.450%, 12/15/2050 | 1,040 | 560 | ||||||
| Vistra Operations LLC | ||||||||
| 5.550%, 04/30/2036 (A) | 705 | 684 | ||||||
| Wisconsin Electric Power | ||||||||
| 5.050%, 10/01/2054 | 1,461 | 1,278 | ||||||
| 4.300%, 10/15/2048 | 2,021 | 1,597 | ||||||
| 3.650%, 12/15/2042 | 2,310 | 1,717 | ||||||
| Wisconsin Power & Light | ||||||||
| 4.100%, 10/15/2044 | 325 | 249 | ||||||
| 3.650%, 04/01/2050 | 360 | 247 | ||||||
| Wisconsin Public Service | ||||||||
| 2.850%, 12/01/2051 | 1,000 | 594 | ||||||
| Xcel Energy | ||||||||
| 4.800%, 09/15/2041 | 1,907 | 1,630 | ||||||
| 458,719 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $2,699,844) ($ Thousands) | 2,353,507 | |||||||
| U.S. TREASURY OBLIGATIONS — 5.3% | ||||||||
| U.S. Treasury Bonds | ||||||||
| 6.012%, 05/15/2045 (C) | 5,103 | 1,891 | ||||||
| 5.205%, 08/15/2048 (C) | 7,365 | 2,276 | ||||||
| 5.183%, 11/15/2048 (C) | 7,455 | 2,273 | ||||||
| 5.125%, 08/15/2046 | 21,720 | 21,421 | ||||||
| 5.125%, 08/15/2056 | 3,683 | 3,620 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 5.000%, 05/15/2046 | $ | 6,859 | $ | 6,656 | ||||
| 5.000%, 05/15/2056 | 41,785 | 40,270 | ||||||
| 4.750%, 02/15/2056 | 3,068 | 2,841 | ||||||
| 4.625%, 02/15/2046 | 21,899 | 20,250 | ||||||
| 3.000%, 02/15/2049 | 8,555 | 5,977 | ||||||
| 2.500%, 05/15/2046 | 11,845 | 7,821 | ||||||
| 2.000%, 02/15/2050 | 16,320 | 9,078 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 1.875%, 01/15/2036 | 2,878 | 2,747 | ||||||
| 1.375%, 02/15/2044 | 4,210 | 3,325 | ||||||
| 0.750%, 02/15/2045 | 4,704 | 3,233 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.625%, 08/15/2036 | 6,358 | 6,297 | ||||||
| 4.125%, 02/15/2036 | 7,782 | 7,423 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $150,328) ($ Thousands) | 147,399 | |||||||
| MUNICIPAL BONDS — 3.2% | ||||||||
| California — 1.4% | ||||||||
| Bay Area, Toll Authority, Build America Project, RB | ||||||||
| 6.263%, 04/01/2049 | 3,795 | 3,819 | ||||||
| California State University, Ser B, RB | ||||||||
| 5.183%, 11/01/2053 | 2,225 | 2,036 | ||||||
| 3.899%, 11/01/2047 | 2,375 | 1,873 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.625%, 03/01/2040 | 2,510 | 2,877 | ||||||
| 7.600%, 11/01/2040 | 385 | 448 | ||||||
| 7.550%, 04/01/2039 | 1,535 | 1,769 | ||||||
| 7.500%, 04/01/2034 | 3,025 | 3,381 | ||||||
| 7.300%, 10/01/2039 | 13,085 | 14,548 | ||||||
| California State, GO | ||||||||
| 5.875%, 10/01/2041 | 1,745 | 1,785 | ||||||
| City of San Francisco California Public Utilities Commission Water Revenue, RB | ||||||||
| 6.950%, 11/01/2050 | 1,465 | 1,565 | ||||||
| Los Angeles, Community College District, Build America Project, GO | ||||||||
| 6.750%, 08/01/2049 | 1,025 | 1,082 | ||||||
| Regents of the University of California Medical Center, Ser N, RB | ||||||||
| 3.256%, 05/15/2060 | 1,250 | 762 | ||||||
| 3.006%, 05/15/2050 | 2,400 | 1,518 | ||||||
| San Diego County, Water Authority, Build America Project, RB | ||||||||
| 6.138%, 05/01/2049 | 990 | 1,003 | ||||||
| University of California, Ser AQ, RB | ||||||||
| 4.767%, 05/15/2115 | 976 | 754 | ||||||
| SEI Institutional Investments Trust | 279 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 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 | $ | 884 | ||||
| 40,104 | ||||||||
| District of Columbia — 0.0% | ||||||||
| District of Columbia, Water & Sewer Authority, RB | ||||||||
| 4.814%, 10/01/2114 | 530 | 419 | ||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 1,114 | 1,158 | ||||||
| Illinois — 0.1% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | 3,205 | 3,204 | ||||||
| Kansas — 0.1% | ||||||||
| Kansas State, Development Finance Authority, Ser H, RB | ||||||||
| 4.727%, 04/15/2037 | 2,640 | 2,551 | ||||||
| Maryland — 0.1% | ||||||||
| Maryland Economic Development, RB | ||||||||
| 5.433%, 05/31/2056 | 2,255 | 2,109 | ||||||
| Massachusetts — 0.1% | ||||||||
| Massachusetts State, Build America Project, GO | ||||||||
| 5.456%, 12/01/2039 | 3,085 | 3,064 | ||||||
| Missouri — 0.0% | ||||||||
| Missouri State, Health & Educational Facilities Authority, Ser A, RB | ||||||||
| 3.685%, 02/15/2047 | 675 | 503 | ||||||
| New Jersey — 0.1% | ||||||||
| New Jersey State, Turnpike Authority, Build America Project, RB | ||||||||
| 7.102%, 01/01/2041 | 2,460 | 2,738 | ||||||
| New York — 0.6% | ||||||||
| City of New York, Ser H, GO | ||||||||
| 5.935%, 02/01/2055 | 2,650 | 2,610 | ||||||
| New York & New Jersey, Port Authority, Ser 174, RB | ||||||||
| 4.458%, 10/01/2062 | 2,690 | 2,162 | ||||||
| New York & New Jersey, Port Authority, Ser 181, RB | ||||||||
| 4.960%, 08/01/2046 | 465 | 422 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| New York City, Municipal Water Finance Authority, Build America Project, RB | ||||||||
| 6.011%, 06/15/2042 | $ | 750 | $ | 754 | ||||
| 5.882%, 06/15/2044 | 500 | 491 | ||||||
| 5.724%, 06/15/2042 | 4,720 | 4,607 | ||||||
| 5.440%, 06/15/2043 | 3,000 | 2,820 | ||||||
| New York State, Dormitory Authority, Build America Project, RB | ||||||||
| 5.628%, 03/15/2039 | 1,265 | 1,269 | ||||||
| New York State, Empire State Development, Build America Project, RB | ||||||||
| 5.770%, 03/15/2039 | 1,315 | 1,328 | ||||||
| 16,463 | ||||||||
| Ohio — 0.1% | ||||||||
| American Municipal Power, Build America Project, RB | ||||||||
| 6.053%, 02/15/2043 | 3,245 | 3,210 | ||||||
| JobsOhio Beverage System, Ser A, RB | ||||||||
| 2.833%, 01/01/2038 (D) | 455 | 374 | ||||||
| 2.833%, 01/01/2038 | 5 | 4 | ||||||
| 3,588 | ||||||||
| Texas — 0.5% | ||||||||
| City of Houston, GO | ||||||||
| 3.961%, 03/01/2047 | 750 | 625 | ||||||
| Dallas County, Hospital District, Build America Project, Ser C, GO | ||||||||
| 5.621%, 08/15/2044 | 2,250 | 2,228 | ||||||
| Grand Parkway, Transportation Corp, Ser E, RB | ||||||||
| 5.184%, 10/01/2042 | 325 | 317 | ||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 2,220 | 2,343 | ||||||
| San Antonio, Electric & Gas Systems Revenue, Build America Project, RB | ||||||||
| 5.808%, 02/01/2041 | 2,800 | 2,821 | ||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | 3,791 | 3,762 | ||||||
| University of Texas, Board of Regents, Ser B, RB | ||||||||
| 2.439%, 08/15/2049 | 1,220 | 704 | ||||||
| 12,800 | ||||||||
| Virginia — 0.0% | ||||||||
| Virginia Commonwealth University, Health System Authority, Ser A, RB | ||||||||
| 4.956%, 01/01/2044 | 475 | 435 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $104,254) ($ Thousands) | 89,136 | |||||||
| 280 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT — 1.2% | ||||||||
| Abu Dhabi Government International Bond MTN | ||||||||
| 3.000%, 09/15/2051(A) | $ | 550 | $ | 335 | ||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 2,590 | 2,353 | ||||||
| 3.860%, 06/21/2047 | 295 | 221 | ||||||
| 3.500%, 01/25/2050 | 800 | 550 | ||||||
| 3.100%, 05/07/2041 | 6,815 | 4,999 | ||||||
| 3.100%, 01/22/2061 | 455 | 266 | ||||||
| Israel Government International Bond | ||||||||
| 5.875%, 01/13/2056 | 1,240 | 1,157 | ||||||
| 5.750%, 03/12/2054 | 2,715 | 2,484 | ||||||
| 4.125%, 01/17/2048 | 1,105 | 827 | ||||||
| 3.875%, 07/03/2050 | 2,945 | 2,053 | ||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | 5,195 | 5,299 | ||||||
| 6.750%, 02/09/2056 | 2,780 | 2,606 | ||||||
| Qatar Government International Bond | ||||||||
| 4.817%, 03/14/2049(A) | 220 | 190 | ||||||
| Republic of Poland Government International Bond | ||||||||
| 5.500%, 03/18/2054 | 4,235 | 3,779 | ||||||
| Romanian Government International Bond | ||||||||
| 7.500%, 02/10/2037(A) | 845 | 899 | ||||||
| Saudi Government International Bond | ||||||||
| 5.875%, 01/12/2056(A) | 5,310 | 4,918 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $36,106) ($ Thousands) | 32,936 | |||||||
| LOAN PARTICIPATION — 0.0% | ||||||||
| Discovery Global Holdings, Inc., Initial Dollar Term Loan | ||||||||
| 6.186%, 06/03/2033 (B) | 490 | 492 | ||||||
| Total Loan Participation | ||||||||
| (Cost $490) ($ Thousands) | 492 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 28,831,396 | 28,831 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $28,831) ($ Thousands) | 28,831 | |||||||
| Total Investments in Securities — 94.3% | ||||||||
| (Cost $3,019,853) ($ Thousands) | $ | 2,652,301 | ||||||
| SEI Institutional Investments Trust | 281 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Long Duration Credit Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 | 537 | Dec-2026 | $ | 110,434 | $ | 110,211 | $ | (223 | ) | |||||||||
| U.S. 5-Year Treasury Notes | 297 | Dec-2026 | 31,505 | 31,394 | (111 | ) | ||||||||||||
| U.S. Long Treasury Bonds | 63 | Dec-2026 | 6,853 | 6,843 | (10 | ) | ||||||||||||
| U.S. Ultra Long Treasury Bonds | 274 | Dec-2026 | 30,249 | 30,148 | (101 | ) | ||||||||||||
| Ultra 10-Year U.S. Treasury Notes | 630 | Dec-2026 | 69,196 | 68,936 | (260 | ) | ||||||||||||
| 248,237 | 247,532 | (705 | ) | |||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 5-Year Treasury Notes | (238) | Dec-2026 | $ | (25,283 | ) | $ | (25,158 | ) | $ | 125 | ||||||||
| U.S. Ultra Long Treasury Bonds | (229) | Dec-2026 | (25,267 | ) | (25,196 | ) | 71 | |||||||||||
| Ultra 10-Year U.S. Treasury Notes | (252) | Dec-2026 | (27,676 | ) | (27,574 | ) | 102 | |||||||||||
| (78,226 | ) | (77,928 | ) | 298 | ||||||||||||||
| $ | 170,011 | $ | 169,604 | $ | (407 | ) | ||||||||||||
| Percentages are based on Net Assets of $2,814,110 ($ Thousands). | |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $178,544 ($ Thousands), representing 6.3% 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 August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 25,265 | $ | 292,560 | $ | (288,994 | ) | $ | — | $ | — | $ | 28,831 | $ | 214 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 282 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES — 35.3% | ||||||||
| Automotive — 19.3% | ||||||||
| Ally Auto Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.030%, 07/17/2028 | $ | 310 | $ | 310 | ||||
| Ally Auto Receivables Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.910%, 11/15/2028 | 193 | 193 | ||||||
| Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B | ||||||||
| 5.827%, 05/17/2032 (A) | 594 | 600 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 | ||||||||
| 4.830%, 03/15/2028 (A) | 8 | 8 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2024-1, Cl B | ||||||||
| 5.380%, 06/18/2029 | 700 | 705 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A2 | ||||||||
| 6.050%, 07/15/2032 (A) | 15 | 15 | ||||||
| ARI Fleet Lease Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.890%, 07/15/2032 (A) | 943 | 949 | ||||||
| ARI Fleet Lease Trust, Ser 2024-A, Cl A2 | ||||||||
| 5.300%, 11/15/2032 (A) | 23 | 24 | ||||||
| ARI Fleet Lease Trust, Ser 2025-B, Cl A2 | ||||||||
| 4.590%, 03/15/2034 (A) | 192 | 192 | ||||||
| ARI Fleet Lease Trust, Ser 2026-A, Cl A2 | ||||||||
| 3.960%, 11/15/2034 (A) | 2,205 | 2,193 | ||||||
| ARI Fleet Lease Trust, Ser 2026-B, Cl A2 | ||||||||
| 4.340%, 02/15/2035 (A) | 115 | 115 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A | ||||||||
| 4.430%, 09/27/2027 | 97 | 97 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-2, Cl A3 | ||||||||
| 3.970%, 09/25/2028 | 585 | 583 | ||||||
| BMW Vehicle Lease Trust, Ser 2026-1, Cl A3 | ||||||||
| 4.150%, 05/25/2029 | 900 | 894 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 114 | 115 | ||||||
| BMW Vehicle Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.280%, 06/25/2029 | 360 | 360 | ||||||
| BofA Auto Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.180%, 10/15/2030 (A) | 385 | 382 | ||||||
| Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A2A | ||||||||
| 3.880%, 01/16/2029 | 1,072 | 1,071 | ||||||
| CarMax Auto Owner Trust, Ser 2023-2, Cl B | ||||||||
| 5.180%, 11/15/2028 | 885 | 889 | ||||||
| CarMax Auto Owner Trust, Ser 2024-4, Cl A4 | ||||||||
| 4.640%, 04/15/2030 | 415 | 414 | ||||||
| Carmax Auto Owner Trust, Ser 2026-3, Cl A2 | ||||||||
| 4.360%, 10/15/2029 | 265 | 265 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Carvana Auto Receivables Trust, Ser 2022- N1, Cl A2 | ||||||||
| 3.210%, 12/11/2028 (A) | $ | 72 | $ | 72 | ||||
| CFMT LLC, Ser 2021-AL1, Cl B | ||||||||
| 1.390%, 09/22/2031 (A) | 58 | 57 | ||||||
| Chesapeake IV Funding, Ser 2026-1A, Cl A2 | ||||||||
| 4.260%, 12/15/2028 (A) | 135 | 135 | ||||||
| Chesapeake IV Funding, Ser 2026-1A, Cl A3 | ||||||||
| 4.470%, 02/15/2030 (A) | 825 | 823 | ||||||
| CPS Auto Receivables Trust, Ser 2025-C, Cl B | ||||||||
| 4.710%, 12/17/2029 (A) | 1,390 | 1,390 | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 | ||||||||
| 5.560%, 04/22/2030 (A) | 14 | 14 | ||||||
| Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 | ||||||||
| 6.400%, 03/20/2030 (A) | 292 | 294 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | ||||||||
| 5.230%, 03/20/2030 (A) | 127 | 127 | ||||||
| Enterprise Fleet Financing LLC, Ser 2024-3, Cl A4 | ||||||||
| 5.060%, 03/20/2031 (A) | 200 | 201 | ||||||
| Enterprise Fleet Financing LLC, Ser 2025-2, Cl A3 | ||||||||
| 4.410%, 06/20/2029 (A) | 705 | 703 | ||||||
| Enterprise Fleet Financing LLC, Ser 2026-3, Cl A2 | ||||||||
| 4.500%, 05/21/2029 (A) | 330 | 329 | ||||||
| First Investors Auto Owner Trust, Ser 2023- 1A, Cl A | ||||||||
| 6.440%, 10/16/2028 (A) | 30 | 30 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.830%, 08/15/2028 | 294 | 293 | ||||||
| Ford Credit Auto Lease Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.390%, 03/15/2029 | 300 | 300 | ||||||
| Ford Credit Auto Owner Trust, Ser 2023-2, Cl A | ||||||||
| 5.280%, 02/15/2036 (A) | 875 | 884 | ||||||
| Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 4.650%, 02/15/2028 | 85 | 85 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-1, Cl A | ||||||||
| 4.870%, 08/15/2036 (A)(B) | 840 | 842 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.470%, 12/15/2027 | 216 | 216 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.910%, 04/15/2030 | 370 | 367 | ||||||
| SEI Institutional Investments Trust | 283 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Auto Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 3.990%, 09/15/2028 | $ | 352 | $ | 352 | ||||
| Ford Credit Auto Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.020%, 01/15/2029 | 925 | 923 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1 | ||||||||
| 4.630%, 04/15/2030 | 2,650 | 2,649 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.580%, 05/22/2028 | 500 | 501 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A | ||||||||
| 4.190%, 10/20/2027 | 176 | 176 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.170%, 08/21/2028 | 1,000 | 998 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A4 | ||||||||
| 4.200%, 08/20/2029 | 1,160 | 1,155 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A2 | ||||||||
| 3.770%, 04/20/2028 | 210 | 209 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A3 | ||||||||
| 3.880%, 01/22/2029 | 1,250 | 1,240 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-2, Cl A3 | ||||||||
| 4.300%, 03/20/2029 | 875 | 872 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2026-3, Cl A2A | ||||||||
| 4.330%, 10/20/2028 | 825 | 824 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 | ||||||||
| 4.660%, 02/16/2028 | 94 | 94 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.450%, 06/16/2028 | 534 | 536 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.400%, 02/16/2028 | 19 | 19 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A2A | ||||||||
| 3.880%, 12/18/2028 | 794 | 794 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-1, Cl A2A | ||||||||
| 3.770%, 03/16/2029 | 296 | 295 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-2, Cl A2A | ||||||||
| 4.050%, 05/16/2029 | 405 | 404 | ||||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2026-3, Cl A3 | ||||||||
| 4.440%, 07/16/2031 | 725 | 722 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| GMF Floorplan Owner Revolving Trust Series, Ser 2025-1A, Cl A1 | ||||||||
| 4.590%, 03/15/2029 (A) | $ | 1,160 | $ | 1,162 | ||||
| Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 | ||||||||
| 5.410%, 02/18/2028 | 221 | 222 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.300%, 01/18/2028 | 98 | 98 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2025-4, Cl A2A | ||||||||
| 4.040%, 06/15/2028 | 492 | 491 | ||||||
| Honda Auto Receivables Owner Trust, Ser 2026-1, Cl A3 | ||||||||
| 3.780%, 09/23/2030 | 175 | 173 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.600%, 06/15/2027 (A) | 237 | 237 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.580%, 09/15/2027 (A) | 132 | 132 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.360%, 07/17/2028 (A) | 925 | 924 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 05/15/2028 (A) | 527 | 525 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.970%, 12/15/2028 (A) | 850 | 844 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.060%, 09/15/2028 (A) | 925 | 922 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-C, Cl A2A | ||||||||
| 4.430%, 12/15/2028 (A) | 280 | 280 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025- A, Cl A3 | ||||||||
| 4.320%, 10/15/2029 | 720 | 720 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025- B, Cl A2A | ||||||||
| 4.450%, 08/15/2028 | 202 | 202 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025- C, Cl A3 | ||||||||
| 3.880%, 04/15/2030 | 455 | 451 | ||||||
| Hyundai Auto Receivables Trust, Ser 2025- D, Cl A2A | ||||||||
| 4.030%, 11/15/2028 | 712 | 711 | ||||||
| Hyundai Auto Receivables Trust, Ser 2026- A, Cl A3 | ||||||||
| 3.790%, 02/18/2031 | 310 | 305 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025- A, Cl A3 | ||||||||
| 4.610%, 04/16/2029 | 265 | 265 | ||||||
| 284 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl A | ||||||||
| 4.180%, 09/25/2030 (A) | $ | 2,255 | $ | 2,244 | ||||
| Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl B | ||||||||
| 4.420%, 09/25/2030 (A) | 635 | 632 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-1A, Cl A2 | ||||||||
| 5.120%, 03/15/2029 (A) | 250 | 251 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2 | ||||||||
| 4.420%, 09/15/2029 (A) | 1,500 | 1,497 | ||||||
| Nissan Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.900%, 05/15/2028 | 640 | 638 | ||||||
| Nissan Auto Lease Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.440%, 04/16/2029 | 370 | 370 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.930%, 03/15/2028 | 184 | 185 | ||||||
| Nissan Auto Receivables Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.490%, 12/17/2029 | 805 | 805 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 | ||||||||
| 5.790%, 01/22/2029 (A) | 119 | 119 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A2B | ||||||||
| 3.983%, SOFR30A + 0.340%, 03/22/2029 (A)(C) | 312 | 312 | ||||||
| Porsche Financial Auto Securitization Trust, Ser 2025-1A, Cl A3 | ||||||||
| 3.860%, 01/22/2031 (A) | 525 | 522 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.670%, 11/22/2027 (A) | 397 | 398 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.610%, 10/20/2028 (A) | 465 | 466 | ||||||
| Porsche Innovative Lease Owner Trust, Ser 2026-1A, Cl A2A | ||||||||
| 4.100%, 10/20/2028 | 175 | 175 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-4, Cl A2 | ||||||||
| 4.280%, 01/15/2029 | 138 | 138 | ||||||
| SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.670%, 11/15/2028 (A) | 95 | 95 | ||||||
| Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B | ||||||||
| 5.038%, 07/25/2031 (A) | 322 | 323 | ||||||
| Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C | ||||||||
| 5.185%, 07/25/2031 (A) | 286 | 287 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Securitized Term Auto Receivables Trust, Ser 2026-A, Cl B | ||||||||
| 4.284%, 03/25/2033 (A) | $ | 1,112 | $ | 1,102 | ||||
| SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3 | ||||||||
| 4.550%, 06/20/2030 (A) | 708 | 709 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A3 | ||||||||
| 4.440%, 12/20/2030 (A) | 420 | 420 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 | ||||||||
| 4.470%, 07/20/2028 (A) | 1,170 | 1,171 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A4 | ||||||||
| 4.500%, 03/20/2029 (A) | 1,005 | 1,005 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl B | ||||||||
| 4.740%, 04/20/2029 (A) | 407 | 407 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A4 | ||||||||
| 4.290%, 06/20/2029 (A) | 195 | 194 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A | ||||||||
| 4.460%, 03/15/2028 | 113 | 113 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A | ||||||||
| 4.290%, 06/15/2028 | 204 | 204 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2025-D, Cl A2B | ||||||||
| 3.957%, SOFR30A + 0.320%, 08/15/2028 (C) | 781 | 781 | ||||||
| Toyota Auto Receivables Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.800%, 12/15/2028 | 740 | 739 | ||||||
| Toyota Lease Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.210%, 09/20/2027 (A) | 149 | 149 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.960%, 11/20/2028 (A) | 620 | 616 | ||||||
| Toyota Lease Owner Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.820%, 02/20/2029 (A) | 545 | 540 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.510%, 06/15/2028 (A) | 42 | 42 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.430%, 12/20/2027 | 608 | 608 | ||||||
| Volkswagen Auto Lease Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.010%, 01/22/2029 | 505 | 503 | ||||||
| Volkswagen Auto Lease Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.060%, 08/21/2028 | 925 | 923 | ||||||
| SEI Institutional Investments Trust | 285 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Volkswagen Auto Loan Enhanced Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.000%, 08/21/2028 | $ | 490 | $ | 490 | ||||
| Westlake Automobile Receivables Trust, Ser 2026-1A, Cl A2A | ||||||||
| 4.020%, 09/15/2028 (A) | 200 | 200 | ||||||
| Westlake Automobile Receivables Trust, Ser 2026-P2, Cl A3 | ||||||||
| 4.590%, 07/15/2030 (A) | 350 | 349 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A | ||||||||
| 5.800%, 04/18/2038 (A) | 75 | 75 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A | ||||||||
| 6.460%, 08/18/2038 (A) | 145 | 146 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 | ||||||||
| 4.870%, 06/21/2039 (A) | 301 | 301 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 | ||||||||
| 4.570%, 01/18/2040 (A) | 646 | 646 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2025-3A, Cl A1 | ||||||||
| 4.080%, 09/18/2040 (A) | 500 | 496 | ||||||
| Wheels Fleet Lease Funding 1 LLC, Ser 2026-1A, Cl A2A | ||||||||
| 4.300%, 04/18/2039 (A) | 208 | 207 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.860%, 05/15/2031 | 285 | 281 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-C, Cl A2A | ||||||||
| 4.270%, 11/15/2029 | 715 | 714 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.250%, 09/17/2029 | 1,125 | 1,128 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.420%, 04/17/2028 | 290 | 290 | ||||||
| World Omni Automobile Lease Securitization Trust, Ser 2026-A, Cl A2A | ||||||||
| 4.020%, 12/15/2028 | 498 | 497 | ||||||
| 64,466 | ||||||||
| Credit Cards — 1.8% | ||||||||
| American Express Credit Account Master Trust, Ser 2023-2, Cl A | ||||||||
| 4.800%, 05/15/2030 | 140 | 141 | ||||||
| American Express Credit Account Master Trust, Ser 2024-3, Cl A | ||||||||
| 4.650%, 07/15/2029 | 1,750 | 1,755 | ||||||
| Evergreen Credit Card Trust, Ser 2025- CRT5, Cl B | ||||||||
| 5.240%, 05/15/2029 (A) | 920 | 924 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Synchrony Card Funding LLC, Ser 2024-A2, Cl A | ||||||||
| 4.930%, 07/15/2030 | $ | 500 | $ | 502 | ||||
| Synchrony Card Funding LLC, Ser 2026-A1, Cl A | ||||||||
| 4.180%, 03/15/2032 | 1,460 | 1,442 | ||||||
| Trillium Credit Card Trust II, Ser 2025-1A, Cl B | ||||||||
| 4.405%, 09/26/2030 (A) | 330 | 328 | ||||||
| WF Card Issuance Trust, Ser 2025-A1, Cl A | ||||||||
| 4.340%, 05/15/2030 | 1,005 | 1,003 | ||||||
| 6,095 | ||||||||
| Mortgage Related Securities — 0.6% | ||||||||
| JP Morgan Mortgage Acquisition Trust, Ser 2007-CH2, Cl MV2 | ||||||||
| 4.232%, TSFR1M + 0.564%, 01/25/2037 (C) | 385 | 377 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (A)(B) | 246 | 246 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055 (A)(B) | 1,264 | 1,262 | ||||||
| 1,885 | ||||||||
| Other Asset-Backed Securities — 13.6% | ||||||||
| Amur Equipment Finance Receivables XII LLC, Ser 2023-1A, Cl A2 | ||||||||
| 6.090%, 12/20/2029 (A) | 94 | 94 | ||||||
| Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 | ||||||||
| 5.380%, 01/21/2031 (A) | 326 | 328 | ||||||
| Amur Equipment Finance Receivables XV LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.700%, 09/22/2031 (A) | 438 | 439 | ||||||
| Amur Equipment Finance Receivables XVI LLC, Ser 2026-1A, Cl A2 | ||||||||
| 4.730%, 11/21/2033 (A) | 147 | 147 | ||||||
| Aqua Finance Trust, Ser 2021-A, Cl A | ||||||||
| 1.540%, 07/17/2046 (A) | 89 | 81 | ||||||
| Ares XXXIV CLO, Ser 2025-2A, Cl A1R4 | ||||||||
| 5.040%, TSFR3M + 1.290%, 07/17/2038 (A)(C) | 2,000 | 2,004 | ||||||
| Bain Capital Credit CLO, Ser 2025-2A, Cl AR3 | ||||||||
| 4.670%, TSFR3M + 0.920%, 10/17/2032 (A)(C) | 1,507 | 1,507 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.729%, TSFR3M + 1.000%, 10/20/2034 (A)(C) | 1,475 | 1,475 | ||||||
| Barings Equipment Finance LLC, Ser 2025- A, Cl A3 | ||||||||
| 4.820%, 08/13/2032 (A) | 875 | 875 | ||||||
| 286 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Barings Equipment Finance LLC, Ser 2025- B, Cl A2 | ||||||||
| 4.020%, 02/13/2029 (A) | $ | 216 | $ | 215 | ||||
| Barings Equipment Finance LLC, Ser 2026- A, Cl A2 | ||||||||
| 3.890%, 04/13/2029 (A) | 290 | 289 | ||||||
| Carlyle US CLO, Ser 2026-3A, Cl A1R2 | ||||||||
| 4.889%, TSFR3M + 1.160%, 04/20/2039 (A)(C) | 850 | 849 | ||||||
| CBAMR, Ser 2025-5A, Cl A1R | ||||||||
| 5.090%, TSFR3M + 1.340%, 10/17/2038 (A)(C) | 265 | 265 | ||||||
| CCG Receivables Trust, Ser 2025-1, Cl A2 | ||||||||
| 4.480%, 10/14/2032 (A) | 114 | 114 | ||||||
| CCG Receivables Trust, Ser 2025-2, Cl A2 | ||||||||
| 4.140%, 08/15/2034 (A) | 337 | 336 | ||||||
| CCG Receivables Trust, Ser 2026-1, Cl A2 | ||||||||
| 4.450%, 01/17/2034 (A) | 165 | 164 | ||||||
| CIFC Funding, Ser 2025-5A, Cl A1R2 | ||||||||
| 5.023%, TSFR3M + 1.270%, 10/15/2038 (A)(C) | 1,000 | 1,002 | ||||||
| CNH Equipment Trust, Ser 2022-C, Cl A3 | ||||||||
| 5.150%, 04/17/2028 | 242 | 242 | ||||||
| CNH Equipment Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.300%, 08/15/2028 | 204 | 204 | ||||||
| CNH Equipment Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.820%, 06/15/2029 | 638 | 636 | ||||||
| DLLAA LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.700%, 10/20/2027 (A) | 136 | 136 | ||||||
| DLLAA LLC, Ser 2026-1A, Cl A2 | ||||||||
| 4.420%, 05/21/2029 (A) | 210 | 210 | ||||||
| Dryden 94 CLO, Ser 2024-94A, Cl AR | ||||||||
| 5.113%, TSFR3M + 1.360%, 10/15/2037 (A)(C) | 700 | 700 | ||||||
| GP-Honor Collateral Trust, Ser 2026-A, Cl A | ||||||||
| 5.110%, 07/15/2030 (A) | 1,400 | 1,399 | ||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (A) | 332 | 330 | ||||||
| Hilton Grand Vacations Trust, Ser 2023-1A, Cl A | ||||||||
| 5.720%, 01/25/2038 (A) | 172 | 174 | ||||||
| HINNT LLC, Ser 2024-A, Cl A | ||||||||
| 5.490%, 03/15/2043 (A) | 618 | 622 | ||||||
| HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.070%, 11/22/2032 (A) | 305 | 305 | ||||||
| John Deere Owner Trust, Ser 2026-A, Cl A2A | ||||||||
| 3.850%, 12/15/2028 | 185 | 184 | ||||||
| John Deere Owner Trust, Ser 2026-B, Cl A2A | ||||||||
| 4.300%, 04/16/2029 | 295 | 295 | ||||||
| Kubota Credit Owner Trust, Ser 2024-2A, Cl A4 | ||||||||
| 5.190%, 05/15/2030 (A) | 875 | 883 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.610%, 12/15/2027 (A) | $ | 443 | $ | 443 | ||||
| Kubota Credit Owner Trust, Ser 2025-2A, Cl A2 | ||||||||
| 4.480%, 04/17/2028 (A) | 115 | 115 | ||||||
| Kubota Credit Owner Trust, Ser 2026-1A, Cl A2 | ||||||||
| 3.840%, 01/16/2029 (A) | 195 | 194 | ||||||
| Kubota Credit Owner Trust, Ser 2026-2A, Cl A2 | ||||||||
| 4.400%, 04/16/2029 (A) | 155 | 155 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A | ||||||||
| 2.400%, 10/15/2068 (A) | 95 | 93 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
| 1.690%, 05/15/2069 (A) | 289 | 275 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (A) | 494 | 452 | ||||||
| Neuberger Berman Loan Advisers CLO 50, Ser 2026-50A, Cl AR2 | ||||||||
| 4.792%, TSFR3M + 1.040%, 07/23/2036 (A)(C) | 170 | 170 | ||||||
| NYCTL Trust, Ser 2025-A, Cl A | ||||||||
| 4.840%, 11/10/2038 (A) | 672 | 663 | ||||||
| Octane Recievables Trust, Ser 2026-RVM1, Cl A | ||||||||
| 4.920%, 06/20/2047 (A) | 470 | 470 | ||||||
| OneMain Financial Issuance Trust, Ser 2022-S1, Cl A | ||||||||
| 4.130%, 05/14/2035 (A) | 82 | 82 | ||||||
| Palmer Square CLO, Ser 2021-3A, Cl A1R | ||||||||
| 5.043%, TSFR3M + 1.290%, 10/15/2038 (A)(C) | 760 | 761 | ||||||
| Palmer Square Loan Funding, Ser 2025-3A, Cl A1 | ||||||||
| 4.703%, TSFR3M + 0.950%, 01/15/2034 (A)(C) | 728 | 728 | ||||||
| Palmer Square Loan Funding, Ser 2026-1A, Cl A2R | ||||||||
| 4.903%, TSFR3M + 1.150%, 10/15/2032 (A)(C) | 925 | 925 | ||||||
| Palmer Square Loan Funding, Ser 2026-3A, Cl A1R | ||||||||
| 4.577%, TSFR3M + 0.820%, 08/08/2032 (A)(C) | 719 | 718 | ||||||
| PFS Financing, Ser 2025-A, Cl B | ||||||||
| 5.000%, 01/15/2029 (A) | 800 | 801 | ||||||
| PFS Financing, Ser 2025-B, Cl A | ||||||||
| 4.850%, 02/15/2030 (A) | 545 | 547 | ||||||
| SEI Institutional Investments Trust | 287 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SCF Equipment Leasing LLC, Ser 2025-2A, Cl A2 | ||||||||
| 4.260%, 12/22/2031 (A) | $ | 1,328 | $ | 1,325 | ||||
| SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 | ||||||||
| 4.820%, 07/22/2030 (A) | 10 | 10 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2025-2A, Cl A | ||||||||
| 4.720%, 04/20/2044 (A) | 1,074 | 1,064 | ||||||
| Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 | ||||||||
| 4.879%, TSFR3M + 1.150%, 10/20/2034 (A)(C) | 1,600 | 1,600 | ||||||
| SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A | ||||||||
| 4.800%, 02/27/2034 (A) | 263 | 263 | ||||||
| STAR Trust, Ser 2024-SFR4, Cl B | ||||||||
| 5.739%, TSFR1M + 2.100%, 10/17/2041 (A)(C) | 425 | 425 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl A | ||||||||
| 5.090%, TSFR1M + 1.450%, 02/17/2042 (A)(C) | 399 | 400 | ||||||
| STAR Trust, Ser 2025-SFR5, Cl B | ||||||||
| 5.390%, TSFR1M + 1.750%, 02/17/2042 (A)(C) | 800 | 799 | ||||||
| STAR Trust, Ser 2026-SFR7, Cl A | ||||||||
| 5.040%, TSFR1M + 1.400%, 05/17/2043 (A)(C) | 884 | 884 | ||||||
| Tricon Residential Trust, Ser 2024-SFR2, Cl A | ||||||||
| 4.750%, 06/17/2040 (A) | 547 | 542 | ||||||
| Tricon Residential Trust, Ser 2026-SFR1, Cl A | ||||||||
| 4.740%, TSFR1M + 1.100%, 02/17/2043 (A)(C) | 482 | 481 | ||||||
| Tricon Residential Trust, Ser 2026-SFR1, Cl B | ||||||||
| 4.990%, TSFR1M + 1.350%, 02/17/2043 (A)(C) | 485 | 485 | ||||||
| Tricon Trust, Ser 2026-SFR2, Cl A | ||||||||
| 4.939%, TSFR1M + 1.300%, 06/17/2043 (A)(C) | 1,155 | 1,156 | ||||||
| Tricon Trust, Ser 2026-SFR2, Cl B | ||||||||
| 5.039%, TSFR1M + 1.400%, 06/17/2043 (A)(C) | 1,145 | 1,145 | ||||||
| Trinity Rail Leasing 2020 LLC, Ser 2020-2A, Cl A2 | ||||||||
| 2.560%, 11/19/2050 (A) | 1,255 | 1,216 | ||||||
| Triumph Rail Holdings LLC, Ser 2021-2, Cl A | ||||||||
| 2.150%, 06/19/2051 (A) | 424 | 415 | ||||||
| Triumph Rail I LLC, Ser 2026-1, Cl B | ||||||||
| 5.180%, 07/17/2056 (A) | 1,125 | 1,124 | ||||||
| TRP 2021 LLC, Ser 2021-1, Cl A | ||||||||
| 2.070%, 06/19/2051 (A) | 731 | 714 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| TSTAT, Ser 2026-1A, Cl AR3 | ||||||||
| 4.669%, TSFR3M + 0.940%, 01/20/2032 (A)(C) | $ | 575 | $ | 575 | ||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (A) | 1,120 | 1,070 | ||||||
| USQ Rail II LLC, Ser 2021-3A, Cl A | ||||||||
| 2.210%, 06/28/2051 (A) | 1,430 | 1,395 | ||||||
| Verizon Master Trust Series, Ser 2025-9, Cl A1A | ||||||||
| 3.960%, 10/21/2030 | 360 | 358 | ||||||
| Verizon Master Trust Series, Ser 2026-1, Cl A1A | ||||||||
| 3.940%, 02/20/2031 | 925 | 917 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl B | ||||||||
| 4.420%, 08/20/2030 | 895 | 893 | ||||||
| Verizon Master Trust, Ser 2025-1, Cl A | ||||||||
| 4.710%, 01/21/2031 | 320 | 321 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2025-2A, Cl A2 | ||||||||
| 3.960%, 06/15/2028 (A) | 202 | 202 | ||||||
| Volvo Financial Equipment LLC Series, Ser 2026-1A, Cl A3 | ||||||||
| 3.930%, 05/15/2030 (A) | 740 | 730 | ||||||
| Voya CLO, Ser 2017-3A, Cl A1RR | ||||||||
| 4.789%, TSFR3M + 1.060%, 04/20/2034 (A)(C) | 1,054 | 1,054 | ||||||
| 45,659 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $118,392) ($ Thousands) | 118,105 | |||||||
| CORPORATE OBLIGATIONS — 34.2% | ||||||||
| Communication Services — 1.8% | ||||||||
| Alphabet | ||||||||
| 4.500%, 08/10/2028 | 850 | 850 | ||||||
| AT&T | ||||||||
| 4.250%, 03/01/2027 | 2,410 | 2,408 | ||||||
| NTT Finance | ||||||||
| 4.741%, 03/31/2028 (A) | 875 | 873 | ||||||
| 4.567%, 07/16/2027 (A) | 1,985 | 1,986 | ||||||
| 6,117 | ||||||||
| Consumer Discretionary — 4.4% | ||||||||
| Amazon.com | ||||||||
| 4.600%, 07/09/2029 | 1,740 | 1,732 | ||||||
| 3.850%, 03/13/2028 | 925 | 916 | ||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 07/09/2027 | 2,055 | 2,057 | ||||||
| 2.300%, 09/09/2026 | 900 | 899 | ||||||
| BMW US Capital LLC | ||||||||
| 4.300%, 03/17/2028 (A) | 925 | 919 | ||||||
| 288 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Element Fleet Management | ||||||||
| 5.643%, 03/13/2027 (A) | $ | 635 | $ | 638 | ||||
| General Motors Financial | ||||||||
| 4.350%, 01/17/2027 | 1,715 | 1,714 | ||||||
| Hyundai Capital America | ||||||||
| 5.250%, 01/08/2027 (A) | 2,265 | 2,272 | ||||||
| 4.875%, 06/23/2027 (A) | 675 | 678 | ||||||
| Marriott International | ||||||||
| 4.200%, 07/15/2027 | 550 | 549 | ||||||
| Mercedes-Benz Finance North America LLC | ||||||||
| 4.125%, 03/10/2028 (A) | 925 | 916 | ||||||
| Toyota Motor Credit | ||||||||
| 4.500%, 05/14/2027 | 650 | 651 | ||||||
| Toyota Motor Credit MTN | ||||||||
| 3.750%, 01/12/2028 | 925 | 916 | ||||||
| 14,857 | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Mars | ||||||||
| 4.450%, 03/01/2027 (A) | 2,775 | 2,778 | ||||||
| Energy — 1.2% | ||||||||
| Enbridge | ||||||||
| 3.700%, 07/15/2027 | 1,480 | 1,469 | ||||||
| ONEOK | ||||||||
| 5.550%, 11/01/2026 | 2,505 | 2,508 | ||||||
| 3,977 | ||||||||
| Financials — 19.2% | ||||||||
| ABN AMRO Bank | ||||||||
| 6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(C) | 700 | 700 | ||||||
| 4.988%, H15T1Y + 0.780%, 12/03/2028 (A)(C) | 2,210 | 2,216 | ||||||
| American Express | ||||||||
| 4.009%, SOFR + 0.581%, 02/09/2029 (C) | 2,775 | 2,749 | ||||||
| Ares Capital | ||||||||
| 7.000%, 01/15/2027 | 475 | 479 | ||||||
| Athene Global Funding | ||||||||
| 4.596%, SOFR + 0.950%, 04/19/2027 (A)(C) | 900 | 903 | ||||||
| Aviation Capital Group LLC | ||||||||
| 1.950%, 09/20/2026 (A) | 825 | 824 | ||||||
| Avolon Holdings Funding | ||||||||
| 2.528%, 11/18/2027 (A) | 1,700 | 1,654 | ||||||
| Bank of America | ||||||||
| 4.623%, SOFR + 1.110%, 05/09/2029 (C) | 580 | 579 | ||||||
| Bank of America MTN | ||||||||
| 2.087%, SOFR + 1.060%, 06/14/2029 (C) | 2,575 | 2,456 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Blackstone Holdings Finance LLC | ||||||||
| 5.900%, 11/03/2027 (A) | $ | 850 | $ | 860 | ||||
| BPCE | ||||||||
| 5.203%, 01/18/2027 (A) | 600 | 602 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 5.237%, 06/28/2027 | 515 | 519 | ||||||
| 4.243%, SOFRINDX + 0.600%, 09/08/2028 (C) | 2,055 | 2,047 | ||||||
| Citigroup | ||||||||
| 3.887%, TSFR3M + 1.825%, 01/10/2028 (C) | 2,180 | 2,175 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (C) | 925 | 917 | ||||||
| Cooperatieve Rabobank UA | ||||||||
| 5.500%, 10/05/2026 | 750 | 752 | ||||||
| 4.655%, H15T1Y + 1.750%, 08/22/2028 (A)(C) | 2,150 | 2,151 | ||||||
| 4.372%, 05/27/2027 | 1,125 | 1,125 | ||||||
| Danske Bank MTN | ||||||||
| 4.662%, H15T1Y + 0.750%, 03/27/2029 (A)(C) | 900 | 899 | ||||||
| Deutsche Bank NY | ||||||||
| 6.720%, SOFR + 3.180%, 01/18/2029 (C) | 2,065 | 2,114 | ||||||
| 4.875%, SOFR + 1.219%, 11/16/2027 (C) | 1,100 | 1,102 | ||||||
| Equitable America Global Funding | ||||||||
| 3.950%, 09/15/2027 (A) | 130 | 129 | ||||||
| F&G Global Funding MTN | ||||||||
| 5.875%, 06/10/2027 (A) | 350 | 353 | ||||||
| Fidelity National Information Services | ||||||||
| 4.450%, 03/10/2028 | 355 | 353 | ||||||
| Fifth Third Bancorp | ||||||||
| 6.361%, SOFRINDX + 2.192%, 10/27/2028 (C) | 2,020 | 2,054 | ||||||
| Goldman Sachs Group | ||||||||
| 4.574%, SOFR + 0.920%, 10/21/2027 (C) | 550 | 551 | ||||||
| 3.691%, TSFR3M + 1.772%, 06/05/2028 (C) | 2,155 | 2,140 | ||||||
| Guardian Life Global Funding | ||||||||
| 5.550%, 10/28/2027 (A) | 1,180 | 1,194 | ||||||
| JPMorgan Chase | ||||||||
| 4.005%, TSFR3M + 1.382%, 04/23/2029 (C) | 2,835 | 2,802 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.625%, 05/28/2028 (A) | 650 | 647 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.462%, H15T1Y + 1.375%, 01/05/2028 (C) | 470 | 471 | ||||||
| LPL Holdings | ||||||||
| 5.700%, 05/20/2027 | 2,160 | 2,176 | ||||||
| SEI Institutional Investments Trust | 289 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Macquarie Bank MTN | ||||||||
| 3.915%, 02/03/2028 (A) | $ | 925 | $ | 917 | ||||
| Manufacturers & Traders Trust | ||||||||
| 4.762%, SOFR + 0.950%, 07/06/2028 (C) | 880 | 880 | ||||||
| Metropolitan Life Global Funding I | ||||||||
| 4.250%, 04/13/2028 (A) | 900 | 894 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.164%, SOFR + 1.590%, 04/20/2029 (C) | 2,440 | 2,456 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (C) | 490 | 482 | ||||||
| Nationwide Building Society | ||||||||
| 6.557%, SOFR + 1.910%, 10/18/2027 (A)(C) | 500 | 501 | ||||||
| New York Life Global Funding MTN | ||||||||
| 5.450%, 09/18/2026 (A) | 750 | 751 | ||||||
| 4.850%, 01/09/2028 (A) | 2,400 | 2,407 | ||||||
| Nordea Bank Abp MTN | ||||||||
| 1.500%, 09/30/2026 (A) | 825 | 823 | ||||||
| PNC Financial Services Group | ||||||||
| 6.615%, SOFRINDX + 1.730%, 10/20/2027 (C) | 375 | 376 | ||||||
| 5.300%, SOFR + 1.342%, 01/21/2028 (C) | 440 | 442 | ||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (C) | 925 | 918 | ||||||
| Principal Life Global Funding II | ||||||||
| 5.000%, 01/16/2027 (A) | 485 | 486 | ||||||
| Skandinaviska Enskilda Banken | ||||||||
| 1.200%, 09/09/2026 (A) | 825 | 824 | ||||||
| Standard Chartered | ||||||||
| 6.301%, H15T1Y + 2.450%, 01/09/2029 (A)(C) | 1,640 | 1,669 | ||||||
| Swedbank | ||||||||
| 6.136%, 09/12/2026 (A) | 700 | 700 | ||||||
| Toronto-Dominion Bank | ||||||||
| 3.913%, 01/13/2028 | 925 | 916 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (C) | 2,145 | 2,126 | ||||||
| UBS | ||||||||
| 4.864%, SOFR + 0.720%, 01/10/2028 (C) | 550 | 551 | ||||||
| US Bank | ||||||||
| 4.507%, SOFR + 0.690%, 10/22/2027 (C) | 2,185 | 2,185 | ||||||
| Wells Fargo | ||||||||
| 4.577%, SOFR + 0.720%, 05/20/2029 (C) | 2,315 | 2,307 | ||||||
| 64,304 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Health Care — 1.0% | ||||||||
| Augusta SpinCo | ||||||||
| 4.321%, 09/23/2027 | $ | 925 | $ | 922 | ||||
| HCA | ||||||||
| 4.514%, SOFR + 0.870%, 03/01/2028 (C) | 590 | 592 | ||||||
| Pfizer | ||||||||
| 3.875%, 11/15/2027 | 900 | 895 | ||||||
| Solventum | ||||||||
| 5.450%, 02/25/2027 | 154 | 154 | ||||||
| Stryker | ||||||||
| 4.550%, 02/10/2027 | 775 | 776 | ||||||
| 3,339 | ||||||||
| Industrials — 1.8% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 6.100%, 01/15/2027 | 500 | 502 | ||||||
| 2.450%, 10/29/2026 | 375 | 374 | ||||||
| Air Lease | ||||||||
| 2.200%, 01/15/2027 | 1,830 | 1,814 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.500%, 01/07/2027 | 775 | 776 | ||||||
| Howmet Aerospace | ||||||||
| 3.750%, 03/03/2028 | 925 | 913 | ||||||
| John Deere Capital | ||||||||
| 4.500%, 01/08/2027 | 775 | 776 | ||||||
| PACCAR Financial MTN | ||||||||
| 3.900%, 02/05/2029 | 745 | 733 | ||||||
| 5,888 | ||||||||
| Information Technology — 0.5% | ||||||||
| Salesforce | ||||||||
| 4.500%, 03/15/2028 | 1,755 | 1,752 | ||||||
| Materials — 0.3% | ||||||||
| Rio Tinto Finance USA | ||||||||
| 4.375%, 03/12/2027 | 1,010 | 1,010 | ||||||
| Utilities — 3.2% | ||||||||
| Alliant Energy Finance LLC | ||||||||
| 5.400%, 06/06/2027 (A) | 595 | 598 | ||||||
| Consumers 2023 Securitization Funding LLC | ||||||||
| 5.550%, 03/01/2028 | 121 | 121 | ||||||
| DTE Electric | ||||||||
| 4.250%, 05/14/2027 | 365 | 365 | ||||||
| Duke Energy Progress NC Storm Funding LLC | ||||||||
| 1.295%, 07/01/2028 | 158 | 153 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 4.150%, 03/15/2028 (A) | 925 | 918 | ||||||
| 290 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Georgia Power | ||||||||
| 4.077%, SOFRINDX + 0.420%, 11/22/2027 (C) | $ | 725 | $ | 726 | ||||
| 3.926%, SOFRINDX + 0.280%, 09/15/2026 (C) | 1,175 | 1,175 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 3.950%, 12/10/2027 | 1,690 | 1,681 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 4.457%, SOFRINDX + 0.800%, 02/04/2028 (C) | 1,990 | 1,998 | ||||||
| NYSEG Storm Funding LLC | ||||||||
| 4.713%, 05/01/2029 | 732 | 732 | ||||||
| Pacific Gas and Electric | ||||||||
| 5.000%, 06/04/2028 | 1,625 | 1,629 | ||||||
| WEC Energy Group | ||||||||
| 4.750%, 01/15/2028 | 540 | 541 | ||||||
| 10,637 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $114,880) ($ Thousands) | 114,659 | |||||||
| MORTGAGE-BACKED SECURITIES — 13.7% | ||||||||
| Agency Mortgage-Backed Obligations — 4.3% | ||||||||
| FHLMC | ||||||||
| 3.000%, 03/01/2030 to 09/01/2030 | 887 | 867 | ||||||
| 2.500%, 10/01/2031 | 634 | 606 | ||||||
| FHLMC CMO, Ser 2018-4783, Cl BV | ||||||||
| 4.000%, 03/15/2037 | 85 | 85 | ||||||
| FHLMC CMO, Ser 2019-4938, Cl CA | ||||||||
| 2.500%, 04/25/2048 | 735 | 695 | ||||||
| FHLMC CMO, Ser 2021-5081, Cl HE | ||||||||
| 1.000%, 01/15/2044 | 117 | 104 | ||||||
| FHLMC REMICS CMO, Ser 2013-4150, Cl GE | ||||||||
| 2.000%, 01/15/2033 | 1,526 | 1,440 | ||||||
| FHLMC REMICS CMO, Ser 2013-4166, Cl PV | ||||||||
| 3.250%, 07/15/2037 | 1,171 | 1,165 | ||||||
| FHLMC REMICS CMO, Ser 2014-4385, Cl EU | ||||||||
| 3.000%, 04/15/2035 | 1,176 | 1,167 | ||||||
| FHLMC REMICS CMO, Ser 2015-4479, Cl TA | ||||||||
| 3.000%, 07/15/2034 | 538 | 531 | ||||||
| FHLMC STRIP CMO, Ser 2026-431, Cl LB | ||||||||
| 4.000%, 04/25/2027 | 1,739 | 1,733 | ||||||
| FHLMC STRIPS CMO, Ser 2026-470, Cl FA | ||||||||
| 4.043%, SOFR30A + 0.400%, 08/25/2029(C) | 1,657 | 1,645 | ||||||
| FNMA | ||||||||
| 6.000%, 01/01/2027 to 04/01/2040 | 46 | 48 | ||||||
| 3.500%, 11/01/2034 | 21 | 20 | ||||||
| 3.000%, 10/01/2030 | 84 | 82 | ||||||
| 2.500%, 06/01/2029 | 998 | 985 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA ARM | ||||||||
| 5.840%, H15T1Y + 2.215%, 01/01/2029(C) | $ | 1 | $ | 1 | ||||
| FNMA CMO, Ser 2001-33, Cl FA | ||||||||
| 4.208%, SOFR30A + 0.564%, 07/25/2031(C) | 1 | 1 | ||||||
| FNMA CMO, Ser 2011-99, Cl KB | ||||||||
| 3.500%, 10/25/2026 | – | – | ||||||
| FNMA CMO, Ser 2013-1, Cl DC | ||||||||
| 2.000%, 02/25/2033 | 399 | 371 | ||||||
| FNMA CMO, Ser 2016-99, Cl H | ||||||||
| 3.000%, 08/25/2043 | 23 | 22 | ||||||
| FNMA CMO, Ser 2023-16, Cl VE | ||||||||
| 5.500%, 03/25/2034 | 388 | 390 | ||||||
| FNMA REMICS CMO, Ser 2012-137, Cl UE | ||||||||
| 1.750%, 09/25/2041 | 59 | 57 | ||||||
| FNMA REMICS CMO, Ser 2015-57, Cl CA | ||||||||
| 3.000%, 08/25/2034 | 103 | 102 | ||||||
| FNMA REMICS CMO, Ser 2016-81, Cl PA | ||||||||
| 3.000%, 02/25/2044 | 287 | 286 | ||||||
| FNMA REMICS CMO, Ser 2023-32, Cl BD | ||||||||
| 5.500%, 07/25/2042 | 1,317 | 1,326 | ||||||
| GNMA CMO, Ser 2013-88, Cl WC | ||||||||
| 2.000%, 11/20/2041 | 127 | 125 | ||||||
| GNMA CMO, Ser 2025-47, Cl HA | ||||||||
| 5.000%, 11/20/2052 | 572 | 563 | ||||||
| 14,417 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 9.4% | ||||||||
| ALA Trust, Ser 2025-OANA, Cl A | ||||||||
| 5.382%, TSFR1M + 1.743%, 06/15/2040(A)(C) | 1,840 | 1,849 | ||||||
| Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 | ||||||||
| 2.466%, 12/25/2059(A)(C) | 8 | 8 | ||||||
| BANK, Ser 2017-BNK7, Cl ASB | ||||||||
| 3.265%, 09/15/2060 | 30 | 30 | ||||||
| BOCA Commercial Mortgage Trust, Ser 2025-BOCA, Cl A | ||||||||
| 5.239%, TSFR1M + 1.600%, 12/15/2042(A)(C) | 1,750 | 1,757 | ||||||
| BRAVO Residential Funding Trust, Ser 2021- NQM1, Cl A1 | ||||||||
| 0.941%, 02/25/2049(A)(C) | 98 | 92 | ||||||
| BRAVO Residential Funding Trust, Ser 2021- NQM2, Cl A1 | ||||||||
| 0.970%, 03/25/2060(A)(C) | 10 | 10 | ||||||
| BRAVO Residential Funding Trust, Ser 2021- NQM3, Cl A1 | ||||||||
| 1.699%, 04/25/2060(A)(C) | 178 | 165 | ||||||
| BX Commercial Mortgage Trust, Ser 2026- CSMO, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 02/15/2043(A)(C) | 1,330 | 1,333 | ||||||
| SEI Institutional Investments Trust | 291 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Commercial Mortgage Trust, Ser 2026- CSMO, Cl B | ||||||||
| 5.339%, TSFR1M + 1.700%, 02/15/2043(A)(C) | $ | 280 | $ | 282 | ||||
| BX Commercial Mortgage Trust, Ser 2026- VLT9, Cl B | ||||||||
| 5.789%, TSFR1M + 2.150%, 03/15/2045(A)(C) | 1,665 | 1,660 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2018- RP2, Cl A1 | ||||||||
| 3.182%, 02/25/2058(A)(C) | 50 | 49 | ||||||
| COLT Funding LLC, Ser 2021-3R, Cl A1 | ||||||||
| 1.051%, 12/25/2064(A)(C) | 140 | 128 | ||||||
| COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 | ||||||||
| 1.325%, 10/26/2065(A)(C) | 56 | 53 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.910%, 06/25/2066(A)(C) | 241 | 208 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(C) | 357 | 303 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 | ||||||||
| 0.798%, 07/27/2054(A) | 115 | 102 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(C) | 647 | 543 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 | ||||||||
| 1.110%, 10/25/2066(A)(C) | 587 | 499 | ||||||
| COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 | ||||||||
| 0.857%, 05/25/2065(A)(C) | 222 | 200 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 12/25/2041(A)(C) | 941 | 942 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 | ||||||||
| 5.543%, SOFR30A + 1.900%, 12/25/2041(A)(C) | 1,539 | 1,541 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 | ||||||||
| 6.143%, SOFR30A + 2.500%, 04/25/2043(A)(C) | 70 | 70 | ||||||
| Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 | ||||||||
| 4.793%, SOFR30A + 1.150%, 03/25/2044(A)(C) | 34 | 34 | ||||||
| CSAIL Commercial Mortgage Trust, Ser 2018-C14, Cl ASB | ||||||||
| 4.359%, 11/15/2051(C) | 150 | 149 | ||||||
| CSMC Trust, Ser 2021-AFC1, Cl A1 | ||||||||
| 0.830%, 03/25/2056(A)(C) | 278 | 239 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| CSMC Trust, Ser 2021-NQM1, Cl A1 | ||||||||
| 0.809%, 05/25/2065(A)(C) | $ | 237 | $ | 211 | ||||
| Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.899%, 04/25/2066(A)(C) | 103 | 92 | ||||||
| EFMT, Ser 2026-INV2, Cl A1 | ||||||||
| 4.682%, 02/25/2071(A)(C) | 795 | 779 | ||||||
| ELM Trust, Ser 2024-ELM, Cl A15 | ||||||||
| 5.994%, 06/10/2039(A)(C) | 965 | 964 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.943%, SOFR30A + 1.300%, 02/25/2042(A)(C) | 10 | 11 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 | ||||||||
| 4.893%, SOFR30A + 1.250%, 03/25/2044(A)(C) | 60 | 61 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA1, Cl M2 | ||||||||
| 4.993%, SOFR30A + 1.350%, 01/25/2045(A)(C) | 270 | 270 | ||||||
| Fontainebleau Miami Beach Mortgage Trust, Ser 2024-FBLU, Cl A | ||||||||
| 5.089%, TSFR1M + 1.450%, 12/15/2039(A)(C) | 1,175 | 1,177 | ||||||
| GS Mortgage Securities Trust, Ser 2017- GS8, Cl AAB | ||||||||
| 3.313%, 11/10/2050 | 53 | 53 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021- NQM1, Cl A1 | ||||||||
| 1.071%, 06/25/2056(A)(C) | 389 | 338 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021- NQM2, Cl A1 | ||||||||
| 1.073%, 09/25/2056(A)(C) | 270 | 226 | ||||||
| Imperial Fund Mortgage Trust, Ser 2021- NQM3, Cl A1 | ||||||||
| 1.595%, 11/25/2056(A)(C) | 302 | 257 | ||||||
| J.P. Morgan Mortgage Trust, Ser 2022-8, Cl A12A | ||||||||
| 4.000%, 01/25/2053(A)(C) | 320 | 314 | ||||||
| JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl ASB | ||||||||
| 3.549%, 03/15/2050 | 8 | 8 | ||||||
| JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl ASB | ||||||||
| 3.241%, 09/15/2050 | 68 | 68 | ||||||
| JPMDB Commercial Mortgage Securities Trust, Ser 2019-COR6, Cl ASB | ||||||||
| 2.982%, 11/13/2052 | 242 | 236 | ||||||
| JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 | ||||||||
| 2.436%, 10/25/2029(A)(C) | 110 | 109 | ||||||
| 292 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 | ||||||||
| 4.532%, TSFR1M + 0.864%, 04/25/2046(A)(C) | $ | 78 | $ | 77 | ||||
| MetLife Securitization Trust, Ser 2017-1A, Cl A | ||||||||
| 3.000%, 04/25/2055(A)(C) | 45 | 43 | ||||||
| MF1, Ser 2022-FL8, Cl A | ||||||||
| 4.997%, TSFR1M + 1.350%, 02/19/2037(A)(C) | 247 | 247 | ||||||
| MFA Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 0.852%, 01/25/2056(A)(C) | 20 | 20 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 | ||||||||
| 3.500%, 08/25/2058(A)(C) | 101 | 100 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B | ||||||||
| 3.500%, 04/25/2066(A)(C) | 878 | 861 | ||||||
| Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 | ||||||||
| 3.250%, 10/25/2069(A)(C) | 252 | 247 | ||||||
| Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(C) | 99 | 96 | ||||||
| Morgan Stanley Capital I Trust, Ser 2018- H3, Cl ASB | ||||||||
| 4.120%, 07/15/2051 | 100 | 99 | ||||||
| Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB | ||||||||
| 3.509%, 12/15/2050 | 111 | 110 | ||||||
| Natixis Commercial Mortgage Securities Trust, Ser 2019-LVL, Cl A | ||||||||
| 3.885%, 08/15/2038(A) | 475 | 459 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | ||||||||
| 4.000%, 04/25/2057(A)(C) | 82 | 79 | ||||||
| New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 | ||||||||
| 4.000%, 08/27/2057(A)(C) | 204 | 194 | ||||||
| New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 | ||||||||
| 3.719%, 09/25/2057(A)(C) | 88 | 81 | ||||||
| New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 | ||||||||
| 1.650%, 05/24/2060(A)(C) | 22 | 21 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM4, Cl A1FC | ||||||||
| 5.003%, 02/25/2066(A)(B) | 453 | 449 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.033%, TSFR1M + 1.393%, 10/15/2040(A)(C) | 800 | 803 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| NYC Commercial Mortgage Trust, Ser 2025- 3BP, Cl A | ||||||||
| 4.852%, TSFR1M + 1.213%, 02/15/2042(A)(C) | $ | 300 | $ | 300 | ||||
| OBX Trust, Ser 2018-1, Cl A2 | ||||||||
| 4.432%, TSFR1M + 0.764%, 06/25/2057(A)(C) | 12 | 12 | ||||||
| OBX Trust, Ser 2026-NQM10, Cl A1 | ||||||||
| 5.425%, 06/25/2066(A)(C) | 99 | 98 | ||||||
| OBX Trust, Ser 2026-R3, Cl A1F | ||||||||
| 4.993%, SOFR30A + 1.350%, 07/25/2063(A)(C) | 207 | 207 | ||||||
| Paragon Mortgages, Ser 2006-12A, Cl A2C | ||||||||
| 4.138%, SOFR + 0.482%, 11/15/2038(A)(C) | 26 | 26 | ||||||
| PRET Trust, Ser 2025-RPL3, Cl A1 | ||||||||
| 4.150%, 04/25/2065(A)(B) | 177 | 171 | ||||||
| PRPM LLC, Ser 2025-RCF3, Cl A1 | ||||||||
| 5.250%, 07/25/2055(A)(B) | 281 | 278 | ||||||
| PRPM Trust, Ser 2026-R1, Cl A1FC | ||||||||
| 5.000%, 01/25/2068(A)(B) | 1,529 | 1,507 | ||||||
| Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 | ||||||||
| 4.500%, 08/25/2048(A)(C) | 1 | 1 | ||||||
| Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 | ||||||||
| 1.486%, 04/25/2065(A)(C) | 11 | 11 | ||||||
| Toorak Trust, Ser 2021-INV1, Cl A1 | ||||||||
| 1.153%, 07/25/2056(A)(C) | 190 | 170 | ||||||
| Towd Point Mortgage Trust, Ser 2017-1, Cl M1 | ||||||||
| 3.750%, 10/25/2056(A)(C) | 1,353 | 1,334 | ||||||
| Towd Point Mortgage Trust, Ser 2017-6, Cl A1 | ||||||||
| 2.750%, 10/25/2057(A)(C) | 15 | 15 | ||||||
| Towd Point Mortgage Trust, Ser 2018-2, Cl A1 | ||||||||
| 3.250%, 03/25/2058(A)(C) | 35 | 35 | ||||||
| Towd Point Mortgage Trust, Ser 2018-2, Cl A2 | ||||||||
| 3.500%, 03/25/2058(A)(C) | 1,475 | 1,438 | ||||||
| Towd Point Mortgage Trust, Ser 2018-3, Cl A1 | ||||||||
| 3.750%, 05/25/2058(A)(C) | 1,642 | 1,607 | ||||||
| Towd Point Mortgage Trust, Ser 2018-5, Cl A1A | ||||||||
| 3.250%, 07/25/2058(A)(C) | 79 | 79 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017- C4, Cl ASB | ||||||||
| 3.366%, 10/15/2050 | 54 | 54 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017- C6, Cl ASB | ||||||||
| 3.504%, 12/15/2050 | 28 | 28 | ||||||
| SEI Institutional Investments Trust | 293 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| UBS Commercial Mortgage Trust, Ser 2018- C10, Cl ASB | ||||||||
| 4.213%, 05/15/2051 | $ | 934 | $ | 929 | ||||
| UBS Commercial Mortgage Trust, Ser 2019- C16, Cl ASB | ||||||||
| 3.460%, 04/15/2052 | 395 | 388 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(C) | 132 | 120 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A2 | ||||||||
| 1.052%, 01/25/2066(A)(C) | 173 | 157 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(C) | 167 | 150 | ||||||
| Verus Securitization Trust, Ser 2021-R2, Cl A1 | ||||||||
| 0.918%, 02/25/2064(A)(C) | 186 | 177 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(C) | 95 | 91 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB | ||||||||
| 3.212%, 09/15/2050 | 32 | 32 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB | ||||||||
| 3.390%, 11/15/2050 | 19 | 19 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2020-C58, Cl ASB | ||||||||
| 1.849%, 07/15/2053 | 504 | 480 | ||||||
| 31,320 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $46,506) ($ Thousands) | 45,737 | |||||||
| U.S. TREASURY OBLIGATIONS — 12.2% | ||||||||
| U.S. Treasury Bond | ||||||||
| 2.875%, 08/15/2028 | 1,300 | 1,264 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.250%, 02/15/2028 | 5,500 | 5,495 | ||||||
| 4.125%, 07/15/2029 | 7,190 | 7,136 | ||||||
| 4.000%, 05/31/2028 | 5,375 | 5,345 | ||||||
| 3.625%, 05/31/2028 | 13,015 | 12,859 | ||||||
| 3.500%, 10/15/2028 | 8,825 | 8,672 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $41,057) ($ Thousands) | 40,771 | |||||||
| MUNICIPAL BONDS — 2.1% | ||||||||
| New York — 1.5% | ||||||||
| City of New York New York, Ser D-2, GO | ||||||||
| 4.267%, 10/01/2026 | 700 | 700 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| City of New York New York, Ser H, GO | ||||||||
| 4.542%, 02/01/2027 | $ | 480 | $ | 480 | ||||
| New York City, Transitional Finance Authority Future Tax Secured Revenue, RB | ||||||||
| 4.724%, 11/01/2026 | 2,205 | 2,207 | ||||||
| New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB | ||||||||
| 4.507%, 11/01/2026 | 875 | 876 | ||||||
| 3.805%, 11/01/2027 | 780 | 775 | ||||||
| 5,038 | ||||||||
| Oregon — 0.2% | ||||||||
| Oregon State, School Boards Association, Ser B, GO | ||||||||
| 5.550%, 06/30/2028 | 557 | 562 | ||||||
| Pennsylvania — 0.4% | ||||||||
| City of Philadelphia Pennsylvania, Ser B, GO | ||||||||
| 4.460%, 08/01/2027 | 625 | 625 | ||||||
| Philadelphia, Authority for Industrial Development, Ser A, RB, AG | ||||||||
| 6.350%, 04/15/2028 | 793 | 808 | ||||||
| 1,433 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $7,043) ($ Thousands) | 7,033 | |||||||
| COMMERCIAL PAPER — 1.7% | ||||||||
| Bank of America | ||||||||
| 0.000%, 09/04/2026 (D) | 1,400 | 1,400 | ||||||
| Sutter Health | ||||||||
| 3.911%, 09/03/2026 (E) | 1,275 | 1,275 | ||||||
| Svenska Handelsbanken AB | ||||||||
| 0.000%, 12/18/2026 (D) | 925 | 925 | ||||||
| Swedbank AB | ||||||||
| 3.916%, 09/18/2026 (E) | 950 | 948 | ||||||
| University of Chicago | ||||||||
| 3.876%, 10/08/2026 (E) | 1,275 | 1,270 | ||||||
| 5,818 | ||||||||
| Total Commercial Paper | ||||||||
| (Cost $5,818) ($ Thousands) | 5,818 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.6% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 1,959,837 | 1,960 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $1,960) ($ Thousands) | 1,960 | |||||||
| 294 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Ultra Short Duration Bond Fund (Concluded)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| REPURCHASE AGREEMENTS(F) — 0.7% | ||||||||
| Barclays | ||||||||
| 3.660%, dated 08/31/2026 to be repurchased on 09/01/2026, repurchase price $1,100,112 (collateralized by a U.S. Government Agency, par value $1,127,600, 3.500%, 03/15/2029, with a total market value of $1,122,022) | $ | 1,100 | $ | 1,100 | ||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| REPURCHASE AGREEMENTS(F) (continued) | ||||||||
| BNP Paribas | ||||||||
| 3.670%, dated 08/31/2026 to be repurchased on 09/01/2026, repurchase price $1,400,143 (collateralized by various U.S. Government Agencies, ranging in par value $1,000 - $715,116, 2.070% - 6.500%, 01/01/2031 - 05/01/2056, with a total market value of $1,428,000) | $ | 1,400 | $ | 1,400 | ||||
| Total Repurchase Agreements | ||||||||
| (Cost $2,500) ($ Thousands) | 2,500 | |||||||
| Total Investments in Securities — 100.5% | ||||||||
| (Cost $338,156) ($ Thousands) | $ | 336,583 | ||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 42 | Dec-2026 | $ | 4,458 | $ | 4,439 | $ | (19 | ) | |||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | (59) | Dec-2026 | $ | (12,134 | ) | $ | (12,108 | ) | $ | 26 | ||||||||
| U.S. 10-Year Treasury Notes | (26) | Dec-2026 | (2,823 | ) | (2,799 | ) | 24 | |||||||||||
| U.S. Long Treasury Bonds | (2) | Dec-2026 | (218 | ) | (217 | ) | 1 | |||||||||||
| (15,175 | ) | (15,124 | ) | 51 | ||||||||||||||
| $ | (10,717 | ) | $ | (10,685 | ) | $ | 32 | |||||||||||
Percentages are based on Net Assets of $335,060 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $140,012 ($ Thousands), representing 41.8% of the Net Assets of the Fund. |
| (B) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | No interest rate available. |
| (E) | Interest rate represents the security's effective yield at the time of purchase. |
| (F) | Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 447 | $ | 41,080 | $ | (39,567 | ) | $ | — | $ | — | $ | 1,960 | $ | 21 | $ | — | |||||||||||||||
| Amounts designated as “—” are $0 or have been rounded to $0. | See “Glossary” for abbreviations. |
| SEI Institutional Investments Trust | 295 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS — 91.5% | ||||||||
| Albania — 0.0% | ||||||||
| Albania Government International Bond | ||||||||
| 4.750%, 02/14/2035 | EUR | 510 | $ | 592 | ||||
| Angola — 0.6% | ||||||||
| Angola Via Avenir Issuer II Ireland DAC | ||||||||
| 6.927%, 02/19/2027 | $ | 440 | 435 | |||||
| Angolan Government International Bond | ||||||||
| 9.375%, 05/08/2048 | 2,203 | 2,100 | ||||||
| 9.244%, 01/15/2031(A) | 1,304 | 1,369 | ||||||
| Angolan Government International Bond | ||||||||
| MTN | ||||||||
| 9.875%, 03/31/2037 | 4,552 | 4,707 | ||||||
| 9.875%, 03/31/2037(A) | 340 | 352 | ||||||
| 9.244%, 01/15/2031 | 1,254 | 1,316 | ||||||
| 9.125%, 11/26/2049 | 550 | 509 | ||||||
| 10,788 | ||||||||
| Argentina — 1.8% | ||||||||
| Argentina Treasury Bond BONTE | ||||||||
| 29.500%, 05/30/2030 | ARS | 1,750,000 | 1,281 | |||||
| Argentine Republic Government | ||||||||
| International Bond | ||||||||
| 4.250%, 01/09/2038(B) | EUR | 730 | 656 | |||||
| 4.125%, 07/09/2027(B) | $ | 8,114 | 5,757 | |||||
| 4.125%, 07/09/2027(B) | 12,878 | 9,729 | ||||||
| 4.125%, 07/09/2046(B) | EUR | 745 | 611 | |||||
| 3.875%, 07/09/2027(B) | 3,700 | 3,166 | ||||||
| 3.000%, 07/09/2029(B) | 2,945 | 2,388 | ||||||
| 0.750%, 07/09/2027(B) | $ | 5,353 | 4,638 | |||||
| 0.000%, 12/15/2035(C) | JPY | 372,100 | 27 | |||||
| Provincia de Buenos Aires MTN | ||||||||
| 6.625%, 09/01/2037(B) | $ | 4,485 | 3,578 | |||||
| Republic of Argentina | ||||||||
| 0.000% 12/15/2035(C) | EUR | 8,158 | 1,203 | |||||
| 33,034 | ||||||||
| Armenia — 0.1% | ||||||||
| Ardshinbank CJSC Via Dilijan Finance BV | ||||||||
| 6.600%, 01/22/2031 | $ | 650 | 649 | |||||
| Republic of Armenia International Bond | ||||||||
| 6.750%, 03/12/2035 | 1,200 | 1,240 | ||||||
| 1,889 | ||||||||
| Azerbaijan — 0.1% | ||||||||
| Republic of Azerbaijan International Bond | ||||||||
| 3.500%, 09/01/2032 | 1,143 | 1,064 | ||||||
| Bahamas — 0.7% | ||||||||
| Bahamas Government International Bond | ||||||||
| 9.000%, 06/16/2029 | 4,050 | 4,334 | ||||||
| 8.950%, 10/15/2032 | 6,535 | 7,305 | ||||||
| 8.250%, 06/24/2036(A) | 750 | 827 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 8.250%, 06/24/2036 | $ | 500 | $ | 551 | ||||
| 13,017 | ||||||||
| Bahrain — 1.2% | ||||||||
| Bahrain Government International Bond | ||||||||
| 7.125%, 06/10/2036(A) | 1,160 | 1,108 | ||||||
| 7.000%, 10/12/2028 | 4,015 | 3,985 | ||||||
| 6.750%, 09/20/2029 | 5,463 | 5,360 | ||||||
| 6.000%, 09/19/2044 | 9,180 | 7,438 | ||||||
| Bahrain Government International Bond MTN | ||||||||
| 7.100%, 02/03/2038 | 900 | 844 | ||||||
| CBB International Sukuk Programme WLL | ||||||||
| 3.950%, 09/16/2027 | 3,310 | 3,232 | ||||||
| 21,967 | ||||||||
| Barbados — 0.1% | ||||||||
| Barbados Government International Bond | ||||||||
| 8.000%, 06/26/2035 | 2,540 | 2,690 | ||||||
| Benin — 0.1% | ||||||||
| Benin Government International Bond | ||||||||
| 7.960%, 02/13/2038 | 1,209 | 1,278 | ||||||
| Bermuda — 0.0% | ||||||||
| Bermuda Government International Bond | ||||||||
| 2.375%, 08/20/2030 | 306 | 275 | ||||||
| Bolivia — 0.1% | ||||||||
| Bolivian Government International Bond | ||||||||
| 9.450%, 05/14/2031(A) | 1,520 | 1,509 | ||||||
| 4.500%, 03/20/2028 | 733 | 704 | ||||||
| 2,213 | ||||||||
| Brazil — 3.8% | ||||||||
| Braskem Netherlands Finance BV | ||||||||
| 8.500%, 01/12/2031(D) | 1,850 | 1,110 | ||||||
| 8.000%, 10/15/2034(D) | 7,169 | 4,033 | ||||||
| Brazil Notas do Tesouro Nacional, Ser B | ||||||||
| 6.000%, 05/15/2045 | BRL | 2,124 | 1,657 | |||||
| 6.000%, 08/15/2050 | 1,252 | 963 | ||||||
| Brazil Notas do Tesouro Nacional, Ser F | ||||||||
| 10.000%, 01/01/2027 | 15,552 | 3,015 | ||||||
| 10.000%, 01/01/2029 | 61,521 | 11,005 | ||||||
| 10.000%, 01/01/2031 | 81,022 | 13,536 | ||||||
| Brazil Notas do Tesouro Nacional Serie F | ||||||||
| 10.000%, 01/01/2033 | 39,497 | 6,265 | ||||||
| 10.000%, 01/01/2035 | 26,955 | 4,114 | ||||||
| Brazilian Government International Bond | ||||||||
| 7.250%, 01/12/2056 | $ | 9,963 | 9,562 | |||||
| 6.250%, 05/22/2036 | 11,761 | 11,396 | ||||||
| 4.750%, 01/14/2050 | 1,139 | 806 | ||||||
| Rede D'or Finance Sarl | ||||||||
| 6.550%, 04/28/2036(A) | 1,610 | 1,559 | ||||||
| 296 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Yinson Boronia Production BV | ||||||||
| 8.947%, 07/31/2042 | $ | 767 | $ | 845 | ||||
| 69,866 | ||||||||
| Bulgaria — 0.0% | ||||||||
| Eastern European Electric BV | ||||||||
| 6.500%, 05/15/2030(A) | EUR | 500 | 601 | |||||
| Cameroon — 0.2% | ||||||||
| Cameroon International Bond | ||||||||
| 5.950%, 07/07/2032 | 3,773 | 3,936 | ||||||
| Canada — 0.0% | ||||||||
| Polaris Renewable Energy | ||||||||
| 9.500%, 12/03/2029 | $ | 500 | 521 | |||||
| Cayman Islands — 0.0% | ||||||||
| Neon Capital MTN | ||||||||
| 0.000%, 01/06/2028(C) | JPY | 85,965 | 530 | |||||
| Chile — 1.4% | ||||||||
| Bonos de la Tesoreria de la Republica en pesos | ||||||||
| 6.000%, 04/01/2033(A) | CLP | 2,000,000 | 2,236 | |||||
| 5.000%, 03/01/2035 | 2,050,000 | 2,156 | ||||||
| 4.700%, 09/01/2030(A) | 4,450,000 | 4,760 | ||||||
| Chile Electricity Lux Mpc II Sarl | ||||||||
| 5.580%, 10/20/2035 | $ | 684 | 682 | |||||
| Chile Electricity Lux MPC Sarl | ||||||||
| 6.010%, 01/20/2033 | 949 | 970 | ||||||
| Chile Government International Bond | ||||||||
| 3.100%, 05/07/2041 | 997 | 731 | ||||||
| 2.550%, 07/27/2033 | 5,977 | 5,042 | ||||||
| Empresa Nacional del Petroleo | ||||||||
| 5.950%, 07/30/2034 | 395 | 396 | ||||||
| Nacional del Cobre de Chile | ||||||||
| 6.780%, 01/13/2055(A) | 3,682 | 3,790 | ||||||
| 6.780%, 01/13/2055 | 4,355 | 4,482 | ||||||
| 25,245 | ||||||||
| China — 1.0% | ||||||||
| China Development Bank | ||||||||
| 2.690%, 09/11/2033 | CNY | 15,000 | 2,380 | |||||
| 2.520%, 05/25/2028 | 30,000 | 4,545 | ||||||
| China Government Bond | ||||||||
| 2.280%, 03/25/2031 | 33,000 | 5,105 | ||||||
| 2.150%, 08/25/2055 | 11,000 | 1,616 | ||||||
| China Government International Bond | ||||||||
| 3.750%, 11/13/2030(A) | $ | 3,428 | 3,364 | |||||
| 3.625%, 11/13/2028 | 637 | 630 | ||||||
| 17,640 | ||||||||
| Colombia — 5.1% | ||||||||
| Barranquilla Distrito Especial Industrial y Portuario | ||||||||
| 7.350%, 07/23/2031(A) | 400 | 410 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Colombia Government International Bond | ||||||||
| 7.500%, 02/02/2034 | $ | 4,948 | $ | 5,191 | ||||
| 6.500%, 01/21/2033 | 7,657 | 7,642 | ||||||
| 5.625%, 02/26/2044 | 1,035 | 865 | ||||||
| 5.000%, 06/15/2045 | 7,983 | 6,100 | ||||||
| Colombian TES | ||||||||
| 13.250%, 02/09/2033 | COP | 32,394,900 | 10,301 | |||||
| 12.500%, 02/27/2030 | 19,000,000 | 5,875 | ||||||
| 11.750%, 01/24/2035 | 4,876,700 | 1,444 | ||||||
| 11.500%, 07/25/2046 | 3,171,200 | 900 | ||||||
| 11.000%, 08/22/2029 | 23,000,000 | 6,873 | ||||||
| 9.250%, 05/28/2042 | 1,543,100 | 368 | ||||||
| 7.750%, 09/18/2030 | 20,209,200 | 5,363 | ||||||
| 7.250%, 10/18/2034 | 57,712,200 | 13,173 | ||||||
| 7.250%, 10/26/2050 | 28,946,500 | 5,322 | ||||||
| 7.000%, 03/26/2031 | 39,078,300 | 9,884 | ||||||
| 7.000%, 06/30/2032 | 7,468,200 | 1,809 | ||||||
| 6.000%, 04/28/2028 | 15,767,700 | 4,450 | ||||||
| 5.750%, 11/03/2027 | 8,587,500 | 2,489 | ||||||
| Ecopetrol | ||||||||
| 5.875%, 05/28/2045 | $ | 2,700 | 2,185 | |||||
| PA Autopista Rio Magdalena | ||||||||
| 6.050%, 06/15/2036 | COP | 5,845,418 | 1,607 | |||||
| 92,251 | ||||||||
| Congo — 0.1% | ||||||||
| Congolese International Bond | ||||||||
| 9.500%, 05/26/2036 | $ | 1,530 | 1,480 | |||||
| Congo, Democratic Republic — 0.0% | ||||||||
| DRC International Bond | ||||||||
| 9.500%, 04/16/2037(A) | 350 | 366 | ||||||
| Costa Rica — 0.8% | ||||||||
| Costa Rica Government International Bond | ||||||||
| 7.158%, 03/12/2045 | 3,650 | 3,887 | ||||||
| 7.000%, 04/04/2044 | 410 | 433 | ||||||
| 6.125%, 02/19/2031 | 4,464 | 4,575 | ||||||
| 6.001%, 01/16/2036 | EUR | 3,750 | 4,540 | |||||
| 5.950%, 04/27/2033(A) | 970 | 1,178 | ||||||
| 14,613 | ||||||||
| Côte d'Ivoire — 0.4% | ||||||||
| Ivory Coast Government International Bond | ||||||||
| 8.250%, 01/30/2037 | $ | 595 | 647 | |||||
| 6.750%, 02/25/2041(A) | 3,743 | 3,544 | ||||||
| 6.625%, 03/22/2048 | EUR | 2,541 | 2,819 | |||||
| 7,010 | ||||||||
| Czechia — 0.5% | ||||||||
| Czechia Government Bond | ||||||||
| 3.600%, 06/03/2036 | CZK | 39,000 | 1,661 | |||||
| 1.750%, 06/23/2032 | 165,000 | 6,754 | ||||||
| 1.500%, 04/24/2040 | 22,000 | 674 | ||||||
| 9,089 | ||||||||
| SEI Institutional Investments Trust | 297 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Dominican Republic — 1.4% | ||||||||
| AES Espana BV | ||||||||
| 7.750%, 08/03/2033(A) | $ | 600 | $ | 618 | ||||
| Dominican Republic Central Bank Notes | ||||||||
| 9.000%, 12/11/2026 | DOP | 52,340 | 886 | |||||
| Dominican Republic International Bond | ||||||||
| 11.250%, 09/15/2035 | 8,000 | 153 | ||||||
| 10.750%, 06/01/2036 | 55,600 | 1,033 | ||||||
| 6.150%, 05/17/2038 | $ | 4,570 | 4,438 | |||||
| 5.875%, 10/28/2035 | 230 | 223 | ||||||
| 5.875%, 01/30/2060 | 830 | 707 | ||||||
| 5.750%, 03/17/2034(A) | 4,779 | 4,652 | ||||||
| 5.750%, 03/17/2034 | 8,198 | 7,981 | ||||||
| 5.300%, 01/21/2041 | 6,050 | 5,306 | ||||||
| 25,997 | ||||||||
| Ecuador — 1.3% | ||||||||
| Ecuador Government International Bond | ||||||||
| 9.250%, 01/29/2039(A) | 3,996 | 4,030 | ||||||
| 9.250%, 01/29/2039 | 5,850 | 5,900 | ||||||
| 8.750%, 01/29/2034(A) | 610 | 608 | ||||||
| 6.900%, 07/31/2030 | 701 | 700 | ||||||
| 6.900%, 07/31/2035 | 10,049 | 9,190 | ||||||
| 5.500%, 07/31/2027(B) | 3,759 | 3,073 | ||||||
| 23,501 | ||||||||
| Egypt — 2.3% | ||||||||
| Egypt Government Bond | ||||||||
| 25.318%, 08/13/2027 | EGP | 281,599 | 5,491 | |||||
| 24.458%, 10/01/2027 | 24,600 | 473 | ||||||
| Egypt Government International Bond | ||||||||
| 8.700%, 03/01/2049 | $ | 6,804 | 6,585 | |||||
| 8.500%, 01/31/2047 | 10,840 | 10,374 | ||||||
| Egypt Government International Bond MTN | ||||||||
| 8.625%, 02/04/2030 | 5,836 | 6,200 | ||||||
| Egypt Treasury Bills | ||||||||
| 26.116%, 09/08/2026(E) | EGP | 51,775 | 1,015 | |||||
| 25.352%, 01/12/2027(E) | 10,000 | 181 | ||||||
| 24.900%, 01/05/2027(E) | 85,750 | 1,557 | ||||||
| 24.850%, 11/10/2026(E) | 81,200 | 1,528 | ||||||
| 24.459%, 09/01/2026(E) | 13,400 | 264 | ||||||
| 24.435%, 10/20/2026(E) | 12,875 | 246 | ||||||
| 24.245%, 09/29/2026(E) | 169,025 | 3,269 | ||||||
| 24.025%, 12/01/2026(E) | 14,050 | 261 | ||||||
| 23.516%, 09/22/2026(E) | 88,900 | 1,728 | ||||||
| 23.506%, 09/15/2026(E) | 60,675 | 1,185 | ||||||
| 23.435%, 10/27/2026(E) | 37,450 | 711 | ||||||
| 41,068 | ||||||||
| El Salvador — 0.6% | ||||||||
| El Salvador Government International Bond | ||||||||
| 9.500%, 07/15/2052 | $ | 3,463 | 3,895 | |||||
| 8.625%, 02/28/2029 | 3,000 | 3,169 | ||||||
| 7.125%, 01/20/2050 | 3,560 | 3,249 | ||||||
| 10,313 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Ethiopia — 0.1% | ||||||||
| Ethiopia International Bond | ||||||||
| 6.625%, 12/11/2024(D) | $ | 825 | $ | 891 | ||||
| Gabon — 0.2% | ||||||||
| Gabon Blue Bond Master Trust Series 2 | ||||||||
| 6.097%, 08/01/2038 | 300 | 299 | ||||||
| Gabon Government International Bond | ||||||||
| 7.000%, 11/24/2031 | 3,553 | 3,062 | ||||||
| 7.000%, 11/24/2031(A) | 293 | 253 | ||||||
| 6.625%, 02/06/2031 | 200 | 173 | ||||||
| 3,787 | ||||||||
| Georgia — 0.4% | ||||||||
| Bank of Georgia JSC | ||||||||
| 6.500%, 06/03/2031(A) | 660 | 657 | ||||||
| Georgia Treasury Bond | ||||||||
| 10.250%, 04/23/2030 | GEL | 2,235 | 906 | |||||
| 9.750%, 01/27/2027 | 500 | 193 | ||||||
| 9.000%, 03/08/2029 | 1,095 | 427 | ||||||
| 9.000%, 04/28/2032 | 4,736 | 1,844 | ||||||
| 8.750%, 12/23/2032 | 2,317 | 890 | ||||||
| 8.375%, 07/25/2031 | 4,993 | 1,900 | ||||||
| 8.250%, 08/28/2029 | 3,135 | 1,200 | ||||||
| 8,017 | ||||||||
| Ghana — 0.5% | ||||||||
| Ghana Government International Bond | ||||||||
| 5.029%, 01/03/2030(E) | $ | 222 | 197 | |||||
| 5.000%, 07/03/2028(B) | 2,952 | 2,917 | ||||||
| 5.000%, 07/03/2028(B) | 5,472 | 5,084 | ||||||
| 5.000%, 07/03/2028(A)(B) | 185 | 183 | ||||||
| 8,381 | ||||||||
| Guatemala — 0.7% | ||||||||
| Guatemala Government Bond | ||||||||
| 6.600%, 06/13/2036 | 2,624 | 2,738 | ||||||
| 6.250%, 08/15/2036 | 1,810 | 1,851 | ||||||
| 6.125%, 06/01/2050 | 2,752 | 2,669 | ||||||
| 4.875%, 02/13/2028 | 1,248 | 1,241 | ||||||
| 4.375%, 06/05/2027 | 830 | 821 | ||||||
| Industrial Subordinated Trust 2 0 | ||||||||
| 6.550%, H15T5Y + 2.864%, | ||||||||
| 04/15/2036(A)(G) | 1,836 | 1,837 | ||||||
| Threelands Energy Sarl | ||||||||
| 7.450%, 10/20/2035 | 1,510 | 1,532 | ||||||
| 12,689 | ||||||||
| Honduras — 0.1% | ||||||||
| Honduras Government International Bond | ||||||||
| 6.400%, 07/29/2036(A) | 1,457 | 1,461 | ||||||
| Hungary — 2.3% | ||||||||
| Hungary Government Bond | ||||||||
| 6.750%, 10/22/2028 | HUF | 1,800,000 | 5,875 | |||||
| 6.750%, 07/23/2031 | 2,400,000 | 8,027 | ||||||
| 298 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 6.250%, 09/23/2037 | HUF | 450,000 | $ | 1,500 | ||||
| 4.500%, 03/23/2028 | 650,000 | 2,040 | ||||||
| 3.250%, 10/22/2031 | 1,000,000 | 2,872 | ||||||
| Hungary Government International Bond | ||||||||
| 6.750%, 09/23/2055(A) | $ | 4,616 | 4,777 | |||||
| 6.000%, 09/26/2035 | 7,817 | 7,978 | ||||||
| 5.500%, 03/26/2036 | 5,860 | 5,772 | ||||||
| 5.375%, 09/26/2030 | 968 | 975 | ||||||
| 3.125%, 09/21/2051 | 4,523 | 2,722 | ||||||
| 42,538 | ||||||||
| India — 1.6% | ||||||||
| Adani Green Energy UP | ||||||||
| 6.700%, 03/12/2042 | 3,413 | 3,328 | ||||||
| Adani Renewable Energy RJ MTN | ||||||||
| 4.625%, 10/15/2039 | 1,050 | 895 | ||||||
| Export-Import Bank of India MTN | ||||||||
| 3.250%, 01/15/2030 | 345 | 325 | ||||||
| 2.250%, 01/13/2031 | 1,586 | 1,404 | ||||||
| India Government Bond | ||||||||
| 7.360%, 09/12/2052 | INR | 340,000 | 3,467 | |||||
| 7.300%, 06/19/2053 | 185,010 | 1,869 | ||||||
| 7.180%, 07/24/2037 | 494,150 | 5,243 | ||||||
| 6.680%, 07/07/2040 | 202,920 | 2,060 | ||||||
| 6.480%, 10/06/2035 | 565,740 | 5,750 | ||||||
| 6.330%, 05/05/2035 | 308,230 | 3,106 | ||||||
| Muthoot Finance MTN | ||||||||
| 5.750%, 08/04/2030(A) | $ | 1,490 | 1,459 | |||||
| 5.750%, 08/04/2030 | 200 | 196 | ||||||
| 29,102 | ||||||||
| Indonesia — 6.0% | ||||||||
| Indonesia Government International Bond | ||||||||
| 5.690%, 05/29/2036 | 6,278 | 6,273 | ||||||
| 4.850%, 01/11/2033 | 300 | 292 | ||||||
| Indonesia Government International Bond | ||||||||
| MTN | ||||||||
| 4.625%, 04/15/2043 | 4,278 | 3,627 | ||||||
| Indonesia Treasury Bond | ||||||||
| 9.000%, 03/15/2029 | IDR | 17,056,000 | 1,011 | |||||
| 8.750%, 05/15/2031 | 13,740,000 | 832 | ||||||
| 8.375%, 04/15/2039 | 27,396,000 | 1,710 | ||||||
| 8.250%, 05/15/2029 | 48,869,000 | 2,853 | ||||||
| 8.250%, 05/15/2036 | 72,413,000 | 4,433 | ||||||
| 7.500%, 08/15/2032 | 25,757,000 | 1,493 | ||||||
| 7.500%, 05/15/2038 | 9,569,000 | 559 | ||||||
| 7.500%, 04/15/2040 | 31,245,000 | 1,807 | ||||||
| 7.125%, 06/15/2038 | 48,063,000 | 2,684 | ||||||
| 7.125%, 08/15/2040 | 91,108,000 | 5,148 | ||||||
| 7.125%, 06/15/2042 | 6,817,000 | 383 | ||||||
| 7.125%, 06/15/2043 | 101,279,000 | 5,684 | ||||||
| 7.125%, 08/15/2045 | 45,877,000 | 2,590 | ||||||
| 7.000% 05/15/2027 | 6,540,000 | 368 | ||||||
| 7.000%, 09/15/2030 | 75,868,000 | 4,284 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 7.000%, 02/15/2033 | IDR | 76,723,000 | $ | 4,309 | ||||
| 6.875%, 04/15/2029 | 151,439,000 | 8,556 | ||||||
| 6.750%, 07/15/2035 | 272,464,000 | 15,004 | ||||||
| 6.625%, 02/15/2034 | 101,102,000 | 5,539 | ||||||
| 6.500%, 07/15/2030 | 169,230,000 | 9,391 | ||||||
| 6.500%, 02/15/2031 | 52,960,000 | 2,935 | ||||||
| 6.500%, 04/15/2036 | 89,037,000 | 4,847 | ||||||
| 6.375%, 08/15/2028 | 54,367,000 | 3,052 | ||||||
| LLPL Capital Pte | ||||||||
| 6.875%, 02/04/2039 | $ | 733 | 740 | |||||
| Pertamina Hulu Energi | ||||||||
| 5.250%, 05/21/2030(A) | 2,852 | 2,831 | ||||||
| Perusahaan Penerbit SBSN Indonesia III | ||||||||
| 4.550%, 07/23/2030(A) | 5,708 | 5,635 | ||||||
| 4.550%, 07/23/2030 | 416 | 411 | ||||||
| 109,281 | ||||||||
| Isle of Man — 0.1% | ||||||||
| Kinetics LNG Holdings | ||||||||
| 9.875%, 11/13/2029(A) | 2,500 | 2,560 | ||||||
| Israel — 0.2% | ||||||||
| Israel Electric | ||||||||
| 8.100%, 12/15/2096 | 2,000 | 2,440 | ||||||
| Leviathan Bond | ||||||||
| 6.750%, 06/30/2030(A) | 370 | 379 | ||||||
| State of Israel | ||||||||
| 3.800%, 05/13/2060 | 2,570 | 1,654 | ||||||
| 4,473 | ||||||||
| Jamaica — 0.2% | ||||||||
| NCB Financial Group | ||||||||
| 11.000%, 07/31/2030 | 3,800 | 4,033 | ||||||
| Jordan — 0.3% | ||||||||
| Jordan Government International Bond | ||||||||
| 7.500%, 01/13/2029(A) | 1,698 | 1,761 | ||||||
| 7.500%, 01/13/2029 | 993 | 1,030 | ||||||
| 7.375%, 10/10/2047 | 3,570 | 3,465 | ||||||
| 6,256 | ||||||||
| Kazakhstan — 1.0% | ||||||||
| Development Bank of Kazakhstan JSC | ||||||||
| 16.950%, 05/08/2029(A) | KZT | 1,164,500 | 2,556 | |||||
| Development Bank of Kazakhstan JSC MTN | ||||||||
| 18.400%, 10/16/2028(A) | 353,000 | 792 | ||||||
| Kazakhstan Government Bond - MEOKAM | ||||||||
| 16.950%, 10/09/2030 | 495,000 | 1,146 | ||||||
| Kazakhstan Government Bond - MEUKAM | ||||||||
| 15.180%, 02/05/2032 | 295,000 | 652 | ||||||
| 14.450%, 06/05/2033 | 975,000 | 2,095 | ||||||
| 14.000%, 02/13/2035 | 691,700 | 1,464 | ||||||
| 10.400%, 05/19/2027 | 435,000 | 907 | ||||||
| 5.000%, 04/18/2028 | 131,111 | 243 | ||||||
| SEI Institutional Investments Trust | 299 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Kazakhstan Government International Bond | ||||||||
| 5.500%, 07/01/2037 | $ | 1,000 | $ | 997 | ||||
| 5.000%, 07/01/2032 | 4,218 | 4,191 | ||||||
| 5.000%, 07/01/2032(A) | 1,060 | 1,054 | ||||||
| Kazakhstan Temir Zholy National JSC | ||||||||
| 5.250%, 04/29/2036(A) | 2,593 | 2,481 | ||||||
| 5.250%, 04/29/2036 | 200 | 191 | ||||||
| QazaqGaz NC JSC | ||||||||
| 5.625%, 05/08/2036(A) | 320 | 313 | ||||||
| 19,082 | ||||||||
| Kenya — 0.8% | ||||||||
| Republic of Kenya Government | ||||||||
| International Bond | ||||||||
| 9.750%, 02/16/2031 | 3,751 | 4,034 | ||||||
| 8.700%, 02/26/2039 | 1,900 | 1,859 | ||||||
| 8.250%, 02/28/2048 | 4,424 | 4,098 | ||||||
| 7.875%, 02/26/2034 | 1,229 | 1,216 | ||||||
| 7.000%, 05/22/2027 | 225 | 226 | ||||||
| Republic of Kenya Infrastructure Bond | ||||||||
| 18.461%, 08/09/2032 | KES | 95,500 | 897 | |||||
| 13.938%, 10/27/2036 | 20,300 | 170 | ||||||
| 12.500%, 01/10/2033 | 133,250 | 1,092 | ||||||
| 12.257%, 01/05/2037 | 33,800 | 273 | ||||||
| 13,865 | ||||||||
| Kuwait — 0.4% | ||||||||
| Kuwait International Government Bond | ||||||||
| 5.509%, 07/29/2036(A) | $ | 7,736 | 7,738 | |||||
| Kyrgyzstan — 0.1% | ||||||||
| Eldik Bank OAO | ||||||||
| 8.500%, 04/23/2031(A) | 1,160 | 1,167 | ||||||
| Kyrgyz Republic International Bond MTN | ||||||||
| 7.750%, 06/03/2030 | 710 | 727 | ||||||
| 1,894 | ||||||||
| Laos — 0.2% | ||||||||
| EDL-Generation | ||||||||
| 11.125%, 08/11/2031(A) | 1,100 | 1,130 | ||||||
| Laos Government International Bond | ||||||||
| 11.250%, 11/12/2030 | 1,477 | 1,617 | ||||||
| 2,747 | ||||||||
| Latvia — 0.1% | ||||||||
| Latvia Government International Bond MTN | ||||||||
| 5.125%, 07/30/2034 | 950 | 937 | ||||||
| Lebanon — 0.5% | ||||||||
| Lebanon Government International Bond | ||||||||
| 8.250%, 05/17/2034(D) | 14,346 | 4,289 | ||||||
| 8.200%, 05/17/2033(D) | 9,714 | 2,905 | ||||||
| Lebanon Government International Bond MTN | ||||||||
| 7.000%, 03/20/2028(D) | 3,833 | 1,038 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 6.400%, 05/26/2023(D) | $ | 2,645 | $ | 730 | ||||
| 8,962 | ||||||||
| Luxembourg — 0.3% | ||||||||
| Delphos Securities SARL - Compartment | ||||||||
| Bernina MTN | ||||||||
| 7.625%, 04/08/2035 | EUR | 2,700 | 3,107 | |||||
| Delphos Securities SARL - Compartment | ||||||||
| Verdant Rock MTN | ||||||||
| 0.000%, 04/29/2056(C) | $ | 2,000 | 1,902 | |||||
| 5,009 | ||||||||
| Malaysia — 5.8% | ||||||||
| Malaysia Government Bond | ||||||||
| 4.893%, 06/08/2038 | MYR | 40,412 | 10,866 | |||||
| 4.642%, 11/07/2033 | 22,984 | 5,994 | ||||||
| 4.504%, 04/30/2029 | 5,000 | 1,276 | ||||||
| 4.498% 04/15/2030 | 22,519 | 5,778 | ||||||
| 4.457%, 03/31/2053 | 3,389 | 868 | ||||||
| 4.232% 06/30/2031 | 3,496 | 891 | ||||||
| 4.065%, 06/15/2050 | 9,000 | 2,176 | ||||||
| 3.900% 11/30/2026 | 67,961 | 16,926 | ||||||
| 3.892% 03/15/2027 | 2,065 | 515 | ||||||
| 3.885%, 08/15/2029 | 35,000 | 8,801 | ||||||
| 3.828%, 07/05/2034 | 27,318 | 6,762 | ||||||
| 3.757%, 05/22/2040 | 9,000 | 2,163 | ||||||
| 3.733%, 06/15/2028 | 28,280 | 7,076 | ||||||
| 3.582%, 07/15/2032 | 22,823 | 5,613 | ||||||
| 3.519%, 04/20/2028 | 28,540 | 7,115 | ||||||
| 3.502% 05/31/2027 | 11,996 | 2,990 | ||||||
| 3.237%, 03/15/2029 | 2,858 | 708 | ||||||
| 2.632%, 04/15/2031 | 23,098 | 5,498 | ||||||
| Malaysia Government Investment Issue | ||||||||
| 4.119%, 11/30/2034 | 5,418 | 1,370 | ||||||
| Malaysia Sovereign Sukuk | ||||||||
| 4.949%, 07/30/2036(A) | $ | 7,620 | 7,563 | |||||
| 4.236%, 04/22/2045 | 2,613 | 2,218 | ||||||
| Malaysia Wakala Sukuk | ||||||||
| 3.075%, 04/28/2051 | 2,585 | 1,733 | ||||||
| 104,900 | ||||||||
| Mexico — 7.9% | ||||||||
| Banco Mercantil del Norte | ||||||||
| 8.450%, H15T5Y + 4.009%(A)(G)(H) | 2,450 | 2,454 | ||||||
| Banco Nacional de Mexico | ||||||||
| 6.697%, H15T5Y + 2.682%, | ||||||||
| 08/07/2036(A)(G) | 3,290 | 3,250 | ||||||
| Mexican Bonos | ||||||||
| 10.000% 11/20/2036 | MXN | 100,000 | 6,154 | |||||
| 8.500% 05/31/2029 | 12,994 | 775 | ||||||
| 8.500% 11/18/2038 | 123,879 | 6,718 | ||||||
| 8.000%, 04/15/2032 | 270,000 | 15,242 | ||||||
| 8.000%, 11/07/2047 | 145,023 | 7,171 | ||||||
| 8.000%, 07/31/2053 | 83,111 | 4,059 | ||||||
| 8.000%, 04/29/2055 | 35,000 | 1,704 | ||||||
| 300 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 7.750% 05/29/2031 | MXN | 33,456 | $ | 1,906 | ||||
| 7.750% 11/23/2034 | 126,621 | 6,831 | ||||||
| 7.750% 11/13/2042 | 189,783 | 9,325 | ||||||
| 7.500% 06/03/2027 | 96,117 | 5,674 | ||||||
| 7.500%, 05/26/2033 | 43,519 | 2,369 | ||||||
| 5.500%, 03/04/2027 | 30,000 | 1,750 | ||||||
| Mexico Cetes | ||||||||
| 0.000%, 10/01/2026(F) | 2,275,000 | 13,289 | ||||||
| 0.000%, 11/12/2026(F) | 1,134,956 | 6,579 | ||||||
| Mexico Government International Bond | ||||||||
| 6.750%, 02/09/2056 | $ | 10,250 | 9,610 | |||||
| 6.338%, 05/04/2053 | 1,383 | 1,243 | ||||||
| Mexico Government International Bond | ||||||||
| MTN | ||||||||
| 5.625%, 03/19/2114 | GBP | 6,220 | 6,104 | |||||
| Petroleos Mexicanos | ||||||||
| 7.690%, 01/23/2050 | $ | 19,460 | 17,729 | |||||
| Petroleos Mexicanos MTN | ||||||||
| 6.750%, 09/21/2047 | 17,680 | 14,841 | ||||||
| 144,777 | ||||||||
| Mongolia — 0.4% | ||||||||
| Development Bank of Mongolia LLC | ||||||||
| 6.900%, 07/02/2031(A) | 1,160 | 1,160 | ||||||
| Mongolia Government International Bond | ||||||||
| 6.625%, 02/25/2030 | 851 | 869 | ||||||
| 6.625%, 02/25/2030(A) | 317 | 324 | ||||||
| Tsetsens Mining And Energy LLC | ||||||||
| 11.375%, 02/05/2031 | 4,370 | 4,689 | ||||||
| 7,042 | ||||||||
| Montenegro — 0.0% | ||||||||
| Montenegro Government International | ||||||||
| Bond | ||||||||
| 7.250%, 03/12/2031 | 300 | 313 | ||||||
| Morocco — 0.2% | ||||||||
| Morocco Government International Bond | ||||||||
| 6.500%, 09/08/2033 | 3,141 | 3,294 | ||||||
| 4.000%, 12/15/2050 | 1,000 | 690 | ||||||
| 3,984 | ||||||||
| Mozambique — 0.1% | ||||||||
| Mozambique International Bond | ||||||||
| 9.000%, 09/15/2031(B) | 1,801 | 1,652 | ||||||
| Netherlands — 0.0% | ||||||||
| Nederlandse Financierings-Maatschappij | ||||||||
| voor Ontwikkelingslanden MTN | ||||||||
| 11.000%, 03/27/2028 | UZS | 8,000,000 | 673 | |||||
| Nigeria — 2.5% | ||||||||
| Nigeria Government Bond | ||||||||
| 16.250%, 04/18/2037 | NGN | 4,412,788 | 3,174 | |||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Nigeria Government International Bond | ||||||||
| 9.625%, 06/09/2031 | $ | 9,798 | $ | 10,969 | ||||
| 9.130%, 01/13/2046 | 900 | 987 | ||||||
| Nigeria Government International Bond MTN | ||||||||
| 8.250%, 09/28/2051 | 4,100 | 4,106 | ||||||
| Nigeria OMO Bill | ||||||||
| 21.455%, 11/10/2026(E) | NGN | 1,210,000 | 871 | |||||
| 21.418%, 12/08/2026(E) | 5,579,486 | 3,956 | ||||||
| 21.368%, 09/29/2026(E) | 6,819,000 | 5,019 | ||||||
| 21.256%, 11/17/2026(E) | 5,668,000 | 4,064 | ||||||
| 19.660%, 09/22/2026(E) | 3,501,492 | 2,588 | ||||||
| 19.039%, 01/21/2027(E) | 3,768,962 | 2,609 | ||||||
| 18.901%, 01/14/2027(E) | 1,960,202 | 1,361 | ||||||
| 18.539%, 01/19/2027(E) | 423,900 | 294 | ||||||
| 18.360%, 01/12/2027(E) | 7,354,950 | 5,126 | ||||||
| 45,124 | ||||||||
| North Macedonia — 0.0% | ||||||||
| North Macedonia Government International Bond | ||||||||
| 4.750%, 01/21/2034(A) | EUR | 620 | 709 | |||||
| Oman — 0.9% | ||||||||
| EDO Sukuk | ||||||||
| 5.662%, 07/03/2031 | $ | 3,499 | 3,552 | |||||
| 5.662%, 07/03/2031(A) | 1,186 | 1,204 | ||||||
| Mazoon Assets SAOC | ||||||||
| 5.250%, 10/09/2031 | 1,384 | 1,371 | ||||||
| 5.250%, 10/09/2031(A) | 1,101 | 1,091 | ||||||
| Oman Government International Bond | ||||||||
| 6.750%, 10/28/2027 | 831 | 847 | ||||||
| 6.750%, 01/17/2048 | 3,800 | 3,952 | ||||||
| Oman Sovereign Sukuk | ||||||||
| 4.525%, 04/17/2033(A) | 4,684 | 4,534 | ||||||
| 4.525%, 04/17/2033 | 348 | 337 | ||||||
| 16,888 | ||||||||
| Pakistan — 0.3% | ||||||||
| Pakistan Global Sukuk Programme MTN | ||||||||
| 7.950%, 01/31/2029 | 2,994 | 3,073 | ||||||
| Pakistan Government International Bond MTN | ||||||||
| 8.875%, 04/08/2051 | 1,500 | 1,510 | ||||||
| Pakistan Water & Power Development Authority | ||||||||
| 7.500%, 06/04/2031 | 350 | 345 | ||||||
| 4,928 | ||||||||
| Panama — 0.8% | ||||||||
| Empresa de Transmision Electrica | ||||||||
| 5.125%, 05/02/2049 | 280 | 222 | ||||||
| Generadora de Gatun | ||||||||
| 6.874%, 09/30/2044(A) | 850 | 859 | ||||||
| SEI Institutional Investments Trust | 301 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Panama Government International Bond | ||||||||
| 8.125%, 04/28/2034 | $ | 379 | $ | 437 | ||||
| 8.000%, 03/01/2038 | 3,797 | 4,344 | ||||||
| 5.662%, 02/23/2038 | 3,058 | 2,976 | ||||||
| 4.500%, 04/16/2050 | 1,000 | 761 | ||||||
| 2.252%, 09/29/2032 | 5,776 | 4,785 | ||||||
| 14,384 | ||||||||
| Paraguay — 0.3% | ||||||||
| Paraguay Government International Bond | ||||||||
| 8.500%, 04/04/2038(A) | PYG | 5,570,000 | 904 | |||||
| 5.850%, 08/21/2033 | $ | 2,535 | 2,574 | |||||
| 3.849%, 06/28/2033 | 456 | 419 | ||||||
| 2.739%, 01/29/2033 | 200 | 175 | ||||||
| Ueno Bank | ||||||||
| 6.700%, 03/06/2031(A) | 1,200 | 1,137 | ||||||
| 5,209 | ||||||||
| Peru — 2.4% | ||||||||
| Credicorp Capital Sociedad Titulizadora | ||||||||
| 10.100%, 12/15/2043(A) | PEN | 492 | 162 | |||||
| Peru Government Bond | ||||||||
| 7.600%, 08/12/2039(A) | 18,809 | 5,948 | ||||||
| 7.300%, 08/12/2033(A) | 2,760 | 908 | ||||||
| 6.900%, 08/12/2037 | 6,682 | 2,022 | ||||||
| 6.850%, 08/12/2035(A) | 16,400 | 5,065 | ||||||
| 5.400%, 08/12/2034 | 22,724 | 6,526 | ||||||
| 5.350%, 08/12/2040 | 9,450 | 2,432 | ||||||
| Peru LNG Srl | ||||||||
| 5.375%, 03/22/2030 | $ | 1,460 | 1,431 | |||||
| Peruvian Government International Bond | ||||||||
| 6.200%, 06/30/2055 | 1,694 | 1,673 | ||||||
| 5.500%, 03/30/2036 | 7,323 | 7,218 | ||||||
| 3.230%, 07/28/2121 | 700 | 365 | ||||||
| Petroleos del Peru | ||||||||
| 5.625%, 06/19/2047 | 14,686 | 10,824 | ||||||
| 44,574 | ||||||||
| Philippines — 1.6% | ||||||||
| Philippine Government Bond | ||||||||
| 8.000% 07/19/2031 | PHP | 73,590 | 1,229 | |||||
| 6.375%, 07/27/2030 | 130,000 | 2,044 | ||||||
| 6.250%, 02/28/2029 | 230,000 | 3,656 | ||||||
| 6.000%, 08/20/2030 | 110,000 | 1,701 | ||||||
| 5.925%, 02/23/2036 | 153,000 | 2,229 | ||||||
| Philippine Government International Bond | ||||||||
| 6.250% 01/14/2036 | 67,000 | 978 | ||||||
| 5.750%, 01/27/2051 | $ | 1,810 | 1,713 | |||||
| 5.325%, 06/24/2036 | 6,681 | 6,549 | ||||||
| 5.000%, 01/27/2036 | 1,920 | 1,847 | ||||||
| 4.200%, 03/29/2047 | 620 | 479 | ||||||
| 3.700%, 02/02/2042 | 1,592 | 1,233 | ||||||
| 3.200%, 07/06/2046 | 1,300 | 864 | ||||||
| 2.950%, 05/05/2045 | 400 | 261 | ||||||
| 2.650%, 12/10/2045 | 1,666 | 1,020 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| ROP Sukuk Trust | ||||||||
| 5.045%, 06/06/2029 | $ | 3,664 | $ | 3,669 | ||||
| 29,472 | ||||||||
| Poland — 3.9% | ||||||||
| Republic of Poland Government Bond | ||||||||
| 6.000%, 10/25/2033 | PLN | 7,110 | 1,937 | |||||
| 5.000%, 10/25/2034 | 16,009 | 4,056 | ||||||
| 5.000%, 10/25/2035 | 35,694 | 8,924 | ||||||
| 4.750%, 07/25/2029 | 18,000 | 4,820 | ||||||
| 2.750% 04/25/2028 | 18,255 | 4,778 | ||||||
| 1.750%, 04/25/2032 | 61,310 | 13,467 | ||||||
| 1.250%, 10/25/2030 | 20,000 | 4,587 | ||||||
| Republic of Poland Government | ||||||||
| International Bond | ||||||||
| 6.125%, 04/14/2056 | $ | 6,783 | 6,532 | |||||
| 5.500%, 03/18/2054 | 1,700 | 1,517 | ||||||
| 5.375%, 02/12/2035 | 6,100 | 6,060 | ||||||
| 5.375%, 04/14/2036 | 2,560 | 2,524 | ||||||
| 5.125%, 09/18/2034 | 4,330 | 4,261 | ||||||
| 4.875%, 02/12/2030 | 7,746 | 7,792 | ||||||
| 71,255 | ||||||||
| Romania — 2.7% | ||||||||
| Romania Government Bond | ||||||||
| 8.250%, 09/29/2032 | RON | 4,135 | 973 | |||||
| 8.000%, 04/29/2030 | 38,550 | 8,861 | ||||||
| 7.900%, 02/24/2038 | 8,000 | 1,865 | ||||||
| 7.650%, 07/27/2031 | 13,300 | 3,044 | ||||||
| 7.350%, 04/28/2031 | 7,880 | 1,780 | ||||||
| 6.850%, 07/29/2030 | 9,225 | 2,048 | ||||||
| 4.250%, 04/28/2036 | 4,550 | 815 | ||||||
| 4.150%, 10/24/2030 | 1,920 | 386 | ||||||
| Romania Government International Bond | ||||||||
| 5.750%, 03/24/2035 | $ | 17,616 | 16,754 | |||||
| 5.125%, 06/15/2048 | 1,506 | 1,178 | ||||||
| 4.000%, 02/14/2051 | 1,420 | 914 | ||||||
| Romania Government International Bond MTN | ||||||||
| 2.875%, 04/13/2042 | EUR | 9,660 | 7,246 | |||||
| 2.750%, 04/14/2041 | 300 | 226 | ||||||
| Romanian Government International Bond | ||||||||
| 6.500%, 10/07/2045 | 2,400 | 2,722 | ||||||
| 48,812 | ||||||||
| 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 | 462 | ||||||
| 302 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Saudi Arabia — 1.7% | ||||||||
| Acwa Power Management And Investments One | ||||||||
| 5.950%, 12/15/2039 | $ | 630 | $ | 619 | ||||
| Gaci First Investment MTN | ||||||||
| 6.250%, 05/14/2056 | 6,990 | 6,686 | ||||||
| Green Palm Bidco Sarl MTN | ||||||||
| 6.462%, 06/30/2046(A) | 6,030 | 5,897 | ||||||
| Saudi Government International Bond MTN | ||||||||
| 5.875%, 01/12/2056 | 200 | 185 | ||||||
| 5.000%, 01/18/2053 | 2,829 | 2,320 | ||||||
| 4.750%, 01/16/2030 | 7,854 | 7,790 | ||||||
| 4.625%, 10/04/2047 | 5,439 | 4,351 | ||||||
| 4.375%, 01/12/2031 | 863 | 839 | ||||||
| 3.750%, 01/21/2055 | 4,770 | 3,137 | ||||||
| 31,824 | ||||||||
| Senegal — 0.2% | ||||||||
| Senegal Government International Bond | ||||||||
| 7.750%, 06/10/2031 | 1,263 | 653 | ||||||
| 6.750%, 03/13/2048 | 2,550 | 1,259 | ||||||
| 6.250%, 05/23/2033 | 1,077 | 542 | ||||||
| 5.375%, 06/08/2037 | EUR | 560 | 322 | |||||
| 2,776 | ||||||||
| Serbia — 0.5% | ||||||||
| Serbia International Bond | ||||||||
| 6.000%, 06/12/2034 | $ | 4,614 | 4,609 | |||||
| 5.500%, 05/06/2036(A) | 3,030 | 2,897 | ||||||
| Telecommunications co Telekom Srbija AD Belgrade | ||||||||
| 7.250%, 05/18/2031(A) | 450 | 445 | ||||||
| 7.125%, 05/18/2036(A) | EUR | 180 | 212 | |||||
| 7.000%, 10/28/2029 | $ | 291 | 290 | |||||
| 8,453 | ||||||||
| South Africa — 6.0% | ||||||||
| Absa Bank | ||||||||
| 25.402%, 01/14/2027(E) | EGP | 388,700 | 6,999 | |||||
| Absa Bank MTN | ||||||||
| 24.697%, 09/10/2026(E) | 87,000 | 1,697 | ||||||
| 24.696%, 09/24/2026(E) | 19,100 | 370 | ||||||
| 24.418%, 01/14/2027(E) | 187,275 | 3,354 | ||||||
| Eskom Holdings MTN | ||||||||
| 7.500%, 09/15/2033 | ZAR | 52,000 | 2,961 | |||||
| Republic of South Africa Government Bond | ||||||||
| 10.000%, 03/31/2033 | 37,000 | 2,467 | ||||||
| 9.000%, 01/31/2040 | 180,201 | 10,983 | ||||||
| 8.875% 02/28/2035 | 153,094 | 9,657 | ||||||
| 8.750% 01/31/2044 | 201,289 | 11,836 | ||||||
| 8.750% 02/28/2048 | 175,145 | 10,300 | ||||||
| 8.500% 01/31/2037 | 130,006 | 7,863 | ||||||
| 8.250% 03/31/2032 | 36,568 | 2,260 | ||||||
| 8.000%, 01/31/2030 | 158,177 | 9,823 | ||||||
| 7.000% 02/28/2031 | 100,000 | 5,940 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 6.500% 02/28/2041 | ZAR | 35,634 | $ | 1,730 | ||||
| 6.250% 03/31/2036 | 3,605 | 188 | ||||||
| Republic of South Africa Government | ||||||||
| International Bond | ||||||||
| 7.250%, 12/11/2055 | $ | 815 | 793 | |||||
| 6.125%, 12/11/2037 | 1,455 | 1,419 | ||||||
| 6.125%, 12/11/2037(A) | 7,914 | 7,715 | ||||||
| 5.750%, 09/30/2049 | 8,890 | 7,288 | ||||||
| 5.000%, 10/12/2046 | 600 | 458 | ||||||
| Sibanye-Stillwater UK Financing | ||||||||
| 6.250%, 11/15/2031(A) | 2,659 | 2,627 | ||||||
| 108,728 | ||||||||
| Sri Lanka — 0.6% | ||||||||
| Sri Lanka Government International Bond | ||||||||
| 3.600%, 08/15/2027(A)(B) | 1,525 | 1,563 | ||||||
| 3.600%, 08/15/2027(B) | 3,970 | 4,071 | ||||||
| 3.600%, 11/15/2027(A)(B) | 230 | 235 | ||||||
| 3.600%, 12/15/2027(A)(B) | 3,375 | 2,792 | ||||||
| 3.350%, 09/15/2027(B) | 1,727 | 1,657 | ||||||
| 10,318 | ||||||||
| Supranational — 2.1% | ||||||||
| African Export-Import Bank | ||||||||
| 7.125%, 07/23/2036(A) | 2,041 | 2,041 | ||||||
| Andina de Fomento MTN | ||||||||
| 7.700%, 03/06/2029 | INR | 340,000 | 3,549 | |||||
| Asian Development Bank MTN | ||||||||
| 5.300%, 07/06/2029 | PEN | 2,700 | 799 | |||||
| 4.500%, 05/30/2028 | 5,500 | 1,610 | ||||||
| Asian Infrastructure Investment Bank MTN | ||||||||
| 7.200%, 07/02/2031 | INR | 56,500 | 576 | |||||
| 7.000%, 03/01/2029 | 200,000 | 2,074 | ||||||
| 6.650%, 06/30/2033 | 588,000 | 5,863 | ||||||
| European Bank for Reconstruction & | ||||||||
| Development | ||||||||
| 15.000%, 06/11/2028 | KZT | 237,000 | 502 | |||||
| Inter-American Development Bank MTN | ||||||||
| 7.000%, 08/08/2033 | INR | 360,000 | 3,638 | |||||
| International Bank for Reconstruction & | ||||||||
| Development | ||||||||
| 16.500%, 12/08/2027 | KZT | 360,000 | 788 | |||||
| 16.050%, 10/02/2028 | 340,000 | 764 | ||||||
| International Bank for Reconstruction & | ||||||||
| Development MTN | ||||||||
| 7.050%, 07/22/2029 | INR | 192,500 | 1,997 | |||||
| 6.750%, 07/13/2029 | 264,300 | 2,694 | ||||||
| 6.500%, 04/17/2030 | 400,000 | 4,043 | ||||||
| 2.250%, 01/19/2029 | CNY | 11,000 | 1,664 | |||||
| International Finance MTN | ||||||||
| 9.909%, 08/16/2028(E) | COP | 23,400,000 | 5,729 | |||||
| 38,331 | ||||||||
| SEI Institutional Investments Trust | 303 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Swaziland — 0.1% | ||||||||
| Eswatini Government Bond MTN | ||||||||
| 12.175%, 08/01/2030 | ZAR | 13,000 | $ | 809 | ||||
| 11.875%, 05/08/2027 | 16,000 | 998 | ||||||
| 1,807 | ||||||||
| Tajikistan — 0.1% | ||||||||
| Republic of Tajikistan International Bond | ||||||||
| 7.125%, 09/14/2027 | $ | 1,485 | 1,491 | |||||
| Thailand — 1.0% | ||||||||
| Thailand Government Bond | ||||||||
| 3.450%, 06/17/2043 | THB | 193,400 | 6,247 | |||||
| 3.390%, 06/17/2037 | 46,787 | 1,556 | ||||||
| 3.300%, 06/17/2038 | 79,242 | 2,620 | ||||||
| 2.875%, 06/17/2046 | 4,865 | 143 | ||||||
| 2.800%, 06/17/2034 | 62,493 | 1,992 | ||||||
| 2.750%, 06/17/2052 | 2,778 | 78 | ||||||
| 2.410%, 03/17/2035 | 106,000 | 3,273 | ||||||
| 2.125%, 12/17/2026 | 7,900 | 239 | ||||||
| 2.000%, 06/17/2042 | 76,757 | 2,092 | ||||||
| 1.600%, 06/17/2035 | 2,000 | 58 | ||||||
| 1.585%, 12/17/2035 | 1,182 | 34 | ||||||
| 18,332 | ||||||||
| Trinidad & Tobago — 0.5% | ||||||||
| Port of Spain Waterfront Development | ||||||||
| 7.875%, 02/19/2040 | $ | 3,510 | 3,635 | |||||
| Telecommunications Services of Trinidad | ||||||||
| & Tobago | ||||||||
| 8.875%, 10/18/2029 | 1,100 | 1,120 | ||||||
| Trinidad & Tobago Government | ||||||||
| International Bond | ||||||||
| 6.500%, 01/28/2036 | 3,726 | 3,772 | ||||||
| 8,527 | ||||||||
| Tunisia — 0.2% | ||||||||
| Tunisian Republic | ||||||||
| 3.280%, 08/09/2027 | JPY | 200,000 | 1,221 | |||||
| Tunisian Republic MTN | ||||||||
| 3.500%, 02/03/2033 | 600,000 | 2,997 | ||||||
| 4,218 | ||||||||
| Turkey — 2.8% | ||||||||
| Hazine Mustesarligi Varlik Kiralama | ||||||||
| 6.750%, 09/01/2030(A) | $ | 2,012 | 2,021 | |||||
| 6.700%, 07/02/2032(A) | 8,188 | 8,139 | ||||||
| 6.700%, 07/02/2032 | 200 | 198 | ||||||
| Turkiye Government Bond | ||||||||
| 31.080%, 11/08/2028 | TRY | 91,000 | 1,740 | |||||
| 26.200%, 10/05/2033 | 200,507 | 3,468 | ||||||
| Turkiye Government International Bond | ||||||||
| 9.875%, 01/15/2028 | $ | 2,576 | 2,710 | |||||
| 6.875%, 01/14/2038 | 2,570 | 2,467 | ||||||
| 6.375%, 05/22/2031 | 1,916 | 1,897 | ||||||
| 6.300%, 03/14/2033 | 4,526 | 4,368 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| 6.125%, 10/24/2028 | $ | 2,597 | $ | 2,605 | ||||
| 6.000%, 03/25/2027 | 3,180 | 3,187 | ||||||
| 5.750%, 05/11/2047 | 12,500 | 9,874 | ||||||
| 4.875%, 04/16/2043 | 1,790 | 1,320 | ||||||
| Zorlu Enerji Elektrik Uretim | ||||||||
| 11.000%, 04/23/2030 | 8,300 | 6,239 | ||||||
| 50,233 | ||||||||
| Uganda — 0.2% | ||||||||
| Republic of Uganda Government Bonds | ||||||||
| 15.550%, 07/06/2028 | UGX | 5,752,500 | 1,609 | |||||
| 14.125%, 01/13/2028 | 5,592,300 | 1,527 | ||||||
| 3,136 | ||||||||
| Ukraine — 1.1% | ||||||||
| NAK Naftogaz Ukraine via Kondor Finance | ||||||||
| 8.950%, 01/15/2032(D) | EUR | 760 | 784 | |||||
| NPC Ukrenergo | ||||||||
| 6.875%, 11/09/2028(D) | $ | 1,085 | 1,071 | |||||
| Ukraine Government International Bond | ||||||||
| 16.547%, 02/01/2027(E) | 314 | 225 | ||||||
| 8.945%, 02/01/2027(E) | 6,802 | 3,914 | ||||||
| 8.311%, 02/01/2027(E) | 826 | 475 | ||||||
| 7.694%, 02/01/2027(E) | 6,811 | 3,776 | ||||||
| 4.500%, 02/01/2027(B) | 2,191 | 1,454 | ||||||
| 4.500%, 02/01/2027(B) | 1,992 | 1,340 | ||||||
| 4.500%, 02/01/2027(B) | 851 | 583 | ||||||
| 4.500%, 02/01/2027(B) | 244 | 209 | ||||||
| 4.000%, 02/01/2027(A)(B) | 2,768 | 2,271 | ||||||
| 4.000%, 02/01/2027(B) | 5,483 | 4,498 | ||||||
| 20,600 | ||||||||
| United Arab Emirates — 0.3% | ||||||||
| Finance Department Government of | ||||||||
| Sharjah MTN | ||||||||
| 4.000%, 07/28/2050 | 4,146 | 2,556 | ||||||
| Pearl Petroleum | ||||||||
| 13.000%, 05/15/2028(A) | 2,150 | 2,295 | ||||||
| 4,851 | ||||||||
| Uruguay — 1.1% | ||||||||
| Uruguay Government International Bond | ||||||||
| 9.750%, 07/20/2033 | UYU | 14,010 | 383 | |||||
| 8.000%, 10/29/2035 | 90,600 | 2,269 | ||||||
| 5.750%, 10/28/2034 | $ | 9,515 | 9,739 | |||||
| 4.975%, 04/20/2055 | 829 | 707 | ||||||
| Uruguay Monetary Regulation Bill | ||||||||
| 8.116%, 10/02/2026(E) | UYU | 89,579 | 2,212 | |||||
| 8.079%, 09/04/2026(E) | 214,461 | 5,318 | ||||||
| 20,628 | ||||||||
| Uzbekistan — 1.5% | ||||||||
| Aloqabank JSC | ||||||||
| 7.700%, 05/18/2031(A) | $ | 920 | 917 | |||||
| Jscb Agrobank | ||||||||
| 9.250%, 10/02/2029 | 500 | 539 | ||||||
| 304 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| National Bank of Uzbekistan | ||||||||
| 19.875%, 07/05/2027 | UZS | 5,000,000 | $ | 443 | ||||
| Navoi Mining & Metallurgical | ||||||||
| 6.750%, 05/14/2030 | $ | 1,383 | 1,425 | |||||
| Republic of Uzbekistan International Bond | ||||||||
| 16.250%, 10/12/2026(A) | UZS | 10,210,000 | 870 | |||||
| 15.500%, 02/25/2028(A) | 72,500,000 | 6,532 | ||||||
| 12.250%, 04/13/2029(A) | 17,000,000 | 1,469 | ||||||
| 6.947%, 05/25/2032 | $ | 700 | 740 | |||||
| 5.375%, 05/29/2027 | EUR | 1,390 | 1,628 | |||||
| 3.900%, 10/19/2031 | $ | 2,718 | 2,494 | |||||
| TBC Bank Group | ||||||||
| 22.000%, 06/05/2028 | 38,700,000 | 3,674 | ||||||
| Uzbek Industrial and Construction Bank ATB | ||||||||
| 21.000%, 07/24/2027 | UZS | 18,200,000 | 1,610 | |||||
| 8.950%, 07/24/2029 | $ | 1,000 | 1,068 | |||||
| Uzbekneftegaz JSC | ||||||||
| 8.750%, 05/07/2030 | 2,090 | 2,239 | ||||||
| 4.750%, 11/16/2028 | 1,214 | 1,179 | ||||||
| 26,827 | ||||||||
| Venezuela — 1.8% | ||||||||
| La Electricidad de Caracas | ||||||||
| 8.500%, 04/10/2018(D) | 2,876 | 1,100 | ||||||
| Petroleos de Venezuela | ||||||||
| 12.750%, 02/17/2022(D) | 11,970 | 6,152 | ||||||
| 9.750%, 05/17/2035(D) | 14,992 | 7,196 | ||||||
| 9.000%, 11/17/2021(D) | 2,000 | 909 | ||||||
| 6.000%, 10/28/2022(D) | 4,950 | 1,908 | ||||||
| 6.000%, 11/15/2026(D) | 1,019 | 407 | ||||||
| 5.500%, 04/12/2037(D) | 5,065 | 1,958 | ||||||
| 5.375%, 04/12/2027(D) | 5,687 | 2,212 | ||||||
| Venezuela Government International Bond | ||||||||
| 12.750%, 08/23/2022(D) | 10,980 | 6,451 | ||||||
| 8.250%, 10/13/2024(D) | 8,290 | 4,083 | ||||||
| 7.750%, 10/13/2019(D) | 2,350 | 1,163 | ||||||
| 33,539 | ||||||||
| Vietnam — 0.0% | ||||||||
| Mong Duong Finance Holdings BV | ||||||||
| 5.125%, 05/07/2029(A) | 803 | 792 | ||||||
| Zambia — 0.1% | ||||||||
| Zambia Government Bond | ||||||||
| 20.000%, 06/23/2040 | ZMW | 2,198 | 134 | |||||
| 19.000%, 08/18/2035 | 4,396 | 259 | ||||||
| 17.190%, 01/26/2036 | 8,793 | 490 | ||||||
| 14.250%, 06/29/2028 | 1,700 | 91 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BONDS (continued) | ||||||||
| Zambia Government International Bond | ||||||||
| 5.750%, 06/30/2031(B) | $ | 616 | $ | 605 | ||||
| 1,579 | ||||||||
| Total Global Bonds | ||||||||
| (Cost $1,601,121) ($ Thousands) | 1,668,717 | |||||||
| U.S. TREASURY OBLIGATIONS — 3.0% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.709%, 10/08/2026 (E) | 5,000 | 4,981 | ||||||
| 3.671%, 09/22/2026 (E) | 7,000 | 6,985 | ||||||
| 3.641%, 09/17/2026 (E) | 4,500 | 4,493 | ||||||
| U.S. Treasury Notes | ||||||||
| 3.854%, USBMMY3M + 0.103%, | ||||||||
| 04/30/2028 (G) | 20,400 | 20,415 | ||||||
| 3.850%, USBMMY3M + 0.099%, | ||||||||
| 01/31/2028 (G) | 12,000 | 12,011 | ||||||
| 3.801%, USBMMY3M + 0.050%, | ||||||||
| 07/31/2028 (G) | 1,500 | 1,500 | ||||||
| 3.125%, 08/31/2029 | 5,200 | 5,014 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $55,340) ($ Thousands) | 55,399 | |||||||
| Number of Participation Notes | ||||||||
| LOAN PARTICIPATION NOTES — 0.9% | ||||||||
| European Currency Union — 0.3% | ||||||||
| Republic of Cote d'Ivoire, Term Loan, 1st Lien, 4.912%, Expires 04/26/2028 | 4,230,000 | 4,913 | ||||||
| Republic Of Uganda Ddtl, 1st Lien, 7.075%, Expires 04/23/2030 | 460,000 | 532 | ||||||
| 5,445 | ||||||||
| Serbia — 0.1% | ||||||||
| Telekom SRBIJA, Term Loan, 1st Lien, 8.417%, Expires 06/13/2029 | 1,456,900 | 1,684 | ||||||
| United States — 0.5% | ||||||||
| Newco Hldg Eur 31 Sarl, Term Loan, 1st Lien, 13.500%, Expires 06/13/2029 (I) | 5,125,625 | 5,089 | ||||||
| United Republic of Tanzania, Term Loan, 1st Lien, 9.100%, Expires 09/16/2032 | 4,218,750 | 4,219 | ||||||
| United Republic of Tanzania, Term Loan, 1st Lien, 9.123%, Expires 01/15/2032 | 436,364 | 439 | ||||||
| 9,747 | ||||||||
| Total Loan Participation Notes | ||||||||
| (Cost $16,742) ($ Thousands) | 16,876 | |||||||
| SEI Institutional Investments Trust | 305 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Description | Market Value ($ Thousands) | |||
| PURCHASED OPTIONS — 0.1% | ||||
| Total Purchased Options | ||||
| (Cost $1,825) ($ Thousands) | $ | 968 | ||
| Total Investments in Securities — 95.5% | ||||
| (Cost $1,675,028) ($ Thousands) | $ | 1,741,960 | ||
| WRITTEN OPTIONS — (0.0)% | ||||
| Total Written Options | ||||
| (Premiums Received $1,318) ($ Thousands) | $ | (747 | ) | |
A list of open exchange traded options contracts for the Fund at August 31, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| PURCHASED OPTIONS — 0.1% | ||||||||||||||||||
| Put Options | ||||||||||||||||||
| EUR PUT/HUF CALL | 320,000 | $ | 108,800 | $ | 340.00 | 9/19/2026 | $ | – | ||||||||||
| EUR PUT/HUF CALL | 320,000 | 108,800 | 340.00 | 10/17/2026 | 1 | |||||||||||||
| EUR PUT/HUF CALL | 310,000 | 104,780 | 338.00 | 11/21/2026 | 1 | |||||||||||||
| EUR PUT/HUF CALL | 320,000 | 110,400 | 345.00 | 10/17/2026 | 2 | |||||||||||||
| EUR PUT/HUF CALL | 310,000 | 103,540 | 334.00 | 2/20/2027 | 4 | |||||||||||||
| EUR PUT/USD CALL | 520,000 | 582 | 1.12 | 12/19/2026 | 48 | |||||||||||||
| EUR PUT/USD CALL | 530,000 | 586 | 1.11 | 10/17/2026 | 14 | |||||||||||||
| EUR PUT/ZAR CALL | 12,900,000 | 237,360 | 18.40 | 12/19/2026 | 91 | |||||||||||||
| EUR PUT/ZAR CALL | 650,000 | 11,700 | 18.00 | 10/17/2026 | 28 | |||||||||||||
| USD PUT/CLP CALL | 13,000,000 | 11,154,000 | 858.00 | 9/19/2026 | – | |||||||||||||
| USD PUT/CNH CALL | 325,000 | 2,112 | 6.50 | 10/17/2026 | 2 | |||||||||||||
| USD PUT/CNH CALL | 260,000 | 1,690 | 6.50 | 11/21/2026 | 4 | |||||||||||||
| USD PUT/CNH CALL | 325,000 | 2,080 | 6.40 | 1/16/2027 | 9 | |||||||||||||
| USD PUT/CNH CALL | 260,000 | 1,664 | 6.40 | 2/20/2027 | 10 | |||||||||||||
| USD PUT/CNH CALL | 260,000 | 1,643 | 6.32 | 5/22/2027 | 14 | |||||||||||||
| USD PUT/CNH CALL | 325,000 | 2,064 | 6.35 | 4/17/2027 | 18 | |||||||||||||
| USD PUT/CNH CALL | 325,000 | 2,064 | 6.35 | 1/16/2027 | 5 | |||||||||||||
| USD PUT/CZK CALL | 305,000 | 5,887 | 19.30 | 10/17/2026 | 1 | |||||||||||||
| USD PUT/HUF CALL | 650,000 | 185,250 | 285.00 | 12/19/2026 | 13 | |||||||||||||
| USD PUT/ILS CALL | 12,700,000 | 34,925 | 2.75 | 9/19/2026 | 1 | |||||||||||||
| USD PUT/ZAR CALL | 13,000,000 | 206,700 | 15.90 | 11/21/2026 | 115 | |||||||||||||
| USD PUT/ZAR CALL | 6,200,000 | 109,008 | 17.58 | 12/19/2026 | 532 | |||||||||||||
| 12,495,635 | 913 | |||||||||||||||||
| Call Options | ||||||||||||||||||
| MXN PUT/USD CALL | 6,600,000 | 119,130 | 18.05 | 9/19/2026 | 2 | |||||||||||||
| ZAR PUT/USD CALL | 10,000,000 | 166,500 | 16.65 | 10/17/2026 | 53 | |||||||||||||
| 285,630 | 55 | |||||||||||||||||
| Total Purchased Options | $ | 12,781,265 | $ | 968 | ||||||||||||||
| WRITTEN OPTIONS — (0.0)% | ||||||||||||||||||
| Put Options | ||||||||||||||||||
| EUR PUT/ZAR CALL | (19,350,000 | ) | $ | (346,365 | ) | 17.90 | 12/19/2026 | $ | (35 | ) | ||||||||
| USD PUT/CLP CALL | (19,500,000 | ) | (16,263,000 | ) | 834.00 | 09/19/2026 | – | |||||||||||
| USD PUT/ILS CALL | (19,050,000 | ) | (50,673 | ) | 2.66 | 09/19/2026 | – | |||||||||||
| USD PUT/ZAR CALL | (19,500,000 | ) | (301,275 | ) | 15.45 | 11/21/2026 | (44 | ) | ||||||||||
| (16,961,313 | ) | (79 | ) | |||||||||||||||
| 306 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
A list of open exchange traded options contracts for the Fund at August 31, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| WRITTEN OPTIONS (continued) | ||||||||||||||||||
| Call Options | ||||||||||||||||||
| EUR CALL/BRL PUT | (9,700,000 | ) | $ | (60,334 | ) | $ | 6.22 | 09/19/2026 | $ | – | ||||||||
| EUR CALL/BRL PUT | (13,200,000 | ) | (80,190 | ) | 6.08 | 10/17/2026 | (421 | ) | ||||||||||
| EUR CALL/HUF PUT | (4,800,000 | ) | (1,776,000 | ) | 370.00 | 09/19/2026 | (9 | ) | ||||||||||
| EUR CALL/HUF PUT | (12,800,000 | ) | (4,928,000 | ) | 385.00 | 01/16/2027 | (110 | ) | ||||||||||
| USD CALL/HUF PUT | (6,500,000 | ) | (2,080,000 | ) | 320.00 | 12/19/2026 | (106 | ) | ||||||||||
| USD CALL/ZAR PUT | (10,000,000 | ) | (171,000 | ) | 17.10 | 10/17/2026 | (22 | ) | ||||||||||
| (9,095,524 | ) | (668 | ) | |||||||||||||||
| Total Written Options | $ | (26,056,837 | ) | $ | (747 | ) | ||||||||||||
A list of the open futures contracts held by the Fund at August 31, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||||
| Short Contracts | ||||||||||||||||||||
| Euro-SCHATZ | (6) | Sep-2026 | $ | (737 | ) | $ | (734 | ) | $ | 3 | ||||||||||
| U.S. 2-Year Treasury Notes | (42) | Dec-2026 | (8,640 | ) | (8,620 | ) | 20 | |||||||||||||
| U.S. 5-Year Treasury Notes | (99) | Dec-2026 | (10,522 | ) | (10,465 | ) | 57 | |||||||||||||
| U.S. 10-Year Treasury Notes | (15) | Dec-2026 | (1,625 | ) | (1,615 | ) | 10 | |||||||||||||
| Ultra 10-Year U.S. Treasury Notes | (7) | Dec-2026 | (772 | ) | (766 | ) | 6 | |||||||||||||
| $ | (22,296 | ) | $ | (22,200 | ) | $ | 96 | |||||||||||||
A list of the open forward foreign currency contracts held by the Fund at August 31, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Bank of America | 09/01/26 | USD | 745 | ZAR | 12,219 | $ | 13 | ||||||||||||||
| Bank of America | 09/10/26 | USD | 844 | TRY | 41,000 | — | |||||||||||||||
| Bank of America | 09/16/26 | USD | 69 | PEN | 230 | — | |||||||||||||||
| Bank of America | 09/16/26 | USD | 136 | CZK | 2,888 | 3 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 118 | IDR | 2,123,651 | 2 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 221 | IDR | 3,902,905 | (1 | ) | ||||||||||||||
| Bank of America | 09/16/26 | USD | 795 | HUF | 240,523 | (30 | ) | ||||||||||||||
| Bank of America | 09/16/26 | USD | 1,106 | ZAR | 18,092 | 14 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 1,531 | COP | 5,353,911 | 127 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 3,132 | KRW | 4,745,769 | 336 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 3,216 | RON | 14,730 | 36 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 3,426 | CLP | 3,118,418 | (85 | ) | ||||||||||||||
| Bank of America | 09/16/26 | ZAR | 3,800 | USD | 234 | (2 | ) | ||||||||||||||
| Bank of America | 09/16/26 | ILS | 4,775 | USD | 1,634 | 40 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 1,723 | INR | 166,222 | 22 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 3,645 | INR | 347,086 | (2 | ) | ||||||||||||||
| Bank of America | 09/16/26 | EUR | 5,916 | USD | 6,902 | 26 | |||||||||||||||
| Bank of America | 09/16/26 | PHP | 8,640 | USD | 139 | 1 | |||||||||||||||
| Bank of America | 09/16/26 | PEN | 11,574 | USD | 3,376 | (71 | ) | ||||||||||||||
| Bank of America | 09/16/26 | PLN | 11,780 | USD | 3,209 | 49 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 225 | PLN | 855 | 4 | |||||||||||||||
| Bank of America | 09/16/26 | USD | 12,221 | PLN | 44,860 | (186 | ) | ||||||||||||||
| Bank of America | 09/16/26 | USD | 20,383 | CNY | 137,045 | (44 | ) | ||||||||||||||
| SEI Institutional Investments Trust | 307 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Bank of America | 09/16/26 | RON | 28,304 | USD | 6,238 | $ | (11 | ) | |||||||||||||
| Bank of America | 09/16/26 | CNY | 2,098 | USD | 312 | 1 | |||||||||||||||
| Bank of America | 09/16/26 | CNY | 29,850 | USD | 4,428 | (2 | ) | ||||||||||||||
| Bank of America | 09/16/26 | CZK | 45,247 | USD | 2,177 | 1 | |||||||||||||||
| Bank of America | 09/16/26 | CZK | 4,665 | USD | 218 | (6 | ) | ||||||||||||||
| Bank of America | 09/16/26 | INR | 18,649 | USD | 196 | — | |||||||||||||||
| Bank of America | 09/16/26 | INR | 110,313 | USD | 1,152 | (6 | ) | ||||||||||||||
| Bank of America | 09/16/26 | HUF | 462,317 | USD | 1,473 | 4 | |||||||||||||||
| Bank of America | 09/16/26 | KRW | 2,407,909 | USD | 1,571 | (189 | ) | ||||||||||||||
| Bank of America | 09/16/26 | CLP | 7,232,955 | USD | 8,136 | 387 | |||||||||||||||
| Bank of America | 09/16/26 | CLP | 871,892 | USD | 920 | (14 | ) | ||||||||||||||
| Bank of America | 09/16/26 | COP | 42,580,411 | USD | 11,635 | (1,549 | ) | ||||||||||||||
| Bank of America | 09/16/26 | IDR | 91,888,175 | USD | 5,116 | (65 | ) | ||||||||||||||
| Bank of America | 09/17/26 | USD | 280 | MXN | 4,877 | 6 | |||||||||||||||
| Bank of America | 09/17/26 | MXN | 66,254 | USD | 3,789 | (96 | ) | ||||||||||||||
| Bank of America | 10/22/26 | CZK | 18,835 | USD | 915 | 9 | |||||||||||||||
| Bank of America | 10/22/26 | CZK | 58,737 | USD | 2,803 | (24 | ) | ||||||||||||||
| Bank of America | 10/29/26 | BRL | 17,025 | USD | 3,197 | (49 | ) | ||||||||||||||
| Bank of America | 12/03/26 | USD | 229 | HUF | 71,147 | (4 | ) | ||||||||||||||
| Bank of America | 12/03/26 | HUF | 1,247,967 | USD | 4,050 | 94 | |||||||||||||||
| Bank of America | 12/17/26 | EUR | 111 | USD | 130 | — | |||||||||||||||
| Bank of America | 12/17/26 | USD | 164 | ZAR | 2,704 | 2 | |||||||||||||||
| Bank of America | 12/17/26 | USD | 216 | ZAR | 3,470 | (3 | ) | ||||||||||||||
| Bank of America | 12/17/26 | ZAR | 47,028 | USD | 2,851 | (41 | ) | ||||||||||||||
| Barclays PLC | 09/02/26 | CZK | 19,250 | USD | 915 | (10 | ) | ||||||||||||||
| Barclays PLC | 09/16/26 | USD | 1,714 | PEN | 5,760 | 2 | |||||||||||||||
| Barclays PLC | 09/16/26 | PEN | 2,800 | USD | 819 | (15 | ) | ||||||||||||||
| Barclays PLC | 10/15/26 | USD | 133 | GBP | 100 | 2 | |||||||||||||||
| Barclays PLC | 12/03/26 | USD | 871 | ZAR | 14,560 | 26 | |||||||||||||||
| Barclays PLC | 12/03/26 | ZAR | 12,400 | USD | 744 | (19 | ) | ||||||||||||||
| BNP Paribas | 09/16/26 | USD | 15,791 | INR | 1,526,593 | 231 | |||||||||||||||
| BNP Paribas | 09/16/26 | ZAR | 111,944 | USD | 6,809 | (123 | ) | ||||||||||||||
| BNP Paribas | 09/16/26 | COP | 1,580,000 | USD | 494 | 4 | |||||||||||||||
| BNP Paribas | 12/03/26 | USD | 463 | ZAR | 7,750 | 14 | |||||||||||||||
| BNP Paribas | 12/03/26 | ZAR | 5,100 | USD | 303 | (11 | ) | ||||||||||||||
| Citigroup | 10/02/26 | USD | 738 | BRL | 3,850 | — | |||||||||||||||
| Deutsche Bank | 09/02/26 | BRL | 2,400 | USD | 470 | 6 | |||||||||||||||
| Deutsche Bank | 09/02/26 | BRL | 7,691 | USD | 1,477 | (8 | ) | ||||||||||||||
| Deutsche Bank | 09/02/26 | USD | 31,475 | BRL | 162,361 | (136 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 116 | ILS | 343 | (1 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 142 | ZAR | 2,274 | (1 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 178 | TRY | 9,096 | 8 | |||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 260 | THB | 8,429 | (6 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 1,049 | COP | 3,668,541 | 87 | |||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 1,093 | RON | 5,005 | 12 | |||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 1,656 | CLP | 1,495,276 | (54 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 1,743 | PLN | 6,490 | (2 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 3,266 | PHP | 201,643 | (34 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 3,372 | INR | 320,868 | (5 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 4,003 | IDR | 71,756,874 | 44 | |||||||||||||||
| 308 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 793 | JPY | 128,259 | $ | 11 | ||||||||||||||
| Deutsche Bank | 09/16/26 | USD | 4,076 | JPY | 647,022 | (19 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | PLN | 46,898 | USD | 12,868 | 286 | |||||||||||||||
| Deutsche Bank | 09/16/26 | PLN | 194 | USD | 51 | (1 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | CNY | 1,070 | USD | 159 | 1 | |||||||||||||||
| Deutsche Bank | 09/16/26 | CNY | 50,970 | USD | 7,548 | (17 | ) | ||||||||||||||
| Deutsche Bank | 09/16/26 | ZAR | 69,350 | USD | 4,339 | 44 | |||||||||||||||
| Deutsche Bank | 09/16/26 | JPY | 510,680 | USD | 3,231 | 29 | |||||||||||||||
| Deutsche Bank | 09/16/26 | KRW | 2,337,860 | USD | 1,543 | (165 | ) | ||||||||||||||
| Deutsche Bank | 09/17/26 | USD | 3,376 | MXN | 59,447 | 110 | |||||||||||||||
| Deutsche Bank | 09/17/26 | MXN | 46,992 | USD | 2,679 | (77 | ) | ||||||||||||||
| Deutsche Bank | 10/05/26 | NGN | 4,567,000 | USD | 3,223 | (175 | ) | ||||||||||||||
| Deutsche Bank | 10/22/26 | USD | 1,014 | CZK | 21,092 | 1 | |||||||||||||||
| Deutsche Bank | 10/22/26 | CZK | 28,963 | USD | 1,397 | 3 | |||||||||||||||
| Deutsche Bank | 10/29/26 | USD | 438 | BRL | 2,271 | (5 | ) | ||||||||||||||
| Deutsche Bank | 10/29/26 | BRL | 810 | USD | 155 | 1 | |||||||||||||||
| Deutsche Bank | 11/20/26 | USD | 1,036 | UZS | 13,434,368 | 102 | |||||||||||||||
| Deutsche Bank | 12/03/26 | HUF | 1,011,527 | USD | 3,185 | (21 | ) | ||||||||||||||
| Deutsche Bank | 12/17/26 | USD | 895 | ZAR | 14,928 | 23 | |||||||||||||||
| Deutsche Bank | 12/17/26 | USD | 3,219 | EUR | 2,803 | 50 | |||||||||||||||
| Deutsche Bank | 12/17/26 | ZAR | 26,757 | USD | 1,575 | (71 | ) | ||||||||||||||
| Deutsche Bank | 01/12/27 | EGP | 88,300 | USD | 1,639 | (5 | ) | ||||||||||||||
| Deutsche Bank | 05/12/27 | USD | 1,458 | UZS | 19,619,000 | 204 | |||||||||||||||
| Deutsche Bank | 07/16/27 | USD | 1,218 | UZS | 15,996,503 | 138 | |||||||||||||||
| Deutsche Bank | 07/20/27 | USD | 654 | UZS | 8,554,368 | 71 | |||||||||||||||
| Deutsche Bank | 12/13/27 | USD | 1,080 | UZS | 14,938,737 | 186 | |||||||||||||||
| Goldman Sachs | 09/02/26 | BRL | 140,591 | USD | 27,278 | 141 | |||||||||||||||
| Goldman Sachs | 09/08/26 | COP | 103,030 | USD | 32 | — | |||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 73 | PEN | 250 | 1 | |||||||||||||||
| Goldman Sachs | 09/16/26 | CAD | 89 | USD | 64 | — | |||||||||||||||
| Goldman Sachs | 09/16/26 | PLN | 364 | USD | 96 | (1 | ) | ||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 694 | ZAR | 11,475 | 17 | |||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 748 | ILS | 2,140 | (34 | ) | ||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 2,455 | IDR | 44,373,863 | 47 | |||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 4,011 | INR | 382,801 | 7 | |||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 5,096 | COP | 17,929,000 | 455 | |||||||||||||||
| Goldman Sachs | 09/16/26 | JPY | 128,912 | USD | 804 | (4 | ) | ||||||||||||||
| Goldman Sachs | 09/16/26 | INR | 235,590 | USD | 2,453 | (20 | ) | ||||||||||||||
| Goldman Sachs | 09/17/26 | USD | 3,052 | MXN | 53,380 | 78 | |||||||||||||||
| Goldman Sachs | 10/02/26 | USD | 536 | PLN | 2,000 | 1 | |||||||||||||||
| Goldman Sachs | 10/02/26 | USD | 27,306 | BRL | 141,691 | (150 | ) | ||||||||||||||
| Goldman Sachs | 12/03/26 | ZAR | 26,900 | USD | 1,624 | (32 | ) | ||||||||||||||
| Goldman Sachs | 12/17/26 | USD | 799 | ZAR | 13,179 | 12 | |||||||||||||||
| HSBC | 09/01/26 | USD | 2,600 | ZAR | 41,844 | (6 | ) | ||||||||||||||
| HSBC | 09/02/26 | USD | 596 | BRL | 3,050 | (8 | ) | ||||||||||||||
| HSBC | 09/16/26 | USD | 188 | PLN | 703 | — | |||||||||||||||
| HSBC | 09/16/26 | EUR | 729 | USD | 847 | (1 | ) | ||||||||||||||
| HSBC | 09/16/26 | RON | 640 | USD | 142 | — | |||||||||||||||
| HSBC | 09/16/26 | RON | 292 | USD | 63 | (1 | ) | ||||||||||||||
| HSBC | 09/16/26 | USD | 1,858 | COP | 6,586,298 | 182 | |||||||||||||||
| SEI Institutional Investments Trust | 309 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| HSBC | 09/16/26 | USD | 176 | COP | 552,882 | $ | (5 | ) | |||||||||||||
| HSBC | 09/16/26 | USD | 3,089 | TRY | 154,689 | 79 | |||||||||||||||
| HSBC | 09/16/26 | USD | 3,330 | CLP | 2,981,366 | (136 | ) | ||||||||||||||
| HSBC | 09/16/26 | USD | 3,532 | INR | 340,200 | 39 | |||||||||||||||
| HSBC | 09/16/26 | USD | 1,392 | CZK | 29,506 | 27 | |||||||||||||||
| HSBC | 09/16/26 | USD | 4,477 | CZK | 92,352 | (35 | ) | ||||||||||||||
| HSBC | 09/16/26 | USD | 6,754 | ZAR | 111,353 | 142 | |||||||||||||||
| HSBC | 09/16/26 | USD | 187 | ZAR | 2,994 | (2 | ) | ||||||||||||||
| HSBC | 09/16/26 | CZK | 20,103 | USD | 974 | 7 | |||||||||||||||
| HSBC | 09/16/26 | ZAR | 23,821 | USD | 1,446 | (29 | ) | ||||||||||||||
| HSBC | 09/16/26 | THB | 20,658 | USD | 627 | 4 | |||||||||||||||
| HSBC | 09/16/26 | THB | 9,045 | USD | 270 | (3 | ) | ||||||||||||||
| HSBC | 09/16/26 | COP | 420,650 | USD | 134 | 4 | |||||||||||||||
| HSBC | 09/16/26 | COP | 426,230 | USD | 121 | (11 | ) | ||||||||||||||
| HSBC | 09/17/26 | USD | 1,603 | MXN | 27,345 | — | |||||||||||||||
| HSBC | 09/17/26 | USD | 601 | MXN | 10,220 | (2 | ) | ||||||||||||||
| HSBC | 09/17/26 | MXN | 82,652 | USD | 4,758 | (88 | ) | ||||||||||||||
| HSBC | 10/22/26 | CZK | 1,990 | USD | 96 | — | |||||||||||||||
| HSBC | 12/03/26 | USD | 244 | HUF | 76,251 | (3 | ) | ||||||||||||||
| HSBC | 12/03/26 | USD | 1,303 | ZAR | 21,900 | 45 | |||||||||||||||
| HSBC | 12/03/26 | ZAR | 2,800 | USD | 172 | — | |||||||||||||||
| HSBC | 12/03/26 | ZAR | 26,800 | USD | 1,617 | (33 | ) | ||||||||||||||
| HSBC | 12/07/26 | USD | 2,544 | EUR | 2,178 | (5 | ) | ||||||||||||||
| HSBC | 12/16/26 | TRY | 8,390 | USD | 160 | (1 | ) | ||||||||||||||
| HSBC | 12/17/26 | USD | 64 | ZAR | 1,064 | 2 | |||||||||||||||
| HSBC | 12/17/26 | USD | 127 | ZAR | 2,067 | — | |||||||||||||||
| HSBC | 12/17/26 | ZAR | 3,200 | USD | 199 | 2 | |||||||||||||||
| ICBC Financial Services | 09/21/26 | EGP | 68,569 | USD | 1,337 | — | |||||||||||||||
| ICBC Financial Services | 09/28/26 | USD | 1,410 | KZT | 662,781 | 21 | |||||||||||||||
| ICBC Financial Services | 11/13/26 | USD | 2,961 | KZT | 1,750,000 | 760 | |||||||||||||||
| ICBC Financial Services | 01/13/27 | EGP | 90,221 | USD | 1,690 | 11 | |||||||||||||||
| ICBC Financial Services | 01/28/27 | KES | 44,000 | USD | 313 | (23 | ) | ||||||||||||||
| Instinet, LLC | 09/17/26 | MXN | 9,800 | USD | 563 | (12 | ) | ||||||||||||||
| Instinet, LLC | 10/02/26 | USD | 175 | RON | 795 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/01/26 | USD | 7,107 | PHP | 440,107 | (38 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/01/26 | ZAR | 26,735 | USD | 1,644 | (13 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/01/26 | PHP | 440,107 | USD | 7,122 | 53 | |||||||||||||||
| JPMorgan Chase Bank | 09/02/26 | USD | 1,622 | BRL | 8,500 | 18 | |||||||||||||||
| JPMorgan Chase Bank | 09/02/26 | USD | 27,384 | BRL | 141,105 | (148 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 1,326 | IDR | 23,909,420 | 23 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 386 | ZAR | 6,318 | 6 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 4,550 | ZAR | 73,313 | (7 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 222 | BRL | 1,154 | 1 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 5,022 | BRL | 25,994 | (11 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 3,564 | HUF | 1,138,891 | 56 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 8,087 | HUF | 2,484,560 | (189 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | USD | 22,583 | CNY | 152,091 | 27 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | BRL | 23,528 | USD | 4,549 | 14 | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | BRL | 3,621 | USD | 689 | (9 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | ZAR | 79,631 | USD | 4,815 | (120 | ) | ||||||||||||||
| 310 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | CNY | 151,562 | USD | 22,561 | $ | 29 | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | CNY | 529 | USD | 78 | (1 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | HUF | 558,339 | USD | 1,775 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | HUF | 3,065,112 | USD | 9,647 | (96 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/08/26 | IDR | 23,909,420 | USD | 1,350 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/09/26 | USD | 228 | BDT | 28,845 | 7 | |||||||||||||||
| JPMorgan Chase Bank | 09/11/26 | USD | 301 | PEN | 1,007 | (1 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/11/26 | PEN | 26,994 | USD | 7,939 | (100 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/14/26 | USD | 111 | COP | 346,853 | (3 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/14/26 | COP | 24,042,222 | USD | 7,434 | (16 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/15/26 | EGP | 13,000 | USD | 252 | (2 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 1,127 | TRY | 56,511 | 31 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | THB | 1,736 | USD | 52 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 2,209 | ILS | 6,735 | 39 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 2,342 | CZK | 48,540 | (7 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | ILS | 4,443 | USD | 1,479 | (4 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 6,407 | COP | 21,874,748 | 366 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 8,136 | THB | 265,214 | (127 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CNY | 8,570 | USD | 1,272 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | EUR | 8,504 | USD | 9,947 | 64 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | EUR | 1,138 | USD | 1,319 | (4 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | PHP | 144,803 | USD | 2,364 | 43 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | JPY | 360,063 | USD | 2,250 | (8 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CLP | 556,465 | USD | 610 | 14 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | COP | 31,731,932 | USD | 10,124 | 299 | |||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | COP | 9,870,979 | USD | 2,987 | (70 | ) | ||||||||||||||
| JPMorgan Chase Bank | 09/21/26 | USD | 151 | BDT | 19,017 | 4 | |||||||||||||||
| JPMorgan Chase Bank | 09/21/26 | USD | 4,450 | INR | 425,542 | 16 | |||||||||||||||
| JPMorgan Chase Bank | 09/21/26 | KZT | 1,619,867 | USD | 3,512 | 7 | |||||||||||||||
| JPMorgan Chase Bank | 09/24/26 | EGP | 18,500 | USD | 361 | — | |||||||||||||||
| JPMorgan Chase Bank | 09/28/26 | EGP | 157,800 | USD | 2,975 | (92 | ) | ||||||||||||||
| JPMorgan Chase Bank | 10/05/26 | USD | 6,413 | THB | 213,683 | 50 | |||||||||||||||
| JPMorgan Chase Bank | 10/08/26 | USD | 1,346 | IDR | 23,909,420 | — | |||||||||||||||
| JPMorgan Chase Bank | 10/13/26 | USD | 734 | BDT | 92,700 | 20 | |||||||||||||||
| JPMorgan Chase Bank | 10/14/26 | JPY | 358,200 | USD | 2,230 | (21 | ) | ||||||||||||||
| JPMorgan Chase Bank | 10/20/26 | USD | 1,803 | EGP | 94,830 | 23 | |||||||||||||||
| JPMorgan Chase Bank | 10/22/26 | USD | 362 | BDT | 45,600 | 9 | |||||||||||||||
| JPMorgan Chase Bank | 11/02/26 | USD | 5,858 | THB | 197,460 | 129 | |||||||||||||||
| JPMorgan Chase Bank | 11/04/26 | USD | 955 | BRL | 5,000 | (3 | ) | ||||||||||||||
| JPMorgan Chase Bank | 11/05/26 | USD | 8,430 | KRW | 12,327,074 | 587 | |||||||||||||||
| JPMorgan Chase Bank | 11/09/26 | USD | 4,387 | PLN | 16,403 | 14 | |||||||||||||||
| JPMorgan Chase Bank | 11/09/26 | ZAR | 1,481 | USD | 92 | 1 | |||||||||||||||
| JPMorgan Chase Bank | 11/09/26 | ZAR | 237,181 | USD | 14,175 | (456 | ) | ||||||||||||||
| JPMorgan Chase Bank | 11/09/26 | MXN | 331,315 | USD | 18,953 | (396 | ) | ||||||||||||||
| JPMorgan Chase Bank | 11/19/26 | USD | 752 | ARS | 1,254,180 | 42 | |||||||||||||||
| JPMorgan Chase Bank | 11/20/26 | PHP | 64,298 | USD | 1,037 | 12 | |||||||||||||||
| JPMorgan Chase Bank | 12/01/26 | USD | 5,830 | PHP | 361,130 | (74 | ) | ||||||||||||||
| JPMorgan Chase Bank | 12/03/26 | USD | 163 | ZAR | 2,800 | 9 | |||||||||||||||
| JPMorgan Chase Bank | 12/03/26 | ZAR | 7,780 | USD | 476 | (3 | ) | ||||||||||||||
| JPMorgan Chase Bank | 12/07/26 | USD | 280 | HUF | 88,365 | — | |||||||||||||||
| SEI Institutional Investments Trust | 311 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| JPMorgan Chase Bank | 12/07/26 | USD | 22,703 | CNY | 151,562 | $ | (134 | ) | |||||||||||||
| JPMorgan Chase Bank | 12/07/26 | BRL | 22,935 | USD | 4,344 | 3 | |||||||||||||||
| JPMorgan Chase Bank | 12/07/26 | ZAR | 73,313 | USD | 4,519 | 6 | |||||||||||||||
| JPMorgan Chase Bank | 12/15/26 | USD | 237 | AZN | 425 | 13 | |||||||||||||||
| JPMorgan Chase Bank | 12/23/26 | USD | 3,009 | ARS | 5,161,360 | 196 | |||||||||||||||
| JPMorgan Chase Bank | 01/29/27 | KES | 45,740 | USD | 326 | (24 | ) | ||||||||||||||
| JPMorgan Chase Bank | 02/10/27 | USD | 976 | ARS | 1,773,323 | 93 | |||||||||||||||
| JPMorgan Chase Bank | 02/10/27 | USD | 1,139 | ARS | 1,882,000 | (4 | ) | ||||||||||||||
| JPMorgan Chase Bank | 02/22/27 | USD | 7,002 | ARS | 11,590,000 | (64 | ) | ||||||||||||||
| JPMorgan Chase Bank | 02/26/27 | USD | 691 | ARS | 1,160,000 | 2 | |||||||||||||||
| JPMorgan Chase Bank | 02/26/27 | USD | 3,993 | ARS | 6,673,500 | (7 | ) | ||||||||||||||
| JPMorgan Chase Bank | 03/12/27 | USD | 4,713 | ARS | 7,926,953 | (16 | ) | ||||||||||||||
| JPMorgan Chase Bank | 03/16/27 | USD | 1,071 | ARS | 1,801,043 | (6 | ) | ||||||||||||||
| JPMorgan Chase Bank | 03/17/27 | USD | 1,833 | ARS | 3,070,882 | (19 | ) | ||||||||||||||
| JPMorgan Chase Bank | 03/31/27 | USD | 563 | ARS | 976,900 | 10 | |||||||||||||||
| JPMorgan Chase Bank | 04/16/27 | USD | 453 | ARS | 788,000 | 5 | |||||||||||||||
| JPMorgan Chase Bank | 08/19/27 | USD | 1,502 | UZS | 18,420,000 | 59 | |||||||||||||||
| JPMorgan Chase Bank | 08/25/27 | USD | 1,531 | AMD | 601,200 | 89 | |||||||||||||||
| JPMorgan Chase Bank | 07/27/28 | USD | 726 | GEL | 2,020 | 48 | |||||||||||||||
| Montgomery/Bank of America | 12/17/26 | USD | 1,205 | EUR | 1,032 | (1 | ) | ||||||||||||||
| Montgomery/Bank of America | 12/17/26 | ZAR | 19,756 | USD | 1,205 | (10 | ) | ||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 67 | CZK | 1,404 | — | |||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 214 | IDR | 3,876,786 | 4 | |||||||||||||||
| Morgan Stanley | 09/16/26 | CNY | 648 | USD | 96 | — | |||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 1,225 | EGP | 66,352 | 71 | |||||||||||||||
| Morgan Stanley | 09/16/26 | PLN | 1,707 | USD | 453 | (5 | ) | ||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 1,916 | COP | 6,967,727 | 242 | |||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 182 | COP | 582,358 | (2 | ) | ||||||||||||||
| Morgan Stanley | 09/16/26 | USD | 3,738 | ZAR | 61,915 | 96 | |||||||||||||||
| Morgan Stanley | 09/16/26 | CAD | 4,422 | USD | 3,209 | 17 | |||||||||||||||
| Morgan Stanley | 09/16/26 | JPY | 195,563 | USD | 1,229 | 3 | |||||||||||||||
| Morgan Stanley | 09/16/26 | ZAR | 219,384 | USD | 13,344 | (241 | ) | ||||||||||||||
| Morgan Stanley | 09/16/26 | HUF | 1,395,332 | USD | 4,538 | 104 | |||||||||||||||
| Morgan Stanley | 09/17/26 | USD | 600 | MXN | 10,500 | 16 | |||||||||||||||
| Morgan Stanley | 09/25/26 | USD | 933 | PEN | 3,200 | 20 | |||||||||||||||
| Morgan Stanley | 09/30/26 | USD | 1,375 | ZAR | 22,800 | 35 | |||||||||||||||
| Morgan Stanley | 10/15/26 | USD | 2,280 | KRW | 3,398,300 | 204 | |||||||||||||||
| Morgan Stanley | 10/15/26 | GBP | 4,820 | USD | 6,451 | (83 | ) | ||||||||||||||
| Morgan Stanley | 10/19/26 | USD | 3,318 | EUR | 2,860 | 10 | |||||||||||||||
| Morgan Stanley | 10/19/26 | ZAR | 54,523 | USD | 3,318 | (50 | ) | ||||||||||||||
| Morgan Stanley | 10/29/26 | BRL | 11,767 | EUR | 1,980 | 62 | |||||||||||||||
| Morgan Stanley | 11/06/26 | COP | 4,989,000 | USD | 1,524 | (5 | ) | ||||||||||||||
| Morgan Stanley | 11/12/26 | MXN | 113,496 | USD | 6,504 | (122 | ) | ||||||||||||||
| Morgan Stanley | 11/13/26 | USD | 772 | KZT | 456,000 | 197 | |||||||||||||||
| Morgan Stanley | 12/03/26 | USD | 1,261 | ZAR | 21,250 | 48 | |||||||||||||||
| Morgan Stanley | 12/03/26 | ZAR | 61,238 | USD | 3,489 | (281 | ) | ||||||||||||||
| Morgan Stanley | 12/17/26 | EUR | 140 | USD | 162 | (1 | ) | ||||||||||||||
| RBC | 09/16/26 | USD | 262 | COP | 913,000 | 21 | |||||||||||||||
| RBC | 09/16/26 | USD | 545 | INR | 52,000 | — | |||||||||||||||
| SCB Securities | 09/02/26 | EUR | 93 | CZK | 2,250 | — | |||||||||||||||
| 312 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| SCB Securities | 09/02/26 | USD | 800 | HUF | 254,000 | $ | 7 | ||||||||||||||
| SCB Securities | 09/02/26 | USD | 1,156 | RON | 5,277 | 10 | |||||||||||||||
| SCB Securities | 09/02/26 | EUR | 1,579 | PLN | 6,810 | (8 | ) | ||||||||||||||
| SCB Securities | 09/02/26 | EUR | 6,536 | HUF | 2,388,914 | 3 | |||||||||||||||
| SCB Securities | 09/02/26 | USD | 16,159 | CZK | 339,790 | 181 | |||||||||||||||
| SCB Securities | 09/02/26 | USD | 26,882 | PLN | 100,635 | 112 | |||||||||||||||
| SCB Securities | 09/03/26 | COP | 5,660,000 | USD | 1,809 | 53 | |||||||||||||||
| SCB Securities | 09/08/26 | COP | 5,766,832 | USD | 1,776 | (12 | ) | ||||||||||||||
| SCB Securities | 09/15/26 | USD | 1,901 | EGP | 102,720 | 106 | |||||||||||||||
| SCB Securities | 09/16/26 | EUR | 825 | RSD | 97,400 | 6 | |||||||||||||||
| SCB Securities | 09/16/26 | USD | 1,809 | COP | 5,660,000 | (57 | ) | ||||||||||||||
| SCB Securities | 09/16/26 | EUR | 9,319 | USD | 10,856 | 25 | |||||||||||||||
| SCB Securities | 09/16/26 | EUR | 4,350 | USD | 4,973 | (83 | ) | ||||||||||||||
| SCB Securities | 09/16/26 | USD | 4,060 | EUR | 3,550 | 66 | |||||||||||||||
| SCB Securities | 09/16/26 | USD | 10,789 | EUR | 9,261 | (25 | ) | ||||||||||||||
| SCB Securities | 09/16/26 | PEN | 20,229 | USD | 5,942 | (82 | ) | ||||||||||||||
| SCB Securities | 09/16/26 | COP | 5,660,000 | USD | 1,809 | 57 | |||||||||||||||
| SCB Securities | 09/16/26 | IDR | 8,200,000 | USD | 458 | (5 | ) | ||||||||||||||
| SCB Securities | 09/18/26 | USD | 847 | UGX | 3,150,000 | (17 | ) | ||||||||||||||
| SCB Securities | 10/02/26 | EUR | 93 | CZK | 2,250 | — | |||||||||||||||
| SCB Securities | 10/02/26 | USD | 1,164 | RON | 5,277 | — | |||||||||||||||
| SCB Securities | 10/02/26 | EUR | 1,571 | PLN | 6,810 | — | |||||||||||||||
| SCB Securities | 10/02/26 | USD | 5,544 | HUF | 1,746,050 | 2 | |||||||||||||||
| SCB Securities | 10/02/26 | EUR | 6,523 | HUF | 2,388,914 | 2 | |||||||||||||||
| SCB Securities | 10/02/26 | USD | 12,787 | BRL | 66,653 | (13 | ) | ||||||||||||||
| SCB Securities | 10/02/26 | USD | 15,418 | CZK | 320,540 | 6 | |||||||||||||||
| SCB Securities | 10/02/26 | USD | 26,699 | PLN | 99,535 | 6 | |||||||||||||||
| 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 | 01/11/27 | EGP | 85,179 | USD | 1,622 | 36 | |||||||||||||||
| SCB Securities | 01/12/27 | EGP | 44,200 | USD | 820 | (2 | ) | ||||||||||||||
| SCB Securities | 01/28/27 | USD | 677 | KES | 91,480 | 23 | |||||||||||||||
| SCB Securities | 01/28/27 | KES | 47,480 | USD | 338 | (25 | ) | ||||||||||||||
| SCB Securities | 01/29/27 | USD | 338 | KES | 45,740 | 11 | |||||||||||||||
| SCB Securities | 07/20/27 | USD | 121 | UZS | 1,599,742 | 15 | |||||||||||||||
| SCB Securities | 11/14/28 | USD | 822 | AMD | 345,140 | 88 | |||||||||||||||
| Societe Generale | 09/10/26 | USD | 2,944 | TRY | 143,973 | 18 | |||||||||||||||
| Societe Generale | 09/14/26 | USD | 590 | KZT | 277,000 | 11 | |||||||||||||||
| Societe Generale | 11/12/26 | USD | 1,975 | KZT | 1,165,125 | 503 | |||||||||||||||
| Societe Generale | 01/12/27 | EGP | 56,800 | USD | 1,057 | — | |||||||||||||||
| Standard Bank | 09/01/26 | USD | 231 | ZAR | 3,782 | 3 | |||||||||||||||
| Standard Bank | 09/01/26 | ZAR | 28,836 | USD | 1,755 | (33 | ) | ||||||||||||||
| Standard Bank | 09/02/26 | BRL | 514 | USD | 99 | — | |||||||||||||||
| Standard Bank | 09/16/26 | RON | 472 | USD | 103 | (1 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | USD | 1,526 | ZAR | 25,019 | 23 | |||||||||||||||
| Standard Bank | 09/16/26 | PLN | 1,307 | USD | 352 | 1 | |||||||||||||||
| Standard Bank | 09/16/26 | PLN | 799 | USD | 212 | (2 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | USD | 2,196 | IDR | 39,446,580 | 28 | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 2,904 | JPY | 460,125 | (19 | ) | ||||||||||||||
| SEI Institutional Investments Trust | 313 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Standard Bank | 09/16/26 | USD | 3,251 | CAD | 4,511 | $ | 6 | ||||||||||||||
| Standard Bank | 09/16/26 | USD | 3,326 | EUR | 2,915 | 62 | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 3,398 | PEN | 11,656 | 73 | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 103 | PEN | 346 | — | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 3,828 | RON | 17,436 | 22 | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 4,638 | TRY | 234,035 | 156 | |||||||||||||||
| Standard Bank | 09/16/26 | USD | 4,701 | THB | 152,927 | (83 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | PEN | 6,142 | USD | 1,781 | (48 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | CNY | 21,559 | USD | 3,212 | 12 | |||||||||||||||
| Standard Bank | 09/16/26 | CNY | 2,490 | USD | 367 | (2 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | TRY | 328,052 | USD | 6,429 | (289 | ) | ||||||||||||||
| Standard Bank | 09/16/26 | JPY | 353,807 | USD | 2,238 | 20 | |||||||||||||||
| Standard Bank | 09/16/26 | PHP | 643,293 | USD | 10,337 | 26 | |||||||||||||||
| Standard Bank | 09/16/26 | HUF | 698,123 | USD | 2,250 | 32 | |||||||||||||||
| Standard Bank | 09/16/26 | HUF | 231,591 | USD | 730 | (6 | ) | ||||||||||||||
| Standard Bank | 09/17/26 | USD | 2,111 | MYR | 8,570 | 19 | |||||||||||||||
| Standard Bank | 09/17/26 | USD | 2,652 | MYR | 10,586 | (20 | ) | ||||||||||||||
| Standard Bank | 09/17/26 | USD | 9,670 | MXN | 170,042 | 301 | |||||||||||||||
| Standard Bank | 09/17/26 | MYR | 15,665 | USD | 3,855 | (40 | ) | ||||||||||||||
| Standard Bank | 09/17/26 | MXN | 6,488 | USD | 382 | 1 | |||||||||||||||
| Standard Bank | 09/17/26 | MXN | 84,459 | USD | 4,807 | (146 | ) | ||||||||||||||
| Standard Bank | 12/16/26 | USD | 3,011 | TRY | 159,348 | 32 | |||||||||||||||
| Standard Bank | 12/17/26 | USD | 762 | ZAR | 12,643 | 16 | |||||||||||||||
| Standard Bank | 12/17/26 | USD | 3,233 | EUR | 2,776 | 5 | |||||||||||||||
| State Street | 10/14/26 | EUR | 32,690 | USD | 37,479 | (555 | ) | ||||||||||||||
| TD Securities | 09/02/26 | BRL | 16,946 | USD | 3,248 | (23 | ) | ||||||||||||||
| TD Securities | 09/16/26 | COP | 5,660,000 | USD | 1,760 | 8 | |||||||||||||||
| UBS | 09/02/26 | USD | 4,817 | HUF | 1,492,050 | (73 | ) | ||||||||||||||
| UBS | 09/02/26 | BRL | 8,864 | USD | 1,700 | (11 | ) | ||||||||||||||
| UBS | 09/16/26 | USD | 211 | TRY | 10,547 | 5 | |||||||||||||||
| UBS | 09/16/26 | USD | 212 | ZAR | 3,543 | 7 | |||||||||||||||
| UBS | 09/16/26 | USD | 505 | INR | 49,000 | 9 | |||||||||||||||
| UBS | 09/16/26 | USD | 4,980 | THB | 162,318 | (78 | ) | ||||||||||||||
| UBS | 09/16/26 | ZAR | 5,400 | USD | 331 | (3 | ) | ||||||||||||||
| UBS | 09/16/26 | INR | 82,750 | USD | 869 | — | |||||||||||||||
| UBS | 09/16/26 | INR | 23,250 | USD | 243 | (1 | ) | ||||||||||||||
| UBS | 09/17/26 | USD | 787 | MXN | 13,800 | 22 | |||||||||||||||
| UBS | 09/17/26 | MXN | 163,003 | USD | 9,355 | (204 | ) | ||||||||||||||
| Wells Fargo | 09/02/26 | PLN | 1,100 | USD | 294 | (1 | ) | ||||||||||||||
| Wells Fargo | 09/08/26 | COP | 4,440,138 | USD | 1,366 | (11 | ) | ||||||||||||||
| Wells Fargo | 09/16/26 | USD | 310 | THB | 10,250 | — | |||||||||||||||
| Wells Fargo | 09/16/26 | THB | 21,000 | USD | 633 | (1 | ) | ||||||||||||||
| Wells Fargo | 09/17/26 | MXN | 7,500 | USD | 440 | — | |||||||||||||||
| Wells Fargo | 09/17/26 | MXN | 7,500 | USD | 427 | (13 | ) | ||||||||||||||
| Wells Fargo | 09/17/26 | USD | 17,466 | MXN | 303,048 | 305 | |||||||||||||||
| Wells Fargo | 10/02/26 | USD | 234 | HUF | 73,500 | — | |||||||||||||||
| Wells Fargo | 10/02/26 | USD | 12,548 | BRL | 65,259 | (41 | ) | ||||||||||||||
| Wells Fargo | 12/03/26 | USD | 170 | ZAR | 2,800 | 2 | |||||||||||||||
| Wells Fargo | 12/03/26 | ZAR | 29,500 | USD | 1,777 | (40 | ) | ||||||||||||||
| $ | 1,913 | ||||||||||||||||||||
| 314 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at August 31, 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) | ||||||||||||||||
| CDX.EM.S45.V1.5Y | 1.00% | Quarterly | 06/20/2031 | $ | 15,600 | $ | 250 | $ | 342 | $ | (92 | ) | |||||||||||
| 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 | 14.2% | Annually | 01/02/2031 | BRL | 58,986 | $ | (66 | ) | $ | (36 | ) | $ | (30 | ) | ||||||||||
| 1.4% | THB - THOR | Quarterly | 12/17/2035 | THB | 149,000 | 256 | 28 | 228 | ||||||||||||||||
| 3.1% | 6-MONTH EURIBOR | Annually | 06/17/2036 | EUR | 12,400 | 293 | 38 | 255 | ||||||||||||||||
| 3.2% | 6-MONTH EURIBOR | Annually | 06/17/2056 | EUR | 5,800 | 297 | 24 | 273 | ||||||||||||||||
| 3.9% | 6-MONTH CZK - PRIBOR | Annually | 06/18/2035 | CZK | 66,000 | 208 | 8 | 200 | ||||||||||||||||
| THOR | 1.718% | Quarterly | 06/18/2030 | THB | 82,000 | 18 | – | 18 | ||||||||||||||||
| MIBOR | 5.96% | Semi-Annually | 06/18/2030 | INR | 595,000 | (86 | ) | – | (86 | ) | ||||||||||||||
| 5.165% | CLICP | Semi-Annually | 09/17/2035 | CLP | 2,500,000 | 82 | – | 82 | ||||||||||||||||
| BZDIOVRA INDEX | 13.35% | Annually | 01/02/2029 | BRL | 8,690 | (31 | ) | – | (31 | ) | ||||||||||||||
| BZDIOVRA INDEX | 13.085% | Annually | 01/02/2029 | BRL | 107,227 | (499 | ) | – | (499 | ) | ||||||||||||||
| 3.7% | 6-MONTH WIBOR | Annually | 03/18/2028 | PLN | 46,800 | 94 | – | 94 | ||||||||||||||||
| BZDIOVRA INDEX | 12.8575% | Annually | 01/03/2028 | BRL | 49,845 | (115 | ) | – | (115 | ) | ||||||||||||||
| BZDIOVRA INDEX | 12.85% | Annually | 01/03/2028 | BRL | 88,614 | (206 | ) | – | (206 | ) | ||||||||||||||
| 4.96% | CLICP | Semi-Annually | 06/17/2028 | CLP | 7,600,000 | (14 | ) | – | (14 | ) | ||||||||||||||
| BZDIOVRA INDEX | 13.72% | Annually | 01/03/2028 | BRL | 23,222 | (4 | ) | – | (4 | ) | ||||||||||||||
| 7.785% FIXED | ZARONIA | Annually | 09/16/2028 | ZAR | 142,000 | (42 | ) | – | (42 | ) | ||||||||||||||
| 4.545% FIXED | WIBR6M | Annually | 09/16/2029 | PLN | 21,400 | (28 | ) | – | (28 | ) | ||||||||||||||
| 4.4865% FIXED | WIBR6M | Annually | 09/16/2029 | PLN | 33,500 | (30 | ) | – | (30 | ) | ||||||||||||||
| 6-MONTH CZK - PRIBOR | 4.23% | Semi-Annually | 09/16/2029 | CZK | 119,300 | (71 | ) | – | (71 | ) | ||||||||||||||
| 4.4597% FIXED | SOFR | Annually | 08/17/2056 | USD | 983 | 17 | – | 17 | ||||||||||||||||
| COOVIBR | 10.36% | Quarterly | 12/16/2029 | COP | 12,500,000 | (59 | ) | – | (59 | ) | ||||||||||||||
| 14.36% FIXED | BZDIOVRA | Annually | 01/02/2031 | BRL | 19,568 | (2 | ) | – | (2 | ) | ||||||||||||||
| 6-MONTH CZK - PRIBOR | 4.54% | Semi-Annually | 12/16/2028 | CZK | 241,000 | (39 | ) | – | (39 | ) | ||||||||||||||
| MIBOR | 6.55% | Semi-Annually | 12/16/2031 | INR | 475,000 | 275 | 20 | 255 | ||||||||||||||||
| 6-MONTH CZK - PRIBOR | 4.63% | Semi-Annually | 12/16/2028 | CZK | 130,600 | 91 | – | 91 | ||||||||||||||||
| 10.39% FIXED | COOVIBR | Quarterly | 12/16/2036 | COP | 7,400,000 | 58 | – | 58 | ||||||||||||||||
| 10.37% FIXED | COOVIBR | Quarterly | 12/16/2036 | COP | 1,100,000 | 9 | – | 9 | ||||||||||||||||
| 8.22% FIXED | ZARONIA | Annually | 09/16/2036 | ZAR | 39,500 | (212 | ) | – | (212 | ) | ||||||||||||||
| 1-DAY MIBOR | 6.08% | Semi-Annually | 12/19/2029 | INR | 1,600,000 | (123 | ) | – | (123 | ) | ||||||||||||||
| CZK 6-MONTH PRIBOR | 3.6745% | Semi-Annually | 12/20/2034 | CZK | 163,220 | (609 | ) | (11 | ) | (598 | ) | |||||||||||||
| 6-MONTH WIBOR | 5.0295% | Semi-Annually | 12/20/2034 | PLN | 7,300 | 33 | – | 33 | ||||||||||||||||
| 1-DAY MXIBTIEF | 8.89% | Monthly | 12/18/2026 | MXN | 781,642 | 319 | (25 | ) | 344 | |||||||||||||||
| 1-DAY BRL - CETIP | 15.26% | Annually | 01/02/2029 | BRL | 32,300 | 192 | – | 192 | ||||||||||||||||
| 1-DAY MXIBTIEF | 8.905% | Monthly | 12/18/2026 | MXN | 304,778 | 125 | – | 125 | ||||||||||||||||
| THOR | 1.9045% | Quarterly | 12/20/2029 | THB | 277,700 | 131 | – | 131 | ||||||||||||||||
| 1-DAY MIBOR | 6.0675% | Semi-Annually | 02/03/2030 | INR | 776,140 | (68 | ) | 39 | (107 | ) | ||||||||||||||
| 1-DAY MIBOR | 6.04% | Semi-Annually | 02/04/2030 | INR | 695,136 | (66 | ) | (9 | ) | (57 | ) | |||||||||||||
| 1-DAY MXIBTIEF | 8.5235% | Monthly | 02/20/2035 | MXN | 322,000 | 309 | 473 | (164 | ) | |||||||||||||||
| 2.0195% | THOR | Quarterly | 03/21/2035 | THB | 45,440 | (6 | ) | (21 | ) | 15 | ||||||||||||||
| 1-DAY MIBOR | 5.7645% | Semi-Annually | 04/09/2030 | INR | 337,000 | (67 | ) | 1 | (68 | ) | ||||||||||||||
| 6-MONTH WIBOR | 4.0405% | Semi-Annually | 04/11/2030 | PLN | 12,614 | (41 | ) | – | (41 | ) | ||||||||||||||
| 6-MONTH WIBOR | 4.325% | Semi-Annually | 04/15/2035 | PLN | 21,410 | (191 | ) | (23 | ) | (168 | ) | |||||||||||||
| MIBOR INDEX | 5.701 | Semi-Annually | 07/11/2030 | INR | 758,000 | (183 | ) | 9 | (192 | ) | ||||||||||||||
| CETIP INDEX | 13.4043% | Annually | 01/03/2028 | BRL | 24,500 | (25 | ) | – | (25 | ) | ||||||||||||||
| CETIP INDEX | 13.28 | Annually | 01/03/2028 | BRL | 107,420 | (146 | ) | 1 | (147 | ) | ||||||||||||||
| 7.1265 | 3-MONTH BA | Quarterly | 08/19/2030 | ZAR | 11,800 | 10 | – | 10 | ||||||||||||||||
| 3-MONTH BA | 6.9765% | Quarterly | 09/23/2030 | ZAR | 58,800 | (71 | ) | – | (71 | ) | ||||||||||||||
| SEI Institutional Investments Trust | 315 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 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) | ||||||||||||||||
| 3-MONTH BA | 6.7705% | Quarterly | 10/21/2030 | ZAR | 227,000 | $ | (383 | ) | $ | (6 | ) | $ | (377 | ) | ||||||||||
| INR OVERNIGHT MIBOR | 5.6385% | Semi-Annually | 10/24/2030 | INR | 488,000 | (142 | ) | (34 | ) | (108 | ) | |||||||||||||
| 6-MONTH PRIBOR | 4.1495% | Semi-Annually | 11/04/2035 | CZK | 74,750 | (177 | ) | 7 | (184 | ) | ||||||||||||||
| CETIP INDEX | 13.0958% | Annually | 01/02/2031 | BRL | 8,400 | (86 | ) | (44 | ) | (42 | ) | |||||||||||||
| INR OVERNIGHT MIBOR | 5.94% | Semi-Annually | 01/16/2031 | INR | 302,390 | (59 | ) | (33 | ) | (26 | ) | |||||||||||||
| 3-MONTH BA | 6.6795% | Quarterly | 01/20/2031 | ZAR | 94,900 | (194 | ) | 17 | (211 | ) | ||||||||||||||
| 6-MONTH HUF - BUBOR | 6.08% | Semi-Annually | 01/22/2031 | HUF | 1,300,000 | 121 | – | 121 | ||||||||||||||||
| 6-MONTH HUF - BUBOR | 6.505% | Semi-Annually | 01/22/2036 | HUF | 700,000 | 212 | – | 212 | ||||||||||||||||
| THB - THOR | 1.3875% | Quarterly | 02/23/2031 | THB | 64,000 | (19 | ) | 2 | (21 | ) | ||||||||||||||
| 6.88% | 3-MONTH BA | Quarterly | 03/03/2031 | ZAR | 110,820 | 182 | 67 | 115 | ||||||||||||||||
| MIBOR INDEX | 6.79204938% | Semi-Annually | 03/31/2031 | INR | 1,008,400 | 144 | 74 | 70 | ||||||||||||||||
| 6-MONTH HUF - BUBOR | 5.1595% | Semi-Annually | 05/29/2031 | HUF | 546,000 | (9 | ) | – | (9 | ) | ||||||||||||||
| -MONTH BA | 7.5095% | Quarterly | 05/27/2031 | ZAR | 135,000 | (34 | ) | 26 | (60 | ) | ||||||||||||||
| 1M MXN OVERNIGHT TIIE | ||||||||||||||||||||||||
| FUNDING RATE | 7.8945% | Monthly | 05/23/2031 | MXN | 207,200 | 30 | 52 | (22 | ) | |||||||||||||||
| 6-MONTH WIBOR | 4.487% | Semi-Annually | 08/24/2031 | PLN | 18,500 | (7 | ) | – | (7 | ) | ||||||||||||||
| 1.1% | 1-DAY JPOIS | Annually | 09/18/2034 | JPY | 1,395,000 | 966 | (33 | ) | 999 | |||||||||||||||
| 1-DAY SECURED OVERNIGHT | ||||||||||||||||||||||||
| FINANCING RATE | 4% | Annually | 09/17/2035 | USD | 28,800 | (743 | ) | 670 | (1,413 | ) | ||||||||||||||
| 5% | 1-DAY SONIA | Annually | 09/16/2056 | GBP | 2,800 | 51 | 15 | 36 | ||||||||||||||||
| $ | (430 | ) | $ | 1,296 | $ | (1,726 | ) | |||||||||||||||||
A list of the open OTC swap agreements held by the Fund at August 31, 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 Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Bank of America | Israel | 1.00% | Quarterly | 12/20/2029 | $ | 1,400 | $ | (29 | ) | $ | 19 | $ | (48 | ) | |||||||||||
| Deutsche Bank | Panama | 1.00% | Quarterly | 03/20/2029 | 22,800 | (319 | ) | (276 | ) | (43 | ) | ||||||||||||||
| Goldman Sachs | Israel | 1.00% | Quarterly | 06/20/2028 | 2,500 | (39 | ) | (21 | ) | (18 | ) | ||||||||||||||
| JPMorgan Chase | South Africa | 1.00% | Quarterly | 12/20/2026 | 4,900 | (23 | ) | (5 | ) | (18 | ) | ||||||||||||||
| JPMorgan Chase | Ministry of Finance - State of | ||||||||||||||||||||||||
| Israel | 1.00% | Quarterly | 12/20/2029 | 600 | (12 | ) | 7 | (19 | ) | ||||||||||||||||
| Morgan Stanley | MORD | 1.00% | Quarterly | 12/20/2026 | 3,000 | (10 | ) | 4 | (14 | ) | |||||||||||||||
| Morgan Stanley | Republic of Turkey | 1.00% | Quarterly | 12/20/2026 | 3,700 | (12 | ) | 2 | (14 | ) | |||||||||||||||
| Morgan Stanley | MSCI | 1.00% | Quarterly | 12/20/2026 | 6,400 | (24 | ) | (3 | ) | (21 | ) | ||||||||||||||
| Morgan Stanley | Arab Republic of Egypt | 1.00% | Quarterly | 12/20/2028 | 1,000 | 19 | 172 | (153 | ) | ||||||||||||||||
| Morgan Stanley | MORD | 1.00% | Quarterly | 12/20/2029 | 7,200 | (111 | ) | 39 | (150 | ) | |||||||||||||||
| Morgan Stanley | Republic of South Africa | 1.00% | Quarterly | 06/20/2031 | 1,700 | 7 | 30 | (23 | ) | ||||||||||||||||
| $ | (553 | ) | $ | (32 | ) | $ | (521 | ) | |||||||||||||||||
| Credit Default Swap - Sell Protection | |||||||||||||||||||||||||
| Counterparty | Reference Entity/ Obligation | Receive Rate | Payment Frequency | Termination Date | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||
| Deutsche Bank | Panama | 1.00% | Quarterly | 03/20/2029 | $ | 22,800 | $ | 43 | $ | — | $ | 43 | |||||||||||||
| 316 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Emerging Markets Debt Fund (Concluded)
Interest Rate Swap
| Counterparty | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| JPMorgan Chase | 41.3% | BIST TLREF INDEX | Quarterly | 11/22/2026 | TRY | 406,900 | $ | (58 | ) | $ | – | $ | (58 | ) | |||||||||||||
| 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 | ASSET RETURN | 1D SOFR - 15BPS | Annually | 09/18/2026 | USD | 14,100 | $ | 20 | $ | – | $ | 20 | |||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 09/04/2026 | USD | 150 | – | – | — | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 09/29/2026 | USD | 105 | 12 | – | 12 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 09/30/2026 | USD | 242 | 15 | – | 15 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 10/29/2026 | USD | 246 | (14 | ) | – | (14 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 10/30/2026 | USD | 261 | 27 | – | 27 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | 1-DAY SOFR +85 BPS | ASSET RETURN | Annually | 11/17/2026 | USD | 884 | 37 | – | 37 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | 1-DAY SOFR +85 BPS | ASSET RETURN | Annually | 11/26/2026 | USD | 725 | 34 | – | 34 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 11/29/2026 | USD | 449 | 44 | – | 44 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 11/30/2026 | USD | 336 | 11 | – | 11 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | 1-DAY SOFR +85 BPS | ASSET RETURN | Annually | 12/05/2026 | USD | 315 | (15 | ) | – | (15 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 12/23/2026 | USD | 135 | (4 | ) | – | (4 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 12/24/2026 | USD | 296 | (15 | ) | – | (15 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 12/24/2026 | USD | 166 | (5 | ) | – | (5 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 12/27/2026 | USD | 948 | (19 | ) | – | (19 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 12/30/2026 | USD | 1,164 | (5 | ) | – | (5 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 01/27/2027 | USD | 293 | 8 | – | 8 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 01/27/2027 | USD | 488 | 8 | – | 8 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 01/27/2027 | USD | 301 | 10 | – | 10 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 02/16/2027 | USD | 455 | 1 | – | 1 | ||||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 02/22/2027 | USD | 501 | (9 | ) | – | (9 | ) | ||||||||||||||||
| JPMorgan Chase | Zambia Government Bond | SOFRRATE +85BPS | ASSET RETURN | Annually | 02/25/2027 | USD | 173 | (2 | ) | – | (2 | ) | ||||||||||||||||
| $ | 139 | $ | – | $ | 139 | |||||||||||||||||||||||
Percentages are based on Net Assets of $1,823,331 ($ 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 August 31, 2026, the value of these securities amounted to $166,937 ($ Thousands), representing 9.2% 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) | No interest rate available. |
| (D) | Security is in default on interest payment. |
| (E) | Interest rate represents the security's effective yield at the time of purchase. |
| (F) | Zero coupon security. |
| (G) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (H) | Perpetual security with no stated maturity date. |
| (I) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 317 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Real Return Fund
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 99.0% | ||||||||
| U.S. Treasury Inflation Indexed Bonds | ||||||||
| 2.125%, 04/15/2029 | $ | 15,751 | $ | 15,732 | ||||
| 1.625%, 10/15/2029 | 16,531 | 16,341 | ||||||
| 1.625%, 04/15/2030 | 16,959 | 16,652 | ||||||
| 1.250%, 04/15/2031 | 17,723 | 17,021 | ||||||
| 1.125%, 10/15/2030 | 17,834 | 17,199 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 3.875%, 04/15/2029 | 6,626 | 6,910 | ||||||
| 3.625%, 04/15/2028 | 5,779 | 5,895 | ||||||
| 2.500%, 01/15/2029 | 5,215 | 5,257 | ||||||
| 2.375%, 10/15/2028 | 15,573 | 15,689 | ||||||
| 1.750%, 01/15/2028 | 5,598 | 5,554 | ||||||
| 1.625%, 10/15/2027 | 15,345 | 15,268 | ||||||
| 1.250%, 04/15/2028 | 15,121 | 14,861 | ||||||
| 0.875%, 01/15/2029 | 10,340 | 10,040 | ||||||
| 0.750%, 07/15/2028 | 11,954 | 11,685 | ||||||
| 0.500%, 01/15/2028 | 13,809 | 13,472 | ||||||
| 0.250%, 07/15/2029 | 12,216 | 11,633 | ||||||
| 0.125%, 01/15/2030 | 13,813 | 12,933 | ||||||
| 0.125%, 07/15/2030 | 15,204 | 14,143 | ||||||
| 0.125%, 01/15/2031 | 15,981 | 14,672 | ||||||
| 0.125%, 07/15/2031 | 16,114 | 14,688 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $258,615) ($ Thousands) | 255,645 | |||||||
| Total Investments in Securities — 99.0% | ||||||||
| (Cost $258,615) ($ Thousands) | $ | 255,645 | ||||||
Percentages are based on Net Assets of $258,144 ($ Thousands).
See “Glossary” for abbreviations.
| 318 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 31.2% | ||||||||
| Communication Services — 0.5% | ||||||||
| AT&T | ||||||||
| 2.300%, 06/01/2027 | $ | 2,000 | $ | 1,968 | ||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 5.050%, 03/30/2029 | 7,185 | 7,125 | ||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (A) | 350 | 350 | ||||||
| T-Mobile USA | ||||||||
| 3.750%, 04/15/2027 | 640 | 638 | ||||||
| 10,081 | ||||||||
| Consumer Discretionary — 2.4% | ||||||||
| Amazon.com | ||||||||
| 4.600%, 07/09/2029 | 13,420 | 13,359 | ||||||
| 4.250%, 03/13/2031 | 2,000 | 1,939 | ||||||
| AutoZone | ||||||||
| 4.950%, 07/15/2031 | 725 | 718 | ||||||
| Flutter Treasury DAC | ||||||||
| 6.375%, 04/29/2029 (A) | 6,235 | 6,305 | ||||||
| Hyatt Hotels | ||||||||
| 5.050%, 03/30/2028 | 1,515 | 1,519 | ||||||
| Hyundai Capital America | ||||||||
| 4.900%, 06/23/2028 (A) | 1,954 | 1,954 | ||||||
| 4.500%, 06/16/2028 (A) | 7,705 | 7,661 | ||||||
| Las Vegas Sands | ||||||||
| 5.625%, 06/15/2028 | 1,220 | 1,231 | ||||||
| Las Vegas Sands Corp | ||||||||
| 3.900%, 08/08/2029 | 8,125 | 7,833 | ||||||
| Volkswagen Group of America Finance LLC | ||||||||
| 4.750%, 11/13/2028 (A) | 680 | 675 | ||||||
| 43,194 | ||||||||
| Consumer Staples — 0.6% | ||||||||
| Altria Group | ||||||||
| 4.875%, 02/04/2028 | 915 | 918 | ||||||
| BAT Capital | ||||||||
| 3.557%, 08/15/2027 | 1,736 | 1,721 | ||||||
| Bon Secours Mercy Health | ||||||||
| 4.302%, 07/01/2028 | 4,285 | 4,242 | ||||||
| Constellation Brands | ||||||||
| 2.250%, 08/01/2031 | 1,090 | 952 | ||||||
| Imperial Brands Finance | ||||||||
| 4.500%, 06/30/2028 (A) | 1,540 | 1,531 | ||||||
| Rentokil Terminix Funding LLC | ||||||||
| 5.000%, 04/28/2030 (A) | 1,365 | 1,355 | ||||||
| 10,719 | ||||||||
| Energy — 1.0% | ||||||||
| Enbridge | ||||||||
| 4.600%, 06/20/2028 | 5,680 | 5,667 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| MPLX | ||||||||
| 4.700%, 11/01/2029 | $ | 13,495 | $ | 13,395 | ||||
| 19,062 | ||||||||
| Financials — 17.3% | ||||||||
| American Express | ||||||||
| 4.731%, SOFR + 1.260%, 04/25/2029 (B) | 2,985 | 2,987 | ||||||
| 4.009%, SOFR + 0.581%, 02/09/2029 (B) | 14,505 | 14,368 | ||||||
| Atlas Warehouse Lending | ||||||||
| 4.625%, 11/15/2028 (A) | 10,041 | 9,902 | ||||||
| Avolon Holdings Funding | ||||||||
| 5.750%, 03/01/2029 (A) | 950 | 963 | ||||||
| 4.200%, 04/15/2029 (A) | 11,220 | 10,955 | ||||||
| 3.250%, 02/15/2027 (A) | 990 | 984 | ||||||
| 2.750%, 02/21/2028 (A) | 580 | 562 | ||||||
| 2.528%, 11/18/2027 (A) | 59 | 57 | ||||||
| Bank of America | ||||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (B) | 4,689 | 4,614 | ||||||
| Bank of America MTN | ||||||||
| 4.948%, SOFR + 2.040%, 07/22/2028 (B) | 3,125 | 3,134 | ||||||
| 3.974%, TSFR3M + 1.472%, 02/07/2030 (B) | 12,605 | 12,341 | ||||||
| 2.551%, SOFR + 1.050%, 02/04/2028 (B) | 2,500 | 2,480 | ||||||
| 2.087%, SOFR + 1.060%, 06/14/2029 (B) | 885 | 844 | ||||||
| Bank of New York Mellon | ||||||||
| 4.729%, SOFR + 1.135%, 04/20/2029 (B) | 5,550 | 5,557 | ||||||
| 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 | 16,309 | ||||||
| 3.887%, TSFR3M + 1.825%, 01/10/2028 (B) | 1,440 | 1,437 | ||||||
| 3.520%, TSFR3M + 1.413%, 10/27/2028 (B) | 5,940 | 5,863 | ||||||
| 3.070%, SOFR + 1.280%, 02/24/2028 (B) | 715 | 710 | ||||||
| Corebridge Global Funding | ||||||||
| 4.900%, 01/07/2028 (A) | 4,505 | 4,516 | ||||||
| Equitable America Global Funding | ||||||||
| 4.650%, 06/09/2028 (A) | 7,545 | 7,512 | ||||||
| Farmers Exchange Capital | ||||||||
| 7.050%, 07/15/2028 (A) | 1,095 | 1,122 | ||||||
| Fidelity National Information Services | ||||||||
| 4.450%, 03/10/2028 | 8,800 | 8,749 | ||||||
| SEI Institutional Investments Trust | 319 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Fifth Third Bancorp | ||||||||
| 4.772%, SOFRINDX + 2.127%, 07/28/2030 (B) | $ | 7,235 | $ | 7,182 | ||||
| Fiserv | ||||||||
| 4.550%, 02/15/2031 | 610 | 589 | ||||||
| Global Payments | ||||||||
| 2.150%, 01/15/2027 | 1,725 | 1,710 | ||||||
| Goldman Sachs Bank USA NY | ||||||||
| 4.656%, SOFR + 0.720%, 06/03/2029 (B) | 170 | 169 | ||||||
| Goldman Sachs Group | ||||||||
| 4.594%, SOFR + 0.990%, 04/20/2030 (B) | 12,900 | 12,761 | ||||||
| 1.542%, SOFR + 0.818%, 09/10/2027 (B) | 5,460 | 5,456 | ||||||
| Guardian Life Global Funding | ||||||||
| 5.737%, 10/02/2028 (A) | 2,925 | 2,981 | ||||||
| JPMorgan Chase | ||||||||
| 5.012%, SOFR + 1.310%, 01/23/2030 (B) | 17,040 | 17,087 | ||||||
| 4.979%, SOFR + 0.930%, 07/22/2028 (B) | 2,478 | 2,487 | ||||||
| 4.323%, SOFR + 1.560%, 04/26/2028 (B) | 1,670 | 1,667 | ||||||
| 3.782%, US0003M + 1.599%, 02/01/2028 (B) | 4,535 | 4,521 | ||||||
| 2.182%, SOFR + 1.890%, 06/01/2028 (B) | 2,000 | 1,964 | ||||||
| 1.470%, SOFR + 0.765%, 09/22/2027 (B) | 435 | 434 | ||||||
| Lloyds Banking Group | ||||||||
| 4.818%, H15T1Y + 0.830%, 06/13/2029 (B) | 9,185 | 9,188 | ||||||
| Marsh & McLennan | ||||||||
| 4.550%, 11/08/2027 | 3,840 | 3,840 | ||||||
| Metropolitan Life Global Funding I MTN | ||||||||
| 5.050%, 01/06/2028 (A) | 2,000 | 2,012 | ||||||
| Morgan Stanley | ||||||||
| 6.407%, SOFR + 1.830%, 11/01/2029 (B) | 17,995 | 18,542 | ||||||
| Morgan Stanley Bank | ||||||||
| 4.968%, SOFR + 0.930%, 07/14/2028 (B) | 2,450 | 2,457 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.204%, SOFR + 0.780%, 11/17/2028 (B) | 7,145 | 7,104 | ||||||
| Nationwide Building Society MTN | ||||||||
| 2.972%, SOFR + 1.290%, 02/16/2028 (A)(B) | 2,720 | 2,700 | ||||||
| PNC Financial Services Group | ||||||||
| 6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) | 710 | 712 | ||||||
| 5.582%, SOFR + 1.841%, 06/12/2029 (B) | 970 | 984 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.831%, SOFR + 0.798%, 07/19/2030 (B) | $ | 9,270 | $ | 9,240 | ||||
| Royal Bank of Canada MTN | ||||||||
| 4.498%, SOFR + 0.890%, 08/06/2029 (B) | 9,300 | 9,246 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.361%, 04/23/2029 | 9,685 | 9,570 | ||||||
| Truist Financial | ||||||||
| 4.957%, SOFR + 0.875%, 07/23/2030 (B) | 9,485 | 9,456 | ||||||
| UBS Group | ||||||||
| 5.617%, USISSO01 + 1.340%, 09/13/2030 (A)(B) | 9,740 | 9,887 | ||||||
| US Bancorp | ||||||||
| 6.787%, SOFR + 1.880%, 10/26/2027 (B) | 325 | 326 | ||||||
| US Bank | ||||||||
| 4.535%, SOFR + 0.670%, 05/20/2029 (B) | 15,230 | 15,171 | ||||||
| Wells Fargo | ||||||||
| 6.303%, SOFR + 1.790%, 10/23/2029 (B) | 14,895 | 15,327 | ||||||
| Wells Fargo MTN | ||||||||
| 3.526%, SOFR + 1.510%, 03/24/2028 (B) | 5,450 | 5,419 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (B) | 3,945 | 3,880 | ||||||
| Willis North America | ||||||||
| 4.650%, 06/15/2027 | 615 | 615 | ||||||
| 311,810 | ||||||||
| Health Care — 1.0% | ||||||||
| Amgen | ||||||||
| 5.150%, 03/02/2028 | 2,465 | 2,480 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.375%, 12/15/2028 (A) | 245 | 242 | ||||||
| Cigna Group | ||||||||
| 4.500%, 09/15/2030 | 1,520 | 1,493 | ||||||
| Elevance Health | ||||||||
| 2.550%, 03/15/2031 | 1,400 | 1,257 | ||||||
| Humana | ||||||||
| 4.875%, 04/01/2030 | 930 | 921 | ||||||
| Icon Investments Six DAC | ||||||||
| 5.421%, 08/13/2031 (A) | 585 | 582 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.335%, 11/15/2028 | 10,820 | 10,691 | ||||||
| 17,666 | ||||||||
| Industrials — 2.2% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 2.450%, 10/29/2026 | 255 | 254 | ||||||
| Air Lease | ||||||||
| 2.200%, 01/15/2027 | 770 | 764 | ||||||
| 320 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Boeing | ||||||||
| 6.259%, 05/01/2027 | $ | 1,325 | $ | 1,339 | ||||
| Delta Air Lines | ||||||||
| 4.750%, 10/20/2028 (A) | 9,825 | 9,805 | ||||||
| Honeywell Aerospace | ||||||||
| 3.900%, 03/16/2028 | 13,395 | 13,248 | ||||||
| Pacific National Finance Pty MTN | ||||||||
| 4.750%, 03/22/2028 | 550 | 543 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.100%, 04/01/2030 (A) | 1,055 | 1,050 | ||||||
| Uber Technologies | ||||||||
| 4.300%, 01/15/2030 | 1,328 | 1,302 | ||||||
| Waste Management | ||||||||
| 4.500%, 03/15/2028 | 12,025 | 12,011 | ||||||
| 40,316 | ||||||||
| Information Technology — 1.9% | ||||||||
| Accenture Capital | ||||||||
| 4.050%, 10/04/2029 | 8,735 | 8,548 | ||||||
| Dell International LLC | ||||||||
| 4.750%, 04/01/2028 | 910 | 911 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 5.500%, 01/25/2031 (A) | 1,220 | 1,230 | ||||||
| Intel | ||||||||
| 5.125%, 02/10/2030 | 925 | 927 | ||||||
| Open Text | ||||||||
| 6.900%, 12/01/2027 (A) | 1,610 | 1,640 | ||||||
| Salesforce | ||||||||
| 4.650%, 03/15/2029 | 345 | 343 | ||||||
| 4.500%, 03/15/2028 | 13,570 | 13,545 | ||||||
| ServiceNow | ||||||||
| 4.250%, 05/15/2028 | 7,840 | 7,797 | ||||||
| 34,941 | ||||||||
| Materials — 0.2% | ||||||||
| Amcor Flexibles North America | ||||||||
| 4.800%, 03/17/2028 | 640 | 640 | ||||||
| Berry Global | ||||||||
| 5.500%, 04/15/2028 | 765 | 774 | ||||||
| International Flavors & Fragrances | ||||||||
| 1.832%, 10/15/2027 (A) | 2,120 | 2,055 | ||||||
| 3,469 | ||||||||
| Real Estate — 1.0% | ||||||||
| American Tower | ||||||||
| 5.250%, 07/15/2028 | 3,145 | 3,168 | ||||||
| 3.600%, 01/15/2028 | 175 | 172 | ||||||
| Crown Castle | ||||||||
| 3.800%, 02/15/2028 | 3,700 | 3,644 | ||||||
| Digital Realty Trust | ||||||||
| 3.600%, 07/01/2029 | 615 | 593 | ||||||
| DOC DR LLC | ||||||||
| 4.300%, 03/15/2027 | 1,880 | 1,879 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Extra Space Storage | ||||||||
| 3.875%, 12/15/2027 | $ | 1,625 | $ | 1,610 | ||||
| Extra Space Storage LP | ||||||||
| 5.700%, 04/01/2028 | 1,195 | 1,211 | ||||||
| GLP Capital LP / GLP Financing II | ||||||||
| 5.300%, 01/15/2029 | 1,000 | 1,000 | ||||||
| 4.000%, 01/15/2031 | 1,370 | 1,282 | ||||||
| Hudson Pacific Properties LP | ||||||||
| 4.650%, 04/01/2029 | 68 | 65 | ||||||
| 3.950%, 11/01/2027 | 37 | 36 | ||||||
| LXP Industrial Trust | ||||||||
| 6.750%, 11/15/2028 | 418 | 431 | ||||||
| VICI Properties | ||||||||
| 5.750%, 02/01/2027 (A) | 725 | 726 | ||||||
| VICI Properties LP / VICI Note Co | ||||||||
| 4.125%, 08/15/2030 (A) | 310 | 294 | ||||||
| WP Carey | ||||||||
| 4.650%, 07/15/2030 | 1,530 | 1,504 | ||||||
| 17,615 | ||||||||
| Utilities — 3.1% | ||||||||
| AES | ||||||||
| 5.200%, 07/15/2029 | 3,950 | 3,951 | ||||||
| Alliant Energy Finance LLC | ||||||||
| 5.950%, 03/30/2029 (A) | 1,565 | 1,598 | ||||||
| American Electric Power | ||||||||
| 5.750%, 11/01/2027 | 550 | 556 | ||||||
| Dominion Energy | ||||||||
| 6.000%, H15T5Y + 2.262%, 02/15/2056 (B) | 1,000 | 992 | ||||||
| Eversource Energy | ||||||||
| 2.900%, 03/01/2027 | 2,505 | 2,485 | ||||||
| FirstEnergy | ||||||||
| 3.900%, 07/15/2027 | 10,470 | 10,415 | ||||||
| ITC Holdings | ||||||||
| 4.950%, 09/22/2027 (A) | 2,100 | 2,106 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 3.950%, 12/10/2027 | 12,820 | 12,749 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 4.685%, 09/01/2027 | 4,930 | 4,942 | ||||||
| Pinnacle West Capital | ||||||||
| 4.650%, 06/01/2029 | 10,995 | 10,925 | ||||||
| Public Service of Colorado | ||||||||
| 4.150%, 03/13/2029 | 4,820 | 4,746 | ||||||
| 55,465 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $566,944) ($ Thousands) | 564,338 | |||||||
| SEI Institutional Investments Trust | 321 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 26.1% | ||||||||
| U.S. Treasury Bills | ||||||||
| 6.959%, 11/27/2026 (C) | $ | 1,195 | $ | 1,184 | ||||
| 3.777%, 12/15/2026 (C) | 1,670 | 1,652 | ||||||
| U.S. Treasury Bond | ||||||||
| 2.875%, 08/15/2028 | 105,230 | 102,348 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.250%, 07/31/2028 | 49,870 | 49,782 | ||||||
| 4.250%, 08/15/2029 | 30,765 | 30,635 | ||||||
| 4.125%, 08/31/2028 | 100,455 | 100,043 | ||||||
| 3.875%, 04/15/2029 | 36,370 | 35,907 | ||||||
| 3.750%, 12/31/2028 | 108,660 | 107,162 | ||||||
| 3.625%, 05/31/2028 | 17,010 | 16,807 | ||||||
| 3.250%, 06/30/2029 | 26,000 | 25,208 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $474,157) ($ Thousands) | 470,728 | |||||||
| ASSET-BACKED SECURITIES — 25.4% | ||||||||
| Automotive — 8.0% | ||||||||
| Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl D | ||||||||
| 6.315%, 05/17/2032 (A) | 536 | 542 | ||||||
| ARI Fleet Lease Trust, Ser 2026-A, Cl A3 | ||||||||
| 4.090%, 11/15/2034 (A) | 3,450 | 3,396 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2024-1A, Cl A | ||||||||
| 5.360%, 06/20/2030 (A) | 8,865 | 8,936 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2024-2A, Cl C | ||||||||
| 6.010%, 10/20/2028 (A) | 990 | 995 | ||||||
| CarMax Auto Owner Trust, Ser 2024-1, Cl B | ||||||||
| 5.170%, 08/15/2029 | 4,120 | 4,143 | ||||||
| Carvana Auto Receivables Trust, Ser 2025- P3, Cl A4 | ||||||||
| 4.240%, 08/11/2031 | 6,275 | 6,193 | ||||||
| Chase Auto Owner Trust, Ser 2025-1A, Cl B | ||||||||
| 4.680%, 11/25/2030 (A) | 500 | 497 | ||||||
| Chesapeake IV Funding DAC, Ser 2026-1A, Cl A4 | ||||||||
| 4.590%, 02/15/2035 (A) | 4,515 | 4,494 | ||||||
| Chesapeake IV Funding DAC, Ser 2026-1A, Cl B | ||||||||
| 4.850%, 02/15/2035 (A) | 650 | 646 | ||||||
| Credit Acceptance Auto Loan Trust, Ser 2025-1A, Cl A | ||||||||
| 5.020%, 03/15/2035 (A) | 8,650 | 8,663 | ||||||
| Ford Credit Auto Owner Trust, Ser 2024-1, Cl A | ||||||||
| 4.870%, 08/15/2036 (A)(D) | 14,706 | 14,740 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Ford Credit Auto Owner Trust, Ser 2024-1, Cl B | ||||||||
| 5.240%, 08/15/2036 (A)(D) | $ | 750 | $ | 755 | ||||
| Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A | ||||||||
| 4.060%, 11/15/2030 | 3,195 | 3,149 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl B | ||||||||
| 4.410%, 08/20/2029 | 5,295 | 5,275 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A | ||||||||
| 4.980%, 12/11/2036 (A) | 660 | 664 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2023-2, Cl B | ||||||||
| 5.830%, 06/15/2030 (A) | 400 | 406 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2026-1A, Cl A1 | ||||||||
| 4.570%, 05/15/2031 (A) | 4,350 | 4,334 | ||||||
| Huntington Bank Auto Credit-Linked Notes Series, Ser 2024-2, Cl B1 | ||||||||
| 5.442%, 10/20/2032 (A) | 663 | 664 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.210%, 04/16/2029 (A) | 3,700 | 3,678 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl B | ||||||||
| 4.160%, 05/15/2030 (A) | 3,700 | 3,661 | ||||||
| Hyundai Floorplan Master Owner Trust, Ser 2025-1A, Cl A | ||||||||
| 4.010%, 10/15/2030 (A) | 11,715 | 11,547 | ||||||
| LAD Auto Receivables Trust, Ser 2023-2A, Cl C | ||||||||
| 5.580%, 09/15/2028 (A) | 736 | 736 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl B | ||||||||
| 4.870%, 09/15/2029 (A) | 4,400 | 4,398 | ||||||
| NextGear Floorplan Master Owner Trust, Ser 2025-1A, Cl A | ||||||||
| 4.550%, 02/15/2030 (A) | 2,380 | 2,375 | ||||||
| Nissan Auto Lease Trust, Ser 2026-B, Cl B | ||||||||
| 4.870%, 06/17/2030 | 3,635 | 3,629 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A4 | ||||||||
| 4.290%, 06/20/2029 (A) | 3,845 | 3,829 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl B | ||||||||
| 4.470%, 07/20/2029 (A) | 4,497 | 4,480 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2026-AA, Cl B | ||||||||
| 4.610%, 04/22/2030 (A) | 3,130 | 3,101 | ||||||
| Truist Bank Auto Credit-Linked Notes Series, Ser 2026-1, Cl B | ||||||||
| 5.067%, 06/26/2034 (A) | 444 | 443 | ||||||
| 322 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| US Bank, Ser 2023-1, Cl B | ||||||||
| 6.789%, 08/25/2032 (A) | $ | 151 | $ | 151 | ||||
| USB Auto Owner Trust, Ser 2025-1A, Cl B | ||||||||
| 4.810%, 01/15/2031 (A) | 915 | 913 | ||||||
| Volkswagen Credit Auto Master Trust, Ser 2026-1A, Cl A | ||||||||
| 4.710%, 05/20/2031 (A) | 8,970 | 8,966 | ||||||
| Western Funding Auto Loan Trust, Ser 2025- 1, Cl A | ||||||||
| 4.750%, 07/16/2035 (A) | 10,275 | 10,257 | ||||||
| Western Funding Auto Loan Trust, Ser 2025- 1, Cl B | ||||||||
| 4.980%, 09/17/2035 (A) | 4,500 | 4,493 | ||||||
| Westlake Automobile Receivables Trust, Ser 2025-P1, Cl A4 | ||||||||
| 4.660%, 04/15/2030 (A) | 2,670 | 2,670 | ||||||
| Westlake Automobile Receivables Trust, Ser 2026-P2, Cl A4 | ||||||||
| 4.720%, 08/15/2031 (A) | 3,600 | 3,587 | ||||||
| Yamaha Motor Master Trust II, Ser 2026-A, Cl A1 | ||||||||
| 4.430%, 04/15/2031 (A) | 2,790 | 2,765 | ||||||
| 144,171 | ||||||||
| Credit Cards — 1.3% | ||||||||
| American Express Credit Account Master Trust, Ser 2025-4, Cl A | ||||||||
| 4.300%, 07/15/2030 | 1,000 | 996 | ||||||
| First National Master Note Trust, Ser 2025- 1, Cl A | ||||||||
| 4.850%, 02/15/2030 | 1,470 | 1,474 | ||||||
| Prosper Credit Card Issuer LLC, Ser 2026- 1A, Cl A | ||||||||
| 5.340%, 07/15/2036 (A) | 664 | 664 | ||||||
| Robinhood Credit Card Trust, Ser 2026-1A, Cl A | ||||||||
| 4.800%, 07/21/2031 (A) | 5,140 | 5,126 | ||||||
| Synchrony Card Funding LLC, Ser 2026-A1, Cl A | ||||||||
| 4.180%, 03/15/2032 | 2,400 | 2,370 | ||||||
| Synchrony Card Issuance Trust, Ser 2025- A1, Cl A | ||||||||
| 4.780%, 02/15/2031 | 1,000 | 1,003 | ||||||
| Synchrony Card Issuance Trust, Ser 2025- A3, Cl A | ||||||||
| 4.060%, 11/15/2031 | 9,220 | 9,104 | ||||||
| Trillium Credit Card Trust II, Ser 2025-1A, Cl B | ||||||||
| 4.405%, 09/26/2030 (A) | 2,440 | 2,428 | ||||||
| 23,165 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Mortgage Related Securities — 3.2% | ||||||||
| Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 | ||||||||
| 4.442%, TSFR1M + 0.774%, 01/25/2036 (B) | $ | 944 | $ | 921 | ||||
| Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 | ||||||||
| 4.422%, TSFR1M + 0.754%, 04/25/2037 (B) | 191 | 190 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES1, Cl A1A | ||||||||
| 6.025%, 02/25/2044 (A)(B) | 818 | 819 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045 (A)(D) | 9,454 | 9,453 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1A | ||||||||
| 4.894%, 11/25/2055 (A)(D) | 3,709 | 3,665 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1B | ||||||||
| 4.995%, 11/25/2055 (A)(D) | 7,071 | 6,956 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055 (A)(D) | 8,131 | 8,119 | ||||||
| Rckt Mortgage Trust, Ser 2025-CES4, Cl A1A | ||||||||
| 5.811%, 04/25/2055 (A)(D) | 691 | 693 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES5, Cl A1A | ||||||||
| 5.687%, 05/25/2055 (A)(D) | 1,973 | 1,974 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES7, Cl A1A | ||||||||
| 5.377%, 07/25/2055 (A)(D) | 2,647 | 2,638 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES7, Cl A1B | ||||||||
| 5.478%, 07/25/2055 (A)(D) | 1,307 | 1,303 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES2, Cl A1B | ||||||||
| 4.863%, 02/25/2056 (A)(D) | 3,252 | 3,182 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES6, Cl A1A | ||||||||
| 5.321%, 06/25/2056 (A)(D) | 6,495 | 6,451 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES6, Cl A1B | ||||||||
| 5.472%, 06/25/2056 (A)(D) | 5,344 | 5,302 | ||||||
| Towd Point Mortgage Trust, Ser 2026-CES3, Cl A1 | ||||||||
| 5.302%, 06/20/2066 (A)(D) | 5,905 | 5,874 | ||||||
| 57,540 | ||||||||
| Other Asset-Backed Securities — 12.9% | ||||||||
| 522 Funding CLO, Ser 2024-6A, Cl A1R2 | ||||||||
| 4.952%, TSFR3M + 1.200%, 10/23/2034 (A)(B) | 2,800 | 2,800 | ||||||
| Acacia LLC, Ser 2026-1, Cl A | ||||||||
| 5.440%, 07/15/2041 (A) | 807 | 806 | ||||||
| SEI Institutional Investments Trust | 323 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| AGL CLO 13, Ser 2025-13A, Cl A1R | ||||||||
| 4.829%, TSFR3M + 1.100%, 10/20/2034 (A)(B) | $ | 2,500 | $ | 2,500 | ||||
| AIMCO CLO Series, Ser 2025-AA, Cl XR2 | ||||||||
| 4.629%, TSFR3M + 0.900%, 01/20/2038 (A)(B) | 2,217 | 2,216 | ||||||
| Ameriquest Mortgage Securities Asset- Backed Pass-Through Ctfs Ser, Ser 2005- R7, Cl M4 | ||||||||
| 4.697%, TSFR1M + 1.029%, 09/25/2035 (B) | 1,747 | 1,753 | ||||||
| Ameriquest Mortgage Securities Asset- Backed Pass-Through, Ser 2005-R9, Cl M1 | ||||||||
| 4.487%, TSFR1M + 0.819%, 11/25/2035 (B) | 113 | 113 | ||||||
| Apidos CLO XXXII, Ser 2024-32A, Cl A1R | ||||||||
| 4.829%, TSFR3M + 1.100%, 01/20/2033 (A)(B) | 1,267 | 1,267 | ||||||
| Bain Capital Credit CLO, Ser 2024-6A, Cl A1R | ||||||||
| 4.824%, TSFR3M + 1.090%, 10/21/2034 (A)(B) | 3,400 | 3,400 | ||||||
| Bain Capital Credit CLO, Ser 2025-5A, Cl ARR | ||||||||
| 4.879%, TSFR3M + 1.150%, 04/20/2034 (A)(B) | 2,700 | 2,700 | ||||||
| Bain Capital Credit CLO, Ser 2026-3A, Cl A1R3 | ||||||||
| 4.742%, TSFR3M + 0.990%, 10/23/2034 (A)(B) | 1,500 | 1,500 | ||||||
| Barings CLO 2021-III, Ser 2025-3A, Cl AR | ||||||||
| 4.859%, TSFR3M + 1.130%, 01/18/2035 (A)(B) | 2,600 | 2,603 | ||||||
| Barings Equipment Finance LLC, Ser 2025- B, Cl A3 | ||||||||
| 4.130%, 10/13/2032 (A) | 2,735 | 2,693 | ||||||
| BDS LLC, Ser 2026-FL18, Cl A | ||||||||
| 4.947%, TSFR1M + 1.300%, 02/19/2044 (A)(B) | 1,050 | 1,051 | ||||||
| Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 | ||||||||
| 4.082%, TSFR1M + 0.414%, 11/25/2036 (B) | 1,337 | 1,307 | ||||||
| Benefit Street Partners CLO XXV, Ser 2025- 25A, Cl A1R | ||||||||
| 4.753%, TSFR3M + 1.000%, 01/15/2035 (A)(B) | 500 | 500 | ||||||
| Blackbird Capital II Aircraft Lease, Ser 2021-1A, Cl A | ||||||||
| 2.443%, 07/15/2046 (A) | 1,649 | 1,565 | ||||||
| BlueMountain CLO, Ser 2025-4A, Cl CR2 5.029%, TSFR3M + 1.300%, | ||||||||
| 04/20/2030 (A)(B) | 750 | 750 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Capital Automotive REIT, Ser 2024-2A, Cl A1 | ||||||||
| 4.900%, 05/15/2054 (A) | $ | 562 | $ | 556 | ||||
| CARS-DB7, Ser 2023-1A, Cl A1 | ||||||||
| 5.750%, 09/15/2053 (A) | 1,353 | 1,353 | ||||||
| CIFC Funding 2022-II, Ser 2025-2A, Cl A1R | ||||||||
| 4.699%, TSFR3M + 0.970%, 04/19/2035 (A)(B) | 2,700 | 2,703 | ||||||
| Citigroup Mortgage Loan Trust, Ser 2006- AMC1, Cl A1 | ||||||||
| 4.072%, TSFR1M + 0.404%, 09/25/2036 (A)(B) | 849 | 825 | ||||||
| CLI Funding VI LLC, Ser 2020-3A, Cl A | ||||||||
| 2.070%, 10/18/2045 (A) | 2,329 | 2,176 | ||||||
| College Avenue Student Loans LLC, Ser 2019-A, Cl A2 | ||||||||
| 3.280%, 12/28/2048 (A) | 947 | 900 | ||||||
| Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl A | ||||||||
| 1.760%, 04/15/2049 (A) | 3,310 | 3,277 | ||||||
| Domino's Pizza Master Issuer LLC, Ser 2018-1A, Cl A2II | ||||||||
| 4.328%, 07/25/2048 (A) | 1,422 | 1,415 | ||||||
| Dryden 43 Senior Loan Fund, Ser 2024-43A, Cl AR3 | ||||||||
| 4.799%, TSFR3M + 1.070%, 04/20/2034 (A)(B) | 2,487 | 2,490 | ||||||
| Dryden 86 CLO, Ser 2025-86A, Cl A1R2 | ||||||||
| 4.880%, TSFR3M + 1.130%, 07/17/2034 (A)(B) | 2,650 | 2,652 | ||||||
| Dryden CLO, Ser 2024-72A, Cl ARR | ||||||||
| 4.841%, TSFR3M + 1.100%, 05/15/2032 (A)(B) | 1,138 | 1,138 | ||||||
| Dryden Senior Loan Fund, Ser 2018-41A, Cl BR | ||||||||
| 5.315%, TSFR3M + 1.562%, 04/15/2031 (A)(B) | 121 | 121 | ||||||
| Dwight Issuer LLC, Ser 2026-FL2, Cl AS | ||||||||
| 5.289%, TSFR1M + 1.650%, 01/18/2044 (A)(B) | 850 | 851 | ||||||
| Elmwood CLO 15, Ser 2025-2A, Cl A1R | ||||||||
| 4.883%, TSFR3M + 1.150%, 04/22/2035 (A)(B) | 3,000 | 3,001 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2024-2, Cl A | ||||||||
| 5.240%, 04/15/2031 (A) | 5,150 | 5,213 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2025-2, Cl B | ||||||||
| 4.330%, 09/15/2030 | 3,807 | 3,769 | ||||||
| GCI Funding I LLC, Ser 2021-1, Cl A | ||||||||
| 2.380%, 06/18/2046 (A) | 1,207 | 1,107 | ||||||
| Global SC Finance VII SRL, Ser 2020-1A, Cl A | ||||||||
| 2.170%, 10/17/2040 (A) | 1,168 | 1,114 | ||||||
| 324 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Gracie Point International Funding LLC, Ser 2025-1A, Cl A | ||||||||
| 5.121%, SOFR30A + 1.500%, 08/15/2028 (A)(B) | $ | 910 | $ | 911 | ||||
| Hilton Grand Vacations Trust, Ser 2025-1A, Cl A | ||||||||
| 4.880%, 05/27/2042 (A) | 6,017 | 5,985 | ||||||
| HINNT LLC, Ser 2024-A, Cl A | ||||||||
| 5.490%, 03/15/2043 (A) | 1,360 | 1,369 | ||||||
| Hotwire Funding LLC, Ser 2024-1A, Cl A2 | ||||||||
| 5.893%, 06/20/2054 (A) | 1,135 | 1,143 | ||||||
| HPS Loan Management, Ser 10-2016, Cl A1R3 | ||||||||
| 4.849%, TSFR3M + 1.120%, 04/20/2034 (A)(B) | 1,287 | 1,287 | ||||||
| HPS Loan Management, Ser 2025-16A, Cl A1R | ||||||||
| 4.862%, TSFR3M + 1.110%, 01/23/2035 (A)(B) | 3,000 | 3,001 | ||||||
| Invesco CLO, Ser 2022-2A, Cl A1R | ||||||||
| 4.879%, TSFR3M + 1.150%, 07/20/2035 (A)(B) | 1,400 | 1,400 | ||||||
| JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 | ||||||||
| 4.012%, TSFR1M + 0.344%, 05/25/2037 (B) | 2,266 | 2,218 | ||||||
| KKR CLO, Ser 2025-42A, Cl AR | ||||||||
| 4.879%, TSFR3M + 1.150%, 07/20/2034 (A)(B) | 1,775 | 1,776 | ||||||
| KKR CLO, Ser 2026-23, Cl AR2 | ||||||||
| 4.779%, TSFR3M + 1.050%, 04/20/2036 (A)(B) | 1,210 | 1,210 | ||||||
| Kubota Credit Owner Trust, Ser 2026-1A, Cl A3 | ||||||||
| 3.870%, 05/15/2030 (A) | 6,450 | 6,337 | ||||||
| LCM, Ser 2025-33A, Cl AR | ||||||||
| 4.909%, TSFR3M + 1.180%, 07/20/2034 (A)(B) | 3,625 | 3,625 | ||||||
| Madison Park Funding XXXIII, Ser 2026- 33A, Cl AR2 | ||||||||
| 4.783%, TSFR3M + 1.030%, 10/15/2032 (A)(B) | 757 | 758 | ||||||
| Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D | ||||||||
| 4.322%, TSFR1M + 0.654%, 03/25/2036 (B) | 276 | 268 | ||||||
| MVW LLC, Ser 2021-1WA, Cl A | ||||||||
| 1.140%, 01/22/2041 (A) | 653 | 639 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A | ||||||||
| 1.220%, 07/15/2069 (A) | 2,073 | 1,955 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A | ||||||||
| 1.170%, 09/16/2069 (A) | 816 | 765 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A | ||||||||
| 1.310%, 01/15/2069 (A) | $ | 723 | $ | 687 | ||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (A) | 1,675 | 1,530 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A | ||||||||
| 0.940%, 07/15/2069 (A) | 4,597 | 4,171 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2022-BA, Cl A | ||||||||
| 4.160%, 10/15/2070 (A) | 82 | 79 | ||||||
| Navient Refinance Loan Trust, Ser 2026-B, Cl A | ||||||||
| 5.070%, 06/15/2056 (A) | 3,979 | 3,962 | ||||||
| Navigator Aircraft ABS, Ser 2021-1, Cl A | ||||||||
| 2.771%, 11/15/2046 (A)(D) | 633 | 601 | ||||||
| Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX | ||||||||
| 1.320%, 04/20/2062 (A) | 3,450 | 3,265 | ||||||
| New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B | ||||||||
| 4.142%, TSFR1M + 0.474%, 05/25/2036 (B) | 838 | 836 | ||||||
| Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 | ||||||||
| 3.972%, TSFR1M + 0.304%, 04/25/2037 (B) | 860 | 830 | ||||||
| Octagon 56, Ser 2026-1A, Cl AR | ||||||||
| 4.803%, TSFR3M + 1.050%, 10/15/2034 (A)(B) | 2,000 | 2,001 | ||||||
| Octagon 57, Ser 2025-1A, Cl AR | ||||||||
| 4.823%, TSFR3M + 1.070%, 10/15/2034 (A)(B) | 1,750 | 1,751 | ||||||
| Octagon 64, Ser 2025-1A, Cl A1R | ||||||||
| 4.994%, TSFR3M + 1.260%, 07/21/2035 (A)(B) | 1,900 | 1,901 | ||||||
| Octagon Investment Partners 41, Ser 2025- 2A, Cl A1R2 | ||||||||
| 4.843%, TSFR3M + 1.090%, 10/15/2033 (A)(B) | 2,800 | 2,800 | ||||||
| Octagon Investment Partners 51, Ser 2025- 1A, Cl AR | ||||||||
| 4.719%, TSFR3M + 0.990%, 07/20/2034 (A)(B) | 2,000 | 1,999 | ||||||
| Octane Recievables Trust, Ser 2026-RVM1, Cl B | ||||||||
| 5.180%, 06/20/2047 (A) | 1,275 | 1,274 | ||||||
| Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D | ||||||||
| 4.322%, TSFR1M + 0.654%, 03/25/2037 (B) | 796 | 769 | ||||||
| SEI Institutional Investments Trust | 325 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Park Avenue Institutional Advisers CLO, Ser 2025-2A, Cl A1R | ||||||||
| 4.803%, TSFR3M + 1.050%, 07/15/2034 (A)(B) | $ | 2,700 | $ | 2,700 | ||||
| PFS Financing, Ser 2025-B, Cl A | ||||||||
| 4.850%, 02/15/2030 (A) | 6,377 | 6,396 | ||||||
| PFS Financing, Ser 2025-D, Cl A | ||||||||
| 4.470%, 05/15/2030 (A) | 3,115 | 3,103 | ||||||
| PFS Financing, Ser 2025-F, Cl A | ||||||||
| 4.400%, 08/15/2030 (A) | 731 | 726 | ||||||
| PFS Financing, Ser 2026-D, Cl A | ||||||||
| 4.490%, 05/15/2031 (A) | 5,070 | 5,027 | ||||||
| PFS Financing, Ser 2026-D, Cl B | ||||||||
| 4.730%, 05/15/2031 (A) | 3,775 | 3,732 | ||||||
| PK ALIFT Loan Funding 4, Ser 2024-2, Cl A | ||||||||
| 5.052%, 10/15/2039 (A) | 720 | 718 | ||||||
| RAD CLO, Ser 2025-21A, Cl A1R | ||||||||
| 4.880%, TSFR3M + 1.070%, 01/25/2037 (A)(B) | 2,800 | 2,798 | ||||||
| Rockford Tower CLO, Ser 2019-2A, Cl AR2 | ||||||||
| 4.863%, TSFR3M + 1.130%, 08/20/2032 (A)(B) | 1,086 | 1,086 | ||||||
| Rockford Tower CLO, Ser 2025-1A, Cl AR2 | ||||||||
| 4.829%, TSFR3M + 1.100%, 04/20/2034 (A)(B) | 1,392 | 1,391 | ||||||
| Saxon Asset Securities Trust, Ser 2006-3, Cl A3 | ||||||||
| 4.122%, TSFR1M + 0.454%, 10/25/2046 (B) | 105 | 104 | ||||||
| Serenity-Peace Park CLO, Ser 2025-1A, Cl X | ||||||||
| 4.825%, TSFR3M + 1.050%, 10/24/2038 (A)(B) | 1,875 | 1,877 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2025-2A, Cl A | ||||||||
| 4.720%, 04/20/2044 (A) | 2,738 | 2,714 | ||||||
| Sierra Timeshare Receivables Funding LLC, Ser 2025-3A, Cl A | ||||||||
| 4.440%, 08/22/2044 (A) | 4,950 | 4,910 | ||||||
| Signal Rail I LLC, Ser 2021-1, Cl A | ||||||||
| 2.230%, 08/17/2051 (A) | 1,784 | 1,683 | ||||||
| SLM Student Loan Trust, Ser 2012-2, Cl A | ||||||||
| 4.458%, SOFR30A + 0.814%, 01/25/2029 (B) | 448 | 437 | ||||||
| SLM Student Loan Trust, Ser 2013-2, Cl A | ||||||||
| 4.208%, SOFR30A + 0.564%, 06/25/2043 (B) | 549 | 543 | ||||||
| SMB Private Education Loan Trust, Ser 2021-B, Cl A | ||||||||
| 1.310%, 07/17/2051 (A) | 764 | 722 | ||||||
| SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX | ||||||||
| 2.540%, 05/15/2046 (A) | 1,072 | 1,037 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX | ||||||||
| 1.140%, 02/15/2047 (A) | $ | 903 | $ | 790 | ||||
| Stellantis Financial Floorplan Master Auto Owner Trust, Ser 2026-1A, Cl B | ||||||||
| 4.890%, 08/20/2031 (A) | 2,325 | 2,318 | ||||||
| Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A3 | ||||||||
| 2.860%, 06/20/2051 (A) | 1,422 | 1,356 | ||||||
| SVC ABS LLC, Ser 2023-1A, Cl A | ||||||||
| 5.150%, 02/20/2053 (A) | 772 | 768 | ||||||
| Switch ABS Issuer LLC, Ser 2025-1A, Cl A2 | ||||||||
| 5.036%, 03/25/2055 (A) | 1,140 | 1,099 | ||||||
| Tesla Sustainable Energy Trust, Ser 2024- 1A, Cl A2 | ||||||||
| 5.080%, 06/21/2050 (A) | 5,930 | 5,935 | ||||||
| Textainer Marine Containers VII, Ser 2021- 3A, Cl A | ||||||||
| 1.940%, 08/20/2046 (A) | 959 | 854 | ||||||
| Textainer Marine Containers VIII, Ser 2020- 2A, Cl A | ||||||||
| 2.100%, 09/20/2045 (A) | 1,054 | 988 | ||||||
| Thompson Park CLO, Ser 2025-1A, Cl A1R | ||||||||
| 4.803%, TSFR3M + 1.050%, 04/15/2034 (A)(B) | 1,455 | 1,455 | ||||||
| Tricon Residential Trust, Ser 2024-SFR1, Cl B | ||||||||
| 4.750%, 04/17/2041 (A) | 1,230 | 1,201 | ||||||
| Tricon Residential Trust, Ser 2026-SFR1, Cl B | ||||||||
| 4.990%, TSFR1M + 1.350%, 02/17/2043 (A)(B) | 1,068 | 1,067 | ||||||
| Tricon Trust, Ser 2026-SFR2, Cl A | ||||||||
| 4.939%, TSFR1M + 1.300%, 06/17/2043 (A)(B) | 1,100 | 1,101 | ||||||
| Trinitas CLO XX, Ser 2025-20A, Cl A1R | ||||||||
| 4.769%, TSFR3M + 1.040%, 07/20/2035 (A)(B) | 2,800 | 2,802 | ||||||
| Trinity Rail Leasing LLC, Ser 2021-1A, Cl A | ||||||||
| 2.260%, 07/19/2051 (A) | 2,598 | 2,460 | ||||||
| TRTX Issuer, Ser 2025-FL6, Cl A | ||||||||
| 5.176%, TSFR1M + 1.537%, 09/18/2042 (A)(B) | 1,850 | 1,854 | ||||||
| USQ Rail I LLC, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051 (A) | 1,826 | 1,744 | ||||||
| Vantage Data Centers Issuer LLC, Ser 2021- 1A, Cl A2 | ||||||||
| 2.165%, 10/15/2046 (A) | 930 | 927 | ||||||
| Vantage Data Centers LLC, Ser 2020-2A, Cl A2 | ||||||||
| 1.992%, 09/15/2045 (A) | 1,595 | 1,536 | ||||||
| VB-S1 Issuer LLC - VBTEL, Ser 2022-1A, Cl C2I | ||||||||
| 3.156%, 02/15/2052 (A) | 1,205 | 1,182 | ||||||
| 326 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Verizon Master Trust Series, Ser 2024-5, Cl B | ||||||||
| 5.250%, 06/21/2032 (A) | $ | 1,200 | $ | 1,209 | ||||
| Verizon Master Trust Series, Ser 2024-5, Cl C | ||||||||
| 5.490%, 06/21/2032 (A) | 3,010 | 3,035 | ||||||
| Verizon Master Trust, Ser 2024-6, Cl C | ||||||||
| 4.670%, 08/20/2030 | 19,539 | 19,497 | ||||||
| Verizon Master Trust, Ser 2024-7, Cl A | ||||||||
| 4.350%, 08/20/2032 (A) | 2,330 | 2,303 | ||||||
| Verizon Master Trust, Ser 2025-1, Cl B | ||||||||
| 4.940%, 01/21/2031 | 4,660 | 4,672 | ||||||
| Verizon Master Trust, Ser 2025-10, Cl A | ||||||||
| 4.280%, 10/20/2033 (A) | 710 | 695 | ||||||
| Verizon Master Trust, Ser 2025-10, Cl C | ||||||||
| 4.670%, 10/20/2033 (A) | 750 | 732 | ||||||
| Yamaha Motor Master Trust II, Ser 2026-A, Cl B | ||||||||
| 4.640%, 04/15/2031 (A) | 975 | 965 | ||||||
| 233,537 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $460,841) ($ Thousands) | 458,413 | |||||||
| MORTGAGE-BACKED SECURITIES — 18.7% | ||||||||
| Agency Mortgage-Backed Obligations — 10.4% | ||||||||
| Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1 | ||||||||
| 5.143%, SOFR30A + 1.500%, 10/25/2043(A)(B) | 248 | 248 | ||||||
| FHLMC | ||||||||
| 5.771%, RFUCCT1Y + 1.468%, 03/01/2037(B) | 3 | 3 | ||||||
| 4.500%, 09/01/2040 to 10/01/2052 | 10,810 | 10,337 | ||||||
| 4.000%, 01/01/2053 | 1,209 | 1,107 | ||||||
| 3.500%, 02/01/2034 to 05/01/2035 | 1,198 | 1,157 | ||||||
| 2.500%, 09/01/2030 to 02/01/2038 | 6,136 | 5,806 | ||||||
| FHLMC ARM | ||||||||
| 5.337%, SOFR30A + 2.196%, 06/01/2055(B) | 2,884 | 2,891 | ||||||
| 4.498%, SOFR30A + 2.173%, 05/01/2056(B) | 3,190 | 3,109 | ||||||
| FHLMC CMO, Ser 2020-5050, Cl YA | ||||||||
| 1.000%, 01/15/2046 | 1,238 | 1,143 | ||||||
| FHLMC CMO, Ser 2026-5666, Cl FP | ||||||||
| 4.793%, SOFR30A + 1.150%, 06/25/2056(B) | 783 | 781 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K085, Cl A2 | ||||||||
| 4.060%, 10/25/2028(B) | 4,339 | 4,285 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl A2 | ||||||||
| 2.903%, 06/25/2029 | $ | 8,255 | $ | 7,876 | ||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K108, Cl A2 | ||||||||
| 1.517%, 03/25/2030 | 7,284 | 6,561 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl A2 | ||||||||
| 1.760%, 03/25/2028 | 2,164 | 2,080 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser K750, Cl A2 | ||||||||
| 3.000%, 09/25/2029 | 5,205 | 4,984 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF37, Cl A | ||||||||
| 4.094%, SOFR30A + 0.474%, 09/25/2027(B) | 43 | 43 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF43, Cl A | ||||||||
| 3.974%, SOFR30A + 0.354%, 01/25/2028(B) | 274 | 273 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KF86, Cl AL | ||||||||
| 4.024%, SOFR30A + 0.404%, 08/25/2027(B) | 309 | 309 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser KJ37, Cl A1 | ||||||||
| 1.679%, 12/25/2027 | 543 | 530 | ||||||
| FHLMC Multifamily Structured Pass Through Certificates, Ser Q004, Cl AFL | ||||||||
| 4.445%, 12MTA + 0.740%, 05/25/2044(B) | 174 | 174 | ||||||
| FHLMC REMIC CMO, Ser 2005-2922, Cl FE | ||||||||
| 4.001%, SOFR30A + 0.364%, 02/15/2035(B) | 209 | 207 | ||||||
| FHLMC REMIC CMO, Ser 2005-2990, Cl LK | ||||||||
| 4.121%, SOFR30A + 0.484%, 10/15/2034(B) | 120 | 120 | ||||||
| FHLMC REMIC CMO, Ser 2006-3102, Cl FB | ||||||||
| 4.051%, SOFR30A + 0.414%, 01/15/2036(B) | 7 | 7 | ||||||
| FHLMC REMIC CMO, Ser 2006-3136, Cl KF | ||||||||
| 4.051%, SOFR30A + 0.414%, 04/15/2036(B) | 68 | 67 | ||||||
| FHLMC REMIC CMO, Ser 2009-3616, Cl FG | ||||||||
| 4.401%, SOFR30A + 0.764%, 03/15/2032(B) | 90 | 90 | ||||||
| FHLMC REMIC CMO, Ser 2012-4094, Cl BF | ||||||||
| 4.151%, SOFR30A + 0.514%, 08/15/2032(B) | 154 | 154 | ||||||
| FNMA | ||||||||
| 6.000%, 04/01/2039 | 2,342 | 2,397 | ||||||
| 5.500%, 07/01/2053 | 1,136 | 1,132 | ||||||
| 5.000%, 05/01/2053 | 2,383 | 2,318 | ||||||
| 4.000%, 06/01/2052 to 01/01/2053 | 3,990 | 3,661 | ||||||
| SEI Institutional Investments Trust | 327 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 3.500%, 09/01/2034 | $ | 991 | $ | 956 | ||||
| 3.000%, 10/01/2030 to 06/01/2037 | 3,940 | 3,794 | ||||||
| 2.500%, 02/01/2031 to 06/01/2032 | 1,173 | 1,125 | ||||||
| 2.000%, 04/01/2031 to 03/01/2036 | 1,032 | 951 | ||||||
| 1.500%, 10/01/2035 | 995 | 887 | ||||||
| FNMA ARM | ||||||||
| 4.862%, SOFR30A + 2.339%, 07/01/2053(B) | 2,889 | 2,888 | ||||||
| FNMA CMO, Ser 2024-49, Cl FC | ||||||||
| 4.943%, SOFR30A + 1.300%, 07/25/2054(B) | 2,941 | 2,954 | ||||||
| FNMA CMO, Ser 2024-73, Cl FB | ||||||||
| 4.843%, SOFR30A + 1.200%, 10/25/2054(B) | 5,620 | 5,633 | ||||||
| FNMA CMO, Ser 2026-42, Cl AF | ||||||||
| 4.843%, SOFR30A + 1.200%, 06/25/2056(B) | 3,494 | 3,481 | ||||||
| FNMA REMIC CMO, Ser 2005-83, Cl FP | ||||||||
| 4.088%, SOFR30A + 0.444%, 10/25/2035(B) | 265 | 264 | ||||||
| FNMA REMIC CMO, Ser 2006-31, Cl FP | ||||||||
| 4.058%, SOFR30A + 0.414%, 05/25/2036(B) | 49 | 48 | ||||||
| FNMA REMIC CMO, Ser 2006-56, Cl FE | ||||||||
| 4.188%, SOFR30A + 0.544%, 07/25/2036(B) | 234 | 233 | ||||||
| FNMA REMIC CMO, Ser 2007-98, Cl FD | ||||||||
| 4.177%, SOFR30A + 0.564%, 06/25/2037(B) | 142 | 141 | ||||||
| FNMA REMIC CMO, Ser 2010-43, Cl VF | ||||||||
| 4.308%, SOFR30A + 0.664%, 05/25/2040(B) | 197 | 197 | ||||||
| FNMA REMIC CMO, Ser 2012-111, Cl NF | ||||||||
| 4.077%, SOFR30A + 0.464%, 05/25/2042(B) | 292 | 289 | ||||||
| FNMA REMIC CMO, Ser 2012-54, Cl CF | ||||||||
| 4.458%, SOFR30A + 0.814%, 05/25/2042(B) | 101 | 101 | ||||||
| FNMA REMIC CMO, Ser 2016-48, Cl UF | ||||||||
| 4.127%, SOFR30A + 0.514%, 08/25/2046(B) | 97 | 96 | ||||||
| FNMA REMIC CMO, Ser 2020-10, Cl FA | ||||||||
| 4.227%, SOFR30A + 0.614%, 03/25/2050(B) | 833 | 821 | ||||||
| FNMA REMICS CMO, Ser 2019-79, Cl FA | ||||||||
| 4.227%, SOFR30A + 0.614%, 01/25/2050(B) | 330 | 325 | ||||||
| FNMA TBA | ||||||||
| 5.000%, 09/15/2041 | 7,775 | 7,736 | ||||||
| 4.500%, 09/15/2041 | 7,050 | 6,879 | ||||||
| 4.000%, 09/15/2041 | 6,350 | 6,073 | ||||||
| 3.500%, 09/01/2040 to 10/01/2040 | 10,675 | 9,795 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FRESB Mortgage Trust, Ser 2018-SB50, Cl A10F | ||||||||
| 3.350%, 04/25/2028(B) | $ | 667 | $ | 654 | ||||
| FRESB Mortgage Trust, Ser 2018-SB52, Cl A10F | ||||||||
| 3.480%, 06/25/2028(B) | 3,732 | 3,672 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB53, Cl A10F | ||||||||
| 3.660%, 06/25/2028(B) | 3,939 | 3,875 | ||||||
| FRESB Mortgage Trust, Ser 2018-SB54, Cl A10F | ||||||||
| 3.520%, 05/25/2028(B) | 1,012 | 1,000 | ||||||
| FRESB Mortgage Trust, Ser 2019-SB59, Cl A10F | ||||||||
| 3.470%, 01/25/2029(B) | 276 | 269 | ||||||
| GNMA | ||||||||
| 4.000%, 10/20/2052 | 1,328 | 1,220 | ||||||
| GNMA CMO, Ser 2007-1, Cl F | ||||||||
| 4.067%, TSFR1M + 0.414%, 01/20/2037(B) | 231 | 231 | ||||||
| GNMA CMO, Ser 2011-151, Cl BF | ||||||||
| 4.117%, TSFR1M + 0.464%, 04/20/2041(B) | 203 | 201 | ||||||
| GNMA CMO, Ser 2012-77, Cl FM | ||||||||
| 4.424%, TSFR1M + 0.784%, 11/16/2039(B) | 114 | 114 | ||||||
| GNMA CMO, Ser 2015-52, Cl EA | ||||||||
| 2.000%, 01/16/2043 | 3,005 | 2,875 | ||||||
| GNMA CMO, Ser 2022-174, Cl AG | ||||||||
| 3.000%, 07/20/2044 | 3,830 | 3,672 | ||||||
| GNMA CMO, Ser 2023-113, Cl FD | ||||||||
| 4.989%, SOFR30A + 1.350%, 08/20/2053(B) | 1,500 | 1,510 | ||||||
| GNMA CMO, Ser 2024-148, Cl AF | ||||||||
| 4.819%, SOFR30A + 1.180%, 09/20/2054(B) | 6,306 | 6,329 | ||||||
| GNMA CMO, Ser 2024-30, Cl CF | ||||||||
| 4.889%, SOFR30A + 1.250%, 02/20/2054(B) | 1,783 | 1,789 | ||||||
| GNMA TBA | ||||||||
| 4.000%, 09/15/2056 | 13,325 | 12,029 | ||||||
| GNMA, Ser 2012-23, Cl D | ||||||||
| 3.488%, 07/16/2049(B) | 232 | 225 | ||||||
| GNMA, Ser 2014-157, Cl C | ||||||||
| 3.150%, 10/16/2054(B) | 439 | 431 | ||||||
| GNMA, Ser 82737 | ||||||||
| 4.625%, H15T1Y + 1.500%, 02/20/2041(B) | 45 | 46 | ||||||
| UMBS TBA | ||||||||
| 5.500%, 09/15/2056 | 5,600 | 5,542 | ||||||
| 5.000%, 09/15/2056 | 15,400 | 14,854 | ||||||
| 4.500%, 09/15/2056 | 5,725 | 5,372 | ||||||
| 328 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 4.000%, 09/14/2039 | $ | 2,925 | $ | 2,669 | ||||
| 188,096 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 8.3% | ||||||||
| 280 Park Avenue Mortgage Trust, Ser 280P, Cl A | ||||||||
| 4.827%, TSFR1M + 1.180%, 09/15/2034(A)(B) | 1,400 | 1,398 | ||||||
| ALA Trust, Ser OANA, Cl A | ||||||||
| 5.371%, TSFR1M + 1.743%, 06/15/2040(A)(B) | 1,860 | 1,869 | ||||||
| Aventura Mall Trust, Ser 2018-AVM, Cl A | ||||||||
| 4.249%, 07/05/2040(A)(B) | 4,605 | 4,524 | ||||||
| Banc of America Funding Trust, Ser 2014- R6, Cl 2A13 | ||||||||
| 4.099%, 07/26/2036(A)(B) | 823 | 817 | ||||||
| BANK 2021, Ser BN33, Cl ASB | ||||||||
| 2.218%, 05/15/2064 | 2,185 | 2,061 | ||||||
| BANK, Ser 2018-BN14, Cl A2 | ||||||||
| 4.128%, 09/15/2060 | 279 | 275 | ||||||
| BANK, Ser 2019-BN21, Cl ASB | ||||||||
| 2.808%, 10/17/2052 | 1,619 | 1,577 | ||||||
| BANK, Ser BN22, Cl ASB | ||||||||
| 2.897%, 11/15/2062 | 1,055 | 1,025 | ||||||
| BBCMS Mortgage Trust 2020, Ser C7, Cl ASB | ||||||||
| 2.029%, 04/15/2053 | 2,811 | 2,677 | ||||||
| BBCMS Mortgage Trust 2022, Ser C14, Cl ASB | ||||||||
| 2.901%, 02/15/2055 | 2,000 | 1,886 | ||||||
| BBCMS Mortgage Trust 2026, Ser 5C41, Cl A1 | ||||||||
| 4.660%, 05/15/2069 | 1,906 | 1,887 | ||||||
| BBCMS Mortgage Trust, Ser C8, Cl ASB | ||||||||
| 1.867%, 10/15/2053 | 647 | 615 | ||||||
| Benchmark Mortgage Trust, Ser 2018-B5, Cl A2 | ||||||||
| 4.077%, 07/15/2051 | 1,142 | 1,139 | ||||||
| Benchmark Mortgage Trust, Ser B14, Cl ASB | ||||||||
| 2.957%, 12/15/2062 | 2,333 | 2,271 | ||||||
| Benchmark Mortgage Trust, Ser B15, Cl A2 | ||||||||
| 2.914%, 12/15/2072 | 798 | 792 | ||||||
| Benchmark Mortgage Trust, Ser B15, Cl AAB | ||||||||
| 2.859%, 12/15/2072 | 1,428 | 1,390 | ||||||
| BX Commercial Mortgage Trust, Ser 2021- 21M, Cl A | ||||||||
| 4.484%, TSFR1M + 0.844%, 10/15/2036(A)(B) | 13 | 13 | ||||||
| BX Commercial Mortgage Trust, Ser 2021- ACNT, Cl B | ||||||||
| 5.004%, US0001M + 1.364%, 11/15/2038(A)(B) | 1,096 | 1,096 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Commercial Mortgage Trust, Ser 2025- JDI, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 11/15/2042(A)(B) | $ | 785 | $ | 787 | ||||
| BX Commercial Mortgage Trust, Ser 2026- CSMO, Cl A | ||||||||
| 5.039%, TSFR1M + 1.400%, 02/15/2043(A)(B) | 1,250 | 1,253 | ||||||
| CD 2017-CD5 Mortgage Trust, Ser CD5, Cl AS | ||||||||
| 3.684%, 08/15/2050(B) | 1,080 | 1,062 | ||||||
| CFCRE Commercial Mortgage Trust 2016, Ser C7, Cl AM | ||||||||
| 4.162%, 12/10/2054 | 1,650 | 1,637 | ||||||
| CGMS Commercial Mortgage Trust 2017, Ser B1, Cl AS | ||||||||
| 3.711%, 08/15/2050(B) | 1,700 | 1,672 | ||||||
| Chase Home Lending Mortgage Trust, Ser 2024-10, Cl A4A | ||||||||
| 5.500%, 10/25/2055(A)(B) | 767 | 764 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2023-SMRT, Cl A | ||||||||
| 6.015%, 06/12/2040(A)(B) | 2,000 | 2,022 | ||||||
| Citigroup Commercial Mortgage Trust, Ser GC41, Cl AAB | ||||||||
| 2.720%, 08/10/2056 | 1,349 | 1,311 | ||||||
| COMM 2017 Mortgage Trust, Ser COR2, Cl AM | ||||||||
| 3.803%, 09/10/2050 | 1,635 | 1,609 | ||||||
| COMM Mortgage Trust, Ser 2015-DC1, Cl AM | ||||||||
| 3.724%, 02/10/2048 | 276 | 271 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 12/25/2041(A)(B) | 1,335 | 1,337 | ||||||
| Cross Mortgage Trust, Ser 2023-H2, Cl A1A | ||||||||
| 7.135%, 11/25/2068(A)(D) | 727 | 726 | ||||||
| Cross Mortgage Trust, Ser 2024-H6, Cl A1 | ||||||||
| 5.129%, 09/25/2069(A)(B) | 1,177 | 1,171 | ||||||
| Cross Mortgage Trust, Ser 2025-H1, Cl A1 | ||||||||
| 5.735%, 02/25/2070(A)(B) | 1,321 | 1,322 | ||||||
| CSMC Series, Ser 2014-6R, Cl 15A2 | ||||||||
| 14.600%, TSFR1M + 0.264%, 11/27/2036(A)(B) | 82 | 82 | ||||||
| CSMC Trust, Ser 2019-AFC1, Cl A1 | ||||||||
| 3.573%, 07/25/2049(A)(D) | 1,296 | 1,261 | ||||||
| CSMCM Trust, Ser 2018-SP3, Cl B1 | ||||||||
| 3.500%, 09/25/2058(A)(B) | 871 | 832 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.943%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 32 | 32 | ||||||
| SEI Institutional Investments Trust | 329 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 | ||||||||
| 4.002%, TSFR1M + 0.334%, 12/25/2037(B) | $ | 993 | $ | 952 | ||||
| GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A | ||||||||
| 3.750%, 10/25/2057(A) | 337 | 329 | ||||||
| GWT, Ser 2024-WLF2, Cl A | ||||||||
| 5.318%, TSFR1M + 1.691%, 05/15/2041(A)(B) | 1,478 | 1,482 | ||||||
| Hilt Commercial Mortgage Trust, Ser ORL, Cl A | ||||||||
| 5.180%, TSFR1M + 1.541%, 05/15/2037(A)(B) | 750 | 751 | ||||||
| Hilton USA Trust, Ser 2016-HHV, Cl D | ||||||||
| 4.333%, 11/05/2038(A)(B) | 2,430 | 2,425 | ||||||
| Hudson Yards Mortgage Trust, Ser 2025- SPRL, Cl A | ||||||||
| 5.649%, 01/13/2040(A)(B) | 5,165 | 5,208 | ||||||
| Impac CMB Trust Series, Ser 2004-6, Cl 1A1 | ||||||||
| 4.582%, TSFR1M + 0.914%, 10/25/2034(B) | 75 | 75 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2026, Ser FUN, Cl A | ||||||||
| 5.289%, TSFR1M + 1.650%, 06/15/2039(A)(B) | 525 | 527 | ||||||
| JPMDB Commercial Mortgage Securities Trust, Ser 2019-COR6, Cl ASB | ||||||||
| 2.982%, 11/13/2052 | 987 | 964 | ||||||
| JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 | ||||||||
| 3.393%, 12/15/2049 | 496 | 494 | ||||||
| JW Commercial Mortgage Trust 2026, Ser MRCO, Cl A | ||||||||
| 5.139%, TSFR1M + 1.500%, 06/15/2039(A)(B) | 1,360 | 1,364 | ||||||
| LBA Trust 2026, Ser LBA6, Cl B | ||||||||
| 4.989%, TSFR1M + 1.350%, 07/15/2043(A)(B) | 1,400 | 1,400 | ||||||
| LEX Mortgage Trust, Ser 2024-BBG, Cl A | ||||||||
| 5.036%, 10/13/2033(A)(B) | 700 | 695 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 | ||||||||
| 4.242%, TSFR1M + 0.574%, 04/25/2029(B) | 73 | 67 | ||||||
| Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B | ||||||||
| 3.500%, 04/25/2066(A)(B) | 167 | 163 | ||||||
| Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 | ||||||||
| 3.250%, 10/25/2069(A)(B) | 1,124 | 1,101 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser C35, Cl A1 | ||||||||
| 4.609%, 08/15/2058 | 1,346 | 1,336 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2025-1, Cl A4 | ||||||||
| 5.500%, 03/25/2055(A)(B) | $ | 684 | $ | 681 | ||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2026-NQM4, Cl A1 | ||||||||
| 5.075%, 03/25/2071(A)(B) | 1,358 | 1,339 | ||||||
| NRTH Commercial Mortgage Trust, Ser 2025-PARK, Cl A | ||||||||
| 5.033%, TSFR1M + 1.393%, 10/15/2040(A)(B) | 1,390 | 1,395 | ||||||
| NYC Trust, Ser 3ELV, Cl A | ||||||||
| 5.618%, TSFR1M + 1.991%, 08/15/2029(A)(B) | 1,300 | 1,303 | ||||||
| NYO Commercial Mortgage Trust, Ser 2021, Cl A | ||||||||
| 4.850%, TSFR1M + 1.209%, 11/15/2038(A)(B) | 1,615 | 1,614 | ||||||
| OBX Trust, Ser 2025-NQM10, Cl A1 | ||||||||
| 5.453%, 05/25/2065(A)(D) | 720 | 718 | ||||||
| OBX Trust, Ser 2026-NQM6, Cl A1FC | ||||||||
| 5.063%, 04/26/2066(A)(D) | 5,458 | 5,413 | ||||||
| One New York Plaza Trust, Ser 2020-1NYP, Cl A | ||||||||
| 4.705%, TSFR1M + 1.064%, 01/15/2036(A)(B) | 899 | 872 | ||||||
| PMT Loan Trust, Ser 2026-CNF3, Cl A23 | ||||||||
| 5.093%, SOFR30A + 1.450%, 04/25/2057(A)(B) | 1,335 | 1,330 | ||||||
| PMT Loan Trust, Ser 2026-INV3, Cl A36 | ||||||||
| 4.993%, SOFR30A + 1.350%, 02/25/2057(A)(B) | 1,337 | 1,337 | ||||||
| PRET Trust, Ser 2025-RPL3, Cl A1 | ||||||||
| 4.150%, 04/25/2065(A)(D) | 1,317 | 1,275 | ||||||
| PRPM LLC, Ser 2024-RCF1, Cl A1 | ||||||||
| 4.000%, 01/25/2054(A)(D) | 1,909 | 1,879 | ||||||
| PRPM LLC, Ser 2024-RCF2, Cl A1 | ||||||||
| 3.750%, 03/25/2054(A)(D) | 362 | 353 | ||||||
| PRPM LLC, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.500%, 02/25/2055(A)(D) | 5,874 | 5,781 | ||||||
| PRPM LLC, Ser 2025-RCF3, Cl A1 | ||||||||
| 5.250%, 07/25/2055(A)(D) | 2,217 | 2,199 | ||||||
| PRPM LLC, Ser 2025-RCF5, Cl A1 | ||||||||
| 4.839%, 10/25/2055(A)(D) | 5,482 | 5,392 | ||||||
| PRPM LLC, Ser 2026-RCF5, Cl A1 | ||||||||
| 5.560%, 08/25/2056(A)(D) | 4,220 | 4,213 | ||||||
| PRPM Trust, Ser 2025-RCF1, Cl A1 | ||||||||
| 4.845%, 01/25/2056(A)(D) | 1,732 | 1,695 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES5, Cl A1A | ||||||||
| 5.846%, 08/25/2044(A)(D) | 4,792 | 4,797 | ||||||
| RCKT Mortgage Trust, Ser 2024-CES7, Cl A1A | ||||||||
| 5.158%, 10/25/2044(A)(D) | 6,804 | 6,777 | ||||||
| 330 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| RCKT Mortgage Trust, Ser 2025-CES8, Cl A1B | ||||||||
| 5.249%, 08/25/2055(A)(B) | $ | 1,829 | $ | 1,815 | ||||
| ROCK Trust, Ser 2024-CNTR, Cl A | ||||||||
| 5.388%, 11/13/2041(A) | 12,180 | 12,222 | ||||||
| Sequoia Mortgage Trust, Ser 2026-7, Cl A5 | ||||||||
| 5.000%, 06/25/2056(A)(B) | 1,315 | 1,289 | ||||||
| SMRT, Ser 2022-MINI, Cl B | ||||||||
| 4.990%, TSFR1M + 1.350%, 01/15/2039(A)(B) | 450 | 449 | ||||||
| Towd Point Mortgage Trust, Ser 2018-4, Cl A1 | ||||||||
| 3.000%, 06/25/2058(A)(B) | 1,187 | 1,113 | ||||||
| Towd Point Mortgage Trust, Ser 2018-5, Cl A1 | ||||||||
| 3.250%, 07/25/2058(A)(B) | 1,247 | 1,191 | ||||||
| Towd Point Mortgage Trust, Ser 2018-6, Cl A1 | ||||||||
| 3.750%, 03/25/2058(A)(B) | 654 | 632 | ||||||
| Towd Point Mortgage Trust, Ser 2018-6, Cl A1B | ||||||||
| 3.750%, 03/25/2058(A)(B) | 5,116 | 4,946 | ||||||
| Towd Point Mortgage Trust, Ser 2019-4, Cl A1 | ||||||||
| 2.900%, 10/25/2059(A)(B) | 3,631 | 3,466 | ||||||
| Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 | ||||||||
| 4.782%, TSFR1M + 1.114%, 05/25/2058(A)(B) | 536 | 542 | ||||||
| Towd Point Mortgage Trust, Ser 2020-3, Cl A1 | ||||||||
| 3.088%, 02/25/2063(A)(B) | 86 | 83 | ||||||
| Towd Point Mortgage Trust, Ser 2020-4, Cl A1 | ||||||||
| 1.750%, 10/25/2060(A) | 722 | 653 | ||||||
| Towd Point Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 2.250%, 11/25/2061(A)(B) | 2,800 | 2,617 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 | ||||||||
| 4.302%, TSFR1M + 0.634%, 11/25/2045(B) | 640 | 600 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser C52, Cl ASB | ||||||||
| 2.833%, 08/15/2052 | 775 | 755 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser C55, Cl ASB | ||||||||
| 2.651%, 02/15/2053 | 710 | 689 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Wells Fargo Commercial Mortgage Trust, Ser C61, Cl A2 | ||||||||
| 2.503%, 11/15/2054 | $ | 22 | $ | 22 | ||||
| 149,243 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $339,516) ($ Thousands) | 337,339 | |||||||
| MUNICIPAL BONDS — 1.0% | ||||||||
| Florida — 0.2% | ||||||||
| Broward County Florida Airport System Revenue, Ser C, RB | ||||||||
| 2.504%, 10/01/2028 | 2,360 | 2,263 | ||||||
| Miami-Dade County, Aviation Revenue, Ser B, RB | ||||||||
| 2.854%, 10/01/2027 | 2,000 | 1,966 | ||||||
| 4,229 | ||||||||
| New York — 0.7% | ||||||||
| New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-2, RB | ||||||||
| 5.000%, 11/01/2028 | 3,000 | 3,028 | ||||||
| New York City Transitional Finance Authority, GO | ||||||||
| 4.754%, 11/01/2027 | 10,405 | 10,449 | ||||||
| 13,477 | ||||||||
| Pennsylvania — 0.1% | ||||||||
| Philadelphia City Redevelopment Authority, Ser A, RB | ||||||||
| 4.518%, 09/01/2027 | 1,250 | 1,251 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $18,989) ($ Thousands) | 18,957 | |||||||
| SOVEREIGN DEBT — 0.7% | ||||||||
| Saudi Government International Bond | ||||||||
| 5.125%, 01/13/2028(A) | 9,220 | 9,260 | ||||||
| 4.125%, 01/12/2029(A) | 3,128 | 3,074 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $12,311) ($ Thousands) | 12,334 | |||||||
| SEI Institutional Investments Trust | 331 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| GLOBAL BOND — 0.1% | ||||||||
| Qatar Government International Bond | ||||||||
| 3.750%, 04/16/2030 (A) | $ | 1,597 | $ | 1,534 | ||||
| Total Global Bond | ||||||||
| (Cost $1,571) ($ Thousands) | 1,534 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class 3.570%**† | 32,599,257 | 32,599 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $32,599) ($ Thousands) | 32,599 | |||||||
| PURCHASED SWAPTION — 0.0% | ||||||||
| Total Purchased Swaption | ||||||||
| (Cost $22) ($ Thousands) | 25 | |||||||
| Total Investments in Securities — 105.0% | ||||||||
| (Cost $1,906,950) ($ Thousands) | $ | 1,896,267 | ||||||
A list of open over the counter swaptions contracts for the Fund at August 31, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| 5-Year Interest Rate Swap | Goldman Sachs | $ | 6,085,000 | $ | 4.36 | 10/17/2026 | $ | 25 | ||||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 1,377 | Dec-2026 | $ | 283,184 | $ | 282,607 | $ | (577 | ) | |||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 5-Year Treasury Notes | (404 | ) | Dec-2026 | $ | (42,917 | ) | $ | (42,704 | ) | $ | 213 | |||||||
| U.S. Ultra Long Treasury Bonds | (55 | ) | Dec-2026 | (6,056 | ) | (6,051 | ) | 5 | ||||||||||
| Ultra 10-Year U.S. Treasury Notes | (285 | ) | Dec-2026 | (31,356 | ) | (31,186 | ) | 170 | ||||||||||
| (80,329 | ) | (79,941 | ) | 388 | ||||||||||||||
| $ | 202,855 | $ | 202,666 | $ | (189 | ) | ||||||||||||
A list of the OTC swap agreement held by the Fund at August 31, 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) | ||||||||||||||||||
| BNP Paribas | ORCL 1.0 06/20/31 | PROTECTION | 1.00% | Quarterly | 06/20/2031 | USD | 1,380 | $ | (61 | ) | $ | (47 | ) | $ | (14 | ) | ||||||||||||
| 332 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Limited Duration Bond Fund (Concluded)
Percentages are based on Net Assets of $1,805,412 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $610,410 ($ Thousands), representing 33.8% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Interest rate represents the security's effective yield at the time of purchase. |
| (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. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 161,623 | $ | 598,731 | $ | (727,755 | ) | $ | — | $ | — | $ | 32,599 | $ | 396 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 333 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 89.0% | ||||||||
| Communication Services — 6.9% | ||||||||
| Alphabet | ||||||||
| 6.500%, 08/15/2066 | $ | 7,340 | $ | 7,342 | ||||
| 6.375%, 08/15/2056 | 7,835 | 7,884 | ||||||
| 6.250%, 08/15/2046 | 4,034 | 4,054 | ||||||
| 5.450%, 08/15/2036 | 8,360 | 8,294 | ||||||
| 5.450%, 11/15/2055 | 3,750 | 3,323 | ||||||
| 4.700%, 11/15/2035 | 7,210 | 6,830 | ||||||
| 4.400%, 02/15/2033 | 5,270 | 5,042 | ||||||
| 4.100%, 02/15/2031 | 5,670 | 5,480 | ||||||
| 2.050%, 08/15/2050 | 1,356 | 680 | ||||||
| AT&T | ||||||||
| 8.750%, 11/15/2031 | 1,150 | 1,307 | ||||||
| 6.800%, 05/15/2036 | 2,915 | 3,110 | ||||||
| 5.700%, 11/01/2054 | 2,470 | 2,161 | ||||||
| 4.900%, 08/15/2037 | 3,040 | 2,810 | ||||||
| Beignet Investor LLC | ||||||||
| 6.581%, 05/30/2049 (A) | 8,364 | 8,013 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.700%, 12/01/2055 | 2,485 | 2,255 | ||||||
| Comcast | ||||||||
| 6.450%, 03/15/2037 | 6,445 | 6,670 | ||||||
| 5.350%, 05/15/2053 | 1,325 | 1,090 | ||||||
| 4.200%, 08/15/2034 | 14,987 | 13,602 | ||||||
| 4.049%, 11/01/2052 | 315 | 210 | ||||||
| 3.999%, 11/01/2049 | 3,805 | 2,567 | ||||||
| 3.969%, 11/01/2047 | 2,823 | 1,937 | ||||||
| 2.987%, 11/01/2063 | 1,839 | 894 | ||||||
| 2.937%, 11/01/2056 | 10,543 | 5,388 | ||||||
| 2.887%, 11/01/2051 | 2,665 | 1,427 | ||||||
| 2.650%, 02/01/2030 | 1,602 | 1,482 | ||||||
| Cox Communications | ||||||||
| 1.800%, 10/01/2030 (A) | 3,370 | 2,880 | ||||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 195 | 178 | ||||||
| 6.300%, 05/15/2056 | 3,050 | 2,808 | ||||||
| 6.200%, 05/15/2046 | 2,695 | 2,531 | ||||||
| 5.750%, 05/15/2063 | 1,205 | 994 | ||||||
| 5.750%, 11/15/2065 | 255 | 209 | ||||||
| 5.625%, 11/15/2055 | 6,945 | 5,789 | ||||||
| 5.550%, 08/15/2064 | 2,475 | 1,976 | ||||||
| 5.500%, 11/15/2045 | 3,870 | 3,358 | ||||||
| 5.400%, 08/15/2054 | 4,045 | 3,279 | ||||||
| 4.550%, 08/15/2031 | 7,550 | 7,370 | ||||||
| 4.450%, 08/15/2052 | 6,537 | 4,691 | ||||||
| NTT Finance | ||||||||
| 4.620%, 07/16/2028 (A) | 7,315 | 7,282 | ||||||
| Paramount Global | ||||||||
| 5.900%, 10/15/2040 | 1,935 | 1,448 | ||||||
| RD Michigan Property Owner I LLC | ||||||||
| 7.500%, 03/30/2045 (A) | 855 | 815 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Rogers Communications | ||||||||
| 5.000%, 02/15/2029 | $ | 3,888 | $ | 3,886 | ||||
| Sopaipilla Investor LLC | ||||||||
| 7.534%, 11/30/2048 (A) | 11,536 | 11,817 | ||||||
| Space Exploration Technologies | ||||||||
| 6.650%, 07/15/2056 (A) | 3,560 | 3,169 | ||||||
| 5.875%, 07/15/2036 (A) | 6,442 | 6,071 | ||||||
| 5.650%, 07/15/2033 (A) | 15,650 | 15,098 | ||||||
| 5.350%, 07/15/2031 (A) | 18,065 | 17,658 | ||||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 3,530 | 4,093 | ||||||
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | ||||||||
| 5.152%, 03/20/2028 (A) | 7,190 | 7,192 | ||||||
| Time Warner Cable Enterprises LLC | ||||||||
| 8.375%, 07/15/2033 | 1,550 | 1,692 | ||||||
| Time Warner Cable LLC | ||||||||
| 7.300%, 07/01/2038 | 595 | 598 | ||||||
| 6.750%, 06/15/2039 | 3,105 | 2,955 | ||||||
| 6.550%, 05/01/2037 | 5,340 | 5,142 | ||||||
| T-Mobile USA | ||||||||
| 5.150%, 04/15/2034 | 4,230 | 4,142 | ||||||
| 4.500%, 04/15/2050 | 1,970 | 1,504 | ||||||
| Verizon Communications | ||||||||
| 4.780%, 02/15/2035 | 3,058 | 2,887 | ||||||
| Walt Disney | ||||||||
| 3.500%, 05/13/2040 | 5,195 | 4,138 | ||||||
| 2.750%, 09/01/2049 | 2,438 | 1,455 | ||||||
| 2.000%, 09/01/2029 | 2,060 | 1,911 | ||||||
| 244,868 | ||||||||
| Consumer Discretionary — 5.1% | ||||||||
| Amazon.com | ||||||||
| 6.250%, 07/09/2066 | 405 | 390 | ||||||
| 6.100%, 07/09/2056 | 10,420 | 10,063 | ||||||
| 5.800%, 03/13/2056 | 5,060 | 4,667 | ||||||
| 5.650%, 03/13/2046 | 4,335 | 4,064 | ||||||
| 5.300%, 07/09/2036 | 8,481 | 8,300 | ||||||
| 4.875%, 03/13/2036 | 13,320 | 12,662 | ||||||
| 4.550%, 03/13/2033 | 5,035 | 4,850 | ||||||
| 4.250%, 03/13/2031 | 9,150 | 8,873 | ||||||
| 3.950%, 04/13/2052 | 8,393 | 5,945 | ||||||
| 3.875%, 08/22/2037 | 2,025 | 1,759 | ||||||
| 3.100%, 05/12/2051 | 6,995 | 4,245 | ||||||
| 1.650%, 05/12/2028 | 2,055 | 1,960 | ||||||
| American Honda Finance MTN | ||||||||
| 5.125%, 07/07/2028 | 1,241 | 1,248 | ||||||
| BMW US Capital LLC | ||||||||
| 2.550%, 04/01/2031 (A) | 4,770 | 4,248 | ||||||
| Carnival | ||||||||
| 5.750%, 08/01/2032 (A) | 8,585 | 8,496 | ||||||
| Daimler Truck Finance North America LLC | ||||||||
| 4.150%, 01/12/2029 (A) | 7,810 | 7,689 | ||||||
| 334 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| ERAC USA Finance LLC | ||||||||
| 5.000%, 02/15/2029 (A) | $ | 2,605 | $ | 2,618 | ||||
| Flutter Treasury DAC | ||||||||
| 6.375%, 04/29/2029 (A) | 2,345 | 2,371 | ||||||
| Ford Motor Credit LLC | ||||||||
| 5.431%, 08/13/2029 | 5,785 | 5,784 | ||||||
| General Motors Financial | ||||||||
| 5.350%, 07/15/2027 | 2,310 | 2,326 | ||||||
| Home Depot | ||||||||
| 5.300%, 06/25/2054 | 2,245 | 2,029 | ||||||
| 4.950%, 06/25/2034 | 5,925 | 5,827 | ||||||
| 4.650%, 09/15/2035 | 2,325 | 2,221 | ||||||
| 4.500%, 12/06/2048 | 1,650 | 1,347 | ||||||
| 4.400%, 03/15/2045 | 3,217 | 2,656 | ||||||
| 4.250%, 04/01/2046 | 345 | 277 | ||||||
| 3.900%, 06/15/2047 | 565 | 425 | ||||||
| 3.350%, 04/15/2050 | 1,110 | 739 | ||||||
| 3.300%, 04/15/2040 | 775 | 604 | ||||||
| 2.800%, 09/14/2027 | 2,745 | 2,703 | ||||||
| 2.750%, 09/15/2051 | 3,000 | 1,741 | ||||||
| Hyundai Capital America | ||||||||
| 5.300%, 03/19/2027 (A) | 6,335 | 6,364 | ||||||
| 4.900%, 06/23/2028 (A) | 7,130 | 7,129 | ||||||
| 4.750%, 06/18/2029 (A) | 4,280 | 4,246 | ||||||
| 4.550%, 09/26/2029 (A) | 1,965 | 1,939 | ||||||
| 4.550%, 01/08/2031 (A) | 3,620 | 3,527 | ||||||
| 4.500%, 09/18/2030 (A) | 2,300 | 2,238 | ||||||
| 2.100%, 09/15/2028 (A) | 4,600 | 4,347 | ||||||
| Hyundai Capital America MTN | ||||||||
| 5.000%, 04/07/2031 (A) | 4,320 | 4,266 | ||||||
| Las Vegas Sands | ||||||||
| 5.300%, 05/15/2031 | 2,435 | 2,406 | ||||||
| Massachusetts Institute of Technology | ||||||||
| 5.618%, 06/01/2055 | 1,535 | 1,506 | ||||||
| Resorts World Las Vegas LLC | ||||||||
| 4.625%, 04/06/2031 (A) | 2,465 | 2,098 | ||||||
| Royal Caribbean Cruises | ||||||||
| 5.550%, 01/20/2034 | 4,100 | 4,076 | ||||||
| Toyota Motor Credit | ||||||||
| 5.050%, 05/16/2029 | 6,335 | 6,386 | ||||||
| Toyota Motor Credit MTN | ||||||||
| 4.600%, 10/10/2031 | 6,110 | 6,008 | ||||||
| University of Southern California | ||||||||
| 5.250%, 10/01/2111 | 2,855 | 2,521 | ||||||
| 182,184 | ||||||||
| Consumer Staples — 2.9% | ||||||||
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | ||||||||
| 4.900%, 02/01/2046 | 14,664 | 12,839 | ||||||
| 4.700%, 02/01/2036 | 12,591 | 11,927 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 8.000%, 11/15/2039 | 6,774 | 8,180 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.550%, 01/23/2049 | $ | 755 | $ | 712 | ||||
| BAT Capital | ||||||||
| 5.550%, 08/05/2036 | 2,105 | 2,084 | ||||||
| 4.390%, 08/15/2037 | 4,348 | 3,862 | ||||||
| 2.259%, 03/25/2028 | 4,295 | 4,137 | ||||||
| Cargill | ||||||||
| 4.125%, 10/23/2030 (A) | 4,905 | 4,758 | ||||||
| Diageo Investment | ||||||||
| 5.625%, 04/15/2035 | 2,550 | 2,586 | ||||||
| Imperial Brands Finance | ||||||||
| 5.500%, 07/07/2036 (A) | 2,700 | 2,618 | ||||||
| JBS NV / JBS USA Foods Group Holdings / JBS USA Food Co Holdings | ||||||||
| 6.500%, 12/01/2052 | 1,790 | 1,735 | ||||||
| 3.000%, 02/02/2029 | 2,370 | 2,267 | ||||||
| Maple Parent Holdings | ||||||||
| 4.750%, 03/26/2029 (A) | 2,775 | 2,753 | ||||||
| Mars | ||||||||
| 5.700%, 05/01/2055 (A) | 2,430 | 2,296 | ||||||
| 4.800%, 03/01/2030 (A) | 5,695 | 5,666 | ||||||
| 3.200%, 04/01/2030 (A) | 2,435 | 2,300 | ||||||
| PepsiCo | ||||||||
| 4.200%, 07/18/2052 | 1,620 | 1,256 | ||||||
| Philip Morris International | ||||||||
| 5.625%, 09/07/2033 | 2,915 | 2,976 | ||||||
| 5.125%, 11/17/2027 | 4,950 | 4,982 | ||||||
| 5.125%, 02/15/2030 | 2,075 | 2,088 | ||||||
| 4.500%, 03/20/2042 | 2,830 | 2,419 | ||||||
| 4.375%, 11/01/2027 | 6,275 | 6,261 | ||||||
| 4.375%, 04/30/2030 | 6,080 | 5,959 | ||||||
| 3.875%, 08/21/2042 | 3,890 | 3,068 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 980 | 1,132 | ||||||
| Target | ||||||||
| 5.000%, 04/15/2035 | 3,770 | 3,694 | ||||||
| 104,555 | ||||||||
| Energy — 4.0% | ||||||||
| Baker Hughes Holdings LLC | ||||||||
| 5.850%, 06/15/2056 | 2,290 | 2,188 | ||||||
| BP Capital Markets America | ||||||||
| 3.937%, 09/21/2028 | 1,935 | 1,908 | ||||||
| 3.379%, 02/08/2061 | 1,576 | 977 | ||||||
| 3.001%, 03/17/2052 | 1,295 | 794 | ||||||
| 2.939%, 06/04/2051 | 210 | 128 | ||||||
| 2.772%, 11/10/2050 | 1,490 | 882 | ||||||
| BP Capital Markets PLC | ||||||||
| 3.723%, 11/28/2028 | 9,984 | 9,785 | ||||||
| Cheniere Corpus Christi Holdings LLC | ||||||||
| 5.125%, 06/30/2027 | 1,985 | 1,989 | ||||||
| 2.742%, 12/31/2039 | 2,925 | 2,459 | ||||||
| ConocoPhillips | ||||||||
| 5.500%, 01/15/2055 | 1,970 | 1,816 | ||||||
| SEI Institutional Investments Trust | 335 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.850%, 01/15/2032 | $ | 2,079 | $ | 2,070 | ||||
| 4.025%, 03/15/2062 | 3,900 | 2,723 | ||||||
| Eastern Energy Gas Holdings LLC | ||||||||
| 5.800%, 01/15/2035 | 4,975 | 5,050 | ||||||
| 5.650%, 10/15/2054 | 3,249 | 2,962 | ||||||
| Energy Transfer LP | ||||||||
| 6.300%, 01/15/2056 | 2,255 | 2,198 | ||||||
| 6.050%, 12/01/2026 | 5,990 | 6,007 | ||||||
| 4.000%, 10/01/2027 | 3,135 | 3,114 | ||||||
| Eni SpA | ||||||||
| 5.250%, 05/18/2036 (A) | 5,755 | 5,556 | ||||||
| Enterprise Products Operating LLC | ||||||||
| 4.850%, 01/31/2034 | 6,940 | 6,759 | ||||||
| 4.850%, 08/15/2042 | 2,940 | 2,622 | ||||||
| 4.850%, 03/15/2044 | 2,090 | 1,839 | ||||||
| EOG Resources | ||||||||
| 5.650%, 12/01/2054 | 3,217 | 3,027 | ||||||
| 4.375%, 04/15/2030 | 1,680 | 1,652 | ||||||
| Exxon Mobil | ||||||||
| 4.227%, 03/19/2040 | 760 | 667 | ||||||
| 4.114%, 03/01/2046 | 1,430 | 1,144 | ||||||
| 3.452%, 04/15/2051 | 4,480 | 3,072 | ||||||
| 3.095%, 08/16/2049 | 905 | 586 | ||||||
| 2.995%, 08/16/2039 | 2,295 | 1,772 | ||||||
| Galaxy Pipeline Assets Bidco | ||||||||
| 2.940%, 09/30/2040 (A) | 2,700 | 2,186 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (A) | 2,525 | 2,504 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 5,910 | 6,093 | ||||||
| HF Sinclair | ||||||||
| 5.000%, 02/01/2028 | 4,830 | 4,819 | ||||||
| MPLX LP | ||||||||
| 6.200%, 09/15/2055 | 1,415 | 1,375 | ||||||
| 5.500%, 11/01/2036 | 2,250 | 2,197 | ||||||
| Occidental Petroleum | ||||||||
| 6.450%, 09/15/2036 | 2,620 | 2,764 | ||||||
| 6.050%, 10/01/2054 | 1,110 | 1,087 | ||||||
| Raizen Fuels Finance | ||||||||
| 6.250%, 07/08/2032 (A)(B) | 2,925 | 1,668 | ||||||
| Rio Grande LNG LLC | ||||||||
| 5.750%, 06/30/2036 (A) | 2,160 | 2,104 | ||||||
| Sabal Trail Transmission LLC | ||||||||
| 4.246%, 05/01/2028 (A) | 2,995 | 2,962 | ||||||
| Sabine Pass Liquefaction LLC | ||||||||
| 5.900%, 09/15/2037 | 2,247 | 2,312 | ||||||
| Schlumberger Holdings | ||||||||
| 5.000%, 06/01/2034 (A) | 3,560 | 3,456 | ||||||
| Schlumberger Investment | ||||||||
| 5.150%, 05/07/2036 | 3,660 | 3,581 | ||||||
| Shell Finance US | ||||||||
| 5.500%, 03/25/2040 | 1,360 | 1,342 | ||||||
| 4.550%, 08/12/2043 | 2,610 | 2,229 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.750%, 09/12/2046 | $ | 4,600 | $ | 3,426 | ||||
| 2.375%, 11/07/2029 | 2,360 | 2,201 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 3,455 | 2,682 | ||||||
| Tennessee Gas Pipeline LLC | ||||||||
| 8.375%, 06/15/2032 | 3,445 | 3,951 | ||||||
| Texas Eastern Transmission LP | ||||||||
| 3.500%, 01/15/2028 (A) | 3,158 | 3,099 | ||||||
| TotalEnergies Capital | ||||||||
| 5.488%, 04/05/2054 | 2,930 | 2,731 | ||||||
| 5.425%, 09/10/2064 | 1,970 | 1,770 | ||||||
| 5.275%, 09/10/2054 | 2,925 | 2,643 | ||||||
| TotalEnergies Capital International | ||||||||
| 3.127%, 05/29/2050 | 1,670 | 1,075 | ||||||
| 2.986%, 06/29/2041 | 215 | 156 | ||||||
| 142,159 | ||||||||
| Financials — 34.3% | ||||||||
| Aflac | ||||||||
| 5.150%, 05/14/2036 | 3,715 | 3,619 | ||||||
| AIA Group | ||||||||
| 3.600%, 04/09/2029 (A) | 7,585 | 7,398 | ||||||
| AIB Group MTN | ||||||||
| 5.320%, SOFR + 1.650%, 05/15/2031 (A)(C) | 2,190 | 2,197 | ||||||
| Ally Financial | ||||||||
| 5.737%, SOFRINDX + 1.960%, 05/15/2029 (C) | 1,335 | 1,347 | ||||||
| American Express | ||||||||
| 6.489%, SOFR + 1.940%, 10/30/2031 (C) | 4,178 | 4,398 | ||||||
| 5.284%, SOFR + 1.420%, 07/26/2035 (C) | 1,534 | 1,518 | ||||||
| 5.085%, SOFRINDX + 1.020%, 01/30/2031 (C) | 3,342 | 3,351 | ||||||
| Ameriprise Financial | ||||||||
| 4.800%, 06/15/2031 | 3,195 | 3,161 | ||||||
| Arch Capital Group | ||||||||
| 5.950%, 06/15/2056 | 2,344 | 2,274 | ||||||
| 5.250%, 06/15/2036 | 5,020 | 4,887 | ||||||
| Arthur J Gallagher | ||||||||
| 5.550%, 02/15/2055 | 2,445 | 2,208 | ||||||
| Athene Global Funding | ||||||||
| 4.721%, 10/08/2029 (A) | 3,370 | 3,309 | ||||||
| 2.500%, 03/24/2028 (A) | 5,135 | 4,933 | ||||||
| Athene Holding | ||||||||
| 6.150%, 08/15/2036 | 2,265 | 2,241 | ||||||
| Atlas Warehouse Lending | ||||||||
| 6.050%, 01/15/2028 (A) | 3,410 | 3,446 | ||||||
| 5.250%, 01/15/2033 (A) | 6,578 | 6,387 | ||||||
| 4.950%, 11/15/2030 (A) | 4,218 | 4,121 | ||||||
| 4.625%, 11/15/2028 (A) | 5,490 | 5,414 | ||||||
| 336 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Australia & New Zealand Banking Group MTN | ||||||||
| 5.816%, H15T1Y + 1.350%, 06/18/2036 (A)(C) | $ | 7,320 | $ | 7,301 | ||||
| Avilease Capital MTN | ||||||||
| 5.500%, 06/30/2031 (A) | 1,970 | 1,960 | ||||||
| Avolon Holdings Funding | ||||||||
| 6.375%, 05/04/2028 (A) | 2,595 | 2,651 | ||||||
| 5.750%, 03/01/2029 (A) | 2,390 | 2,422 | ||||||
| 5.750%, 11/15/2029 (A) | 3,500 | 3,550 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 5.244%, 09/03/2031 | 5,530 | 5,499 | ||||||
| Banco Santander | ||||||||
| 6.607%, 11/07/2028 | 4,690 | 4,861 | ||||||
| 5.439%, 07/15/2031 | 2,600 | 2,631 | ||||||
| Bank of America | ||||||||
| 6.000%, 10/15/2036 | 2,940 | 3,014 | ||||||
| 5.819%, SOFR + 1.570%, 09/15/2029 (C) | 4,485 | 4,569 | ||||||
| 5.744%, SOFR + 1.697%, 02/12/2036 (C) | 3,891 | 3,876 | ||||||
| 5.489%, SOFR + 1.572%, 04/23/2037 (C) | 4,115 | 3,995 | ||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (C) | 11,230 | 11,253 | ||||||
| 5.288%, SOFR + 1.910%, 04/25/2034 (C) | 10,525 | 10,473 | ||||||
| 4.695%, SOFR + 1.040%, 04/23/2032 (C) | 5,080 | 4,976 | ||||||
| 4.571%, SOFR + 1.830%, 04/27/2033 (C) | 12,875 | 12,425 | ||||||
| 4.477%, SOFR + 0.870%, 04/23/2030 (C) | 5,655 | 5,589 | ||||||
| 3.419%, TSFR3M + 1.302%, 12/20/2028 (C) | 6,495 | 6,391 | ||||||
| 3.311%, SOFR + 1.580%, 04/22/2042 (C) | 8,795 | 6,562 | ||||||
| 2.592%, SOFR + 2.150%, 04/29/2031 (C) | 6,300 | 5,783 | ||||||
| Bank of America MTN | ||||||||
| 5.425%, SOFR + 1.913%, 08/15/2035 (C) | 5,435 | 5,337 | ||||||
| 4.948%, SOFR + 2.040%, 07/22/2028 (C) | 3,305 | 3,315 | ||||||
| 4.271%, TSFR3M + 1.572%, 07/23/2029 (C) | 9,560 | 9,468 | ||||||
| 4.083%, TSFR3M + 3.412%, 03/20/2051 (C) | 5,181 | 3,912 | ||||||
| 3.974%, TSFR3M + 1.472%, 02/07/2030 (C) | 4,175 | 4,088 | ||||||
| 3.705%, TSFR3M + 1.774%, 04/24/2028 (C) | 9,835 | 9,779 | ||||||
| 2.972%, SOFR + 1.330%, 02/04/2033 (C) | 1,180 | 1,051 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.676%, SOFR + 1.930%, 06/19/2041 (C) | $ | 28,693 | $ | 20,067 | ||||
| Bank of New York Mellon MTN | ||||||||
| 5.834%, SOFRINDX + 2.074%, 10/25/2033 (C) | 5,102 | 5,262 | ||||||
| Bank of Nova Scotia | ||||||||
| 4.813%, SOFR + 1.045%, 02/02/2034 (C) | 3,115 | 3,008 | ||||||
| Banque Federative du Credit Mutuel MTN | ||||||||
| 4.541%, 01/15/2031 (A) | 6,160 | 5,975 | ||||||
| Barclays PLC | ||||||||
| 5.860%, SOFR + 1.830%, 08/11/2046 (C) | 755 | 721 | ||||||
| 5.690%, SOFR + 1.740%, 03/12/2030 (C) | 1,436 | 1,458 | ||||||
| 5.086%, SOFR + 0.960%, 02/25/2029 (C) | 3,124 | 3,132 | ||||||
| 4.942%, SOFR + 1.560%, 09/10/2030 (C) | 2,115 | 2,101 | ||||||
| Berkshire Hathaway Finance | ||||||||
| 3.850%, 03/15/2052 | 3,600 | 2,588 | ||||||
| BlackRock Funding | ||||||||
| 5.250%, 03/14/2054 | 4,235 | 3,810 | ||||||
| Blackstone Holdings Finance LLC | ||||||||
| 6.200%, 04/22/2033 (A) | 2,200 | 2,290 | ||||||
| 3.500%, 09/10/2049 (A) | 2,105 | 1,428 | ||||||
| 3.150%, 10/02/2027 (A) | 1,493 | 1,467 | ||||||
| 2.550%, 03/30/2032 (A) | 2,000 | 1,738 | ||||||
| Blue Owl Technology Finance | ||||||||
| 6.100%, 03/15/2028 | 1,320 | 1,321 | ||||||
| BNP Paribas | ||||||||
| 5.283%, SOFR + 1.280%, 11/19/2030 (A)(C) | 4,214 | 4,224 | ||||||
| Brighthouse Financial Global Funding MTN | ||||||||
| 5.550%, 04/09/2027 (A) | 10,435 | 10,462 | ||||||
| Brookfield Asset Management | ||||||||
| 6.077%, 09/15/2055 | 5,026 | 4,882 | ||||||
| Brookfield Finance | ||||||||
| 2.724%, 04/15/2031 | 3,935 | 3,545 | ||||||
| Cantor Fitzgerald LP | ||||||||
| 4.500%, 04/14/2027 (A) | 2,335 | 2,334 | ||||||
| Charles Schwab | ||||||||
| 5.853%, SOFR + 2.500%, 05/19/2034 (C) | 2,400 | 2,463 | ||||||
| 5.655%, SOFR + 1.320%, 08/12/2037 (C) | 1,975 | 1,969 | ||||||
| 4.343%, SOFR + 0.940%, 11/14/2031 (C) | 7,551 | 7,343 | ||||||
| Chubb INA Holdings LLC | ||||||||
| 6.700%, 05/15/2036 | 1,000 | 1,090 | ||||||
| 5.300%, 05/20/2036 | 3,649 | 3,592 | ||||||
| CI Financial | ||||||||
| 3.200%, 12/17/2030 | 8,525 | 7,684 | ||||||
| SEI Institutional Investments Trust | 337 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Cincinnati Financial | ||||||||
| 6.920%, 05/15/2028 | $ | 2,963 | $ | 3,063 | ||||
| 6.125%, 11/01/2034 | 2,882 | 2,943 | ||||||
| Citadel LP | ||||||||
| 4.875%, 01/15/2027 (A) | 2,905 | 2,903 | ||||||
| Citadel Securities Global Holdings LLC | ||||||||
| 5.500%, 06/18/2030 (A) | 2,505 | 2,511 | ||||||
| Citibank | ||||||||
| 4.914%, 05/29/2030 | 6,365 | 6,373 | ||||||
| Citigroup | ||||||||
| 6.174%, SOFR + 2.661%, 05/25/2034 (C) | 3,996 | 4,093 | ||||||
| 5.612%, SOFR + 1.746%, 03/04/2056 (C) | 2,790 | 2,608 | ||||||
| 5.333%, SOFR + 1.465%, 03/27/2036 (C) | 1,884 | 1,854 | ||||||
| 5.174%, SOFR + 1.364%, 02/13/2030 (C) | 7,905 | 7,943 | ||||||
| 4.952%, SOFR + 1.463%, 05/07/2031 (C) | 8,130 | 8,080 | ||||||
| 4.450%, 09/29/2027 | 160 | 160 | ||||||
| 3.057%, SOFR + 1.351%, 01/25/2033 (C) | 6,134 | 5,485 | ||||||
| 2.904%, SOFR + 1.379%, 11/03/2042 (C) | 1,406 | 983 | ||||||
| 2.561%, SOFR + 1.167%, 05/01/2032 (C) | 16,800 | 14,931 | ||||||
| 2.520%, SOFR + 1.177%, 11/03/2032 (C) | 2,506 | 2,193 | ||||||
| CME Group | ||||||||
| 5.300%, 09/15/2043 | 2,500 | 2,389 | ||||||
| Constellation Global Funding | ||||||||
| 5.700%, 08/05/2031 (A) | 3,306 | 3,274 | ||||||
| Corebridge Global Funding | ||||||||
| 5.200%, 06/24/2029 (A) | 2,480 | 2,493 | ||||||
| 4.900%, 01/07/2028 (A) | 2,000 | 2,005 | ||||||
| Danske Bank | ||||||||
| 4.613%, H15T1Y + 1.100%, 10/02/2030 (A)(C) | 3,140 | 3,100 | ||||||
| Depository Trust | ||||||||
| 4.550%, 03/27/2031 (A) | 3,190 | 3,135 | ||||||
| DNB Bank MTN | ||||||||
| 4.384%, SOFR + 1.049%, 11/04/2031 (A)(C) | 3,660 | 3,549 | ||||||
| Equitable America Global Funding | ||||||||
| 4.650%, 06/09/2028 (A) | 1,500 | 1,493 | ||||||
| Equitable Financial Life Global Funding | ||||||||
| 1.400%, 08/27/2027 (A) | 1,753 | 1,700 | ||||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) | 1,500 | 1,471 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(C) | 1,890 | 1,893 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| First-Citizens Bank & Trust | ||||||||
| 5.097%, SOFR + 1.146%, 07/13/2029 (C) | $ | 3,485 | $ | 3,477 | ||||
| Fortitude Global Funding | ||||||||
| 5.500%, 06/12/2031 (A) | 5,307 | 5,283 | ||||||
| 4.625%, 10/06/2028 (A) | 3,575 | 3,531 | ||||||
| GA Global Funding Trust | ||||||||
| 5.500%, 01/08/2029 (A) | 5,600 | 5,633 | ||||||
| 5.500%, 07/17/2031 (A) | 4,185 | 4,148 | ||||||
| 2.250%, 01/06/2027 (A) | 335 | 332 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 4,595 | 4,700 | ||||||
| Goldman Sachs Group | ||||||||
| 6.450%, 05/01/2036 | 670 | 698 | ||||||
| 6.215%, SOFR + 1.820%, 07/21/2057 (C) | 3,295 | 3,260 | ||||||
| 5.727%, SOFR + 1.265%, 04/25/2030 (C) | 2,990 | 3,039 | ||||||
| 5.655%, SOFR + 1.450%, 07/21/2037 (C) | 10,505 | 10,407 | ||||||
| 5.561%, SOFR + 1.580%, 11/19/2045 (C) | 4,695 | 4,364 | ||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (C) | 3,985 | 3,670 | ||||||
| 5.536%, SOFR + 1.380%, 01/28/2036 (C) | 3,125 | 3,092 | ||||||
| 5.150%, 05/22/2045 | 990 | 867 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (C) | 6,288 | 5,971 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (C) | 2,240 | 2,115 | ||||||
| 4.692%, SOFR + 1.135%, 10/23/2030 (C) | 3,745 | 3,701 | ||||||
| 4.594%, SOFR + 0.990%, 04/20/2030 (C) | 2,770 | 2,740 | ||||||
| 4.411%, TSFR3M + 1.692%, 04/23/2039 (C) | 775 | 677 | ||||||
| 4.017%, TSFR3M + 1.635%, 10/31/2038 (C) | 1,362 | 1,155 | ||||||
| 3.436%, SOFR + 1.632%, 02/24/2043 (C) | 2,043 | 1,497 | ||||||
| 3.210%, SOFR + 1.513%, 04/22/2042 (C) | 6,465 | 4,670 | ||||||
| 2.650%, SOFR + 1.264%, 10/21/2032 (C) | 4,827 | 4,233 | ||||||
| 2.383%, SOFR + 1.248%, 07/21/2032 (C) | 23,926 | 20,877 | ||||||
| Goldman Sachs Group MTN | ||||||||
| 4.800%, 07/08/2044 | 4,110 | 3,511 | ||||||
| HSBC Bank USA | ||||||||
| 7.000%, 01/15/2039 | 7,096 | 7,793 | ||||||
| HSBC Holdings PLC | ||||||||
| 7.390%, SOFR + 3.350%, 11/03/2028 (C) | 5,152 | 5,309 | ||||||
| 338 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.729%, SOFR + 1.470%, 08/14/2037 (C) | $ | 5,886 | $ | 5,832 | ||||
| 5.210%, SOFR + 2.610%, 08/11/2028 (C) | 2,110 | 2,120 | ||||||
| 5.208%, SOFR + 1.320%, 05/12/2034 (C) | 2,512 | 2,459 | ||||||
| 5.130%, SOFR + 1.040%, 11/19/2028 (C) | 4,270 | 4,289 | ||||||
| 4.619%, SOFR + 1.190%, 11/06/2031 (C) | 3,880 | 3,789 | ||||||
| 4.398%, SOFR + 0.990%, 03/10/2030 (C) | 2,005 | 1,974 | ||||||
| Huntington Bancshares | ||||||||
| 6.208%, SOFR + 2.020%, 08/21/2029 (C) | 3,550 | 3,635 | ||||||
| Intercontinental Exchange | ||||||||
| 5.400%, 09/01/2036 | 4,095 | 4,071 | ||||||
| 5.250%, 06/15/2031 | 5,940 | 5,996 | ||||||
| 4.250%, 09/21/2048 | 1,454 | 1,139 | ||||||
| International Bank for Reconstruction & Development | ||||||||
| 3.875%, 02/14/2030 | 10,115 | 9,927 | ||||||
| 3.500%, 07/12/2028 | 4,305 | 4,239 | ||||||
| Jackson Financial | ||||||||
| 6.150%, 01/15/2037 | 2,450 | 2,396 | ||||||
| 3.125%, 11/23/2031 | 1,395 | 1,236 | ||||||
| JPMorgan Chase | ||||||||
| 8.750%, 09/01/2030 | 1,361 | 1,545 | ||||||
| 6.400%, 05/15/2038 | 2,812 | 3,004 | ||||||
| 6.254%, SOFR + 1.810%, 10/23/2034 (C) | 13,690 | 14,373 | ||||||
| 5.803%, H15T5Y + 1.250%, 07/23/2041 (C) | 2,775 | 2,745 | ||||||
| 5.581%, SOFR + 1.160%, 04/22/2030 (C) | 3,240 | 3,290 | ||||||
| 5.576%, SOFR + 1.635%, 07/23/2036 (C) | 1,635 | 1,627 | ||||||
| 5.534%, SOFR + 1.550%, 11/29/2045 (C) | 6,703 | 6,391 | ||||||
| 5.336%, SOFR + 1.620%, 01/23/2035 (C) | 2,775 | 2,760 | ||||||
| 5.294%, SOFR + 1.460%, 07/22/2035 (C) | 8,029 | 7,942 | ||||||
| 5.193%, SOFR + 1.300%, 02/05/2037 (C) | 2,341 | 2,246 | ||||||
| 5.148%, SOFR + 1.260%, 04/23/2037 (C) | 3,430 | 3,318 | ||||||
| 5.103%, SOFR + 1.435%, 04/22/2031 (C) | 1,695 | 1,696 | ||||||
| 5.041%, SOFR + 1.015%, 07/23/2032 (C) | 10,015 | 9,952 | ||||||
| 4.810%, SOFR + 1.190%, 10/22/2036 (C) | 4,340 | 4,112 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.623%, TSFR3M + 0.812%, 02/01/2027 (C) | $ | 1,630 | $ | 1,624 | ||||
| 4.622%, SOFR + 0.990%, 04/23/2032 (C) | 5,080 | 4,965 | ||||||
| 4.565%, SOFR + 1.750%, 06/14/2030 (C) | 4,855 | 4,809 | ||||||
| 4.505%, SOFR + 0.860%, 10/22/2028 (C) | 1,760 | 1,758 | ||||||
| 4.408%, SOFR + 0.820%, 04/23/2030 (C) | 5,555 | 5,480 | ||||||
| 4.255%, SOFR + 0.930%, 10/22/2031 (C) | 4,345 | 4,205 | ||||||
| 3.964%, TSFR3M + 1.642%, 11/15/2048 (C) | 3,784 | 2,853 | ||||||
| 3.897%, TSFR3M + 1.482%, 01/23/2049 (C) | 115 | 86 | ||||||
| 3.882%, TSFR3M + 1.622%, 07/24/2038 (C) | 6,195 | 5,319 | ||||||
| 3.509%, TSFR3M + 1.207%, 01/23/2029 (C) | 11,012 | 10,840 | ||||||
| 3.157%, TSFR3M + 1.460%, 04/22/2042 (C) | 10,745 | 7,903 | ||||||
| 3.109%, SOFR + 2.440%, 04/22/2051 (C) | 260 | 165 | ||||||
| 2.522%, SOFR + 2.040%, 04/22/2031 (C) | 7,903 | 7,252 | ||||||
| KBC Group | ||||||||
| 4.454%, H15T1Y + 0.850%, 09/23/2031 (A)(C) | 3,775 | 3,670 | ||||||
| KKR | ||||||||
| 5.100%, 08/07/2035 | 2,144 | 2,046 | ||||||
| KKR Group Finance III LLC | ||||||||
| 5.125%, 06/01/2044 (A) | 1,824 | 1,591 | ||||||
| KKR Group Finance XII LLC | ||||||||
| 4.850%, 05/17/2032 (A) | 3,073 | 2,990 | ||||||
| Korea Development Bank | ||||||||
| 4.375%, 02/15/2028 | 5,150 | 5,144 | ||||||
| Kreditanstalt fuer Wiederaufbau | ||||||||
| 3.875%, 06/15/2028 | 13,775 | 13,662 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.950%, 05/21/2031 (A) | 2,180 | 2,147 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.679%, H15T1Y + 1.750%, 01/05/2035 (C) | 2,641 | 2,663 | ||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (C) | 2,677 | 2,533 | ||||||
| 5.087%, H15T1Y + 0.850%, 11/26/2028 (C) | 3,725 | 3,741 | ||||||
| 4.425%, H15T1Y + 0.820%, 11/04/2031 (C) | 7,295 | 7,082 | ||||||
| 4.241%, H15T1Y + 0.600%, 02/10/2030 (C) | 3,240 | 3,183 | ||||||
| Lseg US Finance | ||||||||
| 5.250%, 03/23/2036 (A) | 1,725 | 1,677 | ||||||
| SEI Institutional Investments Trust | 339 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.250%, 03/23/2029 (A) | $ | 3,200 | $ | 3,152 | ||||
| LSEGA Financing PLC | ||||||||
| 3.200%, 04/06/2041 (A) | 3,618 | 2,676 | ||||||
| M&T Bank MTN | ||||||||
| 5.385%, SOFR + 1.610%, 01/16/2036 (C) | 175 | 170 | ||||||
| Macquarie Airfinance Holdings | ||||||||
| 6.500%, 03/26/2031 (A) | 2,625 | 2,718 | ||||||
| Macquarie Bank | ||||||||
| 5.819%, H15T1Y + 1.350%, 06/10/2037 (A)(C) | 4,156 | 4,056 | ||||||
| Macquarie Group MTN | ||||||||
| 1.629%, SOFR + 0.910%, 09/23/2027 (A)(C) | 3,694 | 3,686 | ||||||
| Manulife Financial | ||||||||
| 4.986%, 12/11/2035 | 3,277 | 3,145 | ||||||
| Marsh & McLennan | ||||||||
| 4.900%, 03/15/2049 | 840 | 713 | ||||||
| 4.750%, 03/15/2039 | 4,775 | 4,352 | ||||||
| 4.350%, 01/30/2047 | 1,030 | 822 | ||||||
| Massachusetts Mutual Life Insurance | ||||||||
| 5.950%, 06/01/2056 (A) | 5,410 | 5,065 | ||||||
| 3.375%, 04/15/2050 (A) | 1,153 | 741 | ||||||
| Mastercard | ||||||||
| 3.300%, 03/26/2027 | 2,275 | 2,264 | ||||||
| Metropolitan Life Global Funding I | ||||||||
| 2.950%, 04/09/2030 (A) | 2,245 | 2,092 | ||||||
| Metropolitan Life Global Funding I MTN | ||||||||
| 2.400%, 01/11/2032 (A) | 5,435 | 4,753 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 4.592%, H15T1Y + 0.780%, 04/18/2030 (C) | 2,700 | 2,676 | ||||||
| Mizuho Financial Group | ||||||||
| 5.337%, H15T1Y + 0.970%, 07/13/2037 (C) | 1,235 | 1,198 | ||||||
| 4.782%, H15T1Y + 0.680%, 07/13/2030 (C) | 3,250 | 3,226 | ||||||
| Moody’s | ||||||||
| 2.000%, 08/19/2031 | 2,667 | 2,326 | ||||||
| Morgan Stanley | ||||||||
| 5.900%, SOFR + 1.782%, 03/13/2047 (C) | 5,155 | 5,019 | ||||||
| 5.664%, SOFR + 1.757%, 04/17/2036 (C) | 7,099 | 7,115 | ||||||
| 5.605%, SOFRINDX + 1.429%, 07/17/2037 (C) | 6,415 | 6,351 | ||||||
| 5.516%, SOFR + 1.710%, 11/19/2055 (C) | 3,597 | 3,292 | ||||||
| 5.466%, SOFR + 1.730%, 01/18/2035 (C) | 3,875 | 3,855 | ||||||
| 5.296%, SOFRINDX + 1.410%, 04/10/2037 (C) | 1,710 | 1,654 | ||||||
| 5.230%, SOFR + 1.108%, 01/15/2031 (C) | 9,550 | 9,585 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.192%, SOFR + 1.510%, 04/17/2031 (C) | $ | 1,695 | $ | 1,696 | ||||
| 5.170%, SOFRINDX + 1.158%, 07/14/2032 (C) | 5,555 | 5,514 | ||||||
| 5.042%, SOFR + 1.215%, 07/19/2030 (C) | 5,385 | 5,392 | ||||||
| 4.809%, SOFRINDX + 1.180%, 04/16/2032 (C) | 2,070 | 2,027 | ||||||
| 4.555%, SOFRINDX + 0.960%, 04/10/2030 (C) | 2,210 | 2,185 | ||||||
| 4.493%, SOFR + 0.950%, 01/16/2032 (C) | 4,145 | 4,017 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (C) | 4,785 | 4,705 | ||||||
| 4.210%, SOFR + 1.610%, 04/20/2028 (C) | 8,919 | 8,896 | ||||||
| 3.217%, SOFR + 1.485%, 04/22/2042 (C) | 867 | 637 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (C) | 6,620 | 6,727 | ||||||
| 5.656%, SOFR + 1.260%, 04/18/2030 (C) | 3,560 | 3,614 | ||||||
| 5.250%, SOFR + 1.870%, 04/21/2034 (C) | 6,360 | 6,281 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (C) | 3,600 | 3,403 | ||||||
| 4.356%, SOFR + 1.074%, 10/22/2031 (C) | 7,300 | 7,060 | ||||||
| 4.300%, 01/27/2045 | 3,825 | 3,099 | ||||||
| 3.971%, TSFR3M + 1.455%, 07/22/2038 (C) | 3,030 | 2,571 | ||||||
| 2.475%, SOFR + 1.000%, 01/21/2028 (C) | 3,145 | 3,120 | ||||||
| 2.239%, SOFR + 1.178%, 07/21/2032 (C) | 10,150 | 8,802 | ||||||
| 1.928%, SOFR + 1.020%, 04/28/2032 (C) | 2,140 | 1,844 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.734%, SOFR + 1.080%, 07/18/2031 (C) | 1,780 | 1,753 | ||||||
| Mutual of Omaha Global Funding | ||||||||
| 5.350%, 04/09/2027 (A) | 3,230 | 3,246 | ||||||
| National Australia Bank | ||||||||
| 5.625%, H15T1Y + 1.180%, 06/04/2037 (A)(C) | 1,800 | 1,758 | ||||||
| National Securities Clearing | ||||||||
| 4.700%, 06/09/2031 (A) | 6,603 | 6,528 | ||||||
| Nationwide Mutual Insurance | ||||||||
| 9.375%, 08/15/2039 (A) | 2,625 | 3,297 | ||||||
| NatWest Markets PLC MTN | ||||||||
| 4.654%, 03/27/2029 (A) | 1,361 | 1,352 | ||||||
| New York Life Global Funding | ||||||||
| 4.900%, 06/13/2028 (A) | 6,945 | 6,968 | ||||||
| 340 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| New York Life Insurance | ||||||||
| 5.875%, 05/15/2033 (A) | $ | 4,809 | $ | 4,906 | ||||
| Northern Trust | ||||||||
| 4.150%, 11/19/2030 | 5,229 | 5,091 | ||||||
| Northwestern Mutual Global Funding MTN | ||||||||
| 4.900%, 06/12/2028 (A) | 2,810 | 2,819 | ||||||
| Northwestern Mutual Life Insurance | ||||||||
| 6.170%, 05/29/2055 (A) | 1,375 | 1,356 | ||||||
| 6.050%, 06/30/2056 (A) | 2,240 | 2,187 | ||||||
| Pacific Life Insurance | ||||||||
| 4.300%, SOFR + 2.796%, 10/24/2067 (A)(C) | 3,845 | 2,915 | ||||||
| PNC Financial Services Group | ||||||||
| 6.875%, SOFR + 2.284%, 10/20/2034 (C) | 2,235 | 2,419 | ||||||
| 5.582%, SOFR + 1.841%, 06/12/2029 (C) | 8,125 | 8,242 | ||||||
| 5.492%, SOFR + 1.198%, 05/14/2030 (C) | 1,285 | 1,303 | ||||||
| 5.401%, SOFR + 1.599%, 07/23/2035 (C) | 5,045 | 4,997 | ||||||
| 4.899%, SOFR + 1.333%, 05/13/2031 (C) | 7,478 | 7,432 | ||||||
| Principal Life Global Funding II | ||||||||
| 4.800%, 01/09/2028 (A) | 2,615 | 2,618 | ||||||
| 1.500%, 08/27/2030 (A) | 3,374 | 2,926 | ||||||
| Progressive | ||||||||
| 5.150%, 03/26/2036 | 5,097 | 4,976 | ||||||
| Protective Life | ||||||||
| 4.700%, 01/15/2031 (A) | 3,250 | 3,170 | ||||||
| Prudential Financial MTN | ||||||||
| 5.700%, 12/14/2036 | 1,660 | 1,681 | ||||||
| S&P Global | ||||||||
| 4.800%, 12/04/2035 | 3,676 | 3,500 | ||||||
| 2.950%, 03/01/2029 | 5,513 | 5,283 | ||||||
| 2.450%, 03/01/2027 | 6,735 | 6,674 | ||||||
| 2.300%, 08/15/2060 | 2,011 | 933 | ||||||
| Santander UK Group Holdings PLC | ||||||||
| 4.320%, SOFRINDX + 1.070%, 09/22/2029 (C) | 2,740 | 2,704 | ||||||
| Sompo Holdings | ||||||||
| 5.411%, H15T1Y + 2.130%, 04/22/2037 (A)(C) | 4,025 | 3,843 | ||||||
| State Street | ||||||||
| 6.350%, H15T5Y + 2.023%(C)(D) | 1,060 | 1,056 | ||||||
| 5.159%, SOFR + 1.890%, 05/18/2034 (C) | 3,189 | 3,169 | ||||||
| 4.926%, TSFR3M + 1.262%, 06/15/2047 (C) | 1,540 | 1,362 | ||||||
| 4.421%, SOFR + 1.605%, 05/13/2033 (C) | 2,636 | 2,538 | ||||||
| 3.031%, SOFR + 1.490%, 11/01/2034 (C) | 4,420 | 4,140 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sumisho Air Lease | ||||||||
| 4.850%, 03/24/2031 (A) | $ | 3,897 | $ | 3,813 | ||||
| Teachers Insurance & Annuity Association of America | ||||||||
| 6.050%, 06/15/2056 (A) | 4,085 | 3,936 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.928%, 10/15/2035 | 2,927 | 2,805 | ||||||
| TPG Operating Group II LP | ||||||||
| 4.875%, 05/15/2031 | 8,307 | 8,115 | ||||||
| Transatlantic Holdings | ||||||||
| 8.000%, 11/30/2039 | 5,338 | 6,332 | ||||||
| Travelers | ||||||||
| 4.950%, 07/24/2031 | 4,335 | 4,315 | ||||||
| Truist Bank | ||||||||
| 2.250%, 03/11/2030 | 815 | 740 | ||||||
| Truist Financial MTN | ||||||||
| 7.161%, SOFR + 2.446%, 10/30/2029 (C) | 4,250 | 4,442 | ||||||
| 5.867%, SOFR + 2.361%, 06/08/2034 (C) | 13,495 | 13,732 | ||||||
| 5.281%, SOFR + 1.414%, 04/23/2037 (C) | 2,255 | 2,178 | ||||||
| 5.122%, SOFR + 1.852%, 01/26/2034 (C) | 1,480 | 1,452 | ||||||
| 4.873%, SOFR + 1.435%, 01/26/2029 (C) | 4,005 | 4,008 | ||||||
| 4.680%, SOFR + 1.087%, 04/23/2032 (C) | 7,452 | 7,268 | ||||||
| 4.597%, SOFR + 0.965%, 01/27/2032 (C) | 835 | 813 | ||||||
| 1.887%, SOFR + 0.862%, 06/07/2029 (C) | 7,046 | 6,688 | ||||||
| UBS | ||||||||
| 4.678%, SOFR + 0.740%, 11/29/2030 (C) | 5,945 | 5,893 | ||||||
| 4.500%, 06/26/2048 | 2,725 | 2,275 | ||||||
| UBS Group | ||||||||
| 3.869%, SOFR + 1.410%, 01/12/2029 (A)(C) | 2,200 | 2,175 | ||||||
| UBS Group MTN | ||||||||
| 4.844%, SOFR + 1.290%, 11/06/2033 (A)(C) | 2,850 | 2,757 | ||||||
| US Bancorp | ||||||||
| 5.850%, SOFR + 2.090%, 10/21/2033 (C) | 5,084 | 5,210 | ||||||
| 5.083%, SOFR + 1.296%, 05/15/2031 (C) | 7,415 | 7,412 | ||||||
| Visa | ||||||||
| 2.000%, 08/15/2050 | 3,610 | 1,852 | ||||||
| Voya Global Funding MTN | ||||||||
| 4.600%, 11/24/2030 (A) | 4,125 | 4,020 | ||||||
| Wells Fargo | ||||||||
| 6.600%, 01/15/2038 | 2,620 | 2,795 | ||||||
| SEI Institutional Investments Trust | 341 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.491%, SOFR + 2.060%, 10/23/2034 (C) | $ | 2,755 | $ | 2,921 | ||||
| 5.950%, 12/15/2036 | 1,035 | 1,019 | ||||||
| 5.605%, SOFR + 1.740%, 04/23/2036 (C) | 4,345 | 4,361 | ||||||
| 5.499%, SOFR + 1.780%, 01/23/2035 (C) | 495 | 495 | ||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (C) | 3,125 | 2,879 | ||||||
| 5.389%, SOFR + 2.020%, 04/24/2034 (C) | 3,600 | 3,595 | ||||||
| 5.244%, SOFR + 1.110%, 01/24/2031 (C) | 6,270 | 6,304 | ||||||
| 4.970%, SOFR + 1.370%, 04/23/2029 (C) | 3,420 | 3,432 | ||||||
| 4.960%, SOFR + 1.100%, 01/23/2037 (C) | 2,220 | 2,114 | ||||||
| 4.844%, SOFR + 0.970%, 05/20/2032 (C) | 7,300 | 7,186 | ||||||
| 4.182%, SOFR + 0.740%, 01/23/2030 (C) | 2,895 | 2,848 | ||||||
| 3.068%, SOFR + 2.530%, 04/30/2041 (C) | 790 | 581 | ||||||
| Wells Fargo MTN | ||||||||
| 5.557%, SOFR + 1.990%, 07/25/2034 (C) | 4,520 | 4,555 | ||||||
| 5.013%, TSFR3M + 4.502%, 04/04/2051 (C) | 7,996 | 6,862 | ||||||
| 4.900%, 11/17/2045 | 1,350 | 1,134 | ||||||
| 4.750%, 12/07/2046 | 570 | 466 | ||||||
| 4.611%, SOFR + 2.130%, 04/25/2053 (C) | 455 | 365 | ||||||
| 4.400%, 06/14/2046 | 995 | 779 | ||||||
| 3.584%, TSFR3M + 1.572%, 05/22/2028 (C) | 10,871 | 10,794 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (C) | 7,205 | 7,087 | ||||||
| XL Group | ||||||||
| 5.250%, 12/15/2043 | 2,417 | 2,214 | ||||||
| 1,224,211 | ||||||||
| Health Care — 9.1% | ||||||||
| Abbott Laboratories | ||||||||
| 4.650%, 03/15/2036 | 3,252 | 3,080 | ||||||
| 4.300%, 03/15/2033 | 5,630 | 5,380 | ||||||
| AbbVie | ||||||||
| 6.000%, 09/15/2056 | 260 | 258 | ||||||
| 5.600%, 03/15/2055 | 1,700 | 1,600 | ||||||
| 5.550%, 03/15/2056 | 8,415 | 7,868 | ||||||
| 5.450%, 09/15/2038 | 2,610 | 2,577 | ||||||
| 5.050%, 03/15/2034 | 5,170 | 5,114 | ||||||
| 4.950%, 03/15/2031 | 2,675 | 2,677 | ||||||
| 4.400%, 03/15/2033 | 9,435 | 9,044 | ||||||
| 4.250%, 11/21/2049 | 8,596 | 6,698 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Advocate Health & Hospitals | ||||||||
| 4.272%, 08/15/2048 | $ | 2,984 | $ | 2,380 | ||||
| Amgen | ||||||||
| 5.650%, 03/02/2053 | 2,180 | 2,032 | ||||||
| Ascension Health | ||||||||
| 4.923%, 11/15/2035 | 4,895 | 4,721 | ||||||
| 3.945%, 11/15/2046 | 2,394 | 1,851 | ||||||
| 3.106%, 11/15/2039 | 1,455 | 1,118 | ||||||
| 2.532%, 11/15/2029 | 3,010 | 2,802 | ||||||
| Astrazeneca Finance LLC | ||||||||
| 4.000%, 03/02/2031 | 8,875 | 8,544 | ||||||
| Banner Health | ||||||||
| 2.907%, 01/01/2042 | 2,652 | 1,890 | ||||||
| Bayer US Finance II LLC | ||||||||
| 4.875%, 06/25/2048 (A) | 7,867 | 6,345 | ||||||
| 4.700%, 07/15/2064 (A) | 65 | 48 | ||||||
| 4.400%, 07/15/2044 (A) | 4,402 | 3,432 | ||||||
| 3.950%, 04/15/2045 (A) | 2,366 | 1,707 | ||||||
| Bayer US Finance LLC | ||||||||
| 6.875%, 11/21/2053 (A) | 1,600 | 1,661 | ||||||
| 6.500%, 11/21/2033 (A) | 980 | 1,029 | ||||||
| 6.375%, 07/20/2056 (A) | 940 | 912 | ||||||
| 5.625%, 07/20/2036 (A) | 3,200 | 3,137 | ||||||
| 5.375%, 07/20/2033 (A) | 4,205 | 4,153 | ||||||
| Bristol-Myers Squibb | ||||||||
| 5.550%, 02/22/2054 | 2,259 | 2,098 | ||||||
| Cencora | ||||||||
| 4.625%, 12/15/2027 | 6,640 | 6,642 | ||||||
| Centene | ||||||||
| 4.625%, 12/15/2029 | 8,450 | 8,238 | ||||||
| 3.000%, 10/15/2030 | 2,593 | 2,338 | ||||||
| CommonSpirit Health | ||||||||
| 4.975%, 09/01/2035 | 5,280 | 5,025 | ||||||
| CVS Health | ||||||||
| 5.050%, 03/25/2048 | 5,550 | 4,697 | ||||||
| CVS Pass-Through Trust | ||||||||
| 8.353%, 07/10/2031 (A) | 1,117 | 1,199 | ||||||
| 7.507%, 01/10/2032 (A) | 790 | 818 | ||||||
| 6.036%, 12/10/2028 | 864 | 870 | ||||||
| 4.163%, 08/11/2036 (A) | 1,362 | 1,254 | ||||||
| Eli Lilly | ||||||||
| 5.700%, 05/20/2066 | 920 | 877 | ||||||
| 5.650%, 10/15/2065 | 2,268 | 2,140 | ||||||
| 5.600%, 05/20/2056 | 2,540 | 2,423 | ||||||
| 5.100%, 02/12/2035 | 6,280 | 6,251 | ||||||
| 5.100%, 02/09/2064 | 2,958 | 2,556 | ||||||
| 4.950%, 02/27/2063 | 855 | 720 | ||||||
| 3.950%, 03/15/2049 | 1,040 | 793 | ||||||
| EMD Finance LLC | ||||||||
| 4.625%, 10/15/2032 (A) | 8,625 | 8,344 | ||||||
| Gilead Sciences | ||||||||
| 4.600%, 05/20/2031 | 3,715 | 3,655 | ||||||
| 4.400%, 05/20/2029 | 7,560 | 7,492 | ||||||
| 342 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| HCA | ||||||||
| 3.500%, 07/15/2051 | $ | 3,085 | $ | 1,982 | ||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.875%, 06/15/2054 (A) | 1,993 | 1,829 | ||||||
| 5.200%, 06/15/2029 (A) | 3,719 | 3,737 | ||||||
| 3.200%, 06/01/2050 (A) | 2,225 | 1,384 | ||||||
| Horizon Mutual Holdings | ||||||||
| 6.200%, 11/15/2034 (A) | 3,755 | 3,532 | ||||||
| Kaiser Foundation Hospitals | ||||||||
| 4.150%, 05/01/2047 | 765 | 605 | ||||||
| 3.150%, 05/01/2027 | 2,005 | 1,988 | ||||||
| 2.810%, 06/01/2041 | 4,575 | 3,256 | ||||||
| Memorial Health Services | ||||||||
| 3.447%, 11/01/2049 | 1,535 | 1,028 | ||||||
| Merck | ||||||||
| 5.750%, 05/22/2046 | 1,975 | 1,930 | ||||||
| 5.700%, 09/15/2055 | 1,640 | 1,569 | ||||||
| 5.550%, 12/04/2055 | 1,885 | 1,762 | ||||||
| 4.900%, 05/17/2044 | 3,795 | 3,378 | ||||||
| 4.750%, 12/04/2035 | 7,495 | 7,156 | ||||||
| 4.500%, 05/17/2033 | 2,445 | 2,377 | ||||||
| 4.450%, 12/04/2032 | 3,260 | 3,160 | ||||||
| 3.600%, 09/15/2042 | 2,145 | 1,656 | ||||||
| 2.750%, 12/10/2051 | 3,525 | 2,051 | ||||||
| Nationwide Children’s Hospital | ||||||||
| 4.556%, 11/01/2052 | 1,135 | 932 | ||||||
| New York and Presbyterian Hospital | ||||||||
| 1.651%, 08/01/2030 | 2,487 | 2,200 | ||||||
| Northwell Healthcare | ||||||||
| 4.260%, 11/01/2047 | 1,680 | 1,316 | ||||||
| Novartis Capital | ||||||||
| 5.700%, 03/18/2056 | 1,940 | 1,882 | ||||||
| 5.600%, 03/18/2046 | 3,735 | 3,629 | ||||||
| 4.900%, 03/18/2036 | 1,780 | 1,724 | ||||||
| 4.600%, 03/18/2033 | 4,315 | 4,204 | ||||||
| 4.400%, 03/18/2031 | 4,920 | 4,823 | ||||||
| OhioHealth | ||||||||
| 2.834%, 11/15/2041 | 2,565 | 1,820 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.855%, 11/15/2032 | 3,055 | 2,975 | ||||||
| 4.787%, 11/15/2048 | 2,800 | 2,346 | ||||||
| 4.335%, 11/15/2028 | 4,180 | 4,130 | ||||||
| Pfizer | ||||||||
| 4.200%, 09/15/2048 | 3,550 | 2,765 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.110%, 05/19/2043 | 6,375 | 5,828 | ||||||
| Pharmacia LLC | ||||||||
| 6.600%, 12/01/2028 | 1,100 | 1,145 | ||||||
| Quest Diagnostics | ||||||||
| 4.600%, 12/15/2027 | 3,145 | 3,146 | ||||||
| Royalty Pharma PLC | ||||||||
| 3.350%, 09/02/2051 | 720 | 460 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Rush System for Health Obligated Group | ||||||||
| 3.922%, 11/15/2029 | $ | 3,828 | $ | 3,715 | ||||
| SSM Health Care | ||||||||
| 4.755%, 06/01/2029 | 5,380 | 5,366 | ||||||
| Stanford Health Care | ||||||||
| 3.310%, 08/15/2030 | 860 | 813 | ||||||
| Sutter Health | ||||||||
| 5.164%, 08/15/2033 | 5,794 | 5,747 | ||||||
| Takeda Pharmaceutical | ||||||||
| 2.050%, 03/31/2030 | 3,142 | 2,837 | ||||||
| Thermo Fisher Scientific | ||||||||
| 4.902%, 02/12/2036 | 2,560 | 2,464 | ||||||
| UnitedHealth Group | ||||||||
| 5.875%, 02/15/2053 | 7,880 | 7,573 | ||||||
| 5.800%, 03/15/2036 | 4,000 | 4,102 | ||||||
| 5.625%, 07/15/2054 | 8,933 | 8,292 | ||||||
| 5.500%, 07/15/2044 | 4,690 | 4,427 | ||||||
| 5.500%, 04/15/2064 | 95 | 84 | ||||||
| 5.375%, 04/15/2054 | 2,000 | 1,787 | ||||||
| 4.950%, 01/15/2032 | 1,515 | 1,506 | ||||||
| 4.750%, 07/15/2045 | 320 | 273 | ||||||
| 4.750%, 05/15/2052 | 2,620 | 2,146 | ||||||
| 4.500%, 04/15/2033 | 5,964 | 5,724 | ||||||
| 4.200%, 01/15/2047 | 972 | 760 | ||||||
| 3.850%, 06/15/2028 | 1,110 | 1,096 | ||||||
| 3.250%, 05/15/2051 | 3,525 | 2,259 | ||||||
| 2.900%, 05/15/2050 | 1,105 | 669 | ||||||
| 2.300%, 05/15/2031 | 9,260 | 8,214 | ||||||
| Wyeth LLC | ||||||||
| 6.000%, 02/15/2036 | 1,400 | 1,456 | ||||||
| 5.950%, 04/01/2037 | 3,960 | 4,082 | ||||||
| 325,585 | ||||||||
| Industrials — 7.0% | ||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||||
| 4.950%, 09/10/2034 | 4,890 | 4,669 | ||||||
| 4.625%, 09/10/2029 | 2,670 | 2,640 | ||||||
| 3.850%, 10/29/2041 | 425 | 332 | ||||||
| Air Canada Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
| 3.600%, 03/15/2027 (A) | 2,384 | 2,368 | ||||||
| Airbus | ||||||||
| 3.950%, 04/10/2047 (A) | 2,800 | 2,160 | ||||||
| American Airlines Pass-Through Trust, Ser 2025-1, Cl A | ||||||||
| 4.900%, 05/11/2038 | 3,940 | 3,747 | ||||||
| American Airlines Pass-Through Trust, Ser 2026-2 | ||||||||
| 5.700%, 02/20/2039 | 3,025 | 3,025 | ||||||
| BAE Systems PLC | ||||||||
| 5.300%, 03/26/2034 (A) | 3,640 | 3,638 | ||||||
| 1.900%, 02/15/2031 (A) | 2,308 | 2,020 | ||||||
| SEI Institutional Investments Trust | 343 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Boeing | ||||||||
| 7.008%, 05/01/2064 | $ | 540 | $ | 583 | ||||
| 6.858%, 05/01/2054 | 1,560 | 1,671 | ||||||
| 6.528%, 05/01/2034 | 1,960 | 2,091 | ||||||
| 5.805%, 05/01/2050 | 3,945 | 3,719 | ||||||
| 5.150%, 05/01/2030 | 7,865 | 7,888 | ||||||
| 3.750%, 02/01/2050 | 1,330 | 922 | ||||||
| Booz Allen Hamilton | ||||||||
| 5.900%, 01/30/2034 | 1,615 | 1,589 | ||||||
| Broadridge Financial Solutions | ||||||||
| 5.750%, 05/15/2036 | 2,136 | 2,112 | ||||||
| Burlington Northern Santa Fe LLC | ||||||||
| 5.550%, 03/15/2056 | 530 | 496 | ||||||
| 4.900%, 04/01/2044 | 2,188 | 1,957 | ||||||
| 4.550%, 09/01/2044 | 4,230 | 3,601 | ||||||
| 4.450%, 01/15/2053 | 3,424 | 2,731 | ||||||
| 4.375%, 09/01/2042 | 300 | 256 | ||||||
| 4.150%, 04/01/2045 | 2,580 | 2,069 | ||||||
| Canadian National Railway | ||||||||
| 3.850%, 08/05/2032 | 2,800 | 2,635 | ||||||
| Canadian Pacific Railway | ||||||||
| 4.000%, 03/15/2029 | 5,790 | 5,679 | ||||||
| Caterpillar | ||||||||
| 5.200%, 05/15/2035 | 6,905 | 6,889 | ||||||
| 3.803%, 08/15/2042 | 1,305 | 1,049 | ||||||
| Caterpillar Financial Services MTN | ||||||||
| 3.600%, 08/12/2027 | 7,885 | 7,835 | ||||||
| CSX | ||||||||
| 5.050%, 06/15/2035 | 3,664 | 3,598 | ||||||
| 3.350%, 09/15/2049 | 3,226 | 2,162 | ||||||
| Deere | ||||||||
| 5.700%, 01/19/2055 | 1,461 | 1,434 | ||||||
| Deere Funding Canada | ||||||||
| 4.850%, 07/15/2031 | 5,560 | 5,528 | ||||||
| Delta Air Lines | ||||||||
| 4.950%, 07/10/2028 | 3,230 | 3,234 | ||||||
| Delta Air Lines Pass-Through Trust, | ||||||||
| Ser 2015-1, Cl A | ||||||||
| 3.875%, 07/30/2027 | 817 | 810 | ||||||
| Delta Air Lines Pass-Through Trust, | ||||||||
| Ser 2020-1, Cl AA | ||||||||
| 2.000%, 06/10/2028 | 2,052 | 1,983 | ||||||
| Eaton | ||||||||
| 5.450%, 03/06/2056 | 3,364 | 3,145 | ||||||
| 4.200%, 03/06/2031 | 5,015 | 4,854 | ||||||
| 3.950%, 03/06/2029 | 7,285 | 7,148 | ||||||
| Emerson Electric, Strike Price Fixed | ||||||||
| 2.200%, 12/21/2031 | 5,855 | 5,119 | ||||||
| Experian Finance US | ||||||||
| 5.350%, 08/24/2036 (A) | 3,880 | 3,778 | ||||||
| Ferguson Finance PLC | ||||||||
| 4.650%, 04/20/2032 (A) | 1,379 | 1,331 | ||||||
| 3.250%, 06/02/2030 (A) | 3,790 | 3,547 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| General Dynamics | ||||||||
| 4.250%, 04/01/2040 | $ | 815 | $ | 708 | ||||
| 2.850%, 06/01/2041 | 3,000 | 2,154 | ||||||
| Georgia-Pacific LLC | ||||||||
| 4.900%, 05/15/2033 (A) | 2,630 | 2,573 | ||||||
| Honeywell Aerospace | ||||||||
| 5.732%, 03/16/2056 | 10,208 | 9,700 | ||||||
| 4.950%, 03/16/2036 | 16,054 | 15,422 | ||||||
| 4.600%, 03/16/2033 | 7,590 | 7,339 | ||||||
| Illinois Tool Works | ||||||||
| 4.650%, 08/13/2029 | 4,000 | 3,990 | ||||||
| Jacobs Solutions | ||||||||
| 4.750%, 03/03/2031 | 2,685 | 2,621 | ||||||
| John Deere Capital MTN | ||||||||
| 3.900%, 03/09/2029 | 5,035 | 4,943 | ||||||
| 2.800%, 07/18/2029 | 2,083 | 1,979 | ||||||
| 2.350%, 03/08/2027 | 4,965 | 4,918 | ||||||
| Komatsu Finance America | ||||||||
| 4.196%, 09/18/2030 (A) | 5,970 | 5,788 | ||||||
| Lockheed Martin | ||||||||
| 4.070%, 12/15/2042 | 3,300 | 2,704 | ||||||
| PACCAR Financial | ||||||||
| 4.850%, 08/10/2031 | 5,520 | 5,504 | ||||||
| Penske Truck Leasing LP / PTL Finance | ||||||||
| 5.250%, 07/01/2029 (A) | 4,545 | 4,569 | ||||||
| Quanta Services | ||||||||
| 5.300%, 08/09/2033 | 2,680 | 2,653 | ||||||
| RELX Capital | ||||||||
| 4.750%, 03/27/2030 | 1,612 | 1,599 | ||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | 1,495 | 1,566 | ||||||
| 4.700%, 12/15/2041 | 1,152 | 1,029 | ||||||
| Siemens Financieringsmaatschappij | ||||||||
| 4.400%, 05/27/2045 (A) | 20 | 17 | ||||||
| SMBC Aviation Capital Finance DAC | ||||||||
| 5.700%, 07/23/2036 (A) | 1,600 | 1,581 | ||||||
| 5.250%, 11/26/2035 (A) | 4,285 | 4,116 | ||||||
| 5.200%, 07/23/2031 (A) | 3,422 | 3,401 | ||||||
| Snap-on | ||||||||
| 4.100%, 03/01/2048 | 126 | 98 | ||||||
| 3.100%, 05/01/2050 | 3,025 | 1,936 | ||||||
| TTX | ||||||||
| 4.600%, 02/01/2049 (A) | 3,000 | 2,500 | ||||||
| Union Pacific | ||||||||
| 3.500%, 02/14/2053 | 5,310 | 3,555 | ||||||
| 3.375%, 02/14/2042 | 925 | 704 | ||||||
| 2.950%, 03/10/2052 | 5,586 | 3,380 | ||||||
| 2.375%, 05/20/2031 | 2,975 | 2,658 | ||||||
| Union Pacific MTN | ||||||||
| 3.550%, 08/15/2039 | 1,035 | 846 | ||||||
| United Airlines | ||||||||
| 4.625%, 04/15/2029 (A) | 3,155 | 3,106 | ||||||
| 344 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| United Airlines Pass-Through Trust | ||||||||
| 2.700%, 05/01/2032 | $ | 1,967 | $ | 1,774 | ||||
| United Airlines Pass-Through Trust, | ||||||||
| Ser 2019-1, Cl AA | ||||||||
| 4.150%, 08/25/2031 | 841 | 810 | ||||||
| Verisk Analytics | ||||||||
| 5.250%, 03/15/2035 | 967 | 941 | ||||||
| 3.625%, 05/15/2050 | 2,485 | 1,673 | ||||||
| Vertiv Holdings | ||||||||
| 5.800%, 03/15/2056 | 1,680 | 1,571 | ||||||
| Waste Management | ||||||||
| 4.500%, 03/15/2028 | 3,730 | 3,726 | ||||||
| 248,194 | ||||||||
| Information Technology — 4.1% | ||||||||
| Accenture Capital | ||||||||
| 5.000%, 07/10/2031 | 5,388 | 5,367 | ||||||
| 4.250%, 10/04/2031 | 3,586 | 3,450 | ||||||
| Amphenol | ||||||||
| 5.250%, 04/05/2034 | 3,830 | 3,820 | ||||||
| Analog Devices | ||||||||
| 2.950%, 10/01/2051 | 1,798 | 1,094 | ||||||
| 1.700%, 10/01/2028 | 2,105 | 1,982 | ||||||
| Apple | ||||||||
| 4.650%, 02/23/2046 | 295 | 255 | ||||||
| 3.850%, 05/04/2043 | 60 | 48 | ||||||
| 3.850%, 08/04/2046 | 4,600 | 3,497 | ||||||
| 2.850%, 08/05/2061 | 2,000 | 1,085 | ||||||
| 2.650%, 05/11/2050 | 3,755 | 2,189 | ||||||
| 2.375%, 02/08/2041 | 1,820 | 1,253 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 5,787 | 5,213 | ||||||
| 5.200%, 07/15/2035 | 6,715 | 6,399 | ||||||
| 4.800%, 02/15/2036 | 11,865 | 10,888 | ||||||
| 4.600%, 01/15/2033 | 3,710 | 3,521 | ||||||
| 3.500%, 02/15/2041 | 275 | 205 | ||||||
| Cadence Design Systems | ||||||||
| 4.200%, 09/10/2027 | 2,360 | 2,352 | ||||||
| Cisco Systems | ||||||||
| 5.900%, 02/15/2039 | 2,987 | 3,065 | ||||||
| 5.300%, 02/26/2054 | 1,739 | 1,563 | ||||||
| Foundry JV Holdco LLC | ||||||||
| 6.100%, 01/25/2036 (A) | 3,525 | 3,593 | ||||||
| 5.900%, 01/25/2033 (A) | 3,130 | 3,180 | ||||||
| IBM International Capital Pte | ||||||||
| 4.600%, 02/05/2027 | 1,805 | 1,807 | ||||||
| Intel | ||||||||
| 6.200%, 05/15/2066 | 1,210 | 1,128 | ||||||
| 6.125%, 05/15/2056 | 1,340 | 1,263 | ||||||
| 5.600%, 02/21/2054 | 3,265 | 2,861 | ||||||
| 5.300%, 05/15/2036 | 1,965 | 1,894 | ||||||
| 3.734%, 12/08/2047 | 1,514 | 1,038 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| International Business Machines | ||||||||
| 4.150%, 05/15/2039 | $ | 2,325 | $ | 1,946 | ||||
| 4.000%, 02/03/2029 | 4,295 | 4,221 | ||||||
| KLA | ||||||||
| 5.650%, 11/01/2034 | 1,760 | 1,781 | ||||||
| 4.950%, 07/15/2052 | 1,817 | 1,558 | ||||||
| Microsoft | ||||||||
| 3.700%, 08/08/2046 | 2,729 | 2,036 | ||||||
| 3.041%, 03/17/2062 | 1,100 | 619 | ||||||
| NVIDIA | ||||||||
| 5.625%, 06/15/2056 | 2,280 | 2,047 | ||||||
| 5.550%, 06/15/2046 | 6,502 | 5,976 | ||||||
| 4.950%, 06/15/2036 | 1,676 | 1,593 | ||||||
| 4.750%, 06/15/2033 | 4,165 | 4,033 | ||||||
| 4.350%, 06/15/2029 | 4,280 | 4,236 | ||||||
| NXP BV / NXP FUNDING LLC / NXP USA | ||||||||
| 5.000%, 01/15/2033 | 1,850 | 1,807 | ||||||
| Oracle | ||||||||
| 6.700%, 02/04/2056 | 8,015 | 7,059 | ||||||
| 5.700%, 02/04/2036 | 7,765 | 7,180 | ||||||
| 4.800%, 09/26/2032 | 3,410 | 3,153 | ||||||
| 4.000%, 07/15/2046 | 2,275 | 1,459 | ||||||
| 3.800%, 11/15/2037 | 2,190 | 1,665 | ||||||
| 3.600%, 04/01/2040 | 1,010 | 700 | ||||||
| 2.950%, 04/01/2030 | 5,365 | 4,860 | ||||||
| Salesforce | ||||||||
| 6.550%, 03/15/2056 | 1,190 | 1,161 | ||||||
| 5.550%, 03/15/2036 | 4,085 | 4,011 | ||||||
| 4.650%, 03/15/2029 | 7,318 | 7,286 | ||||||
| Texas Instruments | ||||||||
| 5.050%, 05/18/2063 | 3,333 | 2,808 | ||||||
| 147,205 | ||||||||
| Materials — 1.3% | ||||||||
| Amrize Finance US LLC | ||||||||
| 7.125%, 07/15/2036 | 1,300 | 1,433 | ||||||
| Barrick North America Finance LLC | ||||||||
| 5.750%, 05/01/2043 | 1,590 | 1,538 | ||||||
| BHP Billiton Finance USA | ||||||||
| 5.100%, 09/08/2028 | 6,180 | 6,229 | ||||||
| 5.000%, 09/30/2043 | 1,400 | 1,277 | ||||||
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP | ||||||||
| 4.750%, 05/15/2030 (A) | 2,776 | 2,751 | ||||||
| Glencore Funding LLC | ||||||||
| 6.141%, 04/01/2055 (A) | 2,120 | 2,084 | ||||||
| 5.893%, 04/04/2054 (A) | 175 | 166 | ||||||
| 5.634%, 04/04/2034 (A) | 4,405 | 4,424 | ||||||
| 5.200%, 07/01/2033 (A) | 6,875 | 6,762 | ||||||
| 5.186%, 04/01/2030 (A) | 1,970 | 1,972 | ||||||
| 4.907%, 04/01/2028 (A) | 6,280 | 6,290 | ||||||
| 3.375%, 09/23/2051 (A) | 645 | 412 | ||||||
| SEI Institutional Investments Trust | 345 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| International Flavors & Fragrances | ||||||||
| 5.000%, 09/26/2048 | $ | 1,806 | $ | 1,542 | ||||
| 2.300%, 11/01/2030 (A) | 4,948 | 4,429 | ||||||
| Rio Tinto Finance USA | ||||||||
| 5.200%, 11/02/2040 | 2,285 | 2,174 | ||||||
| 2.750%, 11/02/2051 | 4,000 | 2,355 | ||||||
| Rio Tinto Finance USA PLC | ||||||||
| 4.875%, 03/14/2030 | 1,858 | 1,859 | ||||||
| 47,697 | ||||||||
| Real Estate — 2.8% | ||||||||
| ERP Operating LP | ||||||||
| 4.950%, 10/01/2031 | 2,865 | 2,845 | ||||||
| ERP Operating LP MTN | ||||||||
| 3.350%, 05/15/2027 | 5,135 | 5,102 | ||||||
| Extra Space Storage LP | ||||||||
| 5.700%, 04/01/2028 | 7,635 | 7,736 | ||||||
| 4.950%, 01/15/2033 | 2,735 | 2,663 | ||||||
| Kilroy Realty LP | ||||||||
| 6.250%, 01/15/2036 | 950 | 940 | ||||||
| 5.875%, 10/15/2035 | 950 | 918 | ||||||
| 2.500%, 11/15/2032 | 3,940 | 3,237 | ||||||
| Ladder Capital Finance Holdings LLLP | ||||||||
| 7.000%, 07/15/2031 (A) | 8,105 | 8,373 | ||||||
| 5.500%, 08/01/2030 | 2,695 | 2,694 | ||||||
| 4.750%, 06/15/2029 (A) | 10,384 | 10,114 | ||||||
| Piedmont Operating Partnership LP | ||||||||
| 3.150%, 08/15/2030 | 8,275 | 7,567 | ||||||
| Prologis LP | ||||||||
| 5.250%, 05/15/2035 | 1,585 | 1,564 | ||||||
| 4.750%, 06/15/2033 | 1,055 | 1,028 | ||||||
| Prologis Targeted US Logistics Fund LP | ||||||||
| 5.250%, 04/01/2029 (A) | 4,180 | 4,209 | ||||||
| 5.250%, 01/15/2035 (A) | 2,041 | 1,994 | ||||||
| 4.625%, 03/15/2033 (A) | 2,515 | 2,400 | ||||||
| Regency Centers LP | ||||||||
| 5.250%, 01/15/2034 | 2,805 | 2,777 | ||||||
| 5.100%, 01/15/2035 | 385 | 376 | ||||||
| 5.000%, 07/15/2032 | 1,988 | 1,968 | ||||||
| 4.500%, 03/15/2033 | 3,574 | 3,415 | ||||||
| 4.400%, 02/01/2047 | 1,330 | 1,088 | ||||||
| 2.950%, 09/15/2029 | 3,015 | 2,851 | ||||||
| Sabra Health Care LP | ||||||||
| 3.900%, 10/15/2029 | 4,275 | 4,129 | ||||||
| Simon Property Group LP | ||||||||
| 6.750%, 02/01/2040 | 470 | 512 | ||||||
| 5.500%, 03/08/2033 | 8,037 | 8,135 | ||||||
| 4.250%, 11/30/2046 | 1,864 | 1,477 | ||||||
| 2.450%, 09/13/2029 | 3,446 | 3,220 | ||||||
| VICI Properties | ||||||||
| 5.750%, 10/15/2036 | 6,405 | 6,226 | ||||||
| 99,558 | ||||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Utilities — 11.5% | ||||||||
| AEP Texas | ||||||||
| 3.450%, 01/15/2050 | $ | 2,695 | $ | 1,757 | ||||
| AEP Transmission LLC | ||||||||
| 5.400%, 03/15/2053 | 1,515 | 1,381 | ||||||
| AES | ||||||||
| 5.750%, 07/15/2033 | 1,295 | 1,280 | ||||||
| Alabama Power | ||||||||
| 3.850%, 12/01/2042 | 600 | 470 | ||||||
| 3.700%, 12/01/2047 | 2,800 | 2,014 | ||||||
| 3.125%, 07/15/2051 | 3,187 | 1,992 | ||||||
| 1.450%, 09/15/2030 | 4,191 | 3,665 | ||||||
| Ameren Illinois | ||||||||
| 5.625%, 03/01/2055 | 3,225 | 3,024 | ||||||
| 4.500%, 03/15/2049 | 4,150 | 3,384 | ||||||
| 3.850%, 09/01/2032 | 10,590 | 9,893 | ||||||
| American Electric Power | ||||||||
| 5.625%, 03/01/2033 | 3,070 | 3,126 | ||||||
| Arizona Public Service | ||||||||
| 5.550%, 08/01/2033 | 4,210 | 4,237 | ||||||
| Baltimore Gas and Electric | ||||||||
| 2.250%, 06/15/2031 | 3,660 | 3,229 | ||||||
| Basin Electric Power Cooperative | ||||||||
| 5.850%, 10/15/2055 | 2,665 | 2,486 | ||||||
| Berkshire Hathaway Energy | ||||||||
| 6.125%, 04/01/2036 | 1,842 | 1,916 | ||||||
| 3.250%, 04/15/2028 | 1,720 | 1,683 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.200%, 10/01/2028 | 3,950 | 3,990 | ||||||
| 4.500%, 04/01/2044 | 2,137 | 1,803 | ||||||
| 3.000%, 03/01/2032 | 1,330 | 1,200 | ||||||
| 2.900%, 07/01/2050 | 635 | 389 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.672%, 10/20/2035 (A) | 2,345 | 2,356 | ||||||
| Chile Electricity Lux MPC SARL | ||||||||
| 6.010%, 01/20/2033 (A) | 4,579 | 4,682 | ||||||
| Chpe LLC | ||||||||
| 5.350%, 06/30/2036 (A) | 3,480 | 3,384 | ||||||
| 5.100%, 06/30/2033 (A) | 2,485 | 2,435 | ||||||
| Commonwealth Edison | ||||||||
| 5.950%, 06/01/2055 | 1,090 | 1,062 | ||||||
| 5.850%, 06/01/2056 | 1,470 | 1,417 | ||||||
| 4.700%, 01/15/2044 | 3,300 | 2,838 | ||||||
| 3.200%, 11/15/2049 | 1,305 | 843 | ||||||
| Connecticut Light and Power | ||||||||
| 5.250%, 01/15/2053 | 3,000 | 2,686 | ||||||
| Consolidated Edison of New York | ||||||||
| 5.900%, 11/15/2053 | 4,450 | 4,273 | ||||||
| 5.750%, 11/15/2055 | 2,195 | 2,062 | ||||||
| 5.375%, 05/15/2034 | 2,100 | 2,099 | ||||||
| 4.625%, 12/01/2054 | 3,851 | 3,041 | ||||||
| 3.875%, 06/15/2047 | 3,000 | 2,210 | ||||||
| 346 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Consumers Energy | ||||||||
| 5.125%, 05/01/2036 | $ | 3,185 | $ | 3,115 | ||||
| 4.700%, 01/15/2030 | 3,114 | 3,098 | ||||||
| Dominion Energy | ||||||||
| 6.625%, H15T5Y + 2.207%, 05/15/2055 (C) | 2,225 | 2,234 | ||||||
| 6.000%, H15T5Y + 2.262%, 02/15/2056 (C) | 2,700 | 2,678 | ||||||
| Dominion Energy South Carolina | ||||||||
| 4.600%, 06/15/2043 | 1,000 | 858 | ||||||
| DTE Electric | ||||||||
| 5.850%, 05/15/2055 | 2,616 | 2,529 | ||||||
| DTE Energy | ||||||||
| 4.875%, 06/01/2028 | 4,910 | 4,919 | ||||||
| Duke Energy | ||||||||
| 5.000%, 08/15/2052 | 2,725 | 2,259 | ||||||
| Duke Energy Carolinas LLC | ||||||||
| 5.300%, 02/15/2040 | 2,400 | 2,307 | ||||||
| 3.875%, 03/15/2046 | 5,015 | 3,763 | ||||||
| 2.850%, 03/15/2032 | 2,255 | 2,011 | ||||||
| 2.550%, 04/15/2031 | 2,340 | 2,106 | ||||||
| Duke Energy Florida LLC | ||||||||
| 5.950%, 11/15/2052 | 2,100 | 2,049 | ||||||
| 5.875%, 11/15/2033 | 2,910 | 3,011 | ||||||
| Duke Energy Indiana LLC | ||||||||
| 6.350%, 08/15/2038 | 205 | 218 | ||||||
| 4.900%, 07/15/2043 | 210 | 187 | ||||||
| Duke Energy Ohio | ||||||||
| 5.250%, 04/01/2033 | 2,985 | 2,979 | ||||||
| Duke Energy Progress LLC | ||||||||
| 5.050%, 03/15/2035 | 3,850 | 3,758 | ||||||
| 4.200%, 08/15/2045 | 2,055 | 1,633 | ||||||
| 4.100%, 05/15/2042 | 856 | 697 | ||||||
| East Ohio Gas | ||||||||
| 2.000%, 06/15/2030 (A) | 2,220 | 1,986 | ||||||
| Electricite de France | ||||||||
| 6.125%, 04/22/2056 (A) | 3,740 | 3,517 | ||||||
| ENEL Finance International | ||||||||
| 4.125%, 09/30/2028 (A) | 3,985 | 3,933 | ||||||
| Entergy Arkansas LLC | ||||||||
| 4.950%, 01/15/2036 | 3,423 | 3,280 | ||||||
| 4.200%, 04/01/2049 | 2,250 | 1,724 | ||||||
| Entergy Louisiana LLC | ||||||||
| 6.200%, 09/15/2056 | 2,920 | 2,917 | ||||||
| 4.900%, 04/15/2036 | 3,940 | 3,746 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.800%, 04/15/2055 | 3,110 | 2,947 | ||||||
| 2.850%, 06/01/2028 | 3,185 | 3,088 | ||||||
| Entergy Texas | ||||||||
| 3.550%, 09/30/2049 | 1,655 | 1,130 | ||||||
| Evergy Missouri West | ||||||||
| 4.700%, 05/21/2029 (A) | 4,000 | 3,974 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Exelon | ||||||||
| 5.150%, 03/15/2028 | $ | 2,860 | $ | 2,878 | ||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 5.200%, 04/01/2028 (A) | 6,135 | 6,176 | ||||||
| Florida Power & Light | ||||||||
| 5.960%, 04/01/2039 | 120 | 123 | ||||||
| 5.950%, 02/01/2038 | 3,179 | 3,271 | ||||||
| 5.700%, 03/15/2055 | 2,405 | 2,281 | ||||||
| 5.690%, 03/01/2040 | 5,557 | 5,520 | ||||||
| 5.300%, 06/15/2034 | 2,585 | 2,588 | ||||||
| 4.125%, 02/01/2042 | 2,995 | 2,478 | ||||||
| Georgia Power | ||||||||
| 5.250%, 03/15/2034 | 4,165 | 4,149 | ||||||
| 4.300%, 03/15/2043 | 1,885 | 1,563 | ||||||
| Indiana Michigan Power | ||||||||
| 4.250%, 08/15/2048 | 475 | 368 | ||||||
| Indianapolis Power & Light | ||||||||
| 4.050%, 05/01/2046 (A) | 60 | 46 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 100 | 96 | ||||||
| Louisville Gas and Electric | ||||||||
| 5.850%, 08/15/2055 | 100 | 96 | ||||||
| Massachusetts Electric | ||||||||
| 6.236%, 07/20/2056 (A) | 1,033 | 1,013 | ||||||
| 1.729%, 11/24/2030 (A) | 1,030 | 898 | ||||||
| Monongahela Power | ||||||||
| 5.850%, 02/15/2034 (A) | 2,520 | 2,587 | ||||||
| 3.550%, 05/15/2027 (A) | 10,095 | 10,029 | ||||||
| National Rural Utilities Cooperative Finance | ||||||||
| 5.800%, 01/15/2033 | 1,860 | 1,921 | ||||||
| 4.300%, 03/15/2049 | 2,398 | 1,903 | ||||||
| National Rural Utilities Cooperative Finance MTN | ||||||||
| 4.750%, 02/07/2028 | 7,070 | 7,080 | ||||||
| Nevada Power | ||||||||
| 6.000%, 03/15/2054 | 4,600 | 4,470 | ||||||
| New England Power | ||||||||
| 5.936%, 11/25/2052 (A) | 1,046 | 1,006 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.900%, 03/15/2055 | 2,390 | 2,245 | ||||||
| Niagara Mohawk Power | ||||||||
| 4.278%, 10/01/2034 (A) | 1,959 | 1,780 | ||||||
| NiSource | ||||||||
| 5.350%, 04/01/2034 | 2,610 | 2,596 | ||||||
| Northern States Power | ||||||||
| 6.250%, 06/01/2036 | 600 | 633 | ||||||
| 6.200%, 07/01/2037 | 2,765 | 2,914 | ||||||
| 4.500%, 06/01/2052 | 2,665 | 2,129 | ||||||
| 2.250%, 04/01/2031 | 2,255 | 2,012 | ||||||
| NorthWestern | ||||||||
| 5.073%, 03/21/2030 (A) | 4,280 | 4,285 | ||||||
| NSTAR Electric | ||||||||
| 5.200%, 03/01/2035 | 2,957 | 2,913 | ||||||
| SEI Institutional Investments Trust | 347 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 3.250%, 05/15/2029 | $ | 3,173 | $ | 3,052 | ||||
| Oglethorpe Power | ||||||||
| 5.375%, 11/01/2040 | 1,400 | 1,332 | ||||||
| 4.500%, 04/01/2047 | 1,680 | 1,337 | ||||||
| 4.200%, 12/01/2042 | 135 | 105 | ||||||
| Ohio Edison | ||||||||
| 4.950%, 12/15/2029 (A) | 4,190 | 4,180 | ||||||
| Oncor Electric Delivery LLC | ||||||||
| 7.500%, 09/01/2038 | 105 | 122 | ||||||
| 5.650%, 11/15/2033 | 3,890 | 3,970 | ||||||
| 5.550%, 06/15/2054 | 5,020 | 4,630 | ||||||
| 5.350%, 10/01/2052 | 919 | 827 | ||||||
| 5.300%, 06/01/2042 | 1,001 | 934 | ||||||
| 3.750%, 04/01/2045 | 3,010 | 2,245 | ||||||
| ONE Gas | ||||||||
| 5.450%, 09/01/2036 | 5,827 | 5,784 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.750%, 01/15/2053 | 3,155 | 3,153 | ||||||
| 5.900%, 06/15/2032 | 3,110 | 3,155 | ||||||
| 5.900%, 10/01/2054 | 1,545 | 1,391 | ||||||
| 4.950%, 07/01/2050 | 3,235 | 2,582 | ||||||
| 4.500%, 07/01/2040 | 1,860 | 1,543 | ||||||
| 4.200%, 06/01/2041 | 2,340 | 1,841 | ||||||
| 3.500%, 08/01/2050 | 240 | 153 | ||||||
| PacifiCorp | ||||||||
| 6.250%, 10/15/2037 | 2,645 | 2,689 | ||||||
| 6.000%, 01/15/2039 | 1,345 | 1,333 | ||||||
| 5.800%, 01/15/2055 | 3,275 | 2,974 | ||||||
| 5.500%, 05/15/2054 | 1,105 | 966 | ||||||
| 2.900%, 06/15/2052 | 2,770 | 1,571 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 785 | 738 | ||||||
| 2.850%, 09/15/2051 | 2,100 | 1,235 | ||||||
| PPL Electric Utilities | ||||||||
| 4.150%, 06/15/2048 | 2,400 | 1,856 | ||||||
| 3.950%, 06/01/2047 | 5,949 | 4,492 | ||||||
| PSEG Power LLC | ||||||||
| 5.750%, 05/15/2035 (A) | 3,235 | 3,227 | ||||||
| Public Service Electric and Gas MTN | ||||||||
| 4.050%, 05/01/2048 | 2,617 | 1,997 | ||||||
| Public Service Enterprise Group | ||||||||
| 5.200%, 04/01/2029 | 3,172 | 3,195 | ||||||
| Public Service of Colorado | ||||||||
| 5.750%, 05/15/2054 | 4,865 | 4,589 | ||||||
| 3.200%, 03/01/2050 | 1,440 | 921 | ||||||
| Public Service of New Hampshire | ||||||||
| 3.600%, 07/01/2049 | 2,000 | 1,400 | ||||||
| 2.200%, 06/15/2031 | 4,435 | 3,906 | ||||||
| San Diego Gas & Electric | ||||||||
| 5.400%, 04/15/2035 | 1,910 | 1,894 | ||||||
| 5.200%, 03/15/2036 | 1,460 | 1,413 | ||||||
| 4.500%, 08/15/2040 | 2,025 | 1,755 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sempra | ||||||||
| 5.250%, 03/15/2036 | $ | 2,235 | $ | 2,150 | ||||
| 3.800%, 02/01/2038 | 1,010 | 831 | ||||||
| Southern California Edison | ||||||||
| 6.200%, 09/15/2055 | 970 | 915 | ||||||
| 5.900%, 03/01/2055 | 4,840 | 4,350 | ||||||
| 5.750%, 04/15/2054 | 195 | 173 | ||||||
| 5.150%, 06/01/2029 | 7,200 | 7,199 | ||||||
| 4.125%, 03/01/2048 | 1,645 | 1,179 | ||||||
| 4.000%, 04/01/2047 | 1,055 | 749 | ||||||
| 2.850%, 08/01/2029 | 2,175 | 2,044 | ||||||
| Southern California Gas | ||||||||
| 5.900%, 06/01/2056 | 2,675 | 2,541 | ||||||
| 5.750%, 06/01/2053 | 3,269 | 3,065 | ||||||
| 5.600%, 04/01/2054 | 995 | 911 | ||||||
| 5.500%, 09/01/2036 | 3,775 | 3,735 | ||||||
| 4.300%, 01/15/2049 | 905 | 704 | ||||||
| 3.750%, 09/15/2042 | 160 | 123 | ||||||
| Tampa Electric | ||||||||
| 5.150%, 03/01/2035 | 3,710 | 3,633 | ||||||
| Trans-Allegheny Interstate Line | ||||||||
| 5.000%, 01/15/2031 (A) | 1,875 | 1,868 | ||||||
| Union Electric | ||||||||
| 5.125%, 03/15/2055 | 220 | 192 | ||||||
| 4.000%, 04/01/2048 | 905 | 683 | ||||||
| 3.900%, 09/15/2042 | 85 | 67 | ||||||
| Virginia Electric and Power | ||||||||
| 6.350%, 11/30/2037 | 1,460 | 1,527 | ||||||
| 5.700%, 03/15/2056 | 2,158 | 2,013 | ||||||
| 5.650%, 08/15/2036 | 6,945 | 6,957 | ||||||
| 5.000%, 01/15/2034 | 4,860 | 4,734 | ||||||
| 4.950%, 03/15/2036 | 6,925 | 6,587 | ||||||
| 2.950%, 11/15/2051 | 5,595 | 3,319 | ||||||
| Vistra Operations LLC | ||||||||
| 5.700%, 12/30/2034 (A) | 4,195 | 4,137 | ||||||
| 5.250%, 10/15/2035 (A) | 2,255 | 2,146 | ||||||
| Wisconsin Power & Light | ||||||||
| 6.375%, 08/15/2037 | 45 | 47 | ||||||
| 3.050%, 10/15/2027 | 2,045 | 2,011 | ||||||
| Wisconsin Public Service | ||||||||
| 4.550%, 12/01/2029 | 2,285 | 2,271 | ||||||
| 3.300%, 09/01/2049 | 2,320 | 1,540 | ||||||
| 409,893 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $3,337,351) ($ Thousands) | 3,176,109 | |||||||
| U.S. TREASURY OBLIGATIONS — 6.9% | ||||||||
| U.S. Treasury Bonds | ||||||||
| 5.125%, 08/15/2046 | 19,146 | 18,883 | ||||||
| 5.125%, 08/15/2056 | 4,827 | 4,745 | ||||||
| 348 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 5.000%, 05/15/2046 | $ | 2,783 | $ | 2,701 | ||||
| 5.000%, 05/15/2056 | 31,988 | 30,828 | ||||||
| 4.625%, 02/15/2046 | 9,312 | 8,611 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.625%, 08/15/2036 | 38,329 | 37,958 | ||||||
| 4.500%, 08/31/2033 | 19,004 | 18,879 | ||||||
| 4.375%, 07/31/2031 | 6,450 | 6,414 | ||||||
| 4.375%, 08/31/2031 | 25,484 | 25,347 | ||||||
| 4.250%, 08/15/2029 | 31,368 | 31,236 | ||||||
| 4.125%, 08/31/2028 | 17,194 | 17,123 | ||||||
| 4.125%, 06/15/2029 | 10,845 | 10,766 | ||||||
| 4.125%, 07/15/2029 | 14,190 | 14,082 | ||||||
| 3.500%, 03/15/2029 | 10,959 | 10,730 | ||||||
| 3.500%, 02/28/2031 | 8,737 | 8,392 | ||||||
| 3.375%, 02/29/2028 | 2,142 | 2,113 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $249,890) ($ Thousands) | 248,808 | |||||||
| MUNICIPAL BONDS — 2.9% | ||||||||
| Alabama — 0.1% | ||||||||
| Alabama State, Economic Settlement Authority, Ser B, RB | ||||||||
| 4.263%, 09/15/2032 | 5,475 | 5,369 | ||||||
| Arizona — 0.1% | ||||||||
| Maricopa County Industrial Development Authority, RB | ||||||||
| 7.375%, 10/01/2029 (A) | 2,465 | 2,553 | ||||||
| California — 0.8% | ||||||||
| California State University, Ser B, RB | ||||||||
| 5.183%, 11/01/2053 | 8,690 | 7,954 | ||||||
| California State, Build America Project, GO | ||||||||
| 7.600%, 11/01/2040 | 585 | 680 | ||||||
| 7.550%, 04/01/2039 | 2,305 | 2,657 | ||||||
| 7.500%, 04/01/2034 | 5,125 | 5,728 | ||||||
| California State, Health Facilities Financing Authority, RB | ||||||||
| 1.679%, 06/01/2028 | 4,975 | 4,739 | ||||||
| City of San Francisco California Public Utilities Commission Water Revenue, RB | ||||||||
| 6.950%, 11/01/2050 | 1,925 | 2,056 | ||||||
| Los Angeles County Public Works Financing Authority, RB | ||||||||
| 7.488%, 08/01/2033 | 1,085 | 1,189 | ||||||
| Riverside County, Pension Obligation, RB | ||||||||
| 3.818%, 02/15/2038 | 4,165 | 3,909 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| University of California Regents, Build America Project, Ser H, RB | ||||||||
| 6.548%, 05/15/2048 | $ | 120 | $ | 124 | ||||
| 29,036 | ||||||||
| Colorado — 0.2% | ||||||||
| City & County of Denver’s Airport System Revenue, Ser C, RB | ||||||||
| 2.037%, 11/15/2028 | 4,000 | 3,793 | ||||||
| Colorado State, Qualified School Construction Board, COP | ||||||||
| 6.817%, 03/15/2028 | 1,980 | 2,041 | ||||||
| 5,834 | ||||||||
| Georgia — 0.1% | ||||||||
| Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB | ||||||||
| 6.637%, 04/01/2057 | 2,294 | 2,385 | ||||||
| Illinois — 0.1% | ||||||||
| Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO | ||||||||
| 5.720%, 12/01/2038 | 2,580 | 2,579 | ||||||
| Sales Tax Securitization, Ser A, RB | ||||||||
| 4.637%, 01/01/2040 | 2,950 | 2,835 | ||||||
| 5,414 | ||||||||
| Iowa — 0.1% | ||||||||
| Iowa Student Loan Liquidity, Ser A, RB | ||||||||
| 5.343%, 12/01/2034 | 2,100 | 2,116 | ||||||
| Kansas — 0.1% | ||||||||
| Kansas State, Development Finance Authority, Ser H, RB | ||||||||
| 4.727%, 04/15/2037 | 4,620 | 4,464 | ||||||
| Massachusetts — 0.2% | ||||||||
| Massachusetts Clean Water Trust, Build America Project, RB | ||||||||
| 5.192%, 08/01/2040 | 2,225 | 2,227 | ||||||
| Massachusetts Educational Financing Authority, Ser A, RB | ||||||||
| 5.517%, 07/01/2036 | 2,800 | 2,814 | ||||||
| Massachusetts State, Build America Project, GO | ||||||||
| 4.910%, 05/01/2029 | 100 | 100 | ||||||
| Massachusetts State, Build America Project, RB | ||||||||
| 5.731%, 06/01/2040 | 80 | 81 | ||||||
| Massachusetts State, Educational Financing Authority, Ser A, RB | ||||||||
| 2.925%, 07/01/2028 | 2,550 | 2,469 | ||||||
| 7,691 | ||||||||
| SEI Institutional Investments Trust | 349 |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Continued)
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Michigan — 0.1% | ||||||||
| Michigan State, Finance Authority, RB | ||||||||
| 2.671%, 09/01/2049 (C) | $ | 4,600 | $ | 4,600 | ||||
| New Hampshire — 0.1% | ||||||||
| New Hampshire Health and Education Facilities Authority Act, RB | ||||||||
| 5.040%, 11/01/2034 | 2,010 | 1,986 | ||||||
| New York — 0.3% | ||||||||
| City of New York, Ser D-2, GO | ||||||||
| 4.719%, 10/01/2032 | 1,230 | 1,212 | ||||||
| City of New York, Ser H, GO | ||||||||
| 5.400%, 02/01/2034 | 1,730 | 1,750 | ||||||
| New York & New Jersey, Port Authority, RB | ||||||||
| 4.926%, 10/01/2051 | 165 | 147 | ||||||
| New York & New Jersey, Port Authority, Ser 181, RB | ||||||||
| 4.960%, 08/01/2046 | 1,315 | 1,193 | ||||||
| New York State, Dormitory Authority, Build America Project, RB | ||||||||
| 5.289%, 03/15/2033 | 2,410 | 2,407 | ||||||
| New York State, Empire State Development, Build America Project, RB | ||||||||
| 5.770%, 03/15/2039 | 5,505 | 5,558 | ||||||
| 12,267 | ||||||||
| Ohio — 0.1% | ||||||||
| American Municipal Power, Build America Project, RB | ||||||||
| 6.053%, 02/15/2043 | 3,065 | 3,032 | ||||||
| Oregon — 0.0% | ||||||||
| Oregon State, School Boards Association, Ser B, GO | ||||||||
| 5.550%, 06/30/2028 | 1,505 | 1,519 | ||||||
| Pennsylvania — 0.3% | ||||||||
| Commonwealth Financing Authority, Ser A, RB | ||||||||
| 4.014%, 06/01/2033 | 5,840 | 5,586 | ||||||
| Pennsylvania State, Economic Development Financing Authority, RB | ||||||||
| 2.152%, 06/15/2029 | 5,465 | 5,109 | ||||||
| 10,695 | ||||||||
| Texas — 0.1% | ||||||||
| Grand Parkway, Transportation Corp, Ser E, RB | ||||||||
| 5.184%, 10/01/2042 | 555 | 541 | ||||||
| North Texas Tollway Authority, Build America Project, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | 845 | 892 | ||||||
| Face Amount | Market Value | |||||||
| Description | (Thousands) | ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Texas State, Build America Project, GO | ||||||||
| 5.517%, 04/01/2039 | $ | 530 | $ | 525 | ||||
| 1,958 | ||||||||
| Virginia — 0.1% | ||||||||
| Williamsburg Economic Development Authority, RB | ||||||||
| 4.957%, 11/01/2035 | 2,500 | 2,443 | ||||||
| Total Municipal Bonds | ||||||||
| (Cost $109,128) ($ Thousands) | 103,362 | |||||||
| SOVEREIGN DEBT — 0.2% | ||||||||
| Chile Government International Bond | ||||||||
| 5.330%, 01/05/2054 | 55 | 50 | ||||||
| 3.860%, 06/21/2047 | 330 | 247 | ||||||
| Mexico Government International Bond | ||||||||
| 6.625%, 01/29/2038 | 3,730 | 3,736 | ||||||
| Romanian Government International Bond | ||||||||
| 6.375%, 01/30/2034(A) | 2,585 | 2,575 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $6,676) ($ Thousands) | 6,608 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 24,905,228 | 24,905 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $24,905) ($ Thousands) | 24,905 | |||||||
| Total Investments in Securities — 99.7% | ||||||||
| (Cost $3,727,950) ($ Thousands) | $ | 3,559,792 | ||||||
| 350 | SEI Institutional Investments Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Intermediate Duration Credit Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 2026, is as follows:
| Number of | Expiration | Notional Amount | Value | Unrealized Appreciation (Depreciation) | ||||||||||||||
| Type of Contract | Contracts | Date | (Thousands) | (Thousands) | (Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Notes | 396 | Dec-2026 | $ | 81,422 | $ | 81,273 | $ | (149 | ) | |||||||||
| U.S. 5-Year Treasury Notes | 265 | Dec-2026 | 28,096 | 28,011 | (85 | ) | ||||||||||||
| U.S. Ultra Long Treasury Bonds | 341 | Dec-2026 | 37,639 | 37,521 | (118 | ) | ||||||||||||
| 147,157 | 146,805 | (352 | ) | |||||||||||||||
| Short Contracts | ||||||||||||||||||
| U.S. 10-Year Treasury Notes | (302) | Dec-2026 | $ | (32,686 | ) | $ | (32,512 | ) | $ | 174 | ||||||||
| Ultra 10-Year U.S. Treasury Notes | (586) | Dec-2026 | (64,471 | ) | (64,121 | ) | 350 | |||||||||||
| (97,157 | ) | (96,633 | ) | 524 | ||||||||||||||
| $ | 50,000 | $ | 50,172 | $ | 172 | |||||||||||||
| Percentages are based on Net Assets of $3,569,108 ($ Thousands). | |
| ** | The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2026, the value of these securities amounted to $655,502 ($ Thousands), representing 18.4% of the Net Assets of the Fund. |
| (B) | Security is in default on interest payment. |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | Perpetual security with no stated maturity date. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Change in | ||||||||||||||||||||||||||||||||
| Proceeds | Realized | Unrealized | ||||||||||||||||||||||||||||||
| Value | Purchases | from | Gain | Appreciation | Value | Capital | ||||||||||||||||||||||||||
| Security Description | 5/31/2026 | at Cost | Sales | (Loss) | (Depreciation) | 8/31/2026 | Income | Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 34,016 | $ | 480,584 | $ | (489,695 | ) | $ | — | $ | — | $ | 24,905 | $ | 420 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 351 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 82.6% | ||||||||
| Communication Services — 7.3% | ||||||||
| Alphabet Inc, Cl A | 143,653 | $ | 48,749 | |||||
| Alphabet Inc, Cl C | 115,772 | 38,831 | ||||||
| AppLovin Corp, Cl A * | 6,617 | 2,065 | ||||||
| AT&T Inc | 170,929 | 4,425 | ||||||
| Charter Communications Inc, Cl A * | 2,190 | 334 | ||||||
| Comcast Corp, Cl A | 87,818 | 2,338 | ||||||
| EchoStar Corp, Cl A * | 3,367 | 291 | ||||||
| Fox Corp | 5,045 | 340 | ||||||
| Fox Corp, Cl B | 3,904 | 235 | ||||||
| Live Nation Entertainment Inc * | 4,036 | 726 | ||||||
| Meta Platforms Inc, Cl A | 53,779 | 30,780 | ||||||
| Netflix Inc * | 102,829 | 8,334 | ||||||
| News Corp, Cl A | 9,662 | 297 | ||||||
| News Corp, Cl B | 2,542 | 87 | ||||||
| Omnicom Group Inc | 6,719 | 588 | ||||||
| Paramount Skydance Corp, Cl B | 8,143 | 89 | ||||||
| Reddit Inc, Cl A * | 3,240 | 479 | ||||||
| Take-Two Interactive Software Inc * | 4,273 | 939 | ||||||
| TKO Group Holdings Inc, Cl A | 1,577 | 288 | ||||||
| T-Mobile US Inc | 11,478 | 2,071 | ||||||
| Trade Desk Inc/The, Cl A * | 11,475 | 157 | ||||||
| Verizon Communications Inc | 102,879 | 5,146 | ||||||
| Walt Disney Co/The | 42,270 | 4,546 | ||||||
| Warner Bros Discovery Inc * | 61,693 | 1,760 | ||||||
| 153,895 | ||||||||
| Consumer Discretionary — 7.0% | ||||||||
| Airbnb Inc, Cl A * | 10,157 | 1,861 | ||||||
| Amazon.com Inc * | 239,852 | 62,306 | ||||||
| APTIV PLC * | 5,690 | 255 | ||||||
| AutoZone Inc * | 413 | 1,235 | ||||||
| Best Buy Co Inc | 5,091 | 408 | ||||||
| Booking Holdings Inc | 18,838 | 3,750 | ||||||
| Carnival | 32,180 | 769 | ||||||
| Carvana Co, Cl A * | 17,850 | 1,311 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 30,904 | 1,175 | ||||||
| Darden Restaurants Inc | 2,686 | 576 | ||||||
| Deckers Outdoor Corp * | 3,314 | 289 | ||||||
| Domino’s Pizza Inc | 703 | 240 | ||||||
| DoorDash Inc, Cl A * | 9,325 | 2,161 | ||||||
| DR Horton Inc | 6,609 | 955 | ||||||
| eBay Inc | 11,140 | 1,154 | ||||||
| Expedia Group Inc | 2,879 | 913 | ||||||
| Ford Motor Co | 96,592 | 1,347 | ||||||
| Garmin Ltd | 3,905 | 1,109 | ||||||
| General Motors Co | 21,727 | 1,876 | ||||||
| Genuine Parts Co | 3,545 | 481 | ||||||
| Hasbro Inc | 3,420 | 322 | ||||||
| Hilton Worldwide Holdings Inc | 5,480 | 1,733 | ||||||
| Home Depot Inc/The | 24,319 | 7,973 | ||||||
| Las Vegas Sands Corp | 7,880 | 345 | ||||||
| Lennar Corp, Cl A | 5,323 | 448 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lowe’s Cos Inc | 13,574 | $ | 2,779 | |||||
| Lululemon Athletica Inc * | 2,574 | 310 | ||||||
| Marriott International Inc/MD, Cl A | 5,425 | 1,854 | ||||||
| McDonald’s Corp | 17,520 | 4,617 | ||||||
| MGM Resorts International * | 5,314 | 220 | ||||||
| NIKE Inc, Cl B | 29,596 | 1,156 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 11,600 | 187 | ||||||
| NVR Inc * | 67 | 423 | ||||||
| O’Reilly Automotive Inc * | 20,393 | 1,811 | ||||||
| PulteGroup Inc | 4,481 | 566 | ||||||
| Ralph Lauren Corp, Cl A | 1,016 | 352 | ||||||
| Ross Stores Inc | 7,755 | 1,772 | ||||||
| Royal Caribbean Cruises Ltd | 5,998 | 1,612 | ||||||
| Starbucks Corp | 27,638 | 2,937 | ||||||
| Tapestry Inc | 4,841 | 597 | ||||||
| Tesla Inc * | 68,923 | 25,360 | ||||||
| TJX Cos Inc/The | 27,237 | 3,647 | ||||||
| Tractor Supply Co | 13,543 | 473 | ||||||
| Ulta Beauty Inc * | 1,005 | 540 | ||||||
| Williams-Sonoma Inc | 2,804 | 640 | ||||||
| Wynn Resorts Ltd | 2,155 | 197 | ||||||
| Yum! Brands Inc | 6,865 | 1,052 | ||||||
| 148,094 | ||||||||
| Consumer Staples — 3.4% | ||||||||
| Altria Group Inc | 41,005 | 2,808 | ||||||
| Archer-Daniels-Midland Co | 12,275 | 998 | ||||||
| Brown-Forman Corp, Cl B | 4,220 | 112 | ||||||
| Bunge Global SA | 3,048 | 354 | ||||||
| Casey’s General Stores Inc | 930 | 700 | ||||||
| Church & Dwight Co Inc | 5,557 | 554 | ||||||
| Clorox Co/The | 3,030 | 296 | ||||||
| Coca-Cola Co/The | 94,564 | 8,385 | ||||||
| Colgate-Palmolive Co | 19,258 | 1,730 | ||||||
| Constellation Brands Inc, Cl A | 3,218 | 420 | ||||||
| Costco Wholesale Corp | 10,842 | 10,234 | ||||||
| Dollar General Corp | 5,617 | 712 | ||||||
| Dollar Tree Inc * | 4,235 | 536 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 6,031 | 617 | ||||||
| General Mills Inc | 12,627 | 520 | ||||||
| Hershey Co/The | 3,829 | 675 | ||||||
| Hormel Foods Corp | 7,454 | 163 | ||||||
| J M Smucker Co/The | 2,709 | 355 | ||||||
| Kenvue Inc | 49,057 | 926 | ||||||
| Keurig Dr Pepper Inc | 32,751 | 1,043 | ||||||
| Kimberly-Clark Corp | 7,959 | 859 | ||||||
| Kraft Heinz Co/The | 21,941 | 563 | ||||||
| Kroger Co/The | 14,563 | 838 | ||||||
| McCormick & Co Inc/MD | 6,446 | 350 | ||||||
| Molson Coors Beverage Co, Cl B | 4,339 | 173 | ||||||
| Mondelez International Inc, Cl A | 30,947 | 1,921 | ||||||
| Monster Beverage Corp * | 35,414 | 1,626 | ||||||
| PepsiCo Inc | 33,276 | 4,670 | ||||||
| Philip Morris International Inc | 38,038 | 7,125 | ||||||
| 352 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Procter & Gamble Co/The | 56,859 | $ | 8,251 | |||||
| Sysco Corp | 12,147 | 985 | ||||||
| Target Corp | 11,208 | 1,803 | ||||||
| Tyson Foods Inc, Cl A | 7,278 | 401 | ||||||
| Walmart Inc | 107,159 | 11,238 | ||||||
| 72,941 | ||||||||
| Energy — 2.7% | ||||||||
| APA Corp | 9,000 | 388 | ||||||
| Baker Hughes Co, Cl A | 24,767 | 1,574 | ||||||
| Chevron Corp | 45,733 | 9,427 | ||||||
| ConocoPhillips | 29,617 | 3,924 | ||||||
| Devon Energy Corp | 28,124 | 1,364 | ||||||
| Diamondback Energy Inc | 4,807 | 964 | ||||||
| EOG Resources Inc | 12,981 | 1,882 | ||||||
| EQT Corp | 15,192 | 823 | ||||||
| Expand Energy | 6,085 | 597 | ||||||
| ExxonMobil Holdings | 101,405 | 16,321 | ||||||
| Halliburton Co | 20,040 | 738 | ||||||
| Kinder Morgan Inc | 48,324 | 1,558 | ||||||
| Marathon Petroleum Corp | 7,181 | 2,681 | ||||||
| Occidental Petroleum Corp | 18,366 | 1,105 | ||||||
| ONEOK Inc | 15,493 | 1,488 | ||||||
| Phillips 66 | 9,696 | 2,391 | ||||||
| SLB | 37,180 | 2,235 | ||||||
| Targa Resources Corp | 5,380 | 1,580 | ||||||
| Texas Pacific Land Corp | 1,479 | 554 | ||||||
| Valero Energy Corp | 7,303 | 2,621 | ||||||
| Williams Cos Inc/The | 29,541 | 2,217 | ||||||
| 56,432 | ||||||||
| Financials — 9.4% | ||||||||
| Aflac Inc | 11,198 | 1,297 | ||||||
| Allstate Corp/The | 6,262 | 1,614 | ||||||
| American Express Co | 12,950 | 4,276 | ||||||
| American International Group Inc | 12,764 | 975 | ||||||
| Ameriprise Financial Inc | 2,146 | 1,187 | ||||||
| Aon PLC, Cl A | 5,212 | 1,676 | ||||||
| Apollo Global Management Inc | 11,527 | 1,574 | ||||||
| Arch Capital Group Ltd * | 8,325 | 816 | ||||||
| Ares Management Corp, Cl A | 5,261 | 753 | ||||||
| Arthur J Gallagher & Co | 6,367 | 1,669 | ||||||
| Assurant Inc | 1,263 | 356 | ||||||
| Bank of America Corp | 159,532 | 9,881 | ||||||
| Bank of New York Mellon Corp/The | 16,971 | 2,737 | ||||||
| Berkshire Hathaway Inc, Cl B * | 44,879 | 22,620 | ||||||
| BlackRock Funding Inc/DE | 3,511 | 4,057 | ||||||
| Blackstone Inc | 17,983 | 2,576 | ||||||
| Block Inc, Cl A * | 13,455 | 1,104 | ||||||
| Brown & Brown Inc | 7,480 | 540 | ||||||
| Capital One Financial Corp | 15,287 | 3,279 | ||||||
| Cboe Global Markets Inc | 2,691 | 808 | ||||||
| Charles Schwab Corp/The | 39,781 | 4,369 | ||||||
| Chubb Ltd | 8,936 | 3,026 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cincinnati Financial Corp | 4,006 | $ | 681 | |||||
| Citigroup Inc | 42,102 | 5,541 | ||||||
| Citizens Financial Group Inc | 10,050 | 692 | ||||||
| CME Group Inc, Cl A | 8,946 | 2,554 | ||||||
| Coinbase Global Inc, Cl A * | 5,629 | 1,059 | ||||||
| Corpay Inc * | 1,547 | 625 | ||||||
| Erie Indemnity Co, Cl A | 676 | 173 | ||||||
| Everest Group Ltd | 1,067 | 400 | ||||||
| FactSet Research Systems Inc | 951 | 298 | ||||||
| Fidelity National Information Services Inc | 13,357 | 545 | ||||||
| Fifth Third Bancorp | 22,551 | 1,213 | ||||||
| Fiserv Inc * | 13,181 | 703 | ||||||
| Franklin Resources Inc | 7,897 | 270 | ||||||
| Global Payments Inc | 5,358 | 488 | ||||||
| Globe Life Inc | 2,062 | 356 | ||||||
| Goldman Sachs Group Inc/The | 7,201 | 7,388 | ||||||
| Hartford Insurance Group | 6,619 | 909 | ||||||
| Huntington Bancshares Inc/OH | 50,978 | 851 | ||||||
| Interactive Brokers Group Inc, Cl A | 10,718 | 1,043 | ||||||
| Intercontinental Exchange Inc | 13,663 | 2,196 | ||||||
| Invesco Ltd | 10,601 | 347 | ||||||
| Jack Henry & Associates Inc | 1,870 | 314 | ||||||
| JPMorgan Chase & Co | 65,597 | 23,354 | ||||||
| KeyCorp | 23,977 | 518 | ||||||
| KKR & Co Inc | 17,202 | 1,887 | ||||||
| Loews Corp | 3,985 | 432 | ||||||
| M&T Bank Corp | 3,729 | 872 | ||||||
| Marsh & McLennan Cos Inc | 11,871 | 2,253 | ||||||
| Mastercard Inc, Cl A | 19,726 | 11,625 | ||||||
| MetLife Inc | 13,065 | 1,243 | ||||||
| Moody’s Corp | 3,620 | 1,827 | ||||||
| Morgan Stanley | 29,235 | 6,236 | ||||||
| MSCI Inc, Cl A | 1,770 | 1,010 | ||||||
| Nasdaq Inc | 10,806 | 1,066 | ||||||
| Northern Trust Corp | 4,452 | 826 | ||||||
| PayPal Holdings Inc | 21,333 | 1,124 | ||||||
| PNC Financial Services Group Inc/The | 9,840 | 2,358 | ||||||
| Principal Financial Group Inc | 4,595 | 506 | ||||||
| Progressive Corp/The | 14,176 | 3,091 | ||||||
| Prudential Financial Inc | 8,582 | 1,009 | ||||||
| Raymond James Financial Inc | 4,114 | 733 | ||||||
| Regions Financial Corp | 20,258 | 605 | ||||||
| Robinhood Markets Inc, Cl A * | 19,402 | 2,034 | ||||||
| S&P Global Inc | 7,453 | 3,248 | ||||||
| Synchrony Financial | 8,711 | 671 | ||||||
| T Rowe Price Group Inc | 5,052 | 562 | ||||||
| Travelers Cos Inc/The | 5,125 | 1,875 | ||||||
| Truist Financial Corp | 29,898 | 1,482 | ||||||
| US Bancorp | 38,625 | 2,379 | ||||||
| Visa Inc, Cl A | 40,602 | 15,403 | ||||||
| W R Berkley Corp | 7,648 | 517 | ||||||
| Wells Fargo & Co | 74,645 | 6,449 | ||||||
| SEI Institutional Investments Trust | 353 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Willis Towers Watson PLC | 2,343 | $ | 793 | |||||
| 197,824 | ||||||||
| Health Care — 7.1% | ||||||||
| Abbott Laboratories | 42,411 | 4,680 | ||||||
| AbbVie Inc | 43,185 | 11,074 | ||||||
| Agilent Technologies Inc | 6,970 | 1,070 | ||||||
| Align Technology Inc * | 1,709 | 273 | ||||||
| Amgen Inc | 13,156 | 5,656 | ||||||
| Baxter International Inc | 13,734 | 357 | ||||||
| Becton Dickinson & Co | 6,634 | 1,248 | ||||||
| Biogen Inc * | 3,782 | 819 | ||||||
| Bio-Techne Corp | 3,644 | 264 | ||||||
| Boston Scientific Corp * | 37,263 | 1,800 | ||||||
| Bristol-Myers Squibb Co | 49,573 | 3,312 | ||||||
| Cardinal Health Inc | 5,905 | 1,385 | ||||||
| Cencora Inc | 4,855 | 1,571 | ||||||
| Centene Corp * | 12,003 | 772 | ||||||
| Charles River Laboratories International Inc * | 1,192 | 344 | ||||||
| Cigna Group/The | 6,454 | 1,782 | ||||||
| Cooper Cos Inc/The * | 5,238 | 367 | ||||||
| CVS Health Corp | 30,930 | 2,905 | ||||||
| Danaher Corp | 15,292 | 3,266 | ||||||
| DaVita Inc * | 837 | 147 | ||||||
| Dexcom Inc * | 9,142 | 832 | ||||||
| Edwards Lifesciences Corp * | 14,436 | 1,310 | ||||||
| Elevance Health Inc | 5,357 | 2,103 | ||||||
| Eli Lilly & Co | 19,365 | 22,400 | ||||||
| GE HealthCare Technologies Inc | 11,106 | 791 | ||||||
| Gilead Sciences Inc | 30,214 | 4,422 | ||||||
| HCA Healthcare Inc | 3,807 | 1,578 | ||||||
| Henry Schein Inc * | 2,637 | 237 | ||||||
| Humana Inc | 2,899 | 1,111 | ||||||
| IDEXX Laboratories Inc * | 1,991 | 1,108 | ||||||
| Incyte Corp * | 4,043 | 498 | ||||||
| Insulet Corp * | 1,797 | 267 | ||||||
| Intuitive Surgical Inc * | 8,715 | 3,284 | ||||||
| IQVIA Holdings Inc * | 3,989 | 1,042 | ||||||
| Johnson & Johnson | 58,891 | 15,656 | ||||||
| Labcorp Holdings Inc | 1,913 | 636 | ||||||
| McKesson Corp | 2,969 | 2,629 | ||||||
| Medtronic PLC | 31,118 | 2,821 | ||||||
| Merck & Co Inc | 60,328 | 8,914 | ||||||
| Mettler-Toledo International Inc * | 477 | 670 | ||||||
| Moderna Inc * | 8,887 | 1,247 | ||||||
| Pfizer Inc | 140,122 | 3,988 | ||||||
| Quest Diagnostics Inc | 2,853 | 686 | ||||||
| Regeneron Pharmaceuticals Inc | 2,499 | 1,997 | ||||||
| ResMed Inc | 3,546 | 851 | ||||||
| Revvity Inc | 2,931 | 377 | ||||||
| Solventum Corp * | 3,783 | 345 | ||||||
| STERIS PLC | 2,476 | 576 | ||||||
| Stryker Corp | 8,360 | 2,707 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Thermo Fisher Scientific Inc | 9,058 | $ | 5,590 | |||||
| UnitedHealth Group Inc | 22,180 | 8,637 | ||||||
| Universal Health Services Inc, Cl B | 1,421 | 242 | ||||||
| Veeva Systems Inc, Cl A * | 3,792 | 1,083 | ||||||
| Vertex Pharmaceuticals Inc * | 6,162 | 3,355 | ||||||
| Viatris Inc | 28,909 | 477 | ||||||
| Waters Corp * | 2,491 | 1,033 | ||||||
| West Pharmaceutical Services Inc | 1,834 | 626 | ||||||
| Zimmer Biomet Holdings Inc | 4,421 | 442 | ||||||
| Zoetis Inc, Cl A | 10,579 | 816 | ||||||
| 150,476 | ||||||||
| Industrials — 6.4% | ||||||||
| 3M Co | 12,861 | 2,210 | ||||||
| A O Smith Corp | 2,764 | 163 | ||||||
| Allegion PLC | 2,172 | 337 | ||||||
| AMETEK Inc | 5,705 | 1,342 | ||||||
| Automatic Data Processing Inc | 9,865 | 2,823 | ||||||
| Axon Enterprise Inc * | 1,939 | 1,099 | ||||||
| Boeing Co/The * | 19,170 | 3,983 | ||||||
| Broadridge Financial Solutions Inc | 3,017 | 550 | ||||||
| Builders FirstSource Inc * | 2,841 | 189 | ||||||
| Carrier Global Corp | 19,732 | 1,149 | ||||||
| Caterpillar Inc | 11,251 | 8,972 | ||||||
| CH Robinson Worldwide Inc | 3,039 | 455 | ||||||
| Cintas Corp | 8,178 | 1,650 | ||||||
| Comfort Systems USA Inc | 840 | 1,298 | ||||||
| Copart Inc * | 21,654 | 714 | ||||||
| CSX Corp | 44,918 | 2,269 | ||||||
| Cummins Inc | 3,429 | 1,935 | ||||||
| Deere & Co | 6,181 | 4,048 | ||||||
| Delta Air Lines Inc | 16,019 | 1,250 | ||||||
| Dover Corp | 3,193 | 620 | ||||||
| DuPont de Nemours | 3,597 | 484 | ||||||
| Eaton Corp PLC | 9,438 | 3,793 | ||||||
| EMCOR Group Inc | 1,046 | 768 | ||||||
| Emerson Electric Co | 13,521 | 2,061 | ||||||
| Equifax Inc | 2,772 | 524 | ||||||
| Expeditors International of Washington Inc | 3,053 | 579 | ||||||
| Fastenal Co | 28,175 | 1,389 | ||||||
| FedEx Corp | 5,420 | 1,775 | ||||||
| Fedex Freight Holding * | 2,710 | 362 | ||||||
| Ferguson Enterprises Inc | 4,813 | 1,081 | ||||||
| Fortive Corp | 7,527 | 443 | ||||||
| GE Vernova Inc | 6,552 | 5,887 | ||||||
| Generac Holdings Inc * | 1,406 | 261 | ||||||
| General Dynamics Corp | 6,320 | 2,347 | ||||||
| General Electric Co | 25,482 | 8,555 | ||||||
| Honeywell Aerospace * | 8,000 | 1,265 | ||||||
| Honeywell International | 7,617 | 1,627 | ||||||
| Howmet Aerospace Inc | 9,814 | 2,404 | ||||||
| Hubbell Inc, Cl B | 1,357 | 615 | ||||||
| Huntington Ingalls Industries Inc | 1,008 | 294 | ||||||
| IDEX Corp | 1,935 | 442 | ||||||
| 354 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Illinois Tool Works Inc | 6,302 | $ | 1,735 | |||||
| Ingersoll Rand Inc | 8,317 | 641 | ||||||
| Jacobs Solutions Inc | 3,052 | 455 | ||||||
| JB Hunt Transport Services Inc | 1,892 | 502 | ||||||
| Johnson Controls International PLC | 14,915 | 2,062 | ||||||
| L3Harris Technologies Inc | 4,637 | 1,235 | ||||||
| Leidos Holdings Inc | 3,296 | 462 | ||||||
| Lennox International Inc | 814 | 312 | ||||||
| Lockheed Martin Corp | 4,916 | 2,759 | ||||||
| Masco Corp | 5,172 | 373 | ||||||
| Nordson Corp | 1,380 | 444 | ||||||
| Norfolk Southern Corp | 5,617 | 1,925 | ||||||
| Northrop Grumman Corp | 3,255 | 1,757 | ||||||
| Old Dominion Freight Line Inc | 4,472 | 894 | ||||||
| Otis Worldwide Corp | 9,483 | 675 | ||||||
| PACCAR Inc | 13,018 | 1,616 | ||||||
| Parker-Hannifin Corp | 3,058 | 2,995 | ||||||
| Paychex Inc | 7,930 | 1,010 | ||||||
| Pentair PLC | 4,218 | 255 | ||||||
| Quanta Services Inc | 3,695 | 2,243 | ||||||
| Republic Services Inc, Cl A | 4,996 | 1,104 | ||||||
| Rockwell Automation Inc | 2,771 | 1,176 | ||||||
| Rollins Inc | 7,381 | 266 | ||||||
| RTX Corp | 32,860 | 6,826 | ||||||
| Snap-on Inc | 1,321 | 510 | ||||||
| Southwest Airlines Co | 12,547 | 483 | ||||||
| Stanley Black & Decker Inc | 3,863 | 372 | ||||||
| Textron Inc | 4,555 | 367 | ||||||
| Trane Technologies PLC | 5,419 | 2,408 | ||||||
| TransDigm Group Inc | 1,344 | 1,575 | ||||||
| Uber Technologies Inc * | 49,490 | 3,744 | ||||||
| Union Pacific Corp | 14,449 | 4,344 | ||||||
| United Airlines Holdings Inc * | 8,274 | 894 | ||||||
| United Parcel Service Inc, Cl B | 18,357 | 1,913 | ||||||
| United Rentals Inc | 1,525 | 1,583 | ||||||
| Veralto Corp | 6,291 | 620 | ||||||
| Verisk Analytics Inc, Cl A | 3,372 | 653 | ||||||
| Vertiv Holdings Co, Cl A | 9,569 | 2,476 | ||||||
| Waste Management Inc | 9,034 | 1,978 | ||||||
| Westinghouse Air Brake Technologies Corp | 4,088 | 1,169 | ||||||
| WW Grainger Inc | 1,086 | 1,422 | ||||||
| Xylem Inc/NY | 5,919 | 652 | ||||||
| 134,897 | ||||||||
| Information Technology — 35.0% | ||||||||
| Accenture PLC, Cl A | 15,012 | 2,849 | ||||||
| Adobe Inc * | 9,797 | 2,868 | ||||||
| Advanced Micro Devices Inc * | 39,904 | 18,784 | ||||||
| Akamai Technologies Inc * | 3,584 | 389 | ||||||
| Amphenol Corp, Cl A | 30,331 | 4,809 | ||||||
| Analog Devices Inc | 11,878 | 4,302 | ||||||
| Apple Inc | 359,955 | 114,052 | ||||||
| Applied Materials Inc | 19,385 | 8,886 | ||||||
| Arista Networks Inc * | 25,434 | 4,977 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Autodesk Inc * | 5,309 | $ | 1,373 | |||||
| Broadcom Inc | 115,981 | 42,952 | ||||||
| Cadence Design Systems Inc * | 6,822 | 2,311 | ||||||
| CDW Corp/DE | 2,912 | 441 | ||||||
| Ciena Corp * | 3,536 | 1,354 | ||||||
| Cisco Systems Inc | 96,535 | 10,666 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 11,906 | 769 | ||||||
| Coherent Corp * | 4,894 | 1,360 | ||||||
| Corning Inc | 18,981 | 2,823 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 25,132 | 5,805 | ||||||
| Datadog Inc, Cl A * | 8,273 | 1,961 | ||||||
| Dell Technologies Inc, Cl C | 7,168 | 3,269 | ||||||
| F5 Inc * | 1,457 | 593 | ||||||
| Fair Isaac Corp * | 551 | 632 | ||||||
| First Solar Inc * | 2,762 | 558 | ||||||
| Flex Ltd * | 9,197 | 1,005 | ||||||
| Fortinet Inc * | 15,071 | 2,576 | ||||||
| Gartner Inc * | 1,748 | 346 | ||||||
| Gen Digital Inc | 14,629 | 454 | ||||||
| GoDaddy Inc, Cl A * | 3,230 | 316 | ||||||
| Hewlett Packard Enterprise Co | 32,194 | 1,682 | ||||||
| HP Inc | 21,355 | 641 | ||||||
| Intel Corp * | 120,721 | 10,806 | ||||||
| International Business Machines Corp | 22,903 | 5,356 | ||||||
| Intuit Inc | 6,689 | 2,403 | ||||||
| Jabil Inc | 2,715 | 829 | ||||||
| Keysight Technologies Inc * | 4,204 | 1,357 | ||||||
| KLA Corp | 31,838 | 5,586 | ||||||
| Lam Research Corp | 30,550 | 9,211 | ||||||
| Lumentum Holdings Inc * | 1,946 | 1,780 | ||||||
| Marvell Technology Inc | 21,591 | 4,570 | ||||||
| Microchip Technology Inc | 13,791 | 1,013 | ||||||
| Micron Technology Inc | 27,611 | 26,471 | ||||||
| Microsoft Corp ^ | 430,503 | 218,390 | ||||||
| Monolithic Power Systems Inc | 1,221 | 1,548 | ||||||
| Motorola Solutions Inc | 4,002 | 1,942 | ||||||
| NetApp Inc | 4,704 | 872 | ||||||
| NVIDIA Corp | 593,611 | 131,057 | ||||||
| NXP Semiconductors NV | 6,244 | 1,403 | ||||||
| ON Semiconductor Corp * | 9,894 | 733 | ||||||
| Oracle Corp | 41,383 | 6,171 | ||||||
| Palantir Technologies Inc, Cl A * | 56,113 | 10,458 | ||||||
| Palo Alto Networks Inc * | 19,794 | 7,564 | ||||||
| PTC Inc * | 2,625 | 409 | ||||||
| Qnity Electronics Inc | 5,396 | 644 | ||||||
| QUALCOMM Inc | 25,984 | 4,430 | ||||||
| Roper Technologies Inc | 2,431 | 1,032 | ||||||
| Salesforce Inc | 19,927 | 5,132 | ||||||
| SanDisk Corp * | 3,609 | 5,654 | ||||||
| Seagate Technology Holdings PLC | 5,526 | 4,578 | ||||||
| ServiceNow Inc * | 25,493 | 3,773 | ||||||
| Skyworks Solutions Inc | 3,866 | 259 | ||||||
| Super Micro Computer Inc * | 12,913 | 481 | ||||||
| SEI Institutional Investments Trust | 355 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Synopsys Inc * | 4,623 | $ | 2,032 | |||||
| TE Connectivity PLC | 6,995 | 1,436 | ||||||
| Teledyne Technologies Inc * | 1,083 | 664 | ||||||
| Teradyne Inc | 3,854 | 1,348 | ||||||
| Texas Instruments Inc | 22,185 | 5,788 | ||||||
| Trimble Inc * | 6,078 | 364 | ||||||
| Tyler Technologies Inc * | 1,105 | 411 | ||||||
| VeriSign Inc | 1,913 | 551 | ||||||
| Western Digital Corp | 8,494 | 3,827 | ||||||
| Workday Inc, Cl A * | 4,840 | 956 | ||||||
| Zebra Technologies Corp, Cl A * | 1,077 | 381 | ||||||
| 739,473 | ||||||||
| Materials — 1.4% | ||||||||
| Air Products and Chemicals Inc | 5,495 | 1,701 | ||||||
| Albemarle Corp | 2,916 | 394 | ||||||
| Amcor PLC | 11,904 | 546 | ||||||
| Avery Dennison Corp | 2,005 | 349 | ||||||
| Ball Corp | 6,716 | 423 | ||||||
| CF Industries Holdings Inc | 3,909 | 508 | ||||||
| Corteva Inc | 16,664 | 1,410 | ||||||
| CRH PLC | 16,282 | 1,535 | ||||||
| Dow Inc | 17,977 | 549 | ||||||
| Ecolab Inc | 6,096 | 1,726 | ||||||
| Freeport-McMoRan Inc, Cl B | 35,717 | 2,705 | ||||||
| International Flavors & Fragrances Inc | 6,655 | 575 | ||||||
| International Paper Co | 13,592 | 516 | ||||||
| Linde PLC | 11,268 | 5,517 | ||||||
| LyondellBasell Industries NV, Cl A | 6,610 | 430 | ||||||
| Martin Marietta Materials Inc | 1,436 | 745 | ||||||
| Mosaic Co/The | 7,822 | 189 | ||||||
| Newmont Corp | 26,433 | 3,332 | ||||||
| Nucor Corp | 5,577 | 1,392 | ||||||
| Packaging Corp of America | 2,278 | 533 | ||||||
| PPG Industries Inc | 5,759 | 646 | ||||||
| Sherwin-Williams Co/The | 5,529 | 1,873 | ||||||
| Smurfit WestRock PLC | 13,092 | 614 | ||||||
| Steel Dynamics Inc | 3,277 | 762 | ||||||
| Vulcan Materials Co | 3,246 | 875 | ||||||
| 29,845 | ||||||||
| Real Estate — 1.4% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 3,863 | 198 | ||||||
| American Tower Corp, Cl A ‡ | 11,237 | 1,974 | ||||||
| BXP Inc ‡ | 3,781 | 257 | ||||||
| Camden Property Trust ‡ | 2,744 | 290 | ||||||
| CBRE Group Inc, Cl A * | 7,245 | 1,056 | ||||||
| CoStar Group Inc * | 10,825 | 347 | ||||||
| Crown Castle Inc ‡ | 10,668 | 812 | ||||||
| Digital Realty Trust Inc ‡ | 7,941 | 1,474 | ||||||
| Equinix Inc ‡ | 2,440 | 2,554 | ||||||
| Equity Residential ‡ | 18,039 | 1,175 | ||||||
| Essex Property Trust Inc ‡ | 1,657 | 469 | ||||||
| Extra Space Storage Inc ‡ | 4,952 | 699 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Federal Realty Investment Trust ‡ | 2,011 | $ | 233 | |||||
| Healthpeak Properties Inc ‡ | 17,856 | 372 | ||||||
| Host Hotels & Resorts Inc ‡ | 16,791 | 368 | ||||||
| Invitation Homes Inc ‡ | 14,508 | 423 | ||||||
| Iron Mountain Inc ‡ | 7,610 | 878 | ||||||
| Kimco Realty Corp ‡ | 17,412 | 413 | ||||||
| Mid-America Apartment Communities Inc ‡ | 2,930 | 378 | ||||||
| Prologis Inc ‡ | 22,916 | 3,206 | ||||||
| Public Storage ‡ | 3,855 | 1,183 | ||||||
| Realty Income Corp ‡ | 23,055 | 1,413 | ||||||
| Regency Centers Corp ‡ | 4,197 | 314 | ||||||
| SBA Communications Corp, Cl A ‡ | 2,764 | 524 | ||||||
| Simon Property Group Inc ‡ | 7,798 | 1,656 | ||||||
| UDR Inc ‡ | 7,651 | 283 | ||||||
| Ventas Inc ‡ | 11,623 | 1,060 | ||||||
| VICI Properties Inc, Cl A ‡ | 27,509 | 706 | ||||||
| Welltower Inc ‡ | 17,169 | 4,056 | ||||||
| Weyerhaeuser Co ‡ | 18,783 | 439 | ||||||
| 29,210 | ||||||||
| Utilities — 1.5% | ||||||||
| AES Corp/The | 17,607 | 260 | ||||||
| Alliant Energy Corp | 6,549 | 445 | ||||||
| Ameren Corp | 6,967 | 739 | ||||||
| American Electric Power Co Inc | 13,555 | 1,660 | ||||||
| American Water Works Co Inc | 4,891 | 676 | ||||||
| Atmos Energy Corp | 4,136 | 687 | ||||||
| CenterPoint Energy Inc | 16,536 | 655 | ||||||
| CMS Energy Corp | 7,638 | 520 | ||||||
| Consolidated Edison Inc | 9,223 | 987 | ||||||
| Constellation Energy Corp | 7,860 | 2,160 | ||||||
| Dominion Energy Inc | 21,847 | 1,442 | ||||||
| DTE Energy Co | 5,349 | 725 | ||||||
| Duke Energy Corp | 18,841 | 2,259 | ||||||
| Edison International | 9,822 | 530 | ||||||
| Entergy Corp | 11,336 | 1,205 | ||||||
| Evergy Inc | 6,025 | 488 | ||||||
| Eversource Energy | 9,485 | 665 | ||||||
| Exelon Corp | 25,636 | 1,121 | ||||||
| FirstEnergy Corp | 13,246 | 607 | ||||||
| NextEra Energy Inc | 50,725 | 4,177 | ||||||
| NiSource Inc | 12,121 | 496 | ||||||
| NRG Energy Inc | 5,312 | 585 | ||||||
| PG&E Corp | 52,029 | 690 | ||||||
| Pinnacle West Capital Corp | 2,970 | 290 | ||||||
| PPL Corp | 18,991 | 648 | ||||||
| Public Service Enterprise Group Inc | 12,208 | 895 | ||||||
| Sempra | 16,221 | 1,325 | ||||||
| Southern Co/The | 27,267 | 2,400 | ||||||
| Vistra Corp | 7,902 | 1,086 | ||||||
| WEC Energy Group Inc | 7,812 | 829 | ||||||
| 356 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 15,616 | $ | 1,182 | |||||
| 32,434 | ||||||||
| Total Common Stock | ||||||||
| (Cost $485,032) ($ Thousands) | 1,745,521 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Holx CVR *‡‡ | 5,629 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.570%**† | 14,047,912 | 14,048 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $14,048) ($ Thousands) | 14,048 | |||||||
| PURCHASED OPTION — 0.0% | ||||||||
| Total Purchased Option | ||||||||
| (Cost $1,610) ($ Thousands) | 66 | |||||||
| PURCHASED SWAPTIONS — 0.1% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $14,005) ($ Thousands) | 3,242 | |||||||
| Total Investments in Securities — 83.4% | ||||||||
| (Cost $514,695) ($ Thousands) | $ | 1,762,877 | ||||||
| WRITTEN SWAPTIONS — (0.5)% | ||||||||
| Total Written Swaptions | ||||||||
| (Premiums Received $7,707) ($ Thousands) | $ | (9,329 | ) | |||||
A list of open exchange traded options contracts for the Fund at August 31, 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 | $ | 66 | ||||||||||
| Total Purchased Option | $ | 114,954 | $ | 66 | ||||||||||||||
A list of open over the counter swaptions contracts for the Fund at August 31, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | ||||||||||||
| PURCHASED SWAPTIONS — 0.1% | |||||||||||||||||
| Call Swaptions | |||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | $ | 1,814,400,000 | $ | 3.00 | 12/18/2027 | $ | 1,410 | |||||||||
| SEI Institutional Investments Trust | 357 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Dynamic Asset Allocation Fund (Continued)
A list of open over the counter swaptions contracts for the Fund at August 31, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS (continued) | ||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | 1,900,000,000 | $ | 3.53 | 04/17/2027 | 1,176 | ||||||||||
| 5y-30y SOFR Slope Cap | Goldman Sachs | 1,615,000,000 | 0.75 | 05/22/2027 | 656 | |||||||||||
| Total Purchased Swaptions | $ | 5,329,400,000 | $ | 3,242 | ||||||||||||
| WRITTEN SWAPTIONS — (0.5)% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | $ | (1,900,000,000 | ) | 4.03 | 04/17/2027 | $ | (8,145 | ) | |||||||
| Call Swaptions | ||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | $ | (2,721,600,000 | ) | 2.00 | 12/18/2027 | $ | (667 | ) | |||||||
| 2-Year Interest Rate Swap | Goldman Sachs | (1,900,000,000 | ) | 3.03 | 04/17/2027 | (487 | ) | |||||||||
| 5y-30y SOFR Slope Cap | Goldman Sachs | (1,615,000,000 | ) | 1.50 | 05/22/2027 | (29 | ) | |||||||||
| (6,236,600,000 | ) | (1,183 | ) | |||||||||||||
| Total Written Swaptions | $ | (8,136,600,000 | ) | $ | (9,328 | ) | ||||||||||
A list of the open futures contracts held by the Fund at August 31, 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 | 1,240 | Sep-2026 | $ | 465,613 | $ | 477,338 | $ | 11,725 | |||||||||
A list of the open centrally cleared swap agreements held by the Fund at August 31, 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) | ||||||||||||||||||
| 2.477%^ | USA-CPI-U | Annually | 06/06/2035 | USD | 1,158,857 | $ | 44,543 | $ | – | $ | 44,543 | |||||||||||||||
| EUR-EURIBOR | 2.425% | Quarterly | 03/27/2027 | EUR | 1,078,480 | (2,285 | ) | (2,285 | ) | – | ||||||||||||||||
| SOFR INDEX | 3.41% | Annually | 12/11/2028 | USD | 1,023,842 | (16,469 | ) | – | (16,469 | ) | ||||||||||||||||
| 3.432% | SOFR INDEX | Annually | 12/11/2056 | USD | 107,637 | 19,755 | – | 19,755 | ||||||||||||||||||
| 4.161% | SOFR INDEX | Annually | 11/02/2056 | USD | 214,675 | 14,191 | – | 14,191 | ||||||||||||||||||
| SOFR INDEX | 4.35% | Annually | 11/02/2031 | USD | 837,500 | 3,510 | – | 3,510 | ||||||||||||||||||
| $ | 63,245 | $ | (2,285 | ) | $ | 65,530 | ||||||||||||||||||||
A list of open OTC swap agreements held by the Fund at August 31, 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) | ||||||||||||||||||||
| JPMorgan Chase | Bloomberg Enhanced Roll Yield Total Return Index^ | SOFR +13 BPS | INDEX RETURN | Annually | 10/31/2026 | 71,540 | $ | 5,062 | $ | – | $ | 5,062 | ||||||||||||||||||
| JPMorgan Chase | JMFX121E Index | FLOATING 0% | ASSET RETURN | Monthly | 11/17/2026 | USD | 188,799 | (283 | ) | – | (283 | ) | ||||||||||||||||||
| JPMorgan Chase | JMFX121E Index | FLOATING 0% | ASSET RETURN | Monthly | 11/17/2026 | USD | 270,004 | (405 | ) | – | (405 | ) | ||||||||||||||||||
| JPMorgan Chase | JMFX121E Index | FLOATING 0% | ASSET RETURN | Monthly | 11/17/2026 | USD | 107,625 | (162 | ) | – | (162 | ) | ||||||||||||||||||
| JPMorgan Chase | Microsoft Corp | ASSET RETURN | SOFR +77.5BPS | Monthly | 12/18/2026 | USD | 89,511 | (5,035 | ) | – | (5,035 | ) | ||||||||||||||||||
| JPMorgan Chase | Microsoft Corp^ | ASSET RETURN | SOFR +77.5BPS | Monthly | 12/18/2026 | 29,775 | (1,678 | ) | – | (1,678 | ) | |||||||||||||||||||
| $ | (2,501 | ) | $ | – | $ | (2,501 | ) | |||||||||||||||||||||||
Percentages are based on Net Assets of $2,113,520 ($ Thousands).
| * | Non-income producing security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| ** | The rate reported is the 7-day effective yield as of August 31, 2026. |
| ^ | Security, or a portion thereof, is held by the DAA Commodity Strategy Subsidiary, Ltd. as of August 31, 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)
August 31, 2026
Dynamic Asset Allocation Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2026 ($ Thousands):
| Security Description | Value 5/31/2026 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 8/31/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 31,373 | $ | 24,823 | $ | (42,148 | ) | $ | — | $ | — | $ | 14,048 | $ | 190 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Investments Trust | 359 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 55.9% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.809%, 11/03/2026 ^(A) | $ | 1,785 | $ | 1,773 | ||||
| 3.778%, 09/22/2026 ^(A) | 2,550 | 2,544 | ||||||
| 3.746%, 11/19/2026 ^(A) | 8,085 | 8,018 | ||||||
| 3.734%, 11/12/2026 ^(A) | 505 | 501 | ||||||
| 3.716%, 09/10/2026 ^(A) | 31,780 | 31,751 | ||||||
| 3.713%, 10/06/2026 ^(A) | 4,225 | 4,210 | ||||||
| 3.697%, 10/29/2026 ^(A) | 785 | 780 | ||||||
| 3.693%, 10/01/2026 ^(A) | 2,560 | 2,552 | ||||||
| 3.687%, 10/13/2026 ^(A) | 1,480 | 1,474 | ||||||
| 3.682%, 10/20/2026 ^(A) | 3,325 | 3,308 | ||||||
| 3.678%, 09/29/2026 ^(A) | 2,900 | 2,892 | ||||||
| 3.676%, 09/03/2026 ^(A) | 5,720 | 5,719 | ||||||
| 3.671%, 09/01/2026 ^(A) | 20,780 | 20,780 | ||||||
| 3.668%, 09/24/2026 ^(A) | 2,580 | 2,574 | ||||||
| 3.666%, 10/08/2026 ^(A) | 590 | 588 | ||||||
| 3.658%, 09/08/2026 ^(A) | 6,285 | 6,281 | ||||||
| 3.654%, 09/17/2026 ^(A) | 4,415 | 4,408 | ||||||
| 0.044%, 10/27/2026 ^(A) | 21,270 | 21,146 | ||||||
| U.S. Treasury Inflation Indexed Bonds | ||||||||
| 1.625%, 10/15/2029 | 9,451 | 9,342 | ||||||
| 1.250%, 04/15/2031 | 14,294 | 13,728 | ||||||
| U.S. Treasury Inflation-Protected Securities | ||||||||
| 1.625%, 04/15/2030 | 38,497 | 37,799 | ||||||
| 1.125%, 10/15/2030 | 60,448 | 58,297 | ||||||
| 0.375%, 07/15/2027 | 9,408 | 9,274 | ||||||
| 0.250%, 07/15/2029 | 113,072 | 107,677 | ||||||
| 0.125%, 01/15/2030 | 9,845 | 9,218 | ||||||
| 0.125%, 07/15/2030 | 56,465 | 52,525 | ||||||
| 0.125%, 01/15/2031 | 23,900 | 21,944 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.500%, 04/15/2027 ^ | 600 | 602 | ||||||
| 4.375%, 07/15/2027 ^ | 800 | 801 | ||||||
| 4.250%, 12/31/2026 ^ | 1,500 | 1,502 | ||||||
| 4.250%, 01/15/2028 ^ | 2,500 | 2,498 | ||||||
| 4.250%, 02/15/2028 ^ | 2,200 | 2,198 | ||||||
| 4.250%, 08/15/2029 ^ | 1,000 | 996 | ||||||
| 3.956%, USBMMY3M + 0.205%, 10/31/2026 ^(B) | 3,500 | 3,501 | ||||||
| 3.941%, USBMMY3M + 0.190%, 10/31/2027 ^(B) | 8,000 | 8,015 | ||||||
| 3.911%, USBMMY3M + 0.160%, 04/30/2027 ^(B) | 6,300 | 6,306 | ||||||
| 3.910%, USBMMY3M + 0.159%, 07/31/2027 ^(B) | 10,000 | 10,014 | ||||||
| 3.875%, 05/31/2027 ^ | 800 | 798 | ||||||
| 3.854%, USBMMY3M + 0.103%, 04/30/2028 ^(B) | 3,000 | 3,002 | ||||||
| 3.850%, USBMMY3M + 0.099%, 01/31/2028 ^(B) | 7,500 | 7,507 | ||||||
| 3.849%, USBMMY3M + 0.098%, 01/31/2027 ^(B) | 4,000 | 4,001 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.801%, USBMMY3M + 0.050%, 07/31/2028 ^(B) | $ | 2,700 | $ | 2,700 | ||||
| 3.750%, 05/15/2028 ^ | 700 | 693 | ||||||
| 3.500%, 10/31/2027 ^ | 1,500 | 1,487 | ||||||
| 3.500%, 01/15/2029 ^ | 1,600 | 1,568 | ||||||
| 3.375%, 09/15/2027 ^ | 400 | 397 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $505,171) ($ Thousands) | 499,689 | |||||||
| Shares | ||||||||
| COMMON STOCK — 29.6% | ||||||||
| Communication Services — 1.5% | ||||||||
| Alphabet Inc, Cl A | 5,938 | 2,015 | ||||||
| Alphabet Inc, Cl C | 4,845 | 1,625 | ||||||
| AppLovin Corp, Cl A * | 482 | 150 | ||||||
| AST SpaceMobile Inc, Cl A * | 2,934 | 173 | ||||||
| AT&T Inc (C) | 83,256 | 2,156 | ||||||
| Bandwidth Inc, Cl A * | 113 | 6 | ||||||
| Comcast Corp, Cl A | 42,190 | 1,123 | ||||||
| Globalstar Inc * | 704 | 57 | ||||||
| IDT Corp, Cl B | 444 | 30 | ||||||
| Iridium Communications Inc | 1,075 | 51 | ||||||
| Liberty Global Ltd, Cl C * | 1,845 | 19 | ||||||
| Liberty Latin America Ltd, Cl C * | 3,218 | 28 | ||||||
| Lumen Technologies Inc * | 13,033 | 81 | ||||||
| Meta Platforms Inc, Cl A | 2,325 | 1,331 | ||||||
| Millicom International Cellular SA | 1,084 | 102 | ||||||
| Reddit Inc, Cl A * | 282 | 42 | ||||||
| Space Exploration Technologies, Cl A * | 6,764 | 972 | ||||||
| Telephone and Data Systems Inc | 1,140 | 38 | ||||||
| T-Mobile US Inc | 5,930 | 1,070 | ||||||
| Uniti Group Inc * | 2,997 | 30 | ||||||
| Verizon Communications Inc | 50,637 | 2,533 | ||||||
| 13,632 | ||||||||
| Consumer Staples — 7.1% | ||||||||
| Albertsons Cos Inc, Cl A | 6,395 | 79 | ||||||
| Altria Group Inc (C) | 33,136 | 2,269 | ||||||
| Andersons Inc/The | 716 | 46 | ||||||
| Archer-Daniels-Midland Co | 9,577 | 779 | ||||||
| BellRing Brands Inc * | 2,525 | 27 | ||||||
| BJ's Wholesale Club Holdings Inc * | 2,577 | 234 | ||||||
| Boston Beer Co Inc/The, Cl A * | 114 | 20 | ||||||
| Brown-Forman Corp, Cl A | 1,163 | 32 | ||||||
| Brown-Forman Corp, Cl B | 2,543 | 68 | ||||||
| Bunge Global SA | 2,638 | 307 | ||||||
| Cal-Maine Foods Inc | 723 | 57 | ||||||
| Campbell's | 3,501 | 83 | ||||||
| Casey's General Stores Inc | 729 | 548 | ||||||
| Celsius Holdings Inc * | 3,521 | 111 | ||||||
| Central Garden & Pet Co, Cl A * | 981 | 37 | ||||||
| Chefs' Warehouse Inc/The * | 781 | 88 | ||||||
| 360 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Church & Dwight Co Inc | 4,652 | $ | 464 | |||||
| Clorox Co/The | 2,483 | 243 | ||||||
| Coca-Cola Co/The (C) | 78,377 | 6,950 | ||||||
| Coca-Cola Consolidated Inc | 1,182 | 231 | ||||||
| Colgate-Palmolive Co | 15,737 | 1,414 | ||||||
| Conagra Brands Inc | 11,597 | 186 | ||||||
| Constellation Brands Inc, Cl A | 2,788 | 364 | ||||||
| Costco Wholesale Corp (C) | 8,904 | 8,404 | ||||||
| Coty Inc, Cl A * | 14,700 | 42 | ||||||
| Darling Ingredients Inc * | 3,206 | 212 | ||||||
| Del Monte Corp | 1,493 | 47 | ||||||
| Dole PLC | 1,997 | 28 | ||||||
| Dollar General Corp | 4,301 | 545 | ||||||
| Dollar Tree Inc * | 3,715 | 470 | ||||||
| Edgewell Personal Care Co | 774 | 22 | ||||||
| elf Beauty Inc * | 1,128 | 123 | ||||||
| Energizer Holdings Inc | 1,064 | 23 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 5,012 | 513 | ||||||
| Flowers Foods Inc | 3,606 | 25 | ||||||
| Freshpet Inc * | 855 | 60 | ||||||
| General Mills Inc | 10,969 | 452 | ||||||
| Grocery Outlet Holding Corp * | 2,231 | 27 | ||||||
| Herbalife Ltd * | 2,495 | 27 | ||||||
| Hershey Co/The | 2,878 | 507 | ||||||
| Hormel Foods Corp | 5,918 | 129 | ||||||
| Ingles Markets Inc, Cl A | 394 | 32 | ||||||
| Ingredion Inc | 1,264 | 131 | ||||||
| Interparfums Inc | 259 | 30 | ||||||
| J & J Snack Foods Corp | 343 | 30 | ||||||
| J M Smucker Co/The | 2,160 | 283 | ||||||
| JBS, Cl A | 6,575 | 88 | ||||||
| John B Sanfilippo & Son Inc | 432 | 32 | ||||||
| Kenvue Inc | 37,259 | 703 | ||||||
| Keurig Dr Pepper Inc | 25,597 | 816 | ||||||
| Kimberly-Clark Corp | 6,460 | 697 | ||||||
| Kraft Heinz Co/The | 17,741 | 455 | ||||||
| Kroger Co/The | 10,909 | 628 | ||||||
| Lamb Weston Holdings Inc | 2,440 | 133 | ||||||
| Mama's Creations Inc * | 1,449 | 24 | ||||||
| Maplebear Inc * | 2,918 | 147 | ||||||
| Marzetti Company/The | 385 | 43 | ||||||
| McCormick & Co Inc/MD | 4,782 | 259 | ||||||
| Mission Produce Inc * | 2,646 | 34 | ||||||
| Molson Coors Beverage Co, Cl B | 2,764 | 110 | ||||||
| Mondelez International Inc, Cl A | 25,955 | 1,611 | ||||||
| Monster Beverage Corp * | 28,202 | 1,295 | ||||||
| National Beverage Corp | 915 | 29 | ||||||
| Nu Skin Enterprises Inc, Cl A | 1,445 | 7 | ||||||
| Oil-Dri Corp of America | 382 | 34 | ||||||
| PepsiCo Inc (C) | 27,378 | 3,842 | ||||||
| Performance Food Group Co * | 2,897 | 287 | ||||||
| Philip Morris International Inc (C) | 31,349 | 5,872 | ||||||
| Pilgrim's Pride Corp * | 633 | 20 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Post Holdings Inc * | 742 | $ | 62 | |||||
| PriceSmart Inc | 546 | 93 | ||||||
| Primo Brands Corp, Cl A | 4,727 | 108 | ||||||
| Procter & Gamble Co/The (C) | 46,482 | 6,746 | ||||||
| Reynolds Consumer Products Inc | 620 | 14 | ||||||
| Seaboard Corp | 8 | 31 | ||||||
| Seneca Foods Corp, Cl A * | 188 | 37 | ||||||
| Simply Good Foods Co/The * | 4,031 | 46 | ||||||
| Spectrum Brands Holdings Inc | 552 | 48 | ||||||
| Sprouts Farmers Market Inc * | 1,757 | 144 | ||||||
| Sysco Corp | 9,204 | 746 | ||||||
| Target Corp | 9,168 | 1,475 | ||||||
| Turning Point Brands Inc | 398 | 32 | ||||||
| Tyson Foods Inc, Cl A (C) | 5,653 | 312 | ||||||
| United Natural Foods Inc * | 1,389 | 61 | ||||||
| Universal Corp/VA | 575 | 26 | ||||||
| US Foods Holding Corp * | 4,314 | 452 | ||||||
| Utz Brands Inc | 2,187 | 31 | ||||||
| Vita Coco Co Inc/The * | 1,150 | 68 | ||||||
| Walmart Inc (C) | 88,004 | 9,229 | ||||||
| WD-40 Co | 260 | 56 | ||||||
| 63,782 | ||||||||
| Energy — 9.2% | ||||||||
| Antero Midstream Corp | 9,374 | 210 | ||||||
| Antero Resources Corp * | 8,688 | 334 | ||||||
| APA Corp | 10,281 | 444 | ||||||
| Archrock Inc | 5,238 | 165 | ||||||
| Ardmore Shipping Corp | 1,704 | 30 | ||||||
| Atlas Energy Solutions Inc, Cl A | 2,331 | 31 | ||||||
| Baker Hughes Co, Cl A | 30,043 | 1,909 | ||||||
| BKV Corp * | 1,280 | 31 | ||||||
| Borr Drilling Ltd * | 8,015 | 36 | ||||||
| Bristow Group Inc | 647 | 29 | ||||||
| Cactus Inc, Cl A | 1,818 | 128 | ||||||
| California Resources Corp | 2,438 | 129 | ||||||
| Calumet Inc * | 2,013 | 100 | ||||||
| Centrus Energy Corp, Cl A * | 497 | 85 | ||||||
| Cheniere Energy Inc | 6,272 | 1,829 | ||||||
| Chevron Corp (C) | 55,798 | 11,502 | ||||||
| Chord Energy Corp | 1,823 | 268 | ||||||
| Clean Energy Fuels Corp * | 7,126 | 11 | ||||||
| CNX Resources Corp * | 3,708 | 135 | ||||||
| Comstock Resources Inc * | 2,176 | 31 | ||||||
| ConocoPhillips (C) | 36,941 | 4,894 | ||||||
| Core Natural Resources Inc | 1,565 | 160 | ||||||
| Crescent Energy Co, Cl A | 7,297 | 100 | ||||||
| CVR Energy Inc | 875 | 37 | ||||||
| Delek US Holdings Inc | 1,834 | 136 | ||||||
| Devon Energy Corp | 33,893 | 1,644 | ||||||
| DHT Holdings Inc | 3,876 | 76 | ||||||
| Diamondback Energy Inc | 5,928 | 1,188 | ||||||
| Diversified Energy Co | 2,952 | 44 | ||||||
| Dorian LPG Ltd | 858 | 43 | ||||||
| SEI Institutional Investments Trust | 361 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| DT Midstream Inc | 2,956 | $ | 387 | |||||
| Encore Energy Corp * | 8,840 | 11 | ||||||
| Energy Fuels Inc/Canada * | 8,020 | 118 | ||||||
| EOG Resources Inc | 16,164 | 2,343 | ||||||
| EQT Corp | 17,861 | 968 | ||||||
| Excelerate Energy Inc, Cl A | 1,167 | 46 | ||||||
| Expand Energy | 6,581 | 646 | ||||||
| Expro Ltd * | 2,313 | 42 | ||||||
| ExxonMobil Holdings (C) | 128,395 | 20,665 | ||||||
| FLEX LNG Ltd | 871 | 28 | ||||||
| Flowco Holdings Inc, Cl A | 1,717 | 38 | ||||||
| Forum Energy Technologies Inc * | 452 | 37 | ||||||
| Golar LNG Ltd | 3,039 | 156 | ||||||
| Green Plains Inc * | 2,152 | 31 | ||||||
| Gulfport Energy Corp * | 467 | 84 | ||||||
| Halliburton Co | 24,052 | 886 | ||||||
| Helix Energy Solutions Group Inc * | 4,416 | 46 | ||||||
| Helmerich & Payne Inc | 3,432 | 150 | ||||||
| HF Sinclair Corp | 4,695 | 477 | ||||||
| Innovex International Inc * | 1,494 | 46 | ||||||
| International Seaways Inc | 1,220 | 120 | ||||||
| Kinder Morgan Inc | 58,210 | 1,877 | ||||||
| Kinetik Holdings Inc, Cl A | 1,273 | 70 | ||||||
| Kodiak Gas Services Inc | 2,879 | 169 | ||||||
| Kosmos Energy Ltd * | 14,422 | 41 | ||||||
| Liberty Energy Inc, Cl A | 4,135 | 82 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 6,698 | 180 | ||||||
| Marathon Petroleum Corp (C) | 8,933 | 3,335 | ||||||
| Matador Resources Co | 3,149 | 183 | ||||||
| Murphy Oil Corp | 4,375 | 159 | ||||||
| Nabors Industries Ltd * | 440 | 41 | ||||||
| National Energy Services Reunited Corp * | 1,612 | 57 | ||||||
| Natural Gas Services Group Inc | 546 | 19 | ||||||
| Navigator Holdings Ltd | 735 | 16 | ||||||
| NextDecade Corp * | 4,583 | 35 | ||||||
| Noble Corp PLC | 3,433 | 157 | ||||||
| Nordic American Tankers Ltd | 4,788 | 33 | ||||||
| Northern Oil & Gas Inc | 2,663 | 69 | ||||||
| NOV Inc | 10,380 | 221 | ||||||
| Occidental Petroleum Corp | 21,865 | 1,316 | ||||||
| Oceaneering International Inc * | 2,719 | 141 | ||||||
| Oil States International Inc * | 4,071 | 36 | ||||||
| ONEOK Inc | 18,957 | 1,820 | ||||||
| Ovintiv Inc | 8,203 | 539 | ||||||
| Par Pacific Holdings Inc * | 1,355 | 108 | ||||||
| Patterson-UTI Energy Inc | 10,835 | 137 | ||||||
| PBF Energy Inc, Cl A | 3,067 | 224 | ||||||
| Peabody Energy Corp | 4,182 | 124 | ||||||
| Permian Resources Corp, Cl A | 23,339 | 544 | ||||||
| Phillips 66 | 12,208 | 3,010 | ||||||
| ProPetro Holding Corp * | 2,710 | 31 | ||||||
| Range Resources Corp | 7,028 | 290 | ||||||
| REX American Resources Corp * | 880 | 36 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Riley Exploration Permian Inc | 795 | $ | 31 | |||||
| RPC Inc | 4,932 | 32 | ||||||
| Sable Offshore Corp * | 5,094 | 25 | ||||||
| SandRidge Energy Inc | 1,604 | 23 | ||||||
| Scorpio Tankers Inc | 1,335 | 105 | ||||||
| Seadrill Ltd * | 2,025 | 99 | ||||||
| Select Water Solutions Inc, Cl A | 3,203 | 62 | ||||||
| SFL Corp Ltd, Cl B | 4,416 | 55 | ||||||
| SLB | 45,165 | 2,714 | ||||||
| SM Energy Co | 6,863 | 255 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 1,654 | 84 | ||||||
| Talos Energy Inc * | 3,994 | 69 | ||||||
| Targa Resources Corp | 6,472 | 1,901 | ||||||
| TechnipFMC PLC | 11,141 | 871 | ||||||
| Teekay Corp Ltd | 849 | 11 | ||||||
| Teekay Tankers Ltd, Cl A | 868 | 78 | ||||||
| TETRA Technologies Inc * | 5,651 | 39 | ||||||
| Texas Pacific Land Corp | 1,716 | 642 | ||||||
| Tidewater Inc * | 1,558 | 145 | ||||||
| Transocean Ltd * | 26,196 | 152 | ||||||
| Uranium Energy Corp * | 15,181 | 186 | ||||||
| Ur-Energy Inc * | 28,099 | 40 | ||||||
| VAALCO Energy Inc | 5,541 | 33 | ||||||
| Valaris Ltd * | 1,735 | 150 | ||||||
| Valero Energy Corp (C) | 9,034 | 3,243 | ||||||
| Viper Energy Inc, Cl A | 5,466 | 245 | ||||||
| Vitesse Energy Inc | 1,178 | 21 | ||||||
| Weatherford International PLC | 1,907 | 186 | ||||||
| Williams Cos Inc/The | 36,918 | 2,771 | ||||||
| World Kinect Corp | 1,633 | 58 | ||||||
| 82,510 | ||||||||
| Health Care — 6.0% | ||||||||
| 10X Genomics Inc, Cl A * | 764 | 48 | ||||||
| Abbott Laboratories | 12,737 | 1,406 | ||||||
| AbbVie Inc | 13,283 | 3,406 | ||||||
| Acadia Healthcare Co Inc * | 1,030 | 28 | ||||||
| ACADIA Pharmaceuticals Inc * | 1,427 | 41 | ||||||
| Adaptive Biotechnologies Corp * | 1,706 | 42 | ||||||
| Addus HomeCare Corp * | 242 | 28 | ||||||
| ADMA Biologics Inc * | 2,255 | 21 | ||||||
| Agilent Technologies Inc | 2,149 | 330 | ||||||
| Agios Pharmaceuticals Inc * | 1,291 | 43 | ||||||
| Align Technology Inc * | 492 | 79 | ||||||
| Alignment Healthcare Inc * | 2,040 | 27 | ||||||
| Alkermes PLC * | 1,129 | 53 | ||||||
| Alnylam Pharmaceuticals Inc * | 1,046 | 252 | ||||||
| Alumis Inc * | 898 | 20 | ||||||
| Amgen Inc (C) | 3,995 | 1,717 | ||||||
| AMN Healthcare Services Inc * | 384 | 13 | ||||||
| Amneal Pharmaceuticals Inc * | 1,182 | 21 | ||||||
| Amylyx Pharmaceuticals Inc * | 1,420 | 48 | ||||||
| ANI Pharmaceuticals Inc * | 365 | 27 | ||||||
| Apogee Therapeutics Inc * | 370 | 50 | ||||||
| 362 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Arcus Biosciences Inc * | 1,491 | $ | 44 | |||||
| Arcutis Biotherapeutics Inc * | 1,321 | 32 | ||||||
| Arrowhead Pharmaceuticals Inc * | 1,007 | 83 | ||||||
| Ascendis Pharma * | 401 | 105 | ||||||
| AtaiBeckley * | 3,999 | 29 | ||||||
| AtriCure Inc * | 856 | 41 | ||||||
| Aurinia Pharmaceuticals Inc * | 1,758 | 28 | ||||||
| Avantor Inc * | 4,642 | 67 | ||||||
| Axogen Inc * | 615 | 31 | ||||||
| Axsome Therapeutics Inc * | 335 | 66 | ||||||
| Azenta Inc * | 455 | 15 | ||||||
| Baxter International Inc (C) | 3,421 | 89 | ||||||
| Beam Therapeutics Inc * | 1,004 | 30 | ||||||
| Becton Dickinson & Co | 1,973 | 371 | ||||||
| BioCryst Pharmaceuticals Inc * | 3,781 | 37 | ||||||
| Biogen Inc * | 1,162 | 252 | ||||||
| Biohaven Ltd * | 2,423 | 37 | ||||||
| BioMarin Pharmaceutical Inc * | 1,410 | 92 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 109 | 42 | ||||||
| Bio-Techne Corp | 1,241 | 90 | ||||||
| Boston Scientific Corp * | 10,404 | 502 | ||||||
| Bridgebio Pharma Inc * | 1,310 | 100 | ||||||
| BrightSpring Health Services Inc * | 1,532 | 89 | ||||||
| Bristol-Myers Squibb Co | 14,511 | 969 | ||||||
| Brookdale Senior Living Inc, Cl A * | 2,101 | 25 | ||||||
| Bruker Corp | 1,053 | 61 | ||||||
| Cardinal Health Inc | 1,599 | 375 | ||||||
| CareDx Inc * | 704 | 35 | ||||||
| CARIS LIFE SCIENCES INC * | 2,150 | 55 | ||||||
| Celcuity Inc * | 281 | 25 | ||||||
| Celldex Therapeutics Inc * | 792 | 31 | ||||||
| Cencora Inc | 1,331 | 431 | ||||||
| Centene Corp * | 3,583 | 231 | ||||||
| CG oncology Inc * | 402 | 30 | ||||||
| Charles River Laboratories International Inc * | 339 | 98 | ||||||
| Chemed Corp | 109 | 57 | ||||||
| Cigna Group/The | 1,897 | 524 | ||||||
| Cogent Biosciences Inc * | 1,283 | 45 | ||||||
| Concentra Group Holdings Parent Inc | 902 | 30 | ||||||
| Cooper Cos Inc/The * | 1,306 | 92 | ||||||
| Corcept Therapeutics Inc * | 797 | 90 | ||||||
| CorVel Corp * | 300 | 21 | ||||||
| Crinetics Pharmaceuticals Inc * | 769 | 65 | ||||||
| CRISPR Therapeutics AG * | 844 | 48 | ||||||
| CVS Health Corp | 9,217 | 866 | ||||||
| Cytokinetics Inc * | 1,322 | 94 | ||||||
| Danaher Corp | 4,656 | 994 | ||||||
| DaVita Inc * | 200 | 35 | ||||||
| Definium Therapeutics Inc * | 1,121 | 45 | ||||||
| Denali Therapeutics Inc * | 1,280 | 30 | ||||||
| DENTSPLY SIRONA Inc | 1,927 | 21 | ||||||
| Dexcom Inc * | 2,513 | 229 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dianthus Therapeutics Inc * | 359 | $ | 38 | |||||
| Disc Medicine Inc, Cl A * | 558 | 44 | ||||||
| Doximity Inc, Cl A * | 1,114 | 30 | ||||||
| Dyne Therapeutics Inc * | 786 | 20 | ||||||
| Edgewise Therapeutics Inc * | 949 | 40 | ||||||
| Edwards Lifesciences Corp * | 4,039 | 367 | ||||||
| Elanco Animal Health Inc * | 3,691 | 88 | ||||||
| Elevance Health Inc | 1,543 | 606 | ||||||
| Eli Lilly & Co | 5,828 | 6,741 | ||||||
| Encompass Health Corp | 724 | 87 | ||||||
| Enliven Therapeutics Inc * | 569 | 33 | ||||||
| Ensign Group Inc/The | 341 | 59 | ||||||
| Envista Holdings Corp * | 912 | 25 | ||||||
| Erasca Inc * | 2,268 | 41 | ||||||
| Establishment Labs Holdings * | 310 | 21 | ||||||
| Exelixis Inc * | 2,027 | 111 | ||||||
| Fortrea Holdings Inc * | 800 | 15 | ||||||
| GE HealthCare Technologies Inc | 3,542 | 252 | ||||||
| Geron Corp * | 6,774 | 10 | ||||||
| Gilead Sciences Inc (C) | 9,175 | 1,343 | ||||||
| Glaukos Corp * | 414 | 74 | ||||||
| Globus Medical Inc, Cl A * | 913 | 74 | ||||||
| GRAIL Inc * | 355 | 28 | ||||||
| Guardant Health Inc * | 814 | 129 | ||||||
| Haemonetics Corp * | 453 | 47 | ||||||
| Halozyme Therapeutics Inc * | 1,002 | 107 | ||||||
| HCA Healthcare Inc | 1,051 | 436 | ||||||
| HealthEquity Inc * | 537 | 52 | ||||||
| HeartFlow Inc * | 847 | 43 | ||||||
| Henry Schein Inc * | 794 | 71 | ||||||
| Hims & Hers Health Inc * | 1,212 | 36 | ||||||
| Hinge Health, Cl A * | 277 | 26 | ||||||
| Humana Inc | 893 | 342 | ||||||
| ICU Medical Inc * | 216 | 37 | ||||||
| Ideaya Biosciences Inc * | 1,035 | 41 | ||||||
| IDEXX Laboratories Inc * | 582 | 324 | ||||||
| Illumina Inc * | 1,031 | 220 | ||||||
| ImmunityBio Inc * | 4,614 | 37 | ||||||
| Immunome Inc * | 1,766 | 48 | ||||||
| Immunovant Inc * | 502 | 20 | ||||||
| Incyte Corp * | 1,282 | 158 | ||||||
| Indivior Pharmaceuticals Inc * | 706 | 25 | ||||||
| Insmed Inc * | 1,800 | 219 | ||||||
| Insulet Corp * | 537 | 80 | ||||||
| Integer Holdings Corp * | 352 | 44 | ||||||
| Integra LifeSciences Holdings Corp * | 764 | 13 | ||||||
| Intuitive Surgical Inc * | 2,479 | 934 | ||||||
| Ionis Pharmaceuticals Inc * | 1,108 | 67 | ||||||
| IQVIA Holdings Inc * | 1,180 | 308 | ||||||
| iRhythm Holdings Inc * | 208 | 25 | ||||||
| Jazz Pharmaceuticals PLC * | 435 | 109 | ||||||
| Johnson & Johnson | 17,469 | 4,644 | ||||||
| SEI Institutional Investments Trust | 363 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kiniksa Pharmaceuticals International PLC, Cl A * | 556 | $ | 44 | |||||
| Krystal Biotech Inc * | 207 | 74 | ||||||
| Kymera Therapeutics Inc * | 544 | 65 | ||||||
| Labcorp Holdings Inc | 567 | 189 | ||||||
| Lantheus Holdings Inc * | 349 | 35 | ||||||
| LeMaitre Vascular Inc | 263 | 21 | ||||||
| LifeStance Health Group Inc * | 2,654 | 33 | ||||||
| Ligand Pharmaceuticals Inc * | 133 | 38 | ||||||
| Liquidia Corp * | 526 | 36 | ||||||
| LivaNova PLC * | 534 | 43 | ||||||
| Madrigal Pharmaceuticals Inc * | 114 | 62 | ||||||
| MBX Biosciences Inc * | 408 | 25 | ||||||
| McKesson Corp | 883 | 782 | ||||||
| Medline Inc, Cl A * | 3,074 | 108 | ||||||
| Medpace Holdings Inc * | 175 | 104 | ||||||
| Medtronic PLC | 9,082 | 823 | ||||||
| Merck & Co Inc | 18,095 | 2,674 | ||||||
| Merit Medical Systems Inc * | 333 | 30 | ||||||
| Mettler-Toledo International Inc * | 136 | 191 | ||||||
| Mirum Pharmaceuticals Inc * | 262 | 26 | ||||||
| Moderna Inc * | 2,763 | 388 | ||||||
| Molina Healthcare Inc * | 307 | 61 | ||||||
| Natera Inc * | 986 | 317 | ||||||
| National HealthCare Corp | 128 | 28 | ||||||
| Nektar Therapeutics, Cl A * | 395 | 28 | ||||||
| Neogen Corp * | 2,956 | 34 | ||||||
| NeoGenomics Inc * | 1,875 | 34 | ||||||
| Neurocrine Biosciences Inc * | 827 | 127 | ||||||
| Nurix Therapeutics Inc * | 1,853 | 48 | ||||||
| Option Care Health Inc * | 911 | 21 | ||||||
| Organon & Co | 2,315 | 32 | ||||||
| Oruka Therapeutics Inc * | 255 | 24 | ||||||
| PACS Group Inc * | 557 | 24 | ||||||
| Pediatrix Medical Group Inc * | 986 | 26 | ||||||
| Penumbra Inc * | 294 | 95 | ||||||
| Perrigo Co PLC | 1,200 | 18 | ||||||
| Pfizer Inc | 40,254 | 1,146 | ||||||
| Praxis Precision Medicines Inc * | 213 | 75 | ||||||
| Prestige Consumer Healthcare Inc * | 385 | 20 | ||||||
| Privia Health Group Inc * | 1,305 | 27 | ||||||
| Progyny Inc * | 828 | 21 | ||||||
| Protagonist Therapeutics Inc * | 609 | 90 | ||||||
| PTC Therapeutics Inc * | 524 | 36 | ||||||
| QIAGEN NV | 1,491 | 65 | ||||||
| Quest Diagnostics Inc | 756 | 182 | ||||||
| QuidelOrtho Corp * | 663 | 10 | ||||||
| RadNet Inc * | 508 | 38 | ||||||
| Regeneron Pharmaceuticals Inc | 711 | 568 | ||||||
| Relay Therapeutics Inc * | 2,279 | 42 | ||||||
| Repligen Corp * | 352 | 64 | ||||||
| ResMed Inc | 972 | 233 | ||||||
| Revolution Medicines Inc * | 1,522 | 313 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Revvity Inc | 857 | $ | 110 | |||||
| Rhythm Pharmaceuticals Inc * | 535 | 57 | ||||||
| Roivant Sciences Ltd * | 3,472 | 120 | ||||||
| Royalty Pharma PLC, Cl A | 2,793 | 171 | ||||||
| Scholar Rock Holding Corp * | 705 | 40 | ||||||
| Solventum Corp * | 997 | 91 | ||||||
| Sotera Health Co * | 1,761 | 33 | ||||||
| Spyre Therapeutics Inc * | 508 | 45 | ||||||
| STERIS PLC | 718 | 167 | ||||||
| Stryker Corp | 2,652 | 859 | ||||||
| Supernus Pharmaceuticals Inc * | 701 | 31 | ||||||
| Surgery Partners Inc * | 1,007 | 14 | ||||||
| Tandem Diabetes Care Inc * | 721 | 16 | ||||||
| Tango Therapeutics Inc * | 918 | 21 | ||||||
| Teladoc Health Inc * | 1,526 | 10 | ||||||
| Teleflex Inc | 341 | 48 | ||||||
| Tempus AI Inc, Cl A * | 571 | 36 | ||||||
| Tenet Healthcare Corp * | 597 | 159 | ||||||
| TG Therapeutics Inc * | 925 | 50 | ||||||
| Thermo Fisher Scientific Inc | 2,715 | 1,675 | ||||||
| TransMedics Group Inc * | 390 | 33 | ||||||
| Travere Therapeutics Inc * | 883 | 58 | ||||||
| Trevi Therapeutics Inc * | 1,637 | 27 | ||||||
| Twist Bioscience Corp * | 651 | 90 | ||||||
| UFP Technologies Inc * | 94 | 28 | ||||||
| Ultragenyx Pharmaceutical Inc * | 748 | 19 | ||||||
| United Therapeutics Corp * | 318 | 162 | ||||||
| UnitedHealth Group Inc (C) | 6,759 | 2,632 | ||||||
| Universal Health Services Inc, Cl B | 381 | 65 | ||||||
| Vaxcyte Inc * | 958 | 58 | ||||||
| Veeva Systems Inc, Cl A * | 1,120 | 320 | ||||||
| Vera Therapeutics Inc, Cl A * | 126 | 4 | ||||||
| Veracyte Inc * | 695 | 30 | ||||||
| Vericel Corp * | 606 | 24 | ||||||
| Vertex Pharmaceuticals Inc * | 1,847 | 1,006 | ||||||
| Viatris Inc | 7,916 | 131 | ||||||
| Viking Therapeutics Inc * | 593 | 19 | ||||||
| Viridian Therapeutics Inc * | 1,939 | 45 | ||||||
| Waters Corp * | 737 | 306 | ||||||
| Waystar Holding Corp * | 1,094 | 29 | ||||||
| West Pharmaceutical Services Inc | 496 | 169 | ||||||
| Xenon Pharmaceuticals Inc * | 1,066 | 64 | ||||||
| Zimmer Biomet Holdings Inc | 1,530 | 153 | ||||||
| Zoetis Inc, Cl A | 3,153 | 243 | ||||||
| 53,519 | ||||||||
| Information Technology — 1.6% | ||||||||
| Accenture PLC, Cl A | 1,192 | 226 | ||||||
| ACI Worldwide Inc * | 565 | 30 | ||||||
| Adobe Inc * | 870 | 255 | ||||||
| Akamai Technologies Inc * | 269 | 29 | ||||||
| Amdocs Ltd | 673 | 42 | ||||||
| Atlassian Corp, Cl A * | 338 | 66 | ||||||
| Aurora Innovation Inc, Cl A * | 4,945 | 28 | ||||||
| 364 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Autodesk Inc * | 403 | $ | 104 | |||||
| Bentley Systems Inc, Cl B | 370 | 14 | ||||||
| BitMine Immersion Technologies | 1,844 | 47 | ||||||
| Cadence Design Systems Inc * | 495 | 168 | ||||||
| Cipher Digital Inc * | 1,276 | 20 | ||||||
| Circle Internet Group Inc, Cl A * | 547 | 52 | ||||||
| Cloudflare Inc, Cl A * | 622 | 190 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 792 | 51 | ||||||
| Core Scientific Inc * | 1,474 | 24 | ||||||
| CoreWeave, Cl A * | 718 | 61 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 1,922 | 444 | ||||||
| Datadog Inc, Cl A * | 608 | 144 | ||||||
| DigitalOcean Holdings Inc * | 77 | 9 | ||||||
| DocuSign Inc, Cl A * | 439 | 29 | ||||||
| Dynatrace Inc * | 649 | 35 | ||||||
| Elastic NV * | 499 | 49 | ||||||
| Fair Isaac Corp * | 50 | 57 | ||||||
| Fortinet Inc * | 1,149 | 196 | ||||||
| Gartner Inc * | 151 | 30 | ||||||
| Gen Digital Inc | 1,079 | 34 | ||||||
| GoDaddy Inc, Cl A * | 314 | 31 | ||||||
| Guidewire Software Inc * | 199 | 41 | ||||||
| HubSpot Inc * | 78 | 20 | ||||||
| Hut 8 Corp * | 156 | 12 | ||||||
| InterDigital Inc | 83 | 28 | ||||||
| International Business Machines Corp | 1,784 | 417 | ||||||
| Intuit Inc | 523 | 188 | ||||||
| IREN * | 742 | 28 | ||||||
| Microsoft Corp (C) | 14,168 | 7,187 | ||||||
| MongoDB Inc, Cl A * | 165 | 75 | ||||||
| Nutanix Inc, Cl A * | 389 | 27 | ||||||
| Okta Inc, Cl A * | 355 | 61 | ||||||
| Oracle Corp | 3,374 | 503 | ||||||
| Palantir Technologies Inc, Cl A * | 4,350 | 811 | ||||||
| Palo Alto Networks Inc * | 1,543 | 590 | ||||||
| Procore Technologies Inc * | 423 | 27 | ||||||
| PTC Inc * | 162 | 25 | ||||||
| Riot Platforms Inc * | 307 | 6 | ||||||
| Roper Technologies Inc | 219 | 93 | ||||||
| Rubrik Inc, Cl A * | 437 | 41 | ||||||
| Salesforce Inc | 1,776 | 457 | ||||||
| Samsara Inc, Cl A * | 926 | 38 | ||||||
| SentinelOne Inc, Cl A * | 1,790 | 40 | ||||||
| ServiceNow Inc * | 1,861 | 275 | ||||||
| Snowflake Inc, Cl A * | 674 | 223 | ||||||
| Strategy Inc, Cl A * | 686 | 91 | ||||||
| Synopsys Inc * | 372 | 164 | ||||||
| Trimble Inc * | 315 | 19 | ||||||
| Twilio Inc, Cl A * | 281 | 66 | ||||||
| Tyler Technologies Inc * | 127 | 47 | ||||||
| Unity Software Inc * | 555 | 23 | ||||||
| VeriSign Inc | 154 | 44 | ||||||
| Workday Inc, Cl A * | 375 | 74 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zoom Communications Inc, Cl A * | 427 | $ | 41 | |||||
| Zscaler Inc * | 256 | 48 | ||||||
| 14,295 | ||||||||
| Real Estate — 2.8% | ||||||||
| Acadia Realty Trust ‡ | 3,195 | 65 | ||||||
| Agree Realty Corp ‡ | 1,923 | 139 | ||||||
| AH Realty Trust Inc ‡ | 1,769 | 11 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 2,582 | 132 | ||||||
| American Healthcare REIT Inc ‡ | 3,027 | 167 | ||||||
| American Homes 4 Rent, Cl A ‡ | 4,790 | 160 | ||||||
| American Tower Corp, Cl A ‡ | 7,289 | 1,281 | ||||||
| Americold Realty Trust Inc ‡ | 4,286 | 64 | ||||||
| Apple Hospitality REIT Inc ‡ | 2,807 | 45 | ||||||
| Brixmor Property Group Inc ‡ | 4,821 | 139 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 3,326 | 69 | ||||||
| BXP Inc ‡ | 2,664 | 181 | ||||||
| Camden Property Trust ‡ | 1,470 | 156 | ||||||
| CareTrust REIT Inc ‡ | 3,175 | 124 | ||||||
| CBL & Associates Properties Inc ‡ | 712 | 39 | ||||||
| CBRE Group Inc, Cl A * | 4,536 | 661 | ||||||
| Centerspace ‡ | 430 | 23 | ||||||
| Compass Inc, Cl A * | 9,915 | 105 | ||||||
| COPT Defense Properties ‡ | 1,824 | 66 | ||||||
| CoStar Group Inc * | 7,141 | 229 | ||||||
| Cousins Properties Inc ‡ | 2,767 | 80 | ||||||
| Crown Castle Inc ‡ | 6,539 | 498 | ||||||
| CubeSmart ‡ | 3,259 | 129 | ||||||
| Curbline Properties Corp ‡ | 1,744 | 52 | ||||||
| Cushman & Wakefield Ltd * | 4,153 | 56 | ||||||
| DiamondRock Hospitality Co ‡ | 2,153 | 27 | ||||||
| Digital Realty Trust Inc ‡ | 5,798 | 1,076 | ||||||
| Diversified Healthcare Trust ‡ | 4,576 | 35 | ||||||
| Douglas Emmett Inc ‡ | 2,945 | 34 | ||||||
| Easterly Government Properties Inc, Cl A ‡ | 2,475 | 61 | ||||||
| EastGroup Properties Inc ‡ | 787 | 157 | ||||||
| Empire State Realty Trust Inc, Cl A ‡ | 2,829 | 13 | ||||||
| EPR Properties ‡ | 996 | 59 | ||||||
| Equinix Inc ‡ | 1,571 | 1,644 | ||||||
| Equity LifeStyle Properties Inc ‡ | 2,793 | 177 | ||||||
| Equity Residential ‡ | 11,616 | 757 | ||||||
| Essential Properties Realty Trust Inc ‡ | 3,568 | 107 | ||||||
| Essex Property Trust Inc ‡ | 964 | 273 | ||||||
| Extra Space Storage Inc ‡ | 3,071 | 433 | ||||||
| Federal Realty Investment Trust ‡ | 1,370 | 159 | ||||||
| Fermi Inc *‡ | 1,776 | 9 | ||||||
| First Industrial Realty Trust Inc ‡ | 2,136 | 132 | ||||||
| Four Corners Property Trust Inc ‡ | 2,873 | 72 | ||||||
| Gaming and Leisure Properties Inc ‡ | 4,196 | 177 | ||||||
| Getty Realty Corp ‡ | 1,167 | 38 | ||||||
| Global Net Lease Inc ‡ | 3,525 | 32 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 5,303 | 101 | ||||||
| Healthpeak Properties Inc ‡ | 11,205 | 233 | ||||||
| Highwoods Properties Inc ‡ | 2,319 | 71 | ||||||
| SEI Institutional Investments Trust | 365 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Host Hotels & Resorts Inc ‡ | 9,814 | $ | 215 | |||||
| Howard Hughes Holdings Inc * | 469 | 30 | ||||||
| Independence Realty Trust Inc ‡ | 3,029 | 49 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 422 | 24 | ||||||
| InvenTrust Properties Corp ‡ | 1,459 | 47 | ||||||
| Invitation Homes Inc ‡ | 8,803 | 257 | ||||||
| Iron Mountain Inc ‡ | 4,470 | 516 | ||||||
| Janus Living Inc, Cl A ‡ | 1,439 | 43 | ||||||
| JBG SMITH Properties ‡ | 1,368 | 17 | ||||||
| Jones Lang LaSalle Inc * | 713 | 261 | ||||||
| Kilroy Realty Corp ‡ | 1,529 | 56 | ||||||
| Kimco Realty Corp ‡ | 10,122 | 240 | ||||||
| Kite Realty Group Trust ‡ | 3,172 | 82 | ||||||
| Lamar Advertising Co, Cl A ‡ | 1,241 | 185 | ||||||
| Lineage Inc ‡ | 927 | 36 | ||||||
| LTC Properties Inc ‡ | 630 | 25 | ||||||
| LXP Industrial Trust ‡ | 1,253 | 76 | ||||||
| Macerich Co/The ‡ | 4,515 | 107 | ||||||
| Marcus & Millichap Inc | 1,751 | 55 | ||||||
| Medical Properties Trust Inc ‡ | 8,355 | 33 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,770 | 228 | ||||||
| Millrose Properties Inc ‡ | 2,187 | 67 | ||||||
| National Health Investors Inc ‡ | 791 | 56 | ||||||
| NETSTREIT Corp ‡ | 1,684 | 34 | ||||||
| Newmark Group Inc, Cl A | 2,773 | 42 | ||||||
| NNN REIT Inc ‡ | 3,019 | 136 | ||||||
| Omega Healthcare Investors Inc ‡ | 4,536 | 207 | ||||||
| Opendoor Technologies Inc * | 13,630 | 44 | ||||||
| Outfront Media Inc ‡ | 2,039 | 60 | ||||||
| Park Hotels & Resorts Inc ‡ | 2,647 | 41 | ||||||
| Pebblebrook Hotel Trust ‡ | 1,328 | 24 | ||||||
| Phillips Edison & Co Inc ‡ | 1,821 | 70 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 2,606 | 25 | ||||||
| Prologis Inc ‡ | 14,969 | 2,094 | ||||||
| Public Storage ‡ | 2,465 | 757 | ||||||
| Rayonier Inc ‡ | 4,628 | 95 | ||||||
| Realty Income Corp ‡ | 13,956 | 855 | ||||||
| Regency Centers Corp ‡ | 2,732 | 204 | ||||||
| Rexford Industrial Realty Inc ‡ | 3,493 | 129 | ||||||
| RLJ Lodging Trust ‡ | 1,557 | 17 | ||||||
| Ryman Hospitality Properties Inc ‡ | 944 | 120 | ||||||
| Sabra Health Care REIT Inc ‡ | 3,721 | 76 | ||||||
| Safehold Inc ‡ | 1,365 | 21 | ||||||
| SBA Communications Corp, Cl A ‡ | 1,594 | 302 | ||||||
| Service Properties Trust ‡ | 4,386 | 34 | ||||||
| Simon Property Group Inc ‡ | 4,773 | 1,013 | ||||||
| SL Green Realty Corp ‡ | 1,003 | 56 | ||||||
| Smartstop Self Storage REIT Inc ‡ | 618 | 20 | ||||||
| St Joe Co/The | 545 | 36 | ||||||
| STAG Industrial Inc ‡ | 2,837 | 106 | ||||||
| Summit Hotel Properties Inc ‡ | 6,688 | 39 | ||||||
| Sun Communities Inc ‡ | 1,919 | 233 | ||||||
| Sunstone Hotel Investors Inc ‡ | 2,968 | 33 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tanger Inc ‡ | 1,732 | $ | 65 | |||||
| Terreno Realty Corp ‡ | 1,526 | 101 | ||||||
| UDR Inc ‡ | 4,858 | 180 | ||||||
| UMH Properties Inc ‡ | 1,654 | 27 | ||||||
| Urban Edge Properties ‡ | 1,472 | 31 | ||||||
| Ventas Inc ‡ | 7,042 | 642 | ||||||
| VICI Properties Inc, Cl A ‡ | 15,871 | 407 | ||||||
| Vornado Realty Trust ‡ | 2,711 | 101 | ||||||
| Welltower Inc ‡ | 11,011 | 2,601 | ||||||
| Weyerhaeuser Co ‡ | 9,794 | 229 | ||||||
| WP Carey Inc ‡ | 3,185 | 223 | ||||||
| Xenia Hotels & Resorts Inc ‡ | 1,300 | 24 | ||||||
| Zillow Group Inc, Cl A * | 586 | 21 | ||||||
| Zillow Group Inc, Cl C * | 2,334 | 82 | ||||||
| 24,910 | ||||||||
| Utilities — 1.4% | ||||||||
| AES Corp/The | 6,148 | 91 | ||||||
| Alliant Energy Corp | 2,114 | 144 | ||||||
| Ameren Corp | 2,133 | 226 | ||||||
| American Electric Power Co Inc | 4,334 | 531 | ||||||
| American States Water Co | 577 | 51 | ||||||
| American Water Works Co Inc | 1,513 | 209 | ||||||
| Atmos Energy Corp | 1,314 | 218 | ||||||
| Avista Corp | 668 | 25 | ||||||
| Black Hills Corp | 539 | 39 | ||||||
| Brookfield Infrastructure Corp, Cl A | 1,068 | 41 | ||||||
| Brookfield Renewable Corp | 1,331 | 43 | ||||||
| California Water Service Group | 479 | 24 | ||||||
| CenterPoint Energy Inc | 5,422 | 215 | ||||||
| Chesapeake Utilities Corp | 224 | 30 | ||||||
| Clearway Energy Inc, Cl C | 1,100 | 35 | ||||||
| CMS Energy Corp | 2,599 | 177 | ||||||
| Consolidated Edison Inc | 2,879 | 308 | ||||||
| Constellation Energy Corp | 2,664 | 732 | ||||||
| Dominion Energy Inc | 7,131 | 471 | ||||||
| DTE Energy Co | 1,726 | 234 | ||||||
| Duke Energy Corp | 6,104 | 732 | ||||||
| Edison International | 3,316 | 179 | ||||||
| Entergy Corp | 3,689 | 392 | ||||||
| Essential Utilities Inc | 2,181 | 90 | ||||||
| Evergy Inc | 1,949 | 158 | ||||||
| Eversource Energy | 2,957 | 207 | ||||||
| Exelon Corp | 8,025 | 351 | ||||||
| FirstEnergy Corp | 4,637 | 213 | ||||||
| H2O America | 437 | 28 | ||||||
| Hawaiian Electric Industries Inc * | 1,301 | 15 | ||||||
| IDACORP Inc, Cl Rights | 403 | 55 | ||||||
| MDU Resources Group Inc | 1,584 | 31 | ||||||
| MGE Energy Inc | 243 | 19 | ||||||
| National Fuel Gas Co | 652 | 54 | ||||||
| New Jersey Resources Corp | 716 | 38 | ||||||
| NextEra Energy Inc | 17,575 | 1,447 | ||||||
| NiSource Inc | 3,900 | 160 | ||||||
| 366 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Northwest Natural Holding Co | 440 | $ | 22 | |||||
| Northwestern Energy Group Inc | 385 | 27 | ||||||
| NRG Energy Inc | 1,767 | 194 | ||||||
| OGE Energy Corp | 1,941 | 88 | ||||||
| Oklo Inc, Cl A * | 1,354 | 55 | ||||||
| ONE Gas Inc | 504 | 40 | ||||||
| Ormat Technologies Inc | 438 | 45 | ||||||
| Otter Tail Corp | 302 | 27 | ||||||
| PG&E Corp | 18,223 | 242 | ||||||
| Pinnacle West Capital Corp | 923 | 90 | ||||||
| Portland General Electric Co | 692 | 34 | ||||||
| PPL Corp | 5,965 | 204 | ||||||
| Public Service Enterprise Group Inc | 4,124 | 302 | ||||||
| Sempra | 5,380 | 439 | ||||||
| Southern Co/The | 8,874 | 781 | ||||||
| Southwest Gas Holdings Inc | 639 | 56 | ||||||
| Spire Inc | 462 | 38 | ||||||
| Talen Energy Corp * | 356 | 105 | ||||||
| TXNM Energy Inc | 1,004 | 58 | ||||||
| UGI Corp | 1,531 | 59 | ||||||
| Vistra Corp | 2,835 | 389 | ||||||
| WEC Energy Group Inc | 2,595 | 275 | ||||||
| Xcel Energy Inc | 5,053 | 382 | ||||||
| 11,965 | ||||||||
| Total Common Stock | ||||||||
| (Cost $124,051) ($ Thousands) | 264,613 | |||||||
| Face Amount (Thousands) | ||||||||
| CORPORATE OBLIGATIONS — 5.9% | ||||||||
| Communication Services — 0.5% | ||||||||
| Charter Communications Operating LLC | ||||||||
| 6.600%, 02/15/2034 | $ | 583 | 587 | |||||
| Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||||
| 6.550%, 06/01/2034 | 68 | 68 | ||||||
| HUT 8 DC LLC | ||||||||
| 6.192%, 11/15/2042 (D) | 954 | 927 | ||||||
| NTT Finance | ||||||||
| 4.741%, 03/31/2028 (D) | 336 | 335 | ||||||
| OAK-Eagle Acquireco | ||||||||
| 7.250%, 07/01/2033 (D) | 407 | 423 | ||||||
| RD Michigan Property Owner I LLC | ||||||||
| 7.500%, 03/30/2045 (D) | 853 | 813 | ||||||
| Sopaipilla Investor LLC | ||||||||
| 7.534%, 11/30/2048 (D) | 669 | 685 | ||||||
| Space Exploration Technologies | ||||||||
| 5.650%, 07/15/2033 (D) | 952 | 919 | ||||||
| 4,757 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Consumer Discretionary — 0.8% | ||||||||
| 1011778 BC ULC / New Red Finance | ||||||||
| 5.625%, 09/15/2029 (D) | $ | 1,359 | $ | 1,364 | ||||
| Advance Auto Parts | ||||||||
| 7.000%, 08/01/2030 (D) | 551 | 563 | ||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 04/10/2028 | 632 | 630 | ||||||
| Flutter Treasury DAC | ||||||||
| 5.875%, 06/04/2031 (D) | 492 | 483 | ||||||
| Ford Motor | ||||||||
| 3.250%, 02/12/2032 | 369 | 323 | ||||||
| Ford Motor Credit LLC | ||||||||
| 4.970%, 04/06/2029 | 1,060 | 1,049 | ||||||
| Hyundai Capital America | ||||||||
| 6.100%, 09/21/2028 (D) | 292 | 298 | ||||||
| 5.275%, 06/24/2027 (D) | 94 | 95 | ||||||
| LG Energy Solution | ||||||||
| 5.375%, 04/02/2030 (D) | 979 | 977 | ||||||
| Nissan Motor | ||||||||
| 4.345%, 09/17/2027 (D) | 1,034 | 1,022 | ||||||
| Sekisui House US | ||||||||
| 6.000%, 01/15/2043 | 340 | 306 | ||||||
| Wynn Macau | ||||||||
| 5.625%, 08/26/2028 (D) | 341 | 340 | ||||||
| 7,450 | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Haleon US Capital LLC | ||||||||
| 4.875%, 08/21/2031 | 650 | 646 | ||||||
| Imperial Brands Finance | ||||||||
| 4.500%, 06/30/2028 (D) | 259 | 258 | ||||||
| Philip Morris International | ||||||||
| 5.375%, 02/15/2033 | 606 | 611 | ||||||
| 1,515 | ||||||||
| Energy — 0.6% | ||||||||
| Baker Hughes Holdings LLC | ||||||||
| 4.350%, 06/15/2031 | 217 | 210 | ||||||
| Ecopetrol | ||||||||
| 8.375%, 01/19/2036 | 360 | 381 | ||||||
| 5.875%, 11/02/2051 | 513 | 403 | ||||||
| MPLX | ||||||||
| 5.400%, 09/15/2035 | 378 | 370 | ||||||
| ONEOK | ||||||||
| 6.050%, 09/01/2033 | 271 | 279 | ||||||
| 5.400%, 10/15/2035 | 529 | 519 | ||||||
| Petroleos Mexicanos | ||||||||
| 5.625%, 01/23/2046 | 837 | 654 | ||||||
| Plains All American Pipeline | ||||||||
| 5.600%, 01/15/2036 | 576 | 568 | ||||||
| QazaqGaz NC JSC | ||||||||
| 5.625%, 05/08/2036 (D) | 277 | 271 | ||||||
| SEI Institutional Investments Trust | 367 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sunoco | ||||||||
| 5.625%, 03/15/2031 (D) | $ | 337 | $ | 335 | ||||
| Targa Resources | ||||||||
| 6.050%, 05/15/2056 | 153 | 146 | ||||||
| 4.900%, 09/15/2030 | 112 | 111 | ||||||
| 4.350%, 01/15/2029 | 343 | 339 | ||||||
| Var Energi | ||||||||
| 7.500%, 01/15/2028 (D) | 276 | 285 | ||||||
| Woodside Finance | ||||||||
| 6.000%, 05/19/2035 | 139 | 142 | ||||||
| 5.400%, 05/19/2030 | 87 | 88 | ||||||
| 5,101 | ||||||||
| Financials — 1.8% | ||||||||
| AIB Group | ||||||||
| 6.608%, SOFR + 2.330%, 09/13/2029 (B)(D) | 308 | 318 | ||||||
| AIB Group MTN | ||||||||
| 5.320%, SOFR + 1.650%, 05/15/2031 (B)(D) | 589 | 591 | ||||||
| Allianz | ||||||||
| 6.500%, H15T5Y + 2.233%(B)(D)(E) | 200 | 199 | ||||||
| Ally Financial | ||||||||
| 6.992%, SOFR + 3.260%, 06/13/2029 (B) | 300 | 309 | ||||||
| Athene Global Funding | ||||||||
| 5.583%, 01/09/2029 (D) | 32 | 32 | ||||||
| 5.530%, 08/20/2031 (D) | 76 | 76 | ||||||
| 5.033%, 07/17/2030 (D) | 268 | 264 | ||||||
| 2.717%, 01/07/2029 (D) | 80 | 75 | ||||||
| 1.985%, 08/19/2028 (D) | 211 | 199 | ||||||
| Aviation Capital Group LLC | ||||||||
| 1.950%, 09/20/2026 (D) | 142 | 142 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 7.883%, H15T1Y + 3.300%, 11/15/2034 (B) | 200 | 223 | ||||||
| Banco Santander | ||||||||
| 6.921%, 08/08/2033 | 400 | 424 | ||||||
| Bank of Ireland Group PLC | ||||||||
| 5.601%, SOFR + 1.620%, 03/20/2030 (B)(D) | 251 | 254 | ||||||
| Banque Federative du Credit Mutuel | ||||||||
| 4.591%, 10/16/2028 (D) | 350 | 348 | ||||||
| Barclays PLC | ||||||||
| 5.335%, SOFR + 1.910%, 09/10/2035 (B) | 296 | 287 | ||||||
| BPCE | ||||||||
| 7.003%, SOFR + 2.590%, 10/19/2034 (B)(D) | 586 | 623 | ||||||
| 6.508%, SOFR + 2.791%, 01/18/2035 (B)(D) | 704 | 716 | ||||||
| CaixaBank | ||||||||
| 6.037%, SOFR + 2.260%, 06/15/2035 (B)(D) | 391 | 400 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Capital One Financial | ||||||||
| 6.377%, SOFR + 2.860%, 06/08/2034 (B) | $ | 470 | $ | 488 | ||||
| Citigroup | ||||||||
| 7.625%, H15T5Y + 3.211%(B)(E) | 73 | 76 | ||||||
| 6.020%, SOFR + 1.830%, 01/24/2036 (B) | 12 | 12 | ||||||
| 4.643%, SOFR + 1.143%, 05/07/2028 (B) | 593 | 593 | ||||||
| Credit Agricole | ||||||||
| 4.656%, SOFR + 1.170%, 01/12/2032 (B)(D) | 303 | 294 | ||||||
| Danske Bank | ||||||||
| 4.613%, H15T1Y + 1.100%, 10/02/2030 (B)(D) | 272 | 268 | ||||||
| Deutsche Bank NY | ||||||||
| 5.373%, SOFR + 1.210%, 01/10/2029 (B) | 241 | 243 | ||||||
| 4.950%, SOFR + 1.300%, 08/04/2031 (B) | 168 | 165 | ||||||
| 4.469%, SOFR + 1.100%, 12/10/2031 (B) | 158 | 154 | ||||||
| Goldman Sachs Group | ||||||||
| 4.125%, H15T5Y + 2.949%(B)(E) | 296 | 295 | ||||||
| HSBC Holdings PLC | ||||||||
| 7.399%, SOFR + 3.020%, 11/13/2034 (B) | 762 | 830 | ||||||
| Intesa Sanpaolo MTN | ||||||||
| 5.200%, H15T1Y + 0.950%, 06/29/2032 (B)(D) | 411 | 406 | ||||||
| KBC Group | ||||||||
| 4.454%, H15T1Y + 0.850%, 09/23/2031 (B)(D) | 200 | 194 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 4.592%, H15T1Y + 0.780%, 04/18/2030 (B) | 212 | 210 | ||||||
| Morgan Stanley | ||||||||
| 4.555%, SOFRINDX + 0.960%, 04/10/2030 (B) | 174 | 172 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (B) | 202 | 199 | ||||||
| Morgan Stanley Bank | ||||||||
| 5.504%, SOFR + 0.865%, 05/26/2028 (B) | 250 | 252 | ||||||
| Nationwide Building Society | ||||||||
| 5.054%, SOFR + 1.100%, 07/14/2032 (B)(D) | 679 | 668 | ||||||
| NatWest Group | ||||||||
| 5.115%, H15T1Y + 1.050%, 05/23/2031 (B) | 388 | 387 | ||||||
| Principal Life Global Funding II | ||||||||
| 5.100%, 01/25/2029 (D) | 439 | 441 | ||||||
| 368 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| 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 | $ | 569 | ||||
| Societe Generale | ||||||||
| 2.889%, H15T1Y + 1.300%, 06/09/2032 (B)(D) | 1,455 | 1,296 | ||||||
| Standard Chartered | ||||||||
| 5.615%, TSFR3M + 1.772%(B)(D)(E) | 400 | 392 | ||||||
| 5.545%, H15T1Y + 1.050%, 01/21/2029 (B)(D) | 355 | 358 | ||||||
| Svenska Handelsbanken | ||||||||
| 4.750%, H15T5Y + 4.048%(B)(E) | 600 | 570 | ||||||
| Swiss Re Finance Luxembourg | ||||||||
| 5.000%, H15T5Y + 3.582%, 04/02/2049 (B) | 200 | 198 | ||||||
| Toronto-Dominion Bank | ||||||||
| 5.146%, H15T5Y + 1.500%, 09/10/2034 (B) | 195 | 194 | ||||||
| UBS | ||||||||
| 5.053%, SOFR + 0.960%, 08/07/2032 (B) | 390 | 387 | ||||||
| UBS Group | ||||||||
| 6.625%, USISSO05 + 3.240%(B)(D)(E) | 326 | 326 | ||||||
| UBS Group MTN | ||||||||
| 2.095%, H15T1Y + 1.000%, 02/11/2032 (B)(D) | 275 | 240 | ||||||
| 16,357 | ||||||||
| Health Care — 0.1% | ||||||||
| HCA | ||||||||
| 5.000%, 05/15/2033 | 640 | 624 | ||||||
| Organon & Co | ||||||||
| 2.875%, 04/30/2028 | EUR | 200 | 230 | |||||
| 854 | ||||||||
| Industrials — 0.3% | ||||||||
| Axon Enterprise | ||||||||
| 6.125%, 03/15/2030 (D) | $ | 310 | 315 | |||||
| Boeing | ||||||||
| 3.250%, 02/01/2028 | 296 | 290 | ||||||
| Delta Air Lines | ||||||||
| 4.750%, 10/20/2028 (D) | 338 | 337 | ||||||
| ENA Master Trust | ||||||||
| 4.000%, 05/19/2048 (D) | 266 | 214 | ||||||
| Lima Metro Line 2 Finance | ||||||||
| 5.875%, 07/05/2034 | 169 | 172 | ||||||
| 4.350%, 04/05/2036 | 265 | 251 | ||||||
| 4.350%, 04/05/2036 (D) | 164 | 155 | ||||||
| Republic Services | ||||||||
| 4.750%, 07/15/2030 | 587 | 584 | ||||||
| Westinghouse Air Brake Technologies | ||||||||
| 4.900%, 05/29/2030 | 601 | 598 | ||||||
| 2,916 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Information Technology — 0.4% | ||||||||
| Applied Materials | ||||||||
| 4.000%, 01/15/2031 | $ | 577 | $ | 556 | ||||
| Broadcom | ||||||||
| 4.300%, 01/15/2031 | 490 | 472 | ||||||
| 3.469%, 04/15/2034 | 1,020 | 875 | ||||||
| Oracle | ||||||||
| 6.125%, 08/03/2065 | 546 | 432 | ||||||
| 5.950%, 09/26/2055 | 104 | 83 | ||||||
| 5.200%, 09/26/2035 | 133 | 119 | ||||||
| 4.375%, 05/15/2055 | 122 | 77 | ||||||
| Salesforce | ||||||||
| 5.200%, 03/15/2033 | 323 | 319 | ||||||
| TSMC Arizona | ||||||||
| 3.875%, 04/22/2027 | 345 | 344 | ||||||
| 3,277 | ||||||||
| Materials — 0.1% | ||||||||
| Braskem Netherlands Finance BV | ||||||||
| 4.500%, 01/10/2028 (F) | 263 | 151 | ||||||
| Glencore Funding LLC | ||||||||
| 6.500%, 10/06/2033 (D) | 327 | 347 | ||||||
| 5.338%, 04/04/2027 (D) | 105 | 105 | ||||||
| 5.186%, 04/01/2030 (D) | 53 | 53 | ||||||
| 4.907%, 04/01/2028 (D) | 118 | 118 | ||||||
| Sasol Financing USA LLC | ||||||||
| 8.750%, 04/10/2033 (D) | 315 | 332 | ||||||
| 1,106 | ||||||||
| Real Estate — 0.1% | ||||||||
| GLP Capital | ||||||||
| 5.250%, 02/15/2033 | 466 | 449 | ||||||
| GLP Capital LP / GLP Financing II | ||||||||
| 5.625%, 03/01/2036 | 617 | 588 | ||||||
| Omega Healthcare Investors | ||||||||
| 5.200%, 07/01/2030 | 105 | 104 | ||||||
| 1,141 | ||||||||
| Telecommunication Services — 0.1% | ||||||||
| Beacon Point DC LLC | ||||||||
| 6.129%, 11/30/2042 (D) | 197 | 187 | ||||||
| NTT Finance | ||||||||
| 5.259%, 11/01/2033 (D) | 336 | 329 | ||||||
| 516 | ||||||||
| Utilities — 0.9% | ||||||||
| Abu Dhabi National Energy PJSC | ||||||||
| 5.125%, 08/03/2031 (D) | 924 | 922 | ||||||
| AES Panama Generation Holdings SRL | ||||||||
| 4.375%, 05/31/2030 (D) | 275 | 259 | ||||||
| Alexander Funding Trust II | ||||||||
| 7.467%, 07/31/2028 (D) | 104 | 108 | ||||||
| SEI Institutional Investments Trust | 369 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| American Electric Power | ||||||||
| 6.950%, H15T5Y + 2.675%, 12/15/2054 (B) | $ | 304 | $ | 319 | ||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (B) | 167 | 163 | ||||||
| CenterPoint Energy Houston Electric LLC | ||||||||
| 5.050%, 03/01/2035 | 526 | 513 | ||||||
| 4.950%, 04/01/2033 | 24 | 24 | ||||||
| 4.950%, 08/15/2035 | 18 | 17 | ||||||
| 4.850%, 04/01/2036 | 18 | 17 | ||||||
| COX Asset Mexico | ||||||||
| 7.125%, 01/08/2032 (D) | 308 | 309 | ||||||
| Duke Energy Carolinas NC Storm Funding LLC | ||||||||
| 2.617%, 07/01/2043 | 314 | 246 | ||||||
| Electricite de France | ||||||||
| 9.125%, H15T5Y + 5.411%(B)(D)(E) | 261 | 299 | ||||||
| ENEL Finance International | ||||||||
| 5.000%, 09/30/2035 (D) | 941 | 894 | ||||||
| 4.125%, 09/30/2028 (D) | 244 | 241 | ||||||
| Entergy Mississippi LLC | ||||||||
| 5.050%, 04/15/2036 | 113 | 108 | ||||||
| Eversource Energy | ||||||||
| 6.100%, H15T5Y + 2.521%, 08/15/2056 (B) | 109 | 108 | ||||||
| FIEMEX Energia - Banco Actinver Institucion de Banca Multiple | ||||||||
| 7.250%, 01/31/2041 (D) | 280 | 279 | ||||||
| Niagara Mohawk Power | ||||||||
| 5.290%, 01/17/2034 (D) | 212 | 208 | ||||||
| 4.647%, 10/03/2030 (D) | 398 | 391 | ||||||
| Public Service of Colorado | ||||||||
| 5.150%, 09/15/2035 | 566 | 550 | ||||||
| 5.050%, 06/15/2036 | 274 | 263 | ||||||
| Virginia Electric and Power | ||||||||
| 4.900%, 09/15/2035 | 490 | 467 | ||||||
| Vistra Operations LLC | ||||||||
| 6.950%, 10/15/2033 (D) | 415 | 441 | ||||||
| 4.300%, 07/15/2029 (D) | 786 | 766 | ||||||
| 7,912 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $53,388) ($ Thousands) | 52,902 | |||||||
| ASSET-BACKED SECURITIES — 2.8% | ||||||||
| Automotive — 0.8% | ||||||||
| ACM Auto Trust, Ser 2025-1A, Cl A | ||||||||
| 5.380%, 06/20/2029(D) | 1 | 1 | ||||||
| ACM Auto Trust, Ser 2025-2A, Cl A | ||||||||
| 5.550%, 06/20/2028(D) | 208 | 207 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| ACM Auto Trust, Ser 2025-3A, Cl A | ||||||||
| 5.010%, 01/22/2030(D) | $ | 60 | $ | 60 | ||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2024-1A, Cl A | ||||||||
| 6.460%, 04/17/2028(D) | – | – | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.920%, 05/15/2029(D) | 266 | 266 | ||||||
| AutoNation Finance Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.720%, 04/10/2028(D) | 14 | 14 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A | ||||||||
| 5.440%, 02/22/2028(D) | 589 | 591 | ||||||
| Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B | ||||||||
| 6.120%, 04/20/2028(D) | 485 | 488 | ||||||
| Bridgecrest Lending Auto Securitization Trust, Ser 2026-2, Cl A2 | ||||||||
| 4.240%, 09/15/2028 | 677 | 677 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N3, Cl C | ||||||||
| 1.020%, 06/12/2028 | 15 | 15 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N4, Cl D | ||||||||
| 2.300%, 09/11/2028 | 30 | 30 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-P4, Cl D | ||||||||
| 2.610%, 09/11/2028 | 420 | 410 | ||||||
| CPS Auto Receivables Trust, Ser 2026-B, Cl A | ||||||||
| 4.350%, 02/15/2030(D) | 296 | 296 | ||||||
| FHF Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.570%, 06/15/2028(D) | 1 | 1 | ||||||
| Flagship Credit Auto Trust, Ser 2024-3, Cl A | ||||||||
| 4.880%, 11/15/2028(D) | 39 | 39 | ||||||
| Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.920%, 08/15/2028(D) | 137 | 137 | ||||||
| Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 | ||||||||
| 7.090%, 10/16/2028(D) | 64 | 64 | ||||||
| Lendbuzz Securitization Trust, Ser 2025-1A, Cl A2 | ||||||||
| 5.100%, 10/15/2030(D) | 356 | 357 | ||||||
| Lendbuzz Securitization Trust, Ser 2025-2A, Cl A2 | ||||||||
| 5.180%, 05/15/2030(D) | 400 | 400 | ||||||
| Lobel Automobile Receivables Trust, Ser 2026-1, Cl A | ||||||||
| 4.880%, 10/16/2028(D) | 608 | 608 | ||||||
| Research-Driven Pagaya Motor Asset Trust, Ser 2025-4A, Cl A2 | ||||||||
| 5.124%, 04/25/2034(D) | 695 | 696 | ||||||
| 370 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A | ||||||||
| 6.360%, 12/15/2027(D) | $ | 68 | $ | 63 | ||||
| Tricolor Auto Securitization Trust, Ser 2025-1A, Cl A | ||||||||
| 4.940%, 02/15/2029(D) | 562 | 277 | ||||||
| Tricolor Auto Securitization Trust, Ser 2025-2A, Cl A | ||||||||
| 5.120%, 01/16/2029(D) | 914 | 365 | ||||||
| United Auto Credit Securitization Trust, Ser 2026-1, Cl A | ||||||||
| 4.410%, 06/12/2028(D) | 480 | 480 | ||||||
| Veros Auto Receivables Trust, Ser 2026-2, Cl A | ||||||||
| 4.650%, 03/12/2029(D) | 459 | 458 | ||||||
| 7,000 | ||||||||
| Credit Cards — 0.2% | ||||||||
| Mission Lane Credit Card Master Trust, Ser 2024-B, Cl A | ||||||||
| 5.880%, 01/15/2030(D) | 958 | 958 | ||||||
| Mission Lane Credit Card Master Trust, Ser 2025-A, Cl A | ||||||||
| 5.800%, 05/15/2030(D) | 724 | 727 | ||||||
| 1,685 | ||||||||
| Mortgage Related Securities — 0.7% | ||||||||
| COOPR Residential Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.874%, 02/25/2061(D)(G) | 736 | 723 | ||||||
| Ellington Financial Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 4.914%, 12/25/2060(D)(G) | 299 | 294 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-CES1, Cl A1 | ||||||||
| 4.899%, 05/25/2056(D)(G) | 731 | 722 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 5.227%, 06/25/2056(D)(G) | 427 | 422 | ||||||
| JP Morgan Mortgage Trust, Ser 2025-CES7, Cl A1A | ||||||||
| 5.055%, 04/25/2056(D)(G) | 815 | 806 | ||||||
| JP Morgan Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.909%, 06/25/2056(D)(G) | 623 | 614 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055(D)(G) | 806 | 797 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.827%, 01/25/2056(D)(G) | 560 | 551 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES3, Cl A1A | ||||||||
| 5.144%, 03/25/2056(D)(G) | 580 | 573 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Santander Mortgage Asset Receivable Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.876%, 01/25/2056(D)(G) | $ | 754 | $ | 742 | ||||
| 6,244 | ||||||||
| Other Asset-Backed Securities — 1.1% | ||||||||
| AB Issuer LLC, Ser 2021-1, Cl A2 | ||||||||
| 3.734%, 07/30/2051(D) | 680 | 649 | ||||||
| College Ave Student Loans LLC, Ser 2021-C, Cl B | ||||||||
| 2.720%, 07/26/2055(D) | 117 | 107 | ||||||
| Dext ABS LLC, Ser 2023-1, Cl A2 | ||||||||
| 5.990%, 03/15/2032(D) | 8 | 8 | ||||||
| Diamond Issuer, Ser 2021-1A, Cl A | ||||||||
| 2.305%, 11/20/2051(D) | 768 | 751 | ||||||
| Equify ABS LLC, Ser 2024-1A, Cl A | ||||||||
| 5.430%, 04/18/2033(D) | 125 | 125 | ||||||
| FIGRE Trust, Ser 2025-HE8, Cl A | ||||||||
| 5.206%, 11/25/2055(B)(D) | 624 | 614 | ||||||
| FIGRE Trust, Ser 2026-HE1, Cl A | ||||||||
| 4.982%, 01/25/2056(B)(D) | 742 | 728 | ||||||
| FIGRE Trust, Ser 2026-HE2, Cl A | ||||||||
| 5.049%, 01/25/2056(B)(D) | 398 | 390 | ||||||
| GCI Funding I LLC, Ser 2021-1, Cl A | ||||||||
| 2.380%, 06/18/2046(D) | 164 | 150 | ||||||
| Hardee's Funding LLC, Ser 2018-1A, Cl A23 | ||||||||
| 5.710%, 06/20/2048(D) | 357 | 353 | ||||||
| Hardee's Funding LLC, Ser 2020-1A, Cl A2 | ||||||||
| 3.981%, 12/20/2050(D) | 251 | 244 | ||||||
| HPS Loan Management, Ser 2026-19A, Cl A1R | ||||||||
| 5.013%, TSFR3M + 1.260%, 04/15/2037(B)(D) | 293 | 293 | ||||||
| MVW LLC, Ser 2021-2A, Cl B | ||||||||
| 1.830%, 05/20/2039(D) | 79 | 76 | ||||||
| Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX | ||||||||
| 1.630%, 04/20/2062(D) | 69 | 66 | ||||||
| OCP CLO, Ser 2026-50A, Cl A1 | ||||||||
| 4.825%, TSFR3M + 1.200%, 07/15/2039(B)(D) | 565 | 566 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2024-9, Cl B | ||||||||
| 5.306%, 03/15/2032(D) | 306 | 306 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.156%, 07/15/2032(B)(D) | 119 | 119 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-3, Cl A2 | ||||||||
| 5.365%, 12/15/2032(D) | 115 | 116 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-6, Cl A2 | ||||||||
| 4.497%, 04/15/2033(D) | 137 | 136 | ||||||
| SEI Institutional Investments Trust | 371 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Pagaya AI Debt Selection Trust, Ser 2026-5, Cl A1 | ||||||||
| 4.756%, 08/16/2027(D) | $ | 393 | $ | 393 | ||||
| Pagaya Point of Sale Holdings Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.715%, 01/20/2034(D) | 329 | 329 | ||||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051(D) | 155 | 147 | ||||||
| Towd Point Mortgage Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 4.720%, 02/25/2066(D)(G) | 949 | 930 | ||||||
| Towd Point Mortgage Trust, Ser 2026-FIX1, Cl A1 | ||||||||
| 4.980%, 12/25/2065(D)(G) | 260 | 256 | ||||||
| Upgrade Master Pass-Thru Trust, Ser 2026-ST1, Cl A | ||||||||
| 4.244%, 03/15/2034(D) | 348 | 347 | ||||||
| Upgrade Master Pass-Thru Trust, Ser 2026-ST4, Cl A | ||||||||
| 4.541%, 10/15/2035(D) | 955 | 954 | ||||||
| UPSTART Securitization Trust, Ser 2026-3, Cl A2 | ||||||||
| 4.770%, 07/20/2036(D) | 638 | 637 | ||||||
| VFI ABS LLC, Ser 2025-1A, Cl A | ||||||||
| 4.780%, 06/24/2030(D) | 379 | 379 | ||||||
| 10,169 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $26,207) ($ Thousands) | 25,098 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.5% | ||||||||
| FFCB | ||||||||
| 3.870%, SOFR + 0.230%, 08/01/2028^(B) | 1,300 | 1,302 | ||||||
| 3.765%, SOFR + 0.125%, 11/03/2027^(B) | 800 | 801 | ||||||
| 3.730%, SOFR + 0.090%, 03/09/2028^(B) | 900 | 900 | ||||||
| 3.725%, SOFR + 0.085%, 02/23/2028^(B) | 500 | 500 | ||||||
| 3.695%, SOFR + 0.055%, 07/13/2027^(B) | 1,000 | 1,000 | ||||||
| FHLB | ||||||||
| 4.000%, 10/09/2026^ | 400 | 400 | ||||||
| 3.870%, SOFR + 0.230%, 07/14/2028^(B) | 1,300 | 1,302 | ||||||
| 3.860%, SOFR + 0.220%, 07/23/2029^(B) | 2,200 | 2,200 | ||||||
| 3.500%, 09/09/2027^ | 1,500 | 1,489 | ||||||
| 3.500%, 03/03/2028^ | 700 | 693 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
| FHLMC | ||||||||
| 3.860%, SOFR + 0.220%, 05/23/2028^(B) | $ | 1,400 | $ | 1,403 | ||||
| 3.780%, SOFR + 0.140%, 10/16/2026^(B) | 800 | 800 | ||||||
| 3.780%, SOFR + 0.140%, 10/06/2027^(B) | 1,500 | 1,501 | ||||||
| FNMA | ||||||||
| 3.900%, SOFR + 0.260%, 11/05/2027^(B) | 700 | 701 | ||||||
| 3.730%, SOFR + 0.090%, 02/02/2028^(B) | 1,600 | 1,600 | ||||||
| 3.730%, SOFR + 0.090%, 05/08/2028^(B) | 1,000 | 1,000 | ||||||
| 3.725%, SOFR + 0.085%, 03/06/2028^(B) | 1,500 | 1,499 | ||||||
| 3.725%, SOFR + 0.085%, 06/08/2028^(B) | 2,800 | 2,799 | ||||||
| 3.720%, SOFR + 0.080%, 12/22/2027^(B) | 700 | 700 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $22,599) ($ Thousands) | 22,590 | |||||||
| MORTGAGE-BACKED SECURITIES — 2.0% | ||||||||
| Agency Mortgage-Backed Obligations — 0.0% | ||||||||
| FHLMC CMO, Ser 2016-4585, Cl DS, IO | ||||||||
| 2.249%, 05/15/2046(B) | 432 | 35 | ||||||
| FHLMC CMO, Ser 2017-4693, Cl SL, IO | ||||||||
| 2.399%, 06/15/2047(B) | 663 | 57 | ||||||
| FHLMC CMO, Ser 2017-4719, Cl JS, IO | ||||||||
| 2.399%, 09/15/2047(B) | 490 | 44 | ||||||
| FHLMC CMO, Ser 2020-4954, Cl SL, IO | ||||||||
| 2.292%, 02/25/2050(B) | 656 | 56 | ||||||
| FHLMC CMO, Ser 2020-4981, Cl HS, IO | ||||||||
| 2.342%, 06/25/2050(B) | 1,353 | 113 | ||||||
| FNMA CMO, Ser 2014-78, Cl SE, IO | ||||||||
| 2.342%, 12/25/2044(B) | 441 | 37 | ||||||
| FNMA CMO, Ser 2016-77, Cl DS, IO | ||||||||
| 2.242%, 10/25/2046(B) | 444 | 36 | ||||||
| FNMA CMO, Ser 2017-62, Cl AS, IO | ||||||||
| 2.392%, 08/25/2047(B) | 558 | 49 | ||||||
| GNMA CMO, Ser 2017-122, Cl SA, IO | ||||||||
| 2.433%, 08/20/2047(B) | 453 | 44 | ||||||
| 471 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 2.0% | ||||||||
| Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 | ||||||||
| 5.500%, 07/25/2035 | 26 | 16 | ||||||
| 372 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Alternative Loan Trust, Ser 2006-24CB, Cl A16 | ||||||||
| 5.750%, 08/25/2036 | $ | 174 | $ | 80 | ||||
| Alternative Loan Trust, Ser 2006-J1, Cl 1A13 | ||||||||
| 5.500%, 02/25/2036 | 65 | 42 | ||||||
| AREIT Trust, Ser 2022-CRE6, Cl A | ||||||||
| 4.886%, SOFR30A + 1.250%, 01/20/2037(B)(D) | 203 | 203 | ||||||
| BHMS Commercial Mortgage Trust, Ser 2025-ATLS, Cl A | ||||||||
| 5.489%, TSFR1M + 1.850%, 08/15/2042(B)(D) | 605 | 607 | ||||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D | ||||||||
| 5.585%, TSFR1M + 1.946%, 04/15/2034(B)(D) | 152 | 148 | ||||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E | ||||||||
| 5.835%, TSFR1M + 2.196%, 04/15/2034(B)(D) | 432 | 412 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 | ||||||||
| 6.000%, 07/25/2037 | 71 | 29 | ||||||
| CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 | ||||||||
| 6.000%, 05/25/2036 | 85 | 31 | ||||||
| CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 | ||||||||
| 6.250%, 09/25/2036 | 48 | 20 | ||||||
| CLIP Trust, Ser 2026-NQM1, Cl A1 | ||||||||
| 0.000%, 05/25/2071(B)(D)(H) | 548 | 541 | ||||||
| COLT Mortgage Loan Trust, Ser 2026-6, Cl A1 | ||||||||
| 5.651%, 08/25/2071(B)(D) | 676 | 675 | ||||||
| COMM Mortgage Trust, Ser 2010-C1, Cl D | ||||||||
| 5.985%, 07/10/2046(B)(D) | 374 | 370 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 12/25/2041(B)(D) | 279 | 279 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 | ||||||||
| 7.143%, SOFR30A + 3.500%, 03/25/2042(B)(D) | 744 | 753 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 | ||||||||
| 6.743%, SOFR30A + 3.100%, 03/25/2042(B)(D) | 185 | 187 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 | ||||||||
| 6.143%, SOFR30A + 2.500%, 04/25/2043(B)(D) | 227 | 228 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | ||||||||
| 5.943%, SOFR30A + 2.300%, 05/25/2043(B)(D) | $ | 429 | $ | 434 | ||||
| Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | ||||||||
| 5.543%, SOFR30A + 1.900%, 06/25/2043(B)(D) | 298 | 299 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R03, Cl 2M1 | ||||||||
| 5.243%, SOFR30A + 1.600%, 03/25/2045(B)(D) | 153 | 154 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R05, Cl 2M1 | ||||||||
| 4.843%, SOFR30A + 1.200%, 07/25/2045(B)(D) | 449 | 449 | ||||||
| Connecticut Avenue Securities Trust, Ser 2026-R01, Cl 2M1 | ||||||||
| 4.643%, SOFR30A + 1.000%, 01/25/2046(B)(D) | 405 | 404 | ||||||
| CROSS Mortgage Trust, Ser 2026-NQM10, Cl A1 | ||||||||
| 5.609%, 09/25/2071(B)(D) | 1,084 | 1,082 | ||||||
| CROSS Mortgage Trust, Ser 2026-NQM9, Cl A1 | ||||||||
| 5.726%, 08/25/2071(B)(D) | 765 | 764 | ||||||
| Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 | ||||||||
| 4.162%, TSFR1M + 0.494%, 12/25/2036(B) | 123 | 36 | ||||||
| FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 | ||||||||
| 5.643%, SOFR30A + 2.000%, 01/25/2051(B)(D) | 6 | 6 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | ||||||||
| 5.293%, SOFR30A + 1.650%, 01/25/2034(B)(D) | 28 | 28 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||
| 5.143%, SOFR30A + 1.500%, 10/25/2041(B)(D) | 633 | 633 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 | ||||||||
| 5.443%, SOFR30A + 1.800%, 11/25/2041(B)(D) | 908 | 909 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 | ||||||||
| 5.993%, SOFR30A + 2.350%, 12/25/2041(B)(D) | 635 | 638 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | ||||||||
| 4.943%, SOFR30A + 1.300%, 02/25/2042(B)(D) | 17 | 18 | ||||||
| SEI Institutional Investments Trust | 373 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A | ||||||||
| 6.593%, SOFR30A + 2.950%, 06/25/2042(B)(D) | $ | 144 | $ | 146 | ||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A | ||||||||
| 6.143%, SOFR30A + 2.500%, 03/25/2052(B)(D) | 87 | 87 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A | ||||||||
| 5.745%, SOFR30A + 2.100%, 03/25/2043(B)(D) | 217 | 219 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | ||||||||
| 5.643%, SOFR30A + 2.000%, 05/25/2043(B)(D) | 251 | 251 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B | ||||||||
| 7.143%, SOFR30A + 3.500%, 05/25/2043(B)(D) | 1,327 | 1,374 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl M1 | ||||||||
| 4.843%, SOFR30A + 1.200%, 08/25/2044(B)(D) | 201 | 201 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl A1 | ||||||||
| 4.743%, SOFR30A + 1.100%, 05/25/2045(B)(D) | 149 | 149 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl M1 | ||||||||
| 4.843%, SOFR30A + 1.200%, 05/25/2045(B)(D) | 48 | 48 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA3, Cl A1 | ||||||||
| 4.593%, SOFR30A + 0.950%, 09/25/2045(B)(D) | 566 | 564 | ||||||
| GS Mortgage Securities Trust, Ser 2011-GC5, Cl D | ||||||||
| 5.386%, 08/10/2044(B)(D) | 12 | 10 | ||||||
| GS Mortgage Securities Trust, Ser 2021-1, Cl A2 | ||||||||
| 2.435%, 08/17/2035 | 235 | 234 | ||||||
| HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 | ||||||||
| 4.282%, TSFR1M + 0.614%, 03/25/2035(B) | 15 | 12 | ||||||
| JPMorgan Chase, Ser 2019-CL1, Cl M3 | ||||||||
| 5.882%, TSFR1M + 2.214%, 04/25/2047(B)(D) | 75 | 75 | ||||||
| Neighborly Issuer LLC, Ser 2023-1A, Cl A2 | ||||||||
| 7.308%, 01/30/2053(D) | 758 | 761 | ||||||
| OBX Trust, Ser 2026-NQM10, Cl A1 | ||||||||
| 5.425%, 06/25/2066(B)(D) | 1,038 | 1,032 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| OBX Trust, Ser 2026-NQM11, Cl A1 | ||||||||
| 5.592%, 06/25/2066(B)(D) | $ | 415 | $ | 415 | ||||
| OBX Trust, Ser 2026-NQM6, Cl A1 | ||||||||
| 5.063%, 04/26/2066(B)(D) | 354 | 349 | ||||||
| SG Residential Mortgage Trust, Ser 2026-3, Cl A1 | ||||||||
| 5.188%, 04/25/2066(B)(D) | 640 | 632 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C | ||||||||
| 4.703%, 11/15/2049(B) | 620 | 603 | ||||||
| 17,637 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $19,073) ($ Thousands) | 18,108 | |||||||
| SOVEREIGN DEBT — 0.4% | ||||||||
| Baiterek National Investment Holding JSC MTN | ||||||||
| 4.650%, 10/01/2030(D) | 412 | 404 | ||||||
| Colombia Government International Bond | ||||||||
| 6.500%, 01/21/2033 | 251 | 250 | ||||||
| 3.125%, 04/15/2031 | 213 | 188 | ||||||
| Dominican Republic International Bond | ||||||||
| 4.875%, 09/23/2032 | 399 | 376 | ||||||
| Eagle Funding Luxco Sarl | ||||||||
| 5.500%, 08/17/2030(D) | 298 | 297 | ||||||
| Kuwait International Government Bond | ||||||||
| 5.039%, 07/29/2029(D) | 791 | 792 | ||||||
| Mexico Government International Bond | ||||||||
| 5.375%, 03/22/2033 | 346 | 335 | ||||||
| Romanian Government International Bond | ||||||||
| 5.750%, 09/16/2030(D) | 868 | 867 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $3,510) ($ Thousands) | 3,509 | |||||||
| Shares | ||||||||
| REGISTERED INVESTMENT COMPANY — 0.4% | ||||||||
| Sprott Physical Uranium Trust * | 152,000 | 3,052 | ||||||
| Total Registered Investment Company | ||||||||
| (Cost $2,693) ($ Thousands) | 3,052 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc CVR *‡‡(I) | 366 | – | ||||||
| Blueprint Medicines Corp CVR *‡‡(I) | 340 | – | ||||||
| Holx CVR *‡‡(I) | 1,877 | – | ||||||
| Invest Industrial Advisor CVR *‡‡(I) | 1,204 | – | ||||||
| Mirati Therapeutics CVR *‡‡(I) | 600 | – | ||||||
| 374 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Description | Number of Rights | Market Value ($ Thousands) | ||||||
| RIGHTS (continued) | ||||||||
| Novartis AG CVR *‡‡(I) | 1,600 | $ | 1 | |||||
| Pfizer Inc CVR *‡‡(I) | 558 | 2 | ||||||
| Walgreens Boots Alliance *‡‡ | 12,847 | 7 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 10 | |||||||
| Total Investments in Securities — 99.5% | ||||||||
| (Cost $756,692) ($ Thousands) | $ | 889,571 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT— (2.3)% | ||||||||
| Communication Services — (0.6)% | ||||||||
| Charter Communications Inc, Cl A * | (4,068 | ) | (620 | ) | ||||
| Clear Channel Outdoor Holdings Inc, Cl A * | (16,250 | ) | (39 | ) | ||||
| DoubleVerify Holdings Inc * | (5,436 | ) | (73 | ) | ||||
| EchoStar Corp, Cl A * | (5,362 | ) | (464 | ) | ||||
| Entravision Communications Corp, Cl A | (3,440 | ) | (27 | ) | ||||
| Fox Corp | (7,649 | ) | (515 | ) | ||||
| Fox Corp, Cl B | (5,398 | ) | (325 | ) | ||||
| John Wiley & Sons Inc, Cl A | (1,684 | ) | (88 | ) | ||||
| Magnite Inc * | (5,626 | ) | (132 | ) | ||||
| New York Times Co/The, Cl A | (5,739 | ) | (386 | ) | ||||
| News Corp, Cl A | (15,375 | ) | (472 | ) | ||||
| News Corp, Cl B | (5,572 | ) | (192 | ) | ||||
| Nexstar Media Group Inc, Cl A | (1,113 | ) | (203 | ) | ||||
| NIQ Global Intelligence PLC * | (2,258 | ) | (43 | ) | ||||
| Omnicom Group Inc | (10,714 | ) | (938 | ) | ||||
| PubMatic Inc, Cl A * | (2,001 | ) | (33 | ) | ||||
| Scholastic Corp | (828 | ) | (32 | ) | ||||
| Sinclair Inc | (1,835 | ) | (26 | ) | ||||
| Sirius XM Holdings Inc | (7,206 | ) | (203 | ) | ||||
| Stagwell Inc, Cl A * | (3,192 | ) | (28 | ) | ||||
| Trade Desk Inc/The, Cl A * | (15,769 | ) | (216 | ) | ||||
| USA TODAY Co Inc * | (6,277 | ) | (39 | ) | ||||
| Versant Media Group Inc | (5,591 | ) | (230 | ) | ||||
| (5,324 | ) | |||||||
| Energy — (0.0)% | ||||||||
| Core Natural Resources Inc | (121 | ) | (12 | ) | ||||
| Information Technology — (1.7)% | ||||||||
| Advanced Micro Devices Inc * | (1,391 | ) | (655 | ) | ||||
| Amphenol Corp, Cl A | (1,094 | ) | (173 | ) | ||||
| Analog Devices Inc | (471 | ) | (171 | ) | ||||
| Apple Inc | (13,243 | ) | (4,196 | ) | ||||
| Applied Materials Inc | (671 | ) | (308 | ) | ||||
| Arista Networks Inc * | (876 | ) | (171 | ) | ||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| Arrow Electronics Inc * | (116 | ) | $ | (24 | ) | |||
| Astera Labs Inc * | (167 | ) | (50 | ) | ||||
| Broadcom Inc | (3,813 | ) | (1,412 | ) | ||||
| CDW Corp/DE | (171 | ) | (26 | ) | ||||
| Ciena Corp * | (132 | ) | (51 | ) | ||||
| Cisco Systems Inc | (3,568 | ) | (394 | ) | ||||
| Coherent Corp * | (191 | ) | (53 | ) | ||||
| Corning Inc | (661 | ) | (98 | ) | ||||
| Credo Technology Group Holding Ltd * | (203 | ) | (46 | ) | ||||
| Dell Technologies Inc, Cl C | (285 | ) | (130 | ) | ||||
| Entegris Inc | (255 | ) | (34 | ) | ||||
| Everpure Inc, Cl A * | (381 | ) | (35 | ) | ||||
| F5 Inc * | (52 | ) | (21 | ) | ||||
| Fabrinet * | (8 | ) | (3 | ) | ||||
| First Solar Inc * | (142 | ) | (29 | ) | ||||
| Flex Ltd * | (334 | ) | (36 | ) | ||||
| Hewlett Packard Enterprise Co | (1,387 | ) | (72 | ) | ||||
| HP Inc | (657 | ) | (20 | ) | ||||
| Intel Corp * | (3,660 | ) | (328 | ) | ||||
| Jabil Inc | (68 | ) | (21 | ) | ||||
| Keysight Technologies Inc * | (147 | ) | (47 | ) | ||||
| KLA Corp | (1,140 | ) | (200 | ) | ||||
| Lam Research Corp | (1,085 | ) | (327 | ) | ||||
| Lumentum Holdings Inc * | (49 | ) | (45 | ) | ||||
| MACOM Technology Solutions Holdings Inc * | (124 | ) | (33 | ) | ||||
| Marvell Technology Inc | (785 | ) | (166 | ) | ||||
| Microchip Technology Inc | (376 | ) | (28 | ) | ||||
| Micron Technology Inc | (1,007 | ) | (965 | ) | ||||
| MKS Inc | (88 | ) | (23 | ) | ||||
| Monolithic Power Systems Inc | (37 | ) | (47 | ) | ||||
| Motorola Solutions Inc | (133 | ) | (65 | ) | ||||
| NetApp Inc | (123 | ) | (23 | ) | ||||
| NVIDIA Corp | (19,202 | ) | (4,239 | ) | ||||
| ON Semiconductor Corp * | (269 | ) | (20 | ) | ||||
| Qnity Electronics Inc | (241 | ) | (29 | ) | ||||
| QUALCOMM Inc | (911 | ) | (155 | ) | ||||
| SanDisk Corp * | (124 | ) | (194 | ) | ||||
| TD SYNNEX Corp | (137 | ) | (35 | ) | ||||
| Teledyne Technologies Inc * | (42 | ) | (26 | ) | ||||
| Teradyne Inc | (113 | ) | (40 | ) | ||||
| Texas Instruments Inc | (832 | ) | (217 | ) | ||||
| Western Digital Corp | (300 | ) | (135 | ) | ||||
| Zebra Technologies Corp, Cl A * | (86 | ) | (30 | ) | ||||
| (15,646 | ) | |||||||
| Total Common Stock Sold Short | ||||||||
| (Proceeds $18,369) ($ Thousands) | (20,982 | ) | ||||||
| Total Investments Sold Short — (2.3)% | ||||||||
| (Proceeds $18,369) ($ Thousands) | $ | (20,982 | ) | |||||
| SEI Institutional Investments Trust | 375 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
A list of the open futures contracts held by the Fund at August 31, 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 Bonds | 70 | Sep-2026 | $ | 5,328 | $ | 5,369 | $ | (68 | ) | |||||||||
| Brent Crude^ | 188 | Sep-2026 | 15,564 | 17,012 | 1,448 | |||||||||||||
| Brent Crude^ | 22 | Nov-2026 | 1,825 | 1,895 | 70 | |||||||||||||
| CA Carbon Allowance Vintage^ | 65 | Dec-2026 | 2,021 | 2,186 | 165 | |||||||||||||
| CA Low Carbon Fuel^ | 67 | Dec-2026 | 489 | 581 | 92 | |||||||||||||
| Copper^ | 82 | Dec-2026 | 13,741 | 13,710 | (31 | ) | ||||||||||||
| Corn^ | 671 | Dec-2026 | 16,580 | 18,042 | 1,462 | |||||||||||||
| Cotton No. 2^ | 59 | Dec-2026 | 2,463 | 2,748 | 285 | |||||||||||||
| Gasoline^ | 12 | Sep-2026 | 1,483 | 1,551 | 68 | |||||||||||||
| Gasoline^ | 11 | Oct-2026 | 1,296 | 1,335 | 39 | |||||||||||||
| Gold^ | 66 | Dec-2026 | 28,249 | 29,577 | 1,328 | |||||||||||||
| Gold^ | 5 | Dec-2026 | 226 | 224 | (2 | ) | ||||||||||||
| KC HRW Wheat^ | 98 | Dec-2026 | 3,837 | 4,106 | 269 | |||||||||||||
| Lean Hogs^ | 144 | Oct-2026 | 4,672 | 4,820 | 148 | |||||||||||||
| Live Cattle^ | 24 | Oct-2026 | 2,167 | 2,042 | (125 | ) | ||||||||||||
| LME Copper^ | 28 | Oct-2026 | 9,909 | 10,059 | 150 | |||||||||||||
| LME Nickel^ | 28 | Oct-2026 | 2,828 | 2,819 | (9 | ) | ||||||||||||
| LME Nickel^ | 11 | Dec-2026 | 1,123 | 1,116 | (7 | ) | ||||||||||||
| LME Primary Aluminum^ | 20 | Sep-2026 | 1,660 | 1,622 | (38 | ) | ||||||||||||
| LME Primary Aluminum^ | 42 | Oct-2026 | 3,475 | 3,406 | (69 | ) | ||||||||||||
| LME Zinc^ | 53 | Dec-2026 | 4,829 | 5,124 | 295 | |||||||||||||
| Low Sulphur Gasoil^ | 73 | Nov-2026 | 7,799 | 8,884 | 1,085 | |||||||||||||
| Low Sulphur Gasoil^ | 33 | Oct-2026 | 3,776 | 4,236 | 460 | |||||||||||||
| Micro Silver^ | 3 | Dec-2026 | 198 | 201 | 3 | |||||||||||||
| Mill Wheat^ | 102 | Dec-2026 | 1,361 | 1,453 | 84 | |||||||||||||
| Natural Gas^ | 15 | May-2027 | 443 | 440 | (3 | ) | ||||||||||||
| Natural Gas^ | 60 | Oct-2026 | 1,989 | 1,839 | (150 | ) | ||||||||||||
| NY Harbor ULSD^ | 21 | Oct-2026 | 3,549 | 3,750 | 201 | |||||||||||||
| NY Harbor ULSD^ | 10 | Sep-2026 | 1,698 | 1,852 | 154 | |||||||||||||
| Palladium^ | 3 | Dec-2026 | 407 | 414 | 7 | |||||||||||||
| Silver^ | 11 | Dec-2026 | 3,477 | 3,683 | 206 | |||||||||||||
| Soybean^ | 168 | Nov-2026 | 10,173 | 10,819 | 646 | |||||||||||||
| Soybean Meal^ | 85 | Dec-2026 | 2,766 | 2,935 | 169 | |||||||||||||
| Soybean Oil^ | 36 | Dec-2026 | 1,519 | 1,535 | 16 | |||||||||||||
| Soybean Oil^ | 8 | Jan-2027 | 326 | 341 | 15 | |||||||||||||
| Sugar No. 11^ | 170 | Sep-2026 | 3,172 | 3,391 | 219 | |||||||||||||
| Sugar No. 11^ | 96 | Feb-2027 | 1,889 | 2,025 | 136 | |||||||||||||
| U.S. 2-Year Treasury Notes | 206 | Dec-2026 | 42,375 | 42,278 | (97 | ) | ||||||||||||
| U.S. 5-Year Treasury Notes | 339 | Dec-2026 | 35,958 | 35,833 | (125 | ) | ||||||||||||
| U.S. Ultra Long Treasury Bonds | 4 | Dec-2026 | 444 | 439 | (5 | ) | ||||||||||||
| Wheat^ | 130 | Dec-2026 | 4,574 | 5,031 | 457 | |||||||||||||
| WTI Crude Oil^ | 52 | Oct-2026 | 4,209 | 4,371 | 162 | |||||||||||||
| WTI Crude Oil^ | 151 | Sep-2026 | 12,225 | 12,950 | 725 | |||||||||||||
| 268,092 | 278,044 | 9,835 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| Brent Crude^ | (19) | Oct-2027 | $ | (1,421 | ) | $ | (1,452 | ) | $ | (31 | ) | |||||||
| Coffee C^ | (3) | Dec-2026 | (370 | ) | (350 | ) | 20 | |||||||||||
| Cotton No. 2^ | (23) | Dec-2026 | (973 | ) | (1,071 | ) | (98 | ) | ||||||||||
| E-Mini S&P Select Sector Consumer Discretionary | (333) | Sep-2026 | (79,233 | ) | (78,561 | ) | 672 | |||||||||||
| Feeder Cattle^ | (3) | Oct-2026 | (473 | ) | (476 | ) | (3 | ) | ||||||||||
| LME Lead^ | (59) | Dec-2026 | (2,815 | ) | (2,822 | ) | (7 | ) | ||||||||||
| MSCI EAFE Index | (50) | Sep-2026 | (7,937 | ) | (8,072 | ) | (135 | ) | ||||||||||
| NYMEX Cocoa^ | (1) | Dec-2026 | (59 | ) | (68 | ) | (9 | ) | ||||||||||
| Platinum^ | (18) | Oct-2026 | (1,420 | ) | (1,615 | ) | (195 | ) | ||||||||||
| S&P 500 Index E-Mini | (65) | Sep-2026 | (24,395 | ) | (25,021 | ) | (626 | ) | ||||||||||
| U.S. 10-Year Treasury Notes | (2) | Dec-2026 | (217 | ) | (215 | ) | 2 | |||||||||||
| U.S. Long Treasury Bonds | (31) | Dec-2026 | (3,397 | ) | (3,367 | ) | 30 | |||||||||||
| 376 | SEI Institutional Investments Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Ultra 10-Year U.S. Treasury Notes | (109) | Dec-2026 | $ | (11,942 | ) | $ | (11,927 | ) | $ | 15 | ||||||||
| (134,652 | ) | (135,017 | ) | (365 | ) | |||||||||||||
| $ | 133,440 | $ | 143,027 | $ | 9,470 | |||||||||||||
A list of the open forward foreign currency contracts held by the Fund at August 31, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| Brown Brothers Harriman | 09/11/26 | EUR | 122 | USD | 139 | $ | (2 | ) | ||||||||||||||
| Brown Brothers Harriman | 10/09/26 | AUD | 257 | USD | 178 | (6 | ) | |||||||||||||||
| $ | (8 | ) | ||||||||||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at August 31, 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) | |||||||||||||||||
| ITRAXX-AUSTRALIA.S45 | 1.00 | % | Quarterly | 06/20/2031 | $ | 11,290 | $ | (159 | ) | $ | (66 | ) | $ | (93 | ) | |||||||||
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) | |||||||||||||||||
| CDX.NA.IG.S46.V1-5Y | 1.00 | % | Quarterly | 06/20/2031 | $ | 11,290 | $ | 241 | $ | 175 | $ | 66 | ||||||||||||
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) | ||||||||||||||||||
| 1.1650% | SOFR | Annually | 10/04/2026 | USD | 7,010 | $ | 18 | $ | 19 | $ | (1 | ) | ||||||||||||||
| 1.4550% | SOFR | Annually | 11/08/2026 | USD | 1,040 | 5 | 5 | – | ||||||||||||||||||
| 1.4725% | SOFR | Annually | 11/09/2026 | USD | 1,230 | 6 | 6 | – | ||||||||||||||||||
| 2.2275% | SOFR | Annually | 04/04/2027 | USD | 3,640 | 38 | 39 | (1 | ) | |||||||||||||||||
| 0.0275% | SOFR | Annually | 06/05/2027 | USD | 15,050 | 459 | 433 | 26 | ||||||||||||||||||
| 1.9950% | SOFR | Annually | 07/12/2027 | USD | 720 | 13 | 12 | 1 | ||||||||||||||||||
| 1.7600% | SOFR | Annually | 06/04/2029 | USD | 5,145 | 328 | 271 | 57 | ||||||||||||||||||
| 1.2925% | SOFR | Annually | 09/27/2029 | USD | 2,440 | 204 | 170 | 34 | ||||||||||||||||||
| 1.3945% | SOFR | Annually | 05/21/2031 | USD | 17,160 | 2,073 | 1,635 | 438 | ||||||||||||||||||
| 2.4095% | SOFR | Annually | 11/10/2035 | USD | 1,300 | 193 | 128 | 65 | ||||||||||||||||||
| 2.401% | CPI | Annually | 07/15/2028 | USD | 82,145 | 5,255 | – | 5,255 | ||||||||||||||||||
| $ | 8,592 | $ | 2,718 | $ | 5,874 | |||||||||||||||||||||
| SEI Institutional Investments Trust | 377 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2026
Multi-Asset Real Return Fund (Concluded)
Percentages are based on Net Assets of $894,035 ($ Thousands).
| ^ | Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of August 31, 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 August 31, 2026, the value of these securities amounted to $69,982 ($ Thousands), representing 7.8% of the Net Assets of the Fund. |
| (E) | Perpetual security with no stated maturity date. |
| (F) | Security is in default on interest payment. |
| (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) | No interest rate available. |
| (I) | 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):
August 31, 2026
| Currency Abbreviations | Portfolio Abbreviations |
| AUD — Australian Dollar | ABS — Asset-Backed Security |
| BRL — Brazilian Real | ACES — Alternative Credit Enhancement Structure |
| CAD — Canadian Dollar | ACWI — All Country World Index |
| CLP — Chilean Peso | ADR — American Depositary Receipt |
| CHF — Swiss Franc | AGC — Assured Guaranty Corporation |
| CNH — Chinese Yuan Offshore | AGM— Assured Guaranty Municipal |
| CNY — Chinese Yuan Onshore | AID — Agency for International Development |
| COP — Colombian Peso | ARM — Adjustable Rate Mortgage |
| CZK — Czech Koruna | BOBL — Bundesobligationen (German Debt Issuance) |
| DKK — Danish Krone | BPS — Basis Points |
| DOP — Dominican Peso | BUBOR — Budapest Interbank Offered Rate |
| EGP — Egyptian Pound | BUND — German Fixed Interest Bond |
| EUR — Euro | BUXL — German Debt Agency Bond |
| GBP — British Pound Sterling | CDO — Collateralized Debt Obligation |
| GHS — Ghanaian Cedi | CETIP — Central of Custody and Financial Settlement of Securities |
| HKD — Hong Kong Dollar | Cl — Class |
| HUF — Hungarian Forint | CLICP — Chile Indice de Camara Promedio Interbank Overnight Index |
| IDR — Indonesian Rupiah | CLO — Collateralized Loan Obligation |
| ILS — Israeli New Shekels | CMBX — Commercial Mortgage-Backed Index |
| INR — Indian Rupee | CMO — Collateralized Mortgage Obligation |
| JPY — Japanese Yen | COOVIBR — Colombia Overnight Interbank Reference Rate |
| KRW — Korean Won | CPI — Consumer Price Index |
| MXN — Mexican Peso | CVR — Contingent Value Rights |
| MYR — Malaysian Ringgit | DAC — Designated Activity Company |
| NGN — Nigerian Naira | EAFE — Europe, Australasia and Far East |
| NOK — Norwegian Krone | ESG — Environmental, Social and Governance |
| NZD — New Zealand Dollar | ETF — Exchange-Traded Fund |
| PEN — Peruvian Nuevo Sol | EURIBOR — Euro London Interbank Offered Rate |
| PHP— Philippine Peso | FBIL — Financial Benchmarks India Pvt. Ltd. |
| PLN — Polish Zloty | FEDEF — U.S. Federal Funds Effective Rate |
| RON — Romanian Leu | FFCB — Federal Farm Credit Bank |
| RSD — Serbian Dinar | FHLB — Federal Home Loan Bank |
| RUB — Russian Ruble | FHLMC — Federal Home Loan Mortgage Corporation |
| SEK — Swedish Krona | FNMA — Federal National Mortgage Association |
| SGD — Singapore Dollar | FREMF— Freddie Mac Multi-Family |
| THB — Thai Baht | FTSE— Financial Times Stock Exchange |
| TWD — Taiwan Dollar | GDR — Global Depositary Receipt |
| TRY — Turkish Lira | GMAC — General Motors Acceptance Corporation |
| UAH — Ukrainian Hryvnia | GNMA — Government National Mortgage Association |
| UGX — Ugandan Shilling | GO — General Obligation |
| USD — United States Dollar | H15T7Y — Harmonized Index of Consumer Prices |
| UYU — Uruguayan Peso | HRW — Hard Red Winter |
| ZAR — South African Rand | IBEX— Spanish Stock Exchange Index |
| ZMW — Zambian Kwacha | 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):
August 31, 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 |