UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSRS
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-07257
SEI Institutional Investments Trust
(Exact name of registrant as specified in charter)
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices) (Zip code)
Timothy D. Barto, Esq.
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Name and address of agent for service)
Registrant’s telephone number, including area code: 610-676-1000
Date of fiscal year end: May 31, 2025
Date of reporting period: November 30, 2024
Item 1. Reports to Stockholders.
| (a) | A copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Investment Company Act of 1940, as amended (the “Act”) (17 CFR § 270.30e-1), is attached hereto. |
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SLCAX
This semi-annual shareholder report contains important information about Class A Shares of the Large Cap Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Large Cap Fund, Class A Shares | $10 | 0.18% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $878,326 | 369 | $667 | 32% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Exchange Traded Funds | 0.6% |
Cash Equivalent | 2.1% |
Utilities | 2.2% |
Real Estate | 2.3% |
Materials | 2.7% |
Energy | 4.1% |
Consumer Staples | 5.5% |
Communication Services | 7.8% |
Consumer Discretionary | 9.4% |
Health Care | 10.1% |
Industrials | 10.9% |
Financials | 17.1% |
Information Technology | 25.0% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Microsoft Corp | | | 4.2% |
Apple Inc | | | 3.6% |
Amazon.com Inc | | | 2.8% |
NVIDIA Corp | | | 2.7% |
Broadcom Inc | | | 2.1% |
Meta Platforms Inc, Cl A | | | 2.0% |
Visa Inc, Cl A | | | 1.5% |
Johnson & Johnson | | | 1.3% |
Morgan Stanley | | | 1.3% |
JPMorgan Chase & Co | | | 1.2% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Large Cap Disciplined Equity Fund
SEI Institutional Investments Trust/Class A Shares - SCPAX
This semi-annual shareholder report contains important information about Class A Shares of the Large Cap Disciplined Equity Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Large Cap Disciplined Equity Fund, Class A Shares | $10 | 0.18% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,390,116 | 324 | $1,018 | 55% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Total Return Swaps | -0.4% |
Futures Contracts | 0.1% |
U.S. Treasury Obligation | 2.1% |
Real Estate | 2.2% |
Materials | 2.3% |
Utilities | 2.7% |
Energy | 3.5% |
Cash Equivalent | 4.5% |
Consumer Staples | 6.3% |
Communication Services | 6.9% |
Consumer Discretionary | 8.4% |
Industrials | 9.4% |
Health Care | 10.4% |
Financials | 16.5% |
Information Technology | 24.9% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apple Inc | | | 5.7% |
Microsoft Corp | | | 4.7% |
NVIDIA Corp | | | 2.7% |
Amazon.com Inc | | | 2.2% |
Meta Platforms Inc, Cl A | | | 2.1% |
JPMorgan Chase & Co | | | 1.9% |
Broadcom Inc | | | 1.5% |
UnitedHealth Group Inc | | | 1.3% |
Alphabet Inc, Cl A | | | 1.3% |
Citigroup Inc | | | 1.1% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - LCIAX
This semi-annual shareholder report contains important information about Class A Shares of the Large Cap Index Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Large Cap Index Fund, Class A Shares | $2 | 0.04% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,895,622 | 1,009 | $92 | 1% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.1% |
Cash Equivalent | 2.0% |
Utilities | 2.3% |
Materials | 2.4% |
Real Estate | 2.5% |
Energy | 3.4% |
Consumer Staples | 5.4% |
Communication Services | 8.5% |
Industrials | 9.3% |
Health Care | 10.2% |
Consumer Discretionary | 10.7% |
Financials | 14.2% |
Information Technology | 28.9% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apple Inc | | | 6.1% |
NVIDIA Corp | | | 5.7% |
Microsoft Corp | | | 5.5% |
Amazon.com Inc | | | 3.4% |
Meta Platforms Inc, Cl A | | | 2.2% |
Alphabet Inc, Cl A | | | 1.7% |
Tesla Inc | | | 1.7% |
Berkshire Hathaway Inc, Cl B | | | 1.6% |
Alphabet Inc, Cl C | | | 1.5% |
Broadcom Inc | | | 1.3% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SPINX
This semi-annual shareholder report contains important information about Class A Shares of the S&P 500 Index Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
S&P 500 Index Fund, Class A Shares | $3 | 0.05% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $4,400,203 | 505 | $219 | 2% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Cash Equivalent | 1.7% |
Materials | 2.0% |
Real Estate | 2.2% |
Utilities | 2.4% |
Energy | 3.4% |
Consumer Staples | 5.6% |
Industrials | 8.5% |
Communication Services | 8.7% |
Health Care | 10.4% |
Consumer Discretionary | 10.5% |
Financials | 13.6% |
Information Technology | 30.7% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apple Inc | | | 6.9% |
NVIDIA Corp | | | 6.5% |
Microsoft Corp | | | 6.0% |
Amazon.com Inc | | | 3.7% |
Meta Platforms Inc, Cl A | | | 2.4% |
Alphabet Inc, Cl A | | | 1.9% |
Tesla Inc | | | 1.8% |
Berkshire Hathaway Inc, Cl B | | | 1.7% |
Alphabet Inc, Cl C | | | 1.6% |
Broadcom Inc | | | 1.4% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Extended Market Index Fund
SEI Institutional Investments Trust/Class A Shares - SMXAX
This semi-annual shareholder report contains important information about Class A Shares of the Extended Market Index Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Extended Market Index Fund, Class A Shares | $3 | 0.06% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,241,821 | 2,244 | $174 | 9% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Rights | 0.0% |
Registered Investment Company | 0.0% |
Futures Contracts | 0.1% |
Utilities | 1.6% |
Cash Equivalent | 1.6% |
Consumer Staples | 2.9% |
Energy | 4.1% |
Communication Services | 4.4% |
Materials | 5.0% |
Real Estate | 5.1% |
Health Care | 10.7% |
Consumer Discretionary | 11.1% |
Information Technology | 16.9% |
Industrials | 17.3% |
Financials | 19.0% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apollo Global Management Inc | | | 1.1% |
AppLovin Corp, Cl A | | | 1.1% |
Marvell Technology Inc | | | 1.0% |
CRH PLC | | | 0.9% |
Spotify Technology SA | | | 0.9% |
DoorDash Inc, Cl A | | | 0.8% |
MicroStrategy Inc, Cl A | | | 0.7% |
Coinbase Global Inc, Cl A | | | 0.7% |
Trade Desk Inc/The, Cl A | | | 0.7% |
Snowflake Inc, Cl A | | | 0.7% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SLPAX
This semi-annual shareholder report contains important information about Class A Shares of the Small Cap Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Small Cap Fund, Class A Shares | $22 | 0.41% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $273,252 | 841 | $527 | 44% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Cash Equivalent | 1.6% |
Communication Services | 1.7% |
Utilities | 1.8% |
Materials | 2.8% |
Energy | 4.9% |
Real Estate | 4.9% |
Consumer Staples | 5.1% |
Consumer Discretionary | 9.3% |
Information Technology | 13.0% |
Health Care | 13.4% |
Industrials | 18.4% |
Financials | 23.2% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Sprouts Farmers Market Inc | | | 0.7% |
FTAI Aviation Ltd | | | 0.7% |
Exelixis Inc | | | 0.7% |
Vertex Inc, Cl A | | | 0.6% |
Merit Medical Systems Inc | | | 0.6% |
Q2 Holdings Inc | | | 0.6% |
Stifel Financial Corp | | | 0.6% |
Piper Sandler Cos | | | 0.6% |
Modine Manufacturing Co | | | 0.6% |
CNO Financial Group Inc | | | 0.5% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SECAX
This semi-annual shareholder report contains important information about Class A Shares of the Small Cap II Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Small Cap II Fund, Class A Shares | $21 | 0.39% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $310,795 | 577 | $508 | 42% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Exchange Traded Fund | 0.1% |
Cash Equivalent | 1.7% |
Utilities | 1.8% |
Communication Services | 2.0% |
Consumer Staples | 3.2% |
Materials | 4.8% |
Real Estate | 5.2% |
Energy | 6.5% |
Consumer Discretionary | 9.9% |
Information Technology | 11.1% |
Health Care | 11.3% |
Industrials | 19.6% |
Financials | 22.8% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Columbia Banking System Inc | | | 1.4% |
Old National Bancorp/IN | | | 1.2% |
Encompass Health Corp | | | 0.9% |
Jackson Financial Inc, Cl A | | | 0.8% |
CNO Financial Group Inc | | | 0.8% |
Comerica Inc | | | 0.8% |
Cleveland-Cliffs Inc | | | 0.8% |
Lincoln National Corp | | | 0.8% |
Standex International Corp | | | 0.7% |
Photronics Inc | | | 0.7% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Small/Mid Cap Equity Fund
SEI Institutional Investments Trust/Class A Shares - SSMAX
This semi-annual shareholder report contains important information about Class A Shares of the Small/Mid Cap Equity Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Small/Mid Cap Equity Fund, Class A Shares | $22 | 0.40% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $878,643 | 459 | $1,580 | 28% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Cash Equivalent | 1.9% |
Communication Services | 2.1% |
Utilities | 2.1% |
Consumer Staples | 3.5% |
Materials | 3.6% |
Energy | 3.9% |
Real Estate | 4.8% |
Consumer Discretionary | 11.3% |
Health Care | 12.0% |
Information Technology | 12.8% |
Financials | 17.7% |
Industrials | 24.4% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Ensign Group Inc/The | | | 1.0% |
Kinsale Capital Group Inc | | | 0.9% |
Matador Resources Co | | | 0.9% |
Hamilton Lane Inc, Cl A | | | 0.9% |
ExlService Holdings Inc | | | 0.9% |
Allison Transmission Holdings Inc | | | 0.9% |
Axon Enterprise Inc | | | 0.8% |
Casey's General Stores Inc | | | 0.8% |
Vertex Inc, Cl A | | | 0.7% |
Pool Corp | | | 0.7% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
U.S. Equity Factor Allocation Fund
SEI Institutional Investments Trust/Class A Shares - SEHAX
This semi-annual shareholder report contains important information about Class A Shares of the U.S. Equity Factor Allocation Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
U.S. Equity Factor Allocation Fund, Class A Shares | $1 | 0.01% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $2,133,394 | 414 | $- | 27% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Real Estate | 0.2% |
Cash Equivalent | 0.3% |
Utilities | 1.4% |
Energy | 1.7% |
Materials | 1.7% |
Consumer Staples | 7.4% |
Communication Services | 8.6% |
Industrials | 11.2% |
Health Care | 11.3% |
Financials | 12.8% |
Consumer Discretionary | 13.0% |
Information Technology | 29.6% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apple Inc | | | 5.0% |
Microsoft Corp | | | 4.1% |
NVIDIA Corp | | | 3.7% |
Alphabet Inc, Cl A | | | 2.1% |
Meta Platforms Inc, Cl A | | | 1.8% |
Amazon.com Inc | | | 1.7% |
Altria Group Inc | | | 1.0% |
Gilead Sciences Inc | | | 1.0% |
Eli Lilly & Co | | | 0.9% |
F5 Inc | | | 0.8% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
U.S. Managed Volatility Fund
SEI Institutional Investments Trust/Class A Shares - SVYAX
This semi-annual shareholder report contains important information about Class A Shares of the U.S. Managed Volatility Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
U.S. Managed Volatility Fund, Class A Shares | $11 | 0.20% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $775,662 | 320 | $677 | 16% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Real Estate | 0.1% |
Cash Equivalent | 1.3% |
Energy | 2.7% |
Materials | 2.8% |
Utilities | 5.4% |
Consumer Discretionary | 5.6% |
Communication Services | 8.5% |
Industrials | 9.5% |
Financials | 13.2% |
Information Technology | 16.7% |
Health Care | 16.8% |
Consumer Staples | 17.1% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Verizon Communications Inc | | | 2.2% |
Amdocs Ltd | | | 2.1% |
Cisco Systems Inc | | | 1.7% |
Comcast Corp, Cl A | | | 1.5% |
Bristol-Myers Squibb Co | | | 1.5% |
Merck & Co Inc | | | 1.4% |
AT&T Inc | | | 1.4% |
International Business Machines Corp | | | 1.4% |
Bank of New York Mellon Corp/The | | | 1.3% |
Gilead Sciences Inc | | | 1.3% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Global Managed Volatility Fund
SEI Institutional Investments Trust/Class A Shares - SGMAX
This semi-annual shareholder report contains important information about Class A Shares of the Global Managed Volatility Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Global Managed Volatility Fund, Class A Shares | $13 | 0.24% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,964,704 | 576 | $2,219 | 24% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Forward Contracts | 0.2% |
Other Countries | 5.0% |
Norway | 1.1% |
Germany | 1.4% |
Hong Kong | 1.5% |
Singapore | 1.5% |
Sweden | 2.0% |
Netherlands | 2.5% |
France | 2.7% |
Switzerland | 3.2% |
United Kingdom | 3.6% |
Canada | 4.9% |
Japan | 8.4% |
United States | 62.3% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Verizon Communications Inc | | | 2.0% |
AT&T Inc | | | 1.6% |
Cisco Systems Inc | | | 1.5% |
Novartis AG | | | 1.5% |
Koninklijke Ahold Delhaize NV | | | 1.3% |
Comcast Corp, Cl A | | | 1.3% |
Bank of New York Mellon Corp/The | | | 1.2% |
International Business Machines Corp | | | 1.2% |
Merck & Co Inc | | | 1.1% |
Johnson & Johnson | | | 1.0% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - WEUSX
This semi-annual shareholder report contains important information about Class A Shares of the World Equity Ex-US Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
World Equity Ex-US Fund, Class A Shares | $14 | 0.27% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $7,648,545 | 1,056 | $9,365 | 26% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Total Return Swaps | -0.1% |
Futures Contracts | 0.0% |
Other Countries | 26.5% |
Australia | 2.8% |
United States | 3.2% |
South Korea | 3.3% |
Netherlands | 4.1% |
Taiwan | 4.2% |
Canada | 4.7% |
China | 5.5% |
Switzerland | 5.8% |
France | 6.8% |
Germany | 7.4% |
Japan | 11.3% |
United Kingdom | 12.3% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Roche Holding AG | | | 1.6% |
SAP SE | | | 1.2% |
Taiwan Semiconductor Manufacturing Co Ltd | | | 1.1% |
Reckitt Benckiser Group PLC | | | 1.0% |
Industria de Diseno Textil SA | | | 1.0% |
Sanofi SA | | | 0.9% |
Wolters Kluwer NV | | | 0.9% |
Check Point Software Technologies Ltd | | | 0.8% |
Tencent Holdings Ltd | | | 0.8% |
Accenture PLC, Cl A | | | 0.8% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Screened World Equity Ex-US Fund
SEI Institutional Investments Trust/Class A Shares - SSEAX
This semi-annual shareholder report contains important information about Class A Shares of the Screened World Equity Ex-US Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Screened World Equity Ex-US Fund, Class A Shares | $17 | 0.34% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $161,570 | 913 | $184 | 32% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Total Return Swaps | -0.1% |
Futures Contracts | 0.0% |
Other Countries | 27.6% |
Netherlands | 3.5% |
South Korea | 3.6% |
Australia | 3.7% |
Switzerland | 4.2% |
France | 4.6% |
China | 4.7% |
Taiwan | 4.7% |
Canada | 5.1% |
Germany | 6.5% |
United Kingdom | 9.1% |
United States | 9.9% |
Japan | 11.1% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
SAP SE | | | 1.3% |
AP Moller - Maersk A/S, Cl B | | | 1.1% |
Burberry Group PLC | | | 1.1% |
Taiwan Semiconductor Manufacturing Co Ltd | | | 1.1% |
Industria de Diseno Textil SA | | | 1.0% |
Flow Traders Ltd | | | 1.0% |
AIA Group Ltd | | | 1.0% |
Imperial Brands PLC | | | 1.0% |
Envista Holdings Corp | | | 1.0% |
Check Point Software Technologies Ltd | | | 1.0% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SWSAX
This semi-annual shareholder report contains important information about Class A Shares of the World Select Equity Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
World Select Equity Fund, Class A Shares | $15 | 0.29% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $294,684 | 544 | $311 | 20% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | -0.1% |
Forward Contracts | 0.0% |
Other Countries | 8.5% |
Spain | 0.8% |
India | 0.9% |
South Africa | 1.0% |
Hong Kong | 1.1% |
China | 1.2% |
South Korea | 1.3% |
Germany | 1.6% |
Canada | 1.6% |
France | 1.7% |
United Kingdom | 4.6% |
Japan | 4.7% |
United States | 68.4% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
NVIDIA Corp | | | 1.9% |
Microsoft Corp | | | 1.8% |
Alphabet Inc, Cl A | | | 1.5% |
Equitable Holdings Inc | | | 1.2% |
Moody's Corp | | | 1.2% |
Meta Platforms Inc, Cl A | | | 1.1% |
AT&T Inc | | | 1.1% |
Allstate Corp/The | | | 1.1% |
Tyson Foods Inc, Cl A | | | 1.1% |
AutoZone Inc | | | 1.1% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Emerging Markets Equity Fund
SEI Institutional Investments Trust/Class A Shares - SMQFX
This semi-annual shareholder report contains important information about Class A Shares of the Emerging Markets Equity Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Emerging Markets Equity Fund, Class A Shares | $32 | 0.64% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $822,418 | 420 | $2,461 | 28% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Other Countries | 21.3% |
Mexico | 1.8% |
Vietnam | 1.8% |
United Arab Emirates | 2.1% |
Philippines | 2.3% |
South Africa | 2.8% |
United States | 3.7% |
Indonesia | 4.1% |
Brazil | 5.5% |
South Korea | 10.9% |
India | 12.0% |
Taiwan | 14.7% |
China | 17.1% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Taiwan Semiconductor Manufacturing Co Ltd | | | 6.8% |
Tencent Holdings Ltd | | | 1.7% |
Naspers Ltd, Cl N | | | 1.6% |
Alibaba Group Holding Ltd | | | 1.5% |
Samsung Electronics Co Ltd | | | 1.4% |
Kia Corp | | | 1.3% |
Contemporary Amperex Technology Co Ltd, Cl A | | | 1.3% |
Hana Financial Group Inc | | | 1.2% |
Emaar Properties PJSC | | | 1.2% |
Itau Unibanco Holding SA ADR | | | 1.0% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Opportunistic Income Fund
SEI Institutional Investments Trust/Class A Shares - ENIAX
This semi-annual shareholder report contains important information about Class A Shares of the Opportunistic Income Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Opportunistic Income Fund, Class A Shares | $15 | 0.29% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $367,508 | 837 | $424 | 19% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Municipal Bond | 0.0% |
Consumer Staples | 0.1% |
Communication Services | 0.1% |
Health Care | 0.2% |
Warrants | 0.2% |
Utilities | 0.2% |
Real Estate | 0.2% |
Materials | 0.3% |
Consumer Discretionary | 0.3% |
Energy | 0.3% |
Industrials | 0.5% |
Repurchase Agreement | 1.2% |
U.S. Treasury Obligations | 1.9% |
Financials | 2.0% |
Cash Equivalent | 4.4% |
Asset-Backed Securities | 28.5% |
Mortgage-Backed Securities | 29.4% |
Loan Participations | 31.7% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2, TSFR1M + 2.014% | 6.602% | 05/25/58 | 0.8% |
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1, SOFR30A + 2.300% | 7.025% | 05/25/43 | 0.6% |
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B, SOFR30A + 3.500% | 8.234% | 05/25/43 | 0.6% |
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B, SOFR30A + 3.100% | 7.825% | 03/25/43 | 0.6% |
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A, SOFR90A + 1.950% | 6.882% | 09/01/26 | 0.5% |
GM Financial Consumer Automobile Receivables Trust, Ser 2021-2, Cl B | 1.090% | 12/16/26 | 0.5% |
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1, SOFR30A + 2.500% | 7.234% | 04/25/43 | 0.5% |
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8, TSFR1M + 1.114% | 5.702% | 09/25/34 | 0.5% |
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl A1, SOFR30A + 1.250% | 5.984% | 03/25/44 | 0.5% |
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1, SOFR30A + 1.900% | 6.625% | 06/25/43 | 0.5% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SCOAX
This semi-annual shareholder report contains important information about Class A Shares of the Core Fixed Income Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Core Fixed Income Fund, Class A Shares | $6 | 0.12% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $8,136,971 | 3,466 | $3,650 | 187% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Interest Rate Swaps | 0.0% |
Futures Contracts | 0.0% |
Municipal Bonds | 0.2% |
Sovereign Debt | 0.2% |
Materials | 0.3% |
U.S. Government Agency Obligations | 0.5% |
Real Estate | 0.7% |
Consumer Discretionary | 0.8% |
Consumer Staples | 1.2% |
Information Technology | 1.4% |
Energy | 1.5% |
Industrials | 1.6% |
Communication Services | 1.8% |
Health Care | 2.0% |
Utilities | 2.5% |
Cash Equivalent | 6.7% |
Asset-Backed Securities | 7.3% |
Financials | 7.7% |
U.S. Treasury Obligations | 32.2% |
Mortgage-Backed Securities | 42.0% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Notes | 4.125% | 11/30/29 | 3.7% |
U.S. Treasury Notes | 4.125% | 10/31/29 | 2.7% |
U.S. Treasury Bonds | 4.125% | 08/15/44 | 2.5% |
U.S. Treasury Notes | 4.250% | 11/15/34 | 2.5% |
U.S. Treasury Bonds | 4.500% | 11/15/54 | 1.6% |
U.S. Treasury Notes | 4.125% | 11/15/27 | 1.6% |
U.S. Treasury Notes | 3.875% | 10/15/27 | 1.5% |
U.S. Treasury Notes | 4.125% | 10/31/26 | 1.5% |
U.S. Treasury Notes | 4.250% | 11/30/26 | 1.5% |
U.S. Treasury Notes | 2.375% | 05/15/27 | 0.9% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - SGYAX
This semi-annual shareholder report contains important information about Class A Shares of the High Yield Bond Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
High Yield Bond Fund, Class A Shares | $15 | 0.29% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,932,075 | 1,294 | $2,473 | 27% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Forwards | 0.0% |
Warrants | 0.1% |
U.S. Treasury Obligations | 0.2% |
Preferred Stock | 0.6% |
Utilities | 2.0% |
Real Estate | 2.2% |
Consumer Staples | 2.4% |
Cash Equivalent | 3.4% |
Information Technology | 3.8% |
Materials | 6.5% |
Health Care | 6.9% |
Asset-Backed Securities | 8.3% |
Financials | 8.4% |
Industrials | 9.1% |
Loan Participations | 9.5% |
Energy | 10.7% |
Consumer Discretionary | 12.5% |
Communication Services | 14.4% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
DISH Network | 11.750% | 11/15/27 | 0.7% |
Zayo Group Holdings | 4.000% | 03/01/27 | 0.5% |
CCO Holdings LLC | 5.125% | 05/01/27 | 0.5% |
Voya CLO, Ser 2024-6A, Cl SUB | 0.000% | 01/20/38 | 0.4% |
TCP Whitney CLO, Ser 2017-1I, Cl SUB | 0.000% | 08/20/29 | 0.4% |
Global Medical Response | 10.000% | 10/31/28 | 0.4% |
CCO Holdings LLC | 4.500% | 08/15/30 | 0.4% |
Medline Borrower LP | 3.875% | 04/01/29 | 0.4% |
Tronox | 4.625% | 03/15/29 | 0.4% |
TransDigm | 7.125% | 12/01/31 | 0.4% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - LDRAX
This semi-annual shareholder report contains important information about Class A Shares of the Long Duration Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Long Duration Fund, Class A Shares | $8 | 0.16% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $387,079 | 921 | $227 | 104% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Interest Rate Swaps | 0.0% |
Futures Contracts | 0.1% |
Mortgage-Backed Securities | 0.2% |
Sovereign Debt | 0.8% |
U.S. Government Agency Obligations | 1.1% |
Materials | 1.2% |
Real Estate | 1.3% |
Cash Equivalent | 1.7% |
Consumer Discretionary | 2.3% |
Municipal Bonds | 3.1% |
Information Technology | 3.4% |
Consumer Staples | 3.9% |
Energy | 5.5% |
Industrials | 5.9% |
Communication Services | 7.1% |
Health Care | 8.9% |
Utilities | 9.8% |
Financials | 10.7% |
U.S. Treasury Obligations | 32.9% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Bonds | 4.500% | 11/15/54 | 4.6% |
U.S. Treasury Bonds | 4.125% | 08/15/44 | 3.2% |
U.S. Treasury Bonds | 4.250% | 02/15/54 | 2.3% |
U.S. Treasury Bonds | 2.000% | 11/15/41 | 2.2% |
U.S. Treasury Bonds | 3.125% | 02/15/43 | 2.0% |
U.S. Treasury Bonds | 4.500% | 02/15/44 | 1.8% |
U.S. Treasury Bonds | 4.250% | 08/15/54 | 1.5% |
U.S. Treasury Bonds | 1.750% | 08/15/41 | 1.4% |
U.S. Treasury Bonds | 3.375% | 11/15/48 | 1.2% |
U.S. Treasury Bonds | 3.625% | 05/15/53 | 1.1% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Long Duration Credit Fund
SEI Institutional Investments Trust/Class A Shares - SLDAX
This semi-annual shareholder report contains important information about Class A Shares of the Long Duration Credit Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Long Duration Credit Fund, Class A Shares | $7 | 0.14% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $3,252,744 | 1,211 | $1,944 | 40% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Interest Rate Swaps | 0.0% |
Futures Contracts | 0.1% |
Sovereign Debt | 1.1% |
Materials | 1.2% |
Cash Equivalent | 1.4% |
Real Estate | 1.6% |
Consumer Discretionary | 4.0% |
Municipal Bonds | 4.0% |
Consumer Staples | 5.4% |
Energy | 5.7% |
Information Technology | 5.7% |
Communication Services | 5.9% |
Industrials | 6.9% |
U.S. Treasury Obligations | 7.7% |
Health Care | 13.7% |
Utilities | 16.0% |
Financials | 19.2% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Bonds | 4.250% | 08/15/54 | 1.7% |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 4.900% | 02/01/46 | 1.5% |
U.S. Treasury Bonds | 4.500% | 11/15/54 | 0.9% |
Comcast | 2.937% | 11/01/56 | 0.8% |
Bank of America, SOFRRATE + 1.930% | 2.676% | 06/19/41 | 0.8% |
U.S. Treasury Bonds | 4.125% | 08/15/44 | 0.7% |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 4.700% | 02/01/36 | 0.7% |
Comcast | 2.987% | 11/01/63 | 0.6% |
U.S. Treasury Bonds | 4.625% | 05/15/44 | 0.6% |
U.S. Treasury Notes | 4.250% | 11/15/34 | 0.6% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Ultra Short Duration Bond Fund
SEI Institutional Investments Trust/Class A Shares - SUSAX
This semi-annual shareholder report contains important information about Class A Shares of the Ultra Short Duration Bond Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Ultra Short Duration Bond Fund, Class A Shares | $7 | 0.14% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $444,332 | 609 | $204 | 32% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Real Estate | 0.1% |
U.S. Government Agency Obligation | 0.3% |
Cash Equivalent | 0.4% |
Information Technology | 0.5% |
Materials | 0.6% |
Consumer Staples | 0.7% |
Communication Services | 0.9% |
Municipal Bonds | 1.1% |
Energy | 1.4% |
Industrials | 1.6% |
Health Care | 2.2% |
Utilities | 2.4% |
Repurchase Agreements | 2.9% |
Consumer Discretionary | 3.1% |
Mortgage-Backed Securities | 13.3% |
U.S. Treasury Obligations | 13.9% |
Financials | 18.9% |
Asset-Backed Securities | 35.2% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Notes | 0.500% | 02/28/26 | 2.9% |
U.S. Treasury Notes | 4.000% | 12/15/25 | 1.6% |
U.S. Treasury Notes | 4.250% | 05/31/25 | 1.0% |
U.S. Treasury Notes | 0.375% | 11/30/25 | 1.0% |
Bank of America, SOFRRATE + 1.150% | 1.319% | 06/19/26 | 1.0% |
Capital One Multi-Asset Execution Trust, Ser 2022-A3, Cl A | 4.950% | 10/15/27 | 0.9% |
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 | 4.660% | 02/16/28 | 0.9% |
JPMorgan Chase, SOFRRATE + 1.320% | 4.080% | 04/26/26 | 0.8% |
Morgan Stanley, SOFRRATE + 1.669% | 4.679% | 07/17/26 | 0.8% |
Goldman Sachs Group, SOFRRATE + 1.075% | 5.798% | 08/10/26 | 0.8% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Emerging Markets Debt Fund
SEI Institutional Investments Trust/Class A Shares - SEDAX
This semi-annual shareholder report contains important information about Class A Shares of the Emerging Markets Debt Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Emerging Markets Debt Fund, Class A Shares | $23 | 0.44% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,666,030 | 1,324 | $3,217 | 38% |
---|
Country/Asset WeightingsFootnote Reference*
Value | Value |
---|
Interest Rate Swaps | -0.2% |
Forward Contracts | -0.1% |
Credit Default Swaps | 0.0% |
Futures Contracts | 0.0% |
Other Countries | 42.6% |
Dominican Republic | 2.2% |
Thailand | 2.2% |
Hungary | 2.6% |
China | 2.8% |
Poland | 3.3% |
Turkey | 3.6% |
Brazil | 4.1% |
Colombia | 5.4% |
Malaysia | 5.8% |
Indonesia | 5.9% |
South Africa | 7.1% |
Mexico | 7.4% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net Assets |
---|
Republic of Poland Government Bond | 7.500% | 07/25/28 | 1.1% |
Thailand Government Bond | 2.650% | 06/17/28 | 1.0% |
Republic of South Africa Government International Bond, ZAR | 8.750% | 01/31/44 | 1.0% |
Republic of South Africa Government International Bond | 9.000% | 01/31/40 | 1.0% |
Turkiye Government Bond | 26.200% | 10/05/33 | 0.9% |
Mexican Bonos, MXN | 7.750% | 05/29/31 | 0.9% |
Petroleos Mexicanos | 7.690% | 01/23/50 | 0.8% |
Republic of South Africa Government International Bond, ZAR | 8.500% | 01/31/37 | 0.7% |
Republic of South Africa Government International Bond, ZAR | 8.750% | 02/28/48 | 0.7% |
Malaysia Government Bond | 3.882% | 03/14/25 | 0.7% |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
SEI Institutional Investments Trust/Class A Shares - RRPAX
This semi-annual shareholder report contains important information about Class A Shares of the Real Return Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Real Return Fund, Class A Shares | $1 | 0.02% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $255,356 | 22 | $- | 16% |
---|
Asset WeightingsFootnote Reference*
Value | Value |
---|
U.S. Treasury Obligations | 98.8% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net Assets |
---|
U.S. Treasury Inflation Indexed Bonds | 2.125% | 04/15/29 | 6.7% |
U.S. Treasury Inflation-Protected Securities | 2.375% | 10/15/28 | 6.4% |
U.S. Treasury Inflation-Protected Securities | 1.625% | 10/15/27 | 6.1% |
U.S. Treasury Inflation-Protected Securities | 1.250% | 04/15/28 | 6.0% |
U.S. Treasury Inflation-Protected Securities | 0.125% | 04/15/27 | 5.9% |
U.S. Treasury Inflation-Protected Securities | 0.125% | 10/15/26 | 5.8% |
U.S. Treasury Inflation-Protected Securities | 0.500% | 01/15/28 | 5.3% |
U.S. Treasury Inflation-Protected Securities | 0.375% | 07/15/27 | 5.3% |
U.S. Treasury Inflation-Protected Securities | 0.625% | 01/15/26 | 5.2% |
U.S. Treasury Inflation-Protected Securities | 0.125% | 07/15/26 | 5.2% |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Limited Duration Bond Fund
SEI Institutional Investments Trust/Class A Shares - SLDBX
This semi-annual shareholder report contains important information about Class A Shares of the Limited Duration Bond Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Limited Duration Bond Fund, Class A Shares | $5 | 0.10% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $2,217,934 | 494 | $889 | 149% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Energy | 0.1% |
Communication Services | 0.5% |
U.S. Government Agency Obligation | 0.7% |
Materials | 0.7% |
Health Care | 0.8% |
Information Technology | 0.8% |
Municipal Bonds | 0.9% |
Real Estate | 1.0% |
Consumer Staples | 1.9% |
Consumer Discretionary | 2.8% |
Industrials | 2.9% |
Utilities | 3.2% |
Cash Equivalent | 6.0% |
Financials | 12.8% |
Mortgage-Backed Securities | 18.6% |
Asset-Backed Securities | 23.4% |
U.S. Treasury Obligations | 34.7% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Notes | 4.250% | 11/30/26 | 6.2% |
U.S. Treasury Notes | 2.500% | 03/31/27 | 5.2% |
U.S. Treasury Notes | 3.250% | 06/30/27 | 5.1% |
U.S. Treasury Notes | 0.500% | 02/28/26 | 3.9% |
U.S. Treasury Notes | 4.125% | 10/31/26 | 3.5% |
U.S. Treasury Notes | 0.750% | 08/31/26 | 3.0% |
U.S. Treasury Notes | 4.125% | 11/15/27 | 2.7% |
U.S. Treasury Notes | 0.500% | 10/31/27 | 2.1% |
U.S. Treasury Notes | 1.250% | 12/31/26 | 2.1% |
FNMA | 4.500% | 12/15/39 | 1.2% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Intermediate Duration Credit Fund
SEI Institutional Investments Trust/Class A Shares - SIDCX
This semi-annual shareholder report contains important information about Class A Shares of the Intermediate Duration Credit Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Intermediate Duration Credit Fund, Class A Shares | $7 | 0.14% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $4,039,124 | 1,014 | $2,475 | 61% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Futures Contracts | 0.0% |
Sovereign Debt | 0.7% |
Materials | 1.7% |
Cash Equivalent | 1.7% |
Real Estate | 2.2% |
Municipal Bonds | 2.8% |
Information Technology | 3.8% |
Consumer Staples | 4.3% |
Energy | 4.6% |
Communication Services | 5.0% |
Consumer Discretionary | 5.3% |
Industrials | 6.9% |
U.S. Treasury Obligations | 7.8% |
Health Care | 8.4% |
Utilities | 10.4% |
Financials | 34.8% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net AssetsFootnote Reference(A) |
---|
U.S. Treasury Notes | 4.125% | 11/15/27 | 1.3% |
U.S. Treasury Notes | 4.250% | 11/15/34 | 1.3% |
U.S. Treasury Notes | 4.125% | 10/31/29 | 1.2% |
U.S. Treasury Bonds | 4.250% | 08/15/54 | 0.9% |
Bank of America, SOFRRATE + 1.930% | 2.676% | 06/19/41 | 0.6% |
Bank of America, SOFRRATE + 1.830% | 4.571% | 04/27/33 | 0.5% |
Goldman Sachs Group, SOFRRATE + 1.248% | 2.383% | 07/21/32 | 0.5% |
U.S. Treasury Bonds | 4.125% | 08/15/44 | 0.5% |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide | 4.900% | 02/01/46 | 0.5% |
U.S. Treasury Bonds | 4.625% | 11/15/44 | 0.4% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Dynamic Asset Allocation Fund
SEI Institutional Investments Trust/Class A Shares - SDLAX
This semi-annual shareholder report contains important information about Class A Shares of the Dynamic Asset Allocation Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Dynamic Asset Allocation Fund, Class A Shares | $1 | 0.02% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $1,757,862 | 536 | $87 | 10% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Written Swaption | -0.4% |
Written Options | -0.3% |
Total Return Swaps | -0.1% |
Purchased Options | 0.5% |
Purchased Swaption | 0.5% |
Cash Equivalent | 1.2% |
Materials | 1.5% |
Futures Contracts | 1.6% |
Interest Rate Swaps | 1.6% |
Real Estate | 1.7% |
Utilities | 1.8% |
Energy | 2.5% |
Consumer Staples | 4.2% |
Industrials | 6.3% |
Communication Services | 6.5% |
Health Care | 7.7% |
Consumer Discretionary | 7.8% |
Financials | 10.1% |
Information Technology | 27.4% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | | | Percentage of Total Net AssetsFootnote Reference(A) |
---|
Apple Inc | | | 7.3% |
Microsoft Corp | | | 6.9% |
NVIDIA Corp | | | 4.9% |
Amazon.com Inc | | | 2.8% |
Meta Platforms Inc, Cl A | | | 1.8% |
Interest Rate Swap 4.35% 11/02/2031 | | | 1.6% |
Alphabet Inc, Cl A | | | 1.4% |
S&P500 EMINI FUTURE | | | 1.4% |
Tesla Inc | | | 1.4% |
Berkshire Hathaway Inc, Cl B | | | 1.3% |
Footnote | Description |
Footnote(A) | Cash Equivalents are not shown in the top ten chart. |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Semi-Annual Shareholder Report: November 30, 2024
Multi-Asset Real Return Fund
SEI Institutional Investments Trust/Class A Shares - SEIAX
This semi-annual shareholder report contains important information about Class A Shares of the Multi-Asset Real Return Fund (the "Fund") for the period from June 1, 2024 to November 30, 2024. You can find additional information about the Fund at https://www.seic.com/mutual-fund-documentation/prospectuses-and-reports. You can also request this information by contacting us at 1-800-DIAL-SEI.
What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)
Fund Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
---|
Multi-Asset Real Return Fund, Class A Shares | $43 | 0.85% |
---|
Key Fund Statistics as of November 30, 2024
| Total Net Assets (000's) | Number of Holdings | Total Advisory Fees Paid (000's) | Portfolio Turnover Rate |
---|
| $731,952 | 1,540 | $688 | 15% |
---|
Sector/Asset WeightingsFootnote Reference*
Value | Value |
---|
Consumer Discretionary | -9.4% |
Materials | -1.5% |
Information Technology | -0.1% |
Rights | 0.0% |
Financials | 0.0% |
Forwards | 0.0% |
Credit Default Swaps | 0.0% |
Futures Contracts | 0.1% |
Interest Rate Swaps | 0.1% |
Sovereign Debt | 0.3% |
U.S. Government Agency Obligations | 1.2% |
Utilities | 1.5% |
Communication Services | 1.8% |
Real Estate | 3.0% |
Mortgage-Backed Securities | 3.6% |
Asset-Backed Securities | 3.8% |
Health Care | 5.7% |
Consumer Staples | 7.4% |
Corporate Obligations | 7.5% |
Energy | 7.6% |
U.S. Treasury Obligations | 50.5% |
Footnote | Description |
Footnote* | Percentages are calculated based on total net assets. |
Holding Name | Coupon Rate | Maturity Date | Percentage of Total Net Assets |
---|
U.S. Treasury Inflation-Protected Securities | 0.375% | 07/15/27 | 24.1% |
U.S. Treasury Inflation-Protected Securities | 0.250% | 07/15/29 | 8.1% |
Exxon Mobil Corp | — | — | 1.9% |
U.S. Treasury Notes, USBMMY3M + 0.200% | 4.650% | 01/31/25 | 1.4% |
U.S. Treasury Notes, USBMMY3M + 0.170% | 4.620% | 10/31/25 | 1.3% |
U.S. Treasury Notes, USBMMY3M + 0.245% | 4.695% | 01/31/26 | 1.1% |
Microsoft Corp | — | — | 1.0% |
U.S. Treasury Notes, USBMMY3M + 0.125% | 4.575% | 07/31/25 | 1.0% |
U.S. Treasury Notes, USBMMY3M + 0.169% | 4.619% | 04/30/25 | 1.0% |
Costco Wholesale Corp | — | — | 1.0% |
For additional information about the Fund; including its prospectus, financial information, holdings, and proxy voting information, call or visit:
Item 2. Code of Ethics.
Not applicable for semi-annual report.
Item 3. Audit Committee Financial Expert.
Not applicable for semi-annual report.
Item 4. Principal Accountant Fees and Services.
Not applicable for semi-annual report.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
(a) The Schedules of Investments and Consolidated Schedules of Investments are included as part of the Financial Statements and Financial Highlights filed under Item 7 of this form.
(b) In accordance with Section 13(c) of the Investment Company Act of 1940 the Screened World Equity Ex-US Fund did not hold any divested securities during the six-months ended November 30, 2024.
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Financial statements and financial highlights filed herein.

November 30, 2024
Semi-Annual Financials and Other Information
SEI Institutional Investments Trust
❯ | Large Cap Disciplined Equity Fund |
❯ | Extended Market Index Fund |
❯ | Small/Mid Cap Equity Fund |
❯ | U.S. Equity Factor Allocation Fund |
❯ | U.S. Managed Volatility Fund |
❯ | Global Managed Volatility Fund |
❯ | Screened World Equity Ex-US Fund |
❯ | World Select Equity Fund |
❯ | Emerging Markets Equity Fund |
❯ | Opportunistic Income Fund |
❯ | Long Duration Credit Fund |
❯ | Ultra Short Duration Bond Fund |
❯ | Emerging Markets Debt Fund |
❯ | Limited Duration Bond Fund |
❯ | Intermediate Duration Credit Fund |
❯ | Dynamic Asset Allocation Fund |
❯ | Multi-Asset Real Return Fund |
TABLE OF CONTENTS
Financial Statements (Form N-CSRS Item 7) | |
Schedules of Investments/Consolidated Schedules of Investments | 1 |
Glossary | 386 |
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities | 388 |
Statements of Operations/Consolidated Statements of Operations | 394 |
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets | 400 |
Financial Highlights/Consolidated Financial Highlights | 408 |
Notes to Financial Statements/Notes to Consolidated Financial Statements | 413 |
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Form N-CSR Item 11) | 453 |
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† — 97.1% |
| | | | | | | | |
Communication Services — 7.8% | | | | |
Alphabet Inc, Cl A | | | 33,918 | | | $ | 5,730 | |
Alphabet Inc, Cl C | | | 42,741 | | | | 7,287 | |
AT&T Inc | | | 292,932 | | | | 6,784 | |
BCE Inc | | | 62,792 | | | | 1,697 | |
Comcast Corp, Cl A | | | 148,206 | | | | 6,401 | |
Fox Corp | | | 44,900 | | | | 2,116 | |
Liberty Media Corp-Liberty Formula One, Cl C * | | | 9,252 | | | | 817 | |
Meta Platforms Inc, Cl A | | | 31,026 | | | | 17,819 | |
Netflix Inc * | | | 5,735 | | | | 5,086 | |
Nexstar Media Group Inc, Cl A | | | 16,227 | | | | 2,768 | |
Pinterest Inc, Cl A * | | | 25,788 | | | | 782 | |
Reddit, Cl A * | | | 1,546 | | | | 218 | |
Sea Ltd ADR * | | | 4,259 | | | | 485 | |
Spotify Technology SA * | | | 7,648 | | | | 3,648 | |
TEGNA Inc | | | 26,800 | | | | 503 | |
Trade Desk Inc/The, Cl A * | | | 11,559 | | | | 1,486 | |
Verizon Communications Inc | | | 102,957 | | | | 4,565 | |
| | | | | | | | |
| | | | | | | 68,192 | |
Consumer Discretionary — 9.4% | | | | |
Airbnb Inc, Cl A * | | | 3,514 | | | | 478 | |
Amazon.com Inc * | | | 116,275 | | | | 24,172 | |
AutoNation Inc * | | | 4,400 | | | | 787 | |
Best Buy Co Inc | | | 12,197 | | | | 1,098 | |
Birkenstock Holding PLC * | | | 6,606 | | | | 341 | |
Booking Holdings Inc | | | 464 | | | | 2,414 | |
Burlington Stores Inc * | | | 1,652 | | | | 466 | |
Capri Holdings Ltd * | | | 7,200 | | | | 169 | |
Carnival Corp, Cl A * | | | 44,123 | | | | 1,122 | |
Carter's Inc | | | 8,600 | | | | 469 | |
Cava Group Inc * | | | 479 | | | | 67 | |
Century Communities Inc | | | 4,872 | | | | 440 | |
Coupang Inc, Cl A * | | | 46,297 | | | | 1,174 | |
Deckers Outdoor Corp * | | | 276 | | | | 54 | |
DoorDash Inc, Cl A * | | | 11,131 | | | | 2,009 | |
DraftKings Inc, Cl A * | | | 15,155 | | | | 661 | |
Duolingo Inc, Cl A * | | | 1,890 | | | | 658 | |
eBay Inc | | | 31,174 | | | | 1,973 | |
Ferrari NV | | | 1,080 | | | | 469 | |
Ford Motor Co | | | 109,212 | | | | 1,216 | |
Garmin Ltd | | | 233 | | | | 50 | |
General Motors Co | | | 57,237 | | | | 3,182 | |
Genuine Parts Co | | | 19,479 | | | | 2,469 | |
Global-e Online, Cl E * | | | 20,027 | | | | 1,047 | |
Goodyear Tire & Rubber Co/The * | | | 58,400 | | | | 627 | |
Guess? Inc | | | 18,000 | | | | 296 | |
Harley-Davidson Inc | | | 25,500 | | | | 858 | |
Hasbro Inc | | | 1,816 | | | | 118 | |
Home Depot Inc/The | | | 9,143 | | | | 3,924 | |
Jack in the Box Inc | | | 5,995 | | | | 293 | |
KB Home | | | 19,900 | | | | 1,647 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Kohl's Corp | | | 13,100 | | | $ | 196 | |
Kontoor Brands Inc | | | 1,156 | | | | 106 | |
Lear Corp | | | 4,700 | | | | 460 | |
Lowe's Cos Inc | | | 12,358 | | | | 3,367 | |
Macy's Inc | | | 36,200 | | | | 588 | |
Marriott International Inc/MD, Cl A | | | 11,789 | | | | 3,408 | |
Mattel Inc * | | | 33,400 | | | | 635 | |
MercadoLibre Inc * | | | 505 | | | | 1,002 | |
Meritage Homes Corp | | | 4,357 | | | | 832 | |
MGM Resorts International * | | | 16,800 | | | | 644 | |
Pool Corp | | | 6,828 | | | | 2,575 | |
PulteGroup Inc | | | 20,100 | | | | 2,719 | |
Ross Stores Inc | | | 18,822 | | | | 2,915 | |
Taylor Morrison Home Corp, Cl A * | | | 21,394 | | | | 1,580 | |
Tesla Inc * | | | 11,386 | | | | 3,930 | |
TJX Cos Inc/The | | | 11,144 | | | | 1,401 | |
Viking Holdings * | | | 2,989 | | | | 139 | |
Whirlpool Corp | | | 9,600 | | | | 1,070 | |
| | | | | | | | |
| | | | | | | 82,315 | |
Consumer Staples — 5.5% | | | | |
Albertsons Cos Inc, Cl A | | | 24,900 | | | | 494 | |
Altria Group Inc | | | 84,719 | | | | 4,892 | |
Archer-Daniels-Midland Co | | | 13,492 | | | | 737 | |
Bunge Global SA | | | 6,800 | | | | 610 | |
Cal-Maine Foods Inc | | | 12,746 | | | | 1,244 | |
Campbell Soup Co | | | 21,100 | | | | 975 | |
Casey's General Stores Inc | | | 8,562 | | | | 3,604 | |
Clorox Co/The | | | 1,953 | | | | 326 | |
Coca-Cola Consolidated Inc | | | 1,170 | | | | 1,526 | |
Conagra Brands Inc | | | 25,800 | | | | 711 | |
Constellation Brands Inc, Cl A | | | 9,908 | | | | 2,387 | |
Costco Wholesale Corp | | | 3,494 | | | | 3,396 | |
Diageo PLC ADR | | | 11,777 | | | | 1,406 | |
Herbalife Ltd * | | | 15,000 | | | | 117 | |
Kenvue Inc | | | 129,326 | | | | 3,114 | |
Kraft Heinz Co/The | | | 41,780 | | | | 1,336 | |
Kroger Co/The | | | 37,700 | | | | 2,303 | |
Maplebear Inc * | | | 3,024 | | | | 132 | |
Molson Coors Beverage Co, Cl B | | | 24,900 | | | | 1,545 | |
PepsiCo Inc | | | 15,399 | | | | 2,517 | |
Philip Morris International Inc | | | 40,281 | | | | 5,360 | |
Target Corp | | | 19,584 | | | | 2,591 | |
Unilever PLC ADR | | | 81,253 | | | | 4,862 | |
US Foods Holding Corp * | | | 1,440 | | | | 100 | |
Walgreens Boots Alliance Inc | | | 33,500 | | | | 302 | |
Walmart Inc | | | 24,088 | | | | 2,228 | |
| | | | | | | | |
| | | | | | | 48,815 | |
Energy — 4.1% | | | | |
APA Corp | | | 14,000 | | | | 317 | |
Cameco Corp | | | 14,809 | | | | 880 | |
Cheniere Energy Inc | | | 10,892 | | | | 2,440 | |
Chevron Corp | | | 20,001 | | | | 3,239 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
ConocoPhillips | | | 33,426 | | | $ | 3,621 | |
Devon Energy Corp | | | 23,300 | | | | 884 | |
Diamondback Energy Inc | | | 18,094 | | | | 3,213 | |
Energy Transfer LP | | | 88,087 | | | | 1,749 | |
Exxon Mobil Corp | | | 62,427 | | | | 7,364 | |
Halliburton Co | | | 28,800 | | | | 918 | |
HF Sinclair Corp | | | 23,000 | | | | 941 | |
Kinder Morgan Inc | | | 34,709 | | | | 981 | |
Kinetik Holdings Inc, Cl A | | | 33,125 | | | | 1,955 | |
Marathon Petroleum Corp | | | 9,500 | | | | 1,484 | |
MPLX LP | | | 24,303 | | | | 1,256 | |
Murphy Oil Corp | | | 16,700 | | | | 542 | |
Phillips 66 | | | 11,200 | | | | 1,501 | |
Plains All American Pipeline LP | | | 8,902 | | | | 166 | |
Scorpio Tankers Inc | | | 8,700 | | | | 441 | |
Valero Energy Corp | | | 6,900 | | | | 960 | |
Williams Cos Inc/The | | | 19,017 | | | | 1,113 | |
| | | | | | | | |
| | | | | | | 35,965 | |
Financials — 17.1% | | | | |
Aflac Inc | | | 12,300 | | | | 1,402 | |
Allstate Corp/The | | | 9,144 | | | | 1,896 | |
Ally Financial Inc | | | 31,200 | | | | 1,247 | |
American International Group Inc | | | 26,600 | | | | 2,045 | |
Ameriprise Financial Inc | | | 12,186 | | | | 6,994 | |
Annaly Capital Management Inc ‡ | | | 19,900 | | | | 397 | |
Aon PLC, Cl A | | | 3,444 | | | | 1,348 | |
Bank of America Corp | | | 138,486 | | | | 6,579 | |
Bank of New York Mellon Corp/The | | | 44,369 | | | | 3,633 | |
BankUnited Inc | | | 13,300 | | | | 560 | |
Berkshire Hathaway Inc, Cl B * | | | 13,526 | | | | 6,533 | |
Capital One Financial Corp | | | 2,348 | | | | 451 | |
Chubb Ltd | | | 12,335 | | | | 3,562 | |
Citigroup Inc | | | 121,139 | | | | 8,585 | |
Citizens Financial Group Inc | | | 27,300 | | | | 1,314 | |
CME Group Inc, Cl A | | | 7,345 | | | | 1,748 | |
CNA Financial Corp | | | 13,500 | | | | 681 | |
Corebridge Financial Inc | | | 7,655 | | | | 248 | |
Customers Bancorp Inc * | | | 7,000 | | | | 395 | |
Discover Financial Services | | | 9,600 | | | | 1,751 | |
Everest Group Ltd | | | 3,400 | | | | 1,318 | |
Fifth Third Bancorp | | | 24,400 | | | | 1,173 | |
First Horizon Corp | | | 47,500 | | | | 1,004 | |
Genworth Financial Inc, Cl A * | | | 25,810 | | | | 201 | |
Goldman Sachs Group Inc/The | | | 9,546 | | | | 5,809 | |
Hartford Financial Services Group Inc/The | | | 20,100 | | | | 2,479 | |
Intercontinental Exchange Inc | | | 1,486 | | | | 239 | |
JPMorgan Chase & Co | | | 43,805 | | | | 10,939 | |
Kinsale Capital Group Inc | | | 7,038 | | | | 3,578 | |
Lincoln National Corp | | | 12,100 | | | | 430 | |
M&T Bank Corp | | | 4,300 | | | | 946 | |
Marsh & McLennan Cos Inc | | | 1,788 | | | | 417 | |
Mastercard Inc, Cl A | | | 5,840 | | | | 3,112 | |
MetLife Inc | | | 19,200 | | | | 1,694 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
MGIC Investment Corp | | | 60,500 | | | $ | 1,589 | |
Moody's Corp | | | 11,521 | | | | 5,760 | |
Morgan Stanley | | | 86,139 | | | | 11,337 | |
MSCI Inc, Cl A | | | 5,423 | | | | 3,306 | |
Navient Corp | | | 52,300 | | | | 815 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 38,138 | | | | 478 | |
PayPal Holdings Inc * | | | 24,323 | | | | 2,111 | |
Progressive Corp/The | | | 1,192 | | | | 321 | |
Prudential Financial Inc | | | 2,645 | | | | 342 | |
Radian Group Inc | | | 42,900 | | | | 1,535 | |
Regions Financial Corp | | | 47,800 | | | | 1,303 | |
S&P Global Inc | | | 7,215 | | | | 3,770 | |
State Street Corp | | | 27,200 | | | | 2,679 | |
Travelers Cos Inc/The | | | 15,876 | | | | 4,224 | |
Truist Financial Corp | | | 79,787 | | | | 3,804 | |
Unum Group | | | 23,000 | | | | 1,769 | |
Valley National Bancorp | | | 35,800 | | | | 381 | |
Veritex Holdings Inc | | | 18,300 | | | | 557 | |
Visa Inc, Cl A | | | 41,084 | | | | 12,945 | |
Wells Fargo & Co | | | 68,864 | | | | 5,245 | |
Western Union Co/The | | | 49,400 | | | | 544 | |
Wintrust Financial Corp | | | 5,400 | | | | 745 | |
| | | | | | | | |
| | | | | | | 150,268 | |
Health Care — 10.1% | | | | |
AbbVie Inc | | | 5,025 | | | | 919 | |
Amgen Inc | | | 4,203 | | | | 1,189 | |
Baxter International Inc | | | 24,900 | | | | 839 | |
Becton Dickinson & Co | | | 1,669 | | | | 370 | |
BioNTech SE ADR * | | | 2,233 | | | | 264 | |
Boston Scientific Corp * | | | 8,866 | | | | 804 | |
Bristol-Myers Squibb Co | | | 52,239 | | | | 3,094 | |
Cardinal Health Inc | | | 18,800 | | | | 2,298 | |
Centene Corp * | | | 15,704 | | | | 942 | |
Cigna Group/The | | | 4,300 | | | | 1,453 | |
CVS Health Corp | | | 27,000 | | | | 1,616 | |
Danaher Corp | | | 15,457 | | | | 3,705 | |
Doximity Inc, Cl A * | | | 6,249 | | | | 331 | |
Elevance Health Inc | | | 159 | | | | 65 | |
Eli Lilly & Co | | | 6,805 | | | | 5,412 | |
Exelixis Inc * | | | 29,864 | | | | 1,089 | |
Gilead Sciences Inc | | | 39,546 | | | | 3,661 | |
HCA Healthcare Inc | | | 7,083 | | | | 2,318 | |
Incyte Corp * | | | 8,900 | | | | 664 | |
Inmode Ltd * | | | 16,300 | | | | 318 | |
IQVIA Holdings Inc * | | | 2,846 | | | | 572 | |
Jazz Pharmaceuticals PLC * | | | 6,880 | | | | 836 | |
Johnson & Johnson | | | 75,576 | | | | 11,715 | |
McKesson Corp | | | 2,300 | | | | 1,446 | |
Medtronic PLC | | | 34,734 | | | | 3,006 | |
Merck & Co Inc | | | 56,403 | | | | 5,733 | |
Mettler-Toledo International Inc * | | | 3,012 | | | | 3,769 | |
Natera Inc * | | | 10,850 | | | | 1,820 | |
Novartis AG ADR | | | 27,651 | | | | 2,925 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Organon & Co | | | 4,167 | | | $ | 66 | |
Pfizer Inc | | | 142,139 | | | | 3,725 | |
Regeneron Pharmaceuticals Inc * | | | 134 | | | | 100 | |
Solventum Corp * | | | 1,601 | | | | 114 | |
STERIS PLC | | | 12,242 | | | | 2,682 | |
Stryker Corp | | | 9,405 | | | | 3,688 | |
Tenet Healthcare Corp * | | | 918 | | | | 131 | |
UnitedHealth Group Inc | | | 11,509 | | | | 7,023 | |
Universal Health Services Inc, Cl B | | | 9,525 | | | | 1,953 | |
Vaxcyte Inc * | | | 4,253 | | | | 401 | |
Veeva Systems Inc, Cl A * | | | 7,477 | | | | 1,704 | |
Viatris Inc | | | 46,500 | | | | 609 | |
Zoetis Inc, Cl A | | | 18,417 | | | | 3,228 | |
| | | | | | | | |
| | | | | | | 88,597 | |
Industrials — 10.9% | | | | |
3M Co | | | 1,026 | | | | 137 | |
Acuity Brands Inc | | | 2,600 | | | | 834 | |
AGCO Corp | | | 12,100 | | | | 1,225 | |
Allegion PLC | | | 10,641 | | | | 1,499 | |
Allison Transmission Holdings Inc | | | 18,700 | | | | 2,216 | |
AMETEK Inc | | | 11,094 | | | | 2,156 | |
Automatic Data Processing Inc | | | 12,893 | | | | 3,957 | |
Axon Enterprise Inc * | | | 1,399 | | | | 905 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 2,572 | | | | 381 | |
Builders FirstSource Inc * | | | 3,100 | | | | 578 | |
CH Robinson Worldwide Inc | | | 1,331 | | | | 141 | |
Cintas Corp | | | 9,864 | | | | 2,227 | |
Comfort Systems USA Inc | | | 2,630 | | | | 1,297 | |
Cummins Inc | | | 7,639 | | | | 2,865 | |
Delta Air Lines Inc | | | 39,469 | | | | 2,519 | |
Eaton Corp PLC | | | 5,331 | | | | 2,001 | |
Equifax Inc | | | 9,751 | | | | 2,550 | |
Expeditors International of Washington Inc | | | 1,406 | | | | 171 | |
FedEx Corp | | | 7,000 | | | | 2,119 | |
Fortive Corp | | | 5,782 | | | | 459 | |
GE Vernova Inc * | | | 244 | | | | 82 | |
General Dynamics Corp | | | 10,351 | | | | 2,940 | |
General Electric Co | | | 2,144 | | | | 391 | |
GFL Environmental Inc | | | 62,205 | | | | 2,930 | |
Griffon Corp | | | 6,200 | | | | 523 | |
GXO Logistics Inc * | | | 28,341 | | | | 1,724 | |
HEICO Corp | | | 13,533 | | | | 3,699 | |
HEICO Corp, Cl A | | | 7,680 | | | | 1,621 | |
Honeywell International Inc | | | 627 | | | | 146 | |
Huntington Ingalls Industries Inc | | | 2,000 | | | | 396 | |
Johnson Controls International PLC | | | 45,501 | | | | 3,816 | |
Lockheed Martin Corp | | | 3,000 | | | | 1,588 | |
ManpowerGroup Inc | | | 11,900 | | | | 766 | |
Northrop Grumman Corp | | | 325 | | | | 159 | |
Old Dominion Freight Line Inc | | | 10,479 | | | | 2,359 | |
Oshkosh Corp | | | 9,100 | | | | 1,034 | |
Otis Worldwide Corp | | | 29,953 | | | | 3,085 | |
Owens Corning | | | 6,500 | | | | 1,337 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
PACCAR Inc | | | 6,300 | | | $ | 737 | |
Primoris Services Corp | | | 698 | | | | 58 | |
RTX Corp | | | 37,083 | | | | 4,518 | |
Rush Enterprises Inc, Cl A | | | 2,106 | | | | 130 | |
Science Applications International Corp | | | 3,800 | | | | 472 | |
Siemens AG ADR | | | 32,803 | | | | 3,183 | |
Snap-on Inc | | | 4,900 | | | | 1,811 | |
SS&C Technologies Holdings Inc | | | 7,214 | | | | 558 | |
Textron Inc | | | 19,200 | | | | 1,644 | |
Trane Technologies PLC | | | 4,991 | | | | 2,077 | |
TransDigm Group Inc | | | 5,181 | | | | 6,492 | |
TransUnion | | | 3,800 | | | | 386 | |
Uber Technologies Inc * | | | 9,205 | | | | 662 | |
United Airlines Holdings Inc * | | | 14,900 | | | | 1,443 | |
United Parcel Service Inc, Cl B | | | 14,841 | | | | 2,014 | |
Veralto Corp | | | 23,109 | | | | 2,500 | |
Verisk Analytics Inc, Cl A | | | 2,363 | | | | 695 | |
Vertiv Holdings Co, Cl A | | | 15,686 | | | | 2,002 | |
Waste Connections Inc | | | 22,720 | | | | 4,373 | |
Westinghouse Air Brake Technologies Corp | | | 5,903 | | | | 1,184 | |
| | | | | | | | |
| | | | | | | 95,772 | |
Information Technology — 25.0% | | | | |
Accenture PLC, Cl A | | | 7,371 | | | | 2,671 | |
Adobe Inc * | | | 10,342 | | | | 5,336 | |
Advanced Micro Devices Inc * | | | 7,592 | | | | 1,041 | |
Amphenol Corp, Cl A | | | 56,178 | | | | 4,081 | |
Analog Devices Inc | | | 15,211 | | | | 3,317 | |
Apple Inc | | | 133,381 | | | | 31,655 | |
Applied Materials Inc | | | 7,800 | | | | 1,363 | |
AppLovin Corp, Cl A * | | | 15,052 | | | | 5,069 | |
Arista Networks Inc * | | | 4,732 | | | | 1,920 | |
Arrow Electronics Inc * | | | 8,200 | | | | 985 | |
Astera Labs Inc * | | | 8,639 | | | | 892 | |
Atlassian Corp, Cl A * | | | 431 | | | | 114 | |
Autodesk Inc * | | | 1,453 | | | | 424 | |
Broadcom Inc | | | 114,129 | | | | 18,498 | |
Cadence Design Systems Inc * | | | 2,923 | | | | 897 | |
Cisco Systems Inc | | | 148,677 | | | | 8,803 | |
Datadog Inc, Cl A * | | | 4,652 | | | | 711 | |
Dell Technologies Inc, Cl C | | | 19,043 | | | | 2,430 | |
DocuSign Inc, Cl A * | | | 2,733 | | | | 218 | |
DoubleVerify Holdings Inc * | | | 22,996 | | | | 468 | |
Dropbox Inc, Cl A * | | | 27,210 | | | | 753 | |
DXC Technology Co * | | | 24,600 | | | | 553 | |
Dynatrace Inc * | | | 18,128 | | | | 1,019 | |
F5 Inc * | | | 257 | | | | 64 | |
Fortinet Inc * | | | 3,630 | | | | 345 | |
Gen Digital Inc | | | 24,000 | | | | 740 | |
Guidewire Software Inc * | | | 2,752 | | | | 558 | |
Hewlett Packard Enterprise Co | | | 90,800 | | | | 1,927 | |
HP Inc | | | 60,200 | | | | 2,133 | |
HubSpot Inc * | | | 465 | | | | 335 | |
Intel Corp | | | 25,704 | | | | 618 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Fund (Concluded)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
International Business Machines Corp | | | 7,680 | | | $ | 1,747 | |
Intuit Inc | | | 13,939 | | | | 8,945 | |
Marvell Technology Inc | | | 4,318 | | | | 400 | |
Microsoft Corp | | | 86,336 | | | | 36,560 | |
Monolithic Power Systems Inc | | | 3,908 | | | | 2,218 | |
Motorola Solutions Inc | | | 7,738 | | | | 3,867 | |
NVIDIA Corp | | | 172,601 | | | | 23,862 | |
Oracle Corp | | | 26,547 | | | | 4,907 | |
Palo Alto Networks Inc * | | | 259 | | | | 100 | |
QUALCOMM Inc | | | 32,235 | | | | 5,110 | |
Roper Technologies Inc | | | 5,437 | | | | 3,080 | |
salesforce.com | | | 28,613 | | | | 9,442 | |
SAP SE ADR | | | 18,389 | | | | 4,369 | |
Sapiens International Corp NV | | | 9,789 | | | | 268 | |
ServiceNow Inc * | | | 2,155 | | | | 2,262 | |
SPS Commerce Inc * | | | 3,641 | | | | 703 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 30,037 | | | | 5,547 | |
TD SYNNEX Corp | | | 5,572 | | | | 663 | |
Twilio Inc, Cl A * | | | 11,031 | | | | 1,153 | |
Tyler Technologies Inc * | | | 1,494 | | | | 940 | |
Western Digital Corp * | | | 10,000 | | | | 730 | |
Workday Inc, Cl A * | | | 5,504 | | | | 1,376 | |
Xerox Holdings Corp | | | 46,300 | | | | 423 | |
Zebra Technologies Corp, Cl A * | | | 2,018 | | | | 821 | |
Zeta Global Holdings Corp, Cl A * | | | 20,332 | | | | 433 | |
| | | | | | | | |
| | | | | | | 219,864 | |
Materials — 2.7% | | | | |
Avery Dennison Corp | | | 6,187 | | | | 1,274 | |
Berry Global Group Inc | | | 16,000 | | | | 1,157 | |
CF Industries Holdings Inc | | | 8,100 | | | | 726 | |
Chemours Co/The | | | 23,500 | | | | 511 | |
Dow Inc | | | 56,335 | | | | 2,491 | |
Ecolab Inc | | | 475 | | | | 118 | |
Glatfelter * | | | 4,421 | | | | 90 | |
International Flavors & Fragrances Inc | | | 4,823 | | | | 441 | |
Linde PLC | | | 11,792 | | | | 5,436 | |
LyondellBasell Industries NV, Cl A | | | 5,900 | | | | 492 | |
Martin Marietta Materials Inc | | | 515 | | | | 309 | |
NewMarket Corp | | | 1,000 | | | | 533 | |
O-I Glass Inc, Cl I * | | | 39,200 | | | | 494 | |
Packaging Corp of America | | | 2,719 | | | | 677 | |
Reliance Inc | | | 8,427 | | | | 2,707 | |
Sherwin-Williams Co/The | | | 8,570 | | | | 3,406 | |
Steel Dynamics Inc | | | 10,300 | | | | 1,496 | |
Sylvamo Corp | | | 11,800 | | | | 1,089 | |
| | | | | | | | |
| | | | | | | 23,447 | |
Real Estate — 2.3% | | | | |
American Tower Corp, Cl A ‡ | | | 12,656 | | | | 2,645 | |
Brixmor Property Group Inc ‡ | | | 37,800 | | | | 1,137 | |
CBRE Group Inc, Cl A * | | | 7,462 | | | | 1,045 | |
Crown Castle Inc ‡ | | | 21,897 | | | | 2,326 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Equinix Inc ‡ | | | 5,572 | | | $ | 5,469 | |
Host Hotels & Resorts Inc ‡ | | | 55,300 | | | | 1,019 | |
Omega Healthcare Investors Inc ‡ | | | 23,203 | | | | 942 | |
Service Properties Trust ‡ | | | 37,100 | | | | 103 | |
VICI Properties Inc, Cl A ‡ | | | 98,696 | | | | 3,218 | |
Welltower Inc ‡ | | | 13,984 | | | | 1,932 | |
| | | | | | | | |
| | | | | | | 19,836 | |
Utilities — 2.2% | | | | |
Ameren Corp | | | 290 | | | | 27 | |
Consolidated Edison Inc | | | 4,342 | | | | 437 | |
Constellation Energy Corp | | | 4,104 | | | | 1,053 | |
Duke Energy Corp | | | 32,140 | | | | 3,762 | |
Edison International | | | 944 | | | | 83 | |
Exelon Corp | | | 40,409 | | | | 1,599 | |
NextEra Energy Inc | | | 79,572 | | | | 6,260 | |
NRG Energy Inc | | | 24,684 | | | | 2,508 | |
Talen Energy Corp * | | | 3,891 | | | | 834 | |
UGI Corp | | | 14,800 | | | | 449 | |
Vistra Corp | | | 15,602 | | | | 2,494 | |
| | | | | | | | |
| | | | | | | 19,506 | |
Total Common Stock | | | | | | | | |
(Cost $529,616) ($ Thousands) | | | | | | | 852,577 | |
| | | | | | | | |
EXCHANGE TRADED FUNDS†† — 0.6% |
| | | | | | | | |
Health Care Select Sector SPDR Fund | | | 14,514 | | | | 2,139 | |
Real Estate Select Sector SPDR Fund | | | 60,206 | | | | 2,709 | |
| | | | | | | | |
| | | | | | | | |
Total Exchange Traded Funds | | | | | | | | |
(Cost $4,720) ($ Thousands) | | | | | | | 4,848 | |
| | | | | | | | |
CASH EQUIVALENT — 2.1% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 18,839,905 | | | | 18,840 | |
Total Cash Equivalent | | | | | | | | |
(Cost $18,840) ($ Thousands) | | | | | | | 18,840 | |
Total Investments in Securities — 99.8% | | | | | | | | |
(Cost $553,176) ($ Thousands) | | $ | 876,265 | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 32 | | | | Dec-2024 | | | $ | 9,516 | | | $ | 9,683 | | | $ | 167 | |
S&P Mid Cap 400 Index E-MINI | | | 7 | | | | Dec-2024 | | | | 2,316 | | | | 2,364 | | | | 48 | |
| | | | | | | | | | $ | 11,832 | | | $ | 12,047 | | | $ | 215 | |
| Percentages are based on Net Assets of $878,326 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 852,577 | | | | – | | | | – | | | | 852,577 | |
Exchange Traded Funds | | | 4,848 | | | | – | | | | – | | | | 4,848 | |
Cash Equivalent | | | 18,840 | | | | – | | | | – | | | | 18,840 | |
Total Investments in Securities | | | 876,265 | | | | – | | | | – | | | | 876,265 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Futures Contracts* | | | | | | | | | | | | | | | | |
Unrealized Appreciation | | | 215 | | | | – | | | | – | | | | 215 | |
Total Other Financial Instruments | | | 215 | | | | – | | | | – | | | | 215 | |
| | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 6 | | | $ | — | | | $ | (6 | ) | | $ | (1 | ) | | $ | 1 | | | $ | — | | | $ | — | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 19,730 | | | | 89,987 | | | | (90,877 | ) | | | — | | | | — | | | | 18,840 | | | | 453 | | | | — | |
Totals | | $ | 19,736 | | | $ | 89,987 | | | $ | (90,883 | ) | | $ | (1 | ) | | $ | 1 | | | $ | 18,840 | | | $ | 453 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Disciplined Equity Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 93.5% |
| | | | | | | | |
Communication Services — 6.9% | | | | |
Alphabet Inc, Cl A | | | 105,081 | | | $ | 17,753 | |
Alphabet Inc, Cl C | | | 46,929 | | | | 8,001 | |
AT&T Inc | | | 359,939 | | | | 8,336 | |
Lumen Technologies Inc * | | | 34,491 | | | | 253 | |
Meta Platforms Inc, Cl A | | | 51,700 | | | | 29,692 | |
Netflix Inc * | | | 7,113 | | | | 6,308 | |
News Corp, Cl A | | | 6,703 | | | | 197 | |
Nexstar Media Group Inc, Cl A | | | 27,763 | | | | 4,736 | |
ROBLOX Corp, Cl A * | | | 3,735 | | | | 187 | |
Sirius XM Holdings | | | 87,606 | | | | 2,361 | |
T-Mobile US Inc | | | 16,220 | | | | 4,005 | |
Trade Desk Inc/The, Cl A * | | | 25,021 | | | | 3,217 | |
Verizon Communications Inc | | | 144,558 | | | | 6,410 | |
Walt Disney Co/The | | | 34,800 | | | | 4,088 | |
Warner Bros Discovery Inc * | | | 34,911 | | | | 366 | |
| | | | | | | | |
| | | | | | | 95,910 | |
Consumer Discretionary — 8.4% | | | | |
ADT Inc | | | 197,692 | | | | 1,506 | |
Airbnb Inc, Cl A * | | | 10,891 | | | | 1,482 | |
Amazon.com Inc * | | | 144,381 | | | | 30,015 | |
AutoZone Inc * | | | 66 | | | | 209 | |
Best Buy Co Inc | | | 19,322 | | | | 1,739 | |
Booking Holdings Inc | | | 1,347 | | | | 7,007 | |
Carnival Corp, Cl A * | | | 163,019 | | | | 4,146 | |
Cava Group Inc * | | | 4,140 | | | | 583 | |
Deckers Outdoor Corp * | | | 2,946 | | | | 577 | |
DoorDash Inc, Cl A * | | | 26,067 | | | | 4,705 | |
Duolingo Inc, Cl A * | | | 1,597 | | | | 556 | |
eBay Inc | | | 32,481 | | | | 2,056 | |
Ford Motor Co | | | 25,985 | | | | 289 | |
General Motors Co | | | 153,899 | | | | 8,555 | |
H&R Block Inc | | | 10,149 | | | | 602 | |
Hasbro Inc | | | 10,294 | | | | 671 | |
Home Depot Inc/The | | | 18,800 | | | | 8,068 | |
Lennar Corp, Cl A | | | 913 | | | | 159 | |
Magna International Inc, Cl A | | | 61,210 | | | | 2,763 | |
Marriott International Inc/MD, Cl A | | | 20,169 | | | | 5,831 | |
Meritage Homes Corp | | | 523 | | | | 100 | |
MGM Resorts International * | | | 24,405 | | | | 936 | |
NIKE Inc, Cl B | | | 39,679 | | | | 3,126 | |
Norwegian Cruise Line Holdings Ltd * | | | 89,638 | | | | 2,410 | |
Pool Corp | | | 11,724 | | | | 4,421 | |
PVH Corp | | | 12,821 | | | | 1,389 | |
Ross Stores Inc | | | 32,176 | | | | 4,983 | |
Royal Caribbean Cruises Ltd | | | 16,039 | | | | 3,915 | |
Taylor Morrison Home Corp, Cl A * | | | 57,499 | | | | 4,247 | |
Tesla Inc * | | | 8,393 | | | | 2,897 | |
TJX Cos Inc/The | | | 34,174 | | | | 4,295 | |
Toll Brothers Inc | | | 13,476 | | | | 2,226 | |
Viking Holdings * | | | 14,726 | | | | 684 | |
| | | | | | | | |
| | | | | | | 117,148 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Consumer Staples — 6.3% | | | | |
Ambev ADR | | | 852,350 | | | $ | 1,807 | |
Archer-Daniels-Midland Co | | | 44,370 | | | | 2,423 | |
Casey's General Stores Inc | | | 14,635 | | | | 6,160 | |
Clorox Co/The | | | 2,662 | | | | 445 | |
Coca-Cola Consolidated Inc | | | 3,036 | | | | 3,960 | |
Colgate-Palmolive Co | | | 14,245 | | | | 1,376 | |
Conagra Brands Inc | | | 96,310 | | | | 2,653 | |
Constellation Brands Inc, Cl A | | | 16,931 | | | | 4,079 | |
Costco Wholesale Corp | | | 5,977 | | | | 5,809 | |
Dollar General Corp | | | 44,930 | | | | 3,472 | |
Kenvue Inc | | | 62,870 | | | | 1,514 | |
Kraft Heinz Co/The | | | 82,076 | | | | 2,624 | |
Kroger Co/The | | | 144,567 | | | | 8,830 | |
Maplebear Inc * | | | 38,061 | | | | 1,662 | |
Mondelez International Inc, Cl A | | | 4,349 | | | | 282 | |
PepsiCo Inc | | | 17,926 | | | | 2,930 | |
Performance Food Group Co * | | | 17,795 | | | | 1,570 | |
Philip Morris International Inc | | | 50,689 | | | | 6,745 | |
Procter & Gamble Co/The | | | 35,279 | | | | 6,324 | |
Target Corp | | | 44,896 | | | | 5,940 | |
Tyson Foods Inc, Cl A | | | 56,120 | | | | 3,620 | |
Walmart Inc | | | 146,752 | | | | 13,575 | |
| | | | | | | | |
| | | | | | | 87,800 | |
Energy — 3.5% | | | | |
BP PLC ADR | | | 93,740 | | | | 2,748 | |
Canadian Natural Resources Ltd | | | 57,710 | | | | 1,952 | |
Cheniere Energy Inc | | | 18,621 | | | | 4,171 | |
Chevron Corp | | | 11,590 | | | | 1,877 | |
ConocoPhillips | | | 17,960 | | | | 1,946 | |
Devon Energy Corp | | | 37,370 | | | | 1,418 | |
Diamondback Energy Inc | | | 30,882 | | | | 5,484 | |
Energy Transfer LP | | | 236,742 | | | | 4,702 | |
Kinder Morgan Inc | | | 29,512 | | | | 834 | |
Kinetik Holdings Inc, Cl A | | | 63,461 | | | | 3,746 | |
MPLX LP | | | 13,814 | | | | 714 | |
Murphy Oil Corp | | | 18,422 | | | | 598 | |
Ovintiv Inc | | | 53,651 | | | | 2,437 | |
PBF Energy Inc, Cl A | | | 1,941 | | | | 61 | |
Plains All American Pipeline LP | | | 220,209 | | | | 4,111 | |
Schlumberger NV | | | 63,027 | | | | 2,769 | |
Shell PLC ADR | | | 40,850 | | | | 2,645 | |
SM Energy Co | | | 40,616 | | | | 1,835 | |
Targa Resources Corp | | | 2,460 | | | | 503 | |
TechnipFMC PLC | | | 8,069 | | | | 253 | |
Williams Cos Inc/The | | | 66,993 | | | | 3,920 | |
| | | | | | | | |
| | | | | | | 48,724 | |
Financials — 16.5% | | | | |
Allstate Corp/The | | | 54,586 | | | | 11,321 | |
Ameriprise Financial Inc | | | 12,796 | | | | 7,345 | |
Annaly Capital Management Inc ‡ | | | 134,600 | | | | 2,683 | |
Aon PLC, Cl A | | | 5,378 | | | | 2,106 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Bank of America Corp | | | 326,469 | | | $ | 15,511 | |
Bank of New York Mellon Corp/The | | | 62,724 | | | | 5,135 | |
Berkshire Hathaway Inc, Cl B * | | | 21,587 | | | | 10,427 | |
BlackRock Funding | | | 2,331 | | | | 2,384 | |
Brown & Brown Inc | | | 2,948 | | | | 333 | |
Cadence Bank | | | 7,574 | | | | 289 | |
Capital One Financial Corp | | | 30,361 | | | | 5,830 | |
Charles Schwab Corp/The | | | 3,446 | | | | 285 | |
Citigroup Inc | | | 219,777 | | | | 15,576 | |
CME Group Inc, Cl A | | | 18,608 | | | | 4,429 | |
Comerica Inc | | | 42,804 | | | | 3,093 | |
Corebridge Financial Inc | | | 52,371 | | | | 1,695 | |
Equitable Holdings Inc | | | 7,378 | | | | 356 | |
Everest Group Ltd | | | 7,561 | | | | 2,930 | |
Fidelity National Financial Inc | | | 39,517 | | | | 2,505 | |
Fidelity National Information Services Inc | | | 41,316 | | | | 3,524 | |
First Horizon Corp | | | 28,689 | | | | 606 | |
Fiserv Inc * | | | 3,344 | | | | 739 | |
Global Payments Inc | | | 78,250 | | | | 9,309 | |
Goldman Sachs Group Inc/The | | | 16,043 | | | | 9,763 | |
Intercontinental Exchange Inc | | | 32,113 | | | | 5,169 | |
Invesco Ltd | | | 89,289 | | | | 1,615 | |
JPMorgan Chase & Co | | | 104,915 | | | | 26,199 | |
Kinsale Capital Group Inc | | | 12,030 | | | | 6,117 | |
Marsh & McLennan Cos Inc | | | 16,064 | | | | 3,747 | |
Mastercard Inc, Cl A | | | 16,405 | | | | 8,743 | |
MGIC Investment Corp | | | 63,269 | | | | 1,661 | |
Moody's Corp | | | 5,493 | | | | 2,746 | |
Morgan Stanley | | | 107,410 | | | | 14,136 | |
MSCI Inc, Cl A | | | 9,272 | | | | 5,653 | |
PayPal Holdings Inc * | | | 14,057 | | | | 1,220 | |
S&P Global Inc | | | 13,020 | | | | 6,803 | |
State Street Corp | | | 2,602 | | | | 256 | |
Synchrony Financial | | | 55,323 | | | | 3,735 | |
Travelers Cos Inc/The | | | 18,057 | | | | 4,804 | |
Visa Inc, Cl A | | | 25,211 | | | | 7,943 | |
Wells Fargo & Co | | | 71,209 | | | | 5,424 | |
Willis Towers Watson PLC | | | 15,141 | | | | 4,875 | |
| | | | | | | | |
| | | | | | | 229,020 | |
Health Care — 10.4% | | | | |
Abbott Laboratories | | | 14,733 | | | | 1,750 | |
AbbVie Inc | | | 16,239 | | | | 2,971 | |
Agilent Technologies Inc | | | 6,496 | | | | 896 | |
Amgen Inc | | | 2,114 | | | | 598 | |
Baxter International Inc | | | 53,750 | | | | 1,812 | |
BioMarin Pharmaceutical Inc * | | | 17,647 | | | | 1,165 | |
Bristol-Myers Squibb Co | | | 41,689 | | | | 2,469 | |
Centene Corp * | | | 49,874 | | | | 2,992 | |
CVS Health Corp | | | 117,353 | | | | 7,023 | |
Dexcom Inc * | | | 2,444 | | | | 191 | |
Doximity Inc, Cl A * | | | 33,934 | | | | 1,798 | |
Edwards Lifesciences Corp * | | | 18,018 | | | | 1,286 | |
Elanco Animal Health Inc * | | | 22,240 | | | | 294 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Elevance Health Inc | | | 2,744 | | | $ | 1,117 | |
Eli Lilly & Co | | | 19,193 | | | | 15,265 | |
Exelixis Inc * | | | 27,935 | | | | 1,018 | |
Genmab ADR * | | | 59,210 | | | | 1,273 | |
Gilead Sciences Inc | | | 70,867 | | | | 6,561 | |
GSK PLC ADR | | | 73,580 | | | | 2,511 | |
Halozyme Therapeutics Inc * | | | 6,673 | | | | 322 | |
HCA Healthcare Inc | | | 5,929 | | | | 1,940 | |
Humana Inc | | | 6,980 | | | | 2,069 | |
Illumina Inc * | | | 1,983 | | | | 286 | |
Incyte Corp * | | | 1,496 | | | | 112 | |
IQVIA Holdings Inc * | | | 3,537 | | | | 710 | |
Jazz Pharmaceuticals PLC * | | | 18,470 | | | | 2,246 | |
Johnson & Johnson | | | 62,515 | | | | 9,690 | |
McKesson Corp | | | 679 | | | | 427 | |
Medtronic PLC | | | 51,790 | | | | 4,482 | |
Merck & Co Inc | | | 40,623 | | | | 4,129 | |
Mettler-Toledo International Inc * | | | 134 | | | | 168 | |
Neurocrine Biosciences Inc * | | | 7,718 | | | | 978 | |
Organon & Co | | | 66,660 | | | | 1,058 | |
Pfizer Inc | | | 271,865 | | | | 7,125 | |
Regeneron Pharmaceuticals Inc * | | | 263 | | | | 197 | |
ResMed Inc | | | 13,445 | | | | 3,348 | |
Royalty Pharma PLC, Cl A | | | 75,620 | | | | 2,016 | |
Sanofi SA ADR | | | 39,570 | | | | 1,919 | |
Sarepta Therapeutics Inc * | | | 15,978 | | | | 2,130 | |
Solventum Corp * | | | 5,154 | | | | 368 | |
STERIS PLC | | | 20,919 | | | | 4,582 | |
Stryker Corp | | | 10,383 | | | | 4,072 | |
Teleflex Inc | | | 4,775 | | | | 921 | |
Tenet Healthcare Corp * | | | 15,072 | | | | 2,150 | |
UnitedHealth Group Inc | | | 29,893 | | | | 18,241 | |
Universal Health Services Inc, Cl B | | | 15,233 | | | | 3,123 | |
Veeva Systems Inc, Cl A * | | | 25,041 | | | | 5,706 | |
Viatris Inc | | | 142,140 | | | | 1,861 | |
Zoetis Inc, Cl A | | | 28,849 | | | | 5,056 | |
| | | | | | | | |
| | | | | | | 144,422 | |
Industrials — 9.4% | | | | |
3M Co | | | 15,754 | | | | 2,104 | |
AerCap Holdings NV | | | 46,200 | | | | 4,590 | |
AGCO Corp | | | 11,211 | | | | 1,135 | |
Alaska Air Group Inc * | | | 2,382 | | | | 125 | |
Allegion PLC | | | 28,179 | | | | 3,969 | |
API Group Corp * | | | 38,736 | | | | 1,463 | |
Automatic Data Processing Inc | | | 26,547 | | | | 8,148 | |
Axon Enterprise Inc * | | | 2,203 | | | | 1,425 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 11,624 | | | | 1,722 | |
CH Robinson Worldwide Inc | | | 5,832 | | | | 616 | |
Chart Industries Inc * | | | 12,110 | | | | 2,340 | |
Cintas Corp | | | 25,796 | | | | 5,824 | |
Comfort Systems USA Inc | | | 9,908 | | | | 4,887 | |
Core & Main Inc, Cl A * | | | 50,108 | | | | 2,433 | |
Cummins Inc | | | 1,410 | | | | 529 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Disciplined Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Delta Air Lines Inc | | | 102,228 | | | $ | 6,524 | |
Eaton Corp PLC | | | 6,310 | | | | 2,369 | |
Equifax Inc | | | 7,180 | | | | 1,878 | |
Expeditors International of Washington Inc | | | 7,761 | | | | 944 | |
FedEx Corp | | | 25,685 | | | | 7,774 | |
Fortive Corp | | | 5,677 | | | | 450 | |
GE Vernova Inc * | | | 5,102 | | | | 1,705 | |
General Electric Co | | | 41,690 | | | | 7,594 | |
Lockheed Martin Corp | | | 7,051 | | | | 3,733 | |
Lyft Inc, Cl A * | | | 18,398 | | | | 319 | |
Masco Corp | | | 23,559 | | | | 1,898 | |
Northrop Grumman Corp | | | 6,793 | | | | 3,326 | |
Old Dominion Freight Line Inc | | | 17,912 | | | | 4,033 | |
Otis Worldwide Corp | | | 51,201 | | | | 5,273 | |
Paycom Software Inc | | | 6,970 | | | | 1,617 | |
Paylocity Holding Corp * | | | 1,130 | | | | 235 | |
RTX Corp | | | 54,638 | | | | 6,657 | |
SS&C Technologies Holdings Inc | | | 25,804 | | | | 1,996 | |
Textron Inc | | | 1,327 | | | | 114 | |
Trane Technologies PLC | | | 12,705 | | | | 5,288 | |
TransUnion | | | 35,326 | | | | 3,586 | |
Uber Technologies Inc * | | | 74,968 | | | | 5,395 | |
United Airlines Holdings Inc * | | | 20,304 | | | | 1,966 | |
United Rentals Inc | | | 183 | | | | 158 | |
Verisk Analytics Inc, Cl A | | | 4,785 | | | | 1,408 | |
Vertiv Holdings Co, Cl A | | | 21,112 | | | | 2,694 | |
Waste Connections Inc | | | 38,849 | | | | 7,477 | |
WESCO International Inc | | | 13,363 | | | | 2,827 | |
| | | | | | | | |
| | | | | | | 130,548 | |
Information Technology — 24.9% | | | | |
Accenture PLC, Cl A | | | 14,994 | | | | 5,433 | |
Adobe Inc * | | | 8,681 | | | | 4,479 | |
Advanced Micro Devices Inc * | | | 14,648 | | | | 2,009 | |
Akamai Technologies Inc * | | | 15,750 | | | | 1,481 | |
Apple Inc | | | 335,361 | | | | 79,591 | |
Applied Materials Inc | | | 16,223 | | | | 2,834 | |
Arista Networks Inc * | | | 12,945 | | | | 5,253 | |
Atlassian Corp, Cl A * | | | 12,112 | | | | 3,192 | |
Autodesk Inc * | | | 4,137 | | | | 1,208 | |
Broadcom Inc | | | 124,737 | | | | 20,217 | |
Cisco Systems Inc | | | 111,612 | | | | 6,609 | |
Crowdstrike Holdings Inc, Cl A * | | | 1,854 | | | | 641 | |
Datadog Inc, Cl A * | | | 9,273 | | | | 1,416 | |
Dell Technologies Inc, Cl C | | | 11,793 | | | | 1,505 | |
DocuSign Inc, Cl A * | | | 5,087 | | | | 405 | |
Dolby Laboratories Inc, Cl A | | | 2,274 | | | | 178 | |
Dropbox Inc, Cl A * | | | 19,411 | | | | 537 | |
Dynatrace Inc * | | | 39,681 | | | | 2,230 | |
Elastic NV * | | | 11,402 | | | | 1,248 | |
F5 Inc * | | | 103 | | | | 26 | |
Fair Isaac Corp * | | | 627 | | | | 1,489 | |
Fortinet Inc * | | | 13,376 | | | | 1,271 | |
GoDaddy Inc, Cl A * | | | 1,555 | | | | 307 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Guidewire Software Inc * | | | 3,969 | | | $ | 805 | |
Hewlett Packard Enterprise Co | | | 96,100 | | | | 2,039 | |
Intel Corp | | | 218,191 | | | | 5,248 | |
International Business Machines Corp | | | 10,219 | | | | 2,324 | |
Intuit Inc | | | 23,245 | | | | 14,917 | |
Jabil Inc | | | 16,024 | | | | 2,177 | |
KLA Corp | | | 3,541 | | | | 2,291 | |
Kyndryl Holdings Inc * | | | 61,466 | | | | 2,133 | |
Lam Research | | | 45,080 | | | | 3,331 | |
Marvell Technology Inc | | | 1,726 | | | | 160 | |
Micron Technology Inc | | | 13,220 | | | | 1,295 | |
Microsoft Corp | | | 154,663 | | | | 65,494 | |
Monolithic Power Systems Inc | | | 6,590 | | | | 3,741 | |
Motorola Solutions Inc | | | 14,181 | | | | 7,086 | |
Nutanix Inc, Cl A * | | | 34,345 | | | | 2,242 | |
NVIDIA Corp | | | 267,866 | | | | 37,032 | |
ON Semiconductor Corp * | | | 40,460 | | | | 2,878 | |
Oracle Corp | | | 1,492 | | | | 276 | |
Palo Alto Networks Inc * | | | 989 | | | | 384 | |
Pegasystems Inc | | | 7,920 | | | | 752 | |
Qorvo Inc * | | | 2,114 | | | | 146 | |
QUALCOMM Inc | | | 36,552 | | | | 5,795 | |
Salesforce Inc | | | 27,086 | | | | 8,938 | |
Samsara, Cl A * | | | 10,347 | | | | 553 | |
SentinelOne Inc, Cl A * | | | 47,304 | | | | 1,322 | |
ServiceNow Inc * | | | 6,161 | | | | 6,466 | |
SPS Commerce Inc * | | | 4,701 | | | | 908 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 27,965 | | | | 5,164 | |
TE Connectivity PLC | | | 8,233 | | | | 1,244 | |
Teradyne Inc | | | 7,001 | | | | 770 | |
Twilio Inc, Cl A * | | | 24,677 | | | | 2,580 | |
Tyler Technologies Inc * | | | 1,645 | | | | 1,035 | |
UiPath Inc, Cl A * | | | 229,687 | | | | 3,264 | |
Universal Display Corp | | | 1,338 | | | | 220 | |
Vontier Corp | | | 67,970 | | | | 2,669 | |
Workday Inc, Cl A * | | | 18,088 | | | | 4,522 | |
Zeta Global Holdings Corp, Cl A * | | | 44,060 | | | | 938 | |
| | | | | | | | |
| | | | | | | 346,698 | |
Materials — 2.3% | | | | |
Avery Dennison Corp | | | 12,055 | | | | 2,483 | |
Crown Holdings Inc | | | 26,630 | | | | 2,452 | |
DuPont de Nemours Inc | | | 18,658 | | | | 1,560 | |
Ecolab Inc | | | 6,490 | | | | 1,615 | |
FMC Corp | | | 70,018 | | | | 4,137 | |
Freeport-McMoRan Inc, Cl B | | | 69,325 | | | | 3,064 | |
International Flavors & Fragrances Inc | | | 7,178 | | | | 656 | |
Louisiana-Pacific Corp | | | 5,588 | | | | 661 | |
Mosaic Co/The | | | 99,823 | | | | 2,641 | |
PPG Industries Inc | | | 15,489 | | | | 1,926 | |
Reliance Inc | | | 14,406 | | | | 4,628 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Sherwin-Williams Co/The | | | 15,056 | | | $ | 5,983 | |
| | | | | | | | |
| | | | | | | 31,806 | |
Real Estate — 2.2% | | | | |
Brixmor Property Group Inc ‡ | | | 88,772 | | | | 2,669 | |
CBRE Group Inc, Cl A * | | | 23,283 | | | | 3,259 | |
Equinix Inc ‡ | | | 7,393 | | | | 7,256 | |
Healthcare Realty Trust Inc, Cl A ‡ | | | 43,437 | | | | 796 | |
Howard Hughes Holdings Inc * | | | 20,370 | | | | 1,767 | |
Lamar Advertising Co, Cl A ‡ | | | 14,680 | | | | 1,967 | |
NNN REIT Inc ‡ | | | 22,317 | | | | 982 | |
Omega Healthcare Investors Inc ‡ | | | 28,576 | | | | 1,161 | |
Simon Property Group Inc ‡ | | | 1,537 | | | | 282 | |
Ventas Inc ‡ | | | 49,966 | | | | 3,201 | |
Welltower Inc ‡ | | | 58,964 | | | | 8,148 | |
| | | | | | | | |
| | | | | | | 31,488 | |
Utilities — 2.7% | | | | |
Consolidated Edison Inc | | | 10,777 | | | | 1,084 | |
Constellation Energy Corp | | | 5,284 | | | | 1,356 | |
Dominion Energy Inc | | | 62,565 | | | | 3,676 | |
Edison International | | | 31,540 | | | | 2,768 | |
Entergy Corp | | | 11,342 | | | | 1,771 | |
Exelon Corp | | | 170,952 | | | | 6,763 | |
FirstEnergy Corp | | | 61,210 | | | | 2,604 | |
National Fuel Gas Co | | | 14,181 | | | | 907 | |
NextEra Energy Inc | | | 60,074 | | | | 4,726 | |
NRG Energy Inc | | | 46,851 | | | | 4,761 | |
PG&E Corp | | | 174,588 | | | | 3,776 | |
Xcel Energy Inc | | | 44,250 | | | | 3,211 | |
| | | | | | | | |
| | | | | | | 37,403 | |
Total Common Stock | | | | | | | | |
(Cost $892,682) ($ Thousands) | | | | | | | 1,300,967 | |
| | Face Amount (Thousands) | | | | | |
U.S. TREASURY OBLIGATION — 2.1% |
U.S. Treasury Bill | | | | | | | | |
4.469%, 02/20/2025 (A) | | $ | 29,300 | | | | 29,014 | |
| | | | | | | | |
Total U.S. Treasury Obligation | | | | | | | | |
(Cost $29,009) ($ Thousands) | | | 29,014 | |
| | | | | | | | |
| | | | | | | | |
| | Shares
| | | | | |
CASH EQUIVALENT — 4.5% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 62,210,982 | | | | 62,211 | |
Total Cash Equivalent | | | | | | | | |
(Cost $62,211) ($ Thousands) | | | | | | | 62,211 | |
Total Investments in Securities — 100.1% | | | | | | | | |
(Cost $983,902) ($ Thousands) | | $ | 1,392,192 | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Disciplined Equity Fund (Continued)
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 113 | | | | Dec-2024 | | | $ | 33,711 | | | $ | 34,191 | | | $ | 480 | |
| | | | | | | | | | | | | | | | | | | | |
A list of the open OTC Swap agreement held by the Fund at November 30, 2024, is as follows:
Total Return Swap |
Counterparty | | Reference Entity/ Obligation | | | Fund Pays | | | Fund Receives | | | Payment Frequency | | | Termination Date | | | Currency | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Upfront Payments/ Receipts (Thousands) | | | Net Unrealized Appreciation (Depreciation) (Thousands) | |
Bank of America Merrill Lynch | | Mackenzie Investments Corporation Custom Basket of Securities | | | | Custom Financing | | | | Basket Return | | | | Annually | | | | 09/15/2025 | | | | USD | | | | 45,673 | | | $ | (5,096 | ) | | $ | – | | | $ | (5,096 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (5,096 | ) | | $ | – | | | $ | (5,096 | ) |
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of November 30, 2024:
United States Custom Basket of Long Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 203,996 | | NVIDIA CORP | | $ | 28,963 | | | $ | (817 | ) | | | 63.4 | % |
| | 95,499 | | ALPHABET INC | | | 16,473 | | | | (370 | ) | | | 36.1 | |
| | 58,926 | | AMAZON.COM INC | | | 11,939 | | | | 288 | | | | 26.1 | |
| | 964 | | BOOKING HOLDINGS INC | | | 4,796 | | | | 209 | | | | 10.5 | |
| | 59,639 | | WELLS FARGO & CO | | | 4,434 | | | | 125 | | | | 9.7 | |
| | 20,092 | | EXPEDIA GROUP INC | | | 3,644 | | | | 61 | | | | 8.0 | |
| | 19,389 | | SIMON PROPERTY GROUP INC | | | 3,495 | | | | 58 | | | | 7.7 | |
| | 39,264 | | EDISON INTERNATIONAL | | | 3,286 | | | | 153 | | | | 7.2 | |
| | 32,940 | | COLGATE-PALMOLIVE CO | | | 3,082 | | | | 95 | | | | 6.7 | |
| | 84,535 | | NEWS CORP | | | 2,419 | | | | 57 | | | | 5.3 | |
| | 88,462 | | DROPBOX INC | | | 2,394 | | | | 48 | | | | 5.2 | |
| | 1,922 | | BLACKROCK INC | | | 2,013 | | | | (51 | ) | | | 4.4 | |
| | 14,652 | | PULTEGROUP INC | | | 1,888 | | | | 90 | | | | 4.1 | |
| | 78,229 | | AT&T INC | | | 1,774 | | | | 34 | | | | 3.9 | |
| | 3,302 | | S&P GLOBAL INC | | | 1,662 | | | | 63 | | | | 3.6 | |
| | 20,579 | | INCYTE CORP | | | 1,561 | | | | (29 | ) | | | 3.4 | |
| | 18,265 | | TEXTRON INC | | | 1,551 | | | | 10 | | | | 3.4 | |
| | 30,319 | | PURE STORAGE INC | | | 1,461 | | | | 143 | | | | 3.2 | |
| | 14,254 | | AGCO CORP | | | 1,336 | | | | 109 | | | | 2.9 | |
| | 580 | | FAIR ISAAC CORP | | | 1,311 | | | | 64 | | | | 2.9 | |
| | 3,964 | | SALESFORCE INC | | | 1,289 | | | | 16 | | | | 2.8 | |
| | 4,580 | | APPLE INC | | | 1,046 | | | | 40 | | | | 2.3 | |
| | 47,197 | | HEWLETT PACKARD ENTERPRISE CO | | | 994 | | | | 5 | | | | 2.2 | |
| | 2,891 | | HCA HEALTHCARE INC | | | 991 | | | | (47 | ) | | | 2.2 | |
| | 8,068 | | PPG INDUSTRIES INC | | | 989 | | | | 18 | | | | 2.2 | |
| | 5,280 | | ORACLE CORP | | | 974 | | | | 1 | | | | 2.1 | |
| | 7,070 | | WELLTOWER INC | | | 962 | | | | 18 | | | | 2.1 | |
| | 10,105 | | PERFORMANCE FOOD GROUP CO | | | 841 | | | | 49 | | | | 1.8 | |
| | 4,263 | | PAYLOCITY HOLDING CORP | | | 832 | | | | 51 | | | | 1.8 | |
| | 3,270 | | EQUIFAX INC | | | 812 | | | | 43 | | | | 1.8 | |
| | 10,310 | | MASCO CORP | | | 809 | | | | 23 | | | | 1.8 | |
| | 24,474 | | PBF ENERGY INC | | | 752 | | | | 24 | | | | 1.6 | |
| | 11,510 | | US FOODS HOLDING CORP | | | 744 | | | | 57 | | | | 1.6 | |
| | 3,570 | | ALLSTATE CORP | | | 710 | | | | 33 | | | | 1.6 | |
| | 9,451 | | TAYLOR MORRISON HOME CORPORATION | | | 662 | | | | 35 | | | | 1.4 | |
| | 23,955 | | NORWEGIAN CRUISE LINE HOLDINGS LTD | | | 646 | | | | (2 | ) | | | 1.4 | |
SEI Institutional Investments Trust
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 4,012 | | TARGET CORP | | $ | 610 | | | $ | (76 | ) | | | 1.3 | % |
| | 12,989 | | OVINTIV INC | | | 569 | | | | 20 | | | | 1.2 | |
| | 2,789 | | TELEFLEX INC | | | 536 | | | | 2 | | | | 1.2 | |
| | 3,403 | | TE CONNECTIVITY PLC | | | 505 | | | | 11 | | | | 1.1 | |
| | 3,961 | | NETAPP INC | | | 498 | | | | (13 | ) | | | 1.1 | |
| | 5,364 | | PEGASYSTEMS INC | | | 464 | | | | 44 | | | | 1.0 | |
| | 3,559 | | NEUROCRINE BIOSCIENCES INC | | | 418 | | | | 32 | | | | 0.9 | |
| | 885 | | BERKSHIRE HATHAWAY INC | | | 416 | | | | 10 | | | | 0.9 | |
| | 2,746 | | NATERA INC | | | 401 | | | | 59 | | | | 0.9 | |
| | 5,324 | | LAM RESEARCH CORP | | | 373 | | | | 20 | | | | 0.8 | |
| | 4,339 | | DUPONT DE NEMOURS INC | | | 355 | | | | 9 | | | | 0.8 | |
| | 5,834 | | CVS HEALTH CORP | | | 310 | | | | 38 | | | | 0.7 | |
| | 6,991 | | FREEPORT-MCMORAN INC | | | 307 | | | | 1 | | | | 0.7 | |
| | 2,235 | | ILLUMINA INC | | | 298 | | | | 24 | | | | 0.7 | |
| | | | | | | | | | | | | | | | |
United States Custom Basket of Short Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (25,823 | ) | CF INDUSTRIES HOLDINGS INC | | $ | (2,248 | ) | | $ | (76 | ) | | | (4.9 | )% |
| | (64,756 | ) | ROBINHOOD MARKETS INC | | | (2,093 | ) | | | (350 | ) | | | (4.6 | ) |
| | (5,751 | ) | POOL CORP | | | (2,067 | ) | | | (105 | ) | | | (4.5 | ) |
| | (15,079 | ) | AMERICAN WATER WORKS CO INC | | | (2,024 | ) | | | (48 | ) | | | (4.4 | ) |
| | (10,323 | ) | FIRST SOLAR INC | | | (1,966 | ) | | | (88 | ) | | | (4.3 | ) |
| | (26,703 | ) | COSTAR GROUP INC | | | (1,903 | ) | | | (266 | ) | | | (4.2 | ) |
| | (846 | ) | FIRST CITIZENS BANCSHARES INC | | | (1,861 | ) | | | (79 | ) | | | (4.1 | ) |
| | (17,200 | ) | ALEXANDRIA REAL ESTATE EQUITIES INC | | | (1,859 | ) | | | (35 | ) | | | (4.1 | ) |
| | (11,159 | ) | CHART INDUSTRIES INC | | | (1,848 | ) | | | (305 | ) | | | (4.0 | ) |
| | (29,193 | ) | WESTERN DIGITAL CORP | | | (1,833 | ) | | | (294 | ) | | | (4.0 | ) |
| | (3,053 | ) | TYLER TECHNOLOGIES INC | | | (1,823 | ) | | | (95 | ) | | | (4.0 | ) |
| | (20,961 | ) | PRINCIPAL FINANCIAL GROUP INC | | | (1,814 | ) | | | (8 | ) | | | (4.0 | ) |
| | (19,436 | ) | WESTERN ALLIANCE BANCORP | | | (1,757 | ) | | | (67 | ) | | | (3.8 | ) |
| | (3,764 | ) | KINSALE CAPITAL GROUP INC | | | (1,751 | ) | | | (160 | ) | | | (3.8 | ) |
| | (21,714 | ) | AGREE REALTY CORP | | | (1,650 | ) | | | (21 | ) | | | (3.6 | ) |
| | (13,385 | ) | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | | | (1,646 | ) | | | (129 | ) | | | (3.6 | ) |
| | (5,289 | ) | MEDPACE HOLDINGS INC | | | (1,643 | ) | | | (156 | ) | | | (3.6 | ) |
| | (17,931 | ) | MUELLER INDUSTRIES INC | | | (1,590 | ) | | | 144 | | | | (3.5 | ) |
| | (38,024 | ) | ESSENTIAL UTILITIES INC | | | (1,468 | ) | | | (64 | ) | | | (3.2 | ) |
| | (7,754 | ) | CHARLES RIVER LABORATORIES INTERNATIONAL INC | | | (1,456 | ) | | | (96 | ) | | | (3.2 | ) |
| | (7,467 | ) | HAMILTON LANE INCORPORATED | | | (1,433 | ) | | | (2 | ) | | | (3.1 | ) |
| | (6,634 | ) | HEICO CORP | | | (1,389 | ) | | | (9 | ) | | | (3.0 | ) |
| | (36,335 | ) | WAYFAIR INC | | | (1,389 | ) | | | (289 | ) | | | (3.0 | ) |
| | (13,089 | ) | SOUTHSTATE CORPORATION | | | (1,388 | ) | | | (58 | ) | | | (3.0 | ) |
| | (4,398 | ) | RBC BEARINGS INC | | | (1,379 | ) | | | (93 | ) | | | (3.0 | ) |
| | (50,920 | ) | CELSIUS HOLDINGS INC | | | (1,307 | ) | | | (140 | ) | | | (2.9 | ) |
| | (3,193 | ) | ERIE INDEMNITY CO | | | (1,293 | ) | | | (111 | ) | | | (2.8 | ) |
| | (18,061 | ) | COMMERCE BANCSHARES INC | | | (1,293 | ) | | | (37 | ) | | | (2.8 | ) |
| | (7,661 | ) | SPX TECHNOLOGIES INC | | | (1,249 | ) | | | (100 | ) | | | (2.7 | ) |
| | (9,138 | ) | REPLIGEN CORP | | | (1,140 | ) | | | (248 | ) | | | (2.5 | ) |
| | (6,437 | ) | SPS COMMERCE INC | | | (1,137 | ) | | | (104 | ) | | | (2.5 | ) |
| | (6,433 | ) | RLI CORP | | | (1,125 | ) | | | (33 | ) | | | (2.5 | ) |
| | (36,296 | ) | BLACKSTONE SECURED LENDING FUND | | | (1,120 | ) | | | (61 | ) | | | (2.5 | ) |
| | (107,347 | ) | AMCOR PLC | | | (1,097 | ) | | | (57 | ) | | | (2.4 | ) |
| | (5,987 | ) | CRANE COMPANY | | | (1,051 | ) | | | (39 | ) | | | (2.3 | ) |
| | (20,302 | ) | DUTCH BROS INC | | | (946 | ) | | | (209 | ) | | | (2.1 | ) |
| | (5,368 | ) | NOVANTA INC | | | (903 | ) | | | 8 | | | | (2.0 | ) |
| | (7,311 | ) | PINNACLE FINANCIAL PARTNERS INC | | | (899 | ) | | | (29 | ) | | | (2.0 | ) |
| | (7,377 | ) | EXPEDITORS INTERNATIONAL OF WASHINGTON | | | (886 | ) | | | (9 | ) | | | (1.9 | ) |
| | (16,044 | ) | REVOLUTION MEDICINES INC | | | (885 | ) | | | (42 | ) | | | (1.9 | ) |
| | (4,837 | ) | GENERAC HOLDINGS INC | | | (879 | ) | | | (78 | ) | | | (1.9 | ) |
| | (3,426 | ) | FABRINET BEARER | | | (802 | ) | | | (0 | ) | | | (1.8 | ) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Disciplined Equity Fund (Concluded)
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (2,773 | ) | MADRIGAL PHARMACEUTICALS INC | | $ | (800 | ) | | $ | (109 | ) | | | (1.8 | )% |
| | (9,070 | ) | VAXCYTE INC | | | (797 | ) | | | (58 | ) | | | (1.7 | ) |
| | (23,132 | ) | LEONARDO DRS INC | | | (780 | ) | | | (23 | ) | | | (1.7 | ) |
| | (4,799 | ) | PENSKE AUTOMOTIVE GROUP INC | | | (769 | ) | | | (35 | ) | | | (1.7 | ) |
| | (2,105 | ) | RH | | | (753 | ) | | | (57 | ) | | | (1.6 | ) |
| | (14,785 | ) | CYTOKINETICS INC | | | (743 | ) | | | (23 | ) | | | (1.6 | ) |
| | (8,356 | ) | FIVE BELOW INC | | | (727 | ) | | | (47 | ) | | | (1.6 | ) |
| | (62,179 | ) | ROIVANT SCIENCES LIMITED | | | (696 | ) | | | (93 | ) | | | (1.5 | ) |
| | (117,490 | ) | UWM HOLDINGS CORPORATION | | | (685 | ) | | | (79 | ) | | | (1.5 | ) |
| | (1,612 | ) | CSW INDUSTRIALS INC | | | (651 | ) | | | (29 | ) | | | (1.4 | ) |
| | (14,758 | ) | FIRST FINANCIAL BANKSHARES INC | | | (610 | ) | | | (4 | ) | | | (1.3 | ) |
| | (30,753 | ) | SUPER MICRO COMPUTER INC | | | (571 | ) | | | (742 | ) | | | (1.3 | ) |
| | (38,108 | ) | ROCKET COMPANIES INC | | | (531 | ) | | | (22 | ) | | | (1.2 | ) |
| | (5,404 | ) | ENTEGRIS INC | | | (528 | ) | | | (42 | ) | | | (1.2 | ) |
| | (19,608 | ) | SIRIUSXM HOLDINGS INC | | | (506 | ) | | | (27 | ) | | | (1.1 | ) |
| | (27,919 | ) | HUNTINGTON BANCSHARES INC | | | (493 | ) | | | (9 | ) | | | (1.1 | ) |
| | (2,001 | ) | APPFOLIO INC | | | (473 | ) | | | (34 | ) | | | (1.0 | ) |
| Percentages are based on Net Assets of $1,390,116 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
† | Investment in Affiliated Security (see Note 6). |
‡ | Real Estate Investment Trust. |
(A) | Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 1,300,967 | | | | – | | | | – | | | | 1,300,967 | |
U.S. Treasury Obligation | | | – | | | | 29,014 | | | | – | | | | 29,014 | |
Cash Equivalent | | | 62,211 | | | | – | | | | – | | | | 62,211 | |
Total Investments in Securities | | | 1,363,178 | | | | 29,014 | | | | – | | | | 1,392,192 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 480 | | | | – | | | | – | | | | 480 | |
| OTC Swap | | | | | | | | | | | | | | | | |
| Total Return Swap* | | | | | | | | | | | | | | | | |
| Unrealized Depreciation | | | – | | | | (5,096 | ) | | | – | | | | (5,096 | ) |
Total Other Financial Instruments | | | 480 | | | | (5,096 | ) | | | – | | | | (4,616 | ) |
* | Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 2 | | | $ | — | | | $ | (2 | ) | | $ | (2 | ) | | $ | 2 | | | $ | — | | | $ | — | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 29,003 | | | | 229,044 | | | | (195,836 | ) | | | — | | | | — | | | | 62,211 | | | | 965 | | | | — | |
Totals | | $ | 29,005 | | | $ | 229,044 | | | $ | (195,838 | ) | | $ | (2 | ) | | $ | 2 | | | $ | 62,211 | | | $ | 965 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† — 97.8% |
| | | | | | | | |
Communication Services — 8.5% | | | | |
Alphabet Inc, Cl A | | | 195,660 | | | $ | 33,057 | |
Alphabet Inc, Cl C | | | 163,880 | | | | 27,940 | |
AT&T Inc | | | 237,585 | | | | 5,502 | |
Charter Communications Inc, Cl A * | | | 3,197 | | | | 1,269 | |
Comcast Corp, Cl A | | | 127,150 | | | | 5,492 | |
Electronic Arts Inc | | | 9,065 | | | | 1,484 | |
Fox Corp | | | 12,027 | | | | 556 | |
Frontier Communications Parent Inc * | | | 8,300 | | | | 289 | |
GCI Liberty - Escrow * | | | 4,949 | | | | — | |
IAC Inc * | | | 2,232 | | | | 106 | |
Interpublic Group of Cos Inc/The | | | 12,845 | | | | 396 | |
Iridium Communications Inc | | | 2,700 | | | | 80 | |
Liberty Broadband Corp, Cl A * | | | 80 | | | | 7 | |
Liberty Broadband Corp, Cl C * | | | 3,678 | | | | 313 | |
Liberty Global Ltd, Cl A * | | | 6,100 | | | | 86 | |
Liberty Global PLC * | | | 6,300 | | | | 92 | |
Liberty Media Corp-Liberty Formula One, Cl A * | | | 1,200 | | | | 97 | |
Liberty Media Corp-Liberty Formula One, Cl C * | | | 7,300 | | | | 645 | |
Liberty Media Corp-Liberty Live, Cl A * | | | 731 | | | | 52 | |
Liberty Media Corp-Liberty Live, Cl C * | | | 1,892 | | | | 138 | |
Live Nation Entertainment Inc * | | | 5,100 | | | | 705 | |
Madison Square Garden Sports Corp, Cl A * | | | 486 | | | | 112 | |
Match Group Inc * | | | 8,996 | | | | 295 | |
Meta Platforms Inc, Cl A | | | 72,900 | | | | 41,868 | |
Netflix Inc * | | | 14,300 | | | | 12,681 | |
New York Times Co/The, Cl A | | | 5,400 | | | | 293 | |
News Corp | | | 3,200 | | | | 103 | |
News Corp, Cl A | | | 12,946 | | | | 380 | |
Nexstar Media Group Inc, Cl A | | | 1,000 | | | | 171 | |
Omnicom Group Inc | | | 6,644 | | | | 696 | |
Paramount Global, Cl A | | | 715 | | | | 16 | |
Paramount Global, Cl B | | | 22,586 | | | | 245 | |
Pinterest Inc, Cl A * | | | 21,000 | | | | 637 | |
Playtika Holding Corp | | | 1,405 | | | | 12 | |
ROBLOX Corp, Cl A * | | | 17,400 | | | | 872 | |
Roku Inc, Cl A * | | | 4,300 | | | | 297 | |
Sirius XM Holdings Inc | | | 5,992 | | | | 161 | |
Spotify Technology SA * | | | 4,800 | | | | 2,289 | |
Take-Two Interactive Software Inc * | | | 5,935 | | | | 1,118 | |
TKO Group Holdings Inc, Cl A * | | | 2,500 | | | | 345 | |
T-Mobile US Inc | | | 15,992 | | | | 3,949 | |
Trade Desk Inc/The, Cl A * | | | 15,000 | | | | 1,928 | |
TripAdvisor Inc * | | | 5,167 | | | | 74 | |
Trump Media & Technology Group Corp * | | | 2,100 | | | | 66 | |
Verizon Communications Inc | | | 139,976 | | | | 6,207 | |
Walt Disney Co/The | | | 61,050 | | | | 7,172 | |
Warner Bros Discovery Inc * | | | 84,836 | | | | 889 | |
ZoomInfo Technologies Inc, Cl A * | | | 12,100 | | | | 132 | |
| | | | | | | | |
| | | | | | | 161,314 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Consumer Discretionary — 10.7% | | | | |
ADT Inc | | | 5,483 | | | $ | 42 | |
Advance Auto Parts Inc | | | 2,208 | | | | 91 | |
Airbnb Inc, Cl A * | | | 14,300 | | | | 1,946 | |
Amazon.com Inc * | | | 309,340 | | | | 64,309 | |
Aptiv PLC * | | | 9,000 | | | | 500 | |
Aramark | | | 8,900 | | | | 362 | |
AutoNation Inc * | | | 832 | | | | 149 | |
AutoZone Inc * | | | 579 | | | | 1,835 | |
Bath & Body Works Inc | | | 7,557 | | | | 274 | |
Best Buy Co Inc | | | 7,147 | | | | 643 | |
Birkenstock Holding PLC * | | | 1,000 | | | | 52 | |
Booking Holdings Inc | | | 1,178 | | | | 6,128 | |
BorgWarner Inc | | | 7,764 | | | | 266 | |
Boyd Gaming Corp | | | 2,400 | | | | 177 | |
Bright Horizons Family Solutions Inc * | | | 1,900 | | | | 220 | |
Brunswick Corp/DE | | | 2,300 | | | | 185 | |
Burlington Stores Inc * | | | 1,900 | | | | 536 | |
Caesars Entertainment Inc * | | | 7,200 | | | | 277 | |
Capri Holdings Ltd * | | | 3,900 | | | | 91 | |
CarMax Inc * | | | 4,760 | | | | 400 | |
Carnival Corp, Cl A * | | | 34,000 | | | | 865 | |
Carter's Inc | | | 1,400 | | | | 76 | |
Carvana Co, Cl A * | | | 3,600 | | | | 937 | |
Cava Group Inc * | | | 2,600 | | | | 366 | |
Chipotle Mexican Grill Inc, Cl A * | | | 44,850 | | | | 2,759 | |
Choice Hotels International Inc | | | 884 | | | | 134 | |
Churchill Downs Inc | | | 2,500 | | | | 355 | |
Columbia Sportswear Co | | | 900 | | | | 78 | |
Coupang Inc, Cl A * | | | 39,300 | | | | 997 | |
Crocs Inc * | | | 2,100 | | | | 222 | |
Darden Restaurants Inc | | | 4,068 | | | | 717 | |
Deckers Outdoor Corp * | | | 4,800 | | | | 941 | |
Dick's Sporting Goods Inc | | | 1,858 | | | | 385 | |
Dillard's Inc, Cl A | | | 100 | | | | 44 | |
Domino's Pizza Inc | | | 1,200 | | | | 571 | |
DoorDash Inc, Cl A * | | | 11,700 | | | | 2,112 | |
DR Horton Inc | | | 9,668 | | | | 1,632 | |
DraftKings Inc, Cl A * | | | 15,800 | | | | 690 | |
Duolingo Inc, Cl A * | | | 1,300 | | | | 453 | |
Dutch Bros Inc, Cl A * | | | 3,400 | | | | 183 | |
eBay Inc | | | 16,911 | | | | 1,070 | |
Etsy Inc * | | | 4,300 | | | | 236 | |
Expedia Group Inc * | | | 4,322 | | | | 798 | |
Five Below Inc * | | | 2,200 | | | | 204 | |
Floor & Decor Holdings Inc, Cl A * | | | 3,600 | | | | 404 | |
Ford Motor Co | | | 133,984 | | | | 1,491 | |
GameStop Corp, Cl A * | | | 12,900 | | | | 375 | |
Gap Inc/The | | | 7,721 | | | | 187 | |
Garmin Ltd | | | 4,900 | | | | 1,042 | |
General Motors Co | | | 36,400 | | | | 2,023 | |
Gentex Corp | | | 7,764 | | | | 237 | |
Genuine Parts Co | | | 4,711 | | | | 597 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Grand Canyon Education Inc * | | | 1,200 | | | $ | 197 | |
H&R Block Inc | | | 4,725 | | | | 280 | |
Harley-Davidson Inc | | | 4,103 | | | | 138 | |
Hasbro Inc | | | 4,967 | | | | 324 | |
Hilton Worldwide Holdings Inc | | | 8,033 | | | | 2,036 | |
Home Depot Inc/The | | | 33,079 | | | | 14,195 | |
Hyatt Hotels Corp, Cl A | | | 1,700 | | | | 268 | |
Kohl's Corp | | | 5,319 | | | | 80 | |
Las Vegas Sands Corp | | | 12,193 | | | | 647 | |
Lear Corp | | | 1,700 | | | | 166 | |
Leggett & Platt Inc | | | 3,312 | | | | 42 | |
Lennar Corp, Cl A | | | 7,690 | | | | 1,341 | |
Lennar Corp, Cl B | | | 513 | | | | 85 | |
Light & Wonder Inc, Cl A * | | | 3,300 | | | | 314 | |
Lithia Motors Inc, Cl A | | | 900 | | | | 348 | |
LKQ Corp | | | 8,400 | | | | 330 | |
Lowe's Cos Inc | | | 19,010 | | | | 5,179 | |
Lucid Group Inc * | | | 23,800 | | | | 52 | |
Lululemon Athletica Inc * | | | 4,100 | | | | 1,315 | |
Macy's Inc | | | 9,300 | | | | 151 | |
Marriott International Inc/MD, Cl A | | | 7,594 | | | | 2,195 | |
Marriott Vacations Worldwide Corp | | | 1,100 | | | | 109 | |
Mattel Inc * | | | 11,542 | | | | 220 | |
McDonald's Corp | | | 23,980 | | | | 7,098 | |
MGM Resorts International * | | | 6,539 | | | | 251 | |
Mohawk Industries Inc * | | | 1,766 | | | | 245 | |
Murphy USA Inc | | | 600 | | | | 329 | |
Newell Brands Inc | | | 14,293 | | | | 137 | |
NIKE Inc, Cl B | | | 39,668 | | | | 3,125 | |
Nordstrom Inc | | | 3,212 | | | | 73 | |
Norwegian Cruise Line Holdings Ltd * | | | 11,900 | | | | 320 | |
NVR Inc * | | | 94 | | | | 868 | |
Ollie's Bargain Outlet Holdings Inc * | | | 2,400 | | | | 237 | |
O'Reilly Automotive Inc * | | | 1,940 | | | | 2,412 | |
Penn Entertainment Inc * | | | 3,300 | | | | 71 | |
Penske Automotive Group Inc | | | 800 | | | | 133 | |
Planet Fitness Inc, Cl A * | | | 2,700 | | | | 269 | |
Polaris Inc | | | 1,900 | | | | 131 | |
Pool Corp | | | 1,200 | | | | 452 | |
PulteGroup Inc | | | 7,145 | | | | 966 | |
PVH Corp | | | 2,200 | | | | 238 | |
QuantumScape Corp, Cl A * | | | 13,000 | | | | 68 | |
Ralph Lauren Corp, Cl A | | | 1,280 | | | | 296 | |
RH * | | | 500 | | | | 193 | |
Rivian Automotive Inc, Cl A * | | | 26,200 | | | | 320 | |
Ross Stores Inc | | | 11,176 | | | | 1,731 | |
Royal Caribbean Cruises Ltd | | | 7,700 | | | | 1,879 | |
Service Corp International/US | | | 5,194 | | | | 460 | |
SharkNinja Inc * | | | 2,400 | | | | 241 | |
Skechers USA Inc, Cl A * | | | 3,800 | | | | 242 | |
Starbucks Corp | | | 37,412 | | | | 3,833 | |
Tapestry Inc | | | 7,767 | | | | 484 | |
Tempur Sealy International Inc | | | 5,700 | | | | 319 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Tesla Inc * | | | 92,455 | | | $ | 31,912 | |
Texas Roadhouse Inc, Cl A | | | 2,300 | | | | 472 | |
Thor Industries Inc | | | 1,700 | | | | 190 | |
TJX Cos Inc/The | | | 37,416 | | | | 4,703 | |
Toll Brothers Inc | | | 3,551 | | | | 587 | |
TopBuild Corp * | | | 1,100 | | | | 430 | |
Tractor Supply Co | | | 3,700 | | | | 1,050 | |
Travel + Leisure Co | | | 2,768 | | | | 155 | |
Ulta Beauty Inc * | | | 1,652 | | | | 639 | |
Under Armour Inc, Cl A * | | | 9,700 | | | | 94 | |
Under Armour Inc, Cl C * | | | 6,221 | | | | 55 | |
Vail Resorts Inc | | | 1,400 | | | | 251 | |
Valvoline Inc * | | | 5,304 | | | | 211 | |
VF Corp | | | 11,068 | | | | 224 | |
Wayfair Inc, Cl A * | | | 2,700 | | | | 125 | |
Wendy's Co/The | | | 6,043 | | | | 111 | |
Whirlpool Corp | | | 2,016 | | | | 225 | |
Williams-Sonoma Inc | | | 4,024 | | | | 692 | |
Wingstop Inc | | | 1,000 | | | | 329 | |
Wyndham Hotels & Resorts Inc | | | 2,668 | | | | 262 | |
Wynn Resorts Ltd | | | 3,696 | | | | 349 | |
YETI Holdings Inc * | | | 3,300 | | | | 133 | |
Yum! Brands Inc | | | 9,648 | | | | 1,340 | |
| | | | | | | | |
| | | | | | | 203,636 | |
Consumer Staples — 5.4% | | | | |
Albertsons Cos Inc, Cl A | | | 16,000 | | | | 318 | |
Altria Group Inc | | | 56,540 | | | | 3,265 | |
Archer-Daniels-Midland Co | | | 16,579 | | | | 905 | |
BellRing Brands Inc * | | | 4,800 | | | | 377 | |
BJ's Wholesale Club Holdings Inc * | | | 4,700 | | | | 453 | |
Boston Beer Co Inc/The, Cl A * | | | 400 | | | | 126 | |
Brown-Forman Corp, Cl A | | | 2,200 | | | | 91 | |
Brown-Forman Corp, Cl B | | | 5,217 | | | | 220 | |
Bunge Global SA | | | 4,600 | | | | 413 | |
Campbell Soup Co | | | 6,478 | | | | 299 | |
Casey's General Stores Inc | | | 1,300 | | | | 547 | |
Celsius Holdings Inc * | | | 5,700 | | | | 162 | |
Church & Dwight Co Inc | | | 8,314 | | | | 916 | |
Clorox Co/The | | | 4,203 | | | | 703 | |
Coca-Cola Co/The | | | 129,340 | | | | 8,288 | |
Coca-Cola Consolidated Inc | | | 200 | | | | 261 | |
Colgate-Palmolive Co | | | 26,650 | | | | 2,575 | |
Conagra Brands Inc | | | 15,276 | | | | 421 | |
Constellation Brands Inc, Cl A | | | 5,431 | | | | 1,309 | |
Costco Wholesale Corp | | | 14,781 | | | | 14,365 | |
Coty Inc, Cl A * | | | 14,322 | | | | 106 | |
Darling Ingredients Inc * | | | 6,100 | | | | 247 | |
Dollar General Corp | | | 7,700 | | | | 595 | |
Dollar Tree Inc * | | | 6,234 | | | | 444 | |
elf Beauty Inc * | | | 1,900 | | | | 246 | |
Estee Lauder Cos Inc/The, Cl A | | | 7,908 | | | | 570 | |
Flowers Foods Inc | | | 5,525 | | | | 125 | |
Freshpet Inc * | | | 1,700 | | | | 260 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
General Mills Inc | | | 19,092 | | | $ | 1,265 | |
Grocery Outlet Holding Corp * | | | 4,500 | | | | 94 | |
Hershey Co/The | | | 4,998 | | | | 880 | |
Hormel Foods Corp | | | 10,456 | | | | 339 | |
Ingredion Inc | | | 2,200 | | | | 324 | |
J M Smucker Co/The | | | 3,111 | | | | 366 | |
Kellanova | | | 8,903 | | | | 724 | |
Kenvue Inc | | | 65,412 | | | | 1,575 | |
Keurig Dr Pepper Inc | | | 36,700 | | | | 1,198 | |
Kimberly-Clark Corp | | | 11,418 | | | | 1,591 | |
Kraft Heinz Co/The | | | 30,702 | | | | 982 | |
Kroger Co/The | | | 22,646 | | | | 1,383 | |
Lamb Weston Holdings Inc | | | 4,762 | | | | 368 | |
Maplebear Inc * | | | 6,300 | | | | 275 | |
McCormick & Co Inc/MD | | | 8,586 | | | | 673 | |
Molson Coors Beverage Co, Cl B | | | 6,262 | | | | 389 | |
Mondelez International Inc, Cl A | | | 44,106 | | | | 2,865 | |
Monster Beverage Corp * | | | 23,374 | | | | 1,289 | |
PepsiCo Inc | | | 45,752 | | | | 7,478 | |
Performance Food Group Co * | | | 5,200 | | | | 459 | |
Philip Morris International Inc | | | 51,668 | | | | 6,875 | |
Pilgrim's Pride Corp * | | | 1,400 | | | | 72 | |
Post Holdings Inc * | | | 1,800 | | | | 217 | |
Procter & Gamble Co/The | | | 78,754 | | | | 14,117 | |
Reynolds Consumer Products Inc | | | 2,000 | | | | 55 | |
Seaboard Corp | | | 16 | | | | 42 | |
Spectrum Brands Holdings Inc | | | 1,218 | | | | 112 | |
Sysco Corp | | | 17,048 | | | | 1,315 | |
Target Corp | | | 15,175 | | | | 2,008 | |
Tyson Foods Inc, Cl A | | | 9,165 | | | | 591 | |
US Foods Holding Corp * | | | 7,300 | | | | 509 | |
Walgreens Boots Alliance Inc | | | 27,225 | | | | 246 | |
Walmart Inc | | | 144,837 | | | | 13,397 | |
| | | | | | | | |
| | | | | | | 102,680 | |
Energy — 3.4% | | | | |
Antero Midstream Corp | | | 13,500 | | | | 216 | |
Antero Resources Corp * | | | 8,500 | | | | 278 | |
APA Corp | | | 11,159 | | | | 253 | |
Baker Hughes Co, Cl A | | | 34,140 | | | | 1,500 | |
Cheniere Energy Inc | | | 7,500 | | | | 1,680 | |
Chesapeake Energy Corp | | | 7,707 | | | | 763 | |
Chevron Corp | | | 57,367 | | | | 9,289 | |
Chord Energy Corp | | | 2,300 | | | | 293 | |
Civitas Resources Inc | | | 3,700 | | | | 192 | |
ConocoPhillips | | | 43,421 | | | | 4,704 | |
Coterra Energy Inc, Cl A | | | 25,281 | | | | 675 | |
Devon Energy Corp | | | 21,127 | | | | 802 | |
Diamondback Energy Inc | | | 6,017 | | | | 1,068 | |
DT Midstream Inc | | | 3,282 | | | | 348 | |
EOG Resources Inc | | | 18,790 | | | | 2,504 | |
EQT Corp | | | 20,219 | | | | 919 | |
Exxon Mobil Corp | | | 149,193 | | | | 17,599 | |
Halliburton Co | | | 29,636 | | | | 944 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Hess Corp | | | 9,512 | | | $ | 1,400 | |
HF Sinclair Corp | | | 5,726 | | | | 234 | |
Kinder Morgan Inc | | | 65,622 | | | | 1,855 | |
Marathon Petroleum Corp | | | 11,519 | | | | 1,799 | |
Matador Resources Co | | | 4,300 | | | | 258 | |
New Fortress Energy Inc, Cl A | | | 1,500 | | | | 16 | |
NOV Inc | | | 14,580 | | | | 234 | |
Occidental Petroleum Corp | | | 22,919 | | | | 1,159 | |
ONEOK Inc | | | 19,058 | | | | 2,165 | |
Ovintiv Inc | | | 8,000 | | | | 363 | |
Permian Resources Corp, Cl A | | | 23,100 | | | | 362 | |
Phillips 66 | | | 13,588 | | | | 1,820 | |
Range Resources Corp | | | 6,900 | | | | 247 | |
Schlumberger NV | | | 46,555 | | | | 2,046 | |
Targa Resources Corp | | | 7,000 | | | | 1,430 | |
TechnipFMC PLC | | | 15,400 | | | | 483 | |
Texas Pacific Land Corp | | | 568 | | | | 909 | |
Valero Energy Corp | | | 10,236 | | | | 1,424 | |
Viper Energy Inc, Cl A | | | 3,400 | | | | 184 | |
Weatherford International PLC | | | 2,600 | | | | 214 | |
Williams Cos Inc/The | | | 39,896 | | | | 2,335 | |
| | | | | | | | |
| | | | | | | 64,964 | |
Financials — 14.2% | | | | |
Affiliated Managers Group Inc | | | 1,120 | | | | 210 | |
Affirm Holdings Inc, Cl A * | | | 6,500 | | | | 455 | |
Aflac Inc | | | 18,512 | | | | 2,110 | |
AGNC Investment Corp ‡ | | | 26,859 | | | | 259 | |
Allstate Corp/The | | | 8,925 | | | | 1,851 | |
Ally Financial Inc | | | 9,300 | | | | 372 | |
American Express Co | | | 18,572 | | | | 5,659 | |
American Financial Group Inc/OH | | | 2,214 | | | | 325 | |
American International Group Inc | | | 21,423 | | | | 1,647 | |
Ameriprise Financial Inc | | | 3,380 | | | | 1,940 | |
Annaly Capital Management Inc ‡ | | | 15,802 | | | | 315 | |
Aon PLC, Cl A | | | 6,421 | | | | 2,514 | |
Apollo Global Management Inc | | | 17,119 | | | | 2,996 | |
Arch Capital Group Ltd | | | 12,300 | | | | 1,239 | |
Ares Management Corp, Cl A | | | 6,300 | | | | 1,113 | |
Arthur J Gallagher & Co | | | 7,087 | | | | 2,213 | |
Assurant Inc | | | 1,793 | | | | 407 | |
Assured Guaranty Ltd | | | 1,700 | | | | 159 | |
Axis Capital Holdings Ltd | | | 2,500 | | | | 233 | |
Bank of America Corp | | | 226,263 | | | | 10,750 | |
Bank of New York Mellon Corp/The | | | 24,109 | | | | 1,974 | |
Bank OZK | | | 3,900 | | | | 195 | |
Berkshire Hathaway Inc, Cl B * | | | 60,900 | | | | 29,416 | |
BlackRock Funding | | | 4,885 | | | | 4,996 | |
Blackstone Inc | | | 23,700 | | | | 4,529 | |
Block Inc, Cl A * | | | 18,100 | | | | 1,603 | |
Blue Owl Capital Inc, Cl A | | | 18,000 | | | | 427 | |
BOK Financial Corp | | | 1,075 | | | | 128 | |
Brighthouse Financial Inc * | | | 2,528 | | | | 132 | |
Brown & Brown Inc | | | 8,148 | | | | 922 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Capital One Financial Corp | | | 12,425 | | | $ | 2,386 | |
Carlyle Group Inc/The | | | 6,300 | | | | 335 | |
Cboe Global Markets Inc | | | 3,600 | | | | 777 | |
Charles Schwab Corp/The | | | 49,240 | | | | 4,075 | |
Chubb Ltd | | | 13,391 | | | | 3,866 | |
Cincinnati Financial Corp | | | 5,186 | | | | 829 | |
Citigroup Inc | | | 64,404 | | | | 4,564 | |
Citizens Financial Group Inc | | | 15,000 | | | | 722 | |
CME Group Inc, Cl A | | | 11,970 | | | | 2,849 | |
CNA Financial Corp | | | 700 | | | | 35 | |
Coinbase Global Inc, Cl A * | | | 6,700 | | | | 1,985 | |
Columbia Banking System Inc | | | 6,732 | | | | 209 | |
Comerica Inc | | | 3,953 | | | | 286 | |
Commerce Bancshares Inc/MO | | | 4,461 | | | | 329 | |
Corebridge Financial Inc | | | 9,000 | | | | 291 | |
Corpay Inc * | | | 2,200 | | | | 839 | |
Credit Acceptance Corp * | | | 200 | | | | 100 | |
Cullen/Frost Bankers Inc | | | 1,668 | | | | 235 | |
Discover Financial Services | | | 8,089 | | | | 1,476 | |
East West Bancorp Inc | | | 4,700 | | | | 515 | |
Equitable Holdings Inc | | | 11,100 | | | | 535 | |
Euronet Worldwide Inc * | | | 1,400 | | | | 147 | |
Evercore Inc, Cl A | | | 1,200 | | | | 369 | |
Everest Group Ltd | | | 1,500 | | | | 581 | |
FactSet Research Systems Inc | | | 1,325 | | | | 650 | |
Fidelity National Financial Inc | | | 8,352 | | | | 529 | |
Fidelity National Information Services Inc | | | 19,048 | | | | 1,625 | |
Fifth Third Bancorp | | | 22,782 | | | | 1,095 | |
First American Financial Corp | | | 3,800 | | | | 267 | |
First Citizens BancShares Inc/NC, Cl A | | | 400 | | | | 918 | |
First Hawaiian Inc | | | 4,800 | | | | 133 | |
First Horizon Corp | | | 19,156 | | | | 405 | |
Fiserv Inc * | | | 19,174 | | | | 4,237 | |
FNB Corp/PA | | | 11,200 | | | | 192 | |
Franklin Resources Inc | | | 8,749 | | | | 199 | |
Global Payments Inc | | | 8,152 | | | | 970 | |
Globe Life Inc | | | 3,087 | | | | 343 | |
Goldman Sachs Group Inc/The | | | 10,475 | | | | 6,375 | |
Hanover Insurance Group Inc/The | | | 1,093 | | | | 180 | |
Hartford Financial Services Group Inc/The | | | 9,510 | | | | 1,173 | |
Houlihan Lokey Inc, Cl A | | | 1,700 | | | | 321 | |
Huntington Bancshares Inc/OH | | | 49,582 | | | | 893 | |
Interactive Brokers Group Inc, Cl A | | | 3,600 | | | | 688 | |
Intercontinental Exchange Inc | | | 18,700 | | | | 3,010 | |
Invesco Ltd | | | 12,000 | | | | 217 | |
Jack Henry & Associates Inc | | | 2,400 | | | | 423 | |
Janus Henderson Group PLC | | | 3,000 | | | | 136 | |
Jefferies Financial Group Inc | | | 5,706 | | | | 452 | |
JPMorgan Chase & Co | | | 95,370 | | | | 23,816 | |
Kemper Corp | | | 2,400 | | | | 172 | |
KeyCorp | | | 29,851 | | | | 582 | |
Kinsale Capital Group Inc | | | 700 | | | | 356 | |
KKR & Co Inc | | | 22,200 | | | | 3,616 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Lazard Inc, Cl A | | | 3,800 | | | $ | 221 | |
Lincoln National Corp | | | 6,388 | | | | 227 | |
Loews Corp | | | 6,136 | | | | 532 | |
LPL Financial Holdings Inc | | | 2,600 | | | | 845 | |
M&T Bank Corp | | | 5,657 | | | | 1,244 | |
Markel Group Inc * | | | 437 | | | | 779 | |
MarketAxess Holdings Inc | | | 1,300 | | | | 336 | |
Marsh & McLennan Cos Inc | | | 16,265 | | | | 3,793 | |
Mastercard Inc, Cl A | | | 27,600 | | | | 14,709 | |
MetLife Inc | | | 19,209 | | | | 1,695 | |
MGIC Investment Corp | | | 6,600 | | | | 173 | |
Moody's Corp | | | 5,227 | | | | 2,613 | |
Morgan Stanley | | | 38,414 | | | | 5,056 | |
Morningstar Inc | | | 1,000 | | | | 354 | |
MSCI Inc, Cl A | | | 2,600 | | | | 1,585 | |
Nasdaq Inc | | | 14,130 | | | | 1,173 | |
Northern Trust Corp | | | 6,905 | | | | 768 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 108,000 | | | | 1,353 | |
Old Republic International Corp | | | 9,290 | | | | 362 | |
OneMain Holdings Inc, Cl A | | | 3,100 | | | | 178 | |
PayPal Holdings Inc * | | | 34,111 | | | | 2,960 | |
Pinnacle Financial Partners Inc | | | 2,600 | | | | 330 | |
PNC Financial Services Group Inc/The | | | 13,022 | | | | 2,796 | |
Popular Inc | | | 2,453 | | | | 244 | |
Primerica Inc | | | 1,200 | | | | 363 | |
Principal Financial Group Inc | | | 7,908 | | | | 689 | |
Progressive Corp/The | | | 19,380 | | | | 5,211 | |
Prosperity Bancshares Inc | | | 3,300 | | | | 276 | |
Prudential Financial Inc | | | 12,163 | | | | 1,574 | |
Raymond James Financial Inc | | | 6,531 | | | | 1,106 | |
Regions Financial Corp | | | 30,187 | | | | 823 | |
Reinsurance Group of America Inc, Cl A | | | 2,199 | | | | 502 | |
RenaissanceRe Holdings Ltd | | | 1,700 | | | | 486 | |
Rithm Capital Corp ‡ | | | 15,500 | | | | 174 | |
RLI Corp | | | 1,400 | | | | 246 | |
Robinhood Markets Inc, Cl A * | | | 22,600 | | | | 848 | |
Rocket Cos Inc, Cl A * | | | 4,300 | | | | 62 | |
Ryan Specialty Holdings Inc, Cl A | | | 3,800 | | | | 287 | |
S&P Global Inc | | | 10,376 | | | | 5,422 | |
SEI Investments Co † | | | 3,442 | | | | 284 | |
Shift4 Payments Inc, Cl A * | | | 2,400 | | | | 274 | |
SLM Corp | | | 5,831 | | | | 160 | |
SoFi Technologies Inc * | | | 32,100 | | | | 527 | |
Starwood Property Trust Inc ‡ | | | 10,000 | | | | 204 | |
State Street Corp | | | 9,979 | | | | 983 | |
Stifel Financial Corp | | | 3,000 | | | | 347 | |
Synchrony Financial | | | 13,618 | | | | 919 | |
Synovus Financial Corp | | | 3,696 | | | | 211 | |
T Rowe Price Group Inc | | | 7,530 | | | | 933 | |
TFS Financial Corp | | | 2,500 | | | | 35 | |
Toast Inc, Cl A * | | | 15,000 | | | | 653 | |
TPG Inc, Cl A | | | 2,700 | | | | 189 | |
Tradeweb Markets Inc, Cl A | | | 3,900 | | | | 528 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Travelers Cos Inc/The | | | 7,475 | | | $ | 1,989 | |
Truist Financial Corp | | | 43,663 | | | | 2,082 | |
Unum Group | | | 6,205 | | | | 477 | |
US Bancorp | | | 51,097 | | | | 2,723 | |
UWM Holdings Corp | | | 2,300 | | | | 15 | |
Virtu Financial Inc, Cl A | | | 2,700 | | | | 101 | |
Visa Inc, Cl A | | | 52,600 | | | | 16,573 | |
Voya Financial Inc | | | 3,300 | | | | 274 | |
W R Berkley Corp | | | 9,071 | | | | 586 | |
Webster Financial Corp | | | 5,746 | | | | 355 | |
Wells Fargo & Co | | | 116,666 | | | | 8,886 | |
Western Alliance Bancorp | | | 3,600 | | | | 337 | |
Western Union Co/The | | | 11,528 | | | | 127 | |
WEX Inc * | | | 1,500 | | | | 283 | |
White Mountains Insurance Group Ltd | | | 79 | | | | 159 | |
Willis Towers Watson PLC | | | 3,262 | | | | 1,050 | |
Wintrust Financial Corp | | | 2,400 | | | | 331 | |
XP Inc, Cl A | | | 12,400 | | | | 168 | |
Zions Bancorp NA | | | 4,202 | | | | 254 | |
| | | | | | | | |
| | | | | | | 268,809 | |
Health Care — 10.2% | | | | |
10X Genomics Inc, Cl A * | | | 4,400 | | | | 70 | |
Abbott Laboratories | | | 57,537 | | | | 6,834 | |
AbbVie Inc | | | 59,101 | | | | 10,811 | |
Acadia Healthcare Co Inc * | | | 3,500 | | | | 142 | |
Agilent Technologies Inc | | | 9,964 | | | | 1,375 | |
Align Technology Inc * | | | 2,600 | | | | 605 | |
Alnylam Pharmaceuticals Inc * | | | 4,000 | | | | 1,012 | |
Amedisys Inc * | | | 1,200 | | | | 110 | |
Amgen Inc | | | 17,758 | | | | 5,023 | |
Apellis Pharmaceuticals Inc * | | | 4,200 | | | | 142 | |
Avantor Inc * | | | 21,900 | | | | 461 | |
Azenta Inc * | | | 1,800 | | | | 83 | |
Baxter International Inc | | | 17,415 | | | | 587 | |
Becton Dickinson & Co | | | 9,470 | | | | 2,101 | |
Biogen Inc * | | | 5,100 | | | | 819 | |
BioMarin Pharmaceutical Inc * | | | 6,400 | | | | 423 | |
Bio-Rad Laboratories Inc, Cl A * | | | 700 | | | | 238 | |
Bio-Techne Corp | | | 5,264 | | | | 397 | |
Boston Scientific Corp * | | | 49,339 | | | | 4,473 | |
Bristol-Myers Squibb Co | | | 66,919 | | | | 3,963 | |
Bruker Corp | | | 3,500 | | | | 203 | |
Cardinal Health Inc | | | 8,329 | | | | 1,018 | |
Catalent Inc * | | | 6,300 | | | | 385 | |
Cencora Inc | | | 5,424 | | | | 1,364 | |
Centene Corp * | | | 18,058 | | | | 1,083 | |
Certara Inc * | | | 5,700 | | | | 64 | |
Charles River Laboratories International Inc * | | | 1,743 | | | | 347 | |
Chemed Corp | | | 500 | | | | 286 | |
Cigna Group/The | | | 9,202 | | | | 3,108 | |
Cooper Cos Inc/The * | | | 6,716 | | | | 702 | |
CVS Health Corp | | | 41,299 | | | | 2,472 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Danaher Corp | | | 21,302 | | | $ | 5,106 | |
DaVita Inc * | | | 1,885 | | | | 313 | |
DENTSPLY SIRONA Inc | | | 7,066 | | | | 139 | |
Dexcom Inc * | | | 13,500 | | | | 1,053 | |
Doximity Inc, Cl A * | | | 3,700 | | | | 196 | |
Edwards Lifesciences Corp * | | | 20,484 | | | | 1,462 | |
Elanco Animal Health Inc * | | | 16,637 | | | | 220 | |
Elevance Health Inc | | | 7,831 | | | | 3,187 | |
Eli Lilly & Co | | | 26,671 | | | | 21,213 | |
Encompass Health Corp | | | 3,400 | | | | 350 | |
Enovis Corp * | | | 2,166 | | | | 106 | |
Envista Holdings Corp * | | | 4,500 | | | | 100 | |
Exact Sciences Corp * | | | 6,600 | | | | 410 | |
Exelixis Inc * | | | 10,500 | | | | 383 | |
Fortrea Holdings Inc * | | | 3,890 | | | | 82 | |
GE HealthCare Technologies Inc | | | 15,156 | | | | 1,261 | |
Gilead Sciences Inc | | | 41,234 | | | | 3,817 | |
Globus Medical Inc, Cl A * | | | 4,000 | | | | 342 | |
GRAIL Inc * | | | 1,017 | | | | 18 | |
HCA Healthcare Inc | | | 6,300 | | | | 2,061 | |
Henry Schein Inc * | | | 4,568 | | | | 352 | |
Hologic Inc * | | | 7,900 | | | | 628 | |
Humana Inc | | | 4,075 | | | | 1,208 | |
IDEXX Laboratories Inc * | | | 2,804 | | | | 1,183 | |
Illumina Inc * | | | 5,205 | | | | 750 | |
Incyte Corp * | | | 4,800 | | | | 358 | |
Inspire Medical Systems Inc * | | | 700 | | | | 135 | |
Insulet Corp * | | | 2,300 | | | | 614 | |
Intra-Cellular Therapies Inc * | | | 3,800 | | | | 325 | |
Intuitive Surgical Inc * | | | 11,715 | | | | 6,349 | |
Ionis Pharmaceuticals Inc * | | | 4,900 | | | | 175 | |
IQVIA Holdings Inc * | | | 6,113 | | | | 1,228 | |
Jazz Pharmaceuticals PLC * | | | 2,300 | | | | 280 | |
Johnson & Johnson | | | 80,500 | | | | 12,478 | |
Labcorp Holdings Inc | | | 2,890 | | | | 697 | |
Masimo Corp * | | | 1,200 | | | | 207 | |
McKesson Corp | | | 4,270 | | | | 2,684 | |
Medpace Holdings Inc * | | | 900 | | | | 307 | |
Medtronic PLC | | | 43,126 | | | | 3,732 | |
Merck & Co Inc | | | 84,443 | | | | 8,583 | |
Mettler-Toledo International Inc * | | | 649 | | | | 812 | |
Moderna Inc * | | | 11,400 | | | | 491 | |
Molina Healthcare Inc * | | | 2,000 | | | | 596 | |
Natera Inc * | | | 3,800 | | | | 638 | |
Neurocrine Biosciences Inc * | | | 3,200 | | | | 406 | |
Organon & Co | | | 9,754 | | | | 155 | |
Penumbra Inc * | | | 1,100 | | | | 269 | |
Perrigo Co PLC | | | 7,800 | | | | 223 | |
Pfizer Inc | | | 188,122 | | | | 4,931 | |
Premier Inc, Cl A | | | 4,400 | | | | 101 | |
QIAGEN NV | | | 7,517 | | | | 326 | |
Quest Diagnostics Inc | | | 3,744 | | | | 609 | |
QuidelOrtho Corp * | | | 1,900 | | | | 78 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Regeneron Pharmaceuticals Inc * | | | 3,442 | | | $ | 2,582 | |
Repligen Corp * | | | 1,900 | | | | 286 | |
ResMed Inc | | | 4,712 | | | | 1,173 | |
Revvity Inc | | | 4,134 | | | | 480 | |
Roivant Sciences Ltd * | | | 14,600 | | | | 186 | |
Royalty Pharma PLC, Cl A | | | 13,200 | | | | 352 | |
Sarepta Therapeutics Inc * | | | 3,100 | | | | 413 | |
Solventum Corp * | | | 4,715 | | | | 337 | |
Sotera Health Co * | | | 4,500 | | | | 59 | |
STERIS PLC | | | 3,400 | | | | 745 | |
Stryker Corp | | | 12,004 | | | | 4,707 | |
Teleflex Inc | | | 1,640 | | | | 316 | |
Tenet Healthcare Corp * | | | 2,900 | | | | 414 | |
Thermo Fisher Scientific Inc | | | 12,725 | | | | 6,740 | |
Ultragenyx Pharmaceutical Inc * | | | 3,500 | | | | 167 | |
United Therapeutics Corp * | | | 1,400 | | | | 519 | |
UnitedHealth Group Inc | | | 30,620 | | | | 18,684 | |
Universal Health Services Inc, Cl B | | | 1,976 | | | | 405 | |
Veeva Systems Inc, Cl A * | | | 4,700 | | | | 1,071 | |
Vertex Pharmaceuticals Inc * | | | 8,700 | | | | 4,073 | |
Viatris Inc | | | 40,322 | | | | 528 | |
Viking Therapeutics Inc * | | | 3,900 | | | | 206 | |
Waters Corp * | | | 1,973 | | | | 759 | |
West Pharmaceutical Services Inc | | | 2,300 | | | | 749 | |
Zimmer Biomet Holdings Inc | | | 6,925 | | | | 776 | |
Zoetis Inc, Cl A | | | 15,044 | | | | 2,636 | |
| | | | | | | | |
| | | | | | | 193,791 | |
Industrials — 9.3% | | | | |
3M Co | | | 18,062 | | | | 2,412 | |
A O Smith Corp | | | 3,800 | | | | 283 | |
AAON Inc | | | 2,500 | | | | 341 | |
Acuity Brands Inc | | | 900 | | | | 289 | |
Advanced Drainage Systems Inc | | | 2,300 | | | | 311 | |
AECOM | | | 4,316 | | | | 505 | |
AGCO Corp | | | 2,400 | | | | 243 | |
Air Lease Corp, Cl A | | | 4,100 | | | | 209 | |
Alaska Air Group Inc * | | | 4,900 | | | | 258 | |
Allegion PLC | | | 2,766 | | | | 390 | |
Allison Transmission Holdings Inc | | | 3,000 | | | | 356 | |
Amentum Holdings * | | | 4,284 | | | | 104 | |
American Airlines Group Inc * | | | 19,300 | | | | 280 | |
AMETEK Inc | | | 7,528 | | | | 1,463 | |
API Group Corp * | | | 8,400 | | | | 317 | |
Armstrong World Industries Inc | | | 1,700 | | | | 272 | |
Automatic Data Processing Inc | | | 13,592 | | | | 4,172 | |
Avis Budget Group Inc | | | 700 | | | | 76 | |
Axon Enterprise Inc * | | | 2,300 | | | | 1,488 | |
AZEK Co Inc/The, Cl A * | | | 4,800 | | | | 255 | |
Boeing Co/The * | | | 23,092 | | | | 3,589 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 4,500 | | | | 667 | |
Broadridge Financial Solutions Inc | | | 4,073 | | | | 961 | |
Builders FirstSource Inc * | | | 4,100 | | | | 765 | |
BWX Technologies Inc | | | 3,150 | | | | 412 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
CACI International Inc, Cl A * | | | 736 | | | $ | 338 | |
Carlisle Cos Inc | | | 1,466 | | | | 670 | |
Carrier Global Corp | | | 27,478 | | | | 2,126 | |
Caterpillar Inc | | | 16,247 | | | | 6,598 | |
CH Robinson Worldwide Inc | | | 4,048 | | | | 427 | |
Cintas Corp | | | 11,328 | | | | 2,558 | |
Clarivate PLC * | | | 17,400 | | | | 100 | |
Clean Harbors Inc * | | | 1,800 | | | | 468 | |
CNH Industrial NV | | | 29,600 | | | | 372 | |
Comfort Systems USA Inc | | | 1,000 | | | | 493 | |
Concentrix Corp | | | 1,600 | | | | 72 | |
Copart Inc * | | | 28,444 | | | | 1,803 | |
Core & Main Inc, Cl A * | | | 6,600 | | | | 320 | |
Crane Co | | | 1,800 | | | | 328 | |
CSX Corp | | | 63,888 | | | | 2,335 | |
Cummins Inc | | | 4,648 | | | | 1,743 | |
Curtiss-Wright Corp | | | 1,300 | | | | 486 | |
Dayforce Inc * | | | 5,000 | | | | 400 | |
Deere & Co | | | 8,419 | | | | 3,922 | |
Delta Air Lines Inc | | | 22,000 | | | | 1,404 | |
Donaldson Co Inc | | | 4,044 | | | | 316 | |
Dover Corp | | | 4,357 | | | | 897 | |
Dun & Bradstreet Holdings Inc | | | 8,900 | | | | 113 | |
Eaton Corp PLC | | | 13,216 | | | | 4,962 | |
EMCOR Group Inc | | | 1,600 | | | | 816 | |
Emerson Electric Co | | | 18,610 | | | | 2,468 | |
Equifax Inc | | | 4,156 | | | | 1,087 | |
Esab Corp | | | 2,166 | | | | 280 | |
Everus Construction Group * | | | 1,705 | | | | 109 | |
Expeditors International of Washington Inc | | | 4,648 | | | | 565 | |
Fastenal Co | | | 19,348 | | | | 1,617 | |
FedEx Corp | | | 7,344 | | | | 2,223 | |
Ferguson Enterprises Inc | | | 6,900 | | | | 1,490 | |
Flowserve Corp | | | 3,400 | | | | 207 | |
Fortive Corp | | | 12,053 | | | | 956 | |
Fortune Brands Innovations Inc | | | 4,220 | | | | 330 | |
FTI Consulting Inc * | | | 1,100 | | | | 223 | |
Gates Industrial Corp PLC * | | | 4,900 | | | | 109 | |
GE Vernova Inc * | | | 8,942 | | | | 2,988 | |
Generac Holdings Inc * | | | 2,000 | | | | 376 | |
General Dynamics Corp | | | 9,072 | | | | 2,577 | |
General Electric Co | | | 36,170 | | | | 6,589 | |
Genpact Ltd | | | 5,100 | | | | 235 | |
Graco Inc | | | 5,672 | | | | 517 | |
GXO Logistics Inc * | | | 3,900 | | | | 237 | |
Hayward Holdings Inc * | | | 5,500 | | | | 89 | |
HEICO Corp | | | 1,410 | | | | 385 | |
HEICO Corp, Cl A | | | 2,621 | | | | 553 | |
Hexcel Corp | | | 3,300 | | | | 209 | |
Honeywell International Inc | | | 21,890 | | | | 5,099 | |
Howmet Aerospace Inc | | | 13,767 | | | | 1,630 | |
Hubbell Inc, Cl B | | | 1,692 | | | | 778 | |
Huntington Ingalls Industries Inc | | | 1,337 | | | | 265 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
IDEX Corp | | | 2,593 | | | $ | 598 | |
Illinois Tool Works Inc | | | 9,680 | | | | 2,686 | |
Ingersoll Rand Inc | | | 13,665 | | | | 1,423 | |
ITT Inc | | | 2,751 | | | | 429 | |
Jacobs Solutions Inc | | | 4,284 | | | | 605 | |
JB Hunt Transport Services Inc | | | 2,452 | | | | 464 | |
Johnson Controls International PLC | | | 21,666 | | | | 1,817 | |
KBR Inc | | | 4,100 | | | | 249 | |
Kirby Corp * | | | 2,000 | | | | 253 | |
Knight-Swift Transportation Holdings Inc, Cl A | | | 5,300 | | | | 315 | |
L3Harris Technologies Inc | | | 6,434 | | | | 1,584 | |
Landstar System Inc | | | 1,365 | | | | 254 | |
Leidos Holdings Inc | | | 4,573 | | | | 756 | |
Lennox International Inc | | | 1,120 | | | | 747 | |
Lincoln Electric Holdings Inc | | | 1,700 | | | | 371 | |
Lockheed Martin Corp | | | 7,173 | | | | 3,797 | |
Lyft Inc, Cl A * | | | 10,000 | | | | 174 | |
ManpowerGroup Inc | | | 1,484 | | | | 96 | |
Masco Corp | | | 7,479 | | | | 603 | |
MasTec Inc * | | | 2,100 | | | | 303 | |
Middleby Corp/The * | | | 1,800 | | | | 258 | |
MSA Safety Inc | | | 1,200 | | | | 209 | |
MSC Industrial Direct Co Inc, Cl A | | | 1,820 | | | | 156 | |
Nordson Corp | | | 1,900 | | | | 496 | |
Norfolk Southern Corp | | | 7,395 | | | | 2,040 | |
Northrop Grumman Corp | | | 4,578 | | | | 2,242 | |
nVent Electric PLC | | | 5,273 | | | | 413 | |
Old Dominion Freight Line Inc | | | 6,700 | | | | 1,508 | |
Oshkosh Corp | | | 2,259 | | | | 257 | |
Otis Worldwide Corp | | | 13,739 | | | | 1,415 | |
Owens Corning | | | 2,900 | | | | 596 | |
PACCAR Inc | | | 16,844 | | | | 1,971 | |
Parker-Hannifin Corp | | | 4,204 | | | | 2,955 | |
Parsons Corp * | | | 1,700 | | | | 163 | |
Paychex Inc | | | 10,907 | | | | 1,595 | |
Paycom Software Inc | | | 1,500 | | | | 348 | |
Paycor HCM Inc * | | | 1,700 | | | | 31 | |
Paylocity Holding Corp * | | | 1,300 | | | | 270 | |
Pentair PLC | | | 5,573 | | | | 607 | |
Quanta Services Inc | | | 4,767 | | | | 1,642 | |
RB Global Inc | | | 6,210 | | | | 607 | |
RBC Bearings Inc * | | | 900 | | | | 302 | |
Regal Rexnord Corp | | | 2,276 | | | | 393 | |
Republic Services Inc, Cl A | | | 6,942 | | | | 1,515 | |
Robert Half Inc | | | 2,676 | | | | 200 | |
Rockwell Automation Inc | | | 3,904 | | | | 1,152 | |
Rollins Inc | | | 10,037 | | | | 505 | |
RTX Corp | | | 44,162 | | | | 5,380 | |
Ryder System Inc | | | 1,206 | | | | 204 | |
Saia Inc * | | | 800 | | | | 455 | |
Schneider National Inc, Cl B | | | 400 | | | | 13 | |
Science Applications International Corp | | | 1,700 | | | | 211 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Sensata Technologies Holding PLC | | | 5,100 | | | $ | 164 | |
Simpson Manufacturing Co Inc | | | 1,600 | | | | 301 | |
SiteOne Landscape Supply Inc * | | | 1,500 | | | | 230 | |
Snap-on Inc | | | 1,691 | | | | 625 | |
Southwest Airlines Co | | | 20,320 | | | | 658 | |
Spirit AeroSystems Holdings Inc, Cl A * | | | 4,400 | | | | 142 | |
SS&C Technologies Holdings Inc | | | 7,300 | | | | 565 | |
Stanley Black & Decker Inc | | | 4,693 | | | | 420 | |
Tetra Tech Inc | | | 8,500 | | | | 353 | |
Textron Inc | | | 6,222 | | | | 533 | |
Timken Co/The | | | 2,169 | | | | 168 | |
Toro Co/The | | | 3,540 | | | | 308 | |
Trane Technologies PLC | | | 7,400 | | | | 3,080 | |
TransDigm Group Inc | | | 1,793 | | | | 2,247 | |
TransUnion | | | 6,300 | | | | 639 | |
Trex Co Inc * | | | 3,700 | | | | 278 | |
Uber Technologies Inc * | | | 66,700 | | | | 4,800 | |
U-Haul Holding Co * | | | 400 | | | | 28 | |
U-Haul Holding Co, Cl B | | | 3,600 | | | | 225 | |
Union Pacific Corp | | | 20,132 | | | | 4,925 | |
United Airlines Holdings Inc * | | | 10,600 | | | | 1,026 | |
United Parcel Service Inc, Cl B | | | 24,441 | | | | 3,317 | |
United Rentals Inc | | | 2,200 | | | | 1,905 | |
Valmont Industries Inc | | | 600 | | | | 209 | |
Veralto Corp | | | 8,467 | | | | 916 | |
Verisk Analytics Inc, Cl A | | | 4,800 | | | | 1,412 | |
Vertiv Holdings Co, Cl A | | | 11,500 | | | | 1,467 | |
Vestis Corp | | | 5,150 | | | | 83 | |
Waste Management Inc | | | 13,194 | | | | 3,011 | |
Watsco Inc | | | 1,200 | | | | 662 | |
WESCO International Inc | | | 1,500 | | | | 317 | |
Westinghouse Air Brake Technologies Corp | | | 5,537 | | | | 1,111 | |
WillScot Holdings Corp, Cl A * | | | 6,700 | | | | 256 | |
Woodward Inc | | | 1,900 | | | | 343 | |
WW Grainger Inc | | | 1,387 | | | | 1,672 | |
XPO Inc * | | | 3,600 | | | | 549 | |
Xylem Inc/NY | | | 8,102 | | | | 1,027 | |
| | | | | | | | |
| | | | | | | 176,281 | |
Information Technology — 28.9% | | | | |
Accenture PLC, Cl A | | | 20,900 | | | | 7,574 | |
Adobe Inc * | | | 14,702 | | | | 7,585 | |
Advanced Micro Devices Inc * | | | 53,613 | | | | 7,354 | |
Akamai Technologies Inc * | | | 4,818 | | | | 453 | |
Allegro MicroSystems Inc * | | | 4,200 | | | | 91 | |
Amdocs Ltd | | | 4,200 | | | | 364 | |
Amkor Technology Inc | | | 4,100 | | | | 108 | |
Amphenol Corp, Cl A | | | 38,836 | | | | 2,821 | |
Analog Devices Inc | | | 16,403 | | | | 3,577 | |
ANSYS Inc * | | | 2,900 | | | | 1,018 | |
Appfolio Inc, Cl A * | | | 800 | | | | 203 | |
Apple Inc | | | 484,163 | | | | 114,906 | |
Applied Materials Inc | | | 27,555 | | | | 4,814 | |
AppLovin Corp, Cl A * | | | 8,600 | | | | 2,896 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Arista Networks Inc * | | | 8,600 | | | $ | 3,490 | |
Arrow Electronics Inc * | | | 2,089 | | | | 251 | |
Aspen Technology Inc * | | | 970 | | | | 242 | |
Astera Labs Inc * | | | 800 | | | | 83 | |
Atlassian Corp, Cl A * | | | 5,000 | | | | 1,318 | |
Autodesk Inc * | | | 7,037 | | | | 2,054 | |
Avnet Inc | | | 3,610 | | | | 198 | |
Bentley Systems Inc, Cl B | | | 5,100 | | | | 252 | |
BILL Holdings Inc * | | | 3,700 | | | | 334 | |
Broadcom Inc | | | 151,280 | | | | 24,519 | |
Cadence Design Systems Inc * | | | 8,963 | | | | 2,750 | |
CCC Intelligent Solutions Holdings Inc * | | | 13,500 | | | | 170 | |
CDW Corp/DE | | | 4,500 | | | | 792 | |
Ciena Corp * | | | 4,300 | | | | 300 | |
Cirrus Logic Inc * | | | 1,800 | | | | 188 | |
Cisco Systems Inc | | | 134,927 | | | | 7,989 | |
Cloudflare Inc, Cl A * | | | 10,200 | | | | 1,018 | |
Cognex Corp | | | 5,800 | | | | 232 | |
Cognizant Technology Solutions Corp, Cl A | | | 16,776 | | | | 1,350 | |
Coherent Corp * | | | 4,183 | | | | 419 | |
Confluent Inc, Cl A * | | | 7,800 | | | | 241 | |
Corning Inc | | | 26,158 | | | | 1,273 | |
Crane NXT Co | | | 2,100 | | | | 132 | |
Crowdstrike Holdings Inc, Cl A * | | | 7,400 | | | | 2,560 | |
Datadog Inc, Cl A * | | | 10,100 | | | | 1,543 | |
Dell Technologies Inc, Cl C | | | 9,300 | | | | 1,187 | |
DocuSign Inc, Cl A * | | | 7,200 | | | | 574 | |
Dolby Laboratories Inc, Cl A | | | 1,943 | | | | 152 | |
DoubleVerify Holdings Inc * | | | 4,800 | | | | 98 | |
Dropbox Inc, Cl A * | | | 8,300 | | | | 230 | |
DXC Technology Co * | | | 6,636 | | | | 149 | |
Dynatrace Inc * | | | 10,100 | | | | 568 | |
Elastic NV * | | | 2,800 | | | | 306 | |
Enphase Energy Inc * | | | 4,500 | | | | 321 | |
Entegris Inc | | | 5,200 | | | | 549 | |
EPAM Systems Inc * | | | 1,900 | | | | 463 | |
F5 Inc * | | | 1,831 | | | | 458 | |
Fair Isaac Corp * | | | 800 | | | | 1,900 | |
First Solar Inc * | | | 3,600 | | | | 717 | |
Five9 Inc * | | | 2,200 | | | | 91 | |
Fortinet Inc * | | | 21,400 | | | | 2,034 | |
Gartner Inc * | | | 2,410 | | | | 1,248 | |
Gen Digital Inc | | | 19,148 | | | | 591 | |
Gitlab Inc, Cl A * | | | 3,600 | | | | 229 | |
GLOBALFOUNDRIES Inc * | | | 2,700 | | | | 117 | |
Globant SA * | | | 1,400 | | | | 319 | |
GoDaddy Inc, Cl A * | | | 4,800 | | | | 948 | |
Guidewire Software Inc * | | | 2,800 | | | | 568 | |
HashiCorp Inc, Cl A * | | | 3,900 | | | | 131 | |
Hewlett Packard Enterprise Co | | | 43,470 | | | | 922 | |
HP Inc | | | 33,070 | | | | 1,172 | |
HubSpot Inc * | | | 1,600 | | | | 1,154 | |
Informatica Inc, Cl A * | | | 1,700 | | | | 45 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Intel Corp | | | 142,858 | | | $ | 3,436 | |
International Business Machines Corp | | | 30,501 | | | | 6,936 | |
Intuit Inc | | | 9,052 | | | | 5,809 | |
IPG Photonics Corp * | | | 800 | | | | 62 | |
Jabil Inc | | | 3,974 | | | | 540 | |
Juniper Networks Inc | | | 10,625 | | | | 382 | |
Keysight Technologies Inc * | | | 6,032 | | | | 1,031 | |
KLA Corp | | | 4,549 | | | | 2,943 | |
Kyndryl Holdings Inc * | | | 6,459 | | | | 224 | |
Lam Research | | | 43,120 | | | | 3,186 | |
Lattice Semiconductor Corp * | | | 5,200 | | | | 295 | |
Littelfuse Inc | | | 800 | | | | 197 | |
Lumentum Holdings Inc * | | | 2,700 | | | | 235 | |
MACOM Technology Solutions Holdings Inc * | | | 2,000 | | | | 266 | |
Manhattan Associates Inc * | | | 2,000 | | | | 571 | |
Marvell Technology Inc | | | 28,038 | | | | 2,599 | |
Microchip Technology Inc | | | 18,030 | | | | 1,229 | |
Micron Technology Inc | | | 37,016 | | | | 3,626 | |
Microsoft Corp | | | 247,716 | | | | 104,898 | |
MicroStrategy Inc, Cl A * | | | 5,100 | | | | 1,976 | |
MKS Instruments Inc | | | 2,300 | | | | 261 | |
MongoDB Inc, Cl A * | | | 2,400 | | | | 774 | |
Monolithic Power Systems Inc | | | 1,602 | | | | 909 | |
Motorola Solutions Inc | | | 5,414 | | | | 2,705 | |
nCino Inc * | | | 2,900 | | | | 122 | |
NetApp Inc | | | 7,055 | | | | 865 | |
Nutanix Inc, Cl A * | | | 7,800 | | | | 509 | |
NVIDIA Corp | | | 779,440 | | | | 107,758 | |
Okta Inc, Cl A * | | | 5,000 | | | | 388 | |
ON Semiconductor Corp * | | | 14,500 | | | | 1,031 | |
Onto Innovation Inc * | | | 1,800 | | | | 296 | |
Oracle Corp | | | 52,320 | | | | 9,671 | |
Palantir Technologies Inc, Cl A * | | | 66,200 | | | | 4,441 | |
Palo Alto Networks Inc * | | | 10,162 | | | | 3,941 | |
Pegasystems Inc | | | 1,500 | | | | 142 | |
Procore Technologies Inc * | | | 3,100 | | | | 252 | |
PTC Inc * | | | 3,900 | | | | 780 | |
Pure Storage Inc, Cl A * | | | 9,900 | | | | 525 | |
Qorvo Inc * | | | 3,500 | | | | 242 | |
QUALCOMM Inc | | | 37,159 | | | | 5,891 | |
RingCentral Inc, Cl A * | | | 3,100 | | | | 117 | |
Roper Technologies Inc | | | 3,500 | | | | 1,983 | |
Salesforce Inc | | | 31,218 | | | | 10,302 | |
SentinelOne Inc, Cl A * | | | 9,400 | | | | 263 | |
ServiceNow Inc * | | | 6,800 | | | | 7,136 | |
Skyworks Solutions Inc | | | 5,500 | | | | 482 | |
Smartsheet Inc, Cl A * | | | 4,100 | | | | 229 | |
Snowflake Inc, Cl A * | | | 10,700 | | | | 1,870 | |
Super Micro Computer * | | | 17,000 | | | | 555 | |
Synopsys Inc * | | | 5,082 | | | | 2,838 | |
TD SYNNEX Corp | | | 2,500 | | | | 297 | |
Teledyne Technologies Inc * | | | 1,467 | | | | 712 | |
Teradata Corp * | | | 2,989 | | | | 92 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Teradyne Inc | | | 5,363 | | | $ | 590 | |
Texas Instruments Inc | | | 30,108 | | | | 6,053 | |
Trimble Inc * | | | 8,228 | | | | 600 | |
Twilio Inc, Cl A * | | | 5,900 | | | | 617 | |
Tyler Technologies Inc * | | | 1,400 | | | | 881 | |
UiPath Inc, Cl A * | | | 15,800 | | | | 225 | |
Unity Software Inc * | | | 7,700 | | | | 186 | |
Universal Display Corp | | | 1,600 | | | | 263 | |
VeriSign Inc * | | | 2,785 | | | | 521 | |
Vontier Corp | | | 5,901 | | | | 232 | |
Western Digital Corp * | | | 10,096 | | | | 737 | |
Wolfspeed Inc * | | | 5,000 | | | | 48 | |
Workday Inc, Cl A * | | | 7,200 | | | | 1,800 | |
Zebra Technologies Corp, Cl A * | | | 1,725 | | | | 702 | |
Zoom Video Communications Inc, Cl A * | | | 8,500 | | | | 703 | |
Zscaler Inc * | | | 2,800 | | | | 578 | |
| | | | | | | | |
| | | | | | | 548,259 | |
Materials — 2.4% | | | | |
Air Products and Chemicals Inc | | | 7,294 | | | | 2,439 | |
Albemarle Corp | | | 3,973 | | | | 428 | |
Alcoa Corp | | | 8,600 | | | | 399 | |
Amcor PLC | | | 48,600 | | | | 517 | |
AptarGroup Inc | | | 2,200 | | | | 380 | |
Ardagh Metal Packaging SA | | | 3,000 | | | | 11 | |
Ashland Inc | | | 1,676 | | | | 131 | |
ATI Inc * | | | 4,500 | | | | 271 | |
Avery Dennison Corp | | | 2,710 | | | | 558 | |
Axalta Coating Systems Ltd * | | | 7,400 | | | | 299 | |
Ball Corp | | | 10,600 | | | | 659 | |
Berry Global Group Inc | | | 3,900 | | | | 282 | |
Celanese Corp, Cl A | | | 3,883 | | | | 284 | |
CF Industries Holdings Inc | | | 6,030 | | | | 541 | |
Chemours Co/The | | | 4,300 | | | | 93 | |
Cleveland-Cliffs Inc * | | | 14,100 | | | | 176 | |
Corteva Inc | | | 23,876 | | | | 1,486 | |
CRH PLC | | | 22,500 | | | | 2,301 | |
Crown Holdings Inc | | | 3,951 | | | | 364 | |
Dow Inc | | | 23,776 | | | | 1,051 | |
DuPont de Nemours Inc | | | 14,109 | | | | 1,179 | |
Eagle Materials Inc | | | 1,200 | | | | 371 | |
Eastman Chemical Co | | | 3,928 | | | | 411 | |
Ecolab Inc | | | 8,155 | | | | 2,029 | |
Element Solutions Inc | | | 6,200 | | | | 178 | |
FMC Corp | | | 4,420 | | | | 261 | |
Freeport-McMoRan Inc, Cl B | | | 47,624 | | | | 2,105 | |
Graphic Packaging Holding Co | | | 10,300 | | | | 310 | |
Huntsman Corp | | | 6,029 | | | | 118 | |
International Flavors & Fragrances Inc | | | 8,752 | | | | 800 | |
International Paper Co | | | 11,855 | | | | 697 | |
Linde PLC | | | 16,000 | | | | 7,376 | |
Louisiana-Pacific Corp | | | 2,200 | | | | 260 | |
LyondellBasell Industries NV, Cl A | | | 8,660 | | | | 722 | |
Martin Marietta Materials Inc | | | 2,063 | | | | 1,238 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Mosaic Co/The | | | 10,878 | | | $ | 288 | |
MP Materials Corp * | | | 5,300 | | | | 112 | |
NewMarket Corp | | | 200 | | | | 107 | |
Newmont Corp | | | 39,433 | | | | 1,654 | |
Nucor Corp | | | 8,090 | | | | 1,251 | |
Olin Corp | | | 4,000 | | | | 170 | |
Packaging Corp of America | | | 2,999 | | | | 746 | |
PPG Industries Inc | | | 7,965 | | | | 991 | |
Reliance Inc | | | 1,900 | | | | 610 | |
Royal Gold Inc | | | 2,200 | | | | 322 | |
RPM International Inc | | | 4,069 | | | | 565 | |
Scotts Miracle-Gro Co/The, Cl A | | | 1,606 | | | | 124 | |
Sealed Air Corp | | | 4,868 | | | | 178 | |
Sherwin-Williams Co/The | | | 7,711 | | | | 3,064 | |
Silgan Holdings Inc | | | 2,308 | | | | 133 | |
Smurfit WestRock PLC | | | 17,745 | | | | 976 | |
Sonoco Products Co | | | 3,246 | | | | 168 | |
Southern Copper Corp | | | 2,940 | | | | 295 | |
Steel Dynamics Inc | | | 5,100 | | | | 741 | |
United States Steel Corp | | | 7,600 | | | | 310 | |
Vulcan Materials Co | | | 4,257 | | | | 1,227 | |
Westlake Corp | | | 1,300 | | | | 167 | |
| | | | | | | | |
| | | | | | | 44,924 | |
Real Estate — 2.5% | | | | |
Agree Realty Corp ‡ | | | 3,800 | | | | 292 | |
Alexandria Real Estate Equities Inc ‡ | | | 6,000 | | | | 661 | |
American Homes 4 Rent, Cl A ‡ | | | 10,700 | | | | 410 | |
American Tower Corp, Cl A ‡ | | | 15,712 | | | | 3,284 | |
Americold Realty Trust Inc ‡ | | | 9,600 | | | | 229 | |
AvalonBay Communities Inc ‡ | | | 4,541 | | | | 1,069 | |
Brixmor Property Group Inc ‡ | | | 10,100 | | | | 304 | |
BXP Inc ‡ | | | 5,584 | | | | 458 | |
Camden Property Trust ‡ | | | 3,547 | | | | 446 | |
CBRE Group Inc, Cl A * | | | 10,417 | | | | 1,458 | |
CoStar Group Inc * | | | 13,900 | | | | 1,131 | |
Cousins Properties Inc ‡ | | | 4,300 | | | | 136 | |
Crown Castle Inc ‡ | | | 14,796 | | | | 1,572 | |
CubeSmart ‡ | | | 7,000 | | | | 347 | |
Digital Realty Trust Inc ‡ | | | 10,596 | | | | 2,074 | |
EastGroup Properties Inc ‡ | | | 1,600 | | | | 276 | |
EPR Properties ‡ | | | 2,800 | | | | 127 | |
Equinix Inc ‡ | | | 3,163 | | | | 3,104 | |
Equity LifeStyle Properties Inc ‡ | | | 6,400 | | | | 457 | |
Equity Residential ‡ | | | 12,577 | | | | 964 | |
Essex Property Trust Inc ‡ | | | 2,163 | | | | 672 | |
Extra Space Storage Inc ‡ | | | 7,098 | | | | 1,213 | |
Federal Realty Investment Trust ‡ | | | 3,096 | | | | 361 | |
First Industrial Realty Trust Inc ‡ | | | 4,600 | | | | 246 | |
Gaming and Leisure Properties Inc ‡ | | | 8,835 | | | | 456 | |
Healthcare Realty Trust Inc, Cl A ‡ | | | 12,800 | | | | 234 | |
Healthpeak Properties Inc ‡ | | | 22,874 | | | | 503 | |
Highwoods Properties Inc ‡ | | | 3,900 | | | | 127 | |
Host Hotels & Resorts Inc ‡ | | | 22,240 | | | | 410 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Large Cap Index Fund (Concluded)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Howard Hughes Holdings Inc * | | | 1,073 | | | $ | 93 | |
Invitation Homes Inc ‡ | | | 21,200 | | | | 726 | |
Iron Mountain Inc ‡ | | | 9,303 | | | | 1,151 | |
Jones Lang LaSalle Inc * | | | 1,500 | | | | 421 | |
Kilroy Realty Corp ‡ | | | 4,600 | | | | 191 | |
Kimco Realty Corp ‡ | | | 22,371 | | | | 572 | |
Lamar Advertising Co, Cl A ‡ | | | 2,940 | | | | 394 | |
Lineage ‡ | | | 2,100 | | | | 133 | |
Medical Properties Trust Inc ‡ | | | 17,800 | | | | 78 | |
Mid-America Apartment Communities Inc ‡ | | | 3,950 | | | | 648 | |
National Storage Affiliates Trust ‡ | | | 2,200 | | | | 99 | |
NNN REIT Inc ‡ | | | 5,500 | | | | 242 | |
Omega Healthcare Investors Inc ‡ | | | 7,900 | | | | 321 | |
Park Hotels & Resorts Inc ‡ | | | 8,288 | | | | 129 | |
Prologis Inc ‡ | | | 30,503 | | | | 3,562 | |
Public Storage ‡ | | | 5,368 | | | | 1,868 | |
Rayonier Inc ‡ | | | 4,604 | | | | 147 | |
Realty Income Corp ‡ | | | 29,454 | | | | 1,705 | |
Regency Centers Corp ‡ | | | 5,858 | | | | 443 | |
Rexford Industrial Realty Inc ‡ | | | 7,800 | | | | 328 | |
SBA Communications Corp, Cl A ‡ | | | 3,732 | | | | 844 | |
Seaport Entertainment Group Inc * | | | 269 | | | | 9 | |
Simon Property Group Inc ‡ | | | 10,981 | | | | 2,016 | |
STAG Industrial Inc ‡ | | | 6,100 | | | | 224 | |
Sun Communities Inc ‡ | | | 4,200 | | | | 531 | |
UDR Inc ‡ | | | 10,993 | | | | 504 | |
Ventas Inc ‡ | | | 13,792 | | | | 884 | |
VICI Properties Inc, Cl A ‡ | | | 35,000 | | | | 1,141 | |
Vornado Realty Trust ‡ | | | 4,636 | | | | 200 | |
Welltower Inc ‡ | | | 19,783 | | | | 2,734 | |
Weyerhaeuser Co ‡ | | | 25,246 | | | | 814 | |
WP Carey Inc ‡ | | | 6,900 | | | | 394 | |
Zillow Group Inc, Cl A * | | | 1,143 | | | | 93 | |
Zillow Group Inc, Cl C * | | | 5,386 | | | | 456 | |
| | | | | | | | |
| | | | | | | 47,116 | |
Utilities — 2.3% | | | | |
AES Corp/The | | | 24,124 | | | | 315 | |
Alliant Energy Corp | | | 9,152 | | | | 578 | |
Ameren Corp | | | 9,090 | | | | 858 | |
American Electric Power Co Inc | | | 17,950 | | | | 1,792 | |
American Water Works Co Inc | | | 6,500 | | | | 890 | |
Atmos Energy Corp | | | 5,091 | | | | 770 | |
Avangrid Inc | | | 3,094 | | | | 112 | |
Brookfield Renewable Corp, Cl A | | | 5,000 | | | | 160 | |
CenterPoint Energy Inc | | | 21,615 | | | | 705 | |
Clearway Energy Inc, Cl A | | | 1,300 | | | | 36 | |
Clearway Energy Inc, Cl C | | | 3,500 | | | | 103 | |
CMS Energy Corp | | | 9,742 | | | | 679 | |
Consolidated Edison Inc | | | 11,816 | | | | 1,189 | |
Constellation Energy Corp | | | 10,392 | | | | 2,666 | |
Dominion Energy Inc | | | 28,470 | | | | 1,673 | |
DTE Energy Co | | | 6,464 | | | | 813 | |
Duke Energy Corp | | | 25,416 | | | | 2,975 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Edison International | | | 12,079 | | | $ | 1,060 | |
Entergy Corp | | | 7,298 | | | | 1,140 | |
Essential Utilities Inc | | | 8,546 | | | | 342 | |
Evergy Inc | | | 8,049 | | | | 520 | |
Eversource Energy | | | 12,126 | | | | 782 | |
Exelon Corp | | | 34,176 | | | | 1,352 | |
FirstEnergy Corp | | | 19,727 | | | | 839 | |
IDACORP Inc, Cl Rights | | | 1,700 | | | | 201 | |
MDU Resources Group Inc | | | 6,821 | | | | 137 | |
National Fuel Gas Co | | | 2,889 | | | | 185 | |
NextEra Energy Inc | | | 68,292 | | | | 5,372 | |
NiSource Inc | | | 14,921 | | | | 568 | |
NRG Energy Inc | | | 7,300 | | | | 742 | |
OGE Energy Corp | | | 5,836 | | | | 257 | |
PG&E Corp | | | 68,918 | | | | 1,491 | |
Pinnacle West Capital Corp | | | 3,892 | | | | 365 | |
PPL Corp | | | 25,526 | | | | 892 | |
Public Service Enterprise Group Inc | | | 16,852 | | | | 1,589 | |
Sempra | | | 20,746 | | | | 1,943 | |
Southern Co/The | | | 36,103 | | | | 3,218 | |
UGI Corp | | | 7,925 | | | | 241 | |
Vistra Corp | | | 11,600 | | | | 1,854 | |
WEC Energy Group Inc | | | 10,757 | | | | 1,087 | |
Xcel Energy Inc | | | 18,981 | | | | 1,377 | |
| | | | | | | | |
| | | | | | | 43,868 | |
Total Common Stock | | | | | | | | |
(Cost $324,748) ($ Thousands) | | | | | | | 1,855,642 | |
| | | | | | | | |
CASH EQUIVALENT — 2.0% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 37,073,262 | | | | 37,073 | |
Total Cash Equivalent | | | | | | | | |
(Cost $37,073) ($ Thousands) | | | | | | | 37,073 | |
Total Investments in Securities — 99.8% | | | | | | | | |
(Cost $361,821) ($ Thousands) | | $ | 1,892,715 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 111 | | | | Dec-2024 | | | $ | 32,343 | | | $ | 33,586 | | | $ | 1,243 | |
S&P Mid Cap 400 Index E-MINI | | | 18 | | | | Dec-2024 | | | | 5,758 | | | | 6,080 | | | | 322 | |
| | | | | | | | | | $ | 38,101 | | | $ | 39,666 | | | $ | 1,565 | |
| Percentages are based on Net Assets of $1,895,622 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 1,855,642 | | | | – | | | | – | | | | 1,855,642 | |
Cash Equivalent | | | 37,073 | | | | – | | | | – | | | | 37,073 | |
Total Investments in Securities | | | 1,892,715 | | | | – | | | | – | | | | 1,892,715 | |
|
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 1,565 | | | | – | | | | – | | | | 1,565 | |
Total Other Financial Instruments | | | 1,565 | | | | – | | | | – | | | | 1,565 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Investments Co | | $ | 233 | | | $ | — | | | $ | — | | | $ | — | | | $ | 51 | | | $ | 284 | | | $ | 2 | | | $ | — | |
SEI Liquidity Fund, LP | | | 1 | | | | — | | | | — | | | | (7 | ) | | | 6 | | | | — | | | | 1 | | | | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 31,356 | | | | 196,676 | | | | (190,959 | ) | | | — | | | | — | | | | 37,073 | | | | 967 | | | | — | |
Totals | | $ | 31,590 | | | $ | 196,676 | | | $ | (190,959 | ) | | $ | (7 | ) | | $ | 57 | | | $ | 37,357 | | | $ | 970 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
S&P 500 Index Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† — 98.0% |
| | | | | | | | |
Communication Services — 8.7% | | | | |
Alphabet Inc, Cl A | | | 495,393 | | | $ | 83,697 | |
Alphabet Inc, Cl C | | | 406,186 | | | | 69,251 | |
AT&T Inc | | | 606,179 | | | | 14,039 | |
Charter Communications Inc, Cl A * | | | 8,196 | | | | 3,253 | |
Comcast Corp, Cl A | | | 326,555 | | | | 14,104 | |
Electronic Arts Inc | | | 20,311 | | | | 3,324 | |
Fox Corp | | | 30,694 | | | | 1,419 | |
Interpublic Group of Cos Inc/The | | | 32,224 | | | | 993 | |
Live Nation Entertainment Inc * | | | 13,183 | | | | 1,822 | |
Match Group Inc * | | | 22,053 | | | | 722 | |
Meta Platforms Inc, Cl A | | | 184,696 | | | | 106,074 | |
Netflix Inc * | | | 36,267 | | | | 32,162 | |
News Corp | | | 9,800 | | | | 314 | |
News Corp, Cl A | | | 31,878 | | | | 936 | |
Omnicom Group Inc | | | 16,464 | | | | 1,726 | |
Paramount Global, Cl B | | | 52,905 | | | | 574 | |
Take-Two Interactive Software Inc * | | | 13,733 | | | | 2,587 | |
T-Mobile US Inc | | | 41,381 | | | | 10,219 | |
Verizon Communications Inc | | | 355,859 | | | | 15,779 | |
Walt Disney Co/The | | | 153,280 | | | | 18,006 | |
Warner Bros Discovery Inc * | | | 188,244 | | | | 1,973 | |
| | | | | | | | |
| | | | | | | 382,974 | |
Consumer Discretionary — 10.5% | | | | |
Airbnb Inc, Cl A * | | | 37,169 | | | | 5,059 | |
Amazon.com Inc * | | | 789,930 | | | | 164,219 | |
Aptiv PLC * | | | 22,373 | | | | 1,242 | |
AutoZone Inc * | | | 1,488 | | | | 4,716 | |
Best Buy Co Inc | | | 16,535 | | | | 1,488 | |
Booking Holdings Inc | | | 2,837 | | | | 14,758 | |
BorgWarner Inc | | | 19,927 | | | | 684 | |
Caesars Entertainment Inc * | | | 18,966 | | | | 730 | |
CarMax Inc * | | | 13,184 | | | | 1,107 | |
Carnival Corp, Cl A * | | | 85,228 | | | | 2,167 | |
Chipotle Mexican Grill Inc, Cl A * | | | 115,700 | | | | 7,118 | |
Darden Restaurants Inc | | | 10,196 | | | | 1,797 | |
Deckers Outdoor Corp * | | | 12,900 | | | | 2,528 | |
Domino's Pizza Inc | | | 2,936 | | | | 1,398 | |
DR Horton Inc | | | 24,749 | | | | 4,177 | |
eBay Inc | | | 41,310 | | | | 2,615 | |
Expedia Group Inc * | | | 10,515 | | | | 1,941 | |
Ford Motor Co | | | 329,787 | | | | 3,671 | |
Garmin Ltd | | | 13,016 | | | | 2,767 | |
General Motors Co | | | 94,921 | | | | 5,277 | |
Genuine Parts Co | | | 12,011 | | | | 1,522 | |
Hasbro Inc | | | 11,520 | | | | 751 | |
Hilton Worldwide Holdings Inc | | | 20,795 | | | | 5,270 | |
Home Depot Inc/The | | | 83,874 | | | | 35,993 | |
Las Vegas Sands Corp | | | 29,820 | | | | 1,582 | |
Lennar Corp, Cl A | | | 20,457 | | | | 3,567 | |
LKQ Corp | | | 22,126 | | | | 869 | |
Lowe's Cos Inc | | | 48,201 | | | | 13,131 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Lululemon Athletica Inc * | | | 9,673 | | | $ | 3,102 | |
Marriott International Inc/MD, Cl A | | | 19,707 | | | | 5,697 | |
McDonald's Corp | | | 60,626 | | | | 17,946 | |
MGM Resorts International * | | | 20,000 | | | | 767 | |
Mohawk Industries Inc * | | | 4,400 | | | | 611 | |
NIKE Inc, Cl B | | | 101,575 | | | | 8,001 | |
Norwegian Cruise Line Holdings Ltd * | | | 37,524 | | | | 1,009 | |
NVR Inc * | | | 262 | | | | 2,420 | |
O'Reilly Automotive Inc * | | | 4,897 | | | | 6,088 | |
Pool Corp | | | 3,321 | | | | 1,252 | |
PulteGroup Inc | | | 17,554 | | | | 2,375 | |
Ralph Lauren Corp, Cl A | | | 3,430 | | | | 794 | |
Ross Stores Inc | | | 28,226 | | | | 4,371 | |
Royal Caribbean Cruises Ltd | | | 19,996 | | | | 4,880 | |
Starbucks Corp | | | 95,822 | | | | 9,818 | |
Tapestry Inc | | | 19,432 | | | | 1,210 | |
Tesla Inc * | | | 234,648 | | | | 80,991 | |
TJX Cos Inc/The | | | 95,573 | | | | 12,013 | |
Tractor Supply Co | | | 9,059 | | | | 2,570 | |
Ulta Beauty Inc * | | | 3,990 | | | | 1,543 | |
Wynn Resorts Ltd | | | 8,232 | | | | 777 | |
Yum! Brands Inc | | | 23,714 | | | | 3,295 | |
| | | | | | | | |
| | | | | | | 463,674 | |
Consumer Staples — 5.6% | | | | |
Altria Group Inc | | | 144,183 | | | | 8,325 | |
Archer-Daniels-Midland Co | | | 40,367 | | | | 2,204 | |
Brown-Forman Corp, Cl B | | | 15,648 | | | | 658 | |
Bunge Global SA | | | 11,927 | | | | 1,070 | |
Campbell Soup Co | | | 17,312 | | | | 800 | |
Church & Dwight Co Inc | | | 20,675 | | | | 2,277 | |
Clorox Co/The | | | 10,470 | | | | 1,750 | |
Coca-Cola Co/The | | | 327,928 | | | | 21,014 | |
Colgate-Palmolive Co | | | 69,063 | | | | 6,674 | |
Conagra Brands Inc | | | 41,150 | | | | 1,134 | |
Constellation Brands Inc, Cl A | | | 13,183 | | | | 3,176 | |
Costco Wholesale Corp | | | 37,480 | | | | 36,426 | |
Dollar General Corp | | | 18,548 | | | | 1,433 | |
Dollar Tree Inc * | | | 16,986 | | | | 1,211 | |
Estee Lauder Cos Inc/The, Cl A | | | 19,648 | | | | 1,417 | |
General Mills Inc | | | 47,023 | | | | 3,116 | |
Hershey Co/The | | | 12,493 | | | | 2,200 | |
Hormel Foods Corp | | | 25,460 | | | | 826 | |
J M Smucker Co/The | | | 8,958 | | | | 1,055 | |
Kellanova | | | 22,635 | | | | 1,840 | |
Kenvue Inc | | | 161,806 | | | | 3,896 | |
Keurig Dr Pepper Inc | | | 95,057 | | | | 3,104 | |
Kimberly-Clark Corp | | | 28,456 | | | | 3,965 | |
Kraft Heinz Co/The | | | 74,515 | | | | 2,382 | |
Kroger Co/The | | | 56,082 | | | | 3,426 | |
Lamb Weston Holdings Inc | | | 12,091 | | | | 934 | |
McCormick & Co Inc/MD | | | 21,273 | | | | 1,668 | |
Molson Coors Beverage Co, Cl B | | | 15,070 | | | | 935 | |
Mondelez International Inc, Cl A | | | 112,902 | | | | 7,333 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Monster Beverage Corp * | | | 59,581 | | | $ | 3,285 | |
PepsiCo Inc | | | 116,166 | | | | 18,987 | |
Philip Morris International Inc | | | 131,463 | | | | 17,492 | |
Procter & Gamble Co/The | | | 199,012 | | | | 35,675 | |
Sysco Corp | | | 41,510 | | | | 3,201 | |
Target Corp | | | 39,092 | | | | 5,172 | |
Tyson Foods Inc, Cl A | | | 24,513 | | | | 1,581 | |
Walgreens Boots Alliance Inc | | | 62,485 | | | | 564 | |
Walmart Inc | | | 367,211 | | | | 33,967 | |
| | | | | | | | |
| | | | | | | 246,173 | |
Energy — 3.4% | | | | |
APA Corp | | | 31,591 | | | | 716 | |
Baker Hughes Co, Cl A | | | 83,899 | | | | 3,687 | |
Chevron Corp | | | 143,761 | | | | 23,279 | |
ConocoPhillips | | | 110,190 | | | | 11,938 | |
Coterra Energy Inc, Cl A | | | 62,348 | | | | 1,666 | |
Devon Energy Corp | | | 52,846 | | | | 2,006 | |
Diamondback Energy Inc | | | 15,843 | | | | 2,814 | |
EOG Resources Inc | | | 48,012 | | | | 6,398 | |
EQT Corp | | | 50,096 | | | | 2,276 | |
Exxon Mobil Corp | | | 375,705 | | | | 44,318 | |
Halliburton Co | | | 74,529 | | | | 2,374 | |
Hess Corp | | | 23,322 | | | | 3,433 | |
Kinder Morgan Inc | | | 163,126 | | | | 4,612 | |
Marathon Petroleum Corp | | | 28,289 | | | | 4,417 | |
Occidental Petroleum Corp | | | 56,831 | | | | 2,875 | |
ONEOK Inc | | | 49,352 | | | | 5,606 | |
Phillips 66 | | | 35,397 | | | | 4,742 | |
Schlumberger NV | | | 119,999 | | | | 5,273 | |
Targa Resources Corp | | | 18,503 | | | | 3,780 | |
Texas Pacific Land Corp | | | 1,600 | | | | 2,560 | |
Valero Energy Corp | | | 27,111 | | | | 3,771 | |
Williams Cos Inc/The | | | 103,013 | | | | 6,028 | |
| | | | | | | | |
| | | | | | | 148,569 | |
Financials — 13.6% | | | | |
Aflac Inc | | | 42,606 | | | | 4,857 | |
Allstate Corp/The | | | 22,327 | | | | 4,630 | |
American Express Co | | | 47,458 | | | | 14,459 | |
American International Group Inc | | | 54,364 | | | | 4,179 | |
Ameriprise Financial Inc | | | 8,258 | | | | 4,740 | |
Aon PLC, Cl A | | | 18,395 | | | | 7,202 | |
Arch Capital Group Ltd | | | 31,628 | | | | 3,186 | |
Arthur J Gallagher & Co | | | 18,485 | | | | 5,772 | |
Assurant Inc | | | 4,331 | | | | 984 | |
Bank of America Corp | | | 570,810 | | | | 27,119 | |
Bank of New York Mellon Corp/The | | | 62,359 | | | | 5,105 | |
Berkshire Hathaway Inc, Cl B * | | | 154,932 | | | | 74,835 | |
BlackRock Funding | | | 11,775 | | | | 12,043 | |
Blackstone Inc | | | 60,826 | | | | 11,623 | |
Brown & Brown Inc | | | 19,945 | | | | 2,256 | |
Capital One Financial Corp | | | 32,305 | | | | 6,203 | |
Cboe Global Markets Inc | | | 9,000 | | | | 1,943 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Charles Schwab Corp/The | | | 126,256 | | | $ | 10,449 | |
Chubb Ltd | | | 31,756 | | | | 9,169 | |
Cincinnati Financial Corp | | | 13,205 | | | | 2,110 | |
Citigroup Inc | | | 161,305 | | | | 11,432 | |
Citizens Financial Group Inc | | | 37,860 | | | | 1,823 | |
CME Group Inc, Cl A | | | 30,391 | | | | 7,233 | |
Corpay Inc * | | | 5,819 | | | | 2,218 | |
Discover Financial Services | | | 21,248 | | | | 3,876 | |
Erie Indemnity Co, Cl A | | | 2,100 | | | | 925 | |
Everest Group Ltd | | | 3,599 | | | | 1,395 | |
FactSet Research Systems Inc | | | 3,251 | | | | 1,595 | |
Fidelity National Information Services Inc | | | 46,059 | | | | 3,929 | |
Fifth Third Bancorp | | | 57,133 | | | | 2,746 | |
Fiserv Inc * | | | 48,639 | | | | 10,747 | |
Franklin Resources Inc | | | 26,177 | | | | 596 | |
Global Payments Inc | | | 21,495 | | | | 2,557 | |
Globe Life Inc | | | 7,782 | | | | 866 | |
Goldman Sachs Group Inc/The | | | 26,657 | | | | 16,223 | |
Hartford Financial Services Group Inc/The | | | 24,788 | | | | 3,057 | |
Huntington Bancshares Inc/OH | | | 122,588 | | | | 2,208 | |
Intercontinental Exchange Inc | | | 48,519 | | | | 7,810 | |
Invesco Ltd | | | 39,370 | | | | 712 | |
Jack Henry & Associates Inc | | | 6,282 | | | | 1,107 | |
JPMorgan Chase & Co | | | 240,554 | | | | 60,071 | |
KeyCorp | | | 78,306 | | | | 1,525 | |
KKR & Co Inc | | | 57,000 | | | | 9,284 | |
Loews Corp | | | 15,657 | | | | 1,358 | |
M&T Bank Corp | | | 14,123 | | | | 3,107 | |
MarketAxess Holdings Inc | | | 3,142 | | | | 813 | |
Marsh & McLennan Cos Inc | | | 41,581 | | | | 9,698 | |
Mastercard Inc, Cl A | | | 69,741 | | | | 37,168 | |
MetLife Inc | | | 49,726 | | | | 4,387 | |
Moody's Corp | | | 13,253 | | | | 6,626 | |
Morgan Stanley | | | 105,309 | | | | 13,860 | |
MSCI Inc, Cl A | | | 6,617 | | | | 4,034 | |
Nasdaq Inc | | | 34,906 | | | | 2,897 | |
Northern Trust Corp | | | 17,287 | | | | 1,922 | |
PayPal Holdings Inc * | | | 86,388 | | | | 7,496 | |
PNC Financial Services Group Inc/The | | | 33,579 | | | | 7,210 | |
Principal Financial Group Inc | | | 17,934 | | | | 1,562 | |
Progressive Corp/The | | | 49,504 | | | | 13,311 | |
Prudential Financial Inc | | | 30,194 | | | | 3,907 | |
Raymond James Financial Inc | | | 15,649 | | | | 2,649 | |
Regions Financial Corp | | | 77,278 | | | | 2,107 | |
S&P Global Inc | | | 27,043 | | | | 14,130 | |
State Street Corp | | | 25,180 | | | | 2,480 | |
Synchrony Financial | | | 33,346 | | | | 2,251 | |
T Rowe Price Group Inc | | | 18,753 | | | | 2,322 | |
Travelers Cos Inc/The | | | 19,252 | | | | 5,122 | |
Truist Financial Corp | | | 113,191 | | | | 5,397 | |
US Bancorp | | | 131,829 | | | | 7,025 | |
Visa Inc, Cl A | | | 141,280 | | | | 44,514 | |
W R Berkley Corp | | | 25,375 | | | | 1,638 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
S&P 500 Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Wells Fargo & Co | | | 287,830 | | | $ | 21,924 | |
Willis Towers Watson PLC | | | 8,567 | | | | 2,759 | |
| | | | | | | | |
| | | | | | | 600,473 | |
Health Care — 10.4% | | | | |
Abbott Laboratories | | | 147,109 | | | | 17,472 | |
AbbVie Inc | | | 149,368 | | | | 27,324 | |
Agilent Technologies Inc | | | 24,659 | | | | 3,402 | |
Align Technology Inc * | | | 5,920 | | | | 1,378 | |
Amgen Inc | | | 45,450 | | | | 12,856 | |
Baxter International Inc | | | 43,026 | | | | 1,450 | |
Becton Dickinson & Co | | | 24,408 | | | | 5,416 | |
Biogen Inc * | | | 12,488 | | | | 2,006 | |
Bio-Techne Corp | | | 13,231 | | | | 997 | |
Boston Scientific Corp * | | | 124,525 | | | | 11,289 | |
Bristol-Myers Squibb Co | | | 171,358 | | | | 10,148 | |
Cardinal Health Inc | | | 20,584 | | | | 2,516 | |
Catalent Inc * | | | 15,274 | | | | 933 | |
Cencora Inc | | | 14,699 | | | | 3,698 | |
Centene Corp * | | | 44,451 | | | | 2,667 | |
Charles River Laboratories International Inc * | | | 4,500 | | | | 896 | |
Cigna Group/The | | | 23,662 | | | | 7,993 | |
Cooper Cos Inc/The * | | | 16,780 | | | | 1,753 | |
CVS Health Corp | | | 106,296 | | | | 6,362 | |
Danaher Corp | | | 54,364 | | | | 13,031 | |
DaVita Inc * | | | 3,960 | | | | 658 | |
Dexcom Inc * | | | 33,866 | | | | 2,641 | |
Edwards Lifesciences Corp * | | | 50,879 | | | | 3,630 | |
Elevance Health Inc | | | 19,617 | | | | 7,983 | |
Eli Lilly & Co | | | 66,732 | | | | 53,075 | |
GE HealthCare Technologies Inc | | | 38,581 | | | | 3,211 | |
Gilead Sciences Inc | | | 105,208 | | | | 9,740 | |
HCA Healthcare Inc | | | 15,678 | | | | 5,130 | |
Henry Schein Inc * | | | 10,637 | | | | 820 | |
Hologic Inc * | | | 19,629 | | | | 1,561 | |
Humana Inc | | | 10,179 | | | | 3,017 | |
IDEXX Laboratories Inc * | | | 6,923 | | | | 2,920 | |
Incyte Corp * | | | 13,855 | | | | 1,033 | |
Insulet Corp * | | | 5,878 | | | | 1,568 | |
Intuitive Surgical Inc * | | | 29,989 | | | | 16,254 | |
IQVIA Holdings Inc * | | | 14,663 | | | | 2,945 | |
Johnson & Johnson | | | 203,520 | | | | 31,548 | |
Labcorp Holdings Inc | | | 7,206 | | | | 1,738 | |
McKesson Corp | | | 10,988 | | | | 6,906 | |
Medtronic PLC | | | 108,373 | | | | 9,379 | |
Merck & Co Inc | | | 214,268 | | | | 21,778 | |
Mettler-Toledo International Inc * | | | 1,798 | | | | 2,250 | |
Moderna Inc * | | | 29,225 | | | | 1,258 | |
Molina Healthcare Inc * | | | 5,010 | | | | 1,493 | |
Pfizer Inc | | | 479,063 | | | | 12,556 | |
Quest Diagnostics Inc | | | 9,597 | | | | 1,561 | |
Regeneron Pharmaceuticals Inc * | | | 8,959 | | | | 6,721 | |
ResMed Inc | | | 12,410 | | | | 3,090 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Revvity Inc | | | 10,609 | | | $ | 1,232 | |
Solventum Corp * | | | 12,146 | | | | 869 | |
STERIS PLC | | | 8,315 | | | | 1,822 | |
Stryker Corp | | | 28,973 | | | | 11,362 | |
Teleflex Inc | | | 3,964 | | | | 764 | |
Thermo Fisher Scientific Inc | | | 32,266 | | | | 17,089 | |
UnitedHealth Group Inc | | | 78,057 | | | | 47,630 | |
Universal Health Services Inc, Cl B | | | 4,984 | | | | 1,022 | |
Vertex Pharmaceuticals Inc * | | | 21,821 | | | | 10,215 | |
Viatris Inc | | | 102,408 | | | | 1,341 | |
Waters Corp * | | | 4,994 | | | | 1,921 | |
West Pharmaceutical Services Inc | | | 6,200 | | | | 2,019 | |
Zimmer Biomet Holdings Inc | | | 17,484 | | | | 1,960 | |
Zoetis Inc, Cl A | | | 38,239 | | | | 6,701 | |
| | | | | | | | |
| | | | | | | 455,998 | |
Industrials — 8.5% | | | | |
3M Co | | | 46,387 | | | | 6,194 | |
A O Smith Corp | | | 10,551 | | | | 786 | |
Allegion PLC | | | 7,499 | | | | 1,056 | |
Amentum Holdings * | | | 11,164 | | | | 272 | |
AMETEK Inc | | | 19,596 | | | | 3,809 | |
Automatic Data Processing Inc | | | 34,493 | | | | 10,587 | |
Axon Enterprise Inc * | | | 6,040 | | | | 3,908 | |
Boeing Co/The * | | | 61,745 | | | | 9,598 | |
Broadridge Financial Solutions Inc | | | 9,826 | | | | 2,319 | |
Builders FirstSource Inc * | | | 9,809 | | | | 1,829 | |
Carrier Global Corp | | | 70,952 | | | | 5,490 | |
Caterpillar Inc | | | 41,012 | | | | 16,655 | |
CH Robinson Worldwide Inc | | | 9,925 | | | | 1,048 | |
Cintas Corp | | | 28,904 | | | | 6,526 | |
Copart Inc * | | | 73,972 | | | | 4,689 | |
CSX Corp | | | 163,815 | | | | 5,987 | |
Cummins Inc | | | 11,578 | | | | 4,342 | |
Dayforce Inc * | | | 13,311 | | | | 1,065 | |
Deere & Co | | | 21,650 | | | | 10,087 | |
Delta Air Lines Inc | | | 54,126 | | | | 3,454 | |
Dover Corp | | | 11,780 | | | | 2,426 | |
Eaton Corp PLC | | | 33,676 | | | | 12,643 | |
Emerson Electric Co | | | 48,390 | | | | 6,417 | |
Equifax Inc | | | 10,490 | | | | 2,744 | |
Expeditors International of Washington Inc | | | 11,938 | | | | 1,452 | |
Fastenal Co | | | 48,423 | | | | 4,046 | |
FedEx Corp | | | 19,047 | | | | 5,765 | |
Fortive Corp | | | 29,524 | | | | 2,342 | |
GE Vernova Inc * | | | 23,206 | | | | 7,754 | |
Generac Holdings Inc * | | | 5,127 | | | | 965 | |
General Dynamics Corp | | | 21,760 | | | | 6,180 | |
General Electric Co | | | 91,627 | | | | 16,691 | |
Honeywell International Inc | | | 55,027 | | | | 12,817 | |
Howmet Aerospace Inc | | | 34,451 | | | | 4,078 | |
Hubbell Inc, Cl B | | | 4,536 | | | | 2,087 | |
Huntington Ingalls Industries Inc | | | 3,327 | | | | 659 | |
IDEX Corp | | | 6,466 | | | | 1,491 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Illinois Tool Works Inc | | | 22,855 | | | $ | 6,343 | |
Ingersoll Rand Inc | | | 34,033 | | | | 3,545 | |
Jacobs Solutions Inc | | | 10,764 | | | | 1,520 | |
JB Hunt Transport Services Inc | | | 6,960 | | | | 1,316 | |
Johnson Controls International PLC | | | 56,462 | | | | 4,735 | |
L3Harris Technologies Inc | | | 16,013 | | | | 3,943 | |
Leidos Holdings Inc | | | 11,339 | | | | 1,875 | |
Lockheed Martin Corp | | | 17,883 | | | | 9,467 | |
Masco Corp | | | 18,757 | | | | 1,511 | |
Nordson Corp | | | 4,590 | | | | 1,198 | |
Norfolk Southern Corp | | | 19,123 | | | | 5,275 | |
Northrop Grumman Corp | | | 11,568 | | | | 5,664 | |
Old Dominion Freight Line Inc | | | 15,940 | | | | 3,589 | |
Otis Worldwide Corp | | | 33,786 | | | | 3,479 | |
PACCAR Inc | | | 44,323 | | | | 5,186 | |
Parker-Hannifin Corp | | | 10,823 | | | | 7,608 | |
Paychex Inc | | | 27,089 | | | | 3,962 | |
Paycom Software Inc | | | 4,072 | | | | 944 | |
Pentair PLC | | | 14,256 | | | | 1,554 | |
Quanta Services Inc | | | 12,427 | | | | 4,281 | |
Republic Services Inc, Cl A | | | 17,231 | | | | 3,762 | |
Rockwell Automation Inc | | | 9,624 | | | | 2,840 | |
Rollins Inc | | | 24,058 | | | | 1,211 | |
RTX Corp | | | 112,456 | | | | 13,701 | |
Snap-on Inc | | | 4,450 | | | | 1,645 | |
Southwest Airlines Co | | | 51,427 | | | | 1,664 | |
Stanley Black & Decker Inc | | | 13,241 | | | | 1,184 | |
Textron Inc | | | 15,769 | | | | 1,350 | |
Trane Technologies PLC | | | 19,052 | | | | 7,930 | |
TransDigm Group Inc | | | 4,707 | | | | 5,898 | |
Uber Technologies Inc * | | | 177,600 | | | | 12,780 | |
Union Pacific Corp | | | 51,493 | | | | 12,598 | |
United Airlines Holdings Inc * | | | 27,747 | | | | 2,687 | |
United Parcel Service Inc, Cl B | | | 61,915 | | | | 8,403 | |
United Rentals Inc | | | 5,671 | | | | 4,911 | |
Veralto Corp | | | 20,821 | | | | 2,253 | |
Verisk Analytics Inc, Cl A | | | 12,001 | | | | 3,531 | |
Waste Management Inc | | | 30,854 | | | | 7,042 | |
Westinghouse Air Brake Technologies Corp | | | 14,761 | | | | 2,961 | |
WW Grainger Inc | | | 3,778 | | | | 4,554 | |
Xylem Inc/NY | | | 20,537 | | | | 2,603 | |
| | | | | | | | |
| | | | | | | 372,761 | |
Information Technology — 30.7% | | | | |
Accenture PLC, Cl A | | | 52,919 | | | | 19,176 | |
Adobe Inc * | | | 37,453 | | | | 19,323 | |
Advanced Micro Devices Inc * | | | 136,876 | | | | 18,776 | |
Akamai Technologies Inc * | | | 12,989 | | | | 1,221 | |
Amphenol Corp, Cl A | | | 101,798 | | | | 7,396 | |
Analog Devices Inc | | | 41,913 | | | | 9,139 | |
ANSYS Inc * | | | 7,398 | | | | 2,597 | |
Apple Inc | | | 1,285,751 | | | | 305,147 | |
Applied Materials Inc | | | 69,997 | | | | 12,229 | |
Arista Networks Inc * | | | 21,744 | | | | 8,824 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Autodesk Inc * | | | 18,169 | | | $ | 5,304 | |
Broadcom Inc | | | 393,650 | | | | 63,803 | |
Cadence Design Systems Inc * | | | 23,178 | | | | 7,111 | |
CDW Corp/DE | | | 11,479 | | | | 2,019 | |
Cisco Systems Inc | | | 340,593 | | | | 20,167 | |
Cognizant Technology Solutions Corp, Cl A | | | 41,827 | | | | 3,367 | |
Corning Inc | | | 65,036 | | | | 3,165 | |
Crowdstrike Holdings Inc, Cl A * | | | 19,500 | | | | 6,746 | |
Dell Technologies Inc, Cl C | | | 24,300 | | | | 3,100 | |
Enphase Energy Inc * | | | 11,642 | | | | 831 | |
EPAM Systems Inc * | | | 4,749 | | | | 1,158 | |
F5 Inc * | | | 5,052 | | | | 1,265 | |
Fair Isaac Corp * | | | 2,105 | | | | 4,999 | |
First Solar Inc * | | | 9,031 | | | | 1,800 | |
Fortinet Inc * | | | 53,608 | | | | 5,095 | |
Gartner Inc * | | | 6,501 | | | | 3,367 | |
Gen Digital Inc | | | 45,654 | | | | 1,408 | |
GoDaddy Inc, Cl A * | | | 11,900 | | | | 2,351 | |
Hewlett Packard Enterprise Co | | | 109,741 | | | | 2,329 | |
HP Inc | | | 82,657 | | | | 2,929 | |
Intel Corp | | | 360,665 | | | | 8,674 | |
International Business Machines Corp | | | 77,861 | | | | 17,706 | |
Intuit Inc | | | 23,609 | | | | 15,151 | |
Jabil Inc | | | 9,569 | | | | 1,300 | |
Juniper Networks Inc | | | 27,723 | | | | 996 | |
Keysight Technologies Inc * | | | 14,700 | | | | 2,511 | |
KLA Corp | | | 11,379 | | | | 7,363 | |
Lam Research | | | 110,190 | | | | 8,141 | |
Microchip Technology Inc | | | 45,344 | | | | 3,091 | |
Micron Technology Inc | | | 93,705 | | | | 9,178 | |
Microsoft Corp | | | 628,590 | | | | 266,183 | |
Monolithic Power Systems Inc | | | 4,157 | | | | 2,360 | |
Motorola Solutions Inc | | | 14,124 | | | | 7,058 | |
NetApp Inc | | | 17,365 | | | | 2,130 | |
NVIDIA Corp | | | 2,080,280 | | | | 287,599 | |
NXP Semiconductors NV | | | 21,529 | | | | 4,938 | |
ON Semiconductor Corp * | | | 36,159 | | | | 2,572 | |
Oracle Corp | | | 135,157 | | | | 24,982 | |
Palantir Technologies Inc, Cl A * | | | 170,200 | | | | 11,417 | |
Palo Alto Networks Inc * | | | 27,407 | | | | 10,629 | |
PTC Inc * | | | 10,146 | | | | 2,030 | |
Qorvo Inc * | | | 8,468 | | | | 585 | |
QUALCOMM Inc | | | 94,222 | | | | 14,937 | |
Roper Technologies Inc | | | 9,028 | | | | 5,114 | |
Salesforce Inc | | | 81,931 | | | | 27,036 | |
Seagate Technology Holdings PLC | | | 18,020 | | | | 1,826 | |
ServiceNow Inc * | | | 17,380 | | | | 18,239 | |
Skyworks Solutions Inc | | | 13,457 | | | | 1,179 | |
Super Micro Computer * | | | 42,500 | | | | 1,387 | |
Synopsys Inc * | | | 12,916 | | | | 7,213 | |
TE Connectivity PLC | | | 25,703 | | | | 3,884 | |
Teledyne Technologies Inc * | | | 3,983 | | | | 1,933 | |
Teradyne Inc | | | 13,997 | | | | 1,540 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
S&P 500 Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Texas Instruments Inc | | | 77,162 | | | $ | 15,512 | |
Trimble Inc * | | | 20,617 | | | | 1,504 | |
Tyler Technologies Inc * | | | 3,565 | | | | 2,243 | |
VeriSign Inc * | | | 7,104 | | | | 1,330 | |
Western Digital Corp * | | | 27,568 | | | | 2,012 | |
Zebra Technologies Corp, Cl A * | | | 4,306 | | | | 1,753 | |
| | | | | | | | |
| | | | | | | 1,351,378 | |
Materials — 2.0% | | | | |
Air Products and Chemicals Inc | | | 18,819 | | | | 6,292 | |
Albemarle Corp | | | 9,896 | | | | 1,066 | |
Amcor PLC | | | 124,111 | | | | 1,321 | |
Avery Dennison Corp | | | 6,963 | | | | 1,434 | |
Ball Corp | | | 25,561 | | | | 1,589 | |
Celanese Corp, Cl A | | | 9,652 | | | | 707 | |
CF Industries Holdings Inc | | | 15,467 | | | | 1,387 | |
Corteva Inc | | | 58,437 | | | | 3,637 | |
Dow Inc | | | 59,199 | | | | 2,617 | |
DuPont de Nemours Inc | | | 35,292 | | | | 2,950 | |
Eastman Chemical Co | | | 10,019 | | | | 1,049 | |
Ecolab Inc | | | 21,424 | | | | 5,330 | |
FMC Corp | | | 10,947 | | | | 647 | |
Freeport-McMoRan Inc, Cl B | | | 121,359 | | | | 5,364 | |
International Flavors & Fragrances Inc | | | 21,977 | | | | 2,008 | |
International Paper Co | | | 29,875 | | | | 1,758 | |
Linde PLC | | | 40,652 | | | | 18,740 | |
LyondellBasell Industries NV, Cl A | | | 21,975 | | | | 1,831 | |
Martin Marietta Materials Inc | | | 5,165 | | | | 3,099 | |
Mosaic Co/The | | | 26,730 | | | | 707 | |
Newmont Corp | | | 96,925 | | | | 4,065 | |
Nucor Corp | | | 20,020 | | | | 3,097 | |
Packaging Corp of America | | | 7,485 | | | | 1,863 | |
PPG Industries Inc | | | 19,702 | | | | 2,450 | |
Sherwin-Williams Co/The | | | 19,571 | | | | 7,777 | |
Smurfit WestRock PLC | | | 41,691 | | | | 2,294 | |
Steel Dynamics Inc | | | 12,119 | | | | 1,760 | |
Vulcan Materials Co | | | 11,169 | | | | 3,218 | |
| | | | | | | | |
| | | | | | | 90,057 | |
Real Estate — 2.2% | | | | |
Alexandria Real Estate Equities Inc ‡ | | | 13,354 | | | | 1,472 | |
American Tower Corp, Cl A ‡ | | | 39,454 | | | | 8,246 | |
AvalonBay Communities Inc ‡ | | | 11,996 | | | | 2,823 | |
BXP Inc ‡ | | | 12,236 | | | | 1,003 | |
Camden Property Trust ‡ | | | 9,123 | | | | 1,148 | |
CBRE Group Inc, Cl A * | | | 25,396 | | | | 3,555 | |
CoStar Group Inc * | | | 34,595 | | | | 2,814 | |
Crown Castle Inc ‡ | | | 36,693 | | | | 3,899 | |
Digital Realty Trust Inc ‡ | | | 25,999 | | | | 5,088 | |
Equinix Inc ‡ | | | 8,017 | | | | 7,868 | |
Equity Residential ‡ | | | 28,828 | | | | 2,210 | |
Essex Property Trust Inc ‡ | | | 5,506 | | | | 1,709 | |
Extra Space Storage Inc ‡ | | | 17,917 | | | | 3,063 | |
Federal Realty Investment Trust ‡ | | | 6,547 | | | | 764 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Healthpeak Properties Inc ‡ | | | 60,400 | | | $ | 1,328 | |
Host Hotels & Resorts Inc ‡ | | | 60,308 | | | | 1,111 | |
Invitation Homes Inc ‡ | | | 48,911 | | | | 1,675 | |
Iron Mountain Inc ‡ | | | 24,798 | | | | 3,067 | |
Kimco Realty Corp ‡ | | | 56,810 | | | | 1,453 | |
Mid-America Apartment Communities Inc ‡ | | | 9,828 | | | | 1,613 | |
Prologis Inc ‡ | | | 78,261 | | | | 9,139 | |
Public Storage ‡ | | | 13,342 | | | | 4,644 | |
Realty Income Corp ‡ | | | 73,599 | | | | 4,261 | |
Regency Centers Corp ‡ | | | 14,052 | | | | 1,062 | |
SBA Communications Corp, Cl A ‡ | | | 9,036 | | | | 2,044 | |
Simon Property Group Inc ‡ | | | 25,870 | | | | 4,750 | |
UDR Inc ‡ | | | 25,775 | | | | 1,182 | |
Ventas Inc ‡ | | | 34,888 | | | | 2,235 | |
VICI Properties Inc, Cl A ‡ | | | 88,468 | | | | 2,885 | |
Welltower Inc ‡ | | | 48,904 | | | | 6,758 | |
Weyerhaeuser Co ‡ | | | 62,498 | | | | 2,016 | |
| | | | | | | | |
| | | | | | | 96,885 | |
Utilities — 2.4% | | | | |
AES Corp/The | | | 59,779 | | | | 780 | |
Alliant Energy Corp | | | 21,667 | | | | 1,369 | |
Ameren Corp | | | 22,554 | | | | 2,129 | |
American Electric Power Co Inc | | | 44,907 | | | | 4,484 | |
American Water Works Co Inc | | | 16,437 | | | | 2,251 | |
Atmos Energy Corp | | | 13,253 | | | | 2,005 | |
CenterPoint Energy Inc | | | 54,986 | | | | 1,794 | |
CMS Energy Corp | | | 25,175 | | | | 1,755 | |
Consolidated Edison Inc | | | 29,194 | | | | 2,937 | |
Constellation Energy Corp | | | 26,475 | | | | 6,792 | |
Dominion Energy Inc | | | 70,824 | | | | 4,161 | |
DTE Energy Co | | | 17,500 | | | | 2,201 | |
Duke Energy Corp | | | 65,225 | | | | 7,635 | |
Edison International | | | 32,653 | | | | 2,865 | |
Entergy Corp | | | 18,036 | | | | 2,817 | |
Evergy Inc | | | 19,686 | | | | 1,272 | |
Eversource Energy | | | 30,110 | | | | 1,942 | |
Exelon Corp | | | 84,405 | | | | 3,339 | |
FirstEnergy Corp | | | 44,050 | | | | 1,874 | |
NextEra Energy Inc | | | 173,676 | | | | 13,663 | |
NiSource Inc | | | 38,491 | | | | 1,466 | |
NRG Energy Inc | | | 17,385 | | | | 1,767 | |
PG&E Corp | | | 180,568 | | | | 3,906 | |
Pinnacle West Capital Corp | | | 9,595 | | | | 899 | |
PPL Corp | | | 62,220 | | | | 2,173 | |
Public Service Enterprise Group Inc | | | 42,113 | | | | 3,971 | |
Sempra | | | 53,493 | | | | 5,011 | |
Southern Co/The | | | 92,453 | | | | 8,240 | |
Vistra Corp | | | 29,000 | | | | 4,635 | |
WEC Energy Group Inc | | | 26,675 | | | | 2,696 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Xcel Energy Inc | | | 47,036 | | | $ | 3,413 | |
| | | | | | | | |
| | | | | | | 106,242 | |
Total Common Stock | | | | | | | | |
(Cost $1,285,153) ($ Thousands) | | | | | | | 4,315,184 | |
| | | | | | | | |
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 73,781,515 | | | | 73,782 | |
Total Cash Equivalent | | | | | | | | |
(Cost $73,782) ($ Thousands) | | | | | | | 73,782 | |
Total Investments in Securities — 99.7% | | | | | | | | |
(Cost $1,358,935) ($ Thousands) | | $ | 4,388,966 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 281 | | | | Dec-2024 | | | $ | 83,022 | | | $ | 85,024 | | | $ | 2,002 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $4,400,203 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 4,315,184 | | | | – | | | | – | | | | 4,315,184 | |
Cash Equivalent | | | 73,782 | | | | – | | | | – | | | | 73,782 | |
Total Investments in Securities | | | 4,388,966 | | | | – | | | | – | | | | 4,388,966 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 2,002 | | | | – | | | | – | | | | 2,002 | |
Total Other Financial Instruments | | | 2,002 | | | | – | | | | – | | | | 2,002 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
S&P 500 Index Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 50,967 | | | $ | 384,577 | | | $ | (361,762 | ) | | $ | — | | | $ | — | | | $ | 73,782 | | | $ | 1,941 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 98.1% |
| | | | | | | | |
Communication Services — 4.4% | | | | |
Advantage Solutions Inc * | | | 18,900 | | | $ | 67 | |
AMC Entertainment Holdings Inc, Cl A * | | | 59,593 | | | | 295 | |
AMC Networks Inc, Cl A * | | | 6,660 | | | | 63 | |
Anterix Inc * | | | 1,400 | | | | 49 | |
AST SpaceMobile Inc, Cl A * | | | 22,000 | | | | 524 | |
Atlanta Braves Holdings Inc, Cl A * | | | 1,803 | | | | 76 | |
Atlanta Braves Holdings Inc, Cl C * | | | 6,905 | | | | 279 | |
ATN International Inc | | | 2,267 | | | | 45 | |
Bandwidth Inc, Cl A * | | | 5,000 | | | | 105 | |
Boston Omaha Corp, Cl A * | | | 4,300 | | | | 66 | |
Bumble Inc, Cl A * | | | 18,100 | | | | 157 | |
Cable One Inc | | | 900 | | | | 378 | |
Cardlytics Inc * | | | 7,100 | | | | 29 | |
Cargurus Inc, Cl A * | | | 12,500 | | | | 473 | |
Cars.com Inc * | | | 10,800 | | | | 215 | |
Cinemark Holdings Inc * | | | 16,640 | | | | 574 | |
Clear Channel Outdoor Holdings Inc, Cl A * | | | 29,100 | | | | 44 | |
Cogent Communications Holdings Inc | | | 7,004 | | | | 576 | |
Consolidated Communications Holdings Inc * | | | 16,612 | | | | 78 | |
EchoStar Corp, Cl A * | | | 19,988 | | | | 505 | |
Entravision Communications Corp, Cl A | | | 14,200 | | | | 35 | |
Eventbrite Inc, Cl A * | | | 16,900 | | | | 59 | |
EverQuote Inc, Cl A * | | | 4,400 | | | | 84 | |
EW Scripps Co/The, Cl A * | | | 13,896 | | | | 28 | |
Frontier Communications Parent Inc * | | | 37,800 | | | | 1,316 | |
fuboTV Inc * | | | 64,800 | | | | 104 | |
Gannett Co Inc * | | | 14,387 | | | | 75 | |
GCI Liberty - Escrow * | | | 23,647 | | | | — | |
Getty Images Holdings Inc * | | | 16,500 | | | | 48 | |
Globalstar Inc * | | | 91,900 | | | | 179 | |
Gogo Inc * | | | 8,900 | | | | 71 | |
Gray Television Inc | | | 19,500 | | | | 83 | |
Grindr Inc * | | | 4,000 | | | | 60 | |
IAC Inc * | | | 12,076 | | | | 571 | |
Ibotta Inc, Cl A * | | | 1,300 | | | | 95 | |
IDT Corp, Cl B | | | 2,500 | | | | 129 | |
iHeartMedia Inc, Cl A * | | | 24,700 | | | | 57 | |
IMAX Corp * | | | 7,000 | | | | 184 | |
Integral Ad Science Holding Corp * | | | 7,600 | | | | 85 | |
Iridium Communications Inc | | | 16,646 | | | | 495 | |
John Wiley & Sons Inc, Cl A | | | 4,972 | | | | 259 | |
Liberty Broadband Corp, Cl A * | | | 2,983 | | | | 253 | |
Liberty Broadband Corp, Cl C * | | | 17,214 | | | | 1,466 | |
Liberty Global Ltd, Cl A * | | | 27,500 | | | | 389 | |
Liberty Global PLC * | | | 22,800 | | | | 333 | |
Liberty Latin America Ltd, Cl A * | | | 8,300 | | | | 58 | |
Liberty Latin America Ltd, Cl C * | | | 19,562 | | | | 135 | |
Liberty Media Corp-Liberty Formula One, Cl A * | | | 4,108 | | | | 332 | |
Liberty Media Corp-Liberty Formula One, Cl C * | | | 31,542 | | | | 2,787 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Liberty Media Corp-Liberty Live, Cl A * | | | 3,509 | | | $ | 252 | |
Liberty Media Corp-Liberty Live, Cl C * | | | 7,699 | | | | 562 | |
Lions Gate Entertainment Corp, Cl A * | | | 14,516 | | | | 120 | |
Lions Gate Entertainment Corp, Cl B * | | | 14,375 | | | | 106 | |
Lumen Technologies Inc * | | | 149,700 | | | | 1,099 | |
Madison Square Garden Entertainment Corp, Cl A * | | | 5,811 | | | | 215 | |
Madison Square Garden Sports Corp, Cl A * | | | 2,979 | | | | 685 | |
Magnite Inc * | | | 16,238 | | | | 273 | |
Marcus Corp/The | | | 5,161 | | | | 117 | |
MediaAlpha Inc, Cl A * | | | 3,537 | | | | 45 | |
National CineMedia Inc * | | | 11,700 | | | | 81 | |
New York Times Co/The, Cl A | | | 25,382 | | | | 1,377 | |
Nexstar Media Group Inc, Cl A | | | 4,644 | | | | 792 | |
Nextdoor Holdings Inc * | | | 29,000 | | | | 70 | |
Outbrain Inc * | | | 5,800 | | | | 31 | |
Pinterest Inc, Cl A * | | | 92,311 | | | | 2,799 | |
Playstudios Inc * | | | 21,200 | | | | 41 | |
Playtika Holding Corp | | | 11,625 | | | | 98 | |
PubMatic Inc, Cl A * | | | 7,100 | | | | 113 | |
QuinStreet Inc * | | | 6,186 | | | | 141 | |
Reservoir Media Inc * | | | 4,100 | | | | 39 | |
ROBLOX Corp, Cl A * | | | 76,800 | | | | 3,850 | |
Roku Inc, Cl A * | | | 18,848 | | | | 1,301 | |
Scholastic Corp | | | 4,367 | | | | 115 | |
Shenandoah Telecommunications Co * | | | 5,704 | | | | 76 | |
Shutterstock Inc | | | 2,997 | | | | 95 | |
Sinclair Inc | | | 4,111 | | | | 75 | |
Sirius XM Holdings Inc | | | 38,854 | | | | 1,047 | |
Sphere Entertainment Co * | | | 4,611 | | | | 190 | |
Spok Holdings Inc | | | 1,500 | | | | 25 | |
Spotify Technology SA * | | | 22,303 | | | | 10,638 | |
Stagwell Inc, Cl A * | | | 13,400 | | | | 105 | |
TechTarget Inc * | | | 4,200 | | | | 135 | |
TEGNA Inc | | | 23,500 | | | | 441 | |
Telephone and Data Systems Inc | | | 13,855 | | | | 474 | |
Thryv Holdings Inc * | | | 6,500 | | | | 103 | |
TKO Group Holdings Inc, Cl A * | | | 11,834 | | | | 1,633 | |
Trade Desk Inc/The, Cl A * | | | 66,900 | | | | 8,600 | |
TripAdvisor Inc * | | | 17,100 | | | | 245 | |
TrueCar Inc * | | | 22,900 | | | | 97 | |
Trump Media & Technology Group Corp * | | | 9,500 | | | | 300 | |
Vimeo Inc * | | | 24,346 | | | | 159 | |
Vivid Seats Inc, Cl A * | | | 5,600 | | | | 20 | |
WideOpenWest Inc * | | | 11,700 | | | | 62 | |
Yelp Inc, Cl A * | | | 10,398 | | | | 397 | |
Ziff Davis Inc * | | | 7,357 | | | | 433 | |
ZipRecruiter Inc, Cl A * | | | 15,100 | | | | 134 | |
ZoomInfo Technologies Inc, Cl A * | | | 49,500 | | | | 541 | |
| | | | | | | | |
| | | | | | | 54,715 | |
Consumer Discretionary — 11.1% | | | | |
1-800-Flowers.com Inc, Cl A * | | | 5,400 | | | | 44 | |
Abercrombie & Fitch Co, Cl A * | | | 7,400 | | | | 1,108 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Academy Sports & Outdoors Inc | | | 10,100 | | | $ | 497 | |
Accel Entertainment Inc, Cl A * | | | 4,900 | | | | 57 | |
Acushnet Holdings Corp | | | 4,800 | | | | 351 | |
Adient PLC * | | | 13,900 | | | | 267 | |
ADT Inc | | | 42,561 | | | | 324 | |
Adtalem Global Education Inc * | | | 6,081 | | | | 556 | |
Advance Auto Parts Inc | | | 9,600 | | | | 397 | |
A-Mark Precious Metals Inc | | | 2,000 | | | | 61 | |
Amer Sports Inc * | | | 9,100 | | | | 240 | |
American Axle & Manufacturing Holdings Inc * | | | 23,398 | | | | 155 | |
American Eagle Outfitters Inc | | | 29,522 | | | | 568 | |
American Public Education Inc * | | | 2,600 | | | | 54 | |
America's Car-Mart Inc/TX * | | | 1,250 | | | | 58 | |
AMMO Inc * | | | 17,700 | | | | 22 | |
Aramark | | | 39,900 | | | | 1,624 | |
Arhaus Inc, Cl A | | | 8,400 | | | | 83 | |
Arko Corp | | | 14,200 | | | | 102 | |
Asbury Automotive Group Inc * | | | 3,198 | | | | 831 | |
AutoNation Inc * | | | 4,000 | | | | 716 | |
Bally's Corp * | | | 1,228 | | | | 22 | |
BARK Inc * | | | 26,200 | | | | 57 | |
Bath & Body Works Inc | | | 35,200 | | | | 1,276 | |
Beazer Homes USA Inc * | | | 3,461 | | | | 121 | |
Beyond Inc * | | | 7,300 | | | | 46 | |
Biglari Holdings Inc, Cl B * | | | 182 | | | | 38 | |
Birkenstock Holding Plc * | | | 5,700 | | | | 294 | |
BJ's Restaurants Inc * | | | 3,142 | | | | 121 | |
Bloomin' Brands Inc | | | 12,950 | | | | 181 | |
Boot Barn Holdings Inc * | | | 4,400 | | | | 603 | |
Boyd Gaming Corp | | | 10,745 | | | | 794 | |
Bright Horizons Family Solutions Inc * | | | 9,135 | | | | 1,056 | |
Brinker International Inc * | | | 6,982 | | | | 924 | |
Brunswick Corp/DE | | | 10,683 | | | | 860 | |
Buckle Inc/The | | | 5,051 | | | | 263 | |
Build-A-Bear Workshop Inc, Cl A | | | 800 | | | | 30 | |
Burlington Stores Inc * | | | 9,800 | | | | 2,762 | |
Caleres Inc | | | 5,576 | | | | 173 | |
Camping World Holdings Inc, Cl A | | | 6,500 | | | | 159 | |
Capri Holdings Ltd * | | | 18,600 | | | | 435 | |
Carriage Services Inc, Cl A | | | 1,106 | | | | 45 | |
Carter's Inc | | | 5,770 | | | | 315 | |
Carvana Co, Cl A * | | | 16,600 | | | | 4,323 | |
Cava Group Inc * | | | 11,600 | | | | 1,634 | |
Cavco Industries Inc * | | | 1,231 | | | | 633 | |
Century Communities Inc | | | 4,400 | | | | 398 | |
Champion Homes Inc * | | | 7,800 | | | | 809 | |
Cheesecake Factory Inc/The | | | 7,223 | | | | 366 | |
Chegg Inc * | | | 26,010 | | | | 55 | |
Choice Hotels International Inc | | | 3,977 | | | | 601 | |
Churchill Downs Inc | | | 10,462 | | | | 1,487 | |
Clarus Corp | | | 6,221 | | | | 28 | |
Columbia Sportswear Co | | | 5,544 | | | | 484 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cooper-Standard Holdings Inc * | | | 1,400 | | | $ | 22 | |
Coupang Inc, Cl A * | | | 177,300 | | | | 4,496 | |
Coursera Inc * | | | 19,900 | | | | 158 | |
Cracker Barrel Old Country Store Inc | | | 3,244 | | | | 180 | |
Cricut Inc, Cl A | | | 9,500 | | | | 49 | |
Crocs Inc * | | | 9,303 | | | | 982 | |
Dana Inc | | | 21,498 | | | | 215 | |
Dave & Buster's Entertainment Inc * | | | 3,800 | | | | 149 | |
Denny's Corp * | | | 6,363 | | | | 42 | |
Designer Brands Inc, Cl A | | | 6,492 | | | | 32 | |
Despegar.com Corp * | | | 10,100 | | | | 181 | |
Destination XL Group Inc * | | | 13,400 | | | | 32 | |
Dick's Sporting Goods Inc | | | 8,735 | | | | 1,810 | |
Dillard's Inc, Cl A | | | 462 | | | | 205 | |
Dine Brands Global Inc | | | 2,572 | | | | 92 | |
DoorDash Inc, Cl A * | | | 52,600 | | | | 9,493 | |
Dorman Products Inc * | | | 4,140 | | | | 580 | |
DraftKings Inc, Cl A * | | | 69,282 | | | | 3,024 | |
Dream Finders Homes Inc, Cl A * | | | 4,700 | | | | 156 | |
Duolingo Inc, Cl A * | | | 5,400 | | | | 1,881 | |
Dutch Bros Inc, Cl A * | | | 16,000 | | | | 860 | |
El Pollo Loco Holdings Inc * | | | 3,900 | | | | 50 | |
Ethan Allen Interiors Inc | | | 1,976 | | | | 61 | |
Etsy Inc * | | | 17,100 | | | | 938 | |
European Wax Center Inc, Cl A * | | | 8,000 | | | | 48 | |
Everi Holdings Inc * | | | 9,300 | | | | 125 | |
EVgo Inc, Cl A * | | | 17,700 | | | | 115 | |
Figs Inc, Cl A * | | | 24,600 | | | | 128 | |
First Watch Restaurant Group Inc * | | | 2,400 | | | | 46 | |
Five Below Inc * | | | 8,505 | | | | 788 | |
Floor & Decor Holdings Inc, Cl A * | | | 16,100 | | | | 1,807 | |
Foot Locker Inc | | | 11,400 | | | | 287 | |
Fox Factory Holding Corp * | | | 5,700 | | | | 185 | |
Frontdoor Inc * | | | 11,850 | | | | 694 | |
Full House Resorts Inc * | | | 7,000 | | | | 33 | |
Funko Inc, Cl A * | | | 6,000 | | | | 71 | |
GameStop Corp, Cl A * | | | 55,900 | | | | 1,624 | |
Gap Inc/The | | | 30,200 | | | | 732 | |
Genesco Inc * | | | 2,169 | | | | 73 | |
Gentex Corp | | | 35,590 | | | | 1,088 | |
Gentherm Inc * | | | 4,248 | | | | 179 | |
GigaCloud Technology Inc, Cl A * | | | 3,900 | | | | 96 | |
G-III Apparel Group Ltd * | | | 5,906 | | | | 175 | |
Global Business Travel Group I * | | | 20,600 | | | | 193 | |
Golden Entertainment Inc | | | 4,131 | | | | 139 | |
Goodyear Tire & Rubber Co/The * | | | 44,868 | | | | 482 | |
GoPro Inc, Cl A * | | | 29,300 | | | | 36 | |
Graham Holdings Co, Cl B | | | 500 | | | | 466 | |
Grand Canyon Education Inc * | | | 4,215 | | | | 694 | |
Green Brick Partners Inc * | | | 5,100 | | | | 364 | |
Group 1 Automotive Inc | | | 1,935 | | | | 824 | |
Groupon Inc, Cl A * | | | 3,800 | | | | 36 | |
GrowGeneration Corp * | | | 12,100 | | | | 23 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
H&R Block Inc | | | 20,600 | | | $ | 1,221 | |
Hanesbrands Inc * | | | 58,100 | | | | 505 | |
Harley-Davidson Inc | | | 18,200 | | | | 612 | |
Haverty Furniture Cos Inc | | | 1,563 | | | | 37 | |
Helen of Troy Ltd * | | | 3,348 | | | | 246 | |
Hilton Grand Vacations Inc * | | | 10,070 | | | | 427 | |
Holley Inc * | | | 13,400 | | | | 38 | |
Hooker Furnishings Corp | | | 3,700 | | | | 69 | |
Hovnanian Enterprises Inc, Cl A * | | | 600 | | | | 118 | |
Hyatt Hotels Corp, Cl A | | | 6,927 | | | | 1,094 | |
Inspired Entertainment Inc * | | | 2,000 | | | | 19 | |
Installed Building Products Inc | | | 3,500 | | | | 801 | |
International Game Technology PLC | | | 17,100 | | | | 329 | |
iRobot Corp * | | | 6,202 | | | | 47 | |
Jack in the Box Inc | | | 2,221 | | | | 108 | |
Johnson Outdoors Inc, Cl A | | | 1,400 | | | | 47 | |
KB Home | | | 10,185 | | | | 843 | |
Kohl's Corp | | | 17,700 | | | | 265 | |
Kontoor Brands Inc | | | 8,900 | | | | 817 | |
Krispy Kreme Inc | | | 14,400 | | | | 159 | |
Kura Sushi USA Inc, Cl A * | | | 800 | | | | 86 | |
Lands' End Inc * | | | 2,862 | | | | 46 | |
Landsea Homes Corp * | | | 1,300 | | | | 15 | |
Latham Group Inc * | | | 7,300 | | | | 48 | |
Laureate Education Inc, Cl A * | | | 18,700 | | | | 355 | |
La-Z-Boy Inc | | | 7,026 | | | | 318 | |
LCI Industries | | | 3,949 | | | | 477 | |
Lear Corp | | | 8,771 | | | | 858 | |
Legacy Housing Corp * | | | 1,400 | | | | 37 | |
Leggett & Platt Inc | | | 21,000 | | | | 264 | |
Leslie's Inc * | | | 29,056 | | | | 67 | |
LGI Homes Inc * | | | 3,200 | | | | 350 | |
Life Time Group Holdings Inc * | | | 8,300 | | | | 201 | |
Light & Wonder Inc, Cl A * | | | 13,762 | | | | 1,308 | |
Lincoln Educational Services Corp * | | | 4,300 | | | | 71 | |
Lindblad Expeditions Holdings Inc * | | | 6,900 | | | | 91 | |
Lithia Motors Inc, Cl A | | | 4,033 | | | | 1,560 | |
Lovesac Co/The * | | | 2,900 | | | | 109 | |
Lucid Group Inc * | | | 139,700 | | | | 305 | |
Luminar Technologies, Cl A * | | | 3,727 | | | | 33 | |
M/I Homes Inc * | | | 4,294 | | | | 709 | |
Macy's Inc | | | 44,400 | | | | 721 | |
Malibu Boats Inc, Cl A * | | | 2,100 | | | | 91 | |
Marine Products Corp | | | 1,800 | | | | 18 | |
MarineMax Inc * | | | 3,561 | | | | 122 | |
Marriott Vacations Worldwide Corp | | | 5,472 | | | | 543 | |
MasterCraft Boat Holdings Inc * | | | 2,100 | | | | 45 | |
Mattel Inc * | | | 53,000 | | | | 1,008 | |
Meritage Homes Corp | | | 5,211 | | | | 996 | |
Mister Car Wash Inc * | | | 16,500 | | | | 132 | |
Modine Manufacturing Co * | | | 7,674 | | | | 1,042 | |
Monarch Casino & Resort Inc | | | 1,600 | | | | 134 | |
Mondee Holdings Inc, Cl A * | | | 12,600 | | | | 9 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Monro Inc | | | 2,928 | | | $ | 82 | |
Movado Group Inc | | | 3,520 | | | | 72 | |
Murphy USA Inc | | | 2,800 | | | | 1,534 | |
National Vision Holdings Inc * | | | 11,700 | | | | 142 | |
Newell Brands Inc | | | 58,100 | | | | 557 | |
Nordstrom Inc | | | 16,600 | | | | 377 | |
ODP Corp/The * | | | 4,912 | | | | 126 | |
Ollie's Bargain Outlet Holdings Inc * | | | 9,200 | | | | 910 | |
ONE Group Hospitality Inc/The * | | | 4,200 | | | | 15 | |
OneSpaWorld Holdings Ltd | | | 16,500 | | | | 313 | |
OneWater Marine Inc, Cl A * | | | 2,200 | | | | 49 | |
Oxford Industries Inc | | | 2,654 | | | | 221 | |
Papa John's International Inc | | | 5,842 | | | | 291 | |
Patrick Industries Inc | | | 3,125 | | | | 420 | |
Peloton Interactive Inc, Cl A * | | | 46,535 | | | | 481 | |
Penn Entertainment Inc * | | | 25,000 | | | | 540 | |
Penske Automotive Group Inc | | | 2,788 | | | | 464 | |
Perdoceo Education Corp | | | 11,054 | | | | 303 | |
Petco Health & Wellness Co Inc, Cl A * | | | 19,300 | | | | 82 | |
Phinia Inc | | | 6,800 | | | | 381 | |
Planet Fitness Inc, Cl A * | | | 13,300 | | | | 1,324 | |
PlayAGS Inc * | | | 2,500 | | | | 29 | |
Polaris Inc | | | 8,207 | | | | 566 | |
Portillo's Inc, Cl A * | | | 10,200 | | | | 118 | |
Potbelly Corp * | | | 1,200 | | | | 12 | |
Purple Innovation Inc, Cl A * | | | 10,765 | | | | 10 | |
PVH Corp | | | 8,100 | | | | 878 | |
QuantumScape Corp, Cl A * | | | 52,400 | | | | 274 | |
RCI Hospitality Holdings Inc | | | 1,400 | | | | 73 | |
RealReal Inc/The * | | | 16,100 | | | | 95 | |
Red Rock Resorts Inc, Cl A | | | 7,600 | | | | 381 | |
Revelyst * | | | 8,373 | | | | 158 | |
Revolve Group Inc, Cl A * | | | 4,600 | | | | 166 | |
RH * | | | 2,211 | | | | 852 | |
Rivian Automotive Inc, Cl A * | | | 125,700 | | | | 1,537 | |
Rocky Brands Inc | | | 1,600 | | | | 35 | |
Rush Street Interactive Inc * | | | 13,600 | | | | 196 | |
Sabre Corp * | | | 55,600 | | | | 217 | |
Sally Beauty Holdings Inc * | | | 12,091 | | | | 168 | |
Savers Value Village Inc * | | | 6,200 | | | | 58 | |
Service Corp International/US | | | 21,389 | | | | 1,895 | |
Shake Shack Inc, Cl A * | | | 6,100 | | | | 816 | |
SharkNinja Inc | | | 10,100 | | | | 1,016 | |
Shoe Carnival Inc | | | 1,852 | | | | 63 | |
Signet Jewelers Ltd | | | 6,200 | | | | 621 | |
Six Flags Entertainment Corp | | | 13,293 | | | | 614 | |
Skechers USA Inc, Cl A * | | | 19,746 | | | | 1,260 | |
Sleep Number Corp * | | | 5,009 | | | | 75 | |
Smith & Wesson Brands Inc | | | 6,283 | | | | 85 | |
Solid Power Inc * | | | 28,800 | | | | 33 | |
Solo Brands Inc, Cl A * | | | 2,600 | | | | 3 | |
Sonic Automotive Inc, Cl A | | | 2,364 | | | | 163 | |
Sonos Inc * | | | 18,300 | | | | 249 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Standard Motor Products Inc | | | 2,366 | | | $ | 78 | |
Steven Madden Ltd | | | 11,951 | | | | 545 | |
Stitch Fix Inc, Cl A * | | | 17,800 | | | | 85 | |
Stoneridge Inc * | | | 5,930 | | | | 41 | |
Strategic Education Inc | | | 3,687 | | | | 364 | |
Stride Inc * | | | 6,088 | | | | 651 | |
Sturm Ruger & Co Inc | | | 1,742 | | | | 66 | |
Super Group SGHC Ltd | | | 27,000 | | | | 180 | |
Superior Group of Cos Inc | | | 2,100 | | | | 36 | |
Sweetgreen Inc, Cl A * | | | 13,800 | | | | 566 | |
Target Hospitality Corp * | | | 6,100 | | | | 50 | |
Taylor Morrison Home Corp, Cl A * | | | 15,960 | | | | 1,179 | |
Tempur Sealy International Inc | | | 24,992 | | | | 1,399 | |
Texas Roadhouse Inc, Cl A | | | 10,166 | | | | 2,087 | |
Thor Industries Inc | | | 7,690 | | | | 858 | |
ThredUp Inc, Cl A * | | | 14,000 | | | | 24 | |
Tile Shop Holdings Inc * | | | 6,300 | | | | 42 | |
Tilly's Inc, Cl A * | | | 5,243 | | | | 23 | |
Toll Brothers Inc | | | 15,239 | | | | 2,517 | |
TopBuild Corp * | | | 4,900 | | | | 1,914 | |
Topgolf Callaway Brands Corp * | | | 23,306 | | | | 196 | |
Torrid Holdings Inc * | | | 2,700 | | | | 12 | |
Traeger Inc * | | | 4,800 | | | | 15 | |
Travel + Leisure Co | | | 11,000 | | | | 615 | |
Tri Pointe Homes Inc * | | | 13,273 | | | | 578 | |
Udemy Inc * | | | 17,700 | | | | 141 | |
Under Armour Inc, Cl A * | | | 24,800 | | | | 241 | |
Under Armour Inc, Cl C * | | | 24,900 | | | | 218 | |
United Parks & Resorts Inc * | | | 5,900 | | | | 346 | |
Universal Technical Institute Inc * | | | 7,300 | | | | 189 | |
Upbound Group Inc, Cl A | | | 7,540 | | | | 259 | |
Urban Outfitters Inc * | | | 10,000 | | | | 487 | |
Vail Resorts Inc | | | 6,012 | | | | 1,078 | |
Valvoline Inc * | | | 20,236 | | | | 804 | |
VF Corp | | | 53,700 | | | | 1,086 | |
Victoria's Secret & Co * | | | 12,000 | | | | 466 | |
Visteon Corp * | | | 4,365 | | | | 408 | |
Vizio Holding Corp, Cl A * | | | 12,900 | | | | 147 | |
Warby Parker Inc, Cl A * | | | 15,200 | | | | 343 | |
Wayfair Inc, Cl A * | | | 15,200 | | | | 703 | |
Wendy's Co/The | | | 26,175 | | | | 481 | |
Weyco Group Inc | | | 1,200 | | | | 43 | |
Whirlpool Corp | | | 8,200 | | | | 914 | |
Williams-Sonoma Inc | | | 19,074 | | | | 3,281 | |
Wingstop Inc | | | 4,500 | | | | 1,479 | |
Winmark Corp | | | 491 | | | | 202 | |
Winnebago Industries Inc | | | 4,435 | | | | 260 | |
Wolverine World Wide Inc | | | 13,096 | | | | 304 | |
Worthington Enterprises Inc | | | 5,702 | | | | 233 | |
Wyndham Hotels & Resorts Inc | | | 12,100 | | | | 1,188 | |
XPEL Inc * | | | 3,000 | | | | 130 | |
Xponential Fitness Inc, Cl A * | | | 5,600 | | | | 85 | |
YETI Holdings Inc * | | | 14,000 | | | | 565 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Zumiez Inc * | | | 803 | | | $ | 18 | |
| | | | | | | | |
| | | | | | | 138,338 | |
Consumer Staples — 2.9% | | | | |
Albertsons Cos Inc, Cl A | | | 65,700 | | | | 1,304 | |
Alico Inc | | | 1,400 | | | | 37 | |
Andersons Inc/The | | | 5,699 | | | | 272 | |
B&G Foods Inc, Cl A | | | 14,611 | | | | 98 | |
Beauty Health Co/The * | | | 17,700 | | | | 26 | |
BellRing Brands Inc * | | | 19,202 | | | | 1,507 | |
Beyond Meat Inc * | | | 13,000 | | | | 65 | |
BJ's Wholesale Club Holdings Inc * | | | 20,100 | | | | 1,936 | |
Boston Beer Co Inc/The, Cl A * | | | 1,483 | | | | 469 | |
BRC Inc, Cl A * | | | 5,800 | | | | 18 | |
Calavo Growers Inc | | | 1,426 | | | | 39 | |
Cal-Maine Foods Inc | | | 5,728 | | | | 559 | |
Casey's General Stores Inc | | | 5,559 | | | | 2,340 | |
Celsius Holdings Inc * | | | 27,900 | | | | 794 | |
Central Garden & Pet Co * | | | 2,600 | | | | 103 | |
Central Garden & Pet Co, Cl A * | | | 7,161 | | | | 242 | |
Chefs' Warehouse Inc/The * | | | 4,621 | | | | 207 | |
Coca-Cola Consolidated Inc | | | 889 | | | | 1,159 | |
Coty Inc, Cl A * | | | 61,800 | | | | 457 | |
Darling Ingredients Inc * | | | 25,057 | | | | 1,016 | |
Dole PLC | | | 10,800 | | | | 163 | |
Duckhorn Portfolio Inc/The * | | | 8,000 | | | | 88 | |
Edgewell Personal Care Co | | | 8,045 | | | | 294 | |
elf Beauty Inc * | | | 8,500 | | | | 1,101 | |
Energizer Holdings Inc | | | 10,945 | | | | 417 | |
Flowers Foods Inc | | | 28,408 | | | | 643 | |
Fresh Del Monte Produce Inc | | | 6,181 | | | | 209 | |
Freshpet Inc * | | | 7,000 | | | | 1,071 | |
Grocery Outlet Holding Corp * | | | 15,500 | | | | 325 | |
Hain Celestial Group Inc/The * | | | 15,660 | | | | 129 | |
Herbalife Ltd * | | | 20,144 | | | | 156 | |
HF Foods Group Inc * | | | 9,900 | | | | 37 | |
Honest Co Inc/The * | | | 6,600 | | | | 55 | |
Ingles Markets Inc, Cl A | | | 2,645 | | | | 195 | |
Ingredion Inc | | | 10,265 | | | | 1,512 | |
Inter Parfums Inc | | | 2,906 | | | | 400 | |
J & J Snack Foods Corp | | | 2,364 | | | | 411 | |
John B Sanfilippo & Son Inc | | | 1,819 | | | | 157 | |
Lancaster Colony Corp | | | 2,829 | | | | 526 | |
Limoneira Co | | | 3,400 | | | | 94 | |
Maplebear Inc * | | | 25,900 | | | | 1,131 | |
Medifast Inc | | | 1,764 | | | | 35 | |
MGP Ingredients Inc | | | 1,800 | | | | 83 | |
Mission Produce Inc * | | | 9,300 | | | | 124 | |
National Beverage Corp | | | 3,904 | | | | 193 | |
Natural Grocers by Vitamin Cottage Inc | | | 1,085 | | | | 51 | |
Nature's Sunshine Products Inc * | | | 2,937 | | | | 48 | |
Nu Skin Enterprises Inc, Cl A | | | 11,205 | | | | 82 | |
Oil-Dri Corp of America | | | 1,400 | | | | 97 | |
Olaplex Holdings Inc * | | | 29,300 | | | | 57 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Performance Food Group Co * | | | 23,327 | | | $ | 2,058 | |
Pilgrim's Pride Corp * | | | 6,007 | | | | 310 | |
Post Holdings Inc * | | | 7,569 | | | | 912 | |
PriceSmart Inc | | | 3,523 | | | | 316 | |
Primo Brands Corp * | | | 23,700 | | | | 676 | |
Reynolds Consumer Products Inc | | | 8,000 | | | | 221 | |
Seaboard Corp | | | 50 | | | | 131 | |
Seneca Foods Corp, Cl A * | | | 1,262 | | | | 91 | |
Simply Good Foods Co/The * | | | 15,000 | | | | 597 | |
SpartanNash Co | | | 3,336 | | | | 63 | |
Spectrum Brands Holdings Inc | | | 3,687 | | | | 339 | |
Sprouts Farmers Market Inc * | | | 15,300 | | | | 2,364 | |
SunOpta Inc * | | | 17,100 | | | | 133 | |
TreeHouse Foods Inc * | | | 7,809 | | | | 268 | |
Turning Point Brands Inc | | | 3,200 | | | | 198 | |
United Natural Foods Inc * | | | 6,898 | | | | 171 | |
Universal Corp/VA | | | 4,045 | | | | 231 | |
US Foods Holding Corp * | | | 34,700 | | | | 2,421 | |
USANA Health Sciences Inc * | | | 1,532 | | | | 59 | |
Utz Brands Inc | | | 10,700 | | | | 186 | |
Village Super Market Inc, Cl A | | | 1,962 | | | | 63 | |
Vita Coco Co Inc/The * | | | 6,100 | | | | 217 | |
Vital Farms Inc * | | | 5,500 | | | | 183 | |
Waldencast plc, Cl A * | | | 7,000 | | | | 24 | |
WD-40 Co | | | 2,186 | | | | 606 | |
Weis Markets Inc | | | 2,704 | | | | 197 | |
Westrock Coffee Co * | | | 7,900 | | | | 63 | |
WK Kellogg Co | | | 9,700 | | | | 202 | |
| | | | | | | | |
| | | | | | | 35,832 | |
Energy — 4.1% | | | | |
Amplify Energy Corp * | | | 4,900 | | | | 33 | |
Antero Midstream Corp | | | 51,900 | | | | 829 | |
Antero Resources Corp * | | | 43,280 | | | | 1,415 | |
Archrock Inc | | | 24,583 | | | | 630 | |
Ardmore Shipping Corp | | | 7,800 | | | | 87 | |
Atlas Energy Solutions Inc, Cl A | | | 11,200 | | | | 264 | |
Berry Corp | | | 7,400 | | | | 30 | |
Borr Drilling Ltd | | | 37,600 | | | | 140 | |
Bristow Group Inc * | | | 3,697 | | | | 141 | |
Cactus Inc, Cl A | | | 9,400 | | | | 645 | |
California Resources Corp | | | 11,200 | | | | 663 | |
Centrus Energy Corp, Cl A * | | | 2,000 | | | | 182 | |
ChampionX Corp | | | 29,100 | | | | 901 | |
Cheniere Energy Inc | | | 34,765 | | | | 7,788 | |
Chesapeake Energy Corp | | | 34,852 | | | | 3,449 | |
Chord Energy Corp | | | 9,730 | | | | 1,241 | |
Civitas Resources Inc | | | 15,634 | | | | 811 | |
Clean Energy Fuels Corp * | | | 29,988 | | | | 92 | |
CNX Resources Corp * | | | 21,600 | | | | 875 | |
Comstock Resources Inc | | | 11,500 | | | | 179 | |
CONSOL Energy Inc | | | 4,775 | | | | 624 | |
Core Laboratories Inc | | | 9,300 | | | | 189 | |
Crescent Energy Co, Cl A | | | 20,785 | | | | 309 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
CVR Energy Inc | | | 4,597 | | | $ | 89 | |
Delek US Holdings Inc | | | 11,390 | | | | 217 | |
DHT Holdings Inc | | | 18,900 | | | | 178 | |
Diversified Energy Co PLC | | | 7,700 | | | | 126 | |
DMC Global Inc * | | | 5,100 | | | | 41 | |
Dorian LPG Ltd | | | 5,347 | | | | 131 | |
DT Midstream Inc | | | 14,500 | | | | 1,539 | |
Empire Petroleum Corp * | | | 1,033 | | | | 7 | |
Encore Energy Corp * | | | 17,800 | | | | 67 | |
Energy Fuels Inc/Canada * | | | 26,600 | | | | 193 | |
Excelerate Energy Inc, Cl A | | | 2,400 | | | | 74 | |
Expro Group Holdings NV * | | | 15,357 | | | | 213 | |
FLEX LNG Ltd | | | 5,800 | | | | 140 | |
FutureFuel Corp | | | 3,876 | | | | 20 | |
Golar LNG Ltd | | | 13,802 | | | | 543 | |
Granite Ridge Resources Inc | | | 8,700 | | | | 56 | |
Green Plains Inc * | | | 11,190 | | | | 121 | |
Gulfport Energy Corp * | | | 2,100 | | | | 369 | |
Hallador Energy Co * | | | 4,400 | | | | 54 | |
Helix Energy Solutions Group Inc * | | | 24,169 | | | | 258 | |
Helmerich & Payne Inc | | | 15,600 | | | | 540 | |
HF Sinclair Corp | | | 23,300 | | | | 954 | |
HighPeak Energy Inc | | | 1,100 | | | | 17 | |
Innovex International * | | | 7,987 | | | | 130 | |
International Seaways Inc | | | 5,528 | | | | 216 | |
Kinetik Holdings Inc, Cl A | | | 5,100 | | | | 301 | |
Kodiak Gas Services Inc | | | 2,400 | | | | 97 | |
Kosmos Energy Ltd * | | | 71,775 | | | | 283 | |
Liberty Energy Inc, Cl A | | | 26,300 | | | | 484 | |
Magnolia Oil & Gas Corp, Cl A | | | 26,900 | | | | 746 | |
Matador Resources Co | | | 18,700 | | | | 1,122 | |
Murphy Oil Corp | | | 22,400 | | | | 727 | |
Nabors Industries Ltd * | | | 1,991 | | | | 146 | |
NACCO Industries Inc, Cl A | | | 900 | | | | 29 | |
New Fortress Energy Inc, Cl A | | | 10,000 | | | | 107 | |
Newpark Resources Inc * | | | 18,020 | | | | 151 | |
NextDecade Corp * | | | 19,000 | | | | 138 | |
Noble Corp PLC | | | 20,890 | | | | 699 | |
Nordic American Tankers Ltd | | | 34,377 | | | | 92 | |
Northern Oil & Gas Inc | | | 16,100 | | | | 700 | |
NOV Inc | | | 60,800 | | | | 974 | |
Oceaneering International Inc * | | | 15,446 | | | | 463 | |
Oil States International Inc * | | | 16,699 | | | | 92 | |
Ovintiv Inc | | | 39,900 | | | | 1,812 | |
Par Pacific Holdings Inc * | | | 9,986 | | | | 174 | |
Patterson-UTI Energy Inc | | | 59,955 | | | | 504 | |
PBF Energy Inc, Cl A | | | 15,277 | | | | 481 | |
Peabody Energy Corp | | | 21,000 | | | | 501 | |
Permian Resources Corp, Cl A | | | 100,385 | | | | 1,572 | |
ProFrac Holding Corp, Cl A * | | | 3,000 | | | | 27 | |
ProPetro Holding Corp * | | | 13,100 | | | | 110 | |
Range Resources Corp | | | 34,700 | | | | 1,240 | |
REX American Resources Corp * | | | 1,800 | | | | 78 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Riley Exploration Permian Inc | | | 1,200 | | | $ | 42 | |
Ring Energy Inc * | | | 10,000 | | | | 15 | |
RPC Inc | | | 15,199 | | | | 98 | |
Sable Offshore Corp * | | | 8,300 | | | | 195 | |
SandRidge Energy Inc | | | 8,200 | | | | 96 | |
Scorpio Tankers Inc | | | 7,613 | | | | 386 | |
SEACOR Marine Holdings Inc * | | | 7,300 | | | | 50 | |
Seadrill Ltd * | | | 9,400 | | | | 382 | |
Select Water Solutions Inc, Cl A | | | 11,300 | | | | 167 | |
SFL Corp Ltd, Cl B | | | 18,576 | | | | 195 | |
Sitio Royalties Corp, Cl A | | | 11,121 | | | | 264 | |
SM Energy Co | | | 18,213 | | | | 823 | |
Solaris Energy Infrastructure Inc, Cl A | | | 5,400 | | | | 133 | |
Talos Energy Inc * | | | 22,100 | | | | 249 | |
TechnipFMC PLC | | | 65,400 | | | | 2,052 | |
Teekay Corp * | | | 4,200 | | | | 31 | |
Teekay Tankers Ltd, Cl A | | | 3,300 | | | | 133 | |
TETRA Technologies Inc * | | | 9,600 | | | | 37 | |
Tidewater Inc * | | | 7,700 | | | | 398 | |
Transocean Ltd * | | | 119,900 | | | | 528 | |
Uranium Energy Corp * | | | 55,500 | | | | 461 | |
Ur-Energy Inc * | | | 45,200 | | | | 59 | |
VAALCO Energy Inc | | | 15,500 | | | | 79 | |
Valaris Ltd * | | | 9,700 | | | | 448 | |
Viper Energy Inc, Cl A | | | 15,100 | | | | 817 | |
Vital Energy Inc * | | | 3,800 | | | | 125 | |
Vitesse Energy Inc | | | 5,143 | | | | 144 | |
W&T Offshore Inc | | | 21,338 | | | | 41 | |
Weatherford International PLC | | | 11,300 | | | | 930 | |
World Kinect Corp | | | 8,341 | | | | 242 | |
| | | | | | | | |
| | | | | | | 51,280 | |
Financials — 19.0% | | | | |
1st Source Corp | | | 2,758 | | | | 179 | |
ACNB Corp | | | 1,900 | | | | 89 | |
AFC Gamma Inc ‡ | | | 2,800 | | | | 27 | |
Affiliated Managers Group Inc | | | 5,000 | | | | 938 | |
Affirm Holdings Inc, Cl A * | | | 35,100 | | | | 2,457 | |
AGNC Investment Corp ‡ | | | 109,321 | | | | 1,056 | |
Alerus Financial Corp | | | 3,400 | | | | 75 | |
Ally Financial Inc | | | 41,000 | | | | 1,639 | |
Amalgamated Financial Corp | | | 3,000 | | | | 107 | |
Ambac Financial Group Inc * | | | 7,800 | | | | 100 | |
Amerant Bancorp Inc, Cl A | | | 5,100 | | | | 127 | |
American Coastal Insurance Corp * | | | 4,000 | | | | 55 | |
American Financial Group Inc/OH | | | 11,253 | | | | 1,653 | |
Ameris Bancorp | | | 10,462 | | | | 735 | |
AMERISAFE Inc | | | 2,633 | | | | 155 | |
Angel Oak Mortgage REIT Inc ‡ | | | 1,600 | | | | 16 | |
Annaly Capital Management Inc ‡ | | | 74,939 | | | | 1,494 | |
Apollo Commercial Real Estate Finance Inc ‡ | | | 23,419 | | | | 217 | |
Apollo Global Management Inc | | | 79,184 | | | | 13,860 | |
Arbor Realty Trust Inc ‡ | | | 28,600 | | | | 420 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Ares Commercial Real Estate Corp ‡ | | | 9,600 | | | $ | 69 | |
Ares Management Corp, Cl A | | | 27,645 | | | | 4,886 | |
ARMOUR Residential REIT Inc ‡ | | | 5,984 | | | | 113 | |
Arrow Financial Corp | | | 3,349 | | | | 110 | |
Artisan Partners Asset Management Inc, Cl A | | | 9,300 | | | | 454 | |
Associated Banc-Corp | | | 24,036 | | | | 642 | |
Assured Guaranty Ltd | | | 7,987 | | | | 745 | |
Atlantic Union Bankshares Corp | | | 13,590 | | | | 577 | |
Atlanticus Holdings Corp * | | | 1,100 | | | | 64 | |
AvidXchange Holdings Inc * | | | 26,800 | | | | 307 | |
Axis Capital Holdings Ltd | | | 11,668 | | | | 1,086 | |
Axos Financial Inc * | | | 8,736 | | | | 724 | |
B Riley Financial Inc | | | 4,400 | | | | 26 | |
Baldwin Insurance Group Inc/The, Cl A * | | | 10,800 | | | | 529 | |
Banc of California Inc | | | 19,113 | | | | 329 | |
BancFirst Corp | | | 3,250 | | | | 410 | |
Banco Latinoamericano de Comercio Exterior SA, Cl E | | | 3,812 | | | | 130 | |
Bancorp Inc/The * | | | 8,092 | | | | 473 | |
Bank First Corp | | | 1,500 | | | | 160 | |
Bank of Hawaii Corp | | | 6,024 | | | | 476 | |
Bank of Marin Bancorp | | | 3,614 | | | | 91 | |
Bank of NT Butterfield & Son Ltd/The | | | 6,300 | | | | 239 | |
Bank OZK | | | 15,370 | | | | 768 | |
BankUnited Inc | | | 10,996 | | | | 463 | |
Bankwell Financial Group Inc | | | 1,100 | | | | 36 | |
Banner Corp | | | 4,751 | | | | 354 | |
Bar Harbor Bankshares | | | 2,850 | | | | 103 | |
BayCom Corp | | | 3,000 | | | | 87 | |
BCB Bancorp Inc | | | 3,200 | | | | 42 | |
Berkshire Hills Bancorp Inc | | | 5,391 | | | | 164 | |
BGC Group Inc, Cl A | | | 55,936 | | | | 545 | |
Blackstone Mortgage Trust Inc, Cl A ‡ | | | 27,500 | | | | 529 | |
Block Inc, Cl A * | | | 84,109 | | | | 7,448 | |
Blue Foundry Bancorp * | | | 6,000 | | | | 67 | |
Blue Owl Capital Inc, Cl A | | | 75,600 | | | | 1,794 | |
BOK Financial Corp | | | 3,782 | | | | 450 | |
Bread Financial Holdings Inc | | | 6,900 | | | | 406 | |
Bridgewater Bancshares Inc * | | | 6,100 | | | | 91 | |
Brighthouse Financial Inc * | | | 9,500 | | | | 497 | |
Brightsphere Investment Group Inc | | | 4,563 | | | | 142 | |
BrightSpire Capital Inc, Cl A ‡ | | | 21,794 | | | | 138 | |
Brookline Bancorp Inc | | | 9,933 | | | | 125 | |
Burford Capital Ltd | | | 32,900 | | | | 448 | |
Burke & Herbert Financial Services Corp | | | 1,411 | | | | 98 | |
Business First Bancshares Inc | | | 4,300 | | | | 123 | |
Byline Bancorp Inc | | | 5,970 | | | | 188 | |
Cadence Bank | | | 27,131 | | | | 1,036 | |
California BanCorp * | | | 6,100 | | | | 109 | |
Camden National Corp | | | 3,058 | | | | 144 | |
Cannae Holdings Inc | | | 9,262 | | | | 201 | |
Cantaloupe Inc * | | | 4,000 | | | | 36 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Capital Bancorp Inc | | | 1,900 | | | $ | 55 | |
Capital City Bank Group Inc | | | 2,861 | | | | 113 | |
Capitol Federal Financial Inc | | | 12,987 | | | | 87 | |
Carlyle Group Inc/The | | | 33,300 | | | | 1,773 | |
Carter Bankshares Inc * | | | 800 | | | | 15 | |
Cass Information Systems Inc | | | 1,354 | | | | 61 | |
Cathay General Bancorp | | | 10,915 | | | | 568 | |
Central Pacific Financial Corp | | | 2,510 | | | | 80 | |
Chicago Atlantic Real Estate Finance Inc ‡ | | | 900 | | | | 14 | |
Chimera Investment Corp ‡ | | | 12,355 | | | | 183 | |
Citizens & Northern Corp | | | 3,540 | | | | 72 | |
City Holding Co | | | 2,385 | | | | 313 | |
Civista Bancshares Inc | | | 3,400 | | | | 78 | |
Claros Mortgage Trust Inc ‡ | | | 14,700 | | | | 100 | |
CNA Financial Corp | | | 3,375 | | | | 170 | |
CNB Financial Corp/PA | | | 1,948 | | | | 54 | |
CNO Financial Group Inc | | | 15,025 | | | | 599 | |
Coastal Financial Corp/WA * | | | 1,900 | | | | 145 | |
Cohen & Steers Inc | | | 3,936 | | | | 412 | |
Coinbase Global Inc, Cl A * | | | 29,900 | | | | 8,856 | |
Colony Bankcorp Inc | | | 3,700 | | | | 65 | |
Columbia Banking System Inc | | | 30,794 | | | | 955 | |
Columbia Financial Inc * | | | 3,600 | | | | 66 | |
Comerica Inc | | | 20,800 | | | | 1,503 | |
Commerce Bancshares Inc/MO | | | 17,720 | | | | 1,307 | |
Community Financial System Inc | | | 8,251 | | | | 571 | |
Community Trust Bancorp Inc | | | 1,593 | | | | 94 | |
Community West Bancshares | | | 2,800 | | | | 61 | |
Compass Diversified Holdings | | | 10,600 | | | | 251 | |
ConnectOne Bancorp Inc | | | 3,983 | | | | 110 | |
Corebridge Financial Inc | | | 42,000 | | | | 1,360 | |
Crawford & Co, Cl A | | | 5,700 | | | | 68 | |
Credit Acceptance Corp * | | | 912 | | | | 454 | |
CrossFirst Bankshares Inc * | | | 7,500 | | | | 130 | |
Cullen/Frost Bankers Inc | | | 8,905 | | | | 1,252 | |
Customers Bancorp Inc * | | | 4,770 | | | | 269 | |
CVB Financial Corp | | | 19,279 | | | | 451 | |
Dave Inc * | | | 1,300 | | | | 128 | |
Diamond Hill Investment Group Inc | | | 654 | | | | 108 | |
DigitalBridge Group Inc | | | 25,598 | | | | 335 | |
Dime Community Bancshares Inc | | | 6,629 | | | | 238 | |
Donegal Group Inc, Cl A | | | 2,500 | | | | 42 | |
Donnelley Financial Solutions Inc * | | | 4,332 | | | | 261 | |
Dynex Capital Inc ‡ | | | 9,597 | | | | 120 | |
Eagle Bancorp Inc | | | 4,406 | | | | 129 | |
East West Bancorp Inc | | | 21,066 | | | | 2,311 | |
Eastern Bankshares Inc | | | 28,834 | | | | 537 | |
Ellington Financial Inc ‡ | | | 13,700 | | | | 169 | |
Employers Holdings Inc | | | 2,874 | | | | 153 | |
Enact Holdings Inc | | | 3,400 | | | | 120 | |
Encore Capital Group Inc * | | | 3,875 | | | | 191 | |
Enova International Inc * | | | 3,566 | | | | 376 | |
Enstar Group Ltd * | | | 1,951 | | | | 633 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Enterprise Bancorp Inc/MA | | | 548 | | | $ | 20 | |
Enterprise Financial Services Corp | | | 5,165 | | | | 313 | |
Equitable Holdings Inc | | | 50,100 | | | | 2,416 | |
Equity Bancshares Inc, Cl A | | | 1,200 | | | | 58 | |
Esquire Financial Holdings Inc | | | 1,600 | | | | 124 | |
Essent Group Ltd | | | 16,100 | | | | 930 | |
Euronet Worldwide Inc * | | | 6,388 | | | | 672 | |
Evercore Inc, Cl A | | | 5,476 | | | | 1,686 | |
EVERTEC Inc | | | 10,200 | | | | 367 | |
F&G Annuities & Life Inc | | | 2,094 | | | | 101 | |
Farmers & Merchants Bancorp Inc/Archbold OH | | | 3,200 | | | | 107 | |
Farmers National Banc Corp | | | 6,800 | | | | 106 | |
FB Financial Corp | | | 5,802 | | | | 328 | |
Federal Agricultural Mortgage Corp, Cl C | | | 1,288 | | | | 275 | |
Fidelis Insurance Holdings Ltd | | | 5,600 | | | | 115 | |
Fidelity D&D Bancorp Inc | | | 100 | | | | 5 | |
Fidelity National Financial Inc | | | 39,666 | | | | 2,514 | |
Financial Institutions Inc | | | 3,243 | | | | 88 | |
First American Financial Corp | | | 15,372 | | | | 1,078 | |
First Bancorp Inc/The | | | 3,052 | | | | 87 | |
First BanCorp/Puerto Rico | | | 24,016 | | | | 497 | |
First Bancorp/Southern Pines NC | | | 7,045 | | | | 333 | |
First Bancshares Inc/The | | | 4,600 | | | | 171 | |
First Bank/Hamilton NJ | | | 3,700 | | | | 55 | |
First Busey Corp | | | 6,492 | | | | 173 | |
First Business Financial Services Inc | | | 1,800 | | | | 90 | |
First Citizens BancShares Inc/NC, Cl A | | | 1,802 | | | | 4,136 | |
First Commonwealth Financial Corp | | | 13,701 | | | | 258 | |
First Community Bankshares Inc | | | 2,342 | | | | 108 | |
First Financial Bancorp | | | 13,333 | | | | 394 | |
First Financial Bankshares Inc | | | 18,912 | | | | 788 | |
First Financial Corp/IN | | | 2,412 | | | | 118 | |
First Foundation Inc | | | 9,100 | | | | 72 | |
First Hawaiian Inc | | | 20,100 | | | | 555 | |
First Horizon Corp | | | 80,825 | | | | 1,708 | |
First Internet Bancorp | | | 100 | | | | 4 | |
First Interstate BancSystem Inc, Cl A | | | 12,916 | | | | 452 | |
First Merchants Corp | | | 9,618 | | | | 421 | |
First Mid Bancshares Inc | | | 3,572 | | | | 150 | |
First of Long Island Corp/The | | | 4,995 | | | | 72 | |
First Western Financial Inc * | | | 1,800 | | | | 40 | |
FirstCash Holdings Inc | | | 6,120 | | | | 666 | |
Five Star Bancorp | | | 2,800 | | | | 92 | |
Flushing Financial Corp | | | 6,070 | | | | 108 | |
Flywire Corp * | | | 18,900 | | | | 429 | |
FNB Corp/PA | | | 53,589 | | | | 919 | |
Forge Global Holdings Inc * | | | 31,460 | | | | 34 | |
Franklin BSP Realty Trust Inc ‡ | | | 15,254 | | | | 200 | |
Fulton Financial Corp | | | 25,812 | | | | 557 | |
FVCBankcorp Inc * | | | 3,375 | | | | 49 | |
GCM Grosvenor Inc, Cl A | | | 10,000 | | | | 124 | |
Genworth Financial Inc, Cl A * | | | 63,600 | | | | 496 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
German American Bancorp Inc | | | 3,566 | | | $ | 160 | |
Glacier Bancorp Inc | | | 17,975 | | | | 1,041 | |
Goosehead Insurance Inc, Cl A * | | | 3,000 | | | | 378 | |
Granite Point Mortgage Trust Inc ‡ | | | 10,941 | | | | 39 | |
Great Southern Bancorp Inc | | | 1,099 | | | | 70 | |
Green Dot Corp, Cl A * | | | 9,255 | | | | 95 | |
Greene County Bancorp Inc | | | 1,020 | | | | 31 | |
Greenlight Capital Re Ltd, Cl A * | | | 6,409 | | | | 96 | |
Guaranty Bancshares Inc/TX | | | 1,500 | | | | 55 | |
HA Sustainable Infrastructure Capital Inc ‡ | | | 18,500 | | | | 580 | |
Hamilton Insurance Group Ltd, Cl B * | | | 8,000 | | | | 153 | |
Hamilton Lane Inc, Cl A | | | 6,000 | | | | 1,154 | |
Hancock Whitney Corp | | | 13,914 | | | | 826 | |
Hanmi Financial Corp | | | 2,678 | | | | 71 | |
Hanover Insurance Group Inc/The | | | 5,217 | | | | 861 | |
HarborOne Bancorp Inc | | | 3,020 | | | | 39 | |
HBT Financial Inc | | | 2,200 | | | | 53 | |
HCI Group Inc | | | 1,115 | | | | 136 | |
Heartland Financial USA Inc | | | 6,075 | | | | 410 | |
Heritage Commerce Corp | | | 4,500 | | | | 48 | |
Heritage Financial Corp/WA | | | 3,571 | | | | 94 | |
Heritage Insurance Holdings Inc * | | | 5,700 | | | | 71 | |
Hilltop Holdings Inc | | | 7,700 | | | | 244 | |
Hingham Institution For Savings The | | | 300 | | | | 85 | |
Hippo Holdings Inc * | | | 3,484 | | | | 115 | |
Home Bancorp Inc | | | 1,800 | | | | 91 | |
Home BancShares Inc/AR | | | 27,932 | | | | 887 | |
HomeStreet Inc | | | 4,372 | | | | 52 | |
HomeTrust Bancshares Inc | | | 1,002 | | | | 37 | |
Hope Bancorp Inc | | | 19,295 | | | | 263 | |
Horace Mann Educators Corp | | | 6,714 | | | | 281 | |
Horizon Bancorp Inc/IN | | | 4,625 | | | | 85 | |
Houlihan Lokey Inc, Cl A | | | 7,700 | | | | 1,456 | |
I3 Verticals Inc, Cl A * | | | 4,800 | | | | 119 | |
Independent Bank Corp | | | 6,220 | | | | 450 | |
Independent Bank Corp/MI | | | 3,300 | | | | 124 | |
Independent Bank Group Inc | | | 6,002 | | | | 402 | |
Interactive Brokers Group Inc, Cl A | | | 16,127 | | | | 3,082 | |
International Bancshares Corp | | | 7,550 | | | | 552 | |
International Money Express Inc * | | | 5,400 | | | | 114 | |
Invesco Mortgage Capital Inc ‡ | | | 8,009 | | | | 67 | |
Investors Title Co | | | 100 | | | | 29 | |
Jackson Financial Inc, Cl A | | | 12,000 | | | | 1,202 | |
James River Group Holdings Ltd | | | 8,200 | | | | 38 | |
Janus Henderson Group PLC | | | 19,700 | | | | 892 | |
Jefferies Financial Group Inc | | | 26,000 | | | | 2,058 | |
John Marshall Bancorp Inc | | | 2,700 | | | | 61 | |
Kearny Financial Corp/MD | | | 10,929 | | | | 87 | |
Kemper Corp | | | 9,673 | | | | 692 | |
Kinsale Capital Group Inc | | | 3,400 | | | | 1,729 | |
KKR Real Estate Finance Trust Inc ‡ | | | 12,500 | | | | 145 | |
Ladder Capital Corp, Cl A ‡ | | | 15,962 | | | | 189 | |
Lakeland Financial Corp | | | 3,157 | | | | 232 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Lazard Inc, Cl A | | | 16,031 | | | $ | 931 | |
Lemonade Inc * | | | 6,800 | | | | 352 | |
LendingClub Corp * | | | 13,700 | | | | 228 | |
LendingTree Inc * | | | 700 | | | | 31 | |
Lincoln National Corp | | | 26,000 | | | | 924 | |
Live Oak Bancshares Inc | | | 4,800 | | | | 228 | |
LPL Financial Holdings Inc | | | 11,162 | | | | 3,629 | |
Markel Group Inc * | | | 1,983 | | | | 3,536 | |
Marqeta Inc, Cl A * | | | 76,800 | | | | 298 | |
MBIA Inc | | | 10,982 | | | | 76 | |
Mercantile Bank Corp | | | 1,657 | | | | 83 | |
Merchants Bancorp/IN | | | 3,300 | | | | 136 | |
Mercury General Corp | | | 3,878 | | | | 306 | |
Metrocity Bankshares Inc | | | 3,800 | | | | 130 | |
Metropolitan Bank Holding Corp * | | | 2,100 | | | | 136 | |
MFA Financial Inc ‡ | | | 16,624 | | | | 185 | |
MGIC Investment Corp | | | 37,318 | | | | 980 | |
Mid Penn Bancorp Inc | | | 3,200 | | | | 103 | |
Midland States Bancorp Inc | | | 2,600 | | | | 70 | |
MidWestOne Financial Group Inc | | | 3,169 | | | | 104 | |
Moelis & Co, Cl A | | | 10,600 | | | | 816 | |
Moneylion Inc * | | | 1,400 | | | | 128 | |
Morningstar Inc | | | 3,920 | | | | 1,388 | |
Mr Cooper Group Inc * | | | 9,471 | | | | 934 | |
MVB Financial Corp | | | 2,400 | | | | 52 | |
National Bank Holdings Corp, Cl A | | | 6,400 | | | | 306 | |
Navient Corp | | | 13,300 | | | | 207 | |
NB Bancorp Inc * | | | 6,400 | | | | 129 | |
NBT Bancorp Inc | | | 6,308 | | | | 316 | |
NCR Atleos Corp * | | | 9,941 | | | | 326 | |
Nelnet Inc, Cl A | | | 1,931 | | | | 210 | |
NerdWallet Inc, Cl A * | | | 5,800 | | | | 81 | |
New York Community Bancorp Inc | | | 38,105 | | | | 456 | |
New York Mortgage Trust Inc ‡ | | | 7,759 | | | | 48 | |
NewtekOne Inc | | | 4,600 | | | | 67 | |
Nexpoint Real Estate Finance Inc ‡ | | | 1,600 | | | | 28 | |
NI Holdings Inc * | | | 2,300 | | | | 37 | |
Nicolet Bankshares Inc | | | 2,200 | | | | 245 | |
NMI Holdings Inc, Cl A * | | | 13,000 | | | | 520 | |
Northeast Bank | | | 600 | | | | 59 | |
Northeast Community Bancorp Inc | | | 300 | | | | 9 | |
Northfield Bancorp Inc | | | 2,905 | | | | 39 | |
Northrim BanCorp Inc | | | 900 | | | | 77 | |
Northwest Bancshares Inc | | | 18,579 | | | | 273 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 481,300 | | | | 6,031 | |
OceanFirst Financial Corp | | | 9,468 | | | | 196 | |
OFG Bancorp | | | 7,625 | | | | 346 | |
Old National Bancorp/IN | | | 47,333 | | | | 1,096 | |
Old Republic International Corp | | | 37,144 | | | | 1,447 | |
Old Second Bancorp Inc | | | 4,400 | | | | 82 | |
OmniAB Inc. * | | | 2,598 | | | | — | |
OneMain Holdings Inc, Cl A | | | 16,500 | | | | 946 | |
Open Lending Corp, Cl A * | | | 9,900 | | | | 63 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Orange County Bancorp Inc | | | 1,000 | | | $ | 60 | |
Orchid Island Capital Inc, Cl A ‡ | | | 7,420 | | | | 58 | |
Origin Bancorp Inc | | | 5,000 | | | | 172 | |
Orrstown Financial Services Inc | | | 3,000 | | | | 118 | |
Oscar Health Inc, Cl A * | | | 29,500 | | | | 511 | |
P10 Inc, Cl A | | | 8,600 | | | | 121 | |
Pacific Premier Bancorp Inc | | | 14,636 | | | | 416 | |
Pagseguro Digital Ltd, Cl A * | | | 31,200 | | | | 229 | |
Palomar Holdings Inc, Cl A * | | | 4,000 | | | | 433 | |
Park National Corp | | | 2,405 | | | | 458 | |
Parke Bancorp Inc | | | 2,200 | | | | 52 | |
Pathward Financial Inc | | | 4,200 | | | | 352 | |
Patria Investments Ltd, Cl A | | | 10,800 | | | | 129 | |
Payoneer Global Inc * | | | 44,700 | | | | 488 | |
Paysafe Ltd * | | | 3,467 | | | | 69 | |
PCB Bancorp | | | 2,600 | | | | 56 | |
Peapack-Gladstone Financial Corp | | | 3,154 | | | | 114 | |
PennyMac Financial Services Inc | | | 3,900 | | | | 418 | |
PennyMac Mortgage Investment Trust ‡ | | | 14,463 | | | | 197 | |
Peoples Bancorp Inc/OH | | | 5,572 | | | | 195 | |
Peoples Financial Services Corp | | | 1,600 | | | | 88 | |
Perella Weinberg Partners, Cl A | | | 8,600 | | | | 221 | |
Pinnacle Financial Partners Inc | | | 11,527 | | | | 1,465 | |
Pioneer Bancorp Inc/NY * | | | 2,700 | | | | 32 | |
Piper Sandler Cos | | | 2,577 | | | | 884 | |
PJT Partners Inc, Cl A | | | 3,700 | | | | 619 | |
Popular Inc | | | 10,756 | | | | 1,069 | |
PRA Group Inc * | | | 7,658 | | | | 162 | |
Preferred Bank/Los Angeles CA | | | 1,537 | | | | 145 | |
Premier Financial Corp | | | 6,876 | | | | 191 | |
Primerica Inc | | | 5,129 | | | | 1,553 | |
Primis Financial Corp | | | 6,000 | | | | 75 | |
Priority Technology Holdings Inc * | | | 1,600 | | | | 15 | |
ProAssurance Corp * | | | 4,925 | | | | 82 | |
PROG Holdings Inc | | | 6,978 | | | | 340 | |
Prosperity Bancshares Inc | | | 13,335 | | | | 1,117 | |
Provident Financial Services Inc | | | 18,119 | | | | 383 | |
QCR Holdings Inc | | | 2,600 | | | | 239 | |
Radian Group Inc | | | 24,048 | | | | 861 | |
RBB Bancorp | | | 2,600 | | | | 62 | |
Ready Capital Corp ‡ | | | 29,838 | | | | 220 | |
Red River Bancshares Inc | | | 1,200 | | | | 72 | |
Redwood Trust Inc ‡ | | | 15,505 | | | | 111 | |
Regional Management Corp | | | 1,700 | | | | 52 | |
Reinsurance Group of America Inc, Cl A | | | 10,216 | | | | 2,333 | |
Remitly Global Inc * | | | 21,000 | | | | 432 | |
RenaissanceRe Holdings Ltd | | | 7,906 | | | | 2,262 | |
Renasant Corp | | | 9,060 | | | | 341 | |
Repay Holdings Corp, Cl A * | | | 14,200 | | | | 115 | |
Republic Bancorp Inc/KY, Cl A | | | 798 | | | | 61 | |
Rithm Capital Corp ‡ | | | 75,488 | | | | 849 | |
RLI Corp | | | 6,182 | | | | 1,087 | |
Robinhood Markets Inc, Cl A * | | | 99,900 | | | | 3,750 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Rocket Cos Inc, Cl A * | | | 21,000 | | | $ | 305 | |
Root Inc/OH, Cl A * | | | 1,400 | | | | 140 | |
Ryan Specialty Holdings Inc, Cl A | | | 15,200 | | | | 1,146 | |
S&T Bancorp Inc | | | 6,232 | | | | 267 | |
Safety Insurance Group Inc | | | 2,431 | | | | 209 | |
Sandy Spring Bancorp Inc | | | 7,010 | | | | 264 | |
Seacoast Banking Corp of Florida | | | 11,881 | | | | 356 | |
SEI Investments Co | | | 15,219 | | | | 1,258 | |
Selective Insurance Group Inc | | | 8,784 | | | | 897 | |
Selectquote Inc * | | | 28,700 | | | | 86 | |
ServisFirst Bancshares Inc | | | 8,100 | | | | 776 | |
Sezzle Inc * | | | 200 | | | | 85 | |
Shift4 Payments Inc, Cl A * | | | 9,000 | | | | 1,027 | |
Shore Bancshares Inc | | | 1,800 | | | | 30 | |
Sierra Bancorp | | | 2,978 | | | | 94 | |
Simmons First National Corp, Cl A | | | 19,253 | | | | 471 | |
SiriusPoint Ltd * | | | 16,300 | | | | 251 | |
Skyward Specialty Insurance Group Inc * | | | 6,100 | | | | 330 | |
SLM Corp | | | 32,620 | | | | 893 | |
SmartFinancial Inc | | | 3,100 | | | | 112 | |
SoFi Technologies Inc * | | | 153,800 | | | | 2,524 | |
South Plains Financial Inc | | | 2,400 | | | | 93 | |
Southern First Bancshares Inc * | | | 1,491 | | | | 67 | |
Southern Missouri Bancorp Inc | | | 1,900 | | | | 125 | |
Southside Bancshares Inc | | | 4,762 | | | | 167 | |
SouthState Corp | | | 11,484 | | | | 1,271 | |
Starwood Property Trust Inc ‡ | | | 48,680 | | | | 992 | |
Stellar Bancorp Inc | | | 6,340 | | | | 197 | |
StepStone Group Inc, Cl A | | | 8,800 | | | | 580 | |
Sterling Bancorp Inc/MI * | | | 2,158 | | | | 10 | |
Stewart Information Services Corp | | | 4,541 | | | | 341 | |
Stifel Financial Corp | | | 14,873 | | | | 1,722 | |
Stock Yards Bancorp Inc | | | 4,502 | | | | 343 | |
StoneCo Ltd, Cl A * | | | 47,400 | | | | 449 | |
StoneX Group Inc * | | | 4,052 | | | | 420 | |
Sunrise Realty Trust Inc ‡ | | | 933 | | | | 14 | |
Synovus Financial Corp | | | 21,992 | | | | 1,255 | |
Texas Capital Bancshares Inc * | | | 6,623 | | | | 586 | |
TFS Financial Corp | | | 4,943 | | | | 70 | |
Third Coast Bancshares Inc * | | | 800 | | | | 28 | |
Tiptree Inc | | | 5,100 | | | | 116 | |
Toast Inc, Cl A * | | | 67,800 | | | | 2,952 | |
Tompkins Financial Corp | | | 1,305 | | | | 100 | |
Towne Bank/Portsmouth VA | | | 11,567 | | | | 424 | |
TPG Inc, Cl A | | | 12,500 | | | | 874 | |
TPG RE Finance Trust Inc ‡ | | | 4,600 | | | | 42 | |
Tradeweb Markets Inc, Cl A | | | 18,000 | | | | 2,439 | |
TriCo Bancshares | | | 4,009 | | | | 194 | |
Triumph Financial Inc * | | | 3,600 | | | | 386 | |
Trupanion Inc * | | | 5,400 | | | | 288 | |
TrustCo Bank Corp NY | | | 1,825 | | | | 68 | |
Trustmark Corp | | | 9,039 | | | | 353 | |
Two Harbors Investment Corp ‡ | | | 14,210 | | | | 167 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
UMB Financial Corp | | | 6,945 | | | $ | 872 | |
United Bankshares Inc/WV | | | 19,256 | | | | 814 | |
United Community Banks Inc/GA | | | 18,118 | | | | 613 | |
United Fire Group Inc | | | 4,171 | | | | 128 | |
Unity Bancorp Inc | | | 100 | | | | 5 | |
Universal Insurance Holdings Inc | | | 1,900 | | | | 43 | |
Univest Financial Corp | | | 4,715 | | | | 150 | |
Unum Group | | | 28,100 | | | | 2,161 | |
Upstart Holdings Inc * | | | 11,100 | | | | 875 | |
USCB Financial Holdings Inc | | | 2,200 | | | | 45 | |
UWM Holdings Corp | | | 14,600 | | | | 95 | |
Valley National Bancorp | | | 68,968 | | | | 734 | |
Value Line Inc | | | 300 | | | | 16 | |
Velocity Financial Inc * | | | 1,800 | | | | 37 | |
Veritex Holdings Inc | | | 6,739 | | | | 205 | |
Victory Capital Holdings Inc, Cl A | | | 6,800 | | | | 472 | |
Virtu Financial Inc, Cl A | | | 13,700 | | | | 511 | |
Virtus Investment Partners Inc | | | 1,158 | | | | 286 | |
Voya Financial Inc | | | 15,100 | | | | 1,253 | |
WaFd Inc | | | 9,418 | | | | 344 | |
Walker & Dunlop Inc | | | 5,023 | | | | 553 | |
Washington Trust Bancorp Inc | | | 1,670 | | | | 62 | |
Waterstone Financial Inc | | | 4,000 | | | | 60 | |
Webster Financial Corp | | | 25,229 | | | | 1,559 | |
WesBanco Inc | | | 8,609 | | | | 304 | |
West BanCorp Inc | | | 3,785 | | | | 90 | |
Westamerica BanCorp | | | 3,255 | | | | 186 | |
Western Alliance Bancorp | | | 16,061 | | | | 1,503 | |
Western Union Co/The | | | 52,200 | | | | 575 | |
WEX Inc * | | | 6,176 | | | | 1,165 | |
White Mountains Insurance Group Ltd | | | 362 | | | | 728 | |
Wintrust Financial Corp | | | 9,561 | | | | 1,319 | |
WisdomTree Inc | | | 21,375 | | | | 255 | |
World Acceptance Corp * | | | 476 | | | | 58 | |
WSFS Financial Corp | | | 8,112 | | | | 487 | |
XP Inc, Cl A | | | 65,000 | | | | 880 | |
Zions Bancorp NA | | | 22,400 | | | | 1,356 | |
| | | | | | | | |
| | | | | | | 236,028 | |
Health Care — 10.7% | | | | |
10X Genomics Inc, Cl A * | | | 15,000 | | | | 239 | |
2seventy bio Inc * | | | 8,200 | | | | 33 | |
4D Molecular Therapeutics Inc * | | | 7,700 | | | | 60 | |
89bio Inc * | | | 12,200 | | | | 110 | |
Absci Corp * | | | 13,100 | | | | 40 | |
Acadia Healthcare Co Inc * | | | 13,887 | | | | 564 | |
ACADIA Pharmaceuticals Inc * | | | 19,100 | | | | 312 | |
Accolade Inc * | | | 11,200 | | | | 43 | |
Accuray Inc * | | | 18,400 | | | | 41 | |
ACELYRIN Inc * | | | 8,700 | | | | 40 | |
AdaptHealth Corp, Cl A * | | | 15,400 | | | | 154 | |
Adaptive Biotechnologies Corp * | | | 23,700 | | | | 141 | |
Addus HomeCare Corp * | | | 3,000 | | | | 369 | |
ADMA Biologics Inc * | | | 32,600 | | | | 656 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Aerovate Therapeutics Inc * | | | 2,200 | | | $ | 6 | |
Agenus Inc * | | | 2,865 | | | | 10 | |
agilon health Inc * | | | 42,900 | | | | 90 | |
Agios Pharmaceuticals Inc * | | | 9,400 | | | | 558 | |
AirSculpt Technologies Inc * | | | 1,400 | | | | 10 | |
Akebia Therapeutics Inc * | | | 6,000 | | | | 12 | |
Akero Therapeutics Inc * | | | 10,400 | | | | 334 | |
Akoya Biosciences Inc * | | | 1,600 | | | | 4 | |
Aldeyra Therapeutics Inc * | | | 9,200 | | | | 45 | |
Alector Inc * | | | 13,000 | | | | 34 | |
Alignment Healthcare Inc * | | | 17,000 | | | | 214 | |
Alkermes PLC * | | | 23,453 | | | | 681 | |
Allogene Therapeutics Inc * | | | 20,200 | | | | 50 | |
Alnylam Pharmaceuticals Inc * | | | 19,389 | | | | 4,907 | |
Alphatec Holdings Inc * | | | 17,300 | | | | 181 | |
Altimmune Inc * | | | 11,800 | | | | 101 | |
ALX Oncology Holdings Inc * | | | 4,300 | | | | 6 | |
Amedisys Inc * | | | 4,771 | | | | 436 | |
Amicus Therapeutics Inc * | | | 42,100 | | | | 420 | |
AMN Healthcare Services Inc * | | | 5,809 | | | | 151 | |
Amneal Pharmaceuticals Inc * | | | 23,588 | | | | 195 | |
Amphastar Pharmaceuticals Inc * | | | 5,300 | | | | 240 | |
AnaptysBio Inc * | | | 1,900 | | | | 47 | |
Anavex Life Sciences Corp * | | | 15,300 | | | | 145 | |
AngioDynamics Inc * | | | 8,570 | | | | 59 | |
ANI Pharmaceuticals Inc * | | | 2,500 | | | | 143 | |
Anika Therapeutics Inc * | | | 3,070 | | | | 54 | |
Annexon Inc * | | | 17,700 | | | | 95 | |
Apellis Pharmaceuticals Inc * | | | 17,400 | | | | 590 | |
Apogee Therapeutics Inc * | | | 5,000 | | | | 226 | |
Applied Therapeutics Inc * | | | 15,800 | | | | 32 | |
Aquestive Therapeutics * | | | 18,500 | | | | 94 | |
Arbutus Biopharma Corp * | | | 16,700 | | | | 58 | |
Arcellx Inc * | | | 6,800 | | | | 599 | |
Arcturus Therapeutics Holdings Inc * | | | 3,100 | | | | 57 | |
Arcus Biosciences Inc * | | | 10,600 | | | | 164 | |
Arcutis Biotherapeutics Inc * | | | 17,500 | | | | 228 | |
Ardelyx Inc * | | | 42,200 | | | | 239 | |
ArriVent Biopharma * | | | 2,900 | | | | 87 | |
Arrowhead Pharmaceuticals Inc * | | | 17,100 | | | | 445 | |
ARS Pharmaceuticals Inc * | | | 8,100 | | | | 118 | |
Artivion Inc * | | | 4,845 | | | | 143 | |
Arvinas Inc * | | | 8,600 | | | | 230 | |
Astrana Health Inc * | | | 7,100 | | | | 307 | |
Astria Therapeutics Inc * | | | 3,100 | | | | 32 | |
Atea Pharmaceuticals Inc * | | | 15,000 | | | | 51 | |
AtriCure Inc * | | | 5,920 | | | | 214 | |
Aura Biosciences Inc * | | | 2,200 | | | | 20 | |
Aurinia Pharmaceuticals Inc * | | | 16,100 | | | | 143 | |
Avadel Pharmaceuticals PLC * | | | 15,200 | | | | 168 | |
Avanos Medical Inc * | | | 7,800 | | | | 149 | |
Avantor Inc * | | | 103,851 | | | | 2,187 | |
Aveanna Healthcare Holdings Inc * | | | 10,800 | | | | 63 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Avid Bioservices Inc * | | | 6,700 | | | $ | 82 | |
Avidity Biosciences Inc * | | | 16,600 | | | | 714 | |
Avita Medical Inc * | | | 5,000 | | | | 64 | |
Axogen Inc * | | | 9,085 | | | | 126 | |
Axsome Therapeutics Inc * | | | 5,300 | | | | 521 | |
Azenta Inc * | | | 7,803 | | | | 361 | |
Beam Therapeutics Inc * | | | 10,600 | | | | 290 | |
BioCryst Pharmaceuticals Inc * | | | 27,700 | | | | 208 | |
Biohaven Ltd * | | | 12,350 | | | | 568 | |
BioLife Solutions Inc * | | | 3,800 | | | | 104 | |
BioMarin Pharmaceutical Inc * | | | 29,346 | | | | 1,938 | |
Biomea Fusion Inc * | | | 3,900 | | | | 28 | |
Bio-Rad Laboratories Inc, Cl A * | | | 2,900 | | | | 988 | |
Bioventus Inc, Cl A * | | | 8,800 | | | | 108 | |
Bluebird Bio Inc * | | | 14,400 | | | | 6 | |
Blueprint Medicines Corp * | | | 9,400 | | | | 906 | |
Bridgebio Pharma Inc * | | | 19,435 | | | | 526 | |
BrightSpring Health Services Inc * | | | 5,600 | | | | 108 | |
Brookdale Senior Living Inc, Cl A * | | | 24,509 | | | | 139 | |
Bruker Corp | | | 16,032 | | | | 929 | |
C4 Therapeutics Inc * | | | 9,600 | | | | 44 | |
Cabaletta Bio Inc * | | | 7,500 | | | | 29 | |
Capricor Therapeutics * | | | 1,300 | | | | 25 | |
CareDx Inc * | | | 9,000 | | | | 221 | |
Cargo Therapeutics Inc * | | | 6,800 | | | | 124 | |
Caribou Biosciences Inc * | | | 15,100 | | | | 33 | |
Cassava Sciences Inc * | | | 4,700 | | | | 18 | |
Castle Biosciences Inc * | | | 4,600 | | | | 139 | |
Catalyst Pharmaceuticals Inc * | | | 15,200 | | | | 335 | |
Celcuity Inc * | | | 1,000 | | | | 13 | |
Celldex Therapeutics Inc * | | | 9,300 | | | | 255 | |
Century Therapeutics Inc * | | | 2,500 | | | | 4 | |
Certara Inc * | | | 17,764 | | | | 199 | |
Cerus Corp * | | | 38,497 | | | | 71 | |
CG oncology Inc * | | | 8,300 | | | | 288 | |
Chemed Corp | | | 2,345 | | | | 1,342 | |
ChromaDex Corp * | | | 800 | | | | 6 | |
Codexis Inc * | | | 13,961 | | | | 64 | |
Cogent Biosciences Inc * | | | 14,000 | | | | 133 | |
Coherus Biosciences Inc * | | | 14,800 | | | | 18 | |
Collegium Pharmaceutical Inc * | | | 4,900 | | | | 149 | |
Community Health Systems Inc * | | | 12,629 | | | | 43 | |
Concentra Group Holdings Parent Inc * | | | 1,222 | | | | 27 | |
CONMED Corp | | | 4,208 | | | | 312 | |
Corbus Pharmaceuticals Holdings Inc * | | | 1,700 | | | | 30 | |
Corcept Therapeutics Inc * | | | 12,000 | | | | 692 | |
CorMedix Inc * | | | 9,000 | | | | 89 | |
CorVel Corp * | | | 1,234 | | | | 451 | |
Crinetics Pharmaceuticals Inc * | | | 12,800 | | | | 732 | |
Cross Country Healthcare Inc * | | | 7,179 | | | | 77 | |
CryoPort Inc * | | | 9,400 | | | | 67 | |
Cullinan Therapeutics Inc * | | | 6,400 | | | | 86 | |
CVRx Inc * | | | 2,900 | | | | 44 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cytek Biosciences Inc * | | | 23,200 | | | $ | 152 | |
Cytokinetics Inc * | | | 17,900 | | | | 928 | |
Day One Biopharmaceuticals Inc * | | | 8,500 | | | | 118 | |
Definitive Healthcare Corp, Cl A * | | | 7,300 | | | | 35 | |
Denali Therapeutics Inc * | | | 18,100 | | | | 453 | |
DENTSPLY SIRONA Inc | | | 31,000 | | | | 609 | |
Design Therapeutics Inc * | | | 7,800 | | | | 47 | |
Dianthus Therapeutics Inc * | | | 3,900 | | | | 94 | |
Disc Medicine Inc, Cl A * | | | 2,700 | | | | 171 | |
DocGo Inc * | | | 13,700 | | | | 59 | |
Doximity Inc, Cl A * | | | 19,300 | | | | 1,023 | |
Dynavax Technologies Corp, Cl A * | | | 17,389 | | | | 224 | |
Dyne Therapeutics Inc * | | | 13,000 | | | | 398 | |
Edgewise Therapeutics Inc * | | | 11,900 | | | | 393 | |
Editas Medicine Inc, Cl A * | | | 15,400 | | | | 35 | |
Elanco Animal Health Inc * | | | 75,200 | | | | 993 | |
Embecta Corp | | | 6,500 | | | | 135 | |
Enanta Pharmaceuticals Inc * | | | 4,700 | | | | 40 | |
Encompass Health Corp | | | 14,841 | | | | 1,528 | |
Enhabit Inc * | | | 10,870 | | | | 84 | |
Enliven Therapeutics Inc * | | | 4,600 | | | | 112 | |
Enovis Corp * | | | 8,363 | | | | 408 | |
Ensign Group Inc/The | | | 8,436 | | | | 1,233 | |
Entrada Therapeutics Inc * | | | 4,200 | | | | 84 | |
Envista Holdings Corp * | | | 26,400 | | | | 588 | |
Erasca Inc * | | | 14,600 | | | | 42 | |
Esperion Therapeutics Inc * | | | 31,100 | | | | 87 | |
Evolent Health Inc, Cl A * | | | 17,700 | | | | 229 | |
Evolus Inc * | | | 11,000 | | | | 151 | |
Exact Sciences Corp * | | | 28,126 | | | | 1,746 | |
Exelixis Inc * | | | 43,700 | | | | 1,593 | |
EyePoint Pharmaceuticals Inc * | | | 4,500 | | | | 40 | |
Fate Therapeutics Inc * | | | 18,600 | | | | 59 | |
Foghorn Therapeutics Inc * | | | 4,200 | | | | 34 | |
Fortrea Holdings Inc * | | | 14,200 | | | | 299 | |
Fulcrum Therapeutics Inc * | | | 10,200 | | | | 39 | |
Fulgent Genetics Inc * | | | 4,700 | | | | 86 | |
GeneDx Holdings Corp, Cl A * | | | 2,000 | | | | 157 | |
Generation Bio Co * | | | 9,900 | | | | 15 | |
Geron Corp * | | | 98,170 | | | | 404 | |
Glaukos Corp * | | | 7,649 | | | | 1,099 | |
Globus Medical Inc, Cl A * | | | 17,158 | | | | 1,469 | |
GRAIL Inc * | | | 4,633 | | | | 81 | |
Guardant Health Inc * | | | 18,800 | | | | 669 | |
Haemonetics Corp * | | | 8,047 | | | | 704 | |
Halozyme Therapeutics Inc * | | | 19,658 | | | | 948 | |
Harmony Biosciences Holdings Inc * | | | 5,300 | | | | 184 | |
Harrow Inc * | | | 5,200 | | | | 218 | |
Health Catalyst Inc * | | | 12,300 | | | | 109 | |
HealthEquity Inc * | | | 12,300 | | | | 1,249 | |
HealthStream Inc | | | 3,964 | | | | 131 | |
Heron Therapeutics Inc * | | | 20,900 | | | | 25 | |
HilleVax Inc * | | | 2,600 | | | | 5 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Hims & Hers Health Inc * | | | 27,100 | | | $ | 873 | |
Humacyte Inc * | | | 14,991 | | | | 68 | |
ICU Medical Inc * | | | 3,127 | | | | 513 | |
Ideaya Biosciences Inc * | | | 12,300 | | | | 337 | |
IGM Biosciences Inc * | | | 1,200 | | | | 12 | |
Illumina Inc * | | | 23,900 | | | | 3,445 | |
ImmunityBio Inc * | | | 20,800 | | | | 105 | |
Immunome Inc * | | | 8,500 | | | | 115 | |
Immunovant Inc * | | | 10,200 | | | | 288 | |
Inari Medical Inc * | | | 8,500 | | | | 441 | |
Inmode Ltd * | | | 12,000 | | | | 234 | |
Innovage Holding Corp * | | | 3,900 | | | | 19 | |
Innoviva Inc * | | | 9,309 | | | | 177 | |
Inogen Inc * | | | 4,100 | | | | 40 | |
Inozyme Pharma Inc * | | | 8,500 | | | | 23 | |
Insmed Inc * | | | 23,800 | | | | 1,789 | |
Inspire Medical Systems Inc * | | | 4,300 | | | | 829 | |
Integer Holdings Corp * | | | 4,930 | | | | 693 | |
Integra LifeSciences Holdings Corp * | | | 11,304 | | | | 278 | |
Intellia Therapeutics Inc * | | | 16,400 | | | | 256 | |
Intra-Cellular Therapies Inc * | | | 15,700 | | | | 1,345 | |
Ionis Pharmaceuticals Inc * | | | 23,594 | | | | 843 | |
Iovance Biotherapeutics Inc * | | | 38,300 | | | | 357 | |
iRadimed Corp | | | 1,100 | | | | 59 | |
iRhythm Technologies Inc * | | | 4,300 | | | | 374 | |
Ironwood Pharmaceuticals Inc, Cl A * | | | 27,354 | | | | 96 | |
iTeos Therapeutics Inc * | | | 4,600 | | | | 39 | |
Janux Therapeutics Inc * | | | 4,600 | | | | 208 | |
Jasper Therapeutics Inc * | | | 1,900 | | | | 43 | |
Jazz Pharmaceuticals PLC * | | | 9,700 | | | | 1,179 | |
Joint Corp/The * | | | 3,000 | | | | 35 | |
KalVista Pharmaceuticals Inc * | | | 4,700 | | | | 47 | |
Keros Therapeutics Inc * | | | 4,800 | | | | 277 | |
Kiniksa Pharmaceuticals International PLC, Cl A * | | | 6,700 | | | | 148 | |
Kodiak Sciences Inc * | | | 7,600 | | | | 51 | |
Krystal Biotech Inc * | | | 3,700 | | | | 730 | |
Kura Oncology Inc * | | | 9,400 | | | | 104 | |
Kymera Therapeutics Inc * | | | 7,600 | | | | 356 | |
Lantheus Holdings Inc * | | | 10,700 | | | | 955 | |
Larimar Therapeutics Inc * | | | 6,900 | | | | 44 | |
LeMaitre Vascular Inc | | | 2,700 | | | | 289 | |
LENZ Therapeutics | | | 500 | | | | 18 | |
Lexicon Pharmaceuticals Inc * | | | 17,105 | | | | 14 | |
LifeMD Inc * | | | 5,700 | | | | 38 | |
LifeStance Health Group Inc * | | | 20,600 | | | | 155 | |
Ligand Pharmaceuticals Inc * | | | 2,328 | | | | 283 | |
Liquidia Corp * | | | 10,700 | | | | 124 | |
LivaNova PLC * | | | 8,600 | | | | 452 | |
Longboard Pharmaceuticals Inc * | | | 5,300 | | | | 318 | |
Lyell Immunopharma Inc * | | | 33,800 | | | | 32 | |
MacroGenics Inc * | | | 12,600 | | | | 45 | |
Madrigal Pharmaceuticals Inc * | | | 2,600 | | | | 853 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
MannKind Corp * | | | 43,600 | | | $ | 296 | |
Maravai LifeSciences Holdings Inc, Cl A * | | | 13,018 | | | | 74 | |
Masimo Corp * | | | 6,393 | | | | 1,103 | |
MaxCyte Inc * | | | 20,500 | | | | 73 | |
Medpace Holdings Inc * | | | 3,900 | | | | 1,328 | |
MeiraGTx Holdings PLC * | | | 6,700 | | | | 45 | |
Merit Medical Systems Inc * | | | 8,375 | | | | 870 | |
Mersana Therapeutics Inc * | | | 15,600 | | | | 36 | |
Mesa Laboratories Inc | | | 1,100 | | | | 129 | |
MiMedx Group Inc * | | | 13,300 | | | | 123 | |
Mind Medicine MindMed Inc * | | | 11,800 | | | | 96 | |
Mineralys Therapeutics Inc * | | | 4,700 | | | | 60 | |
Mirum Pharmaceuticals Inc * | | | 6,400 | | | | 296 | |
ModivCare Inc * | | | 2,458 | | | | 46 | |
Monte Rosa Therapeutics Inc * | | | 8,900 | | | | 92 | |
Myriad Genetics Inc * | | | 14,226 | | | | 231 | |
Nano-X Imaging Ltd, Cl X * | | | 11,200 | | | | 72 | |
Natera Inc * | | | 17,500 | | | | 2,936 | |
National HealthCare Corp | | | 1,994 | | | | 250 | |
National Research Corp, Cl A | | | 3,212 | | | | 63 | |
Nautilus Biotechnology Inc, Cl A * | | | 6,155 | | | | 14 | |
Neogen Corp * | | | 35,012 | | | | 496 | |
NeoGenomics Inc * | | | 18,300 | | | | 324 | |
Neumora Therapeutics Inc * | | | 13,800 | | | | 137 | |
Neurocrine Biosciences Inc * | | | 15,400 | | | | 1,952 | |
Neurogene Inc * | | | 1,700 | | | | 43 | |
Nevro Corp * | | | 7,800 | | | | 36 | |
Nkarta Inc * | | | 7,474 | | | | 21 | |
Novavax Inc * | | | 23,268 | | | | 203 | |
Novocure Ltd * | | | 15,700 | | | | 315 | |
Nurix Therapeutics Inc * | | | 10,000 | | | | 221 | |
Nuvalent Inc, Cl A * | | | 5,700 | | | | 551 | |
Nuvation Bio Inc * | | | 34,000 | | | | 99 | |
Ocugen Inc * | | | 42,100 | | | | 41 | |
Ocular Therapeutix Inc * | | | 19,900 | | | | 197 | |
Olema Pharmaceuticals Inc * | | | 7,200 | | | | 73 | |
Omeros Corp * | | | 4,300 | | | | 49 | |
OmniAb Inc, Cl W * | | | 16,797 | | | | 66 | |
Omnicell Inc * | | | 7,812 | | | | 364 | |
OPKO Health Inc * | | | 53,584 | | | | 83 | |
OptimizeRx Corp * | | | 4,000 | | | | 22 | |
Option Care Health Inc * | | | 27,327 | | | | 650 | |
OraSure Technologies Inc * | | | 16,939 | | | | 64 | |
Organogenesis Holdings Inc, Cl A * | | | 12,321 | | | | 48 | |
Organon & Co | | | 41,800 | | | | 663 | |
ORIC Pharmaceuticals Inc * | | | 6,200 | | | | 61 | |
Orthofix Medical Inc * | | | 6,953 | | | | 136 | |
OrthoPediatrics Corp * | | | 2,800 | | | | 73 | |
Outlook Therapeutics Inc * | | | 935 | | | | 2 | |
Owens & Minor Inc * | | | 11,239 | | | | 151 | |
Pacific Biosciences of California Inc * | | | 46,800 | | | | 89 | |
Pacira BioSciences Inc * | | | 6,545 | | | | 111 | |
PACS Group Inc * | | | 7,000 | | | | 111 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Paragon 28 Inc * | | | 5,500 | | | $ | 57 | |
Patterson Cos Inc | | | 13,200 | | | | 284 | |
Pediatrix Medical Group Inc * | | | 10,056 | | | | 150 | |
Pennant Group Inc/The * | | | 3,268 | | | | 102 | |
Penumbra Inc * | | | 5,600 | | | | 1,367 | |
PepGen Inc * | | | 2,600 | | | | 13 | |
Perrigo Co PLC | | | 21,400 | | | | 611 | |
Perspective Therapeutics Inc * | | | 7,700 | | | | 34 | |
Phathom Pharmaceuticals Inc * | | | 5,900 | | | | 52 | |
Phibro Animal Health Corp, Cl A | | | 4,800 | | | | 112 | |
Phreesia Inc * | | | 8,400 | | | | 177 | |
Pliant Therapeutics Inc * | | | 11,200 | | | | 155 | |
Praxis Precision Medicines Inc * | | | 2,800 | | | | 224 | |
Precigen Inc * | | | 21,300 | | | | 20 | |
Premier Inc, Cl A | | | 13,900 | | | | 318 | |
Prestige Consumer Healthcare Inc * | | | 7,979 | | | | 676 | |
Prime Medicine Inc * | | | 7,800 | | | | 26 | |
Privia Health Group Inc * | | | 16,800 | | | | 361 | |
PROCEPT BioRobotics Corp * | | | 6,100 | | | | 583 | |
Progyny Inc * | | | 11,700 | | | | 182 | |
ProKidney Corp, Cl A * | | | 12,200 | | | | 24 | |
Protagonist Therapeutics Inc * | | | 8,300 | | | | 364 | |
Prothena Corp PLC * | | | 7,900 | | | | 128 | |
PTC Therapeutics Inc * | | | 12,600 | | | | 553 | |
Pulmonx Corp * | | | 6,600 | | | | 43 | |
Pulse Biosciences Inc * | | | 4,500 | | | | 96 | |
QIAGEN NV | | | 32,906 | | | | 1,429 | |
Quanterix Corp * | | | 7,000 | | | | 86 | |
Quantum-Si Inc * | | | 21,500 | | | | 27 | |
QuidelOrtho Corp * | | | 8,271 | | | | 339 | |
RadNet Inc * | | | 9,700 | | | | 793 | |
RAPT Therapeutics Inc * | | | 5,700 | | | | 7 | |
Recursion Pharmaceuticals Inc, Cl A * | | | 34,000 | | | | 240 | |
REGENXBIO Inc * | | | 9,300 | | | | 92 | |
Relay Therapeutics Inc * | | | 15,500 | | | | 73 | |
Repligen Corp * | | | 8,322 | | | | 1,253 | |
Replimune Group Inc, Cl Rights * | | | 7,600 | | | | 107 | |
Revance Therapeutics Inc * | | | 15,800 | | | | 57 | |
REVOLUTION Medicines Inc * | | | 23,003 | | | | 1,331 | |
Rhythm Pharmaceuticals Inc * | | | 8,800 | | | | 546 | |
Rigel Pharmaceuticals Inc * | | | 3,705 | | | | 102 | |
Rocket Pharmaceuticals Inc * | | | 11,300 | | | | 163 | |
Roivant Sciences Ltd * | | | 62,000 | | | | 788 | |
Royalty Pharma PLC, Cl A | | | 59,800 | | | | 1,594 | |
RxSight Inc * | | | 5,600 | | | | 263 | |
Sage Therapeutics Inc * | | | 10,700 | | | | 59 | |
Sana Biotechnology Inc * | | | 18,300 | | | | 51 | |
Sarepta Therapeutics Inc * | | | 13,700 | | | | 1,827 | |
Savara Inc * | | | 24,200 | | | | 81 | |
Scholar Rock Holding Corp * | | | 9,100 | | | | 363 | |
Schrodinger Inc/United States * | | | 9,700 | | | | 219 | |
Scilex Holding Co * | | | 12,212 | | | | 124 | |
Select Medical Holdings Corp | | | 15,765 | | | | 333 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
SI-BONE Inc * | | | 7,300 | | | $ | 99 | |
SIGA Technologies Inc | | | 10,000 | | | | 73 | |
Sight Sciences Inc * | | | 2,400 | | | | 10 | |
Simulations Plus Inc | | | 1,700 | | | | 54 | |
Soleno Therapeutics Inc * | | | 3,600 | | | | 190 | |
Sotera Health Co * | | | 25,624 | | | | 337 | |
SpringWorks Therapeutics Inc * | | | 9,800 | | | | 407 | |
Spyre Therapeutics Inc * | | | 5,700 | | | | 162 | |
STAAR Surgical Co * | | | 7,378 | | | | 215 | |
Standard BioTools Inc * | | | 49,600 | | | | 91 | |
Stoke Therapeutics Inc * | | | 4,300 | | | | 52 | |
Summit Therapeutics Inc * | | | 14,200 | | | | 262 | |
Supernus Pharmaceuticals Inc * | | | 6,700 | | | | 245 | |
Surgery Partners Inc * | | | 12,000 | | | | 286 | |
Surmodics Inc * | | | 3,044 | | | | 120 | |
Sutro Biopharma Inc * | | | 9,400 | | | | 25 | |
Syndax Pharmaceuticals Inc * | | | 11,200 | | | | 187 | |
Tactile Systems Technology Inc * | | | 4,900 | | | | 96 | |
Talkspace Inc * | | | 20,200 | | | | 69 | |
Tandem Diabetes Care Inc * | | | 9,200 | | | | 282 | |
Tango Therapeutics Inc * | | | 5,100 | | | | 20 | |
Tarsus Pharmaceuticals Inc * | | | 6,000 | | | | 315 | |
Taysha Gene Therapies Inc * | | | 26,300 | | | | 85 | |
Teladoc Health Inc * | | | 21,640 | | | | 259 | |
Tenaya Therapeutics Inc * | | | 3,000 | | | | 11 | |
Tenet Healthcare Corp * | | | 14,300 | | | | 2,040 | |
Terns Pharmaceuticals Inc * | | | 5,200 | | | | 32 | |
TG Therapeutics Inc * | | | 20,500 | | | | 713 | |
Theravance Biopharma Inc * | | | 6,045 | | | | 56 | |
Third Harmonic Bio Inc * | | | 3,300 | | | | 42 | |
Tourmaline Bio Inc * | | | 3,800 | | | | 99 | |
TransMedics Group Inc * | | | 4,700 | | | | 408 | |
Travere Therapeutics Inc * | | | 13,800 | | | | 260 | |
Treace Medical Concepts Inc * | | | 6,200 | | | | 53 | |
TScan Therapeutics Inc * | | | 6,300 | | | | 30 | |
Twist Bioscience Corp * | | | 8,200 | | | | 403 | |
Tyra Biosciences Inc * | | | 2,600 | | | | 41 | |
UFP Technologies Inc * | | | 1,200 | | | | 388 | |
Ultragenyx Pharmaceutical Inc * | | | 13,400 | | | | 638 | |
United Therapeutics Corp * | | | 6,764 | | | | 2,506 | |
UroGen Pharma Ltd * | | | 5,900 | | | | 75 | |
US Physical Therapy Inc | | | 1,926 | | | | 190 | |
Utah Medical Products Inc | | | 1,000 | | | | 65 | |
Vanda Pharmaceuticals Inc * | | | 11,800 | | | | 61 | |
Varex Imaging Corp * | | | 8,600 | | | | 143 | |
Vaxcyte Inc * | | | 18,100 | | | | 1,708 | |
Veeva Systems Inc, Cl A * | | | 22,593 | | | | 5,148 | |
Ventyx Biosciences Inc * | | | 9,300 | | | | 25 | |
Vera Therapeutics Inc, Cl A * | | | 6,700 | | | | 333 | |
Veracyte Inc * | | | 12,300 | | | | 528 | |
Vericel Corp * | | | 6,500 | | | | 378 | |
Verve Therapeutics Inc * | | | 10,000 | | | | 56 | |
Viemed Healthcare Inc * | | | 1,000 | | | | 9 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Viking Therapeutics Inc * | | | 15,900 | | | $ | 842 | |
Vir Biotechnology Inc * | | | 13,100 | | | | 104 | |
Viridian Therapeutics Inc * | | | 10,300 | | | | 222 | |
Voyager Therapeutics Inc * | | | 10,800 | | | | 74 | |
WaVe Life Sciences Ltd * | | | 8,900 | | | | 134 | |
Waystar Holding Corp * | | | 8,000 | | | | 247 | |
Xencor Inc * | | | 10,000 | | | | 256 | |
Xeris Biopharma Holdings Inc * | | | 29,100 | | | | 95 | |
Y-mAbs Therapeutics Inc * | | | 2,600 | | | | 31 | |
Zentalis Pharmaceuticals Inc * | | | 10,300 | | | | 37 | |
Zevra Therapeutics Inc * | | | 11,500 | | | | 107 | |
Zimvie Inc * | | | 4,800 | | | | 71 | |
Zymeworks Inc * | | | 10,600 | | | | 149 | |
Zynex Inc * | | | 4,180 | | | | 35 | |
| | | | | | | | |
| | | | | | | 133,338 | |
Industrials — 17.3% | | | | |
3D Systems Corp * | | | 27,947 | | | | 83 | |
AAON Inc | | | 10,175 | | | | 1,387 | |
AAR Corp * | | | 4,829 | | | | 336 | |
ABM Industries Inc | | | 8,655 | | | | 495 | |
ACCO Brands Corp | | | 22,029 | | | | 128 | |
Acuity Brands Inc | | | 4,825 | | | | 1,547 | |
ACV Auctions Inc, Cl A * | | | 24,300 | | | | 550 | |
Advanced Drainage Systems Inc | | | 10,500 | | | | 1,421 | |
AECOM | | | 20,548 | | | | 2,403 | |
AeroVironment Inc * | | | 3,825 | | | | 744 | |
AerSale Corp * | | | 7,700 | | | | 48 | |
AGCO Corp | | | 9,723 | | | | 984 | |
Air Lease Corp, Cl A | | | 14,931 | | | | 760 | |
Air Transport Services Group Inc * | | | 7,736 | | | | 170 | |
Alamo Group Inc | | | 1,535 | | | | 307 | |
Alaska Air Group Inc * | | | 18,800 | | | | 989 | |
Albany International Corp, Cl A | | | 4,898 | | | | 406 | |
Alight Inc, Cl A * | | | 59,400 | | | | 475 | |
Allegiant Travel Co, Cl A | | | 2,050 | | | | 168 | |
Allient Inc | | | 2,650 | | | | 69 | |
Allison Transmission Holdings Inc | | | 13,076 | | | | 1,549 | |
Alta Equipment Group Inc | | | 4,403 | | | | 35 | |
Ameresco Inc, Cl A * | | | 5,279 | | | | 149 | |
American Airlines Group Inc * | | | 97,900 | | | | 1,421 | |
American Superconductor Corp * | | | 5,600 | | | | 191 | |
American Woodmark Corp * | | | 2,284 | | | | 207 | |
API Group Corp * | | | 34,500 | | | | 1,303 | |
Apogee Enterprises Inc | | | 2,911 | | | | 245 | |
Applied Industrial Technologies Inc | | | 5,761 | | | | 1,583 | |
ArcBest Corp | | | 3,790 | | | | 437 | |
Archer Aviation Inc, Cl A * | | | 32,200 | | | | 308 | |
Arcosa Inc | | | 6,913 | | | | 751 | |
Argan Inc | | | 1,579 | | | | 246 | |
Aris Water Solutions Inc, Cl A | | | 4,200 | | | | 113 | |
Armstrong World Industries Inc | | | 6,477 | | | | 1,035 | |
Array Technologies Inc * | | | 28,987 | | | | 194 | |
Astec Industries Inc | | | 2,763 | | | | 107 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Astronics Corp * | | | 3,874 | | | $ | 63 | |
Astronics Corp, Cl B * | | | 2,395 | | | | 37 | |
Atkore Inc | | | 5,700 | | | | 538 | |
Atmus Filtration Technologies Inc | | | 12,000 | | | | 519 | |
Avis Budget Group Inc | | | 2,660 | | | | 290 | |
AZEK Co Inc/The, Cl A * | | | 20,900 | | | | 1,110 | |
AZZ Inc | | | 3,996 | | | | 372 | |
Barnes Group Inc | | | 7,652 | | | | 358 | |
Barrett Business Services Inc | | | 2,936 | | | | 126 | |
Beacon Roofing Supply Inc * | | | 9,370 | | | | 1,059 | |
Blade Air Mobility Inc * | | | 12,600 | | | | 60 | |
Blink Charging Co * | | | 8,500 | | | | 13 | |
Bloom Energy Corp, Cl A * | | | 29,400 | | | | 807 | |
Blue Bird Corp * | | | 4,392 | | | | 179 | |
BlueLinx Holdings Inc * | | | 1,000 | | | | 126 | |
Boise Cascade Co | | | 5,970 | | | | 881 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 19,165 | | | | 2,840 | |
Bowman Consulting Group Ltd, Cl A * | | | 3,000 | | | | 82 | |
BrightView Holdings Inc * | | | 9,600 | | | | 164 | |
Brink's Co/The | | | 6,906 | | | | 668 | |
Brookfield Business Corp, Cl A | | | 2,200 | | | | 61 | |
BWX Technologies Inc | | | 13,824 | | | | 1,809 | |
Byrna Technologies Inc * | | | 4,900 | | | | 95 | |
CACI International Inc, Cl A * | | | 3,332 | | | | 1,532 | |
Cadre Holdings Inc | | | 3,700 | | | | 124 | |
Carlisle Cos Inc | | | 7,077 | | | | 3,232 | |
Casella Waste Systems Inc, Cl A * | | | 9,191 | | | | 1,040 | |
CBIZ Inc * | | | 7,845 | | | | 648 | |
CECO Environmental Corp * | | | 5,900 | | | | 189 | |
Centuri Holdings Inc * | | | 2,200 | | | | 44 | |
ChargePoint Holdings Inc * | | | 55,200 | | | | 67 | |
Chart Industries Inc * | | | 6,572 | | | | 1,270 | |
Cimpress PLC * | | | 2,299 | | | | 185 | |
Clarivate PLC * | | | 60,600 | | | | 347 | |
Clean Harbors Inc * | | | 7,776 | | | | 2,022 | |
CNH Industrial NV | | | 129,100 | | | | 1,621 | |
Columbus McKinnon Corp/NY | | | 3,665 | | | | 144 | |
Comfort Systems USA Inc | | | 5,291 | | | | 2,610 | |
CompX International Inc | | | 400 | | | | 11 | |
Concentrix Corp | | | 7,081 | | | | 318 | |
Concrete Pumping Holdings Inc * | | | 3,900 | | | | 27 | |
Conduent Inc * | | | 15,000 | | | | 56 | |
Construction Partners Inc, Cl A * | | | 6,100 | | | | 620 | |
Core & Main Inc, Cl A * | | | 28,600 | | | | 1,389 | |
CoreCivic Inc *‡ | | | 15,102 | | | | 337 | |
Costamare Inc | | | 7,100 | | | | 94 | |
Covenant Logistics Group Inc, Cl A | | | 1,400 | | | | 81 | |
CRA International Inc | | | 905 | | | | 176 | |
Crane Co | | | 7,429 | | | | 1,353 | |
CSG Systems International Inc | | | 4,817 | | | | 264 | |
CSW Industrials Inc | | | 2,500 | | | | 1,056 | |
Curtiss-Wright Corp | | | 5,778 | | | | 2,159 | |
Custom Truck One Source Inc * | | | 14,400 | | | | 86 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Deluxe Corp | | | 5,254 | | | $ | 122 | |
Distribution Solutions Group Inc * | | | 400 | | | | 16 | |
DNOW Inc * | | | 17,300 | | | | 260 | |
Donaldson Co Inc | | | 18,846 | | | | 1,471 | |
Douglas Dynamics Inc | | | 2,122 | | | | 55 | |
Driven Brands Holdings Inc * | | | 6,700 | | | | 113 | |
Ducommun Inc * | | | 2,400 | | | | 161 | |
Dun & Bradstreet Holdings Inc | | | 43,400 | | | | 551 | |
DXP Enterprises Inc/TX * | | | 1,462 | | | | 107 | |
Dycom Industries Inc * | | | 4,207 | | | | 762 | |
EMCOR Group Inc | | | 6,987 | | | | 3,564 | |
Energy Recovery Inc * | | | 5,800 | | | | 90 | |
Energy Vault Holdings Inc * | | | 13,900 | | | | 29 | |
Enerpac Tool Group Corp, Cl A | | | 7,742 | | | | 374 | |
EnerSys | | | 5,683 | | | | 549 | |
Ennis Inc | | | 5,288 | | | | 113 | |
Enovix Corp * | | | 27,300 | | | | 253 | |
Enpro Inc | | | 3,368 | | | | 637 | |
Enviri Corp * | | | 8,128 | | | | 60 | |
Esab Corp | | | 8,462 | | | | 1,092 | |
ESCO Technologies Inc | | | 3,977 | | | | 590 | |
Everus Construction Group * | | | 7,458 | | | | 475 | |
ExlService Holdings Inc * | | | 23,615 | | | | 1,095 | |
Exponent Inc | | | 7,372 | | | | 728 | |
Federal Signal Corp | | | 8,747 | | | | 852 | |
Ferguson Enterprises Inc | | | 31,000 | | | | 6,694 | |
First Advantage Corp * | | | 7,916 | | | | 152 | |
Flowserve Corp | | | 19,700 | | | | 1,202 | |
Fluence Energy Inc, Cl A * | | | 9,400 | | | | 177 | |
Fluor Corp * | | | 25,300 | | | | 1,420 | |
Forrester Research Inc * | | | 2,464 | | | | 42 | |
Fortune Brands Innovations Inc | | | 18,500 | | | | 1,449 | |
Forward Air Corp | | | 2,918 | | | | 107 | |
Franklin Covey Co * | | | 1,404 | | | | 51 | |
Franklin Electric Co Inc | | | 6,681 | | | | 724 | |
Frontier Group Holdings Inc * | | | 9,200 | | | | 54 | |
FTAI Aviation Ltd | | | 15,400 | | | | 2,600 | |
FTAI Infrastructure Inc | | | 19,500 | | | | 169 | |
FTI Consulting Inc * | | | 5,368 | | | | 1,087 | |
FuelCell Energy * | | | 2,857 | | | | 34 | |
Gates Industrial Corp PLC * | | | 29,700 | | | | 658 | |
GATX Corp | | | 5,152 | | | | 846 | |
Genco Shipping & Trading Ltd | | | 7,300 | | | | 116 | |
Genpact Ltd | | | 25,750 | | | | 1,189 | |
GEO Group Inc/The * | | | 17,485 | | | | 498 | |
Gibraltar Industries Inc * | | | 4,260 | | | | 309 | |
Global Industrial Co | | | 2,900 | | | | 82 | |
GMS Inc * | | | 5,700 | | | | 572 | |
Golden Ocean Group Ltd | | | 20,100 | | | | 201 | |
Gorman-Rupp Co/The | | | 3,377 | | | | 144 | |
Graco Inc | | | 26,005 | | | | 2,369 | |
GrafTech International Ltd * | | | 46,100 | | | | 90 | |
Graham Corp * | | | 1,700 | | | | 76 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Granite Construction Inc | | | 6,334 | | | $ | 629 | |
Great Lakes Dredge & Dock Corp * | | | 6,880 | | | | 87 | |
Greenbrier Cos Inc/The | | | 5,023 | | | | 342 | |
Griffon Corp | | | 5,437 | | | | 458 | |
GXO Logistics Inc * | | | 18,090 | | | | 1,100 | |
H&E Equipment Services Inc | | | 5,525 | | | | 330 | |
Hayward Holdings Inc * | | | 20,100 | | | | 325 | |
Healthcare Services Group Inc * | | | 12,139 | | | | 150 | |
Heartland Express Inc | | | 9,772 | | | | 125 | |
HEICO Corp | | | 6,618 | | | | 1,809 | |
HEICO Corp, Cl A | | | 12,582 | | | | 2,656 | |
Heidrick & Struggles International Inc | | | 1,952 | | | | 90 | |
Helios Technologies Inc | | | 5,877 | | | | 307 | |
Herc Holdings Inc | | | 4,067 | | | | 944 | |
Hertz Global Holdings Inc * | | | 26,900 | | | | 132 | |
Hexcel Corp | | | 13,098 | | | | 830 | |
Hillenbrand Inc | | | 11,580 | | | | 394 | |
Hillman Solutions Corp * | | | 33,100 | | | | 377 | |
Himalaya Shipping Ltd | | | 4,900 | | | | 30 | |
HNI Corp | | | 7,762 | | | | 440 | |
Hub Group Inc, Cl A | | | 9,924 | | | | 512 | |
Hudson Technologies Inc * | | | 5,300 | | | | 31 | |
Huron Consulting Group Inc * | | | 2,911 | | | | 357 | |
Hyliion Holdings Corp * | | | 27,400 | | | | 101 | |
Hyster-Yale Inc | | | 2,002 | | | | 113 | |
IBEX Holdings Ltd * | | | 1,200 | | | | 25 | |
ICF International Inc | | | 2,668 | | | | 370 | |
IES Holdings Inc * | | | 1,400 | | | | 434 | |
Innodata Inc * | | | 3,700 | | | | 152 | |
Insperity Inc | | | 5,724 | | | | 451 | |
Insteel Industries Inc | | | 4,141 | | | | 122 | |
Interface Inc, Cl A | | | 7,545 | | | | 200 | |
Intuitive Machines * | | | 7,600 | | | | 124 | |
ITT Inc | | | 12,563 | | | | 1,961 | |
Janus International Group Inc * | | | 23,300 | | | | 174 | |
JELD-WEN Holding Inc * | | | 14,300 | | | | 156 | |
JetBlue Airways Corp * | | | 50,381 | | | | 301 | |
Joby Aviation Inc * | | | 66,100 | | | | 592 | |
John Bean Technologies Corp | | | 5,031 | | | | 634 | |
Kadant Inc | | | 1,725 | | | | 712 | |
Karat Packaging Inc | | | 1,000 | | | | 31 | |
KBR Inc | | | 19,845 | | | | 1,207 | |
Kelly Services Inc, Cl A | | | 3,895 | | | | 57 | |
Kennametal Inc | | | 13,014 | | | | 373 | |
Kforce Inc | | | 3,237 | | | | 194 | |
Kirby Corp * | | | 8,426 | | | | 1,066 | |
Knight-Swift Transportation Holdings Inc, Cl A | | | 24,427 | | | | 1,450 | |
Korn Ferry | | | 7,458 | | | | 584 | |
Kratos Defense & Security Solutions Inc * | | | 21,116 | | | | 572 | |
Landstar System Inc | | | 5,344 | | | | 994 | |
Legalzoom.com Inc * | | | 21,900 | | | | 174 | |
Lennox International Inc | | | 4,929 | | | | 3,288 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Leonardo DRS Inc * | | | 11,400 | | | $ | 396 | |
Limbach Holdings Inc * | | | 2,000 | | | | 199 | |
Lincoln Electric Holdings Inc | | | 8,133 | | | | 1,777 | |
Lindsay Corp | | | 1,927 | | | | 256 | |
Liquidity Services Inc * | | | 1,422 | | | | 36 | |
Loar Holdings Inc * | | | 1,700 | | | | 157 | |
LSI Industries Inc | | | 2,000 | | | | 41 | |
Luxfer Holdings PLC | | | 1,700 | | | | 24 | |
Lyft Inc, Cl A * | | | 57,200 | | | | 993 | |
Manitowoc Co Inc/The * | | | 7,787 | | | | 83 | |
ManpowerGroup Inc | | | 6,456 | | | | 416 | |
Marten Transport Ltd | | | 9,729 | | | | 169 | |
MasTec Inc * | | | 9,882 | | | | 1,424 | |
Masterbrand Inc * | | | 17,600 | | | | 304 | |
Matrix Service Co * | | | 4,300 | | | | 57 | |
Matson Inc | | | 4,952 | | | | 759 | |
Matthews International Corp, Cl A | | | 3,213 | | | | 97 | |
Maximus Inc | | | 9,316 | | | | 694 | |
McGrath RentCorp | | | 4,048 | | | | 493 | |
Mercury Systems Inc * | | | 8,023 | | | | 330 | |
Middleby Corp/The * | | | 8,325 | | | | 1,194 | |
Miller Industries Inc/TN | | | 2,311 | | | | 170 | |
MillerKnoll Inc | | | 10,207 | | | | 257 | |
Montrose Environmental Group Inc * | | | 5,900 | | | | 111 | |
Moog Inc, Cl A | | | 4,224 | | | | 935 | |
MRC Global Inc * | | | 13,812 | | | | 193 | |
MSA Safety Inc | | | 5,844 | | | | 1,016 | |
MSC Industrial Direct Co Inc, Cl A | | | 6,903 | | | | 593 | |
Mueller Industries Inc | | | 16,916 | | | | 1,366 | |
Mueller Water Products Inc, Cl A | | | 24,112 | | | | 604 | |
MYR Group Inc * | | | 2,379 | | | | 376 | |
National Presto Industries Inc | | | 1,091 | | | | 87 | |
NEXTracker Inc, Cl A * | | | 21,000 | | | | 801 | |
NL Industries Inc | | | 2,000 | | | | 16 | |
Northwest Pipe Co * | | | 700 | | | | 39 | |
NuScale Power Corp * | | | 12,800 | | | | 380 | |
NV5 Global Inc * | | | 8,000 | | | | 174 | |
nVent Electric PLC | | | 25,200 | | | | 1,973 | |
Omega Flex Inc | | | 600 | | | | 30 | |
OPENLANE Inc * | | | 16,029 | | | | 324 | |
Orion Group Holdings Inc * | | | 5,000 | | | | 44 | |
Oshkosh Corp | | | 10,217 | | | | 1,161 | |
Owens Corning | | | 13,260 | | | | 2,727 | |
Pangaea Logistics Solutions Ltd | | | 2,100 | | | | 12 | |
Park Aerospace Corp | | | 5,082 | | | | 78 | |
Parsons Corp * | | | 6,800 | | | | 652 | |
Paycor HCM Inc * | | | 10,900 | | | | 197 | |
Paylocity Holding Corp * | | | 6,400 | | | | 1,328 | |
Pitney Bowes Inc | | | 26,400 | | | | 213 | |
Planet Labs PBC * | | | 38,700 | | | | 152 | |
Plug Power Inc * | | | 103,700 | | | | 232 | |
Powell Industries Inc | | | 1,364 | | | | 365 | |
Preformed Line Products Co | | | 690 | | | | 94 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Primoris Services Corp | | | 7,647 | | | $ | 640 | |
Proto Labs Inc * | | | 4,199 | | | | 173 | |
Quad/Graphics Inc, Cl A | | | 6,600 | | | | 48 | |
Quanex Building Products Corp | | | 8,065 | | | | 240 | |
Radiant Logistics Inc * | | | 500 | | | | 4 | |
RB Global Inc | | | 28,133 | | | | 2,750 | |
RBC Bearings Inc * | | | 4,195 | | | | 1,406 | |
Regal Rexnord Corp | | | 9,838 | | | | 1,699 | |
Resideo Technologies Inc * | | | 23,300 | | | | 633 | |
Resources Connection Inc | | | 6,981 | | | | 59 | |
REV Group Inc | | | 8,400 | | | | 261 | |
Robert Half Inc | | | 16,000 | | | | 1,194 | |
Rocket Lab USA Inc * | | | 52,300 | | | | 1,427 | |
Rush Enterprises Inc, Cl A | | | 9,347 | | | | 579 | |
Rush Enterprises Inc, Cl B | | | 1,050 | | | | 60 | |
RXO Inc * | | | 21,290 | | | | 642 | |
Ryder System Inc | | | 6,200 | | | | 1,047 | |
Safe Bulkers Inc | | | 12,300 | | | | 48 | |
Saia Inc * | | | 3,992 | | | | 2,272 | |
Schneider National Inc, Cl B | | | 7,800 | | | | 262 | |
Science Applications International Corp | | | 7,876 | | | | 979 | |
Sensata Technologies Holding PLC | | | 23,400 | | | | 752 | |
SES AI Corp * | | | 24,300 | | | | 8 | |
Shoals Technologies Group Inc, Cl A * | | | 31,600 | | | | 165 | |
Shyft Group Inc/The | | | 7,900 | | | | 111 | |
Simpson Manufacturing Co Inc | | | 6,243 | | | | 1,176 | |
SiteOne Landscape Supply Inc * | | | 6,700 | | | | 1,027 | |
SkyWest Inc * | | | 6,322 | | | | 725 | |
Spire Global * | | | 400 | | | | 7 | |
Spirit AeroSystems Holdings Inc, Cl A * | | | 16,175 | | | | 523 | |
SPX Technologies Inc * | | | 6,794 | | | | 1,199 | |
SS&C Technologies Holdings Inc | | | 32,918 | | | | 2,546 | |
Standex International Corp | | | 1,629 | | | | 339 | |
Steelcase Inc, Cl A | | | 15,257 | | | | 205 | |
Stem Inc * | | | 32,700 | | | | 13 | |
Sterling Infrastructure Inc * | | | 4,800 | | | | 933 | |
Sun Country Airlines Holdings Inc * | | | 4,900 | | | | 70 | |
Sunrun Inc * | | | 33,210 | | | | 383 | |
Tecnoglass Inc | | | 3,700 | | | | 300 | |
Tennant Co | | | 3,238 | | | | 286 | |
Terex Corp | | | 10,670 | | | | 585 | |
Tetra Tech Inc | | | 40,810 | | | | 1,694 | |
Thermon Group Holdings Inc * | | | 3,882 | | | | 122 | |
Timken Co/The | | | 9,609 | | | | 744 | |
Titan International Inc * | | | 10,800 | | | | 79 | |
Titan Machinery Inc * | | | 4,312 | | | | 67 | |
Toro Co/The | | | 15,600 | | | | 1,358 | |
TPI Composites Inc * | | | 7,500 | | | | 15 | |
Transcat Inc * | | | 1,600 | | | | 168 | |
TransUnion | | | 29,794 | | | | 3,024 | |
Trex Co Inc * | | | 15,860 | | | | 1,190 | |
TriNet Group Inc | | | 5,151 | | | | 481 | |
Trinity Industries Inc | | | 11,642 | | | | 439 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Triumph Group Inc * | | | 10,596 | | | $ | 204 | |
TrueBlue Inc * | | | 8,328 | | | | 63 | |
TTEC Holdings Inc | | | 4,227 | | | | 22 | |
Tutor Perini Corp * | | | 8,051 | | | | 219 | |
UFP Industries Inc | | | 8,765 | | | | 1,191 | |
U-Haul Holding Co * | | | 500 | | | | 35 | |
U-Haul Holding Co, Cl B | | | 15,300 | | | | 955 | |
UniFirst Corp/MA | | | 2,440 | | | | 490 | |
Universal Logistics Holdings Inc | | | 1,900 | | | | 99 | |
Upwork Inc * | | | 18,600 | | | | 316 | |
V2X Inc * | | | 1,179 | | | | 71 | |
Valmont Industries Inc | | | 3,014 | | | | 1,048 | |
Verra Mobility Corp, Cl A * | | | 24,500 | | | | 580 | |
Vertiv Holdings Co, Cl A | | | 54,900 | | | | 7,005 | |
Vestis Corp | | | 18,250 | | | | 293 | |
Viad Corp * | | | 2,271 | | | | 102 | |
Vicor Corp * | | | 3,800 | | | | 202 | |
Virgin Galactic Holdings Inc * | | | 2,565 | | | | 19 | |
VSE Corp | | | 2,500 | | | | 293 | |
Wabash National Corp | | | 8,041 | | | | 159 | |
Watsco Inc | | | 5,159 | | | | 2,846 | |
Watts Water Technologies Inc, Cl A | | | 4,156 | | | | 897 | |
Werner Enterprises Inc | | | 10,390 | | | | 425 | |
WESCO International Inc | | | 6,765 | | | | 1,431 | |
Willdan Group Inc * | | | 2,400 | | | | 105 | |
Willis Lease Finance Corp | | | 200 | | | | 44 | |
WillScot Holdings Corp, Cl A * | | | 29,211 | | | | 1,117 | |
WNS Holdings Ltd * | | | 7,600 | | | | 412 | |
Woodward Inc | | | 9,142 | | | | 1,648 | |
Xometry Inc, Cl A * | | | 7,000 | | | | 217 | |
XPO Inc * | | | 17,290 | | | | 2,635 | |
Zurn Elkay Water Solutions Corp | | | 21,526 | | | | 857 | |
| | | | | | | | |
| | | | | | | 214,757 | |
Information Technology — 16.9% | | | | |
8x8 Inc * | | | 25,314 | | | | 78 | |
908 Devices Inc * | | | 5,300 | | | | 15 | |
A10 Networks Inc | | | 13,400 | | | | 228 | |
ACI Worldwide Inc * | | | 15,612 | | | | 887 | |
ACM Research Inc, Cl A * | | | 7,200 | | | | 124 | |
Adeia Inc | | | 19,650 | | | | 238 | |
ADTRAN Holdings Inc * | | | 15,797 | | | | 134 | |
Advanced Energy Industries Inc | | | 6,019 | | | | 692 | |
Aehr Test Systems * | | | 5,100 | | | | 61 | |
Aeva Technologies Inc * | | | 4,560 | | | | 21 | |
Agilysys Inc * | | | 3,100 | | | | 416 | |
Alarm.com Holdings Inc * | | | 7,700 | | | | 502 | |
Alkami Technology Inc * | | | 6,700 | | | | 264 | |
Allegro MicroSystems Inc * | | | 20,700 | | | | 450 | |
Alpha & Omega Semiconductor Ltd * | | | 3,400 | | | | 141 | |
Altair Engineering Inc, Cl A * | | | 9,000 | | | | 950 | |
Ambarella Inc * | | | 5,745 | | | | 411 | |
Amdocs Ltd | | | 17,868 | | | | 1,550 | |
American Software Inc/GA, Cl A | | | 7,072 | | | | 74 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Amkor Technology Inc | | | 17,938 | | | $ | 474 | |
Amplitude Inc, Cl A * | | | 13,700 | | | | 142 | |
Appfolio Inc, Cl A * | | | 3,600 | | | | 914 | |
Appian Corp, Cl A * | | | 6,000 | | | | 227 | |
Applied Digital Corp * | | | 16,200 | | | | 164 | |
Applied Optoelectronics Inc * | | | 6,100 | | | | 251 | |
AppLovin Corp, Cl A * | | | 39,800 | | | | 13,403 | |
Arlo Technologies Inc * | | | 12,552 | | | | 141 | |
Arrow Electronics Inc * | | | 8,325 | | | | 1,000 | |
Asana Inc, Cl A * | | | 12,000 | | | | 184 | |
ASGN Inc * | | | 7,069 | | | | 647 | |
Aspen Technology Inc * | | | 4,270 | | | | 1,068 | |
Astera Labs Inc * | | | 3,600 | | | | 372 | |
Atlassian Corp, Cl A * | | | 24,041 | | | | 6,337 | |
Aurora Innovation Inc, Cl A * | | | 138,200 | | | | 894 | |
AvePoint Inc * | | | 20,900 | | | | 369 | |
Aviat Networks Inc * | | | 2,100 | | | | 33 | |
Avnet Inc | | | 13,499 | | | | 739 | |
Axcelis Technologies Inc * | | | 5,250 | | | | 390 | |
Badger Meter Inc | | | 4,424 | | | | 959 | |
Bel Fuse Inc, Cl B | | | 2,100 | | | | 168 | |
Belden Inc | | | 5,823 | | | | 713 | |
Benchmark Electronics Inc | | | 4,730 | | | | 229 | |
Bentley Systems Inc, Cl B | | | 22,200 | | | | 1,099 | |
BigCommerce Holdings Inc * | | | 14,700 | | | | 108 | |
BILL Holdings Inc * | | | 15,277 | | | | 1,378 | |
Bit Digital Inc * | | | 20,100 | | | | 93 | |
Blackbaud Inc * | | | 5,855 | | | | 491 | |
BlackLine Inc * | | | 9,100 | | | | 564 | |
Blend Labs Inc, Cl A * | | | 38,000 | | | | 194 | |
Box Inc, Cl A * | | | 22,600 | | | | 793 | |
Braze Inc, Cl A * | | | 11,200 | | | | 445 | |
C3.ai Inc, Cl A * | | | 12,700 | | | | 472 | |
Calix Inc * | | | 9,645 | | | | 314 | |
CCC Intelligent Solutions Holdings Inc * | | | 70,800 | | | | 892 | |
Cerence Inc * | | | 8,510 | | | | 63 | |
CEVA Inc * | | | 5,138 | | | | 153 | |
Ciena Corp * | | | 21,486 | | | | 1,498 | |
Cipher Mining Inc * | | | 28,400 | | | | 190 | |
Cirrus Logic Inc * | | | 8,595 | | | | 898 | |
Cleanspark Inc * | | | 36,400 | | | | 522 | |
Clear Secure Inc, Cl A | | | 14,000 | | | | 362 | |
Clearfield Inc * | | | 2,600 | | | | 80 | |
Clearwater Analytics Holdings Inc, Cl A * | | | 25,200 | | | | 782 | |
Climb Global Solutions Inc | | | 700 | | | | 94 | |
Cloudflare Inc, Cl A * | | | 45,800 | | | | 4,572 | |
Cognex Corp | | | 27,216 | | | | 1,088 | |
Coherent Corp * | | | 20,201 | | | | 2,023 | |
Cohu Inc * | | | 8,336 | | | | 220 | |
CommScope Holding Co Inc * | | | 31,200 | | | | 149 | |
CommVault Systems Inc * | | | 6,284 | | | | 1,078 | |
CompoSecure, Cl A | | | 6,800 | | | | 108 | |
Confluent Inc, Cl A * | | | 36,200 | | | | 1,116 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Consensus Cloud Solutions Inc * | | | 3,585 | | | $ | 89 | |
Core Scientific Inc * | | | 29,300 | | | | 524 | |
Corsair Gaming Inc * | | | 6,200 | | | | 46 | |
Couchbase Inc * | | | 7,800 | | | | 160 | |
Crane NXT Co | | | 7,629 | | | | 478 | |
Credo Technology Group Holding Ltd * | | | 18,700 | | | | 916 | |
CS Disco Inc * | | | 5,000 | | | | 30 | |
CTS Corp | | | 4,045 | | | | 222 | |
Daily Journal Corp * | | | 100 | | | | 56 | |
Daktronics Inc * | | | 4,000 | | | | 62 | |
Datadog Inc, Cl A * | | | 45,255 | | | | 6,913 | |
Diebold Nixdorf Inc * | | | 4,200 | | | | 194 | |
Digi International Inc * | | | 5,701 | | | | 189 | |
Digimarc Corp * | | | 2,876 | | | | 97 | |
Digital Turbine Inc * | | | 20,700 | | | | 30 | |
DigitalOcean Holdings Inc * | | | 10,200 | | | | 388 | |
Diodes Inc * | | | 7,142 | | | | 464 | |
DocuSign Inc, Cl A * | | | 31,080 | | | | 2,477 | |
Dolby Laboratories Inc, Cl A | | | 8,904 | | | | 697 | |
Domo Inc, Cl B * | | | 6,432 | | | | 60 | |
DoubleVerify Holdings Inc * | | | 23,800 | | | | 484 | |
Dropbox Inc, Cl A * | | | 38,400 | | | | 1,062 | |
DXC Technology Co * | | | 25,500 | | | | 574 | |
Dynatrace Inc * | | | 45,100 | | | | 2,534 | |
E2open Parent Holdings Inc * | | | 23,200 | | | | 71 | |
Eastman Kodak Co * | | | 9,600 | | | | 70 | |
eGain Corp * | | | 4,900 | | | | 26 | |
Elastic NV * | | | 12,300 | | | | 1,346 | |
Enfusion Inc, Cl A * | | | 4,900 | | | | 49 | |
Entegris Inc | | | 22,830 | | | | 2,412 | |
ePlus Inc * | | | 4,276 | | | | 346 | |
EverCommerce Inc * | | | 7,100 | | | | 86 | |
Evolv Technologies Holdings Inc * | | | 18,900 | | | | 77 | |
Extreme Networks Inc * | | | 17,287 | | | | 287 | |
Fabrinet * | | | 5,415 | | | | 1,270 | |
FARO Technologies Inc * | | | 4,508 | | | | 118 | |
Fastly Inc, Cl A * | | | 23,900 | | | | 203 | |
Five9 Inc * | | | 11,600 | | | | 479 | |
FormFactor Inc * | | | 12,719 | | | | 510 | |
Freshworks Inc, Cl A * | | | 33,500 | | | | 536 | |
Gitlab Inc, Cl A * | | | 18,000 | | | | 1,148 | |
GLOBALFOUNDRIES Inc * | | | 15,500 | | | | 670 | |
Globant SA * | | | 6,400 | | | | 1,458 | |
Grid Dynamics Holdings Inc * | | | 6,800 | | | | 124 | |
Guidewire Software Inc * | | | 12,669 | | | | 2,570 | |
Hackett Group Inc/The | | | 3,700 | | | | 116 | |
Harmonic Inc * | | | 16,994 | | | | 218 | |
HashiCorp Inc, Cl A * | | | 20,500 | | | | 689 | |
HubSpot Inc * | | | 7,473 | | | | 5,388 | |
Hut 8 Corp * | | | 13,200 | | | | 370 | |
Ichor Holdings Ltd * | | | 5,400 | | | | 177 | |
iLearningEngines Holdings Inc * | | | 4,800 | | | | 7 | |
Immersion Corp | | | 8,400 | | | | 75 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Impinj Inc * | | | 3,700 | | | $ | 711 | |
indie Semiconductor Inc, Cl A * | | | 27,400 | | | | 143 | |
Infinera Corp * | | | 24,884 | | | | 164 | |
Informatica Inc, Cl A * | | | 10,600 | | | | 281 | |
Information Services Group Inc | | | 8,000 | | | | 30 | |
Insight Enterprises Inc * | | | 4,398 | | | | 688 | |
Intapp Inc * | | | 6,400 | | | | 400 | |
InterDigital Inc | | | 3,717 | | | | 728 | |
IonQ Inc * | | | 29,900 | | | | 1,091 | |
IPG Photonics Corp * | | | 4,700 | | | | 367 | |
Itron Inc * | | | 6,711 | | | | 795 | |
Jamf Holding Corp * | | | 14,700 | | | | 215 | |
Kimball Electronics Inc * | | | 5,693 | | | | 112 | |
Knowles Corp * | | | 15,300 | | | | 298 | |
Kulicke & Soffa Industries Inc | | | 9,000 | | | | 436 | |
Kyndryl Holdings Inc * | | | 33,200 | | | | 1,152 | |
Lattice Semiconductor Corp * | | | 21,562 | | | | 1,224 | |
Lightwave Logic Inc * | | | 27,900 | | | | 80 | |
Littelfuse Inc | | | 3,631 | | | | 896 | |
LiveRamp Holdings Inc * | | | 10,174 | | | | 309 | |
Lumentum Holdings Inc * | | | 9,570 | | | | 832 | |
MACOM Technology Solutions Holdings Inc * | | | 8,725 | | | | 1,159 | |
Manhattan Associates Inc * | | | 9,380 | | | | 2,677 | |
Marathon Digital Holdings Inc * | | | 39,500 | | | | 1,083 | |
Marvell Technology Inc | | | 130,012 | | | | 12,051 | |
Matterport Inc * | | | 48,600 | | | | 231 | |
MaxLinear Inc, Cl A * | | | 13,444 | | | | 203 | |
MeridianLink Inc * | | | 5,300 | | | | 124 | |
Methode Electronics Inc | | | 6,784 | | | | 74 | |
MicroStrategy Inc, Cl A * | | | 23,730 | | | | 9,195 | |
MicroVision Inc * | | | 35,100 | | | | 32 | |
Mirion Technologies Inc, Cl A * | | | 27,600 | | | | 466 | |
Mitek Systems Inc * | | | 9,100 | | | | 85 | |
MKS Instruments Inc | | | 9,723 | | | | 1,105 | |
MongoDB Inc, Cl A * | | | 10,800 | | | | 3,483 | |
N-able Inc/US * | | | 11,350 | | | | 118 | |
Napco Security Technologies Inc | | | 5,600 | | | | 220 | |
Navitas Semiconductor Corp, Cl A * | | | 20,200 | | | | 56 | |
nCino Inc * | | | 13,700 | | | | 575 | |
NCR Voyix Corp * | | | 19,983 | | | | 290 | |
NETGEAR Inc * | | | 2,892 | | | | 71 | |
NetScout Systems Inc * | | | 9,058 | | | | 198 | |
NextNav Inc * | | | 12,300 | | | | 214 | |
nLight Inc * | | | 3,600 | | | | 39 | |
Novanta Inc * | | | 5,562 | | | | 929 | |
Nutanix Inc, Cl A * | | | 36,300 | | | | 2,370 | |
NVE Corp | | | 900 | | | | 70 | |
Okta Inc, Cl A * | | | 24,304 | | | | 1,885 | |
Olo Inc, Cl A * | | | 22,100 | | | | 161 | |
ON24 Inc * | | | 6,100 | | | | 40 | |
OneSpan Inc * | | | 7,902 | | | | 143 | |
Onto Innovation Inc * | | | 7,172 | | | | 1,178 | |
Ooma Inc * | | | 6,900 | | | | 102 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
OSI Systems Inc * | | | 2,268 | | | $ | 402 | |
Ouster Inc * | | | 7,100 | | | | 70 | |
Pagaya Technologies Ltd, Cl A * | | | 6,600 | | | | 72 | |
PagerDuty Inc * | | | 13,915 | | | | 296 | |
PAR Technology Corp * | | | 5,800 | | | | 471 | |
PC Connection Inc | | | 2,231 | | | | 162 | |
PDF Solutions Inc * | | | 5,153 | | | | 163 | |
Pegasystems Inc | | | 6,436 | | | | 611 | |
Photronics Inc * | | | 9,129 | | | | 227 | |
Plexus Corp * | | | 4,328 | | | | 712 | |
Power Integrations Inc | | | 8,378 | | | | 549 | |
Powerfleet Inc NJ * | | | 14,900 | | | | 105 | |
Procore Technologies Inc * | | | 15,800 | | | | 1,283 | |
Progress Software Corp | | | 7,058 | | | | 483 | |
PROS Holdings Inc * | | | 6,599 | | | | 153 | |
Pure Storage Inc, Cl A * | | | 47,000 | | | | 2,491 | |
Q2 Holdings Inc * | | | 8,400 | | | | 880 | |
Qualys Inc * | | | 5,600 | | | | 860 | |
Rackspace Technology Inc * | | | 11,600 | | | | 31 | |
Rambus Inc * | | | 16,810 | | | | 972 | |
Rapid7 Inc * | | | 9,700 | | | | 413 | |
Red Violet Inc * | | | 1,100 | | | | 40 | |
Ribbon Communications Inc * | | | 13,520 | | | | 53 | |
Rimini Street Inc * | | | 10,000 | | | | 22 | |
RingCentral Inc, Cl A * | | | 13,600 | | | | 512 | |
Riot Platforms Inc * | | | 44,600 | | | | 564 | |
Rogers Corp * | | | 3,093 | | | | 320 | |
Sanmina Corp * | | | 7,666 | | | | 609 | |
Sapiens International Corp NV | | | 3,800 | | | | 104 | |
ScanSource Inc * | | | 3,396 | | | | 171 | |
SEMrush Holdings Inc, Cl A * | | | 6,100 | | | | 83 | |
Semtech Corp * | | | 9,275 | | | | 594 | |
SentinelOne Inc, Cl A * | | | 40,800 | | | | 1,140 | |
Silicon Laboratories Inc * | | | 5,182 | | | | 573 | |
SiTime Corp * | | | 2,900 | | | | 616 | |
SkyWater Technology Inc * | | | 1,700 | | | | 13 | |
SMART Global Holdings Inc * | | | 8,600 | | | | 156 | |
SmartRent Inc, Cl A * | | | 30,500 | | | | 54 | |
Smartsheet Inc, Cl A * | | | 19,900 | | | | 1,113 | |
Snowflake Inc, Cl A * | | | 47,900 | | | | 8,373 | |
SolarWinds Corp | | | 7,850 | | | | 105 | |
SoundHound AI Inc, Cl A * | | | 46,700 | | | | 435 | |
SoundThinking Inc * | | | 1,400 | | | | 18 | |
Sprinklr Inc, Cl A * | | | 17,700 | | | | 146 | |
Sprout Social Inc, Cl A * | | | 8,800 | | | | 282 | |
SPS Commerce Inc * | | | 5,758 | | | | 1,112 | |
Synaptics Inc * | | | 6,387 | | | | 512 | |
TD SYNNEX Corp | | | 11,681 | | | | 1,390 | |
Tenable Holdings Inc * | | | 18,700 | | | | 785 | |
Teradata Corp * | | | 16,100 | | | | 497 | |
Terawulf Inc * | | | 37,800 | | | | 298 | |
TTM Technologies Inc * | | | 13,887 | | | | 339 | |
Tucows Inc, Cl A * | | | 2,200 | | | | 39 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Turtle Beach Corp * | | | 4,000 | | | $ | 69 | |
Twilio Inc, Cl A * | | | 25,942 | | | | 2,712 | |
Ubiquiti Inc | | | 700 | | | | 243 | |
UiPath Inc, Cl A * | | | 65,000 | | | | 924 | |
Ultra Clean Holdings Inc * | | | 6,352 | | | | 244 | |
Unisys Corp * | | | 15,183 | | | | 121 | |
Unity Software Inc * | | | 44,700 | | | | 1,078 | |
Universal Display Corp | | | 6,951 | | | | 1,144 | |
Varonis Systems Inc, Cl B * | | | 16,400 | | | | 819 | |
Veeco Instruments Inc * | | | 9,110 | | | | 254 | |
Verint Systems Inc * | | | 8,350 | | | | 210 | |
Vertex Inc, Cl A * | | | 8,900 | | | | 483 | |
Viant Technology Inc, Cl A * | | | 2,600 | | | | 49 | |
Viasat Inc * | | | 18,256 | | | | 170 | |
Viavi Solutions Inc * | | | 29,000 | | | | 288 | |
Vishay Intertechnology Inc | | | 20,317 | | | | 388 | |
Vishay Precision Group Inc * | | | 3,164 | | | | 73 | |
Vontier Corp | | | 24,300 | | | | 954 | |
Weave Communications Inc * | | | 2,600 | | | | 36 | |
Wolfspeed Inc * | | | 19,923 | | | | 191 | |
Workday Inc, Cl A * | | | 32,066 | | | | 8,016 | |
Workiva Inc, Cl A * | | | 8,000 | | | | 778 | |
Xerox Holdings Corp | | | 18,000 | | | | 165 | |
Xperi Inc * | | | 9,580 | | | | 91 | |
Yext Inc * | | | 11,200 | | | | 93 | |
Zeta Global Holdings Corp, Cl A * | | | 27,000 | | | | 575 | |
Zoom Video Communications Inc, Cl A * | | | 40,421 | | | | 3,342 | |
Zscaler Inc * | | | 14,100 | | | | 2,913 | |
Zuora Inc, Cl A * | | | 25,500 | | | | 253 | |
| | | | | | | | |
| | | | | | | 209,264 | |
Materials — 5.0% | | | | |
AdvanSix Inc | | | 5,100 | | | | 166 | |
Alcoa Corp | | | 37,600 | | | | 1,746 | |
Alpha Metallurgical Resources Inc | | | 1,800 | | | | 442 | |
American Vanguard Corp | | | 6,799 | | | | 41 | |
AptarGroup Inc | | | 9,766 | | | | 1,689 | |
Arcadium Lithium PLC * | | | 167,060 | | | | 877 | |
Arch Resources Inc | | | 2,800 | | | | 481 | |
Ardagh Metal Packaging SA | | | 26,950 | | | | 99 | |
Ashland Inc | | | 7,408 | | | | 578 | |
ASP Isotopes * | | | 13,600 | | | | 75 | |
Aspen Aerogels Inc * | | | 9,600 | | | | 142 | |
ATI Inc * | | | 18,800 | | | | 1,131 | |
Avient Corp | | | 12,932 | | | | 663 | |
Axalta Coating Systems Ltd * | | | 32,800 | | | | 1,327 | |
Balchem Corp | | | 4,588 | | | | 828 | |
Berry Global Group Inc | | | 18,041 | | | | 1,305 | |
Cabot Corp | | | 8,532 | | | | 935 | |
Carpenter Technology Corp | | | 7,101 | | | | 1,378 | |
Century Aluminum Co * | | | 6,197 | | | | 141 | |
Chemours Co/The | | | 24,200 | | | | 526 | |
Clearwater Paper Corp * | | | 2,651 | | | | 72 | |
Cleveland-Cliffs Inc * | | | 70,160 | | | | 874 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Coeur Mining Inc * | | | 58,261 | | | $ | 376 | |
Commercial Metals Co | | | 18,241 | | | | 1,125 | |
Compass Minerals International Inc | | | 7,840 | | | | 121 | |
Constellium SE, Cl A * | | | 18,000 | | | | 221 | |
CRH PLC | | | 104,200 | | | | 10,657 | |
Crown Holdings Inc | | | 17,551 | | | | 1,616 | |
Eagle Materials Inc | | | 5,183 | | | | 1,601 | |
Ecovyst Inc * | | | 19,100 | | | | 152 | |
Element Solutions Inc | | | 33,600 | | | | 964 | |
Graphic Packaging Holding Co | | | 44,717 | | | | 1,346 | |
Greif Inc, Cl A | | | 3,119 | | | | 222 | |
Greif Inc, Cl B | | | 1,300 | | | | 98 | |
Hawkins Inc | | | 2,746 | | | | 369 | |
HB Fuller Co | | | 8,733 | | | | 671 | |
Hecla Mining Co | | | 95,068 | | | | 525 | |
Huntsman Corp | | | 23,924 | | | | 468 | |
i-80 Gold Corp * | | | 38,100 | | | | 24 | |
Ingevity Corp * | | | 5,400 | | | | 262 | |
Innospec Inc | | | 4,113 | | | | 488 | |
Intrepid Potash Inc * | | | 1,860 | | | | 50 | |
Ivanhoe Electric Inc / US * | | | 9,500 | | | | 90 | |
Kaiser Aluminum Corp | | | 2,754 | | | | 224 | |
Knife River Corp * | | | 8,083 | | | | 837 | |
Koppers Holdings Inc | | | 2,573 | | | | 99 | |
Kronos Worldwide Inc | | | 5,084 | | | | 58 | |
Lifezone Metals Ltd * | | | 6,000 | | | | 43 | |
Louisiana-Pacific Corp | | | 9,742 | | | | 1,152 | |
LSB Industries Inc * | | | 8,300 | | | | 73 | |
Materion Corp | | | 2,874 | | | | 332 | |
Mativ Holdings Inc | | | 10,288 | | | | 135 | |
Metallus Inc * | | | 5,104 | | | | 85 | |
Metals Acquisition Ltd, Cl A * | | | 8,900 | | | | 113 | |
Minerals Technologies Inc | | | 5,324 | | | | 434 | |
MP Materials Corp * | | | 18,100 | | | | 381 | |
Myers Industries Inc | | | 8,418 | | | | 98 | |
NewMarket Corp | | | 1,097 | | | | 585 | |
Novagold Resources Inc * | | | 42,600 | | | | 156 | |
O-I Glass Inc * | | | 24,300 | | | | 306 | |
Olin Corp | | | 18,516 | | | | 789 | |
Olympic Steel Inc | | | 1,927 | | | | 81 | |
Orion SA | | | 10,400 | | | | 192 | |
Pactiv Evergreen Inc | | | 8,700 | | | | 118 | |
Perimeter Solutions Inc * | | | 19,300 | | | | 247 | |
Perpetua Resources * | | | 9,700 | | | | 92 | |
Piedmont Lithium Inc * | | | 3,100 | | | | 39 | |
PureCycle Technologies Inc * | | | 17,400 | | | | 231 | |
Quaker Chemical Corp | | | 1,934 | | | | 305 | |
Radius Recycling Inc, Cl A | | | 5,956 | | | | 118 | |
Ramaco Resources Inc, Cl A | | | 5,500 | | | | 70 | |
Ramaco Resources Inc, Cl B | | | 1,100 | | | | 11 | |
Ranpak Holdings Corp, Cl A * | | | 8,300 | | | | 65 | |
Rayonier Advanced Materials Inc * | | | 13,917 | | | | 123 | |
Reliance Inc | | | 8,538 | | | | 2,743 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Royal Gold Inc | | | 10,102 | | | $ | 1,478 | |
RPM International Inc | | | 19,488 | | | | 2,705 | |
Ryerson Holding Corp | | | 4,900 | | | | 126 | |
Scotts Miracle-Gro Co/The, Cl A | | | 7,059 | | | | 544 | |
Sealed Air Corp | | | 20,800 | | | | 761 | |
Sensient Technologies Corp | | | 6,635 | | | | 515 | |
Silgan Holdings Inc | | | 11,760 | | | | 677 | |
Sonoco Products Co | | | 14,921 | | | | 774 | |
Southern Copper Corp | | | 13,336 | | | | 1,338 | |
SSR Mining Inc | | | 24,700 | | | | 144 | |
Stepan Co | | | 2,825 | | | | 217 | |
Summit Materials Inc, Cl A * | | | 17,665 | | | | 900 | |
SunCoke Energy Inc | | | 9,446 | | | | 118 | |
Sylvamo Corp | | | 5,800 | | | | 535 | |
Tredegar Corp * | | | 5,341 | | | | 38 | |
TriMas Corp | | | 6,476 | | | | 171 | |
Tronox Holdings PLC | | | 20,000 | | | | 242 | |
United States Lime & Minerals Inc | | | 1,300 | | | | 199 | |
United States Steel Corp | | | 33,300 | | | | 1,358 | |
Universal Stainless & Alloy Products Inc * | | | 1,400 | | | | 62 | |
Valhi Inc | | | 500 | | | | 13 | |
Warrior Met Coal Inc | | | 8,200 | | | | 577 | |
Westlake Corp | | | 5,310 | | | | 682 | |
Worthington Steel Inc | | | 5,702 | | | | 256 | |
| | | | | | | | |
| | | | | | | 61,727 | |
Real Estate — 5.1% | | | | |
Acadia Realty Trust ‡ | | | 14,339 | | | | 371 | |
Agree Realty Corp ‡ | | | 15,647 | | | | 1,202 | |
Alexander & Baldwin Inc ‡ | | | 10,291 | | | | 203 | |
Alexander's Inc ‡ | | | 488 | | | | 109 | |
American Assets Trust Inc ‡ | | | 7,791 | | | | 222 | |
American Healthcare REIT Inc ‡ | | | 10,800 | | | | 322 | |
American Homes 4 Rent, Cl A ‡ | | | 50,700 | | | | 1,941 | |
Americold Realty Trust Inc ‡ | | | 43,500 | | | | 1,038 | |
Anywhere Real Estate Inc * | | | 9,102 | | | | 45 | |
Apartment Investment and Management Co, Cl A *‡ | | | 23,300 | | | | 206 | |
Apple Hospitality REIT Inc ‡ | | | 34,500 | | | | 556 | |
Armada Hoffler Properties Inc ‡ | | | 13,800 | | | | 152 | |
Braemar Hotels & Resorts Inc ‡ | | | 13,600 | | | | 49 | |
Brandywine Realty Trust ‡ | | | 18,539 | | | | 104 | |
Brixmor Property Group Inc ‡ | | | 44,600 | | | | 1,341 | |
Broadstone Net Lease Inc, Cl A ‡ | | | 31,000 | | | | 543 | |
BRT Apartments Corp ‡ | | | 2,400 | | | | 48 | |
CareTrust REIT Inc ‡ | | | 22,053 | | | | 657 | |
CBL & Associates Properties Inc ‡ | | | 3,700 | | | | 114 | |
Centerspace ‡ | | | 2,403 | | | | 174 | |
Chatham Lodging Trust ‡ | | | 10,435 | | | | 96 | |
City Office REIT Inc ‡ | | | 11,000 | | | | 64 | |
Clipper Realty Inc ‡ | | | 3,500 | | | | 18 | |
Community Healthcare Trust Inc ‡ | | | 5,400 | | | | 102 | |
Compass Inc, Cl A * | | | 63,100 | | | | 447 | |
COPT Defense Properties ‡ | | | 17,730 | | | | 584 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cousins Properties Inc ‡ | | | 24,345 | | | $ | 773 | |
CTO Realty Growth Inc ‡ | | | 4,254 | | | | 87 | |
CubeSmart ‡ | | | 34,222 | | | | 1,696 | |
Curbline Properties *‡ | | | 15,602 | | | | 378 | |
Cushman & Wakefield PLC * | | | 37,600 | | | | 575 | |
DiamondRock Hospitality Co ‡ | | | 28,707 | | | | 266 | |
Diversified Healthcare Trust ‡ | | | 22,607 | | | | 59 | |
Douglas Emmett Inc ‡ | | | 25,085 | | | | 486 | |
Easterly Government Properties Inc, Cl A ‡ | | | 12,600 | | | | 155 | |
EastGroup Properties Inc ‡ | | | 7,585 | | | | 1,306 | |
Elme Communities ‡ | | | 11,613 | | | | 197 | |
Empire State Realty Trust Inc, Cl A ‡ | | | 17,400 | | | | 191 | |
EPR Properties ‡ | | | 11,851 | | | | 538 | |
Equity LifeStyle Properties Inc ‡ | | | 28,264 | | | | 2,016 | |
Essential Properties Realty Trust Inc ‡ | | | 26,100 | | | | 890 | |
eXp World Holdings Inc | | | 13,900 | | | | 192 | |
Farmland Partners Inc ‡ | | | 10,300 | | | | 131 | |
First Industrial Realty Trust Inc ‡ | | | 20,953 | | | | 1,120 | |
Forestar Group Inc * | | | 3,867 | | | | 115 | |
Four Corners Property Trust Inc ‡ | | | 15,119 | | | | 449 | |
FRP Holdings Inc * | | | 2,876 | | | | 92 | |
Gaming and Leisure Properties Inc ‡ | | | 39,931 | | | | 2,061 | |
Getty Realty Corp ‡ | | | 6,589 | | | | 217 | |
Gladstone Commercial Corp ‡ | | | 3,219 | | | | 57 | |
Gladstone Land Corp ‡ | | | 7,000 | | | | 84 | |
Global Medical REIT Inc ‡ | | | 12,700 | | | | 113 | |
Global Net Lease Inc ‡ | | | 33,762 | | | | 250 | |
Healthcare Realty Trust Inc, Cl A ‡ | | | 60,205 | | | | 1,103 | |
Highwoods Properties Inc ‡ | | | 16,368 | | | | 531 | |
Howard Hughes Holdings Inc * | | | 5,117 | | | | 444 | |
Hudson Pacific Properties Inc ‡ | | | 27,870 | | | | 107 | |
Independence Realty Trust Inc ‡ | | | 34,701 | | | | 758 | |
Industrial Logistics Properties Trust ‡ | | | 10,700 | | | | 41 | |
Innovative Industrial Properties Inc, Cl A ‡ | | | 4,400 | | | | 480 | |
InvenTrust Properties Corp ‡ | | | 9,400 | | | | 291 | |
JBG SMITH Properties ‡ | | | 12,200 | | | | 208 | |
Jones Lang LaSalle Inc * | | | 7,347 | | | | 2,062 | |
Kennedy-Wilson Holdings Inc | | | 14,729 | | | | 171 | |
Kilroy Realty Corp ‡ | | | 16,643 | | | | 691 | |
Kite Realty Group Trust ‡ | | | 33,321 | | | | 919 | |
Lamar Advertising Co, Cl A ‡ | | | 13,097 | | | | 1,755 | |
Lineage ‡ | | | 10,100 | | | | 641 | |
LTC Properties Inc ‡ | | | 5,917 | | | | 228 | |
LXP Industrial Trust, Cl B ‡ | | | 45,190 | | | | 423 | |
Macerich Co/The ‡ | | | 31,045 | | | | 658 | |
Marcus & Millichap Inc | | | 2,700 | | | | 112 | |
Medical Properties Trust Inc ‡ | | | 93,362 | | | | 410 | |
National Health Investors Inc ‡ | | | 6,464 | | | | 495 | |
National Storage Affiliates Trust ‡ | | | 10,400 | | | | 469 | |
NET Lease Office Properties ‡ | | | 2,895 | | | | 95 | |
NETSTREIT Corp ‡ | | | 10,100 | | | | 164 | |
Newmark Group Inc, Cl A | | | 18,505 | | | | 286 | |
NexPoint Residential Trust Inc ‡ | | | 2,600 | | | | 122 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
NNN REIT Inc ‡ | | | 27,043 | | | $ | 1,189 | |
Omega Healthcare Investors Inc ‡ | | | 37,657 | | | | 1,529 | |
One Liberty Properties Inc ‡ | | | 3,662 | | | | 110 | |
Opendoor Technologies Inc * | | | 103,100 | | | | 241 | |
Orion Office REIT Inc ‡ | | | 11,900 | | | | 50 | |
Outfront Media Inc ‡ | | | 23,709 | | | | 455 | |
Paramount Group Inc ‡ | | | 30,300 | | | | 147 | |
Park Hotels & Resorts Inc ‡ | | | 30,859 | | | | 480 | |
Peakstone Realty Trust ‡ | | | 5,500 | | | | 75 | |
Pebblebrook Hotel Trust ‡ | | | 19,625 | | | | 272 | |
Phillips Edison & Co Inc ‡ | | | 19,000 | | | | 750 | |
Piedmont Office Realty Trust Inc, Cl A ‡ | | | 20,266 | | | | 193 | |
Plymouth Industrial REIT Inc ‡ | | | 7,000 | | | | 131 | |
Postal Realty Trust Inc, Cl A ‡ | | | 2,600 | | | | 37 | |
PotlatchDeltic Corp ‡ | | | 12,642 | | | | 567 | |
Rayonier Inc ‡ | | | 20,953 | | | | 668 | |
RE/MAX Holdings Inc, Cl A * | | | 4,200 | | | | 55 | |
Real Brokerage Inc/The * | | | 15,600 | | | | 82 | |
Redfin Corp * | | | 20,600 | | | | 195 | |
Retail Opportunity Investments Corp ‡ | | | 18,259 | | | | 318 | |
Rexford Industrial Realty Inc ‡ | | | 33,800 | | | | 1,422 | |
RLJ Lodging Trust ‡ | | | 21,954 | | | | 224 | |
RMR Group Inc/The, Cl A | | | 1,070 | | | | 24 | |
Ryman Hospitality Properties Inc ‡ | | | 8,960 | | | | 1,050 | |
Sabra Health Care REIT Inc ‡ | | | 36,820 | | | | 690 | |
Safehold Inc ‡ | | | 6,727 | | | | 144 | |
Saul Centers Inc ‡ | | | 2,644 | | | | 109 | |
Seaport Entertainment Group Inc * | | | 1,288 | | | | 44 | |
Service Properties Trust ‡ | | | 28,741 | | | | 80 | |
SITE Centers Corp ‡ | | | 7,801 | | | | 121 | |
SL Green Realty Corp ‡ | | | 10,283 | | | | 804 | |
St Joe Co/The | | | 5,200 | | | | 266 | |
STAG Industrial Inc ‡ | | | 28,756 | | | | 1,058 | |
Star Holdings *‡ | | | 2,282 | | | | 26 | |
Stratus Properties Inc * | | | 1,200 | | | | 31 | |
Summit Hotel Properties Inc ‡ | | | 10,629 | | | | 70 | |
Sun Communities Inc ‡ | | | 19,021 | | | | 2,403 | |
Sunstone Hotel Investors Inc ‡ | | | 32,338 | | | | 348 | |
Tanger Inc ‡ | | | 16,149 | | | | 597 | |
Tejon Ranch Co * | | | 4,876 | | | | 79 | |
Terreno Realty Corp ‡ | | | 13,663 | | | | 828 | |
UMH Properties Inc ‡ | | | 9,500 | | | | 182 | |
Uniti Group Inc ‡ | | | 36,660 | | | | 217 | |
Universal Health Realty Income Trust ‡ | | | 1,116 | | | | 47 | |
Urban Edge Properties ‡ | | | 19,700 | | | | 453 | |
Veris Residential Inc ‡ | | | 12,567 | | | | 229 | |
Vornado Realty Trust ‡ | | | 26,400 | | | | 1,137 | |
Whitestone REIT, Cl B ‡ | | | 8,077 | | | | 119 | |
WP Carey Inc ‡ | | | 32,700 | | | | 1,866 | |
Xenia Hotels & Resorts Inc ‡ | | | 18,000 | | | | 277 | |
Zillow Group Inc, Cl A * | | | 6,791 | | | | 554 | |
Zillow Group Inc, Cl C * | | | 24,197 | | | | 2,050 | |
| | | | | | | | |
| | | | | | | 63,959 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Extended Market Index Fund (Concluded)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Utilities — 1.6% | | | | |
ALLETE Inc | | | 8,770 | | | $ | 569 | |
Altus Power Inc, Cl A * | | | 9,800 | | | | 42 | |
American States Water Co | | | 5,774 | | | | 493 | |
Avangrid Inc | | | 12,050 | | | | 435 | |
Avista Corp | | | 11,952 | | | | 462 | |
Black Hills Corp | | | 10,802 | | | | 692 | |
Brookfield Infrastructure Corp, Cl A | | | 17,050 | | | | 765 | |
Brookfield Renewable Corp, Cl A | | | 21,316 | | | | 680 | |
California Water Service Group | | | 9,041 | | | | 463 | |
Chesapeake Utilities Corp | | | 3,115 | | | | 410 | |
Clearway Energy Inc, Cl A | | | 3,800 | | | | 106 | |
Clearway Energy Inc, Cl C | | | 12,500 | | | | 369 | |
Consolidated Water Co Ltd | | | 500 | | | | 13 | |
Essential Utilities Inc | | | 38,737 | | | | 1,551 | |
Genie Energy Ltd, Cl B | | | 100 | | | | 2 | |
Global Water Resources Inc | | | 2,800 | | | | 38 | |
Hawaiian Electric Industries Inc * | | | 20,558 | | | | 214 | |
IDACORP Inc, Cl Rights | | | 7,424 | | | | 880 | |
MDU Resources Group Inc | | | 29,832 | | | | 598 | |
MGE Energy Inc | | | 5,414 | | | | 565 | |
Middlesex Water Co | | | 2,901 | | | | 190 | |
Montauk Renewables Inc * | | | 11,500 | | | | 51 | |
National Fuel Gas Co | | | 14,488 | | | | 927 | |
New Jersey Resources Corp | | | 15,694 | | | | 809 | |
Northwest Natural Holding Co | | | 5,076 | | | | 222 | |
Northwestern Energy Group Inc | | | 10,146 | | | | 560 | |
OGE Energy Corp | | | 29,776 | | | | 1,309 | |
ONE Gas Inc | | | 8,800 | | | | 686 | |
Ormat Technologies Inc | | | 7,734 | | | | 631 | |
Otter Tail Corp | | | 6,646 | | | | 536 | |
Portland General Electric Co | | | 14,300 | | | | 685 | |
Pure Cycle Corp * | | | 5,900 | | | | 86 | |
SJW Group | | | 4,764 | | | | 265 | |
Southwest Gas Holdings Inc | | | 8,941 | | | | 699 | |
Spire Inc | | | 8,203 | | | | 600 | |
Sunnova Energy International Inc * | | | 19,800 | | | | 110 | |
TXNM Energy Inc | | | 13,617 | | | | 668 | |
UGI Corp | | | 30,596 | | | | 929 | |
Unitil Corp | | | 1,858 | | | | 111 | |
York Water Co/The | | | 2,952 | | | | 106 | |
| | | | | | | | |
| | | | | | | 19,527 | |
Total Common Stock | | | | | | | | |
(Cost $651,695) ($ Thousands) | | | | | | | 1,218,765 | |
| | | | | | | | |
REGISTERED INVESTMENT COMPANY — 0.0% |
NexPoint Diversified Real Estate Trust | | | 6,672 | | | | 39 | |
Total Registered Investment Company | | | | | | | | |
| | | | | | | | |
(Cost $80) ($ Thousands) | | | | | | | 39 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | |
Description | | | Number of Rights | | | Market Value ($ Thousands) | |
RIGHTS — 0.0% |
Novartis AG CVR *‡‡ | | | 10,960 | | | $ | 4 | |
Tobira Therapeutics CVR, Expires 12/31/2028 *(A) | | | 2,300 | | | | – | |
Total Rights | | | | | | | | |
(Cost $—) ($ Thousands) | | | | | | | 4 | |
| | | | | | | | |
| | | | | | | | |
| | Shares
| | | | | |
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 19,897,003 | | | | 19,897 | |
Total Cash Equivalent | | | | | | | | |
(Cost $19,897) ($ Thousands) | | | | | | | 19,897 | |
Total Investments in Securities — 99.7% | | | | | | | | |
(Cost $671,672) ($ Thousands) | | $ | 1,238,705 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Russell 2000 Index E-MINI | | | 122 | | | | Dec-2024 | | | $ | 13,805 | | | $ | 14,913 | | | $ | 1,108 | |
S&P 500 Index E-MINI | | | 12 | | | | Dec-2024 | | | | 3,503 | | | | 3,630 | | | | 127 | |
S&P Mid Cap 400 Index E-MINI | | | 11 | | | | Dec-2024 | | | | 3,425 | | | | 3,715 | | | | 290 | |
| | | | | | | | | | $ | 20,733 | | | $ | 22,258 | | | $ | 1,525 | |
| Percentages are based on Net Assets of $1,241,821 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
‡‡ | Expiration date not available. |
† | Investment in Affiliated Security (see Note 6). |
(A) | Level 3 security in accordance with fair value hierarchy. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($)(1) | | | Total ($) | |
Common Stock | | | 1,218,737 | | | | 28 | | | | – | | | | 1,218,765 | |
Registered Investment Company | | | 39 | | | | – | | | | – | | | | 39 | |
Rights | | | 4 | | | | – | | | | – | ^ | | | 4 | |
Cash Equivalent | | | 19,897 | | | | – | | | | – | | | | 19,897 | |
Total Investments in Securities | | | 1,238,677 | | | | 28 | | | | – | | | | 1,238,705 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 1,525 | | | | – | | | | – | | | | 1,525 | |
Total Other Financial Instruments | | | 1,525 | | | | – | | | | – | | | | 1,525 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
^ This category includes securities with a value of $—.
(1) A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Investments Co | | $ | 1,132 | | | $ | — | | | $ | (100 | ) | | $ | 47 | | | $ | 179 | | | $ | 1,258 | | | $ | 8 | | | $ | — | |
SEI Liquidity Fund, LP | | | 18 | | | | — | | | | (1 | ) | | | — | | | | (17 | ) | | | — | | | | 13 | | | | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 26,720 | | | $ | 113,087 | | | | (119,910 | ) | | $ | — | | | | — | | | | 19,897 | | | | 589 | | | | — | |
Totals | | $ | 27,870 | | | $ | 113,087 | | | $ | (120,011 | ) | | $ | 47 | | | $ | 162 | | | $ | 21,155 | | | $ | 610 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 98.5% |
| | | | | | | | |
Communication Services — 1.7% | | | | |
AMC Networks Inc, Cl A * | | | 9,100 | | | $ | 86 | |
Anterix Inc * | | | 1,780 | | | | 62 | |
AST SpaceMobile Inc, Cl A * | | | 4,211 | | | | 100 | |
Bandwidth Inc, Cl A * | | | 4,120 | | | | 87 | |
Cinemark Holdings Inc * | | | 7,312 | | | | 252 | |
EverQuote Inc, Cl A * | | | 16,720 | | | | 321 | |
EW Scripps Co/The, Cl A * | | | 39,150 | | | | 78 | |
Gambling.com Group Ltd * | | | 40,653 | | | | 539 | |
Gogo Inc * | | | 18,270 | | | | 147 | |
Grindr Inc * | | | 9,237 | | | | 139 | |
IDT Corp, Cl B | | | 6,860 | | | | 354 | |
IMAX Corp * | | | 6,830 | | | | 180 | |
Lions Gate Entertainment Corp, Cl A * | | | 30,206 | | | | 249 | |
Magnite Inc * | | | 9,414 | | | | 158 | |
MediaAlpha Inc, Cl A * | | | 10,490 | | | | 132 | |
New York Times Co/The, Cl A | | | 750 | | | | 41 | |
Nexstar Media Group Inc, Cl A | | | 3,600 | | | | 614 | |
Playstudios Inc * | | | 40,414 | | | | 78 | |
Playtika Holding Corp | | | 17,700 | | | | 149 | |
Shutterstock Inc | | | 5,100 | | | | 162 | |
Sinclair Inc | | | 6,160 | | | | 113 | |
Spok Holdings Inc | | | 11,710 | | | | 192 | |
Thryv Holdings Inc * | | | 6,340 | | | | 100 | |
Vimeo Inc * | | | 48,870 | | | | 319 | |
Yelp Inc, Cl A * | | | 3,480 | | | | 133 | |
| | | | | | | | |
| | | | | | | 4,785 | |
Consumer Discretionary — 9.3% | | | | |
Academy Sports & Outdoors Inc | | | 6,900 | | | | 340 | |
Accel Entertainment Inc, Cl A * | | | 6,360 | | | | 74 | |
Adtalem Global Education Inc * | | | 4,600 | | | | 420 | |
Amer Sports Inc * | | | 10,217 | | | | 269 | |
American Public Education Inc * | | | 11,931 | | | | 246 | |
AutoNation Inc * | | | 2,800 | | | | 501 | |
Biglari Holdings Inc, Cl B * | | | 1,023 | | | | 215 | |
Bloomin' Brands Inc | | | 20,000 | | | | 279 | |
Brinker International Inc * | | | 1,963 | | | | 260 | |
Build-A-Bear Workshop Inc, Cl A | | | 14,660 | | | | 557 | |
Carriage Services Inc, Cl A | | | 1,250 | | | | 51 | |
Cava Group Inc * | | | 2,403 | | | | 339 | |
Cooper-Standard Holdings Inc * | | | 4,594 | | | | 71 | |
Cricut Inc, Cl A | | | 13,400 | | | | 70 | |
Crocs Inc * | | | 3,100 | | | | 327 | |
Denny's Corp * | | | 12,340 | | | | 81 | |
Designer Brands Inc, Cl A | | | 19,550 | | | | 97 | |
Dillard's Inc, Cl A | | | 220 | | | | 97 | |
Dine Brands Global Inc | | | 5,920 | | | | 213 | |
Dorman Products Inc * | | | 1,504 | | | | 211 | |
Dream Finders Homes Inc, Cl A * | | | 7,782 | | | | 259 | |
Dutch Bros Inc, Cl A * | | | 4,727 | | | | 254 | |
El Pollo Loco Holdings Inc * | | | 28,800 | | | | 366 | |
Flexsteel Industries Inc | | | 5,147 | | | | 304 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Frontdoor Inc * | | | 2,960 | | | $ | 173 | |
Funko Inc, Cl A * | | | 9,140 | | | | 107 | |
G-III Apparel Group Ltd * | | | 14,600 | | | | 433 | |
Goodyear Tire & Rubber Co/The * | | | 16,500 | | | | 177 | |
Graham Holdings Co, Cl B | | | 110 | | | | 102 | |
Grand Canyon Education Inc * | | | 1,440 | | | | 237 | |
Group 1 Automotive Inc | | | 1,900 | | | | 809 | |
H&R Block Inc | | | 14,580 | | | | 864 | |
Harley-Davidson Inc | | | 6,700 | | | | 225 | |
Haverty Furniture Cos Inc | | | 7,400 | | | | 175 | |
Hooker Furnishings Corp | | | 12,434 | | | | 233 | |
Hovnanian Enterprises Inc, Cl A * | | | 1,392 | | | | 274 | |
Inspired Entertainment Inc * | | | 12,505 | | | | 120 | |
Installed Building Products Inc | | | 838 | | | | 192 | |
Latham Group Inc * | | | 51,577 | | | | 342 | |
Laureate Education Inc, Cl A * | | | 8,320 | | | | 158 | |
La-Z-Boy Inc | | | 10,900 | | | | 493 | |
Lear Corp | | | 450 | | | | 44 | |
Legacy Housing Corp * | | | 7,448 | | | | 195 | |
Lindblad Expeditions Holdings Inc * | | | 24,882 | | | | 330 | |
M/I Homes Inc * | | | 4,100 | | | | 677 | |
Marine Products Corp | | | 6,597 | | | | 65 | |
Marriott Vacations Worldwide Corp | | | 1,150 | | | | 114 | |
Mattel Inc * | | | 16,900 | | | | 321 | |
Meritage Homes Corp | | | 4,700 | | | | 898 | |
Modine Manufacturing Co * | | | 11,068 | | | | 1,503 | |
Murphy USA Inc | | | 605 | | | | 331 | |
Nordstrom Inc | | | 11,100 | | | | 252 | |
ODP Corp/The * | | | 9,100 | | | | 234 | |
OneSpaWorld Holdings Ltd | | | 16,124 | | | | 306 | |
Penske Automotive Group Inc | | | 1,130 | | | | 188 | |
Perdoceo Education Corp | | | 27,319 | | | | 750 | |
Playa Hotels & Resorts NV * | | | 23,800 | | | | 233 | |
PlayAGS Inc * | | | 44,025 | | | | 512 | |
Polaris Inc | | | 2,200 | | | | 152 | |
Potbelly Corp * | | | 29,829 | | | | 310 | |
PVH Corp | | | 5,883 | | | | 638 | |
RealReal Inc/The * | | | 21,572 | | | | 127 | |
Revolve Group Inc, Cl A * | | | 7,750 | | | | 280 | |
Rocky Brands Inc | | | 2,115 | | | | 46 | |
Rush Street Interactive Inc * | | | 28,970 | | | | 418 | |
Sally Beauty Holdings Inc * | | | 12,500 | | | | 174 | |
Shoe Carnival Inc | | | 2,400 | | | | 81 | |
Signet Jewelers Ltd | | | 4,900 | | | | 491 | |
Standard Motor Products Inc | | | 2,250 | | | | 74 | |
Stride Inc * | | | 1,380 | | | | 147 | |
Sturm Ruger & Co Inc | | | 1,230 | | | | 47 | |
Sweetgreen Inc, Cl A * | | | 5,425 | | | | 222 | |
Taylor Morrison Home Corp, Cl A * | | | 230 | | | | 17 | |
Texas Roadhouse Inc, Cl A | | | 5,417 | | | | 1,112 | |
Tri Pointe Homes Inc * | | | 24,200 | | | | 1,053 | |
Universal Technical Institute Inc * | | | 2,920 | | | | 76 | |
Upbound Group Inc, Cl A | | | 16,740 | | | | 576 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Wingstop Inc | | | 1,537 | | | $ | 505 | |
Winmark Corp | | | 235 | | | | 97 | |
Winnebago Industries Inc | | | 5,300 | | | | 310 | |
Wolverine World Wide Inc | | | 10,921 | | | | 253 | |
Xponential Fitness Inc, Cl A * | | | 19,564 | | | | 298 | |
| | | | | | | | |
| | | | | | | 25,472 | |
Consumer Staples — 5.1% | | | | |
Albertsons Cos Inc, Cl A | | | 7,500 | | | | 149 | |
Andersons Inc/The | | | 2,150 | | | | 103 | |
B&G Foods Inc, Cl A | | | 40,500 | | | | 270 | |
BellRing Brands Inc * | | | 3,364 | | | | 264 | |
Calavo Growers Inc | | | 80 | | | | 2 | |
Cal-Maine Foods Inc | | | 2,520 | | | | 246 | |
Casey's General Stores Inc | | | 3,502 | | | | 1,474 | |
Central Garden & Pet Co * | | | 2,050 | | | | 81 | |
Central Garden & Pet Co, Cl A * | | | 3,017 | | | | 102 | |
Coca-Cola Consolidated Inc | | | 248 | | | | 323 | |
Dole PLC | | | 6,030 | | | | 91 | |
Energizer Holdings Inc | | | 8,500 | | | | 324 | |
Flowers Foods Inc | | | 8,750 | | | | 198 | |
Fresh Del Monte Produce Inc | | | 11,460 | | | | 387 | |
Hain Celestial Group Inc/The * | | | 9,760 | | | | 81 | |
Herbalife Ltd * | | | 24,000 | | | | 186 | |
Honest Co Inc/The * | | | 10,490 | | | | 87 | |
Ingles Markets Inc, Cl A | | | 8,557 | | | | 632 | |
Ingredion Inc | | | 9,087 | | | | 1,339 | |
John B Sanfilippo & Son Inc | | | 1,080 | | | | 93 | |
Lancaster Colony Corp | | | 940 | | | | 175 | |
Lifeway Foods Inc * | | | 9,178 | | | | 224 | |
Mission Produce Inc * | | | 28,167 | | | | 375 | |
Natural Grocers by Vitamin Cottage Inc | | | 15,981 | | | | 752 | |
Nature's Sunshine Products Inc * | | | 1,180 | | | | 19 | |
Oil-Dri Corp of America | | | 420 | | | | 29 | |
Performance Food Group Co * | | | 1,270 | | | | 112 | |
Pilgrim's Pride Corp * | | | 6,261 | | | | 323 | |
Post Holdings Inc * | | | 2,220 | | | | 267 | |
PriceSmart Inc | | | 6,640 | | | | 596 | |
Primo Brands Corp | | | 6,550 | | | | 187 | |
Reynolds Consumer Products Inc | | | 3,290 | | | | 91 | |
Seaboard Corp | | | 19 | | | | 50 | |
SpartanNash Co | | | 13,520 | | | | 257 | |
Spectrum Brands Holdings Inc | | | 2,700 | | | | 248 | |
Sprouts Farmers Market Inc * | | | 12,370 | | | | 1,911 | |
Turning Point Brands Inc | | | 13,685 | | | | 847 | |
Universal Corp/VA | | | 2,080 | | | | 119 | |
USANA Health Sciences Inc * | | | 930 | | | | 36 | |
Village Super Market Inc, Cl A | | | 19,301 | | | | 625 | |
Vital Farms Inc * | | | 5,530 | | | | 184 | |
Weis Markets Inc | | | 1,260 | | | | 92 | |
| | | | | | | | |
| | | | | | | 13,951 | |
Energy — 4.9% | | | | |
Archrock Inc | | | 7,605 | | | | 195 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Ardmore Shipping Corp | | | 3,400 | | | $ | 38 | |
Berry Corp | | | 81,600 | | | | 333 | |
Cactus Inc, Cl A | | | 7,817 | | | | 537 | |
California Resources Corp | | | 4,600 | | | | 272 | |
Centrus Energy Corp, Cl A * | | | 2,596 | | | | 236 | |
Clean Energy Fuels Corp * | | | 27,170 | | | | 84 | |
CNX Resources Corp * | | | 21,872 | | | | 886 | |
CONSOL Energy Inc | | | 2,900 | | | | 379 | |
DHT Holdings Inc | | | 67,780 | | | | 639 | |
DT Midstream Inc | | | 2,406 | | | | 255 | |
Excelerate Energy Inc, Cl A | | | 16,334 | | | | 506 | |
FutureFuel Corp | | | 79,740 | | | | 416 | |
Golar LNG Ltd | | | 3,354 | | | | 132 | |
Gulfport Energy Corp * | | | 4,120 | | | | 724 | |
Helmerich & Payne Inc | | | 15,500 | | | | 537 | |
International Seaways Inc | | | 2,440 | | | | 95 | |
Kinetik Holdings Inc, Cl A | | | 4,185 | | | | 247 | |
Kodiak Gas Services Inc | | | 5,835 | | | | 236 | |
Liberty Energy Inc, Cl A | | | 17,700 | | | | 326 | |
Matador Resources Co | | | 20,064 | | | | 1,204 | |
Nordic American Tankers Ltd | | | 15,420 | | | | 41 | |
Patterson-UTI Energy Inc | | | 17,600 | | | | 148 | |
PBF Energy Inc, Cl A | | | 6,400 | | | | 202 | |
Peabody Energy Corp | | | 13,800 | | | | 329 | |
Ranger Energy Services Inc, Cl A | | | 27,239 | | | | 449 | |
REX American Resources Corp * | | | 4,787 | | | | 207 | |
Riley Exploration Permian Inc | | | 13,587 | | | | 477 | |
Scorpio Tankers Inc | | | 2,550 | | | | 129 | |
SFL Corp Ltd, Cl B | | | 27,170 | | | | 286 | |
SM Energy Co | | | 6,000 | | | | 271 | |
Solaris Energy Infrastructure Inc, Cl A | | | 8,392 | | | | 207 | |
Teekay Corp * | | | 73,725 | | | | 544 | |
Teekay Tankers Ltd, Cl A | | | 2,070 | | | | 83 | |
Texas Pacific Land Corp | | | 141 | | | | 226 | |
VAALCO Energy Inc | | | 101,410 | | | | 519 | |
Viper Energy Inc, Cl A | | | 3,934 | | | | 213 | |
World Kinect Corp | | | 23,500 | | | | 680 | |
| | | | | | | | |
| | | | | | | 13,288 | |
Financials — 23.2% | | | | |
1st Source Corp | | | 1,280 | | | | 83 | |
AFC Gamma Inc ‡ | | | 22,465 | | | | 219 | |
Affiliated Managers Group Inc | | | 4,900 | | | | 919 | |
AG Mortgage Investment Trust Inc ‡ | | | 48,700 | | | | 333 | |
Alerus Financial Corp | | | 15,856 | | | | 349 | |
Amalgamated Financial Corp | | | 17,757 | | | | 633 | |
American Coastal Insurance Corp * | | | 2,320 | | | | 32 | |
American Financial Group Inc/OH | | | 710 | | | | 104 | |
Apollo Commercial Real Estate Finance Inc ‡ | | | 18,100 | | | | 167 | |
Arbor Realty Trust Inc ‡ | | | 15,600 | | | | 229 | |
Artisan Partners Asset Management Inc, Cl A | | | 3,330 | | | | 163 | |
Associated Banc-Corp | | | 30,700 | | | | 819 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Assurant Inc | | | 1,270 | | | $ | 288 | |
Atlanticus Holdings Corp * | | | 6,706 | | | | 391 | |
Axis Capital Holdings Ltd | | | 3,410 | | | | 317 | |
Banco Latinoamericano de Comercio Exterior SA, Cl E | | | 31,043 | | | | 1,058 | |
Bank of NT Butterfield & Son Ltd/The | | | 19,340 | | | | 734 | |
Bank OZK | | | 14,500 | | | | 725 | |
Bank7 Corp | | | 10,602 | | | | 505 | |
BayCom Corp | | | 5,224 | | | | 151 | |
BCB Bancorp Inc | | | 10,300 | | | | 137 | |
Bridgewater Bancshares Inc * | | | 1,760 | | | | 26 | |
Brighthouse Financial Inc * | | | 3,600 | | | | 188 | |
Brightsphere Investment Group Inc | | | 1,230 | | | | 38 | |
Business First Bancshares Inc | | | 4,200 | | | | 120 | |
Camden National Corp | | | 9,500 | | | | 448 | |
Capital Bancorp Inc | | | 4,301 | | | | 125 | |
Capital City Bank Group Inc | | | 3,400 | | | | 134 | |
Carter Bankshares Inc * | | | 8,361 | | | | 156 | |
Cathay General Bancorp | | | 8,600 | | | | 447 | |
Central Pacific Financial Corp | | | 1,800 | | | | 57 | |
Civista Bancshares Inc | | | 8,665 | | | | 198 | |
CNB Financial Corp/PA | | | 17,100 | | | | 477 | |
CNO Financial Group Inc | | | 37,500 | | | | 1,496 | |
Coastal Financial Corp/WA * | | | 4,630 | | | | 354 | |
Cohen & Steers Inc | | | 2,089 | | | | 219 | |
Colony Bankcorp Inc | | | 13,931 | | | | 246 | |
Columbia Banking System Inc | | | 39,800 | | | | 1,234 | |
Commerce Bancshares Inc/MO | | | 4,080 | | | | 301 | |
Community Trust Bancorp Inc | | | 12,060 | | | | 711 | |
Crawford & Co, Cl A | | | 16,904 | | | | 200 | |
CrossFirst Bankshares Inc * | | | 8,371 | | | | 145 | |
Customers Bancorp Inc * | | | 5,300 | | | | 299 | |
Diamond Hill Investment Group Inc | | | 3,580 | | | | 592 | |
Dime Community Bancshares Inc | | | 6,000 | | | | 215 | |
Donegal Group Inc, Cl A | | | 11,019 | | | | 183 | |
Employers Holdings Inc | | | 12,730 | | | | 679 | |
Enact Holdings Inc | | | 2,410 | | | | 85 | |
Enova International Inc * | | | 3,826 | | | | 404 | |
Enterprise Bancorp Inc/MA | | | 940 | | | | 35 | |
Equity Bancshares Inc, Cl A | | | 1,500 | | | | 72 | |
Esquire Financial Holdings Inc | | | 7,855 | | | | 610 | |
Essent Group Ltd | | | 4,240 | | | | 245 | |
Euronet Worldwide Inc * | | | 2,020 | | | | 212 | |
Evercore Inc, Cl A | | | 797 | | | | 245 | |
Everest Group Ltd | | | 780 | | | | 302 | |
EVERTEC Inc | | | 5,300 | | | | 191 | |
Farmers National Banc Corp | | | 4,375 | | | | 69 | |
Federated Hermes Inc, Cl B | | | 11,600 | | | | 496 | |
Fidelis Insurance Holdings Ltd | | | 3,790 | | | | 78 | |
Financial Institutions Inc | | | 14,810 | | | | 402 | |
First BanCorp/Puerto Rico | | | 22,070 | | | | 456 | |
First Busey Corp | | | 9,500 | | | | 254 | |
First Business Financial Services Inc | | | 10,040 | | | | 503 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
First Commonwealth Financial Corp | | | 12,500 | | | $ | 235 | |
First Community Bankshares Inc | | | 7,470 | | | | 345 | |
First Financial Bankshares Inc | | | 20,740 | | | | 864 | |
First Financial Corp/IN | | | 10,880 | | | | 531 | |
First Mid Bancshares Inc | | | 1,510 | | | | 63 | |
FirstCash Holdings Inc | | | 1,720 | | | | 187 | |
FNB Corp/PA | | | 20,700 | | | | 355 | |
Forge Global Holdings Inc * | | | 72,740 | | | | 79 | |
FS KKR Capital Corp | | | 14,600 | | | | 324 | |
Fulton Financial Corp | | | 15,700 | | | | 339 | |
GCM Grosvenor Inc, Cl A | | | 3,700 | | | | 46 | |
Genworth Financial Inc, Cl A * | | | 44,700 | | | | 349 | |
Great Southern Bancorp Inc | | | 3,150 | | | | 202 | |
Greenlight Capital Re Ltd, Cl A * | | | 2,530 | | | | 38 | |
Guaranty Bancshares Inc/TX | | | 700 | | | | 26 | |
Hamilton Insurance Group Ltd, Cl B * | | | 3,080 | | | | 59 | |
Hamilton Lane Inc, Cl A | | | 7,217 | | | | 1,389 | |
Hancock Whitney Corp | | | 8,300 | | | | 493 | |
Hanmi Financial Corp | | | 23,260 | | | | 615 | |
Hanover Insurance Group Inc/The | | | 1,590 | | | | 262 | |
HBT Financial Inc | | | 26,135 | | | | 626 | |
HCI Group Inc | | | 2,597 | | | | 317 | |
Heritage Financial Corp/WA | | | 2,000 | | | | 53 | |
Heritage Insurance Holdings Inc * | | | 5,150 | | | | 64 | |
Home Bancorp Inc | | | 590 | | | | 30 | |
HomeTrust Bancshares Inc | | | 9,069 | | | | 336 | |
Hope Bancorp Inc | | | 26,100 | | | | 356 | |
Horace Mann Educators Corp | | | 2,860 | | | | 120 | |
Independent Bank Corp/MI | | | 24,570 | | | | 925 | |
International Money Express Inc * | | | 20,700 | | | | 436 | |
Invesco Mortgage Capital Inc ‡ | | | 7,650 | | | | 64 | |
Investors Title Co | | | 130 | | | | 37 | |
Jackson Financial Inc, Cl A | | | 6,600 | | | | 661 | |
James River Group Holdings Ltd | | | 22,846 | | | | 107 | |
Janus Henderson Group PLC | | | 690 | | | | 31 | |
Jefferies Financial Group Inc | | | 3,682 | | | | 291 | |
Kinsale Capital Group Inc | | | 596 | | | | 303 | |
Lemonade Inc * | | | 3,808 | | | | 197 | |
LendingTree Inc * | | | 5,771 | | | | 255 | |
Lincoln National Corp | | | 7,800 | | | | 277 | |
Mercantile Bank Corp | | | 18,065 | | | | 904 | |
Mercury General Corp | | | 1,630 | | | | 129 | |
Meridian Corp | | | 11,600 | | | | 196 | |
Metrocity Bankshares Inc | | | 3,036 | | | | 104 | |
MGIC Investment Corp | | | 24,000 | | | | 630 | |
Mid Penn Bancorp Inc | | | 15,369 | | | | 493 | |
MidCap Financial Investment Corp | | | 21,366 | | | | 303 | |
Midland States Bancorp Inc | | | 17,220 | | | | 462 | |
Moelis & Co, Cl A | | | 13,820 | | | | 1,064 | |
Moneylion Inc * | | | 6,110 | | | | 560 | |
Mr Cooper Group Inc * | | | 7,800 | | | | 770 | |
NerdWallet Inc, Cl A * | | | 42,806 | | | | 599 | |
New Mountain Finance Corp | | | 20,100 | | | | 240 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
New York Mortgage Trust Inc ‡ | | | 25,100 | | | $ | 154 | |
Nicolet Bankshares Inc | | | 880 | | | | 98 | |
NMI Holdings Inc, Cl A * | | | 3,670 | | | | 147 | |
Northeast Community Bancorp Inc | | | 15,000 | | | | 452 | |
Northrim BanCorp Inc | | | 9,530 | | | | 811 | |
Oaktree Specialty Lending Corp | | | 13,100 | | | | 214 | |
OFG Bancorp | | | 18,880 | | | | 858 | |
Old National Bancorp/IN | | | 14,400 | | | | 334 | |
Old Republic International Corp | | | 7,930 | | | | 309 | |
Old Second Bancorp Inc | | | 14,100 | | | | 262 | |
OppFi Inc | | | 45,344 | | | | 370 | |
Orchid Island Capital Inc, Cl A ‡ | | | 23,180 | | | | 181 | |
Orrstown Financial Services Inc | | | 14,635 | | | | 578 | |
Pathward Financial Inc | | | 3,866 | | | | 324 | |
Patria Investments Ltd, Cl A | | | 3,970 | | | | 48 | |
Paymentus Holdings Inc, Cl A * | | | 5,976 | | | | 226 | |
Payoneer Global Inc * | | | 17,559 | | | | 192 | |
Paysafe Ltd * | | | 13,616 | | | | 271 | |
PCB Bancorp | | | 10,100 | | | | 217 | |
PennantPark Investment Corp | | | 43,000 | | | | 291 | |
Peoples Bancorp Inc/OH | | | 3,210 | | | | 113 | |
Peoples Bancorp of North Carolina Inc | | | 2,396 | | | | 77 | |
Peoples Financial Services Corp | | | 2,211 | | | | 122 | |
Perella Weinberg Partners, Cl A | | | 3,480 | | | | 89 | |
Pinnacle Financial Partners Inc | | | 1,815 | | | | 231 | |
Piper Sandler Cos | | | 4,466 | | | | 1,532 | |
PJT Partners Inc, Cl A | | | 1,540 | | | | 258 | |
Ponce Financial Group Inc * | | | 12,651 | | | | 164 | |
Popular Inc | | | 10,420 | | | | 1,035 | |
Preferred Bank/Los Angeles CA | | | 2,954 | | | | 279 | |
Primerica Inc | | | 890 | | | | 269 | |
Regional Management Corp | | | 19,265 | | | | 588 | |
Reinsurance Group of America Inc, Cl A | | | 1,520 | | | | 347 | |
RenaissanceRe Holdings Ltd | | | 1,250 | | | | 358 | |
Republic Bancorp Inc/KY, Cl A | | | 9,173 | | | | 700 | |
Rithm Capital Corp ‡ | | | 31,400 | | | | 353 | |
RLI Corp | | | 250 | | | | 44 | |
Safety Insurance Group Inc | | | 1,080 | | | | 93 | |
Selectquote Inc * | | | 97,220 | | | | 291 | |
Sezzle Inc * | | | 600 | | | | 254 | |
Sierra Bancorp | | | 12,578 | | | | 396 | |
Sixth Street Specialty Lending Inc | | | 12,300 | | | | 264 | |
Skyward Specialty Insurance Group Inc * | | | 1,830 | | | | 99 | |
SmartFinancial Inc | | | 1,370 | | | | 50 | |
South Plains Financial Inc | | | 1,300 | | | | 51 | |
Southern Missouri Bancorp Inc | | | 3,719 | | | | 244 | |
Southern States Bancshares Inc | | | 3,548 | | | | 132 | |
Stellar Bancorp Inc | | | 3,241 | | | | 101 | |
StepStone Group Inc, Cl A | | | 10,124 | | | | 667 | |
Stifel Financial Corp | | | 13,231 | | | | 1,532 | |
StoneX Group Inc * | | | 1,520 | | | | 158 | |
Sunrise Realty Trust Inc ‡ | | | 5,945 | | | | 92 | |
Synovus Financial Corp | | | 9,606 | | | | 548 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Third Coast Bancshares Inc * | | | 1,030 | | | $ | 37 | |
Towne Bank/Portsmouth VA | | | 3,940 | | | | 144 | |
TPG RE Finance Trust Inc ‡ | | | 36,180 | | | | 330 | |
United Fire Group Inc | | | 12,691 | | | | 388 | |
Unity Bancorp Inc | | | 1,080 | | | | 49 | |
Universal Insurance Holdings Inc | | | 34,310 | | | | 776 | |
Univest Financial Corp | | | 10,480 | | | | 333 | |
Upstart Holdings Inc * | | | 4,097 | | | | 323 | |
USCB Financial Holdings Inc | | | 5,650 | | | | 116 | |
Victory Capital Holdings Inc, Cl A | | | 4,345 | | | | 302 | |
Virtu Financial Inc, Cl A | | | 4,280 | | | | 160 | |
Virtus Investment Partners Inc | | | 390 | | | | 96 | |
Voya Financial Inc | | | 10 | | | | 1 | |
WaFd Inc | | | 12,800 | | | | 468 | |
Waterstone Financial Inc | | | 5,498 | | | | 83 | |
Westamerica BanCorp | | | 1,290 | | | | 74 | |
Western Union Co/The | | | 4,350 | | | | 48 | |
White Mountains Insurance Group Ltd | | | 115 | | | | 231 | |
World Acceptance Corp * | | | 4,146 | | | | 501 | |
| | | | | | | | |
| | | | | | | 63,372 | |
Health Care — 13.4% | | | | |
Accuray Inc * | | | 40,954 | | | | 91 | |
ACELYRIN Inc * | | | 32,159 | | | | 146 | |
Actinium Pharmaceuticals Inc * | | | 44,620 | | | | 64 | |
Addus HomeCare Corp * | | | 990 | | | | 122 | |
ADMA Biologics Inc * | | | 12,696 | | | | 255 | |
Agios Pharmaceuticals Inc * | | | 2,920 | | | | 173 | |
Aldeyra Therapeutics Inc * | | | 25,630 | | | | 126 | |
Alector Inc * | | | 14,683 | | | | 38 | |
Alkermes PLC * | | | 20,690 | | | | 600 | |
Altimmune Inc * | | | 9,860 | | | | 85 | |
ALX Oncology Holdings Inc * | | | 56,850 | | | | 84 | |
AMN Healthcare Services Inc * | | | 3,300 | | | | 86 | |
Amphastar Pharmaceuticals Inc * | | | 2,660 | | | | 120 | |
AnaptysBio Inc * | | | 2,560 | | | | 64 | |
ANI Pharmaceuticals Inc * | | | 5,058 | | | | 289 | |
Anika Therapeutics Inc * | | | 2,653 | | | | 47 | |
Arcellx Inc * | | | 3,930 | | | | 346 | |
Arcturus Therapeutics Holdings Inc * | | | 5,300 | | | | 97 | |
Arcus Biosciences Inc * | | | 3,680 | | | | 57 | |
Arcutis Biotherapeutics Inc * | | | 24,540 | | | | 320 | |
ARS Pharmaceuticals Inc * | | | 12,181 | | | | 177 | |
Avanos Medical Inc * | | | 2,790 | | | | 53 | |
Avidity Biosciences Inc * | | | 2,944 | | | | 127 | |
Axogen Inc * | | | 5,980 | | | | 83 | |
Bioventus Inc, Cl A * | | | 31,240 | | | | 384 | |
Blueprint Medicines Corp * | | | 4,200 | | | | 405 | |
CareDx Inc * | | | 9,649 | | | | 237 | |
Catalyst Pharmaceuticals Inc * | | | 28,907 | | | | 638 | |
Celcuity Inc * | | | 1,380 | | | | 18 | |
CG oncology Inc * | | | 2,460 | | | | 86 | |
Chemed Corp | | | 456 | | | | 261 | |
ChromaDex Corp * | | | 44,354 | | | | 342 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Coherus Biosciences Inc * | | | 344,362 | | | $ | 420 | |
Collegium Pharmaceutical Inc * | | | 9,960 | | | | 304 | |
Community Health Systems Inc * | | | 13,154 | | | | 45 | |
CorVel Corp * | | | 600 | | | | 219 | |
Crinetics Pharmaceuticals Inc * | | | 5,220 | | | | 299 | |
Cullinan Therapeutics Inc * | | | 3,380 | | | | 45 | |
Day One Biopharmaceuticals Inc * | | | 4,250 | | | | 59 | |
Doximity Inc, Cl A * | | | 4,971 | | | | 263 | |
Edgewise Therapeutics Inc * | | | 5,844 | | | | 193 | |
Editas Medicine Inc, Cl A * | | | 29,780 | | | | 67 | |
Embecta Corp | | | 12,120 | | | | 252 | |
Encompass Health Corp | | | 3,290 | | | | 339 | |
Enhabit Inc * | | | 7,840 | | | | 61 | |
Ensign Group Inc/The | | | 8,760 | | | | 1,281 | |
Entrada Therapeutics Inc * | | | 10,728 | | | | 213 | |
Evolus Inc * | | | 18,603 | | | | 255 | |
Exelixis Inc * | | | 50,326 | | | | 1,835 | |
GeneDx Holdings Corp, Cl A * | | | 1,650 | | | | 129 | |
Generation Bio Co * | | | 76,218 | | | | 116 | |
Geron Corp * | | | 18,528 | | | | 76 | |
Glaukos Corp * | | | 2,021 | | | | 290 | |
Halozyme Therapeutics Inc * | | | 10,900 | | | | 525 | |
Harmony Biosciences Holdings Inc * | | | 16,900 | | | | 586 | |
Health Catalyst Inc * | | | 37,140 | | | | 328 | |
HealthStream Inc | | | 6,726 | | | | 223 | |
Henry Schein Inc * | | | 1,720 | | | | 133 | |
Heron Therapeutics Inc * | | | 35,375 | | | | 42 | |
Innoviva Inc * | | | 4,890 | | | | 93 | |
Insmed Inc * | | | 8,463 | | | | 636 | |
Intra-Cellular Therapies Inc * | | | 3,601 | | | | 308 | |
Ionis Pharmaceuticals Inc * | | | 3,300 | | | | 118 | |
iRadimed Corp | | | 10,893 | | | | 587 | |
Ironwood Pharmaceuticals Inc, Cl A * | | | 50,100 | | | | 176 | |
Jazz Pharmaceuticals PLC * | | | 6,730 | | | | 818 | |
Joint Corp/The * | | | 16,896 | | | | 197 | |
Kiniksa Pharmaceuticals International PLC, Cl A * | | | 15,016 | | | | 332 | |
Kodiak Sciences Inc * | | | 27,430 | | | | 183 | |
Krystal Biotech Inc * | | | 530 | | | | 105 | |
Kura Oncology Inc * | | | 2,230 | | | | 25 | |
Lantheus Holdings Inc * | | | 8,158 | | | | 728 | |
LeMaitre Vascular Inc | | | 3,013 | | | | 322 | |
LifeMD Inc * | | | 21,934 | | | | 145 | |
Ligand Pharmaceuticals Inc * | | | 980 | | | | 119 | |
Madrigal Pharmaceuticals Inc * | | | 560 | | | | 184 | |
MannKind Corp * | | | 26,891 | | | | 182 | |
Medpace Holdings Inc * | | | 430 | | | | 146 | |
MeiraGTx Holdings PLC * | | | 14,164 | | | | 96 | |
Merit Medical Systems Inc * | | | 15,052 | | | | 1,564 | |
Mersana Therapeutics Inc * | | | 49,070 | | | | 112 | |
Mesa Laboratories Inc | | | 730 | | | | 86 | |
Mirum Pharmaceuticals Inc * | | | 3,445 | | | | 159 | |
National HealthCare Corp | | | 1,240 | | | | 155 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Neurocrine Biosciences Inc * | | | 1,260 | | | $ | 160 | |
Nuvalent Inc, Cl A * | | | 2,932 | | | | 283 | |
Option Care Health Inc * | | | 10,263 | | | | 244 | |
OraSure Technologies Inc * | | | 71,500 | | | | 272 | |
Organogenesis Holdings Inc, Cl A * | | | 86,144 | | | | 333 | |
Organon & Co | | | 27,000 | | | | 429 | |
Pacira BioSciences Inc * | | | 18,510 | | | | 313 | |
Patterson Cos Inc | | | 9,400 | | | | 202 | |
Pennant Group Inc/The * | | | 8,880 | | | | 277 | |
Perrigo Co PLC | | | 6,320 | | | | 180 | |
Phibro Animal Health Corp, Cl A | | | 8,620 | | | | 201 | |
Premier Inc, Cl A | | | 24,200 | | | | 554 | |
Prestige Consumer Healthcare Inc * | | | 7,050 | | | | 598 | |
PROCEPT BioRobotics Corp * | | | 7,773 | | | | 743 | |
Puma Biotechnology Inc * | | | 70,187 | | | | 238 | |
QIAGEN NV | | | 3,595 | | | | 156 | |
QuidelOrtho Corp * | | | 2,400 | | | | 98 | |
RadNet Inc * | | | 15,356 | | | | 1,256 | |
RAPT Therapeutics Inc * | | | 74,897 | | | | 94 | |
Relay Therapeutics Inc * | | | 10,470 | | | | 49 | |
Repligen Corp * | | | 599 | | | | 90 | |
Replimune Group Inc, Cl Rights * | | | 10,310 | | | | 145 | |
Revance Therapeutics Inc * | | | 19,920 | | | | 72 | |
REVOLUTION Medicines Inc * | | | 3,328 | | | | 193 | |
Rhythm Pharmaceuticals Inc * | | | 3,014 | | | | 187 | |
Rigel Pharmaceuticals Inc * | | | 19,076 | | | | 527 | |
Scholar Rock Holding Corp * | | | 6,524 | | | | 260 | |
SIGA Technologies Inc | | | 50,222 | | | | 366 | |
Simulations Plus Inc | | | 1,120 | | | | 36 | |
Soleno Therapeutics Inc * | | | 1,560 | | | | 82 | |
Solid Biosciences Inc * | | | 13,830 | | | | 79 | |
Stoke Therapeutics Inc * | | | 20,337 | | | | 246 | |
Supernus Pharmaceuticals Inc * | | | 4,351 | | | | 159 | |
Syndax Pharmaceuticals Inc * | | | 3,197 | | | | 53 | |
Tactile Systems Technology Inc * | | | 34,951 | | | | 683 | |
Tango Therapeutics Inc * | | | 13,150 | | | | 52 | |
Taysha Gene Therapies Inc * | | | 40,696 | | | | 132 | |
Teleflex Inc | | | 90 | | | | 17 | |
Tenet Healthcare Corp * | | | 3,200 | | | | 457 | |
Terns Pharmaceuticals Inc * | | | 4,450 | | | | 28 | |
TG Therapeutics Inc * | | | 8,238 | | | | 287 | |
Theravance Biopharma Inc * | | | 5,500 | | | | 51 | |
Travere Therapeutics Inc * | | | 4,400 | | | | 83 | |
United Therapeutics Corp * | | | 3,378 | | | | 1,252 | |
Universal Health Services Inc, Cl B | | | 1,420 | | | | 291 | |
Utah Medical Products Inc | | | 7,400 | | | | 483 | |
Vanda Pharmaceuticals Inc * | | | 72,270 | | | | 372 | |
Vaxcyte Inc * | | | 4,065 | | | | 384 | |
Verve Therapeutics Inc * | | | 69,270 | | | | 389 | |
WaVe Life Sciences Ltd * | | | 10,190 | | | | 154 | |
Waystar Holding Corp * | | | 4,509 | | | | 139 | |
Zymeworks Inc * | | | 1,640 | | | | 23 | |
| | | | | | | | |
| | | | | | | 36,647 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Industrials — 18.4% | | | | |
AAON Inc | | | 1,649 | | | $ | 225 | |
ABM Industries Inc | | | 7,400 | | | | 423 | |
ACCO Brands Corp | | | 49,600 | | | | 289 | |
Acuity Brands Inc | | | 1,739 | | | | 558 | |
ACV Auctions Inc, Cl A * | | | 15,253 | | | | 345 | |
AeroVironment Inc * | | | 1,430 | | | | 278 | |
AerSale Corp * | | | 14,970 | | | | 94 | |
Allison Transmission Holdings Inc | | | 2,559 | | | | 303 | |
American Superconductor Corp * | | | 3,292 | | | | 112 | |
American Woodmark Corp * | | | 7,500 | | | | 681 | |
Apogee Enterprises Inc | | | 9,210 | | | | 776 | |
Applied Industrial Technologies Inc | | | 2,409 | | | | 662 | |
ArcBest Corp | | | 6,600 | | | | 761 | |
Argan Inc | | | 3,481 | | | | 543 | |
Aris Water Solutions Inc, Cl A | | | 30,413 | | | | 818 | |
Astronics Corp * | | | 3,189 | | | | 52 | |
Atkore Inc | | | 6,600 | | | | 622 | |
AZEK Co Inc/The, Cl A * | | | 5,555 | | | | 295 | |
Barrett Business Services Inc | | | 9,710 | | | | 417 | |
Boise Cascade Co | | | 3,460 | | | | 511 | |
BrightView Holdings Inc * | | | 17,960 | | | | 307 | |
Brink's Co/The | | | 2,490 | | | | 241 | |
Brookfield Business Corp, Cl A | | | 7,496 | | | | 207 | |
BWX Technologies Inc | | | 4,570 | | | | 598 | |
CACI International Inc, Cl A * | | | 665 | | | | 306 | |
Cadre Holdings Inc | | | 6,871 | | | | 229 | |
Casella Waste Systems Inc, Cl A * | | | 11,802 | | | | 1,336 | |
Clean Harbors Inc * | | | 1,380 | | | | 359 | |
Commercial Vehicle Group Inc * | | | 30,281 | | | | 73 | |
Construction Partners Inc, Cl A * | | | 2,470 | | | | 251 | |
Costamare Inc | | | 36,985 | | | | 488 | |
Covenant Logistics Group Inc, Cl A | | | 1,000 | | | | 58 | |
CRA International Inc | | | 520 | | | | 101 | |
Crane Co | | | 5,982 | | | | 1,089 | |
CSG Systems International Inc | | | 4,180 | | | | 229 | |
CSW Industrials Inc | | | 706 | | | | 298 | |
Curtiss-Wright Corp | | | 1,719 | | | | 642 | |
Deluxe Corp | | | 7,700 | | | | 178 | |
DNOW Inc * | | | 5,750 | | | | 87 | |
Donaldson Co Inc | | | 3,490 | | | | 272 | |
Ducommun Inc * | | | 1,220 | | | | 82 | |
DXP Enterprises Inc/TX * | | | 4,988 | | | | 366 | |
EMCOR Group Inc | | | 815 | | | | 416 | |
EnerSys | | | 1,970 | | | | 190 | |
Ennis Inc | | | 21,088 | | | | 450 | |
Everus Construction Group * | | | 1,846 | | | | 118 | |
ExlService Holdings Inc * | | | 25,550 | | | | 1,185 | |
Exponent Inc | | | 5,979 | | | | 590 | |
Federal Signal Corp | | | 8,552 | | | | 833 | |
Franklin Covey Co * | | | 11,189 | | | | 407 | |
Franklin Electric Co Inc | | | 1,380 | | | | 149 | |
FTAI Aviation Ltd | | | 10,914 | | | | 1,843 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
FTI Consulting Inc * | | | 2,788 | | | $ | 565 | |
Gates Industrial Corp PLC * | | | 30,200 | | | | 669 | |
Genco Shipping & Trading Ltd | | | 12,778 | | | | 203 | |
Genpact Ltd | | | 7,050 | | | | 325 | |
Global Industrial Co | | | 6,281 | | | | 177 | |
GMS Inc * | | | 4,400 | | | | 442 | |
Gorman-Rupp Co/The | | | 1,700 | | | | 72 | |
Graham Corp * | | | 6,051 | | | | 271 | |
Greenbrier Cos Inc/The | | | 7,231 | | | | 492 | |
Heidrick & Struggles International Inc | | | 5,617 | | | | 259 | |
Herc Holdings Inc | | | 1,189 | | | | 276 | |
HNI Corp | | | 2,770 | | | | 157 | |
Hudson Technologies Inc * | | | 24,310 | | | | 144 | |
Huron Consulting Group Inc * | | | 1,120 | | | | 138 | |
Hyster-Yale Inc | | | 3,675 | | | | 207 | |
IBEX Holdings Ltd * | | | 10,478 | | | | 215 | |
ICF International Inc | | | 490 | | | | 68 | |
IES Holdings Inc * | | | 822 | | | | 255 | |
Innodata Inc * | | | 4,880 | | | | 200 | |
Interface Inc, Cl A | | | 28,350 | | | | 753 | |
Karat Packaging Inc | | | 19,301 | | | | 596 | |
Kelly Services Inc, Cl A | | | 13,716 | | | | 201 | |
Kforce Inc | | | 1,940 | | | | 116 | |
Kirby Corp * | | | 5,789 | | | | 732 | |
Korn Ferry | | | 1,340 | | | | 105 | |
Kratos Defense & Security Solutions Inc * | | | 8,186 | | | | 222 | |
L B Foster Co, Cl A * | | | 3,961 | | | | 114 | |
Landstar System Inc | | | 1,340 | | | | 249 | |
Leonardo DRS Inc * | | | 3,240 | | | | 113 | |
Limbach Holdings Inc * | | | 1,320 | | | | 131 | |
Lincoln Electric Holdings Inc | | | 1,120 | | | | 245 | |
Loar Holdings Inc * | | | 1,824 | | | | 168 | |
LSI Industries Inc | | | 20,660 | | | | 422 | |
Luxfer Holdings PLC | | | 19,860 | | | | 285 | |
Matson Inc | | | 4,500 | | | | 689 | |
Maximus Inc | | | 2,940 | | | | 219 | |
Mayville Engineering Co Inc * | | | 370 | | | | 6 | |
Moog Inc, Cl A | | | 2,179 | | | | 482 | |
MRC Global Inc * | | | 6,530 | | | | 91 | |
MSA Safety Inc | | | 1,440 | | | | 250 | |
MSC Industrial Direct Co Inc, Cl A | | | 2,290 | | | | 197 | |
Mueller Industries Inc | | | 16,795 | | | | 1,357 | |
Mueller Water Products Inc, Cl A | | | 10,104 | | | | 253 | |
National Presto Industries Inc | | | 610 | | | | 49 | |
Northwest Pipe Co * | | | 910 | | | | 51 | |
NuScale Power Corp * | | | 7,955 | | | | 236 | |
Omega Flex Inc | | | 1,390 | | | | 69 | |
Orion Group Holdings Inc * | | | 8,670 | | | | 76 | |
PAM Transportation Services Inc * | | | 5,617 | | | | 107 | |
Park Aerospace Corp | | | 2,600 | | | | 40 | |
Park-Ohio Holdings Corp | | | 18,466 | | | | 594 | |
Parsons Corp * | | | 8,393 | | | | 805 | |
Powell Industries Inc | | | 1,505 | | | | 402 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Preformed Line Products Co | | | 1,670 | | | $ | 227 | |
Primoris Services Corp | | | 6,189 | | | | 518 | |
Quad/Graphics Inc, Cl A | | | 42,000 | | | | 303 | |
RBC Bearings Inc * | | | 1,413 | | | | 474 | |
Rocket Lab USA Inc * | | | 11,023 | | | | 301 | |
Rush Enterprises Inc, Cl A | | | 3,960 | | | | 245 | |
Ryder System Inc | | | 5,960 | | | | 1,006 | |
Safe Bulkers Inc | | | 142,656 | | | | 552 | |
Science Applications International Corp | | | 2,040 | | | | 253 | |
Shyft Group Inc/The | | | 6,340 | | | | 89 | |
SkyWest Inc * | | | 2,350 | | | | 270 | |
Snap-on Inc | | | 870 | | | | 322 | |
SPX Technologies Inc * | | | 6,462 | | | | 1,140 | |
Steelcase Inc, Cl A | | | 19,840 | | | | 267 | |
Sterling Infrastructure Inc * | | | 6,356 | | | | 1,236 | |
Sun Country Airlines Holdings Inc * | | | 64,957 | | | | 935 | |
Tennant Co | | | 1,280 | | | | 113 | |
Tetra Tech Inc | | | 7,300 | | | | 303 | |
Textron Inc | | | 3,590 | | | | 307 | |
Tutor Perini Corp * | | | 17,302 | | | | 470 | |
UFP Industries Inc | | | 2,180 | | | | 296 | |
UniFirst Corp/MA | | | 840 | | | | 169 | |
Universal Logistics Holdings Inc | | | 5,900 | | | | 307 | |
V2X Inc * | | | 2,530 | | | | 152 | |
Viad Corp * | | | 5,622 | | | | 251 | |
Virco Mfg. Corp | | | 32,260 | | | | 530 | |
Wabash National Corp | | | 13,147 | | | | 261 | |
Watts Water Technologies Inc, Cl A | | | 430 | | | | 93 | |
Willdan Group Inc * | | | 12,604 | | | | 551 | |
| | | | | | | | |
| | | | | | | 50,244 | |
Information Technology — 13.0% | | | | |
8x8 Inc * | | | 106,150 | | | | 329 | |
A10 Networks Inc | | | 7,140 | | | | 122 | |
ACI Worldwide Inc * | | | 5,367 | | | | 305 | |
Agilysys Inc * | | | 4,586 | | | | 616 | |
Alarm.com Holdings Inc * | | | 2,580 | | | | 168 | |
Alkami Technology Inc * | | | 32,370 | | | | 1,278 | |
Amdocs Ltd | | | 3,100 | | | | 269 | |
American Software Inc/GA, Cl A | | | 2,750 | | | | 29 | |
Amkor Technology Inc | | | 20,600 | | | | 545 | |
Appfolio Inc, Cl A * | | | 1,020 | | | | 259 | |
Applied Digital Corp * | | | 22,675 | | | | 229 | |
Applied Optoelectronics Inc * | | | 5,496 | | | | 227 | |
Arlo Technologies Inc * | | | 12,580 | | | | 141 | |
Arrow Electronics Inc * | | | 2,020 | | | | 243 | |
ASGN Inc * | | | 2,090 | | | | 191 | |
AvePoint Inc * | | | 20,277 | | | | 358 | |
Aviat Networks Inc * | | | 13,820 | | | | 219 | |
Avnet Inc | | | 16,980 | | | | 929 | |
Backblaze Inc, Cl A * | | | 48,116 | | | | 312 | |
Badger Meter Inc | | | 4,046 | | | | 877 | |
Bel Fuse Inc, Cl B | | | 5,100 | | | | 409 | |
Belden Inc | | | 1,901 | | | | 233 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Benchmark Electronics Inc | | | 6,012 | | | $ | 291 | |
Blackbaud Inc * | | | 2,330 | | | | 196 | |
Blend Labs Inc, Cl A * | | | 32,060 | | | | 164 | |
Box Inc, Cl A * | | | 6,120 | | | | 215 | |
Camtek Ltd/Israel | | | 2,881 | | | | 215 | |
Ciena Corp * | | | 3,042 | | | | 212 | |
Cirrus Logic Inc * | | | 7,490 | | | | 782 | |
Clearwater Analytics Holdings Inc, Cl A * | | | 42,920 | | | | 1,332 | |
Climb Global Solutions Inc | | | 390 | | | | 52 | |
Coherent Corp * | | | 2,182 | | | | 219 | |
CommVault Systems Inc * | | | 4,112 | | | | 706 | |
Consensus Cloud Solutions Inc * | | | 16,140 | | | | 403 | |
Core Scientific Inc * | | | 13,441 | | | | 240 | |
Credo Technology Group Holding Ltd * | | | 6,543 | | | | 320 | |
CTS Corp | | | 1,760 | | | | 97 | |
Digital Turbine Inc * | | | 45,630 | | | | 66 | |
Enfusion Inc, Cl A * | | | 3,830 | | | | 38 | |
ePlus Inc * | | | 1,750 | | | | 141 | |
F5 Inc * | | | 1,470 | | | | 368 | |
Gen Digital Inc | | | 90 | | | | 3 | |
Hackett Group Inc/The | | | 15,503 | | | | 486 | |
Immersion Corp | | | 55,842 | | | | 499 | |
Information Services Group Inc | | | 8,700 | | | | 32 | |
Insight Enterprises Inc * | | | 1,360 | | | | 213 | |
Intapp Inc * | | | 4,033 | | | | 252 | |
InterDigital Inc | | | 1,517 | | | | 297 | |
IonQ Inc * | | | 6,156 | | | | 225 | |
Itron Inc * | | | 1,067 | | | | 126 | |
Kimball Electronics Inc * | | | 7,600 | | | | 149 | |
Kyndryl Holdings Inc * | | | 7,459 | | | | 259 | |
Lumentum Holdings Inc * | | | 2,896 | | | | 252 | |
MACOM Technology Solutions Holdings Inc * | | | 1,810 | | | | 240 | |
Manhattan Associates Inc * | | | 1,150 | | | | 328 | |
Methode Electronics Inc | | | 44,677 | | | | 488 | |
Mirion Technologies Inc, Cl A * | | | 12,268 | | | | 207 | |
NETGEAR Inc * | | | 28,140 | | | | 692 | |
NetScout Systems Inc * | | | 4,110 | | | | 90 | |
Nova Ltd * | | | 2,785 | | | | 512 | |
Novanta Inc * | | | 3,180 | | | | 531 | |
NVE Corp | | | 540 | | | | 42 | |
Olo Inc, Cl A * | | | 63,320 | | | | 462 | |
ON24 Inc * | | | 49,630 | | | | 328 | |
OneSpan Inc * | | | 39,369 | | | | 713 | |
PC Connection Inc | | | 5,655 | | | | 410 | |
Pegasystems Inc | | | 5,149 | | | | 489 | |
Photronics Inc * | | | 30,383 | | | | 757 | |
Plexus Corp * | | | 1,460 | | | | 240 | |
Progress Software Corp | | | 6,374 | | | | 436 | |
Q2 Holdings Inc * | | | 14,648 | | | | 1,534 | |
Qualys Inc * | | | 1,720 | | | | 264 | |
Red Violet Inc * | | | 16,429 | | | | 605 | |
Ribbon Communications Inc * | | | 20,540 | | | | 80 | |
Rimini Street Inc * | | | 126,267 | | | | 273 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Sanmina Corp * | | | 10,830 | | | $ | 860 | |
Sapiens International Corp NV | | | 2,740 | | | | 75 | |
ScanSource Inc * | | | 9,160 | | | | 462 | |
SEMrush Holdings Inc, Cl A * | | | 4,870 | | | | 66 | |
Semtech Corp * | | | 4,601 | | | | 295 | |
SiTime Corp * | | | 1,322 | | | | 281 | |
SkyWater Technology Inc * | | | 16,077 | | | | 128 | |
SMART Global Holdings Inc * | | | 19,900 | | | | 361 | |
SolarWinds Corp | | | 38,620 | | | | 516 | |
SoundThinking Inc * | | | 4,755 | | | | 62 | |
SPS Commerce Inc * | | | 4,425 | | | | 854 | |
TD SYNNEX Corp | | | 2,290 | | | | 272 | |
Terawulf Inc * | | | 25,644 | | | | 202 | |
TTM Technologies Inc * | | | 19,300 | | | | 470 | |
Turtle Beach Corp * | | | 14,149 | | | | 245 | |
Varonis Systems Inc, Cl B * | | | 14,750 | | | | 737 | |
Vertex Inc, Cl A * | | | 30,275 | | | | 1,642 | |
Vishay Intertechnology Inc | | | 7,500 | | | | 143 | |
Vishay Precision Group Inc * | | | 1,100 | | | | 25 | |
Vontier Corp | | | 10,400 | | | | 408 | |
WM Technology Inc * | | | 5,910 | | | | 7 | |
Yext Inc * | | | 38,380 | | | | 317 | |
Zeta Global Holdings Corp, Cl A * | | | 8,708 | | | | 185 | |
| | | | | | | | |
| | | | | | | 35,472 | |
Materials — 2.8% | | | | |
AdvanSix Inc | | | 8,500 | | | | 276 | |
Arch Resources Inc | | | 1,100 | | | | 189 | |
Caledonia Mining Corp PLC | | | 20,726 | | | | 218 | |
Coeur Mining Inc * | | | 14,680 | | | | 95 | |
Commercial Metals Co | | | 13,200 | | | | 814 | |
Core Molding Technologies Inc * | | | 15,391 | | | | 255 | |
Greif Inc, Cl A | | | 9,500 | | | | 675 | |
Greif Inc, Cl B | | | 2,816 | | | | 213 | |
Hawkins Inc | | | 1,590 | | | | 214 | |
Koppers Holdings Inc | | | 10,300 | | | | 396 | |
Kronos Worldwide Inc | | | 37,500 | | | | 424 | |
Minerals Technologies Inc | | | 1,650 | | | | 135 | |
NewMarket Corp | | | 365 | | | | 195 | |
O-I Glass Inc * | | | 19,200 | | | | 242 | |
Olympic Steel Inc | | | 3,064 | | | | 129 | |
Packaging Corp of America | | | 1,270 | | | | 316 | |
Pactiv Evergreen Inc | | | 8,190 | | | | 111 | |
Ranpak Holdings Corp, Cl A * | | | 27,150 | | | | 211 | |
Royal Gold Inc | | | 2,040 | | | | 298 | |
Sonoco Products Co | | | 4,870 | | | | 253 | |
SSR Mining Inc | | | 13,370 | | | | 78 | |
SunCoke Energy Inc | | | 52,883 | | | | 659 | |
Sylvamo Corp | | | 6,010 | | | | 555 | |
Universal Stainless & Alloy Products Inc * | | | 13,827 | | | | 614 | |
| | | | | | | | |
| | | | | | | 7,565 | |
Real Estate — 4.9% | | | | |
Alexander & Baldwin Inc ‡ | | | 5,480 | | | | 108 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Alexander's Inc ‡ | | | 2,463 | | | $ | 551 | |
Alpine Income Property Trust Inc ‡ | | | 5,332 | | | | 95 | |
American Assets Trust Inc ‡ | | | 24,320 | | | | 692 | |
American Healthcare REIT Inc ‡ | | | 5,675 | | | | 169 | |
Apple Hospitality REIT Inc ‡ | | | 30,900 | | | | 498 | |
Armada Hoffler Properties Inc ‡ | | | 3,240 | | | | 36 | |
Brixmor Property Group Inc ‡ | | | 4,099 | | | | 123 | |
Camden Property Trust ‡ | | | 2,370 | | | | 298 | |
CBL & Associates Properties Inc ‡ | | | 6,620 | | | | 205 | |
Centerspace ‡ | | | 1,260 | | | | 91 | |
COPT Defense Properties ‡ | | | 470 | | | | 15 | |
Cousins Properties Inc ‡ | | | 4,130 | | | | 131 | |
CTO Realty Growth Inc ‡ | | | 28,210 | | | | 576 | |
Elme Communities ‡ | | | 5,420 | | | | 92 | |
EPR Properties ‡ | | | 15,580 | | | | 707 | |
Farmland Partners Inc ‡ | | | 36,347 | | | | 462 | |
Forestar Group Inc * | | | 13,655 | | | | 408 | |
FRP Holdings Inc * | | | 1,030 | | | | 33 | |
Gaming and Leisure Properties Inc ‡ | | | 2,810 | | | | 145 | |
Gladstone Commercial Corp ‡ | | | 50,652 | | | | 892 | |
Global Medical REIT Inc ‡ | | | 19,500 | | | | 173 | |
Highwoods Properties Inc ‡ | | | 14,500 | | | | 471 | |
Industrial Logistics Properties Trust ‡ | | | 14,200 | | | | 55 | |
Innovative Industrial Properties Inc, Cl A ‡ | | | 3,710 | | | | 404 | |
InvenTrust Properties Corp ‡ | | | 4,560 | | | | 141 | |
Kilroy Realty Corp ‡ | | | 9,300 | | | | 386 | |
Kite Realty Group Trust ‡ | | | 9,200 | | | | 254 | |
Landbridge Co LLC, Cl A * | | | 3,231 | | | | 245 | |
National Health Investors Inc ‡ | | | 330 | | | | 25 | |
NET Lease Office Properties ‡ | | | 1,210 | | | | 40 | |
NNN REIT Inc ‡ | | | 120 | | | | 5 | |
One Liberty Properties Inc ‡ | | | 1,870 | | | | 56 | |
Orion Office REIT Inc ‡ | | | 100,790 | | | | 426 | |
Outfront Media Inc ‡ | | | 13,400 | | | | 257 | |
Park Hotels & Resorts Inc ‡ | | | 20,300 | | | | 316 | |
Phillips Edison & Co Inc ‡ | | | 3,690 | | | | 146 | |
Piedmont Office Realty Trust Inc, Cl A ‡ | | | 22,800 | | | | 217 | |
Postal Realty Trust Inc, Cl A ‡ | | | 12,009 | | | | 170 | |
Redfin Corp * | | | 13,910 | | | | 132 | |
Regency Centers Corp ‡ | | | 4,064 | | | | 307 | |
RLJ Lodging Trust ‡ | | | 35,200 | | | | 359 | |
RMR Group Inc/The, Cl A | | | 19,892 | | | | 442 | |
Sabra Health Care REIT Inc ‡ | | | 41,000 | | | | 768 | |
Saul Centers Inc ‡ | | | 11,216 | | | | 461 | |
Service Properties Trust ‡ | | | 21,900 | | | | 61 | |
UMH Properties Inc ‡ | | | 4,040 | | | | 78 | |
Uniti Group Inc ‡ | | | 34,365 | | | | 203 | |
Universal Health Realty Income Trust ‡ | | | 7,300 | | | | 308 | |
Whitestone REIT, Cl B ‡ | | | 5,410 | | | | 80 | |
| | | | | | | | |
| | | | | | | 13,313 | |
Utilities — 1.8% | | | | |
Avista Corp | | | 4,510 | | | | 174 | |
Black Hills Corp | | | 3,580 | | | | 229 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap Fund (Concluded)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
California Water Service Group | | | 3,330 | | | $ | 170 | |
Consolidated Water Co Ltd | | | 1,740 | | | | 47 | |
Genie Energy Ltd, Cl B | | | 2,560 | | | | 39 | |
IDACORP Inc, Cl Rights | | | 2,360 | | | | 280 | |
MDU Resources Group Inc | | | 7,387 | | | | 148 | |
MGE Energy Inc | | | 1,780 | | | | 186 | |
National Fuel Gas Co | | | 13,700 | | | | 876 | |
New Jersey Resources Corp | | | 4,860 | | | | 251 | |
Northwest Natural Holding Co | | | 2,600 | | | | 114 | |
Northwestern Energy Group Inc | | | 3,340 | | | | 185 | |
NRG Energy Inc | | | 3,530 | | | | 359 | |
OGE Energy Corp | | | 6,790 | | | | 298 | |
Otter Tail Corp | | | 2,120 | | | | 171 | |
Portland General Electric Co | | | 4,750 | | | | 228 | |
Pure Cycle Corp * | | | 6,650 | | | | 97 | |
Spire Inc | | | 2,950 | | | | 216 | |
Talen Energy Corp * | | | 1,248 | | | | 268 | |
UGI Corp | | | 17,100 | | | | 519 | |
Unitil Corp | | | 2,140 | | | | 128 | |
| | | | | | | | |
| | | | | | | 4,983 | |
Total Common Stock | | | | | | | | |
(Cost $201,960) ($ Thousands) | | | | | | | 269,092 | |
| | | | | | | | |
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 4,359,439 | | | | 4,359 | |
Total Cash Equivalent | | | | | | | | |
(Cost $4,359) ($ Thousands) | | | | | | | 4,359 | |
Total Investments in Securities — 100.1% | | | | | | | | |
(Cost $206,319) ($ Thousands) | | $ | 273,451 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Russell 2000 Index E-MINI | | | 14 | | | | Dec-2024 | | | $ | 1,684 | | | $ | 1,711 | | | $ | 27 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $273,252 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
† | Investment in Affiliated Security (see Note 6). |
‡ | Real Estate Investment Trust. |
SEI Institutional Investments Trust
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 269,092 | | | | – | | | | – | | | | 269,092 | |
Cash Equivalent | | | 4,359 | | | | – | | | | – | | | | 4,359 | |
Total Investments in Securities | | | 273,451 | | | | – | | | | – | | | | 273,451 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 27 | | | | – | | | | – | | | | 27 | |
Total Other Financial Instruments | | | 27 | | | | – | | | | – | | | | 27 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 1 | | | $ | — | | | $ | — | | | $ | — | | | $ | (1 | ) | | $ | — | | | $ | — | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 6,091 | | | | 43,214 | | | | (44,946 | ) | | | — | | | | — | | | | 4,359 | | | | 133 | | | | — | |
Totals | | $ | 6,092 | | | $ | 43,214 | | | $ | (44,946 | ) | | $ | – | | | $ | (1 | ) | | $ | 4,359 | | | $ | 133 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap II Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 98.2% |
| | | | | | | | |
Communication Services — 2.0% | | | | |
Anterix Inc * | | | 1,830 | | | $ | 64 | |
AST SpaceMobile Inc, Cl A * | | | 7,583 | | | | 181 | |
Bandwidth Inc, Cl A * | | | 3,850 | | | | 81 | |
Cinemark Holdings Inc * | | | 34,158 | | | | 1,179 | |
Cogent Communications Holdings Inc | | | 2,138 | | | | 176 | |
EverQuote Inc, Cl A * | | | 15,810 | | | | 303 | |
EW Scripps Co/The, Cl A * | | | 40,250 | | | | 81 | |
Gambling.com Group Ltd * | | | 33,897 | | | | 449 | |
Gogo Inc * | | | 17,050 | | | | 137 | |
Grindr Inc * | | | 16,619 | | | | 251 | |
IDT Corp, Cl B | | | 5,020 | | | | 259 | |
IMAX Corp * | | | 12,304 | | | | 324 | |
Lions Gate Entertainment Corp, Cl A * | | | 28,081 | | | | 231 | |
Magnite Inc * | | | 16,964 | | | | 285 | |
MediaAlpha Inc, Cl A * | | | 10,030 | | | | 127 | |
Nexstar Media Group Inc, Cl A | | | 4,850 | | | | 827 | |
Playstudios Inc * | | | 40,764 | | | | 78 | |
Shutterstock Inc | | | 16,820 | | | | 533 | |
Sinclair Inc | | | 5,600 | | | | 103 | |
Spok Holdings Inc | | | 9,590 | | | | 157 | |
Thryv Holdings Inc * | | | 5,820 | | | | 92 | |
Vimeo Inc * | | | 45,670 | | | | 298 | |
| | | | | | | | |
| | | | | | | 6,216 | |
Consumer Discretionary — 9.9% | | | | |
Accel Entertainment Inc, Cl A * | | | 5,860 | | | | 68 | |
Amer Sports Inc * | | | 18,431 | | | | 485 | |
American Eagle Outfitters Inc | | | 6,963 | | | | 134 | |
Biglari Holdings Inc, Cl B * | | | 1,137 | | | | 239 | |
Bloomin' Brands Inc | | | 141,335 | | | | 1,970 | |
Brinker International Inc * | | | 13,370 | | | | 1,768 | |
Brunswick Corp/DE | | | 9,576 | | | | 771 | |
Build-A-Bear Workshop Inc, Cl A | | | 13,490 | | | | 512 | |
Carter's Inc | | | 11,096 | | | | 605 | |
Cava Group Inc * | | | 4,321 | | | | 609 | |
Cheesecake Factory Inc/The | | | 10,092 | | | | 511 | |
Churchill Downs Inc | | | 6,529 | | | | 928 | |
Cooper-Standard Holdings Inc * | | | 4,596 | | | | 71 | |
Cricut Inc, Cl A | | | 12,760 | | | | 66 | |
Dave & Buster's Entertainment Inc * | | | 18,965 | | | | 746 | |
Denny's Corp * | | | 11,460 | | | | 75 | |
Designer Brands Inc, Cl A | | | 16,610 | | | | 82 | |
Dick's Sporting Goods Inc | | | 4,104 | | | | 851 | |
Dine Brands Global Inc | | | 2,530 | | | | 91 | |
Domino's Pizza Inc | | | 1,928 | | | | 918 | |
Dorman Products Inc * | | | 8,837 | | | | 1,237 | |
Dutch Bros Inc, Cl A * | | | 8,515 | | | | 457 | |
Flexsteel Industries Inc | | | 4,756 | | | | 281 | |
Funko Inc, Cl A * | | | 8,570 | | | | 101 | |
Gentex Corp | | | 20,244 | | | | 619 | |
Hooker Furnishings Corp | | | 11,107 | | | | 208 | |
Hovnanian Enterprises Inc, Cl A * | | | 1,261 | | | | 248 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Inspired Entertainment Inc * | | | 11,545 | | | $ | 111 | |
Installed Building Products Inc | | | 3,199 | | | | 732 | |
Latham Group Inc * | | | 48,399 | | | | 321 | |
Legacy Housing Corp * | | | 6,945 | | | | 182 | |
Lindblad Expeditions Holdings Inc * | | | 23,671 | | | | 314 | |
Marine Products Corp | | | 6,900 | | | | 68 | |
Modine Manufacturing Co * | | | 10,525 | | | | 1,429 | |
Murphy USA Inc | | | 2,485 | | | | 1,361 | |
OneSpaWorld Holdings Ltd | | | 14,114 | | | | 268 | |
PlayAGS Inc * | | | 40,177 | | | | 467 | |
Pool Corp | | | 2,394 | | | | 903 | |
Potbelly Corp * | | | 27,076 | | | | 282 | |
RealReal Inc/The * | | | 34,226 | | | | 201 | |
Revolve Group Inc, Cl A * | | | 13,173 | | | | 475 | |
Rocky Brands Inc | | | 2,050 | | | | 44 | |
Rush Street Interactive Inc * | | | 26,470 | | | | 382 | |
Steven Madden Ltd | | | 13,685 | | | | 624 | |
Sweetgreen Inc, Cl A * | | | 9,758 | | | | 400 | |
Travel + Leisure Co | | | 16,446 | | | | 919 | |
Urban Outfitters Inc * | | | 42,614 | | | | 2,077 | |
Valvoline Inc * | | | 15,881 | | | | 631 | |
Whirlpool Corp | | | 18,051 | | | | 2,011 | |
Wingstop Inc | | | 2,944 | | | | 968 | |
Wolverine World Wide Inc | | | 19,701 | | | | 457 | |
Xponential Fitness Inc, Cl A * | | | 18,320 | | | | 279 | |
YETI Holdings Inc * | | | 5,458 | | | | 220 | |
| | | | | | | | |
| | | | | | | 30,777 | |
Consumer Staples — 3.2% | | | | |
BellRing Brands Inc * | | | 6,060 | | | | 476 | |
Casey's General Stores Inc | | | 2,487 | | | | 1,047 | |
Central Garden & Pet Co * | | | 1,940 | | | | 77 | |
Hain Celestial Group Inc/The * | | | 28,302 | | | | 234 | |
Honest Co Inc/The * | | | 10,260 | | | | 85 | |
Ingles Markets Inc, Cl A | | | 2,359 | | | | 174 | |
Ingredion Inc | | | 9,324 | | | | 1,374 | |
Lancaster Colony Corp | | | 2,275 | | | | 423 | |
Lifeway Foods Inc * | | | 9,042 | | | | 221 | |
MGP Ingredients Inc | | | 3,696 | | | | 171 | |
Mission Produce Inc * | | | 23,989 | | | | 319 | |
Natural Grocers by Vitamin Cottage Inc | | | 14,801 | | | | 697 | |
Performance Food Group Co * | | | 10,897 | | | | 962 | |
Pilgrim's Pride Corp * | | | 30,171 | | | | 1,557 | |
Sprouts Farmers Market Inc * | | | 4,676 | | | | 722 | |
TreeHouse Foods Inc * | | | 17,334 | | | | 595 | |
Turning Point Brands Inc | | | 4,961 | | | | 307 | |
Village Super Market Inc, Cl A | | | 9,146 | | | | 296 | |
Vital Farms Inc * | | | 5,160 | | | | 171 | |
| | | | | | | | |
| | | | | | | 9,908 | |
Energy — 6.5% | | | | |
Archrock Inc | | | 13,700 | | | | 351 | |
Berry Corp | | | 55,630 | | | | 227 | |
Cactus Inc, Cl A | | | 12,504 | | | | 858 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Centrus Energy Corp, Cl A * | | | 4,683 | | | $ | 426 | |
ChampionX Corp | | | 54,558 | | | | 1,689 | |
Civitas Resources Inc | | | 22,215 | | | | 1,152 | |
Clean Energy Fuels Corp * | | | 25,400 | | | | 78 | |
CNX Resources Corp * | | | 52,299 | | | | 2,119 | |
Delek US Holdings Inc | | | 116,684 | | | | 2,223 | |
DMC Global Inc * | | | 2,793 | | | | 22 | |
DT Midstream Inc | | | 4,330 | | | | 459 | |
Excelerate Energy Inc, Cl A | | | 13,778 | | | | 427 | |
Expro Group Holdings NV * | | | 27,487 | | | | 382 | |
FutureFuel Corp | | | 73,650 | | | | 384 | |
Golar LNG Ltd | | | 6,034 | | | | 238 | |
HF Sinclair Corp | | | 11,312 | | | | 463 | |
Kinetik Holdings Inc, Cl A | | | 7,535 | | | | 445 | |
Kodiak Gas Services Inc | | | 10,524 | | | | 426 | |
Matador Resources Co | | | 16,796 | | | | 1,008 | |
Northern Oil & Gas Inc | | | 34,918 | | | | 1,519 | |
Permian Resources Corp, Cl A | | | 68,534 | | | | 1,073 | |
Ranger Energy Services Inc, Cl A | | | 25,522 | | | | 421 | |
REX American Resources Corp * | | | 4,528 | | | | 196 | |
Riley Exploration Permian Inc | | | 12,559 | | | | 441 | |
SFL Corp Ltd, Cl B | | | 22,765 | | | | 239 | |
Solaris Energy Infrastructure, Cl A | | | 15,119 | | | | 373 | |
Teekay * | | | 59,463 | | | | 439 | |
Texas Pacific Land Corp | | | 257 | | | | 411 | |
VAALCO Energy Inc | | | 59,370 | | | | 304 | |
Veren Inc | | | 179,423 | | | | 951 | |
Viper Energy Inc, Cl A | | | 7,099 | | | | 384 | |
| | | | | | | | |
| | | | | | | 20,128 | |
Financials — 22.8% | | | | |
AFC Gamma Inc ‡ | | | 21,017 | | | | 204 | |
Alerus Financial Corp | | | 14,807 | | | | 326 | |
Amalgamated Financial Corp | | | 15,078 | | | | 537 | |
Atlanticus Holdings Corp * | | | 6,175 | | | | 360 | |
Banco Latinoamericano de Comercio Exterior SA, Cl E | | | 8,560 | | | | 292 | |
Bank7 Corp | | | 9,984 | | | | 476 | |
BayCom Corp | | | 4,847 | | | | 141 | |
Business First Bancshares Inc | | | 4,200 | | | | 120 | |
Capital Bancorp Inc | | | 3,990 | | | | 116 | |
Capital City Bank Group Inc | | | 1,910 | | | | 75 | |
Carter Bankshares Inc * | | | 7,538 | | | | 141 | |
Cass Information Systems Inc | | | 865 | | | | 39 | |
Chimera Investment Corp ‡ | | | 25,702 | | | | 381 | |
City Holding Co | | | 3,892 | | | | 511 | |
CNB Financial Corp/PA | | | 4,500 | | | | 126 | |
CNO Financial Group Inc | | | 61,643 | | | | 2,460 | |
Coastal Financial Corp/WA * | | | 4,105 | | | | 314 | |
Cohen & Steers Inc | | | 16,300 | | | | 1,706 | |
Colony Bankcorp Inc | | | 13,530 | | | | 239 | |
Columbia Banking System Inc | | | 139,838 | | | | 4,336 | |
Comerica Inc | | | 33,545 | | | | 2,424 | |
Community Trust Bancorp Inc | | | 1,670 | | | | 98 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Crawford & Co, Cl A | | | 15,868 | | | $ | 188 | |
CrossFirst Bankshares Inc * | | | 7,554 | | | | 131 | |
Diamond Hill Investment Group Inc | | | 3,232 | | | | 534 | |
Donegal Group Inc, Cl A | | | 8,798 | | | | 146 | |
Enova International Inc * | | | 5,485 | | | | 579 | |
Esquire Financial Holdings Inc | | | 7,658 | | | | 595 | |
Evercore Inc, Cl A | | | 1,424 | | | | 438 | |
FactSet Research Systems Inc | | | 1,617 | | | | 793 | |
Farmers National Banc Corp | | | 5,233 | | | | 82 | |
Financial Institutions Inc | | | 4,900 | | | | 133 | |
First American Financial Corp | | | 10,143 | | | | 712 | |
First Commonwealth Financial Corp | | | 74,129 | | | | 1,396 | |
First Community Bankshares Inc | | | 6,200 | | | | 286 | |
First Financial Corp/IN | | | 2,010 | | | | 98 | |
First Horizon Corp | | | 55,678 | | | | 1,176 | |
First Interstate BancSystem Inc, Cl A | | | 28,793 | | | | 1,007 | |
FNB Corp/PA | | | 120,060 | | | | 2,059 | |
Forge Global Holdings Inc * | | | 68,860 | | | | 75 | |
Great Southern Bancorp Inc | | | 3,020 | | | | 193 | |
Hamilton Lane Inc, Cl A | | | 10,023 | | | | 1,928 | |
Hanmi Financial Corp | | | 1,250 | | | | 33 | |
Hanover Insurance Group Inc/The | | | 6,727 | | | | 1,110 | |
HBT Financial Inc | | | 12,039 | | | | 288 | |
HCI Group Inc | | | 1,899 | | | | 231 | |
Heritage Insurance Holdings Inc * | | | 5,280 | | | | 66 | |
Home BancShares Inc/AR | | | 34,447 | | | | 1,094 | |
HomeTrust Bancshares Inc | | | 7,272 | | | | 270 | |
Independent Bank Corp | | | 8,216 | | | | 595 | |
Independent Bank Corp/MI | | | 5,515 | | | | 208 | |
Jack Henry & Associates Inc | | | 4,384 | | | | 772 | |
Jackson Financial Inc, Cl A | | | 26,076 | | | | 2,613 | |
James River Group Holdings Ltd | | | 19,122 | | | | 90 | |
Jefferies Financial Group Inc | | | 6,627 | | | | 524 | |
Kinsale Capital Group Inc | | | 2,301 | | | | 1,170 | |
Lemonade Inc * | | | 6,857 | | | | 355 | |
LendingTree Inc * | | | 5,748 | | | | 254 | |
Lincoln National Corp | | | 66,640 | | | | 2,368 | |
Mercantile Bank Corp | | | 5,581 | | | | 279 | |
Metrocity Bankshares Inc | | | 2,869 | | | | 99 | |
MGIC Investment Corp | | | 30,560 | | | | 803 | |
Midland States Bancorp Inc | | | 3,790 | | | | 102 | |
Moneylion Inc * | | | 5,660 | | | | 519 | |
Morningstar Inc | | | 2,674 | | | | 947 | |
National Bank Holdings Corp, Cl A | | | 16,427 | | | | 784 | |
NerdWallet Inc, Cl A * | | | 40,047 | | | | 561 | |
New York Community Bancorp Inc | | | 55,198 | | | | 661 | |
New York Mortgage Trust Inc ‡ | | | 23,390 | | | | 144 | |
NMI Holdings Inc, Cl A * | | | 13,435 | | | | 537 | |
Northrim BanCorp Inc | | | 3,187 | | | | 271 | |
OFG Bancorp | | | 9,701 | | | | 441 | |
Old National Bancorp/IN | | | 160,880 | | | | 3,726 | |
Old Second Bancorp Inc | | | 13,090 | | | | 243 | |
OppFi Inc | | | 42,252 | | | | 345 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap II Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Orchid Island Capital Inc, Cl A ‡ | | | 23,120 | | | $ | 180 | |
Orrstown Financial Services Inc | | | 14,596 | | | | 577 | |
Pathward Financial Inc | | | 4,047 | | | | 339 | |
Paymentus Holdings, Cl A * | | | 10,765 | | | | 407 | |
Payoneer Global Inc * | | | 31,629 | | | | 345 | |
Paysafe Ltd * | | | 12,741 | | | | 253 | |
Peoples Bancorp Inc/OH | | | 2,420 | | | | 85 | |
Peoples Bancorp of North Carolina Inc | | | 1,976 | | | | 63 | |
Peoples Financial Services Corp | | | 1,499 | | | | 83 | |
Pinnacle Financial Partners Inc | | | 13,776 | | | | 1,751 | |
Piper Sandler Cos | | | 1,683 | | | | 577 | |
Ponce Financial Group Inc * | | | 14,171 | | | | 183 | |
Prosperity Bancshares Inc | | | 11,783 | | | | 987 | |
Regional Management Corp | | | 9,264 | | | | 283 | |
Republic Bancorp Inc/KY, Cl A | | | 8,190 | | | | 625 | |
Selectquote Inc * | | | 91,400 | | | | 273 | |
Sezzle Inc * | | | 1,083 | | | | 459 | |
Sierra Bancorp | | | 11,350 | | | | 357 | |
Southern Missouri Bancorp Inc | | | 3,792 | | | | 249 | |
Southern States Bancshares Inc | | | 3,587 | | | | 134 | |
Starwood Property Trust Inc ‡ | | | 39,013 | | | | 795 | |
Stellar Bancorp Inc | | | 2,829 | | | | 88 | |
StepStone Group Inc, Cl A | | | 13,317 | | | | 877 | |
Stifel Financial Corp | | | 3,780 | | | | 438 | |
Sunrise Realty Trust Inc ‡ | | | 6,537 | | | | 102 | |
Synovus Financial Corp | | | 6,857 | | | | 391 | |
TPG RE Finance Trust Inc ‡ | | | 34,100 | | | | 311 | |
United Fire Group Inc | | | 10,350 | | | | 317 | |
Unity Bancorp Inc | | | 1,240 | | | | 56 | |
Universal Insurance Holdings Inc | | | 24,631 | | | | 557 | |
Univest Financial Corp | | | 25,577 | | | | 812 | |
Upstart Holdings Inc * | | | 7,390 | | | | 582 | |
USCB Financial Holdings Inc | | | 2,700 | | | | 55 | |
Valley National Bancorp | | | 83,104 | | | | 884 | |
Victory Capital Holdings Inc, Cl A | | | 4,813 | | | | 334 | |
Voya Financial Inc | | | 10,661 | | | | 885 | |
Waterstone Financial Inc | | | 5,094 | | | | 77 | |
Westamerica BanCorp | | | 7,471 | | | | 428 | |
Wintrust Financial Corp | | | 12,112 | | | | 1,672 | |
World Acceptance Corp * | | | 3,720 | | | | 450 | |
Zions Bancorp NA | | | 36,595 | | | | 2,215 | |
| | | | | | | | |
| | | | | | | 71,010 | |
Health Care — 11.3% | | | | |
Accuray Inc * | | | 39,125 | | | | 87 | |
ACELYRIN Inc * | | | 29,969 | | | | 136 | |
Actinium Pharmaceuticals * | | | 41,820 | | | | 60 | |
ADMA Biologics Inc * | | | 22,788 | | | | 458 | |
Aldeyra Therapeutics Inc * | | | 24,082 | | | | 118 | |
Alector Inc * | | | 13,502 | | | | 35 | |
Altimmune Inc * | | | 8,780 | | | | 75 | |
ALX Oncology Holdings Inc * | | | 53,270 | | | | 79 | |
ANI Pharmaceuticals Inc * | | | 3,589 | | | | 205 | |
Anika Therapeutics Inc * | | | 2,148 | | | | 38 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Arcellx Inc * | | | 3,715 | | | $ | 327 | |
Arcturus Therapeutics Holdings Inc * | | | 4,610 | | | | 85 | |
Arcutis Biotherapeutics Inc * | | | 23,060 | | | | 301 | |
ARS Pharmaceuticals Inc * | | | 21,972 | | | | 319 | |
Avidity Biosciences Inc * | | | 5,297 | | | | 228 | |
Axogen Inc * | | | 6,080 | | | | 85 | |
Bioventus Inc, Cl A * | | | 29,230 | | | | 359 | |
CareDx Inc * | | | 9,044 | | | | 222 | |
Catalyst Pharmaceuticals Inc * | | | 13,568 | | | | 299 | |
CG oncology Inc * | | | 2,300 | | | | 80 | |
Chemed Corp | | | 1,523 | | | | 872 | |
ChromaDex Corp * | | | 43,299 | | | | 334 | |
Coherus Biosciences Inc * | | | 326,090 | | | | 398 | |
Collegium Pharmaceutical Inc * | | | 39,515 | | | | 1,205 | |
Community Health Systems Inc * | | | 15,990 | | | | 55 | |
Crinetics Pharmaceuticals Inc * | | | 4,774 | | | | 273 | |
Cross Country Healthcare Inc * | | | 30,250 | | | | 326 | |
Doximity Inc, Cl A * | | | 8,968 | | | | 475 | |
Edgewise Therapeutics Inc * | | | 10,539 | | | | 348 | |
Editas Medicine Inc, Cl A * | | | 28,056 | | | | 63 | |
Embecta Corp | | | 11,340 | | | | 236 | |
Encompass Health Corp | | | 27,131 | | | | 2,793 | |
Enhabit Inc * | | | 8,610 | | | | 67 | |
Ensign Group Inc/The | | | 8,767 | | | | 1,282 | |
Entrada Therapeutics Inc * | | | 8,249 | | | | 164 | |
Envista Holdings Corp * | | | 16,072 | | | | 358 | |
Evolus Inc * | | | 17,432 | | | | 239 | |
Exelixis Inc * | | | 15,362 | | | | 560 | |
GeneDx Holdings Corp, Cl A * | | | 2,971 | | | | 233 | |
Generation Bio Co * | | | 69,814 | | | | 106 | |
Glaukos Corp * | | | 3,625 | | | | 521 | |
Globus Medical Inc, Cl A * | | | 10,269 | | | | 879 | |
Health Catalyst Inc * | | | 35,420 | | | | 313 | |
HealthStream Inc | | | 2,696 | | | | 89 | |
Heron Therapeutics Inc * | | | 32,345 | | | | 39 | |
Insmed Inc * | | | 6,196 | | | | 466 | |
Integra LifeSciences Holdings Corp * | | | 19,180 | | | | 471 | |
iRadimed Corp | | | 9,621 | | | | 519 | |
Joint Corp/The * | | | 16,050 | | | | 187 | |
Kiniksa Pharmaceuticals International PLC, Cl A * | | | 10,410 | | | | 230 | |
Kodiak Sciences Inc * | | | 25,750 | | | | 172 | |
LeMaitre Vascular Inc | | | 14,574 | | | | 1,559 | |
LifeMD Inc * | | | 20,331 | | | | 134 | |
MannKind Corp * | | | 48,528 | | | | 329 | |
MeiraGTx Holdings PLC * | | | 13,333 | | | | 90 | |
Merit Medical Systems Inc * | | | 4,430 | | | | 460 | |
Mersana Therapeutics Inc * | | | 46,500 | | | | 106 | |
Mesa Laboratories Inc | | | 860 | | | | 101 | |
Mirum Pharmaceuticals Inc * | | | 6,197 | | | | 286 | |
Nuvalent Inc, Cl A * | | | 2,964 | | | | 287 | |
Option Care Health Inc * | | | 18,993 | | | | 452 | |
OraSure Technologies Inc * | | | 62,020 | | | | 236 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Organogenesis Holdings Inc, Cl A * | | | 80,705 | | | $ | 312 | |
Pacira BioSciences Inc * | | | 17,530 | | | | 296 | |
Pennant Group Inc/The * | | | 8,140 | | | | 254 | |
Perrigo Co PLC | | | 25,929 | | | | 740 | |
Phibro Animal Health Corp, Cl A | | | 4,610 | | | | 108 | |
Prestige Consumer Healthcare Inc * | | | 17,771 | | | | 1,507 | |
PROCEPT BioRobotics Corp * | | | 4,928 | | | | 471 | |
Puma Biotechnology Inc * | | | 65,688 | | | | 223 | |
Quest Diagnostics Inc | | | 4,881 | | | | 794 | |
QuidelOrtho Corp * | | | 10,087 | | | | 414 | |
RadNet Inc * | | | 5,212 | | | | 426 | |
RAPT Therapeutics Inc * | | | 63,814 | | | | 80 | |
Relay Therapeutics Inc * | | | 8,790 | | | | 41 | |
Replimune Group Inc, Cl Rights * | | | 9,730 | | | | 137 | |
Revance Therapeutics Inc * | | | 18,960 | | | | 68 | |
REVOLUTION Medicines Inc * | | | 5,982 | | | | 346 | |
Rhythm Pharmaceuticals Inc * | | | 5,432 | | | | 337 | |
Rigel Pharmaceuticals Inc * | | | 18,195 | | | | 502 | |
Scholar Rock Holding Corp * | | | 11,767 | | | | 470 | |
SIGA Technologies Inc | | | 25,720 | | | | 187 | |
Solid Biosciences Inc * | | | 11,630 | | | | 66 | |
STERIS PLC | | | 4,011 | | | | 879 | |
Stoke Therapeutics Inc * | | | 19,497 | | | | 236 | |
Tactile Systems Technology Inc * | | | 32,824 | | | | 641 | |
Tango Therapeutics Inc * | | | 13,860 | | | | 55 | |
Taysha Gene Therapies Inc * | | | 39,508 | | | | 128 | |
TG Therapeutics Inc * | | | 14,861 | | | | 517 | |
Travere Therapeutics Inc * | | | 3,900 | | | | 73 | |
US Physical Therapy Inc | | | 7,741 | | | | 765 | |
Utah Medical Products Inc | | | 6,592 | | | | 430 | |
Vanda Pharmaceuticals Inc * | | | 67,513 | | | | 348 | |
Vaxcyte Inc * | | | 4,699 | | | | 443 | |
Verve Therapeutics Inc * | | | 65,550 | | | | 368 | |
WaVe Life Sciences Ltd * | | | 18,368 | | | | 277 | |
Waystar Holding Corp * | | | 8,137 | | | | 251 | |
| | | | | | | | |
| | | | | | | 35,099 | |
Industrials — 19.6% | | | | |
AAON Inc | | | 2,975 | | | | 406 | |
ABM Industries Inc | | | 23,186 | | | | 1,326 | |
ACCO Brands Corp | | | 70,359 | | | | 409 | |
Acuity Brands Inc | | | 1,224 | | | | 393 | |
AerSale Corp * | | | 14,290 | | | | 90 | |
Air Lease Corp, Cl A | | | 19,093 | | | | 972 | |
Allison Transmission Holdings Inc | | | 10,429 | | | | 1,236 | |
American Superconductor Corp * | | | 2,979 | | | | 101 | |
Applied Industrial Technologies Inc | | | 2,052 | | | | 564 | |
Argan Inc | | | 3,319 | | | | 518 | |
Aris Water Solutions Inc, Cl A | | | 34,161 | | | | 919 | |
Astec Industries Inc | | | 36,253 | | | | 1,400 | |
Astronics Corp * | | | 2,967 | | | | 48 | |
Atkore Inc | | | 6,732 | | | | 635 | |
AZEK Co Inc/The, Cl A * | | | 7,021 | | | | 373 | |
Barnes Group Inc | | | 22,919 | | | | 1,074 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Barrett Business Services Inc | | | 6,072 | | | $ | 261 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 5,419 | | | | 803 | |
BrightView Holdings Inc * | | | 16,560 | | | | 283 | |
Broadridge Financial Solutions Inc | | | 3,855 | | | | 910 | |
Brookfield Business Corp, Cl A | | | 6,826 | | | | 188 | |
BWX Technologies Inc | | | 12,593 | | | | 1,648 | |
CACI International Inc, Cl A * | | | 2,240 | | | | 1,030 | |
Carlisle Cos Inc | | | 1,990 | | | | 909 | |
Clean Harbors Inc * | | | 4,522 | | | | 1,176 | |
Commercial Vehicle Group Inc * | | | 24,605 | | | | 59 | |
Concentrix Corp | | | 15,261 | | | | 686 | |
Construction Partners Inc, Cl A * | | | 4,435 | | | | 451 | |
Costamare Inc | | | 35,334 | | | | 466 | |
CSW Industrials Inc | | | 1,272 | | | | 537 | |
Curtiss-Wright Corp | | | 1,270 | | | | 475 | |
DXP Enterprises Inc/TX * | | | 4,713 | | | | 345 | |
EMCOR Group Inc | | | 560 | | | | 286 | |
Enerpac Tool Group Corp, Cl A | | | 13,160 | | | | 635 | |
Ennis Inc | | | 5,835 | | | | 124 | |
Enpro Inc | | | 5,831 | | | | 1,103 | |
Enviri Corp * | | | 39,862 | | | | 295 | |
Everus Construction Group Inc * | | | 3,330 | | | | 212 | |
ExlService Holdings Inc * | | | 27,995 | | | | 1,298 | |
Franklin Covey Co * | | | 9,622 | | | | 350 | |
FTAI Aviation Ltd | | | 5,205 | | | | 879 | |
Gates Industrial Corp PLC * | | | 58,688 | | | | 1,301 | |
Genco Shipping & Trading Ltd | | | 11,472 | | | | 182 | |
GFL Environmental Inc | | | 23,448 | | | | 1,104 | |
Global Industrial Co | | | 4,776 | | | | 135 | |
Graham Corp * | | | 5,304 | | | | 238 | |
Greenbrier Cos Inc/The | | | 4,924 | | | | 335 | |
Heidrick & Struggles International Inc | | | 3,353 | | | | 155 | |
Herc Holdings Inc | | | 2,144 | | | | 497 | |
Hexcel Corp | | | 20,615 | | | | 1,307 | |
Hudson Technologies Inc * | | | 18,810 | | | | 112 | |
Huntington Ingalls Industries Inc | | | 2,083 | | | | 412 | |
Huron Consulting Group Inc * | | | 9,739 | | | | 1,196 | |
Hyster-Yale Inc | | | 3,577 | | | | 201 | |
IBEX Holdings Ltd * | | | 9,815 | | | | 201 | |
IES Holdings Inc * | | | 1,472 | | | | 456 | |
Innodata Inc * | | | 4,680 | | | | 192 | |
Insperity Inc | | | 5,441 | | | | 429 | |
Interface Inc, Cl A | | | 10,710 | | | | 284 | |
ITT Inc | | | 7,609 | | | | 1,188 | |
Karat Packaging Inc | | | 10,833 | | | | 335 | |
Kelly Services Inc, Cl A | | | 619 | | | | 9 | |
Kennametal Inc | | | 8,238 | | | | 236 | |
Korn Ferry | | | 10,934 | | | | 857 | |
Kratos Defense & Security Solutions Inc * | | | 14,765 | | | | 400 | |
L B Foster Co, Cl A * | | | 3,485 | | | | 100 | |
Landstar System Inc | | | 4,228 | | | | 786 | |
Limbach Holdings Inc * | | | 1,220 | | | | 121 | |
Loar Holdings Inc * | | | 3,292 | | | | 303 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap II Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
LSI Industries Inc | | | 16,310 | | | $ | 333 | |
Luxfer Holdings PLC | | | 18,500 | | | | 266 | |
Moog Inc, Cl A | | | 1,488 | | | | 329 | |
Mueller Industries Inc | | | 4,401 | | | | 355 | |
Mueller Water Products Inc, Cl A | | | 18,174 | | | | 455 | |
Nordson Corp | | | 3,047 | | | | 795 | |
NuScale Power Corp * | | | 14,352 | | | | 426 | |
nVent Electric PLC | | | 10,754 | | | | 842 | |
Omega Flex Inc | | | 1,440 | | | | 71 | |
Orion Group Holdings Inc * | | | 8,120 | | | | 71 | |
PAM Transportation Services Inc * | | | 4,292 | | | | 81 | |
Park-Ohio Holdings Corp | | | 9,832 | | | | 316 | |
Powell Industries Inc | | | 2,378 | | | | 636 | |
Preformed Line Products Co | | | 1,390 | | | | 189 | |
Primoris Services Corp | | | 5,548 | | | | 464 | |
Regal Rexnord Corp | | | 4,013 | | | | 693 | |
Rocket Lab USA Inc * | | | 19,856 | | | | 542 | |
Safe Bulkers Inc | | | 79,476 | | | | 308 | |
Sensata Technologies Holding PLC | | | 37,556 | | | | 1,207 | |
Shyft Group Inc/The | | | 5,510 | | | | 78 | |
SPX Technologies Inc * | | | 1,379 | | | | 243 | |
Standex International Corp | | | 11,134 | | | | 2,315 | |
Steelcase Inc, Cl A | | | 18,452 | | | | 249 | |
Sterling Infrastructure Inc * | | | 2,850 | | | | 554 | |
Sun Country Airlines Holdings Inc * | | | 38,552 | | | | 555 | |
Terex Corp | | | 12,984 | | | | 711 | |
Tetra Tech Inc | | | 17,721 | | | | 736 | |
TransUnion | | | 8,270 | | | | 839 | |
Tutor Perini Corp * | | | 20,925 | | | | 569 | |
UFP Industries Inc | | | 6,187 | | | | 841 | |
UniFirst Corp/MA | | | 4,104 | | | | 824 | |
V2X Inc * | | | 1,400 | | | | 84 | |
Valmont Industries Inc | | | 6,141 | | | | 2,136 | |
Viad Corp * | | | 5,184 | | | | 232 | |
Virco Mfg. Corp | | | 30,110 | | | | 494 | |
WESCO International Inc | | | 8,297 | | | | 1,755 | |
Willdan Group Inc * | | | 12,078 | | | | 528 | |
| | | | | | | | |
| | | | | | | 61,067 | |
Information Technology — 11.1% | | | | |
8x8 Inc * | | | 98,870 | | | | 307 | |
ACI Worldwide Inc * | | | 9,651 | | | | 548 | |
Alkami Technology Inc * | | | 16,344 | | | | 645 | |
Applied Digital Corp * | | | 40,908 | | | | 413 | |
Applied Optoelectronics Inc * | | | 9,905 | | | | 408 | |
Arlo Technologies Inc * | | | 11,660 | | | | 131 | |
AvePoint Inc * | | | 27,637 | | | | 488 | |
Aviat Networks Inc * | | | 4,502 | | | | 71 | |
Backblaze Inc, Cl A * | | | 45,731 | | | | 297 | |
Belden Inc | | | 6,633 | | | | 812 | |
Benchmark Electronics Inc | | | 6,339 | | | | 307 | |
Bentley Systems Inc, Cl B | | | 16,820 | | | | 833 | |
Blend Labs Inc, Cl A * | | | 57,750 | | | | 295 | |
Ciena Corp * | | | 5,487 | | | | 383 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Clearfield Inc * | | | 4,742 | | | $ | 145 | |
Clearwater Analytics Holdings Inc, Cl A * | | | 14,893 | | | | 462 | |
Cognex Corp | | | 19,338 | | | | 773 | |
Coherent Corp * | | | 3,925 | | | | 393 | |
CommVault Systems Inc * | | | 3,985 | | | | 684 | |
Consensus Cloud Solutions Inc * | | | 14,950 | | | | 373 | |
Core Scientific Inc * | | | 24,239 | | | | 433 | |
Credo Technology Group Holding Ltd * | | | 11,775 | | | | 577 | |
Digital Turbine Inc * | | | 41,960 | | | | 60 | |
Diodes Inc * | | | 8,321 | | | | 541 | |
FARO Technologies Inc * | | | 1,640 | | | | 43 | |
Hackett Group Inc/The | | | 10,650 | | | | 334 | |
Harmonic Inc * | | | 86,478 | | | | 1,109 | |
Immersion Corp | | | 47,780 | | | | 427 | |
Intapp Inc * | | | 7,275 | | | | 455 | |
InterDigital Inc | | | 2,736 | | | | 536 | |
IonQ Inc * | | | 11,092 | | | | 405 | |
Itron Inc * | | | 1,919 | | | | 228 | |
Kulicke & Soffa Industries Inc | | | 17,245 | | | | 835 | |
Kyndryl Holdings Inc * | | | 13,436 | | | | 466 | |
Littelfuse Inc | | | 2,705 | | | | 667 | |
Lumentum Holdings Inc * | | | 21,736 | | | | 1,890 | |
MACOM Technology Solutions Holdings Inc * | | | 3,262 | | | | 433 | |
Methode Electronics Inc | | | 42,163 | | | | 460 | |
Mirion Technologies Inc, Cl A * | | | 22,124 | | | | 373 | |
NETGEAR Inc * | | | 24,170 | | | | 595 | |
Olo Inc, Cl A * | | | 59,520 | | | | 434 | |
ON24 Inc * | | | 46,604 | | | | 308 | |
OneSpan Inc * | | | 33,700 | | | | 611 | |
Open Text Corp | | | 31,585 | | | | 961 | |
PC Connection Inc | | | 3,640 | | | | 264 | |
Pegasystems Inc | | | 4,978 | | | | 473 | |
Photronics Inc * | | | 91,643 | | | | 2,283 | |
Power Integrations Inc | | | 13,389 | | | | 877 | |
Progress Software Corp | | | 6,070 | | | | 415 | |
Q2 Holdings Inc * | | | 4,545 | | | | 476 | |
Red Violet Inc * | | | 15,361 | | | | 565 | |
Ribbon Communications Inc * | | | 19,580 | | | | 77 | |
Rimini Street Inc * | | | 63,027 | | | | 136 | |
Rogers Corp * | | | 5,040 | | | | 522 | |
SEMrush Holdings Inc, Cl A * | | | 4,840 | | | | 66 | |
Semtech Corp * | | | 8,302 | | | | 532 | |
Silicon Laboratories Inc * | | | 3,915 | | | | 433 | |
Silicon Motion Technology Corp ADR | | | 28,315 | | | | 1,503 | |
SiTime Corp * | | | 2,377 | | | | 505 | |
SkyWater Technology Inc * | | | 15,287 | | | | 121 | |
SolarWinds Corp | | | 29,878 | | | | 399 | |
SoundThinking Inc * | | | 5,764 | | | | 75 | |
Terawulf Inc * | | | 46,242 | | | | 365 | |
Turtle Beach Corp * | | | 13,304 | | | | 230 | |
Universal Display Corp | | | 4,197 | | | | 691 | |
Vertex Inc, Cl A * | | | 8,058 | | | | 437 | |
Viavi Solutions Inc * | | | 74,888 | | | | 744 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
WM Technology Inc * | | | 5,938 | | | $ | 7 | |
Yext Inc * | | | 36,070 | | | | 298 | |
| | | | | | | | |
| | | | | | | 34,443 | |
Materials — 4.8% | | | | |
Arcadium Lithium PLC * | | | 93,688 | | | | 492 | |
Axalta Coating Systems Ltd * | | | 14,005 | | | | 567 | |
Cabot Corp | | | 12,798 | | | | 1,403 | |
Caledonia Mining Corp PLC | | | 19,985 | | | | 211 | |
Chemours Co/The | | | 30,895 | | | | 672 | |
Cleveland-Cliffs Inc * | | | 192,661 | | | | 2,399 | |
Commercial Metals Co | | | 27,782 | | | | 1,714 | |
Ecovyst Inc * | | | 21,197 | | | | 168 | |
FMC Corp | | | 31,448 | | | | 1,858 | |
Greif Inc, Cl B | | | 2,654 | | | | 201 | |
Ingevity Corp * | | | 8,939 | | | | 434 | |
Innospec Inc | | | 3,771 | | | | 447 | |
Kronos Worldwide Inc | | | 35,115 | | | | 397 | |
O-I Glass Inc, Cl I * | | | 28,772 | | | | 363 | |
Olympic Steel Inc | | | 2,633 | | | | 111 | |
Pactiv Evergreen Inc | | | 6,717 | | | | 91 | |
Quaker Chemical Corp | | | 4,321 | | | | 681 | |
Ranpak Holdings Corp, Cl A * | | | 25,430 | | | | 198 | |
Reliance Inc | | | 3,669 | | | | 1,179 | |
Silgan Holdings Inc | | | 7,560 | | | | 435 | |
SunCoke Energy Inc | | | 21,741 | | | | 271 | |
Universal Stainless & Alloy Products Inc * | | | 12,724 | | | | 565 | |
| | | | | | | | |
| | | | | | | 14,857 | |
Real Estate — 5.2% | | | | |
Agree Realty Corp ‡ | | | 14,450 | | | | 1,110 | |
Alexander's Inc ‡ | | | 2,254 | | | | 504 | |
Alpine Income Property Trust Inc ‡ | | | 4,834 | | | | 86 | |
American Healthcare REIT Inc ‡ | | | 10,237 | | | | 305 | |
Armada Hoffler Properties Inc ‡ | | | 4,870 | | | | 54 | |
Brixmor Property Group Inc ‡ | | | 7,392 | | | | 222 | |
CBL & Associates Properties Inc ‡ | | | 4,510 | | | | 139 | |
COPT Defense Properties ‡ | | | 25,524 | | | | 841 | |
CTO Realty Growth Inc ‡ | | | 25,770 | | | | 526 | |
CubeSmart ‡ | | | 14,861 | | | | 737 | |
eXp World Holdings Inc | | | 42,811 | | | | 593 | |
Farmland Partners Inc ‡ | | | 33,668 | | | | 428 | |
FirstService Corp | | | 3,478 | | | | 675 | |
Forestar Group Inc * | | | 14,173 | | | | 423 | |
Gladstone Commercial Corp ‡ | | | 29,746 | | | | 524 | |
Healthpeak Properties Inc ‡ | | | 8,611 | | | | 189 | |
Highwoods Properties Inc ‡ | | | 57,671 | | | | 1,872 | |
Landbridge LLC, Cl A * | | | 5,826 | | | | 443 | |
National Storage Affiliates Trust ‡ | | | 18,142 | | | | 818 | |
Newmark Group Inc, Cl A | | | 83,449 | | | | 1,292 | |
Orion Office REIT Inc ‡ | | | 94,900 | | | | 401 | |
Postal Realty Trust Inc, Cl A ‡ | | | 8,902 | | | | 126 | |
Redfin Corp * | | | 12,920 | | | | 123 | |
RMR Group Inc/The, Cl A | | | 16,904 | | | | 375 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Ryman Hospitality Properties Inc ‡ | | | 9,016 | | | $ | 1,057 | |
Saul Centers Inc ‡ | | | 10,075 | | | | 414 | |
STAG Industrial Inc ‡ | | | 23,693 | | | | 872 | |
Terreno Realty Corp ‡ | | | 12,001 | | | | 728 | |
Universal Health Realty Income Trust ‡ | | | 6,270 | | | | 265 | |
Whitestone REIT, Cl B ‡ | | | 5,040 | | | | 74 | |
| | | | | | | | |
| | | | | | | 16,216 | |
Utilities — 1.8% | | | | |
Black Hills Corp | | | 7,448 | | | | 477 | |
Brookfield Infrastructure Corp, Cl A | | | 22,136 | | | | 994 | |
Chesapeake Utilities Corp | | | 6,902 | | | | 909 | |
IDACORP Inc, Cl Rights | | | 5,994 | | | | 710 | |
MDU Resources Group Inc | | | 13,323 | | | | 267 | |
Portland General Electric Co | | | 24,227 | | | | 1,161 | |
Pure Cycle Corp * | | | 6,230 | | | | 91 | |
Spire Inc | | | 5,416 | | | | 396 | |
Talen Energy Corp * | | | 2,254 | | | | 483 | |
| | | | | | | | |
| | | | | | | 5,488 | |
Total Common Stock | | | | | | | | |
(Cost $221,689) ($ Thousands) | | | | | | | 305,209 | |
| | | | | | | | |
EXCHANGE TRADED FUND — 0.1% |
| | | | | | | | |
iShares Russell 2000 Value ETF | | | 1,873 | | | | 338 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Total Exchange Traded Fund | | | | | | | | |
(Cost $308) ($ Thousands) | | | | | | | 338 | |
| | | | | | | | |
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 5,245,505 | | | | 5,246 | |
Total Cash Equivalent | | | | | | | | |
(Cost $5,246) ($ Thousands) | | | | | | | 5,246 | |
Total Investments in Securities — 100.0% | | | | | | | | |
(Cost $227,243) ($ Thousands) | | $ | 310,793 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small Cap II Fund (Concluded)
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Russell 2000 Index E-MINI | | | 5 | | | | Dec-2024 | | | $ | 590 | | | $ | 611 | | | $ | 21 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $310,795 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 305,209 | | | | – | | | | – | | | | 305,209 | |
Exchange Traded Fund | | | 338 | | | | – | | | | – | | | | 338 | |
Cash Equivalent | | | 5,246 | | | | – | | | | – | | | | 5,246 | |
Total Investments in Securities | | | 310,793 | | | | – | | | | – | | | | 310,793 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 21 | | | | – | | | | – | | | | 21 | |
Total Other Financial Instruments | | | 21 | | | | – | | | | – | | | | 21 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 1 | | | $ | — | | | $ | (3 | ) | | $ | (2 | ) | | $ | 4 | | | $ | — | | | $ | — | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 5,983 | | | | 36,688 | | | | (37,425 | ) | | | — | | | | — | | | | 5,246 | | | | 185 | | | | — | |
Totals | | $ | 5,984 | | | $ | 36,688 | | | $ | (37,428 | ) | | $ | (2 | ) | | $ | 4 | | | $ | 5,246 | | | $ | 185 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small/Mid Cap Equity Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 98.2% |
| | | | | | | | |
Communication Services — 2.1% | | | | |
AMC Networks Inc, Cl A * | | | 22,800 | | | $ | 215 | |
Cinemark Holdings Inc * | | | 40,800 | | | | 1,408 | |
Cogent Communications Holdings Inc | | | 7,128 | | | | 586 | |
Fox Corp | | | 57,100 | | | | 2,691 | |
IMAX Corp * | | | 54,210 | | | | 1,427 | |
Marcus Corp/The | | | 56,800 | | | | 1,286 | |
MediaAlpha Inc, Cl A * | | | 71,410 | | | | 902 | |
Nexstar Media Group Inc, Cl A | | | 27,148 | | | | 4,631 | |
Playtika Holding Corp | | | 56,700 | | | | 477 | |
Shutterstock Inc | | | 75,899 | | | | 2,404 | |
Sirius XM Holdings Inc | | | 31,600 | | | | 852 | |
TEGNA Inc | | | 49,300 | | | | 925 | |
Yelp Inc, Cl A * | | | 17,700 | | | | 677 | |
| | | | | | | | |
| | | | | | | 18,481 | |
Consumer Discretionary — 11.3% | | | | |
Abercrombie & Fitch Co, Cl A * | | | 8,000 | | | | 1,197 | |
Academy Sports & Outdoors Inc | | | 14,800 | | | | 729 | |
Adtalem Global Education Inc * | | | 13,768 | | | | 1,258 | |
American Axle & Manufacturing Holdings Inc * | | | 54,700 | | | | 362 | |
Autoliv Inc | | | 12,100 | | | | 1,199 | |
AutoNation Inc * | | | 4,700 | | | | 841 | |
Bloomin' Brands Inc | | | 53,700 | | | | 749 | |
BorgWarner Inc | | | 34,400 | | | | 1,181 | |
Brinker International Inc * | | | 10,960 | | | | 1,450 | |
Brunswick Corp/DE | | | 39,881 | | | | 3,211 | |
Burlington Stores Inc * | | | 12,001 | | | | 3,383 | |
Capri Holdings Ltd * | | | 18,100 | | | | 424 | |
Carter's Inc | | | 12,100 | | | | 660 | |
Century Communities Inc | | | 13,400 | | | | 1,211 | |
Churchill Downs Inc | | | 21,737 | | | | 3,089 | |
Dick's Sporting Goods Inc | | | 21,463 | | | | 4,448 | |
Domino's Pizza Inc | | | 6,418 | | | | 3,056 | |
Dorman Products Inc * | | | 10,290 | | | | 1,440 | |
Dream Finders Homes Inc, Cl A * | | | 22,120 | | | | 736 | |
Expedia Group Inc * | | | 5,700 | | | | 1,052 | |
Frontdoor Inc * | | | 25,500 | | | | 1,494 | |
Funko Inc, Cl A * | | | 107,130 | | | | 1,259 | |
G-III Apparel Group Ltd * | | | 38,500 | | | | 1,141 | |
Goodyear Tire & Rubber Co/The * | | | 71,642 | | | | 769 | |
Group 1 Automotive Inc | | | 8,900 | | | | 3,790 | |
Harley-Davidson Inc | | | 42,300 | | | | 1,422 | |
Haverty Furniture Cos Inc | | | 38,200 | | | | 902 | |
Installed Building Products Inc | | | 2,382 | | | | 545 | |
Jack in the Box Inc | | | 7,184 | | | | 351 | |
JAKKS Pacific Inc * | | | 15,700 | | | | 457 | |
KB Home | | | 17,200 | | | | 1,423 | |
Kohl's Corp | | | 24,700 | | | | 370 | |
M/I Homes Inc * | | | 6,920 | | | | 1,142 | |
Macy's Inc | | | 43,100 | | | | 700 | |
Mattel Inc * | | | 78,600 | | | | 1,495 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
MGM Resorts International * | | | 44,200 | | | $ | 1,695 | |
Modine Manufacturing Co * | | | 26,598 | | | | 3,612 | |
Mohawk Industries Inc * | | | 7,800 | | | | 1,083 | |
Monarch Casino & Resort Inc | | | 14,600 | | | | 1,226 | |
Newell Brands Inc | | | 128,211 | | | | 1,229 | |
ODP Corp/The * | | | 35,698 | | | | 917 | |
Ollie's Bargain Outlet Holdings Inc * | | | 24,123 | | | | 2,387 | |
Perdoceo Education Corp | | | 45,800 | | | | 1,257 | |
Phinia Inc | | | 11,300 | | | | 634 | |
Polaris Inc | | | 8,100 | | | | 559 | |
Pool Corp | | | 16,266 | | | | 6,134 | |
PulteGroup Inc | | | 18,600 | | | | 2,516 | |
PVH Corp | | | 13,300 | | | | 1,441 | |
Rush Street Interactive Inc * | | | 122,750 | | | | 1,770 | |
Tapestry Inc | | | 21,600 | | | | 1,345 | |
Taylor Morrison Home Corp, Cl A * | | | 17,800 | | | | 1,315 | |
Texas Roadhouse Inc, Cl A | | | 10,400 | | | | 2,135 | |
Toll Brothers Inc | | | 32,400 | | | | 5,351 | |
Travel + Leisure Co | | | 74,157 | | | | 4,143 | |
Upbound Group Inc, Cl A | | | 44,400 | | | | 1,527 | |
Whirlpool Corp | | | 14,400 | | | | 1,604 | |
Wingstop Inc | | | 14,548 | | | | 4,783 | |
Winnebago Industries Inc | | | 11,200 | | | | 656 | |
Wolverine World Wide Inc | | | 53,420 | | | | 1,239 | |
| | | | | | | | |
| | | | | | | 99,494 | |
Consumer Staples — 3.5% | | | | |
Albertsons Cos Inc, Cl A | | | 62,300 | | | | 1,237 | |
BellRing Brands Inc * | | | 18,100 | | | | 1,420 | |
Bunge Global SA | | | 12,000 | | | | 1,077 | |
Casey's General Stores Inc | | | 15,833 | | | | 6,664 | |
Church & Dwight Co Inc | | | 28,559 | | | | 3,145 | |
Conagra Brands Inc | | | 38,100 | | | | 1,050 | |
Edgewell Personal Care Co | | | 25,900 | | | | 947 | |
Herbalife Ltd * | | | 77,800 | | | | 604 | |
Ingles Markets Inc, Cl A | | | 7,426 | | | | 549 | |
Ingredion Inc | | | 17,300 | | | | 2,549 | |
J & J Snack Foods Corp | | | 10,833 | | | | 1,883 | |
Molson Coors Beverage Co, Cl B | | | 44,100 | | | | 2,737 | |
SpartanNash Co | | | 18,700 | | | | 355 | |
Sprouts Farmers Market Inc * | | | 33,942 | | | | 5,243 | |
Vital Farms Inc * | | | 25,621 | | | | 851 | |
| | | | | | | | |
| | | | | | | 30,311 | |
Energy — 3.9% | | | | |
APA Corp | | | 51,662 | | | | 1,170 | |
Archrock Inc | | | 53,000 | | | | 1,358 | |
Cactus Inc, Cl A | | | 22,215 | | | | 1,525 | |
ChampionX Corp | | | 78,461 | | | | 2,428 | |
Civitas Resources Inc | | | 18,795 | | | | 975 | |
CNX Resources Corp * | | | 44,100 | | | | 1,787 | |
CONSOL Energy Inc | | | 9,600 | | | | 1,255 | |
Helmerich & Payne Inc | | | 53,700 | | | | 1,860 | |
HF Sinclair Corp | | | 52,100 | | | | 2,132 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small/Mid Cap Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Matador Resources Co | | | 135,198 | | | $ | 8,113 | |
Murphy Oil Corp | | | 49,161 | | | | 1,596 | |
Northern Oil & Gas Inc | | | 91,916 | | | | 3,997 | |
ProPetro Holding Corp * | | | 154,030 | | | | 1,294 | |
Scorpio Tankers Inc | | | 35,700 | | | | 1,809 | |
SFL Corp Ltd, Cl B | | | 100,000 | | | | 1,052 | |
SM Energy Co | | | 19,200 | | | | 868 | |
Vitesse Energy Inc | | | 3,154 | | | | 89 | |
World Kinect Corp | | | 26,900 | | | | 779 | |
| | | | | | | | |
| | | | | | | 34,087 | |
Financials — 17.7% | | | | |
1st Source Corp | | | 18,000 | | | | 1,168 | |
Affiliated Managers Group Inc | | | 5,900 | | | | 1,106 | |
Ally Financial Inc | | | 40,300 | | | | 1,611 | |
American Financial Group Inc/OH | | | 5,900 | | | | 866 | |
Annaly Capital Management Inc ‡ | | | 20,550 | | | | 410 | |
Ares Capital Corp | | | 35,700 | | | | 791 | |
Associated Banc-Corp | | | 54,400 | | | | 1,452 | |
Banco Latinoamericano de Comercio Exterior SA, Cl E | | | 30,600 | | | | 1,043 | |
Banner Corp | | | 17,800 | | | | 1,328 | |
Berkshire Hills Bancorp Inc | | | 42,070 | | | | 1,282 | |
Blue Owl Capital Corp | | | 69,500 | | | | 1,058 | |
Brookline Bancorp Inc | | | 104,870 | | | | 1,320 | |
Central Pacific Financial Corp | | | 38,300 | | | | 1,222 | |
Chimera Investment Corp ‡ | | | 20,400 | | | | 303 | |
Citizens Financial Group Inc | | | 77,700 | | | | 3,740 | |
CNA Financial Corp | | | 18,800 | | | | 948 | |
CNO Financial Group Inc | | | 113,090 | | | | 4,512 | |
Cohen & Steers Inc | | | 41,715 | | | | 4,366 | |
Comerica Inc | | | 30,100 | | | | 2,175 | |
Corpay Inc * | | | 3,700 | | | | 1,410 | |
Employers Holdings Inc | | | 25,650 | | | | 1,369 | |
Enact Holdings Inc | | | 32,400 | | | | 1,141 | |
Enova International Inc * | | | 13,700 | | | | 1,445 | |
Equitable Holdings Inc | | | 15,800 | | | | 762 | |
Essent Group Ltd | | | 17,600 | | | | 1,017 | |
Everest Group Ltd | | | 2,600 | | | | 1,008 | |
FactSet Research Systems Inc | | | 5,383 | | | | 2,641 | |
Fifth Third Bancorp | | | 48,400 | | | | 2,326 | |
First Busey Corp | | | 27,700 | | | | 739 | |
First Financial Bancorp | | | 45,000 | | | | 1,329 | |
First Financial Bankshares Inc | | | 58,940 | | | | 2,457 | |
First Horizon Corp | | | 105,800 | | | | 2,236 | |
FNB Corp/PA | | | 81,000 | | | | 1,389 | |
FS KKR Capital Corp | | | 35,800 | | | | 795 | |
Fulton Financial Corp | | | 117,500 | | | | 2,536 | |
Globe Life Inc | | | 12,500 | | | | 1,390 | |
Hamilton Lane Inc, Cl A | | | 41,612 | | | | 8,006 | |
Hancock Whitney Corp | | | 15,300 | | | | 908 | |
Hanmi Financial Corp | | | 62,800 | | | | 1,661 | |
Home BancShares Inc/AR | | | 114,690 | | | | 3,643 | |
International Money Express Inc * | | | 46,200 | | | | 973 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Jack Henry & Associates Inc | | | 14,595 | | | $ | 2,571 | |
Jackson Financial Inc, Cl A | | | 19,500 | | | | 1,954 | |
Kinsale Capital Group Inc | | | 15,961 | | | | 8,115 | |
Lincoln National Corp | | | 14,100 | | | | 501 | |
MarketAxess Holdings Inc | | | 5,678 | | | | 1,469 | |
MGIC Investment Corp | | | 81,200 | | | | 2,132 | |
Moelis & Co, Cl A | | | 39,280 | | | | 3,024 | |
Morningstar Inc | | | 8,902 | | | | 3,153 | |
Mr Cooper Group Inc * | | | 12,935 | | | | 1,276 | |
National Bank Holdings Corp, Cl A | | | 25,380 | | | | 1,212 | |
Navient Corp | | | 65,200 | | | | 1,016 | |
NCR Atleos Corp * | | | 8,100 | | | | 266 | |
Nicolet Bankshares Inc | | | 11,500 | | | | 1,281 | |
NMI Holdings Inc, Cl A * | | | 30,400 | | | | 1,216 | |
Oaktree Specialty Lending Corp | | | 53,000 | | | | 866 | |
OFG Bancorp | | | 68,200 | | | | 3,098 | |
Palomar Holdings Inc, Cl A * | | | 13,500 | | | | 1,462 | |
Pathward Financial Inc | | | 19,930 | | | | 1,672 | |
Piper Sandler Cos | | | 7,755 | | | | 2,660 | |
PJT Partners Inc, Cl A | | | 8,600 | | | | 1,439 | |
Popular Inc | | | 24,900 | | | | 2,474 | |
Preferred Bank/Los Angeles CA | | | 10,240 | | | | 966 | |
PROG Holdings Inc | | | 66,400 | | | | 3,231 | |
Prosperity Bancshares Inc | | | 39,231 | | | | 3,285 | |
QCR Holdings Inc | | | 15,300 | | | | 1,409 | |
Radian Group Inc | | | 40,700 | | | | 1,457 | |
Regions Financial Corp | | | 63,600 | | | | 1,734 | |
Reinsurance Group of America Inc, Cl A | | | 6,200 | | | | 1,416 | |
Rithm Capital Corp ‡ | | | 85,300 | | | | 960 | |
Ryan Specialty Holdings Inc, Cl A | | | 50,784 | | | | 3,829 | |
Simmons First National Corp, Cl A | | | 50,350 | | | | 1,232 | |
Skyward Specialty Insurance Group Inc * | | | 27,836 | | | | 1,506 | |
Stifel Financial Corp | | | 31,634 | | | | 3,663 | |
Synovus Financial Corp | | | 19,300 | | | | 1,101 | |
Texas Capital Bancshares Inc * | | | 14,830 | | | | 1,312 | |
Trustmark Corp | | | 35,000 | | | | 1,369 | |
UMB Financial Corp | | | 11,440 | | | | 1,436 | |
Universal Insurance Holdings Inc | | | 7,500 | | | | 170 | |
Unum Group | | | 39,000 | | | | 2,999 | |
Victory Capital Holdings Inc, Cl A | | | 22,000 | | | | 1,529 | |
Virtu Financial Inc, Cl A | | | 41,870 | | | | 1,562 | |
Western Union Co/The | | | 32,400 | | | | 357 | |
WisdomTree Inc | | | 134,000 | | | | 1,601 | |
Zions Bancorp NA | | | 44,500 | | | | 2,693 | |
| | | | | | | | |
| | | | | | | 155,556 | |
Health Care — 12.0% | | | | |
ADMA Biologics Inc * | | | 67,210 | | | | 1,352 | |
Amneal Pharmaceuticals Inc * | | | 154,000 | | | | 1,274 | |
ANI Pharmaceuticals Inc * | | | 14,210 | | | | 813 | |
Arcellx Inc * | | | 11,700 | | | | 1,030 | |
Arcutis Biotherapeutics Inc * | | | 115,000 | | | | 1,500 | |
Baxter International Inc | | | 48,100 | | | | 1,621 | |
Bio-Techne Corp | | | 33,185 | | | | 2,501 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Blueprint Medicines Corp * | | | 17,168 | | | $ | 1,655 | |
CareDx Inc * | | | 33,495 | | | | 822 | |
Catalyst Pharmaceuticals Inc * | | | 54,590 | | | | 1,205 | |
Certara Inc * | | | 130,041 | | | | 1,458 | |
Chemed Corp | | | 5,079 | | | | 2,907 | |
Collegium Pharmaceutical Inc * | | | 30,220 | | | | 922 | |
Concentra Group Holdings Parent Inc | | | 43,996 | | | | 960 | |
Corcept Therapeutics Inc * | | | 23,560 | | | | 1,359 | |
DaVita Inc * | | | 9,700 | | | | 1,612 | |
Day One Biopharmaceuticals Inc * | | | 78,800 | | | | 1,098 | |
Encompass Health Corp | | | 43,267 | | | | 4,454 | |
Ensign Group Inc/The | | | 58,673 | | | | 8,579 | |
Exelixis Inc * | | | 76,900 | | | | 2,804 | |
Geron Corp * | | | 52,670 | | | | 217 | |
Globus Medical Inc, Cl A * | | | 33,861 | | | | 2,899 | |
Halozyme Therapeutics Inc * | | | 20,100 | | | | 969 | |
HealthEquity Inc * | | | 13,820 | | | | 1,403 | |
ICU Medical Inc * | | | 7,000 | | | | 1,148 | |
Incyte Corp * | | | 23,600 | | | | 1,760 | |
Insmed Inc * | | | 14,265 | | | | 1,072 | |
Intra-Cellular Therapies Inc * | | | 10,230 | | | | 876 | |
Ironwood Pharmaceuticals Inc, Cl A * | | | 97,700 | | | | 344 | |
Jazz Pharmaceuticals PLC * | | | 27,200 | | | | 3,307 | |
Krystal Biotech Inc * | | | 6,100 | | | | 1,204 | |
Lantheus Holdings Inc * | | | 14,930 | | | | 1,333 | |
LeMaitre Vascular Inc | | | 52,797 | | | | 5,649 | |
Ligand Pharmaceuticals Inc * | | | 12,962 | | | | 1,574 | |
LivaNova PLC * | | | 21,980 | | | | 1,154 | |
Merit Medical Systems Inc * | | | 41,680 | | | | 4,330 | |
NeoGenomics Inc * | | | 64,510 | | | | 1,144 | |
Omnicell Inc * | | | 26,870 | | | | 1,252 | |
Option Care Health Inc * | | | 29,145 | | | | 694 | |
Organon & Co | | | 68,200 | | | | 1,082 | |
Perrigo Co PLC | | | 86,328 | | | | 2,464 | |
Premier Inc, Cl A | | | 49,700 | | | | 1,138 | |
PROCEPT BioRobotics Corp * | | | 14,315 | | | | 1,368 | |
Quest Diagnostics Inc | | | 16,251 | | | | 2,643 | |
RadNet Inc * | | | 35,380 | | | | 2,893 | |
Repligen Corp * | | | 21,322 | | | | 3,210 | |
Select Medical Holdings Corp | | | 54,520 | | | | 1,151 | |
STERIS PLC | | | 13,353 | | | | 2,925 | |
Supernus Pharmaceuticals Inc * | | | 11,910 | | | | 435 | |
Syndax Pharmaceuticals Inc * | | | 9,080 | | | | 152 | |
TG Therapeutics Inc * | | | 35,100 | | | | 1,221 | |
United Therapeutics Corp * | | | 12,416 | | | | 4,600 | |
Universal Health Services Inc, Cl B | | | 11,300 | | | | 2,316 | |
US Physical Therapy Inc | | | 25,774 | | | | 2,545 | |
Varex Imaging Corp * | | | 55,200 | | | | 921 | |
Veracyte Inc * | | | 35,830 | | | | 1,539 | |
| | | | | | | | |
| | | | | | | 104,858 | |
Industrials — 24.4% | | | | |
AAON Inc | | | 37,333 | | | | 5,090 | |
Acuity Brands Inc | | | 2,800 | | | | 898 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
ACV Auctions Inc, Cl A * | | | 43,350 | | | $ | 981 | |
Advanced Drainage Systems Inc | | | 20,552 | | | | 2,780 | |
AeroVironment Inc * | | | 4,064 | | | | 790 | |
AGCO Corp | | | 24,600 | | | | 2,490 | |
Air Lease Corp, Cl A | | | 63,556 | | | | 3,235 | |
Alaska Air Group Inc * | | | 25,010 | | | | 1,316 | |
Allison Transmission Holdings Inc | | | 66,657 | | | | 7,899 | |
Apogee Enterprises Inc | | | 42,040 | | | | 3,540 | |
ArcBest Corp | | | 14,700 | | | | 1,695 | |
Argan Inc | | | 10,090 | | | | 1,573 | |
Armstrong World Industries Inc | | | 9,000 | | | | 1,438 | |
Atkore Inc | | | 19,600 | | | | 1,848 | |
Axon Enterprise Inc * | | | 10,401 | | | | 6,729 | |
AZEK Co Inc/The, Cl A * | | | 15,795 | | | | 839 | |
AZZ Inc | | | 13,000 | | | | 1,211 | |
Blue Bird Corp * | | | 21,870 | | | | 889 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 18,066 | | | | 2,677 | |
Brady Corp, Cl A | | | 16,160 | | | | 1,210 | |
Broadridge Financial Solutions Inc | | | 12,835 | | | | 3,029 | |
Builders FirstSource Inc * | | | 9,300 | | | | 1,734 | |
BWX Technologies Inc | | | 22,462 | | | | 2,939 | |
Cadre Holdings Inc | | | 19,520 | | | | 652 | |
Carlisle Cos Inc | | | 6,625 | | | | 3,026 | |
Casella Waste Systems Inc, Cl A * | | | 27,090 | | | | 3,067 | |
CNH Industrial NV | | | 252,000 | | | | 3,165 | |
Comfort Systems USA Inc | | | 3,288 | | | | 1,622 | |
Concentrix Corp | | | 50,882 | | | | 2,287 | |
Construction Partners Inc, Cl A * | | | 14,610 | | | | 1,485 | |
Copart Inc * | | | 75,226 | | | | 4,769 | |
Crane Co | | | 17,010 | | | | 3,097 | |
CSG Systems International Inc | | | 13,150 | | | | 721 | |
Deluxe Corp | | | 78,330 | | | | 1,815 | |
DXP Enterprises Inc/TX * | | | 2,000 | | | | 147 | |
Ennis Inc | | | 45,100 | | | | 962 | |
ExlService Holdings Inc * | | | 172,576 | | | | 8,001 | |
Exponent Inc | | | 59,682 | | | | 5,891 | |
Federal Signal Corp | | | 24,295 | | | | 2,367 | |
FTAI Aviation Ltd | | | 22,785 | | | | 3,847 | |
FTI Consulting Inc * | | | 4,400 | | | | 891 | |
Gates Industrial Corp PLC * | | | 52,900 | | | | 1,172 | |
GATX Corp | | | 8,000 | | | | 1,313 | |
GFL Environmental Inc | | | 78,047 | | | | 3,676 | |
Greenbrier Cos Inc/The | | | 26,700 | | | | 1,816 | |
Heidrick & Struggles International Inc | | | 28,500 | | | | 1,315 | |
Hexcel Corp | | | 39,852 | | | | 2,526 | |
Huntington Ingalls Industries Inc | | | 11,633 | | | | 2,302 | |
Huron Consulting Group Inc * | | | 9,454 | | | | 1,161 | |
Insperity Inc | | | 18,114 | | | | 1,428 | |
Interface Inc, Cl A | | | 60,500 | | | | 1,606 | |
Kirby Corp * | | | 16,460 | | | | 2,082 | |
Korn Ferry | | | 16,100 | | | | 1,261 | |
Landstar System Inc | | | 14,077 | | | | 2,617 | |
Leonardo DRS Inc * | | | 37,400 | | | | 1,300 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small/Mid Cap Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
ManpowerGroup Inc | | | 14,300 | | | $ | 921 | |
Matson Inc | | | 16,684 | | | | 2,556 | |
MillerKnoll Inc | | | 39,600 | | | | 996 | |
Moog Inc, Cl A | | | 8,950 | | | | 1,980 | |
Mueller Water Products Inc, Cl A | | | 63,300 | | | | 1,585 | |
Nordson Corp | | | 10,144 | | | | 2,648 | |
nVent Electric PLC | | | 35,858 | | | | 2,808 | |
Oshkosh Corp | | | 14,950 | | | | 1,698 | |
Owens Corning | | | 12,000 | | | | 2,467 | |
Parsons Corp * | | | 17,095 | | | | 1,640 | |
Powell Industries Inc | | | 3,554 | | | | 950 | |
Primoris Services Corp | | | 14,680 | | | | 1,229 | |
Quad/Graphics Inc, Cl A | | | 86,600 | | | | 625 | |
RBC Bearings Inc * | | | 16,459 | | | | 5,516 | |
Rollins Inc | | | 60,587 | | | | 3,049 | |
Rush Enterprises Inc, Cl A | | | 21,270 | | | | 1,318 | |
Ryder System Inc | | | 15,400 | | | | 2,600 | |
Sensata Technologies Holding PLC | | | 71,112 | | | | 2,286 | |
SkyWest Inc * | | | 14,630 | | | | 1,679 | |
Snap-on Inc | | | 5,800 | | | | 2,144 | |
SPX Technologies Inc * | | | 23,625 | | | | 4,168 | |
Standex International Corp | | | 17,804 | | | | 3,701 | |
Sterling Infrastructure Inc * | | | 13,565 | | | | 2,638 | |
Terex Corp | | | 17,600 | | | | 964 | |
Tetra Tech Inc | | | 59,001 | | | | 2,449 | |
Textron Inc | | | 32,800 | | | | 2,809 | |
TransUnion | | | 27,534 | | | | 2,795 | |
Trex Co Inc * | | | 32,299 | | | | 2,423 | |
Trinity Industries Inc | | | 30,630 | | | | 1,155 | |
UFP Industries Inc | | | 20,599 | | | | 2,799 | |
UniFirst Corp/MA | | | 13,663 | | | | 2,745 | |
United Airlines Holdings Inc * | | | 16,200 | | | | 1,569 | |
Valmont Industries Inc | | | 11,490 | | | | 3,997 | |
Watsco Inc | | | 7,491 | | | | 4,132 | |
WESCO International Inc | | | 17,286 | | | | 3,657 | |
Zurn Elkay Water Solutions Corp | | | 33,600 | | | | 1,338 | |
| | | | | | | | |
| | | | | | | 214,251 | |
Information Technology — 12.8% | | | | |
ACI Worldwide Inc * | | | 29,300 | | | | 1,665 | |
ACM Research Inc, Cl A * | | | 50,197 | | | | 863 | |
Adeia Inc | | | 66,900 | | | | 811 | |
Agilysys Inc * | | | 13,035 | | | | 1,751 | |
Alarm.com Holdings Inc * | | | 23,841 | | | | 1,553 | |
Alkami Technology Inc * | | | 57,270 | | | | 2,260 | |
Amdocs Ltd | | | 18,200 | | | | 1,578 | |
Amkor Technology Inc | | | 70,800 | | | | 1,872 | |
Appfolio Inc, Cl A * | | | 4,351 | | | | 1,104 | |
Arrow Electronics Inc * | | | 16,000 | | | | 1,923 | |
Avnet Inc | | | 22,000 | | | | 1,204 | |
Badger Meter Inc | | | 16,850 | | | | 3,653 | |
Belden Inc | | | 11,100 | | | | 1,359 | |
Bentley Systems Inc, Cl B | | | 55,999 | | | | 2,772 | |
Camtek Ltd/Israel | | | 8,185 | | | | 610 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cirrus Logic Inc * | | | 12,700 | | | $ | 1,326 | |
Clearwater Analytics Holdings Inc, Cl A * | | | 98,685 | | | | 3,063 | |
Cognex Corp | | | 64,400 | | | | 2,575 | |
CommVault Systems Inc * | | | 7,480 | | | | 1,283 | |
Descartes Systems Group Inc/The * | | | 27,869 | | | | 3,257 | |
Dropbox Inc, Cl A * | | | 55,000 | | | | 1,521 | |
DXC Technology Co * | | | 57,000 | | | | 1,282 | |
EPAM Systems Inc * | | | 6,887 | | | | 1,680 | |
Fabrinet * | | | 4,700 | | | | 1,102 | |
Fair Isaac Corp * | | | 2,108 | | | | 5,007 | |
Gen Digital Inc | | | 57,300 | | | | 1,768 | |
Grid Dynamics Holdings Inc * | | | 69,390 | | | | 1,270 | |
Impinj Inc * | | | 5,900 | | | | 1,134 | |
Intapp Inc * | | | 24,300 | | | | 1,520 | |
InterDigital Inc | | | 6,670 | | | | 1,307 | |
Itron Inc * | | | 11,000 | | | | 1,304 | |
Jabil Inc | | | 28,300 | | | | 3,844 | |
Keysight Technologies Inc * | | | 19,371 | | | | 3,309 | |
Kulicke & Soffa Industries Inc | | | 57,448 | | | | 2,782 | |
Littelfuse Inc | | | 9,005 | | | | 2,221 | |
LiveRamp Holdings Inc * | | | 26,000 | | | | 789 | |
Monolithic Power Systems Inc | | | 4,564 | | | | 2,591 | |
NCR Voyix Corp * | | | 16,200 | | | | 235 | |
Nova Ltd * | | | 7,910 | | | | 1,454 | |
Novanta Inc * | | | 23,303 | | | | 3,891 | |
OneSpan Inc * | | | 74,320 | | | | 1,347 | |
Onto Innovation Inc * | | | 16,173 | | | | 2,655 | |
OSI Systems Inc * | | | 7,400 | | | | 1,313 | |
Power Integrations Inc | | | 44,613 | | | | 2,923 | |
Q2 Holdings Inc * | | | 34,430 | | | | 3,606 | |
Sanmina Corp * | | | 21,400 | | | | 1,699 | |
Skyworks Solutions Inc | | | 5,500 | | | | 482 | |
SPS Commerce Inc * | | | 12,565 | | | | 2,426 | |
TD SYNNEX Corp | | | 7,400 | | | | 880 | |
Tenable Holdings Inc * | | | 19,800 | | | | 831 | |
TTM Technologies Inc * | | | 64,600 | | | | 1,575 | |
Tyler Technologies Inc * | | | 7,370 | | | | 4,637 | |
Universal Display Corp | | | 13,990 | | | | 2,302 | |
Varonis Systems Inc, Cl B * | | | 41,900 | | | | 2,093 | |
Vertex Inc, Cl A * | | | 119,424 | | | | 6,479 | |
Xerox Holdings Corp | | | 43,900 | | | | 401 | |
Zeta Global Holdings Corp, Cl A * | | | 24,755 | | | | 527 | |
| | | | | | | | |
| | | | | | | 112,669 | |
Materials — 3.6% | | | | |
Avient Corp | | | 23,830 | | | | 1,221 | |
Balchem Corp | | | 26,144 | | | | 4,719 | |
Berry Global Group Inc | | | 30,200 | | | | 2,184 | |
Cabot Corp | | | 17,493 | | | | 1,918 | |
Carpenter Technology Corp | | | 8,115 | | | | 1,575 | |
Celanese Corp, Cl A | | | 9,200 | | | | 673 | |
Chemours Co/The | | | 26,400 | | | | 574 | |
Coeur Mining Inc * | | | 183,000 | | | | 1,182 | |
Eastman Chemical Co | | | 9,800 | | | | 1,026 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Glatfelter Corp * | | | 7,654 | | | $ | 157 | |
Ingevity Corp * | | | 8,900 | | | | 432 | |
Mosaic Co/The | | | 34,700 | | | | 918 | |
O-I Glass Inc * | | | 54,500 | | | | 687 | |
Quaker Chemical Corp | | | 14,388 | | | | 2,269 | |
Reliance Inc | | | 12,214 | | | | 3,924 | |
Ryerson Holding Corp | | | 17,000 | | | | 437 | |
Sealed Air Corp | | | 28,500 | | | | 1,043 | |
Sensient Technologies Corp | | | 15,400 | | | | 1,196 | |
Silgan Holdings Inc | | | 28,100 | | | | 1,617 | |
Steel Dynamics Inc | | | 13,000 | | | | 1,888 | |
SunCoke Energy Inc | | | 54,400 | | | | 678 | |
Worthington Steel Inc | | | 34,500 | | | | 1,547 | |
| | | | | | | | |
| | | | | | | 31,865 | |
Real Estate — 4.8% | | | | |
Acadia Realty Trust ‡ | | | 63,200 | | | | 1,634 | |
American Assets Trust Inc ‡ | | | 36,700 | | | | 1,044 | |
Apple Hospitality REIT Inc ‡ | | | 67,400 | | | | 1,086 | |
Brandywine Realty Trust ‡ | | | 80,600 | | | | 451 | |
Brixmor Property Group Inc ‡ | | | 45,100 | | | | 1,356 | |
CareTrust REIT Inc ‡ | | | 39,900 | | | | 1,189 | |
City Office REIT Inc ‡ | | | 72,700 | | | | 422 | |
COPT Defense Properties ‡ | | | 36,400 | | | | 1,199 | |
CoStar Group Inc * | | | 39,065 | | | | 3,178 | |
CTO Realty Growth Inc ‡ | | | 36,630 | | | | 748 | |
CubeSmart ‡ | | | 49,478 | | | | 2,452 | |
EPR Properties ‡ | | | 27,700 | | | | 1,257 | |
Essential Properties Realty Trust Inc ‡ | | | 40,500 | | | | 1,381 | |
eXp World Holdings Inc | | | 142,534 | | | | 1,974 | |
FirstService Corp | | | 11,593 | | | | 2,251 | |
Getty Realty Corp ‡ | | | 35,660 | | | | 1,172 | |
Highwoods Properties Inc ‡ | | | 15,700 | | | | 510 | |
Host Hotels & Resorts Inc ‡ | | | 110,000 | | | | 2,026 | |
Industrial Logistics Properties Trust ‡ | | | 35,900 | | | | 139 | |
Innovative Industrial Properties Inc, Cl A ‡ | | | 9,200 | | | | 1,003 | |
InvenTrust Properties Corp ‡ | | | 38,600 | | | | 1,195 | |
Kilroy Realty Corp ‡ | | | 22,400 | | | | 930 | |
Kite Realty Group Trust ‡ | | | 29,900 | | | | 824 | |
Omega Healthcare Investors Inc ‡ | | | 29,900 | | | | 1,214 | |
Piedmont Office Realty Trust Inc, Cl A ‡ | | | 55,300 | | | | 526 | |
Ryman Hospitality Properties Inc ‡ | | | 30,018 | | | | 3,519 | |
Sabra Health Care REIT Inc ‡ | | | 119,520 | | | | 2,239 | |
Service Properties Trust ‡ | | | 48,500 | | | | 135 | |
Terreno Realty Corp ‡ | | | 55,955 | | | | 3,393 | |
Uniti Group Inc ‡ | | | 71,260 | | | | 421 | |
Veris Residential Inc ‡ | | | 65,920 | | | | 1,203 | |
| | | | | | | | |
| | | | | | | 42,071 | |
Utilities — 2.1% | | | | |
Black Hills Corp | | | 20,000 | | | | 1,281 | |
Brookfield Infrastructure Corp, Cl A | | | 73,700 | | | | 3,308 | |
Chesapeake Utilities Corp | | | 22,979 | | | | 3,028 | |
Middlesex Water Co | | | 18,010 | | | | 1,179 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
National Fuel Gas Co | | | 15,900 | | | $ | 1,017 | |
New Jersey Resources Corp | | | 19,900 | | | | 1,026 | |
NRG Energy Inc | | | 59,700 | | | | 6,066 | |
Otter Tail Corp | | | 11,200 | | | | 903 | |
UGI Corp | | | 22,900 | | | | 696 | |
| | | | | | | | |
| | | | | | | 18,504 | |
Total Common Stock | | | | | | | | |
(Cost $633,264) ($ Thousands) | | | | | | | 862,147 | |
| | | | | | | | |
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 16,990,977 | | | | 16,991 | |
Total Cash Equivalent | | | | | | | | |
(Cost $16,991) ($ Thousands) | | | | | | | 16,991 | |
Total Investments in Securities — 100.1% | | | | | | | | |
(Cost $650,255) ($ Thousands) | | $ | 879,138 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Small/Mid Cap Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Russell 2000 Index E-MINI | | | 5 | | | | Dec-2024 | | | $ | 580 | | | $ | 612 | | | $ | 32 | |
S&P Mid Cap 400 Index E-MINI | | | 2 | | | | Dec-2024 | | | | 644 | | | | 675 | | | | 31 | |
| | | | | | | | | | $ | 1,224 | | | $ | 1,287 | | | $ | 63 | |
| Percentages are based on Net Assets of $878,643 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
† | Investment in Affiliated Security (see Note 6). |
‡ | Real Estate Investment Trust. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 862,147 | | | | – | | | | – | | | | 862,147 | |
Cash Equivalent | | | 16,991 | | | | – | | | | – | | | | 16,991 | |
Total Investments in Securities | | | 879,138 | | | | – | | | | – | | | | 879,138 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Futures Contracts* | | | | | | | | | | | | | | | | |
Unrealized Appreciation | | | 63 | | | | – | | | | – | | | | 63 | |
Total Other Financial Instruments | | | 63 | | | | – | | | | – | | | | 63 | |
| | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 1 | | | $ | — | | | $ | — | | | $ | — | | | $ | (1 | ) | | $ | — | | | $ | — | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 18,646 | | | | 99,271 | | | | (100,926 | ) | | | — | | | | — | | | | 16,991 | | | | 535 | | | | — | |
Totals | | $ | 18,647 | | | $ | 99,271 | | | $ | (100,926 | ) | | $ | – | | | $ | (1 | ) | | $ | 16,991 | | | $ | 535 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Equity Factor Allocation Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† — 98.9% |
| | | | | | | | |
Communication Services — 8.6% | | | | |
Alphabet Inc, Cl A | | | 264,254 | | | $ | 44,646 | |
Alphabet Inc, Cl C | | | 90,443 | | | | 15,420 | |
AT&T Inc | | | 614,134 | | | | 14,223 | |
Cargurus Inc, Cl A * | | | 19,477 | | | | 737 | |
Cars.com Inc * | | | 48,515 | | | | 964 | |
Cinemark Holdings Inc * | | | 78,725 | | | | 2,718 | |
Comcast Corp, Cl A | | | 301,213 | | | | 13,009 | |
Electronic Arts Inc | | | 39,722 | | | | 6,501 | |
Fox Corp | | | 125,232 | | | | 5,668 | |
John Wiley & Sons Inc, Cl A | | | 1,114 | | | | 58 | |
Liberty Global Ltd, Cl A * | | | 70,719 | | | | 999 | |
Match Group Inc * | | | 160,245 | | | | 5,247 | |
Meta Platforms Inc, Cl A | | | 65,051 | | | | 37,360 | |
Netflix Inc * | | | 3,208 | | | | 2,845 | |
New York Times Co/The, Cl A | | | 8,005 | | | | 434 | |
Omnicom Group Inc | | | 60,574 | | | | 6,349 | |
Pinterest Inc, Cl A * | | | 14,106 | | | | 428 | |
ROBLOX Corp, Cl A * | | | 35,270 | | | | 1,768 | |
Spotify Technology SA * | | | 3,623 | | | | 1,728 | |
TEGNA Inc | | | 42,897 | | | | 805 | |
T-Mobile US Inc | | | 8,816 | | | | 2,177 | |
Trade Desk Inc/The, Cl A * | | | 26,547 | | | | 3,413 | |
Verizon Communications Inc | | | 313,381 | | | | 13,895 | |
Yelp Inc, Cl A * | | | 24,023 | | | | 918 | |
Ziff Davis Inc * | | | 33,694 | | | | 1,983 | |
| | | | | | | | |
| | | | | | | 184,293 | |
Consumer Discretionary — 13.0% | | | | |
Abercrombie & Fitch Co, Cl A * | | | 15,579 | | | | 2,332 | |
Adtalem Global Education Inc * | | | 37,387 | | | | 3,418 | |
Amazon.com Inc * | | | 175,337 | | | | 36,451 | |
AutoZone Inc * | | | 2,602 | | | | 8,247 | |
Booking Holdings Inc | | | 3,002 | | | | 15,616 | |
Boyd Gaming Corp | | | 9,447 | | | | 698 | |
Brinker International Inc * | | | 6,734 | | | | 891 | |
Carnival Corp, Cl A * | | | 155,451 | | | | 3,953 | |
Chipotle Mexican Grill Inc, Cl A * | | | 20,289 | | | | 1,248 | |
Deckers Outdoor Corp * | | | 65,661 | | | | 12,867 | |
Dick's Sporting Goods Inc | | | 1,859 | | | | 385 | |
Domino's Pizza Inc | | | 14,077 | | | | 6,703 | |
DoorDash Inc, Cl A * | | | 12,820 | | | | 2,314 | |
Dorman Products Inc * | | | 3,700 | | | | 518 | |
eBay Inc | | | 103,686 | | | | 6,562 | |
Expedia Group Inc * | | | 60,324 | | | | 11,137 | |
Ford Motor Co | | | 587,459 | | | | 6,539 | |
Frontdoor Inc * | | | 55,992 | | | | 3,281 | |
Gap Inc/The | | | 61,252 | | | | 1,485 | |
Garmin Ltd | | | 35,806 | | | | 7,612 | |
General Motors Co | | | 253,624 | | | | 14,099 | |
Goodyear Tire & Rubber Co/The * | | | 133,610 | | | | 1,435 | |
Graham Holdings Co, Cl B | | | 104 | | | | 97 | |
Grand Canyon Education Inc * | | | 960 | | | | 158 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
H&R Block Inc | | | 185,397 | | | $ | 10,990 | |
Home Depot Inc/The | | | 17,112 | | | | 7,343 | |
International Game Technology PLC | | | 56,491 | | | | 1,086 | |
KB Home | | | 38,803 | | | | 3,211 | |
Kohl's Corp | | | 50,660 | | | | 758 | |
Kontoor Brands Inc | | | 21,938 | | | | 2,014 | |
Las Vegas Sands Corp | | | 3,877 | | | | 206 | |
Lennar Corp, Cl A | | | 17,495 | | | | 3,051 | |
Lennar Corp, Cl B | | | 10,615 | | | | 1,750 | |
Lululemon Athletica Inc * | | | 20,041 | | | | 6,426 | |
McDonald's Corp | | | 26,120 | | | | 7,732 | |
Murphy USA Inc | | | 427 | | | | 234 | |
NVR Inc * | | | 182 | | | | 1,681 | |
O'Reilly Automotive Inc * | | | 7,686 | | | | 9,555 | |
PulteGroup Inc | | | 47,819 | | | | 6,469 | |
PVH Corp | | | 41,168 | | | | 4,461 | |
Ralph Lauren Corp, Cl A | | | 17,612 | | | | 4,075 | |
Ross Stores Inc | | | 14,989 | | | | 2,321 | |
SharkNinja Inc | | | 28,618 | | | | 2,878 | |
Skechers USA Inc, Cl A * | | | 34,178 | | | | 2,181 | |
Stride Inc * | | | 18,419 | | | | 1,969 | |
Taylor Morrison Home Corp, Cl A * | | | 130,953 | | | | 9,674 | |
Texas Roadhouse Inc, Cl A | | | 13,819 | | | | 2,837 | |
TJX Cos Inc/The | | | 108,359 | | | | 13,620 | |
Tractor Supply Co | | | 6,828 | | | | 1,937 | |
Urban Outfitters Inc * | | | 36,817 | | | | 1,794 | |
Williams-Sonoma Inc | | | 23,988 | | | | 4,126 | |
Wingstop Inc | | | 17,715 | | | | 5,824 | |
Wynn Resorts Ltd | | | 10,196 | | | | 962 | |
Yum! Brands Inc | | | 57,891 | | | | 8,043 | |
| | | | | | | | |
| | | | | | | 277,254 | |
Consumer Staples — 7.4% | | | | |
Altria Group Inc | | | 386,660 | | | | 22,326 | |
Andersons Inc/The | | | 18,430 | | | | 880 | |
Archer-Daniels-Midland Co | | | 9,583 | | | | 523 | |
BellRing Brands Inc * | | | 49,950 | | | | 3,919 | |
Bunge Global SA | | | 68,554 | | | | 6,152 | |
Cal-Maine Foods Inc | | | 22,643 | | | | 2,210 | |
Casey's General Stores Inc | | | 2,189 | | | | 921 | |
Church & Dwight Co Inc | | | 6,575 | | | | 724 | |
Colgate-Palmolive Co | | | 131,412 | | | | 12,698 | |
Conagra Brands Inc | | | 13,772 | | | | 380 | |
Costco Wholesale Corp | | | 2,784 | | | | 2,706 | |
Edgewell Personal Care Co | | | 16,040 | | | | 587 | |
Flowers Foods Inc | | | 5,670 | | | | 128 | |
Freshpet Inc * | | | 8,978 | | | | 1,374 | |
General Mills Inc | | | 10,163 | | | | 673 | |
Ingles Markets Inc, Cl A | | | 3,077 | | | | 227 | |
Ingredion Inc | | | 50,490 | | | | 7,439 | |
Keurig Dr Pepper Inc | | | 7,207 | | | | 235 | |
Kimberly-Clark Corp | | | 28,669 | | | | 3,995 | |
Kraft Heinz Co/The | | | 207,918 | | | | 6,647 | |
Kroger Co/The | | | 167,637 | | | | 10,239 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Equity Factor Allocation Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Molson Coors Beverage Co, Cl B | | | 52,076 | | | $ | 3,232 | |
Monster Beverage Corp * | | | 111,127 | | | | 6,127 | |
PepsiCo Inc | | | 34,182 | | | | 5,587 | |
Philip Morris International Inc | | | 113,947 | | | | 15,162 | |
Pilgrim's Pride Corp * | | | 29,641 | | | | 1,530 | |
Post Holdings Inc * | | | 16,639 | | | | 2,005 | |
Primo Brands Corp | | | 25,104 | | | | 716 | |
Procter & Gamble Co/The | | | 56,120 | | | | 10,060 | |
Sprouts Farmers Market Inc * | | | 38,611 | | | | 5,965 | |
US Foods Holding Corp * | | | 123,320 | | | | 8,604 | |
Vital Farms Inc * | | | 11,066 | | | | 367 | |
Walgreens Boots Alliance Inc | | | 117,384 | | | | 1,059 | |
Walmart Inc | | | 133,900 | | | | 12,386 | |
WD-40 Co | | | 422 | | | | 117 | |
| | | | | | | | |
| | | | | | | 157,900 | |
Energy — 1.7% | | | | |
APA Corp | | | 149,651 | | | | 3,390 | |
Archrock Inc | | | 19,931 | | | | 511 | |
Chevron Corp | | | 12,997 | | | | 2,105 | |
Civitas Resources Inc | | | 16,410 | | | | 851 | |
DT Midstream Inc | | | 5,147 | | | | 546 | |
Exxon Mobil Corp | | | 675 | | | | 80 | |
International Seaways Inc | | | 28,815 | | | | 1,124 | |
Marathon Petroleum Corp | | | 4,289 | | | | 670 | |
Murphy Oil Corp | | | 102,221 | | | | 3,319 | |
ONEOK Inc | | | 38,087 | | | | 4,327 | |
Ovintiv Inc | | | 23,832 | | | | 1,082 | |
Scorpio Tankers Inc | | | 26,575 | | | | 1,346 | |
SM Energy Co | | | 57,910 | | | | 2,617 | |
TechnipFMC PLC | | | 115,493 | | | | 3,623 | |
Valero Energy Corp | | | 38,140 | | | | 5,304 | |
Williams Cos Inc/The | | | 94,950 | | | | 5,556 | |
| | | | | | | | |
| | | | | | | 36,451 | |
Financials — 12.8% | | | | |
Affiliated Managers Group Inc | | | 21,996 | | | | 4,125 | |
Affirm Holdings Inc, Cl A * | | | 12,776 | | | | 894 | |
Aflac Inc | | | 66,475 | | | | 7,578 | |
Ally Financial Inc | | | 187,801 | | | | 7,508 | |
American Express Co | | | 6,407 | | | | 1,952 | |
American Financial Group Inc/OH | | | 3,835 | | | | 563 | |
American International Group Inc | | | 113,229 | | | | 8,705 | |
Axis Capital Holdings Ltd | | | 45,919 | | | | 4,272 | |
Bank of America Corp | | | 2,960 | | | | 141 | |
Bank of New York Mellon Corp/The | | | 169,317 | | | | 13,862 | |
Bank of NT Butterfield & Son Ltd/The | | | 28,668 | | | | 1,087 | |
Bank OZK | | | 76,375 | | | | 3,816 | |
Berkshire Hathaway Inc, Cl B * | | | 1,524 | | | | 736 | |
BlackRock Funding | | | 1,918 | | | | 1,962 | |
Brighthouse Financial Inc * | | | 62,910 | | | | 3,288 | |
Brown & Brown Inc | | | 14,328 | | | | 1,621 | |
Capital One Financial Corp | | | 60,973 | | | | 11,707 | |
Citigroup Inc | | | 238,827 | | | | 16,926 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Comerica Inc | | | 82,634 | | | $ | 5,970 | |
Community Financial System Inc | | | 22,452 | | | | 1,554 | |
Corebridge Financial Inc | | | 180,942 | | | | 5,857 | |
Corpay Inc * | | | 4,322 | | | | 1,647 | |
Donnelley Financial Solutions Inc * | | | 2,884 | | | | 174 | |
Enova International Inc * | | | 11,029 | | | | 1,164 | |
Everest Group Ltd | | | 23,384 | | | | 9,063 | |
Fidelity National Financial Inc | | | 53,457 | | | | 3,389 | |
Fiserv Inc * | | | 25,730 | | | | 5,685 | |
Genworth Financial Inc, Cl A * | | | 45,121 | | | | 352 | |
Goldman Sachs Group Inc/The | | | 3,671 | | | | 2,234 | |
Hamilton Lane Inc, Cl A | | | 14,828 | | | | 2,853 | |
Intercontinental Exchange Inc | | | 18,541 | | | | 2,984 | |
Jackson Financial Inc, Cl A | | | 55,688 | | | | 5,579 | |
Janus Henderson Group PLC | | | 51,136 | | | | 2,315 | |
Mastercard Inc, Cl A | | | 24,126 | | | | 12,858 | |
MFA Financial Inc ‡ | | | 76,815 | | | | 853 | |
Moody's Corp | | | 13,264 | | | | 6,632 | |
Mr Cooper Group Inc * | | | 25,179 | | | | 2,484 | |
MSCI Inc, Cl A | | | 10,624 | | | | 6,477 | |
Nasdaq Inc | | | 67,814 | | | | 5,628 | |
Navient Corp | | | 62,661 | | | | 976 | |
Nelnet Inc, Cl A | | | 425 | | | | 46 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 80,734 | | | | 1,012 | |
Pagseguro Digital Ltd, Cl A * | | | 118,600 | | | | 871 | |
Palomar Holdings Inc, Cl A * | | | 9,383 | | | | 1,016 | |
Pathward Financial Inc | | | 10,760 | | | | 903 | |
PNC Financial Services Group Inc/The | | | 19,106 | | | | 4,102 | |
Popular Inc | | | 40,848 | | | | 4,059 | |
PROG Holdings Inc | | | 16,300 | | | | 793 | |
Reinsurance Group of America Inc, Cl A | | | 46,339 | | | | 10,584 | |
RenaissanceRe Holdings Ltd | | | 32,541 | | | | 9,312 | |
Rithm Capital Corp ‡ | | | 381,554 | | | | 4,293 | |
Ryan Specialty Holdings Inc, Cl A | | | 7,139 | | | | 538 | |
ServisFirst Bancshares Inc | | | 21,774 | | | | 2,086 | |
SiriusPoint Ltd * | | | 55,289 | | | | 853 | |
SLM Corp | | | 53,879 | | | | 1,475 | |
Starwood Property Trust Inc ‡ | | | 76,152 | | | | 1,551 | |
StepStone Group Inc, Cl A | | | 26,675 | | | | 1,758 | |
Synchrony Financial | | | 207,755 | | | | 14,028 | |
T Rowe Price Group Inc | | | 6,159 | | | | 763 | |
Toast Inc, Cl A * | | | 20,695 | | | | 901 | |
Tradeweb Markets Inc, Cl A | | | 7,437 | | | | 1,008 | |
Travelers Cos Inc/The | | | 4,150 | | | | 1,104 | |
UMB Financial Corp | | | 19,075 | | | | 2,394 | |
Unum Group | | | 116,035 | | | | 8,923 | |
Victory Capital Holdings Inc, Cl A | | | 8,522 | | | | 592 | |
Virtu Financial Inc, Cl A | | | 31,964 | | | | 1,193 | |
Visa Inc, Cl A | | | 46,415 | | | | 14,624 | |
W R Berkley Corp | | | 8,934 | | | | 577 | |
Western Union Co/The | | | 292,637 | | | | 3,222 | |
| | | | | | | | |
| | | | | | | 272,052 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Health Care — 11.3% | | | | |
AbbVie Inc | | | 13,183 | | | $ | 2,412 | |
Baxter International Inc | | | 187,485 | | | | 6,320 | |
Boston Scientific Corp * | | | 93,220 | | | | 8,451 | |
Bristol-Myers Squibb Co | | | 61,141 | | | | 3,621 | |
Cardinal Health Inc | | | 88,276 | | | | 10,791 | |
Cencora Inc | | | 66,869 | | | | 16,821 | |
Centene Corp * | | | 31,310 | | | | 1,879 | |
Cigna Group/The | | | 27,445 | | | | 9,271 | |
Cooper Cos Inc/The * | | | 11,902 | | | | 1,243 | |
Corcept Therapeutics Inc * | | | 32,399 | | | | 1,869 | |
CVS Health Corp | | | 82,683 | | | | 4,949 | |
DaVita Inc * | | | 34,779 | | | | 5,779 | |
Eli Lilly & Co | | | 23,145 | | | | 18,408 | |
Embecta Corp | | | 12,750 | | | | 266 | |
Ensign Group Inc/The | | | 21,782 | | | | 3,185 | |
Exelixis Inc * | | | 64,686 | | | | 2,358 | |
GE HealthCare Technologies Inc | | | 11,906 | | | | 991 | |
Gilead Sciences Inc | | | 238,125 | | | | 22,046 | |
Halozyme Therapeutics Inc * | | | 8,252 | | | | 398 | |
Harrow Inc * | | | 9,878 | | | | 414 | |
HCA Healthcare Inc | | | 6,920 | | | | 2,264 | |
HealthEquity Inc * | | | 4,952 | | | | 503 | |
Henry Schein Inc * | | | 3,353 | | | | 258 | |
Hims & Hers Health Inc * | | | 18,471 | | | | 595 | |
Hologic Inc * | | | 7,323 | | | | 582 | |
ICU Medical Inc * | | | 5,713 | | | | 937 | |
IDEXX Laboratories Inc * | | | 13,755 | | | | 5,801 | |
Insulet Corp * | | | 1,976 | | | | 527 | |
Intuitive Surgical Inc * | | | 12,459 | | | | 6,753 | |
Jazz Pharmaceuticals PLC * | | | 12,073 | | | | 1,468 | |
Johnson & Johnson | | | 114,506 | | | | 17,750 | |
Labcorp Holdings Inc | | | 8,297 | | | | 2,001 | |
LeMaitre Vascular Inc | | | 4,816 | | | | 515 | |
McKesson Corp | | | 21,156 | | | | 13,297 | |
Medtronic PLC | | | 66,482 | | | | 5,753 | |
Merck & Co Inc | | | 8,617 | | | | 876 | |
Merit Medical Systems Inc * | | | 22,003 | | | | 2,286 | |
Mettler-Toledo International Inc * | | | 5,145 | | | | 6,437 | |
Organon & Co | | | 143,255 | | | | 2,273 | |
Premier Inc, Cl A | | | 1,437 | | | | 33 | |
Quest Diagnostics Inc | | | 25,466 | | | | 4,142 | |
ResMed Inc | | | 11,740 | | | | 2,923 | |
Royalty Pharma PLC, Cl A | | | 40,637 | | | | 1,083 | |
Solventum Corp * | | | 12,589 | | | | 900 | |
Stryker Corp | | | 6,722 | | | | 2,636 | |
Tenet Healthcare Corp * | | | 53,762 | | | | 7,671 | |
United Therapeutics Corp * | | | 15,031 | | | | 5,569 | |
UnitedHealth Group Inc | | | 4,727 | | | | 2,884 | |
Universal Health Services Inc, Cl B | | | 36,974 | | | | 7,580 | |
Vertex Pharmaceuticals Inc * | | | 5,383 | | | | 2,520 | |
Viatris Inc | | | 547,085 | | | | 7,161 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Zoetis Inc, Cl A | | | 14,498 | | | $ | 2,541 | |
| | | | | | | | |
| | | | | | | 239,991 | |
Industrials — 11.2% | | | | |
3M Co | | | 5,705 | | | | 762 | |
A O Smith Corp | | | 6,011 | | | | 448 | |
ACCO Brands Corp | | | 63,934 | | | | 372 | |
Acuity Brands Inc | | | 14,973 | | | | 4,802 | |
Allegion PLC | | | 4,879 | | | | 687 | |
Allison Transmission Holdings Inc | | | 92,743 | | | | 10,990 | |
American Airlines Group Inc * | | | 433,867 | | | | 6,300 | |
Armstrong World Industries Inc | | | 5,953 | | | | 952 | |
Atmus Filtration Technologies Inc | | | 24,680 | | | | 1,068 | |
Automatic Data Processing Inc | | | 2,643 | | | | 811 | |
Brink's Co/The | | | 32,052 | | | | 3,100 | |
CACI International Inc, Cl A * | | | 6,648 | | | | 3,057 | |
Carlisle Cos Inc | | | 15,888 | | | | 7,256 | |
CH Robinson Worldwide Inc | | | 18,763 | | | | 1,981 | |
Cintas Corp | | | 37,118 | | | | 8,381 | |
Costamare Inc | | | 33,919 | | | | 448 | |
CSG Systems International Inc | | | 951 | | | | 52 | |
CSX Corp | | | 50,665 | | | | 1,852 | |
Cummins Inc | | | 15,602 | | | | 5,851 | |
Curtiss-Wright Corp | | | 11,503 | | | | 4,298 | |
Delta Air Lines Inc | | | 204,379 | | | | 13,044 | |
Deluxe Corp | | | 31,932 | | | | 740 | |
Donaldson Co Inc | | | 6,137 | | | | 479 | |
Dover Corp | | | 8,680 | | | | 1,787 | |
Eaton Corp PLC | | | 2,871 | | | | 1,078 | |
EMCOR Group Inc | | | 1,241 | | | | 633 | |
Expeditors International of Washington Inc | | | 8,483 | | | | 1,032 | |
Fastenal Co | | | 103,887 | | | | 8,681 | |
FedEx Corp | | | 3,272 | | | | 990 | |
Franklin Electric Co Inc | | | 1,472 | | | | 159 | |
FTI Consulting Inc * | | | 443 | | | | 90 | |
Genpact Ltd | | | 29,554 | | | | 1,364 | |
Graco Inc | | | 68,499 | | | | 6,239 | |
Honeywell International Inc | | | 8,705 | | | | 2,028 | |
Howmet Aerospace Inc | | | 50,918 | | | | 6,028 | |
IDEX Corp | | | 2,203 | | | | 508 | |
Illinois Tool Works Inc | | | 31,453 | | | | 8,729 | |
ITT Inc | | | 4,672 | | | | 729 | |
Kirby Corp * | | | 23,193 | | | | 2,934 | |
Landstar System Inc | | | 1,534 | | | | 285 | |
Leidos Holdings Inc | | | 63,901 | | | | 10,569 | |
Lincoln Electric Holdings Inc | | | 1,759 | | | | 384 | |
Lockheed Martin Corp | | | 5,628 | | | | 2,980 | |
Masco Corp | | | 24,091 | | | | 1,941 | |
Maximus Inc | | | 43,829 | | | | 3,265 | |
MSA Safety Inc | | | 1,563 | | | | 272 | |
MSC Industrial Direct Co Inc, Cl A | | | 13,755 | | | | 1,181 | |
Otis Worldwide Corp | | | 23,601 | | | | 2,430 | |
Owens Corning | | | 15,613 | | | | 3,210 | |
PACCAR Inc | | | 18,265 | | | | 2,137 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Equity Factor Allocation Fund (Concluded)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Parker-Hannifin Corp | | | 8,053 | | | $ | 5,660 | |
Parsons Corp * | | | 15,638 | | | | 1,500 | |
Paychex Inc | | | 55,079 | | | | 8,056 | |
Republic Services Inc, Cl A | | | 21,681 | | | | 4,733 | |
Resideo Technologies Inc * | | | 637 | | | | 17 | |
Robert Half Inc | | | 53,089 | | | | 3,961 | |
Rollins Inc | | | 97,917 | | | | 4,928 | |
Ryder System Inc | | | 36,980 | | | | 6,244 | |
Science Applications International Corp | | | 16,572 | | | | 2,059 | |
SkyWest Inc * | | | 23,700 | | | | 2,719 | |
Snap-on Inc | | | 22,886 | | | | 8,461 | |
SS&C Technologies Holdings Inc | | | 12,829 | | | | 992 | |
Trane Technologies PLC | | | 18,790 | | | | 7,821 | |
United Airlines Holdings Inc * | | | 80,984 | | | | 7,842 | |
Verisk Analytics Inc, Cl A | | | 22,207 | | | | 6,534 | |
Waste Management Inc | | | 3,880 | | | | 886 | |
Watts Water Technologies Inc, Cl A | | | 488 | | | | 105 | |
Westinghouse Air Brake Technologies Corp | | | 24,922 | | | | 5,000 | |
WW Grainger Inc | | | 9,297 | | | | 11,206 | |
| | | | | | | | |
| | | | | | | 238,118 | |
Information Technology — 29.6% | | | | |
Accenture PLC, Cl A | | | 3,004 | | | | 1,089 | |
Adobe Inc * | | | 15,281 | | | | 7,884 | |
Alkami Technology Inc * | | | 17,000 | | | | 671 | |
Amdocs Ltd | | | 56,391 | | | | 4,890 | |
Amkor Technology Inc | | | 68,518 | | | | 1,812 | |
Amphenol Corp, Cl A | | | 110,725 | | | | 8,044 | |
Apple Inc | | | 450,604 | | | | 106,942 | |
AppLovin Corp, Cl A * | | | 21,065 | | | | 7,094 | |
Arista Networks Inc * | | | 14,065 | | | | 5,708 | |
Arrow Electronics Inc * | | | 35,507 | | | | 4,267 | |
Autodesk Inc * | | | 21,388 | | | | 6,243 | |
Avnet Inc | | | 57,129 | | | | 3,126 | |
Belden Inc | | | 17,615 | | | | 2,156 | |
Broadcom Inc | | | 48,258 | | | | 7,822 | |
Cadence Design Systems Inc * | | | 23,916 | | | | 7,338 | |
Cirrus Logic Inc * | | | 40,013 | | | | 4,179 | |
Cisco Systems Inc | | | 268,992 | | | | 15,927 | |
Cloudflare Inc, Cl A * | | | 26,723 | | | | 2,668 | |
Cognizant Technology Solutions Corp, Cl A | | | 119,671 | | | | 9,632 | |
CommVault Systems Inc * | | | 9,772 | | | | 1,677 | |
Consensus Cloud Solutions Inc * | | | 11,449 | | | | 286 | |
Crane NXT Co | | | 28,095 | | | | 1,761 | |
Dell Technologies Inc, Cl C | | | 76,889 | | | | 9,810 | |
DocuSign Inc, Cl A * | | | 32,225 | | | | 2,568 | |
Dolby Laboratories Inc, Cl A | | | 1,837 | | | | 144 | |
Dropbox Inc, Cl A * | | | 313,921 | | | | 8,683 | |
DXC Technology Co * | | | 137,012 | | | | 3,083 | |
F5 Inc * | | | 72,332 | | | | 18,108 | |
Fair Isaac Corp * | | | 4,896 | | | | 11,628 | |
Fortinet Inc * | | | 95,298 | | | | 9,058 | |
Gartner Inc * | | | 17,962 | | | | 9,303 | |
Gen Digital Inc | | | 317,989 | | | | 9,810 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
GoDaddy Inc, Cl A * | | | 58,389 | | | $ | 11,536 | |
Guidewire Software Inc * | | | 26,246 | | | | 5,325 | |
Hewlett Packard Enterprise Co | | | 443,238 | | | | 9,406 | |
HP Inc | | | 294,558 | | | | 10,436 | |
HubSpot Inc * | | | 3,219 | | | | 2,321 | |
Intapp Inc * | | | 4,863 | | | | 304 | |
Intel Corp | | | 90,101 | | | | 2,167 | |
InterDigital Inc | | | 18,046 | | | | 3,536 | |
International Business Machines Corp | | | 78,551 | | | | 17,863 | |
Intuit Inc | | | 10,305 | | | | 6,613 | |
Jabil Inc | | | 74,789 | | | | 10,159 | |
KLA Corp | | | 473 | | | | 306 | |
Manhattan Associates Inc * | | | 40,511 | | | | 11,563 | |
Microsoft Corp | | | 207,616 | | | | 87,917 | |
MKS Instruments Inc | | | 49,333 | | | | 5,606 | |
Motorola Solutions Inc | | | 31,792 | | | | 15,886 | |
NetApp Inc | | | 131,974 | | | | 16,185 | |
NVIDIA Corp | | | 578,668 | | | | 80,001 | |
ON Semiconductor Corp * | | | 57,107 | | | | 4,061 | |
Oracle Corp | | | 12,093 | | | | 2,235 | |
Progress Software Corp | | | 36,043 | | | | 2,466 | |
QUALCOMM Inc | | | 49,406 | | | | 7,832 | |
Sanmina Corp * | | | 44,777 | | | | 3,556 | |
Skyworks Solutions Inc | | | 60,396 | | | | 5,290 | |
Teradata Corp * | | | 59,337 | | | | 1,834 | |
Tyler Technologies Inc * | | | 767 | | | | 483 | |
Ubiquiti Inc | | | 2,020 | | | | 700 | |
VeriSign Inc * | | | 33,814 | | | | 6,329 | |
Vishay Intertechnology Inc | | | 72,725 | | | | 1,389 | |
Vontier Corp | | | 84,367 | | | | 3,312 | |
Xerox Holdings Corp | | | 70,180 | | | | 641 | |
Zoom Video Communications Inc, Cl A * | | | 13,244 | | | | 1,095 | |
| | | | | | | | |
| | | | | | | 631,764 | |
Materials — 1.7% | | | | |
Alpha Metallurgical Resources Inc | | | 6,573 | | | | 1,614 | |
Amcor PLC | | | 84,111 | | | | 895 | |
AptarGroup Inc | | | 3,602 | | | | 623 | |
Avery Dennison Corp | | | 4,773 | | | | 983 | |
Axalta Coating Systems Ltd * | | | 50,402 | | | | 2,039 | |
Berry Global Group Inc | | | 54,455 | | | | 3,938 | |
DuPont de Nemours Inc | | | 19,111 | | | | 1,597 | |
International Paper Co | | | 147,420 | | | | 8,673 | |
LyondellBasell Industries NV, Cl A | | | 21,954 | | | | 1,830 | |
Minerals Technologies Inc | | | 12,704 | | | | 1,036 | |
NewMarket Corp | | | 152 | | | | 81 | |
Newmont Corp | | | 75,868 | | | | 3,182 | |
Packaging Corp of America | | | 29,224 | | | | 7,272 | |
Reliance Inc | | | 1,720 | | | | 553 | |
Silgan Holdings Inc | | | 2,262 | | | | 130 | |
Sonoco Products Co | | | 3,354 | | | | 174 | |
Warrior Met Coal Inc | | | 27,496 | | | | 1,934 | |
| | | | | | | | |
| | | | | | | 36,554 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Real Estate — 0.2% | | | | |
Acadia Realty Trust ‡ | | | 2,875 | | | $ | 74 | |
Iron Mountain Inc ‡ | | | 32,337 | | | | 3,999 | |
Urban Edge Properties ‡ | | | 50,458 | | | | 1,161 | |
| | | | | | | | |
| | | | | | | 5,234 | |
Utilities — 1.4% | | | | |
Atmos Energy Corp | | | 5,249 | | | | 794 | |
Entergy Corp | | | 35,351 | | | | 5,521 | |
Exelon Corp | | | 9,459 | | | | 374 | |
FirstEnergy Corp | | | 190,454 | | | | 8,104 | |
National Fuel Gas Co | | | 3,534 | | | | 226 | |
NRG Energy Inc | | | 97,470 | | | | 9,904 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK†† (continued) |
Vistra Corp | | | 31,233 | | | $ | 4,992 | |
| | | | | | | | |
| | | | | | | 29,915 | |
Total Common Stock | | | | | | | | |
(Cost $1,560,962) ($ Thousands) | | | | | | | 2,109,526 | |
| | | | | | | | |
CASH EQUIVALENT — 0.3% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 6,478,664 | | | | 6,479 | |
Total Cash Equivalent | | | | | | | | |
(Cost $6,479) ($ Thousands) | | | | | | | 6,479 | |
Total Investments in Securities — 99.2% | | | | | | | | |
(Cost $1,567,441) ($ Thousands) | | $ | 2,116,005 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 56 | | | | Dec-2024 | | | $ | 16,881 | | | $ | 16,945 | | | $ | 64 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $2,133,394 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
†† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 2,109,526 | | | | – | | | | – | | | | 2,109,526 | |
Cash Equivalent | | | 6,479 | | | | – | | | | – | | | | 6,479 | |
Total Investments in Securities | | | 2,116,005 | | | | – | | | | – | | | | 2,116,005 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 64 | | | | – | | | | – | | | | 64 | |
Total Other Financial Instruments | | | 64 | | | | – | | | | – | | | | 64 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in the Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 10,111 | | | $ | 86,639 | | | $ | (90,271 | ) | | $ | — | | | $ | — | | | $ | 6,479 | | | $ | 393 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Managed Volatility Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 98.4% |
| | | | | | | | |
Communication Services — 8.5% | | | | |
AT&T Inc | | | 479,900 | | | $ | 11,115 | |
Comcast Corp, Cl A | | | 278,242 | | | | 12,017 | |
Electronic Arts Inc | | | 17,578 | | | | 2,877 | |
EverQuote Inc, Cl A * | | | 1,934 | | | | 37 | |
Fox Corp | | | 111,907 | | | | 5,201 | |
IDT Corp, Cl B | | | 4,177 | | | | 216 | |
New York Times Co/The, Cl A | | | 16,899 | | | | 917 | |
Omnicom Group Inc | | | 24,696 | | | | 2,589 | |
Scholastic Corp | | | 3,162 | | | | 83 | |
SK Telecom Co Ltd ADR | | | 86,124 | | | | 2,086 | |
Spok Holdings Inc | | | 15,761 | | | | 259 | |
Spotify Technology SA * | | | 10,385 | | | | 4,953 | |
TEGNA Inc | | | 148,000 | | | | 2,778 | |
T-Mobile US Inc | | | 14,816 | | | | 3,659 | |
Verizon Communications Inc | | | 390,580 | | | | 17,318 | |
| | | | | | | | |
| | | | | | | 66,105 | |
Consumer Discretionary — 5.6% | | | | |
AutoZone Inc * | | | 700 | | | | 2,219 | |
BorgWarner Inc | | | 99,600 | | | | 3,418 | |
Canadian Tire Corp Ltd, Cl A | | | 19,300 | | | | 2,128 | |
Coupang Inc, Cl A * | | | 19,651 | | | | 498 | |
eBay Inc | | | 83,900 | | | | 5,310 | |
Gentex Corp | | | 47,502 | | | | 1,452 | |
Grand Canyon Education Inc * | | | 28,454 | | | | 4,683 | |
H&R Block Inc | | | 101,105 | | | | 5,993 | |
Honda Motor Co Ltd ADR | | | 125,100 | | | | 3,240 | |
JAKKS Pacific Inc * | | | 1,850 | | | | 54 | |
Murphy USA Inc | | | 11,999 | | | | 6,573 | |
O'Reilly Automotive Inc * | | | 546 | | | | 679 | |
Smith & Wesson Brands Inc | | | 3,727 | | | | 51 | |
Texas Roadhouse Inc, Cl A | | | 25,324 | | | | 5,198 | |
Toyota Motor Corp ADR | | | 12,200 | | | | 2,082 | |
| | | | | | | | |
| | | | | | | 43,578 | |
Consumer Staples — 17.1% | | | | |
Altria Group Inc | | | 107,422 | | | | 6,203 | |
Archer-Daniels-Midland Co | | | 101,450 | | | | 5,539 | |
Bunge Global SA | | | 32,200 | | | | 2,890 | |
Cal-Maine Foods Inc | | | 6,297 | | | | 615 | |
Campbell Soup Co | | | 93,781 | | | | 4,333 | |
Central Garden & Pet Co, Cl A * | | | 4,775 | | | | 161 | |
Clorox Co/The | | | 39,136 | | | | 6,542 | |
Coca-Cola Consolidated Inc | | | 2,872 | | | | 3,746 | |
Colgate-Palmolive Co | | | 66,102 | | | | 6,387 | |
Conagra Brands Inc | | | 166,943 | | | | 4,599 | |
Costco Wholesale Corp | | | 1,248 | | | | 1,213 | |
Dole PLC | | | 30,031 | | | | 453 | |
Energizer Holdings Inc | | | 10,139 | | | | 386 | |
Flowers Foods Inc | | | 218,320 | | | | 4,938 | |
Fresh Del Monte Produce Inc | | | 16,647 | | | | 562 | |
General Mills Inc | | | 121,544 | | | | 8,053 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Herbalife Ltd * | | | 2,849 | | | $ | 22 | |
Hormel Foods Corp | | | 39,872 | | | | 1,293 | |
Ingles Markets Inc, Cl A | | | 5,870 | | | | 434 | |
Ingredion Inc | | | 50,069 | | | | 7,377 | |
J & J Snack Foods Corp | | | 2,945 | | | | 512 | |
John B Sanfilippo & Son Inc | | | 6,079 | | | | 525 | |
Kellanova | | | 75,800 | | | | 6,162 | |
Kimberly-Clark Corp | | | 19,958 | | | | 2,781 | |
Kraft Heinz Co/The | | | 198,800 | | | | 6,356 | |
Kroger Co/The | | | 133,800 | | | | 8,172 | |
Lancaster Colony Corp | | | 2,499 | | | | 464 | |
Lifeway Foods Inc * | | | 3,067 | | | | 75 | |
Loblaw Cos Ltd | | | 12,500 | | | | 1,622 | |
Mama's Creations * | | | 55,500 | | | | 542 | |
Molson Coors Beverage Co, Cl B | | | 108,600 | | | | 6,740 | |
National Beverage Corp | | | 7,548 | | | | 373 | |
Natural Grocers by Vitamin Cottage Inc | | | 1,228 | | | | 58 | |
Oil-Dri Corp of America | | | 3,700 | | | | 256 | |
PepsiCo Inc | | | 5,245 | | | | 857 | |
Philip Morris International Inc | | | 25,635 | | | | 3,411 | |
Pilgrim's Pride Corp * | | | 68,833 | | | | 3,552 | |
Post Holdings Inc * | | | 35,556 | | | | 4,284 | |
Procter & Gamble Co/The | | | 27,054 | | | | 4,850 | |
Reynolds Consumer Products Inc | | | 36,206 | | | | 1,003 | |
Seaboard Corp | | | 620 | | | | 1,621 | |
Seneca Foods Corp, Cl A * | | | 250 | | | | 18 | |
Simply Good Foods Co/The * | | | 2,941 | | | | 117 | |
SpartanNash Co | | | 11,989 | | | | 228 | |
Sprouts Farmers Market Inc * | | | 3,240 | | | | 500 | |
TreeHouse Foods Inc * | | | 8,710 | | | | 299 | |
Tyson Foods Inc, Cl A | | | 46,654 | | | | 3,009 | |
Universal Corp/VA | | | 7,106 | | | | 406 | |
USANA Health Sciences Inc * | | | 8,504 | | | | 328 | |
Village Super Market Inc, Cl A | | | 11,119 | | | | 360 | |
Vita Coco Co Inc/The * | | | 10,540 | | | | 375 | |
Vital Farms Inc * | | | 7,678 | | | | 255 | |
Walmart Inc | | | 57,199 | | | | 5,291 | |
WD-40 Co | | | 243 | | | | 67 | |
Weis Markets Inc | | | 4,055 | | | | 295 | |
WK Kellogg Co | | | 34,279 | | | | 713 | |
| | | | | | | | |
| | | | | | | 132,223 | |
Energy — 2.7% | | | | |
Chevron Corp | | | 47,300 | | | | 7,659 | |
Dorian LPG Ltd | | | 578 | | | | 14 | |
DT Midstream Inc | | | 27,100 | | | | 2,876 | |
Exxon Mobil Corp | | | 65,500 | | | | 7,726 | |
Gulfport Energy Corp * | | | 2,729 | | | | 480 | |
International Seaways Inc | | | 943 | | | | 37 | |
Marathon Petroleum Corp | | | 14,200 | | | | 2,217 | |
Teekay * | | | 21,066 | | | | 156 | |
Teekay Tankers, Cl A | | | 2,680 | | | | 108 | |
| | | | | | | | |
| | | | | | | 21,273 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Financials — 13.2% | | | | |
Aflac Inc | | | 45,900 | | | $ | 5,233 | |
Allstate Corp/The | | | 28,811 | | | | 5,975 | |
Ameriprise Financial Inc | | | 6,004 | | | | 3,446 | |
Arch Capital Group Ltd | | | 7,497 | | | | 755 | |
Axis Capital Holdings Ltd | | | 30,600 | | | | 2,847 | |
Banco Latinoamericano de Comercio Exterior SA, Cl E | | | 7,976 | | | | 272 | |
Bank of New York Mellon Corp/The | | | 127,100 | | | | 10,406 | |
Berkshire Hathaway Inc, Cl B * | | | 10,229 | | | | 4,941 | |
Canadian Imperial Bank of Commerce | | | 50,700 | | | | 3,291 | |
Cboe Global Markets Inc | | | 30,135 | | | | 6,505 | |
Chicago Atlantic Real Estate Finance Inc ‡ | | | 7,325 | | | | 118 | |
CME Group Inc, Cl A | | | 19,146 | | | | 4,557 | |
Employers Holdings Inc | | | 47,016 | | | | 2,509 | |
Everest Group Ltd | | | 5,600 | | | | 2,170 | |
Federated Hermes Inc, Cl B | | | 72,000 | | | | 3,078 | |
Hamilton Insurance Group Ltd, Cl B * | | | 14,414 | | | | 275 | |
Hanover Insurance Group Inc/The | | | 4,339 | | | | 716 | |
Hartford Financial Services Group Inc/The | | | 50,400 | | | | 6,215 | |
Loews Corp | | | 51,900 | | | | 4,501 | |
Markel Group Inc * | | | 316 | | | | 563 | |
Mercury General Corp | | | 6,143 | | | | 485 | |
MetLife Inc | | | 25,700 | | | | 2,267 | |
Morningstar Inc | | | 4,745 | | | | 1,680 | |
Northeast Bank | | | 1,076 | | | | 106 | |
Northeast Community Bancorp Inc | | | 16,319 | | | | 492 | |
OceanFirst Financial Corp | | | 73,400 | | | | 1,518 | |
Old Republic International Corp | | | 137,100 | | | | 5,343 | |
Palomar Holdings Inc, Cl A * | | | 1,008 | | | | 109 | |
Popular Inc | | | 77 | | | | 8 | |
Progressive Corp/The | | | 12,168 | | | | 3,272 | |
Safety Insurance Group Inc | | | 3,462 | | | | 297 | |
Selective Insurance Group Inc | | | 3,587 | | | | 366 | |
Sixth Street Specialty Lending Inc | | | 104,200 | | | | 2,238 | |
Skyward Specialty Insurance Group Inc * | | | 11,286 | | | | 611 | |
Universal Insurance Holdings Inc | | | 15,377 | | | | 348 | |
W R Berkley Corp | | | 20,558 | | | | 1,327 | |
Western Union Co/The | | | 603,230 | | | | 6,642 | |
Willis Towers Watson PLC | | | 22,011 | | | | 7,087 | |
| | | | | | | | |
| | | | | | | 102,569 | |
Health Care — 16.8% | | | | |
ACADIA Pharmaceuticals Inc * | | | 13,607 | | | | 222 | |
Addus HomeCare Corp * | | | 2,627 | | | | 323 | |
ADMA Biologics Inc * | | | 10,886 | | | | 219 | |
Alkermes PLC * | | | 17,077 | | | | 496 | |
Amgen Inc | | | 6,900 | | | | 1,952 | |
Amphastar Pharmaceuticals Inc * | | | 2,789 | | | | 126 | |
ANI Pharmaceuticals Inc * | | | 3,805 | | | | 218 | |
Anika Therapeutics Inc * | | | 12,166 | | | | 216 | |
Arcellx Inc * | | | 430 | | | | 38 | |
Ardelyx Inc * | | | 7,272 | | | | 41 | |
Boston Scientific Corp * | | | 3,122 | | | | 283 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Bristol-Myers Squibb Co | | | 196,100 | | | $ | 11,613 | |
Cardinal Health Inc | | | 69,082 | | | | 8,445 | |
Catalyst Pharmaceuticals Inc * | | | 17,403 | | | | 384 | |
Cencora Inc | | | 24,037 | | | | 6,046 | |
Cigna Group/The | | | 27,483 | | | | 9,284 | |
Corcept Therapeutics Inc * | | | 3,513 | | | | 203 | |
CVS Health Corp | | | 93,200 | | | | 5,578 | |
Elevance Health Inc | | | 1,505 | | | | 612 | |
Entrada Therapeutics Inc * | | | 1,698 | | | | 34 | |
Exelixis Inc * | | | 211,451 | | | | 7,709 | |
Gilead Sciences Inc | | | 108,585 | | | | 10,053 | |
Haemonetics Corp * | | | 962 | | | | 84 | |
Halozyme Therapeutics Inc * | | | 7,547 | | | | 364 | |
Harmony Biosciences Holdings Inc * | | | 4,025 | | | | 139 | |
HealthStream Inc | | | 15,746 | | | | 521 | |
Hologic Inc * | | | 6,324 | | | | 503 | |
Incyte Corp * | | | 107,750 | | | | 8,037 | |
Innoviva Inc * | | | 18,266 | | | | 347 | |
Intra-Cellular Therapies Inc * | | | 28,923 | | | | 2,477 | |
iRadimed Corp | | | 5,595 | | | | 302 | |
Ironwood Pharmaceuticals Inc, Cl A * | | | 9,367 | | | | 33 | |
Jazz Pharmaceuticals PLC * | | | 17,000 | | | | 2,067 | |
Johnson & Johnson | | | 43,400 | | | | 6,727 | |
Kiniksa Pharmaceuticals International PLC, Cl A * | | | 9,786 | | | | 216 | |
Krystal Biotech Inc * | | | 1,175 | | | | 232 | |
Lantheus Holdings Inc * | | | 1,496 | | | | 133 | |
LeMaitre Vascular Inc | | | 1,389 | | | | 149 | |
Ligand Pharmaceuticals Inc * | | | 704 | | | | 85 | |
McKesson Corp | | | 12,954 | | | | 8,142 | |
Medpace Holdings Inc * | | | 3,976 | | | | 1,354 | |
Merck & Co Inc | | | 110,418 | | | | 11,223 | |
Mesa Laboratories Inc | | | 1,108 | | | | 130 | |
MiMedx Group Inc * | | | 32,343 | | | | 299 | |
National HealthCare Corp | | | 1,103 | | | | 138 | |
Neurocrine Biosciences Inc * | | | 12,922 | | | | 1,638 | |
Option Care Health Inc * | | | 5,928 | | | | 141 | |
OraSure Technologies Inc * | | | 35,930 | | | | 136 | |
Organon & Co | | | 28,260 | | | | 448 | |
Pfizer Inc | | | 58,800 | | | | 1,541 | |
Prestige Consumer Healthcare Inc * | | | 7,372 | | | | 625 | |
Protagonist Therapeutics Inc * | | | 5,183 | | | | 227 | |
Quest Diagnostics Inc | | | 11,300 | | | | 1,838 | |
Regeneron Pharmaceuticals Inc * | | | 2,413 | | | | 1,810 | |
SIGA Technologies Inc | | | 7,934 | | | | 58 | |
Supernus Pharmaceuticals Inc * | | | 5,517 | | | | 202 | |
Tactile Systems Technology Inc * | | | 7,100 | | | | 139 | |
UFP Technologies Inc * | | | 872 | | | | 282 | |
United Therapeutics Corp * | | | 20,734 | | | | 7,682 | |
Utah Medical Products Inc | | | 279 | | | | 18 | |
Vanda Pharmaceuticals Inc * | | | 35,268 | | | | 182 | |
Vertex Pharmaceuticals Inc * | | | 4,726 | | | | 2,212 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Managed Volatility Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Viatris Inc | | | 251,000 | | | $ | 3,286 | |
| | | | | | | | |
| | | | | | | 130,262 | |
Industrials — 9.5% | | | | |
ABM Industries Inc | | | 3,434 | | | | 196 | |
Allison Transmission Holdings Inc | | | 71,930 | | | | 8,524 | |
Argan Inc | | | 2,224 | | | | 347 | |
Barrett Business Services Inc | | | 10,947 | | | | 470 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 17,829 | | | | 2,642 | |
Cintas Corp | | | 699 | | | | 158 | |
CSG Systems International Inc | | | 87,200 | | | | 4,780 | |
Cummins Inc | | | 12,700 | | | | 4,763 | |
Donaldson Co Inc | | | 22,699 | | | | 1,772 | |
EMCOR Group Inc | | | 7,988 | | | | 4,075 | |
Enerpac Tool Group Corp, Cl A | | | 1,699 | | | | 82 | |
Expeditors International of Washington Inc | | | 35,410 | | | | 4,307 | |
FTI Consulting Inc * | | | 1,157 | | | | 234 | |
General Dynamics Corp | | | 10,599 | | | | 3,010 | |
Golden Ocean Group Ltd | | | 10,507 | | | | 105 | |
Huron Consulting Group Inc * | | | 1,819 | | | | 223 | |
Hyster-Yale Inc | | | 508 | | | | 29 | |
IBEX Holdings Ltd * | | | 7,472 | | | | 153 | |
Landstar System Inc | | | 13,140 | | | | 2,443 | |
Leidos Holdings Inc | | | 15,587 | | | | 2,578 | |
Lockheed Martin Corp | | | 17,012 | | | | 9,006 | |
LSI Industries Inc | | | 10,293 | | | | 210 | |
ManpowerGroup Inc | | | 23,816 | | | | 1,533 | |
Maximus Inc | | | 2,593 | | | | 193 | |
Miller Industries Inc/TN | | | 2,125 | | | | 157 | |
National Presto Industries Inc | | | 494 | | | | 39 | |
Northrop Grumman Corp | | | 12,129 | | | | 5,939 | |
PACCAR Inc | | | 30,600 | | | | 3,580 | |
Republic Services Inc, Cl A | | | 2,996 | | | | 654 | |
Snap-on Inc | | | 11,100 | | | | 4,104 | |
Textron Inc | | | 42,100 | | | | 3,605 | |
Trane Technologies PLC | | | 3,472 | | | | 1,445 | |
Waste Management Inc | | | 9,982 | | | | 2,278 | |
| | | | | | | | |
| | | | | | | 73,634 | |
Information Technology — 16.7% | | | | |
A10 Networks Inc | | | 16,531 | | | | 282 | |
ACI Worldwide Inc * | | | 5,551 | | | | 315 | |
Amdocs Ltd | | | 192,047 | | | | 16,654 | |
Arrow Electronics Inc * | | | 38,100 | | | | 4,578 | |
Avnet Inc | | | 95,600 | | | | 5,230 | |
Box Inc, Cl A * | | | 3,291 | | | | 115 | |
Canon Inc ADR | | | 165,400 | | | | 5,387 | |
Cirrus Logic Inc * | | | 1,034 | | | | 108 | |
Cisco Systems Inc | | | 218,300 | | | | 12,926 | |
Climb Global Solutions Inc | | | 2,339 | | | | 315 | |
Cognizant Technology Solutions Corp, Cl A | | | 78,774 | | | | 6,341 | |
CommVault Systems Inc * | | | 2,604 | | | | 447 | |
Daktronics Inc * | | | 6,881 | | | | 106 | |
Dell Technologies Inc, Cl C | | | 32,900 | | | | 4,198 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Diebold Nixdorf Inc * | | | 1,320 | | | $ | 61 | |
Dropbox Inc, Cl A * | | | 153,500 | | | | 4,246 | |
F5 Inc * | | | 9,900 | | | | 2,478 | |
Fortinet Inc * | | | 8,000 | | | | 760 | |
Gartner Inc * | | | 8,304 | | | | 4,301 | |
GoDaddy Inc, Cl A * | | | 27,531 | | | | 5,439 | |
Hackett Group Inc/The | | | 6,893 | | | | 216 | |
Hewlett Packard Enterprise Co | | | 418,900 | | | | 8,889 | |
HP Inc | | | 151,000 | | | | 5,350 | |
InterDigital Inc | | | 3,363 | | | | 659 | |
International Business Machines Corp | | | 48,400 | | | | 11,007 | |
Juniper Networks Inc | | | 58,000 | | | | 2,083 | |
LiveRamp Holdings Inc * | | | 7,437 | | | | 226 | |
Motorola Solutions Inc | | | 4,242 | | | | 2,120 | |
NetApp Inc | | | 21,300 | | | | 2,612 | |
NVE Corp | | | 1,715 | | | | 133 | |
OneSpan Inc * | | | 2,094 | | | | 38 | |
Ooma Inc * | | | 3,674 | | | | 54 | |
Open Text Corp | | | 46,100 | | | | 1,404 | |
Oracle Corp | | | 12,700 | | | | 2,347 | |
OSI Systems Inc * | | | 152 | | | | 27 | |
PC Connection Inc | | | 5,827 | | | | 423 | |
Pegasystems Inc | | | 28,734 | | | | 2,729 | |
QUALCOMM Inc | | | 7,761 | | | | 1,230 | |
Qualys Inc * | | | 1,587 | | | | 244 | |
Sapiens International Corp NV | | | 578 | | | | 16 | |
ServiceNow Inc * | | | 3,016 | | | | 3,165 | |
Skyworks Solutions Inc | | | 5,712 | | | | 500 | |
TD SYNNEX Corp | | | 33,700 | | | | 4,010 | |
Teradata Corp * | | | 25,208 | | | | 779 | |
Tyler Technologies Inc * | | | 7,978 | | | | 5,020 | |
Weave Communications Inc * | | | 2,562 | | | | 35 | |
| | | | | | | | |
| | | | | | | 129,603 | |
Materials — 2.8% | | | | |
Berry Global Group Inc | | | 25,900 | | | | 1,873 | |
CF Industries Holdings Inc | | | 23,600 | | | | 2,116 | |
Core Molding Technologies Inc * | | | 3,087 | | | | 51 | |
Glatfelter * | | | 7,156 | | | | 146 | |
Graphic Packaging Holding Co | | | 75,800 | | | | 2,281 | |
LyondellBasell Industries NV, Cl A | | | 15,500 | | | | 1,292 | |
NewMarket Corp | | | 9,918 | | | | 5,292 | |
Packaging Corp of America | | | 12,088 | | | | 3,008 | |
Royal Gold Inc | | | 7,021 | | | | 1,027 | |
Silgan Holdings Inc | | | 12,066 | | | | 694 | |
Sonoco Products Co | | | 60,600 | | | | 3,144 | |
Southern Copper Corp | | | 5,146 | | | | 516 | |
| | | | | | | | |
| | | | | | | 21,440 | |
Real Estate — 0.1% | | | | |
Equity Commonwealth *‡ | | | 28,862 | | | | 587 | |
Forestar Group Inc * | | | 6,343 | | | | 189 | |
RMR Group Inc/The, Cl A | | | 14,936 | | | | 332 | |
| | | | | | | | |
| | | | | | | 1,108 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Utilities — 5.4% | | | | |
American Electric Power Co Inc | | | 23,900 | | | $ | 2,387 | |
American States Water Co | | | 6,229 | | | | 531 | |
Avista Corp | | | 6,816 | | | | 264 | |
Black Hills Corp | | | 2,967 | | | | 190 | |
California Water Service Group | | | 9,301 | | | | 476 | |
Consolidated Edison Inc | | | 5,771 | | | | 581 | |
Consolidated Water Co Ltd | | | 12,111 | | | | 326 | |
Edison International | | | 386 | | | | 34 | |
Entergy Corp | | | 13,000 | | | | 2,030 | |
Evergy Inc | | | 56,500 | | | | 3,652 | |
Genie Energy Ltd, Cl B | | | 17,637 | | | | 269 | |
MGE Energy Inc | | | 1,179 | | | | 123 | |
National Fuel Gas Co | | | 133,213 | | | | 8,522 | |
New Jersey Resources Corp | | | 4,327 | | | | 223 | |
Northwest Natural Holding Co | | | 6,716 | | | | 294 | |
NRG Energy Inc | | | 50,151 | | | | 5,096 | |
ONE Gas Inc | | | 2,091 | | | | 163 | |
Otter Tail Corp | | | 26,900 | | | | 2,169 | |
PG&E Corp | | | 293,677 | | | | 6,352 | |
Portland General Electric Co | | | 7,034 | | | | 337 | |
PPL Corp | | | 79,700 | | | | 2,784 | |
SJW Group | | | 5,707 | | | | 318 | |
Southwest Gas Holdings Inc | | | 499 | | | | 39 | |
Spire Inc | | | 6,541 | | | | 479 | |
TXNM Energy Inc | | | 4,265 | | | | 209 | |
Unitil Corp | | | 530 | | | | 32 | |
Vistra Corp | | | 23,900 | | | | 3,820 | |
| | | | | | | | |
| | | | | | | 41,700 | |
Total Common Stock | | | | | | | | |
(Cost $580,407) ($ Thousands) | | | | | | | 763,495 | |
| | | | | | | | |
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 9,760,492 | | | | 9,760 | |
Total Cash Equivalent | | | | | | | | |
(Cost $9,760) ($ Thousands) | | | | | | | 9,760 | |
Total Investments in Securities — 99.7% | | | | | | | | |
(Cost $590,167) ($ Thousands) | | $ | 773,255 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | 10 | | | | Dec-2024 | | | $ | 2,875 | | | $ | 3,025 | | | $ | 150 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $775,662 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
U.S. Managed Volatility Fund (Concluded)
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 763,495 | | | | – | | | | – | | | | 763,495 | |
Cash Equivalent | | | 9,760 | | | | – | | | | – | | | | 9,760 | |
Total Investments in Securities | | | 773,255 | | | | – | | | | – | | | | 773,255 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 150 | | | | – | | | | – | | | | 150 | |
Total Other Financial Instruments | | | 150 | | | | – | | | | – | | | | 150 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 14,439 | | | $ | 86,110 | | | $ | (90,789 | ) | | $ | — | | | $ | — | | | $ | 9,760 | | | $ | 478 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Global Managed Volatility Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 96.8% |
Australia — 0.6% |
ANZ Group Holdings Ltd | | | 145,300 | | | $ | 2,950 | |
Origin Energy Ltd | | | 51,244 | | | | 363 | |
Rio Tinto Ltd | | | 106,983 | | | | 8,241 | |
| | | | | | | 11,554 | |
| | | | | | | | |
Austria — 0.2% |
ANDRITZ AG | | | 60,900 | | | | 3,402 | |
Oberbank AG | | | 350 | | | | 26 | |
Telekom Austria AG, Cl A | | | 38,558 | | | | 320 | |
UNIQA Insurance Group AG | | | 110,046 | | | | 837 | |
| | | | | | | 4,585 | |
| | | | | | | | |
Belgium — 0.4% |
Ageas SA/NV | | | 88,500 | | | | 4,464 | |
Colruyt Group N.V | | | 60,325 | | | | 2,734 | |
| | | | | | | 7,198 | |
| | | | | | | | |
Canada — 4.9% |
AltaGas Ltd | | | 118,100 | | | | 2,888 | |
Atco Ltd/Canada, Cl I | | | 44,100 | | | | 1,548 | |
Bank of Nova Scotia/The | | | 56,900 | | | | 3,245 | |
Barrick Gold Corp | | | 231,767 | | | | 4,059 | |
Canadian Imperial Bank of Commerce | | | 106,084 | | | | 6,886 | |
Canadian Tire Corp Ltd, Cl A | | | 39,770 | | | | 4,385 | |
Canadian Utilities Ltd, Cl A | | | 91,765 | | | | 2,355 | |
CCL Industries Inc, Cl B | | | 22,575 | | | | 1,251 | |
CGI Inc, Cl A | | | 14,073 | | | | 1,593 | |
Cogeco Communications Inc | | | 58,200 | | | | 2,910 | |
Empire Co Ltd, Cl Common Subs. Receipt | | | 338,286 | | | | 10,143 | |
Enbridge | | | 53,470 | | | | 2,319 | |
George Weston Ltd | | | 41,500 | | | | 6,670 | |
Gildan Activewear Inc | | | 28,243 | | | | 1,404 | |
Great-West Lifeco Inc, Cl Common Subs. Receipt | | | 78,800 | | | | 2,837 | |
Kinross Gold Corp | | | 259,169 | | | | 2,538 | |
Loblaw Cos Ltd | | | 105,067 | | | | 13,635 | |
Manulife Financial Corp, Cl Common Subs. Receipt | | | 197,600 | | | | 6,360 | |
Metro Inc/CN, Cl A | | | 115,149 | | | | 7,503 | |
Power Corp of Canada | | | 35,181 | | | | 1,185 | |
Quebecor Inc, Cl B | | | 102,800 | | | | 2,427 | |
Royal Bank of Canada | | | 53,000 | | | | 6,668 | |
Sun Life Financial Inc | | | 32,400 | | | | 1,994 | |
| | | | | | | 96,803 | |
| | | | | | | | |
China — 0.0% |
BOC Hong Kong Holdings Ltd | | | 91,500 | | | | 281 | |
Fountain SET Holdings Ltd | | | 174,279 | | | | 14 | |
| | | | | | | 295 | |
| | | | | | | | |
Denmark — 0.6% |
AP Moller - Maersk A/S, Cl A | | | 431 | | | | 706 | |
AP Moller - Maersk A/S, Cl B | | | 1,378 | | | | 2,337 | |
Danske Bank A/S | | | 197,850 | | | | 5,680 | |
Novo Nordisk A/S, Cl B | | | 7,499 | | | | 804 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
ROCKWOOL A/S, Cl B | | | 6,543 | | | $ | 2,385 | |
Schouw & Co A/S | | | 7,494 | | | | 590 | |
| | | | | | | 12,502 | |
| | | | | | | | |
Finland — 0.2% |
Elisa Oyj, Cl A | | | 97,021 | | | | 4,394 | |
| | | | | | | | |
France — 2.7% |
Bouygues SA | | | 177,913 | | | | 5,291 | |
Carrefour SA | | | 521,005 | | | | 7,924 | |
Cie Generale des Etablissements Michelin SCA | | | 148,383 | | | | 4,819 | |
Danone SA | | | 43,983 | | | | 3,004 | |
Engie SA | | | 253,324 | | | | 4,036 | |
Orange SA | | | 1,349,796 | | | | 14,378 | |
Societe BIC SA | | | 77,200 | | | | 5,145 | |
TotalEnergies SE | | | 133,400 | | | | 7,745 | |
Vivendi SE | | | 53,674 | | | | 493 | |
| | | | | | | 52,835 | |
| | | | | | | | |
Germany — 0.7% |
Adtran Networks | | | 929 | | | | 20 | |
Allianz SE | | | 12,800 | | | | 3,950 | |
Bayerische Motoren Werke AG | | | 45,600 | | | | 3,372 | |
Deutsche Telekom AG | | | 89,100 | | | | 2,850 | |
Evonik Industries AG | | | 3,758 | | | | 69 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | | 4,900 | | | | 2,558 | |
Pfeiffer Vacuum Technology | | | 294 | | | | 48 | |
| | | | | | | 12,867 | |
| | | | | | | | |
Hong Kong — 1.5% |
Chinney Investments Ltd | | | 88,000 | | | | 8 | |
CLP Holdings Ltd | | | 21,500 | | | | 180 | |
Dah Sing Banking Group Ltd | | | 55,711 | | | | 51 | |
Dah Sing Financial Holdings | | | 8,000 | | | | 26 | |
HK Electric Investments & HK Electric Investments Ltd | | | 3,029,000 | | | | 2,032 | |
HKT Trust & HKT | | | 5,304,000 | | | | 6,591 | |
Jardine Matheson Holdings Ltd | | | 42,300 | | | | 1,847 | |
PCCW Ltd | | | 2,635,000 | | | | 1,436 | |
Power Assets Holdings Ltd | | | 818,000 | | | | 5,361 | |
SmarTone Telecommunications Holdings Ltd | | | 59,013 | | | | 30 | |
Sun Hung Kai Properties Ltd | | | 239,000 | | | | 2,373 | |
Swire Pacific Ltd, Cl A | | | 225,000 | | | | 1,852 | |
Transport International Holdings Ltd | | | 13,200 | | | | 14 | |
VTech Holdings Ltd | | | 62,233 | | | | 425 | |
WH Group Ltd | | | 7,773,500 | | | | 6,164 | |
Yue Yuen Industrial Holdings Ltd | | | 22 | | | | – | |
| | | | | | | 28,390 | |
| | | | | | | | |
Israel — 1.1% |
Check Point Software Technologies Ltd * | | | 77,706 | | | | 14,142 | |
FIBI Holdings Ltd | | | 5,079 | | | | 251 | |
Ituran Location and Control | | | 5,080 | | | | 153 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Global Managed Volatility Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Nice Ltd * | | | 6,898 | | | $ | 1,244 | |
Nova Ltd * | | | 1,456 | | | | 268 | |
Radware Ltd * | | | 48,163 | | | | 1,144 | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd | | | 23,983 | | | | 1,609 | |
Sapiens International Corp NV | | | 6,407 | | | | 175 | |
Shufersal Ltd | | | 62,917 | | | | 632 | |
Tower Semiconductor * | | | 25,878 | | | | 1,220 | |
| | | | | | | 20,838 | |
| | | | | | | | |
Italy — 0.8% |
A2A SpA | | | 2,477,500 | | | | 5,592 | |
Edison | | | 49,759 | | | | 96 | |
Enel SpA | | | 16,734 | | | | 120 | |
Eni SpA | | | 638,100 | | | | 9,035 | |
Ferretti | | | 18,800 | | | | 55 | |
RAI Way | | | 37,781 | | | | 207 | |
| | | | | | | 15,105 | |
| | | | | | | | |
Japan — 8.4% |
Achilles Corp | | | 2,300 | | | | 22 | |
Aeon Delight Co Ltd | | | 10,700 | | | | 315 | |
Aeon Kyushu | | | 700 | | | | 12 | |
Ahjikan Co Ltd | | | 5,308 | | | | 41 | |
Aichi Electric Co Ltd | | | 1,000 | | | | 26 | |
Aisin Corp | | | 135,800 | | | | 1,427 | |
Alinco | | | 8,300 | | | | 53 | |
Amano Corp | | | 32,500 | | | | 923 | |
Anritsu Corp | | | 279,100 | | | | 2,134 | |
Arcs Co Ltd | | | 59,100 | | | | 987 | |
Asahi Co Ltd | | | 28,300 | | | | 298 | |
Asante Inc | | | 10,000 | | | | 109 | |
Autobacs Seven Co Ltd | | | 57,600 | | | | 547 | |
Axial Retailing Inc | | | 24,600 | | | | 147 | |
Belc Co Ltd | | | 5,200 | | | | 231 | |
B-R31 Ice Cream, Cl R | | | 1,700 | | | | 46 | |
Bridgestone Corp | | | 151,200 | | | | 5,385 | |
Brother Industries Ltd | | | 291,700 | | | | 5,118 | |
Canon Electronics Inc | | | 3,800 | | | | 63 | |
Canon Inc | | | 242,100 | | | | 7,847 | |
Cawachi Ltd | | | 34,400 | | | | 579 | |
Central Japan Railway Co | | | 208,800 | | | | 4,292 | |
Chubu Electric Power Co Inc | | | 522,900 | | | | 5,512 | |
Citizen Watch Co Ltd | | | 407,900 | | | | 2,404 | |
Create Medic Co Ltd | | | 2,784 | | | | 17 | |
Daito Trust Construction Co Ltd | | | 35,900 | | | | 3,998 | |
Daiwa House Industry Co Ltd | | | 6,400 | | | | 200 | |
Doshisha Co Ltd | | | 6,100 | | | | 85 | |
Earth Corp | | | 31,000 | | | | 1,115 | |
Ebara Foods Industry Inc | | | 1,600 | | | | 30 | |
Eco's Co Ltd/Japan | | | 700 | | | | 9 | |
Eiken Chemical Co Ltd | | | 5,100 | | | | 76 | |
ENEOS Holdings Inc | | | 1,078,100 | | | | 5,806 | |
ESTELLE Holdings Co Ltd | | | 6,000 | | | | 24 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Ezaki Glico Co Ltd | | | 52,400 | | | $ | 1,531 | |
FJ Next Holdings Co Ltd | | | 11,400 | | | | 87 | |
Focus Systems | | | 3,900 | | | | 28 | |
FTGroup Co Ltd | | | 3,900 | | | | 31 | |
Fujicco Co Ltd | | | 11,100 | | | | 126 | |
Fujiya Co Ltd | | | 2,100 | | | | 37 | |
Fumakilla | | | 3,300 | | | | 23 | |
Gakken Holdings Co Ltd | | | 39,100 | | | | 266 | |
Gakkyusha Co Ltd | | | 6,100 | | | | 77 | |
Heiwado Co Ltd | | | 80,400 | | | | 1,229 | |
Hogy Medical | | | 2,200 | | | | 70 | |
Hokkaido Coca-Cola Bottling | | | 3,500 | | | | 67 | |
Hokkan Holdings Ltd | | | 5,800 | | | | 66 | |
Hokuto Corp | | | 24,700 | | | | 285 | |
Honda Motor Co Ltd | | | 699,300 | | | | 6,014 | |
House Foods Group Inc | | | 89,800 | | | | 1,696 | |
Idemitsu Kosan Co Ltd | | | 532,200 | | | | 3,543 | |
Inaba Seisakusho | | | 19,400 | | | | 225 | |
Itochu Enex Co Ltd | | | 6,700 | | | | 72 | |
Itochu-Shokuhin Co Ltd | | | 953 | | | | 44 | |
Itoham Yonekyu Holdings Inc | | | 7,920 | | | | 199 | |
Japan Tobacco Inc | | | 390,200 | | | | 10,961 | |
J-Oil Mills Inc | | | 32,400 | | | | 473 | |
JSP Corp | | | 26,800 | | | | 372 | |
Kaken Pharmaceutical Co Ltd | | | 39,400 | | | | 1,134 | |
Kakiyasu Honten Co Ltd | | | 10,200 | | | | 187 | |
Kameda Seika Co Ltd | | | 1,800 | | | | 50 | |
Kansai Electric Power Co Inc/The | | | 67,800 | | | | 869 | |
Kato Sangyo Co Ltd | | | 12,700 | | | | 378 | |
KDDI Corp | | | 11,300 | | | | 372 | |
Kenko Mayonnaise | | | 3,400 | | | | 48 | |
Kewpie Corp | | | 72,800 | | | | 1,667 | |
Key Coffee Inc | | | 6,400 | | | | 88 | |
Kirin Holdings Co Ltd | | | 66,300 | | | | 922 | |
Kitano Construction Corp | | | 1,300 | | | | 37 | |
Komeri Co Ltd | | | 15,900 | | | | 340 | |
Kuriyama Holdings | | | 8,700 | | | | 71 | |
Kyorin Pharmaceutical Co Ltd | | | 24,100 | | | | 236 | |
Lion Corp | | | 169,700 | | | | 2,019 | |
Mandom Corp | | | 4,100 | | | | 35 | |
Marudai Food Co Ltd | | | 1,300 | | | | 15 | |
Marvelous Inc | | | 13,900 | | | | 53 | |
McDonald's Holdings Co Japan Ltd | | | 40,400 | | | | 1,665 | |
Megmilk Snow Brand Co Ltd | | | 63,600 | | | | 1,161 | |
MEIJI Holdings Co Ltd | | | 91,500 | | | | 1,950 | |
Ministop Co Ltd | | | 4,200 | | | | 49 | |
Miroku Jyoho Service Co Ltd | | | 8,900 | | | | 112 | |
Mitsubishi Chemical Group Corp | | | 51,200 | | | | 268 | |
Mitsubishi Shokuhin Co Ltd | | | 7,400 | | | | 237 | |
Mitsui DM Sugar Holdings Co Ltd | | | 5,900 | | | | 125 | |
Miyoshi Oil & Fat Co Ltd | | | 11,518 | | | | 111 | |
Mizuho Financial Group Inc | | | 394,000 | | | | 9,927 | |
Mochida Pharmaceutical Co Ltd | | | 4,200 | | | | 93 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Morinaga & Co Ltd/Japan | | | 33,400 | | | $ | 608 | |
Morozoff Ltd | | | 3,622 | | | | 107 | |
MS&AD Insurance Group Holdings Inc | | | 40,500 | | | | 901 | |
Nagase Brothers | | | 2,000 | | | | 24 | |
NH Foods Ltd | | | 16,100 | | | | 552 | |
Nihon Chouzai Co Ltd | | | 15,400 | | | | 146 | |
Nihon Denkei Co Ltd | | | 2,500 | | | | 29 | |
Nikko Co Ltd/Hyogo | | | 7,600 | | | | 36 | |
Nintendo Co Ltd | | | 12,900 | | | | 757 | |
Nippn Corp | | | 99,700 | | | | 1,410 | |
Nippon Air Conditioning Services Co Ltd | | | 5,300 | | | | 35 | |
Nippon Beet Sugar Manufacturing Co Ltd | | | 1,900 | | | | 30 | |
Nippon Carbon Co Ltd | | | 10,800 | | | | 315 | |
Nippon Ceramic Co Ltd | | | 9,600 | | | | 168 | |
Nippon Kanzai Holdings | | | 2,300 | | | | 39 | |
Nippon Seisen Co Ltd | | | 2,000 | | | | 17 | |
Nippon Telegraph & Telephone Corp | | | 958,300 | | | | 979 | |
Nisshin Oillio Group Ltd/The | | | 14,049 | | | | 471 | |
Nitto Fuji Flour Milling | | | 700 | | | | 30 | |
Nittoc Construction Co Ltd | | | 10,800 | | | | 71 | |
Noevir Holdings | | | 15,100 | | | | 496 | |
Obayashi Corp | | | 5,600 | | | | 80 | |
Oiles Corp | | | 6,500 | | | | 101 | |
Okaya | | | 400 | | | | 19 | |
Okinawa Cellular Telephone Co | | | 14,622 | | | | 425 | |
Okuwa Co Ltd | | | 35,200 | | | | 215 | |
Oracle Corp Japan | | | 11,600 | | | | 1,183 | |
Osaka Gas Co Ltd | | | 131,500 | | | | 2,875 | |
Otsuka Corp | | | 2,900 | | | | 72 | |
OUG Holdings Inc | | | 2,682 | | | | 46 | |
Ozu Corp | | | 2,400 | | | | 26 | |
Pigeon Corp | | | 63,600 | | | | 623 | |
Prima Meat Packers Ltd | | | 48,900 | | | | 710 | |
Pro-Ship | | | 3,500 | | | | 36 | |
Raito Kogyo Co Ltd | | | 17,200 | | | | 250 | |
S&B Foods | | | 800 | | | | 27 | |
Sakata Seed | | | 3,800 | | | | 87 | |
San-A Co Ltd, Cl A | | | 97,400 | | | | 1,772 | |
Sanki Engineering Co Ltd | | | 3,800 | | | | 73 | |
Sanyo Chemical Industries Ltd | | | 21,600 | | | | 566 | |
Seiko Epson Corp | | | 313,800 | | | | 5,557 | |
Senko Group Holdings Co Ltd | | | 429,100 | | | | 4,300 | |
Shindengen Electric Manufacturing | | | 2,400 | | | | 38 | |
Showa Sangyo Co Ltd | | | 36,500 | | | | 674 | |
SK Kaken | | | 500 | | | | 30 | |
SKY Perfect JSAT Holdings Inc | | | 378,000 | | | | 2,175 | |
SoftBank Corp | | | 5,048,000 | | | | 6,490 | |
Sojitz Corp | | | 293,900 | | | | 5,969 | |
SRA Holdings | | | 8,100 | | | | 231 | |
ST Corp | | | 5,400 | | | | 53 | |
Step | | | 4,400 | | | | 59 | |
Studio Alice Co Ltd | | | 5,900 | | | | 82 | |
Sumitomo Corp | | | 174,600 | | | | 3,730 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Sumitomo Electric Industries Ltd | | | 56,800 | | | $ | 1,091 | |
Sundrug Co Ltd | | | 74,800 | | | | 1,836 | |
Takamatsu Construction Group Co Ltd | | | 9,300 | | | | 162 | |
Takeda Pharmaceutical Co Ltd | | | 64,100 | | | | 1,743 | |
TKC Corp | | | 7,400 | | | | 190 | |
TOKAI Holdings Corp | | | 115,800 | | | | 708 | |
Tokyo Individualized Educational Institute Inc | | | 11,500 | | | | 30 | |
Torigoe | | | 5,400 | | | | 25 | |
Trend Micro Inc/Japan | | | 98,000 | | | | 5,370 | |
Unicafe Inc | | | 9,700 | | | | 61 | |
United Super Markets Holdings Inc | | | 123,600 | | | | 705 | |
Uoriki Co Ltd | | | 1,400 | | | | 22 | |
Valor Holdings Co Ltd | | | 19,400 | | | | 279 | |
Vital KSK Holdings Inc | | | 14,300 | | | | 113 | |
Watahan | | | 2,200 | | | | 22 | |
Wowow Inc | | | 10,676 | | | | 70 | |
Yamaguchi Financial Group Inc | | | 365,000 | | | | 3,864 | |
Yamaya Corp | | | 2,100 | | | | 40 | |
Yaoko Co Ltd | | | 25,200 | | | | 1,550 | |
Zaoh Co Ltd | | | 2,000 | | | | 32 | |
Zenkoku Hosho Co Ltd | | | 6,100 | | | | 218 | |
Zenrin Co Ltd | | | 33,100 | | | | 178 | |
ZERIA Pharmaceutical Co Ltd | | | 11,800 | | | | 183 | |
| | | | | | | 165,906 | |
| | | | | | | | |
Netherlands — 2.5% |
Acomo NV | | | 1,372 | | | | 25 | |
ASR Nederland NV | | | 48,900 | | | | 2,340 | |
EXOR NV | | | 5,280 | | | | 522 | |
Koninklijke Ahold Delhaize NV | | | 728,975 | | | | 25,139 | |
Koninklijke KPN NV | | | 1,677,050 | | | | 6,503 | |
NN Group NV | | | 123,900 | | | | 5,754 | |
Wolters Kluwer NV | | | 47,195 | | | | 7,873 | |
| | | | | | | 48,156 | |
| | | | | | | | |
New Zealand — 0.0% |
Channel Infrastructure NZ | | | 23,683 | | | | 25 | |
Spark New Zealand Ltd | | | 110,806 | | | | 192 | |
| | | | | | | 217 | |
| | | | | | | | |
Norway — 1.1% |
AMSC ASA | | | 83,585 | | | | 209 | |
DNB Bank ASA | | | 110,588 | | | | 2,308 | |
Orkla ASA | | | 1,048,305 | | | | 9,663 | |
Public Property Invest * | | | 23,565 | | | | 38 | |
Sparebank 1 Oestlandet | | | 17,298 | | | | 236 | |
SpareBank 1 SMN | | | 58,981 | | | | 875 | |
Sparebanken More | | | 280 | | | | 2 | |
Sparebanken Vest | | | 29,474 | | | | 352 | |
Storebrand, Cl A | | | 55,596 | | | | 610 | |
Telenor ASA | | | 609,329 | | | | 7,165 | |
Veidekke ASA | | | 6,922 | | | | 86 | |
| | | | | | | 21,544 | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Global Managed Volatility Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Portugal — 0.0% |
EDP | | | 182,101 | | | $ | 658 | |
NOS SGPS SA | | | 36,350 | | | | 133 | |
| | | | | | | 791 | |
| | | | | | | | |
Singapore — 1.5% |
DBS Group Holdings Ltd | | | 105,020 | | | | 3,324 | |
Jardine Cycle & Carriage Ltd | | | 149,200 | | | | 3,144 | |
Oversea-Chinese Banking Corp Ltd | | | 704,300 | | | | 8,553 | |
Sheng Siong Group Ltd | | | 1,456,233 | | | | 1,792 | |
Singapore Exchange Ltd | | | 392,600 | | | | 3,725 | |
Singapore Telecommunications Ltd | | | 482,400 | | | | 1,115 | |
United Overseas Bank Ltd | | | 307,400 | | | | 8,337 | |
| | | | | | | 29,990 | |
| | | | | | | | |
Spain — 1.1% |
Aena SME SA | | | 20,019 | | | | 4,330 | |
Ebro Foods SA | | | 34,992 | | | | 592 | |
Iberdrola SA | | | 22,446 | | | | 320 | |
Logista Integral SA | | | 272,601 | | | | 8,718 | |
Miquel y Costas & Miquel SA | | | 2,889 | | | | 38 | |
Puig Brands, Cl B * | | | 30,342 | | | | 639 | |
Redeia Corp SA | | | 210,927 | | | | 3,765 | |
Repsol SA | | | 210,200 | | | | 2,625 | |
| | | | | | | 21,027 | |
| | | | | | | | |
Sweden — 2.0% |
Essity AB, Cl B | | | 321,661 | | | | 8,844 | |
Industrivarden AB, Cl C | | | 48,354 | | | | 1,583 | |
Securitas AB, Cl B | | | 11,608 | | | | 146 | |
Svenska Handelsbanken AB, Cl A | | | 492,100 | | | | 5,115 | |
Swedbank AB, Cl A | | | 334,500 | | | | 6,550 | |
Telefonaktiebolaget LM Ericsson, Cl B | | | 810,017 | | | | 6,579 | |
Telia Co AB | | | 962,626 | | | | 2,817 | |
Volvo AB, Cl A | | | 66,756 | | | | 1,669 | |
Volvo AB, Cl B | | | 264,758 | | | | 6,586 | |
| | | | | | | 39,889 | |
| | | | | | | | |
Switzerland — 3.2% |
Basellandschaftliche Kantonalbank | | | 120 | | | | 116 | |
Berner Kantonalbank AG | | | 796 | | | | 210 | |
Galderma Group * | | | 71,826 | | | | 7,358 | |
Givaudan SA | | | 525 | | | | 2,313 | |
Investis Holding SA | | | 813 | | | | 101 | |
Logitech International SA | | | 1,167 | | | | 95 | |
Novartis AG | | | 278,274 | | | | 29,460 | |
Sandoz Group AG | | | 34,420 | | | | 1,568 | |
Schindler Holding AG | | | 21,891 | | | | 6,289 | |
SGS | | | 20,597 | | | | 2,045 | |
Swatch Group AG/The | | | 14,005 | | | | 497 | |
Swisscom AG | | | 11,481 | | | | 6,627 | |
TE Connectivity | | | 43,950 | | | | 6,642 | |
Walliser Kantonalbank | | | 687 | | | | 86 | |
Zug Estates Holding AG, Cl B | | | 34 | | | | 77 | |
| | | | | | | 63,484 | |
| | | | | | | | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
United Kingdom — 3.6% |
3i Group PLC | | | 54,900 | | | $ | 2,588 | |
Aferian PLC, Cl A * | | | 28,544 | | | | 1 | |
Balfour Beatty | | | 1,071,100 | | | | 6,132 | |
British American Tobacco PLC | | | 134,300 | | | | 5,100 | |
CK Hutchison Holdings Ltd | | | 1,342,000 | | | | 6,985 | |
Coca-Cola Europacific Partners PLC | | | 5,937 | | | | 461 | |
HSBC Holdings PLC | | | 895,000 | | | | 8,335 | |
Imperial Brands PLC | | | 380,300 | | | | 12,418 | |
J Sainsbury PLC | | | 743,977 | | | | 2,470 | |
Kingfisher PLC | | | 1,216,400 | | | | 3,827 | |
Odfjell Technology Ltd | | | 214 | | | | 1 | |
Sage Group PLC/The | | | 425,325 | | | | 7,093 | |
Spirent Communications PLC * | | | 674,657 | | | | 1,469 | |
Tesco PLC | | | 1,026,295 | | | | 4,780 | |
Unilever PLC | | | 82,459 | | | | 4,927 | |
Vodafone Group PLC | | | 3,440,305 | | | | 3,099 | |
| | | | | | | 69,686 | |
| | | | | | | | |
United States — 59.7% |
A O Smith Corp | | | 8,916 | | | | 664 | |
Abbott Laboratories | | | 80,965 | | | | 9,616 | |
AbbVie Inc | | | 20,029 | | | | 3,664 | |
Aflac Inc | | | 27,600 | | | | 3,146 | |
Allison Transmission Holdings Inc | | | 91,800 | | | | 10,878 | |
Allstate Corp/The | | | 38,764 | | | | 8,039 | |
Alphabet Inc, Cl A | | | 57,996 | | | | 9,798 | |
Alphabet Inc, Cl C | | | 21,674 | | | | 3,695 | |
Altria Group Inc | | | 341,424 | | | | 19,714 | |
Amazon.com Inc * | | | 12,715 | | | | 2,643 | |
Amdocs Ltd | | | 208,528 | | | | 18,084 | |
American Electric Power Co Inc | | | 4,277 | | | | 427 | |
American Tower Corp, Cl A ‡ | | | 7,952 | | | | 1,662 | |
AMETEK Inc | | | 18,643 | | | | 3,624 | |
Apple Inc | | | 41,183 | | | | 9,774 | |
AptarGroup Inc | | | 47,075 | | | | 8,142 | |
Archer-Daniels-Midland Co | | | 100,900 | | | | 5,509 | |
Arrow Electronics Inc * | | | 49,300 | | | | 5,924 | |
AT&T Inc | | | 1,322,866 | | | | 30,638 | |
Automatic Data Processing Inc | | | 21,142 | | | | 6,489 | |
Avnet Inc | | | 64,600 | | | | 3,534 | |
Bank of New York Mellon Corp/The | | | 284,425 | | | | 23,286 | |
Baxter International Inc | | | 61,647 | | | | 2,078 | |
Becton Dickinson & Co | | | 3,146 | | | | 698 | |
Berkshire Hathaway Inc, Cl B * | | | 19,305 | | | | 9,325 | |
Berry Global Group Inc | | | 44,400 | | | | 3,211 | |
Best Buy Co Inc | | | 3,301 | | | | 297 | |
Blue Owl Capital Corp | | | 302,500 | | | | 4,604 | |
Booz Allen Hamilton Holding Corp, Cl A | | | 7,117 | | | | 1,055 | |
Box Inc, Cl A * | | | 64,395 | | | | 2,260 | |
Bristol-Myers Squibb Co | | | 277,600 | | | | 16,439 | |
CACI International Inc, Cl A * | | | 5,942 | | | | 2,733 | |
Campbell Soup Co | | | 52,668 | | | | 2,433 | |
Cardinal Health Inc | | | 5,962 | | | | 729 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cboe Global Markets Inc | | | 21,805 | | | $ | 4,707 | |
Cencora Inc | | | 20,025 | | | | 5,037 | |
Centene Corp * | | | 74,651 | | | | 4,479 | |
CH Robinson Worldwide Inc | | | 14,161 | | | | 1,495 | |
Chemed Corp | | | 12,092 | | | | 6,921 | |
Chevron Corp | | | 58,800 | | | | 9,521 | |
Chipotle Mexican Grill Inc, Cl A * | | | 6,030 | | | | 371 | |
Church & Dwight Co Inc | | | 85,469 | | | | 9,413 | |
Cigna Group/The | | | 24,621 | | | | 8,317 | |
Cintas Corp | | | 43,159 | | | | 9,745 | |
Cisco Systems Inc | | | 512,809 | | | | 30,363 | |
Clorox Co/The | | | 38,981 | | | | 6,516 | |
CME Group Inc, Cl A | | | 10,104 | | | | 2,405 | |
Coca-Cola Co/The | | | 113,830 | | | | 7,294 | |
Cognizant Technology Solutions Corp, Cl A | | | 50,200 | | | | 4,041 | |
Colgate-Palmolive Co | | | 100,882 | | | | 9,748 | |
Comcast Corp, Cl A | | | 572,526 | | | | 24,727 | |
CommVault Systems Inc * | | | 35,902 | | | | 6,160 | |
Conagra Brands Inc | | | 239,143 | | | | 6,588 | |
Consolidated Edison Inc | | | 36,710 | | | | 3,693 | |
Costco Wholesale Corp | | | 12,572 | | | | 12,218 | |
CSG Systems International Inc | | | 46,100 | | | | 2,527 | |
Cummins Inc | | | 10,100 | | | | 3,788 | |
CVS Health Corp | | | 166,976 | | | | 9,993 | |
CyberArk Software Ltd * | | | 1,622 | | | | 525 | |
DaVita Inc * | | | 3,066 | | | | 509 | |
Dolby Laboratories Inc, Cl A | | | 89,682 | | | | 7,024 | |
Dominion Energy Inc | | | 64,889 | | | | 3,812 | |
Domino's Pizza Inc | | | 4,371 | | | | 2,081 | |
Dropbox Inc, Cl A * | | | 110,717 | | | | 3,062 | |
DT Midstream Inc | | | 28,882 | | | | 3,065 | |
Duke Energy Corp | | | 11,209 | | | | 1,312 | |
eBay Inc | | | 111,273 | | | | 7,042 | |
Ecolab Inc | | | 5,884 | | | | 1,464 | |
Edison International | | | 519 | | | | 46 | |
Electronic Arts Inc | | | 116,333 | | | | 19,040 | |
Elevance Health Inc | | | 3,522 | | | | 1,433 | |
EMCOR Group Inc | | | 11,137 | | | | 5,681 | |
Entergy Corp | | | 27,300 | | | | 4,263 | |
Everest Group Ltd | | | 9,913 | | | | 3,842 | |
Evergy Inc | | | 78,698 | | | | 5,086 | |
Eversource Energy | | | 17,769 | | | | 1,146 | |
Exelixis Inc * | | | 157,319 | | | | 5,736 | |
Expeditors International of Washington Inc | | | 29,034 | | | | 3,532 | |
Exxon Mobil Corp | | | 51,600 | | | | 6,087 | |
F5 Inc * | | | 73,757 | | | | 18,465 | |
FedEx Corp | | | 6,363 | | | | 1,926 | |
FirstEnergy Corp | | | 93,303 | | | | 3,970 | |
Ford Motor Co | | | 233,500 | | | | 2,599 | |
Fortinet Inc * | | | 8,251 | | | | 784 | |
Fox Corp | | | 152,881 | | | | 7,089 | |
Garmin Ltd | | | 16,319 | | | | 3,469 | |
Gen Digital Inc | | | 221,100 | | | | 6,821 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
General Dynamics Corp | | | 11,928 | | | $ | 3,388 | |
General Mills Inc | | | 115,925 | | | | 7,681 | |
General Motors Co | | | 67,700 | | | | 3,763 | |
Gilead Sciences Inc | | | 208,272 | | | | 19,282 | |
Glatfelter * | | | 12,268 | | | | 251 | |
Golub Capital BDC Inc | | | 92,718 | | | | 1,453 | |
Grand Canyon Education Inc * | | | 2,812 | | | | 463 | |
Graphic Packaging Holding Co | | | 109,400 | | | | 3,292 | |
GSK PLC | | | 598,289 | | | | 10,152 | |
Haleon PLC | | | 434,258 | | | | 2,066 | |
Hartford Financial Services Group Inc/The | | | 96,300 | | | | 11,875 | |
Hewlett Packard Enterprise Co | | | 348,800 | | | | 7,402 | |
Hologic Inc * | | | 22,149 | | | | 1,761 | |
HP Inc | | | 201,500 | | | | 7,139 | |
Huntington Ingalls Industries Inc | | | 7,437 | | | | 1,472 | |
Incyte Corp * | | | 143,472 | | | | 10,702 | |
Ingredion Inc | | | 87,078 | | | | 12,830 | |
Intercontinental Exchange Inc | | | 41,390 | | | | 6,662 | |
International Business Machines Corp | | | 99,910 | | | | 22,721 | |
Johnson & Johnson | | | 131,028 | | | | 20,311 | |
Keurig Dr Pepper Inc | | | 14,269 | | | | 466 | |
Kimberly-Clark Corp | | | 86,626 | | | | 12,071 | |
Kinder Morgan Inc | | | 130,100 | | | | 3,678 | |
Kraft Heinz Co/The | | | 391,891 | | | | 12,529 | |
Kroger Co/The | | | 254,200 | | | | 15,527 | |
Leidos Holdings Inc | | | 48,354 | | | | 7,998 | |
Lockheed Martin Corp | | | 34,881 | | | | 18,466 | |
Loews Corp | | | 64,100 | | | | 5,559 | |
Marsh & McLennan Cos Inc | | | 41,885 | | | | 9,769 | |
Mastercard Inc, Cl A | | | 12,336 | | | | 6,574 | |
McDonald's Corp | | | 8,775 | | | | 2,597 | |
McKesson Corp | | | 15,484 | | | | 9,732 | |
Medtronic PLC | | | 44,319 | | | | 3,835 | |
Merck & Co Inc | | | 207,973 | | | | 21,138 | |
Meta Platforms Inc, Cl A | | | 9,719 | | | | 5,582 | |
Microsoft Corp | | | 20,872 | | | | 8,838 | |
Molson Coors Beverage Co, Cl B | | | 212,563 | | | | 13,192 | |
Mondelez International Inc, Cl A | | | 23,652 | | | | 1,536 | |
Moody's Corp | | | 11,344 | | | | 5,672 | |
Motorola Solutions Inc | | | 19,749 | | | | 9,869 | |
National Fuel Gas Co | | | 98,400 | | | | 6,295 | |
NetApp Inc | | | 61,916 | | | | 7,593 | |
Neurocrine Biosciences Inc * | | | 29,239 | | | | 3,706 | |
NewMarket Corp | | | 11,700 | | | | 6,243 | |
Northrop Grumman Corp | | | 11,893 | | | | 5,823 | |
NRG Energy Inc | | | 17,684 | | | | 1,797 | |
NVIDIA Corp | | | 65,560 | | | | 9,064 | |
Old Republic International Corp | | | 157,400 | | | | 6,134 | |
Organon & Co | | | 30,990 | | | | 492 | |
PACCAR Inc | | | 47,186 | | | | 5,521 | |
Pfizer Inc | | | 129,900 | | | | 3,405 | |
Philip Morris International Inc | | | 69,259 | | | | 9,216 | |
PPL Corp | | | 27,110 | | | | 947 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Global Managed Volatility Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Procter & Gamble Co/The | | | 83,981 | | | $ | 15,054 | |
Progressive Corp/The | | | 32,068 | | | | 8,622 | |
Provident Financial Holdings Inc | | | 2,655 | | | | 43 | |
Regeneron Pharmaceuticals Inc * | | | 6,342 | | | | 4,758 | |
Republic Services Inc, Cl A | | | 58,010 | | | | 12,664 | |
ResMed Inc | | | 2,402 | | | | 598 | |
Roche Holding AG | | | 33,993 | | | | 9,946 | |
Roper Technologies Inc | | | 12,140 | | | | 6,877 | |
Royal Gold Inc | | | 17,200 | | | | 2,516 | |
Royalty Pharma PLC, Cl A | | | 40,376 | | | | 1,076 | |
Sanmina Corp * | | | 47,400 | | | | 3,764 | |
Sanofi SA | | | 60,100 | | | | 5,846 | |
Shell PLC | | | 203,300 | | | | 6,542 | |
Sonoco Products Co | | | 51,900 | | | | 2,693 | |
Spotify Technology SA * | | | 5,868 | | | | 2,799 | |
Stryker Corp | | | 406 | | | | 159 | |
TD SYNNEX Corp | | | 37,800 | | | | 4,498 | |
TEGNA Inc | | | 302,600 | | | | 5,680 | |
T-Mobile US Inc | | | 57,541 | | | | 14,209 | |
Tyler Technologies Inc * | | | 7,217 | | | | 4,541 | |
Tyson Foods Inc, Cl A | | | 26,461 | | | | 1,707 | |
UL Solutions Inc, Cl A | | | 128,842 | | | | 6,923 | |
United Therapeutics Corp * | | | 37,789 | | | | 14,000 | |
Universal Health Services Inc, Cl B | | | 6,212 | | | | 1,273 | |
Veeva Systems Inc, Cl A * | | | 6,577 | | | | 1,499 | |
Veralto Corp | | | 62,702 | | | | 6,784 | |
Verisk Analytics Inc, Cl A | | | 2,782 | | | | 818 | |
Verizon Communications Inc | | | 880,658 | | | | 39,048 | |
Viatris Inc | | | 106,079 | | | | 1,389 | |
Visa Inc, Cl A | | | 5,352 | | | | 1,686 | |
Walmart Inc | | | 137,317 | | | | 12,702 | |
Waste Connections Inc | | | 30,922 | | | | 5,952 | |
Waste Management Inc | | | 36,494 | | | | 8,329 | |
Western Union Co/The | | | 535,000 | | | | 5,890 | |
WK Kellogg Co | | | 27,325 | | | | 568 | |
Yum! Brands Inc | | | 5,236 | | | | 727 | |
| | | | | | | 1,173,500 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $1,679,118) ($ Thousands) | | | | | | | 1,901,556 | |
| | | | | | | | |
PREFERRED STOCK — 0.7% |
Germany — 0.7% |
Bayerische Motoren Werke AG, 6.320% | | | 9,954 | | | | 678 | |
Henkel AG & Co KGaA (A) | | | 144,212 | | | | 12,301 | |
| | | | | | | | |
Total Preferred Stock | | | | | | | | |
(Cost $12,149) ($ Thousands) | | | | | | | 12,979 | |
| | | | | | |
Description | | | Number of Rights | | | Market Value ($ Thousands) | |
RIGHTS — 0.0% |
New Zealand — 0.0% | | | | |
Channel Infrastructure NZ, Expires 12/12/2024, Strike Price 1.6 NZD * | | | 1,954 | | | $ | – | |
Total Rights | | | | | | | | |
(Cost $—) ($ Thousands) | | | | | | | – | |
| | | | | | | | |
| | | | | | | | |
| | Shares
| | | | | |
CASH EQUIVALENT — 2.6% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 51,953,678 | | | | 51,954 | |
Total Cash Equivalent | | | | | | | | |
(Cost $51,954) ($ Thousands) | | | | | | | 51,954 | |
Total Investments in Securities — 100.1% | | | | | | | | |
(Cost $1,743,221) ($ Thousands) | | $ | 1,966,489 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation (Depreciation)(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Euro STOXX 50 | | | 33 | | | | Dec-2024 | | | $ | 1,666 | | | $ | 1,679 | | | $ | 4 | |
FTSE 100 Index | | | 10 | | | | Dec-2024 | | | | 1,044 | | | | 1,055 | | | | (1 | ) |
Hang Seng Index | | | 6 | | | | Dec-2024 | | | | 741 | | | | 752 | | | | 11 | |
S&P 500 Index E-MINI | | | 30 | | | | Dec-2024 | | | | 8,953 | | | | 9,078 | | | | 125 | |
SPI 200 Index | | | 9 | | | | Dec-2024 | | | | 1,236 | | | | 1,241 | | | | 2 | |
TOPIX Index | | | 8 | | | | Dec-2024 | | | | 1,397 | | | | 1,426 | | | | (11 | ) |
| | | | | | | | | | $ | 15,037 | | | $ | 15,231 | | | $ | 130 | |
A list of the open forward foreign currency contracts held by the Fund at November 30, 2024, is as follows: |
|
Counterparty | | Settlement Date | | | Currency to Deliver (Thousands) | | | Currency to Receive (Thousands) | | | Unrealized Appreciation (Depreciation) (Thousands) | |
Barclays PLC | | | 12/12/24 | | | | NZD | | | | 164 | | | | USD | | | | 99 | | | $ | 1 | |
Barclays PLC | | | 12/12/24 | | | | SGD | | | | 19,223 | | | | USD | | | | 14,547 | | | | 199 | |
Barclays PLC | | | 12/12/24 | | | | SEK | | | | 199,221 | | | | USD | | | | 18,618 | | | | 356 | |
BNP Paribas | | | 12/12/24 | | | | DKK | | | | 18,457 | | | | USD | | | | 2,673 | | | | 57 | |
BNP Paribas | | | 12/12/24 | | | | CHF | | | | 30,679 | | | | USD | | | | 35,297 | | | | 419 | |
BNP Paribas | | | 12/12/24 | | | | CAD | | | | 47,967 | | | | USD | | | | 34,502 | | | | 225 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 2 | | | | NZD | | | | 4 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 2 | | | | NZD | | | | 3 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NZD | | | | 4 | | | | USD | | | | 2 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NZD | | | | 6 | | | | USD | | | | 3 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 68 | | | | DKK | | | | 481 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 41 | | | | DKK | | | | 290 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 71 | | | | SGD | | | | 96 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 382 | | | | SGD | | | | 512 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 112 | | | | NOK | | | | 1,240 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 346 | | | | NOK | | | | 3,817 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | AUD | | | | 387 | | | | USD | | | | 255 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | AUD | | | | 364 | | | | USD | | | | 236 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 626 | | | | SEK | | | | 6,845 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 261 | | | | SEK | | | | 2,840 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | SGD | | | | 426 | | | | USD | | | | 320 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | SGD | | | | 509 | | | | USD | | | | 378 | | | | (2 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 984 | | | | AUD | | | | 1,517 | | | | 4 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 157 | | | | AUD | | | | 241 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 1,009 | | | | CAD | | | | 1,414 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 167 | | | | CAD | | | | 232 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | CHF | | | | 394 | | | | USD | | | | 449 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | CHF | | | | 929 | | | | USD | | | | 1,045 | | | | (11 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | GBP | | | | 999 | | | | USD | | | | 1,284 | | | | 14 | |
Brown Brothers Harriman | | | 12/12/24 | | | | GBP | | | | 1,073 | | | | USD | | | | 1,348 | | | | (16 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 108 | | | | HKD | | | | 844 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 2,190 | | | | HKD | | | | 17,035 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 1,594 | | | | EUR | | | | 1,509 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 1,655 | | | | EUR | | | | 1,567 | | | | (6 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | HKD | | | | 1,112 | | | | USD | | | | 143 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | HKD | | | | 3,141 | | | | USD | | | | 404 | | | | — | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Global Managed Volatility Fund (Concluded)
Counterparty | | Settlement Date | | | Currency to Deliver (Thousands) | | | Currency to Receive (Thousands) | | | Unrealized Appreciation (Depreciation) (Thousands) | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 4,130 | | | | CHF | | | | 3,648 | | | $ | 17 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 313 | | | | CHF | | | | 275 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | EUR | | | | 2,766 | | | | USD | | | | 2,951 | | | | 28 | |
Brown Brothers Harriman | | | 12/12/24 | | | | EUR | | | | 2,849 | | | | USD | | | | 2,978 | | | | (33 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | DKK | | | | 6,108 | | | | USD | | | | 867 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | DKK | | | | 739 | | | | USD | | | | 104 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 6,257 | | | | GBP | | | | 4,948 | | | | 31 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 757 | | | | GBP | | | | 595 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NOK | | | | 2,943 | | | | USD | | | | 267 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | NOK | | | | 5,767 | | | | USD | | | | 519 | | | | (3 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 11,170 | | | | JPY | | | | 1,710,074 | | | | 238 | |
Brown Brothers Harriman | | | 12/12/24 | | | | CAD | | | | 1,508 | | | | USD | | | | 1,081 | | | | 3 | |
Brown Brothers Harriman | | | 12/12/24 | | | | CAD | | | | 14,091 | | | | USD | | | | 10,035 | | | | (34 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | SEK | | | | 4,421 | | | | USD | | | | 408 | | | | 3 | |
Brown Brothers Harriman | | | 12/12/24 | | | | SEK | | | | 73,378 | | | | USD | | | | 6,698 | | | | (29 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | JPY | | | | 577,834 | | | | USD | | | | 3,744 | | | | (111 | ) |
Standard Chartered | | | 12/12/24 | | | | AUD | | | | 13,200 | | | | USD | | | | 8,761 | | | | 162 | |
Standard Chartered | | | 12/12/24 | | | | GBP | | | | 39,355 | | | | USD | | | | 50,962 | | | | 945 | |
Standard Chartered | | | 12/12/24 | | | | EUR | | | | 91,927 | | | | USD | | | | 99,158 | | | | 2,015 | |
Standard Chartered | | | 12/12/24 | | | | HKD | | | | 153,368 | | | | USD | | | | 19,740 | | | | 28 | |
Standard Chartered | | | 12/12/24 | | | | JPY | | | | 14,420,615 | | | | USD | | | | 95,005 | | | | (1,197 | ) |
Westpac Banking | | | 12/12/24 | | | | NOK | | | | 121,461 | | | | USD | | | | 11,135 | | | | 146 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 3,459 | |
| Percentages are based on Net Assets of $1,964,704 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
(A) | No interest rate available. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
|
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Common Stock | | | 1,901,556 | | | | – | | | | – | | | | 1,901,556 | |
Preferred Stock | | | 12,979 | | | | – | | | | – | | | | 12,979 | |
Rights^ | | | – | | | | – | | | | – | | | | – | |
Cash Equivalent | | | 51,954 | | | | – | | | | – | | | | 51,954 | |
Total Investments in Securities | | | 1,966,489 | | | | – | | | | – | | | | 1,966,489 | |
^ This category includes securities with a value of $0.
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 142 | | | | – | | | | – | | | | 142 | |
| Unrealized Depreciation | | | (12 | ) | | | – | | | | – | | | | (12 | ) |
| Forward Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | – | | | | 4,904 | | | | – | | | | 4,904 | |
| Unrealized Depreciation | | | – | | | | (1,445 | ) | | | – | | | | (1,445 | ) |
Total Other Financial Instruments | | | 130 | | | | 3,459 | | | | – | | | | 3,589 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts and forward contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 13,765 | | | $ | 100,595 | | | $ | (114,337 | ) | | $ | 3 | | | $ | (26 | ) | | $ | — | | | $ | 14 | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 15,279 | | | | 859,405 | | | | (822,730 | ) | | | — | | | | — | | | | 51,954 | | | | 687 | | | | — | |
Totals | | $ | 29,044 | | | $ | 960,000 | | | $ | (937,067 | ) | | $ | 3 | | | $ | (26 | ) | | $ | 51,954 | | | $ | 701 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 94.2% |
Australia — 2.8% |
ANZ Group Holdings Ltd | | | 339,110 | | | $ | 6,886 | |
Aristocrat Leisure Ltd | | | 689,260 | | | | 30,421 | |
Aurelia Metals Ltd * | | | 381,151 | | | | 42 | |
BlueScope Steel Ltd | | | 1,248,194 | | | | 17,995 | |
Brambles Ltd | | | 791,670 | | | | 9,814 | |
Breville Group Ltd | | | 54,667 | | | | 1,196 | |
Charter Hall Group ‡ | | | 114,138 | | | | 1,169 | |
Clarity Pharmaceuticals Ltd * | | | 283,303 | | | | 1,183 | |
Cochlear Ltd | | | 23,936 | | | | 4,744 | |
Codan Ltd | | | 115,034 | | | | 1,173 | |
Commonwealth Bank of Australia | | | 68,728 | | | | 7,100 | |
Computershare Ltd | | | 1,295,913 | | | | 26,922 | |
De Grey Mining Ltd * | | | 1,327,916 | | | | 1,315 | |
Evolution Mining Ltd | | | 207,552 | | | | 684 | |
Gold Road Resources Ltd | | | 1,073,063 | | | | 1,304 | |
Goodman Group ‡ | | | 211,875 | | | | 5,232 | |
HUB24 Ltd | | | 27,223 | | | | 1,337 | |
Humm Group Ltd | | | 48,792 | | | | 21 | |
JB Hi-Fi Ltd | | | 22,536 | | | | 1,334 | |
Medibank Pvt Ltd | | | 664,957 | | | | 1,655 | |
Netwealth Group Ltd | | | 92,864 | | | | 1,863 | |
NEXTDC Ltd * | | | 194,062 | | | | 2,057 | |
Northern Star Resources Ltd | | | 744,918 | | | | 8,497 | |
OceanaGold Corp | | | 45,300 | | | | 143 | |
Orica Ltd | | | 123,060 | | | | 1,452 | |
Pro Medicus Ltd | | | 137,209 | | | | 22,515 | |
Qantas Airways Ltd * | | | 1,319,942 | | | | 7,541 | |
Qube Holdings Ltd | | | 900,077 | | | | 2,334 | |
REA Group Ltd | | | 9,273 | | | | 1,519 | |
Rio Tinto Ltd | | | 423,573 | | | | 32,627 | |
Sandfire Resources Ltd * | | | 182,589 | | | | 1,233 | |
Sigma Healthcare Ltd | | | 1,412,966 | | | | 2,660 | |
Vault Minerals Ltd * | | | 5,897,703 | | | | 1,345 | |
Westpac Banking Corp | | | 145,590 | | | | 3,164 | |
WiseTech Global Ltd | | | 16,875 | | | | 1,408 | |
Zip Co Ltd * | | | 241,723 | | | | 538 | |
| | | | | | | 212,423 | |
| | | | | | | | |
Austria — 0.2% |
Erste Group Bank AG | | | 268,949 | | | | 14,743 | |
Raiffeisen Bank International AG | | | 163,914 | | | | 3,196 | |
| | | | | | | 17,939 | |
| | | | | | | | |
Belgium — 0.6% |
Anheuser-Busch InBev SA/NV | | | 305,900 | | | | 16,458 | |
Colruyt Group N.V | | | 12,141 | | | | 550 | |
KBC Group NV | | | 9,711 | | | | 700 | |
Lotus Bakeries NV | | | 107 | | | | 1,286 | |
Syensqo SA | | | 401,581 | | | | 29,801 | |
UCB SA | | | 3,073 | | | | 602 | |
| | | | | | | 49,397 | |
| | | | | | | | |
Brazil — 1.9% |
Ambev SA | | | 10,789,400 | | | | 22,769 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Banco BTG Pactual SA | | | 276,400 | | | $ | 1,390 | |
Banco do Brasil SA | | | 9,383,100 | | | | 38,644 | |
BRF SA | | | 608,600 | | | | 2,518 | |
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | | | 146,600 | | | | 2,251 | |
Gerdau SA ADR | | | 718,955 | | | | 2,416 | |
JBS S/A | | | 567,900 | | | | 3,515 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 249,760 | | | | 3,129 | |
Pagseguro Digital Ltd, Cl A * | | | 203,496 | | | | 1,494 | |
Petroleo Brasileiro SA ADR | | | 242,662 | | | | 3,465 | |
Pluxee NV * | | | 325,991 | | | | 7,002 | |
Ser Educacional SA * | | | 19,600 | | | | 20 | |
Telefonica Brasil SA | | | 3,241,333 | | | | 26,753 | |
TIM SA/Brazil | | | 267,000 | | | | 693 | |
TOTVS SA | | | 3,494,200 | | | | 15,971 | |
Ultrapar Participacoes SA | | | 271,700 | | | | 800 | |
Vale SA | | | 727,800 | | | | 7,205 | |
VTEX, Cl A * | | | 4,020 | | | | 25 | |
Wheaton Precious Metals Corp | | | 34,862 | | | | 2,169 | |
| | | | | | | 142,229 | |
| | | | | | | | |
Burkina Faso — 0.0% |
IAMGOLD Corp * | | | 338,703 | | | | 1,867 | |
| | | | | | | | |
Cameroon — 0.0% |
Golar LNG Ltd | | | 44,748 | | | | 1,762 | |
| | | | | | | | |
Canada — 4.7% |
ADENTRA Inc | | | 6,512 | | | | 192 | |
Aecon Group Inc | | | 23,343 | | | | 480 | |
Agnico Eagle Mines Ltd | | | 102,160 | | | | 8,614 | |
Alamos Gold Inc, Cl A | | | 193,648 | | | | 3,680 | |
Aritzia Inc * | | | 122,437 | | | | 4,078 | |
Atco Ltd/Canada, Cl I | | | 67,267 | | | | 2,361 | |
Athabasca Oil Corp * | | | 242,300 | | | | 889 | |
Barrick Gold Corp | | | 1,654,132 | | | | 28,968 | |
Bird Construction Inc | | | 40,100 | | | | 884 | |
Brookfield Corp | | | 39,091 | | | | 2,400 | |
Brookfield Corp, Cl A | | | 38,739 | | | | 2,381 | |
BRP Inc | | | 259,727 | | | | 12,686 | |
Calfrac Well Services Ltd * | | | 14,470 | | | | 40 | |
Canaccord Genuity Group Inc | | | 25,165 | | | | 196 | |
Canadian Imperial Bank of Commerce | | | 334,301 | | | | 21,699 | |
Canadian Natural Resources Ltd | | | 42,016 | | | | 1,426 | |
Cargojet Inc | | | 15,217 | | | | 1,314 | |
Cascades Inc | | | 30,453 | | | | 264 | |
CCL Industries Inc, Cl B | | | 61,472 | | | | 3,407 | |
Celestica Inc * | | | 60,274 | | | | 5,182 | |
Centerra Gold Inc | | | 374,889 | | | | 2,262 | |
CES Energy Solutions Corp | | | 321,872 | | | | 2,221 | |
CI Financial Corp | | | 85,100 | | | | 1,887 | |
Cogeco Inc | | | 1,976 | | | | 87 | |
Colliers International Group Inc | | | 8,955 | | | | 1,373 | |
Constellation Software (A) | | | 2,560 | | | | – | |
Coveo Solutions Inc * | | | 19,580 | | | | 102 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Dollarama Inc | | | 474,522 | | | $ | 49,426 | |
DREAM Unlimited Corp, Cl A | | | 4,231 | | | | 76 | |
Dundee Precious Metals Inc | | | 406,300 | | | | 3,807 | |
E-L Financial Corp Ltd | | | 100 | | | | 103 | |
Element Fleet Management Corp | | | 163,033 | | | | 3,458 | |
Empire Co Ltd, Cl A | | | 203,886 | | | | 6,113 | |
Enbridge Inc | | | 80,997 | | | | 3,504 | |
Enerflex Ltd | | | 92,700 | | | | 847 | |
Enghouse Systems Ltd | | | 54,897 | | | | 1,144 | |
Evertz Technologies Ltd | | | 2,800 | | | | 24 | |
Fairfax Financial Holdings Ltd | | | 1,400 | | | | 1,986 | |
Fiera Capital Corp, Cl A | | | 78,428 | | | | 545 | |
Finning International Inc | | | 35,500 | | | | 969 | |
FirstService Corp | | | 2,700 | | | | 527 | |
Fortuna Mining Corp * | | | 301,992 | | | | 1,456 | |
Freehold Royalties Ltd | | | 168,334 | | | | 1,675 | |
Great-West Lifeco Inc | | | 151,285 | | | | 5,447 | |
Hammond Power Solutions Inc, Cl A | | | 10,808 | | | | 1,096 | |
Headwater Exploration Inc | | | 285,573 | | | | 1,403 | |
Hydro One Ltd | | | 43,414 | | | | 1,420 | |
iA Financial Corp Inc | | | 234,012 | | | | 22,367 | |
IGM Financial Inc | | | 36,937 | | | | 1,248 | |
Jaguar Mining Inc * | | | 45,500 | | | | 123 | |
Kinross Gold Corp | | | 403,623 | | | | 3,952 | |
Leon's Furniture Ltd | | | 2,292 | | | | 44 | |
Magna International Inc, Cl A | | | 651,080 | | | | 29,534 | |
Manulife Financial Corp | | | 861,386 | | | | 27,728 | |
Martinrea International Inc | | | 32,475 | | | | 236 | |
MDA Space Ltd * | | | 61,574 | | | | 1,183 | |
Mullen Group Ltd | | | 13,738 | | | | 152 | |
National Bank of Canada | | | 51,921 | | | | 5,144 | |
New Gold Inc * | | | 119,611 | | | | 329 | |
North West Co Inc/The | | | 8,635 | | | | 318 | |
Paramount Resources Ltd, Cl A | | | 30,124 | | | | 674 | |
Pason Systems Inc | | | 110,347 | | | | 1,117 | |
Pembina Pipeline Corp | | | 53,502 | | | | 2,204 | |
Russel Metals Inc | | | 6,700 | | | | 220 | |
Secure Energy Services Inc | | | 443,791 | | | | 5,024 | |
Shopify Inc, Cl A * | | | 40,648 | | | | 4,698 | |
Softchoice Corp | | | 300 | | | | 5 | |
Source Energy Services Ltd * | | | 6,200 | | | | 73 | |
South Bow Corp * | | | 6,989 | | | | 184 | |
Sprott Inc | | | 10,200 | | | | 450 | |
SSR Mining Inc | | | 130,776 | | | | 760 | |
Suncor Energy Inc | | | 28,237 | | | | 1,124 | |
Thomson Reuters Corp | | | 53,106 | | | | 8,664 | |
TMX Group Ltd | | | 511,202 | | | | 16,163 | |
Torex Gold Resources Inc * | | | 65,552 | | | | 1,390 | |
Toromont Industries Ltd | | | 282,517 | | | | 23,204 | |
TransAlta Corp | | | 132,165 | | | | 1,498 | |
Victoria Gold Corp/Vancouver * | | | 1,652 | | | | – | |
Winpak Ltd | | | 9,784 | | | | 339 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
WSP Global Inc | | | 11,593 | | | $ | 2,061 | |
| | | | | | | 356,309 | |
| | | | | | | | |
Chile — 0.0% |
Falabella SA * | | | 493,446 | | | | 1,686 | |
| | | | | | | | |
China — 5.5% |
Agricultural Bank of China Ltd, Cl H | | | 43,343,000 | | | | 21,611 | |
Alibaba Group Holding Ltd | | | 3,214,400 | | | | 34,554 | |
Alibaba Group Holding Ltd ADR | | | 58,414 | | | | 5,104 | |
Aluminum Corp of China Ltd, Cl H | | | 2,082,000 | | | | 1,236 | |
Anker Innovations Technology Co Ltd, Cl A | | | 139,670 | | | | 1,584 | |
ANTA Sports Products Ltd | | | 155,400 | | | | 1,536 | |
APT Medical Inc, Cl A | | | 25,040 | | | | 1,255 | |
Autohome Inc ADR | | | 15,425 | | | | 424 | |
Baidu Inc, Cl A * | | | 1,237,100 | | | | 12,925 | |
BeiGene Ltd * | | | 71,200 | | | | 1,178 | |
Beijing Roborock Technology Co Ltd, Cl A | | | 39,306 | | | | 1,166 | |
Bilibili Inc ADR * | | | 59,627 | | | | 1,143 | |
Bilibili Inc, Cl Z * | | | 196,620 | | | | 3,765 | |
Bluestar Adisseo Co, Cl A | | | 770,600 | | | | 1,151 | |
Bosideng International Holdings Ltd | | | 3,244,000 | | | | 1,688 | |
BYD Co Ltd, Cl H | | | 43,500 | | | | 1,418 | |
Capital Securities Co Ltd, Cl A | | | 471,800 | | | | 1,573 | |
CGN Power Co Ltd, Cl H | | | 4,417,000 | | | | 1,464 | |
China CITIC Financial Asset Management Co Ltd, Cl H * | | | 14,191,000 | | | | 1,167 | |
China Construction Bank Corp, Cl H | | | 53,006,000 | | | | 39,849 | |
China Feihe Ltd | | | 1,606,000 | | | | 1,183 | |
China Leon Inspection Holding Ltd | | | 130,204 | | | | 30 | |
China Merchants Bank Co Ltd, Cl H | | | 2,974,000 | | | | 13,472 | |
China Minsheng Banking Corp Ltd, Cl H | | | 3,148,500 | | | | 1,226 | |
China Overseas Land & Investment Ltd | | | 18,012,500 | | | | 30,879 | |
China Taiping Insurance Holdings Co Ltd | | | 734,800 | | | | 1,160 | |
Chongqing Rural Commercial Bank Co Ltd, Cl H | | | 492,267 | | | | 270 | |
Chongqing Zongshen Power Machinery Co Ltd, Cl A | | | 458,700 | | | | 1,798 | |
Country Garden Services Holdings Co Ltd | | | 1,672,000 | | | | 1,214 | |
Dong-E-E-Jiao Co Ltd, Cl A | | | 210,966 | | | | 1,690 | |
Eastroc Beverage Group Co Ltd, Cl A | | | 137,410 | | | | 4,062 | |
Edvantage Group Holdings Ltd | | | 263,211 | | | | 66 | |
Eoptolink Technology Inc Ltd, Cl A | | | 66,300 | | | | 1,054 | |
FIH Mobile Ltd * | | | 597,000 | | | | 71 | |
Geely Automobile Holdings Ltd | | | 1,358,000 | | | | 2,419 | |
GF Securities Co Ltd, Cl H | | | 2,503,800 | | | | 3,456 | |
Haier Smart Home Co Ltd, Cl A | | | 5,936,600 | | | | 20,179 | |
Hello Group Inc ADR | | | 20,685 | | | | 139 | |
Henan Pinggao Electric Co Ltd, Cl A | | | 471,400 | | | | 1,139 | |
Industrial & Commercial Bank of China Ltd, Cl H | | | 9,191,000 | | | | 5,386 | |
Innovent Biologics Inc * | | | 320,000 | | | | 1,585 | |
JD Logistics Inc * | | | 800,900 | | | | 1,431 | |
JD.com Inc, Cl A | | | 502,200 | | | | 9,280 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
JOYY Inc ADR * | | | 113,942 | | | $ | 4,427 | |
Kingsoft Corp Ltd | | | 240,800 | | | | 972 | |
Kuaishou Technology, Cl B * | | | 1,617,500 | | | | 10,019 | |
Lee & Man Chemical Co Ltd | | | 26,966 | | | | 13 | |
Lenovo Group Ltd | | | 7,704,000 | | | | 9,019 | |
Lonking Holdings Ltd | | | 114,756 | | | | 21 | |
Meituan, Cl B * | | | 863,600 | | | | 18,722 | |
Midea Group Co Ltd, Cl A | | | 135,700 | | | | 1,316 | |
NetDragon Websoft Holdings Ltd | | | 179,260 | | | | 232 | |
New China Life Insurance Co Ltd, Cl H | | | 283,700 | | | | 868 | |
NIO Inc ADR * | | | 222,812 | | | | 998 | |
Pop Mart International Group Ltd | | | 78,844 | | | | 910 | |
Prosus NV | | | 33,821 | | | | 1,377 | |
Shandong Himile Mechanical Science & Technology Co Ltd, Cl A | | | 260,400 | | | | 1,591 | |
Shanghai Allist Pharmaceuticals Co Ltd, Cl A | | | 217,108 | | | | 1,835 | |
Shanghai Zhenhua Heavy Industries Co Ltd, Cl A | | | 1,795,100 | | | | 1,000 | |
Sharetronic Data Technology Co Ltd, Cl A | | | 118,100 | | | | 1,488 | |
Shennan Circuits Co Ltd, Cl A | | | 92,300 | | | | 1,262 | |
Shenzhen Infogem Technologies Co Ltd, Cl A * | | | 212,300 | | | | 1,547 | |
Shenzhen Woer Heat-Shrinkable Material Co Ltd, Cl A | | | 541,900 | | | | 1,371 | |
Sinotruk Hong Kong Ltd | | | 147,500 | | | | 408 | |
SITC International Holdings Co Ltd | | | 1,814,670 | | | | 4,722 | |
TCL Electronics Holdings Ltd | | | 258,000 | | | | 171 | |
Tencent Holdings Ltd | | | 1,213,000 | | | | 62,041 | |
Tencent Music Entertainment Group ADR | | | 125,899 | | | | 1,436 | |
Trip.com Group Ltd * | | | 71,400 | | | | 4,666 | |
Victory Giant Technology Huizhou Co Ltd, Cl A | | | 213,400 | | | | 1,197 | |
Vipshop Holdings Ltd ADR | | | 650,711 | | | | 8,986 | |
Weichai Power Co Ltd, Cl H | | | 14,578,000 | | | | 20,083 | |
XD Inc * | | | 271,600 | | | | 834 | |
Xiaomi Corp, Cl B * | | | 2,135,600 | | | | 7,616 | |
Yangzijiang Shipbuilding Holdings Ltd | | | 2,334,700 | | | | 4,197 | |
Yili Chuanning Biotechnology Co Ltd, Cl A | | | 1,186,000 | | | | 2,166 | |
Zhejiang Akcome New Energy Technology Co Ltd * | | | 3,175,100 | | | | – | |
Zhejiang NHU Co Ltd, Cl A | | | 521,300 | | | | 1,568 | |
Zhejiang Weixing Industrial Development Co Ltd, Cl A | | | 1,898,890 | | | | 3,610 | |
| | | | | | | 421,669 | |
| | | | | | | | |
Colombia — 0.0% |
Geopark Ltd | | | 2,058 | | | | 20 | |
| | | | | | | | |
Czechia — 0.0% |
Komercni Banka AS | | | 2,280 | | | | 78 | |
| | | | | | | | |
Denmark — 2.1% |
ALK-Abello A/S * | | | 66,220 | | | | 1,519 | |
AP Moller - Maersk A/S, Cl B | | | 30,626 | | | | 51,940 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Coloplast A/S, Cl B | | | 187,598 | | | $ | 23,630 | |
Danske Bank A/S | | | 484,727 | | | | 13,915 | |
DSV A/S | | | 54,154 | | | | 11,558 | |
Genmab A/S * | | | 8,318 | | | | 1,798 | |
NKT A/S * | | | 13,005 | | | | 1,003 | |
Novo Nordisk A/S ADR | | | 16 | | | | 2 | |
Novo Nordisk A/S, Cl B | | | 247,413 | | | | 26,535 | |
Novonesis (Novozymes) B, Cl B | | | 21,072 | | | | 1,234 | |
Pandora A/S | | | 128,299 | | | | 20,650 | |
ROCKWOOL A/S, Cl B | | | 19,814 | | | | 7,223 | |
Sparekassen Sjaelland-Fyn A/S | | | 1,153 | | | | 35 | |
| | | | | | | 161,042 | |
| | | | | | | | |
Finland — 1.1% |
Cargotec Oyj, Cl B | | | 30,943 | | | | 1,720 | |
Elisa Oyj, Cl A | | | 21,681 | | | | 982 | |
Kalmar Oyj, Cl B * | | | 2,389 | | | | 81 | |
Kone Oyj, Cl B | | | 215,118 | | | | 11,147 | |
Nokia Oyj | | | 13,638,192 | | | | 57,323 | |
Nokia Oyj ADR | | | 1,621,530 | | | | 6,810 | |
Orion Oyj, Cl B | | | 61,485 | | | | 2,904 | |
Wartsila OYJ Abp, Cl B | | | 256,878 | | | | 4,668 | |
| | | | | | | 85,635 | |
| | | | | | | | |
France — 6.8% |
Accor SA | | | 381,477 | | | | 17,599 | |
Air Liquide SA | | | 105,081 | | | | 17,456 | |
Amundi SA | | | 424,413 | | | | 27,636 | |
BNP Paribas SA | | | 79,183 | | | | 4,737 | |
Carrefour SA | | | 1,921,852 | | | | 29,230 | |
Cie des Alpes | | | 5,066 | | | | 80 | |
Cie Generale des Etablissements Michelin SCA | | | 819,016 | | | | 26,600 | |
Criteo SA ADR * | | | 62,164 | | | | 2,535 | |
Danone SA | | | 684,638 | | | | 46,757 | |
Dassault Aviation SA | | | 178,630 | | | | 35,545 | |
Engie SA | | | 260,396 | | | | 4,149 | |
EssilorLuxottica SA | | | 165,238 | | | | 40,106 | |
Eurazeo SE | | | 15,480 | | | | 1,137 | |
Gaztransport Et Technigaz SA | | | 4,860 | | | | 707 | |
Ipsen SA | | | 51,269 | | | | 5,924 | |
Kering SA | | | 30,137 | | | | 7,027 | |
La Francaise des Jeux SAEM | | | 17,601 | | | | 695 | |
LVMH Moet Hennessy Louis Vuitton SE | | | 74,387 | | | | 46,551 | |
Pernod Ricard SA | | | 147,122 | | | | 16,456 | |
Publicis Groupe SA | | | 136,567 | | | | 14,814 | |
Rexel SA | | | 1,336,006 | | | | 34,487 | |
Sanofi SA | | | 716,252 | | | | 69,667 | |
Societe BIC SA | | | 372,897 | | | | 24,852 | |
Societe LDC SADIR | | | 192 | | | | 13 | |
Sodexo SA | | | 173,897 | | | | 14,436 | |
Teleperformance SE | | | 352,677 | | | | 33,160 | |
Wendel SE | | | 4,786 | | | | 475 | |
| | | | | | | 522,831 | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Germany — 6.1% |
adidas AG | | | 113,905 | | | $ | 26,840 | |
BASF SE | | | 834,355 | | | | 37,382 | |
Bayer AG | | | 2,341,666 | | | | 47,952 | |
Birkenstock Holding Plc * | | | 33,726 | | | | 1,742 | |
Commerzbank AG | | | 101,268 | | | | 1,554 | |
Continental AG | | | 863,607 | | | | 56,589 | |
CTS Eventim AG & Co KGaA | | | 36,682 | | | | 3,237 | |
Daimler Truck Holding AG | | | 950,999 | | | | 35,959 | |
Deutsche Bank AG | | | 446,503 | | | | 7,580 | |
Deutsche Boerse AG | | | 116,979 | | | | 27,367 | |
Deutsche Wohnen SE | | | 27,576 | | | | 721 | |
Duerr AG | | | 7,262 | | | | 168 | |
DWS Group GmbH & Co KGaA | | | 3,669 | | | | 153 | |
Evonik Industries AG | | | 131,739 | | | | 2,416 | |
Fresenius Medical Care AG | | | 632,891 | | | | 27,808 | |
FUCHS SE | | | 6,556 | | | | 226 | |
Heidelberg Materials AG | | | 74,217 | | | | 9,360 | |
HOCHTIEF AG | | | 36,041 | | | | 4,484 | |
Knorr-Bremse AG | | | 189,609 | | | | 14,449 | |
Krones AG | | | 2,291 | | | | 286 | |
Merck KGaA | | | 17,169 | | | | 2,568 | |
MTU Aero Engines AG | | | 8,839 | | | | 3,008 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | | 18,693 | | | | 9,759 | |
Nemetschek SE | | | 28,839 | | | | 2,991 | |
Rational AG | | | 5,054 | | | | 4,724 | |
Rheinmetall AG | | | 4,084 | | | | 2,685 | |
RWE AG | | | 90,931 | | | | 3,061 | |
SAP SE | | | 386,331 | | | | 91,769 | |
Scout24 SE | | | 301,896 | | | | 27,119 | |
Siemens AG | | | 8,661 | | | | 1,675 | |
Siemens Energy AG * | | | 72,309 | | | | 3,897 | |
SUSS MicroTec SE | | | 40,986 | | | | 2,119 | |
Talanx AG | | | 22,361 | | | | 1,894 | |
Traton SE | | | 113,374 | | | | 3,437 | |
| | | | | | | 466,979 | |
| | | | | | | | |
Greece — 0.0% |
Danaos Corp | | | 2,780 | | | | 221 | |
Eurobank Ergasias Services and Holdings SA | | | 716,930 | | | | 1,514 | |
Hellenic Telecommunications Organization SA | | | 11,163 | | | | 176 | |
National Bank of Greece SA | | | 200,256 | | | | 1,410 | |
StealthGas Inc * | | | 1,595 | | | | 9 | |
| | | | | | | 3,330 | |
| | | | | | | | |
Guatemala — 0.0% |
Millicom International Cellular SA * | | | 53,901 | | | | 1,310 | |
| | | | | | | | |
Guernsey — 0.0% |
Super Group SGHC Ltd | | | 6,516 | | | | 43 | |
| | | | | | | | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Hong Kong — 1.6% |
AIA Group Ltd | | | 7,166,189 | | | $ | 53,552 | |
Bank of East Asia Ltd/The | | | 20,516 | | | | 26 | |
Chaoda Modern Agriculture Holdings Ltd * | | | 52,790 | | | | – | |
Comba Telecom Systems Holdings Ltd * | | | 12,000 | | | | 1 | |
Futu Holdings Ltd ADR * | | | 85,832 | | | | 7,487 | |
Hong Kong Exchanges & Clearing Ltd | | | 739,100 | | | | 27,526 | |
Perennial Energy Holdings Ltd | | | 202,217 | | | | 27 | |
Pou Sheng International Holdings Ltd | | | 348,000 | | | | 24 | |
Swire Pacific Ltd, Cl A | | | 3,738,528 | | | | 30,772 | |
Techtronic Industries Co Ltd | | | 47,000 | | | | 662 | |
United Laboratories International Holdings Ltd/The | | | 332,000 | | | | 451 | |
| | | | | | | 120,528 | |
| | | | | | | | |
Hungary — 0.3% |
Magyar Telekom Telecommunications PLC | | | 12,744 | | | | 40 | |
MOL Hungarian Oil & Gas PLC | | | 86,492 | | | | 591 | |
OTP Bank Nyrt | | | 397,956 | | | | 21,496 | |
| | | | | | | 22,127 | |
| | | | | | | | |
India — 2.0% |
Ahluwalia Contracts India Ltd | | | 1,606 | | | | 19 | |
Alembic Pharmaceuticals Ltd | | | 2,303 | | | | 30 | |
Angel One Ltd | | | 4,103 | | | | 141 | |
Bajaj Auto Ltd | | | 13,653 | | | | 1,460 | |
Bharat Petroleum Corp Ltd | | | 1,883,264 | | | | 6,510 | |
Bharti Airtel Ltd | | | 73,874 | | | | 1,423 | |
BSE Ltd | | | 9,749 | | | | 539 | |
Central Depository Services India Ltd | | | 9,330 | | | | 181 | |
CG Power & Industrial Solutions Ltd | | | 172,873 | | | | 1,498 | |
Coal India Ltd | | | 4,056,802 | | | | 19,992 | |
Colgate-Palmolive India Ltd | | | 162,363 | | | | 5,553 | |
DB Corp Ltd | | | 11,535 | | | | 42 | |
Dixon Technologies India Ltd | | | 15,860 | | | | 2,967 | |
Dr Reddy's Laboratories Ltd | | | 220,280 | | | | 3,134 | |
GE T&D India Ltd | | | 75,198 | | | | 1,563 | |
Great Eastern Shipping Co Ltd/The | | | 12,945 | | | | 169 | |
Gujarat Industries Power Co Ltd | | | 143,345 | | | | 359 | |
Gujarat State Petronet Ltd | | | 6,258 | | | | 26 | |
HCL Technologies Ltd | | | 254,747 | | | | 5,572 | |
HDFC Asset Management Co Ltd | | | 10,000 | | | | 498 | |
HDFC Bank Ltd ADR | | | 554,474 | | | | 37,017 | |
Himadri Speciality Chemical Ltd | | | 194,390 | | | | 1,213 | |
Hindustan Aeronautics Ltd | | | 115,911 | | | | 6,141 | |
Hindustan Petroleum Corp Ltd | | | 147,776 | | | | 670 | |
Hindustan Zinc Ltd | | | 216,428 | | | | 1,292 | |
ICICI Bank Ltd | | | 353,898 | | | | 5,445 | |
IIFL Securities Ltd | | | 31,588 | | | | 122 | |
Indian Metals & Ferro Alloys Ltd | | | 27,129 | | | | 270 | |
Indian Oil Corp Ltd | | | 6,677,414 | | | | 10,955 | |
Indus Towers Ltd * | | | 104,451 | | | | 432 | |
Infosys Ltd | | | 246,822 | | | | 5,427 | |
Insolation Energy Ltd * | | | 900 | | | | 44 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
InterGlobe Aviation Ltd * | | | 21,915 | | | $ | 1,136 | |
ITD Cementation India Ltd | | | 6,569 | | | | 41 | |
J Kumar Infraprojects Ltd | | | 9,170 | | | | 82 | |
Jindal Saw Ltd | | | 289,154 | | | | 1,054 | |
Karur Vysya Bank Ltd/The | | | 790,880 | | | | 2,214 | |
KEC International Ltd | | | 143,672 | | | | 1,793 | |
Mahanagar Gas Ltd | | | 38,974 | | | | 550 | |
Mahindra & Mahindra Ltd | | | 35,484 | | | | 1,246 | |
MakeMyTrip Ltd * | | | 24,208 | | | | 2,778 | |
Manappuram Finance Ltd | | | 373,124 | | | | 690 | |
Mphasis Ltd | | | 20,344 | | | | 716 | |
Oberoi Realty Ltd | | | 12,494 | | | | 297 | |
Oracle Financial Services Software Ltd | | | 7,206 | | | | 998 | |
Petronet LNG Ltd | | | 50,461 | | | | 199 | |
Power Finance Corp Ltd | | | 541,436 | | | | 3,174 | |
REC Ltd | | | 494,262 | | | | 3,115 | |
Sammaan Capital Ltd | | | 123,727 | | | | 246 | |
Shanthi Gears Ltd | | | 6,532 | | | | 40 | |
SP Apparels Ltd * | | | 5,752 | | | | 60 | |
State Bank of India | | | 139,579 | | | | 1,386 | |
Sutlej Textiles and Industries Ltd * | | | 29,304 | | | | 21 | |
Trent Ltd | | | 31,473 | | | | 2,531 | |
United Spirits Ltd | | | 83,013 | | | | 1,502 | |
Voltas Ltd | | | 92,347 | | | | 1,812 | |
Wipro Ltd | | | 260,598 | | | | 1,782 | |
Zensar Technologies Ltd | | | 7,672 | | | | 69 | |
| | | | | | | 150,236 | |
| | | | | | | | |
Indonesia — 0.4% |
Adaro Energy Indonesia Tbk PT | | | 9,792,428 | | | | 1,285 | |
Astra International Tbk PT | | | 102,500 | | | | 33 | |
Bank Central Asia Tbk PT | | | 3,339,000 | | | | 2,107 | |
Bank Rakyat Indonesia Persero Tbk PT | | | 50,437,500 | | | | 13,529 | |
Barito Pacific Tbk PT | | | 4,368 | | | | – | |
Bumi Resources Minerals Tbk PT * | | | 42,125,100 | | | | 1,101 | |
Chandra Asri Pacific Tbk PT | | | 3,598,200 | | | | 1,578 | |
Delta Dunia Makmur Tbk PT | | | 1,462,400 | | | | 64 | |
Elnusa Tbk PT | | | 3,901,400 | | | | 109 | |
Indofood Sukses Makmur Tbk PT | | | 660,700 | | | | 315 | |
Panin Financial Tbk PT * | | | 3,468,300 | | | | 94 | |
Prima Andalan Mandiri Tbk PT | | | 168,379 | | | | 56 | |
Surya Semesta Internusa Tbk PT | | | 1,957,200 | | | | 118 | |
TBS Energi Utama Tbk PT * | | | 2,820,700 | | | | 79 | |
Tempo Scan Pacific Tbk PT | | | 156,400 | | | | 25 | |
Triputra Agro Persada PT | | | 2,698,127 | | | | 138 | |
United Tractors Tbk PT | | | 3,909,975 | | | | 6,607 | |
| | | | | | | 27,238 | |
| | | | | | | | |
Ireland — 2.2% |
Accenture PLC, Cl A | | | 159,784 | | | | 57,901 | |
AerCap Holdings NV | | | 22,979 | | | | 2,283 | |
AIB Group PLC | | | 5,172,746 | | | | 28,137 | |
Aon PLC, Cl A | | | 109,273 | | | | 42,785 | |
Bank of Ireland Group PLC | | | 2,894,375 | | | | 25,337 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
James Hardie Industries PLC * | | | 274,276 | | | $ | 10,043 | |
| | | | | | | 166,486 | |
| | | | | | | | |
Israel — 1.7% |
Camtek Ltd/Israel | | | 27,164 | | | | 2,024 | |
Cellebrite DI Ltd * | | | 59,476 | | | | 1,200 | |
Check Point Software Technologies Ltd * | | | 344,848 | | | | 62,762 | |
CyberArk Software Ltd * | | | 21,112 | | | | 6,830 | |
Isracard Ltd | | | 18 | | | | – | |
Monday.com Ltd * | | | 33,712 | | | | 9,620 | |
Nice Ltd ADR * | | | 39,937 | | | | 7,286 | |
Nova Ltd * | | | 26,571 | | | | 4,883 | |
Shufersal Ltd | | | 141,894 | | | | 1,425 | |
Teva Pharmaceutical Industries Ltd ADR * | | | 81,767 | | | | 1,372 | |
Wix.com Ltd * | | | 130,990 | | | | 29,308 | |
| | | | | | | 126,710 | |
| | | | | | | | |
Italy — 1.4% |
A2A SpA | | | 1,713,447 | | | | 3,867 | |
Banca IFIS SpA | | | 30,308 | | | | 639 | |
Banca Mediolanum SpA | | | 380,715 | | | | 4,395 | |
Banca Popolare di Sondrio SPA | | | 351,263 | | | | 2,671 | |
BPER Banca SPA | | | 1,037,155 | | | | 6,330 | |
Brunello Cucinelli SpA | | | 24,424 | | | | 2,418 | |
d'Amico International Shipping SA | | | 4,250 | | | | 18 | |
Danieli & C Officine Meccaniche SpA | | | 1,245 | | | | 25 | |
Enel SpA | | | 4,279,926 | | | | 30,784 | |
Ferrari NV | | | 9,558 | | | | 4,156 | |
Intesa Sanpaolo SpA | | | 2,625,160 | | | | 10,057 | |
Leonardo SpA | | | 751,420 | | | | 20,214 | |
Maire SpA | | | 296,970 | | | | 2,273 | |
PRADA SpA | | | 224,200 | | | | 1,536 | |
Tenaris SA | | | 75,506 | | | | 1,448 | |
UniCredit SpA | | | 426,460 | | | | 16,389 | |
Unipol Gruppo SpA | | | 176,723 | | | | 2,132 | |
| | | | | | | 109,352 | |
| | | | | | | | |
Japan — 11.3% |
ABC-Mart Inc | | | 94,000 | | | | 1,925 | |
Ad-sol Nissin Corp | | | 1,900 | | | | 28 | |
Ai Holdings Corp | | | 17,000 | | | | 237 | |
Aisan Industry Co Ltd | | | 22,900 | | | | 203 | |
Alpha Systems Inc | | | 1,300 | | | | 30 | |
AlphaPolis Co Ltd * | | | 1,600 | | | | 32 | |
Amano Corp | | | 55,600 | | | | 1,579 | |
Anest Iwata Corp | | | 8,300 | | | | 77 | |
Anritsu Corp | | | 15,400 | | | | 118 | |
AOKI Holdings Inc | | | 9,100 | | | | 75 | |
Artner Co Ltd | | | 2,800 | | | | 35 | |
Asahi Group Holdings Ltd | | | 349,900 | | | | 3,796 | |
Asics Corp | | | 80,400 | | | | 1,608 | |
Ateam Inc | | | 20,100 | | | | 88 | |
Atrae Inc | | | 19,300 | | | | 111 | |
Avant Group Corp | | | 13,200 | | | | 186 | |
Awa Bank Ltd/The | | | 12,300 | | | | 234 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Axell Corp | | | 17,000 | | | $ | 146 | |
Axial Retailing Inc | | | 2,000 | | | | 12 | |
Bandai Namco Holdings Inc | | | 82,500 | | | | 1,736 | |
Bank of Iwate Ltd/The | | | 5,400 | | | | 95 | |
Bank of Saga Ltd/The | | | 1,800 | | | | 25 | |
baudroie inc * | | | 2,400 | | | | 87 | |
Bic Camera Inc | | | 145,600 | | | | 1,611 | |
BIPROGY Inc | | | 96,000 | | | | 2,979 | |
Brother Industries Ltd | | | 1,674,289 | | | | 29,375 | |
Business Brain Showa-Ota Inc | | | 2,400 | | | | 33 | |
Business Engineering Corp | | | 4,100 | | | | 104 | |
Capcom Co Ltd | | | 249,120 | | | | 5,816 | |
Central Japan Railway Co | | | 301,000 | | | | 6,187 | |
Central Security Patrols Co Ltd | | | 8,200 | | | | 146 | |
Chiyoda Integre Co Ltd | | | 100 | | | | 2 | |
COLOPL Inc | | | 137,300 | | | | 420 | |
Comture Corp | | | 16,300 | | | | 237 | |
Creek & River Co Ltd | | | 5,300 | | | | 56 | |
CTS Co Ltd | | | 4,400 | | | | 27 | |
CyberAgent Inc | | | 11,800 | | | | 82 | |
Daihatsu Diesel Manufacturing Co Ltd | | | 22,200 | | | | 238 | |
Daiichi Jitsugyo Co Ltd | | | 1,500 | | | | 24 | |
Dai-ichi Life Holdings Inc | | | 187,900 | | | | 5,068 | |
Daiichi Sankyo Co Ltd | | | 140,200 | | | | 4,433 | |
Dainichiseika Color & Chemicals Manufacturing Co Ltd | | | 6,200 | | | | 118 | |
Daisue Construction Co Ltd | | | 3,500 | | | | 37 | |
Daito Trust Construction Co Ltd | | | 30,200 | | | | 3,363 | |
Daiwa Industries Ltd | | | 2,700 | | | | 26 | |
Daiwa Securities Group Inc | | | 772,800 | | | | 5,174 | |
Denso Corp | | | 127,600 | | | | 1,809 | |
Dentsu Group Inc | | | 1,130,000 | | | | 28,772 | |
Digital Arts Inc | | | 5,900 | | | | 237 | |
Digital Information Technologies Corp | | | 2,400 | | | | 34 | |
Doshisha Co Ltd | | | 1,200 | | | | 17 | |
East Japan Railway Co | | | 343,600 | | | | 6,680 | |
Ehime Bank Ltd/The | | | 6,800 | | | | 47 | |
Eiken Chemical Co Ltd | | | 34,900 | | | | 518 | |
Eisai Co Ltd | | | 61,900 | | | | 1,925 | |
Elecom Co Ltd | | | 47,500 | | | | 454 | |
en Japan Inc | | | 17,000 | | | | 235 | |
ERI Holdings Co Ltd | | | 1,500 | | | | 22 | |
Fabrica Holdings Co Ltd | | | 2,600 | | | | 42 | |
FANUC Corp | | | 56,800 | | | | 1,470 | |
Fast Retailing Co Ltd | | | 49,900 | | | | 16,982 | |
Foster Electric Co Ltd | | | 8,100 | | | | 78 | |
Fuji Corp/Aichi | | | 7,700 | | | | 111 | |
Fujikura Ltd | | | 60,000 | | | | 2,126 | |
Fujimori Kogyo Co Ltd | | | 1,500 | | | | 41 | |
Fujitsu Ltd | | | 1,210,600 | | | | 23,102 | |
Fukui Computer Holdings Inc | | | 3,300 | | | | 63 | |
Fukuoka Financial Group Inc | | | 397,600 | | | | 10,973 | |
Fukushima Galilei Co Ltd | | | 2,800 | | | | 101 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Furuno Electric Co Ltd | | | 10,300 | | | $ | 176 | |
Future Corp | | | 10,500 | | | | 132 | |
Gakken Holdings Co Ltd | | | 18,400 | | | | 125 | |
Gakujo Co Ltd | | | 2,700 | | | | 32 | |
Goldwin Inc | | | 12,900 | | | | 764 | |
GungHo Online Entertainment Inc | | | 128,800 | | | | 2,575 | |
Hakuhodo DY Holdings Inc | | | 12,100 | | | | 92 | |
Hisamitsu Pharmaceutical Co Inc | | | 1,900 | | | | 53 | |
Hitachi Ltd | | | 151,500 | | | | 3,784 | |
Hodogaya Chemical Co Ltd | | | 1,000 | | | | 25 | |
Hokkaido Gas Co Ltd | | | 8,500 | | | | 31 | |
Horiba Ltd | | | 5,500 | | | | 313 | |
Hosokawa Micron Corp | | | 1,800 | | | | 46 | |
Hoya Corp | | | 216,200 | | | | 27,726 | |
Hyakujushi Bank Ltd/The | | | 13,000 | | | | 266 | |
Ichiken Co Ltd | | | 1,500 | | | | 25 | |
Ichikoh Industries Ltd | | | 29,600 | | | | 79 | |
Idemitsu Kosan Co Ltd | | | 141,600 | | | | 943 | |
ISB Corp | | | 4,900 | | | | 45 | |
Japan Exchange Group Inc | | | 284,800 | | | | 3,420 | |
Japan Lifeline Co Ltd | | | 41,900 | | | | 368 | |
Japan Medical Dynamic Marketing Inc | | | 20,000 | | | | 82 | |
Japan Post Holdings Co Ltd | | | 229,000 | | | | 2,286 | |
Japan Post Insurance Co Ltd | | | 124,300 | | | | 2,598 | |
Japan Tobacco Inc | | | 187,100 | | | | 5,256 | |
JK Holdings Co Ltd | | | 3,500 | | | | 24 | |
Justsystems Corp | | | 8,600 | | | | 197 | |
Kaga Electronics Co Ltd | | | 3,700 | | | | 65 | |
Kamakura Shinsho Ltd | | | 6,700 | | | | 24 | |
Kanaden Corp | | | 3,400 | | | | 32 | |
Kandenko Co Ltd | | | 113,100 | | | | 1,660 | |
Kao Corp | | | 340,200 | | | | 14,756 | |
Kato Works Co Ltd | | | 500 | | | | 4 | |
KAWADA TECHNOLOGIES Inc | | | 8,100 | | | | 145 | |
KDDI Corp | | | 188,300 | | | | 6,206 | |
Keio Corp | | | 88,600 | | | | 2,326 | |
Keisei Electric Railway Co Ltd | | | 51,000 | | | | 1,525 | |
Kewpie Corp | | | 112,800 | | | | 2,584 | |
Keyence Corp | | | 64,800 | | | | 27,925 | |
Kikkoman Corp | | | 138,400 | | | | 1,513 | |
Kimura Unity Co Ltd | | | 4,900 | | | | 47 | |
Koatsu Gas Kogyo Co Ltd | | | 5,100 | | | | 27 | |
Kobe Bussan Co Ltd | | | 48,700 | | | | 1,223 | |
Koito Manufacturing Co Ltd | | | 2,208,696 | | | | 28,648 | |
Kokusai Electric Corp | | | 73,000 | | | | 1,205 | |
Komatsu Ltd | | | 1,235,800 | | | | 33,128 | |
Konica Minolta Inc | | | 14,400 | | | | 63 | |
Konishi Co Ltd | | | 4,000 | | | | 35 | |
Kuraray Co Ltd | | | 92,900 | | | | 1,257 | |
Kyodo Printing Co Ltd | | | 1,700 | | | | 46 | |
Kyoritsu Maintenance Co Ltd | | | 93,400 | | | | 1,721 | |
Kyowa Kirin Co Ltd | | | 31,700 | | | | 525 | |
LIFULL Co Ltd | | | 47,500 | | | | 60 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
M3 Inc | | | 1,807,700 | | | $ | 17,453 | |
Maezawa Industries Inc | | | 3,800 | | | | 30 | |
Makita Corp | | | 493,200 | | | | 15,382 | |
MarkLines Co Ltd | | | 3,400 | | | | 55 | |
Matching Service Japan Co Ltd | | | 10,500 | | | | 73 | |
Maxell Ltd | | | 20,600 | | | | 235 | |
Mazda Motor Corp | | | 604,800 | | | | 3,895 | |
MCJ Co Ltd | | | 12,300 | | | | 113 | |
Medical System Network Co Ltd, Cl A | | | 5,800 | | | | 16 | |
Megachips Corp | | | 3,900 | | | | 156 | |
Meisei Industrial Co Ltd | | | 11,900 | | | | 104 | |
MIMAKI ENGINEERING CO LTD | | | 12,800 | | | | 124 | |
MINEBEA MITSUMI Inc | | | 1,153,700 | | | | 18,813 | |
Miroku Jyoho Service Co Ltd | | | 11,800 | | | | 149 | |
Mitani Sangyo Co Ltd | | | 10,700 | | | | 23 | |
Mitsubishi Corp | | | 233,200 | | | | 3,921 | |
Mitsubishi Electric Corp | | | 21,400 | | | | 363 | |
Mitsubishi Kakoki Kaisha Ltd | | | 1,800 | | | | 38 | |
Mitsubishi Shokuhin Co Ltd | | | 3,900 | | | | 125 | |
Mitsubishi UFJ Financial Group Inc | | | 474,700 | | | | 5,664 | |
Mitsui Mining & Smelting Co Ltd | | | 38,300 | | | | 1,192 | |
MIXI Inc | | | 258,600 | | | | 4,837 | |
Mizuho Financial Group Inc | | | 64,500 | | | | 1,625 | |
Moriroku Holdings Co Ltd | | | 5,600 | | | | 73 | |
Morita Holdings Corp | | | 3,800 | | | | 54 | |
MS&AD Insurance Group Holdings Inc | | | 136,300 | | | | 3,032 | |
Murata Manufacturing Co Ltd | | | 118,600 | | | | 1,982 | |
Nagoya Railroad Co Ltd | | | 179,000 | | | | 2,072 | |
NEC Corp | | | 162,100 | | | | 13,756 | |
NEOJAPAN Inc | | | 12,800 | | | | 162 | |
Nexon Co Ltd | | | 43,600 | | | | 598 | |
Nice Corp | | | 2,600 | | | | 27 | |
NIDEC CORP | | | 93,000 | | | | 1,706 | |
Nihon Chouzai Co Ltd | | | 5,300 | | | | 50 | |
Nihon Denkei Co Ltd | | | 4,400 | | | | 51 | |
Nihon Trim Co Ltd | | | 2,800 | | | | 67 | |
Nikon Corp | | | 2,868,436 | | | | 33,758 | |
Nintendo Co Ltd | | | 3,600 | | | | 211 | |
Nippon Concept Corp | | | 1,900 | | | | 23 | |
Nippon Dry-Chemical Co Ltd | | | 200 | | | | 5 | |
Nippon Shinyaku Co Ltd | | | 30,900 | | | | 897 | |
Nippon Yusen KK | | | 50,300 | | | | 1,606 | |
Nissan Tokyo Sales Holdings Co Ltd | | | 86,600 | | | | 249 | |
Nissei ASB Machine Co Ltd | | | 2,000 | | | | 69 | |
Nisso Holdings Co Ltd | | | 8,500 | | | | 43 | |
Nissui Corp | | | 200,700 | | | | 1,250 | |
Nitto Kohki Co Ltd | | | 2,900 | | | | 52 | |
Nitto Seiko Co Ltd | | | 16,700 | | | | 69 | |
Nohmi Bosai Ltd | | | 2,500 | | | | 49 | |
Nomura Holdings Inc | | | 45,400 | | | | 272 | |
Nomura Research Institute Ltd | | | 42,900 | | | | 1,309 | |
Noritz Corp | | | 7,900 | | | | 90 | |
NS Solutions Corp | | | 17,200 | | | | 468 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
OBIC Business Consultants Co Ltd | | | 5,200 | | | $ | 247 | |
Obic Co Ltd | | | 240,000 | | | | 7,838 | |
Ogaki Kyoritsu Bank Ltd/The | | | 1,800 | | | | 22 | |
OIE Sangyo Co Ltd | | | 2,000 | | | | 26 | |
Okabe Co Ltd | | | 6,100 | | | | 32 | |
Okamura Corp | | | 2,700 | | | | 35 | |
Okura Industrial Co Ltd | | | 3,100 | | | | 64 | |
Olympus Corp | | | 694,500 | | | | 10,913 | |
Ono Pharmaceutical Co Ltd | | | 41,400 | | | | 477 | |
Optim Corp * | | | 26,600 | | | | 131 | |
Optorun Co Ltd | | | 9,700 | | | | 119 | |
Oracle Corp Japan | | | 29,600 | | | | 3,019 | |
Organo Corp | | | 20,900 | | | | 1,186 | |
ORIX Corp | | | 5,800 | | | | 130 | |
Oro Co Ltd | | | 5,200 | | | | 84 | |
Otsuka Corp | | | 192,800 | | | | 4,791 | |
Otsuka Holdings Co Ltd | | | 27,900 | | | | 1,613 | |
PAL GROUP Holdings Co Ltd | | | 9,800 | | | | 211 | |
PCA Corp | | | 2,600 | | | | 36 | |
Persol Holdings Co Ltd | | | 152,000 | | | | 234 | |
Pickles Holdings Co Ltd | | | 2,700 | | | | 18 | |
PR Times Corp * | | | 7,200 | | | | 75 | |
Pronexus Inc | | | 16,200 | | | | 134 | |
Proto Corp | | | 3,500 | | | | 31 | |
R&D Computer Co Ltd | | | 4,500 | | | | 20 | |
Rakuten Bank Ltd * | | | 44,400 | | | | 1,266 | |
Rasa Corp | | | 1,700 | | | | 15 | |
Rasa Industries Ltd | | | 1,800 | | | | 32 | |
Recruit Holdings Co Ltd | | | 540,900 | | | | 37,402 | |
Resona Holdings Inc | | | 3,580,000 | | | | 29,797 | |
Resonac Holdings Corp | | | 53,200 | | | | 1,443 | |
Rheon Automatic Machinery Co Ltd | | | 1,622 | | | | 15 | |
Ricoh Co Ltd | | | 171,500 | | | | 1,944 | |
Riken Technos Corp | | | 6,700 | | | | 47 | |
Riken Vitamin Co Ltd | | | 1,400 | | | | 23 | |
Riso Kagaku Corp | | | 2,300 | | | | 53 | |
Sac's Bar Holdings Inc | | | 6,500 | | | | 40 | |
Sakai Heavy Industries Ltd | | | 2,000 | | | | 31 | |
Sakata INX Corp | | | 4,200 | | | | 43 | |
Sanko Metal Industrial Co Ltd | | | 900 | | | | 26 | |
Sansan Inc * | | | 21,100 | | | | 296 | |
Santen Pharmaceutical Co Ltd | | | 73,600 | | | | 844 | |
Sanwa Holdings Corp | | | 213,400 | | | | 6,407 | |
Sapporo Holdings Ltd | | | 25,300 | | | | 1,490 | |
Sato Holdings Corp | | | 4,400 | | | | 65 | |
SCREEN Holdings Co Ltd | | | 44,800 | | | | 2,805 | |
SCSK Corp | | | 129,100 | | | | 2,603 | |
Secom Co Ltd | | | 13,400 | | | | 466 | |
Seika Corp | | | 1,500 | | | | 48 | |
Seiko Epson Corp | | | 18,200 | | | | 322 | |
Sekisui House Ltd | | | 76,100 | | | | 1,794 | |
SERAKU Co Ltd | | | 12,200 | | | | 109 | |
Seven & i Holdings Co Ltd | | | 361,300 | | | | 6,264 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Shimamura Co Ltd | | | 89,500 | | | $ | 5,057 | |
Shimano Inc | | | 69,900 | | | | 9,751 | |
Shinnihonseiyaku Co Ltd | | | 2,600 | | | | 33 | |
Shionogi & Co Ltd | | | 52,900 | | | | 746 | |
Shofu Inc | | | 3,400 | | | | 47 | |
SIGMAXYZ Holdings Inc | | | 4,200 | | | | 25 | |
Skylark Holdings Co Ltd | | | 67,400 | | | | 1,021 | |
SMK Corp | | | 1,400 | | | | 23 | |
SMS Co Ltd | | | 1,478,300 | | | | 16,404 | |
Softcreate Holdings Corp | | | 2,900 | | | | 42 | |
Soken Chemical & Engineering Co Ltd | | | 500 | | | | 10 | |
Sompo Holdings Inc | | | 88,700 | | | | 2,331 | |
Sprix Inc | | | 2,400 | | | | 13 | |
Star Micronics Co Ltd | | | 14,100 | | | | 170 | |
Strike Co Ltd | | | 1,100 | | | | 28 | |
Sugi Holdings Co Ltd | | | 113,000 | | | | 1,902 | |
Sumitomo Electric Industries Ltd | | | 115,200 | | | | 2,214 | |
Sumitomo Mitsui Financial Group Inc | | | 536,600 | | | | 13,170 | |
Sumitomo Mitsui Trust Holdings Inc | | | 13,200 | | | | 329 | |
Sumitomo Pharma Co Ltd * | | | 89,000 | | | | 334 | |
Sumitomo Riko Co Ltd | | | 5,000 | | | | 52 | |
Sumitomo Seika Chemicals Co Ltd | | | 2,000 | | | | 63 | |
Suntory Beverage & Food Ltd | | | 626,300 | | | | 21,239 | |
Suzuken Co Ltd/Aichi Japan | | | 59,600 | | | | 1,858 | |
Suzuki Motor Corp | | | 112,600 | | | | 1,189 | |
System Research Co Ltd | | | 3,200 | | | | 29 | |
System Support Inc | | | 2,300 | | | | 28 | |
Systena Corp | | | 44,900 | | | | 106 | |
T&D Holdings Inc | | | 175,000 | | | | 3,301 | |
Taiho Kogyo Co Ltd, Cl A | | | 5,300 | | | | 21 | |
Takara & Co Ltd | | | 3,700 | | | | 67 | |
Takashimaya Co Ltd | | | 510,100 | | | | 4,059 | |
Takeda Pharmaceutical Co Ltd | | | 236,700 | | | | 6,435 | |
Tanabe Consulting Group Co Ltd | | | 3,600 | | | | 28 | |
TDK Corp | | | 2,556,600 | | | | 32,837 | |
TechMatrix Corp | | | 9,400 | | | | 154 | |
Teikoku Electric Manufacturing Co Ltd | | | 8,700 | | | | 161 | |
Temairazu Inc | | | 4,000 | | | | 93 | |
Terumo Corp | | | 302,700 | | | | 6,149 | |
TIS Inc | | | 202,200 | | | | 4,933 | |
Toei Animation Co Ltd | | | 819,900 | | | | 19,844 | |
Toho Co Ltd/Tokyo | | | 30,300 | | | | 1,320 | |
Toho Holdings Co Ltd | | | 16,900 | | | | 481 | |
Tokio Marine Holdings Inc | | | 105,000 | | | | 3,890 | |
Tokyo Electron Ltd | | | 19,900 | | | | 3,089 | |
Tokyo Seimitsu Co Ltd | | | 21,300 | | | | 1,021 | |
Tokyu Fudosan Holdings Corp | | | 702,100 | | | | 4,590 | |
Toli Corp | | | 9,800 | | | | 30 | |
Toray Industries Inc | | | 3,224,000 | | | | 20,486 | |
Toshiba TEC Corp | | | 7,500 | | | | 181 | |
Towa Bank Ltd/The | | | 6,200 | | | | 26 | |
Towa Pharmaceutical Co Ltd | | | 3,400 | | | | 64 | |
Toyo Engineering Corp | | | 25,300 | | | | 117 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Toyo Suisan Kaisha Ltd | | | 36,200 | | | $ | 2,532 | |
Toyokumo Inc | | | 2,200 | | | | 27 | |
Toyota Tsusho Corp | | | 110,600 | | | | 1,879 | |
Trend Micro Inc/Japan | | | 218,300 | | | | 11,961 | |
Tsubakimoto Chain Co | | | 19,500 | | | | 243 | |
Tsubakimoto Kogyo Co Ltd | | | 2,700 | | | | 34 | |
Tsugami Corp | | | 22,900 | | | | 207 | |
Unipres Corp | | | 8,600 | | | | 55 | |
USS Co Ltd | | | 134,500 | | | | 1,243 | |
Vital KSK Holdings Inc | | | 6,300 | | | | 50 | |
Wacom Co Ltd | | | 31,600 | | | | 149 | |
Waseda Academy Co Ltd | | | 3,800 | | | | 46 | |
WingArc1st Inc | | | 5,800 | | | | 127 | |
Wowow Inc | | | 2,300 | | | | 15 | |
Xebio Holdings Co Ltd | | | 15,700 | | | | 117 | |
YAMABIKO Corp | | | 4,300 | | | | 71 | |
Yamagata Bank Ltd/The | | | 4,000 | | | | 25 | |
Yamaha Corp | | | 4,202,259 | | | | 30,793 | |
Yamaichi Electronics Co Ltd | | | 10,700 | | | | 163 | |
Yamashin-Filter Corp | | | 11,600 | | | | 45 | |
Yokowo Co Ltd | | | 26,400 | | | | 281 | |
Yorozu Corp | | | 4,600 | | | | 35 | |
Yossix Holdings Co Ltd | | | 11,900 | | | | 254 | |
Yushin Precision Equipment Co Ltd | | | 5,700 | | | | 26 | |
Yutaka Giken Co Ltd | | | 2,100 | | | | 26 | |
Zenrin Co Ltd | | | 4,100 | | | | 22 | |
ZERIA Pharmaceutical Co Ltd | | | 2,400 | | | | 37 | |
ZIGExN Co Ltd | | | 54,700 | | | | 192 | |
ZOZO Inc | | | 27,700 | | | | 869 | |
| | | | | | | 860,798 | |
| | | | | | | | |
Luxembourg — 0.8% |
ArcelorMittal SA | | | 1,365,437 | | | | 34,382 | |
Spotify Technology SA * | | | 60,838 | | | | 29,017 | |
| | | | | | | 63,399 | |
| | | | | | | | |
Macao — 0.8% |
Galaxy Entertainment Group Ltd | | | 5,268,000 | | | | 23,390 | |
MGM China Holdings Ltd | | | 769,200 | | | | 965 | |
Sands China Ltd * | | | 14,342,178 | | | | 36,567 | |
| | | | | | | 60,922 | |
| | | | | | | | |
Malaysia — 0.1% |
Alliance Bank Malaysia Bhd | | | 48,400 | | | | 53 | |
AMMB Holdings Bhd | | | 1,239,600 | | | | 1,503 | |
CIMB Group Holdings Bhd | | | 1,317,100 | | | | 2,445 | |
Hong Leong Bank Bhd | | | 281,600 | | | | 1,310 | |
Hong Leong Financial Group Bhd | | | 32,300 | | | | 134 | |
Jaya Tiasa Holdings BHD | | | 87,300 | | | | 26 | |
Pantech Group Holdings Bhd | | | 216,400 | | | | 47 | |
Public Bank Bhd | | | 833,900 | | | | 839 | |
RHB Bank Bhd | | | 893,900 | | | | 1,359 | |
Sunway Bhd | | | 1,516,900 | | | | 1,655 | |
Tenaga Nasional Bhd | | | 248,500 | | | | 764 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Wellcall Holdings Bhd | | | 110,000 | | | $ | 39 | |
| | | | | | | 10,174 | |
| | | | | | | | |
Mexico — 0.1% |
Grupo Comercial Chedraui SA de CV | | | 258,700 | | | | 1,653 | |
Southern Copper Corp | | | 39,634 | | | | 3,977 | |
Ternium SA ADR | | | 29,688 | | | | 985 | |
Vista Energy SAB de CV ADR * | | | 30,436 | | | | 1,620 | |
| | | | | | | 8,235 | |
| | | | | | | | |
Monaco — 0.0% |
Costamare Inc | | | 6,643 | | | | 88 | |
| | | | | | | | |
Netherlands — 4.1% |
ABN AMRO Bank NV | | | 315,986 | | | | 4,911 | |
Adyen NV * | | | 448 | | | | 652 | |
Arcadis NV | | | 26,990 | | | | 1,780 | |
Argenx SE ADR * | | | 3,019 | | | | 1,861 | |
ASML Holding NV | | | 35,997 | | | | 25,032 | |
Euronext NV | | | 7,344 | | | | 820 | |
Flow Traders Ltd | | | 1,715 | | | | 38 | |
IMCD NV | | | 145,407 | | | | 21,824 | |
ING Groep NV | | | 1,998,989 | | | | 30,948 | |
Koninklijke Ahold Delhaize NV | | | 922,676 | | | | 31,818 | |
Koninklijke BAM Groep NV | | | 289,460 | | | | 1,243 | |
Koninklijke KPN NV | | | 2,429,943 | | | | 9,422 | |
Koninklijke Philips NV * | | | 549,561 | | | | 14,970 | |
Koninklijke Vopak NV | | | 40,543 | | | | 1,897 | |
NN Group NV | | | 249,412 | | | | 11,583 | |
Randstad NV | | | 646,491 | | | | 28,412 | |
SBM Offshore NV | | | 100,408 | | | | 1,816 | |
Signify NV | | | 1,458,122 | | | | 32,619 | |
Universal Music Group NV | | | 892,417 | | | | 21,500 | |
Wolters Kluwer NV | | | 401,207 | | | | 66,932 | |
| | | | | | | 310,078 | |
| | | | | | | | |
New Zealand — 0.1% |
Fisher & Paykel Healthcare Corp Ltd | | | 133,962 | | | | 3,015 | |
Xero Ltd * | | | 19,475 | | | | 2,206 | |
| | | | | | | 5,221 | |
| | | | | | | | |
Norway — 0.9% |
DNB Bank ASA | | | 198,859 | | | | 4,150 | |
DOF Group ASA * | | | 148,139 | | | | 1,139 | |
Equinor ASA | | | 1,108,903 | | | | 26,803 | |
Gjensidige Forsikring ASA | | | 1,156,230 | | | | 20,542 | |
Hoegh Autoliners ASA | | | 33,145 | | | | 384 | |
Kongsberg Gruppen ASA | | | 136,993 | | | | 16,098 | |
MPC Container Ships ASA | | | 33,026 | | | | 65 | |
Odfjell SE, Cl A | | | 3,058 | | | | 30 | |
Telenor ASA | | | 239,079 | | | | 2,811 | |
| | | | | | | 72,022 | |
| | | | | | | | |
Peru — 0.0% |
Credicorp Ltd | | | 2,607 | | | | 483 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Intercorp Financial Services Inc | | | 3,707 | | | $ | 103 | |
| | | | | | | 586 | |
| | | | | | | | |
Philippines — 0.0% |
International Container Terminal Services Inc | | | 506,420 | | | | 3,196 | |
| | | | | | | | |
Poland — 0.2% |
Alior Bank SA | | | 59,597 | | | | 1,339 | |
Bank Polska Kasa Opieki SA | | | 26,479 | | | | 884 | |
CD Projekt SA | | | 15,491 | | | | 637 | |
InPost SA * | | | 63,984 | | | | 1,120 | |
Lubelski Wegiel Bogdanka SA | | | 8,005 | | | | 46 | |
Powszechny Zaklad Ubezpieczen SA | | | 906,204 | | | | 9,855 | |
Rainbow Tours SA | | | 4,051 | | | | 119 | |
| | | | | | | 14,000 | |
| | | | | | | | |
Portugal — 0.0% |
Galp Energia SGPS SA, Cl B | | | 186,428 | | | | 3,059 | |
Navigator Co SA/The | | | 112,870 | | | | 409 | |
| | | | | | | 3,468 | |
| | | | | | | | |
Qatar — 0.0% |
Gulf International Services QSC | | | 165,335 | | | | 139 | |
Ooredoo QPSC | | | 654,105 | | | | 2,127 | |
Qatar Insurance Co SAQ | | | 283,249 | | | | 162 | |
| | | | | | | 2,428 | |
| | | | | | | | |
Saudi Arabia — 0.4% |
Al Babtain Power & Telecommunication Co | | | 49,248 | | | | 491 | |
Arab National Bank | | | 629,648 | | | | 3,203 | |
Astra Industrial Group | | | 108,907 | | | | 4,785 | |
Co for Cooperative Insurance/The | | | 109,375 | | | | 3,840 | |
Electrical Industries Co | | | 704,819 | | | | 1,328 | |
Elm Co | | | 3,435 | | | | 991 | |
Etihad Etisalat Co | | | 888,228 | | | | 13,060 | |
Saudi Chemical Co Holding | | | 752,657 | | | | 1,838 | |
Saudi Electricity Co | | | 91,013 | | | | 403 | |
Saudi Telecom Co | | | 117,990 | | | | 1,250 | |
Zamil Industrial Investment Co * | | | 20,901 | | | | 163 | |
| | | | | | | 31,352 | |
| | | | | | | | |
Singapore — 0.8% |
CapitaLand Integrated Commercial Trust ‡ | | | 780,500 | | | | 1,141 | |
DBS Group Holdings Ltd | | | 383,540 | | | | 12,139 | |
Hafnia Ltd | | | 6,041 | | | | 35 | |
Keppel DC REIT ‡ | | | 1,808,400 | | | | 2,994 | |
Oversea-Chinese Banking Corp Ltd | | | 1,118,900 | | | | 13,587 | |
SATS Ltd | | | 423,100 | | | | 1,187 | |
Sea Ltd ADR * | | | 193,947 | | | | 22,071 | |
Singapore Exchange Ltd | | | 911,600 | | | | 8,649 | |
Singapore Telecommunications Ltd | | | 522,800 | | | | 1,209 | |
| | | | | | | 63,012 | |
| | | | | | | | |
South Africa — 1.1% |
ArcelorMittal South Africa Ltd * | | | 6,024 | | | | – | |
AVI Ltd | | | 194,740 | | | | 1,185 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Capitec Bank Holdings Ltd | | | 8,187 | | | $ | 1,478 | |
Clicks Group Ltd | | | 1,845,017 | | | | 40,131 | |
OUTsurance Group Ltd | | | 50,912 | | | | 182 | |
Sanlam Ltd | | | 594,146 | | | | 2,898 | |
Tiger Brands Ltd | | | 2,447,732 | | | | 34,238 | |
| | | | | | | 80,112 | |
| | | | | | | | |
South Korea — 3.3% |
BNK Financial Group Inc | | | 875,082 | | | | 6,624 | |
Daeduck Co Ltd | | | 8,141 | | | | 39 | |
DGB Financial Group Inc | | | 41,545 | | | | 264 | |
Fila Holdings Corp | | | 1,003,953 | | | | 29,254 | |
Hana Financial Group Inc | | | 364,941 | | | | 16,324 | |
HD Hyundai Electric Co Ltd | | | 6,264 | | | | 1,569 | |
HD Hyundai Heavy Industries Co Ltd * | | | 16,703 | | | | 2,634 | |
KB Financial Group Inc | | | 191,217 | | | | 13,186 | |
Kia Corp | | | 13,622 | | | | 907 | |
Korea Airport Service Co Ltd | | | 762 | | | | 30 | |
KT Corp ADR | | | 28,054 | | | | 509 | |
KT&G Corp | | | 411,143 | | | | 35,896 | |
LG Corp | | | 516,319 | | | | 27,721 | |
LG Electronics Inc | | | 102,716 | | | | 6,605 | |
LG H&H Co Ltd | | | 125,734 | | | | 27,985 | |
Meritz Financial Group Inc | | | 13,534 | | | | 990 | |
Mgame Corp | | | 3,992 | | | | 16 | |
Multicampus Co Ltd | | | 1,193 | | | | 26 | |
NH Investment & Securities Co Ltd | | | 19,948 | | | | 190 | |
Samsung Biologics Co Ltd * | | | 1,653 | | | | 1,155 | |
Samsung Electronics Co Ltd | | | 1,324,840 | | | | 51,472 | |
Shinhan Financial Group Co Ltd | | | 551,878 | | | | 20,967 | |
SK Biopharmaceuticals Co Ltd * | | | 15,915 | | | | 1,180 | |
SK Hynix Inc | | | 32,778 | | | | 3,757 | |
Woori Financial Group Inc | | | 183,363 | | | | 2,196 | |
| | | | | | | 251,496 | |
| | | | | | | | |
Spain — 2.1% |
ACS Actividades de Construccion y Servicios SA | | | 38,444 | | | | 1,785 | |
Aena SME SA | | | 31,317 | | | | 6,774 | |
Amadeus IT Group SA, Cl A | | | 293,313 | | | | 20,577 | |
Banco Bilbao Vizcaya Argentaria SA | | | 479,804 | | | | 4,529 | |
CaixaBank SA | | | 7,082,571 | | | | 38,495 | |
Iberdrola SA | | | 497,961 | | | | 7,095 | |
Industria de Diseno Textil SA | | | 1,404,411 | | | | 77,401 | |
Logista Integral SA | | | 3,670 | | | | 117 | |
| | | | | | | 156,773 | |
| | | | | | | | |
Sweden — 1.6% |
AAK AB | | | 88,162 | | | | 2,383 | |
AddTech AB, Cl B | | | 41,186 | | | | 1,132 | |
Alfa Laval AB | | | 34,305 | | | | 1,459 | |
Assa Abloy AB, Cl B | | | 1,053,544 | | | | 32,314 | |
Essity AB, Cl B | | | 89,582 | | | | 2,463 | |
Fastighets AB Balder, Cl B * | | | 307,701 | | | | 2,365 | |
H & M Hennes & Mauritz AB, Cl B | | | 481,932 | | | | 6,676 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Hexagon AB, Cl B | | | 2,013,723 | | | $ | 17,140 | |
Mycronic AB | | | 3,748 | | | | 133 | |
Securitas AB, Cl B | | | 1,639,542 | | | | 20,714 | |
Skandinaviska Enskilda Banken AB, Cl A | | | 298,586 | | | | 4,143 | |
Skanska AB, Cl B | | | 146,136 | | | | 3,045 | |
Telefonaktiebolaget LM Ericsson ADR | | | 3,456,890 | | | | 28,139 | |
Yubico AB * | | | 71,354 | | | | 1,764 | |
| | | | | | | 123,870 | |
| | | | | | | | |
Switzerland — 5.8% |
ABB Ltd | | | 722,094 | | | | 41,211 | |
Accelleron Industries AG | | | 56,654 | | | | 3,177 | |
Belimo Holding AG | | | 4,716 | | | | 3,156 | |
BKW AG | | | 11,346 | | | | 1,950 | |
DSM-Firmenich AG | | | 9,779 | | | | 1,074 | |
Geberit AG | | | 1,990 | | | | 1,198 | |
Givaudan SA | | | 5,138 | | | | 22,634 | |
Julius Baer Group Ltd | | | 434,974 | | | | 28,784 | |
Logitech International SA | | | 370,514 | | | | 30,070 | |
Lonza Group AG | | | 4,261 | | | | 2,546 | |
Nestle SA | | | 186,680 | | | | 16,206 | |
On Holding AG, Cl A * | | | 213,614 | | | | 12,460 | |
Partners Group Holding AG | | | 30,065 | | | | 43,681 | |
Roche Holding AG | | | 423,483 | | | | 122,815 | |
Schindler Holding AG | | | 59,915 | | | | 17,301 | |
Swatch Group AG/The | | | 197,584 | | | | 35,872 | |
Swissquote Group Holding SA | | | 7,145 | | | | 2,805 | |
UBS Group AG | | | 1,000,261 | | | | 32,335 | |
VAT Group AG | | | 49,080 | | | | 19,576 | |
Ypsomed Holding AG | | | 2,961 | | | | 1,203 | |
Zehnder Group AG | | | 2,587 | | | | 135 | |
| | | | | | | 440,189 | |
| | | | | | | | |
Taiwan — 4.2% |
ACES Electronic Co Ltd * | | | 45,000 | | | | 71 | |
Arcadyan Technology Corp | | | 375,000 | | | | 1,911 | |
ASROCK Inc | | | 240,634 | | | | 1,748 | |
Asustek Computer Inc | | | 1,480,000 | | | | 26,791 | |
Compal Electronics Inc | | | 3,865,000 | | | | 4,385 | |
Cyberlink Corp | | | 55,000 | | | | 141 | |
CyberPower Systems Inc | | | 700 | | | | 8 | |
Elite Advanced Laser Corp * | | | 157,000 | | | | 1,182 | |
Ennoconn Corp | | | 89,000 | | | | 825 | |
Eva Airways Corp | | | 1,275,000 | | | | 1,631 | |
Evergreen Marine Corp Taiwan Ltd | | | 2,080,800 | | | | 13,901 | |
Far Eastern New Century Corp | | | 3,190,000 | | | | 3,280 | |
Far EasTone Telecommunications Co Ltd | | | 2,696,000 | | | | 7,461 | |
Fortune Electric Co Ltd | | | 58,400 | | | | 989 | |
General Interface Solution Holding Ltd * | | | 341,184 | | | | 515 | |
General Plastic Industrial Co Ltd | | | 29,000 | | | | 32 | |
Goldsun Building Materials Co Ltd | | | 1,104,000 | | | | 1,835 | |
Hon Hai Precision Industry Co Ltd | | | 2,556,000 | | | | 15,383 | |
IBF Financial Holdings Co Ltd | | | 5,094,141 | | | | 2,321 | |
International Games System Co Ltd | | | 460,000 | | | | 13,595 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
ITE Technology Inc | | | 69,783 | | | $ | 302 | |
Keystone Microtech Corp | | | 6,000 | | | | 58 | |
KGI Financial Holding Co Ltd | | | 4,185,000 | | | | 2,216 | |
Lanner Electronics Inc | | | 480 | | | | 1 | |
Lotes Co Ltd | | | 275,000 | | | | 15,154 | |
MediaTek Inc | | | 727,146 | | | | 28,094 | |
MPI Corp | | | 89,000 | | | | 2,137 | |
Novatek Microelectronics Corp | | | 788,311 | | | | 11,746 | |
Pegatron Corp | | | 367,000 | | | | 1,065 | |
Pixart Imaging Inc | | | 86,000 | | | | 565 | |
Pou Chen Corp | | | 4,686,000 | | | | 5,886 | |
Radiant Opto-Electronics Corp | | | 285,000 | | | | 1,671 | |
Realtek Semiconductor Corp | | | 1,113,000 | | | | 16,310 | |
San Fang Chemical Industry Co Ltd | | | 123,000 | | | | 152 | |
Silicon Motion Technology Corp ADR | | | 16,889 | | | | 896 | |
Simplo Technology Co Ltd | | | 77,000 | | | | 894 | |
Sitronix Technology Corp | | | 65,000 | | | | 414 | |
Solteam Inc | | | 40,000 | | | | 67 | |
Sunrex Technology Corp | | | 123,000 | | | | 240 | |
Taiwan Semiconductor Manufacturing Co Ltd | | | 2,753,000 | | | | 84,413 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 250,277 | | | | 46,216 | |
Uni-President Enterprises Corp | | | 784,000 | | | | 2,039 | |
Wan Hai Lines Ltd | | | 485,000 | | | | 1,239 | |
Weblink International Inc | | | 41,000 | | | | 72 | |
Yang Ming Marine Transport Corp | | | 1,063,000 | | | | 2,395 | |
Yield Microelectronics Corp | | | 53,146 | | | | 149 | |
Youngtek Electronics Corp | | | 24,000 | | | | 46 | |
| | | | | | | 322,442 | |
| | | | | | | | |
Thailand — 0.5% |
Bangchak Corp PCL NVDR | | | 65,500 | | | | 59 | |
Bangkok Bank PCL NVDR | | | 3,112,700 | | | | 13,568 | |
Bangkok Dusit Medical Services PCL NVDR | | | 2,134,200 | | | | 1,571 | |
Central Pattana PCL NVDR | | | 838,500 | | | | 1,467 | |
Charoen Pokphand Foods PCL NVDR | | | 1,655,800 | | | | 1,154 | |
Intouch Holdings PCL NVDR | | | 1,466,900 | | | | 4,063 | |
Krung Thai Bank PCL NVDR | | | 6,984,300 | | | | 4,073 | |
PTT Exploration & Production PCL NVDR | | | 799,500 | | | | 2,972 | |
Rojana Industrial Park PCL NVDR | | | 108,800 | | | | 20 | |
SCB X PCL | | | 2,953,000 | | | | 9,858 | |
TMBThanachart Bank PCL NVDR | | | 3,823,200 | | | | 196 | |
| | | | | | | 39,001 | |
| | | | | | | | |
Turkey — 0.0% |
Agesa Hayat ve Emeklilik AS | | | 15,215 | | | | 61 | |
| | | | | | | | |
United Arab Emirates — 0.7% |
Abu Dhabi Commercial Bank PJSC | | | 3,879,229 | | | | 10,582 | |
Abu Dhabi Islamic Bank PJSC | | | 464,044 | | | | 1,650 | |
ADNOC Drilling Co PJSC | | | 3,761,029 | | | | 5,417 | |
Adnoc Gas PLC | | | 2,640,339 | | | | 2,516 | |
ADNOC Logistics & Services | | | 102,592 | | | | 154 | |
Agthia Group PJSC | | | 28,923 | | | | 55 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Aldar Properties PJSC | | | 286,743 | | | $ | 588 | |
Dubai Islamic Bank PJSC | | | 302,291 | | | | 560 | |
Emaar Development PJSC | | | 59,629 | | | | 184 | |
Emaar Properties PJSC | | | 8,544,726 | | | | 22,216 | |
Emirates Integrated Telecommunications Co PJSC | | | 4,923 | | | | 10 | |
Emirates NBD Bank PJSC | | | 1,328,142 | | | | 7,232 | |
Salik Co PJSC | | | 986,213 | | | | 1,485 | |
Sharjah Islamic Bank | | | 64,842 | | | | 41 | |
| | | | | | | 52,690 | |
| | | | | | | | |
United Kingdom — 12.3% |
Anglo American PLC | | | 1,118,690 | | | | 35,839 | |
Anglogold Ashanti Plc | | | 44,130 | | | | 1,101 | |
ARM Holdings PLC ADR * | | | 3,202 | | | | 430 | |
Barclays PLC | | | 15,427,521 | | | | 51,729 | |
Barclays PLC ADR | | | 1,327,608 | | | | 17,896 | |
BP PLC | | | 5,736,872 | | | | 28,048 | |
Breedon Group PLC | | | 38,135 | | | | 223 | |
British American Tobacco PLC | | | 908,338 | | | | 34,498 | |
Burberry Group PLC | | | 4,254,847 | | | | 48,576 | |
Centrica PLC | | | 9,105,451 | | | | 14,745 | |
Diageo PLC | | | 1,579,942 | | | | 47,243 | |
Diploma PLC | | | 366,299 | | | | 20,765 | |
Experian PLC | | | 941,927 | | | | 44,908 | |
FDM Group Holdings PLC | | | 9,669 | | | | 40 | |
Ferrexpo PLC * | | | 715,581 | | | | 739 | |
Gamma Communications PLC | | | 430 | | | | 9 | |
Halma PLC | | | 1,276,075 | | | | 43,923 | |
HSBC Holdings PLC | | | 3,105,967 | | | | 28,926 | |
Imperial Brands PLC | | | 1,018,295 | | | | 33,251 | |
International Consolidated Airlines Group SA | | | 1,856,210 | | | | 6,153 | |
Intertek Group PLC | | | 229,626 | | | | 13,764 | |
Investec PLC | | | 773,765 | | | | 5,588 | |
ITV PLC | | | 36,282,459 | | | | 33,504 | |
J Sainsbury PLC | | | 6,632,167 | | | | 22,019 | |
London Stock Exchange Group PLC | | | 313,945 | | | | 44,972 | |
Mitie Group PLC | | | 52,506 | | | | 73 | |
Morgan Sindall Group PLC | | | 293 | | | | 14 | |
NatWest Group PLC | | | 7,941,094 | | | | 40,647 | |
Ninety One PLC | | | 138,672 | | | | 283 | |
Pensionbee Group PLC * | | | 7,561 | | | | 14 | |
Reckitt Benckiser Group PLC | | | 1,273,824 | | | | 78,688 | |
RELX PLC | | | 873,090 | | | | 41,110 | |
Sage Group PLC/The | | | 209,507 | | | | 3,494 | |
Shell PLC | | | 841,298 | | | | 27,297 | |
Smith & Nephew PLC | | | 1,552,081 | | | | 19,668 | |
Smiths News PLC | | | 201 | | | | – | |
Standard Chartered PLC | | | 2,156,457 | | | | 26,653 | |
Subsea 7 SA | | | 73,152 | | | | 1,153 | |
Tesco PLC | | | 5,240,221 | | | | 24,404 | |
Travis Perkins PLC | | | 759,790 | | | | 7,344 | |
Unilever PLC | | | 926,870 | | | | 55,387 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
WPP PLC | | | 3,389,535 | | | $ | 37,017 | |
| | | | | | | 942,135 | |
| | | | | | | | |
United States — 1.4% |
Envista Holdings Corp * | | | 1,960,098 | | | | 43,691 | |
Harley-Davidson Inc | | | 870,093 | | | | 29,261 | |
Waste Connections Inc | | | 9,679 | | | | 1,876 | |
Western Union Co/The | | | 2,773,459 | | | | 30,536 | |
| | | | | | | 105,364 | |
| | | | | | | | |
Vietnam — 0.2% |
Vietnam Dairy Products JSC | | | 5,341,600 | | | | 13,614 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $6,175,987) ($ Thousands) | | | | | | | 7,205,952 | |
| | | | | | | | |
PREFERRED STOCK — 1.9% |
Brazil — 0.6% |
Cia De Sanena Do Parana (B) | | | 24,100 | | | | 24 | |
Cia Energetica de Minas Gerais (B) | | | 9,647,500 | | | | 18,953 | |
Itau Unibanco Holding SA (B) | | | 2,512,900 | | | | 13,628 | |
Marcopolo SA (B) | | | 139,560 | | | | 197 | |
Metalurgica Gerdau SA (B) | | | 345,300 | | | | 658 | |
Petroleo Brasileiro SA (B) | | | 1,524,600 | | | | 10,007 | |
Schulz SA (B) | | | 31,000 | | | | 29 | |
| | | | | | | 43,496 | |
| | | | | | | | |
Germany — 1.3% |
Henkel AG & Co KGaA (B) | | | 628,236 | | | | 53,588 | |
Sartorius AG (B) | | | 67,184 | | | | 15,455 | |
Volkswagen AG (B) | | | 330,000 | | | | 28,135 | |
| | | | | | | 97,178 | |
| | | | | | | | |
Total Preferred Stock | | | | | | | | |
(Cost $151,613) ($ Thousands) | | | | | | | 140,674 | |
| | | | | | | | |
EXCHANGE TRADED FUND — 0.0% |
United States — 0.0% |
iShares Core MSCI EAFE ETF | | | 30,888 | | | | 2,275 | |
| | | | | | | | |
Total Exchange Traded Fund | | | | | | | | |
(Cost $2,228) ($ Thousands) | | | | | | | 2,275 | |
| | | Number of Rights | | | | | |
RIGHTS — 0.0% |
Singapore — 0.0% | | | | |
Keppel DC REIT, Expires 12/13/2024 * | | | 155,522 | | | | 22 | |
Total Rights | | | | | | | | |
(Cost $—) ($ Thousands) | | | | | | | 22 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
CASH EQUIVALENT — 1.8% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 138,509,683 | | | $ | 138,510 | |
Total Cash Equivalent | | | | | | | | |
(Cost $138,510) ($ Thousands) | | | | | | | 138,510 | |
Total Investments in Securities — 97.9% | | | | | | | | |
(Cost $6,468,338) ($ Thousands) | | $ | 7,487,433 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation (Depreciation)(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Euro STOXX 50 | | | 781 | | | | Dec-2024 | | | $ | 39,717 | | | $ | 39,735 | | | $ | 63 | |
FTSE 100 Index | | | 265 | | | | Dec-2024 | | | | 27,565 | | | | 27,985 | | | | 472 | |
Hang Seng Index | | | 128 | | | | Dec-2024 | | | | 15,957 | | | | 16,042 | | | | 82 | |
S&P TSX 60 Index | | | 80 | | | | Dec-2024 | | | | 17,287 | | | | 17,594 | | | | 372 | |
SPI 200 Index | | | 166 | | | | Dec-2024 | | | | 22,569 | | | | 22,866 | | | | 382 | |
TOPIX Index | | | 186 | | | | Dec-2024 | | | | 32,742 | | | | 33,179 | | | | (411 | ) |
| | | | | | | | | | $ | 155,837 | | | $ | 157,401 | | | $ | 960 | |
A list of the open OTC Swap agreement held by the Fund at November 30, 2024, is as follows:
Total Return Swap |
Counterparty | | Reference Entity/ Obligation | | | Fund Pays | | | Fund Receives | | | Payment Frequency | | | Termination Date | | | Currency | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Upfront Payments/ Receipts (Thousands) | | | Net Unrealized Appreciation (Depreciation) (Thousands) | |
Morgan Stanley | | Custom Basket of International Equity Securities | | | | CUSTOM FINANCING | | | | BASKET RETURN | | | | Annually | | | | 12/31/2049 | | | | USD | | | | 19,189 | | | $ | (8,090 | ) | | $ | – | | | $ | (8,090 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (8,090 | ) | | $ | – | | | $ | (8,090 | ) |
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of November 30, 2024:
International Custom Basket of Long Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 236,006 | | NOVARTIS AG | | $ | 27,454 | | | $ | (2,769 | ) | | | 143.1 | % |
| | 18,798 | | ASML Holding N.V. | | | 14,567 | | | | (1,754 | ) | | | 75.9 | |
| | 253,700 | | ITOCHU CORP | | | 13,360 | | | | (1,068 | ) | | | 69.6 | |
| | 560,109 | | ENGIE SA | | | 9,907 | | | | (1,091 | ) | | | 51.6 | |
| | 58,651 | | LOBLAW COS LTD | | | 7,753 | | | | (226 | ) | | | 40.4 | |
| | 114,761 | | BNP PARIBAS | | | 7,678 | | | | (880 | ) | | | 40.0 | |
| | 46,976 | | ASTRAZENECA PLC | | | 7,440 | | | | (1,185 | ) | | | 38.8 | |
| | 104,042 | | UNILEVER PLC | | | 6,787 | | | | (595 | ) | | | 35.4 | |
| | 188,985 | | UBS GROUP AG | | | 5,817 | | | | 254 | | | | 30.3 | |
| | 752,891 | | ENEL SPA | | | 5,773 | | | | (380 | ) | | | 30.1 | |
| | 41,020 | | NEXT PLC | | | 5,582 | | | | (384 | ) | | | 29.1 | |
| | 169,314 | | COMPASS GROUP PLC | | | 5,578 | | | | 179 | | | | 29.1 | |
| | 570,500 | | JAPAN POST HOLDINGS CO LTD | | | 5,562 | | | | (222 | ) | | | 29.0 | |
| | 227,161 | | EQUINOR ASA | | | 5,388 | | | | 217 | | | | 28.1 | |
| | 1,189,545 | | NATWEST GROUP PLC | | | 5,321 | | | | 709 | | | | 27.7 | |
| | 779,321 | | ROLLS-ROYCE HOLDINGS PLC | | | 5,177 | | | | 299 | | | | 27.0 | |
| | 45,456 | | EURONEXT NV | | | 5,077 | | | | (58 | ) | | | 26.5 | |
| | 945,591 | | TESCO PLC | | | 4,530 | | | | (133 | ) | | | 23.6 | |
| | 941,258 | | MARKS & SPENCER GROUP PLC | | | 4,527 | | | | 14 | | | | 23.6 | |
| | 95,000 | | KAO CORP | | | 4,492 | | | | (413 | ) | | | 23.4 | |
| | 510,952 | | HSBC HOLDINGS PLC | | | 4,454 | | | | 307 | | | | 23.2 | |
| | 504,000 | | CLP HOLDINGS | | | 4,452 | | | | (259 | ) | | | 23.2 | |
| | 88,877 | | EXPERIAN PLC | | | 4,445 | | | | (238 | ) | | | 23.2 | |
| | 289,795 | | CREDIT AGRICOLE | | | 4,418 | | | | (582 | ) | | | 23.0 | |
| | 63,434 | | DANONE | | | 4,381 | | | | (58 | ) | | | 22.8 | |
| | 199,478 | | GSK PLC | | | 4,260 | | | | (884 | ) | | | 22.2 | |
| | 7,902,000 | | PICC GROUP | | | 4,076 | | | | (333 | ) | | | 21.2 | |
| | 94,864 | | 3I GROUP PLC | | | 4,068 | | | | 396 | | | | 21.2 | |
| | 33,953 | | SANOFI | | | 3,932 | | | | (670 | ) | | | 20.5 | |
| | 4,853,880 | | LLOYDS BANKING GROUP PLC | | | 3,867 | | | | (621 | ) | | | 20.2 | |
| | 220,091 | | MEDIOBANCA | | | 3,686 | | | | (407 | ) | | | 19.2 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Continued)
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 325,697 | | VIVENDI | | $ | 3,686 | | | $ | (737 | ) | | | 19.2 | % |
| | 107,873 | | SHELL PLC | | | 3,636 | | | | (168 | ) | | | 18.9 | |
| | 286,329 | | NATIONAL GRID PLC | | | 3,544 | | | | 118 | | | | 18.5 | |
| | 24,570 | | GTT | | | 3,530 | | | | 30 | | | | 18.4 | |
| | 24,374 | | NEXANS | | | 3,460 | | | | (721 | ) | | | 18.0 | |
| | 127,000 | | NS SOLUTIONS CORP | | | 3,280 | | | | 169 | | | | 17.1 | |
| | 14,246 | | SAFRAN SA | | | 3,265 | | | | 18 | | | | 17.0 | |
| | 42,556 | | AMUNDI SA | | | 3,210 | | | | (474 | ) | | | 16.7 | |
| | 35,796 | | COMPAGNIE DE SAINT GOBAIN | | | 3,182 | | | | 48 | | | | 16.6 | |
| | 154,175 | | DNB ASA | | | 3,130 | | | | 53 | | | | 16.3 | |
| | 307,800 | | AIA | | | 2,906 | | | | (629 | ) | | | 15.1 | |
| | 227,000 | | TDK CORP | | | 2,905 | | | | (21 | ) | | | 15.1 | |
| | 136,357 | | AMER SPORTS INC | | | 2,852 | | | | 726 | | | | 14.9 | |
| | 96,114 | | IMPERIAL BRANDS PLC | | | 2,831 | | | | 342 | | | | 14.8 | |
| | 70,400 | | HKEX | | | 2,802 | | | | (197 | ) | | | 14.6 | |
| | 1,276,166 | | TRITAX BIG BOX REIT PLC | | | 2,790 | | | | (538 | ) | | | 14.5 | |
| | 913,569 | | BARCLAYS PLC | | | 2,687 | | | | 347 | | | | 14.0 | |
| | 1,278,000 | | CHINA LIFE | | | 2,670 | | | | (269 | ) | | | 13.9 | |
| | 4,411 | | ZURICH INSURANCE GROUP AG | | | 2,609 | | | | 208 | | | | 13.6 | |
| | 197,609 | | UNITE GROUP PLC/THE | | | 2,557 | | | | (347 | ) | | | 13.3 | |
| | 41,447 | | COVIVIO | | | 2,543 | | | | (294 | ) | | | 13.3 | |
| | 22,344 | | PUBLICIS | | | 2,428 | | | | (31 | ) | | | 12.7 | |
| | 186,300 | | ASAHI GROUP HOLDINGS LTD | | | 2,422 | | | | (428 | ) | | | 12.6 | |
| | 40,400 | | ADVANTEST CORP | | | 2,369 | | | | (161 | ) | | | 12.3 | |
| | 74,590 | | BOLIDEN | | | 2,364 | | | | (150 | ) | | | 12.3 | |
| | 433,100 | | TORAY INDUSTRIES INC | | | 2,329 | | | | 543 | | | | 12.1 | |
| | 206,501 | | STANDARD CHARTERED PLC | | | 2,255 | | | | 284 | | | | 11.7 | |
| | 50,218 | | JD.COM INC | | | 2,236 | | | | (379 | ) | | | 11.7 | |
| | 947,364 | | SERCO GROUP PLC | | | 2,163 | | | | (300 | ) | | | 11.3 | |
| | 49,298 | | LA FRAN DJ | | | 2,101 | | | | (176 | ) | | | 10.9 | |
| | 76,807 | | CDN UTILITIES | | | 2,039 | | | | (55 | ) | | | 10.6 | |
| | 765,293 | | INTL CONSOLIDATED AIRLINE | | | 2,004 | | | | 510 | | | | 10.4 | |
| | 30,254 | | CRANSWICK PLC | | | 1,919 | | | | (29 | ) | | | 10.0 | |
| | 100,400 | | SONY GROUP CORP | | | 1,882 | | | | 73 | | | | 9.8 | |
| | 306,387 | | BALFOUR BEATTY PLC | | | 1,808 | | | | (51 | ) | | | 9.4 | |
| | 383,442 | | INTERNATIONAL DISTRIBUTION | | | 1,738 | | | | (18 | ) | | | 9.1 | |
| | 34,427 | | MORGAN SINDALL GROUP PLC | | | 1,723 | | | | (67 | ) | | | 9.0 | |
| | 19,640 | | UNIBAIL-RODAMCO-WESTFIELD | | | 1,696 | | | | (125 | ) | | | 8.8 | |
| | 47,226 | | COCA-COLA HBC AG | | | 1,663 | | | | (77 | ) | | | 8.7 | |
| | 14,630 | | LEG IMMOBILIEN SE | | | 1,521 | | | | (182 | ) | | | 7.9 | |
| | 243,582 | | BABCOCK INTL GROUP PLC | | | 1,521 | | | | 52 | | | | 7.9 | |
| | 5,708 | | SCHNEIDER SA | | | 1,477 | | | | (7 | ) | | | 7.7 | |
| | 229,372 | | BOLLORE SE | | | 1,465 | | | | (61 | ) | | | 7.6 | |
| | 43,675 | | KLEPIERRE | | | 1,422 | | | | (118 | ) | | | 7.4 | |
| | 85,400 | | CARNIVAL ADR | | | 1,387 | | | | 562 | | | | 7.2 | |
| | 178,400 | | FRESNILLO PLC | | | 1,374 | | | | 76 | | | | 7.2 | |
| | 78,485 | | BAE SYSTEMS PLC | | | 1,372 | | | | (150 | ) | | | 7.1 | |
| | 755,386 | | QUILTER PLC | | | 1,321 | | | | 104 | | | | 6.9 | |
| | 137,347 | | PLAYTECH PLC | | | 1,302 | | | | (36 | ) | | | 6.8 | |
| | 115,745 | | ST JAMES'S PLACE PLC | | | 1,287 | | | | 32 | | | | 6.7 | |
| | 207,227 | | AIB GROUP | | | 1,236 | | | | (123 | ) | | | 6.4 | |
| | 171,000 | | VOLUTION GROUP PLC | | | 1,217 | | | | (10 | ) | | | 6.3 | |
| | 149,291 | | DRAX GROUP PLC | | | 1,215 | | | | 46 | | | | 6.3 | |
| | 55,827 | | GAMMA COMMUNICATIONS PLC | | | 1,214 | | | | (103 | ) | | | 6.3 | |
| | 100,204 | | IG GROUP HOLDINGS PLC | | | 1,212 | | | | (3 | ) | | | 6.3 | |
| | 25,200 | | CHUGAI PHARMACEUTICAL CO LTD | | | 1,206 | | | | (112 | ) | | | 6.3 | |
| | 204,467 | | AJ BELL PLC | | | 1,182 | | | | 49 | | | | 6.2 | |
| | 9,845 | | VINCI SA | | | 1,108 | | | | (148 | ) | | | 5.8 | |
SEI Institutional Investments Trust
International Custom Basket of Short Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (119,985 | ) | CANADIAN NATIONAL RAILWAY | | $ | (14,395 | ) | | $ | 1,127 | | | | (75.0 | )% |
| | (88,740 | ) | CGI INC | | | (10,276 | ) | | | 315 | | | | (53.6 | ) |
| | (619,400 | ) | ONO PHARMACEUTICAL CO LTD | | | (7,951 | ) | | | 843 | | | | (41.4 | ) |
| | (167,452 | ) | EMERA INC | | | (6,565 | ) | | | 148 | | | | (34.2 | ) |
| | (530,900 | ) | KYOCERA CORP | | | (6,398 | ) | | | 1,248 | | | | (33.3 | ) |
| | (65,200 | ) | BK OF MONTREAL | | | (5,700 | ) | | | (538 | ) | | | (29.7 | ) |
| | (571,521 | ) | HEXAGON B | | | (5,645 | ) | | | 831 | | | | (29.4 | ) |
| | (155,368 | ) | SEVERN TRENT PLC | | | (5,507 | ) | | | 135 | | | | (28.7 | ) |
| | (158,000 | ) | TOTO LTD | | | (5,397 | ) | | | 1,205 | | | | (28.1 | ) |
| | (45,560 | ) | CDN TIRE CP A | | | (5,311 | ) | | | 278 | | | | (27.7 | ) |
| | (162,000 | ) | AGC INC | | | (5,039 | ) | | | 26 | | | | (26.3 | ) |
| | (2,372,000 | ) | SEVEN BANK LTD | | | (4,927 | ) | | | (236 | ) | | | (25.7 | ) |
| | (319,320 | ) | SAGE GROUP PLC/THE | | | (4,304 | ) | | | (990 | ) | | | (22.4 | ) |
| | (830,464 | ) | DEXUS | | | (4,280 | ) | | | 377 | | | | (22.3 | ) |
| | (75,268 | ) | TORONTO DOM BK | | | (4,177 | ) | | | (74 | ) | | | (21.8 | ) |
| | (86,033 | ) | ASR NEDERLND AIW | | | (4,172 | ) | | | 94 | | | | (21.7 | ) |
| | (41,481 | ) | SPIRAX GROUP PLC | | | (4,058 | ) | | | 289 | | | | (21.1 | ) |
| | (70,400 | ) | YAMATO KOGYO CO LTD | | | (3,554 | ) | | | (32 | ) | | | (18.5 | ) |
| | (125,457 | ) | VALMET OYJ | | | (3,493 | ) | | | 489 | | | | (18.2 | ) |
| | (469,500 | ) | MITSUBISHI LOGISTICS CORP | | | (3,457 | ) | | | 56 | | | | (18.0 | ) |
| | (309,500 | ) | SG HOLDINGS CO LTD | | | (3,401 | ) | | | 401 | | | | (17.7 | ) |
| | (167,076 | ) | SIG GROUP AG | | | (3,309 | ) | | | 35 | | | | (17.2 | ) |
| | (430,402 | ) | KINNEVIK B | | | (3,229 | ) | | | 270 | | | | (16.8 | ) |
| | (74,765 | ) | INTERPUMP GROUP | | | (3,226 | ) | | | (225 | ) | | | (16.8 | ) |
| | (877,554 | ) | IGO LTD | | | (3,131 | ) | | | 263 | | | | (16.3 | ) |
| | (857,571 | ) | STOCKLAND | | | (3,051 | ) | | | 163 | | | | (15.9 | ) |
| | (75,900 | ) | ZENKOKU HOSHO CO LTD | | | (2,995 | ) | | | 312 | | | | (15.6 | ) |
| | (2,855,000 | ) | MAPLETREE PAN ASIA COMMERCIAL | | | (2,969 | ) | | | 366 | | | | (15.5 | ) |
| | (644,714 | ) | SCHRODERS PLC | | | (2,905 | ) | | | 348 | | | | (15.1 | ) |
| | (271,000 | ) | KS HOLDINGS CORP | | | (2,889 | ) | | | 359 | | | | (15.1 | ) |
| | (280,345 | ) | HOWDEN JOINERY GROUP PLC | | | (2,885 | ) | | | (21 | ) | | | (15.0 | ) |
| | (1,464,770 | ) | SPARK NEW ZEALAND LTD | | | (2,852 | ) | | | 275 | | | | (14.9 | ) |
| | (66,045 | ) | MAGNA INTL A | | | (2,796 | ) | | | (222 | ) | | | (14.6 | ) |
| | (15,300 | ) | BKW SA | | | (2,776 | ) | | | 172 | | | | (14.5 | ) |
| | (222,800 | ) | SAWAI GROUP HOLDINGS CO LTD | | | (2,743 | ) | | | (479 | ) | | | (14.3 | ) |
| | (564,109 | ) | LENDLEASE GROUP | | | (2,725 | ) | | | 118 | | | | (14.2 | ) |
| | (246,400 | ) | RICOH CO LTD | | | (2,649 | ) | | | (158 | ) | | | (13.8 | ) |
| | (196,700 | ) | HASEKO CORP | | | (2,616 | ) | | | 5 | | | | (13.6 | ) |
| | (16,923 | ) | BOYD GROUP SERVICES INC | | | (2,611 | ) | | | 21 | | | | (13.6 | ) |
| | (238,600 | ) | VENTURE CORPORATION LTD | | | (2,562 | ) | | | 295 | | | | (13.4 | ) |
| | (8,419 | ) | TECAN HLD | | | (2,480 | ) | | | 488 | | | | (12.9 | ) |
| | (17,599 | ) | COLOPLAST B | | | (2,368 | ) | | | 166 | | | | (12.3 | ) |
| | (194,600 | ) | LIXIL CORP | | | (2,360 | ) | | | 110 | | | | (12.3 | ) |
| | (44,996 | ) | SIEMENS HEALTH | | | (2,350 | ) | | | (81 | ) | | | (12.2 | ) |
| | (46,974 | ) | STELLA JONES | | | (2,309 | ) | | | (86 | ) | | | (12.0 | ) |
| | (14,400 | ) | NITORI HOLDINGS CO LTD | | | (2,289 | ) | | | 467 | | | | (11.9 | ) |
| | (285,600 | ) | HAZAMA ANDO CORP | | | (2,262 | ) | | | 62 | | | | (11.8 | ) |
| | (45,200 | ) | NIPPON EXPRESS HOLDINGS INC | | | (2,250 | ) | | | (74 | ) | | | (11.7 | ) |
| | (645,544 | ) | ATLAS ARTERIA | | | (2,157 | ) | | | 79 | | | | (11.2 | ) |
| | (262,378 | ) | BANKINTER S.A. | | | (2,101 | ) | | | (55 | ) | | | (10.9 | ) |
| | (94,370 | ) | SAPUTO GP | | | (2,040 | ) | | | 299 | | | | (10.6 | ) |
| | (65,900 | ) | YASKAWA ELECTRIC CORP | | | (2,013 | ) | | | 302 | | | | (10.5 | ) |
| | (828,750 | ) | METCASH LTD | | | (2,007 | ) | | | 340 | | | | (10.5 | ) |
| | (131,248 | ) | TOMRA SYSTEMS | | | (1,952 | ) | | | 122 | | | | (10.2 | ) |
| | (3,057,500 | ) | GENTING SINGAPORE LIMITED | | | (1,950 | ) | | | 211 | | | | (10.2 | ) |
| | (74,200 | ) | SUMITOMO METAL MINING CO LTD | | | (1,948 | ) | | | 140 | | | | (10.2 | ) |
| | (352,235 | ) | SUPERIOR PLUS CORP | | | (1,898 | ) | | | 214 | | | | (9.9 | ) |
| | (174,500 | ) | LION CORP | | | (1,894 | ) | | | (165 | ) | | | (9.9 | ) |
| | (104,202 | ) | MEDIPAL HOLDINGS CORP | | | (1,889 | ) | | | 221 | | | | (9.8 | ) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Equity Ex-US Fund (Concluded)
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (1,280 | ) | PARTNERS GROUP | | $ | (1,873 | ) | | $ | 20 | | | | (9.8 | )% |
| | (2,308,255 | ) | ITV PLC | | | (1,842 | ) | | | (287 | ) | | | (9.6 | ) |
| | (284,300 | ) | CITIZEN WATCH CO LTD | | | (1,839 | ) | | | 181 | | | | (9.6 | ) |
| | (149,502 | ) | INFRASTRUTTURE WIRELESS ITALIANE SPA | | | (1,838 | ) | | | 315 | | | | (9.6 | ) |
| | (24,570 | ) | FISCHER | | | (1,827 | ) | | | (61 | ) | | | (9.5 | ) |
| | (233,840 | ) | DAVIDE CAMPARI-MILANO NV | | | (1,802 | ) | | | 412 | | | | (9.4 | ) |
| | (475,100 | ) | CITY DEVT LTD | | | (1,798 | ) | | | (46 | ) | | | (9.4 | ) |
| | (2,002,511 | ) | XINYI GLASS | | | (1,737 | ) | | | (357 | ) | | | (9.1 | ) |
| | (105,737 | ) | MONDI PLC | | | (1,714 | ) | | | 121 | | | | (8.9 | ) |
| | (30,195 | ) | JULIUS BAER | | | (1,707 | ) | | | (276 | ) | | | (8.9 | ) |
| | (410,077 | ) | WEB TRAVEL GROUP LTD | | | (1,695 | ) | | | 332 | | | | (8.8 | ) |
| | (108,544 | ) | SEEK LTD | | | (1,689 | ) | | | (152 | ) | | | (8.8 | ) |
| | (9,108 | ) | SWATCH GROUP | | | (1,687 | ) | | | 48 | | | | (8.8 | ) |
| | (463,397 | ) | A2 MILK CO LTD | | | (1,657 | ) | | | (73 | ) | | | (8.6 | ) |
| | (157,900 | ) | SUMCO CORP | | | (1,637 | ) | | | 387 | | | | (8.5 | ) |
| | (290,214 | ) | B&M EUROPEAN VALUE RETAIL SA | | | (1,630 | ) | | | 346 | | | | (8.5 | ) |
| | (23,670 | ) | REMY COINTREAU | | | (1,624 | ) | | | 178 | | | | (8.5 | ) |
| | (293,146 | ) | ALGONQUIN PWR & UTILS CORP | | | (1,613 | ) | | | 153 | | | | (8.4 | ) |
| | (246,393 | ) | ELEKTA | | | (1,584 | ) | | | 130 | | | | (8.3 | ) |
| | (38,685 | ) | HUGO BOSS | | | (1,576 | ) | | | 278 | | | | (8.2 | ) |
| | (1,521,800 | ) | BUD APAC | | | (1,571 | ) | | | 137 | | | | (8.2 | ) |
| | (58,781 | ) | ATS CORP | | | (1,565 | ) | | | (347 | ) | | | (8.2 | ) |
| | (137,959 | ) | BREMBO N.V. | | | (1,553 | ) | | | 290 | | | | (8.1 | ) |
| | (32,447 | ) | RANDSTAD NV | | | (1,549 | ) | | | 96 | | | | (8.1 | ) |
| | (188,650 | ) | BURBERRY GROUP PLC | | | (1,537 | ) | | | (1,374 | ) | | | (8.0 | ) |
| | (190,665 | ) | PENNON GROUP PLC | | | (1,532 | ) | | | 85 | | | | (8.0 | ) |
| | (12,250 | ) | BE SEMICOND IND | | | (1,527 | ) | | | 79 | | | | (8.0 | ) |
| | (124,600 | ) | HAMAMATSU PHOTONICS | | | (1,526 | ) | | | 65 | | | | (8.0 | ) |
| | (34,128 | ) | PUMA SE | | | (1,452 | ) | | | (131 | ) | | | (7.6 | ) |
| | (43,634 | ) | DIAGEO PLC | | | (1,438 | ) | | | 147 | | | | (7.5 | ) |
| | (218,866 | ) | HUSQVARNA | | | (1,427 | ) | | | 133 | | | | (7.4 | ) |
| | (14,378 | ) | BCV | | | (1,425 | ) | | | 2 | | | | (7.4 | ) |
| | (107,000 | ) | JFE HOLDINGS INC | | | (1,422 | ) | | | 218 | | | | (7.4 | ) |
| | (68,500 | ) | JARDINE CYCLE CARRIAGE LTD | | | (1,421 | ) | | | (19 | ) | | | (7.4 | ) |
| | (33,242 | ) | BROOKFIELD INFRASTRUCTURE-A | | | (1,403 | ) | | | (89 | ) | | | (7.3 | ) |
| | (10,808 | ) | ASCENDIS PHA-ADR | | | (1,380 | ) | | | (83 | ) | | | (7.2 | ) |
| | (127,267 | ) | RS GROUP PLC | | | (1,347 | ) | | | 190 | | | | (7.0 | ) |
| | (55,100 | ) | HITACHI CONST MACH CO LTD | | | (1,330 | ) | | | 103 | | | | (6.9 | ) |
| | (12,100 | ) | ALTEN | | | (1,324 | ) | | | 372 | | | | (6.9 | ) |
| | (133,081 | ) | WPP PLC | | | (1,315 | ) | | | (152 | ) | | | (6.9 | ) |
| | (24,852 | ) | LUNDBERGFRETAGEN | | | (1,299 | ) | | | 101 | | | | (6.8 | ) |
| | (319,320 | ) | ILUKA RESOURCES LTD | | | (1,298 | ) | | | 142 | | | | (6.8 | ) |
| | (844,804 | ) | REGION GROUP | | | (1,292 | ) | | | 93 | | | | (6.7 | ) |
| | (6,353 | ) | SARTORIUS STEDIM | | | (1,290 | ) | | | 92 | | | | (6.7 | ) |
| | (4,772 | ) | SARTORIUS | | | (1,284 | ) | | | 198 | | | | (6.7 | ) |
| | (149,000 | ) | HAKUHODO DY HOLDINGS INC | | | (1,259 | ) | | | 133 | | | | (6.6 | ) |
| | (173,510 | ) | PHOENIX GROUP HOLDINGS PLC | | | (1,257 | ) | | | 75 | | | | (6.6 | ) |
| | (32,600 | ) | KOBAYASHI PHARMACEUTICAL CO LTD | | | (1,250 | ) | | | (37 | ) | | | (6.5 | ) |
| | (33,614 | ) | SPECTRIS PLC | | | (1,250 | ) | | | 169 | | | | (6.5 | ) |
| | (512,100 | ) | WILMAR INTL | | | (1,244 | ) | | | 78 | | | | (6.5 | ) |
| | (1,178,000 | ) | SINO LAND | | | (1,220 | ) | | | 77 | | | | (6.4 | ) |
| | (52,200 | ) | SUMITOMO HEAVY IND LTD | | | (1,218 | ) | | | 127 | | | | (6.3 | ) |
| | (11,965 | ) | WENDEL INVESTISSEMENT | | | (1,216 | ) | | | 40 | | | | (6.3 | ) |
| | (141,300 | ) | JGC HOLDINGS CORP | | | (1,213 | ) | | | 4 | | | | (6.3 | ) |
| | (8,889 | ) | BEIERSDORF | | | (1,212 | ) | | | 65 | | | | (6.3 | ) |
| | (80,445 | ) | PEARSON PLC | | | (1,211 | ) | | | (46 | ) | | | (6.3 | ) |
| | (243,670 | ) | RENTOKIL INITIAL PLC | | | (1,209 | ) | | | 1 | | | | (6.3 | ) |
| | (4,607,000 | ) | PACIFIC BASIN | | | (1,197 | ) | | | 113 | | | | (6.2 | ) |
| | (32,842 | ) | PORSCHE AUTOMOBIL HOLDING SE | | | (1,190 | ) | | | (10 | ) | | | (6.2 | ) |
| | (457,676 | ) | MAN GROUP PLC/JERSEY | | | (1,190 | ) | | | (30 | ) | | | (6.2 | ) |
| | (19,303 | ) | BRENNTAG SE | | | (1,185 | ) | | | (57 | ) | | | (6.2 | ) |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
SEI Institutional Investments Trust
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (34,499 | ) | TRELLEBORG | | $ | (1,184 | ) | | $ | 50 | | | | (6.2 | )% |
| | (69,700 | ) | GMO INTERNET GROUP INC | | | (1,179 | ) | | | (20 | ) | | | (6.1 | ) |
| | (13,256 | ) | BACHEM | | | (1,171 | ) | | | 157 | | | | (6.1 | ) |
| | (82,100 | ) | KOITO MFG CO LTD | | | (1,147 | ) | | | 93 | | | | (6.0 | ) |
| | (179,631 | ) | NEW MELROSE INDUSTRIES PLC | | | (1,144 | ) | | | (165 | ) | | | (6.0 | ) |
| | (22,768 | ) | SYDBANK | | | (1,135 | ) | | | 15 | | | | (5.9 | ) |
| | (91,020 | ) | UMICORE | | | (1,071 | ) | | | 100 | | | | (5.6 | ) |
| | (19,303 | ) | BRENNTAG SE | | | (1,185 | ) | | | (57 | ) | | | (6.2 | ) |
| | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $7,648,545 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
† | Investment in Affiliated Security (see Note 6). |
‡ | Real Estate Investment Trust. |
(A) | Level 3 security in accordance with fair value hierarchy. |
(B) | No interest rate available. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($)(1) | | | Total ($) | |
Common Stock | | | 7,164,344 | | | | 41,608 | | | | – | ^ | | | 7,205,952 | |
Preferred Stock | | | 140,674 | | | | – | | | | – | | | | 140,674 | |
Exchange Traded Fund | | | 2,275 | | | | – | | | | – | | | | 2,275 | |
Rights | | | 22 | | | | – | | | | – | | | | 22 | |
Cash Equivalent | | | 138,510 | | | | – | | | | – | | | | 138,510 | |
Total Investments in Securities | | | 7,445,825 | | | | 41,608 | | | | – | | | | 7,487,433 | |
|
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 1,371 | | | | – | | | | – | | | | 1,371 | |
| Unrealized Depreciation | | | (411 | ) | | | – | | | | – | | | | (411 | ) |
| OTC Swap | | | | | | | | | | | | | | | | |
| Total Return Swap* | | | | | | | | | | | | | | | | |
| Unrealized Depreciation | | | – | | | | (8,090 | ) | | | – | | | | (8,090 | ) |
Total Other Financial Instruments | | | 960 | | | | (8,090 | ) | | | – | | | | (7,130 | ) |
| | | | | | | | | | | | | | | | | |
* | Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
(1) | A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets. |
^ | This category includes securities with a value of $0. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Liquidity Fund, LP | | $ | 35,680 | | | $ | 9 | | | $ | (35,607 | ) | | $ | (46 | ) | | $ | (36 | ) | | $ | — | | | $ | 77 | | | $ | — | |
SEI Daily Income Trust, Government Fund, Institutional Class | | | 49,270 | | | | 555,082 | | | | (465,842 | ) | | | — | | | | — | | | | 138,510 | | | | 2,679 | | | | — | |
Totals | | $ | 84,950 | | | $ | 555,091 | | | $ | (501,449 | ) | | $ | (46 | ) | | $ | (36 | ) | | $ | 138,510 | | | $ | 2,756 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 94.8% |
Australia — 3.7% |
ANZ Group Holdings Ltd | | | 478 | | | $ | 10 | |
Aristocrat Leisure Ltd | | | 13,422 | | | | 592 | |
BlueScope Steel Ltd | | | 7,542 | | | | 109 | |
Brambles Ltd | | | 20,638 | | | | 256 | |
Breville Group Ltd | | | 1,419 | | | | 31 | |
Capral Ltd | | | 9,442 | | | | 61 | |
Charter Hall Group ‡ | | | 2,891 | | | | 30 | |
Civmec Australia | | | 53,600 | | | | 45 | |
Clarity Pharmaceuticals Ltd * | | | 7,231 | | | | 30 | |
Cochlear Ltd | | | 97 | | | | 19 | |
Codan Ltd | | | 3,296 | | | | 34 | |
Cogstate Ltd * | | | 34,943 | | | | 23 | |
Commonwealth Bank of Australia | | | 1,818 | | | | 188 | |
Computershare Ltd | | | 31,952 | | | | 664 | |
Danakali Ltd (A) | | | 30,918 | | | | 8 | |
De Grey Mining Ltd * | | | 33,636 | | | | 33 | |
DGL Group * | | | 21,401 | | | | 8 | |
Environmental Group * | | | 72,655 | | | | 13 | |
Fiducian Group Ltd | | | 5,226 | | | | 30 | |
Fleetwood | | | 27,962 | | | | 36 | |
GenusPlus Group Ltd | | | 13,878 | | | | 23 | |
Gold Road Resources Ltd | | | 26,862 | | | | 33 | |
Goodman Group ‡ | | | 5,542 | | | | 137 | |
GR Engineering Services Ltd | | | 51,824 | | | | 78 | |
Hipages Group Holdings Ltd * | | | 27,014 | | | | 20 | |
Horizon Oil Ltd | | | 288,026 | | | | 37 | |
HUB24 Ltd | | | 697 | | | | 34 | |
Humm Group Ltd | | | 18,984 | | | | 8 | |
Image Resources NL * | | | 10,619 | | | | 1 | |
Infomedia | | | 21,079 | | | | 19 | |
JB Hi-Fi Ltd | | | 576 | | | | 34 | |
Macmahon Holdings Ltd | | | 286,343 | | | | 68 | |
Medibank Pvt Ltd | | | 16,737 | | | | 42 | |
Netwealth Group Ltd | | | 2,410 | | | | 48 | |
NEXTDC Ltd * | | | 5,036 | | | | 53 | |
Northern Star Resources Ltd | | | 13,567 | | | | 155 | |
Orica Ltd | | | 981 | | | | 12 | |
Playside Studios Ltd * | | | 154,041 | | | | 42 | |
Pro Medicus Ltd | | | 3,877 | | | | 636 | |
Qantas Airways Ltd * | | | 24,315 | | | | 139 | |
Qube Holdings Ltd | | | 22,532 | | | | 58 | |
REA Group Ltd | | | 189 | | | | 31 | |
Regis Healthcare Ltd | | | 11,886 | | | | 52 | |
Ricegrowers | | | 8,230 | | | | 53 | |
Rio Tinto Ltd | | | 16,000 | | | | 1,232 | |
Sandfire Resources Ltd | | | 4,738 | | | | 32 | |
Servcorp | | | 16,520 | | | | 52 | |
Service Stream Ltd | | | 100,207 | | | | 106 | |
Shape Australia Pty | | | 23,553 | | | | 43 | |
Sigma Healthcare Ltd | | | 40,056 | | | | 75 | |
SKS Technologies Group Ltd | | | 36,634 | | | | 48 | |
Solvar | | | 70,625 | | | | 63 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Tuas Ltd * | | | 18,094 | | | $ | 66 | |
Universal Store Holdings Ltd | | | 12,770 | | | | 65 | |
Vault Minerals Ltd * | | | 149,665 | | | | 34 | |
Veem Ltd | | | 28,990 | | | | 25 | |
Westpac Banking Corp | | | 3,649 | | | | 79 | |
WiseTech Global Ltd | | | 438 | | | | 37 | |
XRF Scientific Ltd | | | 8,970 | | | | 11 | |
| | | | | | | 6,001 | |
| | | | | | | | |
Austria — 0.2% |
Erste Group Bank AG | | | 2,993 | | | | 164 | |
Fabasoft AG | | | 1,487 | | | | 27 | |
Porr Ag | | | 2,068 | | | | 35 | |
Raiffeisen Bank International AG | | | 132 | | | | 3 | |
Strabag SE | | | 389 | | | | 16 | |
| | | | | | | 245 | |
| | | | | | | | |
Belgium — 0.8% |
Jensen-Group NV | | | 447 | | | | 20 | |
KBC Group NV | | | 2,548 | | | | 184 | |
Lotus Bakeries NV | | | 3 | | | | 36 | |
Syensqo SA | | | 15,000 | | | | 1,113 | |
| | | | | | | 1,353 | |
| | | | | | | | |
Brazil — 1.9% |
Allied Tecnologia SA | | | 7,600 | | | | 11 | |
Banco BTG Pactual SA | | | 7,200 | | | | 36 | |
Banco do Brasil SA | | | 250,000 | | | | 1,030 | |
BRF SA * | | | 7,700 | | | | 32 | |
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | | | 3,600 | | | | 55 | |
Dexxos Participacoes SA | | | 6,900 | | | | 10 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 5,504 | | | | 69 | |
Pagseguro Digital Ltd, Cl A * | | | 2,516 | | | | 18 | |
Petroleo Brasileiro SA ADR | | | 13,739 | | | | 196 | |
Profarma Distribuidora de Produtos Farmaceuticos SA (Brazil) | | | 36,500 | | | | 42 | |
Telefonica Brasil SA | | | 135,000 | | | | 1,114 | |
TOTVS SA | | | 81,600 | | | | 373 | |
Ultrapar Participacoes SA | | | 7,800 | | | | 23 | |
Wheaton Precious Metals Corp | | | 878 | | | | 55 | |
| | | | | | | 3,064 | |
| | | | | | | | |
Burkina Faso — 0.0% |
IAMGOLD Corp * | | | 7,487 | | | | 41 | |
| | | | | | | | |
Cameroon — 0.0% |
Golar LNG Ltd | | | 1,162 | | | | 46 | |
| | | | | | | | |
Canada — 5.1% |
ADENTRA Inc | | | 1,133 | | | | 33 | |
Agnico Eagle Mines Ltd | | | 3,002 | | | | 253 | |
Alamos Gold Inc, Cl A | | | 5,139 | | | | 98 | |
Aritzia Inc * | | | 1,046 | | | | 35 | |
Atco Ltd/Canada, Cl I | | | 1,512 | | | | 53 | |
Barrick Gold Corp | | | 61,112 | | | | 1,070 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Brookfield Corp, Cl A | | | 989 | | | $ | 61 | |
Canadian Imperial Bank of Commerce | | | 8,679 | | | | 563 | |
Canadian Natural Resources Ltd | | | 1,090 | | | | 37 | |
Cargojet Inc | | | 381 | | | | 33 | |
CCL Industries Inc, Cl B | | | 1,745 | | | | 97 | |
Celestica Inc * | | | 1,564 | | | | 134 | |
Centerra Gold Inc | | | 26,691 | | | | 161 | |
CES Energy Solutions Corp | | | 6,188 | | | | 43 | |
Colliers International Group Inc | | | 232 | | | | 36 | |
Constellation Software (A) | | | 66 | | | | – | |
Coveo Solutions Inc * | | | 4,600 | | | | 24 | |
D2L Inc * | | | 12,829 | | | | 148 | |
Dollarama Inc | | | 11,500 | | | | 1,198 | |
Dorel Industries Inc, Cl B * | | | 9,000 | | | | 28 | |
Dundee, Cl A * | | | 20,500 | | | | 23 | |
Dynacor Group Inc | | | 33,080 | | | | 141 | |
Element Fleet Management Corp | | | 4,101 | | | | 87 | |
Enbridge Inc | | | 2,055 | | | | 89 | |
Enghouse Systems Ltd | | | 500 | | | | 10 | |
Ensign Energy Services Inc * | | | 17,287 | | | | 36 | |
Firan Technology Group Corp * | | | 2,400 | | | | 13 | |
Fortuna Mining Corp * | | | 19,585 | | | | 94 | |
Freehold Royalties Ltd | | | 4,823 | | | | 48 | |
Great-West Lifeco Inc | | | 4,015 | | | | 145 | |
Headwater Exploration Inc | | | 7,309 | | | | 36 | |
Hemisphere Energy Corp | | | 91,300 | | | | 123 | |
High Liner Foods Inc | | | 9,600 | | | | 106 | |
Hydro One Ltd | | | 1,086 | | | | 36 | |
iA Financial Corp Inc | | | 4,788 | | | | 458 | |
IGM Financial Inc | | | 958 | | | | 32 | |
InPlay Oil Corp, Cl Common Subs. Receipt | | | 5,300 | | | | 7 | |
K-Bro Linen Inc | | | 400 | | | | 11 | |
Kinross Gold Corp | | | 10,723 | | | | 105 | |
KITS Eyecare Ltd * | | | 1,400 | | | | 9 | |
Knight Therapeutics * | | | 14,700 | | | | 55 | |
Lassonde Industries Inc, Cl Common Subs. Receipt | | | 700 | | | | 90 | |
Lucero Energy Corp * | | | 226,000 | | | | 65 | |
Mandalay Resources, Cl Common Subs. Receipt * | | | 28,500 | | | | 73 | |
Manulife Financial Corp | | | 9,527 | | | | 307 | |
Melcor Developments Ltd | | | 2,800 | | | | 26 | |
National Bank of Canada | | | 1,475 | | | | 146 | |
Neo Performance Materials Inc | | | 9,400 | | | | 53 | |
Paramount Resources Ltd, Cl A | | | 700 | | | | 16 | |
Pembina Pipeline Corp | | | 1,389 | | | | 57 | |
PHX Energy Services Corp | | | 12,429 | | | | 87 | |
Reitmans Canada Ltd, Cl A * | | | 11,197 | | | | 21 | |
Rubellite Energy * | | | 15,700 | | | | 25 | |
Sangoma Technologies * | | | 2,400 | | | | 15 | |
Secure Energy Services Inc | | | 3,990 | | | | 45 | |
Shopify Inc, Cl A * | | | 1,040 | | | | 120 | |
Softchoice Corp | | | 6,469 | | | | 108 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
South Bow Corp * | | | 238 | | | $ | 6 | |
Sprott Inc | | | 1,300 | | | | 57 | |
Stella-Jones Inc | | | 935 | | | | 48 | |
Suncor Energy Inc | | | 733 | | | | 29 | |
Thinkific Labs Inc * | | | 25,200 | | | | 55 | |
Thomson Reuters Corp | | | 1,333 | | | | 217 | |
Toromont Industries Ltd | | | 6,597 | | | | 542 | |
Total Energy Services Inc | | | 7,500 | | | | 63 | |
TransAlta Corp | | | 4,420 | | | | 50 | |
VersaBank | | | 3,200 | | | | 57 | |
Westaim Corp/The * | | | 14,449 | | | | 51 | |
WSP Global Inc | | | 301 | | | | 54 | |
| | | | | | | 8,252 | |
| | | | | | | | |
Chile — 0.0% |
Falabella SA * | | | 14,156 | | | | 48 | |
| | | | | | | | |
China — 4.7% |
Agricultural Bank of China Ltd, Cl H | | | 778,000 | | | | 388 | |
Alibaba Group Holding Ltd ADR | | | 1,528 | | | | 133 | |
Aluminum Corp of China Ltd, Cl H | | | 52,000 | | | | 31 | |
Anker Innovations Technology Co Ltd, Cl A | | | 3,510 | | | | 40 | |
ANTA Sports Products Ltd | | | 4,000 | | | | 40 | |
Anton Oilfield Services Group/Hong Kong | | | 492,000 | | | | 37 | |
APT Medical Inc, Cl A | | | 630 | | | | 32 | |
Autohome Inc, Cl A | | | 1,500 | | | | 10 | |
Baidu Inc, Cl A * | | | 5,650 | | | | 59 | |
Beauty Farm Medical And Health Industry | | | 5,000 | | | | 11 | |
BeiGene Ltd * | | | 1,800 | | | | 30 | |
Beijing Roborock Technology Co Ltd, Cl A | | | 984 | | | | 29 | |
Best Pacific International Holdings Ltd | | | 246,000 | | | | 91 | |
Bilibili Inc ADR * | | | 1,522 | | | | 29 | |
Bilibili Inc, Cl Z * | | | 12,180 | | | | 233 | |
Bluestar Adisseo Co, Cl A | | | 19,600 | | | | 29 | |
Bosideng International Holdings Ltd | | | 60,000 | | | | 31 | |
BYD Co Ltd, Cl H | | | 1,000 | | | | 33 | |
Capital Securities Co Ltd, Cl A | | | 11,800 | | | | 39 | |
CGN Power Co Ltd, Cl H | | | 115,000 | | | | 38 | |
China Boqi Environmental Holding Co Ltd | | | 121,000 | | | | 14 | |
China CITIC Financial Asset Management Co Ltd, Cl H * | | | 360,000 | | | | 30 | |
China Construction Bank Corp, Cl H * | | | 1,363,000 | | | | 1,025 | |
China Feihe Ltd | | | 41,000 | | | | 30 | |
Chongqing Zongshen Power Machinery Co Ltd, Cl A | | | 13,102 | | | | 51 | |
COSCO SHIPPING Holdings Co Ltd, Cl H | | | 21,500 | | | | 30 | |
Country Garden Services Holdings Co Ltd | | | 43,000 | | | | 31 | |
Dong-E-E-Jiao Co Ltd, Cl A | | | 6,300 | | | | 50 | |
Eastroc Beverage Group Co Ltd, Cl A | | | 4,010 | | | | 119 | |
Eoptolink Technology Inc Ltd, Cl A | | | 1,700 | | | | 27 | |
E-Star Commercial Management Co Ltd | | | 262,000 | | | | 41 | |
Geely Automobile Holdings Ltd | | | 35,000 | | | | 62 | |
Henan Pinggao Electric Co Ltd, Cl A * | | | 13,100 | | | | 32 | |
Homeland Interactive Technology Ltd | | | 54,000 | | | | 11 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Industrial & Commercial Bank of China Ltd, Cl H * | | | 158,000 | | | $ | 93 | |
Innovent Biologics Inc * | | | 8,000 | | | | 40 | |
JD Logistics Inc * | | | 38,900 | | | | 69 | |
JD.com Inc, Cl A | | | 8,900 | | | | 164 | |
JOYY Inc ADR * | | | 1,562 | | | | 61 | |
Ju Teng International Holdings Ltd * | | | 59,000 | | | | 11 | |
Kingsoft Corp Ltd | | | 6,200 | | | | 25 | |
Kuaishou Technology, Cl B * | | | 40,000 | | | | 248 | |
Launch Tech Co Ltd, Cl H | | | 77,500 | | | | 68 | |
Lee & Man Chemical Co Ltd | | | 22,000 | | | | 10 | |
Lenovo Group Ltd | | | 228,000 | | | | 267 | |
Linmon Media Ltd | | | 36,500 | | | | 15 | |
Meituan, Cl B * | | | 16,900 | | | | 366 | |
Midea Group Co Ltd, Cl A | | | 3,200 | | | | 31 | |
Natural Food International Holding Ltd | | | 296,000 | | | | 18 | |
Neusoft Education Technology | | | 43,200 | | | | 14 | |
New China Life Insurance Co Ltd, Cl H * | | | 10,300 | | | | 31 | |
New Hope Service Holdings Ltd | | | 73,000 | | | | 19 | |
New Oriental Education & Technology Group Inc ADR | | | 344 | | | | 20 | |
NIO Inc ADR * | | | 5,687 | | | | 25 | |
Pop Mart International Group Ltd | | | 10,990 | | | | 127 | |
Precision Tsugami China | | | 8,000 | | | | 13 | |
Prosus NV | | | 852 | | | | 35 | |
Qifu Technology Inc ADR | | | 426 | | | | 16 | |
Shandong Himile Mechanical Science & Technology Co Ltd, Cl A * | | | 6,800 | | | | 42 | |
Shanghai Allist Pharmaceuticals Co Ltd, Cl A | | | 6,215 | | | | 52 | |
Shanghai Zhenhua Heavy Industries Co Ltd, Cl A | | | 45,900 | | | | 26 | |
Sharetronic Data Technology Co Ltd, Cl A | | | 3,000 | | | | 38 | |
Shenguan Holdings Group Ltd | | | 1,030,572 | | | | 38 | |
Shennan Circuits Co Ltd, Cl A | | | 2,400 | | | | 33 | |
Shenzhen Infogem Technologies, Cl A | | | 5,400 | | | | 39 | |
Shenzhen SC New Energy Technology Corp, Cl A | | | 2,700 | | | | 26 | |
Shenzhen Woer Heat-Shrinkable Material Co Ltd, Cl A | | | 15,600 | | | | 39 | |
SITC International Holdings Co Ltd | | | 12,000 | | | | 31 | |
Tencent Holdings Ltd | | | 28,700 | | | | 1,468 | |
Tencent Music Entertainment Group ADR | | | 3,195 | | | | 36 | |
Tianjin Development Holdings Ltd | | | 39,427 | | | | 10 | |
TK Group Holdings Ltd | | | 78,374 | | | | 19 | |
Tongdao Liepin Group * | | | 38,600 | | | | 13 | |
Trip.com Group Ltd * | | | 1,850 | | | | 121 | |
Vesync Co Ltd | | | 63,486 | | | | 33 | |
Victory Giant Technology Huizhou Co Ltd, Cl A | | | 5,400 | | | | 30 | |
Vipshop Holdings Ltd ADR | | | 18,107 | | | | 250 | |
X Financial ADR | | | 3,785 | | | | 29 | |
Xiaomi Corp, Cl B * | | | 55,800 | | | | 199 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Xin Point Holdings Ltd | | | 31,000 | | | $ | 16 | |
Xingye Alloy Materials Group Ltd * | | | 57,569 | | | | 7 | |
Yangzijiang Shipbuilding Holdings Ltd | | | 45,900 | | | | 82 | |
Yili Chuanning Biotechnology Co Ltd, Cl A | | | 33,100 | | | | 60 | |
Zhejiang Akcome New Energy Technology Co Ltd * | | | 92,600 | | | | – | |
Zhejiang NHU Co Ltd, Cl A | | | 13,200 | | | | 40 | |
Zhejiang Weixing Industrial Development Co Ltd, Cl A | | | 54,600 | | | | 104 | |
Zhongzhi Pharmaceutical Holdings Ltd | | | 69,000 | | | | 9 | |
| | | | | | | 7,592 | |
| | | | | | | | |
Denmark — 2.3% |
ALK-Abello A/S * | | | 1,663 | | | | 38 | |
AP Moller - Maersk A/S, Cl B | | | 1,094 | | | | 1,855 | |
Coloplast A/S, Cl B | | | 4,381 | | | | 552 | |
Genmab A/S * | | | 88 | | | | 19 | |
MT Hoejgaard Holding A/S * | | | 349 | | | | 14 | |
NKT A/S * | | | 326 | | | | 25 | |
Novo Nordisk A/S, Cl B | | | 3,590 | | | | 385 | |
Novonesis (Novozymes) B, Cl B | | | 489 | | | | 29 | |
Pandora A/S | | | 2,015 | | | | 324 | |
ROCKWOOL A/S, Cl A | | | 943 | | | | 347 | |
ROCKWOOL A/S, Cl B | | | 129 | | | | 47 | |
Svitzer Group A/S * | | | 54 | | | | 2 | |
| | | | | | | 3,637 | |
| | | | | | | | |
Finland — 0.9% |
Atria Oyj, Cl A | | | 766 | | | | 9 | |
Cargotec Oyj, Cl B | | | 590 | | | | 33 | |
Consti Oyj | | | 934 | | | | 10 | |
Elisa Oyj, Cl A | | | 555 | | | | 25 | |
Nokia Oyj | | | 300,000 | | | | 1,261 | |
Nokia Oyj ADR | | | 6,461 | | | | 27 | |
Orion Oyj, Cl B | | | 606 | | | | 29 | |
Raisio Oyj, Cl V | | | 12,679 | | | | 28 | |
Wartsila OYJ Abp, Cl B | | | 2,143 | | | | 39 | |
| | | | | | | 1,461 | |
| | | | | | | | |
France — 4.6% |
BNP Paribas SA | | | 8,449 | | | | 506 | |
Caisse Regionale de Credit Agricole Mutuel Nord de France | | | 716 | | | | 10 | |
Carrefour SA | | | 75,000 | | | | 1,141 | |
Cie de Saint-Gobain SA | | | 969 | | | | 88 | |
Danone SA | | | 18,000 | | | | 1,229 | |
Dassault Aviation SA | | | 6,000 | | | | 1,194 | |
Dassault Systemes SE | | | 174 | | | | 6 | |
Engie SA | | | 667 | | | | 11 | |
EssilorLuxottica SA | | | 3,844 | | | | 933 | |
LVMH Moet Hennessy Louis Vuitton SE | | | 1,162 | | | | 727 | |
Pernod Ricard SA | | | 3,507 | | | | 392 | |
Publicis Groupe SA | | | 778 | | | | 84 | |
Quadient SA | | | 4 | | | | – | |
Societe BIC SA | | | 15,887 | | | | 1,059 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
SPIE SA | | | 438 | | | $ | 14 | |
Technip Energies | | | 1,692 | | | | 42 | |
Vente-Unique.Com SA | | | 674 | | | | 9 | |
VIEL & Cie SA | | | 2,019 | | | | 23 | |
| | | | | | | 7,468 | |
| | | | | | | | |
Germany — 5.5% |
adidas AG | | | 1,801 | | | | 424 | |
AlzChem Group AG | | | 2,443 | | | | 147 | |
Bastei Luebbe AG | | | 2,568 | | | | 27 | |
Bayer AG | | | 52,000 | | | | 1,065 | |
Birkenstock Holding Plc * | | | 1,065 | | | | 55 | |
Cewe Stiftung & Co KGAA | | | 400 | | | | 41 | |
Commerzbank AG | | | 5,974 | | | | 92 | |
Continental AG | | | 19,311 | | | | 1,265 | |
CTS Eventim AG & Co KGaA | | | 372 | | | | 33 | |
Deutsche Bank AG | | | 24,052 | | | | 408 | |
Deutsche Boerse AG | | | 2,813 | | | | 658 | |
Deutsche Wohnen SE | | | 706 | | | | 18 | |
Evonik Industries AG | | | 3,315 | | | | 61 | |
Heidelberg Materials AG | | | 168 | | | | 21 | |
KSB SE & Co KGaA | | | 47 | | | | 31 | |
MBB SE | | | 719 | | | | 78 | |
Mercedes-Benz Group AG | | | 20,000 | | | | 1,119 | |
Merck KGaA | | | 439 | | | | 66 | |
MLP | | | 4,028 | | | | 25 | |
MPC Muenchmeyer Petersen Capital | | | 1,281 | | | | 8 | |
MTU Aero Engines AG | | | 229 | | | | 78 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | | | 474 | | | | 247 | |
Rational AG | | | 39 | | | | 36 | |
Rheinmetall AG | | | 103 | | | | 68 | |
RWE AG | | | 2,361 | | | | 79 | |
SAP SE | | | 8,666 | | | | 2,059 | |
Scout24 SE | | | 7,192 | | | | 646 | |
SUSS MicroTec SE | | | 1,040 | | | | 54 | |
Traton SE | | | 1,012 | | | | 31 | |
| | | | | | | 8,940 | |
| | | | | | | | |
Greece — 0.1% |
Alumil Aluminium Industry * | | | 3,104 | | | | 13 | |
Eurobank Ergasias Services and Holdings SA | | | 18,193 | | | | 38 | |
National Bank of Greece SA | | | 5,941 | | | | 42 | |
Performance Technologies IT Solutions | | | 1,694 | | | | 10 | |
Piraeus Port Authority SA | | | 1,814 | | | | 60 | |
StealthGas Inc * | | | 1,351 | | | | 7 | |
| | | | | | | 170 | |
| | | | | | | | |
Guatemala — 0.0% |
Millicom International Cellular SA * | | | 1,323 | | | | 32 | |
| | | | | | | | |
Hong Kong — 3.4% |
AIA Group Ltd | | | 215,000 | | | | 1,607 | |
Ajisen China Holdings Ltd | | | 417,000 | | | | 44 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Analogue Holdings Ltd | | | 39,789 | | | $ | 5 | |
Build King Holdings Ltd | | | 25,302 | | | | 3 | |
Dream International Ltd | | | 90,000 | | | | 56 | |
Futu Holdings Ltd ADR * | | | 1,086 | | | | 95 | |
Hong Kong Exchanges & Clearing Ltd | | | 17,200 | | | | 641 | |
Jacobson Pharma Corp Ltd | | | 126,000 | | | | 13 | |
Jinmao Property Services | | | 51,000 | | | | 17 | |
Johnson Electric Holdings Ltd | | | 16,001 | | | | 22 | |
Lee's Pharmaceutical Holdings Ltd | | | 86,110 | | | | 13 | |
LH GROUP LTD | | | 56,000 | | | | 3 | |
Midland Holdings Ltd * | | | 445,994 | | | | 41 | |
Nameson Holdings Ltd | | | 566,000 | | | | 66 | |
New Times * | | | 578,000 | | | | 4 | |
PAX Global Technology Ltd | | | 137,000 | | | | 91 | |
Perennial Energy Holdings Ltd | | | 333,559 | | | | 45 | |
Plover Bay Technologies Ltd | | | 152,000 | | | | 96 | |
Sitoy Group Holdings Ltd | | | 322,000 | | | | 24 | |
Smart-Core Holdings Ltd | | | 134,000 | | | | 28 | |
Stella International Holdings Ltd | | | 34,500 | | | | 63 | |
Sundart Holdings Ltd * | | | 274,000 | | | | 14 | |
Swire Pacific Ltd, Cl A | | | 135,500 | | | | 1,115 | |
Texwinca Holdings Ltd | | | 629,257 | | | | 66 | |
Tian An China Investment Co Ltd | | | 14,000 | | | | 7 | |
Time Watch Investments Ltd * | | | 263,233 | | | | 11 | |
VTech Holdings Ltd | | | 195,000 | | | | 1,332 | |
YTO International Express & Supply Chain Technology Ltd | | | 132,000 | | | | 22 | |
| | | | | | | 5,544 | |
| | | | | | | | |
Hungary — 0.1% |
AutoWallis Nyrt * | | | 32,362 | | | | 12 | |
MOL Hungarian Oil & Gas PLC | | | 6,055 | | | | 41 | |
Opus Global Nyrt | | | 35,341 | | | | 45 | |
OTP Bank Nyrt | | | 712 | | | | 39 | |
| | | | | | | 137 | |
| | | | | | | | |
India — 2.1% |
Bajaj Auto Ltd | | | 389 | | | | 42 | |
Bengal & Assam Co Ltd | | | 346 | | | | 39 | |
Bharat Petroleum Corp Ltd | | | 22,302 | | | | 77 | |
Bharti Airtel Ltd | | | 1,859 | | | | 36 | |
CG Power & Industrial Solutions Ltd | | | 4,244 | | | | 37 | |
Coal India Ltd | | | 60,045 | | | | 296 | |
Colgate-Palmolive India Ltd | | | 4,961 | | | | 170 | |
DB Corp Ltd | | | 63,687 | | | | 234 | |
Dixon Technologies India Ltd | | | 412 | | | | 77 | |
Dr Reddy's Laboratories Ltd | | | 5,590 | | | | 79 | |
Eco Recycling Ltd * | | | 2,797 | | | | 32 | |
Forbes & Co Ltd * | | | 242 | | | | 1 | |
Forbes Precision Tools & Machicne Parts | | | 2,152 | | | | 7 | |
GE T&D India Ltd | | | 1,952 | | | | 41 | |
Gulf Oil Lubricants India Ltd | | | 16,249 | | | | 213 | |
HCL Technologies Ltd | | | 2,144 | | | | 47 | |
HDFC Bank Ltd ADR | | | 12,948 | | | | 864 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Himadri Speciality Chemical Ltd | | | 4,933 | | | $ | 31 | |
Hindustan Aeronautics Ltd | | | 578 | | | | 31 | |
Hindustan Zinc Ltd | | | 5,616 | | | | 33 | |
ICICI Bank Ltd | | | 9,572 | | | | 147 | |
IIFL Securities Ltd | | | 43,051 | | | | 166 | |
Indraprastha Medical Corp Ltd | | | 15,048 | | | | 82 | |
Infosys Ltd | | | 3,872 | | | | 85 | |
Infosys Ltd ADR | | | 3,227 | | | | 71 | |
InterGlobe Aviation Ltd * | | | 625 | | | | 32 | |
KEC International Ltd | | | 3,728 | | | | 46 | |
Mahindra & Mahindra Ltd | | | 888 | | | | 31 | |
MakeMyTrip Ltd * | | | 399 | | | | 46 | |
State Bank of India | | | 3,542 | | | | 35 | |
Trent Ltd | | | 896 | | | | 72 | |
TV Today Network | | | 19,855 | | | | 48 | |
United Spirits Ltd | | | 2,089 | | | | 38 | |
Voltas Ltd | | | 2,649 | | | | 52 | |
| | | | | | | 3,338 | |
| | | | | | | | |
Indonesia — 0.4% |
Adira Dinamika Multi Finance Tbk PT | | | 28,800 | | | | 19 | |
Agung Podomoro Land * | | | 1,805,541 | | | | 11 | |
Akasha Wira International Tbk PT * | | | 24,200 | | | | 15 | |
Asahimas Flat Glass Tbk PT | | | 33,200 | | | | 10 | |
Asuransi Tugu Pratama Indonesia Tbk PT | | | 709,700 | | | | 47 | |
Bank Central Asia Tbk PT | | | 87,700 | | | | 55 | |
Baramulti Suksessarana Tbk PT | | | 60,207 | | | | 16 | |
Barito Pacific Tbk PT | | | 124 | | | | – | |
BISI International Tbk PT | | | 370,703 | | | | 26 | |
Bumi Resources Minerals Tbk PT * | | | 1,093,700 | | | | 28 | |
Chandra Asri Pacific Tbk PT | | | 83,500 | | | | 37 | |
Cisadane Sawit Raya Tbk PT | | | 355,055 | | | | 15 | |
Delta Djakarta Tbk PT | | | 34,500 | | | | 5 | |
Elnusa Tbk PT | | | 4,519,600 | | | | 126 | |
Golden Energy Mines Tbk PT | | | 42,600 | | | | 29 | |
IMC Pelita Logistik TBK PT | | | 761,997 | | | | 20 | |
Jasa Armada Indonesia Tbk PT | | | 995,800 | | | | 17 | |
Mitrabahtera Segara Sejati Tbk PT * | | | 337,947 | | | | 22 | |
Resource Alam Indonesia Tbk PT | | | 633,307 | | | | 20 | |
Salim Ivomas Pratama Tbk PT | | | 184,952 | | | | 5 | |
Samudera Indonesia Tbk PT | | | 616,066 | | | | 11 | |
Soechi Lines Tbk PT * | | | 3,302,800 | | | | 36 | |
Sunindo Pratama Tbk PT | | | 705,700 | | | | 37 | |
Surya Pertiwi | | | 243,600 | | | | 10 | |
Uni-Charm Indonesia Tbk PT | | | 168,400 | | | | 8 | |
| | | | | | | 625 | |
| | | | | | | | |
Ireland — 1.3% |
Accenture PLC, Cl A | | | 2,574 | | | | 933 | |
AerCap Holdings NV | | | 607 | | | | 60 | |
AIB Group PLC | | | 198,592 | | | | 1,080 | |
| | | | | | | 2,073 | |
| | | | | | | | |
Israel — 1.7% |
Camtek Ltd/Israel | | | 705 | | | | 53 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Cellebrite DI Ltd * | | | 1,544 | | | $ | 31 | |
Check Point Software Technologies Ltd * | | | 8,529 | | | | 1,552 | |
GAN Shmuel Foods | | | 729 | | | | 8 | |
Nice Ltd ADR * | | | 1,060 | | | | 193 | |
Nova Ltd * | | | 690 | | | | 127 | |
Shufersal Ltd | | | 4,065 | | | | 41 | |
Teva Pharmaceutical Industries Ltd ADR * | | | 2,025 | | | | 34 | |
Wix.com Ltd * | | | 3,263 | | | | 730 | |
| | | | | | | 2,769 | |
| | | | | | | | |
Italy — 1.1% |
A2A SpA | | | 20,230 | | | | 46 | |
Banca Popolare di Sondrio SPA | | | 7,942 | | | | 60 | |
BPER Banca SPA | | | 17,841 | | | | 109 | |
Brunello Cucinelli SpA | | | 611 | | | | 61 | |
Ferrari NV | | | 244 | | | | 106 | |
Intesa Sanpaolo SpA | | | 66,618 | | | | 255 | |
Leonardo SpA | | | 9,130 | | | | 246 | |
Maire SpA | | | 7,444 | | | | 57 | |
Powersoft SpA | | | 3,750 | | | | 51 | |
PRADA SpA | | | 5,900 | | | | 40 | |
UniCredit SpA | | | 19,329 | | | | 743 | |
| | | | | | | 1,774 | |
| | | | | | | | |
Japan — 11.1% |
ABC-Mart Inc | | | 2,300 | | | | 47 | |
Ad-sol Nissin Corp | | | 1,200 | | | | 17 | |
Ainavo Holdings Co Ltd | | | 3,750 | | | | 15 | |
Alpha Systems Inc | | | 900 | | | | 21 | |
AlphaPolis Co Ltd | | | 1,500 | | | | 30 | |
Amano Corp | | | 1,400 | | | | 40 | |
Anest Iwata Corp | | | 5,800 | | | | 54 | |
Asics Corp | | | 2,100 | | | | 42 | |
Atled Corp | | | 1,100 | | | | 12 | |
Aucnet Inc | | | 700 | | | | 13 | |
Avant Group Corp | | | 2,400 | | | | 34 | |
Bandai Namco Holdings Inc | | | 1,500 | | | | 32 | |
Bic Camera Inc | | | 3,700 | | | | 41 | |
Brother Industries Ltd | | | 71,300 | | | | 1,251 | |
Business Brain Showa-Ota Inc | | | 3,300 | | | | 46 | |
Capcom Co Ltd | | | 4,692 | | | | 110 | |
Central Japan Railway Co | | | 8,100 | | | | 166 | |
CyberAgent Inc | | | 3,700 | | | | 26 | |
Dai-ichi Life Holdings Inc | | | 6,500 | | | | 175 | |
Daiichi Sankyo Co Ltd | | | 3,800 | | | | 120 | |
Daito Trust Construction Co Ltd | | | 800 | | | | 89 | |
Daiwa Securities Group Inc | | | 19,300 | | | | 129 | |
Denso Corp | | | 3,300 | | | | 47 | |
Dentsu Group Inc | | | 42,300 | | | | 1,077 | |
Digital Arts Inc | | | 200 | | | | 8 | |
East Japan Railway Co | | | 9,100 | | | | 177 | |
Ebase Co Ltd | | | 2,300 | | | | 10 | |
en Japan Inc | | | 1,400 | | | | 19 | |
Enshu Truck Co Ltd | | | 500 | | | | 8 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Entrust Inc | | | 1,700 | | | $ | 9 | |
FANUC Corp | | | 1,500 | | | | 39 | |
Fast Retailing Co Ltd | | | 800 | | | | 272 | |
Freund Corp | | | 1,700 | | | | 8 | |
FTGroup Co Ltd | | | 5,200 | | | | 42 | |
Fujii Sangyo Corp | | | 600 | | | | 10 | |
Fujikura Ltd | | | 1,500 | | | | 53 | |
Fujitsu Ltd | | | 33,740 | | | | 644 | |
Furuno Electric Co Ltd | | | 1,300 | | | | 22 | |
Fuso Pharmaceutical Industries Ltd | | | 1,000 | | | | 17 | |
Goldwin Inc | | | 300 | | | | 18 | |
Hirose Tusyo Inc | | | 900 | | | | 24 | |
Hitachi Ltd | | | 2,500 | | | | 62 | |
Hokkaido Gas Co Ltd | | | 5,000 | | | | 18 | |
Hoya Corp | | | 5,100 | | | | 654 | |
Ichikoh Industries Ltd | | | 4,500 | | | | 12 | |
IDEA Consultants | | | 900 | | | | 15 | |
IMAGICA GROUP Inc | | | 2,900 | | | | 10 | |
Japan Tobacco Inc | | | 4,900 | | | | 138 | |
JFE Systems Inc | | | 500 | | | | 10 | |
Kamakura Shinsho Ltd | | | 2,200 | | | | 8 | |
Kandenko Co Ltd | | | 3,300 | | | | 48 | |
Kanefusa Corp | | | 2,300 | | | | 10 | |
Keio Corp | | | 2,200 | | | | 58 | |
Keisei Electric Railway Co Ltd | | | 1,300 | | | | 39 | |
Kewpie Corp | | | 2,800 | | | | 64 | |
Keyence Corp | | | 1,500 | | | | 646 | |
Kikkoman Corp | | | 3,600 | | | | 39 | |
Kimura Unity Co Ltd | | | 2,700 | | | | 26 | |
Kita-Nippon Bank Ltd/The | | | 1,200 | | | | 22 | |
Kobe Bussan Co Ltd | | | 1,200 | | | | 30 | |
Koito Manufacturing Co Ltd | | | 80,000 | | | | 1,038 | |
Kokusai Electric Corp | | | 1,900 | | | | 31 | |
Komatsu Ltd | | | 1,200 | | | | 32 | |
KOZO KEIKAKU ENGINEERING HOLDINGS Inc | | | 300 | | | | 8 | |
Kuraray Co Ltd | | | 2,400 | | | | 32 | |
Kyoritsu Maintenance Co Ltd | | | 2,200 | | | | 41 | |
Kyowa Electronic Instruments Co Ltd | | | 9,800 | | | | 28 | |
Loginet Japan Co Ltd | | | 500 | | | | 10 | |
M3 Inc | | | 43,000 | | | | 415 | |
Matching Service Japan Co Ltd | | | 2,300 | | | | 16 | |
Mazda Motor Corp | | | 6,600 | | | | 42 | |
Mitani Sangyo Co Ltd | | | 4,100 | | | | 9 | |
Mitsubishi Corp | | | 6,100 | | | | 103 | |
Mitsubishi UFJ Financial Group Inc | | | 12,300 | | | | 147 | |
Mitsui Mining & Smelting Co Ltd | | | 1,000 | | | | 31 | |
Mizuho Financial Group Inc | | | 1,600 | | | | 40 | |
MS&AD Insurance Group Holdings Inc | | | 4,900 | | | | 109 | |
Murakami Corp | | | 2,200 | | | | 73 | |
Murata Manufacturing Co Ltd | | | 3,100 | | | | 52 | |
Nagoya Railroad Co Ltd | | | 4,500 | | | | 52 | |
Nakamoto Packs | | | 800 | | | | 9 | |
NEC Corp | | | 1,200 | | | | 102 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
NEOJAPAN Inc | | | 3,400 | | | $ | 43 | |
Nicca Chemical Co Ltd | | | 1,500 | | | | 11 | |
Nice Corp | | | 1,700 | | | | 18 | |
NIDEC CORP | | | 2,400 | | | | 44 | |
Nihon Trim Co Ltd | | | 1,000 | | | | 24 | |
Nikon Corp | | | 108,700 | | | | 1,279 | |
Nintendo Co Ltd | | | 1,100 | | | | 65 | |
Nippi Inc | | | 200 | | | | 7 | |
Nippon Sanso Holdings Corp | | | 1,000 | | | | 29 | |
Nippon Yusen KK | | | 1,300 | | | | 42 | |
Nissan Tokyo Sales Holdings Co Ltd | | | 16,600 | | | | 48 | |
Nissui Corp | | | 5,200 | | | | 32 | |
NJS Co Ltd | | | 1,900 | | | | 47 | |
Nomura Holdings Inc | | | 5,700 | | | | 34 | |
Nomura Research Institute Ltd | | | 1,100 | | | | 34 | |
OBIC Business Consultants Co Ltd | | | 700 | | | | 33 | |
Obic Co Ltd | | | 6,500 | | | | 212 | |
Ochi Holdings Co Ltd | | | 1,200 | | | | 10 | |
Ono Pharmaceutical Co Ltd | | | 5,400 | | | | 62 | |
Optim Corp * | | | 4,600 | | | | 23 | |
Oracle Corp Japan | | | 700 | | | | 71 | |
Organo Corp | | | 500 | | | | 28 | |
Oro Co Ltd | | | 4,200 | | | | 68 | |
Otsuka Corp | | | 3,400 | | | | 84 | |
Otsuka Holdings Co Ltd | | | 1,800 | | | | 104 | |
Persol Holdings Co Ltd | | | 5,000 | | | | 8 | |
PR Times Corp * | | | 3,000 | | | | 31 | |
Rakuten Bank Ltd * | | | 1,200 | | | | 34 | |
Recruit Holdings Co Ltd | | | 14,000 | | | | 968 | |
Resona Holdings Inc | | | 6,000 | | | | 50 | |
Resonac Holdings Corp | | | 1,300 | | | | 35 | |
Riken Technos Corp | | | 9,200 | | | | 65 | |
Sakata INX Corp | | | 3,100 | | | | 31 | |
Sanwa Holdings Corp | | | 5,100 | | | | 153 | |
Sapporo Holdings Ltd | | | 700 | | | | 41 | |
SCSK Corp | | | 3,200 | | | | 65 | |
Seiko Epson Corp | | | 3,100 | | | | 55 | |
Sekisui House Ltd | | | 2,100 | | | | 49 | |
Sekisui Kasei Co Ltd | | | 6,800 | | | | 16 | |
SERAKU Co Ltd | | | 1,000 | | | | 9 | |
Shimano Inc | | | 1,500 | | | | 209 | |
Shimojima Co Ltd | | | 4,200 | | | | 36 | |
Skylark Holdings Co Ltd | | | 1,700 | | | | 26 | |
SMS Co Ltd | | | 34,100 | | | | 378 | |
Soken Chemical & Engineering Co Ltd | | | 500 | | | | 10 | |
Sompo Holdings Inc | | | 600 | | | | 16 | |
Sugi Holdings Co Ltd | | | 2,900 | | | | 49 | |
Sumitomo Electric Industries Ltd | | | 2,900 | | | | 56 | |
Sumitomo Mitsui Financial Group Inc | | | 4,300 | | | | 106 | |
Suzuki Motor Corp | | | 2,900 | | | | 31 | |
System Support Inc | | | 1,100 | | | | 13 | |
T&D Holdings Inc | | | 3,500 | | | | 66 | |
Takashimaya Co Ltd | | | 12,800 | | | | 102 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Tayca Corp | | | 34 | | | $ | – | |
Terumo Corp | | | 7,600 | | | | 154 | |
TIS Inc | | | 6,400 | | | | 156 | |
Toei Animation Co Ltd | | | 19,100 | | | | 462 | |
Toell Co Ltd | | | 2,500 | | | | 13 | |
Toho Co Ltd/Tokyo | | | 800 | | | | 35 | |
Tokio Marine Holdings Inc | | | 3,500 | | | | 130 | |
Tokyo Electron Ltd | | | 500 | | | | 78 | |
Tokyu Fudosan Holdings Corp | | | 18,000 | | | | 118 | |
Tonami Holdings Co Ltd | | | 600 | | | | 22 | |
Toshiba TEC Corp | | | 1,100 | | | | 27 | |
Towa Bank Ltd/The | | | 10,000 | | | | 42 | |
Toyo Suisan Kaisha Ltd | | | 900 | | | | 63 | |
Toyokumo Inc | | | 1,200 | | | | 15 | |
Toyota Motor Corp | | | 16,100 | | | | 274 | |
Toyota Tsusho Corp | | | 2,800 | | | | 48 | |
Trend Micro Inc/Japan | | | 5,700 | | | | 312 | |
Trinity Industrial Corp | | | 3,700 | | | | 27 | |
TYK Corp/Tokyo | | | 6,200 | | | | 17 | |
Ubicom Holdings Inc | | | 1,600 | | | | 14 | |
USS Co Ltd | | | 3,400 | | | | 31 | |
Wacom Co Ltd | | | 4,000 | | | | 19 | |
Wadakohsan Corp | | | 1,800 | | | | 16 | |
Yamagata Bank Ltd/The | | | 2,400 | | | | 15 | |
Yamaha Corp | | | 180,000 | | | | 1,319 | |
Yamaha Motor Co Ltd | | | 4,600 | | | | 40 | |
ZIGExN Co Ltd | | | 3,100 | | | | 11 | |
| | | | | | | 17,961 | |
| | | | | | | | |
Luxembourg — 0.7% |
SES SA, Cl A | | | 309,000 | | | | 1,064 | |
| | | | | | | | |
Macao — 0.8% |
MGM China Holdings Ltd | | | 19,200 | | | | 24 | |
Sands China Ltd * | | | 500,000 | | | | 1,275 | |
| | | | | | | 1,299 | |
| | | | | | | | |
Malaysia — 0.9% |
Aeon Co M Bhd | | | 157,000 | | | | 53 | |
Allianz Malaysia Bhd | | | 13,700 | | | | 63 | |
Amway Malaysia Holdings Bhd | | | 16,000 | | | | 25 | |
CB Industrial Product Holding Bhd | | | 160,100 | | | | 47 | |
CCK Consolidated Holdings BHD | | | 247,500 | | | | 87 | |
Chin Well Holdings BHD | | | 74,100 | | | | 16 | |
CIMB Group Holdings Bhd | | | 33,000 | | | | 61 | |
Dayang Enterprise Holdings Bhd | | | 211,000 | | | | 99 | |
Deleum Bhd | | | 440,400 | | | | 141 | |
Favelle Favco Bhd | | | 25,000 | | | | 10 | |
Gas Malaysia Bhd | | | 75,400 | | | | 73 | |
Hap Seng Plantations Holdings | | | 60,600 | | | | 28 | |
Hong Leong Bank Bhd | | | 13,800 | | | | 64 | |
Hong Leong Capital | | | 35,900 | | | | 33 | |
Hong Leong Financial Group Bhd | | | 3,100 | | | | 13 | |
Innoprise Plantations BHD | | | 53,500 | | | | 21 | |
Kawan Food Bhd | | | 105,800 | | | | 40 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Keck Seng Malaysia Bhd | | | 10,500 | | | $ | 13 | |
Kim Loong Resources Bhd | | | 164,100 | | | | 96 | |
LBS Bina Group Bhd | | | 186,900 | | | | 23 | |
Mah Sing Group Bhd | | | 135,800 | | | | 51 | |
Malayan Flour Mills Bhd | | | 200,400 | | | | 24 | |
MKH Bhd | | | 99,700 | | | | 27 | |
MKH Oil Palm East Kalimantan Bhd | | | 14,243 | | | | 2 | |
MNRB Holdings Bhd | | | 24,400 | | | | 12 | |
Mynews Holdings Bhd * | | | 94,700 | | | | 14 | |
Oriental Food Industries Holdings BHD | | | 38,100 | | | | 14 | |
Panasonic Manufacturing Malaysia BHD | | | 20,000 | | | | 82 | |
Paramount Corp Bhd | | | 95,200 | | | | 23 | |
Petra Energy Bhd | | | 53,700 | | | | 16 | |
Petron Malaysia Refining & Marketing Bhd | | | 32,400 | | | | 30 | |
Sports Toto Bhd | | | 119,100 | | | | 39 | |
Sunway Bhd | | | 43,100 | | | | 47 | |
Tambun Indah Land Bhd | | | 93,800 | | | | 19 | |
| | | | | | | 1,406 | |
| | | | | | | | |
Mexico — 0.1% |
Grupo Comercial Chedraui SA de CV | | | 7,500 | | | | 48 | |
Southern Copper Corp | | | 1,050 | | | | 105 | |
Vista Energy SAB de CV ADR * | | | 790 | | | | 42 | |
| | | | | | | 195 | |
| | | | | | | | |
Netherlands — 3.5% |
ABN AMRO Bank NV | | | 16,220 | | | | 252 | |
Adyen NV * | | | 12 | | | | 18 | |
Argenx SE ADR * | | | 76 | | | | 47 | |
ASML Holding NV | | | 840 | | | | 584 | |
Flow Traders Ltd | | | 73,232 | | | | 1,632 | |
Fugro NV | | | 1,548 | | | | 28 | |
IMCD NV | | | 3,407 | | | | 511 | |
Koninklijke BAM Groep NV | | | 7,256 | | | | 31 | |
Koninklijke KPN NV | | | 60,830 | | | | 236 | |
Koninklijke Vopak NV | | | 995 | | | | 47 | |
NN Group NV | | | 5,320 | | | | 247 | |
SBM Offshore NV | | | 2,548 | | | | 46 | |
Universal Music Group NV | | | 21,258 | | | | 512 | |
Wolters Kluwer NV | | | 8,483 | | | | 1,415 | |
| | | | | | | 5,606 | |
| | | | | | | | |
New Zealand — 0.1% |
Aroa Biosurgery * | | | 22,919 | | | | 11 | |
Briscoe Group Ltd | | | 10,569 | | | | 33 | |
Eroad Ltd * | | | 13,692 | | | | 8 | |
Fisher & Paykel Healthcare Corp Ltd | | | 3,838 | | | | 86 | |
Smart Parking * | | | 27,643 | | | | 16 | |
Steel & Tube Holdings Ltd | | | 43,347 | | | | 23 | |
Xero Ltd * | | | 276 | | | | 31 | |
| | | | | | | 208 | |
| | | | | | | | |
Norway — 0.6% |
DOF Group ASA * | | | 3,844 | | | | 30 | |
Elopak ASA | | | 24,387 | | | | 97 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Gjensidige Forsikring ASA | | | 27,008 | | | $ | 480 | |
Kongsberg Gruppen ASA | | | 2,391 | | | | 281 | |
Multiconsult | | | 2,985 | | | | 52 | |
Pexip Holding | | | 3,726 | | | | 15 | |
Reach Subsea ASA | | | 15,594 | | | | 12 | |
Selvaag Bolig ASA | | | 4,132 | | | | 13 | |
Wilh Wilhelmsen Holding ASA, Cl B | | | 1,027 | | | | 36 | |
| | | | | | | 1,016 | |
| | | | | | | | |
Philippines — 0.0% |
Keepers Holdings | | | 333,000 | | | | 12 | |
San Miguel Food and Beverage Inc | | | 15,780 | | | | 14 | |
STI Education Systems Holdings | | | 616,000 | | | | 13 | |
| | | | | | | 39 | |
| | | | | | | | |
Poland — 0.3% |
AB SA | | | 3,132 | | | | 69 | |
Alior Bank SA | | | 1,697 | | | | 38 | |
Amica SA | | | 721 | | | | 11 | |
Arctic Paper SA | | | 9,870 | | | | 40 | |
Bank Polska Kasa Opieki SA | | | 862 | | | | 29 | |
Comp SA * | | | 1,474 | | | | 43 | |
InPost SA * | | | 1,596 | | | | 28 | |
Oponeo.pl | | | 848 | | | | 16 | |
Rainbow Tours SA | | | 4,113 | | | | 120 | |
Sygnity * | | | 550 | | | | 10 | |
Toya SA * | | | 24,097 | | | | 45 | |
VRG SA | | | 2,427 | | | | 2 | |
| | | | | | | 451 | |
| | | | | | | | |
Portugal — 0.1% |
Banco Comercial Portugues SA, Cl R | | | 46,746 | | | | 22 | |
Galp Energia SGPS SA, Cl B | | | 4,837 | | | | 79 | |
| | | | | | | 101 | |
| | | | | | | | |
Qatar — 0.3% |
Ooredoo QPSC | | | 146,969 | | | | 478 | |
| | | | | | | | |
Russia — 0.0% |
Exillon Energy PLC * | | | 4,819 | | | | – | |
| | | | | | | | |
Saudi Arabia — 0.1% |
Co for Cooperative Insurance/The | | | 3,138 | | | | 110 | |
Electrical Industries Co | | | 14,165 | | | | 27 | |
Saudi Chemical Co Holding | | | 18,901 | | | | 46 | |
| | | | | | | 183 | |
| | | | | | | | |
Singapore — 1.1% |
Boustead Singapore Ltd | | | 35,165 | | | | 26 | |
BRC Asia Ltd | | | 77,500 | | | | 146 | |
CapitaLand Integrated Commercial Trust ‡ | | | 20,000 | | | | 29 | |
Centurion Corp Ltd | | | 101,500 | | | | 71 | |
China Aviation Oil Singapore Corp Ltd | | | 18,900 | | | | 13 | |
Credit Bureau Asia Ltd | | | 40,500 | | | | 36 | |
DBS Group Holdings Ltd | | | 11,610 | | | | 367 | |
IGG Inc | | | 62,000 | | | | 28 | |
Japfa Ltd | | | 168,800 | | | | 47 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Keppel DC REIT ‡ | | | 45,500 | | | $ | 75 | |
LHN | | | 75,900 | | | | 24 | |
Oiltek International | | | 17,300 | | | | 11 | |
OM Holdings Ltd | | | 93,414 | | | | 21 | |
Oversea-Chinese Banking Corp Ltd | | | 11,000 | | | | 134 | |
Pacific Century Regional Developments Ltd | | | 23,100 | | | | 6 | |
Q&M Dental Group Singapore | | | 42,700 | | | | 9 | |
SATS Ltd | | | 12,200 | | | | 34 | |
Sea Ltd ADR * | | | 4,914 | | | | 559 | |
Sing Investments & Finance Ltd | | | 32,550 | | | | 26 | |
Singapore Exchange Ltd | | | 6,000 | | | | 57 | |
Singapore Telecommunications Ltd | | | 13,600 | | | | 32 | |
Wee Hur Holdings Ltd | | | 145,700 | | | | 49 | |
| | | | | | | 1,800 | |
| | | | | | | | |
South Africa — 2.5% |
Altron Ltd, Cl A | | | 6,201 | | | | 7 | |
Anglo American PLC | | | 43,000 | | | | 1,377 | |
AVI Ltd | | | 5,053 | | | | 31 | |
Capitec Bank Holdings Ltd | | | 233 | | | | 42 | |
Clicks Group Ltd | | | 43,833 | | | | 953 | |
Combined Motor Holdings Ltd | | | 8,771 | | | | 16 | |
Karooooo Ltd | | | 688 | | | | 31 | |
Premier Group Ltd | | | 3,801 | | | | 26 | |
Sanlam Ltd | | | 14,653 | | | | 71 | |
Tiger Brands Ltd | | | 100,000 | | | | 1,399 | |
| | | | | | | 3,953 | |
| | | | | | | | |
South Korea — 3.6% |
Digital Daesung | | | 1,925 | | | | 10 | |
Dongwon F&B Co Ltd | | | 1,866 | | | | 43 | |
Eusu Holdings Co Ltd | | | 11,089 | | | | 41 | |
Hana Financial Group Inc | | | 5,877 | | | | 263 | |
Hansol Holdings Co Ltd | | | 7,879 | | | | 13 | |
HD Hyundai Electric Co Ltd | | | 157 | | | | 39 | |
HD Hyundai Heavy Industries Co Ltd * | | | 474 | | | | 75 | |
Heungkuk Fire & Marine Insurance Co Ltd * | | | 3,930 | | | | 9 | |
KB Financial Group Inc | | | 406 | | | | 28 | |
Kia Corp | | | 353 | | | | 24 | |
KT&G Corp | | | 17,000 | | | | 1,484 | |
Kukbo Design Co Ltd | | | 1,270 | | | | 16 | |
LG Corp | | | 20,000 | | | | 1,074 | |
LG H&H Co Ltd | | | 4,905 | | | | 1,092 | |
Maeil Holdings Co Ltd | | | 9,522 | | | | 57 | |
MegaStudy Co Ltd | | | 4,696 | | | | 38 | |
Meritz Financial Group Inc | | | 346 | | | | 25 | |
Miwon Chemicals Co Ltd | | | 184 | | | | 10 | |
Multicampus Co Ltd | | | 1,160 | | | | 25 | |
NICE Holdings Co Ltd | | | 2,655 | | | | 21 | |
Samsung Biologics Co Ltd * | | | 41 | | | | 29 | |
Samsung Electronics Co Ltd | | | 27,764 | | | | 1,079 | |
SeAH Holdings Corp | | | 22 | | | | 2 | |
SGC E&C Co Ltd | | | 907 | | | | 9 | |
Shinsegae Food Co Ltd | | | 626 | | | | 14 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
SK Biopharmaceuticals Co Ltd * | | | 413 | | | $ | 31 | |
SK Hynix Inc | | | 839 | | | | 96 | |
SNT Holdings Co Ltd | | | 1,440 | | | | 24 | |
WiSoL Co Ltd | | | 2,419 | | | | 10 | |
Woori Financial Group Inc | | | 14,675 | | | | 176 | |
| | | | | | | 5,857 | |
| | | | | | | | |
Spain — 1.4% |
ACS Actividades de Construccion y Servicios SA | | | 929 | | | | 43 | |
CaixaBank SA | | | 66,746 | | | | 363 | |
Grupo Empresarial San Jose SA | | | 10,474 | | | | 51 | |
Iberdrola SA | | | 12,637 | | | | 180 | |
Industria de Diseno Textil SA | | | 30,024 | | | | 1,655 | |
| | | | | | | 2,292 | |
| | | | | | | | |
Sweden — 1.6% |
AAK AB | | | 2,207 | | | | 60 | |
AddTech AB, Cl B | | | 1,043 | | | | 29 | |
Alfa Laval AB | | | 919 | | | | 39 | |
Arla Plast AB | | | 2,194 | | | | 9 | |
Assa Abloy AB, Cl B | | | 24,602 | | | | 755 | |
Enea AB * | | | 2,484 | | | | 22 | |
Fastighets AB Balder, Cl B * | | | 7,875 | | | | 60 | |
FM Mattsson AB, Cl B | | | 67 | | | | – | |
Hexagon AB, Cl B | | | 47,313 | | | | 403 | |
ITAB Shop Concept AB | | | 4,572 | | | | 9 | |
Proact IT Group AB | | | 4,524 | | | | 55 | |
Skandinaviska Enskilda Banken AB, Cl A | | | 5,837 | | | | 81 | |
Skanska AB, Cl B | | | 3,667 | | | | 76 | |
Softronic, Cl B | | | 3,016 | | | | 7 | |
Telefonaktiebolaget LM Ericsson ADR | | | 101,544 | | | | 827 | |
Volvo AB, Cl B | | | 1,144 | | | | 28 | |
Yubico AB * | | | 1,853 | | | | 46 | |
| | | | | | | 2,506 | |
| | | | | | | | |
Switzerland — 4.2% |
ABB Ltd | | | 21,783 | | | | 1,243 | |
Accelleron Industries AG | | | 1,498 | | | | 84 | |
Belimo Holding AG | | | 118 | | | | 79 | |
Cicor Technologies Ltd | | | 331 | | | | 22 | |
DSM-Firmenich AG | | | 250 | | | | 28 | |
Geberit AG | | | 52 | | | | 31 | |
Givaudan SA | | | 102 | | | | 449 | |
Klingelnberg AG | | | 428 | | | | 7 | |
Logitech International SA | | | 8,448 | | | | 686 | |
Lonza Group AG | | | 108 | | | | 65 | |
On Holding AG, Cl A * | | | 1,830 | | | | 107 | |
Partners Group Holding AG | | | 702 | | | | 1,020 | |
Phoenix Mecano AG | | | 35 | | | | 18 | |
Sandoz Group AG | | | 131 | | | | 6 | |
Schindler Holding AG | | | 1,196 | | | | 345 | |
Sika AG | | | 1,802 | | | | 467 | |
Swatch Group AG/The | | | 5,400 | | | | 980 | |
Swissquote Group Holding SA | | | 180 | | | | 71 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
UBS Group AG | | | 15,758 | | | $ | 509 | |
VAT Group AG | | | 1,146 | | | | 457 | |
Ypsomed Holding AG | | | 74 | | | | 30 | |
| | | | | | | 6,704 | |
| | | | | | | | |
Taiwan — 4.7% |
104 Corp | | | 14,000 | | | | 95 | |
Asia Tech Image Inc | | | 43,000 | | | | 119 | |
ASROCK Inc | | | 5,000 | | | | 36 | |
Asustek Computer Inc | | | 35,000 | | | | 634 | |
Chicony Electronics Co Ltd | | | 7,000 | | | | 34 | |
Compal Electronics Inc | | | 18,000 | | | | 20 | |
CviLux Corp | | | 10,000 | | | | 15 | |
Elite Advanced Laser Corp | | | 4,000 | | | | 30 | |
Ennoconn Corp | | | 14,000 | | | | 130 | |
Eva Airways Corp | | | 33,000 | | | | 42 | |
Evergreen Marine Corp Taiwan Ltd | | | 20,200 | | | | 135 | |
Far Eastern New Century Corp | | | 91,000 | | | | 94 | |
Far EasTone Telecommunications Co Ltd | | | 67,000 | | | | 185 | |
Fortune Electric Co Ltd | | | 1,200 | | | | 20 | |
General Plastic Industrial Co Ltd | | | 34,000 | | | | 37 | |
Genesis Technology Inc/Taiwan | | | 1,250 | | | | 2 | |
Global Lighting Technologies Inc | | | 11,000 | | | | 21 | |
Goldsun Building Materials Co Ltd | | | 33,000 | | | | 55 | |
Hon Hai Precision Industry Co Ltd | | | 33,000 | | | | 199 | |
IBF Financial Holdings Co Ltd | | | 130,427 | | | | 59 | |
Insyde Software Corp | | | 13,600 | | | | 196 | |
International Games System Co Ltd | | | 10,000 | | | | 296 | |
KGI Financial Holding Co Ltd | | | 105,000 | | | | 56 | |
Lotes Co Ltd | | | 6,000 | | | | 331 | |
MediaTek Inc | | | 18,000 | | | | 695 | |
MPI Corp | | | 6,000 | | | | 144 | |
Novatek Microelectronics Corp | | | 21,000 | | | | 313 | |
Radiant Opto-Electronics Corp | | | 7,000 | | | | 41 | |
Realtek Semiconductor Corp | | | 23,000 | | | | 337 | |
Rich Honour International Designs Co Ltd | | | 20,000 | | | | 42 | |
San Fang Chemical Industry Co Ltd | | | 17,000 | | | | 21 | |
Sonix Technology Co Ltd | | | 9,000 | | | | 12 | |
Taiwan Semiconductor Manufacturing Co Ltd | | | 56,000 | | | | 1,717 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 5,846 | | | | 1,080 | |
Tofu Restaurant Co Ltd | | | 6,000 | | | | 44 | |
Uni-President Enterprises Corp | | | 19,000 | | | | 49 | |
Wah Hong Industrial Corp | | | 22,000 | | | | 32 | |
Wan Hai Lines Ltd | | | 74,000 | | | | 189 | |
X-Legend Entertainment Co Ltd | | | 9,000 | | | | 30 | |
Ya Horng Electronic Co Ltd | | | 11,000 | | | | 20 | |
| | | | | | | 7,607 | |
| | | | | | | | |
Thailand — 0.3% |
Advanced Information Technology PCL NVDR | | | 182,400 | | | | 23 | |
After You NVDR | | | 107,000 | | | | 34 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Bangkok Bank PCL NVDR | | | 28,700 | | | $ | 125 | |
Bangkok Dusit Medical Services PCL NVDR | | | 55,400 | | | | 41 | |
Central Pattana PCL NVDR | | | 20,600 | | | | 36 | |
Charoen Pokphand Foods PCL NVDR | | | 47,600 | | | | 33 | |
Intouch Holdings PCL NVDR * | | | 42,200 | | | | 117 | |
Kang Yong Electric PCL | | | 1,100 | | | | 9 | |
Ladprao General Hospital PCL | | | 22,200 | | | | 3 | |
Precise Corp PCL NVDR | | | 195,200 | | | | 16 | |
Premier Marketing NVDR | | | 59,100 | | | | 16 | |
Thai Oil PCL NVDR | | | 1,962 | | | | 2 | |
Thai Wah PCL NVDR | | | 16,600 | | | | 1 | |
Thantawan Industry PCL | | | 8,900 | | | | 8 | |
| | | | | | | 464 | |
| | | | | | | | |
United Arab Emirates — 0.3% |
Abu Dhabi Islamic Bank PJSC | | | 11,272 | | | | 40 | |
Abu Dhabi National Insurance Co PSC | | | 6,055 | | | | 10 | |
ADNOC Drilling Co PJSC | | | 84,410 | | | | 121 | |
Adnoc Gas PLC | | | 49,964 | | | | 48 | |
Emaar Properties PJSC | | | 22,199 | | | | 58 | |
Emirates NBD Bank PJSC | | | 23,535 | | | | 128 | |
Gulf Pharmaceutical Industries PSC * | | | 32,762 | | | | 11 | |
Orascom Construction PLC | | | 15,067 | | | | 90 | |
| | | | | | | 506 | |
| | | | | | | | |
United Kingdom — 9.1% |
Anglogold Ashanti Plc | | | 1,120 | | | | 28 | |
Barclays PLC | | | 370,000 | | | | 1,241 | |
Barclays PLC ADR | | | 37,845 | | | | 510 | |
Burberry Group PLC | | | 152,000 | | | | 1,735 | |
Costain Group PLC | | | 104,879 | | | | 138 | |
Diageo PLC | | | 20,416 | | | | 611 | |
Diploma PLC | | | 8,715 | | | | 494 | |
Eurocell | | | 8,287 | | | | 19 | |
Halma PLC | | | 29,808 | | | | 1,026 | |
Hargreaves Services PLC | | | 5,863 | | | | 41 | |
Imperial Brands PLC | | | 48,000 | | | | 1,567 | |
International Consolidated Airlines Group SA | | | 59,015 | | | | 196 | |
Investec PLC | | | 58,751 | | | | 422 | |
ITV PLC | | | 1,333,564 | | | | 1,231 | |
London Stock Exchange Group PLC | | | 7,333 | | | | 1,050 | |
Mears Group PLC | | | 59,243 | | | | 275 | |
Morgan Sindall Group PLC | | | 2,919 | | | | 141 | |
MP Evans Group | | | 1,990 | | | | 25 | |
NatWest Group PLC | | | 76,682 | | | | 393 | |
Reckitt Benckiser Group PLC | | | 23,000 | | | | 1,421 | |
RELX PLC | | | 19,558 | | | | 921 | |
Severfield PLC | | | 11,088 | | | | 7 | |
Subsea 7 SA | | | 1,853 | | | | 29 | |
Tatton Asset Management PLC | | | 2,276 | | | | 20 | |
WPP PLC | | | 110,000 | | | | 1,201 | |
XPS Pensions Group PLC | | | 2,585 | | | | 12 | |
| | | | | | | 14,754 | |
| | | | | | | | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
United States — 7.5% |
Aon PLC, Cl A | | | 2,542 | | | $ | 995 | |
BP PLC | | | 200,000 | | | | 978 | |
BRP Inc | | | 6,189 | | | | 302 | |
CyberArk Software Ltd * | | | 1,005 | | | | 325 | |
Envista Holdings Corp * | | | 70,000 | | | | 1,560 | |
Experian PLC | | | 17,391 | | | | 829 | |
Harley-Davidson Inc | | | 30,166 | | | | 1,014 | |
James Hardie Industries PLC * | | | 1,862 | | | | 68 | |
JBS S/A | | | 11,400 | | | | 71 | |
MDA Space Ltd * | | | 1,599 | | | | 31 | |
Molson Coors Canada Inc, Cl B | | | 400 | | | | 24 | |
Monday.com Ltd * | | | 681 | | | | 194 | |
Roche Holding AG | | | 5,251 | | | | 1,523 | |
Sanofi SA | | | 11,500 | | | | 1,119 | |
Signify NV | | | 47,833 | | | | 1,070 | |
Spotify Technology SA * | | | 1,584 | | | | 756 | |
Tenaris SA | | | 1,913 | | | | 37 | |
Titan Cement International SA | | | 1,273 | | | | 52 | |
Waste Connections Inc | | | 251 | | | | 49 | |
Western Union Co/The | | | 100,000 | | | | 1,101 | |
| | | | | | | 12,098 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $140,111) ($ Thousands) | | | | | | | 153,158 | |
| | | | | | | | |
PREFERRED STOCK — 1.1% |
Brazil — 0.1% |
Banco Mercantil do Brasil SA (B) | | | 1,400 | | | | 9 | |
Cia Energetica de Minas Gerais (B) | | | 17,600 | | | | 35 | |
Itau Unibanco Holding SA (B) | | | 15,300 | | | | 83 | |
Petroleo Brasileiro SA (B) | | | 1,700 | | | | 11 | |
| | | | | | | 138 | |
| | | | | | | | |
Germany — 1.0% |
Henkel AG & Co KGaA (B) | | | 13,902 | | | | 1,186 | |
Sartorius AG (B) | | | 1,569 | | | | 361 | |
| | | | | | | 1,547 | |
| | | | | | | | |
Total Preferred Stock | | | | | | | | |
(Cost $1,873) ($ Thousands) | | | | | | | 1,685 | |
| | | | | | | | |
EXCHANGE TRADED FUND — 0.0% |
United States — 0.0% |
iShares Core MSCI EAFE ETF | | | 666 | | | | 49 | |
| | | | | | | | |
Total Exchange Traded Fund | | | | | | | | |
(Cost $48) ($ Thousands) | | | | | | | 49 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Continued)
| | | | | | |
Description | | | Number of Rights | | | Market Value ($ Thousands) | |
RIGHTS — 0.0% |
Singapore — 0.0% | | | | |
Keppel DC REIT, Expires 12/13/2024 * | | | 3,913 | | | $ | 1 | |
Total Rights | | | | | | | | |
(Cost $—) ($ Thousands) | | | | | | | 1 | |
| | | | | | | | |
| | | | | | | | |
| | Shares
| | | | | |
CASH EQUIVALENT — 2.4% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 3,932,696 | | | | 3,933 | |
Total Cash Equivalent | | | | | | | | |
(Cost $3,933) ($ Thousands) | | | | | | | 3,933 | |
Total Investments in Securities — 98.3% | | | | | | | | |
(Cost $145,965) ($ Thousands) | | $ | 158,826 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation (Depreciation)(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Euro STOXX 50 | | | 19 | | | | Dec-2024 | | | $ | 1,006 | | | $ | 967 | | | $ | (16 | ) |
FTSE 100 Index | | | 6 | | | | Dec-2024 | | | | 621 | | | | 634 | | | | 10 | |
Hang Seng Index | | | 4 | | | | Dec-2024 | | | | 500 | | | | 501 | | | | 1 | |
S&P TSX 60 Index | | | 2 | | | | Dec-2024 | | | | 432 | | | | 439 | | | | 7 | |
SPI 200 Index | | | 6 | | | | Dec-2024 | | | | 819 | | | | 827 | | | | 10 | |
TOPIX Index | | | 4 | | | | Dec-2024 | | | | 701 | | | | 713 | | | | (9 | ) |
| | | | | | | | | | $ | 4,079 | | | $ | 4,081 | | | $ | 3 | |
A list of the open OTC Swap agreement held by the Fund at November 30, 2024, is as follows:
Total Return Swap |
Counterparty | | Reference Entity/ Obligation | | | Fund Pays | | | Fund Receives | | | Payment Frequency | | | Termination Date | | | Currency | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Upfront Payments/ Receipts (Thousands) | | | Net Unrealized Appreciation (Depreciation) (Thousands) | |
Morgan Stanley | | U.S. Custom Basket of Securities | | | | 1 Month + 5.33 | % | | ASSET RETURN | | | | Annually | | | | 12/31/2049 | | | | USD | | | | 209 | | | $ | (179 | ) | | $ | – | | | $ | (179 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (179 | ) | | $ | – | | | $ | (179 | ) |
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of November 30, 2024:
United States Custom Basket of Long Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 5,965 | | NOVARTIS AG | | $ | 694 | | | $ | (71 | ) | | | 332.5 | % |
| | 488 | | ASML Holding N.V. New York Registry Shar | | | 377 | | | | (4 | ) | | | 180.6 | |
| | 5,200 | | ITOCHU CORP | | | 262 | | | | (8 | ) | | | 125.5 | |
| | 14,207 | | ENGIE SA | | | 252 | | | | (29 | ) | | | 120.8 | |
| | 1,473 | | LOBLAW COS LTD | | | 196 | | | | (7 | ) | | | 93.8 | |
| | 2,907 | | BNP PARIBAS | | | 194 | | | | (22 | ) | | | 93.1 | |
| | 1,182 | | ASTRAZENECA PLC | | | 187 | | | | (30 | ) | | | 89.7 | |
| | 4,906 | | UBS GROUP AG | | | 151 | | | | 7 | | | | 72.2 | |
| | 22,668 | | ROLLS-ROYCE HOLDINGS PLC | | | 149 | | | | 10 | | | | 71.5 | |
| | 19,106 | | ENEL SPA | | | 146 | | | | (10 | ) | | | 70.1 | |
| | 4,393 | | COMPASS GROUP PLC | | | 145 | | | | 5 | | | | 69.3 | |
| | 1,045 | | NEXT PLC | | | 143 | | | | (10 | ) | | | 68.3 | |
| | | | | | | | | | | | | | | | |
SEI Institutional Investments Trust
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | 14,500 | | JAPAN POST HOLDINGS CO LTD | | $ | 140 | | | $ | (5 | ) | | | 67.2 | % |
| | 5,765 | | EQUINOR ASA | | | 137 | | | | (0 | ) | | | 65.5 | |
| | 29,934 | | NATWEST GROUP PLC | | | 133 | | | | 19 | | | | 63.7 | |
| | 1,143 | | EURONEXT NV | | | 128 | | | | (2 | ) | | | 61.2 | |
| | 2,764 | | 3I GROUP PLC | | | 118 | | | | (1 | ) | | | 56.6 | |
| | 24,086 | | TESCO PLC | | | 116 | | | | (1 | ) | | | 55.3 | |
| | 13,000 | | CLP HOLDINGS | | | 115 | | | | (7 | ) | | | 55.0 | |
| | 13,236 | | HSBC HOLDINGS PLC | | | 114 | | | | (1 | ) | | | 54.8 | |
| | 5,293 | | GSK PLC | | | 114 | | | | (2 | ) | | | 54.6 | |
| | 23,898 | | MARKS & SPENCER GROUP PLC | | | 114 | | | | (1 | ) | | | 54.6 | |
| | 1,646 | | DANONE | | | 114 | | | | (2 | ) | | | 54.4 | |
| | 2,400 | | KAO CORP | | | 113 | | | | (10 | ) | | | 54.3 | |
| | 2,251 | | EXPERIAN PLC | | | 112 | | | | (5 | ) | | | 53.7 | |
| | 7,340 | | CREDIT AGRICOLE | | | 112 | | | | (15 | ) | | | 53.6 | |
| | 202,000 | | PICC GROUP | | | 104 | | | | (9 | ) | | | 49.9 | |
| | 852 | | SANOFI | | | 99 | | | | (17 | ) | | | 47.3 | |
| | 123,636 | | LLOYDS BANKING GROUP PLC | | | 98 | | | | (16 | ) | | | 47.1 | |
| | 8,269 | | VIVENDI | | | 93 | | | | (18 | ) | | | 44.5 | |
| | 5,552 | | MEDIOBANCA | | | 92 | | | | (1 | ) | | | 44.2 | |
| | 7,430 | | NATIONAL GRID PLC | | | 92 | | | | (0 | ) | | | 44.0 | |
| | 2,732 | | SHELL PLC | | | 92 | | | | (1 | ) | | | 43.8 | |
| | 624 | | GTT | | | 90 | | | | 1 | | | | 42.9 | |
| | 621 | | NEXANS | | | 87 | | | | (18 | ) | | | 41.9 | |
| | 3,300 | | NS SOLUTIONS CORP | | | 85 | | | | 4 | | | | 40.8 | |
| | 1,130 | | AMUNDI SA | | | 85 | | | | (12 | ) | | | 40.5 | |
| | 370 | | SAFRAN SA | | | 84 | | | | 2 | | | | 40.1 | |
| | 37,909 | | TRITAX BIG BOX REIT PLC | | | 83 | | | | (1 | ) | | | 39.7 | |
| | 915 | | COMPAGNIE DE SAINT GOBAIN | | | 80 | | | | 2 | | | | 38.3 | |
| | 3,910 | | DNB ASA | | | 79 | | | | 2 | | | | 37.9 | |
| | 3,540 | | AMER SPORTS INC | | | 74 | | | | 19 | | | | 35.6 | |
| | 7,800 | | AIA | | | 74 | | | | (16 | ) | | | 35.3 | |
| | 1,800 | | HKEX | | | 72 | | | | (5 | ) | | | 34.3 | |
| | 2,419 | | IMPERIAL BRANDS PLC | | | 72 | | | | (1 | ) | | | 34.3 | |
| | 5,500 | | TDK CORP | | | 70 | | | | (0 | ) | | | 33.6 | |
| | 23,904 | | BARCLAYS PLC | | | 70 | | | | 10 | | | | 33.4 | |
| | 33,000 | | CHINA LIFE | | | 69 | | | | (7 | ) | | | 33.0 | |
| | 115 | | ZURICH INSURANCE GROUP AG | | | 68 | | | | 5 | | | | 32.6 | |
| | 619 | | PUBLICIS | | | 67 | | | | (0 | ) | | | 31.9 | |
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of November 30, 2024:
United States Custom Basket of Short Securities
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (3,032 | ) | CANADIAN NATIONAL RAILWAY | | $ | (366 | ) | | $ | 30 | | | | (175.0 | )% |
| | (2,215 | ) | CGI INC | | | (257 | ) | | | 2 | | | | (123.0 | ) |
| | (15,700 | ) | ONO PHARMACEUTICAL CO LTD | | | (201 | ) | | | 21 | | | | (96.3 | ) |
| | (4,015 | ) | EMERA INC | | | (158 | ) | | | 1 | | | | (75.5 | ) |
| | (12,800 | ) | KYOCERA CORP | | | (155 | ) | | | 30 | | | | (74.0 | ) |
| | (1,619 | ) | BK OF MONTREAL | | | (141 | ) | | | 1 | | | | (67.3 | ) |
| | (14,326 | ) | HEXAGON B | | | (139 | ) | | | 19 | | | | (66.7 | ) |
| | (3,873 | ) | SEVERN TRENT PLC | | | (137 | ) | | | 1 | | | | (65.8 | ) |
| | (3,900 | ) | TOTO LTD | | | (132 | ) | | | 29 | | | | (63.3 | ) |
| | (4,200 | ) | AGC INC | | | (130 | ) | | | 0 | | | | (62.4 | ) |
| | (61,500 | ) | SEVEN BANK LTD | | | (128 | ) | | | (6 | ) | | | (61.3 | ) |
| | (1,087 | ) | CDN TIRE CP A | | | (126 | ) | | | 1 | | | | (60.4 | ) |
| | (8,352 | ) | SAGE GROUP PLC/THE | | | (112 | ) | | | (26 | ) | | | (53.8 | ) |
| | (1,954 | ) | TORONTO DOM BK | | | (108 | ) | | | (2 | ) | | | (51.9 | ) |
| | (20,938 | ) | DEXUS | | | (108 | ) | | | 9 | | | | (51.6 | ) |
| | (2,157 | ) | ASR NEDERLND AIW | | | (104 | ) | | | 2 | | | | (49.9 | ) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Screened World Equity Ex-US Fund (Concluded)
| | | | | | | | | | | | |
| Shares | | Description | | Notional Amount (Thousands) | | | Value (Thousands) | | | | Percentage of Basket | |
| | | | | | | | | | | | | | | | |
| | (1,025 | ) | SPIRAX GROUP PLC | | $ | (100 | ) | | $ | 1 | | | | (47.7 | )% |
| | (1,800 | ) | YAMATO KOGYO CO LTD | | | (91 | ) | | | (1 | ) | | | (43.5 | ) |
| | (12,000 | ) | MITSUBISHI LOGISTICS CORP | | | (88 | ) | | | 1 | | | | (42.3 | ) |
| | (24,145 | ) | STOCKLAND | | | (86 | ) | | | 4 | | | | (41.0 | ) |
| | (5,100 | ) | ELECTRIC POWER DEVELOPMENT CO LTD | | | (85 | ) | | | 1 | | | | (40.8 | ) |
| | (3,143 | ) | VALMET OYJ | | | (85 | ) | | | 1 | | | | (40.6 | ) |
| | (7,600 | ) | SG HOLDINGS CO LTD | | | (84 | ) | | | 10 | | | | (40.0 | ) |
| | (4,253 | ) | SIG GROUP AG | | | (83 | ) | | | (0 | ) | | | (39.8 | ) |
| | (1,873 | ) | INTERPUMP GROUP | | | (80 | ) | | | (7 | ) | | | (38.1 | ) |
| | (10,758 | ) | KINNEVIK B | | | (79 | ) | | | 5 | | | | (37.9 | ) |
| | (21,854 | ) | IGO LTD | | | (78 | ) | | | 1 | | | | (37.1 | ) |
| | (74,100 | ) | MAPLETREE PAN ASIA COMMERCIAL | | | (76 | ) | | | 9 | | | | (36.5 | ) |
| | (7,278 | ) | HOWDEN JOINERY GROUP PLC | | | (75 | ) | | | (1 | ) | | | (35.9 | ) |
| | (38,313 | ) | SPARK NEW ZEALAND LTD | | | (75 | ) | | | 1 | | | | (35.7 | ) |
| | (16,077 | ) | SCHRODERS PLC | | | (72 | ) | | | 8 | | | | (34.4 | ) |
| | (5,800 | ) | SAWAI GROUP HOLDINGS CO LTD | | | (71 | ) | | | (12 | ) | | | (34.2 | ) |
| | (1,686 | ) | MAGNA INTL A | | | (71 | ) | | | 0 | | | | (34.2 | ) |
| | (1,800 | ) | ZENKOKU HOSHO CO LTD | | | (71 | ) | | | 7 | | | | (34.0 | ) |
| | (383 | ) | BKW SA | | | (70 | ) | | | 5 | | | | (33.4 | ) |
| | (6,500 | ) | VENTURE CORPORATION LTD | | | (70 | ) | | | 8 | | | | (33.4 | ) |
| | (6,500 | ) | KS HOLDINGS CORP | | | (69 | ) | | | 9 | | | | (33.2 | ) |
| | (14,219 | ) | LENDLEASE GROUP | | | (69 | ) | | | 3 | | | | (32.8 | ) |
| | (6,300 | ) | RICOH CO LTD | | | (67 | ) | | | (5 | ) | | | (32.0 | ) |
| | (423 | ) | BOYD GROUP SERVICES INC | | | (66 | ) | | | 1 | | | | (31.4 | ) |
| | (4,900 | ) | HASEKO CORP | | | (65 | ) | | | 0 | | | | (31.2 | ) |
| | (214 | ) | TECAN HLD N | | | (63 | ) | | | 12 | | | | (30.2 | ) |
| | (447 | ) | COLOPLAST B | | | (61 | ) | | | 5 | | | | (29.0 | ) |
| | (1,219 | ) | STELLA JONES | | | (60 | ) | | | (2 | ) | | | (28.7 | ) |
| | (1,142 | ) | SIEMENS HEALTH | | | (60 | ) | | | (2 | ) | | | (28.6 | ) |
| | (7,200 | ) | HAZAMA ANDO CORP | | | (57 | ) | | | 2 | | | | (27.3 | ) |
| | (2,608 | ) | SAPUTO GP | | | (56 | ) | | | 8 | | | | (27.0 | ) |
| | (4,600 | ) | LIXIL CORP | | | (56 | ) | | | 1 | | | | (26.7 | ) |
| | (3,800 | ) | USHIO INC | | | (55 | ) | | | 4 | | | | (26.6 | ) |
| | (6,812 | ) | BANKINTER S.A. | | | (55 | ) | | | 0 | | | | (26.1 | ) |
| Percentages are based on Net Assets of $161,570 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
(A) | Level 3 security in accordance with fair value hierarchy. |
(B) | No interest rate available. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($)(1) | | | Total ($) | |
Common Stock | | | 153,099 | | | | 51 | | | | 8 | | | | 153,158 | |
Preferred Stock | | | 1,676 | | | | 9 | | | | – | | | | 1,685 | |
Exchange Traded Fund | | | 49 | | | | – | | | | – | | | | 49 | |
Rights | | | 1 | | | | – | | | | – | | | | 1 | |
Cash Equivalent | | | 3,933 | | | | – | | | | – | | | | 3,933 | |
Total Investments in Securities | | | 158,758 | | | | 60 | | | | 8 | | | | 158,826 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 28 | | | | – | | | | – | | | | 28 | |
| Unrealized Depreciation | | | (25 | ) | | | – | | | | – | | | | (25 | ) |
| OTC Swap | | | | | | | | | | | | | | | | |
| Total Return Swap* | | | | | | | | | | | | | | | | |
| Unrealized Depreciation | | | – | | | | (179 | ) | | | – | | | | (179 | ) |
Total Other Financial Instruments | | | 3 | | | | (179 | ) | | | – | | | | (176 | ) |
| | | | | | | | | | | | | | | | | |
* | Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in the Notes to Financial Statements.
SEI Institutional Investments Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands):
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/(Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 1,680 | | | $ | 7,366 | | | $ | (5,113 | ) | | $ | — | | | $ | — | | | $ | 3,933 | | | $ | 81 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Select Equity Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 95.8% |
Australia — 0.6% |
Computershare Ltd | | | 15,942 | | | $ | 331 | |
Goodman Group ‡ | | | 415 | | | | 10 | |
JB Hi-Fi Ltd | | | 4,674 | | | | 277 | |
Pro Medicus Ltd | | | 1,579 | | | | 259 | |
Rio Tinto Ltd | | | 11,200 | | | | 863 | |
| | | | | | | 1,740 | |
| | | | | | | | |
Austria — 0.1% |
BAWAG Group AG | | | 2,998 | | | | 238 | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | | | 3,100 | | | | 95 | |
| | | | | | | 333 | |
| | | | | | | | |
Belgium — 0.4% |
Ageas SA/NV | | | 1,600 | | | | 81 | |
Colruyt Group N.V | | | 2,000 | | | | 91 | |
Lotus Bakeries NV | | | 17 | | | | 204 | |
Syensqo SA | | | 10,500 | | | | 779 | |
| | | | | | | 1,155 | |
| | | | | | | | |
Brazil — 0.6% |
Banco do Brasil SA | | | 160,000 | | | | 659 | |
Telefonica Brasil SA | | | 109,500 | | | | 904 | |
TOTVS SA | | | 49,100 | | | | 224 | |
| | | | | | | 1,787 | |
| | | | | | | | |
Canada — 1.6% |
Atco Ltd/Canada, Cl I | | | 1,800 | | | | 63 | |
Barrick Gold Corp | | | 45,000 | | | | 788 | |
Canadian Imperial Bank of Commerce | | | 1,400 | | | | 91 | |
Canadian Tire Corp Ltd, Cl A | | | 700 | | | | 77 | |
CCL Industries Inc, Cl B | | | 6,342 | | | | 352 | |
Celestica Inc * | | | 4,563 | | | | 392 | |
Cogeco Communications Inc | | | 1,500 | | | | 75 | |
Dollarama Inc | | | 13,116 | | | | 1,366 | |
Intact Financial Corp | | | 538 | | | | 103 | |
Loblaw Cos Ltd | | | 2,144 | | | | 278 | |
Magna International Inc, Cl A | | | 8,623 | | | | 389 | |
Quebecor Inc, Cl B | | | 4,263 | | | | 101 | |
TMX Group Ltd | | | 12,236 | | | | 387 | |
Toromont Industries Ltd | | | 3,982 | | | | 327 | |
| | | | | | | 4,789 | |
| | | | | | | | |
China — 1.2% |
Bank of Communications Co Ltd, Cl H * | | | 167,000 | | | | 121 | |
Beijing Enterprises Holdings Ltd | | | 24,500 | | | | 77 | |
China Railway Signal & Communication Corp Ltd, Cl H | | | 296,000 | | | | 117 | |
China Shenhua Energy Co Ltd, Cl H | | | 28,000 | | | | 116 | |
People's Insurance Co Group of China Ltd/The, Cl H * | | | 268,000 | | | | 128 | |
PetroChina Co Ltd, Cl H | | | 162,000 | | | | 115 | |
Pop Mart International Group Ltd | | | 19,315 | | | | 223 | |
Shougang Fushan Resources Group Ltd | | | 264,000 | | | | 89 | |
Tencent Holdings Ltd | | | 8,100 | | | | 414 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Trip.com Group Ltd * | | | 1,657 | | | $ | 108 | |
Xiaomi Corp, Cl B * | | | 548,158 | | | | 1,955 | |
Yangzijiang Shipbuilding Holdings Ltd | | | 114,447 | | | | 206 | |
| | | | | | | 3,669 | |
| | | | | | | | |
Denmark — 0.7% |
AP Moller - Maersk A/S, Cl B | | | 700 | | | | 1,187 | |
Coloplast A/S, Cl B | | | 2,636 | | | | 332 | |
Pandora A/S | | | 3,511 | | | | 565 | |
Scandinavian Tobacco Group A/S | | | 5,200 | | | | 70 | |
| | | | | | | 2,154 | |
| | | | | | | | |
Finland — 0.4% |
Nokia Oyj | | | 210,000 | | | | 883 | |
Orion Oyj, Cl B | | | 5,190 | | | | 245 | |
| | | | | | | 1,128 | |
| | | | | | | | |
France — 1.7% |
Bouygues SA | | | 2,400 | | | | 72 | |
Carrefour SA | | | 59,100 | | | | 899 | |
Danone SA | | | 11,000 | | | | 751 | |
Dassault Aviation SA | | | 4,300 | | | | 856 | |
EssilorLuxottica SA | | | 2,326 | | | | 565 | |
LVMH Moet Hennessy Louis Vuitton SE | | | 697 | | | | 436 | |
Orange SA | | | 7,700 | | | | 82 | |
Pernod Ricard SA | | | 2,073 | | | | 232 | |
Publicis Groupe SA | | | 325 | | | | 35 | |
Societe BIC SA | | | 14,800 | | | | 986 | |
SPIE SA | | | 3,347 | | | | 105 | |
TotalEnergies SE | | | 1,900 | | | | 110 | |
| | | | | | | 5,129 | |
| | | | | | | | |
Germany — 1.0% |
Bayer AG | | | 38,000 | | | | 778 | |
Continental AG | | | 14,600 | | | | 957 | |
Deutsche Telekom AG | | | 6,000 | | | | 192 | |
SAP SE | | | 2,607 | | | | 619 | |
Scout24 SE | | | 4,255 | | | | 382 | |
| | | | | | | 2,928 | |
| | | | | | | | |
Hong Kong — 1.1% |
AIA Group Ltd | | | 165,600 | | | | 1,237 | |
Hong Kong Exchanges & Clearing Ltd | | | 10,400 | | | | 387 | |
Sun Hung Kai Properties Ltd | | | 5,000 | | | | 50 | |
Swire Pacific Ltd, Cl A | | | 94,000 | | | | 774 | |
VTech Holdings Ltd | | | 122,500 | | | | 837 | |
| | | | | | | 3,285 | |
| | | | | | | | |
India — 0.9% |
Bajaj Auto Ltd | | | 2,565 | | | | 274 | |
Bharat Electronics Ltd | | | 18,619 | | | | 68 | |
Cummins India Ltd | | | 2,902 | | | | 120 | |
Dixon Technologies India Ltd | | | 1,488 | | | | 278 | |
HDFC Asset Management Co Ltd | | | 3,393 | | | | 169 | |
HDFC Bank Ltd ADR | | | 7,815 | | | | 522 | |
ICICI Bank Ltd | | | 922 | | | | 14 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Lupin Ltd | | | 8,647 | | | $ | 210 | |
Oil India Ltd | | | 28,000 | | | | 162 | |
Power Finance Corp Ltd | | | 23,596 | | | | 138 | |
REC Ltd | | | 38,730 | | | | 244 | |
Trent Ltd | | | 7,272 | | | | 585 | |
| | | | | | | 2,784 | |
| | | | | | | | |
Ireland — 0.5% |
Accenture PLC, Cl A | | | 1,548 | | | | 561 | |
AIB Group PLC | | | 151,000 | | | | 821 | |
| | | | | | | 1,382 | |
| | | | | | | | |
Israel — 0.7% |
Check Point Software Technologies Ltd * | | | 6,364 | | | | 1,158 | |
Teva Pharmaceutical Industries Ltd ADR * | | | 48,307 | | | | 811 | |
| | | | | | | 1,969 | |
| | | | | | | | |
Italy — 0.2% |
Intesa Sanpaolo SpA | | | 5,387 | | | | 21 | |
Prysmian SpA | | | 4,095 | | | | 270 | |
UniCredit SpA | | | 1,784 | | | | 68 | |
Unipol Gruppo SpA | | | 18,316 | | | | 221 | |
| | | | | | | 580 | |
| | | | | | | | |
Japan — 4.7% |
AEON REIT Investment Corp ‡ | | | 70 | | | | 59 | |
Asics Corp | | | 31,100 | | | | 622 | |
BIPROGY Inc | | | 2,959 | | | | 92 | |
Brother Industries Ltd | | | 51,400 | | | | 902 | |
Canon Inc | | | 29,458 | | | | 955 | |
Citizen Watch Co Ltd | | | 12,600 | | | | 74 | |
Credit Saison Co Ltd | | | 6,264 | | | | 149 | |
Dentsu Group Inc | | | 31,900 | | | | 812 | |
Fujikura Ltd | | | 10,820 | | | | 383 | |
Honda Motor Co Ltd | | | 21,600 | | | | 186 | |
Hoya Corp | | | 2,800 | | | | 359 | |
ITOCHU Corp | | | 1,000 | | | | 49 | |
Itochu Enex Co Ltd | | | 13,300 | | | | 143 | |
Japan Post Bank Co Ltd | | | 63,628 | | | | 600 | |
Japan Tobacco Inc | | | 56,831 | | | | 1,597 | |
Kewpie Corp | | | 4,418 | | | | 101 | |
Keyence Corp | | | 800 | | | | 345 | |
Koito Manufacturing Co Ltd | | | 56,500 | | | | 733 | |
Konami Group Corp | | | 4,343 | | | | 427 | |
M3 Inc | | | 25,400 | | | | 245 | |
MIRAIT ONE corp | | | 8,300 | | | | 119 | |
Mitsubishi Heavy Industries Ltd | | | 17,690 | | | | 259 | |
Mizuho Financial Group Inc | | | 12,300 | | | | 310 | |
NH Foods Ltd | | | 271 | | | | 9 | |
Nichirei Corp | | | 4,515 | | | | 129 | |
Nikon Corp | | | 78,200 | | | | 920 | |
Oracle Corp Japan | | | 1,759 | | | | 180 | |
Sanrio Co Ltd | | | 6,425 | | | | 211 | |
Sekisui House Ltd | | | 17,643 | | | | 416 | |
Senko Group Holdings Co Ltd | | | 12,300 | | | | 123 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Shimano Inc | | | 1,000 | | | $ | 140 | |
SMS Co Ltd | | | 20,500 | | | | 228 | |
Toei Animation Co Ltd | | | 11,500 | | | | 278 | |
Tokio Marine Holdings Inc | | | 21,313 | | | | 790 | |
Tomy Co Ltd | | | 3,730 | | | | 105 | |
Yamaha Corp | | | 122,700 | | | | 899 | |
| | | | | | | 13,949 | |
| | | | | | | | |
Jersey — 0.0% |
JTC PLC | | | 6,533 | | | | 84 | |
| | | | | | | | |
Luxembourg — 0.3% |
SES SA, Cl A | | | 230,000 | | | | 792 | |
| | | | | | | | |
Macao — 0.3% |
Sands China Ltd * | | | 370,000 | | | | 943 | |
| | | | | | | | |
Malaysia — 0.2% |
RHB Bank Bhd | | | 82,700 | | | | 126 | |
Tenaga Nasional Bhd | | | 123,324 | | | | 379 | |
| | | | | | | 505 | |
| | | | | | | | |
Netherlands — 0.6% |
ASML Holding NV | | | 505 | | | | 351 | |
IMCD NV | | | 2,046 | | | | 307 | |
Koninklijke Ahold Delhaize NV | | | 6,600 | | | | 228 | |
NN Group NV | | | 2,200 | | | | 102 | |
Universal Music Group NV | | | 12,578 | | | | 303 | |
Wolters Kluwer NV | | | 2,210 | | | | 369 | |
| | | | | | | 1,660 | |
| | | | | | | | |
New Zealand — 0.2% |
Fisher & Paykel Healthcare Corp Ltd | | | 25,971 | | | | 584 | |
| | | | | | | | |
Norway — 0.3% |
Austevoll Seafood ASA | | | 6,400 | | | | 59 | |
Gjensidige Forsikring ASA | | | 16,228 | | | | 288 | |
Kongsberg Gruppen ASA | | | 3,327 | | | | 391 | |
| | | | | | | 738 | |
| | | | | | | | |
Philippines — 0.1% |
DMCI Holdings Inc | | | 438,600 | | | | 80 | |
International Container Terminal Services Inc | | | 40,245 | | | | 254 | |
| | | | | | | 334 | |
| | | | | | | | |
Poland — 0.0% |
CAPITEA SA * | | | 158,863 | | | | 18 | |
| | | | | | | | |
Russia — 0.0% |
Detsky Mir PJSC * | | | 101,061 | | | | – | |
Evraz PLC *(A) | | | 21,791 | | | | 22 | |
Gazprom Neft PJSC (A) | | | 7,643 | | | | – | |
Gazprom PJSC *(A) | | | 125,045 | | | | – | |
Globaltrans Investment PLC GDR *(A) | | | 27,819 | | | | – | |
GMK Norilskiy Nickel PAO (A) | | | 354 | | | | – | |
Inter RAO UES PJSC | | | 2,649,312 | | | | – | |
Magnit PJSC | | | 2,567 | | | | – | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Select Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Magnitogorsk Iron & Steel Works PJSC | | | 26,960 | | | $ | – | |
MD Medical Group Investments PLC GDR * | | | 29,105 | | | | – | |
PhosAgro PJSC GDR *(A) | | | 12,000 | | | | – | |
Rosneft Oil Co PJSC (A) | | | 35,283 | | | | – | |
Sberbank of Russia PJSC | | | 105,050 | | | | – | |
X5 Retail Group NV GDR * | | | 10,491 | | | | – | |
| | | | | | | 22 | |
| | | | | | | | |
Saudi Arabia — 0.0% |
Etihad Etisalat Co | | | 4,688 | | | | 69 | |
| | | | | | | | |
Singapore — 0.1% |
DBS Group Holdings Ltd | | | 3,850 | | | | 122 | |
Jardine Cycle & Carriage Ltd | | | 5,900 | | | | 124 | |
United Overseas Bank Ltd | | | 5,900 | | | | 160 | |
| | | | | | | 406 | |
| | | | | | | | |
South Africa — 1.0% |
Anglo American PLC | | | 30,000 | | | | 961 | |
AVI Ltd | | | 14,080 | | | | 86 | |
Clicks Group Ltd | | | 25,558 | | | | 556 | |
Nedbank Group Ltd | | | 23,084 | | | | 369 | |
Tiger Brands Ltd | | | 66,000 | | | | 923 | |
| | | | | | | 2,895 | |
| | | | | | | | |
South Korea — 1.3% |
Industrial Bank of Korea | | | 14,800 | | | | 158 | |
KT Corp | | | 3,800 | | | | 133 | |
KT&G Corp | | | 12,300 | | | | 1,074 | |
LG Corp | | | 13,000 | | | | 698 | |
LG H&H Co Ltd | | | 3,250 | | | | 723 | |
Samsung Electronics Co Ltd | | | 19,600 | | | | 761 | |
SK Telecom Co Ltd | | | 3,000 | | | | 132 | |
| | | | | | | 3,679 | |
| | | | | | | | |
Spain — 0.8% |
Indra Sistemas SA | | | 520 | | | | 9 | |
Industria de Diseno Textil SA | | | 39,675 | | | | 2,187 | |
| | | | | | | 2,196 | |
| | | | | | | | |
Sweden — 0.3% |
Assa Abloy AB, Cl B | | | 14,849 | | | | 455 | |
Hexagon AB, Cl B | | | 28,383 | | | | 242 | |
Saab AB, Cl B | | | 5,384 | | | | 118 | |
| | | | | | | 815 | |
| | | | | | | | |
Switzerland — 0.7% |
Givaudan SA | | | 2 | | | | 9 | |
Novartis AG | | | 2,900 | | | | 307 | |
Partners Group Holding AG | | | 420 | | | | 610 | |
Sandoz Group AG | | | 580 | | | | 26 | |
Swatch Group AG/The | | | 4,000 | | | | 726 | |
VAT Group AG | | | 689 | | | | 275 | |
| | | | | | | 1,953 | |
| | | | | | | | |
Taiwan — 0.7% |
Chicony Electronics Co Ltd | | | 39,000 | | | | 189 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Hon Hai Precision Industry Co Ltd | | | 38,000 | | | $ | 229 | |
Lotes Co Ltd | | | 4,000 | | | | 220 | |
MediaTek Inc | | | 3,699 | | | | 143 | |
Pou Chen Corp | | | 79,000 | | | | 99 | |
Quanta Computer Inc | | | 58,742 | | | | 526 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 3,512 | | | | 649 | |
Universal Vision Biotechnology Co Ltd | | | 798 | | | | 5 | |
| | | | | | | 2,060 | |
| | | | | | | | |
Thailand — 0.1% |
Bangkok Bank PCL | | | 26,500 | | | | 116 | |
Kiatnakin Phatra Bank PCL | | | 46,300 | | | | 67 | |
| | | | | | | 183 | |
| | | | | | | | |
Türkiye — 0.0% |
Eldorado Gold Corp * | | | 4,154 | | | | 67 | |
Turkcell Iletisim Hizmetleri AS | | | 18,483 | | | | 48 | |
| | | | | | | 115 | |
| | | | | | | | |
United Arab Emirates — 0.4% |
Aldar Properties PJSC | | | 162,699 | | | | 334 | |
Emaar Properties PJSC | | | 276,226 | | | | 718 | |
| | | | | | | 1,052 | |
| | | | | | | | |
United Kingdom — 4.6% |
AJ Bell | | | 15,461 | | | | 93 | |
BAE Systems PLC | | | 34,294 | | | | 535 | |
Barclays PLC | | | 592,581 | | | | 1,987 | |
British American Tobacco PLC | | | 27,644 | | | | 1,050 | |
Burberry Group PLC | | | 111,000 | | | | 1,267 | |
Cranswick PLC | | | 1,410 | | | | 89 | |
Diageo PLC | | | 12,350 | | | | 369 | |
Diploma PLC | | | 5,150 | | | | 292 | |
Halma PLC | | | 17,910 | | | | 617 | |
Imperial Brands PLC | | | 30,700 | | | | 1,003 | |
ITV PLC | | | 850,000 | | | | 785 | |
London Stock Exchange Group PLC | | | 4,406 | | | | 631 | |
Marks & Spencer Group PLC | | | 91,712 | | | | 446 | |
NatWest Group PLC | | | 24,641 | | | | 126 | |
Reckitt Benckiser Group PLC | | | 17,000 | | | | 1,050 | |
RELX PLC | | | 11,726 | | | | 552 | |
Rolls-Royce Holdings PLC * | | | 89,669 | | | | 637 | |
Spectris PLC | | | 1,900 | | | | 61 | |
TechnipFMC PLC | | | 16,226 | | | | 509 | |
Tesco PLC | | | 24,000 | | | | 112 | |
Unilever PLC | | | 8,106 | | | | 484 | |
WPP PLC | | | 90,000 | | | | 983 | |
| | | | | | | 13,678 | |
| | | | | | | | |
United States — 67.4% |
Abercrombie & Fitch Co, Cl A * | | | 1,784 | | | | 267 | |
Adient PLC * | | | 14,367 | | | | 276 | |
Adobe Inc * | | | 2,484 | | | | 1,282 | |
Adtalem Global Education Inc * | | | 1,768 | | | | 162 | |
Advance Auto Parts Inc | | | 9,279 | | | | 384 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Aflac Inc | | | 1,500 | | | $ | 171 | |
Alaska Air Group Inc * | | | 7,258 | | | | 382 | |
Allison Transmission Holdings Inc | | | 6,245 | | | | 740 | |
Allstate Corp/The | | | 15,800 | | | | 3,277 | |
Ally Financial Inc | | | 47,835 | | | | 1,912 | |
Alpha Metallurgical Resources Inc | | | 928 | | | | 228 | |
Alphabet Inc, Cl A | | | 25,386 | | | | 4,289 | |
Altria Group Inc | | | 4,000 | | | | 231 | |
Amdocs Ltd | | | 2,500 | | | | 217 | |
American Axle & Manufacturing Holdings Inc * | | | 51,860 | | | | 343 | |
Amphenol Corp, Cl A | | | 23,644 | | | | 1,718 | |
Analog Devices Inc | | | 5,805 | | | | 1,266 | |
Aon PLC, Cl A | | | 1,538 | | | | 602 | |
Apple Inc | | | 3,842 | | | | 912 | |
AppLovin Corp, Cl A * | | | 2,287 | | | | 770 | |
Arch Capital Group Ltd * | | | 561 | | | | 56 | |
Archer-Daniels-Midland Co | | | 2,600 | | | | 142 | |
Arista Networks Inc * | | | 2,070 | | | | 840 | |
Arrow Electronics Inc * | | | 4,990 | | | | 600 | |
Asbury Automotive Group Inc * | | | 1,960 | | | | 509 | |
AT&T Inc | | | 142,600 | | | | 3,303 | |
Atmus Filtration Technologies Inc | | | 3,279 | | | | 142 | |
AutoNation Inc * | | | 2,026 | | | | 362 | |
AutoZone Inc * | | | 1,028 | | | | 3,258 | |
Avnet Inc | | | 13,510 | | | | 739 | |
Axon Enterprise Inc * | | | 1,391 | | | | 900 | |
Bank of New York Mellon Corp/The | | | 4,200 | | | | 344 | |
Becton Dickinson & Co | | | 4,098 | | | | 909 | |
Berkshire Hathaway Inc, Cl B * | | | 200 | | | | 97 | |
Berry Global Group Inc | | | 1,400 | | | | 101 | |
Blue Owl Capital Corp | | | 6,200 | | | | 94 | |
BlueLinx Holdings Inc * | | | 2,984 | | | | 375 | |
Boston Scientific Corp * | | | 20,958 | | | | 1,900 | |
BP PLC | | | 160,000 | | | | 782 | |
Brinker International Inc * | | | 1,783 | | | | 236 | |
Bristol-Myers Squibb Co | | | 5,200 | | | | 308 | |
Broadcom Inc | | | 5,490 | | | | 890 | |
Brown & Brown Inc | | | 9,992 | | | | 1,130 | |
BRP Inc | | | 3,660 | | | | 179 | |
Bunge Global SA | | | 1,200 | | | | 108 | |
Carrier Global Corp | | | 19,217 | | | | 1,487 | |
Cencora Inc | | | 9,900 | | | | 2,490 | |
Chevron Corp | | | 17,200 | | | | 2,785 | |
Cigna Group/The | | | 180 | | | | 61 | |
Cintas Corp | | | 100 | | | | 23 | |
Cisco Systems Inc | | | 4,400 | | | | 260 | |
Citigroup Inc | | | 34,400 | | | | 2,438 | |
Cleveland-Cliffs Inc * | | | 35,990 | | | | 448 | |
CME Group Inc, Cl A | | | 7,096 | | | | 1,689 | |
Cognizant Technology Solutions Corp, Cl A | | | 2,100 | | | | 169 | |
Colgate-Palmolive Co | | | 23,821 | | | | 2,302 | |
Comcast Corp, Cl A | | | 7,300 | | | | 315 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Community Financial System Inc | | | 2,265 | | | $ | 157 | |
Conagra Brands Inc | | | 4,300 | | | | 118 | |
Copart Inc * | | | 12,900 | | | | 818 | |
Corcept Therapeutics Inc * | | | 4,199 | | | | 242 | |
Cracker Barrel Old Country Store Inc | | | 6,407 | | | | 356 | |
CRH PLC | | | 24,460 | | | | 2,506 | |
CSG Systems International Inc | | | 2,200 | | | | 121 | |
Cummins Inc | | | 600 | | | | 225 | |
CVS Health Corp | | | 43,400 | | | | 2,597 | |
Dana Inc | | | 34,681 | | | | 347 | |
Deckers Outdoor Corp * | | | 6,600 | | | | 1,293 | |
Delek US Holdings Inc | | | 21,599 | | | | 411 | |
Dell Technologies Inc, Cl C | | | 5,821 | | | | 743 | |
Dollar Tree Inc * | | | 17,800 | | | | 1,269 | |
Dominion Energy Inc | | | 47,400 | | | | 2,785 | |
Dorman Products Inc * | | | 1,050 | | | | 147 | |
Dow Inc | | | 42,600 | | | | 1,883 | |
DXC Technology Co * | | | 20,220 | | | | 455 | |
eBay Inc | | | 3,800 | | | | 240 | |
Edgewell Personal Care Co | | | 3,000 | | | | 110 | |
Electronic Arts Inc | | | 700 | | | | 115 | |
Employers Holdings Inc | | | 2,200 | | | | 117 | |
Enova International Inc * | | | 1,207 | | | | 127 | |
Ensign Group Inc/The | | | 2,510 | | | | 367 | |
Entergy Corp | | | 800 | | | | 125 | |
Envista Holdings Corp * | | | 52,000 | | | | 1,159 | |
Equitable Holdings Inc | | | 71,900 | | | | 3,468 | |
Everest Group Ltd | | | 200 | | | | 77 | |
Evergy Inc | | | 1,500 | | | | 97 | |
Exelixis Inc * | | | 3,500 | | | | 128 | |
Experian PLC | | | 9,009 | | | | 429 | |
Exxon Mobil Corp | | | 2,400 | | | | 283 | |
FactSet Research Systems Inc | | | 2,427 | | | | 1,191 | |
Fair Isaac Corp * | | | 39 | | | | 93 | |
Federated Hermes Inc, Cl B | | | 2,800 | | | | 120 | |
FedEx Corp | | | 6,700 | | | | 2,028 | |
Fidelity National Information Services Inc | | | 13,000 | | | | 1,109 | |
Fiserv Inc * | | | 2,229 | | | | 492 | |
Foot Locker Inc | | | 15,532 | | | | 391 | |
Ford Motor Co | | | 5,900 | | | | 66 | |
Fox Corp | | | 2,500 | | | | 118 | |
Freshpet Inc * | | | 1,956 | | | | 299 | |
Frontier Group Holdings Inc * | | | 65,262 | | | | 380 | |
Garmin Ltd | | | 7,003 | | | | 1,489 | |
General Mills Inc | | | 1,500 | | | | 99 | |
Genuine Parts Co | | | 4,800 | | | | 608 | |
Gilead Sciences Inc | | | 2,700 | | | | 250 | |
Glatfelter Corp * | | | 387 | | | | 8 | |
Global Payments Inc | | | 16,600 | | | | 1,975 | |
Goldman Sachs Group Inc/The | | | 92 | | | | 56 | |
Goodyear Tire & Rubber Co/The * | | | 28,780 | | | | 309 | |
Graco Inc | | | 13,312 | | | | 1,212 | |
Graphic Packaging Holding Co | | | 2,100 | | | | 63 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Select Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
GSK PLC | | | 15,000 | | | $ | 254 | |
Guidewire Software Inc * | | | 2,946 | | | | 598 | |
H&R Block Inc | | | 2,100 | | | | 124 | |
Harley-Davidson Inc | | | 25,000 | | | | 841 | |
Hartford Financial Services Group Inc/The | | | 2,900 | | | | 358 | |
Hewlett Packard Enterprise Co | | | 8,800 | | | | 187 | |
HF Sinclair Corp | | | 13,000 | | | | 532 | |
Hilton Worldwide Holdings Inc | | | 4,200 | | | | 1,064 | |
Howmet Aerospace Inc | | | 16,279 | | | | 1,927 | |
HP Inc | | | 5,400 | | | | 191 | |
HubSpot Inc * | | | 1,283 | | | | 925 | |
Incyte Corp * | | | 1,200 | | | | 89 | |
Intel Corp | | | 54,000 | | | | 1,299 | |
International Business Machines Corp | | | 12,500 | | | | 2,843 | |
International Paper Co | | | 11,216 | | | | 660 | |
Intuit Inc | | | 78 | | | | 50 | |
Intuitive Surgical Inc * | | | 3,476 | | | | 1,884 | |
J M Smucker Co/The | | | 600 | | | | 71 | |
Janus Henderson Group PLC | | | 5,715 | | | | 259 | |
Jazz Pharmaceuticals PLC * | | | 600 | | | | 73 | |
JELD-WEN Holding Inc * | | | 19,175 | | | | 209 | |
Johnson & Johnson | | | 11,316 | | | | 1,754 | |
Kellanova | | | 2,300 | | | | 187 | |
Kinder Morgan Inc | | | 5,200 | | | | 147 | |
Kraft Heinz Co/The | | | 74,900 | | | | 2,395 | |
Kroger Co/The | | | 5,400 | | | | 330 | |
Las Vegas Sands Corp | | | 32,900 | | | | 1,746 | |
LeMaitre Vascular Inc | | | 872 | | | | 93 | |
Lennox International Inc | | | 1,220 | | | | 814 | |
Liberty Energy Inc, Cl A | | | 24,800 | | | | 456 | |
Linde PLC | | | 3,788 | | | | 1,746 | |
Lockheed Martin Corp | | | 400 | | | | 212 | |
Lowe's Cos Inc | | | 7,283 | | | | 1,984 | |
LPL Financial Holdings Inc | | | 2,600 | | | | 845 | |
Macy's Inc | | | 21,611 | | | | 351 | |
Manhattan Associates Inc * | | | 1,586 | | | | 453 | |
Mastercard Inc, Cl A | | | 5,065 | | | | 2,699 | |
McKesson Corp | | | 300 | | | | 189 | |
Merck & Co Inc | | | 20,100 | | | | 2,043 | |
Merit Medical Systems Inc * | | | 2,269 | | | | 236 | |
Meta Platforms Inc, Cl A | | | 5,871 | | | | 3,372 | |
Mettler-Toledo International Inc * | | | 719 | | | | 900 | |
MGIC Investment Corp | | | 4,000 | | | | 105 | |
Microsoft Corp | | | 12,692 | | | | 5,375 | |
Molson Coors Beverage Co, Cl B | | | 5,300 | | | | 329 | |
Moody's Corp | | | 6,831 | | | | 3,415 | |
Motorola Solutions Inc | | | 2,070 | | | | 1,034 | |
MSCI Inc, Cl A | | | 2,379 | | | | 1,450 | |
Murphy Oil Corp | | | 35,500 | | | | 1,153 | |
Nasdaq Inc | | | 1,062 | | | | 88 | |
National Fuel Gas Co | | | 45,500 | | | | 2,911 | |
NBT Bancorp Inc | | | 2,258 | | | | 113 | |
NetApp Inc | | | 900 | | | | 110 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
NewMarket Corp | | | 340 | | | $ | 181 | |
NIKE Inc, Cl B | | | 11,078 | | | | 873 | |
NVIDIA Corp | | | 40,045 | | | | 5,536 | |
Oaktree Specialty Lending Corp | | | 2,700 | | | | 44 | |
Old Republic International Corp | | | 4,400 | | | | 171 | |
Oracle Corp | | | 11,612 | | | | 2,146 | |
Organon & Co | | | 690 | | | | 11 | |
Otis Worldwide Corp | | | 12,787 | | | | 1,317 | |
Owens & Minor Inc * | | | 19,634 | | | | 264 | |
Owens Corning | | | 1,609 | | | | 331 | |
Packaging Corp of America | | | 4,111 | | | | 1,023 | |
Palomar Holdings Inc, Cl A * | | | 1,100 | | | | 119 | |
Par Pacific Holdings Inc * | | | 26,489 | | | | 462 | |
Parker-Hannifin Corp | | | 1,291 | | | | 907 | |
Pathward Financial Inc | | | 1,144 | | | | 96 | |
PBF Energy Inc, Cl A | | | 14,060 | | | | 443 | |
PepsiCo Inc | | | 9,689 | | | | 1,584 | |
Petco Health & Wellness Co Inc, Cl A * | | | 146,040 | | | | 624 | |
Pfizer Inc | | | 3,400 | | | | 89 | |
Premier Inc, Cl A | | | 3,800 | | | | 87 | |
PROG Holdings Inc | | | 1,673 | | | | 81 | |
Progress Software Corp | | | 1,500 | | | | 103 | |
ProPetro Holding Corp * | | | 59,310 | | | | 498 | |
Ralph Lauren Corp, Cl A | | | 1,636 | | | | 379 | |
Republic Services Inc, Cl A | | | 2,541 | | | | 555 | |
ResMed Inc | | | 2,822 | | | | 703 | |
Ryan Specialty Holdings Inc, Cl A | | | 2,209 | | | | 167 | |
Ryerson Holding Corp | | | 14,924 | | | | 384 | |
Sanofi SA | | | 10,400 | | | | 1,012 | |
Sealed Air Corp | | | 900 | | | | 33 | |
Sensata Technologies Holding PLC | | | 46,100 | | | | 1,482 | |
ServisFirst Bancshares Inc | | | 2,222 | | | | 213 | |
Shell PLC | | | 4,700 | | | | 151 | |
Sherwin-Williams Co/The | | | 5,063 | | | | 2,012 | |
Signify NV | | | 40,000 | | | | 895 | |
Snap-on Inc | | | 300 | | | | 111 | |
Sonic Automotive Inc, Cl A | | | 6,400 | | | | 442 | |
Sonoco Products Co | | | 2,500 | | | | 130 | |
Southwest Airlines Co | | | 15,110 | | | | 489 | |
Sprouts Farmers Market Inc * | | | 3,918 | | | | 605 | |
StepStone Group Inc, Cl A | | | 2,516 | | | | 166 | |
Stryker Corp | | | 27 | | | | 11 | |
Sun Communities Inc ‡ | | | 7,600 | | | | 960 | |
Synchrony Financial | | | 295 | | | | 20 | |
Tapestry Inc | | | 29,200 | | | | 1,819 | |
Taylor Morrison Home Corp, Cl A * | | | 4,965 | | | | 367 | |
TD SYNNEX Corp | | | 900 | | | | 107 | |
TEGNA Inc | | | 5,900 | | | | 111 | |
Tenet Healthcare Corp * | | | 3,308 | | | | 472 | |
Texas Roadhouse Inc, Cl A | | | 2,954 | | | | 606 | |
TJX Cos Inc/The | | | 16,829 | | | | 2,115 | |
T-Mobile US Inc | | | 500 | | | | 123 | |
Toll Brothers Inc | | | 4,726 | | | | 781 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Trane Technologies PLC | | | 6,091 | | | $ | 2,535 | |
Tyson Foods Inc, Cl A | | | 50,650 | | | | 3,267 | |
UMB Financial Corp | | | 2,051 | | | | 257 | |
Under Armour Inc, Cl A * | | | 58,630 | | | | 569 | |
United Airlines Holdings Inc * | | | 9,790 | | | | 948 | |
United Natural Foods Inc * | | | 18,255 | | | | 453 | |
United Therapeutics Corp * | | | 6,700 | | | | 2,482 | |
UnitedHealth Group Inc | | | 4,341 | | | | 2,649 | |
Universal Health Services Inc, Cl B | | | 2,586 | | | | 530 | |
Unum Group | | | 4,400 | | | | 338 | |
Verizon Communications Inc | | | 8,000 | | | | 355 | |
Vertiv Holdings Co, Cl A | | | 9,375 | | | | 1,196 | |
Virtu Financial Inc, Cl A | | | 3,345 | | | | 125 | |
Vishay Intertechnology Inc | | | 84,900 | | | | 1,622 | |
Vontier Corp | | | 2,800 | | | | 110 | |
Walmart Inc | | | 25,659 | | | | 2,373 | |
Western Union Co/The | | | 87,825 | | | | 967 | |
Westinghouse Air Brake Technologies Corp | | | 6,293 | | | | 1,262 | |
Williams-Sonoma Inc | | | 2,217 | | | | 381 | |
WK Kellogg Co | | | 675 | | | | 14 | |
World Kinect Corp | | | 10,389 | | | | 301 | |
Zumiez Inc * | | | 11,090 | | | | 245 | |
| | | | | | | 198,734 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $214,997) ($ Thousands) | | | | | | | 282,276 | |
| | | | | | | | |
PREFERRED STOCK — 0.6% |
Germany — 0.6% |
Henkel AG & Co KGaA (B) | | | 9,150 | | | | 781 | |
Sartorius AG (B) | | | 944 | | | | 217 | |
Volkswagen AG (B) | | | 9,000 | | | | 767 | |
| | | | | | | 1,765 | |
| | | | | | | | |
Russia — 0.0% |
Sberbank of Russia PJSC (B) | | | 147,000 | | | | – | |
| | | | | | | | |
Total Preferred Stock | | | | | | | | |
(Cost $2,652) ($ Thousands) | | | | | | | 1,765 | |
| | | Number of Warrants | | | | | |
WARRANTS — 0.0% |
Thailand — 0.0% | | | | |
Kiatnakin Phatra Bank PCL, Expires 01/03/2027 * | | | 3,858 | | | | 1 | |
| | | | | | | | |
| | | | | | | | |
Total Warrants | | | | | | | | |
(Cost $—) ($ Thousands) | | | | | | | 1 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 3,072,346 | | | $ | 3,072 | |
Total Cash Equivalent | | | | | | | | |
(Cost $3,072) ($ Thousands) | | | | | | | 3,072 | |
Total Investments in Securities — 97.4% | | | | | | | | |
(Cost $220,721) ($ Thousands) | | $ | 287,114 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Select Equity Fund (Continued)
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation (Depreciation)(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
Euro STOXX 50 | | | 56 | | | | Dec-2024 | | | $ | 2,949 | | | $ | 2,849 | | | $ | (37 | ) |
FTSE 100 Index | | | 9 | | | | Dec-2024 | | | | 964 | | | | 950 | | | | 4 | |
Hang Seng Index | | | 1 | | | | Dec-2024 | | | | 125 | | | | 125 | | | | – | |
MSCI Emerging Markets | | | 52 | | | | Dec-2024 | | | | 2,951 | | | | 2,836 | | | | (115 | ) |
MSCI Singapore Index | | | 3 | | | | Dec-2024 | | | | 84 | | | | 84 | | | | – | |
OMX Stockholm 30 | | | 11 | | | | Dec-2024 | | | | 253 | | | | 254 | | | | – | |
S&P TSX 60 Index | | | 4 | | | | Dec-2024 | | | | 854 | | | | 880 | | | | 34 | |
SPI 200 Index | | | 4 | | | | Dec-2024 | | | | 549 | | | | 551 | | | | 6 | |
TOPIX Index | | | 8 | | | | Dec-2024 | | | | 1,438 | | | | 1,427 | | | | (24 | ) |
| | | | | | | | | | | 10,167 | | | | 9,956 | | | | (132 | ) |
Short Contracts | | | | | | | | | | | | | | | | | | | | |
S&P 500 Index E-MINI | | | (14) | | | | Dec-2024 | | | $ | (4,203 | ) | | $ | (4,236 | ) | | $ | (33 | ) |
| | | | | | | | | | $ | 5,964 | | | $ | 5,720 | | | $ | (165 | ) |
A list of the open forward foreign currency contracts held by the Fund at November 30, 2024, is as follows: |
|
Counterparty | | Settlement Date | | | Currency to Deliver (Thousands) | | | Currency to Receive (Thousands) | | | Unrealized Appreciation (Depreciation) (Thousands) | |
Barclays PLC | | | 12/12/24 | | | | USD | | | | 117 | | | | NZD | | | | 194 | | | $ | (2 | ) |
Barclays PLC | | | 12/12/24 | | | | NZD | | | | 359 | | | | USD | | | | 215 | | | | 3 | |
Barclays PLC | | | 12/12/24 | | | | USD | | | | 379 | | | | NOK | | | | 4,138 | | | | (5 | ) |
Barclays PLC | | | 12/12/24 | | | | SGD | | | | 525 | | | | USD | | | | 397 | | | | 5 | |
Barclays PLC | | | 12/12/24 | | | | USD | | | | 962 | | | | SGD | | | | 1,272 | | | | (13 | ) |
Barclays PLC | | | 12/12/24 | | | | SEK | | | | 11,253 | | | | USD | | | | 1,052 | | | | 20 | |
Barclays PLC | | | 12/12/24 | | | | USD | | | | 14,609 | | | | JPY | | | | 2,217,499 | | | | 177 | |
BNP Paribas | | | 12/12/24 | | | | CHF | | | | 2,443 | | | | USD | | | | 2,811 | | | | 34 | |
BNP Paribas | | | 12/12/24 | | | | USD | | | | 6,474 | | | | CHF | | | | 5,626 | | | | (79 | ) |
BNP Paribas | | | 12/12/24 | | | | CAD | | | | 6,590 | | | | USD | | | | 4,740 | | | | 32 | |
BNP Paribas | | | 12/12/24 | | | | USD | | | | 8,165 | | | | CAD | | | | 11,351 | | | | (54 | ) |
BNP Paribas | | | 12/12/24 | | | | DKK | | | | 13,295 | | | | USD | | | | 1,925 | | | | 41 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 10 | | | | NZD | | | | 18 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 2 | | | | NZD | | | | 4 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NZD | | | | 14 | | | | USD | | | | 9 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NZD | | | | 20 | | | | USD | | | | 12 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 23 | | | | SGD | | | | 31 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 16 | | | | SGD | | | | 21 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 25 | | | | NOK | | | | 272 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 26 | | | | NOK | | | | 288 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | SGD | | | | 24 | | | | USD | | | | 18 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | SGD | | | | 34 | | | | USD | | | | 25 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 101 | | | | SEK | | | | 1,114 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 31 | | | | SEK | | | | 339 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 60 | | | | DKK | | | | 427 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 106 | | | | DKK | | | | 742 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 155 | | | | AUD | | | | 239 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 88 | | | | AUD | | | | 135 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | CHF | | | | 43 | | | | USD | | | | 49 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | CHF | | | | 230 | | | | USD | | | | 260 | | | | (1 | ) |
SEI Institutional Investments Trust
Counterparty | | Settlement Date | | | Currency to Deliver (Thousands) | | | Currency to Receive (Thousands) | | | Unrealized Appreciation (Depreciation) (Thousands) | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 56 | | | | HKD | | | | 433 | | | $ | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 271 | | | | HKD | | | | 2,105 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 235 | | | | CHF | | | | 208 | | | | 2 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 103 | | | | CHF | | | | 90 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | AUD | | | | 76 | | | | USD | | | | 50 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | AUD | | | | 287 | | | | USD | | | | 186 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 153 | | | | CAD | | | | 215 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 314 | | | | CAD | | | | 439 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | CAD | | | | 380 | | | | USD | | | | 272 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | CAD | | | | 297 | | | | USD | | | | 211 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | NOK | | | | 236 | | | | USD | | | | 21 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | NOK | | | | 478 | | | | USD | | | | 43 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | GBP | | | | 375 | | | | USD | | | | 482 | | | | 5 | |
Brown Brothers Harriman | | | 12/12/24 | | | | GBP | | | | 590 | | | | USD | | | | 743 | | | | (7 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 718 | | | | GBP | | | | 568 | | | | 4 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 348 | | | | GBP | | | | 273 | | | | (2 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | DKK | | | | 713 | | | | USD | | | | 102 | | | | 1 | |
Brown Brothers Harriman | | | 12/12/24 | | | | DKK | | | | 559 | | | | USD | | | | 79 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 1,397 | | | | JPY | | | | 213,892 | | | | 29 | |
Brown Brothers Harriman | | | 12/12/24 | | | | SEK | | | | 351 | | | | USD | | | | 32 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | SEK | | | | 1,110 | | | | USD | | | | 101 | | | | (1 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | HKD | | | | 707 | | | | USD | | | | 91 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | HKD | | | | 870 | | | | USD | | | | 112 | | | | — | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 683 | | | | EUR | | | | 651 | | | | 6 | |
Brown Brothers Harriman | | | 12/12/24 | | | | USD | | | | 1,341 | | | | EUR | | | | 1,264 | | | | (5 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | EUR | | | | 1,174 | | | | USD | | | | 1,249 | | | | 9 | |
Brown Brothers Harriman | | | 12/12/24 | | | | EUR | | | | 880 | | | | USD | | | | 922 | | | | (8 | ) |
Brown Brothers Harriman | | | 12/12/24 | | | | JPY | | | | 156,684 | | | | USD | | | | 1,015 | | | | (29 | ) |
Standard Chartered | | | 12/12/24 | | | | USD | | | | 1,341 | | | | HKD | | | | 10,422 | | | | (2 | ) |
Standard Chartered | | | 12/12/24 | | | | AUD | | | | 2,600 | | | | USD | | | | 1,726 | | | | 32 | |
Standard Chartered | | | 12/12/24 | | | | USD | | | | 9,623 | | | | GBP | | | | 7,431 | | | | (178 | ) |
Standard Chartered | | | 12/12/24 | | | | GBP | | | | 13,076 | | | | USD | | | | 16,932 | | | | 313 | |
Standard Chartered | | | 12/12/24 | | | | EUR | | | | 23,066 | | | | USD | | | | 24,880 | | | | 509 | |
Standard Chartered | | | 12/12/24 | | | | USD | | | | 23,591 | | | | EUR | | | | 21,870 | | | | (482 | ) |
Standard Chartered | | | 12/12/24 | | | | HKD | | | | 35,848 | | | | USD | | | | 4,614 | | | | 7 | |
Standard Chartered | | | 12/12/24 | | | | JPY | | | | 2,225,396 | | | | USD | | | | 14,661 | | | | (178 | ) |
Westpac Banking | | | 12/12/24 | | | | USD | | | | 2,187 | | | | DKK | | | | 15,102 | | | | (47 | ) |
Westpac Banking | | | 12/12/24 | | | | USD | | | | 2,333 | | | | SEK | | | | 24,993 | | | | (42 | ) |
Westpac Banking | | | 12/12/24 | | | | USD | | | | 5,132 | | | | AUD | | | | 7,734 | | | | (94 | ) |
Westpac Banking | | | 12/12/24 | | | | NOK | | | | 7,535 | | | | USD | | | | 691 | | | | 9 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 9 | |
| Percentages are based on Net Assets of $294,684 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
(A) | Level 3 security in accordance with fair value hierarchy. |
(B) | No interest rate available. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
World Select Equity Fund (Concluded)
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($)(1) | | | Total ($) | |
Common Stock | | | 282,254 | | | | – | | | | 22 | | | | 282,276 | |
Preferred Stock | | | 1,765 | | | | – | ^ | | | – | | | | 1,765 | |
Warrants | | | – | | | | 1 | | | | – | | | | 1 | |
Cash Equivalent | | | 3,072 | | | | – | | | | – | | | | 3,072 | |
Total Investments in Securities | | | 287,091 | | | | 1 | | | | 22 | | | | 287,114 | |
.
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 44 | | | | – | | | | – | | | | 44 | |
| Unrealized Depreciation | | | (209 | ) | | | – | | | | – | | | | (209 | ) |
| Forward Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | – | | | | 1,242 | | | | – | | | | 1,242 | |
| Unrealized Depreciation | | | – | | | | (1,233 | ) | | | – | | | | (1,233 | ) |
Total Other Financial Instruments | | | (165 | ) | | | 9 | | | | – | | | | (156 | ) |
| | | | | | | | | | | | | | | | | |
* | Futures contracts and forward contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
^This category includes securities with a value of $—.
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands):
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/(Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 1,651 | | | $ | 13,433 | | | $ | (12,012 | ) | | $ | — | | | $ | — | | | $ | 3,072 | | | $ | 113 | | | | $ — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Emerging Markets Equity Fund
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK — 95.0% |
Argentina — 1.0% |
Corp America Airports SA * | | | 112,226 | | | $ | 2,121 | |
Despegar.com Corp * | | | 68,236 | | | | 1,221 | |
Loma Negra Cia Industrial Argentina SA ADR * | | | 160,349 | | | | 1,903 | |
Telecom Argentina SA ADR * | | | 220,721 | | | | 2,993 | |
| | | | | | | 8,238 | |
| | | | | | | | |
Australia — 0.2% |
OceanaGold Corp | | | 280,000 | | | | 884 | |
SolGold PLC * | | | 6,774,749 | | | | 654 | |
| | | | | | | 1,538 | |
| | | | | | | | |
Bangladesh — 0.3% |
BRAC Bank PLC | | | 6,471,066 | | | | 2,621 | |
| | | | | | | | |
Belgium — 0.2% |
Cenergy Holdings SA | | | 157,696 | | | | 1,449 | |
| | | | | | | | |
Brazil — 5.2% |
Adecoagro SA | | | 17,600 | | | | 192 | |
C&A MODAS SA * | | | 637,000 | | | | 1,086 | |
Cia Brasileira de Aluminio * | | | 724,500 | | | | 757 | |
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | | | 166,171 | | | | 2,552 | |
Cia de Saneamento de Minas Gerais Copasa MG | | | 86,200 | | | | 363 | |
Cia Energetica de Minas Gerais ADR | | | 205,793 | | | | 401 | |
CPFL Energia SA | | | 285,200 | | | | 1,564 | |
Cury Construtora e Incorporadora SA | | | 93,600 | | | | 319 | |
Direcional Engenharia SA | | | 77,100 | | | | 371 | |
Embraer SA * | | | 265,400 | | | | 2,556 | |
Embraer SA ADR * | | | 40,945 | | | | 1,565 | |
ERO Copper Corp * | | | 37,559 | | | | 574 | |
Gerdau SA ADR | | | 101,382 | | | | 341 | |
Grupo SBF SA | | | 128,800 | | | | 260 | |
Hapvida Participacoes e Investimentos S/A * | | | 911,000 | | | | 403 | |
Itau Unibanco Holding SA ADR | | | 1,500,172 | | | | 8,041 | |
LWSA SA * | | | 311,100 | | | | 194 | |
NU Holdings Ltd/Cayman Islands, Cl A * | | | 354,032 | | | | 4,436 | |
Pagseguro Digital Ltd, Cl A * | | | 99,198 | | | | 728 | |
Petroleo Brasileiro SA ADR, Cl A | | | 531,031 | | | | 6,925 | |
Sendas Distribuidora S/A | | | 938,000 | | | | 1,005 | |
Sigma Lithium Corp * | | | 75,232 | | | | 1,035 | |
TIM SA/Brazil | | | 1,513,800 | | | | 3,930 | |
TOTVS SA | | | 262,000 | | | | 1,197 | |
Vibra Energia SA | | | 323,400 | | | | 1,108 | |
XP Inc, Cl A | | | 50,904 | | | | 689 | |
| | | | | | | 42,592 | |
| | | | | | | | |
Canada — 1.4% |
Africa Oil | | | 229,850 | | | | 323 | |
Capstone Copper Corp * | | | 155,476 | | | | 1,075 | |
Celestica Inc * | | | 51,558 | | | | 4,395 | |
Ivanhoe Mines Ltd, Cl A * | | | 278,365 | | | | 3,748 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Pan American Silver Corp | | | 74,000 | | | $ | 1,626 | |
| | | | | | | 11,167 | |
| | | | | | | | |
Cayman Islands — 0.1% |
Theon International PLC | | | 64,326 | | | | 713 | |
| | | | | | | | |
Chile — 0.5% |
Banco Santander Chile ADR | | | 77,653 | | | | 1,473 | |
Parque Arauco SA | | | 1,804,468 | | | | 2,882 | |
| | | | | | | 4,355 | |
| | | | | | | | |
China — 17.1% |
3SBio Inc | | | 365,500 | | | | 269 | |
Agricultural Bank of China Ltd, Cl H | | | 2,062,000 | | | | 1,028 | |
Akeso * | | | 88,000 | | | | 827 | |
Alibaba Group Holding Ltd | | | 1,155,900 | | | | 12,426 | |
Alibaba Group Holding Ltd ADR | | | 29,644 | | | | 2,590 | |
Baidu Inc ADR * | | | 78,712 | | | | 6,694 | |
Bosideng International Holdings Ltd | | | 456,000 | | | | 237 | |
BYD Co Ltd, Cl H | | | 4,000 | | | | 130 | |
China Construction Bank Corp, Cl H * | | | 5,655,000 | | | | 4,251 | |
China Galaxy Securities Co Ltd, Cl H * | | | 843,000 | | | | 764 | |
China Hongqiao Group Ltd | | | 472,000 | | | | 688 | |
China Medical System Holdings Ltd | | | 273,000 | | | | 275 | |
China Merchants Port Holdings Co Ltd | | | 230,000 | | | | 364 | |
China National Building Material Co Ltd, Cl H | | | 2,808,000 | | | | 1,198 | |
China Overseas Grand Oceans Group Ltd | | | 2,087,000 | | | | 494 | |
China Pacific Insurance Group Co Ltd, Cl H | | | 279,800 | | | | 879 | |
China Railway Group Ltd, Cl H | | | 1,845,000 | | | | 887 | |
China Resources Land Ltd | | | 1,502,000 | | | | 4,439 | |
China Resources Pharmaceutical Group Ltd | | | 497,000 | | | | 335 | |
China State Construction International Holdings Ltd | | | 274,000 | | | | 382 | |
China Taiping Insurance Holdings Co Ltd | | | 311,200 | | | | 491 | |
CITIC Ltd | | | 803,000 | | | | 891 | |
Contemporary Amperex Technology Co Ltd, Cl A | | | 297,648 | | | | 10,750 | |
COSCO SHIPPING Holdings Co Ltd, Cl H | | | 995,550 | | | | 1,392 | |
Daqin Railway Co Ltd, Cl A * | | | 275,745 | | | | 260 | |
DiDi Global ADR * | | | 684,325 | | | | 3,230 | |
First Tractor Co Ltd, Cl H | | | 762,000 | | | | 708 | |
GoerTek Inc, Cl A | | | 101,000 | | | | 356 | |
Gree Electric Appliances Inc of Zhuhai, Cl A | | | 110,500 | | | | 643 | |
Guangdong Xinbao Electrical Appliances Holdings Co Ltd, Cl A | | | 72,700 | | | | 146 | |
Haier Smart Home Co Ltd, Cl A | | | 2,138,200 | | | | 7,268 | |
Hello Group Inc ADR | | | 18,280 | | | | 123 | |
Hengtong Optic-electric Co Ltd, Cl A | | | 355,500 | | | | 868 | |
iQIYI Inc ADR * | | | 1,050,361 | | | | 2,269 | |
JD.com Inc ADR | | | 158,978 | | | | 5,943 | |
Kanzhun Ltd ADR | | | 73,534 | | | | 993 | |
Kuaishou Technology, Cl B * | | | 78,400 | | | | 486 | |
Kunlun Energy Co Ltd | | | 2,960,000 | | | | 2,792 | |
Kweichow Moutai Co Ltd, Cl A | | | 6,775 | | | | 1,429 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Emerging Markets Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Meituan, Cl B * | | | 309,200 | | | $ | 6,703 | |
NARI Technology Co Ltd, Cl A * | | | 594,400 | | | | 2,028 | |
New China Life Insurance Co Ltd, Cl H * | | | 133,700 | | | | 409 | |
PDD Holdings Inc ADR * | | | 15,520 | | | | 1,499 | |
People's Insurance Co Group of China Ltd/The, Cl H * | | | 1,112,000 | | | | 530 | |
PetroChina Co Ltd, Cl H | | | 722,000 | | | | 511 | |
PICC Property & Casualty Co Ltd | | | 3,492,000 | | | | 5,286 | |
Ping An Insurance Group Co of China Ltd, Cl H | | | 1,320,000 | | | | 7,600 | |
Pop Mart International Group Ltd | | | 57,400 | | | | 663 | |
Q Technology Group Co Ltd | | | 1,088,000 | | | | 833 | |
Qifu Technology Inc ADR | | | 32,492 | | | | 1,238 | |
Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A | | | 54,400 | | | | 1,959 | |
Sinotruk Hong Kong Ltd | | | 696,500 | | | | 1,929 | |
Sunny Optical Technology Group Co Ltd | | | 137,600 | | | | 1,113 | |
TAL Education Group ADR * | | | 66,266 | | | | 658 | |
Tencent Holdings Ltd | | | 268,353 | | | | 13,725 | |
Tongcheng Travel Holdings Ltd | | | 524,800 | | | | 1,280 | |
Trip.com Group Ltd ADR * | | | 28,230 | | | | 1,825 | |
Vipshop Holdings Ltd ADR | | | 300,914 | | | | 4,156 | |
Weibo Corp ADR | | | 49,722 | | | | 477 | |
Xinyi Glass Holdings Ltd | | | 1,180,000 | | | | 1,230 | |
Xinyi Solar Holdings Ltd | | | 2,471,000 | | | | 1,092 | |
Yangzijiang Shipbuilding Holdings Ltd | | | 687,600 | | | | 1,236 | |
Yantai China Pet Foods, Cl A | | | 195,000 | | | | 886 | |
Yihai International Holding Ltd | | | 493,000 | | | | 860 | |
Zhejiang NHU Co Ltd, Cl A | | | 239,469 | | | | 720 | |
ZTE Corp, Cl H | | | 174,000 | | | | 423 | |
| | | | | | | 141,064 | |
| | | | | | | | |
Colombia — 0.3% |
Gran Tierra Energy Inc * | | | 363,642 | | | | 2,500 | |
| | | | | | | 2,500 | |
| | | | | | | | |
Czechia — 0.2% |
WAG Payment Solutions PLC * | | | 1,509,678 | | | | 1,554 | |
| | | | | | | | |
Egypt — 0.4% |
Commercial International Bank - Egypt GDR | | | 2,175,279 | | | | 3,089 | |
| | | | | | | | |
Ghana — 0.1% |
Tullow Oil PLC * | | | 4,509,267 | | | | 1,184 | |
| | | | | | | | |
Greece — 1.5% |
Alpha Services and Holdings SA | | | 274,141 | | | | 424 | |
Eurobank Ergasias Services and Holdings SA | | | 2,462,120 | | | | 5,201 | |
National Bank of Greece SA | | | 351,930 | | | | 2,478 | |
OPAP SA | | | 67,328 | | | | 1,103 | |
Piraeus Financial Holdings SA | | | 761,484 | | | | 2,787 | |
| | | | | | | 11,993 | |
| | | | | | | | |
Hong Kong — 0.2% |
Orient Overseas International Ltd | | | 34,500 | | | | 440 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Techtronic Industries Co Ltd | | | 103,500 | | | $ | 1,458 | |
| | | | | | | 1,898 | |
| | | | | | | | |
Hungary — 0.9% |
OTP Bank Nyrt | | | 95,407 | | | | 5,154 | |
Richter Gedeon Nyrt * | | | 77,722 | | | | 2,062 | |
| | | | | | | 7,216 | |
| | | | | | | | |
Iceland — 0.5% |
Islandsbanki HF | | | 4,408,377 | | | | 3,989 | |
| | | | | | | | |
India — 12.0% |
Adani Ports & Special Economic Zone Ltd | | | 19,956 | | | | 281 | |
Ashoka Buildcon Ltd * | | | 609,560 | | | | 1,800 | |
Aster DM Healthcare Ltd | | | 268,205 | | | | 1,587 | |
Aurobindo Pharma Ltd | | | 90,586 | | | | 1,354 | |
Bharat Electronics Ltd | | | 609,206 | | | | 2,221 | |
Bharat Petroleum Corp Ltd | | | 220,702 | | | | 763 | |
Brigade Enterprises Ltd | | | 122,176 | | | | 1,794 | |
Canara Bank | | | 746,465 | | | | 901 | |
Cartrade Tech * | | | 76,634 | | | | 1,229 | |
Chambal Fertilisers and Chemicals Ltd | | | 47,211 | | | | 288 | |
Cholamandalam Financial Holdings | | | 36,608 | | | | 707 | |
Coal India Ltd | | | 172,688 | | | | 851 | |
Computer Age Management Services Ltd | | | 30,571 | | | | 1,783 | |
Crompton Greaves Consumer Electricals Ltd | | | 424,172 | | | | 2,057 | |
Dixon Technologies India Ltd | | | 4,880 | | | | 913 | |
Dr Reddy's Laboratories Ltd | | | 48,235 | | | | 686 | |
Emami Ltd | | | 161,202 | | | | 1,305 | |
Embassy Office Parks REIT ‡ | | | 89,762 | | | | 395 | |
Exide Industries Ltd | | | 289,201 | | | | 1,549 | |
Federal Bank Ltd | | | 702,541 | | | | 1,753 | |
Firstsource Solutions | | | 90,033 | | | | 391 | |
GAIL India Ltd | | | 403,084 | | | | 952 | |
Genus Power Infrastructures Ltd | | | 454,853 | | | | 2,374 | |
HCL Technologies Ltd | | | 198,730 | | | | 4,346 | |
HDFC Asset Management Co Ltd | | | 8,841 | | | | 440 | |
HDFC Bank Ltd | | | 34,940 | | | | 743 | |
HDFC Bank Ltd ADR | | | 65,452 | | | | 4,370 | |
Heritage Foods | | | 20,998 | | | | 122 | |
Hindalco Industries Ltd | | | 104,440 | | | | 811 | |
ICICI Bank Ltd | | | 229,669 | | | | 3,534 | |
ICICI Bank Ltd ADR | | | 228,947 | | | | 6,994 | |
Indian Hotels, Cl A | | | 60,666 | | | | 570 | |
Indus Towers Ltd * | | | 147,172 | | | | 608 | |
Info Edge India Ltd | | | 9,126 | | | | 892 | |
IRB Infrastructure Developers Ltd | | | 983,425 | | | | 621 | |
ITD Cementation India Ltd | | | 16,056 | | | | 99 | |
Jyothy Labs Ltd | | | 271,050 | | | | 1,348 | |
Kotak Mahindra Bank Ltd | | | 106,559 | | | | 2,226 | |
KPIT Technologies Ltd | | | 50,236 | | | | 814 | |
LIC Housing Finance Ltd | | | 82,618 | | | | 625 | |
Lupin Ltd | | | 42,512 | | | | 1,032 | |
Mahindra & Mahindra Ltd | | | 38,752 | | | | 1,360 | |
Manappuram Finance Ltd | | | 170,985 | | | | 316 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Max Healthcare Institute Ltd | | | 12,973 | | | $ | 150 | |
Metropolis Healthcare * | | | 14,712 | | | | 373 | |
Mrs Bectors Food Specialities Ltd | | | 102,852 | | | | 2,208 | |
Muthoot Finance Ltd | | | 26,108 | | | | 592 | |
Narayana Hrudayalaya Ltd | | | 97,087 | | | | 1,455 | |
Natco Pharma Ltd | | | 39,574 | | | | 644 | |
National Aluminium Co Ltd | | | 211,908 | | | | 607 | |
NCC Ltd/India | | | 208,580 | | | | 764 | |
Nippon Life India Asset Management Ltd | | | 53,748 | | | | 436 | |
NTPC Ltd | | | 192,974 | | | | 831 | |
Oil & Natural Gas Corp Ltd | | | 264,500 | | | | 804 | |
PB Fintech Ltd * | | | 223,082 | | | | 5,000 | |
Petronet LNG Ltd | | | 604,496 | | | | 2,383 | |
Phoenix Mills Ltd/The | | | 214,813 | | | | 4,211 | |
PNC Infratech Ltd | | | 276,071 | | | | 967 | |
REC Ltd | | | 451,232 | | | | 2,844 | |
Shriram Finance Ltd | | | 103,342 | | | | 3,693 | |
Sobha Ltd | | | 64,343 | | | | 1,208 | |
Solar Industries India | | | 4,570 | | | | 578 | |
Strides Pharma Science Ltd | | | 25,259 | | | | 489 | |
Sun Pharmaceutical Industries | | | 54,539 | | | | 1,150 | |
Tech Mahindra Ltd | | | 37,955 | | | | 769 | |
Thermax Ltd | | | 33,990 | | | | 1,846 | |
Trent Ltd | | | 4,502 | | | | 362 | |
VA Tech Wabag Ltd * | | | 48,917 | | | | 1,039 | |
Varun Beverages | | | 310,604 | | | | 2,283 | |
Zomato Ltd * | | | 149,584 | | | | 495 | |
Zydus Lifesciences Ltd | | | 37,804 | | | | 432 | |
| | | | | | | 98,418 | |
| | | | | | | | |
Indonesia — 4.1% |
Adaro Energy Indonesia Tbk PT | | | 2,478,800 | | | | 325 | |
Aspirasi Hidup Indonesia Tbk PT | | | 16,110,700 | | | | 783 | |
Astra International Tbk PT | | | 2,288,800 | | | | 737 | |
Bank Central Asia Tbk PT | | | 3,024,800 | | | | 1,909 | |
Bank Mandiri Persero Tbk PT | | | 3,591,700 | | | | 1,394 | |
Bank Rakyat Indonesia Persero Tbk PT | | | 21,364,327 | | | | 5,730 | |
Bank Syariah Indonesia Tbk PT | | | 7,558,600 | | | | 1,383 | |
Cisarua Mountain Dairy PT TBK | | | 8,232,000 | | | | 2,909 | |
First Pacific Co Ltd | | | 7,750,000 | | | | 4,452 | |
Indo Tambangraya Megah Tbk PT | | | 121,300 | | | | 204 | |
Medikaloka Hermina Tbk PT | | | 49,722,900 | | | | 4,786 | |
Pakuwon Jati Tbk PT | | | 89,667,684 | | | | 2,366 | |
Perusahaan Gas Negara Tbk PT | | | 2,812,700 | | | | 270 | |
Trimegah Bangun Persada Tbk PT | | | 55,861,139 | | | | 2,926 | |
Ultrajaya Milk Industry & Trading Co Tbk PT | | | 27,622,400 | | | | 3,103 | |
United Tractors Tbk PT | | | 225,500 | | | | 381 | |
| | | | | | | 33,658 | |
| | | | | | | | |
Isreal — 0.6% |
Energean PLC | | | 405,434 | | | | 5,215 | |
| | | | | | | | |
Kazakhstan — 1.7% |
Air Astana JSC GDR * | | | 542,507 | | | | 3,282 | |
Halyk Savings Bank of Kazakhstan JSC GDR | | | 330,511 | | | | 6,121 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Kaspi.KZ JSC ADR | | | 9,721 | | | $ | 1,034 | |
NAC Kazatomprom JSC GDR | | | 99,200 | | | | 3,877 | |
| | | | | | | 14,314 | |
| | | | | | | | |
Kenya — 0.4% |
ARM Cement Ltd * | | | 10 | | | | – | |
Equity Group Holdings PLC/Kenya | | | 9,178,063 | | | | 3,183 | |
| | | | | | | 3,183 | |
| | | | | | | | |
Luxembourg — 0.6% |
Alvotech SA * | | | 257,154 | | | | 3,028 | |
ZABKA GROUP SA * | | | 482,451 | | | | 2,291 | |
| | | | | | | 5,319 | |
| | | | | | | | |
Macao — 0.1% |
MGM China Holdings Ltd | | | 709,200 | | | | 890 | |
| | | | | | | | |
Malaysia — 0.4% |
Gamuda Bhd | | | 503,200 | | | | 1,008 | |
Genting Bhd | | | 359,700 | | | | 303 | |
IHH Healthcare | | | 236,200 | | | | 386 | |
Mah Sing Group Bhd | | | 1,937,200 | | | | 732 | |
My EG Services Bhd | | | 2,129,300 | | | | 414 | |
Sime Darby Bhd | | | 608,400 | | | | 312 | |
Tenaga Nasional Bhd | | | 190,200 | | | | 584 | |
| | | | | | | 3,739 | |
| | | | | | | | |
Mexico — 1.8% |
BBB Foods Inc, Cl A * | | | 44,370 | | | | 1,252 | |
Controladora Vuela Cia de Aviacion SAB de CV ADR * | | | 202,692 | | | | 1,561 | |
GCC | | | 113,400 | | | | 1,018 | |
Grupo Aeroportuario del Pacifico SAB de CV, Cl B | | | 106,172 | | | | 1,998 | |
Grupo Financiero Banorte SAB de CV, Cl O | | | 934,700 | | | | 6,281 | |
Qualitas Controladora SAB de CV | | | 188,400 | | | | 1,429 | |
Vista Energy SAB de CV ADR * | | | 19,850 | | | | 1,057 | |
| | | | | | | 14,596 | |
| | | | | | | | |
Netherlands — 0.1% |
SBM Offshore NV | | | 56,589 | | | | 1,023 | |
| | | | | | | | |
Nigeria — 1.4% |
Guaranty Trust Holding Co PLC | | | 106,821,646 | | | | 3,361 | |
SEPLAT Energy PLC | | | 2,173,062 | | | | 5,801 | |
Zenith Bank PLC | | | 89,481,036 | | | | 2,366 | |
| | | | | | | 11,528 | |
| | | | | | | | |
Pakistan — 0.9% |
Bank Alfalah Ltd | | | 14,158,000 | | | | 4,172 | |
Habib Bank Ltd | | | 4,435,457 | | | | 2,888 | |
| | | | | | | 7,060 | |
| | | | | | | | |
Peru — 1.6% |
Auna SA, Cl A * | | | 442,896 | | | | 3,185 | |
Credicorp Ltd | | | 28,102 | | | | 5,212 | |
Hochschild Mining PLC | | | 1,528,338 | | | | 4,157 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Emerging Markets Equity Fund (Continued)
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Intercorp Financial Services Inc | | | 17,077 | | | $ | 474 | |
| | | | | | | 13,028 | |
| | | | | | | | |
Philippines — 2.3% |
Ayala Corp | | | 309,759 | | | | 3,233 | |
Ayala Land Inc | | | 5,508,500 | | | | 2,687 | |
Century Pacific Food Inc | | | 1,969,000 | | | | 1,410 | |
GT Capital Holdings Inc | | | 387,410 | | | | 4,328 | |
International Container Terminal Services Inc | | | 75,250 | | | | 475 | |
OceanaGold Philippines Inc | | | 16,554,300 | | | | 3,896 | |
Robinsons Land Corp | | | 14,277,300 | | | | 3,229 | |
| | | | | | | 19,258 | |
| | | | | | | | |
Poland — 0.7% |
Alior Bank SA | | | 35,577 | | | | 799 | |
CCC SA * | | | 13,778 | | | | 705 | |
InPost SA * | | | 89,706 | | | | 1,571 | |
KGHM Polska Miedz SA | | | 52,833 | | | | 1,654 | |
Powszechny Zaklad Ubezpieczen SA | | | 65,930 | | | | 717 | |
| | | | | | | 5,446 | |
| | | | | | | | |
Russia — 0.0% |
LUKOIL PJSC ADR *(A) | | | 68,718 | | | | – | |
Mobile TeleSystems PJSC ADR * | | | 556,416 | | | | – | |
Moscow Exchange MICEX-RTS PJSC * | | | 945,410 | | | | – | |
Ozon Holdings PLC ADR * | | | 30,008 | | | | – | |
Sberbank of Russia PJSC ADR *(A) | | | 93,380 | | | | – | |
Surgutneftegas PJSC ADR * | | | 416,721 | | | | – | |
| | | | | | | — | |
| | | | | | | | |
Saudi Arabia — 0.6% |
Arab National Bank | | | 55,550 | | | | 282 | |
Bupa Arabia for Cooperative Insurance Co | | | 30,556 | | | | 1,505 | |
Elm Co | | | 1,509 | | | | 435 | |
Etihad Etisalat Co | | | 42,212 | | | | 621 | |
Riyadh Cables Group Co | | | 48,674 | | | | 1,670 | |
Saudi British Bank/The | | | 34,504 | | | | 285 | |
| | | | | | | 4,798 | |
| | | | | | | | |
Singapore — 1.1% |
Grab Holdings Ltd, Cl A * | | | 550,302 | | | | 2,751 | |
Sea Ltd ADR * | | | 52,274 | | | | 5,949 | |
| | | | | | | 8,700 | |
| | | | | | | | |
Slovenia — 0.6% |
Nova Ljubljanska Banka dd GDR | | | 194,699 | | | | 5,141 | |
| | | | | | | | |
South Africa — 2.8% |
Absa Group Ltd | | | 132,177 | | | | 1,262 | |
Capitec Bank Holdings Ltd | | | 11,367 | | | | 2,052 | |
Foschini Group Ltd/The | | | 148,577 | | | | 1,402 | |
Impala Platinum Holdings Ltd | | | 163,705 | | | | 925 | |
Kumba Iron Ore Ltd | | | 26,777 | | | | 493 | |
Life Healthcare Group Holdings Ltd | | | 743,159 | | | | 686 | |
Naspers Ltd, Cl N | | | 58,797 | | | | 13,241 | |
Nedbank Group Ltd | | | 86,337 | | | | 1,380 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Old Mutual Ltd | | | 125,938 | | | $ | 89 | |
OUTsurance Group Ltd | | | 399,257 | | | | 1,429 | |
Sasol Ltd | | | 110,225 | | | | 536 | |
| | | | | | | 23,495 | |
| | | | | | | | |
South Korea — 9.5% |
BH Co Ltd | | | 20,172 | | | | 235 | |
BNK Financial Group Inc | | | 46,640 | | | | 353 | |
CJ CheilJedang Corp | | | 7,003 | | | | 1,323 | |
Classys Inc | | | 43,314 | | | | 1,442 | |
Coupang Inc, Cl A * | | | 84,273 | | | | 2,137 | |
Coway Co Ltd | | | 40,016 | | | | 1,890 | |
DB Insurance Co Ltd | | | 7,193 | | | | 563 | |
DL E&C Co Ltd | | | 5,243 | | | | 127 | |
Eo Technics Co Ltd | | | 6,449 | | | | 537 | |
Eugene Technology Co Ltd | | | 29,640 | | | | 710 | |
GS Holdings Corp | | | 12,565 | | | | 376 | |
Hana Financial Group Inc | | | 226,210 | | | | 10,118 | |
Hankook Tire & Technology Co Ltd | | | 12,877 | | | | 348 | |
HD Hyundai Electric Co Ltd | | | 2,480 | | | | 621 | |
HD Hyundai Marine Solution | | | 22,337 | | | | 2,134 | |
HD HYUNDAI MIPO * | | | 9,259 | | | | 834 | |
HPSP Co Ltd | | | 34,332 | | | | 652 | |
Hyundai Glovis Co Ltd | | | 5,880 | | | | 518 | |
Hyundai Marine & Fire Insurance Co Ltd | | | 13,014 | | | | 248 | |
Hyundai Mobis Co Ltd | | | 3,590 | | | | 616 | |
Hyundai Motor Co | | | 7,096 | | | | 1,111 | |
Hyundai Rotem Co Ltd | | | 50,872 | | | | 1,845 | |
Kia Corp | | | 162,698 | | | | 10,834 | |
KIWOOM Securities Co Ltd | | | 3,072 | | | | 284 | |
Korea Gas Corp | | | 12,815 | | | | 410 | |
Korea Investment Holdings Co Ltd | | | 7,779 | | | | 417 | |
Korean Air Lines Co Ltd | | | 32,084 | | | | 597 | |
Krafton * | | | 2,636 | | | | 590 | |
KT Corp | | | 19,653 | | | | 687 | |
LG Chem Ltd | | | 9,120 | | | | 1,857 | |
LG Electronics Inc | | | 74,948 | | | | 4,819 | |
LG Innotek Co Ltd | | | 3,591 | | | | 417 | |
LX INTERNATIONAL CORP | | | 13,188 | | | | 270 | |
NH Investment & Securities Co Ltd | | | 143,894 | | | | 1,374 | |
OCI Holdings Co Ltd | | | 7,149 | | | | 305 | |
PharmaResearch Co Ltd | | | 13,317 | | | | 1,890 | |
Poongsan Corp | | | 10,419 | | | | 384 | |
Samsung Electronics Co Ltd | | | 288,869 | | | | 11,223 | |
Samsung Life Insurance Co Ltd | | | 6,358 | | | | 488 | |
Samsung Securities Co Ltd | | | 11,454 | | | | 391 | |
Sanil Electric * | | | 18,730 | | | | 826 | |
Shinhan Financial Group Co Ltd | | | 61,055 | | | | 2,320 | |
SK Hynix Inc | | | 26,265 | | | | 3,010 | |
SK Square Co Ltd * | | | 71,670 | | | | 3,776 | |
SK Telecom Co Ltd | | | 15,944 | | | | 702 | |
SOOP Co Ltd | | | 3,929 | | | | 311 | |
TSE Co Ltd | | | 19,075 | | | | 507 | |
Woori Financial Group Inc | | | 62,538 | | | | 749 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Youngone Corp | | | 8,726 | | | $ | 256 | |
| | | | | | | 78,432 | |
| | | | | | | | |
Taiwan — 14.7% |
All Ring Tech | | | 109,000 | | | | 1,455 | |
Alltop Technology Co Ltd | | | 121,000 | | | | 1,028 | |
Arcadyan Technology Corp | | | 217,000 | | | | 1,106 | |
Asia Vital Components Co Ltd | | | 168,686 | | | | 3,339 | |
ASPEED Technology Inc | | | 11,130 | | | | 1,400 | |
Asustek Computer Inc | | | 73,000 | | | | 1,321 | |
Cathay Financial Holding Co Ltd | | | 602,000 | | | | 1,218 | |
Chroma ATE Inc | | | 87,000 | | | | 1,105 | |
Compal Electronics Inc | | | 232,000 | | | | 263 | |
CTBC Financial Holding Co Ltd | | | 5,293,000 | | | | 6,094 | |
E Ink Holdings Inc | | | 115,000 | | | | 995 | |
Elan Microelectronics Corp | | | 309,000 | | | | 1,394 | |
Elite Material Co Ltd | | | 97,000 | | | | 1,399 | |
Ennoconn Corp | | | 132,000 | | | | 1,223 | |
Eva Airways Corp | | | 926,000 | | | | 1,184 | |
Evergreen Marine Corp Taiwan Ltd | | | 181,800 | | | | 1,215 | |
Fositek Corp | | | 42,000 | | | | 1,166 | |
Gold Circuit Electronics Ltd | | | 214,000 | | | | 1,222 | |
Hon Hai Precision Industry Co Ltd | | | 574,912 | | | | 3,460 | |
Ingentec Corp | | | 136,500 | | | | 815 | |
Insyde Software Corp | | | 68,000 | | | | 980 | |
International Games System Co Ltd | | | 48,000 | | | | 1,419 | |
Jentech Precision Industrial Co Ltd | | | 45,000 | | | | 1,919 | |
Johnson Health Tech Co Ltd | | | 289,000 | | | | 1,401 | |
King Yuan Electronics Co Ltd | | | 551,000 | | | | 2,146 | |
Kinik Co | | | 177,000 | | | | 1,624 | |
Lotes Co Ltd | | | 6,000 | | | | 331 | |
Macronix International Co Ltd | | | 1,745,000 | | | | 1,125 | |
MediaTek Inc | | | 87,677 | | | | 3,387 | |
Micro-Star International Co Ltd | | | 557,000 | | | | 2,932 | |
MPI Corp | | | 24,000 | | | | 576 | |
Pou Chen Corp | | | 331,000 | | | | 416 | |
Quanta Computer Inc | | | 92,000 | | | | 824 | |
Radiant Opto-Electronics Corp | | | 66,000 | | | | 387 | |
Sitronix Technology Corp | | | 9,000 | | | | 57 | |
Sports Gear Co Ltd | | | 291,000 | | | | 1,241 | |
Synnex Technology International Corp | | | 135,000 | | | | 314 | |
Taiwan Paiho Ltd | | | 690,000 | | | | 1,653 | |
Taiwan Semiconductor Manufacturing Co Ltd | | | 1,836,000 | | | | 56,296 | |
Taiwan Semiconductor Manufacturing Co Ltd ADR | | | 13,608 | | | | 2,513 | |
Taiwan Surface Mounting Technology Corp | | | 82,000 | | | | 261 | |
Universal Microwave Technology Inc | | | 108,000 | | | | 1,001 | |
Visual Photonics Epitaxy Co Ltd | | | 276,000 | | | | 1,444 | |
Voltronic Power Technology Corp | | | 22,950 | | | | 1,300 | |
Wisdom Marine Lines Co Ltd | | | 113,000 | | | | 259 | |
Wistron Corp | | | 231,000 | | | | 807 | |
Wiwynn Corp * | | | 9,000 | | | | 536 | |
| | | | | | |
Description | | Shares | | | Market Value ($ Thousands) | |
COMMON STOCK (continued) |
Yang Ming Marine Transport Corp | | | 442,000 | | | $ | 996 | |
| | | | | | | 120,547 | |
| | | | | | | | |
Thailand — 1.3% |
Com7 PCL, Cl F | | | 185,500 | | | | 143 | |
Fabrinet * | | | 2,500 | | | | 586 | |
JMT Network Services NVDR | | | 665,900 | | | | 375 | |
Kasikornbank PCL NVDR | | | 1,287,300 | | | | 5,649 | |
Krung Thai Bank PCL | | | 1,129,300 | | | | 659 | |
Muangthai Capital PCL NVDR | | | 1,204,100 | | | | 1,729 | |
NSL Foods NVDR | | | 1,251,200 | | | | 1,176 | |
Sansiri PCL | | | 2,993,200 | | | | 157 | |
| | | | | | | 10,474 | |
| | | | | | | | |
Türkiye — 0.8% |
AG Anadolu Grubu Holding AS, Cl A | | | 53,643 | | | | 503 | |
Anadolu Efes Biracilik Ve Malt Sanayii AS | | | 58,320 | | | | 336 | |
Dogus Otomotiv Servis ve Ticaret AS | | | 64,376 | | | | 397 | |
Haci Omer Sabanci Holding AS | | | 218,257 | | | | 569 | |
KOC Holding AS | | | 220,827 | | | | 1,276 | |
MLP Saglik Hizmetleri AS, Cl B * | | | 123,109 | | | | 1,419 | |
Turk Hava Yollari AO * | | | 37,614 | | | | 309 | |
Ulker Biskuvi Sanayi AS | | | 258,868 | | | | 836 | |
Yapi ve Kredi Bankasi AS | | | 859,024 | | | | 734 | |
| | | | | | | 6,379 | |
| | | | | | | | |
United Arab Emirates — 2.1% |
Abu Dhabi Commercial Bank PJSC | | | 161,455 | | | | 440 | |
Alef Education Holding PLC | | | 9,481,277 | | | | 3,046 | |
Emaar Development PJSC | | | 1,363,024 | | | | 4,212 | |
Emaar Properties PJSC | | | 3,849,591 | | | | 10,009 | |
| | | | | | | 17,707 | |
| | | | | | | | |
United States — 0.4% |
Globant SA * | | | 8,303 | | | | 1,891 | |
JBS S/A | | | 169,100 | | | | 1,047 | |
| | | | | | | 2,938 | |
| | | | | | | | |
Vietnam — 1.8% |
Masan Group * | | | 910,300 | | | | 2,629 | |
Military Commercial Joint Stock Bank | | | 6,415,731 | | | | 6,113 | |
SSI Securities Corp | | | 101,000 | | | | 98 | |
Vietnam Technological & Commercial Joint Stock Bank | | | 3,308,440 | | | | 3,080 | |
Vinhomes JSC | | | 1,825,800 | | | | 2,939 | |
| | | | | | | 14,859 | |
| | | | | | | | |
Zambia — 0.5% |
First Quantum Minerals Ltd | | | 302,687 | | | | 4,136 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $683,985) ($ Thousands) | | | | | | | 781,441 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Emerging Markets Equity Fund (Concluded)
| | | | | | |
Description | | Shares
| | | Market Value ($ Thousands) | |
PREFERRED STOCK — 1.8% |
Brazil — 0.3% |
Bradespar SA (B) | | | 210,800 | | | $ | 649 | |
Cia Energetica de Minas Gerais (B) | | | 1 | | | | – | |
Marcopolo SA (B) | | | 1,518,040 | | | | 2,141 | |
| | | | | | | 2,790 | |
| | | | | | | | |
Colombia — 0.1% |
Banco Davivienda SA *(B) | | | 215,784 | | | | 924 | |
| | | | | | | | |
South Korea — 1.4% |
Hyundai Motor Co (B) | | | 43,172 | | | | 4,906 | |
LG Chem Ltd (B) | | | 5,906 | | | | 804 | |
LG Electronics Inc (B) | | | 25,035 | | | | 771 | |
Samsung Electronics Co Ltd (B) | | | 138,023 | | | | 4,571 | |
| | | | | | | 11,052 | |
| | | | | | | | |
Total Preferred Stock | | | | | | | | |
(Cost $18,286) ($ Thousands) | | | | | | | 14,766 | |
| | | | | | | | |
CASH EQUIVALENT — 3.3% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 27,142,546 | | | | 27,143 | |
Total Cash Equivalent | | | | | | | | |
(Cost $27,143) ($ Thousands) | | | | | | | 27,143 | |
Total Investments in Securities — 100.1% | | | | | | | | |
(Cost $729,414) ($ Thousands) | | $ | 823,350 | |
| | | | | | | | |
| | | | | | | | |
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Appreciation(Thousands) | |
Long Contracts | | | | | | | | | | | | | | | | | | | | |
MSCI Emerging Markets | | | 338 | | | | Dec-2024 | | | $ | 18,367 | | | $ | 18,431 | | | $ | 64 | |
| | | | | | | | | | | | | | | | | | | | |
| Percentages are based on Net Assets of $822,418 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
‡ | Real Estate Investment Trust. |
† | Investment in Affiliated Security (see Note 6). |
(A) | Level 3 security in accordance with fair value hierarchy. |
(B) | No interest rate available. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($)(1) | | | Total ($) | |
Common Stock | | | 780,482 | | | | 959 | | | | – | ^ | | | 781,441 | |
Preferred Stock | | | 14,766 | | | | – | | | | – | | | | 14,766 | |
Cash Equivalent | | | 27,143 | | | | – | | | | – | | | | 27,143 | |
Total Investments in Securities | | | 822,391 | | | | 959 | | | | – | | | | 823,350 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
| Futures Contracts* | | | | | | | | | | | | | | | | |
| Unrealized Appreciation | | | 64 | | | | – | | | | – | | | | 64 | |
Total Other Financial Instruments | | | 64 | | | | – | | | | – | | | | 64 | |
| | | | | | | | | | | | | | | | | |
* | Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
^This category includes securities with a value of $—.
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Investments Trust
The following is a summary of Fund's transactions with affiliates for the period ended November 30, 2024 ($ Thousands):
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institution Class | | $ | 7,016 | | | $ | 86,696 | | | $ | (66,569 | ) | | $ | — | | | $ | — | | | $ | 27,143 | | | $ | 317 | | | $ | — | |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS — 31.7% |
Aerospace & Defense — 0.6% | | | | |
Cobham Ultra SeniorCo SARL, Facility B (USD), 1st Lien | | | | | | | | |
9.245%, CME Term SOFR + 3.500%, 08/03/2029 (A) | | $ | 1,153 | | | $ | 1,135 | |
TransDigm Inc., New Tranche J Term Loan, 1st Lien | | | | | | | | |
7.104%, CME Term SOFR + 2.500%, 02/28/2031 (A)(B) | | | 180 | | | | 180 | |
TransDigm Inc., Tranche K Term Loan, 1st Lien | | | | | | | | |
7.354%, CME Term SOFR + 2.750%, 03/22/2030 (A) | | | 636 | | | | 636 | |
| | | | | | | 1,951 | |
| | | | | | | | |
Air Transport — 0.2% | | | | |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien | | | | | | | | |
9.629%, CME Term SOFR + 4.750%, 04/20/2028 (A) | | | 834 | | | | 860 | |
| | | | | | | | |
| | | | | | | | |
Automotive — 1.3% | | | | |
American Auto Auction Group, LLC, 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
9.014%, 12/30/2027 (B) | | | 319 | | | | 321 | |
Autokiniton US Holdings, Inc., 2024 Replacement Term B Loan | | | | | | | | |
8.800%, 04/06/2028 | | | 246 | | | | 244 | |
Belron Finance 2019 LLC, 2031 Dollar Incremental Term Loan, 1st Lien | | | | | | | | |
7.273%, CME Term SOFR + 2.750%, 10/16/2031 (A) | | | 515 | | | | 520 | |
Clarios Global LP, Amendment No. 5 Dollar Term Loan, 1st Lien | | | | | | | | |
7.073%, CME Term SOFR + 2.500%, 05/06/2030 (A) | | | 898 | | | | 903 | |
Hertz Corporation, The, Initial Term B Loan, 1st Lien | | | | | | | | |
8.187%, CME Term SOFR + 3.500%, 06/30/2028 (A) | | | 287 | | | | 254 | |
Hertz Corporation, The, Initial Term C Loan, 1st Lien | | | | | | | | |
8.187%, CME Term SOFR + 3.250%, 06/30/2028 (A) | | | 56 | | | | 49 | |
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Term B Loan, 1st Lien | | | | | | | | |
7.573%, CME Term SOFR + 3.000%, 04/23/2031 (A) | | | 974 | | | | 977 | |
Paint Intermediate III, LLC, Cov-Lite TLB, 1st Lien | | | | | | | | |
7.522%, 09/11/2031 | | | 305 | | | | 307 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Wand Newco 3, Inc., Tranche B-1 Term Loan | | | | | | | | |
7.854%, CME Term SOFR + 3.250%, 01/30/2031 (A) | | $ | 318 | | | $ | 320 | |
Wand Newco 3, Inc., Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
7.823%, CME Term SOFR + 3.250%, 01/30/2031 (A) | | | 547 | | | | 551 | |
| | | | | | | 4,446 | |
| | | | | | | | |
Building & Development — 0.9% | | | | |
ArchKey Holdings Inc., TLB | | | | | | | | |
9.422%, 10/10/2031 | | | 466 | | | | 469 | |
Artera Services, LLC, Tranche C Term Loan, 1st Lien | | | | | | | | |
9.104%, 02/15/2031 | | | 498 | | | | 491 | |
CP Atlas Buyer, Inc., Term B Loan, 1st Lien | | | | | | | | |
8.423%, CME Term SOFR + 3.750%, 11/23/2027 (A) | | | 253 | | | | 248 | |
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien | | | | | | | | |
8.187%, CME Term SOFR + 3.500%, 12/08/2025 (A) | | | 833 | | | | 810 | |
Gulfside Supply INC, Term Loan | | | | | | | | |
7.599%, SOFR + 3.500%, 06/17/2031 (A)(C) | | | 288 | | | | 290 | |
Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.423%, CME Term SOFR + 3.750%, 10/15/2028 (A) | | | 156 | | | | 155 | |
Summit Materials, LLC, Incremental Cov-Lite TLB | | | | | | | | |
6.359%, CME Term SOFR + 2.500%, 01/12/2029 (A) | | | 498 | | | | 498 | |
Tutor Perini Corp., Term Loan, 1st Lien | | | | | | | | |
9.437%, SOFRRATE + 3.500%, 08/18/2027 (A) | | | 380 | | | | 381 | |
Wrench Group LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.865%, 04/30/2026 | | | 519 | | | | 515 | |
| | | | | | | 3,857 | |
| | | | | | | | |
Business Equipment & Services — 5.1% | | | | |
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien | | | | | | | | |
9.585%, CME Term SOFR + 5.000%, 08/18/2028 (A) | | | 1,160 | | | | 1,167 | |
Albion Financing 3 SARL (Albion Financing LLC), 2024 Amended U.S. Dollar Term Loan, 1st Lien | | | | | | | | |
9.096%, CME Term SOFR + 4.250%, 08/16/2029 (A) | | | 199 | | | | 201 | |
9.096%, CME Term SOFR + 3.250%, 08/16/2029 (A) | | | 66 | | | | 66 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien | | | | | | | | |
7.187%, 02/04/2028 | | $ | 871 | | | $ | 876 | |
Asplundh Tree Expert, LLC, 2024 Incremental Term Loan | | | | | | | | |
6.323%, CME Term SOFR + 1.750%, 05/23/2031 (A) | | | 473 | | | | 475 | |
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien | | | | | | | | |
8.285%, CME Term SOFR + 3.250%, 03/03/2025 (A) | | | 479 | | | | 478 | |
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien | | | | | | | | |
10.285%, CME Term SOFR + 4.500%, 10/15/2026 (A) | | | 270 | | | | 270 | |
Boost Newco Borrower, LLC, USD Term B-1 Loan, 1st Lien | | | | | | | | |
7.104%, CME Term SOFR + 2.500%, 01/31/2031 (A) | | | 405 | | | | 408 | |
BW Holding, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.664%, CME Term SOFR + 4.000%, 12/14/2028 (A) | | | 633 | | | | 569 | |
Chart Industries, Amendment No. 7 Term Loan | | | | | | | | |
7.092%, 03/15/2030 | | | 755 | | | | 758 | |
Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien | | | | | | | | |
7.073%, 11/02/2029 | | | 225 | | | | 226 | |
Electron Bidco Inc., Initial Term Loan, 1st Lien | | | | | | | | |
7.687%, CME Term SOFR + 3.000%, 11/01/2028 (A) | | | 1,339 | | | | 1,347 | |
Ensono, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.687%, CME Term SOFR + 4.000%, 05/26/2028 (A) | | | 841 | | | | 843 | |
First Advantage Holdings, LLC, Term B-2 Loan, 1st Lien | | | | | | | | |
7.823%, CME Term SOFR + 3.250%, 10/31/2031 (A) | | | 260 | | | | 262 | |
Grant Thornton, Cov-Lite Term Loan B, 1st Lien | | | | | | | | |
7.823%, 06/02/2031 | | | 450 | | | | 453 | |
Iqvia Inc., Incremental Term B-4 Dollar Loan | | | | | | | | |
6.604%, CME Term SOFR + 2.000%, 01/02/2031 (A) | | | 576 | | | | 579 | |
Lei Finco US LLC, Term Loan | | | | | | | | |
7.887%, CME Term SOFR + 3.250%, 07/02/2031 (A) | | | 425 | | | | 425 | |
Medline Borrower, LP, Third Amendment Incremental Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.250%, 10/23/2028 (A) | | | 413 | | | | 415 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Mermaid Bidco | | | | | | | | |
7.804%, CME Term SOFR + 3.250%, 07/03/2031 (A) | | $ | 271 | | | $ | 273 | |
Project Castle Inc., Initial Term Loan, 1st Lien | | | | | | | | |
12.500%, CME Term SOFR + 5.500%, 06/01/2029 (A) | | | 40 | | | | 36 | |
9.762%, CME Term SOFR + 5.500%, 06/01/2029 (A) | | | 767 | | | | 696 | |
Sedgwick Claims Management Services Inc., 2023 Term Loan, 1st Lien | | | | | | | | |
7.585%, CME Term SOFR + 3.750%, 07/31/2031 (A) | | | 1,146 | | | | 1,154 | |
Service Logic Acquisition, Inc., Relevant Term Loan, 1st Lien | | | | | | | | |
8.085%, CME Term SOFR + 3.500%, 10/29/2027 (A) | | | 1,142 | | | | 1,152 | |
Sharp Services, LLC, Tranche D Term Loan, 1st Lien | | | | | | | | |
7.876%, CME Term SOFR + 3.250%, 12/31/2028 (A) | | | 1,009 | | | | 1,011 | |
Tempo Acquisition, LLC, Sixth Incremental Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.250%, 08/31/2028 (A) | | | 303 | | | | 305 | |
TK Elevator Midco GmbH, Facility B2 (USD), 1st Lien | | | | | | | | |
8.588%, CME Term SOFR + 3.500%, 04/30/2030 (A) | | | 516 | | | | 520 | |
United Talent Agency, LLC, 2024 Refinancing Term Loan | | | | | | | | |
8.372%, 07/07/2028 (A)(C) | | | 1,064 | | | | 1,070 | |
VeriFone Systems, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.782%, CME Term SOFR + 4.000%, 08/20/2025 (A) | | | 634 | | | | 592 | |
Waystar Technologies, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
7.323%, CME Term SOFR + 2.750%, 10/22/2029 (A) | | | 584 | | | | 587 | |
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien | | | | | | | | |
7.437%, CME Term SOFR + 2.750%, 05/18/2025 (A) | | | 1,171 | | | | 1,171 | |
| | | | | | | 18,385 | |
| | | | | | | | |
Cable & Satellite Television — 1.1% | | | | |
Altice France S.A., USD TLB-[14] Loan, 1st Lien | | | | | | | | |
10.156%, CME Term SOFR + 5.500%, 08/15/2028 (A) | | | 581 | | | | 475 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Creative Artists Agency, LLC, 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
7.323%, CME Term SOFR + 2.750%, 10/01/2031 (A) | | $ | 822 | | | $ | 826 | |
E.W. Scripps Company, Tranche B-2 Term Loan, 1st Lien | | | | | | | | |
7.250%, 05/01/2026 (A) | | | 298 | | | | 288 | |
Gray Television, Inc., Term Loan B | | | | | | | | |
9.922%, 06/04/2029 | | | 259 | | | | 245 | |
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien | | | | | | | | |
8.115%, CME Term SOFR + 3.250%, 08/19/2026 (A) | | | 1,227 | | | | 1,158 | |
Numericable U.S. LLC, USD TLB-11 Term Loan, 1st Lien | | | | | | | | |
7.432%, LIBOR + 2.750%, 07/31/2025 (A) | | | 28 | | | | 26 | |
Virgin Media Bristol LLC, Facility Y, 1st Lien | | | | | | | | |
8.168%, CME Term SOFR + 3.250%, 03/31/2031 (A) | | | 350 | | | | 346 | |
Virgin Media Bristol LLC, N Facility, 1st Lien | | | | | | | | |
7.224%, CME Term SOFR + 2.500%, 01/31/2028 (A) | | | 646 | | | | 639 | |
| | | | | | | 4,003 | |
| | | | | | | | |
Chemicals & Plastics — 1.0% | | | | |
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien | | | | | | | | |
12.423%, CME Term SOFR + 7.750%, 11/24/2028 (A) | | | 95 | | | | 91 | |
Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien | | | | | | | | |
8.785%, CME Term SOFR + 4.000%, 11/24/2027 (A) | | | 50 | | | | 50 | |
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien | | | | | | | | |
8.173%, CME Term SOFR + 3.500%, 12/04/2026 (A) | | | 655 | | | | 655 | |
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
10.115%, CME Term SOFR + 5.250%, 11/01/2028 (A) | | | 675 | | | | 538 | |
LTI Holdings, Inc., 2024 Term Loan, 1st Lien | | | | | | | | |
9.323%, CME Term SOFR + 4.750%, 07/19/2029 (A) | | | 547 | | | | 548 | |
Polar US Borrower, LLC, Term B-1-A Loan | | | | | | | | |
10.188%, 10/16/2028 | | | 259 | | | | 184 | |
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien | | | | | | | | |
8.085%, CME Term SOFR + 4.000%, 03/16/2027 (A) | | | 1,258 | | | | 1,264 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Wilsonart LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.854%, CME Term SOFR + 4.250%, 08/05/2031 (A) | | $ | 368 | | | $ | 365 | |
| | | | | | | 3,695 | |
| | | | | | | | |
Conglomerates — 0.3% | | | | |
Curian Global Inc., 2021 Term Loan, 1st Lien | | | | | | | | |
8.435%, 08/30/2026 | | | 1,079 | | | | 1,028 | |
| | | | | | | | |
| | | | | | | | |
Containers & Glass Products — 1.0% | | | | |
Charter Next Generation, Inc. , 2024 Replacement Term Loan, 1st Lien | | | | | | | | |
7.652%, CME Term SOFR + 3.000%, 11/29/2030 (A) | | | 745 | | | | 751 | |
Pregis TopCo LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.573%, CME Term SOFR + 3.750%, 07/31/2026 (A) | | | 1,184 | | | | 1,192 | |
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien | | | | | | | | |
9.171%, CME Term SOFR + 3.197%, 10/02/2028 (A) | | | 1,056 | | | | 850 | |
Pretium PKG Holdings, Inc., Third Amendment Tranche A Term Loan, 1st Lien | | | | | | | | |
9.605%, CME Term SOFR + 2.500%, 10/02/2028 (A) | | | 412 | | | | 421 | |
Trident TPI Holdings, Inc., Tranche B-7 Initial Term Loan | | | | | | | | |
8.188%, CME Term SOFR + 3.750%, 09/15/2028 (A) | | | 738 | | | | 745 | |
| | | | | | | 3,959 | |
| | | | | | | | |
Ecological Services & Equipment — 0.2% | | | | |
Esdec Solar Group B.V., Initial Term Loan, 1st Lien | | | | | | | | |
9.865%, CME Term SOFR + 5.000%, 08/30/2028 (A)(C) | | | 175 | | | | 158 | |
GFL Environmental Inc., 2024 Refinancing Term Loan | | | | | | | | |
6.610%, CME Term SOFR + 2.000%, 07/03/2031 (A) | | | 445 | | | | 446 | |
Win Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien | | | | | | | | |
7.437%, CME Term SOFR + 2.750%, 03/24/2028 (A) | | | 491 | | | | 475 | |
| | | | | | | 1,079 | |
| | | | | | | | |
Electronics/Electrical — 4.8% | | | | |
Applied Systems, Inc., Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
7.604%, CME Term SOFR + 3.000%, 02/24/2031 (A) | | | 866 | | | | 873 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan, 1st Lien | | | | | | | | |
8.104%, CME Term SOFR + 3.500%, 03/30/2029 (A) | | $ | 1,135 | | | $ | 1,139 | |
Cloud Software Group, Inc., Sixth Amendment Term Loan | | | | | | | | |
8.309%, CME Term SOFR + 3.750%, 03/21/2031 (A)(B) | | | 345 | | | | 346 | |
CommerceHub, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.797%, CME Term SOFR + 4.000%, 12/29/2027 (A) | | | 213 | | | | 198 | |
ConnectWise, LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.365%, CME Term SOFR + 3.500%, 09/29/2028 (A)(B) | | | 609 | | | | 612 | |
Conservice Midco, LLC, Ninth Amendment Refinancing Term Loan, 1st Lien | | | | | | | | |
8.073%, 05/13/2027 | | | 401 | | | | 403 | |
Delta Topco, Inc., Second Amendment Refinancing Term Loan, 2nd Lien | | | | | | | | |
9.948%, CME Term SOFR + 5.250%, 11/29/2030 (A) | | | 277 | | | | 281 | |
ECL Entertainment, LLC, 2024 Refinancing Term B Loan, 1st Lien | | | | | | | | |
8.685%, CME Term SOFR + 4.000%, 08/31/2030 (A) | | | 929 | | | | 934 | |
Ellucian Holdings Inc., 2nd Lien | | | | | | | | |
9.335%, SOFR + 5.000%, 11/15/2032 (A)(B) | | | 365 | | | | 367 | |
Ellucian Holdings Inc., Initial Term Loan, 1st Lien | | | | | | | | |
0.000%, 10/09/2029 (D) | | | 619 | | | | 623 | |
Ellucian Holdings Inc., Term B-1 Loan, 1st Lien | | | | | | | | |
8.285%, CME Term SOFR + 3.500%, 10/09/2029 (A) | | | 143 | | | | 144 | |
Epicor Software Corporation (fka Eagle Parent Inc.), Term E Loan, 1st Lien | | | | | | | | |
7.823%, CME Term SOFR + 3.250%, 05/23/2031 (A) | | | 936 | | | | 943 | |
Idemia Group S.A.S. Facility B5 (USD) Term Loan | | | | | | | | |
8.854%, 09/30/2028 | | | 76 | | | | 77 | |
Imprivata, Inc., 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
8.085%, CME Term SOFR + 3.500%, 12/01/2027 (A) | | | 608 | | | | 613 | |
Indemia Group S.A.S, Facility B5 | | | | | | | | |
8.854%, 09/30/2028 | | | 496 | | | | 502 | |
Inmar, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
9.573%, CME Term SOFR + 5.000%, 10/30/2031 (A) | | | 425 | | | | 426 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Instructure Holdings, Inc., Term Loan, 2nd Lien | | | | | | | | |
9.516%, CME Term SOFR + 5.000%, 11/12/2032 (A) | | $ | 150 | | | $ | 153 | |
Isolved, Inc., Term B-2 Loan | | | | | | | | |
0.000%, 10/15/2030 (D) | | | 719 | | | | 723 | |
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien | | | | | | | | |
8.823%, CME Term SOFR + 4.250%, 05/03/2028 (A) | | | 401 | | | | 401 | |
Motus Group LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.704%, CME Term SOFR + 3.750%, 12/11/2028 (A) | | | 934 | | | | 939 | |
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien | | | | | | | | |
6.935%, CME Term SOFR + 2.250%, 01/31/2030 (A) | | | 868 | | | | 869 | |
PointClickCare Technologies Inc., 2024-1 Term Loan, 1st Lien | | | | | | | | |
7.821%, CME Term SOFR + 3.250%, 11/03/2031 (A) | | | 849 | | | | 854 | |
Polaris Newco LLC, Dollar Term Loan, 1st Lien | | | | | | | | |
8.847%, CME Term SOFR + 4.000%, 06/02/2028 (A) | | | 218 | | | | 218 | |
Project Alpha Intermediate Holding, Inc., 2024 Refinancing Term Loan Retired 11/26/2024, 1st Lien | | | | | | | | |
8.335%, CME Term SOFR + 3.750%, 10/28/2030 (A)(B) | | | 115 | | | | 116 | |
Project Alpha Intermediate Holding, Inc., Add-on Cov-Lite TLB | | | | | | | | |
0.000%, 10/28/2030 (A)(D) | | | 190 | | | | 190 | |
Project Boost Purchaser, LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.147%, CME Term SOFR + 3.500%, 07/16/2031 (A) | | | 1,537 | | | | 1,550 | |
Proofpoint, Inc., 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
7.573%, CME Term SOFR + 3.000%, 08/31/2028 (A) | | | 842 | | | | 847 | |
Pushpay USA Inc., Term Loan | | | | | | | | |
9.104%, 08/16/2031 | | | 260 | | | | 261 | |
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.985%, CME Term SOFR + 4.250%, 02/01/2029 (A) | | | 1,020 | | | | 521 | |
Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien | | | | | | | | |
8.823%, CME Term SOFR + 4.250%, 11/28/2028 (A) | | | 310 | | | | 312 | |
Sophia L.P., Closing Date Loan, 2nd Lien | | | | | | | | |
12.785%, CME Term SOFR + 3.000%, 10/09/2028 (A)(C) | | | 468 | | | | 468 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien | | | | | | | | |
7.323%, CME Term SOFR + 2.750%, 09/28/2029 (A) | | $ | 903 | | | $ | 903 | |
| | | | | | | 17,806 | |
| | | | | | | | |
Financial Intermediaries — 1.9% | | | | |
Cornerstone Generation, LLC, Term Loan B | | | | | | | | |
0.000%, 10/28/2031 (A)(B)(D) | | | 379 | | | | 382 | |
CPI Holdco B, LLC, Incremental Term Loan B | | | | | | | | |
0.000%, 05/16/2031 (A)(B)(D) | | | 460 | | | | 461 | |
Edelman Financial Engines Center, LLC, Term Loan, 2nd Lien | | | | | | | | |
9.823%, 10/06/2028 | | | 484 | | | | 486 | |
Focus Financial Partners, LLC, Initial Term Loan, 1st Lien | | | | | | | | |
7.823%, CME Term SOFR + 2.250%, 09/15/2031 (A)(B) | | | 442 | | | | 446 | |
Gen II Fund Services, LLC, Term Loan B | | | | | | | | |
7.339%, CME Term SOFR + 2.750%, 11/20/2031 (A)(B) | | | 250 | | | | 251 | |
GSM Outdoors Acquisition Corporation, Initial Term Loan, 1st Lien | | | | | | | | |
9.573%, CME Term SOFR + 5.000%, 09/30/2031 (A) | | | 320 | | | | 305 | |
HighTower Holding, LLC, Amendment No. 7 Term Loan, 1st Lien | | | | | | | | |
8.071%, CME Term SOFR + 3.500%, 08/21/2028 (A) | | | 740 | | | | 747 | |
Husky Injection Molding Systems Ltd. | | | | | | | | |
9.573%, 02/15/2029 | | | 490 | | | | 493 | |
Jefferies Finance LLC, Initial Term Loan, 1st Lien | | | | | | | | |
7.599%, CME Term SOFR + 3.000%, 10/21/2031 (A) | | | 250 | | | | 251 | |
Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien | | | | | | | | |
9.887%, CME Term SOFR + 5.000%, 10/27/2027 (A) | | | 1,084 | | | | 1,025 | |
Raven Acquisition Holdings, LLC, Initial Term Loan | | | | | | | | |
7.860%, CME Term SOFR + 3.250%, 11/19/2031 (A) | | | 327 | | | | 328 | |
Rohm Holding GmbH, Facility B (USD), 1st Lien | | | | | | | | |
0.000%, 07/31/2026 (D) | | | 183 | | | | 177 | |
Spring Education Group, Inc., Initial Term Loan | | | | | | | | |
8.604%, CME Term SOFR + 4.500%, 10/04/2030 (A) | | | 675 | | | | 678 | |
Thunder Generation Funding, LLC, Term Loan | | | | | | | | |
7.610%, CME Term SOFR + 3.000%, 10/03/2031 (A)(C) | | | 541 | | | | 544 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Victory Buyer LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.437%, CME Term SOFR + 3.750%, 11/19/2028 (A) | | $ | 683 | | | $ | 663 | |
| | | | | | | 7,237 | |
| | | | | | | | |
Food Service — 1.1% | | | | |
8th Avenue Food & Provisions, Inc., 2021 Incremental Term Loan, 1st Lien | | | | | | | | |
9.437%, 10/01/2025 (A) | | | 826 | | | | 795 | |
8th Avenue Food & Provisions, Inc., Term Loan, 1st Lien | | | | | | | | |
8.437%, CME Term SOFR + 3.750%, 10/01/2025 (A) | | | 187 | | | | 180 | |
Aramark Intermediate HoldCo Corporation, U.S. Term B-8 Loan, 1st Lien | | | | | | | | |
6.573%, CME Term SOFR + 2.000%, 06/22/2030 (A) | | | 917 | | | | 920 | |
Chobani LLC, 2020 New Term Loan, 1st Lien | | | | | | | | |
7.937%, 10/25/2027 | | | 568 | | | | 572 | |
Golden State Foods LLC, TLB | | | | | | | | |
0.000%, 10/07/2031 (A)(B)(D) | | | 435 | | | | 438 | |
IRB Holding Corp., 2024 Replacement Term B Loan, 1st Lien | | | | | | | | |
7.423%, CME Term SOFR + 2.750%, 12/15/2027 (A) | | | 864 | | | | 868 | |
| | | | | | | 3,773 | |
| | | | | | | | |
Food/Drug Retailers — 0.1% | | | | |
Eagle Parent Corp., Initial Term Loan, 1st Lien | | | | | | | | |
8.854%, CME Term SOFR + 4.250%, 04/02/2029 (A) | | | 204 | | | | 201 | |
| | | | | | | 201 | |
| | | | | | | | |
Health Care — 4.7% | | | | |
Bach Finance Limited, Existing Dollar Term Loan, 1st Lien | | | | | | | | |
8.514%, CME Term SOFR + 4.000%, 01/31/2028 (A) | | | 803 | | | | 808 | |
Barentz Midco B.V., Facility B2 (USD) | | | | | | | | |
8.704%, 03/01/2031 | | | 748 | | | | 748 | |
Bausch + Lomb Corp., First Incremental Term Loan | | | | | | | | |
8.573%, CME Term SOFR + 4.000%, 09/29/2028 (A) | | | 312 | | | | 313 | |
Bausch + Lomb Corp., Initial Term Loan, 1st Lien | | | | | | | | |
7.938%, 05/10/2027 (A) | | | 611 | | | | 613 | |
Bracket Intermediate Holding Corp., 2023 Refinancing Term Loan, 1st Lien | | | | | | | | |
9.704%, CME Term SOFR + 5.000%, 05/08/2028 (A) | | | 1,275 | | | | 1,284 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Charlotte Buyer, Inc., First Refinancing Term Loan, 1st Lien | | | | | | | | |
9.372%, CME Term SOFR + 4.750%, 02/11/2028 (A) | | $ | 928 | | | $ | 935 | |
CNT Holdings I Corp, Initial Term Loan, 2nd Lien | | | | | | | | |
8.085%, CME Term SOFR + 3.500%, 11/08/2027 (A) | | | 696 | | | | 701 | |
Concentra Health Services, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.250%, 07/26/2031 (A) | | | 65 | | | | 65 | |
Confluent Medical Technologies, Inc. | | | | | | | | |
7.848%, CME Term SOFR + 5.250%, 02/16/2029 (A) | | | 1,125 | | | | 1,129 | |
eResearchTechnology, Inc., Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
8.573%, CME Term SOFR + 4.000%, 02/04/2027 (A) | | | 1,637 | | | | 1,647 | |
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien | | | | | | | | |
8.491%, CME Term SOFR + 3.750%, 07/01/2030 (A) | | | 81 | | | | 81 | |
Gainwell Acquisition Corp., Term B Loan, 1st Lien | | | | | | | | |
8.704%, CME Term SOFR + 4.000%, 10/01/2027 (A) | | | 140 | | | | 134 | |
Gainwell Acquisition Corp., Term B Loan, 2nd Lien | | | | | | | | |
12.684%, CME Term SOFR + 8.000%, 10/02/2028 (A)(C) | | | 265 | | | | 223 | |
Global Medical Response, Inc., 2024 Extended Term Loan, 1st Lien | | | | | | | | |
9.349%, CME Term SOFR + 4.750%, 10/31/2028 (A) | | | 1,181 | | | | 1,184 | |
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien | | | | | | | | |
6.735%, CME Term SOFR + 2.000%, 11/15/2027 (A) | | | 124 | | | | 121 | |
Hanger, Inc., Delayed Draw Term Loan | | | | | | | | |
0.000%, 10/23/2031 (A)(D) | | | 52 | | | | 52 | |
Hanger, Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.073%, CME Term SOFR + 3.500%, 10/23/2031 (A) | | | 403 | | | | 407 | |
LifePoint Health, Inc., 2024-1 Refinancing Term Loan, 1st Lien | | | | | | | | |
8.406%, 05/17/2031 (B) | | | 494 | | | | 496 | |
Mamba Purchaser, Inc., Third Amendment Term Loan, 1st Lien | | | | | | | | |
7.861%, CME Term SOFR + 3.250%, 10/16/2028 (A) | | | 499 | | | | 501 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien | | | | | | | | |
7.617%, CME Term SOFR + 3.000%, 10/19/2027 (A)(C) | | $ | 530 | | | $ | 519 | |
Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.750%, 10/27/2028 (A)(B) | | | 932 | | | | 937 | |
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien | | | | | | | | |
8.523%, CME Term SOFR + 4.000%, 09/20/2028 (A) | | | 353 | | | | 321 | |
Radnet Management, Inc., 2024 Refinancing Term Loan | | | | | | | | |
0.000%, 04/18/2031 (A)(D) | | | 638 | | | | 640 | |
Select Medical Corporation, Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
9.500%, CME Term SOFR + 3.000%, 03/06/2027 (A) | | | 46 | | | | 47 | |
Surgery Center Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
7.338%, CME Term SOFR + 2.750%, 12/19/2030 (A) | | | 619 | | | | 624 | |
Team Health Holdings, Inc., Extended Term Loan, 1st Lien | | | | | | | | |
9.935%, CME Term SOFR + 5.250%, 03/02/2027 (A) | | | 3 | | | | 3 | |
9.835%, CME Term SOFR + 5.250%, 03/02/2027 (A) | | | 1,067 | | | | 1,036 | |
TEAM Services Group, LLC, Incremental Term Loan, 1st Lien | | | | | | | | |
9.935%, 12/20/2027 | | | 225 | | | | 224 | |
WCG Purchaser Corp., 2024 Refinancing Term Loan, 1st Lien | | | | | | | | |
8.844%, CME Term SOFR + 3.500%, 01/08/2027 (A)(B) | | | 1,333 | | | | 1,338 | |
| | | | | | | 17,131 | |
| | | | | | | | |
Home Furnishings — 0.1% | | | | |
Hunter Douglas Holdings B.V., Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
8.571%, CME Term SOFR + 3.500%, 02/26/2029 (A)(B) | | | 77 | | | | 77 | |
Weber-Stephen Products LLC, Initial Term B Loan | | | | | | | | |
7.937%, 10/30/2027 (A) | | | 297 | | | | 281 | |
| | | | | | | 358 | |
| | | | | | | | |
Industrial Equipment — 1.0% | | | | |
Alliance Laundry Systems LLC, Initial Term B Loan | | | | | | | | |
8.073%, CME Term SOFR + 3.500%, 08/19/2031 (A) | | | 488 | | | | 492 | |
Crown Equipment Corp., Initial Term Loan | | | | | | | | |
7.122%, 10/10/2031 | | | 385 | | | | 387 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
EMRLD Borrower LP, Second Amendment Incremental Term Loan, 1st Lien | | | | | | | | |
7.073%, CME Term SOFR + 2.500%, 08/04/2031 (A)(B) | | $ | 260 | | | $ | 260 | |
Gates Corporation, Initial B-5 Dollar Term Loan | | | | | | | | |
6.823%, 06/04/2031 | | | 237 | | | | 238 | |
Gates Global LLC, Initial B-4 Dollar Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 3.000%, 11/16/2029 (A) | | | 94 | | | | 94 | |
John Bean Technologies Corp., Term Loan B | | | | | | | | |
0.000%, 10/09/2031 (A)(B)(D) | | | 310 | | | | 312 | |
Star US Bidco LLC, Fifth Amendment Refinancing Term Loan, 1st Lien | | | | | | | | |
8.323%, CME Term SOFR + 3.750%, 03/17/2027 (A)(B) | | | 523 | | | | 527 | |
TMK Hawk Parent, Corp., Initial Tranche B Loan | | | | | | | | |
9.838%, 06/30/2029 (C) | | | 544 | | | | 321 | |
TMK Hawk Parent, Corp., Term Loan (PIK) | | | | | | | | |
11.000%, 12/15/2031 (C) | | | 17 | | | | 17 | |
WEC US Holdings Ltd., Initial Term Loan, 1st Lien | | | | | | | | |
6.922%, CME Term SOFR + 2.250%, 01/27/2031 (A) | | | 1,017 | | | | 1,021 | |
| | | | | | | 3,669 | |
| | | | | | | | |
Insurance — 0.7% | | | | |
Acrisure, LLC, 2024 Refinancing Term B Loan, 1st Lien | | | | | | | | |
7.599%, CME Term SOFR + 3.000%, 02/15/2027 (A) | | | 883 | | | | 884 | |
Alliant Holdings Intermediate, LLC, Initial Term Loan, 1st Lien | | | | | | | | |
7.349%, CME Term SOFR + 2.750%, 09/19/2031 (A) | | | 470 | | | | 472 | |
Asurion, LLC, New B-8 Term Loan, 1st Lien | | | | | | | | |
7.937%, CME Term SOFR + 3.250%, 12/23/2026 (A) | | | 715 | | | | 715 | |
HIG Finance 2 Limited | | | | | | | | |
8.073%, 04/18/2030 | | | 475 | | | | 479 | |
Hyperion Refinance SARL, Term Loan B | | | | | | | | |
0.000%, 02/15/2031 (D) | | | 40 | | | | 40 | |
Ryan Specialty, LLC, 2024 Term Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.250%, 09/15/2031 (A) | | | 321 | | | | 322 | |
| | | | | | | 2,912 | |
| | | | | | | | |
Leisure Goods/Activities/Movies — 1.1% | | | | |
Alterra Mountain Company, Series B-7 Term Loan | | | | | | | | |
7.573%, 05/31/2030 | | | 195 | | | | 196 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien | | | | | | | | |
9.865%, CME Term SOFR + 5.000%, 09/18/2026 (A) | | $ | 933 | | | $ | 935 | |
Formula One Management Limited, Facility B | | | | | | | | |
6.604%, CME Term SOFR + 2.000%, 09/30/2031 (A)(B) | | | 737 | | | | 740 | |
Formula One Management Limited, Incremental Term Facility | | | | | | | | |
0.000%, 09/10/2031 (A)(B)(D) | | | 369 | | | | 370 | |
Hard Rock Northern Indiana, Term Loan B, 1st Lien | | | | | | | | |
8.571%, 12/11/2028 | | | 221 | | | | 220 | |
Recess Holdings, Inc., Amendment No. 3 Term Loan, 1st Lien | | | | | | | | |
9.085%, CME Term SOFR + 4.500%, 02/21/2030 (A) | | | 905 | | | | 914 | |
UFC Holdings, LLC, Incremental Term B-4 Loan, 1st Lien | | | | | | | | |
6.770%, CME Term SOFR + 2.250%, 11/21/2031 (A)(B) | | | 435 | | | | 438 | |
| | | | | | | 3,813 | |
| | | | | | | | |
Lodging & Casinos — 0.9% | | | | |
Caesars Entertainment Inc., 2023 Incremental Term B Loan, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.750%, 02/06/2030 (A) | | | 1,096 | | | | 1,101 | |
Four Seasons Holdings, Inc., 2024-2 Repricing Term Loan, 1st Lien | | | | | | | | |
6.323%, 11/30/2029 | | | 589 | | | | 590 | |
Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien | | | | | | | | |
8.893%, CME Term SOFR + 4.250%, 08/01/2030 (A) | | | 824 | | | | 826 | |
Station Casinos LLC, Term B Facility, 1st Lien | | | | | | | | |
6.823%, CME Term SOFR + 2.250%, 03/14/2031 (A) | | | 895 | | | | 897 | |
| | | | | | | 3,414 | |
| | | | | | | | |
Nonferrous Metals/Minerals — 0.1% | | | | |
AIP RD Buyer Corp., Term B Loan, 1st Lien | | | | | | | | |
4.992%, CME Term SOFR + 4.250%, 12/22/2028 (A) | | | 355 | | | | 355 | |
| | | | | | | | |
| | | | | | | | |
Oil & Gas — 0.8% | | | | |
CQP Holdco LP, Amendment No.5 Refinancing Term Loan, 1st Lien | | | | | | | | |
6.854%, CME Term SOFR + 2.250%, 12/31/2030 (A) | | | 243 | | | | 244 | |
Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien | | | | | | | | |
8.379%, SOFRRATE + 3.500%, 12/21/2028 (A) | | | 94 | | | | 94 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Freeport LNG Investments, LLLP, Term Loan, 1st Lien | | | | | | | | |
7.879%, 11/16/2026 | | $ | 338 | | | $ | 338 | |
M6 ETX Holdings II Midco LLC, Initial Term Loan, 1st Lien | | | | | | | | |
9.173%, 09/19/2029 (A)(B) | | | 644 | | | | 647 | |
Par Petroleum, LLC, Initial Loan, 1st Lien | | | | | | | | |
0.000%, 02/28/2030 (B)(D) | | | 400 | | | | 397 | |
PG Investment Company 59 SARL, Term Loan B | | | | | | | | |
8.104%, 03/26/2031 | | | 432 | | | | 435 | |
PG Polaris Bidco SARL, Initial Term Loan, 1st Lien | | | | | | | | |
7.604%, CME Term SOFR + 3.000%, 03/26/2031 (A) | | | 141 | | | | 142 | |
Prairie Acquiror LP, Initial Term B-2 Loan | | | | | | | | |
9.323%, 08/01/2029 | | | 818 | | | | 823 | |
| | | | | | | 3,120 | |
| | | | | | | | |
Publishing — 0.5% | | | | |
Century De Buyer LLC, Initial Term Loan, 1st Lien | | | | | | | | |
8.605%, CME Term SOFR + 4.000%, 10/30/2030 (A) | | | 1,194 | | | | 1,201 | |
Summer (BC) Bidco B LLC, Extended Facility B (USD), 1st Lien | | | | | | | | |
9.864%, CME Term SOFR + 5.000%, 02/15/2029 (A) | | | 578 | | | | 582 | |
| | | | | | | 1,783 | |
| | | | | | | | |
Retailers (Except Food & Drug) — 0.4% | | | | |
Belfor Holdings Inc., Initial Tranche B-1 Term Loan, 1st Lien | | | | | | | | |
8.323%, CME Term SOFR + 3.750%, 11/01/2030 (A) | | | 761 | | | | 766 | |
LBM Acquisition, LLC, Incremental Term Loan | | | | | | | | |
8.472%, 06/06/2031 (C) | | | 663 | | | | 654 | |
| | | | | | | 1,420 | |
| | | | | | | | |
Software & Service — 0.5% | | | | |
CCC Information Services Inc., Initial Term Loan, 1st Lien | | | | | | | | |
6.937%, 09/21/2028 | | | 739 | | | | 742 | |
Mosel Bidco SE, Facility B (USD), 1st Lien | | | | | | | | |
9.104%, CME Term SOFR + 4.750%, 09/16/2030 (A)(C) | | | 1,148 | | | | 1,160 | |
| | | | | | | 1,902 | |
| | | | | | | | |
Surface Transport — 0.2% | | | | |
FCG Acquisitions Inc., Initial Term Loan, 1st Lien | | | | | | | | |
8.437%, LIBOR + 4.750%, 03/31/2028 (A) | | | 400 | | | | 403 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
LOAN PARTICIPATIONS (continued) |
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien | | | | | | | | |
6.604%, CME Term SOFR + 2.000%, 04/10/2031 (A) | | $ | 315 | | | $ | 316 | |
| | | | | | | 719 | |
| | | | | | | | |
Telecommunications — 0.8% | | | | |
Avaya Inc., Initial Term Loan, 1st Lien | | | | | | | | |
12.185%, CME Term SOFR + 7.500%, 08/01/2028 (A) | | | 1,168 | | | | 986 | |
Genesys Cloud Services Holdings I, LLC, Initial 2024 Incremental No. 3 Dollar Term Loan, 1st Lien | | | | | | | | |
7.573%, CME Term SOFR + 3.000%, 12/01/2027 (A) | | | 741 | | | | 747 | |
Lumen Technologies Inc., Term A Loan | | | | | | | | |
10.573%, 06/01/2028 | | | 104 | | | | 104 | |
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien | | | | | | | | |
7.687%, CME Term SOFR + 3.000%, 03/09/2027 (A) | | | 1,039 | | | | 993 | |
| | | | | | | 2,830 | |
| | | | | | | | |
Utilities — 0.3% | | | | |
Alpha Generation, LLC, Initial Term B Loan, 1st Lien | | | | | | | | |
7.323%, CME Term SOFR + 2.750%, 09/30/2031 (A) | | | 320 | | | | 322 | |
Nautilus Power, LLC, Term Loan, 1st Lien | | | | | | | | |
10.115%, CME Term SOFR + 5.250%, 11/16/2026 (A)(B) | | | 325 | | | | 324 | |
South Field Energy LLC, Term Loan B Advance | | | | | | | | |
8.354%, CME Term SOFR + 3.750%, 08/29/2031 (A) | | | 316 | | | | 319 | |
South Field Energy LLC, Term Loan C Advance | | | | | | | | |
8.354%, CME Term SOFR + 3.750%, 08/29/2031 (A) | | | 19 | | | | 20 | |
| | | | | | | 985 | |
| | | | | | | | |
| | | | | | | | |
Total Loan Participations | | | | | | | | |
(Cost $116,838) ($ Thousands) | | | | | | | 116,691 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
MORTGAGE-BACKED SECURITIES — 29.4% |
Agency Mortgage-Backed Obligations — 1.1% | | | | |
FHLMC ARM | | | | | | | | |
7.381%, RFUCCT1Y + 2.470%, 03/01/2036(A) | | | 386 | | | | 395 | |
7.299%, H15T1Y + 2.250%, 06/01/2035(A) | | | 250 | | | | 260 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2015-4479, Cl TA | | | | | | | | |
3.000%, 07/15/2034 | | $ | 295 | | | $ | 288 | |
FHLMC REMIC CMO, Ser 2011-3786, Cl ED | | | | | | | | |
4.000%, 09/15/2039 | | | 202 | | | | 201 | |
FNMA | | | | | | | | |
6.000%, 09/01/2039 to 04/01/2040 | | | 175 | | | | 182 | |
3.000%, 12/01/2030 | | | 182 | | | | 176 | |
FNMA ARM | | | | | | | | |
7.550%, RFUCCT1Y + 1.800%, 05/01/2034(A) | | | 61 | | | | 62 | |
7.527%, RFUCCT1Y + 1.777%, 09/01/2034(A) | | | 123 | | | | 124 | |
7.500%, RFUCCT1Y + 1.872%, 10/01/2033(A) | | | 66 | | | | 68 | |
7.345%, H15T1Y + 2.220%, 08/01/2034(A) | | | 298 | | | | 307 | |
7.328%, RFUCCT6M + 1.580%, 07/01/2034(A) | | | 39 | | | | 40 | |
7.270%, RFUCCT1Y + 1.770%, 10/01/2033(A) | | | 24 | | | | 24 | |
7.111%, RFUCCT1Y + 1.490%, 10/01/2035(A) | | | 252 | | | | 260 | |
7.030%, RFUCCT6M + 1.433%, 03/01/2035(A) | | | 123 | | | | 125 | |
6.942%, H15T1Y + 2.205%, 05/01/2035(A) | | | 73 | | | | 75 | |
6.940%, H15T1Y + 2.184%, 07/01/2036(A) | | | 207 | | | | 215 | |
6.915%, RFUCCT1Y + 1.665%, 04/01/2033(A) | | | 83 | | | | 83 | |
6.857%, H15T1Y + 2.332%, 04/01/2034(A) | | | 174 | | | | 181 | |
6.837%, H15T1Y + 2.141%, 10/01/2033(A) | | | 159 | | | | 162 | |
6.779%, RFUCCT1Y + 1.565%, 05/01/2037(A) | | | 158 | | | | 164 | |
FNMA CMO, Ser 2015-57, Cl CA | | | | | | | | |
3.000%, 08/25/2034 | | | 103 | | | | 100 | |
FNMA CMO, Ser 2023-32, Cl BD | | | | | | | | |
5.500%, 07/25/2042 | | | 414 | | | | 416 | |
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 | | | | | | | | |
10.749%, SOFR30A + 6.014%, 10/25/2028(A) | | | 63 | | | | 65 | |
FNMA REMIC CMO, Ser 2010-83, Cl BA | | | | | | | | |
5.000%, 08/25/2040 | | | 76 | | | | 77 | |
FNMA REMIC CMO, Ser 2012-137, Cl UE | | | | | | | | |
1.750%, 09/25/2041 | | | 63 | | | | 60 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | 4,110 | |
Non-Agency Mortgage-Backed Obligations — 28.3% | | | | |
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 | | | | | | | | |
2.466%, 12/25/2059(A)(E) | | | 8 | | | | 8 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A | | | | | | | | |
2.531%, 01/26/2065(A)(E) | | $ | 62 | | | $ | 57 | |
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 | | | | | | | | |
1.691%, 04/25/2065(A)(E) | | | 63 | | | | 59 | |
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 | | | | | | | | |
1.469%, 06/25/2065(A)(E) | | | 24 | | | | 22 | |
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 | | | | | | | | |
1.373%, 05/25/2065(A)(E) | | | 235 | | | | 222 | |
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 | | | | | | | | |
0.990%, 04/25/2053(A)(E) | | | 38 | | | | 36 | |
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 | | | | | | | | |
0.909%, 01/25/2066(A)(E) | | | 137 | | | | 115 | |
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 | | | | | | | | |
1.068%, 05/25/2066(A)(E) | | | 119 | | | | 102 | |
Arroyo Mortgage Trust, Ser 2019-1, Cl A1 | | | | | | | | |
3.805%, 01/25/2049(A)(E) | | | 70 | | | | 68 | |
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 | | | | | | | | |
2.962%, 10/25/2048(A)(E) | | | 25 | | | | 23 | |
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 | | | | | | | | |
1.175%, 10/25/2048(A)(E) | | | 769 | | | | 677 | |
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B | | | | | | | | |
6.032%, TSFR1M + 1.422%, 04/15/2035(A)(E) | | | 500 | | | | 497 | |
Banc of America Funding, Ser 2005-F, Cl 4A1 | | | | | | | | |
5.710%, 09/20/2035(A) | | | 21 | | | | 17 | |
Banc of America Funding, Ser 2006-D, Cl 3A1 | | | | | | | | |
5.193%, 05/20/2036(A) | | | 25 | | | | 23 | |
Banc of America Funding, Ser 2006-I, Cl 1A1 | | | | | | | | |
6.684%, 12/20/2036(A) | | | 840 | | | | 830 | |
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 | | | | | | | | |
6.020%, 12/25/2033(A) | | | 445 | | | | 429 | |
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 | | | | | | | | |
5.574%, 02/25/2034(A) | | | 418 | | | | 413 | |
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 | | | | | | | | |
6.419%, 05/25/2034(A) | | | 127 | | | | 122 | |
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 | | | | | | | | |
4.936%, 02/25/2035(A) | | | 6 | | | | 6 | |
BANK, Ser 2018-BN12, Cl A2 | | | | | | | | |
4.074%, 05/15/2061 | | | 494 | | | | 484 | |
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 | | | | | | | | |
6.390%, 12/25/2033(A) | | | 467 | | | | 449 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 | | | | | | | | |
6.339%, 08/25/2034(A) | | $ | 664 | | | $ | 645 | |
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 | | | | | | | | |
6.903%, 01/25/2034(A) | | | 1,024 | | | | 1,025 | |
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 | | | | | | | | |
6.449%, 04/25/2034(A) | | | 129 | | | | 127 | |
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 | | | | | | | | |
4.355%, 05/25/2034(A) | | | 630 | | | | 579 | |
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A | | | | | | | | |
4.890%, 07/25/2034(A) | | | 442 | | | | 412 | |
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A | | | | | | | | |
4.548%, 07/25/2034(A) | | | 413 | | | | 387 | |
BPR Trust, Ser 2022-OANA, Cl A | | | | | | | | |
6.507%, TSFR1M + 1.898%, 04/15/2037(A)(E) | | | 980 | | | | 985 | |
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 | | | | | | | | |
1.449%, 05/25/2060(A)(E) | | | 26 | | | | 24 | |
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 | | | | | | | | |
0.941%, 02/25/2049(A)(E) | | | 49 | | | | 45 | |
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 | | | | | | | | |
0.970%, 03/25/2060(A)(E) | | | 39 | | | | 37 | |
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 | | | | | | | | |
1.699%, 04/25/2060(A)(E) | | | 94 | | | | 88 | |
BSPRT Issuer, Ser 2022-FL8, Cl A | | | | | | | | |
6.306%, SOFR30A + 1.500%, 02/15/2037(A)(E) | | | 237 | | | | 237 | |
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 | | | | | | | | |
1.724%, 02/25/2055(A)(E) | | | 15 | | | | 14 | |
BWay Mortgage Trust, Ser 2013-1515, Cl A1 | | | | | | | | |
2.809%, 03/10/2033(E) | | | 14 | | | | 14 | |
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A | | | | | | | | |
5.376%, TSFR1M + 0.767%, 05/15/2038(A)(E) | | | 42 | | | | 42 | |
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A | | | | | | | | |
5.424%, TSFR1M + 0.814%, 09/15/2036(A)(E) | | | 195 | | | | 195 | |
BX Trust, Ser 2021-SDMF, Cl B | | | | | | | | |
5.462%, TSFR1M + 0.852%, 09/15/2034(A)(E) | | | 942 | | | | 933 | |
BX Trust, Ser 2022-LBA6, Cl A | | | | | | | | |
5.609%, TSFR1M + 1.000%, 01/15/2039(A)(E) | | | 210 | | | | 210 | |
BX Trust, Ser 2023-DELC, Cl A | | | | | | | | |
7.299%, TSFR1M + 2.690%, 05/15/2038(A)(E) | | | 1,000 | | | | 1,009 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
BX Trust, Ser 2024-BIO, Cl A | | | | | | | | |
6.446%, TSFR1M + 1.642%, 02/15/2041(A)(E) | | $ | 996 | | | $ | 997 | |
BX Trust, Ser 2024-FNX, Cl A | | | | | | | | |
6.052%, TSFR1M + 1.442%, 11/15/2026(A)(E) | | | 750 | | | | 749 | |
BX Trust, Ser 2024-VLT4, Cl B | | | | | | | | |
6.550%, TSFR1M + 1.941%, 07/15/2029(A)(E) | | | 1,000 | | | | 1,002 | |
BX, Ser 2021-MFM1, Cl C | | | | | | | | |
5.924%, TSFR1M + 1.314%, 01/15/2034(A)(E) | | | 700 | | | | 697 | |
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 | | | | | | | | |
7.607%, 02/25/2037(A) | | | 41 | | | | 42 | |
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 | | | | | | | | |
6.625%, 06/25/2035(A) | | | 212 | | | | 211 | |
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1 | | | | | | | | |
4.500%, 06/25/2019 | | | 6 | | | | – | |
COLT Funding LLC, Ser 2021-3R, Cl A1 | | | | | | | | |
1.051%, 12/25/2064(A)(E) | | | 64 | | | | 57 | |
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 | | | | | | | | |
1.325%, 10/26/2065(A)(E) | | | 29 | | | | 26 | |
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 | | | | | | | | |
1.506%, 04/27/2065(A)(E) | | | 12 | | | | 12 | |
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 | | | | | | | | |
0.910%, 06/25/2066(A)(E) | | | 102 | | | | 86 | |
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | | | | | | | | |
0.924%, 08/25/2066(A)(E) | | | 190 | | | | 156 | |
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 | | | | | | | | |
0.798%, 07/27/2054(E) | | | 43 | | | | 38 | |
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 | | | | | | | | |
1.500%, 10/25/2066(A)(E) | | | 1,365 | | | | 1,141 | |
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | | | | | | | | |
1.397%, 10/25/2066(A)(E) | | | 273 | | | | 229 | |
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 | | | | | | | | |
1.726%, 11/26/2066(A)(E) | | | 637 | | | | 562 | |
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 | | | | | | | | |
1.110%, 10/25/2066(A)(E) | | | 283 | | | | 236 | |
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1 | | | | | | | | |
5.162%, 04/25/2067(E)(F) | | | 708 | | | | 704 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 | | | | | | | | |
0.857%, 05/25/2065(A)(E) | | $ | 93 | | | $ | 80 | |
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 | | | | | | | | |
6.834%, SOFR30A + 2.100%, 03/25/2042(A)(E) | | | 511 | | | | 519 | |
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 | | | | | | | | |
6.734%, SOFR30A + 2.000%, 03/25/2042(A)(E) | | | 694 | | | | 703 | |
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 | | | | | | | | |
6.634%, SOFR30A + 1.900%, 04/25/2042(A)(E) | | | 182 | | | | 183 | |
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 | | | | | | | | |
7.675%, SOFR30A + 2.950%, 06/25/2042(A)(E) | | | 809 | | | | 834 | |
Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1 | | | | | | | | |
7.125%, SOFR30A + 2.400%, 12/25/2042(A)(E) | | | 906 | | | | 931 | |
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 | | | | | | | | |
7.234%, SOFR30A + 2.500%, 04/25/2043(A)(E) | | | 1,925 | | | | 1,963 | |
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | | | | | | | | |
7.025%, SOFR30A + 2.300%, 05/25/2043(A)(E) | | | 2,221 | | | | 2,277 | |
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | | | | | | | | |
6.625%, SOFR30A + 1.900%, 06/25/2043(A)(E) | | | 1,667 | | | | 1,688 | |
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 | | | | | | | | |
6.434%, SOFR30A + 1.700%, 07/25/2043(A)(E) | | | 455 | | | | 457 | |
Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 | | | | | | | | |
6.675%, SOFR30A + 1.950%, 09/25/2043(A)(E) | | | 732 | | | | 736 | |
Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M2 | | | | | | | | |
6.384%, SOFR30A + 1.650%, 05/25/2044(A)(E) | | | 600 | | | | 604 | |
Cross Mortgage Trust, Ser 2023-H1, Cl A1 | | | | | | | | |
6.615%, 03/25/2068(E)(F) | | | 1,460 | | | | 1,472 | |
Cross Mortgage Trust, Ser 2024-H2, Cl A3 | | | | | | | | |
6.518%, 04/25/2069(E)(F) | | | 721 | | | | 724 | |
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 | | | | | | | | |
6.306%, 06/25/2034(A) | | | 731 | | | | 719 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2021-AFC1, Cl A1 | | | | | | | | |
0.830%, 03/25/2056(A)(E) | | $ | 115 | | | $ | 94 | |
CSMC, Ser 2021-NQM1, Cl A1 | | | | | | | | |
0.809%, 05/25/2065(A)(E) | | | 100 | | | | 88 | |
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 | | | | | | | | |
0.715%, 05/25/2065(A)(E) | | | 26 | | | | 25 | |
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 | | | | | | | | |
0.899%, 04/25/2066(A)(E) | | | 255 | | | | 225 | |
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 | | | | | | | | |
1.260%, 04/25/2066(A)(E) | | | 408 | | | | 361 | |
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 | | | | | | | | |
2.892%, 11/25/2059(A)(E) | | | 246 | | | | 237 | |
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 | | | | | | | | |
1.178%, 10/25/2065(A)(E) | | | 333 | | | | 310 | |
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 | | | | | | | | |
0.797%, 02/25/2066(A)(E) | | | 557 | | | | 476 | |
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 | | | | | | | | |
0.931%, 06/25/2066(A)(E) | | | 77 | | | | 64 | |
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A | | | | | | | | |
5.426%, TSFR1M + 0.815%, 11/15/2038(A)(E) | | | 350 | | | | 348 | |
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | | | | | | | | |
6.384%, SOFR30A + 1.650%, 01/25/2034(A)(E) | | | 111 | | | | 112 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B | | | | | | | | |
6.584%, SOFR30A + 1.850%, 01/25/2042(A)(E) | | | 1,274 | | | | 1,292 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 | | | | | | | | |
8.484%, SOFR30A + 3.750%, 02/25/2042(A)(E) | | | 500 | | | | 524 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B | | | | | | | | |
7.134%, SOFR30A + 2.400%, 02/25/2042(A)(E) | | | 1,500 | | | | 1,537 | |
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1B | | | | | | | | |
8.234%, SOFR30A + 3.500%, 03/25/2042(A)(E) | | | 1,000 | | | | 1,045 | |
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A | | | | | | | | |
6.834%, SOFR30A + 2.100%, 03/25/2042(A)(E) | | | 760 | | | | 766 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A | | | | | | | | |
7.384%, SOFR30A + 2.650%, 07/25/2042(A)(E) | | $ | 142 | | | $ | 146 | |
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B | | | | | | | | |
8.734%, SOFR30A + 4.000%, 07/25/2042(A)(E) | | | 1,000 | | | | 1,065 | |
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B | | | | | | | | |
7.825%, SOFR30A + 3.100%, 03/25/2043(A)(E) | | | 2,000 | | | | 2,110 | |
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B | | | | | | | | |
7.975%, SOFR30A + 3.250%, 04/25/2043(A)(E) | | | 1,000 | | | | 1,054 | |
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A | | | | | | | | |
6.825%, SOFR30A + 2.100%, 04/25/2043(A)(E) | | | 824 | | | | 840 | |
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | | | | | | | | |
6.734%, SOFR30A + 2.000%, 05/25/2043(A)(E) | | | 1,320 | | | | 1,339 | |
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B | | | | | | | | |
8.234%, SOFR30A + 3.500%, 05/25/2043(A)(E) | | | 2,000 | | | | 2,134 | |
FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A | | | | | | | | |
6.734%, SOFR30A + 2.000%, 06/25/2043(A)(E) | | | 596 | | | | 601 | |
FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1 | | | | | | | | |
6.584%, SOFR30A + 1.850%, 11/25/2043(A)(E) | | | 944 | | | | 955 | |
FHLMC STACR REMIC Trust, Ser 2024-DNA3, Cl A1 | | | | | | | | |
5.784%, SOFR30A + 1.050%, 10/25/2044(A)(E) | | | 463 | | | | 464 | |
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M2 | | | | | | | | |
6.734%, SOFR30A + 2.000%, 03/25/2044(A)(E) | | | 250 | | | | 253 | |
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl A1 | | | | | | | | |
5.984%, SOFR30A + 1.250%, 03/25/2044(A)(E) | | | 1,779 | | | | 1,781 | |
FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl A1 | | | | | | | | |
5.984%, SOFR30A + 1.250%, 08/25/2044(A)(E) | | | 487 | | | | 488 | |
GCAT Trust, Ser 2020-NQM2, Cl A1 | | | | | | | | |
2.555%, 04/25/2065(E)(F) | | | 32 | | | | 30 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
GCAT Trust, Ser 2021-CM1, Cl A | | | | | | | | |
2.469%, 04/25/2065(A)(E) | | $ | 117 | | | $ | 111 | |
GCAT Trust, Ser 2021-NQM1, Cl A1 | | | | | | | | |
0.874%, 01/25/2066(A)(E) | | | 593 | | | | 515 | |
GCAT Trust, Ser 2021-NQM5, Cl A1 | | | | | | | | |
1.262%, 07/25/2066(A)(E) | | | 423 | | | | 349 | |
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B | | | | | | | | |
6.225%, TSFR1M + 1.614%, 12/15/2036(A)(E) | | | 500 | | | | 492 | |
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B | | | | | | | | |
6.125%, TSFR1M + 1.514%, 12/15/2036(A)(E) | | | 1,000 | | | | 988 | |
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 | | | | | | | | |
1.275%, 07/25/2061(A)(E) | | | 636 | | | | 563 | |
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 | | | | | | | | |
6.658%, 01/25/2035(A) | | | 27 | | | | 26 | |
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 | | | | | | | | |
4.323%, 04/25/2035(A) | | | 111 | | | | 103 | |
GWT, Ser 2024-WLF2, Cl B | | | | | | | | |
6.945%, TSFR1M + 2.141%, 05/15/2041(A)(E) | | | 1,000 | | | | 1,003 | |
GWT, Ser 2024-WLF2, Cl A | | | | | | | | |
6.301%, TSFR1M + 1.691%, 05/15/2041(A)(E) | | | 500 | | | | 501 | |
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A | | | | | | | | |
6.575%, 08/19/2034(A) | | | 538 | | | | 530 | |
Hawaii Hotel Trust, Ser 2019-MAUI, Cl E | | | | | | | | |
7.067%, TSFR1M + 2.457%, 05/15/2038(A)(E) | | | 1,000 | | | | 997 | |
HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl B | | | | | | | | |
6.745%, TSFR1M + 1.941%, 05/15/2037(A)(E) | | | 1,000 | | | | 999 | |
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 | | | | | | | | |
1.071%, 06/25/2056(A)(E) | | | 154 | | | | 132 | |
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 | | | | | | | | |
1.073%, 09/25/2056(A)(E) | | | 126 | | | | 104 | |
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 | | | | | | | | |
1.595%, 11/25/2056(A)(E) | | | 125 | | | | 105 | |
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 | | | | | | | | |
6.250%, 08/25/2067(E)(F) | | | 303 | | | | 303 | |
Intown Mortgage Trust, Ser 2022-STAY, Cl A | | | | | | | | |
7.098%, TSFR1M + 2.489%, 08/15/2039(A)(E) | | | 1,500 | | | | 1,506 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser 2024-OMNI, Cl A | | | | | | | | |
5.990%, 10/05/2039(A)(E) | | $ | 500 | | | $ | 507 | |
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO | | | | | | | | |
2.032%, 01/16/2037(A)(E) | | | 12,500 | | | | 20 | |
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 | | | | | | | | |
5.662%, 06/25/2035(A) | | | 131 | | | | 132 | |
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 | | | | | | | | |
7.273%, 07/25/2035(A) | | | 173 | | | | 176 | |
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 | | | | | | | | |
6.097%, 07/25/2035(A) | | | 184 | | | | 186 | |
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 | | | | | | | | |
4.749%, 06/25/2037(A) | | | 22 | | | | 17 | |
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 | | | | | | | | |
5.452%, TSFR1M + 0.864%, 04/25/2046(A)(E) | | | 51 | | | | 50 | |
Life Mortgage Trust, Ser 2022-BMR2, Cl A1 | | | | | | | | |
5.905%, TSFR1M + 1.295%, 05/15/2039(A)(E) | | | 1,000 | | | | 976 | |
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A | | | | | | | | |
2.130%, 09/10/2039(E) | | | 500 | | | | 460 | |
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 | | | | | | | | |
3.498%, 07/25/2035(A) | | | 17 | | | | 16 | |
MED Commercial Mortgage Trust, Ser 2024-MOB, Cl A | | | | | | | | |
6.201%, TSFR1M + 1.592%, 05/15/2041(A)(E) | | | 1,000 | | | | 997 | |
Mellon Residential Funding, Ser 1999-TBC3, Cl A2 | | | | | | | | |
5.634%, 10/20/2029(A) | | | 64 | | | | 62 | |
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 | | | | | | | | |
5.848%, 12/25/2034(A) | | | 322 | | | | 304 | |
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 | | | | | | | | |
5.487%, 02/25/2035(A) | | | 303 | | | | 269 | |
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 | | | | | | | | |
5.487%, 02/25/2035(A) | | | 225 | | | | 213 | |
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A | | | | | | | | |
5.500%, 07/25/2035(A) | | | 226 | | | | 96 | |
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 | | | | | | | | |
6.696%, 01/25/2037(A) | | | 226 | | | | 231 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
MetLife Securitization Trust, Ser 2017-1A, Cl A | | | | | | | | |
3.000%, 04/25/2055(A)(E) | | $ | 94 | | | $ | 89 | |
MF1, Ser 2022-FL8, Cl A | | | | | | | | |
5.956%, TSFR1M + 1.350%, 02/19/2037(A)(E) | | | 242 | | | | 241 | |
MFA Trust, Ser 2020-NQM1, Cl A1 | | | | | | | | |
2.479%, 03/25/2065(A)(E) | | | 371 | | | | 355 | |
MFA Trust, Ser 2020-NQM1, Cl A3 | | | | | | | | |
3.300%, 08/25/2049(A)(E) | | | 568 | | | | 530 | |
MFA Trust, Ser 2020-NQM3, Cl A1 | | | | | | | | |
1.014%, 01/26/2065(A)(E) | | | 27 | | | | 25 | |
MFA Trust, Ser 2021-INV1, Cl A1 | | | | | | | | |
0.852%, 01/25/2056(A)(E) | | | 36 | | | | 35 | |
MFA Trust, Ser 2021-NQM1, Cl A1 | | | | | | | | |
1.153%, 04/25/2065(A)(E) | | | 71 | | | | 66 | |
MFA Trust, Ser 2021-NQM2, Cl A1 | | | | | | | | |
1.029%, 11/25/2064(A)(E) | | | 894 | | | | 785 | |
MHP, Ser 2021-STOR, Cl A | | | | | | | | |
5.425%, TSFR1M + 0.814%, 07/15/2038(A)(E) | | | 105 | | | | 105 | |
MHP, Ser 2022-MHIL, Cl B | | | | | | | | |
5.723%, TSFR1M + 1.114%, 01/15/2027(A)(E) | | | 912 | | | | 906 | |
MHP, Ser 2022-MHIL, Cl A | | | | | | | | |
5.424%, TSFR1M + 0.815%, 01/15/2027(A)(E) | | | 123 | | | | 123 | |
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 | | | | | | | | |
2.750%, 01/25/2061(A)(E) | | | 16 | | | | 16 | |
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | | | | | | | | |
1.125%, 11/25/2060(A)(E) | | | 55 | | | | 52 | |
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A | | | | | | | | |
5.865%, 11/25/2034(A) | | | 521 | | | | 497 | |
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 | | | | | | | | |
5.872%, 07/25/2034(A) | | | 191 | | | | 190 | |
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 | | | | | | | | |
6.072%, 10/25/2034(A) | | | 374 | | | | 362 | |
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
7.308%, 01/30/2053(E) | | | 983 | | | | 1,003 | |
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | | | | | | | | |
4.000%, 04/25/2057(A)(E) | | | 94 | | | | 91 | |
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 | | | | | | | | |
6.202%, TSFR1M + 1.614%, 06/25/2057(A)(E) | | | 738 | | | | 753 | |
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 | | | | | | | | |
4.000%, 08/27/2057(A)(E) | | | 244 | | | | 234 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A | | | | | | | | |
4.000%, 12/25/2057(A)(E) | | $ | 364 | | | $ | 350 | |
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 | | | | | | | | |
5.752%, TSFR1M + 1.164%, 01/25/2048(A)(E) | | | 1,593 | | | | 1,583 | |
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M | | | | | | | | |
5.602%, TSFR1M + 1.014%, 01/25/2048(A)(E) | | | 739 | | | | 727 | |
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S | | | | | | | | |
5.452%, TSFR1M + 0.864%, 01/25/2048(A)(E) | | | 1,195 | | | | 1,175 | |
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 | | | | | | | | |
2.464%, 01/26/2060(A)(E) | | | 56 | | | | 52 | |
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 | | | | | | | | |
1.650%, 05/24/2060(A)(E) | | | 21 | | | | 20 | |
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 | | | | | | | | |
0.941%, 10/25/2058(A)(E) | | | 36 | | | | 34 | |
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 | | | | | | | | |
1.156%, 11/27/2056(A)(E) | | | 201 | | | | 174 | |
Oaktown Re VII, Ser 2021-2, Cl M1A | | | | | | | | |
6.334%, SOFR30A + 1.600%, 04/25/2034(A)(E) | | | 99 | | | | 99 | |
OBX Trust, Ser 2018-1, Cl A2 | | | | | | | | |
5.352%, TSFR1M + 0.764%, 06/25/2057(A)(E) | | | 538 | | | | 530 | |
OBX Trust, Ser 2020-INV1, Cl A11 | | | | | | | | |
5.752%, TSFR1M + 1.014%, 12/25/2049(A)(E) | | | 282 | | | | 268 | |
OBX Trust, Ser 2023-NQM8, Cl A1 | | | | | | | | |
7.045%, 09/25/2063(E)(F) | | | 201 | | | | 204 | |
OPG Trust, Ser 2021-PORT, Cl D | | | | | | | | |
5.856%, TSFR1M + 1.245%, 10/15/2036(A)(E) | | | 650 | | | | 645 | |
PRPM LLC, Ser 2021-RPL1, Cl A1 | | | | | | | | |
1.319%, 07/25/2051(E)(F) | | | 64 | | | | 58 | |
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 | | | | | | | | |
6.234%, 12/25/2038(A) | | | 411 | | | | 169 | |
Residential Mortgage Loan Trust, Ser 2019-3, Cl B2 | | | | | | | | |
5.664%, 09/25/2059(A)(E) | | | 500 | | | | 479 | |
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 | | | | | | | | |
2.376%, 01/26/2060(A)(E) | | | 8 | | | | 8 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
Sequoia Mortgage Trust, Ser 2004-3, Cl A | | | | | | | | |
5.344%, TSFR6M + 0.928%, 05/20/2034(A) | | $ | 25 | | | $ | 26 | |
SG Residential Mortgage Trust, Ser 2021-2, Cl A1 | | | | | | | | |
1.737%, 12/25/2061(A)(E) | | | 1,461 | | | | 1,214 | |
SHR Trust, Ser 2024-LXRY, Cl A | | | | | | | | |
6.559%, TSFR1M + 1.950%, 10/15/2041(A)(E) | | | 1,000 | | | | 1,005 | |
SMRT, Ser 2022-MINI, Cl B | | | | | | | | |
5.960%, TSFR1M + 1.350%, 01/15/2039(A)(E) | | | 500 | | | | 495 | |
STAR Trust, Ser 2021-1, Cl A1 | | | | | | | | |
1.219%, 05/25/2065(A)(E) | | | 68 | | | | 63 | |
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 | | | | | | | | |
2.275%, 02/25/2050(A)(E) | | | 6 | | | | 6 | |
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 | | | | | | | | |
1.486%, 04/25/2065(A)(E) | | | 267 | | | | 258 | |
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 | | | | | | | | |
0.943%, 05/25/2065(A)(E) | | | 32 | | | | 30 | |
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 | | | | | | | | |
1.127%, 06/25/2056(A)(E) | | | 125 | | | | 107 | |
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 | | | | | | | | |
4.968%, 04/25/2035(A) | | | 489 | | | | 447 | |
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 | | | | | | | | |
5.591%, 04/25/2045(A) | | | 513 | | | | 498 | |
Toorak Mortgage Trust, Ser 2024-RRTL2, Cl A1 | | | | | | | | |
5.504%, 09/25/2039(E)(F) | | | 800 | | | | 794 | |
Toorak Mortgage, Ser 2021-INV1, Cl A1 | | | | | | | | |
1.153%, 07/25/2056(A)(E) | | | 1,036 | | | | 905 | |
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 | | | | | | | | |
2.750%, 06/25/2057(A)(E) | | | 40 | | | | 39 | |
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 | | | | | | | | |
5.302%, TSFR1M + 0.714%, 02/25/2057(A)(E) | | | 143 | | | | 149 | |
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 | | | | | | | | |
2.750%, 10/25/2057(A)(E) | | | 87 | | | | 85 | |
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 | | | | | | | | |
6.602%, TSFR1M + 2.014%, 05/25/2058(A)(E) | | | 3,000 | | | | 3,052 | |
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A | | | | | | | | |
2.250%, 12/25/2061(A)(E) | | | 834 | | | | 801 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2024-1, Cl A1 | | | | | | | | |
4.701%, 03/25/2064(A)(E) | | $ | 883 | | | $ | 895 | |
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX | | | | | | | | |
2.610%, 02/25/2050(A)(E) | | | 508 | | | | 469 | |
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A | | | | | | | | |
1.400%, 05/25/2051(A)(E) | | | 597 | | | | 511 | |
Verus Securitization Trust, Ser 2019-INV3, Cl A1 | | | | | | | | |
3.692%, 11/25/2059(A)(E) | | | 15 | | | | 15 | |
Verus Securitization Trust, Ser 2020-1, Cl A1 | | | | | | | | |
2.417%, 01/25/2060(E)(F) | | | 7 | | | | 7 | |
Verus Securitization Trust, Ser 2020-4, Cl A1 | | | | | | | | |
1.502%, 05/25/2065(E)(F) | | | 16 | | | | 15 | |
Verus Securitization Trust, Ser 2020-5, Cl A3 | | | | | | | | |
2.733%, 05/25/2065(E)(F) | | | 637 | | | | 612 | |
Verus Securitization Trust, Ser 2021-1, Cl A1 | | | | | | | | |
0.815%, 01/25/2066(A)(E) | | | 602 | | | | 536 | |
Verus Securitization Trust, Ser 2021-1, Cl A2 | | | | | | | | |
1.052%, 01/25/2066(A)(E) | | | 123 | | | | 109 | |
Verus Securitization Trust, Ser 2021-2, Cl A1 | | | | | | | | |
1.031%, 02/25/2066(A)(E) | | | 73 | | | | 65 | |
Verus Securitization Trust, Ser 2021-4, Cl A1 | | | | | | | | |
0.938%, 07/25/2066(A)(E) | | | 111 | | | | 93 | |
Verus Securitization Trust, Ser 2021-4, Cl A2 | | | | | | | | |
1.247%, 07/25/2066(A)(E) | | | 569 | | | | 479 | |
Verus Securitization Trust, Ser 2021-R1, Cl A1 | | | | | | | | |
0.820%, 10/25/2063(A)(E) | | | 59 | | | | 55 | |
Verus Securitization Trust, Ser 2021-R2, Cl A1 | | | | | | | | |
0.918%, 02/25/2064(A)(E) | | | 609 | | | | 553 | |
Verus Securitization Trust, Ser 2021-R3, Cl A1 | | | | | | | | |
1.020%, 04/25/2064(A)(E) | | | 60 | | | | 55 | |
Verus Securitization Trust, Ser 2022-5, Cl A1 | | | | | | | | |
3.800%, 04/25/2067(E)(F) | | | 618 | | | | 587 | |
Verus Securitization Trust, Ser 2023-3, Cl A1 | | | | | | | | |
5.930%, 03/25/2068(E)(F) | | | 684 | | | | 686 | |
Verus Securitization Trust, Ser 2024-2, Cl A3 | | | | | | | | |
6.501%, 02/25/2069(E)(F) | | | 697 | | | | 701 | |
Verus Securitization Trust, Ser 2024-7, Cl A3 | | | | | | | | |
5.400%, 09/25/2069(E)(F) | | | 492 | | | | 487 | |
Visio Trust, Ser 2020-1, Cl A3 | | | | | | | | |
3.521%, 08/25/2055(A)(E) | | | 230 | | | | 211 | |
Visio Trust, Ser 2020-1R, Cl A2 | | | | | | | | |
1.567%, 11/25/2055(E) | | | 239 | | | | 222 | |
Visio Trust, Ser 2021-1R, Cl A1 | | | | | | | | |
1.280%, 05/25/2056(E) | | | 758 | | | | 690 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | | | | | | | | |
6.554%, 10/25/2033(A) | | $ | 418 | | | $ | 400 | |
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 | | | | | | | | |
6.726%, 08/25/2033(A) | | | 415 | | | | 416 | |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A | | | | | | | | |
6.964%, 10/25/2034(A) | | | 281 | | | | 273 | |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 | | | | | | | | |
5.335%, 01/25/2035(A) | | | 747 | | | | 689 | |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A | | | | | | | | |
6.327%, 12MTA + 1.400%, 04/25/2044(A) | | | 1,110 | | | | 1,074 | |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 | | | | | | | | |
6.037%, 08/25/2034(A) | | | 1,162 | | | | 1,133 | |
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 | | | | | | | | |
7.490%, 07/25/2034(A) | | | 89 | | | | 91 | |
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 | | | | | | | | |
7.272%, 10/25/2034(A) | | | 430 | | | | 419 | |
WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A | | | | | | | | |
7.398%, TSFR1M + 2.789%, 11/15/2027(A)(E) | | | 1,000 | | | | 1,004 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | 103,864 | |
Total Mortgage-Backed Securities | | | | | | | | |
(Cost $110,468) ($ Thousands) | | | | | | | 107,974 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
ASSET-BACKED SECURITIES — 28.5% |
Automotive — 7.5% | | | | |
| | | | |
ACM Auto Trust, Ser 2024-2A, Cl A | | | | | | | | |
6.060%, 02/20/2029 (E) | | | 440 | | | | 441 | |
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-B, Cl C | | | | | | | | |
5.215%, 09/15/2032 (E) | | | 580 | | | | 580 | |
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl E | | | | | | | | |
2.560%, 11/15/2027 (E) | | | 1,000 | | | | 991 | |
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A | | | | | | | | |
6.000%, 03/12/2027 (E) | | | 5 | | | | 5 | |
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C | | | | | | | | |
1.060%, 08/18/2026 | | | 115 | | | | 114 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D | | | | | | | | |
1.490%, 09/18/2026 | | $ | 225 | | | $ | 222 | |
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D | | | | | | | | |
1.210%, 12/18/2026 | | | 540 | | | | 529 | |
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 | | | | | | | | |
4.380%, 04/18/2028 | | | 167 | | | | 166 | |
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl B | | | | | | | | |
2.680%, 08/20/2026 (E) | | | 1,000 | | | | 985 | |
Bank of America Auto Trust, Ser 2023-1A, Cl A2 | | | | | | | | |
5.830%, 05/15/2026 (E) | | | 27 | | | | 27 | |
Bank of America Auto Trust, Ser 2023-2A, Cl A2 | | | | | | | | |
5.850%, 08/17/2026 (E) | | | 372 | | | | 373 | |
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A | | | | | | | | |
5.100%, 07/27/2026 | | | 56 | | | | 56 | |
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 | | | | | | | | |
5.820%, 09/15/2026 | | | 12 | | | | 12 | |
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 | | | | | | | | |
3.170%, 04/15/2027 | | | 83 | | | | 82 | |
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2 | | | | | | | | |
5.200%, 05/15/2026 | | | 6 | | | | 6 | |
CarMax Auto Owner Trust, Ser 2022-2, Cl C | | | | | | | | |
4.260%, 12/15/2027 | | | 750 | | | | 744 | |
CarMax Auto Owner Trust, Ser 2023-2, Cl A3 | | | | | | | | |
5.050%, 01/18/2028 | | | 1,000 | | | | 1,005 | |
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A | | | | | | | | |
5.720%, 11/16/2026 | | | 46 | | | | 46 | |
CarMax Auto Owner Trust, Ser 2023-3, Cl A3 | | | | | | | | |
5.280%, 05/15/2028 | | | 1,530 | | | | 1,542 | |
Carmax Auto Owner Trust, Ser 2024-3, Cl A1 | | | | | | | | |
5.440%, 08/15/2025 | | | 25 | | | | 25 | |
CarMax Auto Owner Trust, Ser 2024-4, Cl A1 | | | | | | | | |
4.733%, 09/15/2025 | | | 135 | | | | 135 | |
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A | | | | | | | | |
0.700%, 01/10/2028 | | | 38 | | | | 37 | |
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B | | | | | | | | |
0.750%, 03/10/2028 | | | 22 | | | | 21 | |
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B | | | | | | | | |
0.660%, 06/12/2028 | | | 61 | | | | 58 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A | | | | | | | | |
6.410%, 09/10/2027 (E) | | $ | 33 | | | $ | 34 | |
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 | | | | | | | | |
6.090%, 11/10/2026 (E) | | | 12 | | | | 12 | |
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 | | | | | | | | |
6.230%, 01/11/2027 (E) | | | 52 | | | | 52 | |
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 | | | | | | | | |
5.770%, 04/12/2027 (E) | | | 26 | | | | 27 | |
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 | | | | | | | | |
5.760%, 04/12/2027 (E) | | | 62 | | | | 62 | |
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 | | | | | | | | |
5.500%, 08/10/2027 (E) | | | 27 | | | | 27 | |
CFMT LLC, Ser 2021-AL1, Cl B | | | | | | | | |
1.390%, 09/22/2031 (E) | | | 61 | | | | 60 | |
Chase Auto Owner Trust, Ser 2024-4A, Cl A1 | | | | | | | | |
5.495%, 07/25/2025 (E) | | | 20 | | | | 20 | |
Chase Auto Owner Trust, Ser 2024-4A, Cl A2 | | | | | | | | |
5.250%, 09/27/2027 (E) | | | 550 | | | | 552 | |
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 | | | | | | | | |
5.650%, 05/15/2035 (E) | | | 125 | | | | 126 | |
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A | | | | | | | | |
6.090%, 10/15/2026 (E) | | | 75 | | | | 76 | |
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A | | | | | | | | |
5.430%, 10/15/2026 (E) | | | 74 | | | | 74 | |
CPS Auto Receivables Trust, Ser 2023-B, Cl A | | | | | | | | |
5.910%, 08/16/2027 (E) | | | 53 | | | | 53 | |
CPS Auto Receivables Trust, Ser 2023-D, Cl A | | | | | | | | |
6.400%, 06/15/2027 (E) | | | 51 | | | | 52 | |
DT Auto Owner Trust, Ser 2023-1A, Cl A | | | | | | | | |
5.480%, 04/15/2027 (E) | | | 5 | | | | 5 | |
DT Auto Owner Trust, Ser 2023-2A, Cl A | | | | | | | | |
5.880%, 04/15/2027 (E) | | | 28 | | | | 28 | |
DT Auto Owner Trust, Ser 2023-3A, Cl A | | | | | | | | |
6.290%, 08/16/2027 (E) | | | 36 | | | | 36 | |
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 | | | | | | | | |
5.230%, 03/20/2030 (E) | | | 62 | | | | 62 | |
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A1 | | | | | | | | |
4.724%, 10/21/2025 (E) | | | 138 | | | | 138 | |
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D | | | | | | | | |
1.400%, 04/15/2027 | | | 765 | | | | 745 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2 | | | | | | | | |
5.530%, 10/15/2026 | | $ | 34 | | | $ | 34 | |
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2 | | | | | | | | |
5.700%, 05/15/2026 | | | 39 | | | | 39 | |
FHF Trust, Ser 2021-2A, Cl A | | | | | | | | |
0.830%, 12/15/2026 (E) | | | 14 | | | | 13 | |
Fifth Third Auto Trust, Ser 2023-1, Cl A2A | | | | | | | | |
5.800%, 11/16/2026 | | | 82 | | | | 82 | |
First Investors Auto Owner Trust, Ser 2021-1A, Cl C | | | | | | | | |
1.170%, 03/15/2027 (E) | | | 174 | | | | 173 | |
Flagship Credit Auto Trust, Ser 2022-3, Cl A3 | | | | | | | | |
4.550%, 04/15/2027 (E) | | | 115 | | | | 115 | |
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 | | | | | | | | |
5.760%, 04/15/2027 (E) | | | 49 | | | | 49 | |
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 | | | | | | | | |
5.890%, 07/15/2027 (E) | | | 55 | | | | 55 | |
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A | | | | | | | | |
5.240%, 07/15/2026 | | | 80 | | | | 80 | |
Ford Credit Auto Owner Trust, Ser 2024-C, Cl A1 | | | | | | | | |
4.922%, 10/15/2025 | | | 248 | | | | 248 | |
Ford Credit Auto Owner Trust, Ser 2024-D, Cl A1 | | | | | | | | |
4.604%, 12/15/2025 | | | 225 | | | | 225 | |
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 | | | | | | | | |
5.990%, 05/15/2028 (E) | | | 80 | | | | 81 | |
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D | | | | | | | | |
1.680%, 01/15/2027 (E) | | | 584 | | | | 578 | |
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 | | | | | | | | |
5.700%, 01/15/2027 (E) | | | 27 | | | | 27 | |
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 | | | | | | | | |
5.570%, 02/16/2027 (E) | | | 112 | | | | 112 | |
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A | | | | | | | | |
5.580%, 01/20/2026 | | | 84 | | | | 84 | |
GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A1 | | | | | | | | |
4.745%, 10/20/2025 | | | 253 | | | | 253 | |
GM Financial Consumer Automobile Receivables Trust, Ser 2021-2, Cl B | | | | | | | | |
1.090%, 12/16/2026 | | | 2,000 | | | | 1,965 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Honda Auto Receivables Owner Trust, Ser 2021-3, Cl A4 | | | | | | | | |
0.600%, 12/20/2027 | | $ | 500 | | | $ | 495 | |
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A2A | | | | | | | | |
5.150%, 06/15/2026 (E) | | | 110 | | | | 110 | |
Hyundai Auto Lease Securitization Trust, Ser 2024-C, Cl A1 | | | | | | | | |
5.304%, 09/15/2025 (E) | | | 47 | | | | 47 | |
Hyundai Auto Receivables Trust, Ser 2022-B, Cl A4 | | | | | | | | |
3.800%, 08/15/2028 | | | 135 | | | | 134 | |
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A | | | | | | | | |
5.770%, 05/15/2026 | | | 58 | | | | 58 | |
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 | | | | | | | | |
5.480%, 04/17/2028 | | | 435 | | | | 440 | |
Hyundai Auto Receivables Trust, Ser 2024-B, Cl A2A | | | | | | | | |
5.150%, 06/15/2027 | | | 300 | | | | 301 | |
JPMorgan Chase Bank, Ser 2021-3, Cl D | | | | | | | | |
1.009%, 02/26/2029 (E) | | | 127 | | | | 126 | |
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 | | | | | | | | |
6.090%, 06/15/2026 (E) | | | 6 | | | | 6 | |
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 | | | | | | | | |
5.440%, 11/16/2026 (E) | | | 45 | | | | 45 | |
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A2 | | | | | | | | |
5.240%, 11/17/2025 | | | 4 | | | | 4 | |
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3 | | | | | | | | |
4.740%, 01/15/2027 | | | 450 | | | | 450 | |
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A3 | | | | | | | | |
5.210%, 08/16/2027 | | | 392 | | | | 394 | |
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A | | | | | | | | |
6.180%, 08/25/2028 (E) | | | 1,355 | | | | 1,368 | |
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl C | | | | | | | | |
6.130%, 04/25/2029 (E) | | | 500 | | | | 504 | |
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A | | | | | | | | |
5.110%, 10/15/2026 | | | 158 | | | | 158 | |
Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A2A | | | | | | | | |
5.950%, 05/15/2026 | | | 222 | | | | 223 | |
Nissan Auto Receivables Owner Trust, Ser 2024-B, Cl A1 | | | | | | | | |
4.703%, 10/15/2025 | | | 300 | | | | 300 | |
SEI Institutional Investments Trust
| | | | | | |
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) | | $ | 1,000 | | | $ | 1,001 | |
Porsche Innovative Lease Owner Trust, Ser 2024-2A, Cl A1 | | | | | | | | |
4.766%, 10/20/2025 (E) | | | 308 | | | | 308 | |
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B | | | | | | | | |
6.451%, 12/15/2032 (E) | | | 208 | | | | 209 | |
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B | | | | | | | | |
6.493%, 06/15/2033 (E) | | | 350 | | | | 352 | |
Santander Bank, Ser 2021-1A, Cl B | | | | | | | | |
1.833%, 12/15/2031 (E) | | | 9 | | | | 9 | |
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D | | | | | | | | |
1.330%, 09/15/2027 | | | 1,013 | | | | 998 | |
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C | | | | | | | | |
3.760%, 07/16/2029 | | | 270 | | | | 267 | |
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 | | | | | | | | |
6.080%, 08/17/2026 | | | – | | | | – | |
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 | | | | | | | | |
6.180%, 02/16/2027 | | | 73 | | | | 73 | |
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 | | | | | | | | |
5.710%, 02/16/2027 | | | 21 | | | | 22 | |
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 | | | | | | | | |
6.270%, 04/20/2026 (E) | | | 72 | | | | 72 | |
SBNA Auto Lease Trust, Ser 2024-A, Cl A2 | | | | | | | | |
5.450%, 01/20/2026 (E) | | | 138 | | | | 139 | |
SBNA Auto Lease Trust, Ser 2024-C, Cl A1 | | | | | | | | |
5.246%, 09/22/2025 (E) | | | 5 | | | | 5 | |
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A | | | | | | | | |
5.890%, 03/22/2027 (E) | | | 23 | | | | 23 | |
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 | | | | | | | | |
5.350%, 06/21/2027 (E) | | | 36 | | | | 37 | |
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 | | | | | | | | |
5.860%, 08/20/2025 (E) | | | 13 | | | | 13 | |
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 | | | | | | | | |
6.020%, 09/22/2025 (E) | | | 39 | | | | 39 | |
Tesla Auto Lease Trust, Ser 2024-B, Cl A1 | | | | | | | | |
4.827%, 10/20/2025 (E) | | | 30 | | | | 30 | |
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A | | | | | | | | |
5.540%, 12/21/2026 (E) | | | 149 | | | | 150 | |
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A | | | | | | | | |
1.350%, 05/25/2033 (E) | | | 220 | | | | 217 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Toyota Auto Receivables Owner Trust, Ser 2023-A, Cl A3 | | | | | | | | |
4.630%, 09/15/2027 | | $ | 1,000 | | | $ | 1,000 | |
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A | | | | | | | | |
5.600%, 08/17/2026 | | | 327 | | | | 328 | |
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A | | | | | | | | |
5.730%, 04/20/2026 (E) | | | 78 | | | | 78 | |
Toyota Lease Owner Trust, Ser 2024-A, Cl A2A | | | | | | | | |
5.330%, 07/20/2026 (E) | | | 56 | | | | 57 | |
Toyota Lease Owner Trust, Ser 2024-B, Cl A2A | | | | | | | | |
4.310%, 02/22/2027 (E) | | | 70 | | | | 70 | |
USAA Auto Owner Trust, Ser 2023-A, Cl A2 | | | | | | | | |
5.830%, 07/15/2026 (E) | | | 26 | | | | 26 | |
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 | | | | | | | | |
5.020%, 06/20/2028 | | | 1,000 | | | | 1,006 | |
Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A1 | | | | | | | | |
4.622%, 11/20/2025 | | | 165 | | | | 165 | |
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D | | | | | | | | |
1.230%, 04/15/2026 (E) | | | 62 | | | | 61 | |
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A | | | | | | | | |
5.960%, 10/15/2026 (E) | | | 52 | | | | 52 | |
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 | | | | | | | | |
5.890%, 02/16/2027 (E) | | | 56 | | | | 56 | |
Westlake Automobile Receivables Trust, Ser 2024-1A, Cl A2A | | | | | | | | |
5.620%, 03/15/2027 (E) | | | 66 | | | | 66 | |
Westlake Automobile Receivables Trust, Ser 2024-3A, Cl A1 | | | | | | | | |
4.919%, 10/15/2025 (E) | | | 16 | | | | 16 | |
Westlake Flooring Master Trust, Ser 2024-1A, Cl A | | | | | | | | |
5.430%, 02/15/2028 (E) | | | 15 | | | | 15 | |
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A | | | | | | | | |
5.800%, 04/18/2038 (E) | | | 170 | | | | 171 | |
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A | | | | | | | | |
6.460%, 08/18/2038 (E) | | | 86 | | | | 88 | |
World Omni Auto Receivables Trust, Ser 2021-C, Cl A4 | | | | | | | | |
0.640%, 09/15/2027 | | | 300 | | | | 292 | |
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A2A | | | | | | | | |
5.470%, 11/17/2025 | | | 10 | | | | 10 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
World Omni Select Auto Trust, Ser 2023-A, Cl A2A | | | | | | | | |
5.920%, 03/15/2027 | | $ | 28 | | | $ | 28 | |
| | | | | | | 27,368 | |
| | | | | | | | |
Credit Cards — 0.1% | | | | |
| | | | |
CARDS II Trust, Ser 2024-1A, Cl A | | | | | | | | |
5.303%, SOFRRATE + 0.680%, 07/15/2029 (A)(E) | | | 160 | | | | 160 | |
| | | | | | | | |
| | | | | | | | |
Mortgage Related Securities — 0.4% | | | | |
| | | | |
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A | | | | | | | | |
4.913%, TSFR1M + 0.794%, 01/25/2035 (A) | | | 8 | | | | 8 | |
RCKT Mortgage Trust, Ser 2023-CES3, Cl A1A | | | | | | | | |
7.113%, 11/25/2043 (A)(E) | | | 807 | | | | 821 | |
Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A | | | | | | | | |
7.294%, 10/25/2063 (A)(E) | | | 784 | | | | 798 | |
| | | | | | | 1,627 | |
| | | | | | | | |
Other Asset-Backed Securities — 20.5% | | | | |
| | | | |
321 Henderson Receivables VI LLC, Ser 2010-1A, Cl A | | | | | | | | |
5.560%, 07/15/2059 (E) | | | 159 | | | | 159 | |
AccessLex Institute, Ser 2007-A, Cl A3 | | | | | | | | |
5.083%, TSFR3M + 0.562%, 05/25/2036 (A) | | | 812 | | | | 796 | |
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A | | | | | | | | |
1.170%, 11/16/2026 (E) | | | 5 | | | | 5 | |
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A | | | | | | | | |
1.750%, 02/15/2027 (E) | | | – | | | | – | |
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A | | | | | | | | |
7.110%, 11/15/2028 (E) | | | 43 | | | | 43 | |
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 | | | | | | | | |
1.937%, 08/15/2046 (E) | | | 785 | | | | 744 | |
Allegro CLO VII, Ser 2018-1A, Cl D | | | | | | | | |
7.768%, TSFR3M + 3.112%, 06/13/2031 (A)(E) | | | 400 | | | | 400 | |
AMMC CLO 25, Ser 2024-25A, Cl CR | | | | | | | | |
6.656%, TSFR3M + 2.000%, 04/15/2035 (A)(E) | | | 1,000 | | | | 1,000 | |
AMMC CLO XI, Ser 2018-11A, Cl BR2 | | | | | | | | |
6.451%, TSFR3M + 1.862%, 04/30/2031 (A)(E) | | | 1,000 | | | | 1,002 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
AMMC CLO XI, Ser 2018-11A, Cl CR2 | | | | | | | | |
6.751%, TSFR3M + 2.162%, 04/30/2031 (A)(E) | | $ | 700 | | | $ | 699 | |
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D | | | | | | | | |
6.570%, 04/21/2031 (E) | | | 650 | | | | 669 | |
Apidos CLO XV, Ser 2018-15A, Cl A1RR | | | | | | | | |
5.889%, TSFR3M + 1.272%, 04/20/2031 (A)(E) | | | 181 | | | | 181 | |
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL | | | | | | | | |
5.829%, TSFR3M + 1.212%, 10/20/2030 (A)(E) | | | 163 | | | | 163 | |
Aqua Finance Trust, Ser 2021-A, Cl A | | | | | | | | |
1.540%, 07/17/2046 (E) | | | 69 | | | | 63 | |
Arbys Funding LLC, Ser 2020-1A, Cl A2 | | | | | | | | |
3.237%, 07/30/2050 (E) | | | 903 | | | | 855 | |
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B | | | | | | | | |
5.985%, TSFR3M + 1.462%, 05/15/2030 (A)(E) | | | 725 | | | | 725 | |
Ares XXXVII CLO, Ser 2024-4A, Cl A1RR | | | | | | | | |
5.736%, TSFR3M + 1.080%, 10/15/2030 (A)(E) | | | 396 | | | | 396 | |
Ballyrock CLO, Ser 2018-1A, Cl A1 | | | | | | | | |
5.879%, TSFR3M + 1.262%, 04/20/2031 (A)(E) | | | 240 | | | | 240 | |
Beacon Container Finance II LLC, Ser 2021-1A, Cl A | | | | | | | | |
2.250%, 10/22/2046 (E) | | | 553 | | | | 502 | |
Bellemeade Re, Ser 2023-1, Cl M1A | | | | | | | | |
6.934%, SOFR30A + 2.200%, 10/25/2033 (A)(E) | | | 1,000 | | | | 1,007 | |
BHG Securitization Trust, Ser 2022-A, Cl A | | | | | | | | |
1.710%, 02/20/2035 (E) | | | 29 | | | | 29 | |
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 | | | | | | | | |
5.484%, SOFR30A + 0.750%, 01/25/2070 (A)(E) | | | 749 | | | | 747 | |
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 | | | | | | | | |
5.784%, SOFR30A + 1.050%, 11/25/2069 (A)(E) | | | 464 | | | | 463 | |
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A | | | | | | | | |
3.280%, 09/26/2033 (E) | | | 1,261 | | | | 1,233 | |
Carlyle Global Market Strategies CLO, Ser 2016-3A, Cl BRRR | | | | | | | | |
0.000%, 07/20/2034 (A)(D)(E) | | | 1,000 | | | | 1,000 | |
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A2 | | | | | | | | |
6.110%, TSFR3M + 1.587%, 05/15/2031 (A)(E) | | | 1,000 | | | | 1,000 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Carlyle Global Market Strategies CLO, Ser 2018-4RA, Cl A2 | | | | | | | | |
6.518%, TSFR3M + 1.862%, 07/15/2030 (A)(E) | | $ | 500 | | | $ | 500 | |
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 | | | | | | | | |
5.859%, TSFR3M + 1.242%, 07/20/2031 (A)(E) | | | 173 | | | | 173 | |
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1 | | | | | | | | |
1.690%, 07/15/2060 (E) | | | 1,552 | | | | 1,509 | |
CF Hippolyta Issuer LLC, Ser 2021-1A, Cl B1 | | | | | | | | |
1.980%, 03/15/2061 (E) | | | 1,070 | | | | 989 | |
CIFC Funding, Ser 2018-3A, Cl AR | | | | | | | | |
5.749%, TSFR3M + 1.132%, 04/19/2029 (A)(E) | | | 186 | | | | 186 | |
CIFC Funding, Ser 2018-4A, Cl A1 | | | | | | | | |
6.059%, TSFR3M + 1.412%, 10/17/2031 (A)(E) | | | 629 | | | | 629 | |
CLI Funding VIII LLC, Ser 2021-1A, Cl B | | | | | | | | |
2.380%, 02/18/2046 (E) | | | 481 | | | | 435 | |
CLI Funding VIII LLC, Ser 2022-1A, Cl B | | | | | | | | |
3.120%, 01/18/2047 (E) | | | 275 | | | | 245 | |
CNH Equipment Trust, Ser 2023-A, Cl A2 | | | | | | | | |
5.340%, 09/15/2026 | | | 22 | | | | 22 | |
CNH Equipment Trust, Ser 2024-C, Cl A1 | | | | | | | | |
4.903%, 10/15/2025 | | | 161 | | | | 161 | |
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 | | | | | | | | |
6.030%, 09/15/2025 | | | 36 | | | | 36 | |
DataBank Issuer, Ser 2021-1A, Cl A2 | | | | | | | | |
2.060%, 02/27/2051 (E) | | | 750 | | | | 717 | |
DB Master Finance LLC, Ser 2019-1A, Cl A2II | | | | | | | | |
4.021%, 05/20/2049 (E) | | | 677 | | | | 666 | |
DB Master Finance LLC, Ser 2021-1A, Cl A2I | | | | | | | | |
2.045%, 11/20/2051 (E) | | | 674 | | | | 637 | |
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 | | | | | | | | |
5.840%, 01/22/2029 (E) | | | 24 | | | | 24 | |
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 | | | | | | | | |
6.100%, 04/23/2029 (E) | | | 44 | | | | 45 | |
Dext ABS LLC, Ser 2023-2, Cl A2 | | | | | | | | |
6.560%, 05/15/2034 (E) | | | 55 | | | | 56 | |
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl B | | | | | | | | |
2.355%, 04/15/2049 (E) | | | 200 | | | | 186 | |
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C | | | | | | | | |
3.475%, 04/15/2049 (E) | | | 400 | | | | 370 | |
DLLAA LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
5.930%, 07/20/2026 (E) | | | 46 | | | | 46 | |
DLLAD LLC, Ser 2021-1A, Cl A3 | | | | | | | | |
0.640%, 09/21/2026 (E) | | | 84 | | | | 83 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
DLLAD LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
5.190%, 04/20/2026 (E) | | $ | 12 | | | $ | 12 | |
DLLMT LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
5.780%, 11/20/2025 (E) | | | 26 | | | | 26 | |
DLLST, Ser 2024-1A, Cl A2 | | | | | | | | |
5.330%, 01/20/2026 (E) | | | 41 | | | | 41 | |
Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 | | | | | | | | |
4.118%, 07/25/2047 (E) | | | 1,152 | | | | 1,124 | |
DRIVEN BRANDS FUNDING LLC, Ser 2019-1A, Cl A2 | | | | | | | | |
4.641%, 04/20/2049 (E) | | | 1,472 | | | | 1,452 | |
Dryden 45 Senior Loan Fund, Ser 2024-45A, Cl BRR | | | | | | | | |
6.306%, TSFR3M + 1.650%, 10/15/2030 (A)(E) | | | 500 | | | | 501 | |
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B | | | | | | | | |
5.849%, SOFR30A + 1.114%, 01/27/2070 (A)(E) | | | 429 | | | | 428 | |
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A | | | | | | | | |
2.610%, 01/25/2034 (E) | | | 557 | | | | 542 | |
Elara HGV Timeshare Issuer LLC, Ser 2021-A, Cl C | | | | | | | | |
2.090%, 08/27/2035 (E) | | | 769 | | | | 719 | |
Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A | | | | | | | | |
6.160%, 02/25/2038 (E) | | | 680 | | | | 694 | |
FNA VII LLC, Ser 2023-1A, Cl A1 | | | | | | | | |
6.900%, 04/15/2038 (E) | | | 621 | | | | 617 | |
Frontier Issuer LLC, Ser 2023-1, Cl B | | | | | | | | |
8.300%, 08/20/2053 (E) | | | 500 | | | | 519 | |
Goldentree Loan Management US CLO 8, Ser 2024-8A, Cl ARR | | | | | | | | |
5.752%, TSFR3M + 1.150%, 10/20/2034 (A)(E) | | | 400 | | | | 400 | |
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A | | | | | | | | |
6.882%, SOFR90A + 1.950%, 09/01/2026 (A)(E) | | | 1,964 | | | | 1,974 | |
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-2A, Cl A | | | | | | | | |
7.182%, SOFR90A + 2.250%, 03/01/2027 (A)(E) | | | 399 | | | | 400 | |
Granite Edvance, Ser 2020-1, Cl A1B | | | | | | | | |
5.902%, TSFR1M + 1.314%, 09/25/2060 (A) | | | 428 | | | | 429 | |
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
6.510%, 05/20/2030 (E) | | | 141 | | | | 142 | |
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 | | | | | | | | |
5.350%, 02/16/2026 (E) | | | 49 | | | | 49 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 | | | | | | | | |
5.320%, 08/17/2026 (E) | | $ | 135 | | | $ | 135 | |
Halseypoint CLO 7, Ser 2023-7A, Cl A | | | | | | | | |
6.867%, TSFR3M + 2.250%, 07/20/2036 (A)(E) | | | 500 | | | | 505 | |
HI-FI Music IP Issuer, Ser 2022-1A, Cl A2 | | | | | | | | |
3.939%, 02/01/2062 (E) | | | 600 | | | | 577 | |
Hilton Grand Vacations Trust, Ser 2022-1D, Cl B | | | | | | | | |
4.100%, 06/20/2034 (E) | | | 571 | | | | 560 | |
Hilton Grand Vacations Trust, Ser 2023-1A, Cl C | | | | | | | | |
6.940%, 01/25/2038 (E) | | | 866 | | | | 885 | |
Hilton Grand Vacations Trust, Ser 2024-1B, Cl B | | | | | | | | |
5.990%, 09/15/2039 (E) | | | 457 | | | | 460 | |
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 | | | | | | | | |
6.040%, 01/21/2031 (E) | | | 59 | | | | 59 | |
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 | | | | | | | | |
5.180%, 05/20/2031 (E) | | | 105 | | | | 106 | |
ITE Rail Fund Levered, Ser 2021-1A, Cl A | | | | | | | | |
2.250%, 02/28/2051 (E) | | | 898 | | | | 819 | |
John Deere Owner Trust, Ser 2023-C, Cl A2 | | | | | | | | |
5.760%, 08/17/2026 | | | 160 | | | | 160 | |
John Deere Owner Trust, Ser 2024-C, Cl A2A | | | | | | | | |
4.360%, 08/16/2027 | | | 60 | | | | 60 | |
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B | | | | | | | | |
5.902%, TSFR1M + 1.164%, 11/25/2050 (A) | | | 1,018 | | | | 1,013 | |
KKR CLO 12, Ser 2018-12, Cl AR2A | | | | | | | | |
6.053%, TSFR3M + 1.397%, 10/15/2030 (A)(E) | | | 210 | | | | 210 | |
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 | | | | | | | | |
5.610%, 07/15/2026 (E) | | | 140 | | | | 141 | |
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 | | | | | | | | |
5.390%, 01/15/2027 (E) | | | 170 | | | | 171 | |
LCM XXIV, Ser 2021-24A, Cl AR | | | | | | | | |
5.859%, TSFR3M + 1.242%, 03/20/2030 (A)(E) | | | 53 | | | | 53 | |
Madison Park Funding XLII, Ser 2017-13A, Cl B | | | | | | | | |
6.388%, TSFR3M + 1.762%, 11/21/2030 (A)(E) | | | 700 | | | | 700 | |
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 | | | | | | | | |
5.879%, TSFR3M + 1.262%, 07/21/2030 (A)(E) | | | 125 | | | | 125 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Madison Park Funding XXIV, Ser 2024-24A, Cl BR2 | | | | | | | | |
6.167%, TSFR3M + 1.550%, 10/20/2029 (A)(E) | | $ | 1,250 | | | $ | 1,252 | |
Magnetite XV, Ser 2018-15A, Cl CR | | | | | | | | |
6.688%, TSFR3M + 2.062%, 07/25/2031 (A)(E) | | | 500 | | | | 501 | |
Marlette Funding Trust, Ser 2023-3A, Cl A | | | | | | | | |
6.490%, 09/15/2033 (E) | | | 1 | | | | 1 | |
MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B | | | | | | | | |
7.460%, 10/20/2052 (E) | | | 500 | | | | 513 | |
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B | | | | | | | | |
5.452%, TSFR1M + 0.864%, 01/25/2061 (A) | | | 488 | | | | 477 | |
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B | | | | | | | | |
5.402%, TSFR1M + 0.814%, 03/25/2061 (A) | | | 1,492 | | | | 1,457 | |
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 | | | | | | | | |
0.490%, 08/14/2025 (E) | | | 24 | | | | 24 | |
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 | | | | | | | | |
5.790%, 11/13/2026 (E) | | | 87 | | | | 87 | |
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 | | | | | | | | |
5.200%, 09/13/2027 (E) | | | 168 | | | | 169 | |
MVW LLC, Ser 2021-1WA, Cl C | | | | | | | | |
1.940%, 01/22/2041 (E) | | | 750 | | | | 710 | |
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | | | | | | | | |
2.600%, 08/15/2068 (E) | | | 406 | | | | 386 | |
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A | | | | | | | | |
1.310%, 01/15/2069 (E) | | | 413 | | | | 383 | |
Navient Student Loan Trust, Ser 2023-BA, Cl A1A | | | | | | | | |
6.480%, 03/15/2072 (E) | | | 504 | | | | 517 | |
Neuberger Berman CLO XIV, Ser 2020-14A, Cl BR2 | | | | | | | | |
6.379%, TSFR3M + 1.762%, 01/28/2030 (A)(E) | | | 1,000 | | | | 1,000 | |
Neuberger Berman Loan Advisers CLO 25, Ser 2024-25A, Cl AR2 | | | | | | | | |
6.032%, TSFR3M + 1.400%, 07/18/2038 (A)(E) | | | 450 | | | | 451 | |
New Economy Assets Phase 1 Sponsor LLC, Ser 2021-1, Cl A1 | | | | | | | | |
1.910%, 10/20/2061 (E) | | | 453 | | | | 418 | |
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1 | | | | | | | | |
2.410%, 10/20/2061 (E) | | | 750 | | | | 670 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
OFSI BSL IX, Ser 2024-1A, Cl B1R | | | | | | | | |
6.456%, TSFR3M + 1.800%, 07/15/2031 (A)(E) | | $ | 1,000 | | | $ | 1,001 | |
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2 | | | | | | | | |
3.101%, 02/15/2028 (E) | | | 260 | | | | 257 | |
Palmer Square Loan Funding, Ser 2021-2A, Cl A2 | | | | | | | | |
6.033%, TSFR3M + 1.512%, 05/20/2029 (A)(E) | | | 239 | | | | 239 | |
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 | | | | | | | | |
5.679%, TSFR3M + 1.062%, 07/20/2029 (A)(E) | | | 26 | | | | 26 | |
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 | | | | | | | | |
5.718%, TSFR3M + 1.062%, 10/15/2029 (A)(E) | | | 134 | | | | 134 | |
Palmer Square Loan Funding, Ser 2022-2A, Cl A2 | | | | | | | | |
6.556%, TSFR3M + 1.900%, 10/15/2030 (A)(E) | | | 1,460 | | | | 1,462 | |
Palmer Square Loan Funding, Ser 2024-1A, Cl A1 | | | | | | | | |
6.161%, TSFR3M + 1.050%, 10/15/2032 (A)(E) | | | 250 | | | | 250 | |
Prodigy Finance DAC, Ser 2021-1A, Cl A | | | | | | | | |
5.952%, TSFR1M + 1.364%, 07/25/2051 (A)(E) | | | 471 | | | | 469 | |
Progress Residential, Ser 2021-SFR1, Cl A | | | | | | | | |
1.052%, 04/17/2038 (E) | | | 299 | | | | 288 | |
Progress Residential, Ser 2021-SFR3, Cl E2 | | | | | | | | |
2.688%, 05/17/2026 (E) | | | 960 | | | | 921 | |
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A | | | | | | | | |
7.060%, 07/16/2029 (E) | | | 17 | | | | 17 | |
Race Point IX CLO, Ser 2021-9A, Cl A1A2 | | | | | | | | |
5.858%, TSFR3M + 1.202%, 10/15/2030 (A)(E) | | | 114 | | | | 114 | |
ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A | | | | | | | | |
7.250%, PRIME + -0.500%, 12/27/2044 (A)(E) | | | 147 | | | | 147 | |
Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A | | | | | | | | |
5.000%, 09/15/2048 (E) | | | 500 | | | | 496 | |
RIN II, Ser 2024-1A, Cl AR | | | | | | | | |
0.000%, 01/15/2038 (A)(D)(E) | | | 1,000 | | | | 1,000 | |
Saranac CLO VII, Ser 2017-2A, Cl BR | | | | | | | | |
6.533%, TSFR3M + 2.012%, 11/20/2029 (A)(E) | | | 645 | | | | 645 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Saratoga Investment Senior Loan Fund, Ser 2022-1A, Cl D | | | | | | | | |
11.227%, TSFR3M + 6.610%, 10/20/2033 (A)(E) | | $ | 300 | | | $ | 301 | |
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 | | | | | | | | |
6.560%, 01/22/2030 (E) | | | 164 | | | | 166 | |
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A3 | | | | | | | | |
6.170%, 05/20/2032 (E) | | | 1,000 | | | | 1,035 | |
Sesac Finance LLC, Ser 2019-1, Cl A2 | | | | | | | | |
5.216%, 07/25/2049 (E) | | | 1,421 | | | | 1,406 | |
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B | | | | | | | | |
5.474%, TSFR1M + 0.864%, 11/15/2035 (A)(E) | | | 692 | | | | 690 | |
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B | | | | | | | | |
5.724%, TSFR1M + 1.114%, 06/15/2037 (A)(E) | | | 469 | | | | 470 | |
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B | | | | | | | | |
5.552%, TSFR1M + 0.964%, 09/15/2054 (A)(E) | | | 1,338 | | | | 1,332 | |
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 | | | | | | | | |
5.454%, TSFR1M + 0.844%, 01/15/2053 (A)(E) | | | 1,437 | | | | 1,413 | |
STAR Trust, Ser 2021-SFR1, Cl C | | | | | | | | |
5.775%, TSFR1M + 1.164%, 04/17/2038 (A)(E) | | | 1,000 | | | | 985 | |
STAR Trust, Ser 2021-SFR1, Cl D | | | | | | | | |
6.025%, TSFR1M + 1.414%, 04/17/2038 (A)(E) | | | 1,000 | | | | 986 | |
STAR Trust, Ser 2021-SFR2, Cl C | | | | | | | | |
6.324%, TSFR1M + 1.714%, 01/17/2039 (A)(E) | | | 1,500 | | | | 1,485 | |
STAR Trust, Ser 2024-SFR4, Cl A | | | | | | | | |
6.359%, TSFR1M + 1.750%, 10/17/2041 (A)(E) | | | 750 | | | | 751 | |
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 | | | | | | | | |
5.702%, TSFR1M + 1.114%, 09/25/2034 (A) | | | 1,884 | | | | 1,844 | |
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 | | | | | | | | |
5.792%, TSFR1M + 1.054%, 09/25/2034 (A) | | | 606 | | | | 623 | |
Symphony Static CLO I, Ser 2021-1A, Cl A | | | | | | | | |
5.718%, TSFR3M + 1.092%, 10/25/2029 (A)(E) | | | 515 | | | | 515 | |
Symphony Static CLO I, Ser 2021-1A, Cl B | | | | | | | | |
6.338%, TSFR3M + 1.712%, 10/25/2029 (A)(E) | | | 250 | | | | 250 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
ASSET-BACKED SECURITIES (continued) |
Taco Bell Funding LLC, Ser 2016-1A, Cl A23 | | | | | | | | |
4.970%, 05/25/2046 (E) | | $ | 759 | | | $ | 757 | |
TAL Advantage VII LLC, Ser 2020-1A, Cl B | | | | | | | | |
3.290%, 09/20/2045 (E) | | | 844 | | | | 789 | |
TCI-Flatiron CLO, Ser 2017-1A, Cl B | | | | | | | | |
6.307%, TSFR3M + 1.822%, 11/18/2030 (A)(E) | | | 500 | | | | 500 | |
Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A1 | | | | | | | | |
4.830%, 12/03/2025 (E) | | | 75 | | | | 75 | |
Towd Point HE Trust, Ser 2021-HE1, Cl A1 | | | | | | | | |
0.918%, 02/25/2063 (A)(E) | | | 314 | | | | 305 | |
Tricon Residential Trust, Ser 2021-SFR1, Cl E1 | | | | | | | | |
2.794%, 07/17/2038 (E) | | | 100 | | | | 95 | |
Tricon Residential Trust, Ser 2021-SFR1, Cl E2 | | | | | | | | |
2.894%, 07/17/2038 (E) | | | 180 | | | | 170 | |
Trimaran Cavu, Ser 2019-1A, Cl D | | | | | | | | |
9.029%, TSFR3M + 4.412%, 07/20/2032 (A)(E) | | | 600 | | | | 602 | |
VFI ABS LLC, Ser 2023-1A, Cl A | | | | | | | | |
7.270%, 03/26/2029 (E) | | | 54 | | | | 54 | |
Volvo Financial Equipment LLC Series, Ser 2024-1A, Cl A1 | | | | | | | | |
5.073%, 09/15/2025 (E) | | | 65 | | | | 65 | |
Volvo Financial Equipment LLC Series, Ser 2024-1A, Cl A3 | | | | | | | | |
4.290%, 10/16/2028 (E) | | | 250 | | | | 248 | |
Voya CLO, Ser 2020-2A, Cl A1RR | | | | | | | | |
5.929%, TSFR3M + 1.282%, 04/17/2030 (A)(E) | | | 41 | | | | 41 | |
Westgate Resorts LLC, Ser 2023-1A, Cl B | | | | | | | | |
6.440%, 12/20/2037 (E) | | | 683 | | | | 684 | |
Wingstop Funding LLC, Ser 2020-1A, Cl A2 | | | | | | | | |
2.841%, 12/05/2050 (E) | | | 788 | | | | 735 | |
Zais CLO 14, Ser 2024-14A, Cl B1R2 | | | | | | | | |
6.156%, TSFR3M + 1.500%, 04/15/2032 (A)(E) | | | 1,000 | | | | 1,001 | |
| | | | | | | 75,499 | |
| | | | | | | | |
Total Asset-Backed Securities | | | | | | | | |
(Cost $103,607) ($ Thousands) | | | | | | | 104,654 | |
| | | | | | | | |
| | | | | | | | |
CORPORATE OBLIGATIONS — 4.1% |
Communication Services — 0.1% | | | | |
Level 3 Financing | | | | | | | | |
11.000%, 11/15/2029 (E) | | | 200 | | | | 227 | |
Univision Communications | | | | | | | | |
8.000%, 08/15/2028 (E) | | | 300 | | | | 306 | |
| | | | | | | | |
| | | | | | | 533 | |
| | | | | | | | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
CORPORATE OBLIGATIONS (continued) |
Consumer Discretionary — 0.3% | | | | |
AutoZone | | | | | | | | |
5.050%, 07/15/2026 | | $ | 150 | | | $ | 151 | |
Caesars Entertainment | | | | | | | | |
7.000%, 02/15/2030 (E) | | | 300 | | | | 309 | |
Hyundai Capital America | | | | | | | | |
5.450%, 06/24/2026 (E) | | | 125 | | | | 126 | |
Specialty Building Products Holdings LLC | | | | | | | | |
7.750%, 10/15/2029 (E) | | | 425 | | | | 437 | |
| | | | | | | | |
| | | | | | | 1,023 | |
| | | | | | | | |
Consumer Staples — 0.1% | | | | |
PeaceHealth Obligated Group | | | | | | | | |
1.375%, 11/15/2025 | | | 325 | | | | 314 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Energy — 0.3% | | | | |
Ascent Resources Utica Holdings LLC | | | | | | | | |
6.625%, 10/15/2032 (E) | | | 266 | | | | 266 | |
Gray Oak Pipeline LLC | | | | | | | | |
2.600%, 10/15/2025 (E) | | | 300 | | | | 294 | |
Occidental Petroleum | | | | | | | | |
5.875%, 09/01/2025 | | | 175 | | | | 176 | |
ONEOK | | | | | | | | |
5.550%, 11/01/2026 | | | 200 | | | | 203 | |
Ovintiv | | | | | | | | |
5.650%, 05/15/2025 | | | 175 | | | | 175 | |
Williams | | | | | | | | |
5.400%, 03/02/2026 | | | 125 | | | | 126 | |
| | | | | | | | |
| | | | | | | 1,240 | |
| | | | | | | | |
Financials — 2.0% | | | | |
Athene Global Funding | | | | | | | | |
5.684%, 02/23/2026 (E) | | | 100 | | | | 101 | |
5.349%, 07/09/2027 (E) | | | 90 | | | | 91 | |
Bank of America | | | | | | | | |
5.650%, 08/18/2025 | | | 250 | | | | 252 | |
Bank of America MTN | | | | | | | | |
3.500%, 04/19/2026 | | | 200 | | | | 197 | |
1.530%, SOFRRATE + 0.650%, 12/06/2025 (A) | | | 225 | | | | 225 | |
Bank of Nova Scotia | | | | | | | | |
5.450%, 06/12/2025 | | | 125 | | | | 125 | |
1.300%, 06/11/2025 | | | 175 | | | | 172 | |
BPCE | | | | | | | | |
2.375%, 01/14/2025 (E) | | | 250 | | | | 249 | |
Brookfield Property | | | | | | | | |
4.500%, 04/01/2027 (E) | | | 392 | | | | 377 | |
Canadian Imperial Bank of Commerce | | | | | | | | |
5.237%, 06/28/2027 | | | 90 | | | | 91 | |
Capital One Financial | | | | | | | | |
4.250%, 04/30/2025 | | | 50 | | | | 50 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
CORPORATE OBLIGATIONS (continued) |
Citigroup | | | | | | | | |
5.610%, SOFRRATE + 1.546%, 09/29/2026 (A) | | $ | 225 | | | $ | 226 | |
4.400%, 06/10/2025 | | | 200 | | | | 200 | |
3.290%, SOFRRATE + 1.528%, 03/17/2026 (A) | | | 225 | | | | 224 | |
Corebridge Financial | | | | | | | | |
3.500%, 04/04/2025 | | | 125 | | | | 124 | |
Danske Bank MTN | | | | | | | | |
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(E) | | | 200 | | | | 202 | |
Deutsche Bank NY | | | | | | | | |
5.873%, SOFRRATE + 1.219%, 11/16/2027 (A) | | | 325 | | | | 325 | |
Equitable Financial Life Global Funding | | | | | | | | |
1.400%, 07/07/2025 (E) | | | 125 | | | | 123 | |
Focus Financial Partners LLC | | | | | | | | |
6.750%, 09/15/2031 (E) | | | 270 | | | | 273 | |
Goldman Sachs Bank USA NY | | | | | | | | |
5.414%, SOFRRATE + 0.750%, 05/21/2027 (A) | | | 125 | | | | 126 | |
Goldman Sachs Group | | | | | | | | |
5.798%, SOFRRATE + 1.075%, 08/10/2026 (A) | | | 175 | | | | 176 | |
3.500%, 04/01/2025 | | | 200 | | | | 199 | |
Huntington Bancshares | | | | | | | | |
4.000%, 05/15/2025 | | | 125 | | | | 124 | |
JPMorgan Chase | | | | | | | | |
5.581%, SOFRRATE + 0.885%, 04/22/2027 (A) | | | 475 | | | | 478 | |
5.546%, SOFRRATE + 1.070%, 12/15/2025 (A) | | | 200 | | | | 200 | |
1.045%, SOFRRATE + 0.800%, 11/19/2026 (A) | | | 225 | | | | 217 | |
Morgan Stanley | | | | | | | | |
0.985%, SOFRRATE + 0.720%, 12/10/2026 (A) | | | 225 | | | | 216 | |
Morgan Stanley MTN | | | | | | | | |
4.000%, 07/23/2025 | | | 200 | | | | 199 | |
Nasdaq | | | | | | | | |
5.650%, 06/28/2025 | | | 125 | | | | 126 | |
Pacific Life Global Funding II | | | | | | | | |
5.500%, 08/28/2026 (E) | | | 125 | | | | 127 | |
PNC Bank | | | | | | | | |
4.775%, SOFRRATE + 0.504%, 01/15/2027 (A) | | | 250 | | | | 250 | |
Societe Generale | | | | | | | | |
5.749%, SOFRRATE + 1.050%, 01/21/2026 (A)(E) | | | 275 | | | | 275 | |
Toronto-Dominion Bank MTN | | | | | | | | |
5.454%, SOFRRATE + 0.590%, 09/10/2026 (A) | | | 300 | | | | 300 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
CORPORATE OBLIGATIONS (continued) |
Wells Fargo MTN | | | | | | | | |
2.164%, TSFR3M + 1.012%, 02/11/2026 (A) | | $ | 225 | | | $ | 224 | |
Wells Fargo Bank | | | | | | | | |
5.550%, 08/01/2025 | | | 250 | | | | 251 | |
4.811%, 01/15/2026 | | | 250 | | | | 251 | |
| | | | | | | | |
| | | | | | | 7,366 | |
| | | | | | | | |
Health Care — 0.2% | | | | |
Grifols | | | | | | | | |
4.750%, 10/15/2028 (E) | | | 400 | | | | 365 | |
HCA | | | | | | | | |
5.375%, 02/01/2025 | | | 200 | | | | 200 | |
| | | | | | | | |
| | | | | | | 565 | |
| | | | | | | | |
Industrials — 0.4% | | | | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | | | | | | | | |
3.500%, 01/15/2025 | | | 150 | | | | 150 | |
American Airlines | | | | | | | | |
5.500%, 04/20/2026 (E) | | | 100 | | | | 100 | |
CP Atlas Buyer | | | | | | | | |
7.000%, 12/01/2028 (E) | | | 400 | | | | 364 | |
Trident TPI Holdings | | | | | | | | |
12.750%, 12/31/2028 (E) | | | 675 | | | | 749 | |
Wilsonart LLC | | | | | | | | |
11.000%, 08/15/2032 (E) | | | 299 | | | | 295 | |
| | | | | | | | |
| | | | | | | 1,658 | |
| | | | | | | | |
Materials — 0.3% | | | | |
International Flavors and Fragrances | | | | | | | | |
1.230%, 10/01/2025 (E) | | | 150 | | | | 145 | |
Kobe US Midco 2 | | | | | | | | |
9.250%cash/0% PIK, 11/01/2026 (E) | | | 945 | | | | 796 | |
| | | | | | | | |
| | | | | | | 941 | |
| | | | | | | | |
Real Estate — 0.2% | | | | |
ERP Operating | | | | | | | | |
3.375%, 06/01/2025 | | | 125 | | | | 124 | |
Iron Mountain | | | | | | | | |
4.875%, 09/15/2027 (E) | | | 500 | | | | 492 | |
Realty Income | | | | | | | | |
3.875%, 04/15/2025 | | | 125 | | | | 125 | |
| | | | | | | | |
| | | | | | | 741 | |
| | | | | | | | |
Utilities — 0.2% | | | | |
Alliant Energy Finance LLC | | | | | | | | |
5.400%, 06/06/2027 (E) | | | 100 | | | | 101 | |
American Electric Power | | | | | | | | |
5.699%, 08/15/2025 | | | 150 | | | | 151 | |
Consumers Securitization Funding LLC | | | | | | | | |
5.550%, 03/01/2028 | | | 54 | | | | 54 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
CORPORATE OBLIGATIONS (continued) |
Emera US Finance | | | | | | | | |
3.550%, 06/15/2026 | | $ | 125 | | | $ | 123 | |
Southern California Edison | | | | | | | | |
5.350%, 03/01/2026 | | | 125 | | | | 126 | |
Spire | | | | | | | | |
5.300%, 03/01/2026 | | | 150 | | | | 151 | |
| | | | | | | | |
| | | | | | | 706 | |
| | | | | | | | |
Total Corporate Obligations | | | | | | | | |
(Cost $15,221) ($ Thousands) | | | | | | | 15,087 | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
U.S. TREASURY OBLIGATIONS — 1.9% |
U.S. Treasury Bills | | | | | | | | |
5.001%, 12/24/2024 (G) | | | 750 | | | | 748 | |
4.834%, 01/07/2025 (G) | | | 775 | | | | 772 | |
4.815%, 01/14/2025 (G) | | | 775 | | | | 771 | |
4.674%, 12/10/2024 (G) | | | 800 | | | | 799 | |
4.562%, 01/23/2025 (G) | | | 875 | | | | 869 | |
4.511%, 02/25/2025 (G)(H) | | | 850 | | | | 841 | |
4.444%, 03/25/2025 (G) | | | 875 | | | | 863 | |
4.434%, 03/18/2025 (G) | | | 1,350 | | | | 1,333 | |
| | | | |
Total U.S. Treasury Obligations | | | | |
(Cost $6,994) ($ Thousands) | | | 6,996 | |
| | | | | | | | |
| | | | | | | | |
| | | Number of Warrants | | | | | |
WARRANTS — 0.2% |
Air Methods | | | | | | | | |
Strike Price $– *‡‡(C) | | | 5,986 | | | | 640 | |
| | | | | | | | |
| | | | | | | | |
Total Warrants | | | | | | | | |
(Cost $111) ($ Thousands) | | | | | | | 640 | |
| | | | | | | | |
| | | | | | | | |
| | Shares
| | | | | |
COMMON STOCK — 0.1% |
Air Methods *(C) | | | 2,388 | | | | 255 | |
TMK Hawk Parent Corp. *(C)(I) | | | 7,227 | | | | 77 | |
| | | | | | | | |
Total Common Stock | | | | | | | | |
(Cost $109) ($ Thousands) | | | | | | | 332 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MUNICIPAL BOND — 0.0% |
New Jersey — 0.0% | | | | |
New Jersey Transportation Trust Fund Authority, Ser BB, RB | | | | | | | | |
5.093%, 06/15/2025 | | $ | 120 | | | $ | 120 | |
Total Municipal Bond | | | | | | | | |
| | | | | | | | |
(Cost $120) ($ Thousands) | | | | | | | 120 | |
| | | | | | | | |
| | | | | | | | |
| | Shares | | | | | |
CASH EQUIVALENT — 4.4% |
SEI Daily Income Trust, Government Fund, Institutional Class | | | | | | | | |
4.580%**† | | | 16,250,106 | | | | 16,250 | |
Total Cash Equivalent | | | | | | | | |
(Cost $16,250) ($ Thousands) | | | | | | | 16,250 | |
| | Face Amount (Thousands) | | | | | |
REPURCHASE AGREEMENT(J) — 1.2% |
BNP Paribas | | | | | | | | |
4.580%, dated 11/29/2024 to be repurchased on 12/02/2024, repurchase price $4,301,641 (collateralized by various U.S. Government and Treasury obligations, ranging in par value $100 - $2,389,102, 0.5% - 6.5%, 05/15/2028 – 05/20/2064; with total market value $4,345,361) | | $ | 4,300 | | | | 4,300 | |
Total Repurchase Agreement | | | | | | | | |
(Cost $4,300) ($ Thousands) | | | | | | | 4,300 | |
| | | | | | | | |
| | | | | | | | |
Total Investments in Securities — 101.5% | | | | | | | | |
(Cost $374,018) ($ Thousands) | | $ | 373,044 | |
| | | | | | | | |
| | | | | | | | |
SEI Institutional Investments Trust
A list of the open futures contracts held by the Fund at November 30, 2024, is as follows: |
|
Type of Contract | | Number of Contracts | | | Expiration Date | | | Notional Amount (Thousands) | | | Value (Thousands) | | | Unrealized Depreciation(Thousands) | |
Short Contracts | | | | | | | | | | | | | | | | | | | | |
U.S. 2-Year Treasury Note | | | (22) | | | | Mar-2025 | | | $ | (4,520 | ) | | $ | (4,535 | ) | | $ | (15 | ) |
U.S. 10-Year Treasury Note | | | (27) | | | | Mar-2025 | | | | (2,964 | ) | | | (3,001 | ) | | | (37 | ) |
| | | | | | | | | | $ | (7,484 | ) | | $ | (7,536 | ) | | $ | (52 | ) |
| Percentages are based on Net Assets of $367,508 ($ Thousands). |
* | Non-income producing security. |
** | The rate reported is the 7-day effective yield as of November 30, 2024. |
† | Investment in Affiliated Security (see Note 6). |
‡‡ | Expiration date not available. |
(A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) | Unsettled bank loan. Interest rate may not be available. |
(C) | Level 3 security in accordance with fair value hierarchy. |
(D) | No interest rate available. |
(E) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On November 30, 2024, the value of these securities amounted to $177,033 ($ Thousands), representing 48.2% 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, or a portion thereof, has been pledged as collateral on open futures contracts. The total market value of such securities as of November 30, 2024 was $99 ($ Thousands). |
(I) | Security considered restricted, excluding 144A. The total market value of such securities as of November 30, 2024 was $77 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(J) | Tri-Party Repurchase Agreement. |
The following is a summary of the level of inputs used as of November 30, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Loan Participations | | | – | | | | 111,267 | | | | 5,424 | | | | 116,691 | |
Mortgage-Backed Securities | | | – | | | | 107,974 | | | | – | | | | 107,974 | |
Asset-Backed Securities | | | – | | | | 104,654 | | | | – | | | | 104,654 | |
Corporate Obligations | | | – | | | | 15,087 | | | | – | | | | 15,087 | |
U.S. Treasury Obligations | | | – | | | | 6,996 | | | | – | | | | 6,996 | |
Warrants | | | – | | | | – | | | | 640 | | | | 640 | |
Common Stock | | | – | | | | – | | | | 332 | | | | 332 | |
Municipal Bond | | | – | | | | 120 | | | | – | | | | 120 | |
Cash Equivalent | | | 16,250 | | | | – | | | | – | | | | 16,250 | |
Repurchase Agreement | | | – | | | | 4,300 | | | | – | | | | 4,300 | |
Total Investments in Securities | | | 16,250 | | | | 350,398 | | | | 6,396 | | | | 373,044 | |
Other Financial Instruments | | Level 1 ($) | | | Level 2 ($) | | | Level 3 ($) | | | Total ($) | |
Futures Contracts* | | | | | | | | | | | | | | | | | |
Unrealized Depreciation | | | | (52 | ) | | | – | | | | – | | | | (52 | ) |
Total Other Financial Instruments | | | (52 | ) | | | – | | | | – | | | | (52 | ) |
| | | | | | | | | | | | | | | | | | | | |
* | | Futures contracts are valued at the unrealized depreciation on the instrument. | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Opportunistic Income Fund (Concluded)
The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):
| | Investments in Loan Participations | | | Investments in Common Stock | | | Investments in Warrants | |
Balance as of May 31, 2024 | | $ | 10,689 | | | $ | 216 | | | $ | 348 | |
Accrued discounts/premiums | | | (5 | ) | | | 0 | | | | 0 | |
Realized gain/(loss) | | | (43 | ) | | | 0 | | | | 0 | |
Change in unrealized appreciation/(depreciation) | | | (193 | ) | | | 116 | | | | 292 | |
Purchases | | | 1,455 | | | | 0 | | | | 0 | |
Sales | | | (4,993 | ) | | | 0 | | | | 0 | |
Net transfer into Level 3 | | | 0 | | | | 0 | | | | 0 | |
Net transfer out of Level 3 | | | (1,486 | ) | | | 0 | | | | 0 | |
Ending Balance as of November 30, 2024(1) | | $ | 5,424 | | | $ | 332 | | | $ | 640 | |
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date | | $ | (153 | ) | | $ | 116 | | | $ | 292 | |
(1) Of the $6,396 ($ Thousands) in Level 3 securities as of November 30, 2024, $1,310 ($ Thousands) or 0.4% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.
For the period ended November 30, 2024, transfers in or out of Level 3 were due to the availability or lack of availability of observable inputs to determine fair value.
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended November 30, 2024 ($ Thousands): |
|
Security Description | | Value 5/31/2024 | | | Purchases at Cost | | | Proceeds from Sales | | | Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value 11/30/2024 | | | Income | | | Capital Gains | |
SEI Daily Income Trust, Government Fund, Institutional Class | | $ | 18,309 | | | $ | 93,534 | | | $ | (95,593 | ) | | $ | — | | | $ | — | | | $ | 16,250 | | | $ | 282 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
A list of the restricted securities, excluding 144a, held by the Fund at November 30, 2024, is as follows: |
|
Description | | Shares | | | Acquisition Date | | | Cost ($ Thousands) | | | Market Value ($ Thousands) | |
Common Stock | | | | | | | | | | | | | | | | |
TMK Hawk Parent Corp. | | | 7,227 | | | | 4/1/2024 | | | $ | 77 | | | $ | 77 | |
| | | | | | | | | | $ | 77 | | | $ | 77 | |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES — 42.0% |
Agency Mortgage-Backed Obligations — 37.5% | | | | |
FHLMC | | | | | | | | |
7.500%, 08/01/2030 to 06/01/2032 | | $ | 36 | | | $ | 37 | |
7.000%, 09/01/2025 to 03/01/2039 | | | 30 | | | | 31 | |
6.500%, 10/01/2031 to 10/01/2054 | | | 10,408 | | | | 10,726 | |
6.000%, 08/01/2038 to 10/01/2054 | | | 80,718 | | | | 82,404 | |
5.500%, 02/01/2035 to 07/01/2054 | | | 60,635 | | | | 60,860 | |
5.000%, 08/01/2033 to 05/01/2053 | | | 31,901 | | | | 31,441 | |
4.500%, 11/01/2025 to 08/01/2053 | | | 45,424 | | | | 43,850 | |
4.000%, 09/01/2040 to 02/01/2053 | | | 41,838 | | | | 39,602 | |
3.500%, 04/01/2033 to 11/01/2052 | | | 42,715 | | | | 39,324 | |
3.000%, 08/01/2031 to 06/01/2052 | | | 105,860 | | | | 93,914 | |
2.500%, 10/01/2031 to 07/01/2052 | | | 177,651 | | | | 154,128 | |
2.000%, 01/01/2037 to 05/01/2052 | | | 162,232 | | | | 133,840 | |
1.500%, 12/01/2050 to 02/01/2051 | | | 17,175 | | | | 13,147 | |
FHLMC ARM | | | | | | | | |
7.515%, RFUCCT1Y + 2.330%, 05/01/2036(A) | | | 24 | | | | 24 | |
7.200%, RFUCCT1Y + 1.595%, 10/01/2036(A) | | | 9 | | | | 10 | |
6.171%, RFUCCT1Y + 1.926%, 12/01/2036(A) | | | 26 | | | | 26 | |
4.221%, SOFR30A + 2.305%, 05/01/2053(A) | | | 3,513 | | | | 3,452 | |
3.962%, SOFR30A + 2.140%, 08/01/2052(A) | | | 1,289 | | | | 1,235 | |
3.235%, RFUCCT1Y + 1.640%, 11/01/2048(A) | | | 887 | | | | 897 | |
3.105%, RFUCCT1Y + 1.621%, 02/01/2050(A) | | | 2,002 | | | | 1,966 | |
3.007%, RFUCCT1Y + 1.627%, 11/01/2048(A) | | | 2,306 | | | | 2,226 | |
2.955%, RFUCCT1Y + 1.619%, 11/01/2047(A) | | | 811 | | | | 808 | |
2.635%, RFUCCT1Y + 1.634%, 12/01/2050(A) | | | 178 | | | | 167 | |
2.333%, H15T5Y + 1.287%, 03/01/2047(A) | | | 398 | | | | 375 | |
FHLMC CMO, Ser 2013-4160, Cl HP | | | | | | | | |
2.500%, 01/15/2033 | | | 785 | | | | 744 | |
FHLMC CMO, Ser 2013-4184, Cl FN | | | | | | | | |
5.270%, SOFR30A + 0.464%, 03/15/2043(A) | | | 384 | | | | 377 | |
FHLMC CMO, Ser 2013-4281, Cl FA | | | | | | | | |
5.320%, SOFR30A + 0.514%, 12/15/2043(A) | | | 309 | | | | 306 | |
FHLMC CMO, Ser 2014-4303, Cl FA | | | | | | | | |
5.270%, SOFR30A + 0.464%, 02/15/2044(A) | | | 543 | | | | 533 | |
FHLMC CMO, Ser 2015-4427, Cl CE | | | | | | | | |
3.000%, 02/15/2034 | | | 233 | | | | 228 | |
FHLMC CMO, Ser 2015-4527, Cl GA | | | | | | | | |
3.000%, 02/15/2044 | | | 1,380 | | | | 1,309 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2015-4533, Cl AB | | | | | | | | |
3.000%, 06/15/2044 | | $ | 2,093 | | | $ | 1,985 | |
FHLMC CMO, Ser 2024-5451, Cl FD | | | | | | | | |
5.320%, SOFR30A + 0.514%, 01/15/2044(A) | | | 1,067 | | | | 1,049 | |
FHLMC CMO, Ser 2024-5473, Cl BF | | | | | | | | |
6.034%, SOFR30A + 1.300%, 11/25/2054(A) | | | 2,321 | | | | 2,315 | |
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO | | | | | | | | |
1.666%, 08/27/2028(A) | | | 2,000 | | | | 102 | |
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 | | | | | | | | |
1.878%, 01/25/2031 | | | 975 | | | | 840 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO | | | | | | | | |
0.330%, 10/25/2032(A) | | | 18,975 | | | | 284 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO | | | | | | | | |
0.689%, 12/25/2035(A) | | | 16,337 | | | | 732 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO | | | | | | | | |
0.301%, 11/25/2032(A) | | | 15,287 | | | | 207 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO | | | | | | | | |
0.577%, 02/25/2036(A) | | | 4,966 | | | | 180 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO | | | | | | | | |
0.527%, 01/25/2033(A) | | | 6,797 | | | | 185 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2 | | | | | | | | |
3.329%, 05/25/2025(A) | | | 592 | | | | 588 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO | | | | | | | | |
1.081%, 05/25/2029(A) | | | 3,811 | | | | 130 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO | | | | | | | | |
1.282%, 06/25/2029(A) | | | 6,800 | | | | 321 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO | | | | | | | | |
1.011%, 06/25/2029(A) | | | 2,946 | | | | 99 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO | | | | | | | | |
1.439%, 01/25/2030(A) | | | 3,293 | | | | 186 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO | | | | | | | | |
1.127%, 10/25/2030(A) | | | 5,422 | | | | 257 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO | | | | | | | | |
0.609%, 03/25/2031(A) | | | 17,898 | | | | 461 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO | | | | | | | | |
0.442%, 09/25/2031(A) | | | 15,595 | | | | 312 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO | | | | | | | | |
0.493%, 12/25/2031(A) | | $ | 8,743 | | | $ | 175 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO | | | | | | | | |
0.403%, 03/25/2032(A) | | | 6,789 | | | | 130 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO | | | | | | | | |
0.450%, 04/25/2055(A) | | | 6,978 | | | | 156 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO | | | | | | | | |
0.430%, 06/25/2055(A) | | | 7,975 | | | | 171 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO | | | | | | | | |
0.489%, 06/25/2032(A) | | | 11,462 | | | | 287 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO | | | | | | | | |
0.404%, 08/25/2032(A) | | | 11,257 | | | | 225 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO | | | | | | | | |
0.861%, 03/25/2028(A) | | | 6,131 | | | | 98 | |
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO | | | | | | | | |
1.361%, 06/25/2027(A) | | | 1,448 | | | | 29 | |
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA | | | | | | | | |
6.000%, 04/15/2036 | | | 429 | | | | 449 | |
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA | | | | | | | | |
6.000%, 05/15/2036 | | | 383 | | | | 396 | |
FHLMC REMIC CMO, Ser 1999-2174, Cl PN | | | | | | | | |
6.000%, 07/15/2029 | | | 4 | | | | 4 | |
FHLMC REMIC CMO, Ser 2001-2312, Cl Z | | | | | | | | |
6.500%, 05/15/2031 | | | 29 | | | | 30 | |
FHLMC REMIC CMO, Ser 2002-2399, Cl XG | | | | | | | | |
6.500%, 01/15/2032 | | | 12 | | | | 12 | |
FHLMC REMIC CMO, Ser 2003-2671, Cl S | | | | | | | | |
5.738%, 09/15/2033(A) | | | 17 | | | | 18 | |
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN | | | | | | | | |
4.000%, 10/15/2033 | | | 36 | | | | 34 | |
FHLMC REMIC CMO, Ser 2004-2733, Cl ME | | | | | | | | |
5.000%, 01/15/2034 | | | 83 | | | | 84 | |
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO | | | | | | | | |
0.000%, 05/15/2037(B) | | | 2 | | | | 1 | |
FHLMC REMIC CMO, Ser 2009-3546, Cl A | | | | | | | | |
6.902%, 02/15/2039(A) | | | 22 | | | | 23 | |
FHLMC REMIC CMO, Ser 2010-3693, Cl FC | | | | | | | | |
5.420%, SOFR30A + 0.614%, 07/15/2040(A) | | | 506 | | | | 500 | |
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO | | | | | | | | |
1.030%, 05/15/2041(A) | | | 225 | | | | 16 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2011-3919, Cl FA | | | | | | | | |
5.420%, SOFR30A + 0.614%, 09/15/2041(A) | | $ | 477 | | | $ | 472 | |
FHLMC REMIC CMO, Ser 2011-3951, Cl FN | | | | | | | | |
5.370%, SOFR30A + 0.564%, 11/15/2041(A) | | | 366 | | | | 361 | |
FHLMC REMIC CMO, Ser 2011-3958, Cl AF | | | | | | | | |
5.370%, SOFR30A + 0.564%, 11/15/2041(A) | | | 453 | | | | 447 | |
FHLMC REMIC CMO, Ser 2011-3975, Cl CF | | | | | | | | |
5.410%, SOFR30A + 0.604%, 12/15/2041(A) | | | 363 | | | | 359 | |
FHLMC REMIC CMO, Ser 2011-3975, Cl FA | | | | | | | | |
5.410%, SOFR30A + 0.604%, 12/15/2041(A) | | | 436 | | | | 431 | |
FHLMC REMIC CMO, Ser 2012-3990, Cl FG | | | | | | | | |
5.370%, SOFR30A + 0.564%, 01/15/2042(A) | | | 536 | | | | 530 | |
FHLMC REMIC CMO, Ser 2012-4010, Cl KM | | | | | | | | |
3.000%, 01/15/2042 | | | 174 | | | | 163 | |
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO | | | | | | | | |
1.690%, 04/15/2042(A) | | | 21 | | | | 2 | |
FHLMC REMIC CMO, Ser 2012-4047, Cl CX | | | | | | | | |
3.500%, 05/15/2042 | | | 2,071 | | | | 1,909 | |
FHLMC REMIC CMO, Ser 2012-4059, Cl FP | | | | | | | | |
5.370%, SOFR30A + 0.564%, 06/15/2042(A) | | | 596 | | | | 588 | |
FHLMC REMIC CMO, Ser 2012-4091, Cl EX | | | | | | | | |
3.375%, 07/15/2042 | | | 647 | | | | 599 | |
FHLMC REMIC CMO, Ser 2012-4091, Cl MX | | | | | | | | |
3.250%, 02/15/2042 | | | 803 | | | | 739 | |
FHLMC REMIC CMO, Ser 2012-4091, Cl FN | | | | | | | | |
5.320%, SOFR30A + 0.514%, 08/15/2042(A) | | | 586 | | | | 576 | |
FHLMC REMIC CMO, Ser 2012-4091, Cl BX | | | | | | | | |
3.250%, 10/15/2041 | | | 1,002 | | | | 927 | |
FHLMC REMIC CMO, Ser 2012-4102, Cl TC | | | | | | | | |
2.500%, 09/15/2041 | | | 609 | | | | 589 | |
FHLMC REMIC CMO, Ser 2012-4117, Cl HB | | | | | | | | |
2.500%, 10/15/2042 | | | 709 | | | | 618 | |
FHLMC REMIC CMO, Ser 2012-4122, Cl FP | | | | | | | | |
5.320%, SOFR30A + 0.514%, 10/15/2042(A) | | | 714 | | | | 701 | |
FHLMC REMIC CMO, Ser 2013-4161, Cl BA | | | | | | | | |
2.500%, 12/15/2041 | | | 1,359 | | | | 1,318 | |
FHLMC REMIC CMO, Ser 2013-4205, Cl PA | | | | | | | | |
1.750%, 05/15/2043 | | | 483 | | | | 410 | |
FHLMC REMIC CMO, Ser 2013-4210, Cl Z | | | | | | | | |
3.000%, 05/15/2043 | | | 525 | | | | 428 | |
FHLMC REMIC CMO, Ser 2013-4240, Cl FA | | | | | | | | |
5.420%, SOFR30A + 0.614%, 08/15/2043(A) | | | 1,888 | | | | 1,859 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2013-4286, Cl VF | | | | | | | | |
5.370%, SOFR30A + 0.564%, 12/15/2043(A) | | $ | 1,385 | | | $ | 1,363 | |
FHLMC REMIC CMO, Ser 2015-4446, Cl CP | | | | | | | | |
2.250%, 03/15/2045 | | | 852 | | | | 744 | |
FHLMC REMIC CMO, Ser 2016-4544, Cl P | | | | | | | | |
2.500%, 01/15/2046 | | | 3,975 | | | | 3,442 | |
FHLMC REMIC CMO, Ser 2016-4582, Cl HA | | | | | | | | |
3.000%, 09/15/2045 | | | 3,186 | | | | 2,985 | |
FHLMC REMIC CMO, Ser 2016-4587, Cl AF | | | | | | | | |
5.270%, SOFR30A + 0.464%, 06/15/2046(A) | | | 932 | | | | 922 | |
FHLMC REMIC CMO, Ser 2016-4604, Cl FB | | | | | | | | |
5.320%, SOFR30A + 0.514%, 08/15/2046(A) | | | 2,529 | | | | 2,491 | |
FHLMC REMIC CMO, Ser 2016-4611, Cl BF | | | | | | | | |
5.320%, SOFR30A + 0.514%, 06/15/2041(A) | | | 6,280 | | | | 6,184 | |
FHLMC REMIC CMO, Ser 2016-4620, Cl LF | | | | | | | | |
5.320%, SOFR30A + 0.514%, 10/15/2046(A) | | | 914 | | | | 902 | |
FHLMC REMIC CMO, Ser 2016-4628, Cl KF | | | | | | | | |
5.420%, SOFR30A + 0.614%, 01/15/2055(A) | | | 961 | | | | 942 | |
FHLMC REMIC CMO, Ser 2017-4709, Cl FA | | | | | | | | |
5.220%, SOFR30A + 0.414%, 08/15/2047(A) | | | 665 | | | | 652 | |
FHLMC REMIC CMO, Ser 2017-4719, Cl LM | | | | | | | | |
3.000%, 09/15/2047 | | | 715 | | | | 633 | |
FHLMC REMIC CMO, Ser 2017-4719, Cl LA | | | | | | | | |
3.500%, 09/15/2047 | | | 922 | | | | 847 | |
FHLMC REMIC CMO, Ser 2017-4742, Cl PA | | | | | | | | |
3.000%, 10/15/2047 | | | 1,121 | | | | 1,014 | |
FHLMC REMIC CMO, Ser 2018-4753, Cl BD | | | | | | | | |
3.000%, 01/15/2048 | | | 725 | | | | 641 | |
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ | | | | | | | | |
3.000%, 08/15/2048 | | | 254 | | | | 220 | |
FHLMC REMIC CMO, Ser 2018-4826, Cl KF | | | | | | | | |
5.220%, SOFR30A + 0.414%, 09/15/2048(A) | | | 606 | | | | 591 | |
FHLMC REMIC CMO, Ser 2018-4854, Cl FB | | | | | | | | |
5.220%, SOFR30A + 0.414%, 01/15/2049(A) | | | 1,732 | | | | 1,702 | |
FHLMC REMIC CMO, Ser 2018-4857, Cl JA | | | | | | | | |
3.350%, 01/15/2049 | | | 2,774 | | | | 2,623 | |
FHLMC REMIC CMO, Ser 2019-4879, Cl BC | | | | | | | | |
3.000%, 04/15/2049 | | | 116 | | | | 102 | |
FHLMC REMIC CMO, Ser 2019-4880, Cl DA | | | | | | | | |
3.000%, 05/15/2050 | | | 1,016 | | | | 923 | |
FHLMC REMIC CMO, Ser 2019-4903, Cl NF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 08/25/2049(A) | | | 567 | | | | 557 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2019-4927, Cl BG | | | | | | | | |
3.000%, 11/25/2049 | | $ | 1,256 | | | $ | 1,146 | |
FHLMC REMIC CMO, Ser 2019-4937, Cl MD | | | | | | | | |
2.500%, 10/25/2049 | | | 1,248 | | | | 1,097 | |
FHLMC REMIC CMO, Ser 2019-4940, Cl AG | | | | | | | | |
3.000%, 05/15/2040 | | | 798 | | | | 747 | |
FHLMC REMIC CMO, Ser 2019-4941, Cl GA | | | | | | | | |
2.000%, 12/15/2047 | | | 718 | | | | 599 | |
FHLMC REMIC CMO, Ser 2020-4954, Cl LB | | | | | | | | |
2.500%, 02/25/2050 | | | 526 | | | | 458 | |
FHLMC REMIC CMO, Ser 2020-4957, Cl MY | | | | | | | | |
3.000%, 02/25/2050 | | | 790 | | | | 654 | |
FHLMC REMIC CMO, Ser 2020-4979, Cl UC | | | | | | | | |
1.500%, 06/25/2050 | | | 2,322 | | | | 1,827 | |
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO | | | | | | | | |
4.500%, 06/25/2050 | | | 3,685 | | | | 844 | |
FHLMC REMIC CMO, Ser 2020-4988, Cl KF | | | | | | | | |
5.199%, SOFR30A + 0.464%, 07/25/2050(A) | | | 1,024 | | | | 1,008 | |
FHLMC REMIC CMO, Ser 2020-4991, Cl QV | | | | | | | | |
2.000%, 09/25/2045 | | | 454 | | | | 372 | |
FHLMC REMIC CMO, Ser 2020-4993, Cl KF | | | | | | | | |
5.299%, SOFR30A + 0.564%, 07/25/2050(A) | | | 5,558 | | | | 5,409 | |
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO | | | | | | | | |
4.500%, 07/25/2050 | | | 1,522 | | | | 235 | |
FHLMC REMIC CMO, Ser 2020-5004, Cl FM | | | | | | | | |
5.199%, SOFR30A + 0.464%, 08/25/2050(A) | | | 1,144 | | | | 1,105 | |
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO | | | | | | | | |
4.000%, 09/25/2050 | | | 5,626 | | | | 1,179 | |
FHLMC REMIC CMO, Ser 2020-5020, Cl ET | | | | | | | | |
3.500%, 10/25/2050 | | | 1,056 | | | | 960 | |
FHLMC REMIC CMO, Ser 2020-5058, Cl BC | | | | | | | | |
5.000%, 11/25/2050 | | | 779 | | | | 768 | |
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO | | | | | | | | |
4.000%, 02/25/2051 | | | 5,081 | | | | 1,043 | |
FHLMC REMIC CMO, Ser 2021-5091, Cl AB | | | | | | | | |
1.500%, 03/25/2051 | | | 2,008 | | | | 1,614 | |
FHLMC REMIC CMO, Ser 2021-5092, Cl HE | | | | | | | | |
2.000%, 02/25/2051 | | | 1,254 | | | | 1,027 | |
FHLMC REMIC CMO, Ser 2021-5092, Cl AP | | | | | | | | |
2.000%, 04/25/2041 | | | 657 | | | | 567 | |
FHLMC REMIC CMO, Ser 2021-5116, Cl PB | | | | | | | | |
2.250%, 02/25/2051 | | | 1,323 | | | | 1,151 | |
FHLMC REMIC CMO, Ser 2021-5118, Cl CA | | | | | | | | |
1.500%, 10/15/2033 | | | 1,215 | | | | 1,095 | |
FHLMC REMIC CMO, Ser 2021-5119, Cl AB | | | | | | | | |
1.500%, 08/25/2049 | | | 1,161 | | | | 919 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2021-5119, Cl QF | | | | | | | | |
4.934%, SOFR30A + 0.200%, 06/25/2051(A) | | $ | 1,662 | | | $ | 1,573 | |
FHLMC REMIC CMO, Ser 2021-5143, Cl GA | | | | | | | | |
2.000%, 06/25/2049 | | | 848 | | | | 694 | |
FHLMC REMIC CMO, Ser 2021-5178, Cl TP | | | | | | | | |
2.500%, 04/25/2049 | | | 1,847 | | | | 1,617 | |
FHLMC REMIC CMO, Ser 2021-5182, Cl M | | | | | | | | |
2.500%, 05/25/2049 | | | 1,094 | | | | 975 | |
FHLMC REMIC CMO, Ser 2021-5184, Cl AB | | | | | | | | |
2.500%, 05/25/2048 | | | 781 | | | | 705 | |
FHLMC REMIC CMO, Ser 2022-5200, Cl KQ | | | | | | | | |
3.000%, 09/25/2049 | | | 141 | | | | 129 | |
FHLMC REMIC CMO, Ser 2022-5201, Cl CA | | | | | | | | |
2.500%, 07/25/2048 | | | 1,568 | | | | 1,416 | |
FHLMC REMIC CMO, Ser 2022-5202, Cl KA | | | | | | | | |
2.500%, 06/25/2049 | | | 1,222 | | | | 1,079 | |
FHLMC REMIC CMO, Ser 2022-5202, Cl LA | | | | | | | | |
2.500%, 05/25/2049 | | | 1,683 | | | | 1,470 | |
FHLMC REMIC CMO, Ser 2022-5202, Cl TA | | | | | | | | |
2.500%, 12/25/2048 | | | 2,364 | | | | 2,149 | |
FHLMC REMIC CMO, Ser 2022-5202, Cl MB | | | | | | | | |
3.000%, 11/25/2048 | | | 2,633 | | | | 2,387 | |
FHLMC REMIC CMO, Ser 2022-5202, Cl BH | | | | | | | | |
2.000%, 12/25/2047 | | | 816 | | | | 742 | |
FHLMC REMIC CMO, Ser 2022-5206, Cl CD | | | | | | | | |
3.500%, 05/25/2049 | | | 1,525 | | | | 1,409 | |
FHLMC REMIC CMO, Ser 2022-5206, Cl CA | | | | | | | | |
3.000%, 02/25/2047 | | | 1,168 | | | | 1,062 | |
FHLMC REMIC CMO, Ser 2022-5207, Cl PA | | | | | | | | |
3.000%, 06/25/2051 | | | 1,701 | | | | 1,507 | |
FHLMC REMIC CMO, Ser 2022-5209, Cl EA | | | | | | | | |
3.000%, 08/25/2050 | | | 1,623 | | | | 1,477 | |
FHLMC REMIC CMO, Ser 2022-5209, Cl EJ | | | | | | | | |
3.000%, 08/25/2050 | | | 1,623 | | | | 1,477 | |
FHLMC REMIC CMO, Ser 2022-5210, Cl DC | | | | | | | | |
3.000%, 09/25/2051 | | | 1,184 | | | | 1,091 | |
FHLMC REMIC CMO, Ser 2022-5217, Cl CD | | | | | | | | |
2.500%, 07/25/2049 | | | 1,324 | | | | 1,220 | |
FHLMC REMIC CMO, Ser 2022-5220, Cl QK | | | | | | | | |
3.500%, 09/25/2050 | | | 2,484 | | | | 2,347 | |
FHLMC REMIC CMO, Ser 2022-5224, Cl HL | | | | | | | | |
4.000%, 04/25/2052 | | | 2,000 | | | | 1,818 | |
FHLMC REMIC CMO, Ser 2022-5228, Cl TN | | | | | | | | |
3.500%, 07/25/2039 | | | 829 | | | | 787 | |
FHLMC REMIC CMO, Ser 2023-5293, Cl IO, IO | | | | | | | | |
2.000%, 03/25/2051 | | | 5,313 | | | | 661 | |
FHLMC REMIC CMO, Ser 2023-5335, Cl FB | | | | | | | | |
5.620%, SOFR30A + 0.814%, 10/15/2039(A) | | | 2,314 | | | | 2,313 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2023-5338, Cl FH | | | | | | | | |
5.220%, SOFR30A + 0.414%, 04/15/2045(A) | | $ | 2,029 | | | $ | 1,982 | |
FHLMC REMIC CMO, Ser 2024-5386, Cl DM | | | | | | | | |
2.000%, 03/25/2044 | | | 1,348 | | | | 973 | |
FHLMC REMIC CMO, Ser 2024-5396, Cl HF | | | | | | | | |
5.684%, SOFR30A + 0.950%, 04/25/2054(A) | | | 2,860 | | | | 2,875 | |
FHLMC REMIC CMO, Ser 2024-5399, Cl FB | | | | | | | | |
5.634%, SOFR30A + 0.900%, 04/25/2054(A) | | | 1,641 | | | | 1,639 | |
FHLMC REMIC CMO, Ser 2024-5410, Cl JY | | | | | | | | |
3.000%, 03/15/2044 | | | 1,201 | | | | 1,029 | |
FHLMC REMIC CMO, Ser 2024-5452, Cl KY | | | | | | | | |
3.000%, 03/15/2044 | | | 1,400 | | | | 1,212 | |
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | | | | | | | | |
6.234%, SOFR30A + 1.500%, 10/25/2041(A)(C) | | | 2,300 | | | | 2,312 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A | | | | | | | | |
5.734%, SOFR30A + 1.000%, 01/25/2042(A)(C) | | | 2,177 | | | | 2,175 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A | | | | | | | | |
6.034%, SOFR30A + 1.300%, 02/25/2042(A)(C) | | | 1,033 | | | | 1,036 | |
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B | | | | | | | | |
7.634%, SOFR30A + 2.900%, 04/25/2042(A)(C) | | | 2,850 | | | | 2,953 | |
FHLMC STRIP CMO, Ser 2014-326, Cl F2 | | | | | | | | |
5.470%, SOFR30A + 0.664%, 03/15/2044(A) | | | 843 | | | | 834 | |
FHLMC STRIPS CMO, Ser 2012-264, Cl 30 | | | | | | | | |
3.000%, 07/15/2042 | | | 1,390 | | | | 1,269 | |
FHLMC STRIPS CMO, Ser 2012-271, Cl 30 | | | | | | | | |
3.000%, 08/15/2042 | | | 689 | | | | 633 | |
FHLMC STRIPS CMO, Ser 2012-271, Cl F5 | | | | | | | | |
5.420%, SOFR30A + 0.614%, 08/15/2042(A) | | | 643 | | | | 634 | |
FHLMC STRIPS CMO, Ser 2012-272, Cl F1 | | | | | | | | |
5.420%, SOFR30A + 0.614%, 08/15/2042(A) | | | 1,025 | | | | 1,011 | |
FHLMC STRIPS CMO, Ser 2012-280, Cl F1 | | | | | | | | |
5.420%, SOFR30A + 0.614%, 09/15/2042(A) | | | 1,055 | | | | 1,040 | |
FHLMC STRIPS CMO, Ser 2017-356, Cl 300 | | | | | | | | |
3.000%, 09/15/2047 | | | 1,886 | | | | 1,695 | |
FNMA | | | | | | | | |
8.000%, 01/01/2030 to 06/01/2031 | | | 8 | | | | 8 | |
7.500%, 02/01/2031 to 11/01/2038 | | | 55 | | | | 57 | |
7.000%, 09/01/2026 to 01/01/2039 | | | 274 | | | | 284 | |
6.500%, 05/01/2027 to 10/01/2054 | | | 19,196 | | | | 19,984 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
6.000%, 02/01/2032 to 11/01/2054 | | $ | 43,381 | | | $ | 44,356 | |
5.500%, 12/01/2033 to 11/01/2054 | | | 117,592 | | | | 117,878 | |
5.350%, 07/01/2033 | | | 100 | | | | 101 | |
5.000%, 05/01/2034 to 05/01/2054 | | | 47,497 | | | | 46,859 | |
4.500%, 11/01/2031 to 01/01/2059 | | | 78,864 | | | | 76,247 | |
4.270%, 10/01/2032 | | | 194 | | | | 190 | |
4.200%, 01/01/2029 | | | 1,665 | | | | 1,642 | |
4.000%, 01/01/2027 to 06/01/2057 | | | 99,950 | | | | 94,413 | |
3.500%, 07/01/2031 to 08/01/2052 | | | 77,499 | | | | 71,359 | |
3.310%, 03/01/2028 | | | 1,855 | | | | 1,794 | |
3.020%, 05/01/2026 | | | 1,265 | | | | 1,239 | |
3.000%, 05/01/2029 to 07/01/2060 | | | 294,128 | | | | 262,341 | |
2.810%, 04/01/2025 | | | 250 | | | | 248 | |
2.500%, 02/01/2035 to 09/01/2061 | | | 138,512 | | | | 119,067 | |
2.000%, 05/01/2036 to 04/01/2052 | | | 276,384 | | | | 227,880 | |
1.850%, 09/01/2035 | | | 1,012 | | | | 873 | |
1.500%, 12/01/2050 to 03/01/2051 | | | 6,544 | | | | 5,004 | |
FNMA ACES, Ser 2016-M11, Cl AL | | | | | | | | |
2.944%, 07/25/2039 | | | 110 | | | | 99 | |
FNMA ACES, Ser 2018-M15, Cl 1A2 | | | | | | | | |
3.700%, 01/25/2036 | | | 600 | | | | 563 | |
FNMA ACES, Ser 2019-M4, Cl A2 | | | | | | | | |
3.610%, 02/25/2031 | | | 300 | | | | 286 | |
FNMA ACES, Ser 2020-M6, Cl A | | | | | | | | |
2.500%, 10/25/2037 | | | 158 | | | | 140 | |
FNMA ARM | | | | | | | | |
6.150%, RFUCCT1Y + 1.559%, 12/01/2035(A) | | | 7 | | | | 7 | |
4.648%, SOFR30A + 2.131%, 08/01/2052(A) | | | 2,151 | | | | 2,132 | |
4.609%, SOFR30A + 2.123%, 08/01/2052(A) | | | 1,955 | | | | 1,921 | |
4.602%, SOFR30A + 2.126%, 08/01/2052(A) | | | 2,538 | | | | 2,513 | |
4.363%, SOFR30A + 2.125%, 07/01/2052(A) | | | 2,291 | | | | 2,254 | |
4.185%, SOFR30A + 2.128%, 11/01/2052(A) | | | 1,447 | | | | 1,425 | |
4.121%, SOFR30A + 2.133%, 10/01/2052(A) | | | 4,347 | | | | 4,277 | |
4.111%, SOFR30A + 2.120%, 09/01/2052(A) | | | 1,817 | | | | 1,788 | |
4.097%, SOFR30A + 2.120%, 07/01/2052(A) | | | 1,840 | | | | 1,774 | |
3.944%, SOFR30A + 2.120%, 08/01/2052(A) | | | 536 | | | | 515 | |
3.931%, RFUCCT1Y + 1.603%, 03/01/2050(A) | | | 1,952 | | | | 1,988 | |
2.778%, RFUCCT1Y + 1.606%, 06/01/2050(A) | | | 867 | | | | 821 | |
FNMA CMO, Ser 2010-111, Cl KF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 10/25/2040(A) | | | 3,424 | | | | 3,403 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2011-55, Cl FH | | | | | | | | |
5.289%, SOFR30A + 0.554%, 06/25/2041(A) | | $ | 389 | | | $ | 384 | |
FNMA CMO, Ser 2014-74, Cl FC | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2044(A) | | | 541 | | | | 532 | |
FNMA CMO, Ser 2016-10, Cl FA | | | | | | | | |
5.199%, SOFR30A + 0.464%, 03/25/2046(A) | | | 3,991 | | | | 3,950 | |
FNMA CMO, Ser 2016-61, Cl BF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 09/25/2046(A) | | | 329 | | | | 326 | |
FNMA CMO, Ser 2016-64, Cl BC | | | | | | | | |
1.750%, 09/25/2046 | | | 1,301 | | | | 1,189 | |
FNMA CMO, Ser 2016-81, Cl FA | | | | | | | | |
5.199%, SOFR30A + 0.464%, 11/25/2046(A) | | | 4,510 | | | | 4,466 | |
FNMA CMO, Ser 2017-11, Cl FA | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2047(A) | | | 347 | | | | 343 | |
FNMA CMO, Ser 2017-113, Cl FB | | | | | | | | |
5.099%, SOFR30A + 0.364%, 01/25/2048(A) | | | 347 | | | | 341 | |
FNMA CMO, Ser 2017-35, Cl MC | | | | | | | | |
2.625%, 12/25/2044 | | | 744 | | | | 713 | |
FNMA CMO, Ser 2017-82, Cl FE | | | | | | | | |
5.099%, SOFR30A + 0.364%, 10/25/2047(A) | | | 861 | | | | 851 | |
FNMA CMO, Ser 2017-9, Cl EF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2047(A) | | | 370 | | | | 367 | |
FNMA CMO, Ser 2018-1, Cl FA | | | | | | | | |
5.099%, SOFR30A + 0.364%, 02/25/2048(A) | | | 431 | | | | 423 | |
FNMA CMO, Ser 2018-86, Cl AF | | | | | | | | |
5.149%, SOFR30A + 0.414%, 12/25/2048(A) | | | 280 | | | | 276 | |
FNMA CMO, Ser 2021-40, Cl DW | | | | | | | | |
2.000%, 06/25/2041 | | | 292 | | | | 254 | |
FNMA CMO, Ser 2021-95, Cl CP | | | | | | | | |
1.500%, 08/25/2051 | | | 689 | | | | 572 | |
FNMA CMO, Ser 2023-38, Cl FD | | | | | | | | |
5.721%, SOFR30A + 0.864%, 10/25/2039(A) | | | 593 | | | | 584 | |
FNMA CMO, Ser 2024-56, Cl QZ | | | | | | | | |
4.000%, 10/25/2045 | | | 2,129 | | | | 1,875 | |
FNMA Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | | | | | | | | |
6.384%, SOFR30A + 1.650%, 12/25/2041(A)(C) | | | 6,500 | | | | 6,553 | |
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO | | | | | | | | |
7.000%, 01/25/2032 | | | 52 | | | | 5 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO | | | | | | | | |
6.500%, 02/25/2033 | | $ | 76 | | | $ | 10 | |
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 | | | | | | | | |
3.000%, 08/25/2042 | | | 877 | | | | 795 | |
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 | | | | | | | | |
3.500%, 10/25/2042 | | | 1,308 | | | | 1,233 | |
FNMA REMIC CMO, Ser 1997-32, Cl PG | | | | | | | | |
6.500%, 04/25/2027 | | | 5 | | | | 5 | |
FNMA REMIC CMO, Ser 1999-11, Cl Z | | | | | | | | |
5.500%, 03/25/2029 | | | 24 | | | | 23 | |
FNMA REMIC CMO, Ser 2001-52, Cl YZ | | | | | | | | |
6.500%, 10/25/2031 | | | 7 | | | | 7 | |
FNMA REMIC CMO, Ser 2003-124, Cl TS | | | | | | | | |
9.800%, 01/25/2034(A) | | | 3 | | | | 3 | |
FNMA REMIC CMO, Ser 2005-29, Cl ZA | | | | | | | | |
5.500%, 04/25/2035 | | | 160 | | | | 165 | |
FNMA REMIC CMO, Ser 2005-74, Cl CS | | | | | | | | |
6.687%, 05/25/2035(A) | | | 1 | | | | 1 | |
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO | | | | | | | | |
2.352%, 01/25/2037(A) | | | 166 | | | | 17 | |
FNMA REMIC CMO, Ser 2006-33, Cl LS | | | | | | | | |
8.332%, 05/25/2036(A) | | | 24 | | | | 28 | |
FNMA REMIC CMO, Ser 2006-46, Cl SW | | | | | | | | |
6.422%, 06/25/2036(A) | | | 19 | | | | 21 | |
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO | | | | | | | | |
1.802%, 03/25/2036(A) | | | 14 | | | | – | |
FNMA REMIC CMO, Ser 2007-64, Cl FA | | | | | | | | |
5.319%, SOFR30A + 0.584%, 07/25/2037(A) | | | 4 | | | | 4 | |
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO | | | | | | | | |
1.852%, 07/25/2037(A) | | | 62 | | | | 6 | |
FNMA REMIC CMO, Ser 2008-24, Cl NA | | | | | | | | |
6.750%, 06/25/2037 | | | 5 | | | | 5 | |
FNMA REMIC CMO, Ser 2009-103, Cl MB | | | | | | | | |
7.159%, 12/25/2039(A) | | | 34 | | | | 35 | |
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO | | | | | | | | |
0.000%, 03/25/2037(B) | | | 260 | | | | 228 | |
FNMA REMIC CMO, Ser 2010-107, Cl FB | | | | | | | | |
5.259%, SOFR30A + 0.524%, 09/25/2040(A) | | | 474 | | | | 467 | |
FNMA REMIC CMO, Ser 2010-123, Cl PM | | | | | | | | |
4.000%, 07/25/2040 | | | 528 | | | | 523 | |
FNMA REMIC CMO, Ser 2011-117, Cl FA | | | | | | | | |
5.299%, SOFR30A + 0.564%, 11/25/2041(A) | | | 971 | | | | 958 | |
FNMA REMIC CMO, Ser 2011-117, Cl AF | | | | | | | | |
5.299%, SOFR30A + 0.564%, 11/25/2041(A) | | | 420 | | | | 415 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2011-127, Cl FC | | | | | | | | |
5.299%, SOFR30A + 0.564%, 12/25/2041(A) | | $ | 449 | | | $ | 443 | |
FNMA REMIC CMO, Ser 2011-142, Cl EF | | | | | | | | |
5.349%, SOFR30A + 0.614%, 01/25/2042(A) | | | 509 | | | | 504 | |
FNMA REMIC CMO, Ser 2011-2, Cl WA | | | | | | | | |
5.830%, 02/25/2051(A) | | | 28 | | | | 29 | |
FNMA REMIC CMO, Ser 2011-75, Cl FA | | | | | | | | |
5.399%, SOFR30A + 0.664%, 08/25/2041(A) | | | 16 | | | | 16 | |
FNMA REMIC CMO, Ser 2012-106, Cl FA | | | | | | | | |
5.189%, SOFR30A + 0.454%, 10/25/2042(A) | | | 410 | | | | 403 | |
FNMA REMIC CMO, Ser 2012-118, Cl VZ | | | | | | | | |
3.000%, 11/25/2042 | | | 710 | | | | 640 | |
FNMA REMIC CMO, Ser 2012-12, Cl FA | | | | | | | | |
5.349%, SOFR30A + 0.614%, 02/25/2042(A) | | | 446 | | | | 441 | |
FNMA REMIC CMO, Ser 2012-133, Cl JF | | | | | | | | |
5.199%, SOFR30A + 0.464%, 12/25/2042(A) | | | 849 | | | | 831 | |
FNMA REMIC CMO, Ser 2012-151, Cl NX | | | | | | | | |
1.500%, 01/25/2043 | | | 535 | | | | 453 | |
FNMA REMIC CMO, Ser 2012-28, Cl B | | | | | | | | |
6.500%, 06/25/2039 | | | 1 | | | | 1 | |
FNMA REMIC CMO, Ser 2012-35, Cl FL | | | | | | | | |
5.349%, SOFR30A + 0.614%, 04/25/2042(A) | | | 365 | | | | 360 | |
FNMA REMIC CMO, Ser 2012-46, Cl BA | | | | | | | | |
6.000%, 05/25/2042 | | | 191 | | | | 199 | |
FNMA REMIC CMO, Ser 2012-47, Cl JF | | | | | | | | |
5.349%, SOFR30A + 0.614%, 05/25/2042(A) | | | 596 | | | | 589 | |
FNMA REMIC CMO, Ser 2012-9, Cl FA | | | | | | | | |
5.349%, SOFR30A + 0.614%, 02/25/2042(A) | | | 343 | | | | 339 | |
FNMA REMIC CMO, Ser 2012-9, Cl WF | | | | | | | | |
5.349%, SOFR30A + 0.614%, 02/25/2042(A) | | | 349 | | | | 345 | |
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO | | | | | | | | |
0.000%, 10/25/2043(B) | | | 474 | | | | 359 | |
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO | | | | | | | | |
0.000%, 10/25/2043(B) | | | 1,041 | | | | 778 | |
FNMA REMIC CMO, Ser 2013-11, Cl AP | | | | | | | | |
1.500%, 01/25/2043 | | | 1,552 | | | | 1,409 | |
FNMA REMIC CMO, Ser 2013-15, Cl FA | | | | | | | | |
5.199%, SOFR30A + 0.464%, 03/25/2043(A) | | | 1,029 | | | | 1,008 | |
FNMA REMIC CMO, Ser 2013-43, Cl BP | | | | | | | | |
1.750%, 05/25/2043 | | | 602 | | | | 511 | |
FNMA REMIC CMO, Ser 2013-49, Cl AP | | | | | | | | |
1.750%, 05/25/2043 | | | 505 | | | | 421 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2013-9, Cl BC | | | | | | | | |
6.500%, 07/25/2042 | | $ | 450 | | | $ | 473 | |
FNMA REMIC CMO, Ser 2013-9, Cl CB | | | | | | | | |
5.500%, 04/25/2042 | | | 500 | | | | 510 | |
FNMA REMIC CMO, Ser 2014-17, Cl DY | | | | | | | | |
3.500%, 04/25/2044 | | | 1,339 | | | | 1,215 | |
FNMA REMIC CMO, Ser 2014-25, Cl EL | | | | | | | | |
3.000%, 05/25/2044 | | | 991 | | | | 905 | |
FNMA REMIC CMO, Ser 2015-26, Cl GF | | | | | | | | |
5.149%, SOFR30A + 0.414%, 05/25/2045(A) | | | 1,510 | | | | 1,476 | |
FNMA REMIC CMO, Ser 2015-32, Cl FA | | | | | | | | |
5.149%, SOFR30A + 0.414%, 05/25/2045(A) | | | 937 | | | | 913 | |
FNMA REMIC CMO, Ser 2015-39, Cl LZ | | | | | | | | |
3.000%, 06/25/2045 | | | 41 | | | | 36 | |
FNMA REMIC CMO, Ser 2015-48, Cl FB | | | | | | | | |
5.149%, SOFR30A + 0.414%, 07/25/2045(A) | | | 1,129 | | | | 1,101 | |
FNMA REMIC CMO, Ser 2015-65, Cl CZ | | | | | | | | |
3.500%, 09/25/2045 | | | 553 | | | | 475 | |
FNMA REMIC CMO, Ser 2015-72, Cl GL | | | | | | | | |
3.000%, 10/25/2045 | | | 668 | | | | 575 | |
FNMA REMIC CMO, Ser 2015-8, Cl AP | | | | | | | | |
2.000%, 03/25/2045 | | | 1,720 | | | | 1,521 | |
FNMA REMIC CMO, Ser 2015-84, Cl PA | | | | | | | | |
1.700%, 08/25/2033 | | | 1,324 | | | | 1,230 | |
FNMA REMIC CMO, Ser 2016-11, Cl CF | | | | | | | | |
5.199%, SOFR30A + 0.464%, 03/25/2046(A) | | | 466 | | | | 458 | |
FNMA REMIC CMO, Ser 2016-11, Cl FG | | | | | | | | |
5.199%, SOFR30A + 0.464%, 03/25/2046(A) | | | 635 | | | | 625 | |
FNMA REMIC CMO, Ser 2016-19, Cl FD | | | | | | | | |
5.249%, SOFR30A + 0.514%, 04/25/2046(A) | | | 2,987 | | | | 2,951 | |
FNMA REMIC CMO, Ser 2016-22, Cl FG | | | | | | | | |
5.249%, SOFR30A + 0.514%, 04/25/2046(A) | | | 1,036 | | | | 1,019 | |
FNMA REMIC CMO, Ser 2016-22, Cl FA | | | | | | | | |
5.249%, SOFR30A + 0.514%, 04/25/2046(A) | | | 1,213 | | | | 1,194 | |
FNMA REMIC CMO, Ser 2016-3, Cl PL | | | | | | | | |
2.500%, 02/25/2046 | | | 6,359 | | | | 5,413 | |
FNMA REMIC CMO, Ser 2016-37, Cl MJ | | | | | | | | |
3.500%, 08/25/2043 | | | 26 | | | | 26 | |
FNMA REMIC CMO, Ser 2016-48, Cl MA | | | | | | | | |
2.000%, 06/25/2038 | | | 1,900 | | | | 1,750 | |
FNMA REMIC CMO, Ser 2016-57, Cl PC | | | | | | | | |
1.750%, 06/25/2046 | | | 3,225 | | | | 2,718 | |
FNMA REMIC CMO, Ser 2016-69, Cl BF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 10/25/2046(A) | | | 977 | | | | 964 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2016-75, Cl FE | | | | | | | | |
5.249%, SOFR30A + 0.514%, 10/25/2046(A) | | $ | 756 | | | $ | 746 | |
FNMA REMIC CMO, Ser 2016-78, Cl FA | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2044(A) | | | 493 | | | | 486 | |
FNMA REMIC CMO, Ser 2016-79, Cl FH | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2046(A) | | | 758 | | | | 748 | |
FNMA REMIC CMO, Ser 2016-82, Cl FE | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2046(A) | | | 1,702 | | | | 1,682 | |
FNMA REMIC CMO, Ser 2016-82, Cl FH | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2046(A) | | | 1,551 | | | | 1,528 | |
FNMA REMIC CMO, Ser 2016-84, Cl FB | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2046(A) | | | 739 | | | | 727 | |
FNMA REMIC CMO, Ser 2016-86, Cl FE | | | | | | | | |
5.249%, SOFR30A + 0.514%, 11/25/2046(A) | | | 1,897 | | | | 1,867 | |
FNMA REMIC CMO, Ser 2016-88, Cl CF | | | | | | | | |
5.299%, SOFR30A + 0.564%, 12/25/2046(A) | | | 1,311 | | | | 1,294 | |
FNMA REMIC CMO, Ser 2016-91, Cl AF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 12/25/2046(A) | | | 702 | | | | 695 | |
FNMA REMIC CMO, Ser 2017-12, Cl FD | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2047(A) | | | 799 | | | | 788 | |
FNMA REMIC CMO, Ser 2017-13, Cl PA | | | | | | | | |
3.000%, 08/25/2046 | | | 654 | | | | 602 | |
FNMA REMIC CMO, Ser 2017-23, Cl FA | | | | | | | | |
5.249%, SOFR30A + 0.514%, 04/25/2047(A) | | | 835 | | | | 823 | |
FNMA REMIC CMO, Ser 2017-24, Cl PG | | | | | | | | |
2.625%, 04/25/2047 | | | 2,705 | | | | 2,346 | |
FNMA REMIC CMO, Ser 2017-26, Cl FA | | | | | | | | |
5.199%, SOFR30A + 0.464%, 04/25/2047(A) | | | 2,034 | | | | 2,007 | |
FNMA REMIC CMO, Ser 2017-9, Cl BF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2047(A) | | | 890 | | | | 879 | |
FNMA REMIC CMO, Ser 2017-9, Cl DF | | | | | | | | |
5.249%, SOFR30A + 0.514%, 03/25/2047(A) | | | 655 | | | | 646 | |
FNMA REMIC CMO, Ser 2017-96, Cl FB | | | | | | | | |
5.149%, SOFR30A + 0.414%, 12/25/2047(A) | | | 1,291 | | | | 1,268 | |
FNMA REMIC CMO, Ser 2018-14, Cl KC | | | | | | | | |
3.000%, 03/25/2048 | | | 1,204 | | | | 1,137 | |
FNMA REMIC CMO, Ser 2018-36, Cl FD | | | | | | | | |
5.099%, SOFR30A + 0.364%, 06/25/2048(A) | | | 1,660 | | | | 1,635 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2018-38, Cl MA | | | | | | | | |
3.300%, 06/25/2048 | | $ | 1,425 | | | $ | 1,340 | |
FNMA REMIC CMO, Ser 2018-38, Cl PA | | | | | | | | |
3.500%, 06/25/2047 | | | 507 | | | | 493 | |
FNMA REMIC CMO, Ser 2018-43, Cl CT | | | | | | | | |
3.000%, 06/25/2048 | | | 957 | | | | 847 | |
FNMA REMIC CMO, Ser 2018-45, Cl TM | | | | | | | | |
3.000%, 06/25/2048 | | | 1,117 | | | | 1,003 | |
FNMA REMIC CMO, Ser 2018-55, Cl GA | | | | | | | | |
3.375%, 08/25/2048 | | | 1,065 | | | | 1,000 | |
FNMA REMIC CMO, Ser 2018-64, Cl A | | | | | | | | |
3.000%, 09/25/2048 | | | 947 | | | | 825 | |
FNMA REMIC CMO, Ser 2018-74, Cl AB | | | | | | | | |
3.500%, 10/25/2048 | | | 242 | | | | 222 | |
FNMA REMIC CMO, Ser 2018-8, Cl KL | | | | | | | | |
2.500%, 03/25/2047 | | | 769 | | | | 682 | |
FNMA REMIC CMO, Ser 2018-85, Cl EA | | | | | | | | |
3.500%, 12/25/2048 | | | 796 | | | | 764 | |
FNMA REMIC CMO, Ser 2018-86, Cl JA | | | | | | | | |
4.000%, 05/25/2047 | | | 64 | | | | 63 | |
FNMA REMIC CMO, Ser 2019-1, Cl AB | | | | | | | | |
3.500%, 02/25/2049 | | | 565 | | | | 520 | |
FNMA REMIC CMO, Ser 2019-13, Cl PE | | | | | | | | |
3.000%, 03/25/2049 | | | 655 | | | | 586 | |
FNMA REMIC CMO, Ser 2019-15, Cl FA | | | | | | | | |
5.349%, SOFR30A + 0.614%, 04/25/2049(A) | | | 576 | | | | 566 | |
FNMA REMIC CMO, Ser 2019-25, Cl PA | | | | | | | | |
3.000%, 05/25/2048 | | | 1,279 | | | | 1,178 | |
FNMA REMIC CMO, Ser 2019-41, Cl FG | | | | | | | | |
5.349%, SOFR30A + 0.614%, 08/25/2059(A) | | | 1,354 | | | | 1,330 | |
FNMA REMIC CMO, Ser 2019-43, Cl FC | | | | | | | | |
5.249%, SOFR30A + 0.514%, 08/25/2049(A) | | | 1,106 | | | | 1,084 | |
FNMA REMIC CMO, Ser 2019-45, Cl PA | | | | | | | | |
3.000%, 08/25/2049 | | | 361 | | | | 318 | |
FNMA REMIC CMO, Ser 2019-52, Cl PA | | | | | | | | |
3.000%, 09/25/2049 | | | 112 | | | | 98 | |
FNMA REMIC CMO, Ser 2019-67, Cl FB | | | | | | | | |
5.299%, SOFR30A + 0.564%, 11/25/2049(A) | | | 598 | | | | 587 | |
FNMA REMIC CMO, Ser 2019-79, Cl FA | | | | | | | | |
5.349%, SOFR30A + 0.614%, 01/25/2050(A) | | | 1,724 | | | | 1,695 | |
FNMA REMIC CMO, Ser 2019-81, Cl LH | | | | | | | | |
3.000%, 12/25/2049 | | | 839 | | | | 747 | |
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO | | | | | | | | |
3.500%, 01/25/2047 | | | 1,310 | | | | 247 | |
FNMA REMIC CMO, Ser 2020-45, Cl JL | | | | | | | | |
3.000%, 07/25/2040 | | | 1,921 | | | | 1,748 | |
FNMA REMIC CMO, Ser 2020-47, Cl GZ | | | | | | | | |
2.000%, 07/25/2050 | | | 765 | | | | 460 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-48, Cl AB | | | | | | | | |
2.000%, 07/25/2050 | | $ | 819 | | | $ | 699 | |
FNMA REMIC CMO, Ser 2020-48, Cl DA | | | | | | | | |
2.000%, 07/25/2050 | | | 2,527 | | | | 2,117 | |
FNMA REMIC CMO, Ser 2020-56, Cl AQ | | | | | | | | |
2.000%, 08/25/2050 | | | 1,600 | | | | 1,248 | |
FNMA REMIC CMO, Ser 2020-57, Cl LJ | | | | | | | | |
2.000%, 08/25/2050 | | | 5,666 | | | | 4,144 | |
FNMA REMIC CMO, Ser 2020-57, Cl TA | | | | | | | | |
2.000%, 04/25/2050 | | | 1,597 | | | | 1,376 | |
FNMA REMIC CMO, Ser 2020-59, Cl NC | | | | | | | | |
3.000%, 08/25/2040 | | | 1,194 | | | | 1,088 | |
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO | | | | | | | | |
4.000%, 09/25/2050 | | | 1,800 | | | | 372 | |
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO | | | | | | | | |
4.000%, 09/25/2050 | | | 3,209 | | | | 626 | |
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO | | | | | | | | |
4.000%, 09/25/2050 | | | 2,180 | | | | 448 | |
FNMA REMIC CMO, Ser 2020-70, Cl AD | | | | | | | | |
1.500%, 10/25/2050 | | | 3,600 | | | | 2,859 | |
FNMA REMIC CMO, Ser 2021-22, Cl MN | | | | | | | | |
2.750%, 10/25/2050 | | | 1,358 | | | | 1,216 | |
FNMA REMIC CMO, Ser 2021-27, Cl EC | | | | | | | | |
1.500%, 05/25/2051 | | | 3,575 | | | | 2,836 | |
FNMA REMIC CMO, Ser 2021-42, Cl AC | | | | | | | | |
2.000%, 02/25/2051 | | | 1,072 | | | | 919 | |
FNMA REMIC CMO, Ser 2021-42, Cl DC | | | | | | | | |
2.000%, 11/25/2050 | | | 2,566 | | | | 2,180 | |
FNMA REMIC CMO, Ser 2021-65, Cl JA | | | | | | | | |
2.000%, 01/25/2046 | | | 468 | | | | 410 | |
FNMA REMIC CMO, Ser 2021-73, Cl DJ | | | | | | | | |
2.000%, 03/25/2049 | | | 1,453 | | | | 1,228 | |
FNMA REMIC CMO, Ser 2021-76, Cl KB | | | | | | | | |
1.250%, 11/25/2051 | | | 611 | | | | 507 | |
FNMA REMIC CMO, Ser 2021-78, Cl ND | | | | | | | | |
1.500%, 11/25/2051 | | | 2,031 | | | | 1,643 | |
FNMA REMIC CMO, Ser 2021-86, Cl MA | | | | | | | | |
2.500%, 11/25/2047 | | | 2,264 | | | | 2,028 | |
FNMA REMIC CMO, Ser 2021-91, Cl AB | | | | | | | | |
2.500%, 09/25/2049 | | | 1,360 | | | | 1,187 | |
FNMA REMIC CMO, Ser 2022-11, Cl D | | | | | | | | |
3.000%, 01/25/2050 | | | 1,444 | | | | 1,316 | |
FNMA REMIC CMO, Ser 2022-18, Cl DL | | | | | | | | |
3.250%, 07/25/2046 | | | 2,357 | | | | 2,186 | |
FNMA REMIC CMO, Ser 2022-3, Cl N | | | | | | | | |
2.000%, 10/25/2047 | | | 3,874 | | | | 3,375 | |
FNMA REMIC CMO, Ser 2022-4, Cl MH | | | | | | | | |
3.000%, 09/25/2048 | | | 1,893 | | | | 1,747 | |
FNMA REMIC CMO, Ser 2022-49, Cl NQ | | | | | | | | |
3.000%, 02/25/2052 | | | 744 | | | | 656 | |
FNMA REMIC CMO, Ser 2022-57, Cl BC | | | | | | | | |
4.000%, 09/25/2052 | | | 156 | | | | 144 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2022-62, Cl KA | | | | | | | | |
3.250%, 09/25/2052 | | $ | 876 | | | $ | 811 | |
FNMA REMIC CMO, Ser 2022-89, Cl AY | | | | | | | | |
3.000%, 02/25/2048 | | | 1,602 | | | | 1,354 | |
FNMA REMIC CMO, Ser 2022-9, Cl DJ | | | | | | | | |
3.250%, 03/25/2049 | | | 1,032 | | | | 955 | |
FNMA REMIC CMO, Ser 2023-14, Cl EJ | | | | | | | | |
2.750%, 04/25/2049 | | | 1,309 | | | | 1,196 | |
FNMA REMIC CMO, Ser 2023-2, Cl CI, IO | | | | | | | | |
2.000%, 10/25/2050 | | | 4,605 | | | | 579 | |
FNMA REMIC CMO, Ser 2023-37, Cl FH | | | | | | | | |
5.249%, SOFR30A + 0.514%, 01/25/2050(A) | | | 2,262 | | | | 2,219 | |
FNMA REMIC CMO, Ser 2023-38, Cl FC | | | | | | | | |
5.399%, SOFR30A + 0.664%, 06/25/2040(A) | | | 1,781 | | | | 1,767 | |
FNMA REMIC CMO, Ser 2024-64, Cl KY | | | | | | | | |
3.000%, 12/25/2043 | | | 818 | | | | 705 | |
FNMA TBA | | | | | | | | |
6.000%, 12/15/2054 | | | 18,500 | | | | 18,716 | |
5.500%, 12/15/2054 | | | 30,795 | | | | 30,757 | |
5.000%, 12/15/2054 | | | 44,100 | | | | 43,270 | |
4.500%, 12/15/2054 | | | 26,025 | | | | 24,989 | |
4.000%, 12/14/2039 | | | 12,375 | | | | 11,573 | |
3.500%, 12/01/2040 | | | 69,310 | | | | 62,821 | |
3.000%, 12/12/2042 | | | 27,600 | | | | 24,055 | |
2.500%, 12/01/2042 | | | 33,890 | | | | 28,358 | |
2.000%, 12/15/2054 | | | 47,935 | | | | 38,393 | |
GNMA | | | | | | | | |
7.000%, 04/15/2026 to 10/15/2032 | | | 202 | | | | 205 | |
6.500%, 01/15/2026 to 07/15/2035 | | | 279 | | | | 287 | |
6.000%, 09/15/2028 to 01/20/2054 | | | 10,275 | | | | 10,544 | |
5.500%, 11/20/2052 to 08/20/2053 | | | 15,471 | | | | 15,554 | |
5.000%, 10/15/2039 to 08/20/2053 | | | 14,226 | | | | 14,135 | |
4.700%, 09/20/2061(A) | | | 49 | | | | 48 | |
4.500%, 01/20/2040 to 10/20/2052 | | | 15,962 | | | | 15,502 | |
4.384%, 01/20/2069(A) | | | 5 | | | | 5 | |
4.000%, 11/20/2047 to 04/20/2052 | | | 9,298 | | | | 8,816 | |
3.500%, 06/20/2044 to 11/20/2053 | | | 79,208 | | | | 72,995 | |
3.000%, 09/15/2042 to 02/20/2054 | | | 73,287 | | | | 65,209 | |
2.500%, 12/20/2037 to 03/20/2052 | | | 48,933 | | | | 41,750 | |
2.000%, 08/20/2050 to 10/20/2051 | | | 57,785 | | | | 46,721 | |
GNMA ARM | | | | | | | | |
4.625%, H15T1Y + 1.500%, 07/20/2034(A) | | | 2 | | | | 2 | |
GNMA CMO, Ser 2005-7, Cl JM | | | | | | | | |
6.325%, 05/18/2034(A) | | | – | | | | – | |
GNMA CMO, Ser 2007-78, Cl SA, IO | | | | | | | | |
1.805%, 12/16/2037(A) | | | 1,249 | | | | 59 | |
GNMA CMO, Ser 2009-106, Cl KS, IO | | | | | | | | |
1.679%, 11/20/2039(A) | | | 1,200 | | | | 99 | |
GNMA CMO, Ser 2009-66, Cl XS, IO | | | | | | | | |
2.075%, 07/16/2039(A) | | | 5 | | | | – | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2009-66, Cl LC | | | | | | | | |
6.000%, 08/16/2039 | | $ | 795 | | | $ | 834 | |
GNMA CMO, Ser 2009-8, Cl PS, IO | | | | | | | | |
1.575%, 08/16/2038(A) | | | 1 | | | | – | |
GNMA CMO, Ser 2010-163, Cl NC | | | | | | | | |
4.000%, 12/20/2040 | | | 1,077 | | | | 1,058 | |
GNMA CMO, Ser 2010-4, Cl NS, IO | | | | | | | | |
1.665%, 01/16/2040(A) | | | 1,877 | | | | 196 | |
GNMA CMO, Ser 2010-4, Cl SL, IO | | | | | | | | |
1.675%, 01/16/2040(A) | | | 39 | | | | 4 | |
GNMA CMO, Ser 2011-146, Cl EI, IO | | | | | | | | |
5.000%, 11/16/2041 | | | 21 | | | | 3 | |
GNMA CMO, Ser 2012-112, Cl IO, IO | | | | | | | | |
0.108%, 02/16/2053(A) | | | 2,033 | | | | 7 | |
GNMA CMO, Ser 2012-H07, Cl KI, IO | | | | | | | | |
1.386%, 03/20/2062(A) | | | 378 | | | | 29 | |
GNMA CMO, Ser 2013-152, Cl HA | | | | | | | | |
2.500%, 06/20/2043 | | | 1,227 | | | | 1,120 | |
GNMA CMO, Ser 2013-163, Cl IO, IO | | | | | | | | |
1.013%, 02/16/2046(A) | | | 1,101 | | | | 14 | |
GNMA CMO, Ser 2013-H01, Cl TA | | | | | | | | |
5.471%, TSFR1M + 0.614%, 01/20/2063(A) | | | – | | | | – | |
GNMA CMO, Ser 2014-133, Cl BP | | | | | | | | |
2.250%, 09/20/2044 | | | 976 | | | | 865 | |
GNMA CMO, Ser 2014-146, Cl QA | | | | | | | | |
2.250%, 10/20/2044 | | | 304 | | | | 272 | |
GNMA CMO, Ser 2014-149, Cl KP | | | | | | | | |
2.250%, 07/16/2044 | | | 841 | | | | 761 | |
GNMA CMO, Ser 2014-181, Cl L | | | | | | | | |
3.000%, 12/20/2044 | | | 856 | | | | 766 | |
GNMA CMO, Ser 2015-144, Cl CA | | | | | | | | |
2.500%, 10/20/2045 | | | 1,309 | | | | 1,144 | |
GNMA CMO, Ser 2016-136, Cl A | | | | | | | | |
3.000%, 07/20/2044 | | | 696 | | | | 618 | |
GNMA CMO, Ser 2016-93, Cl AB | | | | | | | | |
1.750%, 07/20/2044 | | | 1,553 | | | | 1,254 | |
GNMA CMO, Ser 2016-99, Cl TL | | | | | | | | |
2.000%, 04/16/2044 | | | 1,390 | | | | 1,132 | |
GNMA CMO, Ser 2017-135, Cl AG | | | | | | | | |
2.600%, 08/16/2058 | | | 550 | | | | 472 | |
GNMA CMO, Ser 2017-139, Cl GA | | | | | | | | |
3.000%, 09/20/2047 | | | 2,906 | | | | 2,604 | |
GNMA CMO, Ser 2017-167, Cl BQ | | | | | | | | |
2.500%, 08/20/2044 | | | 602 | | | | 559 | |
GNMA CMO, Ser 2017-171, Cl IO, IO | | | | | | | | |
0.653%, 09/16/2059(A) | | | 5,303 | | | | 213 | |
GNMA CMO, Ser 2018-168, Cl PA | | | | | | | | |
4.000%, 08/20/2048 | | | 151 | | | | 143 | |
GNMA CMO, Ser 2018-65, Cl DC | | | | | | | | |
3.500%, 05/20/2048 | | | 1,042 | | | | 948 | |
GNMA CMO, Ser 2019-15, Cl GT | | | | | | | | |
3.500%, 02/20/2049 | | | 711 | | | | 649 | |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2024
Core Fixed Income Fund (Continued)
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2019-18, Cl TP | | | | | | | | |
3.500%, 02/20/2049 | | $ | 84 | | | $ | 77 | |
GNMA CMO, Ser 2019-71, Cl PT | | | | | | | | |
3.000%, 06/20/2049 | | | 56 | | | | 50 | |
GNMA CMO, Ser 2019-90, Cl AB | | | | | | | | |
3.000%, 07/20/2049 | | | 241 | | | | 214 | |
GNMA CMO, Ser 2020-109, Cl AI, IO | | | | | | | | |
0.835%, 05/16/2060(A) | | | 2,082 | | | | 120 | |
GNMA CMO, Ser 2020-133, Cl GA | | | | | | | | |
1.000%, 09/20/2050 | | | 1,488 | | | | 1,258 | |
GNMA CMO, Ser 2020-138, Cl LE | | | | | | | | |
1.500%, 09/20/2050 | | | 3,405 | | | | 2,719 | |
GNMA CMO, Ser 2020-173, Cl MI, IO | | | | | | | | |
2.500%, 11/20/2050 | | | 5,879 | | | | 851 | |
GNMA CMO, Ser 2020-184, Cl IO, IO | | | | | | | | |
0.912%, 11/16/2060(A) | | | 2,737 | | | | 179 | |
GNMA CMO, Ser 2020-H12, Cl F | | | | | | | | |
5.471%, TSFR1M + 0.614%, 07/20/2070(A) | | | – | | | | – | |
GNMA CMO, Ser 2021-11, Cl IX, IO | | | | | | | | |
1.161%, 12/16/2062(A) | | | 3,069 | | | | 252 | |
GNMA CMO, Ser 2021-135, Cl A | | | | | | | | |
2.000%, 08/20/2051 | | | 957 | | | | 784 | |
GNMA CMO, Ser 2021-14, Cl IO, IO | | | | | | | | |
1.328%, 06/16/2063(A) | | | 5,227 | | | | 487 | |
GNMA CMO, Ser 2021-147, Cl KI | | | | | | | | |
1.144%, 06/16/2061(A) | | | 5,191 | | | | 415 | |
GNMA CMO, Ser 2021-160, Cl NE | | | | | | | | |
2.000%, 09/20/2051 | | | 7,505 | | | | 6,300 | |
GNMA CMO, Ser 2021-169, Cl IO, IO | | | | | | | | |
1.113%, 06/16/2061(A) | | | 2,865 | | | | 232 | |
GNMA CMO, Ser 2021-181, Cl IO, IO | | | | | | | | |
0.973%, 07/16/2063(A) | | | 3,066 | | | | 218 | |
GNMA CMO, Ser 2021-188, Cl PA | | | | | | | | |
2.000%, 10/20/2051 | | | 64 | | | | 53 | |
GNMA CMO, Ser 2021-215, Cl GA | | | | | | | | |
2.000%, 12/20/2051 | | | 6,536 | | | | 5,600 | |
GNMA CMO, Ser 2021-223, Cl P | | | | | | | | |
2.000%, 06/20/2051 | | | 1,855 | | | | 1,565 | |
GNMA CMO, Ser 2021-227, Cl E | | | | | | | | |
2.500%, 07/20/2050 | | | 5,687 | | | | 4,869 | |
GNMA CMO, Ser 2021-24, Cl BC | | | | | | | | |
1.250%, 02/20/2051 | | | 1,370 | | | | 1,053 | |
GNMA CMO, Ser 2021-27, Cl NT | | | | | | | | |
5.000%, 02/20/2051 | | | 1,217 | | | | 1,193 | |
GNMA CMO, Ser 2021-27, Cl CW | | | | | | | | |
5.001%, 02/20/2051(A) | | | 755 | | | | 747 | |
GNMA CMO, Ser 2021-27, Cl Q | | | | | | | | |
5.000%, 02/20/2051 | | | 1,074 | | | | 1,062 | |
GNMA CMO, Ser 2021-27, Cl BD | | | | | | | | |
5.000%, 02/20/2051 | | | 1,081 | | | | 1,069 | |
GNMA CMO, Ser 2021-29, Cl AG | | | | | | | | |
5.000%, 02/20/2051 | | | 137 | | | | 136 | |
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-37, Cl IO, IO | | | | | | | | |
0.802%, 01/16/2061(A) | | $ | 2,766 | | | $ | 161 | |
GNMA CMO, Ser 2021-5, Cl IO, IO | | | | | | | | |
1.112%, 01/16/2061(A) | | | 4,433 | | | | 345 | |
GNMA CMO, Ser 2021-60, Cl IO, IO | | | | | | | | |
0.826%, 05/16/2063(A) | | | 2,295 | | | | 140 | |
GNMA CMO, Ser 2021-68, Cl IO, IO | | | | | | | | |
0.873%, 10/16/2062(A) | | | 2,792 | | | | 174 | |
GNMA CMO, Ser 2021-77, Cl LC | | | | | | | | |
1.250%, 07/20/2050 | | | 109 | | | | 85 | |
GNMA CMO, Ser 2021-8, Cl AQ | | | | | | | | |
5.000%, 01/20/2051 | | | 137 | | | | 135 | |
GNMA CMO, Ser 2021-8, Cl CY | | | | | | | | |
5.000%, 01/20/2051 | | | 518 | | | | 512 | |
GNMA CMO, Ser 2021-89, Cl LK | | | | | | | | |
2.000%, 05/20/2051 | | | 2,289 | | | | 1,932 | |
GNMA CMO, Ser 2021-97, Cl QK | | | | | | | | |
2.000%, 06/20/2051 | | | 5,651 | | | | 4,671 | |
GNMA CMO, Ser 2022-107, Cl C | | | | | | | | |
2.500%, 06/20/2051 | | | 4,890 | | | | 4,107 | |
GNMA CMO, Ser 2022-153, Cl KA | | | | | | | | |
4.000%, 12/20/2049 | | | 1,227 | | | | 1,188 | |
GNMA CMO, Ser 2022-189, Cl PT | | | | | | | | |
2.500%, 10/20/2051 | | | 1,484 | | | | 1,231 | |
GNMA CMO, Ser 2022-191, Cl B | | | | | | | | |
4.000%, 06/20/2041 | | | 6,117 | | | | 5,765 | |
GNMA CMO, Ser 2022-191, Cl BY | | | | | | | | |
4.000%, 08/20/2041 | | | 5,951 | | | | 5,618 | |
GNMA CMO, Ser 2022-197, Cl LF | | | | | | | | |
5.461%, SOFR30A + 0.700%, 11/20/2052(A) | | | 4,593 | | | | 4,539 | |
GNMA CMO, Ser 2022-205, Cl A | | | | | | | | |
2.000%, 09/20/2051 | | | 1,844 | | | | 1,476 | |
GNMA CMO, Ser 2022-24, Cl AH | | | | | | | | |
2.500%, 02/20/2052 | | | 930 | | | | 801 | |
GNMA CMO, Ser 2022-31, Cl GH | | | | | | | | |
2.500%, 12/20/2049 | | | 3,101 | | | | 2,754 | |
GNMA CMO, Ser 2022-34, Cl DN | | | | | | | | |
3.500%, 09/20/2041 | | | 2,335 | | | | 2,170 | |
GNMA CMO, Ser 2022-5, Cl BA | | | | | | | | |
2.000%, 10/20/2049 | | | 5,695 | | | | 4,870 | |
GNMA CMO, Ser 2022-50, Cl CA | | | | | | | | |
3.000%, 03/20/2052 | | | 4,209 | | | | 3,729 | |
GNMA CMO, Ser 2022-66, Cl CG | | | | | | | | |
3.500%, 04/20/2052 | | | 2,642 | | | | 2,490 | |
GNMA CMO, Ser 2022-78, Cl HW | | | | | | | | |
2.500%, 04/20/2052 | | | 952 | | | | 737 | |
GNMA CMO, Ser 2022-84, Cl A | | | | | | | | |
2.500%, 01/20/2052 | | | 10,874 | | | | 9,100 | |
GNMA CMO, Ser 2022-9, Cl GA | | | | | | | | |
2.000%, 01/20/2052 | | | 2,237 | | | | 1,851 | |
GNMA CMO, Ser 2022-99, Cl JW | | | | | | | | |
2.500%, 01/20/2052 | | | 400 | | | | 325 | |
SEI Institutional Investments Trust
| | | | | | |
Description | | Face Amount (Thousands) | | | Market Value ($ Thousands) | |
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2023-134, Cl F | | | | | | | | |
5.761%, SOFR30A + 1.000%, 08/20/2053(A) | | $ | 1,285 | | | $ | 1,280 | |
GNMA CMO, Ser 2023-179, Cl IO, IO | | | | | | | | |
0.610%, 09/16/2063(A) | | | 16,395 | | | | 695 | |
GNMA CMO, Ser 2023-196, Cl E | | | | | | | | |
3.000%, 09/20/2048 | | | 1,678 | | | | 1,566 | |
GNMA CMO, Ser 2023-81, Cl YJ | | | | | | | | |
3.500%, 06/20/2053 | | | 7,055 | | | | 6,070 | |
GNMA CMO, Ser 2024-110, Cl JC | | | | | | | | |
3.000%, 09/20/2047 | | | 7,153 | | | | 6,729 | |
GNMA CMO, Ser 2024-30, Cl CF | | | | | | | | |
6.011%, SOFR30A + 1.250%, 02/20/2054(A) | | | 179 | | | | 180 | |
GNMA CMO, Ser 2024-4, Cl JA | | | | | | | | |
3.000%, 04/20/2045 | | | 5,697 | | | | 5,400 | |
GNMA CMO, Ser 2024-45, Cl BD | | | | | | | | |
2.000%, 03/20/2054 | | | 933 | | | | 837 | |
GNMA CMO, Ser 2024-97, Cl FW | | | | | | | | |
5.911%, SOFR30A + 1.150%, 06/20/2054(A) | | | 3,481 | | | | 3,483 | |
GNMA CMO, Ser 218, Cl IO, IO | | | | | | | | |
0.964%, 10/16/2061(A) | | | 2,781 | | | | 202 | |
GNMA CMO, Ser 53, Cl IO, IO | | | | | | | | |
0.526%, 11/16/2056(A) | | | 8,542 | | | | 251 | |
GNMA CMO, Ser 54, Cl IO, IO | | | | | | | | |
1.599%, 09/16/2063(A) | | | 2,569 | | | | 290 | |
GNMA CMO, Ser 59, Cl IO, IO | | | | | | | | |
0.571%, 02/16/2062(A) | | | 3,335 | | | | 151 | |
GNMA CMO, Ser 63, Cl IO, IO | | | | | | | | |
0.815%, 04/16/2061(A) | | | 3,393 | | | | 201 | |
GNMA CMO, Ser 68, Cl IO, IO | | | | | | | | |
1.615%, 05/16/2060(A) | | | 4,346 | | | | 451 | |
GNMA CMO, Ser 7, Cl IO, IO | | | | | | | | |
0.559%, 12/16/2058(A) | | | 6,311 |