SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.4% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
33,918 |
|
|
$ |
5,542 |
|
Alphabet Inc, Cl C |
|
|
44,436 |
|
|
|
7,337 |
|
AT&T Inc |
|
|
290,314 |
|
|
|
5,777 |
|
BCE Inc |
|
|
64,026 |
|
|
|
2,241 |
|
Comcast Corp, Cl A |
|
|
149,693 |
|
|
|
5,923 |
|
Fox Corp |
|
|
44,900 |
|
|
|
1,858 |
|
John Wiley & Sons Inc, Cl A |
|
|
4,919 |
|
|
|
238 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
9,788 |
|
|
|
764 |
|
Meta Platforms Inc, Cl A |
|
|
27,939 |
|
|
|
14,565 |
|
Netflix Inc * |
|
|
4,118 |
|
|
|
2,888 |
|
News Corp, Cl A |
|
|
3,512 |
|
|
|
99 |
|
Nexstar Media Group Inc, Cl A |
|
|
17,322 |
|
|
|
2,960 |
|
Pinterest Inc, Cl A * |
|
|
30,629 |
|
|
|
981 |
|
Spotify Technology SA * |
|
|
8,115 |
|
|
|
2,782 |
|
TEGNA Inc |
|
|
26,800 |
|
|
|
372 |
|
Trade Desk Inc/The, Cl A * |
|
|
10,787 |
|
|
|
1,128 |
|
Verizon Communications Inc |
|
|
102,270 |
|
|
|
4,273 |
|
Walt Disney Co/The |
|
|
31,370 |
|
|
|
2,835 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,563 |
|
Consumer Discretionary — 7.9% |
|
|
|
|
Amazon.com Inc * |
|
|
99,814 |
|
|
|
17,817 |
|
AutoNation Inc * |
|
|
4,400 |
|
|
|
783 |
|
AutoZone Inc * |
|
|
184 |
|
|
|
585 |
|
Best Buy Co Inc |
|
|
11,067 |
|
|
|
1,111 |
|
Birkenstock Holding Plc * |
|
|
9,198 |
|
|
|
459 |
|
Booking Holdings Inc |
|
|
424 |
|
|
|
1,657 |
|
Burlington Stores Inc * |
|
|
1,535 |
|
|
|
412 |
|
Capri Holdings Ltd * |
|
|
7,200 |
|
|
|
257 |
|
Carter's Inc |
|
|
8,600 |
|
|
|
567 |
|
Century Communities Inc |
|
|
4,872 |
|
|
|
487 |
|
DoorDash Inc, Cl A * |
|
|
2,127 |
|
|
|
274 |
|
DR Horton Inc |
|
|
2,157 |
|
|
|
407 |
|
DraftKings Inc, Cl A * |
|
|
32,431 |
|
|
|
1,119 |
|
eBay Inc |
|
|
26,800 |
|
|
|
1,584 |
|
Ford Motor Co |
|
|
136,245 |
|
|
|
1,525 |
|
Frontdoor Inc * |
|
|
3,434 |
|
|
|
165 |
|
General Motors Co |
|
|
52,425 |
|
|
|
2,610 |
|
Genuine Parts Co |
|
|
19,862 |
|
|
|
2,845 |
|
Goodyear Tire & Rubber Co/The * |
|
|
58,400 |
|
|
|
515 |
|
Guess? Inc |
|
|
18,000 |
|
|
|
373 |
|
Harley-Davidson Inc |
|
|
25,500 |
|
|
|
955 |
|
Home Depot Inc/The |
|
|
8,083 |
|
|
|
2,979 |
|
Jack in the Box Inc |
|
|
5,995 |
|
|
|
296 |
|
KB Home |
|
|
19,900 |
|
|
|
1,666 |
|
Kohl's Corp |
|
|
13,100 |
|
|
|
254 |
|
Lear Corp |
|
|
4,700 |
|
|
|
548 |
|
Lowe's Cos Inc |
|
|
13,614 |
|
|
|
3,383 |
|
Macy's Inc |
|
|
36,200 |
|
|
|
564 |
|
Marriott International Inc/MD, Cl A |
|
|
12,585 |
|
|
|
2,953 |
|
Mattel Inc * |
|
|
33,400 |
|
|
|
634 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MercadoLibre Inc * |
|
|
572 |
|
|
$ |
1,179 |
|
Meritage Homes Corp |
|
|
3,944 |
|
|
|
781 |
|
MGM Resorts International * |
|
|
700 |
|
|
|
26 |
|
Pool Corp |
|
|
7,321 |
|
|
|
2,574 |
|
PulteGroup Inc |
|
|
21,866 |
|
|
|
2,879 |
|
Ross Stores Inc |
|
|
29,598 |
|
|
|
4,458 |
|
SharkNinja Inc |
|
|
895 |
|
|
|
86 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
9,805 |
|
|
|
660 |
|
Tesla Inc * |
|
|
1,929 |
|
|
|
413 |
|
TJX Cos Inc/The |
|
|
16,141 |
|
|
|
1,893 |
|
Tri Pointe Homes Inc * |
|
|
12,890 |
|
|
|
573 |
|
Whirlpool Corp |
|
|
9,600 |
|
|
|
963 |
|
Wingstop Inc |
|
|
1,862 |
|
|
|
719 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
66,988 |
|
Consumer Staples — 6.1% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
24,900 |
|
|
|
489 |
|
Altria Group Inc |
|
|
70,441 |
|
|
|
3,788 |
|
Archer-Daniels-Midland Co |
|
|
13,492 |
|
|
|
823 |
|
Bunge Global SA |
|
|
6,800 |
|
|
|
689 |
|
Campbell Soup Co |
|
|
21,100 |
|
|
|
1,049 |
|
Casey's General Stores Inc |
|
|
10,413 |
|
|
|
3,773 |
|
Central Garden & Pet Co, Cl A * |
|
|
11,325 |
|
|
|
387 |
|
Church & Dwight Co Inc |
|
|
12,004 |
|
|
|
1,223 |
|
Coca-Cola Consolidated Inc |
|
|
703 |
|
|
|
944 |
|
Conagra Brands Inc |
|
|
25,800 |
|
|
|
805 |
|
Constellation Brands Inc, Cl A |
|
|
10,575 |
|
|
|
2,546 |
|
Costco Wholesale Corp |
|
|
3,732 |
|
|
|
3,330 |
|
Diageo PLC ADR |
|
|
12,008 |
|
|
|
1,570 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
2,945 |
|
|
|
270 |
|
Herbalife Ltd * |
|
|
15,000 |
|
|
|
122 |
|
Kellanova |
|
|
8,310 |
|
|
|
670 |
|
Kenvue Inc |
|
|
131,867 |
|
|
|
2,895 |
|
Kimberly-Clark Corp |
|
|
5,946 |
|
|
|
860 |
|
Kraft Heinz Co/The |
|
|
41,780 |
|
|
|
1,480 |
|
Kroger Co/The |
|
|
37,700 |
|
|
|
2,006 |
|
Maplebear Inc * |
|
|
9,922 |
|
|
|
356 |
|
Molson Coors Beverage Co, Cl B |
|
|
24,900 |
|
|
|
1,344 |
|
PepsiCo Inc |
|
|
17,139 |
|
|
|
2,963 |
|
Philip Morris International Inc |
|
|
51,183 |
|
|
|
6,310 |
|
Target Corp |
|
|
23,508 |
|
|
|
3,611 |
|
Unilever PLC ADR |
|
|
75,131 |
|
|
|
4,868 |
|
Walgreens Boots Alliance Inc |
|
|
33,500 |
|
|
|
310 |
|
Walmart Inc |
|
|
27,736 |
|
|
|
2,142 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,623 |
|
Energy — 4.4% |
|
|
|
|
APA Corp |
|
|
14,000 |
|
|
|
399 |
|
Baker Hughes Co, Cl A |
|
|
23,708 |
|
|
|
834 |
|
Cameco Corp |
|
|
11,614 |
|
|
|
474 |
|
Cheniere Energy Inc |
|
|
11,628 |
|
|
|
2,154 |
|
Chevron Corp |
|
|
20,394 |
|
|
|
3,017 |
|
ConocoPhillips |
|
|
26,100 |
|
|
|
2,970 |
|
Devon Energy Corp |
|
|
23,300 |
|
|
|
1,043 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Diamondback Energy Inc |
|
|
19,284 |
|
|
$ |
3,763 |
|
Enterprise Products Partners LP |
|
|
29,408 |
|
|
|
863 |
|
Exxon Mobil Corp |
|
|
65,173 |
|
|
|
7,687 |
|
Golar LNG Ltd |
|
|
18,464 |
|
|
|
615 |
|
Halliburton Co |
|
|
17,700 |
|
|
|
550 |
|
Hess Midstream LP, Cl A |
|
|
14,615 |
|
|
|
546 |
|
HF Sinclair Corp |
|
|
23,000 |
|
|
|
1,130 |
|
Kinder Morgan Inc |
|
|
22,704 |
|
|
|
490 |
|
Kinetik Holdings Inc, Cl A |
|
|
33,125 |
|
|
|
1,465 |
|
Marathon Oil Corp |
|
|
46,100 |
|
|
|
1,321 |
|
Marathon Petroleum Corp |
|
|
9,500 |
|
|
|
1,683 |
|
MPLX LP |
|
|
31,913 |
|
|
|
1,368 |
|
Murphy Oil Corp |
|
|
600 |
|
|
|
22 |
|
Ovintiv Inc |
|
|
4,487 |
|
|
|
192 |
|
Phillips 66 |
|
|
11,200 |
|
|
|
1,571 |
|
Plains All American Pipeline LP |
|
|
4,503 |
|
|
|
81 |
|
Scorpio Tankers Inc |
|
|
19,955 |
|
|
|
1,428 |
|
Valero Energy Corp |
|
|
6,900 |
|
|
|
1,012 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,678 |
|
Financials — 16.3% |
|
|
|
|
Aflac Inc |
|
|
18,300 |
|
|
|
2,020 |
|
Allstate Corp/The |
|
|
9,144 |
|
|
|
1,728 |
|
Ally Financial Inc |
|
|
31,200 |
|
|
|
1,348 |
|
American International Group Inc |
|
|
26,600 |
|
|
|
2,050 |
|
Ameriprise Financial Inc |
|
|
12,691 |
|
|
|
5,704 |
|
Annaly Capital Management Inc ‡ |
|
|
19,900 |
|
|
|
401 |
|
Aon PLC, Cl A |
|
|
1,833 |
|
|
|
630 |
|
Bank of America Corp |
|
|
131,384 |
|
|
|
5,354 |
|
Bank of New York Mellon Corp/The |
|
|
27,014 |
|
|
|
1,843 |
|
BankUnited Inc |
|
|
13,300 |
|
|
|
511 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
10,540 |
|
|
|
5,016 |
|
Capital One Financial Corp |
|
|
10,126 |
|
|
|
1,488 |
|
Chubb Ltd |
|
|
13,441 |
|
|
|
3,820 |
|
Cincinnati Financial Corp |
|
|
5,119 |
|
|
|
701 |
|
Citigroup Inc |
|
|
122,154 |
|
|
|
7,652 |
|
Citizens Financial Group Inc |
|
|
27,300 |
|
|
|
1,175 |
|
CME Group Inc, Cl A |
|
|
6,830 |
|
|
|
1,473 |
|
CNA Financial Corp |
|
|
13,500 |
|
|
|
701 |
|
Customers Bancorp Inc * |
|
|
7,000 |
|
|
|
363 |
|
Discover Financial Services |
|
|
9,600 |
|
|
|
1,332 |
|
Essent Group Ltd |
|
|
1,245 |
|
|
|
80 |
|
Everest Group Ltd |
|
|
3,400 |
|
|
|
1,334 |
|
FactSet Research Systems Inc |
|
|
4,019 |
|
|
|
1,699 |
|
Fifth Third Bancorp |
|
|
33,500 |
|
|
|
1,430 |
|
First Horizon Corp |
|
|
47,500 |
|
|
|
788 |
|
Fiserv Inc * |
|
|
1,010 |
|
|
|
176 |
|
Goldman Sachs Group Inc/The |
|
|
8,464 |
|
|
|
4,319 |
|
Hartford Financial Services Group Inc/The |
|
|
23,000 |
|
|
|
2,670 |
|
Intercontinental Exchange Inc |
|
|
4,531 |
|
|
|
732 |
|
JPMorgan Chase & Co |
|
|
41,807 |
|
|
|
9,398 |
|
Kinsale Capital Group Inc |
|
|
7,513 |
|
|
|
3,690 |
|
Lincoln National Corp |
|
|
12,100 |
|
|
|
388 |
|
M&T Bank Corp |
|
|
4,300 |
|
|
|
740 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Marsh & McLennan Cos Inc |
|
|
7,979 |
|
|
$ |
1,815 |
|
Mastercard Inc, Cl A |
|
|
4,820 |
|
|
|
2,330 |
|
MetLife Inc |
|
|
19,200 |
|
|
|
1,488 |
|
MGIC Investment Corp |
|
|
60,500 |
|
|
|
1,538 |
|
Moody's Corp |
|
|
11,018 |
|
|
|
5,374 |
|
Morgan Stanley |
|
|
84,457 |
|
|
|
8,751 |
|
MSCI Inc, Cl A |
|
|
6,720 |
|
|
|
3,902 |
|
Navient Corp |
|
|
52,300 |
|
|
|
885 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
59,554 |
|
|
|
891 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
39,170 |
|
|
|
434 |
|
PayPal Holdings Inc * |
|
|
21,332 |
|
|
|
1,545 |
|
Progressive Corp/The |
|
|
3,219 |
|
|
|
812 |
|
Radian Group Inc |
|
|
49,029 |
|
|
|
1,772 |
|
Regions Financial Corp |
|
|
47,800 |
|
|
|
1,119 |
|
Robinhood Markets Inc, Cl A * |
|
|
11,110 |
|
|
|
224 |
|
Rocket Cos Inc, Cl A * |
|
|
5,872 |
|
|
|
115 |
|
S&P Global Inc |
|
|
7,719 |
|
|
|
3,962 |
|
State Street Corp |
|
|
27,200 |
|
|
|
2,369 |
|
Travelers Cos Inc/The |
|
|
17,221 |
|
|
|
3,928 |
|
Truist Financial Corp |
|
|
81,185 |
|
|
|
3,609 |
|
Unum Group |
|
|
23,000 |
|
|
|
1,276 |
|
Valley National Bancorp |
|
|
35,800 |
|
|
|
311 |
|
Veritex Holdings Inc |
|
|
18,300 |
|
|
|
461 |
|
Visa Inc, Cl A |
|
|
38,451 |
|
|
|
10,627 |
|
Wells Fargo & Co |
|
|
62,671 |
|
|
|
3,664 |
|
Western Union Co/The |
|
|
49,400 |
|
|
|
603 |
|
Willis Towers Watson PLC |
|
|
1,424 |
|
|
|
416 |
|
Wintrust Financial Corp |
|
|
5,400 |
|
|
|
587 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
137,562 |
|
Health Care — 12.2% |
|
|
|
|
AbbVie Inc |
|
|
6,234 |
|
|
|
1,224 |
|
Alnylam Pharmaceuticals Inc * |
|
|
201 |
|
|
|
53 |
|
Amgen Inc |
|
|
7,070 |
|
|
|
2,360 |
|
Ascendis Pharma A/S ADR * |
|
|
641 |
|
|
|
89 |
|
Baxter International Inc |
|
|
24,900 |
|
|
|
945 |
|
Boston Scientific Corp * |
|
|
21,848 |
|
|
|
1,787 |
|
Bristol-Myers Squibb Co |
|
|
50,236 |
|
|
|
2,509 |
|
Cardinal Health Inc |
|
|
18,800 |
|
|
|
2,119 |
|
Centene Corp * |
|
|
11,050 |
|
|
|
871 |
|
Cigna Group/The |
|
|
4,300 |
|
|
|
1,556 |
|
Cooper Cos Inc/The |
|
|
3,235 |
|
|
|
342 |
|
CVS Health Corp |
|
|
27,000 |
|
|
|
1,545 |
|
Danaher Corp |
|
|
19,353 |
|
|
|
5,212 |
|
Eli Lilly & Co |
|
|
10,553 |
|
|
|
10,131 |
|
Encompass Health Corp |
|
|
2,395 |
|
|
|
223 |
|
Exelixis Inc * |
|
|
24,472 |
|
|
|
637 |
|
Gilead Sciences Inc |
|
|
41,787 |
|
|
|
3,301 |
|
HCA Healthcare Inc |
|
|
8,103 |
|
|
|
3,205 |
|
Incyte Corp * |
|
|
8,900 |
|
|
|
584 |
|
Inmode Ltd * |
|
|
16,300 |
|
|
|
272 |
|
Insmed Inc * |
|
|
426 |
|
|
|
33 |
|
IQVIA Holdings Inc * |
|
|
931 |
|
|
|
234 |
|
Jazz Pharmaceuticals PLC * |
|
|
6,880 |
|
|
|
798 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Johnson & Johnson |
|
|
68,286 |
|
|
$ |
11,326 |
|
Madrigal Pharmaceuticals Inc * |
|
|
780 |
|
|
|
193 |
|
McKesson Corp |
|
|
2,778 |
|
|
|
1,559 |
|
Medtronic PLC |
|
|
35,416 |
|
|
|
3,137 |
|
Merck & Co Inc |
|
|
58,731 |
|
|
|
6,957 |
|
Mettler-Toledo International Inc * |
|
|
2,947 |
|
|
|
4,241 |
|
Natera Inc * |
|
|
12,896 |
|
|
|
1,525 |
|
Novartis AG ADR |
|
|
30,315 |
|
|
|
3,665 |
|
Organon & Co |
|
|
4,167 |
|
|
|
93 |
|
Pfizer Inc |
|
|
215,278 |
|
|
|
6,245 |
|
Regeneron Pharmaceuticals Inc * |
|
|
511 |
|
|
|
605 |
|
STERIS PLC |
|
|
13,063 |
|
|
|
3,150 |
|
Stryker Corp |
|
|
7,569 |
|
|
|
2,728 |
|
Tenet Healthcare Corp * |
|
|
3,920 |
|
|
|
650 |
|
Thermo Fisher Scientific Inc |
|
|
903 |
|
|
|
555 |
|
UnitedHealth Group Inc |
|
|
12,341 |
|
|
|
7,284 |
|
Universal Health Services Inc, Cl B |
|
|
11,822 |
|
|
|
2,813 |
|
Vaxcyte Inc * |
|
|
5,905 |
|
|
|
477 |
|
Veeva Systems Inc, Cl A * |
|
|
1,391 |
|
|
|
301 |
|
Viatris Inc |
|
|
46,500 |
|
|
|
562 |
|
Zoetis Inc, Cl A |
|
|
25,324 |
|
|
|
4,647 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,743 |
|
Industrials — 10.8% |
|
|
|
|
3M Co |
|
|
11,983 |
|
|
|
1,614 |
|
Acuity Brands Inc |
|
|
3,400 |
|
|
|
866 |
|
AGCO Corp |
|
|
12,100 |
|
|
|
1,102 |
|
Allison Transmission Holdings Inc |
|
|
18,700 |
|
|
|
1,734 |
|
AMETEK Inc |
|
|
7,236 |
|
|
|
1,238 |
|
Automatic Data Processing Inc |
|
|
13,520 |
|
|
|
3,730 |
|
Axon Enterprise Inc * |
|
|
1,222 |
|
|
|
446 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
2,572 |
|
|
|
408 |
|
Builders FirstSource Inc * |
|
|
3,100 |
|
|
|
539 |
|
Carrier Global Corp |
|
|
11,517 |
|
|
|
838 |
|
CH Robinson Worldwide Inc |
|
|
1,013 |
|
|
|
105 |
|
Cintas Corp |
|
|
2,466 |
|
|
|
1,985 |
|
Cummins Inc |
|
|
8,240 |
|
|
|
2,578 |
|
Curtiss-Wright Corp |
|
|
806 |
|
|
|
255 |
|
Delta Air Lines Inc |
|
|
17,900 |
|
|
|
761 |
|
Eaton Corp PLC |
|
|
5,032 |
|
|
|
1,545 |
|
Equifax Inc |
|
|
9,542 |
|
|
|
2,931 |
|
Expeditors International of Washington Inc |
|
|
555 |
|
|
|
69 |
|
FedEx Corp |
|
|
7,000 |
|
|
|
2,091 |
|
Ferguson Enterprises Inc |
|
|
1,302 |
|
|
|
268 |
|
FTAI Aviation Ltd |
|
|
1,200 |
|
|
|
153 |
|
General Dynamics Corp |
|
|
10,554 |
|
|
|
3,159 |
|
General Electric Co |
|
|
2,384 |
|
|
|
416 |
|
GFL Environmental Inc |
|
|
54,865 |
|
|
|
2,376 |
|
Griffon Corp |
|
|
11,100 |
|
|
|
735 |
|
GXO Logistics Inc * |
|
|
58,169 |
|
|
|
2,911 |
|
HEICO Corp |
|
|
13,241 |
|
|
|
3,397 |
|
HEICO Corp, Cl A |
|
|
9,202 |
|
|
|
1,841 |
|
Huntington Ingalls Industries Inc |
|
|
2,000 |
|
|
|
566 |
|
Johnson Controls International plc |
|
|
49,965 |
|
|
|
3,640 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kirby Corp * |
|
|
7,005 |
|
|
$ |
840 |
|
L3Harris Technologies Inc |
|
|
950 |
|
|
|
225 |
|
Lockheed Martin Corp |
|
|
3,000 |
|
|
|
1,704 |
|
ManpowerGroup Inc |
|
|
11,900 |
|
|
|
880 |
|
Mueller Water Products Inc, Cl A |
|
|
4,382 |
|
|
|
94 |
|
Northrop Grumman Corp |
|
|
325 |
|
|
|
170 |
|
Old Dominion Freight Line Inc |
|
|
11,197 |
|
|
|
2,159 |
|
Oshkosh Corp |
|
|
9,100 |
|
|
|
982 |
|
Otis Worldwide Corp |
|
|
31,964 |
|
|
|
3,027 |
|
Owens Corning |
|
|
6,500 |
|
|
|
1,097 |
|
PACCAR Inc |
|
|
10,100 |
|
|
|
971 |
|
Parker-Hannifin Corp |
|
|
73 |
|
|
|
44 |
|
RTX Corp |
|
|
40,067 |
|
|
|
4,942 |
|
Science Applications International Corp |
|
|
3,800 |
|
|
|
496 |
|
Siemens AG ADR |
|
|
33,447 |
|
|
|
3,150 |
|
Snap-on Inc |
|
|
4,900 |
|
|
|
1,390 |
|
SS&C Technologies Holdings Inc |
|
|
3,265 |
|
|
|
245 |
|
Textron Inc |
|
|
19,200 |
|
|
|
1,751 |
|
Trane Technologies PLC |
|
|
4,991 |
|
|
|
1,805 |
|
TransDigm Group Inc |
|
|
5,480 |
|
|
|
7,525 |
|
TransUnion |
|
|
3,090 |
|
|
|
299 |
|
Uber Technologies Inc * |
|
|
2,963 |
|
|
|
217 |
|
UniFirst Corp/MA |
|
|
436 |
|
|
|
83 |
|
United Airlines Holdings Inc * |
|
|
14,900 |
|
|
|
656 |
|
United Parcel Service Inc, Cl B |
|
|
15,133 |
|
|
|
1,945 |
|
Veralto Corp |
|
|
23,109 |
|
|
|
2,598 |
|
Verisk Analytics Inc, Cl A |
|
|
3,400 |
|
|
|
928 |
|
Vertiv Holdings Co, Cl A |
|
|
19,232 |
|
|
|
1,597 |
|
Waste Connections Inc |
|
|
24,308 |
|
|
|
4,533 |
|
Westinghouse Air Brake Technologies Corp |
|
|
3,867 |
|
|
|
656 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
91,306 |
|
Information Technology — 24.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
6,528 |
|
|
|
2,232 |
|
Adobe Inc * |
|
|
9,000 |
|
|
|
5,170 |
|
Advanced Micro Devices Inc * |
|
|
6,989 |
|
|
|
1,038 |
|
Amphenol Corp, Cl A |
|
|
41,894 |
|
|
|
2,826 |
|
Analog Devices Inc |
|
|
11,858 |
|
|
|
2,785 |
|
Apple Inc |
|
|
147,777 |
|
|
|
33,841 |
|
Applied Materials Inc |
|
|
7,800 |
|
|
|
1,539 |
|
AppLovin Corp, Cl A * |
|
|
30,643 |
|
|
|
2,846 |
|
Arista Networks Inc * |
|
|
2,950 |
|
|
|
1,042 |
|
Arrow Electronics Inc * |
|
|
8,200 |
|
|
|
1,108 |
|
ASML Holding NV, Cl G |
|
|
373 |
|
|
|
337 |
|
Astera Labs Inc * |
|
|
15,189 |
|
|
|
654 |
|
Autodesk Inc * |
|
|
1,453 |
|
|
|
375 |
|
BILL Holdings Inc * |
|
|
3,886 |
|
|
|
212 |
|
Broadcom Inc |
|
|
120,271 |
|
|
|
19,583 |
|
Cadence Design Systems Inc * |
|
|
1,944 |
|
|
|
523 |
|
CDW Corp/DE |
|
|
12,106 |
|
|
|
2,732 |
|
Cirrus Logic Inc * |
|
|
174 |
|
|
|
25 |
|
Cisco Systems Inc |
|
|
126,325 |
|
|
|
6,384 |
|
Datadog Inc, Cl A * |
|
|
4,652 |
|
|
|
541 |
|
Dell Technologies Inc, Cl C |
|
|
19,310 |
|
|
|
2,231 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
DocuSign Inc, Cl A * |
|
|
10,237 |
|
|
$ |
606 |
|
Dropbox Inc, Cl A * |
|
|
20,000 |
|
|
|
503 |
|
DXC Technology Co * |
|
|
24,600 |
|
|
|
509 |
|
Fair Isaac Corp * |
|
|
93 |
|
|
|
161 |
|
Fortinet Inc * |
|
|
4,764 |
|
|
|
365 |
|
Gartner Inc * |
|
|
2,245 |
|
|
|
1,104 |
|
Gen Digital Inc |
|
|
24,000 |
|
|
|
635 |
|
GoDaddy Inc, Cl A * |
|
|
2,191 |
|
|
|
367 |
|
Guidewire Software Inc * |
|
|
5,390 |
|
|
|
802 |
|
Hewlett Packard Enterprise Co |
|
|
90,800 |
|
|
|
1,759 |
|
HP Inc |
|
|
60,200 |
|
|
|
2,178 |
|
Intel Corp |
|
|
31,486 |
|
|
|
694 |
|
International Business Machines Corp |
|
|
6,594 |
|
|
|
1,333 |
|
Intuit Inc |
|
|
12,874 |
|
|
|
8,114 |
|
KLA Corp |
|
|
599 |
|
|
|
491 |
|
Lam Research Corp |
|
|
350 |
|
|
|
287 |
|
Marvell Technology Inc |
|
|
5,408 |
|
|
|
412 |
|
Microchip Technology Inc |
|
|
28,268 |
|
|
|
2,323 |
|
Micron Technology Inc |
|
|
6,961 |
|
|
|
670 |
|
Microsoft Corp |
|
|
87,382 |
|
|
|
36,451 |
|
Monolithic Power Systems Inc |
|
|
2,775 |
|
|
|
2,594 |
|
Motorola Solutions Inc |
|
|
10,479 |
|
|
|
4,632 |
|
NetApp Inc |
|
|
6,446 |
|
|
|
778 |
|
NVIDIA Corp |
|
|
163,864 |
|
|
|
19,560 |
|
Okta Inc, Cl A * |
|
|
5,408 |
|
|
|
426 |
|
Oracle Corp |
|
|
25,868 |
|
|
|
3,655 |
|
Palantir Technologies Inc, Cl A * |
|
|
4,427 |
|
|
|
139 |
|
QUALCOMM Inc |
|
|
28,097 |
|
|
|
4,925 |
|
Roper Technologies Inc |
|
|
5,437 |
|
|
|
3,014 |
|
salesforce.com |
|
|
24,769 |
|
|
|
6,264 |
|
SAP SE ADR |
|
|
24,670 |
|
|
|
5,420 |
|
Sapiens International Corp NV |
|
|
9,789 |
|
|
|
356 |
|
Semtech Corp * |
|
|
1,059 |
|
|
|
46 |
|
ServiceNow Inc * |
|
|
2,924 |
|
|
|
2,500 |
|
Synopsys Inc * |
|
|
71 |
|
|
|
37 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
13,194 |
|
|
|
2,265 |
|
TD SYNNEX Corp |
|
|
5,572 |
|
|
|
677 |
|
Twilio Inc, Cl A * |
|
|
11,031 |
|
|
|
692 |
|
Vishay Intertechnology Inc |
|
|
5,700 |
|
|
|
115 |
|
Western Digital Corp * |
|
|
600 |
|
|
|
39 |
|
Workday Inc, Cl A * |
|
|
4,631 |
|
|
|
1,219 |
|
Xerox Holdings Corp |
|
|
46,300 |
|
|
|
525 |
|
Zebra Technologies Corp, Cl A * |
|
|
3,275 |
|
|
|
1,131 |
|
Zoom Video Communications Inc, Cl A * |
|
|
13,412 |
|
|
|
927 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
209,724 |
|
Materials — 2.8% |
|
|
|
|
Avery Dennison Corp |
|
|
6,187 |
|
|
|
1,373 |
|
Berry Global Group Inc |
|
|
16,000 |
|
|
|
1,102 |
|
CF Industries Holdings Inc |
|
|
8,100 |
|
|
|
673 |
|
Chemours Co/The |
|
|
23,500 |
|
|
|
457 |
|
Dow Inc |
|
|
57,442 |
|
|
|
3,078 |
|
Ecolab Inc |
|
|
2,668 |
|
|
|
675 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
International Flavors & Fragrances Inc |
|
|
1,199 |
|
|
$ |
125 |
|
Linde PLC |
|
|
11,792 |
|
|
|
5,639 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,900 |
|
|
|
582 |
|
Martin Marietta Materials Inc |
|
|
885 |
|
|
|
473 |
|
NewMarket Corp |
|
|
1,000 |
|
|
|
574 |
|
O-I Glass Inc, Cl I * |
|
|
39,200 |
|
|
|
497 |
|
Reliance Inc |
|
|
8,996 |
|
|
|
2,579 |
|
Sherwin-Williams Co/The |
|
|
10,446 |
|
|
|
3,858 |
|
Steel Dynamics Inc |
|
|
10,300 |
|
|
|
1,231 |
|
Sylvamo Corp |
|
|
11,800 |
|
|
|
933 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,849 |
|
Real Estate — 2.9% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
22,994 |
|
|
|
5,152 |
|
AvalonBay Communities Inc ‡ |
|
|
554 |
|
|
|
125 |
|
Brixmor Property Group Inc ‡ |
|
|
37,800 |
|
|
|
1,035 |
|
CareTrust REIT Inc ‡ |
|
|
4,097 |
|
|
|
123 |
|
CBRE Group Inc, Cl A * |
|
|
5,089 |
|
|
|
586 |
|
Crown Castle Inc ‡ |
|
|
22,327 |
|
|
|
2,501 |
|
Equinix Inc ‡ |
|
|
4,521 |
|
|
|
3,772 |
|
Healthpeak Properties Inc ‡ |
|
|
124,096 |
|
|
|
2,765 |
|
Host Hotels & Resorts Inc ‡ |
|
|
55,300 |
|
|
|
979 |
|
Iron Mountain Inc ‡ |
|
|
15,147 |
|
|
|
1,716 |
|
Public Storage ‡ |
|
|
1,775 |
|
|
|
610 |
|
Service Properties Trust ‡ |
|
|
37,100 |
|
|
|
174 |
|
VICI Properties Inc, Cl A ‡ |
|
|
100,635 |
|
|
|
3,369 |
|
Welltower Inc ‡ |
|
|
13,336 |
|
|
|
1,609 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,516 |
|
Utilities — 2.1% |
|
|
|
|
Brookfield Infrastructure Partners LP |
|
|
8,935 |
|
|
|
287 |
|
Constellation Energy Corp |
|
|
9,750 |
|
|
|
1,918 |
|
Duke Energy Corp |
|
|
32,771 |
|
|
|
3,734 |
|
Exelon Corp |
|
|
9,810 |
|
|
|
374 |
|
NextEra Energy Inc |
|
|
82,808 |
|
|
|
6,667 |
|
NRG Energy Inc |
|
|
36,943 |
|
|
|
3,141 |
|
UGI Corp |
|
|
14,800 |
|
|
|
369 |
|
Vistra Corp |
|
|
16,300 |
|
|
|
1,392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,882 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $534,988) ($ Thousands) |
|
|
|
|
|
|
825,434 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
15,431,694 |
|
|
|
15,432 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $15,432) ($ Thousands) |
|
|
|
|
|
|
15,432 |
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $550,420) ($ Thousands) |
|
$ |
840,866 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
31 |
|
|
|
Sep-2024 |
|
|
$ |
8,630 |
|
|
$ |
8,774 |
|
|
$ |
144 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
1,523 |
|
|
|
1,549 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
10,153 |
|
|
$ |
10,323 |
|
|
$ |
170 |
|
|
Percentages are based on Net Assets of $844,035 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
(7 |
) |
|
$ |
(1 |
) |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
19,730 |
|
|
|
35,179 |
|
|
|
(39,477 |
) |
|
|
— |
|
|
|
— |
|
|
|
15,432 |
|
|
|
225 |
|
|
|
— |
|
Totals |
|
$ |
19,736 |
|
|
$ |
35,179 |
|
|
$ |
(39,484 |
) |
|
$ |
(1 |
) |
|
$ |
2 |
|
|
$ |
15,432 |
|
|
$ |
225 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 93.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.0% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
99,660 |
|
|
$ |
16,282 |
|
Alphabet Inc, Cl C |
|
|
48,376 |
|
|
|
7,987 |
|
AT&T Inc |
|
|
361,366 |
|
|
|
7,191 |
|
Frontier Communications Parent Inc * |
|
|
5,976 |
|
|
|
172 |
|
Liberty Global PLC * |
|
|
3,975 |
|
|
|
78 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
99,780 |
|
|
|
2,378 |
|
Meta Platforms Inc, Cl A |
|
|
48,744 |
|
|
|
25,411 |
|
Netflix Inc * |
|
|
7,336 |
|
|
|
5,145 |
|
News Corp, Cl A |
|
|
5,852 |
|
|
|
166 |
|
Nexstar Media Group Inc, Cl A |
|
|
28,352 |
|
|
|
4,845 |
|
Pinterest Inc, Cl A * |
|
|
36,165 |
|
|
|
1,159 |
|
T-Mobile US Inc |
|
|
30,540 |
|
|
|
6,069 |
|
Trade Desk Inc/The, Cl A * |
|
|
16,642 |
|
|
|
1,740 |
|
Verizon Communications Inc |
|
|
118,445 |
|
|
|
4,949 |
|
Walt Disney Co/The |
|
|
34,250 |
|
|
|
3,095 |
|
Warner Bros Discovery Inc * |
|
|
386,928 |
|
|
|
3,033 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
89,700 |
|
Consumer Discretionary — 7.5% |
|
|
|
|
ADT Inc |
|
|
96,490 |
|
|
|
703 |
|
Amazon.com Inc * |
|
|
119,875 |
|
|
|
21,398 |
|
Autoliv Inc |
|
|
9,370 |
|
|
|
960 |
|
AutoZone Inc * |
|
|
766 |
|
|
|
2,437 |
|
Best Buy Co Inc |
|
|
6,451 |
|
|
|
648 |
|
Booking Holdings Inc |
|
|
1,412 |
|
|
|
5,520 |
|
Caesars Entertainment Inc * |
|
|
18,056 |
|
|
|
680 |
|
Carnival Corp, Cl A * |
|
|
119,740 |
|
|
|
1,976 |
|
DoorDash Inc, Cl A * |
|
|
7,178 |
|
|
|
924 |
|
DR Horton Inc |
|
|
2,576 |
|
|
|
486 |
|
Expedia Group Inc * |
|
|
2,761 |
|
|
|
384 |
|
Ford Motor Co |
|
|
83,525 |
|
|
|
935 |
|
General Motors Co |
|
|
137,635 |
|
|
|
6,851 |
|
H&R Block Inc |
|
|
30,072 |
|
|
|
1,904 |
|
Home Depot Inc/The |
|
|
11,983 |
|
|
|
4,416 |
|
Magna International Inc, Cl A |
|
|
49,090 |
|
|
|
2,063 |
|
Marriott International Inc/MD, Cl A |
|
|
20,598 |
|
|
|
4,834 |
|
Meritage Homes Corp |
|
|
4,544 |
|
|
|
900 |
|
MGM Resorts International * |
|
|
24,176 |
|
|
|
909 |
|
NIKE Inc, Cl B |
|
|
36,379 |
|
|
|
3,031 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
100,360 |
|
|
|
1,795 |
|
Pool Corp |
|
|
11,983 |
|
|
|
4,213 |
|
PulteGroup Inc |
|
|
11,785 |
|
|
|
1,551 |
|
PVH Corp |
|
|
14,583 |
|
|
|
1,439 |
|
Ross Stores Inc |
|
|
56,509 |
|
|
|
8,511 |
|
Royal Caribbean Cruises Ltd * |
|
|
11,902 |
|
|
|
1,959 |
|
SharkNinja Inc |
|
|
1,523 |
|
|
|
146 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
41,687 |
|
|
|
2,807 |
|
TJX Cos Inc/The |
|
|
41,141 |
|
|
|
4,825 |
|
Toll Brothers Inc |
|
|
40,623 |
|
|
|
5,853 |
|
Wingstop Inc |
|
|
2,540 |
|
|
|
981 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
96,039 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consumer Staples — 6.7% |
|
|
|
|
Ambev ADR |
|
|
814,530 |
|
|
$ |
1,849 |
|
Archer-Daniels-Midland Co |
|
|
34,220 |
|
|
|
2,087 |
|
Casey's General Stores Inc |
|
|
16,682 |
|
|
|
6,044 |
|
Church & Dwight Co Inc |
|
|
4,546 |
|
|
|
463 |
|
Coca-Cola Consolidated Inc |
|
|
1,566 |
|
|
|
2,102 |
|
Colgate-Palmolive Co |
|
|
22,946 |
|
|
|
2,444 |
|
Conagra Brands Inc |
|
|
93,910 |
|
|
|
2,930 |
|
Constellation Brands Inc, Cl A |
|
|
17,309 |
|
|
|
4,166 |
|
Costco Wholesale Corp |
|
|
6,109 |
|
|
|
5,452 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
6,290 |
|
|
|
577 |
|
Kellanova |
|
|
24,457 |
|
|
|
1,971 |
|
Kenvue Inc |
|
|
62,630 |
|
|
|
1,375 |
|
Kimberly-Clark Corp |
|
|
27,239 |
|
|
|
3,940 |
|
Kraft Heinz Co/The |
|
|
82,076 |
|
|
|
2,908 |
|
Kroger Co/The |
|
|
165,728 |
|
|
|
8,818 |
|
Mondelez International Inc, Cl A |
|
|
4,308 |
|
|
|
309 |
|
PepsiCo Inc |
|
|
29,282 |
|
|
|
5,062 |
|
Performance Food Group Co * |
|
|
16,491 |
|
|
|
1,231 |
|
Philip Morris International Inc |
|
|
56,232 |
|
|
|
6,933 |
|
Procter & Gamble Co/The |
|
|
34,090 |
|
|
|
5,848 |
|
Target Corp |
|
|
42,109 |
|
|
|
6,469 |
|
Tyson Foods Inc, Cl A |
|
|
56,890 |
|
|
|
3,659 |
|
Walmart Inc |
|
|
120,246 |
|
|
|
9,287 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,924 |
|
Energy — 3.7% |
|
|
|
|
Baker Hughes Co, Cl A |
|
|
81,632 |
|
|
|
2,871 |
|
BP PLC ADR |
|
|
106,660 |
|
|
|
3,622 |
|
Canadian Natural Resources Ltd |
|
|
56,940 |
|
|
|
2,062 |
|
Cheniere Energy Inc |
|
|
19,032 |
|
|
|
3,526 |
|
Chevron Corp |
|
|
14,060 |
|
|
|
2,080 |
|
ConocoPhillips |
|
|
22,250 |
|
|
|
2,532 |
|
Devon Energy Corp |
|
|
39,180 |
|
|
|
1,755 |
|
Diamondback Energy Inc |
|
|
31,563 |
|
|
|
6,158 |
|
Energy Transfer LP |
|
|
23,186 |
|
|
|
373 |
|
Enterprise Products Partners LP |
|
|
104,801 |
|
|
|
3,075 |
|
Kinder Morgan Inc |
|
|
58,420 |
|
|
|
1,260 |
|
Kinetik Holdings Inc, Cl A |
|
|
79,403 |
|
|
|
3,513 |
|
MPLX LP |
|
|
28,740 |
|
|
|
1,232 |
|
Murphy Oil Corp |
|
|
18,250 |
|
|
|
680 |
|
Ovintiv Inc |
|
|
57,726 |
|
|
|
2,472 |
|
PBF Energy Inc, Cl A |
|
|
1,694 |
|
|
|
58 |
|
Plains All American Pipeline LP |
|
|
100,311 |
|
|
|
1,800 |
|
Schlumberger NV |
|
|
22,484 |
|
|
|
989 |
|
Shell PLC ADR |
|
|
52,420 |
|
|
|
3,756 |
|
SM Energy Co |
|
|
40,237 |
|
|
|
1,836 |
|
TechnipFMC PLC |
|
|
8,069 |
|
|
|
217 |
|
Williams Cos Inc/The |
|
|
29,933 |
|
|
|
1,370 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,237 |
|
Financials — 15.5% |
|
|
|
|
Allstate Corp/The |
|
|
56,036 |
|
|
|
10,587 |
|
Ameriprise Financial Inc |
|
|
13,079 |
|
|
|
5,878 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Annaly Capital Management Inc ‡ |
|
|
132,210 |
|
|
$ |
2,665 |
|
Bank of America Corp |
|
|
184,859 |
|
|
|
7,533 |
|
Bank of New York Mellon Corp/The |
|
|
55,676 |
|
|
|
3,798 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
14,265 |
|
|
|
6,789 |
|
BlackRock Inc, Cl A |
|
|
2,160 |
|
|
|
1,948 |
|
Capital One Financial Corp |
|
|
40,147 |
|
|
|
5,899 |
|
Cincinnati Financial Corp |
|
|
3,888 |
|
|
|
533 |
|
Citigroup Inc |
|
|
210,874 |
|
|
|
13,209 |
|
CME Group Inc, Cl A |
|
|
18,608 |
|
|
|
4,015 |
|
Essent Group Ltd |
|
|
1,809 |
|
|
|
116 |
|
Everest Group Ltd |
|
|
6,955 |
|
|
|
2,728 |
|
FactSet Research Systems Inc |
|
|
6,579 |
|
|
|
2,782 |
|
Fidelity National Financial Inc |
|
|
37,467 |
|
|
|
2,209 |
|
Fidelity National Information Services Inc |
|
|
39,645 |
|
|
|
3,269 |
|
First Horizon Corp |
|
|
65,809 |
|
|
|
1,092 |
|
Global Payments Inc |
|
|
80,407 |
|
|
|
8,926 |
|
Goldman Sachs Group Inc/The |
|
|
16,458 |
|
|
|
8,398 |
|
Intercontinental Exchange Inc |
|
|
48,942 |
|
|
|
7,907 |
|
JPMorgan Chase & Co |
|
|
107,290 |
|
|
|
24,119 |
|
Kinsale Capital Group Inc |
|
|
12,296 |
|
|
|
6,038 |
|
Marsh & McLennan Cos Inc |
|
|
20,736 |
|
|
|
4,718 |
|
Mastercard Inc, Cl A |
|
|
8,643 |
|
|
|
4,178 |
|
MGIC Investment Corp |
|
|
63,269 |
|
|
|
1,609 |
|
Moody's Corp |
|
|
3,430 |
|
|
|
1,673 |
|
Morgan Stanley |
|
|
78,409 |
|
|
|
8,124 |
|
MSCI Inc, Cl A |
|
|
11,501 |
|
|
|
6,677 |
|
Nasdaq Inc |
|
|
9,399 |
|
|
|
677 |
|
PayPal Holdings Inc * |
|
|
28,599 |
|
|
|
2,071 |
|
Popular Inc |
|
|
11,783 |
|
|
|
1,208 |
|
Progressive Corp/The |
|
|
5,069 |
|
|
|
1,278 |
|
Radian Group Inc |
|
|
3,663 |
|
|
|
132 |
|
Robinhood Markets Inc, Cl A * |
|
|
45,899 |
|
|
|
924 |
|
S&P Global Inc |
|
|
12,973 |
|
|
|
6,658 |
|
Synchrony Financial |
|
|
66,451 |
|
|
|
3,340 |
|
Travelers Cos Inc/The |
|
|
25,371 |
|
|
|
5,786 |
|
Visa Inc, Cl A |
|
|
25,767 |
|
|
|
7,121 |
|
Wells Fargo & Co |
|
|
113,933 |
|
|
|
6,662 |
|
Willis Towers Watson PLC |
|
|
16,975 |
|
|
|
4,959 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
198,233 |
|
Health Care — 12.2% |
|
|
|
|
AbbVie Inc |
|
|
13,188 |
|
|
|
2,589 |
|
Alnylam Pharmaceuticals Inc * |
|
|
3,299 |
|
|
|
867 |
|
Amgen Inc |
|
|
2,114 |
|
|
|
706 |
|
Baxter International Inc |
|
|
53,460 |
|
|
|
2,028 |
|
Blueprint Medicines Corp * |
|
|
1,265 |
|
|
|
121 |
|
Bristol-Myers Squibb Co |
|
|
103,351 |
|
|
|
5,162 |
|
Centene Corp * |
|
|
4,591 |
|
|
|
362 |
|
Cooper Cos Inc/The |
|
|
5,889 |
|
|
|
623 |
|
CVS Health Corp |
|
|
88,560 |
|
|
|
5,069 |
|
DENTSPLY SIRONA Inc |
|
|
95,910 |
|
|
|
2,425 |
|
Edwards Lifesciences Corp * |
|
|
12,346 |
|
|
|
864 |
|
Eli Lilly & Co |
|
|
26,788 |
|
|
|
25,717 |
|
Exelixis Inc * |
|
|
42,450 |
|
|
|
1,105 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gilead Sciences Inc |
|
|
67,252 |
|
|
$ |
5,313 |
|
GSK PLC ADR |
|
|
74,900 |
|
|
|
3,289 |
|
HCA Healthcare Inc |
|
|
10,185 |
|
|
|
4,029 |
|
Illumina Inc * |
|
|
4,160 |
|
|
|
547 |
|
Jazz Pharmaceuticals PLC * |
|
|
18,640 |
|
|
|
2,162 |
|
Johnson & Johnson |
|
|
34,616 |
|
|
|
5,741 |
|
McKesson Corp |
|
|
4,335 |
|
|
|
2,432 |
|
Medtronic PLC |
|
|
51,867 |
|
|
|
4,594 |
|
Merck & Co Inc |
|
|
57,697 |
|
|
|
6,834 |
|
Neurocrine Biosciences Inc * |
|
|
7,718 |
|
|
|
981 |
|
Organon & Co |
|
|
69,930 |
|
|
|
1,563 |
|
Pfizer Inc |
|
|
241,235 |
|
|
|
6,998 |
|
Regeneron Pharmaceuticals Inc * |
|
|
263 |
|
|
|
312 |
|
ResMed Inc |
|
|
13,119 |
|
|
|
3,214 |
|
Royalty Pharma PLC, Cl A |
|
|
77,600 |
|
|
|
2,253 |
|
Sanofi SA ADR |
|
|
41,490 |
|
|
|
2,334 |
|
Sarepta Therapeutics Inc * |
|
|
9,502 |
|
|
|
1,290 |
|
STERIS PLC |
|
|
21,381 |
|
|
|
5,155 |
|
Stryker Corp |
|
|
11,606 |
|
|
|
4,183 |
|
Teleflex Inc |
|
|
4,775 |
|
|
|
1,171 |
|
Tenet Healthcare Corp * |
|
|
22,297 |
|
|
|
3,698 |
|
Thermo Fisher Scientific Inc |
|
|
1,380 |
|
|
|
849 |
|
UnitedHealth Group Inc |
|
|
32,945 |
|
|
|
19,444 |
|
Universal Health Services Inc, Cl B |
|
|
27,290 |
|
|
|
6,494 |
|
Veeva Systems Inc, Cl A * |
|
|
4,251 |
|
|
|
920 |
|
Vertex Pharmaceuticals Inc * |
|
|
650 |
|
|
|
322 |
|
Viatris Inc |
|
|
204,540 |
|
|
|
2,471 |
|
Zoetis Inc, Cl A |
|
|
48,404 |
|
|
|
8,882 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
155,113 |
|
Industrials — 8.7% |
|
|
|
|
3M Co |
|
|
28,796 |
|
|
|
3,879 |
|
AerCap Holdings NV |
|
|
46,110 |
|
|
|
4,492 |
|
AGCO Corp |
|
|
877 |
|
|
|
80 |
|
Allison Transmission Holdings Inc |
|
|
25,553 |
|
|
|
2,370 |
|
Automatic Data Processing Inc |
|
|
26,902 |
|
|
|
7,423 |
|
Axon Enterprise Inc * |
|
|
1,017 |
|
|
|
371 |
|
Boeing Co/The * |
|
|
17,099 |
|
|
|
2,971 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
4,699 |
|
|
|
746 |
|
Carrier Global Corp |
|
|
13,214 |
|
|
|
962 |
|
Chart Industries Inc * |
|
|
17,650 |
|
|
|
2,160 |
|
Cintas Corp |
|
|
6,449 |
|
|
|
5,192 |
|
Core & Main Inc, Cl A * |
|
|
51,087 |
|
|
|
2,454 |
|
Cummins Inc |
|
|
5,022 |
|
|
|
1,571 |
|
Delta Air Lines Inc |
|
|
100,800 |
|
|
|
4,283 |
|
Eaton Corp PLC |
|
|
12,456 |
|
|
|
3,823 |
|
Equifax Inc |
|
|
7,180 |
|
|
|
2,205 |
|
Expeditors International of Washington Inc |
|
|
2,243 |
|
|
|
277 |
|
FedEx Corp |
|
|
18,383 |
|
|
|
5,492 |
|
Ferguson Enterprises Inc |
|
|
4,160 |
|
|
|
856 |
|
General Electric Co |
|
|
38,011 |
|
|
|
6,638 |
|
Honeywell International Inc |
|
|
4,411 |
|
|
|
917 |
|
Kirby Corp * |
|
|
17,153 |
|
|
|
2,057 |
|
L3Harris Technologies Inc |
|
|
4,430 |
|
|
|
1,048 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lockheed Martin Corp |
|
|
6,728 |
|
|
$ |
3,822 |
|
Masco Corp |
|
|
23,559 |
|
|
|
1,874 |
|
Northrop Grumman Corp |
|
|
6,729 |
|
|
|
3,521 |
|
Old Dominion Freight Line Inc |
|
|
18,327 |
|
|
|
3,533 |
|
Otis Worldwide Corp |
|
|
52,317 |
|
|
|
4,954 |
|
Paycom Software Inc |
|
|
4,397 |
|
|
|
716 |
|
RTX Corp |
|
|
49,410 |
|
|
|
6,094 |
|
SS&C Technologies Holdings Inc |
|
|
2,894 |
|
|
|
217 |
|
Textron Inc |
|
|
3,002 |
|
|
|
274 |
|
Trane Technologies PLC |
|
|
12,161 |
|
|
|
4,398 |
|
TransUnion |
|
|
33,079 |
|
|
|
3,202 |
|
United Airlines Holdings Inc * |
|
|
20,797 |
|
|
|
916 |
|
United Rentals Inc |
|
|
974 |
|
|
|
722 |
|
Verisk Analytics Inc, Cl A |
|
|
8,297 |
|
|
|
2,264 |
|
Vertiv Holdings Co, Cl A |
|
|
28,777 |
|
|
|
2,389 |
|
Waste Connections Inc |
|
|
39,786 |
|
|
|
7,420 |
|
WESCO International Inc |
|
|
14,214 |
|
|
|
2,351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
110,934 |
|
Information Technology — 24.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
10,676 |
|
|
|
3,651 |
|
Adobe Inc * |
|
|
3,519 |
|
|
|
2,021 |
|
Advanced Micro Devices Inc * |
|
|
1,371 |
|
|
|
204 |
|
Apple Inc |
|
|
319,047 |
|
|
|
73,062 |
|
Applied Materials Inc |
|
|
19,338 |
|
|
|
3,815 |
|
Arista Networks Inc * |
|
|
6,172 |
|
|
|
2,181 |
|
Atlassian Corp, Cl A * |
|
|
18,307 |
|
|
|
3,032 |
|
Autodesk Inc * |
|
|
6,535 |
|
|
|
1,689 |
|
BILL Holdings Inc * |
|
|
2,768 |
|
|
|
151 |
|
Broadcom Inc |
|
|
124,115 |
|
|
|
20,208 |
|
Cadence Design Systems Inc * |
|
|
914 |
|
|
|
246 |
|
CDW Corp/DE |
|
|
19,815 |
|
|
|
4,471 |
|
Ciena Corp * |
|
|
24,284 |
|
|
|
1,400 |
|
Cisco Systems Inc |
|
|
57,202 |
|
|
|
2,891 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
1,814 |
|
|
|
503 |
|
Datadog Inc, Cl A * |
|
|
6,072 |
|
|
|
706 |
|
Dell Technologies Inc, Cl C |
|
|
9,665 |
|
|
|
1,117 |
|
DocuSign Inc, Cl A * |
|
|
30,837 |
|
|
|
1,826 |
|
Dropbox Inc, Cl A * |
|
|
28,091 |
|
|
|
706 |
|
Fair Isaac Corp * |
|
|
579 |
|
|
|
1,002 |
|
Fortinet Inc * |
|
|
12,538 |
|
|
|
962 |
|
Gartner Inc * |
|
|
3,112 |
|
|
|
1,531 |
|
GoDaddy Inc, Cl A * |
|
|
4,547 |
|
|
|
761 |
|
Guidewire Software Inc * |
|
|
8,690 |
|
|
|
1,293 |
|
Hewlett Packard Enterprise Co |
|
|
88,876 |
|
|
|
1,721 |
|
Intel Corp |
|
|
214,479 |
|
|
|
4,727 |
|
International Business Machines Corp |
|
|
9,665 |
|
|
|
1,953 |
|
Intuit Inc |
|
|
23,430 |
|
|
|
14,767 |
|
Jabil Inc |
|
|
17,494 |
|
|
|
1,912 |
|
KLA Corp |
|
|
6,399 |
|
|
|
5,243 |
|
Kyndryl Holdings Inc * |
|
|
73,101 |
|
|
|
1,732 |
|
Lam Research Corp |
|
|
5,308 |
|
|
|
4,358 |
|
Lattice Semiconductor Corp * |
|
|
259 |
|
|
|
12 |
|
Micron Technology Inc |
|
|
12,510 |
|
|
|
1,204 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Microsoft Corp |
|
|
147,825 |
|
|
$ |
61,664 |
|
Monolithic Power Systems Inc |
|
|
4,682 |
|
|
|
4,376 |
|
Motorola Solutions Inc |
|
|
18,379 |
|
|
|
8,124 |
|
NetApp Inc |
|
|
18,516 |
|
|
|
2,235 |
|
Nutanix Inc, Cl A * |
|
|
49,468 |
|
|
|
3,126 |
|
NVIDIA Corp |
|
|
247,593 |
|
|
|
29,555 |
|
Okta Inc, Cl A * |
|
|
16,702 |
|
|
|
1,315 |
|
ON Semiconductor Corp * |
|
|
40,540 |
|
|
|
3,157 |
|
Oracle Corp |
|
|
2,667 |
|
|
|
377 |
|
QUALCOMM Inc |
|
|
29,863 |
|
|
|
5,235 |
|
Salesforce Inc |
|
|
20,822 |
|
|
|
5,266 |
|
ServiceNow Inc * |
|
|
6,161 |
|
|
|
5,268 |
|
Smartsheet Inc, Cl A * |
|
|
43,770 |
|
|
|
2,136 |
|
Synopsys Inc * |
|
|
212 |
|
|
|
110 |
|
Teradyne Inc |
|
|
1,773 |
|
|
|
242 |
|
Twilio Inc, Cl A * |
|
|
18,512 |
|
|
|
1,162 |
|
UiPath Inc, Cl A * |
|
|
232,481 |
|
|
|
2,994 |
|
Vontier Corp |
|
|
65,410 |
|
|
|
2,291 |
|
Workday Inc, Cl A * |
|
|
12,536 |
|
|
|
3,299 |
|
Zebra Technologies Corp, Cl A * |
|
|
4,660 |
|
|
|
1,609 |
|
Zoom Video Communications Inc, Cl A * |
|
|
41,903 |
|
|
|
2,895 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
313,494 |
|
Materials — 2.2% |
|
|
|
|
Alcoa Corp |
|
|
24,283 |
|
|
|
779 |
|
Avery Dennison Corp |
|
|
12,055 |
|
|
|
2,674 |
|
Crown Holdings Inc |
|
|
26,830 |
|
|
|
2,426 |
|
DuPont de Nemours Inc |
|
|
6,044 |
|
|
|
509 |
|
Ecolab Inc |
|
|
7,718 |
|
|
|
1,954 |
|
FMC Corp |
|
|
62,690 |
|
|
|
4,049 |
|
Freeport-McMoRan Inc, Cl B |
|
|
76,413 |
|
|
|
3,384 |
|
International Flavors & Fragrances Inc |
|
|
4,317 |
|
|
|
449 |
|
PPG Industries Inc |
|
|
15,489 |
|
|
|
2,009 |
|
Reliance Inc |
|
|
14,724 |
|
|
|
4,221 |
|
Sherwin-Williams Co/The |
|
|
15,382 |
|
|
|
5,682 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,136 |
|
Real Estate — 2.3% |
|
|
|
|
Brixmor Property Group Inc ‡ |
|
|
92,164 |
|
|
|
2,524 |
|
CBRE Group Inc, Cl A * |
|
|
3,923 |
|
|
|
452 |
|
Equinix Inc ‡ |
|
|
5,639 |
|
|
|
4,705 |
|
Howard Hughes Holdings Inc * |
|
|
21,390 |
|
|
|
1,609 |
|
Invitation Homes Inc ‡ |
|
|
77,307 |
|
|
|
2,848 |
|
Iron Mountain Inc ‡ |
|
|
34,570 |
|
|
|
3,915 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
14,680 |
|
|
|
1,846 |
|
Omega Healthcare Investors Inc ‡ |
|
|
22,375 |
|
|
|
885 |
|
Simon Property Group Inc ‡ |
|
|
1,342 |
|
|
|
225 |
|
Ventas Inc ‡ |
|
|
51,684 |
|
|
|
3,210 |
|
Welltower Inc ‡ |
|
|
57,434 |
|
|
|
6,931 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,150 |
|
Utilities — 2.9% |
|
|
|
|
Brookfield Infrastructure Partners LP |
|
|
19,479 |
|
|
|
626 |
|
Constellation Energy Corp |
|
|
11,552 |
|
|
|
2,272 |
|
Dominion Energy Inc |
|
|
61,982 |
|
|
|
3,465 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Edison International |
|
|
48,710 |
|
|
$ |
4,239 |
|
Entergy Corp |
|
|
18,168 |
|
|
|
2,193 |
|
Exelon Corp |
|
|
83,320 |
|
|
|
3,174 |
|
FirstEnergy Corp |
|
|
80,520 |
|
|
|
3,537 |
|
National Fuel Gas Co |
|
|
14,181 |
|
|
|
848 |
|
NextEra Energy Inc |
|
|
61,403 |
|
|
|
4,944 |
|
NRG Energy Inc |
|
|
63,220 |
|
|
|
5,374 |
|
PG&E Corp |
|
|
172,961 |
|
|
|
3,407 |
|
Talen Energy Corp * |
|
|
1,105 |
|
|
|
165 |
|
Xcel Energy Inc |
|
|
52,200 |
|
|
|
3,196 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,440 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $840,967) ($ Thousands) |
|
|
|
|
|
|
1,191,400 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION — 2.2% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
5.020%, 11/29/2024 (A) |
|
$ |
29,000 |
|
|
|
28,652 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $28,645) ($ Thousands) |
|
|
28,652 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 4.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
54,695,413 |
|
|
|
54,695 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $54,695) ($ Thousands) |
|
|
|
|
|
|
54,695 |
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $924,307) ($ Thousands) |
|
$ |
1,274,747 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
130 |
|
|
|
Sep-2024 |
|
|
$ |
36,066 |
|
|
$ |
36,797 |
|
|
$ |
731 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open OTC Swap agreement held by the Fund at August 31, 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 |
|
|
|
35,667 |
|
|
$ |
45 |
|
|
$ |
– |
|
|
$ |
45 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
45 |
|
|
$ |
– |
|
|
$ |
45 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Continued)
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of August 31, 2024:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
202,507 |
|
NVIDIA CORP |
|
$ |
24,880 |
|
|
$ |
24,173 |
|
|
|
69.8 |
% |
| |
|
91,480 |
|
ALPHABET INC |
|
|
14,766 |
|
|
|
14,946 |
|
|
|
41.4 |
|
| |
|
58,926 |
|
AMAZON.COM INC |
|
|
10,465 |
|
|
|
10,518 |
|
|
|
29.3 |
|
| |
|
964 |
|
BOOKING HOLDINGS INC |
|
|
3,504 |
|
|
|
3,768 |
|
|
|
9.8 |
|
| |
|
32,940 |
|
COLGATE-PALMOLIVE CO |
|
|
3,341 |
|
|
|
3,508 |
|
|
|
9.4 |
|
| |
|
38,897 |
|
EDISON INTERNATIONAL |
|
|
3,239 |
|
|
|
3,385 |
|
|
|
9.1 |
|
| |
|
57,287 |
|
WELLS FARGO & CO |
|
|
3,126 |
|
|
|
3,350 |
|
|
|
8.8 |
|
| |
|
19,389 |
|
SIMON PROPERTY GROUP INC |
|
|
3,061 |
|
|
|
3,245 |
|
|
|
8.6 |
|
| |
|
24,284 |
|
PULTEGROUP INC |
|
|
2,975 |
|
|
|
3,197 |
|
|
|
8.3 |
|
| |
|
20,967 |
|
EXPEDIA GROUP INC |
|
|
2,772 |
|
|
|
2,916 |
|
|
|
7.8 |
|
| |
|
84,535 |
|
NEWS CORP |
|
|
2,331 |
|
|
|
2,395 |
|
|
|
6.5 |
|
| |
|
88,462 |
|
DROPBOX INC |
|
|
2,017 |
|
|
|
2,224 |
|
|
|
5.7 |
|
| |
|
30,036 |
|
PURE STORAGE INC |
|
|
1,873 |
|
|
|
1,541 |
|
|
|
5.3 |
|
| |
|
21,436 |
|
MEDTRONIC PLC |
|
|
1,793 |
|
|
|
1,899 |
|
|
|
5.0 |
|
| |
|
2,053 |
|
BLACKROCK INC |
|
|
1,789 |
|
|
|
1,851 |
|
|
|
5.0 |
|
| |
|
29,537 |
|
US FOODS HOLDING CORP |
|
|
1,688 |
|
|
|
1,749 |
|
|
|
4.7 |
|
| |
|
3,302 |
|
S&P GLOBAL INC |
|
|
1,628 |
|
|
|
1,695 |
|
|
|
4.6 |
|
| |
|
18,265 |
|
TEXTRON INC |
|
|
1,604 |
|
|
|
1,666 |
|
|
|
4.5 |
|
| |
|
72,559 |
|
HEWLETT PACKARD ENTERPRISE CO |
|
|
1,361 |
|
|
|
1,405 |
|
|
|
3.8 |
|
| |
|
19,774 |
|
INCYTE CORP |
|
|
1,225 |
|
|
|
1,298 |
|
|
|
3.4 |
|
| |
|
15,521 |
|
PERFORMANCE FOOD GROUP CO |
|
|
1,135 |
|
|
|
1,158 |
|
|
|
3.2 |
|
| |
|
12,671 |
|
AGCO CORP |
|
|
1,127 |
|
|
|
1,154 |
|
|
|
3.2 |
|
| |
|
57,427 |
|
LIBERTY GLOBAL LTD |
|
|
1,108 |
|
|
|
1,130 |
|
|
|
3.1 |
|
| |
|
617 |
|
FAIR ISAAC CORP |
|
|
1,079 |
|
|
|
1,068 |
|
|
|
3.0 |
|
| |
|
2,808 |
|
HCA HEALTHCARE INC |
|
|
1,055 |
|
|
|
1,111 |
|
|
|
3.0 |
|
| |
|
46,547 |
|
AT&T INC |
|
|
921 |
|
|
|
926 |
|
|
|
2.6 |
|
| |
|
24,474 |
|
PBF ENERGY INC |
|
|
897 |
|
|
|
834 |
|
|
|
2.5 |
|
| |
|
6,801 |
|
WELLTOWER INC |
|
|
791 |
|
|
|
821 |
|
|
|
2.2 |
|
| |
|
9,993 |
|
MASCO CORP |
|
|
770 |
|
|
|
795 |
|
|
|
2.2 |
|
| |
|
2,388 |
|
EQUIFAX INC |
|
|
712 |
|
|
|
733 |
|
|
|
2.0 |
|
| |
|
2,718 |
|
TELEFLEX INC |
|
|
648 |
|
|
|
666 |
|
|
|
1.8 |
|
| |
|
5,319 |
|
MERCK & CO INC |
|
|
603 |
|
|
|
630 |
|
|
|
1.7 |
|
| |
|
5,219 |
|
POPULAR INC |
|
|
525 |
|
|
|
535 |
|
|
|
1.5 |
|
| |
|
1,974 |
|
ALNYLAM PHARMACEUTICALS INC |
|
|
525 |
|
|
|
519 |
|
|
|
1.5 |
|
| |
|
532 |
|
ELI LILLY & CO |
|
|
505 |
|
|
|
511 |
|
|
|
1.4 |
|
| |
|
3,468 |
|
ORACLE CORP |
|
|
475 |
|
|
|
490 |
|
|
|
1.3 |
|
| |
|
4,198 |
|
DELL TECHNOLOGIES INC |
|
|
463 |
|
|
|
485 |
|
|
|
1.3 |
|
| |
|
7,221 |
|
TAYLOR MORRISON HOME CORPORATION |
|
|
448 |
|
|
|
486 |
|
|
|
1.3 |
|
| |
|
9,463 |
|
OVINTIV INC |
|
|
412 |
|
|
|
405 |
|
|
|
1.2 |
|
| |
|
3,704 |
|
JABIL INC |
|
|
399 |
|
|
|
405 |
|
|
|
1.1 |
|
| |
|
885 |
|
BERKSHIRE HATHAWAY INC |
|
|
390 |
|
|
|
421 |
|
|
|
1.1 |
|
| |
|
3,101 |
|
PPG INDUSTRIES INC |
|
|
379 |
|
|
|
402 |
|
|
|
1.1 |
|
| |
|
8,960 |
|
OMEGA HEALTHCARE INVESTORS INC |
|
|
338 |
|
|
|
354 |
|
|
|
0.9 |
|
| |
|
2,118 |
|
WESCO INTERNATIONAL INC |
|
|
337 |
|
|
|
350 |
|
|
|
0.9 |
|
| |
|
2,360 |
|
NEUROCRINE BIOSCIENCES INC |
|
|
300 |
|
|
|
300 |
|
|
|
0.8 |
|
| |
|
10,242 |
|
FRONTIER COMMUNICATIONS PARENT INC |
|
|
294 |
|
|
|
295 |
|
|
|
0.8 |
|
| |
|
16,704 |
|
NORWEGIAN CRUISE LINE HOLDINGS LTD |
|
|
285 |
|
|
|
299 |
|
|
|
0.8 |
|
| |
|
4,894 |
|
NUTANIX INC |
|
|
254 |
|
|
|
309 |
|
|
|
0.7 |
|
| |
|
10,225 |
|
MGIC INVESTMENT CORP |
|
|
250 |
|
|
|
260 |
|
|
|
0.7 |
|
| |
|
1,503 |
|
INTERCONTINENTAL EXCHANGE INC |
|
|
242 |
|
|
|
243 |
|
|
|
0.7 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Continued)
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(25,581 |
) |
CF INDUSTRIES HOLDINGS INC |
|
$ |
(2,044 |
) |
|
$ |
(2,126 |
) |
|
|
(5.7 |
)% |
| |
|
(5,697 |
) |
POOL CORP |
|
|
(1,978 |
) |
|
|
(2,003 |
) |
|
|
(5.5 |
) |
| |
|
(46,503 |
) |
CELSIUS HOLDINGS INC |
|
|
(1,897 |
) |
|
|
(1,769 |
) |
|
|
(5.3 |
) |
| |
|
(177,207 |
) |
WALGREENS BOOTS ALLIANCE INC |
|
|
(1,894 |
) |
|
|
(1,639 |
) |
|
|
(5.3 |
) |
| |
|
(15,836 |
) |
ENPHASE ENERGY INC |
|
|
(1,871 |
) |
|
|
(1,917 |
) |
|
|
(5.2 |
) |
| |
|
(17,302 |
) |
FLOOR & DECOR HOLDINGS INC |
|
|
(1,832 |
) |
|
|
(1,945 |
) |
|
|
(5.1 |
) |
| |
|
(24,503 |
) |
COSTAR GROUP INC |
|
|
(1,830 |
) |
|
|
(1,894 |
) |
|
|
(5.1 |
) |
| |
|
(92,461 |
) |
ROBINHOOD MARKETS INC |
|
|
(1,819 |
) |
|
|
(1,860 |
) |
|
|
(5.1 |
) |
| |
|
(15,154 |
) |
EXPEDITORS INTERNATIONAL OF WASHINGTON |
|
|
(1,816 |
) |
|
|
(1,870 |
) |
|
|
(5.1 |
) |
| |
|
(108,418 |
) |
UNITY SOFTWARE INC |
|
|
(1,806 |
) |
|
|
(1,775 |
) |
|
|
(5.1 |
) |
| |
|
(178,779 |
) |
AMERICAN AIRLINES GROUP INC |
|
|
(1,804 |
) |
|
|
(1,899 |
) |
|
|
(5.1 |
) |
| |
|
(3,729 |
) |
KINSALE CAPITAL GROUP INC |
|
|
(1,801 |
) |
|
|
(1,831 |
) |
|
|
(5.0 |
) |
| |
|
(7,747 |
) |
FIRST SOLAR INC |
|
|
(1,780 |
) |
|
|
(1,761 |
) |
|
|
(5.0 |
) |
| |
|
(10,979 |
) |
REPLIGEN CORP |
|
|
(1,773 |
) |
|
|
(1,657 |
) |
|
|
(5.0 |
) |
| |
|
(7,308 |
) |
FABRINET BEARER |
|
|
(1,691 |
) |
|
|
(1,781 |
) |
|
|
(4.7 |
) |
| |
|
(4,211 |
) |
MEDPACE HOLDINGS INC |
|
|
(1,617 |
) |
|
|
(1,496 |
) |
|
|
(4.5 |
) |
| |
|
(35,996 |
) |
WAYFAIR INC |
|
|
(1,585 |
) |
|
|
(1,532 |
) |
|
|
(4.4 |
) |
| |
|
(7,757 |
) |
CHARLES RIVER LABORATORIES INTERNATIONAL INC |
|
|
(1,565 |
) |
|
|
(1,534 |
) |
|
|
(4.4 |
) |
| |
|
(21,511 |
) |
AGREE REALTY CORP |
|
|
(1,544 |
) |
|
|
(1,571 |
) |
|
|
(4.3 |
) |
| |
|
(19,255 |
) |
WESTERN ALLIANCE BANCORP |
|
|
(1,488 |
) |
|
|
(1,573 |
) |
|
|
(4.2 |
) |
| |
|
(11,010 |
) |
FRESHPET INC |
|
|
(1,482 |
) |
|
|
(1,497 |
) |
|
|
(4.2 |
) |
| |
|
(23,902 |
) |
FIRST INDUSTRIAL REALTY TRUST INC |
|
|
(1,348 |
) |
|
|
(1,356 |
) |
|
|
(3.8 |
) |
| |
|
(11,054 |
) |
CHART INDUSTRIES INC |
|
|
(1,265 |
) |
|
|
(1,353 |
) |
|
|
(3.5 |
) |
| |
|
(4,357 |
) |
RBC BEARINGS INC |
|
|
(1,262 |
) |
|
|
(1,298 |
) |
|
|
(3.5 |
) |
| |
|
(5,875 |
) |
ASPEN TECHNOLOGY INC |
|
|
(1,253 |
) |
|
|
(1,376 |
) |
|
|
(3.5 |
) |
| |
|
(6,572 |
) |
HEICO CORP |
|
|
(1,230 |
) |
|
|
(1,315 |
) |
|
|
(3.4 |
) |
| |
|
(37,880 |
) |
DUTCH BROS INC |
|
|
(1,222 |
) |
|
|
(1,174 |
) |
|
|
(3.4 |
) |
| |
|
(13,553 |
) |
PINNACLE FINANCIAL PARTNERS INC |
|
|
(1,221 |
) |
|
|
(1,349 |
) |
|
|
(3.4 |
) |
| |
|
(110,482 |
) |
CCC INTELLIGENT SOLUTIONS HOLDINGS INC |
|
|
(1,185 |
) |
|
|
(1,191 |
) |
|
|
(3.3 |
) |
| |
|
(29,144 |
) |
FIFTH THIRD BANCORP |
|
|
(1,170 |
) |
|
|
(1,244 |
) |
|
|
(3.3 |
) |
| |
|
(2,482 |
) |
ERIE INDEMNITY CO |
|
|
(1,164 |
) |
|
|
(1,261 |
) |
|
|
(3.3 |
) |
| |
|
(106,346 |
) |
AMCOR PLC |
|
|
(1,156 |
) |
|
|
(1,217 |
) |
|
|
(3.2 |
) |
| |
|
(7,488 |
) |
HOULIHAN LOKEY INC |
|
|
(1,134 |
) |
|
|
(1,173 |
) |
|
|
(3.2 |
) |
| |
|
(17,891 |
) |
COMMERCE BANCSHARES INC |
|
|
(1,096 |
) |
|
|
(1,144 |
) |
|
|
(3.1 |
) |
| |
|
(10,164 |
) |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC |
|
|
(1,077 |
) |
|
|
(1,110 |
) |
|
|
(3.0 |
) |
| |
|
(11,721 |
) |
SOUTHSTATE CORPORATION |
|
|
(1,055 |
) |
|
|
(1,138 |
) |
|
|
(3.0 |
) |
| |
|
(5,126 |
) |
SPS COMMERCE INC |
|
|
(1,014 |
) |
|
|
(1,024 |
) |
|
|
(2.8 |
) |
| |
|
(6,652 |
) |
GENERAC HOLDINGS INC |
|
|
(993 |
) |
|
|
(1,041 |
) |
|
|
(2.8 |
) |
| |
|
(6,460 |
) |
RLI CORP |
|
|
(962 |
) |
|
|
(995 |
) |
|
|
(2.7 |
) |
| |
|
(5,318 |
) |
NOVANTA INC |
|
|
(959 |
) |
|
|
(975 |
) |
|
|
(2.7 |
) |
| |
|
(12,682 |
) |
FIVE BELOW INC |
|
|
(958 |
) |
|
|
(957 |
) |
|
|
(2.7 |
) |
| |
|
(234,401 |
) |
AURORA INNOVATION INC |
|
|
(872 |
) |
|
|
(1,095 |
) |
|
|
(2.4 |
) |
| |
|
(19,670 |
) |
ESSENTIAL UTILITIES INC |
|
|
(779 |
) |
|
|
(767 |
) |
|
|
(2.2 |
) |
| |
|
(9,090 |
) |
VAXCYTE INC |
|
|
(713 |
) |
|
|
(734 |
) |
|
|
(2.0 |
) |
| |
|
(1,223 |
) |
TYLER TECHNOLOGIES INC |
|
|
(712 |
) |
|
|
(719 |
) |
|
|
(2.0 |
) |
| |
|
(61,599 |
) |
ROIVANT SCIENCES LIMITED |
|
|
(699 |
) |
|
|
(753 |
) |
|
|
(2.0 |
) |
| |
|
(5,064 |
) |
BLACKSTONE INC |
|
|
(691 |
) |
|
|
(721 |
) |
|
|
(1.9 |
) |
| |
|
(10,192 |
) |
TERRENO REALTY CORP |
|
|
(691 |
) |
|
|
(704 |
) |
|
|
(1.9 |
) |
| |
|
(15,894 |
) |
REVOLUTION MEDICINES INC |
|
|
(691 |
) |
|
|
(678 |
) |
|
|
(1.9 |
) |
| |
|
(1,766 |
) |
SAIA INC |
|
|
(681 |
) |
|
|
(664 |
) |
|
|
(1.9 |
) |
| |
|
(4,411 |
) |
SPX TECHNOLOGIES INC |
|
|
(677 |
) |
|
|
(720 |
) |
|
|
(1.9 |
) |
| |
|
(2,747 |
) |
MADRIGAL PHARMACEUTICALS INC |
|
|
(673 |
) |
|
|
(679 |
) |
|
|
(1.9 |
) |
| |
|
(1,054 |
) |
SUPER MICRO COMPUTER INC |
|
|
(648 |
) |
|
|
(461 |
) |
|
|
(1.8 |
) |
| |
|
(10,463 |
) |
VIKING THERAPEUTICS INC |
|
|
(599 |
) |
|
|
(671 |
) |
|
|
(1.7 |
) |
| |
|
(16,784 |
) |
DRAFTKINGS INC |
|
|
(573 |
) |
|
|
(579 |
) |
|
|
(1.6 |
) |
| |
|
(14,115 |
) |
SUMMIT MATERIALS INC |
|
|
(556 |
) |
|
|
(572 |
) |
|
|
(1.6 |
) |
| |
|
(14,620 |
) |
FIRST FINANCIAL BANKSHARES INC |
|
|
(517 |
) |
|
|
(535 |
) |
|
|
(1.5 |
) |
| |
|
(6,385 |
) |
INTRA-CELLULAR THERAPIES INC |
|
|
(480 |
) |
|
|
(468 |
) |
|
|
(1.3 |
) |
| |
|
(2,691 |
) |
AUTONATION INC |
|
|
(468 |
) |
|
|
(479 |
) |
|
|
(1.3 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Disciplined Equity Fund (Concluded)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(15,781 |
) |
AST SPACEMOBILE INC |
|
$ |
(463 |
) |
|
$ |
(458 |
) |
|
|
(1.3 |
)% |
| |
|
(2,612 |
) |
PNC FINANCIAL SERVICES GROUP INC |
|
|
(450 |
) |
|
|
(483 |
) |
|
|
(1.3 |
) |
| |
|
(2,908 |
) |
AMERICAN WATER WORKS CO INC |
|
|
(413 |
) |
|
|
(416 |
) |
|
|
(1.2 |
) |
| |
|
(5,026 |
) |
LOAR HOLDINGS INC |
|
|
(354 |
) |
|
|
(373 |
) |
|
|
(1.0 |
) |
|
Percentages are based on Net Assets of $1,278,637 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
29,003 |
|
|
|
100,902 |
|
|
|
(75,210 |
) |
|
|
— |
|
|
|
— |
|
|
|
54,695 |
|
|
|
382 |
|
|
|
— |
|
Totals |
|
$ |
29,005 |
|
|
$ |
100,902 |
|
|
$ |
(75,212 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
54,695 |
|
|
$ |
382 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.3% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
201,460 |
|
|
$ |
32,914 |
|
Alphabet Inc, Cl C |
|
|
168,880 |
|
|
|
27,884 |
|
AT&T Inc |
|
|
247,885 |
|
|
|
4,933 |
|
Charter Communications Inc, Cl A * |
|
|
3,197 |
|
|
|
1,111 |
|
Comcast Corp, Cl A |
|
|
133,350 |
|
|
|
5,277 |
|
Electronic Arts Inc |
|
|
9,065 |
|
|
|
1,376 |
|
Fox Corp |
|
|
12,027 |
|
|
|
484 |
|
Frontier Communications Parent Inc * |
|
|
8,300 |
|
|
|
239 |
|
GCI Liberty - Escrow * |
|
|
4,949 |
|
|
|
— |
|
IAC Inc * |
|
|
2,232 |
|
|
|
118 |
|
Interpublic Group of Cos Inc/The |
|
|
12,845 |
|
|
|
419 |
|
Iridium Communications Inc |
|
|
5,300 |
|
|
|
137 |
|
Liberty Broadband Corp, Cl A * |
|
|
80 |
|
|
|
5 |
|
Liberty Broadband Corp, Cl C * |
|
|
3,678 |
|
|
|
229 |
|
Liberty Global Ltd, Cl A * |
|
|
6,100 |
|
|
|
118 |
|
Liberty Global PLC * |
|
|
6,300 |
|
|
|
124 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
1,200 |
|
|
|
85 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
7,300 |
|
|
|
570 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
731 |
|
|
|
29 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
1,892 |
|
|
|
76 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
6,321 |
|
|
|
151 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
2,720 |
|
|
|
65 |
|
Live Nation Entertainment Inc * |
|
|
5,100 |
|
|
|
498 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
486 |
|
|
|
102 |
|
Match Group Inc * |
|
|
8,996 |
|
|
|
335 |
|
Meta Platforms Inc, Cl A |
|
|
75,100 |
|
|
|
39,150 |
|
Netflix Inc * |
|
|
14,700 |
|
|
|
10,310 |
|
New York Times Co/The, Cl A |
|
|
5,400 |
|
|
|
297 |
|
News Corp |
|
|
3,200 |
|
|
|
94 |
|
News Corp, Cl A |
|
|
12,946 |
|
|
|
367 |
|
Nexstar Media Group Inc, Cl A |
|
|
1,000 |
|
|
|
171 |
|
Omnicom Group Inc |
|
|
6,644 |
|
|
|
667 |
|
Paramount Global, Cl A |
|
|
715 |
|
|
|
16 |
|
Paramount Global, Cl B |
|
|
22,586 |
|
|
|
236 |
|
Pinterest Inc, Cl A * |
|
|
21,000 |
|
|
|
673 |
|
Playtika Holding Corp |
|
|
1,405 |
|
|
|
11 |
|
ROBLOX Corp, Cl A * |
|
|
17,400 |
|
|
|
765 |
|
Roku Inc, Cl A * |
|
|
4,300 |
|
|
|
291 |
|
Sirius XM Holdings Inc |
|
|
29,200 |
|
|
|
96 |
|
Spotify Technology SA * |
|
|
5,000 |
|
|
|
1,714 |
|
Take-Two Interactive Software Inc * |
|
|
5,935 |
|
|
|
960 |
|
TKO Group Holdings Inc, Cl A |
|
|
2,500 |
|
|
|
296 |
|
T-Mobile US Inc |
|
|
16,592 |
|
|
|
3,297 |
|
Trade Desk Inc/The, Cl A * |
|
|
15,000 |
|
|
|
1,568 |
|
TripAdvisor Inc * |
|
|
5,167 |
|
|
|
75 |
|
Trump Media & Technology Group Corp * |
|
|
2,100 |
|
|
|
41 |
|
Verizon Communications Inc |
|
|
144,376 |
|
|
|
6,032 |
|
Walt Disney Co/The |
|
|
62,950 |
|
|
|
5,689 |
|
Warner Bros Discovery Inc * |
|
|
84,836 |
|
|
|
665 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ZoomInfo Technologies Inc, Cl A * |
|
|
12,100 |
|
|
$ |
120 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
150,880 |
|
Consumer Discretionary — 9.7% |
|
|
|
|
ADT Inc |
|
|
5,483 |
|
|
|
40 |
|
Advance Auto Parts Inc |
|
|
2,208 |
|
|
|
100 |
|
Airbnb Inc, Cl A * |
|
|
15,100 |
|
|
|
1,771 |
|
Amazon.com Inc * |
|
|
318,440 |
|
|
|
56,842 |
|
Amer Sports Inc * |
|
|
4,400 |
|
|
|
60 |
|
Aptiv PLC * |
|
|
9,000 |
|
|
|
644 |
|
Aramark |
|
|
8,900 |
|
|
|
326 |
|
AutoNation Inc * |
|
|
832 |
|
|
|
148 |
|
AutoZone Inc * |
|
|
579 |
|
|
|
1,842 |
|
Bath & Body Works Inc |
|
|
7,557 |
|
|
|
233 |
|
Best Buy Co Inc |
|
|
7,147 |
|
|
|
718 |
|
Birkenstock Holding Plc * |
|
|
1,000 |
|
|
|
50 |
|
Booking Holdings Inc |
|
|
1,178 |
|
|
|
4,605 |
|
BorgWarner Inc |
|
|
7,764 |
|
|
|
265 |
|
Boyd Gaming Corp |
|
|
2,400 |
|
|
|
144 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,900 |
|
|
|
267 |
|
Brunswick Corp/DE |
|
|
2,300 |
|
|
|
182 |
|
Burlington Stores Inc * |
|
|
2,300 |
|
|
|
617 |
|
Caesars Entertainment Inc * |
|
|
7,200 |
|
|
|
271 |
|
Capri Holdings Ltd * |
|
|
3,900 |
|
|
|
139 |
|
CarMax Inc * |
|
|
5,760 |
|
|
|
487 |
|
Carnival Corp, Cl A * |
|
|
34,000 |
|
|
|
561 |
|
Carter's Inc |
|
|
1,400 |
|
|
|
92 |
|
Carvana Co, Cl A * |
|
|
3,600 |
|
|
|
542 |
|
Cava Group Inc * |
|
|
1,900 |
|
|
|
217 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
46,950 |
|
|
|
2,633 |
|
Choice Hotels International Inc |
|
|
884 |
|
|
|
113 |
|
Churchill Downs Inc |
|
|
2,500 |
|
|
|
347 |
|
Columbia Sportswear Co |
|
|
900 |
|
|
|
73 |
|
Coupang Inc, Cl A * |
|
|
39,300 |
|
|
|
871 |
|
Crocs Inc * |
|
|
2,100 |
|
|
|
307 |
|
Darden Restaurants Inc |
|
|
4,068 |
|
|
|
643 |
|
Deckers Outdoor Corp * |
|
|
900 |
|
|
|
863 |
|
Dick's Sporting Goods Inc |
|
|
1,858 |
|
|
|
440 |
|
Dillard's Inc, Cl A |
|
|
100 |
|
|
|
34 |
|
Domino's Pizza Inc |
|
|
1,200 |
|
|
|
497 |
|
DoorDash Inc, Cl A * |
|
|
11,700 |
|
|
|
1,506 |
|
DR Horton Inc |
|
|
9,968 |
|
|
|
1,882 |
|
DraftKings Inc, Cl A * |
|
|
15,800 |
|
|
|
545 |
|
Duolingo Inc, Cl A * |
|
|
1,300 |
|
|
|
276 |
|
Dutch Bros Inc, Cl A * |
|
|
3,400 |
|
|
|
105 |
|
eBay Inc |
|
|
16,911 |
|
|
|
1,000 |
|
Etsy Inc * |
|
|
4,300 |
|
|
|
237 |
|
Expedia Group Inc * |
|
|
4,322 |
|
|
|
601 |
|
Five Below Inc * |
|
|
2,200 |
|
|
|
166 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
3,600 |
|
|
|
405 |
|
Ford Motor Co |
|
|
133,984 |
|
|
|
1,499 |
|
GameStop Corp, Cl A * |
|
|
8,300 |
|
|
|
194 |
|
Gap Inc/The |
|
|
7,721 |
|
|
|
173 |
|
Garmin Ltd |
|
|
5,500 |
|
|
|
1,008 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
General Motors Co |
|
|
38,900 |
|
|
$ |
1,937 |
|
Gentex Corp |
|
|
7,764 |
|
|
|
243 |
|
Genuine Parts Co |
|
|
4,711 |
|
|
|
675 |
|
Grand Canyon Education Inc * |
|
|
1,200 |
|
|
|
174 |
|
H&R Block Inc |
|
|
4,725 |
|
|
|
299 |
|
Harley-Davidson Inc |
|
|
4,103 |
|
|
|
154 |
|
Hasbro Inc |
|
|
4,967 |
|
|
|
339 |
|
Hilton Worldwide Holdings Inc |
|
|
8,433 |
|
|
|
1,852 |
|
Home Depot Inc/The |
|
|
33,979 |
|
|
|
12,521 |
|
Hyatt Hotels Corp, Cl A |
|
|
1,700 |
|
|
|
258 |
|
Kohl's Corp |
|
|
5,319 |
|
|
|
103 |
|
Las Vegas Sands Corp |
|
|
12,193 |
|
|
|
475 |
|
Lear Corp |
|
|
1,700 |
|
|
|
198 |
|
Leggett & Platt Inc |
|
|
3,312 |
|
|
|
42 |
|
Lennar Corp, Cl A |
|
|
8,190 |
|
|
|
1,491 |
|
Lennar Corp, Cl B |
|
|
513 |
|
|
|
87 |
|
Light & Wonder Inc, Cl A * |
|
|
3,300 |
|
|
|
362 |
|
Lithia Motors Inc, Cl A |
|
|
900 |
|
|
|
271 |
|
LKQ Corp |
|
|
8,400 |
|
|
|
349 |
|
Lowe's Cos Inc |
|
|
19,610 |
|
|
|
4,873 |
|
Lucid Group Inc * |
|
|
23,800 |
|
|
|
96 |
|
Lululemon Athletica Inc * |
|
|
4,100 |
|
|
|
1,064 |
|
Macy's Inc |
|
|
9,300 |
|
|
|
145 |
|
Marriott International Inc/MD, Cl A |
|
|
7,994 |
|
|
|
1,876 |
|
Marriott Vacations Worldwide Corp |
|
|
1,100 |
|
|
|
81 |
|
Mattel Inc * |
|
|
11,542 |
|
|
|
219 |
|
McDonald's Corp |
|
|
24,680 |
|
|
|
7,124 |
|
MGM Resorts International * |
|
|
8,939 |
|
|
|
336 |
|
Mohawk Industries Inc * |
|
|
1,766 |
|
|
|
274 |
|
Murphy USA Inc |
|
|
600 |
|
|
|
312 |
|
Newell Brands Inc |
|
|
14,293 |
|
|
|
101 |
|
NIKE Inc, Cl B |
|
|
41,168 |
|
|
|
3,430 |
|
Nordstrom Inc |
|
|
3,212 |
|
|
|
72 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
16,700 |
|
|
|
299 |
|
NVR Inc * |
|
|
104 |
|
|
|
954 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
2,400 |
|
|
|
215 |
|
O'Reilly Automotive Inc * |
|
|
2,040 |
|
|
|
2,305 |
|
Penn Entertainment Inc * |
|
|
7,000 |
|
|
|
130 |
|
Penske Automotive Group Inc |
|
|
800 |
|
|
|
136 |
|
Planet Fitness Inc, Cl A * |
|
|
2,700 |
|
|
|
219 |
|
Polaris Inc |
|
|
1,900 |
|
|
|
161 |
|
Pool Corp |
|
|
1,200 |
|
|
|
422 |
|
PulteGroup Inc |
|
|
7,145 |
|
|
|
941 |
|
PVH Corp |
|
|
2,200 |
|
|
|
217 |
|
QuantumScape Corp, Cl A * |
|
|
13,000 |
|
|
|
76 |
|
Ralph Lauren Corp, Cl A |
|
|
1,280 |
|
|
|
219 |
|
RH * |
|
|
500 |
|
|
|
127 |
|
Rivian Automotive Inc, Cl A * |
|
|
26,200 |
|
|
|
370 |
|
Ross Stores Inc |
|
|
11,176 |
|
|
|
1,683 |
|
Royal Caribbean Cruises Ltd * |
|
|
8,100 |
|
|
|
1,333 |
|
Service Corp International/US |
|
|
5,194 |
|
|
|
407 |
|
SharkNinja Inc |
|
|
2,400 |
|
|
|
230 |
|
Skechers USA Inc, Cl A * |
|
|
5,100 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Starbucks Corp |
|
|
38,812 |
|
|
$ |
3,671 |
|
Tapestry Inc |
|
|
7,767 |
|
|
|
318 |
|
Tempur Sealy International Inc |
|
|
5,700 |
|
|
|
299 |
|
Tesla Inc * |
|
|
95,255 |
|
|
|
20,395 |
|
Texas Roadhouse Inc, Cl A |
|
|
2,300 |
|
|
|
388 |
|
Thor Industries Inc |
|
|
1,700 |
|
|
|
182 |
|
TJX Cos Inc/The |
|
|
39,116 |
|
|
|
4,587 |
|
Toll Brothers Inc |
|
|
3,551 |
|
|
|
512 |
|
TopBuild Corp * |
|
|
1,100 |
|
|
|
432 |
|
Tractor Supply Co |
|
|
3,700 |
|
|
|
990 |
|
Travel + Leisure Co |
|
|
2,768 |
|
|
|
123 |
|
Ulta Beauty Inc * |
|
|
1,652 |
|
|
|
583 |
|
Under Armour Inc, Cl A * |
|
|
9,700 |
|
|
|
75 |
|
Under Armour Inc, Cl C * |
|
|
6,221 |
|
|
|
46 |
|
Vail Resorts Inc |
|
|
1,400 |
|
|
|
254 |
|
Valvoline Inc * |
|
|
5,304 |
|
|
|
224 |
|
VF Corp |
|
|
11,068 |
|
|
|
202 |
|
Wayfair Inc, Cl A * |
|
|
2,700 |
|
|
|
115 |
|
Wendy's Co/The |
|
|
6,043 |
|
|
|
102 |
|
Whirlpool Corp |
|
|
2,016 |
|
|
|
202 |
|
Williams-Sonoma Inc |
|
|
4,524 |
|
|
|
608 |
|
Wingstop Inc |
|
|
1,000 |
|
|
|
386 |
|
Wyndham Hotels & Resorts Inc |
|
|
2,668 |
|
|
|
210 |
|
Wynn Resorts Ltd |
|
|
3,696 |
|
|
|
284 |
|
YETI Holdings Inc * |
|
|
3,300 |
|
|
|
133 |
|
Yum! Brands Inc |
|
|
9,648 |
|
|
|
1,302 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
176,830 |
|
Consumer Staples — 5.7% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
16,000 |
|
|
|
314 |
|
Altria Group Inc |
|
|
58,840 |
|
|
|
3,164 |
|
Archer-Daniels-Midland Co |
|
|
16,579 |
|
|
|
1,011 |
|
BellRing Brands Inc * |
|
|
4,800 |
|
|
|
268 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
4,700 |
|
|
|
376 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
400 |
|
|
|
109 |
|
Brown-Forman Corp, Cl A |
|
|
2,200 |
|
|
|
101 |
|
Brown-Forman Corp, Cl B |
|
|
5,217 |
|
|
|
238 |
|
Bunge Global SA |
|
|
4,600 |
|
|
|
466 |
|
Campbell Soup Co |
|
|
6,478 |
|
|
|
322 |
|
Casey's General Stores Inc |
|
|
1,300 |
|
|
|
471 |
|
Celsius Holdings Inc * |
|
|
5,700 |
|
|
|
217 |
|
Church & Dwight Co Inc |
|
|
8,314 |
|
|
|
847 |
|
Clorox Co/The |
|
|
4,203 |
|
|
|
665 |
|
Coca-Cola Co/The |
|
|
133,040 |
|
|
|
9,641 |
|
Coca-Cola Consolidated Inc |
|
|
200 |
|
|
|
268 |
|
Colgate-Palmolive Co |
|
|
27,950 |
|
|
|
2,977 |
|
Conagra Brands Inc |
|
|
15,276 |
|
|
|
477 |
|
Constellation Brands Inc, Cl A |
|
|
5,431 |
|
|
|
1,307 |
|
Costco Wholesale Corp |
|
|
15,181 |
|
|
|
13,547 |
|
Coty Inc, Cl A * |
|
|
14,322 |
|
|
|
134 |
|
Darling Ingredients Inc * |
|
|
6,100 |
|
|
|
255 |
|
Dollar General Corp |
|
|
7,700 |
|
|
|
639 |
|
Dollar Tree Inc * |
|
|
7,334 |
|
|
|
620 |
|
elf Beauty Inc * |
|
|
1,900 |
|
|
|
285 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
7,908 |
|
|
$ |
725 |
|
Flowers Foods Inc |
|
|
5,525 |
|
|
|
128 |
|
Freshpet Inc * |
|
|
1,700 |
|
|
|
231 |
|
General Mills Inc |
|
|
19,092 |
|
|
|
1,380 |
|
Grocery Outlet Holding Corp * |
|
|
4,500 |
|
|
|
85 |
|
Hershey Co/The |
|
|
4,998 |
|
|
|
965 |
|
Hormel Foods Corp |
|
|
10,456 |
|
|
|
340 |
|
Ingredion Inc |
|
|
2,200 |
|
|
|
296 |
|
J M Smucker Co/The |
|
|
3,811 |
|
|
|
437 |
|
Kellanova |
|
|
8,903 |
|
|
|
718 |
|
Kenvue Inc |
|
|
65,412 |
|
|
|
1,436 |
|
Keurig Dr Pepper Inc |
|
|
36,700 |
|
|
|
1,344 |
|
Kimberly-Clark Corp |
|
|
11,418 |
|
|
|
1,652 |
|
Kraft Heinz Co/The |
|
|
30,702 |
|
|
|
1,088 |
|
Kroger Co/The |
|
|
22,646 |
|
|
|
1,205 |
|
Lamb Weston Holdings Inc |
|
|
4,762 |
|
|
|
295 |
|
Maplebear Inc * |
|
|
6,300 |
|
|
|
226 |
|
McCormick & Co Inc/MD |
|
|
8,586 |
|
|
|
687 |
|
Molson Coors Beverage Co, Cl B |
|
|
6,262 |
|
|
|
338 |
|
Mondelez International Inc, Cl A |
|
|
45,806 |
|
|
|
3,289 |
|
Monster Beverage Corp * |
|
|
25,874 |
|
|
|
1,219 |
|
PepsiCo Inc |
|
|
47,152 |
|
|
|
8,152 |
|
Performance Food Group Co * |
|
|
5,200 |
|
|
|
388 |
|
Philip Morris International Inc |
|
|
53,268 |
|
|
|
6,567 |
|
Pilgrim's Pride Corp * |
|
|
500 |
|
|
|
23 |
|
Post Holdings Inc * |
|
|
1,800 |
|
|
|
208 |
|
Procter & Gamble Co/The |
|
|
80,854 |
|
|
|
13,870 |
|
Reynolds Consumer Products Inc |
|
|
2,000 |
|
|
|
63 |
|
Seaboard Corp |
|
|
16 |
|
|
|
50 |
|
Spectrum Brands Holdings Inc |
|
|
1,218 |
|
|
|
115 |
|
Sysco Corp |
|
|
17,048 |
|
|
|
1,329 |
|
Target Corp |
|
|
15,875 |
|
|
|
2,439 |
|
Tyson Foods Inc, Cl A |
|
|
9,165 |
|
|
|
589 |
|
US Foods Holding Corp * |
|
|
7,300 |
|
|
|
432 |
|
Walgreens Boots Alliance Inc |
|
|
27,225 |
|
|
|
252 |
|
Walmart Inc |
|
|
148,737 |
|
|
|
11,487 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,767 |
|
Energy — 3.5% |
|
|
|
|
Antero Midstream Corp |
|
|
13,500 |
|
|
|
201 |
|
Antero Resources Corp * |
|
|
11,200 |
|
|
|
302 |
|
APA Corp |
|
|
11,159 |
|
|
|
318 |
|
Baker Hughes Co, Cl A |
|
|
34,140 |
|
|
|
1,201 |
|
Cheniere Energy Inc |
|
|
7,900 |
|
|
|
1,464 |
|
Chesapeake Energy Corp |
|
|
4,500 |
|
|
|
335 |
|
Chevron Corp |
|
|
59,067 |
|
|
|
8,739 |
|
Chord Energy Corp |
|
|
2,300 |
|
|
|
341 |
|
Civitas Resources Inc |
|
|
3,700 |
|
|
|
227 |
|
ConocoPhillips |
|
|
40,455 |
|
|
|
4,603 |
|
Coterra Energy Inc, Cl A |
|
|
25,281 |
|
|
|
615 |
|
Devon Energy Corp |
|
|
21,127 |
|
|
|
946 |
|
Diamondback Energy Inc |
|
|
6,017 |
|
|
|
1,174 |
|
DT Midstream Inc |
|
|
3,282 |
|
|
|
258 |
|
EOG Resources Inc |
|
|
19,690 |
|
|
|
2,537 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
EQT Corp |
|
|
13,519 |
|
|
$ |
453 |
|
Exxon Mobil Corp |
|
|
153,793 |
|
|
|
18,138 |
|
Halliburton Co |
|
|
29,636 |
|
|
|
921 |
|
Hess Corp |
|
|
9,512 |
|
|
|
1,313 |
|
HF Sinclair Corp |
|
|
5,726 |
|
|
|
281 |
|
Kinder Morgan Inc |
|
|
65,622 |
|
|
|
1,416 |
|
Marathon Oil Corp |
|
|
19,476 |
|
|
|
558 |
|
Marathon Petroleum Corp |
|
|
12,019 |
|
|
|
2,129 |
|
Matador Resources Co |
|
|
4,300 |
|
|
|
244 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
19 |
|
NOV Inc |
|
|
14,580 |
|
|
|
259 |
|
Occidental Petroleum Corp |
|
|
21,619 |
|
|
|
1,232 |
|
ONEOK Inc |
|
|
19,858 |
|
|
|
1,834 |
|
Ovintiv Inc |
|
|
9,900 |
|
|
|
424 |
|
Permian Resources Corp, Cl A |
|
|
23,100 |
|
|
|
329 |
|
Phillips 66 |
|
|
14,488 |
|
|
|
2,033 |
|
Range Resources Corp |
|
|
9,300 |
|
|
|
278 |
|
Schlumberger NV |
|
|
48,955 |
|
|
|
2,154 |
|
Southwestern Energy Co * |
|
|
37,000 |
|
|
|
236 |
|
Targa Resources Corp |
|
|
7,700 |
|
|
|
1,131 |
|
TechnipFMC PLC |
|
|
15,400 |
|
|
|
413 |
|
Texas Pacific Land Corp |
|
|
668 |
|
|
|
580 |
|
Valero Energy Corp |
|
|
11,136 |
|
|
|
1,634 |
|
Viper Energy Inc, Cl A |
|
|
3,400 |
|
|
|
162 |
|
Weatherford International PLC |
|
|
2,600 |
|
|
|
273 |
|
Williams Cos Inc/The |
|
|
41,496 |
|
|
|
1,899 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
63,604 |
|
Financials — 13.5% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
1,120 |
|
|
|
195 |
|
Affirm Holdings Inc, Cl A * |
|
|
8,900 |
|
|
|
392 |
|
Aflac Inc |
|
|
19,612 |
|
|
|
2,164 |
|
AGNC Investment Corp ‡ |
|
|
26,859 |
|
|
|
274 |
|
Allstate Corp/The |
|
|
8,925 |
|
|
|
1,686 |
|
Ally Financial Inc |
|
|
9,300 |
|
|
|
402 |
|
American Express Co |
|
|
19,572 |
|
|
|
5,062 |
|
American Financial Group Inc/OH |
|
|
2,214 |
|
|
|
296 |
|
American International Group Inc |
|
|
23,023 |
|
|
|
1,774 |
|
Ameriprise Financial Inc |
|
|
3,380 |
|
|
|
1,519 |
|
Annaly Capital Management Inc ‡ |
|
|
15,802 |
|
|
|
319 |
|
Aon PLC, Cl A |
|
|
6,721 |
|
|
|
2,310 |
|
Apollo Global Management Inc |
|
|
17,819 |
|
|
|
2,062 |
|
Arch Capital Group Ltd * |
|
|
12,300 |
|
|
|
1,391 |
|
Ares Management Corp, Cl A |
|
|
6,000 |
|
|
|
878 |
|
Arthur J Gallagher & Co |
|
|
7,387 |
|
|
|
2,161 |
|
Assurant Inc |
|
|
1,793 |
|
|
|
352 |
|
Assured Guaranty Ltd |
|
|
1,700 |
|
|
|
136 |
|
Axis Capital Holdings Ltd |
|
|
2,500 |
|
|
|
200 |
|
Bank of America Corp |
|
|
232,563 |
|
|
|
9,477 |
|
Bank of New York Mellon Corp/The |
|
|
25,509 |
|
|
|
1,740 |
|
Bank OZK |
|
|
3,900 |
|
|
|
169 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
62,700 |
|
|
|
29,840 |
|
BlackRock Inc, Cl A |
|
|
5,085 |
|
|
|
4,586 |
|
Blackstone Inc |
|
|
24,500 |
|
|
|
3,488 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Block Inc, Cl A * |
|
|
19,000 |
|
|
$ |
1,256 |
|
Blue Owl Capital Inc, Cl A |
|
|
18,000 |
|
|
|
318 |
|
BOK Financial Corp |
|
|
1,075 |
|
|
|
113 |
|
Brighthouse Financial Inc * |
|
|
2,528 |
|
|
|
116 |
|
Brown & Brown Inc |
|
|
8,148 |
|
|
|
857 |
|
Capital One Financial Corp |
|
|
12,925 |
|
|
|
1,899 |
|
Carlyle Group Inc/The |
|
|
8,300 |
|
|
|
333 |
|
Cboe Global Markets Inc |
|
|
3,600 |
|
|
|
739 |
|
Charles Schwab Corp/The |
|
|
51,040 |
|
|
|
3,323 |
|
Chubb Ltd |
|
|
13,891 |
|
|
|
3,948 |
|
Cincinnati Financial Corp |
|
|
5,186 |
|
|
|
711 |
|
Citigroup Inc |
|
|
66,104 |
|
|
|
4,141 |
|
Citizens Financial Group Inc |
|
|
15,000 |
|
|
|
646 |
|
CME Group Inc, Cl A |
|
|
12,470 |
|
|
|
2,690 |
|
CNA Financial Corp |
|
|
700 |
|
|
|
36 |
|
Coinbase Global Inc, Cl A * |
|
|
6,700 |
|
|
|
1,229 |
|
Columbia Banking System Inc |
|
|
6,732 |
|
|
|
169 |
|
Comerica Inc |
|
|
5,053 |
|
|
|
289 |
|
Commerce Bancshares Inc/MO |
|
|
4,461 |
|
|
|
285 |
|
Corebridge Financial Inc |
|
|
9,000 |
|
|
|
266 |
|
Corpay Inc * |
|
|
2,400 |
|
|
|
757 |
|
Credit Acceptance Corp * |
|
|
200 |
|
|
|
93 |
|
Cullen/Frost Bankers Inc |
|
|
2,268 |
|
|
|
255 |
|
Discover Financial Services |
|
|
8,589 |
|
|
|
1,191 |
|
East West Bancorp Inc |
|
|
4,700 |
|
|
|
395 |
|
Equitable Holdings Inc |
|
|
11,100 |
|
|
|
472 |
|
Euronet Worldwide Inc * |
|
|
1,400 |
|
|
|
151 |
|
Evercore Inc, Cl A |
|
|
1,200 |
|
|
|
295 |
|
Everest Group Ltd |
|
|
1,500 |
|
|
|
588 |
|
FactSet Research Systems Inc |
|
|
1,325 |
|
|
|
560 |
|
Fidelity National Financial Inc |
|
|
8,352 |
|
|
|
492 |
|
Fidelity National Information Services Inc |
|
|
19,048 |
|
|
|
1,570 |
|
Fifth Third Bancorp |
|
|
22,782 |
|
|
|
973 |
|
First American Financial Corp |
|
|
3,800 |
|
|
|
242 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
400 |
|
|
|
812 |
|
First Hawaiian Inc |
|
|
4,800 |
|
|
|
117 |
|
First Horizon Corp |
|
|
19,156 |
|
|
|
318 |
|
Fiserv Inc * |
|
|
19,974 |
|
|
|
3,487 |
|
FNB Corp/PA |
|
|
11,200 |
|
|
|
168 |
|
Franklin Resources Inc |
|
|
8,749 |
|
|
|
177 |
|
Global Payments Inc |
|
|
8,852 |
|
|
|
983 |
|
Globe Life Inc |
|
|
3,087 |
|
|
|
324 |
|
Goldman Sachs Group Inc/The |
|
|
10,875 |
|
|
|
5,549 |
|
Hanover Insurance Group Inc/The |
|
|
1,093 |
|
|
|
161 |
|
Hartford Financial Services Group Inc/The |
|
|
10,410 |
|
|
|
1,209 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,700 |
|
|
|
266 |
|
Huntington Bancshares Inc/OH |
|
|
49,582 |
|
|
|
742 |
|
Interactive Brokers Group Inc, Cl A |
|
|
3,300 |
|
|
|
425 |
|
Intercontinental Exchange Inc |
|
|
19,500 |
|
|
|
3,150 |
|
Invesco Ltd |
|
|
12,000 |
|
|
|
205 |
|
Jack Henry & Associates Inc |
|
|
2,400 |
|
|
|
415 |
|
Janus Henderson Group PLC |
|
|
5,400 |
|
|
|
203 |
|
Jefferies Financial Group Inc |
|
|
5,706 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
JPMorgan Chase & Co |
|
|
98,270 |
|
|
$ |
22,091 |
|
Kemper Corp |
|
|
2,400 |
|
|
|
150 |
|
KeyCorp |
|
|
29,851 |
|
|
|
509 |
|
Kinsale Capital Group Inc |
|
|
700 |
|
|
|
344 |
|
KKR & Co Inc |
|
|
23,100 |
|
|
|
2,859 |
|
Lazard Inc, Cl A |
|
|
3,800 |
|
|
|
190 |
|
Lincoln National Corp |
|
|
6,388 |
|
|
|
205 |
|
Loews Corp |
|
|
6,136 |
|
|
|
503 |
|
LPL Financial Holdings Inc |
|
|
2,600 |
|
|
|
583 |
|
M&T Bank Corp |
|
|
5,657 |
|
|
|
974 |
|
Markel Group Inc * |
|
|
437 |
|
|
|
699 |
|
MarketAxess Holdings Inc |
|
|
1,300 |
|
|
|
315 |
|
Marsh & McLennan Cos Inc |
|
|
16,965 |
|
|
|
3,860 |
|
Mastercard Inc, Cl A |
|
|
28,300 |
|
|
|
13,679 |
|
MetLife Inc |
|
|
20,209 |
|
|
|
1,566 |
|
MGIC Investment Corp |
|
|
10,600 |
|
|
|
270 |
|
Moody's Corp |
|
|
5,427 |
|
|
|
2,647 |
|
Morgan Stanley |
|
|
40,014 |
|
|
|
4,146 |
|
Morningstar Inc |
|
|
1,000 |
|
|
|
314 |
|
MSCI Inc, Cl A |
|
|
2,600 |
|
|
|
1,510 |
|
Nasdaq Inc |
|
|
12,930 |
|
|
|
932 |
|
Northern Trust Corp |
|
|
6,905 |
|
|
|
630 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
108,000 |
|
|
|
1,617 |
|
Old Republic International Corp |
|
|
9,290 |
|
|
|
333 |
|
OneMain Holdings Inc, Cl A |
|
|
4,600 |
|
|
|
227 |
|
PayPal Holdings Inc * |
|
|
35,811 |
|
|
|
2,594 |
|
Pinnacle Financial Partners Inc |
|
|
2,600 |
|
|
|
259 |
|
PNC Financial Services Group Inc/The |
|
|
13,722 |
|
|
|
2,540 |
|
Popular Inc |
|
|
2,453 |
|
|
|
251 |
|
Primerica Inc |
|
|
1,200 |
|
|
|
316 |
|
Principal Financial Group Inc |
|
|
7,908 |
|
|
|
644 |
|
Progressive Corp/The |
|
|
20,180 |
|
|
|
5,089 |
|
Prosperity Bancshares Inc |
|
|
3,300 |
|
|
|
243 |
|
Prudential Financial Inc |
|
|
12,163 |
|
|
|
1,474 |
|
Raymond James Financial Inc |
|
|
6,531 |
|
|
|
781 |
|
Regions Financial Corp |
|
|
30,187 |
|
|
|
707 |
|
Reinsurance Group of America Inc, Cl A |
|
|
2,199 |
|
|
|
485 |
|
RenaissanceRe Holdings Ltd |
|
|
1,700 |
|
|
|
433 |
|
Rithm Capital Corp ‡ |
|
|
15,500 |
|
|
|
185 |
|
RLI Corp |
|
|
1,400 |
|
|
|
216 |
|
Robinhood Markets Inc, Cl A * |
|
|
22,600 |
|
|
|
455 |
|
Rocket Cos Inc, Cl A * |
|
|
4,300 |
|
|
|
84 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
3,800 |
|
|
|
246 |
|
S&P Global Inc |
|
|
10,776 |
|
|
|
5,531 |
|
SEI Investments Co † |
|
|
3,442 |
|
|
|
233 |
|
Shift4 Payments Inc, Cl A * |
|
|
2,400 |
|
|
|
199 |
|
SLM Corp |
|
|
8,731 |
|
|
|
193 |
|
SoFi Technologies Inc * |
|
|
32,100 |
|
|
|
256 |
|
Starwood Property Trust Inc ‡ |
|
|
10,000 |
|
|
|
208 |
|
State Street Corp |
|
|
9,979 |
|
|
|
869 |
|
Stifel Financial Corp |
|
|
3,700 |
|
|
|
326 |
|
Synchrony Financial |
|
|
13,618 |
|
|
|
684 |
|
Synovus Financial Corp |
|
|
5,696 |
|
|
|
263 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
T Rowe Price Group Inc |
|
|
7,530 |
|
|
$ |
798 |
|
TFS Financial Corp |
|
|
2,500 |
|
|
|
34 |
|
Toast Inc, Cl A * |
|
|
15,000 |
|
|
|
373 |
|
TPG Inc, Cl A |
|
|
2,700 |
|
|
|
136 |
|
Tradeweb Markets Inc, Cl A |
|
|
3,900 |
|
|
|
461 |
|
Travelers Cos Inc/The |
|
|
7,775 |
|
|
|
1,773 |
|
Truist Financial Corp |
|
|
45,563 |
|
|
|
2,026 |
|
Unum Group |
|
|
6,205 |
|
|
|
344 |
|
US Bancorp |
|
|
53,397 |
|
|
|
2,522 |
|
UWM Holdings Corp |
|
|
2,300 |
|
|
|
22 |
|
Virtu Financial Inc, Cl A |
|
|
2,700 |
|
|
|
83 |
|
Visa Inc, Cl A |
|
|
54,000 |
|
|
|
14,924 |
|
Voya Financial Inc |
|
|
3,300 |
|
|
|
234 |
|
W R Berkley Corp |
|
|
11,071 |
|
|
|
661 |
|
Webster Financial Corp |
|
|
5,746 |
|
|
|
273 |
|
Wells Fargo & Co |
|
|
120,066 |
|
|
|
7,020 |
|
Western Alliance Bancorp |
|
|
3,600 |
|
|
|
294 |
|
Western Union Co/The |
|
|
11,528 |
|
|
|
141 |
|
WEX Inc * |
|
|
1,500 |
|
|
|
287 |
|
White Mountains Insurance Group Ltd |
|
|
79 |
|
|
|
146 |
|
Willis Towers Watson PLC |
|
|
3,562 |
|
|
|
1,040 |
|
Wintrust Financial Corp |
|
|
2,400 |
|
|
|
261 |
|
XP Inc, Cl A |
|
|
12,400 |
|
|
|
228 |
|
Zions Bancorp NA |
|
|
5,602 |
|
|
|
278 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
244,600 |
|
Health Care — 11.8% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
4,400 |
|
|
|
103 |
|
Abbott Laboratories |
|
|
59,237 |
|
|
|
6,710 |
|
AbbVie Inc |
|
|
60,701 |
|
|
|
11,916 |
|
Acadia Healthcare Co Inc * |
|
|
3,500 |
|
|
|
287 |
|
Agilent Technologies Inc |
|
|
9,964 |
|
|
|
1,424 |
|
Align Technology Inc * |
|
|
2,600 |
|
|
|
617 |
|
Alnylam Pharmaceuticals Inc * |
|
|
4,400 |
|
|
|
1,156 |
|
Amedisys Inc * |
|
|
1,200 |
|
|
|
118 |
|
Amgen Inc |
|
|
18,358 |
|
|
|
6,128 |
|
Apellis Pharmaceuticals Inc * |
|
|
4,200 |
|
|
|
163 |
|
Avantor Inc * |
|
|
21,900 |
|
|
|
566 |
|
Azenta Inc * |
|
|
1,800 |
|
|
|
89 |
|
Baxter International Inc |
|
|
17,415 |
|
|
|
661 |
|
Becton Dickinson & Co |
|
|
9,870 |
|
|
|
2,393 |
|
Biogen Inc * |
|
|
5,100 |
|
|
|
1,044 |
|
BioMarin Pharmaceutical Inc * |
|
|
6,400 |
|
|
|
584 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
700 |
|
|
|
236 |
|
Bio-Techne Corp |
|
|
5,264 |
|
|
|
389 |
|
Boston Scientific Corp * |
|
|
50,639 |
|
|
|
4,142 |
|
Bristol-Myers Squibb Co |
|
|
69,419 |
|
|
|
3,467 |
|
Bruker Corp |
|
|
3,500 |
|
|
|
235 |
|
Cardinal Health Inc |
|
|
8,329 |
|
|
|
939 |
|
Catalent Inc * |
|
|
6,300 |
|
|
|
384 |
|
Cencora Inc |
|
|
5,724 |
|
|
|
1,371 |
|
Centene Corp * |
|
|
18,058 |
|
|
|
1,424 |
|
Certara Inc * |
|
|
5,700 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Charles River Laboratories International Inc * |
|
|
1,743 |
|
|
$ |
345 |
|
Chemed Corp |
|
|
500 |
|
|
|
293 |
|
Cigna Group/The |
|
|
9,602 |
|
|
|
3,474 |
|
Cooper Cos Inc/The |
|
|
6,716 |
|
|
|
710 |
|
CVS Health Corp |
|
|
43,299 |
|
|
|
2,478 |
|
Danaher Corp |
|
|
22,702 |
|
|
|
6,114 |
|
DaVita Inc * |
|
|
1,885 |
|
|
|
285 |
|
DENTSPLY SIRONA Inc |
|
|
7,066 |
|
|
|
179 |
|
Dexcom Inc * |
|
|
13,500 |
|
|
|
936 |
|
Doximity Inc, Cl A * |
|
|
3,700 |
|
|
|
136 |
|
Edwards Lifesciences Corp * |
|
|
20,484 |
|
|
|
1,433 |
|
Elanco Animal Health Inc * |
|
|
16,637 |
|
|
|
257 |
|
Elevance Health Inc |
|
|
8,031 |
|
|
|
4,472 |
|
Eli Lilly & Co |
|
|
29,171 |
|
|
|
28,005 |
|
Encompass Health Corp |
|
|
3,400 |
|
|
|
316 |
|
Enovis Corp * |
|
|
2,166 |
|
|
|
101 |
|
Envista Holdings Corp * |
|
|
4,500 |
|
|
|
82 |
|
Exact Sciences Corp * |
|
|
6,600 |
|
|
|
407 |
|
Exelixis Inc * |
|
|
10,500 |
|
|
|
273 |
|
Fortrea Holdings Inc * |
|
|
3,890 |
|
|
|
90 |
|
GE HealthCare Technologies Inc |
|
|
14,556 |
|
|
|
1,235 |
|
Gilead Sciences Inc |
|
|
42,934 |
|
|
|
3,392 |
|
Globus Medical Inc, Cl A * |
|
|
4,000 |
|
|
|
291 |
|
GRAIL Inc * |
|
|
1,017 |
|
|
|
14 |
|
HCA Healthcare Inc |
|
|
6,600 |
|
|
|
2,611 |
|
Henry Schein Inc * |
|
|
4,568 |
|
|
|
322 |
|
Hologic Inc * |
|
|
7,900 |
|
|
|
642 |
|
Humana Inc |
|
|
4,075 |
|
|
|
1,444 |
|
IDEXX Laboratories Inc * |
|
|
2,804 |
|
|
|
1,350 |
|
Illumina Inc * |
|
|
5,205 |
|
|
|
684 |
|
Incyte Corp * |
|
|
5,900 |
|
|
|
387 |
|
Inspire Medical Systems Inc * |
|
|
1,200 |
|
|
|
216 |
|
Insulet Corp * |
|
|
2,300 |
|
|
|
466 |
|
Intra-Cellular Therapies Inc * |
|
|
3,800 |
|
|
|
278 |
|
Intuitive Surgical Inc * |
|
|
12,115 |
|
|
|
5,968 |
|
Ionis Pharmaceuticals Inc * |
|
|
4,900 |
|
|
|
234 |
|
IQVIA Holdings Inc * |
|
|
6,113 |
|
|
|
1,538 |
|
Jazz Pharmaceuticals PLC * |
|
|
2,300 |
|
|
|
267 |
|
Johnson & Johnson |
|
|
82,700 |
|
|
|
13,717 |
|
Labcorp Holdings Inc |
|
|
2,890 |
|
|
|
664 |
|
Masimo Corp * |
|
|
1,700 |
|
|
|
200 |
|
McKesson Corp |
|
|
4,470 |
|
|
|
2,508 |
|
Medpace Holdings Inc * |
|
|
900 |
|
|
|
320 |
|
Medtronic PLC |
|
|
45,526 |
|
|
|
4,033 |
|
Merck & Co Inc |
|
|
86,943 |
|
|
|
10,298 |
|
Mettler-Toledo International Inc * |
|
|
749 |
|
|
|
1,078 |
|
Moderna Inc * |
|
|
11,400 |
|
|
|
882 |
|
Molina Healthcare Inc * |
|
|
2,000 |
|
|
|
700 |
|
Natera Inc * |
|
|
3,800 |
|
|
|
449 |
|
Neurocrine Biosciences Inc * |
|
|
3,200 |
|
|
|
407 |
|
Organon & Co |
|
|
9,754 |
|
|
|
218 |
|
Penumbra Inc * |
|
|
1,400 |
|
|
|
283 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Perrigo Co PLC |
|
|
7,800 |
|
|
$ |
227 |
|
Pfizer Inc |
|
|
194,222 |
|
|
|
5,634 |
|
Premier Inc, Cl A |
|
|
4,400 |
|
|
|
90 |
|
QIAGEN NV |
|
|
7,517 |
|
|
|
344 |
|
Quest Diagnostics Inc |
|
|
3,744 |
|
|
|
588 |
|
QuidelOrtho Corp * |
|
|
1,900 |
|
|
|
80 |
|
R1 RCM Inc * |
|
|
6,500 |
|
|
|
92 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,542 |
|
|
|
4,196 |
|
Repligen Corp * |
|
|
1,900 |
|
|
|
287 |
|
ResMed Inc |
|
|
5,012 |
|
|
|
1,228 |
|
Revvity Inc |
|
|
4,134 |
|
|
|
507 |
|
Roivant Sciences Ltd * |
|
|
10,300 |
|
|
|
126 |
|
Royalty Pharma PLC, Cl A |
|
|
13,200 |
|
|
|
383 |
|
Sarepta Therapeutics Inc * |
|
|
3,100 |
|
|
|
421 |
|
Solventum Corp * |
|
|
4,715 |
|
|
|
302 |
|
Sotera Health Co * |
|
|
4,500 |
|
|
|
69 |
|
STERIS PLC |
|
|
3,400 |
|
|
|
820 |
|
Stryker Corp |
|
|
12,504 |
|
|
|
4,507 |
|
Teleflex Inc |
|
|
1,640 |
|
|
|
402 |
|
Tenet Healthcare Corp * |
|
|
3,500 |
|
|
|
580 |
|
Thermo Fisher Scientific Inc |
|
|
13,125 |
|
|
|
8,073 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
3,500 |
|
|
|
199 |
|
United Therapeutics Corp * |
|
|
1,400 |
|
|
|
509 |
|
UnitedHealth Group Inc |
|
|
31,520 |
|
|
|
18,603 |
|
Universal Health Services Inc, Cl B |
|
|
1,976 |
|
|
|
470 |
|
Veeva Systems Inc, Cl A * |
|
|
5,200 |
|
|
|
1,126 |
|
Vertex Pharmaceuticals Inc * |
|
|
8,900 |
|
|
|
4,413 |
|
Viatris Inc |
|
|
40,322 |
|
|
|
487 |
|
Viking Therapeutics Inc * |
|
|
3,900 |
|
|
|
250 |
|
Waters Corp * |
|
|
1,973 |
|
|
|
683 |
|
West Pharmaceutical Services Inc |
|
|
2,600 |
|
|
|
815 |
|
Zimmer Biomet Holdings Inc |
|
|
6,925 |
|
|
|
800 |
|
Zoetis Inc, Cl A |
|
|
15,744 |
|
|
|
2,889 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
214,298 |
|
Industrials — 9.1% |
|
|
|
|
3M Co |
|
|
18,862 |
|
|
|
2,541 |
|
A O Smith Corp |
|
|
3,800 |
|
|
|
318 |
|
AAON Inc |
|
|
2,500 |
|
|
|
239 |
|
Acuity Brands Inc |
|
|
1,200 |
|
|
|
306 |
|
Advanced Drainage Systems Inc |
|
|
2,300 |
|
|
|
361 |
|
AECOM |
|
|
4,316 |
|
|
|
432 |
|
AGCO Corp |
|
|
2,400 |
|
|
|
218 |
|
Air Lease Corp, Cl A |
|
|
4,100 |
|
|
|
190 |
|
Alaska Air Group Inc * |
|
|
4,900 |
|
|
|
177 |
|
Allegion plc |
|
|
2,766 |
|
|
|
384 |
|
Allison Transmission Holdings Inc |
|
|
3,000 |
|
|
|
278 |
|
American Airlines Group Inc * |
|
|
24,600 |
|
|
|
261 |
|
AMETEK Inc |
|
|
7,928 |
|
|
|
1,356 |
|
API Group Corp * |
|
|
8,400 |
|
|
|
299 |
|
Armstrong World Industries Inc |
|
|
1,700 |
|
|
|
215 |
|
Automatic Data Processing Inc |
|
|
14,092 |
|
|
|
3,888 |
|
Avis Budget Group Inc |
|
|
700 |
|
|
|
57 |
|
Axon Enterprise Inc * |
|
|
2,500 |
|
|
|
912 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
AZEK Co Inc/The, Cl A * |
|
|
4,800 |
|
|
$ |
205 |
|
Boeing Co/The * |
|
|
19,993 |
|
|
|
3,474 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
4,500 |
|
|
|
714 |
|
Broadridge Financial Solutions Inc |
|
|
4,073 |
|
|
|
867 |
|
Builders FirstSource Inc * |
|
|
4,100 |
|
|
|
713 |
|
BWX Technologies Inc |
|
|
3,150 |
|
|
|
324 |
|
CACI International Inc, Cl A * |
|
|
736 |
|
|
|
359 |
|
Carlisle Cos Inc |
|
|
1,666 |
|
|
|
706 |
|
Carrier Global Corp |
|
|
28,678 |
|
|
|
2,087 |
|
Caterpillar Inc |
|
|
16,747 |
|
|
|
5,964 |
|
CH Robinson Worldwide Inc |
|
|
4,048 |
|
|
|
419 |
|
Cintas Corp |
|
|
2,957 |
|
|
|
2,381 |
|
Clarivate PLC * |
|
|
17,400 |
|
|
|
119 |
|
Clean Harbors Inc * |
|
|
1,800 |
|
|
|
443 |
|
CNH Industrial NV |
|
|
29,600 |
|
|
|
306 |
|
Comfort Systems USA Inc |
|
|
1,300 |
|
|
|
460 |
|
Concentrix Corp |
|
|
1,600 |
|
|
|
120 |
|
Copart Inc * |
|
|
29,744 |
|
|
|
1,575 |
|
Core & Main Inc, Cl A * |
|
|
5,600 |
|
|
|
269 |
|
Crane Co |
|
|
1,800 |
|
|
|
285 |
|
CSX Corp |
|
|
66,888 |
|
|
|
2,292 |
|
Cummins Inc |
|
|
4,648 |
|
|
|
1,454 |
|
Curtiss-Wright Corp |
|
|
1,300 |
|
|
|
411 |
|
Dayforce Inc * |
|
|
5,000 |
|
|
|
286 |
|
Deere & Co |
|
|
8,719 |
|
|
|
3,363 |
|
Delta Air Lines Inc |
|
|
22,000 |
|
|
|
935 |
|
Donaldson Co Inc |
|
|
4,044 |
|
|
|
294 |
|
Dover Corp |
|
|
4,857 |
|
|
|
904 |
|
Dun & Bradstreet Holdings Inc |
|
|
8,900 |
|
|
|
107 |
|
Eaton Corp PLC |
|
|
13,716 |
|
|
|
4,210 |
|
EMCOR Group Inc |
|
|
1,500 |
|
|
|
590 |
|
Emerson Electric Co |
|
|
19,610 |
|
|
|
2,067 |
|
Equifax Inc |
|
|
4,156 |
|
|
|
1,276 |
|
Esab Corp |
|
|
2,166 |
|
|
|
227 |
|
Expeditors International of Washington Inc |
|
|
4,648 |
|
|
|
574 |
|
Fastenal Co |
|
|
19,348 |
|
|
|
1,321 |
|
FedEx Corp |
|
|
7,844 |
|
|
|
2,344 |
|
Ferguson Enterprises Inc |
|
|
6,900 |
|
|
|
1,419 |
|
Flowserve Corp |
|
|
5,200 |
|
|
|
259 |
|
Fortive Corp |
|
|
12,053 |
|
|
|
897 |
|
Fortune Brands Innovations Inc |
|
|
4,220 |
|
|
|
335 |
|
FTI Consulting Inc * |
|
|
1,100 |
|
|
|
251 |
|
Gates Industrial Corp PLC * |
|
|
4,900 |
|
|
|
89 |
|
GE Vernova Inc * |
|
|
9,242 |
|
|
|
1,858 |
|
Generac Holdings Inc * |
|
|
2,000 |
|
|
|
313 |
|
General Dynamics Corp |
|
|
9,472 |
|
|
|
2,836 |
|
General Electric Co |
|
|
37,270 |
|
|
|
6,508 |
|
Genpact Ltd |
|
|
6,800 |
|
|
|
267 |
|
Graco Inc |
|
|
5,672 |
|
|
|
473 |
|
GXO Logistics Inc * |
|
|
3,900 |
|
|
|
195 |
|
Hayward Holdings Inc * |
|
|
5,500 |
|
|
|
82 |
|
HEICO Corp |
|
|
1,410 |
|
|
|
362 |
|
HEICO Corp, Cl A |
|
|
2,621 |
|
|
|
524 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Hexcel Corp |
|
|
3,300 |
|
|
$ |
209 |
|
Honeywell International Inc |
|
|
22,490 |
|
|
|
4,676 |
|
Howmet Aerospace Inc |
|
|
13,767 |
|
|
|
1,331 |
|
Hubbell Inc, Cl B |
|
|
1,892 |
|
|
|
757 |
|
Huntington Ingalls Industries Inc |
|
|
1,337 |
|
|
|
378 |
|
IDEX Corp |
|
|
2,593 |
|
|
|
535 |
|
Illinois Tool Works Inc |
|
|
10,180 |
|
|
|
2,577 |
|
Ingersoll Rand Inc |
|
|
13,665 |
|
|
|
1,250 |
|
ITT Inc |
|
|
2,751 |
|
|
|
383 |
|
Jacobs Solutions Inc |
|
|
4,284 |
|
|
|
646 |
|
JB Hunt Transport Services Inc |
|
|
3,052 |
|
|
|
529 |
|
Johnson Controls International plc |
|
|
23,166 |
|
|
|
1,688 |
|
KBR Inc |
|
|
4,100 |
|
|
|
284 |
|
Kirby Corp * |
|
|
2,000 |
|
|
|
240 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
5,300 |
|
|
|
278 |
|
L3Harris Technologies Inc |
|
|
6,434 |
|
|
|
1,523 |
|
Landstar System Inc |
|
|
1,365 |
|
|
|
249 |
|
Leidos Holdings Inc |
|
|
4,573 |
|
|
|
725 |
|
Lennox International Inc |
|
|
1,020 |
|
|
|
602 |
|
Lincoln Electric Holdings Inc |
|
|
1,700 |
|
|
|
329 |
|
Lockheed Martin Corp |
|
|
7,373 |
|
|
|
4,189 |
|
Lyft Inc, Cl A * |
|
|
14,900 |
|
|
|
174 |
|
ManpowerGroup Inc |
|
|
1,484 |
|
|
|
110 |
|
Masco Corp |
|
|
7,479 |
|
|
|
595 |
|
MasTec Inc * |
|
|
2,100 |
|
|
|
238 |
|
MDU Resources Group Inc |
|
|
6,821 |
|
|
|
175 |
|
Middleby Corp/The * |
|
|
1,800 |
|
|
|
253 |
|
MSA Safety Inc |
|
|
1,200 |
|
|
|
219 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,820 |
|
|
|
150 |
|
Nordson Corp |
|
|
1,900 |
|
|
|
487 |
|
Norfolk Southern Corp |
|
|
7,695 |
|
|
|
1,971 |
|
Northrop Grumman Corp |
|
|
4,778 |
|
|
|
2,500 |
|
nVent Electric PLC |
|
|
5,273 |
|
|
|
358 |
|
Old Dominion Freight Line Inc |
|
|
6,700 |
|
|
|
1,292 |
|
Oshkosh Corp |
|
|
2,259 |
|
|
|
244 |
|
Otis Worldwide Corp |
|
|
13,739 |
|
|
|
1,301 |
|
Owens Corning |
|
|
2,900 |
|
|
|
489 |
|
PACCAR Inc |
|
|
17,544 |
|
|
|
1,687 |
|
Parker-Hannifin Corp |
|
|
4,404 |
|
|
|
2,643 |
|
Parsons Corp * |
|
|
1,700 |
|
|
|
162 |
|
Paychex Inc |
|
|
10,907 |
|
|
|
1,431 |
|
Paycom Software Inc |
|
|
1,900 |
|
|
|
309 |
|
Paycor HCM Inc * |
|
|
1,700 |
|
|
|
24 |
|
Paylocity Holding Corp * |
|
|
1,700 |
|
|
|
274 |
|
Pentair PLC |
|
|
5,573 |
|
|
|
494 |
|
Quanta Services Inc |
|
|
4,967 |
|
|
|
1,367 |
|
RB Global Inc |
|
|
6,210 |
|
|
|
535 |
|
RBC Bearings Inc * |
|
|
900 |
|
|
|
268 |
|
Regal Rexnord Corp |
|
|
2,276 |
|
|
|
382 |
|
Republic Services Inc, Cl A |
|
|
6,942 |
|
|
|
1,445 |
|
Robert Half Inc |
|
|
4,076 |
|
|
|
255 |
|
Rockwell Automation Inc |
|
|
3,904 |
|
|
|
1,062 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Rollins Inc |
|
|
10,037 |
|
|
$ |
504 |
|
RTX Corp |
|
|
45,562 |
|
|
|
5,620 |
|
Ryder System Inc |
|
|
1,706 |
|
|
|
248 |
|
Saia Inc * |
|
|
1,000 |
|
|
|
376 |
|
Schneider National Inc, Cl B |
|
|
3,000 |
|
|
|
81 |
|
Science Applications International Corp |
|
|
1,700 |
|
|
|
222 |
|
Sensata Technologies Holding PLC |
|
|
5,100 |
|
|
|
197 |
|
Simpson Manufacturing Co Inc |
|
|
1,600 |
|
|
|
293 |
|
SiteOne Landscape Supply Inc * |
|
|
1,500 |
|
|
|
213 |
|
Snap-on Inc |
|
|
1,691 |
|
|
|
480 |
|
Southwest Airlines Co |
|
|
20,320 |
|
|
|
588 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
4,400 |
|
|
|
155 |
|
SS&C Technologies Holdings Inc |
|
|
7,300 |
|
|
|
548 |
|
Stanley Black & Decker Inc |
|
|
5,593 |
|
|
|
572 |
|
Stericycle Inc * |
|
|
3,626 |
|
|
|
215 |
|
Tetra Tech Inc |
|
|
1,700 |
|
|
|
404 |
|
Textron Inc |
|
|
6,222 |
|
|
|
567 |
|
Timken Co/The |
|
|
2,169 |
|
|
|
183 |
|
Toro Co/The |
|
|
3,540 |
|
|
|
328 |
|
Trane Technologies PLC |
|
|
7,800 |
|
|
|
2,821 |
|
TransDigm Group Inc |
|
|
1,893 |
|
|
|
2,599 |
|
TransUnion |
|
|
6,300 |
|
|
|
610 |
|
Trex Co Inc * |
|
|
3,700 |
|
|
|
236 |
|
Uber Technologies Inc * |
|
|
68,800 |
|
|
|
5,031 |
|
U-Haul Holding Co * |
|
|
400 |
|
|
|
28 |
|
U-Haul Holding Co, Cl B |
|
|
3,600 |
|
|
|
246 |
|
Union Pacific Corp |
|
|
21,032 |
|
|
|
5,386 |
|
United Airlines Holdings Inc * |
|
|
10,600 |
|
|
|
467 |
|
United Parcel Service Inc, Cl B |
|
|
25,141 |
|
|
|
3,232 |
|
United Rentals Inc |
|
|
2,300 |
|
|
|
1,705 |
|
Valmont Industries Inc |
|
|
600 |
|
|
|
171 |
|
Veralto Corp |
|
|
8,467 |
|
|
|
952 |
|
Verisk Analytics Inc, Cl A |
|
|
4,800 |
|
|
|
1,310 |
|
Vertiv Holdings Co, Cl A |
|
|
12,500 |
|
|
|
1,038 |
|
Vestis Corp |
|
|
5,150 |
|
|
|
72 |
|
Waste Management Inc |
|
|
13,794 |
|
|
|
2,925 |
|
Watsco Inc |
|
|
1,200 |
|
|
|
570 |
|
WESCO International Inc |
|
|
1,500 |
|
|
|
248 |
|
Westinghouse Air Brake Technologies Corp |
|
|
6,137 |
|
|
|
1,041 |
|
WillScot Holdings Corp, Cl A * |
|
|
6,700 |
|
|
|
258 |
|
Woodward Inc |
|
|
1,900 |
|
|
|
317 |
|
WW Grainger Inc |
|
|
1,487 |
|
|
|
1,465 |
|
XPO Inc * |
|
|
3,600 |
|
|
|
413 |
|
Xylem Inc/NY |
|
|
8,102 |
|
|
|
1,114 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
165,866 |
|
Information Technology — 29.0% |
|
|
|
|
Accenture PLC, Cl A |
|
|
21,500 |
|
|
|
7,352 |
|
Adobe Inc * |
|
|
15,302 |
|
|
|
8,790 |
|
Advanced Micro Devices Inc * |
|
|
55,113 |
|
|
|
8,188 |
|
Akamai Technologies Inc * |
|
|
4,818 |
|
|
|
491 |
|
Allegro MicroSystems Inc * |
|
|
2,100 |
|
|
|
51 |
|
Amdocs Ltd |
|
|
4,200 |
|
|
|
365 |
|
Amkor Technology Inc |
|
|
4,100 |
|
|
|
135 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Amphenol Corp, Cl A |
|
|
40,536 |
|
|
$ |
2,734 |
|
Analog Devices Inc |
|
|
17,003 |
|
|
|
3,993 |
|
ANSYS Inc * |
|
|
2,900 |
|
|
|
932 |
|
Appfolio Inc, Cl A * |
|
|
800 |
|
|
|
186 |
|
Apple Inc |
|
|
498,363 |
|
|
|
114,125 |
|
Applied Materials Inc |
|
|
28,455 |
|
|
|
5,613 |
|
AppLovin Corp, Cl A * |
|
|
8,900 |
|
|
|
827 |
|
Arista Networks Inc * |
|
|
8,900 |
|
|
|
3,145 |
|
Arrow Electronics Inc * |
|
|
2,089 |
|
|
|
282 |
|
Aspen Technology Inc * |
|
|
970 |
|
|
|
227 |
|
Astera Labs Inc * |
|
|
800 |
|
|
|
34 |
|
Atlassian Corp, Cl A * |
|
|
5,600 |
|
|
|
927 |
|
Autodesk Inc * |
|
|
7,337 |
|
|
|
1,896 |
|
Avnet Inc |
|
|
3,610 |
|
|
|
199 |
|
Bentley Systems Inc, Cl B |
|
|
5,100 |
|
|
|
262 |
|
BILL Holdings Inc * |
|
|
3,700 |
|
|
|
202 |
|
Broadcom Inc |
|
|
155,880 |
|
|
|
25,380 |
|
Cadence Design Systems Inc * |
|
|
9,363 |
|
|
|
2,518 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
13,500 |
|
|
|
146 |
|
CDW Corp/DE |
|
|
4,500 |
|
|
|
1,015 |
|
Ciena Corp * |
|
|
4,300 |
|
|
|
248 |
|
Cirrus Logic Inc * |
|
|
1,800 |
|
|
|
262 |
|
Cisco Systems Inc |
|
|
138,927 |
|
|
|
7,021 |
|
Cloudflare Inc, Cl A * |
|
|
10,200 |
|
|
|
838 |
|
Cognex Corp |
|
|
5,800 |
|
|
|
234 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
16,776 |
|
|
|
1,305 |
|
Coherent Corp * |
|
|
4,183 |
|
|
|
326 |
|
Confluent Inc, Cl A * |
|
|
7,800 |
|
|
|
165 |
|
Corning Inc |
|
|
26,158 |
|
|
|
1,095 |
|
Crane NXT Co |
|
|
2,100 |
|
|
|
123 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
7,500 |
|
|
|
2,080 |
|
Datadog Inc, Cl A * |
|
|
10,100 |
|
|
|
1,174 |
|
Dell Technologies Inc, Cl C |
|
|
8,400 |
|
|
|
971 |
|
DocuSign Inc, Cl A * |
|
|
7,200 |
|
|
|
426 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,943 |
|
|
|
139 |
|
DoubleVerify Holdings Inc * |
|
|
4,800 |
|
|
|
95 |
|
Dropbox Inc, Cl A * |
|
|
8,300 |
|
|
|
209 |
|
DXC Technology Co * |
|
|
6,636 |
|
|
|
137 |
|
Dynatrace Inc * |
|
|
8,800 |
|
|
|
445 |
|
Elastic NV * |
|
|
2,800 |
|
|
|
213 |
|
Enphase Energy Inc * |
|
|
4,500 |
|
|
|
545 |
|
Entegris Inc |
|
|
5,200 |
|
|
|
603 |
|
EPAM Systems Inc * |
|
|
1,700 |
|
|
|
341 |
|
F5 Inc * |
|
|
1,831 |
|
|
|
372 |
|
Fair Isaac Corp * |
|
|
800 |
|
|
|
1,384 |
|
First Solar Inc * |
|
|
3,600 |
|
|
|
819 |
|
Five9 Inc * |
|
|
2,200 |
|
|
|
71 |
|
Fortinet Inc * |
|
|
21,400 |
|
|
|
1,642 |
|
Gartner Inc * |
|
|
2,610 |
|
|
|
1,284 |
|
Gen Digital Inc |
|
|
19,148 |
|
|
|
507 |
|
Gitlab Inc, Cl A * |
|
|
3,600 |
|
|
|
171 |
|
GLOBALFOUNDRIES Inc * |
|
|
2,700 |
|
|
|
126 |
|
Globant SA * |
|
|
1,400 |
|
|
|
283 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
GoDaddy Inc, Cl A * |
|
|
4,800 |
|
|
$ |
804 |
|
Guidewire Software Inc * |
|
|
2,800 |
|
|
|
417 |
|
HashiCorp Inc, Cl A * |
|
|
3,900 |
|
|
|
132 |
|
Hewlett Packard Enterprise Co |
|
|
43,470 |
|
|
|
842 |
|
HP Inc |
|
|
33,070 |
|
|
|
1,196 |
|
HubSpot Inc * |
|
|
1,700 |
|
|
|
848 |
|
Informatica Inc, Cl A * |
|
|
1,700 |
|
|
|
42 |
|
Intel Corp |
|
|
147,258 |
|
|
|
3,246 |
|
International Business Machines Corp |
|
|
31,401 |
|
|
|
6,347 |
|
Intuit Inc |
|
|
9,352 |
|
|
|
5,894 |
|
IPG Photonics Corp * |
|
|
800 |
|
|
|
55 |
|
Jabil Inc |
|
|
3,974 |
|
|
|
434 |
|
Juniper Networks Inc |
|
|
10,625 |
|
|
|
413 |
|
Keysight Technologies Inc * |
|
|
6,032 |
|
|
|
930 |
|
KLA Corp |
|
|
4,649 |
|
|
|
3,810 |
|
Kyndryl Holdings Inc * |
|
|
9,059 |
|
|
|
215 |
|
Lam Research Corp |
|
|
4,452 |
|
|
|
3,655 |
|
Lattice Semiconductor Corp * |
|
|
5,200 |
|
|
|
246 |
|
Littelfuse Inc |
|
|
800 |
|
|
|
218 |
|
Lumentum Holdings Inc * |
|
|
2,700 |
|
|
|
156 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
2,000 |
|
|
|
218 |
|
Manhattan Associates Inc * |
|
|
2,000 |
|
|
|
529 |
|
Marvell Technology Inc |
|
|
29,338 |
|
|
|
2,237 |
|
Microchip Technology Inc |
|
|
18,030 |
|
|
|
1,481 |
|
Micron Technology Inc |
|
|
38,116 |
|
|
|
3,668 |
|
Microsoft Corp |
|
|
254,916 |
|
|
|
106,336 |
|
MicroStrategy Inc, Cl A * |
|
|
5,000 |
|
|
|
662 |
|
MKS Instruments Inc |
|
|
2,300 |
|
|
|
274 |
|
MongoDB Inc, Cl A * |
|
|
2,400 |
|
|
|
698 |
|
Monolithic Power Systems Inc |
|
|
1,602 |
|
|
|
1,497 |
|
Motorola Solutions Inc |
|
|
5,614 |
|
|
|
2,482 |
|
nCino Inc * |
|
|
2,900 |
|
|
|
87 |
|
NetApp Inc |
|
|
7,055 |
|
|
|
852 |
|
Nutanix Inc, Cl A * |
|
|
7,800 |
|
|
|
493 |
|
NVIDIA Corp |
|
|
815,240 |
|
|
|
97,315 |
|
Okta Inc, Cl A * |
|
|
5,000 |
|
|
|
394 |
|
ON Semiconductor Corp * |
|
|
14,500 |
|
|
|
1,129 |
|
Onto Innovation Inc * |
|
|
1,800 |
|
|
|
384 |
|
Oracle Corp |
|
|
53,820 |
|
|
|
7,604 |
|
Palantir Technologies Inc, Cl A * |
|
|
68,800 |
|
|
|
2,166 |
|
Palo Alto Networks Inc * |
|
|
10,562 |
|
|
|
3,831 |
|
Pegasystems Inc |
|
|
1,500 |
|
|
|
106 |
|
Procore Technologies Inc * |
|
|
3,100 |
|
|
|
184 |
|
PTC Inc * |
|
|
3,900 |
|
|
|
698 |
|
Pure Storage Inc, Cl A * |
|
|
9,900 |
|
|
|
508 |
|
Qorvo Inc * |
|
|
3,500 |
|
|
|
406 |
|
QUALCOMM Inc |
|
|
38,259 |
|
|
|
6,707 |
|
RingCentral Inc, Cl A * |
|
|
3,100 |
|
|
|
103 |
|
Roper Technologies Inc |
|
|
3,700 |
|
|
|
2,051 |
|
Salesforce Inc |
|
|
32,118 |
|
|
|
8,123 |
|
SentinelOne Inc, Cl A * |
|
|
7,700 |
|
|
|
181 |
|
ServiceNow Inc * |
|
|
7,000 |
|
|
|
5,985 |
|
Skyworks Solutions Inc |
|
|
5,500 |
|
|
|
603 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Smartsheet Inc, Cl A * |
|
|
4,100 |
|
|
$ |
200 |
|
Snowflake Inc, Cl A * |
|
|
10,700 |
|
|
|
1,222 |
|
Super Micro Computer Inc * |
|
|
1,700 |
|
|
|
744 |
|
Synopsys Inc * |
|
|
5,282 |
|
|
|
2,744 |
|
TD SYNNEX Corp |
|
|
2,500 |
|
|
|
304 |
|
Teledyne Technologies Inc * |
|
|
1,667 |
|
|
|
721 |
|
Teradata Corp * |
|
|
2,989 |
|
|
|
84 |
|
Teradyne Inc |
|
|
5,363 |
|
|
|
733 |
|
Texas Instruments Inc |
|
|
31,208 |
|
|
|
6,689 |
|
Trimble Inc * |
|
|
8,228 |
|
|
|
466 |
|
Twilio Inc, Cl A * |
|
|
5,900 |
|
|
|
370 |
|
Tyler Technologies Inc * |
|
|
1,400 |
|
|
|
823 |
|
Ubiquiti Inc |
|
|
300 |
|
|
|
58 |
|
UiPath Inc, Cl A * |
|
|
15,800 |
|
|
|
203 |
|
Unity Software Inc * |
|
|
12,200 |
|
|
|
200 |
|
Universal Display Corp |
|
|
1,600 |
|
|
|
310 |
|
VeriSign Inc * |
|
|
2,785 |
|
|
|
512 |
|
Vontier Corp |
|
|
5,901 |
|
|
|
207 |
|
Western Digital Corp * |
|
|
11,596 |
|
|
|
761 |
|
Wolfspeed Inc * |
|
|
5,000 |
|
|
|
49 |
|
Workday Inc, Cl A * |
|
|
7,200 |
|
|
|
1,895 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,725 |
|
|
|
596 |
|
Zoom Video Communications Inc, Cl A * |
|
|
8,500 |
|
|
|
587 |
|
Zscaler Inc * |
|
|
3,300 |
|
|
|
660 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
526,699 |
|
Materials — 2.4% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
7,594 |
|
|
|
2,118 |
|
Albemarle Corp |
|
|
3,973 |
|
|
|
359 |
|
Alcoa Corp |
|
|
7,100 |
|
|
|
228 |
|
Amcor PLC |
|
|
48,600 |
|
|
|
556 |
|
AptarGroup Inc |
|
|
2,200 |
|
|
|
337 |
|
Ardagh Metal Packaging SA |
|
|
3,000 |
|
|
|
11 |
|
Ashland Inc |
|
|
1,676 |
|
|
|
150 |
|
ATI Inc * |
|
|
4,500 |
|
|
|
287 |
|
Avery Dennison Corp |
|
|
2,710 |
|
|
|
601 |
|
Axalta Coating Systems Ltd * |
|
|
7,400 |
|
|
|
270 |
|
Ball Corp |
|
|
10,600 |
|
|
|
676 |
|
Berry Global Group Inc |
|
|
3,900 |
|
|
|
269 |
|
Celanese Corp, Cl A |
|
|
3,883 |
|
|
|
507 |
|
CF Industries Holdings Inc |
|
|
6,030 |
|
|
|
501 |
|
Chemours Co/The |
|
|
4,300 |
|
|
|
84 |
|
Cleveland-Cliffs Inc * |
|
|
14,100 |
|
|
|
184 |
|
Corteva Inc |
|
|
23,876 |
|
|
|
1,368 |
|
CRH PLC |
|
|
23,400 |
|
|
|
2,124 |
|
Crown Holdings Inc |
|
|
3,951 |
|
|
|
357 |
|
Dow Inc |
|
|
23,776 |
|
|
|
1,274 |
|
DuPont de Nemours Inc |
|
|
14,109 |
|
|
|
1,189 |
|
Eagle Materials Inc |
|
|
1,200 |
|
|
|
309 |
|
Eastman Chemical Co |
|
|
3,928 |
|
|
|
402 |
|
Ecolab Inc |
|
|
8,555 |
|
|
|
2,166 |
|
Element Solutions Inc |
|
|
8,900 |
|
|
|
238 |
|
FMC Corp |
|
|
4,420 |
|
|
|
285 |
|
Freeport-McMoRan Inc, Cl B |
|
|
49,724 |
|
|
|
2,202 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Graphic Packaging Holding Co |
|
|
10,300 |
|
|
$ |
308 |
|
Huntsman Corp |
|
|
6,029 |
|
|
|
133 |
|
International Flavors & Fragrances Inc |
|
|
8,752 |
|
|
|
910 |
|
International Paper Co |
|
|
11,855 |
|
|
|
574 |
|
Linde PLC |
|
|
16,500 |
|
|
|
7,891 |
|
Louisiana-Pacific Corp |
|
|
2,200 |
|
|
|
214 |
|
LyondellBasell Industries NV, Cl A |
|
|
8,660 |
|
|
|
855 |
|
Martin Marietta Materials Inc |
|
|
2,063 |
|
|
|
1,102 |
|
Mosaic Co/The |
|
|
10,878 |
|
|
|
311 |
|
MP Materials Corp * |
|
|
5,300 |
|
|
|
68 |
|
NewMarket Corp |
|
|
200 |
|
|
|
115 |
|
Newmont Corp |
|
|
39,433 |
|
|
|
2,105 |
|
Nucor Corp |
|
|
8,090 |
|
|
|
1,229 |
|
Olin Corp |
|
|
4,000 |
|
|
|
175 |
|
Packaging Corp of America |
|
|
2,999 |
|
|
|
628 |
|
PPG Industries Inc |
|
|
7,965 |
|
|
|
1,033 |
|
Reliance Inc |
|
|
1,900 |
|
|
|
545 |
|
Royal Gold Inc |
|
|
2,200 |
|
|
|
308 |
|
RPM International Inc |
|
|
4,069 |
|
|
|
473 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
1,606 |
|
|
|
114 |
|
Sealed Air Corp |
|
|
4,868 |
|
|
|
170 |
|
Sherwin-Williams Co/The |
|
|
8,011 |
|
|
|
2,959 |
|
Silgan Holdings Inc |
|
|
2,308 |
|
|
|
121 |
|
Smurfit WestRock PLC |
|
|
8,145 |
|
|
|
386 |
|
Sonoco Products Co |
|
|
3,246 |
|
|
|
184 |
|
Southern Copper Corp |
|
|
2,922 |
|
|
|
297 |
|
Steel Dynamics Inc |
|
|
5,100 |
|
|
|
610 |
|
United States Steel Corp |
|
|
7,600 |
|
|
|
288 |
|
Vulcan Materials Co |
|
|
4,557 |
|
|
|
1,117 |
|
Westlake Corp |
|
|
1,300 |
|
|
|
189 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,464 |
|
Real Estate — 2.5% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
3,800 |
|
|
|
277 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
6,000 |
|
|
|
717 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
10,700 |
|
|
|
426 |
|
American Tower Corp, Cl A ‡ |
|
|
16,112 |
|
|
|
3,610 |
|
Americold Realty Trust Inc ‡ |
|
|
9,600 |
|
|
|
278 |
|
AvalonBay Communities Inc ‡ |
|
|
4,941 |
|
|
|
1,115 |
|
Brixmor Property Group Inc ‡ |
|
|
10,100 |
|
|
|
277 |
|
BXP Inc ‡ |
|
|
5,584 |
|
|
|
420 |
|
Camden Property Trust ‡ |
|
|
3,247 |
|
|
|
407 |
|
CBRE Group Inc, Cl A * |
|
|
10,417 |
|
|
|
1,199 |
|
CoStar Group Inc * |
|
|
13,900 |
|
|
|
1,074 |
|
Cousins Properties Inc ‡ |
|
|
4,300 |
|
|
|
123 |
|
Crown Castle Inc ‡ |
|
|
14,796 |
|
|
|
1,657 |
|
CubeSmart ‡ |
|
|
7,000 |
|
|
|
363 |
|
Digital Realty Trust Inc ‡ |
|
|
10,996 |
|
|
|
1,667 |
|
EastGroup Properties Inc ‡ |
|
|
1,600 |
|
|
|
298 |
|
EPR Properties ‡ |
|
|
2,800 |
|
|
|
133 |
|
Equinix Inc ‡ |
|
|
3,263 |
|
|
|
2,722 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
6,400 |
|
|
|
465 |
|
Equity Residential ‡ |
|
|
12,577 |
|
|
|
942 |
|
Essex Property Trust Inc ‡ |
|
|
2,163 |
|
|
|
653 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Extra Space Storage Inc ‡ |
|
|
7,098 |
|
|
$ |
1,256 |
|
Federal Realty Investment Trust ‡ |
|
|
3,096 |
|
|
|
356 |
|
First Industrial Realty Trust Inc ‡ |
|
|
4,600 |
|
|
|
261 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
8,835 |
|
|
|
460 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
12,800 |
|
|
|
228 |
|
Healthpeak Properties Inc ‡ |
|
|
22,874 |
|
|
|
510 |
|
Highwoods Properties Inc ‡ |
|
|
3,900 |
|
|
|
126 |
|
Host Hotels & Resorts Inc ‡ |
|
|
22,240 |
|
|
|
394 |
|
Howard Hughes Holdings Inc * |
|
|
1,073 |
|
|
|
81 |
|
Invitation Homes Inc ‡ |
|
|
21,200 |
|
|
|
781 |
|
Iron Mountain Inc ‡ |
|
|
10,103 |
|
|
|
1,144 |
|
Jones Lang LaSalle Inc * |
|
|
1,500 |
|
|
|
383 |
|
Kilroy Realty Corp ‡ |
|
|
4,600 |
|
|
|
167 |
|
Kimco Realty Corp ‡ |
|
|
22,371 |
|
|
|
520 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,940 |
|
|
|
370 |
|
Medical Properties Trust Inc ‡ |
|
|
17,800 |
|
|
|
80 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
3,950 |
|
|
|
641 |
|
National Storage Affiliates Trust ‡ |
|
|
2,200 |
|
|
|
103 |
|
NNN REIT Inc ‡ |
|
|
5,500 |
|
|
|
258 |
|
Omega Healthcare Investors Inc ‡ |
|
|
7,900 |
|
|
|
312 |
|
Park Hotels & Resorts Inc ‡ |
|
|
8,288 |
|
|
|
127 |
|
Prologis Inc ‡ |
|
|
31,603 |
|
|
|
4,039 |
|
Public Storage ‡ |
|
|
5,368 |
|
|
|
1,845 |
|
Rayonier Inc ‡ |
|
|
4,604 |
|
|
|
142 |
|
Realty Income Corp ‡ |
|
|
29,454 |
|
|
|
1,829 |
|
Regency Centers Corp ‡ |
|
|
5,858 |
|
|
|
426 |
|
Rexford Industrial Realty Inc ‡ |
|
|
7,800 |
|
|
|
397 |
|
SBA Communications Corp, Cl A ‡ |
|
|
3,732 |
|
|
|
846 |
|
Seaport Entertainment Group Inc * |
|
|
119 |
|
|
|
4 |
|
Simon Property Group Inc ‡ |
|
|
10,981 |
|
|
|
1,838 |
|
STAG Industrial Inc ‡ |
|
|
6,100 |
|
|
|
248 |
|
Sun Communities Inc ‡ |
|
|
4,200 |
|
|
|
568 |
|
UDR Inc ‡ |
|
|
10,993 |
|
|
|
489 |
|
Ventas Inc ‡ |
|
|
13,792 |
|
|
|
857 |
|
VICI Properties Inc, Cl A ‡ |
|
|
35,000 |
|
|
|
1,172 |
|
Vornado Realty Trust ‡ |
|
|
7,036 |
|
|
|
242 |
|
Welltower Inc ‡ |
|
|
20,283 |
|
|
|
2,448 |
|
Weyerhaeuser Co ‡ |
|
|
25,246 |
|
|
|
770 |
|
WP Carey Inc ‡ |
|
|
6,900 |
|
|
|
414 |
|
Zillow Group Inc, Cl A * |
|
|
2,143 |
|
|
|
114 |
|
Zillow Group Inc, Cl C * |
|
|
5,386 |
|
|
|
298 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,367 |
|
Utilities — 2.3% |
|
|
|
|
AES Corp/The |
|
|
24,124 |
|
|
|
413 |
|
Alliant Energy Corp |
|
|
9,152 |
|
|
|
533 |
|
Ameren Corp |
|
|
9,090 |
|
|
|
750 |
|
American Electric Power Co Inc |
|
|
17,950 |
|
|
|
1,800 |
|
American Water Works Co Inc |
|
|
6,500 |
|
|
|
930 |
|
Atmos Energy Corp |
|
|
5,091 |
|
|
|
666 |
|
Avangrid Inc |
|
|
3,094 |
|
|
|
110 |
|
Brookfield Renewable Corp, Cl A |
|
|
5,000 |
|
|
|
142 |
|
CenterPoint Energy Inc |
|
|
21,615 |
|
|
|
590 |
|
Clearway Energy Inc, Cl A |
|
|
1,300 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Clearway Energy Inc, Cl C |
|
|
3,500 |
|
|
$ |
101 |
|
CMS Energy Corp |
|
|
9,742 |
|
|
|
661 |
|
Consolidated Edison Inc |
|
|
11,816 |
|
|
|
1,200 |
|
Constellation Energy Corp |
|
|
10,792 |
|
|
|
2,123 |
|
Dominion Energy Inc |
|
|
28,470 |
|
|
|
1,591 |
|
DTE Energy Co |
|
|
7,364 |
|
|
|
921 |
|
Duke Energy Corp |
|
|
26,416 |
|
|
|
3,010 |
|
Edison International |
|
|
13,279 |
|
|
|
1,156 |
|
Entergy Corp |
|
|
7,298 |
|
|
|
881 |
|
Essential Utilities Inc |
|
|
8,546 |
|
|
|
333 |
|
Evergy Inc |
|
|
8,049 |
|
|
|
476 |
|
Eversource Energy |
|
|
12,126 |
|
|
|
819 |
|
Exelon Corp |
|
|
34,176 |
|
|
|
1,302 |
|
FirstEnergy Corp |
|
|
18,727 |
|
|
|
823 |
|
IDACORP Inc, Cl Rights |
|
|
1,700 |
|
|
|
173 |
|
National Fuel Gas Co |
|
|
2,889 |
|
|
|
173 |
|
NextEra Energy Inc |
|
|
70,492 |
|
|
|
5,675 |
|
NiSource Inc |
|
|
14,921 |
|
|
|
493 |
|
NRG Energy Inc |
|
|
7,300 |
|
|
|
621 |
|
OGE Energy Corp |
|
|
7,636 |
|
|
|
302 |
|
PG&E Corp |
|
|
74,018 |
|
|
|
1,458 |
|
Pinnacle West Capital Corp |
|
|
3,892 |
|
|
|
341 |
|
PPL Corp |
|
|
25,526 |
|
|
|
815 |
|
Public Service Enterprise Group Inc |
|
|
16,852 |
|
|
|
1,361 |
|
Sempra |
|
|
21,546 |
|
|
|
1,771 |
|
Southern Co/The |
|
|
37,503 |
|
|
|
3,240 |
|
UGI Corp |
|
|
7,925 |
|
|
|
197 |
|
Vistra Corp |
|
|
11,600 |
|
|
|
991 |
|
WEC Energy Group Inc |
|
|
10,757 |
|
|
|
1,001 |
|
Xcel Energy Inc |
|
|
18,981 |
|
|
|
1,162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
41,140 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $333,980) ($ Thousands) |
|
|
|
|
|
|
1,777,515 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
36,324,501 |
|
|
|
36,325 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $36,325) ($ Thousands) |
|
|
|
|
|
|
36,325 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $370,305) ($ Thousands) |
|
$ |
1,813,840 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Large Cap Index Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
118 |
|
|
|
Sep-2024 |
|
|
$ |
32,695 |
|
|
$ |
33,400 |
|
|
$ |
705 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
6,684 |
|
|
|
6,816 |
|
|
|
132 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
39,379 |
|
|
$ |
40,216 |
|
|
$ |
837 |
|
|
Percentages are based on Net Assets of $1,818,246 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
233 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
233 |
|
|
$ |
2 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
(7 |
) |
|
|
6 |
|
|
|
— |
|
|
|
1 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
31,356 |
|
|
|
94,513 |
|
|
|
(89,544 |
) |
|
|
— |
|
|
|
— |
|
|
|
36,325 |
|
|
|
501 |
|
|
|
— |
|
Totals |
|
$ |
31,590 |
|
|
$ |
94,513 |
|
|
$ |
(89,544 |
) |
|
$ |
(7 |
) |
|
$ |
6 |
|
|
$ |
36,558 |
|
|
$ |
504 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.6% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
526,693 |
|
|
$ |
86,051 |
|
Alphabet Inc, Cl C |
|
|
438,186 |
|
|
|
72,349 |
|
AT&T Inc |
|
|
642,579 |
|
|
|
12,787 |
|
Charter Communications Inc, Cl A * |
|
|
8,796 |
|
|
|
3,057 |
|
Comcast Corp, Cl A |
|
|
350,755 |
|
|
|
13,879 |
|
Electronic Arts Inc |
|
|
21,811 |
|
|
|
3,311 |
|
Fox Corp |
|
|
34,394 |
|
|
|
1,385 |
|
Interpublic Group of Cos Inc/The |
|
|
33,624 |
|
|
|
1,097 |
|
Live Nation Entertainment Inc * |
|
|
12,683 |
|
|
|
1,239 |
|
Match Group Inc * |
|
|
23,553 |
|
|
|
877 |
|
Meta Platforms Inc, Cl A |
|
|
196,496 |
|
|
|
102,435 |
|
Netflix Inc * |
|
|
38,667 |
|
|
|
27,119 |
|
News Corp |
|
|
11,200 |
|
|
|
330 |
|
News Corp, Cl A |
|
|
33,678 |
|
|
|
954 |
|
Omnicom Group Inc |
|
|
17,464 |
|
|
|
1,754 |
|
Paramount Global, Cl B |
|
|
45,205 |
|
|
|
473 |
|
Take-Two Interactive Software Inc * |
|
|
14,233 |
|
|
|
2,302 |
|
T-Mobile US Inc |
|
|
46,181 |
|
|
|
9,177 |
|
Verizon Communications Inc |
|
|
377,259 |
|
|
|
15,762 |
|
Walt Disney Co/The |
|
|
163,380 |
|
|
|
14,766 |
|
Warner Bros Discovery Inc * |
|
|
198,944 |
|
|
|
1,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
372,664 |
|
Consumer Discretionary — 9.5% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
39,869 |
|
|
|
4,677 |
|
Amazon.com Inc * |
|
|
821,130 |
|
|
|
146,572 |
|
Aptiv PLC * |
|
|
24,273 |
|
|
|
1,736 |
|
AutoZone Inc * |
|
|
1,588 |
|
|
|
5,052 |
|
Bath & Body Works Inc |
|
|
21,149 |
|
|
|
651 |
|
Best Buy Co Inc |
|
|
17,135 |
|
|
|
1,720 |
|
Booking Holdings Inc |
|
|
3,037 |
|
|
|
11,872 |
|
BorgWarner Inc |
|
|
21,127 |
|
|
|
720 |
|
Caesars Entertainment Inc * |
|
|
20,566 |
|
|
|
774 |
|
CarMax Inc * |
|
|
14,784 |
|
|
|
1,250 |
|
Carnival Corp, Cl A * |
|
|
90,128 |
|
|
|
1,487 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
123,000 |
|
|
|
6,898 |
|
Darden Restaurants Inc |
|
|
10,696 |
|
|
|
1,692 |
|
Deckers Outdoor Corp * |
|
|
2,300 |
|
|
|
2,206 |
|
Domino's Pizza Inc |
|
|
3,236 |
|
|
|
1,340 |
|
DR Horton Inc |
|
|
26,549 |
|
|
|
5,011 |
|
eBay Inc |
|
|
45,210 |
|
|
|
2,672 |
|
Etsy Inc * |
|
|
11,238 |
|
|
|
619 |
|
Expedia Group Inc * |
|
|
11,315 |
|
|
|
1,574 |
|
Ford Motor Co |
|
|
350,887 |
|
|
|
3,926 |
|
Garmin Ltd |
|
|
13,716 |
|
|
|
2,514 |
|
General Motors Co |
|
|
102,121 |
|
|
|
5,084 |
|
Genuine Parts Co |
|
|
12,411 |
|
|
|
1,778 |
|
Hasbro Inc |
|
|
12,320 |
|
|
|
840 |
|
Hilton Worldwide Holdings Inc |
|
|
22,395 |
|
|
|
4,919 |
|
Home Depot Inc/The |
|
|
88,874 |
|
|
|
32,750 |
|
Las Vegas Sands Corp |
|
|
34,020 |
|
|
|
1,326 |
|
Lennar Corp, Cl A |
|
|
21,957 |
|
|
|
3,998 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
LKQ Corp |
|
|
25,126 |
|
|
$ |
1,045 |
|
Lowe's Cos Inc |
|
|
51,301 |
|
|
|
12,748 |
|
Lululemon Athletica Inc * |
|
|
10,273 |
|
|
|
2,666 |
|
Marriott International Inc/MD, Cl A |
|
|
21,607 |
|
|
|
5,071 |
|
McDonald's Corp |
|
|
64,626 |
|
|
|
18,655 |
|
MGM Resorts International * |
|
|
23,800 |
|
|
|
895 |
|
Mohawk Industries Inc * |
|
|
4,700 |
|
|
|
729 |
|
NIKE Inc, Cl B |
|
|
108,575 |
|
|
|
9,046 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
40,024 |
|
|
|
716 |
|
NVR Inc * |
|
|
282 |
|
|
|
2,587 |
|
O'Reilly Automotive Inc * |
|
|
5,297 |
|
|
|
5,985 |
|
Pool Corp |
|
|
3,421 |
|
|
|
1,203 |
|
PulteGroup Inc |
|
|
18,754 |
|
|
|
2,469 |
|
Ralph Lauren Corp, Cl A |
|
|
3,830 |
|
|
|
656 |
|
Ross Stores Inc |
|
|
30,026 |
|
|
|
4,522 |
|
Royal Caribbean Cruises Ltd * |
|
|
21,196 |
|
|
|
3,489 |
|
Starbucks Corp |
|
|
101,522 |
|
|
|
9,601 |
|
Tapestry Inc |
|
|
21,932 |
|
|
|
899 |
|
Tesla Inc * |
|
|
248,748 |
|
|
|
53,259 |
|
TJX Cos Inc/The |
|
|
101,473 |
|
|
|
11,900 |
|
Tractor Supply Co |
|
|
9,659 |
|
|
|
2,584 |
|
Ulta Beauty Inc * |
|
|
4,290 |
|
|
|
1,514 |
|
Wynn Resorts Ltd |
|
|
8,932 |
|
|
|
687 |
|
Yum! Brands Inc |
|
|
25,214 |
|
|
|
3,402 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
411,986 |
|
Consumer Staples — 5.9% |
|
|
|
|
Altria Group Inc |
|
|
153,883 |
|
|
|
8,274 |
|
Archer-Daniels-Midland Co |
|
|
44,167 |
|
|
|
2,694 |
|
Brown-Forman Corp, Cl B |
|
|
16,548 |
|
|
|
754 |
|
Bunge Global SA |
|
|
13,227 |
|
|
|
1,341 |
|
Campbell Soup Co |
|
|
18,512 |
|
|
|
920 |
|
Church & Dwight Co Inc |
|
|
21,875 |
|
|
|
2,229 |
|
Clorox Co/The |
|
|
11,070 |
|
|
|
1,753 |
|
Coca-Cola Co/The |
|
|
347,528 |
|
|
|
25,185 |
|
Colgate-Palmolive Co |
|
|
73,463 |
|
|
|
7,824 |
|
Conagra Brands Inc |
|
|
42,550 |
|
|
|
1,328 |
|
Constellation Brands Inc, Cl A |
|
|
14,383 |
|
|
|
3,462 |
|
Costco Wholesale Corp |
|
|
39,780 |
|
|
|
35,499 |
|
Dollar General Corp |
|
|
19,648 |
|
|
|
1,630 |
|
Dollar Tree Inc * |
|
|
18,486 |
|
|
|
1,562 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
20,848 |
|
|
|
1,911 |
|
General Mills Inc |
|
|
50,523 |
|
|
|
3,652 |
|
Hershey Co/The |
|
|
13,193 |
|
|
|
2,547 |
|
Hormel Foods Corp |
|
|
27,660 |
|
|
|
900 |
|
J M Smucker Co/The |
|
|
9,958 |
|
|
|
1,142 |
|
Kellanova |
|
|
23,535 |
|
|
|
1,897 |
|
Kenvue Inc |
|
|
171,306 |
|
|
|
3,760 |
|
Keurig Dr Pepper Inc |
|
|
93,357 |
|
|
|
3,418 |
|
Kimberly-Clark Corp |
|
|
30,156 |
|
|
|
4,362 |
|
Kraft Heinz Co/The |
|
|
70,515 |
|
|
|
2,498 |
|
Kroger Co/The |
|
|
59,882 |
|
|
|
3,186 |
|
Lamb Weston Holdings Inc |
|
|
13,691 |
|
|
|
848 |
|
McCormick & Co Inc/MD |
|
|
22,473 |
|
|
|
1,799 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Molson Coors Beverage Co, Cl B |
|
|
17,370 |
|
|
$ |
938 |
|
Mondelez International Inc, Cl A |
|
|
120,202 |
|
|
|
8,632 |
|
Monster Beverage Corp * |
|
|
63,381 |
|
|
|
2,987 |
|
PepsiCo Inc |
|
|
123,266 |
|
|
|
21,310 |
|
Philip Morris International Inc |
|
|
139,363 |
|
|
|
17,182 |
|
Procter & Gamble Co/The |
|
|
211,612 |
|
|
|
36,300 |
|
Sysco Corp |
|
|
44,510 |
|
|
|
3,470 |
|
Target Corp |
|
|
41,392 |
|
|
|
6,359 |
|
Tyson Foods Inc, Cl A |
|
|
25,513 |
|
|
|
1,641 |
|
Walgreens Boots Alliance Inc |
|
|
67,685 |
|
|
|
626 |
|
Walmart Inc |
|
|
382,911 |
|
|
|
29,572 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
255,392 |
|
Energy — 3.4% |
|
|
|
|
APA Corp |
|
|
33,891 |
|
|
|
966 |
|
Baker Hughes Co, Cl A |
|
|
89,299 |
|
|
|
3,141 |
|
Chevron Corp |
|
|
153,661 |
|
|
|
22,734 |
|
ConocoPhillips |
|
|
104,765 |
|
|
|
11,921 |
|
Coterra Energy Inc, Cl A |
|
|
66,348 |
|
|
|
1,614 |
|
Devon Energy Corp |
|
|
56,446 |
|
|
|
2,528 |
|
Diamondback Energy Inc |
|
|
15,943 |
|
|
|
3,111 |
|
EOG Resources Inc |
|
|
51,512 |
|
|
|
6,636 |
|
EQT Corp |
|
|
52,996 |
|
|
|
1,776 |
|
Exxon Mobil Corp |
|
|
402,205 |
|
|
|
47,436 |
|
Halliburton Co |
|
|
79,129 |
|
|
|
2,460 |
|
Hess Corp |
|
|
24,722 |
|
|
|
3,413 |
|
Kinder Morgan Inc |
|
|
172,726 |
|
|
|
3,726 |
|
Marathon Oil Corp |
|
|
50,325 |
|
|
|
1,442 |
|
Marathon Petroleum Corp |
|
|
31,889 |
|
|
|
5,648 |
|
Occidental Petroleum Corp |
|
|
60,231 |
|
|
|
3,432 |
|
ONEOK Inc |
|
|
52,252 |
|
|
|
4,826 |
|
Phillips 66 |
|
|
38,297 |
|
|
|
5,373 |
|
Schlumberger NV |
|
|
129,399 |
|
|
|
5,692 |
|
Targa Resources Corp |
|
|
19,803 |
|
|
|
2,909 |
|
Valero Energy Corp |
|
|
29,311 |
|
|
|
4,301 |
|
Williams Cos Inc/The |
|
|
110,013 |
|
|
|
5,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
150,120 |
|
Financials — 13.0% |
|
|
|
|
Aflac Inc |
|
|
46,706 |
|
|
|
5,154 |
|
Allstate Corp/The |
|
|
23,827 |
|
|
|
4,502 |
|
American Express Co |
|
|
50,958 |
|
|
|
13,180 |
|
American International Group Inc |
|
|
59,364 |
|
|
|
4,574 |
|
Ameriprise Financial Inc |
|
|
8,858 |
|
|
|
3,981 |
|
Aon PLC, Cl A |
|
|
19,495 |
|
|
|
6,701 |
|
Arch Capital Group Ltd * |
|
|
33,428 |
|
|
|
3,780 |
|
Arthur J Gallagher & Co |
|
|
19,785 |
|
|
|
5,788 |
|
Assurant Inc |
|
|
4,631 |
|
|
|
909 |
|
Bank of America Corp |
|
|
609,910 |
|
|
|
24,854 |
|
Bank of New York Mellon Corp/The |
|
|
66,959 |
|
|
|
4,568 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
162,332 |
|
|
|
77,257 |
|
BlackRock Inc, Cl A |
|
|
12,475 |
|
|
|
11,250 |
|
Blackstone Inc |
|
|
64,026 |
|
|
|
9,115 |
|
Brown & Brown Inc |
|
|
21,145 |
|
|
|
2,223 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Capital One Financial Corp |
|
|
34,505 |
|
|
$ |
5,070 |
|
Cboe Global Markets Inc |
|
|
9,400 |
|
|
|
1,931 |
|
Charles Schwab Corp/The |
|
|
133,756 |
|
|
|
8,708 |
|
Chubb Ltd |
|
|
36,356 |
|
|
|
10,332 |
|
Cincinnati Financial Corp |
|
|
14,005 |
|
|
|
1,919 |
|
Citigroup Inc |
|
|
170,905 |
|
|
|
10,705 |
|
Citizens Financial Group Inc |
|
|
40,560 |
|
|
|
1,746 |
|
CME Group Inc, Cl A |
|
|
32,291 |
|
|
|
6,966 |
|
Corpay Inc * |
|
|
6,319 |
|
|
|
1,994 |
|
Discover Financial Services |
|
|
22,448 |
|
|
|
3,114 |
|
Everest Group Ltd |
|
|
3,899 |
|
|
|
1,529 |
|
FactSet Research Systems Inc |
|
|
3,351 |
|
|
|
1,417 |
|
Fidelity National Information Services Inc |
|
|
49,759 |
|
|
|
4,103 |
|
Fifth Third Bancorp |
|
|
61,133 |
|
|
|
2,610 |
|
Fiserv Inc * |
|
|
52,439 |
|
|
|
9,156 |
|
Franklin Resources Inc |
|
|
28,577 |
|
|
|
578 |
|
Global Payments Inc |
|
|
22,795 |
|
|
|
2,530 |
|
Globe Life Inc |
|
|
8,082 |
|
|
|
849 |
|
Goldman Sachs Group Inc/The |
|
|
28,857 |
|
|
|
14,724 |
|
Hartford Financial Services Group Inc/The |
|
|
26,488 |
|
|
|
3,075 |
|
Huntington Bancshares Inc/OH |
|
|
129,388 |
|
|
|
1,937 |
|
Intercontinental Exchange Inc |
|
|
51,419 |
|
|
|
8,307 |
|
Invesco Ltd |
|
|
42,270 |
|
|
|
722 |
|
Jack Henry & Associates Inc |
|
|
6,482 |
|
|
|
1,122 |
|
JPMorgan Chase & Co |
|
|
257,454 |
|
|
|
57,876 |
|
KeyCorp |
|
|
84,006 |
|
|
|
1,433 |
|
KKR & Co Inc |
|
|
59,600 |
|
|
|
7,377 |
|
Loews Corp |
|
|
16,157 |
|
|
|
1,324 |
|
M&T Bank Corp |
|
|
14,923 |
|
|
|
2,568 |
|
MarketAxess Holdings Inc |
|
|
3,542 |
|
|
|
859 |
|
Marsh & McLennan Cos Inc |
|
|
44,181 |
|
|
|
10,052 |
|
Mastercard Inc, Cl A |
|
|
73,641 |
|
|
|
35,594 |
|
MetLife Inc |
|
|
53,426 |
|
|
|
4,139 |
|
Moody's Corp |
|
|
14,053 |
|
|
|
6,854 |
|
Morgan Stanley |
|
|
112,109 |
|
|
|
11,616 |
|
MSCI Inc, Cl A |
|
|
7,117 |
|
|
|
4,132 |
|
Nasdaq Inc |
|
|
37,006 |
|
|
|
2,667 |
|
Northern Trust Corp |
|
|
18,287 |
|
|
|
1,668 |
|
PayPal Holdings Inc * |
|
|
93,688 |
|
|
|
6,786 |
|
PNC Financial Services Group Inc/The |
|
|
35,679 |
|
|
|
6,604 |
|
Principal Financial Group Inc |
|
|
19,234 |
|
|
|
1,566 |
|
Progressive Corp/The |
|
|
52,504 |
|
|
|
13,241 |
|
Prudential Financial Inc |
|
|
32,094 |
|
|
|
3,889 |
|
Raymond James Financial Inc |
|
|
16,649 |
|
|
|
1,991 |
|
Regions Financial Corp |
|
|
81,778 |
|
|
|
1,915 |
|
S&P Global Inc |
|
|
28,643 |
|
|
|
14,701 |
|
State Street Corp |
|
|
26,880 |
|
|
|
2,341 |
|
Synchrony Financial |
|
|
35,846 |
|
|
|
1,802 |
|
T Rowe Price Group Inc |
|
|
19,953 |
|
|
|
2,116 |
|
Travelers Cos Inc/The |
|
|
20,452 |
|
|
|
4,664 |
|
Truist Financial Corp |
|
|
120,891 |
|
|
|
5,375 |
|
US Bancorp |
|
|
139,729 |
|
|
|
6,599 |
|
Visa Inc, Cl A |
|
|
141,180 |
|
|
|
39,018 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
W R Berkley Corp |
|
|
26,975 |
|
|
$ |
1,610 |
|
Wells Fargo & Co |
|
|
312,530 |
|
|
|
18,274 |
|
Willis Towers Watson PLC |
|
|
9,167 |
|
|
|
2,678 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
566,309 |
|
Health Care — 11.9% |
|
|
|
|
Abbott Laboratories |
|
|
155,909 |
|
|
|
17,660 |
|
AbbVie Inc |
|
|
158,268 |
|
|
|
31,070 |
|
Agilent Technologies Inc |
|
|
26,259 |
|
|
|
3,753 |
|
Align Technology Inc * |
|
|
6,220 |
|
|
|
1,475 |
|
Amgen Inc |
|
|
48,050 |
|
|
|
16,041 |
|
Baxter International Inc |
|
|
45,426 |
|
|
|
1,723 |
|
Becton Dickinson & Co |
|
|
25,908 |
|
|
|
6,280 |
|
Biogen Inc * |
|
|
12,988 |
|
|
|
2,659 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
1,922 |
|
|
|
648 |
|
Bio-Techne Corp |
|
|
14,731 |
|
|
|
1,090 |
|
Boston Scientific Corp * |
|
|
131,725 |
|
|
|
10,774 |
|
Bristol-Myers Squibb Co |
|
|
181,558 |
|
|
|
9,069 |
|
Cardinal Health Inc |
|
|
21,784 |
|
|
|
2,455 |
|
Catalent Inc * |
|
|
16,074 |
|
|
|
980 |
|
Cencora Inc |
|
|
14,899 |
|
|
|
3,569 |
|
Centene Corp * |
|
|
47,751 |
|
|
|
3,764 |
|
Charles River Laboratories International Inc * |
|
|
4,800 |
|
|
|
949 |
|
Cigna Group/The |
|
|
25,462 |
|
|
|
9,212 |
|
Cooper Cos Inc/The |
|
|
17,780 |
|
|
|
1,880 |
|
CVS Health Corp |
|
|
112,396 |
|
|
|
6,434 |
|
Danaher Corp |
|
|
59,064 |
|
|
|
15,907 |
|
DaVita Inc * |
|
|
4,560 |
|
|
|
688 |
|
Dexcom Inc * |
|
|
35,566 |
|
|
|
2,466 |
|
Edwards Lifesciences Corp * |
|
|
53,879 |
|
|
|
3,769 |
|
Elevance Health Inc |
|
|
20,817 |
|
|
|
11,593 |
|
Eli Lilly & Co |
|
|
71,632 |
|
|
|
68,768 |
|
GE HealthCare Technologies Inc |
|
|
37,981 |
|
|
|
3,222 |
|
Gilead Sciences Inc |
|
|
111,608 |
|
|
|
8,817 |
|
HCA Healthcare Inc |
|
|
17,378 |
|
|
|
6,875 |
|
Henry Schein Inc * |
|
|
11,337 |
|
|
|
800 |
|
Hologic Inc * |
|
|
20,829 |
|
|
|
1,692 |
|
Humana Inc |
|
|
10,779 |
|
|
|
3,821 |
|
IDEXX Laboratories Inc * |
|
|
7,423 |
|
|
|
3,573 |
|
Incyte Corp * |
|
|
13,255 |
|
|
|
870 |
|
Insulet Corp * |
|
|
6,278 |
|
|
|
1,273 |
|
Intuitive Surgical Inc * |
|
|
31,789 |
|
|
|
15,660 |
|
IQVIA Holdings Inc * |
|
|
16,263 |
|
|
|
4,091 |
|
Johnson & Johnson |
|
|
215,720 |
|
|
|
35,779 |
|
Labcorp Holdings Inc |
|
|
7,506 |
|
|
|
1,726 |
|
McKesson Corp |
|
|
11,688 |
|
|
|
6,558 |
|
Medtronic PLC |
|
|
118,973 |
|
|
|
10,539 |
|
Merck & Co Inc |
|
|
227,068 |
|
|
|
26,896 |
|
Mettler-Toledo International Inc * |
|
|
1,898 |
|
|
|
2,731 |
|
Moderna Inc * |
|
|
29,825 |
|
|
|
2,308 |
|
Molina Healthcare Inc * |
|
|
5,210 |
|
|
|
1,822 |
|
Pfizer Inc |
|
|
507,863 |
|
|
|
14,733 |
|
Quest Diagnostics Inc |
|
|
9,897 |
|
|
|
1,554 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Regeneron Pharmaceuticals Inc * |
|
|
9,459 |
|
|
$ |
11,206 |
|
ResMed Inc |
|
|
13,110 |
|
|
|
3,212 |
|
Revvity Inc |
|
|
11,009 |
|
|
|
1,349 |
|
Solventum Corp * |
|
|
12,946 |
|
|
|
830 |
|
STERIS PLC |
|
|
8,815 |
|
|
|
2,125 |
|
Stryker Corp |
|
|
30,373 |
|
|
|
10,947 |
|
Teleflex Inc |
|
|
4,164 |
|
|
|
1,021 |
|
Thermo Fisher Scientific Inc |
|
|
34,266 |
|
|
|
21,076 |
|
UnitedHealth Group Inc |
|
|
82,557 |
|
|
|
48,725 |
|
Universal Health Services Inc, Cl B |
|
|
5,584 |
|
|
|
1,329 |
|
Vertex Pharmaceuticals Inc * |
|
|
23,121 |
|
|
|
11,465 |
|
Viatris Inc |
|
|
106,008 |
|
|
|
1,281 |
|
Waters Corp * |
|
|
5,294 |
|
|
|
1,834 |
|
West Pharmaceutical Services Inc |
|
|
6,500 |
|
|
|
2,039 |
|
Zimmer Biomet Holdings Inc |
|
|
18,384 |
|
|
|
2,123 |
|
Zoetis Inc, Cl A |
|
|
40,839 |
|
|
|
7,494 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
518,072 |
|
Industrials — 8.3% |
|
|
|
|
3M Co |
|
|
49,587 |
|
|
|
6,679 |
|
A O Smith Corp |
|
|
11,251 |
|
|
|
942 |
|
Allegion plc |
|
|
7,799 |
|
|
|
1,083 |
|
American Airlines Group Inc * |
|
|
61,548 |
|
|
|
654 |
|
AMETEK Inc |
|
|
20,696 |
|
|
|
3,540 |
|
Automatic Data Processing Inc |
|
|
36,693 |
|
|
|
10,124 |
|
Axon Enterprise Inc * |
|
|
6,340 |
|
|
|
2,314 |
|
Boeing Co/The * |
|
|
51,745 |
|
|
|
8,990 |
|
Broadridge Financial Solutions Inc |
|
|
10,526 |
|
|
|
2,241 |
|
Builders FirstSource Inc * |
|
|
10,909 |
|
|
|
1,898 |
|
Carrier Global Corp |
|
|
75,752 |
|
|
|
5,513 |
|
Caterpillar Inc |
|
|
43,812 |
|
|
|
15,601 |
|
CH Robinson Worldwide Inc |
|
|
11,025 |
|
|
|
1,141 |
|
Cintas Corp |
|
|
7,776 |
|
|
|
6,261 |
|
Copart Inc * |
|
|
78,272 |
|
|
|
4,145 |
|
CSX Corp |
|
|
175,015 |
|
|
|
5,998 |
|
Cummins Inc |
|
|
12,278 |
|
|
|
3,841 |
|
Dayforce Inc * |
|
|
14,911 |
|
|
|
852 |
|
Deere & Co |
|
|
23,150 |
|
|
|
8,930 |
|
Delta Air Lines Inc |
|
|
57,626 |
|
|
|
2,449 |
|
Dover Corp |
|
|
12,280 |
|
|
|
2,284 |
|
Eaton Corp PLC |
|
|
35,776 |
|
|
|
10,981 |
|
Emerson Electric Co |
|
|
51,790 |
|
|
|
5,458 |
|
Equifax Inc |
|
|
11,090 |
|
|
|
3,406 |
|
Expeditors International of Washington Inc |
|
|
12,638 |
|
|
|
1,560 |
|
Fastenal Co |
|
|
51,223 |
|
|
|
3,498 |
|
FedEx Corp |
|
|
20,247 |
|
|
|
6,049 |
|
Fortive Corp |
|
|
31,424 |
|
|
|
2,338 |
|
GE Vernova Inc * |
|
|
24,706 |
|
|
|
4,966 |
|
Generac Holdings Inc * |
|
|
5,427 |
|
|
|
850 |
|
General Dynamics Corp |
|
|
20,560 |
|
|
|
6,155 |
|
General Electric Co |
|
|
98,127 |
|
|
|
17,135 |
|
Honeywell International Inc |
|
|
58,327 |
|
|
|
12,127 |
|
Howmet Aerospace Inc |
|
|
34,651 |
|
|
|
3,349 |
|
Hubbell Inc, Cl B |
|
|
4,836 |
|
|
|
1,934 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Huntington Ingalls Industries Inc |
|
|
3,527 |
|
|
$ |
997 |
|
IDEX Corp |
|
|
6,766 |
|
|
|
1,397 |
|
Illinois Tool Works Inc |
|
|
24,555 |
|
|
|
6,217 |
|
Ingersoll Rand Inc |
|
|
36,133 |
|
|
|
3,304 |
|
Jacobs Solutions Inc |
|
|
11,164 |
|
|
|
1,684 |
|
JB Hunt Transport Services Inc |
|
|
7,260 |
|
|
|
1,257 |
|
Johnson Controls International plc |
|
|
60,262 |
|
|
|
4,390 |
|
L3Harris Technologies Inc |
|
|
17,013 |
|
|
|
4,026 |
|
Leidos Holdings Inc |
|
|
12,039 |
|
|
|
1,908 |
|
Lockheed Martin Corp |
|
|
19,183 |
|
|
|
10,898 |
|
Masco Corp |
|
|
19,657 |
|
|
|
1,564 |
|
Nordson Corp |
|
|
5,090 |
|
|
|
1,306 |
|
Norfolk Southern Corp |
|
|
20,423 |
|
|
|
5,232 |
|
Northrop Grumman Corp |
|
|
12,568 |
|
|
|
6,576 |
|
Old Dominion Freight Line Inc |
|
|
15,940 |
|
|
|
3,073 |
|
Otis Worldwide Corp |
|
|
36,186 |
|
|
|
3,426 |
|
PACCAR Inc |
|
|
46,923 |
|
|
|
4,513 |
|
Parker-Hannifin Corp |
|
|
11,623 |
|
|
|
6,976 |
|
Paychex Inc |
|
|
28,689 |
|
|
|
3,764 |
|
Paycom Software Inc |
|
|
4,272 |
|
|
|
695 |
|
Pentair PLC |
|
|
14,756 |
|
|
|
1,309 |
|
Quanta Services Inc |
|
|
13,127 |
|
|
|
3,612 |
|
Republic Services Inc, Cl A |
|
|
18,431 |
|
|
|
3,838 |
|
Rockwell Automation Inc |
|
|
10,224 |
|
|
|
2,781 |
|
Rollins Inc |
|
|
25,058 |
|
|
|
1,257 |
|
RTX Corp |
|
|
119,156 |
|
|
|
14,697 |
|
Snap-on Inc |
|
|
4,650 |
|
|
|
1,319 |
|
Southwest Airlines Co |
|
|
53,327 |
|
|
|
1,542 |
|
Stanley Black & Decker Inc |
|
|
13,741 |
|
|
|
1,407 |
|
Textron Inc |
|
|
16,969 |
|
|
|
1,548 |
|
Trane Technologies PLC |
|
|
20,252 |
|
|
|
7,324 |
|
TransDigm Group Inc |
|
|
5,007 |
|
|
|
6,876 |
|
Uber Technologies Inc * |
|
|
187,300 |
|
|
|
13,697 |
|
Union Pacific Corp |
|
|
54,693 |
|
|
|
14,006 |
|
United Airlines Holdings Inc * |
|
|
29,247 |
|
|
|
1,288 |
|
United Parcel Service Inc, Cl B |
|
|
65,315 |
|
|
|
8,396 |
|
United Rentals Inc |
|
|
5,971 |
|
|
|
4,426 |
|
Veralto Corp |
|
|
19,621 |
|
|
|
2,206 |
|
Verisk Analytics Inc, Cl A |
|
|
12,801 |
|
|
|
3,492 |
|
Waste Management Inc |
|
|
32,654 |
|
|
|
6,924 |
|
Westinghouse Air Brake Technologies Corp |
|
|
15,761 |
|
|
|
2,673 |
|
WW Grainger Inc |
|
|
3,878 |
|
|
|
3,820 |
|
Xylem Inc/NY |
|
|
21,637 |
|
|
|
2,976 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
359,903 |
|
Information Technology — 30.4% |
|
|
|
|
Accenture PLC, Cl A |
|
|
56,319 |
|
|
|
19,258 |
|
Adobe Inc * |
|
|
40,153 |
|
|
|
23,064 |
|
Advanced Micro Devices Inc * |
|
|
144,876 |
|
|
|
21,523 |
|
Akamai Technologies Inc * |
|
|
13,589 |
|
|
|
1,384 |
|
Amphenol Corp, Cl A |
|
|
107,598 |
|
|
|
7,258 |
|
Analog Devices Inc |
|
|
44,413 |
|
|
|
10,430 |
|
ANSYS Inc * |
|
|
7,798 |
|
|
|
2,506 |
|
Apple Inc |
|
|
1,292,551 |
|
|
|
295,994 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Applied Materials Inc |
|
|
74,497 |
|
|
$ |
14,695 |
|
Arista Networks Inc * |
|
|
22,744 |
|
|
|
8,037 |
|
Autodesk Inc * |
|
|
19,269 |
|
|
|
4,979 |
|
Broadcom Inc |
|
|
390,550 |
|
|
|
63,589 |
|
Cadence Design Systems Inc * |
|
|
24,378 |
|
|
|
6,556 |
|
CDW Corp/DE |
|
|
11,979 |
|
|
|
2,703 |
|
Cisco Systems Inc |
|
|
362,893 |
|
|
|
18,341 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
44,527 |
|
|
|
3,463 |
|
Corning Inc |
|
|
68,936 |
|
|
|
2,885 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
20,700 |
|
|
|
5,740 |
|
Enphase Energy Inc * |
|
|
12,142 |
|
|
|
1,470 |
|
EPAM Systems Inc * |
|
|
5,449 |
|
|
|
1,094 |
|
F5 Inc * |
|
|
5,252 |
|
|
|
1,067 |
|
Fair Isaac Corp * |
|
|
2,205 |
|
|
|
3,815 |
|
First Solar Inc * |
|
|
9,531 |
|
|
|
2,167 |
|
Fortinet Inc * |
|
|
56,708 |
|
|
|
4,350 |
|
Gartner Inc * |
|
|
6,901 |
|
|
|
3,395 |
|
Gen Digital Inc |
|
|
49,054 |
|
|
|
1,298 |
|
GoDaddy Inc, Cl A * |
|
|
12,600 |
|
|
|
2,109 |
|
Hewlett Packard Enterprise Co |
|
|
116,141 |
|
|
|
2,250 |
|
HP Inc |
|
|
77,157 |
|
|
|
2,792 |
|
Intel Corp |
|
|
381,365 |
|
|
|
8,405 |
|
International Business Machines Corp |
|
|
82,361 |
|
|
|
16,648 |
|
Intuit Inc |
|
|
25,109 |
|
|
|
15,825 |
|
Jabil Inc |
|
|
10,769 |
|
|
|
1,177 |
|
Juniper Networks Inc |
|
|
28,923 |
|
|
|
1,125 |
|
Keysight Technologies Inc * |
|
|
15,600 |
|
|
|
2,404 |
|
KLA Corp |
|
|
12,079 |
|
|
|
9,898 |
|
Lam Research Corp |
|
|
11,759 |
|
|
|
9,654 |
|
Microchip Technology Inc |
|
|
48,344 |
|
|
|
3,972 |
|
Micron Technology Inc |
|
|
99,205 |
|
|
|
9,548 |
|
Microsoft Corp |
|
|
666,490 |
|
|
|
278,020 |
|
Monolithic Power Systems Inc |
|
|
4,357 |
|
|
|
4,072 |
|
Motorola Solutions Inc |
|
|
14,924 |
|
|
|
6,597 |
|
NetApp Inc |
|
|
18,465 |
|
|
|
2,229 |
|
NVIDIA Corp |
|
|
2,205,780 |
|
|
|
263,304 |
|
NXP Semiconductors NV |
|
|
23,129 |
|
|
|
5,929 |
|
ON Semiconductor Corp * |
|
|
38,459 |
|
|
|
2,995 |
|
Oracle Corp |
|
|
142,857 |
|
|
|
20,184 |
|
Palo Alto Networks Inc * |
|
|
28,907 |
|
|
|
10,485 |
|
PTC Inc * |
|
|
10,646 |
|
|
|
1,907 |
|
Qorvo Inc * |
|
|
9,068 |
|
|
|
1,051 |
|
QUALCOMM Inc |
|
|
100,222 |
|
|
|
17,569 |
|
Roper Technologies Inc |
|
|
9,628 |
|
|
|
5,338 |
|
Salesforce Inc |
|
|
87,031 |
|
|
|
22,010 |
|
Seagate Technology Holdings PLC |
|
|
17,420 |
|
|
|
1,734 |
|
ServiceNow Inc * |
|
|
18,380 |
|
|
|
15,715 |
|
Skyworks Solutions Inc |
|
|
14,357 |
|
|
|
1,573 |
|
Super Micro Computer Inc * |
|
|
4,500 |
|
|
|
1,970 |
|
Synopsys Inc * |
|
|
13,616 |
|
|
|
7,075 |
|
TE Connectivity Ltd |
|
|
27,403 |
|
|
|
4,209 |
|
Teledyne Technologies Inc * |
|
|
4,183 |
|
|
|
1,810 |
|
Teradyne Inc |
|
|
13,897 |
|
|
|
1,900 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Texas Instruments Inc |
|
|
81,562 |
|
|
$ |
17,482 |
|
Trimble Inc * |
|
|
22,717 |
|
|
|
1,288 |
|
Tyler Technologies Inc * |
|
|
3,765 |
|
|
|
2,213 |
|
VeriSign Inc * |
|
|
7,704 |
|
|
|
1,417 |
|
Western Digital Corp * |
|
|
29,168 |
|
|
|
1,913 |
|
Zebra Technologies Corp, Cl A * |
|
|
4,606 |
|
|
|
1,591 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,320,448 |
|
Materials — 2.2% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
20,119 |
|
|
|
5,610 |
|
Albemarle Corp |
|
|
11,096 |
|
|
|
1,001 |
|
Amcor PLC |
|
|
128,811 |
|
|
|
1,474 |
|
Avery Dennison Corp |
|
|
7,163 |
|
|
|
1,589 |
|
Ball Corp |
|
|
27,661 |
|
|
|
1,765 |
|
Celanese Corp, Cl A |
|
|
8,952 |
|
|
|
1,169 |
|
CF Industries Holdings Inc |
|
|
17,067 |
|
|
|
1,418 |
|
Corteva Inc |
|
|
62,337 |
|
|
|
3,572 |
|
Dow Inc |
|
|
62,899 |
|
|
|
3,370 |
|
DuPont de Nemours Inc |
|
|
37,392 |
|
|
|
3,150 |
|
Eastman Chemical Co |
|
|
10,419 |
|
|
|
1,067 |
|
Ecolab Inc |
|
|
22,724 |
|
|
|
5,753 |
|
FMC Corp |
|
|
11,747 |
|
|
|
759 |
|
Freeport-McMoRan Inc, Cl B |
|
|
129,959 |
|
|
|
5,755 |
|
International Flavors & Fragrances Inc |
|
|
22,777 |
|
|
|
2,368 |
|
International Paper Co |
|
|
30,975 |
|
|
|
1,500 |
|
Linde PLC |
|
|
43,052 |
|
|
|
20,590 |
|
LyondellBasell Industries NV, Cl A |
|
|
22,975 |
|
|
|
2,268 |
|
Martin Marietta Materials Inc |
|
|
5,465 |
|
|
|
2,919 |
|
Mosaic Co/The |
|
|
28,530 |
|
|
|
815 |
|
Newmont Corp |
|
|
104,225 |
|
|
|
5,564 |
|
Nucor Corp |
|
|
21,420 |
|
|
|
3,254 |
|
Packaging Corp of America |
|
|
7,985 |
|
|
|
1,673 |
|
PPG Industries Inc |
|
|
21,002 |
|
|
|
2,725 |
|
Sherwin-Williams Co/The |
|
|
20,871 |
|
|
|
7,709 |
|
Smurfit WestRock PLC |
|
|
46,391 |
|
|
|
2,200 |
|
Steel Dynamics Inc |
|
|
13,219 |
|
|
|
1,580 |
|
Vulcan Materials Co |
|
|
11,869 |
|
|
|
2,910 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,527 |
|
Real Estate — 2.3% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
14,054 |
|
|
|
1,680 |
|
American Tower Corp, Cl A ‡ |
|
|
41,854 |
|
|
|
9,378 |
|
AvalonBay Communities Inc ‡ |
|
|
12,696 |
|
|
|
2,866 |
|
BXP Inc ‡ |
|
|
12,836 |
|
|
|
966 |
|
Camden Property Trust ‡ |
|
|
9,523 |
|
|
|
1,192 |
|
CBRE Group Inc, Cl A * |
|
|
26,996 |
|
|
|
3,108 |
|
CoStar Group Inc * |
|
|
36,495 |
|
|
|
2,821 |
|
Crown Castle Inc ‡ |
|
|
38,893 |
|
|
|
4,357 |
|
Digital Realty Trust Inc ‡ |
|
|
28,999 |
|
|
|
4,397 |
|
Equinix Inc ‡ |
|
|
8,517 |
|
|
|
7,106 |
|
Equity Residential ‡ |
|
|
30,828 |
|
|
|
2,308 |
|
Essex Property Trust Inc ‡ |
|
|
5,706 |
|
|
|
1,722 |
|
Extra Space Storage Inc ‡ |
|
|
18,917 |
|
|
|
3,348 |
|
Federal Realty Investment Trust ‡ |
|
|
6,947 |
|
|
|
799 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Healthpeak Properties Inc ‡ |
|
|
62,700 |
|
|
$ |
1,397 |
|
Host Hotels & Resorts Inc ‡ |
|
|
62,708 |
|
|
|
1,110 |
|
Invitation Homes Inc ‡ |
|
|
51,411 |
|
|
|
1,894 |
|
Iron Mountain Inc ‡ |
|
|
26,198 |
|
|
|
2,967 |
|
Kimco Realty Corp ‡ |
|
|
59,510 |
|
|
|
1,384 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
10,428 |
|
|
|
1,693 |
|
Prologis Inc ‡ |
|
|
82,961 |
|
|
|
10,604 |
|
Public Storage ‡ |
|
|
14,242 |
|
|
|
4,895 |
|
Realty Income Corp ‡ |
|
|
77,999 |
|
|
|
4,845 |
|
Regency Centers Corp ‡ |
|
|
14,652 |
|
|
|
1,065 |
|
SBA Communications Corp, Cl A ‡ |
|
|
9,636 |
|
|
|
2,184 |
|
Simon Property Group Inc ‡ |
|
|
29,370 |
|
|
|
4,915 |
|
UDR Inc ‡ |
|
|
26,975 |
|
|
|
1,201 |
|
Ventas Inc ‡ |
|
|
36,188 |
|
|
|
2,248 |
|
VICI Properties Inc, Cl A ‡ |
|
|
93,268 |
|
|
|
3,123 |
|
Welltower Inc ‡ |
|
|
53,504 |
|
|
|
6,457 |
|
Weyerhaeuser Co ‡ |
|
|
65,098 |
|
|
|
1,985 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
100,015 |
|
Utilities — 2.4% |
|
|
|
|
AES Corp/The |
|
|
63,279 |
|
|
|
1,084 |
|
Alliant Energy Corp |
|
|
23,967 |
|
|
|
1,397 |
|
Ameren Corp |
|
|
23,854 |
|
|
|
1,968 |
|
American Electric Power Co Inc |
|
|
47,607 |
|
|
|
4,774 |
|
American Water Works Co Inc |
|
|
17,437 |
|
|
|
2,496 |
|
Atmos Energy Corp |
|
|
13,453 |
|
|
|
1,759 |
|
CenterPoint Energy Inc |
|
|
57,086 |
|
|
|
1,558 |
|
CMS Energy Corp |
|
|
26,675 |
|
|
|
1,810 |
|
Consolidated Edison Inc |
|
|
30,894 |
|
|
|
3,138 |
|
Constellation Energy Corp |
|
|
28,475 |
|
|
|
5,601 |
|
Dominion Energy Inc |
|
|
75,024 |
|
|
|
4,194 |
|
DTE Energy Co |
|
|
18,500 |
|
|
|
2,313 |
|
Duke Energy Corp |
|
|
69,125 |
|
|
|
7,877 |
|
Edison International |
|
|
34,353 |
|
|
|
2,990 |
|
Entergy Corp |
|
|
19,036 |
|
|
|
2,297 |
|
Evergy Inc |
|
|
20,486 |
|
|
|
1,211 |
|
Eversource Energy |
|
|
31,510 |
|
|
|
2,128 |
|
Exelon Corp |
|
|
89,605 |
|
|
|
3,413 |
|
FirstEnergy Corp |
|
|
46,250 |
|
|
|
2,031 |
|
NextEra Energy Inc |
|
|
184,176 |
|
|
|
14,828 |
|
NiSource Inc |
|
|
39,991 |
|
|
|
1,322 |
|
NRG Energy Inc |
|
|
18,585 |
|
|
|
1,580 |
|
PG&E Corp |
|
|
191,168 |
|
|
|
3,766 |
|
Pinnacle West Capital Corp |
|
|
10,695 |
|
|
|
936 |
|
PPL Corp |
|
|
65,920 |
|
|
|
2,103 |
|
Public Service Enterprise Group Inc |
|
|
44,713 |
|
|
|
3,611 |
|
Sempra |
|
|
57,093 |
|
|
|
4,692 |
|
Southern Co/The |
|
|
97,953 |
|
|
|
8,463 |
|
Vistra Corp |
|
|
29,200 |
|
|
|
2,495 |
|
WEC Energy Group Inc |
|
|
28,275 |
|
|
|
2,630 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
S&P 500 Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xcel Energy Inc |
|
|
49,736 |
|
|
$ |
3,045 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
103,510 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,352,437) ($ Thousands) |
|
|
|
|
|
|
4,253,946 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
82,392,867 |
|
|
$ |
82,393 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $82,393) ($ Thousands) |
|
|
|
|
|
|
82,393 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $1,434,830) ($ Thousands) |
|
$ |
4,336,339 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
320 |
|
|
|
Sep-2024 |
|
|
$ |
88,765 |
|
|
$ |
90,576 |
|
|
$ |
1,811 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $4,346,597 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
50,967 |
|
|
$ |
197,153 |
|
|
$ |
(165,727 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
82,393 |
|
|
$ |
1,059 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 4.2% |
|
|
|
|
Advantage Solutions Inc * |
|
|
18,900 |
|
|
$ |
73 |
|
AMC Entertainment Holdings Inc, Cl A * |
|
|
42,093 |
|
|
|
203 |
|
AMC Networks Inc, Cl A * |
|
|
6,660 |
|
|
|
66 |
|
Anterix Inc * |
|
|
1,400 |
|
|
|
50 |
|
AST SpaceMobile Inc, Cl A * |
|
|
16,200 |
|
|
|
470 |
|
Atlanta Braves Holdings Inc, Cl A * |
|
|
1,803 |
|
|
|
82 |
|
Atlanta Braves Holdings Inc, Cl C * |
|
|
8,905 |
|
|
|
382 |
|
ATN International Inc |
|
|
2,267 |
|
|
|
61 |
|
Bandwidth Inc, Cl A * |
|
|
5,000 |
|
|
|
86 |
|
Boston Omaha Corp, Cl A * |
|
|
4,300 |
|
|
|
61 |
|
Bumble Inc, Cl A * |
|
|
18,100 |
|
|
|
121 |
|
Cable One Inc |
|
|
900 |
|
|
|
317 |
|
Cardlytics Inc * |
|
|
7,100 |
|
|
|
28 |
|
Cargurus Inc, Cl A * |
|
|
15,000 |
|
|
|
435 |
|
Cars.com Inc * |
|
|
10,800 |
|
|
|
193 |
|
Cinemark Holdings Inc * |
|
|
16,640 |
|
|
|
456 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
29,100 |
|
|
|
44 |
|
Cogent Communications Holdings Inc |
|
|
7,004 |
|
|
|
490 |
|
Consolidated Communications Holdings Inc * |
|
|
16,612 |
|
|
|
76 |
|
EchoStar Corp, Cl A * |
|
|
19,989 |
|
|
|
371 |
|
Entravision Communications Corp, Cl A |
|
|
14,200 |
|
|
|
30 |
|
Eventbrite Inc, Cl A * |
|
|
16,900 |
|
|
|
54 |
|
EverQuote Inc, Cl A * |
|
|
4,400 |
|
|
|
109 |
|
EW Scripps Co/The, Cl A * |
|
|
13,896 |
|
|
|
27 |
|
Frontier Communications Parent Inc * |
|
|
40,500 |
|
|
|
1,166 |
|
fuboTV Inc * |
|
|
64,800 |
|
|
|
109 |
|
Gannett Co Inc * |
|
|
32,687 |
|
|
|
173 |
|
GCI Liberty - Escrow * |
|
|
23,647 |
|
|
|
— |
|
Getty Images Holdings Inc * |
|
|
16,500 |
|
|
|
63 |
|
Globalstar Inc * |
|
|
146,200 |
|
|
|
183 |
|
Gogo Inc * |
|
|
8,900 |
|
|
|
71 |
|
Gray Television Inc |
|
|
19,500 |
|
|
|
99 |
|
Grindr Inc * |
|
|
4,000 |
|
|
|
48 |
|
IAC Inc * |
|
|
12,076 |
|
|
|
637 |
|
Ibotta Inc, Cl A * |
|
|
1,300 |
|
|
|
74 |
|
IDT Corp, Cl B |
|
|
2,500 |
|
|
|
96 |
|
iHeartMedia Inc, Cl A * |
|
|
24,700 |
|
|
|
39 |
|
IMAX Corp * |
|
|
7,000 |
|
|
|
148 |
|
Integral Ad Science Holding Corp * |
|
|
7,600 |
|
|
|
88 |
|
Iridium Communications Inc |
|
|
19,846 |
|
|
|
512 |
|
John Wiley & Sons Inc, Cl A |
|
|
4,972 |
|
|
|
240 |
|
Liberty Broadband Corp, Cl A * |
|
|
2,983 |
|
|
|
183 |
|
Liberty Broadband Corp, Cl C * |
|
|
17,214 |
|
|
|
1,074 |
|
Liberty Global Ltd, Cl A * |
|
|
27,500 |
|
|
|
532 |
|
Liberty Global PLC * |
|
|
28,500 |
|
|
|
561 |
|
Liberty Latin America Ltd, Cl A * |
|
|
8,300 |
|
|
|
79 |
|
Liberty Latin America Ltd, Cl C * |
|
|
19,562 |
|
|
|
185 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
4,108 |
|
|
|
290 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
31,242 |
|
|
|
2,438 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Liberty Media Corp-Liberty Live, Cl A * |
|
|
3,509 |
|
|
$ |
139 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
7,699 |
|
|
|
311 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
25,122 |
|
|
|
599 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
9,035 |
|
|
|
215 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
14,516 |
|
|
|
113 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
14,375 |
|
|
|
99 |
|
Lumen Technologies Inc * |
|
|
149,700 |
|
|
|
786 |
|
Madison Square Garden Entertainment Corp, Cl A * |
|
|
5,811 |
|
|
|
245 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
2,979 |
|
|
|
623 |
|
Magnite Inc * |
|
|
16,238 |
|
|
|
224 |
|
Marcus Corp/The |
|
|
5,161 |
|
|
|
73 |
|
MediaAlpha Inc, Cl A * |
|
|
3,537 |
|
|
|
63 |
|
National CineMedia Inc * |
|
|
11,700 |
|
|
|
81 |
|
New York Times Co/The, Cl A |
|
|
25,382 |
|
|
|
1,394 |
|
Nexstar Media Group Inc, Cl A |
|
|
5,144 |
|
|
|
879 |
|
Nextdoor Holdings Inc * |
|
|
29,000 |
|
|
|
72 |
|
Outbrain Inc * |
|
|
5,800 |
|
|
|
30 |
|
Pinterest Inc, Cl A * |
|
|
95,111 |
|
|
|
3,047 |
|
Playstudios Inc * |
|
|
21,200 |
|
|
|
32 |
|
Playtika Holding Corp |
|
|
11,625 |
|
|
|
88 |
|
PubMatic Inc, Cl A * |
|
|
7,100 |
|
|
|
111 |
|
QuinStreet Inc * |
|
|
6,186 |
|
|
|
118 |
|
Reservoir Media Inc * |
|
|
4,100 |
|
|
|
32 |
|
ROBLOX Corp, Cl A * |
|
|
82,000 |
|
|
|
3,607 |
|
Roku Inc, Cl A * |
|
|
20,048 |
|
|
|
1,359 |
|
Scholastic Corp |
|
|
4,367 |
|
|
|
139 |
|
Shenandoah Telecommunications Co |
|
|
5,704 |
|
|
|
86 |
|
Shutterstock Inc |
|
|
2,997 |
|
|
|
108 |
|
Sinclair Inc |
|
|
4,111 |
|
|
|
57 |
|
Sirius XM Holdings Inc |
|
|
102,481 |
|
|
|
337 |
|
Sphere Entertainment Co * |
|
|
4,611 |
|
|
|
215 |
|
Spok Holdings Inc |
|
|
1,500 |
|
|
|
22 |
|
Spotify Technology SA * |
|
|
23,403 |
|
|
|
8,024 |
|
Stagwell Inc, Cl A * |
|
|
13,400 |
|
|
|
96 |
|
TechTarget Inc * |
|
|
4,200 |
|
|
|
112 |
|
TEGNA Inc |
|
|
30,000 |
|
|
|
416 |
|
Telephone and Data Systems Inc |
|
|
17,455 |
|
|
|
412 |
|
Thryv Holdings Inc * |
|
|
6,500 |
|
|
|
118 |
|
TKO Group Holdings Inc, Cl A |
|
|
12,634 |
|
|
|
1,494 |
|
Trade Desk Inc/The, Cl A * |
|
|
71,000 |
|
|
|
7,422 |
|
TripAdvisor Inc * |
|
|
17,100 |
|
|
|
248 |
|
TrueCar Inc * |
|
|
22,900 |
|
|
|
69 |
|
Trump Media & Technology Group Corp * |
|
|
9,500 |
|
|
|
185 |
|
Vimeo Inc * |
|
|
24,346 |
|
|
|
130 |
|
Vivid Seats Inc, Cl A * |
|
|
5,600 |
|
|
|
26 |
|
WideOpenWest Inc * |
|
|
11,700 |
|
|
|
65 |
|
Yelp Inc, Cl A * |
|
|
10,398 |
|
|
|
363 |
|
Ziff Davis Inc * |
|
|
7,357 |
|
|
|
360 |
|
ZipRecruiter Inc, Cl A * |
|
|
15,100 |
|
|
|
144 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
49,500 |
|
|
|
490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
48,851 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consumer Discretionary — 11.0% |
|
|
|
|
1-800-Flowers.com Inc, Cl A * |
|
|
5,400 |
|
|
$ |
43 |
|
Aaron's Co Inc/The |
|
|
6,958 |
|
|
|
70 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
8,000 |
|
|
|
1,181 |
|
Academy Sports & Outdoors Inc |
|
|
11,800 |
|
|
|
655 |
|
Accel Entertainment Inc, Cl A * |
|
|
4,900 |
|
|
|
57 |
|
Acushnet Holdings Corp |
|
|
4,800 |
|
|
|
322 |
|
Adient PLC * |
|
|
13,900 |
|
|
|
314 |
|
ADT Inc |
|
|
42,561 |
|
|
|
310 |
|
Adtalem Global Education Inc * |
|
|
6,081 |
|
|
|
460 |
|
Advance Auto Parts Inc |
|
|
9,600 |
|
|
|
435 |
|
A-Mark Precious Metals Inc |
|
|
3,800 |
|
|
|
148 |
|
Amer Sports Inc * |
|
|
20,100 |
|
|
|
274 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
23,398 |
|
|
|
150 |
|
American Eagle Outfitters Inc |
|
|
29,522 |
|
|
|
608 |
|
American Public Education Inc * |
|
|
2,600 |
|
|
|
43 |
|
America's Car-Mart Inc/TX * |
|
|
1,250 |
|
|
|
76 |
|
AMMO Inc * |
|
|
17,700 |
|
|
|
28 |
|
Aramark |
|
|
42,000 |
|
|
|
1,538 |
|
Arhaus Inc, Cl A |
|
|
8,400 |
|
|
|
103 |
|
Arko Corp |
|
|
14,200 |
|
|
|
89 |
|
Asbury Automotive Group Inc * |
|
|
3,198 |
|
|
|
786 |
|
AutoNation Inc * |
|
|
4,000 |
|
|
|
712 |
|
Bally's Corp * |
|
|
1,228 |
|
|
|
21 |
|
BARK Inc * |
|
|
26,200 |
|
|
|
44 |
|
Beazer Homes USA Inc * |
|
|
3,461 |
|
|
|
108 |
|
Beyond Inc * |
|
|
7,300 |
|
|
|
72 |
|
Biglari Holdings Inc, Cl B * |
|
|
182 |
|
|
|
33 |
|
Birkenstock Holding Plc * |
|
|
5,700 |
|
|
|
284 |
|
BJ's Restaurants Inc * |
|
|
3,142 |
|
|
|
96 |
|
Bloomin' Brands Inc |
|
|
12,950 |
|
|
|
227 |
|
Boot Barn Holdings Inc * |
|
|
4,900 |
|
|
|
657 |
|
Boyd Gaming Corp |
|
|
10,745 |
|
|
|
645 |
|
Bright Horizons Family Solutions Inc * |
|
|
9,135 |
|
|
|
1,285 |
|
Brinker International Inc * |
|
|
6,982 |
|
|
|
499 |
|
Brunswick Corp/DE |
|
|
10,683 |
|
|
|
845 |
|
Buckle Inc/The |
|
|
5,051 |
|
|
|
212 |
|
Build-A-Bear Workshop Inc, Cl A |
|
|
3,200 |
|
|
|
107 |
|
Burlington Stores Inc * |
|
|
10,200 |
|
|
|
2,736 |
|
Caleres Inc |
|
|
5,576 |
|
|
|
235 |
|
Camping World Holdings Inc, Cl A |
|
|
4,900 |
|
|
|
108 |
|
Capri Holdings Ltd * |
|
|
18,600 |
|
|
|
664 |
|
Carriage Services Inc, Cl A |
|
|
3,506 |
|
|
|
116 |
|
Carter's Inc |
|
|
5,770 |
|
|
|
380 |
|
Carvana Co, Cl A * |
|
|
17,000 |
|
|
|
2,561 |
|
Cava Group Inc * |
|
|
12,500 |
|
|
|
1,426 |
|
Cavco Industries Inc * |
|
|
1,431 |
|
|
|
591 |
|
Century Communities Inc |
|
|
4,400 |
|
|
|
440 |
|
Champion Homes Inc * |
|
|
8,700 |
|
|
|
813 |
|
Cheesecake Factory Inc/The |
|
|
7,223 |
|
|
|
284 |
|
Chegg Inc * |
|
|
26,010 |
|
|
|
56 |
|
Choice Hotels International Inc |
|
|
4,777 |
|
|
|
610 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Churchill Downs Inc |
|
|
11,162 |
|
|
$ |
1,551 |
|
Chuy's Holdings Inc * |
|
|
2,569 |
|
|
|
96 |
|
Clarus Corp |
|
|
6,221 |
|
|
|
27 |
|
Columbia Sportswear Co |
|
|
5,544 |
|
|
|
448 |
|
Cooper-Standard Holdings Inc * |
|
|
1,400 |
|
|
|
22 |
|
Coupang Inc, Cl A * |
|
|
186,500 |
|
|
|
4,131 |
|
Coursera Inc * |
|
|
19,900 |
|
|
|
161 |
|
Cracker Barrel Old Country Store Inc |
|
|
3,244 |
|
|
|
128 |
|
Cricut Inc, Cl A |
|
|
9,500 |
|
|
|
55 |
|
Crocs Inc * |
|
|
9,303 |
|
|
|
1,360 |
|
Dana Inc |
|
|
21,498 |
|
|
|
243 |
|
Dave & Buster's Entertainment Inc * |
|
|
6,200 |
|
|
|
194 |
|
Denny's Corp * |
|
|
6,363 |
|
|
|
42 |
|
Designer Brands Inc, Cl A |
|
|
6,492 |
|
|
|
43 |
|
Despegar.com Corp * |
|
|
10,100 |
|
|
|
124 |
|
Destination XL Group Inc * |
|
|
13,400 |
|
|
|
37 |
|
Dick's Sporting Goods Inc |
|
|
9,135 |
|
|
|
2,165 |
|
Dillard's Inc, Cl A |
|
|
462 |
|
|
|
157 |
|
Dine Brands Global Inc |
|
|
2,572 |
|
|
|
81 |
|
DoorDash Inc, Cl A * |
|
|
55,800 |
|
|
|
7,182 |
|
Dorman Products Inc * |
|
|
4,140 |
|
|
|
470 |
|
DraftKings Inc, Cl A * |
|
|
71,582 |
|
|
|
2,470 |
|
Dream Finders Homes Inc, Cl A * |
|
|
4,700 |
|
|
|
157 |
|
Duolingo Inc, Cl A * |
|
|
5,800 |
|
|
|
1,233 |
|
Dutch Bros Inc, Cl A * |
|
|
15,200 |
|
|
|
471 |
|
El Pollo Loco Holdings Inc * |
|
|
3,900 |
|
|
|
54 |
|
Ethan Allen Interiors Inc |
|
|
1,976 |
|
|
|
62 |
|
European Wax Center Inc, Cl A * |
|
|
8,000 |
|
|
|
55 |
|
Everi Holdings Inc * |
|
|
9,300 |
|
|
|
121 |
|
EVgo Inc, Cl A * |
|
|
17,700 |
|
|
|
80 |
|
Figs Inc, Cl A * |
|
|
24,600 |
|
|
|
152 |
|
First Watch Restaurant Group Inc * |
|
|
2,400 |
|
|
|
40 |
|
Five Below Inc * |
|
|
8,505 |
|
|
|
642 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
16,800 |
|
|
|
1,889 |
|
Foot Locker Inc |
|
|
11,400 |
|
|
|
355 |
|
Fox Factory Holding Corp * |
|
|
7,700 |
|
|
|
312 |
|
Frontdoor Inc * |
|
|
11,850 |
|
|
|
570 |
|
Full House Resorts Inc * |
|
|
7,000 |
|
|
|
36 |
|
Funko Inc, Cl A * |
|
|
6,000 |
|
|
|
63 |
|
GameStop Corp, Cl A * |
|
|
42,300 |
|
|
|
991 |
|
Gap Inc/The |
|
|
30,200 |
|
|
|
677 |
|
Genesco Inc * |
|
|
2,169 |
|
|
|
65 |
|
Gentex Corp |
|
|
35,590 |
|
|
|
1,115 |
|
Gentherm Inc * |
|
|
4,248 |
|
|
|
215 |
|
GigaCloud Technology Inc, Cl A * |
|
|
3,900 |
|
|
|
76 |
|
G-III Apparel Group Ltd * |
|
|
5,906 |
|
|
|
156 |
|
Global Business Travel Group I * |
|
|
20,600 |
|
|
|
144 |
|
Golden Entertainment Inc |
|
|
4,131 |
|
|
|
134 |
|
Goodyear Tire & Rubber Co/The * |
|
|
44,868 |
|
|
|
396 |
|
GoPro Inc, Cl A * |
|
|
29,300 |
|
|
|
38 |
|
Graham Holdings Co, Cl B |
|
|
500 |
|
|
|
398 |
|
Grand Canyon Education Inc * |
|
|
4,815 |
|
|
|
698 |
|
Green Brick Partners Inc * |
|
|
5,100 |
|
|
|
402 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Group 1 Automotive Inc |
|
|
2,135 |
|
|
$ |
804 |
|
Groupon Inc, Cl A * |
|
|
3,800 |
|
|
|
53 |
|
GrowGeneration Corp * |
|
|
12,100 |
|
|
|
24 |
|
H&R Block Inc |
|
|
22,100 |
|
|
|
1,399 |
|
Hanesbrands Inc * |
|
|
58,100 |
|
|
|
369 |
|
Harley-Davidson Inc |
|
|
18,200 |
|
|
|
681 |
|
Haverty Furniture Cos Inc |
|
|
1,563 |
|
|
|
43 |
|
Helen of Troy Ltd * |
|
|
3,348 |
|
|
|
179 |
|
Hilton Grand Vacations Inc * |
|
|
12,270 |
|
|
|
473 |
|
Holley Inc * |
|
|
13,400 |
|
|
|
43 |
|
Hooker Furnishings Corp |
|
|
3,700 |
|
|
|
59 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
600 |
|
|
|
130 |
|
Hyatt Hotels Corp, Cl A |
|
|
6,927 |
|
|
|
1,052 |
|
Inspired Entertainment Inc * |
|
|
2,000 |
|
|
|
18 |
|
Installed Building Products Inc |
|
|
3,900 |
|
|
|
867 |
|
International Game Technology PLC |
|
|
17,100 |
|
|
|
383 |
|
iRobot Corp * |
|
|
6,202 |
|
|
|
45 |
|
Jack in the Box Inc |
|
|
2,221 |
|
|
|
110 |
|
Johnson Outdoors Inc, Cl A |
|
|
1,400 |
|
|
|
50 |
|
KB Home |
|
|
10,185 |
|
|
|
853 |
|
Kohl's Corp |
|
|
17,700 |
|
|
|
343 |
|
Kontoor Brands Inc |
|
|
8,900 |
|
|
|
666 |
|
Krispy Kreme Inc |
|
|
14,400 |
|
|
|
162 |
|
Kura Sushi USA Inc, Cl A * |
|
|
800 |
|
|
|
53 |
|
Lands' End Inc * |
|
|
2,862 |
|
|
|
44 |
|
Landsea Homes Corp * |
|
|
1,300 |
|
|
|
16 |
|
Latham Group Inc * |
|
|
7,300 |
|
|
|
46 |
|
Laureate Education Inc, Cl A |
|
|
23,400 |
|
|
|
361 |
|
La-Z-Boy Inc, Cl Z |
|
|
7,026 |
|
|
|
285 |
|
LCI Industries |
|
|
3,949 |
|
|
|
465 |
|
Lear Corp |
|
|
8,771 |
|
|
|
1,023 |
|
Legacy Housing Corp * |
|
|
1,400 |
|
|
|
38 |
|
Leggett & Platt Inc |
|
|
21,000 |
|
|
|
265 |
|
Leslie's Inc * |
|
|
29,056 |
|
|
|
88 |
|
LGI Homes Inc * |
|
|
3,200 |
|
|
|
345 |
|
Life Time Group Holdings Inc * |
|
|
8,300 |
|
|
|
195 |
|
Light & Wonder Inc, Cl A * |
|
|
14,562 |
|
|
|
1,599 |
|
Lincoln Educational Services Corp * |
|
|
4,300 |
|
|
|
54 |
|
Lindblad Expeditions Holdings Inc * |
|
|
6,900 |
|
|
|
68 |
|
Lithia Motors Inc, Cl A |
|
|
4,333 |
|
|
|
1,305 |
|
Lovesac Co/The * |
|
|
2,900 |
|
|
|
67 |
|
Lucid Group Inc * |
|
|
139,700 |
|
|
|
562 |
|
Luminar Technologies Inc, Cl A * |
|
|
55,900 |
|
|
|
57 |
|
M/I Homes Inc * |
|
|
4,294 |
|
|
|
684 |
|
Macy's Inc |
|
|
44,400 |
|
|
|
691 |
|
Malibu Boats Inc, Cl A * |
|
|
2,100 |
|
|
|
76 |
|
Marine Products Corp |
|
|
1,800 |
|
|
|
17 |
|
MarineMax Inc * |
|
|
3,561 |
|
|
|
113 |
|
Marriott Vacations Worldwide Corp |
|
|
5,472 |
|
|
|
405 |
|
MasterCraft Boat Holdings Inc * |
|
|
2,100 |
|
|
|
39 |
|
Mattel Inc * |
|
|
53,000 |
|
|
|
1,006 |
|
Meritage Homes Corp |
|
|
5,711 |
|
|
|
1,131 |
|
Mister Car Wash Inc * |
|
|
16,500 |
|
|
|
107 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Modine Manufacturing Co * |
|
|
8,374 |
|
|
$ |
1,018 |
|
Monarch Casino & Resort Inc |
|
|
1,600 |
|
|
|
121 |
|
Mondee Holdings Inc, Cl A * |
|
|
12,600 |
|
|
|
25 |
|
Monro Inc |
|
|
2,928 |
|
|
|
79 |
|
Movado Group Inc |
|
|
3,520 |
|
|
|
84 |
|
Murphy USA Inc |
|
|
3,000 |
|
|
|
1,559 |
|
National Vision Holdings Inc * |
|
|
11,700 |
|
|
|
124 |
|
Newell Brands Inc |
|
|
68,700 |
|
|
|
487 |
|
Nordstrom Inc |
|
|
16,600 |
|
|
|
371 |
|
ODP Corp/The * |
|
|
4,912 |
|
|
|
152 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
10,100 |
|
|
|
905 |
|
ONE Group Hospitality Inc/The * |
|
|
4,200 |
|
|
|
16 |
|
OneSpaWorld Holdings Ltd |
|
|
16,500 |
|
|
|
262 |
|
OneWater Marine Inc, Cl A * |
|
|
2,200 |
|
|
|
53 |
|
Oxford Industries Inc |
|
|
2,654 |
|
|
|
231 |
|
Papa John's International Inc |
|
|
4,142 |
|
|
|
196 |
|
Patrick Industries Inc |
|
|
3,825 |
|
|
|
494 |
|
Peloton Interactive Inc, Cl A * |
|
|
60,535 |
|
|
|
282 |
|
Penn Entertainment Inc * |
|
|
25,000 |
|
|
|
466 |
|
Penske Automotive Group Inc |
|
|
2,788 |
|
|
|
474 |
|
Perdoceo Education Corp |
|
|
11,054 |
|
|
|
248 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
19,300 |
|
|
|
62 |
|
Phinia Inc |
|
|
6,800 |
|
|
|
326 |
|
Planet Fitness Inc, Cl A * |
|
|
14,400 |
|
|
|
1,169 |
|
PlayAGS Inc * |
|
|
2,500 |
|
|
|
28 |
|
Polaris Inc |
|
|
8,207 |
|
|
|
695 |
|
Portillo's Inc, Cl A * |
|
|
10,200 |
|
|
|
126 |
|
Potbelly Corp * |
|
|
1,200 |
|
|
|
10 |
|
Purple Innovation Inc, Cl A * |
|
|
10,765 |
|
|
|
13 |
|
PVH Corp |
|
|
9,000 |
|
|
|
888 |
|
QuantumScape Corp, Cl A * |
|
|
52,400 |
|
|
|
304 |
|
RCI Hospitality Holdings Inc |
|
|
1,400 |
|
|
|
64 |
|
RealReal Inc/The * |
|
|
16,100 |
|
|
|
43 |
|
Red Rock Resorts Inc, Cl A |
|
|
7,600 |
|
|
|
443 |
|
Revolve Group Inc, Cl A * |
|
|
8,000 |
|
|
|
183 |
|
RH * |
|
|
2,511 |
|
|
|
637 |
|
Rivian Automotive Inc, Cl A * |
|
|
132,500 |
|
|
|
1,872 |
|
Rocky Brands Inc |
|
|
1,600 |
|
|
|
52 |
|
Rush Street Interactive Inc * |
|
|
13,600 |
|
|
|
127 |
|
Sabre Corp * |
|
|
55,600 |
|
|
|
170 |
|
Sally Beauty Holdings Inc * |
|
|
19,191 |
|
|
|
250 |
|
Savers Value Village Inc * |
|
|
6,200 |
|
|
|
55 |
|
Service Corp International/US |
|
|
22,589 |
|
|
|
1,768 |
|
Shake Shack Inc, Cl A * |
|
|
6,100 |
|
|
|
606 |
|
SharkNinja Inc |
|
|
11,000 |
|
|
|
1,054 |
|
Shoe Carnival Inc |
|
|
1,852 |
|
|
|
75 |
|
Signet Jewelers Ltd |
|
|
7,200 |
|
|
|
606 |
|
Six Flags Entertainment Corp |
|
|
6,994 |
|
|
|
306 |
|
Skechers USA Inc, Cl A * |
|
|
21,546 |
|
|
|
1,475 |
|
Sleep Number Corp * |
|
|
5,009 |
|
|
|
76 |
|
Smith & Wesson Brands Inc |
|
|
6,283 |
|
|
|
93 |
|
Solid Power Inc * |
|
|
28,800 |
|
|
|
41 |
|
Solo Brands Inc, Cl A * |
|
|
2,600 |
|
|
|
4 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sonic Automotive Inc, Cl A |
|
|
2,364 |
|
|
$ |
147 |
|
Sonos Inc * |
|
|
18,300 |
|
|
|
224 |
|
Standard Motor Products Inc |
|
|
4,766 |
|
|
|
154 |
|
Steven Madden Ltd |
|
|
11,951 |
|
|
|
539 |
|
Stitch Fix Inc, Cl A * |
|
|
17,800 |
|
|
|
67 |
|
Stoneridge Inc * |
|
|
5,930 |
|
|
|
85 |
|
Strategic Education Inc |
|
|
3,687 |
|
|
|
356 |
|
Stride Inc * |
|
|
6,988 |
|
|
|
575 |
|
Sturm Ruger & Co Inc |
|
|
1,742 |
|
|
|
73 |
|
Super Group SGHC Ltd |
|
|
27,000 |
|
|
|
93 |
|
Superior Group of Cos Inc |
|
|
2,100 |
|
|
|
30 |
|
Sweetgreen Inc, Cl A * |
|
|
16,200 |
|
|
|
512 |
|
Target Hospitality Corp * |
|
|
6,100 |
|
|
|
59 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
15,960 |
|
|
|
1,075 |
|
Tempur Sealy International Inc |
|
|
26,692 |
|
|
|
1,399 |
|
Texas Roadhouse Inc, Cl A |
|
|
10,766 |
|
|
|
1,817 |
|
Thor Industries Inc |
|
|
8,490 |
|
|
|
911 |
|
ThredUp Inc, Cl A * |
|
|
14,000 |
|
|
|
13 |
|
Tile Shop Holdings Inc * |
|
|
6,300 |
|
|
|
40 |
|
Tilly's Inc, Cl A * |
|
|
5,243 |
|
|
|
28 |
|
Toll Brothers Inc |
|
|
16,739 |
|
|
|
2,412 |
|
TopBuild Corp * |
|
|
5,100 |
|
|
|
2,004 |
|
Topgolf Callaway Brands Corp * |
|
|
23,306 |
|
|
|
234 |
|
Torrid Holdings Inc * |
|
|
2,700 |
|
|
|
18 |
|
Traeger Inc * |
|
|
4,800 |
|
|
|
17 |
|
Travel + Leisure Co |
|
|
11,000 |
|
|
|
487 |
|
Tri Pointe Homes Inc * |
|
|
15,373 |
|
|
|
683 |
|
Udemy Inc * |
|
|
17,700 |
|
|
|
150 |
|
Under Armour Inc, Cl A * |
|
|
24,800 |
|
|
|
191 |
|
Under Armour Inc, Cl C * |
|
|
35,800 |
|
|
|
267 |
|
United Parks & Resorts Inc * |
|
|
5,900 |
|
|
|
290 |
|
Universal Technical Institute Inc * |
|
|
7,300 |
|
|
|
127 |
|
Upbound Group Inc, Cl A |
|
|
7,540 |
|
|
|
251 |
|
Urban Outfitters Inc * |
|
|
10,000 |
|
|
|
363 |
|
Vail Resorts Inc |
|
|
6,012 |
|
|
|
1,092 |
|
Valvoline Inc * |
|
|
20,236 |
|
|
|
854 |
|
VF Corp |
|
|
53,700 |
|
|
|
978 |
|
Victoria's Secret & Co * |
|
|
12,000 |
|
|
|
282 |
|
Vista Outdoor Inc * |
|
|
8,373 |
|
|
|
335 |
|
Visteon Corp * |
|
|
4,365 |
|
|
|
442 |
|
Vizio Holding Corp, Cl A * |
|
|
12,900 |
|
|
|
145 |
|
Warby Parker Inc, Cl A * |
|
|
15,200 |
|
|
|
227 |
|
Wayfair Inc, Cl A * |
|
|
15,200 |
|
|
|
647 |
|
Wendy's Co/The |
|
|
26,175 |
|
|
|
443 |
|
Weyco Group Inc |
|
|
1,200 |
|
|
|
40 |
|
Whirlpool Corp |
|
|
8,200 |
|
|
|
822 |
|
Williams-Sonoma Inc |
|
|
20,574 |
|
|
|
2,764 |
|
Wingstop Inc |
|
|
4,800 |
|
|
|
1,853 |
|
Winmark Corp |
|
|
491 |
|
|
|
177 |
|
Winnebago Industries Inc |
|
|
4,435 |
|
|
|
265 |
|
Wolverine World Wide Inc |
|
|
13,096 |
|
|
|
180 |
|
Worthington Enterprises Inc |
|
|
5,702 |
|
|
|
261 |
|
Wyndham Hotels & Resorts Inc |
|
|
12,100 |
|
|
|
952 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
XPEL Inc * |
|
|
3,000 |
|
|
$ |
130 |
|
Xponential Fitness Inc, Cl A * |
|
|
5,600 |
|
|
|
72 |
|
YETI Holdings Inc * |
|
|
14,000 |
|
|
|
564 |
|
Zumiez Inc * |
|
|
803 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
128,058 |
|
Consumer Staples — 2.9% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
65,700 |
|
|
|
1,289 |
|
Alico Inc |
|
|
1,400 |
|
|
|
41 |
|
Andersons Inc/The |
|
|
5,699 |
|
|
|
290 |
|
B&G Foods Inc, Cl A |
|
|
14,611 |
|
|
|
124 |
|
Beauty Health Co/The * |
|
|
17,700 |
|
|
|
32 |
|
BellRing Brands Inc * |
|
|
20,702 |
|
|
|
1,158 |
|
Beyond Meat Inc * |
|
|
13,000 |
|
|
|
79 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
21,200 |
|
|
|
1,695 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
1,483 |
|
|
|
403 |
|
BRC Inc, Cl A * |
|
|
5,800 |
|
|
|
26 |
|
Calavo Growers Inc |
|
|
4,426 |
|
|
|
102 |
|
Cal-Maine Foods Inc |
|
|
6,728 |
|
|
|
485 |
|
Casey's General Stores Inc |
|
|
6,059 |
|
|
|
2,195 |
|
Celsius Holdings Inc * |
|
|
27,900 |
|
|
|
1,061 |
|
Central Garden & Pet Co * |
|
|
2,600 |
|
|
|
103 |
|
Central Garden & Pet Co, Cl A * |
|
|
7,161 |
|
|
|
245 |
|
Chefs' Warehouse Inc/The * |
|
|
4,621 |
|
|
|
198 |
|
Coca-Cola Consolidated Inc |
|
|
989 |
|
|
|
1,328 |
|
Coty Inc, Cl A * |
|
|
61,800 |
|
|
|
580 |
|
Darling Ingredients Inc * |
|
|
25,057 |
|
|
|
1,046 |
|
Dole PLC |
|
|
10,800 |
|
|
|
174 |
|
Duckhorn Portfolio Inc/The * |
|
|
8,000 |
|
|
|
51 |
|
Edgewell Personal Care Co |
|
|
8,045 |
|
|
|
324 |
|
elf Beauty Inc * |
|
|
8,500 |
|
|
|
1,273 |
|
Energizer Holdings Inc |
|
|
10,945 |
|
|
|
355 |
|
Flowers Foods Inc |
|
|
28,408 |
|
|
|
660 |
|
Fresh Del Monte Produce Inc |
|
|
6,181 |
|
|
|
181 |
|
Freshpet Inc * |
|
|
7,700 |
|
|
|
1,047 |
|
Grocery Outlet Holding Corp * |
|
|
15,500 |
|
|
|
294 |
|
Hain Celestial Group Inc/The * |
|
|
15,660 |
|
|
|
125 |
|
Herbalife Ltd * |
|
|
20,144 |
|
|
|
164 |
|
HF Foods Group Inc * |
|
|
9,900 |
|
|
|
35 |
|
Ingles Markets Inc, Cl A |
|
|
2,645 |
|
|
|
196 |
|
Ingredion Inc |
|
|
10,265 |
|
|
|
1,379 |
|
Inter Parfums Inc |
|
|
2,906 |
|
|
|
374 |
|
J & J Snack Foods Corp |
|
|
2,364 |
|
|
|
402 |
|
John B Sanfilippo & Son Inc |
|
|
1,819 |
|
|
|
173 |
|
Lancaster Colony Corp |
|
|
2,829 |
|
|
|
483 |
|
Limoneira Co |
|
|
3,400 |
|
|
|
85 |
|
Maplebear Inc * |
|
|
28,500 |
|
|
|
1,023 |
|
Medifast Inc |
|
|
1,764 |
|
|
|
32 |
|
MGP Ingredients Inc |
|
|
2,800 |
|
|
|
251 |
|
Mission Produce Inc * |
|
|
9,300 |
|
|
|
100 |
|
National Beverage Corp |
|
|
3,904 |
|
|
|
176 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
1,085 |
|
|
|
29 |
|
Nature's Sunshine Products Inc * |
|
|
2,937 |
|
|
|
40 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
11,205 |
|
|
|
100 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Oil-Dri Corp of America |
|
|
1,400 |
|
|
$ |
95 |
|
Olaplex Holdings Inc * |
|
|
29,300 |
|
|
|
61 |
|
Performance Food Group Co * |
|
|
24,427 |
|
|
|
1,823 |
|
Pilgrim's Pride Corp * |
|
|
6,007 |
|
|
|
280 |
|
Post Holdings Inc * |
|
|
7,569 |
|
|
|
876 |
|
PriceSmart Inc |
|
|
4,423 |
|
|
|
396 |
|
Primo Water Corp * |
|
|
23,700 |
|
|
|
524 |
|
Reynolds Consumer Products Inc |
|
|
8,000 |
|
|
|
252 |
|
Seaboard Corp |
|
|
50 |
|
|
|
155 |
|
Seneca Foods Corp, Cl A * |
|
|
1,262 |
|
|
|
76 |
|
Simply Good Foods Co/The * |
|
|
15,000 |
|
|
|
474 |
|
SpartanNash Co |
|
|
3,336 |
|
|
|
74 |
|
Spectrum Brands Holdings Inc |
|
|
4,887 |
|
|
|
461 |
|
Sprouts Farmers Market Inc * |
|
|
16,100 |
|
|
|
1,675 |
|
SunOpta Inc * |
|
|
17,100 |
|
|
|
98 |
|
TreeHouse Foods Inc * |
|
|
7,809 |
|
|
|
321 |
|
Turning Point Brands Inc |
|
|
3,200 |
|
|
|
127 |
|
United Natural Foods Inc * |
|
|
5,798 |
|
|
|
88 |
|
Universal Corp/VA |
|
|
4,045 |
|
|
|
220 |
|
US Foods Holding Corp * |
|
|
36,400 |
|
|
|
2,155 |
|
USANA Health Sciences Inc * |
|
|
1,532 |
|
|
|
62 |
|
Utz Brands Inc |
|
|
10,700 |
|
|
|
181 |
|
Vector Group Ltd |
|
|
24,191 |
|
|
|
362 |
|
Village Super Market Inc, Cl A |
|
|
1,962 |
|
|
|
63 |
|
Vita Coco Co Inc/The * |
|
|
6,100 |
|
|
|
159 |
|
Vital Farms Inc * |
|
|
5,500 |
|
|
|
173 |
|
Waldencast plc, Cl A * |
|
|
7,000 |
|
|
|
22 |
|
WD-40 Co |
|
|
2,186 |
|
|
|
575 |
|
Weis Markets Inc |
|
|
2,704 |
|
|
|
183 |
|
Westrock Coffee Co * |
|
|
7,900 |
|
|
|
63 |
|
WK Kellogg Co |
|
|
9,700 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,246 |
|
Energy — 4.5% |
|
|
|
|
Amplify Energy Corp * |
|
|
4,900 |
|
|
|
35 |
|
Antero Midstream Corp |
|
|
51,900 |
|
|
|
772 |
|
Antero Resources Corp * |
|
|
46,280 |
|
|
|
1,249 |
|
Archrock Inc |
|
|
24,583 |
|
|
|
497 |
|
Ardmore Shipping Corp |
|
|
7,800 |
|
|
|
147 |
|
Atlas Energy Solutions Inc, Cl A |
|
|
11,200 |
|
|
|
236 |
|
Berry Corp |
|
|
7,400 |
|
|
|
46 |
|
Borr Drilling Ltd |
|
|
37,600 |
|
|
|
228 |
|
Bristow Group Inc * |
|
|
3,697 |
|
|
|
147 |
|
Cactus Inc, Cl A |
|
|
10,800 |
|
|
|
643 |
|
California Resources Corp |
|
|
11,200 |
|
|
|
588 |
|
Centrus Energy Corp, Cl A * |
|
|
2,000 |
|
|
|
79 |
|
ChampionX Corp |
|
|
29,100 |
|
|
|
906 |
|
Cheniere Energy Inc |
|
|
36,865 |
|
|
|
6,830 |
|
Chesapeake Energy Corp |
|
|
20,393 |
|
|
|
1,519 |
|
Chord Energy Corp |
|
|
9,730 |
|
|
|
1,444 |
|
Civitas Resources Inc |
|
|
15,634 |
|
|
|
959 |
|
Clean Energy Fuels Corp * |
|
|
29,988 |
|
|
|
93 |
|
CNX Resources Corp * |
|
|
24,600 |
|
|
|
681 |
|
Comstock Resources Inc |
|
|
11,500 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CONSOL Energy Inc |
|
|
4,775 |
|
|
$ |
488 |
|
Core Laboratories Inc |
|
|
9,300 |
|
|
|
182 |
|
Crescent Energy Co, Cl A |
|
|
20,785 |
|
|
|
248 |
|
CVR Energy Inc |
|
|
4,597 |
|
|
|
117 |
|
Delek US Holdings Inc |
|
|
11,390 |
|
|
|
233 |
|
DHT Holdings Inc |
|
|
18,900 |
|
|
|
205 |
|
Diamond Offshore Drilling Inc * |
|
|
16,800 |
|
|
|
241 |
|
Diversified Energy Co PLC |
|
|
7,700 |
|
|
|
94 |
|
DMC Global Inc * |
|
|
5,100 |
|
|
|
63 |
|
Dorian LPG Ltd |
|
|
5,347 |
|
|
|
208 |
|
Dril-Quip Inc * |
|
|
7,987 |
|
|
|
130 |
|
DT Midstream Inc |
|
|
15,400 |
|
|
|
1,210 |
|
Empire Petroleum Corp * |
|
|
1,033 |
|
|
|
6 |
|
Encore Energy Corp * |
|
|
17,800 |
|
|
|
65 |
|
Energy Fuels Inc/Canada * |
|
|
26,600 |
|
|
|
130 |
|
Excelerate Energy Inc, Cl A |
|
|
2,400 |
|
|
|
44 |
|
Expro Group Holdings NV * |
|
|
15,357 |
|
|
|
305 |
|
FLEX LNG Ltd |
|
|
5,800 |
|
|
|
155 |
|
FutureFuel Corp |
|
|
3,876 |
|
|
|
24 |
|
Golar LNG Ltd |
|
|
16,302 |
|
|
|
543 |
|
Granite Ridge Resources Inc |
|
|
8,700 |
|
|
|
55 |
|
Green Plains Inc * |
|
|
11,190 |
|
|
|
159 |
|
Gulfport Energy Corp * |
|
|
2,100 |
|
|
|
305 |
|
Hallador Energy Co * |
|
|
4,400 |
|
|
|
30 |
|
Helix Energy Solutions Group Inc * |
|
|
24,169 |
|
|
|
271 |
|
Helmerich & Payne Inc |
|
|
15,600 |
|
|
|
509 |
|
HF Sinclair Corp |
|
|
25,600 |
|
|
|
1,258 |
|
HighPeak Energy Inc |
|
|
1,100 |
|
|
|
18 |
|
International Seaways Inc |
|
|
5,528 |
|
|
|
286 |
|
Kinetik Holdings Inc, Cl A |
|
|
7,200 |
|
|
|
319 |
|
Kodiak Gas Services Inc |
|
|
2,400 |
|
|
|
67 |
|
Kosmos Energy Ltd * |
|
|
71,775 |
|
|
|
350 |
|
Liberty Energy Inc, Cl A |
|
|
26,300 |
|
|
|
541 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
26,900 |
|
|
|
689 |
|
Matador Resources Co |
|
|
18,700 |
|
|
|
1,061 |
|
Murphy Oil Corp |
|
|
22,400 |
|
|
|
835 |
|
Nabors Industries Ltd * |
|
|
1,991 |
|
|
|
150 |
|
NACCO Industries Inc, Cl A |
|
|
900 |
|
|
|
25 |
|
New Fortress Energy Inc, Cl A |
|
|
10,000 |
|
|
|
123 |
|
Newpark Resources Inc * |
|
|
18,020 |
|
|
|
148 |
|
NextDecade Corp * |
|
|
19,000 |
|
|
|
89 |
|
Noble Corp PLC |
|
|
17,000 |
|
|
|
649 |
|
Nordic American Tankers Ltd |
|
|
34,377 |
|
|
|
128 |
|
Northern Oil & Gas Inc |
|
|
16,100 |
|
|
|
640 |
|
NOV Inc |
|
|
60,800 |
|
|
|
1,080 |
|
Oceaneering International Inc * |
|
|
15,446 |
|
|
|
417 |
|
Oil States International Inc * |
|
|
16,699 |
|
|
|
88 |
|
Ovintiv Inc |
|
|
42,500 |
|
|
|
1,820 |
|
Par Pacific Holdings Inc * |
|
|
9,986 |
|
|
|
224 |
|
Patterson-UTI Energy Inc |
|
|
59,955 |
|
|
|
552 |
|
PBF Energy Inc, Cl A |
|
|
15,277 |
|
|
|
520 |
|
Peabody Energy Corp |
|
|
21,000 |
|
|
|
492 |
|
Permian Resources Corp, Cl A |
|
|
100,385 |
|
|
|
1,429 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ProFrac Holding Corp, Cl A * |
|
|
3,000 |
|
|
$ |
21 |
|
ProPetro Holding Corp * |
|
|
13,100 |
|
|
|
104 |
|
Range Resources Corp |
|
|
37,600 |
|
|
|
1,123 |
|
REX American Resources Corp * |
|
|
1,800 |
|
|
|
82 |
|
Riley Exploration Permian Inc |
|
|
1,200 |
|
|
|
34 |
|
Ring Energy Inc * |
|
|
10,000 |
|
|
|
18 |
|
RPC Inc |
|
|
15,199 |
|
|
|
98 |
|
Sable Offshore Corp * |
|
|
8,300 |
|
|
|
140 |
|
SandRidge Energy Inc |
|
|
8,200 |
|
|
|
109 |
|
Scorpio Tankers Inc |
|
|
7,613 |
|
|
|
545 |
|
SEACOR Marine Holdings Inc * |
|
|
7,300 |
|
|
|
84 |
|
Seadrill Ltd * |
|
|
12,200 |
|
|
|
526 |
|
Select Water Solutions Inc, Cl A |
|
|
17,800 |
|
|
|
205 |
|
SFL Corp Ltd, Cl B |
|
|
18,576 |
|
|
|
220 |
|
Sitio Royalties Corp, Cl A |
|
|
15,221 |
|
|
|
338 |
|
SM Energy Co |
|
|
18,213 |
|
|
|
831 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
5,400 |
|
|
|
68 |
|
Southwestern Energy Co * |
|
|
182,771 |
|
|
|
1,166 |
|
Talos Energy Inc * |
|
|
22,100 |
|
|
|
253 |
|
TechnipFMC PLC |
|
|
69,100 |
|
|
|
1,855 |
|
Teekay Corp * |
|
|
14,800 |
|
|
|
123 |
|
Teekay Tankers Ltd, Cl A |
|
|
3,300 |
|
|
|
188 |
|
TETRA Technologies Inc * |
|
|
32,100 |
|
|
|
102 |
|
Texas Pacific Land Corp |
|
|
3,000 |
|
|
|
2,607 |
|
Tidewater Inc * |
|
|
7,700 |
|
|
|
683 |
|
Transocean Ltd * |
|
|
119,900 |
|
|
|
568 |
|
Uranium Energy Corp * |
|
|
67,700 |
|
|
|
354 |
|
Ur-Energy Inc * |
|
|
45,200 |
|
|
|
53 |
|
VAALCO Energy Inc |
|
|
15,500 |
|
|
|
101 |
|
Valaris Ltd * |
|
|
9,700 |
|
|
|
592 |
|
Viper Energy Inc, Cl A |
|
|
15,100 |
|
|
|
719 |
|
Vital Energy Inc * |
|
|
3,800 |
|
|
|
136 |
|
Vitesse Energy Inc |
|
|
5,143 |
|
|
|
133 |
|
W&T Offshore Inc |
|
|
21,338 |
|
|
|
49 |
|
Weatherford International PLC |
|
|
11,300 |
|
|
|
1,186 |
|
World Kinect Corp |
|
|
8,341 |
|
|
|
240 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
52,893 |
|
Financials — 17.9% |
|
|
|
|
1st Source Corp |
|
|
2,758 |
|
|
|
169 |
|
ACNB Corp |
|
|
1,900 |
|
|
|
80 |
|
AFC Gamma Inc ‡ |
|
|
2,800 |
|
|
|
29 |
|
Affiliated Managers Group Inc |
|
|
5,000 |
|
|
|
869 |
|
Affirm Holdings Inc, Cl A * |
|
|
37,600 |
|
|
|
1,655 |
|
AGNC Investment Corp ‡ |
|
|
107,921 |
|
|
|
1,102 |
|
Alerus Financial Corp |
|
|
3,400 |
|
|
|
76 |
|
Ally Financial Inc |
|
|
43,500 |
|
|
|
1,879 |
|
Amalgamated Financial Corp |
|
|
3,000 |
|
|
|
99 |
|
Ambac Financial Group Inc * |
|
|
7,800 |
|
|
|
91 |
|
Amerant Bancorp Inc, Cl A |
|
|
5,100 |
|
|
|
113 |
|
American Coastal Insurance Corp * |
|
|
4,000 |
|
|
|
45 |
|
American Financial Group Inc/OH |
|
|
11,253 |
|
|
|
1,504 |
|
Ameris Bancorp |
|
|
10,462 |
|
|
|
645 |
|
AMERISAFE Inc |
|
|
2,633 |
|
|
|
132 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Angel Oak Mortgage REIT Inc ‡ |
|
|
1,600 |
|
|
$ |
18 |
|
Annaly Capital Management Inc ‡ |
|
|
74,539 |
|
|
|
1,503 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
23,419 |
|
|
|
248 |
|
Apollo Global Management Inc |
|
|
83,984 |
|
|
|
9,719 |
|
Arbor Realty Trust Inc ‡ |
|
|
28,600 |
|
|
|
389 |
|
Ares Commercial Real Estate Corp ‡ |
|
|
9,600 |
|
|
|
68 |
|
Ares Management Corp, Cl A |
|
|
28,745 |
|
|
|
4,208 |
|
ARMOUR Residential REIT Inc ‡ |
|
|
9,884 |
|
|
|
202 |
|
Arrow Financial Corp |
|
|
3,349 |
|
|
|
102 |
|
Artisan Partners Asset Management Inc, Cl A |
|
|
9,300 |
|
|
|
387 |
|
AssetMark Financial Holdings Inc * |
|
|
2,500 |
|
|
|
88 |
|
Associated Banc-Corp |
|
|
24,036 |
|
|
|
550 |
|
Assured Guaranty Ltd |
|
|
7,987 |
|
|
|
640 |
|
Atlantic Union Bankshares Corp |
|
|
13,590 |
|
|
|
539 |
|
Atlanticus Holdings Corp * |
|
|
1,100 |
|
|
|
39 |
|
AvidXchange Holdings Inc * |
|
|
26,800 |
|
|
|
216 |
|
Axis Capital Holdings Ltd |
|
|
12,768 |
|
|
|
1,020 |
|
Axos Financial Inc * |
|
|
8,736 |
|
|
|
607 |
|
B Riley Financial Inc |
|
|
4,400 |
|
|
|
22 |
|
Baldwin Insurance Group Inc/The, Cl A * |
|
|
10,800 |
|
|
|
506 |
|
Banc of California Inc |
|
|
25,414 |
|
|
|
361 |
|
BancFirst Corp |
|
|
3,250 |
|
|
|
346 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
3,812 |
|
|
|
120 |
|
Bancorp Inc/The * |
|
|
8,092 |
|
|
|
424 |
|
Bank First Corp |
|
|
1,500 |
|
|
|
141 |
|
Bank of Hawaii Corp |
|
|
6,024 |
|
|
|
400 |
|
Bank of Marin Bancorp |
|
|
3,614 |
|
|
|
77 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
8,500 |
|
|
|
325 |
|
Bank OZK |
|
|
17,470 |
|
|
|
757 |
|
BankUnited Inc |
|
|
10,996 |
|
|
|
423 |
|
Bankwell Financial Group Inc |
|
|
1,100 |
|
|
|
34 |
|
Banner Corp |
|
|
4,751 |
|
|
|
283 |
|
Bar Harbor Bankshares |
|
|
2,850 |
|
|
|
91 |
|
BayCom Corp |
|
|
3,000 |
|
|
|
69 |
|
BCB Bancorp Inc |
|
|
3,200 |
|
|
|
40 |
|
Berkshire Hills Bancorp Inc |
|
|
8,691 |
|
|
|
239 |
|
BGC Group Inc, Cl A |
|
|
55,936 |
|
|
|
553 |
|
Blackstone Mortgage Trust Inc, Cl A ‡ |
|
|
27,500 |
|
|
|
508 |
|
Block Inc, Cl A * |
|
|
89,009 |
|
|
|
5,882 |
|
Blue Foundry Bancorp * |
|
|
6,000 |
|
|
|
66 |
|
Blue Owl Capital Inc, Cl A |
|
|
80,300 |
|
|
|
1,416 |
|
BOK Financial Corp |
|
|
3,782 |
|
|
|
397 |
|
Bread Financial Holdings Inc |
|
|
8,500 |
|
|
|
494 |
|
Bridgewater Bancshares Inc * |
|
|
6,100 |
|
|
|
88 |
|
Brighthouse Financial Inc * |
|
|
9,500 |
|
|
|
436 |
|
Brightsphere Investment Group Inc |
|
|
4,563 |
|
|
|
111 |
|
BrightSpire Capital Inc, Cl A ‡ |
|
|
21,794 |
|
|
|
130 |
|
Brookline Bancorp Inc |
|
|
9,933 |
|
|
|
102 |
|
Burford Capital Ltd |
|
|
32,900 |
|
|
|
444 |
|
Burke & Herbert Financial Services Corp |
|
|
1,411 |
|
|
|
93 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Business First Bancshares Inc |
|
|
4,300 |
|
|
$ |
105 |
|
Byline Bancorp Inc |
|
|
5,970 |
|
|
|
166 |
|
Cadence Bank |
|
|
29,631 |
|
|
|
956 |
|
Camden National Corp |
|
|
3,058 |
|
|
|
122 |
|
Cannae Holdings Inc |
|
|
9,262 |
|
|
|
185 |
|
Cantaloupe Inc * |
|
|
14,900 |
|
|
|
103 |
|
Capital Bancorp Inc |
|
|
1,900 |
|
|
|
49 |
|
Capital City Bank Group Inc |
|
|
2,861 |
|
|
|
99 |
|
Capitol Federal Financial Inc |
|
|
12,987 |
|
|
|
78 |
|
Carlyle Group Inc/The |
|
|
35,400 |
|
|
|
1,421 |
|
Carter Bankshares Inc * |
|
|
800 |
|
|
|
14 |
|
Cass Information Systems Inc |
|
|
3,154 |
|
|
|
137 |
|
Cathay General Bancorp |
|
|
10,915 |
|
|
|
480 |
|
Central Pacific Financial Corp |
|
|
2,510 |
|
|
|
69 |
|
Chicago Atlantic Real Estate Finance Inc ‡ |
|
|
900 |
|
|
|
14 |
|
Chimera Investment Corp ‡ |
|
|
12,355 |
|
|
|
191 |
|
Citizens & Northern Corp |
|
|
3,540 |
|
|
|
71 |
|
City Holding Co |
|
|
2,385 |
|
|
|
283 |
|
Civista Bancshares Inc |
|
|
3,400 |
|
|
|
58 |
|
Claros Mortgage Trust Inc ‡ |
|
|
14,700 |
|
|
|
118 |
|
CNA Financial Corp |
|
|
3,375 |
|
|
|
175 |
|
CNB Financial Corp/PA |
|
|
1,948 |
|
|
|
47 |
|
CNO Financial Group Inc |
|
|
17,725 |
|
|
|
619 |
|
Coastal Financial Corp/WA * |
|
|
1,900 |
|
|
|
102 |
|
Cohen & Steers Inc |
|
|
3,936 |
|
|
|
352 |
|
Coinbase Global Inc, Cl A * |
|
|
31,900 |
|
|
|
5,849 |
|
Colony Bankcorp Inc |
|
|
3,700 |
|
|
|
56 |
|
Columbia Banking System Inc |
|
|
33,694 |
|
|
|
848 |
|
Columbia Financial Inc * |
|
|
3,600 |
|
|
|
64 |
|
Comerica Inc |
|
|
20,800 |
|
|
|
1,188 |
|
Commerce Bancshares Inc/MO |
|
|
19,021 |
|
|
|
1,217 |
|
Community Financial System Inc |
|
|
8,251 |
|
|
|
505 |
|
Community Trust Bancorp Inc |
|
|
3,393 |
|
|
|
171 |
|
Community West Bancshares |
|
|
2,800 |
|
|
|
57 |
|
Compass Diversified Holdings |
|
|
10,600 |
|
|
|
235 |
|
ConnectOne Bancorp Inc |
|
|
3,983 |
|
|
|
100 |
|
Corebridge Financial Inc |
|
|
42,300 |
|
|
|
1,250 |
|
Crawford & Co, Cl A |
|
|
5,700 |
|
|
|
60 |
|
Credit Acceptance Corp * |
|
|
912 |
|
|
|
425 |
|
CrossFirst Bankshares Inc * |
|
|
7,500 |
|
|
|
131 |
|
Cullen/Frost Bankers Inc |
|
|
9,805 |
|
|
|
1,100 |
|
Customers Bancorp Inc * |
|
|
4,770 |
|
|
|
247 |
|
CVB Financial Corp |
|
|
19,279 |
|
|
|
355 |
|
Diamond Hill Investment Group Inc |
|
|
654 |
|
|
|
103 |
|
Dime Community Bancshares Inc |
|
|
3,329 |
|
|
|
87 |
|
Donegal Group Inc, Cl A |
|
|
2,500 |
|
|
|
38 |
|
Donnelley Financial Solutions Inc * |
|
|
4,332 |
|
|
|
289 |
|
Dynex Capital Inc ‡ |
|
|
9,597 |
|
|
|
121 |
|
Eagle Bancorp Inc |
|
|
4,406 |
|
|
|
96 |
|
East West Bancorp Inc |
|
|
22,166 |
|
|
|
1,863 |
|
Eastern Bankshares Inc |
|
|
28,834 |
|
|
|
489 |
|
Ellington Financial Inc ‡ |
|
|
13,700 |
|
|
|
180 |
|
Employers Holdings Inc |
|
|
2,874 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Enact Holdings Inc |
|
|
3,400 |
|
|
$ |
121 |
|
Encore Capital Group Inc * |
|
|
3,875 |
|
|
|
194 |
|
Enova International Inc * |
|
|
4,366 |
|
|
|
374 |
|
Enstar Group Ltd * |
|
|
1,951 |
|
|
|
636 |
|
Enterprise Bancorp Inc/MA |
|
|
2,848 |
|
|
|
88 |
|
Enterprise Financial Services Corp |
|
|
5,165 |
|
|
|
273 |
|
Equitable Holdings Inc |
|
|
52,200 |
|
|
|
2,220 |
|
Equity Bancshares Inc, Cl A |
|
|
1,200 |
|
|
|
49 |
|
Esquire Financial Holdings Inc |
|
|
1,600 |
|
|
|
98 |
|
Essent Group Ltd |
|
|
16,100 |
|
|
|
1,035 |
|
Euronet Worldwide Inc * |
|
|
7,188 |
|
|
|
776 |
|
Evercore Inc, Cl A |
|
|
5,876 |
|
|
|
1,444 |
|
EVERTEC Inc |
|
|
10,200 |
|
|
|
349 |
|
F&G Annuities & Life Inc |
|
|
3,894 |
|
|
|
178 |
|
Farmers & Merchants Bancorp Inc/Archbold OH |
|
|
3,200 |
|
|
|
88 |
|
Farmers National Banc Corp |
|
|
6,800 |
|
|
|
106 |
|
FB Financial Corp |
|
|
5,802 |
|
|
|
280 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,288 |
|
|
|
254 |
|
Fidelis Insurance Holdings Ltd |
|
|
10,000 |
|
|
|
185 |
|
Fidelity D&D Bancorp Inc |
|
|
1,600 |
|
|
|
86 |
|
Fidelity National Financial Inc |
|
|
41,366 |
|
|
|
2,439 |
|
Financial Institutions Inc |
|
|
3,243 |
|
|
|
84 |
|
First American Financial Corp |
|
|
15,372 |
|
|
|
981 |
|
First Bancorp Inc/The |
|
|
3,052 |
|
|
|
85 |
|
First BanCorp/Puerto Rico |
|
|
28,616 |
|
|
|
612 |
|
First Bancorp/Southern Pines NC |
|
|
5,045 |
|
|
|
214 |
|
First Bancshares Inc/The |
|
|
4,600 |
|
|
|
158 |
|
First Bank/Hamilton NJ |
|
|
3,700 |
|
|
|
57 |
|
First Busey Corp |
|
|
6,492 |
|
|
|
176 |
|
First Business Financial Services Inc |
|
|
1,800 |
|
|
|
82 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
1,902 |
|
|
|
3,862 |
|
First Commonwealth Financial Corp |
|
|
18,601 |
|
|
|
320 |
|
First Community Bankshares Inc |
|
|
2,342 |
|
|
|
103 |
|
First Financial Bancorp |
|
|
16,733 |
|
|
|
443 |
|
First Financial Bankshares Inc |
|
|
21,012 |
|
|
|
768 |
|
First Financial Corp/IN |
|
|
2,412 |
|
|
|
108 |
|
First Foundation Inc |
|
|
9,100 |
|
|
|
64 |
|
First Hawaiian Inc |
|
|
20,100 |
|
|
|
489 |
|
First Horizon Corp |
|
|
85,525 |
|
|
|
1,419 |
|
First Interstate BancSystem Inc, Cl A |
|
|
12,916 |
|
|
|
401 |
|
First Merchants Corp |
|
|
9,618 |
|
|
|
375 |
|
First Mid Bancshares Inc |
|
|
3,572 |
|
|
|
144 |
|
First of Long Island Corp/The |
|
|
4,995 |
|
|
|
64 |
|
First Western Financial Inc * |
|
|
1,800 |
|
|
|
35 |
|
FirstCash Holdings Inc |
|
|
6,120 |
|
|
|
735 |
|
Five Star Bancorp |
|
|
2,800 |
|
|
|
82 |
|
Flushing Financial Corp |
|
|
6,070 |
|
|
|
89 |
|
Flywire Corp * |
|
|
18,900 |
|
|
|
342 |
|
FNB Corp/PA |
|
|
53,589 |
|
|
|
803 |
|
Forge Global Holdings Inc * |
|
|
31,460 |
|
|
|
44 |
|
Franklin BSP Realty Trust Inc ‡ |
|
|
8,954 |
|
|
|
122 |
|
Fulton Financial Corp |
|
|
30,212 |
|
|
|
585 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FVCBankcorp Inc * |
|
|
3,375 |
|
|
$ |
42 |
|
GCM Grosvenor Inc, Cl A |
|
|
10,000 |
|
|
|
109 |
|
Genworth Financial Inc, Cl A * |
|
|
63,600 |
|
|
|
444 |
|
German American Bancorp Inc |
|
|
3,566 |
|
|
|
143 |
|
Glacier Bancorp Inc |
|
|
17,975 |
|
|
|
850 |
|
Goosehead Insurance Inc, Cl A * |
|
|
4,100 |
|
|
|
346 |
|
Granite Point Mortgage Trust Inc ‡ |
|
|
10,941 |
|
|
|
29 |
|
Great Southern Bancorp Inc |
|
|
1,099 |
|
|
|
65 |
|
Green Dot Corp, Cl A * |
|
|
9,255 |
|
|
|
103 |
|
Greene County Bancorp Inc |
|
|
1,020 |
|
|
|
35 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
6,409 |
|
|
|
90 |
|
Guaranty Bancshares Inc/TX |
|
|
1,500 |
|
|
|
52 |
|
HA Sustainable Infrastructure Capital Inc ‡ |
|
|
18,500 |
|
|
|
599 |
|
Hamilton Insurance Group Ltd, Cl B * |
|
|
2,700 |
|
|
|
53 |
|
Hamilton Lane Inc, Cl A |
|
|
6,000 |
|
|
|
917 |
|
Hancock Whitney Corp |
|
|
13,914 |
|
|
|
748 |
|
Hanmi Financial Corp |
|
|
6,878 |
|
|
|
136 |
|
Hanover Insurance Group Inc/The |
|
|
5,817 |
|
|
|
855 |
|
HarborOne Bancorp Inc |
|
|
3,020 |
|
|
|
40 |
|
HBT Financial Inc |
|
|
2,200 |
|
|
|
49 |
|
HCI Group Inc |
|
|
1,115 |
|
|
|
107 |
|
Heartland Financial USA Inc |
|
|
6,075 |
|
|
|
339 |
|
Heritage Commerce Corp |
|
|
13,600 |
|
|
|
138 |
|
Heritage Financial Corp/WA |
|
|
3,571 |
|
|
|
82 |
|
Hilltop Holdings Inc |
|
|
7,700 |
|
|
|
253 |
|
Hingham Institution For Savings The |
|
|
300 |
|
|
|
77 |
|
Hippo Holdings Inc * |
|
|
3,484 |
|
|
|
69 |
|
Home Bancorp Inc |
|
|
1,800 |
|
|
|
80 |
|
Home BancShares Inc/AR |
|
|
30,932 |
|
|
|
861 |
|
HomeStreet Inc |
|
|
4,372 |
|
|
|
70 |
|
HomeTrust Bancshares Inc |
|
|
1,002 |
|
|
|
37 |
|
Hope Bancorp Inc |
|
|
19,295 |
|
|
|
247 |
|
Horace Mann Educators Corp |
|
|
6,714 |
|
|
|
239 |
|
Horizon Bancorp Inc/IN |
|
|
9,425 |
|
|
|
151 |
|
Houlihan Lokey Inc, Cl A |
|
|
8,400 |
|
|
|
1,316 |
|
I3 Verticals Inc, Cl A * |
|
|
4,800 |
|
|
|
109 |
|
Independent Bank Corp |
|
|
6,220 |
|
|
|
394 |
|
Independent Bank Corp/MI |
|
|
3,300 |
|
|
|
112 |
|
Independent Bank Group Inc |
|
|
6,002 |
|
|
|
349 |
|
Interactive Brokers Group Inc, Cl A |
|
|
16,627 |
|
|
|
2,143 |
|
International Bancshares Corp |
|
|
8,850 |
|
|
|
559 |
|
International Money Express Inc * |
|
|
5,400 |
|
|
|
98 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
8,009 |
|
|
|
70 |
|
Investors Title Co |
|
|
400 |
|
|
|
90 |
|
Jackson Financial Inc, Cl A |
|
|
12,000 |
|
|
|
1,080 |
|
James River Group Holdings Ltd |
|
|
8,200 |
|
|
|
61 |
|
Janus Henderson Group PLC |
|
|
19,700 |
|
|
|
741 |
|
Jefferies Financial Group Inc |
|
|
28,900 |
|
|
|
1,733 |
|
John Marshall Bancorp Inc |
|
|
2,700 |
|
|
|
54 |
|
Kearny Financial Corp/MD |
|
|
10,929 |
|
|
|
74 |
|
Kemper Corp |
|
|
9,673 |
|
|
|
605 |
|
Kinsale Capital Group Inc |
|
|
3,600 |
|
|
|
1,768 |
|
KKR Real Estate Finance Trust Inc ‡ |
|
|
12,500 |
|
|
|
149 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ladder Capital Corp, Cl A ‡ |
|
|
15,962 |
|
|
$ |
197 |
|
Lakeland Financial Corp |
|
|
3,157 |
|
|
|
215 |
|
Lazard Inc, Cl A |
|
|
17,831 |
|
|
|
894 |
|
Lemonade Inc * |
|
|
10,200 |
|
|
|
189 |
|
LendingClub Corp * |
|
|
13,700 |
|
|
|
166 |
|
LendingTree Inc * |
|
|
700 |
|
|
|
41 |
|
Lincoln National Corp |
|
|
26,000 |
|
|
|
835 |
|
Live Oak Bancshares Inc |
|
|
4,800 |
|
|
|
206 |
|
LPL Financial Holdings Inc |
|
|
11,962 |
|
|
|
2,684 |
|
Markel Group Inc * |
|
|
2,043 |
|
|
|
3,270 |
|
Marqeta Inc, Cl A * |
|
|
76,800 |
|
|
|
409 |
|
MBIA Inc |
|
|
10,982 |
|
|
|
43 |
|
Mercantile Bank Corp |
|
|
3,557 |
|
|
|
164 |
|
Merchants Bancorp/IN |
|
|
3,300 |
|
|
|
151 |
|
Mercury General Corp |
|
|
3,878 |
|
|
|
257 |
|
Metrocity Bankshares Inc |
|
|
3,800 |
|
|
|
116 |
|
Metropolitan Bank Holding Corp * |
|
|
2,100 |
|
|
|
109 |
|
MFA Financial Inc ‡ |
|
|
16,624 |
|
|
|
208 |
|
MGIC Investment Corp |
|
|
41,318 |
|
|
|
1,051 |
|
Mid Penn Bancorp Inc |
|
|
3,200 |
|
|
|
97 |
|
Midland States Bancorp Inc |
|
|
2,600 |
|
|
|
59 |
|
MidWestOne Financial Group Inc |
|
|
3,169 |
|
|
|
93 |
|
Moelis & Co, Cl A |
|
|
10,600 |
|
|
|
708 |
|
Moneylion Inc * |
|
|
1,400 |
|
|
|
65 |
|
Morningstar Inc |
|
|
4,220 |
|
|
|
1,324 |
|
Mr Cooper Group Inc * |
|
|
10,471 |
|
|
|
982 |
|
MVB Financial Corp |
|
|
2,400 |
|
|
|
50 |
|
National Bank Holdings Corp, Cl A |
|
|
6,400 |
|
|
|
280 |
|
Navient Corp |
|
|
13,300 |
|
|
|
225 |
|
NB Bancorp Inc * |
|
|
6,400 |
|
|
|
121 |
|
NBT Bancorp Inc |
|
|
6,308 |
|
|
|
309 |
|
NCR Atleos Corp * |
|
|
12,941 |
|
|
|
370 |
|
Nelnet Inc, Cl A |
|
|
2,731 |
|
|
|
316 |
|
NerdWallet Inc, Cl A * |
|
|
5,800 |
|
|
|
75 |
|
New York Community Bancorp Inc |
|
|
38,105 |
|
|
|
413 |
|
New York Mortgage Trust Inc ‡ |
|
|
7,759 |
|
|
|
52 |
|
NewtekOne Inc |
|
|
4,600 |
|
|
|
58 |
|
Nexpoint Real Estate Finance Inc ‡ |
|
|
1,600 |
|
|
|
27 |
|
NI Holdings Inc * |
|
|
2,300 |
|
|
|
36 |
|
Nicolet Bankshares Inc |
|
|
2,200 |
|
|
|
216 |
|
NMI Holdings Inc, Cl A * |
|
|
13,000 |
|
|
|
534 |
|
Northeast Bank |
|
|
1,500 |
|
|
|
107 |
|
Northfield Bancorp Inc |
|
|
10,205 |
|
|
|
124 |
|
Northrim BanCorp Inc |
|
|
900 |
|
|
|
62 |
|
Northwest Bancshares Inc |
|
|
18,579 |
|
|
|
257 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
514,700 |
|
|
|
7,705 |
|
OceanFirst Financial Corp |
|
|
9,468 |
|
|
|
169 |
|
OFG Bancorp |
|
|
7,625 |
|
|
|
351 |
|
Old National Bancorp/IN |
|
|
51,733 |
|
|
|
1,027 |
|
Old Republic International Corp |
|
|
39,944 |
|
|
|
1,433 |
|
Old Second Bancorp Inc |
|
|
4,400 |
|
|
|
75 |
|
OmniAB Inc. * |
|
|
2,598 |
|
|
|
— |
|
OneMain Holdings Inc, Cl A |
|
|
18,500 |
|
|
|
914 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Open Lending Corp, Cl A * |
|
|
23,800 |
|
|
$ |
137 |
|
Orange County Bancorp Inc |
|
|
1,000 |
|
|
|
57 |
|
Orchid Island Capital Inc, Cl A ‡ |
|
|
7,420 |
|
|
|
61 |
|
Origin Bancorp Inc |
|
|
5,000 |
|
|
|
167 |
|
Orrstown Financial Services Inc |
|
|
3,000 |
|
|
|
107 |
|
Oscar Health Inc, Cl A * |
|
|
29,500 |
|
|
|
540 |
|
P10 Inc, Cl A |
|
|
8,600 |
|
|
|
86 |
|
Pacific Premier Bancorp Inc |
|
|
14,636 |
|
|
|
376 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
31,200 |
|
|
|
345 |
|
Palomar Holdings Inc, Cl A * |
|
|
4,000 |
|
|
|
397 |
|
Park National Corp |
|
|
2,405 |
|
|
|
423 |
|
Parke Bancorp Inc |
|
|
2,200 |
|
|
|
45 |
|
Pathward Financial Inc |
|
|
4,200 |
|
|
|
289 |
|
Patria Investments Ltd, Cl A |
|
|
10,800 |
|
|
|
124 |
|
Payoneer Global Inc * |
|
|
44,700 |
|
|
|
332 |
|
Paysafe Ltd * |
|
|
6,867 |
|
|
|
154 |
|
PCB Bancorp |
|
|
2,600 |
|
|
|
50 |
|
Peapack-Gladstone Financial Corp |
|
|
3,154 |
|
|
|
90 |
|
PennyMac Financial Services Inc |
|
|
3,900 |
|
|
|
421 |
|
PennyMac Mortgage Investment Trust ‡ |
|
|
14,463 |
|
|
|
206 |
|
Peoples Bancorp Inc/OH |
|
|
5,572 |
|
|
|
178 |
|
Peoples Financial Services Corp |
|
|
1,600 |
|
|
|
76 |
|
Perella Weinberg Partners, Cl A |
|
|
8,600 |
|
|
|
168 |
|
Pinnacle Financial Partners Inc |
|
|
12,427 |
|
|
|
1,237 |
|
Pioneer Bancorp Inc/NY * |
|
|
2,700 |
|
|
|
30 |
|
Piper Sandler Cos |
|
|
2,877 |
|
|
|
785 |
|
PJT Partners Inc, Cl A |
|
|
3,700 |
|
|
|
457 |
|
Popular Inc |
|
|
11,656 |
|
|
|
1,195 |
|
PRA Group Inc * |
|
|
7,658 |
|
|
|
179 |
|
Preferred Bank/Los Angeles CA |
|
|
1,537 |
|
|
|
127 |
|
Premier Financial Corp |
|
|
6,876 |
|
|
|
172 |
|
Primerica Inc |
|
|
5,529 |
|
|
|
1,455 |
|
Primis Financial Corp |
|
|
6,000 |
|
|
|
73 |
|
Priority Technology Holdings Inc * |
|
|
1,600 |
|
|
|
10 |
|
ProAssurance Corp * |
|
|
11,625 |
|
|
|
156 |
|
PROG Holdings Inc |
|
|
6,978 |
|
|
|
326 |
|
Prosperity Bancshares Inc |
|
|
14,335 |
|
|
|
1,055 |
|
Provident Financial Services Inc |
|
|
18,120 |
|
|
|
346 |
|
QCR Holdings Inc |
|
|
2,600 |
|
|
|
201 |
|
Radian Group Inc |
|
|
24,048 |
|
|
|
869 |
|
RBB Bancorp |
|
|
2,600 |
|
|
|
60 |
|
Ready Capital Corp ‡ |
|
|
29,838 |
|
|
|
247 |
|
Red River Bancshares Inc |
|
|
1,200 |
|
|
|
64 |
|
Redwood Trust Inc ‡ |
|
|
27,405 |
|
|
|
207 |
|
Regional Management Corp |
|
|
1,700 |
|
|
|
57 |
|
Reinsurance Group of America Inc, Cl A |
|
|
10,616 |
|
|
|
2,344 |
|
Remitly Global Inc * |
|
|
21,000 |
|
|
|
287 |
|
RenaissanceRe Holdings Ltd |
|
|
8,306 |
|
|
|
2,116 |
|
Renasant Corp |
|
|
9,060 |
|
|
|
317 |
|
Repay Holdings Corp, Cl A * |
|
|
14,200 |
|
|
|
120 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
1,998 |
|
|
|
128 |
|
Rithm Capital Corp ‡ |
|
|
75,488 |
|
|
|
901 |
|
RLI Corp |
|
|
6,682 |
|
|
|
1,030 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Robinhood Markets Inc, Cl A * |
|
|
107,500 |
|
|
$ |
2,163 |
|
Rocket Cos Inc, Cl A * |
|
|
21,000 |
|
|
|
413 |
|
Root Inc/OH, Cl A * |
|
|
1,400 |
|
|
|
61 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
16,500 |
|
|
|
1,066 |
|
S&T Bancorp Inc |
|
|
6,232 |
|
|
|
268 |
|
Safety Insurance Group Inc |
|
|
2,431 |
|
|
|
215 |
|
Sandy Spring Bancorp Inc |
|
|
7,010 |
|
|
|
219 |
|
Seacoast Banking Corp of Florida |
|
|
14,981 |
|
|
|
410 |
|
SEI Investments Co † |
|
|
15,219 |
|
|
|
1,029 |
|
Selective Insurance Group Inc |
|
|
9,884 |
|
|
|
899 |
|
Selectquote Inc * |
|
|
28,700 |
|
|
|
117 |
|
ServisFirst Bancshares Inc |
|
|
8,100 |
|
|
|
657 |
|
Shift4 Payments Inc, Cl A * |
|
|
10,000 |
|
|
|
831 |
|
Shore Bancshares Inc |
|
|
1,800 |
|
|
|
26 |
|
Sierra Bancorp |
|
|
2,978 |
|
|
|
90 |
|
Simmons First National Corp, Cl A |
|
|
19,253 |
|
|
|
412 |
|
SiriusPoint Ltd * |
|
|
16,300 |
|
|
|
244 |
|
Skyward Specialty Insurance Group Inc * |
|
|
6,100 |
|
|
|
249 |
|
SLM Corp |
|
|
36,820 |
|
|
|
812 |
|
SmartFinancial Inc |
|
|
3,100 |
|
|
|
91 |
|
SoFi Technologies Inc * |
|
|
162,600 |
|
|
|
1,299 |
|
South Plains Financial Inc |
|
|
2,400 |
|
|
|
84 |
|
Southern First Bancshares Inc * |
|
|
1,491 |
|
|
|
48 |
|
Southern Missouri Bancorp Inc |
|
|
1,900 |
|
|
|
110 |
|
Southside Bancshares Inc |
|
|
4,762 |
|
|
|
163 |
|
SouthState Corp |
|
|
12,484 |
|
|
|
1,212 |
|
Starwood Property Trust Inc ‡ |
|
|
48,680 |
|
|
|
1,014 |
|
Stellar Bancorp Inc |
|
|
6,340 |
|
|
|
173 |
|
StepStone Group Inc, Cl A |
|
|
8,800 |
|
|
|
481 |
|
Sterling Bancorp Inc/MI * |
|
|
2,158 |
|
|
|
12 |
|
Stewart Information Services Corp |
|
|
4,541 |
|
|
|
336 |
|
Stifel Financial Corp |
|
|
15,773 |
|
|
|
1,390 |
|
Stock Yards Bancorp Inc |
|
|
4,502 |
|
|
|
273 |
|
StoneCo Ltd, Cl A * |
|
|
47,400 |
|
|
|
629 |
|
StoneX Group Inc * |
|
|
4,052 |
|
|
|
336 |
|
Sunrise Realty Trust Inc *‡ |
|
|
933 |
|
|
|
13 |
|
Synovus Financial Corp |
|
|
23,792 |
|
|
|
1,097 |
|
Texas Capital Bancshares Inc * |
|
|
7,623 |
|
|
|
512 |
|
TFS Financial Corp |
|
|
4,943 |
|
|
|
67 |
|
Third Coast Bancshares Inc * |
|
|
800 |
|
|
|
20 |
|
Tiptree Inc |
|
|
5,100 |
|
|
|
101 |
|
Toast Inc, Cl A * |
|
|
71,400 |
|
|
|
1,775 |
|
Tompkins Financial Corp |
|
|
2,705 |
|
|
|
166 |
|
Towne Bank/Portsmouth VA |
|
|
11,567 |
|
|
|
401 |
|
TPG Inc, Cl A |
|
|
13,900 |
|
|
|
701 |
|
TPG RE Finance Trust Inc ‡ |
|
|
14,400 |
|
|
|
130 |
|
Tradeweb Markets Inc, Cl A |
|
|
18,800 |
|
|
|
2,223 |
|
TriCo Bancshares |
|
|
4,009 |
|
|
|
182 |
|
Triumph Financial Inc * |
|
|
3,600 |
|
|
|
302 |
|
Trupanion Inc * |
|
|
5,400 |
|
|
|
247 |
|
TrustCo Bank Corp NY |
|
|
4,325 |
|
|
|
151 |
|
Trustmark Corp |
|
|
9,039 |
|
|
|
301 |
|
Two Harbors Investment Corp ‡ |
|
|
14,210 |
|
|
|
201 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UMB Financial Corp |
|
|
6,945 |
|
|
$ |
719 |
|
United Bankshares Inc/WV |
|
|
21,256 |
|
|
|
826 |
|
United Community Banks Inc/GA |
|
|
18,118 |
|
|
|
552 |
|
United Fire Group Inc |
|
|
4,171 |
|
|
|
85 |
|
Unity Bancorp Inc |
|
|
100 |
|
|
|
3 |
|
Universal Insurance Holdings Inc |
|
|
5,900 |
|
|
|
126 |
|
Univest Financial Corp |
|
|
4,715 |
|
|
|
134 |
|
Unum Group |
|
|
30,400 |
|
|
|
1,687 |
|
Upstart Holdings Inc * |
|
|
10,200 |
|
|
|
434 |
|
USCB Financial Holdings Inc |
|
|
2,200 |
|
|
|
33 |
|
UWM Holdings Corp |
|
|
14,600 |
|
|
|
137 |
|
Valley National Bancorp |
|
|
68,968 |
|
|
|
599 |
|
Value Line Inc |
|
|
300 |
|
|
|
12 |
|
Velocity Financial Inc * |
|
|
1,800 |
|
|
|
34 |
|
Veritex Holdings Inc |
|
|
6,739 |
|
|
|
170 |
|
Victory Capital Holdings Inc, Cl A |
|
|
6,800 |
|
|
|
371 |
|
Virtu Financial Inc, Cl A |
|
|
13,700 |
|
|
|
421 |
|
Virtus Investment Partners Inc |
|
|
1,158 |
|
|
|
245 |
|
Voya Financial Inc |
|
|
16,300 |
|
|
|
1,155 |
|
WaFd Inc |
|
|
11,619 |
|
|
|
426 |
|
Walker & Dunlop Inc |
|
|
5,023 |
|
|
|
538 |
|
Washington Trust Bancorp Inc |
|
|
3,870 |
|
|
|
127 |
|
Waterstone Financial Inc |
|
|
4,000 |
|
|
|
61 |
|
Webster Financial Corp |
|
|
26,829 |
|
|
|
1,273 |
|
WesBanco Inc |
|
|
8,609 |
|
|
|
277 |
|
West BanCorp Inc |
|
|
3,785 |
|
|
|
76 |
|
Westamerica BanCorp |
|
|
4,955 |
|
|
|
257 |
|
Western Alliance Bancorp |
|
|
17,161 |
|
|
|
1,402 |
|
Western Union Co/The |
|
|
52,200 |
|
|
|
637 |
|
WEX Inc * |
|
|
6,676 |
|
|
|
1,275 |
|
White Mountains Insurance Group Ltd |
|
|
362 |
|
|
|
668 |
|
Wintrust Financial Corp |
|
|
10,261 |
|
|
|
1,116 |
|
WisdomTree Inc |
|
|
21,375 |
|
|
|
217 |
|
World Acceptance Corp * |
|
|
476 |
|
|
|
56 |
|
WSFS Financial Corp |
|
|
9,812 |
|
|
|
537 |
|
XP Inc, Cl A |
|
|
65,000 |
|
|
|
1,197 |
|
Zions Bancorp NA |
|
|
22,400 |
|
|
|
1,110 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
209,398 |
|
Health Care — 11.9% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
15,000 |
|
|
|
350 |
|
2seventy bio Inc * |
|
|
8,200 |
|
|
|
40 |
|
4D Molecular Therapeutics Inc * |
|
|
7,700 |
|
|
|
116 |
|
89bio Inc * |
|
|
12,200 |
|
|
|
116 |
|
Absci Corp * |
|
|
13,100 |
|
|
|
58 |
|
Acadia Healthcare Co Inc * |
|
|
14,987 |
|
|
|
1,228 |
|
ACADIA Pharmaceuticals Inc * |
|
|
19,100 |
|
|
|
317 |
|
Accolade Inc * |
|
|
11,200 |
|
|
|
49 |
|
Accuray Inc * |
|
|
18,400 |
|
|
|
40 |
|
ACELYRIN Inc * |
|
|
8,700 |
|
|
|
42 |
|
AdaptHealth Corp, Cl A * |
|
|
15,400 |
|
|
|
169 |
|
Adaptive Biotechnologies Corp * |
|
|
23,700 |
|
|
|
111 |
|
Addus HomeCare Corp * |
|
|
2,800 |
|
|
|
372 |
|
ADMA Biologics Inc * |
|
|
31,800 |
|
|
|
550 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aerovate Therapeutics Inc * |
|
|
2,200 |
|
|
$ |
4 |
|
Agenus Inc * |
|
|
2,865 |
|
|
|
15 |
|
agilon health Inc * |
|
|
42,900 |
|
|
|
175 |
|
Agios Pharmaceuticals Inc * |
|
|
9,400 |
|
|
|
432 |
|
AirSculpt Technologies Inc * |
|
|
1,400 |
|
|
|
6 |
|
Akero Therapeutics Inc * |
|
|
10,400 |
|
|
|
283 |
|
Akoya Biosciences Inc * |
|
|
1,600 |
|
|
|
4 |
|
Aldeyra Therapeutics Inc * |
|
|
9,200 |
|
|
|
53 |
|
Alector Inc * |
|
|
13,000 |
|
|
|
69 |
|
Alignment Healthcare Inc * |
|
|
17,000 |
|
|
|
153 |
|
Alkermes PLC * |
|
|
26,953 |
|
|
|
767 |
|
Allogene Therapeutics Inc * |
|
|
20,200 |
|
|
|
53 |
|
Alnylam Pharmaceuticals Inc * |
|
|
20,389 |
|
|
|
5,356 |
|
Alphatec Holdings Inc * |
|
|
17,300 |
|
|
|
119 |
|
Altimmune Inc * |
|
|
11,800 |
|
|
|
79 |
|
ALX Oncology Holdings Inc * |
|
|
4,300 |
|
|
|
10 |
|
Amedisys Inc * |
|
|
4,771 |
|
|
|
468 |
|
Amicus Therapeutics Inc * |
|
|
42,100 |
|
|
|
489 |
|
AMN Healthcare Services Inc * |
|
|
5,809 |
|
|
|
308 |
|
Amneal Pharmaceuticals Inc * |
|
|
23,588 |
|
|
|
204 |
|
Amphastar Pharmaceuticals Inc * |
|
|
6,900 |
|
|
|
336 |
|
AnaptysBio Inc * |
|
|
1,900 |
|
|
|
72 |
|
Anavex Life Sciences Corp * |
|
|
15,300 |
|
|
|
92 |
|
AngioDynamics Inc * |
|
|
8,570 |
|
|
|
64 |
|
ANI Pharmaceuticals Inc * |
|
|
2,500 |
|
|
|
159 |
|
Anika Therapeutics Inc * |
|
|
3,070 |
|
|
|
79 |
|
Annexon Inc * |
|
|
17,700 |
|
|
|
101 |
|
Apellis Pharmaceuticals Inc * |
|
|
17,400 |
|
|
|
677 |
|
Apogee Therapeutics Inc * |
|
|
6,500 |
|
|
|
333 |
|
Applied Therapeutics Inc * |
|
|
15,800 |
|
|
|
100 |
|
Arbutus Biopharma Corp * |
|
|
16,700 |
|
|
|
65 |
|
Arcellx Inc * |
|
|
6,800 |
|
|
|
467 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
3,100 |
|
|
|
65 |
|
Arcus Biosciences Inc * |
|
|
10,600 |
|
|
|
181 |
|
Arcutis Biotherapeutics Inc * |
|
|
17,500 |
|
|
|
190 |
|
Ardelyx Inc * |
|
|
42,200 |
|
|
|
261 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
20,800 |
|
|
|
496 |
|
ARS Pharmaceuticals Inc * |
|
|
8,100 |
|
|
|
105 |
|
Artivion Inc * |
|
|
4,845 |
|
|
|
132 |
|
Arvinas Inc * |
|
|
8,600 |
|
|
|
225 |
|
Astrana Health Inc * |
|
|
7,100 |
|
|
|
339 |
|
Astria Therapeutics Inc * |
|
|
10,800 |
|
|
|
132 |
|
Atea Pharmaceuticals Inc * |
|
|
15,000 |
|
|
|
58 |
|
AtriCure Inc * |
|
|
9,320 |
|
|
|
244 |
|
Aura Biosciences Inc * |
|
|
2,200 |
|
|
|
18 |
|
Aurinia Pharmaceuticals Inc * |
|
|
26,400 |
|
|
|
180 |
|
Avadel Pharmaceuticals PLC * |
|
|
15,200 |
|
|
|
231 |
|
Avanos Medical Inc * |
|
|
7,800 |
|
|
|
189 |
|
Avantor Inc * |
|
|
108,351 |
|
|
|
2,800 |
|
Aveanna Healthcare Holdings Inc * |
|
|
10,800 |
|
|
|
61 |
|
Avid Bioservices Inc * |
|
|
13,800 |
|
|
|
145 |
|
Avidity Biosciences Inc * |
|
|
16,600 |
|
|
|
730 |
|
Avita Medical Inc * |
|
|
5,000 |
|
|
|
47 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Axogen Inc * |
|
|
9,085 |
|
|
$ |
119 |
|
Axonics Inc * |
|
|
7,900 |
|
|
|
546 |
|
Axsome Therapeutics Inc * |
|
|
5,300 |
|
|
|
471 |
|
Azenta Inc * |
|
|
9,603 |
|
|
|
476 |
|
Beam Therapeutics Inc * |
|
|
13,500 |
|
|
|
360 |
|
BioCryst Pharmaceuticals Inc * |
|
|
27,700 |
|
|
|
241 |
|
Biohaven Ltd * |
|
|
12,350 |
|
|
|
487 |
|
BioLife Solutions Inc * |
|
|
3,800 |
|
|
|
98 |
|
BioMarin Pharmaceutical Inc * |
|
|
30,346 |
|
|
|
2,768 |
|
Biomea Fusion Inc * |
|
|
3,900 |
|
|
|
29 |
|
Bluebird Bio Inc * |
|
|
14,400 |
|
|
|
8 |
|
Blueprint Medicines Corp * |
|
|
10,400 |
|
|
|
994 |
|
Bridgebio Pharma Inc * |
|
|
23,135 |
|
|
|
644 |
|
BrightSpring Health Services Inc * |
|
|
5,100 |
|
|
|
64 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
24,509 |
|
|
|
174 |
|
Bruker Corp |
|
|
16,332 |
|
|
|
1,097 |
|
C4 Therapeutics Inc * |
|
|
9,600 |
|
|
|
61 |
|
Cabaletta Bio Inc * |
|
|
7,500 |
|
|
|
42 |
|
CareDx Inc * |
|
|
5,700 |
|
|
|
175 |
|
Cargo Therapeutics Inc * |
|
|
1,200 |
|
|
|
23 |
|
Caribou Biosciences Inc * |
|
|
15,100 |
|
|
|
33 |
|
Cassava Sciences Inc * |
|
|
4,700 |
|
|
|
135 |
|
Castle Biosciences Inc * |
|
|
4,600 |
|
|
|
136 |
|
Catalyst Pharmaceuticals Inc * |
|
|
19,700 |
|
|
|
399 |
|
Celcuity Inc * |
|
|
1,000 |
|
|
|
16 |
|
Celldex Therapeutics Inc * |
|
|
11,500 |
|
|
|
475 |
|
Century Therapeutics Inc * |
|
|
2,500 |
|
|
|
4 |
|
Certara Inc * |
|
|
17,764 |
|
|
|
218 |
|
Cerus Corp * |
|
|
38,497 |
|
|
|
87 |
|
CG oncology Inc * |
|
|
3,000 |
|
|
|
111 |
|
Chemed Corp |
|
|
2,345 |
|
|
|
1,375 |
|
Codexis Inc * |
|
|
13,961 |
|
|
|
40 |
|
Cogent Biosciences Inc * |
|
|
14,000 |
|
|
|
150 |
|
Coherus Biosciences Inc * |
|
|
14,800 |
|
|
|
21 |
|
Collegium Pharmaceutical Inc * |
|
|
4,900 |
|
|
|
188 |
|
Community Health Systems Inc * |
|
|
28,329 |
|
|
|
154 |
|
CONMED Corp |
|
|
4,208 |
|
|
|
308 |
|
Corbus Pharmaceuticals Holdings Inc * |
|
|
1,700 |
|
|
|
104 |
|
Corcept Therapeutics Inc * |
|
|
12,000 |
|
|
|
424 |
|
CorMedix Inc * |
|
|
9,000 |
|
|
|
56 |
|
CorVel Corp * |
|
|
1,534 |
|
|
|
492 |
|
Crinetics Pharmaceuticals Inc * |
|
|
12,800 |
|
|
|
679 |
|
Cross Country Healthcare Inc * |
|
|
7,179 |
|
|
|
107 |
|
CryoPort Inc * |
|
|
9,400 |
|
|
|
88 |
|
Cullinan Therapeutics Inc * |
|
|
6,400 |
|
|
|
125 |
|
CVRx Inc * |
|
|
2,900 |
|
|
|
29 |
|
Cytek Biosciences Inc * |
|
|
23,200 |
|
|
|
133 |
|
Cytokinetics Inc * |
|
|
17,900 |
|
|
|
1,022 |
|
Day One Biopharmaceuticals Inc * |
|
|
8,500 |
|
|
|
118 |
|
Definitive Healthcare Corp, Cl A * |
|
|
7,300 |
|
|
|
34 |
|
Denali Therapeutics Inc * |
|
|
21,100 |
|
|
|
516 |
|
DENTSPLY SIRONA Inc |
|
|
34,300 |
|
|
|
867 |
|
Design Therapeutics Inc * |
|
|
7,800 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dianthus Therapeutics Inc * |
|
|
3,900 |
|
|
$ |
112 |
|
Disc Medicine Inc, Cl A * |
|
|
2,700 |
|
|
|
137 |
|
DocGo Inc * |
|
|
13,700 |
|
|
|
52 |
|
Doximity Inc, Cl A * |
|
|
19,300 |
|
|
|
710 |
|
Dynavax Technologies Corp, Cl A * |
|
|
23,889 |
|
|
|
268 |
|
Dyne Therapeutics Inc * |
|
|
13,000 |
|
|
|
599 |
|
Edgewise Therapeutics Inc * |
|
|
11,900 |
|
|
|
223 |
|
Editas Medicine Inc, Cl A * |
|
|
15,400 |
|
|
|
58 |
|
Elanco Animal Health Inc * |
|
|
81,500 |
|
|
|
1,261 |
|
Embecta Corp |
|
|
6,500 |
|
|
|
106 |
|
Enanta Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
61 |
|
Encompass Health Corp |
|
|
15,841 |
|
|
|
1,474 |
|
Enhabit Inc * |
|
|
10,870 |
|
|
|
92 |
|
Enliven Therapeutics Inc * |
|
|
4,600 |
|
|
|
101 |
|
Enovis Corp * |
|
|
8,363 |
|
|
|
390 |
|
Ensign Group Inc/The |
|
|
9,136 |
|
|
|
1,383 |
|
Entrada Therapeutics Inc * |
|
|
4,200 |
|
|
|
74 |
|
Envista Holdings Corp * |
|
|
26,400 |
|
|
|
482 |
|
Erasca Inc * |
|
|
14,600 |
|
|
|
42 |
|
Esperion Therapeutics Inc * |
|
|
31,100 |
|
|
|
57 |
|
Evolent Health Inc, Cl A * |
|
|
17,700 |
|
|
|
566 |
|
Evolus Inc * |
|
|
11,000 |
|
|
|
175 |
|
Exact Sciences Corp * |
|
|
29,726 |
|
|
|
1,834 |
|
Exelixis Inc * |
|
|
47,400 |
|
|
|
1,234 |
|
EyePoint Pharmaceuticals Inc * |
|
|
4,500 |
|
|
|
40 |
|
Fate Therapeutics Inc * |
|
|
18,600 |
|
|
|
68 |
|
Foghorn Therapeutics Inc * |
|
|
4,200 |
|
|
|
35 |
|
Fortrea Holdings Inc * |
|
|
14,200 |
|
|
|
327 |
|
Fulcrum Therapeutics Inc * |
|
|
10,200 |
|
|
|
87 |
|
Fulgent Genetics Inc * |
|
|
4,700 |
|
|
|
106 |
|
GeneDx Holdings Corp, Cl A * |
|
|
2,000 |
|
|
|
64 |
|
Generation Bio Co * |
|
|
9,900 |
|
|
|
26 |
|
Geron Corp * |
|
|
98,170 |
|
|
|
466 |
|
Glaukos Corp * |
|
|
7,649 |
|
|
|
1,024 |
|
Globus Medical Inc, Cl A * |
|
|
18,558 |
|
|
|
1,349 |
|
GRAIL Inc * |
|
|
4,633 |
|
|
|
65 |
|
Guardant Health Inc * |
|
|
18,800 |
|
|
|
481 |
|
Haemonetics Corp * |
|
|
8,047 |
|
|
|
608 |
|
Halozyme Therapeutics Inc * |
|
|
19,658 |
|
|
|
1,255 |
|
Harmony Biosciences Holdings Inc * |
|
|
5,300 |
|
|
|
191 |
|
Harrow Inc * |
|
|
5,200 |
|
|
|
210 |
|
Health Catalyst Inc * |
|
|
12,300 |
|
|
|
88 |
|
HealthEquity Inc * |
|
|
13,300 |
|
|
|
1,058 |
|
HealthStream Inc |
|
|
3,964 |
|
|
|
115 |
|
Heron Therapeutics Inc * |
|
|
20,900 |
|
|
|
40 |
|
HilleVax Inc * |
|
|
2,600 |
|
|
|
5 |
|
Hims & Hers Health Inc * |
|
|
31,200 |
|
|
|
460 |
|
Humacyte Inc * |
|
|
14,991 |
|
|
|
91 |
|
ICU Medical Inc * |
|
|
3,127 |
|
|
|
517 |
|
Ideaya Biosciences Inc * |
|
|
12,300 |
|
|
|
486 |
|
IGM Biosciences Inc * |
|
|
1,200 |
|
|
|
12 |
|
Illumina Inc * |
|
|
25,600 |
|
|
|
3,364 |
|
ImmunityBio Inc * |
|
|
20,800 |
|
|
|
82 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Immunome Inc * |
|
|
8,500 |
|
|
$ |
129 |
|
Immunovant Inc * |
|
|
10,200 |
|
|
|
315 |
|
Inari Medical Inc * |
|
|
8,500 |
|
|
|
367 |
|
Inmode Ltd * |
|
|
12,000 |
|
|
|
201 |
|
Innovage Holding Corp * |
|
|
3,900 |
|
|
|
25 |
|
Innoviva Inc * |
|
|
9,309 |
|
|
|
180 |
|
Inogen Inc * |
|
|
4,100 |
|
|
|
50 |
|
Inozyme Pharma Inc * |
|
|
8,500 |
|
|
|
47 |
|
Insmed Inc * |
|
|
25,500 |
|
|
|
1,950 |
|
Inspire Medical Systems Inc * |
|
|
4,800 |
|
|
|
863 |
|
Integer Holdings Corp * |
|
|
5,530 |
|
|
|
719 |
|
Integra LifeSciences Holdings Corp * |
|
|
11,304 |
|
|
|
230 |
|
Intellia Therapeutics Inc * |
|
|
16,400 |
|
|
|
368 |
|
Intra-Cellular Therapies Inc * |
|
|
17,000 |
|
|
|
1,246 |
|
Ionis Pharmaceuticals Inc * |
|
|
23,594 |
|
|
|
1,125 |
|
Iovance Biotherapeutics Inc * |
|
|
38,300 |
|
|
|
447 |
|
iRadimed Corp |
|
|
1,100 |
|
|
|
52 |
|
iRhythm Technologies Inc * |
|
|
5,600 |
|
|
|
397 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
27,354 |
|
|
|
138 |
|
iTeos Therapeutics Inc * |
|
|
4,600 |
|
|
|
78 |
|
Janux Therapeutics Inc * |
|
|
4,600 |
|
|
|
216 |
|
Jasper Therapeutics Inc * |
|
|
1,900 |
|
|
|
41 |
|
Jazz Pharmaceuticals PLC * |
|
|
9,700 |
|
|
|
1,125 |
|
Joint Corp/The * |
|
|
3,000 |
|
|
|
34 |
|
KalVista Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
63 |
|
Keros Therapeutics Inc * |
|
|
4,800 |
|
|
|
218 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
6,700 |
|
|
|
179 |
|
Kodiak Sciences Inc * |
|
|
7,600 |
|
|
|
19 |
|
Krystal Biotech Inc * |
|
|
4,100 |
|
|
|
800 |
|
Kura Oncology Inc * |
|
|
13,700 |
|
|
|
289 |
|
Kymera Therapeutics Inc * |
|
|
7,600 |
|
|
|
368 |
|
Lantheus Holdings Inc * |
|
|
10,700 |
|
|
|
1,139 |
|
Larimar Therapeutics Inc * |
|
|
6,900 |
|
|
|
55 |
|
LeMaitre Vascular Inc |
|
|
3,800 |
|
|
|
343 |
|
Lexicon Pharmaceuticals Inc * |
|
|
17,105 |
|
|
|
30 |
|
LifeMD Inc * |
|
|
5,700 |
|
|
|
30 |
|
LifeStance Health Group Inc * |
|
|
20,600 |
|
|
|
130 |
|
Ligand Pharmaceuticals Inc * |
|
|
2,328 |
|
|
|
246 |
|
Liquidia Corp * |
|
|
10,700 |
|
|
|
102 |
|
LivaNova PLC * |
|
|
8,600 |
|
|
|
433 |
|
Longboard Pharmaceuticals Inc * |
|
|
5,300 |
|
|
|
191 |
|
Lyell Immunopharma Inc * |
|
|
33,800 |
|
|
|
49 |
|
MacroGenics Inc * |
|
|
12,600 |
|
|
|
44 |
|
Madrigal Pharmaceuticals Inc * |
|
|
2,900 |
|
|
|
717 |
|
MannKind Corp * |
|
|
43,600 |
|
|
|
273 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
13,018 |
|
|
|
118 |
|
Masimo Corp * |
|
|
7,093 |
|
|
|
834 |
|
MaxCyte Inc * |
|
|
20,500 |
|
|
|
89 |
|
Medpace Holdings Inc * |
|
|
4,100 |
|
|
|
1,457 |
|
MeiraGTx Holdings plc * |
|
|
6,700 |
|
|
|
27 |
|
Merit Medical Systems Inc * |
|
|
9,175 |
|
|
|
887 |
|
Mersana Therapeutics Inc * |
|
|
15,600 |
|
|
|
25 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mesa Laboratories Inc |
|
|
1,100 |
|
|
$ |
147 |
|
MiMedx Group Inc * |
|
|
13,300 |
|
|
|
91 |
|
Mind Medicine MindMed Inc * |
|
|
11,800 |
|
|
|
72 |
|
Mineralys Therapeutics Inc * |
|
|
4,700 |
|
|
|
58 |
|
Mirum Pharmaceuticals Inc * |
|
|
6,400 |
|
|
|
276 |
|
ModivCare Inc * |
|
|
2,458 |
|
|
|
71 |
|
Monte Rosa Therapeutics Inc * |
|
|
8,900 |
|
|
|
55 |
|
Myriad Genetics Inc * |
|
|
14,226 |
|
|
|
403 |
|
Nano-X Imaging Ltd, Cl X * |
|
|
11,200 |
|
|
|
71 |
|
Natera Inc * |
|
|
18,400 |
|
|
|
2,176 |
|
National HealthCare Corp |
|
|
1,994 |
|
|
|
273 |
|
National Research Corp, Cl A |
|
|
3,212 |
|
|
|
73 |
|
Nautilus Biotechnology Inc, Cl A * |
|
|
6,155 |
|
|
|
16 |
|
Neogen Corp * |
|
|
35,012 |
|
|
|
604 |
|
NeoGenomics Inc * |
|
|
18,300 |
|
|
|
302 |
|
Neumora Therapeutics Inc * |
|
|
13,800 |
|
|
|
159 |
|
Neurocrine Biosciences Inc * |
|
|
16,200 |
|
|
|
2,058 |
|
Neurogene Inc * |
|
|
1,700 |
|
|
|
64 |
|
Nevro Corp * |
|
|
7,800 |
|
|
|
48 |
|
Nkarta Inc * |
|
|
7,474 |
|
|
|
40 |
|
Novavax Inc * |
|
|
23,268 |
|
|
|
288 |
|
Novocure Ltd * |
|
|
15,700 |
|
|
|
305 |
|
Nurix Therapeutics Inc * |
|
|
10,000 |
|
|
|
252 |
|
Nuvalent Inc, Cl A * |
|
|
4,700 |
|
|
|
400 |
|
Nuvation Bio Inc * |
|
|
34,000 |
|
|
|
109 |
|
Ocugen Inc * |
|
|
42,100 |
|
|
|
55 |
|
Ocular Therapeutix Inc * |
|
|
18,400 |
|
|
|
162 |
|
Olema Pharmaceuticals Inc * |
|
|
7,200 |
|
|
|
85 |
|
OmniAb Inc, Cl W * |
|
|
16,797 |
|
|
|
70 |
|
Omnicell Inc * |
|
|
5,812 |
|
|
|
259 |
|
OPKO Health Inc * |
|
|
53,584 |
|
|
|
90 |
|
OptimizeRx Corp * |
|
|
4,000 |
|
|
|
33 |
|
Option Care Health Inc * |
|
|
27,327 |
|
|
|
875 |
|
OraSure Technologies Inc * |
|
|
16,939 |
|
|
|
76 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
12,321 |
|
|
|
36 |
|
Organon & Co |
|
|
41,800 |
|
|
|
934 |
|
ORIC Pharmaceuticals Inc * |
|
|
14,400 |
|
|
|
149 |
|
Orthofix Medical Inc * |
|
|
6,953 |
|
|
|
121 |
|
OrthoPediatrics Corp * |
|
|
2,800 |
|
|
|
89 |
|
Outlook Therapeutics Inc * |
|
|
935 |
|
|
|
7 |
|
Owens & Minor Inc * |
|
|
11,239 |
|
|
|
175 |
|
Pacific Biosciences of California Inc * |
|
|
46,800 |
|
|
|
64 |
|
Pacira BioSciences Inc * |
|
|
6,545 |
|
|
|
102 |
|
PACS Group Inc * |
|
|
4,100 |
|
|
|
163 |
|
Paragon 28 Inc * |
|
|
5,500 |
|
|
|
46 |
|
Patterson Cos Inc |
|
|
13,200 |
|
|
|
297 |
|
Pediatrix Medical Group Inc * |
|
|
17,356 |
|
|
|
189 |
|
Pennant Group Inc/The * |
|
|
3,268 |
|
|
|
112 |
|
Penumbra Inc * |
|
|
6,100 |
|
|
|
1,234 |
|
PepGen Inc * |
|
|
2,600 |
|
|
|
25 |
|
Perrigo Co PLC |
|
|
21,400 |
|
|
|
623 |
|
Perspective Therapeutics Inc * |
|
|
7,700 |
|
|
|
122 |
|
PetIQ Inc, Cl A * |
|
|
4,400 |
|
|
|
134 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Phathom Pharmaceuticals Inc * |
|
|
5,900 |
|
|
$ |
97 |
|
Phibro Animal Health Corp, Cl A |
|
|
4,800 |
|
|
|
101 |
|
Phreesia Inc * |
|
|
8,400 |
|
|
|
216 |
|
Pliant Therapeutics Inc * |
|
|
11,200 |
|
|
|
149 |
|
Praxis Precision Medicines Inc * |
|
|
2,800 |
|
|
|
149 |
|
Precigen Inc * |
|
|
21,300 |
|
|
|
23 |
|
Premier Inc, Cl A |
|
|
18,700 |
|
|
|
381 |
|
Prestige Consumer Healthcare Inc * |
|
|
7,979 |
|
|
|
596 |
|
Prime Medicine Inc * |
|
|
7,800 |
|
|
|
33 |
|
Privia Health Group Inc * |
|
|
16,800 |
|
|
|
338 |
|
PROCEPT BioRobotics Corp * |
|
|
7,200 |
|
|
|
569 |
|
Progyny Inc * |
|
|
15,000 |
|
|
|
352 |
|
ProKidney Corp, Cl A * |
|
|
12,200 |
|
|
|
29 |
|
Protagonist Therapeutics Inc * |
|
|
10,100 |
|
|
|
433 |
|
Prothena Corp PLC * |
|
|
7,900 |
|
|
|
176 |
|
PTC Therapeutics Inc * |
|
|
12,600 |
|
|
|
445 |
|
Pulmonx Corp * |
|
|
6,600 |
|
|
|
48 |
|
QIAGEN NV |
|
|
35,307 |
|
|
|
1,614 |
|
Quanterix Corp * |
|
|
7,000 |
|
|
|
91 |
|
Quantum-Si Inc * |
|
|
21,500 |
|
|
|
20 |
|
QuidelOrtho Corp * |
|
|
7,471 |
|
|
|
316 |
|
R1 RCM Inc * |
|
|
24,300 |
|
|
|
343 |
|
RadNet Inc * |
|
|
10,900 |
|
|
|
723 |
|
RAPT Therapeutics Inc * |
|
|
5,700 |
|
|
|
12 |
|
Recursion Pharmaceuticals Inc, Cl A * |
|
|
34,000 |
|
|
|
248 |
|
REGENXBIO Inc * |
|
|
9,300 |
|
|
|
114 |
|
Relay Therapeutics Inc * |
|
|
15,500 |
|
|
|
105 |
|
Repligen Corp * |
|
|
8,922 |
|
|
|
1,347 |
|
Replimune Group Inc, Cl Rights * |
|
|
7,600 |
|
|
|
77 |
|
Revance Therapeutics Inc * |
|
|
15,800 |
|
|
|
104 |
|
REVOLUTION Medicines Inc * |
|
|
25,004 |
|
|
|
1,066 |
|
Rhythm Pharmaceuticals Inc * |
|
|
8,800 |
|
|
|
416 |
|
Rigel Pharmaceuticals Inc * |
|
|
3,706 |
|
|
|
50 |
|
Rocket Pharmaceuticals Inc * |
|
|
11,300 |
|
|
|
213 |
|
Roivant Sciences Ltd * |
|
|
58,100 |
|
|
|
711 |
|
Royalty Pharma PLC, Cl A |
|
|
62,900 |
|
|
|
1,826 |
|
RxSight Inc * |
|
|
5,600 |
|
|
|
316 |
|
Sage Therapeutics Inc * |
|
|
10,700 |
|
|
|
90 |
|
Sana Biotechnology Inc * |
|
|
18,300 |
|
|
|
111 |
|
Sarepta Therapeutics Inc * |
|
|
14,600 |
|
|
|
1,982 |
|
Savara Inc * |
|
|
24,200 |
|
|
|
103 |
|
Scholar Rock Holding Corp * |
|
|
7,400 |
|
|
|
69 |
|
Schrodinger Inc/United States * |
|
|
9,700 |
|
|
|
204 |
|
Scilex Holding Co * |
|
|
12,212 |
|
|
|
124 |
|
Select Medical Holdings Corp |
|
|
15,765 |
|
|
|
569 |
|
SI-BONE Inc * |
|
|
7,300 |
|
|
|
121 |
|
SIGA Technologies Inc |
|
|
10,000 |
|
|
|
90 |
|
Sight Sciences Inc * |
|
|
2,400 |
|
|
|
16 |
|
Silk Road Medical Inc * |
|
|
7,600 |
|
|
|
206 |
|
Simulations Plus Inc |
|
|
1,700 |
|
|
|
62 |
|
Soleno Therapeutics Inc * |
|
|
3,600 |
|
|
|
176 |
|
Sotera Health Co * |
|
|
20,424 |
|
|
|
315 |
|
SpringWorks Therapeutics Inc * |
|
|
12,100 |
|
|
|
505 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Spyre Therapeutics Inc * |
|
|
5,700 |
|
|
$ |
164 |
|
STAAR Surgical Co * |
|
|
7,378 |
|
|
|
244 |
|
Standard BioTools Inc * |
|
|
49,600 |
|
|
|
106 |
|
Stoke Therapeutics Inc * |
|
|
4,300 |
|
|
|
63 |
|
Summit Therapeutics Inc * |
|
|
14,200 |
|
|
|
184 |
|
Supernus Pharmaceuticals Inc * |
|
|
6,700 |
|
|
|
236 |
|
Surgery Partners Inc * |
|
|
12,000 |
|
|
|
383 |
|
Surmodics Inc * |
|
|
3,044 |
|
|
|
121 |
|
Sutro Biopharma Inc * |
|
|
9,400 |
|
|
|
43 |
|
Syndax Pharmaceuticals Inc * |
|
|
11,200 |
|
|
|
230 |
|
Tactile Systems Technology Inc * |
|
|
4,900 |
|
|
|
67 |
|
Talkspace Inc * |
|
|
20,200 |
|
|
|
40 |
|
Tandem Diabetes Care Inc * |
|
|
9,200 |
|
|
|
400 |
|
Tango Therapeutics Inc * |
|
|
5,100 |
|
|
|
60 |
|
Tarsus Pharmaceuticals Inc * |
|
|
6,000 |
|
|
|
163 |
|
Taysha Gene Therapies Inc * |
|
|
26,300 |
|
|
|
59 |
|
Teladoc Health Inc * |
|
|
30,540 |
|
|
|
219 |
|
Tenaya Therapeutics Inc * |
|
|
3,000 |
|
|
|
8 |
|
Tenet Healthcare Corp * |
|
|
15,600 |
|
|
|
2,587 |
|
Terns Pharmaceuticals Inc * |
|
|
14,200 |
|
|
|
108 |
|
TG Therapeutics Inc * |
|
|
20,500 |
|
|
|
482 |
|
Theravance Biopharma Inc * |
|
|
6,045 |
|
|
|
50 |
|
Third Harmonic Bio Inc * |
|
|
3,300 |
|
|
|
38 |
|
Tourmaline Bio Inc |
|
|
3,800 |
|
|
|
64 |
|
TransMedics Group Inc * |
|
|
5,300 |
|
|
|
891 |
|
Travere Therapeutics Inc * |
|
|
13,800 |
|
|
|
131 |
|
Treace Medical Concepts Inc * |
|
|
6,200 |
|
|
|
38 |
|
TScan Therapeutics Inc * |
|
|
6,300 |
|
|
|
35 |
|
Twist Bioscience Corp * |
|
|
9,900 |
|
|
|
428 |
|
Tyra Biosciences Inc * |
|
|
2,600 |
|
|
|
59 |
|
UFP Technologies Inc * |
|
|
1,200 |
|
|
|
409 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
13,400 |
|
|
|
761 |
|
United Therapeutics Corp * |
|
|
7,064 |
|
|
|
2,568 |
|
UroGen Pharma Ltd * |
|
|
5,900 |
|
|
|
82 |
|
US Physical Therapy Inc |
|
|
2,826 |
|
|
|
242 |
|
Utah Medical Products Inc |
|
|
1,000 |
|
|
|
68 |
|
Vanda Pharmaceuticals Inc * |
|
|
11,800 |
|
|
|
62 |
|
Varex Imaging Corp * |
|
|
8,600 |
|
|
|
107 |
|
Vaxcyte Inc * |
|
|
17,900 |
|
|
|
1,446 |
|
Veeva Systems Inc, Cl A * |
|
|
23,793 |
|
|
|
5,150 |
|
Ventyx Biosciences Inc * |
|
|
9,300 |
|
|
|
21 |
|
Vera Therapeutics Inc, Cl A * |
|
|
6,700 |
|
|
|
253 |
|
Veracyte Inc * |
|
|
12,300 |
|
|
|
388 |
|
Vericel Corp * |
|
|
8,200 |
|
|
|
424 |
|
Verve Therapeutics Inc * |
|
|
10,000 |
|
|
|
67 |
|
Viemed Healthcare Inc * |
|
|
11,500 |
|
|
|
87 |
|
Viking Therapeutics Inc * |
|
|
17,300 |
|
|
|
1,109 |
|
Vir Biotechnology Inc * |
|
|
13,100 |
|
|
|
108 |
|
Viridian Therapeutics Inc * |
|
|
10,300 |
|
|
|
151 |
|
Voyager Therapeutics Inc * |
|
|
10,800 |
|
|
|
71 |
|
WaVe Life Sciences Ltd * |
|
|
16,300 |
|
|
|
94 |
|
Xencor Inc * |
|
|
10,000 |
|
|
|
175 |
|
Xeris Biopharma Holdings Inc * |
|
|
29,100 |
|
|
|
82 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Y-mAbs Therapeutics Inc * |
|
|
8,800 |
|
|
$ |
126 |
|
Zentalis Pharmaceuticals Inc * |
|
|
10,300 |
|
|
|
36 |
|
Zimvie Inc * |
|
|
4,800 |
|
|
|
83 |
|
Zymeworks Inc * |
|
|
10,600 |
|
|
|
124 |
|
Zynex Inc * |
|
|
4,180 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
138,602 |
|
Industrials — 17.0% |
|
|
|
|
3D Systems Corp * |
|
|
27,947 |
|
|
|
60 |
|
AAON Inc |
|
|
11,075 |
|
|
|
1,058 |
|
AAR Corp * |
|
|
6,229 |
|
|
|
410 |
|
ABM Industries Inc |
|
|
10,455 |
|
|
|
598 |
|
ACCO Brands Corp |
|
|
22,029 |
|
|
|
121 |
|
Acuity Brands Inc |
|
|
4,825 |
|
|
|
1,229 |
|
ACV Auctions Inc, Cl A * |
|
|
24,300 |
|
|
|
455 |
|
Advanced Drainage Systems Inc |
|
|
10,600 |
|
|
|
1,662 |
|
AECOM |
|
|
21,548 |
|
|
|
2,158 |
|
AeroVironment Inc * |
|
|
4,325 |
|
|
|
881 |
|
AerSale Corp * |
|
|
7,700 |
|
|
|
39 |
|
AGCO Corp |
|
|
9,723 |
|
|
|
885 |
|
Air Lease Corp, Cl A |
|
|
16,831 |
|
|
|
779 |
|
Air Transport Services Group Inc * |
|
|
7,736 |
|
|
|
130 |
|
Alamo Group Inc |
|
|
1,535 |
|
|
|
285 |
|
Alaska Air Group Inc * |
|
|
20,600 |
|
|
|
744 |
|
Albany International Corp, Cl A |
|
|
4,898 |
|
|
|
461 |
|
Alight Inc, Cl A * |
|
|
78,100 |
|
|
|
583 |
|
Allegiant Travel Co, Cl A |
|
|
2,050 |
|
|
|
86 |
|
Allient Inc |
|
|
2,650 |
|
|
|
56 |
|
Allison Transmission Holdings Inc |
|
|
14,076 |
|
|
|
1,306 |
|
Alta Equipment Group Inc |
|
|
4,403 |
|
|
|
30 |
|
Ameresco Inc, Cl A * |
|
|
5,279 |
|
|
|
161 |
|
American Superconductor Corp * |
|
|
5,600 |
|
|
|
113 |
|
American Woodmark Corp * |
|
|
2,284 |
|
|
|
205 |
|
API Group Corp * |
|
|
36,900 |
|
|
|
1,312 |
|
Apogee Enterprises Inc |
|
|
3,911 |
|
|
|
261 |
|
Applied Industrial Technologies Inc |
|
|
6,061 |
|
|
|
1,243 |
|
ArcBest Corp |
|
|
3,790 |
|
|
|
403 |
|
Archer Aviation Inc, Cl A * |
|
|
32,200 |
|
|
|
109 |
|
Arcosa Inc |
|
|
7,813 |
|
|
|
715 |
|
Argan Inc |
|
|
1,579 |
|
|
|
125 |
|
Aris Water Solutions Inc, Cl A |
|
|
4,200 |
|
|
|
71 |
|
Armstrong World Industries Inc |
|
|
7,177 |
|
|
|
910 |
|
Array Technologies Inc * |
|
|
28,987 |
|
|
|
195 |
|
Astec Industries Inc |
|
|
2,763 |
|
|
|
93 |
|
Astronics Corp * |
|
|
3,874 |
|
|
|
87 |
|
Astronics Corp, Cl B * |
|
|
2,395 |
|
|
|
53 |
|
Atkore Inc |
|
|
5,700 |
|
|
|
532 |
|
Atmus Filtration Technologies Inc |
|
|
14,500 |
|
|
|
520 |
|
Avis Budget Group Inc |
|
|
2,660 |
|
|
|
218 |
|
AZEK Co Inc/The, Cl A * |
|
|
22,900 |
|
|
|
976 |
|
AZZ Inc |
|
|
3,996 |
|
|
|
332 |
|
Barnes Group Inc |
|
|
7,652 |
|
|
|
306 |
|
Barrett Business Services Inc |
|
|
2,936 |
|
|
|
107 |
|
Beacon Roofing Supply Inc * |
|
|
10,370 |
|
|
|
940 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Blade Air Mobility Inc * |
|
|
12,600 |
|
|
$ |
39 |
|
Blink Charging Co * |
|
|
8,500 |
|
|
|
16 |
|
Bloom Energy Corp, Cl A * |
|
|
29,400 |
|
|
|
350 |
|
Blue Bird Corp * |
|
|
4,392 |
|
|
|
225 |
|
BlueLinx Holdings Inc * |
|
|
1,000 |
|
|
|
101 |
|
Boise Cascade Co |
|
|
5,970 |
|
|
|
810 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
20,665 |
|
|
|
3,281 |
|
Bowman Consulting Group Ltd, Cl A * |
|
|
3,000 |
|
|
|
72 |
|
BrightView Holdings Inc * |
|
|
9,600 |
|
|
|
153 |
|
Brink's Co/The |
|
|
6,906 |
|
|
|
766 |
|
Brookfield Business Corp, Cl A |
|
|
2,200 |
|
|
|
50 |
|
BWX Technologies Inc |
|
|
14,724 |
|
|
|
1,517 |
|
CACI International Inc, Cl A * |
|
|
3,532 |
|
|
|
1,724 |
|
Cadre Holdings Inc |
|
|
3,700 |
|
|
|
134 |
|
Carlisle Cos Inc |
|
|
7,577 |
|
|
|
3,211 |
|
Casella Waste Systems Inc, Cl A * |
|
|
9,191 |
|
|
|
991 |
|
CBIZ Inc * |
|
|
7,845 |
|
|
|
577 |
|
CECO Environmental Corp * |
|
|
5,900 |
|
|
|
171 |
|
Centuri Holdings Inc * |
|
|
2,200 |
|
|
|
38 |
|
ChargePoint Holdings Inc * |
|
|
55,200 |
|
|
|
104 |
|
Chart Industries Inc * |
|
|
6,572 |
|
|
|
804 |
|
Cimpress PLC * |
|
|
2,299 |
|
|
|
227 |
|
Clarivate PLC * |
|
|
60,600 |
|
|
|
416 |
|
Clean Harbors Inc * |
|
|
8,176 |
|
|
|
2,010 |
|
CNH Industrial NV |
|
|
138,400 |
|
|
|
1,431 |
|
Columbus McKinnon Corp/NY |
|
|
3,665 |
|
|
|
125 |
|
Comfort Systems USA Inc |
|
|
5,591 |
|
|
|
1,977 |
|
CompX International Inc |
|
|
400 |
|
|
|
12 |
|
Concentrix Corp |
|
|
7,081 |
|
|
|
533 |
|
Concrete Pumping Holdings Inc * |
|
|
3,900 |
|
|
|
25 |
|
Conduent Inc * |
|
|
15,000 |
|
|
|
57 |
|
Construction Partners Inc, Cl A * |
|
|
7,400 |
|
|
|
488 |
|
Core & Main Inc, Cl A * |
|
|
27,500 |
|
|
|
1,321 |
|
CoreCivic Inc *‡ |
|
|
20,002 |
|
|
|
276 |
|
Costamare Inc |
|
|
7,100 |
|
|
|
101 |
|
Covenant Logistics Group Inc, Cl A |
|
|
1,400 |
|
|
|
74 |
|
CRA International Inc |
|
|
905 |
|
|
|
153 |
|
Crane Co |
|
|
8,129 |
|
|
|
1,287 |
|
CSG Systems International Inc |
|
|
4,817 |
|
|
|
234 |
|
CSW Industrials Inc |
|
|
2,500 |
|
|
|
844 |
|
Curtiss-Wright Corp |
|
|
6,078 |
|
|
|
1,920 |
|
Custom Truck One Source Inc * |
|
|
14,400 |
|
|
|
59 |
|
Deluxe Corp |
|
|
5,254 |
|
|
|
108 |
|
Distribution Solutions Group Inc * |
|
|
400 |
|
|
|
15 |
|
DNOW Inc * |
|
|
17,300 |
|
|
|
225 |
|
Donaldson Co Inc |
|
|
18,846 |
|
|
|
1,371 |
|
Douglas Dynamics Inc |
|
|
5,222 |
|
|
|
145 |
|
Driven Brands Holdings Inc * |
|
|
12,800 |
|
|
|
184 |
|
Ducommun Inc * |
|
|
2,400 |
|
|
|
156 |
|
Dun & Bradstreet Holdings Inc |
|
|
50,600 |
|
|
|
607 |
|
DXP Enterprises Inc/TX * |
|
|
1,462 |
|
|
|
80 |
|
Dycom Industries Inc * |
|
|
4,707 |
|
|
|
828 |
|
EMCOR Group Inc |
|
|
7,587 |
|
|
|
2,982 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Energy Recovery Inc * |
|
|
5,800 |
|
|
$ |
94 |
|
Energy Vault Holdings Inc * |
|
|
13,900 |
|
|
|
14 |
|
Enerpac Tool Group Corp, Cl A |
|
|
7,742 |
|
|
|
319 |
|
EnerSys |
|
|
6,583 |
|
|
|
667 |
|
Ennis Inc |
|
|
5,288 |
|
|
|
126 |
|
Enovix Corp * |
|
|
27,300 |
|
|
|
260 |
|
Enpro Inc |
|
|
3,368 |
|
|
|
542 |
|
Enviri Corp * |
|
|
8,128 |
|
|
|
97 |
|
Esab Corp |
|
|
9,262 |
|
|
|
972 |
|
ESCO Technologies Inc |
|
|
3,977 |
|
|
|
477 |
|
ExlService Holdings Inc * |
|
|
26,315 |
|
|
|
962 |
|
Exponent Inc |
|
|
8,172 |
|
|
|
885 |
|
Federal Signal Corp |
|
|
9,747 |
|
|
|
921 |
|
Ferguson Enterprises Inc |
|
|
32,400 |
|
|
|
6,665 |
|
First Advantage Corp * |
|
|
5,600 |
|
|
|
107 |
|
Flowserve Corp |
|
|
21,600 |
|
|
|
1,077 |
|
Fluence Energy Inc, Cl A * |
|
|
9,400 |
|
|
|
173 |
|
Fluor Corp * |
|
|
27,100 |
|
|
|
1,357 |
|
Forrester Research Inc * |
|
|
2,464 |
|
|
|
47 |
|
Fortune Brands Innovations Inc |
|
|
19,700 |
|
|
|
1,564 |
|
Forward Air Corp |
|
|
5,318 |
|
|
|
169 |
|
Franklin Covey Co * |
|
|
1,404 |
|
|
|
57 |
|
Franklin Electric Co Inc |
|
|
7,481 |
|
|
|
777 |
|
Frontier Group Holdings Inc * |
|
|
9,200 |
|
|
|
33 |
|
FTAI Aviation Ltd |
|
|
16,400 |
|
|
|
2,096 |
|
FTAI Infrastructure Inc |
|
|
19,500 |
|
|
|
194 |
|
FTI Consulting Inc * |
|
|
5,868 |
|
|
|
1,340 |
|
FuelCell Energy Inc * |
|
|
85,700 |
|
|
|
35 |
|
Gates Industrial Corp PLC * |
|
|
33,900 |
|
|
|
616 |
|
GATX Corp |
|
|
5,752 |
|
|
|
812 |
|
Genco Shipping & Trading Ltd |
|
|
7,300 |
|
|
|
128 |
|
Genpact Ltd |
|
|
27,950 |
|
|
|
1,096 |
|
GEO Group Inc/The * |
|
|
21,385 |
|
|
|
297 |
|
Gibraltar Industries Inc * |
|
|
5,560 |
|
|
|
387 |
|
Global Industrial Co |
|
|
2,900 |
|
|
|
97 |
|
GMS Inc * |
|
|
6,600 |
|
|
|
573 |
|
Golden Ocean Group Ltd |
|
|
20,100 |
|
|
|
247 |
|
Gorman-Rupp Co/The |
|
|
3,377 |
|
|
|
132 |
|
Graco Inc |
|
|
26,005 |
|
|
|
2,168 |
|
GrafTech International Ltd * |
|
|
46,100 |
|
|
|
32 |
|
Graham Corp * |
|
|
1,700 |
|
|
|
54 |
|
Granite Construction Inc |
|
|
6,334 |
|
|
|
476 |
|
Great Lakes Dredge & Dock Corp * |
|
|
14,980 |
|
|
|
149 |
|
Greenbrier Cos Inc/The |
|
|
5,023 |
|
|
|
243 |
|
Griffon Corp |
|
|
6,637 |
|
|
|
439 |
|
GXO Logistics Inc * |
|
|
18,090 |
|
|
|
905 |
|
H&E Equipment Services Inc |
|
|
5,525 |
|
|
|
266 |
|
Hawaiian Holdings Inc * |
|
|
4,380 |
|
|
|
76 |
|
Hayward Holdings Inc * |
|
|
20,100 |
|
|
|
298 |
|
Healthcare Services Group Inc * |
|
|
12,139 |
|
|
|
132 |
|
Heartland Express Inc |
|
|
9,772 |
|
|
|
121 |
|
HEICO Corp |
|
|
6,718 |
|
|
|
1,724 |
|
HEICO Corp, Cl A |
|
|
13,482 |
|
|
|
2,698 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Heidrick & Struggles International Inc |
|
|
1,852 |
|
|
$ |
71 |
|
Helios Technologies Inc |
|
|
5,877 |
|
|
|
260 |
|
Herc Holdings Inc |
|
|
4,567 |
|
|
|
668 |
|
Hertz Global Holdings Inc * |
|
|
26,900 |
|
|
|
82 |
|
Hexcel Corp |
|
|
13,098 |
|
|
|
829 |
|
Hillenbrand Inc |
|
|
11,580 |
|
|
|
382 |
|
Hillman Solutions Corp * |
|
|
33,100 |
|
|
|
329 |
|
Himalaya Shipping Ltd |
|
|
4,900 |
|
|
|
38 |
|
HNI Corp |
|
|
7,762 |
|
|
|
418 |
|
Hub Group Inc, Cl A |
|
|
9,924 |
|
|
|
468 |
|
Hudson Technologies Inc * |
|
|
5,300 |
|
|
|
44 |
|
Huron Consulting Group Inc * |
|
|
2,911 |
|
|
|
321 |
|
Hyliion Holdings Corp * |
|
|
27,400 |
|
|
|
51 |
|
Hyster-Yale Inc |
|
|
2,002 |
|
|
|
126 |
|
IBEX Holdings Ltd * |
|
|
1,200 |
|
|
|
21 |
|
ICF International Inc |
|
|
2,668 |
|
|
|
442 |
|
IES Holdings Inc * |
|
|
1,000 |
|
|
|
187 |
|
Innodata Inc * |
|
|
3,700 |
|
|
|
64 |
|
Insperity Inc |
|
|
5,724 |
|
|
|
538 |
|
Insteel Industries Inc |
|
|
4,141 |
|
|
|
142 |
|
Interface Inc, Cl A |
|
|
7,545 |
|
|
|
142 |
|
ITT Inc |
|
|
13,163 |
|
|
|
1,833 |
|
Janus International Group Inc * |
|
|
23,300 |
|
|
|
256 |
|
JELD-WEN Holding Inc * |
|
|
14,300 |
|
|
|
204 |
|
JetBlue Airways Corp * |
|
|
50,381 |
|
|
|
256 |
|
Joby Aviation Inc * |
|
|
66,100 |
|
|
|
331 |
|
John Bean Technologies Corp |
|
|
5,031 |
|
|
|
452 |
|
Kadant Inc |
|
|
1,925 |
|
|
|
618 |
|
Karat Packaging Inc |
|
|
1,000 |
|
|
|
25 |
|
KBR Inc |
|
|
21,245 |
|
|
|
1,474 |
|
Kelly Services Inc, Cl A |
|
|
3,895 |
|
|
|
82 |
|
Kennametal Inc |
|
|
13,014 |
|
|
|
337 |
|
Kforce Inc |
|
|
3,237 |
|
|
|
212 |
|
Kirby Corp * |
|
|
9,226 |
|
|
|
1,106 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
24,427 |
|
|
|
1,279 |
|
Korn Ferry |
|
|
8,558 |
|
|
|
625 |
|
Kratos Defense & Security Solutions Inc * |
|
|
24,316 |
|
|
|
558 |
|
Landstar System Inc |
|
|
5,344 |
|
|
|
976 |
|
Legalzoom.com Inc * |
|
|
21,900 |
|
|
|
148 |
|
Lennox International Inc |
|
|
5,029 |
|
|
|
2,968 |
|
Leonardo DRS Inc * |
|
|
11,400 |
|
|
|
325 |
|
Limbach Holdings Inc * |
|
|
900 |
|
|
|
58 |
|
Lincoln Electric Holdings Inc |
|
|
8,733 |
|
|
|
1,691 |
|
Lindsay Corp |
|
|
1,927 |
|
|
|
239 |
|
Liquidity Services Inc * |
|
|
1,422 |
|
|
|
31 |
|
Loar Holdings Inc * |
|
|
1,700 |
|
|
|
126 |
|
LSI Industries Inc |
|
|
7,400 |
|
|
|
118 |
|
Luxfer Holdings PLC |
|
|
7,600 |
|
|
|
85 |
|
Lyft Inc, Cl A * |
|
|
57,200 |
|
|
|
668 |
|
Manitowoc Co Inc/The * |
|
|
7,787 |
|
|
|
79 |
|
ManpowerGroup Inc |
|
|
7,956 |
|
|
|
588 |
|
Marten Transport Ltd |
|
|
9,729 |
|
|
|
170 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MasTec Inc * |
|
|
9,882 |
|
|
$ |
1,118 |
|
Masterbrand Inc * |
|
|
22,700 |
|
|
|
364 |
|
Matrix Service Co * |
|
|
4,300 |
|
|
|
43 |
|
Matson Inc |
|
|
5,552 |
|
|
|
768 |
|
Matthews International Corp, Cl A |
|
|
3,213 |
|
|
|
81 |
|
Maximus Inc |
|
|
9,316 |
|
|
|
859 |
|
McGrath RentCorp |
|
|
4,048 |
|
|
|
438 |
|
MDU Resources Group Inc |
|
|
33,032 |
|
|
|
849 |
|
Mercury Systems Inc * |
|
|
8,023 |
|
|
|
304 |
|
Middleby Corp/The * |
|
|
8,325 |
|
|
|
1,171 |
|
Miller Industries Inc/TN |
|
|
2,311 |
|
|
|
140 |
|
MillerKnoll Inc |
|
|
10,207 |
|
|
|
301 |
|
Montrose Environmental Group Inc * |
|
|
5,900 |
|
|
|
194 |
|
Moog Inc, Cl A |
|
|
4,624 |
|
|
|
913 |
|
MRC Global Inc * |
|
|
13,812 |
|
|
|
182 |
|
MSA Safety Inc |
|
|
5,844 |
|
|
|
1,067 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
6,903 |
|
|
|
568 |
|
Mueller Industries Inc |
|
|
18,316 |
|
|
|
1,332 |
|
Mueller Water Products Inc, Cl A |
|
|
24,112 |
|
|
|
518 |
|
MYR Group Inc * |
|
|
2,379 |
|
|
|
240 |
|
National Presto Industries Inc |
|
|
1,091 |
|
|
|
85 |
|
NEXTracker Inc, Cl A * |
|
|
19,200 |
|
|
|
781 |
|
NL Industries Inc |
|
|
2,000 |
|
|
|
13 |
|
Northwest Pipe Co * |
|
|
2,600 |
|
|
|
114 |
|
NuScale Power Corp * |
|
|
12,800 |
|
|
|
105 |
|
NV5 Global Inc * |
|
|
2,000 |
|
|
|
192 |
|
nVent Electric PLC |
|
|
26,500 |
|
|
|
1,801 |
|
Omega Flex Inc |
|
|
600 |
|
|
|
28 |
|
OPENLANE Inc * |
|
|
16,029 |
|
|
|
278 |
|
Orion Group Holdings Inc * |
|
|
5,000 |
|
|
|
38 |
|
Oshkosh Corp |
|
|
10,217 |
|
|
|
1,103 |
|
Owens Corning |
|
|
13,760 |
|
|
|
2,322 |
|
Pangaea Logistics Solutions Ltd |
|
|
2,100 |
|
|
|
14 |
|
Park Aerospace Corp |
|
|
5,082 |
|
|
|
69 |
|
Parsons Corp * |
|
|
7,600 |
|
|
|
726 |
|
Paycor HCM Inc * |
|
|
10,900 |
|
|
|
154 |
|
Paylocity Holding Corp * |
|
|
7,000 |
|
|
|
1,130 |
|
Pitney Bowes Inc |
|
|
26,400 |
|
|
|
187 |
|
Planet Labs PBC * |
|
|
38,700 |
|
|
|
104 |
|
Plug Power Inc * |
|
|
103,700 |
|
|
|
195 |
|
Powell Industries Inc |
|
|
1,564 |
|
|
|
262 |
|
Preformed Line Products Co |
|
|
690 |
|
|
|
83 |
|
Primoris Services Corp |
|
|
9,147 |
|
|
|
516 |
|
Proto Labs Inc * |
|
|
4,199 |
|
|
|
128 |
|
Quad/Graphics Inc, Cl A |
|
|
6,600 |
|
|
|
31 |
|
Quanex Building Products Corp |
|
|
4,065 |
|
|
|
112 |
|
Radiant Logistics Inc * |
|
|
12,400 |
|
|
|
79 |
|
RB Global Inc |
|
|
29,333 |
|
|
|
2,526 |
|
RBC Bearings Inc * |
|
|
4,495 |
|
|
|
1,339 |
|
Regal Rexnord Corp |
|
|
10,438 |
|
|
|
1,752 |
|
Resideo Technologies Inc * |
|
|
23,300 |
|
|
|
470 |
|
Resources Connection Inc |
|
|
6,981 |
|
|
|
73 |
|
REV Group Inc |
|
|
8,400 |
|
|
|
267 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Robert Half Inc |
|
|
16,000 |
|
|
$ |
1,003 |
|
Rocket Lab USA Inc * |
|
|
52,300 |
|
|
|
328 |
|
Rush Enterprises Inc, Cl A |
|
|
9,347 |
|
|
|
493 |
|
Rush Enterprises Inc, Cl B |
|
|
1,050 |
|
|
|
49 |
|
RXO Inc * |
|
|
19,190 |
|
|
|
546 |
|
Ryder System Inc |
|
|
6,800 |
|
|
|
988 |
|
Safe Bulkers Inc |
|
|
12,300 |
|
|
|
63 |
|
Saia Inc * |
|
|
4,192 |
|
|
|
1,575 |
|
Schneider National Inc, Cl B |
|
|
7,800 |
|
|
|
211 |
|
Science Applications International Corp |
|
|
7,876 |
|
|
|
1,029 |
|
Sensata Technologies Holding PLC |
|
|
23,400 |
|
|
|
902 |
|
SES AI Corp * |
|
|
24,300 |
|
|
|
26 |
|
Shoals Technologies Group Inc, Cl A * |
|
|
31,600 |
|
|
|
170 |
|
Shyft Group Inc/The |
|
|
7,900 |
|
|
|
112 |
|
Simpson Manufacturing Co Inc |
|
|
6,743 |
|
|
|
1,234 |
|
SiteOne Landscape Supply Inc * |
|
|
7,400 |
|
|
|
1,050 |
|
SkyWest Inc * |
|
|
6,322 |
|
|
|
490 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
19,175 |
|
|
|
675 |
|
Spirit Airlines Inc |
|
|
22,647 |
|
|
|
58 |
|
SPX Technologies Inc * |
|
|
7,394 |
|
|
|
1,206 |
|
SS&C Technologies Holdings Inc |
|
|
34,218 |
|
|
|
2,569 |
|
Standex International Corp |
|
|
2,129 |
|
|
|
380 |
|
Steelcase Inc, Cl A |
|
|
15,257 |
|
|
|
216 |
|
Stem Inc * |
|
|
32,700 |
|
|
|
19 |
|
Stericycle Inc * |
|
|
14,200 |
|
|
|
841 |
|
Sterling Check Corp * |
|
|
3,600 |
|
|
|
58 |
|
Sterling Infrastructure Inc * |
|
|
4,800 |
|
|
|
574 |
|
Sun Country Airlines Holdings Inc * |
|
|
4,900 |
|
|
|
54 |
|
Sunrun Inc * |
|
|
33,210 |
|
|
|
681 |
|
Tecnoglass Inc |
|
|
3,700 |
|
|
|
229 |
|
Tennant Co |
|
|
3,238 |
|
|
|
316 |
|
Terex Corp |
|
|
10,670 |
|
|
|
606 |
|
Tetra Tech Inc |
|
|
8,542 |
|
|
|
2,031 |
|
Thermon Group Holdings Inc * |
|
|
6,882 |
|
|
|
216 |
|
Timken Co/The |
|
|
10,709 |
|
|
|
905 |
|
Titan International Inc * |
|
|
10,800 |
|
|
|
90 |
|
Titan Machinery Inc * |
|
|
4,312 |
|
|
|
65 |
|
Toro Co/The |
|
|
16,700 |
|
|
|
1,546 |
|
TPI Composites Inc * |
|
|
7,500 |
|
|
|
32 |
|
Transcat Inc * |
|
|
1,600 |
|
|
|
198 |
|
TransUnion |
|
|
30,994 |
|
|
|
3,001 |
|
Trex Co Inc * |
|
|
17,160 |
|
|
|
1,094 |
|
TriNet Group Inc |
|
|
5,151 |
|
|
|
530 |
|
Trinity Industries Inc |
|
|
14,342 |
|
|
|
473 |
|
Triumph Group Inc * |
|
|
10,596 |
|
|
|
148 |
|
TrueBlue Inc * |
|
|
8,328 |
|
|
|
66 |
|
TTEC Holdings Inc |
|
|
4,227 |
|
|
|
22 |
|
Tutor Perini Corp * |
|
|
8,051 |
|
|
|
193 |
|
UFP Industries Inc |
|
|
9,565 |
|
|
|
1,164 |
|
U-Haul Holding Co * |
|
|
500 |
|
|
|
36 |
|
U-Haul Holding Co, Cl B |
|
|
16,600 |
|
|
|
1,135 |
|
UniFirst Corp/MA |
|
|
2,440 |
|
|
|
463 |
|
Universal Logistics Holdings Inc |
|
|
1,900 |
|
|
|
80 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Upwork Inc * |
|
|
18,600 |
|
|
$ |
179 |
|
V2X Inc * |
|
|
2,679 |
|
|
|
152 |
|
Valmont Industries Inc |
|
|
3,014 |
|
|
|
861 |
|
Verra Mobility Corp, Cl A * |
|
|
27,400 |
|
|
|
757 |
|
Vertiv Holdings Co, Cl A |
|
|
57,700 |
|
|
|
4,791 |
|
Vestis Corp |
|
|
18,250 |
|
|
|
257 |
|
Viad Corp * |
|
|
4,271 |
|
|
|
147 |
|
Vicor Corp * |
|
|
3,800 |
|
|
|
146 |
|
Virgin Galactic Holdings Inc * |
|
|
2,565 |
|
|
|
17 |
|
VSE Corp |
|
|
2,500 |
|
|
|
233 |
|
Wabash National Corp |
|
|
8,041 |
|
|
|
156 |
|
Watsco Inc |
|
|
5,559 |
|
|
|
2,643 |
|
Watts Water Technologies Inc, Cl A |
|
|
4,156 |
|
|
|
817 |
|
Werner Enterprises Inc |
|
|
10,390 |
|
|
|
384 |
|
WESCO International Inc |
|
|
6,765 |
|
|
|
1,119 |
|
Willdan Group Inc * |
|
|
2,400 |
|
|
|
91 |
|
WillScot Holdings Corp, Cl A * |
|
|
29,211 |
|
|
|
1,126 |
|
WNS Holdings Ltd * |
|
|
7,600 |
|
|
|
450 |
|
Woodward Inc |
|
|
9,842 |
|
|
|
1,640 |
|
Xometry Inc, Cl A * |
|
|
7,000 |
|
|
|
137 |
|
XPO Inc * |
|
|
18,190 |
|
|
|
2,085 |
|
Zurn Elkay Water Solutions Corp |
|
|
24,026 |
|
|
|
779 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
198,875 |
|
Information Technology — 16.2% |
|
|
|
|
8x8 Inc * |
|
|
25,314 |
|
|
|
48 |
|
908 Devices Inc * |
|
|
5,300 |
|
|
|
21 |
|
A10 Networks Inc |
|
|
13,400 |
|
|
|
185 |
|
ACI Worldwide Inc * |
|
|
17,312 |
|
|
|
872 |
|
ACM Research Inc, Cl A * |
|
|
7,200 |
|
|
|
130 |
|
Adeia Inc |
|
|
12,450 |
|
|
|
157 |
|
ADTRAN Holdings Inc * |
|
|
15,797 |
|
|
|
88 |
|
Advanced Energy Industries Inc |
|
|
6,019 |
|
|
|
639 |
|
Aehr Test Systems * |
|
|
5,100 |
|
|
|
78 |
|
Aeva Technologies Inc * |
|
|
4,560 |
|
|
|
15 |
|
Agilysys Inc * |
|
|
3,900 |
|
|
|
441 |
|
Alarm.com Holdings Inc * |
|
|
7,700 |
|
|
|
458 |
|
Alkami Technology Inc * |
|
|
6,400 |
|
|
|
213 |
|
Allegro MicroSystems Inc * |
|
|
11,700 |
|
|
|
287 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
3,400 |
|
|
|
142 |
|
Altair Engineering Inc, Cl A * |
|
|
9,000 |
|
|
|
813 |
|
Ambarella Inc * |
|
|
5,745 |
|
|
|
343 |
|
Amdocs Ltd |
|
|
17,868 |
|
|
|
1,554 |
|
American Software Inc/GA, Cl A |
|
|
7,072 |
|
|
|
81 |
|
Amkor Technology Inc |
|
|
17,938 |
|
|
|
590 |
|
Amplitude Inc, Cl A * |
|
|
13,700 |
|
|
|
121 |
|
Appfolio Inc, Cl A * |
|
|
3,600 |
|
|
|
835 |
|
Appian Corp, Cl A * |
|
|
6,000 |
|
|
|
195 |
|
Applied Digital Corp * |
|
|
16,200 |
|
|
|
59 |
|
Applied Optoelectronics Inc * |
|
|
6,100 |
|
|
|
69 |
|
AppLovin Corp, Cl A * |
|
|
42,000 |
|
|
|
3,901 |
|
Arlo Technologies Inc * |
|
|
12,552 |
|
|
|
147 |
|
Arrow Electronics Inc * |
|
|
8,325 |
|
|
|
1,125 |
|
Asana Inc, Cl A * |
|
|
12,000 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ASGN Inc * |
|
|
7,069 |
|
|
$ |
680 |
|
Aspen Technology Inc * |
|
|
4,270 |
|
|
|
1,000 |
|
Astera Labs Inc * |
|
|
3,600 |
|
|
|
155 |
|
Atlassian Corp, Cl A * |
|
|
25,241 |
|
|
|
4,180 |
|
Aurora Innovation Inc, Cl A * |
|
|
138,200 |
|
|
|
645 |
|
AvePoint Inc * |
|
|
20,900 |
|
|
|
241 |
|
Aviat Networks Inc * |
|
|
2,100 |
|
|
|
58 |
|
Avnet Inc |
|
|
13,499 |
|
|
|
745 |
|
Axcelis Technologies Inc * |
|
|
5,250 |
|
|
|
574 |
|
Badger Meter Inc |
|
|
4,824 |
|
|
|
998 |
|
Bel Fuse Inc, Cl B |
|
|
2,100 |
|
|
|
142 |
|
Belden Inc |
|
|
6,623 |
|
|
|
711 |
|
Benchmark Electronics Inc |
|
|
6,630 |
|
|
|
282 |
|
Bentley Systems Inc, Cl B |
|
|
22,200 |
|
|
|
1,143 |
|
BigCommerce Holdings Inc * |
|
|
14,700 |
|
|
|
86 |
|
BILL Holdings Inc * |
|
|
16,977 |
|
|
|
926 |
|
Bit Digital Inc * |
|
|
20,100 |
|
|
|
65 |
|
Blackbaud Inc * |
|
|
6,855 |
|
|
|
573 |
|
BlackLine Inc * |
|
|
9,100 |
|
|
|
451 |
|
Blend Labs Inc, Cl A * |
|
|
38,000 |
|
|
|
139 |
|
Box Inc, Cl A * |
|
|
22,600 |
|
|
|
737 |
|
Braze Inc, Cl A * |
|
|
8,300 |
|
|
|
372 |
|
C3.ai Inc, Cl A * |
|
|
12,700 |
|
|
|
296 |
|
Calix Inc * |
|
|
9,645 |
|
|
|
359 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
70,800 |
|
|
|
763 |
|
Cerence Inc * |
|
|
8,510 |
|
|
|
28 |
|
CEVA Inc * |
|
|
5,138 |
|
|
|
123 |
|
Ciena Corp * |
|
|
22,886 |
|
|
|
1,319 |
|
Cipher Mining Inc * |
|
|
28,400 |
|
|
|
100 |
|
Cirrus Logic Inc * |
|
|
8,595 |
|
|
|
1,252 |
|
Cleanspark Inc * |
|
|
36,400 |
|
|
|
389 |
|
Clear Secure Inc, Cl A |
|
|
14,000 |
|
|
|
425 |
|
Clearfield Inc * |
|
|
2,600 |
|
|
|
97 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
23,000 |
|
|
|
570 |
|
Climb Global Solutions Inc |
|
|
700 |
|
|
|
67 |
|
Cloudflare Inc, Cl A * |
|
|
48,300 |
|
|
|
3,967 |
|
Cognex Corp |
|
|
27,216 |
|
|
|
1,099 |
|
Coherent Corp * |
|
|
21,201 |
|
|
|
1,653 |
|
Cohu Inc * |
|
|
8,336 |
|
|
|
224 |
|
CommScope Holding Co Inc * |
|
|
31,200 |
|
|
|
120 |
|
CommVault Systems Inc * |
|
|
6,884 |
|
|
|
1,070 |
|
Confluent Inc, Cl A * |
|
|
40,000 |
|
|
|
849 |
|
Consensus Cloud Solutions Inc * |
|
|
3,585 |
|
|
|
86 |
|
Core Scientific Inc * |
|
|
29,300 |
|
|
|
302 |
|
Corsair Gaming Inc * |
|
|
6,200 |
|
|
|
43 |
|
Couchbase Inc * |
|
|
7,800 |
|
|
|
153 |
|
Crane NXT Co |
|
|
7,629 |
|
|
|
448 |
|
Credo Technology Group Holding Ltd * |
|
|
21,200 |
|
|
|
740 |
|
CS Disco Inc * |
|
|
5,000 |
|
|
|
28 |
|
CTS Corp |
|
|
4,045 |
|
|
|
199 |
|
Daily Journal Corp * |
|
|
300 |
|
|
|
149 |
|
Daktronics Inc * |
|
|
4,000 |
|
|
|
58 |
|
Datadog Inc, Cl A * |
|
|
47,955 |
|
|
|
5,575 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dave Inc * |
|
|
1,300 |
|
|
$ |
49 |
|
Dell Technologies Inc, Cl C |
|
|
39,900 |
|
|
|
4,610 |
|
Diebold Nixdorf Inc * |
|
|
4,200 |
|
|
|
188 |
|
Digi International Inc * |
|
|
5,701 |
|
|
|
168 |
|
Digimarc Corp * |
|
|
2,876 |
|
|
|
83 |
|
Digital Turbine Inc * |
|
|
20,700 |
|
|
|
67 |
|
DigitalOcean Holdings Inc * |
|
|
10,200 |
|
|
|
382 |
|
Diodes Inc * |
|
|
7,142 |
|
|
|
498 |
|
DocuSign Inc, Cl A * |
|
|
32,580 |
|
|
|
1,929 |
|
Dolby Laboratories Inc, Cl A |
|
|
8,904 |
|
|
|
635 |
|
Domo Inc, Cl B * |
|
|
6,432 |
|
|
|
48 |
|
DoubleVerify Holdings Inc * |
|
|
23,800 |
|
|
|
469 |
|
Dropbox Inc, Cl A * |
|
|
38,400 |
|
|
|
965 |
|
DXC Technology Co * |
|
|
30,100 |
|
|
|
622 |
|
Dynatrace Inc * |
|
|
41,200 |
|
|
|
2,086 |
|
E2open Parent Holdings Inc * |
|
|
23,200 |
|
|
|
104 |
|
Eastman Kodak Co * |
|
|
9,600 |
|
|
|
51 |
|
eGain Corp * |
|
|
4,900 |
|
|
|
35 |
|
Elastic NV * |
|
|
13,500 |
|
|
|
1,029 |
|
Enfusion Inc, Cl A * |
|
|
4,900 |
|
|
|
41 |
|
Entegris Inc |
|
|
24,030 |
|
|
|
2,784 |
|
Envestnet Inc * |
|
|
7,352 |
|
|
|
461 |
|
ePlus Inc * |
|
|
4,276 |
|
|
|
410 |
|
EverCommerce Inc * |
|
|
7,100 |
|
|
|
76 |
|
Evolv Technologies Holdings Inc * |
|
|
18,900 |
|
|
|
75 |
|
Extreme Networks Inc * |
|
|
17,287 |
|
|
|
272 |
|
Fabrinet * |
|
|
5,815 |
|
|
|
1,417 |
|
FARO Technologies Inc * |
|
|
4,508 |
|
|
|
81 |
|
Fastly Inc, Cl A * |
|
|
23,900 |
|
|
|
144 |
|
Five9 Inc * |
|
|
11,600 |
|
|
|
374 |
|
FormFactor Inc * |
|
|
12,719 |
|
|
|
620 |
|
Freshworks Inc, Cl A * |
|
|
33,500 |
|
|
|
391 |
|
Gitlab Inc, Cl A * |
|
|
19,600 |
|
|
|
929 |
|
GLOBALFOUNDRIES Inc * |
|
|
15,500 |
|
|
|
724 |
|
Globant SA * |
|
|
6,900 |
|
|
|
1,395 |
|
Grid Dynamics Holdings Inc * |
|
|
11,600 |
|
|
|
162 |
|
Guidewire Software Inc * |
|
|
13,269 |
|
|
|
1,974 |
|
Hackett Group Inc/The |
|
|
3,700 |
|
|
|
98 |
|
Harmonic Inc * |
|
|
16,994 |
|
|
|
246 |
|
HashiCorp Inc, Cl A * |
|
|
15,900 |
|
|
|
540 |
|
HubSpot Inc * |
|
|
7,873 |
|
|
|
3,929 |
|
Hut 8 Corp * |
|
|
13,200 |
|
|
|
133 |
|
Ichor Holdings Ltd * |
|
|
5,400 |
|
|
|
167 |
|
iLearningEngines Holdings Inc * |
|
|
4,800 |
|
|
|
7 |
|
Immersion Corp |
|
|
8,400 |
|
|
|
79 |
|
Impinj Inc * |
|
|
3,700 |
|
|
|
622 |
|
indie Semiconductor Inc, Cl A * |
|
|
27,400 |
|
|
|
114 |
|
Infinera Corp * |
|
|
24,884 |
|
|
|
157 |
|
Informatica Inc, Cl A * |
|
|
10,600 |
|
|
|
264 |
|
Information Services Group Inc |
|
|
8,000 |
|
|
|
28 |
|
Insight Enterprises Inc * |
|
|
4,398 |
|
|
|
955 |
|
Instructure Holdings Inc * |
|
|
2,600 |
|
|
|
61 |
|
Intapp Inc * |
|
|
6,400 |
|
|
|
296 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
InterDigital Inc |
|
|
3,717 |
|
|
$ |
515 |
|
IonQ Inc * |
|
|
29,900 |
|
|
|
222 |
|
IPG Photonics Corp * |
|
|
4,700 |
|
|
|
321 |
|
Itron Inc * |
|
|
7,411 |
|
|
|
758 |
|
Jamf Holding Corp * |
|
|
9,600 |
|
|
|
178 |
|
Kimball Electronics Inc * |
|
|
5,693 |
|
|
|
105 |
|
Knowles Corp * |
|
|
15,300 |
|
|
|
282 |
|
Kulicke & Soffa Industries Inc |
|
|
9,000 |
|
|
|
394 |
|
Kyndryl Holdings Inc * |
|
|
37,300 |
|
|
|
884 |
|
Lattice Semiconductor Corp * |
|
|
21,562 |
|
|
|
1,021 |
|
Lightwave Logic Inc * |
|
|
27,900 |
|
|
|
82 |
|
Littelfuse Inc |
|
|
4,031 |
|
|
|
1,097 |
|
LiveRamp Holdings Inc * |
|
|
10,174 |
|
|
|
264 |
|
Lumentum Holdings Inc * |
|
|
11,070 |
|
|
|
638 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
8,725 |
|
|
|
953 |
|
Manhattan Associates Inc * |
|
|
9,780 |
|
|
|
2,586 |
|
Marathon Digital Holdings Inc * |
|
|
44,900 |
|
|
|
750 |
|
Marvell Technology Inc |
|
|
137,812 |
|
|
|
10,507 |
|
Matterport Inc * |
|
|
29,400 |
|
|
|
133 |
|
MaxLinear Inc, Cl A * |
|
|
13,444 |
|
|
|
204 |
|
MeridianLink Inc * |
|
|
5,300 |
|
|
|
121 |
|
Methode Electronics Inc |
|
|
6,784 |
|
|
|
71 |
|
MicroStrategy Inc, Cl A * |
|
|
25,130 |
|
|
|
3,328 |
|
MicroVision Inc * |
|
|
35,100 |
|
|
|
33 |
|
Mirion Technologies Inc, Cl A * |
|
|
35,300 |
|
|
|
383 |
|
Mitek Systems Inc * |
|
|
9,100 |
|
|
|
85 |
|
MKS Instruments Inc |
|
|
10,623 |
|
|
|
1,267 |
|
MongoDB Inc, Cl A * |
|
|
10,900 |
|
|
|
3,170 |
|
N-able Inc/US * |
|
|
11,350 |
|
|
|
146 |
|
Napco Security Technologies Inc |
|
|
5,600 |
|
|
|
260 |
|
Navitas Semiconductor Corp, Cl A * |
|
|
20,200 |
|
|
|
61 |
|
nCino Inc * |
|
|
13,700 |
|
|
|
410 |
|
NCR Voyix Corp * |
|
|
25,883 |
|
|
|
349 |
|
NETGEAR Inc * |
|
|
6,692 |
|
|
|
109 |
|
NetScout Systems Inc * |
|
|
9,058 |
|
|
|
195 |
|
NextNav Inc * |
|
|
12,300 |
|
|
|
94 |
|
nLight Inc * |
|
|
10,600 |
|
|
|
127 |
|
Novanta Inc * |
|
|
5,562 |
|
|
|
1,019 |
|
Nutanix Inc, Cl A * |
|
|
39,200 |
|
|
|
2,477 |
|
NVE Corp |
|
|
900 |
|
|
|
75 |
|
Okta Inc, Cl A * |
|
|
24,704 |
|
|
|
1,945 |
|
Olo Inc, Cl A * |
|
|
22,100 |
|
|
|
116 |
|
ON24 Inc * |
|
|
6,100 |
|
|
|
39 |
|
OneSpan Inc * |
|
|
2,402 |
|
|
|
39 |
|
Onto Innovation Inc * |
|
|
7,772 |
|
|
|
1,657 |
|
Ooma Inc * |
|
|
6,900 |
|
|
|
72 |
|
OSI Systems Inc * |
|
|
2,268 |
|
|
|
340 |
|
Ouster Inc * |
|
|
7,100 |
|
|
|
50 |
|
Pagaya Technologies Ltd, Cl A * |
|
|
6,600 |
|
|
|
99 |
|
PagerDuty Inc * |
|
|
13,915 |
|
|
|
275 |
|
Palantir Technologies Inc, Cl A * |
|
|
323,800 |
|
|
|
10,193 |
|
PAR Technology Corp * |
|
|
5,800 |
|
|
|
313 |
|
PC Connection Inc |
|
|
2,231 |
|
|
|
163 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PDF Solutions Inc * |
|
|
5,153 |
|
|
$ |
163 |
|
Pegasystems Inc |
|
|
7,636 |
|
|
|
541 |
|
Perficient Inc * |
|
|
5,200 |
|
|
|
391 |
|
Photronics Inc * |
|
|
9,129 |
|
|
|
236 |
|
Plexus Corp * |
|
|
4,328 |
|
|
|
554 |
|
Power Integrations Inc |
|
|
8,378 |
|
|
|
562 |
|
Powerfleet Inc NJ * |
|
|
14,900 |
|
|
|
74 |
|
PowerSchool Holdings Inc, Cl A * |
|
|
9,800 |
|
|
|
223 |
|
Procore Technologies Inc * |
|
|
17,400 |
|
|
|
1,031 |
|
Progress Software Corp |
|
|
7,058 |
|
|
|
410 |
|
PROS Holdings Inc * |
|
|
6,599 |
|
|
|
133 |
|
Pure Storage Inc, Cl A * |
|
|
46,600 |
|
|
|
2,390 |
|
Q2 Holdings Inc * |
|
|
9,400 |
|
|
|
698 |
|
Qualys Inc * |
|
|
5,600 |
|
|
|
701 |
|
Rackspace Technology Inc * |
|
|
11,600 |
|
|
|
27 |
|
Rambus Inc * |
|
|
16,810 |
|
|
|
752 |
|
Rapid7 Inc * |
|
|
9,700 |
|
|
|
367 |
|
Red Violet Inc * |
|
|
1,100 |
|
|
|
32 |
|
Ribbon Communications Inc * |
|
|
13,520 |
|
|
|
46 |
|
Rimini Street Inc * |
|
|
10,000 |
|
|
|
18 |
|
RingCentral Inc, Cl A * |
|
|
13,600 |
|
|
|
453 |
|
Riot Platforms Inc * |
|
|
44,600 |
|
|
|
336 |
|
Rogers Corp * |
|
|
3,093 |
|
|
|
332 |
|
Sanmina Corp * |
|
|
9,066 |
|
|
|
629 |
|
Sapiens International Corp NV |
|
|
3,800 |
|
|
|
138 |
|
ScanSource Inc * |
|
|
3,396 |
|
|
|
173 |
|
SEMrush Holdings Inc, Cl A * |
|
|
6,100 |
|
|
|
84 |
|
Semtech Corp * |
|
|
11,575 |
|
|
|
507 |
|
SentinelOne Inc, Cl A * |
|
|
38,000 |
|
|
|
895 |
|
Silicon Laboratories Inc * |
|
|
5,182 |
|
|
|
613 |
|
SiTime Corp * |
|
|
2,900 |
|
|
|
420 |
|
SkyWater Technology Inc * |
|
|
1,700 |
|
|
|
15 |
|
SMART Global Holdings Inc * |
|
|
8,600 |
|
|
|
178 |
|
SmartRent Inc, Cl A * |
|
|
30,500 |
|
|
|
52 |
|
Smartsheet Inc, Cl A * |
|
|
21,100 |
|
|
|
1,030 |
|
Snowflake Inc, Cl A * |
|
|
50,800 |
|
|
|
5,803 |
|
SolarWinds Corp |
|
|
7,850 |
|
|
|
100 |
|
SoundHound AI Inc, Cl A * |
|
|
46,700 |
|
|
|
228 |
|
SoundThinking Inc * |
|
|
1,400 |
|
|
|
20 |
|
Sprinklr Inc, Cl A * |
|
|
17,700 |
|
|
|
159 |
|
Sprout Social Inc, Cl A * |
|
|
8,800 |
|
|
|
274 |
|
SPS Commerce Inc * |
|
|
5,758 |
|
|
|
1,150 |
|
Squarespace Inc, Cl A * |
|
|
9,400 |
|
|
|
428 |
|
Synaptics Inc * |
|
|
6,387 |
|
|
|
520 |
|
TD SYNNEX Corp |
|
|
11,681 |
|
|
|
1,418 |
|
Tenable Holdings Inc * |
|
|
18,700 |
|
|
|
772 |
|
Teradata Corp * |
|
|
16,100 |
|
|
|
455 |
|
Terawulf Inc * |
|
|
37,800 |
|
|
|
165 |
|
Thoughtworks Holding Inc * |
|
|
20,500 |
|
|
|
89 |
|
TTM Technologies Inc * |
|
|
17,487 |
|
|
|
340 |
|
Tucows Inc, Cl A * |
|
|
2,200 |
|
|
|
47 |
|
Turtle Beach Corp * |
|
|
4,000 |
|
|
|
63 |
|
Twilio Inc, Cl A * |
|
|
27,642 |
|
|
|
1,735 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ubiquiti Inc |
|
|
700 |
|
|
$ |
135 |
|
UiPath Inc, Cl A * |
|
|
63,700 |
|
|
|
820 |
|
Ultra Clean Holdings Inc * |
|
|
6,352 |
|
|
|
240 |
|
Unisys Corp * |
|
|
15,183 |
|
|
|
84 |
|
Unity Software Inc * |
|
|
48,700 |
|
|
|
797 |
|
Universal Display Corp |
|
|
7,451 |
|
|
|
1,443 |
|
Varonis Systems Inc, Cl B * |
|
|
18,100 |
|
|
|
1,024 |
|
Veeco Instruments Inc * |
|
|
9,110 |
|
|
|
323 |
|
Verint Systems Inc * |
|
|
8,350 |
|
|
|
263 |
|
Vertex Inc, Cl A * |
|
|
8,900 |
|
|
|
344 |
|
Viant Technology Inc, Cl A * |
|
|
2,600 |
|
|
|
29 |
|
Viasat Inc * |
|
|
18,256 |
|
|
|
287 |
|
Viavi Solutions Inc * |
|
|
38,900 |
|
|
|
335 |
|
Vishay Intertechnology Inc |
|
|
20,317 |
|
|
|
409 |
|
Vishay Precision Group Inc * |
|
|
3,164 |
|
|
|
87 |
|
Vontier Corp |
|
|
24,300 |
|
|
|
851 |
|
Weave Communications Inc * |
|
|
2,600 |
|
|
|
29 |
|
Wolfspeed Inc * |
|
|
19,923 |
|
|
|
194 |
|
Workday Inc, Cl A * |
|
|
33,866 |
|
|
|
8,913 |
|
Workiva Inc, Cl A * |
|
|
8,000 |
|
|
|
625 |
|
Xerox Holdings Corp |
|
|
18,000 |
|
|
|
204 |
|
Xperi Inc * |
|
|
9,580 |
|
|
|
85 |
|
Yext Inc * |
|
|
25,100 |
|
|
|
128 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
27,000 |
|
|
|
713 |
|
Zoom Video Communications Inc, Cl A * |
|
|
39,421 |
|
|
|
2,723 |
|
Zscaler Inc * |
|
|
14,700 |
|
|
|
2,940 |
|
Zuora Inc, Cl A * |
|
|
14,700 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
189,373 |
|
Materials — 5.1% |
|
|
|
|
AdvanSix Inc |
|
|
2,100 |
|
|
|
62 |
|
Alcoa Corp |
|
|
40,000 |
|
|
|
1,284 |
|
Alpha Metallurgical Resources Inc |
|
|
1,800 |
|
|
|
431 |
|
American Vanguard Corp |
|
|
6,799 |
|
|
|
39 |
|
AptarGroup Inc |
|
|
10,366 |
|
|
|
1,588 |
|
Arcadium Lithium PLC * |
|
|
167,060 |
|
|
|
453 |
|
Arch Resources Inc |
|
|
2,800 |
|
|
|
382 |
|
Ardagh Metal Packaging SA |
|
|
48,350 |
|
|
|
173 |
|
Ashland Inc |
|
|
8,308 |
|
|
|
744 |
|
Aspen Aerogels Inc * |
|
|
9,600 |
|
|
|
275 |
|
ATI Inc * |
|
|
20,400 |
|
|
|
1,303 |
|
Avient Corp |
|
|
14,832 |
|
|
|
729 |
|
Axalta Coating Systems Ltd * |
|
|
35,000 |
|
|
|
1,278 |
|
Balchem Corp |
|
|
5,188 |
|
|
|
918 |
|
Berry Global Group Inc |
|
|
18,041 |
|
|
|
1,242 |
|
Cabot Corp |
|
|
8,532 |
|
|
|
897 |
|
Carpenter Technology Corp |
|
|
7,801 |
|
|
|
1,129 |
|
Century Aluminum Co * |
|
|
6,197 |
|
|
|
89 |
|
Chemours Co/The |
|
|
24,200 |
|
|
|
470 |
|
Clearwater Paper Corp * |
|
|
2,651 |
|
|
|
88 |
|
Cleveland-Cliffs Inc * |
|
|
77,560 |
|
|
|
1,013 |
|
Coeur Mining Inc * |
|
|
58,261 |
|
|
|
358 |
|
Commercial Metals Co |
|
|
18,241 |
|
|
|
978 |
|
Compass Minerals International Inc |
|
|
7,840 |
|
|
|
69 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Constellium SE, Cl A * |
|
|
23,100 |
|
|
$ |
387 |
|
CRH PLC |
|
|
110,600 |
|
|
|
10,039 |
|
Crown Holdings Inc |
|
|
18,551 |
|
|
|
1,677 |
|
Eagle Materials Inc |
|
|
5,483 |
|
|
|
1,413 |
|
Ecovyst Inc * |
|
|
19,100 |
|
|
|
137 |
|
Element Solutions Inc |
|
|
37,100 |
|
|
|
992 |
|
Graphic Packaging Holding Co |
|
|
48,617 |
|
|
|
1,455 |
|
Greif Inc, Cl A |
|
|
3,119 |
|
|
|
195 |
|
Greif Inc, Cl B |
|
|
1,300 |
|
|
|
88 |
|
Hawkins Inc |
|
|
2,746 |
|
|
|
348 |
|
Haynes International Inc |
|
|
1,123 |
|
|
|
68 |
|
HB Fuller Co |
|
|
8,733 |
|
|
|
748 |
|
Hecla Mining Co |
|
|
95,068 |
|
|
|
564 |
|
Huntsman Corp |
|
|
27,624 |
|
|
|
609 |
|
i-80 Gold Corp * |
|
|
38,100 |
|
|
|
40 |
|
Ingevity Corp * |
|
|
5,400 |
|
|
|
213 |
|
Innospec Inc |
|
|
4,113 |
|
|
|
474 |
|
Intrepid Potash Inc * |
|
|
1,860 |
|
|
|
46 |
|
Ivanhoe Electric Inc / US * |
|
|
9,500 |
|
|
|
67 |
|
Kaiser Aluminum Corp |
|
|
2,754 |
|
|
|
205 |
|
Knife River Corp * |
|
|
9,083 |
|
|
|
716 |
|
Koppers Holdings Inc |
|
|
2,573 |
|
|
|
102 |
|
Kronos Worldwide Inc |
|
|
5,084 |
|
|
|
59 |
|
Lifezone Metals Ltd * |
|
|
6,000 |
|
|
|
37 |
|
Louisiana-Pacific Corp |
|
|
10,542 |
|
|
|
1,023 |
|
LSB Industries Inc * |
|
|
8,300 |
|
|
|
66 |
|
Materion Corp |
|
|
2,874 |
|
|
|
334 |
|
Mativ Holdings Inc |
|
|
10,288 |
|
|
|
195 |
|
Metallus Inc * |
|
|
5,104 |
|
|
|
83 |
|
Metals Acquisition Ltd, Cl A * |
|
|
8,900 |
|
|
|
100 |
|
Minerals Technologies Inc |
|
|
5,324 |
|
|
|
411 |
|
MP Materials Corp * |
|
|
18,100 |
|
|
|
234 |
|
Myers Industries Inc |
|
|
8,418 |
|
|
|
129 |
|
NewMarket Corp |
|
|
1,097 |
|
|
|
629 |
|
Novagold Resources Inc * |
|
|
42,600 |
|
|
|
181 |
|
O-I Glass Inc, Cl I * |
|
|
24,300 |
|
|
|
308 |
|
Olin Corp |
|
|
18,516 |
|
|
|
809 |
|
Olympic Steel Inc |
|
|
1,927 |
|
|
|
77 |
|
Orion SA |
|
|
10,400 |
|
|
|
194 |
|
Pactiv Evergreen Inc |
|
|
8,700 |
|
|
|
103 |
|
Perimeter Solutions SA * |
|
|
19,300 |
|
|
|
226 |
|
Piedmont Lithium Inc * |
|
|
3,100 |
|
|
|
26 |
|
PureCycle Technologies Inc * |
|
|
17,400 |
|
|
|
106 |
|
Quaker Chemical Corp |
|
|
1,934 |
|
|
|
327 |
|
Radius Recycling Inc, Cl A |
|
|
5,956 |
|
|
|
90 |
|
Ramaco Resources Inc, Cl A |
|
|
5,500 |
|
|
|
67 |
|
Ramaco Resources Inc, Cl B |
|
|
1,100 |
|
|
|
12 |
|
Ranpak Holdings Corp, Cl A * |
|
|
8,300 |
|
|
|
59 |
|
Rayonier Advanced Materials Inc * |
|
|
13,917 |
|
|
|
111 |
|
Reliance Inc |
|
|
9,138 |
|
|
|
2,619 |
|
Royal Gold Inc |
|
|
10,902 |
|
|
|
1,528 |
|
RPM International Inc |
|
|
20,188 |
|
|
|
2,347 |
|
Ryerson Holding Corp |
|
|
4,900 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Scotts Miracle-Gro Co/The, Cl A |
|
|
7,059 |
|
|
$ |
501 |
|
Sealed Air Corp |
|
|
23,600 |
|
|
|
825 |
|
Sensient Technologies Corp |
|
|
6,635 |
|
|
|
516 |
|
Silgan Holdings Inc |
|
|
13,560 |
|
|
|
709 |
|
Sonoco Products Co |
|
|
14,921 |
|
|
|
844 |
|
Southern Copper Corp |
|
|
14,356 |
|
|
|
1,460 |
|
SSR Mining Inc |
|
|
24,700 |
|
|
|
128 |
|
Stepan Co |
|
|
3,925 |
|
|
|
305 |
|
Summit Materials Inc, Cl A * |
|
|
19,465 |
|
|
|
788 |
|
SunCoke Energy Inc |
|
|
9,446 |
|
|
|
85 |
|
Sylvamo Corp |
|
|
5,800 |
|
|
|
459 |
|
Tredegar Corp * |
|
|
5,341 |
|
|
|
33 |
|
TriMas Corp |
|
|
6,476 |
|
|
|
165 |
|
Tronox Holdings PLC |
|
|
20,000 |
|
|
|
279 |
|
United States Lime & Minerals Inc |
|
|
2,000 |
|
|
|
163 |
|
United States Steel Corp |
|
|
35,700 |
|
|
|
1,353 |
|
Universal Stainless & Alloy Products Inc * |
|
|
1,400 |
|
|
|
59 |
|
Valhi Inc |
|
|
500 |
|
|
|
15 |
|
Warrior Met Coal Inc |
|
|
8,200 |
|
|
|
503 |
|
Westlake Corp |
|
|
5,310 |
|
|
|
772 |
|
Worthington Steel Inc |
|
|
5,702 |
|
|
|
202 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,327 |
|
Real Estate — 5.6% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
14,339 |
|
|
|
323 |
|
Agree Realty Corp ‡ |
|
|
15,647 |
|
|
|
1,142 |
|
Alexander & Baldwin Inc ‡ |
|
|
10,291 |
|
|
|
204 |
|
Alexander's Inc ‡ |
|
|
488 |
|
|
|
112 |
|
American Assets Trust Inc ‡ |
|
|
7,791 |
|
|
|
212 |
|
American Healthcare REIT Inc ‡ |
|
|
10,700 |
|
|
|
224 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
53,300 |
|
|
|
2,120 |
|
Americold Realty Trust Inc ‡ |
|
|
47,100 |
|
|
|
1,366 |
|
Anywhere Real Estate Inc * |
|
|
23,502 |
|
|
|
115 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
23,300 |
|
|
|
217 |
|
Apple Hospitality REIT Inc ‡ |
|
|
34,500 |
|
|
|
498 |
|
Armada Hoffler Properties Inc ‡ |
|
|
13,800 |
|
|
|
170 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
13,600 |
|
|
|
42 |
|
Brandywine Realty Trust ‡ |
|
|
18,539 |
|
|
|
97 |
|
Brixmor Property Group Inc ‡ |
|
|
47,700 |
|
|
|
1,306 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
31,000 |
|
|
|
567 |
|
BRT Apartments Corp ‡ |
|
|
2,400 |
|
|
|
46 |
|
CareTrust REIT Inc ‡ |
|
|
21,953 |
|
|
|
656 |
|
CBL & Associates Properties Inc ‡ |
|
|
3,700 |
|
|
|
98 |
|
Centerspace ‡ |
|
|
2,403 |
|
|
|
180 |
|
Chatham Lodging Trust ‡ |
|
|
10,435 |
|
|
|
89 |
|
City Office REIT Inc ‡ |
|
|
11,000 |
|
|
|
65 |
|
Clipper Realty Inc ‡ |
|
|
3,500 |
|
|
|
17 |
|
Community Healthcare Trust Inc ‡ |
|
|
5,400 |
|
|
|
101 |
|
Compass Inc, Cl A * |
|
|
63,100 |
|
|
|
324 |
|
COPT Defense Properties ‡ |
|
|
17,730 |
|
|
|
528 |
|
Cousins Properties Inc ‡ |
|
|
24,345 |
|
|
|
694 |
|
CTO Realty Growth Inc ‡ |
|
|
4,254 |
|
|
|
81 |
|
CubeSmart ‡ |
|
|
36,022 |
|
|
|
1,867 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cushman & Wakefield PLC * |
|
|
37,600 |
|
|
$ |
489 |
|
DiamondRock Hospitality Co ‡ |
|
|
37,807 |
|
|
|
332 |
|
DigitalBridge Group Inc |
|
|
25,598 |
|
|
|
320 |
|
Diversified Healthcare Trust ‡ |
|
|
48,507 |
|
|
|
169 |
|
Douglas Emmett Inc ‡ |
|
|
25,085 |
|
|
|
401 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
12,600 |
|
|
|
165 |
|
EastGroup Properties Inc ‡ |
|
|
7,585 |
|
|
|
1,414 |
|
Elme Communities ‡ |
|
|
16,513 |
|
|
|
292 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
17,400 |
|
|
|
188 |
|
EPR Properties ‡ |
|
|
11,851 |
|
|
|
563 |
|
Equity Commonwealth *‡ |
|
|
14,544 |
|
|
|
295 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
29,664 |
|
|
|
2,157 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
28,800 |
|
|
|
919 |
|
eXp World Holdings Inc |
|
|
13,900 |
|
|
|
163 |
|
Farmland Partners Inc ‡ |
|
|
10,300 |
|
|
|
105 |
|
First Industrial Realty Trust Inc ‡ |
|
|
20,953 |
|
|
|
1,189 |
|
Forestar Group Inc * |
|
|
3,867 |
|
|
|
120 |
|
Four Corners Property Trust Inc ‡ |
|
|
15,119 |
|
|
|
429 |
|
FRP Holdings Inc * |
|
|
2,876 |
|
|
|
85 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
41,431 |
|
|
|
2,155 |
|
Getty Realty Corp ‡ |
|
|
9,189 |
|
|
|
292 |
|
Gladstone Commercial Corp ‡ |
|
|
8,919 |
|
|
|
136 |
|
Gladstone Land Corp ‡ |
|
|
7,000 |
|
|
|
95 |
|
Global Medical REIT Inc ‡ |
|
|
4,100 |
|
|
|
38 |
|
Global Net Lease Inc ‡ |
|
|
33,762 |
|
|
|
291 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
60,205 |
|
|
|
1,072 |
|
Highwoods Properties Inc ‡ |
|
|
16,368 |
|
|
|
527 |
|
Howard Hughes Holdings Inc * |
|
|
5,117 |
|
|
|
385 |
|
Hudson Pacific Properties Inc ‡ |
|
|
27,870 |
|
|
|
144 |
|
Independence Realty Trust Inc ‡ |
|
|
34,701 |
|
|
|
721 |
|
Industrial Logistics Properties Trust ‡ |
|
|
10,700 |
|
|
|
53 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
4,400 |
|
|
|
547 |
|
InvenTrust Properties Corp ‡ |
|
|
12,100 |
|
|
|
359 |
|
JBG SMITH Properties ‡ |
|
|
12,200 |
|
|
|
212 |
|
Jones Lang LaSalle Inc * |
|
|
7,347 |
|
|
|
1,875 |
|
Kennedy-Wilson Holdings Inc |
|
|
21,529 |
|
|
|
239 |
|
Kilroy Realty Corp ‡ |
|
|
19,043 |
|
|
|
691 |
|
Kite Realty Group Trust ‡ |
|
|
33,321 |
|
|
|
869 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
13,897 |
|
|
|
1,748 |
|
LTC Properties Inc ‡ |
|
|
5,917 |
|
|
|
217 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
45,190 |
|
|
|
468 |
|
Macerich Co/The ‡ |
|
|
35,645 |
|
|
|
569 |
|
Marcus & Millichap Inc |
|
|
2,700 |
|
|
|
107 |
|
Medical Properties Trust Inc ‡ |
|
|
93,362 |
|
|
|
420 |
|
National Health Investors Inc ‡ |
|
|
6,464 |
|
|
|
526 |
|
National Storage Affiliates Trust ‡ |
|
|
10,400 |
|
|
|
486 |
|
NET Lease Office Properties ‡ |
|
|
2,895 |
|
|
|
88 |
|
NETSTREIT Corp ‡ |
|
|
10,100 |
|
|
|
169 |
|
Newmark Group Inc, Cl A |
|
|
18,505 |
|
|
|
256 |
|
NexPoint Residential Trust Inc ‡ |
|
|
2,600 |
|
|
|
123 |
|
NNN REIT Inc ‡ |
|
|
29,043 |
|
|
|
1,365 |
|
Omega Healthcare Investors Inc ‡ |
|
|
39,557 |
|
|
|
1,564 |
|
One Liberty Properties Inc ‡ |
|
|
3,662 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Opendoor Technologies Inc * |
|
|
103,100 |
|
|
$ |
222 |
|
Orion Office REIT Inc ‡ |
|
|
11,900 |
|
|
|
49 |
|
Outfront Media Inc ‡ |
|
|
23,709 |
|
|
|
404 |
|
Paramount Group Inc ‡ |
|
|
30,300 |
|
|
|
153 |
|
Park Hotels & Resorts Inc ‡ |
|
|
30,859 |
|
|
|
471 |
|
Peakstone Realty Trust ‡ |
|
|
5,500 |
|
|
|
73 |
|
Pebblebrook Hotel Trust ‡ |
|
|
19,625 |
|
|
|
261 |
|
Phillips Edison & Co Inc ‡ |
|
|
19,000 |
|
|
|
702 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
20,266 |
|
|
|
198 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
7,000 |
|
|
|
168 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
2,600 |
|
|
|
38 |
|
PotlatchDeltic Corp ‡ |
|
|
12,642 |
|
|
|
549 |
|
Rayonier Inc ‡ |
|
|
24,153 |
|
|
|
744 |
|
RE/MAX Holdings Inc, Cl A |
|
|
4,200 |
|
|
|
48 |
|
Real Brokerage Inc/The * |
|
|
15,600 |
|
|
|
97 |
|
Redfin Corp * |
|
|
23,300 |
|
|
|
218 |
|
Retail Opportunity Investments Corp ‡ |
|
|
18,259 |
|
|
|
279 |
|
Rexford Industrial Realty Inc ‡ |
|
|
33,800 |
|
|
|
1,721 |
|
RLJ Lodging Trust ‡ |
|
|
21,954 |
|
|
|
209 |
|
RMR Group Inc/The, Cl A |
|
|
4,170 |
|
|
|
106 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
8,960 |
|
|
|
931 |
|
Sabra Health Care REIT Inc ‡ |
|
|
36,820 |
|
|
|
627 |
|
Safehold Inc ‡ |
|
|
9,727 |
|
|
|
244 |
|
Saul Centers Inc ‡ |
|
|
2,644 |
|
|
|
108 |
|
Seaport Entertainment Group Inc * |
|
|
569 |
|
|
|
17 |
|
Service Properties Trust ‡ |
|
|
28,741 |
|
|
|
135 |
|
SITE Centers Corp ‡ |
|
|
7,802 |
|
|
|
471 |
|
SL Green Realty Corp ‡ |
|
|
10,283 |
|
|
|
685 |
|
St Joe Co/The |
|
|
5,200 |
|
|
|
309 |
|
STAG Industrial Inc ‡ |
|
|
28,756 |
|
|
|
1,167 |
|
Star Holdings *‡ |
|
|
2,282 |
|
|
|
31 |
|
Stratus Properties Inc * |
|
|
1,200 |
|
|
|
31 |
|
Summit Hotel Properties Inc ‡ |
|
|
23,629 |
|
|
|
160 |
|
Sun Communities Inc ‡ |
|
|
19,721 |
|
|
|
2,667 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
32,338 |
|
|
|
337 |
|
Tanger Inc ‡ |
|
|
16,149 |
|
|
|
492 |
|
Tejon Ranch Co * |
|
|
4,876 |
|
|
|
87 |
|
Terreno Realty Corp ‡ |
|
|
15,263 |
|
|
|
1,054 |
|
UMH Properties Inc ‡ |
|
|
9,500 |
|
|
|
185 |
|
Uniti Group Inc ‡ |
|
|
36,660 |
|
|
|
160 |
|
Universal Health Realty Income Trust ‡ |
|
|
3,116 |
|
|
|
140 |
|
Urban Edge Properties ‡ |
|
|
19,700 |
|
|
|
417 |
|
Veris Residential Inc ‡ |
|
|
12,567 |
|
|
|
220 |
|
Vornado Realty Trust ‡ |
|
|
28,900 |
|
|
|
993 |
|
Whitestone REIT, Cl B ‡ |
|
|
8,077 |
|
|
|
108 |
|
WP Carey Inc ‡ |
|
|
34,400 |
|
|
|
2,065 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
18,000 |
|
|
|
256 |
|
Zillow Group Inc, Cl A * |
|
|
6,791 |
|
|
|
363 |
|
Zillow Group Inc, Cl C * |
|
|
25,797 |
|
|
|
1,427 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
64,758 |
|
Utilities — 1.6% |
|
|
|
|
ALLETE Inc |
|
|
8,770 |
|
|
|
557 |
|
Altus Power Inc, Cl A * |
|
|
9,800 |
|
|
|
31 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
American States Water Co |
|
|
5,774 |
|
|
$ |
470 |
|
Avangrid Inc |
|
|
9,650 |
|
|
|
344 |
|
Avista Corp |
|
|
11,952 |
|
|
|
462 |
|
Black Hills Corp |
|
|
10,802 |
|
|
|
639 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
19,250 |
|
|
|
783 |
|
Brookfield Renewable Corp, Cl A |
|
|
21,316 |
|
|
|
607 |
|
California Water Service Group |
|
|
9,041 |
|
|
|
500 |
|
Chesapeake Utilities Corp |
|
|
3,815 |
|
|
|
452 |
|
Clearway Energy Inc, Cl A |
|
|
3,800 |
|
|
|
102 |
|
Clearway Energy Inc, Cl C |
|
|
12,500 |
|
|
|
362 |
|
Consolidated Water Co Ltd |
|
|
500 |
|
|
|
14 |
|
Essential Utilities Inc |
|
|
41,737 |
|
|
|
1,627 |
|
Genie Energy Ltd, Cl B |
|
|
4,700 |
|
|
|
79 |
|
Global Water Resources Inc |
|
|
2,800 |
|
|
|
35 |
|
Hawaiian Electric Industries Inc |
|
|
15,358 |
|
|
|
165 |
|
IDACORP Inc, Cl Rights |
|
|
8,224 |
|
|
|
838 |
|
MGE Energy Inc |
|
|
5,414 |
|
|
|
469 |
|
Middlesex Water Co |
|
|
2,901 |
|
|
|
183 |
|
Montauk Renewables Inc * |
|
|
11,500 |
|
|
|
54 |
|
National Fuel Gas Co |
|
|
14,488 |
|
|
|
866 |
|
New Jersey Resources Corp |
|
|
15,694 |
|
|
|
727 |
|
Northwest Natural Holding Co |
|
|
7,076 |
|
|
|
285 |
|
Northwestern Energy Group Inc |
|
|
10,146 |
|
|
|
552 |
|
OGE Energy Corp |
|
|
31,876 |
|
|
|
1,261 |
|
ONE Gas Inc |
|
|
8,800 |
|
|
|
607 |
|
Ormat Technologies Inc |
|
|
8,834 |
|
|
|
658 |
|
Otter Tail Corp |
|
|
6,646 |
|
|
|
562 |
|
Portland General Electric Co |
|
|
16,400 |
|
|
|
789 |
|
Pure Cycle Corp * |
|
|
5,900 |
|
|
|
63 |
|
SJW Group |
|
|
4,764 |
|
|
|
281 |
|
Southwest Gas Holdings Inc |
|
|
10,041 |
|
|
|
730 |
|
Spire Inc |
|
|
8,203 |
|
|
|
541 |
|
Sunnova Energy International Inc * |
|
|
19,800 |
|
|
|
220 |
|
TXNM Energy Inc |
|
|
13,617 |
|
|
|
558 |
|
UGI Corp |
|
|
34,396 |
|
|
|
857 |
|
Unitil Corp |
|
|
1,858 |
|
|
|
112 |
|
York Water Co/The |
|
|
2,952 |
|
|
|
115 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,557 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $703,054) ($ Thousands) |
|
|
|
|
|
|
1,142,938 |
|
| |
|
|
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANY — 0.0% |
NexPoint Diversified Real Estate Trust |
|
|
6,561 |
|
|
|
39 |
|
Total Registered Investment Company |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $79) ($ Thousands) |
|
|
|
|
|
|
39 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG CVR *‡‡ |
|
|
10,960 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Rights |
|
|
Market Value
($ Thousands) |
|
RIGHTS (continued) |
Tobira Therapeutics CVR, Expires 12/31/2028 *(A) |
|
|
2,300 |
|
|
$ |
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
21,989,381 |
|
|
|
21,989 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $21,989) ($ Thousands) |
|
|
|
|
|
|
21,989 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $725,122) ($ Thousands) |
|
$ |
1,164,971 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Extended Market Index Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
134 |
|
|
|
Sep-2024 |
|
|
$ |
13,696 |
|
|
$ |
14,894 |
|
|
$ |
1,198 |
|
S&P 500 Index E-MINI |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
2,890 |
|
|
|
3,114 |
|
|
|
224 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
13 |
|
|
|
Sep-2024 |
|
|
|
3,836 |
|
|
|
4,028 |
|
|
|
192 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
20,422 |
|
|
$ |
22,036 |
|
|
$ |
1,614 |
|
|
Percentages are based on Net Assets of $1,167,232 ($ Thousands). |
|
† |
Investment in Affiliated Security. |
* |
Non-income producing security. |
|
‡‡ |
Expiration date not available. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
|
(A) |
Level 3 security in accordance with fair value hierarchy. |
‡ |
Real Estate Investment Trust. |
|
|
|
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
1,132 |
|
|
$ |
— |
|
|
$ |
(54 |
) |
|
$ |
— |
|
|
$ |
(49 |
) |
|
$ |
1,029 |
|
|
$ |
8 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
18 |
|
|
|
— |
|
|
|
— |
|
|
$ |
— |
|
|
|
(18 |
) |
|
|
— |
|
|
|
13 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
26,720 |
|
|
|
48,640 |
|
|
|
(53,371 |
) |
|
|
— |
|
|
|
— |
|
|
|
21,989 |
|
|
|
318 |
|
|
|
— |
|
Totals |
|
$ |
27,870 |
|
|
$ |
48,640 |
|
|
$ |
(53,425 |
) |
|
$ |
— |
|
|
$ |
(67 |
) |
|
$ |
23,018 |
|
|
$ |
339 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 1.4% |
|
|
|
|
AMC Networks Inc, Cl A * |
|
|
9,100 |
|
|
$ |
90 |
|
Anterix Inc * |
|
|
1,880 |
|
|
|
67 |
|
AST SpaceMobile Inc, Cl A * |
|
|
7,013 |
|
|
|
204 |
|
Bandwidth Inc, Cl A * |
|
|
4,320 |
|
|
|
74 |
|
Cinemark Holdings Inc * |
|
|
10,053 |
|
|
|
275 |
|
EW Scripps Co/The, Cl A * |
|
|
28,250 |
|
|
|
56 |
|
Gogo Inc * |
|
|
18,870 |
|
|
|
150 |
|
Grindr Inc * |
|
|
17,441 |
|
|
|
210 |
|
IDT Corp, Cl B |
|
|
6,960 |
|
|
|
267 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
31,206 |
|
|
|
242 |
|
Marcus Corp/The |
|
|
6,960 |
|
|
|
99 |
|
MediaAlpha Inc, Cl A * |
|
|
10,890 |
|
|
|
194 |
|
Nexstar Media Group Inc, Cl A |
|
|
3,600 |
|
|
|
615 |
|
Playstudios Inc * |
|
|
36,489 |
|
|
|
55 |
|
Playtika Holding Corp |
|
|
17,700 |
|
|
|
134 |
|
PubMatic Inc, Cl A * |
|
|
20 |
|
|
|
— |
|
Shutterstock Inc |
|
|
5,100 |
|
|
|
183 |
|
Sinclair Inc |
|
|
6,360 |
|
|
|
89 |
|
Spok Holdings Inc |
|
|
12,110 |
|
|
|
180 |
|
Thryv Holdings Inc * |
|
|
6,540 |
|
|
|
119 |
|
United States Cellular Corp * |
|
|
3,033 |
|
|
|
169 |
|
Vimeo Inc * |
|
|
57,080 |
|
|
|
305 |
|
Yelp Inc, Cl A * |
|
|
3,530 |
|
|
|
123 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,900 |
|
Consumer Discretionary — 10.3% |
|
|
|
|
Aaron's Co Inc/The |
|
|
43,518 |
|
|
|
439 |
|
Academy Sports & Outdoors Inc |
|
|
6,900 |
|
|
|
383 |
|
Accel Entertainment Inc, Cl A * |
|
|
6,560 |
|
|
|
76 |
|
Adtalem Global Education Inc * |
|
|
4,600 |
|
|
|
348 |
|
American Public Education Inc * |
|
|
15,691 |
|
|
|
262 |
|
Arko Corp |
|
|
10,240 |
|
|
|
64 |
|
AutoNation Inc * |
|
|
3,270 |
|
|
|
582 |
|
Biglari Holdings Inc, Cl B * |
|
|
1,024 |
|
|
|
183 |
|
BJ's Restaurants Inc * |
|
|
2,860 |
|
|
|
88 |
|
Bloomin' Brands Inc |
|
|
20,000 |
|
|
|
350 |
|
Boot Barn Holdings Inc * |
|
|
1,474 |
|
|
|
198 |
|
Build-A-Bear Workshop Inc, |
|
|
15,060 |
|
|
|
503 |
|
Cava Group Inc * |
|
|
3,303 |
|
|
|
377 |
|
Century Communities Inc |
|
|
2,373 |
|
|
|
237 |
|
Cooper-Standard Holdings Inc * |
|
|
4,794 |
|
|
|
74 |
|
Cricut Inc, Cl A |
|
|
11,570 |
|
|
|
67 |
|
Crocs Inc * |
|
|
3,100 |
|
|
|
453 |
|
Denny's Corp * |
|
|
12,740 |
|
|
|
83 |
|
Designer Brands Inc, Cl A |
|
|
12,590 |
|
|
|
84 |
|
Destination XL Group Inc * |
|
|
23,344 |
|
|
|
64 |
|
Dillard's Inc, Cl A |
|
|
230 |
|
|
|
78 |
|
Dine Brands Global Inc |
|
|
6,020 |
|
|
|
190 |
|
Dream Finders Homes Inc, Cl A * |
|
|
8,730 |
|
|
|
292 |
|
El Pollo Loco Holdings Inc * |
|
|
25,000 |
|
|
|
347 |
|
Funko Inc, Cl A * |
|
|
9,440 |
|
|
|
99 |
|
Genesco Inc * |
|
|
2,190 |
|
|
|
66 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gentex Corp |
|
|
2,290 |
|
|
$ |
72 |
|
G-III Apparel Group Ltd * |
|
|
14,600 |
|
|
|
386 |
|
Goodyear Tire & Rubber Co/The * |
|
|
16,500 |
|
|
|
146 |
|
Graham Holdings Co, Cl B |
|
|
110 |
|
|
|
87 |
|
Grand Canyon Education Inc * |
|
|
1,520 |
|
|
|
220 |
|
Green Brick Partners Inc * |
|
|
3,882 |
|
|
|
306 |
|
Group 1 Automotive Inc |
|
|
2,400 |
|
|
|
904 |
|
H&R Block Inc |
|
|
14,240 |
|
|
|
902 |
|
Harley-Davidson Inc |
|
|
6,700 |
|
|
|
251 |
|
Haverty Furniture Cos Inc |
|
|
8,470 |
|
|
|
232 |
|
Hooker Furnishings Corp |
|
|
18,594 |
|
|
|
295 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,392 |
|
|
|
301 |
|
Inspired Entertainment Inc * |
|
|
12,905 |
|
|
|
117 |
|
Installed Building Products Inc |
|
|
2,590 |
|
|
|
576 |
|
J Jill Inc |
|
|
2,410 |
|
|
|
78 |
|
Latham Group Inc * |
|
|
53,177 |
|
|
|
332 |
|
Laureate Education Inc, Cl A |
|
|
8,660 |
|
|
|
134 |
|
La-Z-Boy Inc, |
|
|
10,900 |
|
|
|
442 |
|
Lear Corp |
|
|
1,600 |
|
|
|
187 |
|
Legacy Housing Corp * |
|
|
7,648 |
|
|
|
206 |
|
Life Time Group Holdings Inc * |
|
|
10,674 |
|
|
|
251 |
|
Lindblad Expeditions Holdings Inc * |
|
|
20,568 |
|
|
|
204 |
|
M/I Homes Inc * |
|
|
5,809 |
|
|
|
926 |
|
Marine Products Corp |
|
|
11,117 |
|
|
|
105 |
|
Marriott Vacations Worldwide Corp |
|
|
1,150 |
|
|
|
85 |
|
MasterCraft Boat Holdings Inc * |
|
|
5,450 |
|
|
|
101 |
|
Meritage Homes Corp |
|
|
4,700 |
|
|
|
931 |
|
Modine Manufacturing Co * |
|
|
12,516 |
|
|
|
1,521 |
|
Movado Group Inc |
|
|
2,468 |
|
|
|
59 |
|
Murphy USA Inc |
|
|
655 |
|
|
|
340 |
|
Nordstrom Inc |
|
|
11,100 |
|
|
|
248 |
|
ODP Corp/The * |
|
|
9,100 |
|
|
|
281 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,865 |
|
|
|
167 |
|
OneSpaWorld Holdings Ltd |
|
|
19,194 |
|
|
|
305 |
|
Penske Automotive Group Inc |
|
|
1,200 |
|
|
|
204 |
|
Perdoceo Education Corp |
|
|
27,469 |
|
|
|
616 |
|
Playa Hotels & Resorts NV * |
|
|
23,800 |
|
|
|
188 |
|
PlayAGS Inc * |
|
|
45,425 |
|
|
|
514 |
|
Polaris Inc |
|
|
2,200 |
|
|
|
186 |
|
Potbelly Corp * |
|
|
38,099 |
|
|
|
304 |
|
PVH Corp |
|
|
5,883 |
|
|
|
581 |
|
Revolve Group Inc, Cl A * |
|
|
2,205 |
|
|
|
51 |
|
Rocky Brands Inc |
|
|
2,215 |
|
|
|
71 |
|
Rush Street Interactive Inc * |
|
|
69,972 |
|
|
|
656 |
|
Sally Beauty Holdings Inc * |
|
|
12,500 |
|
|
|
163 |
|
SharkNinja Inc |
|
|
2,608 |
|
|
|
250 |
|
Shoe Carnival Inc |
|
|
2,400 |
|
|
|
97 |
|
Signet Jewelers Ltd |
|
|
4,900 |
|
|
|
412 |
|
Standard Motor Products Inc |
|
|
2,250 |
|
|
|
73 |
|
Stitch Fix Inc, Cl A * |
|
|
103,525 |
|
|
|
391 |
|
Stride Inc * |
|
|
6,045 |
|
|
|
498 |
|
Sturm Ruger & Co Inc |
|
|
1,260 |
|
|
|
53 |
|
Sweetgreen Inc, Cl A * |
|
|
8,680 |
|
|
|
274 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Taylor Morrison Home Corp, Cl A * |
|
|
230 |
|
|
$ |
15 |
|
Texas Roadhouse Inc, Cl A |
|
|
6,490 |
|
|
|
1,095 |
|
Tri Pointe Homes Inc * |
|
|
30,503 |
|
|
|
1,356 |
|
Universal Technical Institute Inc * |
|
|
2,920 |
|
|
|
51 |
|
Upbound Group Inc, Cl A |
|
|
16,890 |
|
|
|
562 |
|
Wingstop Inc |
|
|
2,589 |
|
|
|
1,000 |
|
Winmark Corp |
|
|
245 |
|
|
|
88 |
|
Winnebago Industries Inc |
|
|
5,300 |
|
|
|
316 |
|
Wyndham Hotels & Resorts Inc |
|
|
4,115 |
|
|
|
324 |
|
Xponential Fitness Inc, Cl A * |
|
|
20,164 |
|
|
|
261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,335 |
|
Consumer Staples — 4.7% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
7,500 |
|
|
|
147 |
|
Andersons Inc/The |
|
|
2,110 |
|
|
|
108 |
|
B&G Foods Inc, Cl A |
|
|
40,500 |
|
|
|
343 |
|
Cal-Maine Foods Inc |
|
|
2,690 |
|
|
|
194 |
|
Casey's General Stores Inc |
|
|
4,215 |
|
|
|
1,527 |
|
Central Garden & Pet Co * |
|
|
1,840 |
|
|
|
73 |
|
Central Garden & Pet Co, Cl A * |
|
|
3,257 |
|
|
|
111 |
|
Coca-Cola Consolidated Inc |
|
|
267 |
|
|
|
358 |
|
Dole PLC |
|
|
6,030 |
|
|
|
97 |
|
elf Beauty Inc * |
|
|
2,145 |
|
|
|
321 |
|
Energizer Holdings Inc |
|
|
8,500 |
|
|
|
275 |
|
Flowers Foods Inc |
|
|
9,490 |
|
|
|
221 |
|
Fresh Del Monte Produce Inc |
|
|
11,460 |
|
|
|
335 |
|
Herbalife Ltd * |
|
|
24,000 |
|
|
|
196 |
|
Ingles Markets Inc, Cl A |
|
|
8,587 |
|
|
|
636 |
|
Ingredion Inc |
|
|
7,470 |
|
|
|
1,003 |
|
J & J Snack Foods Corp |
|
|
800 |
|
|
|
136 |
|
John B Sanfilippo & Son Inc |
|
|
1,080 |
|
|
|
103 |
|
Lancaster Colony Corp |
|
|
1,010 |
|
|
|
173 |
|
Lifeway Foods Inc * |
|
|
5,000 |
|
|
|
96 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
21,569 |
|
|
|
574 |
|
Nature's Sunshine Products Inc * |
|
|
1,180 |
|
|
|
16 |
|
Oil-Dri Corp of America |
|
|
460 |
|
|
|
31 |
|
Performance Food Group Co * |
|
|
1,270 |
|
|
|
95 |
|
Pilgrim's Pride Corp * |
|
|
9,530 |
|
|
|
444 |
|
Post Holdings Inc * |
|
|
2,380 |
|
|
|
276 |
|
PriceSmart Inc |
|
|
6,690 |
|
|
|
599 |
|
Primo Water Corp |
|
|
7,270 |
|
|
|
161 |
|
Reynolds Consumer Products Inc |
|
|
3,560 |
|
|
|
112 |
|
Seaboard Corp |
|
|
19 |
|
|
|
59 |
|
SpartanNash Co |
|
|
13,680 |
|
|
|
302 |
|
Spectrum Brands Holdings Inc |
|
|
2,700 |
|
|
|
255 |
|
Sprouts Farmers Market Inc * |
|
|
19,349 |
|
|
|
2,013 |
|
Turning Point Brands Inc |
|
|
10,940 |
|
|
|
434 |
|
Universal Corp/VA |
|
|
2,120 |
|
|
|
115 |
|
USANA Health Sciences Inc * |
|
|
1,020 |
|
|
|
42 |
|
Village Super Market Inc, Cl A |
|
|
19,601 |
|
|
|
630 |
|
Vital Farms Inc * |
|
|
5,730 |
|
|
|
180 |
|
WD-40 Co |
|
|
260 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Weis Markets Inc |
|
|
1,260 |
|
|
$ |
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,944 |
|
Energy — 4.9% |
|
|
|
|
Ardmore Shipping Corp |
|
|
3,430 |
|
|
|
65 |
|
Berry Corp |
|
|
84,200 |
|
|
|
521 |
|
Cactus Inc, Cl A |
|
|
6,135 |
|
|
|
365 |
|
California Resources Corp |
|
|
9,149 |
|
|
|
480 |
|
Centrus Energy Corp, Cl A * |
|
|
3,238 |
|
|
|
128 |
|
Chord Energy Corp |
|
|
2,200 |
|
|
|
326 |
|
Clean Energy Fuels Corp * |
|
|
28,070 |
|
|
|
87 |
|
CNX Resources Corp * |
|
|
21,100 |
|
|
|
584 |
|
CONSOL Energy Inc |
|
|
2,900 |
|
|
|
297 |
|
DHT Holdings Inc |
|
|
67,780 |
|
|
|
734 |
|
DMC Global Inc * |
|
|
5,466 |
|
|
|
68 |
|
Dorian LPG Ltd |
|
|
2,444 |
|
|
|
95 |
|
DT Midstream Inc |
|
|
3,728 |
|
|
|
293 |
|
Excelerate Energy Inc, Cl A |
|
|
22,970 |
|
|
|
419 |
|
FutureFuel Corp |
|
|
82,240 |
|
|
|
513 |
|
Golar LNG Ltd |
|
|
6,676 |
|
|
|
222 |
|
Gulfport Energy Corp * |
|
|
4,120 |
|
|
|
598 |
|
Helmerich & Payne Inc |
|
|
15,500 |
|
|
|
506 |
|
International Seaways Inc |
|
|
2,610 |
|
|
|
135 |
|
Kinetik Holdings Inc, Cl A |
|
|
5,868 |
|
|
|
260 |
|
Liberty Energy Inc, Cl A |
|
|
17,700 |
|
|
|
364 |
|
Matador Resources Co |
|
|
18,265 |
|
|
|
1,036 |
|
Nordic American Tankers Ltd |
|
|
15,420 |
|
|
|
57 |
|
Oceaneering International Inc * |
|
|
9,722 |
|
|
|
262 |
|
Patterson-UTI Energy Inc |
|
|
17,600 |
|
|
|
162 |
|
PBF Energy Inc, Cl A |
|
|
12,600 |
|
|
|
429 |
|
Peabody Energy Corp |
|
|
13,800 |
|
|
|
323 |
|
Ranger Energy Services Inc, Cl A |
|
|
28,139 |
|
|
|
350 |
|
REX American Resources Corp * |
|
|
4,887 |
|
|
|
222 |
|
Riley Exploration Permian Inc |
|
|
13,987 |
|
|
|
399 |
|
Scorpio Tankers Inc |
|
|
2,530 |
|
|
|
181 |
|
SFL Corp Ltd, Cl B |
|
|
20,800 |
|
|
|
247 |
|
SM Energy Co |
|
|
6,000 |
|
|
|
274 |
|
TechnipFMC PLC |
|
|
5,499 |
|
|
|
148 |
|
Teekay Corp * |
|
|
77,215 |
|
|
|
642 |
|
Teekay Tankers Ltd, Cl A |
|
|
2,070 |
|
|
|
118 |
|
VAALCO Energy Inc |
|
|
103,010 |
|
|
|
671 |
|
Viper Energy Inc, Cl A |
|
|
5,410 |
|
|
|
257 |
|
Vitesse Energy Inc |
|
|
5,074 |
|
|
|
131 |
|
World Kinect Corp |
|
|
23,500 |
|
|
|
676 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,645 |
|
Financials — 21.1% |
|
|
|
|
1st Source Corp |
|
|
1,240 |
|
|
|
76 |
|
Acacia Research Corp * |
|
|
27,973 |
|
|
|
135 |
|
AFC Gamma Inc ‡ |
|
|
23,165 |
|
|
|
242 |
|
Affiliated Managers Group Inc |
|
|
5,040 |
|
|
|
876 |
|
AG Mortgage Investment Trust Inc ‡ |
|
|
48,700 |
|
|
|
362 |
|
Alerus Financial Corp |
|
|
16,356 |
|
|
|
367 |
|
Amalgamated Financial Corp |
|
|
19,937 |
|
|
|
658 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ambac Financial Group Inc * |
|
|
6,800 |
|
|
$ |
80 |
|
American Coastal Insurance Corp * |
|
|
2,320 |
|
|
|
26 |
|
American Financial Group Inc/OH |
|
|
2,150 |
|
|
|
287 |
|
AMERISAFE Inc |
|
|
580 |
|
|
|
29 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
18,100 |
|
|
|
192 |
|
Arbor Realty Trust Inc ‡ |
|
|
15,600 |
|
|
|
212 |
|
Artisan Partners Asset Management Inc, Cl A |
|
|
620 |
|
|
|
26 |
|
AssetMark Financial Holdings Inc * |
|
|
7,796 |
|
|
|
274 |
|
Associated Banc-Corp |
|
|
30,700 |
|
|
|
702 |
|
Assurant Inc |
|
|
920 |
|
|
|
181 |
|
Atlanticus Holdings Corp * |
|
|
6,906 |
|
|
|
244 |
|
Axis Capital Holdings Ltd |
|
|
3,670 |
|
|
|
293 |
|
Axos Financial Inc * |
|
|
3,775 |
|
|
|
262 |
|
Baldwin Insurance Group Inc/The, Cl A * |
|
|
4,262 |
|
|
|
200 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
31,343 |
|
|
|
983 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
2,800 |
|
|
|
107 |
|
Bank OZK |
|
|
14,500 |
|
|
|
629 |
|
Bank7 Corp |
|
|
2,762 |
|
|
|
111 |
|
BayCom Corp |
|
|
5,424 |
|
|
|
125 |
|
BCB Bancorp Inc |
|
|
10,300 |
|
|
|
128 |
|
Brighthouse Financial Inc * |
|
|
3,600 |
|
|
|
165 |
|
Business First Bancshares Inc |
|
|
4,300 |
|
|
|
105 |
|
Camden National Corp |
|
|
9,500 |
|
|
|
380 |
|
Capital Bancorp Inc |
|
|
4,501 |
|
|
|
115 |
|
Capital City Bank Group Inc |
|
|
3,500 |
|
|
|
121 |
|
Carter Bankshares Inc * |
|
|
8,661 |
|
|
|
150 |
|
Cass Information Systems Inc |
|
|
9,529 |
|
|
|
414 |
|
Cathay General Bancorp |
|
|
8,600 |
|
|
|
378 |
|
Cboe Global Markets Inc |
|
|
790 |
|
|
|
162 |
|
Central Pacific Financial Corp |
|
|
1,950 |
|
|
|
54 |
|
Civista Bancshares Inc |
|
|
11,382 |
|
|
|
193 |
|
CNB Financial Corp/PA |
|
|
12,580 |
|
|
|
306 |
|
CNO Financial Group Inc |
|
|
37,500 |
|
|
|
1,309 |
|
Coastal Financial Corp/WA * |
|
|
11,230 |
|
|
|
603 |
|
Colony Bankcorp Inc |
|
|
9,197 |
|
|
|
138 |
|
Columbia Banking System Inc |
|
|
39,800 |
|
|
|
1,002 |
|
Commerce Bancshares Inc/MO |
|
|
4,220 |
|
|
|
270 |
|
Community Trust Bancorp Inc |
|
|
12,090 |
|
|
|
611 |
|
Crawford & Co, Cl A |
|
|
17,504 |
|
|
|
185 |
|
CrossFirst Bankshares Inc * |
|
|
8,671 |
|
|
|
151 |
|
Customers Bancorp Inc * |
|
|
5,300 |
|
|
|
275 |
|
Diamond Hill Investment Group Inc |
|
|
3,830 |
|
|
|
605 |
|
Dime Community Bancshares Inc |
|
|
6,000 |
|
|
|
156 |
|
Donegal Group Inc, Cl A |
|
|
11,319 |
|
|
|
172 |
|
Donnelley Financial Solutions Inc * |
|
|
1,610 |
|
|
|
107 |
|
Employers Holdings Inc |
|
|
12,760 |
|
|
|
612 |
|
Enact Holdings Inc |
|
|
2,410 |
|
|
|
86 |
|
Enova International Inc * |
|
|
4,636 |
|
|
|
397 |
|
Equity Bancshares Inc, Cl A |
|
|
1,500 |
|
|
|
61 |
|
Esquire Financial Holdings Inc |
|
|
9,265 |
|
|
|
570 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Essent Group Ltd |
|
|
4,370 |
|
|
$ |
281 |
|
Euronet Worldwide Inc * |
|
|
1,790 |
|
|
|
193 |
|
Evercore Inc, Cl A |
|
|
1,096 |
|
|
|
269 |
|
Everest Group Ltd |
|
|
840 |
|
|
|
329 |
|
EVERTEC Inc |
|
|
5,300 |
|
|
|
182 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
350 |
|
|
|
69 |
|
Federated Hermes Inc, Cl B |
|
|
11,600 |
|
|
|
398 |
|
Fidelis Insurance Holdings Ltd |
|
|
3,530 |
|
|
|
65 |
|
Financial Institutions Inc |
|
|
13,810 |
|
|
|
359 |
|
First BanCorp/Puerto Rico |
|
|
21,500 |
|
|
|
460 |
|
First Busey Corp |
|
|
9,500 |
|
|
|
257 |
|
First Business Financial Services Inc |
|
|
9,400 |
|
|
|
426 |
|
First Commonwealth Financial Corp |
|
|
12,500 |
|
|
|
215 |
|
First Community Bankshares Inc |
|
|
7,670 |
|
|
|
338 |
|
First Financial Corp/IN |
|
|
10,980 |
|
|
|
491 |
|
FirstCash Holdings Inc |
|
|
1,720 |
|
|
|
207 |
|
FNB Corp/PA |
|
|
20,700 |
|
|
|
310 |
|
FS KKR Capital Corp |
|
|
14,600 |
|
|
|
295 |
|
Fulton Financial Corp |
|
|
27,574 |
|
|
|
534 |
|
GCM Grosvenor Inc, Cl A |
|
|
3,680 |
|
|
|
40 |
|
Genworth Financial Inc, Cl A * |
|
|
44,700 |
|
|
|
312 |
|
Great Southern Bancorp Inc |
|
|
3,250 |
|
|
|
194 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
2,490 |
|
|
|
35 |
|
Guaranty Bancshares Inc/TX |
|
|
760 |
|
|
|
26 |
|
Hamilton Insurance Group Ltd, Cl B * |
|
|
1,590 |
|
|
|
31 |
|
Hamilton Lane Inc, Cl A |
|
|
11,112 |
|
|
|
1,698 |
|
Hancock Whitney Corp |
|
|
8,300 |
|
|
|
446 |
|
Hanmi Financial Corp |
|
|
22,000 |
|
|
|
436 |
|
Hanover Insurance Group Inc/The |
|
|
1,700 |
|
|
|
250 |
|
HBT Financial Inc |
|
|
26,395 |
|
|
|
592 |
|
HCI Group Inc |
|
|
3,047 |
|
|
|
292 |
|
HomeTrust Bancshares Inc |
|
|
8,029 |
|
|
|
293 |
|
Hope Bancorp Inc |
|
|
26,100 |
|
|
|
334 |
|
Horace Mann Educators Corp |
|
|
2,920 |
|
|
|
104 |
|
Independent Bank Corp/MI |
|
|
24,960 |
|
|
|
846 |
|
International Bancshares Corp |
|
|
3,888 |
|
|
|
246 |
|
International Money Express Inc * |
|
|
30,114 |
|
|
|
547 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
7,650 |
|
|
|
67 |
|
Investors Title Co |
|
|
130 |
|
|
|
29 |
|
Jackson Financial Inc, Cl A |
|
|
6,600 |
|
|
|
594 |
|
James River Group Holdings Ltd |
|
|
9,226 |
|
|
|
68 |
|
Jefferies Financial Group Inc |
|
|
5,064 |
|
|
|
304 |
|
Kinsale Capital Group Inc |
|
|
1,100 |
|
|
|
540 |
|
LendingTree Inc * |
|
|
10,241 |
|
|
|
593 |
|
Mercantile Bank Corp |
|
|
16,875 |
|
|
|
776 |
|
Merchants Bancorp/IN |
|
|
1,520 |
|
|
|
70 |
|
Mercury General Corp |
|
|
1,680 |
|
|
|
111 |
|
Meridian Corp |
|
|
11,600 |
|
|
|
135 |
|
Metrocity Bankshares Inc |
|
|
3,136 |
|
|
|
96 |
|
MGIC Investment Corp |
|
|
24,000 |
|
|
|
610 |
|
Mid Penn Bancorp Inc |
|
|
15,309 |
|
|
|
462 |
|
MidCap Financial Investment Corp |
|
|
21,366 |
|
|
|
298 |
|
Midland States Bancorp Inc |
|
|
17,320 |
|
|
|
394 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Moelis & Co, Cl A |
|
|
12,372 |
|
|
$ |
826 |
|
Moneylion Inc * |
|
|
5,690 |
|
|
|
264 |
|
Mr Cooper Group Inc * |
|
|
7,800 |
|
|
|
732 |
|
NerdWallet Inc, Cl A * |
|
|
5,610 |
|
|
|
73 |
|
New Mountain Finance Corp |
|
|
20,100 |
|
|
|
247 |
|
New York Mortgage Trust Inc ‡ |
|
|
25,900 |
|
|
|
173 |
|
NMI Holdings Inc, Cl A * |
|
|
9,583 |
|
|
|
394 |
|
Northeast Community Bancorp Inc |
|
|
12,180 |
|
|
|
278 |
|
Northrim BanCorp Inc |
|
|
9,660 |
|
|
|
666 |
|
Oak Valley Bancorp |
|
|
610 |
|
|
|
16 |
|
Oaktree Specialty Lending Corp |
|
|
13,100 |
|
|
|
224 |
|
OFG Bancorp |
|
|
30,741 |
|
|
|
1,414 |
|
Old National Bancorp/IN |
|
|
14,400 |
|
|
|
286 |
|
Old Republic International Corp |
|
|
15,739 |
|
|
|
565 |
|
Old Second Bancorp Inc |
|
|
14,600 |
|
|
|
249 |
|
OppFi Inc |
|
|
2,800 |
|
|
|
13 |
|
Orrstown Financial Services Inc |
|
|
15,383 |
|
|
|
551 |
|
Park National Corp |
|
|
1,614 |
|
|
|
284 |
|
Pathward Financial Inc |
|
|
1,680 |
|
|
|
116 |
|
Patria Investments Ltd, Cl A |
|
|
4,340 |
|
|
|
50 |
|
Paysafe Ltd * |
|
|
15,956 |
|
|
|
357 |
|
PCB Bancorp |
|
|
10,100 |
|
|
|
195 |
|
PennantPark Investment Corp |
|
|
55,400 |
|
|
|
391 |
|
Peoples Bancorp Inc/OH |
|
|
3,310 |
|
|
|
106 |
|
Peoples Financial Services Corp |
|
|
1,641 |
|
|
|
78 |
|
Perella Weinberg Partners, Cl A |
|
|
3,480 |
|
|
|
68 |
|
Piper Sandler Cos |
|
|
4,073 |
|
|
|
1,111 |
|
PJT Partners Inc, Cl A |
|
|
1,760 |
|
|
|
217 |
|
Plumas Bancorp |
|
|
400 |
|
|
|
16 |
|
Ponce Financial Group Inc * |
|
|
13,051 |
|
|
|
148 |
|
Popular Inc |
|
|
10,510 |
|
|
|
1,077 |
|
Preferred Bank/Los Angeles CA |
|
|
2,954 |
|
|
|
245 |
|
Princeton Bancorp Inc |
|
|
223 |
|
|
|
8 |
|
Regional Management Corp |
|
|
19,565 |
|
|
|
656 |
|
Reinsurance Group of America Inc, Cl A |
|
|
1,640 |
|
|
|
362 |
|
RenaissanceRe Holdings Ltd |
|
|
1,350 |
|
|
|
344 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
8,781 |
|
|
|
561 |
|
Rithm Capital Corp ‡ |
|
|
31,400 |
|
|
|
375 |
|
RLI Corp |
|
|
670 |
|
|
|
103 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
2,070 |
|
|
|
134 |
|
S&T Bancorp Inc |
|
|
5,524 |
|
|
|
237 |
|
Safety Insurance Group Inc |
|
|
1,080 |
|
|
|
96 |
|
Security National Financial Corp, Cl A * |
|
|
3,234 |
|
|
|
29 |
|
Selective Insurance Group Inc |
|
|
1,500 |
|
|
|
136 |
|
Selectquote Inc * |
|
|
100,220 |
|
|
|
409 |
|
Sezzle Inc * |
|
|
1,741 |
|
|
|
237 |
|
Sierra Bancorp |
|
|
11,030 |
|
|
|
332 |
|
Sixth Street Specialty Lending Inc |
|
|
17,500 |
|
|
|
372 |
|
Skyward Specialty Insurance Group Inc * |
|
|
1,830 |
|
|
|
75 |
|
SmartFinancial Inc |
|
|
1,290 |
|
|
|
38 |
|
South Plains Financial Inc |
|
|
1,300 |
|
|
|
45 |
|
Southern Missouri Bancorp Inc |
|
|
2,709 |
|
|
|
157 |
|
Southern States Bancshares Inc |
|
|
1,800 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SouthState Corp |
|
|
2,713 |
|
|
$ |
263 |
|
Stellar Bancorp Inc |
|
|
3,341 |
|
|
|
91 |
|
StepStone Group Inc, Cl A |
|
|
12,326 |
|
|
|
674 |
|
Stifel Financial Corp |
|
|
15,170 |
|
|
|
1,337 |
|
StoneX Group Inc * |
|
|
1,590 |
|
|
|
132 |
|
Sunrise Realty Trust Inc *‡ |
|
|
6,414 |
|
|
|
90 |
|
Synovus Financial Corp |
|
|
5,800 |
|
|
|
267 |
|
Timberland Bancorp Inc/WA |
|
|
800 |
|
|
|
25 |
|
TPG Inc, Cl A |
|
|
700 |
|
|
|
35 |
|
TPG RE Finance Trust Inc ‡ |
|
|
37,280 |
|
|
|
338 |
|
United Fire Group Inc |
|
|
12,971 |
|
|
|
266 |
|
Universal Insurance Holdings Inc |
|
|
35,010 |
|
|
|
749 |
|
Univest Financial Corp |
|
|
8,630 |
|
|
|
246 |
|
Victory Capital Holdings Inc, Cl A |
|
|
5,349 |
|
|
|
292 |
|
Virtu Financial Inc, Cl A |
|
|
810 |
|
|
|
25 |
|
Virtus Investment Partners Inc |
|
|
390 |
|
|
|
83 |
|
Voya Financial Inc |
|
|
10 |
|
|
|
1 |
|
WaFd Inc |
|
|
12,800 |
|
|
|
469 |
|
Waterstone Financial Inc |
|
|
5,698 |
|
|
|
86 |
|
Westamerica BanCorp |
|
|
1,290 |
|
|
|
67 |
|
Western Union Co/The |
|
|
4,350 |
|
|
|
53 |
|
White Mountains Insurance Group Ltd |
|
|
122 |
|
|
|
225 |
|
Wintrust Financial Corp |
|
|
2,975 |
|
|
|
324 |
|
WisdomTree Inc |
|
|
14,529 |
|
|
|
147 |
|
World Acceptance Corp * |
|
|
4,246 |
|
|
|
500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
58,184 |
|
Health Care — 16.1% |
|
|
|
|
ACELYRIN Inc * |
|
|
33,159 |
|
|
|
159 |
|
Addus HomeCare Corp * |
|
|
1,010 |
|
|
|
134 |
|
ADMA Biologics Inc * |
|
|
17,458 |
|
|
|
302 |
|
Agios Pharmaceuticals Inc * |
|
|
7,824 |
|
|
|
359 |
|
Aldeyra Therapeutics Inc * |
|
|
72,831 |
|
|
|
419 |
|
Alector Inc * |
|
|
15,183 |
|
|
|
80 |
|
Alkermes PLC * |
|
|
20,690 |
|
|
|
589 |
|
Altimmune Inc * |
|
|
14,540 |
|
|
|
97 |
|
ALX Oncology Holdings Inc * |
|
|
27,030 |
|
|
|
63 |
|
AMN Healthcare Services Inc * |
|
|
3,300 |
|
|
|
175 |
|
Amphastar Pharmaceuticals Inc * |
|
|
2,720 |
|
|
|
133 |
|
AnaptysBio Inc * |
|
|
2,560 |
|
|
|
98 |
|
ANI Pharmaceuticals Inc * |
|
|
5,158 |
|
|
|
329 |
|
Anika Therapeutics Inc * |
|
|
2,900 |
|
|
|
75 |
|
Arcellx Inc * |
|
|
2,220 |
|
|
|
153 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
3,700 |
|
|
|
78 |
|
Arcus Biosciences Inc * |
|
|
3,680 |
|
|
|
63 |
|
Arcutis Biotherapeutics Inc * |
|
|
25,340 |
|
|
|
276 |
|
ARS Pharmaceuticals Inc * |
|
|
23,405 |
|
|
|
304 |
|
Avidity Biosciences Inc * |
|
|
5,811 |
|
|
|
256 |
|
Axogen Inc * |
|
|
5,230 |
|
|
|
69 |
|
Bioventus Inc, Cl A * |
|
|
33,730 |
|
|
|
339 |
|
Blueprint Medicines Corp * |
|
|
6,814 |
|
|
|
651 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
39,583 |
|
|
|
281 |
|
CareDx Inc * |
|
|
16,847 |
|
|
|
518 |
|
Catalyst Pharmaceuticals Inc * |
|
|
31,939 |
|
|
|
647 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Celcuity Inc * |
|
|
1,380 |
|
|
$ |
22 |
|
CG oncology Inc * |
|
|
2,560 |
|
|
|
94 |
|
Chemed Corp |
|
|
481 |
|
|
|
282 |
|
Coherus Biosciences Inc * |
|
|
62,560 |
|
|
|
87 |
|
Collegium Pharmaceutical Inc * |
|
|
10,160 |
|
|
|
391 |
|
Community Health Systems Inc * |
|
|
117,820 |
|
|
|
642 |
|
CorVel Corp * |
|
|
640 |
|
|
|
205 |
|
Crinetics Pharmaceuticals Inc * |
|
|
3,658 |
|
|
|
194 |
|
Cross Country Healthcare Inc * |
|
|
2,170 |
|
|
|
32 |
|
Cullinan Therapeutics Inc * |
|
|
1,370 |
|
|
|
27 |
|
Day One Biopharmaceuticals Inc * |
|
|
4,250 |
|
|
|
59 |
|
Dyne Therapeutics Inc * |
|
|
6,865 |
|
|
|
316 |
|
Editas Medicine Inc, Cl A * |
|
|
30,780 |
|
|
|
115 |
|
Embecta Corp |
|
|
12,520 |
|
|
|
205 |
|
Encompass Health Corp |
|
|
3,670 |
|
|
|
341 |
|
Enhabit Inc * |
|
|
8,140 |
|
|
|
69 |
|
Ensign Group Inc/The |
|
|
14,629 |
|
|
|
2,214 |
|
Entrada Therapeutics Inc * |
|
|
3,470 |
|
|
|
61 |
|
Evolus Inc * |
|
|
20,023 |
|
|
|
318 |
|
Exelixis Inc * |
|
|
42,080 |
|
|
|
1,095 |
|
Generation Bio Co * |
|
|
79,592 |
|
|
|
210 |
|
Geron Corp * |
|
|
68,439 |
|
|
|
325 |
|
Glaukos Corp * |
|
|
2,779 |
|
|
|
372 |
|
Haemonetics Corp * |
|
|
2,130 |
|
|
|
161 |
|
Halozyme Therapeutics Inc * |
|
|
17,253 |
|
|
|
1,102 |
|
Harmony Biosciences Holdings Inc * |
|
|
16,900 |
|
|
|
608 |
|
Harrow Inc * |
|
|
13,294 |
|
|
|
538 |
|
Health Catalyst Inc * |
|
|
38,340 |
|
|
|
276 |
|
HealthStream Inc |
|
|
6,956 |
|
|
|
202 |
|
Henry Schein Inc * |
|
|
3,050 |
|
|
|
215 |
|
Heron Therapeutics Inc * |
|
|
41,175 |
|
|
|
79 |
|
Ideaya Biosciences Inc * |
|
|
2,850 |
|
|
|
113 |
|
Innoviva Inc * |
|
|
4,890 |
|
|
|
95 |
|
Insmed Inc * |
|
|
16,450 |
|
|
|
1,258 |
|
Intra-Cellular Therapies Inc * |
|
|
3,995 |
|
|
|
293 |
|
Ionis Pharmaceuticals Inc * |
|
|
3,300 |
|
|
|
157 |
|
iRadimed Corp |
|
|
11,193 |
|
|
|
526 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
50,100 |
|
|
|
254 |
|
Jazz Pharmaceuticals PLC * |
|
|
6,750 |
|
|
|
783 |
|
Joint Corp/The * |
|
|
16,304 |
|
|
|
184 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
15,416 |
|
|
|
412 |
|
Kodiak Sciences Inc * |
|
|
28,330 |
|
|
|
71 |
|
Krystal Biotech Inc * |
|
|
2,221 |
|
|
|
433 |
|
Kura Oncology Inc * |
|
|
2,230 |
|
|
|
47 |
|
Lantheus Holdings Inc * |
|
|
13,560 |
|
|
|
1,444 |
|
LeMaitre Vascular Inc |
|
|
3,659 |
|
|
|
330 |
|
LifeMD Inc * |
|
|
22,634 |
|
|
|
118 |
|
Ligand Pharmaceuticals Inc * |
|
|
930 |
|
|
|
98 |
|
Longboard Pharmaceuticals Inc * |
|
|
7,233 |
|
|
|
261 |
|
Madrigal Pharmaceuticals Inc * |
|
|
490 |
|
|
|
121 |
|
MannKind Corp * |
|
|
27,322 |
|
|
|
171 |
|
Medpace Holdings Inc * |
|
|
430 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MeiraGTx Holdings plc * |
|
|
21,494 |
|
|
$ |
87 |
|
Merit Medical Systems Inc * |
|
|
15,057 |
|
|
|
1,456 |
|
Mersana Therapeutics Inc * |
|
|
42,280 |
|
|
|
67 |
|
Mesa Laboratories Inc |
|
|
730 |
|
|
|
98 |
|
Mirum Pharmaceuticals Inc * |
|
|
6,087 |
|
|
|
262 |
|
National HealthCare Corp |
|
|
1,290 |
|
|
|
177 |
|
Neurocrine Biosciences Inc * |
|
|
1,290 |
|
|
|
164 |
|
Nurix Therapeutics Inc * |
|
|
15,936 |
|
|
|
402 |
|
Nuvalent Inc, Cl A * |
|
|
1,300 |
|
|
|
111 |
|
Option Care Health Inc * |
|
|
6,470 |
|
|
|
207 |
|
OraSure Technologies Inc * |
|
|
73,500 |
|
|
|
329 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
88,844 |
|
|
|
256 |
|
Organon & Co |
|
|
27,000 |
|
|
|
603 |
|
Pacira BioSciences Inc * |
|
|
17,260 |
|
|
|
269 |
|
PACS Group Inc * |
|
|
7,098 |
|
|
|
282 |
|
Patterson Cos Inc |
|
|
9,400 |
|
|
|
211 |
|
Pennant Group Inc/The * |
|
|
9,180 |
|
|
|
315 |
|
Perrigo Co PLC |
|
|
3,000 |
|
|
|
87 |
|
PetIQ Inc, Cl A * |
|
|
10,343 |
|
|
|
316 |
|
Phathom Pharmaceuticals Inc * |
|
|
13,885 |
|
|
|
229 |
|
Phibro Animal Health Corp, Cl A |
|
|
8,820 |
|
|
|
185 |
|
Premier Inc, Cl A |
|
|
24,200 |
|
|
|
493 |
|
Prestige Consumer Healthcare Inc * |
|
|
9,840 |
|
|
|
734 |
|
PROCEPT BioRobotics Corp * |
|
|
3,766 |
|
|
|
298 |
|
Puma Biotechnology Inc * |
|
|
4,200 |
|
|
|
10 |
|
QIAGEN NV |
|
|
3,755 |
|
|
|
172 |
|
QuidelOrtho Corp * |
|
|
2,400 |
|
|
|
101 |
|
RadNet Inc * |
|
|
12,180 |
|
|
|
807 |
|
RAPT Therapeutics Inc * |
|
|
28,172 |
|
|
|
58 |
|
Relay Therapeutics Inc * |
|
|
23,140 |
|
|
|
157 |
|
Repligen Corp * |
|
|
1,325 |
|
|
|
200 |
|
Replimune Group Inc, * |
|
|
15,240 |
|
|
|
155 |
|
Revance Therapeutics Inc * |
|
|
20,520 |
|
|
|
135 |
|
REVOLUTION Medicines Inc * |
|
|
4,577 |
|
|
|
195 |
|
Rigel Pharmaceuticals Inc * |
|
|
10,273 |
|
|
|
138 |
|
RxSight Inc * |
|
|
2,600 |
|
|
|
147 |
|
Select Medical Holdings Corp |
|
|
7,300 |
|
|
|
263 |
|
SIGA Technologies Inc |
|
|
51,122 |
|
|
|
462 |
|
Simulations Plus Inc |
|
|
1,120 |
|
|
|
41 |
|
Soleno Therapeutics Inc * |
|
|
1,560 |
|
|
|
76 |
|
Solid Biosciences Inc * |
|
|
10,800 |
|
|
|
96 |
|
Stoke Therapeutics Inc * |
|
|
21,037 |
|
|
|
306 |
|
Supernus Pharmaceuticals Inc * |
|
|
3,205 |
|
|
|
113 |
|
Surmodics Inc * |
|
|
7,398 |
|
|
|
293 |
|
Syndax Pharmaceuticals Inc * |
|
|
7,370 |
|
|
|
151 |
|
Tactile Systems Technology Inc * |
|
|
36,051 |
|
|
|
494 |
|
Tandem Diabetes Care Inc * |
|
|
3,898 |
|
|
|
170 |
|
Taysha Gene Therapies Inc * |
|
|
29,186 |
|
|
|
65 |
|
Tenet Healthcare Corp * |
|
|
5,297 |
|
|
|
878 |
|
Terns Pharmaceuticals Inc * |
|
|
4,550 |
|
|
|
35 |
|
TG Therapeutics Inc * |
|
|
11,323 |
|
|
|
266 |
|
Theravance Biopharma Inc * |
|
|
5,500 |
|
|
|
45 |
|
TransMedics Group Inc * |
|
|
7,688 |
|
|
|
1,292 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Travere Therapeutics Inc * |
|
|
16,030 |
|
|
$ |
152 |
|
Twist Bioscience Corp * |
|
|
4,156 |
|
|
|
180 |
|
UFP Technologies Inc * |
|
|
1,708 |
|
|
|
583 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
3,773 |
|
|
|
214 |
|
United Therapeutics Corp * |
|
|
3,257 |
|
|
|
1,184 |
|
Universal Health Services Inc, Cl B |
|
|
1,530 |
|
|
|
364 |
|
Utah Medical Products Inc |
|
|
7,600 |
|
|
|
517 |
|
Vanda Pharmaceuticals Inc * |
|
|
77,950 |
|
|
|
412 |
|
Varex Imaging Corp * |
|
|
2,490 |
|
|
|
31 |
|
Vaxcyte Inc * |
|
|
6,537 |
|
|
|
528 |
|
Verve Therapeutics Inc * |
|
|
54,010 |
|
|
|
362 |
|
WaVe Life Sciences Ltd * |
|
|
6,300 |
|
|
|
36 |
|
Waystar Holding Corp * |
|
|
8,193 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,571 |
|
Industrials — 18.3% |
|
|
|
|
AAR Corp * |
|
|
1,690 |
|
|
|
111 |
|
ABM Industries Inc |
|
|
7,840 |
|
|
|
448 |
|
ACCO Brands Corp |
|
|
49,600 |
|
|
|
272 |
|
Acuity Brands Inc |
|
|
1,160 |
|
|
|
295 |
|
ACV Auctions Inc, Cl A * |
|
|
9,610 |
|
|
|
180 |
|
AeroVironment Inc * |
|
|
6,156 |
|
|
|
1,254 |
|
AerSale Corp * |
|
|
18,010 |
|
|
|
92 |
|
Alaska Air Group Inc * |
|
|
4,200 |
|
|
|
152 |
|
American Superconductor Corp * |
|
|
6,986 |
|
|
|
141 |
|
American Woodmark Corp * |
|
|
7,500 |
|
|
|
672 |
|
Apogee Enterprises Inc |
|
|
9,280 |
|
|
|
620 |
|
Applied Industrial Technologies Inc |
|
|
1,550 |
|
|
|
318 |
|
ArcBest Corp |
|
|
6,600 |
|
|
|
702 |
|
Argan Inc |
|
|
5,713 |
|
|
|
453 |
|
Aris Water Solutions Inc, Cl A |
|
|
26,777 |
|
|
|
450 |
|
Astronics Corp * |
|
|
11,405 |
|
|
|
256 |
|
Atkore Inc |
|
|
6,600 |
|
|
|
616 |
|
AZEK Co Inc/The, Cl A * |
|
|
7,270 |
|
|
|
310 |
|
AZZ Inc |
|
|
1,784 |
|
|
|
148 |
|
Barrett Business Services Inc |
|
|
11,200 |
|
|
|
409 |
|
Blue Bird Corp * |
|
|
3,267 |
|
|
|
167 |
|
Boise Cascade Co |
|
|
3,460 |
|
|
|
469 |
|
Brady Corp, Cl A |
|
|
2,682 |
|
|
|
199 |
|
BrightView Holdings Inc * |
|
|
34,970 |
|
|
|
558 |
|
Brink's Co/The |
|
|
5,288 |
|
|
|
587 |
|
Brookfield Business Corp, Cl A |
|
|
7,696 |
|
|
|
175 |
|
BWX Technologies Inc |
|
|
3,080 |
|
|
|
317 |
|
CACI International Inc, Cl A * |
|
|
1,242 |
|
|
|
606 |
|
Cadre Holdings Inc |
|
|
8,180 |
|
|
|
297 |
|
Casella Waste Systems Inc, Cl A * |
|
|
9,505 |
|
|
|
1,025 |
|
CECO Environmental Corp * |
|
|
7,768 |
|
|
|
225 |
|
Clean Harbors Inc * |
|
|
1,500 |
|
|
|
369 |
|
Commercial Vehicle Group Inc * |
|
|
41,781 |
|
|
|
152 |
|
Construction Partners Inc, Cl A * |
|
|
2,630 |
|
|
|
174 |
|
Costamare Inc |
|
|
38,185 |
|
|
|
542 |
|
Covenant Logistics Group Inc, Cl A |
|
|
1,000 |
|
|
|
53 |
|
CRA International Inc |
|
|
530 |
|
|
|
89 |
|
Crane Co |
|
|
9,666 |
|
|
|
1,531 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CSG Systems International Inc |
|
|
3,800 |
|
|
$ |
184 |
|
Curtiss-Wright Corp |
|
|
2,164 |
|
|
|
684 |
|
Deluxe Corp |
|
|
7,700 |
|
|
|
159 |
|
DNOW Inc * |
|
|
7,120 |
|
|
|
93 |
|
Donaldson Co Inc |
|
|
3,760 |
|
|
|
273 |
|
Ducommun Inc * |
|
|
1,220 |
|
|
|
79 |
|
DXP Enterprises Inc/TX * |
|
|
5,088 |
|
|
|
280 |
|
Dycom Industries Inc * |
|
|
1,788 |
|
|
|
315 |
|
EMCOR Group Inc |
|
|
960 |
|
|
|
377 |
|
Enerpac Tool Group Corp, Cl A |
|
|
3,240 |
|
|
|
134 |
|
EnerSys |
|
|
2,150 |
|
|
|
218 |
|
Ennis Inc |
|
|
21,288 |
|
|
|
509 |
|
Exponent Inc |
|
|
4,520 |
|
|
|
489 |
|
Federal Signal Corp |
|
|
12,385 |
|
|
|
1,170 |
|
Flowserve Corp |
|
|
1,610 |
|
|
|
80 |
|
Franklin Covey Co * |
|
|
11,569 |
|
|
|
466 |
|
Franklin Electric Co Inc |
|
|
1,380 |
|
|
|
143 |
|
Frontier Group Holdings Inc * |
|
|
16,600 |
|
|
|
60 |
|
FTAI Aviation Ltd |
|
|
16,297 |
|
|
|
2,083 |
|
FTI Consulting Inc * |
|
|
4,830 |
|
|
|
1,103 |
|
Gates Industrial Corp PLC * |
|
|
30,200 |
|
|
|
548 |
|
Genco Shipping & Trading Ltd |
|
|
13,178 |
|
|
|
232 |
|
Genpact Ltd |
|
|
7,590 |
|
|
|
298 |
|
Gibraltar Industries Inc * |
|
|
1,800 |
|
|
|
125 |
|
Global Industrial Co |
|
|
10,781 |
|
|
|
361 |
|
GMS Inc * |
|
|
5,310 |
|
|
|
461 |
|
Gorman-Rupp Co/The |
|
|
1,690 |
|
|
|
66 |
|
Graham Corp * |
|
|
2,301 |
|
|
|
73 |
|
Griffon Corp |
|
|
160 |
|
|
|
11 |
|
Heidrick & Struggles International Inc |
|
|
5,717 |
|
|
|
221 |
|
HNI Corp |
|
|
2,700 |
|
|
|
145 |
|
Hudson Technologies Inc * |
|
|
26,910 |
|
|
|
221 |
|
Huntington Ingalls Industries Inc |
|
|
1,110 |
|
|
|
314 |
|
Huron Consulting Group Inc * |
|
|
1,160 |
|
|
|
128 |
|
Hyster-Yale Inc |
|
|
3,775 |
|
|
|
238 |
|
IBEX Holdings Ltd * |
|
|
10,878 |
|
|
|
188 |
|
ICF International Inc |
|
|
490 |
|
|
|
81 |
|
IES Holdings Inc * |
|
|
1,719 |
|
|
|
321 |
|
Interface Inc, Cl A |
|
|
33,030 |
|
|
|
624 |
|
Karat Packaging Inc |
|
|
20,721 |
|
|
|
525 |
|
Kelly Services Inc, Cl A |
|
|
24,569 |
|
|
|
519 |
|
Kforce Inc |
|
|
1,980 |
|
|
|
130 |
|
Kirby Corp * |
|
|
4,733 |
|
|
|
568 |
|
Korn Ferry |
|
|
1,340 |
|
|
|
98 |
|
L B Foster Co, Cl A * |
|
|
4,018 |
|
|
|
81 |
|
Landstar System Inc |
|
|
1,340 |
|
|
|
245 |
|
Limbach Holdings Inc * |
|
|
1,320 |
|
|
|
85 |
|
Lincoln Electric Holdings Inc |
|
|
1,120 |
|
|
|
217 |
|
Loar Holdings Inc * |
|
|
3,179 |
|
|
|
236 |
|
LSI Industries Inc |
|
|
21,260 |
|
|
|
338 |
|
Luxfer Holdings PLC |
|
|
13,670 |
|
|
|
153 |
|
Manitowoc Co Inc/The * |
|
|
20,823 |
|
|
|
210 |
|
Marten Transport Ltd |
|
|
5,660 |
|
|
|
99 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Matson Inc |
|
|
4,500 |
|
|
$ |
622 |
|
Maximus Inc |
|
|
2,850 |
|
|
|
263 |
|
Miller Industries Inc/TN |
|
|
1,010 |
|
|
|
61 |
|
Moog Inc, Cl A |
|
|
2,590 |
|
|
|
511 |
|
MRC Global Inc * |
|
|
6,530 |
|
|
|
86 |
|
MSA Safety Inc |
|
|
1,490 |
|
|
|
272 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,320 |
|
|
|
191 |
|
Mueller Industries Inc |
|
|
29,937 |
|
|
|
2,177 |
|
Mueller Water Products Inc, Cl A |
|
|
13,891 |
|
|
|
298 |
|
National Presto Industries Inc |
|
|
610 |
|
|
|
48 |
|
Northwest Pipe Co * |
|
|
910 |
|
|
|
40 |
|
Omega Flex Inc |
|
|
1,390 |
|
|
|
66 |
|
PAM Transportation Services Inc * |
|
|
4,337 |
|
|
|
79 |
|
Park Aerospace Corp |
|
|
2,600 |
|
|
|
35 |
|
Park-Ohio Holdings Corp |
|
|
18,766 |
|
|
|
567 |
|
Parsons Corp * |
|
|
17,583 |
|
|
|
1,678 |
|
Powell Industries Inc |
|
|
813 |
|
|
|
136 |
|
Preformed Line Products Co |
|
|
1,690 |
|
|
|
203 |
|
Primoris Services Corp |
|
|
8,597 |
|
|
|
485 |
|
Quad/Graphics Inc, Cl A |
|
|
42,000 |
|
|
|
197 |
|
Radiant Logistics Inc * |
|
|
5,150 |
|
|
|
33 |
|
RBC Bearings Inc * |
|
|
1,728 |
|
|
|
515 |
|
Rush Enterprises Inc, Cl A |
|
|
4,220 |
|
|
|
222 |
|
RXO Inc * |
|
|
10,322 |
|
|
|
294 |
|
Ryder System Inc |
|
|
6,100 |
|
|
|
886 |
|
Safe Bulkers Inc |
|
|
145,256 |
|
|
|
742 |
|
Science Applications International Corp |
|
|
2,180 |
|
|
|
285 |
|
Shyft Group Inc/The |
|
|
5,240 |
|
|
|
74 |
|
Simpson Manufacturing Co Inc |
|
|
1,175 |
|
|
|
215 |
|
Snap-on Inc |
|
|
970 |
|
|
|
275 |
|
SPX Technologies Inc * |
|
|
8,352 |
|
|
|
1,363 |
|
Steelcase Inc, Cl A |
|
|
20,440 |
|
|
|
289 |
|
Sterling Infrastructure Inc * |
|
|
2,420 |
|
|
|
289 |
|
Sun Country Airlines Holdings Inc * |
|
|
48,017 |
|
|
|
527 |
|
Tennant Co |
|
|
1,300 |
|
|
|
127 |
|
Tetra Tech Inc |
|
|
1,570 |
|
|
|
373 |
|
Textron Inc |
|
|
3,930 |
|
|
|
358 |
|
TriNet Group Inc |
|
|
410 |
|
|
|
42 |
|
Tutor Perini Corp * |
|
|
21,074 |
|
|
|
505 |
|
UFP Industries Inc |
|
|
2,350 |
|
|
|
286 |
|
UL Solutions Inc, Cl A |
|
|
5,284 |
|
|
|
288 |
|
UniFirst Corp/MA |
|
|
820 |
|
|
|
156 |
|
Universal Logistics Holdings Inc |
|
|
5,900 |
|
|
|
249 |
|
V2X Inc * |
|
|
2,280 |
|
|
|
129 |
|
Viad Corp * |
|
|
5,822 |
|
|
|
200 |
|
Virco Mfg. Corp |
|
|
10,480 |
|
|
|
163 |
|
Wabash National Corp |
|
|
13,147 |
|
|
|
256 |
|
Watts Water Technologies Inc, Cl A |
|
|
1,140 |
|
|
|
224 |
|
Willdan Group Inc * |
|
|
14,584 |
|
|
|
556 |
|
Willis Lease Finance Corp |
|
|
1,130 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,551 |
|
Information Technology — 12.1% |
|
|
|
|
8x8 Inc * |
|
|
109,450 |
|
|
|
206 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
A10 Networks Inc |
|
|
7,300 |
|
|
$ |
101 |
|
ACI Worldwide Inc * |
|
|
7,378 |
|
|
|
372 |
|
Agilysys Inc * |
|
|
7,868 |
|
|
|
890 |
|
Alarm.com Holdings Inc * |
|
|
2,700 |
|
|
|
161 |
|
Alkami Technology Inc * |
|
|
14,579 |
|
|
|
486 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
6,197 |
|
|
|
259 |
|
Amdocs Ltd |
|
|
3,430 |
|
|
|
298 |
|
American Software Inc/GA, Cl A |
|
|
3,000 |
|
|
|
35 |
|
Amkor Technology Inc |
|
|
20,600 |
|
|
|
678 |
|
Amplitude Inc, Cl A * |
|
|
7,710 |
|
|
|
68 |
|
Appfolio Inc, Cl A * |
|
|
910 |
|
|
|
211 |
|
Arlo Technologies Inc * |
|
|
16,139 |
|
|
|
189 |
|
Arrow Electronics Inc * |
|
|
1,270 |
|
|
|
172 |
|
ASGN Inc * |
|
|
2,180 |
|
|
|
210 |
|
AvePoint Inc * |
|
|
30,927 |
|
|
|
357 |
|
Aviat Networks Inc * |
|
|
14,020 |
|
|
|
385 |
|
Avnet Inc |
|
|
13,000 |
|
|
|
717 |
|
Backblaze Inc, Cl A * |
|
|
9,200 |
|
|
|
56 |
|
Badger Meter Inc |
|
|
6,064 |
|
|
|
1,255 |
|
Bel Fuse Inc, Cl B |
|
|
8,280 |
|
|
|
562 |
|
Benchmark Electronics Inc |
|
|
7,384 |
|
|
|
314 |
|
Blackbaud Inc * |
|
|
2,460 |
|
|
|
206 |
|
Box Inc, Cl A * |
|
|
6,120 |
|
|
|
200 |
|
Camtek Ltd/Israel |
|
|
6,395 |
|
|
|
582 |
|
Cirrus Logic Inc * |
|
|
9,925 |
|
|
|
1,446 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
43,379 |
|
|
|
1,075 |
|
Climb Global Solutions Inc |
|
|
590 |
|
|
|
56 |
|
Coherent Corp * |
|
|
2,872 |
|
|
|
224 |
|
CommVault Systems Inc * |
|
|
5,245 |
|
|
|
815 |
|
Consensus Cloud Solutions Inc * |
|
|
16,640 |
|
|
|
401 |
|
Credo Technology Group Holding Ltd * |
|
|
10,861 |
|
|
|
379 |
|
Daktronics Inc * |
|
|
9,680 |
|
|
|
140 |
|
Digital Turbine Inc * |
|
|
38,190 |
|
|
|
123 |
|
Enfusion Inc, Cl A * |
|
|
4,210 |
|
|
|
35 |
|
ePlus Inc * |
|
|
1,820 |
|
|
|
175 |
|
F5 Inc * |
|
|
1,680 |
|
|
|
341 |
|
Fabrinet * |
|
|
1,335 |
|
|
|
325 |
|
Hackett Group Inc/The |
|
|
16,203 |
|
|
|
429 |
|
Immersion Corp |
|
|
71,802 |
|
|
|
675 |
|
Impinj Inc * |
|
|
904 |
|
|
|
152 |
|
Information Services Group Inc |
|
|
28,000 |
|
|
|
98 |
|
Insight Enterprises Inc * |
|
|
1,440 |
|
|
|
313 |
|
Itron Inc * |
|
|
2,524 |
|
|
|
258 |
|
Kimball Electronics Inc * |
|
|
7,600 |
|
|
|
140 |
|
Kyndryl Holdings Inc * |
|
|
2,420 |
|
|
|
57 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
1,392 |
|
|
|
152 |
|
Manhattan Associates Inc * |
|
|
1,360 |
|
|
|
360 |
|
Methode Electronics Inc |
|
|
27,627 |
|
|
|
288 |
|
N-able Inc/US * |
|
|
5,090 |
|
|
|
65 |
|
Nova Ltd * |
|
|
4,405 |
|
|
|
985 |
|
Novanta Inc * |
|
|
4,630 |
|
|
|
849 |
|
NVE Corp |
|
|
540 |
|
|
|
45 |
|
Olo Inc, Cl A * |
|
|
65,320 |
|
|
|
343 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ON24 Inc * |
|
|
51,230 |
|
|
$ |
330 |
|
OneSpan Inc * |
|
|
37,329 |
|
|
|
602 |
|
OSI Systems Inc * |
|
|
540 |
|
|
|
81 |
|
PC Connection Inc |
|
|
5,805 |
|
|
|
424 |
|
Pegasystems Inc |
|
|
2,540 |
|
|
|
180 |
|
Photronics Inc * |
|
|
24,824 |
|
|
|
642 |
|
Plexus Corp * |
|
|
1,560 |
|
|
|
200 |
|
Progress Software Corp |
|
|
3,190 |
|
|
|
185 |
|
Q2 Holdings Inc * |
|
|
21,633 |
|
|
|
1,605 |
|
Qualys Inc * |
|
|
1,840 |
|
|
|
230 |
|
Red Violet Inc * |
|
|
11,369 |
|
|
|
329 |
|
Ribbon Communications Inc * |
|
|
21,240 |
|
|
|
72 |
|
Rimini Street Inc * |
|
|
136,907 |
|
|
|
241 |
|
Sanmina Corp * |
|
|
11,000 |
|
|
|
763 |
|
Sapiens International Corp NV |
|
|
2,740 |
|
|
|
100 |
|
ScanSource Inc * |
|
|
9,180 |
|
|
|
468 |
|
SEMrush Holdings Inc, Cl A * |
|
|
5,070 |
|
|
|
70 |
|
SiTime Corp * |
|
|
1,817 |
|
|
|
263 |
|
SMART Global Holdings Inc * |
|
|
19,900 |
|
|
|
412 |
|
SolarWinds Corp |
|
|
47,760 |
|
|
|
611 |
|
SPS Commerce Inc * |
|
|
5,175 |
|
|
|
1,034 |
|
TD SYNNEX Corp |
|
|
2,300 |
|
|
|
279 |
|
Teradata Corp * |
|
|
650 |
|
|
|
18 |
|
TTM Technologies Inc * |
|
|
24,071 |
|
|
|
468 |
|
Turtle Beach Corp * |
|
|
14,649 |
|
|
|
229 |
|
Varonis Systems Inc, Cl B * |
|
|
14,880 |
|
|
|
842 |
|
Vertex Inc, Cl A * |
|
|
25,110 |
|
|
|
971 |
|
Vishay Intertechnology Inc |
|
|
7,500 |
|
|
|
151 |
|
Vishay Precision Group Inc * |
|
|
1,200 |
|
|
|
33 |
|
Vontier Corp |
|
|
10,400 |
|
|
|
364 |
|
Yext Inc * |
|
|
39,580 |
|
|
|
201 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
45,757 |
|
|
|
1,208 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,320 |
|
Materials — 3.0% |
|
|
|
|
AdvanSix Inc |
|
|
8,500 |
|
|
|
251 |
|
American Vanguard Corp |
|
|
15,600 |
|
|
|
90 |
|
Arch Resources Inc |
|
|
1,100 |
|
|
|
150 |
|
Aspen Aerogels Inc * |
|
|
6,725 |
|
|
|
193 |
|
ATI Inc * |
|
|
3,800 |
|
|
|
243 |
|
Balchem Corp |
|
|
1,610 |
|
|
|
285 |
|
Caledonia Mining Corp PLC |
|
|
700 |
|
|
|
9 |
|
Clearwater Paper Corp * |
|
|
6,980 |
|
|
|
232 |
|
Coeur Mining Inc * |
|
|
14,680 |
|
|
|
90 |
|
Commercial Metals Co |
|
|
13,200 |
|
|
|
707 |
|
Compass Minerals International Inc |
|
|
2,800 |
|
|
|
25 |
|
Core Molding Technologies Inc * |
|
|
15,391 |
|
|
|
275 |
|
Greif Inc, Cl A |
|
|
11,050 |
|
|
|
691 |
|
Greif Inc, Cl B |
|
|
2,916 |
|
|
|
197 |
|
Hawkins Inc |
|
|
1,840 |
|
|
|
233 |
|
Haynes International Inc |
|
|
3,293 |
|
|
|
198 |
|
Knife River Corp * |
|
|
580 |
|
|
|
46 |
|
Koppers Holdings Inc |
|
|
10,300 |
|
|
|
408 |
|
Kronos Worldwide Inc |
|
|
38,700 |
|
|
|
447 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Louisiana-Pacific Corp |
|
|
2,166 |
|
|
$ |
210 |
|
Minerals Technologies Inc |
|
|
1,650 |
|
|
|
127 |
|
NewMarket Corp |
|
|
390 |
|
|
|
224 |
|
O-I Glass Inc, * |
|
|
19,200 |
|
|
|
244 |
|
Olympic Steel Inc |
|
|
1,824 |
|
|
|
73 |
|
Packaging Corp of America |
|
|
1,270 |
|
|
|
266 |
|
Pactiv Evergreen Inc |
|
|
11,506 |
|
|
|
136 |
|
Ranpak Holdings Corp, Cl A * |
|
|
28,050 |
|
|
|
199 |
|
Reliance Inc |
|
|
750 |
|
|
|
215 |
|
Royal Gold Inc |
|
|
2,200 |
|
|
|
308 |
|
Sonoco Products Co |
|
|
4,900 |
|
|
|
277 |
|
SSR Mining Inc |
|
|
13,370 |
|
|
|
69 |
|
SunCoke Energy Inc |
|
|
53,583 |
|
|
|
480 |
|
Sylvamo Corp |
|
|
2,100 |
|
|
|
166 |
|
United States Lime & Minerals Inc |
|
|
550 |
|
|
|
45 |
|
Universal Stainless & Alloy Products Inc * |
|
|
12,970 |
|
|
|
546 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,355 |
|
Real Estate — 4.9% |
|
|
|
|
Alexander & Baldwin Inc ‡ |
|
|
5,540 |
|
|
|
110 |
|
Alexander's Inc ‡ |
|
|
2,593 |
|
|
|
594 |
|
Alpine Income Property Trust Inc ‡ |
|
|
5,532 |
|
|
|
105 |
|
American Assets Trust Inc ‡ |
|
|
24,110 |
|
|
|
657 |
|
American Healthcare REIT Inc ‡ |
|
|
13,795 |
|
|
|
289 |
|
Apple Hospitality REIT Inc ‡ |
|
|
30,900 |
|
|
|
446 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
25,270 |
|
|
|
79 |
|
Brixmor Property Group Inc ‡ |
|
|
9,321 |
|
|
|
255 |
|
Camden Property Trust ‡ |
|
|
1,670 |
|
|
|
209 |
|
CareTrust REIT Inc ‡ |
|
|
8,723 |
|
|
|
261 |
|
CBL & Associates Properties Inc ‡ |
|
|
1,950 |
|
|
|
51 |
|
Centerspace ‡ |
|
|
1,260 |
|
|
|
94 |
|
CTO Realty Growth Inc ‡ |
|
|
2,060 |
|
|
|
39 |
|
EastGroup Properties Inc ‡ |
|
|
1,080 |
|
|
|
201 |
|
EPR Properties ‡ |
|
|
15,580 |
|
|
|
740 |
|
Equity Commonwealth *‡ |
|
|
6,590 |
|
|
|
134 |
|
Farmland Partners Inc ‡ |
|
|
38,027 |
|
|
|
389 |
|
Forestar Group Inc * |
|
|
14,055 |
|
|
|
435 |
|
FRP Holdings Inc * |
|
|
960 |
|
|
|
28 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
2,810 |
|
|
|
146 |
|
Gladstone Commercial Corp ‡ |
|
|
42,650 |
|
|
|
652 |
|
Global Medical REIT Inc ‡ |
|
|
19,500 |
|
|
|
182 |
|
Highwoods Properties Inc ‡ |
|
|
14,500 |
|
|
|
467 |
|
Industrial Logistics Properties Trust ‡ |
|
|
14,200 |
|
|
|
70 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
3,710 |
|
|
|
461 |
|
InvenTrust Properties Corp ‡ |
|
|
4,720 |
|
|
|
140 |
|
Kilroy Realty Corp ‡ |
|
|
9,300 |
|
|
|
337 |
|
Kite Realty Group Trust ‡ |
|
|
33,500 |
|
|
|
874 |
|
National Health Investors Inc ‡ |
|
|
330 |
|
|
|
27 |
|
NNN REIT Inc ‡ |
|
|
2,260 |
|
|
|
106 |
|
One Liberty Properties Inc ‡ |
|
|
1,870 |
|
|
|
50 |
|
Orion Office REIT Inc ‡ |
|
|
103,890 |
|
|
|
426 |
|
Park Hotels & Resorts Inc ‡ |
|
|
20,300 |
|
|
|
310 |
|
Phillips Edison & Co Inc ‡ |
|
|
3,690 |
|
|
|
136 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
22,800 |
|
|
|
223 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Postal Realty Trust Inc, Cl A ‡ |
|
|
12,079 |
|
|
$ |
175 |
|
Redfin Corp * |
|
|
14,410 |
|
|
|
135 |
|
Regency Centers Corp ‡ |
|
|
2,584 |
|
|
|
188 |
|
RLJ Lodging Trust ‡ |
|
|
35,200 |
|
|
|
334 |
|
RMR Group Inc/The, Cl A |
|
|
20,492 |
|
|
|
522 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
840 |
|
|
|
87 |
|
Sabra Health Care REIT Inc ‡ |
|
|
41,000 |
|
|
|
699 |
|
Saul Centers Inc ‡ |
|
|
7,556 |
|
|
|
308 |
|
Service Properties Trust ‡ |
|
|
21,900 |
|
|
|
103 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
12,450 |
|
|
|
130 |
|
Tanger Inc ‡ |
|
|
5,900 |
|
|
|
180 |
|
UMH Properties Inc ‡ |
|
|
4,040 |
|
|
|
79 |
|
Uniti Group Inc ‡ |
|
|
34,365 |
|
|
|
150 |
|
Universal Health Realty Income Trust ‡ |
|
|
6,510 |
|
|
|
292 |
|
Vornado Realty Trust ‡ |
|
|
7,468 |
|
|
|
257 |
|
Whitestone REIT, Cl B ‡ |
|
|
5,610 |
|
|
|
75 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
6,850 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,535 |
|
Utilities — 1.6% |
|
|
|
|
American States Water Co |
|
|
2,160 |
|
|
|
176 |
|
Artesian Resources Corp, Cl A |
|
|
1,000 |
|
|
|
36 |
|
Avista Corp |
|
|
4,730 |
|
|
|
183 |
|
Black Hills Corp |
|
|
3,810 |
|
|
|
225 |
|
California Water Service Group |
|
|
3,490 |
|
|
|
193 |
|
Consolidated Water Co Ltd |
|
|
1,740 |
|
|
|
48 |
|
Genie Energy Ltd, Cl B |
|
|
2,560 |
|
|
|
43 |
|
IDACORP Inc, |
|
|
1,160 |
|
|
|
118 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
National Fuel Gas Co |
|
|
13,700 |
|
|
$ |
819 |
|
New Jersey Resources Corp |
|
|
5,190 |
|
|
|
240 |
|
NiSource Inc |
|
|
4,400 |
|
|
|
146 |
|
Northwest Natural Holding Co |
|
|
2,640 |
|
|
|
106 |
|
Northwestern Energy Group Inc |
|
|
3,510 |
|
|
|
191 |
|
NRG Energy Inc |
|
|
1,450 |
|
|
|
123 |
|
OGE Energy Corp |
|
|
7,300 |
|
|
|
289 |
|
ONE Gas Inc |
|
|
790 |
|
|
|
55 |
|
Otter Tail Corp |
|
|
2,330 |
|
|
|
197 |
|
Pure Cycle Corp * |
|
|
6,950 |
|
|
|
74 |
|
Spire Inc |
|
|
3,030 |
|
|
|
200 |
|
Talen Energy Corp * |
|
|
1,718 |
|
|
|
257 |
|
UGI Corp |
|
|
17,100 |
|
|
|
426 |
|
Unitil Corp |
|
|
2,200 |
|
|
|
133 |
|
York Water Co/The |
|
|
1,600 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,340 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $214,596) ($ Thousands) |
|
|
|
|
|
|
271,680 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
3,948,242 |
|
|
|
3,948 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,948) ($ Thousands) |
|
|
|
|
|
|
3,948 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $218,544) ($ Thousands) |
|
$ |
275,628 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
23 |
|
|
|
Sep-2024 |
|
|
$ |
2,399 |
|
|
$ |
2,557 |
|
|
$ |
158 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $276,161 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
6,091 |
|
|
|
26,222 |
|
|
|
(28,365 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,948 |
|
|
|
79 |
|
|
|
— |
|
Totals |
|
$ |
6,092 |
|
|
$ |
26,222 |
|
|
$ |
(28,365 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
|
$ |
3,948 |
|
|
$ |
79 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.0% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.4% |
|
|
|
|
Anterix Inc * |
|
|
1,560 |
|
|
$ |
55 |
|
AST SpaceMobile Inc, Cl A * |
|
|
8,310 |
|
|
|
241 |
|
Bandwidth Inc, Cl A * |
|
|
3,750 |
|
|
|
64 |
|
Cinemark Holdings Inc * |
|
|
67,915 |
|
|
|
1,859 |
|
Cogent Communications Holdings Inc |
|
|
6,876 |
|
|
|
481 |
|
EW Scripps Co/The, Cl A * |
|
|
26,430 |
|
|
|
52 |
|
Gogo Inc * |
|
|
16,650 |
|
|
|
133 |
|
Grindr Inc * |
|
|
20,660 |
|
|
|
248 |
|
IDT Corp, Cl B |
|
|
4,820 |
|
|
|
185 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
27,381 |
|
|
|
213 |
|
Marcus Corp/The |
|
|
5,710 |
|
|
|
81 |
|
MediaAlpha Inc, Cl A * |
|
|
9,730 |
|
|
|
173 |
|
Nexstar Media Group Inc, Cl A |
|
|
3,913 |
|
|
|
669 |
|
Playstudios Inc * |
|
|
36,069 |
|
|
|
55 |
|
Shutterstock Inc |
|
|
13,536 |
|
|
|
486 |
|
Sinclair Inc |
|
|
5,500 |
|
|
|
77 |
|
Spok Holdings Inc |
|
|
9,390 |
|
|
|
140 |
|
Thryv Holdings Inc * |
|
|
5,720 |
|
|
|
104 |
|
United States Cellular Corp * |
|
|
3,593 |
|
|
|
200 |
|
Vimeo Inc * |
|
|
50,640 |
|
|
|
271 |
|
Ziff Davis Inc * |
|
|
9,109 |
|
|
|
445 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,232 |
|
Consumer Discretionary — 10.3% |
|
|
|
|
Aaron's Co Inc/The |
|
|
31,805 |
|
|
|
321 |
|
Accel Entertainment Inc, Cl A * |
|
|
5,760 |
|
|
|
67 |
|
Advance Auto Parts Inc |
|
|
11,943 |
|
|
|
541 |
|
American Eagle Outfitters Inc |
|
|
7,054 |
|
|
|
145 |
|
American Public Education Inc * |
|
|
3,770 |
|
|
|
63 |
|
Arko Corp |
|
|
8,850 |
|
|
|
55 |
|
Biglari Holdings Inc, Cl B * |
|
|
1,141 |
|
|
|
204 |
|
BJ's Restaurants Inc * |
|
|
2,530 |
|
|
|
78 |
|
Bloomin' Brands Inc |
|
|
69,289 |
|
|
|
1,213 |
|
Boot Barn Holdings Inc * |
|
|
1,746 |
|
|
|
234 |
|
Brinker International Inc * |
|
|
13,120 |
|
|
|
938 |
|
Brunswick Corp/DE |
|
|
7,706 |
|
|
|
609 |
|
Build-A-Bear Workshop Inc, Cl A |
|
|
13,090 |
|
|
|
437 |
|
Carter's Inc |
|
|
10,094 |
|
|
|
665 |
|
Cava Group Inc * |
|
|
3,912 |
|
|
|
446 |
|
Century Communities Inc |
|
|
2,811 |
|
|
|
281 |
|
Cheesecake Factory Inc/The |
|
|
10,085 |
|
|
|
396 |
|
Churchill Downs Inc |
|
|
5,254 |
|
|
|
730 |
|
Cooper-Standard Holdings Inc * |
|
|
4,496 |
|
|
|
69 |
|
Cricut Inc, Cl A |
|
|
10,220 |
|
|
|
59 |
|
Denny's Corp * |
|
|
11,160 |
|
|
|
73 |
|
Designer Brands Inc, Cl A |
|
|
11,100 |
|
|
|
74 |
|
Destination XL Group Inc * |
|
|
21,312 |
|
|
|
59 |
|
Dick's Sporting Goods Inc |
|
|
3,303 |
|
|
|
783 |
|
Dine Brands Global Inc |
|
|
2,530 |
|
|
|
80 |
|
Domino's Pizza Inc |
|
|
1,551 |
|
|
|
642 |
|
Dorman Products Inc * |
|
|
6,123 |
|
|
|
694 |
|
Funko Inc, Cl A * |
|
|
8,370 |
|
|
|
88 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gentex Corp |
|
|
20,252 |
|
|
$ |
635 |
|
Goodyear Tire & Rubber Co/The * |
|
|
20,712 |
|
|
|
183 |
|
Green Brick Partners Inc * |
|
|
4,599 |
|
|
|
362 |
|
Hooker Furnishings Corp |
|
|
16,320 |
|
|
|
259 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,261 |
|
|
|
273 |
|
Inspired Entertainment Inc * |
|
|
11,345 |
|
|
|
102 |
|
J Jill Inc |
|
|
2,050 |
|
|
|
67 |
|
Latham Group Inc * |
|
|
47,099 |
|
|
|
294 |
|
Legacy Housing Corp * |
|
|
6,745 |
|
|
|
182 |
|
Life Time Group Holdings Inc * |
|
|
11,927 |
|
|
|
281 |
|
Lindblad Expeditions Holdings Inc * |
|
|
18,181 |
|
|
|
180 |
|
M/I Homes Inc * |
|
|
2,024 |
|
|
|
323 |
|
Marine Products Corp |
|
|
9,730 |
|
|
|
91 |
|
MasterCraft Boat Holdings Inc * |
|
|
4,350 |
|
|
|
81 |
|
Modine Manufacturing Co * |
|
|
10,806 |
|
|
|
1,313 |
|
Movado Group Inc |
|
|
2,599 |
|
|
|
62 |
|
Murphy USA Inc |
|
|
2,488 |
|
|
|
1,293 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
2,209 |
|
|
|
198 |
|
OneSpaWorld Holdings Ltd |
|
|
16,864 |
|
|
|
268 |
|
Oxford Industries Inc |
|
|
2,698 |
|
|
|
235 |
|
PlayAGS Inc * |
|
|
40,177 |
|
|
|
455 |
|
Pool Corp |
|
|
1,927 |
|
|
|
678 |
|
Potbelly Corp * |
|
|
33,616 |
|
|
|
268 |
|
Revolve Group Inc, Cl A * |
|
|
2,900 |
|
|
|
66 |
|
Rocky Brands Inc |
|
|
2,050 |
|
|
|
66 |
|
Rush Street Interactive Inc * |
|
|
71,491 |
|
|
|
670 |
|
SharkNinja Inc |
|
|
3,086 |
|
|
|
296 |
|
Steven Madden Ltd |
|
|
13,676 |
|
|
|
617 |
|
Stitch Fix Inc, Cl A * |
|
|
91,830 |
|
|
|
347 |
|
Stride Inc * |
|
|
4,152 |
|
|
|
342 |
|
Sweetgreen Inc, Cl A * |
|
|
10,277 |
|
|
|
325 |
|
Texas Roadhouse Inc, Cl A |
|
|
1,241 |
|
|
|
209 |
|
Topgolf Callaway Brands Corp * |
|
|
29,397 |
|
|
|
296 |
|
Travel + Leisure Co |
|
|
13,236 |
|
|
|
586 |
|
Tri Pointe Homes Inc * |
|
|
7,468 |
|
|
|
332 |
|
Urban Outfitters Inc * |
|
|
42,605 |
|
|
|
1,547 |
|
Valvoline Inc * |
|
|
15,878 |
|
|
|
670 |
|
Whirlpool Corp |
|
|
13,095 |
|
|
|
1,313 |
|
Wingstop Inc |
|
|
2,568 |
|
|
|
992 |
|
Xponential Fitness Inc, Cl A * |
|
|
17,820 |
|
|
|
230 |
|
YETI Holdings Inc * |
|
|
5,455 |
|
|
|
220 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,251 |
|
Consumer Staples — 3.3% |
|
|
|
|
Casey's General Stores Inc |
|
|
2,002 |
|
|
|
725 |
|
Central Garden & Pet Co * |
|
|
1,610 |
|
|
|
64 |
|
Hain Celestial Group Inc/The * |
|
|
18,161 |
|
|
|
145 |
|
Ingles Markets Inc, Cl A |
|
|
2,259 |
|
|
|
167 |
|
Ingredion Inc |
|
|
6,087 |
|
|
|
818 |
|
Inter Parfums Inc |
|
|
2,669 |
|
|
|
344 |
|
Lancaster Colony Corp |
|
|
2,273 |
|
|
|
388 |
|
Lifeway Foods Inc * |
|
|
4,700 |
|
|
|
90 |
|
MGP Ingredients Inc |
|
|
3,693 |
|
|
|
331 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
18,379 |
|
|
|
489 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Performance Food Group Co * |
|
|
10,901 |
|
|
$ |
814 |
|
Pilgrim's Pride Corp * |
|
|
57,065 |
|
|
|
2,658 |
|
Sprouts Farmers Market Inc * |
|
|
5,580 |
|
|
|
581 |
|
TreeHouse Foods Inc * |
|
|
17,325 |
|
|
|
712 |
|
Village Super Market Inc, Cl A |
|
|
8,846 |
|
|
|
284 |
|
Vital Farms Inc * |
|
|
5,060 |
|
|
|
159 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,769 |
|
Energy — 5.9% |
|
|
|
|
Berry Corp |
|
|
54,930 |
|
|
|
340 |
|
Cactus Inc, Cl A |
|
|
12,497 |
|
|
|
744 |
|
Centrus Energy Corp, Cl A * |
|
|
2,909 |
|
|
|
115 |
|
ChampionX Corp |
|
|
50,319 |
|
|
|
1,566 |
|
Chord Energy Corp |
|
|
3,077 |
|
|
|
457 |
|
Civitas Resources Inc |
|
|
24,824 |
|
|
|
1,522 |
|
Clean Energy Fuels Corp * |
|
|
24,800 |
|
|
|
77 |
|
CNX Resources Corp * |
|
|
38,342 |
|
|
|
1,061 |
|
Delek US Holdings Inc |
|
|
62,478 |
|
|
|
1,276 |
|
DMC Global Inc * |
|
|
5,020 |
|
|
|
62 |
|
Dorian LPG Ltd |
|
|
2,102 |
|
|
|
82 |
|
DT Midstream Inc |
|
|
4,416 |
|
|
|
347 |
|
Excelerate Energy Inc, Cl A |
|
|
18,730 |
|
|
|
341 |
|
FutureFuel Corp |
|
|
71,750 |
|
|
|
448 |
|
Golar LNG Ltd |
|
|
7,908 |
|
|
|
263 |
|
HF Sinclair Corp |
|
|
10,312 |
|
|
|
507 |
|
Kinetik Holdings Inc, Cl A |
|
|
6,952 |
|
|
|
308 |
|
Matador Resources Co |
|
|
10,659 |
|
|
|
605 |
|
Northern Oil & Gas Inc |
|
|
15,362 |
|
|
|
611 |
|
Oceaneering International Inc * |
|
|
11,520 |
|
|
|
311 |
|
Permian Resources Corp, Cl A |
|
|
68,539 |
|
|
|
976 |
|
Ranger Energy Services Inc, Cl A |
|
|
24,922 |
|
|
|
310 |
|
REX American Resources Corp * |
|
|
4,328 |
|
|
|
196 |
|
Riley Exploration Permian Inc |
|
|
12,259 |
|
|
|
349 |
|
SFL Corp Ltd, Cl B |
|
|
18,375 |
|
|
|
218 |
|
TechnipFMC PLC |
|
|
6,506 |
|
|
|
175 |
|
Teekay Corp * |
|
|
61,493 |
|
|
|
511 |
|
VAALCO Energy Inc |
|
|
59,370 |
|
|
|
387 |
|
Veren Inc |
|
|
147,094 |
|
|
|
1,063 |
|
Viper Energy Inc, Cl A |
|
|
6,427 |
|
|
|
306 |
|
Vitesse Energy Inc |
|
|
2,566 |
|
|
|
66 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,600 |
|
Financials — 21.6% |
|
|
|
|
Acacia Research Corp * |
|
|
25,723 |
|
|
|
124 |
|
AFC Gamma Inc ‡ |
|
|
20,417 |
|
|
|
214 |
|
Alerus Financial Corp |
|
|
14,407 |
|
|
|
323 |
|
Amalgamated Financial Corp |
|
|
16,018 |
|
|
|
528 |
|
Ambac Financial Group Inc * |
|
|
5,400 |
|
|
|
63 |
|
AssetMark Financial Holdings Inc * |
|
|
6,873 |
|
|
|
242 |
|
Atlanticus Holdings Corp * |
|
|
5,975 |
|
|
|
211 |
|
Axos Financial Inc * |
|
|
4,473 |
|
|
|
311 |
|
Baldwin Insurance Group Inc/The, Cl A * |
|
|
5,063 |
|
|
|
237 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
8,360 |
|
|
|
262 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank7 Corp |
|
|
2,585 |
|
|
$ |
104 |
|
BayCom Corp |
|
|
4,747 |
|
|
|
109 |
|
Business First Bancshares Inc |
|
|
4,000 |
|
|
|
98 |
|
Capital Bancorp Inc |
|
|
3,890 |
|
|
|
100 |
|
Capital City Bank Group Inc |
|
|
1,910 |
|
|
|
66 |
|
Carter Bankshares Inc * |
|
|
7,338 |
|
|
|
127 |
|
Cass Information Systems Inc |
|
|
7,684 |
|
|
|
334 |
|
Chimera Investment Corp ‡ |
|
|
25,685 |
|
|
|
398 |
|
City Holding Co |
|
|
3,889 |
|
|
|
462 |
|
Civista Bancshares Inc |
|
|
3,626 |
|
|
|
62 |
|
CNO Financial Group Inc |
|
|
61,900 |
|
|
|
2,162 |
|
Coastal Financial Corp/WA * |
|
|
9,938 |
|
|
|
533 |
|
Cohen & Steers Inc |
|
|
10,083 |
|
|
|
901 |
|
Colony Bankcorp Inc |
|
|
8,394 |
|
|
|
126 |
|
Columbia Banking System Inc |
|
|
124,293 |
|
|
|
3,130 |
|
Comerica Inc |
|
|
14,104 |
|
|
|
805 |
|
Community Trust Bancorp Inc |
|
|
1,570 |
|
|
|
79 |
|
Crawford & Co, Cl A |
|
|
15,468 |
|
|
|
163 |
|
CrossFirst Bankshares Inc * |
|
|
7,354 |
|
|
|
128 |
|
Diamond Hill Investment Group Inc |
|
|
3,140 |
|
|
|
496 |
|
Donegal Group Inc, Cl A |
|
|
8,498 |
|
|
|
129 |
|
Enova International Inc * |
|
|
5,115 |
|
|
|
439 |
|
Esquire Financial Holdings Inc |
|
|
8,088 |
|
|
|
498 |
|
Evercore Inc, Cl A |
|
|
1,289 |
|
|
|
317 |
|
FactSet Research Systems Inc |
|
|
1,301 |
|
|
|
550 |
|
Financial Institutions Inc |
|
|
4,200 |
|
|
|
109 |
|
First American Financial Corp |
|
|
10,137 |
|
|
|
647 |
|
First Commonwealth Financial Corp |
|
|
74,129 |
|
|
|
1,276 |
|
First Community Bankshares Inc |
|
|
6,100 |
|
|
|
269 |
|
First Financial Corp/IN |
|
|
2,010 |
|
|
|
90 |
|
First Horizon Corp |
|
|
55,690 |
|
|
|
924 |
|
First Interstate BancSystem Inc, Cl A |
|
|
28,777 |
|
|
|
894 |
|
FNB Corp/PA |
|
|
88,934 |
|
|
|
1,332 |
|
Fulton Financial Corp |
|
|
14,068 |
|
|
|
272 |
|
Great Southern Bancorp Inc |
|
|
2,920 |
|
|
|
174 |
|
Hamilton Lane Inc, Cl A |
|
|
9,202 |
|
|
|
1,406 |
|
Hanover Insurance Group Inc/The |
|
|
6,735 |
|
|
|
990 |
|
HBT Financial Inc |
|
|
11,739 |
|
|
|
263 |
|
HCI Group Inc |
|
|
2,241 |
|
|
|
215 |
|
Home BancShares Inc/AR |
|
|
27,722 |
|
|
|
772 |
|
HomeTrust Bancshares Inc |
|
|
7,072 |
|
|
|
258 |
|
Independent Bank Corp |
|
|
11,470 |
|
|
|
726 |
|
Independent Bank Corp/MI |
|
|
5,315 |
|
|
|
180 |
|
International Bancshares Corp |
|
|
4,607 |
|
|
|
291 |
|
International Money Express Inc * |
|
|
8,223 |
|
|
|
149 |
|
Jack Henry & Associates Inc |
|
|
3,528 |
|
|
|
610 |
|
Jackson Financial Inc, Cl A |
|
|
26,076 |
|
|
|
2,346 |
|
James River Group Holdings Ltd |
|
|
8,252 |
|
|
|
61 |
|
Jefferies Financial Group Inc |
|
|
6,000 |
|
|
|
360 |
|
KeyCorp |
|
|
80,182 |
|
|
|
1,368 |
|
Kinsale Capital Group Inc |
|
|
1,851 |
|
|
|
909 |
|
LendingTree Inc * |
|
|
9,128 |
|
|
|
529 |
|
Lincoln National Corp |
|
|
59,640 |
|
|
|
1,914 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mercantile Bank Corp |
|
|
5,101 |
|
|
$ |
235 |
|
Merchants Bancorp/IN |
|
|
1,302 |
|
|
|
60 |
|
Metrocity Bankshares Inc |
|
|
2,769 |
|
|
|
85 |
|
MGIC Investment Corp |
|
|
30,541 |
|
|
|
777 |
|
Midland States Bancorp Inc |
|
|
3,390 |
|
|
|
77 |
|
Moelis & Co, Cl A |
|
|
5,174 |
|
|
|
346 |
|
Moneylion Inc * |
|
|
5,180 |
|
|
|
240 |
|
Morningstar Inc |
|
|
2,152 |
|
|
|
675 |
|
National Bank Holdings Corp, Cl A |
|
|
9,976 |
|
|
|
437 |
|
NerdWallet Inc, Cl A * |
|
|
5,170 |
|
|
|
67 |
|
New York Mortgage Trust Inc ‡ |
|
|
22,790 |
|
|
|
152 |
|
NMI Holdings Inc, Cl A * |
|
|
20,729 |
|
|
|
851 |
|
Northrim BanCorp Inc |
|
|
3,087 |
|
|
|
213 |
|
Oak Valley Bancorp |
|
|
511 |
|
|
|
14 |
|
OFG Bancorp |
|
|
15,684 |
|
|
|
721 |
|
Old National Bancorp/IN |
|
|
141,178 |
|
|
|
2,802 |
|
Old Republic International Corp |
|
|
8,542 |
|
|
|
306 |
|
Old Second Bancorp Inc |
|
|
12,790 |
|
|
|
218 |
|
OppFi Inc |
|
|
2,600 |
|
|
|
12 |
|
Orrstown Financial Services Inc |
|
|
15,073 |
|
|
|
540 |
|
Park National Corp |
|
|
1,912 |
|
|
|
336 |
|
Paysafe Ltd * |
|
|
14,011 |
|
|
|
314 |
|
Peoples Bancorp Inc/OH |
|
|
2,320 |
|
|
|
74 |
|
Peoples Financial Services Corp |
|
|
1,499 |
|
|
|
71 |
|
Pinnacle Financial Partners Inc |
|
|
10,498 |
|
|
|
1,045 |
|
Piper Sandler Cos |
|
|
1,524 |
|
|
|
416 |
|
Plumas Bancorp |
|
|
500 |
|
|
|
20 |
|
Ponce Financial Group Inc * |
|
|
13,871 |
|
|
|
157 |
|
Primerica Inc |
|
|
2,843 |
|
|
|
748 |
|
Princeton Bancorp Inc |
|
|
223 |
|
|
|
8 |
|
Prosperity Bancshares Inc |
|
|
9,483 |
|
|
|
698 |
|
Regional Management Corp |
|
|
8,964 |
|
|
|
301 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
5,782 |
|
|
|
369 |
|
S&T Bancorp Inc |
|
|
6,545 |
|
|
|
281 |
|
Security National Financial Corp, Cl A * |
|
|
2,981 |
|
|
|
27 |
|
Selectquote Inc * |
|
|
89,000 |
|
|
|
363 |
|
Sezzle Inc * |
|
|
2,068 |
|
|
|
282 |
|
Sierra Bancorp |
|
|
9,340 |
|
|
|
281 |
|
Southern Missouri Bancorp Inc |
|
|
2,572 |
|
|
|
149 |
|
Southern States Bancshares Inc |
|
|
1,700 |
|
|
|
53 |
|
SouthState Corp |
|
|
3,213 |
|
|
|
312 |
|
Stellar Bancorp Inc |
|
|
2,729 |
|
|
|
74 |
|
StepStone Group Inc, Cl A |
|
|
12,745 |
|
|
|
697 |
|
Sunrise Realty Trust Inc *‡ |
|
|
6,137 |
|
|
|
86 |
|
Timberland Bancorp Inc/WA |
|
|
700 |
|
|
|
22 |
|
TPG RE Finance Trust Inc ‡ |
|
|
33,200 |
|
|
|
301 |
|
United Fire Group Inc |
|
|
10,050 |
|
|
|
206 |
|
Universal Insurance Holdings Inc |
|
|
23,541 |
|
|
|
504 |
|
Univest Financial Corp |
|
|
25,266 |
|
|
|
719 |
|
Valley National Bancorp |
|
|
83,123 |
|
|
|
722 |
|
Victory Capital Holdings Inc, Cl A |
|
|
4,358 |
|
|
|
238 |
|
Waterstone Financial Inc |
|
|
4,894 |
|
|
|
74 |
|
Westamerica BanCorp |
|
|
7,474 |
|
|
|
387 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wintrust Financial Corp |
|
|
15,411 |
|
|
$ |
1,677 |
|
WisdomTree Inc |
|
|
17,185 |
|
|
|
174 |
|
World Acceptance Corp * |
|
|
3,620 |
|
|
|
427 |
|
Zions Bancorp NA |
|
|
25,120 |
|
|
|
1,245 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,851 |
|
Health Care — 13.9% |
|
|
|
|
ACELYRIN Inc * |
|
|
29,169 |
|
|
|
140 |
|
ADMA Biologics Inc * |
|
|
20,630 |
|
|
|
357 |
|
Agios Pharmaceuticals Inc * |
|
|
5,644 |
|
|
|
259 |
|
Aldeyra Therapeutics Inc * |
|
|
64,559 |
|
|
|
372 |
|
Alector Inc * |
|
|
13,202 |
|
|
|
70 |
|
Altimmune Inc * |
|
|
12,670 |
|
|
|
85 |
|
ALX Oncology Holdings Inc * |
|
|
20,000 |
|
|
|
46 |
|
ANI Pharmaceuticals Inc * |
|
|
3,389 |
|
|
|
216 |
|
Anika Therapeutics Inc * |
|
|
2,490 |
|
|
|
64 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
3,140 |
|
|
|
66 |
|
Arcutis Biotherapeutics Inc * |
|
|
22,460 |
|
|
|
244 |
|
ARS Pharmaceuticals Inc * |
|
|
25,562 |
|
|
|
332 |
|
Avidity Biosciences Inc * |
|
|
6,886 |
|
|
|
303 |
|
Axogen Inc * |
|
|
4,740 |
|
|
|
62 |
|
Bioventus Inc, Cl A * |
|
|
30,650 |
|
|
|
308 |
|
Blueprint Medicines Corp * |
|
|
2,742 |
|
|
|
262 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
35,054 |
|
|
|
249 |
|
CareDx Inc * |
|
|
17,097 |
|
|
|
525 |
|
Catalyst Pharmaceuticals Inc * |
|
|
12,282 |
|
|
|
249 |
|
CG oncology Inc * |
|
|
2,300 |
|
|
|
85 |
|
Chemed Corp |
|
|
1,026 |
|
|
|
601 |
|
Coherus Biosciences Inc * |
|
|
57,240 |
|
|
|
80 |
|
Collegium Pharmaceutical Inc * |
|
|
35,315 |
|
|
|
1,358 |
|
Community Health Systems Inc * |
|
|
104,940 |
|
|
|
572 |
|
Crinetics Pharmaceuticals Inc * |
|
|
4,322 |
|
|
|
229 |
|
Dyne Therapeutics Inc * |
|
|
8,107 |
|
|
|
374 |
|
Editas Medicine Inc, Cl A * |
|
|
27,356 |
|
|
|
102 |
|
Embecta Corp |
|
|
11,040 |
|
|
|
180 |
|
Encompass Health Corp |
|
|
24,591 |
|
|
|
2,288 |
|
Enhabit Inc * |
|
|
7,620 |
|
|
|
64 |
|
Ensign Group Inc/The |
|
|
10,322 |
|
|
|
1,562 |
|
Entrada Therapeutics Inc * |
|
|
1,300 |
|
|
|
23 |
|
Envista Holdings Corp * |
|
|
16,063 |
|
|
|
293 |
|
Evolus Inc * |
|
|
17,872 |
|
|
|
284 |
|
Generation Bio Co * |
|
|
70,699 |
|
|
|
187 |
|
Geron Corp * |
|
|
56,682 |
|
|
|
269 |
|
Glaukos Corp * |
|
|
3,282 |
|
|
|
439 |
|
Globus Medical Inc, Cl A * |
|
|
10,273 |
|
|
|
747 |
|
Halozyme Therapeutics Inc * |
|
|
7,547 |
|
|
|
482 |
|
Harrow Inc * |
|
|
13,585 |
|
|
|
550 |
|
Health Catalyst Inc * |
|
|
34,520 |
|
|
|
248 |
|
HealthStream Inc |
|
|
2,696 |
|
|
|
78 |
|
Heron Therapeutics Inc * |
|
|
36,445 |
|
|
|
70 |
|
Inmode Ltd * |
|
|
64,813 |
|
|
|
1,083 |
|
Insmed Inc * |
|
|
8,228 |
|
|
|
629 |
|
Integra LifeSciences Holdings Corp * |
|
|
41,026 |
|
|
|
835 |
|
iRadimed Corp |
|
|
9,321 |
|
|
|
438 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Joint Corp/The * |
|
|
14,612 |
|
|
$ |
165 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
10,110 |
|
|
|
270 |
|
Kodiak Sciences Inc * |
|
|
25,050 |
|
|
|
63 |
|
Krystal Biotech Inc * |
|
|
2,000 |
|
|
|
390 |
|
Lantheus Holdings Inc * |
|
|
4,052 |
|
|
|
431 |
|
LeMaitre Vascular Inc |
|
|
12,007 |
|
|
|
1,084 |
|
LifeMD Inc * |
|
|
19,831 |
|
|
|
103 |
|
Longboard Pharmaceuticals Inc * |
|
|
8,566 |
|
|
|
309 |
|
MannKind Corp * |
|
|
32,452 |
|
|
|
203 |
|
MeiraGTx Holdings plc * |
|
|
18,953 |
|
|
|
77 |
|
Merit Medical Systems Inc * |
|
|
1,422 |
|
|
|
138 |
|
Mersana Therapeutics Inc * |
|
|
37,470 |
|
|
|
59 |
|
Mesa Laboratories Inc |
|
|
860 |
|
|
|
115 |
|
Mirum Pharmaceuticals Inc * |
|
|
7,210 |
|
|
|
311 |
|
Nurix Therapeutics Inc * |
|
|
17,291 |
|
|
|
436 |
|
Option Care Health Inc * |
|
|
19,016 |
|
|
|
609 |
|
OraSure Technologies Inc * |
|
|
60,420 |
|
|
|
271 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
78,605 |
|
|
|
226 |
|
Pacira BioSciences Inc * |
|
|
15,330 |
|
|
|
239 |
|
PACS Group Inc * |
|
|
8,407 |
|
|
|
334 |
|
Pennant Group Inc/The * |
|
|
7,940 |
|
|
|
272 |
|
Perrigo Co PLC |
|
|
20,870 |
|
|
|
607 |
|
PetIQ Inc, Cl A * |
|
|
9,061 |
|
|
|
277 |
|
Phathom Pharmaceuticals Inc * |
|
|
16,491 |
|
|
|
273 |
|
Phibro Animal Health Corp, Cl A |
|
|
4,510 |
|
|
|
95 |
|
Prestige Consumer Healthcare Inc * |
|
|
17,760 |
|
|
|
1,326 |
|
PROCEPT BioRobotics Corp * |
|
|
4,461 |
|
|
|
352 |
|
Puma Biotechnology Inc * |
|
|
4,000 |
|
|
|
10 |
|
Quest Diagnostics Inc |
|
|
3,928 |
|
|
|
617 |
|
QuidelOrtho Corp * |
|
|
10,089 |
|
|
|
426 |
|
RadNet Inc * |
|
|
4,719 |
|
|
|
313 |
|
RAPT Therapeutics Inc * |
|
|
25,694 |
|
|
|
53 |
|
Relay Therapeutics Inc * |
|
|
20,350 |
|
|
|
138 |
|
Replimune Group Inc, Cl Rights * |
|
|
13,590 |
|
|
|
138 |
|
Revance Therapeutics Inc * |
|
|
18,460 |
|
|
|
121 |
|
REVOLUTION Medicines Inc * |
|
|
5,416 |
|
|
|
231 |
|
Rigel Pharmaceuticals Inc * |
|
|
9,328 |
|
|
|
125 |
|
RxSight Inc * |
|
|
3,071 |
|
|
|
173 |
|
SIGA Technologies Inc |
|
|
25,020 |
|
|
|
226 |
|
Solid Biosciences Inc * |
|
|
9,930 |
|
|
|
89 |
|
STERIS PLC |
|
|
3,228 |
|
|
|
778 |
|
Stoke Therapeutics Inc * |
|
|
19,097 |
|
|
|
278 |
|
Surmodics Inc * |
|
|
6,766 |
|
|
|
268 |
|
Tactile Systems Technology Inc * |
|
|
31,924 |
|
|
|
437 |
|
Tandem Diabetes Care Inc * |
|
|
4,617 |
|
|
|
201 |
|
Taysha Gene Therapies Inc * |
|
|
26,498 |
|
|
|
59 |
|
Tenet Healthcare Corp * |
|
|
2,485 |
|
|
|
412 |
|
TG Therapeutics Inc * |
|
|
13,450 |
|
|
|
316 |
|
TransMedics Group Inc * |
|
|
2,628 |
|
|
|
442 |
|
Travere Therapeutics Inc * |
|
|
14,140 |
|
|
|
134 |
|
Twist Bioscience Corp * |
|
|
4,924 |
|
|
|
213 |
|
UFP Technologies Inc * |
|
|
1,331 |
|
|
|
454 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ultragenyx Pharmaceutical Inc * |
|
|
4,482 |
|
|
$ |
255 |
|
US Physical Therapy Inc |
|
|
6,230 |
|
|
|
533 |
|
Utah Medical Products Inc |
|
|
6,392 |
|
|
|
435 |
|
Vanda Pharmaceuticals Inc * |
|
|
69,113 |
|
|
|
366 |
|
Vaxcyte Inc * |
|
|
5,543 |
|
|
|
448 |
|
Verve Therapeutics Inc * |
|
|
47,700 |
|
|
|
320 |
|
Waystar Holding Corp * |
|
|
9,732 |
|
|
|
265 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,668 |
|
Industrials — 18.0% |
|
|
|
|
ABM Industries Inc |
|
|
20,186 |
|
|
|
1,154 |
|
ACCO Brands Corp |
|
|
70,359 |
|
|
|
386 |
|
AerSale Corp * |
|
|
15,930 |
|
|
|
81 |
|
Air Lease Corp, Cl A |
|
|
15,362 |
|
|
|
711 |
|
Allison Transmission Holdings Inc |
|
|
5,805 |
|
|
|
538 |
|
American Superconductor Corp * |
|
|
8,275 |
|
|
|
167 |
|
Argan Inc |
|
|
4,953 |
|
|
|
393 |
|
Aris Water Solutions Inc, Cl A |
|
|
21,448 |
|
|
|
361 |
|
Astec Industries Inc |
|
|
16,326 |
|
|
|
552 |
|
Astronics Corp * |
|
|
10,090 |
|
|
|
226 |
|
AZEK Co Inc/The, Cl A * |
|
|
7,974 |
|
|
|
340 |
|
AZZ Inc |
|
|
2,109 |
|
|
|
175 |
|
Barnes Group Inc |
|
|
20,919 |
|
|
|
838 |
|
Barrett Business Services Inc |
|
|
7,312 |
|
|
|
267 |
|
Blue Bird Corp * |
|
|
3,870 |
|
|
|
198 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
5,304 |
|
|
|
842 |
|
Brady Corp, Cl A |
|
|
3,177 |
|
|
|
235 |
|
BrightView Holdings Inc * |
|
|
26,880 |
|
|
|
429 |
|
Brink's Co/The |
|
|
2,129 |
|
|
|
236 |
|
Broadridge Financial Solutions Inc |
|
|
3,114 |
|
|
|
663 |
|
Brookfield Business Corp, Cl A |
|
|
6,726 |
|
|
|
153 |
|
BWX Technologies Inc |
|
|
10,744 |
|
|
|
1,107 |
|
CACI International Inc, Cl A * |
|
|
2,822 |
|
|
|
1,378 |
|
Carlisle Cos Inc |
|
|
1,598 |
|
|
|
677 |
|
CECO Environmental Corp * |
|
|
9,178 |
|
|
|
266 |
|
Clean Harbors Inc * |
|
|
5,013 |
|
|
|
1,233 |
|
Commercial Vehicle Group Inc * |
|
|
34,205 |
|
|
|
124 |
|
Concentrix Corp |
|
|
8,582 |
|
|
|
646 |
|
Construction Partners Inc, Cl A * |
|
|
3,109 |
|
|
|
205 |
|
Costamare Inc |
|
|
34,434 |
|
|
|
489 |
|
Crane Co |
|
|
1,296 |
|
|
|
205 |
|
Curtiss-Wright Corp |
|
|
1,150 |
|
|
|
363 |
|
DXP Enterprises Inc/TX * |
|
|
4,613 |
|
|
|
254 |
|
Dycom Industries Inc * |
|
|
2,119 |
|
|
|
373 |
|
EMCOR Group Inc |
|
|
1,173 |
|
|
|
461 |
|
Enerpac Tool Group Corp, Cl A |
|
|
13,151 |
|
|
|
542 |
|
Ennis Inc |
|
|
5,735 |
|
|
|
137 |
|
Enpro Inc |
|
|
5,827 |
|
|
|
937 |
|
Enviri Corp * |
|
|
40,304 |
|
|
|
482 |
|
ExlService Holdings Inc * |
|
|
15,967 |
|
|
|
583 |
|
Franklin Covey Co * |
|
|
9,322 |
|
|
|
375 |
|
Frontier Group Holdings Inc * |
|
|
15,000 |
|
|
|
54 |
|
FTAI Aviation Ltd |
|
|
5,141 |
|
|
|
657 |
|
Gates Industrial Corp PLC * |
|
|
59,446 |
|
|
|
1,080 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Genco Shipping & Trading Ltd |
|
|
11,172 |
|
|
$ |
197 |
|
GFL Environmental Inc |
|
|
18,865 |
|
|
|
817 |
|
Global Industrial Co |
|
|
8,413 |
|
|
|
282 |
|
Graham Corp * |
|
|
2,040 |
|
|
|
65 |
|
Heidrick & Struggles International Inc |
|
|
3,253 |
|
|
|
126 |
|
Hexcel Corp |
|
|
18,382 |
|
|
|
1,163 |
|
Hudson Technologies Inc * |
|
|
20,110 |
|
|
|
165 |
|
Huntington Ingalls Industries Inc |
|
|
1,676 |
|
|
|
474 |
|
Huron Consulting Group Inc * |
|
|
9,743 |
|
|
|
1,076 |
|
Hyster-Yale Inc |
|
|
3,377 |
|
|
|
213 |
|
IBEX Holdings Ltd * |
|
|
9,515 |
|
|
|
164 |
|
IES Holdings Inc * |
|
|
1,333 |
|
|
|
249 |
|
Insperity Inc |
|
|
4,379 |
|
|
|
412 |
|
Interface Inc, Cl A |
|
|
14,450 |
|
|
|
273 |
|
ITT Inc |
|
|
8,586 |
|
|
|
1,195 |
|
Karat Packaging Inc |
|
|
11,403 |
|
|
|
289 |
|
Kelly Services Inc, Cl A |
|
|
10,002 |
|
|
|
211 |
|
Kennametal Inc |
|
|
8,238 |
|
|
|
213 |
|
Korn Ferry |
|
|
10,927 |
|
|
|
798 |
|
L B Foster Co, Cl A * |
|
|
3,490 |
|
|
|
70 |
|
Landstar System Inc |
|
|
3,403 |
|
|
|
621 |
|
Limbach Holdings Inc * |
|
|
1,220 |
|
|
|
79 |
|
Loar Holdings Inc * |
|
|
3,776 |
|
|
|
280 |
|
LSI Industries Inc |
|
|
15,910 |
|
|
|
253 |
|
Luxfer Holdings PLC |
|
|
11,930 |
|
|
|
134 |
|
Manitowoc Co Inc/The * |
|
|
17,941 |
|
|
|
181 |
|
Moog Inc, Cl A |
|
|
1,347 |
|
|
|
266 |
|
Mueller Industries Inc |
|
|
5,411 |
|
|
|
393 |
|
Mueller Water Products Inc, Cl A |
|
|
16,454 |
|
|
|
353 |
|
Nordson Corp |
|
|
2,452 |
|
|
|
629 |
|
Omega Flex Inc |
|
|
1,340 |
|
|
|
63 |
|
PAM Transportation Services Inc * |
|
|
3,612 |
|
|
|
66 |
|
Park-Ohio Holdings Corp |
|
|
9,532 |
|
|
|
288 |
|
Powell Industries Inc |
|
|
1,029 |
|
|
|
172 |
|
Preformed Line Products Co |
|
|
1,290 |
|
|
|
155 |
|
Primoris Services Corp |
|
|
3,189 |
|
|
|
180 |
|
Regal Rexnord Corp |
|
|
4,013 |
|
|
|
673 |
|
RXO Inc * |
|
|
12,231 |
|
|
|
348 |
|
Safe Bulkers Inc |
|
|
77,376 |
|
|
|
395 |
|
Sensata Technologies Holding PLC |
|
|
33,377 |
|
|
|
1,287 |
|
Shyft Group Inc/The |
|
|
4,530 |
|
|
|
64 |
|
SPX Technologies Inc * |
|
|
1,898 |
|
|
|
310 |
|
Standex International Corp |
|
|
10,085 |
|
|
|
1,802 |
|
Steelcase Inc, Cl A |
|
|
18,052 |
|
|
|
255 |
|
Sterling Infrastructure Inc * |
|
|
2,869 |
|
|
|
343 |
|
Sun Country Airlines Holdings Inc * |
|
|
20,682 |
|
|
|
227 |
|
Terex Corp |
|
|
12,984 |
|
|
|
737 |
|
Tetra Tech Inc |
|
|
2,856 |
|
|
|
679 |
|
TransUnion |
|
|
6,660 |
|
|
|
645 |
|
Tutor Perini Corp * |
|
|
20,974 |
|
|
|
503 |
|
UFP Industries Inc |
|
|
4,979 |
|
|
|
606 |
|
UL Solutions Inc, Cl A |
|
|
6,258 |
|
|
|
341 |
|
UniFirst Corp/MA |
|
|
2,602 |
|
|
|
494 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
V2X Inc * |
|
|
1,070 |
|
|
$ |
61 |
|
Valmont Industries Inc |
|
|
5,500 |
|
|
|
1,572 |
|
Viad Corp * |
|
|
5,084 |
|
|
|
175 |
|
Virco Mfg. Corp |
|
|
9,220 |
|
|
|
143 |
|
WESCO International Inc |
|
|
7,283 |
|
|
|
1,204 |
|
Willdan Group Inc * |
|
|
13,068 |
|
|
|
498 |
|
Willis Lease Finance Corp |
|
|
1,040 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,613 |
|
Information Technology — 9.1% |
|
|
|
|
8x8 Inc * |
|
|
96,270 |
|
|
|
181 |
|
ACI Worldwide Inc * |
|
|
8,739 |
|
|
|
440 |
|
Agilysys Inc * |
|
|
3,119 |
|
|
|
353 |
|
Alkami Technology Inc * |
|
|
15,164 |
|
|
|
506 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
7,341 |
|
|
|
307 |
|
Amplitude Inc, Cl A * |
|
|
6,660 |
|
|
|
59 |
|
Arlo Technologies Inc * |
|
|
15,103 |
|
|
|
177 |
|
AvePoint Inc * |
|
|
30,811 |
|
|
|
356 |
|
Aviat Networks Inc * |
|
|
4,402 |
|
|
|
121 |
|
Backblaze Inc, Cl A * |
|
|
8,700 |
|
|
|
53 |
|
Badger Meter Inc |
|
|
1,817 |
|
|
|
376 |
|
Belden Inc |
|
|
3,201 |
|
|
|
343 |
|
Benchmark Electronics Inc |
|
|
5,739 |
|
|
|
244 |
|
Bentley Systems Inc, Cl B |
|
|
11,512 |
|
|
|
593 |
|
Cirrus Logic Inc * |
|
|
2,566 |
|
|
|
374 |
|
Clearfield Inc * |
|
|
4,742 |
|
|
|
177 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
13,483 |
|
|
|
334 |
|
Climb Global Solutions Inc |
|
|
300 |
|
|
|
28 |
|
Cognex Corp |
|
|
15,563 |
|
|
|
628 |
|
Coherent Corp * |
|
|
3,402 |
|
|
|
265 |
|
CommVault Systems Inc * |
|
|
3,608 |
|
|
|
561 |
|
Consensus Cloud Solutions Inc * |
|
|
14,550 |
|
|
|
350 |
|
Credo Technology Group Holding Ltd * |
|
|
12,866 |
|
|
|
449 |
|
Daktronics Inc * |
|
|
5,560 |
|
|
|
80 |
|
Digital Turbine Inc * |
|
|
33,340 |
|
|
|
107 |
|
Diodes Inc * |
|
|
6,321 |
|
|
|
441 |
|
Fabrinet * |
|
|
1,581 |
|
|
|
385 |
|
Hackett Group Inc/The |
|
|
10,350 |
|
|
|
274 |
|
Harmonic Inc * |
|
|
86,469 |
|
|
|
1,249 |
|
Immersion Corp |
|
|
38,280 |
|
|
|
360 |
|
Impinj Inc * |
|
|
1,070 |
|
|
|
180 |
|
Itron Inc * |
|
|
2,989 |
|
|
|
306 |
|
Kulicke & Soffa Industries Inc |
|
|
11,334 |
|
|
|
497 |
|
Littelfuse Inc |
|
|
2,177 |
|
|
|
593 |
|
Lumentum Holdings Inc * |
|
|
16,505 |
|
|
|
951 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
1,650 |
|
|
|
180 |
|
Methode Electronics Inc |
|
|
24,523 |
|
|
|
256 |
|
Olo Inc, Cl A * |
|
|
58,020 |
|
|
|
305 |
|
ON24 Inc * |
|
|
45,404 |
|
|
|
293 |
|
OneSpan Inc * |
|
|
32,800 |
|
|
|
529 |
|
Open Text Corp |
|
|
26,585 |
|
|
|
846 |
|
PC Connection Inc |
|
|
3,640 |
|
|
|
266 |
|
Photronics Inc * |
|
|
75,943 |
|
|
|
1,964 |
|
Power Integrations Inc |
|
|
8,707 |
|
|
|
584 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Q2 Holdings Inc * |
|
|
5,138 |
|
|
$ |
381 |
|
Red Violet Inc * |
|
|
10,248 |
|
|
|
296 |
|
Ribbon Communications Inc * |
|
|
19,080 |
|
|
|
65 |
|
Rimini Street Inc * |
|
|
68,666 |
|
|
|
121 |
|
Rogers Corp * |
|
|
5,046 |
|
|
|
541 |
|
SEMrush Holdings Inc, Cl A * |
|
|
4,740 |
|
|
|
65 |
|
Silicon Laboratories Inc * |
|
|
3,915 |
|
|
|
463 |
|
Silicon Motion Technology Corp ADR |
|
|
18,315 |
|
|
|
1,164 |
|
SiTime Corp * |
|
|
2,152 |
|
|
|
311 |
|
SolarWinds Corp |
|
|
36,960 |
|
|
|
473 |
|
TTM Technologies Inc * |
|
|
5,653 |
|
|
|
110 |
|
Turtle Beach Corp * |
|
|
12,904 |
|
|
|
202 |
|
Universal Display Corp |
|
|
3,378 |
|
|
|
654 |
|
Viavi Solutions Inc * |
|
|
74,879 |
|
|
|
645 |
|
Yext Inc * |
|
|
35,170 |
|
|
|
179 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
19,891 |
|
|
|
525 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,116 |
|
Materials — 4.4% |
|
|
|
|
American Vanguard Corp |
|
|
12,400 |
|
|
|
71 |
|
Arcadium Lithium PLC * |
|
|
93,682 |
|
|
|
254 |
|
Aspen Aerogels Inc * |
|
|
7,948 |
|
|
|
228 |
|
ATI Inc * |
|
|
4,505 |
|
|
|
288 |
|
Axalta Coating Systems Ltd * |
|
|
14,143 |
|
|
|
516 |
|
Cabot Corp |
|
|
10,406 |
|
|
|
1,094 |
|
Caledonia Mining Corp PLC |
|
|
700 |
|
|
|
9 |
|
Chemours Co/The |
|
|
30,895 |
|
|
|
601 |
|
Clearwater Paper Corp * |
|
|
4,860 |
|
|
|
162 |
|
Commercial Metals Co |
|
|
24,782 |
|
|
|
1,328 |
|
Compass Minerals International Inc |
|
|
4,200 |
|
|
|
37 |
|
Ecovyst Inc * |
|
|
21,197 |
|
|
|
152 |
|
FMC Corp |
|
|
29,448 |
|
|
|
1,902 |
|
Greif Inc, Cl B |
|
|
2,554 |
|
|
|
172 |
|
Haynes International Inc |
|
|
3,091 |
|
|
|
186 |
|
Ingevity Corp * |
|
|
8,950 |
|
|
|
354 |
|
Innospec Inc |
|
|
3,820 |
|
|
|
440 |
|
Kronos Worldwide Inc |
|
|
34,215 |
|
|
|
396 |
|
Louisiana-Pacific Corp |
|
|
2,565 |
|
|
|
249 |
|
O-I Glass Inc, Cl I * |
|
|
28,789 |
|
|
|
365 |
|
Olympic Steel Inc |
|
|
1,623 |
|
|
|
65 |
|
Pactiv Evergreen Inc |
|
|
9,427 |
|
|
|
111 |
|
Quaker Chemical Corp |
|
|
3,478 |
|
|
|
589 |
|
Ranpak Holdings Corp, Cl A * |
|
|
24,730 |
|
|
|
175 |
|
Reliance Inc |
|
|
2,952 |
|
|
|
846 |
|
Silgan Holdings Inc |
|
|
7,563 |
|
|
|
395 |
|
SunCoke Energy Inc |
|
|
21,141 |
|
|
|
189 |
|
Universal Stainless & Alloy Products Inc * |
|
|
11,510 |
|
|
|
485 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,659 |
|
Real Estate — 5.5% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
14,468 |
|
|
|
1,056 |
|
Alexander's Inc ‡ |
|
|
2,174 |
|
|
|
498 |
|
Alpine Income Property Trust Inc ‡ |
|
|
4,734 |
|
|
|
90 |
|
American Healthcare REIT Inc ‡ |
|
|
16,387 |
|
|
|
343 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Braemar Hotels & Resorts Inc ‡ |
|
|
21,830 |
|
|
$ |
68 |
|
Brixmor Property Group Inc ‡ |
|
|
11,071 |
|
|
|
303 |
|
CareTrust REIT Inc ‡ |
|
|
10,362 |
|
|
|
310 |
|
COPT Defense Properties ‡ |
|
|
25,523 |
|
|
|
760 |
|
CubeSmart ‡ |
|
|
11,960 |
|
|
|
620 |
|
eXp World Holdings Inc |
|
|
34,453 |
|
|
|
405 |
|
Farmland Partners Inc ‡ |
|
|
34,168 |
|
|
|
350 |
|
FirstService Corp |
|
|
2,152 |
|
|
|
387 |
|
Forestar Group Inc * |
|
|
13,773 |
|
|
|
426 |
|
Gladstone Commercial Corp ‡ |
|
|
20,500 |
|
|
|
313 |
|
Healthpeak Properties Inc ‡ |
|
|
14,944 |
|
|
|
333 |
|
Highwoods Properties Inc ‡ |
|
|
57,671 |
|
|
|
1,858 |
|
National Storage Affiliates Trust ‡ |
|
|
18,160 |
|
|
|
849 |
|
Newmark Group Inc, Cl A |
|
|
83,453 |
|
|
|
1,154 |
|
Orion Office REIT Inc ‡ |
|
|
92,400 |
|
|
|
379 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
8,602 |
|
|
|
125 |
|
Redfin Corp * |
|
|
12,620 |
|
|
|
118 |
|
RMR Group Inc/The, Cl A |
|
|
16,504 |
|
|
|
421 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
7,254 |
|
|
|
754 |
|
Saul Centers Inc ‡ |
|
|
5,725 |
|
|
|
234 |
|
STAG Industrial Inc ‡ |
|
|
23,679 |
|
|
|
961 |
|
Terreno Realty Corp ‡ |
|
|
9,658 |
|
|
|
667 |
|
Universal Health Realty Income Trust ‡ |
|
|
5,390 |
|
|
|
242 |
|
Vornado Realty Trust ‡ |
|
|
8,871 |
|
|
|
305 |
|
Whitestone REIT, Cl B ‡ |
|
|
4,840 |
|
|
|
65 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,394 |
|
Utilities — 1.6% |
|
|
|
|
Black Hills Corp |
|
|
7,444 |
|
|
|
440 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
17,814 |
|
|
|
725 |
|
Chesapeake Utilities Corp |
|
|
4,579 |
|
|
|
542 |
|
IDACORP Inc, Cl Rights |
|
|
5,992 |
|
|
|
611 |
|
Portland General Electric Co |
|
|
24,225 |
|
|
|
1,166 |
|
Pure Cycle Corp * |
|
|
6,030 |
|
|
|
64 |
|
Spire Inc |
|
|
5,412 |
|
|
|
357 |
|
Talen Energy Corp * |
|
|
2,041 |
|
|
|
305 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,210 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $191,988) ($ Thousands) |
|
|
|
|
|
|
253,363 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.4% |
| |
|
|
|
|
|
|
|
|
iShares Russell 2000 Value ETF |
|
|
6,375 |
|
|
|
1,069 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $863) ($ Thousands) |
|
|
|
|
|
|
1,069 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small Cap II Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 3.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
8,761,957 |
|
|
$ |
8,762 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $8,762) ($ Thousands) |
|
|
|
|
|
|
8,762 |
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $201,613) ($ Thousands) |
|
$ |
263,194 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
18 |
|
|
|
Sep-2024 |
|
|
$ |
1,905 |
|
|
$ |
2,001 |
|
|
$ |
96 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $263,877 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
(2 |
) |
|
$ |
4 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
5,983 |
|
|
|
20,575 |
|
|
|
(17,796 |
) |
|
|
— |
|
|
|
— |
|
|
|
8,762 |
|
|
|
88 |
|
|
|
— |
|
Totals |
|
$ |
5,984 |
|
|
$ |
20,575 |
|
|
$ |
(17,799 |
) |
|
$ |
(2 |
) |
|
$ |
4 |
|
|
$ |
8,762 |
|
|
$ |
88 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.1% |
|
|
|
|
AMC Networks Inc, Cl A * |
|
|
22,800 |
|
|
$ |
225 |
|
Cinemark Holdings Inc * |
|
|
40,800 |
|
|
|
1,117 |
|
Cogent Communications Holdings Inc |
|
|
29,503 |
|
|
|
2,065 |
|
Fox Corp |
|
|
50,600 |
|
|
|
2,093 |
|
IMAX Corp * |
|
|
54,210 |
|
|
|
1,149 |
|
Madison Square Garden Entertainment Corp, Cl A * |
|
|
30,200 |
|
|
|
1,275 |
|
MediaAlpha Inc, Cl A * |
|
|
71,410 |
|
|
|
1,271 |
|
Nexstar Media Group Inc, Cl A |
|
|
27,789 |
|
|
|
4,749 |
|
Playtika Holding Corp |
|
|
56,700 |
|
|
|
429 |
|
Shutterstock Inc |
|
|
78,019 |
|
|
|
2,799 |
|
TEGNA Inc |
|
|
49,300 |
|
|
|
684 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,856 |
|
Consumer Discretionary — 11.5% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
8,000 |
|
|
|
1,181 |
|
Academy Sports & Outdoors Inc |
|
|
14,800 |
|
|
|
821 |
|
Adtalem Global Education Inc * |
|
|
19,748 |
|
|
|
1,495 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
54,700 |
|
|
|
352 |
|
American Eagle Outfitters Inc |
|
|
46,900 |
|
|
|
965 |
|
Autoliv Inc |
|
|
12,100 |
|
|
|
1,240 |
|
AutoNation Inc * |
|
|
4,700 |
|
|
|
836 |
|
Bloomin' Brands Inc |
|
|
53,700 |
|
|
|
940 |
|
BorgWarner Inc |
|
|
34,400 |
|
|
|
1,172 |
|
Brinker International Inc * |
|
|
16,040 |
|
|
|
1,147 |
|
Brunswick Corp/DE |
|
|
41,088 |
|
|
|
3,248 |
|
Burlington Stores Inc * |
|
|
12,001 |
|
|
|
3,219 |
|
Capri Holdings Ltd * |
|
|
18,100 |
|
|
|
647 |
|
Carter's Inc |
|
|
12,100 |
|
|
|
797 |
|
Century Communities Inc |
|
|
13,400 |
|
|
|
1,341 |
|
Churchill Downs Inc |
|
|
22,560 |
|
|
|
3,135 |
|
Dick's Sporting Goods Inc |
|
|
21,981 |
|
|
|
5,209 |
|
Domino's Pizza Inc |
|
|
6,661 |
|
|
|
2,759 |
|
Dorman Products Inc * |
|
|
10,290 |
|
|
|
1,167 |
|
Dream Finders Homes Inc, Cl A * |
|
|
26,785 |
|
|
|
896 |
|
Expedia Group Inc * |
|
|
5,700 |
|
|
|
793 |
|
Frontdoor Inc * |
|
|
25,500 |
|
|
|
1,226 |
|
Funko Inc, Cl A * |
|
|
107,130 |
|
|
|
1,122 |
|
G-III Apparel Group Ltd * |
|
|
38,500 |
|
|
|
1,019 |
|
Goodyear Tire & Rubber Co/The * |
|
|
71,642 |
|
|
|
632 |
|
Group 1 Automotive Inc |
|
|
8,900 |
|
|
|
3,353 |
|
Harley-Davidson Inc |
|
|
42,300 |
|
|
|
1,584 |
|
Haverty Furniture Cos Inc |
|
|
38,200 |
|
|
|
1,047 |
|
Installed Building Products Inc |
|
|
7,945 |
|
|
|
1,766 |
|
Jack in the Box Inc |
|
|
7,184 |
|
|
|
355 |
|
JAKKS Pacific Inc * |
|
|
15,700 |
|
|
|
387 |
|
KB Home |
|
|
17,200 |
|
|
|
1,440 |
|
Kohl's Corp |
|
|
24,700 |
|
|
|
479 |
|
M/I Homes Inc * |
|
|
6,920 |
|
|
|
1,103 |
|
Macy's Inc |
|
|
43,100 |
|
|
|
671 |
|
Mattel Inc * |
|
|
78,600 |
|
|
|
1,492 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MGM Resorts International * |
|
|
44,200 |
|
|
$ |
1,661 |
|
Modine Manufacturing Co * |
|
|
29,671 |
|
|
|
3,606 |
|
Mohawk Industries Inc * |
|
|
7,800 |
|
|
|
1,210 |
|
Newell Brands Inc |
|
|
128,211 |
|
|
|
909 |
|
ODP Corp/The * |
|
|
35,698 |
|
|
|
1,101 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
24,123 |
|
|
|
2,160 |
|
Perdoceo Education Corp |
|
|
45,800 |
|
|
|
1,028 |
|
Phinia Inc |
|
|
11,300 |
|
|
|
542 |
|
Polaris Inc |
|
|
8,100 |
|
|
|
686 |
|
Pool Corp |
|
|
16,568 |
|
|
|
5,826 |
|
PulteGroup Inc |
|
|
18,600 |
|
|
|
2,449 |
|
PVH Corp |
|
|
13,300 |
|
|
|
1,313 |
|
Rush Street Interactive Inc * |
|
|
122,750 |
|
|
|
1,150 |
|
Tapestry Inc |
|
|
21,600 |
|
|
|
885 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
17,800 |
|
|
|
1,198 |
|
Texas Roadhouse Inc, Cl A |
|
|
10,825 |
|
|
|
1,827 |
|
Toll Brothers Inc |
|
|
32,400 |
|
|
|
4,668 |
|
Travel + Leisure Co |
|
|
76,230 |
|
|
|
3,374 |
|
Upbound Group Inc, Cl A |
|
|
44,400 |
|
|
|
1,478 |
|
Whirlpool Corp |
|
|
14,400 |
|
|
|
1,444 |
|
Wingstop Inc |
|
|
15,755 |
|
|
|
6,083 |
|
Winnebago Industries Inc |
|
|
11,200 |
|
|
|
668 |
|
Wyndham Hotels & Resorts Inc |
|
|
12,610 |
|
|
|
992 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
97,294 |
|
Consumer Staples — 3.8% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
62,300 |
|
|
|
1,222 |
|
BellRing Brands Inc * |
|
|
18,100 |
|
|
|
1,012 |
|
Bunge Global SA |
|
|
12,000 |
|
|
|
1,216 |
|
Casey's General Stores Inc |
|
|
18,699 |
|
|
|
6,775 |
|
Church & Dwight Co Inc |
|
|
25,573 |
|
|
|
2,605 |
|
Conagra Brands Inc |
|
|
38,100 |
|
|
|
1,189 |
|
Edgewell Personal Care Co |
|
|
25,900 |
|
|
|
1,042 |
|
elf Beauty Inc * |
|
|
6,570 |
|
|
|
984 |
|
Herbalife Ltd * |
|
|
77,800 |
|
|
|
635 |
|
Ingles Markets Inc, Cl A |
|
|
7,426 |
|
|
|
549 |
|
Ingredion Inc |
|
|
17,300 |
|
|
|
2,324 |
|
Inter Parfums Inc |
|
|
11,453 |
|
|
|
1,476 |
|
J & J Snack Foods Corp |
|
|
10,833 |
|
|
|
1,844 |
|
Molson Coors Beverage Co, Cl B |
|
|
44,100 |
|
|
|
2,380 |
|
SpartanNash Co |
|
|
18,700 |
|
|
|
413 |
|
Sprouts Farmers Market Inc * |
|
|
54,172 |
|
|
|
5,637 |
|
Vital Farms Inc * |
|
|
25,621 |
|
|
|
806 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,109 |
|
Energy — 4.0% |
|
|
|
|
APA Corp |
|
|
51,662 |
|
|
|
1,472 |
|
Ardmore Shipping Corp |
|
|
61,600 |
|
|
|
1,163 |
|
Cactus Inc, Cl A |
|
|
18,820 |
|
|
|
1,120 |
|
California Resources Corp |
|
|
22,500 |
|
|
|
1,181 |
|
ChampionX Corp |
|
|
81,432 |
|
|
|
2,535 |
|
Chord Energy Corp |
|
|
13,214 |
|
|
|
1,961 |
|
Civitas Resources Inc |
|
|
34,700 |
|
|
|
2,128 |
|
CNX Resources Corp * |
|
|
44,100 |
|
|
|
1,220 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Delek US Holdings Inc |
|
|
34,000 |
|
|
$ |
694 |
|
Helmerich & Payne Inc |
|
|
53,700 |
|
|
|
1,752 |
|
HF Sinclair Corp |
|
|
52,100 |
|
|
|
2,560 |
|
International Seaways Inc |
|
|
22,100 |
|
|
|
1,145 |
|
Matador Resources Co |
|
|
92,376 |
|
|
|
5,240 |
|
Murphy Oil Corp |
|
|
36,000 |
|
|
|
1,342 |
|
Northern Oil & Gas Inc |
|
|
94,322 |
|
|
|
3,752 |
|
Scorpio Tankers Inc |
|
|
35,700 |
|
|
|
2,554 |
|
SM Energy Co |
|
|
19,800 |
|
|
|
904 |
|
Vitesse Energy Inc |
|
|
3,154 |
|
|
|
82 |
|
World Kinect Corp |
|
|
26,900 |
|
|
|
775 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,580 |
|
Financials — 16.3% |
|
|
|
|
1st Source Corp |
|
|
18,000 |
|
|
|
1,106 |
|
Affiliated Managers Group Inc |
|
|
5,900 |
|
|
|
1,026 |
|
Ally Financial Inc |
|
|
40,300 |
|
|
|
1,741 |
|
American Financial Group Inc/OH |
|
|
5,900 |
|
|
|
788 |
|
Annaly Capital Management Inc ‡ |
|
|
20,550 |
|
|
|
414 |
|
Ares Capital Corp |
|
|
35,700 |
|
|
|
753 |
|
Associated Banc-Corp |
|
|
54,400 |
|
|
|
1,245 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
30,600 |
|
|
|
959 |
|
BankUnited Inc |
|
|
36,900 |
|
|
|
1,418 |
|
Blue Owl Capital Corp |
|
|
69,500 |
|
|
|
1,054 |
|
Chimera Investment Corp ‡ |
|
|
20,400 |
|
|
|
316 |
|
Citizens Financial Group Inc |
|
|
77,700 |
|
|
|
3,345 |
|
CNA Financial Corp |
|
|
18,800 |
|
|
|
976 |
|
CNO Financial Group Inc |
|
|
113,090 |
|
|
|
3,949 |
|
Cohen & Steers Inc |
|
|
43,294 |
|
|
|
3,869 |
|
Comerica Inc |
|
|
30,100 |
|
|
|
1,719 |
|
Corpay Inc * |
|
|
3,700 |
|
|
|
1,168 |
|
Dime Community Bancshares Inc |
|
|
20,570 |
|
|
|
535 |
|
Employers Holdings Inc |
|
|
25,650 |
|
|
|
1,230 |
|
Enact Holdings Inc |
|
|
32,400 |
|
|
|
1,152 |
|
Enova International Inc * |
|
|
13,700 |
|
|
|
1,175 |
|
Enterprise Financial Services Corp |
|
|
21,155 |
|
|
|
1,119 |
|
Equitable Holdings Inc |
|
|
15,800 |
|
|
|
672 |
|
Essent Group Ltd |
|
|
17,600 |
|
|
|
1,132 |
|
Everest Group Ltd |
|
|
2,600 |
|
|
|
1,020 |
|
FactSet Research Systems Inc |
|
|
5,586 |
|
|
|
2,362 |
|
Fifth Third Bancorp |
|
|
48,400 |
|
|
|
2,066 |
|
First BanCorp/Puerto Rico |
|
|
58,000 |
|
|
|
1,240 |
|
First Busey Corp |
|
|
27,700 |
|
|
|
749 |
|
First Financial Bancorp |
|
|
45,000 |
|
|
|
1,191 |
|
First Horizon Corp |
|
|
77,900 |
|
|
|
1,292 |
|
FNB Corp/PA |
|
|
81,000 |
|
|
|
1,213 |
|
FS KKR Capital Corp |
|
|
35,800 |
|
|
|
724 |
|
Fulton Financial Corp |
|
|
117,500 |
|
|
|
2,274 |
|
Globe Life Inc |
|
|
1,686 |
|
|
|
177 |
|
Hamilton Lane Inc, Cl A |
|
|
57,958 |
|
|
|
8,858 |
|
Hancock Whitney Corp |
|
|
35,700 |
|
|
|
1,918 |
|
Hanmi Financial Corp |
|
|
62,800 |
|
|
|
1,244 |
|
HCI Group Inc |
|
|
10,900 |
|
|
|
1,045 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Home BancShares Inc/AR |
|
|
119,032 |
|
|
$ |
3,314 |
|
Independent Bank Corp |
|
|
17,830 |
|
|
|
1,129 |
|
Jack Henry & Associates Inc |
|
|
15,148 |
|
|
|
2,621 |
|
KeyCorp |
|
|
49,300 |
|
|
|
841 |
|
Kinsale Capital Group Inc |
|
|
17,930 |
|
|
|
8,805 |
|
Lincoln National Corp |
|
|
14,100 |
|
|
|
453 |
|
MarketAxess Holdings Inc |
|
|
5,678 |
|
|
|
1,376 |
|
MGIC Investment Corp |
|
|
81,200 |
|
|
|
2,065 |
|
Moelis & Co, Cl A |
|
|
24,555 |
|
|
|
1,640 |
|
Morningstar Inc |
|
|
9,239 |
|
|
|
2,899 |
|
Mr Cooper Group Inc * |
|
|
12,935 |
|
|
|
1,213 |
|
Navient Corp |
|
|
65,200 |
|
|
|
1,104 |
|
NCR Atleos Corp * |
|
|
8,100 |
|
|
|
232 |
|
NMI Holdings Inc, Cl A * |
|
|
30,400 |
|
|
|
1,249 |
|
Oaktree Specialty Lending Corp |
|
|
53,000 |
|
|
|
908 |
|
OFG Bancorp |
|
|
68,200 |
|
|
|
3,137 |
|
Palomar Holdings Inc, Cl A * |
|
|
13,500 |
|
|
|
1,339 |
|
Park National Corp |
|
|
7,300 |
|
|
|
1,283 |
|
Pathward Financial Inc |
|
|
19,930 |
|
|
|
1,372 |
|
Piper Sandler Cos |
|
|
5,910 |
|
|
|
1,612 |
|
PJT Partners Inc, Cl A |
|
|
8,600 |
|
|
|
1,062 |
|
Popular Inc |
|
|
24,900 |
|
|
|
2,552 |
|
Preferred Bank/Los Angeles CA |
|
|
10,240 |
|
|
|
848 |
|
PROG Holdings Inc |
|
|
66,400 |
|
|
|
3,105 |
|
Prosperity Bancshares Inc |
|
|
40,716 |
|
|
|
2,996 |
|
Radian Group Inc |
|
|
40,700 |
|
|
|
1,471 |
|
Regions Financial Corp |
|
|
63,600 |
|
|
|
1,490 |
|
Reinsurance Group of America Inc, Cl A |
|
|
6,200 |
|
|
|
1,369 |
|
Rithm Capital Corp ‡ |
|
|
85,300 |
|
|
|
1,018 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
50,784 |
|
|
|
3,282 |
|
S&T Bancorp Inc |
|
|
27,100 |
|
|
|
1,164 |
|
Skyward Specialty Insurance Group Inc * |
|
|
27,836 |
|
|
|
1,138 |
|
Stifel Financial Corp |
|
|
36,640 |
|
|
|
3,229 |
|
Synovus Financial Corp |
|
|
19,300 |
|
|
|
890 |
|
Trustmark Corp |
|
|
35,000 |
|
|
|
1,166 |
|
UMB Financial Corp |
|
|
11,440 |
|
|
|
1,185 |
|
Universal Insurance Holdings Inc |
|
|
7,500 |
|
|
|
160 |
|
Unum Group |
|
|
39,000 |
|
|
|
2,164 |
|
Veritex Holdings Inc |
|
|
36,500 |
|
|
|
919 |
|
Victory Capital Holdings Inc, Cl A |
|
|
22,000 |
|
|
|
1,201 |
|
Virtu Financial Inc, Cl A |
|
|
41,870 |
|
|
|
1,286 |
|
Western Union Co/The |
|
|
32,400 |
|
|
|
395 |
|
WisdomTree Inc |
|
|
134,000 |
|
|
|
1,359 |
|
WSFS Financial Corp |
|
|
23,500 |
|
|
|
1,286 |
|
Zions Bancorp NA |
|
|
44,500 |
|
|
|
2,205 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
137,766 |
|
Health Care — 12.4% |
|
|
|
|
Addus HomeCare Corp * |
|
|
8,308 |
|
|
|
1,105 |
|
ADMA Biologics Inc * |
|
|
67,210 |
|
|
|
1,163 |
|
Amneal Pharmaceuticals Inc * |
|
|
154,000 |
|
|
|
1,334 |
|
ANI Pharmaceuticals Inc * |
|
|
14,210 |
|
|
|
906 |
|
Baxter International Inc |
|
|
48,100 |
|
|
|
1,825 |
|
Bio-Techne Corp |
|
|
33,185 |
|
|
|
2,455 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Blueprint Medicines Corp * |
|
|
18,653 |
|
|
$ |
1,782 |
|
CareDx Inc * |
|
|
33,495 |
|
|
|
1,029 |
|
Catalyst Pharmaceuticals Inc * |
|
|
54,590 |
|
|
|
1,106 |
|
Certara Inc * |
|
|
130,041 |
|
|
|
1,593 |
|
Chemed Corp |
|
|
4,405 |
|
|
|
2,582 |
|
Collegium Pharmaceutical Inc * |
|
|
30,220 |
|
|
|
1,162 |
|
Corcept Therapeutics Inc * |
|
|
32,400 |
|
|
|
1,144 |
|
DaVita Inc * |
|
|
9,700 |
|
|
|
1,464 |
|
Encompass Health Corp |
|
|
44,906 |
|
|
|
4,179 |
|
Ensign Group Inc/The |
|
|
70,407 |
|
|
|
10,657 |
|
Exelixis Inc * |
|
|
65,800 |
|
|
|
1,713 |
|
Geron Corp * |
|
|
63,050 |
|
|
|
300 |
|
Globus Medical Inc, Cl A * |
|
|
30,003 |
|
|
|
2,181 |
|
Haemonetics Corp * |
|
|
9,622 |
|
|
|
727 |
|
Henry Schein Inc * |
|
|
10,300 |
|
|
|
727 |
|
Incyte Corp * |
|
|
9,000 |
|
|
|
591 |
|
Insmed Inc * |
|
|
29,140 |
|
|
|
2,228 |
|
Intra-Cellular Therapies Inc * |
|
|
12,260 |
|
|
|
898 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
97,700 |
|
|
|
494 |
|
Jazz Pharmaceuticals PLC * |
|
|
19,500 |
|
|
|
2,262 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
51,700 |
|
|
|
1,383 |
|
Krystal Biotech Inc * |
|
|
6,100 |
|
|
|
1,190 |
|
Lantheus Holdings Inc * |
|
|
16,985 |
|
|
|
1,808 |
|
LeMaitre Vascular Inc |
|
|
54,223 |
|
|
|
4,896 |
|
Ligand Pharmaceuticals Inc * |
|
|
12,962 |
|
|
|
1,371 |
|
Medpace Holdings Inc * |
|
|
2,530 |
|
|
|
899 |
|
Merit Medical Systems Inc * |
|
|
47,365 |
|
|
|
4,579 |
|
NeoGenomics Inc * |
|
|
64,510 |
|
|
|
1,066 |
|
Omnicell Inc * |
|
|
26,870 |
|
|
|
1,195 |
|
Option Care Health Inc * |
|
|
55,640 |
|
|
|
1,782 |
|
Organon & Co |
|
|
117,800 |
|
|
|
2,633 |
|
Perrigo Co PLC |
|
|
89,548 |
|
|
|
2,606 |
|
Premier Inc, Cl A |
|
|
49,700 |
|
|
|
1,012 |
|
Protagonist Therapeutics Inc * |
|
|
33,000 |
|
|
|
1,415 |
|
Quest Diagnostics Inc |
|
|
16,866 |
|
|
|
2,648 |
|
RadNet Inc * |
|
|
47,200 |
|
|
|
3,129 |
|
Repligen Corp * |
|
|
21,500 |
|
|
|
3,245 |
|
Select Medical Holdings Corp |
|
|
27,000 |
|
|
|
974 |
|
STERIS PLC |
|
|
13,858 |
|
|
|
3,341 |
|
Supernus Pharmaceuticals Inc * |
|
|
9,820 |
|
|
|
345 |
|
Syndax Pharmaceuticals Inc * |
|
|
22,600 |
|
|
|
464 |
|
TG Therapeutics Inc * |
|
|
56,500 |
|
|
|
1,327 |
|
TransMedics Group Inc * |
|
|
16,765 |
|
|
|
2,818 |
|
United Therapeutics Corp * |
|
|
12,005 |
|
|
|
4,364 |
|
Universal Health Services Inc, Cl B |
|
|
11,300 |
|
|
|
2,689 |
|
US Physical Therapy Inc |
|
|
26,750 |
|
|
|
2,290 |
|
Veracyte Inc * |
|
|
35,830 |
|
|
|
1,130 |
|
Vericel Corp * |
|
|
21,300 |
|
|
|
1,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
105,306 |
|
Industrials — 23.9% |
|
|
|
|
AAON Inc |
|
|
37,333 |
|
|
|
3,566 |
|
ABM Industries Inc |
|
|
24,600 |
|
|
|
1,406 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Acuity Brands Inc |
|
|
7,400 |
|
|
$ |
1,885 |
|
ACV Auctions Inc, Cl A * |
|
|
29,465 |
|
|
|
551 |
|
Advanced Drainage Systems Inc |
|
|
18,082 |
|
|
|
2,835 |
|
AeroVironment Inc * |
|
|
18,880 |
|
|
|
3,847 |
|
AGCO Corp |
|
|
24,600 |
|
|
|
2,240 |
|
Air Lease Corp, Cl A |
|
|
65,962 |
|
|
|
3,052 |
|
Allison Transmission Holdings Inc |
|
|
72,224 |
|
|
|
6,699 |
|
Apogee Enterprises Inc |
|
|
26,800 |
|
|
|
1,790 |
|
ArcBest Corp |
|
|
14,700 |
|
|
|
1,563 |
|
Argan Inc |
|
|
13,800 |
|
|
|
1,094 |
|
Armstrong World Industries Inc |
|
|
9,000 |
|
|
|
1,141 |
|
Atkore Inc |
|
|
19,600 |
|
|
|
1,829 |
|
Axon Enterprise Inc * |
|
|
15,424 |
|
|
|
5,629 |
|
AZEK Co Inc/The, Cl A * |
|
|
22,295 |
|
|
|
950 |
|
AZZ Inc |
|
|
13,000 |
|
|
|
1,081 |
|
Blue Bird Corp * |
|
|
21,870 |
|
|
|
1,119 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
22,775 |
|
|
|
3,616 |
|
Broadridge Financial Solutions Inc |
|
|
13,361 |
|
|
|
2,844 |
|
Builders FirstSource Inc * |
|
|
9,300 |
|
|
|
1,618 |
|
BWX Technologies Inc |
|
|
23,312 |
|
|
|
2,401 |
|
Cadre Holdings Inc |
|
|
20,015 |
|
|
|
726 |
|
Carlisle Cos Inc |
|
|
6,875 |
|
|
|
2,914 |
|
Casella Waste Systems Inc, Cl A * |
|
|
21,615 |
|
|
|
2,331 |
|
CNH Industrial NV |
|
|
252,000 |
|
|
|
2,606 |
|
Comfort Systems USA Inc |
|
|
3,288 |
|
|
|
1,162 |
|
Concentrix Corp |
|
|
36,848 |
|
|
|
2,772 |
|
Construction Partners Inc, Cl A * |
|
|
21,500 |
|
|
|
1,419 |
|
Copart Inc * |
|
|
84,755 |
|
|
|
4,489 |
|
Crane Co |
|
|
26,290 |
|
|
|
4,164 |
|
CSG Systems International Inc |
|
|
13,150 |
|
|
|
638 |
|
Deluxe Corp |
|
|
26,200 |
|
|
|
539 |
|
Douglas Dynamics Inc |
|
|
38,780 |
|
|
|
1,080 |
|
Ennis Inc |
|
|
45,100 |
|
|
|
1,078 |
|
ExlService Holdings Inc * |
|
|
118,926 |
|
|
|
4,346 |
|
Exponent Inc |
|
|
56,549 |
|
|
|
6,123 |
|
Federal Signal Corp |
|
|
38,005 |
|
|
|
3,591 |
|
FTAI Aviation Ltd |
|
|
36,625 |
|
|
|
4,681 |
|
FTI Consulting Inc * |
|
|
11,135 |
|
|
|
2,542 |
|
Gates Industrial Corp PLC * |
|
|
52,900 |
|
|
|
961 |
|
GATX Corp |
|
|
8,000 |
|
|
|
1,129 |
|
GFL Environmental Inc |
|
|
81,002 |
|
|
|
3,508 |
|
Greenbrier Cos Inc/The |
|
|
21,000 |
|
|
|
1,017 |
|
Heidrick & Struggles International Inc |
|
|
28,500 |
|
|
|
1,100 |
|
Hexcel Corp |
|
|
41,360 |
|
|
|
2,618 |
|
HNI Corp |
|
|
22,600 |
|
|
|
1,217 |
|
Huntington Ingalls Industries Inc |
|
|
11,898 |
|
|
|
3,364 |
|
Huron Consulting Group Inc * |
|
|
9,454 |
|
|
|
1,044 |
|
Insperity Inc |
|
|
18,800 |
|
|
|
1,767 |
|
Interface Inc, Cl A |
|
|
60,500 |
|
|
|
1,142 |
|
Kirby Corp * |
|
|
14,515 |
|
|
|
1,741 |
|
Korn Ferry |
|
|
16,100 |
|
|
|
1,176 |
|
Landstar System Inc |
|
|
14,610 |
|
|
|
2,667 |
|
ManpowerGroup Inc |
|
|
14,300 |
|
|
|
1,057 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Matson Inc |
|
|
16,684 |
|
|
$ |
2,307 |
|
MillerKnoll Inc |
|
|
39,600 |
|
|
|
1,166 |
|
Moog Inc, Cl A |
|
|
8,950 |
|
|
|
1,767 |
|
Mueller Water Products Inc, Cl A |
|
|
63,300 |
|
|
|
1,359 |
|
Nordson Corp |
|
|
10,528 |
|
|
|
2,701 |
|
Oshkosh Corp |
|
|
14,950 |
|
|
|
1,613 |
|
Owens Corning |
|
|
12,000 |
|
|
|
2,025 |
|
Parsons Corp * |
|
|
46,155 |
|
|
|
4,406 |
|
Powell Industries Inc |
|
|
5,744 |
|
|
|
962 |
|
Primoris Services Corp |
|
|
20,390 |
|
|
|
1,151 |
|
Quad/Graphics Inc, Cl A |
|
|
86,600 |
|
|
|
406 |
|
Quanex Building Products Corp |
|
|
29,420 |
|
|
|
813 |
|
RBC Bearings Inc * |
|
|
17,744 |
|
|
|
5,285 |
|
Rollins Inc |
|
|
39,684 |
|
|
|
1,991 |
|
Rush Enterprises Inc, Cl A |
|
|
21,270 |
|
|
|
1,121 |
|
Ryder System Inc |
|
|
15,400 |
|
|
|
2,237 |
|
Sensata Technologies Holding PLC |
|
|
73,768 |
|
|
|
2,844 |
|
Simpson Manufacturing Co Inc |
|
|
3,600 |
|
|
|
659 |
|
SkyWest Inc * |
|
|
14,630 |
|
|
|
1,134 |
|
Snap-on Inc |
|
|
7,400 |
|
|
|
2,100 |
|
SPX Technologies Inc * |
|
|
28,150 |
|
|
|
4,592 |
|
Standex International Corp |
|
|
18,478 |
|
|
|
3,301 |
|
Terex Corp |
|
|
17,600 |
|
|
|
999 |
|
Tetra Tech Inc |
|
|
12,255 |
|
|
|
2,913 |
|
Textron Inc |
|
|
32,800 |
|
|
|
2,991 |
|
Timken Co/The |
|
|
12,700 |
|
|
|
1,074 |
|
TransUnion |
|
|
28,578 |
|
|
|
2,767 |
|
Trex Co Inc * |
|
|
32,299 |
|
|
|
2,059 |
|
Trinity Industries Inc |
|
|
30,630 |
|
|
|
1,011 |
|
UFP Industries Inc |
|
|
21,378 |
|
|
|
2,601 |
|
UniFirst Corp/MA |
|
|
17,233 |
|
|
|
3,269 |
|
United Airlines Holdings Inc * |
|
|
16,200 |
|
|
|
713 |
|
Valmont Industries Inc |
|
|
11,925 |
|
|
|
3,408 |
|
Watsco Inc |
|
|
7,491 |
|
|
|
3,561 |
|
WESCO International Inc |
|
|
17,941 |
|
|
|
2,967 |
|
Zurn Elkay Water Solutions Corp |
|
|
33,600 |
|
|
|
1,090 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
202,828 |
|
Information Technology — 13.2% |
|
|
|
|
ACI Worldwide Inc * |
|
|
29,300 |
|
|
|
1,476 |
|
ACM Research Inc, Cl A * |
|
|
50,197 |
|
|
|
906 |
|
Adeia Inc |
|
|
66,900 |
|
|
|
843 |
|
Agilysys Inc * |
|
|
16,060 |
|
|
|
1,816 |
|
Alarm.com Holdings Inc * |
|
|
23,841 |
|
|
|
1,419 |
|
Amdocs Ltd |
|
|
18,200 |
|
|
|
1,583 |
|
Amkor Technology Inc |
|
|
70,800 |
|
|
|
2,329 |
|
Appfolio Inc, Cl A * |
|
|
4,351 |
|
|
|
1,009 |
|
Arrow Electronics Inc * |
|
|
16,000 |
|
|
|
2,161 |
|
Avnet Inc |
|
|
22,000 |
|
|
|
1,214 |
|
Badger Meter Inc |
|
|
19,195 |
|
|
|
3,972 |
|
Belden Inc |
|
|
11,100 |
|
|
|
1,191 |
|
Bentley Systems Inc, Cl B |
|
|
49,396 |
|
|
|
2,542 |
|
Camtek Ltd/Israel |
|
|
19,609 |
|
|
|
1,785 |
|
Cirrus Logic Inc * |
|
|
10,700 |
|
|
|
1,559 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Clear Secure Inc, Cl A |
|
|
40,100 |
|
|
$ |
1,219 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
98,440 |
|
|
|
2,439 |
|
Cognex Corp |
|
|
66,821 |
|
|
|
2,698 |
|
CommVault Systems Inc * |
|
|
7,480 |
|
|
|
1,162 |
|
Descartes Systems Group Inc/The * |
|
|
27,869 |
|
|
|
2,812 |
|
Dropbox Inc, Cl A * |
|
|
38,700 |
|
|
|
973 |
|
EPAM Systems Inc * |
|
|
6,887 |
|
|
|
1,383 |
|
Fabrinet * |
|
|
4,700 |
|
|
|
1,145 |
|
Fair Isaac Corp * |
|
|
2,336 |
|
|
|
4,042 |
|
FormFactor Inc * |
|
|
24,280 |
|
|
|
1,184 |
|
Gen Digital Inc |
|
|
45,400 |
|
|
|
1,201 |
|
Intapp Inc * |
|
|
24,300 |
|
|
|
1,123 |
|
InterDigital Inc |
|
|
9,900 |
|
|
|
1,372 |
|
Itron Inc * |
|
|
11,000 |
|
|
|
1,124 |
|
Jabil Inc |
|
|
28,300 |
|
|
|
3,093 |
|
Keysight Technologies Inc * |
|
|
19,371 |
|
|
|
2,985 |
|
Kulicke & Soffa Industries Inc |
|
|
48,666 |
|
|
|
2,132 |
|
Littelfuse Inc |
|
|
9,346 |
|
|
|
2,544 |
|
LiveRamp Holdings Inc * |
|
|
26,000 |
|
|
|
674 |
|
Monolithic Power Systems Inc |
|
|
4,079 |
|
|
|
3,813 |
|
Napco Security Technologies Inc |
|
|
22,500 |
|
|
|
1,044 |
|
NCR Voyix Corp * |
|
|
16,200 |
|
|
|
219 |
|
Nova Ltd * |
|
|
13,510 |
|
|
|
3,020 |
|
Novanta Inc * |
|
|
26,025 |
|
|
|
4,770 |
|
OneSpan Inc * |
|
|
74,320 |
|
|
|
1,198 |
|
Onto Innovation Inc * |
|
|
13,318 |
|
|
|
2,840 |
|
OSI Systems Inc * |
|
|
7,400 |
|
|
|
1,109 |
|
Power Integrations Inc |
|
|
37,385 |
|
|
|
2,509 |
|
Q2 Holdings Inc * |
|
|
53,030 |
|
|
|
3,935 |
|
Sanmina Corp * |
|
|
21,400 |
|
|
|
1,485 |
|
Skyworks Solutions Inc |
|
|
5,500 |
|
|
|
603 |
|
SolarWinds Corp |
|
|
79,500 |
|
|
|
1,017 |
|
SPS Commerce Inc * |
|
|
14,420 |
|
|
|
2,880 |
|
TD SYNNEX Corp |
|
|
7,400 |
|
|
|
898 |
|
Tenable Holdings Inc * |
|
|
19,800 |
|
|
|
817 |
|
TTM Technologies Inc * |
|
|
64,600 |
|
|
|
1,256 |
|
Tyler Technologies Inc * |
|
|
7,370 |
|
|
|
4,333 |
|
Universal Display Corp |
|
|
14,503 |
|
|
|
2,810 |
|
Varonis Systems Inc, Cl B * |
|
|
45,625 |
|
|
|
2,582 |
|
Vertex Inc, Cl A * |
|
|
123,164 |
|
|
|
4,765 |
|
Vishay Intertechnology Inc |
|
|
18,300 |
|
|
|
369 |
|
Xerox Holdings Corp |
|
|
43,900 |
|
|
|
497 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
88,820 |
|
|
|
2,346 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
112,225 |
|
Materials — 3.4% |
|
|
|
|
Balchem Corp |
|
|
26,144 |
|
|
|
4,628 |
|
Berry Global Group Inc |
|
|
26,700 |
|
|
|
1,839 |
|
Cabot Corp |
|
|
24,204 |
|
|
|
2,544 |
|
Carpenter Technology Corp |
|
|
8,115 |
|
|
|
1,175 |
|
Chemours Co/The |
|
|
26,400 |
|
|
|
513 |
|
Eastman Chemical Co |
|
|
9,800 |
|
|
|
1,003 |
|
HB Fuller Co |
|
|
13,491 |
|
|
|
1,156 |
|
Ingevity Corp * |
|
|
8,900 |
|
|
|
352 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Knife River Corp * |
|
|
14,790 |
|
|
$ |
1,166 |
|
Mosaic Co/The |
|
|
34,700 |
|
|
|
991 |
|
O-I Glass Inc, * |
|
|
54,500 |
|
|
|
692 |
|
Quaker Chemical Corp |
|
|
14,933 |
|
|
|
2,528 |
|
Reliance Inc |
|
|
17,077 |
|
|
|
4,895 |
|
Ryerson Holding Corp |
|
|
17,000 |
|
|
|
340 |
|
Sealed Air Corp |
|
|
28,500 |
|
|
|
996 |
|
Silgan Holdings Inc |
|
|
15,700 |
|
|
|
821 |
|
Steel Dynamics Inc |
|
|
13,000 |
|
|
|
1,554 |
|
Sylvamo Corp |
|
|
14,560 |
|
|
|
1,151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,344 |
|
Real Estate — 5.0% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
63,200 |
|
|
|
1,423 |
|
American Assets Trust Inc ‡ |
|
|
36,700 |
|
|
|
1,000 |
|
Apple Hospitality REIT Inc ‡ |
|
|
67,400 |
|
|
|
973 |
|
Brandywine Realty Trust ‡ |
|
|
80,600 |
|
|
|
421 |
|
Brixmor Property Group Inc ‡ |
|
|
45,100 |
|
|
|
1,235 |
|
City Office REIT Inc ‡ |
|
|
72,700 |
|
|
|
427 |
|
COPT Defense Properties ‡ |
|
|
36,400 |
|
|
|
1,084 |
|
CoStar Group Inc * |
|
|
39,065 |
|
|
|
3,020 |
|
CTO Realty Growth Inc ‡ |
|
|
36,630 |
|
|
|
697 |
|
CubeSmart ‡ |
|
|
51,351 |
|
|
|
2,661 |
|
EPR Properties ‡ |
|
|
27,700 |
|
|
|
1,315 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
40,500 |
|
|
|
1,292 |
|
eXp World Holdings Inc |
|
|
147,931 |
|
|
|
1,740 |
|
FirstService Corp |
|
|
9,706 |
|
|
|
1,748 |
|
Franklin Street Properties Corp ‡ |
|
|
107,000 |
|
|
|
195 |
|
Getty Realty Corp ‡ |
|
|
35,660 |
|
|
|
1,133 |
|
Host Hotels & Resorts Inc ‡ |
|
|
110,000 |
|
|
|
1,947 |
|
Industrial Logistics Properties Trust ‡ |
|
|
35,900 |
|
|
|
178 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
21,500 |
|
|
|
2,672 |
|
InvenTrust Properties Corp ‡ |
|
|
38,600 |
|
|
|
1,146 |
|
Kilroy Realty Corp ‡ |
|
|
22,400 |
|
|
|
812 |
|
Kite Realty Group Trust ‡ |
|
|
29,900 |
|
|
|
780 |
|
Omega Healthcare Investors Inc ‡ |
|
|
29,900 |
|
|
|
1,182 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
55,300 |
|
|
|
540 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
46,190 |
|
|
|
1,106 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
31,124 |
|
|
|
3,236 |
|
Sabra Health Care REIT Inc ‡ |
|
|
119,520 |
|
|
|
2,037 |
|
Safehold Inc ‡ |
|
|
46,620 |
|
|
|
1,168 |
|
Service Properties Trust ‡ |
|
|
48,500 |
|
|
|
227 |
|
Tanger Inc ‡ |
|
|
21,200 |
|
|
|
645 |
|
Terreno Realty Corp ‡ |
|
|
57,468 |
|
|
|
3,968 |
|
Uniti Group Inc ‡ |
|
|
71,260 |
|
|
|
311 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,319 |
|
Utilities — 2.1% |
|
|
|
|
Black Hills Corp |
|
|
20,000 |
|
|
|
1,182 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
76,490 |
|
|
|
3,113 |
|
Chesapeake Utilities Corp |
|
|
19,660 |
|
|
|
2,328 |
|
National Fuel Gas Co |
|
|
15,900 |
|
|
|
950 |
|
New Jersey Resources Corp |
|
|
19,900 |
|
|
|
922 |
|
NRG Energy Inc |
|
|
59,700 |
|
|
|
5,075 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Otter Tail Corp |
|
|
11,200 |
|
|
$ |
947 |
|
Portland General Electric Co |
|
|
23,700 |
|
|
|
1,140 |
|
UGI Corp |
|
|
22,900 |
|
|
|
571 |
|
Vistra Corp |
|
|
18,800 |
|
|
|
1,606 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,834 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $629,682) ($ Thousands) |
|
|
|
|
|
|
827,461 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
18,958,848 |
|
|
|
18,959 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $18,959) ($ Thousands) |
|
|
|
|
|
|
18,959 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $648,641) ($ Thousands) |
|
$ |
846,420 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Small/Mid Cap Equity Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts Long |
|
|
Expiration Date |
|
|
Notional Amount
(Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Thousands) |
|
Russell 2000 Index E-MINI |
|
|
31 |
|
|
|
Sep-2024 |
|
|
$ |
3,414 |
|
|
$ |
3,446 |
|
|
$ |
32 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
3,363 |
|
|
|
3,408 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
6,777 |
|
|
$ |
6,854 |
|
|
$ |
77 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $847,445 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security . |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
18,646 |
|
|
|
53,944 |
|
|
|
(53,631 |
) |
|
|
— |
|
|
|
— |
|
|
|
18,959 |
|
|
|
278 |
|
|
|
— |
|
Totals |
|
$ |
18,647 |
|
|
$ |
53,944 |
|
|
$ |
(53,631 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
|
$ |
18,959 |
|
|
$ |
278 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 99.0% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.6% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
273,155 |
|
|
$ |
44,628 |
|
Alphabet Inc, Cl C |
|
|
91,127 |
|
|
|
15,046 |
|
AT&T Inc |
|
|
631,285 |
|
|
|
12,563 |
|
Cargurus Inc, Cl A * |
|
|
56,039 |
|
|
|
1,624 |
|
Cars.com Inc * |
|
|
48,515 |
|
|
|
865 |
|
Cinemark Holdings Inc * |
|
|
78,725 |
|
|
|
2,155 |
|
Comcast Corp, Cl A |
|
|
301,213 |
|
|
|
11,919 |
|
Electronic Arts Inc |
|
|
42,313 |
|
|
|
6,424 |
|
Fox Corp |
|
|
102,770 |
|
|
|
3,965 |
|
John Wiley & Sons Inc, Cl A |
|
|
1,114 |
|
|
|
54 |
|
Match Group Inc * |
|
|
100,309 |
|
|
|
3,732 |
|
Meta Platforms Inc, Cl A |
|
|
66,250 |
|
|
|
34,537 |
|
Netflix Inc * |
|
|
3,208 |
|
|
|
2,250 |
|
New York Times Co/The, Cl A |
|
|
11,393 |
|
|
|
626 |
|
Omnicom Group Inc |
|
|
73,530 |
|
|
|
7,385 |
|
Pinterest Inc, Cl A * |
|
|
80,882 |
|
|
|
2,591 |
|
ROBLOX Corp, Cl A * |
|
|
35,270 |
|
|
|
1,551 |
|
Spotify Technology SA * |
|
|
3,623 |
|
|
|
1,242 |
|
TEGNA Inc |
|
|
42,897 |
|
|
|
595 |
|
T-Mobile US Inc |
|
|
10,671 |
|
|
|
2,121 |
|
Trade Desk Inc/The, Cl A * |
|
|
26,547 |
|
|
|
2,775 |
|
TripAdvisor Inc * |
|
|
63,800 |
|
|
|
926 |
|
Verizon Communications Inc |
|
|
253,845 |
|
|
|
10,606 |
|
Yelp Inc, Cl A * |
|
|
24,023 |
|
|
|
839 |
|
Ziff Davis Inc * |
|
|
33,694 |
|
|
|
1,647 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
172,666 |
|
Consumer Discretionary — 13.5% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
15,579 |
|
|
|
2,299 |
|
Adtalem Global Education Inc * |
|
|
37,387 |
|
|
|
2,831 |
|
Amazon.com Inc * |
|
|
161,659 |
|
|
|
28,856 |
|
AutoZone Inc * |
|
|
2,718 |
|
|
|
8,647 |
|
Booking Holdings Inc |
|
|
3,161 |
|
|
|
12,357 |
|
Boyd Gaming Corp |
|
|
9,447 |
|
|
|
567 |
|
Carnival Corp, Cl A * |
|
|
241,457 |
|
|
|
3,984 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
20,289 |
|
|
|
1,138 |
|
Columbia Sportswear Co |
|
|
14,858 |
|
|
|
1,200 |
|
Deckers Outdoor Corp * |
|
|
11,356 |
|
|
|
10,894 |
|
Dick's Sporting Goods Inc |
|
|
1,859 |
|
|
|
441 |
|
Domino's Pizza Inc |
|
|
15,222 |
|
|
|
6,305 |
|
DoorDash Inc, Cl A * |
|
|
12,820 |
|
|
|
1,650 |
|
DR Horton Inc |
|
|
20,526 |
|
|
|
3,875 |
|
eBay Inc |
|
|
59,691 |
|
|
|
3,528 |
|
Expedia Group Inc * |
|
|
60,324 |
|
|
|
8,390 |
|
Ford Motor Co |
|
|
185,834 |
|
|
|
2,079 |
|
Frontdoor Inc * |
|
|
55,992 |
|
|
|
2,692 |
|
Gap Inc/The |
|
|
61,252 |
|
|
|
1,374 |
|
Garmin Ltd |
|
|
36,980 |
|
|
|
6,778 |
|
General Motors Co |
|
|
268,572 |
|
|
|
13,370 |
|
Genuine Parts Co |
|
|
3,936 |
|
|
|
564 |
|
Goodyear Tire & Rubber Co/The * |
|
|
133,610 |
|
|
|
1,178 |
|
Graham Holdings Co, Cl B |
|
|
2,828 |
|
|
|
2,249 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Grand Canyon Education Inc * |
|
|
2,071 |
|
|
$ |
300 |
|
H&R Block Inc |
|
|
165,420 |
|
|
|
10,473 |
|
Home Depot Inc/The |
|
|
25,736 |
|
|
|
9,484 |
|
International Game Technology PLC |
|
|
56,491 |
|
|
|
1,265 |
|
KB Home |
|
|
50,459 |
|
|
|
4,224 |
|
Kohl's Corp |
|
|
50,660 |
|
|
|
982 |
|
Kontoor Brands Inc |
|
|
21,938 |
|
|
|
1,642 |
|
Las Vegas Sands Corp |
|
|
62,413 |
|
|
|
2,433 |
|
Laureate Education Inc, Cl A |
|
|
81,609 |
|
|
|
1,258 |
|
Lennar Corp, Cl A |
|
|
17,495 |
|
|
|
3,185 |
|
Lennar Corp, Cl B |
|
|
10,615 |
|
|
|
1,792 |
|
Lululemon Athletica Inc * |
|
|
21,305 |
|
|
|
5,528 |
|
M/I Homes Inc * |
|
|
6,636 |
|
|
|
1,058 |
|
McDonald's Corp |
|
|
27,794 |
|
|
|
8,023 |
|
Murphy USA Inc |
|
|
427 |
|
|
|
222 |
|
NIKE Inc, Cl B |
|
|
31,651 |
|
|
|
2,637 |
|
NVR Inc * |
|
|
211 |
|
|
|
1,935 |
|
ODP Corp/The * |
|
|
19,557 |
|
|
|
603 |
|
O'Reilly Automotive Inc * |
|
|
8,246 |
|
|
|
9,318 |
|
Phinia Inc |
|
|
9,253 |
|
|
|
444 |
|
PulteGroup Inc |
|
|
47,819 |
|
|
|
6,295 |
|
PVH Corp |
|
|
41,168 |
|
|
|
4,063 |
|
Ross Stores Inc |
|
|
14,989 |
|
|
|
2,258 |
|
SharkNinja Inc |
|
|
16,685 |
|
|
|
1,599 |
|
Skechers USA Inc, Cl A * |
|
|
41,852 |
|
|
|
2,866 |
|
Stride Inc * |
|
|
13,482 |
|
|
|
1,110 |
|
Tapestry Inc |
|
|
48,586 |
|
|
|
1,991 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
86,475 |
|
|
|
5,822 |
|
Texas Roadhouse Inc, Cl A |
|
|
7,349 |
|
|
|
1,240 |
|
TJX Cos Inc/The |
|
|
23,347 |
|
|
|
2,738 |
|
Toll Brothers Inc |
|
|
73,727 |
|
|
|
10,622 |
|
Tractor Supply Co |
|
|
7,645 |
|
|
|
2,045 |
|
Tri Pointe Homes Inc * |
|
|
107,454 |
|
|
|
4,775 |
|
Ulta Beauty Inc * |
|
|
10,953 |
|
|
|
3,865 |
|
Urban Outfitters Inc * |
|
|
36,817 |
|
|
|
1,337 |
|
Williams-Sonoma Inc |
|
|
56,196 |
|
|
|
7,549 |
|
Wingstop Inc |
|
|
24,025 |
|
|
|
9,276 |
|
Wynn Resorts Ltd |
|
|
10,196 |
|
|
|
784 |
|
Yum! Brands Inc |
|
|
60,415 |
|
|
|
8,151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
272,438 |
|
Consumer Staples — 7.4% |
|
|
|
|
Altria Group Inc |
|
|
376,514 |
|
|
|
20,245 |
|
Andersons Inc/The |
|
|
18,430 |
|
|
|
939 |
|
Archer-Daniels-Midland Co |
|
|
9,583 |
|
|
|
584 |
|
BellRing Brands Inc * |
|
|
49,950 |
|
|
|
2,794 |
|
Bunge Global SA |
|
|
70,619 |
|
|
|
7,159 |
|
Cal-Maine Foods Inc |
|
|
24,560 |
|
|
|
1,769 |
|
Campbell Soup Co |
|
|
4,916 |
|
|
|
244 |
|
Casey's General Stores Inc |
|
|
2,623 |
|
|
|
950 |
|
Church & Dwight Co Inc |
|
|
6,575 |
|
|
|
670 |
|
Coca-Cola Co/The |
|
|
126,268 |
|
|
|
9,151 |
|
Colgate-Palmolive Co |
|
|
135,268 |
|
|
|
14,406 |
|
Conagra Brands Inc |
|
|
13,772 |
|
|
|
430 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Costco Wholesale Corp |
|
|
3,010 |
|
|
$ |
2,686 |
|
Edgewell Personal Care Co |
|
|
16,040 |
|
|
|
645 |
|
Flowers Foods Inc |
|
|
5,670 |
|
|
|
132 |
|
General Mills Inc |
|
|
10,163 |
|
|
|
735 |
|
Ingles Markets Inc, Cl A |
|
|
3,077 |
|
|
|
228 |
|
Ingredion Inc |
|
|
51,734 |
|
|
|
6,948 |
|
J M Smucker Co/The |
|
|
3,043 |
|
|
|
349 |
|
Keurig Dr Pepper Inc |
|
|
7,207 |
|
|
|
264 |
|
Kimberly-Clark Corp |
|
|
7,787 |
|
|
|
1,126 |
|
Kraft Heinz Co/The |
|
|
213,710 |
|
|
|
7,572 |
|
Kroger Co/The |
|
|
167,637 |
|
|
|
8,920 |
|
Lancaster Colony Corp |
|
|
1,376 |
|
|
|
235 |
|
Molson Coors Beverage Co, Cl B |
|
|
55,092 |
|
|
|
2,973 |
|
Monster Beverage Corp * |
|
|
12,517 |
|
|
|
590 |
|
PepsiCo Inc |
|
|
43,590 |
|
|
|
7,536 |
|
Philip Morris International Inc |
|
|
86,752 |
|
|
|
10,696 |
|
Pilgrim's Pride Corp * |
|
|
29,641 |
|
|
|
1,381 |
|
Post Holdings Inc * |
|
|
18,189 |
|
|
|
2,106 |
|
Primo Water Corp |
|
|
31,645 |
|
|
|
699 |
|
Procter & Gamble Co/The |
|
|
59,382 |
|
|
|
10,186 |
|
Sprouts Farmers Market Inc * |
|
|
38,611 |
|
|
|
4,018 |
|
US Foods Holding Corp * |
|
|
123,320 |
|
|
|
7,302 |
|
Vital Farms Inc * |
|
|
11,066 |
|
|
|
348 |
|
Walgreens Boots Alliance Inc |
|
|
215,124 |
|
|
|
1,990 |
|
Walmart Inc |
|
|
139,026 |
|
|
|
10,737 |
|
WD-40 Co |
|
|
422 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
149,854 |
|
Energy — 1.5% |
|
|
|
|
Archrock Inc |
|
|
19,931 |
|
|
|
403 |
|
Chevron Corp |
|
|
12,997 |
|
|
|
1,923 |
|
DT Midstream Inc |
|
|
6,882 |
|
|
|
541 |
|
Exxon Mobil Corp |
|
|
27,045 |
|
|
|
3,190 |
|
International Seaways Inc |
|
|
28,815 |
|
|
|
1,493 |
|
Marathon Petroleum Corp |
|
|
4,289 |
|
|
|
760 |
|
PBF Energy Inc, Cl A |
|
|
58,134 |
|
|
|
1,980 |
|
Scorpio Tankers Inc |
|
|
26,575 |
|
|
|
1,901 |
|
SM Energy Co |
|
|
69,121 |
|
|
|
3,154 |
|
TechnipFMC PLC |
|
|
115,493 |
|
|
|
3,100 |
|
Valero Energy Corp |
|
|
28,650 |
|
|
|
4,204 |
|
Weatherford International PLC |
|
|
17,791 |
|
|
|
1,867 |
|
Williams Cos Inc/The |
|
|
104,102 |
|
|
|
4,765 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,281 |
|
Financials — 12.4% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
21,996 |
|
|
|
3,824 |
|
Aflac Inc |
|
|
66,475 |
|
|
|
7,336 |
|
Allstate Corp/The |
|
|
13,482 |
|
|
|
2,547 |
|
Ally Financial Inc |
|
|
205,861 |
|
|
|
8,891 |
|
American Express Co |
|
|
38,443 |
|
|
|
9,943 |
|
American Financial Group Inc/OH |
|
|
5,086 |
|
|
|
680 |
|
American International Group Inc |
|
|
113,229 |
|
|
|
8,724 |
|
Axis Capital Holdings Ltd |
|
|
45,919 |
|
|
|
3,668 |
|
Bank of New York Mellon Corp/The |
|
|
137,145 |
|
|
|
9,356 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Bank of NT Butterfield & Son Ltd/The |
|
|
28,668 |
|
|
$ |
1,097 |
|
Bank OZK |
|
|
117,064 |
|
|
|
5,075 |
|
BankUnited Inc |
|
|
31,409 |
|
|
|
1,207 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
1,449 |
|
|
|
690 |
|
BlackRock Inc, Cl A |
|
|
1,918 |
|
|
|
1,730 |
|
Bread Financial Holdings Inc |
|
|
28,747 |
|
|
|
1,672 |
|
Brighthouse Financial Inc * |
|
|
62,910 |
|
|
|
2,888 |
|
Brown & Brown Inc |
|
|
14,328 |
|
|
|
1,506 |
|
Capital One Financial Corp |
|
|
60,973 |
|
|
|
8,959 |
|
Cboe Global Markets Inc |
|
|
15,557 |
|
|
|
3,195 |
|
Citigroup Inc |
|
|
238,827 |
|
|
|
14,960 |
|
Comerica Inc |
|
|
82,634 |
|
|
|
4,719 |
|
Commerce Bancshares Inc/MO |
|
|
12,011 |
|
|
|
768 |
|
Corebridge Financial Inc |
|
|
196,805 |
|
|
|
5,818 |
|
Corpay Inc * |
|
|
4,904 |
|
|
|
1,547 |
|
Donnelley Financial Solutions Inc * |
|
|
21,182 |
|
|
|
1,412 |
|
East West Bancorp Inc |
|
|
24,014 |
|
|
|
2,019 |
|
Enova International Inc * |
|
|
11,029 |
|
|
|
946 |
|
Fiserv Inc * |
|
|
25,730 |
|
|
|
4,492 |
|
Genworth Financial Inc, Cl A * |
|
|
45,121 |
|
|
|
315 |
|
Goldman Sachs Group Inc/The |
|
|
3,671 |
|
|
|
1,873 |
|
Hamilton Lane Inc, Cl A |
|
|
14,828 |
|
|
|
2,266 |
|
Intercontinental Exchange Inc |
|
|
24,506 |
|
|
|
3,959 |
|
Jackson Financial Inc, Cl A |
|
|
55,688 |
|
|
|
5,010 |
|
Janus Henderson Group PLC |
|
|
51,136 |
|
|
|
1,923 |
|
Mastercard Inc, Cl A |
|
|
25,353 |
|
|
|
12,254 |
|
MFA Financial Inc ‡ |
|
|
76,815 |
|
|
|
962 |
|
Moody's Corp |
|
|
14,119 |
|
|
|
6,886 |
|
Mr Cooper Group Inc * |
|
|
25,179 |
|
|
|
2,362 |
|
MSCI Inc, Cl A |
|
|
11,301 |
|
|
|
6,561 |
|
Nasdaq Inc |
|
|
67,814 |
|
|
|
4,888 |
|
Navient Corp |
|
|
62,661 |
|
|
|
1,061 |
|
Nelnet Inc, Cl A |
|
|
425 |
|
|
|
49 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
80,734 |
|
|
|
1,209 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
118,600 |
|
|
|
1,313 |
|
Palomar Holdings Inc, Cl A * |
|
|
9,383 |
|
|
|
931 |
|
Pathward Financial Inc |
|
|
10,760 |
|
|
|
741 |
|
Pinnacle Financial Partners Inc |
|
|
940 |
|
|
|
94 |
|
PNC Financial Services Group Inc/The |
|
|
19,106 |
|
|
|
3,536 |
|
Popular Inc |
|
|
63,505 |
|
|
|
6,509 |
|
PROG Holdings Inc |
|
|
16,300 |
|
|
|
762 |
|
Reinsurance Group of America Inc, Cl A |
|
|
47,138 |
|
|
|
10,406 |
|
RenaissanceRe Holdings Ltd |
|
|
18,544 |
|
|
|
4,725 |
|
Rithm Capital Corp ‡ |
|
|
284,070 |
|
|
|
3,392 |
|
SiriusPoint Ltd * |
|
|
55,289 |
|
|
|
829 |
|
SLM Corp |
|
|
148,076 |
|
|
|
3,267 |
|
Synchrony Financial |
|
|
175,063 |
|
|
|
8,799 |
|
T Rowe Price Group Inc |
|
|
6,159 |
|
|
|
653 |
|
Tradeweb Markets Inc, Cl A |
|
|
7,437 |
|
|
|
879 |
|
Travelers Cos Inc/The |
|
|
4,150 |
|
|
|
946 |
|
UMB Financial Corp |
|
|
14,536 |
|
|
|
1,506 |
|
Unum Group |
|
|
116,035 |
|
|
|
6,439 |
|
Victory Capital Holdings Inc, Cl A |
|
|
8,522 |
|
|
|
465 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Virtu Financial Inc, Cl A |
|
|
31,964 |
|
|
$ |
982 |
|
Visa Inc, Cl A |
|
|
48,790 |
|
|
|
13,484 |
|
W R Berkley Corp |
|
|
8,934 |
|
|
|
533 |
|
WaFd Inc |
|
|
25,680 |
|
|
|
942 |
|
Wells Fargo & Co |
|
|
37,069 |
|
|
|
2,167 |
|
Western Union Co/The |
|
|
292,637 |
|
|
|
3,570 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
249,117 |
|
Health Care — 12.1% |
|
|
|
|
AbbVie Inc |
|
|
80,820 |
|
|
|
15,866 |
|
Addus HomeCare Corp * |
|
|
3,954 |
|
|
|
526 |
|
Amgen Inc |
|
|
1,755 |
|
|
|
586 |
|
Arvinas Inc * |
|
|
15,837 |
|
|
|
414 |
|
Baxter International Inc |
|
|
54,404 |
|
|
|
2,064 |
|
Boston Scientific Corp * |
|
|
93,220 |
|
|
|
7,624 |
|
Bristol-Myers Squibb Co |
|
|
61,141 |
|
|
|
3,054 |
|
Cardinal Health Inc |
|
|
90,694 |
|
|
|
10,223 |
|
Cencora Inc |
|
|
66,869 |
|
|
|
16,020 |
|
Centene Corp * |
|
|
42,070 |
|
|
|
3,316 |
|
Cigna Group/The |
|
|
32,731 |
|
|
|
11,842 |
|
CVS Health Corp |
|
|
91,226 |
|
|
|
5,222 |
|
DaVita Inc * |
|
|
12,971 |
|
|
|
1,958 |
|
Eli Lilly & Co |
|
|
21,557 |
|
|
|
20,695 |
|
Embecta Corp |
|
|
12,750 |
|
|
|
208 |
|
Ensign Group Inc/The |
|
|
23,047 |
|
|
|
3,488 |
|
Gilead Sciences Inc |
|
|
110,579 |
|
|
|
8,736 |
|
Halozyme Therapeutics Inc * |
|
|
8,252 |
|
|
|
527 |
|
HCA Healthcare Inc |
|
|
20,137 |
|
|
|
7,966 |
|
HealthEquity Inc * |
|
|
4,952 |
|
|
|
394 |
|
Henry Schein Inc * |
|
|
3,353 |
|
|
|
237 |
|
Hims & Hers Health Inc * |
|
|
18,471 |
|
|
|
272 |
|
Hologic Inc * |
|
|
29,536 |
|
|
|
2,400 |
|
ICU Medical Inc * |
|
|
3,012 |
|
|
|
498 |
|
IDEXX Laboratories Inc * |
|
|
9,402 |
|
|
|
4,525 |
|
Intuitive Surgical Inc * |
|
|
12,459 |
|
|
|
6,138 |
|
Jazz Pharmaceuticals PLC * |
|
|
13,581 |
|
|
|
1,575 |
|
Johnson & Johnson |
|
|
92,913 |
|
|
|
15,411 |
|
Labcorp Holdings Inc |
|
|
8,297 |
|
|
|
1,907 |
|
Lantheus Holdings Inc * |
|
|
5,154 |
|
|
|
549 |
|
LeMaitre Vascular Inc |
|
|
4,816 |
|
|
|
435 |
|
McKesson Corp |
|
|
29,689 |
|
|
|
16,658 |
|
Medpace Holdings Inc * |
|
|
4,102 |
|
|
|
1,457 |
|
Medtronic PLC |
|
|
66,482 |
|
|
|
5,889 |
|
Merck & Co Inc |
|
|
19,253 |
|
|
|
2,281 |
|
Merit Medical Systems Inc * |
|
|
22,003 |
|
|
|
2,127 |
|
Mettler-Toledo International Inc * |
|
|
4,750 |
|
|
|
6,836 |
|
Organon & Co |
|
|
84,359 |
|
|
|
1,885 |
|
Pediatrix Medical Group Inc * |
|
|
18,629 |
|
|
|
202 |
|
Premier Inc, Cl A |
|
|
43,738 |
|
|
|
891 |
|
Quest Diagnostics Inc |
|
|
25,466 |
|
|
|
3,997 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,294 |
|
|
|
3,902 |
|
Royalty Pharma PLC, Cl A |
|
|
47,681 |
|
|
|
1,384 |
|
Sarepta Therapeutics Inc * |
|
|
2,763 |
|
|
|
375 |
|
Solventum Corp * |
|
|
12,590 |
|
|
|
807 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Stryker Corp |
|
|
6,722 |
|
|
$ |
2,423 |
|
Tenet Healthcare Corp * |
|
|
53,762 |
|
|
|
8,916 |
|
United Therapeutics Corp * |
|
|
15,522 |
|
|
|
5,643 |
|
UnitedHealth Group Inc |
|
|
4,727 |
|
|
|
2,790 |
|
Universal Health Services Inc, Cl B |
|
|
36,974 |
|
|
|
8,799 |
|
Vertex Pharmaceuticals Inc * |
|
|
11,736 |
|
|
|
5,820 |
|
Viatris Inc |
|
|
547,085 |
|
|
|
6,609 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
244,367 |
|
Industrials — 11.0% |
|
|
|
|
3M Co |
|
|
33,177 |
|
|
|
4,469 |
|
A O Smith Corp |
|
|
8,517 |
|
|
|
713 |
|
ACCO Brands Corp |
|
|
63,934 |
|
|
|
350 |
|
Allegion plc |
|
|
6,198 |
|
|
|
860 |
|
Allison Transmission Holdings Inc |
|
|
94,292 |
|
|
|
8,746 |
|
American Airlines Group Inc * |
|
|
374,450 |
|
|
|
3,977 |
|
Armstrong World Industries Inc |
|
|
3,079 |
|
|
|
390 |
|
Atmus Filtration Technologies Inc |
|
|
24,680 |
|
|
|
885 |
|
Automatic Data Processing Inc |
|
|
2,643 |
|
|
|
729 |
|
Brink's Co/The |
|
|
32,052 |
|
|
|
3,555 |
|
CACI International Inc, Cl A * |
|
|
7,040 |
|
|
|
3,436 |
|
Carlisle Cos Inc |
|
|
8,658 |
|
|
|
3,669 |
|
CH Robinson Worldwide Inc |
|
|
18,763 |
|
|
|
1,942 |
|
Cintas Corp |
|
|
9,735 |
|
|
|
7,838 |
|
Clean Harbors Inc * |
|
|
4,921 |
|
|
|
1,210 |
|
Costamare Inc |
|
|
33,919 |
|
|
|
481 |
|
CSG Systems International Inc |
|
|
951 |
|
|
|
46 |
|
CSW Industrials Inc |
|
|
1,088 |
|
|
|
367 |
|
CSX Corp |
|
|
56,804 |
|
|
|
1,947 |
|
Cummins Inc |
|
|
2,526 |
|
|
|
790 |
|
Curtiss-Wright Corp |
|
|
11,997 |
|
|
|
3,789 |
|
Delta Air Lines Inc |
|
|
204,379 |
|
|
|
8,684 |
|
Deluxe Corp |
|
|
31,932 |
|
|
|
657 |
|
Donaldson Co Inc |
|
|
8,509 |
|
|
|
619 |
|
Dover Corp |
|
|
9,719 |
|
|
|
1,808 |
|
Eaton Corp PLC |
|
|
2,871 |
|
|
|
881 |
|
EMCOR Group Inc |
|
|
1,241 |
|
|
|
488 |
|
Emerson Electric Co |
|
|
18,248 |
|
|
|
1,923 |
|
Expeditors International of Washington Inc |
|
|
10,005 |
|
|
|
1,235 |
|
Fastenal Co |
|
|
112,361 |
|
|
|
7,672 |
|
Federal Signal Corp |
|
|
4,230 |
|
|
|
400 |
|
FedEx Corp |
|
|
12,450 |
|
|
|
3,720 |
|
Ferguson Enterprises Inc |
|
|
9,667 |
|
|
|
1,989 |
|
Franklin Electric Co Inc |
|
|
3,186 |
|
|
|
331 |
|
FTI Consulting Inc * |
|
|
443 |
|
|
|
101 |
|
Gates Industrial Corp PLC * |
|
|
101,161 |
|
|
|
1,837 |
|
Genpact Ltd |
|
|
33,509 |
|
|
|
1,315 |
|
Graco Inc |
|
|
74,438 |
|
|
|
6,204 |
|
HNI Corp |
|
|
18,027 |
|
|
|
971 |
|
Honeywell International Inc |
|
|
10,547 |
|
|
|
2,193 |
|
Howmet Aerospace Inc |
|
|
50,918 |
|
|
|
4,922 |
|
IDEX Corp |
|
|
2,203 |
|
|
|
455 |
|
Illinois Tool Works Inc |
|
|
33,583 |
|
|
|
8,503 |
|
ITT Inc |
|
|
5,839 |
|
|
|
813 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kirby Corp * |
|
|
23,193 |
|
|
$ |
2,781 |
|
Landstar System Inc |
|
|
2,520 |
|
|
|
460 |
|
Leidos Holdings Inc |
|
|
9,555 |
|
|
|
1,515 |
|
Lincoln Electric Holdings Inc |
|
|
1,759 |
|
|
|
341 |
|
Lockheed Martin Corp |
|
|
14,814 |
|
|
|
8,416 |
|
ManpowerGroup Inc |
|
|
13,003 |
|
|
|
961 |
|
Masco Corp |
|
|
7,097 |
|
|
|
565 |
|
Masterbrand Inc * |
|
|
44,699 |
|
|
|
717 |
|
Maximus Inc |
|
|
32,572 |
|
|
|
3,005 |
|
MSA Safety Inc |
|
|
2,622 |
|
|
|
479 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
24,940 |
|
|
|
2,051 |
|
Mueller Industries Inc |
|
|
5,136 |
|
|
|
373 |
|
Otis Worldwide Corp |
|
|
23,601 |
|
|
|
2,235 |
|
Owens Corning |
|
|
15,613 |
|
|
|
2,634 |
|
PACCAR Inc |
|
|
20,829 |
|
|
|
2,003 |
|
Parker-Hannifin Corp |
|
|
8,053 |
|
|
|
4,833 |
|
Parsons Corp * |
|
|
15,638 |
|
|
|
1,493 |
|
Paychex Inc |
|
|
57,490 |
|
|
|
7,543 |
|
Republic Services Inc, Cl A |
|
|
21,681 |
|
|
|
4,514 |
|
Resideo Technologies Inc * |
|
|
63,832 |
|
|
|
1,287 |
|
Robert Half Inc |
|
|
58,872 |
|
|
|
3,689 |
|
Rollins Inc |
|
|
114,898 |
|
|
|
5,766 |
|
Ryder System Inc |
|
|
48,435 |
|
|
|
7,035 |
|
Science Applications International Corp |
|
|
9,498 |
|
|
|
1,240 |
|
SkyWest Inc * |
|
|
23,700 |
|
|
|
1,838 |
|
Snap-on Inc |
|
|
24,709 |
|
|
|
7,011 |
|
SS&C Technologies Holdings Inc |
|
|
15,231 |
|
|
|
1,144 |
|
Trane Technologies PLC |
|
|
19,821 |
|
|
|
7,168 |
|
TriNet Group Inc |
|
|
6,364 |
|
|
|
654 |
|
United Airlines Holdings Inc * |
|
|
136,966 |
|
|
|
6,032 |
|
Verisk Analytics Inc, Cl A |
|
|
23,616 |
|
|
|
6,443 |
|
Verra Mobility Corp, Cl A * |
|
|
48,706 |
|
|
|
1,345 |
|
Waste Management Inc |
|
|
3,880 |
|
|
|
823 |
|
Watts Water Technologies Inc, Cl A |
|
|
488 |
|
|
|
96 |
|
Westinghouse Air Brake Technologies Corp |
|
|
24,922 |
|
|
|
4,226 |
|
WW Grainger Inc |
|
|
11,067 |
|
|
|
10,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
221,526 |
|
Information Technology — 29.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
3,004 |
|
|
|
1,027 |
|
Adobe Inc * |
|
|
16,293 |
|
|
|
9,359 |
|
Alkami Technology Inc * |
|
|
17,000 |
|
|
|
567 |
|
Amdocs Ltd |
|
|
56,391 |
|
|
|
4,904 |
|
Amkor Technology Inc |
|
|
68,518 |
|
|
|
2,254 |
|
Amphenol Corp, Cl A |
|
|
113,841 |
|
|
|
7,679 |
|
Analog Devices Inc |
|
|
21,592 |
|
|
|
5,071 |
|
Apple Inc |
|
|
461,540 |
|
|
|
105,693 |
|
Applied Materials Inc |
|
|
8,423 |
|
|
|
1,662 |
|
AppLovin Corp, Cl A * |
|
|
21,065 |
|
|
|
1,956 |
|
Arista Networks Inc * |
|
|
14,065 |
|
|
|
4,970 |
|
Arrow Electronics Inc * |
|
|
37,039 |
|
|
|
5,003 |
|
Autodesk Inc * |
|
|
22,793 |
|
|
|
5,890 |
|
Avnet Inc |
|
|
60,506 |
|
|
|
3,339 |
|
Belden Inc |
|
|
17,615 |
|
|
|
1,890 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Broadcom Inc |
|
|
48,258 |
|
|
$ |
7,857 |
|
Cadence Design Systems Inc * |
|
|
27,382 |
|
|
|
7,364 |
|
Cisco Systems Inc |
|
|
425,479 |
|
|
|
21,504 |
|
Clear Secure Inc, Cl A |
|
|
44,641 |
|
|
|
1,357 |
|
Cloudflare Inc, Cl A * |
|
|
26,723 |
|
|
|
2,195 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
119,671 |
|
|
|
9,307 |
|
CommVault Systems Inc * |
|
|
9,772 |
|
|
|
1,519 |
|
Consensus Cloud Solutions Inc * |
|
|
11,449 |
|
|
|
276 |
|
Crane NXT Co |
|
|
28,095 |
|
|
|
1,651 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
2,456 |
|
|
|
681 |
|
Dell Technologies Inc, Cl C |
|
|
76,889 |
|
|
|
8,884 |
|
Dolby Laboratories Inc, Cl A |
|
|
35,921 |
|
|
|
2,563 |
|
Dropbox Inc, Cl A * |
|
|
322,537 |
|
|
|
8,109 |
|
DXC Technology Co * |
|
|
137,012 |
|
|
|
2,832 |
|
F5 Inc * |
|
|
74,945 |
|
|
|
15,225 |
|
Fair Isaac Corp * |
|
|
5,704 |
|
|
|
9,869 |
|
Fortinet Inc * |
|
|
75,416 |
|
|
|
5,785 |
|
Gartner Inc * |
|
|
19,398 |
|
|
|
9,543 |
|
Gen Digital Inc |
|
|
225,712 |
|
|
|
5,972 |
|
GoDaddy Inc, Cl A * |
|
|
59,460 |
|
|
|
9,954 |
|
Guidewire Software Inc * |
|
|
26,246 |
|
|
|
3,905 |
|
Hewlett Packard Enterprise Co |
|
|
443,238 |
|
|
|
8,585 |
|
HP Inc |
|
|
269,666 |
|
|
|
9,756 |
|
HubSpot Inc * |
|
|
3,219 |
|
|
|
1,606 |
|
Intapp Inc * |
|
|
4,863 |
|
|
|
225 |
|
Intel Corp |
|
|
56,223 |
|
|
|
1,239 |
|
InterDigital Inc |
|
|
18,991 |
|
|
|
2,631 |
|
International Business Machines Corp |
|
|
69,474 |
|
|
|
14,043 |
|
Intuit Inc |
|
|
10,985 |
|
|
|
6,923 |
|
Jabil Inc |
|
|
74,789 |
|
|
|
8,173 |
|
Keysight Technologies Inc * |
|
|
4,171 |
|
|
|
643 |
|
KLA Corp |
|
|
473 |
|
|
|
388 |
|
Manhattan Associates Inc * |
|
|
44,093 |
|
|
|
11,659 |
|
Micron Technology Inc |
|
|
2,311 |
|
|
|
222 |
|
Microsoft Corp |
|
|
213,362 |
|
|
|
89,002 |
|
Motorola Solutions Inc |
|
|
32,673 |
|
|
|
14,443 |
|
NCR Voyix Corp * |
|
|
92,840 |
|
|
|
1,252 |
|
NetApp Inc |
|
|
125,964 |
|
|
|
15,206 |
|
NVIDIA Corp |
|
|
573,533 |
|
|
|
68,463 |
|
ON Semiconductor Corp * |
|
|
35,107 |
|
|
|
2,734 |
|
Oracle Corp |
|
|
13,514 |
|
|
|
1,909 |
|
Progress Software Corp |
|
|
28,086 |
|
|
|
1,633 |
|
QUALCOMM Inc |
|
|
50,362 |
|
|
|
8,828 |
|
Sanmina Corp * |
|
|
44,777 |
|
|
|
3,107 |
|
Skyworks Solutions Inc |
|
|
60,396 |
|
|
|
6,619 |
|
Smartsheet Inc, Cl A * |
|
|
6,303 |
|
|
|
308 |
|
Teradata Corp * |
|
|
59,337 |
|
|
|
1,676 |
|
Texas Instruments Inc |
|
|
4,433 |
|
|
|
950 |
|
Tyler Technologies Inc * |
|
|
767 |
|
|
|
451 |
|
VeriSign Inc * |
|
|
33,626 |
|
|
|
6,184 |
|
Vishay Intertechnology Inc |
|
|
72,725 |
|
|
|
1,465 |
|
Vontier Corp |
|
|
84,367 |
|
|
|
2,955 |
|
Xerox Holdings Corp |
|
|
70,180 |
|
|
|
795 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Zoom Video Communications Inc, Cl A * |
|
|
13,244 |
|
|
$ |
915 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
592,604 |
|
Materials — 1.7% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
6,573 |
|
|
|
1,572 |
|
Amcor PLC |
|
|
101,935 |
|
|
|
1,166 |
|
AptarGroup Inc |
|
|
4,678 |
|
|
|
717 |
|
Avery Dennison Corp |
|
|
5,678 |
|
|
|
1,260 |
|
Axalta Coating Systems Ltd * |
|
|
50,402 |
|
|
|
1,840 |
|
Berry Global Group Inc |
|
|
54,455 |
|
|
|
3,750 |
|
DuPont de Nemours Inc |
|
|
19,111 |
|
|
|
1,610 |
|
International Paper Co |
|
|
133,595 |
|
|
|
6,469 |
|
LyondellBasell Industries NV, Cl A |
|
|
11,749 |
|
|
|
1,160 |
|
Minerals Technologies Inc |
|
|
12,704 |
|
|
|
979 |
|
NewMarket Corp |
|
|
152 |
|
|
|
87 |
|
Newmont Corp |
|
|
75,868 |
|
|
|
4,050 |
|
O-I Glass Inc, Cl I * |
|
|
42,188 |
|
|
|
535 |
|
Packaging Corp of America |
|
|
29,971 |
|
|
|
6,280 |
|
Reliance Inc |
|
|
1,720 |
|
|
|
493 |
|
Silgan Holdings Inc |
|
|
2,262 |
|
|
|
118 |
|
Sonoco Products Co |
|
|
6,940 |
|
|
|
392 |
|
Steel Dynamics Inc |
|
|
7,294 |
|
|
|
872 |
|
Warrior Met Coal Inc |
|
|
27,496 |
|
|
|
1,686 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,036 |
|
Real Estate — 0.3% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
38,040 |
|
|
|
856 |
|
Iron Mountain Inc ‡ |
|
|
32,337 |
|
|
|
3,663 |
|
STAG Industrial Inc ‡ |
|
|
11,293 |
|
|
|
458 |
|
Urban Edge Properties ‡ |
|
|
50,458 |
|
|
|
1,067 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,044 |
|
Utilities — 1.0% |
|
|
|
|
Atmos Energy Corp |
|
|
5,249 |
|
|
|
686 |
|
CenterPoint Energy Inc |
|
|
15,010 |
|
|
|
410 |
|
Exelon Corp |
|
|
9,459 |
|
|
|
360 |
|
National Fuel Gas Co |
|
|
6,455 |
|
|
|
386 |
|
NRG Energy Inc |
|
|
97,470 |
|
|
|
8,286 |
|
Vistra Corp |
|
|
118,302 |
|
|
|
10,107 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,235 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,579,827) ($ Thousands) |
|
|
|
|
|
|
1,993,168 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
13,626,083 |
|
|
|
13,626 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $13,626) ($ Thousands) |
|
|
|
|
|
|
13,626 |
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $1,593,453) ($ Thousands) |
|
$ |
2,006,794 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Equity Factor Allocation Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
50 |
|
|
|
Sep-2024 |
|
|
$ |
13,963 |
|
|
$ |
14,152 |
|
|
$ |
189 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $2,012,331 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
10,111 |
|
|
$ |
36,029 |
|
|
$ |
(32,514 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
13,626 |
|
|
$ |
170 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.2% |
|
|
|
|
AT&T Inc |
|
|
479,900 |
|
|
$ |
9,550 |
|
Comcast Corp, Cl A |
|
|
275,963 |
|
|
|
10,920 |
|
Electronic Arts Inc |
|
|
17,116 |
|
|
|
2,599 |
|
EverQuote Inc, Cl A * |
|
|
1,884 |
|
|
|
47 |
|
Fox Corp |
|
|
111,119 |
|
|
|
4,511 |
|
IDT Corp, Cl B |
|
|
4,070 |
|
|
|
156 |
|
New York Times Co/The, Cl A |
|
|
16,455 |
|
|
|
904 |
|
Omnicom Group Inc |
|
|
24,683 |
|
|
|
2,479 |
|
Scholastic Corp |
|
|
3,081 |
|
|
|
98 |
|
SK Telecom Co Ltd ADR |
|
|
86,124 |
|
|
|
1,983 |
|
Spok Holdings Inc |
|
|
15,130 |
|
|
|
225 |
|
Spotify Technology SA * |
|
|
10,552 |
|
|
|
3,618 |
|
TEGNA Inc |
|
|
148,000 |
|
|
|
2,054 |
|
T-Mobile US Inc |
|
|
14,797 |
|
|
|
2,940 |
|
Verizon Communications Inc |
|
|
305,732 |
|
|
|
12,774 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,858 |
|
Consumer Discretionary — 7.1% |
|
|
|
|
AutoZone Inc * |
|
|
700 |
|
|
|
2,227 |
|
BorgWarner Inc |
|
|
79,000 |
|
|
|
2,692 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
19,300 |
|
|
|
2,200 |
|
Coupang Inc, Cl A * |
|
|
19,135 |
|
|
|
424 |
|
eBay Inc |
|
|
83,900 |
|
|
|
4,958 |
|
Gentex Corp |
|
|
179,228 |
|
|
|
5,615 |
|
Genuine Parts Co |
|
|
29,276 |
|
|
|
4,194 |
|
Grand Canyon Education Inc * |
|
|
29,200 |
|
|
|
4,234 |
|
H&R Block Inc |
|
|
121,995 |
|
|
|
7,724 |
|
Honda Motor Co Ltd ADR |
|
|
125,100 |
|
|
|
4,122 |
|
JAKKS Pacific Inc * |
|
|
3,464 |
|
|
|
85 |
|
Murphy USA Inc |
|
|
14,699 |
|
|
|
7,638 |
|
O'Reilly Automotive Inc * |
|
|
532 |
|
|
|
601 |
|
Smith & Wesson Brands Inc |
|
|
3,631 |
|
|
|
54 |
|
Texas Roadhouse Inc, Cl A |
|
|
28,355 |
|
|
|
4,785 |
|
Toyota Motor Corp ADR |
|
|
12,200 |
|
|
|
2,316 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
53,869 |
|
Consumer Staples — 16.6% |
|
|
|
|
Altria Group Inc |
|
|
107,217 |
|
|
|
5,765 |
|
Archer-Daniels-Midland Co |
|
|
101,031 |
|
|
|
6,162 |
|
Bunge Global SA |
|
|
32,200 |
|
|
|
3,264 |
|
Cal-Maine Foods Inc |
|
|
8,985 |
|
|
|
647 |
|
Campbell Soup Co |
|
|
92,578 |
|
|
|
4,603 |
|
Central Garden & Pet Co, Cl A * |
|
|
4,653 |
|
|
|
159 |
|
Clorox Co/The |
|
|
25,750 |
|
|
|
4,077 |
|
Coca-Cola Consolidated Inc |
|
|
2,797 |
|
|
|
3,755 |
|
Colgate-Palmolive Co |
|
|
64,366 |
|
|
|
6,855 |
|
Conagra Brands Inc |
|
|
165,276 |
|
|
|
5,157 |
|
Costco Wholesale Corp |
|
|
1,215 |
|
|
|
1,084 |
|
Dole PLC |
|
|
40,963 |
|
|
|
660 |
|
Energizer Holdings Inc |
|
|
9,879 |
|
|
|
320 |
|
Flowers Foods Inc |
|
|
212,585 |
|
|
|
4,940 |
|
Fresh Del Monte Produce Inc |
|
|
15,052 |
|
|
|
440 |
|
General Mills Inc |
|
|
120,038 |
|
|
|
8,678 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Herbalife Ltd * |
|
|
2,776 |
|
|
$ |
23 |
|
Hormel Foods Corp |
|
|
2,266 |
|
|
|
74 |
|
Ingles Markets Inc, Cl A |
|
|
5,719 |
|
|
|
423 |
|
Ingredion Inc |
|
|
49,615 |
|
|
|
6,664 |
|
J & J Snack Foods Corp |
|
|
2,869 |
|
|
|
488 |
|
John B Sanfilippo & Son Inc |
|
|
5,317 |
|
|
|
504 |
|
Kellanova |
|
|
75,800 |
|
|
|
6,110 |
|
Kimberly-Clark Corp |
|
|
19,434 |
|
|
|
2,811 |
|
Kraft Heinz Co/The |
|
|
198,800 |
|
|
|
7,044 |
|
Kroger Co/The |
|
|
161,200 |
|
|
|
8,577 |
|
Lancaster Colony Corp |
|
|
2,435 |
|
|
|
416 |
|
Loblaw Cos Ltd |
|
|
17,500 |
|
|
|
2,284 |
|
Mama's Creations * |
|
|
35,337 |
|
|
|
283 |
|
Molson Coors Beverage Co, Cl B |
|
|
108,600 |
|
|
|
5,861 |
|
National Beverage Corp |
|
|
776 |
|
|
|
35 |
|
Oil-Dri Corp of America |
|
|
3,587 |
|
|
|
245 |
|
PepsiCo Inc |
|
|
5,107 |
|
|
|
883 |
|
Pilgrim's Pride Corp * |
|
|
61,070 |
|
|
|
2,845 |
|
Post Holdings Inc * |
|
|
34,622 |
|
|
|
4,008 |
|
Procter & Gamble Co/The |
|
|
26,343 |
|
|
|
4,519 |
|
Reynolds Consumer Products Inc |
|
|
36,206 |
|
|
|
1,141 |
|
Seaboard Corp |
|
|
604 |
|
|
|
1,879 |
|
Simply Good Foods Co/The * |
|
|
2,866 |
|
|
|
91 |
|
SpartanNash Co |
|
|
11,655 |
|
|
|
257 |
|
Sprouts Farmers Market Inc * |
|
|
4,820 |
|
|
|
502 |
|
TreeHouse Foods Inc * |
|
|
9,120 |
|
|
|
375 |
|
Tyson Foods Inc, Cl A |
|
|
45,428 |
|
|
|
2,921 |
|
Universal Corp/VA |
|
|
6,924 |
|
|
|
376 |
|
USANA Health Sciences Inc * |
|
|
8,286 |
|
|
|
338 |
|
Vector Group Ltd |
|
|
1,428 |
|
|
|
21 |
|
Village Super Market Inc, Cl A |
|
|
10,834 |
|
|
|
348 |
|
Vita Coco Co Inc/The * |
|
|
10,347 |
|
|
|
270 |
|
Vital Farms Inc * |
|
|
8,687 |
|
|
|
273 |
|
Walmart Inc |
|
|
73,932 |
|
|
|
5,710 |
|
WD-40 Co |
|
|
237 |
|
|
|
62 |
|
Weis Markets Inc |
|
|
3,951 |
|
|
|
267 |
|
WK Kellogg Co |
|
|
22,675 |
|
|
|
389 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
125,883 |
|
Energy — 3.1% |
|
|
|
|
Chevron Corp |
|
|
51,400 |
|
|
|
7,604 |
|
CONSOL Energy Inc |
|
|
1,140 |
|
|
|
116 |
|
Dorian LPG Ltd |
|
|
481 |
|
|
|
19 |
|
DT Midstream Inc |
|
|
42,100 |
|
|
|
3,309 |
|
Exxon Mobil Corp |
|
|
75,300 |
|
|
|
8,881 |
|
Gulfport Energy Corp * |
|
|
2,659 |
|
|
|
386 |
|
International Seaways Inc |
|
|
919 |
|
|
|
48 |
|
Marathon Petroleum Corp |
|
|
14,200 |
|
|
|
2,515 |
|
Teekay Corp * |
|
|
20,525 |
|
|
|
170 |
|
Teekay Tankers Ltd, Cl A |
|
|
5,062 |
|
|
|
288 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,336 |
|
Financials — 13.1% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
1,496 |
|
|
|
16 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aflac Inc |
|
|
54,400 |
|
|
$ |
6,004 |
|
Allstate Corp/The |
|
|
35,362 |
|
|
|
6,681 |
|
Ameriprise Financial Inc |
|
|
5,846 |
|
|
|
2,627 |
|
Arch Capital Group Ltd * |
|
|
7,300 |
|
|
|
826 |
|
Axis Capital Holdings Ltd |
|
|
30,600 |
|
|
|
2,444 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
7,771 |
|
|
|
244 |
|
Bank of New York Mellon Corp/The |
|
|
147,300 |
|
|
|
10,049 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
11,333 |
|
|
|
5,394 |
|
Canadian Imperial Bank of Commerce |
|
|
50,700 |
|
|
|
2,963 |
|
Cboe Global Markets Inc |
|
|
32,240 |
|
|
|
6,622 |
|
Chicago Atlantic Real Estate Finance Inc ‡ |
|
|
7,137 |
|
|
|
113 |
|
CME Group Inc, Cl A |
|
|
18,643 |
|
|
|
4,022 |
|
Employers Holdings Inc |
|
|
46,713 |
|
|
|
2,240 |
|
Everest Group Ltd |
|
|
5,600 |
|
|
|
2,196 |
|
Federated Hermes Inc, Cl B |
|
|
72,000 |
|
|
|
2,470 |
|
Hanover Insurance Group Inc/The |
|
|
4,225 |
|
|
|
621 |
|
Hartford Financial Services Group Inc/The |
|
|
59,500 |
|
|
|
6,908 |
|
Loews Corp |
|
|
51,900 |
|
|
|
4,253 |
|
Markel Group Inc * |
|
|
308 |
|
|
|
493 |
|
Mercury General Corp |
|
|
6,965 |
|
|
|
461 |
|
MetLife Inc |
|
|
25,700 |
|
|
|
1,991 |
|
Northeast Bank |
|
|
1,048 |
|
|
|
74 |
|
Northeast Community Bancorp Inc |
|
|
16,141 |
|
|
|
369 |
|
OceanFirst Financial Corp |
|
|
73,400 |
|
|
|
1,312 |
|
Old Republic International Corp |
|
|
137,100 |
|
|
|
4,918 |
|
Palomar Holdings Inc, Cl A * |
|
|
982 |
|
|
|
97 |
|
Popular Inc |
|
|
6,644 |
|
|
|
681 |
|
Progressive Corp/The |
|
|
11,848 |
|
|
|
2,988 |
|
Safety Insurance Group Inc |
|
|
3,373 |
|
|
|
299 |
|
Selective Insurance Group Inc |
|
|
3,495 |
|
|
|
318 |
|
Sixth Street Specialty Lending Inc |
|
|
104,200 |
|
|
|
2,213 |
|
Skyward Specialty Insurance Group Inc * |
|
|
11,139 |
|
|
|
455 |
|
Universal Insurance Holdings Inc |
|
|
14,982 |
|
|
|
320 |
|
Unum Group |
|
|
2,269 |
|
|
|
126 |
|
W R Berkley Corp |
|
|
20,018 |
|
|
|
1,195 |
|
Western Union Co/The |
|
|
599,021 |
|
|
|
7,308 |
|
Willis Towers Watson PLC |
|
|
23,270 |
|
|
|
6,797 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
99,108 |
|
Health Care — 17.8% |
|
|
|
|
ACADIA Pharmaceuticals Inc * |
|
|
13,258 |
|
|
|
220 |
|
Addus HomeCare Corp * |
|
|
2,560 |
|
|
|
341 |
|
ADMA Biologics Inc * |
|
|
12,042 |
|
|
|
208 |
|
Alkermes PLC * |
|
|
19,497 |
|
|
|
555 |
|
Amgen Inc |
|
|
8,100 |
|
|
|
2,704 |
|
Amphastar Pharmaceuticals Inc * |
|
|
2,717 |
|
|
|
132 |
|
ANI Pharmaceuticals Inc * |
|
|
3,707 |
|
|
|
236 |
|
Anika Therapeutics Inc * |
|
|
15,778 |
|
|
|
405 |
|
Arcellx Inc * |
|
|
419 |
|
|
|
29 |
|
Ardelyx Inc * |
|
|
10,047 |
|
|
|
62 |
|
Boston Scientific Corp * |
|
|
3,040 |
|
|
|
249 |
|
Bristol-Myers Squibb Co |
|
|
196,100 |
|
|
|
9,795 |
|
Cardinal Health Inc |
|
|
75,524 |
|
|
|
8,513 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Catalyst Pharmaceuticals Inc * |
|
|
16,956 |
|
|
$ |
343 |
|
Cencora Inc |
|
|
27,418 |
|
|
|
6,569 |
|
Cigna Group/The |
|
|
29,721 |
|
|
|
10,753 |
|
Corcept Therapeutics Inc * |
|
|
3,423 |
|
|
|
121 |
|
CVS Health Corp |
|
|
109,400 |
|
|
|
6,262 |
|
Elevance Health Inc |
|
|
1,465 |
|
|
|
816 |
|
Entrada Therapeutics Inc * |
|
|
1,654 |
|
|
|
29 |
|
Exelixis Inc * |
|
|
219,937 |
|
|
|
5,725 |
|
Gilead Sciences Inc |
|
|
121,607 |
|
|
|
9,607 |
|
Haemonetics Corp * |
|
|
937 |
|
|
|
71 |
|
Halozyme Therapeutics Inc * |
|
|
7,353 |
|
|
|
469 |
|
Harmony Biosciences Holdings Inc * |
|
|
3,922 |
|
|
|
141 |
|
HealthStream Inc |
|
|
15,342 |
|
|
|
446 |
|
Hims & Hers Health Inc * |
|
|
9,665 |
|
|
|
142 |
|
Hologic Inc * |
|
|
37,176 |
|
|
|
3,020 |
|
Incyte Corp * |
|
|
106,086 |
|
|
|
6,966 |
|
Innoviva Inc * |
|
|
17,797 |
|
|
|
345 |
|
iRadimed Corp |
|
|
4,466 |
|
|
|
210 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
9,127 |
|
|
|
46 |
|
Jazz Pharmaceuticals PLC * |
|
|
17,000 |
|
|
|
1,972 |
|
Johnson & Johnson |
|
|
43,400 |
|
|
|
7,198 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
10,347 |
|
|
|
277 |
|
Krystal Biotech Inc * |
|
|
1,145 |
|
|
|
223 |
|
Lantheus Holdings Inc * |
|
|
1,458 |
|
|
|
155 |
|
LeMaitre Vascular Inc |
|
|
1,353 |
|
|
|
122 |
|
Ligand Pharmaceuticals Inc * |
|
|
686 |
|
|
|
73 |
|
McKesson Corp |
|
|
17,781 |
|
|
|
9,977 |
|
Medpace Holdings Inc * |
|
|
2,031 |
|
|
|
722 |
|
Merck & Co Inc |
|
|
120,814 |
|
|
|
14,310 |
|
Mesa Laboratories Inc |
|
|
1,080 |
|
|
|
144 |
|
MiMedx Group Inc * |
|
|
31,513 |
|
|
|
216 |
|
Myriad Genetics Inc * |
|
|
775 |
|
|
|
22 |
|
National HealthCare Corp |
|
|
1,075 |
|
|
|
147 |
|
Neurocrine Biosciences Inc * |
|
|
12,583 |
|
|
|
1,599 |
|
Option Care Health Inc * |
|
|
5,776 |
|
|
|
185 |
|
OraSure Technologies Inc * |
|
|
35,008 |
|
|
|
157 |
|
Organon & Co |
|
|
28,260 |
|
|
|
632 |
|
Pfizer Inc |
|
|
58,800 |
|
|
|
1,706 |
|
Prestige Consumer Healthcare Inc * |
|
|
8,014 |
|
|
|
598 |
|
Protagonist Therapeutics Inc * |
|
|
6,491 |
|
|
|
278 |
|
Quest Diagnostics Inc |
|
|
11,300 |
|
|
|
1,774 |
|
Quipt Home Medical Corp * |
|
|
2,637 |
|
|
|
8 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,350 |
|
|
|
2,784 |
|
SIGA Technologies Inc |
|
|
7,730 |
|
|
|
70 |
|
Supernus Pharmaceuticals Inc * |
|
|
5,375 |
|
|
|
189 |
|
Tactile Systems Technology Inc * |
|
|
6,918 |
|
|
|
95 |
|
UFP Technologies Inc * |
|
|
966 |
|
|
|
330 |
|
United Therapeutics Corp * |
|
|
22,595 |
|
|
|
8,214 |
|
Utah Medical Products Inc |
|
|
272 |
|
|
|
18 |
|
Vanda Pharmaceuticals Inc * |
|
|
34,363 |
|
|
|
182 |
|
Vertex Pharmaceuticals Inc * |
|
|
4,602 |
|
|
|
2,282 |
|
Viatris Inc |
|
|
251,000 |
|
|
|
3,032 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zynex Inc * |
|
|
2,336 |
|
|
$ |
18 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
135,239 |
|
Industrials — 9.2% |
|
|
|
|
ABM Industries Inc |
|
|
3,346 |
|
|
|
191 |
|
Allison Transmission Holdings Inc |
|
|
65,100 |
|
|
|
6,038 |
|
Argan Inc |
|
|
2,569 |
|
|
|
204 |
|
Barrett Business Services Inc |
|
|
10,666 |
|
|
|
389 |
|
CSG Systems International Inc |
|
|
87,200 |
|
|
|
4,231 |
|
Cummins Inc |
|
|
12,700 |
|
|
|
3,973 |
|
Donaldson Co Inc |
|
|
22,103 |
|
|
|
1,608 |
|
EMCOR Group Inc |
|
|
10,263 |
|
|
|
4,034 |
|
Enerpac Tool Group Corp, Cl A |
|
|
1,655 |
|
|
|
68 |
|
Expeditors International of Washington Inc |
|
|
34,480 |
|
|
|
4,255 |
|
FTI Consulting Inc * |
|
|
1,127 |
|
|
|
257 |
|
General Dynamics Corp |
|
|
10,321 |
|
|
|
3,090 |
|
Golden Ocean Group Ltd |
|
|
10,237 |
|
|
|
126 |
|
Huntington Ingalls Industries Inc |
|
|
7,063 |
|
|
|
1,997 |
|
Huron Consulting Group Inc * |
|
|
1,772 |
|
|
|
196 |
|
Hyster-Yale Inc |
|
|
495 |
|
|
|
31 |
|
IBEX Holdings Ltd * |
|
|
7,280 |
|
|
|
125 |
|
Landstar System Inc |
|
|
12,975 |
|
|
|
2,369 |
|
Leidos Holdings Inc |
|
|
15,178 |
|
|
|
2,406 |
|
Lockheed Martin Corp |
|
|
16,841 |
|
|
|
9,567 |
|
LSI Industries Inc |
|
|
10,029 |
|
|
|
160 |
|
ManpowerGroup Inc |
|
|
23,190 |
|
|
|
1,714 |
|
Maximus Inc |
|
|
2,526 |
|
|
|
233 |
|
Miller Industries Inc/TN |
|
|
2,070 |
|
|
|
126 |
|
Mueller Industries Inc |
|
|
322 |
|
|
|
23 |
|
National Presto Industries Inc |
|
|
481 |
|
|
|
38 |
|
Northrop Grumman Corp |
|
|
12,894 |
|
|
|
6,746 |
|
PACCAR Inc |
|
|
47,700 |
|
|
|
4,588 |
|
Republic Services Inc, Cl A |
|
|
2,917 |
|
|
|
607 |
|
Snap-on Inc |
|
|
11,100 |
|
|
|
3,150 |
|
Textron Inc |
|
|
42,100 |
|
|
|
3,840 |
|
Trane Technologies PLC |
|
|
3,381 |
|
|
|
1,223 |
|
Waste Management Inc |
|
|
9,720 |
|
|
|
2,061 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
69,664 |
|
Information Technology — 15.4% |
|
|
|
|
A10 Networks Inc |
|
|
15,777 |
|
|
|
217 |
|
ACI Worldwide Inc * |
|
|
5,409 |
|
|
|
272 |
|
Akamai Technologies Inc * |
|
|
7,525 |
|
|
|
766 |
|
Amdocs Ltd |
|
|
200,145 |
|
|
|
17,407 |
|
Arrow Electronics Inc * |
|
|
38,100 |
|
|
|
5,147 |
|
Avnet Inc |
|
|
95,600 |
|
|
|
5,275 |
|
Box Inc, Cl A * |
|
|
3,207 |
|
|
|
105 |
|
Canon Inc ADR |
|
|
165,400 |
|
|
|
5,681 |
|
Cirrus Logic Inc * |
|
|
1,007 |
|
|
|
147 |
|
Cisco Systems Inc |
|
|
218,300 |
|
|
|
11,033 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
77,989 |
|
|
|
6,065 |
|
CommVault Systems Inc * |
|
|
3,467 |
|
|
|
539 |
|
Daktronics Inc * |
|
|
6,704 |
|
|
|
97 |
|
Dell Technologies Inc, Cl C |
|
|
32,900 |
|
|
|
3,801 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dropbox Inc, Cl A * |
|
|
117,800 |
|
|
$ |
2,961 |
|
F5 Inc * |
|
|
13,000 |
|
|
|
2,641 |
|
Gartner Inc * |
|
|
8,730 |
|
|
|
4,295 |
|
GoDaddy Inc, Cl A * |
|
|
24,813 |
|
|
|
4,154 |
|
Hackett Group Inc/The |
|
|
6,716 |
|
|
|
178 |
|
Hewlett Packard Enterprise Co |
|
|
418,900 |
|
|
|
8,114 |
|
HP Inc |
|
|
151,000 |
|
|
|
5,463 |
|
InterDigital Inc |
|
|
3,277 |
|
|
|
454 |
|
International Business Machines Corp |
|
|
57,500 |
|
|
|
11,622 |
|
Juniper Networks Inc |
|
|
58,000 |
|
|
|
2,255 |
|
LiveRamp Holdings Inc * |
|
|
7,246 |
|
|
|
188 |
|
Motorola Solutions Inc |
|
|
4,131 |
|
|
|
1,826 |
|
NetApp Inc |
|
|
29,900 |
|
|
|
3,610 |
|
NVE Corp |
|
|
1,671 |
|
|
|
140 |
|
OneSpan Inc * |
|
|
2,040 |
|
|
|
33 |
|
Ooma Inc * |
|
|
3,580 |
|
|
|
37 |
|
Open Text Corp |
|
|
46,100 |
|
|
|
1,467 |
|
Oracle Corp |
|
|
12,700 |
|
|
|
1,794 |
|
OSI Systems Inc * |
|
|
148 |
|
|
|
22 |
|
PC Connection Inc |
|
|
5,677 |
|
|
|
415 |
|
Pegasystems Inc |
|
|
7,362 |
|
|
|
522 |
|
Photronics Inc * |
|
|
947 |
|
|
|
24 |
|
Progress Software Corp |
|
|
648 |
|
|
|
38 |
|
Qorvo Inc * |
|
|
9,751 |
|
|
|
1,130 |
|
QUALCOMM Inc |
|
|
7,557 |
|
|
|
1,325 |
|
Qualys Inc * |
|
|
1,546 |
|
|
|
194 |
|
Sapiens International Corp NV |
|
|
563 |
|
|
|
20 |
|
Skyworks Solutions Inc |
|
|
6,714 |
|
|
|
736 |
|
TD SYNNEX Corp |
|
|
33,700 |
|
|
|
4,092 |
|
Teradata Corp * |
|
|
24,546 |
|
|
|
693 |
|
Weave Communications Inc * |
|
|
2,496 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,023 |
|
Materials — 3.1% |
|
|
|
|
Axalta Coating Systems Ltd * |
|
|
6,290 |
|
|
|
229 |
|
Berry Global Group Inc |
|
|
25,900 |
|
|
|
1,783 |
|
CF Industries Holdings Inc |
|
|
33,200 |
|
|
|
2,759 |
|
Core Molding Technologies Inc * |
|
|
3,008 |
|
|
|
54 |
|
Graphic Packaging Holding Co |
|
|
75,800 |
|
|
|
2,269 |
|
LyondellBasell Industries NV, Cl A |
|
|
15,500 |
|
|
|
1,530 |
|
NewMarket Corp |
|
|
11,523 |
|
|
|
6,611 |
|
Packaging Corp of America |
|
|
11,770 |
|
|
|
2,466 |
|
Royal Gold Inc |
|
|
9,487 |
|
|
|
1,330 |
|
Silgan Holdings Inc |
|
|
11,749 |
|
|
|
614 |
|
Sonoco Products Co |
|
|
60,600 |
|
|
|
3,428 |
|
Southern Copper Corp |
|
|
4,982 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,580 |
|
Real Estate — 0.1% |
|
|
|
|
Equity Commonwealth *‡ |
|
|
23,356 |
|
|
|
474 |
|
Forestar Group Inc * |
|
|
6,180 |
|
|
|
191 |
|
RMR Group Inc/The, Cl A |
|
|
14,553 |
|
|
|
371 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,036 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 5.0% |
|
|
|
|
American Electric Power Co Inc |
|
|
32,200 |
|
|
$ |
3,229 |
|
American States Water Co |
|
|
5,329 |
|
|
|
434 |
|
Avista Corp |
|
|
5,033 |
|
|
|
195 |
|
Black Hills Corp |
|
|
2,891 |
|
|
|
171 |
|
California Water Service Group |
|
|
9,892 |
|
|
|
547 |
|
Consolidated Edison Inc |
|
|
5,619 |
|
|
|
571 |
|
Consolidated Water Co Ltd |
|
|
11,801 |
|
|
|
328 |
|
Edison International |
|
|
376 |
|
|
|
33 |
|
Entergy Corp |
|
|
18,400 |
|
|
|
2,221 |
|
Evergy Inc |
|
|
56,500 |
|
|
|
3,341 |
|
Genie Energy Ltd, Cl B |
|
|
17,911 |
|
|
|
300 |
|
National Fuel Gas Co |
|
|
131,437 |
|
|
|
7,855 |
|
New Jersey Resources Corp |
|
|
4,216 |
|
|
|
195 |
|
Northwest Natural Holding Co |
|
|
6,544 |
|
|
|
263 |
|
NRG Energy Inc |
|
|
49,779 |
|
|
|
4,232 |
|
ONE Gas Inc |
|
|
2,037 |
|
|
|
140 |
|
Otter Tail Corp |
|
|
26,900 |
|
|
|
2,274 |
|
PG&E Corp |
|
|
298,522 |
|
|
|
5,881 |
|
Portland General Electric Co |
|
|
2,769 |
|
|
|
133 |
|
PPL Corp |
|
|
79,700 |
|
|
|
2,543 |
|
SJW Group |
|
|
5,561 |
|
|
|
328 |
|
Southwest Gas Holdings Inc |
|
|
230 |
|
|
|
17 |
|
Spire Inc |
|
|
6,373 |
|
|
|
420 |
|
Unitil Corp |
|
|
516 |
|
|
|
31 |
|
Vistra Corp |
|
|
23,900 |
|
|
|
2,042 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,724 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $585,133) ($ Thousands) |
|
|
|
|
|
|
741,320 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
14,702,590 |
|
|
|
14,703 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $14,703) ($ Thousands) |
|
|
|
|
|
|
14,703 |
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $599,836) ($ Thousands) |
|
$ |
756,023 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
23 |
|
|
|
Sep-2024 |
|
|
$ |
6,396 |
|
|
$ |
6,510 |
|
|
$ |
114 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
U.S. Managed Volatility Fund (Concluded)
|
Percentages are based on Net Assets of $759,049 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
14,439 |
|
|
$ |
44,964 |
|
|
$ |
(44,700 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
14,703 |
|
|
$ |
183 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.8% |
Australia — 0.8% |
ANZ Group Holdings Ltd |
|
|
145,300 |
|
|
$ |
2,997 |
|
Fortescue Ltd |
|
|
86,072 |
|
|
|
1,067 |
|
Origin Energy Ltd |
|
|
52,436 |
|
|
|
354 |
|
Rio Tinto Ltd |
|
|
146,415 |
|
|
|
11,082 |
|
| |
|
|
|
|
|
|
15,500 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.3% |
ANDRITZ AG |
|
|
60,900 |
|
|
|
4,018 |
|
Oberbank AG |
|
|
350 |
|
|
|
27 |
|
Oesterreichische Post AG |
|
|
5,364 |
|
|
|
175 |
|
Telekom Austria AG, Cl A |
|
|
38,558 |
|
|
|
379 |
|
UNIQA Insurance Group AG |
|
|
127,457 |
|
|
|
1,092 |
|
| |
|
|
|
|
|
|
5,691 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.4% |
Ageas SA/NV |
|
|
88,500 |
|
|
|
4,557 |
|
Colruyt Group N.V |
|
|
60,325 |
|
|
|
3,112 |
|
| |
|
|
|
|
|
|
7,669 |
|
| |
|
|
|
|
|
|
|
|
Canada — 3.3% |
AltaGas Ltd |
|
|
118,100 |
|
|
|
3,025 |
|
Atco Ltd/Canada, Cl I |
|
|
19,800 |
|
|
|
668 |
|
Bank of Nova Scotia/The |
|
|
56,900 |
|
|
|
2,840 |
|
Barrick Gold Corp |
|
|
171,360 |
|
|
|
3,460 |
|
Canadian Imperial Bank of Commerce |
|
|
62,400 |
|
|
|
3,647 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
29,900 |
|
|
|
3,408 |
|
CGI Inc, Cl A * |
|
|
19,500 |
|
|
|
2,197 |
|
Cogeco Communications Inc |
|
|
58,200 |
|
|
|
2,788 |
|
Empire Co Ltd, Cl Common Subs. Receipt |
|
|
358,180 |
|
|
|
9,987 |
|
Enbridge |
|
|
36,825 |
|
|
|
1,480 |
|
George Weston Ltd |
|
|
41,500 |
|
|
|
6,749 |
|
Great-West Lifeco Inc, Cl Common Subs. Receipt |
|
|
78,800 |
|
|
|
2,590 |
|
Kinross Gold Corp |
|
|
265,200 |
|
|
|
2,397 |
|
Loblaw Cos Ltd |
|
|
86,520 |
|
|
|
11,291 |
|
Manulife Financial Corp, Cl Common Subs. Receipt |
|
|
197,600 |
|
|
|
5,455 |
|
Metro Inc/CN, Cl A |
|
|
48,257 |
|
|
|
3,031 |
|
Quebecor Inc, Cl B |
|
|
102,800 |
|
|
|
2,553 |
|
| |
|
|
|
|
|
|
67,566 |
|
| |
|
|
|
|
|
|
|
|
China — 0.0% |
Fountain SET Holdings Ltd |
|
|
174,279 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.3% |
Danske Bank A/S |
|
|
125,483 |
|
|
|
3,922 |
|
Novo Nordisk A/S, Cl B |
|
|
8,018 |
|
|
|
1,116 |
|
Schouw & Co A/S |
|
|
5,145 |
|
|
|
443 |
|
| |
|
|
|
|
|
|
5,481 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.2% |
Elisa Oyj, Cl A |
|
|
70,515 |
|
|
|
3,529 |
|
| |
|
|
|
|
|
|
|
|
France — 2.8% |
Boiron SA |
|
|
56 |
|
|
|
2 |
|
Bouygues SA |
|
|
169,200 |
|
|
|
6,070 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Carrefour SA |
|
|
529,666 |
|
|
$ |
8,548 |
|
Danone SA |
|
|
43,983 |
|
|
|
3,057 |
|
Engie SA |
|
|
259,219 |
|
|
|
4,571 |
|
Guerbet |
|
|
1,186 |
|
|
|
46 |
|
Legrand SA |
|
|
14,604 |
|
|
|
1,636 |
|
Orange SA |
|
|
1,467,041 |
|
|
|
16,726 |
|
Quadient |
|
|
7,664 |
|
|
|
147 |
|
Societe BIC SA |
|
|
77,200 |
|
|
|
5,230 |
|
TotalEnergies SE |
|
|
133,400 |
|
|
|
9,183 |
|
Vivendi SE |
|
|
54,923 |
|
|
|
617 |
|
| |
|
|
|
|
|
|
55,833 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.7% |
Adtran Networks |
|
|
929 |
|
|
|
20 |
|
Allianz SE |
|
|
12,800 |
|
|
|
3,980 |
|
Bayerische Motoren Werke AG |
|
|
45,600 |
|
|
|
4,231 |
|
Deutsche Telekom AG |
|
|
89,100 |
|
|
|
2,535 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
4,900 |
|
|
|
2,654 |
|
| |
|
|
|
|
|
|
13,420 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.4% |
Chinney Investments Ltd |
|
|
88,000 |
|
|
|
8 |
|
CK Asset Holdings Ltd |
|
|
360,000 |
|
|
|
1,456 |
|
Dah Sing Banking Group Ltd |
|
|
55,711 |
|
|
|
48 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
1,627,000 |
|
|
|
1,105 |
|
HKT Trust & HKT |
|
|
5,304,000 |
|
|
|
6,738 |
|
Jardine Matheson Holdings Ltd |
|
|
43,300 |
|
|
|
1,561 |
|
PCCW Ltd |
|
|
2,635,000 |
|
|
|
1,490 |
|
Power Assets Holdings Ltd |
|
|
737,500 |
|
|
|
5,148 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
59,013 |
|
|
|
29 |
|
Sun Hung Kai Properties Ltd |
|
|
239,000 |
|
|
|
2,342 |
|
Swire Pacific Ltd, Cl A |
|
|
230,000 |
|
|
|
1,952 |
|
Transport International Holdings Ltd |
|
|
13,200 |
|
|
|
14 |
|
VTech Holdings |
|
|
62,233 |
|
|
|
405 |
|
WH Group Ltd |
|
|
8,339,000 |
|
|
|
6,072 |
|
Yue Yuen Industrial Holdings Ltd |
|
|
22 |
|
|
|
– |
|
| |
|
|
|
|
|
|
28,368 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.1% |
Check Point Software Technologies Ltd * |
|
|
85,880 |
|
|
|
16,532 |
|
FIBI Holdings Ltd |
|
|
5,079 |
|
|
|
221 |
|
First International Bank Of Israel Ltd/The |
|
|
9,892 |
|
|
|
409 |
|
Ituran Location and Control |
|
|
5,080 |
|
|
|
143 |
|
Nice Ltd * |
|
|
8,305 |
|
|
|
1,451 |
|
Nova Ltd * |
|
|
1,384 |
|
|
|
309 |
|
Radware Ltd * |
|
|
48,163 |
|
|
|
1,050 |
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
23,983 |
|
|
|
1,379 |
|
Sapiens International Corp NV |
|
|
6,407 |
|
|
|
233 |
|
Tower Semiconductor * |
|
|
32,553 |
|
|
|
1,439 |
|
| |
|
|
|
|
|
|
23,166 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Italy — 1.0% |
A2A SpA |
|
|
2,477,500 |
|
|
$ |
5,655 |
|
Edison |
|
|
27,405 |
|
|
|
48 |
|
Eni SpA |
|
|
866,200 |
|
|
|
14,069 |
|
Ferretti |
|
|
18,800 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
19,829 |
|
| |
|
|
|
|
|
|
|
|
Japan — 9.4% |
Achilles Corp |
|
|
2,300 |
|
|
|
24 |
|
Aeon Delight Co Ltd |
|
|
12,500 |
|
|
|
347 |
|
Aeon Kyushu |
|
|
700 |
|
|
|
14 |
|
Ahjikan Co Ltd |
|
|
5,308 |
|
|
|
42 |
|
Aichi Electric Co Ltd |
|
|
1,000 |
|
|
|
30 |
|
Aisin Corp |
|
|
87,400 |
|
|
|
3,052 |
|
Alinco |
|
|
8,300 |
|
|
|
58 |
|
Amano Corp |
|
|
34,500 |
|
|
|
1,037 |
|
Anritsu Corp |
|
|
279,100 |
|
|
|
2,247 |
|
Arcs Co Ltd |
|
|
59,100 |
|
|
|
1,034 |
|
Artience |
|
|
1,600 |
|
|
|
41 |
|
Asahi Co Ltd |
|
|
28,300 |
|
|
|
306 |
|
Asante Inc |
|
|
10,000 |
|
|
|
114 |
|
Autobacs Seven Co Ltd |
|
|
57,600 |
|
|
|
594 |
|
Axial Retailing Inc |
|
|
24,600 |
|
|
|
161 |
|
Belc Co Ltd |
|
|
5,200 |
|
|
|
224 |
|
Belluna |
|
|
6,200 |
|
|
|
32 |
|
Bridgestone Corp |
|
|
123,700 |
|
|
|
4,827 |
|
Brother Industries Ltd |
|
|
291,700 |
|
|
|
5,410 |
|
Canon Electronics Inc |
|
|
3,800 |
|
|
|
60 |
|
Canon Inc |
|
|
242,100 |
|
|
|
8,342 |
|
Cawachi Ltd |
|
|
34,400 |
|
|
|
637 |
|
Central Japan Railway Co |
|
|
177,900 |
|
|
|
4,130 |
|
Chubu Electric Power Co Inc |
|
|
535,100 |
|
|
|
6,685 |
|
Chubu Shiryo Co Ltd |
|
|
3,100 |
|
|
|
33 |
|
Citizen Watch Co Ltd |
|
|
407,900 |
|
|
|
2,633 |
|
COLOPL Inc |
|
|
9,500 |
|
|
|
38 |
|
Create Medic Co Ltd |
|
|
2,784 |
|
|
|
19 |
|
Daito Trust Construction Co Ltd |
|
|
23,100 |
|
|
|
2,856 |
|
Daiwa House Industry Co Ltd |
|
|
6,600 |
|
|
|
203 |
|
Doshisha Co Ltd |
|
|
6,100 |
|
|
|
92 |
|
Earth Corp |
|
|
31,000 |
|
|
|
1,126 |
|
Ebara Foods Industry Inc |
|
|
1,600 |
|
|
|
31 |
|
Eco's Co Ltd/Japan |
|
|
700 |
|
|
|
10 |
|
Eiken Chemical Co Ltd |
|
|
5,100 |
|
|
|
80 |
|
ENEOS Holdings Inc |
|
|
1,084,400 |
|
|
|
5,880 |
|
ESTELLE Holdings Co Ltd |
|
|
6,000 |
|
|
|
26 |
|
EXEO Group Inc |
|
|
6,200 |
|
|
|
67 |
|
Ezaki Glico Co Ltd |
|
|
52,400 |
|
|
|
1,490 |
|
FJ Next Holdings Co Ltd |
|
|
11,400 |
|
|
|
96 |
|
Focus Systems |
|
|
3,900 |
|
|
|
32 |
|
FTGroup |
|
|
3,900 |
|
|
|
32 |
|
Fujicco Co Ltd |
|
|
11,100 |
|
|
|
128 |
|
Fujiya Co Ltd |
|
|
2,100 |
|
|
|
38 |
|
Fumakilla |
|
|
3,300 |
|
|
|
24 |
|
Gakken Holdings Co Ltd |
|
|
39,100 |
|
|
|
273 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gakkyusha Co Ltd |
|
|
6,100 |
|
|
$ |
85 |
|
Heiwado Co Ltd |
|
|
80,400 |
|
|
|
1,338 |
|
Hogy Medical |
|
|
2,200 |
|
|
|
67 |
|
Hokkaido Coca-Cola Bottling |
|
|
3,500 |
|
|
|
65 |
|
Hokkan Holdings Ltd |
|
|
5,800 |
|
|
|
69 |
|
Hokuto Corp |
|
|
24,700 |
|
|
|
319 |
|
Honda Motor Co Ltd |
|
|
699,300 |
|
|
|
7,627 |
|
House Foods Group Inc |
|
|
82,400 |
|
|
|
1,658 |
|
Idemitsu Kosan Co Ltd |
|
|
271,200 |
|
|
|
1,972 |
|
Inaba Seisakusho |
|
|
19,400 |
|
|
|
231 |
|
ITOCHU Corp |
|
|
50,300 |
|
|
|
2,662 |
|
Itochu Enex Co Ltd |
|
|
18,000 |
|
|
|
198 |
|
Itochu-Shokuhin Co Ltd |
|
|
953 |
|
|
|
48 |
|
Itoham Yonekyu Holdings Inc |
|
|
7,920 |
|
|
|
215 |
|
Japan Tobacco Inc |
|
|
528,100 |
|
|
|
15,244 |
|
J-Oil Mills Inc |
|
|
30,400 |
|
|
|
409 |
|
JSP Corp |
|
|
26,800 |
|
|
|
375 |
|
Kaken Pharmaceutical Co Ltd |
|
|
39,400 |
|
|
|
1,117 |
|
Kakiyasu Honten Co Ltd |
|
|
10,200 |
|
|
|
186 |
|
Kameda Seika Co Ltd |
|
|
1,800 |
|
|
|
55 |
|
Kansai Electric Power Co Inc/The |
|
|
69,400 |
|
|
|
1,232 |
|
Kato Sangyo Co Ltd |
|
|
12,700 |
|
|
|
368 |
|
KDDI Corp |
|
|
96,200 |
|
|
|
3,245 |
|
Kenko Mayonnaise |
|
|
3,400 |
|
|
|
57 |
|
Kewpie Corp |
|
|
72,800 |
|
|
|
1,863 |
|
Key Coffee Inc |
|
|
6,400 |
|
|
|
93 |
|
Kirin Holdings Co Ltd |
|
|
67,800 |
|
|
|
1,026 |
|
Kitano Construction Corp |
|
|
1,300 |
|
|
|
34 |
|
Kobe Electric Railway Co Ltd |
|
|
1,500 |
|
|
|
28 |
|
Komeri Co Ltd |
|
|
22,800 |
|
|
|
583 |
|
K's Holdings Corp |
|
|
10,700 |
|
|
|
115 |
|
Kuriyama Holdings |
|
|
8,700 |
|
|
|
73 |
|
Kyorin Pharmaceutical Co Ltd |
|
|
24,100 |
|
|
|
269 |
|
LAC Co Ltd |
|
|
6,600 |
|
|
|
36 |
|
Lion Corp |
|
|
169,700 |
|
|
|
1,730 |
|
Mandom Corp |
|
|
4,100 |
|
|
|
35 |
|
Marudai Food Co Ltd |
|
|
1,300 |
|
|
|
16 |
|
Maruzen Co Ltd/Taito ward |
|
|
1,000 |
|
|
|
21 |
|
Marvelous Inc |
|
|
13,900 |
|
|
|
58 |
|
McDonald's Holdings Co Japan Ltd |
|
|
41,300 |
|
|
|
1,818 |
|
Megmilk Snow Brand Co Ltd |
|
|
63,600 |
|
|
|
1,155 |
|
MEIJI Holdings Co Ltd |
|
|
91,500 |
|
|
|
2,279 |
|
Ministop Co Ltd |
|
|
4,200 |
|
|
|
47 |
|
Miroku Jyoho Service Co Ltd |
|
|
9,400 |
|
|
|
121 |
|
Mitsubishi Chemical Group Corp |
|
|
52,400 |
|
|
|
305 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
7,400 |
|
|
|
268 |
|
Mitsui DM Sugar Holdings Co Ltd |
|
|
5,900 |
|
|
|
131 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
11,518 |
|
|
|
125 |
|
Mizuho Financial Group Inc |
|
|
471,200 |
|
|
|
9,738 |
|
Mochida Pharmaceutical Co Ltd |
|
|
7,200 |
|
|
|
163 |
|
Morinaga & Co Ltd/Japan |
|
|
33,400 |
|
|
|
631 |
|
Morozoff Ltd |
|
|
3,622 |
|
|
|
113 |
|
MS&AD Insurance Group Holdings Inc |
|
|
34,700 |
|
|
|
797 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nagase Brothers |
|
|
2,000 |
|
|
$ |
25 |
|
NH Foods Ltd |
|
|
16,100 |
|
|
|
604 |
|
Nihon Chouzai Co Ltd |
|
|
17,300 |
|
|
|
151 |
|
Nihon Denkei Co Ltd |
|
|
2,500 |
|
|
|
32 |
|
Nikko Co Ltd/Hyogo |
|
|
7,600 |
|
|
|
37 |
|
Nintendo Co Ltd |
|
|
93,800 |
|
|
|
5,091 |
|
Nippn Corp |
|
|
93,500 |
|
|
|
1,459 |
|
Nippon Air Conditioning Services Co Ltd |
|
|
5,300 |
|
|
|
39 |
|
Nippon Beet Sugar Manufacturing Co Ltd |
|
|
1,900 |
|
|
|
33 |
|
Nippon Carbon Co Ltd |
|
|
10,800 |
|
|
|
327 |
|
Nippon Ceramic Co Ltd |
|
|
19,800 |
|
|
|
342 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
61,600 |
|
|
|
3,145 |
|
Nippon Kanzai Holdings |
|
|
2,300 |
|
|
|
42 |
|
Nippon Seisen Co Ltd |
|
|
2,000 |
|
|
|
15 |
|
Nippon Telegraph & Telephone Corp |
|
|
3,155,000 |
|
|
|
3,374 |
|
Nisshin Oillio Group Ltd/The |
|
|
14,049 |
|
|
|
499 |
|
Nitto Denko Corp |
|
|
2,500 |
|
|
|
208 |
|
Nitto Fuji Flour Milling |
|
|
700 |
|
|
|
34 |
|
Nittoc Construction Co Ltd |
|
|
10,800 |
|
|
|
79 |
|
Noevir Holdings |
|
|
15,100 |
|
|
|
589 |
|
Oiles Corp |
|
|
6,500 |
|
|
|
95 |
|
Okaya |
|
|
400 |
|
|
|
21 |
|
Okinawa Cellular Telephone Co |
|
|
14,622 |
|
|
|
418 |
|
Okuwa Co Ltd |
|
|
35,200 |
|
|
|
223 |
|
Oracle Corp Japan |
|
|
11,900 |
|
|
|
1,076 |
|
Osaka Gas Co Ltd |
|
|
67,100 |
|
|
|
1,656 |
|
Otsuka Corp |
|
|
3,000 |
|
|
|
71 |
|
OUG Holdings Inc |
|
|
2,682 |
|
|
|
48 |
|
Ozu Corp |
|
|
2,400 |
|
|
|
27 |
|
Pigeon Corp |
|
|
63,600 |
|
|
|
689 |
|
Prima Meat Packers Ltd |
|
|
48,900 |
|
|
|
775 |
|
Pro-Ship |
|
|
3,500 |
|
|
|
33 |
|
Raito Kogyo Co Ltd |
|
|
40,900 |
|
|
|
611 |
|
SAMTY HOLDINGS |
|
|
9,100 |
|
|
|
164 |
|
San-A Co Ltd, Cl A |
|
|
97,400 |
|
|
|
1,692 |
|
Sanki Engineering Co Ltd |
|
|
3,800 |
|
|
|
61 |
|
Sanyo Chemical Industries Ltd |
|
|
21,600 |
|
|
|
596 |
|
Seiko Epson Corp |
|
|
313,800 |
|
|
|
5,842 |
|
Senko Group Holdings Co Ltd |
|
|
463,600 |
|
|
|
3,792 |
|
SG Holdings Co Ltd |
|
|
28,200 |
|
|
|
306 |
|
Shindengen Electric Manufacturing |
|
|
2,400 |
|
|
|
42 |
|
Showa Sangyo Co Ltd |
|
|
33,100 |
|
|
|
689 |
|
SK Kaken |
|
|
500 |
|
|
|
30 |
|
SKY Perfect JSAT Holdings Inc |
|
|
378,000 |
|
|
|
2,227 |
|
SoftBank Corp |
|
|
504,800 |
|
|
|
7,066 |
|
Sojitz Corp |
|
|
293,900 |
|
|
|
7,014 |
|
SRA Holdings |
|
|
8,100 |
|
|
|
245 |
|
ST Corp |
|
|
5,400 |
|
|
|
58 |
|
Step |
|
|
4,400 |
|
|
|
60 |
|
Studio Alice Co Ltd |
|
|
5,900 |
|
|
|
82 |
|
Sumitomo Electric Industries Ltd |
|
|
38,700 |
|
|
|
640 |
|
Sundrug Co Ltd |
|
|
74,800 |
|
|
|
2,178 |
|
Suzumo Machinery Co Ltd |
|
|
1,700 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Takamatsu Construction Group Co Ltd |
|
|
9,300 |
|
|
$ |
190 |
|
Takasago International Corp |
|
|
1,300 |
|
|
|
42 |
|
Takeda Pharmaceutical Co Ltd |
|
|
64,100 |
|
|
|
1,908 |
|
TKC Corp |
|
|
10,900 |
|
|
|
294 |
|
TOKAI Holdings Corp |
|
|
95,300 |
|
|
|
648 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
82,400 |
|
|
|
393 |
|
Tokyo Individualized Educational Institute Inc |
|
|
11,500 |
|
|
|
32 |
|
Torigoe |
|
|
5,400 |
|
|
|
26 |
|
Trancom Co Ltd |
|
|
2,800 |
|
|
|
135 |
|
Trend Micro Inc/Japan |
|
|
123,400 |
|
|
|
7,399 |
|
Unicafe Inc |
|
|
9,700 |
|
|
|
63 |
|
Unicharm Corp |
|
|
7,600 |
|
|
|
265 |
|
United Super Markets Holdings Inc |
|
|
137,200 |
|
|
|
815 |
|
Uoriki Co Ltd |
|
|
1,400 |
|
|
|
24 |
|
Valor Holdings Co Ltd |
|
|
19,400 |
|
|
|
301 |
|
Vital KSK Holdings Inc |
|
|
14,300 |
|
|
|
123 |
|
Watahan |
|
|
2,200 |
|
|
|
27 |
|
Wowow Inc |
|
|
10,676 |
|
|
|
80 |
|
Yamaguchi Financial Group Inc |
|
|
365,000 |
|
|
|
4,219 |
|
Yamaya Corp |
|
|
2,100 |
|
|
|
44 |
|
Yaoko Co Ltd |
|
|
25,200 |
|
|
|
1,656 |
|
Zaoh Co Ltd |
|
|
2,000 |
|
|
|
34 |
|
Zenkoku Hosho Co Ltd |
|
|
6,100 |
|
|
|
246 |
|
Zenrin Co Ltd |
|
|
33,100 |
|
|
|
199 |
|
ZERIA Pharmaceutical Co Ltd |
|
|
7,100 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
191,113 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 2.4% |
Acomo NV |
|
|
1,372 |
|
|
|
27 |
|
ASR Nederland NV |
|
|
48,900 |
|
|
|
2,395 |
|
Koninklijke Ahold Delhaize NV |
|
|
774,702 |
|
|
|
26,635 |
|
Koninklijke KPN NV |
|
|
1,677,050 |
|
|
|
6,855 |
|
NN Group NV |
|
|
100,600 |
|
|
|
4,932 |
|
Wolters Kluwer NV |
|
|
47,195 |
|
|
|
8,053 |
|
| |
|
|
|
|
|
|
48,897 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.0% |
Channel Infrastructure NZ |
|
|
23,683 |
|
|
|
25 |
|
Spark New Zealand Ltd |
|
|
233,806 |
|
|
|
525 |
|
| |
|
|
|
|
|
|
550 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.1% |
AMSC ASA |
|
|
83,585 |
|
|
|
231 |
|
DNB Bank ASA |
|
|
137,846 |
|
|
|
2,916 |
|
Orkla ASA |
|
|
1,048,305 |
|
|
|
9,323 |
|
Sparebank 1 Oestlandet |
|
|
17,298 |
|
|
|
236 |
|
SpareBank 1 SMN |
|
|
47,223 |
|
|
|
700 |
|
SpareBank 1 Sorost-Norge |
|
|
1,460 |
|
|
|
10 |
|
Sparebanken More |
|
|
280 |
|
|
|
2 |
|
Sparebanken Vest |
|
|
29,474 |
|
|
|
368 |
|
Storebrand, Cl A |
|
|
55,596 |
|
|
|
601 |
|
Telenor ASA |
|
|
609,329 |
|
|
|
7,565 |
|
Veidekke ASA |
|
|
6,922 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
22,033 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Portugal — 0.1% |
Jeronimo Martins SGPS SA |
|
|
146,419 |
|
|
$ |
2,713 |
|
NOS SGPS SA |
|
|
36,350 |
|
|
|
145 |
|
| |
|
|
|
|
|
|
2,858 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 1.6% |
DBS Group Holdings Ltd |
|
|
105,020 |
|
|
|
2,929 |
|
Jardine Cycle & Carriage Ltd |
|
|
226,586 |
|
|
|
4,810 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
936,100 |
|
|
|
10,449 |
|
Sheng Siong Group Ltd |
|
|
1,456,233 |
|
|
|
1,687 |
|
Singapore Exchange Ltd |
|
|
392,600 |
|
|
|
3,262 |
|
United Overseas Bank Ltd |
|
|
355,100 |
|
|
|
8,552 |
|
| |
|
|
|
|
|
|
31,689 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.0% |
Aena SME SA |
|
|
20,485 |
|
|
|
4,140 |
|
Ebro Foods SA |
|
|
34,992 |
|
|
|
623 |
|
Iberdrola SA |
|
|
22,446 |
|
|
|
319 |
|
Logista Integral |
|
|
272,601 |
|
|
|
8,389 |
|
Miquel y Costas & Miquel SA |
|
|
2,889 |
|
|
|
40 |
|
Puig Brands, Cl B * |
|
|
25,480 |
|
|
|
715 |
|
Redeia Corp SA |
|
|
210,927 |
|
|
|
4,011 |
|
Repsol SA |
|
|
210,200 |
|
|
|
2,898 |
|
| |
|
|
|
|
|
|
21,135 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.5% |
Essity AB, Cl B |
|
|
258,093 |
|
|
|
7,853 |
|
Industrivarden AB, Cl C |
|
|
49,479 |
|
|
|
1,780 |
|
Svenska Handelsbanken AB, Cl A |
|
|
492,100 |
|
|
|
5,089 |
|
Swedbank AB, Cl A |
|
|
334,500 |
|
|
|
7,166 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
101,624 |
|
|
|
759 |
|
Volvo AB, Cl A |
|
|
53,484 |
|
|
|
1,443 |
|
Volvo AB, Cl B |
|
|
274,635 |
|
|
|
7,311 |
|
| |
|
|
|
|
|
|
31,401 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 2.9% |
ABB Ltd |
|
|
17,948 |
|
|
|
1,029 |
|
Basellandschaftliche Kantonalbank |
|
|
120 |
|
|
|
120 |
|
Berner Kantonalbank AG |
|
|
1,369 |
|
|
|
371 |
|
Cie Financiere Tradition SA |
|
|
209 |
|
|
|
37 |
|
Emmi AG |
|
|
335 |
|
|
|
349 |
|
Galderma Group * |
|
|
45,428 |
|
|
|
4,407 |
|
Givaudan SA |
|
|
1,372 |
|
|
|
7,044 |
|
Graubuendner Kantonalbank |
|
|
13 |
|
|
|
26 |
|
Investis Holding SA |
|
|
813 |
|
|
|
105 |
|
Logitech International SA |
|
|
1,194 |
|
|
|
108 |
|
Novartis AG |
|
|
279,394 |
|
|
|
33,628 |
|
Sandoz Group AG |
|
|
34,420 |
|
|
|
1,513 |
|
Schindler Holding AG |
|
|
5,535 |
|
|
|
1,534 |
|
Swatch Group AG/The |
|
|
14,331 |
|
|
|
598 |
|
Swisscom AG |
|
|
11,481 |
|
|
|
7,260 |
|
Walliser Kantonalbank |
|
|
687 |
|
|
|
93 |
|
Zug Estates Holding AG, Cl B |
|
|
34 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
58,295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
United Kingdom — 4.3% |
3i Group PLC |
|
|
54,900 |
|
|
$ |
2,308 |
|
Aferian PLC, Cl A * |
|
|
28,544 |
|
|
|
1 |
|
BAE Systems PLC |
|
|
92,086 |
|
|
|
1,657 |
|
Balfour Beatty |
|
|
1,071,100 |
|
|
|
5,898 |
|
British American Tobacco PLC |
|
|
134,300 |
|
|
|
5,031 |
|
CK Hutchison Holdings Ltd |
|
|
1,907,000 |
|
|
|
10,525 |
|
Coca-Cola Europacific Partners PLC |
|
|
16,067 |
|
|
|
1,293 |
|
HSBC Holdings PLC |
|
|
895,000 |
|
|
|
7,873 |
|
Imperial Brands PLC |
|
|
424,262 |
|
|
|
12,186 |
|
J Sainsbury PLC |
|
|
749,575 |
|
|
|
2,892 |
|
Kingfisher PLC |
|
|
1,216,400 |
|
|
|
4,574 |
|
Odfjell Technology |
|
|
214 |
|
|
|
1 |
|
RELX PLC |
|
|
115,628 |
|
|
|
5,402 |
|
Sage Group PLC/The |
|
|
592,274 |
|
|
|
7,892 |
|
Spirent Communications PLC |
|
|
674,657 |
|
|
|
1,583 |
|
Tesco PLC |
|
|
1,026,295 |
|
|
|
4,789 |
|
Unilever PLC |
|
|
84,378 |
|
|
|
5,474 |
|
Vodafone Group PLC |
|
|
7,124,134 |
|
|
|
6,988 |
|
| |
|
|
|
|
|
|
86,367 |
|
| |
|
|
|
|
|
|
|
|
United States — 60.2% |
A O Smith Corp |
|
|
9,123 |
|
|
|
764 |
|
Abbott Laboratories |
|
|
41,550 |
|
|
|
4,706 |
|
AbbVie Inc |
|
|
20,495 |
|
|
|
4,023 |
|
Aflac Inc |
|
|
27,600 |
|
|
|
3,046 |
|
Allison Transmission Holdings Inc |
|
|
105,600 |
|
|
|
9,794 |
|
Allstate Corp/The |
|
|
38,490 |
|
|
|
7,272 |
|
Alphabet Inc, Cl A |
|
|
45,303 |
|
|
|
7,402 |
|
Alphabet Inc, Cl C |
|
|
24,805 |
|
|
|
4,096 |
|
Altria Group Inc |
|
|
341,424 |
|
|
|
18,358 |
|
Amazon.com Inc * |
|
|
12,715 |
|
|
|
2,270 |
|
Amdocs Ltd |
|
|
228,956 |
|
|
|
19,912 |
|
AMETEK Inc |
|
|
23,767 |
|
|
|
4,065 |
|
Amgen Inc |
|
|
11,100 |
|
|
|
3,706 |
|
Amphenol Corp, Cl A |
|
|
62,987 |
|
|
|
4,249 |
|
Apple Inc |
|
|
42,485 |
|
|
|
9,729 |
|
AptarGroup Inc |
|
|
47,075 |
|
|
|
7,211 |
|
Archer-Daniels-Midland Co |
|
|
100,900 |
|
|
|
6,154 |
|
Arrow Electronics Inc * |
|
|
49,300 |
|
|
|
6,659 |
|
AT&T Inc |
|
|
1,655,670 |
|
|
|
32,948 |
|
Automatic Data Processing Inc |
|
|
18,705 |
|
|
|
5,161 |
|
Avnet Inc |
|
|
64,600 |
|
|
|
3,565 |
|
Bank of New York Mellon Corp/The |
|
|
306,268 |
|
|
|
20,894 |
|
Becton Dickinson & Co |
|
|
3,219 |
|
|
|
780 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
27,205 |
|
|
|
12,947 |
|
Berry Global Group Inc |
|
|
44,400 |
|
|
|
3,057 |
|
Blue Owl Capital Corp |
|
|
302,500 |
|
|
|
4,586 |
|
Box Inc, Cl A * |
|
|
64,395 |
|
|
|
2,099 |
|
Bristol-Myers Squibb Co |
|
|
277,600 |
|
|
|
13,866 |
|
CACI International Inc, Cl A * |
|
|
5,942 |
|
|
|
2,900 |
|
Campbell Soup Co |
|
|
53,894 |
|
|
|
2,680 |
|
Cardinal Health Inc |
|
|
5,962 |
|
|
|
672 |
|
Casey's General Stores Inc |
|
|
1,231 |
|
|
|
446 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cboe Global Markets Inc |
|
|
55,073 |
|
|
$ |
11,312 |
|
Cencora Inc |
|
|
40,194 |
|
|
|
9,629 |
|
Centene Corp * |
|
|
76,388 |
|
|
|
6,022 |
|
CH Robinson Worldwide Inc |
|
|
749 |
|
|
|
78 |
|
Chemed Corp |
|
|
12,092 |
|
|
|
7,088 |
|
Chevron Corp |
|
|
58,800 |
|
|
|
8,699 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
6,170 |
|
|
|
346 |
|
Church & Dwight Co Inc |
|
|
85,469 |
|
|
|
8,708 |
|
Cigna Group/The |
|
|
31,568 |
|
|
|
11,422 |
|
Cintas Corp |
|
|
11,968 |
|
|
|
9,636 |
|
Cirrus Logic Inc * |
|
|
6,057 |
|
|
|
882 |
|
Cisco Systems Inc |
|
|
559,108 |
|
|
|
28,257 |
|
Clorox Co/The |
|
|
47,862 |
|
|
|
7,577 |
|
CME Group Inc, Cl A |
|
|
10,339 |
|
|
|
2,231 |
|
Coca-Cola Co/The |
|
|
113,830 |
|
|
|
8,249 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
50,200 |
|
|
|
3,904 |
|
Colgate-Palmolive Co |
|
|
91,656 |
|
|
|
9,761 |
|
Comcast Corp, Cl A |
|
|
615,974 |
|
|
|
24,374 |
|
CommVault Systems Inc * |
|
|
45,263 |
|
|
|
7,034 |
|
Conagra Brands Inc |
|
|
241,434 |
|
|
|
7,533 |
|
Consolidated Edison Inc |
|
|
37,564 |
|
|
|
3,815 |
|
Costco Wholesale Corp |
|
|
19,421 |
|
|
|
17,331 |
|
CSG Systems International Inc |
|
|
46,100 |
|
|
|
2,237 |
|
Cummins Inc |
|
|
10,100 |
|
|
|
3,160 |
|
CVS Health Corp |
|
|
266,187 |
|
|
|
15,237 |
|
Dell Technologies Inc, Cl C |
|
|
30,000 |
|
|
|
3,466 |
|
Dolby Laboratories Inc, Cl A |
|
|
92,279 |
|
|
|
6,585 |
|
Domino's Pizza Inc |
|
|
4,473 |
|
|
|
1,853 |
|
Dropbox Inc, Cl A * |
|
|
104,924 |
|
|
|
2,638 |
|
DT Midstream Inc |
|
|
28,882 |
|
|
|
2,270 |
|
eBay Inc |
|
|
99,999 |
|
|
|
5,910 |
|
Ecolab Inc |
|
|
33,900 |
|
|
|
8,583 |
|
Electronic Arts Inc |
|
|
120,461 |
|
|
|
18,288 |
|
EMCOR Group Inc |
|
|
4,643 |
|
|
|
1,825 |
|
Entergy Corp |
|
|
36,200 |
|
|
|
4,369 |
|
Everest Group Ltd |
|
|
9,981 |
|
|
|
3,915 |
|
Evergy Inc |
|
|
61,200 |
|
|
|
3,619 |
|
Exelixis Inc * |
|
|
152,900 |
|
|
|
3,980 |
|
Expeditors International of Washington Inc |
|
|
29,710 |
|
|
|
3,667 |
|
Exxon Mobil Corp |
|
|
98,400 |
|
|
|
11,605 |
|
F5 Inc * |
|
|
78,557 |
|
|
|
15,959 |
|
Ford Motor Co |
|
|
233,500 |
|
|
|
2,613 |
|
Fox Corp |
|
|
42,699 |
|
|
|
1,754 |
|
Gen Digital Inc |
|
|
221,100 |
|
|
|
5,850 |
|
General Dynamics Corp |
|
|
12,206 |
|
|
|
3,654 |
|
General Mills Inc |
|
|
147,694 |
|
|
|
10,677 |
|
General Motors Co |
|
|
67,700 |
|
|
|
3,370 |
|
Gilead Sciences Inc |
|
|
209,544 |
|
|
|
16,554 |
|
Golub Capital BDC Inc |
|
|
92,718 |
|
|
|
1,381 |
|
Graco Inc |
|
|
31,640 |
|
|
|
2,637 |
|
Grand Canyon Education Inc * |
|
|
11,800 |
|
|
|
1,711 |
|
Graphic Packaging Holding Co |
|
|
109,400 |
|
|
|
3,274 |
|
GSK PLC |
|
|
912,254 |
|
|
|
19,883 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Haleon PLC |
|
|
444,363 |
|
|
$ |
2,240 |
|
Hartford Financial Services Group Inc/The |
|
|
96,300 |
|
|
|
11,180 |
|
HealthStream Inc |
|
|
2,335 |
|
|
|
68 |
|
Hewlett Packard Enterprise Co |
|
|
348,800 |
|
|
|
6,756 |
|
Hologic Inc * |
|
|
22,597 |
|
|
|
1,836 |
|
HP Inc |
|
|
201,500 |
|
|
|
7,290 |
|
Huntington Ingalls Industries Inc |
|
|
14,221 |
|
|
|
4,021 |
|
Incyte Corp * |
|
|
182,400 |
|
|
|
11,976 |
|
Ingredion Inc |
|
|
75,808 |
|
|
|
10,182 |
|
Intercontinental Exchange Inc |
|
|
2,234 |
|
|
|
361 |
|
International Business Machines Corp |
|
|
146,762 |
|
|
|
29,665 |
|
Johnson & Johnson |
|
|
180,749 |
|
|
|
29,979 |
|
Kellanova |
|
|
100,935 |
|
|
|
8,136 |
|
Kimberly-Clark Corp |
|
|
121,471 |
|
|
|
17,572 |
|
Kinder Morgan Inc |
|
|
217,800 |
|
|
|
4,698 |
|
Kraft Heinz Co/The |
|
|
411,977 |
|
|
|
14,596 |
|
Kroger Co/The |
|
|
309,900 |
|
|
|
16,490 |
|
Leidos Holdings Inc |
|
|
49,332 |
|
|
|
7,820 |
|
Lockheed Martin Corp |
|
|
35,309 |
|
|
|
20,059 |
|
Loews Corp |
|
|
64,100 |
|
|
|
5,252 |
|
Marsh & McLennan Cos Inc |
|
|
42,564 |
|
|
|
9,684 |
|
Mastercard Inc, Cl A |
|
|
94 |
|
|
|
45 |
|
McKesson Corp |
|
|
23,090 |
|
|
|
12,955 |
|
Medtronic PLC |
|
|
42,034 |
|
|
|
3,723 |
|
Merck & Co Inc |
|
|
176,477 |
|
|
|
20,904 |
|
Meta Platforms Inc, Cl A |
|
|
6,092 |
|
|
|
3,176 |
|
Microsoft Corp |
|
|
20,872 |
|
|
|
8,707 |
|
Molina Healthcare Inc * |
|
|
6,171 |
|
|
|
2,159 |
|
Molson Coors Beverage Co, Cl B |
|
|
281,822 |
|
|
|
15,210 |
|
Mondelez International Inc, Cl A |
|
|
50,878 |
|
|
|
3,654 |
|
Moody's Corp |
|
|
1,565 |
|
|
|
763 |
|
Motorola Solutions Inc |
|
|
22,279 |
|
|
|
9,848 |
|
Murphy USA Inc |
|
|
6,400 |
|
|
|
3,326 |
|
National Fuel Gas Co |
|
|
98,400 |
|
|
|
5,880 |
|
NetApp Inc |
|
|
64,484 |
|
|
|
7,785 |
|
Neurocrine Biosciences Inc * |
|
|
19,448 |
|
|
|
2,471 |
|
NewMarket Corp |
|
|
13,000 |
|
|
|
7,459 |
|
Northrop Grumman Corp |
|
|
12,170 |
|
|
|
6,368 |
|
NRG Energy Inc |
|
|
26,460 |
|
|
|
2,249 |
|
Nuveen Churchill Direct Lending |
|
|
5,386 |
|
|
|
96 |
|
NVIDIA Corp |
|
|
65,560 |
|
|
|
7,826 |
|
Old Republic International Corp |
|
|
157,400 |
|
|
|
5,646 |
|
Oracle Corp |
|
|
27,700 |
|
|
|
3,914 |
|
Organon & Co |
|
|
30,990 |
|
|
|
693 |
|
PACCAR Inc |
|
|
124,850 |
|
|
|
12,008 |
|
PepsiCo Inc |
|
|
25,945 |
|
|
|
4,485 |
|
Pfizer Inc |
|
|
129,900 |
|
|
|
3,768 |
|
Philip Morris International Inc |
|
|
69,259 |
|
|
|
8,539 |
|
Procter & Gamble Co/The |
|
|
86,696 |
|
|
|
14,872 |
|
Progressive Corp/The |
|
|
41,379 |
|
|
|
10,436 |
|
Provident Financial Holdings Inc |
|
|
2,655 |
|
|
|
37 |
|
Regeneron Pharmaceuticals Inc * |
|
|
5,250 |
|
|
|
6,220 |
|
Reliance Inc |
|
|
4,480 |
|
|
|
1,284 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Republic Services Inc, Cl A |
|
|
58,331 |
|
|
$ |
12,145 |
|
Reynolds Consumer Products Inc |
|
|
28,529 |
|
|
|
899 |
|
Roche Holding AG |
|
|
33,403 |
|
|
|
11,416 |
|
Roper Technologies Inc |
|
|
12,140 |
|
|
|
6,731 |
|
Royal Gold Inc |
|
|
31,622 |
|
|
|
4,432 |
|
Royalty Pharma PLC, Cl A |
|
|
37,936 |
|
|
|
1,101 |
|
RPM International Inc |
|
|
8,921 |
|
|
|
1,037 |
|
Sanmina Corp * |
|
|
52,000 |
|
|
|
3,608 |
|
Sanofi SA |
|
|
60,100 |
|
|
|
6,732 |
|
Service Corp International/US |
|
|
4,415 |
|
|
|
346 |
|
Shell PLC |
|
|
255,207 |
|
|
|
9,052 |
|
Sonoco Products Co |
|
|
51,900 |
|
|
|
2,936 |
|
SS&C Technologies Holdings Inc |
|
|
6,612 |
|
|
|
497 |
|
Stryker Corp |
|
|
406 |
|
|
|
146 |
|
TD SYNNEX Corp |
|
|
37,800 |
|
|
|
4,590 |
|
TE Connectivity Ltd |
|
|
23,914 |
|
|
|
3,673 |
|
TEGNA Inc |
|
|
302,600 |
|
|
|
4,200 |
|
T-Mobile US Inc |
|
|
66,219 |
|
|
|
13,159 |
|
TXNM Energy |
|
|
8,010 |
|
|
|
328 |
|
Tyson Foods Inc, Cl A |
|
|
27,077 |
|
|
|
1,741 |
|
UL Solutions Inc, Cl A |
|
|
57,114 |
|
|
|
3,115 |
|
United Therapeutics Corp * |
|
|
33,207 |
|
|
|
12,072 |
|
Veeva Systems Inc, Cl A * |
|
|
6,577 |
|
|
|
1,424 |
|
Veralto Corp |
|
|
18,039 |
|
|
|
2,028 |
|
Verisk Analytics Inc, Cl A |
|
|
2,782 |
|
|
|
759 |
|
Verizon Communications Inc |
|
|
955,441 |
|
|
|
39,918 |
|
Viatris Inc |
|
|
147,050 |
|
|
|
1,776 |
|
Walmart Inc |
|
|
160,537 |
|
|
|
12,398 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Waste Connections Inc |
|
|
28,808 |
|
|
$ |
5,373 |
|
Waste Management Inc |
|
|
35,324 |
|
|
|
7,490 |
|
Western Union Co/The |
|
|
535,000 |
|
|
|
6,527 |
|
Willis Towers Watson PLC |
|
|
18,896 |
|
|
|
5,520 |
|
WK Kellogg Co |
|
|
27,325 |
|
|
|
469 |
|
| |
|
|
|
|
|
|
1,220,434 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,726,920) ($ Thousands) |
|
|
|
|
|
|
1,960,837 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.7% |
Germany — 0.7% |
Bayerische Motoren Werke AG, 6.320% |
|
|
10,186 |
|
|
|
882 |
|
Henkel AG & Co KGaA (A) |
|
|
148,745 |
|
|
|
13,626 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $12,498) ($ Thousands) |
|
|
|
|
|
|
14,508 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
34,542,980 |
|
|
|
34,543 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $34,543) ($ Thousands) |
|
|
|
|
|
|
34,543 |
|
Total Investments in Securities — 99.2% |
|
|
|
|
|
|
|
|
(Cost $1,773,961) ($ Thousands) |
|
$ |
2,009,888 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
31 |
|
|
|
Sep-2024 |
|
|
$ |
1,696 |
|
|
$ |
1,706 |
|
|
$ |
20 |
|
FTSE 100 Index |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
1,216 |
|
|
|
1,212 |
|
|
|
3 |
|
Hang Seng Index |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
793 |
|
|
|
805 |
|
|
|
12 |
|
S&P 500 Index E-MINI |
|
|
35 |
|
|
|
Sep-2024 |
|
|
|
9,877 |
|
|
|
9,907 |
|
|
|
30 |
|
SPI 200 Index |
|
|
12 |
|
|
|
Sep-2024 |
|
|
|
1,629 |
|
|
|
1,638 |
|
|
|
10 |
|
TOPIX Index |
|
|
9 |
|
|
|
Sep-2024 |
|
|
|
1,654 |
|
|
|
1,679 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
16,865 |
|
|
$ |
16,947 |
|
|
$ |
103 |
|
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
91,664 |
|
|
|
USD |
|
|
|
101,174 |
|
|
$ |
(359 |
) |
Barclays PLC |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
111,931 |
|
|
|
USD |
|
|
|
10,498 |
|
|
|
(74 |
) |
Barclays PLC |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
157,951 |
|
|
|
USD |
|
|
|
15,209 |
|
|
|
(229 |
) |
BNP Paribas |
|
|
09/16/24 |
|
|
|
NZD |
|
|
|
2,123 |
|
|
|
USD |
|
|
|
1,278 |
|
|
|
(49 |
) |
BNP Paribas |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
45,781 |
|
|
|
USD |
|
|
|
6,774 |
|
|
|
(26 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
33 |
|
|
|
NZD |
|
|
|
54 |
|
|
|
1 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
39 |
|
|
|
NZD |
|
|
|
62 |
|
|
$ |
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
NZD |
|
|
|
86 |
|
|
|
USD |
|
|
|
52 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
58 |
|
|
|
DKK |
|
|
|
390 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
192 |
|
|
|
DKK |
|
|
|
1,290 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
204 |
|
|
|
AUD |
|
|
|
303 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
253 |
|
|
|
AUD |
|
|
|
373 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
16 |
|
|
|
HKD |
|
|
|
122 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
491 |
|
|
|
HKD |
|
|
|
3,825 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
22 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
536 |
|
|
|
USD |
|
|
|
359 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
75 |
|
|
|
NOK |
|
|
|
799 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
499 |
|
|
|
NOK |
|
|
|
5,248 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
628 |
|
|
|
SGD |
|
|
|
817 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
595 |
|
|
|
SEK |
|
|
|
6,122 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
169 |
|
|
|
SEK |
|
|
|
1,728 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
201 |
|
|
|
USD |
|
|
|
154 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
729 |
|
|
|
USD |
|
|
|
556 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
221 |
|
|
|
USD |
|
|
|
263 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
856 |
|
|
|
USD |
|
|
|
990 |
|
|
|
(21 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
1,007 |
|
|
|
CHF |
|
|
|
855 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
318 |
|
|
|
CHF |
|
|
|
269 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
462 |
|
|
|
USD |
|
|
|
610 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
893 |
|
|
|
USD |
|
|
|
1,154 |
|
|
|
(20 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
490 |
|
|
|
CAD |
|
|
|
664 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
1,001 |
|
|
|
CAD |
|
|
|
1,348 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
392 |
|
|
|
USD |
|
|
|
291 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
1,588 |
|
|
|
USD |
|
|
|
1,162 |
|
|
|
(17 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
1,083 |
|
|
|
USD |
|
|
|
162 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
925 |
|
|
|
USD |
|
|
|
136 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
367 |
|
|
|
GBP |
|
|
|
282 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
1,763 |
|
|
|
GBP |
|
|
|
1,339 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
337 |
|
|
|
EUR |
|
|
|
305 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
3,369 |
|
|
|
EUR |
|
|
|
3,033 |
|
|
|
(9 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
2,207 |
|
|
|
USD |
|
|
|
2,461 |
|
|
|
17 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
1,848 |
|
|
|
USD |
|
|
|
2,033 |
|
|
|
(14 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
2,615 |
|
|
|
USD |
|
|
|
248 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
3,546 |
|
|
|
USD |
|
|
|
332 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
6,186 |
|
|
|
USD |
|
|
|
794 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
417 |
|
|
|
USD |
|
|
|
53 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
2,720 |
|
|
|
USD |
|
|
|
267 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
4,187 |
|
|
|
USD |
|
|
|
399 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
USD |
|
|
|
760 |
|
|
|
JPY |
|
|
|
110,760 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
USD |
|
|
|
2,562 |
|
|
|
JPY |
|
|
|
371,247 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
139,520 |
|
|
|
USD |
|
|
|
966 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
432,776 |
|
|
|
USD |
|
|
|
2,934 |
|
|
|
(46 |
) |
Standard Chartered |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
41,936 |
|
|
|
USD |
|
|
|
53,876 |
|
|
|
(1,241 |
) |
Standard Chartered |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
136,251 |
|
|
|
USD |
|
|
|
17,514 |
|
|
|
34 |
|
Standard Chartered |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
12,479,452 |
|
|
|
USD |
|
|
|
85,363 |
|
|
|
(562 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
13,916 |
|
|
|
USD |
|
|
|
9,240 |
|
|
|
(204 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
21,794 |
|
|
|
USD |
|
|
|
16,591 |
|
|
|
(148 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Global Managed Volatility Fund (Concluded)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Westpac Banking |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
32,497 |
|
|
|
USD |
|
|
|
37,823 |
|
|
$ |
(555 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
52,687 |
|
|
|
USD |
|
|
|
38,479 |
|
|
|
(636 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4,167 |
) |
|
Percentages are based on Net Assets of $2,025,781 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
13,765 |
|
|
$ |
3 |
|
|
$ |
(13,742 |
) |
|
$ |
— |
|
|
$ |
(26 |
) |
|
$ |
— |
|
|
$ |
14 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
15,279 |
|
|
|
137,591 |
|
|
|
(118,327 |
) |
|
|
— |
|
|
|
— |
|
|
|
34,543 |
|
|
|
356 |
|
|
|
— |
|
Totals |
|
$ |
29,044 |
|
|
$ |
137,594 |
|
|
$ |
(132,069 |
) |
|
$ |
– |
|
|
$ |
(26 |
) |
|
$ |
34,543 |
|
|
$ |
370 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.1% |
Australia — 2.3% |
ANZ Group Holdings Ltd |
|
|
609,655 |
|
|
$ |
12,575 |
|
Aristocrat Leisure Ltd |
|
|
689,260 |
|
|
|
25,586 |
|
Aurelia Metals Ltd * |
|
|
381,151 |
|
|
|
40 |
|
BlueScope Steel Ltd |
|
|
1,473,704 |
|
|
|
20,658 |
|
Brambles Ltd |
|
|
282,865 |
|
|
|
3,499 |
|
CAR Group Ltd |
|
|
42,381 |
|
|
|
1,089 |
|
Cochlear Ltd |
|
|
29,604 |
|
|
|
6,033 |
|
Commonwealth Bank of Australia |
|
|
54,345 |
|
|
|
5,144 |
|
Computershare Ltd |
|
|
1,322,122 |
|
|
|
25,503 |
|
DroneShield Ltd * |
|
|
764,899 |
|
|
|
688 |
|
EBOS Group Ltd |
|
|
67,943 |
|
|
|
1,488 |
|
Evolution Mining Ltd |
|
|
207,552 |
|
|
|
597 |
|
Gold Road Resources Ltd |
|
|
848,497 |
|
|
|
936 |
|
Goodman Group ‡ |
|
|
223,384 |
|
|
|
5,062 |
|
Medibank Pvt Ltd |
|
|
525,797 |
|
|
|
1,377 |
|
National Australia Bank Ltd |
|
|
165,860 |
|
|
|
4,295 |
|
NEXTDC Ltd * |
|
|
363,232 |
|
|
|
4,177 |
|
Orica Ltd |
|
|
123,060 |
|
|
|
1,483 |
|
Pro Medicus Ltd |
|
|
146,353 |
|
|
|
14,965 |
|
Qube Holdings Ltd |
|
|
711,713 |
|
|
|
1,864 |
|
REA Group Ltd |
|
|
1,301 |
|
|
|
193 |
|
Red 5 Ltd * |
|
|
4,851,006 |
|
|
|
1,119 |
|
Reece Ltd |
|
|
102,043 |
|
|
|
1,893 |
|
Rio Tinto Ltd |
|
|
445,000 |
|
|
|
33,681 |
|
Sigma Healthcare Ltd |
|
|
1,117,269 |
|
|
|
955 |
|
Westpac Banking Corp |
|
|
115,122 |
|
|
|
2,440 |
|
Whitehaven Coal Ltd |
|
|
540,205 |
|
|
|
2,452 |
|
| |
|
|
|
|
|
|
179,792 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
CA Immobilien Anlagen AG |
|
|
28,962 |
|
|
|
1,019 |
|
Erste Group Bank AG |
|
|
131,787 |
|
|
|
7,222 |
|
Palfinger AG |
|
|
1,123 |
|
|
|
27 |
|
Raiffeisen Bank International AG |
|
|
163,914 |
|
|
|
3,250 |
|
| |
|
|
|
|
|
|
11,518 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.6% |
Anheuser-Busch InBev SA/NV |
|
|
271,397 |
|
|
|
16,613 |
|
Colruyt Group N.V |
|
|
33,026 |
|
|
|
1,703 |
|
KBC Group NV |
|
|
80,068 |
|
|
|
6,234 |
|
Lotus Bakeries NV |
|
|
85 |
|
|
|
1,071 |
|
Syensqo SA |
|
|
214,956 |
|
|
|
17,702 |
|
Titan Cement International SA |
|
|
1,584 |
|
|
|
57 |
|
UCB SA |
|
|
3,073 |
|
|
|
557 |
|
| |
|
|
|
|
|
|
43,937 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 2.0% |
Ambev SA |
|
|
10,789,400 |
|
|
|
24,481 |
|
Banco BTG Pactual SA |
|
|
283,200 |
|
|
|
1,771 |
|
Banco do Brasil SA |
|
|
10,203,100 |
|
|
|
50,589 |
|
Banco Santander Brasil SA ADR |
|
|
46,358 |
|
|
|
260 |
|
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
|
|
115,900 |
|
|
|
1,928 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cia de Saneamento de Minas Gerais Copasa MG |
|
|
34,800 |
|
|
$ |
144 |
|
Cia De Sanena Do Parana |
|
|
233,700 |
|
|
|
1,180 |
|
Gerdau SA ADR |
|
|
718,955 |
|
|
|
2,344 |
|
JBS S/A |
|
|
422,900 |
|
|
|
2,598 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
249,760 |
|
|
|
3,739 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
98,064 |
|
|
|
1,086 |
|
Petroleo Brasileiro SA ADR |
|
|
496,980 |
|
|
|
7,569 |
|
Telefonica Brasil SA |
|
|
4,200,000 |
|
|
|
38,534 |
|
TOTVS SA |
|
|
3,575,200 |
|
|
|
18,876 |
|
Ultrapar Participacoes SA |
|
|
452,100 |
|
|
|
1,865 |
|
VTEX, Cl A * |
|
|
11,399 |
|
|
|
80 |
|
Wheaton Precious Metals Corp |
|
|
27,567 |
|
|
|
1,704 |
|
| |
|
|
|
|
|
|
158,748 |
|
| |
|
|
|
|
|
|
|
|
Burkina Faso — 0.0% |
IAMGOLD Corp * |
|
|
241,172 |
|
|
|
1,192 |
|
| |
|
|
|
|
|
|
|
|
Canada — 4.1% |
ADENTRA Inc |
|
|
6,512 |
|
|
|
198 |
|
Aecon Group Inc |
|
|
23,343 |
|
|
|
320 |
|
Agnico Eagle Mines Limited/Mines Agnico Eagle Limitee |
|
|
80,781 |
|
|
|
6,581 |
|
Alamos Gold Inc, Cl A |
|
|
153,122 |
|
|
|
2,952 |
|
Aritzia Inc * |
|
|
4,900 |
|
|
|
168 |
|
Atco Ltd/Canada, Cl I |
|
|
60,808 |
|
|
|
2,051 |
|
Athabasca Oil Corp * |
|
|
321,062 |
|
|
|
1,291 |
|
Barrick Gold Corp |
|
|
2,000,000 |
|
|
|
40,378 |
|
Brookfield Corp, Cl A |
|
|
55,875 |
|
|
|
2,811 |
|
BRP Inc |
|
|
265,744 |
|
|
|
19,272 |
|
Calfrac Well Services Ltd * |
|
|
14,470 |
|
|
|
44 |
|
Canadian Imperial Bank of Commerce |
|
|
318,206 |
|
|
|
18,595 |
|
Cargojet Inc |
|
|
12,033 |
|
|
|
1,194 |
|
Cascades Inc |
|
|
30,453 |
|
|
|
209 |
|
CCL Industries Inc, Cl B |
|
|
48,608 |
|
|
|
2,779 |
|
Celestica Inc * |
|
|
150,305 |
|
|
|
7,653 |
|
Cenovus Energy Inc |
|
|
129,400 |
|
|
|
2,399 |
|
Centerra Gold Inc |
|
|
320,917 |
|
|
|
2,274 |
|
CES Energy Solutions Corp |
|
|
239,803 |
|
|
|
1,423 |
|
Cogeco Inc |
|
|
1,976 |
|
|
|
79 |
|
Constellation Software (A) |
|
|
2,560 |
|
|
|
– |
|
Constellation Software Inc/Canada |
|
|
1,567 |
|
|
|
5,117 |
|
Coveo Solutions Inc * |
|
|
19,580 |
|
|
|
92 |
|
Dollarama Inc |
|
|
455,194 |
|
|
|
46,102 |
|
Dundee Precious Metals Inc |
|
|
339,100 |
|
|
|
3,304 |
|
E-L Financial Corp Ltd |
|
|
100 |
|
|
|
104 |
|
Element Fleet Management Corp |
|
|
128,915 |
|
|
|
2,673 |
|
Empire Co Ltd, Cl A |
|
|
104,200 |
|
|
|
2,905 |
|
Enerflex Ltd |
|
|
17,800 |
|
|
|
105 |
|
Enghouse Systems Ltd |
|
|
54,897 |
|
|
|
1,197 |
|
Evertz Technologies Ltd |
|
|
2,800 |
|
|
|
28 |
|
Fairfax Financial Holdings Ltd |
|
|
1,600 |
|
|
|
1,931 |
|
Fortuna Mining Corp * |
|
|
161,698 |
|
|
|
745 |
|
Galiano Gold Inc * |
|
|
88,300 |
|
|
|
128 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
George Weston Ltd |
|
|
34,500 |
|
|
$ |
5,611 |
|
Great-West Lifeco Inc |
|
|
119,624 |
|
|
|
3,932 |
|
Hammond Power Solutions Inc, Cl A |
|
|
13,308 |
|
|
|
1,237 |
|
Hudbay Minerals Inc |
|
|
138,464 |
|
|
|
1,130 |
|
Hydro One Ltd |
|
|
34,328 |
|
|
|
1,167 |
|
iA Financial Corp Inc |
|
|
108,225 |
|
|
|
8,318 |
|
Intact Financial Corp |
|
|
6,146 |
|
|
|
1,157 |
|
Jaguar Mining Inc * |
|
|
12,300 |
|
|
|
43 |
|
Keyera Corp |
|
|
43,322 |
|
|
|
1,298 |
|
Kinross Gold Corp |
|
|
319,154 |
|
|
|
2,884 |
|
Leon's Furniture Ltd |
|
|
2,292 |
|
|
|
50 |
|
Magna International Inc, Cl A |
|
|
651,080 |
|
|
|
27,363 |
|
Manulife Financial Corp |
|
|
798,662 |
|
|
|
22,050 |
|
Martinrea International Inc |
|
|
32,475 |
|
|
|
280 |
|
MEG Energy Corp * |
|
|
45,400 |
|
|
|
904 |
|
Mullen Group Ltd |
|
|
13,738 |
|
|
|
145 |
|
National Bank of Canada |
|
|
41,055 |
|
|
|
3,762 |
|
North West Co Inc/The |
|
|
14,729 |
|
|
|
499 |
|
Onex Corp |
|
|
5,921 |
|
|
|
418 |
|
Paramount Resources Ltd, Cl A |
|
|
7,824 |
|
|
|
161 |
|
Pason Systems Inc |
|
|
92,947 |
|
|
|
987 |
|
Pembina Pipeline Corp |
|
|
60,344 |
|
|
|
2,431 |
|
RB Global Inc |
|
|
11,905 |
|
|
|
1,026 |
|
Secure Energy Services Inc |
|
|
358,447 |
|
|
|
3,301 |
|
Shopify Inc, Cl A * |
|
|
20,465 |
|
|
|
1,516 |
|
Softchoice Corp |
|
|
300 |
|
|
|
5 |
|
Sprott Inc |
|
|
2,700 |
|
|
|
110 |
|
SSR Mining Inc |
|
|
111,409 |
|
|
|
578 |
|
Stella-Jones Inc |
|
|
29,542 |
|
|
|
2,034 |
|
TC Energy Corp |
|
|
72,161 |
|
|
|
3,342 |
|
Thomson Reuters Corp |
|
|
41,993 |
|
|
|
7,192 |
|
TMX Group Ltd |
|
|
482,002 |
|
|
|
15,375 |
|
Torex Gold Resources Inc * |
|
|
34,400 |
|
|
|
664 |
|
Toromont Industries Ltd |
|
|
289,062 |
|
|
|
25,881 |
|
Toronto-Dominion Bank/The |
|
|
62,568 |
|
|
|
3,749 |
|
TransAlta Corp |
|
|
104,505 |
|
|
|
920 |
|
Victoria Gold Corp/Vancouver * |
|
|
1,652 |
|
|
|
– |
|
Vitalhub Corp * |
|
|
7,366 |
|
|
|
44 |
|
Winpak Ltd |
|
|
2,000 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
328,734 |
|
| |
|
|
|
|
|
|
|
|
Chile — 0.0% |
Banco de Chile |
|
|
19,015,956 |
|
|
|
2,398 |
|
| |
|
|
|
|
|
|
|
|
China — 4.9% |
Agricultural Bank of China Ltd, Cl H |
|
|
42,599,000 |
|
|
|
18,841 |
|
Alibaba Group Holding Ltd |
|
|
3,918,200 |
|
|
|
40,913 |
|
Alibaba Group Holding Ltd ADR |
|
|
24,724 |
|
|
|
2,061 |
|
Aluminum Corp of China Ltd, Cl H |
|
|
1,646,000 |
|
|
|
1,032 |
|
Anker Innovations Technology Co Ltd, Cl A |
|
|
110,370 |
|
|
|
982 |
|
ANTA Sports Products Ltd |
|
|
161,200 |
|
|
|
1,587 |
|
APT Medical Inc, Cl A |
|
|
19,800 |
|
|
|
964 |
|
Autohome Inc ADR |
|
|
15,425 |
|
|
|
388 |
|
Baidu Inc, Cl A * |
|
|
1,237,100 |
|
|
|
13,155 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Beijing Roborock Technology Co Ltd, Cl A |
|
|
31,080 |
|
|
$ |
993 |
|
Bilibili Inc, Cl Z * |
|
|
29,740 |
|
|
|
437 |
|
Bosideng International Holdings Ltd |
|
|
2,720,000 |
|
|
|
1,336 |
|
BYD Co Ltd, Cl H |
|
|
35,000 |
|
|
|
1,082 |
|
BYD Electronic International Co Ltd |
|
|
241,000 |
|
|
|
887 |
|
C&D Property Management Group Co Ltd |
|
|
77,998 |
|
|
|
25 |
|
Capital Securities Co Ltd, Cl A |
|
|
372,900 |
|
|
|
1,017 |
|
CGN Power Co Ltd, Cl H |
|
|
4,580,000 |
|
|
|
1,867 |
|
China Coal Energy Co Ltd, Cl H |
|
|
1,741,645 |
|
|
|
2,081 |
|
China Construction Bank Corp, Cl H |
|
|
58,221,000 |
|
|
|
41,200 |
|
China Leon Inspection Holding Ltd |
|
|
136,400 |
|
|
|
23 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
2,786,000 |
|
|
|
11,554 |
|
China Minsheng Banking Corp Ltd, Cl H |
|
|
3,148,500 |
|
|
|
1,134 |
|
China Overseas Land & Investment Ltd |
|
|
18,012,500 |
|
|
|
28,588 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
734,800 |
|
|
|
953 |
|
Chongqing Rural Commercial Bank Co Ltd, Cl H |
|
|
492,267 |
|
|
|
240 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H |
|
|
368,000 |
|
|
|
505 |
|
Dong-E-E-Jiao Co Ltd, Cl A |
|
|
166,766 |
|
|
|
1,173 |
|
Eastroc Beverage Group Co Ltd, Cl A |
|
|
83,600 |
|
|
|
2,688 |
|
Edvantage Group Holdings Ltd |
|
|
263,211 |
|
|
|
75 |
|
FIH Mobile Ltd * |
|
|
597,000 |
|
|
|
63 |
|
GF Securities Co Ltd, Cl H |
|
|
6,700,600 |
|
|
|
5,369 |
|
Haier Smart Home Co Ltd, Cl A |
|
|
7,977,000 |
|
|
|
24,595 |
|
Hello Group Inc ADR |
|
|
45,030 |
|
|
|
299 |
|
Hisense Home Appliances Group Co Ltd, Cl H |
|
|
355,810 |
|
|
|
921 |
|
HUTCHMED China Ltd * |
|
|
271,000 |
|
|
|
964 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
15,942,000 |
|
|
|
9,176 |
|
Inner Mongolia Furui Medical Science Co Ltd, Cl A * |
|
|
195,797 |
|
|
|
1,166 |
|
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A |
|
|
710,600 |
|
|
|
1,158 |
|
Innovent Biologics Inc * |
|
|
165,500 |
|
|
|
901 |
|
JD.com Inc, Cl A |
|
|
398,950 |
|
|
|
5,483 |
|
JOYY Inc ADR |
|
|
113,942 |
|
|
|
3,919 |
|
Kuaishou Technology, Cl B * |
|
|
1,798,000 |
|
|
|
9,289 |
|
Kunlun Energy Co Ltd |
|
|
192,000 |
|
|
|
192 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
11,600 |
|
|
|
2,362 |
|
Lee & Man Chemical Co Ltd |
|
|
26,966 |
|
|
|
12 |
|
Lenovo Group Ltd |
|
|
8,910,000 |
|
|
|
10,954 |
|
Lonking Holdings Ltd |
|
|
114,756 |
|
|
|
21 |
|
Luzhou Laojiao Co Ltd, Cl A |
|
|
48,800 |
|
|
|
821 |
|
Meituan, Cl B * |
|
|
135,400 |
|
|
|
2,052 |
|
Midea Group Co Ltd, Cl A |
|
|
107,300 |
|
|
|
980 |
|
NetDragon Websoft Holdings Ltd |
|
|
179,260 |
|
|
|
242 |
|
NetEase Inc |
|
|
37,700 |
|
|
|
617 |
|
Nongfu Spring Co Ltd, Cl H |
|
|
492,200 |
|
|
|
1,792 |
|
PDD Holdings Inc ADR * |
|
|
109,823 |
|
|
|
10,555 |
|
PetroChina Co Ltd, Cl H |
|
|
28,218,320 |
|
|
|
25,576 |
|
Shanghai Allist Pharmaceuticals Co Ltd, Cl A |
|
|
171,672 |
|
|
|
1,182 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shenyang Xingqi Pharmaceutical Co Ltd, Cl A |
|
|
83,800 |
|
|
$ |
1,018 |
|
Sinopec Kantons Holdings Ltd |
|
|
37,686 |
|
|
|
21 |
|
Sinotruk Hong Kong Ltd |
|
|
147,500 |
|
|
|
369 |
|
SITC International Holdings Co Ltd |
|
|
1,086,670 |
|
|
|
2,555 |
|
TCL Electronics Holdings Ltd |
|
|
258,000 |
|
|
|
154 |
|
Tencent Holdings Ltd |
|
|
883,000 |
|
|
|
43,242 |
|
Tencent Music Entertainment Group ADR |
|
|
343,530 |
|
|
|
3,586 |
|
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A * |
|
|
602,900 |
|
|
|
1,360 |
|
Trip.com Group Ltd * |
|
|
24,400 |
|
|
|
1,158 |
|
Vipshop Holdings Ltd ADR |
|
|
684,540 |
|
|
|
8,584 |
|
Weichai Power Co Ltd, Cl H |
|
|
12,139,000 |
|
|
|
18,581 |
|
Xiaomi Corp, Cl B * |
|
|
1,149,200 |
|
|
|
2,873 |
|
Xinfengming Group Co Ltd, Cl A |
|
|
727,355 |
|
|
|
1,113 |
|
Xinyi Glass Holdings Ltd |
|
|
109,139 |
|
|
|
99 |
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
2,075,800 |
|
|
|
3,965 |
|
Zhejiang Akcome New Energy Technology Co Ltd * |
|
|
3,175,100 |
|
|
|
166 |
|
Zhejiang Wanfeng Auto Wheel Co Ltd, Cl A |
|
|
716,700 |
|
|
|
1,346 |
|
| |
|
|
|
|
|
|
388,632 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.0% |
Aris Mining Corp * |
|
|
7,400 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 0.0% |
Komercni Banka AS |
|
|
2,280 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 2.9% |
ALK-Abello A/S * |
|
|
52,362 |
|
|
|
1,391 |
|
AP Moller - Maersk A/S, Cl B |
|
|
32,667 |
|
|
|
48,793 |
|
Coloplast A/S, Cl B |
|
|
191,943 |
|
|
|
26,211 |
|
Danske Bank A/S |
|
|
484,727 |
|
|
|
15,149 |
|
Demant A/S * |
|
|
17,016 |
|
|
|
721 |
|
DSV A/S |
|
|
41,575 |
|
|
|
7,434 |
|
Genmab A/S * |
|
|
19,039 |
|
|
|
5,293 |
|
NKT A/S * |
|
|
10,283 |
|
|
|
980 |
|
Novo Nordisk A/S ADR |
|
|
16 |
|
|
|
2 |
|
Novo Nordisk A/S, Cl B |
|
|
640,522 |
|
|
|
89,169 |
|
Novonesis (Novozymes) B, Cl B |
|
|
16,662 |
|
|
|
1,157 |
|
Pandora A/S |
|
|
137,236 |
|
|
|
24,052 |
|
ROCKWOOL A/S, Cl B |
|
|
18,737 |
|
|
|
8,130 |
|
Sparekassen Sjaelland-Fyn A/S |
|
|
1,153 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
228,519 |
|
| |
|
|
|
|
|
|
|
|
Finland — 1.5% |
Cargotec Oyj, Cl B |
|
|
18,126 |
|
|
|
957 |
|
Kalmar Oyj, Cl B * |
|
|
2,389 |
|
|
|
68 |
|
Kemira Oyj |
|
|
42,468 |
|
|
|
1,043 |
|
Kone Oyj, Cl B |
|
|
217,986 |
|
|
|
11,775 |
|
Nokia Oyj |
|
|
20,180,920 |
|
|
|
88,862 |
|
Nokia Oyj ADR |
|
|
1,366,922 |
|
|
|
6,096 |
|
Nordea Bank Abp |
|
|
231,327 |
|
|
|
2,735 |
|
Revenio Group Oyj |
|
|
1,000 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wartsila OYJ Abp, Cl B |
|
|
248,677 |
|
|
$ |
5,511 |
|
| |
|
|
|
|
|
|
117,084 |
|
| |
|
|
|
|
|
|
|
|
France — 7.5% |
Accor SA |
|
|
381,477 |
|
|
|
16,075 |
|
Air Liquide SA |
|
|
106,483 |
|
|
|
19,887 |
|
Amundi SA |
|
|
424,413 |
|
|
|
31,945 |
|
Assystem SA |
|
|
3,787 |
|
|
|
215 |
|
BNP Paribas SA |
|
|
38,311 |
|
|
|
2,654 |
|
Bureau Veritas SA |
|
|
12,256 |
|
|
|
405 |
|
Carrefour SA |
|
|
2,400,000 |
|
|
|
38,733 |
|
Cie de Saint-Gobain SA |
|
|
3,965 |
|
|
|
347 |
|
Cie des Alpes |
|
|
5,066 |
|
|
|
78 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
819,016 |
|
|
|
32,192 |
|
Criteo SA ADR * |
|
|
55,976 |
|
|
|
2,655 |
|
Danone SA |
|
|
863,574 |
|
|
|
60,030 |
|
Dassault Aviation SA |
|
|
222,096 |
|
|
|
47,890 |
|
Engie SA |
|
|
418,779 |
|
|
|
7,384 |
|
Eurazeo SE |
|
|
23,489 |
|
|
|
1,854 |
|
Gaztransport Et Technigaz SA |
|
|
4,860 |
|
|
|
717 |
|
Ipsen SA |
|
|
51,269 |
|
|
|
6,225 |
|
Kering SA |
|
|
20,777 |
|
|
|
5,957 |
|
La Francaise des Jeux SAEM |
|
|
17,601 |
|
|
|
719 |
|
Legrand SA |
|
|
241,674 |
|
|
|
27,072 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
68,481 |
|
|
|
51,113 |
|
Nexans SA |
|
|
4,541 |
|
|
|
587 |
|
Pernod Ricard SA |
|
|
150,530 |
|
|
|
21,461 |
|
Publicis Groupe SA |
|
|
144,468 |
|
|
|
15,899 |
|
Rexel SA |
|
|
1,361,481 |
|
|
|
34,421 |
|
Rubis SCA |
|
|
2,430 |
|
|
|
78 |
|
Sanofi SA |
|
|
796,022 |
|
|
|
89,169 |
|
Seche Environnement SACA |
|
|
334 |
|
|
|
36 |
|
Societe BIC SA |
|
|
415,000 |
|
|
|
28,113 |
|
Societe LDC SADIR |
|
|
96 |
|
|
|
15 |
|
Sodexo SA |
|
|
176,220 |
|
|
|
15,702 |
|
Teleperformance SE |
|
|
352,677 |
|
|
|
38,593 |
|
Ubisoft Entertainment SA * |
|
|
28,988 |
|
|
|
552 |
|
Wavestone |
|
|
447 |
|
|
|
28 |
|
Wendel SE |
|
|
4,786 |
|
|
|
486 |
|
| |
|
|
|
|
|
|
599,287 |
|
| |
|
|
|
|
|
|
|
|
Germany — 6.1% |
adidas AG |
|
|
60,978 |
|
|
|
15,659 |
|
BASF SE |
|
|
834,355 |
|
|
|
42,345 |
|
Bayer AG |
|
|
2,304,429 |
|
|
|
71,078 |
|
Continental AG |
|
|
935,640 |
|
|
|
63,258 |
|
Covestro AG * |
|
|
838,895 |
|
|
|
51,443 |
|
CTS Eventim AG & Co KGaA |
|
|
32,385 |
|
|
|
3,043 |
|
Daimler Truck Holding AG |
|
|
950,999 |
|
|
|
36,485 |
|
Deutsche Boerse AG |
|
|
27,836 |
|
|
|
6,252 |
|
Duerr AG |
|
|
7,262 |
|
|
|
159 |
|
DWS Group GmbH & Co KGaA |
|
|
38,073 |
|
|
|
1,472 |
|
E.ON SE |
|
|
205,511 |
|
|
|
2,914 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Evonik Industries AG |
|
|
104,169 |
|
|
$ |
2,312 |
|
Fresenius Medical Care AG |
|
|
632,891 |
|
|
|
24,421 |
|
FUCHS SE * |
|
|
6,556 |
|
|
|
225 |
|
Heidelberg Materials AG |
|
|
179,516 |
|
|
|
19,008 |
|
HOCHTIEF AG |
|
|
36,041 |
|
|
|
4,412 |
|
Knorr-Bremse AG |
|
|
220,964 |
|
|
|
18,185 |
|
Krones AG |
|
|
2,291 |
|
|
|
314 |
|
Merck KGaA |
|
|
13,576 |
|
|
|
2,643 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
17,497 |
|
|
|
9,477 |
|
Nemetschek SE |
|
|
24,090 |
|
|
|
2,513 |
|
Rational AG |
|
|
4,327 |
|
|
|
4,366 |
|
Rheinmetall AG |
|
|
3,229 |
|
|
|
1,937 |
|
SAP SE |
|
|
311,129 |
|
|
|
68,093 |
|
Scout24 SE |
|
|
308,890 |
|
|
|
23,626 |
|
Siemens Energy AG * |
|
|
44,827 |
|
|
|
1,293 |
|
SUSS MicroTec SE |
|
|
25,474 |
|
|
|
1,638 |
|
Talanx AG |
|
|
22,361 |
|
|
|
1,927 |
|
Traton SE |
|
|
119,276 |
|
|
|
3,948 |
|
Vossloh AG |
|
|
1,225 |
|
|
|
65 |
|
| |
|
|
|
|
|
|
484,511 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.0% |
Eurobank Ergasias Services and Holdings SA |
|
|
376,057 |
|
|
|
859 |
|
National Bank of Greece SA |
|
|
158,346 |
|
|
|
1,377 |
|
StealthGas Inc * |
|
|
1,595 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
2,246 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.0% |
Millicom International Cellular SA * |
|
|
42,621 |
|
|
|
1,095 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.6% |
AIA Group Ltd |
|
|
8,152,200 |
|
|
|
57,951 |
|
Bank of East Asia Ltd/The |
|
|
20,516 |
|
|
|
26 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
52,790 |
|
|
|
– |
|
Comba Telecom Systems Holdings Ltd |
|
|
12,000 |
|
|
|
2 |
|
Hang Seng Bank Ltd |
|
|
144,000 |
|
|
|
1,741 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
756,200 |
|
|
|
23,305 |
|
Perennial Energy Holdings Ltd |
|
|
226,998 |
|
|
|
33 |
|
Pou Sheng International Holdings Ltd |
|
|
348,000 |
|
|
|
26 |
|
Swire Pacific Ltd, Cl A |
|
|
4,400,000 |
|
|
|
37,342 |
|
Techtronic Industries Co Ltd |
|
|
334,000 |
|
|
|
4,500 |
|
United Laboratories International Holdings Ltd/The |
|
|
332,000 |
|
|
|
380 |
|
| |
|
|
|
|
|
|
125,306 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.3% |
Magyar Telekom Telecommunications PLC |
|
|
12,744 |
|
|
|
37 |
|
MOL Hungarian Oil & Gas PLC |
|
|
86,492 |
|
|
|
657 |
|
OTP Bank Nyrt |
|
|
392,451 |
|
|
|
20,240 |
|
| |
|
|
|
|
|
|
20,934 |
|
| |
|
|
|
|
|
|
|
|
India — 1.9% |
ABB India Ltd |
|
|
11,028 |
|
|
|
1,043 |
|
Adani Power Ltd * |
|
|
175,445 |
|
|
|
1,322 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ahluwalia Contracts India Ltd |
|
|
1,606 |
|
|
$ |
25 |
|
Alembic Pharmaceuticals Ltd |
|
|
2,303 |
|
|
|
29 |
|
Alkem Laboratories Ltd |
|
|
14,854 |
|
|
|
1,093 |
|
Angel One Ltd |
|
|
4,103 |
|
|
|
127 |
|
Aurobindo Pharma Ltd |
|
|
100,255 |
|
|
|
1,876 |
|
Bajaj Auto Ltd |
|
|
10,795 |
|
|
|
1,402 |
|
Bharat Petroleum Corp Ltd |
|
|
1,626,422 |
|
|
|
6,935 |
|
Bharti Airtel Ltd |
|
|
58,414 |
|
|
|
1,107 |
|
BSE Ltd |
|
|
25,788 |
|
|
|
871 |
|
Central Depository Services India Ltd |
|
|
9,330 |
|
|
|
160 |
|
CG Power & Industrial Solutions Ltd |
|
|
136,694 |
|
|
|
1,134 |
|
Coal India Ltd |
|
|
4,119,879 |
|
|
|
25,786 |
|
Colgate-Palmolive India Ltd |
|
|
106,734 |
|
|
|
4,633 |
|
DB Corp Ltd |
|
|
11,535 |
|
|
|
46 |
|
Dr Reddy's Laboratories Ltd |
|
|
57,776 |
|
|
|
4,844 |
|
GAIL India Ltd |
|
|
330,248 |
|
|
|
936 |
|
Great Eastern Shipping Co Ltd/The |
|
|
64,713 |
|
|
|
1,028 |
|
Gujarat Industries Power Co Ltd |
|
|
143,345 |
|
|
|
415 |
|
Gujarat State Petronet Ltd |
|
|
6,258 |
|
|
|
33 |
|
HDFC Bank Ltd ADR |
|
|
567,321 |
|
|
|
34,669 |
|
Hindustan Aeronautics Ltd |
|
|
134,635 |
|
|
|
7,513 |
|
Hindustan Petroleum Corp Ltd |
|
|
554,832 |
|
|
|
2,772 |
|
ICICI Bank Ltd |
|
|
279,835 |
|
|
|
4,101 |
|
IIFL Securities Ltd |
|
|
31,588 |
|
|
|
104 |
|
Indian Metals & Ferro Alloys Ltd |
|
|
27,129 |
|
|
|
216 |
|
Indian Oil Corp Ltd |
|
|
7,006,907 |
|
|
|
14,785 |
|
Infosys Ltd |
|
|
57,811 |
|
|
|
1,340 |
|
Insolation Energy Ltd * |
|
|
900 |
|
|
|
39 |
|
InterGlobe Aviation Ltd * |
|
|
17,329 |
|
|
|
998 |
|
ITD Cementation India Ltd |
|
|
6,569 |
|
|
|
43 |
|
J Kumar Infraprojects Ltd |
|
|
9,170 |
|
|
|
93 |
|
Jindal Saw Ltd |
|
|
144,577 |
|
|
|
1,173 |
|
Karur Vysya Bank Ltd/The |
|
|
790,880 |
|
|
|
2,095 |
|
Kotak Mahindra Bank Ltd |
|
|
96,652 |
|
|
|
2,052 |
|
Larsen & Toubro Ltd |
|
|
22,863 |
|
|
|
1,010 |
|
Mahanagar Gas Ltd |
|
|
38,974 |
|
|
|
833 |
|
Mahindra & Mahindra Ltd |
|
|
28,058 |
|
|
|
938 |
|
MakeMyTrip Ltd * |
|
|
16,293 |
|
|
|
1,567 |
|
Manappuram Finance Ltd |
|
|
640,137 |
|
|
|
1,648 |
|
Mangalore Refinery & Petrochemicals Ltd |
|
|
72,097 |
|
|
|
178 |
|
Oberoi Realty Ltd |
|
|
12,494 |
|
|
|
264 |
|
Oil & Natural Gas Corp Ltd |
|
|
386,990 |
|
|
|
1,526 |
|
Power Finance Corp Ltd |
|
|
541,436 |
|
|
|
3,548 |
|
REC Ltd |
|
|
494,262 |
|
|
|
3,652 |
|
Sammaan Capital Ltd |
|
|
123,727 |
|
|
|
239 |
|
Shanthi Gears Ltd |
|
|
6,532 |
|
|
|
47 |
|
SP Apparels Ltd |
|
|
5,752 |
|
|
|
60 |
|
State Bank of India |
|
|
155,088 |
|
|
|
1,508 |
|
Trent Ltd |
|
|
24,887 |
|
|
|
2,124 |
|
United Spirits Ltd |
|
|
65,640 |
|
|
|
1,154 |
|
UNO Minda Ltd |
|
|
86,602 |
|
|
|
1,212 |
|
Zensar Technologies Ltd |
|
|
7,672 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
148,416 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Indonesia — 0.3% |
ABM Investama Tbk PT |
|
|
129,467 |
|
|
$ |
40 |
|
Adaro Energy Indonesia Tbk PT |
|
|
9,792,428 |
|
|
|
2,256 |
|
Bank Central Asia Tbk PT |
|
|
2,640,200 |
|
|
|
1,764 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
34,006,800 |
|
|
|
11,332 |
|
Barito Pacific Tbk PT |
|
|
13,670,438 |
|
|
|
1,013 |
|
Chandra Asri Pacific Tbk PT |
|
|
2,845,100 |
|
|
|
1,836 |
|
Delta Dunia Makmur Tbk PT |
|
|
1,462,400 |
|
|
|
69 |
|
Elnusa Tbk PT |
|
|
3,901,400 |
|
|
|
121 |
|
Panin Financial Tbk PT * |
|
|
3,468,300 |
|
|
|
92 |
|
Prima Andalan Mandiri Tbk PT |
|
|
168,379 |
|
|
|
58 |
|
Surya Semesta Internusa Tbk PT |
|
|
1,957,200 |
|
|
|
152 |
|
Tempo Scan Pacific Tbk PT |
|
|
156,400 |
|
|
|
25 |
|
Triputra Agro Persada PT |
|
|
2,698,127 |
|
|
|
121 |
|
United Tractors Tbk PT |
|
|
3,909,975 |
|
|
|
6,843 |
|
| |
|
|
|
|
|
|
25,722 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 2.4% |
Accenture PLC, Cl A |
|
|
155,746 |
|
|
|
53,257 |
|
AerCap Holdings NV |
|
|
18,170 |
|
|
|
1,770 |
|
AIB Group PLC |
|
|
6,500,000 |
|
|
|
39,176 |
|
Aon PLC, Cl A |
|
|
142,449 |
|
|
|
48,963 |
|
Bank of Ireland Group PLC |
|
|
2,894,375 |
|
|
|
33,223 |
|
James Hardie Industries PLC * |
|
|
397,026 |
|
|
|
14,838 |
|
| |
|
|
|
|
|
|
191,227 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.5% |
Camtek Ltd/Israel |
|
|
17,951 |
|
|
|
1,634 |
|
Check Point Software Technologies Ltd * |
|
|
370,359 |
|
|
|
71,294 |
|
CyberArk Software Ltd * |
|
|
28,913 |
|
|
|
8,290 |
|
Isracard Ltd |
|
|
18 |
|
|
|
– |
|
Monday.com Ltd * |
|
|
30,985 |
|
|
|
8,239 |
|
Nice Ltd ADR * |
|
|
36,985 |
|
|
|
6,426 |
|
Nova Ltd * |
|
|
7,953 |
|
|
|
1,778 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
64,655 |
|
|
|
1,220 |
|
Wix.com Ltd * |
|
|
128,586 |
|
|
|
21,425 |
|
| |
|
|
|
|
|
|
120,306 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.8% |
A2A SpA |
|
|
1,546,139 |
|
|
|
3,529 |
|
Banca IFIS SpA |
|
|
30,308 |
|
|
|
713 |
|
Banca Mediolanum SpA |
|
|
363,132 |
|
|
|
4,442 |
|
Banca Popolare di Sondrio SPA |
|
|
154,556 |
|
|
|
1,195 |
|
BPER Banca SPA |
|
|
898,102 |
|
|
|
5,030 |
|
Brunello Cucinelli SpA |
|
|
19,313 |
|
|
|
1,897 |
|
Buzzi SpA |
|
|
3,439 |
|
|
|
135 |
|
d'Amico International Shipping SA |
|
|
4,250 |
|
|
|
30 |
|
Danieli & C Officine Meccaniche SpA |
|
|
5,930 |
|
|
|
166 |
|
Enel SpA |
|
|
4,279,926 |
|
|
|
32,518 |
|
Ferrari NV |
|
|
7,558 |
|
|
|
3,741 |
|
Intesa Sanpaolo SpA |
|
|
5,874,103 |
|
|
|
24,477 |
|
Leonardo SpA |
|
|
1,086,680 |
|
|
|
27,618 |
|
Maire SpA |
|
|
234,820 |
|
|
|
2,040 |
|
PRADA SpA |
|
|
131,000 |
|
|
|
936 |
|
UniCredit SpA |
|
|
779,833 |
|
|
|
32,267 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Unipol Gruppo SpA |
|
|
176,723 |
|
|
$ |
1,874 |
|
| |
|
|
|
|
|
|
142,608 |
|
| |
|
|
|
|
|
|
|
|
Japan — 11.2% |
77 Bank Ltd/The |
|
|
3,600 |
|
|
|
103 |
|
ABC-Mart Inc |
|
|
74,300 |
|
|
|
1,526 |
|
Ad-sol Nissin Corp |
|
|
1,900 |
|
|
|
24 |
|
AEON Financial Service Co Ltd |
|
|
16,700 |
|
|
|
153 |
|
Ai Holdings Corp |
|
|
17,000 |
|
|
|
296 |
|
Aisan Industry Co Ltd |
|
|
22,900 |
|
|
|
231 |
|
Alfresa Holdings Corp |
|
|
12,400 |
|
|
|
204 |
|
Alpha Systems Inc |
|
|
1,300 |
|
|
|
26 |
|
AlphaPolis Co Ltd * |
|
|
1,600 |
|
|
|
26 |
|
Anest Iwata Corp |
|
|
8,300 |
|
|
|
72 |
|
Anritsu Corp |
|
|
15,400 |
|
|
|
124 |
|
AOKI Holdings Inc |
|
|
9,100 |
|
|
|
79 |
|
Artner Co Ltd |
|
|
2,800 |
|
|
|
36 |
|
Asahi Group Holdings Ltd |
|
|
118,200 |
|
|
|
4,406 |
|
Asics Corp |
|
|
82,300 |
|
|
|
1,625 |
|
Ateam Inc |
|
|
20,100 |
|
|
|
97 |
|
Atrae Inc * |
|
|
19,300 |
|
|
|
113 |
|
Avant Group Corp |
|
|
13,200 |
|
|
|
166 |
|
Awa Bank Ltd/The |
|
|
12,300 |
|
|
|
219 |
|
Axell Corp |
|
|
17,000 |
|
|
|
148 |
|
Axial Retailing Inc |
|
|
2,000 |
|
|
|
13 |
|
Bank of Iwate Ltd/The |
|
|
5,400 |
|
|
|
92 |
|
Bank of Saga Ltd/The |
|
|
1,800 |
|
|
|
28 |
|
baudroie inc * |
|
|
2,400 |
|
|
|
89 |
|
BIPROGY Inc |
|
|
96,000 |
|
|
|
3,105 |
|
Brother Industries Ltd |
|
|
2,078,500 |
|
|
|
38,549 |
|
Business Brain Showa-Ota Inc |
|
|
2,400 |
|
|
|
32 |
|
Business Engineering Corp |
|
|
4,100 |
|
|
|
120 |
|
Capcom Co Ltd |
|
|
240,720 |
|
|
|
5,246 |
|
Carlit Co Ltd |
|
|
11,200 |
|
|
|
88 |
|
Central Japan Railway Co |
|
|
238,000 |
|
|
|
5,525 |
|
Central Security Patrols Co Ltd |
|
|
8,200 |
|
|
|
153 |
|
Chiba Kogyo Bank Ltd/The |
|
|
3,800 |
|
|
|
27 |
|
Chiyoda Integre Co Ltd |
|
|
1,400 |
|
|
|
34 |
|
Chugai Pharmaceutical Co Ltd |
|
|
3,800 |
|
|
|
193 |
|
Chugin Financial Group Inc |
|
|
7,800 |
|
|
|
82 |
|
COLOPL Inc |
|
|
137,300 |
|
|
|
550 |
|
Comture Corp |
|
|
16,300 |
|
|
|
183 |
|
Concordia Financial Group Ltd |
|
|
76,800 |
|
|
|
433 |
|
Creek & River Co Ltd |
|
|
5,300 |
|
|
|
54 |
|
CTS Co Ltd |
|
|
4,400 |
|
|
|
26 |
|
Cube System Inc |
|
|
2,800 |
|
|
|
21 |
|
CyberAgent Inc |
|
|
11,800 |
|
|
|
82 |
|
Daihatsu Diesel Manufacturing Co Ltd |
|
|
22,200 |
|
|
|
225 |
|
Daiichi Jitsugyo Co Ltd |
|
|
1,500 |
|
|
|
25 |
|
Dai-ichi Life Holdings Inc |
|
|
194,000 |
|
|
|
5,565 |
|
Daiichi Sankyo Co Ltd |
|
|
110,900 |
|
|
|
4,652 |
|
Dainichiseika Color & Chemicals Manufacturing Co Ltd |
|
|
6,200 |
|
|
|
134 |
|
Daisue Construction Co Ltd |
|
|
3,500 |
|
|
|
41 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Daiwa Industries Ltd |
|
|
2,700 |
|
|
$ |
27 |
|
Daiwa Securities Group Inc |
|
|
611,000 |
|
|
|
4,507 |
|
Dentsu Group Inc |
|
|
1,350,000 |
|
|
|
41,509 |
|
Digital Arts Inc |
|
|
5,900 |
|
|
|
181 |
|
Digital Information Technologies Corp |
|
|
2,400 |
|
|
|
30 |
|
Doshisha Co Ltd |
|
|
1,200 |
|
|
|
18 |
|
East Japan Railway Co |
|
|
271,700 |
|
|
|
5,228 |
|
Ehime Bank Ltd/The |
|
|
6,800 |
|
|
|
53 |
|
Eiken Chemical Co Ltd |
|
|
34,900 |
|
|
|
550 |
|
Eisai Co Ltd |
|
|
16,900 |
|
|
|
710 |
|
Elecom Co Ltd |
|
|
47,500 |
|
|
|
468 |
|
en Japan Inc |
|
|
17,000 |
|
|
|
287 |
|
ERI Holdings Co Ltd |
|
|
3,900 |
|
|
|
55 |
|
Fabrica Holdings Co Ltd |
|
|
2,600 |
|
|
|
32 |
|
Fast Retailing Co Ltd |
|
|
37,100 |
|
|
|
11,886 |
|
First Bank of Toyama Ltd/The |
|
|
4,500 |
|
|
|
38 |
|
Foster Electric Co Ltd |
|
|
8,100 |
|
|
|
91 |
|
Fuji Corp/Aichi |
|
|
7,700 |
|
|
|
129 |
|
Fuji Oil Co Ltd |
|
|
19,400 |
|
|
|
54 |
|
Fujikura Ltd |
|
|
47,500 |
|
|
|
1,372 |
|
Fujimori Kogyo Co Ltd |
|
|
1,500 |
|
|
|
45 |
|
Fujitsu Ltd |
|
|
1,215,400 |
|
|
|
22,350 |
|
Fukui Computer Holdings Inc |
|
|
3,300 |
|
|
|
59 |
|
Fukuoka Financial Group Inc |
|
|
397,600 |
|
|
|
10,464 |
|
Fukushima Galilei Co Ltd |
|
|
2,800 |
|
|
|
108 |
|
Furuno Electric Co Ltd |
|
|
10,300 |
|
|
|
125 |
|
Future Corp |
|
|
10,500 |
|
|
|
128 |
|
Gakken Holdings Co Ltd |
|
|
18,400 |
|
|
|
129 |
|
Gakujo Co Ltd |
|
|
5,500 |
|
|
|
68 |
|
Goldwin Inc |
|
|
17,100 |
|
|
|
1,057 |
|
GungHo Online Entertainment Inc |
|
|
128,800 |
|
|
|
2,680 |
|
Hakuhodo DY Holdings Inc |
|
|
22,400 |
|
|
|
189 |
|
Hirose Electric Co Ltd |
|
|
10,100 |
|
|
|
1,328 |
|
Hisamitsu Pharmaceutical Co Inc |
|
|
1,900 |
|
|
|
53 |
|
Hitachi Ltd |
|
|
151,500 |
|
|
|
3,717 |
|
Hodogaya Chemical Co Ltd |
|
|
1,000 |
|
|
|
35 |
|
Hokkaido Gas Co Ltd |
|
|
1,700 |
|
|
|
37 |
|
Horiba Ltd |
|
|
5,500 |
|
|
|
366 |
|
Hosokawa Micron Corp |
|
|
1,800 |
|
|
|
54 |
|
Hoya Corp |
|
|
217,100 |
|
|
|
30,708 |
|
Hyakujushi Bank Ltd/The |
|
|
13,000 |
|
|
|
241 |
|
Ichikoh Industries Ltd |
|
|
29,600 |
|
|
|
91 |
|
Idemitsu Kosan Co Ltd |
|
|
159,100 |
|
|
|
1,157 |
|
INFRONEER Holdings Inc |
|
|
115,400 |
|
|
|
968 |
|
Inpex Corp |
|
|
62,000 |
|
|
|
924 |
|
Invincible Investment Corp ‡ |
|
|
4,712 |
|
|
|
2,091 |
|
I-PEX Inc |
|
|
6,700 |
|
|
|
80 |
|
ISB Corp |
|
|
4,900 |
|
|
|
51 |
|
Iwaki Co Ltd |
|
|
3,900 |
|
|
|
81 |
|
Iyogin Holdings Inc |
|
|
9,000 |
|
|
|
83 |
|
Japan Exchange Group Inc |
|
|
129,800 |
|
|
|
3,002 |
|
Japan Lifeline Co Ltd |
|
|
41,900 |
|
|
|
323 |
|
Japan Medical Dynamic Marketing Inc |
|
|
20,000 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Japan Post Bank Co Ltd |
|
|
25,300 |
|
|
$ |
237 |
|
Japan Post Holdings Co Ltd |
|
|
229,000 |
|
|
|
2,233 |
|
Japan Post Insurance Co Ltd |
|
|
187,700 |
|
|
|
3,539 |
|
JK Holdings Co Ltd |
|
|
3,500 |
|
|
|
24 |
|
Justsystems Corp |
|
|
8,600 |
|
|
|
205 |
|
Kaga Electronics Co Ltd |
|
|
4,100 |
|
|
|
153 |
|
Kamakura Shinsho Ltd |
|
|
6,700 |
|
|
|
20 |
|
Kanaden Corp |
|
|
3,400 |
|
|
|
35 |
|
Kao Corp |
|
|
344,800 |
|
|
|
15,499 |
|
Kato Works Co Ltd |
|
|
4,600 |
|
|
|
41 |
|
KAWADA TECHNOLOGIES Inc |
|
|
8,100 |
|
|
|
150 |
|
KDDI Corp |
|
|
342,500 |
|
|
|
11,552 |
|
Keio Corp |
|
|
70,000 |
|
|
|
1,713 |
|
Keisei Electric Railway Co Ltd |
|
|
40,300 |
|
|
|
1,273 |
|
Kewpie Corp |
|
|
89,200 |
|
|
|
2,283 |
|
Keyence Corp |
|
|
61,100 |
|
|
|
29,210 |
|
Kikkoman Corp |
|
|
74,200 |
|
|
|
837 |
|
Kimura Unity Co Ltd |
|
|
4,900 |
|
|
|
53 |
|
Kitz Corp |
|
|
6,100 |
|
|
|
43 |
|
Koatsu Gas Kogyo Co Ltd |
|
|
5,100 |
|
|
|
32 |
|
Kobe Bussan Co Ltd |
|
|
36,900 |
|
|
|
1,076 |
|
Koito Manufacturing Co Ltd |
|
|
2,600,000 |
|
|
|
38,267 |
|
Komatsu Ltd |
|
|
748,000 |
|
|
|
20,836 |
|
Komatsu Wall Industry Co Ltd |
|
|
1,400 |
|
|
|
30 |
|
Konica Minolta Inc |
|
|
102,500 |
|
|
|
306 |
|
Konishi Co Ltd |
|
|
4,000 |
|
|
|
35 |
|
Kubota Corp |
|
|
239,000 |
|
|
|
3,340 |
|
Kuraray Co Ltd |
|
|
42,500 |
|
|
|
557 |
|
Kyodo Printing Co Ltd |
|
|
1,700 |
|
|
|
42 |
|
Kyoritsu Maintenance Co Ltd |
|
|
73,800 |
|
|
|
1,216 |
|
LAC Co Ltd |
|
|
6,400 |
|
|
|
34 |
|
LIFULL Co Ltd |
|
|
47,500 |
|
|
|
48 |
|
M3 Inc |
|
|
1,902,400 |
|
|
|
18,396 |
|
Maezawa Industries Inc |
|
|
3,800 |
|
|
|
37 |
|
Makita Corp |
|
|
488,600 |
|
|
|
16,339 |
|
MarkLines Co Ltd |
|
|
3,400 |
|
|
|
71 |
|
Maruzen Showa Unyu Co Ltd |
|
|
1,200 |
|
|
|
41 |
|
Matching Service Japan Co Ltd |
|
|
10,500 |
|
|
|
75 |
|
Maxell Ltd |
|
|
31,300 |
|
|
|
391 |
|
Mazda Motor Corp |
|
|
604,800 |
|
|
|
5,076 |
|
MCJ Co Ltd |
|
|
12,300 |
|
|
|
128 |
|
Medical System Network Co Ltd, Cl A |
|
|
5,800 |
|
|
|
19 |
|
Megachips Corp |
|
|
11,900 |
|
|
|
402 |
|
Meidensha Corp |
|
|
1,600 |
|
|
|
38 |
|
Meisei Industrial Co Ltd |
|
|
11,900 |
|
|
|
104 |
|
Micronics Japan Co Ltd |
|
|
9,700 |
|
|
|
320 |
|
MIMAKI ENGINEERING CO LTD |
|
|
12,800 |
|
|
|
154 |
|
MINEBEA MITSUMI Inc |
|
|
1,153,700 |
|
|
|
24,238 |
|
Miroku Jyoho Service Co Ltd |
|
|
11,800 |
|
|
|
152 |
|
Mitani Sangyo Co Ltd |
|
|
10,700 |
|
|
|
24 |
|
Mitsuba Corp |
|
|
17,900 |
|
|
|
128 |
|
Mitsubishi Corp |
|
|
19,400 |
|
|
|
401 |
|
Mitsubishi Electric Corp |
|
|
21,400 |
|
|
|
359 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mitsubishi Kakoki Kaisha Ltd |
|
|
1,800 |
|
|
$ |
44 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
3,900 |
|
|
|
141 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
310,000 |
|
|
|
3,253 |
|
Mitsui & Co Ltd |
|
|
86,700 |
|
|
|
1,860 |
|
MIXI Inc |
|
|
258,600 |
|
|
|
4,897 |
|
Mizuho Financial Group Inc |
|
|
51,000 |
|
|
|
1,054 |
|
Moriroku Holdings Co Ltd |
|
|
5,600 |
|
|
|
93 |
|
Morita Holdings Corp |
|
|
3,800 |
|
|
|
49 |
|
MS&AD Insurance Group Holdings Inc |
|
|
195,500 |
|
|
|
4,491 |
|
Murata Manufacturing Co Ltd |
|
|
49,400 |
|
|
|
1,029 |
|
Nagoya Railroad Co Ltd |
|
|
73,600 |
|
|
|
881 |
|
NEC Corp |
|
|
174,400 |
|
|
|
15,409 |
|
NEOJAPAN Inc |
|
|
12,800 |
|
|
|
161 |
|
NET One Systems Co Ltd |
|
|
3,100 |
|
|
|
73 |
|
Nexon Co Ltd |
|
|
9,000 |
|
|
|
177 |
|
Nice Corp |
|
|
2,600 |
|
|
|
34 |
|
Nichirei Corp |
|
|
124,600 |
|
|
|
3,745 |
|
NIDEC CORP |
|
|
36,800 |
|
|
|
1,503 |
|
Nihon Chouzai Co Ltd |
|
|
5,600 |
|
|
|
49 |
|
Nihon Denkei Co Ltd |
|
|
4,400 |
|
|
|
56 |
|
Nihon Trim Co Ltd |
|
|
2,800 |
|
|
|
72 |
|
Nikon Corp |
|
|
4,000,000 |
|
|
|
42,842 |
|
Nippon Concept Corp |
|
|
1,900 |
|
|
|
23 |
|
Nippon Dry-Chemical Co Ltd |
|
|
200 |
|
|
|
4 |
|
Nippon Sanso Holdings Corp |
|
|
31,600 |
|
|
|
1,080 |
|
Nippon Shinyaku Co Ltd |
|
|
30,900 |
|
|
|
745 |
|
Nippon Thompson Co Ltd |
|
|
41,300 |
|
|
|
146 |
|
Nippon Yusen KK |
|
|
30,900 |
|
|
|
1,119 |
|
Nissan Motor Co Ltd |
|
|
961,600 |
|
|
|
2,810 |
|
Nissan Tokyo Sales Holdings Co Ltd |
|
|
86,600 |
|
|
|
285 |
|
Nissei ASB Machine Co Ltd |
|
|
2,000 |
|
|
|
69 |
|
Nissin Corp |
|
|
2,100 |
|
|
|
61 |
|
Nisso Holdings Co Ltd |
|
|
8,500 |
|
|
|
45 |
|
Nissui Corp |
|
|
223,200 |
|
|
|
1,419 |
|
Nitto Kogyo Corp |
|
|
3,500 |
|
|
|
76 |
|
Nitto Kohki Co Ltd |
|
|
2,900 |
|
|
|
51 |
|
Nitto Seiko Co Ltd |
|
|
16,700 |
|
|
|
67 |
|
Nomura Research Institute Ltd |
|
|
36,700 |
|
|
|
1,238 |
|
Noritz Corp |
|
|
7,900 |
|
|
|
106 |
|
NS Solutions Corp |
|
|
17,200 |
|
|
|
439 |
|
OBIC Business Consultants Co Ltd |
|
|
39,900 |
|
|
|
1,954 |
|
Obic Co Ltd |
|
|
38,000 |
|
|
|
6,603 |
|
Ogaki Kyoritsu Bank Ltd/The |
|
|
1,800 |
|
|
|
25 |
|
Ohba Co Ltd |
|
|
4,100 |
|
|
|
29 |
|
OIE Sangyo Co Ltd |
|
|
2,000 |
|
|
|
28 |
|
Okabe Co Ltd |
|
|
6,100 |
|
|
|
32 |
|
Okamoto Industries Inc |
|
|
800 |
|
|
|
28 |
|
Okamura Corp |
|
|
11,400 |
|
|
|
154 |
|
Okinawa Financial Group Inc |
|
|
1,400 |
|
|
|
24 |
|
Okura Industrial Co Ltd |
|
|
3,100 |
|
|
|
56 |
|
Olympus Corp |
|
|
694,500 |
|
|
|
12,685 |
|
Ono Pharmaceutical Co Ltd |
|
|
41,400 |
|
|
|
613 |
|
Optim Corp * |
|
|
26,600 |
|
|
|
114 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Optorun Co Ltd |
|
|
12,500 |
|
|
$ |
158 |
|
Oracle Corp Japan |
|
|
30,500 |
|
|
|
2,759 |
|
Oro Co Ltd |
|
|
5,200 |
|
|
|
81 |
|
Otsuka Corp |
|
|
192,800 |
|
|
|
4,589 |
|
PAL GROUP Holdings Co Ltd |
|
|
9,800 |
|
|
|
159 |
|
Pasco Corp |
|
|
2,300 |
|
|
|
27 |
|
PCA Corp |
|
|
2,600 |
|
|
|
37 |
|
Persol Holdings Co Ltd |
|
|
152,000 |
|
|
|
297 |
|
Pickles Holdings Co Ltd |
|
|
2,700 |
|
|
|
19 |
|
PR Times Corp * |
|
|
7,200 |
|
|
|
85 |
|
Pronexus Inc |
|
|
16,200 |
|
|
|
139 |
|
Proto Corp |
|
|
3,500 |
|
|
|
35 |
|
Qol Holdings Co Ltd |
|
|
6,000 |
|
|
|
60 |
|
R&D Computer Co Ltd |
|
|
4,500 |
|
|
|
24 |
|
Rasa Corp |
|
|
4,500 |
|
|
|
47 |
|
Rasa Industries Ltd |
|
|
1,800 |
|
|
|
34 |
|
Recruit Holdings Co Ltd |
|
|
510,500 |
|
|
|
31,719 |
|
Resona Holdings Inc |
|
|
3,348,200 |
|
|
|
23,696 |
|
Resonac Holdings Corp |
|
|
42,100 |
|
|
|
1,029 |
|
Rheon Automatic Machinery Co Ltd |
|
|
1,622 |
|
|
|
16 |
|
Ricoh Co Ltd |
|
|
126,500 |
|
|
|
1,321 |
|
Riken Technos Corp |
|
|
6,700 |
|
|
|
47 |
|
Riso Kagaku Corp |
|
|
2,300 |
|
|
|
54 |
|
Rix Corp |
|
|
1,400 |
|
|
|
28 |
|
Sac's Bar Holdings Inc |
|
|
6,500 |
|
|
|
36 |
|
Sakai Heavy Industries Ltd |
|
|
1,000 |
|
|
|
34 |
|
Sakai Moving Service Co Ltd |
|
|
2,000 |
|
|
|
36 |
|
Sakata INX Corp |
|
|
4,200 |
|
|
|
49 |
|
Sanko Metal Industrial Co Ltd |
|
|
900 |
|
|
|
26 |
|
Sansan Inc * |
|
|
21,100 |
|
|
|
317 |
|
Santen Pharmaceutical Co Ltd |
|
|
73,600 |
|
|
|
949 |
|
Sanwa Holdings Corp |
|
|
172,200 |
|
|
|
3,923 |
|
Sanyo Shokai Ltd |
|
|
6,400 |
|
|
|
107 |
|
Sapporo Holdings Ltd |
|
|
18,800 |
|
|
|
936 |
|
Sato Holdings Corp |
|
|
4,400 |
|
|
|
62 |
|
SBI Sumishin Net Bank Ltd |
|
|
10,400 |
|
|
|
222 |
|
SCREEN Holdings Co Ltd |
|
|
106,500 |
|
|
|
7,969 |
|
SCSK Corp |
|
|
132,900 |
|
|
|
2,668 |
|
Seika Corp |
|
|
1,500 |
|
|
|
42 |
|
Seiko Epson Corp |
|
|
24,800 |
|
|
|
462 |
|
Sekisui House Ltd |
|
|
60,200 |
|
|
|
1,552 |
|
SERAKU Co Ltd |
|
|
12,200 |
|
|
|
118 |
|
Seven & i Holdings Co Ltd |
|
|
366,100 |
|
|
|
5,276 |
|
Shibusawa Warehouse Co Ltd/The |
|
|
200 |
|
|
|
4 |
|
Shimamura Co Ltd |
|
|
89,500 |
|
|
|
4,782 |
|
Shimano Inc |
|
|
81,100 |
|
|
|
15,261 |
|
Shinnihonseiyaku Co Ltd |
|
|
6,900 |
|
|
|
89 |
|
Shinsho Corp |
|
|
500 |
|
|
|
27 |
|
Shionogi & Co Ltd |
|
|
15,300 |
|
|
|
715 |
|
Shizuoka Financial Group Inc |
|
|
16,200 |
|
|
|
144 |
|
Shofu Inc |
|
|
1,700 |
|
|
|
60 |
|
SIGMAXYZ Holdings Inc |
|
|
2,100 |
|
|
|
21 |
|
Skylark Holdings Co Ltd |
|
|
27,700 |
|
|
|
425 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SMK Corp |
|
|
1,400 |
|
|
$ |
22 |
|
SMS Co Ltd |
|
|
1,512,200 |
|
|
|
22,770 |
|
SoftBank Group Corp |
|
|
10,000 |
|
|
|
577 |
|
Softcreate Holdings Corp |
|
|
2,900 |
|
|
|
34 |
|
Sompo Holdings Inc |
|
|
71,900 |
|
|
|
1,694 |
|
Sprix Inc |
|
|
2,400 |
|
|
|
13 |
|
Star Micronics Co Ltd |
|
|
14,100 |
|
|
|
189 |
|
Strike Co Ltd |
|
|
1,100 |
|
|
|
34 |
|
Subaru Corp |
|
|
140,500 |
|
|
|
2,664 |
|
Sugi Holdings Co Ltd |
|
|
112,500 |
|
|
|
1,952 |
|
Sumitomo Electric Industries Ltd |
|
|
91,100 |
|
|
|
1,507 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
154,300 |
|
|
|
10,120 |
|
Sumitomo Pharma Co Ltd * |
|
|
48,800 |
|
|
|
224 |
|
Sumitomo Riko Co Ltd |
|
|
12,600 |
|
|
|
134 |
|
Sumitomo Seika Chemicals Co Ltd |
|
|
2,000 |
|
|
|
72 |
|
Suntory Beverage & Food Ltd |
|
|
626,300 |
|
|
|
23,012 |
|
Sun-Wa Technos Corp |
|
|
8,400 |
|
|
|
120 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
59,600 |
|
|
|
2,112 |
|
System Research Co Ltd |
|
|
3,200 |
|
|
|
31 |
|
System Support Inc |
|
|
2,300 |
|
|
|
30 |
|
Systena Corp |
|
|
44,900 |
|
|
|
120 |
|
T RAD Co Ltd |
|
|
2,700 |
|
|
|
70 |
|
T&D Holdings Inc |
|
|
138,000 |
|
|
|
2,321 |
|
Taiho Kogyo Co Ltd, Cl A |
|
|
5,300 |
|
|
|
24 |
|
Takara & Co Ltd |
|
|
3,700 |
|
|
|
73 |
|
Takashimaya Co Ltd |
|
|
403,400 |
|
|
|
3,090 |
|
Takeda Pharmaceutical Co Ltd |
|
|
236,700 |
|
|
|
7,044 |
|
Tanabe Consulting Group Co Ltd |
|
|
3,600 |
|
|
|
30 |
|
TDK Corp |
|
|
314,000 |
|
|
|
21,235 |
|
TechMatrix Corp |
|
|
9,400 |
|
|
|
157 |
|
Teikoku Electric Manufacturing Co Ltd |
|
|
8,700 |
|
|
|
158 |
|
Temairazu Inc |
|
|
4,000 |
|
|
|
105 |
|
Terumo Corp |
|
|
239,300 |
|
|
|
4,420 |
|
TIS Inc |
|
|
202,200 |
|
|
|
5,059 |
|
TKC Corp |
|
|
1,500 |
|
|
|
40 |
|
Toei Animation Co Ltd |
|
|
838,900 |
|
|
|
18,005 |
|
Toho Holdings Co Ltd |
|
|
89,100 |
|
|
|
2,941 |
|
Tohoku Electric Power Co Inc |
|
|
106,600 |
|
|
|
970 |
|
Tokio Marine Holdings Inc |
|
|
105,000 |
|
|
|
3,971 |
|
Tokyo Electron Ltd |
|
|
12,300 |
|
|
|
2,180 |
|
Tokyo Seimitsu Co Ltd |
|
|
38,500 |
|
|
|
2,176 |
|
Tokyu Fudosan Holdings Corp |
|
|
617,700 |
|
|
|
4,429 |
|
Toli Corp |
|
|
9,800 |
|
|
|
26 |
|
Toray Industries Inc |
|
|
3,224,000 |
|
|
|
16,615 |
|
Toshiba TEC Corp |
|
|
7,500 |
|
|
|
179 |
|
Towa Bank Ltd/The |
|
|
6,200 |
|
|
|
27 |
|
Toyo Engineering Corp |
|
|
25,300 |
|
|
|
127 |
|
Toyo Suisan Kaisha Ltd |
|
|
39,600 |
|
|
|
2,471 |
|
Toyokumo Inc |
|
|
2,200 |
|
|
|
31 |
|
Toyota Motor Corp |
|
|
414,900 |
|
|
|
7,863 |
|
Toyota Tsusho Corp |
|
|
41,400 |
|
|
|
794 |
|
Trend Micro Inc/Japan |
|
|
208,200 |
|
|
|
12,484 |
|
Tsubakimoto Chain Co |
|
|
6,500 |
|
|
|
271 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tsubakimoto Kogyo Co Ltd |
|
|
2,700 |
|
|
$ |
34 |
|
Tsugami Corp |
|
|
22,900 |
|
|
|
241 |
|
UBE Corp |
|
|
48,900 |
|
|
|
889 |
|
Union Tool Co |
|
|
2,200 |
|
|
|
89 |
|
Unipres Corp |
|
|
14,900 |
|
|
|
124 |
|
USS Co Ltd |
|
|
119,800 |
|
|
|
1,102 |
|
Vital KSK Holdings Inc |
|
|
6,300 |
|
|
|
54 |
|
Wacom Co Ltd |
|
|
31,600 |
|
|
|
151 |
|
Waseda Academy Co Ltd |
|
|
3,800 |
|
|
|
42 |
|
WingArc1st Inc |
|
|
5,800 |
|
|
|
117 |
|
Wowow Inc |
|
|
2,300 |
|
|
|
17 |
|
Xebio Holdings Co Ltd |
|
|
15,700 |
|
|
|
138 |
|
YAMABIKO Corp |
|
|
4,300 |
|
|
|
69 |
|
Yamaha Corp |
|
|
1,800,000 |
|
|
|
43,231 |
|
Yamaha Motor Co Ltd |
|
|
143,300 |
|
|
|
1,247 |
|
Yamaichi Electronics Co Ltd |
|
|
10,700 |
|
|
|
203 |
|
Yamashin-Filter Corp |
|
|
19,900 |
|
|
|
63 |
|
Yokogawa Electric Corp |
|
|
119,500 |
|
|
|
3,355 |
|
Yokowo Co Ltd |
|
|
26,400 |
|
|
|
300 |
|
Yorozu Corp |
|
|
4,600 |
|
|
|
36 |
|
Yossix Holdings Co Ltd |
|
|
11,900 |
|
|
|
264 |
|
Yushin Precision Equipment Co Ltd |
|
|
5,700 |
|
|
|
26 |
|
Zenrin Co Ltd |
|
|
4,100 |
|
|
|
25 |
|
ZERIA Pharmaceutical Co Ltd |
|
|
2,400 |
|
|
|
38 |
|
ZIGExN Co Ltd |
|
|
54,700 |
|
|
|
213 |
|
ZOZO Inc |
|
|
27,700 |
|
|
|
883 |
|
| |
|
|
|
|
|
|
893,557 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.8% |
ArcelorMittal SA |
|
|
1,365,437 |
|
|
|
31,997 |
|
Birkenstock Holding Plc * |
|
|
42,124 |
|
|
|
2,102 |
|
Eurofins Scientific SE |
|
|
32,035 |
|
|
|
1,831 |
|
Spotify Technology SA * |
|
|
70,991 |
|
|
|
24,341 |
|
| |
|
|
|
|
|
|
60,271 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.7% |
Galaxy Entertainment Group Ltd |
|
|
5,268,000 |
|
|
|
20,396 |
|
MGM China Holdings Ltd |
|
|
608,000 |
|
|
|
818 |
|
Sands China Ltd * |
|
|
18,750,000 |
|
|
|
34,229 |
|
Wynn Macau Ltd |
|
|
824,400 |
|
|
|
564 |
|
| |
|
|
|
|
|
|
56,007 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.2% |
Alliance Bank Malaysia Bhd |
|
|
48,400 |
|
|
|
48 |
|
AMMB Holdings Bhd |
|
|
141,200 |
|
|
|
170 |
|
Bermaz Auto Bhd |
|
|
72,200 |
|
|
|
42 |
|
Bursa Malaysia Bhd |
|
|
479,700 |
|
|
|
1,026 |
|
CIMB Group Holdings Bhd |
|
|
1,041,400 |
|
|
|
1,976 |
|
Dialog Group Bhd |
|
|
4,927,500 |
|
|
|
2,690 |
|
Jaya Tiasa Holdings BHD |
|
|
106,200 |
|
|
|
27 |
|
MISC Bhd |
|
|
1,182,500 |
|
|
|
2,295 |
|
My EG Services Bhd |
|
|
4,273,900 |
|
|
|
885 |
|
Pantech Group Holdings Bhd |
|
|
216,400 |
|
|
|
51 |
|
Sunway Bhd |
|
|
1,199,300 |
|
|
|
1,138 |
|
Wellcall Holdings Bhd |
|
|
110,000 |
|
|
|
37 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
YTL Power International Bhd |
|
|
1,835,300 |
|
|
$ |
1,647 |
|
| |
|
|
|
|
|
|
12,032 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.1% |
Grupo Comercial Chedraui SA de CV |
|
|
123,700 |
|
|
|
943 |
|
Southern Copper Corp |
|
|
31,147 |
|
|
|
3,168 |
|
Ternium SA ADR |
|
|
92,923 |
|
|
|
3,129 |
|
| |
|
|
|
|
|
|
7,240 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 4.3% |
ABN AMRO Bank NV |
|
|
427,321 |
|
|
|
7,327 |
|
Arcadis NV |
|
|
26,990 |
|
|
|
1,981 |
|
Argenx SE ADR * |
|
|
2,387 |
|
|
|
1,235 |
|
ASM International NV |
|
|
1,242 |
|
|
|
840 |
|
ASML Holding NV |
|
|
36,829 |
|
|
|
33,102 |
|
Fugro NV |
|
|
50,450 |
|
|
|
1,260 |
|
IMCD NV |
|
|
148,775 |
|
|
|
24,340 |
|
ING Groep NV |
|
|
2,067,530 |
|
|
|
37,519 |
|
Koninklijke Ahold Delhaize NV |
|
|
717,558 |
|
|
|
24,670 |
|
Koninklijke BAM Groep NV |
|
|
228,882 |
|
|
|
956 |
|
Koninklijke KPN NV |
|
|
1,921,414 |
|
|
|
7,854 |
|
Koninklijke Philips NV * |
|
|
549,561 |
|
|
|
16,552 |
|
Koninklijke Vopak NV |
|
|
32,058 |
|
|
|
1,475 |
|
NN Group NV |
|
|
249,412 |
|
|
|
12,227 |
|
Pluxee NV * |
|
|
219,874 |
|
|
|
5,219 |
|
Randstad NV |
|
|
646,491 |
|
|
|
31,165 |
|
Signify NV |
|
|
1,800,000 |
|
|
|
44,312 |
|
Universal Music Group NV |
|
|
913,096 |
|
|
|
23,883 |
|
Wolters Kluwer NV |
|
|
405,744 |
|
|
|
69,232 |
|
| |
|
|
|
|
|
|
345,149 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.0% |
Meridian Energy Ltd |
|
|
265,883 |
|
|
|
1,055 |
|
Xero Ltd * |
|
|
14,982 |
|
|
|
1,452 |
|
| |
|
|
|
|
|
|
2,507 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.9% |
AutoStore Holdings Ltd * |
|
|
4,394,977 |
|
|
|
4,680 |
|
DNB Bank ASA |
|
|
138,341 |
|
|
|
2,927 |
|
Equinor ASA |
|
|
1,095,566 |
|
|
|
29,116 |
|
Gjensidige Forsikring ASA |
|
|
1,183,022 |
|
|
|
20,986 |
|
Hoegh Autoliners ASA |
|
|
12,653 |
|
|
|
142 |
|
Kongsberg Gruppen ASA |
|
|
120,645 |
|
|
|
12,780 |
|
MPC Container Ships ASA |
|
|
33,026 |
|
|
|
69 |
|
Odfjell SE, Cl A |
|
|
3,058 |
|
|
|
43 |
|
Telenor ASA |
|
|
270,962 |
|
|
|
3,364 |
|
| |
|
|
|
|
|
|
74,107 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.0% |
International Container Terminal Services Inc |
|
|
321,130 |
|
|
|
2,266 |
|
SM Investments Corp |
|
|
65,700 |
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
3,301 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.2% |
Alior Bank SA |
|
|
47,125 |
|
|
|
1,251 |
|
Bank Polska Kasa Opieki SA |
|
|
34,410 |
|
|
|
1,412 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Budimex SA |
|
|
5,623 |
|
|
$ |
876 |
|
CD Projekt SA |
|
|
4,928 |
|
|
|
234 |
|
Grupa Kety SA |
|
|
2,940 |
|
|
|
591 |
|
Lubelski Wegiel Bogdanka SA |
|
|
8,005 |
|
|
|
50 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
225,232 |
|
|
|
3,375 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
906,204 |
|
|
|
10,944 |
|
Rainbow Tours SA |
|
|
4,051 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
18,844 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.0% |
Galp Energia SGPS SA, Cl B |
|
|
24,043 |
|
|
|
499 |
|
Navigator Co SA/The |
|
|
122,946 |
|
|
|
502 |
|
| |
|
|
|
|
|
|
1,001 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.0% |
Gulf International Services QSC |
|
|
517,564 |
|
|
|
466 |
|
Ooredoo QPSC |
|
|
654,105 |
|
|
|
1,980 |
|
Qatar Insurance Co SAQ |
|
|
283,249 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
2,613 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.4% |
Al Babtain Power & Telecommunication Co |
|
|
49,248 |
|
|
|
571 |
|
Arab National Bank |
|
|
629,648 |
|
|
|
3,244 |
|
Astra Industrial Group |
|
|
118,437 |
|
|
|
5,418 |
|
Co for Cooperative Insurance/The |
|
|
68,042 |
|
|
|
2,873 |
|
Etihad Etisalat Co |
|
|
888,228 |
|
|
|
11,962 |
|
Saudi Chemical Co Holding |
|
|
595,144 |
|
|
|
1,883 |
|
Saudi Electricity Co |
|
|
472,241 |
|
|
|
2,210 |
|
Zamil Industrial Investment Co * |
|
|
20,901 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
28,315 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.4% |
DBS Group Holdings Ltd |
|
|
287,940 |
|
|
|
8,032 |
|
Dyna-Mac Holdings Ltd |
|
|
114,600 |
|
|
|
46 |
|
Grab Holdings Ltd, Cl A * |
|
|
284,640 |
|
|
|
917 |
|
Keppel DC REIT ‡ |
|
|
1,429,900 |
|
|
|
2,337 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
564,100 |
|
|
|
6,297 |
|
Sea Ltd ADR * |
|
|
89,020 |
|
|
|
6,971 |
|
Singapore Airlines Ltd |
|
|
385,400 |
|
|
|
1,857 |
|
Singapore Exchange Ltd |
|
|
861,900 |
|
|
|
7,161 |
|
Singapore Telecommunications Ltd |
|
|
583,400 |
|
|
|
1,401 |
|
| |
|
|
|
|
|
|
35,019 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 1.0% |
ArcelorMittal South Africa Ltd * |
|
|
6,024 |
|
|
|
– |
|
Capitec Bank Holdings Ltd |
|
|
6,474 |
|
|
|
1,067 |
|
Clicks Group Ltd |
|
|
1,968,161 |
|
|
|
41,424 |
|
Tiger Brands Ltd |
|
|
3,076,111 |
|
|
|
40,819 |
|
| |
|
|
|
|
|
|
83,310 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 3.7% |
BNK Financial Group Inc |
|
|
875,082 |
|
|
|
6,656 |
|
Celltrion Inc |
|
|
7,102 |
|
|
|
1,079 |
|
Daeduck Co Ltd |
|
|
8,141 |
|
|
|
38 |
|
DGB Financial Group Inc |
|
|
41,545 |
|
|
|
261 |
|
Fila Holdings Corp |
|
|
1,250,000 |
|
|
|
39,628 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hana Financial Group Inc |
|
|
364,941 |
|
|
$ |
16,910 |
|
Hanmi Semiconductor Co Ltd |
|
|
13,336 |
|
|
|
1,143 |
|
HD Hyundai Electric Co Ltd |
|
|
4,953 |
|
|
|
1,133 |
|
HLB Inc * |
|
|
20,230 |
|
|
|
1,360 |
|
Hyundai Green Food |
|
|
3,202 |
|
|
|
29 |
|
Hyundai Motor Co |
|
|
7,583 |
|
|
|
1,450 |
|
KB Financial Group Inc |
|
|
191,217 |
|
|
|
12,296 |
|
Kia Corp |
|
|
36,176 |
|
|
|
2,873 |
|
Korea Airport Service Co Ltd |
|
|
762 |
|
|
|
30 |
|
KT&G Corp |
|
|
550,000 |
|
|
|
44,548 |
|
LG Corp |
|
|
615,460 |
|
|
|
36,489 |
|
LG Electronics Inc |
|
|
92,780 |
|
|
|
6,904 |
|
LG H&H Co Ltd |
|
|
148,239 |
|
|
|
39,339 |
|
LigaChem Biosciences Inc * |
|
|
20,371 |
|
|
|
1,473 |
|
Mgame Corp |
|
|
3,992 |
|
|
|
18 |
|
Multicampus Co Ltd |
|
|
1,193 |
|
|
|
27 |
|
NH Investment & Securities Co Ltd |
|
|
19,948 |
|
|
|
204 |
|
Samsung Electronics Co Ltd |
|
|
981,446 |
|
|
|
54,588 |
|
Shinhan Financial Group Co Ltd |
|
|
551,878 |
|
|
|
23,177 |
|
SK Hynix Inc |
|
|
28,738 |
|
|
|
3,737 |
|
Woori Financial Group Inc |
|
|
183,363 |
|
|
|
2,199 |
|
| |
|
|
|
|
|
|
297,589 |
|
| |
|
|
|
|
|
|
|
|
Spain — 2.1% |
ACS Actividades de Construccion y Servicios SA |
|
|
30,398 |
|
|
|
1,384 |
|
Aena SME SA |
|
|
24,762 |
|
|
|
5,005 |
|
Amadeus IT Group SA, Cl A |
|
|
297,221 |
|
|
|
20,049 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
708,938 |
|
|
|
7,526 |
|
Banco Santander SA |
|
|
186,339 |
|
|
|
927 |
|
Bankinter SA |
|
|
112,009 |
|
|
|
991 |
|
CaixaBank SA |
|
|
6,873,977 |
|
|
|
41,544 |
|
Iberdrola SA |
|
|
319,336 |
|
|
|
4,532 |
|
Industria de Diseno Textil SA |
|
|
1,509,554 |
|
|
|
81,842 |
|
Logista Integral SA |
|
|
3,670 |
|
|
|
113 |
|
Naturgy Energy Group SA |
|
|
132,901 |
|
|
|
3,392 |
|
| |
|
|
|
|
|
|
167,305 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.9% |
AAK AB |
|
|
69,712 |
|
|
|
2,159 |
|
Alfa Laval AB |
|
|
27,126 |
|
|
|
1,218 |
|
Assa Abloy AB, Cl B |
|
|
1,077,957 |
|
|
|
34,852 |
|
Atlas Copco AB, Cl A |
|
|
424,240 |
|
|
|
7,712 |
|
Castellum AB * |
|
|
51,473 |
|
|
|
706 |
|
Essity AB, Cl B |
|
|
340,709 |
|
|
|
10,367 |
|
Fastighets AB Balder, Cl B * |
|
|
296,504 |
|
|
|
2,331 |
|
H & M Hennes & Mauritz AB, Cl B |
|
|
488,356 |
|
|
|
7,749 |
|
Hexagon AB, Cl B |
|
|
2,060,386 |
|
|
|
21,125 |
|
Mycronic AB |
|
|
34,736 |
|
|
|
1,282 |
|
Securitas AB, Cl B |
|
|
2,062,539 |
|
|
|
24,169 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
169,503 |
|
|
|
2,615 |
|
Skanska AB, Cl B |
|
|
115,553 |
|
|
|
2,339 |
|
Telefonaktiebolaget LM Ericsson ADR |
|
|
1,708,102 |
|
|
|
12,725 |
|
Trelleborg AB, Cl B |
|
|
27,464 |
|
|
|
1,073 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Volvo AB, Cl B |
|
|
676,979 |
|
|
$ |
18,021 |
|
| |
|
|
|
|
|
|
150,443 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 6.0% |
ABB Ltd |
|
|
859,660 |
|
|
|
49,273 |
|
Accelleron Industries AG |
|
|
44,798 |
|
|
|
2,342 |
|
Alcon Inc |
|
|
73,116 |
|
|
|
7,092 |
|
Belimo Holding AG |
|
|
3,729 |
|
|
|
2,505 |
|
BKW AG |
|
|
12,844 |
|
|
|
2,416 |
|
Givaudan SA |
|
|
4,567 |
|
|
|
23,447 |
|
Holcim AG |
|
|
9,881 |
|
|
|
952 |
|
Julius Baer Group Ltd |
|
|
434,974 |
|
|
|
25,382 |
|
Logitech International SA |
|
|
363,431 |
|
|
|
32,906 |
|
Nestle SA |
|
|
189,186 |
|
|
|
20,296 |
|
Novartis AG |
|
|
78,580 |
|
|
|
9,458 |
|
On Holding AG, Cl A * |
|
|
22,662 |
|
|
|
1,065 |
|
Partners Group Holding AG |
|
|
30,760 |
|
|
|
44,267 |
|
Roche Holding AG |
|
|
395,774 |
|
|
|
133,969 |
|
Schindler Holding AG |
|
|
56,646 |
|
|
|
15,743 |
|
Swatch Group AG/The |
|
|
198,984 |
|
|
|
41,699 |
|
Swissquote Group Holding SA |
|
|
5,650 |
|
|
|
2,020 |
|
UBS Group AG |
|
|
1,293,451 |
|
|
|
39,591 |
|
VAT Group AG |
|
|
51,059 |
|
|
|
26,310 |
|
Ypsomed Holding AG |
|
|
2,341 |
|
|
|
1,145 |
|
Zehnder Group AG |
|
|
2,587 |
|
|
|
165 |
|
| |
|
|
|
|
|
|
482,043 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 4.0% |
ACES Electronic Co Ltd * |
|
|
45,000 |
|
|
|
74 |
|
Arcadyan Technology Corp |
|
|
375,000 |
|
|
|
1,717 |
|
ASROCK Inc |
|
|
269,634 |
|
|
|
1,749 |
|
Asustek Computer Inc |
|
|
1,546,000 |
|
|
|
25,952 |
|
Chicony Electronics Co Ltd |
|
|
220,000 |
|
|
|
1,114 |
|
ChipMOS Technologies Inc |
|
|
143,000 |
|
|
|
171 |
|
Compal Electronics Inc |
|
|
4,447,000 |
|
|
|
4,615 |
|
Cyberlink Corp |
|
|
55,000 |
|
|
|
168 |
|
CyberPower Systems Inc |
|
|
700 |
|
|
|
6 |
|
Elan Microelectronics Corp |
|
|
20,000 |
|
|
|
92 |
|
Ennoconn Corp |
|
|
124,000 |
|
|
|
1,151 |
|
Eva Airways Corp |
|
|
1,007,000 |
|
|
|
1,113 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
2,080,800 |
|
|
|
12,229 |
|
Everlight Electronics Co Ltd |
|
|
943,000 |
|
|
|
2,329 |
|
Far EasTone Telecommunications Co Ltd |
|
|
2,132,000 |
|
|
|
6,031 |
|
Fortune Electric Co Ltd |
|
|
81,400 |
|
|
|
1,697 |
|
Gemtek Technology Corp |
|
|
19,000 |
|
|
|
25 |
|
General Interface Solution Holding Ltd * |
|
|
391,184 |
|
|
|
753 |
|
General Plastic Industrial Co Ltd |
|
|
29,000 |
|
|
|
33 |
|
Goldsun Building Materials Co Ltd |
|
|
872,000 |
|
|
|
1,494 |
|
Hon Hai Precision Industry Co Ltd |
|
|
3,860,000 |
|
|
|
22,262 |
|
IBF Financial Holdings Co Ltd |
|
|
4,028,141 |
|
|
|
1,983 |
|
International Games System Co Ltd |
|
|
440,000 |
|
|
|
10,715 |
|
ITE Technology Inc |
|
|
100,783 |
|
|
|
457 |
|
Keystone Microtech Corp |
|
|
22,000 |
|
|
|
274 |
|
KGI Financial Holding Co Ltd |
|
|
3,308,000 |
|
|
|
1,665 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lanner Electronics Inc |
|
|
480 |
|
|
$ |
1 |
|
Lotes Co Ltd |
|
|
283,000 |
|
|
|
13,535 |
|
Makalot Industrial Co Ltd |
|
|
90,000 |
|
|
|
1,079 |
|
MediaTek Inc |
|
|
743,146 |
|
|
|
28,806 |
|
Novatek Microelectronics Corp |
|
|
912,311 |
|
|
|
15,400 |
|
Pegatron Corp |
|
|
415,000 |
|
|
|
1,330 |
|
Pixart Imaging Inc |
|
|
86,000 |
|
|
|
558 |
|
Pou Chen Corp |
|
|
4,686,000 |
|
|
|
5,090 |
|
Powertech Technology Inc |
|
|
344,000 |
|
|
|
1,565 |
|
Radiant Opto-Electronics Corp |
|
|
233,000 |
|
|
|
1,438 |
|
Raydium Semiconductor Corp |
|
|
15,000 |
|
|
|
167 |
|
Realtek Semiconductor Corp |
|
|
1,113,000 |
|
|
|
18,614 |
|
San Fang Chemical Industry Co Ltd |
|
|
123,000 |
|
|
|
130 |
|
Silicon Motion Technology Corp ADR |
|
|
16,889 |
|
|
|
1,074 |
|
Simplo Technology Co Ltd |
|
|
242,000 |
|
|
|
2,807 |
|
Sitronix Technology Corp |
|
|
65,000 |
|
|
|
475 |
|
Solteam Inc |
|
|
40,000 |
|
|
|
79 |
|
Sunrex Technology Corp |
|
|
123,000 |
|
|
|
230 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
2,628,000 |
|
|
|
77,550 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
256,075 |
|
|
|
43,968 |
|
Uni-President Enterprises Corp |
|
|
619,000 |
|
|
|
1,598 |
|
Weblink International Inc |
|
|
41,000 |
|
|
|
73 |
|
WT Microelectronics Co Ltd |
|
|
340,000 |
|
|
|
1,254 |
|
Yang Ming Marine Transport Corp |
|
|
1,063,000 |
|
|
|
2,143 |
|
Yield Microelectronics Corp |
|
|
53,146 |
|
|
|
158 |
|
Youngtek Electronics Corp |
|
|
24,000 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
319,045 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.4% |
Bangchak Corp PCL NVDR |
|
|
457,700 |
|
|
|
504 |
|
Bangkok Bank PCL NVDR |
|
|
2,632,500 |
|
|
|
10,967 |
|
Bangkok Dusit Medical Services PCL NVDR |
|
|
2,190,000 |
|
|
|
1,796 |
|
Central Pattana PCL NVDR |
|
|
662,900 |
|
|
|
1,165 |
|
PTT Exploration & Production PCL NVDR |
|
|
1,461,900 |
|
|
|
6,112 |
|
SCB X PCL |
|
|
2,953,000 |
|
|
|
9,336 |
|
TMBThanachart Bank PCL NVDR |
|
|
9,091,600 |
|
|
|
497 |
|
| |
|
|
|
|
|
|
30,377 |
|
| |
|
|
|
|
|
|
|
|
Türkiye — 0.0% |
Agesa Hayat ve Emeklilik AS |
|
|
15,215 |
|
|
|
44 |
|
BIM Birlesik Magazalar AS |
|
|
51,176 |
|
|
|
811 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
378,885 |
|
|
|
1,094 |
|
| |
|
|
|
|
|
|
1,949 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.5% |
Abu Dhabi Commercial Bank PJSC |
|
|
3,879,229 |
|
|
|
9,252 |
|
Abu Dhabi Islamic Bank PJSC |
|
|
366,930 |
|
|
|
1,261 |
|
ADNOC Drilling Co PJSC |
|
|
1,811,489 |
|
|
|
2,170 |
|
Agthia Group PJSC |
|
|
28,923 |
|
|
|
55 |
|
Dubai Islamic Bank PJSC |
|
|
302,291 |
|
|
|
508 |
|
Emaar Development PJSC |
|
|
59,629 |
|
|
|
137 |
|
Emaar Properties PJSC |
|
|
8,544,726 |
|
|
|
19,635 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Emirates Integrated Telecommunications Co PJSC |
|
|
4,923 |
|
|
$ |
8 |
|
Emirates NBD Bank PJSC |
|
|
1,454,867 |
|
|
|
7,803 |
|
Sharjah Islamic Bank |
|
|
64,842 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
40,869 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 12.8% |
4imprint Group PLC |
|
|
261 |
|
|
|
18 |
|
Anglo American PLC |
|
|
1,400,000 |
|
|
|
40,869 |
|
Barclays PLC |
|
|
20,866,069 |
|
|
|
63,136 |
|
Barclays PLC ADR |
|
|
1,291,842 |
|
|
|
15,722 |
|
BP PLC |
|
|
6,500,000 |
|
|
|
36,825 |
|
Breedon Group PLC |
|
|
38,135 |
|
|
|
212 |
|
British American Tobacco PLC |
|
|
1,200,000 |
|
|
|
44,950 |
|
Burberry Group PLC |
|
|
3,700,000 |
|
|
|
32,530 |
|
Centrica PLC |
|
|
9,726,012 |
|
|
|
16,526 |
|
Concentric AB |
|
|
431 |
|
|
|
10 |
|
Diageo PLC |
|
|
1,609,657 |
|
|
|
52,584 |
|
Diploma PLC |
|
|
374,786 |
|
|
|
22,090 |
|
Experian PLC |
|
|
956,853 |
|
|
|
46,525 |
|
FDM Group Holdings PLC |
|
|
9,669 |
|
|
|
53 |
|
Ferrexpo PLC * |
|
|
788,072 |
|
|
|
478 |
|
GSK PLC ADR |
|
|
79,935 |
|
|
|
3,510 |
|
Halma PLC |
|
|
1,305,645 |
|
|
|
44,932 |
|
HSBC Holdings PLC |
|
|
3,105,967 |
|
|
|
27,323 |
|
Imperial Brands PLC |
|
|
1,500,000 |
|
|
|
43,085 |
|
Intertek Group PLC |
|
|
232,703 |
|
|
|
15,216 |
|
Investec PLC |
|
|
773,765 |
|
|
|
5,921 |
|
ITV PLC |
|
|
41,519,153 |
|
|
|
43,777 |
|
J Sainsbury PLC |
|
|
7,451,442 |
|
|
|
28,752 |
|
London Stock Exchange Group PLC |
|
|
321,218 |
|
|
|
43,390 |
|
Morgan Sindall Group PLC |
|
|
293 |
|
|
|
11 |
|
NatWest Group PLC |
|
|
7,001,734 |
|
|
|
31,921 |
|
Ninety One PLC |
|
|
138,672 |
|
|
|
306 |
|
Pensionbee Group PLC * |
|
|
7,561 |
|
|
|
17 |
|
Reckitt Benckiser Group PLC |
|
|
1,431,013 |
|
|
|
82,388 |
|
RELX PLC |
|
|
909,766 |
|
|
|
42,326 |
|
Sage Group PLC/The |
|
|
366,239 |
|
|
|
4,880 |
|
Shell PLC |
|
|
841,298 |
|
|
|
29,897 |
|
Smith & Nephew PLC |
|
|
1,572,827 |
|
|
|
24,238 |
|
Smiths News PLC |
|
|
201 |
|
|
|
– |
|
Standard Chartered PLC |
|
|
2,051,918 |
|
|
|
21,128 |
|
Subsea 7 SA |
|
|
27,929 |
|
|
|
499 |
|
Tesco PLC |
|
|
8,183,677 |
|
|
|
38,183 |
|
TORM PLC, Cl A |
|
|
24,180 |
|
|
|
887 |
|
Travis Perkins PLC |
|
|
759,790 |
|
|
|
9,057 |
|
Unilever PLC |
|
|
1,060,225 |
|
|
|
68,541 |
|
WPP PLC |
|
|
4,000,000 |
|
|
|
38,343 |
|
| |
|
|
|
|
|
|
1,021,056 |
|
| |
|
|
|
|
|
|
|
|
United States — 1.5% |
Envista Holdings Corp * |
|
|
2,300,000 |
|
|
|
41,998 |
|
Harley-Davidson Inc |
|
|
1,100,000 |
|
|
|
41,184 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Western Union Co/The |
|
|
3,100,000 |
|
|
$ |
37,820 |
|
| |
|
|
|
|
|
|
121,002 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 0.2% |
Vietnam Dairy Products JSC |
|
|
5,341,600 |
|
|
|
15,869 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $6,307,712) ($ Thousands) |
|
|
|
|
|
|
7,593,143 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 2.2% |
Brazil — 0.6% |
Cia De Sanena Do Parana (B) |
|
|
24,100 |
|
|
|
25 |
|
Cia Energetica de Minas Gerais (B) |
|
|
9,766,600 |
|
|
|
20,005 |
|
Itau Unibanco Holding SA (B) |
|
|
2,385,500 |
|
|
|
15,387 |
|
Marcopolo SA (B) |
|
|
139,560 |
|
|
|
181 |
|
Metalurgica Gerdau SA (B) |
|
|
199,100 |
|
|
|
366 |
|
Petroleo Brasileiro SA (B) |
|
|
1,524,600 |
|
|
|
10,569 |
|
Schulz SA (B) |
|
|
31,000 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
46,569 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.6% |
Henkel AG & Co KGaA (B) |
|
|
794,819 |
|
|
|
72,811 |
|
Sartorius AG (B) |
|
|
68,739 |
|
|
|
18,976 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Volkswagen AG (B) |
|
|
350,000 |
|
|
$ |
37,262 |
|
| |
|
|
|
|
|
|
129,049 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $168,169) ($ Thousands) |
|
|
|
|
|
|
175,618 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.1% |
United States — 0.1% |
iShares Core MSCI EAFE ETF |
|
|
51,201 |
|
|
|
3,952 |
|
iShares MSCI Canada ETF |
|
|
11,586 |
|
|
|
469 |
|
iShares MSCI Emerging Markets ETF |
|
|
40,711 |
|
|
|
1,766 |
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $6,157) ($ Thousands) |
|
|
|
|
|
|
6,187 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
66,868,117 |
|
|
|
66,868 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $66,868) ($ Thousands) |
|
|
|
|
|
|
66,868 |
|
Total Investments in Securities — 98.2% |
|
|
|
|
|
|
|
|
(Cost $6,548,906) ($ Thousands) |
|
$ |
7,841,816 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
304 |
|
|
|
Sep-2024 |
|
|
$ |
16,158 |
|
|
$ |
16,728 |
|
|
$ |
362 |
|
FTSE 100 Index |
|
|
108 |
|
|
|
Sep-2024 |
|
|
|
11,461 |
|
|
|
11,905 |
|
|
|
143 |
|
Hang Seng Index |
|
|
69 |
|
|
|
Sep-2024 |
|
|
|
7,796 |
|
|
|
7,938 |
|
|
|
140 |
|
S&P TSX 60 Index |
|
|
35 |
|
|
|
Sep-2024 |
|
|
|
7,042 |
|
|
|
7,282 |
|
|
|
112 |
|
SPI 200 Index |
|
|
83 |
|
|
|
Sep-2024 |
|
|
|
10,732 |
|
|
|
11,332 |
|
|
|
300 |
|
TOPIX Index |
|
|
87 |
|
|
|
Sep-2024 |
|
|
|
15,339 |
|
|
|
16,226 |
|
|
|
614 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
68,528 |
|
|
$ |
71,411 |
|
|
$ |
1,671 |
|
A list of the open OTC Swap agreement held by the Fund at August 31, 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 |
|
|
|
9,039 |
|
|
$ |
(2,479 |
) |
|
$ |
– |
|
|
$ |
(2,479 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(2,479 |
) |
|
$ |
– |
|
|
$ |
(2,479 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of August 31, 2024:
International Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
188,422 |
|
NOVARTIS AG |
|
$ |
19,862 |
|
|
$ |
2,584 |
|
|
|
219.7 |
% |
| |
|
15,047 |
|
ASML Holding N.V. |
|
|
15,837 |
|
|
|
(2,491 |
) |
|
|
175.2 |
|
| |
|
208,700 |
|
ITOCHU CORP |
|
|
9,755 |
|
|
|
1,171 |
|
|
|
107.9 |
|
| |
|
906,100 |
|
JAPAN POST HOLDINGS CO LTD |
|
|
8,466 |
|
|
|
264 |
|
|
|
93.7 |
|
| |
|
200,777 |
|
HALMA PLC |
|
|
6,956 |
|
|
|
(135 |
) |
|
|
77.0 |
|
| |
|
176,357 |
|
SHELL PLC |
|
|
6,096 |
|
|
|
103 |
|
|
|
67.4 |
|
| |
|
37,146 |
|
ASTRAZENECA PLC |
|
|
5,854 |
|
|
|
591 |
|
|
|
64.8 |
|
| |
|
117,851 |
|
RELX PLC |
|
|
5,332 |
|
|
|
112 |
|
|
|
59.0 |
|
| |
|
46,377 |
|
LOBLAW COS LTD |
|
|
5,264 |
|
|
|
725 |
|
|
|
58.2 |
|
| |
|
329,652 |
|
ENGIE SA |
|
|
5,240 |
|
|
|
541 |
|
|
|
58.0 |
|
| |
|
82,268 |
|
UNILEVER PLC |
|
|
4,823 |
|
|
|
480 |
|
|
|
53.4 |
|
| |
|
182,700 |
|
PAN PACIFIC INTERNATIONAL HOLDINGS CORP |
|
|
4,291 |
|
|
|
309 |
|
|
|
47.5 |
|
| |
|
87,166 |
|
EXPERIAN PLC |
|
|
4,080 |
|
|
|
126 |
|
|
|
45.1 |
|
| |
|
123,028 |
|
IMMOFIN ANLAGE |
|
|
3,961 |
|
|
|
322 |
|
|
|
43.8 |
|
| |
|
940,601 |
|
NATWEST GROUP PLC |
|
|
3,822 |
|
|
|
463 |
|
|
|
42.3 |
|
| |
|
1,536,989 |
|
LONDONMETRIC PROPERTY PLC |
|
|
3,769 |
|
|
|
363 |
|
|
|
41.7 |
|
| |
|
616,227 |
|
ROLLS-ROYCE HOLDINGS PLC |
|
|
3,607 |
|
|
|
369 |
|
|
|
39.9 |
|
| |
|
53,789 |
|
TOTALENERGIES SE |
|
|
3,574 |
|
|
|
133 |
|
|
|
39.5 |
|
| |
|
404,022 |
|
HSBC HOLDINGS PLC |
|
|
3,499 |
|
|
|
38 |
|
|
|
38.7 |
|
| |
|
35,943 |
|
EURONEXT NV |
|
|
3,434 |
|
|
|
367 |
|
|
|
38.0 |
|
| |
|
591,365 |
|
GLENCORE PLC |
|
|
3,338 |
|
|
|
(216 |
) |
|
|
36.9 |
|
| |
|
83,875 |
|
3I GROUP PLC |
|
|
3,245 |
|
|
|
256 |
|
|
|
35.9 |
|
| |
|
28,272 |
|
NEXT PLC |
|
|
3,240 |
|
|
|
548 |
|
|
|
35.8 |
|
| |
|
157,732 |
|
GSK PLC |
|
|
3,200 |
|
|
|
226 |
|
|
|
35.4 |
|
| |
|
4,106,600 |
|
YTL CORPORATION |
|
|
3,185 |
|
|
|
(472 |
) |
|
|
35.2 |
|
| |
|
137,200 |
|
HITACHI LTD |
|
|
2,907 |
|
|
|
456 |
|
|
|
32.2 |
|
| |
|
744,275 |
|
MARKS & SPENCER GROUP PLC |
|
|
2,793 |
|
|
|
520 |
|
|
|
30.9 |
|
| |
|
20,154 |
|
GTT |
|
|
2,713 |
|
|
|
360 |
|
|
|
30.0 |
|
| |
|
257,535 |
|
VIVENDI |
|
|
2,627 |
|
|
|
233 |
|
|
|
29.1 |
|
| |
|
65,143 |
|
ACCOR SA |
|
|
2,603 |
|
|
|
104 |
|
|
|
28.8 |
|
| |
|
56,600 |
|
KAO CORP |
|
|
2,546 |
|
|
|
(5 |
) |
|
|
28.2 |
|
| |
|
174,030 |
|
MEDIOBANCA |
|
|
2,540 |
|
|
|
373 |
|
|
|
28.1 |
|
| |
|
24,009 |
|
INTERCONTINENTAL HOTELS GROUP |
|
|
2,477 |
|
|
|
(102 |
) |
|
|
27.4 |
|
| |
|
32,682 |
|
COCA-COLA EUROPACIFIC PARTNERS |
|
|
2,434 |
|
|
|
167 |
|
|
|
26.9 |
|
| |
|
28,305 |
|
COMPAGNIE DE SAINT GOBAIN |
|
|
2,336 |
|
|
|
121 |
|
|
|
25.8 |
|
| |
|
33,650 |
|
AMUNDI SA |
|
|
2,200 |
|
|
|
306 |
|
|
|
24.3 |
|
| |
|
1,128,338 |
|
TRITAX BIG BOX REIT PLC |
|
|
2,192 |
|
|
|
220 |
|
|
|
24.3 |
|
| |
|
470,600 |
|
TORAY INDUSTRIES INC |
|
|
2,182 |
|
|
|
231 |
|
|
|
24.1 |
|
| |
|
9,642 |
|
SAFRAN SA |
|
|
2,111 |
|
|
|
(2 |
) |
|
|
23.4 |
|
| |
|
44,068 |
|
CRITEO SA |
|
|
2,090 |
|
|
|
(8 |
) |
|
|
23.1 |
|
| |
|
35,900 |
|
TDK CORP |
|
|
2,016 |
|
|
|
388 |
|
|
|
22.3 |
|
| |
|
493,859 |
|
TESCO PLC |
|
|
1,923 |
|
|
|
349 |
|
|
|
21.3 |
|
| |
|
76,000 |
|
IMPERIAL BRANDS PLC |
|
|
1,921 |
|
|
|
255 |
|
|
|
21.3 |
|
| |
|
722,381 |
|
BARCLAYS PLC |
|
|
1,877 |
|
|
|
295 |
|
|
|
20.8 |
|
| |
|
17,668 |
|
PUBLICIS |
|
|
1,872 |
|
|
|
105 |
|
|
|
20.7 |
|
| |
|
7,602 |
|
SCHNEIDER SA |
|
|
1,843 |
|
|
|
81 |
|
|
|
20.4 |
|
| |
|
98,009 |
|
MONDI PLC |
|
|
1,814 |
|
|
|
85 |
|
|
|
20.1 |
|
| |
|
156,254 |
|
UNITE GROUP PLC/THE |
|
|
1,789 |
|
|
|
176 |
|
|
|
19.8 |
|
| |
|
20,550 |
|
KINGSPAN GROUP |
|
|
1,785 |
|
|
|
(17 |
) |
|
|
19.7 |
|
| |
|
5,567 |
|
ICON PLC |
|
|
1,761 |
|
|
|
10 |
|
|
|
19.5 |
|
| |
|
49,100 |
|
ASAHI GROUP HOLDINGS LTD |
|
|
1,742 |
|
|
|
83 |
|
|
|
19.3 |
|
| |
|
163,704 |
|
AUTO TRADER GROUP PLC |
|
|
1,704 |
|
|
|
135 |
|
|
|
18.9 |
|
| |
|
106,611 |
|
VISTRY GROUP PLC |
|
|
1,644 |
|
|
|
240 |
|
|
|
18.2 |
|
| |
|
749,104 |
|
SERCO GROUP PLC |
|
|
1,604 |
|
|
|
108 |
|
|
|
17.7 |
|
| |
|
32,773 |
|
COVIVIO |
|
|
1,571 |
|
|
|
253 |
|
|
|
17.4 |
|
| |
|
20,364 |
|
UNIBAIL-RODAMCO-WESTFIELD |
|
|
1,540 |
|
|
|
75 |
|
|
|
17.0 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
38,981 |
|
LA FRAN DJ |
|
$ |
1,488 |
|
|
$ |
98 |
|
|
|
16.5 |
% |
| |
|
50,048 |
|
RUBIS ET CIE |
|
|
1,448 |
|
|
|
147 |
|
|
|
16.0 |
|
| |
|
47,372 |
|
COMPASS GROUP PLC |
|
|
1,434 |
|
|
|
55 |
|
|
|
15.9 |
|
| |
|
16,200 |
|
SONY GROUP CORP |
|
|
1,372 |
|
|
|
726 |
|
|
|
15.2 |
|
| |
|
303,196 |
|
INTERNATIONAL DISTRIBUTION |
|
|
1,344 |
|
|
|
7 |
|
|
|
14.9 |
|
| |
|
38,801 |
|
COCA-COLA HBC AG-DI |
|
|
1,323 |
|
|
|
99 |
|
|
|
14.6 |
|
| |
|
575 |
|
HERMES INTL |
|
|
1,309 |
|
|
|
69 |
|
|
|
14.5 |
|
| |
|
192,605 |
|
BABCOCK INTL GROUP PLC |
|
|
1,288 |
|
|
|
31 |
|
|
|
14.3 |
|
| |
|
19,461 |
|
RIO TINTO PLC |
|
|
1,279 |
|
|
|
(53 |
) |
|
|
14.1 |
|
| |
|
30,400 |
|
CHUGAI PHARMACEUTICAL CO LTD |
|
|
1,277 |
|
|
|
261 |
|
|
|
14.1 |
|
| |
|
90,831 |
|
CREDIT AGRICOLE |
|
|
1,264 |
|
|
|
144 |
|
|
|
14.0 |
|
| |
|
9,720 |
|
IPSEN |
|
|
1,254 |
|
|
|
(126 |
) |
|
|
13.9 |
|
| |
|
167,950 |
|
DARKTRACE PLC |
|
|
1,222 |
|
|
|
56 |
|
|
|
13.5 |
|
| |
|
814,884 |
|
CENTAMIN PLC |
|
|
1,171 |
|
|
|
166 |
|
|
|
13.0 |
|
| |
|
22,311 |
|
DIPLOMA PLC |
|
|
1,167 |
|
|
|
128 |
|
|
|
12.9 |
|
| |
|
67,527 |
|
CARNIVAL ADR |
|
|
1,121 |
|
|
|
(114 |
) |
|
|
12.4 |
|
| |
|
460,478 |
|
EMERALD RESOURCES NL |
|
|
1,063 |
|
|
|
174 |
|
|
|
11.8 |
|
| |
|
34,535 |
|
KLEPIERRE |
|
|
979 |
|
|
|
65 |
|
|
|
10.8 |
|
| |
|
141,065 |
|
FRESNILLO PLC |
|
|
971 |
|
|
|
29 |
|
|
|
10.7 |
|
| |
|
65,443 |
|
BIG YELLOW GROUP PLC |
|
|
971 |
|
|
|
120 |
|
|
|
10.7 |
|
| |
|
30,346 |
|
ASSOCIATED BRITISH FOODS PLC |
|
|
969 |
|
|
|
22 |
|
|
|
10.7 |
|
| |
|
445,486 |
|
INTL CONSOLIDATED AIRLINE-DI |
|
|
933 |
|
|
|
126 |
|
|
|
10.3 |
|
| |
|
11,569 |
|
LEG IMMOBILIEN SE |
|
|
928 |
|
|
|
204 |
|
|
|
10.3 |
|
| |
|
597,302 |
|
QUILTER PLC |
|
|
927 |
|
|
|
165 |
|
|
|
10.3 |
|
| |
|
35,305 |
|
ANTOFAGASTA PLC |
|
|
910 |
|
|
|
(109 |
) |
|
|
10.1 |
|
| |
|
14,189 |
|
BNP PARIBAS |
|
|
908 |
|
|
|
102 |
|
|
|
10.0 |
|
| |
|
8,145 |
|
NEXANS |
|
|
900 |
|
|
|
141 |
|
|
|
10.0 |
|
| |
|
163,858 |
|
AIB GROUP |
|
|
859 |
|
|
|
118 |
|
|
|
9.5 |
|
| |
|
38,827 |
|
BAE SYSTEMS PLC |
|
|
658 |
|
|
|
(7 |
) |
|
|
7.3 |
|
International Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(69,899 |
) |
CGI INC |
|
$ |
(6,981 |
) |
|
$ |
(822 |
) |
|
|
(77.2 |
)% |
| |
|
(504,795 |
) |
BRAMBLES LTD |
|
|
(4,885 |
) |
|
|
(1,323 |
) |
|
|
(54.0 |
) |
| |
|
(418,200 |
) |
KYOCERA CORP |
|
|
(4,799 |
) |
|
|
(300 |
) |
|
|
(53.1 |
) |
| |
|
(450,177 |
) |
HEXAGON |
|
|
(4,628 |
) |
|
|
27 |
|
|
|
(51.2 |
) |
| |
|
(131,899 |
) |
EMERA INC |
|
|
(4,376 |
) |
|
|
(615 |
) |
|
|
(48.4 |
) |
| |
|
(51,357 |
) |
BK OF MONTREAL |
|
|
(4,290 |
) |
|
|
(19 |
) |
|
|
(47.5 |
) |
| |
|
(514,900 |
) |
THE CHIBA BANK LTD |
|
|
(4,257 |
) |
|
|
(70 |
) |
|
|
(47.1 |
) |
| |
|
(127,600 |
) |
AGC INC |
|
|
(4,206 |
) |
|
|
130 |
|
|
|
(46.5 |
) |
| |
|
(111,900 |
) |
SUNTORY BEVERAGE FOOD LTD |
|
|
(4,029 |
) |
|
|
(84 |
) |
|
|
(44.6 |
) |
| |
|
(122,381 |
) |
SEVERN TRENT PLC |
|
|
(3,936 |
) |
|
|
(179 |
) |
|
|
(43.5 |
) |
| |
|
(35,887 |
) |
CDN TIRE CP A |
|
|
(3,549 |
) |
|
|
(551 |
) |
|
|
(39.3 |
) |
| |
|
(32,674 |
) |
SPIRAX GROUP PLC |
|
|
(3,520 |
) |
|
|
252 |
|
|
|
(38.9 |
) |
| |
|
(273,061 |
) |
BURBERRY GROUP PLC |
|
|
(3,413 |
) |
|
|
905 |
|
|
|
(37.8 |
) |
| |
|
(29,327 |
) |
CANADIAN NATIONAL RAILWAY |
|
|
(3,346 |
) |
|
|
(95 |
) |
|
|
(37.0 |
) |
| |
|
(382,100 |
) |
RICOH CO LTD |
|
|
(3,287 |
) |
|
|
(668 |
) |
|
|
(36.4 |
) |
| |
|
(67,767 |
) |
ASR NEDERLND AIW |
|
|
(3,187 |
) |
|
|
(187 |
) |
|
|
(35.3 |
) |
| |
|
(471,500 |
) |
ASAHI KASEI CORP |
|
|
(2,982 |
) |
|
|
(329 |
) |
|
|
(33.0 |
) |
| |
|
(339,020 |
) |
KINNEVIK |
|
|
(2,979 |
) |
|
|
302 |
|
|
|
(33.0 |
) |
| |
|
(124,500 |
) |
TOTO LTD |
|
|
(2,901 |
) |
|
|
(1,390 |
) |
|
|
(32.1 |
) |
| |
|
(63,787 |
) |
QIAGEN NV |
|
|
(2,789 |
) |
|
|
(97 |
) |
|
|
(30.9 |
) |
| |
|
(98,821 |
) |
VALMET OYJ |
|
|
(2,722 |
) |
|
|
(84 |
) |
|
|
(30.1 |
) |
| |
|
(58,891 |
) |
INTERPUMP GROUP |
|
|
(2,582 |
) |
|
|
18 |
|
|
|
(28.6 |
) |
| |
|
(159,800 |
) |
ELECTRIC POWER DEVELOPMENT CO LTD |
|
|
(2,536 |
) |
|
|
(159 |
) |
|
|
(28.1 |
) |
| |
|
(691,233 |
) |
IGO LTD |
|
|
(2,522 |
) |
|
|
(71 |
) |
|
|
(27.9 |
) |
| |
|
(13,330 |
) |
BOYD GROUP SERVICES INC |
|
|
(2,509 |
) |
|
|
312 |
|
|
|
(27.8 |
) |
| |
|
(131,603 |
) |
SIG GROUP AG |
|
|
(2,451 |
) |
|
|
(311 |
) |
|
|
(27.1 |
) |
| |
|
(758,690 |
) |
STOCKLAND |
|
|
(2,441 |
) |
|
|
(140 |
) |
|
|
(27.0 |
) |
| |
|
(37,069 |
) |
DCC PLC |
|
|
(2,438 |
) |
|
|
(163 |
) |
|
|
(27.0 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(74,000 |
) |
MITSUBISHI LOGISTICS CORP |
|
$ |
(2,420 |
) |
|
$ |
(154 |
) |
|
|
(26.8 |
)% |
| |
|
(507,829 |
) |
SCHRODERS PLC |
|
|
(2,378 |
) |
|
|
74 |
|
|
|
(26.3 |
) |
| |
|
(243,800 |
) |
SG HOLDINGS CO LTD |
|
|
(2,257 |
) |
|
|
(366 |
) |
|
|
(25.0 |
) |
| |
|
(46,500 |
) |
TOKYO SEIMITSU CO LTD |
|
|
(2,240 |
) |
|
|
(382 |
) |
|
|
(24.8 |
) |
| |
|
(163,500 |
) |
ROHM CO LTD |
|
|
(2,199 |
) |
|
|
173 |
|
|
|
(24.3 |
) |
| |
|
(211,100 |
) |
VENTURE CORPORATION LTD |
|
|
(2,163 |
) |
|
|
(126 |
) |
|
|
(23.9 |
) |
| |
|
(59,800 |
) |
ZENKOKU HOSHO CO LTD |
|
|
(2,151 |
) |
|
|
(242 |
) |
|
|
(23.8 |
) |
| |
|
(227,337 |
) |
TATE & LYLE PLC |
|
|
(1,936 |
) |
|
|
(104 |
) |
|
|
(21.4 |
) |
| |
|
(213,500 |
) |
KS HOLDINGS CORP |
|
|
(1,906 |
) |
|
|
(376 |
) |
|
|
(21.1 |
) |
| |
|
(12,051 |
) |
BKW SA |
|
|
(1,905 |
) |
|
|
(342 |
) |
|
|
(21.1 |
) |
| |
|
(124,400 |
) |
SUMCO CORP |
|
|
(1,849 |
) |
|
|
429 |
|
|
|
(20.5 |
) |
| |
|
(693,000 |
) |
WHARF REIC |
|
|
(1,836 |
) |
|
|
(226 |
) |
|
|
(20.3 |
) |
| |
|
(61,100 |
) |
NH FOODS LTD |
|
|
(1,794 |
) |
|
|
(481 |
) |
|
|
(19.8 |
) |
| |
|
(211,105 |
) |
CHARTER HALL GROUP |
|
|
(1,791 |
) |
|
|
(295 |
) |
|
|
(19.8 |
) |
| |
|
(83,489 |
) |
SAPUTO GP |
|
|
(1,789 |
) |
|
|
(61 |
) |
|
|
(19.8 |
) |
| |
|
(2,451,300 |
) |
FRASERS LOGISTICS AND COMMERCIAL |
|
|
(1,730 |
) |
|
|
(303 |
) |
|
|
(19.1 |
) |
| |
|
(61,228 |
) |
YARA INTERNAT |
|
|
(1,716 |
) |
|
|
(52 |
) |
|
|
(19.0 |
) |
| |
|
(35,600 |
) |
NIPPON EXPRESS HOLDINGS INC |
|
|
(1,686 |
) |
|
|
(145 |
) |
|
|
(18.6 |
) |
| |
|
(1,697,000 |
) |
NEW WORLD DEV |
|
|
(1,684 |
) |
|
|
(22 |
) |
|
|
(18.6 |
) |
| |
|
(154,900 |
) |
HASEKO CORP |
|
|
(1,678 |
) |
|
|
(229 |
) |
|
|
(18.6 |
) |
| |
|
(58,500 |
) |
SUMITOMO METAL MINING CO LTD |
|
|
(1,659 |
) |
|
|
21 |
|
|
|
(18.4 |
) |
| |
|
(1,556,000 |
) |
XINYI GLASS |
|
|
(1,626 |
) |
|
|
226 |
|
|
|
(18.0 |
) |
| |
|
(153,300 |
) |
LIXIL CORP |
|
|
(1,611 |
) |
|
|
(195 |
) |
|
|
(17.8 |
) |
| |
|
(444,338 |
) |
LENDLEASE GROUP |
|
|
(1,605 |
) |
|
|
(445 |
) |
|
|
(17.8 |
) |
| |
|
(508,483 |
) |
ATLAS ARTERIA |
|
|
(1,576 |
) |
|
|
(168 |
) |
|
|
(17.4 |
) |
| |
|
(120,900 |
) |
USHIO INC |
|
|
(1,564 |
) |
|
|
(142 |
) |
|
|
(17.3 |
) |
| |
|
(225,000 |
) |
HAZAMA ANDO CORP |
|
|
(1,555 |
) |
|
|
(214 |
) |
|
|
(17.2 |
) |
| |
|
(652,792 |
) |
METCASH LTD |
|
|
(1,547 |
) |
|
|
(64 |
) |
|
|
(17.1 |
) |
| |
|
(800,000 |
) |
TAYLOR WIMPEY PLC |
|
|
(1,508 |
) |
|
|
(169 |
) |
|
|
(16.7 |
) |
| |
|
(569,781 |
) |
SPARK NEW ZEALAND LTD |
|
|
(1,498 |
) |
|
|
221 |
|
|
|
(16.6 |
) |
| |
|
(7,174 |
) |
SWATCH GROUP I |
|
|
(1,485 |
) |
|
|
(3 |
) |
|
|
(16.4 |
) |
| |
|
(30,472 |
) |
HUGO BOSS N |
|
|
(1,431 |
) |
|
|
170 |
|
|
|
(15.8 |
) |
| |
|
(223,900 |
) |
CITIZEN WATCH CO LTD |
|
|
(1,424 |
) |
|
|
(7 |
) |
|
|
(15.8 |
) |
| |
|
(49,100 |
) |
HAMAMATSU PHOTONICS KK |
|
|
(1,382 |
) |
|
|
87 |
|
|
|
(15.3 |
) |
| |
|
(217,983 |
) |
ELEKTA B |
|
|
(1,366 |
) |
|
|
(112 |
) |
|
|
(15.1 |
) |
| |
|
(62,223 |
) |
FLUIDRA S.A. |
|
|
(1,365 |
) |
|
|
(168 |
) |
|
|
(15.1 |
) |
| |
|
(93,209 |
) |
INDIVIOR PLC |
|
|
(1,353 |
) |
|
|
216 |
|
|
|
(15.0 |
) |
| |
|
(99,400 |
) |
ONO PHARMACEUTICAL CO LTD |
|
|
(1,349 |
) |
|
|
(109 |
) |
|
|
(14.9 |
) |
| |
|
(172,397 |
) |
HUSQVARNA B |
|
|
(1,345 |
) |
|
|
193 |
|
|
|
(14.9 |
) |
| |
|
(230,905 |
) |
ALGONQUIN PWR & UTILS CORP |
|
|
(1,334 |
) |
|
|
70 |
|
|
|
(14.8 |
) |
| |
|
(19,354 |
) |
FISCHER N |
|
|
(1,319 |
) |
|
|
(202 |
) |
|
|
(14.6 |
) |
| |
|
(228,596 |
) |
B&M EUROPEAN VALUE RETAIL SA |
|
|
(1,303 |
) |
|
|
(24 |
) |
|
|
(14.4 |
) |
| |
|
(103,382 |
) |
TOMRA SYSTEMS |
|
|
(1,287 |
) |
|
|
(301 |
) |
|
|
(14.2 |
) |
| |
|
(1,629,900 |
) |
SUNTEC REIT |
|
|
(1,277 |
) |
|
|
(268 |
) |
|
|
(14.1 |
) |
| |
|
(85,498 |
) |
SEEK LTD |
|
|
(1,263 |
) |
|
|
(63 |
) |
|
|
(14.0 |
) |
| |
|
(25,558 |
) |
RANDSTAD NV |
|
|
(1,245 |
) |
|
|
24 |
|
|
|
(13.8 |
) |
| |
|
(121,078 |
) |
DAVIDE CAMPARI-MILANO NV |
|
|
(1,237 |
) |
|
|
131 |
|
|
|
(13.7 |
) |
| |
|
(186,409 |
) |
SUPERIOR PLUS CORP |
|
|
(1,226 |
) |
|
|
145 |
|
|
|
(13.6 |
) |
| |
|
(117,760 |
) |
INFRASTRUTTURE WIRELESS ITALIANE SPA |
|
|
(1,220 |
) |
|
|
(178 |
) |
|
|
(13.5 |
) |
| |
|
(82,102 |
) |
MEDIPAL HOLDINGS CORP |
|
|
(1,219 |
) |
|
|
(207 |
) |
|
|
(13.5 |
) |
| |
|
(191,934 |
) |
RENTOKIL INITIAL PLC |
|
|
(1,214 |
) |
|
|
(3 |
) |
|
|
(13.4 |
) |
| |
|
(52,346 |
) |
EMPIRE CO CL A |
|
|
(1,206 |
) |
|
|
(249 |
) |
|
|
(13.3 |
) |
| |
|
(84,300 |
) |
JFE HOLDINGS INC |
|
|
(1,205 |
) |
|
|
51 |
|
|
|
(13.3 |
) |
| |
|
(108,668 |
) |
BREMBO N.V. |
|
|
(1,203 |
) |
|
|
(58 |
) |
|
|
(13.3 |
) |
| |
|
(11,300 |
) |
NITORI HOLDINGS CO LTD |
|
|
(1,200 |
) |
|
|
(474 |
) |
|
|
(13.3 |
) |
| |
|
(2,090 |
) |
SWISSCOM |
|
|
(1,162 |
) |
|
|
(148 |
) |
|
|
(12.9 |
) |
| |
|
(38,345 |
) |
KONINKLIJKE AHOLD DELHAIZE NV |
|
|
(1,154 |
) |
|
|
(173 |
) |
|
|
(12.8 |
) |
| |
|
(150,183 |
) |
PENNON GROUP PLC |
|
|
(1,142 |
) |
|
|
(79 |
) |
|
|
(12.6 |
) |
| |
|
(34,370 |
) |
DIAGEO PLC |
|
|
(1,130 |
) |
|
|
(1 |
) |
|
|
(12.5 |
) |
| |
|
(26,882 |
) |
PUMA SE |
|
|
(1,114 |
) |
|
|
(48 |
) |
|
|
(12.3 |
) |
| |
|
(137,500 |
) |
LION CORP |
|
|
(1,113 |
) |
|
|
(290 |
) |
|
|
(12.3 |
) |
| |
|
(9,531 |
) |
ALTEN |
|
|
(1,111 |
) |
|
|
35 |
|
|
|
(12.3 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Equity Ex-US Fund (Concluded)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(1,218,300 |
) |
MAPLETREE PAN ASIA COMMERCIAL |
|
$ |
(1,098 |
) |
|
$ |
(191 |
) |
|
|
(12.1 |
)% |
| |
|
(71,695 |
) |
UMICORE |
|
|
(1,069 |
) |
|
|
156 |
|
|
|
(11.8 |
) |
| |
|
(6,384 |
) |
BE SEMICOND |
|
|
(1,053 |
) |
|
|
231 |
|
|
|
(11.6 |
) |
| |
|
(12,374 |
) |
REMY COINTREAU |
|
|
(1,052 |
) |
|
|
25 |
|
|
|
(11.6 |
) |
| |
|
(43,400 |
) |
HITACHI CONST MACH CO LTD |
|
|
(1,046 |
) |
|
|
(11 |
) |
|
|
(11.6 |
) |
| |
|
(323,700 |
) |
HK LAND HOLDINGS |
|
|
(1,042 |
) |
|
|
(180 |
) |
|
|
(11.5 |
) |
| |
|
(19,099 |
) |
FLSMIDTH & CO. |
|
|
(1,023 |
) |
|
|
56 |
|
|
|
(11.3 |
) |
| |
|
(30,900 |
) |
OMRON CORP |
|
|
(1,003 |
) |
|
|
(265 |
) |
|
|
(11.1 |
) |
| |
|
(251,522 |
) |
ILUKA RESOURCES LTD |
|
|
(996 |
) |
|
|
(50 |
) |
|
|
(11.0 |
) |
| |
|
(55,490 |
) |
KESKO OYJ B |
|
|
(994 |
) |
|
|
(140 |
) |
|
|
(11.0 |
) |
| |
|
(63,123 |
) |
WH SMITH PLC |
|
|
(990 |
) |
|
|
(67 |
) |
|
|
(11.0 |
) |
| |
|
(3,628,000 |
) |
PACIFIC BASIN |
|
|
(983 |
) |
|
|
(15 |
) |
|
|
(10.9 |
) |
| |
|
(12,603 |
) |
SYENSQO SA |
|
|
(975 |
) |
|
|
(61 |
) |
|
|
(10.8 |
) |
| |
|
(50,640 |
) |
PRAIRIESKY ROYAL |
|
|
(972 |
) |
|
|
(76 |
) |
|
|
(10.8 |
) |
| |
|
(2,942 |
) |
TECAN HLD |
|
|
(969 |
) |
|
|
(17 |
) |
|
|
(10.7 |
) |
| |
|
(104,826 |
) |
WPP PLC |
|
|
(969 |
) |
|
|
(27 |
) |
|
|
(10.7 |
) |
| |
|
(16,565 |
) |
JULIUS BAER |
|
|
(965 |
) |
|
|
— |
|
|
|
(10.7 |
) |
| |
|
(17,934 |
) |
SYDBANK |
|
|
(965 |
) |
|
|
61 |
|
|
|
(10.7 |
) |
| |
|
(30,317 |
) |
ATS CORP |
|
|
(958 |
) |
|
|
154 |
|
|
|
(10.6 |
) |
| |
|
(22,587 |
) |
SEADRILL LIMITED |
|
|
(958 |
) |
|
|
(14 |
) |
|
|
(10.6 |
) |
| |
|
(3,128 |
) |
SONOVA H AG ORD |
|
|
(953 |
) |
|
|
(128 |
) |
|
|
(10.5 |
) |
| |
|
(37,900 |
) |
SBI HOLDINGS INC |
|
|
(944 |
) |
|
|
25 |
|
|
|
(10.4 |
) |
| |
|
(136,671 |
) |
PHOENIX GROUP HOLDINGS PLC |
|
|
(940 |
) |
|
|
(71 |
) |
|
|
(10.4 |
) |
| |
|
(26,477 |
) |
SPECTRIS PLC |
|
|
(930 |
) |
|
|
(97 |
) |
|
|
(10.3 |
) |
| |
|
(25,100 |
) |
YASKAWA ELECTRIC CORP |
|
|
(930 |
) |
|
|
109 |
|
|
|
(10.3 |
) |
| |
|
(53,443 |
) |
NORTHLAND POWER INC |
|
|
(921 |
) |
|
|
100 |
|
|
|
(10.2 |
) |
| |
|
(7,457 |
) |
COLOPLAST B |
|
|
(914 |
) |
|
|
(95 |
) |
|
|
(10.1 |
) |
| |
|
(36,632 |
) |
SIGNIFY NV |
|
|
(914 |
) |
|
|
22 |
|
|
|
(10.1 |
) |
| |
|
(131,800 |
) |
HAKUHODO DY HOLDINGS INC |
|
|
(913 |
) |
|
|
(192 |
) |
|
|
(10.1 |
) |
| |
|
(19,600 |
) |
BK NOVA SCOTIA |
|
|
(906 |
) |
|
|
(78 |
) |
|
|
(10.0 |
) |
| |
|
(100,246 |
) |
RS GROUP PLC |
|
|
(896 |
) |
|
|
(126 |
) |
|
|
(9.9 |
) |
| |
|
(16,041 |
) |
ALIMENT COUC A |
|
|
(894 |
) |
|
|
(14 |
) |
|
|
(9.9 |
) |
| |
|
(795,400 |
) |
BUD APAC |
|
|
(892 |
) |
|
|
(13 |
) |
|
|
(9.9 |
) |
| |
|
(64,700 |
) |
KOITO MFG CO LTD |
|
|
(884 |
) |
|
|
(66 |
) |
|
|
(9.8 |
) |
| |
|
(26,184 |
) |
BROOKFIELD INFRASTRUCTURE-A |
|
|
(876 |
) |
|
|
(189 |
) |
|
|
(9.7 |
) |
| |
|
(41,100 |
) |
SUMITOMO HEAVY IND LTD |
|
|
(873 |
) |
|
|
(79 |
) |
|
|
(9.7 |
) |
| |
|
(111,300 |
) |
JGC HOLDINGS CORP |
|
|
(861 |
) |
|
|
(147 |
) |
|
|
(9.5 |
) |
| |
|
(9,425 |
) |
WENDEL INVESTISSEMENT |
|
|
(849 |
) |
|
|
(99 |
) |
|
|
(9.4 |
) |
| |
|
(8,775 |
) |
ELIA GROUP SA/NV |
|
|
(837 |
) |
|
|
(117 |
) |
|
|
(9.3 |
) |
| |
|
(12,194 |
) |
DKSH |
|
|
(828 |
) |
|
|
(140 |
) |
|
|
(9.2 |
) |
| |
|
(57,600 |
) |
DENKA CO LTD |
|
|
(762 |
) |
|
|
(126 |
) |
|
|
(8.4 |
) |
|
Percentages are based on Net Assets of $7,987,356 ($ Thousands). |
‡ |
Real Estate Investment Trust. |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
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 |
|
|
|
220,154 |
|
|
|
(202,556 |
) |
|
|
— |
|
|
|
— |
|
|
|
66,868 |
|
|
|
1,502 |
|
|
|
— |
|
Totals |
|
$ |
84,950 |
|
|
$ |
220,163 |
|
|
$ |
(238,163 |
) |
|
$ |
(46 |
) |
|
$ |
(36 |
) |
|
$ |
66,868 |
|
|
$ |
1,579 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 94.2% |
Australia — 2.9% |
ANZ Group Holdings Ltd |
|
|
7,284 |
|
|
$ |
150 |
|
Aristocrat Leisure Ltd |
|
|
13,422 |
|
|
|
498 |
|
BlueScope Steel Ltd |
|
|
7,542 |
|
|
|
106 |
|
Capral Ltd |
|
|
7,718 |
|
|
|
48 |
|
CAR Group Ltd |
|
|
1,297 |
|
|
|
33 |
|
Civmec Singapore Ltd |
|
|
53,600 |
|
|
|
39 |
|
Cochlear Ltd |
|
|
97 |
|
|
|
20 |
|
Commonwealth Bank of Australia |
|
|
1,818 |
|
|
|
172 |
|
Computershare Ltd |
|
|
30,817 |
|
|
|
594 |
|
Danakali Ltd (A) |
|
|
30,918 |
|
|
|
9 |
|
DroneShield Ltd * |
|
|
24,272 |
|
|
|
22 |
|
EBOS Group Ltd |
|
|
2,156 |
|
|
|
47 |
|
Fiducian Group Ltd |
|
|
2,088 |
|
|
|
12 |
|
GenusPlus Group Ltd |
|
|
13,878 |
|
|
|
22 |
|
Gold Road Resources Ltd |
|
|
26,862 |
|
|
|
30 |
|
Goodman Group ‡ |
|
|
7,240 |
|
|
|
164 |
|
GR Engineering Services Ltd |
|
|
86,981 |
|
|
|
112 |
|
Helloworld Travel Ltd |
|
|
20,015 |
|
|
|
27 |
|
Hipages Group Holdings Ltd * |
|
|
6,809 |
|
|
|
7 |
|
Horizon Oil Ltd |
|
|
288,026 |
|
|
|
37 |
|
Humm Group Ltd |
|
|
18,984 |
|
|
|
9 |
|
Image Resources NL * |
|
|
101,423 |
|
|
|
5 |
|
Macmahon Holdings Ltd |
|
|
286,343 |
|
|
|
65 |
|
Medibank Pvt Ltd |
|
|
16,737 |
|
|
|
44 |
|
National Australia Bank Ltd |
|
|
5,302 |
|
|
|
137 |
|
NEXTDC Ltd * |
|
|
11,499 |
|
|
|
132 |
|
Orica Ltd |
|
|
981 |
|
|
|
12 |
|
Playside Studios Ltd * |
|
|
154,041 |
|
|
|
64 |
|
Pro Medicus Ltd |
|
|
4,373 |
|
|
|
447 |
|
Qube Holdings Ltd |
|
|
22,532 |
|
|
|
59 |
|
Red 5 Ltd * |
|
|
153,367 |
|
|
|
35 |
|
Reece Ltd |
|
|
3,235 |
|
|
|
60 |
|
Regis Healthcare Ltd |
|
|
11,886 |
|
|
|
41 |
|
Rio Tinto Ltd |
|
|
14,000 |
|
|
|
1,060 |
|
Service Stream Ltd |
|
|
100,207 |
|
|
|
100 |
|
Sigma Healthcare Ltd |
|
|
35,418 |
|
|
|
30 |
|
SKS Technologies Group Ltd |
|
|
19,139 |
|
|
|
19 |
|
Tuas Ltd * |
|
|
18,094 |
|
|
|
53 |
|
Universal Store Holdings Ltd |
|
|
12,770 |
|
|
|
60 |
|
Veem Ltd |
|
|
28,990 |
|
|
|
33 |
|
Vysarn Ltd * |
|
|
42,249 |
|
|
|
12 |
|
Westpac Banking Corp |
|
|
3,649 |
|
|
|
77 |
|
XRF Scientific Ltd |
|
|
8,970 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
4,712 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
CA Immobilien Anlagen AG |
|
|
919 |
|
|
|
32 |
|
Fabasoft AG |
|
|
1,487 |
|
|
|
26 |
|
Porr Ag |
|
|
2,068 |
|
|
|
31 |
|
Raiffeisen Bank International AG |
|
|
132 |
|
|
|
3 |
|
Strabag SE |
|
|
389 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
109 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Belgium — 0.5% |
Colruyt Group N.V |
|
|
617 |
|
|
$ |
32 |
|
Jensen-Group NV |
|
|
447 |
|
|
|
22 |
|
KBC Group NV |
|
|
2,718 |
|
|
|
212 |
|
Lotus Bakeries NV |
|
|
3 |
|
|
|
38 |
|
Syensqo SA |
|
|
6,861 |
|
|
|
565 |
|
| |
|
|
|
|
|
|
869 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 2.1% |
Allied Tecnologia SA |
|
|
7,600 |
|
|
|
10 |
|
Banco BTG Pactual SA |
|
|
9,500 |
|
|
|
60 |
|
Banco do Brasil SA |
|
|
193,794 |
|
|
|
961 |
|
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
|
|
3,600 |
|
|
|
60 |
|
Cia De Sanena Do Parana |
|
|
7,200 |
|
|
|
36 |
|
Dexxos Participacoes SA |
|
|
6,900 |
|
|
|
12 |
|
Gerdau SA ADR |
|
|
2,578 |
|
|
|
8 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
7,035 |
|
|
|
105 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
2,516 |
|
|
|
28 |
|
Petroleo Brasileiro SA ADR |
|
|
22,349 |
|
|
|
340 |
|
Profarma Distribuidora de Produtos Farmaceuticos SA (Brazil) |
|
|
26,300 |
|
|
|
29 |
|
Telefonica Brasil SA |
|
|
135,000 |
|
|
|
1,239 |
|
TOTVS SA |
|
|
81,600 |
|
|
|
431 |
|
Ultrapar Participacoes SA |
|
|
7,800 |
|
|
|
32 |
|
Wheaton Precious Metals Corp |
|
|
878 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
3,405 |
|
| |
|
|
|
|
|
|
|
|
Burkina Faso — 0.0% |
IAMGOLD Corp * |
|
|
7,487 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
|
|
Canada — 5.0% |
ADENTRA Inc |
|
|
3,033 |
|
|
|
92 |
|
Agnico Eagle Mines Limited/Mines Agnico Eagle Limitee |
|
|
3,002 |
|
|
|
245 |
|
Alamos Gold Inc, Cl A |
|
|
5,139 |
|
|
|
99 |
|
Atco Ltd/Canada, Cl I |
|
|
1,512 |
|
|
|
51 |
|
Athabasca Oil Corp * |
|
|
38,290 |
|
|
|
154 |
|
Barrick Gold Corp |
|
|
61,112 |
|
|
|
1,234 |
|
Black Diamond Group Ltd |
|
|
2,900 |
|
|
|
21 |
|
Brookfield Corp, Cl A |
|
|
2,317 |
|
|
|
117 |
|
Canadian Imperial Bank of Commerce |
|
|
10,097 |
|
|
|
590 |
|
Cargojet Inc |
|
|
381 |
|
|
|
38 |
|
CCL Industries Inc, Cl B |
|
|
1,542 |
|
|
|
88 |
|
Celestica Inc * |
|
|
3,665 |
|
|
|
187 |
|
Centerra Gold Inc |
|
|
26,691 |
|
|
|
189 |
|
CES Energy Solutions Corp |
|
|
5,470 |
|
|
|
32 |
|
Constellation Software (A) |
|
|
66 |
|
|
|
– |
|
Constellation Software Inc/Canada |
|
|
50 |
|
|
|
163 |
|
Coveo Solutions Inc * |
|
|
4,600 |
|
|
|
22 |
|
D2L Inc * |
|
|
11,129 |
|
|
|
107 |
|
Dexterra Group Inc |
|
|
6,500 |
|
|
|
30 |
|
Dollarama Inc |
|
|
11,500 |
|
|
|
1,165 |
|
Dorel Industries Inc, Cl B * |
|
|
9,000 |
|
|
|
44 |
|
Dynacor Group Inc |
|
|
12,380 |
|
|
|
46 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Element Fleet Management Corp |
|
|
4,101 |
|
|
$ |
85 |
|
Enghouse Systems Ltd |
|
|
500 |
|
|
|
11 |
|
Ensign Energy Services Inc * |
|
|
17,287 |
|
|
|
32 |
|
Extendicare Inc, Cl Trust Units |
|
|
6,100 |
|
|
|
39 |
|
Firan Technology Group Corp * |
|
|
2,400 |
|
|
|
11 |
|
Fortuna Mining Corp * |
|
|
17,829 |
|
|
|
82 |
|
Great-West Lifeco Inc |
|
|
4,015 |
|
|
|
132 |
|
Hammond Power Solutions Inc, Cl A |
|
|
199 |
|
|
|
19 |
|
Hemisphere Energy Corp |
|
|
35,000 |
|
|
|
47 |
|
High Liner Foods Inc |
|
|
3,000 |
|
|
|
30 |
|
Hudbay Minerals Inc |
|
|
4,474 |
|
|
|
37 |
|
Hydro One Ltd |
|
|
1,086 |
|
|
|
37 |
|
iA Financial Corp Inc |
|
|
1,718 |
|
|
|
132 |
|
InPlay Oil Corp, Cl Common Subs. Receipt |
|
|
5,300 |
|
|
|
9 |
|
Intact Financial Corp |
|
|
188 |
|
|
|
35 |
|
K-Bro Linen Inc |
|
|
400 |
|
|
|
11 |
|
Keyera Corp |
|
|
1,356 |
|
|
|
41 |
|
Kinross Gold Corp |
|
|
10,723 |
|
|
|
97 |
|
KITS Eyecare Ltd * |
|
|
4,400 |
|
|
|
36 |
|
Lassonde Industries Inc, Cl Common Subs. Receipt |
|
|
700 |
|
|
|
90 |
|
Lucero Energy Corp * |
|
|
226,000 |
|
|
|
87 |
|
Magellan Aerospace Corp |
|
|
1,500 |
|
|
|
11 |
|
Manulife Financial Corp |
|
|
9,527 |
|
|
|
263 |
|
Martinrea International Inc |
|
|
2,400 |
|
|
|
21 |
|
Melcor Developments Ltd |
|
|
2,800 |
|
|
|
26 |
|
National Bank of Canada |
|
|
1,304 |
|
|
|
120 |
|
Neo Performance Materials Inc |
|
|
9,400 |
|
|
|
58 |
|
Paramount Resources Ltd, Cl A |
|
|
700 |
|
|
|
14 |
|
Pembina Pipeline Corp |
|
|
1,993 |
|
|
|
80 |
|
PHX Energy Services Corp |
|
|
12,429 |
|
|
|
91 |
|
Polaris Renewable Energy Inc |
|
|
1,600 |
|
|
|
14 |
|
RB Global Inc |
|
|
377 |
|
|
|
32 |
|
Reitmans Canada Ltd, Cl A * |
|
|
11,814 |
|
|
|
22 |
|
Rubellite Energy Inc * |
|
|
8,700 |
|
|
|
16 |
|
Secure Energy Services Inc |
|
|
3,527 |
|
|
|
33 |
|
Shopify Inc, Cl A * |
|
|
651 |
|
|
|
48 |
|
Softchoice Corp |
|
|
5,400 |
|
|
|
82 |
|
Sprott Inc |
|
|
3,000 |
|
|
|
122 |
|
Stella-Jones Inc |
|
|
935 |
|
|
|
64 |
|
TC Energy Corp |
|
|
2,382 |
|
|
|
110 |
|
Thinkific Labs Inc * |
|
|
25,200 |
|
|
|
59 |
|
Thomson Reuters Corp |
|
|
1,333 |
|
|
|
228 |
|
Toromont Industries Ltd |
|
|
6,597 |
|
|
|
591 |
|
Toronto-Dominion Bank/The |
|
|
1,991 |
|
|
|
119 |
|
Total Energy Services Inc |
|
|
7,500 |
|
|
|
53 |
|
TransAlta Corp |
|
|
4,420 |
|
|
|
39 |
|
Westaim Corp/The * |
|
|
14,449 |
|
|
|
42 |
|
| |
|
|
|
|
|
|
8,172 |
|
| |
|
|
|
|
|
|
|
|
Chile — 0.0% |
Banco de Chile |
|
|
601,201 |
|
|
|
76 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
China — 3.6% |
Agricultural Bank of China Ltd, Cl H |
|
|
778,000 |
|
|
$ |
344 |
|
Alibaba Group Holding Ltd ADR |
|
|
787 |
|
|
|
66 |
|
Aluminum Corp of China Ltd, Cl H * |
|
|
52,000 |
|
|
|
33 |
|
Anker Innovations Technology Co Ltd, Cl A * |
|
|
3,510 |
|
|
|
31 |
|
ANTA Sports Products Ltd |
|
|
5,000 |
|
|
|
49 |
|
Anton Oilfield Services Group/Hong Kong |
|
|
492,000 |
|
|
|
33 |
|
APT Medical Inc, Cl A |
|
|
630 |
|
|
|
31 |
|
Autohome Inc, Cl A |
|
|
1,500 |
|
|
|
9 |
|
Baidu Inc, Cl A * |
|
|
3,200 |
|
|
|
34 |
|
Beijing Roborock Technology Co Ltd, Cl A |
|
|
984 |
|
|
|
31 |
|
Best Pacific International Holdings Ltd |
|
|
118,000 |
|
|
|
38 |
|
Bilibili Inc, Cl Z * |
|
|
1,800 |
|
|
|
26 |
|
Bosideng International Holdings Ltd |
|
|
60,000 |
|
|
|
29 |
|
BYD Co Ltd, Cl H |
|
|
1,000 |
|
|
|
31 |
|
BYD Electronic International Co Ltd |
|
|
7,500 |
|
|
|
28 |
|
Capital Securities Co Ltd, Cl A |
|
|
11,800 |
|
|
|
32 |
|
CGN Power Co Ltd, Cl H |
|
|
148,000 |
|
|
|
60 |
|
China Boqi Environmental Holding Co Ltd |
|
|
121,000 |
|
|
|
11 |
|
China Coal Energy Co Ltd, Cl H |
|
|
79,000 |
|
|
|
94 |
|
China Construction Bank Corp, Cl H * |
|
|
1,509,000 |
|
|
|
1,068 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H |
|
|
21,500 |
|
|
|
30 |
|
Dong-E-E-Jiao Co Ltd, Cl A |
|
|
5,600 |
|
|
|
39 |
|
Eastroc Beverage Group Co Ltd, Cl A * |
|
|
2,700 |
|
|
|
87 |
|
E-Star Commercial Management Co Ltd |
|
|
262,000 |
|
|
|
39 |
|
Homeland Interactive Technology Ltd |
|
|
54,000 |
|
|
|
8 |
|
HUTCHMED China Ltd * |
|
|
8,000 |
|
|
|
28 |
|
Industrial & Commercial Bank of China Ltd, Cl H * |
|
|
158,000 |
|
|
|
91 |
|
Inner Mongolia Furui Medical Science Co Ltd, Cl A * |
|
|
6,200 |
|
|
|
37 |
|
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A |
|
|
20,600 |
|
|
|
34 |
|
Innovent Biologics Inc * |
|
|
5,000 |
|
|
|
27 |
|
JD.com Inc, Cl A |
|
|
2,200 |
|
|
|
30 |
|
JOYY Inc ADR |
|
|
1,562 |
|
|
|
54 |
|
Ju Teng International Holdings Ltd * |
|
|
59,000 |
|
|
|
12 |
|
Kuaishou Technology, Cl B * |
|
|
45,700 |
|
|
|
236 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
400 |
|
|
|
81 |
|
Launch Tech Co Ltd, Cl H |
|
|
77,500 |
|
|
|
50 |
|
Lenovo Group Ltd |
|
|
286,000 |
|
|
|
352 |
|
LexinFintech Holdings Ltd ADR |
|
|
4,723 |
|
|
|
8 |
|
Linmon Media Ltd |
|
|
36,500 |
|
|
|
19 |
|
Luzhou Laojiao Co Ltd, Cl A |
|
|
1,600 |
|
|
|
27 |
|
Meituan, Cl B * |
|
|
4,500 |
|
|
|
68 |
|
Midea Group Co Ltd, Cl A |
|
|
3,200 |
|
|
|
29 |
|
Natural Food International Holding Ltd |
|
|
296,000 |
|
|
|
17 |
|
NetEase Inc |
|
|
1,200 |
|
|
|
20 |
|
New Hope Service Holdings Ltd |
|
|
73,000 |
|
|
|
17 |
|
New Oriental Education & Technology Group Inc ADR * |
|
|
344 |
|
|
|
21 |
|
Nongfu Spring Co Ltd, Cl H |
|
|
15,600 |
|
|
|
57 |
|
PDD Holdings Inc ADR * |
|
|
3,415 |
|
|
|
328 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Qifu Technology Inc ADR |
|
|
426 |
|
|
$ |
11 |
|
Shanghai Allist Pharmaceuticals Co Ltd, Cl A |
|
|
5,494 |
|
|
|
38 |
|
Shenguan Holdings Group Ltd |
|
|
1,030,572 |
|
|
|
37 |
|
Shenyang Xingqi Pharmaceutical Co Ltd, Cl A * |
|
|
2,700 |
|
|
|
33 |
|
Shenzhen SC New Energy Technology Corp, Cl A |
|
|
2,700 |
|
|
|
18 |
|
SITC International Holdings Co Ltd |
|
|
12,000 |
|
|
|
28 |
|
Tencent Holdings Ltd |
|
|
20,700 |
|
|
|
1,014 |
|
Tencent Music Entertainment Group ADR |
|
|
9,551 |
|
|
|
100 |
|
Tianjin Development Holdings Ltd |
|
|
39,427 |
|
|
|
9 |
|
TK Group Holdings Ltd |
|
|
26,374 |
|
|
|
6 |
|
Tongdao Liepin Group * |
|
|
38,600 |
|
|
|
10 |
|
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A * |
|
|
19,200 |
|
|
|
43 |
|
Trip.com Group Ltd * |
|
|
850 |
|
|
|
40 |
|
Vesync Co Ltd |
|
|
63,486 |
|
|
|
35 |
|
Vipshop Holdings Ltd ADR |
|
|
18,107 |
|
|
|
227 |
|
X Financial ADR |
|
|
3,785 |
|
|
|
19 |
|
Xiaomi Corp, Cl B * |
|
|
40,000 |
|
|
|
100 |
|
Xin Point Holdings Ltd |
|
|
31,000 |
|
|
|
14 |
|
Xinfengming Group Co Ltd, Cl A |
|
|
23,099 |
|
|
|
35 |
|
Xingye Alloy Materials Group Ltd * |
|
|
57,569 |
|
|
|
7 |
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
45,900 |
|
|
|
88 |
|
Zhejiang Akcome New Energy Technology Co Ltd * |
|
|
92,600 |
|
|
|
5 |
|
Zhejiang Wanfeng Auto Wheel Co Ltd, Cl A |
|
|
23,200 |
|
|
|
44 |
|
Zhongzhi Pharmaceutical Holdings Ltd |
|
|
69,000 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
5,893 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.0% |
Aris Mining Corp * |
|
|
9,000 |
|
|
|
41 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 3.1% |
ALK-Abello A/S * |
|
|
1,663 |
|
|
|
44 |
|
AP Moller - Maersk A/S, Cl B |
|
|
927 |
|
|
|
1,385 |
|
Coloplast A/S, Cl B |
|
|
4,381 |
|
|
|
598 |
|
Genmab A/S * |
|
|
88 |
|
|
|
24 |
|
MT Hoejgaard Holding A/S * |
|
|
349 |
|
|
|
11 |
|
NKT A/S * |
|
|
326 |
|
|
|
31 |
|
Novo Nordisk A/S ADR |
|
|
238 |
|
|
|
33 |
|
Novo Nordisk A/S, Cl B |
|
|
12,986 |
|
|
|
1,808 |
|
Novonesis (Novozymes) B, Cl B |
|
|
489 |
|
|
|
34 |
|
Pandora A/S |
|
|
4,124 |
|
|
|
723 |
|
ROCKWOOL A/S, Cl A |
|
|
943 |
|
|
|
406 |
|
ROCKWOOL A/S, Cl B |
|
|
129 |
|
|
|
56 |
|
Svitzer Group A/S * |
|
|
54 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
5,155 |
|
| |
|
|
|
|
|
|
|
|
Finland — 1.1% |
Cargotec Oyj, Cl B |
|
|
351 |
|
|
|
19 |
|
Consti Oyj |
|
|
934 |
|
|
|
11 |
|
Kemira Oyj |
|
|
1,344 |
|
|
|
33 |
|
Nokia Oyj |
|
|
350,000 |
|
|
|
1,541 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nordea Bank Abp |
|
|
7,475 |
|
|
$ |
88 |
|
Raisio Oyj, Cl V |
|
|
12,679 |
|
|
|
31 |
|
Wartsila OYJ Abp, Cl B |
|
|
2,143 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
1,770 |
|
| |
|
|
|
|
|
|
|
|
France — 4.8% |
BNP Paribas SA |
|
|
4,846 |
|
|
|
336 |
|
Caisse Regionale de Credit Agricole Mutuel Nord de France |
|
|
716 |
|
|
|
10 |
|
Carrefour SA |
|
|
75,000 |
|
|
|
1,210 |
|
Cie de Saint-Gobain SA |
|
|
1,292 |
|
|
|
113 |
|
Danone SA |
|
|
18,000 |
|
|
|
1,251 |
|
Dassault Aviation SA |
|
|
6,000 |
|
|
|
1,294 |
|
Dassault Systemes SE |
|
|
174 |
|
|
|
7 |
|
Legrand SA |
|
|
5,616 |
|
|
|
629 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
1,162 |
|
|
|
867 |
|
Pernod Ricard SA |
|
|
3,507 |
|
|
|
500 |
|
Publicis Groupe SA |
|
|
1,136 |
|
|
|
125 |
|
Quadient SA |
|
|
4 |
|
|
|
– |
|
Societe BIC SA |
|
|
15,887 |
|
|
|
1,076 |
|
SPIE SA |
|
|
438 |
|
|
|
18 |
|
Sword Group |
|
|
634 |
|
|
|
23 |
|
Vente-Unique.Com SA |
|
|
674 |
|
|
|
10 |
|
Veolia Environnement SA |
|
|
9,572 |
|
|
|
317 |
|
VIEL & Cie SA |
|
|
2,019 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
7,809 |
|
| |
|
|
|
|
|
|
|
|
Germany — 4.8% |
adidas AG |
|
|
666 |
|
|
|
171 |
|
AlzChem Group AG |
|
|
1,715 |
|
|
|
92 |
|
Bastei Luebbe AG |
|
|
2,568 |
|
|
|
28 |
|
Bayer AG |
|
|
40,000 |
|
|
|
1,234 |
|
Cewe Stiftung & Co KGAA |
|
|
400 |
|
|
|
45 |
|
Continental AG |
|
|
19,311 |
|
|
|
1,306 |
|
Covestro AG |
|
|
14,000 |
|
|
|
858 |
|
CTS Eventim AG & Co KGaA |
|
|
372 |
|
|
|
35 |
|
Deutsche Bank AG |
|
|
11,630 |
|
|
|
190 |
|
Deutsche Boerse AG |
|
|
310 |
|
|
|
70 |
|
DWS Group GmbH & Co KGaA |
|
|
1,207 |
|
|
|
47 |
|
E.ON SE |
|
|
6,535 |
|
|
|
93 |
|
Evonik Industries AG |
|
|
3,315 |
|
|
|
73 |
|
Heidelberg Materials AG |
|
|
2,278 |
|
|
|
241 |
|
Knorr-Bremse AG |
|
|
937 |
|
|
|
77 |
|
KSB SE & Co KGaA |
|
|
47 |
|
|
|
33 |
|
MBB SE |
|
|
719 |
|
|
|
82 |
|
Mercedes-Benz Group AG |
|
|
15,228 |
|
|
|
1,051 |
|
Merck KGaA |
|
|
439 |
|
|
|
85 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
555 |
|
|
|
301 |
|
Platform Group AG * |
|
|
735 |
|
|
|
7 |
|
Rational AG |
|
|
26 |
|
|
|
26 |
|
Rheinmetall AG |
|
|
103 |
|
|
|
62 |
|
SAP SE |
|
|
5,066 |
|
|
|
1,109 |
|
Scout24 SE |
|
|
7,192 |
|
|
|
550 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SUSS MicroTec SE |
|
|
984 |
|
|
$ |
63 |
|
Traton SE |
|
|
1,012 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
7,962 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.1% |
Eurobank Ergasias Services and Holdings SA |
|
|
11,925 |
|
|
|
27 |
|
National Bank of Greece SA |
|
|
5,253 |
|
|
|
46 |
|
Piraeus Port Authority SA |
|
|
1,814 |
|
|
|
54 |
|
StealthGas Inc * |
|
|
1,351 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
135 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.0% |
Millicom International Cellular SA * |
|
|
1,323 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 3.3% |
AIA Group Ltd |
|
|
215,000 |
|
|
|
1,528 |
|
Ajisen China Holdings Ltd |
|
|
417,000 |
|
|
|
47 |
|
Analogue Holdings Ltd |
|
|
39,789 |
|
|
|
5 |
|
Build King Holdings Ltd |
|
|
25,302 |
|
|
|
3 |
|
Dream International Ltd |
|
|
90,000 |
|
|
|
48 |
|
Hang Seng Bank Ltd |
|
|
4,700 |
|
|
|
57 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
17,200 |
|
|
|
530 |
|
Jacobson Pharma Corp Ltd |
|
|
126,000 |
|
|
|
10 |
|
Johnson Electric Holdings Ltd |
|
|
16,001 |
|
|
|
22 |
|
Lee's Pharmaceutical Holdings Ltd |
|
|
118,220 |
|
|
|
19 |
|
LH GROUP LTD |
|
|
56,000 |
|
|
|
3 |
|
Midland Holdings Ltd * |
|
|
445,994 |
|
|
|
41 |
|
Nameson Holdings Ltd |
|
|
448,000 |
|
|
|
39 |
|
New Times Corp Ltd * |
|
|
578,000 |
|
|
|
4 |
|
PAX Global Technology Ltd |
|
|
137,000 |
|
|
|
80 |
|
Perennial Energy Holdings Ltd |
|
|
374,436 |
|
|
|
55 |
|
Plover Bay Technologies Ltd |
|
|
152,000 |
|
|
|
76 |
|
Sitoy Group Holdings Ltd |
|
|
322,000 |
|
|
|
22 |
|
Smart-Core Holdings Ltd |
|
|
134,000 |
|
|
|
21 |
|
Solargiga Energy Holdings Ltd * |
|
|
260,000 |
|
|
|
3 |
|
Stella International Holdings Ltd |
|
|
34,500 |
|
|
|
65 |
|
Sundart Holdings Ltd * |
|
|
274,000 |
|
|
|
13 |
|
Swire Pacific Ltd, Cl A |
|
|
135,500 |
|
|
|
1,150 |
|
Techtronic Industries Co Ltd |
|
|
15,500 |
|
|
|
209 |
|
Texwinca Holdings Ltd |
|
|
629,257 |
|
|
|
71 |
|
Tian An China Investment Co Ltd |
|
|
14,000 |
|
|
|
7 |
|
Time Watch Investments Ltd |
|
|
263,233 |
|
|
|
14 |
|
VTech Holdings Ltd |
|
|
195,000 |
|
|
|
1,267 |
|
YTO International Express & Supply Chain Technology Ltd |
|
|
132,000 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
5,429 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.1% |
AutoWallis Nyrt * |
|
|
32,362 |
|
|
|
13 |
|
MOL Hungarian Oil & Gas PLC |
|
|
6,055 |
|
|
|
46 |
|
OTP Bank Nyrt |
|
|
712 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
96 |
|
| |
|
|
|
|
|
|
|
|
India — 2.5% |
ABB India Ltd |
|
|
342 |
|
|
|
32 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Adani Power Ltd * |
|
|
5,469 |
|
|
$ |
41 |
|
Alkem Laboratories Ltd |
|
|
421 |
|
|
|
31 |
|
Aurobindo Pharma Ltd |
|
|
3,356 |
|
|
|
63 |
|
Authum Investment & Infrastucture Ltd * |
|
|
1,308 |
|
|
|
26 |
|
Bajaj Auto Ltd |
|
|
344 |
|
|
|
45 |
|
Bengal & Assam Co Ltd |
|
|
346 |
|
|
|
41 |
|
Bharat Petroleum Corp Ltd |
|
|
22,302 |
|
|
|
95 |
|
Bharti Airtel Ltd |
|
|
1,859 |
|
|
|
35 |
|
CG Power & Industrial Solutions Ltd |
|
|
4,244 |
|
|
|
35 |
|
Coal India Ltd |
|
|
103,581 |
|
|
|
648 |
|
Colgate-Palmolive India Ltd |
|
|
4,386 |
|
|
|
190 |
|
DB Corp Ltd |
|
|
63,687 |
|
|
|
255 |
|
Dr Reddy's Laboratories Ltd |
|
|
1,938 |
|
|
|
163 |
|
Eco Recycling Ltd * |
|
|
4,660 |
|
|
|
58 |
|
Forbes & Co Ltd * |
|
|
242 |
|
|
|
2 |
|
Forbes Precision Tools & Machicne Parts |
|
|
2,152 |
|
|
|
9 |
|
Great Eastern Shipping Co Ltd/The |
|
|
2,091 |
|
|
|
33 |
|
Gulf Oil Lubricants India Ltd |
|
|
16,249 |
|
|
|
274 |
|
HDFC Bank Ltd ADR |
|
|
12,948 |
|
|
|
791 |
|
Hindustan Aeronautics Ltd |
|
|
4,757 |
|
|
|
265 |
|
ICICI Bank Ltd |
|
|
9,572 |
|
|
|
140 |
|
IIFL Securities Ltd |
|
|
43,051 |
|
|
|
142 |
|
Indraprastha Medical Corp Ltd |
|
|
15,048 |
|
|
|
71 |
|
Infosys Ltd |
|
|
1,830 |
|
|
|
42 |
|
InterGlobe Aviation Ltd * |
|
|
552 |
|
|
|
32 |
|
J Kumar Infraprojects Ltd |
|
|
3,373 |
|
|
|
34 |
|
Kotak Mahindra Bank Ltd |
|
|
3,242 |
|
|
|
69 |
|
Larsen & Toubro Ltd |
|
|
724 |
|
|
|
32 |
|
Mahindra & Mahindra Ltd |
|
|
888 |
|
|
|
30 |
|
MakeMyTrip Ltd * |
|
|
519 |
|
|
|
50 |
|
Oil India Ltd |
|
|
14,118 |
|
|
|
125 |
|
State Bank of India |
|
|
4,903 |
|
|
|
48 |
|
Trent Ltd |
|
|
792 |
|
|
|
68 |
|
United Spirits Ltd |
|
|
2,089 |
|
|
|
37 |
|
UNO Minda Ltd |
|
|
2,748 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
4,091 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.5% |
Adira Dinamika Multi Finance Tbk PT |
|
|
28,800 |
|
|
|
21 |
|
Akasha Wira International Tbk PT * |
|
|
24,200 |
|
|
|
15 |
|
Asahimas Flat Glass Tbk PT |
|
|
33,200 |
|
|
|
10 |
|
Asuransi Tugu Pratama Indonesia Tbk PT |
|
|
709,700 |
|
|
|
52 |
|
Bank Central Asia Tbk PT |
|
|
87,700 |
|
|
|
59 |
|
Bank OCBC Nisp Tbk PT |
|
|
220,300 |
|
|
|
19 |
|
Baramulti Suksessarana Tbk PT |
|
|
60,207 |
|
|
|
19 |
|
Barito Pacific Tbk PT |
|
|
387,719 |
|
|
|
29 |
|
BISI International Tbk PT |
|
|
370,703 |
|
|
|
37 |
|
Chandra Asri Pacific Tbk PT |
|
|
83,500 |
|
|
|
54 |
|
Cisadane Sawit Raya Tbk PT |
|
|
355,055 |
|
|
|
16 |
|
Elnusa Tbk PT |
|
|
4,519,600 |
|
|
|
140 |
|
Golden Energy Mines Tbk PT |
|
|
42,600 |
|
|
|
38 |
|
IMC Pelita Logistik TBK PT |
|
|
761,997 |
|
|
|
21 |
|
Japfa Comfeed Indonesia Tbk PT * |
|
|
551,583 |
|
|
|
57 |
|
Jasa Armada Indonesia Tbk PT |
|
|
995,800 |
|
|
|
17 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Jasuindo Tiga Perkasa Tbk |
|
|
1,130,200 |
|
|
$ |
20 |
|
Malindo Feedmill Tbk PT * |
|
|
474,100 |
|
|
|
25 |
|
Mitrabahtera Segara Sejati Tbk PT * |
|
|
337,947 |
|
|
|
22 |
|
Mitrabara Adiperdana Tbk PT |
|
|
34,214 |
|
|
|
8 |
|
Ramayana Lestari Sentosa Tbk PT |
|
|
336,300 |
|
|
|
9 |
|
Resource Alam Indonesia Tbk PT |
|
|
633,307 |
|
|
|
27 |
|
Salim Ivomas Pratama Tbk PT |
|
|
184,952 |
|
|
|
5 |
|
Samudera Indonesia Tbk PT |
|
|
616,066 |
|
|
|
14 |
|
Soechi Lines Tbk PT * |
|
|
3,302,800 |
|
|
|
38 |
|
Sunindo Pratama Tbk PT |
|
|
195,800 |
|
|
|
10 |
|
Uni-Charm Indonesia Tbk PT |
|
|
168,400 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
793 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 1.3% |
Accenture PLC, Cl A |
|
|
2,574 |
|
|
|
880 |
|
AerCap Holdings NV |
|
|
607 |
|
|
|
59 |
|
AIB Group PLC |
|
|
198,592 |
|
|
|
1,197 |
|
| |
|
|
|
|
|
|
2,136 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.5% |
Camtek Ltd/Israel |
|
|
603 |
|
|
|
55 |
|
Check Point Software Technologies Ltd * |
|
|
8,879 |
|
|
|
1,709 |
|
Nice Ltd ADR * |
|
|
810 |
|
|
|
141 |
|
Nova Ltd * |
|
|
252 |
|
|
|
56 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
2,025 |
|
|
|
38 |
|
Wix.com Ltd * |
|
|
3,263 |
|
|
|
544 |
|
| |
|
|
|
|
|
|
2,543 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.9% |
A2A SpA |
|
|
20,230 |
|
|
|
46 |
|
Banca Popolare di Sondrio SPA |
|
|
4,748 |
|
|
|
37 |
|
BPER Banca SPA |
|
|
8,380 |
|
|
|
47 |
|
Brunello Cucinelli SpA |
|
|
611 |
|
|
|
60 |
|
Enel SpA |
|
|
44,669 |
|
|
|
339 |
|
Ferrari NV |
|
|
244 |
|
|
|
121 |
|
Intesa Sanpaolo SpA |
|
|
259,681 |
|
|
|
1,082 |
|
Leonardo SpA |
|
|
13,274 |
|
|
|
337 |
|
Maire SpA |
|
|
7,444 |
|
|
|
65 |
|
Powersoft SpA |
|
|
4,500 |
|
|
|
73 |
|
PRADA SpA |
|
|
4,100 |
|
|
|
29 |
|
UniCredit SpA |
|
|
21,456 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
3,124 |
|
| |
|
|
|
|
|
|
|
|
Japan — 11.3% |
ABC-Mart Inc |
|
|
2,300 |
|
|
|
47 |
|
Ad-sol Nissin Corp |
|
|
1,200 |
|
|
|
15 |
|
Ainavo Holdings Co Ltd |
|
|
1,875 |
|
|
|
17 |
|
AlphaPolis Co Ltd * |
|
|
900 |
|
|
|
15 |
|
Anest Iwata Corp |
|
|
5,800 |
|
|
|
50 |
|
Asics Corp |
|
|
1,900 |
|
|
|
38 |
|
Atled Corp |
|
|
1,100 |
|
|
|
12 |
|
Avant Group Corp |
|
|
2,400 |
|
|
|
30 |
|
Brother Industries Ltd |
|
|
71,300 |
|
|
|
1,322 |
|
Business Brain Showa-Ota Inc |
|
|
3,300 |
|
|
|
44 |
|
Capcom Co Ltd |
|
|
492 |
|
|
|
11 |
|
Central Japan Railway Co |
|
|
8,100 |
|
|
|
188 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chugai Pharmaceutical Co Ltd |
|
|
1,100 |
|
|
$ |
56 |
|
CyberAgent Inc |
|
|
3,700 |
|
|
|
26 |
|
Dai-ichi Life Holdings Inc |
|
|
7,100 |
|
|
|
204 |
|
Daiichi Sankyo Co Ltd |
|
|
3,800 |
|
|
|
159 |
|
Daiwa Securities Group Inc |
|
|
19,300 |
|
|
|
142 |
|
Dentsu Group Inc |
|
|
42,300 |
|
|
|
1,301 |
|
Digital Arts Inc |
|
|
200 |
|
|
|
6 |
|
East Japan Railway Co |
|
|
9,100 |
|
|
|
175 |
|
Ebase Co Ltd |
|
|
2,300 |
|
|
|
10 |
|
en Japan Inc |
|
|
1,400 |
|
|
|
24 |
|
ENEOS Holdings Inc |
|
|
12,800 |
|
|
|
69 |
|
Enshu Truck Co Ltd |
|
|
600 |
|
|
|
10 |
|
F&M Co Ltd |
|
|
800 |
|
|
|
9 |
|
Fast Retailing Co Ltd |
|
|
400 |
|
|
|
128 |
|
Freund Corp |
|
|
1,700 |
|
|
|
9 |
|
FTGroup Co Ltd |
|
|
5,200 |
|
|
|
43 |
|
Fuji Furukawa Engineering & Construction Co Ltd |
|
|
400 |
|
|
|
17 |
|
Fujii Sangyo Corp |
|
|
600 |
|
|
|
10 |
|
Fujikura Ltd |
|
|
1,500 |
|
|
|
43 |
|
Fujitsu Ltd |
|
|
33,740 |
|
|
|
620 |
|
Furuno Electric Co Ltd |
|
|
1,300 |
|
|
|
16 |
|
Fuso Pharmaceutical Industries Ltd |
|
|
1,000 |
|
|
|
16 |
|
Goldwin Inc |
|
|
500 |
|
|
|
31 |
|
Hirose Electric Co Ltd |
|
|
300 |
|
|
|
39 |
|
Hirose Tusyo Inc |
|
|
900 |
|
|
|
25 |
|
Hitachi Ltd |
|
|
2,500 |
|
|
|
61 |
|
Hokkaido Gas Co Ltd |
|
|
1,000 |
|
|
|
22 |
|
Hokuriku Gas Co Ltd |
|
|
200 |
|
|
|
5 |
|
Hoya Corp |
|
|
5,100 |
|
|
|
721 |
|
Ichikoh Industries Ltd |
|
|
4,500 |
|
|
|
14 |
|
Idemitsu Kosan Co Ltd |
|
|
10,300 |
|
|
|
75 |
|
INFRONEER Holdings Inc |
|
|
3,600 |
|
|
|
30 |
|
Inpex Corp |
|
|
2,000 |
|
|
|
30 |
|
Invincible Investment Corp ‡ |
|
|
196 |
|
|
|
87 |
|
Japan Living Warranty Inc |
|
|
500 |
|
|
|
10 |
|
Jeol Ltd |
|
|
300 |
|
|
|
14 |
|
JFE Systems Inc |
|
|
500 |
|
|
|
10 |
|
Kamakura Shinsho Ltd |
|
|
2,200 |
|
|
|
6 |
|
Kanefusa Corp |
|
|
2,300 |
|
|
|
12 |
|
KDDI Corp |
|
|
3,200 |
|
|
|
108 |
|
Keio Corp |
|
|
2,200 |
|
|
|
54 |
|
Keisei Electric Railway Co Ltd |
|
|
1,300 |
|
|
|
41 |
|
Kewpie Corp |
|
|
2,800 |
|
|
|
72 |
|
Keyence Corp |
|
|
1,400 |
|
|
|
669 |
|
Kikkoman Corp |
|
|
2,300 |
|
|
|
26 |
|
Kimura Unity Co Ltd |
|
|
2,700 |
|
|
|
29 |
|
Kita-Nippon Bank Ltd/The |
|
|
1,200 |
|
|
|
21 |
|
Kobe Bussan Co Ltd |
|
|
1,200 |
|
|
|
35 |
|
Koito Manufacturing Co Ltd |
|
|
80,000 |
|
|
|
1,177 |
|
KOZO KEIKAKU ENGINEERING HOLDINGS Inc |
|
|
300 |
|
|
|
8 |
|
Kubota Corp |
|
|
8,100 |
|
|
|
113 |
|
Kuraray Co Ltd |
|
|
1,300 |
|
|
|
17 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kyoritsu Maintenance Co Ltd |
|
|
2,200 |
|
|
$ |
36 |
|
Kyowa Electronic Instruments Co Ltd |
|
|
9,800 |
|
|
|
28 |
|
Loginet Japan Co Ltd |
|
|
500 |
|
|
|
10 |
|
M3 Inc |
|
|
43,000 |
|
|
|
416 |
|
Matching Service Japan Co Ltd |
|
|
2,300 |
|
|
|
17 |
|
Mazda Motor Corp |
|
|
6,600 |
|
|
|
55 |
|
Mitsubishi Corp |
|
|
600 |
|
|
|
12 |
|
Mitsui & Co Ltd |
|
|
2,800 |
|
|
|
60 |
|
Mizuho Financial Group Inc |
|
|
1,600 |
|
|
|
33 |
|
MS&AD Insurance Group Holdings Inc |
|
|
11,400 |
|
|
|
262 |
|
Murakami Corp |
|
|
2,200 |
|
|
|
68 |
|
Murata Manufacturing Co Ltd |
|
|
1,500 |
|
|
|
31 |
|
Nagoya Railroad Co Ltd |
|
|
2,300 |
|
|
|
28 |
|
NEC Corp |
|
|
400 |
|
|
|
35 |
|
NEOJAPAN Inc |
|
|
3,400 |
|
|
|
43 |
|
Nicca Chemical Co Ltd |
|
|
1,500 |
|
|
|
13 |
|
Nice Corp |
|
|
1,700 |
|
|
|
22 |
|
Nichirei Corp |
|
|
3,900 |
|
|
|
117 |
|
NIDEC CORP |
|
|
1,200 |
|
|
|
49 |
|
Nihon Trim Co Ltd |
|
|
1,000 |
|
|
|
26 |
|
Nikon Corp |
|
|
108,700 |
|
|
|
1,164 |
|
Nippi Inc |
|
|
200 |
|
|
|
8 |
|
Nippon Sanso Holdings Corp |
|
|
1,000 |
|
|
|
34 |
|
Nippon Yusen KK |
|
|
1,000 |
|
|
|
36 |
|
Nissan Motor Co Ltd |
|
|
3,000 |
|
|
|
9 |
|
Nissan Tokyo Sales Holdings Co Ltd |
|
|
16,600 |
|
|
|
55 |
|
Nissui Corp |
|
|
7,100 |
|
|
|
45 |
|
NJS Co Ltd |
|
|
1,900 |
|
|
|
50 |
|
Nomura Research Institute Ltd |
|
|
1,200 |
|
|
|
41 |
|
OBIC Business Consultants Co Ltd |
|
|
1,800 |
|
|
|
88 |
|
Obic Co Ltd |
|
|
1,300 |
|
|
|
226 |
|
Ochi Holdings Co Ltd |
|
|
1,200 |
|
|
|
12 |
|
OIE Sangyo Co Ltd |
|
|
700 |
|
|
|
10 |
|
Onamba Co Ltd |
|
|
1,900 |
|
|
|
16 |
|
Optim Corp * |
|
|
4,600 |
|
|
|
20 |
|
Oracle Corp Japan |
|
|
900 |
|
|
|
81 |
|
Oro Co Ltd |
|
|
4,200 |
|
|
|
65 |
|
Otsuka Corp |
|
|
3,400 |
|
|
|
81 |
|
Otsuka Holdings Co Ltd |
|
|
1,800 |
|
|
|
106 |
|
Persol Holdings Co Ltd |
|
|
5,000 |
|
|
|
10 |
|
PR Times Corp * |
|
|
3,000 |
|
|
|
35 |
|
Recruit Holdings Co Ltd |
|
|
14,800 |
|
|
|
920 |
|
Resonac Holdings Corp |
|
|
1,300 |
|
|
|
32 |
|
Riken Technos Corp |
|
|
9,200 |
|
|
|
65 |
|
Sakata INX Corp |
|
|
3,100 |
|
|
|
36 |
|
Sanwa Holdings Corp |
|
|
5,100 |
|
|
|
116 |
|
Sapporo Holdings Ltd |
|
|
600 |
|
|
|
30 |
|
SCREEN Holdings Co Ltd |
|
|
2,400 |
|
|
|
180 |
|
SCSK Corp |
|
|
4,100 |
|
|
|
82 |
|
Sekisui House Ltd |
|
|
1,900 |
|
|
|
49 |
|
Sekisui Kasei Co Ltd |
|
|
6,800 |
|
|
|
20 |
|
Shimano Inc |
|
|
1,800 |
|
|
|
339 |
|
Shimojima Co Ltd |
|
|
4,200 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Skylark Holdings Co Ltd |
|
|
900 |
|
|
$ |
14 |
|
SMK Corp |
|
|
500 |
|
|
|
8 |
|
SMS Co Ltd |
|
|
34,100 |
|
|
|
514 |
|
Sompo Holdings Inc |
|
|
600 |
|
|
|
14 |
|
Sugi Holdings Co Ltd |
|
|
3,500 |
|
|
|
61 |
|
Sumitomo Electric Industries Ltd |
|
|
2,900 |
|
|
|
48 |
|
System Support Inc |
|
|
1,100 |
|
|
|
15 |
|
T&D Holdings Inc |
|
|
3,500 |
|
|
|
59 |
|
Takashimaya Co Ltd |
|
|
12,800 |
|
|
|
98 |
|
Tayca Corp |
|
|
34 |
|
|
|
– |
|
Terumo Corp |
|
|
7,600 |
|
|
|
140 |
|
TIS Inc |
|
|
6,400 |
|
|
|
160 |
|
Toei Animation Co Ltd |
|
|
19,100 |
|
|
|
410 |
|
Toell Co Ltd |
|
|
2,500 |
|
|
|
14 |
|
Toho Holdings Co Ltd |
|
|
1,600 |
|
|
|
53 |
|
Tohoku Electric Power Co Inc |
|
|
3,300 |
|
|
|
30 |
|
Tokio Marine Holdings Inc |
|
|
2,400 |
|
|
|
91 |
|
Tokyo Electron Ltd |
|
|
1,500 |
|
|
|
266 |
|
Tokyu Fudosan Holdings Corp |
|
|
20,700 |
|
|
|
148 |
|
Tonami Holdings Co Ltd |
|
|
600 |
|
|
|
26 |
|
Towa Bank Ltd/The |
|
|
10,000 |
|
|
|
43 |
|
Toyo Suisan Kaisha Ltd |
|
|
1,300 |
|
|
|
81 |
|
Toyokumo Inc |
|
|
1,200 |
|
|
|
17 |
|
Toyota Motor Corp |
|
|
13,200 |
|
|
|
250 |
|
Toyota Tsusho Corp |
|
|
1,200 |
|
|
|
23 |
|
Trend Micro Inc/Japan |
|
|
5,700 |
|
|
|
342 |
|
Trinity Industrial Corp |
|
|
3,700 |
|
|
|
27 |
|
Tsubakimoto Kogyo Co Ltd |
|
|
2,100 |
|
|
|
27 |
|
TYK Corp/Tokyo |
|
|
6,200 |
|
|
|
18 |
|
UBE Corp |
|
|
1,600 |
|
|
|
29 |
|
Ubicom Holdings Inc |
|
|
1,600 |
|
|
|
15 |
|
USS Co Ltd |
|
|
3,400 |
|
|
|
31 |
|
Wacom Co Ltd |
|
|
4,000 |
|
|
|
19 |
|
Wadakohsan Corp |
|
|
1,800 |
|
|
|
17 |
|
Yamaha Corp |
|
|
60,000 |
|
|
|
1,441 |
|
Yamaha Motor Co Ltd |
|
|
4,600 |
|
|
|
40 |
|
Yokogawa Electric Corp |
|
|
3,800 |
|
|
|
107 |
|
ZIGExN Co Ltd |
|
|
3,100 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
18,611 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.7% |
Birkenstock Holding Plc * |
|
|
1,341 |
|
|
|
67 |
|
SES SA, Cl A * |
|
|
210,000 |
|
|
|
1,132 |
|
| |
|
|
|
|
|
|
1,199 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.7% |
MGM China Holdings Ltd |
|
|
19,200 |
|
|
|
26 |
|
Sands China Ltd * |
|
|
600,000 |
|
|
|
1,095 |
|
Wynn Macau Ltd |
|
|
26,000 |
|
|
|
18 |
|
| |
|
|
|
|
|
|
1,139 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 1.0% |
Aeon Co M Bhd |
|
|
314,800 |
|
|
|
105 |
|
Allianz Malaysia Bhd |
|
|
13,700 |
|
|
|
65 |
|
Amway Malaysia Holdings Bhd |
|
|
16,000 |
|
|
|
25 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bursa Malaysia Bhd |
|
|
15,200 |
|
|
$ |
33 |
|
CB Industrial Product Holding Bhd |
|
|
160,100 |
|
|
|
50 |
|
CCK Consolidated Holdings BHD |
|
|
357,700 |
|
|
|
139 |
|
Chin Well Holdings BHD |
|
|
93,700 |
|
|
|
22 |
|
CIMB Group Holdings Bhd |
|
|
33,000 |
|
|
|
63 |
|
Dayang Enterprise Holdings Bhd |
|
|
211,000 |
|
|
|
127 |
|
Deleum Bhd |
|
|
201,400 |
|
|
|
67 |
|
Dialog Group Bhd |
|
|
163,300 |
|
|
|
89 |
|
Favelle Favco Bhd |
|
|
25,000 |
|
|
|
11 |
|
Gas Malaysia Bhd |
|
|
75,400 |
|
|
|
64 |
|
Innoprise Plantations BHD |
|
|
53,500 |
|
|
|
19 |
|
Kawan Food Bhd |
|
|
105,800 |
|
|
|
41 |
|
Keck Seng Malaysia Bhd |
|
|
10,500 |
|
|
|
14 |
|
Kim Loong Resources Bhd |
|
|
164,100 |
|
|
|
91 |
|
LBS Bina Group Bhd |
|
|
186,900 |
|
|
|
27 |
|
Mah Sing Group Bhd |
|
|
301,700 |
|
|
|
114 |
|
Malayan Flour Mills Bhd |
|
|
200,400 |
|
|
|
34 |
|
MISC Bhd |
|
|
38,200 |
|
|
|
74 |
|
MKH Bhd |
|
|
99,700 |
|
|
|
30 |
|
MKH Oil Palm East Kalimantan Bhd |
|
|
14,243 |
|
|
|
2 |
|
MNRB Holdings Bhd |
|
|
24,400 |
|
|
|
12 |
|
My EG Services Bhd |
|
|
135,300 |
|
|
|
28 |
|
Mynews Holdings Bhd |
|
|
94,700 |
|
|
|
13 |
|
Oriental Food Industries Holdings BHD |
|
|
38,100 |
|
|
|
15 |
|
Panasonic Manufacturing Malaysia BHD |
|
|
20,000 |
|
|
|
93 |
|
Paramount Corp Bhd |
|
|
95,200 |
|
|
|
24 |
|
Petra Energy Bhd |
|
|
53,700 |
|
|
|
18 |
|
Petron Malaysia Refining & Marketing Bhd |
|
|
32,400 |
|
|
|
33 |
|
Sunway Bhd |
|
|
38,000 |
|
|
|
36 |
|
Tambun Indah Land Bhd |
|
|
93,800 |
|
|
|
21 |
|
YTL Power International Bhd |
|
|
75,900 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
1,667 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.1% |
Grupo Comercial Chedraui SA de CV |
|
|
3,900 |
|
|
|
30 |
|
Southern Copper Corp |
|
|
1,045 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
136 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 3.4% |
ABN AMRO Bank NV |
|
|
16,981 |
|
|
|
291 |
|
Argenx SE ADR * |
|
|
76 |
|
|
|
39 |
|
ASM International NV |
|
|
39 |
|
|
|
26 |
|
ASML Holding NV |
|
|
840 |
|
|
|
755 |
|
Flow Traders Ltd |
|
|
70,000 |
|
|
|
1,353 |
|
Fugro NV |
|
|
1,548 |
|
|
|
39 |
|
IMCD NV |
|
|
3,407 |
|
|
|
557 |
|
ING Groep NV |
|
|
37,073 |
|
|
|
673 |
|
Koninklijke BAM Groep NV |
|
|
7,256 |
|
|
|
30 |
|
Koninklijke KPN NV |
|
|
60,830 |
|
|
|
249 |
|
Koninklijke Vopak NV |
|
|
995 |
|
|
|
46 |
|
NN Group NV |
|
|
5,320 |
|
|
|
261 |
|
Universal Music Group NV |
|
|
21,258 |
|
|
|
556 |
|
Wolters Kluwer NV |
|
|
3,795 |
|
|
|
648 |
|
| |
|
|
|
|
|
|
5,523 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
New Zealand — 0.1% |
Briscoe Group Ltd |
|
|
10,569 |
|
|
$ |
29 |
|
Eroad Ltd * |
|
|
13,692 |
|
|
|
11 |
|
Meridian Energy Ltd |
|
|
8,463 |
|
|
|
34 |
|
Steel & Tube Holdings Ltd |
|
|
43,347 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
101 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.6% |
AutoStore Holdings Ltd * |
|
|
96,946 |
|
|
|
103 |
|
Elopak ASA |
|
|
24,387 |
|
|
|
99 |
|
Gjensidige Forsikring ASA |
|
|
27,008 |
|
|
|
479 |
|
Kongsberg Gruppen ASA |
|
|
806 |
|
|
|
85 |
|
Odfjell SE, Cl A |
|
|
4,342 |
|
|
|
61 |
|
Reach Subsea ASA |
|
|
55,919 |
|
|
|
41 |
|
Selvaag Bolig ASA |
|
|
4,132 |
|
|
|
14 |
|
Wallenius Wilhelmsen ASA, Cl B |
|
|
3,671 |
|
|
|
38 |
|
Wilh Wilhelmsen Holding ASA, Cl B |
|
|
1,027 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
959 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.0% |
Delta Djakarta Tbk PT |
|
|
34,500 |
|
|
|
5 |
|
San Miguel Food and Beverage Inc |
|
|
15,780 |
|
|
|
15 |
|
SM Investments Corp |
|
|
2,090 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
53 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.4% |
AB SA |
|
|
3,132 |
|
|
|
79 |
|
Alior Bank SA |
|
|
1,500 |
|
|
|
40 |
|
Amica SA |
|
|
721 |
|
|
|
12 |
|
Arctic Paper SA |
|
|
13,089 |
|
|
|
69 |
|
Bank Polska Kasa Opieki SA |
|
|
862 |
|
|
|
35 |
|
Budimex SA |
|
|
178 |
|
|
|
28 |
|
Comp SA * |
|
|
524 |
|
|
|
16 |
|
Grupa Kety SA |
|
|
94 |
|
|
|
19 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
7,567 |
|
|
|
113 |
|
Rainbow Tours SA |
|
|
4,113 |
|
|
|
113 |
|
Stalprodukt SA * |
|
|
672 |
|
|
|
41 |
|
Sygnity * |
|
|
550 |
|
|
|
9 |
|
Toya SA * |
|
|
24,097 |
|
|
|
48 |
|
VRG SA |
|
|
2,427 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
624 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.0% |
Banco Comercial Portugues SA, Cl R |
|
|
46,746 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.3% |
Ooredoo QPSC |
|
|
146,969 |
|
|
|
445 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Exillon Energy PLC * |
|
|
4,819 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.1% |
Co for Cooperative Insurance/The |
|
|
2,151 |
|
|
|
91 |
|
Saudi Chemical Co Holding |
|
|
18,901 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
151 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Singapore — 0.7% |
Boustead Singapore Ltd |
|
|
35,165 |
|
|
$ |
27 |
|
BRC Asia Ltd |
|
|
77,500 |
|
|
|
135 |
|
Centurion Corp Ltd |
|
|
101,500 |
|
|
|
56 |
|
China Aviation Oil Singapore Corp Ltd |
|
|
18,900 |
|
|
|
13 |
|
Credit Bureau Asia Ltd |
|
|
23,400 |
|
|
|
16 |
|
DBS Group Holdings Ltd |
|
|
9,110 |
|
|
|
254 |
|
Grab Holdings Ltd, Cl A * |
|
|
8,597 |
|
|
|
28 |
|
HRnetgroup Ltd |
|
|
29,400 |
|
|
|
16 |
|
IGG Inc * |
|
|
62,000 |
|
|
|
26 |
|
Japfa Ltd |
|
|
168,800 |
|
|
|
45 |
|
Keppel DC REIT ‡ |
|
|
45,500 |
|
|
|
74 |
|
OM Holdings Ltd |
|
|
93,414 |
|
|
|
24 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
11,000 |
|
|
|
123 |
|
Pacific Century Regional Developments Ltd |
|
|
23,100 |
|
|
|
6 |
|
Sea Ltd ADR * |
|
|
718 |
|
|
|
56 |
|
Sing Investments & Finance Ltd |
|
|
32,550 |
|
|
|
25 |
|
Singapore Airlines Ltd |
|
|
12,200 |
|
|
|
59 |
|
Singapore Exchange Ltd |
|
|
6,000 |
|
|
|
50 |
|
Singapore Telecommunications Ltd |
|
|
18,400 |
|
|
|
44 |
|
Wee Hur Holdings Ltd |
|
|
145,700 |
|
|
|
25 |
|
| |
|
|
|
|
|
|
1,102 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 2.2% |
Altron Ltd, Cl A |
|
|
6,201 |
|
|
|
6 |
|
Anglo American PLC |
|
|
43,000 |
|
|
|
1,255 |
|
Capitec Bank Holdings Ltd |
|
|
206 |
|
|
|
34 |
|
Clicks Group Ltd |
|
|
46,621 |
|
|
|
981 |
|
Combined Motor Holdings Ltd |
|
|
8,771 |
|
|
|
17 |
|
Karooooo Ltd |
|
|
688 |
|
|
|
26 |
|
Premier Group Ltd |
|
|
3,801 |
|
|
|
16 |
|
Tiger Brands Ltd |
|
|
100,000 |
|
|
|
1,327 |
|
| |
|
|
|
|
|
|
3,662 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 4.2% |
Celltrion Inc |
|
|
202 |
|
|
|
31 |
|
CROWNHAITAI Holdings Co Ltd |
|
|
4,330 |
|
|
|
19 |
|
Dongwon F&B Co Ltd |
|
|
4,550 |
|
|
|
115 |
|
Eusu Holdings Co Ltd |
|
|
11,089 |
|
|
|
44 |
|
Hana Financial Group Inc |
|
|
5,877 |
|
|
|
272 |
|
Hanmi Semiconductor Co Ltd |
|
|
422 |
|
|
|
36 |
|
Hansol Holdings Co Ltd |
|
|
7,879 |
|
|
|
15 |
|
HD Hyundai Electric Co Ltd |
|
|
157 |
|
|
|
36 |
|
Heungkuk Fire & Marine Insurance Co Ltd * |
|
|
3,930 |
|
|
|
11 |
|
HLB Inc * |
|
|
640 |
|
|
|
43 |
|
Hyundai Motor Co |
|
|
256 |
|
|
|
49 |
|
KB Financial Group Inc |
|
|
406 |
|
|
|
26 |
|
Kia Corp |
|
|
1,244 |
|
|
|
99 |
|
KT&G Corp |
|
|
17,000 |
|
|
|
1,377 |
|
Kukbo Design Co Ltd |
|
|
1,270 |
|
|
|
16 |
|
LG Corp |
|
|
20,000 |
|
|
|
1,186 |
|
LG H&H Co Ltd |
|
|
4,905 |
|
|
|
1,302 |
|
LigaChem Biosciences Inc * |
|
|
646 |
|
|
|
47 |
|
Maeil Holdings Co Ltd |
|
|
9,522 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MegaStudy Co Ltd |
|
|
4,696 |
|
|
$ |
40 |
|
Miwon Chemicals Co Ltd |
|
|
184 |
|
|
|
11 |
|
Muhak Co Ltd |
|
|
5,967 |
|
|
|
27 |
|
Multicampus Co Ltd |
|
|
1,160 |
|
|
|
26 |
|
NICE Holdings Co Ltd |
|
|
2,655 |
|
|
|
22 |
|
Samsung Electronics Co Ltd |
|
|
25,115 |
|
|
|
1,397 |
|
SeAH Holdings Corp |
|
|
33 |
|
|
|
2 |
|
SGC E&C Co Ltd |
|
|
907 |
|
|
|
11 |
|
Shinhan Financial Group Co Ltd |
|
|
3,434 |
|
|
|
144 |
|
Shinsegae Food Co Ltd |
|
|
626 |
|
|
|
17 |
|
SK Hynix Inc |
|
|
947 |
|
|
|
123 |
|
SNT Holdings Co Ltd |
|
|
1,440 |
|
|
|
24 |
|
WiSoL Co Ltd |
|
|
5,409 |
|
|
|
26 |
|
Woori Financial Group Inc |
|
|
14,675 |
|
|
|
176 |
|
| |
|
|
|
|
|
|
6,830 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.6% |
ACS Actividades de Construccion y Servicios SA |
|
|
929 |
|
|
|
42 |
|
Banco Santander SA |
|
|
87,232 |
|
|
|
434 |
|
Bankinter SA |
|
|
3,477 |
|
|
|
31 |
|
CaixaBank SA |
|
|
22,744 |
|
|
|
138 |
|
Grupo Empresarial San Jose SA |
|
|
10,474 |
|
|
|
50 |
|
Iberdrola SA |
|
|
10,096 |
|
|
|
143 |
|
Industria de Diseno Textil SA |
|
|
30,282 |
|
|
|
1,642 |
|
Naturgy Energy Group SA * |
|
|
4,206 |
|
|
|
107 |
|
| |
|
|
|
|
|
|
2,587 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.9% |
AAK AB |
|
|
2,207 |
|
|
|
68 |
|
Alfa Laval AB |
|
|
919 |
|
|
|
41 |
|
Arla Plast AB |
|
|
2,194 |
|
|
|
11 |
|
Assa Abloy AB, Cl B |
|
|
24,602 |
|
|
|
795 |
|
Atlas Copco AB, Cl A |
|
|
13,501 |
|
|
|
245 |
|
Castellum AB |
|
|
1,638 |
|
|
|
23 |
|
Enea AB * |
|
|
2,484 |
|
|
|
22 |
|
Fastighets AB Balder, Cl B * |
|
|
9,409 |
|
|
|
74 |
|
FM Mattsson AB, Cl B |
|
|
67 |
|
|
|
– |
|
Hexagon AB, Cl B |
|
|
47,313 |
|
|
|
485 |
|
ITAB Shop Concept AB |
|
|
55,846 |
|
|
|
146 |
|
Mycronic AB |
|
|
972 |
|
|
|
36 |
|
Prevas AB, Cl B |
|
|
1,124 |
|
|
|
15 |
|
Proact IT Group AB |
|
|
4,524 |
|
|
|
69 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
5,837 |
|
|
|
90 |
|
Skanska AB, Cl B |
|
|
3,667 |
|
|
|
74 |
|
Telefonaktiebolaget LM Ericsson ADR |
|
|
46,769 |
|
|
|
349 |
|
Trelleborg AB, Cl B |
|
|
809 |
|
|
|
32 |
|
Volvo AB, Cl B |
|
|
20,977 |
|
|
|
558 |
|
| |
|
|
|
|
|
|
3,133 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 4.6% |
ABB Ltd |
|
|
22,078 |
|
|
|
1,265 |
|
Accelleron Industries AG |
|
|
1,498 |
|
|
|
78 |
|
Belimo Holding AG |
|
|
118 |
|
|
|
79 |
|
Cicor Technologies Ltd |
|
|
331 |
|
|
|
20 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Givaudan SA |
|
|
88 |
|
|
$ |
452 |
|
Klingelnberg AG |
|
|
428 |
|
|
|
8 |
|
Logitech International SA |
|
|
8,673 |
|
|
|
785 |
|
Mikron Holding AG |
|
|
1,086 |
|
|
|
24 |
|
Novartis AG |
|
|
3,882 |
|
|
|
467 |
|
On Holding AG, Cl A * |
|
|
721 |
|
|
|
34 |
|
Partners Group Holding AG |
|
|
702 |
|
|
|
1,010 |
|
Phoenix Mecano AG |
|
|
35 |
|
|
|
18 |
|
Sandoz Group AG |
|
|
131 |
|
|
|
6 |
|
Schindler Holding AG |
|
|
389 |
|
|
|
108 |
|
Sika AG |
|
|
1,802 |
|
|
|
578 |
|
Swatch Group AG/The |
|
|
5,400 |
|
|
|
1,132 |
|
Swissquote Group Holding SA |
|
|
180 |
|
|
|
64 |
|
UBS Group AG |
|
|
27,147 |
|
|
|
831 |
|
VAT Group AG |
|
|
1,173 |
|
|
|
605 |
|
Ypsomed Holding AG |
|
|
74 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
7,600 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 4.3% |
104 Corp |
|
|
9,000 |
|
|
|
65 |
|
Asia Tech Image Inc |
|
|
43,000 |
|
|
|
111 |
|
ASROCK Inc |
|
|
5,000 |
|
|
|
32 |
|
Asustek Computer Inc |
|
|
35,000 |
|
|
|
588 |
|
Chicony Electronics Co Ltd |
|
|
7,000 |
|
|
|
35 |
|
Compal Electronics Inc |
|
|
18,000 |
|
|
|
19 |
|
CviLux Corp |
|
|
37,000 |
|
|
|
78 |
|
Ennoconn Corp |
|
|
14,000 |
|
|
|
130 |
|
Eva Airways Corp |
|
|
33,000 |
|
|
|
36 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
20,200 |
|
|
|
119 |
|
Everlight Electronics Co Ltd |
|
|
30,000 |
|
|
|
74 |
|
Far EasTone Telecommunications Co Ltd |
|
|
67,000 |
|
|
|
190 |
|
Fortune Electric Co Ltd |
|
|
2,200 |
|
|
|
46 |
|
General Plastic Industrial Co Ltd |
|
|
34,000 |
|
|
|
39 |
|
Genesis Technology Inc/Taiwan |
|
|
1,001 |
|
|
|
2 |
|
Global Lighting Technologies Inc |
|
|
11,000 |
|
|
|
21 |
|
Goldsun Building Materials Co Ltd |
|
|
28,000 |
|
|
|
48 |
|
Hon Hai Precision Industry Co Ltd |
|
|
16,000 |
|
|
|
92 |
|
IBF Financial Holdings Co Ltd |
|
|
130,427 |
|
|
|
64 |
|
Insyde Software Corp |
|
|
21,600 |
|
|
|
295 |
|
International Games System Co Ltd |
|
|
2,000 |
|
|
|
49 |
|
KGI Financial Holding Co Ltd |
|
|
105,000 |
|
|
|
53 |
|
Lida Holdings Ltd |
|
|
13,000 |
|
|
|
11 |
|
Lotes Co Ltd |
|
|
6,000 |
|
|
|
287 |
|
Makalot Industrial Co Ltd |
|
|
3,000 |
|
|
|
36 |
|
MediaTek Inc |
|
|
18,000 |
|
|
|
698 |
|
Novatek Microelectronics Corp |
|
|
21,000 |
|
|
|
355 |
|
Powertech Technology Inc |
|
|
8,000 |
|
|
|
36 |
|
Radiant Opto-Electronics Corp |
|
|
6,000 |
|
|
|
37 |
|
Realtek Semiconductor Corp |
|
|
23,000 |
|
|
|
385 |
|
Rich Honour International Designs Co Ltd |
|
|
20,000 |
|
|
|
52 |
|
San Fang Chemical Industry Co Ltd |
|
|
17,000 |
|
|
|
18 |
|
Shih Her Technologies Inc |
|
|
15,000 |
|
|
|
50 |
|
Sonix Technology Co Ltd |
|
|
9,000 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
50,000 |
|
|
$ |
1,475 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
5,846 |
|
|
|
1,004 |
|
Tofu Restaurant Co Ltd |
|
|
6,000 |
|
|
|
48 |
|
Uni-President Enterprises Corp |
|
|
19,000 |
|
|
|
49 |
|
Univacco Technology Inc |
|
|
26,000 |
|
|
|
48 |
|
Wah Hong Industrial Corp |
|
|
22,000 |
|
|
|
24 |
|
Wan Hai Lines Ltd |
|
|
13,000 |
|
|
|
34 |
|
Well Shin Technology Co Ltd |
|
|
38,000 |
|
|
|
84 |
|
WT Microelectronics Co Ltd |
|
|
11,000 |
|
|
|
41 |
|
X-Legend Entertainment Co Ltd |
|
|
9,000 |
|
|
|
31 |
|
Ya Horng Electronic Co Ltd |
|
|
11,000 |
|
|
|
21 |
|
Yuen Foong Yu Consumer Products Co Ltd |
|
|
11,000 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
7,040 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.2% |
Bangkok Dusit Medical Services PCL NVDR |
|
|
67,300 |
|
|
|
55 |
|
Central Pattana PCL NVDR |
|
|
20,600 |
|
|
|
36 |
|
Kang Yong Electric PCL |
|
|
1,100 |
|
|
|
9 |
|
Ladprao General Hospital PCL |
|
|
22,200 |
|
|
|
3 |
|
Lanna Resources PCL |
|
|
228,300 |
|
|
|
117 |
|
Lanna Resources PCL NVDR |
|
|
121,100 |
|
|
|
62 |
|
Precise Corp PCL NVDR |
|
|
195,200 |
|
|
|
16 |
|
Thai Oil PCL NVDR |
|
|
1,962 |
|
|
|
3 |
|
Thai Wah PCL NVDR |
|
|
16,600 |
|
|
|
2 |
|
Thantawan Industry PCL |
|
|
8,900 |
|
|
|
7 |
|
Valeura Energy Inc * |
|
|
17,600 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
377 |
|
| |
|
|
|
|
|
|
|
|
Türkiye — 0.0% |
BIM Birlesik Magazalar AS |
|
|
1,629 |
|
|
|
26 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
11,995 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.2% |
Abu Dhabi Islamic Bank PJSC |
|
|
11,272 |
|
|
|
39 |
|
Abu Dhabi National Insurance Co PSC |
|
|
6,055 |
|
|
|
10 |
|
ADNOC Drilling Co PJSC |
|
|
57,649 |
|
|
|
69 |
|
Emaar Properties PJSC |
|
|
22,199 |
|
|
|
51 |
|
Emirates NBD Bank PJSC |
|
|
31,212 |
|
|
|
167 |
|
Orascom Construction PLC |
|
|
15,067 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
417 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 8.6% |
Barclays PLC |
|
|
470,000 |
|
|
|
1,422 |
|
Barclays PLC ADR |
|
|
37,845 |
|
|
|
461 |
|
Burberry Group PLC |
|
|
122,000 |
|
|
|
1,073 |
|
Centrica PLC |
|
|
14,532 |
|
|
|
25 |
|
Costain Group PLC |
|
|
104,879 |
|
|
|
143 |
|
Diageo PLC |
|
|
20,416 |
|
|
|
667 |
|
Diploma PLC |
|
|
8,715 |
|
|
|
514 |
|
Halma PLC |
|
|
29,808 |
|
|
|
1,026 |
|
Hargreaves Services PLC |
|
|
5,863 |
|
|
|
45 |
|
Imperial Brands PLC |
|
|
55,000 |
|
|
|
1,580 |
|
Investec PLC |
|
|
72,074 |
|
|
|
550 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ITV PLC |
|
|
1,333,564 |
|
|
$ |
1,406 |
|
London Stock Exchange Group PLC |
|
|
7,333 |
|
|
|
990 |
|
Mears Group PLC |
|
|
59,243 |
|
|
|
297 |
|
Morgan Sindall Group PLC |
|
|
2,919 |
|
|
|
115 |
|
NatWest Group PLC |
|
|
76,682 |
|
|
|
350 |
|
Norcros PLC |
|
|
9,930 |
|
|
|
30 |
|
Odfjell Technology Ltd |
|
|
8,162 |
|
|
|
42 |
|
Reckitt Benckiser Group PLC |
|
|
23,000 |
|
|
|
1,324 |
|
RELX PLC |
|
|
19,558 |
|
|
|
910 |
|
Severfield PLC |
|
|
54,302 |
|
|
|
59 |
|
Tatton Asset Management PLC |
|
|
2,276 |
|
|
|
21 |
|
TORM PLC, Cl A |
|
|
767 |
|
|
|
28 |
|
WPP PLC |
|
|
110,000 |
|
|
|
1,054 |
|
XPS Pensions Group PLC |
|
|
2,585 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
14,142 |
|
| |
|
|
|
|
|
|
|
|
United States — 7.8% |
Alcon Inc |
|
|
2,327 |
|
|
|
226 |
|
Aon PLC, Cl A |
|
|
3,251 |
|
|
|
1,117 |
|
BP PLC |
|
|
200,000 |
|
|
|
1,133 |
|
BRP Inc |
|
|
6,189 |
|
|
|
449 |
|
CyberArk Software Ltd * |
|
|
856 |
|
|
|
245 |
|
Envista Holdings Corp * |
|
|
70,000 |
|
|
|
1,278 |
|
Experian PLC |
|
|
17,391 |
|
|
|
846 |
|
Harley-Davidson Inc |
|
|
30,166 |
|
|
|
1,129 |
|
Holcim AG |
|
|
264 |
|
|
|
25 |
|
James Hardie Industries PLC * |
|
|
6,057 |
|
|
|
226 |
|
JBS S/A |
|
|
10,000 |
|
|
|
61 |
|
Molson Coors Canada Inc, Cl B |
|
|
600 |
|
|
|
32 |
|
Monday.com Ltd * |
|
|
834 |
|
|
|
222 |
|
Roche Holding AG |
|
|
4,362 |
|
|
|
1,477 |
|
Sanofi SA |
|
|
11,500 |
|
|
|
1,288 |
|
Signify NV |
|
|
47,833 |
|
|
|
1,178 |
|
Spotify Technology SA * |
|
|
1,872 |
|
|
|
642 |
|
Titan Cement International SA |
|
|
1,868 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Western Union Co/The |
|
|
89,464 |
|
|
$ |
1,092 |
|
| |
|
|
|
|
|
|
12,733 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $137,260) ($ Thousands) |
|
|
|
|
|
|
154,703 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.3% |
Brazil — 0.1% |
Banco Mercantil do Brasil SA (B) |
|
|
1,400 |
|
|
|
9 |
|
Cia Energetica de Minas Gerais (B) |
|
|
25,900 |
|
|
|
53 |
|
Itau Unibanco Holding SA (B) |
|
|
15,300 |
|
|
|
99 |
|
Petroleo Brasileiro SA (B) |
|
|
1,700 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
173 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.2% |
Henkel AG & Co KGaA (B) |
|
|
17,096 |
|
|
|
1,566 |
|
Sartorius AG (B) |
|
|
1,569 |
|
|
|
433 |
|
| |
|
|
|
|
|
|
1,999 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $2,169) ($ Thousands) |
|
|
|
|
|
|
2,172 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.1% |
United States — 0.1% |
iShares Core MSCI EAFE ETF |
|
|
882 |
|
|
|
68 |
|
iShares MSCI Emerging Markets ETF |
|
|
659 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $97) ($ Thousands) |
|
|
|
|
|
|
97 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
4,095,350 |
|
|
|
4,095 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,095) ($ Thousands) |
|
|
|
|
|
|
4,095 |
|
Total Investments in Securities — 98.1% |
|
|
|
|
|
|
|
|
(Cost $143,621) ($ Thousands) |
|
$ |
161,067 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
20 |
|
|
|
Sep-2024 |
|
|
$ |
1,068 |
|
|
$ |
1,100 |
|
|
$ |
13 |
|
FTSE 100 Index |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
754 |
|
|
|
771 |
|
|
|
9 |
|
Hang Seng Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
453 |
|
|
|
461 |
|
|
|
8 |
|
S&P TSX 60 Index |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
612 |
|
|
|
625 |
|
|
|
6 |
|
SPI 200 Index |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
795 |
|
|
|
819 |
|
|
|
15 |
|
TOPIX Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
704 |
|
|
|
746 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
4,386 |
|
|
$ |
4,522 |
|
|
$ |
88 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
A list of the open OTC swap agreement held by the Fund at August 31, 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 |
|
|
|
(181 |
) |
|
$ |
(112 |
) |
|
$ |
– |
|
|
$ |
(112 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(112 |
) |
|
$ |
– |
|
|
$ |
(112 |
) |
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of August 31, 2024:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
5,965 |
|
NOVARTIS AG |
|
$ |
629 |
|
|
$ |
75 |
|
|
|
348.1 |
% |
| |
|
475 |
|
ASML Holding N.V. New York Registry Shar |
|
|
500 |
|
|
|
(82 |
) |
|
|
276.8 |
|
| |
|
28,800 |
|
JAPAN POST HOLDINGS CO LTD |
|
|
269 |
|
|
|
5 |
|
|
|
149.0 |
|
| |
|
6,327 |
|
HALMA PLC |
|
|
219 |
|
|
|
(6 |
) |
|
|
121.4 |
|
| |
|
5,880 |
|
SHELL PLC |
|
|
203 |
|
|
|
1 |
|
|
|
112.5 |
|
| |
|
1,182 |
|
ASTRAZENECA PLC |
|
|
186 |
|
|
|
17 |
|
|
|
103.1 |
|
| |
|
3,785 |
|
RELX PLC |
|
|
171 |
|
|
|
1 |
|
|
|
94.8 |
|
| |
|
1,473 |
|
LOBLAW COS LTD |
|
|
167 |
|
|
|
21 |
|
|
|
92.6 |
|
| |
|
10,491 |
|
ENGIE SA |
|
|
167 |
|
|
|
16 |
|
|
|
92.4 |
|
| |
|
5,700 |
|
PAN PACIFIC INTERNATIONAL HOLDINGS CORP |
|
|
134 |
|
|
|
8 |
|
|
|
74.1 |
|
| |
|
2,813 |
|
EXPERIAN PLC |
|
|
132 |
|
|
|
2 |
|
|
|
72.9 |
|
| |
|
3,890 |
|
IMMOFIN ANLAGE |
|
|
125 |
|
|
|
10 |
|
|
|
69.3 |
|
| |
|
49,666 |
|
LONDONMETRIC PROPERTY PLC |
|
|
122 |
|
|
|
10 |
|
|
|
67.4 |
|
| |
|
29,934 |
|
NATWEST GROUP PLC |
|
|
122 |
|
|
|
14 |
|
|
|
67.3 |
|
| |
|
20,043 |
|
ROLLS-ROYCE HOLDINGS PLC |
|
|
117 |
|
|
|
11 |
|
|
|
65.0 |
|
| |
|
13,236 |
|
HSBC HOLDINGS PLC |
|
|
115 |
|
|
|
- |
|
|
|
63.5 |
|
| |
|
1,143 |
|
EURONEXT NV |
|
|
109 |
|
|
|
10 |
|
|
|
60.5 |
|
| |
|
19,109 |
|
GLENCORE PLC |
|
|
108 |
|
|
|
(8 |
) |
|
|
59.7 |
|
| |
|
5,293 |
|
GSK PLC |
|
|
107 |
|
|
|
6 |
|
|
|
59.5 |
|
| |
|
2,764 |
|
3I GROUP PLC |
|
|
107 |
|
|
|
7 |
|
|
|
59.2 |
|
| |
|
896 |
|
NEXT PLC |
|
|
103 |
|
|
|
16 |
|
|
|
56.9 |
|
| |
|
131,200 |
|
YTL CORPORATION |
|
|
102 |
|
|
|
(17 |
) |
|
|
56.3 |
|
| |
|
4,300 |
|
HITACHI LTD |
|
|
91 |
|
|
|
13 |
|
|
|
50.5 |
|
| |
|
23,898 |
|
MARKS & SPENCER GROUP PLC |
|
|
90 |
|
|
|
16 |
|
|
|
49.7 |
|
| |
|
641 |
|
GTT |
|
|
86 |
|
|
|
11 |
|
|
|
47.7 |
|
| |
|
8,269 |
|
VIVENDI |
|
|
84 |
|
|
|
6 |
|
|
|
46.7 |
|
| |
|
2,073 |
|
ACCOR SA |
|
|
83 |
|
|
|
2 |
|
|
|
45.9 |
|
| |
|
1,093 |
|
COCA-COLA EUROPACIFIC PARTNERS |
|
|
81 |
|
|
|
5 |
|
|
|
45.1 |
|
| |
|
5,552 |
|
MEDIOBANCA |
|
|
81 |
|
|
|
11 |
|
|
|
44.9 |
|
| |
|
1,800 |
|
KAO CORP |
|
|
81 |
|
|
|
- |
|
|
|
44.8 |
|
| |
|
777 |
|
INTERCONTINENTAL HOTELS GROU |
|
|
80 |
|
|
|
(4 |
) |
|
|
44.4 |
|
| |
|
915 |
|
COMPAGNIE DE SAINT GOBAIN |
|
|
76 |
|
|
|
3 |
|
|
|
41.8 |
|
| |
|
1,130 |
|
AMUNDI SA |
|
|
74 |
|
|
|
9 |
|
|
|
40.9 |
|
| |
|
37,909 |
|
TRITAX BIG BOX REIT PLC |
|
|
74 |
|
|
|
6 |
|
|
|
40.8 |
|
| |
|
14,900 |
|
TORAY INDUSTRIES INC |
|
|
69 |
|
|
|
6 |
|
|
|
38.2 |
|
| |
|
307 |
|
SAFRAN SA |
|
|
67 |
|
|
|
- |
|
|
|
37.2 |
|
| |
|
1,277 |
|
DIPLOMA PLC |
|
|
67 |
|
|
|
6 |
|
|
|
37.0 |
|
| |
|
1,393 |
|
CRITEO SA |
|
|
66 |
|
|
|
(1 |
) |
|
|
36.6 |
|
| |
|
619 |
|
PUBLICIS |
|
|
66 |
|
|
|
3 |
|
|
|
36.3 |
|
| |
|
23,904 |
|
BARCLAYS PLC |
|
|
62 |
|
|
|
9 |
|
|
|
34.4 |
|
| |
|
1,100 |
|
TDK CORP |
|
|
62 |
|
|
|
11 |
|
|
|
34.2 |
|
| |
|
15,709 |
|
TESCO PLC |
|
|
61 |
|
|
|
10 |
|
|
|
33.9 |
|
| |
|
2,419 |
|
IMPERIAL BRANDS PLC |
|
|
61 |
|
|
|
7 |
|
|
|
33.9 |
|
| |
|
3,279 |
|
MONDI PLC |
|
|
61 |
|
|
|
2 |
|
|
|
33.6 |
|
| |
|
242 |
|
SCHNEIDER SA |
|
|
59 |
|
|
|
2 |
|
|
|
32.5 |
|
| |
|
4,958 |
|
UNITE GROUP PLC/THE |
|
|
57 |
|
|
|
5 |
|
|
|
31.4 |
|
| |
|
1,600 |
|
ASAHI GROUP HOLDINGS LTD |
|
|
57 |
|
|
|
3 |
|
|
|
31.4 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
177 |
|
ICON PLC |
|
$ |
56 |
|
|
$ |
- |
|
|
|
31.0 |
% |
| |
|
5,210 |
|
AUTO TRADER GROUP PLC |
|
|
54 |
|
|
|
4 |
|
|
|
30.0 |
|
| |
|
620 |
|
KINGSPAN GROUP |
|
|
54 |
|
|
|
(1 |
) |
|
|
29.8 |
|
| |
|
3,343 |
|
VISTRY GROUP PLC |
|
|
52 |
|
|
|
7 |
|
|
|
28.5 |
|
| |
|
23,456 |
|
SERCO GROUP PLC |
|
|
50 |
|
|
|
3 |
|
|
|
27.8 |
|
| |
|
1,040 |
|
COVIVIO |
|
|
50 |
|
|
|
7 |
|
|
|
27.6 |
|
| |
|
639 |
|
UNIBAIL-RODAMCO-WESTFIELD |
|
|
48 |
|
|
|
2 |
|
|
|
26.8 |
|
| |
|
1,232 |
|
LA FRAN DJ |
|
|
47 |
|
|
|
3 |
|
|
|
26.0 |
|
| |
|
1,592 |
|
RUBIS ET CIE |
|
|
46 |
|
|
|
4 |
|
|
|
25.5 |
|
| |
|
1,508 |
|
COMPASS GROUP PLC |
|
|
46 |
|
|
|
2 |
|
|
|
25.3 |
|
| |
|
9,595 |
|
INTERNATIONAL DISTRIBUTION SER |
|
|
43 |
|
|
|
- |
|
|
|
23.6 |
|
| |
|
500 |
|
SONY GROUP CORP |
|
|
42 |
|
|
|
23 |
|
|
|
23.4 |
|
| |
|
1,000 |
|
CHUGAI PHARMACEUTICAL CO LTD |
|
|
42 |
|
|
|
8 |
|
|
|
23.3 |
|
| |
|
18 |
|
HERMES INTL |
|
|
41 |
|
|
|
2 |
|
|
|
22.7 |
|
| |
|
2,907 |
|
CREDIT AGRICOLE |
|
|
40 |
|
|
|
4 |
|
|
|
22.4 |
|
| |
|
6,040 |
|
BABCOCK INTL GROUP PLC |
|
|
40 |
|
|
|
- |
|
|
|
22.4 |
|
| |
|
1,173 |
|
COCA-COLA HBC AG-DI |
|
|
40 |
|
|
|
3 |
|
|
|
22.1 |
|
| |
|
309 |
|
IPSEN |
|
|
40 |
|
|
|
(5 |
) |
|
|
22.1 |
|
| |
|
2,143 |
|
CARNIVAL ADR |
|
|
36 |
|
|
|
(4 |
) |
|
|
19.7 |
|
| |
|
24,581 |
|
CENTAMIN PLC |
|
|
35 |
|
|
|
5 |
|
|
|
19.6 |
|
| |
|
4,763 |
|
DARKTRACE PLC |
|
|
35 |
|
|
|
1 |
|
|
|
19.2 |
|
| |
|
1,099 |
|
KLEPIERRE |
|
|
31 |
|
|
|
2 |
|
|
|
17.3 |
|
| |
|
966 |
|
ASSOCIATED BRITISH FOODS PLC |
|
|
31 |
|
|
|
1 |
|
|
|
17.1 |
|
| |
|
13,369 |
|
EMERALD RESOURCES NL |
|
|
31 |
|
|
|
5 |
|
|
|
17.1 |
|
| |
|
4,473 |
|
FRESNILLO PLC |
|
|
31 |
|
|
|
1 |
|
|
|
17.1 |
|
| |
|
374 |
|
LEG IMMOBILIEN SE |
|
|
30 |
|
|
|
6 |
|
|
|
16.6 |
|
| |
|
18,970 |
|
QUILTER PLC |
|
|
29 |
|
|
|
5 |
|
|
|
16.3 |
|
| |
|
1,141 |
|
ANTOFAGASTA PLC |
|
|
29 |
|
|
|
(4 |
) |
|
|
16.3 |
|
| |
|
13,970 |
|
INTL CONSOLIDATED AIRLINE-DI |
|
|
29 |
|
|
|
4 |
|
|
|
16.2 |
|
| |
|
449 |
|
BNP PARIBAS |
|
|
29 |
|
|
|
3 |
|
|
|
15.9 |
|
| |
|
1,933 |
|
BIG YELLOW GROUP PLC |
|
|
29 |
|
|
|
3 |
|
|
|
15.9 |
|
| |
|
253 |
|
NEXANS |
|
|
28 |
|
|
|
4 |
|
|
|
15.5 |
|
| |
|
5,087 |
|
AIB GROUP |
|
|
27 |
|
|
|
3 |
|
|
|
14.8 |
|
| |
|
1,255 |
|
BAE SYSTEMS PLC |
|
|
21 |
|
|
|
(1 |
) |
|
|
11.8 |
|
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of August 31, 2024:
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(2,215 |
) |
CGI INC |
|
$ |
(221 |
) |
|
$ |
(24 |
) |
|
|
(122.5 |
)% |
| |
|
(16,018 |
) |
BRAMBLES LTD |
|
|
(155 |
) |
|
|
(41 |
) |
|
|
(85.8 |
) |
| |
|
(14,326 |
) |
HEXAGON B |
|
|
(147 |
) |
|
|
1 |
|
|
|
(81.5 |
) |
| |
|
(12,800 |
) |
KYOCERA CORP |
|
|
(147 |
) |
|
|
(8 |
) |
|
|
(81.3 |
) |
| |
|
(4,200 |
) |
AGC INC |
|
|
(138 |
) |
|
|
6 |
|
|
|
(76.7 |
) |
| |
|
(16,400 |
) |
THE CHIBA BANK LTD |
|
|
(136 |
) |
|
|
(2 |
) |
|
|
(75.1 |
) |
| |
|
(1,619 |
) |
BK OF MONTREAL |
|
|
(135 |
) |
|
|
1 |
|
|
|
(74.9 |
) |
| |
|
(4,015 |
) |
EMERA INC |
|
|
(133 |
) |
|
|
(17 |
) |
|
|
(73.8 |
) |
| |
|
(3,873 |
) |
SEVERN TRENT PLC |
|
|
(125 |
) |
|
|
(5 |
) |
|
|
(69.0 |
) |
| |
|
(3,400 |
) |
SUNTORY BEVERAGE FOOD LTD |
|
|
(122 |
) |
|
|
(1 |
) |
|
|
(67.8 |
) |
| |
|
(1,025 |
) |
SPIRAX GROUP PLC |
|
|
(110 |
) |
|
|
9 |
|
|
|
(61.1 |
) |
| |
|
(8,686 |
) |
BURBERRY GROUP PLC |
|
|
(109 |
) |
|
|
30 |
|
|
|
(60.1 |
) |
| |
|
(1,087 |
) |
CDN TIRE CP A |
|
|
(108 |
) |
|
|
(16 |
) |
|
|
(59.5 |
) |
| |
|
(933 |
) |
CANADIAN NATIONAL RAILWAY |
|
|
(106 |
) |
|
|
(3 |
) |
|
|
(58.9 |
) |
| |
|
(2,157 |
) |
ASR NEDERLND AIW |
|
|
(101 |
) |
|
|
(5 |
) |
|
|
(56.2 |
) |
| |
|
(11,700 |
) |
RICOH CO LTD |
|
|
(101 |
) |
|
|
(19 |
) |
|
|
(55.7 |
) |
| |
|
(10,758 |
) |
KINNEVIK B |
|
|
(95 |
) |
|
|
10 |
|
|
|
(52.3 |
) |
| |
|
(3,900 |
) |
TOTO LTD |
|
|
(91 |
) |
|
|
(43 |
) |
|
|
(50.3 |
) |
| |
|
(14,300 |
) |
ASAHI KASEI CORP |
|
|
(90 |
) |
|
|
(9 |
) |
|
|
(50.1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(3,143 |
) |
VALMET OYJ |
|
$ |
(87 |
) |
|
$ |
(2 |
) |
|
|
(47.9 |
)% |
| |
|
(1,951 |
) |
QIAGEN NV |
|
|
(85 |
) |
|
|
(2 |
) |
|
|
(47.2 |
) |
| |
|
(1,873 |
) |
INTERPUMP GROUP |
|
|
(82 |
) |
|
|
1 |
|
|
|
(45.5 |
) |
| |
|
(5,100 |
) |
ELECTRIC POWER DEVELOPMENT CO LTD |
|
|
(81 |
) |
|
|
(4 |
) |
|
|
(44.8 |
) |
| |
|
(21,854 |
) |
IGO LTD |
|
|
(80 |
) |
|
|
(2 |
) |
|
|
(44.2 |
) |
| |
|
(423 |
) |
BOYD GROUP SERVICES INC |
|
|
(80 |
) |
|
|
11 |
|
|
|
(44.1 |
) |
| |
|
(4,253 |
) |
SIG GROUP AG |
|
|
(79 |
) |
|
|
(9 |
) |
|
|
(43.9 |
) |
| |
|
(2,400 |
) |
MITSUBISHI LOGISTICS CORP |
|
|
(78 |
) |
|
|
(4 |
) |
|
|
(43.5 |
) |
| |
|
(24,145 |
) |
STOCKLAND |
|
|
(78 |
) |
|
|
(4 |
) |
|
|
(43.1 |
) |
| |
|
(1,172 |
) |
DCC PLC |
|
|
(77 |
) |
|
|
(5 |
) |
|
|
(42.7 |
) |
| |
|
(16,077 |
) |
SCHRODERS PLC |
|
|
(75 |
) |
|
|
3 |
|
|
|
(41.7 |
) |
| |
|
(1,500 |
) |
TOKYO SEIMITSU CO LTD |
|
|
(72 |
) |
|
|
(12 |
) |
|
|
(40.0 |
) |
| |
|
(7,600 |
) |
SG HOLDINGS CO LTD |
|
|
(70 |
) |
|
|
(11 |
) |
|
|
(39.0 |
) |
| |
|
(5,000 |
) |
ROHM CO LTD |
|
|
(67 |
) |
|
|
6 |
|
|
|
(37.2 |
) |
| |
|
(6,500 |
) |
VENTURE CORPORATION LTD |
|
|
(67 |
) |
|
|
(3 |
) |
|
|
(36.9 |
) |
| |
|
(1,800 |
) |
ZENKOKU HOSHO CO LTD |
|
|
(65 |
) |
|
|
(7 |
) |
|
|
(35.8 |
) |
| |
|
(7,129 |
) |
TATE & LYLE PLC |
|
|
(61 |
) |
|
|
(3 |
) |
|
|
(33.6 |
) |
| |
|
(383 |
) |
BKW SA |
|
|
(61 |
) |
|
|
(10 |
) |
|
|
(33.5 |
) |
| |
|
(22,000 |
) |
WHARF REIC |
|
|
(58 |
) |
|
|
(7 |
) |
|
|
(32.3 |
) |
| |
|
(6,500 |
) |
KS HOLDINGS CORP |
|
|
(58 |
) |
|
|
(11 |
) |
|
|
(32.1 |
) |
| |
|
(3,900 |
) |
SUMCO CORP |
|
|
(58 |
) |
|
|
14 |
|
|
|
(32.1 |
) |
| |
|
(6,718 |
) |
CHARTER HALL GROUP |
|
|
(57 |
) |
|
|
(9 |
) |
|
|
(31.6 |
) |
| |
|
(2,608 |
) |
SAPUTO GP |
|
|
(56 |
) |
|
|
(1 |
) |
|
|
(30.9 |
) |
| |
|
(1,900 |
) |
NH FOODS LTD |
|
|
(56 |
) |
|
|
(14 |
) |
|
|
(30.9 |
) |
| |
|
(1,948 |
) |
YARA INTERNAT |
|
|
(55 |
) |
|
|
(1 |
) |
|
|
(30.2 |
) |
| |
|
(76,708 |
) |
FRASERS LOGISTICS AND COMMERCIAL |
|
|
(54 |
) |
|
|
(9 |
) |
|
|
(30.0 |
) |
| |
|
(1,900 |
) |
SUMITOMO METAL MINING CO LTD |
|
|
(54 |
) |
|
|
1 |
|
|
|
(29.8 |
) |
| |
|
(54,000 |
) |
NEW WORLD DEV |
|
|
(54 |
) |
|
|
(1 |
) |
|
|
(29.7 |
) |
| |
|
(4,900 |
) |
HASEKO CORP |
|
|
(53 |
) |
|
|
(7 |
) |
|
|
(29.4 |
) |
| |
|
(50,000 |
) |
XINYI GLASS |
|
|
(52 |
) |
|
|
8 |
|
|
|
(28.9 |
) |
| |
|
(1,100 |
) |
NIPPON EXPRESS HOLDINGS INC |
|
|
(52 |
) |
|
|
(4 |
) |
|
|
(28.9 |
) |
| |
|
(14,219 |
) |
LENDLEASE GROUP |
|
|
(51 |
) |
|
|
(14 |
) |
|
|
(28.4 |
) |
| |
|
(16,174 |
) |
ATLAS ARTERIA |
|
|
(50 |
) |
|
|
(5 |
) |
|
|
(27.8 |
) |
| |
|
(7,200 |
) |
HAZAMA ANDO CORP |
|
|
(50 |
) |
|
|
(6 |
) |
|
|
(27.6 |
) |
| |
|
(3,800 |
) |
USHIO INC |
|
|
(49 |
) |
|
|
(4 |
) |
|
|
(27.2 |
) |
| |
|
(20,667 |
) |
METCASH LTD |
|
|
(49 |
) |
|
|
(2 |
) |
|
|
(27.1 |
) |
| |
|
(4,600 |
) |
LIXIL CORP |
|
|
(48 |
) |
|
|
(5 |
) |
|
|
(26.8 |
) |
| |
|
(25,465 |
) |
TAYLOR WIMPEY PLC |
|
|
(48 |
) |
|
|
(5 |
) |
|
|
(26.6 |
) |
| |
|
(18,014 |
) |
SPARK NEW ZEALAND LTD |
|
|
(47 |
) |
|
|
7 |
|
|
|
(26.2 |
) |
| |
|
(228 |
) |
SWATCH GROUP I |
|
|
(47 |
) |
|
|
- |
|
|
|
(26.1 |
) |
| |
|
(968 |
) |
HUGO BOSS N |
|
|
(45 |
) |
|
|
6 |
|
|
|
(25.2 |
) |
| |
|
(7,100 |
) |
CITIZEN WATCH CO LTD |
|
|
(45 |
) |
|
|
- |
|
|
|
(25.0 |
) |
| |
|
(3,012 |
) |
INDIVIOR PLC |
|
|
(44 |
) |
|
|
7 |
|
|
|
(24.1 |
) |
| |
|
(1,974 |
) |
FLUIDRA S.A. |
|
|
(43 |
) |
|
|
(5 |
) |
|
|
(24.0 |
) |
| |
|
(5,571 |
) |
HUSQVARNA B |
|
|
(43 |
) |
|
|
6 |
|
|
|
(23.7 |
) |
| |
|
(6,767 |
) |
ELEKTA B |
|
|
(42 |
) |
|
|
(3 |
) |
|
|
(23.5 |
) |
| |
|
(7,333 |
) |
ALGONQUIN PWR & UTILS CORP |
|
|
(42 |
) |
|
|
3 |
|
|
|
(23.5 |
) |
| |
|
(1,500 |
) |
HAMAMATSU PHOTONICS KK |
|
|
(42 |
) |
|
|
3 |
|
|
|
(23.4 |
) |
| |
|
(7,387 |
) |
B&M EUROPEAN VALUE RETAIL SA |
|
|
(42 |
) |
|
|
- |
|
|
|
(23.3 |
) |
| |
|
(614 |
) |
FISCHER N |
|
|
(42 |
) |
|
|
(6 |
) |
|
|
(23.2 |
) |
| |
|
(3,000 |
) |
ONO PHARMACEUTICAL CO LTD |
|
|
(41 |
) |
|
|
(3 |
) |
|
|
(22.5 |
) |
| |
|
(826 |
) |
RANDSTAD NV |
|
|
(40 |
) |
|
|
1 |
|
|
|
(22.3 |
) |
| |
|
(3,221 |
) |
TOMRA SYSTEMS |
|
|
(40 |
) |
|
|
(9 |
) |
|
|
(22.2 |
) |
| |
|
(2,713 |
) |
SEEK LTD |
|
|
(40 |
) |
|
|
(2 |
) |
|
|
(22.1 |
) |
| |
|
(3,833 |
) |
DAVIDE CAMPARI-MILANO NV |
|
|
(39 |
) |
|
|
5 |
|
|
|
(21.7 |
) |
| |
|
(5,930 |
) |
SUPERIOR PLUS CORP |
|
|
(39 |
) |
|
|
5 |
|
|
|
(21.6 |
) |
| |
|
(6,108 |
) |
RENTOKIL INITIAL PLC |
|
|
(39 |
) |
|
|
- |
|
|
|
(21.4 |
) |
| |
|
(3,459 |
) |
BREMBO N.V. |
|
|
(38 |
) |
|
|
(1 |
) |
|
|
(21.2 |
) |
| |
|
(1,660 |
) |
EMPIRE CO CL A |
|
|
(38 |
) |
|
|
(8 |
) |
|
|
(21.2 |
) |
| |
|
(3,679 |
) |
INFRASTRUTTURE WIRELESS ITALIANE SPA (IT |
|
|
(38 |
) |
|
|
(5 |
) |
|
|
(21.1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
% |
| |
|
(48,600 |
) |
SUNTEC REIT |
|
$ |
(38 |
) |
|
$ |
(8 |
) |
|
|
(21.1 |
)% |
| |
|
(2,600 |
) |
JFE HOLDINGS INC |
|
|
(37 |
) |
|
|
2 |
|
|
|
(20.6 |
) |
| |
|
(2,487 |
) |
MEDIPAL HOLDINGS CORP |
|
|
(37 |
) |
|
|
(6 |
) |
|
|
(20.5 |
) |
| |
|
(4,779 |
) |
PENNON GROUP PLC |
|
|
(36 |
) |
|
|
(2 |
) |
|
|
(20.1 |
) |
| |
|
(1,200 |
) |
KONINKLIJKE AHOLD DELHAIZE NV |
|
|
(36 |
) |
|
|
(5 |
) |
|
|
(20.0 |
) |
| |
|
(1,091 |
) |
DIAGEO PLC |
|
|
(36 |
) |
|
|
- |
|
|
|
(19.9 |
) |
| |
|
(855 |
) |
PUMA SE |
|
|
(35 |
) |
|
|
(1 |
) |
|
|
(19.6 |
) |
| |
|
(303 |
) |
ALTEN |
|
|
(35 |
) |
|
|
1 |
|
|
|
(19.6 |
) |
| |
|
(63 |
) |
SWISSCOM N |
|
|
(35 |
) |
|
|
(4 |
) |
|
|
(19.4 |
) |
| |
|
(4,200 |
) |
LION CORP |
|
|
(34 |
) |
|
|
(9 |
) |
|
|
(18.8 |
) |
| |
|
(2,277 |
) |
UMICORE |
|
|
(34 |
) |
|
|
5 |
|
|
|
(18.8 |
) |
| |
|
(1,400 |
) |
HITACHI CONST MACH CO LTD |
|
|
(34 |
) |
|
|
- |
|
|
|
(18.7 |
) |
| |
|
(37,200 |
) |
MAPLETREE PAN ASIA COMMERCIAL |
|
|
(34 |
) |
|
|
(5 |
) |
|
|
(18.6 |
) |
| |
|
(394 |
) |
REMY COINTREAU |
|
|
(34 |
) |
|
|
1 |
|
|
|
(18.6 |
) |
| |
|
(203 |
) |
BE SEMICOND IND |
|
|
(33 |
) |
|
|
8 |
|
|
|
(18.5 |
) |
| |
|
(599 |
) |
FLSMIDTH & CO. |
|
|
(32 |
) |
|
|
2 |
|
|
|
(17.8 |
) |
| |
|
(9,900 |
) |
HK LAND HOLDINGS |
|
|
(32 |
) |
|
|
(5 |
) |
|
|
(17.7 |
) |
| |
|
(300 |
) |
NITORI HOLDINGS CO LTD |
|
|
(32 |
) |
|
|
(12 |
) |
|
|
(17.6 |
) |
| |
|
(1,762 |
) |
KESKO OYJ B |
|
|
(32 |
) |
|
|
(4 |
) |
|
|
(17.5 |
) |
| |
|
(7,960 |
) |
ILUKA RESOURCES LTD |
|
|
(32 |
) |
|
|
(1 |
) |
|
|
(17.5 |
) |
| |
|
(2,003 |
) |
WH SMITH PLC |
|
|
(31 |
) |
|
|
(2 |
) |
|
|
(17.4 |
) |
| |
|
(115,000 |
) |
PACIFIC BASIN |
|
|
(31 |
) |
|
|
- |
|
|
|
(17.3 |
) |
| |
|
(401 |
) |
SYENSQO SA |
|
|
(31 |
) |
|
|
(2 |
) |
|
|
(17.2 |
) |
| |
|
(94 |
) |
TECAN HLD N |
|
|
(31 |
) |
|
|
(1 |
) |
|
|
(17.2 |
) |
| |
|
(1,606 |
) |
PRAIRIESKY ROYAL |
|
|
(31 |
) |
|
|
(2 |
) |
|
|
(17.1 |
) |
| |
|
(3,336 |
) |
WPP PLC |
|
|
(31 |
) |
|
|
(1 |
) |
|
|
(17.1 |
) |
| |
|
(527 |
) |
JULIUS BAER N |
|
|
(31 |
) |
|
|
- |
|
|
|
(17.0 |
) |
| |
|
(970 |
) |
ATS CORP |
|
|
(31 |
) |
|
|
5 |
|
|
|
(17.0 |
) |
| |
|
(569 |
) |
SYDBANK |
|
|
(31 |
) |
|
|
2 |
|
|
|
(16.9 |
) |
| |
|
(719 |
) |
SEADRILL LIMITED |
|
|
(30 |
) |
|
|
- |
|
|
|
(16.9 |
) |
| |
|
(1,200 |
) |
SBI HOLDINGS INC |
|
|
(30 |
) |
|
|
1 |
|
|
|
(16.6 |
) |
| |
|
(4,325 |
) |
PHOENIX GROUP HOLDINGS PLC |
|
|
(30 |
) |
|
|
(2 |
) |
|
|
(16.5 |
) |
| |
|
(838 |
) |
SPECTRIS PLC |
|
|
(29 |
) |
|
|
(3 |
) |
|
|
(16.3 |
) |
| |
|
(900 |
) |
OMRON CORP |
|
|
(29 |
) |
|
|
(7 |
) |
|
|
(16.2 |
) |
| |
|
(237 |
) |
COLOPLAST B |
|
|
(29 |
) |
|
|
(3 |
) |
|
|
(16.1 |
) |
| |
|
(624 |
) |
BK NOVA SCOTIA |
|
|
(29 |
) |
|
|
(2 |
) |
|
|
(16.0 |
) |
| |
|
(4,100 |
) |
HAKUHODO DY HOLDINGS INC |
|
|
(28 |
) |
|
|
(6 |
) |
|
|
(15.7 |
) |
| |
|
(509 |
) |
ALIMENT COUC A |
|
|
(28 |
) |
|
|
- |
|
|
|
(15.7 |
) |
| |
|
(25,300 |
) |
BUD APAC |
|
|
(28 |
) |
|
|
- |
|
|
|
(15.7 |
) |
| |
|
(92 |
) |
SONOVA H AG ORD |
|
|
(28 |
) |
|
|
(3 |
) |
|
|
(15.5 |
) |
| |
|
(833 |
) |
BROOKFIELD INFRASTRUCTURE-A |
|
|
(28 |
) |
|
|
(6 |
) |
|
|
(15.4 |
) |
| |
|
(1,300 |
) |
SUMITOMO HEAVY IND LTD |
|
|
(28 |
) |
|
|
(2 |
) |
|
|
(15.3 |
) |
| |
|
(2,000 |
) |
KOITO MFG CO LTD |
|
|
(27 |
) |
|
|
(2 |
) |
|
|
(15.1 |
) |
| |
|
(1,579 |
) |
NORTHLAND POWER INC |
|
|
(27 |
) |
|
|
3 |
|
|
|
(15.1 |
) |
| |
|
(3,500 |
) |
JGC HOLDINGS CORP |
|
|
(27 |
) |
|
|
(4 |
) |
|
|
(15.0 |
) |
| |
|
(1,072 |
) |
SIGNIFY NV |
|
|
(27 |
) |
|
|
1 |
|
|
|
(14.8 |
) |
| |
|
(279 |
) |
ELIA GROUP SA/NV |
|
|
(27 |
) |
|
|
(3 |
) |
|
|
(14.7 |
) |
| |
|
(295 |
) |
WENDEL INVESTISSEMENT |
|
|
(27 |
) |
|
|
(3 |
) |
|
|
(14.7 |
) |
| |
|
(2,000 |
) |
DENKA CO LTD |
|
|
(26 |
) |
|
|
(4 |
) |
|
|
(14.6 |
) |
| |
|
(2,928 |
) |
RS GROUP PLC |
|
|
(26 |
) |
|
|
(3 |
) |
|
|
(14.5 |
) |
| |
|
(700 |
) |
YASKAWA ELECTRIC CORP |
|
|
(26 |
) |
|
|
3 |
|
|
|
(14.4 |
) |
|
Percentages are based on Net Assets of $164,187 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Screened World Equity Ex-US Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/(Loss) |
|
|
Change in Unrealized Appreciation/
(Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
1,680 |
|
|
$ |
4,795 |
|
|
$ |
(2,380 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,095 |
|
|
$ |
41 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 93.9% |
Australia — 0.8% |
Computershare Ltd |
|
|
15,942 |
|
|
$ |
308 |
|
Goodman Group ‡ |
|
|
31,382 |
|
|
|
711 |
|
JB Hi-Fi Ltd |
|
|
4,674 |
|
|
|
252 |
|
Pro Medicus Ltd |
|
|
1,579 |
|
|
|
162 |
|
Rio Tinto Ltd |
|
|
9,900 |
|
|
|
749 |
|
| |
|
|
|
|
|
|
2,182 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
BAWAG Group AG |
|
|
2,998 |
|
|
|
229 |
|
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
|
3,100 |
|
|
|
107 |
|
| |
|
|
|
|
|
|
336 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.2% |
Ageas SA/NV |
|
|
1,600 |
|
|
|
82 |
|
Colruyt Group N.V |
|
|
4,435 |
|
|
|
229 |
|
Syensqo SA |
|
|
4,803 |
|
|
|
396 |
|
| |
|
|
|
|
|
|
707 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.7% |
Banco do Brasil SA |
|
|
160,000 |
|
|
|
793 |
|
Telefonica Brasil SA |
|
|
109,500 |
|
|
|
1,005 |
|
TOTVS SA |
|
|
49,100 |
|
|
|
259 |
|
| |
|
|
|
|
|
|
2,057 |
|
| |
|
|
|
|
|
|
|
|
Canada — 1.6% |
Atco Ltd/Canada, Cl I |
|
|
800 |
|
|
|
27 |
|
Barrick Gold Corp |
|
|
45,000 |
|
|
|
908 |
|
Canadian Imperial Bank of Commerce |
|
|
1,400 |
|
|
|
82 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
700 |
|
|
|
80 |
|
CCL Industries Inc, Cl B |
|
|
6,342 |
|
|
|
363 |
|
Celestica Inc * |
|
|
4,563 |
|
|
|
232 |
|
Cogeco Communications Inc |
|
|
1,500 |
|
|
|
72 |
|
Dollarama Inc |
|
|
13,116 |
|
|
|
1,328 |
|
Intact Financial Corp |
|
|
538 |
|
|
|
101 |
|
Loblaw Cos Ltd |
|
|
2,144 |
|
|
|
280 |
|
Magna International Inc, Cl A |
|
|
8,623 |
|
|
|
362 |
|
Quebecor Inc, Cl B |
|
|
4,263 |
|
|
|
106 |
|
TMX Group Ltd |
|
|
12,236 |
|
|
|
390 |
|
Toromont Industries Ltd |
|
|
3,982 |
|
|
|
357 |
|
| |
|
|
|
|
|
|
4,688 |
|
| |
|
|
|
|
|
|
|
|
China — 0.9% |
Bank of Communications Co Ltd, Cl H * |
|
|
167,000 |
|
|
|
121 |
|
Beijing Enterprises Holdings Ltd |
|
|
24,500 |
|
|
|
80 |
|
China Railway Signal & Communication Corp Ltd, Cl H |
|
|
296,000 |
|
|
|
107 |
|
China Shenhua Energy Co Ltd, Cl H |
|
|
28,000 |
|
|
|
121 |
|
PDD Holdings Inc ADR * |
|
|
10,863 |
|
|
|
1,044 |
|
People's Insurance Co Group of China Ltd/The, Cl H * |
|
|
268,000 |
|
|
|
101 |
|
PetroChina Co Ltd, Cl H |
|
|
168,945 |
|
|
|
153 |
|
Shougang Fushan Resources Group Ltd |
|
|
264,000 |
|
|
|
88 |
|
Tencent Holdings Ltd |
|
|
8,100 |
|
|
|
397 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tencent Music Entertainment Group ADR |
|
|
32,259 |
|
|
$ |
337 |
|
| |
|
|
|
|
|
|
2,549 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.7% |
AP Moller - Maersk A/S, Cl B |
|
|
550 |
|
|
|
822 |
|
Coloplast A/S, Cl B |
|
|
2,636 |
|
|
|
360 |
|
Novo Nordisk A/S, Cl B |
|
|
78 |
|
|
|
11 |
|
Pandora A/S |
|
|
3,511 |
|
|
|
615 |
|
Scandinavian Tobacco Group A/S |
|
|
5,200 |
|
|
|
82 |
|
| |
|
|
|
|
|
|
1,890 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 0.1% |
Commercial International Bank - Egypt (CIB) |
|
|
90,076 |
|
|
|
161 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.4% |
Nokia Oyj |
|
|
250,000 |
|
|
|
1,101 |
|
| |
|
|
|
|
|
|
|
|
France — 1.9% |
Bouygues SA |
|
|
2,400 |
|
|
|
86 |
|
Carrefour SA |
|
|
59,100 |
|
|
|
954 |
|
Credit Agricole SA |
|
|
1,212 |
|
|
|
19 |
|
Danone SA |
|
|
13,000 |
|
|
|
904 |
|
Dassault Aviation SA |
|
|
4,300 |
|
|
|
927 |
|
Legrand SA |
|
|
3,329 |
|
|
|
373 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
697 |
|
|
|
520 |
|
Orange SA |
|
|
7,700 |
|
|
|
88 |
|
Pernod Ricard SA |
|
|
2,073 |
|
|
|
295 |
|
Publicis Groupe SA |
|
|
325 |
|
|
|
36 |
|
Societe BIC SA |
|
|
14,800 |
|
|
|
1,002 |
|
SPIE SA |
|
|
3,347 |
|
|
|
135 |
|
TotalEnergies SE |
|
|
1,900 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
5,470 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.2% |
Bayer AG |
|
|
29,000 |
|
|
|
895 |
|
Continental AG |
|
|
14,600 |
|
|
|
987 |
|
Covestro AG |
|
|
10,100 |
|
|
|
619 |
|
Deutsche Telekom AG |
|
|
6,000 |
|
|
|
171 |
|
SAP SE |
|
|
2,607 |
|
|
|
571 |
|
Scout24 SE |
|
|
4,255 |
|
|
|
325 |
|
| |
|
|
|
|
|
|
3,568 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.1% |
AIA Group Ltd |
|
|
165,600 |
|
|
|
1,177 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
10,400 |
|
|
|
321 |
|
Sun Hung Kai Properties Ltd |
|
|
5,000 |
|
|
|
49 |
|
Swire Pacific Ltd, Cl A |
|
|
94,000 |
|
|
|
798 |
|
VTech Holdings Ltd |
|
|
122,500 |
|
|
|
796 |
|
| |
|
|
|
|
|
|
3,141 |
|
| |
|
|
|
|
|
|
|
|
India — 1.6% |
Bajaj Auto Ltd |
|
|
2,565 |
|
|
|
333 |
|
Bharat Electronics Ltd |
|
|
18,619 |
|
|
|
66 |
|
Cholamandalam Investment and Finance Co Ltd |
|
|
10,735 |
|
|
|
186 |
|
Colgate-Palmolive India Ltd |
|
|
5,760 |
|
|
|
250 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cummins India Ltd |
|
|
2,902 |
|
|
$ |
130 |
|
HDFC Asset Management Co Ltd |
|
|
3,393 |
|
|
|
179 |
|
HDFC Bank Ltd ADR |
|
|
7,815 |
|
|
|
478 |
|
ICICI Bank Ltd |
|
|
922 |
|
|
|
13 |
|
Lupin Ltd |
|
|
8,647 |
|
|
|
231 |
|
Oil India Ltd |
|
|
28,000 |
|
|
|
247 |
|
Power Finance Corp Ltd |
|
|
68,170 |
|
|
|
447 |
|
REC Ltd |
|
|
38,730 |
|
|
|
286 |
|
Shriram Finance Ltd |
|
|
10,442 |
|
|
|
399 |
|
Siemens Ltd |
|
|
4,089 |
|
|
|
336 |
|
Trent Ltd |
|
|
7,272 |
|
|
|
621 |
|
TVS Motor Co Ltd |
|
|
3,210 |
|
|
|
108 |
|
Varun Beverages Ltd |
|
|
11,810 |
|
|
|
211 |
|
| |
|
|
|
|
|
|
4,521 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.5% |
Accenture PLC, Cl A |
|
|
1,548 |
|
|
|
529 |
|
AIB Group PLC |
|
|
151,000 |
|
|
|
910 |
|
| |
|
|
|
|
|
|
1,439 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.9% |
Camtek Ltd/Israel |
|
|
1,227 |
|
|
|
117 |
|
Check Point Software Technologies Ltd * |
|
|
7,542 |
|
|
|
1,452 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
48,307 |
|
|
|
912 |
|
| |
|
|
|
|
|
|
2,481 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.2% |
Intesa Sanpaolo SpA |
|
|
5,387 |
|
|
|
23 |
|
Mediobanca Banca di Credito Finanziario SpA |
|
|
4,007 |
|
|
|
68 |
|
Prysmian SpA |
|
|
4,095 |
|
|
|
287 |
|
UniCredit SpA |
|
|
1,784 |
|
|
|
74 |
|
Unipol Gruppo SpA |
|
|
18,316 |
|
|
|
194 |
|
| |
|
|
|
|
|
|
646 |
|
| |
|
|
|
|
|
|
|
|
Japan — 4.8% |
AEON REIT Investment Corp ‡ |
|
|
70 |
|
|
|
64 |
|
Asics Corp |
|
|
26,492 |
|
|
|
523 |
|
Brother Industries Ltd |
|
|
51,400 |
|
|
|
953 |
|
Canon Inc |
|
|
29,458 |
|
|
|
1,015 |
|
Citizen Watch Co Ltd |
|
|
12,600 |
|
|
|
81 |
|
Credit Saison Co Ltd |
|
|
6,264 |
|
|
|
139 |
|
DCM Holdings Co Ltd |
|
|
1,000 |
|
|
|
10 |
|
Dentsu Group Inc |
|
|
31,900 |
|
|
|
981 |
|
Honda Motor Co Ltd |
|
|
21,600 |
|
|
|
236 |
|
Hoya Corp |
|
|
2,800 |
|
|
|
396 |
|
ITOCHU Corp |
|
|
1,000 |
|
|
|
53 |
|
Itochu Enex Co Ltd |
|
|
13,300 |
|
|
|
146 |
|
Japan Post Bank Co Ltd |
|
|
63,628 |
|
|
|
596 |
|
Japan Tobacco Inc |
|
|
59,631 |
|
|
|
1,721 |
|
Kewpie Corp |
|
|
4,418 |
|
|
|
113 |
|
Keyence Corp |
|
|
800 |
|
|
|
382 |
|
Kinden Corp |
|
|
5,497 |
|
|
|
118 |
|
Koito Manufacturing Co Ltd |
|
|
56,500 |
|
|
|
832 |
|
Konami Group Corp |
|
|
4,343 |
|
|
|
392 |
|
K's Holdings Corp |
|
|
400 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
M3 Inc |
|
|
25,400 |
|
|
$ |
246 |
|
MIRAIT ONE corp |
|
|
8,300 |
|
|
|
121 |
|
Mitsubishi Heavy Industries Ltd |
|
|
17,690 |
|
|
|
236 |
|
Mizuho Financial Group Inc |
|
|
12,300 |
|
|
|
254 |
|
Nikon Corp |
|
|
78,200 |
|
|
|
837 |
|
Nippon Telegraph & Telephone Corp |
|
|
110,000 |
|
|
|
118 |
|
Sekisui House Ltd |
|
|
17,643 |
|
|
|
455 |
|
Senko Group Holdings Co Ltd |
|
|
12,300 |
|
|
|
101 |
|
Shimano Inc |
|
|
1,000 |
|
|
|
188 |
|
SMS Co Ltd |
|
|
20,500 |
|
|
|
309 |
|
Sumitomo Corp |
|
|
900 |
|
|
|
21 |
|
Toei Animation Co Ltd |
|
|
11,500 |
|
|
|
247 |
|
Tokio Marine Holdings Inc |
|
|
21,313 |
|
|
|
806 |
|
Tomy Co Ltd |
|
|
3,730 |
|
|
|
89 |
|
Yamaha Corp |
|
|
40,900 |
|
|
|
982 |
|
Yamazaki Baking Co Ltd |
|
|
4,294 |
|
|
|
80 |
|
| |
|
|
|
|
|
|
13,845 |
|
| |
|
|
|
|
|
|
|
|
Jersey — 0.0% |
JTC PLC |
|
|
6,533 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.3% |
SES SA, Cl A * |
|
|
160,000 |
|
|
|
862 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.3% |
Sands China Ltd * |
|
|
420,000 |
|
|
|
767 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.1% |
RHB Bank Bhd |
|
|
82,700 |
|
|
|
117 |
|
YTL Power International Bhd |
|
|
111,022 |
|
|
|
100 |
|
| |
|
|
|
|
|
|
217 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.7% |
ASML Holding NV |
|
|
505 |
|
|
|
454 |
|
IMCD NV |
|
|
2,046 |
|
|
|
335 |
|
Koninklijke Ahold Delhaize NV |
|
|
6,600 |
|
|
|
227 |
|
NN Group NV |
|
|
2,200 |
|
|
|
108 |
|
Universal Music Group NV |
|
|
12,578 |
|
|
|
329 |
|
Wolters Kluwer NV |
|
|
2,428 |
|
|
|
414 |
|
| |
|
|
|
|
|
|
1,867 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.3% |
Austevoll Seafood ASA |
|
|
6,400 |
|
|
|
57 |
|
AutoStore Holdings Ltd * |
|
|
60,544 |
|
|
|
65 |
|
Gjensidige Forsikring ASA |
|
|
16,228 |
|
|
|
288 |
|
Kongsberg Gruppen ASA |
|
|
3,327 |
|
|
|
352 |
|
| |
|
|
|
|
|
|
762 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.0% |
DMCI Holdings Inc |
|
|
438,600 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.0% |
Budimex SA |
|
|
556 |
|
|
|
87 |
|
CAPITEA SA * |
|
|
158,863 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
109 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Detsky Mir PJSC * |
|
|
101,061 |
|
|
|
– |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Evraz PLC *(A) |
|
|
21,791 |
|
|
$ |
23 |
|
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 |
|
|
|
– |
|
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 |
|
|
|
– |
|
| |
|
|
|
|
|
|
23 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.0% |
Etihad Etisalat Co |
|
|
4,688 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.2% |
Best World International Ltd * |
|
|
24,994 |
|
|
|
49 |
|
DBS Group Holdings Ltd |
|
|
3,850 |
|
|
|
108 |
|
Jardine Cycle & Carriage Ltd |
|
|
5,900 |
|
|
|
125 |
|
United Overseas Bank Ltd |
|
|
5,900 |
|
|
|
142 |
|
| |
|
|
|
|
|
|
424 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.8% |
Anglo American PLC |
|
|
30,000 |
|
|
|
876 |
|
AVI Ltd |
|
|
14,080 |
|
|
|
80 |
|
Clicks Group Ltd |
|
|
25,558 |
|
|
|
538 |
|
Tiger Brands Ltd |
|
|
66,000 |
|
|
|
876 |
|
| |
|
|
|
|
|
|
2,370 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 1.4% |
Hanmi Semiconductor Co Ltd |
|
|
1,706 |
|
|
|
146 |
|
HD Hyundai Electric Co Ltd |
|
|
347 |
|
|
|
79 |
|
Industrial Bank of Korea |
|
|
14,800 |
|
|
|
153 |
|
KT Corp |
|
|
3,800 |
|
|
|
110 |
|
KT&G Corp |
|
|
12,300 |
|
|
|
996 |
|
LG Corp |
|
|
13,000 |
|
|
|
771 |
|
LG H&H Co Ltd |
|
|
3,250 |
|
|
|
863 |
|
Samsung Electronics Co Ltd |
|
|
14,100 |
|
|
|
784 |
|
SK Telecom Co Ltd |
|
|
2,200 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
3,993 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.8% |
Indra Sistemas SA |
|
|
5,590 |
|
|
|
105 |
|
Industria de Diseno Textil SA |
|
|
39,675 |
|
|
|
2,151 |
|
| |
|
|
|
|
|
|
2,256 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.4% |
Assa Abloy AB, Cl B |
|
|
14,849 |
|
|
|
480 |
|
Hemnet Group AB |
|
|
3,710 |
|
|
|
136 |
|
Hexagon AB, Cl B |
|
|
28,383 |
|
|
|
291 |
|
Saab AB, Cl B |
|
|
5,384 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Switzerland — 0.9% |
Givaudan SA |
|
|
94 |
|
|
$ |
483 |
|
Novartis AG |
|
|
2,900 |
|
|
|
349 |
|
Partners Group Holding AG |
|
|
420 |
|
|
|
604 |
|
Sandoz Group AG |
|
|
580 |
|
|
|
26 |
|
Swatch Group AG/The |
|
|
4,000 |
|
|
|
838 |
|
VAT Group AG |
|
|
689 |
|
|
|
355 |
|
| |
|
|
|
|
|
|
2,655 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.7% |
Chicony Electronics Co Ltd |
|
|
39,000 |
|
|
|
198 |
|
Hon Hai Precision Industry Co Ltd |
|
|
38,000 |
|
|
|
219 |
|
Lotes Co Ltd |
|
|
4,000 |
|
|
|
191 |
|
MediaTek Inc |
|
|
3,699 |
|
|
|
143 |
|
Pou Chen Corp |
|
|
79,000 |
|
|
|
86 |
|
Quanta Computer Inc |
|
|
58,742 |
|
|
|
492 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
3,512 |
|
|
|
603 |
|
Universal Vision Biotechnology Co Ltd |
|
|
798 |
|
|
|
6 |
|
WPG Holdings Ltd |
|
|
69,190 |
|
|
|
176 |
|
| |
|
|
|
|
|
|
2,114 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.1% |
Bangkok Bank PCL |
|
|
26,500 |
|
|
|
110 |
|
Kiatnakin Phatra Bank PCL |
|
|
46,300 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
173 |
|
| |
|
|
|
|
|
|
|
|
Türkiye — 0.1% |
Akbank TAS |
|
|
26,374 |
|
|
|
45 |
|
BIM Birlesik Magazalar AS |
|
|
7,321 |
|
|
|
116 |
|
Eldorado Gold Corp * |
|
|
4,154 |
|
|
|
72 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
18,483 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
286 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.3% |
Aldar Properties PJSC |
|
|
162,699 |
|
|
|
325 |
|
Emaar Properties PJSC |
|
|
276,226 |
|
|
|
635 |
|
| |
|
|
|
|
|
|
960 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.4% |
BAE Systems PLC |
|
|
34,294 |
|
|
|
617 |
|
Barclays PLC |
|
|
592,581 |
|
|
|
1,793 |
|
British American Tobacco PLC |
|
|
27,644 |
|
|
|
1,036 |
|
Burberry Group PLC |
|
|
86,000 |
|
|
|
756 |
|
Cranswick PLC |
|
|
1,410 |
|
|
|
89 |
|
Diageo PLC |
|
|
12,350 |
|
|
|
403 |
|
Diploma PLC |
|
|
5,150 |
|
|
|
304 |
|
Halma PLC |
|
|
17,910 |
|
|
|
616 |
|
Imperial Brands PLC |
|
|
35,700 |
|
|
|
1,025 |
|
Intermediate Capital Group PLC |
|
|
3,165 |
|
|
|
89 |
|
ITV PLC |
|
|
850,000 |
|
|
|
896 |
|
London Stock Exchange Group PLC |
|
|
4,406 |
|
|
|
595 |
|
Marks & Spencer Group PLC |
|
|
75,706 |
|
|
|
342 |
|
Reckitt Benckiser Group PLC |
|
|
17,000 |
|
|
|
979 |
|
RELX PLC |
|
|
11,726 |
|
|
|
545 |
|
Rolls-Royce Holdings PLC * |
|
|
89,669 |
|
|
|
588 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Serco Group PLC |
|
|
32 |
|
|
$ |
– |
|
TechnipFMC PLC |
|
|
16,226 |
|
|
|
436 |
|
Tesco PLC |
|
|
24,000 |
|
|
|
112 |
|
Unilever PLC |
|
|
8,106 |
|
|
|
523 |
|
WPP PLC |
|
|
90,000 |
|
|
|
863 |
|
| |
|
|
|
|
|
|
12,607 |
|
| |
|
|
|
|
|
|
|
|
United States — 64.4% |
Abercrombie & Fitch Co, Cl A * |
|
|
1,784 |
|
|
|
263 |
|
Adient PLC * |
|
|
14,367 |
|
|
|
325 |
|
Adobe Inc * |
|
|
2,484 |
|
|
|
1,427 |
|
Adtalem Global Education Inc * |
|
|
1,768 |
|
|
|
134 |
|
Advance Auto Parts Inc |
|
|
7,060 |
|
|
|
320 |
|
Aflac Inc |
|
|
1,500 |
|
|
|
166 |
|
Allison Transmission Holdings Inc |
|
|
6,245 |
|
|
|
579 |
|
Allstate Corp/The |
|
|
15,800 |
|
|
|
2,985 |
|
Ally Financial Inc |
|
|
47,835 |
|
|
|
2,066 |
|
Alpha Metallurgical Resources Inc |
|
|
928 |
|
|
|
222 |
|
Alphabet Inc, Cl A |
|
|
24,386 |
|
|
|
3,984 |
|
Altria Group Inc |
|
|
4,000 |
|
|
|
215 |
|
Amdocs Ltd |
|
|
2,500 |
|
|
|
217 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
51,860 |
|
|
|
333 |
|
American International Group Inc |
|
|
7,200 |
|
|
|
555 |
|
Amgen Inc |
|
|
300 |
|
|
|
100 |
|
Amphenol Corp, Cl A |
|
|
23,644 |
|
|
|
1,595 |
|
Analog Devices Inc |
|
|
6,205 |
|
|
|
1,457 |
|
Aon PLC, Cl A |
|
|
1,956 |
|
|
|
672 |
|
Appfolio Inc, Cl A * |
|
|
518 |
|
|
|
120 |
|
Apple Inc |
|
|
3,842 |
|
|
|
880 |
|
Applied Materials Inc |
|
|
154 |
|
|
|
30 |
|
AppLovin Corp, Cl A * |
|
|
2,287 |
|
|
|
212 |
|
Arch Capital Group Ltd * |
|
|
561 |
|
|
|
63 |
|
Archer-Daniels-Midland Co |
|
|
2,600 |
|
|
|
159 |
|
Arista Networks Inc * |
|
|
2,070 |
|
|
|
732 |
|
Arrow Electronics Inc * |
|
|
3,890 |
|
|
|
525 |
|
Asbury Automotive Group Inc * |
|
|
1,960 |
|
|
|
481 |
|
AT&T Inc |
|
|
142,600 |
|
|
|
2,838 |
|
AutoNation Inc * |
|
|
2,026 |
|
|
|
361 |
|
AutoZone Inc * |
|
|
1,028 |
|
|
|
3,271 |
|
Avnet Inc |
|
|
13,510 |
|
|
|
746 |
|
Axon Enterprise Inc * |
|
|
1,391 |
|
|
|
508 |
|
Bank of New York Mellon Corp/The |
|
|
3,200 |
|
|
|
218 |
|
Becton Dickinson & Co |
|
|
4,098 |
|
|
|
993 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
300 |
|
|
|
143 |
|
Berry Global Group Inc |
|
|
1,400 |
|
|
|
96 |
|
Blue Owl Capital Corp |
|
|
6,200 |
|
|
|
94 |
|
BlueLinx Holdings Inc * |
|
|
2,270 |
|
|
|
228 |
|
Boston Scientific Corp * |
|
|
20,958 |
|
|
|
1,714 |
|
BP PLC |
|
|
137,000 |
|
|
|
776 |
|
Bristol-Myers Squibb Co |
|
|
5,200 |
|
|
|
260 |
|
Broadcom Inc |
|
|
5,490 |
|
|
|
894 |
|
Brown & Brown Inc |
|
|
9,992 |
|
|
|
1,050 |
|
BRP Inc |
|
|
3,660 |
|
|
|
265 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bunge Global SA |
|
|
1,200 |
|
|
$ |
122 |
|
Carrier Global Corp |
|
|
20,217 |
|
|
|
1,471 |
|
Cencora Inc |
|
|
9,400 |
|
|
|
2,252 |
|
Chevron Corp |
|
|
16,400 |
|
|
|
2,426 |
|
Chubb Ltd |
|
|
81 |
|
|
|
23 |
|
Cigna Group/The |
|
|
180 |
|
|
|
65 |
|
Cintas Corp |
|
|
25 |
|
|
|
20 |
|
Cisco Systems Inc |
|
|
4,400 |
|
|
|
222 |
|
Citigroup Inc |
|
|
29,900 |
|
|
|
1,873 |
|
Cleveland-Cliffs Inc * |
|
|
35,990 |
|
|
|
470 |
|
CME Group Inc, Cl A |
|
|
6,696 |
|
|
|
1,445 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,600 |
|
|
|
124 |
|
Colgate-Palmolive Co |
|
|
18,667 |
|
|
|
1,988 |
|
Comcast Corp, Cl A |
|
|
7,300 |
|
|
|
289 |
|
Comfort Systems USA Inc |
|
|
972 |
|
|
|
344 |
|
Conagra Brands Inc |
|
|
4,300 |
|
|
|
134 |
|
CRH PLC |
|
|
24,460 |
|
|
|
2,185 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
1,610 |
|
|
|
446 |
|
CSG Systems International Inc |
|
|
2,200 |
|
|
|
107 |
|
Cummins Inc |
|
|
600 |
|
|
|
188 |
|
CVR Energy Inc |
|
|
15,493 |
|
|
|
394 |
|
CVS Health Corp |
|
|
43,400 |
|
|
|
2,484 |
|
Dana Inc |
|
|
34,681 |
|
|
|
392 |
|
Deckers Outdoor Corp * |
|
|
1,100 |
|
|
|
1,055 |
|
Delek US Holdings Inc |
|
|
17,217 |
|
|
|
352 |
|
Dell Technologies Inc, Cl C |
|
|
6,721 |
|
|
|
777 |
|
Dollar Tree Inc * |
|
|
17,800 |
|
|
|
1,504 |
|
Dominion Energy Inc |
|
|
47,400 |
|
|
|
2,650 |
|
Dow Inc |
|
|
42,600 |
|
|
|
2,283 |
|
DR Horton Inc |
|
|
800 |
|
|
|
151 |
|
DXC Technology Co * |
|
|
20,220 |
|
|
|
418 |
|
Eaton Corp PLC |
|
|
21 |
|
|
|
6 |
|
eBay Inc |
|
|
2,200 |
|
|
|
130 |
|
Eli Lilly & Co |
|
|
1,321 |
|
|
|
1,268 |
|
Employers Holdings Inc |
|
|
2,200 |
|
|
|
106 |
|
Enova International Inc * |
|
|
1,207 |
|
|
|
104 |
|
Entergy Corp |
|
|
800 |
|
|
|
97 |
|
Envista Holdings Corp * |
|
|
52,000 |
|
|
|
950 |
|
Equitable Holdings Inc |
|
|
71,900 |
|
|
|
3,057 |
|
Everest Group Ltd |
|
|
200 |
|
|
|
78 |
|
Evergy Inc |
|
|
1,500 |
|
|
|
89 |
|
Exelixis Inc * |
|
|
3,500 |
|
|
|
91 |
|
Experian PLC |
|
|
9,009 |
|
|
|
438 |
|
Exxon Mobil Corp |
|
|
2,400 |
|
|
|
283 |
|
FactSet Research Systems Inc |
|
|
2,427 |
|
|
|
1,026 |
|
Fair Isaac Corp * |
|
|
39 |
|
|
|
68 |
|
Federated Hermes Inc, Cl B |
|
|
2,800 |
|
|
|
96 |
|
FedEx Corp |
|
|
6,700 |
|
|
|
2,002 |
|
Fidelity National Information Services Inc |
|
|
19,300 |
|
|
|
1,591 |
|
Fiserv Inc * |
|
|
2,229 |
|
|
|
389 |
|
Foot Locker Inc |
|
|
15,532 |
|
|
|
484 |
|
Ford Motor Co |
|
|
5,900 |
|
|
|
66 |
|
Fox Corp |
|
|
2,500 |
|
|
|
103 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Frontier Group Holdings Inc * |
|
|
49,989 |
|
|
$ |
181 |
|
General Mills Inc |
|
|
1,500 |
|
|
|
108 |
|
G-III Apparel Group Ltd * |
|
|
12,486 |
|
|
|
331 |
|
Gilead Sciences Inc |
|
|
2,700 |
|
|
|
213 |
|
Global Payments Inc |
|
|
5,400 |
|
|
|
599 |
|
Goldman Sachs Group Inc/The |
|
|
92 |
|
|
|
47 |
|
Goodyear Tire & Rubber Co/The * |
|
|
28,780 |
|
|
|
254 |
|
Graco Inc |
|
|
13,312 |
|
|
|
1,110 |
|
Graphic Packaging Holding Co |
|
|
2,100 |
|
|
|
63 |
|
GSK PLC |
|
|
93,384 |
|
|
|
2,035 |
|
Guidewire Software Inc * |
|
|
2,946 |
|
|
|
438 |
|
H&R Block Inc |
|
|
2,100 |
|
|
|
133 |
|
Harley-Davidson Inc |
|
|
25,000 |
|
|
|
936 |
|
Hartford Financial Services Group Inc/The |
|
|
2,900 |
|
|
|
337 |
|
HCA Healthcare Inc |
|
|
1,733 |
|
|
|
686 |
|
Hewlett Packard Enterprise Co |
|
|
8,800 |
|
|
|
170 |
|
HF Sinclair Corp |
|
|
11,070 |
|
|
|
544 |
|
Hilton Worldwide Holdings Inc |
|
|
4,200 |
|
|
|
923 |
|
Holcim AG |
|
|
985 |
|
|
|
95 |
|
Howmet Aerospace Inc |
|
|
14,688 |
|
|
|
1,420 |
|
HP Inc |
|
|
5,400 |
|
|
|
195 |
|
HubSpot Inc * |
|
|
1,283 |
|
|
|
640 |
|
Incyte Corp * |
|
|
1,200 |
|
|
|
79 |
|
Insight Enterprises Inc * |
|
|
600 |
|
|
|
130 |
|
Intel Corp |
|
|
36,800 |
|
|
|
811 |
|
International Business Machines Corp |
|
|
13,700 |
|
|
|
2,769 |
|
Intuit Inc |
|
|
78 |
|
|
|
49 |
|
Intuitive Surgical Inc * |
|
|
2,196 |
|
|
|
1,082 |
|
J M Smucker Co/The |
|
|
600 |
|
|
|
69 |
|
Janus Henderson Group PLC |
|
|
5,715 |
|
|
|
215 |
|
Jazz Pharmaceuticals PLC * |
|
|
600 |
|
|
|
70 |
|
JELD-WEN Holding Inc * |
|
|
19,175 |
|
|
|
273 |
|
Johnson & Johnson |
|
|
10,816 |
|
|
|
1,794 |
|
Kellanova |
|
|
2,700 |
|
|
|
218 |
|
Kinder Morgan Inc |
|
|
5,200 |
|
|
|
112 |
|
KLA Corp |
|
|
94 |
|
|
|
77 |
|
Kraft Heinz Co/The |
|
|
74,900 |
|
|
|
2,654 |
|
Kroger Co/The |
|
|
5,400 |
|
|
|
287 |
|
Las Vegas Sands Corp |
|
|
32,900 |
|
|
|
1,283 |
|
LeMaitre Vascular Inc |
|
|
872 |
|
|
|
79 |
|
Lennox International Inc |
|
|
1,220 |
|
|
|
720 |
|
Liberty Energy Inc, Cl A |
|
|
24,800 |
|
|
|
511 |
|
Linde PLC |
|
|
3,988 |
|
|
|
1,907 |
|
Lockheed Martin Corp |
|
|
400 |
|
|
|
227 |
|
Loews Corp |
|
|
177 |
|
|
|
15 |
|
Lowe's Cos Inc |
|
|
7,283 |
|
|
|
1,810 |
|
LPL Financial Holdings Inc |
|
|
2,600 |
|
|
|
583 |
|
Macy's Inc |
|
|
21,611 |
|
|
|
337 |
|
Manhattan Associates Inc * |
|
|
1,586 |
|
|
|
419 |
|
Marsh & McLennan Cos Inc |
|
|
487 |
|
|
|
111 |
|
Mastercard Inc, Cl A |
|
|
5,065 |
|
|
|
2,448 |
|
McKesson Corp |
|
|
1,865 |
|
|
|
1,046 |
|
Medpace Holdings Inc * |
|
|
943 |
|
|
|
335 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Merck & Co Inc |
|
|
22,300 |
|
|
$ |
2,641 |
|
Merit Medical Systems Inc * |
|
|
2,269 |
|
|
|
219 |
|
Meta Platforms Inc, Cl A |
|
|
5,871 |
|
|
|
3,061 |
|
Mettler-Toledo International Inc * |
|
|
819 |
|
|
|
1,179 |
|
Microsoft Corp |
|
|
12,069 |
|
|
|
5,034 |
|
Middleby Corp/The * |
|
|
3,043 |
|
|
|
428 |
|
Molson Coors Beverage Co, Cl B |
|
|
4,500 |
|
|
|
243 |
|
Moody's Corp |
|
|
6,831 |
|
|
|
3,332 |
|
Motorola Solutions Inc |
|
|
2,070 |
|
|
|
915 |
|
MSCI Inc, Cl A |
|
|
2,379 |
|
|
|
1,381 |
|
Murphy Oil Corp |
|
|
30,500 |
|
|
|
1,137 |
|
Murphy USA Inc |
|
|
150 |
|
|
|
78 |
|
Nasdaq Inc |
|
|
1,062 |
|
|
|
77 |
|
National Fuel Gas Co |
|
|
45,500 |
|
|
|
2,719 |
|
NetApp Inc |
|
|
900 |
|
|
|
109 |
|
NewMarket Corp |
|
|
340 |
|
|
|
195 |
|
NIKE Inc, Cl B |
|
|
8,778 |
|
|
|
731 |
|
NVIDIA Corp |
|
|
40,736 |
|
|
|
4,863 |
|
Oaktree Specialty Lending Corp |
|
|
2,700 |
|
|
|
46 |
|
Old Republic International Corp |
|
|
4,400 |
|
|
|
158 |
|
Oracle Corp |
|
|
13,112 |
|
|
|
1,853 |
|
Organon & Co |
|
|
690 |
|
|
|
15 |
|
Otis Worldwide Corp |
|
|
12,787 |
|
|
|
1,211 |
|
Owens & Minor Inc * |
|
|
19,634 |
|
|
|
305 |
|
Owens Corning |
|
|
2,469 |
|
|
|
417 |
|
Packaging Corp of America |
|
|
3,752 |
|
|
|
786 |
|
Palomar Holdings Inc, Cl A * |
|
|
1,100 |
|
|
|
109 |
|
Par Pacific Holdings Inc * |
|
|
21,490 |
|
|
|
482 |
|
Parker-Hannifin Corp |
|
|
1,291 |
|
|
|
775 |
|
PBF Energy Inc, Cl A |
|
|
9,026 |
|
|
|
307 |
|
PepsiCo Inc |
|
|
9,689 |
|
|
|
1,675 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
146,040 |
|
|
|
466 |
|
Pfizer Inc |
|
|
3,400 |
|
|
|
99 |
|
Premier Inc, Cl A |
|
|
3,800 |
|
|
|
77 |
|
PROG Holdings Inc |
|
|
1,673 |
|
|
|
78 |
|
ProPetro Holding Corp * |
|
|
59,310 |
|
|
|
471 |
|
Republic Services Inc, Cl A |
|
|
2,541 |
|
|
|
529 |
|
Ryerson Holding Corp |
|
|
11,087 |
|
|
|
222 |
|
Sanofi SA |
|
|
10,400 |
|
|
|
1,165 |
|
Sealed Air Corp |
|
|
900 |
|
|
|
31 |
|
Sensata Technologies Holding PLC |
|
|
46,100 |
|
|
|
1,777 |
|
Shell PLC |
|
|
4,700 |
|
|
|
167 |
|
Sherwin-Williams Co/The |
|
|
5,363 |
|
|
|
1,981 |
|
Signify NV |
|
|
40,000 |
|
|
|
985 |
|
Snap-on Inc |
|
|
300 |
|
|
|
85 |
|
Sonic Automotive Inc, Cl A |
|
|
6,400 |
|
|
|
399 |
|
Sonoco Products Co |
|
|
2,500 |
|
|
|
141 |
|
Southwest Airlines Co |
|
|
15,110 |
|
|
|
437 |
|
Sprouts Farmers Market Inc * |
|
|
3,918 |
|
|
|
408 |
|
Stryker Corp |
|
|
27 |
|
|
|
10 |
|
Sun Communities Inc ‡ |
|
|
9,700 |
|
|
|
1,312 |
|
Synchrony Financial |
|
|
295 |
|
|
|
15 |
|
Tapestry Inc |
|
|
29,200 |
|
|
|
1,196 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TD SYNNEX Corp |
|
|
900 |
|
|
$ |
109 |
|
TEGNA Inc |
|
|
5,900 |
|
|
|
82 |
|
Tenet Healthcare Corp * |
|
|
3,308 |
|
|
|
549 |
|
Texas Roadhouse Inc, Cl A |
|
|
2,954 |
|
|
|
499 |
|
TJX Cos Inc/The |
|
|
15,963 |
|
|
|
1,872 |
|
T-Mobile US Inc |
|
|
500 |
|
|
|
99 |
|
Toll Brothers Inc |
|
|
4,726 |
|
|
|
681 |
|
Trane Technologies PLC |
|
|
6,524 |
|
|
|
2,360 |
|
Tyson Foods Inc, Cl A |
|
|
50,650 |
|
|
|
3,257 |
|
UMB Financial Corp |
|
|
2,051 |
|
|
|
212 |
|
Under Armour Inc, Cl A * |
|
|
58,630 |
|
|
|
451 |
|
United Airlines Holdings Inc * |
|
|
9,790 |
|
|
|
431 |
|
United Natural Foods Inc * |
|
|
18,255 |
|
|
|
276 |
|
United Therapeutics Corp * |
|
|
8,700 |
|
|
|
3,163 |
|
UnitedHealth Group Inc |
|
|
4,541 |
|
|
|
2,680 |
|
Universal Health Services Inc, Cl B |
|
|
2,586 |
|
|
|
615 |
|
Unum Group |
|
|
2,900 |
|
|
|
161 |
|
Verizon Communications Inc |
|
|
8,000 |
|
|
|
334 |
|
Vertiv Holdings Co, Cl A |
|
|
9,375 |
|
|
|
778 |
|
Virtu Financial Inc, Cl A |
|
|
3,345 |
|
|
|
103 |
|
Vishay Intertechnology Inc |
|
|
84,900 |
|
|
|
1,711 |
|
Vontier Corp |
|
|
2,800 |
|
|
|
98 |
|
Walmart Inc |
|
|
25,659 |
|
|
|
1,982 |
|
Western Union Co/The |
|
|
82,300 |
|
|
|
1,004 |
|
Westinghouse Air Brake Technologies Corp |
|
|
6,293 |
|
|
|
1,067 |
|
Williams-Sonoma Inc |
|
|
5,042 |
|
|
|
677 |
|
Wingstop Inc |
|
|
1,210 |
|
|
|
467 |
|
WK Kellogg Co |
|
|
675 |
|
|
|
12 |
|
Zumiez Inc * |
|
|
11,090 |
|
|
|
308 |
|
| |
|
|
|
|
|
|
184,996 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $209,718) ($ Thousands) |
|
|
|
|
|
|
269,505 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK — 0.7% |
Germany — 0.7% |
Henkel AG & Co KGaA (B) |
|
|
9,150 |
|
|
$ |
838 |
|
Sartorius AG (B) |
|
|
944 |
|
|
|
261 |
|
Volkswagen AG (B) |
|
|
7,500 |
|
|
|
799 |
|
| |
|
|
|
|
|
|
1,898 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Sberbank of Russia PJSC (B) |
|
|
147,000 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $2,521) ($ Thousands) |
|
|
|
|
|
|
1,898 |
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Thailand — 0.0% |
|
|
|
|
Kiatnakin Phatra Bank PCL, Expires 01/03/2027 * |
|
|
3,858 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
6,666,484 |
|
|
|
6,666 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,666) ($ Thousands) |
|
|
|
|
|
|
6,666 |
|
Total Investments in Securities — 96.9% |
|
|
|
|
|
|
|
|
(Cost $218,905) ($ Thousands) |
|
$ |
278,069 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
38 |
|
|
|
Sep-2024 |
|
|
$ |
2,042 |
|
|
$ |
2,091 |
|
|
$ |
22 |
|
FTSE 100 Index |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
633 |
|
|
|
661 |
|
|
|
13 |
|
Hang Seng Index |
|
|
1 |
|
|
|
Sep-2024 |
|
|
|
113 |
|
|
|
115 |
|
|
|
2 |
|
MSCI Emerging Markets |
|
|
36 |
|
|
|
Sep-2024 |
|
|
|
2,001 |
|
|
|
1,980 |
|
|
|
(21 |
) |
MSCI Singapore Index |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
49 |
|
|
|
49 |
|
|
|
– |
|
OMX Stockholm 30 |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
144 |
|
|
|
153 |
|
|
|
6 |
|
S&P 500 Index E-MINI |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
1,976 |
|
|
|
1,982 |
|
|
|
6 |
|
S&P TSX 60 Index |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
576 |
|
|
|
624 |
|
|
|
38 |
|
SPI 200 Index |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
405 |
|
|
|
409 |
|
|
|
3 |
|
TOPIX Index |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
1,059 |
|
|
|
1,119 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
8,998 |
|
|
$ |
9,183 |
|
|
$ |
120 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
4,566 |
|
|
|
AUD |
|
|
|
6,877 |
|
|
$ |
101 |
|
Barclays PLC |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
7,683 |
|
|
|
USD |
|
|
|
721 |
|
|
|
(5 |
) |
Barclays PLC |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
10,343 |
|
|
|
USD |
|
|
|
996 |
|
|
|
(14 |
) |
Barclays PLC |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
21,782 |
|
|
|
EUR |
|
|
|
19,735 |
|
|
|
74 |
|
Barclays PLC |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
22,272 |
|
|
|
USD |
|
|
|
24,583 |
|
|
|
(83 |
) |
BNP Paribas |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
1,074 |
|
|
|
HKD |
|
|
|
8,358 |
|
|
|
(2 |
) |
BNP Paribas |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
19,560 |
|
|
|
USD |
|
|
|
2,894 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
17 |
|
|
|
USD |
|
|
|
13 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
24 |
|
|
|
USD |
|
|
|
19 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
12 |
|
|
|
NOK |
|
|
|
131 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
38 |
|
|
|
NOK |
|
|
|
405 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
43 |
|
|
|
SGD |
|
|
|
57 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
21 |
|
|
|
SGD |
|
|
|
28 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
108 |
|
|
|
HKD |
|
|
|
843 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
85 |
|
|
|
SEK |
|
|
|
890 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
87 |
|
|
|
SEK |
|
|
|
885 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
52 |
|
|
|
USD |
|
|
|
62 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
134 |
|
|
|
USD |
|
|
|
157 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
68 |
|
|
|
DKK |
|
|
|
463 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
161 |
|
|
|
DKK |
|
|
|
1,076 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
30 |
|
|
|
USD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
258 |
|
|
|
USD |
|
|
|
173 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
385 |
|
|
|
AUD |
|
|
|
573 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
17 |
|
|
|
AUD |
|
|
|
25 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
320 |
|
|
|
CHF |
|
|
|
275 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
160 |
|
|
|
CHF |
|
|
|
135 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
154 |
|
|
|
USD |
|
|
|
114 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
381 |
|
|
|
USD |
|
|
|
279 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
448 |
|
|
|
CAD |
|
|
|
611 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
206 |
|
|
|
CAD |
|
|
|
277 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
303 |
|
|
|
USD |
|
|
|
29 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
NOK |
|
|
|
356 |
|
|
|
USD |
|
|
|
33 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
273 |
|
|
|
USD |
|
|
|
361 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
492 |
|
|
|
USD |
|
|
|
637 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
454 |
|
|
|
USD |
|
|
|
44 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
SEK |
|
|
|
454 |
|
|
|
USD |
|
|
|
44 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
596 |
|
|
|
GBP |
|
|
|
460 |
|
|
|
8 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
407 |
|
|
|
GBP |
|
|
|
308 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
915 |
|
|
|
USD |
|
|
|
137 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
DKK |
|
|
|
679 |
|
|
|
USD |
|
|
|
100 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
1,095 |
|
|
|
USD |
|
|
|
1,220 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
EUR |
|
|
|
559 |
|
|
|
USD |
|
|
|
615 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
678 |
|
|
|
EUR |
|
|
|
615 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
1,315 |
|
|
|
EUR |
|
|
|
1,179 |
|
|
|
(9 |
) |
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
1,887 |
|
|
|
USD |
|
|
|
242 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
118 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
USD |
|
|
|
650 |
|
|
|
JPY |
|
|
|
95,231 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
USD |
|
|
|
614 |
|
|
|
JPY |
|
|
|
88,565 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
56,887 |
|
|
|
USD |
|
|
|
393 |
|
|
|
2 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
World Select Equity Fund (Concluded)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
89,981 |
|
|
|
USD |
|
|
|
611 |
|
|
$ |
(8 |
) |
Standard Chartered |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
2,041 |
|
|
|
SEK |
|
|
|
21,209 |
|
|
|
31 |
|
Standard Chartered |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
2,229 |
|
|
|
DKK |
|
|
|
15,066 |
|
|
|
8 |
|
Standard Chartered |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
9,105 |
|
|
|
GBP |
|
|
|
7,087 |
|
|
|
210 |
|
Standard Chartered |
|
|
09/16/24 |
|
|
|
GBP |
|
|
|
12,343 |
|
|
|
USD |
|
|
|
15,858 |
|
|
|
(365 |
) |
Standard Chartered |
|
|
09/16/24 |
|
|
|
HKD |
|
|
|
28,279 |
|
|
|
USD |
|
|
|
3,635 |
|
|
|
8 |
|
Standard Chartered |
|
|
09/17/24 |
|
|
|
USD |
|
|
|
13,698 |
|
|
|
JPY |
|
|
|
2,002,367 |
|
|
|
81 |
|
Standard Chartered |
|
|
09/17/24 |
|
|
|
JPY |
|
|
|
1,725,846 |
|
|
|
USD |
|
|
|
11,805 |
|
|
|
(71 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
349 |
|
|
|
NOK |
|
|
|
3,724 |
|
|
|
2 |
|
Westpac Banking |
|
|
09/16/24 |
|
|
|
SGD |
|
|
|
538 |
|
|
|
USD |
|
|
|
409 |
|
|
|
(4 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
833 |
|
|
|
SGD |
|
|
|
1,094 |
|
|
|
7 |
|
Westpac Banking |
|
|
09/16/24 |
|
|
|
CHF |
|
|
|
2,237 |
|
|
|
USD |
|
|
|
2,604 |
|
|
|
(37 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
AUD |
|
|
|
3,148 |
|
|
|
USD |
|
|
|
2,091 |
|
|
|
(46 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
6,043 |
|
|
|
CHF |
|
|
|
5,192 |
|
|
|
85 |
|
Westpac Banking |
|
|
09/16/24 |
|
|
|
CAD |
|
|
|
6,443 |
|
|
|
USD |
|
|
|
4,705 |
|
|
|
(77 |
) |
Westpac Banking |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
7,413 |
|
|
|
CAD |
|
|
|
10,150 |
|
|
|
121 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
12 |
|
|
Percentages are based on Net Assets of $287,055 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,651 |
|
|
$ |
12,330 |
|
|
$ |
(7,315 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6,666 |
|
|
$ |
53 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.5% |
Argentina — 0.9% |
Corp America Airports SA * |
|
|
135,260 |
|
|
$ |
2,037 |
|
Despegar.com Corp * |
|
|
91,057 |
|
|
|
1,119 |
|
Loma Negra Cia Industrial Argentina SA ADR * |
|
|
160,349 |
|
|
|
1,137 |
|
Telecom Argentina SA ADR * |
|
|
380,897 |
|
|
|
2,655 |
|
YPF SA ADR * |
|
|
40,594 |
|
|
|
962 |
|
| |
|
|
|
|
|
|
7,910 |
|
| |
|
|
|
|
|
|
|
|
Australia — 0.1% |
SolGold PLC * |
|
|
6,774,749 |
|
|
|
856 |
|
| |
|
|
|
|
|
|
|
|
Bangladesh — 0.3% |
BRAC Bank PLC |
|
|
6,471,066 |
|
|
|
2,891 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.2% |
Cenergy Holdings SA |
|
|
142,616 |
|
|
|
1,531 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 6.4% |
Adecoagro SA |
|
|
31,300 |
|
|
|
345 |
|
Afya Ltd, Cl A * |
|
|
15,724 |
|
|
|
256 |
|
Banco do Brasil SA |
|
|
340,308 |
|
|
|
1,687 |
|
C&A MODAS SA * |
|
|
862,400 |
|
|
|
1,544 |
|
Cia Brasileira de Aluminio * |
|
|
724,500 |
|
|
|
637 |
|
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
|
|
219,971 |
|
|
|
3,660 |
|
Cia de Saneamento de Minas Gerais Copasa MG |
|
|
86,200 |
|
|
|
357 |
|
CPFL Energia SA |
|
|
285,200 |
|
|
|
1,676 |
|
Cury Construtora e Incorporadora SA |
|
|
93,600 |
|
|
|
391 |
|
Embraer SA * |
|
|
354,400 |
|
|
|
2,902 |
|
Embraer SA ADR * |
|
|
46,784 |
|
|
|
1,555 |
|
Grupo SBF SA |
|
|
402,700 |
|
|
|
1,226 |
|
Hapvida Participacoes e Investimentos S/A * |
|
|
1,134,000 |
|
|
|
847 |
|
Itau Unibanco Holding SA ADR |
|
|
1,500,172 |
|
|
|
9,781 |
|
Localiza Rent a Car SA |
|
|
172,246 |
|
|
|
1,252 |
|
Neoenergia SA |
|
|
17,500 |
|
|
|
62 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
473,681 |
|
|
|
7,091 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
120,467 |
|
|
|
1,334 |
|
Petroleo Brasileiro SA ADR, Cl A |
|
|
546,297 |
|
|
|
7,615 |
|
Santos Brasil Participacoes SA * |
|
|
551,000 |
|
|
|
1,281 |
|
Sendas Distribuidora S/A |
|
|
1,288,900 |
|
|
|
2,153 |
|
Sigma Lithium Corp * |
|
|
27,976 |
|
|
|
298 |
|
Suzano SA |
|
|
55,500 |
|
|
|
539 |
|
TIM SA/Brazil |
|
|
1,513,800 |
|
|
|
4,763 |
|
TOTVS SA |
|
|
419,400 |
|
|
|
2,214 |
|
Vibra Energia SA |
|
|
177,000 |
|
|
|
799 |
|
| |
|
|
|
|
|
|
56,265 |
|
| |
|
|
|
|
|
|
|
|
Canada — 1.3% |
Capstone Copper Corp * |
|
|
192,296 |
|
|
|
1,380 |
|
Celestica Inc * |
|
|
82,515 |
|
|
|
4,202 |
|
Ivanhoe Mines Ltd, Cl A * |
|
|
320,719 |
|
|
|
4,276 |
|
Pan American Silver Corp |
|
|
84,091 |
|
|
|
1,699 |
|
| |
|
|
|
|
|
|
11,557 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cayman Islands — 0.1% |
Theon International PLC |
|
|
57,080 |
|
|
$ |
729 |
|
| |
|
|
|
|
|
|
|
|
Chiina — 0.1% |
Sunny Optical Technology Group Co Ltd |
|
|
91,200 |
|
|
|
565 |
|
| |
|
|
|
|
|
|
|
|
Chile — 0.7% |
Banco Santander Chile ADR |
|
|
97,984 |
|
|
|
2,023 |
|
Enel Chile SA |
|
|
13,717,228 |
|
|
|
741 |
|
Parque Arauco SA |
|
|
2,272,217 |
|
|
|
3,734 |
|
| |
|
|
|
|
|
|
6,498 |
|
| |
|
|
|
|
|
|
|
|
China — 13.8% |
3SBio Inc |
|
|
167,000 |
|
|
|
130 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
2,300,000 |
|
|
|
1,017 |
|
Airtac International Group |
|
|
8,700 |
|
|
|
235 |
|
Alibaba Group Holding Ltd |
|
|
1,338,100 |
|
|
|
13,972 |
|
Alibaba Group Holding Ltd ADR |
|
|
20,136 |
|
|
|
1,678 |
|
Baidu Inc ADR * |
|
|
78,712 |
|
|
|
6,661 |
|
Brilliance China Automotive Holdings Ltd |
|
|
660,000 |
|
|
|
275 |
|
China Construction Bank Corp, Cl H * |
|
|
5,630,000 |
|
|
|
3,984 |
|
China Everbright Environment Group Ltd |
|
|
513,000 |
|
|
|
235 |
|
China Galaxy Securities Co Ltd, Cl H * |
|
|
843,000 |
|
|
|
446 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
227,800 |
|
|
|
594 |
|
China Railway Group Ltd, Cl H |
|
|
1,993,000 |
|
|
|
925 |
|
China Resources Land Ltd |
|
|
1,604,500 |
|
|
|
4,556 |
|
China Resources Pharmaceutical Group Ltd |
|
|
497,000 |
|
|
|
350 |
|
China State Construction International Holdings Ltd |
|
|
274,000 |
|
|
|
391 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
311,200 |
|
|
|
404 |
|
CITIC Ltd |
|
|
788,000 |
|
|
|
787 |
|
Contemporary Amperex Technology Co Ltd, Cl A |
|
|
222,848 |
|
|
|
5,796 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H |
|
|
1,104,550 |
|
|
|
1,515 |
|
Daqin Railway Co Ltd, Cl A * |
|
|
275,745 |
|
|
|
238 |
|
FinVolution Group ADR |
|
|
56,408 |
|
|
|
299 |
|
First Tractor Co Ltd, Cl H |
|
|
762,000 |
|
|
|
770 |
|
Full Truck Alliance Co Ltd ADR |
|
|
145,258 |
|
|
|
1,053 |
|
Gree Electric Appliances Inc of Zhuhai, Cl A |
|
|
110,500 |
|
|
|
619 |
|
Guangdong Xinbao Electrical Appliances Holdings Co Ltd, Cl A |
|
|
152,600 |
|
|
|
278 |
|
Haier Smart Home Co Ltd, Cl A |
|
|
2,207,400 |
|
|
|
6,806 |
|
Hello Group Inc ADR |
|
|
39,380 |
|
|
|
261 |
|
iQIYI Inc ADR * |
|
|
1,176,987 |
|
|
|
2,531 |
|
JD.com Inc ADR |
|
|
34,642 |
|
|
|
935 |
|
Jiangxi Copper Co Ltd, Cl H |
|
|
248,000 |
|
|
|
418 |
|
Kanzhun Ltd ADR |
|
|
91,868 |
|
|
|
1,145 |
|
Kuaishou Technology, Cl B * |
|
|
105,100 |
|
|
|
543 |
|
Kunlun Energy Co Ltd |
|
|
2,960,000 |
|
|
|
2,964 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
8,475 |
|
|
|
1,726 |
|
Meituan, Cl B * |
|
|
290,200 |
|
|
|
4,397 |
|
Midea Group Co Ltd, Cl A |
|
|
31,400 |
|
|
|
287 |
|
NARI Technology Co Ltd, Cl A * |
|
|
793,200 |
|
|
|
2,755 |
|
PDD Holdings Inc ADR * |
|
|
22,426 |
|
|
|
2,155 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
People's Insurance Co Group of China Ltd/The, Cl H * |
|
|
806,000 |
|
|
$ |
305 |
|
PetroChina Co Ltd, Cl H |
|
|
810,000 |
|
|
|
734 |
|
PICC Property & Casualty Co Ltd * |
|
|
3,776,000 |
|
|
|
4,889 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
1,469,500 |
|
|
|
7,046 |
|
Q Technology Group Co Ltd |
|
|
811,000 |
|
|
|
494 |
|
Qifu Technology Inc ADR |
|
|
32,492 |
|
|
|
861 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
170,800 |
|
|
|
398 |
|
Sinotruk Hong Kong Ltd |
|
|
747,500 |
|
|
|
1,869 |
|
TAL Education Group ADR * |
|
|
117,336 |
|
|
|
943 |
|
Tencent Holdings Ltd |
|
|
298,753 |
|
|
|
14,631 |
|
Tencent Music Entertainment Group ADR |
|
|
25,107 |
|
|
|
262 |
|
Tongcheng Travel Holdings Ltd |
|
|
274,400 |
|
|
|
512 |
|
TravelSky Technology Ltd, Cl H |
|
|
1,111,000 |
|
|
|
1,380 |
|
Trip.com Group Ltd ADR * |
|
|
37,770 |
|
|
|
1,780 |
|
Vipshop Holdings Ltd ADR |
|
|
440,385 |
|
|
|
5,522 |
|
Weibo Corp ADR |
|
|
49,722 |
|
|
|
372 |
|
Wuliangye Yibin Co Ltd, Cl A |
|
|
15,879 |
|
|
|
276 |
|
Xinyi Glass Holdings Ltd |
|
|
674,000 |
|
|
|
610 |
|
Xinyi Solar Holdings Ltd |
|
|
2,471,000 |
|
|
|
966 |
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
712,700 |
|
|
|
1,361 |
|
Yihai International Holding Ltd |
|
|
334,000 |
|
|
|
501 |
|
Zhejiang Semir Garment Co Ltd, Cl A |
|
|
249,692 |
|
|
|
160 |
|
ZJLD Group Inc |
|
|
818,200 |
|
|
|
759 |
|
ZTE Corp, Cl H |
|
|
248,600 |
|
|
|
501 |
|
| |
|
|
|
|
|
|
121,263 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.3% |
Gran Tierra Energy Inc * |
|
|
392,799 |
|
|
|
2,906 |
|
| |
|
|
|
|
|
|
2,906 |
|
| |
|
|
|
|
|
|
|
|
Czechia — 0.2% |
WAG Payment Solutions PLC * |
|
|
1,509,678 |
|
|
|
1,349 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 0.4% |
Commercial International Bank - Egypt GDR |
|
|
2,175,279 |
|
|
|
3,415 |
|
| |
|
|
|
|
|
|
|
|
France — 0.1% |
Eramet SA |
|
|
8,295 |
|
|
|
653 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.2% |
TBC Bank Group PLC |
|
|
44,493 |
|
|
|
1,842 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.2% |
Tullow Oil PLC * |
|
|
4,509,267 |
|
|
|
1,593 |
|
| |
|
|
|
|
|
|
|
|
Greece — 1.5% |
Alpha Services and Holdings SA |
|
|
274,141 |
|
|
|
469 |
|
Eurobank Ergasias Services and Holdings SA |
|
|
2,281,611 |
|
|
|
5,213 |
|
National Bank of Greece SA |
|
|
299,724 |
|
|
|
2,607 |
|
OPAP SA |
|
|
44,743 |
|
|
|
774 |
|
Piraeus Financial Holdings SA |
|
|
949,169 |
|
|
|
4,106 |
|
| |
|
|
|
|
|
|
13,169 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.4% |
Orient Overseas International Ltd |
|
|
34,500 |
|
|
|
480 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pacific Basin Shipping Ltd |
|
|
1,268,000 |
|
|
$ |
349 |
|
Techtronic Industries Co Ltd |
|
|
204,000 |
|
|
|
2,749 |
|
| |
|
|
|
|
|
|
3,578 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.8% |
OTP Bank Nyrt |
|
|
99,007 |
|
|
|
5,106 |
|
Richter Gedeon Nyrt * |
|
|
77,722 |
|
|
|
2,360 |
|
| |
|
|
|
|
|
|
7,466 |
|
| |
|
|
|
|
|
|
|
|
Iceland — 0.4% |
Islandsbanki HF |
|
|
5,329,133 |
|
|
|
3,935 |
|
| |
|
|
|
|
|
|
|
|
India — 12.9% |
Adani Ports & Special Economic Zone Ltd |
|
|
29,270 |
|
|
|
517 |
|
Ashok Leyland Ltd |
|
|
151,099 |
|
|
|
462 |
|
Ashoka Buildcon Ltd * |
|
|
609,560 |
|
|
|
1,697 |
|
Aster DM Healthcare Ltd |
|
|
219,471 |
|
|
|
1,064 |
|
Aurobindo Pharma Ltd |
|
|
95,830 |
|
|
|
1,793 |
|
Bajaj Auto Ltd |
|
|
11,396 |
|
|
|
1,480 |
|
Bharat Electronics Ltd |
|
|
1,117,851 |
|
|
|
3,989 |
|
Bharat Petroleum Corp Ltd |
|
|
279,830 |
|
|
|
1,193 |
|
Brigade Enterprises Ltd |
|
|
142,198 |
|
|
|
2,042 |
|
Canara Bank |
|
|
746,465 |
|
|
|
993 |
|
Chambal Fertilisers and Chemicals Ltd |
|
|
47,211 |
|
|
|
293 |
|
Chennai Petroleum Corp Ltd |
|
|
58,695 |
|
|
|
683 |
|
Coal India Ltd |
|
|
201,717 |
|
|
|
1,263 |
|
Colgate-Palmolive India Ltd |
|
|
19,472 |
|
|
|
845 |
|
Computer Age Management Services Ltd |
|
|
36,027 |
|
|
|
1,830 |
|
CreditAccess Grameen Ltd |
|
|
60,914 |
|
|
|
887 |
|
Dixon Technologies India Ltd |
|
|
2,384 |
|
|
|
374 |
|
Dr Reddy's Laboratories Ltd |
|
|
9,647 |
|
|
|
809 |
|
Emami Ltd |
|
|
197,543 |
|
|
|
1,915 |
|
Exide Industries Ltd |
|
|
367,376 |
|
|
|
2,159 |
|
Federal Bank Ltd |
|
|
767,285 |
|
|
|
1,781 |
|
GAIL India Ltd |
|
|
403,084 |
|
|
|
1,142 |
|
Genus Power Infrastructures Ltd |
|
|
521,074 |
|
|
|
2,835 |
|
HCL Technologies Ltd |
|
|
198,730 |
|
|
|
4,154 |
|
HDFC Asset Management Co Ltd |
|
|
5,880 |
|
|
|
310 |
|
HDFC Bank Ltd |
|
|
225,090 |
|
|
|
4,393 |
|
HDFC Bank Ltd ADR |
|
|
12,398 |
|
|
|
758 |
|
Hindalco Industries Ltd |
|
|
134,769 |
|
|
|
1,127 |
|
Hindustan Aeronautics Ltd |
|
|
13,728 |
|
|
|
766 |
|
ICICI Bank Ltd |
|
|
307,287 |
|
|
|
4,504 |
|
ICICI Bank Ltd ADR |
|
|
235,296 |
|
|
|
6,897 |
|
Indus Towers Ltd * |
|
|
118,388 |
|
|
|
647 |
|
Info Edge India Ltd |
|
|
9,126 |
|
|
|
836 |
|
Intellect Design Arena Ltd |
|
|
158,277 |
|
|
|
1,874 |
|
InterGlobe Aviation Ltd * |
|
|
21,196 |
|
|
|
1,221 |
|
IRB Infrastructure Developers Ltd |
|
|
1,445,479 |
|
|
|
1,092 |
|
ITD Cementation India Ltd |
|
|
75,370 |
|
|
|
498 |
|
Jyothy Labs Ltd |
|
|
250,815 |
|
|
|
1,614 |
|
Kotak Mahindra Bank Ltd |
|
|
142,572 |
|
|
|
3,027 |
|
KPIT Technologies Ltd |
|
|
64,910 |
|
|
|
1,405 |
|
Lemon Tree Hotels Ltd * |
|
|
326,093 |
|
|
|
523 |
|
LIC Housing Finance Ltd |
|
|
82,618 |
|
|
|
664 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lupin Ltd |
|
|
11,251 |
|
|
$ |
301 |
|
Mahindra & Mahindra Ltd |
|
|
35,933 |
|
|
|
1,202 |
|
Manappuram Finance Ltd |
|
|
215,257 |
|
|
|
554 |
|
Mrs Bectors Food Specialities Ltd * |
|
|
102,589 |
|
|
|
1,967 |
|
Muthoot Finance Ltd |
|
|
20,055 |
|
|
|
470 |
|
Narayana Hrudayalaya Ltd |
|
|
79,690 |
|
|
|
1,206 |
|
Natco Pharma Ltd |
|
|
39,574 |
|
|
|
726 |
|
NCC Ltd/India |
|
|
223,786 |
|
|
|
851 |
|
Nippon Life India Asset Management Ltd |
|
|
44,504 |
|
|
|
357 |
|
Oil & Natural Gas Corp Ltd |
|
|
326,697 |
|
|
|
1,288 |
|
PB Fintech Ltd * |
|
|
124,135 |
|
|
|
2,623 |
|
Petronet LNG Ltd |
|
|
604,496 |
|
|
|
2,647 |
|
Phoenix Mills Ltd/The |
|
|
145,885 |
|
|
|
6,556 |
|
PNC Infratech Ltd * |
|
|
315,621 |
|
|
|
1,692 |
|
Power Grid Corp of India Ltd |
|
|
209,801 |
|
|
|
844 |
|
REC Ltd |
|
|
416,179 |
|
|
|
3,075 |
|
Shriram Finance Ltd |
|
|
129,451 |
|
|
|
4,946 |
|
Sobha Ltd |
|
|
49,941 |
|
|
|
950 |
|
Strides Pharma Science Ltd |
|
|
25,259 |
|
|
|
404 |
|
Tata Motors Ltd |
|
|
88,354 |
|
|
|
1,171 |
|
Thermax Ltd |
|
|
33,990 |
|
|
|
1,772 |
|
Trent Ltd |
|
|
14,666 |
|
|
|
1,252 |
|
VA Tech Wabag Ltd * |
|
|
98,582 |
|
|
|
1,496 |
|
Varun Beverages Ltd |
|
|
165,312 |
|
|
|
2,958 |
|
Vedanta Ltd |
|
|
97,844 |
|
|
|
547 |
|
Voltamp Transformers Ltd |
|
|
1,598 |
|
|
|
269 |
|
Zomato Ltd * |
|
|
955,383 |
|
|
|
2,854 |
|
Zydus Lifesciences Ltd |
|
|
37,804 |
|
|
|
508 |
|
| |
|
|
|
|
|
|
113,842 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 5.0% |
Adaro Energy Indonesia Tbk PT |
|
|
2,478,800 |
|
|
|
571 |
|
Aspirasi Hidup Indonesia Tbk PT |
|
|
24,208,500 |
|
|
|
1,120 |
|
Astra International Tbk PT |
|
|
1,863,200 |
|
|
|
615 |
|
Bank Central Asia Tbk PT |
|
|
5,163,600 |
|
|
|
3,450 |
|
Bank Mandiri Persero Tbk PT |
|
|
4,805,600 |
|
|
|
2,215 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
27,302,576 |
|
|
|
9,098 |
|
Bank Syariah Indonesia Tbk PT |
|
|
5,496,200 |
|
|
|
942 |
|
Cisarua Mountain Dairy PT TBK |
|
|
12,400,900 |
|
|
|
3,964 |
|
First Pacific Co Ltd |
|
|
7,750,000 |
|
|
|
4,143 |
|
Indo Tambangraya Megah Tbk PT |
|
|
121,300 |
|
|
|
214 |
|
Indosat Tbk PT |
|
|
2,392,800 |
|
|
|
1,606 |
|
Jasa Marga Persero Tbk PT |
|
|
3,883,900 |
|
|
|
1,345 |
|
Medikaloka Hermina Tbk PT |
|
|
52,722,900 |
|
|
|
4,435 |
|
Pakuwon Jati Tbk PT |
|
|
89,667,684 |
|
|
|
2,762 |
|
Perusahaan Gas Negara Tbk PT |
|
|
2,812,700 |
|
|
|
280 |
|
Trimegah Bangun Persada Tbk PT |
|
|
55,861,139 |
|
|
|
3,289 |
|
Ultrajaya Milk Industry & Trading Co Tbk PT |
|
|
27,622,400 |
|
|
|
3,324 |
|
United Tractors Tbk PT |
|
|
180,500 |
|
|
|
316 |
|
| |
|
|
|
|
|
|
43,689 |
|
| |
|
|
|
|
|
|
|
|
Isreal — 0.7% |
Energean PLC |
|
|
469,697 |
|
|
|
6,003 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Jordan — 0.0% |
Hikma Pharmaceuticals PLC |
|
|
8,624 |
|
|
$ |
226 |
|
| |
|
|
|
|
|
|
|
|
Kazakhstan — 2.2% |
Air Astana JSC GDR * |
|
|
542,507 |
|
|
|
3,716 |
|
Halyk Savings Bank of Kazakhstan JSC GDR |
|
|
443,219 |
|
|
|
7,756 |
|
Kaspi.KZ JSC ADR |
|
|
13,006 |
|
|
|
1,703 |
|
NAC Kazatomprom JSC GDR |
|
|
168,251 |
|
|
|
6,113 |
|
| |
|
|
|
|
|
|
19,288 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.3% |
ARM Cement Ltd * |
|
|
10 |
|
|
|
– |
|
Equity Group Holdings PLC/Kenya |
|
|
9,178,063 |
|
|
|
2,926 |
|
| |
|
|
|
|
|
|
2,926 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.3% |
Alvotech SA * |
|
|
257,154 |
|
|
|
3,025 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.1% |
MGM China Holdings Ltd |
|
|
705,200 |
|
|
|
949 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.6% |
CIMB Group Holdings Bhd |
|
|
288,400 |
|
|
|
547 |
|
Dayang Enterprise Holdings Bhd |
|
|
1,526,300 |
|
|
|
918 |
|
Econpile Holdings Bhd * |
|
|
3,941,600 |
|
|
|
360 |
|
Gamuda Bhd |
|
|
733,100 |
|
|
|
1,272 |
|
Genting Bhd |
|
|
359,700 |
|
|
|
360 |
|
Mah Sing Group Bhd |
|
|
1,937,200 |
|
|
|
731 |
|
My EG Services Bhd |
|
|
1,367,500 |
|
|
|
283 |
|
Sime Darby Bhd |
|
|
608,400 |
|
|
|
349 |
|
YTL Corp Bhd |
|
|
438,900 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
5,114 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 1.7% |
BBB Foods Inc, Cl A * |
|
|
53,308 |
|
|
|
1,694 |
|
Controladora Vuela Cia de Aviacion SAB de CV ADR * |
|
|
149,270 |
|
|
|
852 |
|
Corp Inmobiliaria Vesta SAB de CV |
|
|
222,600 |
|
|
|
612 |
|
Grupo Aeroportuario del Pacifico SAB de CV, Cl B |
|
|
145,274 |
|
|
|
2,572 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
821,700 |
|
|
|
5,712 |
|
Grupo Traxion SAB de CV, Cl A * |
|
|
272,141 |
|
|
|
280 |
|
Qualitas Controladora SAB de CV |
|
|
252,000 |
|
|
|
2,023 |
|
Wal-Mart de Mexico SAB de CV |
|
|
451,890 |
|
|
|
1,442 |
|
| |
|
|
|
|
|
|
15,187 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
SBM Offshore NV |
|
|
27,176 |
|
|
|
513 |
|
| |
|
|
|
|
|
|
|
|
Nigeria — 1.3% |
Guaranty Trust Holding Co PLC |
|
|
106,821,646 |
|
|
|
3,033 |
|
SEPLAT Energy PLC |
|
|
2,641,092 |
|
|
|
6,491 |
|
Zenith Bank PLC |
|
|
89,481,036 |
|
|
|
2,136 |
|
| |
|
|
|
|
|
|
11,660 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.6% |
United Bank Ltd/Pakistan |
|
|
6,175,348 |
|
|
|
5,615 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Peru — 1.7% |
Auna SA, Cl A * |
|
|
442,896 |
|
|
$ |
2,914 |
|
Credicorp Ltd |
|
|
34,968 |
|
|
|
6,237 |
|
Hochschild Mining PLC |
|
|
2,656,117 |
|
|
|
6,017 |
|
| |
|
|
|
|
|
|
15,168 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 2.6% |
Ayala Corp |
|
|
309,759 |
|
|
|
3,338 |
|
Ayala Land Inc |
|
|
5,943,100 |
|
|
|
3,736 |
|
BDO Unibank Inc |
|
|
1,342,470 |
|
|
|
3,653 |
|
Century Pacific Food Inc |
|
|
1,180,400 |
|
|
|
771 |
|
GT Capital Holdings Inc |
|
|
387,410 |
|
|
|
4,305 |
|
OceanaGold Philippines Inc |
|
|
14,448,200 |
|
|
|
3,376 |
|
Robinsons Land Corp |
|
|
14,277,300 |
|
|
|
3,804 |
|
| |
|
|
|
|
|
|
22,983 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.9% |
Allegro.eu SA * |
|
|
115,864 |
|
|
|
1,142 |
|
CCC SA * |
|
|
33,862 |
|
|
|
1,360 |
|
InPost SA * |
|
|
94,593 |
|
|
|
1,744 |
|
KGHM Polska Miedz SA |
|
|
52,833 |
|
|
|
1,899 |
|
ORLEN SA |
|
|
46,967 |
|
|
|
783 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
50,757 |
|
|
|
613 |
|
| |
|
|
|
|
|
|
7,541 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.0% |
Ooredoo QPSC |
|
|
85,906 |
|
|
|
260 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Gazprom PJSC ADR *(A) |
|
|
503,042 |
|
|
|
– |
|
LUKOIL PJSC ADR * |
|
|
107,182 |
|
|
|
– |
|
Mobile TeleSystems PJSC ADR * |
|
|
556,416 |
|
|
|
– |
|
Moscow Exchange MICEX-RTS PJSC * |
|
|
945,410 |
|
|
|
– |
|
Ozon Holdings PLC ADR * |
|
|
30,008 |
|
|
|
– |
|
Sberbank of Russia PJSC ADR *(A) |
|
|
93,380 |
|
|
|
– |
|
Surgutneftegas PJSC ADR * |
|
|
416,721 |
|
|
|
– |
|
| |
|
|
|
|
|
|
— |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
– |
|
Saudi Arabia — 0.8% |
AlKhorayef Water & Power Technologies Co * |
|
|
11,113 |
|
|
|
542 |
|
Arab National Bank |
|
|
84,383 |
|
|
|
435 |
|
Bupa Arabia for Cooperative Insurance Co |
|
|
40,883 |
|
|
|
2,532 |
|
Etihad Etisalat Co |
|
|
42,212 |
|
|
|
569 |
|
Riyadh Cables Group Co |
|
|
26,315 |
|
|
|
783 |
|
Saudi Ground Services Co |
|
|
46,660 |
|
|
|
668 |
|
Savola Group/The |
|
|
61,380 |
|
|
|
436 |
|
United Electronics Co |
|
|
33,799 |
|
|
|
821 |
|
| |
|
|
|
|
|
|
6,786 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.8% |
Grab Holdings Ltd, Cl A * |
|
|
736,282 |
|
|
|
2,371 |
|
Sea Ltd ADR * |
|
|
54,993 |
|
|
|
4,306 |
|
| |
|
|
|
|
|
|
6,677 |
|
| |
|
|
|
|
|
|
|
|
Slovenia — 0.9% |
Nova Ljubljanska Banka dd GDR |
|
|
306,187 |
|
|
|
8,215 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
South Africa — 2.3% |
Aspen Pharmacare Holdings Ltd |
|
|
113,889 |
|
|
$ |
1,539 |
|
Capitec Bank Holdings Ltd |
|
|
21,062 |
|
|
|
3,471 |
|
Foschini Group Ltd/The |
|
|
165,993 |
|
|
|
1,355 |
|
Naspers Ltd, Cl N |
|
|
58,797 |
|
|
|
12,179 |
|
Nedbank Group Ltd |
|
|
76,235 |
|
|
|
1,274 |
|
Sasol Ltd |
|
|
99,086 |
|
|
|
768 |
|
| |
|
|
|
|
|
|
20,586 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 10.0% |
BH Co Ltd |
|
|
20,172 |
|
|
|
360 |
|
BNK Financial Group Inc |
|
|
46,640 |
|
|
|
355 |
|
CJ CheilJedang Corp |
|
|
7,358 |
|
|
|
1,774 |
|
Classys Inc |
|
|
46,778 |
|
|
|
1,761 |
|
Coupang Inc, Cl A * |
|
|
112,754 |
|
|
|
2,497 |
|
Coway Co Ltd |
|
|
40,016 |
|
|
|
2,013 |
|
DB Insurance Co Ltd |
|
|
7,193 |
|
|
|
625 |
|
DL E&C Co Ltd |
|
|
8,288 |
|
|
|
205 |
|
Doosan Bobcat Inc |
|
|
11,623 |
|
|
|
346 |
|
Eo Technics Co Ltd |
|
|
9,569 |
|
|
|
1,231 |
|
Eugene Technology Co Ltd |
|
|
34,900 |
|
|
|
1,199 |
|
GS Holdings Corp |
|
|
12,565 |
|
|
|
425 |
|
Hana Financial Group Inc |
|
|
226,210 |
|
|
|
10,482 |
|
Hana Materials Inc |
|
|
15,501 |
|
|
|
400 |
|
Hankook Tire & Technology Co Ltd |
|
|
10,042 |
|
|
|
326 |
|
HD Hyundai Electric Co Ltd |
|
|
2,680 |
|
|
|
613 |
|
Hyundai Glovis Co Ltd |
|
|
5,880 |
|
|
|
493 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
13,014 |
|
|
|
339 |
|
Hyundai Motor Co |
|
|
3,776 |
|
|
|
722 |
|
Hyundai Rotem Co Ltd |
|
|
39,021 |
|
|
|
1,577 |
|
Kia Corp |
|
|
144,532 |
|
|
|
11,479 |
|
KIWOOM Securities Co Ltd |
|
|
3,072 |
|
|
|
311 |
|
Korea Investment Holdings Co Ltd |
|
|
7,779 |
|
|
|
424 |
|
Korean Air Lines Co Ltd |
|
|
32,084 |
|
|
|
530 |
|
KT Corp |
|
|
17,088 |
|
|
|
494 |
|
LG Chem Ltd |
|
|
9,120 |
|
|
|
2,195 |
|
LG Electronics Inc |
|
|
71,342 |
|
|
|
5,308 |
|
LG Innotek Co Ltd |
|
|
4,819 |
|
|
|
1,003 |
|
LX INTERNATIONAL CORP |
|
|
13,188 |
|
|
|
316 |
|
NH Investment & Securities Co Ltd |
|
|
192,764 |
|
|
|
1,971 |
|
OCI Holdings Co Ltd |
|
|
5,826 |
|
|
|
311 |
|
Poongsan Corp |
|
|
40,401 |
|
|
|
1,948 |
|
Samsung Electronics Co Ltd |
|
|
335,991 |
|
|
|
18,688 |
|
Samsung Securities Co Ltd |
|
|
11,454 |
|
|
|
405 |
|
Shinhan Financial Group Co Ltd |
|
|
89,006 |
|
|
|
3,738 |
|
Shinsegae Inc |
|
|
1,934 |
|
|
|
218 |
|
SK Hynix Inc |
|
|
41,827 |
|
|
|
5,439 |
|
SK Square Co Ltd * |
|
|
56,975 |
|
|
|
3,348 |
|
SOOP Co Ltd |
|
|
4,976 |
|
|
|
382 |
|
Soulbrain Co Ltd |
|
|
2,441 |
|
|
|
433 |
|
TSE Co Ltd |
|
|
19,075 |
|
|
|
695 |
|
WONIK IPS Co Ltd |
|
|
37,037 |
|
|
|
947 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Youngone Corp |
|
|
8,726 |
|
|
$ |
248 |
|
| |
|
|
|
|
|
|
88,574 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 13.9% |
Acer Inc |
|
|
431,000 |
|
|
|
589 |
|
Alchip Technologies Ltd |
|
|
12,700 |
|
|
|
1,052 |
|
Arcadyan Technology Corp |
|
|
191,000 |
|
|
|
875 |
|
Asia Vital Components Co Ltd |
|
|
195,686 |
|
|
|
3,707 |
|
ASPEED Technology Inc |
|
|
14,230 |
|
|
|
2,193 |
|
Asustek Computer Inc |
|
|
52,000 |
|
|
|
873 |
|
Cathay Financial Holding Co Ltd |
|
|
278,000 |
|
|
|
552 |
|
Chicony Electronics Co Ltd |
|
|
36,000 |
|
|
|
182 |
|
Compal Electronics Inc |
|
|
232,000 |
|
|
|
241 |
|
CTBC Financial Holding Co Ltd |
|
|
5,293,000 |
|
|
|
5,402 |
|
E Ink Holdings Inc |
|
|
115,000 |
|
|
|
1,096 |
|
Elan Microelectronics Corp * |
|
|
339,000 |
|
|
|
1,558 |
|
Elite Material Co Ltd |
|
|
107,000 |
|
|
|
1,555 |
|
Ennoconn Corp |
|
|
149,000 |
|
|
|
1,383 |
|
Eva Airways Corp |
|
|
667,000 |
|
|
|
737 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
181,800 |
|
|
|
1,068 |
|
Fortune Electric Co Ltd |
|
|
11,000 |
|
|
|
229 |
|
Fositek Corp |
|
|
32,000 |
|
|
|
801 |
|
Gold Circuit Electronics Ltd |
|
|
214,000 |
|
|
|
1,412 |
|
Hon Hai Precision Industry Co Ltd |
|
|
574,912 |
|
|
|
3,316 |
|
Ingentec Corp |
|
|
136,500 |
|
|
|
934 |
|
Insyde Software Corp |
|
|
42,000 |
|
|
|
574 |
|
International Games System Co Ltd |
|
|
51,000 |
|
|
|
1,242 |
|
Jentech Precision Industrial Co Ltd |
|
|
77,000 |
|
|
|
3,262 |
|
Johnson Health Tech Co Ltd |
|
|
249,000 |
|
|
|
957 |
|
King Yuan Electronics Co Ltd |
|
|
551,000 |
|
|
|
2,084 |
|
Kinik Co |
|
|
192,000 |
|
|
|
2,029 |
|
Lotes Co Ltd |
|
|
9,000 |
|
|
|
430 |
|
Macronix International Co Ltd |
|
|
1,745,000 |
|
|
|
1,511 |
|
MediaTek Inc |
|
|
108,298 |
|
|
|
4,198 |
|
Micro-Star International Co Ltd |
|
|
557,000 |
|
|
|
3,195 |
|
Pou Chen Corp |
|
|
331,000 |
|
|
|
360 |
|
Primax Electronics Ltd |
|
|
76,000 |
|
|
|
213 |
|
Quanta Computer Inc |
|
|
92,000 |
|
|
|
771 |
|
Radiant Opto-Electronics Corp |
|
|
80,000 |
|
|
|
494 |
|
Raydium Semiconductor Corp * |
|
|
14,000 |
|
|
|
156 |
|
Sitronix Technology Corp |
|
|
34,000 |
|
|
|
249 |
|
Sports Gear Co Ltd |
|
|
365,000 |
|
|
|
987 |
|
Synnex Technology International Corp |
|
|
135,000 |
|
|
|
304 |
|
Taiwan Paiho Ltd |
|
|
270,000 |
|
|
|
519 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
1,958,000 |
|
|
|
57,779 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
13,608 |
|
|
|
2,337 |
|
Taiwan Surface Mounting Technology Corp |
|
|
25,000 |
|
|
|
91 |
|
United Microelectronics Corp |
|
|
393,000 |
|
|
|
682 |
|
Universal Microwave Technology Inc |
|
|
127,000 |
|
|
|
1,386 |
|
Visual Photonics Epitaxy Co Ltd |
|
|
332,000 |
|
|
|
1,474 |
|
Voltronic Power Technology Corp |
|
|
20,950 |
|
|
|
1,307 |
|
Wisdom Marine Lines Co Ltd |
|
|
222,000 |
|
|
|
466 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wistron Corp |
|
|
231,000 |
|
|
$ |
733 |
|
Wiwynn Corp * |
|
|
32,000 |
|
|
|
1,901 |
|
Yang Ming Marine Transport Corp |
|
|
442,000 |
|
|
|
891 |
|
| |
|
|
|
|
|
|
122,337 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.9% |
Bumrungrad Hospital PCL |
|
|
87,900 |
|
|
|
636 |
|
Kasikornbank PCL |
|
|
120,300 |
|
|
|
508 |
|
Kasikornbank PCL NVDR |
|
|
1,287,300 |
|
|
|
5,439 |
|
Krung Thai Bank PCL |
|
|
872,200 |
|
|
|
472 |
|
Muangthai Capital PCL NVDR |
|
|
439,900 |
|
|
|
569 |
|
Sansiri PCL |
|
|
2,993,200 |
|
|
|
151 |
|
| |
|
|
|
|
|
|
7,775 |
|
| |
|
|
|
|
|
|
|
|
Türkiye — 0.8% |
AG Anadolu Grubu Holding AS, Cl A |
|
|
53,643 |
|
|
|
519 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
70,827 |
|
|
|
463 |
|
Dogus Otomotiv Servis ve Ticaret AS |
|
|
64,376 |
|
|
|
450 |
|
Haci Omer Sabanci Holding AS |
|
|
463,929 |
|
|
|
1,198 |
|
KOC Holding AS |
|
|
181,286 |
|
|
|
992 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B |
|
|
112,317 |
|
|
|
349 |
|
MLP Saglik Hizmetleri AS, Cl B * |
|
|
136,294 |
|
|
|
1,319 |
|
TAB Gida Sanayi Ve Ticaret AS |
|
|
46,221 |
|
|
|
217 |
|
Turk Hava Yollari AO * |
|
|
107,289 |
|
|
|
946 |
|
Ulker Biskuvi Sanayi AS |
|
|
56,254 |
|
|
|
244 |
|
| |
|
|
|
|
|
|
6,697 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 2.4% |
Alef Education Holding PLC |
|
|
9,481,277 |
|
|
|
3,201 |
|
Bayanat AI PLC * |
|
|
530,631 |
|
|
|
334 |
|
Burjeel Holdings PLC |
|
|
1,433,603 |
|
|
|
960 |
|
Emaar Development PJSC |
|
|
2,621,677 |
|
|
|
6,003 |
|
Emaar Properties PJSC |
|
|
4,257,756 |
|
|
|
9,784 |
|
Emirates NBD Bank PJSC |
|
|
125,931 |
|
|
|
675 |
|
| |
|
|
|
|
|
|
20,957 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.0% |
Anglogold Ashanti PLC |
|
|
15,008 |
|
|
|
447 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.4% |
Globant SA * |
|
|
14,185 |
|
|
|
2,869 |
|
JBS S/A |
|
|
47,500 |
|
|
|
292 |
|
Laureate Education Inc, Cl A |
|
|
10,275 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
3,319 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 2.4% |
Ho Chi Minh City Development Joint Stock Commercial Bank |
|
|
2,824,212 |
|
|
|
3,145 |
|
Hoa Phat Group JSC * |
|
|
2,540,761 |
|
|
|
2,605 |
|
Military Commercial Joint Stock Bank |
|
|
6,415,731 |
|
|
|
6,409 |
|
SSI Securities Corp * |
|
|
1,010,000 |
|
|
|
1,368 |
|
Vietnam Technological & Commercial Joint Stock Bank |
|
|
3,225,040 |
|
|
|
3,027 |
|
Vincom Retail JSC * |
|
|
1,905,059 |
|
|
|
1,471 |
|
Vinhomes JSC |
|
|
1,825,800 |
|
|
|
3,046 |
|
| |
|
|
|
|
|
|
21,071 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zambia — 0.5% |
First Quantum Minerals Ltd |
|
|
345,961 |
|
|
$ |
4,356 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $725,366) ($ Thousands) |
|
|
|
|
|
|
841,757 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 2.2% |
Brazil — 0.5% |
Bradespar SA (B) |
|
|
210,800 |
|
|
|
725 |
|
Cia Energetica de Minas Gerais (B) |
|
|
307,811 |
|
|
|
630 |
|
Marcopolo SA (B) |
|
|
2,017,900 |
|
|
|
2,612 |
|
| |
|
|
|
|
|
|
3,967 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.1% |
Banco Davivienda SA (B) |
|
|
215,784 |
|
|
|
902 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 1.6% |
Hyundai Motor Co (B) |
|
|
45,119 |
|
|
|
6,189 |
|
LG Chem Ltd (B) |
|
|
5,906 |
|
|
|
957 |
|
LG Electronics Inc (B) |
|
|
25,035 |
|
|
|
905 |
|
Samsung Electronics Co Ltd (B) |
|
|
137,904 |
|
|
|
6,194 |
|
| |
|
|
|
|
|
|
14,245 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $19,657) ($ Thousands) |
|
|
|
|
|
|
19,114 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Saudi Arabia — 0.0% |
|
|
|
|
Savola Group/The, Expires 09/20/2024 * |
|
|
83,464 |
|
|
|
354 |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $365) ($ Thousands) |
|
|
|
|
|
|
354 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
7,663,232 |
|
|
|
7,663 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $7,663) ($ Thousands) |
|
|
|
|
|
|
7,663 |
|
Total Investments in Securities — 98.6% |
|
|
|
|
|
|
|
|
(Cost $753,051) ($ Thousands) |
|
$ |
868,888 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 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 |
|
|
144 |
|
|
|
Sep-2024 |
|
|
$ |
7,748 |
|
|
$ |
7,920 |
|
|
$ |
172 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Percentages are based on Net Assets of $881,120 ($ Thousands). |
|
† |
Investment in Affiliated Security. |
|
| * |
Non-income producing security. |
|
(A) |
Level 3 security in accordance with fair value hierarchy. |
|
| ** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
|
(B) |
No interest rate available. |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets
Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
7,016 |
|
|
$ |
37,741 |
|
|
$ |
(37,094 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
7,663 |
|
|
$ |
176 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 31.3% |
Aerospace & Defense — 0.6% |
|
|
|
|
Bleriot US Bidco Inc., 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.572%, CME Term SOFR + 3.250%, 10/30/2028 (A)(B) |
|
$ |
– |
|
|
$ |
— |
|
Cobham Ultra SeniorCo S.a r.l., Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
9.245%, CME Term SOFR + 3.500%, 08/03/2029 (A) |
|
|
1,156 |
|
|
|
1,135 |
|
TransDigm Inc., New Tranche J Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.843%, CME Term SOFR + 2.500%, 02/28/2031 (A) |
|
|
315 |
|
|
|
315 |
|
TransDigm Inc., Tranche K Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.085%, CME Term SOFR + 2.750%, 03/22/2030 (A) |
|
|
638 |
|
|
|
640 |
|
| |
|
|
|
|
|
|
2,090 |
|
| |
|
|
|
|
|
|
|
|
Air Transport — 0.3% |
|
|
|
|
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.294%, CME Term SOFR + 4.750%, 04/20/2028 (A) |
|
|
894 |
|
|
|
924 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Automotive — 1.5% |
|
|
|
|
American Auto Auction Group LLC/XLerate, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.485%, 12/30/2027 |
|
|
285 |
|
|
|
285 |
|
Autokiniton US Holdings, Inc., 2024 Replacement Term B Loan |
|
|
|
|
|
|
|
|
9.458%, 04/06/2028 |
|
|
246 |
|
|
|
247 |
|
Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.767%, SOFRRATE + 2.500%, 10/30/2026 (A) |
|
|
570 |
|
|
|
572 |
|
Belron Finance US LLC, First Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.624%, 11/13/2025 |
|
|
727 |
|
|
|
728 |
|
Clarios Global LP, Amendment No. 5 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.747%, CME Term SOFR + 2.500%, 05/06/2030 (A) |
|
|
898 |
|
|
|
899 |
|
Hertz Corporation, The, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.859%, CME Term SOFR + 3.250%, 06/30/2028 (A)(B) |
|
|
287 |
|
|
|
258 |
|
Hertz Corporation, The, Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.859%, CME Term SOFR + 3.250%, 06/30/2028 (A)(B) |
|
|
56 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, CME Term SOFR + 3.000%, 04/23/2031 (A) |
|
$ |
976 |
|
|
$ |
975 |
|
Wand Newco 3, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.497%, CME Term SOFR + 3.250%, 01/30/2031 (A) |
|
|
868 |
|
|
|
868 |
|
| |
|
|
|
|
|
|
4,882 |
|
| |
|
|
|
|
|
|
|
|
Building & Development — 1.0% |
|
|
|
|
Artera Services, LLC, Tranche C Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.835%, 02/15/2031 |
|
|
499 |
|
|
|
494 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.097%, CME Term SOFR + 3.750%, 11/23/2027 (A) |
|
|
253 |
|
|
|
244 |
|
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.962%, CME Term SOFR + 3.500%, 12/08/2025 (A) |
|
|
833 |
|
|
|
796 |
|
Gulfside Supply INC, Term Loan |
|
|
|
|
|
|
|
|
8.286%, SOFR + 3.500%, 05/29/2031 (A)(C) |
|
|
295 |
|
|
|
295 |
|
Summit Materials, LLC, Incremental Cov-Lite TLB |
|
|
|
|
|
|
|
|
7.804%, CME Term SOFR + 2.500%, 01/12/2029 (A) |
|
|
499 |
|
|
|
501 |
|
Tutor Perini Corp., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.208%, SOFRRATE + 3.500%, 08/18/2027 (A) |
|
|
984 |
|
|
|
981 |
|
Wrench Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.596%, 04/30/2026 |
|
|
205 |
|
|
|
205 |
|
| |
|
|
|
|
|
|
3,516 |
|
| |
|
|
|
|
|
|
|
|
Business Equipment & Services — 5.0% |
|
|
|
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.252%, CME Term SOFR + 5.000%, 08/18/2028 (A) |
|
|
1,163 |
|
|
|
1,167 |
|
Albion Financing 3 S.a r.l. (Albion Financing LLC), 2024 Amended U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.250%, 08/17/2029 (A)(B) |
|
|
265 |
|
|
|
266 |
|
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.861%, 02/04/2028 |
|
|
873 |
|
|
|
876 |
|
Asplundh Tree Expert, LLC, 2024 Incremental Term Loan |
|
|
|
|
|
|
|
|
7.094%, CME Term SOFR + 1.750%, 05/08/2031 (A) |
|
|
475 |
|
|
|
476 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, CME Term SOFR + 3.250%, 03/03/2025 (A) |
|
$ |
480 |
|
|
$ |
478 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.944%, CME Term SOFR + 4.500%, 10/15/2026 (A) |
|
|
270 |
|
|
|
270 |
|
AVSC Holding Corp., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.708%, LIBOR + 3.500%, 09/01/2025 (A) |
|
|
415 |
|
|
|
408 |
|
Boost Newco Borrower, LLC, USD Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.748%, CME Term SOFR + 2.500%, 01/31/2031 (A) |
|
|
405 |
|
|
|
405 |
|
BW Holding Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.497%, CME Term SOFR + 4.000%, 12/14/2028 (A) |
|
|
635 |
|
|
|
568 |
|
Chart Industries, Amendment No. 7 Term Loan |
|
|
|
|
|
|
|
|
7.825%, 03/15/2030 |
|
|
779 |
|
|
|
781 |
|
Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.844%, 11/02/2029 |
|
|
225 |
|
|
|
226 |
|
Electron Bidco Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.458%, CME Term SOFR + 3.000%, 11/01/2028 (A) |
|
|
1,342 |
|
|
|
1,345 |
|
Ensono, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.458%, CME Term SOFR + 4.000%, 05/26/2028 (A) |
|
|
80 |
|
|
|
80 |
|
9.361%, CME Term SOFR + 4.000%, 05/26/2028 (A) |
|
|
763 |
|
|
|
758 |
|
Grant Thornton, Cov-Lite Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
8.597%, 05/16/2031 |
|
|
450 |
|
|
|
451 |
|
Iqvia Inc., Incremental Term B-4 Dollar Loan |
|
|
|
|
|
|
|
|
7.335%, CME Term SOFR + 2.000%, 01/02/2031 (A) |
|
|
577 |
|
|
|
580 |
|
Lei Finco US LLC, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 07/02/2031 (A)(B)(D) |
|
|
425 |
|
|
|
421 |
|
Medline Borrower, LP, Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.847%, CME Term SOFR + 2.750%, 10/23/2028 (A) |
|
|
414 |
|
|
|
414 |
|
Mermaid Bidco |
|
|
|
|
|
|
|
|
8.492%, CME Term SOFR + 3.250%, 07/03/2031 (A)(B) |
|
|
240 |
|
|
|
241 |
|
Project Castle Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.835%, CME Term SOFR + 5.500%, 06/01/2029 (A) |
|
|
42 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
10.832%, CME Term SOFR + 5.500%, 06/01/2029 (A) |
|
$ |
767 |
|
|
$ |
691 |
|
R1 RCM Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, 06/21/2029 (A) |
|
|
401 |
|
|
|
402 |
|
Sedgwick Claims Management Services Inc., 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.252%, CME Term SOFR + 3.750%, 02/24/2028 (A) |
|
|
1,146 |
|
|
|
1,147 |
|
Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.514%, CME Term SOFR + 4.000%, 10/29/2027 (A) |
|
|
1,098 |
|
|
|
1,097 |
|
9.458%, CME Term SOFR + 4.000%, 10/29/2027 (A) |
|
|
3 |
|
|
|
3 |
|
Sharp Services, LLC, Tranche C Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.085%, CME Term SOFR + 3.750%, 12/31/2028 (A) |
|
|
1,012 |
|
|
|
1,012 |
|
Tempo Acquisition, LLC, Sixth Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.497%, CME Term SOFR + 2.250%, 08/31/2028 (A) |
|
|
304 |
|
|
|
305 |
|
TK Elevator Midco GmbH, Facility B2 (USD), 1st Lien |
|
|
|
|
|
|
|
|
8.588%, CME Term SOFR + 3.500%, 04/30/2030 (A) |
|
|
517 |
|
|
|
519 |
|
United Talent Agency, LLC, 2024 Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.040%, 07/07/2028 (A)(C) |
|
|
1,067 |
|
|
|
1,068 |
|
Waystar Technologies, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 10/22/2029 (A) |
|
|
590 |
|
|
|
592 |
|
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.208%, CME Term SOFR + 2.750%, 05/18/2025 (A) |
|
|
1,175 |
|
|
|
1,175 |
|
| |
|
|
|
|
|
|
18,260 |
|
| |
|
|
|
|
|
|
|
|
Cable & Satellite Television — 1.2% |
|
|
|
|
Altice France S.A., USD TLB-[14] Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.801%, CME Term SOFR + 5.500%, 08/15/2028 (A) |
|
|
1,128 |
|
|
|
855 |
|
Creative Artists Agency, LLC, Incremental Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.594%, CME Term SOFR + 3.250%, 11/27/2028 (A) |
|
|
824 |
|
|
|
827 |
|
E.W. Scripps Company, The, Tranche B-3 Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.000%, 01/07/2028 (A) |
|
|
94 |
|
|
|
80 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
E.W. Scripps Company, Tranche B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.924%, 05/01/2026 (A)(B) |
|
$ |
271 |
|
|
$ |
259 |
|
Gray Television Inc., Term D Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.457%, 12/01/2028 |
|
|
80 |
|
|
|
73 |
|
Gray Television, Inc., Term Loan B |
|
|
|
|
|
|
|
|
10.592%, 05/23/2029 |
|
|
260 |
|
|
|
248 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.208%, CME Term SOFR + 3.250%, 08/19/2026 (A) |
|
|
1,227 |
|
|
|
1,152 |
|
Numericable U.S. LLC, USD TLB-11 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.264%, LIBOR + 2.750%, 07/31/2025 (A) |
|
|
28 |
|
|
|
25 |
|
Virgin Media Bristol LLC, Facility Y, 1st Lien |
|
|
|
|
|
|
|
|
8.656%, CME Term SOFR + 3.250%, 03/31/2031 (A) |
|
|
350 |
|
|
|
335 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.951%, CME Term SOFR + 2.500%, 01/31/2028 (A) |
|
|
646 |
|
|
|
623 |
|
| |
|
|
|
|
|
|
4,477 |
|
| |
|
|
|
|
|
|
|
|
Chemicals & Plastics — 1.1% |
|
|
|
|
Aruba Investments Holdings LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.444%, CME Term SOFR + 4.000%, 11/24/2027 (A) |
|
|
50 |
|
|
|
49 |
|
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.194%, CME Term SOFR + 7.750%, 11/24/2028 (A) |
|
|
95 |
|
|
|
91 |
|
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, CME Term SOFR + 3.500%, 12/04/2026 (A) |
|
|
657 |
|
|
|
652 |
|
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.846%, CME Term SOFR + 4.000%, 11/01/2028 (A) |
|
|
677 |
|
|
|
528 |
|
LTI Holdings, Inc., 2024 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.997%, CME Term SOFR + 4.750%, 07/29/2029 (A) |
|
|
547 |
|
|
|
538 |
|
Schenectady International Group, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.136%, CME Term SOFR + 4.750%, 10/15/2025 (A) |
|
|
524 |
|
|
|
438 |
|
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.755%, CME Term SOFR + 4.000%, 03/16/2027 (A) |
|
|
1,262 |
|
|
|
1,262 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Wilsonart LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.492%, CME Term SOFR + 4.250%, 08/05/2031 (A) |
|
$ |
485 |
|
|
$ |
478 |
|
| |
|
|
|
|
|
|
4,036 |
|
| |
|
|
|
|
|
|
|
|
Conglomerates — 0.5% |
|
|
|
|
Curian Global Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, 08/30/2026 |
|
|
3 |
|
|
|
3 |
|
9.102%, 08/30/2026 |
|
|
1,082 |
|
|
|
991 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.333%, CME Term SOFR + 4.000%, 08/20/2025 (A) |
|
|
636 |
|
|
|
573 |
|
| |
|
|
|
|
|
|
1,567 |
|
| |
|
|
|
|
|
|
|
|
Containers & Glass Products — 1.0% |
|
|
|
|
Charter Next Generation, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.597%, 12/01/2027 |
|
|
747 |
|
|
|
748 |
|
Pregis TopCo LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 3.750%, 07/31/2026 (A) |
|
|
1,188 |
|
|
|
1,188 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.848%, CME Term SOFR + 3.197%, 10/02/2028 (A) |
|
|
1,053 |
|
|
|
866 |
|
Pretium PKG Holdings, Inc., Third Amendment Tranche A Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.248%, CME Term SOFR + 2.500%, 10/02/2028 (A) |
|
|
410 |
|
|
|
414 |
|
Trident TPI Holdings, Inc., Tranche B-6 Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.332%, CME Term SOFR + 4.000%, 09/15/2028 (A) |
|
|
740 |
|
|
|
742 |
|
| |
|
|
|
|
|
|
3,958 |
|
| |
|
|
|
|
|
|
|
|
Ecological Services & Equipment — 0.2% |
|
|
|
|
Esdec Solar Group B.V., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.596%, CME Term SOFR + 5.000%, 08/30/2028 (A)(C) |
|
|
178 |
|
|
|
168 |
|
GFL Environmental Inc., 2024 Refinancing Term Loan |
|
|
|
|
|
|
|
|
7.321%, CME Term SOFR + 2.000%, 09/20/2030 (A) |
|
|
445 |
|
|
|
445 |
|
Win Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.208%, CME Term SOFR + 2.750%, 03/24/2028 (A) |
|
|
492 |
|
|
|
460 |
|
| |
|
|
|
|
|
|
1,073 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Electronics/Electrical — 4.1% |
|
|
|
|
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.286%, CME Term SOFR + 3.500%, 02/24/2031 (A) |
|
$ |
868 |
|
|
$ |
872 |
|
Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan |
|
|
|
|
|
|
|
|
9.335%, CME Term SOFR + 4.000%, 03/30/2029 (A) |
|
|
1,135 |
|
|
|
1,134 |
|
Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.335%, CME Term SOFR + 4.000%, 03/30/2029 (A) |
|
|
3 |
|
|
|
3 |
|
CommerceHub, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.439%, CME Term SOFR + 4.000%, 12/29/2027 (A) |
|
|
213 |
|
|
|
197 |
|
Conservice Midco, LLC, Ninth Amendment Refinancing Term Loan (First Lien) |
|
|
|
|
|
|
|
|
8.844%, 05/13/2027 |
|
|
402 |
|
|
|
402 |
|
Delta Topco, Inc., Second Amendment Refinancing Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.596%, CME Term SOFR + 5.250%, 11/29/2030 (A) |
|
|
277 |
|
|
|
279 |
|
ECL Entertainment, LLC, 2024 Refinancing Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 08/31/2030 (A) |
|
|
931 |
|
|
|
934 |
|
Ellucian Holdings Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, CME Term SOFR + 3.500%, 10/09/2029 (A) |
|
|
764 |
|
|
|
765 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), 2024 Delayed Draw Term Loan |
|
|
|
|
|
|
|
|
0.000%, 05/30/2031 (A)(D) |
|
|
98 |
|
|
|
99 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), Term E Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.497%, CME Term SOFR + 3.250%, 05/30/2031 (A) |
|
|
838 |
|
|
|
841 |
|
Idemia Group S.A.S. Facility B5 (USD) Term Loan |
|
|
|
|
|
|
|
|
9.585%, 09/30/2028 |
|
|
77 |
|
|
|
77 |
|
Imprivata, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.752%, CME Term SOFR + 3.500%, 12/01/2027 (A) |
|
|
484 |
|
|
|
485 |
|
Indemia Group S.A.S, Facility B5 |
|
|
|
|
|
|
|
|
9.585%, 09/30/2028 |
|
|
497 |
|
|
|
498 |
|
Instructure Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.355%, CME Term SOFR + 2.750%, 10/30/2028 (A) |
|
|
743 |
|
|
|
744 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Isolved, Inc., Term B-1 Loan |
|
|
|
|
|
|
|
|
8.844%, 10/15/2030 |
|
$ |
721 |
|
|
$ |
724 |
|
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.497%, CME Term SOFR + 4.250%, 05/03/2028 (A) |
|
|
402 |
|
|
|
400 |
|
Motus Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.185%, CME Term SOFR + 3.750%, 12/11/2028 (A) |
|
|
936 |
|
|
|
938 |
|
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.594%, CME Term SOFR + 2.250%, 01/31/2030 (A) |
|
|
871 |
|
|
|
875 |
|
Polaris Newco LLC, Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.514%, CME Term SOFR + 4.000%, 06/02/2028 (A) |
|
|
218 |
|
|
|
216 |
|
Project Boost Purchaser, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.786%, CME Term SOFR + 3.500%, 07/16/2031 (A) |
|
|
1,537 |
|
|
|
1,540 |
|
Proofpoint, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, CME Term SOFR + 3.000%, 08/31/2028 (A)(B) |
|
|
844 |
|
|
|
845 |
|
Pushpay USA Inc., Term Loan |
|
|
|
|
|
|
|
|
9.839%, 08/08/2031 |
|
|
260 |
|
|
|
258 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.652%, CME Term SOFR + 4.250%, 02/01/2029 (A) |
|
|
1,022 |
|
|
|
748 |
|
Sophia L.P., Closing Date Loan, 2nd Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 3.000%, 10/09/2028 (A)(C) |
|
|
468 |
|
|
|
468 |
|
Zelis Cost Management Buyer, Inc., Term Loan B-2, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 09/28/2029 (A) |
|
|
906 |
|
|
|
906 |
|
| |
|
|
|
|
|
|
15,248 |
|
| |
|
|
|
|
|
|
|
|
Financial Intermediaries — 1.1% |
|
|
|
|
DS Admiral Bidco, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.591%, CME Term SOFR + 4.250%, 06/26/2031 (A) |
|
|
125 |
|
|
|
121 |
|
Edelman Financial Engines Center, LLC, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.594%, 10/20/2028 |
|
|
484 |
|
|
|
481 |
|
HighTower Holding, LLC, Amendment No. 7 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.748%, CME Term SOFR + 3.500%, 04/21/2028 (A) |
|
|
742 |
|
|
|
743 |
|
Husky Injection Molding Systems Ltd. |
|
|
|
|
|
|
|
|
10.326%, 02/15/2029 |
|
|
492 |
|
|
|
488 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Modena Buyer LLC, Initial Term Loan |
|
|
|
|
|
|
|
|
9.832%, CME Term SOFR + 4.500%, 07/01/2031 (A)(B) |
|
$ |
– |
|
|
$ |
— |
|
Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.637%, CME Term SOFR + 5.000%, 10/27/2027 (A) |
|
|
1,087 |
|
|
|
1,023 |
|
Rohm Holding GmbH, Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/31/2026 (B)(D) |
|
|
183 |
|
|
|
176 |
|
Spring Education Group, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
9.335%, CME Term SOFR + 4.500%, 10/04/2030 (A) |
|
|
677 |
|
|
|
681 |
|
Victory Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.142%, CME Term SOFR + 3.750%, 11/19/2028 (A) |
|
|
684 |
|
|
|
653 |
|
| |
|
|
|
|
|
|
4,366 |
|
| |
|
|
|
|
|
|
|
|
Food Service — 1.0% |
|
|
|
|
8th Avenue Food & Provisions, Inc., 2021 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.208%, 10/01/2025 (A) |
|
|
829 |
|
|
|
786 |
|
8th Avenue Food & Provisions, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.208%, CME Term SOFR + 3.750%, 10/01/2025 (A) |
|
|
188 |
|
|
|
179 |
|
Aramark Intermediate HoldCo Corporation, U.S. Term B-8 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.344%, CME Term SOFR + 2.000%, 06/22/2030 (A) |
|
|
919 |
|
|
|
922 |
|
Chobani LLC, 2020 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, 10/25/2027 |
|
|
570 |
|
|
|
572 |
|
IRB Holding Corp., 2024 Replacement Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.194%, CME Term SOFR + 2.750%, 12/15/2027 (A) |
|
|
866 |
|
|
|
867 |
|
Sigma Holdco B.V., Facility B7 (USD), 1st Lien |
|
|
|
|
|
|
|
|
10.310%, SOFR + 4.750%, 01/02/2028 (A)(B) |
|
|
– |
|
|
|
— |
|
| |
|
|
|
|
|
|
3,326 |
|
| |
|
|
|
|
|
|
|
|
Food/Drug Retailers — 0.2% |
|
|
|
|
Eagle Parent Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.250%, 04/02/2029 (A) |
|
|
205 |
|
|
|
194 |
|
US Foods Inc., Incremental B-2019 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.458%, CME Term SOFR + 2.000%, 09/13/2026 (A) |
|
|
348 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
543 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Health Care — 4.8% |
|
|
|
|
Bach Finance Limited, Existing Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.347%, CME Term SOFR + 4.000%, 01/31/2028 (A) |
|
$ |
807 |
|
|
$ |
811 |
|
Barentz Midco B.V., Facility B2 (USD) |
|
|
|
|
|
|
|
|
9.435%, 03/03/2031 |
|
|
750 |
|
|
|
754 |
|
Bausch + Lomb Corp., First Incremental Term Loan |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 09/29/2028 (A) |
|
|
313 |
|
|
|
309 |
|
Bausch + Lomb Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.661%, 05/10/2027 (A) |
|
|
613 |
|
|
|
604 |
|
Bracket Intermediate Holding Corp., 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.435%, CME Term SOFR + 5.000%, 05/08/2028 (A) |
|
|
1,279 |
|
|
|
1,283 |
|
Charlotte Buyer, Inc., First Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.077%, CME Term SOFR + 4.750%, 02/11/2028 (A) |
|
|
928 |
|
|
|
933 |
|
CNT Holdings I Corp, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
8.752%, CME Term SOFR + 3.500%, 11/08/2027 (A) |
|
|
698 |
|
|
|
699 |
|
Concentra Health Services, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.497%, CME Term SOFR + 2.250%, 07/26/2031 (A) |
|
|
65 |
|
|
|
65 |
|
Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.085%, CME Term SOFR + 3.750%, 02/16/2029 (A) |
|
|
1,128 |
|
|
|
1,129 |
|
eResearchTechnology, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 02/04/2027 (A) |
|
|
1,641 |
|
|
|
1,649 |
|
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.094%, CME Term SOFR + 3.750%, 07/01/2030 (A) |
|
|
81 |
|
|
|
81 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.435%, CME Term SOFR + 4.000%, 10/01/2027 (A)(B) |
|
|
37 |
|
|
|
34 |
|
Gainwell Acquisition Corp., Term B Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.414%, CME Term SOFR + 8.000%, 10/02/2028 (A)(B)(C) |
|
|
265 |
|
|
|
215 |
|
Global Medical Response, Inc., 2024 Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.844%, CME Term SOFR + 6.000%, 10/31/2028 (A)(C) |
|
|
1,180 |
|
|
|
1,171 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.402%, CME Term SOFR + 2.000%, 11/15/2027 (A)(B) |
|
$ |
124 |
|
|
$ |
121 |
|
LifePoint Health, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.316%, 11/16/2028 (A) |
|
|
872 |
|
|
|
874 |
|
Mamba Purchaser, Inc., Third Amendment Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.587%, CME Term SOFR + 3.250%, 10/16/2028 (A) |
|
|
500 |
|
|
|
499 |
|
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.280%, CME Term SOFR + 3.000%, 10/19/2027 (A)(B)(C) |
|
|
808 |
|
|
|
802 |
|
Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.594%, CME Term SOFR + 2.750%, 10/27/2028 (A) |
|
|
1,137 |
|
|
|
1,142 |
|
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.132%, CME Term SOFR + 4.000%, 09/20/2028 (A)(C) |
|
|
354 |
|
|
|
322 |
|
Radnet Management, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.779%, CME Term SOFR + 2.500%, 04/18/2031 (A) |
|
|
640 |
|
|
|
641 |
|
Select Medical Corporation, Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, CME Term SOFR + 3.000%, 03/06/2027 (A) |
|
|
46 |
|
|
|
47 |
|
Surgery Center Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.062%, CME Term SOFR + 2.750%, 12/19/2030 (A) |
|
|
621 |
|
|
|
622 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.594%, CME Term SOFR + 5.250%, 03/02/2027 (A) |
|
|
3 |
|
|
|
3 |
|
10.502%, CME Term SOFR + 5.250%, 03/02/2027 (A) |
|
|
1,070 |
|
|
|
1,018 |
|
TEAM Services Group, LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/20/2027 (B)(D) |
|
|
225 |
|
|
|
221 |
|
WCG Purchaser Corp., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 01/08/2027 (A) |
|
|
1,193 |
|
|
|
1,194 |
|
| |
|
|
|
|
|
|
17,243 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Home Furnishings — 0.2% |
|
|
|
|
Hunter Douglas Holdings B.V., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.571%, CME Term SOFR + 3.500%, 02/26/2029 (A) |
|
$ |
410 |
|
|
$ |
407 |
|
Weber-Stephen Products LLC, Initial Term B Loan |
|
|
|
|
|
|
|
|
8.708%, 10/20/2027 (A)(B) |
|
|
241 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
630 |
|
| |
|
|
|
|
|
|
|
|
Industrial Equipment — 0.6% |
|
|
|
|
Alliance Laundry Systems LLC, Initial Term B Loan |
|
|
|
|
|
|
|
|
8.842%, CME Term SOFR + 3.500%, 08/19/2031 (A) |
|
|
488 |
|
|
|
489 |
|
Gates Corporation, Initial B-5 Dollar Term Loan |
|
|
|
|
|
|
|
|
7.594%, 05/22/2031 |
|
|
237 |
|
|
|
237 |
|
Gates Global LLC, Initial B-4 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.594%, CME Term SOFR + 3.000%, 11/16/2029 (A) |
|
|
94 |
|
|
|
94 |
|
TMK Hawk Parent, Corp., Initial Tranche B Loan |
|
|
|
|
|
|
|
|
10.561%, 06/30/2029 (C) |
|
|
530 |
|
|
|
344 |
|
TMK Hawk Parent, Corp., Term Loan (PIK) |
|
|
|
|
|
|
|
|
11.000%, 12/15/2031 (C) |
|
|
17 |
|
|
|
17 |
|
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 01/27/2031 (A) |
|
|
1,020 |
|
|
|
1,020 |
|
| |
|
|
|
|
|
|
2,201 |
|
| |
|
|
|
|
|
|
|
|
Insurance — 0.6% |
|
|
|
|
Acrisure, LLC, 2024 Refinancing Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, CME Term SOFR + 3.000%, 02/15/2027 (A) |
|
|
885 |
|
|
|
881 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, CME Term SOFR + 3.250%, 12/23/2026 (A) |
|
|
863 |
|
|
|
859 |
|
HIG Finance 2 Limited |
|
|
|
|
|
|
|
|
8.741%, 04/18/2030 |
|
|
476 |
|
|
|
477 |
|
Ryan Specialty Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, 09/01/2027 |
|
|
247 |
|
|
|
248 |
|
| |
|
|
|
|
|
|
2,465 |
|
| |
|
|
|
|
|
|
|
|
Leisure Goods/Activities/Movies — 1.6% |
|
|
|
|
Alterra Mountain Company, Series B-5 Term Loan |
|
|
|
|
|
|
|
|
8.844%, 05/31/2030 |
|
|
195 |
|
|
|
196 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.596%, CME Term SOFR + 5.000%, 09/18/2026 (A) |
|
$ |
933 |
|
|
$ |
934 |
|
Formula One Management Limited, Facility B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.585%, CME Term SOFR + 2.250%, 01/15/2030 (A) |
|
|
1,107 |
|
|
|
1,111 |
|
Hard Rock Northern Indiana, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.735%, 12/11/2028 |
|
|
225 |
|
|
|
223 |
|
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.514%, CME Term SOFR + 4.000%, 01/15/2026 (A) |
|
|
359 |
|
|
|
360 |
|
Recess Holdings, Inc., Amendment No. 3 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.752%, CME Term SOFR + 4.500%, 02/21/2030 (A) |
|
|
907 |
|
|
|
909 |
|
UFC Holdings LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.291%, SOFRRATE + 3.750%, 04/29/2026 (A) |
|
|
1,264 |
|
|
|
1,267 |
|
| |
|
|
|
|
|
|
5,000 |
|
| |
|
|
|
|
|
|
|
|
Lodging & Casinos — 1.0% |
|
|
|
|
Caesars Entertainment Inc., 2023 Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, CME Term SOFR + 2.750%, 02/06/2030 (A) |
|
|
1,099 |
|
|
|
1,099 |
|
Four Seasons Holdings Inc., 2024 Repricing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.344%, 11/30/2029 |
|
|
591 |
|
|
|
592 |
|
Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.250%, 08/01/2030 (A) |
|
|
826 |
|
|
|
826 |
|
Station Casinos LLC, Term B Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.594%, CME Term SOFR + 2.250%, 03/14/2031 (A) |
|
|
897 |
|
|
|
896 |
|
| |
|
|
|
|
|
|
3,413 |
|
| |
|
|
|
|
|
|
|
|
Oil & Gas — 0.8% |
|
|
|
|
CQP Holdco LP, Amendment No.5 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.585%, CME Term SOFR + 2.250%, 12/31/2030 (A) |
|
|
244 |
|
|
|
244 |
|
Freeport LNG Investments, LLLP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.544%, 11/16/2026 (B) |
|
|
350 |
|
|
|
349 |
|
ITT Holdings LLC, Refinancing Term Loan |
|
|
|
|
|
|
|
|
8.444%, 10/11/2030 |
|
|
571 |
|
|
|
572 |
|
PG Investment Company 59 S.a r.l., Term Loan B |
|
|
|
|
|
|
|
|
8.835%, 03/26/2031 |
|
|
575 |
|
|
|
576 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Prairie Acquiror LP, Initial Term B-2 Loan |
|
|
|
|
|
|
|
|
10.094%, 08/01/2029 |
|
$ |
820 |
|
|
$ |
819 |
|
| |
|
|
|
|
|
|
2,560 |
|
| |
|
|
|
|
|
|
|
|
Publishing — 0.5% |
|
|
|
|
Century De Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.255%, CME Term SOFR + 4.000%, 10/30/2030 (A) |
|
|
1,197 |
|
|
|
1,199 |
|
Summer (BC) Bidco B LLC, Extended Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
10.595%, CME Term SOFR + 5.000%, 02/05/2029 (A) |
|
|
580 |
|
|
|
582 |
|
| |
|
|
|
|
|
|
1,781 |
|
| |
|
|
|
|
|
|
|
|
Retailers (Except Food & Drug) — 0.4% |
|
|
|
|
Belfor Holdings Inc., Initial Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.094%, CME Term SOFR + 3.750%, 11/01/2030 (A) |
|
|
763 |
|
|
|
764 |
|
LBM Acquisition, LLC, Incremental Term Loan |
|
|
|
|
|
|
|
|
9.140%, 05/30/2031 (C) |
|
|
665 |
|
|
|
645 |
|
| |
|
|
|
|
|
|
1,409 |
|
| |
|
|
|
|
|
|
|
|
Software & Service — 0.5% |
|
|
|
|
CCC Information Services Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.708%, 09/21/2028 |
|
|
741 |
|
|
|
741 |
|
Mosel Bidco SE, Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
9.835%, CME Term SOFR + 4.750%, 09/16/2030 (A)(C) |
|
|
1,148 |
|
|
|
1,155 |
|
| |
|
|
|
|
|
|
1,896 |
|
| |
|
|
|
|
|
|
|
|
Surface Transport — 0.4% |
|
|
|
|
Dynasty Acquisition Co., Inc., 2024 Specified Refinancing Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 08/24/2028 (A) |
|
|
689 |
|
|
|
691 |
|
Dynasty Acquisition Co., Inc., 2024 Specified Refinancing Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 08/24/2028 (A) |
|
|
266 |
|
|
|
267 |
|
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.335%, CME Term SOFR + 2.000%, 04/10/2031 (A) |
|
|
315 |
|
|
|
315 |
|
| |
|
|
|
|
|
|
1,273 |
|
| |
|
|
|
|
|
|
|
|
Telecommunications — 1.0% |
|
|
|
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.747%, CME Term SOFR + 1.500%, 08/01/2028 (A) |
|
|
1,211 |
|
|
|
1,071 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Genesys Cloud Services Holdings I, LLC, 2024 Incremental No. 2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 12/01/2027 (A) |
|
$ |
743 |
|
|
$ |
746 |
|
Iridium Satellite LLC, Term B-4 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.497%, CME Term SOFR + 2.250%, 09/20/2030 (A) |
|
|
710 |
|
|
|
707 |
|
Lumen Technologies Inc., Term A Loan |
|
|
|
|
|
|
|
|
11.344%, 06/01/2028 |
|
|
106 |
|
|
|
95 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.361%, CME Term SOFR + 3.000%, 03/09/2027 (A) |
|
|
1,039 |
|
|
|
958 |
|
| |
|
|
|
|
|
|
3,577 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.1% |
|
|
|
|
South Field Energy LLC, Term Loan B Advance |
|
|
|
|
|
|
|
|
9.002%, CME Term SOFR + 3.750%, 08/29/2031 (A)(B) |
|
|
316 |
|
|
|
316 |
|
South Field Energy LLC, Term Loan C Advance |
|
|
|
|
|
|
|
|
9.002%, CME Term SOFR + 3.750%, 08/29/2031 (A)(B) |
|
|
19 |
|
|
|
19 |
|
| |
|
|
|
|
|
|
335 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $112,409) ($ Thousands) |
|
|
|
|
|
|
112,049 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 30.4% |
Agency Mortgage-Backed Obligations — 4.3% |
|
|
|
|
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
|
|
|
|
|
|
|
|
7.849%, SOFR30A + 2.500%, 04/25/2043(A)(E) |
|
|
2,132 |
|
|
|
2,170 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.648%, SOFR30A + 2.300%, 05/25/2043(A)(E) |
|
|
2,363 |
|
|
|
2,413 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.248%, SOFR30A + 1.900%, 06/25/2043(A)(E) |
|
|
1,826 |
|
|
|
1,849 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.299%, H15T1Y + 2.250%, 06/01/2035(A) |
|
|
255 |
|
|
|
264 |
|
6.989%, RFUCCT1Y + 2.470%, 03/01/2036(A) |
|
|
395 |
|
|
|
403 |
|
FHLMC REMIC CMO, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
255 |
|
|
|
253 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.999%, SOFR30A + 1.650%, 01/25/2034(A)(E) |
|
$ |
124 |
|
|
$ |
125 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.199%, SOFR30A + 1.850%, 01/25/2042(A)(E) |
|
|
943 |
|
|
|
954 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.448%, SOFR30A + 2.100%, 04/25/2043(A)(E) |
|
|
877 |
|
|
|
893 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 05/25/2043(A)(E) |
|
|
1,440 |
|
|
|
1,455 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.849%, SOFR30A + 3.500%, 05/25/2043(A)(E) |
|
|
2,000 |
|
|
|
2,126 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 09/01/2039 to 04/01/2040 |
|
|
179 |
|
|
|
188 |
|
3.000%, 12/01/2030 |
|
|
193 |
|
|
|
188 |
|
FNMA ACES, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.858%, SOFR30A + 0.514%, 10/25/2024(A) |
|
|
31 |
|
|
|
31 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
7.550%, RFUCCT1Y + 1.800%, 05/01/2034(A) |
|
|
72 |
|
|
|
74 |
|
7.331%, RFUCCT6M + 1.580%, 07/01/2034(A) |
|
|
45 |
|
|
|
46 |
|
7.243%, H15T1Y + 2.220%, 08/01/2034(A) |
|
|
337 |
|
|
|
349 |
|
7.020%, RFUCCT6M + 1.433%, 03/01/2035(A) |
|
|
125 |
|
|
|
127 |
|
6.915%, RFUCCT1Y + 1.665%, 04/01/2033(A) |
|
|
85 |
|
|
|
85 |
|
6.889%, RFUCCT1Y + 1.777%, 09/01/2034(A) |
|
|
222 |
|
|
|
223 |
|
6.810%, H15T1Y + 2.205%, 05/01/2035(A) |
|
|
77 |
|
|
|
80 |
|
6.705%, RFUCCT1Y + 1.872%, 10/01/2033(A) |
|
|
71 |
|
|
|
73 |
|
6.597%, H15T1Y + 2.184%, 07/01/2036(A) |
|
|
220 |
|
|
|
228 |
|
6.581%, RFUCCT1Y + 1.565%, 05/01/2037(A) |
|
|
167 |
|
|
|
173 |
|
6.453%, H15T1Y + 2.332%, 04/01/2034(A) |
|
|
187 |
|
|
|
194 |
|
6.313%, H15T1Y + 2.141%, 10/01/2033(A) |
|
|
163 |
|
|
|
166 |
|
6.020%, RFUCCT1Y + 1.770%, 10/01/2033(A) |
|
|
26 |
|
|
|
26 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
5.815%, RFUCCT1Y + 1.490%, 10/01/2035(A) |
|
$ |
265 |
|
|
$ |
272 |
|
FNMA REMIC CMO, Ser 2010-83, Cl BA |
|
|
|
|
|
|
|
|
5.000%, 08/25/2040 |
|
|
79 |
|
|
|
81 |
|
FNMA REMIC CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
69 |
|
|
|
65 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,574 |
|
Non-Agency Mortgage-Backed Obligations — 26.1% |
|
|
|
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(E) |
|
|
9 |
|
|
|
8 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(E) |
|
|
63 |
|
|
|
58 |
|
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(E) |
|
|
68 |
|
|
|
63 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(E) |
|
|
26 |
|
|
|
24 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(A)(E) |
|
|
248 |
|
|
|
233 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(E) |
|
|
40 |
|
|
|
38 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(E) |
|
|
139 |
|
|
|
120 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(E) |
|
|
124 |
|
|
|
106 |
|
Arroyo Mortgage Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.805%, 01/25/2049(A)(E) |
|
|
76 |
|
|
|
74 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(E) |
|
|
26 |
|
|
|
24 |
|
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.175%, 10/25/2048(A)(E) |
|
|
787 |
|
|
|
697 |
|
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B |
|
|
|
|
|
|
|
|
6.759%, TSFR1M + 1.422%, 04/15/2035(A)(E) |
|
|
500 |
|
|
|
496 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AL |
|
|
|
|
|
|
|
|
6.284%, TSFR1M + 0.947%, 11/15/2032(A)(E) |
|
|
500 |
|
|
|
499 |
|
Banc of America Funding, Ser 2005-F, Cl 4A1 |
|
|
|
|
|
|
|
|
5.412%, 09/20/2035(A) |
|
|
22 |
|
|
|
18 |
|
Banc of America Funding, Ser 2006-D, Cl 3A1 |
|
|
|
|
|
|
|
|
5.199%, 05/20/2036(A) |
|
|
25 |
|
|
|
23 |
|
Banc of America Funding, Ser 2006-I, Cl 1A1 |
|
|
|
|
|
|
|
|
6.492%, 12/20/2036(A) |
|
|
856 |
|
|
|
841 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |
|
|
|
|
|
|
|
|
5.653%, 12/25/2033(A) |
|
$ |
472 |
|
|
$ |
453 |
|
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |
|
|
|
|
|
|
|
|
5.587%, 02/25/2034(A) |
|
|
426 |
|
|
|
419 |
|
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |
|
|
|
|
|
|
|
|
6.437%, 05/25/2034(A) |
|
|
129 |
|
|
|
124 |
|
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 |
|
|
|
|
|
|
|
|
4.979%, 02/25/2035(A) |
|
|
7 |
|
|
|
7 |
|
BANK, Ser 2018-BN12, Cl A2 |
|
|
|
|
|
|
|
|
4.074%, 05/15/2061 |
|
|
540 |
|
|
|
530 |
|
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |
|
|
|
|
|
|
|
|
5.988%, 12/25/2033(A) |
|
|
492 |
|
|
|
471 |
|
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |
|
|
|
|
|
|
|
|
6.389%, 08/25/2034(A) |
|
|
702 |
|
|
|
674 |
|
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |
|
|
|
|
|
|
|
|
6.305%, 01/25/2034(A) |
|
|
1,039 |
|
|
|
1,031 |
|
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |
|
|
|
|
|
|
|
|
6.316%, 04/25/2034(A) |
|
|
130 |
|
|
|
128 |
|
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |
|
|
|
|
|
|
|
|
4.375%, 05/25/2034(A) |
|
|
641 |
|
|
|
586 |
|
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A |
|
|
|
|
|
|
|
|
4.956%, 07/25/2034(A) |
|
|
472 |
|
|
|
438 |
|
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |
|
|
|
|
|
|
|
|
4.353%, 07/25/2034(A) |
|
|
442 |
|
|
|
408 |
|
Bellemeade Re, Ser 2022-1, Cl M1A |
|
|
|
|
|
|
|
|
7.099%, SOFR30A + 1.750%, 01/26/2032(A)(E) |
|
|
83 |
|
|
|
83 |
|
BPR Trust, Ser 2022-OANA, Cl A |
|
|
|
|
|
|
|
|
7.235%, TSFR1M + 1.898%, 04/15/2037(A)(E) |
|
|
595 |
|
|
|
596 |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(E) |
|
|
27 |
|
|
|
26 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(E) |
|
|
55 |
|
|
|
50 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(E) |
|
|
46 |
|
|
|
44 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(E) |
|
|
103 |
|
|
|
94 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.854%, SOFR30A + 1.500%, 02/15/2037(A)(E) |
|
|
262 |
|
|
|
262 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(E) |
|
|
21 |
|
|
|
20 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(E) |
|
$ |
24 |
|
|
$ |
24 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.104%, TSFR1M + 0.767%, 05/15/2038(A)(E) |
|
|
173 |
|
|
|
171 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.151%, TSFR1M + 0.814%, 09/15/2036(A)(E) |
|
|
195 |
|
|
|
193 |
|
BX Trust, Ser 2021-SDMF, Cl B |
|
|
|
|
|
|
|
|
6.190%, TSFR1M + 0.852%, 09/15/2034(A)(E) |
|
|
942 |
|
|
|
917 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.337%, TSFR1M + 1.000%, 01/15/2039(A)(E) |
|
|
210 |
|
|
|
208 |
|
BX Trust, Ser 2023-DELC, Cl A |
|
|
|
|
|
|
|
|
8.027%, TSFR1M + 2.690%, 05/15/2038(A)(E) |
|
|
1,000 |
|
|
|
1,001 |
|
BX Trust, Ser 2024-BIO, Cl A |
|
|
|
|
|
|
|
|
6.979%, TSFR1M + 1.642%, 02/15/2041(A)(E) |
|
|
896 |
|
|
|
890 |
|
BX, Ser 2021-MFM1, Cl C |
|
|
|
|
|
|
|
|
6.652%, TSFR1M + 1.314%, 01/15/2034(A)(E) |
|
|
700 |
|
|
|
692 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 |
|
|
|
|
|
|
|
|
7.612%, 02/25/2037(A) |
|
|
44 |
|
|
|
45 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |
|
|
|
|
|
|
|
|
6.330%, 06/25/2035(A) |
|
|
216 |
|
|
|
214 |
|
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) |
|
|
72 |
|
|
|
64 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(E) |
|
|
33 |
|
|
|
30 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(E) |
|
|
14 |
|
|
|
14 |
|
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(A)(E) |
|
|
107 |
|
|
|
91 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(E) |
|
|
198 |
|
|
|
164 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(E) |
|
|
45 |
|
|
|
40 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(E) |
|
|
283 |
|
|
|
238 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.500%, 10/25/2066(A)(E) |
|
$ |
1,414 |
|
|
$ |
1,188 |
|
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.726%, 11/26/2066(A)(E) |
|
|
666 |
|
|
|
588 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(E) |
|
|
291 |
|
|
|
246 |
|
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1 |
|
|
|
|
|
|
|
|
5.162%, 04/25/2067(E)(F) |
|
|
747 |
|
|
|
741 |
|
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(A)(E) |
|
|
96 |
|
|
|
83 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 |
|
|
|
|
|
|
|
|
7.449%, SOFR30A + 2.100%, 03/25/2042(A)(E) |
|
|
552 |
|
|
|
560 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 03/25/2042(A)(E) |
|
|
756 |
|
|
|
767 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 |
|
|
|
|
|
|
|
|
7.249%, SOFR30A + 1.900%, 04/25/2042(A)(E) |
|
|
215 |
|
|
|
216 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.298%, SOFR30A + 2.950%, 06/25/2042(A)(E) |
|
|
873 |
|
|
|
901 |
|
Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1 |
|
|
|
|
|
|
|
|
7.748%, SOFR30A + 2.400%, 12/25/2042(A)(E) |
|
|
954 |
|
|
|
983 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 |
|
|
|
|
|
|
|
|
7.049%, SOFR30A + 1.700%, 07/25/2043(A)(E) |
|
|
507 |
|
|
|
510 |
|
Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 |
|
|
|
|
|
|
|
|
7.298%, SOFR30A + 1.950%, 09/25/2043(A)(E) |
|
|
785 |
|
|
|
789 |
|
Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
6.999%, SOFR30A + 1.650%, 05/25/2044(A)(E) |
|
|
600 |
|
|
|
601 |
|
Cross Mortgage Trust, Ser 2023-H1, Cl A1 |
|
|
|
|
|
|
|
|
6.615%, 03/25/2068(E)(F) |
|
|
1,587 |
|
|
|
1,615 |
|
Cross Mortgage Trust, Ser 2024-H1, Cl A3 |
|
|
|
|
|
|
|
|
6.490%, 12/25/2068(E)(F) |
|
|
758 |
|
|
|
767 |
|
Cross Mortgage Trust, Ser 2024-H2, Cl A3 |
|
|
|
|
|
|
|
|
6.518%, 04/25/2069(E)(F) |
|
|
776 |
|
|
|
783 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |
|
|
|
|
|
|
|
|
6.340%, 06/25/2034(A) |
|
$ |
784 |
|
|
$ |
770 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(E) |
|
|
121 |
|
|
|
100 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(A)(E) |
|
|
105 |
|
|
|
94 |
|
DBCG Mortgage Trust, Ser 2017-BBG, Cl C |
|
|
|
|
|
|
|
|
8.500%, PRIME + 0.000%, 06/15/2034(A)(E) |
|
|
1,100 |
|
|
|
1,100 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(E) |
|
|
29 |
|
|
|
28 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(E) |
|
|
269 |
|
|
|
236 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
1.260%, 04/25/2066(A)(E) |
|
|
430 |
|
|
|
380 |
|
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 |
|
|
|
|
|
|
|
|
2.892%, 11/25/2059(A)(E) |
|
|
264 |
|
|
|
255 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(E) |
|
|
364 |
|
|
|
338 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(E) |
|
|
573 |
|
|
|
489 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(E) |
|
|
79 |
|
|
|
66 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.153%, TSFR1M + 0.815%, 11/15/2038(A)(E) |
|
|
350 |
|
|
|
345 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.749%, SOFR30A + 2.400%, 02/25/2042(A)(E) |
|
|
1,000 |
|
|
|
1,024 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.849%, SOFR30A + 3.500%, 03/25/2042(A)(E) |
|
|
1,000 |
|
|
|
1,050 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.449%, SOFR30A + 2.100%, 03/25/2042(A)(E) |
|
|
888 |
|
|
|
895 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A |
|
|
|
|
|
|
|
|
7.999%, SOFR30A + 2.650%, 07/25/2042(A)(E) |
|
|
152 |
|
|
|
157 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B |
|
|
|
|
|
|
|
|
9.349%, SOFR30A + 4.000%, 07/25/2042(A)(E) |
|
$ |
1,000 |
|
|
$ |
1,066 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
8.448%, SOFR30A + 3.100%, 03/25/2043(A)(E) |
|
|
2,000 |
|
|
|
2,104 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
8.598%, SOFR30A + 3.250%, 04/25/2043(A)(E) |
|
|
1,000 |
|
|
|
1,057 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 06/25/2043(A)(E) |
|
|
705 |
|
|
|
707 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1 |
|
|
|
|
|
|
|
|
7.199%, SOFR30A + 1.850%, 11/25/2043(A)(E) |
|
|
961 |
|
|
|
972 |
|
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M2 |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 03/25/2044(A)(E) |
|
|
250 |
|
|
|
252 |
|
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl A1 |
|
|
|
|
|
|
|
|
6.599%, SOFR30A + 1.250%, 03/25/2044(A)(E) |
|
|
1,826 |
|
|
|
1,831 |
|
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS |
|
|
|
|
|
|
|
|
6.413%, SOFR30A + 1.064%, 12/25/2030(A)(E) |
|
|
526 |
|
|
|
526 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.363%, SOFR30A + 6.014%, 10/25/2028(A) |
|
|
71 |
|
|
|
74 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
2.555%, 04/25/2065(E)(F) |
|
|
35 |
|
|
|
33 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
2.469%, 04/25/2065(A)(E) |
|
|
124 |
|
|
|
118 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(E) |
|
|
610 |
|
|
|
525 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(E) |
|
|
431 |
|
|
|
358 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |
|
|
|
|
|
|
|
|
6.955%, TSFR1M + 1.614%, 12/15/2036(A)(E) |
|
|
500 |
|
|
|
496 |
|
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |
|
|
|
|
|
|
|
|
6.855%, TSFR1M + 1.514%, 12/15/2036(A)(E) |
|
|
1,000 |
|
|
|
983 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 |
|
|
|
|
|
|
|
|
1.275%, 07/25/2061(A)(E) |
|
$ |
669 |
|
|
$ |
595 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.310%, 01/25/2035(A) |
|
|
35 |
|
|
|
33 |
|
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |
|
|
|
|
|
|
|
|
4.329%, 04/25/2035(A) |
|
|
112 |
|
|
|
104 |
|
GWT 2024-WLF2, Ser WLF2, Cl B |
|
|
|
|
|
|
|
|
7.478%, TSFR1M + 2.141%, 05/15/2041(A)(E) |
|
|
1,000 |
|
|
|
999 |
|
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |
|
|
|
|
|
|
|
|
6.489%, 08/19/2034(A) |
|
|
621 |
|
|
|
607 |
|
Hawaii Hotel Trust, Ser 2019-MAUI, Cl E |
|
|
|
|
|
|
|
|
7.794%, TSFR1M + 2.457%, 05/15/2038(A)(E) |
|
|
1,000 |
|
|
|
993 |
|
HILT COMMERCIAL MORTGAGE TRUST, Ser ORL, Cl B |
|
|
|
|
|
|
|
|
7.278%, TSFR1M + 1.941%, 05/15/2037(A)(E) |
|
|
1,000 |
|
|
|
994 |
|
HPLY Trust, Ser 2019-HIT, Cl B |
|
|
|
|
|
|
|
|
6.792%, TSFR1M + 1.464%, 11/15/2036(A)(E) |
|
|
375 |
|
|
|
373 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(E) |
|
|
159 |
|
|
|
137 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(E) |
|
|
129 |
|
|
|
108 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(E) |
|
|
128 |
|
|
|
108 |
|
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 |
|
|
|
|
|
|
|
|
6.250%, 08/25/2067(E)(F) |
|
|
316 |
|
|
|
314 |
|
Intown Mortgage Trust, Ser 2022-STAY, Cl A |
|
|
|
|
|
|
|
|
7.826%, TSFR1M + 2.489%, 08/15/2039(A)(E) |
|
|
1,500 |
|
|
|
1,501 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-ACE, Cl A |
|
|
|
|
|
|
|
|
3.287%, 01/10/2037(E) |
|
|
1,000 |
|
|
|
988 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO |
|
|
|
|
|
|
|
|
2.032%, 01/16/2037(A)(E) |
|
|
12,500 |
|
|
|
79 |
|
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |
|
|
|
|
|
|
|
|
5.673%, 06/25/2035(A) |
|
|
135 |
|
|
|
135 |
|
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |
|
|
|
|
|
|
|
|
7.275%, 07/25/2035(A) |
|
|
177 |
|
|
|
179 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.255%, 11/25/2033(A) |
|
$ |
36 |
|
|
$ |
35 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.846%, 07/25/2035(A) |
|
|
243 |
|
|
|
241 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |
|
|
|
|
|
|
|
|
5.638%, 07/25/2035(A) |
|
|
209 |
|
|
|
210 |
|
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 |
|
|
|
|
|
|
|
|
4.760%, 06/25/2037(A) |
|
|
22 |
|
|
|
17 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.142%, TSFR1M + 0.864%, 04/25/2046(A)(E) |
|
|
54 |
|
|
|
53 |
|
Life Mortgage Trust, Ser 2022-BMR2, Cl A1 |
|
|
|
|
|
|
|
|
6.632%, TSFR1M + 1.295%, 05/15/2039(A)(E) |
|
|
1,000 |
|
|
|
978 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 |
|
|
|
|
|
|
|
|
3.500%, 07/25/2035(A) |
|
|
18 |
|
|
|
16 |
|
Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |
|
|
|
|
|
|
|
|
6.134%, 10/20/2029(A) |
|
|
67 |
|
|
|
68 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.681%, 12/25/2034(A) |
|
|
331 |
|
|
|
312 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |
|
|
|
|
|
|
|
|
5.520%, 02/25/2035(A) |
|
|
318 |
|
|
|
280 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |
|
|
|
|
|
|
|
|
5.520%, 02/25/2035(A) |
|
|
236 |
|
|
|
222 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |
|
|
|
|
|
|
|
|
5.447%, 07/25/2035(A) |
|
|
227 |
|
|
|
98 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
6.200%, 01/25/2037(A) |
|
|
366 |
|
|
|
372 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(E) |
|
|
98 |
|
|
|
93 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.686%, TSFR1M + 1.350%, 02/19/2037(A)(E) |
|
|
242 |
|
|
|
241 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.479%, 03/25/2065(A)(E) |
|
|
402 |
|
|
|
384 |
|
MFA Trust, Ser 2020-NQM1, Cl A3 |
|
|
|
|
|
|
|
|
3.300%, 08/25/2049(A)(E) |
|
|
615 |
|
|
|
573 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(E) |
|
|
30 |
|
|
|
27 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(E) |
|
|
42 |
|
|
|
40 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MFA Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 04/25/2065(A)(E) |
|
$ |
75 |
|
|
$ |
70 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(E) |
|
|
934 |
|
|
|
820 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.814%, 07/15/2038(A)(E) |
|
|
105 |
|
|
|
104 |
|
MHP, Ser 2022-MHIL, Cl B |
|
|
|
|
|
|
|
|
6.451%, TSFR1M + 1.114%, 01/15/2027(A)(E) |
|
|
912 |
|
|
|
896 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.815%, 01/15/2027(A)(E) |
|
|
123 |
|
|
|
121 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(E) |
|
|
29 |
|
|
|
28 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(E) |
|
|
58 |
|
|
|
55 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |
|
|
|
|
|
|
|
|
5.378%, 11/25/2034(A) |
|
|
530 |
|
|
|
503 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |
|
|
|
|
|
|
|
|
5.831%, 07/25/2034(A) |
|
|
195 |
|
|
|
193 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |
|
|
|
|
|
|
|
|
5.988%, 10/25/2034(A) |
|
|
382 |
|
|
|
369 |
|
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(E) |
|
|
985 |
|
|
|
1,008 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(E) |
|
|
99 |
|
|
|
95 |
|
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |
|
|
|
|
|
|
|
|
6.892%, TSFR1M + 1.614%, 06/25/2057(A)(E) |
|
|
784 |
|
|
|
793 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(E) |
|
|
253 |
|
|
|
245 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A |
|
|
|
|
|
|
|
|
4.000%, 12/25/2057(A)(E) |
|
|
381 |
|
|
|
369 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
6.442%, TSFR1M + 1.164%, 01/25/2048(A)(E) |
|
|
1,645 |
|
|
|
1,624 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |
|
|
|
|
|
|
|
|
6.292%, TSFR1M + 1.014%, 01/25/2048(A)(E) |
|
|
782 |
|
|
|
765 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S |
|
|
|
|
|
|
|
|
6.142%, TSFR1M + 0.864%, 01/25/2048(A)(E) |
|
$ |
1,264 |
|
|
$ |
1,235 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(A)(E) |
|
|
56 |
|
|
|
53 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(E) |
|
|
22 |
|
|
|
21 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(E) |
|
|
40 |
|
|
|
37 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(E) |
|
|
207 |
|
|
|
177 |
|
Oaktown Re VII, Ser 2021-2, Cl M1A |
|
|
|
|
|
|
|
|
6.949%, SOFR30A + 1.600%, 04/25/2034(A)(E) |
|
|
241 |
|
|
|
242 |
|
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.042%, TSFR1M + 0.764%, 06/25/2057(A)(E) |
|
|
579 |
|
|
|
563 |
|
OBX Trust, Ser 2020-INV1, Cl A11 |
|
|
|
|
|
|
|
|
6.000%, TSFR1M + 1.014%, 12/25/2049(A)(E) |
|
|
287 |
|
|
|
272 |
|
OBX Trust, Ser 2023-NQM8, Cl A1 |
|
|
|
|
|
|
|
|
7.045%, 09/25/2063(E)(F) |
|
|
214 |
|
|
|
218 |
|
OBX Trust, Ser 2024-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
6.433%, 12/25/2063(E)(F) |
|
|
652 |
|
|
|
657 |
|
OPG Trust, Ser 2021-PORT, Cl D |
|
|
|
|
|
|
|
|
6.583%, TSFR1M + 1.245%, 10/15/2036(A)(E) |
|
|
650 |
|
|
|
632 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(E)(F) |
|
|
68 |
|
|
|
62 |
|
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 |
|
|
|
|
|
|
|
|
6.234%, 12/25/2038(A) |
|
|
411 |
|
|
|
166 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(E) |
|
|
10 |
|
|
|
9 |
|
Sequoia Mortgage Trust, Ser 2004-3, Cl A |
|
|
|
|
|
|
|
|
6.228%, TSFR6M + 0.928%, 05/20/2034(A) |
|
|
52 |
|
|
|
52 |
|
Sequoia Mortgage Trust, Ser 2004-5, Cl A1 |
|
|
|
|
|
|
|
|
5.265%, 06/20/2034(A) |
|
|
612 |
|
|
|
546 |
|
SG Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.737%, 12/25/2061(A)(E) |
|
|
1,474 |
|
|
|
1,239 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(E) |
|
|
72 |
|
|
|
65 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(E) |
|
|
7 |
|
|
|
6 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(E) |
|
$ |
284 |
|
|
$ |
273 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(E) |
|
|
35 |
|
|
|
32 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(E) |
|
|
136 |
|
|
|
116 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |
|
|
|
|
|
|
|
|
5.036%, 04/25/2035(A) |
|
|
495 |
|
|
|
450 |
|
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |
|
|
|
|
|
|
|
|
5.568%, 04/25/2045(A) |
|
|
528 |
|
|
|
509 |
|
Toorak Mortgage Trust, Ser 2024-RRTL1, Cl A1 |
|
|
|
|
|
|
|
|
6.597%, 02/25/2039(E)(F) |
|
|
1,200 |
|
|
|
1,213 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(E) |
|
|
1,112 |
|
|
|
975 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(E) |
|
|
44 |
|
|
|
42 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
5.992%, TSFR1M + 0.714%, 02/25/2057(A)(E) |
|
|
196 |
|
|
|
201 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(E) |
|
|
98 |
|
|
|
95 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |
|
|
|
|
|
|
|
|
7.292%, TSFR1M + 2.014%, 05/25/2058(A)(E) |
|
|
3,000 |
|
|
|
3,088 |
|
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A |
|
|
|
|
|
|
|
|
2.250%, 12/25/2061(A)(E) |
|
|
761 |
|
|
|
732 |
|
Towd Point Mortgage Trust, Ser 2024-1, Cl A1 |
|
|
|
|
|
|
|
|
4.478%, 03/25/2064(A)(E) |
|
|
938 |
|
|
|
965 |
|
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX |
|
|
|
|
|
|
|
|
2.610%, 02/25/2050(A)(E) |
|
|
534 |
|
|
|
488 |
|
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.400%, 05/25/2051(A)(E) |
|
|
607 |
|
|
|
520 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(E)(F) |
|
|
13 |
|
|
|
13 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(E) |
|
|
18 |
|
|
|
18 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
3.417%, 01/25/2060(E)(F) |
|
|
8 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
2.502%, 05/25/2065(E)(F) |
|
$ |
17 |
|
|
$ |
16 |
|
Verus Securitization Trust, Ser 2020-5, Cl A3 |
|
|
|
|
|
|
|
|
1.733%, 05/25/2065(E)(F) |
|
|
692 |
|
|
|
657 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(E) |
|
|
128 |
|
|
|
114 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(E) |
|
|
627 |
|
|
|
561 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(E) |
|
|
77 |
|
|
|
68 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(A)(E) |
|
|
114 |
|
|
|
97 |
|
Verus Securitization Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.247%, 07/25/2066(A)(E) |
|
|
584 |
|
|
|
496 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(E) |
|
|
65 |
|
|
|
61 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(E) |
|
|
634 |
|
|
|
576 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(E) |
|
|
64 |
|
|
|
58 |
|
Verus Securitization Trust, Ser 2022-5, Cl A1 |
|
|
|
|
|
|
|
|
3.800%, 04/25/2067(E)(F) |
|
|
636 |
|
|
|
610 |
|
Verus Securitization Trust, Ser 2023-3, Cl A1 |
|
|
|
|
|
|
|
|
5.930%, 03/25/2068(E)(F) |
|
|
749 |
|
|
|
750 |
|
Verus Securitization Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
6.501%, 02/25/2069(E)(F) |
|
|
765 |
|
|
|
772 |
|
Visio Trust, Ser 2020-1, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 08/25/2055(A)(E) |
|
|
230 |
|
|
|
213 |
|
Visio Trust, Ser 2020-1R, Cl A2 |
|
|
|
|
|
|
|
|
1.567%, 11/25/2055(E) |
|
|
263 |
|
|
|
242 |
|
Visio Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.280%, 05/25/2056(E) |
|
|
797 |
|
|
|
725 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.828%, 10/25/2033(A) |
|
|
432 |
|
|
|
413 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
6.762%, 08/25/2033(A) |
|
|
453 |
|
|
|
452 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
6.112%, 09/25/2033(A) |
|
|
483 |
|
|
|
455 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |
|
|
|
|
|
|
|
|
6.591%, 10/25/2034(A) |
|
|
287 |
|
|
|
278 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |
|
|
|
|
|
|
|
|
5.346%, 01/25/2035(A) |
|
|
759 |
|
|
|
696 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |
|
|
|
|
|
|
|
|
6.562%, 12MTA + 1.400%, 04/25/2044(A) |
|
$ |
1,129 |
|
|
$ |
1,088 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |
|
|
|
|
|
|
|
|
6.088%, 08/25/2034(A) |
|
|
1,212 |
|
|
|
1,180 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 |
|
|
|
|
|
|
|
|
7.490%, 07/25/2034(A) |
|
|
91 |
|
|
|
93 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |
|
|
|
|
|
|
|
|
6.601%, 10/25/2034(A) |
|
|
504 |
|
|
|
489 |
|
WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A |
|
|
|
|
|
|
|
|
8.126%, TSFR1M + 2.789%, 11/15/2027(A)(E) |
|
|
1,000 |
|
|
|
1,002 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
93,246 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $111,384) ($ Thousands) |
|
|
|
|
|
|
108,820 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 27.8% |
Automotive — 6.3% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl E |
|
|
|
|
|
|
|
|
2.560%, 11/15/2027 (E) |
|
|
1,000 |
|
|
|
980 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (E) |
|
|
4 |
|
|
|
4 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (E) |
|
|
28 |
|
|
|
28 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
71 |
|
|
|
71 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |
|
|
|
|
|
|
|
|
1.060%, 08/18/2026 |
|
|
198 |
|
|
|
195 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
1.490%, 09/18/2026 |
|
|
225 |
|
|
|
219 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
1.210%, 12/18/2026 |
|
|
540 |
|
|
|
522 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (E) |
|
|
34 |
|
|
|
34 |
|
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.190%, 01/15/2027 (E) |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
2.680%, 08/20/2026 (E) |
|
$ |
1,000 |
|
|
$ |
977 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (E) |
|
|
53 |
|
|
|
53 |
|
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 07/27/2026 |
|
|
73 |
|
|
|
73 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
|
20 |
|
|
|
20 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/15/2026 |
|
|
36 |
|
|
|
37 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
3.170%, 04/15/2027 |
|
|
104 |
|
|
|
103 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 05/15/2026 |
|
|
22 |
|
|
|
22 |
|
CarMax Auto Owner Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
4.260%, 12/15/2027 |
|
|
750 |
|
|
|
744 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
69 |
|
|
|
69 |
|
CarMax Auto Owner Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 05/15/2028 |
|
|
1,530 |
|
|
|
1,545 |
|
Carmax Auto Owner Trust, Ser 2024-3, Cl A1 |
|
|
|
|
|
|
|
|
5.440%, 08/15/2025 |
|
|
65 |
|
|
|
66 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
45 |
|
|
|
44 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
25 |
|
|
|
23 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
69 |
|
|
|
66 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (E) |
|
|
45 |
|
|
|
45 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (E) |
|
|
20 |
|
|
|
20 |
|
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (E) |
|
|
88 |
|
|
|
89 |
|
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
|
|
|
|
|
|
|
|
5.770%, 04/12/2027 (E) |
|
|
38 |
|
|
|
38 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/12/2027 (E) |
|
$ |
88 |
|
|
$ |
88 |
|
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 08/10/2027 (E) |
|
|
37 |
|
|
|
37 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (E) |
|
|
78 |
|
|
|
77 |
|
Chase Auto Owner Trust, Ser 2024-4A, Cl A1 |
|
|
|
|
|
|
|
|
5.495%, 07/25/2025 (E) |
|
|
102 |
|
|
|
102 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (E) |
|
|
141 |
|
|
|
142 |
|
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (E) |
|
|
114 |
|
|
|
115 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (E) |
|
|
101 |
|
|
|
101 |
|
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (E) |
|
|
79 |
|
|
|
79 |
|
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (E) |
|
|
76 |
|
|
|
76 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (E) |
|
|
24 |
|
|
|
24 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (E) |
|
|
61 |
|
|
|
62 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (E) |
|
|
51 |
|
|
|
52 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (E) |
|
|
65 |
|
|
|
65 |
|
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D |
|
|
|
|
|
|
|
|
1.400%, 04/15/2027 |
|
|
918 |
|
|
|
889 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
18 |
|
|
|
18 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
2 |
|
|
|
2 |
|
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.530%, 10/15/2026 |
|
|
72 |
|
|
|
72 |
|
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 05/15/2026 |
|
|
85 |
|
|
|
85 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (E) |
|
|
21 |
|
|
|
21 |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
128 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
First Investors Auto Owner Trust, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
1.170%, 03/15/2027 (E) |
|
$ |
320 |
|
|
$ |
317 |
|
Flagship Credit Auto Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.550%, 04/15/2027 (E) |
|
|
169 |
|
|
|
169 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (E) |
|
|
78 |
|
|
|
78 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (E) |
|
|
77 |
|
|
|
78 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.240%, 07/15/2026 |
|
|
117 |
|
|
|
117 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (E) |
|
|
99 |
|
|
|
99 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.680%, 01/15/2027 (E) |
|
|
875 |
|
|
|
861 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (E) |
|
|
3 |
|
|
|
3 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 01/15/2027 (E) |
|
|
55 |
|
|
|
55 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.570%, 02/16/2027 (E) |
|
|
190 |
|
|
|
190 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
18 |
|
|
|
18 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
146 |
|
|
|
146 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
1.090%, 12/16/2026 |
|
|
2,000 |
|
|
|
1,939 |
|
Honda Auto Receivables Owner Trust, Ser 2021-3, Cl A4 |
|
|
|
|
|
|
|
|
0.600%, 12/20/2027 |
|
|
500 |
|
|
|
487 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.150%, 06/15/2026 (E) |
|
|
131 |
|
|
|
131 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-C, Cl A1 |
|
|
|
|
|
|
|
|
5.304%, 09/15/2025 (E) |
|
|
100 |
|
|
|
100 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
96 |
|
|
|
96 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
435 |
|
|
|
440 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
JPMorgan Chase Bank, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.969%, 12/26/2028 (E) |
|
$ |
35 |
|
|
$ |
35 |
|
JPMorgan Chase Bank, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.009%, 02/26/2029 (E) |
|
|
213 |
|
|
|
210 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (E) |
|
|
39 |
|
|
|
40 |
|
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.440%, 11/16/2026 (E) |
|
|
71 |
|
|
|
71 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (E) |
|
|
55 |
|
|
|
54 |
|
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.240%, 11/17/2025 |
|
|
42 |
|
|
|
42 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
6.180%, 08/25/2028 (E) |
|
|
1,000 |
|
|
|
1,011 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl C |
|
|
|
|
|
|
|
|
6.130%, 04/25/2029 (E) |
|
|
500 |
|
|
|
506 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
32 |
|
|
|
32 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.110%, 10/15/2026 |
|
|
183 |
|
|
|
183 |
|
Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.670%, 11/22/2027 (E) |
|
|
1,000 |
|
|
|
1,001 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (E) |
|
|
292 |
|
|
|
293 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (E) |
|
|
441 |
|
|
|
443 |
|
Santander Bank, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
1.833%, 12/15/2031 (E) |
|
|
38 |
|
|
|
37 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.330%, 09/15/2027 |
|
|
1,330 |
|
|
|
1,301 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
3.760%, 07/16/2029 |
|
|
270 |
|
|
|
265 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
14 |
|
|
|
14 |
|
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 02/16/2027 |
|
|
142 |
|
|
|
143 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.710%, 02/16/2027 |
|
|
35 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (E) |
|
$ |
175 |
|
|
$ |
174 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (E) |
|
|
101 |
|
|
|
101 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.450%, 01/20/2026 (E) |
|
|
195 |
|
|
|
195 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (E) |
|
|
36 |
|
|
|
36 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 06/21/2027 (E) |
|
|
51 |
|
|
|
51 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (E) |
|
|
57 |
|
|
|
57 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (E) |
|
|
89 |
|
|
|
90 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.540%, 12/21/2026 (E) |
|
|
168 |
|
|
|
169 |
|
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.730%, 04/20/2026 (E) |
|
|
116 |
|
|
|
116 |
|
Toyota Lease Owner Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.330%, 07/20/2026 (E) |
|
|
94 |
|
|
|
94 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (E) |
|
|
7 |
|
|
|
7 |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (E) |
|
|
50 |
|
|
|
50 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
1,000 |
|
|
|
1,006 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (E) |
|
|
116 |
|
|
|
115 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (E) |
|
|
86 |
|
|
|
86 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (E) |
|
|
73 |
|
|
|
74 |
|
Westlake Automobile Receivables Trust, Ser 2024-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.620%, 03/15/2027 (E) |
|
|
80 |
|
|
|
80 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (E) |
|
|
193 |
|
|
|
194 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (E) |
|
|
97 |
|
|
|
97 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
World Omni Auto Receivables Trust, Ser 2020-C, Cl A4 |
|
|
|
|
|
|
|
|
0.610%, 10/15/2026 |
|
$ |
105 |
|
|
$ |
105 |
|
World Omni Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
0.640%, 09/15/2027 |
|
|
300 |
|
|
|
288 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.470%, 11/17/2025 |
|
|
39 |
|
|
|
39 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
49 |
|
|
|
49 |
|
| |
|
|
|
|
|
|
22,635 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.1% |
|
|
|
|
| |
|
|
|
|
CARDS II Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
6.035%, SOFRRATE + 0.680%, 07/16/2029 (A)(E) |
|
|
160 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.5% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
4.790%, TSFR1M + 0.794%, 01/25/2035 (A) |
|
|
8 |
|
|
|
8 |
|
RCKT Mortgage Trust, Ser 2023-CES3, Cl A1A |
|
|
|
|
|
|
|
|
7.113%, 11/25/2043 (A)(E) |
|
|
879 |
|
|
|
896 |
|
Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A |
|
|
|
|
|
|
|
|
7.294%, 10/25/2063 (A)(E) |
|
|
846 |
|
|
|
864 |
|
| |
|
|
|
|
|
|
1,768 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 20.9% |
|
|
|
|
| |
|
|
|
|
321 Henderson Receivables VI LLC, Ser 2010-1A, Cl A |
|
|
|
|
|
|
|
|
5.560%, 07/15/2059 (E) |
|
|
182 |
|
|
|
182 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (E) |
|
|
11 |
|
|
|
11 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (E) |
|
|
3 |
|
|
|
3 |
|
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
|
|
|
|
|
|
|
|
7.110%, 11/15/2028 (E) |
|
|
89 |
|
|
|
89 |
|
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.937%, 08/15/2046 (E) |
|
|
785 |
|
|
|
737 |
|
Allegro CLO VII, Ser 2018-1A, Cl D |
|
|
|
|
|
|
|
|
8.413%, TSFR3M + 3.112%, 06/13/2031 (A)(E) |
|
|
400 |
|
|
|
399 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
AMMC CLO XI, Ser 2018-11A, Cl BR2 |
|
|
|
|
|
|
|
|
7.117%, TSFR3M + 1.862%, 04/30/2031 (A)(E) |
|
$ |
1,000 |
|
|
$ |
1,000 |
|
AMMC CLO XI, Ser 2018-11A, Cl CR2 |
|
|
|
|
|
|
|
|
7.417%, 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) |
|
|
500 |
|
|
|
518 |
|
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
|
|
|
|
|
|
|
|
6.554%, TSFR3M + 1.272%, 04/20/2031 (A)(E) |
|
|
208 |
|
|
|
208 |
|
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL |
|
|
|
|
|
|
|
|
6.494%, TSFR3M + 1.212%, 10/20/2030 (A)(E) |
|
|
182 |
|
|
|
182 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (E) |
|
|
75 |
|
|
|
69 |
|
Arbys Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.237%, 07/30/2050 (E) |
|
|
696 |
|
|
|
659 |
|
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B |
|
|
|
|
|
|
|
|
6.580%, TSFR3M + 1.462%, 05/15/2030 (A)(E) |
|
|
725 |
|
|
|
725 |
|
Ballyrock CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.262%, 04/20/2031 (A)(E) |
|
|
334 |
|
|
|
334 |
|
Beacon Container Finance II LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.250%, 10/22/2046 (E) |
|
|
573 |
|
|
|
524 |
|
Bellemeade Re, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.549%, SOFR30A + 2.200%, 10/25/2033 (A)(E) |
|
|
1,000 |
|
|
|
1,008 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl A2 |
|
|
|
|
|
|
|
|
6.694%, TSFR3M + 1.412%, 04/20/2031 (A)(E) |
|
|
1,600 |
|
|
|
1,600 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (E) |
|
|
59 |
|
|
|
58 |
|
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
6.099%, SOFR30A + 0.750%, 01/25/2070 (A)(E) |
|
|
889 |
|
|
|
886 |
|
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |
|
|
|
|
|
|
|
|
6.399%, SOFR30A + 1.050%, 11/25/2069 (A)(E) |
|
|
522 |
|
|
|
521 |
|
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
3.280%, 09/26/2033 (E) |
|
|
607 |
|
|
|
592 |
|
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A2 |
|
|
|
|
|
|
|
|
6.705%, TSFR3M + 1.587%, 05/15/2031 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carlyle Global Market Strategies CLO, Ser 2018-4RA, Cl A2 |
|
|
|
|
|
|
|
|
7.163%, TSFR3M + 1.862%, 07/15/2030 (A)(E) |
|
$ |
500 |
|
|
$ |
500 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.524%, TSFR3M + 1.242%, 07/20/2031 (A)(E) |
|
|
206 |
|
|
|
206 |
|
Carlyle US CLO, Ser 2021-3A, Cl BR |
|
|
|
|
|
|
|
|
7.544%, TSFR3M + 2.262%, 07/20/2029 (A)(E) |
|
|
500 |
|
|
|
499 |
|
CARS-DB4 LP, Ser 2020-1A, Cl A4 |
|
|
|
|
|
|
|
|
3.190%, 02/15/2050 (E) |
|
|
1,525 |
|
|
|
1,504 |
|
Catskill Park CLO, Ser 2017-1A, Cl A1B |
|
|
|
|
|
|
|
|
6.894%, TSFR3M + 1.612%, 04/20/2029 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
Cedar Funding X CLO, Ser 2021-10A, Cl CR |
|
|
|
|
|
|
|
|
7.594%, TSFR3M + 2.312%, 10/20/2032 (A)(E) |
|
|
450 |
|
|
|
450 |
|
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.690%, 07/15/2060 (E) |
|
|
989 |
|
|
|
951 |
|
CF Hippolyta Issuer LLC, Ser 2021-1A, Cl B1 |
|
|
|
|
|
|
|
|
1.980%, 03/15/2061 (E) |
|
|
1,070 |
|
|
|
975 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.411%, TSFR3M + 1.132%, 04/19/2029 (A)(E) |
|
|
269 |
|
|
|
269 |
|
CIFC Funding, Ser 2018-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.697%, TSFR3M + 1.412%, 10/17/2031 (A)(E) |
|
|
636 |
|
|
|
637 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
31 |
|
|
|
31 |
|
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
|
78 |
|
|
|
78 |
|
DataBank Issuer, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.060%, 02/27/2051 (E) |
|
|
500 |
|
|
|
472 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (E) |
|
|
1,036 |
|
|
|
1,016 |
|
DB Master Finance LLC, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.045%, 11/20/2051 (E) |
|
|
676 |
|
|
|
633 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (E) |
|
|
48 |
|
|
|
48 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (E) |
|
|
71 |
|
|
|
71 |
|
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (E) |
|
|
5 |
|
|
|
5 |
|
Dext ABS LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 05/15/2034 (E) |
|
|
66 |
|
|
|
67 |
|
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.355%, 04/15/2049 (E) |
|
|
200 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
3.475%, 04/15/2049 (E) |
|
$ |
400 |
|
|
$ |
368 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (E) |
|
|
58 |
|
|
|
59 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (E) |
|
|
119 |
|
|
|
117 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (E) |
|
|
20 |
|
|
|
20 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (E) |
|
|
47 |
|
|
|
47 |
|
DLLST, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 01/20/2026 (E) |
|
|
50 |
|
|
|
50 |
|
Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 |
|
|
|
|
|
|
|
|
4.118%, 07/25/2047 (E) |
|
|
1,152 |
|
|
|
1,122 |
|
DRIVEN BRANDS FUNDING LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
4.641%, 04/20/2049 (E) |
|
|
1,512 |
|
|
|
1,490 |
|
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |
|
|
|
|
|
|
|
|
6.463%, SOFR30A + 1.114%, 01/27/2070 (A)(E) |
|
|
443 |
|
|
|
441 |
|
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.610%, 01/25/2034 (E) |
|
|
583 |
|
|
|
564 |
|
Elara HGV Timeshare Issuer LLC, Ser 2021-A, Cl C |
|
|
|
|
|
|
|
|
2.090%, 08/27/2035 (E) |
|
|
848 |
|
|
|
793 |
|
Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
6.160%, 02/25/2038 (E) |
|
|
732 |
|
|
|
753 |
|
FNA VII LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.900%, 04/15/2038 (E) |
|
|
674 |
|
|
|
671 |
|
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.319%, SOFR90A + 1.950%, 09/01/2026 (A)(E) |
|
|
1,964 |
|
|
|
1,977 |
|
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
7.619%, SOFR90A + 2.250%, 03/01/2027 (A)(E) |
|
|
607 |
|
|
|
608 |
|
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (E) |
|
|
152 |
|
|
|
154 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (E) |
|
|
65 |
|
|
|
65 |
|
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.320%, 08/17/2026 (E) |
|
|
135 |
|
|
|
135 |
|
Hilton Grand Vacations Trust, Ser 2022-1D, Cl B |
|
|
|
|
|
|
|
|
4.100%, 06/20/2034 (E) |
|
|
642 |
|
|
|
632 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hilton Grand Vacations Trust, Ser 2023-1A, Cl C |
|
|
|
|
|
|
|
|
6.940%, 01/25/2038 (E) |
|
$ |
984 |
|
|
$ |
1,017 |
|
Hilton Grand Vacations Trust, Ser 2024-1B, Cl B |
|
|
|
|
|
|
|
|
5.990%, 09/15/2039 (E) |
|
|
532 |
|
|
|
544 |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (E) |
|
|
86 |
|
|
|
86 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (E) |
|
|
105 |
|
|
|
106 |
|
Invitation Homes Trust, Ser 2018-SFR4, Cl C |
|
|
|
|
|
|
|
|
6.852%, TSFR1M + 1.514%, 01/17/2038 (A)(E) |
|
|
2,000 |
|
|
|
1,997 |
|
ITE Rail Fund Levered, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.250%, 02/28/2051 (E) |
|
|
516 |
|
|
|
472 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
231 |
|
|
|
231 |
|
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
6.510%, TSFR1M + 1.164%, 11/25/2050 (A) |
|
|
1,047 |
|
|
|
1,051 |
|
KKR CLO 12, Ser 2018-12, Cl AR2A |
|
|
|
|
|
|
|
|
6.698%, TSFR3M + 1.397%, 10/15/2030 (A)(E) |
|
|
258 |
|
|
|
258 |
|
KKR CLO 20, Ser 2017-20, Cl B |
|
|
|
|
|
|
|
|
7.098%, TSFR3M + 1.812%, 10/16/2030 (A)(E) |
|
|
636 |
|
|
|
637 |
|
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (E) |
|
|
187 |
|
|
|
187 |
|
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.390%, 01/15/2027 (E) |
|
|
180 |
|
|
|
181 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.524%, TSFR3M + 1.242%, 03/20/2030 (A)(E) |
|
|
69 |
|
|
|
69 |
|
Madison Park Funding XLII, Ser 2017-13A, Cl B |
|
|
|
|
|
|
|
|
7.045%, TSFR3M + 1.762%, 11/21/2030 (A)(E) |
|
|
700 |
|
|
|
700 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.262%, 07/21/2030 (A)(E) |
|
|
175 |
|
|
|
175 |
|
Madison Park Funding XXIV, Ser 2024-24A, Cl BR2 |
|
|
|
|
|
|
|
|
6.832%, TSFR3M + 1.550%, 10/20/2029 (A)(E) |
|
|
1,250 |
|
|
|
1,251 |
|
Magnetite XV, Ser 2018-15A, Cl CR |
|
|
|
|
|
|
|
|
7.346%, TSFR3M + 2.062%, 07/25/2031 (A)(E) |
|
|
500 |
|
|
|
501 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (E) |
|
|
20 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (E) |
|
$ |
31 |
|
|
$ |
31 |
|
MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B |
|
|
|
|
|
|
|
|
7.460%, 10/20/2052 (E) |
|
|
500 |
|
|
|
514 |
|
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |
|
|
|
|
|
|
|
|
6.142%, TSFR1M + 0.864%, 01/25/2061 (A) |
|
|
496 |
|
|
|
493 |
|
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |
|
|
|
|
|
|
|
|
6.092%, TSFR1M + 0.814%, 03/25/2061 (A) |
|
|
1,570 |
|
|
|
1,559 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |
|
|
|
|
|
|
|
|
0.490%, 08/14/2025 (E) |
|
|
61 |
|
|
|
60 |
|
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (E) |
|
|
101 |
|
|
|
102 |
|
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 09/13/2027 (E) |
|
|
195 |
|
|
|
195 |
|
Mountain View CLO LLC, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
6.638%, TSFR3M + 1.352%, 10/16/2029 (A)(E) |
|
|
93 |
|
|
|
93 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (E) |
|
|
434 |
|
|
|
414 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (E) |
|
|
446 |
|
|
|
415 |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (E) |
|
|
556 |
|
|
|
571 |
|
Neuberger Berman CLO XIV, Ser 2020-14A, Cl BR2 |
|
|
|
|
|
|
|
|
7.025%, TSFR3M + 1.762%, 01/28/2030 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
Neuberger Berman Loan Advisers CLO 25, Ser 2024-25A, Cl AR2 |
|
|
|
|
|
|
|
|
6.723%, TSFR3M + 1.400%, 07/18/2038 (A)(E) |
|
|
450 |
|
|
|
450 |
|
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.461%, TSFR3M + 1.182%, 10/18/2030 (A)(E) |
|
|
319 |
|
|
|
319 |
|
New Economy Assets Phase 1 Sponsor LLC, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.910%, 10/20/2061 (E) |
|
|
453 |
|
|
|
414 |
|
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1 |
|
|
|
|
|
|
|
|
2.410%, 10/20/2061 (E) |
|
|
750 |
|
|
|
667 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
6.592%, TSFR1M + 1.314%, 09/25/2060 (A) |
|
$ |
448 |
|
|
$ |
448 |
|
OFSI BSL IX, Ser 2024-1A, Cl B1R |
|
|
|
|
|
|
|
|
7.101%, TSFR3M + 1.800%, 07/15/2031 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.101%, 02/15/2028 (E) |
|
|
260 |
|
|
|
258 |
|
Palmer Square Loan Funding, Ser 2021-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.640%, TSFR3M + 1.512%, 05/20/2029 (A)(E) |
|
|
250 |
|
|
|
250 |
|
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.344%, TSFR3M + 1.062%, 07/20/2029 (A)(E) |
|
|
44 |
|
|
|
44 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.363%, TSFR3M + 1.062%, 10/15/2029 (A)(E) |
|
|
188 |
|
|
|
189 |
|
Palmer Square Loan Funding, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.201%, TSFR3M + 1.900%, 10/15/2030 (A)(E) |
|
|
1,460 |
|
|
|
1,462 |
|
Palmer Square Loan Funding, Ser 2024-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 10/15/2032 (A)(D)(E) |
|
|
250 |
|
|
|
250 |
|
Prodigy Finance DAC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.641%, TSFR1M + 1.364%, 07/25/2051 (A)(E) |
|
|
512 |
|
|
|
509 |
|
Progress Residential, Ser 2021-SFR1, Cl A |
|
|
|
|
|
|
|
|
1.052%, 04/17/2038 (E) |
|
|
300 |
|
|
|
284 |
|
Progress Residential, Ser 2021-SFR3, Cl E2 |
|
|
|
|
|
|
|
|
2.688%, 05/17/2026 (E) |
|
|
960 |
|
|
|
901 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (E) |
|
|
32 |
|
|
|
32 |
|
Race Point IX CLO, Ser 2021-9A, Cl A1A2 |
|
|
|
|
|
|
|
|
6.503%, TSFR3M + 1.202%, 10/15/2030 (A)(E) |
|
|
160 |
|
|
|
160 |
|
ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
8.000%, PRIME + -0.500%, 12/27/2044 (A)(E) |
|
|
186 |
|
|
|
185 |
|
Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.000%, 09/15/2048 (E) |
|
|
500 |
|
|
|
492 |
|
Saranac Clo VII, Ser 2017-2A, Cl BR |
|
|
|
|
|
|
|
|
7.140%, TSFR3M + 2.012%, 11/20/2029 (A)(E) |
|
|
690 |
|
|
|
690 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Saratoga Investment Senior Loan Fund, Ser 2022-1A, Cl D |
|
|
|
|
|
|
|
|
11.892%, 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) |
|
|
177 |
|
|
|
179 |
|
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.170%, 05/20/2032 (E) |
|
|
1,000 |
|
|
|
1,044 |
|
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B |
|
|
|
|
|
|
|
|
6.201%, TSFR1M + 0.864%, 11/15/2035 (A)(E) |
|
|
775 |
|
|
|
773 |
|
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |
|
|
|
|
|
|
|
|
6.451%, TSFR1M + 1.114%, 06/15/2037 (A)(E) |
|
|
514 |
|
|
|
515 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |
|
|
|
|
|
|
|
|
6.242%, TSFR1M + 0.964%, 09/15/2054 (A)(E) |
|
|
1,428 |
|
|
|
1,425 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 |
|
|
|
|
|
|
|
|
6.181%, TSFR1M + 0.844%, 01/15/2053 (A)(E) |
|
|
1,502 |
|
|
|
1,492 |
|
STAR Trust, Ser 2021-SFR1, Cl C |
|
|
|
|
|
|
|
|
6.502%, TSFR1M + 1.164%, 04/17/2038 (A)(E) |
|
|
1,000 |
|
|
|
982 |
|
STAR Trust, Ser 2021-SFR1, Cl D |
|
|
|
|
|
|
|
|
6.752%, TSFR1M + 1.414%, 04/17/2038 (A)(E) |
|
|
1,000 |
|
|
|
984 |
|
STAR Trust, Ser 2021-SFR2, Cl C |
|
|
|
|
|
|
|
|
7.051%, TSFR1M + 1.714%, 01/17/2039 (A)(E) |
|
|
1,500 |
|
|
|
1,484 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |
|
|
|
|
|
|
|
|
6.392%, TSFR1M + 1.114%, 09/25/2034 (A) |
|
|
1,915 |
|
|
|
1,879 |
|
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |
|
|
|
|
|
|
|
|
6.404%, TSFR1M + 1.054%, 09/25/2034 (A) |
|
|
628 |
|
|
|
640 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.376%, TSFR3M + 1.092%, 10/25/2029 (A)(E) |
|
|
631 |
|
|
|
631 |
|
Symphony Static CLO I, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
6.996%, TSFR3M + 1.712%, 10/25/2029 (A)(E) |
|
|
250 |
|
|
|
250 |
|
Taco Bell Funding LLC, Ser 2016-1A, Cl A23 |
|
|
|
|
|
|
|
|
4.970%, 05/25/2046 (E) |
|
|
759 |
|
|
|
756 |
|
TAL Advantage VII LLC, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
3.290%, 09/20/2045 (E) |
|
|
883 |
|
|
|
829 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
TCI-Flatiron CLO, Ser 2017-1A, Cl B |
|
|
|
|
|
|
|
|
6.923%, TSFR3M + 1.822%, 11/18/2030 (A)(E) |
|
$ |
500 |
|
|
$ |
500 |
|
TIF Funding II LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.650%, 02/20/2046 (E) |
|
|
714 |
|
|
|
634 |
|
Towd Point HE Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2063 (A)(E) |
|
|
396 |
|
|
|
382 |
|
Tricon Residential Trust, Ser 2021-SFR1, Cl E1 |
|
|
|
|
|
|
|
|
2.794%, 07/17/2038 (E) |
|
|
100 |
|
|
|
94 |
|
Tricon Residential Trust, Ser 2021-SFR1, Cl E2 |
|
|
|
|
|
|
|
|
2.894%, 07/17/2038 (E) |
|
|
180 |
|
|
|
169 |
|
Trimaran Cavu, Ser 2019-1A, Cl D |
|
|
|
|
|
|
|
|
9.694%, TSFR3M + 4.412%, 07/20/2032 (A)(E) |
|
|
600 |
|
|
|
602 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (E) |
|
|
68 |
|
|
|
69 |
|
Voya CLO, Ser 2020-2A, Cl A1RR |
|
|
|
|
|
|
|
|
6.567%, TSFR3M + 1.282%, 04/17/2030 (A)(E) |
|
|
62 |
|
|
|
62 |
|
Westgate Resorts LLC, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
6.440%, 12/20/2037 (E) |
|
|
732 |
|
|
|
736 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.430%, 02/15/2028 (E) |
|
|
15 |
|
|
|
15 |
|
Wingstop Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.841%, 12/05/2050 (E) |
|
|
788 |
|
|
|
735 |
|
Zais Clo 14, Ser 2024-14A, Cl B1R2 |
|
|
|
|
|
|
|
|
6.801%, TSFR3M + 1.500%, 04/15/2032 (A)(E) |
|
|
1,000 |
|
|
|
1,001 |
|
| |
|
|
|
|
|
|
74,764 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $98,054) ($ Thousands) |
|
|
|
|
|
|
99,327 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 4.4% |
Communication Services — 0.2% |
|
|
|
|
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 (E) |
|
|
200 |
|
|
|
219 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (E) |
|
|
300 |
|
|
|
304 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
1.450%, 03/20/2026 |
|
|
225 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
737 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.4% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
|
150 |
|
|
|
151 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (E) |
|
|
300 |
|
|
|
311 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.450%, 06/24/2026 (E) |
|
$ |
125 |
|
|
$ |
127 |
|
IRB Holding |
|
|
|
|
|
|
|
|
7.000%, 06/15/2025 (E) |
|
|
700 |
|
|
|
699 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,288 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.3% |
|
|
|
|
Gray Oak Pipeline LLC |
|
|
|
|
|
|
|
|
2.600%, 10/15/2025 (E) |
|
|
300 |
|
|
|
291 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.875%, 09/01/2025 |
|
|
175 |
|
|
|
176 |
|
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
|
200 |
|
|
|
204 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
175 |
|
|
|
175 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
|
125 |
|
|
|
126 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
972 |
|
| |
|
|
|
|
|
|
|
|
Financials — 2.0% |
|
|
|
|
Athene Global Funding |
|
|
|
|
|
|
|
|
5.684%, 02/23/2026 (E) |
|
|
100 |
|
|
|
101 |
|
5.349%, 07/09/2027 (E) |
|
|
90 |
|
|
|
92 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.650%, 08/18/2025 |
|
|
250 |
|
|
|
252 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
1.530%, SOFRRATE + 0.650%, 12/06/2025 (A) |
|
|
225 |
|
|
|
223 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
5.450%, 06/12/2025 |
|
|
125 |
|
|
|
125 |
|
BPCE |
|
|
|
|
|
|
|
|
2.375%, 01/14/2025 (E) |
|
|
250 |
|
|
|
247 |
|
Brookfield Property |
|
|
|
|
|
|
|
|
4.500%, 04/01/2027 (E) |
|
|
392 |
|
|
|
378 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
5.237%, 06/28/2027 |
|
|
90 |
|
|
|
92 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
4.250%, 04/30/2025 |
|
|
50 |
|
|
|
50 |
|
Citigroup |
|
|
|
|
|
|
|
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (A) |
|
|
225 |
|
|
|
226 |
|
3.290%, SOFRRATE + 1.528%, 03/17/2026 (A) |
|
|
225 |
|
|
|
223 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
125 |
|
|
|
124 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(E) |
|
|
200 |
|
|
|
203 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.592%, SOFRRATE + 1.219%, 11/16/2027 (A) |
|
|
325 |
|
|
|
324 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
1.400%, 07/07/2025 (E) |
|
|
125 |
|
|
|
121 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
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 |
|
Huntington Bancshares |
|
|
|
|
|
|
|
|
4.000%, 05/15/2025 |
|
|
125 |
|
|
|
124 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
6.259%, SOFRRATE + 0.885%, 04/22/2027 (A) |
|
|
475 |
|
|
|
477 |
|
5.546%, SOFRRATE + 1.070%, 12/15/2025 (A) |
|
|
200 |
|
|
|
200 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (A) |
|
|
225 |
|
|
|
215 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.075%, SOFRRATE + 0.710%, 10/14/2025 (A)(E) |
|
|
300 |
|
|
|
300 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.985%, SOFRRATE + 0.720%, 12/10/2026 (A) |
|
|
225 |
|
|
|
214 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (A) |
|
|
225 |
|
|
|
224 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.650%, 06/28/2025 |
|
|
125 |
|
|
|
126 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (E) |
|
|
125 |
|
|
|
127 |
|
SBA Tower Trust, Ser 2014-2A, Cl C |
|
|
|
|
|
|
|
|
3.869%, 10/15/2024 (E) |
|
|
585 |
|
|
|
584 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.423%, SOFRRATE + 1.050%, 01/21/2026 (A)(E) |
|
|
275 |
|
|
|
275 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.959%, SOFRRATE + 0.590%, 09/10/2026 (A) |
|
|
300 |
|
|
|
299 |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (E) |
|
|
200 |
|
|
|
200 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
2.164%, TSFR3M + 1.012%, 02/11/2026 (A) |
|
|
225 |
|
|
|
222 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
250 |
|
|
|
252 |
|
4.811%, 01/15/2026 |
|
|
250 |
|
|
|
251 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,173 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.2% |
|
|
|
|
Baxter International |
|
|
|
|
|
|
|
|
5.824%, SOFRINDX + 0.440%, 11/29/2024 (A) |
|
|
275 |
|
|
|
275 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (E) |
|
|
400 |
|
|
|
380 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HCA |
|
|
|
|
|
|
|
|
5.375%, 02/01/2025 |
|
$ |
200 |
|
|
$ |
200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
855 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.4% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
3.500%, 01/15/2025 |
|
|
150 |
|
|
|
149 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.500%, 04/20/2026 (E) |
|
|
117 |
|
|
|
116 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (E) |
|
|
400 |
|
|
|
344 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (E) |
|
|
675 |
|
|
|
741 |
|
Wilsonart LLC |
|
|
|
|
|
|
|
|
11.000%, 08/15/2032 (E) |
|
|
299 |
|
|
|
291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,641 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.4% |
|
|
|
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
1.230%, 10/01/2025 (E) |
|
|
150 |
|
|
|
144 |
|
Kobe US Midco 2 |
|
|
|
|
|
|
|
|
9.250%cash/0% PIK, 11/01/2026 (E) |
|
|
900 |
|
|
|
738 |
|
OCI |
|
|
|
|
|
|
|
|
4.625%, 10/15/2025 (E) |
|
|
500 |
|
|
|
496 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,378 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.2% |
|
|
|
|
ERP Operating |
|
|
|
|
|
|
|
|
3.375%, 06/01/2025 |
|
|
125 |
|
|
|
123 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
4.875%, 09/15/2027 (E) |
|
|
500 |
|
|
|
491 |
|
Realty Income |
|
|
|
|
|
|
|
|
3.875%, 04/15/2025 |
|
|
125 |
|
|
|
124 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
738 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.3% |
|
|
|
|
Alliant Energy Finance LLC |
|
|
|
|
|
|
|
|
5.400%, 06/06/2027 (E) |
|
|
100 |
|
|
|
102 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
150 |
|
|
|
151 |
|
Consumers Securitization Funding LLC, Ser 2023 |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
70 |
|
|
|
71 |
|
Emera US Finance |
|
|
|
|
|
|
|
|
3.550%, 06/15/2026 |
|
|
125 |
|
|
|
122 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
4.255%, 09/01/2024 |
|
|
275 |
|
|
|
275 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
125 |
|
|
|
126 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Spire |
|
|
|
|
|
|
|
|
5.300%, 03/01/2026 |
|
$ |
150 |
|
|
$ |
151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
998 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $15,910) ($ Thousands) |
|
|
|
|
|
|
15,780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 2.0% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.327%, 09/10/2024 (G)(H) |
|
|
1,275 |
|
|
|
1,274 |
|
5.312%, 09/03/2024 (G) |
|
|
1,700 |
|
|
|
1,700 |
|
5.224%, 11/19/2024 (G) |
|
|
800 |
|
|
|
791 |
|
5.215%, 09/26/2024 (G) |
|
|
1,200 |
|
|
|
1,196 |
|
5.203%, 11/26/2024 (G) |
|
|
1,600 |
|
|
|
1,581 |
|
5.001%, 12/24/2024 (G) |
|
|
750 |
|
|
|
739 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $7,278) ($ Thousands) |
|
|
7,281 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.2% |
Air Methods |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
5,986 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $111) ($ Thousands) |
|
|
|
|
|
|
507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 0.1% |
Air Methods *(C) |
|
|
2,388 |
|
|
|
202 |
|
TMK Hawk Parent Corp. *(C)(I) |
|
|
7,227 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $109) ($ Thousands) |
|
|
|
|
|
|
279 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
9,762,750 |
|
|
|
9,763 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $9,763) ($ Thousands) |
|
|
|
|
|
|
9,763 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
REPURCHASE AGREEMENT(J) — 0.1% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.320%, dated 08/30/2024 to be repurchased on 09/03/2024, repurchase price $300,177 (collateralized by various U.S. Government and Treasury obligations, ranging in par value $1,025 - $185,753, 2.590% - 6.146%, 01/01/2030 – 08/01/2052; with total market value $304,763) |
|
$ |
300 |
|
|
$ |
300 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $300) ($ Thousands) |
|
|
|
|
|
|
300 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.0% |
|
|
|
|
|
|
|
|
(Cost $355,318) ($ Thousands) |
|
$ |
354,106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Opportunistic Income Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
(22) |
|
|
|
Dec-2024 |
|
|
$ |
(4,572 |
) |
|
$ |
(4,566 |
) |
|
$ |
6 |
|
U.S. 10-Year Treasury Note |
|
|
(27) |
|
|
|
Dec-2024 |
|
|
|
(3,091 |
) |
|
|
(3,066 |
) |
|
|
25 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
(7,663 |
) |
|
$ |
(7,632 |
) |
|
$ |
31 |
|
|
Percentages are based on Net Assets of $357,830 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡‡ |
Expiration date not available. |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Unsettled bank loan. Interest rate may not be available. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
No interest rate available. |
(E) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $176,766 ($ Thousands), representing 49.4% 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. |
(I) |
Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 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 Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
18,309 |
|
|
$ |
56,783 |
|
|
$ |
(65,329 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9,763 |
|
|
$ |
106 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the restricted securities, excluding 144a, held by the Fund at August 31, 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 $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 41.1% |
Agency Mortgage-Backed Obligations — 35.9% |
|
|
|
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.999%, SOFR30A + 1.650%, 12/25/2041(A)(B) |
|
$ |
6,500 |
|
|
$ |
6,557 |
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 08/01/2030 to 12/01/2036 |
|
|
113 |
|
|
|
116 |
|
7.000%, 09/01/2025 to 03/01/2039 |
|
|
32 |
|
|
|
34 |
|
6.500%, 10/01/2031 to 04/01/2054 |
|
|
7,891 |
|
|
|
8,162 |
|
6.000%, 01/01/2028 to 04/01/2054 |
|
|
46,749 |
|
|
|
47,977 |
|
5.500%, 02/01/2035 to 06/01/2054 |
|
|
39,174 |
|
|
|
39,690 |
|
5.000%, 08/01/2033 to 05/01/2053 |
|
|
20,220 |
|
|
|
20,145 |
|
4.500%, 11/01/2025 to 08/01/2053 |
|
|
35,968 |
|
|
|
35,216 |
|
4.000%, 09/01/2040 to 02/01/2053 |
|
|
38,735 |
|
|
|
37,237 |
|
3.500%, 03/01/2033 to 11/01/2052 |
|
|
44,865 |
|
|
|
41,910 |
|
3.000%, 08/01/2031 to 06/01/2052 |
|
|
107,153 |
|
|
|
96,913 |
|
2.500%, 10/01/2031 to 07/01/2052 |
|
|
155,503 |
|
|
|
134,672 |
|
2.000%, 01/01/2037 to 05/01/2052 |
|
|
182,768 |
|
|
|
154,144 |
|
1.500%, 11/01/2040 to 08/01/2051 |
|
|
29,210 |
|
|
|
23,396 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.516%, RFUCCT1Y + 2.330%, 05/01/2036(B) |
|
|
24 |
|
|
|
25 |
|
6.170%, RFUCCT1Y + 1.926%, 12/01/2036(B) |
|
|
26 |
|
|
|
27 |
|
5.845%, RFUCCT1Y + 1.595%, 10/01/2036(B) |
|
|
9 |
|
|
|
9 |
|
4.220%, SOFR30A + 2.305%, 05/01/2053(B) |
|
|
3,541 |
|
|
|
3,492 |
|
3.963%, SOFR30A + 2.140%, 08/01/2052(B) |
|
|
1,300 |
|
|
|
1,255 |
|
3.150%, RFUCCT1Y + 1.640%, 11/01/2048(B) |
|
|
981 |
|
|
|
983 |
|
3.098%, RFUCCT1Y + 1.621%, 02/01/2050(B) |
|
|
686 |
|
|
|
670 |
|
3.006%, RFUCCT1Y + 1.627%, 11/01/2048(B) |
|
|
2,391 |
|
|
|
2,301 |
|
2.919%, RFUCCT1Y + 1.619%, 11/01/2047(B) |
|
|
839 |
|
|
|
830 |
|
2.635%, RFUCCT1Y + 1.634%, 12/01/2050(B) |
|
|
184 |
|
|
|
173 |
|
2.131%, H15T5Y + 1.287%, 03/01/2047(B) |
|
|
402 |
|
|
|
386 |
|
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO |
|
|
|
|
|
|
|
|
1.666%, 08/27/2028(B) |
|
|
2,000 |
|
|
|
110 |
|
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
975 |
|
|
|
848 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO |
|
|
|
|
|
|
|
|
0.301%, 11/25/2032(B) |
|
|
15,289 |
|
|
|
207 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
|
600 |
|
|
|
592 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass Through Certificates, Ser K091, Cl X1, IO |
|
|
|
|
|
|
|
|
0.706%, 03/25/2029(B) |
|
$ |
3,933 |
|
|
$ |
89 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO |
|
|
|
|
|
|
|
|
1.082%, 05/25/2029(B) |
|
|
3,823 |
|
|
|
138 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
1.012%, 06/25/2029(B) |
|
|
2,954 |
|
|
|
104 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.282%, 06/25/2029(B) |
|
|
6,800 |
|
|
|
333 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.375%, 06/25/2029(B) |
|
|
700 |
|
|
|
37 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K101, Cl X1, IO |
|
|
|
|
|
|
|
|
0.945%, 10/25/2029(B) |
|
|
1,675 |
|
|
|
58 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO |
|
|
|
|
|
|
|
|
1.439%, 01/25/2030(B) |
|
|
3,295 |
|
|
|
196 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO |
|
|
|
|
|
|
|
|
1.129%, 10/25/2030(B) |
|
|
5,429 |
|
|
|
269 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.609%, 03/25/2031(B) |
|
|
17,910 |
|
|
|
478 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO |
|
|
|
|
|
|
|
|
0.443%, 09/25/2031(B) |
|
|
15,606 |
|
|
|
324 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO |
|
|
|
|
|
|
|
|
0.494%, 12/25/2031(B) |
|
|
8,752 |
|
|
|
182 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO |
|
|
|
|
|
|
|
|
0.403%, 03/25/2032(B) |
|
|
6,791 |
|
|
|
133 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO |
|
|
|
|
|
|
|
|
0.450%, 04/25/2055(B) |
|
|
6,982 |
|
|
|
161 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO |
|
|
|
|
|
|
|
|
0.430%, 06/25/2055(B) |
|
|
7,978 |
|
|
|
176 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO |
|
|
|
|
|
|
|
|
0.488%, 06/25/2032(B) |
|
|
11,468 |
|
|
|
295 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO |
|
|
|
|
|
|
|
|
0.404%, 08/25/2032(B) |
|
|
11,263 |
|
|
|
233 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K-151, Cl X1, IO |
|
|
|
|
|
|
|
|
0.330%, 10/25/2032(B) |
|
|
18,980 |
|
|
|
294 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K-1519, Cl X1, IO |
|
|
|
|
|
|
|
|
0.690%, 12/25/2035(B) |
|
|
16,361 |
|
|
|
745 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass Through Certificates, Ser K-1520, Cl X1, IO |
|
|
|
|
|
|
|
|
0.578%, 02/25/2036(B) |
|
$ |
4,971 |
|
|
$ |
186 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K-154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.527%, 01/25/2033(B) |
|
|
6,798 |
|
|
|
188 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.404%, 07/25/2026(B) |
|
|
947 |
|
|
|
17 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.740%, 10/25/2026(B) |
|
|
8,148 |
|
|
|
82 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.649%, 12/25/2027(B) |
|
|
2,972 |
|
|
|
46 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO |
|
|
|
|
|
|
|
|
0.862%, 03/25/2028(B) |
|
|
6,143 |
|
|
|
109 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.362%, 06/25/2027(B) |
|
|
1,522 |
|
|
|
33 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KG06, Cl X1, IO |
|
|
|
|
|
|
|
|
0.627%, 10/25/2031(B) |
|
|
3,095 |
|
|
|
93 |
|
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 04/15/2036 |
|
|
446 |
|
|
|
472 |
|
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
397 |
|
|
|
417 |
|
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 |
|
|
31 |
|
|
|
32 |
|
FHLMC REMIC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
13 |
|
|
|
13 |
|
FHLMC REMIC CMO, Ser 2003-2671, Cl S |
|
|
|
|
|
|
|
|
4.734%, 09/15/2033(B) |
|
|
18 |
|
|
|
19 |
|
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 |
|
|
37 |
|
|
|
36 |
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
86 |
|
|
|
87 |
|
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(C) |
|
|
2 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
0.562%, 05/15/2038(B) |
|
|
28 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2009-3546, Cl A |
|
|
|
|
|
|
|
|
5.725%, 02/15/2039(B) |
|
|
23 |
|
|
|
23 |
|
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
0.762%, 01/15/2040(B) |
|
|
42 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2010-3693, Cl FC |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 07/15/2040(B) |
|
$ |
517 |
|
|
$ |
514 |
|
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |
|
|
|
|
|
|
|
|
0.482%, 05/15/2041(B) |
|
|
235 |
|
|
|
17 |
|
FHLMC REMIC CMO, Ser 2011-3919, Cl FA |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 09/15/2041(B) |
|
|
496 |
|
|
|
492 |
|
FHLMC REMIC CMO, Ser 2011-3951, Cl FN |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 11/15/2041(B) |
|
|
380 |
|
|
|
376 |
|
FHLMC REMIC CMO, Ser 2011-3958, Cl AF |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 11/15/2041(B) |
|
|
471 |
|
|
|
467 |
|
FHLMC REMIC CMO, Ser 2011-3975, Cl CF |
|
|
|
|
|
|
|
|
5.958%, SOFR30A + 0.604%, 12/15/2041(B) |
|
|
372 |
|
|
|
369 |
|
FHLMC REMIC CMO, Ser 2011-3975, Cl FA |
|
|
|
|
|
|
|
|
5.958%, SOFR30A + 0.604%, 12/15/2041(B) |
|
|
450 |
|
|
|
446 |
|
FHLMC REMIC CMO, Ser 2012-3990, Cl FG |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 01/15/2042(B) |
|
|
555 |
|
|
|
550 |
|
FHLMC REMIC CMO, Ser 2012-4010, Cl KM |
|
|
|
|
|
|
|
|
3.000%, 01/15/2042 |
|
|
178 |
|
|
|
168 |
|
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |
|
|
|
|
|
|
|
|
1.142%, 04/15/2042(B) |
|
|
22 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2012-4047, Cl CX |
|
|
|
|
|
|
|
|
3.500%, 05/15/2042 |
|
|
2,071 |
|
|
|
1,923 |
|
FHLMC REMIC CMO, Ser 2012-4059, Cl FP |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 06/15/2042(B) |
|
|
619 |
|
|
|
613 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl FN |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 08/15/2042(B) |
|
|
608 |
|
|
|
600 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl MX |
|
|
|
|
|
|
|
|
3.250%, 02/15/2042 |
|
|
832 |
|
|
|
776 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl EX |
|
|
|
|
|
|
|
|
3.375%, 07/15/2042 |
|
|
666 |
|
|
|
625 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl BX |
|
|
|
|
|
|
|
|
3.250%, 10/15/2041 |
|
|
1,023 |
|
|
|
957 |
|
FHLMC REMIC CMO, Ser 2012-4102, Cl TC |
|
|
|
|
|
|
|
|
2.500%, 09/15/2041 |
|
|
675 |
|
|
|
652 |
|
FHLMC REMIC CMO, Ser 2012-4117, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 10/15/2042 |
|
|
709 |
|
|
|
623 |
|
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2032 |
|
|
154 |
|
|
|
13 |
|
FHLMC REMIC CMO, Ser 2012-4122, Cl FP |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 10/15/2042(B) |
|
|
740 |
|
|
|
727 |
|
FHLMC REMIC CMO, Ser 2013-4161, Cl BA |
|
|
|
|
|
|
|
|
2.500%, 12/15/2041 |
|
|
1,473 |
|
|
|
1,427 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
$ |
133 |
|
|
$ |
21 |
|
FHLMC REMIC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
505 |
|
|
|
433 |
|
FHLMC REMIC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
521 |
|
|
|
430 |
|
FHLMC REMIC CMO, Ser 2013-4240, Cl FA |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 08/15/2043(B) |
|
|
1,933 |
|
|
|
1,901 |
|
FHLMC REMIC CMO, Ser 2013-4286, Cl VF |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 12/15/2043(B) |
|
|
1,424 |
|
|
|
1,400 |
|
FHLMC REMIC CMO, Ser 2015-4446, Cl CP |
|
|
|
|
|
|
|
|
2.250%, 03/15/2045 |
|
|
890 |
|
|
|
787 |
|
FHLMC REMIC CMO, Ser 2016-4544, Cl P |
|
|
|
|
|
|
|
|
2.500%, 01/15/2046 |
|
|
4,053 |
|
|
|
3,557 |
|
FHLMC REMIC CMO, Ser 2016-4582, Cl HA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
3,297 |
|
|
|
3,119 |
|
FHLMC REMIC CMO, Ser 2016-4587, Cl AF |
|
|
|
|
|
|
|
|
5.818%, SOFR30A + 0.464%, 06/15/2046(B) |
|
|
994 |
|
|
|
990 |
|
FHLMC REMIC CMO, Ser 2016-4604, Cl FB |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 08/15/2046(B) |
|
|
2,629 |
|
|
|
2,588 |
|
FHLMC REMIC CMO, Ser 2016-4611, Cl BF |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 06/15/2041(B) |
|
|
6,499 |
|
|
|
6,423 |
|
FHLMC REMIC CMO, Ser 2016-4620, Cl LF |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 10/15/2046(B) |
|
|
953 |
|
|
|
942 |
|
FHLMC REMIC CMO, Ser 2016-4628, Cl KF |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 01/15/2055(B) |
|
|
973 |
|
|
|
953 |
|
FHLMC REMIC CMO, Ser 2017-4709, Cl FA |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 08/15/2047(B) |
|
|
688 |
|
|
|
677 |
|
FHLMC REMIC CMO, Ser 2017-4719, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 09/15/2047 |
|
|
950 |
|
|
|
878 |
|
FHLMC REMIC CMO, Ser 2017-4719, Cl LM |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
740 |
|
|
|
663 |
|
FHLMC REMIC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
1,153 |
|
|
|
1,055 |
|
FHLMC REMIC CMO, Ser 2018-4753, Cl BD |
|
|
|
|
|
|
|
|
3.000%, 01/15/2048 |
|
|
725 |
|
|
|
648 |
|
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
255 |
|
|
|
225 |
|
FHLMC REMIC CMO, Ser 2018-4826, Cl KF |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 09/15/2048(B) |
|
|
632 |
|
|
|
616 |
|
FHLMC REMIC CMO, Ser 2018-4854, Cl FB |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 01/15/2049(B) |
|
|
1,823 |
|
|
|
1,797 |
|
FHLMC REMIC CMO, Ser 2018-4857, Cl JA |
|
|
|
|
|
|
|
|
3.350%, 01/15/2049 |
|
|
2,914 |
|
|
|
2,786 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2019-4879, Cl BC |
|
|
|
|
|
|
|
|
3.000%, 04/15/2049 |
|
$ |
116 |
|
|
$ |
105 |
|
FHLMC REMIC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
|
1,040 |
|
|
|
956 |
|
FHLMC REMIC CMO, Ser 2019-4903, Cl NF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
586 |
|
|
|
575 |
|
FHLMC REMIC CMO, Ser 2019-4927, Cl BG |
|
|
|
|
|
|
|
|
3.000%, 11/25/2049 |
|
|
1,295 |
|
|
|
1,196 |
|
FHLMC REMIC CMO, Ser 2019-4937, Cl MD |
|
|
|
|
|
|
|
|
2.500%, 10/25/2049 |
|
|
1,282 |
|
|
|
1,140 |
|
FHLMC REMIC CMO, Ser 2019-4940, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 05/15/2040 |
|
|
832 |
|
|
|
786 |
|
FHLMC REMIC CMO, Ser 2019-4941, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/15/2047 |
|
|
740 |
|
|
|
625 |
|
FHLMC REMIC CMO, Ser 2020-4954, Cl LB |
|
|
|
|
|
|
|
|
2.500%, 02/25/2050 |
|
|
545 |
|
|
|
480 |
|
FHLMC REMIC CMO, Ser 2020-4957, Cl MY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2050 |
|
|
790 |
|
|
|
662 |
|
FHLMC REMIC CMO, Ser 2020-4979, Cl UC |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
2,384 |
|
|
|
1,908 |
|
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO |
|
|
|
|
|
|
|
|
4.500%, 06/25/2050 |
|
|
3,805 |
|
|
|
857 |
|
FHLMC REMIC CMO, Ser 2020-4988, Cl KF |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 07/25/2050(B) |
|
|
1,063 |
|
|
|
1,045 |
|
FHLMC REMIC CMO, Ser 2020-4991, Cl QV |
|
|
|
|
|
|
|
|
2.000%, 09/25/2045 |
|
|
457 |
|
|
|
378 |
|
FHLMC REMIC CMO, Ser 2020-4993, Cl KF |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 07/25/2050(B) |
|
|
5,657 |
|
|
|
5,534 |
|
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
1,575 |
|
|
|
244 |
|
FHLMC REMIC CMO, Ser 2020-5004, Cl FM |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 08/25/2050(B) |
|
|
1,177 |
|
|
|
1,143 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
1,051 |
|
|
|
167 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
500 |
|
|
|
73 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
5,776 |
|
|
|
1,200 |
|
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
613 |
|
|
|
102 |
|
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
782 |
|
|
|
105 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2020-5020, Cl ET |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
$ |
1,087 |
|
|
$ |
999 |
|
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
328 |
|
|
|
47 |
|
FHLMC REMIC CMO, Ser 2020-5050, Cl IE, IO |
|
|
|
|
|
|
|
|
2.000%, 12/25/2050 |
|
|
1,957 |
|
|
|
242 |
|
FHLMC REMIC CMO, Ser 2020-5058, Cl BC |
|
|
|
|
|
|
|
|
5.000%, 11/25/2050 |
|
|
793 |
|
|
|
793 |
|
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,498 |
|
|
|
253 |
|
FHLMC REMIC CMO, Ser 2020-5063, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 01/25/2051 |
|
|
1,506 |
|
|
|
201 |
|
FHLMC REMIC CMO, Ser 2020-5068, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2050 |
|
|
585 |
|
|
|
97 |
|
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
497 |
|
|
|
76 |
|
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
5,189 |
|
|
|
1,071 |
|
FHLMC REMIC CMO, Ser 2021-5085, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
1,208 |
|
|
|
145 |
|
FHLMC REMIC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
2,045 |
|
|
|
1,663 |
|
FHLMC REMIC CMO, Ser 2021-5092, Cl HE |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,284 |
|
|
|
1,066 |
|
FHLMC REMIC CMO, Ser 2021-5092, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 04/25/2041 |
|
|
670 |
|
|
|
585 |
|
FHLMC REMIC CMO, Ser 2021-5093, Cl IY, IO |
|
|
|
|
|
|
|
|
4.500%, 12/25/2050 |
|
|
2,312 |
|
|
|
500 |
|
FHLMC REMIC CMO, Ser 2021-5115, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 10/25/2049 |
|
|
1,837 |
|
|
|
389 |
|
FHLMC REMIC CMO, Ser 2021-5116, Cl PB |
|
|
|
|
|
|
|
|
2.250%, 02/25/2051 |
|
|
1,357 |
|
|
|
1,196 |
|
FHLMC REMIC CMO, Ser 2021-5118, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
2,223 |
|
|
|
284 |
|
FHLMC REMIC CMO, Ser 2021-5118, Cl CA |
|
|
|
|
|
|
|
|
1.500%, 10/15/2033 |
|
|
1,215 |
|
|
|
1,100 |
|
FHLMC REMIC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
1,188 |
|
|
|
953 |
|
FHLMC REMIC CMO, Ser 2021-5119, Cl QF |
|
|
|
|
|
|
|
|
5.549%, SOFR30A + 0.200%, 06/25/2051(B) |
|
|
1,701 |
|
|
|
1,614 |
|
FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,596 |
|
|
|
223 |
|
FHLMC REMIC CMO, Ser 2021-5143, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2049 |
|
|
861 |
|
|
|
714 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2021-5159, Cl IP, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2051 |
|
$ |
1,389 |
|
|
$ |
195 |
|
FHLMC REMIC CMO, Ser 2021-5161, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
1,554 |
|
|
|
212 |
|
FHLMC REMIC CMO, Ser 2021-5173, Cl LI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
754 |
|
|
|
119 |
|
FHLMC REMIC CMO, Ser 2021-5178, Cl TP |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
1,896 |
|
|
|
1,687 |
|
FHLMC REMIC CMO, Ser 2021-5180, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 07/25/2051 |
|
|
1,298 |
|
|
|
262 |
|
FHLMC REMIC CMO, Ser 2021-5182, Cl M |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,137 |
|
|
|
1,017 |
|
FHLMC REMIC CMO, Ser 2021-5184, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 05/25/2048 |
|
|
798 |
|
|
|
723 |
|
FHLMC REMIC CMO, Ser 2022-5200, Cl KQ |
|
|
|
|
|
|
|
|
3.000%, 09/25/2049 |
|
|
145 |
|
|
|
134 |
|
FHLMC REMIC CMO, Ser 2022-5201, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 07/25/2048 |
|
|
1,604 |
|
|
|
1,463 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2047 |
|
|
695 |
|
|
|
88 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl LA |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,722 |
|
|
|
1,522 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl TA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
2,461 |
|
|
|
2,264 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl BH |
|
|
|
|
|
|
|
|
2.000%, 12/25/2047 |
|
|
850 |
|
|
|
770 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 11/25/2048 |
|
|
2,701 |
|
|
|
2,479 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl KA |
|
|
|
|
|
|
|
|
2.500%, 06/25/2049 |
|
|
1,251 |
|
|
|
1,118 |
|
FHLMC REMIC CMO, Ser 2022-5206, Cl CD |
|
|
|
|
|
|
|
|
3.500%, 05/25/2049 |
|
|
1,568 |
|
|
|
1,466 |
|
FHLMC REMIC CMO, Ser 2022-5206, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 02/25/2047 |
|
|
1,199 |
|
|
|
1,104 |
|
FHLMC REMIC CMO, Ser 2022-5207, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 06/25/2051 |
|
|
1,739 |
|
|
|
1,559 |
|
FHLMC REMIC CMO, Ser 2022-5209, Cl EJ |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,680 |
|
|
|
1,544 |
|
FHLMC REMIC CMO, Ser 2022-5209, Cl EA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,680 |
|
|
|
1,544 |
|
FHLMC REMIC CMO, Ser 2022-5210, Cl DC |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
1,208 |
|
|
|
1,127 |
|
FHLMC REMIC CMO, Ser 2022-5214, Cl BY |
|
|
|
|
|
|
|
|
3.000%, 04/25/2052 |
|
|
1,231 |
|
|
|
1,027 |
|
FHLMC REMIC CMO, Ser 2022-5217, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 07/25/2049 |
|
|
1,375 |
|
|
|
1,280 |
|
FHLMC REMIC CMO, Ser 2022-5220, Cl QK |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
2,561 |
|
|
|
2,442 |
|
FHLMC REMIC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
2,000 |
|
|
|
1,845 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2022-5228, Cl TN |
|
|
|
|
|
|
|
|
3.500%, 07/25/2039 |
|
$ |
855 |
|
|
$ |
822 |
|
FHLMC REMIC CMO, Ser 2022-5261, Cl IB, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
1,219 |
|
|
|
198 |
|
FHLMC REMIC CMO, Ser 2022-5274, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,254 |
|
|
|
211 |
|
FHLMC REMIC CMO, Ser 2023-5293, Cl KI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,842 |
|
|
|
239 |
|
FHLMC REMIC CMO, Ser 2023-5293, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
5,423 |
|
|
|
688 |
|
FHLMC REMIC CMO, Ser 2023-5293, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2051 |
|
|
3,072 |
|
|
|
446 |
|
FHLMC REMIC CMO, Ser 2023-5335, Cl FB |
|
|
|
|
|
|
|
|
6.168%, SOFR30A + 0.814%, 10/15/2039(B) |
|
|
2,156 |
|
|
|
2,156 |
|
FHLMC REMIC CMO, Ser 2023-5338, Cl FH |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 04/15/2045(B) |
|
|
2,103 |
|
|
|
2,053 |
|
FHLMC REMIC CMO, Ser 2023-5377, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051 |
|
|
1,901 |
|
|
|
244 |
|
FHLMC REMIC CMO, Ser 2024-5386, Cl DM |
|
|
|
|
|
|
|
|
2.000%, 03/25/2044 |
|
|
1,348 |
|
|
|
986 |
|
FHLMC REMIC CMO, Ser 2024-5389, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2051 |
|
|
475 |
|
|
|
108 |
|
FHLMC REMIC CMO, Ser 2024-5389, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051 |
|
|
767 |
|
|
|
101 |
|
FHLMC REMIC CMO, Ser 2024-5396, Cl HF |
|
|
|
|
|
|
|
|
6.299%, SOFR30A + 0.950%, 04/25/2054(B) |
|
|
2,934 |
|
|
|
2,948 |
|
FHLMC REMIC CMO, Ser 2024-5397, Cl IC, IO |
|
|
|
|
|
|
|
|
3.500%, 04/25/2052 |
|
|
1,439 |
|
|
|
259 |
|
FHLMC REMIC CMO, Ser 2024-5399, Cl FB |
|
|
|
|
|
|
|
|
6.249%, SOFR30A + 0.900%, 04/25/2054(B) |
|
|
1,670 |
|
|
|
1,669 |
|
FHLMC REMIC CMO, Ser 2024-5410, Cl JY |
|
|
|
|
|
|
|
|
3.000%, 03/15/2044 |
|
|
1,201 |
|
|
|
1,043 |
|
FHLMC REMIC CMO, Ser 2024-5452, Cl KY |
|
|
|
|
|
|
|
|
3.000%, 03/15/2044 |
|
|
1,400 |
|
|
|
1,214 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.849%, SOFR30A + 1.500%, 10/25/2041(A)(B) |
|
|
2,300 |
|
|
|
2,309 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.349%, SOFR30A + 1.000%, 01/25/2042(A)(B) |
|
|
2,359 |
|
|
|
2,359 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.649%, SOFR30A + 1.300%, 02/25/2042(A)(B) |
|
$ |
1,186 |
|
|
$ |
1,188 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.549%, SOFR30A + 2.200%, 05/25/2042(A)(B) |
|
|
310 |
|
|
|
316 |
|
FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
1,413 |
|
|
|
1,307 |
|
FHLMC STRIPS CMO, Ser 2012-271, Cl F5 |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
658 |
|
|
|
648 |
|
FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
705 |
|
|
|
656 |
|
FHLMC STRIPS CMO, Ser 2012-272, Cl F1 |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
1,055 |
|
|
|
1,039 |
|
FHLMC STRIPS CMO, Ser 2012-280, Cl F1 |
|
|
|
|
|
|
|
|
5.968%, SOFR30A + 0.614%, 09/15/2042(B) |
|
|
1,079 |
|
|
|
1,063 |
|
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
0.532%, 12/15/2046(B) |
|
|
395 |
|
|
|
49 |
|
FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
1,934 |
|
|
|
1,764 |
|
FNMA |
|
|
|
|
|
|
|
|
8.000%, 01/01/2030 to 06/01/2031 |
|
|
9 |
|
|
|
9 |
|
7.500%, 02/01/2031 to 01/01/2054 |
|
|
4,116 |
|
|
|
4,327 |
|
7.000%, 09/01/2026 to 01/01/2054 |
|
|
8,092 |
|
|
|
8,464 |
|
6.500%, 05/01/2027 to 08/01/2054 |
|
|
8,620 |
|
|
|
9,018 |
|
6.000%, 02/01/2032 to 07/01/2054 |
|
|
29,498 |
|
|
|
30,270 |
|
5.500%, 12/01/2033 to 08/01/2054 |
|
|
48,761 |
|
|
|
49,312 |
|
5.350%, 07/01/2033 |
|
|
100 |
|
|
|
105 |
|
5.000%, 05/01/2034 to 05/01/2054 |
|
|
42,264 |
|
|
|
42,196 |
|
4.500%, 11/01/2031 to 01/01/2059 |
|
|
82,073 |
|
|
|
80,365 |
|
4.270%, 10/01/2032 |
|
|
195 |
|
|
|
194 |
|
4.200%, 01/01/2029 |
|
|
1,665 |
|
|
|
1,667 |
|
4.000%, 01/01/2027 to 06/01/2057 |
|
|
104,455 |
|
|
|
100,008 |
|
3.500%, 07/01/2031 to 06/01/2052 |
|
|
96,092 |
|
|
|
89,989 |
|
3.310%, 03/01/2028 |
|
|
1,862 |
|
|
|
1,818 |
|
3.020%, 05/01/2026 |
|
|
1,265 |
|
|
|
1,236 |
|
3.000%, 05/01/2029 to 07/01/2060 |
|
|
290,352 |
|
|
|
263,032 |
|
2.810%, 04/01/2025 |
|
|
250 |
|
|
|
246 |
|
2.500%, 03/01/2035 to 09/01/2061 |
|
|
145,375 |
|
|
|
126,992 |
|
2.000%, 05/01/2036 to 04/01/2052 |
|
|
291,930 |
|
|
|
245,567 |
|
1.850%, 09/01/2035 |
|
|
1,030 |
|
|
|
899 |
|
1.500%, 04/01/2041 to 03/01/2051 |
|
|
12,843 |
|
|
|
10,228 |
|
FNMA ACES, Ser 2015-M8, Cl X2, IO |
|
|
|
|
|
|
|
|
0.157%, 01/25/2025(B) |
|
|
46,191 |
|
|
|
2 |
|
FNMA ACES, Ser 2016-M11, Cl AL |
|
|
|
|
|
|
|
|
2.944%, 07/25/2039 |
|
|
113 |
|
|
|
102 |
|
FNMA ACES, Ser 2018-M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
600 |
|
|
|
572 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ACES, Ser 2019-M4, Cl A2 |
|
|
|
|
|
|
|
|
3.610%, 02/25/2031 |
|
$ |
301 |
|
|
$ |
291 |
|
FNMA ACES, Ser 2020-M6, Cl A |
|
|
|
|
|
|
|
|
2.500%, 10/25/2037 |
|
|
161 |
|
|
|
142 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
5.809%, RFUCCT1Y + 1.559%, 12/01/2035(B) |
|
|
7 |
|
|
|
8 |
|
4.648%, SOFR30A + 2.130%, 08/01/2052(B) |
|
|
2,176 |
|
|
|
2,167 |
|
4.620%, SOFR30A + 2.123%, 08/01/2052(B) |
|
|
2,070 |
|
|
|
2,047 |
|
4.609%, SOFR30A + 2.126%, 08/01/2052(B) |
|
|
2,671 |
|
|
|
2,656 |
|
4.361%, SOFR30A + 2.125%, 07/01/2052(B) |
|
|
2,377 |
|
|
|
2,349 |
|
4.208%, SOFR30A + 2.128%, 11/01/2052(B) |
|
|
1,487 |
|
|
|
1,468 |
|
4.137%, SOFR30A + 2.132%, 10/01/2052(B) |
|
|
4,593 |
|
|
|
4,533 |
|
4.112%, SOFR30A + 2.120%, 07/01/2052(B) |
|
|
1,876 |
|
|
|
1,825 |
|
4.110%, SOFR30A + 2.120%, 09/01/2052(B) |
|
|
1,829 |
|
|
|
1,804 |
|
3.943%, SOFR30A + 2.120%, 08/01/2052(B) |
|
|
540 |
|
|
|
522 |
|
3.601%, RFUCCT1Y + 1.603%, 03/01/2050(B) |
|
|
2,084 |
|
|
|
2,106 |
|
2.772%, RFUCCT1Y + 1.606%, 06/01/2050(B) |
|
|
915 |
|
|
|
870 |
|
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO |
|
|
|
|
|
|
|
|
7.000%, 01/25/2032 |
|
|
56 |
|
|
|
6 |
|
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO |
|
|
|
|
|
|
|
|
6.500%, 02/25/2033 |
|
|
81 |
|
|
|
11 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
150 |
|
|
|
4 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
274 |
|
|
|
52 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2026 |
|
|
150 |
|
|
|
3 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2041 |
|
|
281 |
|
|
|
51 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
231 |
|
|
|
36 |
|
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
909 |
|
|
|
835 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
$ |
1,343 |
|
|
$ |
1,277 |
|
FNMA Interest STRIPS CMO, Ser 2022-427, Cl C21, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2050 |
|
|
2,380 |
|
|
|
291 |
|
FNMA Interest STRIPS CMO, Ser 2023-428, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2048 |
|
|
856 |
|
|
|
98 |
|
FNMA Interest STRIPS CMO, Ser 2023-436, Cl C32, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2052 |
|
|
3,301 |
|
|
|
418 |
|
FNMA Interest STRIPS CMO, Ser 2024-440, Cl C6, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2052 |
|
|
1,831 |
|
|
|
218 |
|
FNMA REMIC CMO, Ser 1997-32, Cl PG |
|
|
|
|
|
|
|
|
6.500%, 04/25/2027 |
|
|
6 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
25 |
|
|
|
25 |
|
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(B) |
|
|
4 |
|
|
|
4 |
|
FNMA REMIC CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
|
163 |
|
|
|
170 |
|
FNMA REMIC CMO, Ser 2005-74, Cl CS |
|
|
|
|
|
|
|
|
4.996%, 05/25/2035(B) |
|
|
4 |
|
|
|
4 |
|
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO |
|
|
|
|
|
|
|
|
1.287%, 11/25/2036(B) |
|
|
78 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |
|
|
|
|
|
|
|
|
1.737%, 01/25/2037(B) |
|
|
170 |
|
|
|
18 |
|
FNMA REMIC CMO, Ser 2006-33, Cl LS |
|
|
|
|
|
|
|
|
5.565%, 05/25/2036(B) |
|
|
25 |
|
|
|
30 |
|
FNMA REMIC CMO, Ser 2006-46, Cl SW |
|
|
|
|
|
|
|
|
4.168%, 06/25/2036(B) |
|
|
19 |
|
|
|
22 |
|
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |
|
|
|
|
|
|
|
|
1.187%, 03/25/2036(B) |
|
|
17 |
|
|
|
1 |
|
FNMA REMIC CMO, Ser 2007-64, Cl FA |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.584%, 07/25/2037(B) |
|
|
4 |
|
|
|
4 |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
1.237%, 07/25/2037(B) |
|
|
63 |
|
|
|
7 |
|
FNMA REMIC CMO, Ser 2008-24, Cl NA |
|
|
|
|
|
|
|
|
6.750%, 06/25/2037 |
|
|
5 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
6.919%, 12/25/2039(B) |
|
|
35 |
|
|
|
35 |
|
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(C) |
|
|
279 |
|
|
|
246 |
|
FNMA REMIC CMO, Ser 2010-107, Cl FB |
|
|
|
|
|
|
|
|
5.873%, SOFR30A + 0.524%, 09/25/2040(B) |
|
|
497 |
|
|
|
492 |
|
FNMA REMIC CMO, Ser 2010-123, Cl PM |
|
|
|
|
|
|
|
|
4.000%, 07/25/2040 |
|
|
583 |
|
|
|
576 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO |
|
|
|
|
|
|
|
|
1.017%, 04/25/2040(B) |
|
$ |
277 |
|
|
$ |
34 |
|
FNMA REMIC CMO, Ser 2011-117, Cl FA |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 11/25/2041(B) |
|
|
1,002 |
|
|
|
993 |
|
FNMA REMIC CMO, Ser 2011-117, Cl AF |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 11/25/2041(B) |
|
|
434 |
|
|
|
430 |
|
FNMA REMIC CMO, Ser 2011-127, Cl FC |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 12/25/2041(B) |
|
|
462 |
|
|
|
458 |
|
FNMA REMIC CMO, Ser 2011-142, Cl EF |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 01/25/2042(B) |
|
|
526 |
|
|
|
523 |
|
FNMA REMIC CMO, Ser 2011-2, Cl WA |
|
|
|
|
|
|
|
|
5.832%, 02/25/2051(B) |
|
|
29 |
|
|
|
30 |
|
FNMA REMIC CMO, Ser 2011-75, Cl FA |
|
|
|
|
|
|
|
|
6.013%, SOFR30A + 0.664%, 08/25/2041(B) |
|
|
17 |
|
|
|
17 |
|
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
1.087%, 10/25/2041(B) |
|
|
516 |
|
|
|
41 |
|
FNMA REMIC CMO, Ser 2012-106, Cl FA |
|
|
|
|
|
|
|
|
5.803%, SOFR30A + 0.454%, 10/25/2042(B) |
|
|
427 |
|
|
|
422 |
|
FNMA REMIC CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
725 |
|
|
|
663 |
|
FNMA REMIC CMO, Ser 2012-12, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
455 |
|
|
|
452 |
|
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
0.687%, 12/25/2042(B) |
|
|
306 |
|
|
|
41 |
|
FNMA REMIC CMO, Ser 2012-133, Cl JF |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 12/25/2042(B) |
|
|
872 |
|
|
|
853 |
|
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO |
|
|
|
|
|
|
|
|
0.687%, 12/25/2042(B) |
|
|
127 |
|
|
|
19 |
|
FNMA REMIC CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
552 |
|
|
|
471 |
|
FNMA REMIC CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
2 |
|
|
|
2 |
|
FNMA REMIC CMO, Ser 2012-35, Cl FL |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 04/25/2042(B) |
|
|
374 |
|
|
|
372 |
|
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
1.037%, 04/25/2042(B) |
|
|
184 |
|
|
|
26 |
|
FNMA REMIC CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
196 |
|
|
|
206 |
|
FNMA REMIC CMO, Ser 2012-47, Cl JF |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 05/25/2042(B) |
|
|
618 |
|
|
|
613 |
|
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(C) |
|
|
14 |
|
|
|
12 |
|
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
1.187%, 03/25/2042(B) |
|
|
204 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(C) |
|
$ |
28 |
|
|
$ |
25 |
|
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO |
|
|
|
|
|
|
|
|
1.137%, 07/25/2042(B) |
|
|
69 |
|
|
|
9 |
|
FNMA REMIC CMO, Ser 2012-9, Cl WF |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
363 |
|
|
|
361 |
|
FNMA REMIC CMO, Ser 2012-9, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
352 |
|
|
|
350 |
|
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(C) |
|
|
1,068 |
|
|
|
810 |
|
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(C) |
|
|
485 |
|
|
|
372 |
|
FNMA REMIC CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
1,648 |
|
|
|
1,507 |
|
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
0.487%, 12/25/2043(B) |
|
|
241 |
|
|
|
27 |
|
FNMA REMIC CMO, Ser 2013-15, Cl FA |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 03/25/2043(B) |
|
|
1,066 |
|
|
|
1,043 |
|
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2032 |
|
|
15 |
|
|
|
– |
|
FNMA REMIC CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
619 |
|
|
|
532 |
|
FNMA REMIC CMO, Ser 2013-49, Cl AP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
517 |
|
|
|
436 |
|
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
0.687%, 06/25/2043(B) |
|
|
136 |
|
|
|
16 |
|
FNMA REMIC CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
524 |
|
|
|
543 |
|
FNMA REMIC CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
466 |
|
|
|
498 |
|
FNMA REMIC CMO, Ser 2014-17, Cl DY |
|
|
|
|
|
|
|
|
3.500%, 04/25/2044 |
|
|
1,339 |
|
|
|
1,230 |
|
FNMA REMIC CMO, Ser 2014-25, Cl EL |
|
|
|
|
|
|
|
|
3.000%, 05/25/2044 |
|
|
1,015 |
|
|
|
938 |
|
FNMA REMIC CMO, Ser 2015-26, Cl GF |
|
|
|
|
|
|
|
|
5.763%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
1,554 |
|
|
|
1,518 |
|
FNMA REMIC CMO, Ser 2015-32, Cl FA |
|
|
|
|
|
|
|
|
5.763%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
961 |
|
|
|
937 |
|
FNMA REMIC CMO, Ser 2015-39, Cl LZ |
|
|
|
|
|
|
|
|
3.000%, 06/25/2045 |
|
|
42 |
|
|
|
38 |
|
FNMA REMIC CMO, Ser 2015-48, Cl FB |
|
|
|
|
|
|
|
|
5.763%, SOFR30A + 0.414%, 07/25/2045(B) |
|
|
1,165 |
|
|
|
1,136 |
|
FNMA REMIC CMO, Ser 2015-65, Cl CZ |
|
|
|
|
|
|
|
|
3.500%, 09/25/2045 |
|
|
548 |
|
|
|
479 |
|
FNMA REMIC CMO, Ser 2015-72, Cl GL |
|
|
|
|
|
|
|
|
3.000%, 10/25/2045 |
|
|
668 |
|
|
|
583 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2015-8, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 03/25/2045 |
|
$ |
1,787 |
|
|
$ |
1,597 |
|
FNMA REMIC CMO, Ser 2016-11, Cl CF |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 03/25/2046(B) |
|
|
481 |
|
|
|
475 |
|
FNMA REMIC CMO, Ser 2016-11, Cl FG |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 03/25/2046(B) |
|
|
667 |
|
|
|
657 |
|
FNMA REMIC CMO, Ser 2016-19, Cl FD |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
3,104 |
|
|
|
3,065 |
|
FNMA REMIC CMO, Ser 2016-22, Cl FA |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
1,249 |
|
|
|
1,233 |
|
FNMA REMIC CMO, Ser 2016-22, Cl FG |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
1,069 |
|
|
|
1,056 |
|
FNMA REMIC CMO, Ser 2016-3, Cl PL |
|
|
|
|
|
|
|
|
2.500%, 02/25/2046 |
|
|
6,488 |
|
|
|
5,593 |
|
FNMA REMIC CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
36 |
|
|
|
36 |
|
FNMA REMIC CMO, Ser 2016-45, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 07/25/2046 |
|
|
723 |
|
|
|
567 |
|
FNMA REMIC CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
|
1,990 |
|
|
|
1,846 |
|
FNMA REMIC CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
3,309 |
|
|
|
2,821 |
|
FNMA REMIC CMO, Ser 2016-69, Cl BF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 10/25/2046(B) |
|
|
1,013 |
|
|
|
1,002 |
|
FNMA REMIC CMO, Ser 2016-75, Cl FE |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 10/25/2046(B) |
|
|
791 |
|
|
|
781 |
|
FNMA REMIC CMO, Ser 2016-78, Cl FA |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 03/25/2044(B) |
|
|
511 |
|
|
|
505 |
|
FNMA REMIC CMO, Ser 2016-79, Cl FH |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
781 |
|
|
|
771 |
|
FNMA REMIC CMO, Ser 2016-82, Cl FE |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
1,785 |
|
|
|
1,764 |
|
FNMA REMIC CMO, Ser 2016-82, Cl FH |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
1,614 |
|
|
|
1,593 |
|
FNMA REMIC CMO, Ser 2016-84, Cl FB |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
771 |
|
|
|
761 |
|
FNMA REMIC CMO, Ser 2016-86, Cl FE |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
1,959 |
|
|
|
1,933 |
|
FNMA REMIC CMO, Ser 2016-88, Cl CF |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 12/25/2046(B) |
|
|
1,385 |
|
|
|
1,370 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2016-91, Cl AF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 12/25/2046(B) |
|
$ |
742 |
|
|
$ |
739 |
|
FNMA REMIC CMO, Ser 2017-12, Cl FD |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
821 |
|
|
|
810 |
|
FNMA REMIC CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
674 |
|
|
|
627 |
|
FNMA REMIC CMO, Ser 2017-23, Cl FA |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 04/25/2047(B) |
|
|
883 |
|
|
|
872 |
|
FNMA REMIC CMO, Ser 2017-24, Cl PG |
|
|
|
|
|
|
|
|
2.625%, 04/25/2047 |
|
|
2,751 |
|
|
|
2,415 |
|
FNMA REMIC CMO, Ser 2017-26, Cl FA |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 04/25/2047(B) |
|
|
2,123 |
|
|
|
2,096 |
|
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
0.637%, 10/25/2057(B) |
|
|
1,008 |
|
|
|
140 |
|
FNMA REMIC CMO, Ser 2017-79, Cl FB |
|
|
|
|
|
|
|
|
5.713%, SOFR30A + 0.364%, 10/25/2047(B) |
|
|
1,666 |
|
|
|
1,654 |
|
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
0.737%, 11/25/2047(B) |
|
|
299 |
|
|
|
35 |
|
FNMA REMIC CMO, Ser 2017-9, Cl DF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
689 |
|
|
|
681 |
|
FNMA REMIC CMO, Ser 2017-9, Cl BF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
945 |
|
|
|
933 |
|
FNMA REMIC CMO, Ser 2017-96, Cl FB |
|
|
|
|
|
|
|
|
5.763%, SOFR30A + 0.414%, 12/25/2047(B) |
|
|
1,342 |
|
|
|
1,319 |
|
FNMA REMIC CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
1,245 |
|
|
|
1,187 |
|
FNMA REMIC CMO, Ser 2018-36, Cl FD |
|
|
|
|
|
|
|
|
5.713%, SOFR30A + 0.364%, 06/25/2048(B) |
|
|
1,739 |
|
|
|
1,723 |
|
FNMA REMIC CMO, Ser 2018-38, Cl PA |
|
|
|
|
|
|
|
|
3.500%, 06/25/2047 |
|
|
534 |
|
|
|
521 |
|
FNMA REMIC CMO, Ser 2018-38, Cl MA |
|
|
|
|
|
|
|
|
3.300%, 06/25/2048 |
|
|
1,468 |
|
|
|
1,397 |
|
FNMA REMIC CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
983 |
|
|
|
884 |
|
FNMA REMIC CMO, Ser 2018-45, Cl TM |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
1,154 |
|
|
|
1,044 |
|
FNMA REMIC CMO, Ser 2018-55, Cl GA |
|
|
|
|
|
|
|
|
3.375%, 08/25/2048 |
|
|
1,097 |
|
|
|
1,043 |
|
FNMA REMIC CMO, Ser 2018-64, Cl A |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
984 |
|
|
|
870 |
|
FNMA REMIC CMO, Ser 2018-74, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048 |
|
|
247 |
|
|
|
230 |
|
FNMA REMIC CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
807 |
|
|
|
724 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2018-85, Cl EA |
|
|
|
|
|
|
|
|
3.500%, 12/25/2048 |
|
$ |
824 |
|
|
$ |
801 |
|
FNMA REMIC CMO, Ser 2018-86, Cl JA |
|
|
|
|
|
|
|
|
4.000%, 05/25/2047 |
|
|
71 |
|
|
|
70 |
|
FNMA REMIC CMO, Ser 2019-1, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 02/25/2049 |
|
|
568 |
|
|
|
529 |
|
FNMA REMIC CMO, Ser 2019-13, Cl PE |
|
|
|
|
|
|
|
|
3.000%, 03/25/2049 |
|
|
670 |
|
|
|
610 |
|
FNMA REMIC CMO, Ser 2019-15, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 04/25/2049(B) |
|
|
597 |
|
|
|
587 |
|
FNMA REMIC CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
1,328 |
|
|
|
1,235 |
|
FNMA REMIC CMO, Ser 2019-41, Cl FG |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 08/25/2059(B) |
|
|
1,387 |
|
|
|
1,362 |
|
FNMA REMIC CMO, Ser 2019-43, Cl FC |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
1,138 |
|
|
|
1,116 |
|
FNMA REMIC CMO, Ser 2019-45, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2049 |
|
|
369 |
|
|
|
328 |
|
FNMA REMIC CMO, Ser 2019-52, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 09/25/2049 |
|
|
113 |
|
|
|
101 |
|
FNMA REMIC CMO, Ser 2019-67, Cl FB |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 11/25/2049(B) |
|
|
609 |
|
|
|
597 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 01/25/2050(B) |
|
|
1,767 |
|
|
|
1,737 |
|
FNMA REMIC CMO, Ser 2019-81, Cl LH |
|
|
|
|
|
|
|
|
3.000%, 12/25/2049 |
|
|
858 |
|
|
|
773 |
|
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
1,362 |
|
|
|
260 |
|
FNMA REMIC CMO, Ser 2020-37, Cl DA |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
580 |
|
|
|
511 |
|
FNMA REMIC CMO, Ser 2020-45, Cl JL |
|
|
|
|
|
|
|
|
3.000%, 07/25/2040 |
|
|
1,964 |
|
|
|
1,825 |
|
FNMA REMIC CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
761 |
|
|
|
473 |
|
FNMA REMIC CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
837 |
|
|
|
722 |
|
FNMA REMIC CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
2,598 |
|
|
|
2,206 |
|
FNMA REMIC CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
1,600 |
|
|
|
1,263 |
|
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
583 |
|
|
|
95 |
|
FNMA REMIC CMO, Ser 2020-57, Cl LJ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
8,783 |
|
|
|
6,451 |
|
FNMA REMIC CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
1,640 |
|
|
|
1,436 |
|
FNMA REMIC CMO, Ser 2020-59, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 08/25/2040 |
|
|
1,226 |
|
|
|
1,135 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-61, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
$ |
599 |
|
|
$ |
100 |
|
FNMA REMIC CMO, Ser 2020-62, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
674 |
|
|
|
108 |
|
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,837 |
|
|
|
382 |
|
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
3,318 |
|
|
|
651 |
|
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,239 |
|
|
|
464 |
|
FNMA REMIC CMO, Ser 2020-70, Cl AD |
|
|
|
|
|
|
|
|
1.500%, 10/25/2050 |
|
|
3,683 |
|
|
|
2,967 |
|
FNMA REMIC CMO, Ser 2020-73, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2050 |
|
|
596 |
|
|
|
108 |
|
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2050 |
|
|
431 |
|
|
|
72 |
|
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2050 |
|
|
2,176 |
|
|
|
343 |
|
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 01/25/2051 |
|
|
2,347 |
|
|
|
323 |
|
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
1,611 |
|
|
|
266 |
|
FNMA REMIC CMO, Ser 2021-22, Cl MN |
|
|
|
|
|
|
|
|
2.750%, 10/25/2050 |
|
|
1,378 |
|
|
|
1,246 |
|
FNMA REMIC CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
3,704 |
|
|
|
3,013 |
|
FNMA REMIC CMO, Ser 2021-3, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
699 |
|
|
|
105 |
|
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
2,226 |
|
|
|
358 |
|
FNMA REMIC CMO, Ser 2021-33, Cl AV |
|
|
|
|
|
|
|
|
2.500%, 03/25/2048 |
|
|
568 |
|
|
|
430 |
|
FNMA REMIC CMO, Ser 2021-33, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2047 |
|
|
1,808 |
|
|
|
237 |
|
FNMA REMIC CMO, Ser 2021-4, Cl GI, IO |
|
|
|
|
|
|
|
|
3.000%, 02/25/2051 |
|
|
632 |
|
|
|
108 |
|
FNMA REMIC CMO, Ser 2021-42, Cl AC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,100 |
|
|
|
955 |
|
FNMA REMIC CMO, Ser 2021-42, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 11/25/2050 |
|
|
2,617 |
|
|
|
2,251 |
|
FNMA REMIC CMO, Ser 2021-43, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051 |
|
|
2,898 |
|
|
|
448 |
|
FNMA REMIC CMO, Ser 2021-44, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051 |
|
|
881 |
|
|
|
153 |
|
FNMA REMIC CMO, Ser 2021-52, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2047 |
|
|
810 |
|
|
|
109 |
|
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
1,511 |
|
|
|
224 |
|
FNMA REMIC CMO, Ser 2021-62, Cl GI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2047 |
|
|
772 |
|
|
|
111 |
|
FNMA REMIC CMO, Ser 2021-65, Cl JA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2046 |
|
|
480 |
|
|
|
425 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2021-73, Cl DJ |
|
|
|
|
|
|
|
|
2.000%, 03/25/2049 |
|
$ |
1,475 |
|
|
$ |
1,262 |
|
FNMA REMIC CMO, Ser 2021-76, Cl KB |
|
|
|
|
|
|
|
|
1.250%, 11/25/2051 |
|
|
630 |
|
|
|
529 |
|
FNMA REMIC CMO, Ser 2021-77, Cl WI, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,351 |
|
|
|
208 |
|
FNMA REMIC CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
2,056 |
|
|
|
1,686 |
|
FNMA REMIC CMO, Ser 2021-86, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2047 |
|
|
2,327 |
|
|
|
2,110 |
|
FNMA REMIC CMO, Ser 2021-89, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2048 |
|
|
883 |
|
|
|
126 |
|
FNMA REMIC CMO, Ser 2021-91, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 09/25/2049 |
|
|
1,390 |
|
|
|
1,236 |
|
FNMA REMIC CMO, Ser 2022-11, Cl D |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
1,483 |
|
|
|
1,369 |
|
FNMA REMIC CMO, Ser 2022-18, Cl DL |
|
|
|
|
|
|
|
|
3.250%, 07/25/2046 |
|
|
2,442 |
|
|
|
2,284 |
|
FNMA REMIC CMO, Ser 2022-18, Cl PI, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2051 |
|
|
975 |
|
|
|
209 |
|
FNMA REMIC CMO, Ser 2022-22, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051 |
|
|
1,953 |
|
|
|
334 |
|
FNMA REMIC CMO, Ser 2022-3, Cl N |
|
|
|
|
|
|
|
|
2.000%, 10/25/2047 |
|
|
3,995 |
|
|
|
3,500 |
|
FNMA REMIC CMO, Ser 2022-4, Cl MH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
1,970 |
|
|
|
1,835 |
|
FNMA REMIC CMO, Ser 2022-49, Cl NQ |
|
|
|
|
|
|
|
|
3.000%, 02/25/2052 |
|
|
744 |
|
|
|
662 |
|
FNMA REMIC CMO, Ser 2022-57, Cl BC |
|
|
|
|
|
|
|
|
4.000%, 09/25/2052 |
|
|
162 |
|
|
|
156 |
|
FNMA REMIC CMO, Ser 2022-62, Cl KA |
|
|
|
|
|
|
|
|
3.250%, 09/25/2052 |
|
|
904 |
|
|
|
847 |
|
FNMA REMIC CMO, Ser 2022-86, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
1,449 |
|
|
|
201 |
|
FNMA REMIC CMO, Ser 2022-89, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
1,602 |
|
|
|
1,371 |
|
FNMA REMIC CMO, Ser 2022-9, Cl DJ |
|
|
|
|
|
|
|
|
3.250%, 03/25/2049 |
|
|
1,065 |
|
|
|
996 |
|
FNMA REMIC CMO, Ser 2023-14, Cl EJ |
|
|
|
|
|
|
|
|
2.750%, 04/25/2049 |
|
|
1,339 |
|
|
|
1,232 |
|
FNMA REMIC CMO, Ser 2023-2, Cl CI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
4,692 |
|
|
|
578 |
|
FNMA REMIC CMO, Ser 2023-37, Cl FH |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 01/25/2050(B) |
|
|
2,342 |
|
|
|
2,296 |
|
FNMA REMIC CMO, Ser 2023-38, Cl FC |
|
|
|
|
|
|
|
|
6.013%, SOFR30A + 0.664%, 06/25/2040(B) |
|
|
1,493 |
|
|
|
1,481 |
|
FNMA REMIC CMO, Ser 2024-26, Cl KY |
|
|
|
|
|
|
|
|
3.000%, 12/25/2043 |
|
|
1,256 |
|
|
|
1,088 |
|
FNMA REMIC CMO, Ser 2024-5, Cl DI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2051 |
|
|
3,177 |
|
|
|
520 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2024-64, Cl KY |
|
|
|
|
|
|
|
|
3.000%, 12/25/2043 |
|
$ |
818 |
|
|
$ |
709 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 09/15/2054 to 10/15/2054 |
|
|
22,505 |
|
|
|
23,166 |
|
6.000%, 09/15/2054 to 10/15/2054 |
|
|
115,800 |
|
|
|
117,925 |
|
5.500%, 09/15/2054 |
|
|
20,795 |
|
|
|
20,936 |
|
5.000%, 09/15/2054 |
|
|
35,070 |
|
|
|
34,818 |
|
4.500%, 09/15/2054 |
|
|
22,700 |
|
|
|
22,081 |
|
4.000%, 09/14/2039 |
|
|
27,575 |
|
|
|
26,165 |
|
3.500%, 09/15/2054 |
|
|
76,135 |
|
|
|
70,088 |
|
3.000%, 09/15/2054 |
|
|
22,695 |
|
|
|
20,132 |
|
2.500%, 09/15/2054 |
|
|
21,400 |
|
|
|
18,247 |
|
2.000%, 09/15/2054 |
|
|
21,525 |
|
|
|
17,612 |
|
GNMA |
|
|
|
|
|
|
|
|
7.000%, 04/15/2026 to 10/15/2032 |
|
|
214 |
|
|
|
216 |
|
6.500%, 01/15/2026 to 01/20/2054 |
|
|
12,596 |
|
|
|
13,015 |
|
6.000%, 09/15/2028 to 02/20/2054 |
|
|
18,441 |
|
|
|
18,953 |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
16,375 |
|
|
|
16,532 |
|
5.000%, 10/15/2039 to 08/20/2053 |
|
|
14,622 |
|
|
|
14,702 |
|
4.700%, 09/20/2061(B) |
|
|
49 |
|
|
|
49 |
|
4.500%, 01/20/2040 to 10/20/2052 |
|
|
26,090 |
|
|
|
25,744 |
|
4.392%, 01/20/2069(B) |
|
|
5 |
|
|
|
5 |
|
4.000%, 10/20/2044 to 10/20/2052 |
|
|
20,763 |
|
|
|
20,016 |
|
3.500%, 06/20/2044 to 02/20/2053 |
|
|
24,607 |
|
|
|
23,105 |
|
3.000%, 09/15/2042 to 04/20/2053 |
|
|
37,570 |
|
|
|
34,155 |
|
2.500%, 12/20/2037 to 03/20/2052 |
|
|
63,920 |
|
|
|
55,621 |
|
2.000%, 08/20/2050 to 10/20/2051 |
|
|
53,824 |
|
|
|
44,772 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
6.610%, H15T1Y + 1.440%, 01/20/2060(B) |
|
|
65 |
|
|
|
65 |
|
3.625%, H15T1Y + 1.500%, 07/20/2034(B) |
|
|
3 |
|
|
|
3 |
|
GNMA CMO, Ser 14, Cl AB |
|
|
|
|
|
|
|
|
1.340%, 06/16/2063 |
|
|
1,136 |
|
|
|
874 |
|
GNMA CMO, Ser 196, Cl BE |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
1,100 |
|
|
|
836 |
|
GNMA CMO, Ser 2005-7, Cl JM |
|
|
|
|
|
|
|
|
4.717%, 05/18/2034(B) |
|
|
– |
|
|
|
– |
|
GNMA CMO, Ser 2006-16, Cl GS, IO |
|
|
|
|
|
|
|
|
1.540%, 04/20/2036(B) |
|
|
188 |
|
|
|
18 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
1.077%, 12/16/2037(B) |
|
|
1,281 |
|
|
|
62 |
|
GNMA CMO, Ser 2009-106, Cl KS, IO |
|
|
|
|
|
|
|
|
0.950%, 11/20/2039(B) |
|
|
1,246 |
|
|
|
106 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
1.347%, 07/16/2039(B) |
|
|
6 |
|
|
|
– |
|
GNMA CMO, Ser 2009-66, Cl LC |
|
|
|
|
|
|
|
|
6.000%, 08/16/2039 |
|
|
811 |
|
|
|
858 |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
0.847%, 08/16/2038(B) |
|
|
1 |
|
|
|
– |
|
GNMA CMO, Ser 2010-163, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 12/20/2040 |
|
|
1,127 |
|
|
|
1,116 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2010-4, Cl SL, IO |
|
|
|
|
|
|
|
|
0.947%, 01/16/2040(B) |
|
$ |
41 |
|
|
$ |
5 |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.937%, 01/16/2040(B) |
|
|
1,942 |
|
|
|
215 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
1.200%, 01/20/2040(B) |
|
|
– |
|
|
|
– |
|
GNMA CMO, Ser 2010-H10, Cl FC |
|
|
|
|
|
|
|
|
6.460%, TSFR1M + 1.114%, 05/20/2060(B) |
|
|
405 |
|
|
|
407 |
|
GNMA CMO, Ser 2010-H26, Cl LF |
|
|
|
|
|
|
|
|
5.796%, TSFR1M + 0.464%, 08/20/2058(B) |
|
|
393 |
|
|
|
393 |
|
GNMA CMO, Ser 2011-146, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 11/16/2041 |
|
|
22 |
|
|
|
3 |
|
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
5.946%, TSFR1M + 0.614%, 03/20/2061(B) |
|
|
134 |
|
|
|
133 |
|
GNMA CMO, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.108%, 02/16/2053(B) |
|
|
2,063 |
|
|
|
7 |
|
GNMA CMO, Ser 2012-124, Cl AS, IO |
|
|
|
|
|
|
|
|
0.747%, 10/16/2042(B) |
|
|
266 |
|
|
|
34 |
|
GNMA CMO, Ser 2012-142, Cl IO, IO |
|
|
|
|
|
|
|
|
0.174%, 04/16/2054(B) |
|
|
5,134 |
|
|
|
14 |
|
GNMA CMO, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.219%, 04/16/2053(B) |
|
|
2,453 |
|
|
|
5 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
0.647%, 08/16/2042(B) |
|
|
214 |
|
|
|
27 |
|
GNMA CMO, Ser 2012-H07, Cl KI, IO |
|
|
|
|
|
|
|
|
1.376%, 03/20/2062(B) |
|
|
377 |
|
|
|
28 |
|
GNMA CMO, Ser 2013-107, Cl AD |
|
|
|
|
|
|
|
|
2.799%, 11/16/2047(B) |
|
|
290 |
|
|
|
262 |
|
GNMA CMO, Ser 2013-152, Cl HA |
|
|
|
|
|
|
|
|
2.500%, 06/20/2043 |
|
|
1,267 |
|
|
|
1,166 |
|
GNMA CMO, Ser 2013-163, Cl IO, IO |
|
|
|
|
|
|
|
|
1.013%, 02/16/2046(B) |
|
|
1,134 |
|
|
|
15 |
|
GNMA CMO, Ser 2013-H01, Cl JA |
|
|
|
|
|
|
|
|
5.766%, TSFR1M + 0.434%, 01/20/2063(B) |
|
|
97 |
|
|
|
97 |
|
GNMA CMO, Ser 2013-H01, Cl TA |
|
|
|
|
|
|
|
|
5.946%, TSFR1M + 0.614%, 01/20/2063(B) |
|
|
4 |
|
|
|
4 |
|
GNMA CMO, Ser 2014-133, Cl BP |
|
|
|
|
|
|
|
|
2.250%, 09/20/2044 |
|
|
1,007 |
|
|
|
903 |
|
GNMA CMO, Ser 2014-146, Cl QA |
|
|
|
|
|
|
|
|
2.250%, 10/20/2044 |
|
|
312 |
|
|
|
283 |
|
GNMA CMO, Ser 2014-149, Cl KP |
|
|
|
|
|
|
|
|
2.250%, 07/16/2044 |
|
|
870 |
|
|
|
790 |
|
GNMA CMO, Ser 2014-181, Cl L |
|
|
|
|
|
|
|
|
3.000%, 12/20/2044 |
|
|
856 |
|
|
|
773 |
|
GNMA CMO, Ser 2014-186, Cl IO, IO |
|
|
|
|
|
|
|
|
0.370%, 08/16/2054(B) |
|
|
1,728 |
|
|
|
17 |
|
GNMA CMO, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.156%, 02/16/2048(B) |
|
|
305 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.627%, 09/16/2055(B) |
|
$ |
1,658 |
|
|
$ |
42 |
|
GNMA CMO, Ser 2014-H04, Cl FB |
|
|
|
|
|
|
|
|
6.096%, TSFR1M + 0.764%, 02/20/2064(B) |
|
|
174 |
|
|
|
174 |
|
GNMA CMO, Ser 2015-144, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2045 |
|
|
1,345 |
|
|
|
1,190 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
152 |
|
|
|
27 |
|
GNMA CMO, Ser 2016-128, Cl IO, IO |
|
|
|
|
|
|
|
|
0.856%, 09/16/2056(B) |
|
|
2,148 |
|
|
|
93 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
0.647%, 10/16/2046(B) |
|
|
649 |
|
|
|
107 |
|
GNMA CMO, Ser 2016-136, Cl A |
|
|
|
|
|
|
|
|
3.000%, 07/20/2044 |
|
|
698 |
|
|
|
628 |
|
GNMA CMO, Ser 2016-84, Cl IG, IO |
|
|
|
|
|
|
|
|
4.500%, 11/16/2045 |
|
|
80 |
|
|
|
15 |
|
GNMA CMO, Ser 2016-93, Cl AB |
|
|
|
|
|
|
|
|
1.750%, 07/20/2044 |
|
|
1,556 |
|
|
|
1,269 |
|
GNMA CMO, Ser 2016-99, Cl TL |
|
|
|
|
|
|
|
|
2.000%, 04/16/2044 |
|
|
1,395 |
|
|
|
1,151 |
|
GNMA CMO, Ser 2017-135, Cl AG |
|
|
|
|
|
|
|
|
2.600%, 08/16/2058 |
|
|
554 |
|
|
|
485 |
|
GNMA CMO, Ser 2017-139, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
2,979 |
|
|
|
2,705 |
|
GNMA CMO, Ser 2017-145, Cl IO, IO |
|
|
|
|
|
|
|
|
0.504%, 04/16/2057(B) |
|
|
1,565 |
|
|
|
46 |
|
GNMA CMO, Ser 2017-157, Cl IO, IO |
|
|
|
|
|
|
|
|
0.520%, 12/16/2059(B) |
|
|
792 |
|
|
|
27 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
629 |
|
|
|
582 |
|
GNMA CMO, Ser 2017-171, Cl IO, IO |
|
|
|
|
|
|
|
|
0.653%, 09/16/2059(B) |
|
|
5,336 |
|
|
|
218 |
|
GNMA CMO, Ser 2017-190, Cl IO, IO |
|
|
|
|
|
|
|
|
0.619%, 03/16/2060(B) |
|
|
1,394 |
|
|
|
51 |
|
GNMA CMO, Ser 2017-8, Cl IO, IO |
|
|
|
|
|
|
|
|
0.446%, 08/16/2058(B) |
|
|
1,192 |
|
|
|
29 |
|
GNMA CMO, Ser 2018-168, Cl PA |
|
|
|
|
|
|
|
|
4.000%, 08/20/2048 |
|
|
157 |
|
|
|
150 |
|
GNMA CMO, Ser 2018-65, Cl DC |
|
|
|
|
|
|
|
|
3.500%, 05/20/2048 |
|
|
1,042 |
|
|
|
956 |
|
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
5.746%, TSFR1M + 0.414%, 02/20/2068(B) |
|
|
154 |
|
|
|
153 |
|
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
5.746%, TSFR1M + 0.414%, 05/20/2068(B) |
|
|
325 |
|
|
|
325 |
|
GNMA CMO, Ser 2019-15, Cl GT |
|
|
|
|
|
|
|
|
3.500%, 02/20/2049 |
|
|
719 |
|
|
|
666 |
|
GNMA CMO, Ser 2019-18, Cl TP |
|
|
|
|
|
|
|
|
3.500%, 02/20/2049 |
|
|
86 |
|
|
|
80 |
|
GNMA CMO, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
56 |
|
|
|
51 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
$ |
245 |
|
|
$ |
221 |
|
GNMA CMO, Ser 2020-109, Cl AI, IO |
|
|
|
|
|
|
|
|
0.839%, 05/16/2060(B) |
|
|
2,130 |
|
|
|
125 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
250 |
|
|
|
34 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
982 |
|
|
|
134 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
412 |
|
|
|
57 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
358 |
|
|
|
49 |
|
GNMA CMO, Ser 2020-133, Cl GA |
|
|
|
|
|
|
|
|
1.000%, 09/20/2050 |
|
|
1,538 |
|
|
|
1,312 |
|
GNMA CMO, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
3,489 |
|
|
|
2,823 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
427 |
|
|
|
59 |
|
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
296 |
|
|
|
42 |
|
GNMA CMO, Ser 2020-173, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 11/20/2050 |
|
|
5,974 |
|
|
|
838 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
3,061 |
|
|
|
340 |
|
GNMA CMO, Ser 2020-184, Cl IO, IO |
|
|
|
|
|
|
|
|
0.913%, 11/16/2060(B) |
|
|
2,755 |
|
|
|
177 |
|
GNMA CMO, Ser 2020-187, Cl MI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/20/2050 |
|
|
686 |
|
|
|
123 |
|
GNMA CMO, Ser 2020-41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.569%, 07/16/2058(B) |
|
|
428 |
|
|
|
11 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
262 |
|
|
|
47 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
677 |
|
|
|
122 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
6.596%, TSFR1M + 1.264%, 05/20/2070(B) |
|
|
828 |
|
|
|
837 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
6.696%, TSFR1M + 1.364%, 04/20/2070(B) |
|
|
176 |
|
|
|
178 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
5.946%, TSFR1M + 0.614%, 07/20/2070(B) |
|
|
96 |
|
|
|
95 |
|
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
5.896%, TSFR1M + 0.564%, 07/20/2070(B) |
|
|
737 |
|
|
|
724 |
|
GNMA CMO, Ser 2020-H20, Cl FA |
|
|
|
|
|
|
|
|
5.796%, TSFR1M + 0.464%, 04/20/2070(B) |
|
|
223 |
|
|
|
218 |
|
GNMA CMO, Ser 2021-11, Cl IX, IO |
|
|
|
|
|
|
|
|
1.160%, 12/16/2062(B) |
|
|
3,086 |
|
|
|
239 |
|
GNMA CMO, Ser 2021-115, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/20/2051 |
|
|
503 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-135, Cl A |
|
|
|
|
|
|
|
|
2.000%, 08/20/2051 |
|
$ |
979 |
|
|
$ |
808 |
|
GNMA CMO, Ser 2021-138, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 07/20/2051 |
|
|
857 |
|
|
|
126 |
|
GNMA CMO, Ser 2021-14, Cl IO, IO |
|
|
|
|
|
|
|
|
1.327%, 06/16/2063(B) |
|
|
5,256 |
|
|
|
495 |
|
GNMA CMO, Ser 2021-147, Cl KI |
|
|
|
|
|
|
|
|
1.144%, 06/16/2061(B) |
|
|
5,209 |
|
|
|
420 |
|
GNMA CMO, Ser 2021-160, Cl NE |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
7,694 |
|
|
|
6,546 |
|
GNMA CMO, Ser 2021-169, Cl IO, IO |
|
|
|
|
|
|
|
|
1.112%, 06/16/2061(B) |
|
|
2,880 |
|
|
|
234 |
|
GNMA CMO, Ser 2021-181, Cl IO, IO |
|
|
|
|
|
|
|
|
0.970%, 07/16/2063(B) |
|
|
3,147 |
|
|
|
225 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
65 |
|
|
|
53 |
|
GNMA CMO, Ser 2021-215, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/20/2051 |
|
|
6,722 |
|
|
|
5,831 |
|
GNMA CMO, Ser 2021-223, Cl P |
|
|
|
|
|
|
|
|
2.000%, 06/20/2051 |
|
|
1,884 |
|
|
|
1,665 |
|
GNMA CMO, Ser 2021-227, Cl E |
|
|
|
|
|
|
|
|
2.500%, 07/20/2050 |
|
|
5,838 |
|
|
|
5,133 |
|
GNMA CMO, Ser 2021-24, Cl BC |
|
|
|
|
|
|
|
|
1.250%, 02/20/2051 |
|
|
2,325 |
|
|
|
1,815 |
|
GNMA CMO, Ser 2021-26, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/20/2051 |
|
|
953 |
|
|
|
119 |
|
GNMA CMO, Ser 2021-27, Cl BD |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,100 |
|
|
|
1,097 |
|
GNMA CMO, Ser 2021-27, Cl CW |
|
|
|
|
|
|
|
|
5.001%, 02/20/2051(B) |
|
|
769 |
|
|
|
760 |
|
GNMA CMO, Ser 2021-27, Cl Q |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,093 |
|
|
|
1,087 |
|
GNMA CMO, Ser 2021-27, Cl NT |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,248 |
|
|
|
1,240 |
|
GNMA CMO, Ser 2021-29, Cl AG |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
140 |
|
|
|
140 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
965 |
|
|
|
171 |
|
GNMA CMO, Ser 2021-37, Cl IO, IO |
|
|
|
|
|
|
|
|
0.802%, 01/16/2061(B) |
|
|
2,782 |
|
|
|
157 |
|
GNMA CMO, Ser 2021-5, Cl IO, IO |
|
|
|
|
|
|
|
|
1.112%, 01/16/2061(B) |
|
|
4,464 |
|
|
|
356 |
|
GNMA CMO, Ser 2021-60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.826%, 05/16/2063(B) |
|
|
2,308 |
|
|
|
141 |
|
GNMA CMO, Ser 2021-68, Cl IO, IO |
|
|
|
|
|
|
|
|
0.873%, 10/16/2062(B) |
|
|
2,807 |
|
|
|
177 |
|
GNMA CMO, Ser 2021-77, Cl LC |
|
|
|
|
|
|
|
|
1.250%, 07/20/2050 |
|
|
112 |
|
|
|
88 |
|
GNMA CMO, Ser 2021-8, Cl AQ |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
139 |
|
|
|
142 |
|
GNMA CMO, Ser 2021-8, Cl CY |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
525 |
|
|
|
527 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-89, Cl LK |
|
|
|
|
|
|
|
|
2.000%, 05/20/2051 |
|
$ |
2,360 |
|
|
$ |
2,023 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
2,082 |
|
|
|
277 |
|
GNMA CMO, Ser 2021-97, Cl QK |
|
|
|
|
|
|
|
|
2.000%, 06/20/2051 |
|
|
5,814 |
|
|
|
4,880 |
|
GNMA CMO, Ser 2022-107, Cl C |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
4,984 |
|
|
|
4,246 |
|
GNMA CMO, Ser 2022-153, Cl KA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2049 |
|
|
1,275 |
|
|
|
1,247 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
1,517 |
|
|
|
1,281 |
|
GNMA CMO, Ser 2022-191, Cl B |
|
|
|
|
|
|
|
|
4.000%, 06/20/2041 |
|
|
6,076 |
|
|
|
5,803 |
|
GNMA CMO, Ser 2022-191, Cl BY |
|
|
|
|
|
|
|
|
4.000%, 08/20/2041 |
|
|
6,632 |
|
|
|
6,335 |
|
GNMA CMO, Ser 2022-197, Cl LF |
|
|
|
|
|
|
|
|
6.053%, SOFR30A + 0.700%, 11/20/2052(B) |
|
|
4,643 |
|
|
|
4,602 |
|
GNMA CMO, Ser 2022-205, Cl A |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
1,884 |
|
|
|
1,529 |
|
GNMA CMO, Ser 2022-24, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 02/20/2052 |
|
|
641 |
|
|
|
559 |
|
GNMA CMO, Ser 2022-31, Cl GH |
|
|
|
|
|
|
|
|
2.500%, 12/20/2049 |
|
|
3,188 |
|
|
|
2,838 |
|
GNMA CMO, Ser 2022-34, Cl DN |
|
|
|
|
|
|
|
|
3.500%, 09/20/2041 |
|
|
2,410 |
|
|
|
2,265 |
|
GNMA CMO, Ser 2022-5, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2049 |
|
|
5,867 |
|
|
|
5,079 |
|
GNMA CMO, Ser 2022-50, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 03/20/2052 |
|
|
4,333 |
|
|
|
3,889 |
|
GNMA CMO, Ser 2022-66, Cl CG |
|
|
|
|
|
|
|
|
3.500%, 04/20/2052 |
|
|
2,731 |
|
|
|
2,601 |
|
GNMA CMO, Ser 2022-81, Cl CI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2050 |
|
|
1,469 |
|
|
|
206 |
|
GNMA CMO, Ser 2022-84, Cl A |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
11,116 |
|
|
|
9,431 |
|
GNMA CMO, Ser 2022-9, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 01/20/2052 |
|
|
1,105 |
|
|
|
922 |
|
GNMA CMO, Ser 2022-99, Cl JW |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
400 |
|
|
|
330 |
|
GNMA CMO, Ser 2023-130, Cl IO, IO |
|
|
|
|
|
|
|
|
4.000%, 08/20/2047 |
|
|
1,447 |
|
|
|
251 |
|
GNMA CMO, Ser 2023-134, Cl F |
|
|
|
|
|
|
|
|
6.353%, SOFR30A + 1.000%, 08/20/2053(B) |
|
|
1,513 |
|
|
|
1,509 |
|
GNMA CMO, Ser 2023-179, Cl IO, IO |
|
|
|
|
|
|
|
|
0.611%, 09/16/2063(B) |
|
|
16,518 |
|
|
|
708 |
|
GNMA CMO, Ser 2023-196, Cl E |
|
|
|
|
|
|
|
|
3.000%, 09/20/2048 |
|
|
1,706 |
|
|
|
1,607 |
|
GNMA CMO, Ser 2024-110, Cl JC |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
7,432 |
|
|
|
7,038 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2024-30, Cl CF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.250%, 02/20/2054(B) |
|
$ |
188 |
|
|
$ |
188 |
|
GNMA CMO, Ser 2024-4, Cl JA |
|
|
|
|
|
|
|
|
3.000%, 04/20/2045 |
|
|
5,952 |
|
|
|
5,699 |
|
GNMA CMO, Ser 2024-45, Cl BD |
|
|
|
|
|
|
|
|
2.000%, 03/20/2054 |
|
|
959 |
|
|
|
868 |
|
GNMA CMO, Ser 2024-97, Cl FW |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.150%, 06/20/2054(B) |
|
|
3,490 |
|
|
|
3,490 |
|
GNMA CMO, Ser 21, Cl AH |
|
|
|
|
|
|
|
|
1.400%, 06/16/2063 |
|
|
2,136 |
|
|
|
1,622 |
|
GNMA CMO, Ser 210, Cl IO, IO |
|
|
|
|
|
|
|
|
0.699%, 07/16/2064(B) |
|
|
1,471 |
|
|
|
90 |
|
GNMA CMO, Ser 216, Cl IO, IO |
|
|
|
|
|
|
|
|
0.749%, 07/16/2065(B) |
|
|
1,481 |
|
|
|
94 |
|
GNMA CMO, Ser 218, Cl IO, IO |
|
|
|
|
|
|
|
|
0.964%, 10/16/2061(B) |
|
|
2,796 |
|
|
|
205 |
|
GNMA CMO, Ser 220, Cl E |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
900 |
|
|
|
706 |
|
GNMA CMO, Ser 3, Cl IO, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(B) |
|
|
1,523 |
|
|
|
72 |
|
GNMA CMO, Ser 3, Cl B |
|
|
|
|
|
|
|
|
1.850%, 02/16/2061 |
|
|
400 |
|
|
|
217 |
|
GNMA CMO, Ser 4, Cl Z |
|
|
|
|
|
|
|
|
1.900%, 03/16/2064 |
|
|
210 |
|
|
|
98 |
|
GNMA CMO, Ser 53, Cl IO, IO |
|
|
|
|
|
|
|
|
0.527%, 11/16/2056(B) |
|
|
8,604 |
|
|
|
258 |
|
GNMA CMO, Ser 54, Cl IO, IO |
|
|
|
|
|
|
|
|
1.598%, 09/16/2063(B) |
|
|
2,579 |
|
|
|
294 |
|
GNMA CMO, Ser 59, Cl IO, IO |
|
|
|
|
|
|
|
|
0.571%, 02/16/2062(B) |
|
|
3,351 |
|
|
|
156 |
|
GNMA CMO, Ser 63, Cl IO, IO |
|
|
|
|
|
|
|
|
0.815%, 04/16/2061(B) |
|
|
3,411 |
|
|
|
191 |
|
GNMA CMO, Ser 68, Cl IO, IO |
|
|
|
|
|
|
|
|
1.615%, 05/16/2060(B) |
|
|
4,368 |
|
|
|
491 |
|
GNMA CMO, Ser 7, Cl IO, IO |
|
|
|
|
|
|
|
|
0.564%, 12/16/2058(B) |
|
|
6,350 |
|
|
|
195 |
|
GNMA CMO, Ser 82, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 02/16/2064 |
|
|
1,360 |
|
|
|
739 |
|
GNMA CMO, Ser 89, Cl IA, IO |
|
|
|
|
|
|
|
|
1.168%, 04/16/2062(B) |
|
|
3,029 |
|
|
|
247 |
|
GNMA CMO, Ser 92, Cl IA, IO |
|
|
|
|
|
|
|
|
0.611%, 06/16/2064(B) |
|
|
3,998 |
|
|
|
230 |
|
GNMA CMO, Ser 92, Cl AH |
|
|
|
|
|
|
|
|
2.000%, 06/16/2064 |
|
|
4,498 |
|
|
|
3,583 |
|
GNMA CMO, Ser 94, Cl IO, IO |
|
|
|
|
|
|
|
|
0.833%, 02/16/2063(B) |
|
|
3,268 |
|
|
|
208 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 10/15/2054 |
|
|
11,700 |
|
|
|
11,941 |
|
5.500%, 09/15/2054 |
|
|
16,750 |
|
|
|
16,860 |
|
5.000%, 10/15/2054 |
|
|
30,725 |
|
|
|
30,650 |
|
4.500%, 09/15/2054 |
|
|
26,425 |
|
|
|
25,885 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
2.500%, 09/15/2054 |
|
$ |
34,300 |
|
|
$ |
29,986 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,940,729 |
|
Non-Agency Mortgage-Backed Obligations — 5.2% |
|
|
|
|
245 Park Avenue Trust, Ser 2017-245P, Cl A |
|
|
|
|
|
|
|
|
3.508%, 06/05/2037(A) |
|
|
5,293 |
|
|
|
4,982 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2 |
|
|
|
|
|
|
|
|
6.024%, TSFR1M + 0.674%, 06/25/2045(B) |
|
|
26 |
|
|
|
26 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
360 |
|
|
|
336 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(A)(B) |
|
|
122 |
|
|
|
115 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(A)(B) |
|
|
1,049 |
|
|
|
871 |
|
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 |
|
|
|
|
|
|
|
|
2.337%, 10/25/2066(A)(B) |
|
|
667 |
|
|
|
568 |
|
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.353%, 01/25/2067(A)(B) |
|
|
8,066 |
|
|
|
7,603 |
|
Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2067(A) |
|
|
3,012 |
|
|
|
2,893 |
|
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(A)(B) |
|
|
1,205 |
|
|
|
1,000 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.603%, SOFR30A + 1.250%, 01/20/2037(A)(B) |
|
|
1,611 |
|
|
|
1,601 |
|
AREIT Trust, Ser 2022-CRE7, Cl A |
|
|
|
|
|
|
|
|
7.584%, TSFR1M + 2.242%, 06/17/2039(A)(B) |
|
|
2,110 |
|
|
|
2,123 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2015-200P, Cl A |
|
|
|
|
|
|
|
|
3.218%, 04/14/2033(A) |
|
|
4,085 |
|
|
|
3,993 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.227%, 08/10/2038(A)(B) |
|
|
2,640 |
|
|
|
2,525 |
|
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1 |
|
|
|
|
|
|
|
|
3.483%, 11/25/2021(B) |
|
|
6 |
|
|
|
5 |
|
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.238%, 04/25/2037(B) |
|
|
34 |
|
|
|
30 |
|
Banc of America Funding Trust, Ser 2003-2, Cl 1A1 |
|
|
|
|
|
|
|
|
6.500%, 06/25/2032 |
|
|
5 |
|
|
|
5 |
|
Banc of America Funding Trust, Ser 2004-2, Cl 1CB1 |
|
|
|
|
|
|
|
|
5.750%, 09/20/2034 |
|
|
23 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Banc of America Funding Trust, Ser 2005-B, Cl 2A1 |
|
|
|
|
|
|
|
|
4.802%, 04/20/2035(B) |
|
$ |
387 |
|
|
$ |
342 |
|
BANK, Ser 2017-BNK5, Cl A4 |
|
|
|
|
|
|
|
|
3.131%, 06/15/2060 |
|
|
1,130 |
|
|
|
1,083 |
|
BANK, Ser 2019-BN19, Cl A3 |
|
|
|
|
|
|
|
|
3.183%, 08/15/2061 |
|
|
385 |
|
|
|
349 |
|
BANK, Ser 2019-BN23, Cl A3 |
|
|
|
|
|
|
|
|
2.920%, 12/15/2052 |
|
|
685 |
|
|
|
626 |
|
BANK, Ser 2022-BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.506%, 03/15/2064(B) |
|
|
1,240 |
|
|
|
1,133 |
|
BANK, Ser 2024-BNK47, Cl A5 |
|
|
|
|
|
|
|
|
5.716%, 06/15/2057 |
|
|
1,056 |
|
|
|
1,122 |
|
BANK5, Ser 2024-5YR7, Cl A3 |
|
|
|
|
|
|
|
|
5.769%, 06/15/2057 |
|
|
722 |
|
|
|
750 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(A)(B) |
|
|
5,742 |
|
|
|
5,079 |
|
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
413 |
|
|
|
408 |
|
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
1,205 |
|
|
|
1,178 |
|
BBCMS Mortgage Trust, Ser C18, Cl A5 |
|
|
|
|
|
|
|
|
5.710%, 12/15/2055(B) |
|
|
1,760 |
|
|
|
1,869 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(A) |
|
|
901 |
|
|
|
865 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
4.561%, 05/25/2034(B) |
|
|
10 |
|
|
|
9 |
|
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 03/15/2055 |
|
|
1,710 |
|
|
|
1,553 |
|
Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 |
|
|
|
|
|
|
|
|
4.592%, 05/15/2055(B) |
|
|
970 |
|
|
|
924 |
|
Benchmark Mortgage Trust, Ser 2022-B35, Cl AS |
|
|
|
|
|
|
|
|
4.592%, 05/15/2055(B) |
|
|
975 |
|
|
|
895 |
|
Benchmark Mortgage Trust, Ser 2024-V9, Cl A3 |
|
|
|
|
|
|
|
|
5.602%, 08/15/2057 |
|
|
1,823 |
|
|
|
1,879 |
|
Benchmark Mortgage Trust, Ser V7, Cl A3 |
|
|
|
|
|
|
|
|
6.228%, 05/15/2056(B) |
|
|
2,010 |
|
|
|
2,123 |
|
BMO Mortgage Trust, Ser 2022-C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
871 |
|
|
|
842 |
|
BMO Mortgage Trust, Ser 5C4, Cl A3 |
|
|
|
|
|
|
|
|
6.526%, 05/15/2057(B) |
|
|
1,420 |
|
|
|
1,516 |
|
BMO Mortgage Trust, Ser C8, Cl A5 |
|
|
|
|
|
|
|
|
5.598%, 03/15/2057(B) |
|
|
825 |
|
|
|
868 |
|
BMP, Ser 2024-MF23, Cl A |
|
|
|
|
|
|
|
|
6.709%, TSFR1M + 1.372%, 06/15/2041(A)(B) |
|
|
3,210 |
|
|
|
3,197 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BOCA Commercial Mortgage Trust, Ser 2024-BOCA, Cl A |
|
|
|
|
|
|
|
|
7.241%, TSFR1M + 1.921%, 08/15/2041(A)(B) |
|
$ |
3,190 |
|
|
$ |
3,186 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.502%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
|
|
745 |
|
|
|
738 |
|
BPR Trust, Ser 2022-STAR, Cl A |
|
|
|
|
|
|
|
|
8.569%, TSFR1M + 3.232%, 08/15/2039(A)(B) |
|
|
4,600 |
|
|
|
4,579 |
|
BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
3.626%, 09/25/2061(A)(B) |
|
|
705 |
|
|
|
681 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(A)(D) |
|
|
538 |
|
|
|
521 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.724%, 11/25/2059(A)(D) |
|
|
188 |
|
|
|
185 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A |
|
|
|
|
|
|
|
|
6.122%, TSFR1M + 0.784%, 06/15/2038(A)(B) |
|
|
1,149 |
|
|
|
1,136 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C |
|
|
|
|
|
|
|
|
6.551%, TSFR1M + 1.214%, 09/15/2036(A)(B) |
|
|
3,225 |
|
|
|
3,161 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.151%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
4,941 |
|
|
|
4,895 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |
|
|
|
|
|
|
|
|
6.140%, TSFR1M + 0.803%, 10/15/2038(A)(B) |
|
|
3,618 |
|
|
|
3,573 |
|
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A |
|
|
|
|
|
|
|
|
7.098%, TSFR1M + 1.761%, 12/09/2040(A)(B) |
|
|
1,238 |
|
|
|
1,241 |
|
BX Commercial Mortgage Trust, Ser 2024-AIRC, Cl A |
|
|
|
|
|
|
|
|
6.991%, TSFR1M + 1.691%, 08/15/2039(A)(B) |
|
|
700 |
|
|
|
700 |
|
BX Commercial Mortgage Trust, Ser 2024-XL5, Cl A |
|
|
|
|
|
|
|
|
6.729%, TSFR1M + 1.392%, 03/15/2041(A)(B) |
|
|
1,180 |
|
|
|
1,176 |
|
BX Trust, Ser 2019-MMP, Cl A |
|
|
|
|
|
|
|
|
6.381%, TSFR1M + 1.044%, 08/15/2036(A)(B) |
|
|
796 |
|
|
|
795 |
|
BX Trust, Ser 2019-OC11, Cl A |
|
|
|
|
|
|
|
|
3.202%, 12/09/2041(A) |
|
|
1,945 |
|
|
|
1,787 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Trust, Ser 2021-ARIA, Cl B |
|
|
|
|
|
|
|
|
6.749%, TSFR1M + 1.411%, 10/15/2036(A)(B) |
|
$ |
3,641 |
|
|
$ |
3,582 |
|
BX Trust, Ser 2021-ARIA, Cl A |
|
|
|
|
|
|
|
|
6.351%, TSFR1M + 1.014%, 10/15/2036(A)(B) |
|
|
4,760 |
|
|
|
4,721 |
|
BX Trust, Ser 2021-BXMF, Cl A |
|
|
|
|
|
|
|
|
6.087%, TSFR1M + 0.750%, 10/15/2026(A)(B) |
|
|
1,996 |
|
|
|
1,969 |
|
BX Trust, Ser 2024-VLT4, Cl B |
|
|
|
|
|
|
|
|
7.278%, TSFR1M + 1.941%, 07/15/2029(A)(B) |
|
|
2,400 |
|
|
|
2,389 |
|
BX, Ser 2024-PALM, Cl A |
|
|
|
|
|
|
|
|
6.878%, TSFR1M + 1.541%, 06/15/2037(A)(B) |
|
|
2,870 |
|
|
|
2,857 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
6.704%, TSFR1M + 1.367%, 12/15/2037(A)(B) |
|
|
1,400 |
|
|
|
1,399 |
|
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |
|
|
|
|
|
|
|
|
0.023%, 01/15/2046(A)(B) |
|
|
53 |
|
|
|
– |
|
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
|
|
|
|
|
|
|
|
3.631%, 02/10/2050 |
|
|
1,240 |
|
|
|
1,168 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
361 |
|
|
|
354 |
|
Chase Home Lending Mortgage Trust Series, Ser 2024-3, Cl A4 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2055(A)(B) |
|
|
2,079 |
|
|
|
2,096 |
|
Chase Home Lending Mortgage Trust Series, Ser 2024-7, Cl A4 |
|
|
|
|
|
|
|
|
6.000%, 06/25/2055(A)(B) |
|
|
2,644 |
|
|
|
2,662 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
6.681%, 02/25/2037(B) |
|
|
10 |
|
|
|
9 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
6.210%, 02/25/2037(B) |
|
|
9 |
|
|
|
9 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
7.157%, 06/25/2035(B) |
|
|
12 |
|
|
|
12 |
|
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2 |
|
|
|
|
|
|
|
|
6.172%, TSFR1M + 0.894%, 10/25/2034(B) |
|
|
290 |
|
|
|
280 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(A)(B) |
|
|
108 |
|
|
|
101 |
|
CIM Trust, Ser 2021-INV1, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 07/01/2051(A)(B) |
|
|
14,593 |
|
|
|
12,123 |
|
CIM Trust, Ser 2024-R1, Cl A1 |
|
|
|
|
|
|
|
|
4.750%, 06/25/2064(A)(B) |
|
|
3,432 |
|
|
|
3,380 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS |
|
|
|
|
|
|
|
|
4.017%, 10/10/2047 |
|
$ |
880 |
|
|
$ |
879 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-C2, Cl A4 |
|
|
|
|
|
|
|
|
2.832%, 08/10/2049 |
|
|
3,020 |
|
|
|
2,901 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A4 |
|
|
|
|
|
|
|
|
3.458%, 12/10/2049 |
|
|
355 |
|
|
|
345 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
4,120 |
|
|
|
3,752 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
6.240%, 09/25/2033(B) |
|
|
12 |
|
|
|
12 |
|
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 |
|
|
|
|
|
|
|
|
7.535%, 08/25/2034(B) |
|
|
8 |
|
|
|
7 |
|
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 |
|
|
|
|
|
|
|
|
6.112%, 09/25/2033(A)(B) |
|
|
16 |
|
|
|
16 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
1,404 |
|
|
|
1,161 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
1,455 |
|
|
|
1,224 |
|
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
2.994%, 02/25/2067(A)(D) |
|
|
1,465 |
|
|
|
1,377 |
|
COLT Mortgage Loan Trust, Ser 2024-4, Cl A1 |
|
|
|
|
|
|
|
|
5.949%, 07/25/2069(A)(D) |
|
|
3,395 |
|
|
|
3,419 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |
|
|
|
|
|
|
|
|
3.796%, 02/10/2047(B) |
|
|
343 |
|
|
|
329 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
510 |
|
|
|
479 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |
|
|
|
|
|
|
|
|
4.612%, 10/10/2048(B) |
|
|
1,680 |
|
|
|
1,464 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3 |
|
|
|
|
|
|
|
|
3.349%, 10/10/2048 |
|
|
3,878 |
|
|
|
3,817 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.202%, 02/10/2048(B) |
|
|
11,683 |
|
|
|
4 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
|
772 |
|
|
|
755 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(A) |
|
|
1,780 |
|
|
|
1,668 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(A) |
|
$ |
1,950 |
|
|
$ |
1,905 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A |
|
|
|
|
|
|
|
|
2.173%, 11/10/2046(A) |
|
|
3,290 |
|
|
|
2,728 |
|
Commercial Mortgage Pass-Through Certificates, Ser COR3, Cl A2 |
|
|
|
|
|
|
|
|
3.961%, 05/10/2051 |
|
|
6,103 |
|
|
|
5,934 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
6.899%, SOFR30A + 1.550%, 10/25/2041(A)(B) |
|
|
917 |
|
|
|
921 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.298%, SOFR30A + 2.950%, 06/25/2042(A)(B) |
|
|
692 |
|
|
|
715 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M2 |
|
|
|
|
|
|
|
|
8.448%, SOFR30A + 3.100%, 06/25/2043(A)(B) |
|
|
790 |
|
|
|
834 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2 |
|
|
|
|
|
|
|
|
8.049%, SOFR30A + 2.700%, 07/25/2043(A)(B) |
|
|
2,130 |
|
|
|
2,219 |
|
Connecticut Avenue Securities Trust, Ser 2024-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.149%, SOFR30A + 1.800%, 01/25/2044(A)(B) |
|
|
790 |
|
|
|
795 |
|
Connecticut Avenue Securities Trust, Ser 2024-R02, Cl 1M2 |
|
|
|
|
|
|
|
|
7.149%, SOFR30A + 1.800%, 02/25/2044(A)(B) |
|
|
820 |
|
|
|
824 |
|
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1 |
|
|
|
|
|
|
|
|
6.000%, 12/25/2034 |
|
|
281 |
|
|
|
254 |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl PO, PO |
|
|
|
|
|
|
|
|
0.000%, 11/25/2031(C) |
|
|
– |
|
|
|
– |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 |
|
|
|
|
|
|
|
|
6.500%, 11/25/2031 |
|
|
54 |
|
|
|
55 |
|
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |
|
|
|
|
|
|
|
|
6.559%, 08/25/2034(B) |
|
|
69 |
|
|
|
63 |
|
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7 |
|
|
|
|
|
|
|
|
5.250%, 12/25/2027 |
|
|
70 |
|
|
|
43 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
845 |
|
|
|
836 |
|
CSAIL Commercial Mortgage Trust, Ser CX9, Cl A5 |
|
|
|
|
|
|
|
|
3.446%, 09/15/2050 |
|
|
4,380 |
|
|
|
4,101 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
$ |
14 |
|
|
$ |
14 |
|
CSMC Trust, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(A) |
|
|
1,000 |
|
|
|
891 |
|
CSMC Trust, Ser 2017-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 07/25/2057(A)(B) |
|
|
2,324 |
|
|
|
2,237 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(A)(B) |
|
|
2,489 |
|
|
|
2,265 |
|
CSMC Trust, Ser 2018-RPL9, Cl A |
|
|
|
|
|
|
|
|
3.850%, 09/25/2057(A)(B) |
|
|
2,668 |
|
|
|
2,572 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(A)(D) |
|
|
552 |
|
|
|
532 |
|
CSMC Trust, Ser 2019-NQM1, Cl A3 |
|
|
|
|
|
|
|
|
4.064%, 10/25/2059(A)(D) |
|
|
875 |
|
|
|
860 |
|
CSMC Trust, Ser 2020-FACT, Cl A |
|
|
|
|
|
|
|
|
7.052%, TSFR1M + 1.714%, 10/15/2037(A)(B) |
|
|
2,080 |
|
|
|
2,013 |
|
CSMC Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.632%, 04/25/2066(A)(B) |
|
|
1,227 |
|
|
|
1,070 |
|
CSMC Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 05/25/2066(A)(B) |
|
|
1,760 |
|
|
|
1,450 |
|
CSMC Trust, Ser 2021-RPL2, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 01/25/2060(A)(E) |
|
|
649 |
|
|
|
575 |
|
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(A)(B) |
|
|
2,077 |
|
|
|
1,834 |
|
CSMC Trust, Ser 2022-ATH2, Cl A1 |
|
|
|
|
|
|
|
|
4.547%, 05/25/2067(A)(B) |
|
|
4,826 |
|
|
|
4,785 |
|
CSMC Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.265%, 11/25/2066(A)(B) |
|
|
3,047 |
|
|
|
2,745 |
|
DBJPM Mortgage Trust, Ser 2016-C1, Cl B |
|
|
|
|
|
|
|
|
4.195%, 05/10/2049(B) |
|
|
1,780 |
|
|
|
1,646 |
|
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(A) |
|
|
1,995 |
|
|
|
1,752 |
|
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.205%, 01/25/2067(A)(B) |
|
|
2,232 |
|
|
|
1,999 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
6.256%, TSFR1M + 0.914%, 11/19/2044(B) |
|
|
177 |
|
|
|
164 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
1,749 |
|
|
|
1,457 |
|
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.206%, 01/25/2067(A)(B) |
|
|
792 |
|
|
|
687 |
|
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |
|
|
|
|
|
|
|
|
6.552%, TSFR1M + 1.214%, 10/15/2038(A)(B) |
|
|
1,330 |
|
|
|
1,313 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(A)(B) |
|
|
478 |
|
|
|
430 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.749%, SOFR30A + 2.400%, 02/25/2042(A)(B) |
|
$ |
1,010 |
|
|
$ |
1,034 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |
|
|
|
|
|
|
|
|
8.249%, SOFR30A + 2.900%, 04/25/2042(A)(B) |
|
|
2,850 |
|
|
|
2,951 |
|
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |
|
|
|
|
|
|
|
|
5.814%, 09/25/2034(B) |
|
|
13 |
|
|
|
13 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(A)(B) |
|
|
35 |
|
|
|
35 |
|
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.706%, TSFR1M + 1.364%, 07/16/2035(A)(B) |
|
|
759 |
|
|
|
750 |
|
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(A) |
|
|
4,165 |
|
|
|
4,104 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl A |
|
|
|
|
|
|
|
|
7.184%, TSFR1M + 1.800%, 09/15/2031(A)(B) |
|
|
1,380 |
|
|
|
1,007 |
|
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
2,606 |
|
|
|
2,215 |
|
GS Mortgage Securities Trust, Ser 2021-ARDN, Cl B |
|
|
|
|
|
|
|
|
7.101%, TSFR1M + 1.764%, 11/15/2036(A)(B) |
|
|
3,062 |
|
|
|
3,023 |
|
GS Mortgage Securities Trust, Ser 2023-SHIP, Cl A |
|
|
|
|
|
|
|
|
4.466%, 09/10/2038(A)(B) |
|
|
2,600 |
|
|
|
2,558 |
|
GS Mortgage Securities Trust, Ser GC32, Cl A3 |
|
|
|
|
|
|
|
|
3.498%, 07/10/2048 |
|
|
792 |
|
|
|
780 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(A) |
|
|
2,216 |
|
|
|
2,158 |
|
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 |
|
|
|
|
|
|
|
|
2.000%, 12/25/2060(A)(B) |
|
|
1,111 |
|
|
|
945 |
|
GS Mortgage-Backed Securities Trust, Ser 2024-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
3.900%, 09/25/2061(A)(D) |
|
|
4,575 |
|
|
|
4,407 |
|
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |
|
|
|
|
|
|
|
|
8.000%, 09/19/2027(A)(B) |
|
|
1 |
|
|
|
1 |
|
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO |
|
|
|
|
|
|
|
|
0.000%, 09/25/2035(A)(B)(E) |
|
|
122 |
|
|
|
2 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
$ |
19 |
|
|
$ |
20 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
2 |
|
|
|
3 |
|
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |
|
|
|
|
|
|
|
|
6.350%, TSFR1M + 1.014%, 06/20/2035(B) |
|
|
836 |
|
|
|
776 |
|
HILT COMMERCIAL MORTGAGE TRUST, Ser 2024-ORL, Cl A |
|
|
|
|
|
|
|
|
6.878%, TSFR1M + 1.541%, 05/15/2037(A)(B) |
|
|
4,006 |
|
|
|
3,988 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(A) |
|
|
5,470 |
|
|
|
5,375 |
|
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
|
|
|
|
|
|
|
|
3.228%, 07/10/2039(A) |
|
|
1,900 |
|
|
|
1,748 |
|
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
3.041%, 12/10/2041(A)(B) |
|
|
1,995 |
|
|
|
1,801 |
|
Impac CMB Trust, Ser 2005-4, Cl 2A1 |
|
|
|
|
|
|
|
|
5.992%, TSFR1M + 0.414%, 05/25/2035(B) |
|
|
42 |
|
|
|
39 |
|
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(A) |
|
|
286 |
|
|
|
283 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
6.252%, TSFR1M + 0.974%, 09/25/2034(B) |
|
|
9 |
|
|
|
7 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |
|
|
|
|
|
|
|
|
6.192%, TSFR1M + 0.914%, 11/25/2034(B) |
|
|
14 |
|
|
|
12 |
|
JP Morgan Mortgage Trust Series, Ser 2024-4, Cl A4A |
|
|
|
|
|
|
|
|
6.000%, 10/25/2054(A)(B) |
|
|
7,455 |
|
|
|
7,513 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
1,069 |
|
|
|
1,061 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
|
1,410 |
|
|
|
1,371 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B |
|
|
|
|
|
|
|
|
4.009%, 03/15/2050(B) |
|
|
1,740 |
|
|
|
1,449 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 |
|
|
|
|
|
|
|
|
2.822%, 08/15/2049 |
|
|
1,400 |
|
|
|
1,347 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
$ |
485 |
|
|
$ |
471 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(A) |
|
|
2,000 |
|
|
|
1,823 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2022-ACB, Cl A |
|
|
|
|
|
|
|
|
6.754%, SOFR30A + 1.400%, 03/15/2039(A)(B) |
|
|
1,550 |
|
|
|
1,531 |
|
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3 |
|
|
|
|
|
|
|
|
6.522%, 06/25/2034(B) |
|
|
92 |
|
|
|
87 |
|
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |
|
|
|
|
|
|
|
|
5.514%, 02/25/2035(B) |
|
|
22 |
|
|
|
21 |
|
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2 |
|
|
|
|
|
|
|
|
6.552%, 04/25/2035(B) |
|
|
2 |
|
|
|
2 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
7.329%, 08/25/2034(B) |
|
|
42 |
|
|
|
42 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.255%, 11/25/2033(B) |
|
|
23 |
|
|
|
22 |
|
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2 |
|
|
|
|
|
|
|
|
5.436%, 10/26/2048(A)(B) |
|
|
2,710 |
|
|
|
2,710 |
|
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 09/25/2048(A)(B) |
|
|
323 |
|
|
|
290 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(A)(B) |
|
|
255 |
|
|
|
228 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(A)(B) |
|
|
313 |
|
|
|
282 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(A)(B) |
|
|
316 |
|
|
|
278 |
|
JPMorgan Mortgage Trust, Ser 2021-10, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(A)(B) |
|
|
8,059 |
|
|
|
6,690 |
|
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |
|
|
|
|
|
|
|
|
2.130%, 09/10/2039(A) |
|
|
2,300 |
|
|
|
2,105 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |
|
|
|
|
|
|
|
|
6.382%, 11/21/2034(B) |
|
|
568 |
|
|
|
543 |
|
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2034 |
|
|
129 |
|
|
|
127 |
|
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 |
|
|
|
|
|
|
|
|
6.250%, 07/25/2036 |
|
|
131 |
|
|
|
67 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 08/25/2034(A) |
|
$ |
972 |
|
|
$ |
608 |
|
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |
|
|
|
|
|
|
|
|
5.742%, TSFR1M + 0.464%, 05/25/2035(A)(B) |
|
|
178 |
|
|
|
89 |
|
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO |
|
|
|
|
|
|
|
|
0.000%, 05/28/2035(A)(C) |
|
|
4 |
|
|
|
3 |
|
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |
|
|
|
|
|
|
|
|
7.254%, 10/25/2032(B) |
|
|
2 |
|
|
|
2 |
|
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1 |
|
|
|
|
|
|
|
|
7.500%, 10/25/2032(B) |
|
|
9 |
|
|
|
9 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
7.322%, 07/25/2033(B) |
|
|
17 |
|
|
|
16 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.681%, 12/25/2034(B) |
|
|
33 |
|
|
|
31 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |
|
|
|
|
|
|
|
|
5.822%, 08/25/2034(B) |
|
|
22 |
|
|
|
21 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
552 |
|
|
|
485 |
|
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(A)(B) |
|
|
820 |
|
|
|
738 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
6.252%, TSFR1M + 0.915%, 04/15/2038(A)(B) |
|
|
998 |
|
|
|
991 |
|
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2069(A)(B) |
|
|
1,289 |
|
|
|
1,244 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
955 |
|
|
|
903 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.080%, 11/15/2049(B) |
|
|
12,779 |
|
|
|
193 |
|
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
1,356 |
|
|
|
1,166 |
|
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB |
|
|
|
|
|
|
|
|
2.624%, 02/15/2053 |
|
|
3,930 |
|
|
|
3,708 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |
|
|
|
|
|
|
|
|
5.647%, 04/25/2034(B) |
|
|
51 |
|
|
|
50 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1 |
|
|
|
|
|
|
|
|
6.500%, 02/25/2054(A)(B) |
|
|
3,161 |
|
|
|
3,208 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |
|
|
|
|
|
|
|
|
5.797%, US0001M + 0.340%, 04/16/2036(A)(B) |
|
$ |
1,762 |
|
|
$ |
1,702 |
|
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2 |
|
|
|
|
|
|
|
|
3.277%, 10/15/2030(A) |
|
|
128 |
|
|
|
117 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.577%, 06/07/2035(A)(B) |
|
|
1,085 |
|
|
|
1,022 |
|
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(B) |
|
|
1,840 |
|
|
|
1,997 |
|
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 08/25/2055(A)(B) |
|
|
820 |
|
|
|
777 |
|
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 05/25/2057(A)(B) |
|
|
1,471 |
|
|
|
1,415 |
|
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 12/25/2058(A)(B) |
|
|
1,210 |
|
|
|
1,139 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 |
|
|
|
|
|
|
|
|
4.000%, 09/25/2059(A)(B) |
|
|
1,339 |
|
|
|
1,290 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 09/25/2059(A)(B) |
|
|
1,587 |
|
|
|
1,506 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
219 |
|
|
|
206 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
646 |
|
|
|
554 |
|
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 06/25/2062(A)(D) |
|
|
1,059 |
|
|
|
1,048 |
|
New York Mortgage Trust, Ser 2006-1, Cl 2A2 |
|
|
|
|
|
|
|
|
4.985%, 05/25/2036(B) |
|
|
35 |
|
|
|
30 |
|
NJ Trust, Ser 2023-GSP, Cl A |
|
|
|
|
|
|
|
|
6.697%, 01/06/2029(A)(B) |
|
|
1,430 |
|
|
|
1,504 |
|
NRTH Mortgage Trust, Ser 2024-PARK, Cl A |
|
|
|
|
|
|
|
|
6.941%, TSFR1M + 1.641%, 03/15/2039(A)(B) |
|
|
4,025 |
|
|
|
4,001 |
|
NYC Trust, Ser 2024-3ELV, Cl A |
|
|
|
|
|
|
|
|
7.328%, TSFR1M + 1.991%, 08/15/2029(A)(B) |
|
|
1,040 |
|
|
|
1,040 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(A)(B) |
|
|
23 |
|
|
|
23 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(B) |
|
|
688 |
|
|
|
560 |
|
OBX Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.305%, 11/25/2061(A)(B) |
|
|
2,921 |
|
|
|
2,601 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2023-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
5.928%, 11/25/2063(A)(D) |
|
$ |
3,385 |
|
|
$ |
3,401 |
|
OBX Trust, Ser 2023-NQM6, Cl A1 |
|
|
|
|
|
|
|
|
6.520%, 07/25/2063(A)(D) |
|
|
2,801 |
|
|
|
2,835 |
|
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(A)(B) |
|
|
6,901 |
|
|
|
6,117 |
|
One Bryant Park Trust, Ser 2019-OBP, Cl A |
|
|
|
|
|
|
|
|
2.516%, 09/15/2054(A) |
|
|
2,490 |
|
|
|
2,194 |
|
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.957%, 10/25/2061(A)(B) |
|
|
847 |
|
|
|
717 |
|
OPG Trust, Ser 2021-PORT, Cl A |
|
|
|
|
|
|
|
|
5.936%, TSFR1M + 0.598%, 10/15/2036(A)(B) |
|
|
2,482 |
|
|
|
2,441 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(C) |
|
|
3 |
|
|
|
2 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
14 |
|
|
|
14 |
|
PRKCM Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
1.510%, 08/25/2056(A)(B) |
|
|
– |
|
|
|
– |
|
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
|
|
|
|
|
|
|
|
2.071%, 11/25/2056(A)(B) |
|
|
810 |
|
|
|
703 |
|
PRPM LLC, Ser 2024-RCF5, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2054(A)(D) |
|
|
7,960 |
|
|
|
7,759 |
|
RALI Trust, Ser 2005-QO2, Cl A1 |
|
|
|
|
|
|
|
|
6.522%, 12MTA + 1.360%, 09/25/2045(B) |
|
|
146 |
|
|
|
124 |
|
RALI Trust, Ser 2005-QO5, Cl A1 |
|
|
|
|
|
|
|
|
6.162%, 12MTA + 1.000%, 01/25/2046(B) |
|
|
263 |
|
|
|
213 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
19 |
|
|
|
17 |
|
Rate Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(A)(B) |
|
|
4,856 |
|
|
|
4,031 |
|
Rate Mortgage Trust, Ser 2021-J4, Cl A7 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(A)(B) |
|
|
10,723 |
|
|
|
9,416 |
|
RCKT Mortgage Trust, Ser 2024-INV1, Cl A2 |
|
|
|
|
|
|
|
|
6.000%, 06/25/2054(A)(B) |
|
|
5,301 |
|
|
|
5,334 |
|
RCKT Mortgage Trust, Ser 2024-INV1, Cl A1 |
|
|
|
|
|
|
|
|
6.500%, 06/25/2054(A)(B) |
|
|
293 |
|
|
|
298 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
3.902%, 12/25/2034(B) |
|
|
163 |
|
|
|
145 |
|
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.654%, 05/25/2060(A)(B) |
|
|
85 |
|
|
|
84 |
|
Rocket Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(A)(B) |
|
|
1,156 |
|
|
|
959 |
|
Rocket Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(A)(B) |
|
|
1,430 |
|
|
|
1,185 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Sequoia Mortgage Trust, Ser 2004-12, Cl A3 |
|
|
|
|
|
|
|
|
6.032%, US0006M + 0.320%, 01/20/2035(B) |
|
$ |
53 |
|
|
$ |
51 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
5.005%, 10/25/2048(A)(B) |
|
|
1,919 |
|
|
|
1,907 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(A)(B) |
|
|
115 |
|
|
|
100 |
|
SG Residential Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
3.166%, 03/27/2062(A)(B) |
|
|
3,442 |
|
|
|
3,215 |
|
SMRT, Ser 2022-MINI, Cl A |
|
|
|
|
|
|
|
|
6.337%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
7,460 |
|
|
|
7,376 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
421 |
|
|
|
384 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(B) |
|
|
77 |
|
|
|
73 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(B) |
|
|
300 |
|
|
|
289 |
|
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(A)(B) |
|
|
269 |
|
|
|
253 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(A)(B) |
|
|
1,291 |
|
|
|
1,128 |
|
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |
|
|
|
|
|
|
|
|
6.116%, TSFR1M + 0.774%, 10/19/2034(B) |
|
|
30 |
|
|
|
29 |
|
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |
|
|
|
|
|
|
|
|
5.936%, TSFR1M + 0.594%, 04/19/2035(B) |
|
|
544 |
|
|
|
516 |
|
Structured Asset Securities, Ser 2003-31A, Cl 2A7 |
|
|
|
|
|
|
|
|
6.546%, 10/25/2033(B) |
|
|
749 |
|
|
|
729 |
|
Structured Asset Securities, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
5.943%, 12/25/2033(B) |
|
|
14 |
|
|
|
14 |
|
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |
|
|
|
|
|
|
|
|
6.032%, TSFR1M + 0.754%, 09/25/2043(B) |
|
|
64 |
|
|
|
61 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |
|
|
|
|
|
|
|
|
3.674%, 06/25/2057(A)(B) |
|
|
1,860 |
|
|
|
1,549 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(A)(B) |
|
|
1,097 |
|
|
|
1,054 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(A)(B) |
|
$ |
957 |
|
|
$ |
888 |
|
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2062(A) |
|
|
2,794 |
|
|
|
2,664 |
|
Towd Point Mortgage Trust, Ser 2024-1, Cl A1 |
|
|
|
|
|
|
|
|
4.478%, 03/25/2064(A)(B) |
|
|
6,508 |
|
|
|
6,694 |
|
Towd Point Mortgage Trust, Ser 2024-3, Cl A1A |
|
|
|
|
|
|
|
|
5.108%, 07/25/2065(A)(B) |
|
|
6,174 |
|
|
|
6,163 |
|
UBS Commercial Mortgage Trust, Ser C4, Cl A3 |
|
|
|
|
|
|
|
|
3.301%, 10/15/2050 |
|
|
802 |
|
|
|
763 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(A)(D) |
|
|
270 |
|
|
|
265 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(B) |
|
|
335 |
|
|
|
329 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
3.226%, 05/25/2060(A)(B) |
|
|
33 |
|
|
|
33 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
551 |
|
|
|
493 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
1,085 |
|
|
|
971 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(A)(B) |
|
|
934 |
|
|
|
797 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(A)(B) |
|
|
1,191 |
|
|
|
1,012 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(A)(B) |
|
|
3,207 |
|
|
|
2,722 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(A)(D) |
|
|
1,378 |
|
|
|
1,227 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(A)(B) |
|
|
1,286 |
|
|
|
1,153 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
390 |
|
|
|
365 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
520 |
|
|
|
476 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(A) |
|
|
283 |
|
|
|
268 |
|
VNDO Mortgage Trust, Ser 2016-350P, Cl A |
|
|
|
|
|
|
|
|
3.805%, 01/10/2035(A) |
|
|
1,210 |
|
|
|
1,154 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.828%, 10/25/2033(B) |
|
|
29 |
|
|
|
27 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |
|
|
|
|
|
|
|
|
7.266%, 06/25/2033(B) |
|
|
23 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
6.762%, 08/25/2033(B) |
|
$ |
28 |
|
|
$ |
28 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
6.112%, 09/25/2033(B) |
|
|
62 |
|
|
|
59 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
2.633%, 06/25/2033(B) |
|
|
5 |
|
|
|
4 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
103 |
|
|
|
100 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
5.715%, 06/25/2034(B) |
|
|
19 |
|
|
|
18 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |
|
|
|
|
|
|
|
|
6.234%, 06/25/2034(B) |
|
|
1,753 |
|
|
|
1,690 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 |
|
|
|
|
|
|
|
|
6.190%, 07/25/2034(B) |
|
|
2,006 |
|
|
|
1,890 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.912%, TSFR1M + 0.634%, 11/25/2045(B) |
|
|
4,821 |
|
|
|
4,534 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |
|
|
|
|
|
|
|
|
5.932%, TSFR1M + 0.654%, 12/25/2045(B) |
|
|
2,225 |
|
|
|
2,214 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B |
|
|
|
|
|
|
|
|
6.232%, 12MTA + 1.070%, 01/25/2046(B) |
|
|
841 |
|
|
|
583 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4 |
|
|
|
|
|
|
|
|
3.991%, 11/25/2036(B) |
|
|
55 |
|
|
|
48 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |
|
|
|
|
|
|
|
|
4.288%, 12MTA + 1.500%, 12/25/2046(B) |
|
|
124 |
|
|
|
110 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B |
|
|
|
|
|
|
|
|
4.393%, 12MTA + 0.810%, 12/25/2046(B) |
|
|
68 |
|
|
|
52 |
|
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035 |
|
|
105 |
|
|
|
17 |
|
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO |
|
|
|
|
|
|
|
|
0.000%, 04/25/2033(C) |
|
|
7 |
|
|
|
6 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2024-C63, Cl A5 |
|
|
|
|
|
|
|
|
5.309%, 08/15/2057 |
|
|
1,210 |
|
|
|
1,251 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |
|
|
|
|
|
|
|
|
7.360%, 08/25/2035(B) |
|
$ |
12 |
|
|
$ |
12 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
2,180 |
|
|
|
2,072 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO |
|
|
|
|
|
|
|
|
0.716%, 08/15/2047(B) |
|
|
999 |
|
|
|
– |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
|
970 |
|
|
|
869 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |
|
|
|
|
|
|
|
|
0.592%, 10/15/2057(B) |
|
|
2,434 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
420,752 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $3,426,782) ($ Thousands) |
|
|
|
|
|
|
3,361,481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 28.3% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.313%, 09/12/2024 (F) |
|
|
31,550 |
|
|
|
31,509 |
|
5.296%, 10/29/2024 (F) |
|
|
13,480 |
|
|
|
13,373 |
|
5.289%, 11/14/2024 (F) |
|
|
10,365 |
|
|
|
10,261 |
|
5.286%, 10/31/2024 (F) |
|
|
30,560 |
|
|
|
30,311 |
|
5.265%, 10/17/2024 (F) |
|
|
10,740 |
|
|
|
10,673 |
|
5.228%, 11/12/2024 (F) |
|
|
32,355 |
|
|
|
32,041 |
|
5.121%, 11/07/2024 (F) |
|
|
11,730 |
|
|
|
11,624 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
41,190 |
|
|
|
43,668 |
|
4.750%, 11/15/2053 |
|
|
20,350 |
|
|
|
22,169 |
|
4.625%, 05/15/2044 |
|
|
56,880 |
|
|
|
59,235 |
|
4.625%, 05/15/2054 |
|
|
34,722 |
|
|
|
37,109 |
|
4.500%, 02/15/2044 |
|
|
1,040 |
|
|
|
1,066 |
|
4.375%, 08/15/2043 |
|
|
1,320 |
|
|
|
1,333 |
|
4.250%, 02/15/2054 |
|
|
18,675 |
|
|
|
18,748 |
|
4.250%, 08/15/2054 |
|
|
112,393 |
|
|
|
113,095 |
|
4.125%, 08/15/2044 |
|
|
138,506 |
|
|
|
135,152 |
|
4.125%, 08/15/2053 |
|
|
4,370 |
|
|
|
4,291 |
|
4.000%, 11/15/2042 |
|
|
1,130 |
|
|
|
1,090 |
|
3.875%, 02/15/2043 |
|
|
7,850 |
|
|
|
7,429 |
|
3.875%, 05/15/2043 |
|
|
15,625 |
|
|
|
14,753 |
|
3.625%, 08/15/2043 |
|
|
10,080 |
|
|
|
9,168 |
|
3.625%, 02/15/2044 |
|
|
6,330 |
|
|
|
5,742 |
|
3.625%, 02/15/2053 |
|
|
3,785 |
|
|
|
3,395 |
|
3.375%, 08/15/2042 |
|
|
450 |
|
|
|
398 |
|
3.375%, 05/15/2044 |
|
|
5,470 |
|
|
|
4,774 |
|
3.375%, 11/15/2048 |
|
|
28,618 |
|
|
|
24,387 |
|
3.250%, 05/15/2042 |
|
|
150 |
|
|
|
131 |
|
3.125%, 08/15/2044 |
|
|
600 |
|
|
|
503 |
|
3.125%, 05/15/2048 |
|
|
19,905 |
|
|
|
16,259 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
3.000%, 02/15/2049 |
|
$ |
7,120 |
|
|
$ |
5,664 |
|
2.875%, 05/15/2049 |
|
|
8,748 |
|
|
|
6,789 |
|
2.875%, 05/15/2052 |
|
|
24,960 |
|
|
|
19,289 |
|
2.375%, 02/15/2042 |
|
|
17,396 |
|
|
|
13,290 |
|
2.375%, 11/15/2049 |
|
|
19,101 |
|
|
|
13,340 |
|
2.375%, 05/15/2051 |
|
|
13,630 |
|
|
|
9,457 |
|
2.250%, 05/15/2041 |
|
|
32,620 |
|
|
|
24,795 |
|
2.250%, 08/15/2049 |
|
|
21,373 |
|
|
|
14,544 |
|
2.250%, 02/15/2052 (G) |
|
|
21,753 |
|
|
|
14,635 |
|
2.000%, 11/15/2041 |
|
|
101,072 |
|
|
|
72,950 |
|
2.000%, 02/15/2050 |
|
|
15,213 |
|
|
|
9,740 |
|
2.000%, 08/15/2051 |
|
|
7,220 |
|
|
|
4,577 |
|
1.875%, 02/15/2041 |
|
|
27,758 |
|
|
|
19,962 |
|
1.875%, 02/15/2051 |
|
|
11,000 |
|
|
|
6,783 |
|
1.875%, 11/15/2051 |
|
|
14,575 |
|
|
|
8,943 |
|
1.750%, 08/15/2041 |
|
|
98,050 |
|
|
|
68,156 |
|
1.625%, 11/15/2050 |
|
|
1,670 |
|
|
|
966 |
|
1.375%, 11/15/2040 |
|
|
7,806 |
|
|
|
5,184 |
|
1.375%, 08/15/2050 |
|
|
100 |
|
|
|
54 |
|
1.125%, 05/15/2040 |
|
|
2,289 |
|
|
|
1,482 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
|
4,282 |
|
|
|
4,073 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 08/31/2025 |
|
|
480 |
|
|
|
483 |
|
4.875%, 11/30/2025 |
|
|
10,985 |
|
|
|
11,067 |
|
4.875%, 04/30/2026 |
|
|
18,030 |
|
|
|
18,263 |
|
4.750%, 07/31/2025 |
|
|
60 |
|
|
|
60 |
|
4.625%, 02/28/2025 |
|
|
602 |
|
|
|
602 |
|
4.625%, 02/28/2026 |
|
|
18,395 |
|
|
|
18,527 |
|
4.625%, 09/15/2026 |
|
|
90 |
|
|
|
91 |
|
4.625%, 11/15/2026 |
|
|
9,585 |
|
|
|
9,731 |
|
4.625%, 04/30/2029 |
|
|
1,070 |
|
|
|
1,110 |
|
4.625%, 09/30/2030 |
|
|
10 |
|
|
|
10 |
|
4.500%, 11/30/2024 |
|
|
108 |
|
|
|
108 |
|
4.500%, 05/15/2027 |
|
|
17,720 |
|
|
|
18,020 |
|
4.500%, 05/31/2029 |
|
|
1,150 |
|
|
|
1,188 |
|
4.375%, 07/31/2026 |
|
|
20,936 |
|
|
|
21,093 |
|
4.375%, 07/15/2027 |
|
|
5,750 |
|
|
|
5,838 |
|
4.375%, 11/30/2030 |
|
|
8,280 |
|
|
|
8,542 |
|
4.250%, 10/15/2025 |
|
|
24,790 |
|
|
|
24,774 |
|
4.250%, 02/28/2029 |
|
|
1,030 |
|
|
|
1,052 |
|
4.250%, 02/28/2031 |
|
|
2,810 |
|
|
|
2,882 |
|
4.125%, 02/15/2027 |
|
|
13,150 |
|
|
|
13,232 |
|
4.125%, 03/31/2029 |
|
|
90 |
|
|
|
91 |
|
4.125%, 08/31/2030 |
|
|
300 |
|
|
|
305 |
|
4.125%, 07/31/2031 |
|
|
20,828 |
|
|
|
21,219 |
|
4.000%, 07/31/2029 |
|
|
232,662 |
|
|
|
235,407 |
|
4.000%, 02/28/2030 |
|
|
20 |
|
|
|
20 |
|
4.000%, 01/31/2031 |
|
|
1,850 |
|
|
|
1,870 |
|
4.000%, 02/15/2034 |
|
|
1,550 |
|
|
|
1,560 |
|
3.875%, 11/30/2029 |
|
|
1,710 |
|
|
|
1,719 |
|
3.875%, 12/31/2029 |
|
|
13,604 |
|
|
|
13,671 |
|
3.875%, 08/15/2034 |
|
|
203,923 |
|
|
|
203,190 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
3.750%, 08/31/2026 |
|
$ |
71,415 |
|
|
$ |
71,178 |
|
3.750%, 08/15/2027 |
|
|
134,688 |
|
|
|
134,541 |
|
3.750%, 12/31/2028 |
|
|
1,060 |
|
|
|
1,060 |
|
3.625%, 08/31/2029 |
|
|
229,578 |
|
|
|
228,645 |
|
3.625%, 03/31/2030 |
|
|
3,964 |
|
|
|
3,933 |
|
2.875%, 04/30/2029 |
|
|
19,306 |
|
|
|
18,583 |
|
2.625%, 07/31/2029 (G) |
|
|
64,707 |
|
|
|
61,456 |
|
2.375%, 05/15/2027 |
|
|
37,758 |
|
|
|
36,349 |
|
2.375%, 03/31/2029 |
|
|
4,182 |
|
|
|
3,940 |
|
1.500%, 08/15/2026 |
|
|
7,323 |
|
|
|
6,989 |
|
1.375%, 10/31/2028 |
|
|
8,619 |
|
|
|
7,833 |
|
1.250%, 04/30/2028 |
|
|
22,823 |
|
|
|
20,870 |
|
1.125%, 10/31/2026 |
|
|
10,684 |
|
|
|
10,076 |
|
1.125%, 08/31/2028 |
|
|
13,034 |
|
|
|
11,771 |
|
1.000%, 07/31/2028 |
|
|
31,294 |
|
|
|
28,168 |
|
0.750%, 03/31/2026 |
|
|
6,704 |
|
|
|
6,367 |
|
0.500%, 10/31/2027 |
|
|
6,014 |
|
|
|
5,430 |
|
0.375%, 01/31/2026 |
|
|
1,685 |
|
|
|
1,599 |
|
0.375%, 07/31/2027 |
|
|
4,825 |
|
|
|
4,374 |
|
0.250%, 08/31/2025 |
|
|
35,545 |
|
|
|
34,127 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $2,348,260) ($ Thousands) |
|
|
2,321,374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 24.8% |
Communication Services — 2.3% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
1.900%, 08/15/2040 |
|
|
390 |
|
|
|
270 |
|
AT&T |
|
|
|
|
|
|
|
|
5.550%, 08/15/2041 |
|
|
240 |
|
|
|
243 |
|
5.350%, 09/01/2040 |
|
|
230 |
|
|
|
229 |
|
4.500%, 05/15/2035 |
|
|
2,740 |
|
|
|
2,616 |
|
4.500%, 03/09/2048 |
|
|
195 |
|
|
|
168 |
|
4.350%, 06/15/2045 |
|
|
1,082 |
|
|
|
934 |
|
3.800%, 12/01/2057 |
|
|
2,101 |
|
|
|
1,540 |
|
3.650%, 09/15/2059 |
|
|
929 |
|
|
|
655 |
|
3.550%, 09/15/2055 |
|
|
4,067 |
|
|
|
2,875 |
|
3.500%, 06/01/2041 |
|
|
717 |
|
|
|
572 |
|
3.500%, 09/15/2053 |
|
|
4,129 |
|
|
|
2,938 |
|
2.550%, 12/01/2033 |
|
|
380 |
|
|
|
315 |
|
2.300%, 06/01/2027 |
|
|
1,200 |
|
|
|
1,135 |
|
2.250%, 02/01/2032 |
|
|
3,070 |
|
|
|
2,589 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.550%, 06/01/2034 |
|
|
2,722 |
|
|
|
2,820 |
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
105 |
|
6.384%, 10/23/2035 |
|
|
170 |
|
|
|
172 |
|
6.150%, 11/10/2026 |
|
|
4,128 |
|
|
|
4,229 |
|
6.100%, 06/01/2029 |
|
|
6,671 |
|
|
|
6,892 |
|
5.750%, 04/01/2048 |
|
|
2,710 |
|
|
|
2,353 |
|
5.500%, 04/01/2063 |
|
|
1,113 |
|
|
|
892 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.375%, 04/01/2038 |
|
$ |
1,480 |
|
|
$ |
1,347 |
|
5.375%, 05/01/2047 |
|
|
350 |
|
|
|
292 |
|
5.250%, 04/01/2053 |
|
|
945 |
|
|
|
774 |
|
5.125%, 07/01/2049 |
|
|
310 |
|
|
|
248 |
|
5.050%, 03/30/2029 |
|
|
2,000 |
|
|
|
1,980 |
|
4.908%, 07/23/2025 |
|
|
224 |
|
|
|
223 |
|
4.800%, 03/01/2050 |
|
|
4,290 |
|
|
|
3,264 |
|
4.400%, 04/01/2033 |
|
|
2,040 |
|
|
|
1,854 |
|
4.200%, 03/15/2028 |
|
|
980 |
|
|
|
948 |
|
3.900%, 06/01/2052 |
|
|
1,123 |
|
|
|
736 |
|
3.750%, 02/15/2028 |
|
|
681 |
|
|
|
651 |
|
3.700%, 04/01/2051 |
|
|
2,500 |
|
|
|
1,586 |
|
3.500%, 06/01/2041 |
|
|
386 |
|
|
|
269 |
|
3.500%, 03/01/2042 |
|
|
2,206 |
|
|
|
1,519 |
|
2.300%, 02/01/2032 |
|
|
2,000 |
|
|
|
1,598 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
50 |
|
|
|
58 |
|
5.650%, 06/01/2054 |
|
|
1,536 |
|
|
|
1,607 |
|
5.350%, 11/15/2027 |
|
|
1,476 |
|
|
|
1,523 |
|
5.300%, 06/01/2034 |
|
|
3,075 |
|
|
|
3,188 |
|
4.950%, 10/15/2058 |
|
|
120 |
|
|
|
113 |
|
4.400%, 08/15/2035 |
|
|
4,690 |
|
|
|
4,503 |
|
4.250%, 10/15/2030 |
|
|
1,320 |
|
|
|
1,305 |
|
4.250%, 01/15/2033 |
|
|
360 |
|
|
|
348 |
|
4.200%, 08/15/2034 |
|
|
570 |
|
|
|
542 |
|
4.150%, 10/15/2028 |
|
|
2,960 |
|
|
|
2,938 |
|
4.049%, 11/01/2052 |
|
|
4,024 |
|
|
|
3,269 |
|
4.000%, 03/01/2048 |
|
|
110 |
|
|
|
90 |
|
3.999%, 11/01/2049 |
|
|
120 |
|
|
|
98 |
|
3.969%, 11/01/2047 |
|
|
2,800 |
|
|
|
2,285 |
|
3.950%, 10/15/2025 |
|
|
1,110 |
|
|
|
1,101 |
|
3.750%, 04/01/2040 |
|
|
380 |
|
|
|
323 |
|
3.450%, 02/01/2050 |
|
|
280 |
|
|
|
208 |
|
3.400%, 04/01/2030 |
|
|
450 |
|
|
|
427 |
|
3.400%, 07/15/2046 |
|
|
60 |
|
|
|
45 |
|
3.300%, 04/01/2027 |
|
|
310 |
|
|
|
302 |
|
3.250%, 11/01/2039 |
|
|
250 |
|
|
|
200 |
|
3.150%, 03/01/2026 |
|
|
630 |
|
|
|
618 |
|
2.987%, 11/01/2063 |
|
|
840 |
|
|
|
519 |
|
2.937%, 11/01/2056 |
|
|
1,294 |
|
|
|
823 |
|
2.887%, 11/01/2051 |
|
|
690 |
|
|
|
452 |
|
2.800%, 01/15/2051 |
|
|
470 |
|
|
|
304 |
|
1.500%, 02/15/2031 |
|
|
2,445 |
|
|
|
2,033 |
|
Cox Enterprises |
|
|
|
|
|
|
|
|
7.375%, 07/15/2027 (A) |
|
|
2,895 |
|
|
|
3,062 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
810 |
|
|
|
878 |
|
5.476%, 01/25/2039 |
|
|
270 |
|
|
|
269 |
|
4.709%, 01/25/2029 |
|
|
210 |
|
|
|
211 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.550%, 08/15/2064 |
|
|
4,181 |
|
|
|
4,283 |
|
5.400%, 08/15/2054 |
|
|
3,564 |
|
|
|
3,635 |
|
4.750%, 08/15/2034 |
|
|
3,416 |
|
|
|
3,437 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.550%, 08/15/2031 |
|
$ |
1,174 |
|
|
$ |
1,187 |
|
4.450%, 08/15/2052 |
|
|
1,495 |
|
|
|
1,337 |
|
4.300%, 08/15/2029 |
|
|
1,565 |
|
|
|
1,576 |
|
Netflix |
|
|
|
|
|
|
|
|
5.400%, 08/15/2054 |
|
|
1,294 |
|
|
|
1,349 |
|
4.900%, 08/15/2034 |
|
|
3,109 |
|
|
|
3,184 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
1,175 |
|
|
|
1,172 |
|
5.900%, 10/15/2040 |
|
|
840 |
|
|
|
724 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.300%, 02/15/2034 |
|
|
2,200 |
|
|
|
2,220 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
2,000 |
|
|
|
1,567 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (A) |
|
|
7,410 |
|
|
|
7,448 |
|
4.738%, 03/20/2025 (A) |
|
|
951 |
|
|
|
949 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
4.000%, 04/14/2032 |
|
|
1,625 |
|
|
|
1,542 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
4.103%, 03/08/2027 |
|
|
150 |
|
|
|
148 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,380 |
|
|
|
1,571 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
100 |
|
|
|
105 |
|
6.750%, 06/15/2039 |
|
|
170 |
|
|
|
169 |
|
6.550%, 05/01/2037 |
|
|
280 |
|
|
|
276 |
|
5.875%, 11/15/2040 |
|
|
4,685 |
|
|
|
4,229 |
|
5.500%, 09/01/2041 |
|
|
4,882 |
|
|
|
4,225 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
|
1,945 |
|
|
|
1,980 |
|
4.500%, 04/15/2050 |
|
|
1,610 |
|
|
|
1,397 |
|
3.875%, 04/15/2030 |
|
|
3,540 |
|
|
|
3,406 |
|
3.750%, 04/15/2027 |
|
|
4,608 |
|
|
|
4,524 |
|
3.500%, 04/15/2025 |
|
|
720 |
|
|
|
712 |
|
3.400%, 10/15/2052 |
|
|
3,585 |
|
|
|
2,553 |
|
3.300%, 02/15/2051 |
|
|
210 |
|
|
|
148 |
|
3.000%, 02/15/2041 |
|
|
480 |
|
|
|
359 |
|
2.700%, 03/15/2032 |
|
|
2,680 |
|
|
|
2,325 |
|
2.550%, 02/15/2031 |
|
|
480 |
|
|
|
422 |
|
2.250%, 11/15/2031 |
|
|
790 |
|
|
|
670 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
100 |
|
|
|
105 |
|
5.500%, 02/23/2054 |
|
|
1,363 |
|
|
|
1,398 |
|
5.250%, 03/16/2037 |
|
|
70 |
|
|
|
72 |
|
4.862%, 08/21/2046 |
|
|
30 |
|
|
|
28 |
|
4.780%, 02/15/2035 (A) |
|
|
4,686 |
|
|
|
4,621 |
|
4.500%, 08/10/2033 |
|
|
650 |
|
|
|
632 |
|
4.400%, 11/01/2034 |
|
|
3,140 |
|
|
|
3,014 |
|
4.016%, 12/03/2029 |
|
|
1,337 |
|
|
|
1,309 |
|
4.000%, 03/22/2050 |
|
|
1,110 |
|
|
|
906 |
|
3.850%, 11/01/2042 |
|
|
1,750 |
|
|
|
1,457 |
|
3.700%, 03/22/2061 |
|
|
475 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 03/22/2041 |
|
$ |
240 |
|
|
$ |
191 |
|
3.150%, 03/22/2030 |
|
|
580 |
|
|
|
541 |
|
2.650%, 11/20/2040 |
|
|
700 |
|
|
|
502 |
|
2.550%, 03/21/2031 |
|
|
1,396 |
|
|
|
1,228 |
|
1.750%, 01/20/2031 |
|
|
1,640 |
|
|
|
1,378 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
260 |
|
|
|
303 |
|
6.200%, 12/15/2034 |
|
|
265 |
|
|
|
297 |
|
4.625%, 03/23/2040 |
|
|
755 |
|
|
|
728 |
|
3.500%, 05/13/2040 |
|
|
2,710 |
|
|
|
2,246 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
|
720 |
|
|
|
720 |
|
5.391%, 03/15/2062 |
|
|
320 |
|
|
|
240 |
|
5.141%, 03/15/2052 |
|
|
13,105 |
|
|
|
9,968 |
|
5.050%, 03/15/2042 |
|
|
5,785 |
|
|
|
4,636 |
|
4.279%, 03/15/2032 |
|
|
1,590 |
|
|
|
1,390 |
|
4.054%, 03/15/2029 |
|
|
500 |
|
|
|
467 |
|
3.755%, 03/15/2027 |
|
|
370 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
189,383 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.9% |
|
|
|
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
600 |
|
|
|
606 |
|
4.800%, 12/05/2034 |
|
|
187 |
|
|
|
192 |
|
4.250%, 08/22/2057 |
|
|
490 |
|
|
|
431 |
|
3.875%, 08/22/2037 |
|
|
5,260 |
|
|
|
4,832 |
|
3.600%, 04/13/2032 |
|
|
2,260 |
|
|
|
2,154 |
|
3.450%, 04/13/2029 |
|
|
550 |
|
|
|
538 |
|
3.300%, 04/13/2027 |
|
|
260 |
|
|
|
255 |
|
3.150%, 08/22/2027 |
|
|
160 |
|
|
|
156 |
|
3.100%, 05/12/2051 |
|
|
2,210 |
|
|
|
1,593 |
|
2.500%, 06/03/2050 |
|
|
880 |
|
|
|
564 |
|
1.500%, 06/03/2030 |
|
|
540 |
|
|
|
467 |
|
1.200%, 06/03/2027 |
|
|
1,090 |
|
|
|
1,008 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 |
|
|
1,185 |
|
|
|
1,260 |
|
Comcast |
|
|
|
|
|
|
|
|
4.000%, 08/15/2047 |
|
|
170 |
|
|
|
139 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
|
940 |
|
|
|
966 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
6.050%, 03/05/2031 |
|
|
1,530 |
|
|
|
1,572 |
|
4.000%, 11/13/2030 |
|
|
1,986 |
|
|
|
1,831 |
|
2.900%, 02/10/2029 |
|
|
3,826 |
|
|
|
3,464 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
70 |
|
|
|
76 |
|
6.250%, 10/02/2043 |
|
|
940 |
|
|
|
977 |
|
5.600%, 10/15/2032 |
|
|
280 |
|
|
|
289 |
|
5.150%, 04/01/2038 |
|
|
150 |
|
|
|
144 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.950%, 04/04/2034 |
|
|
2,670 |
|
|
|
2,763 |
|
5.000%, 04/09/2027 |
|
|
465 |
|
|
|
469 |
|
4.350%, 01/17/2027 |
|
|
520 |
|
|
|
516 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.700%, 06/10/2031 |
|
$ |
1,212 |
|
|
$ |
1,043 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.300%, 06/25/2054 |
|
|
573 |
|
|
|
585 |
|
4.850%, 06/25/2031 |
|
|
759 |
|
|
|
777 |
|
4.750%, 06/25/2029 |
|
|
1,142 |
|
|
|
1,168 |
|
3.900%, 12/06/2028 |
|
|
80 |
|
|
|
79 |
|
3.900%, 06/15/2047 |
|
|
100 |
|
|
|
83 |
|
3.625%, 04/15/2052 |
|
|
730 |
|
|
|
568 |
|
3.350%, 04/15/2050 |
|
|
800 |
|
|
|
598 |
|
3.300%, 04/15/2040 |
|
|
540 |
|
|
|
442 |
|
2.700%, 04/15/2030 |
|
|
480 |
|
|
|
441 |
|
2.500%, 04/15/2027 |
|
|
430 |
|
|
|
413 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.800%, 10/01/2024 |
|
|
2,515 |
|
|
|
2,508 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.700%, 06/26/2030 (A) |
|
|
508 |
|
|
|
530 |
|
5.600%, 03/30/2028 (A) |
|
|
2,336 |
|
|
|
2,397 |
|
5.400%, 01/08/2031 (A) |
|
|
880 |
|
|
|
903 |
|
5.400%, 06/24/2031 (A) |
|
|
1,146 |
|
|
|
1,178 |
|
5.300%, 06/24/2029 (A) |
|
|
2,894 |
|
|
|
2,957 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
1.300%, 01/08/2026 (A) |
|
|
1,416 |
|
|
|
1,350 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
6.000%, 08/15/2029 |
|
|
610 |
|
|
|
626 |
|
2.900%, 06/25/2025 |
|
|
140 |
|
|
|
137 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.850%, 04/01/2063 |
|
|
374 |
|
|
|
383 |
|
5.750%, 07/01/2053 |
|
|
1,134 |
|
|
|
1,166 |
|
5.625%, 04/15/2053 |
|
|
364 |
|
|
|
368 |
|
5.000%, 04/15/2040 |
|
|
1,690 |
|
|
|
1,634 |
|
4.500%, 04/15/2030 |
|
|
320 |
|
|
|
320 |
|
4.250%, 04/01/2052 |
|
|
1,819 |
|
|
|
1,492 |
|
2.500%, 04/15/2026 |
|
|
260 |
|
|
|
252 |
|
1.700%, 09/15/2028 |
|
|
900 |
|
|
|
810 |
|
McDonald's |
|
|
|
|
|
|
|
|
5.450%, 08/14/2053 |
|
|
1,865 |
|
|
|
1,888 |
|
4.800%, 08/14/2028 |
|
|
767 |
|
|
|
781 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
6.300%, 03/01/2038 |
|
|
1,145 |
|
|
|
1,281 |
|
5.000%, 05/17/2029 |
|
|
1,917 |
|
|
|
1,971 |
|
4.875%, 12/09/2045 |
|
|
670 |
|
|
|
632 |
|
4.200%, 04/01/2050 |
|
|
1,250 |
|
|
|
1,047 |
|
3.800%, 04/01/2028 |
|
|
250 |
|
|
|
246 |
|
3.700%, 01/30/2026 |
|
|
1,065 |
|
|
|
1,053 |
|
3.625%, 09/01/2049 |
|
|
90 |
|
|
|
69 |
|
3.600%, 07/01/2030 |
|
|
460 |
|
|
|
441 |
|
3.500%, 03/01/2027 |
|
|
180 |
|
|
|
176 |
|
3.500%, 07/01/2027 |
|
|
510 |
|
|
|
499 |
|
2.125%, 03/01/2030 |
|
|
420 |
|
|
|
374 |
|
1.450%, 09/01/2025 |
|
|
850 |
|
|
|
823 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.700%, 04/01/2026 |
|
|
560 |
|
|
|
558 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
$ |
2 |
|
|
$ |
2 |
|
3.250%, 03/27/2040 |
|
|
330 |
|
|
|
269 |
|
2.850%, 03/27/2030 |
|
|
650 |
|
|
|
605 |
|
2.750%, 03/27/2027 |
|
|
640 |
|
|
|
618 |
|
Sands China |
|
|
|
|
|
|
|
|
5.125%, 08/08/2025 |
|
|
810 |
|
|
|
806 |
|
4.375%, 06/18/2030 |
|
|
1,890 |
|
|
|
1,783 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.500%, 11/15/2050 |
|
|
940 |
|
|
|
697 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.100%, 03/21/2031 |
|
|
2,845 |
|
|
|
2,933 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,022 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.5% |
|
|
|
|
Adani International Container Terminal PVT |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (A) |
|
|
537 |
|
|
|
470 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
360 |
|
|
|
273 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
5.375%, 12/06/2032 (A) |
|
|
1,895 |
|
|
|
1,961 |
|
3.000%, 09/23/2029 (A) |
|
|
3,845 |
|
|
|
3,570 |
|
2.600%, 05/27/2030 (A) |
|
|
384 |
|
|
|
346 |
|
Altria Group |
|
|
|
|
|
|
|
|
6.875%, 11/01/2033 |
|
|
1,820 |
|
|
|
2,037 |
|
5.950%, 02/14/2049 |
|
|
380 |
|
|
|
392 |
|
4.800%, 02/14/2029 |
|
|
11 |
|
|
|
11 |
|
4.400%, 02/14/2026 |
|
|
203 |
|
|
|
202 |
|
3.400%, 02/04/2041 |
|
|
970 |
|
|
|
736 |
|
2.450%, 02/04/2032 |
|
|
2,750 |
|
|
|
2,313 |
|
2.350%, 05/06/2025 |
|
|
180 |
|
|
|
177 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
3,280 |
|
|
|
3,149 |
|
4.700%, 02/01/2036 |
|
|
6,746 |
|
|
|
6,663 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.800%, 01/23/2059 |
|
|
560 |
|
|
|
615 |
|
5.550%, 01/23/2049 |
|
|
230 |
|
|
|
241 |
|
5.450%, 01/23/2039 |
|
|
1,914 |
|
|
|
2,014 |
|
5.000%, 06/15/2034 |
|
|
1,485 |
|
|
|
1,523 |
|
4.750%, 01/23/2029 |
|
|
1,890 |
|
|
|
1,925 |
|
4.375%, 04/15/2038 |
|
|
1,031 |
|
|
|
977 |
|
4.350%, 06/01/2040 |
|
|
970 |
|
|
|
895 |
|
3.500%, 06/01/2030 |
|
|
300 |
|
|
|
288 |
|
Bacardi |
|
|
|
|
|
|
|
|
4.450%, 05/15/2025 (A) |
|
|
2,895 |
|
|
|
2,876 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.000%, 02/20/2034 |
|
|
1,065 |
|
|
|
1,123 |
|
5.834%, 02/20/2031 |
|
|
2,630 |
|
|
|
2,760 |
|
5.650%, 03/16/2052 |
|
|
2,155 |
|
|
|
2,035 |
|
4.758%, 09/06/2049 |
|
|
224 |
|
|
|
188 |
|
4.540%, 08/15/2047 |
|
|
3,570 |
|
|
|
2,920 |
|
4.390%, 08/15/2037 |
|
|
1,271 |
|
|
|
1,134 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.557%, 08/15/2027 |
|
$ |
1,792 |
|
|
$ |
1,748 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (A) |
|
|
3,938 |
|
|
|
3,853 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 10/08/2024 (A) |
|
|
1,475 |
|
|
|
1,471 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
1.630%, 08/17/2025 |
|
|
771 |
|
|
|
747 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
5.400%, 05/13/2064 |
|
|
386 |
|
|
|
400 |
|
5.200%, 01/14/2055 |
|
|
1,595 |
|
|
|
1,625 |
|
4.650%, 08/14/2034 |
|
|
1,809 |
|
|
|
1,823 |
|
2.500%, 06/01/2040 |
|
|
310 |
|
|
|
228 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
3.347%, 10/01/2029 |
|
|
702 |
|
|
|
663 |
|
2.782%, 10/01/2030 |
|
|
1,840 |
|
|
|
1,649 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
4.350%, 05/09/2027 |
|
|
600 |
|
|
|
598 |
|
2.250%, 08/01/2031 |
|
|
130 |
|
|
|
111 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
1.750%, 04/20/2032 |
|
|
560 |
|
|
|
469 |
|
1.375%, 06/20/2027 |
|
|
1,220 |
|
|
|
1,135 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
6.036%, 12/10/2028 |
|
|
855 |
|
|
|
865 |
|
5.926%, 01/10/2034 (A) |
|
|
117 |
|
|
|
120 |
|
5.880%, 01/10/2028 |
|
|
49 |
|
|
|
49 |
|
5.789%, 01/10/2026 (A) |
|
|
210 |
|
|
|
210 |
|
Danone |
|
|
|
|
|
|
|
|
2.947%, 11/02/2026 (A) |
|
|
450 |
|
|
|
436 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (A) |
|
|
2,790 |
|
|
|
2,780 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (A) |
|
|
2,440 |
|
|
|
2,268 |
|
General Mills |
|
|
|
|
|
|
|
|
5.500%, 10/17/2028 |
|
|
1,665 |
|
|
|
1,731 |
|
Haleon US Capital LLC |
|
|
|
|
|
|
|
|
3.625%, 03/24/2032 |
|
|
1,781 |
|
|
|
1,655 |
|
3.375%, 03/24/2027 |
|
|
770 |
|
|
|
751 |
|
3.375%, 03/24/2029 |
|
|
530 |
|
|
|
507 |
|
Imperial Brands Finance MTN |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
1,300 |
|
|
|
1,327 |
|
Imperial Brands Finance PLC |
|
|
|
|
|
|
|
|
4.250%, 07/21/2025 (A) |
|
|
326 |
|
|
|
323 |
|
JBS USA Holding Lux S.AR.L. |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
1,861 |
|
|
|
2,136 |
|
3.750%, 12/01/2031 |
|
|
535 |
|
|
|
485 |
|
3.625%, 01/15/2032 |
|
|
763 |
|
|
|
686 |
|
3.000%, 05/15/2032 |
|
|
2,857 |
|
|
|
2,442 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (A) |
|
|
2,582 |
|
|
|
2,831 |
|
6.500%, 12/01/2052 |
|
|
4,601 |
|
|
|
4,847 |
|
3.000%, 02/02/2029 |
|
|
180 |
|
|
|
166 |
|
Kenvue |
|
|
|
|
|
|
|
|
4.900%, 03/22/2033 |
|
|
1,040 |
|
|
|
1,064 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.300%, 03/15/2034 |
|
$ |
2,550 |
|
|
$ |
2,628 |
|
4.417%, 05/25/2025 |
|
|
91 |
|
|
|
91 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
3.100%, 03/26/2030 |
|
|
200 |
|
|
|
189 |
|
Kroger |
|
|
|
|
|
|
|
|
5.500%, 09/15/2054 |
|
|
1,525 |
|
|
|
1,495 |
|
5.000%, 09/15/2034 |
|
|
4,000 |
|
|
|
3,987 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
1,070 |
|
|
|
1,045 |
|
PepsiCo |
|
|
|
|
|
|
|
|
3.900%, 07/18/2032 |
|
|
1,878 |
|
|
|
1,822 |
|
2.625%, 03/19/2027 |
|
|
80 |
|
|
|
77 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.750%, 11/17/2032 |
|
|
922 |
|
|
|
976 |
|
5.500%, 09/07/2030 |
|
|
1,051 |
|
|
|
1,101 |
|
5.375%, 02/15/2033 |
|
|
2,120 |
|
|
|
2,186 |
|
5.250%, 09/07/2028 |
|
|
898 |
|
|
|
924 |
|
5.250%, 02/13/2034 |
|
|
340 |
|
|
|
348 |
|
5.125%, 02/15/2030 |
|
|
2,835 |
|
|
|
2,915 |
|
5.125%, 02/13/2031 |
|
|
1,295 |
|
|
|
1,328 |
|
5.000%, 11/17/2025 |
|
|
1,586 |
|
|
|
1,592 |
|
4.875%, 02/15/2028 |
|
|
2,163 |
|
|
|
2,193 |
|
4.875%, 02/13/2029 |
|
|
450 |
|
|
|
457 |
|
2.100%, 05/01/2030 |
|
|
460 |
|
|
|
406 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
3.500%, 03/01/2032 |
|
|
670 |
|
|
|
593 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
1,060 |
|
|
|
1,240 |
|
7.250%, 06/15/2037 |
|
|
745 |
|
|
|
845 |
|
6.150%, 09/15/2043 |
|
|
480 |
|
|
|
487 |
|
5.850%, 08/15/2045 |
|
|
4,055 |
|
|
|
3,972 |
|
Solventum |
|
|
|
|
|
|
|
|
5.900%, 04/30/2054 (A) |
|
|
1,270 |
|
|
|
1,285 |
|
5.450%, 03/13/2031 (A) |
|
|
1,070 |
|
|
|
1,089 |
|
5.400%, 03/01/2029 (A) |
|
|
1,070 |
|
|
|
1,092 |
|
Trustees of the University of Pennsylvania |
|
|
|
|
|
|
|
|
3.610%, 02/15/2119 |
|
|
43 |
|
|
|
30 |
|
Walmart |
|
|
|
|
|
|
|
|
1.800%, 09/22/2031 |
|
|
200 |
|
|
|
172 |
|
1.500%, 09/22/2028 |
|
|
290 |
|
|
|
264 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,842 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.3% |
|
|
|
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
110 |
|
|
|
97 |
|
4.750%, 04/15/2043 |
|
|
420 |
|
|
|
343 |
|
4.250%, 01/15/2030 |
|
|
20 |
|
|
|
19 |
|
4.250%, 01/15/2044 |
|
|
1,130 |
|
|
|
840 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
5.017%, 11/17/2027 |
|
|
2,007 |
|
|
|
2,051 |
|
4.970%, 10/17/2029 |
|
|
1,684 |
|
|
|
1,727 |
|
4.893%, 09/11/2033 |
|
|
1,835 |
|
|
|
1,845 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.812%, 02/13/2033 |
|
$ |
2,925 |
|
|
$ |
2,926 |
|
3.633%, 04/06/2030 |
|
|
480 |
|
|
|
462 |
|
3.000%, 02/24/2050 |
|
|
1,430 |
|
|
|
977 |
|
Cameron LNG LLC |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (A) |
|
|
1,670 |
|
|
|
1,422 |
|
2.902%, 07/15/2031 (A) |
|
|
1,530 |
|
|
|
1,354 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
200 |
|
|
|
216 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
1,846 |
|
|
|
1,757 |
|
Chevron |
|
|
|
|
|
|
|
|
3.078%, 05/11/2050 |
|
|
950 |
|
|
|
685 |
|
Columbia Pipelines Operating LLC |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (A) |
|
|
280 |
|
|
|
310 |
|
6.036%, 11/15/2033 (A) |
|
|
1,730 |
|
|
|
1,827 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
6.950%, 04/15/2029 |
|
|
995 |
|
|
|
1,105 |
|
4.150%, 11/15/2034 |
|
|
458 |
|
|
|
437 |
|
Continental Resources/Oklahoma |
|
|
|
|
|
|
|
|
4.900%, 06/01/2044 |
|
|
940 |
|
|
|
799 |
|
4.375%, 01/15/2028 |
|
|
810 |
|
|
|
795 |
|
2.268%, 11/15/2026 (A) |
|
|
4,370 |
|
|
|
4,128 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
1,840 |
|
|
|
1,802 |
|
3.900%, 05/15/2027 |
|
|
1,740 |
|
|
|
1,706 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
1,580 |
|
|
|
1,833 |
|
5.850%, 12/15/2025 |
|
|
1,400 |
|
|
|
1,415 |
|
5.750%, 09/15/2054 |
|
|
2,204 |
|
|
|
2,139 |
|
5.600%, 07/15/2041 |
|
|
680 |
|
|
|
664 |
|
5.250%, 10/15/2027 |
|
|
98 |
|
|
|
99 |
|
5.200%, 09/15/2034 |
|
|
4,413 |
|
|
|
4,362 |
|
5.000%, 06/15/2045 |
|
|
1,770 |
|
|
|
1,579 |
|
4.750%, 05/15/2042 |
|
|
567 |
|
|
|
497 |
|
4.500%, 01/15/2030 |
|
|
256 |
|
|
|
253 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
3,390 |
|
|
|
3,641 |
|
5.900%, 04/18/2064 |
|
|
1,306 |
|
|
|
1,311 |
|
5.750%, 04/18/2054 |
|
|
1,869 |
|
|
|
1,870 |
|
5.400%, 04/18/2034 |
|
|
1,430 |
|
|
|
1,456 |
|
5.200%, 04/18/2027 |
|
|
757 |
|
|
|
770 |
|
5.150%, 01/30/2030 |
|
|
1,414 |
|
|
|
1,445 |
|
3.500%, 12/01/2029 |
|
|
1,350 |
|
|
|
1,276 |
|
3.125%, 03/24/2031 |
|
|
320 |
|
|
|
289 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
3,400 |
|
|
|
2,527 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.200%, 11/15/2030 |
|
|
1,122 |
|
|
|
1,212 |
|
6.000%, 11/15/2028 |
|
|
1,122 |
|
|
|
1,185 |
|
5.950%, 04/05/2054 |
|
|
377 |
|
|
|
390 |
|
5.625%, 04/05/2034 |
|
|
1,133 |
|
|
|
1,169 |
|
Energy Transfer LP |
|
|
|
|
|
|
|
|
6.400%, 12/01/2030 |
|
|
4,920 |
|
|
|
5,323 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.250%, 04/15/2049 |
|
$ |
1,390 |
|
|
$ |
1,446 |
|
6.050%, 09/01/2054 |
|
|
1,146 |
|
|
|
1,173 |
|
5.950%, 05/15/2054 |
|
|
3,054 |
|
|
|
3,084 |
|
5.600%, 09/01/2034 |
|
|
1,909 |
|
|
|
1,965 |
|
5.550%, 05/15/2034 |
|
|
680 |
|
|
|
697 |
|
5.500%, 06/01/2027 |
|
|
620 |
|
|
|
632 |
|
5.400%, 10/01/2047 |
|
|
480 |
|
|
|
449 |
|
5.300%, 04/01/2044 |
|
|
60 |
|
|
|
56 |
|
5.300%, 04/15/2047 |
|
|
764 |
|
|
|
709 |
|
5.250%, 04/15/2029 |
|
|
2,085 |
|
|
|
2,132 |
|
5.250%, 07/01/2029 |
|
|
1,910 |
|
|
|
1,955 |
|
4.950%, 06/15/2028 |
|
|
280 |
|
|
|
283 |
|
4.000%, 10/01/2027 |
|
|
1,870 |
|
|
|
1,836 |
|
3.750%, 05/15/2030 |
|
|
2,550 |
|
|
|
2,412 |
|
2.900%, 05/15/2025 |
|
|
740 |
|
|
|
728 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.950%, 05/15/2054 (A) |
|
|
540 |
|
|
|
555 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
60 |
|
|
|
74 |
|
6.650%, 10/15/2034 |
|
|
390 |
|
|
|
438 |
|
6.125%, 10/15/2039 |
|
|
145 |
|
|
|
158 |
|
5.550%, 02/16/2055 |
|
|
1,999 |
|
|
|
2,034 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (B) |
|
|
470 |
|
|
|
442 |
|
4.950%, 02/15/2035 |
|
|
3,015 |
|
|
|
3,028 |
|
4.850%, 01/31/2034 |
|
|
1,570 |
|
|
|
1,576 |
|
4.850%, 03/15/2044 |
|
|
60 |
|
|
|
56 |
|
4.150%, 10/16/2028 |
|
|
1,580 |
|
|
|
1,570 |
|
3.950%, 01/31/2060 |
|
|
300 |
|
|
|
230 |
|
3.700%, 01/31/2051 |
|
|
510 |
|
|
|
391 |
|
3.125%, 07/31/2029 |
|
|
350 |
|
|
|
332 |
|
2.800%, 01/31/2030 |
|
|
1,800 |
|
|
|
1,664 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
1,590 |
|
|
|
1,507 |
|
4.375%, 04/15/2030 |
|
|
860 |
|
|
|
861 |
|
4.150%, 01/15/2026 |
|
|
270 |
|
|
|
269 |
|
3.900%, 04/01/2035 |
|
|
960 |
|
|
|
886 |
|
EQT |
|
|
|
|
|
|
|
|
7.000%, 02/01/2030 |
|
|
900 |
|
|
|
981 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
100 |
|
|
|
89 |
|
4.227%, 03/19/2040 |
|
|
260 |
|
|
|
239 |
|
4.114%, 03/01/2046 |
|
|
910 |
|
|
|
792 |
|
3.482%, 03/19/2030 |
|
|
730 |
|
|
|
703 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.625%, 03/31/2036 (A) |
|
|
964 |
|
|
|
814 |
|
2.160%, 03/31/2034 (A) |
|
|
1,198 |
|
|
|
1,055 |
|
1.750%, 09/30/2027 (A) |
|
|
1,333 |
|
|
|
1,269 |
|
Greensaif Pipelines Bidco Sarl |
|
|
|
|
|
|
|
|
6.103%, 08/23/2042 (A) |
|
|
1,985 |
|
|
|
2,036 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
3,020 |
|
|
|
3,206 |
|
5.800%, 04/01/2047 |
|
|
1,150 |
|
|
|
1,193 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HF Sinclair |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
$ |
1,265 |
|
|
$ |
1,278 |
|
5.000%, 02/01/2028 (A) |
|
|
2,290 |
|
|
|
2,257 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
|
470 |
|
|
|
460 |
|
5.750%, 04/19/2047 (A) |
|
|
1,770 |
|
|
|
1,606 |
|
5.375%, 04/24/2030 (A) |
|
|
1,520 |
|
|
|
1,502 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.200%, 03/01/2048 |
|
|
1,240 |
|
|
|
1,143 |
|
5.050%, 02/15/2046 |
|
|
260 |
|
|
|
236 |
|
5.000%, 02/01/2029 |
|
|
300 |
|
|
|
304 |
|
4.300%, 03/01/2028 |
|
|
450 |
|
|
|
448 |
|
Kinder Morgan Energy Partners LP |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
70 |
|
|
|
68 |
|
5.400%, 09/01/2044 |
|
|
40 |
|
|
|
38 |
|
5.000%, 03/01/2043 |
|
|
50 |
|
|
|
45 |
|
MPLX LP |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
410 |
|
|
|
393 |
|
5.200%, 03/01/2047 |
|
|
320 |
|
|
|
298 |
|
5.200%, 12/01/2047 |
|
|
470 |
|
|
|
433 |
|
4.800%, 02/15/2029 |
|
|
120 |
|
|
|
121 |
|
4.700%, 04/15/2048 |
|
|
1,410 |
|
|
|
1,214 |
|
4.500%, 04/15/2038 |
|
|
810 |
|
|
|
740 |
|
4.000%, 03/15/2028 |
|
|
350 |
|
|
|
343 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
140 |
|
|
|
162 |
|
7.500%, 05/01/2031 |
|
|
240 |
|
|
|
272 |
|
5.550%, 03/15/2026 |
|
|
2,180 |
|
|
|
2,198 |
|
4.625%, 06/15/2045 |
|
|
400 |
|
|
|
328 |
|
4.400%, 04/15/2046 |
|
|
410 |
|
|
|
336 |
|
4.200%, 03/15/2048 |
|
|
390 |
|
|
|
302 |
|
4.100%, 02/15/2047 |
|
|
1,040 |
|
|
|
773 |
|
3.400%, 04/15/2026 |
|
|
100 |
|
|
|
97 |
|
3.200%, 08/15/2026 |
|
|
1,740 |
|
|
|
1,683 |
|
3.000%, 02/15/2027 |
|
|
510 |
|
|
|
486 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
4,508 |
|
|
|
4,965 |
|
6.050%, 09/01/2033 |
|
|
830 |
|
|
|
876 |
|
5.800%, 11/01/2030 |
|
|
540 |
|
|
|
570 |
|
5.550%, 11/01/2026 |
|
|
350 |
|
|
|
357 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (A) |
|
|
1,220 |
|
|
|
1,272 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
|
1,090 |
|
|
|
1,029 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
4.750%, 06/19/2032 (A) |
|
|
4,690 |
|
|
|
3,525 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.350%, 02/12/2048 |
|
|
266 |
|
|
|
176 |
|
2.460%, 12/15/2025 |
|
|
470 |
|
|
|
448 |
|
2.378%, 04/15/2025 |
|
|
174 |
|
|
|
170 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
999 |
|
|
|
684 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
$ |
925 |
|
|
$ |
882 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
1,590 |
|
|
|
1,383 |
|
1.900%, 08/15/2030 |
|
|
720 |
|
|
|
627 |
|
1.125%, 01/15/2026 |
|
|
180 |
|
|
|
172 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (A) |
|
|
2,480 |
|
|
|
1,827 |
|
2.875%, 01/12/2032 (A) |
|
|
1,280 |
|
|
|
1,115 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
4.950%, 07/15/2029 (A) |
|
|
1,985 |
|
|
|
1,897 |
|
Sabine Pass Liquefaction LLC |
|
|
|
|
|
|
|
|
5.000%, 03/15/2027 |
|
|
3,145 |
|
|
|
3,167 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (A) |
|
|
857 |
|
|
|
842 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
660 |
|
|
|
754 |
|
4.550%, 08/12/2043 |
|
|
490 |
|
|
|
459 |
|
4.375%, 05/11/2045 |
|
|
890 |
|
|
|
794 |
|
4.125%, 05/11/2035 |
|
|
2,445 |
|
|
|
2,338 |
|
4.000%, 05/10/2046 |
|
|
170 |
|
|
|
143 |
|
3.750%, 09/12/2046 |
|
|
100 |
|
|
|
80 |
|
3.250%, 04/06/2050 |
|
|
540 |
|
|
|
392 |
|
2.750%, 04/06/2030 |
|
|
660 |
|
|
|
609 |
|
Spectra Energy Partners LP |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
140 |
|
|
|
136 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,200 |
|
|
|
2,589 |
|
2.900%, 03/01/2030 (A) |
|
|
2,775 |
|
|
|
2,516 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
5.638%, 04/05/2064 |
|
|
377 |
|
|
|
391 |
|
5.488%, 04/05/2054 |
|
|
756 |
|
|
|
780 |
|
5.150%, 04/05/2034 |
|
|
755 |
|
|
|
781 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
5.850%, 03/15/2036 |
|
|
117 |
|
|
|
122 |
|
4.625%, 03/01/2034 |
|
|
4,705 |
|
|
|
4,572 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
1,820 |
|
|
|
1,882 |
|
Western Midstream Operating LP |
|
|
|
|
|
|
|
|
3.100%, 02/01/2025 |
|
|
330 |
|
|
|
326 |
|
Williams |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,284 |
|
|
|
1,559 |
|
7.750%, 06/15/2031 |
|
|
339 |
|
|
|
380 |
|
7.500%, 01/15/2031 |
|
|
9 |
|
|
|
10 |
|
5.750%, 06/24/2044 |
|
|
400 |
|
|
|
404 |
|
5.150%, 03/15/2034 |
|
|
1,240 |
|
|
|
1,245 |
|
5.100%, 09/15/2045 |
|
|
670 |
|
|
|
623 |
|
4.900%, 01/15/2045 |
|
|
570 |
|
|
|
514 |
|
3.750%, 06/15/2027 |
|
|
410 |
|
|
|
402 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
184,689 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Financials — 8.9% |
|
|
|
|
Aegon |
|
|
|
|
|
|
|
|
4.137%, USISSO10 + 0.387%(B)(H) |
|
$ |
2,180 |
|
|
$ |
1,742 |
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 |
|
|
2,334 |
|
|
|
2,428 |
|
3.300%, 01/30/2032 |
|
|
4,268 |
|
|
|
3,794 |
|
3.000%, 10/29/2028 |
|
|
13,448 |
|
|
|
12,577 |
|
2.450%, 10/29/2026 |
|
|
3,970 |
|
|
|
3,784 |
|
1.650%, 10/29/2024 |
|
|
917 |
|
|
|
911 |
|
AIB Group PLC MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (A)(B) |
|
|
1,810 |
|
|
|
1,872 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.184%, SOFRRATE + 2.290%, 07/26/2035 (B) |
|
|
2,510 |
|
|
|
2,556 |
|
American Express |
|
|
|
|
|
|
|
|
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B) |
|
|
8,695 |
|
|
|
8,843 |
|
4.050%, 05/03/2029 |
|
|
650 |
|
|
|
647 |
|
4.050%, 12/03/2042 |
|
|
250 |
|
|
|
221 |
|
American International Group |
|
|
|
|
|
|
|
|
3.875%, 01/15/2035 |
|
|
315 |
|
|
|
291 |
|
Aon / Aon Global Holdings PLC |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
1,015 |
|
|
|
791 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.450%, 03/01/2034 |
|
|
5,640 |
|
|
|
5,836 |
|
Apollo Global Management |
|
|
|
|
|
|
|
|
5.800%, 05/21/2054 |
|
|
1,150 |
|
|
|
1,183 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
3.205%, 03/08/2027 (A) |
|
|
1,470 |
|
|
|
1,401 |
|
2.950%, 11/12/2026 (A) |
|
|
2,665 |
|
|
|
2,564 |
|
2.717%, 01/07/2029 (A) |
|
|
1,245 |
|
|
|
1,141 |
|
1.985%, 08/19/2028 (A) |
|
|
20 |
|
|
|
18 |
|
1.608%, 06/29/2026 (A) |
|
|
1,020 |
|
|
|
964 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
1,140 |
|
|
|
1,118 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
6.375%, 05/04/2028 (A) |
|
|
1,410 |
|
|
|
1,466 |
|
5.750%, 03/01/2029 (A) |
|
|
1,410 |
|
|
|
1,444 |
|
5.750%, 11/15/2029 (A) |
|
|
3,015 |
|
|
|
3,087 |
|
3.250%, 02/15/2027 (A) |
|
|
400 |
|
|
|
383 |
|
2.875%, 02/15/2025 (A) |
|
|
1,420 |
|
|
|
1,401 |
|
2.528%, 11/18/2027 (A) |
|
|
1,073 |
|
|
|
993 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
1,600 |
|
|
|
1,811 |
|
6.033%, H15T1Y + 1.950%, 03/13/2035 (B) |
|
|
1,400 |
|
|
|
1,457 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
2,800 |
|
|
|
3,185 |
|
6.607%, 11/07/2028 |
|
|
1,000 |
|
|
|
1,077 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.527%, H15T1Y + 1.650%, 11/07/2027 (B) |
|
$ |
1,200 |
|
|
$ |
1,244 |
|
5.538%, H15T1Y + 1.450%, 03/14/2030 (B) |
|
|
1,600 |
|
|
|
1,644 |
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
|
|
200 |
|
|
|
197 |
|
2.746%, 05/28/2025 |
|
|
1,800 |
|
|
|
1,769 |
|
Bank Gospodarstwa Krajowego |
|
|
|
|
|
|
|
|
6.250%, 07/09/2054 (A) |
|
|
1,277 |
|
|
|
1,376 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B) |
|
|
389 |
|
|
|
399 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
2,765 |
|
|
|
2,862 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
4,720 |
|
|
|
4,618 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
6,482 |
|
|
|
6,250 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
6,175 |
|
|
|
5,539 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
2,590 |
|
|
|
2,240 |
|
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) |
|
|
14,079 |
|
|
|
13,356 |
|
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B) |
|
|
4,685 |
|
|
|
4,473 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.425%, SOFRRATE + 1.913%, 08/15/2035 (B) |
|
|
3,467 |
|
|
|
3,475 |
|
5.000%, 01/21/2044 |
|
|
1,800 |
|
|
|
1,792 |
|
4.450%, 03/03/2026 |
|
|
1,630 |
|
|
|
1,625 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
|
|
2,060 |
|
|
|
2,049 |
|
4.250%, 10/22/2026 |
|
|
130 |
|
|
|
129 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
2,940 |
|
|
|
2,474 |
|
4.000%, 01/22/2025 |
|
|
1,580 |
|
|
|
1,571 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (B) |
|
|
1,780 |
|
|
|
1,743 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (B) |
|
|
710 |
|
|
|
692 |
|
3.500%, 04/19/2026 |
|
|
1,210 |
|
|
|
1,191 |
|
3.093%, TSFR3M + 1.352%, 10/01/2025 (B) |
|
|
1,915 |
|
|
|
1,911 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
2,020 |
|
|
|
1,781 |
|
2.884%, TSFR3M + 1.452%, 10/22/2030 (B) |
|
|
480 |
|
|
|
441 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (B) |
|
|
1,435 |
|
|
|
1,286 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) |
|
|
13,470 |
|
|
|
12,331 |
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
|
|
60 |
|
|
|
58 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
$ |
1,360 |
|
|
$ |
1,333 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B) |
|
|
2,020 |
|
|
|
2,030 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.060%, SOFRRATE + 1.230%, 07/22/2032 (B) |
|
|
1,578 |
|
|
|
1,613 |
|
3.250%, 09/11/2024 |
|
|
270 |
|
|
|
270 |
|
3.250%, 05/16/2027 |
|
|
270 |
|
|
|
263 |
|
1.600%, 04/24/2025 |
|
|
410 |
|
|
|
401 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(H) |
|
|
1,385 |
|
|
|
1,363 |
|
4.588%, H15T5Y + 2.050%, 05/04/2037 (B) |
|
|
710 |
|
|
|
666 |
|
1.300%, 06/11/2025 |
|
|
760 |
|
|
|
740 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
3.450%, 04/11/2025 |
|
|
1,950 |
|
|
|
1,932 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B) |
|
|
2,352 |
|
|
|
2,425 |
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
|
|
2,352 |
|
|
|
2,400 |
|
4.375%, 01/12/2026 |
|
|
4,430 |
|
|
|
4,404 |
|
Barclays PLC MTN |
|
|
|
|
|
|
|
|
4.972%, US0003M + 1.902%, 05/16/2029 (B) |
|
|
640 |
|
|
|
642 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
|
1,260 |
|
|
|
1,144 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.350%, 01/08/2055 |
|
|
1,132 |
|
|
|
1,162 |
|
5.250%, 03/14/2054 |
|
|
340 |
|
|
|
345 |
|
4.900%, 01/08/2035 |
|
|
1,562 |
|
|
|
1,588 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B) |
|
|
4,212 |
|
|
|
4,471 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (A)(B) |
|
|
2,255 |
|
|
|
2,314 |
|
5.198%, TSFR3M + 2.829%, 01/10/2030 (A)(B) |
|
|
1,220 |
|
|
|
1,240 |
|
5.176%, SOFRRATE + 1.520%, 01/09/2030 (A)(B) |
|
|
2,225 |
|
|
|
2,263 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B) |
|
|
3,070 |
|
|
|
3,117 |
|
4.400%, 08/14/2028 (A) |
|
|
1,070 |
|
|
|
1,060 |
|
3.375%, 01/09/2025 (A) |
|
|
420 |
|
|
|
417 |
|
2.871%, TSFR3M + 1.387%, 04/19/2032 (A)(B) |
|
|
2,820 |
|
|
|
2,468 |
|
2.219%, SOFRRATE + 2.074%, 06/09/2026 (A)(B) |
|
|
950 |
|
|
|
928 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USSW5 + 1.483%, 03/01/2033 (A)(B) |
|
|
380 |
|
|
|
368 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (A)(B) |
|
$ |
3,120 |
|
|
$ |
3,159 |
|
Brighthouse Financial |
|
|
|
|
|
|
|
|
4.700%, 06/22/2047 |
|
|
4 |
|
|
|
3 |
|
Cantor Fitzgerald LP |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (A) |
|
|
1,575 |
|
|
|
1,552 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
5.884%, SOFRRATE + 1.990%, 07/26/2035 (B) |
|
|
1,554 |
|
|
|
1,594 |
|
5.463%, SOFRRATE + 1.560%, 07/26/2030 (B) |
|
|
2,330 |
|
|
|
2,372 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B) |
|
|
1,810 |
|
|
|
1,916 |
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
360 |
|
|
|
387 |
|
5.875%, 08/24/2026 |
|
|
1,860 |
|
|
|
1,906 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
3,380 |
|
|
|
3,497 |
|
Chubb INA Holdings LLC |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
420 |
|
|
|
413 |
|
Chubb INA Holdings LLC MTN |
|
|
|
|
|
|
|
|
5.000%, 03/15/2034 |
|
|
1,650 |
|
|
|
1,691 |
|
CI Financial |
|
|
|
|
|
|
|
|
3.200%, 12/17/2030 |
|
|
1,520 |
|
|
|
1,257 |
|
Citadel LP |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (A) |
|
|
1,240 |
|
|
|
1,233 |
|
Citibank |
|
|
|
|
|
|
|
|
5.570%, 04/30/2034 |
|
|
4,625 |
|
|
|
4,858 |
|
5.488%, 12/04/2026 |
|
|
1,995 |
|
|
|
2,040 |
|
4.838%, 08/06/2029 |
|
|
4,374 |
|
|
|
4,434 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
1,438 |
|
|
|
1,871 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
2,820 |
|
|
|
2,977 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
831 |
|
|
|
854 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
4,970 |
|
|
|
5,006 |
|
5.500%, 09/13/2025 |
|
|
1,000 |
|
|
|
1,005 |
|
5.300%, 05/06/2044 |
|
|
255 |
|
|
|
251 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
5,605 |
|
|
|
5,712 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B) |
|
|
1,410 |
|
|
|
1,402 |
|
4.750%, 05/18/2046 |
|
|
150 |
|
|
|
136 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B) |
|
|
600 |
|
|
|
602 |
|
4.650%, 07/30/2045 |
|
|
1,140 |
|
|
|
1,044 |
|
4.650%, 07/23/2048 |
|
|
280 |
|
|
|
255 |
|
4.600%, 03/09/2026 |
|
|
2,785 |
|
|
|
2,778 |
|
4.450%, 09/29/2027 |
|
|
1,070 |
|
|
|
1,065 |
|
4.400%, 06/10/2025 |
|
|
2,040 |
|
|
|
2,029 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.300%, 11/20/2026 |
|
$ |
590 |
|
|
$ |
586 |
|
4.125%, 07/25/2028 |
|
|
260 |
|
|
|
256 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
1,780 |
|
|
|
1,643 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B) |
|
|
560 |
|
|
|
553 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
|
313 |
|
|
|
275 |
|
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B) |
|
|
2,575 |
|
|
|
2,371 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B) |
|
|
6,070 |
|
|
|
5,399 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
3,080 |
|
|
|
2,668 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
1,125 |
|
|
|
961 |
|
Citizens Financial Group |
|
|
|
|
|
|
|
|
5.718%, SOFRRATE + 1.910%, 07/23/2032 (B) |
|
|
2,344 |
|
|
|
2,393 |
|
Constellation Insurance |
|
|
|
|
|
|
|
|
6.800%, 01/24/2030 (A) |
|
|
1,775 |
|
|
|
1,768 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
1,310 |
|
|
|
1,301 |
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(B) |
|
|
3,290 |
|
|
|
3,033 |
|
3.649%, H15T1Y + 1.220%, 04/06/2028 (A)(B) |
|
|
780 |
|
|
|
760 |
|
Credit Agricole SA/London MTN |
|
|
|
|
|
|
|
|
1.907%, SOFRRATE + 1.676%, 06/16/2026 (A)(B) |
|
|
630 |
|
|
|
614 |
|
Credit Suisse AG/New York NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
1,570 |
|
|
|
1,582 |
|
7.500%, 02/15/2028 |
|
|
3,000 |
|
|
|
3,275 |
|
Credit Suisse AG/New York NY MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
2,645 |
|
|
|
2,626 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
2,255 |
|
|
|
2,263 |
|
3.244%, US0003M + 1.591%, 12/20/2025 (A)(B) |
|
|
1,320 |
|
|
|
1,311 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
0.976%, H15T1Y + 0.550%, 09/10/2025 (A)(B) |
|
|
1,110 |
|
|
|
1,109 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
1,445 |
|
|
|
1,537 |
|
5.414%, 05/10/2029 |
|
|
2,672 |
|
|
|
2,756 |
|
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B) |
|
|
3,189 |
|
|
|
2,730 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (A) |
|
|
1,580 |
|
|
|
1,484 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
1,788 |
|
|
|
1,758 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) |
|
$ |
4,120 |
|
|
$ |
3,853 |
|
Global Payments |
|
|
|
|
|
|
|
|
4.950%, 08/15/2027 |
|
|
1,666 |
|
|
|
1,684 |
|
2.150%, 01/15/2027 |
|
|
2,731 |
|
|
|
2,586 |
|
Goldman Sachs Bank USA NY |
|
|
|
|
|
|
|
|
5.414%, SOFRRATE + 0.750%, 05/21/2027 (B) |
|
|
3,836 |
|
|
|
3,879 |
|
5.283%, SOFRRATE + 0.777%, 03/18/2027 (B) |
|
|
2,340 |
|
|
|
2,358 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
6.045%, TSFR3M + 1.029%(B)(H) |
|
|
435 |
|
|
|
367 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
1,349 |
|
|
|
1,520 |
|
6.250%, 02/01/2041 |
|
|
1,290 |
|
|
|
1,440 |
|
5.859%, SOFRRATE + 0.486%, 10/21/2024 (B) |
|
|
2,475 |
|
|
|
2,475 |
|
5.330%, SOFRRATE + 1.550%, 07/23/2035 (B) |
|
|
2,340 |
|
|
|
2,384 |
|
5.150%, 05/22/2045 |
|
|
1,870 |
|
|
|
1,838 |
|
5.049%, SOFRRATE + 1.210%, 07/23/2030 (B) |
|
|
3,119 |
|
|
|
3,166 |
|
4.750%, 10/21/2045 |
|
|
400 |
|
|
|
378 |
|
4.387%, SOFRRATE + 1.510%, 06/15/2027 (B) |
|
|
2,610 |
|
|
|
2,597 |
|
4.250%, 10/21/2025 |
|
|
820 |
|
|
|
814 |
|
4.223%, TSFR3M + 1.563%, 05/01/2029 (B) |
|
|
500 |
|
|
|
493 |
|
3.750%, 05/22/2025 |
|
|
500 |
|
|
|
495 |
|
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B) |
|
|
310 |
|
|
|
303 |
|
3.500%, 01/23/2025 |
|
|
150 |
|
|
|
149 |
|
3.500%, 04/01/2025 |
|
|
870 |
|
|
|
862 |
|
3.500%, 11/16/2026 |
|
|
2,420 |
|
|
|
2,366 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
2,425 |
|
|
|
2,420 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
93 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
280 |
|
|
|
206 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
9,760 |
|
|
|
8,425 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
5,670 |
|
|
|
4,828 |
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) |
|
|
8,685 |
|
|
|
8,155 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
9,465 |
|
|
|
8,987 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (A) |
|
|
290 |
|
|
|
281 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
510 |
|
|
|
596 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
|
$ |
1,480 |
|
|
$ |
1,511 |
|
5.733%, SOFRRATE + 1.520%, 05/17/2032 (B) |
|
|
3,745 |
|
|
|
3,887 |
|
5.597%, SOFRRATE + 1.060%, 05/17/2028 (B) |
|
|
2,415 |
|
|
|
2,467 |
|
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B) |
|
|
660 |
|
|
|
660 |
|
4.583%, TSFR3M + 1.796%, 06/19/2029 (B) |
|
|
660 |
|
|
|
655 |
|
4.250%, 08/18/2025 |
|
|
700 |
|
|
|
694 |
|
4.041%, TSFR3M + 1.808%, 03/13/2028 (B) |
|
|
1,030 |
|
|
|
1,012 |
|
2.871%, SOFRRATE + 1.410%, 11/22/2032 (B) |
|
|
350 |
|
|
|
304 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B) |
|
|
860 |
|
|
|
747 |
|
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B) |
|
|
410 |
|
|
|
357 |
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B) |
|
|
4,845 |
|
|
|
4,731 |
|
HSBC USA |
|
|
|
|
|
|
|
|
5.294%, 03/04/2027 |
|
|
2,226 |
|
|
|
2,268 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
5.250%, 06/15/2031 |
|
|
1,695 |
|
|
|
1,761 |
|
1.850%, 09/15/2032 |
|
|
3,890 |
|
|
|
3,167 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (A) |
|
|
1,260 |
|
|
|
1,264 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
2,780 |
|
|
|
2,406 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,725 |
|
|
|
2,085 |
|
6.060%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
2,740 |
|
|
|
2,672 |
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
|
|
8,880 |
|
|
|
9,432 |
|
5.581%, SOFRRATE + 1.160%, 04/22/2030 (B) |
|
|
4,713 |
|
|
|
4,907 |
|
5.571%, SOFRRATE + 0.930%, 04/22/2028 (B) |
|
|
5,701 |
|
|
|
5,844 |
|
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B) |
|
|
4,705 |
|
|
|
4,828 |
|
5.294%, SOFRRATE + 1.460%, 07/22/2035 (B) |
|
|
2,790 |
|
|
|
2,863 |
|
4.995%, SOFRRATE + 1.125%, 07/22/2030 (B) |
|
|
1,979 |
|
|
|
2,015 |
|
4.979%, SOFRRATE + 0.930%, 07/22/2028 (B) |
|
|
1,950 |
|
|
|
1,975 |
|
4.950%, 06/01/2045 |
|
|
170 |
|
|
|
166 |
|
4.452%, TSFR3M + 1.592%, 12/05/2029 (B) |
|
|
740 |
|
|
|
737 |
|
4.250%, 10/01/2027 |
|
|
2,070 |
|
|
|
2,065 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.203%, TSFR3M + 1.522%, 07/23/2029 (B) |
|
$ |
940 |
|
|
$ |
928 |
|
4.125%, 12/15/2026 |
|
|
2,420 |
|
|
|
2,404 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
215 |
|
|
|
192 |
|
3.875%, 09/10/2024 |
|
|
440 |
|
|
|
440 |
|
3.625%, 12/01/2027 |
|
|
1,000 |
|
|
|
978 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
210 |
|
|
|
151 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
2,755 |
|
|
|
2,506 |
|
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B) |
|
|
1,470 |
|
|
|
1,416 |
|
2.739%, TSFR3M + 1.510%, 10/15/2030 (B) |
|
|
1,640 |
|
|
|
1,502 |
|
2.580%, TSFR3M + 1.250%, 04/22/2032 (B) |
|
|
1,212 |
|
|
|
1,061 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
1,320 |
|
|
|
1,142 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
1,960 |
|
|
|
1,759 |
|
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B) |
|
|
470 |
|
|
|
468 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B) |
|
|
1,775 |
|
|
|
1,669 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B) |
|
|
1,280 |
|
|
|
1,256 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
2,525 |
|
|
|
2,311 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
425 |
|
|
|
359 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) |
|
|
5,945 |
|
|
|
5,657 |
|
1.470%, SOFRRATE + 0.765%, 09/22/2027 (B) |
|
|
3,180 |
|
|
|
2,987 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B) |
|
|
1,670 |
|
|
|
1,595 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
120 |
|
|
|
119 |
|
Lehman Brothers Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2049 (I) |
|
|
4,040 |
|
|
|
– |
|
Lehman Brothers Holdings MTN |
|
|
|
|
|
|
|
|
6.750%, 12/31/2049 (I) |
|
|
10,370 |
|
|
|
– |
|
Lehman Brothers Holdings Capital Trust VII MTN |
|
|
|
|
|
|
|
|
5.857%, US0003M + 0.840%(H)(I) |
|
|
20,630 |
|
|
|
– |
|
Lloyds Bank PLC |
|
|
|
|
|
|
|
|
3.500%, 05/14/2025 |
|
|
100 |
|
|
|
99 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.871%, H15T1Y + 1.700%, 03/06/2029 (B) |
|
|
160 |
|
|
|
166 |
|
4.375%, 03/22/2028 |
|
|
680 |
|
|
|
675 |
|
3.574%, US0003M + 1.205%, 11/07/2028 (B) |
|
|
370 |
|
|
|
357 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Marsh & McLennan |
|
|
|
|
|
|
|
|
5.750%, 11/01/2032 |
|
$ |
1,510 |
|
|
$ |
1,625 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
2,850 |
|
|
|
2,366 |
|
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
|
1,720 |
|
|
|
1,690 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
1,580 |
|
|
|
1,662 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (A) |
|
|
4,445 |
|
|
|
4,357 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.000%, 01/06/2026 (A) |
|
|
1,180 |
|
|
|
1,188 |
|
3.300%, 03/21/2029 (A) |
|
|
2,460 |
|
|
|
2,342 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
3,510 |
|
|
|
3,517 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
3,240 |
|
|
|
3,239 |
|
4.080%, H15T1Y + 1.300%, 04/19/2028 (B) |
|
|
720 |
|
|
|
711 |
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (B) |
|
|
700 |
|
|
|
694 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
4,317 |
|
|
|
4,448 |
|
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B) |
|
|
2,292 |
|
|
|
2,363 |
|
5.320%, SOFRRATE + 1.555%, 07/19/2035 (B) |
|
|
4,898 |
|
|
|
5,003 |
|
5.042%, SOFRRATE + 1.215%, 07/19/2030 (B) |
|
|
3,508 |
|
|
|
3,568 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B) |
|
|
460 |
|
|
|
379 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
1,520 |
|
|
|
1,444 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
|
|
9,149 |
|
|
|
9,678 |
|
5.656%, SOFRRATE + 1.260%, 04/18/2030 (B) |
|
|
5,135 |
|
|
|
5,346 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
3,490 |
|
|
|
3,549 |
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B) |
|
|
2,017 |
|
|
|
2,055 |
|
4.431%, TSFR3M + 1.890%, 01/23/2030 (B) |
|
|
70 |
|
|
|
70 |
|
4.350%, 09/08/2026 |
|
|
1,105 |
|
|
|
1,099 |
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (B) |
|
|
280 |
|
|
|
273 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B) |
|
|
3,165 |
|
|
|
3,003 |
|
3.591%, US0003M + 1.340%, 07/22/2028 (B) |
|
|
270 |
|
|
|
262 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B) |
|
$ |
10 |
|
|
$ |
9 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
3,020 |
|
|
|
2,590 |
|
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B) |
|
|
725 |
|
|
|
690 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
2,895 |
|
|
|
2,450 |
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B) |
|
|
2,020 |
|
|
|
1,980 |
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B) |
|
|
1,235 |
|
|
|
1,165 |
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B) |
|
|
1,770 |
|
|
|
1,759 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
4.968%, SOFRRATE + 0.930%, 07/14/2028 (B) |
|
|
2,758 |
|
|
|
2,793 |
|
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B) |
|
|
3,773 |
|
|
|
3,802 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
2,150 |
|
|
|
2,239 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (A) |
|
|
510 |
|
|
|
499 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B) |
|
|
2,565 |
|
|
|
2,454 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.891%, US0003M + 2.290%, 12/15/2024 (A)(B) |
|
|
4,407 |
|
|
|
4,403 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
2,180 |
|
|
|
2,238 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
1,640 |
|
|
|
1,552 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (A) |
|
|
550 |
|
|
|
533 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
4.550%, 01/28/2033 (A) |
|
|
1,565 |
|
|
|
1,541 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
3.750%, 05/15/2050 (A) |
|
|
650 |
|
|
|
505 |
|
Northwestern Mutual Global Funding |
|
|
|
|
|
|
|
|
5.160%, 05/28/2031 (A) |
|
|
3,285 |
|
|
|
3,412 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (A) |
|
|
2,428 |
|
|
|
1,758 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
5.150%, 06/01/2034 |
|
|
50 |
|
|
|
52 |
|
4.400%, 06/01/2032 |
|
|
630 |
|
|
|
625 |
|
2.300%, 06/01/2030 |
|
|
3,515 |
|
|
|
3,145 |
|
1.650%, 06/01/2025 |
|
|
640 |
|
|
|
625 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
|
910 |
|
|
|
902 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
1,355 |
|
|
|
1,526 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
$ |
450 |
|
|
$ |
452 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
185 |
|
|
|
193 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
1,080 |
|
|
|
1,116 |
|
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B) |
|
|
1,660 |
|
|
|
1,659 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (A) |
|
|
2,940 |
|
|
|
2,919 |
|
1.250%, 06/23/2025 (A) |
|
|
270 |
|
|
|
262 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.813%, 06/29/2085 (B) |
|
|
860 |
|
|
|
783 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.150%, 02/01/2034 |
|
|
720 |
|
|
|
738 |
|
4.969%, SOFRRATE + 1.100%, 08/02/2030 (B) |
|
|
2,731 |
|
|
|
2,777 |
|
2.250%, 11/01/2024 |
|
|
170 |
|
|
|
169 |
|
1.150%, 06/10/2025 |
|
|
730 |
|
|
|
710 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.138%, 05/31/2035 (B) |
|
|
2,947 |
|
|
|
3,056 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B) |
|
|
705 |
|
|
|
666 |
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
|
|
2,235 |
|
|
|
2,110 |
|
1.532%, H15T1Y + 1.250%, 08/21/2026 (B) |
|
|
1,140 |
|
|
|
1,100 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (A) |
|
|
1,100 |
|
|
|
1,143 |
|
2.625%, 01/22/2025 (A) |
|
|
1,345 |
|
|
|
1,330 |
|
State Street |
|
|
|
|
|
|
|
|
4.530%, SOFRRATE + 1.018%, 02/20/2029 (B) |
|
|
2,360 |
|
|
|
2,364 |
|
3.300%, 12/16/2024 |
|
|
310 |
|
|
|
308 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (A) |
|
|
148 |
|
|
|
173 |
|
4.900%, 09/15/2044 (A) |
|
|
600 |
|
|
|
562 |
|
4.270%, 05/15/2047 (A) |
|
|
175 |
|
|
|
148 |
|
3.300%, 05/15/2050 (A) |
|
|
2,360 |
|
|
|
1,680 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
1,090 |
|
|
|
1,066 |
|
1.150%, 06/12/2025 |
|
|
730 |
|
|
|
710 |
|
Travelers |
|
|
|
|
|
|
|
|
4.600%, 08/01/2043 |
|
|
50 |
|
|
|
47 |
|
Truist Bank |
|
|
|
|
|
|
|
|
3.800%, 10/30/2026 |
|
|
250 |
|
|
|
245 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
850 |
|
|
|
868 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
787 |
|
|
|
815 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B) |
|
$ |
2,659 |
|
|
$ |
2,727 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
3,380 |
|
|
|
3,350 |
|
UBS |
|
|
|
|
|
|
|
|
5.650%, 09/11/2028 |
|
|
1,722 |
|
|
|
1,791 |
|
4.500%, 06/26/2048 |
|
|
1,540 |
|
|
|
1,416 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (A)(B) |
|
|
560 |
|
|
|
697 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
|
|
2,565 |
|
|
|
2,660 |
|
5.617%, USISSO01 + 1.340%, 09/13/2030 (A)(B) |
|
|
3,093 |
|
|
|
3,199 |
|
4.751%, H15T1Y + 1.750%, 05/12/2028 (A)(B) |
|
|
660 |
|
|
|
660 |
|
4.488%, H15T1Y + 1.550%, 05/12/2026 (A)(B) |
|
|
520 |
|
|
|
517 |
|
4.282%, 01/09/2028 (A) |
|
|
1,695 |
|
|
|
1,667 |
|
4.253%, 03/23/2028 (A) |
|
|
1,490 |
|
|
|
1,466 |
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(B) |
|
|
2,690 |
|
|
|
2,599 |
|
4.125%, 09/24/2025 (A) |
|
|
1,010 |
|
|
|
1,001 |
|
3.750%, 03/26/2025 |
|
|
2,160 |
|
|
|
2,143 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(B) |
|
|
2,104 |
|
|
|
1,863 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(B) |
|
|
600 |
|
|
|
511 |
|
UBS NY |
|
|
|
|
|
|
|
|
5.000%, 07/09/2027 |
|
|
600 |
|
|
|
608 |
|
2.950%, 04/09/2025 |
|
|
790 |
|
|
|
780 |
|
UBS NY MTN |
|
|
|
|
|
|
|
|
3.625%, 09/09/2024 |
|
|
1,360 |
|
|
|
1,360 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
705 |
|
|
|
741 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
360 |
|
|
|
378 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
910 |
|
|
|
945 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
695 |
|
|
|
723 |
|
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B) |
|
|
1,510 |
|
|
|
1,552 |
|
5.100%, SOFRRATE + 1.250%, 07/23/2030 (B) |
|
|
2,734 |
|
|
|
2,783 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
2,660 |
|
|
|
2,615 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) |
|
|
4,210 |
|
|
|
4,215 |
|
1.450%, 05/12/2025 |
|
|
1,230 |
|
|
|
1,202 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
3.600%, 09/11/2024 |
|
|
160 |
|
|
|
160 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B) |
|
$ |
130 |
|
|
$ |
123 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
810 |
|
|
|
734 |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (A) |
|
|
1,370 |
|
|
|
1,368 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
925 |
|
|
|
1,060 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
3,048 |
|
|
|
3,357 |
|
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) |
|
|
1,149 |
|
|
|
1,219 |
|
6.063%, TSFR3M + 0.762%, 01/15/2027 (B) |
|
|
2,395 |
|
|
|
2,369 |
|
5.606%, 01/15/2044 |
|
|
700 |
|
|
|
709 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
935 |
|
|
|
958 |
|
5.375%, 11/02/2043 |
|
|
190 |
|
|
|
188 |
|
3.000%, 10/23/2026 |
|
|
1,640 |
|
|
|
1,593 |
|
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B) |
|
|
1,890 |
|
|
|
1,852 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.707%, SOFRRATE + 1.070%, 04/22/2028 (B) |
|
|
4,560 |
|
|
|
4,684 |
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) |
|
|
1,426 |
|
|
|
1,473 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
1,900 |
|
|
|
1,961 |
|
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B) |
|
|
7,627 |
|
|
|
7,785 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
6,920 |
|
|
|
6,631 |
|
4.900%, 11/17/2045 |
|
|
1,170 |
|
|
|
1,072 |
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B) |
|
|
6,580 |
|
|
|
6,548 |
|
4.750%, 12/07/2046 |
|
|
2,115 |
|
|
|
1,892 |
|
4.650%, 11/04/2044 |
|
|
500 |
|
|
|
446 |
|
4.478%, TSFR3M + 4.032%, 04/04/2031 (B) |
|
|
5,280 |
|
|
|
5,226 |
|
4.400%, 06/14/2046 |
|
|
200 |
|
|
|
170 |
|
4.300%, 07/22/2027 |
|
|
1,180 |
|
|
|
1,175 |
|
4.150%, 01/24/2029 |
|
|
1,450 |
|
|
|
1,433 |
|
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
|
|
1,205 |
|
|
|
1,172 |
|
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B) |
|
|
2,695 |
|
|
|
2,624 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,065 |
|
|
|
2,758 |
|
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
|
2,120 |
|
|
|
1,943 |
|
2.572%, TSFR3M + 1.262%, 02/11/2031 (B) |
|
|
619 |
|
|
|
555 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
$ |
2,610 |
|
|
$ |
2,462 |
|
Willis North America |
|
|
|
|
|
|
|
|
5.350%, 05/15/2033 |
|
|
1,080 |
|
|
|
1,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
727,171 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.2% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.750%, 11/30/2036 |
|
|
440 |
|
|
|
445 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
565 |
|
|
|
587 |
|
5.400%, 03/15/2054 |
|
|
755 |
|
|
|
782 |
|
5.050%, 03/15/2034 |
|
|
2,504 |
|
|
|
2,580 |
|
4.950%, 03/15/2031 |
|
|
1,577 |
|
|
|
1,624 |
|
4.875%, 11/14/2048 |
|
|
130 |
|
|
|
125 |
|
4.800%, 03/15/2027 |
|
|
1,894 |
|
|
|
1,919 |
|
4.800%, 03/15/2029 |
|
|
2,924 |
|
|
|
2,987 |
|
4.550%, 03/15/2035 |
|
|
1,869 |
|
|
|
1,844 |
|
4.500%, 05/14/2035 |
|
|
1,967 |
|
|
|
1,934 |
|
4.250%, 11/21/2049 |
|
|
5,785 |
|
|
|
5,044 |
|
4.050%, 11/21/2039 |
|
|
793 |
|
|
|
718 |
|
3.800%, 03/15/2025 |
|
|
700 |
|
|
|
695 |
|
3.600%, 05/14/2025 |
|
|
560 |
|
|
|
555 |
|
3.200%, 11/21/2029 |
|
|
6,052 |
|
|
|
5,735 |
|
2.950%, 11/21/2026 |
|
|
610 |
|
|
|
593 |
|
2.600%, 11/21/2024 |
|
|
2,760 |
|
|
|
2,743 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
2,275 |
|
|
|
2,533 |
|
5.650%, 03/02/2053 |
|
|
4,738 |
|
|
|
4,873 |
|
5.600%, 03/02/2043 |
|
|
1,092 |
|
|
|
1,116 |
|
5.250%, 03/02/2033 |
|
|
1,497 |
|
|
|
1,539 |
|
4.663%, 06/15/2051 |
|
|
104 |
|
|
|
93 |
|
4.400%, 05/01/2045 |
|
|
900 |
|
|
|
784 |
|
3.150%, 02/21/2040 |
|
|
1,420 |
|
|
|
1,103 |
|
2.000%, 01/15/2032 |
|
|
2,710 |
|
|
|
2,263 |
|
Astrazeneca Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 02/26/2034 |
|
|
1,531 |
|
|
|
1,577 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
3.000%, 05/28/2051 |
|
|
391 |
|
|
|
275 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (A) |
|
|
4,728 |
|
|
|
4,024 |
|
4.625%, 06/25/2038 (A) |
|
|
2,097 |
|
|
|
1,860 |
|
4.400%, 07/15/2044 (A) |
|
|
2,750 |
|
|
|
2,200 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
5.081%, 06/07/2029 |
|
|
1,527 |
|
|
|
1,564 |
|
4.685%, 12/15/2044 |
|
|
552 |
|
|
|
501 |
|
3.734%, 12/15/2024 |
|
|
446 |
|
|
|
444 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.750%, 02/01/2031 |
|
|
2,780 |
|
|
|
2,977 |
|
5.650%, 02/22/2064 |
|
|
220 |
|
|
|
227 |
|
5.550%, 02/22/2054 |
|
|
310 |
|
|
|
320 |
|
5.200%, 02/22/2034 |
|
|
1,490 |
|
|
|
1,546 |
|
5.100%, 02/22/2031 |
|
|
540 |
|
|
|
558 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 07/26/2029 |
|
$ |
253 |
|
|
$ |
243 |
|
3.200%, 06/15/2026 |
|
|
768 |
|
|
|
754 |
|
Centene |
|
|
|
|
|
|
|
|
3.000%, 10/15/2030 |
|
|
3,456 |
|
|
|
3,070 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
140 |
|
|
|
129 |
|
4.375%, 10/15/2028 |
|
|
1,260 |
|
|
|
1,253 |
|
3.400%, 03/15/2050 |
|
|
1,650 |
|
|
|
1,176 |
|
3.400%, 03/15/2051 |
|
|
1,050 |
|
|
|
744 |
|
3.250%, 04/15/2025 |
|
|
1,000 |
|
|
|
990 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
440 |
|
|
|
388 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.050%, 06/01/2054 |
|
|
2,065 |
|
|
|
2,083 |
|
5.250%, 02/21/2033 |
|
|
1,456 |
|
|
|
1,465 |
|
5.125%, 07/20/2045 |
|
|
170 |
|
|
|
153 |
|
5.050%, 03/25/2048 |
|
|
6,615 |
|
|
|
5,863 |
|
5.000%, 02/20/2026 |
|
|
1,355 |
|
|
|
1,359 |
|
4.780%, 03/25/2038 |
|
|
1,510 |
|
|
|
1,387 |
|
4.300%, 03/25/2028 |
|
|
1,336 |
|
|
|
1,320 |
|
4.250%, 04/01/2050 |
|
|
630 |
|
|
|
495 |
|
4.125%, 04/01/2040 |
|
|
240 |
|
|
|
201 |
|
3.875%, 07/20/2025 |
|
|
929 |
|
|
|
920 |
|
3.750%, 04/01/2030 |
|
|
610 |
|
|
|
578 |
|
3.625%, 04/01/2027 |
|
|
240 |
|
|
|
235 |
|
3.250%, 08/15/2029 |
|
|
220 |
|
|
|
206 |
|
2.125%, 09/15/2031 |
|
|
660 |
|
|
|
548 |
|
1.875%, 02/28/2031 |
|
|
2,955 |
|
|
|
2,448 |
|
DH Europe Finance II S.AR.L. |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
1,837 |
|
|
|
1,825 |
|
Elevance Health |
|
|
|
|
|
|
|
|
5.375%, 06/15/2034 |
|
|
1,153 |
|
|
|
1,195 |
|
5.150%, 06/15/2029 |
|
|
1,651 |
|
|
|
1,699 |
|
4.625%, 05/15/2042 |
|
|
219 |
|
|
|
201 |
|
4.550%, 05/15/2052 |
|
|
490 |
|
|
|
427 |
|
4.100%, 05/15/2032 |
|
|
1,090 |
|
|
|
1,051 |
|
3.650%, 12/01/2027 |
|
|
330 |
|
|
|
323 |
|
3.350%, 12/01/2024 |
|
|
1,190 |
|
|
|
1,184 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
2,075 |
|
|
|
2,070 |
|
5.000%, 02/09/2054 |
|
|
150 |
|
|
|
149 |
|
4.700%, 02/09/2034 |
|
|
2,894 |
|
|
|
2,931 |
|
4.600%, 08/14/2034 |
|
|
2,989 |
|
|
|
2,998 |
|
4.200%, 08/14/2029 |
|
|
2,388 |
|
|
|
2,393 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.750%, 03/01/2046 |
|
|
40 |
|
|
|
37 |
|
4.000%, 09/01/2036 |
|
|
765 |
|
|
|
703 |
|
3.650%, 03/01/2026 |
|
|
890 |
|
|
|
878 |
|
HCA |
|
|
|
|
|
|
|
|
6.000%, 04/01/2054 |
|
|
2,835 |
|
|
|
2,925 |
|
5.900%, 06/01/2053 |
|
|
1,764 |
|
|
|
1,789 |
|
5.250%, 04/15/2025 |
|
|
750 |
|
|
|
750 |
|
5.250%, 06/15/2026 |
|
|
1,015 |
|
|
|
1,018 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 06/15/2049 |
|
$ |
506 |
|
|
$ |
470 |
|
4.125%, 06/15/2029 |
|
|
4,012 |
|
|
|
3,914 |
|
3.625%, 03/15/2032 |
|
|
1,209 |
|
|
|
1,099 |
|
3.500%, 09/01/2030 |
|
|
1,645 |
|
|
|
1,534 |
|
3.500%, 07/15/2051 |
|
|
1,287 |
|
|
|
902 |
|
2.375%, 07/15/2031 |
|
|
1,015 |
|
|
|
864 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
200 |
|
|
|
182 |
|
4.800%, 03/15/2047 |
|
|
50 |
|
|
|
44 |
|
4.500%, 04/01/2025 |
|
|
120 |
|
|
|
119 |
|
3.950%, 03/15/2027 |
|
|
860 |
|
|
|
847 |
|
3.850%, 10/01/2024 |
|
|
2,530 |
|
|
|
2,527 |
|
3.700%, 03/23/2029 |
|
|
7,750 |
|
|
|
7,481 |
|
2.150%, 02/03/2032 |
|
|
250 |
|
|
|
207 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
245 |
|
|
|
181 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
123 |
|
|
|
116 |
|
Merck |
|
|
|
|
|
|
|
|
2.750%, 12/10/2051 |
|
|
1,842 |
|
|
|
1,212 |
|
2.350%, 06/24/2040 |
|
|
1,582 |
|
|
|
1,128 |
|
1.450%, 06/24/2030 |
|
|
480 |
|
|
|
411 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
1,050 |
|
|
|
981 |
|
2.700%, 05/28/2050 |
|
|
1,400 |
|
|
|
938 |
|
2.625%, 04/01/2030 |
|
|
720 |
|
|
|
661 |
|
1.700%, 05/28/2030 |
|
|
680 |
|
|
|
592 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
1,495 |
|
|
|
1,484 |
|
5.300%, 05/19/2053 |
|
|
3,495 |
|
|
|
3,512 |
|
4.750%, 05/19/2033 |
|
|
5,711 |
|
|
|
5,742 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (A) |
|
|
2,080 |
|
|
|
1,350 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
980 |
|
|
|
944 |
|
Solventum |
|
|
|
|
|
|
|
|
5.600%, 03/23/2034 (A) |
|
|
1,410 |
|
|
|
1,438 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.625%, 11/15/2037 |
|
|
200 |
|
|
|
232 |
|
5.875%, 02/15/2053 |
|
|
2,647 |
|
|
|
2,862 |
|
5.800%, 03/15/2036 |
|
|
560 |
|
|
|
606 |
|
5.750%, 07/15/2064 |
|
|
1,203 |
|
|
|
1,263 |
|
5.625%, 07/15/2054 |
|
|
404 |
|
|
|
422 |
|
5.500%, 07/15/2044 |
|
|
398 |
|
|
|
410 |
|
5.375%, 04/15/2054 |
|
|
2,035 |
|
|
|
2,057 |
|
5.150%, 07/15/2034 |
|
|
4,440 |
|
|
|
4,562 |
|
4.625%, 07/15/2035 |
|
|
940 |
|
|
|
932 |
|
4.600%, 04/15/2027 |
|
|
1,564 |
|
|
|
1,582 |
|
4.450%, 12/15/2048 |
|
|
140 |
|
|
|
125 |
|
4.250%, 06/15/2048 |
|
|
180 |
|
|
|
155 |
|
4.200%, 05/15/2032 |
|
|
520 |
|
|
|
508 |
|
4.000%, 05/15/2029 |
|
|
770 |
|
|
|
762 |
|
3.875%, 12/15/2028 |
|
|
250 |
|
|
|
247 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 08/15/2059 |
|
$ |
1,010 |
|
|
$ |
782 |
|
3.700%, 08/15/2049 |
|
|
140 |
|
|
|
110 |
|
3.250%, 05/15/2051 |
|
|
630 |
|
|
|
454 |
|
3.125%, 05/15/2060 |
|
|
90 |
|
|
|
60 |
|
3.050%, 05/15/2041 |
|
|
350 |
|
|
|
269 |
|
2.900%, 05/15/2050 |
|
|
880 |
|
|
|
599 |
|
2.750%, 05/15/2040 |
|
|
1,450 |
|
|
|
1,084 |
|
2.300%, 05/15/2031 |
|
|
150 |
|
|
|
131 |
|
2.000%, 05/15/2030 |
|
|
220 |
|
|
|
194 |
|
1.250%, 01/15/2026 |
|
|
260 |
|
|
|
249 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 |
|
|
1,260 |
|
|
|
1,183 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
320 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
180,911 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.5% |
|
|
|
|
Air Lease |
|
|
|
|
|
|
|
|
5.850%, 12/15/2027 |
|
|
1,325 |
|
|
|
1,373 |
|
5.300%, 02/01/2028 |
|
|
570 |
|
|
|
581 |
|
3.375%, 07/01/2025 |
|
|
490 |
|
|
|
483 |
|
3.250%, 03/01/2025 |
|
|
525 |
|
|
|
519 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
|
2,870 |
|
|
|
2,623 |
|
2.875%, 01/15/2026 |
|
|
3,019 |
|
|
|
2,937 |
|
2.300%, 02/01/2025 |
|
|
605 |
|
|
|
597 |
|
American Airlines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.375%, 05/01/2027 |
|
|
74 |
|
|
|
70 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.250%, 03/26/2031 (A) |
|
|
2,595 |
|
|
|
2,673 |
|
Boeing |
|
|
|
|
|
|
|
|
7.250%, 06/15/2025 |
|
|
107 |
|
|
|
108 |
|
7.008%, 05/01/2064 (A) |
|
|
309 |
|
|
|
333 |
|
6.858%, 05/01/2054 (A) |
|
|
705 |
|
|
|
759 |
|
6.528%, 05/01/2034 (A) |
|
|
3,559 |
|
|
|
3,769 |
|
6.388%, 05/01/2031 (A) |
|
|
2,450 |
|
|
|
2,581 |
|
6.298%, 05/01/2029 (A) |
|
|
2,175 |
|
|
|
2,272 |
|
5.805%, 05/01/2050 |
|
|
4,045 |
|
|
|
3,818 |
|
5.150%, 05/01/2030 |
|
|
310 |
|
|
|
309 |
|
4.875%, 05/01/2025 |
|
|
1,550 |
|
|
|
1,544 |
|
3.750%, 02/01/2050 |
|
|
1,789 |
|
|
|
1,236 |
|
3.250%, 02/01/2035 |
|
|
750 |
|
|
|
605 |
|
3.200%, 03/01/2029 |
|
|
610 |
|
|
|
563 |
|
3.100%, 05/01/2026 |
|
|
230 |
|
|
|
222 |
|
2.800%, 03/01/2027 |
|
|
280 |
|
|
|
265 |
|
2.700%, 02/01/2027 |
|
|
340 |
|
|
|
322 |
|
2.196%, 02/04/2026 |
|
|
2,645 |
|
|
|
2,534 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
|
200 |
|
|
|
246 |
|
5.200%, 04/15/2054 |
|
|
794 |
|
|
|
798 |
|
4.550%, 09/01/2044 |
|
|
470 |
|
|
|
431 |
|
4.450%, 01/15/2053 |
|
|
299 |
|
|
|
268 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.650%, 09/01/2025 |
|
$ |
140 |
|
|
$ |
139 |
|
2.875%, 06/15/2052 |
|
|
610 |
|
|
|
408 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
34 |
|
|
|
36 |
|
Carrier Global |
|
|
|
|
|
|
|
|
3.577%, 04/05/2050 |
|
|
24 |
|
|
|
18 |
|
Caterpillar |
|
|
|
|
|
|
|
|
4.300%, 05/15/2044 |
|
|
50 |
|
|
|
45 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
1,873 |
|
|
|
1,887 |
|
4.450%, 10/16/2026 |
|
|
1,566 |
|
|
|
1,573 |
|
4.400%, 10/15/2027 |
|
|
1,566 |
|
|
|
1,575 |
|
4.375%, 08/16/2029 |
|
|
1,566 |
|
|
|
1,573 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
5.000%, 05/14/2027 |
|
|
2,277 |
|
|
|
2,324 |
|
4.850%, 02/27/2029 |
|
|
1,500 |
|
|
|
1,536 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
4.000%, 05/01/2032 |
|
|
2,845 |
|
|
|
2,753 |
|
3.700%, 04/01/2027 |
|
|
590 |
|
|
|
582 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
36 |
|
|
|
36 |
|
Crowley Conro LLC |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
699 |
|
|
|
647 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
320 |
|
|
|
265 |
|
3.100%, 04/15/2030 |
|
|
160 |
|
|
|
151 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
2,282 |
|
|
|
2,122 |
|
Delta Air Lines/Skymiles |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (A) |
|
|
3,735 |
|
|
|
3,699 |
|
4.500%, 10/20/2025 (A) |
|
|
554 |
|
|
|
552 |
|
Eaton |
|
|
|
|
|
|
|
|
4.150%, 11/02/2042 |
|
|
710 |
|
|
|
630 |
|
4.000%, 11/02/2032 |
|
|
99 |
|
|
|
96 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
2,935 |
|
|
|
1,948 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
880 |
|
|
|
803 |
|
4.250%, 04/01/2050 |
|
|
200 |
|
|
|
176 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
5.860%, TSFR3M + 0.742%, 08/15/2036 (B) |
|
|
3,035 |
|
|
|
2,855 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.250%, 03/01/2054 |
|
|
781 |
|
|
|
793 |
|
5.000%, 03/01/2035 |
|
|
1,360 |
|
|
|
1,395 |
|
Howmet Aerospace |
|
|
|
|
|
|
|
|
4.850%, 10/15/2031 |
|
|
1,017 |
|
|
|
1,029 |
|
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
7.409%, TSFR3M + 2.062%, 12/21/2065 (A)(B) |
|
|
1,200 |
|
|
|
984 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
2.750%, 05/15/2032 |
|
$ |
131 |
|
|
$ |
114 |
|
John Deere Capital |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
2,620 |
|
|
|
2,643 |
|
4.500%, 01/16/2029 |
|
|
2,620 |
|
|
|
2,647 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.150%, 09/08/2026 |
|
|
2,597 |
|
|
|
2,643 |
|
5.100%, 04/11/2034 |
|
|
1,893 |
|
|
|
1,956 |
|
5.050%, 06/12/2034 |
|
|
2,399 |
|
|
|
2,468 |
|
4.950%, 07/14/2028 |
|
|
594 |
|
|
|
609 |
|
4.900%, 06/11/2027 |
|
|
2,291 |
|
|
|
2,332 |
|
4.850%, 06/11/2029 |
|
|
1,522 |
|
|
|
1,559 |
|
4.150%, 09/15/2027 |
|
|
1,493 |
|
|
|
1,494 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
330 |
|
|
|
316 |
|
4.854%, 04/27/2035 |
|
|
210 |
|
|
|
208 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.200%, 02/15/2064 |
|
|
1,561 |
|
|
|
1,572 |
|
4.800%, 08/15/2034 |
|
|
1,561 |
|
|
|
1,584 |
|
4.150%, 06/15/2053 |
|
|
2,240 |
|
|
|
1,915 |
|
3.900%, 06/15/2032 |
|
|
410 |
|
|
|
397 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
3,620 |
|
|
|
3,600 |
|
3.850%, 04/15/2045 |
|
|
770 |
|
|
|
633 |
|
3.250%, 01/15/2028 |
|
|
480 |
|
|
|
463 |
|
2.930%, 01/15/2025 |
|
|
2,020 |
|
|
|
2,004 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
3.112%, 02/15/2040 |
|
|
605 |
|
|
|
469 |
|
2.056%, 04/05/2025 |
|
|
340 |
|
|
|
334 |
|
Owens Corning |
|
|
|
|
|
|
|
|
5.950%, 06/15/2054 |
|
|
692 |
|
|
|
715 |
|
5.700%, 06/15/2034 |
|
|
1,152 |
|
|
|
1,203 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
2.250%, 07/01/2030 |
|
|
680 |
|
|
|
603 |
|
Republic Services |
|
|
|
|
|
|
|
|
5.000%, 11/15/2029 |
|
|
1,529 |
|
|
|
1,570 |
|
1.450%, 02/15/2031 |
|
|
3,485 |
|
|
|
2,880 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
940 |
|
|
|
904 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
1,543 |
|
|
|
1,771 |
|
6.100%, 03/15/2034 |
|
|
1,531 |
|
|
|
1,667 |
|
6.000%, 03/15/2031 |
|
|
730 |
|
|
|
785 |
|
4.125%, 11/16/2028 |
|
|
480 |
|
|
|
474 |
|
3.950%, 08/16/2025 |
|
|
250 |
|
|
|
248 |
|
3.150%, 12/15/2024 |
|
|
320 |
|
|
|
316 |
|
3.125%, 07/01/2050 |
|
|
1,290 |
|
|
|
895 |
|
3.030%, 03/15/2052 |
|
|
680 |
|
|
|
458 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (A) |
|
|
595 |
|
|
|
568 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
970 |
|
|
|
751 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 07/15/2025 |
|
$ |
530 |
|
|
$ |
526 |
|
3.750%, 02/05/2070 |
|
|
700 |
|
|
|
514 |
|
3.250%, 02/05/2050 |
|
|
1,065 |
|
|
|
781 |
|
2.891%, 04/06/2036 |
|
|
835 |
|
|
|
704 |
|
2.800%, 02/14/2032 |
|
|
965 |
|
|
|
865 |
|
2.375%, 05/20/2031 |
|
|
712 |
|
|
|
631 |
|
2.150%, 02/05/2027 |
|
|
270 |
|
|
|
257 |
|
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
3,715 |
|
|
|
3,839 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
525 |
|
|
|
531 |
|
US Airways Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
16 |
|
|
|
16 |
|
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
|
1,922 |
|
|
|
1,909 |
|
Waste Connections |
|
|
|
|
|
|
|
|
5.000%, 03/01/2034 |
|
|
820 |
|
|
|
832 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
126,642 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.3% |
|
|
|
|
Adobe |
|
|
|
|
|
|
|
|
4.950%, 04/04/2034 |
|
|
2,266 |
|
|
|
2,342 |
|
Analog Devices |
|
|
|
|
|
|
|
|
5.300%, 04/01/2054 |
|
|
1,368 |
|
|
|
1,400 |
|
5.050%, 04/01/2034 |
|
|
1,519 |
|
|
|
1,567 |
|
Apple |
|
|
|
|
|
|
|
|
3.950%, 08/08/2052 |
|
|
1,432 |
|
|
|
1,233 |
|
2.650%, 05/11/2050 |
|
|
593 |
|
|
|
402 |
|
2.650%, 02/08/2051 |
|
|
458 |
|
|
|
312 |
|
2.375%, 02/08/2041 |
|
|
545 |
|
|
|
397 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.800%, 06/15/2029 |
|
|
763 |
|
|
|
780 |
|
1.750%, 06/01/2030 |
|
|
1,070 |
|
|
|
931 |
|
Broadcom |
|
|
|
|
|
|
|
|
5.150%, 11/15/2031 |
|
|
2,341 |
|
|
|
2,391 |
|
5.050%, 07/12/2027 |
|
|
1,950 |
|
|
|
1,980 |
|
5.050%, 07/12/2029 |
|
|
2,731 |
|
|
|
2,784 |
|
4.926%, 05/15/2037 (A) |
|
|
2,595 |
|
|
|
2,535 |
|
4.150%, 11/15/2030 |
|
|
842 |
|
|
|
820 |
|
3.419%, 04/15/2033 (A) |
|
|
744 |
|
|
|
663 |
|
3.150%, 11/15/2025 |
|
|
877 |
|
|
|
861 |
|
3.137%, 11/15/2035 (A) |
|
|
2,520 |
|
|
|
2,107 |
|
2.450%, 02/15/2031 (A) |
|
|
1,171 |
|
|
|
1,022 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.300%, 02/26/2054 |
|
|
1,137 |
|
|
|
1,174 |
|
5.050%, 02/26/2034 |
|
|
2,600 |
|
|
|
2,694 |
|
4.950%, 02/26/2031 |
|
|
1,515 |
|
|
|
1,566 |
|
4.800%, 02/26/2027 |
|
|
2,273 |
|
|
|
2,310 |
|
Constellation Software |
|
|
|
|
|
|
|
|
5.158%, 02/16/2029 (A) |
|
|
3,000 |
|
|
|
3,069 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Foundry JV Holdco LLC |
|
|
|
|
|
|
|
|
5.900%, 01/25/2030 (A) |
|
$ |
1,540 |
|
|
$ |
1,584 |
|
5.875%, 01/25/2034 (A) |
|
|
1,030 |
|
|
|
1,034 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
1,043 |
|
|
|
1,013 |
|
5.700%, 02/10/2053 |
|
|
1,492 |
|
|
|
1,427 |
|
5.625%, 02/10/2043 |
|
|
429 |
|
|
|
416 |
|
5.600%, 02/21/2054 |
|
|
1,136 |
|
|
|
1,077 |
|
5.200%, 02/10/2033 |
|
|
430 |
|
|
|
428 |
|
5.125%, 02/10/2030 |
|
|
600 |
|
|
|
606 |
|
5.000%, 02/21/2031 |
|
|
1,138 |
|
|
|
1,136 |
|
4.750%, 03/25/2050 |
|
|
480 |
|
|
|
403 |
|
3.734%, 12/08/2047 |
|
|
119 |
|
|
|
85 |
|
3.050%, 08/12/2051 |
|
|
1,550 |
|
|
|
963 |
|
2.800%, 08/12/2041 |
|
|
643 |
|
|
|
439 |
|
1.600%, 08/12/2028 |
|
|
650 |
|
|
|
574 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
1,487 |
|
|
|
1,565 |
|
5.250%, 09/15/2026 |
|
|
1,857 |
|
|
|
1,893 |
|
5.200%, 09/15/2033 |
|
|
1,483 |
|
|
|
1,545 |
|
5.125%, 09/15/2028 |
|
|
1,483 |
|
|
|
1,532 |
|
KLA |
|
|
|
|
|
|
|
|
4.700%, 02/01/2034 |
|
|
1,512 |
|
|
|
1,521 |
|
4.650%, 07/15/2032 |
|
|
640 |
|
|
|
646 |
|
3.300%, 03/01/2050 |
|
|
613 |
|
|
|
453 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
1,855 |
|
|
|
1,743 |
|
Lam Research |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
150 |
|
|
|
149 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
5.950%, 09/15/2033 |
|
|
1,114 |
|
|
|
1,183 |
|
5.750%, 02/15/2029 |
|
|
1,114 |
|
|
|
1,161 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
360 |
|
|
|
379 |
|
5.375%, 04/15/2028 |
|
|
3,748 |
|
|
|
3,832 |
|
5.300%, 01/15/2031 |
|
|
640 |
|
|
|
656 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.100%, 02/06/2037 |
|
|
245 |
|
|
|
241 |
|
3.450%, 08/08/2036 |
|
|
2,052 |
|
|
|
1,877 |
|
3.300%, 02/06/2027 |
|
|
720 |
|
|
|
709 |
|
2.921%, 03/17/2052 |
|
|
646 |
|
|
|
467 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
680 |
|
|
|
552 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
2.700%, 05/01/2025 |
|
|
430 |
|
|
|
423 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
385 |
|
|
|
448 |
|
4.650%, 05/06/2030 |
|
|
610 |
|
|
|
614 |
|
4.000%, 07/15/2046 |
|
|
1,299 |
|
|
|
1,034 |
|
4.000%, 11/15/2047 |
|
|
330 |
|
|
|
261 |
|
3.950%, 03/25/2051 |
|
|
2,659 |
|
|
|
2,056 |
|
3.900%, 05/15/2035 |
|
|
4,255 |
|
|
|
3,841 |
|
3.800%, 11/15/2037 |
|
|
4,295 |
|
|
|
3,693 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.600%, 04/01/2040 |
|
$ |
1,114 |
|
|
$ |
897 |
|
3.600%, 04/01/2050 |
|
|
280 |
|
|
|
204 |
|
2.950%, 05/15/2025 |
|
|
695 |
|
|
|
685 |
|
2.950%, 04/01/2030 |
|
|
1,415 |
|
|
|
1,300 |
|
2.875%, 03/25/2031 |
|
|
1,860 |
|
|
|
1,664 |
|
2.800%, 04/01/2027 |
|
|
625 |
|
|
|
601 |
|
1.650%, 03/25/2026 |
|
|
1,570 |
|
|
|
1,499 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
6.000%, 05/20/2053 |
|
|
1,686 |
|
|
|
1,889 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
2,230 |
|
|
|
2,751 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
755 |
|
|
|
763 |
|
5.000%, 03/14/2053 |
|
|
1,647 |
|
|
|
1,629 |
|
4.150%, 05/15/2048 |
|
|
1,250 |
|
|
|
1,094 |
|
1.750%, 05/04/2030 |
|
|
440 |
|
|
|
386 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
2.500%, 10/25/2031 |
|
|
3,950 |
|
|
|
3,446 |
|
1.750%, 10/25/2026 |
|
|
750 |
|
|
|
710 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (A) |
|
|
2,240 |
|
|
|
1,873 |
|
VMware |
|
|
|
|
|
|
|
|
1.400%, 08/15/2026 |
|
|
1,048 |
|
|
|
986 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
1,170 |
|
|
|
1,113 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
104,489 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.7% |
|
|
|
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,000 |
|
|
|
1,960 |
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
5.750%, 04/05/2034 (A) |
|
|
2,145 |
|
|
|
2,206 |
|
4.000%, 09/11/2027 (A) |
|
|
280 |
|
|
|
274 |
|
3.625%, 09/11/2024 (A) |
|
|
1,810 |
|
|
|
1,809 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
6.350%, 06/17/2054 |
|
|
1,310 |
|
|
|
1,318 |
|
6.000%, 06/17/2034 |
|
|
2,650 |
|
|
|
2,745 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.700%, 05/30/2041 |
|
|
590 |
|
|
|
609 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.650%, 01/15/2034 (A) |
|
|
1,010 |
|
|
|
1,027 |
|
4.875%, 07/15/2026 (A) |
|
|
1,522 |
|
|
|
1,506 |
|
1.650%, 01/15/2027 |
|
|
1,785 |
|
|
|
1,663 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
170 |
|
|
|
166 |
|
Celanese US Holdings LLC |
|
|
|
|
|
|
|
|
6.550%, 11/15/2030 |
|
|
3,503 |
|
|
|
3,757 |
|
6.379%, 07/15/2032 |
|
|
1,739 |
|
|
|
1,838 |
|
6.050%, 03/15/2025 |
|
|
689 |
|
|
|
691 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
1,133 |
|
|
|
1,138 |
|
4.800%, 05/15/2049 |
|
|
585 |
|
|
|
520 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
$ |
2,095 |
|
|
$ |
2,087 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
390 |
|
|
|
382 |
|
5.400%, 11/14/2034 |
|
|
330 |
|
|
|
336 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
5.893%, 04/04/2054 (A) |
|
|
315 |
|
|
|
315 |
|
5.634%, 04/04/2034 (A) |
|
|
2,052 |
|
|
|
2,090 |
|
5.371%, 04/04/2029 (A) |
|
|
1,034 |
|
|
|
1,055 |
|
4.000%, 03/27/2027 (A) |
|
|
1,570 |
|
|
|
1,542 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
2,365 |
|
|
|
2,124 |
|
2.300%, 11/01/2030 (A) |
|
|
4,675 |
|
|
|
4,054 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
5.500%, 03/01/2034 |
|
|
2,084 |
|
|
|
2,136 |
|
3.625%, 04/01/2051 |
|
|
1,530 |
|
|
|
1,102 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (A) |
|
|
1,440 |
|
|
|
1,415 |
|
2.625%, 04/28/2028 (A) |
|
|
2,450 |
|
|
|
2,262 |
|
OCP |
|
|
|
|
|
|
|
|
4.500%, 10/22/2025 (A) |
|
|
1,860 |
|
|
|
1,841 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (A) |
|
|
1,340 |
|
|
|
1,139 |
|
1.875%, 05/11/2026 (A) |
|
|
1,410 |
|
|
|
1,333 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
4,700 |
|
|
|
4,537 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
6.000%, 01/15/2029 |
|
|
1,910 |
|
|
|
1,949 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,926 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.9% |
|
|
|
|
Agree LP |
|
|
|
|
|
|
|
|
4.800%, 10/01/2032 |
|
|
702 |
|
|
|
689 |
|
2.600%, 06/15/2033 |
|
|
317 |
|
|
|
260 |
|
2.000%, 06/15/2028 |
|
|
1,167 |
|
|
|
1,057 |
|
American Assets Trust LP |
|
|
|
|
|
|
|
|
3.375%, 02/01/2031 |
|
|
2,580 |
|
|
|
2,194 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
5.500%, 07/15/2034 |
|
|
1,529 |
|
|
|
1,560 |
|
4.300%, 04/15/2052 |
|
|
578 |
|
|
|
466 |
|
3.625%, 04/15/2032 |
|
|
1,289 |
|
|
|
1,172 |
|
3.375%, 07/15/2051 |
|
|
1,120 |
|
|
|
769 |
|
2.375%, 07/15/2031 |
|
|
1,320 |
|
|
|
1,115 |
|
American Tower |
|
|
|
|
|
|
|
|
5.900%, 11/15/2033 |
|
|
1,124 |
|
|
|
1,193 |
|
5.650%, 03/15/2033 |
|
|
2,318 |
|
|
|
2,416 |
|
5.550%, 07/15/2033 |
|
|
1,920 |
|
|
|
1,990 |
|
5.500%, 03/15/2028 |
|
|
1,491 |
|
|
|
1,532 |
|
3.125%, 01/15/2027 |
|
|
632 |
|
|
|
611 |
|
2.700%, 04/15/2031 |
|
|
3,790 |
|
|
|
3,337 |
|
1.875%, 10/15/2030 |
|
|
3,215 |
|
|
|
2,728 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
1,535 |
|
|
|
1,351 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Boston Properties LP |
|
|
|
|
|
|
|
|
3.400%, 06/21/2029 |
|
$ |
1,510 |
|
|
$ |
1,395 |
|
2.900%, 03/15/2030 |
|
|
125 |
|
|
|
110 |
|
Brixmor Operating Partnership LP |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
1,958 |
|
|
|
1,670 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
480 |
|
|
|
439 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.800%, 03/01/2034 |
|
|
2,315 |
|
|
|
2,424 |
|
5.200%, 09/01/2034 |
|
|
1,565 |
|
|
|
1,564 |
|
2.900%, 04/01/2041 |
|
|
683 |
|
|
|
495 |
|
2.100%, 04/01/2031 |
|
|
4,370 |
|
|
|
3,667 |
|
Equinix |
|
|
|
|
|
|
|
|
3.900%, 04/15/2032 |
|
|
3,975 |
|
|
|
3,744 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
5.500%, 04/01/2034 |
|
|
787 |
|
|
|
808 |
|
Essex Portfolio LP |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
665 |
|
|
|
574 |
|
Extra Space Storage LP |
|
|
|
|
|
|
|
|
3.900%, 04/01/2029 |
|
|
1,153 |
|
|
|
1,115 |
|
2.550%, 06/01/2031 |
|
|
2,255 |
|
|
|
1,941 |
|
2.400%, 10/15/2031 |
|
|
130 |
|
|
|
110 |
|
2.200%, 10/15/2030 |
|
|
542 |
|
|
|
468 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.750%, 06/01/2028 |
|
|
1,250 |
|
|
|
1,276 |
|
5.300%, 01/15/2029 |
|
|
545 |
|
|
|
550 |
|
4.000%, 01/15/2030 |
|
|
1,542 |
|
|
|
1,457 |
|
4.000%, 01/15/2031 |
|
|
85 |
|
|
|
79 |
|
Healthcare Realty Holdings LP |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
1,100 |
|
|
|
1,090 |
|
3.625%, 01/15/2028 |
|
|
195 |
|
|
|
185 |
|
3.500%, 08/01/2026 |
|
|
1,010 |
|
|
|
987 |
|
2.050%, 03/15/2031 |
|
|
360 |
|
|
|
292 |
|
Hudson Pacific Properties LP |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
3,265 |
|
|
|
2,699 |
|
3.250%, 01/15/2030 |
|
|
180 |
|
|
|
133 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
1,780 |
|
|
|
1,814 |
|
4.150%, 04/15/2032 |
|
|
1,283 |
|
|
|
1,209 |
|
2.000%, 08/15/2031 |
|
|
2,394 |
|
|
|
1,976 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
545 |
|
|
|
578 |
|
Mid-America Apartments LP |
|
|
|
|
|
|
|
|
5.300%, 02/15/2032 |
|
|
1,148 |
|
|
|
1,180 |
|
Physicians Realty |
|
|
|
|
|
|
|
|
3.950%, 01/15/2028 |
|
|
56 |
|
|
|
55 |
|
2.625%, 11/01/2031 |
|
|
895 |
|
|
|
771 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
566 |
|
|
|
594 |
|
5.125%, 02/15/2034 |
|
|
1,616 |
|
|
|
1,630 |
|
4.900%, 07/15/2033 |
|
|
1,110 |
|
|
|
1,103 |
|
3.400%, 01/15/2030 |
|
|
772 |
|
|
|
727 |
|
2.850%, 12/15/2032 |
|
|
933 |
|
|
|
802 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.100%, 03/15/2028 |
|
$ |
723 |
|
|
$ |
666 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
1,513 |
|
|
|
1,540 |
|
2.950%, 09/15/2029 |
|
|
1,765 |
|
|
|
1,635 |
|
Sabra Health Care LP |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
1,335 |
|
|
|
1,249 |
|
Store Capital LLC |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
822 |
|
|
|
799 |
|
4.500%, 03/15/2028 |
|
|
741 |
|
|
|
722 |
|
2.750%, 11/18/2030 |
|
|
1,140 |
|
|
|
986 |
|
2.700%, 12/01/2031 |
|
|
448 |
|
|
|
376 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
4.200%, 04/15/2032 |
|
|
1,676 |
|
|
|
1,554 |
|
VICI Properties LP |
|
|
|
|
|
|
|
|
5.625%, 05/15/2052 |
|
|
63 |
|
|
|
60 |
|
5.125%, 05/15/2032 |
|
|
691 |
|
|
|
683 |
|
4.950%, 02/15/2030 |
|
|
300 |
|
|
|
299 |
|
VICI Properties LP / VICI Note Co |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
140 |
|
|
|
139 |
|
4.500%, 01/15/2028 (A) |
|
|
371 |
|
|
|
364 |
|
4.125%, 08/15/2030 (A) |
|
|
70 |
|
|
|
66 |
|
3.875%, 02/15/2029 (A) |
|
|
575 |
|
|
|
546 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
77,835 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.3% |
|
|
|
|
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
1,490 |
|
|
|
1,169 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
1,745 |
|
|
|
1,756 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (A) |
|
|
1,185 |
|
|
|
1,024 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
5.650%, 04/01/2034 |
|
|
2,985 |
|
|
|
3,086 |
|
4.500%, 03/01/2049 |
|
|
60 |
|
|
|
50 |
|
4.450%, 06/01/2045 |
|
|
1,600 |
|
|
|
1,344 |
|
3.300%, 06/01/2027 |
|
|
3,000 |
|
|
|
2,905 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
999 |
|
|
|
862 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
2,810 |
|
|
|
1,828 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (A) |
|
|
140 |
|
|
|
119 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
6.415%, 07/18/2054 (A) |
|
|
2,975 |
|
|
|
3,082 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.150%, 03/01/2034 |
|
|
4,394 |
|
|
|
4,492 |
|
3.600%, 03/01/2052 |
|
|
738 |
|
|
|
554 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (A) |
|
|
1,708 |
|
|
|
1,768 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
3.875%, 07/26/2033 (A) |
|
|
790 |
|
|
|
667 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.700%, 05/15/2054 |
|
|
765 |
|
|
|
802 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 03/15/2034 |
|
$ |
1,907 |
|
|
$ |
2,006 |
|
5.375%, 05/15/2034 |
|
|
1,150 |
|
|
|
1,200 |
|
4.450%, 03/15/2044 |
|
|
2,605 |
|
|
|
2,318 |
|
3.950%, 04/01/2050 |
|
|
210 |
|
|
|
173 |
|
3.350%, 04/01/2030 |
|
|
260 |
|
|
|
248 |
|
3.200%, 12/01/2051 |
|
|
223 |
|
|
|
155 |
|
Constellation Energy Generation LLC |
|
|
|
|
|
|
|
|
5.600%, 03/01/2028 |
|
|
2,410 |
|
|
|
2,498 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.700%, 01/15/2030 |
|
|
1,165 |
|
|
|
1,182 |
|
Consumers Securitization Funding LLC, Ser 2023 |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
2,085 |
|
|
|
2,102 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.650%, 03/01/2052 |
|
|
534 |
|
|
|
411 |
|
2.950%, 03/01/2050 |
|
|
1,166 |
|
|
|
799 |
|
DTE Energy |
|
|
|
|
|
|
|
|
5.850%, 06/01/2034 |
|
|
1,072 |
|
|
|
1,129 |
|
4.950%, 07/01/2027 |
|
|
1,165 |
|
|
|
1,178 |
|
2.529%, 10/01/2024 (D) |
|
|
1,775 |
|
|
|
1,770 |
|
1.050%, 06/01/2025 |
|
|
2,400 |
|
|
|
2,329 |
|
Duke Energy |
|
|
|
|
|
|
|
|
3.500%, 06/15/2051 |
|
|
619 |
|
|
|
443 |
|
3.150%, 08/15/2027 |
|
|
850 |
|
|
|
819 |
|
0.900%, 09/15/2025 |
|
|
1,955 |
|
|
|
1,881 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
|
748 |
|
|
|
757 |
|
5.350%, 01/15/2053 |
|
|
1,497 |
|
|
|
1,497 |
|
4.250%, 12/15/2041 |
|
|
1,000 |
|
|
|
882 |
|
4.000%, 09/30/2042 |
|
|
1,512 |
|
|
|
1,289 |
|
3.550%, 03/15/2052 |
|
|
903 |
|
|
|
670 |
|
2.850%, 03/15/2032 |
|
|
1,240 |
|
|
|
1,102 |
|
2.550%, 04/15/2031 |
|
|
456 |
|
|
|
402 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
5.875%, 11/15/2033 |
|
|
380 |
|
|
|
409 |
|
2.400%, 12/15/2031 |
|
|
995 |
|
|
|
856 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
2.750%, 04/01/2050 |
|
|
880 |
|
|
|
563 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
2,215 |
|
|
|
2,276 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.150%, 12/01/2044 |
|
|
1,750 |
|
|
|
1,482 |
|
2.500%, 08/15/2050 |
|
|
1,007 |
|
|
|
614 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
2.000%, 06/15/2030 (A) |
|
|
2,365 |
|
|
|
2,033 |
|
Electricite de France |
|
|
|
|
|
|
|
|
6.000%, 04/22/2064 (A) |
|
|
1,575 |
|
|
|
1,562 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
5.150%, 01/15/2033 |
|
|
1,498 |
|
|
|
1,533 |
|
2.650%, 06/15/2051 |
|
|
899 |
|
|
|
553 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
5.150%, 09/15/2034 |
|
|
575 |
|
|
|
580 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Entergy Texas |
|
|
|
|
|
|
|
|
3.450%, 12/01/2027 |
|
$ |
1,625 |
|
|
$ |
1,560 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
250 |
|
|
|
250 |
|
Evergy Missouri West |
|
|
|
|
|
|
|
|
5.650%, 06/01/2034 (A) |
|
|
2,695 |
|
|
|
2,799 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
5.950%, 02/01/2029 |
|
|
6,355 |
|
|
|
6,663 |
|
5.950%, 07/15/2034 |
|
|
912 |
|
|
|
960 |
|
5.850%, 04/15/2031 |
|
|
1,520 |
|
|
|
1,597 |
|
4.600%, 07/01/2027 |
|
|
1,125 |
|
|
|
1,125 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
1,920 |
|
|
|
2,019 |
|
3.950%, 06/15/2025 |
|
|
1,020 |
|
|
|
1,012 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
3.900%, 07/15/2027 |
|
|
1,310 |
|
|
|
1,285 |
|
1.600%, 01/15/2026 |
|
|
300 |
|
|
|
287 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (A) |
|
|
768 |
|
|
|
781 |
|
5.150%, 03/30/2026 (A) |
|
|
749 |
|
|
|
751 |
|
4.000%, 04/15/2025 (A) |
|
|
1,000 |
|
|
|
991 |
|
3.250%, 03/15/2028 (A) |
|
|
973 |
|
|
|
932 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.600%, 06/15/2054 |
|
|
777 |
|
|
|
825 |
|
4.400%, 05/15/2028 |
|
|
3,270 |
|
|
|
3,289 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
5.700%, 10/15/2033 |
|
|
2,335 |
|
|
|
2,446 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
2.750%, 03/01/2032 (A) |
|
|
1,097 |
|
|
|
947 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
3.586%, 01/18/2052 (A) |
|
|
4,825 |
|
|
|
3,396 |
|
2.742%, 08/15/2026 (A) |
|
|
1,175 |
|
|
|
1,126 |
|
Louisville Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
2,285 |
|
|
|
2,381 |
|
Metropolitan Edison |
|
|
|
|
|
|
|
|
4.300%, 01/15/2029 (A) |
|
|
1,894 |
|
|
|
1,871 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
1,500 |
|
|
|
1,416 |
|
3.650%, 04/15/2029 |
|
|
1,330 |
|
|
|
1,293 |
|
2.700%, 08/01/2052 |
|
|
865 |
|
|
|
552 |
|
Mid-Atlantic Interstate Transmission LLC |
|
|
|
|
|
|
|
|
4.100%, 05/15/2028 (A) |
|
|
190 |
|
|
|
187 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
508 |
|
|
|
439 |
|
3.100%, 07/30/2051 |
|
|
1,197 |
|
|
|
802 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
720 |
|
|
|
710 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
2,190 |
|
|
|
2,199 |
|
5.250%, 03/15/2034 |
|
|
2,250 |
|
|
|
2,288 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
471 |
|
|
|
480 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.350%, 04/01/2034 |
|
$ |
3,030 |
|
|
$ |
3,093 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
604 |
|
|
|
615 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2034 |
|
|
1,153 |
|
|
|
1,204 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.550%, 06/15/2054 (A) |
|
|
1,294 |
|
|
|
1,328 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.100%, 01/15/2029 |
|
|
3,655 |
|
|
|
3,822 |
|
5.800%, 05/15/2034 |
|
|
890 |
|
|
|
916 |
|
4.950%, 07/01/2050 |
|
|
3,192 |
|
|
|
2,781 |
|
4.750%, 02/15/2044 |
|
|
336 |
|
|
|
289 |
|
4.200%, 06/01/2041 |
|
|
580 |
|
|
|
471 |
|
3.950%, 12/01/2047 |
|
|
3,186 |
|
|
|
2,399 |
|
3.500%, 08/01/2050 |
|
|
599 |
|
|
|
414 |
|
3.300%, 08/01/2040 |
|
|
90 |
|
|
|
67 |
|
2.500%, 02/01/2031 |
|
|
2,795 |
|
|
|
2,399 |
|
2.100%, 08/01/2027 |
|
|
3,055 |
|
|
|
2,839 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
2.900%, 06/15/2052 |
|
|
2,590 |
|
|
|
1,623 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
|
1,985 |
|
|
|
1,712 |
|
2.850%, 09/15/2051 |
|
|
1,205 |
|
|
|
786 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
4.150%, 04/15/2025 (A) |
|
|
995 |
|
|
|
983 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
|
2,430 |
|
|
|
2,487 |
|
5.450%, 05/21/2028 (A) |
|
|
830 |
|
|
|
848 |
|
4.125%, 05/15/2027 (A) |
|
|
1,990 |
|
|
|
1,958 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
5.100%, 02/15/2035 |
|
|
745 |
|
|
|
744 |
|
3.350%, 06/01/2050 |
|
|
2,538 |
|
|
|
1,790 |
|
2.500%, 03/15/2031 |
|
|
2,000 |
|
|
|
1,742 |
|
PPL Capital Funding |
|
|
|
|
|
|
|
|
5.250%, 09/01/2034 |
|
|
782 |
|
|
|
792 |
|
Progress Energy |
|
|
|
|
|
|
|
|
6.000%, 12/01/2039 |
|
|
310 |
|
|
|
327 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.125%, 03/15/2053 |
|
|
1,390 |
|
|
|
1,373 |
|
2.700%, 05/01/2050 |
|
|
467 |
|
|
|
307 |
|
2.050%, 08/01/2050 |
|
|
276 |
|
|
|
158 |
|
1.900%, 08/15/2031 |
|
|
1,716 |
|
|
|
1,441 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
5.450%, 04/01/2034 |
|
|
1,285 |
|
|
|
1,321 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
675 |
|
|
|
458 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
752 |
|
|
|
621 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
1,840 |
|
|
|
1,665 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
3.250%, 06/15/2026 |
|
|
1,550 |
|
|
|
1,514 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Southwestern Electric Power |
|
|
|
|
|
|
|
|
5.300%, 04/01/2033 |
|
$ |
1,560 |
|
|
$ |
1,583 |
|
2.750%, 10/01/2026 |
|
|
1,000 |
|
|
|
963 |
|
1.650%, 03/15/2026 |
|
|
3,990 |
|
|
|
3,818 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
2,000 |
|
|
|
1,518 |
|
Texas Electric Market Stabilization Funding N LLC |
|
|
|
|
|
|
|
|
4.265%, 08/01/2034 (A) |
|
|
2,396 |
|
|
|
2,378 |
|
Union Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2034 |
|
|
2,460 |
|
|
|
2,522 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.550%, 08/15/2054 |
|
|
1,349 |
|
|
|
1,371 |
|
5.050%, 08/15/2034 |
|
|
782 |
|
|
|
787 |
|
5.000%, 04/01/2033 |
|
|
2,078 |
|
|
|
2,093 |
|
5.000%, 01/15/2034 |
|
|
2,095 |
|
|
|
2,110 |
|
4.650%, 08/15/2043 |
|
|
1,205 |
|
|
|
1,097 |
|
2.950%, 11/15/2051 |
|
|
999 |
|
|
|
660 |
|
Virginia Power Fuel Securitization LLC |
|
|
|
|
|
|
|
|
5.088%, 05/01/2027 |
|
|
995 |
|
|
|
1,005 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
670 |
|
|
|
610 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
186,670 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $2,097,275) ($ Thousands) |
|
|
|
|
|
|
2,029,580 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.7% |
Automotive — 2.0% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 10/16/2028 |
|
|
876 |
|
|
|
882 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
1,272 |
|
|
|
1,266 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.620%, 11/18/2027 |
|
|
757 |
|
|
|
763 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.810%, 05/18/2028 |
|
|
1,495 |
|
|
|
1,517 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (A) |
|
|
133 |
|
|
|
133 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (A) |
|
|
1,145 |
|
|
|
1,149 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2024-3A, Cl A |
|
|
|
|
|
|
|
|
5.230%, 12/20/2030 (A) |
|
|
1,440 |
|
|
|
1,460 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 11/25/2025 |
|
|
363 |
|
|
|
363 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 02/25/2028 |
|
$ |
810 |
|
|
$ |
818 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 05/17/2027 |
|
|
2,556 |
|
|
|
2,532 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
1,405 |
|
|
|
1,415 |
|
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
|
|
|
|
|
|
|
|
3.990%, 03/27/2028 (A) |
|
|
1,120 |
|
|
|
1,108 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (A) |
|
|
1,381 |
|
|
|
1,407 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (A) |
|
|
550 |
|
|
|
553 |
|
Enterprise Fleet Financing LLC, Ser 2024-3, Cl A2 |
|
|
|
|
|
|
|
|
5.310%, 04/20/2027 (A) |
|
|
1,635 |
|
|
|
1,646 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (A) |
|
|
601 |
|
|
|
600 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.050%, 06/15/2027 |
|
|
772 |
|
|
|
778 |
|
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.300%, 03/15/2028 |
|
|
788 |
|
|
|
799 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2036 (A) |
|
|
2,820 |
|
|
|
2,907 |
|
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.650%, 02/15/2028 |
|
|
3,281 |
|
|
|
3,277 |
|
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 08/15/2036 (A)(D) |
|
|
3,226 |
|
|
|
3,274 |
|
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
2,740 |
|
|
|
2,695 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
182 |
|
|
|
182 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4 |
|
|
|
|
|
|
|
|
5.090%, 05/20/2027 |
|
|
1,064 |
|
|
|
1,066 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
|
|
|
|
|
|
|
|
5.440%, 08/20/2027 |
|
|
677 |
|
|
|
684 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.820%, 08/16/2027 |
|
|
1,288 |
|
|
|
1,287 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GM Financial Consumer Automobile Receivables Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.100%, 03/16/2029 |
|
$ |
2,238 |
|
|
$ |
2,269 |
|
GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.980%, 12/11/2036 (A) |
|
|
1,078 |
|
|
|
1,097 |
|
GM Financial Revolving Receivables Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
4.520%, 03/11/2037 (A) |
|
|
1,956 |
|
|
|
1,955 |
|
Hertz Vehicle Financing III LLC, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.940%, 02/25/2028 (A) |
|
|
860 |
|
|
|
877 |
|
Hertz Vehicle Financing III LLC, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
6.150%, 03/25/2030 (A) |
|
|
2,120 |
|
|
|
2,208 |
|
Hertz Vehicle Financing III, Ser 2021-2A, Cl C |
|
|
|
|
|
|
|
|
2.520%, 12/27/2027 (A) |
|
|
2,030 |
|
|
|
1,877 |
|
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.730%, 07/20/2026 |
|
|
1,136 |
|
|
|
1,127 |
|
Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.270%, 11/20/2028 |
|
|
3,125 |
|
|
|
3,181 |
|
Honda Auto Receivables Owner Trust, Ser 2024-3, Cl A3 |
|
|
|
|
|
|
|
|
4.570%, 03/21/2029 |
|
|
5,341 |
|
|
|
5,365 |
|
Honda Auto Receivables Owner Trust, Ser 2024-3, Cl A4 |
|
|
|
|
|
|
|
|
4.510%, 11/21/2030 |
|
|
888 |
|
|
|
893 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (A) |
|
|
742 |
|
|
|
741 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.170%, 04/15/2027 (A) |
|
|
1,684 |
|
|
|
1,688 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
|
|
|
|
|
|
|
|
5.840%, 09/15/2027 (A) |
|
|
1,115 |
|
|
|
1,132 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-C, Cl A3 |
|
|
|
|
|
|
|
|
4.620%, 04/17/2028 (A) |
|
|
6,231 |
|
|
|
6,240 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-C, Cl A4 |
|
|
|
|
|
|
|
|
4.650%, 09/15/2028 (A) |
|
|
1,839 |
|
|
|
1,844 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
1,347 |
|
|
|
1,301 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
1,383 |
|
|
|
1,363 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
2.350%, 04/17/2028 |
|
|
899 |
|
|
|
872 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.480%, 07/17/2028 |
|
$ |
1,525 |
|
|
$ |
1,524 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
858 |
|
|
|
869 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (A) |
|
|
73 |
|
|
|
72 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (A) |
|
|
405 |
|
|
|
398 |
|
LAD Auto Receivables Trust, Ser 2024-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.610%, 08/15/2028 (A) |
|
|
1,455 |
|
|
|
1,472 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
5.250%, 02/15/2029 |
|
|
1,834 |
|
|
|
1,862 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.610%, 11/15/2027 |
|
|
1,493 |
|
|
|
1,506 |
|
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
|
|
|
|
|
|
|
|
4.450%, 11/15/2029 |
|
|
1,104 |
|
|
|
1,104 |
|
Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 12/15/2028 |
|
|
3,349 |
|
|
|
3,406 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.230%, 06/15/2028 (A) |
|
|
1,640 |
|
|
|
1,665 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.960%, 04/15/2026 (A) |
|
|
575 |
|
|
|
573 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
4.180%, 12/15/2028 (A) |
|
|
813 |
|
|
|
808 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C |
|
|
|
|
|
|
|
|
5.933%, 12/15/2033 (A) |
|
|
3,900 |
|
|
|
3,955 |
|
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 12/15/2026 |
|
|
59 |
|
|
|
59 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.140%, 02/16/2027 |
|
|
427 |
|
|
|
427 |
|
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3 |
|
|
|
|
|
|
|
|
4.490%, 11/16/2026 |
|
|
800 |
|
|
|
799 |
|
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
|
|
|
|
|
|
|
|
5.750%, 04/15/2027 |
|
|
553 |
|
|
|
554 |
|
Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3 |
|
|
|
|
|
|
|
|
5.630%, 01/16/2029 |
|
|
1,657 |
|
|
|
1,681 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Drive Auto Receivables Trust, Ser 2024-4, Cl A3 |
|
|
|
|
|
|
|
|
4.850%, 01/16/2029 |
|
$ |
1,722 |
|
|
$ |
1,724 |
|
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.280%, 11/20/2025 (A) |
|
|
779 |
|
|
|
778 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (A) |
|
|
2,161 |
|
|
|
2,173 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (A) |
|
|
2,096 |
|
|
|
2,117 |
|
SBNA Auto Lease Trust, Ser 2024-B, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 11/22/2027 (A) |
|
|
2,005 |
|
|
|
2,034 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.320%, 12/15/2028 (A) |
|
|
5,951 |
|
|
|
5,989 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.210%, 04/16/2029 (A) |
|
|
433 |
|
|
|
439 |
|
SCCU Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.450%, 12/15/2027 (A) |
|
|
2,145 |
|
|
|
2,152 |
|
SCCU Auto Receivables Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.110%, 06/15/2029 (A) |
|
|
1,355 |
|
|
|
1,368 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.950%, 05/21/2029 (A) |
|
|
2,297 |
|
|
|
2,310 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 |
|
|
|
|
|
|
|
|
4.940%, 01/21/2031 (A) |
|
|
389 |
|
|
|
393 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.330%, 11/20/2029 (A) |
|
|
1,414 |
|
|
|
1,441 |
|
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 05/25/2033 (A) |
|
|
10,690 |
|
|
|
10,403 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (A) |
|
|
7,605 |
|
|
|
7,209 |
|
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/25/2036 (A) |
|
|
4,760 |
|
|
|
4,856 |
|
Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.160%, 11/25/2036 (A) |
|
|
9,773 |
|
|
|
10,069 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.430%, 04/17/2028 |
|
|
994 |
|
|
|
1,014 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
4.710%, 02/15/2028 |
|
|
1,966 |
|
|
|
1,966 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 04/17/2028 |
|
|
2,315 |
|
|
|
2,333 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 03/15/2028 (A) |
|
$ |
3,050 |
|
|
$ |
3,066 |
|
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.440%, 07/21/2025 |
|
|
107 |
|
|
|
107 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
2,187 |
|
|
|
2,201 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 |
|
|
|
|
|
|
|
|
4.870%, 06/21/2039 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
World Omni Auto Receivables Trust, Ser 2024-B, Cl A3 |
|
|
|
|
|
|
|
|
5.270%, 09/17/2029 |
|
|
2,475 |
|
|
|
2,525 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.070%, 09/15/2026 |
|
|
1,115 |
|
|
|
1,115 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
648 |
|
|
|
648 |
|
| |
|
|
|
|
|
|
165,255 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.8% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
3.390%, 05/15/2027 |
|
|
1,580 |
|
|
|
1,562 |
|
American Express Credit Account Master Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
5.230%, 04/15/2029 |
|
|
3,190 |
|
|
|
3,266 |
|
American Express Credit Account Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
5.240%, 04/15/2031 |
|
|
9,858 |
|
|
|
10,291 |
|
American Express Credit Account Master Trust, Ser 2024-3, Cl A |
|
|
|
|
|
|
|
|
4.650%, 07/15/2029 |
|
|
5,385 |
|
|
|
5,454 |
|
BA Credit Card Trust, Ser 2023-A1, Cl A1 |
|
|
|
|
|
|
|
|
4.790%, 05/15/2028 |
|
|
825 |
|
|
|
830 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
9,226 |
|
|
|
9,365 |
|
BA Credit Card Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.930%, 05/15/2029 |
|
|
4,503 |
|
|
|
4,585 |
|
CARDS II Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
6.035%, SOFRRATE + 0.680%, 07/16/2029 (A)(B) |
|
|
4,475 |
|
|
|
4,475 |
|
Discover Card Execution Note Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
4.310%, 03/15/2028 |
|
|
2,205 |
|
|
|
2,198 |
|
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/15/2028 |
|
|
6,720 |
|
|
|
6,778 |
|
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
3,475 |
|
|
|
3,530 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Synchrony Card Funding LLC, Ser 2024-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 07/15/2030 |
|
$ |
1,541 |
|
|
$ |
1,565 |
|
WF Card Issuance Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.940%, 02/15/2029 |
|
|
4,274 |
|
|
|
4,342 |
|
World Financial Network Credit Card Master Note Trust, Ser 2024-B, Cl A |
|
|
|
|
|
|
|
|
4.620%, 05/15/2031 |
|
|
1,552 |
|
|
|
1,554 |
|
World Financial Network Credit Card Master Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.470%, 02/15/2031 |
|
|
936 |
|
|
|
956 |
|
| |
|
|
|
|
|
|
60,751 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.1% |
|
|
|
|
| |
|
|
|
|
Aames Mortgage Trust, Ser 2002-1, Cl A3 |
|
|
|
|
|
|
|
|
7.396%, 06/25/2032 (D) |
|
|
11 |
|
|
|
11 |
|
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |
|
|
|
|
|
|
|
|
6.112%, TSFR1M + 0.834%, 01/25/2035 (B) |
|
|
621 |
|
|
|
621 |
|
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |
|
|
|
|
|
|
|
|
6.271%, TSFR1M + 0.934%, 09/15/2029 (B) |
|
|
126 |
|
|
|
121 |
|
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |
|
|
|
|
|
|
|
|
5.712%, TSFR1M + 0.434%, 08/25/2036 (B) |
|
|
652 |
|
|
|
231 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |
|
|
|
|
|
|
|
|
6.358%, 01/25/2047 (D) |
|
|
12 |
|
|
|
4 |
|
RASC Trust, Ser 2005-KS9, Cl M5 |
|
|
|
|
|
|
|
|
6.337%, TSFR1M + 0.744%, 10/25/2035 (B) |
|
|
2,090 |
|
|
|
2,077 |
|
RASC Trust, Ser 2006-KS2, Cl M2 |
|
|
|
|
|
|
|
|
5.977%, TSFR1M + 0.699%, 03/25/2036 (B) |
|
|
806 |
|
|
|
798 |
|
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
4 |
|
|
|
4 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |
|
|
|
|
|
|
|
|
6.392%, TSFR1M + 1.114%, 10/25/2034 (B) |
|
|
1,921 |
|
|
|
1,939 |
|
| |
|
|
|
|
|
|
5,806 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 4.8% |
|
|
|
|
| |
|
|
|
|
AB BSL CLO IV, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
7.282%, TSFR3M + 2.000%, 04/20/2036 (A)(B) |
|
|
890 |
|
|
|
895 |
|
AccessLex Institute, Ser 2007-A, Cl A3 |
|
|
|
|
|
|
|
|
5.633%, TSFR3M + 0.562%, 05/25/2036 (B) |
|
|
1,109 |
|
|
|
1,094 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
AGL CLO 33, Ser 2024-33A, Cl A1 |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.350%, 07/21/2037 (A)(B) |
|
$ |
4,260 |
|
|
$ |
4,258 |
|
AGL CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.744%, TSFR3M + 1.462%, 07/20/2034 (A)(B) |
|
|
610 |
|
|
|
611 |
|
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.937%, 08/15/2046 (A) |
|
|
3,630 |
|
|
|
3,410 |
|
American Homes 4 Rent, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (A) |
|
|
4,662 |
|
|
|
4,604 |
|
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
|
|
|
|
|
|
|
|
7.213%, TSFR3M + 1.912%, 01/15/2032 (A)(B) |
|
|
2,000 |
|
|
|
1,999 |
|
Apidos CLO XII, Ser 2024-12A, Cl ARR |
|
|
|
|
|
|
|
|
6.381%, TSFR3M + 1.080%, 04/15/2031 (A)(B) |
|
|
2,350 |
|
|
|
2,350 |
|
Apidos CLO XXV, Ser 2024-25A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.432%, TSFR3M + 1.150%, 10/20/2031 (A)(B) |
|
|
4,049 |
|
|
|
4,053 |
|
Apidos CLO XXXV, Ser 2021-35A, Cl A |
|
|
|
|
|
|
|
|
6.594%, TSFR3M + 1.312%, 04/20/2034 (A)(B) |
|
|
1,320 |
|
|
|
1,321 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS |
|
|
|
|
|
|
|
|
7.151%, TSFR1M + 1.814%, 11/15/2036 (A)(B) |
|
|
4,831 |
|
|
|
4,776 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |
|
|
|
|
|
|
|
|
6.804%, SOFR30A + 1.450%, 01/15/2037 (A)(B) |
|
|
1,848 |
|
|
|
1,839 |
|
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1 |
|
|
|
|
|
|
|
|
7.051%, TSFR3M + 1.750%, 10/15/2036 (A)(B) |
|
|
2,380 |
|
|
|
2,395 |
|
Ares LXIII CLO, Ser 2022-63A, Cl A1A |
|
|
|
|
|
|
|
|
6.662%, TSFR3M + 1.380%, 04/20/2035 (A)(B) |
|
|
2,750 |
|
|
|
2,757 |
|
Balboa Bay Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.714%, TSFR3M + 1.432%, 01/20/2035 (A)(B) |
|
|
1,230 |
|
|
|
1,229 |
|
Ballyrock CLO, Ser 2019-2, Cl A1RR |
|
|
|
|
|
|
|
|
6.528%, TSFR3M + 1.400%, 02/20/2036 (A)(B) |
|
|
1,530 |
|
|
|
1,532 |
|
Barings CLO, Ser 2024-4A, Cl A1R |
|
|
|
|
|
|
|
|
6.451%, TSFR3M + 1.150%, 10/15/2030 (A)(B) |
|
|
5,607 |
|
|
|
5,609 |
|
Battery Park CLO, Ser 2024-1A, Cl AR |
|
|
|
|
|
|
|
|
6.701%, TSFR3M + 1.400%, 07/15/2036 (A)(B) |
|
|
2,540 |
|
|
|
2,539 |
|
Birch Grove CLO 4, Ser 2022-4A, Cl A1R |
|
|
|
|
|
|
|
|
6.781%, TSFR3M + 1.480%, 07/15/2037 (A)(B) |
|
|
1,320 |
|
|
|
1,320 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Birch Grove CLO 7, Ser 2023-7A, Cl A1 |
|
|
|
|
|
|
|
|
7.082%, TSFR3M + 1.800%, 10/20/2036 (A)(B) |
|
$ |
1,420 |
|
|
$ |
1,430 |
|
Birch Grove CLO 8, Ser 2024-8A, Cl A1 |
|
|
|
|
|
|
|
|
6.928%, TSFR3M + 1.630%, 04/20/2037 (A)(B) |
|
|
1,450 |
|
|
|
1,458 |
|
Blackbird Capital II Aircraft Lease, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.443%, 07/15/2046 (A) |
|
|
741 |
|
|
|
675 |
|
BlueMountain CLO XXXI, Ser 2021-31A, Cl A1 |
|
|
|
|
|
|
|
|
6.691%, TSFR3M + 1.412%, 04/19/2034 (A)(B) |
|
|
350 |
|
|
|
351 |
|
Brazos Education Loan Authority, Ser 2012-1, Cl A1 |
|
|
|
|
|
|
|
|
6.163%, SOFR30A + 0.814%, 12/26/2035 (B) |
|
|
211 |
|
|
|
211 |
|
Brightwood Capital MM CLO, Ser 2023-1A, Cl A1A |
|
|
|
|
|
|
|
|
8.079%, TSFR3M + 2.750%, 10/15/2035 (A)(B) |
|
|
1,690 |
|
|
|
1,713 |
|
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A |
|
|
|
|
|
|
|
|
6.575%, TSFR3M + 1.312%, 07/27/2031 (A)(B) |
|
|
481 |
|
|
|
480 |
|
CarVal CLO VII-C, Ser 2024-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.722%, TSFR3M + 1.440%, 07/20/2037 (A)(B) |
|
|
2,550 |
|
|
|
2,549 |
|
CarVal CLO XI C, Ser 2024-3A, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2037 (A)(B)(E) |
|
|
3,290 |
|
|
|
3,290 |
|
Catskill Park CLO, Ser 2017-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.244%, TSFR3M + 1.962%, 04/20/2029 (A)(B) |
|
|
1,500 |
|
|
|
1,502 |
|
Cayuga Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.667%, TSFR3M + 1.382%, 07/17/2034 (A)(B) |
|
|
2,360 |
|
|
|
2,364 |
|
CBAM, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.794%, TSFR3M + 1.512%, 07/20/2030 (A)(B) |
|
|
249 |
|
|
|
249 |
|
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR |
|
|
|
|
|
|
|
|
1.937%, 07/17/2031 (A) |
|
|
1,259 |
|
|
|
1,204 |
|
Cedar Funding VII CLO, Ser 2024-7A, Cl AR |
|
|
|
|
|
|
|
|
6.176%, TSFR3M + 1.080%, 01/20/2031 (A)(B) |
|
|
7,100 |
|
|
|
7,100 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.857%, 11/25/2034 (D) |
|
|
80 |
|
|
|
79 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A7 |
|
|
|
|
|
|
|
|
4.857%, 11/25/2034 (D) |
|
|
80 |
|
|
|
78 |
|
CIFC Funding, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.674%, TSFR3M + 1.392%, 10/20/2034 (A)(B) |
|
|
840 |
|
|
|
841 |
|
CIFC Funding, Ser 2021-4A, Cl A1A2 |
|
|
|
|
|
|
|
|
6.614%, TSFR3M + 1.332%, 04/20/2034 (A)(B) |
|
|
350 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
6.675%, TSFR3M + 1.392%, 01/23/2035 (A)(B) |
|
$ |
6,225 |
|
|
$ |
6,230 |
|
CIFC Funding, Ser 2024-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.763%, TSFR3M + 1.420%, 07/25/2037 (A)(B) |
|
|
2,250 |
|
|
|
2,249 |
|
CIFC Funding, Ser 2024-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.848%, TSFR3M + 1.520%, 04/22/2037 (A)(B) |
|
|
2,400 |
|
|
|
2,404 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.705%, SOFR90A + 0.352%, 03/25/2042 (A)(B) |
|
|
746 |
|
|
|
729 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
4.759%, 03/25/2037 (D) |
|
|
123 |
|
|
|
122 |
|
CNH Equipment Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.890%, 08/16/2027 |
|
|
1,528 |
|
|
|
1,514 |
|
CNH Equipment Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 04/17/2028 |
|
|
3,265 |
|
|
|
3,285 |
|
College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
7.042%, TSFR1M + 1.764%, 11/26/2046 (A)(B) |
|
|
371 |
|
|
|
369 |
|
College Avenue Student Loans LLC, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (A) |
|
|
300 |
|
|
|
287 |
|
College Avenue Student Loans LLC, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (A) |
|
|
643 |
|
|
|
610 |
|
College Avenue Student Loans LLC, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (A) |
|
|
543 |
|
|
|
493 |
|
College Avenue Student Loans LLC, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (A) |
|
|
357 |
|
|
|
322 |
|
College Avenue Student Loans LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 05/25/2055 (A) |
|
|
2,433 |
|
|
|
2,433 |
|
COOF Securitization Trust, Ser 2014-1, Cl A, IO |
|
|
|
|
|
|
|
|
2.788%, 06/25/2040 (A)(B) |
|
|
87 |
|
|
|
6 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
5.932%, TSFR1M + 0.654%, 12/25/2034 (B) |
|
|
1,645 |
|
|
|
1,628 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2006-SD3, Cl A1 |
|
|
|
|
|
|
|
|
6.052%, TSFR1M + 0.774%, 07/25/2036 (A)(B) |
|
|
12 |
|
|
|
12 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |
|
|
|
|
|
|
|
|
6.292%, TSFR1M + 1.014%, 10/25/2047 (B) |
|
|
180 |
|
|
|
168 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A |
|
|
|
|
|
|
|
|
5.571%, TSFR1M + 0.234%, 04/15/2037 (B) |
|
$ |
954 |
|
|
$ |
898 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 |
|
|
|
|
|
|
|
|
3.379%, 12/25/2032 (D) |
|
|
18 |
|
|
|
17 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |
|
|
|
|
|
|
|
|
3.032%, 12/25/2036 (D) |
|
|
300 |
|
|
|
247 |
|
DLLAA LLC, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.640%, 02/22/2028 (A) |
|
|
760 |
|
|
|
774 |
|
DLLAD LLC, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.300%, 07/20/2029 (A) |
|
|
1,650 |
|
|
|
1,684 |
|
DLLMT 2024-1 LLC, Ser 2024-1A, Cl A4 |
|
|
|
|
|
|
|
|
4.980%, 04/20/2032 (A) |
|
|
1,380 |
|
|
|
1,385 |
|
DLLST LLC, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 08/20/2027 (A) |
|
|
740 |
|
|
|
743 |
|
DRIVEN BRANDS FUNDING LLC, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.372%, 10/20/2054 (A) |
|
|
1,770 |
|
|
|
1,825 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
6.463%, TSFR3M + 1.162%, 04/15/2029 (A)(B) |
|
|
2,391 |
|
|
|
2,393 |
|
Eaton Vance CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.713%, TSFR3M + 1.412%, 01/15/2035 (A)(B) |
|
|
1,500 |
|
|
|
1,500 |
|
EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
5.250%, 11/25/2040 (A) |
|
|
1,348 |
|
|
|
1,350 |
|
Elmwood CLO I, Ser 2024-1A, Cl A1RR |
|
|
|
|
|
|
|
|
6.802%, TSFR3M + 1.520%, 04/20/2037 (A)(B) |
|
|
2,220 |
|
|
|
2,237 |
|
Empower CLO, Ser 2024-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.911%, TSFR3M + 1.600%, 04/25/2037 (A)(B) |
|
|
1,500 |
|
|
|
1,505 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
178 |
|
|
|
171 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.052%, TSFR1M + 0.774%, 01/25/2036 (B) |
|
|
4,915 |
|
|
|
4,689 |
|
Goldentree Loan Management US CLO 11, Ser 2021-11A, Cl B |
|
|
|
|
|
|
|
|
7.144%, TSFR3M + 1.862%, 10/20/2034 (A)(B) |
|
|
6,000 |
|
|
|
5,983 |
|
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
|
|
|
|
|
|
|
|
6.433%, TSFR3M + 1.150%, 04/24/2031 (A)(B) |
|
|
4,445 |
|
|
|
4,448 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Golub Capital Partners CLO, Ser 2023-66A, Cl A |
|
|
|
|
|
|
|
|
7.235%, TSFR3M + 1.950%, 04/25/2036 (A)(B) |
|
$ |
890 |
|
|
$ |
899 |
|
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
7.505%, TSFR3M + 2.162%, 12/20/2029 (A)(B) |
|
|
202 |
|
|
|
202 |
|
Halsey Point CLO I, Ser 2019-1A, Cl A1A1 |
|
|
|
|
|
|
|
|
6.894%, TSFR3M + 1.612%, 01/20/2033 (A)(B) |
|
|
590 |
|
|
|
590 |
|
Halsey Point CLO III, Ser 2020-3A, Cl A1A |
|
|
|
|
|
|
|
|
6.967%, TSFR3M + 1.712%, 11/30/2032 (A)(B) |
|
|
700 |
|
|
|
700 |
|
Halsey Point CLO III, Ser 2024-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.637%, TSFR3M + 1.480%, 07/30/2037 (A)(B) |
|
|
1,750 |
|
|
|
1,750 |
|
Hardee's Funding LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.865%, 06/20/2051 (A) |
|
|
3,647 |
|
|
|
3,212 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (A) |
|
|
1,729 |
|
|
|
1,463 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (A) |
|
|
590 |
|
|
|
570 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (A) |
|
|
1,150 |
|
|
|
1,156 |
|
HPS Loan Management, Ser 2021-16A, Cl A1 |
|
|
|
|
|
|
|
|
6.685%, TSFR3M + 1.402%, 01/23/2035 (A)(B) |
|
|
6,000 |
|
|
|
6,013 |
|
Invitation Homes Trust, Ser 2024-SFR1, Cl A |
|
|
|
|
|
|
|
|
4.000%, 09/17/2029 (A) |
|
|
4,190 |
|
|
|
4,039 |
|
JGWPT XXX LLC, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (A) |
|
|
1,034 |
|
|
|
987 |
|
JGWPT XXXII LLC, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (A) |
|
|
1,337 |
|
|
|
1,225 |
|
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |
|
|
|
|
|
|
|
|
0.878%, 08/25/2038 (A)(B) |
|
|
348 |
|
|
|
6 |
|
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |
|
|
|
|
|
|
|
|
3.033%, 04/25/2040 (A)(B) |
|
|
42 |
|
|
|
3 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.674%, TSFR3M + 1.392%, 01/21/2035 (A)(B) |
|
|
710 |
|
|
|
710 |
|
KREF, Ser 2022-FL3, Cl A |
|
|
|
|
|
|
|
|
6.786%, TSFR1M + 1.450%, 02/17/2039 (A)(B) |
|
|
4,100 |
|
|
|
4,084 |
|
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
|
|
|
|
|
|
|
|
6.459%, TSFR3M + 1.180%, 10/18/2030 (A)(B) |
|
|
4,334 |
|
|
|
4,339 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Madison Park Funding XXVII, Ser 2018-27A, Cl A2 |
|
|
|
|
|
|
|
|
6.894%, TSFR3M + 1.612%, 04/20/2030 (A)(B) |
|
$ |
2,655 |
|
|
$ |
2,652 |
|
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |
|
|
|
|
|
|
|
|
6.534%, TSFR3M + 1.252%, 04/20/2032 (A)(B) |
|
|
3,488 |
|
|
|
3,492 |
|
Magnetite XVII, Ser 2024-17A, Cl BR2 |
|
|
|
|
|
|
|
|
7.232%, TSFR3M + 1.950%, 04/20/2037 (A)(B) |
|
|
2,840 |
|
|
|
2,849 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
6.666%, TSFR3M + 1.382%, 07/25/2034 (A)(B) |
|
|
1,600 |
|
|
|
1,601 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.151%, TSFR1M + 1.814%, 12/15/2035 (A)(B) |
|
|
604 |
|
|
|
604 |
|
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
6.536%, TSFR1M + 1.194%, 10/16/2036 (A)(B) |
|
|
2,499 |
|
|
|
2,485 |
|
Mid-State Capital Trust, Ser 2006-1, Cl A |
|
|
|
|
|
|
|
|
5.787%, 10/15/2040 (A) |
|
|
1,572 |
|
|
|
1,574 |
|
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
|
515 |
|
|
|
510 |
|
MVW LLC, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (A) |
|
|
265 |
|
|
|
250 |
|
MVW LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.180%, 11/20/2040 (A) |
|
|
829 |
|
|
|
856 |
|
Myers Park CLO, Ser 2018-1A, Cl B1 |
|
|
|
|
|
|
|
|
7.144%, TSFR3M + 1.862%, 10/20/2030 (A)(B) |
|
|
890 |
|
|
|
890 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
7.051%, TSFR1M + 1.714%, 10/15/2031 (A)(B) |
|
|
317 |
|
|
|
318 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
7.601%, TSFR1M + 2.264%, 12/15/2045 (A)(B) |
|
|
157 |
|
|
|
158 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (A) |
|
|
269 |
|
|
|
266 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (A) |
|
|
– |
|
|
|
– |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (A) |
|
|
2,139 |
|
|
|
2,105 |
|
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (A) |
|
|
520 |
|
|
|
512 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (A) |
|
|
1,027 |
|
|
|
999 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (A) |
|
$ |
1,476 |
|
|
$ |
1,426 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (A) |
|
|
1,746 |
|
|
|
1,664 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (A) |
|
|
852 |
|
|
|
797 |
|
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (A) |
|
|
947 |
|
|
|
874 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (A) |
|
|
1,096 |
|
|
|
1,009 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (A) |
|
|
2,613 |
|
|
|
2,359 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (A) |
|
|
502 |
|
|
|
450 |
|
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (A) |
|
|
1,916 |
|
|
|
1,720 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (A) |
|
|
2,836 |
|
|
|
2,496 |
|
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (A) |
|
|
1,834 |
|
|
|
1,599 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (A) |
|
|
452 |
|
|
|
401 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (A) |
|
|
1,621 |
|
|
|
1,471 |
|
Navient Student Loan Trust, Ser 2016-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.813%, SOFR30A + 1.464%, 06/25/2065 (A)(B) |
|
|
917 |
|
|
|
926 |
|
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.513%, SOFR30A + 1.164%, 07/26/2066 (A)(B) |
|
|
4,878 |
|
|
|
4,887 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (A) |
|
|
506 |
|
|
|
492 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (A) |
|
|
716 |
|
|
|
632 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (A) |
|
|
1,660 |
|
|
|
1,490 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (A) |
|
$ |
667 |
|
|
$ |
685 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
5.801%, SOFR90A + 0.442%, 10/27/2036 (B) |
|
|
322 |
|
|
|
320 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
5.781%, SOFR90A + 0.422%, 01/25/2037 (B) |
|
|
812 |
|
|
|
808 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
5.731%, SOFR90A + 0.372%, 10/25/2033 (B) |
|
|
2,212 |
|
|
|
2,190 |
|
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
5.715%, SOFR90A + 0.362%, 03/23/2037 (B) |
|
|
2,328 |
|
|
|
2,309 |
|
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
5.735%, SOFR90A + 0.382%, 12/24/2035 (B) |
|
|
1,653 |
|
|
|
1,639 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.795%, SOFR90A + 0.442%, 03/22/2032 (B) |
|
|
290 |
|
|
|
282 |
|
Nelnet Student Loan Trust, Ser 2019-5, Cl A |
|
|
|
|
|
|
|
|
2.530%, 10/25/2067 (A) |
|
|
1,050 |
|
|
|
978 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (A) |
|
|
1,241 |
|
|
|
1,146 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
5.582%, TSFR1M + 0.304%, 04/25/2037 (B) |
|
|
5,014 |
|
|
|
4,802 |
|
NP SPE X, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.230%, 03/19/2051 (A) |
|
|
2,556 |
|
|
|
2,396 |
|
Oaktree CLO, Ser 2022-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.601%, TSFR3M + 2.300%, 07/15/2035 (A)(B) |
|
|
250 |
|
|
|
250 |
|
Oaktree CLO, Ser 2024-25A, Cl A |
|
|
|
|
|
|
|
|
6.854%, TSFR3M + 1.550%, 04/20/2037 (A)(B) |
|
|
2,490 |
|
|
|
2,503 |
|
Ocean Trails CLO XII, Ser 2024-12A, Cl A1R |
|
|
|
|
|
|
|
|
6.476%, TSFR3M + 1.330%, 07/20/2035 (A)(B) |
|
|
3,460 |
|
|
|
3,460 |
|
OCP CLO, Ser 2024-6A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.436%, TSFR3M + 1.150%, 10/17/2030 (A)(B) |
|
|
3,205 |
|
|
|
3,205 |
|
Octagon 66, Ser 2023-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.846%, TSFR3M + 1.750%, 11/16/2036 (A)(B) |
|
|
2,500 |
|
|
|
2,519 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
6.513%, TSFR3M + 1.212%, 07/15/2029 (A)(B) |
|
$ |
738 |
|
|
$ |
739 |
|
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |
|
|
|
|
|
|
|
|
6.378%, TSFR3M + 1.262%, 02/14/2031 (A)(B) |
|
|
1,083 |
|
|
|
1,084 |
|
Octane Receivables Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.870%, 05/21/2029 (A) |
|
|
740 |
|
|
|
742 |
|
Octane Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.800%, 07/20/2032 (A) |
|
|
1,030 |
|
|
|
1,039 |
|
OFSI BSL XIV CLO, Ser 2024-14A, Cl A |
|
|
|
|
|
|
|
|
6.649%, TSFR3M + 1.460%, 07/20/2037 (A)(B) |
|
|
1,940 |
|
|
|
1,940 |
|
OHA Credit Funding VII, Ser 2022-7A, Cl AR |
|
|
|
|
|
|
|
|
6.580%, TSFR3M + 1.300%, 02/24/2037 (A)(B) |
|
|
1,730 |
|
|
|
1,732 |
|
OHA Credit Partners XVI, Ser 2021-16A, Cl A |
|
|
|
|
|
|
|
|
6.691%, TSFR3M + 1.412%, 10/18/2034 (A)(B) |
|
|
350 |
|
|
|
351 |
|
Owl Rock CLO III, Ser 2024-3A, Cl AR |
|
|
|
|
|
|
|
|
7.149%, TSFR3M + 1.850%, 04/20/2036 (A)(B) |
|
|
2,030 |
|
|
|
2,037 |
|
Palmer Square CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.528%, TSFR3M + 1.412%, 11/14/2034 (A)(B) |
|
|
2,430 |
|
|
|
2,433 |
|
Palmer Square CLO, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
6.602%, TSFR3M + 1.320%, 04/20/2035 (A)(B) |
|
|
5,800 |
|
|
|
5,807 |
|
Palmer Square CLO, Ser 2022-5A, Cl A |
|
|
|
|
|
|
|
|
7.282%, TSFR3M + 2.000%, 10/20/2035 (A)(B) |
|
|
710 |
|
|
|
710 |
|
PFS Financing, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
2.770%, 02/15/2027 (A) |
|
|
1,563 |
|
|
|
1,542 |
|
Point Au Roche Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.624%, TSFR3M + 1.342%, 07/20/2034 (A)(B) |
|
|
3,130 |
|
|
|
3,138 |
|
Rad CLO, Ser 2023-22A, Cl A1 |
|
|
|
|
|
|
|
|
7.112%, TSFR3M + 1.830%, 01/20/2037 (A)(B) |
|
|
3,040 |
|
|
|
3,071 |
|
RAMP Trust, Ser 2007-RZ1, Cl A3 |
|
|
|
|
|
|
|
|
5.892%, TSFR1M + 0.614%, 02/25/2037 (B) |
|
|
2,099 |
|
|
|
2,078 |
|
Recette CLO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.624%, TSFR3M + 1.342%, 04/20/2034 (A)(B) |
|
|
760 |
|
|
|
760 |
|
Reese Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.693%, TSFR3M + 1.392%, 10/15/2034 (A)(B) |
|
|
3,690 |
|
|
|
3,692 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.490%, TSFR3M + 1.362%, 08/20/2032 (A)(B) |
|
|
5,000 |
|
|
|
5,003 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
RR III, Ser 2018-3A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.653%, TSFR3M + 1.352%, 01/15/2030 (A)(B) |
|
$ |
446 |
|
|
$ |
447 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
983 |
|
|
|
961 |
|
SBA Small Business Investment, Ser 2019-10A, Cl 1 |
|
|
|
|
|
|
|
|
3.113%, 03/10/2029 |
|
|
542 |
|
|
|
517 |
|
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
|
|
|
|
|
|
|
|
2.938%, 03/10/2032 |
|
|
1,466 |
|
|
|
1,374 |
|
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
|
|
|
|
|
|
|
|
4.262%, 09/10/2032 |
|
|
872 |
|
|
|
861 |
|
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.963%, TSFR3M + 1.662%, 04/15/2031 (A)(B) |
|
|
48 |
|
|
|
48 |
|
Silver Rock CLO I, Ser 2023-1A, Cl AR |
|
|
|
|
|
|
|
|
7.062%, TSFR3M + 1.780%, 10/20/2033 (A)(B) |
|
|
2,960 |
|
|
|
2,968 |
|
SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |
|
|
|
|
|
|
|
|
10.201%, TSFR1M + 4.864%, 10/15/2041 (A)(B) |
|
|
1,229 |
|
|
|
1,284 |
|
SLM Student Loan Trust, Ser 2003-4, Cl A5D |
|
|
|
|
|
|
|
|
6.364%, SOFR90A + 1.012%, 03/15/2033 (A)(B) |
|
|
493 |
|
|
|
485 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
6.814%, SOFR90A + 1.462%, 12/15/2033 (A)(B) |
|
|
1,801 |
|
|
|
1,779 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
5.781%, SOFR90A + 0.422%, 01/25/2041 (B) |
|
|
2,483 |
|
|
|
2,410 |
|
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
6.821%, SOFR90A + 1.462%, 01/25/2083 (B) |
|
|
1,155 |
|
|
|
1,190 |
|
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
6.821%, SOFR90A + 1.462%, 04/26/2083 (B) |
|
|
1,155 |
|
|
|
1,176 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
7.471%, SOFR90A + 2.112%, 04/25/2073 (B) |
|
|
1,155 |
|
|
|
1,196 |
|
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
7.471%, SOFR90A + 2.112%, 07/25/2073 (B) |
|
|
1,155 |
|
|
|
1,179 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
7.471%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,182 |
|
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
7.471%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,171 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2014-3A, Cl A6A |
|
|
|
|
|
|
|
|
6.171%, SOFR90A + 0.812%, 10/25/2064 (A)(B) |
|
$ |
2,008 |
|
|
$ |
1,988 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (A) |
|
|
75 |
|
|
|
74 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
6.551%, TSFR1M + 1.214%, 09/15/2034 (A)(B) |
|
|
83 |
|
|
|
83 |
|
SMB Private Education Loan Trust, Ser 2020-A, Cl A2A |
|
|
|
|
|
|
|
|
2.230%, 09/15/2037 (A) |
|
|
672 |
|
|
|
641 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (A) |
|
|
2,005 |
|
|
|
1,862 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
|
|
|
|
|
|
|
|
1.590%, 01/15/2053 (A) |
|
|
901 |
|
|
|
822 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (A) |
|
|
2,533 |
|
|
|
2,281 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (A) |
|
|
1,105 |
|
|
|
1,019 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 |
|
|
|
|
|
|
|
|
1.390%, 01/15/2053 (A) |
|
|
1,756 |
|
|
|
1,584 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.300%, 01/15/2053 (A) |
|
|
913 |
|
|
|
865 |
|
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (A) |
|
|
2,566 |
|
|
|
2,366 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051 (A) |
|
|
726 |
|
|
|
676 |
|
SMB Private Education Loan Trust, Ser 2024-A, Cl A1A |
|
|
|
|
|
|
|
|
5.240%, 03/15/2056 (A) |
|
|
1,748 |
|
|
|
1,772 |
|
SMB Private Education Loan Trust, Ser 2024-D, Cl A1A |
|
|
|
|
|
|
|
|
5.380%, 07/15/2053 (A) |
|
|
777 |
|
|
|
790 |
|
SMB Private Education Loan Trust, Ser 2024-E, Cl A1A |
|
|
|
|
|
|
|
|
5.090%, 10/16/2056 (A) |
|
|
2,430 |
|
|
|
2,438 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (A) |
|
|
27 |
|
|
|
27 |
|
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX |
|
|
|
|
|
|
|
|
2.650%, 09/25/2040 (A) |
|
|
20 |
|
|
|
20 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (A) |
|
$ |
163 |
|
|
$ |
151 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (A) |
|
|
1,365 |
|
|
|
1,186 |
|
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
6.892%, TSFR1M + 1.614%, 01/25/2036 (B) |
|
|
441 |
|
|
|
441 |
|
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.893%, 08/25/2045 (A) |
|
|
3,772 |
|
|
|
3,637 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
5.942%, TSFR1M + 0.664%, 09/25/2034 (B) |
|
|
2,048 |
|
|
|
1,952 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |
|
|
|
|
|
|
|
|
5.732%, TSFR1M + 0.454%, 12/25/2036 (B) |
|
|
1,088 |
|
|
|
1,065 |
|
Symphony CLO, Ser 2023-40A, Cl A1 |
|
|
|
|
|
|
|
|
6.941%, TSFR3M + 1.640%, 01/14/2034 (A)(B) |
|
|
2,740 |
|
|
|
2,747 |
|
T-Mobile US Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.910%, 05/22/2028 (A) |
|
|
1,743 |
|
|
|
1,740 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (A) |
|
|
2,330 |
|
|
|
2,353 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
7.244%, TSFR3M + 1.962%, 07/21/2034 (A)(B) |
|
|
6,300 |
|
|
|
6,314 |
|
Trestles CLO VII, Ser 2024-7A, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 10/25/2037 (A)(B)(E) |
|
|
2,180 |
|
|
|
2,180 |
|
Trinitas CLO XXV, Ser 2023-25A, Cl A1 |
|
|
|
|
|
|
|
|
7.133%, TSFR3M + 1.850%, 01/23/2037 (A)(B) |
|
|
910 |
|
|
|
916 |
|
Triumph Rail Holdings LLC, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
2.150%, 06/19/2051 (A) |
|
|
1,897 |
|
|
|
1,761 |
|
TRTX Issuer, Ser 2022-FL5, Cl A |
|
|
|
|
|
|
|
|
6.989%, TSFR1M + 1.650%, 02/15/2039 (A)(B) |
|
|
3,979 |
|
|
|
3,937 |
|
U.S. Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
192 |
|
|
|
179 |
|
U.S. Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
|
931 |
|
|
|
893 |
|
U.S. Small Business Administration, Ser 2022-25F, Cl 1 |
|
|
|
|
|
|
|
|
4.010%, 06/01/2047 |
|
|
1,177 |
|
|
|
1,134 |
|
U.S. Small Business Administration, Ser 2024-25C, Cl 1 |
|
|
|
|
|
|
|
|
4.970%, 03/01/2049 |
|
|
350 |
|
|
|
358 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
$ |
2,542 |
|
|
$ |
2,513 |
|
Verizon Master Trust, Ser 2022-6, Cl A |
|
|
|
|
|
|
|
|
3.670%, 01/22/2029 |
|
|
1,960 |
|
|
|
1,940 |
|
Verizon Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.490%, 01/22/2029 |
|
|
6,844 |
|
|
|
6,829 |
|
Verizon Master Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
4.890%, 04/13/2028 |
|
|
1,101 |
|
|
|
1,099 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
5,065 |
|
|
|
5,121 |
|
Verizon Master Trust, Ser 2023-6, Cl A |
|
|
|
|
|
|
|
|
5.350%, 09/22/2031 (A) |
|
|
6,405 |
|
|
|
6,650 |
|
Verizon Master Trust, Ser 2023-7, Cl A1A |
|
|
|
|
|
|
|
|
5.670%, 11/20/2029 |
|
|
3,565 |
|
|
|
3,660 |
|
Verizon Master Trust, Ser 2024-1, Cl A1A |
|
|
|
|
|
|
|
|
5.000%, 12/20/2028 |
|
|
5,125 |
|
|
|
5,145 |
|
Verizon Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
4.830%, 12/22/2031 (A) |
|
|
1,950 |
|
|
|
1,985 |
|
Verizon Master Trust, Ser 2024-5, Cl A |
|
|
|
|
|
|
|
|
5.000%, 06/21/2032 (A) |
|
|
1,063 |
|
|
|
1,092 |
|
Voya CLO, Ser 2017-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.584%, TSFR3M + 1.302%, 04/20/2034 (A)(B) |
|
|
1,110 |
|
|
|
1,112 |
|
Voya CLO, Ser 2018-3A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.501%, TSFR3M + 1.200%, 10/15/2031 (A)(B) |
|
|
1,837 |
|
|
|
1,837 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
5.682%, TSFR1M + 0.404%, 07/25/2036 (B) |
|
|
4,867 |
|
|
|
4,832 |
|
Whitebox CLO II, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.765%, TSFR3M + 1.482%, 10/24/2034 (A)(B) |
|
|
1,810 |
|
|
|
1,811 |
|
Whitebox CLO III, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.783%, TSFR3M + 1.482%, 10/15/2034 (A)(B) |
|
|
2,140 |
|
|
|
2,139 |
|
| |
|
|
|
|
|
|
395,622 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $628,244) ($ Thousands) |
|
|
|
|
|
|
627,434 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.6% |
| |
|
|
|
|
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032(A) |
|
|
865 |
|
|
|
860 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.100%, 05/07/2041 |
|
|
1,310 |
|
|
|
1,005 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
1,520 |
|
|
|
1,208 |
|
5.200%, 05/15/2049 |
|
|
860 |
|
|
|
630 |
|
5.000%, 06/15/2045 |
|
|
6,950 |
|
|
|
5,037 |
|
4.125%, 02/22/2042 |
|
|
1,230 |
|
|
|
839 |
|
3.125%, 04/15/2031 |
|
|
710 |
|
|
|
579 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Export Finance & Insurance |
|
|
|
|
|
|
|
|
4.625%, 10/26/2027(A) |
|
$ |
2,494 |
|
|
$ |
2,542 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(A) |
|
|
1,410 |
|
|
|
1,376 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
5.250%, 01/08/2047(A) |
|
|
410 |
|
|
|
420 |
|
4.750%, 07/18/2047(A) |
|
|
400 |
|
|
|
388 |
|
Israel Government AID Bond |
|
|
|
|
|
|
|
|
0.000%, 11/01/2024(C) |
|
|
1,000 |
|
|
|
991 |
|
0.000%, 02/15/2025(C) |
|
|
1,000 |
|
|
|
978 |
|
0.000%, 08/15/2025(C) |
|
|
1,000 |
|
|
|
959 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 03/12/2034 |
|
|
4,374 |
|
|
|
4,371 |
|
4.500%, 01/17/2033 |
|
|
1,661 |
|
|
|
1,561 |
|
3.875%, 07/03/2050 |
|
|
763 |
|
|
|
561 |
|
3.375%, 01/15/2050 |
|
|
430 |
|
|
|
290 |
|
2.750%, 07/03/2030 |
|
|
720 |
|
|
|
628 |
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044(A) |
|
|
2,480 |
|
|
|
2,450 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.050%, 01/11/2040 |
|
|
4,618 |
|
|
|
4,611 |
|
4.750%, 04/27/2032 |
|
|
821 |
|
|
|
781 |
|
4.750%, 03/08/2044 |
|
|
3,946 |
|
|
|
3,282 |
|
4.600%, 01/23/2046 |
|
|
1,364 |
|
|
|
1,093 |
|
4.600%, 02/10/2048 |
|
|
1,133 |
|
|
|
897 |
|
4.400%, 02/12/2052 |
|
|
820 |
|
|
|
623 |
|
3.500%, 02/12/2034 |
|
|
3,849 |
|
|
|
3,238 |
|
3.250%, 04/16/2030 |
|
|
751 |
|
|
|
681 |
|
2.659%, 05/24/2031 |
|
|
6,311 |
|
|
|
5,355 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.400%, 03/30/2050(A) |
|
|
1,145 |
|
|
|
1,041 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
5.375%, 02/08/2035 |
|
|
1,957 |
|
|
|
1,983 |
|
3.600%, 01/15/2072 |
|
|
2,060 |
|
|
|
1,381 |
|
3.550%, 03/10/2051 |
|
|
240 |
|
|
|
179 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $57,373) ($ Thousands) |
|
|
52,818 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.4% |
FHLB |
|
|
|
|
|
|
|
|
1.250%, 09/30/2031(D) |
|
|
3,695 |
|
|
|
3,247 |
|
FHLB DN |
|
|
|
|
|
|
|
|
5.160%, 10/30/2024(F) |
|
|
10,000 |
|
|
|
9,914 |
|
FHLMC |
|
|
|
|
|
|
|
|
0.000%, 07/15/2031(C) |
|
|
600 |
|
|
|
450 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029(C) |
|
|
2,887 |
|
|
|
2,352 |
|
FNMA |
|
|
|
|
|
|
|
|
2.625%, 09/06/2024 |
|
|
510 |
|
|
|
510 |
|
0.000%, 11/15/2030(C) |
|
|
8,487 |
|
|
|
6,594 |
|
Resolution Funding Interest STRIP |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(C) |
|
|
1,930 |
|
|
|
1,558 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
Resolution Funding Principal STRIP |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(C) |
|
$ |
4,240 |
|
|
$ |
3,384 |
|
Tennessee Valley Authority Principal STRIP, PO |
|
|
|
|
|
|
|
|
0.000%, 11/01/2025(C) |
|
|
1,000 |
|
|
|
949 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $31,084) ($ Thousands) |
|
|
28,958 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.2% |
California — 0.1% |
|
|
|
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.374%, 11/01/2035 |
|
|
1,160 |
|
|
|
933 |
|
California State, Health Facilities Financing Authority, Ser 2021A, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
1,260 |
|
|
|
1,006 |
|
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
4,660 |
|
|
|
3,306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,245 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.0% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
|
|
|
|
|
|
|
|
6.637%, 04/01/2057 |
|
|
2,245 |
|
|
|
2,529 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Nevada — 0.0% |
|
|
|
|
Clark County, Airport System Revenue, Build America Project, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
|
1,170 |
|
|
|
1,378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York & New Jersey, Port Authority, Ser 174, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
1,600 |
|
|
|
1,452 |
|
New York City, Ser A, GO |
|
|
|
|
|
|
|
|
3.000%, 08/01/2034 |
|
|
870 |
|
|
|
755 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB |
|
|
|
|
|
|
|
|
2.400%, 11/01/2032 |
|
|
1,085 |
|
|
|
936 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
1,940 |
|
|
|
2,021 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,164 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
689 |
|
|
|
645 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Texas — 0.0% |
|
|
|
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
$ |
1,154 |
|
|
$ |
1,361 |
|
University of Texas, Board of Regents, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
585 |
|
|
|
380 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,741 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, Ser 2020, RB |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
1,155 |
|
|
|
728 |
|
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB |
|
|
|
|
|
|
|
|
6.000%, 06/25/2034 |
|
|
54 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
782 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $20,464) ($ Thousands) |
|
|
|
|
|
|
17,484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 8.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
672,490,833 |
|
|
|
672,491 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $672,491) ($ Thousands) |
|
|
|
|
|
|
672,491 |
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $279) ($ Thousands) |
|
|
|
|
|
|
31 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 111.3% |
|
|
|
|
|
|
|
|
(Cost $9,282,252) ($ Thousands) |
|
$ |
9,111,651 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $647) ($ Thousands) |
|
|
|
|
|
$ |
(792 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
A list of open exchange traded options contracts for the Fund at August 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, U.S. 10 Year Future Option |
|
|
517 |
|
|
$ |
58,712 |
|
|
$ |
112.75 |
|
|
|
8/30/2024 |
|
|
$ |
– |
|
September 2024, U.S. 5 Year Future Option |
|
|
146 |
|
|
|
15,972 |
|
|
|
109.25 |
|
|
|
9/2/2024 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
74,684 |
|
|
|
|
|
|
|
|
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, 3-Month SOFR Future Option |
|
|
700 |
|
|
|
166,395 |
|
|
|
95.25 |
|
|
|
9/13/2024 |
|
|
|
26 |
|
September 2024, U.S. 10 Year Future Option |
|
|
388 |
|
|
|
44,062 |
|
|
|
114.50 |
|
|
|
8/30/2024 |
|
|
|
– |
|
September 2024, U.S. 5 Year Future Option |
|
|
146 |
|
|
|
15,972 |
|
|
|
110.25 |
|
|
|
9/2/2024 |
|
|
|
1 |
|
September 2024, U.S. 5 Year Future Option |
|
|
292 |
|
|
|
31,944 |
|
|
|
110.00 |
|
|
|
9/2/2024 |
|
|
|
3 |
|
September 2024, U.S. Bond Future Option |
|
|
435 |
|
|
|
53,560 |
|
|
|
125.00 |
|
|
|
8/30/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
311,933 |
|
|
|
|
|
|
|
|
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
386,617 |
|
|
|
|
|
|
|
|
|
|
$ |
31 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, U.S. 10 Year Future Option |
|
|
(129) |
|
|
$ |
(14,650 |
) |
|
|
113.50 |
|
|
|
08/30/2024 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, 3-Month SOFR Future Option |
|
|
(216) |
|
|
|
(51,345 |
) |
|
|
96.88 |
|
|
|
09/13/2024 |
|
|
|
(1 |
) |
September 2024, 3-Month SOFR Future Option |
|
|
(700) |
|
|
|
(166,394 |
) |
|
|
96.25 |
|
|
|
09/13/2024 |
|
|
|
(5 |
) |
June 2025, 3-Month SOFR Future Option |
|
|
(1,185) |
|
|
|
(286,029 |
) |
|
|
97.00 |
|
|
|
06/13/2025 |
|
|
|
(785 |
) |
September 2024, U.S. 10 Year Future Option |
|
|
(129) |
|
|
|
(14,650 |
) |
|
|
113.75 |
|
|
|
08/30/2024 |
|
|
|
– |
|
September 2024, U.S. 5 Year Future Option |
|
|
(146) |
|
|
|
(15,972 |
) |
|
|
109.75 |
|
|
|
09/02/2024 |
|
|
|
(1 |
) |
September 2024, U.S. Bond Future Option |
|
|
(145) |
|
|
|
(17,853 |
) |
|
|
124.00 |
|
|
|
08/30/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(552,243 |
) |
|
|
|
|
|
|
|
|
|
|
(792 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(566,893 |
) |
|
|
|
|
|
|
|
|
|
$ |
(792 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
636 |
|
|
|
Mar-2026 |
|
|
$ |
153,129 |
|
|
$ |
153,952 |
|
|
$ |
823 |
|
U.S. 2-Year Treasury Note |
|
|
190 |
|
|
|
Dec-2024 |
|
|
|
39,432 |
|
|
|
39,434 |
|
|
|
2 |
|
U.S. 2-Year Treasury Note |
|
|
3,664 |
|
|
|
Dec-2024 |
|
|
|
761,062 |
|
|
|
760,452 |
|
|
|
(610 |
) |
U.S. 5-Year Treasury Note |
|
|
4,514 |
|
|
|
Dec-2024 |
|
|
|
494,872 |
|
|
|
493,824 |
|
|
|
(1,048 |
) |
U.S. 10-Year Treasury Note |
|
|
3,642 |
|
|
|
Dec-2024 |
|
|
|
415,807 |
|
|
|
413,594 |
|
|
|
(2,213 |
) |
U.S. Long Treasury Bond |
|
|
1,255 |
|
|
|
Dec-2024 |
|
|
|
156,434 |
|
|
|
154,522 |
|
|
|
(1,912 |
) |
U.S. Ultra Long Treasury Bond |
|
|
181 |
|
|
|
Dec-2024 |
|
|
|
24,212 |
|
|
|
23,881 |
|
|
|
(331 |
) |
| |
|
|
|
|
|
|
|
|
|
|
2,044,948 |
|
|
|
2,039,659 |
|
|
|
(5,289 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
(169) |
|
|
|
Dec-2024 |
|
|
$ |
(19,311 |
) |
|
$ |
(19,192 |
) |
|
$ |
119 |
|
U.S. Long Treasury Bond |
|
|
(442) |
|
|
|
Dec-2024 |
|
|
|
(54,838 |
) |
|
|
(54,421 |
) |
|
|
417 |
|
U.S. Ultra Long Treasury Bond |
|
|
(260) |
|
|
|
Dec-2024 |
|
|
|
(34,777 |
) |
|
|
(34,304 |
) |
|
|
473 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(1,839) |
|
|
|
Dec-2024 |
|
|
|
(217,353 |
) |
|
|
(215,967 |
) |
|
|
1,386 |
|
| |
|
|
|
|
|
|
|
|
|
|
(326,279 |
) |
|
|
(323,884 |
) |
|
|
2,395 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
1,718,669 |
|
|
$ |
1,715,775 |
|
|
$ |
(2,894 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
10/18/24 |
|
|
|
USD |
|
|
|
801 |
|
|
|
EUR |
|
|
|
736 |
|
|
$ |
16 |
|
Citigroup |
|
|
10/18/24 |
|
|
|
USD |
|
|
|
2,612 |
|
|
|
AUD |
|
|
|
3,860 |
|
|
|
9 |
|
Citigroup |
|
|
10/18/24 |
|
|
|
CNH |
|
|
|
9,709 |
|
|
|
USD |
|
|
|
1,341 |
|
|
|
(36 |
) |
Goldman Sachs |
|
|
10/18/24 |
|
|
|
GBP |
|
|
|
8,218 |
|
|
|
USD |
|
|
|
10,551 |
|
|
|
(252 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(263 |
) |
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
| |
Credit Default Swap - Sell Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
CDS-NA.IG.4206/29@100 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
250,271 |
|
|
$ |
5,534 |
|
|
$ |
5,019 |
|
|
$ |
515 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Interest Rate Swaps |
|
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
3.52% FIXED |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
13,117 |
|
|
$ |
(330 |
) |
|
$ |
– |
|
|
$ |
(330 |
) |
| |
|
3.15% FIXED |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
23,261 |
|
|
|
1,207 |
|
|
|
3,117 |
|
|
|
(1,910 |
) |
| |
|
SOFR |
|
|
|
3.65% FIXED |
|
|
|
Annually |
|
|
|
03/18/2030 |
|
|
|
USD |
|
|
|
57,727 |
|
|
|
1,026 |
|
|
|
(1,338 |
) |
|
|
2,364 |
|
| |
|
4.2% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/30/2031 |
|
|
|
USD |
|
|
|
147,694 |
|
|
|
(6,949 |
) |
|
|
(2,243 |
) |
|
|
(4,706 |
) |
| |
|
3.51% FIXED |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
03/18/2055 |
|
|
|
USD |
|
|
|
14,583 |
|
|
|
(511 |
) |
|
|
999 |
|
|
|
(1,510 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(5,557 |
) |
|
$ |
535 |
|
|
$ |
(6,092 |
) |
|
Percentages are based on Net Assets of $8,189,173 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $1,083,727 ($ Thousands), representing 13.2% of the Net Assets of the Fund. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Zero coupon security. |
(D) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(E) |
No interest rate available. |
(F) |
Interest rate represents the security's effective yield at the time of purchase. |
(G) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(H) |
Perpetual security with no stated maturity date. |
(I) |
Security is in default on interest payment. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Core Fixed Income Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
13 |
|
|
$ |
— |
|
|
$ |
(33 |
) |
|
$ |
6 |
|
|
$ |
14 |
|
|
$ |
— |
|
|
$ |
3 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
164,770 |
|
|
|
2,456,981 |
|
|
|
(1,949,260 |
) |
|
|
— |
|
|
|
— |
|
|
|
672,491 |
|
|
|
3,985 |
|
|
|
— |
|
Totals |
|
$ |
164,783 |
|
|
$ |
2,456,981 |
|
|
$ |
(1,949,293 |
) |
|
$ |
6 |
|
|
$ |
14 |
|
|
$ |
672,491 |
|
|
$ |
3,988 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 75.8% |
Communication Services — 13.3% |
|
|
|
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
$ |
3,244 |
|
|
$ |
2,499 |
|
5.000%, 01/15/2028 (A) |
|
|
5,698 |
|
|
|
4,576 |
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
|
461 |
|
|
|
371 |
|
5.500%, 01/15/2028 (A) |
|
|
200 |
|
|
|
142 |
|
5.500%, 10/15/2029 (A) |
|
|
1,670 |
|
|
|
1,159 |
|
5.125%, 07/15/2029 (A) |
|
|
3,654 |
|
|
|
2,549 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
6,032 |
|
|
|
2,386 |
|
AMC Entertainment Holdings |
|
|
|
|
|
|
|
|
10.000%, 06/15/2026 (A) |
|
|
1,890 |
|
|
|
1,774 |
|
AMC Networks |
|
|
|
|
|
|
|
|
10.250%, 01/15/2029 (A) |
|
|
587 |
|
|
|
590 |
|
ANGI Group LLC |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
3,244 |
|
|
|
2,943 |
|
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
|
2,850 |
|
|
|
2,418 |
|
4.250%, 06/01/2028 (A) |
|
|
1,662 |
|
|
|
1,519 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B) |
|
|
5,891 |
|
|
|
206 |
|
6.500%, 05/01/2027 (A)(B) |
|
|
2,865 |
|
|
|
101 |
|
Beasley Mezzanine Holdings LLC |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A)(C) |
|
|
6,195 |
|
|
|
3,531 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
442 |
|
|
|
451 |
|
C&W Senior Finance |
|
|
|
|
|
|
|
|
6.875%, 09/15/2027 (A) |
|
|
848 |
|
|
|
835 |
|
CCO Holdings LLC |
|
|
|
|
|
|
|
|
7.375%, 03/01/2031 (A) |
|
|
1,289 |
|
|
|
1,312 |
|
5.375%, 06/01/2029 (A) |
|
|
876 |
|
|
|
831 |
|
5.125%, 05/01/2027 (A) |
|
|
8,967 |
|
|
|
8,788 |
|
5.000%, 02/01/2028 (A) |
|
|
5,258 |
|
|
|
5,067 |
|
4.750%, 03/01/2030 (A) |
|
|
2,360 |
|
|
|
2,151 |
|
4.500%, 08/15/2030 (A) |
|
|
8,192 |
|
|
|
7,306 |
|
4.500%, 05/01/2032 |
|
|
3,170 |
|
|
|
2,707 |
|
4.250%, 02/01/2031 (A) |
|
|
5,602 |
|
|
|
4,861 |
|
4.250%, 01/15/2034 (A) |
|
|
1,960 |
|
|
|
1,580 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.550%, 06/01/2034 |
|
|
3,090 |
|
|
|
3,201 |
|
6.384%, 10/23/2035 |
|
|
1,797 |
|
|
|
1,819 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
7.000%, 08/01/2032 (A) |
|
|
109 |
|
|
|
113 |
|
5.250%, 07/15/2028 (A) |
|
|
255 |
|
|
|
251 |
|
Clear Channel Outdoor Holdings Inc. |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (A) |
|
|
44 |
|
|
|
47 |
|
7.750%, 04/15/2028 (A) |
|
|
543 |
|
|
|
473 |
|
7.500%, 06/01/2029 (A) |
|
|
862 |
|
|
|
727 |
|
5.125%, 08/15/2027 (A) |
|
|
3,397 |
|
|
|
3,319 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CMG Media Corp. |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
$ |
7,065 |
|
|
$ |
3,744 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
|
3,177 |
|
|
|
2,823 |
|
6.500%, 02/01/2029 (A) |
|
|
3,848 |
|
|
|
2,904 |
|
5.750%, 01/15/2030 (A) |
|
|
5,161 |
|
|
|
2,042 |
|
4.500%, 11/15/2031 (A) |
|
|
909 |
|
|
|
605 |
|
4.125%, 12/01/2030 (A) |
|
|
97 |
|
|
|
64 |
|
3.375%, 02/15/2031 (A) |
|
|
1,337 |
|
|
|
860 |
|
Diamond Sports Group LLC |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
3,251 |
|
|
|
41 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
5,040 |
|
|
|
63 |
|
Directv Financing LLC |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
1,790 |
|
|
|
1,816 |
|
5.875%, 08/15/2027 (A) |
|
|
4,062 |
|
|
|
3,933 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
4,217 |
|
|
|
2,837 |
|
7.375%, 07/01/2028 |
|
|
1,070 |
|
|
|
551 |
|
5.875%, 11/15/2024 |
|
|
4,216 |
|
|
|
4,092 |
|
5.750%, 12/01/2028 (A) |
|
|
2,375 |
|
|
|
1,827 |
|
5.250%, 12/01/2026 (A) |
|
|
4,130 |
|
|
|
3,538 |
|
5.125%, 06/01/2029 |
|
|
1,330 |
|
|
|
606 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
8,201 |
|
|
|
8,339 |
|
Frontier Communications Holdings LLC |
|
|
|
|
|
|
|
|
8.750%, 05/15/2030 (A) |
|
|
316 |
|
|
|
333 |
|
6.750%, 05/01/2029 (A) |
|
|
3,281 |
|
|
|
3,165 |
|
6.000%, 01/15/2030 (A) |
|
|
162 |
|
|
|
149 |
|
5.875%, 10/15/2027 (A) |
|
|
2,948 |
|
|
|
2,936 |
|
5.875%, 11/01/2029 |
|
|
178 |
|
|
|
164 |
|
5.000%, 05/01/2028 (A) |
|
|
1,222 |
|
|
|
1,187 |
|
Gannett Holdings LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
194 |
|
|
|
194 |
|
GCI LLC |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
944 |
|
|
|
895 |
|
Gray Television |
|
|
|
|
|
|
|
|
10.500%, 07/15/2029 (A) |
|
|
2,465 |
|
|
|
2,530 |
|
7.000%, 05/15/2027 (A) |
|
|
504 |
|
|
|
486 |
|
5.375%, 11/15/2031 (A) |
|
|
6,149 |
|
|
|
3,522 |
|
4.750%, 10/15/2030 (A) |
|
|
8,135 |
|
|
|
4,632 |
|
Hughes Satellite Systems |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 |
|
|
130 |
|
|
|
70 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
1,290 |
|
|
|
587 |
|
6.375%, 05/01/2026 |
|
|
1,335 |
|
|
|
1,121 |
|
5.250%, 08/15/2027 (A) |
|
|
575 |
|
|
|
360 |
|
Iliad Holding SASU |
|
|
|
|
|
|
|
|
8.500%, 04/15/2031 (A) |
|
|
1,550 |
|
|
|
1,642 |
|
7.000%, 10/15/2028 (A) |
|
|
1,805 |
|
|
|
1,832 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
2,367 |
|
|
|
2,273 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
1,629 |
|
|
|
1,489 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 (A) |
|
$ |
2,717 |
|
|
$ |
2,979 |
|
10.750%, 12/15/2030 (A) |
|
|
745 |
|
|
|
802 |
|
10.500%, 04/15/2029 (A) |
|
|
5,384 |
|
|
|
5,771 |
|
10.500%, 05/15/2030 (A) |
|
|
3,119 |
|
|
|
3,342 |
|
4.875%, 06/15/2029 (A) |
|
|
4,803 |
|
|
|
3,735 |
|
4.500%, 04/01/2030 (A) |
|
|
2,125 |
|
|
|
1,558 |
|
3.875%, 10/15/2030 (A) |
|
|
2,161 |
|
|
|
1,471 |
|
3.750%, 07/15/2029 (A) |
|
|
3,015 |
|
|
|
1,803 |
|
3.625%, 01/15/2029 |
|
|
3,300 |
|
|
|
2,054 |
|
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
|
1,663 |
|
|
|
1,692 |
|
5.625%, 03/15/2026 (A) |
|
|
466 |
|
|
|
463 |
|
4.875%, 11/01/2024 (A) |
|
|
354 |
|
|
|
353 |
|
4.750%, 10/15/2027 (A) |
|
|
1,953 |
|
|
|
1,903 |
|
3.750%, 01/15/2028 (A) |
|
|
548 |
|
|
|
519 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
431 |
|
|
|
425 |
|
5.375%, 06/15/2029 (A) |
|
|
466 |
|
|
|
263 |
|
4.500%, 01/15/2029 (A) |
|
|
190 |
|
|
|
107 |
|
4.125%, 04/15/2029 (A) |
|
|
996 |
|
|
|
777 |
|
4.125%, 04/15/2030 (A) |
|
|
2,023 |
|
|
|
1,510 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
7.375%, 09/01/2031 (A) |
|
|
645 |
|
|
|
666 |
|
5.750%, 08/01/2028 (A) |
|
|
3,685 |
|
|
|
3,612 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2032 (A) |
|
|
1,342 |
|
|
|
1,337 |
|
Newfold Digital Holdings Group |
|
|
|
|
|
|
|
|
11.750%, 10/15/2028 (A) |
|
|
898 |
|
|
|
890 |
|
6.000%, 02/15/2029 (A) |
|
|
674 |
|
|
|
430 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,468 |
|
|
|
1,435 |
|
4.750%, 11/01/2028 (A) |
|
|
3,043 |
|
|
|
2,843 |
|
Optics Bidco |
|
|
|
|
|
|
|
|
6.000%, 09/30/2034 (A) |
|
|
1,352 |
|
|
|
1,311 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.375%, H15T5Y + 3.999%, 03/30/2062 (D) |
|
|
841 |
|
|
|
769 |
|
4.950%, 01/15/2031 |
|
|
5,080 |
|
|
|
4,719 |
|
Rakuten Group |
|
|
|
|
|
|
|
|
11.250%, 02/15/2027 (A) |
|
|
2,574 |
|
|
|
2,794 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
1,407 |
|
|
|
1,387 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
2,841 |
|
|
|
2,033 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
4,471 |
|
|
|
2,883 |
|
Shutterfly Finance LLC |
|
|
|
|
|
|
|
|
9.750%, 10/01/2027 (A) |
|
|
134 |
|
|
|
135 |
|
8.500%cash/0% PIK, 10/01/2027 (A) |
|
|
849 |
|
|
|
723 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
365 |
|
|
|
313 |
|
4.125%, 12/01/2030 (A) |
|
|
220 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
$ |
1,286 |
|
|
$ |
1,252 |
|
5.000%, 08/01/2027 (A) |
|
|
2,426 |
|
|
|
2,372 |
|
4.000%, 07/15/2028 (A) |
|
|
1,400 |
|
|
|
1,311 |
|
3.125%, 09/01/2026 (A) |
|
|
1,400 |
|
|
|
1,338 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
4,965 |
|
|
|
2,929 |
|
Stagwell Global LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
585 |
|
|
|
555 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.625%, 03/15/2028 |
|
|
1,796 |
|
|
|
1,688 |
|
Telecom Italia Capital |
|
|
|
|
|
|
|
|
6.000%, 09/30/2034 |
|
|
88 |
|
|
|
85 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
2,600 |
|
|
|
2,518 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
2,398 |
|
|
|
762 |
|
5.625%, 12/06/2026 (A) |
|
|
3,439 |
|
|
|
1,612 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,540 |
|
|
|
1,754 |
|
U.S. Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
|
405 |
|
|
|
446 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (A) |
|
|
2,726 |
|
|
|
2,758 |
|
Univision Communications Inc |
|
|
|
|
|
|
|
|
7.375%, 06/30/2030 (A) |
|
|
488 |
|
|
|
468 |
|
4.500%, 05/01/2029 (A) |
|
|
1,152 |
|
|
|
1,011 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
7,635 |
|
|
|
5,551 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
1,216 |
|
|
|
1,054 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
4.500%, 08/15/2030 (A) |
|
|
757 |
|
|
|
668 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
3,733 |
|
|
|
3,540 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
3,505 |
|
|
|
3,047 |
|
Windstream Escrow LLC |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
3,080 |
|
|
|
3,006 |
|
Zayo Group Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
13,213 |
|
|
|
11,533 |
|
Zayo Group Holdings Inc |
|
|
|
|
|
|
|
|
6.125%, 03/01/2028 (A) |
|
|
2,125 |
|
|
|
1,642 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
255,717 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 12.0% |
|
|
|
|
1011778 BC ULC / New Red Finance |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
1,870 |
|
|
|
1,808 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,770 |
|
|
|
1,763 |
|
Adient Global Holdings Ltd. |
|
|
|
|
|
|
|
|
8.250%, 04/15/2031 (A) |
|
|
2,385 |
|
|
|
2,535 |
|
7.000%, 04/15/2028 (A) |
|
|
69 |
|
|
|
71 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 08/15/2026 (A) |
|
$ |
690 |
|
|
$ |
682 |
|
ADT Security |
|
|
|
|
|
|
|
|
4.125%, 08/01/2029 (A) |
|
|
540 |
|
|
|
513 |
|
Adtalem Global Education |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
2,165 |
|
|
|
2,129 |
|
Amer Sports |
|
|
|
|
|
|
|
|
6.750%, 02/16/2031 (A) |
|
|
2,053 |
|
|
|
2,086 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.875%, 07/01/2028 |
|
|
437 |
|
|
|
439 |
|
6.500%, 04/01/2027 |
|
|
518 |
|
|
|
521 |
|
5.000%, 10/01/2029 |
|
|
174 |
|
|
|
162 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
2,636 |
|
|
|
2,534 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 04/01/2025 (A) |
|
|
760 |
|
|
|
759 |
|
5.000%, 02/01/2028 (A) |
|
|
508 |
|
|
|
498 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.750%, 03/01/2030 |
|
|
212 |
|
|
|
202 |
|
4.625%, 11/15/2029 (A) |
|
|
1,418 |
|
|
|
1,350 |
|
4.500%, 03/01/2028 |
|
|
2,416 |
|
|
|
2,335 |
|
Ashton Woods USA LLC |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
2,611 |
|
|
|
2,630 |
|
4.625%, 08/01/2029 (A) |
|
|
660 |
|
|
|
625 |
|
4.625%, 04/01/2030 (A) |
|
|
932 |
|
|
|
877 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.000%, 03/31/2029 (A) |
|
|
3,696 |
|
|
|
3,771 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(E)(F) |
|
|
2,600 |
|
|
|
– |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
1,280 |
|
|
|
1,269 |
|
7.500%, 06/15/2029 |
|
|
542 |
|
|
|
560 |
|
6.875%, 11/01/2035 |
|
|
1,149 |
|
|
|
1,187 |
|
6.750%, 07/01/2036 |
|
|
3,668 |
|
|
|
3,758 |
|
6.625%, 10/01/2030 (A) |
|
|
2,003 |
|
|
|
2,028 |
|
5.250%, 02/01/2028 |
|
|
291 |
|
|
|
287 |
|
Boyne USA |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
1,315 |
|
|
|
1,262 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (A) |
|
|
205 |
|
|
|
192 |
|
4.875%, 02/15/2030 (A) |
|
|
2,335 |
|
|
|
2,177 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (A) |
|
|
3,120 |
|
|
|
3,231 |
|
6.500%, 02/15/2032 (A) |
|
|
326 |
|
|
|
335 |
|
4.625%, 10/15/2029 (A) |
|
|
1,609 |
|
|
|
1,522 |
|
Carnival |
|
|
|
|
|
|
|
|
7.000%, 08/15/2029 (A) |
|
|
148 |
|
|
|
156 |
|
6.000%, 05/01/2029 (A) |
|
|
7,147 |
|
|
|
7,179 |
|
5.750%, 03/01/2027 (A) |
|
|
1,088 |
|
|
|
1,092 |
|
4.000%, 08/01/2028 (A) |
|
|
1,908 |
|
|
|
1,817 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
2,689 |
|
|
|
2,909 |
|
Carvana, Strike Price Fixed |
|
|
|
|
|
|
|
|
13.000%cash/0% PIK, 06/01/2030 (A) |
|
|
1,959 |
|
|
|
2,091 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
12.000%cash/0% PIK, 12/01/2028 (A) |
|
$ |
1,948 |
|
|
$ |
2,022 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
714 |
|
|
|
708 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.250%, 07/15/2029 |
|
|
570 |
|
|
|
562 |
|
Churchill Downs |
|
|
|
|
|
|
|
|
4.750%, 01/15/2028 (A) |
|
|
1,732 |
|
|
|
1,689 |
|
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
|
4,995 |
|
|
|
5,044 |
|
6.750%, 05/15/2025 (A) |
|
|
597 |
|
|
|
598 |
|
6.750%, 05/15/2028 (A) |
|
|
331 |
|
|
|
340 |
|
6.250%, 05/15/2026 (A) |
|
|
652 |
|
|
|
652 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.500%cash/0% PIK, 03/31/2027 (A) |
|
|
2,708 |
|
|
|
2,893 |
|
10.625%cash/0% PIK, 05/15/2027 (A) |
|
|
1,583 |
|
|
|
1,246 |
|
Cougar JV Subsidiary LLC |
|
|
|
|
|
|
|
|
8.000%, 05/15/2032 (A) |
|
|
3,042 |
|
|
|
3,209 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
302 |
|
|
|
298 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
619 |
|
|
|
523 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
12.000%, 11/30/2028 (A) |
|
|
2,570 |
|
|
|
2,803 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
3,160 |
|
|
|
3,048 |
|
Fertitta Entertainment LLC |
|
|
|
|
|
|
|
|
4.625%, 01/15/2029 (A) |
|
|
3,653 |
|
|
|
3,417 |
|
Fontainebleau Las Vegas |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B) |
|
|
3,481 |
|
|
|
– |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
7.200%, 06/10/2030 |
|
|
200 |
|
|
|
215 |
|
6.950%, 03/06/2026 |
|
|
200 |
|
|
|
205 |
|
6.950%, 06/10/2026 |
|
|
223 |
|
|
|
229 |
|
5.125%, 06/16/2025 |
|
|
690 |
|
|
|
688 |
|
4.687%, 06/09/2025 |
|
|
1,245 |
|
|
|
1,239 |
|
4.542%, 08/01/2026 |
|
|
1,481 |
|
|
|
1,464 |
|
4.134%, 08/04/2025 |
|
|
700 |
|
|
|
693 |
|
3.375%, 11/13/2025 |
|
|
207 |
|
|
|
202 |
|
2.300%, 02/10/2025 |
|
|
500 |
|
|
|
493 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
650 |
|
|
|
642 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
1,282 |
|
|
|
1,150 |
|
Gap |
|
|
|
|
|
|
|
|
3.625%, 10/01/2029 (A) |
|
|
810 |
|
|
|
726 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
191 |
|
|
|
173 |
|
5.250%, 07/15/2031 |
|
|
662 |
|
|
|
600 |
|
5.000%, 07/15/2029 |
|
|
435 |
|
|
|
404 |
|
Group 1 Automotive |
|
|
|
|
|
|
|
|
6.375%, 01/15/2030 (A) |
|
|
138 |
|
|
|
140 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
4,255 |
|
|
|
4,066 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
$ |
139 |
|
|
$ |
149 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (A) |
|
|
131 |
|
|
|
134 |
|
5.875%, 04/01/2029 (A) |
|
|
131 |
|
|
|
134 |
|
5.750%, 05/01/2028 (A) |
|
|
341 |
|
|
|
342 |
|
4.875%, 01/15/2030 |
|
|
135 |
|
|
|
132 |
|
4.000%, 05/01/2031 (A) |
|
|
5,520 |
|
|
|
5,101 |
|
3.750%, 05/01/2029 (A) |
|
|
3,391 |
|
|
|
3,190 |
|
International Game Technology |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
2,505 |
|
|
|
2,473 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
3,270 |
|
|
|
3,112 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
2,142 |
|
|
|
2,235 |
|
Landsea Homes |
|
|
|
|
|
|
|
|
8.875%, 04/01/2029 (A) |
|
|
1,405 |
|
|
|
1,454 |
|
LBM Acquisition LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
2,630 |
|
|
|
2,377 |
|
LCM Investments Holdings II LLC |
|
|
|
|
|
|
|
|
8.250%, 08/01/2031 (A) |
|
|
1,525 |
|
|
|
1,621 |
|
4.875%, 05/01/2029 (A) |
|
|
2,835 |
|
|
|
2,701 |
|
LGI Homes |
|
|
|
|
|
|
|
|
8.750%, 12/15/2028 (A) |
|
|
2,295 |
|
|
|
2,445 |
|
Liberty Interactive LLC |
|
|
|
|
|
|
|
|
8.500%, 07/15/2029 |
|
|
205 |
|
|
|
107 |
|
8.250%, 02/01/2030 |
|
|
6,020 |
|
|
|
3,024 |
|
Life Time |
|
|
|
|
|
|
|
|
5.750%, 01/15/2026 (A) |
|
|
652 |
|
|
|
652 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
3.875%, 06/01/2029 (A) |
|
|
615 |
|
|
|
570 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 |
|
|
942 |
|
|
|
949 |
|
5.750%, 06/15/2025 |
|
|
374 |
|
|
|
374 |
|
4.750%, 10/15/2028 |
|
|
3,695 |
|
|
|
3,596 |
|
Midwest Gaming Borrower LLC |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
2,219 |
|
|
|
2,119 |
|
NCL |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
2,320 |
|
|
|
2,442 |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
372 |
|
|
|
344 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.875%, 04/01/2036 |
|
|
105 |
|
|
|
100 |
|
6.625%, 09/15/2029 |
|
|
212 |
|
|
|
212 |
|
6.375%, 09/15/2027 |
|
|
157 |
|
|
|
158 |
|
5.700%, 04/01/2026 |
|
|
1,010 |
|
|
|
1,006 |
|
Nordstrom |
|
|
|
|
|
|
|
|
4.375%, 04/01/2030 |
|
|
848 |
|
|
|
779 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
250 |
|
|
|
246 |
|
4.750%, 02/15/2028 (A) |
|
|
2,256 |
|
|
|
2,158 |
|
PM General Purchaser LLC |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
528 |
|
|
|
541 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
$ |
4,083 |
|
|
$ |
3,576 |
|
4.375%, 09/01/2028 |
|
|
710 |
|
|
|
534 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
1,815 |
|
|
|
1,567 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
7.750%, 03/15/2031 (A) |
|
|
1,170 |
|
|
|
1,243 |
|
6.750%, 03/15/2028 (A) |
|
|
1,135 |
|
|
|
1,168 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A)(B)(C) |
|
|
3,744 |
|
|
|
792 |
|
7.500%, 07/01/2025 (A)(B)(C) |
|
|
1,259 |
|
|
|
245 |
|
12.325%cash/0% PIK, TSFR3M + 7.000%, 10/18/2024 (A)(B)(D)(E) |
|
|
441 |
|
|
|
441 |
|
8.000%cash/0% PIK, 10/18/2024 (A)(B) |
|
|
870 |
|
|
|
184 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
7.250%, 01/15/2030 (A) |
|
|
255 |
|
|
|
270 |
|
6.250%, 03/15/2032 (A) |
|
|
275 |
|
|
|
284 |
|
6.000%, 02/01/2033 (A) |
|
|
2,793 |
|
|
|
2,861 |
|
Sally Holdings LLC |
|
|
|
|
|
|
|
|
6.750%, 03/01/2032 |
|
|
1,730 |
|
|
|
1,765 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 04/01/2029 |
|
|
1,323 |
|
|
|
1,272 |
|
Six Flags Entertainment |
|
|
|
|
|
|
|
|
7.250%, 05/15/2031 (A) |
|
|
5,038 |
|
|
|
5,225 |
|
6.625%, 05/01/2032 (A) |
|
|
1,645 |
|
|
|
1,693 |
|
5.500%, 04/15/2027 (A) |
|
|
30 |
|
|
|
30 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A) |
|
|
74 |
|
|
|
74 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
480 |
|
|
|
449 |
|
Specialty Building Products Holdings LLC |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
3,667 |
|
|
|
3,647 |
|
Staples |
|
|
|
|
|
|
|
|
12.750%, 01/15/2030 (A) |
|
|
760 |
|
|
|
587 |
|
10.750%, 09/01/2029 (A) |
|
|
1,000 |
|
|
|
942 |
|
Station Casinos LLC |
|
|
|
|
|
|
|
|
6.625%, 03/15/2032 (A) |
|
|
2,183 |
|
|
|
2,227 |
|
4.625%, 12/01/2031 (A) |
|
|
334 |
|
|
|
310 |
|
4.500%, 02/15/2028 (A) |
|
|
1,675 |
|
|
|
1,608 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
3,895 |
|
|
|
3,466 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
2,730 |
|
|
|
2,439 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
368 |
|
|
|
344 |
|
SWF Escrow Issuer |
|
|
|
|
|
|
|
|
6.500%, 10/01/2029 (A) |
|
|
795 |
|
|
|
421 |
|
Taylor Morrison Communities |
|
|
|
|
|
|
|
|
5.125%, 08/01/2030 (A) |
|
|
2,570 |
|
|
|
2,540 |
|
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
845 |
|
|
|
783 |
|
3.875%, 10/15/2031 (A) |
|
|
259 |
|
|
|
228 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Vail Resorts |
|
|
|
|
|
|
|
|
6.500%, 05/15/2032 (A) |
|
$ |
195 |
|
|
$ |
203 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
4,361 |
|
|
|
3,800 |
|
Victra Holdings LLC |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
|
3,186 |
|
|
|
3,200 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
5.875%, 09/15/2027 (A) |
|
|
2,285 |
|
|
|
2,282 |
|
Viking Ocean Cruises Ship VII |
|
|
|
|
|
|
|
|
5.625%, 02/15/2029 (A) |
|
|
1,200 |
|
|
|
1,190 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
783 |
|
|
|
783 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
|
3,386 |
|
|
|
3,166 |
|
6.375%, 02/01/2030 (A) |
|
|
3,801 |
|
|
|
3,117 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
1,698 |
|
|
|
1,779 |
|
Wesco Aircraft Holdings |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A)(B) |
|
|
180 |
|
|
|
7 |
|
9.000%, 11/15/2026 (A)(B) |
|
|
936 |
|
|
|
375 |
|
8.500%, 11/15/2024 (A)(B) |
|
|
143 |
|
|
|
20 |
|
White Capital Parent LLC |
|
|
|
|
|
|
|
|
8.250%cash/0% PIK, 03/15/2026 (A) |
|
|
2,775 |
|
|
|
2,768 |
|
Wolverine World Wide |
|
|
|
|
|
|
|
|
4.000%, 08/15/2029 (A) |
|
|
3,097 |
|
|
|
2,637 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
2,115 |
|
|
|
523 |
|
Wynn Las Vegas LLC |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 (A) |
|
|
1,754 |
|
|
|
1,742 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
1,700 |
|
|
|
1,564 |
|
Wynn Resorts Finance LLC |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
1,592 |
|
|
|
1,690 |
|
5.125%, 10/01/2029 (A) |
|
|
691 |
|
|
|
676 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
6.875%, 11/15/2037 |
|
|
1,840 |
|
|
|
2,056 |
|
5.375%, 04/01/2032 |
|
|
2,728 |
|
|
|
2,704 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
230,197 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.1% |
|
|
|
|
Albertsons Cos |
|
|
|
|
|
|
|
|
5.875%, 02/15/2028 (A) |
|
|
176 |
|
|
|
176 |
|
4.875%, 02/15/2030 (A) |
|
|
3,375 |
|
|
|
3,299 |
|
4.625%, 01/15/2027 (A) |
|
|
1,154 |
|
|
|
1,127 |
|
3.500%, 03/15/2029 (A) |
|
|
683 |
|
|
|
632 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
1,150 |
|
|
|
1,136 |
|
4.125%, 10/15/2030 |
|
|
242 |
|
|
|
222 |
|
Chobani LLC |
|
|
|
|
|
|
|
|
7.625%, 07/01/2029 (A) |
|
|
849 |
|
|
|
890 |
|
Coty |
|
|
|
|
|
|
|
|
6.625%, 07/15/2030 (A) |
|
|
2,498 |
|
|
|
2,587 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
$ |
595 |
|
|
$ |
590 |
|
4.125%, 04/01/2029 (A) |
|
|
227 |
|
|
|
215 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2027 (A) |
|
|
172 |
|
|
|
174 |
|
4.750%, 06/15/2028 (A) |
|
|
1,011 |
|
|
|
974 |
|
4.375%, 03/31/2029 (A) |
|
|
815 |
|
|
|
766 |
|
High Ridge Brands (Escrow Security) |
|
|
|
|
|
|
|
|
8.875%, 03/15/2025 (A)(B) |
|
|
800 |
|
|
|
– |
|
HLF Financing Sarl LLC |
|
|
|
|
|
|
|
|
12.250%, 04/15/2029 (A) |
|
|
2,668 |
|
|
|
2,667 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.125%, 01/31/2030 (A) |
|
|
2,248 |
|
|
|
2,093 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
1,149 |
|
|
|
1,318 |
|
8.000%, 05/01/2031 |
|
|
995 |
|
|
|
1,067 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
5.500%, 10/15/2027 (A) |
|
|
614 |
|
|
|
611 |
|
4.250%, 08/01/2029 (A) |
|
|
1,400 |
|
|
|
1,321 |
|
Post Holdings |
|
|
|
|
|
|
|
|
6.375%, 03/01/2033 (A) |
|
|
1,124 |
|
|
|
1,132 |
|
6.250%, 02/15/2032 (A) |
|
|
939 |
|
|
|
963 |
|
5.625%, 01/15/2028 (A) |
|
|
635 |
|
|
|
634 |
|
5.500%, 12/15/2029 (A) |
|
|
2,773 |
|
|
|
2,725 |
|
4.625%, 04/15/2030 (A) |
|
|
239 |
|
|
|
227 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
2,626 |
|
|
|
2,590 |
|
Simmons Foods |
|
|
|
|
|
|
|
|
4.625%, 03/01/2029 (A) |
|
|
4,620 |
|
|
|
4,344 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
2,463 |
|
|
|
2,436 |
|
US Foods |
|
|
|
|
|
|
|
|
6.875%, 09/15/2028 (A) |
|
|
128 |
|
|
|
133 |
|
4.750%, 02/15/2029 (A) |
|
|
50 |
|
|
|
49 |
|
4.625%, 06/01/2030 (A) |
|
|
430 |
|
|
|
412 |
|
Walgreens Boots Alliance |
|
|
|
|
|
|
|
|
8.125%, 08/15/2029 |
|
|
2,289 |
|
|
|
2,293 |
|
4.800%, 11/18/2044 |
|
|
235 |
|
|
|
176 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,979 |
|
| |
|
|
|
|
|
|
|
|
Energy — 10.8% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,906 |
|
|
|
1,932 |
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
5.750%, 03/01/2027 (A) |
|
|
250 |
|
|
|
249 |
|
5.750%, 01/15/2028 (A) |
|
|
357 |
|
|
|
357 |
|
5.375%, 06/15/2029 (A) |
|
|
2,375 |
|
|
|
2,347 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
451 |
|
|
|
466 |
|
7.625%, 02/01/2029 (A) |
|
|
201 |
|
|
|
208 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
3,390 |
|
|
|
2,998 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Archrock Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2027 (A) |
|
$ |
158 |
|
|
$ |
159 |
|
6.625%, 09/01/2032 (A) |
|
|
1,179 |
|
|
|
1,194 |
|
6.250%, 04/01/2028 (A) |
|
|
1,480 |
|
|
|
1,486 |
|
Ascent Resources Utica Holdings LLC |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (A) |
|
|
3,885 |
|
|
|
3,992 |
|
7.000%, 11/01/2026 (A) |
|
|
2,055 |
|
|
|
2,061 |
|
5.875%, 06/30/2029 (A) |
|
|
505 |
|
|
|
504 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.500%, 04/30/2030 (A) |
|
|
500 |
|
|
|
533 |
|
7.375%, 03/15/2032 (A) |
|
|
2,073 |
|
|
|
2,147 |
|
Blue Racer Midstream LLC |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (A) |
|
|
935 |
|
|
|
980 |
|
7.000%, 07/15/2029 (A) |
|
|
976 |
|
|
|
1,015 |
|
6.625%, 07/15/2026 (A) |
|
|
180 |
|
|
|
180 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
620 |
|
|
|
594 |
|
4.125%, 03/01/2025 (A) |
|
|
137 |
|
|
|
136 |
|
California Resources |
|
|
|
|
|
|
|
|
7.125%, 02/01/2026 (A) |
|
|
218 |
|
|
|
219 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
741 |
|
|
|
699 |
|
3.250%, 01/31/2032 |
|
|
497 |
|
|
|
441 |
|
Chesapeake Energy |
|
|
|
|
|
|
|
|
6.750%, 04/15/2029 (A) |
|
|
4,123 |
|
|
|
4,185 |
|
Chesapeake Energy (Escrow Security) |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (B)(E) |
|
|
4,075 |
|
|
|
61 |
|
7.000%, 10/01/2024 (B)(E) |
|
|
1,790 |
|
|
|
32 |
|
5.500%, 09/15/2026 (B) |
|
|
180 |
|
|
|
3 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
694 |
|
|
|
698 |
|
CITGO Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/15/2026 (A) |
|
|
2,935 |
|
|
|
2,951 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.750%, 07/01/2031 (A) |
|
|
3,750 |
|
|
|
4,047 |
|
8.625%, 11/01/2030 (A) |
|
|
3,219 |
|
|
|
3,499 |
|
8.375%, 07/01/2028 (A) |
|
|
635 |
|
|
|
669 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
6.750%, 03/01/2029 (A) |
|
|
9,393 |
|
|
|
9,240 |
|
5.875%, 01/15/2030 (A) |
|
|
289 |
|
|
|
273 |
|
Crescent Energy Finance LLC |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
709 |
|
|
|
752 |
|
7.625%, 04/01/2032 (A) |
|
|
238 |
|
|
|
245 |
|
7.375%, 01/15/2033 (A) |
|
|
225 |
|
|
|
231 |
|
CVR Energy |
|
|
|
|
|
|
|
|
8.500%, 01/15/2029 (A) |
|
|
2,430 |
|
|
|
2,476 |
|
Diamond Foreign Asset |
|
|
|
|
|
|
|
|
8.500%, 10/01/2030 (A) |
|
|
400 |
|
|
|
422 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
200 |
|
|
|
188 |
|
4.125%, 06/15/2029 (A) |
|
|
448 |
|
|
|
426 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Enbridge |
|
|
|
|
|
|
|
|
8.250%, H15T5Y + 3.785%, 01/15/2084 (D) |
|
$ |
4,095 |
|
|
$ |
4,284 |
|
Encino Acquisition Partners Holdings LLC |
|
|
|
|
|
|
|
|
8.750%, 05/01/2031 (A) |
|
|
4,439 |
|
|
|
4,715 |
|
8.500%, 05/01/2028 (A) |
|
|
701 |
|
|
|
723 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 4.020%, 05/15/2054 (D) |
|
|
2,403 |
|
|
|
2,557 |
|
6.750%, H15T5Y + 5.134%(D)(G) |
|
|
445 |
|
|
|
443 |
|
6.625%, US0003M + 4.155%(D)(G) |
|
|
1,294 |
|
|
|
1,258 |
|
6.500%, H15T5Y + 5.694%(D)(G) |
|
|
2,525 |
|
|
|
2,505 |
|
5.500%, 06/01/2027 |
|
|
2,863 |
|
|
|
2,918 |
|
EnLink Midstream LLC |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
2,675 |
|
|
|
2,860 |
|
5.375%, 06/01/2029 |
|
|
1,611 |
|
|
|
1,640 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
5.600%, 04/01/2044 |
|
|
3,522 |
|
|
|
3,329 |
|
5.450%, 06/01/2047 |
|
|
1,224 |
|
|
|
1,137 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A)(B) |
|
|
3,197 |
|
|
|
879 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2027 (A) |
|
|
180 |
|
|
|
186 |
|
7.500%, 06/01/2030 (A) |
|
|
227 |
|
|
|
248 |
|
6.500%, 07/01/2027 (A) |
|
|
240 |
|
|
|
246 |
|
6.500%, 07/15/2048 |
|
|
3,229 |
|
|
|
3,335 |
|
5.500%, 07/15/2028 |
|
|
66 |
|
|
|
66 |
|
4.750%, 01/15/2031 (A) |
|
|
372 |
|
|
|
357 |
|
4.500%, 01/15/2029 (A) |
|
|
1,001 |
|
|
|
970 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.875%, 04/15/2030 |
|
|
3,356 |
|
|
|
3,562 |
|
8.250%, 01/15/2029 |
|
|
102 |
|
|
|
106 |
|
8.000%, 01/15/2027 |
|
|
207 |
|
|
|
212 |
|
7.875%, 05/15/2032 |
|
|
642 |
|
|
|
659 |
|
7.750%, 02/01/2028 |
|
|
413 |
|
|
|
420 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,498 |
|
|
|
1,610 |
|
Gulfport Energy Corp |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
|
831 |
|
|
|
844 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
1,575 |
|
|
|
1,612 |
|
7.500%, 05/15/2032 (A) |
|
|
182 |
|
|
|
191 |
|
Hess Midstream Operations |
|
|
|
|
|
|
|
|
6.500%, 06/01/2029 (A) |
|
|
220 |
|
|
|
227 |
|
5.625%, 02/15/2026 (A) |
|
|
635 |
|
|
|
633 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
6.250%, 04/15/2032 (A) |
|
|
143 |
|
|
|
143 |
|
6.000%, 04/15/2030 (A) |
|
|
201 |
|
|
|
200 |
|
6.000%, 02/01/2031 (A) |
|
|
2,101 |
|
|
|
2,074 |
|
Howard Midstream Energy Partners LLC |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
325 |
|
|
|
346 |
|
7.375%, 07/15/2032 (A) |
|
|
3,678 |
|
|
|
3,808 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ITT Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
$ |
3,127 |
|
|
$ |
2,949 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
6.625%, 12/15/2028 (A) |
|
|
2,400 |
|
|
|
2,473 |
|
Kodiak Gas Services LLC |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
875 |
|
|
|
906 |
|
Kraken Oil & Gas Partners LLC |
|
|
|
|
|
|
|
|
7.625%, 08/15/2029 (A) |
|
|
1,350 |
|
|
|
1,391 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 (A) |
|
|
2,065 |
|
|
|
2,096 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
8.250%, 09/01/2031 (A) |
|
|
2,635 |
|
|
|
2,658 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
6.750%, 09/15/2025 (A) |
|
|
1,772 |
|
|
|
1,728 |
|
6.500%, 09/30/2026 (A) |
|
|
1,349 |
|
|
|
1,168 |
|
NGL Energy Operating LLC |
|
|
|
|
|
|
|
|
8.375%, 02/15/2032 (A) |
|
|
264 |
|
|
|
272 |
|
8.125%, 02/15/2029 (A) |
|
|
2,706 |
|
|
|
2,767 |
|
Noble Finance II LLC |
|
|
|
|
|
|
|
|
8.000%, 04/15/2030 (A) |
|
|
1,555 |
|
|
|
1,612 |
|
Northern Oil & Gas |
|
|
|
|
|
|
|
|
8.750%, 06/15/2031 (A) |
|
|
855 |
|
|
|
913 |
|
8.125%, 03/01/2028 (A) |
|
|
1,623 |
|
|
|
1,660 |
|
Northriver Midstream Finance |
|
|
|
|
|
|
|
|
6.750%, 07/15/2032 (A) |
|
|
1,504 |
|
|
|
1,553 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
222 |
|
|
|
232 |
|
6.000%, 06/01/2026 |
|
|
510 |
|
|
|
515 |
|
5.750%, 10/01/2025 |
|
|
192 |
|
|
|
192 |
|
5.625%, 04/28/2027 |
|
|
964 |
|
|
|
966 |
|
PBF Holding LLC |
|
|
|
|
|
|
|
|
7.875%, 09/15/2030 (A) |
|
|
2,600 |
|
|
|
2,704 |
|
Permian Resources Operating LLC |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
623 |
|
|
|
698 |
|
8.000%, 04/15/2027 (A) |
|
|
213 |
|
|
|
220 |
|
7.000%, 01/15/2032 (A) |
|
|
2,749 |
|
|
|
2,884 |
|
6.250%, 02/01/2033 (A) |
|
|
1,582 |
|
|
|
1,622 |
|
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
|
142 |
|
|
|
149 |
|
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
|
370 |
|
|
|
369 |
|
6.875%, 01/15/2029 (A) |
|
|
60 |
|
|
|
61 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
559 |
|
|
|
579 |
|
4.875%, 05/15/2025 |
|
|
441 |
|
|
|
439 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
4.800%, 05/15/2030 (A) |
|
|
2,117 |
|
|
|
1,965 |
|
Seventy Seven Operating LLC (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 01/15/2020 (B)(E) |
|
|
2,787 |
|
|
|
– |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
2,990 |
|
|
|
3,149 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
SM Energy |
|
|
|
|
|
|
|
|
7.000%, 08/01/2032 (A) |
|
$ |
4,196 |
|
|
$ |
4,299 |
|
6.750%, 09/15/2026 |
|
|
210 |
|
|
|
210 |
|
6.750%, 08/01/2029 (A) |
|
|
236 |
|
|
|
240 |
|
6.625%, 01/15/2027 |
|
|
340 |
|
|
|
340 |
|
6.500%, 07/15/2028 |
|
|
290 |
|
|
|
292 |
|
South Bow Canadian Infrastructure Holdings |
|
|
|
|
|
|
|
|
7.500%, H15T5Y + 3.667%, 03/01/2055 (A)(D) |
|
|
2,545 |
|
|
|
2,622 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
230 |
|
|
|
236 |
|
5.375%, 02/01/2029 |
|
|
69 |
|
|
|
68 |
|
5.375%, 03/15/2030 |
|
|
400 |
|
|
|
397 |
|
4.750%, 02/01/2032 |
|
|
89 |
|
|
|
84 |
|
Summit Midstream Holdings LLC |
|
|
|
|
|
|
|
|
8.625%, 10/31/2029 (A) |
|
|
1,440 |
|
|
|
1,495 |
|
Sunoco |
|
|
|
|
|
|
|
|
7.250%, 05/01/2032 (A) |
|
|
890 |
|
|
|
941 |
|
7.000%, 05/01/2029 (A) |
|
|
2,675 |
|
|
|
2,787 |
|
4.500%, 05/15/2029 |
|
|
447 |
|
|
|
429 |
|
4.500%, 04/30/2030 |
|
|
566 |
|
|
|
538 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
1,365 |
|
|
|
1,395 |
|
6.000%, 03/01/2027 (A) |
|
|
450 |
|
|
|
449 |
|
6.000%, 12/31/2030 (A) |
|
|
3,707 |
|
|
|
3,535 |
|
6.000%, 09/01/2031 (A) |
|
|
910 |
|
|
|
862 |
|
5.500%, 01/15/2028 (A) |
|
|
2,516 |
|
|
|
2,428 |
|
TerraForm Power Operating LLC |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
4,300 |
|
|
|
4,219 |
|
4.750%, 01/15/2030 (A) |
|
|
225 |
|
|
|
212 |
|
TGNR Intermediate Holdings LLC |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
|
3,603 |
|
|
|
3,498 |
|
Transocean |
|
|
|
|
|
|
|
|
8.750%, 02/15/2030 (A) |
|
|
1,075 |
|
|
|
1,136 |
|
8.250%, 05/15/2029 (A) |
|
|
236 |
|
|
|
239 |
|
6.800%, 03/15/2038 |
|
|
3,559 |
|
|
|
3,018 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
95 |
|
|
|
98 |
|
Valaris |
|
|
|
|
|
|
|
|
8.375%, 04/30/2030 (A) |
|
|
216 |
|
|
|
225 |
|
Venture Global Calcasieu Pass LLC |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
2,764 |
|
|
|
2,562 |
|
3.875%, 11/01/2033 (A) |
|
|
2,920 |
|
|
|
2,598 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
4,595 |
|
|
|
5,105 |
|
9.500%, 02/01/2029 (A) |
|
|
215 |
|
|
|
242 |
|
8.125%, 06/01/2028 (A) |
|
|
3,341 |
|
|
|
3,499 |
|
7.000%, 01/15/2030 (A) |
|
|
4,835 |
|
|
|
4,943 |
|
Vital Energy |
|
|
|
|
|
|
|
|
7.875%, 04/15/2032 (A) |
|
|
284 |
|
|
|
291 |
|
Weatherford International |
|
|
|
|
|
|
|
|
8.625%, 04/30/2030 (A) |
|
|
2,488 |
|
|
|
2,582 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
$ |
2,502 |
|
|
$ |
2,263 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
207,865 |
|
| |
|
|
|
|
|
|
|
|
Financials — 8.5% |
|
|
|
|
Acrisure LLC |
|
|
|
|
|
|
|
|
8.250%, 02/01/2029 (A) |
|
|
3,487 |
|
|
|
3,589 |
|
7.500%, 11/06/2030 (A) |
|
|
1,481 |
|
|
|
1,520 |
|
AG Issuer LLC |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,910 |
|
|
|
1,859 |
|
Alliant Holdings Intermediate LLC |
|
|
|
|
|
|
|
|
7.000%, 01/15/2031 (A) |
|
|
5,681 |
|
|
|
5,872 |
|
4.250%, 10/15/2027 (A) |
|
|
1,325 |
|
|
|
1,277 |
|
AmWINS Group |
|
|
|
|
|
|
|
|
6.375%, 02/15/2029 (A) |
|
|
1,306 |
|
|
|
1,339 |
|
Ardonagh Finco |
|
|
|
|
|
|
|
|
7.750%, 02/15/2031 (A) |
|
|
1,000 |
|
|
|
1,032 |
|
Ardonagh Group Finance |
|
|
|
|
|
|
|
|
8.875%, 02/15/2032 (A) |
|
|
870 |
|
|
|
901 |
|
Aretec Group |
|
|
|
|
|
|
|
|
10.000%, 08/15/2030 (A) |
|
|
4,492 |
|
|
|
4,849 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 |
|
|
3,525 |
|
|
|
3,308 |
|
Block |
|
|
|
|
|
|
|
|
6.500%, 05/15/2032 (A) |
|
|
2,780 |
|
|
|
2,883 |
|
2.750%, 06/01/2026 |
|
|
145 |
|
|
|
139 |
|
Blue Owl Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
2,420 |
|
|
|
2,330 |
|
Brookfield Property |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
69 |
|
|
|
69 |
|
4.500%, 04/01/2027 (A) |
|
|
5,483 |
|
|
|
5,286 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.875%, H15T5Y + 3.417%(D)(G) |
|
|
1,718 |
|
|
|
1,651 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.375%, 10/01/2028 (A) |
|
|
874 |
|
|
|
767 |
|
CPI CG |
|
|
|
|
|
|
|
|
10.000%, 07/15/2029 (A) |
|
|
1,515 |
|
|
|
1,593 |
|
Credit Acceptance |
|
|
|
|
|
|
|
|
9.250%, 12/15/2028 (A) |
|
|
2,305 |
|
|
|
2,478 |
|
Encore Capital Group |
|
|
|
|
|
|
|
|
9.250%, 04/01/2029 (A) |
|
|
2,545 |
|
|
|
2,709 |
|
Finance of America Funding LLC |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A)(C) |
|
|
5,605 |
|
|
|
4,374 |
|
FirstCash |
|
|
|
|
|
|
|
|
6.875%, 03/01/2032 (A) |
|
|
2,505 |
|
|
|
2,573 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
2,272 |
|
|
|
2,473 |
|
Freedom Mortgage Holdings LLC |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
3,654 |
|
|
|
3,743 |
|
Genworth Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/15/2034 |
|
|
2,590 |
|
|
|
2,577 |
|
GGAM Finance |
|
|
|
|
|
|
|
|
6.875%, 04/15/2029 (A) |
|
|
745 |
|
|
|
769 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HAT Holdings I LLC |
|
|
|
|
|
|
|
|
3.750%, 09/15/2030 (A) |
|
$ |
866 |
|
|
$ |
770 |
|
3.375%, 06/15/2026 (A) |
|
|
883 |
|
|
|
846 |
|
Howden UK Refinance |
|
|
|
|
|
|
|
|
8.125%, 02/15/2032 (A) |
|
|
435 |
|
|
|
443 |
|
7.250%, 02/15/2031 (A) |
|
|
1,638 |
|
|
|
1,686 |
|
HUB International |
|
|
|
|
|
|
|
|
7.250%, 06/15/2030 (A) |
|
|
1,957 |
|
|
|
2,044 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(D) |
|
|
1,720 |
|
|
|
1,353 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
7.125%, 04/30/2031 (A) |
|
|
3,019 |
|
|
|
3,171 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
7.000%, 07/15/2031 (A) |
|
|
1,638 |
|
|
|
1,703 |
|
4.750%, 06/15/2029 (A) |
|
|
6,490 |
|
|
|
6,255 |
|
4.250%, 02/01/2027 (A) |
|
|
2,145 |
|
|
|
2,082 |
|
LD Holdings Group LLC |
|
|
|
|
|
|
|
|
8.750%, 11/01/2027 (A) |
|
|
450 |
|
|
|
419 |
|
6.125%, 04/01/2028 (A) |
|
|
1,560 |
|
|
|
1,318 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
2,645 |
|
|
|
2,598 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/26/2031 (A) |
|
|
266 |
|
|
|
280 |
|
6.400%, 03/26/2029 (A) |
|
|
266 |
|
|
|
277 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
4,283 |
|
|
|
4,110 |
|
5.625%, 01/15/2030 (A) |
|
|
1,813 |
|
|
|
1,652 |
|
MPH Acquisition Holdings LLC |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
654 |
|
|
|
290 |
|
5.500%, 09/01/2028 (A) |
|
|
426 |
|
|
|
314 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
1,455 |
|
|
|
1,507 |
|
6.000%, 01/15/2027 (A) |
|
|
213 |
|
|
|
212 |
|
5.500%, 08/15/2028 (A) |
|
|
3,238 |
|
|
|
3,180 |
|
5.125%, 12/15/2030 (A) |
|
|
300 |
|
|
|
285 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
2,835 |
|
|
|
2,445 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
9.000%, 01/15/2029 |
|
|
652 |
|
|
|
693 |
|
7.875%, 03/15/2030 |
|
|
2,400 |
|
|
|
2,510 |
|
7.500%, 05/15/2031 |
|
|
3,103 |
|
|
|
3,203 |
|
7.125%, 03/15/2026 |
|
|
32 |
|
|
|
32 |
|
7.125%, 11/15/2031 |
|
|
780 |
|
|
|
788 |
|
6.625%, 01/15/2028 |
|
|
420 |
|
|
|
428 |
|
5.375%, 11/15/2029 |
|
|
4,872 |
|
|
|
4,686 |
|
4.000%, 09/15/2030 |
|
|
2,193 |
|
|
|
1,941 |
|
3.500%, 01/15/2027 |
|
|
1,160 |
|
|
|
1,099 |
|
Osaic Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
6,841 |
|
|
|
7,014 |
|
Panther Escrow Issuer LLC |
|
|
|
|
|
|
|
|
7.125%, 06/01/2031 (A) |
|
|
5,372 |
|
|
|
5,596 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PennyMac Financial Services |
|
|
|
|
|
|
|
|
7.875%, 12/15/2029 (A) |
|
$ |
2,396 |
|
|
$ |
2,542 |
|
5.750%, 09/15/2031 (A) |
|
|
6,454 |
|
|
|
6,224 |
|
4.250%, 02/15/2029 (A) |
|
|
1,635 |
|
|
|
1,545 |
|
PRA Group |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
2,825 |
|
|
|
2,884 |
|
Rithm Capital |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
2,626 |
|
|
|
2,614 |
|
Rocket Mortgage LLC |
|
|
|
|
|
|
|
|
3.625%, 03/01/2029 (A) |
|
|
1,902 |
|
|
|
1,766 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
5,840 |
|
|
|
5,915 |
|
Shift4 Payments LLC |
|
|
|
|
|
|
|
|
6.750%, 08/15/2032 (A) |
|
|
2,210 |
|
|
|
2,280 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
7.250%, 04/01/2029 (A) |
|
|
3,717 |
|
|
|
3,869 |
|
UniCredit |
|
|
|
|
|
|
|
|
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(D) |
|
|
1,835 |
|
|
|
1,831 |
|
United Wholesale Mortgage LLC |
|
|
|
|
|
|
|
|
5.500%, 11/15/2025 (A) |
|
|
533 |
|
|
|
532 |
|
VFH Parent LLC |
|
|
|
|
|
|
|
|
7.500%, 06/15/2031 (A) |
|
|
1,763 |
|
|
|
1,829 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
163,021 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 6.3% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.000%, 04/15/2029 (A) |
|
|
2,668 |
|
|
|
2,600 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
376 |
|
|
|
364 |
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
3,430 |
|
|
|
3,071 |
|
8.000%, 08/01/2028 (A) |
|
|
1,525 |
|
|
|
1,266 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
853 |
|
|
|
830 |
|
Bausch + Lomb |
|
|
|
|
|
|
|
|
8.375%, 10/01/2028 (A) |
|
|
1,364 |
|
|
|
1,432 |
|
Bausch Health |
|
|
|
|
|
|
|
|
6.250%, 02/15/2029 (A) |
|
|
139 |
|
|
|
74 |
|
5.750%, 08/15/2027 (A) |
|
|
180 |
|
|
|
146 |
|
5.500%, 11/01/2025 (A) |
|
|
1,450 |
|
|
|
1,396 |
|
5.250%, 01/30/2030 (A) |
|
|
464 |
|
|
|
232 |
|
5.250%, 02/15/2031 (A) |
|
|
337 |
|
|
|
168 |
|
5.000%, 01/30/2028 (A) |
|
|
360 |
|
|
|
201 |
|
5.000%, 02/15/2029 (A) |
|
|
455 |
|
|
|
234 |
|
4.875%, 06/01/2028 (A) |
|
|
728 |
|
|
|
544 |
|
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
|
265 |
|
|
|
239 |
|
8.500%, 01/31/2027 (A) |
|
|
578 |
|
|
|
428 |
|
Charles River Laboratories International |
|
|
|
|
|
|
|
|
4.250%, 05/01/2028 (A) |
|
|
2,042 |
|
|
|
1,969 |
|
4.000%, 03/15/2031 (A) |
|
|
1,960 |
|
|
|
1,804 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
$ |
3,846 |
|
|
$ |
4,163 |
|
8.000%, 12/15/2027 (A) |
|
|
3,870 |
|
|
|
3,877 |
|
6.125%, 04/01/2030 (A) |
|
|
3,355 |
|
|
|
2,657 |
|
6.000%, 01/15/2029 (A) |
|
|
525 |
|
|
|
498 |
|
5.625%, 03/15/2027 (A) |
|
|
3,775 |
|
|
|
3,653 |
|
5.250%, 05/15/2030 (A) |
|
|
584 |
|
|
|
523 |
|
4.750%, 02/15/2031 (A) |
|
|
505 |
|
|
|
431 |
|
DaVita |
|
|
|
|
|
|
|
|
6.875%, 09/01/2032 (A) |
|
|
532 |
|
|
|
544 |
|
4.625%, 06/01/2030 (A) |
|
|
2,245 |
|
|
|
2,117 |
|
3.750%, 02/15/2031 (A) |
|
|
2,315 |
|
|
|
2,061 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
2,820 |
|
|
|
2,604 |
|
5.000%, 02/15/2030 (A) |
|
|
480 |
|
|
|
433 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
402 |
|
|
|
298 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.625%, 04/01/2031 |
|
|
183 |
|
|
|
173 |
|
4.500%, 02/01/2028 |
|
|
253 |
|
|
|
248 |
|
Endo Finance Holdings |
|
|
|
|
|
|
|
|
8.500%, 04/15/2031 (A) |
|
|
2,272 |
|
|
|
2,412 |
|
0.000%, 12/31/2049 (E)(F) |
|
|
6,551 |
|
|
|
69 |
|
0.000%, 04/01/2027 (E)(F) |
|
|
2,247 |
|
|
|
– |
|
Envision Healthcare |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (B)(E) |
|
|
3,150 |
|
|
|
– |
|
Fortrea Holdings |
|
|
|
|
|
|
|
|
7.500%, 07/01/2030 (A) |
|
|
1,426 |
|
|
|
1,454 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
10.000%, 10/31/2028 (A) |
|
|
7,591 |
|
|
|
7,572 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
2,351 |
|
|
|
2,233 |
|
HCA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2030 |
|
|
1,741 |
|
|
|
1,623 |
|
Heartland Dental LLC |
|
|
|
|
|
|
|
|
10.500%, 04/30/2028 (A) |
|
|
4,818 |
|
|
|
5,160 |
|
IQVIA |
|
|
|
|
|
|
|
|
6.500%, 05/15/2030 (A) |
|
|
2,445 |
|
|
|
2,537 |
|
5.000%, 10/15/2026 (A) |
|
|
390 |
|
|
|
387 |
|
Legacy LifePoint Health LLC |
|
|
|
|
|
|
|
|
4.375%, 02/15/2027 (A) |
|
|
1,355 |
|
|
|
1,322 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
1,526 |
|
|
|
1,720 |
|
10.000%, 06/01/2032 (A) |
|
|
1,349 |
|
|
|
1,464 |
|
9.875%, 08/15/2030 (A) |
|
|
527 |
|
|
|
578 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
14.750%, 11/14/2028 (A) |
|
|
514 |
|
|
|
561 |
|
Medline Borrower LP |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
456 |
|
|
|
470 |
|
5.250%, 10/01/2029 (A) |
|
|
528 |
|
|
|
519 |
|
3.875%, 04/01/2029 (A) |
|
|
6,724 |
|
|
|
6,351 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
2,665 |
|
|
|
2,564 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 11/15/2030 (A) |
|
$ |
2,005 |
|
|
$ |
1,844 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
3,966 |
|
|
|
3,762 |
|
Organon Finance 1 LLC |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
3,218 |
|
|
|
3,014 |
|
4.125%, 04/30/2028 (A) |
|
|
1,365 |
|
|
|
1,305 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
6.625%, 04/01/2030 (A) |
|
|
290 |
|
|
|
280 |
|
4.500%, 03/31/2029 (A) |
|
|
413 |
|
|
|
376 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781%, 02/15/2030 (A) |
|
|
3,388 |
|
|
|
2,964 |
|
7.775%cash/0% PIK, 01/31/2029 (A) |
|
|
6,782 |
|
|
|
6,520 |
|
Sotera Health Holdings LLC |
|
|
|
|
|
|
|
|
7.375%, 06/01/2031 (A) |
|
|
252 |
|
|
|
264 |
|
Surgery Center Holdings |
|
|
|
|
|
|
|
|
7.250%, 04/15/2032 (A) |
|
|
1,134 |
|
|
|
1,191 |
|
Team Health Holdings Inc. |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 (A) |
|
|
230 |
|
|
|
256 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 |
|
|
1,325 |
|
|
|
1,374 |
|
6.250%, 02/01/2027 |
|
|
2,892 |
|
|
|
2,897 |
|
6.125%, 06/15/2030 |
|
|
4,382 |
|
|
|
4,449 |
|
5.125%, 11/01/2027 |
|
|
905 |
|
|
|
897 |
|
4.625%, 06/15/2028 |
|
|
2,103 |
|
|
|
2,055 |
|
4.375%, 01/15/2030 |
|
|
1,880 |
|
|
|
1,797 |
|
4.250%, 06/01/2029 |
|
|
4,298 |
|
|
|
4,124 |
|
US Acute Care Solutions LLC |
|
|
|
|
|
|
|
|
9.750%, 05/15/2029 (A) |
|
|
1,787 |
|
|
|
1,828 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
121,471 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 9.2% |
|
|
|
|
AAR Escrow Issuer LLC |
|
|
|
|
|
|
|
|
6.750%, 03/15/2029 (A) |
|
|
2,470 |
|
|
|
2,557 |
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
950 |
|
|
|
884 |
|
Allied Universal Holdco LLC |
|
|
|
|
|
|
|
|
4.625%, 06/01/2028 (A) |
|
|
2,310 |
|
|
|
2,142 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
933 |
|
|
|
936 |
|
4.750%, 10/01/2027 (A) |
|
|
1,969 |
|
|
|
1,927 |
|
3.750%, 01/30/2031 (A) |
|
|
442 |
|
|
|
402 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.750%, 04/20/2029 (A) |
|
|
5,690 |
|
|
|
5,577 |
|
5.500%, 04/20/2026 (A) |
|
|
802 |
|
|
|
798 |
|
Amsted Industries |
|
|
|
|
|
|
|
|
4.625%, 05/15/2030 (A) |
|
|
362 |
|
|
|
341 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
|
234 |
|
|
|
224 |
|
4.125%, 07/15/2029 (A) |
|
|
365 |
|
|
|
343 |
|
Arcosa |
|
|
|
|
|
|
|
|
6.875%, 08/15/2032 (A) |
|
|
1,124 |
|
|
|
1,172 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 06/30/2027 (A) |
|
|
1,307 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 08/15/2027 (A) |
|
$ |
5,152 |
|
|
$ |
3,099 |
|
4.125%, 08/15/2026 (A) |
|
|
736 |
|
|
|
635 |
|
Avis Budget Car Rental LLC |
|
|
|
|
|
|
|
|
8.000%, 02/15/2031 (A) |
|
|
2,895 |
|
|
|
2,879 |
|
5.750%, 07/15/2027 (A) |
|
|
630 |
|
|
|
614 |
|
5.375%, 03/01/2029 (A) |
|
|
425 |
|
|
|
389 |
|
4.750%, 04/01/2028 (A) |
|
|
380 |
|
|
|
352 |
|
Bombardier |
|
|
|
|
|
|
|
|
8.750%, 11/15/2030 (A) |
|
|
113 |
|
|
|
123 |
|
7.875%, 04/15/2027 (A) |
|
|
290 |
|
|
|
291 |
|
7.500%, 02/01/2029 (A) |
|
|
1,310 |
|
|
|
1,376 |
|
7.250%, 07/01/2031 (A) |
|
|
2,623 |
|
|
|
2,754 |
|
7.000%, 06/01/2032 (A) |
|
|
1,514 |
|
|
|
1,576 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 06/15/2032 (A) |
|
|
392 |
|
|
|
403 |
|
6.375%, 03/01/2034 (A) |
|
|
1,869 |
|
|
|
1,919 |
|
4.250%, 02/01/2032 (A) |
|
|
2,363 |
|
|
|
2,159 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
2,076 |
|
|
|
2,003 |
|
4.125%, 04/15/2029 (A) |
|
|
1,425 |
|
|
|
1,363 |
|
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (A) |
|
|
2,520 |
|
|
|
2,500 |
|
Chart Industries |
|
|
|
|
|
|
|
|
9.500%, 01/01/2031 (A) |
|
|
2,101 |
|
|
|
2,282 |
|
7.500%, 01/01/2030 (A) |
|
|
393 |
|
|
|
413 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
4.875%, 07/15/2027 (A) |
|
|
1,351 |
|
|
|
1,336 |
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
1,395 |
|
|
|
1,392 |
|
Conduent Business Services LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
|
580 |
|
|
|
551 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2029 |
|
|
364 |
|
|
|
384 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
2,247 |
|
|
|
1,935 |
|
Deluxe |
|
|
|
|
|
|
|
|
8.000%, 06/01/2029 (A) |
|
|
1,430 |
|
|
|
1,336 |
|
EMRLD Borrower |
|
|
|
|
|
|
|
|
6.750%, 07/15/2031 (A) |
|
|
181 |
|
|
|
187 |
|
6.625%, 12/15/2030 (A) |
|
|
5,872 |
|
|
|
6,013 |
|
Enviri |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
766 |
|
|
|
746 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
9.000%, 05/15/2028 (A) |
|
|
671 |
|
|
|
697 |
|
8.625%, 05/15/2032 (A) |
|
|
105 |
|
|
|
110 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
35 |
|
|
|
32 |
|
Fortress Transportation and Infrastructure Investors LLC |
|
|
|
|
|
|
|
|
7.000%, 05/01/2031 (A) |
|
|
1,090 |
|
|
|
1,142 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
595 |
|
|
|
598 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
8.250%, 08/01/2032 (A) |
|
$ |
321 |
|
|
$ |
326 |
|
6.000%, 06/01/2029 (A) |
|
|
449 |
|
|
|
424 |
|
Gates |
|
|
|
|
|
|
|
|
6.875%, 07/01/2029 (A) |
|
|
2,215 |
|
|
|
2,272 |
|
GEO Group |
|
|
|
|
|
|
|
|
8.625%, 04/15/2029 |
|
|
225 |
|
|
|
233 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
214 |
|
|
|
224 |
|
4.750%, 06/15/2029 (A) |
|
|
3,470 |
|
|
|
3,358 |
|
4.375%, 08/15/2029 (A) |
|
|
1,178 |
|
|
|
1,118 |
|
4.000%, 08/01/2028 (A) |
|
|
957 |
|
|
|
912 |
|
3.500%, 09/01/2028 (A) |
|
|
2,860 |
|
|
|
2,704 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
325 |
|
|
|
330 |
|
5.625%, 06/01/2029 (A) |
|
|
580 |
|
|
|
564 |
|
GN Bondco LLC |
|
|
|
|
|
|
|
|
9.500%, 10/15/2031 (A) |
|
|
564 |
|
|
|
574 |
|
GrafTech Global Enterprises |
|
|
|
|
|
|
|
|
9.875%, 12/15/2028 (A) |
|
|
1,322 |
|
|
|
1,061 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
312 |
|
|
|
308 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
760 |
|
|
|
745 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
3,449 |
|
|
|
3,195 |
|
Herc Holdings |
|
|
|
|
|
|
|
|
6.625%, 06/15/2029 (A) |
|
|
262 |
|
|
|
269 |
|
Hertz |
|
|
|
|
|
|
|
|
12.625%, 07/15/2029 (A) |
|
|
261 |
|
|
|
278 |
|
5.000%, 12/01/2029 (A) |
|
|
1,102 |
|
|
|
744 |
|
4.625%, 12/01/2026 (A) |
|
|
436 |
|
|
|
342 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
7.125%, 08/01/2026 (A)(B) |
|
|
715 |
|
|
|
64 |
|
6.000%, 01/15/2028 (A)(B) |
|
|
420 |
|
|
|
38 |
|
5.500%, 10/15/2024 (A)(B) |
|
|
1,573 |
|
|
|
55 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
9.000%, 06/15/2030 (A) |
|
|
1,480 |
|
|
|
1,498 |
|
5.250%, 05/15/2027 |
|
|
1,683 |
|
|
|
1,626 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
510 |
|
|
|
491 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
7.000%, 09/01/2032 (A) |
|
|
195 |
|
|
|
196 |
|
4.875%, 12/15/2027 (A) |
|
|
372 |
|
|
|
360 |
|
4.625%, 12/15/2025 (A) |
|
|
226 |
|
|
|
226 |
|
JetBlue Airways |
|
|
|
|
|
|
|
|
9.875%, 09/20/2031 (A) |
|
|
1,881 |
|
|
|
1,859 |
|
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
|
2,875 |
|
|
|
2,800 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
2,122 |
|
|
|
2,096 |
|
6.750%, 07/15/2026 (A) |
|
|
2,108 |
|
|
|
2,098 |
|
Madison IAQ LLC |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
2,332 |
|
|
|
2,222 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 06/30/2028 (A) |
|
$ |
305 |
|
|
$ |
290 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
825 |
|
|
|
803 |
|
Masterbrand |
|
|
|
|
|
|
|
|
7.000%, 07/15/2032 (A) |
|
|
87 |
|
|
|
90 |
|
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
9.250%, 04/15/2027 (A) |
|
|
795 |
|
|
|
808 |
|
7.875%, 04/15/2027 (A) |
|
|
1,690 |
|
|
|
1,747 |
|
Mileage Plus Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
362 |
|
|
|
365 |
|
Miter Brands Acquisition Holdco |
|
|
|
|
|
|
|
|
6.750%, 04/01/2032 (A) |
|
|
2,700 |
|
|
|
2,775 |
|
MIWD Holdco II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
200 |
|
|
|
190 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
|
2,930 |
|
|
|
2,840 |
|
Prime Security Services Borrower LLC |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (A) |
|
|
285 |
|
|
|
285 |
|
3.375%, 08/31/2027 (A) |
|
|
529 |
|
|
|
501 |
|
Resideo Funding |
|
|
|
|
|
|
|
|
6.500%, 07/15/2032 (A) |
|
|
332 |
|
|
|
338 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
2,963 |
|
|
|
2,874 |
|
Sensata Technologies |
|
|
|
|
|
|
|
|
6.625%, 07/15/2032 (A) |
|
|
375 |
|
|
|
388 |
|
Sensata Technologies BV |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
2,494 |
|
|
|
2,348 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,806 |
|
|
|
1,614 |
|
Smyrna Ready Mix Concrete LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2028 (A) |
|
|
1,370 |
|
|
|
1,367 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
1,333 |
|
|
|
1,492 |
|
9.375%, 11/30/2029 (A) |
|
|
284 |
|
|
|
308 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
3,718 |
|
|
|
2,322 |
|
SS&C Technologies |
|
|
|
|
|
|
|
|
6.500%, 06/01/2032 (A) |
|
|
3,005 |
|
|
|
3,102 |
|
5.500%, 09/30/2027 (A) |
|
|
1,090 |
|
|
|
1,089 |
|
Standard Building Solutions |
|
|
|
|
|
|
|
|
6.500%, 08/15/2032 (A) |
|
|
127 |
|
|
|
131 |
|
Standard Industries |
|
|
|
|
|
|
|
|
5.000%, 02/15/2027 (A) |
|
|
2,071 |
|
|
|
2,041 |
|
4.750%, 01/15/2028 (A) |
|
|
1,490 |
|
|
|
1,449 |
|
4.375%, 07/15/2030 (A) |
|
|
2,865 |
|
|
|
2,678 |
|
3.375%, 01/15/2031 (A) |
|
|
144 |
|
|
|
126 |
|
Summit Materials LLC |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
814 |
|
|
|
860 |
|
5.250%, 01/15/2029 (A) |
|
|
2,344 |
|
|
|
2,320 |
|
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
|
558 |
|
|
|
542 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
2,376 |
|
|
|
2,339 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
$ |
6,806 |
|
|
$ |
7,187 |
|
6.875%, 12/15/2030 (A) |
|
|
520 |
|
|
|
543 |
|
6.750%, 08/15/2028 (A) |
|
|
2,945 |
|
|
|
3,028 |
|
6.625%, 03/01/2032 (A) |
|
|
1,915 |
|
|
|
1,992 |
|
6.375%, 03/01/2029 (A) |
|
|
584 |
|
|
|
602 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (A) |
|
|
1,464 |
|
|
|
1,606 |
|
TriNet Group |
|
|
|
|
|
|
|
|
7.125%, 08/15/2031 (A) |
|
|
291 |
|
|
|
302 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
139 |
|
|
|
147 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
2,730 |
|
|
|
2,727 |
|
5.500%, 08/15/2026 (A) |
|
|
2,062 |
|
|
|
2,036 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
|
325 |
|
|
|
331 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
4,719 |
|
|
|
4,492 |
|
4.375%, 04/15/2026 (A) |
|
|
1,633 |
|
|
|
1,594 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (A) |
|
|
809 |
|
|
|
826 |
|
5.250%, 01/15/2030 |
|
|
1,200 |
|
|
|
1,191 |
|
4.000%, 07/15/2030 |
|
|
3,200 |
|
|
|
2,992 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
1,001 |
|
|
|
1,027 |
|
6.625%, 03/15/2032 (A) |
|
|
228 |
|
|
|
235 |
|
6.375%, 03/15/2029 (A) |
|
|
572 |
|
|
|
587 |
|
Williams Scotsman |
|
|
|
|
|
|
|
|
7.375%, 10/01/2031 (A) |
|
|
3,976 |
|
|
|
4,179 |
|
Wilsonart LLC |
|
|
|
|
|
|
|
|
11.000%, 08/15/2032 (A) |
|
|
1,393 |
|
|
|
1,354 |
|
Wrangler Holdco |
|
|
|
|
|
|
|
|
6.625%, 04/01/2032 (A) |
|
|
131 |
|
|
|
135 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
1,098 |
|
|
|
1,149 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
177,487 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.6% |
|
|
|
|
ACI Worldwide |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 (A) |
|
|
667 |
|
|
|
665 |
|
Ahead DB Holdings LLC |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
1,510 |
|
|
|
1,449 |
|
Amentum Escrow |
|
|
|
|
|
|
|
|
7.250%, 08/01/2032 (A) |
|
|
771 |
|
|
|
806 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
12.250%, 03/30/2029 (A) |
|
|
270 |
|
|
|
288 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
4,248 |
|
|
|
4,064 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
1,985 |
|
|
|
1,863 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
341 |
|
|
|
328 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cloud Software Group, Strike Price Fixed |
|
|
|
|
|
|
|
|
8.250%, 06/30/2032 (A) |
|
$ |
3,929 |
|
|
$ |
4,114 |
|
6.500%, 03/31/2029 (A) |
|
|
1,003 |
|
|
|
988 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
4,658 |
|
|
|
4,504 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
1,215 |
|
|
|
1,016 |
|
7.125%, 07/01/2028 (A) |
|
|
1,420 |
|
|
|
1,046 |
|
6.000%, 03/01/2026 (A) |
|
|
3,837 |
|
|
|
3,693 |
|
4.750%, 09/01/2029 (A) |
|
|
2,074 |
|
|
|
1,670 |
|
CommScope Technologies LLC |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
3,683 |
|
|
|
3,528 |
|
5.000%, 03/15/2027 (A) |
|
|
365 |
|
|
|
279 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,764 |
|
|
|
1,643 |
|
Entegris |
|
|
|
|
|
|
|
|
5.950%, 06/15/2030 (A) |
|
|
374 |
|
|
|
379 |
|
4.750%, 04/15/2029 (A) |
|
|
2,735 |
|
|
|
2,684 |
|
4.375%, 04/15/2028 (A) |
|
|
560 |
|
|
|
538 |
|
3.625%, 05/01/2029 (A) |
|
|
1,326 |
|
|
|
1,221 |
|
Go Daddy Operating LLC |
|
|
|
|
|
|
|
|
3.500%, 03/01/2029 (A) |
|
|
2,736 |
|
|
|
2,544 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
4,961 |
|
|
|
4,759 |
|
MicroStrategy |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
3,019 |
|
|
|
2,943 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(E) |
|
|
10,706 |
|
|
|
– |
|
NCR Atleos |
|
|
|
|
|
|
|
|
9.500%, 04/01/2029 (A) |
|
|
665 |
|
|
|
733 |
|
NCR Voyix |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
603 |
|
|
|
591 |
|
5.000%, 10/01/2028 (A) |
|
|
193 |
|
|
|
191 |
|
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
3,699 |
|
|
|
3,515 |
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (A) |
|
|
3,071 |
|
|
|
3,224 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
3,083 |
|
|
|
2,863 |
|
PTC |
|
|
|
|
|
|
|
|
4.000%, 02/15/2028 (A) |
|
|
1,705 |
|
|
|
1,642 |
|
RingCentral |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
343 |
|
|
|
366 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
8.500%, 07/15/2031 |
|
|
103 |
|
|
|
112 |
|
8.250%, 12/15/2029 |
|
|
255 |
|
|
|
276 |
|
3.375%, 07/15/2031 |
|
|
1,856 |
|
|
|
1,535 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
2,879 |
|
|
|
2,695 |
|
UKG |
|
|
|
|
|
|
|
|
6.875%, 02/01/2031 (A) |
|
|
1,794 |
|
|
|
1,856 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
2,660 |
|
|
|
2,035 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ViaSat |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 (A) |
|
$ |
835 |
|
|
$ |
695 |
|
Xerox Holdings |
|
|
|
|
|
|
|
|
8.875%, 11/30/2029 (A) |
|
|
281 |
|
|
|
264 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
69,605 |
|
| |
|
|
|
|
|
|
|
|
Materials — 6.3% |
|
|
|
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
|
3,505 |
|
|
|
1,814 |
|
ATI |
|
|
|
|
|
|
|
|
7.250%, 08/15/2030 |
|
|
224 |
|
|
|
238 |
|
5.875%, 12/01/2027 |
|
|
276 |
|
|
|
276 |
|
5.125%, 10/01/2031 |
|
|
165 |
|
|
|
159 |
|
4.875%, 10/01/2029 |
|
|
267 |
|
|
|
259 |
|
Axalta Coating Systems Dutch Holding B BV |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
3,335 |
|
|
|
3,532 |
|
Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
4.750%, 06/15/2027 (A) |
|
|
1,348 |
|
|
|
1,327 |
|
3.375%, 02/15/2029 (A) |
|
|
2,735 |
|
|
|
2,536 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
5,380 |
|
|
|
4,833 |
|
Ball |
|
|
|
|
|
|
|
|
6.000%, 06/15/2029 |
|
|
1,738 |
|
|
|
1,788 |
|
3.125%, 09/15/2031 |
|
|
2,885 |
|
|
|
2,523 |
|
2.875%, 08/15/2030 |
|
|
3,555 |
|
|
|
3,142 |
|
Berry Global (Escrow Security) |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,575 |
|
|
|
1,573 |
|
Big River Steel LLC |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
477 |
|
|
|
482 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
7.625%, 03/15/2030 |
|
|
103 |
|
|
|
107 |
|
6.375%, 07/15/2028 |
|
|
281 |
|
|
|
281 |
|
CF Industries |
|
|
|
|
|
|
|
|
5.150%, 03/15/2034 |
|
|
2,520 |
|
|
|
2,513 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
2,727 |
|
|
|
2,555 |
|
4.625%, 11/15/2029 (A) |
|
|
1,881 |
|
|
|
1,655 |
|
Cleveland-Cliffs |
|
|
|
|
|
|
|
|
7.000%, 03/15/2032 (A) |
|
|
122 |
|
|
|
122 |
|
6.750%, 04/15/2030 (A) |
|
|
336 |
|
|
|
341 |
|
4.625%, 03/01/2029 (A) |
|
|
370 |
|
|
|
347 |
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
1,758 |
|
|
|
1,710 |
|
Constellium |
|
|
|
|
|
|
|
|
3.750%, 04/15/2029 (A) |
|
|
941 |
|
|
|
868 |
|
Cornerstone Chemical Co LLC |
|
|
|
|
|
|
|
|
15.000%, 12/06/2028 (E) |
|
|
5,225 |
|
|
|
5,225 |
|
10.250%, 09/01/2027 (A)(B)(E) |
|
|
567 |
|
|
|
568 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
1,771 |
|
|
|
1,719 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
4,200 |
|
|
|
3,848 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
$ |
619 |
|
|
$ |
585 |
|
Enviva Inc. (F) |
|
|
|
|
|
|
|
|
0.000%, 12/13/2024 |
|
|
434 |
|
|
|
7 |
|
0.000%, 06/30/2027 |
|
|
2 |
|
|
|
– |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
2,640 |
|
|
|
2,583 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
255 |
|
|
|
271 |
|
8.625%, 06/01/2031 (A) |
|
|
2,690 |
|
|
|
2,689 |
|
6.875%, 10/15/2027 (A) |
|
|
2,534 |
|
|
|
2,513 |
|
FMG Resources August 2006 Pty |
|
|
|
|
|
|
|
|
4.500%, 09/15/2027 (A) |
|
|
1,783 |
|
|
|
1,724 |
|
4.375%, 04/01/2031 (A) |
|
|
394 |
|
|
|
362 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
750 |
|
|
|
735 |
|
5.400%, 11/14/2034 |
|
|
1,281 |
|
|
|
1,306 |
|
4.625%, 08/01/2030 |
|
|
979 |
|
|
|
968 |
|
Graphic Packaging International LLC |
|
|
|
|
|
|
|
|
3.750%, 02/01/2030 (A) |
|
|
800 |
|
|
|
740 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
7.500%, 04/15/2029 (A) |
|
|
1,808 |
|
|
|
1,871 |
|
6.750%, 05/15/2028 (A) |
|
|
200 |
|
|
|
202 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
9.625%, 03/15/2029 (A) |
|
|
247 |
|
|
|
266 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
4,165 |
|
|
|
3,897 |
|
Iris Holdings |
|
|
|
|
|
|
|
|
8.750%, 02/15/2026 (A) |
|
|
285 |
|
|
|
260 |
|
Methanex |
|
|
|
|
|
|
|
|
5.250%, 12/15/2029 |
|
|
1,605 |
|
|
|
1,578 |
|
5.125%, 10/15/2027 |
|
|
2,222 |
|
|
|
2,187 |
|
Mineral Resources MTN |
|
|
|
|
|
|
|
|
8.500%, 05/01/2030 (A) |
|
|
1,685 |
|
|
|
1,752 |
|
Mountain Province Diamonds, Inc. |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(E) |
|
|
2,609 |
|
|
|
2,450 |
|
Neiman Marcus Group (Escrow Security) (F) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2021 (A)(B)(E) |
|
|
1,475 |
|
|
|
52 |
|
0.000%cash/0% PIK, 10/15/2021 (A)(B)(E) |
|
|
1,360 |
|
|
|
47 |
|
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
|
1,085 |
|
|
|
1,093 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(C)(E) |
|
|
3,290 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
9.000%, 02/15/2030 (A) |
|
|
1,524 |
|
|
|
1,637 |
|
8.500%, 11/15/2028 (A) |
|
|
199 |
|
|
|
212 |
|
5.250%, 06/01/2027 (A) |
|
|
845 |
|
|
|
834 |
|
4.250%, 05/15/2029 (A) |
|
|
410 |
|
|
|
374 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
1,058 |
|
|
|
1,010 |
|
3.250%, 11/15/2026 (A) |
|
|
956 |
|
|
|
920 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
OCI |
|
|
|
|
|
|
|
|
6.700%, 03/16/2033 (A) |
|
$ |
1,641 |
|
|
$ |
1,692 |
|
4.625%, 10/15/2025 (A) |
|
|
526 |
|
|
|
522 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
1,899 |
|
|
|
1,782 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
2,109 |
|
|
|
2,246 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
102 |
|
|
|
102 |
|
Polar US Borrower LLC |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
1,850 |
|
|
|
511 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
3,645 |
|
|
|
3,901 |
|
Rain CII Carbon LLC |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
49 |
|
|
|
48 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
3,118 |
|
|
|
2,984 |
|
4.875%, 05/01/2028 (A) |
|
|
1,754 |
|
|
|
1,671 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
5.250%, 12/15/2026 |
|
|
121 |
|
|
|
120 |
|
4.500%, 10/15/2029 |
|
|
714 |
|
|
|
677 |
|
4.375%, 02/01/2032 |
|
|
396 |
|
|
|
356 |
|
4.000%, 04/01/2031 |
|
|
489 |
|
|
|
438 |
|
Sealed Air |
|
|
|
|
|
|
|
|
6.500%, 07/15/2032 (A) |
|
|
1,763 |
|
|
|
1,803 |
|
6.125%, 02/01/2028 (A) |
|
|
2,994 |
|
|
|
3,041 |
|
Tacora Resources Inc |
|
|
|
|
|
|
|
|
13.000%cash/0% PIK, 11/03/2023 (A)(B)(C)(E) |
|
|
200 |
|
|
|
200 |
|
8.250%, 05/15/2026 (A)(B)(C) |
|
|
1,320 |
|
|
|
497 |
|
Taseko Mines |
|
|
|
|
|
|
|
|
8.250%, 05/01/2030 (A) |
|
|
1,897 |
|
|
|
1,971 |
|
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
528 |
|
|
|
492 |
|
Trinseo Materials Operating SCA |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
182 |
|
|
|
157 |
|
5.125%, 04/01/2029 (A) |
|
|
1,639 |
|
|
|
745 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
7,954 |
|
|
|
7,249 |
|
WR Grace Holdings LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
6,378 |
|
|
|
5,914 |
|
4.875%, 06/15/2027 (A) |
|
|
549 |
|
|
|
537 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
121,122 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.6% |
|
|
|
|
Anywhere Real Estate Group LLC |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
645 |
|
|
|
450 |
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
1,240 |
|
|
|
1,090 |
|
4.375%, 03/01/2031 |
|
|
4,775 |
|
|
|
3,655 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
7.000%, 02/15/2029 (A) |
|
|
1,795 |
|
|
|
1,864 |
|
5.250%, 03/15/2028 (A) |
|
|
281 |
|
|
|
278 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 07/15/2030 (A) |
|
$ |
990 |
|
|
$ |
965 |
|
5.000%, 07/15/2028 (A) |
|
|
415 |
|
|
|
407 |
|
4.875%, 09/15/2027 (A) |
|
|
410 |
|
|
|
403 |
|
4.875%, 09/15/2029 (A) |
|
|
3,400 |
|
|
|
3,300 |
|
4.500%, 02/15/2031 (A) |
|
|
115 |
|
|
|
108 |
|
Outfront Media Capital LLC |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
2,563 |
|
|
|
2,724 |
|
4.625%, 03/15/2030 (A) |
|
|
310 |
|
|
|
291 |
|
Park Intermediate Holdings LLC |
|
|
|
|
|
|
|
|
4.875%, 05/15/2029 (A) |
|
|
1,905 |
|
|
|
1,817 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
7.250%, 07/15/2028 (A) |
|
|
118 |
|
|
|
123 |
|
6.500%, 04/01/2032 (A) |
|
|
323 |
|
|
|
332 |
|
4.750%, 10/15/2027 |
|
|
1,022 |
|
|
|
1,001 |
|
4.500%, 02/15/2029 (A) |
|
|
647 |
|
|
|
621 |
|
RLJ Lodging Trust |
|
|
|
|
|
|
|
|
4.000%, 09/15/2029 (A) |
|
|
542 |
|
|
|
492 |
|
3.750%, 07/01/2026 (A) |
|
|
309 |
|
|
|
299 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
1,285 |
|
|
|
1,375 |
|
5.500%, 12/15/2027 |
|
|
550 |
|
|
|
517 |
|
4.950%, 02/15/2027 |
|
|
2,978 |
|
|
|
2,761 |
|
4.375%, 02/15/2030 |
|
|
1,830 |
|
|
|
1,352 |
|
3.950%, 01/15/2028 |
|
|
140 |
|
|
|
119 |
|
Uniti Group |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
905 |
|
|
|
929 |
|
6.000%, 01/15/2030 (A) |
|
|
1,322 |
|
|
|
968 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 12/01/2029 (A) |
|
|
249 |
|
|
|
242 |
|
4.500%, 09/01/2026 (A) |
|
|
225 |
|
|
|
223 |
|
4.250%, 12/01/2026 (A) |
|
|
500 |
|
|
|
493 |
|
3.750%, 02/15/2027 (A) |
|
|
670 |
|
|
|
650 |
|
3.500%, 02/15/2025 (A) |
|
|
22 |
|
|
|
22 |
|
VICI Properties LP / VICI Note Co |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
411 |
|
|
|
407 |
|
4.125%, 08/15/2030 (A) |
|
|
1,596 |
|
|
|
1,504 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,782 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.1% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
9.375%, 06/01/2028 (A) |
|
|
225 |
|
|
|
236 |
|
5.875%, 08/20/2026 |
|
|
250 |
|
|
|
247 |
|
5.500%, 05/20/2025 |
|
|
54 |
|
|
|
54 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
290 |
|
|
|
278 |
|
4.625%, 02/01/2029 (A) |
|
|
420 |
|
|
|
400 |
|
4.500%, 02/15/2028 (A) |
|
|
5,815 |
|
|
|
5,640 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
7.250%, 01/15/2029 (A) |
|
|
2,124 |
|
|
|
2,224 |
|
NRG Energy |
|
|
|
|
|
|
|
|
10.250%, H15T5Y + 5.920%(A)(D)(G) |
|
|
2,958 |
|
|
|
3,293 |
|
7.000%, 03/15/2033 (A) |
|
|
413 |
|
|
|
454 |
|
5.250%, 06/15/2029 (A) |
|
|
661 |
|
|
|
653 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 02/15/2032 (A) |
|
$ |
56 |
|
|
$ |
50 |
|
3.625%, 02/15/2031 (A) |
|
|
3,581 |
|
|
|
3,204 |
|
3.375%, 02/15/2029 (A) |
|
|
540 |
|
|
|
496 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
2,880 |
|
|
|
2,770 |
|
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
|
2,559 |
|
|
|
2,505 |
|
5.000%, 07/01/2028 |
|
|
410 |
|
|
|
402 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
108 |
|
|
|
117 |
|
5.500%, 09/01/2028 (A) |
|
|
335 |
|
|
|
326 |
|
Talen Energy Supply LLC |
|
|
|
|
|
|
|
|
8.625%, 06/01/2030 (A) |
|
|
2,300 |
|
|
|
2,491 |
|
Vistra |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 6.930%(A)(D)(G) |
|
|
4,738 |
|
|
|
4,900 |
|
7.000%, H15T5Y + 5.740%(A)(D)(G) |
|
|
435 |
|
|
|
439 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
7.750%, 10/15/2031 (A) |
|
|
515 |
|
|
|
548 |
|
6.875%, 04/15/2032 (A) |
|
|
2,903 |
|
|
|
3,015 |
|
5.625%, 02/15/2027 (A) |
|
|
561 |
|
|
|
560 |
|
5.000%, 07/31/2027 (A) |
|
|
2,201 |
|
|
|
2,178 |
|
4.375%, 05/01/2029 (A) |
|
|
2,562 |
|
|
|
2,453 |
|
4.300%, 07/15/2029 (A) |
|
|
559 |
|
|
|
543 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,476 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,544,327) ($ Thousands) |
|
|
|
|
|
|
1,458,722 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 9.5% |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.294%, CME Term SOFR + 4.750%, 04/20/2028 (D) |
|
|
918 |
|
|
|
949 |
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.252%, CME Term SOFR + 5.000%, 08/18/2028 (D) |
|
|
1,534 |
|
|
|
1,540 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.846%, CME Term SOFR + 4.250%, 05/17/2028 (D) |
|
|
523 |
|
|
|
392 |
|
Adient, Term Loan B2 |
|
|
|
|
|
|
|
|
8.094%, 01/31/2031 (D) |
|
|
329 |
|
|
|
330 |
|
Ahead DB Holdings, LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.798%, CME Term SOFR + 3.500%, 02/01/2031 (D) |
|
|
453 |
|
|
|
454 |
|
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.861%, 02/04/2028 (H) |
|
|
1,182 |
|
|
|
1,186 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Alvogen Pharma US, Inc., June 2022 Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.985%, CME Term SOFR + 7.500%, 06/30/2025 (D)(H) |
|
$ |
2,703 |
|
|
$ |
2,385 |
|
Applied Systems, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.286%, CME Term SOFR + 3.000%, 02/24/2031 (D) |
|
|
2,495 |
|
|
|
2,504 |
|
Aruba Investments Holdings, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.347%, CME Term SOFR + 4.000%, 11/24/2027 (D) |
|
|
400 |
|
|
|
396 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.611%, CME Term SOFR + 3.250%, 12/23/2026 (D) |
|
|
1,092 |
|
|
|
1,087 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.747%, CME Term SOFR + 7.500%, 08/01/2028 (C)(D) |
|
|
6,635 |
|
|
|
5,867 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.597%, CME Term SOFR + 3.250%, 03/03/2025 (D) |
|
|
1,928 |
|
|
|
1,919 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.847%, CME Term SOFR + 4.500%, 10/15/2026 (D) |
|
|
156 |
|
|
|
156 |
|
Bally's Corporation, Term B Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.794%, CME Term SOFR + 3.250%, 10/02/2028 (D) |
|
|
1,265 |
|
|
|
1,209 |
|
Byju's, New Money Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 04/24/2026 (F) |
|
|
26 |
|
|
|
26 |
|
Byju's, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.500%, CME Term SOFR + 8.000%, 11/24/2026 (B)(D) |
|
|
2,985 |
|
|
|
668 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 02/06/2031 (D) |
|
|
4,404 |
|
|
|
4,397 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.935%, CME Term SOFR + 7.500%, 09/30/2027 (D) |
|
|
2,648 |
|
|
|
2,406 |
|
Castle US Holding Corp., Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.609%, CME Term SOFR + 4.000%, 01/29/2027 (D) |
|
|
1,561 |
|
|
|
871 |
|
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.069%, CME Term SOFR + 3.750%, 01/29/2027 (D) |
|
|
2,027 |
|
|
|
1,226 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
CHPPR Midco Inc. , Amendment No. 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.095%, CME Term SOFR + 8.750%, 12/31/2029 (D) |
|
$ |
1,743 |
|
|
$ |
1,743 |
|
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.847%, CME Term SOFR + 6.500%, 12/18/2026 (D) |
|
|
1,960 |
|
|
|
1,706 |
|
Clear Channel Outdoor Holdings,Inc., Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.361%, 08/23/2028 |
|
|
74 |
|
|
|
73 |
|
Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.335%, CME Term SOFR + 4.000%, 03/30/2029 (D) |
|
|
3,197 |
|
|
|
3,194 |
|
Cloud Software Group, Inc., Third Amendment Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.835%, CME Term SOFR + 4.500%, 03/21/2031 (D) |
|
|
1,820 |
|
|
|
1,827 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.596%, CME Term SOFR + 5.000%, 09/18/2026 (D) |
|
|
967 |
|
|
|
968 |
|
CMG Media Corporation, 2021 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.935%, CME Term SOFR + 3.500%, 12/17/2026 (D) |
|
|
873 |
|
|
|
751 |
|
Conair Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.111%, CME Term SOFR + 3.750%, 05/17/2028 (D) |
|
|
328 |
|
|
|
304 |
|
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.861%, CME Term SOFR + 3.500%, 10/02/2027 (D) |
|
|
2,121 |
|
|
|
2,026 |
|
Copeland, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.843%, 06/18/2031 |
|
|
223 |
|
|
|
223 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.097%, CME Term SOFR + 3.750%, 11/23/2027 (D) |
|
|
980 |
|
|
|
944 |
|
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.837%, CME Term SOFR + 4.500%, 01/18/2028 (D) |
|
|
248 |
|
|
|
236 |
|
Curian Global Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, 08/30/2026 |
|
|
3 |
|
|
|
3 |
|
9.102%, 08/30/2026 |
|
|
1,276 |
|
|
|
1,170 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.346%, CME Term SOFR + 3.750%, 10/04/2028 (D) |
|
|
587 |
|
|
|
573 |
|
Diamond Sports Group, LLC, DIP Term Loan |
|
|
|
|
|
|
|
|
10.000%, 12/02/2024 |
|
|
468 |
|
|
|
596 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.361%, CME Term SOFR + 5.000%, 08/02/2027 (D) |
|
$ |
294 |
|
|
$ |
296 |
|
Dominion Diamond, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (E) |
|
|
1,216 |
|
|
|
1,216 |
|
Dun & Bradstreet Corporation, The, 2022 Incremental Term B-2 Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.026%, CME Term SOFR + 2.750%, 01/18/2029 (D) |
|
|
1,746 |
|
|
|
1,748 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.958%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E) |
|
|
4,101 |
|
|
|
4,019 |
|
Endo Finance Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.783%, CME Term SOFR + 4.500%, 04/23/2031 (D) |
|
|
1,230 |
|
|
|
1,227 |
|
Envision Healthcare Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.540%, 12/30/2027 |
|
|
1,417 |
|
|
|
1,409 |
|
Enviva, Delayed Term Loan, Tranche A1 |
|
|
|
|
|
|
|
|
13.346%, 12/13/2024 |
|
|
287 |
|
|
|
316 |
|
Enviva, Delayed Term Loan, Tranche B1 |
|
|
|
|
|
|
|
|
13.282%, 12/13/2024 |
|
|
290 |
|
|
|
294 |
|
Enviva, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.301%, 12/13/2024 |
|
|
434 |
|
|
|
478 |
|
Enviva, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.250%, 06/30/2027 (E) |
|
|
941 |
|
|
|
941 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.609%, CME Term SOFR + 5.000%, 03/02/2026 (D) |
|
|
1,505 |
|
|
|
1,508 |
|
eResearchTechnology, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.247%, CME Term SOFR + 4.000%, 02/04/2027 (D) |
|
|
2,244 |
|
|
|
2,255 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
416 |
|
|
|
417 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
127 |
|
|
|
127 |
|
First Student Bidco Inc., TLB-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.435%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
398 |
|
|
|
399 |
|
Fitness International, LLC, Term B Loan |
|
|
|
|
|
|
|
|
10.505%, 02/05/2029 |
|
|
1,092 |
|
|
|
1,088 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.846%, CME Term SOFR + 4.000%, 11/01/2028 (D) |
|
$ |
665 |
|
|
$ |
518 |
|
Freeport LNG Investments, LLLP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.544%, 11/16/2026 |
|
|
3,102 |
|
|
|
3,090 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.435%, CME Term SOFR + 4.000%, 10/01/2027 (D)(H) |
|
|
156 |
|
|
|
141 |
|
GatesAir, Term Loan |
|
|
|
|
|
|
|
|
14.862%, 08/01/2027 (C)(E) |
|
|
1,779 |
|
|
|
1,779 |
|
Genesys Cloud Services Holdings I, LLC, 2024 Incremental Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.111%, CME Term SOFR + 3.750%, 12/01/2027 (D) |
|
|
1,234 |
|
|
|
1,240 |
|
Genesys Cloud Services Holdings I, LLC, 2024 Incremental No. 2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 12/01/2027 (D) |
|
|
491 |
|
|
|
493 |
|
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 10/31/2028 (D) |
|
|
2,477 |
|
|
|
2,482 |
|
Global Medical Response, Inc., 2024 Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.844%, CME Term SOFR + 6.000%, 10/31/2028 (D)(E) |
|
|
5,338 |
|
|
|
5,297 |
|
Graham Packaging, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.844%, 08/04/2027 |
|
|
522 |
|
|
|
522 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.402%, CME Term SOFR + 2.000%, 11/15/2027 (D) |
|
|
909 |
|
|
|
893 |
|
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 02/15/2031 (D) |
|
|
1,781 |
|
|
|
1,781 |
|
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.361%, CME Term SOFR + 4.000%, 04/26/2028 (D) |
|
|
1,261 |
|
|
|
1,259 |
|
JC Penney, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, CME Term SOFR + 4.250%, 06/21/2024 (B)(D)(E) |
|
|
3,751 |
|
|
|
— |
|
Johnstone Supply, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.352%, CME Term SOFR + 3.000%, 06/09/2031 (D) |
|
|
626 |
|
|
|
625 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Journey Personal Care, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.712%, CME Term SOFR + 4.250%, 03/01/2028 (D) |
|
$ |
2,672 |
|
|
$ |
2,661 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.096%, CME Term SOFR + 4.500%, 08/07/2028 (D) |
|
|
3,037 |
|
|
|
3,022 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.347%, CME Term SOFR + 5.000%, 10/29/2028 (D) |
|
|
1,504 |
|
|
|
1,442 |
|
Lannett Company, Inc., Term Loan |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (E) |
|
|
871 |
|
|
|
871 |
|
Libbey Glass, LLC, Incremental Term Loan |
|
|
|
|
|
|
|
|
11.929%, 11/22/2027 |
|
|
2,604 |
|
|
|
2,580 |
|
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.514%, CME Term SOFR + 4.000%, 01/15/2026 (D) |
|
|
442 |
|
|
|
443 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.728%, CME Term SOFR + 6.500%, 12/31/2026 (D) |
|
|
13,552 |
|
|
|
5,099 |
|
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.002%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
3,234 |
|
|
|
3,232 |
|
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.002%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
184 |
|
|
|
184 |
|
LSF9 Atlantis Holdings, LLC, First Amendment Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.835%, CME Term SOFR + 6.500%, 03/31/2029 (D)(E) |
|
|
1,823 |
|
|
|
1,832 |
|
Madison IAQ LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.889%, CME Term SOFR + 2.750%, 06/21/2028 (D) |
|
|
431 |
|
|
|
431 |
|
Magnite Inc., Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.844%, 02/06/2031 (D) |
|
|
1,755 |
|
|
|
1,764 |
|
Magnite Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.852%, 02/06/2031 (D) |
|
|
664 |
|
|
|
668 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.811%, CME Term SOFR + 5.750%, 08/18/2028 (C)(D)(E) |
|
|
681 |
|
|
|
476 |
|
10.073%, CME Term SOFR + 4.750%, 08/18/2028 (C)(D) |
|
|
7,617 |
|
|
|
5,332 |
|
McAfee, Term Loan First Out, 1st Lien |
|
|
|
|
|
|
|
|
12.088%, 07/27/2028 |
|
|
3,615 |
|
|
|
3,292 |
|
McAfee, Term Loan Second Out, 1st Lien |
|
|
|
|
|
|
|
|
12.338%, 07/27/2028 |
|
|
2,747 |
|
|
|
1,703 |
|
McAfee, Term Loan Third Out, 1st Lien |
|
|
|
|
|
|
|
|
11.366%, 07/27/2028 |
|
|
868 |
|
|
|
211 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
McAfee, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.366%, 07/27/2028 |
|
$ |
1,047 |
|
|
$ |
1,051 |
|
Medimpact Healthcare, Cov-Lite Delayes Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.694%, 03/31/2028 |
|
|
1,160 |
|
|
|
1,096 |
|
Medline Borrower, LP, Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 10/23/2028 (D) |
|
|
984 |
|
|
|
986 |
|
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.497%, CME Term SOFR + 4.250%, 05/03/2028 (D) |
|
|
1,092 |
|
|
|
1,089 |
|
MI Windows and Doors, LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 03/28/2031 (D) |
|
|
200 |
|
|
|
201 |
|
MLN US HoldCo LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.947%, CME Term SOFR + 4.500%, 11/30/2025 (D) |
|
|
1,157 |
|
|
|
46 |
|
Mountaineer Merger Corp, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.458%, CME Term SOFR + 7.000%, 10/26/2028 (D) |
|
|
2,777 |
|
|
|
2,250 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.569%, CME Term SOFR + 4.250%, 09/01/2028 (D) |
|
|
346 |
|
|
|
269 |
|
Naked Juice LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.435%, CME Term SOFR + 6.000%, 01/24/2030 (D) |
|
|
2,987 |
|
|
|
2,197 |
|
Neon Maple, Term Loan B-1, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/18/2031 (F) |
|
|
502 |
|
|
|
500 |
|
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.361%, CME Term SOFR + 4.000%, 08/19/2026 (D)(E) |
|
|
208 |
|
|
|
196 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.611%, CME Term SOFR + 3.250%, 08/19/2026 (D) |
|
|
2,067 |
|
|
|
1,942 |
|
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.404%, CME Term SOFR + 5.000%, 04/11/2029 (D) |
|
|
1,711 |
|
|
|
1,635 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.597%, CME Term SOFR + 6.250%, 11/05/2029 (D) |
|
|
1,140 |
|
|
|
1,133 |
|
Nine West Holdings Inc., Term Loan |
|
|
|
|
|
|
|
|
15.252%, CME Term SOFR + 8.000%, 03/20/2026 (C)(D) |
|
|
1,593 |
|
|
|
1,424 |
|
Obra, Termloan, 1st Lien |
|
|
|
|
|
|
|
|
12.920%, 06/21/2029 (E) |
|
|
1,761 |
|
|
|
1,708 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Osaic Holdings, Inc., Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.247%, CME Term SOFR + 4.000%, 08/17/2028 (D) |
|
$ |
1,423 |
|
|
$ |
1,409 |
|
Ovation Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.835%, CME Term SOFR + 3.500%, 04/21/2031 (D) |
|
|
710 |
|
|
|
712 |
|
Packaging Coordinators Midco, Inc., 2024 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.585%, CME Term SOFR + 3.250%, 11/30/2027 (D) |
|
|
927 |
|
|
|
928 |
|
Parexel International Inc., Fifth Amendment Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.247%, CME Term SOFR + 3.000%, 11/15/2028 (D) |
|
|
311 |
|
|
|
312 |
|
Park River Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.843%, CME Term SOFR + 3.250%, 12/28/2027 (D) |
|
|
224 |
|
|
|
218 |
|
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/03/2028 (D) |
|
|
690 |
|
|
|
637 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.652%, CME Term SOFR + 4.250%, 02/01/2029 (D) |
|
|
1,269 |
|
|
|
929 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.383%, CME Term SOFR + 5.000%, 01/31/2029 (D) |
|
|
1,370 |
|
|
|
1,300 |
|
Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.997%, CME Term SOFR + 4.750%, 11/28/2028 (D) |
|
|
274 |
|
|
|
274 |
|
Schenectady International Group, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.136%, CME Term SOFR + 4.750%, 10/15/2025 (D) |
|
|
2,137 |
|
|
|
1,785 |
|
Serta Simmons Bedding, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.949%, CME Term SOFR + 7.500%, 06/29/2028 (D) |
|
|
86 |
|
|
|
69 |
|
Shutterfly Finance, LLC, Term B Loan, 2nd Lien |
|
|
|
|
|
|
|
|
6.335%, CME Term SOFR + 1.000%, 10/01/2027 (D) |
|
|
301 |
|
|
|
256 |
|
Sinclair Television, Cov-Lite Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
8.514%, 04/01/2028 (D) |
|
|
878 |
|
|
|
619 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
SPX Flow, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.747%, CME Term SOFR + 3.500%, 04/05/2029 (D) |
|
$ |
246 |
|
|
$ |
247 |
|
Star Parent, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.085%, CME Term SOFR + 3.750%, 09/27/2030 (D) |
|
|
175 |
|
|
|
173 |
|
Station Casinos LLC, Term B Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.497%, CME Term SOFR + 2.250%, 03/14/2031 (D)(H) |
|
|
1,243 |
|
|
|
1,242 |
|
Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.997%, CME Term SOFR + 4.750%, 03/15/2030 (D) |
|
|
857 |
|
|
|
853 |
|
Surgery Center Holdings, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.061%, CME Term SOFR + 2.750%, 12/19/2030 (D) |
|
|
2,414 |
|
|
|
2,416 |
|
SWF Holdings I Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.361%, CME Term SOFR + 4.000%, 10/06/2028 (D) |
|
|
1,095 |
|
|
|
822 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.502%, CME Term SOFR + 5.250%, 03/02/2027 (D) |
|
|
9,051 |
|
|
|
8,613 |
|
Topgolf Callaway Brands Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.344%, 03/15/2030 |
|
|
167 |
|
|
|
165 |
|
Tortoiseecofin, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, 10/27/2028 |
|
|
350 |
|
|
|
329 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
8.752%, CME Term SOFR + 3.500%, 02/16/2028 (D) |
|
|
1,516 |
|
|
|
1,518 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/31/2028 (D) |
|
|
371 |
|
|
|
371 |
|
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.361%, CME Term SOFR + 5.000%, 06/20/2028 (D) |
|
|
604 |
|
|
|
520 |
|
UKG Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.555%, CME Term SOFR + 3.250%, 02/10/2031 (D) |
|
|
2,645 |
|
|
|
2,651 |
|
Varsity Brand, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/28/2031 (F) |
|
|
3,141 |
|
|
|
3,127 |
|
Venator, Delayed Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.000%, 01/16/2026 |
|
|
88 |
|
|
|
88 |
|
Venator, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.328%, 01/16/2026 |
|
|
113 |
|
|
|
113 |
|
7.299%, 10/12/2028 |
|
|
332 |
|
|
|
331 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.333%, CME Term SOFR + 4.000%, 08/20/2025 (D) |
|
$ |
2,757 |
|
|
$ |
2,483 |
|
W. R. Grace Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.497%, CME Term SOFR + 3.250%, 09/22/2028 (D) |
|
|
70 |
|
|
|
70 |
|
Wargam, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.694%, 06/30/2028 |
|
|
2,424 |
|
|
|
2,509 |
|
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 01/27/2031 (D)(H) |
|
|
1,304 |
|
|
|
1,304 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.611%, CME Term SOFR + 6.250%, 04/21/2027 (D) |
|
|
2,661 |
|
|
|
1,606 |
|
WestJet Loyalty LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.082%, CME Term SOFR + 3.750%, 02/14/2031 (D) |
|
|
2,509 |
|
|
|
2,496 |
|
White Cap Buyer LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.594%, 10/19/2029 |
|
|
770 |
|
|
|
765 |
|
WW International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.861%, CME Term SOFR + 3.500%, 04/13/2028 (D) |
|
|
352 |
|
|
|
96 |
|
Xplornet Communications Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (B)(C)(D) |
|
|
5,481 |
|
|
|
951 |
|
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.997%, CME Term SOFR + 2.750%, 09/28/2029 (D) |
|
|
746 |
|
|
|
747 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $199,059) ($ Thousands) |
|
|
|
|
|
|
183,183 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.1% |
Other Asset-Backed Securities — 7.1% |
|
|
|
|
| |
|
|
|
|
Ares LXXIV CLO, Ser 2024-74A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2037 (A)(F) |
|
|
3,724 |
|
|
|
3,171 |
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
14.147%, TSFR3M + 8.862%, 04/17/2033 (A)(D) |
|
|
2,304 |
|
|
|
2,256 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(D)(E)(F) |
|
|
4,614 |
|
|
|
– |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(D)(E)(F) |
|
|
4,378 |
|
|
|
919 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(D)(E)(F) |
|
$ |
6,380 |
|
|
$ |
3,190 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(D)(E)(F) |
|
|
10,431 |
|
|
|
4,485 |
|
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(D)(E)(F) |
|
|
8,633 |
|
|
|
1,381 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (D)(E)(F) |
|
|
6,147 |
|
|
|
2,951 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(D)(E)(F) |
|
|
3,572 |
|
|
|
1,500 |
|
Battalion CLO XX, Ser 2021-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (D)(E)(F) |
|
|
8,543 |
|
|
|
4,250 |
|
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(D)(E)(F) |
|
|
2,640 |
|
|
|
111 |
|
Benefit Street Partners CLO IV |
|
|
|
|
|
|
|
|
0.000%, 07/20/2026 (A)(E)(I) |
|
|
6,657 |
|
|
|
3,329 |
|
Benefit Street Partners CLO IX |
|
|
|
|
|
|
|
|
0.000%, 07/20/2025 (A)(E)(I) |
|
|
3,363 |
|
|
|
1,059 |
|
Benefit Street Partners CLO V, Ser 2018-5BA |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (E)(F) |
|
|
13,783 |
|
|
|
5,754 |
|
Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR |
|
|
|
|
|
|
|
|
13.132%, TSFR3M + 7.800%, 07/20/2037 (A)(D) |
|
|
100 |
|
|
|
96 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(D)(E)(F) |
|
|
9,535 |
|
|
|
4,006 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (D)(E)(F) |
|
|
9,035 |
|
|
|
35 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2031 (E)(F) |
|
|
9,000 |
|
|
|
1,661 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(D)(E)(F) |
|
|
10,939 |
|
|
|
6,307 |
|
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2030 (A)(D)(E)(F) |
|
|
6,796 |
|
|
|
6,049 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(D)(E)(F) |
|
|
6,857 |
|
|
|
2,455 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(D)(E)(F) |
|
|
6,048 |
|
|
|
3,925 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(D)(E)(F) |
|
|
3,469 |
|
|
|
2,719 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (E)(F) |
|
|
4,843 |
|
|
|
3,119 |
|
Cathedral Lake CLO, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(D)(E)(F) |
|
|
3,653 |
|
|
|
767 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(D)(E)(F) |
|
$ |
5,673 |
|
|
$ |
879 |
|
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/25/2028 (A)(D)(E)(F) |
|
|
21,812 |
|
|
|
4,144 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(D)(E)(F) |
|
|
6,015 |
|
|
|
2,716 |
|
Great Lakes CLO, Ser 2018-1A, Cl ER |
|
|
|
|
|
|
|
|
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(D) |
|
|
4,328 |
|
|
|
4,300 |
|
Great Lakes CLO, Ser 2018-1A, Cl FR |
|
|
|
|
|
|
|
|
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(D) |
|
|
1,595 |
|
|
|
1,492 |
|
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (A)(D)(E)(F) |
|
|
1,149 |
|
|
|
800 |
|
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(D)(E)(F) |
|
|
2,164 |
|
|
|
– |
|
LCM Ltd |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(F) |
|
|
1,998 |
|
|
|
883 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(D)(E)(F) |
|
|
4,865 |
|
|
|
24 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2030 (A)(D)(E)(F) |
|
|
5,235 |
|
|
|
1,937 |
|
Neuberger Berman Loan Advisers CLO XLI |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (E)(F) |
|
|
3,394 |
|
|
|
1,945 |
|
Neuberger Berman Loan Advisers CLO XXXIX |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (E)(F) |
|
|
5,795 |
|
|
|
3,805 |
|
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(D)(E)(F) |
|
|
1,780 |
|
|
|
877 |
|
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(D)(E) |
|
|
23 |
|
|
|
8 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(D)(E)(F) |
|
|
9,028 |
|
|
|
1,848 |
|
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |
|
|
|
|
|
|
|
|
12.924%, TSFR3M + 7.642%, 04/20/2030 (A)(D) |
|
|
4,200 |
|
|
|
3,963 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2037 (A)(D)(E)(F) |
|
|
3,797 |
|
|
|
1,553 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(D)(E)(F) |
|
|
1,876 |
|
|
|
1,215 |
|
OCP CLO, Ser 2021-21A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (E)(F) |
|
|
7,945 |
|
|
|
4,363 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (D)(E)(F) |
|
|
13,119 |
|
|
|
8,009 |
|
TCW CLO Warehouse Note |
|
|
|
|
|
|
|
|
0.000%, (E)(F) |
|
|
1,298 |
|
|
|
1,298 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(D)(E)(F) |
|
$ |
7,377 |
|
|
$ |
3,320 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(D)(E)(F) |
|
|
5,509 |
|
|
|
1,727 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(D)(E)(F) |
|
|
5,959 |
|
|
|
3,277 |
|
TCW CLO, Warehouse Note, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, (E)(F) |
|
|
8,523 |
|
|
|
4,091 |
|
Venture 35 CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(D)(E)(F) |
|
|
15,819 |
|
|
|
2,057 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(D)(E)(F) |
|
|
2,950 |
|
|
|
30 |
|
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(D)(E)(F) |
|
|
2,865 |
|
|
|
86 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(D)(E)(F) |
|
|
5,750 |
|
|
|
259 |
|
VOYA CLO, Ser 2020-2A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2031 (E)(F) |
|
|
6,281 |
|
|
|
4,506 |
|
Wind River |
|
|
|
|
|
|
|
|
0.000%, (E)(F) |
|
|
11,611 |
|
|
|
5,399 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $45,831) ($ Thousands) |
|
|
|
|
|
|
136,306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 1.7% |
21st Century Oncology *(E) |
|
|
22,017 |
|
|
|
358 |
|
Air Methods *(C)(E) |
|
|
3,394 |
|
|
|
288 |
|
Aquity Holdings Inc *(E) |
|
|
89,545 |
|
|
|
14 |
|
Arctic Canadian Diamond Co. *(E) |
|
|
1,633 |
|
|
|
275 |
|
Avaya Inc. *(C)(E) |
|
|
205,996 |
|
|
|
1,442 |
|
Burgundy Diamond Mines * |
|
|
3,227,052 |
|
|
|
296 |
|
Carestream Health Holdings Inc *(E) |
|
|
123,791 |
|
|
|
2,130 |
|
CHC Group LLC * |
|
|
1,444 |
|
|
|
— |
|
Chesapeake Energy Corp |
|
|
5,208 |
|
|
|
388 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
66,059 |
|
|
|
99 |
|
Copper Property CTL Pass Through Trust (E) |
|
|
184,226 |
|
|
|
1,964 |
|
Cornerstone Chemical Co *(E) |
|
|
269,066 |
|
|
|
5,656 |
|
Endo Inc * |
|
|
59,417 |
|
|
|
1,598 |
|
Envision Healthcare *(C) |
|
|
258,960 |
|
|
|
2,762 |
|
Frontier Communications Parent Inc * |
|
|
9,225 |
|
|
|
266 |
|
Guitar Center *(C)(E) |
|
|
24,502 |
|
|
|
2,982 |
|
Gulfport Energy Corp * |
|
|
1,417 |
|
|
|
206 |
|
Gymboree Corp *(C)(E) |
|
|
18,542 |
|
|
|
— |
|
Gymboree Holding Corp *(C)(E) |
|
|
52,848 |
|
|
|
— |
|
iHeartMedia Inc, Cl A * |
|
|
14,876 |
|
|
|
23 |
|
Intelsat Emergene SA *(E) |
|
|
45,143 |
|
|
|
1,693 |
|
Lannett *(E) |
|
|
142,313 |
|
|
|
306 |
|
Mallinckrodt PLC *(E) |
|
|
7,431 |
|
|
|
550 |
|
Medical Card Systems *(E) |
|
|
395,653 |
|
|
|
124 |
|
Monitronics International *(E) |
|
|
9,156 |
|
|
|
146 |
|
MYT Holding LLC *(E) |
|
|
461,765 |
|
|
|
162 |
|
Neiman Marcus Group *(E) |
|
|
10,950 |
|
|
|
1,478 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nine West *(C)(E) |
|
|
163,718 |
|
|
$ |
218 |
|
Parker Drilling Co *(E) |
|
|
143,734 |
|
|
|
1,868 |
|
SandRidge Energy Inc |
|
|
232 |
|
|
|
3 |
|
Serta Simmons Bedding LLC * |
|
|
20,716 |
|
|
|
129 |
|
SSB Equipment Company *(E) |
|
|
20,716 |
|
|
|
— |
|
Venator Materials * |
|
|
696 |
|
|
|
432 |
|
VICI Properties Inc, Cl A ‡ |
|
|
36,060 |
|
|
|
1,207 |
|
WeWork Inc *(E) |
|
|
128,413 |
|
|
|
1,514 |
|
Windstream Services * |
|
|
97,197 |
|
|
|
1,320 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $44,045) ($ Thousands) |
|
|
|
|
|
|
31,897 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.7% |
Ares LXXIV, 0.000% **(F) |
|
|
2,068,824 |
|
|
|
2,069 |
|
Claire's Stores Inc, 0.000% **(E)(F)(G) |
|
|
1,675 |
|
|
|
1,451 |
|
FHLMC, 5.919% **(D) |
|
|
29,819 |
|
|
|
160 |
|
FNMA, 0.000% **(D)(F) |
|
|
43,993 |
|
|
|
255 |
|
Foresight, 0.000% **(E)(F)(G) |
|
|
60,593 |
|
|
|
757 |
|
Guitar Center Inc, 0.000% **(C)(E)(F) |
|
|
782 |
|
|
|
73 |
|
Gulfport Energy Corpcash/0% PIK, 10.000% **(E)(G) |
|
|
43 |
|
|
|
446 |
|
MYT Holding LLC, 10.000% |
|
|
516,164 |
|
|
|
330 |
|
Osaic Financial Services, 6.500% ** |
|
|
102,399 |
|
|
|
2,047 |
|
Qurate Retail Inc, 8.000% |
|
|
10,455 |
|
|
|
454 |
|
Syniverse, 0.000% **(E)(F) |
|
|
5,476,578 |
|
|
|
5,340 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $13,344) ($ Thousands) |
|
|
|
|
|
|
13,382 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.6% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(E) |
|
$ |
432 |
|
|
|
432 |
|
Blackstone Mortgage Trust |
|
|
|
|
|
|
|
|
5.500%, 03/15/2027 |
|
|
1,349 |
|
|
|
1,261 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(I) |
|
|
2,122 |
|
|
|
1,581 |
|
3.375%, 08/15/2026 |
|
|
804 |
|
|
|
501 |
|
JetBlue Airways |
|
|
|
|
|
|
|
|
2.500%, 09/01/2029(A) |
|
|
2,021 |
|
|
|
2,045 |
|
Liberty Interactive LLC |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
202 |
|
|
|
69 |
|
3.750%, 02/15/2030 |
|
|
5,137 |
|
|
|
1,721 |
|
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
|
850 |
|
|
|
578 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(E)(F) |
|
|
889 |
|
|
|
89 |
|
0.000%, 01/23/2028(E)(F) |
|
|
118 |
|
|
|
12 |
|
0.000%, 01/23/2028(E)(F) |
|
|
61 |
|
|
|
6 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CONVERTIBLE BONDS (continued) |
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(E) |
|
$ |
6,278 |
|
|
$ |
778 |
|
15.000%cash/0% PIK, 01/07/2028(E) |
|
|
1,190 |
|
|
|
1,190 |
|
15.000%, 01/07/2028(E) |
|
|
827 |
|
|
|
827 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $18,856) ($ Thousands) |
|
|
|
|
|
|
11,090 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Air Methods |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
29,827 |
|
|
|
1,159 |
|
Guitar Center Tranche I, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
5,960 |
|
|
|
296 |
|
Guitar Center Tranche II, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(E) |
|
|
6,486 |
|
|
|
154 |
|
Guitar Center Tranche III, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
526 |
|
|
|
13 |
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS (continued) |
Intelsat |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
6 |
|
|
$ |
– |
|
Neiman Marcus Group, Expires 09/24/2027 |
|
|
|
|
|
|
|
|
Strike Price $213.16 *(E) |
|
|
6,679 |
|
|
|
67 |
|
Silver Airways |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
3 |
|
|
|
– |
|
Tacora Resources Inc |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
5,372,127 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $1,063) ($ Thousands) |
|
|
|
|
|
|
1,689 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 4.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
79,397,116 |
|
|
|
79,397 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $79,397) ($ Thousands) |
|
|
|
|
|
|
79,397 |
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $1,945,922) ($ Thousands) |
|
$ |
1,915,666 |
|
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
09/12/24 |
|
|
|
AUD |
|
|
|
987 |
|
|
|
USD |
|
|
|
652 |
|
|
$ |
(18 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,923,485 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $1,330,081 ($ Thousands), representing 69.1% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2024 was $34,855 ($ Thousands) and represented 1.8% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(D) |
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. |
(E) |
Level 3 security in accordance with fair value hierarchy. |
(F) |
No interest rate available. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Unsettled bank loan. Interest rate may not be available. |
(I) |
Zero coupon security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
50,114 |
|
|
$ |
200,368 |
|
|
$ |
(171,085 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
79,397 |
|
|
$ |
830 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
High Yield Bond Fund (Concluded)
A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2024, is as follows: |
| |
Description |
|
Face Amount ($ Thousands)/ Shares/ Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beasley Mezzanine Holdings LLC |
|
$ |
6,195 |
|
|
|
1/22/2021 |
|
|
$ |
6,251 |
|
|
$ |
3,531 |
|
Finance of America Funding LLC |
|
|
5,605 |
|
|
|
12/23/2020 |
|
|
|
5,645 |
|
|
|
4,374 |
|
Northwest Acquisitions ULC |
|
|
3,290 |
|
|
|
10/2/2019 |
|
|
|
2,312 |
|
|
|
– |
|
Rite Aid |
|
|
3,744 |
|
|
|
7/31/2020 |
|
|
|
3,002 |
|
|
|
792 |
|
Rite Aid |
|
|
1,259 |
|
|
|
2/6/2020 |
|
|
|
922 |
|
|
|
245 |
|
Tacora Resources Inc |
|
|
200 |
|
|
|
5/24/2023 |
|
|
|
199 |
|
|
|
200 |
|
Tacora Resources Inc |
|
|
1,320 |
|
|
|
5/7/2021 |
|
|
|
1,426 |
|
|
|
497 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
6,635 |
|
|
|
4/27/2023 |
|
|
|
6,212 |
|
|
|
5,867 |
|
GatesAir, Term Loan |
|
|
1,779 |
|
|
|
8/9/2022 |
|
|
|
1,745 |
|
|
|
1,779 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
681 |
|
|
|
7/13/2022 |
|
|
|
640 |
|
|
|
476 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
7,617 |
|
|
|
8/17/2021 |
|
|
|
6,424 |
|
|
|
5,332 |
|
Nine West Holdings Inc., Term Loan |
|
|
1,593 |
|
|
|
3/21/2019 |
|
|
|
1,518 |
|
|
|
1,424 |
|
Xplornet Communications Inc., Refinancing Term Loan, 1st Lien |
|
|
5,481 |
|
|
|
1/30/2023 |
|
|
|
4,613 |
|
|
|
951 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Air Methods |
|
|
3,394 |
|
|
|
1/8/2024 |
|
|
|
76 |
|
|
|
288 |
|
Avaya Inc. |
|
|
205,996 |
|
|
|
5/5/2023 |
|
|
|
3,051 |
|
|
|
1,442 |
|
Envision Healthcare |
|
|
258,960 |
|
|
|
1/18/2024 |
|
|
|
2,201 |
|
|
|
2,762 |
|
Guitar Center |
|
|
24,502 |
|
|
|
1/8/2021 |
|
|
|
3,105 |
|
|
|
2,982 |
|
Gymboree Corp |
|
|
18,542 |
|
|
|
10/10/2017 |
|
|
|
232 |
|
|
|
– |
|
Gymboree Holding Corp |
|
|
52,848 |
|
|
|
10/10/2017 |
|
|
|
958 |
|
|
|
– |
|
Nine West |
|
|
163,718 |
|
|
|
5/20/2019 |
|
|
|
3,479 |
|
|
|
218 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center Inc |
|
|
782 |
|
|
|
1/8/2021 |
|
|
|
74 |
|
|
|
73 |
|
Warrants |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Air Methods |
|
|
8,504 |
|
|
|
3/27/2024 |
|
|
|
198 |
|
|
|
721 |
|
Air Methods |
|
|
21,323 |
|
|
|
1/8/2024 |
|
|
|
286 |
|
|
|
438 |
|
Guitar Center Tranche I |
|
|
5,960 |
|
|
|
1/8/2021 |
|
|
|
327 |
|
|
|
296 |
|
Guitar Center Tranche II |
|
|
6,486 |
|
|
|
1/8/2021 |
|
|
|
233 |
|
|
|
154 |
|
Guitar Center Tranche III |
|
|
526 |
|
|
|
1/8/2021 |
|
|
|
19 |
|
|
|
13 |
|
Intelsat |
|
|
6 |
|
|
|
3/3/2022 |
|
|
|
– |
|
|
|
– |
|
Tacora Resources Inc |
|
|
5,372,127 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
55,148 |
|
|
$ |
34,855 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 59.8% |
Communication Services — 7.1% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
$ |
185 |
|
|
$ |
199 |
|
AT&T |
|
|
|
|
|
|
|
|
4.500%, 05/15/2035 |
|
|
290 |
|
|
|
277 |
|
3.800%, 12/01/2057 |
|
|
2,715 |
|
|
|
1,990 |
|
3.650%, 06/01/2051 |
|
|
160 |
|
|
|
118 |
|
3.650%, 09/15/2059 |
|
|
1,416 |
|
|
|
999 |
|
3.550%, 09/15/2055 |
|
|
535 |
|
|
|
378 |
|
3.500%, 06/01/2041 |
|
|
25 |
|
|
|
20 |
|
3.500%, 09/15/2053 |
|
|
1,456 |
|
|
|
1,036 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.484%, 10/23/2045 |
|
|
963 |
|
|
|
921 |
|
5.750%, 04/01/2048 |
|
|
361 |
|
|
|
313 |
|
5.500%, 04/01/2063 |
|
|
335 |
|
|
|
269 |
|
5.375%, 05/01/2047 |
|
|
1,029 |
|
|
|
858 |
|
5.125%, 07/01/2049 |
|
|
160 |
|
|
|
128 |
|
4.400%, 12/01/2061 |
|
|
85 |
|
|
|
57 |
|
3.900%, 06/01/2052 |
|
|
200 |
|
|
|
131 |
|
3.850%, 04/01/2061 |
|
|
520 |
|
|
|
316 |
|
3.700%, 04/01/2051 |
|
|
175 |
|
|
|
111 |
|
3.500%, 06/01/2041 |
|
|
75 |
|
|
|
52 |
|
Comcast |
|
|
|
|
|
|
|
|
4.049%, 11/01/2052 |
|
|
150 |
|
|
|
122 |
|
3.969%, 11/01/2047 |
|
|
773 |
|
|
|
631 |
|
3.900%, 03/01/2038 |
|
|
455 |
|
|
|
403 |
|
2.987%, 11/01/2063 |
|
|
853 |
|
|
|
527 |
|
2.937%, 11/01/2056 |
|
|
2,953 |
|
|
|
1,878 |
|
2.887%, 11/01/2051 |
|
|
314 |
|
|
|
206 |
|
COX Communications |
|
|
|
|
|
|
|
|
5.950%, 09/01/2054 (A) |
|
|
125 |
|
|
|
123 |
|
4.500%, 06/30/2043 (A) |
|
|
272 |
|
|
|
230 |
|
Fox |
|
|
|
|
|
|
|
|
5.576%, 01/25/2049 |
|
|
95 |
|
|
|
92 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
60 |
|
|
|
64 |
|
5.600%, 05/15/2053 |
|
|
1,045 |
|
|
|
1,101 |
|
5.550%, 08/15/2064 |
|
|
565 |
|
|
|
579 |
|
5.400%, 08/15/2054 |
|
|
580 |
|
|
|
591 |
|
4.450%, 08/15/2052 |
|
|
630 |
|
|
|
564 |
|
Paramount Global |
|
|
|
|
|
|
|
|
5.850%, 09/01/2043 |
|
|
65 |
|
|
|
55 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.000%, 03/15/2044 |
|
|
442 |
|
|
|
410 |
|
4.550%, 03/15/2052 |
|
|
212 |
|
|
|
180 |
|
4.500%, 03/15/2043 |
|
|
117 |
|
|
|
102 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
200 |
|
|
|
157 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
165 |
|
|
|
173 |
|
6.750%, 06/15/2039 |
|
|
165 |
|
|
|
164 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.550%, 05/01/2037 |
|
$ |
50 |
|
|
$ |
49 |
|
5.875%, 11/15/2040 |
|
|
175 |
|
|
|
158 |
|
5.500%, 09/01/2041 |
|
|
360 |
|
|
|
311 |
|
4.500%, 09/15/2042 |
|
|
295 |
|
|
|
224 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.750%, 01/15/2054 |
|
|
277 |
|
|
|
288 |
|
5.650%, 01/15/2053 |
|
|
291 |
|
|
|
299 |
|
5.500%, 01/15/2055 |
|
|
110 |
|
|
|
111 |
|
3.600%, 11/15/2060 |
|
|
245 |
|
|
|
174 |
|
3.400%, 10/15/2052 |
|
|
590 |
|
|
|
420 |
|
3.000%, 02/15/2041 |
|
|
775 |
|
|
|
579 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.500%, 08/10/2033 |
|
|
340 |
|
|
|
331 |
|
3.550%, 03/22/2051 |
|
|
553 |
|
|
|
416 |
|
3.400%, 03/22/2041 |
|
|
2,195 |
|
|
|
1,750 |
|
2.987%, 10/30/2056 |
|
|
1,185 |
|
|
|
761 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
5.875%, 06/28/2064 |
|
|
220 |
|
|
|
221 |
|
5.750%, 06/28/2054 |
|
|
740 |
|
|
|
750 |
|
5.625%, 02/10/2053 |
|
|
85 |
|
|
|
85 |
|
4.875%, 06/19/2049 |
|
|
151 |
|
|
|
136 |
|
Walt Disney |
|
|
|
|
|
|
|
|
3.600%, 01/13/2051 |
|
|
950 |
|
|
|
740 |
|
3.500%, 05/13/2040 |
|
|
220 |
|
|
|
182 |
|
2.750%, 09/01/2049 |
|
|
70 |
|
|
|
47 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.141%, 03/15/2052 |
|
|
2,656 |
|
|
|
2,020 |
|
5.050%, 03/15/2042 |
|
|
890 |
|
|
|
713 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,290 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.4% |
|
|
|
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
150 |
|
|
|
130 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.050%, 08/22/2047 |
|
|
621 |
|
|
|
540 |
|
3.950%, 04/13/2052 |
|
|
350 |
|
|
|
295 |
|
3.875%, 08/22/2037 |
|
|
295 |
|
|
|
271 |
|
3.100%, 05/12/2051 |
|
|
855 |
|
|
|
616 |
|
2.875%, 05/12/2041 |
|
|
397 |
|
|
|
308 |
|
2.700%, 06/03/2060 |
|
|
495 |
|
|
|
308 |
|
Aptiv PLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2049 |
|
|
494 |
|
|
|
457 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.550%, 11/01/2033 |
|
|
270 |
|
|
|
298 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
70 |
|
|
|
76 |
|
5.600%, 10/15/2032 |
|
|
100 |
|
|
|
103 |
|
5.150%, 04/01/2038 |
|
|
75 |
|
|
|
72 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
6.400%, 01/09/2033 |
|
|
55 |
|
|
|
59 |
|
6.100%, 01/07/2034 |
|
|
220 |
|
|
|
230 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.400%, 06/25/2064 |
|
|
190 |
|
|
|
195 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.300%, 06/25/2054 |
|
$ |
405 |
|
|
$ |
414 |
|
4.250%, 04/01/2046 |
|
|
605 |
|
|
|
536 |
|
3.900%, 06/15/2047 |
|
|
292 |
|
|
|
243 |
|
3.625%, 04/15/2052 |
|
|
10 |
|
|
|
8 |
|
3.350%, 04/15/2050 |
|
|
410 |
|
|
|
307 |
|
3.125%, 12/15/2049 |
|
|
160 |
|
|
|
115 |
|
2.375%, 03/15/2051 |
|
|
40 |
|
|
|
24 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.800%, 09/15/2062 |
|
|
480 |
|
|
|
489 |
|
4.250%, 04/01/2052 |
|
|
425 |
|
|
|
349 |
|
3.000%, 10/15/2050 |
|
|
660 |
|
|
|
435 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
175 |
|
|
|
194 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.450%, 03/01/2047 |
|
|
740 |
|
|
|
653 |
|
3.625%, 09/01/2049 |
|
|
325 |
|
|
|
248 |
|
Starbucks |
|
|
|
|
|
|
|
|
4.450%, 08/15/2049 |
|
|
230 |
|
|
|
199 |
|
3.350%, 03/12/2050 |
|
|
310 |
|
|
|
223 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
405 |
|
|
|
420 |
|
3.028%, 10/01/2039 |
|
|
225 |
|
|
|
188 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,003 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 4.3% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
3.875%, 09/16/2046 |
|
|
330 |
|
|
|
252 |
|
3.700%, 02/04/2051 |
|
|
290 |
|
|
|
210 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,074 |
|
|
|
1,991 |
|
4.700%, 02/01/2036 |
|
|
2,315 |
|
|
|
2,287 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.550%, 01/23/2049 |
|
|
296 |
|
|
|
310 |
|
4.600%, 04/15/2048 |
|
|
31 |
|
|
|
29 |
|
4.439%, 10/06/2048 |
|
|
722 |
|
|
|
646 |
|
4.375%, 04/15/2038 |
|
|
190 |
|
|
|
180 |
|
BAT Capital |
|
|
|
|
|
|
|
|
7.079%, 08/02/2043 |
|
|
85 |
|
|
|
95 |
|
4.758%, 09/06/2049 |
|
|
220 |
|
|
|
184 |
|
4.540%, 08/15/2047 |
|
|
664 |
|
|
|
543 |
|
4.390%, 08/15/2037 |
|
|
720 |
|
|
|
642 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (A) |
|
|
20 |
|
|
|
17 |
|
4.400%, 07/15/2044 (A) |
|
|
630 |
|
|
|
504 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (A) |
|
|
130 |
|
|
|
142 |
|
6.500%, 11/21/2033 (A) |
|
|
110 |
|
|
|
117 |
|
City of Hope |
|
|
|
|
|
|
|
|
4.378%, 08/15/2048 |
|
|
650 |
|
|
|
552 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
5.400%, 05/13/2064 |
|
|
340 |
|
|
|
352 |
|
5.300%, 05/13/2054 |
|
|
15 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.200%, 01/14/2055 |
|
$ |
730 |
|
|
$ |
744 |
|
CSL Finance PLC |
|
|
|
|
|
|
|
|
4.750%, 04/27/2052 (A) |
|
|
320 |
|
|
|
294 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
165 |
|
|
|
110 |
|
JBS USA Holding Lux S.AR.L. |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
285 |
|
|
|
327 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
6.500%, 12/01/2052 |
|
|
870 |
|
|
|
916 |
|
4.375%, 02/02/2052 |
|
|
575 |
|
|
|
452 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
40 |
|
|
|
40 |
|
5.050%, 03/22/2053 |
|
|
394 |
|
|
|
393 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
4.500%, 04/15/2052 |
|
|
175 |
|
|
|
154 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.200%, 07/15/2045 |
|
|
30 |
|
|
|
29 |
|
4.875%, 10/01/2049 |
|
|
89 |
|
|
|
81 |
|
4.375%, 06/01/2046 |
|
|
50 |
|
|
|
43 |
|
Kroger |
|
|
|
|
|
|
|
|
5.650%, 09/15/2064 |
|
|
100 |
|
|
|
98 |
|
4.450%, 02/01/2047 |
|
|
575 |
|
|
|
493 |
|
3.875%, 10/15/2046 |
|
|
200 |
|
|
|
157 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
2.256%, 08/01/2040 |
|
|
200 |
|
|
|
142 |
|
PepsiCo |
|
|
|
|
|
|
|
|
5.250%, 07/17/2054 |
|
|
785 |
|
|
|
814 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.500%, 03/20/2042 |
|
|
170 |
|
|
|
154 |
|
3.875%, 08/21/2042 |
|
|
450 |
|
|
|
373 |
|
Reynolds American |
|
|
|
|
|
|
|
|
5.850%, 08/15/2045 |
|
|
170 |
|
|
|
167 |
|
Solventum |
|
|
|
|
|
|
|
|
6.000%, 05/15/2064 (A) |
|
|
80 |
|
|
|
80 |
|
5.900%, 04/30/2054 (A) |
|
|
180 |
|
|
|
182 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
|
221 |
|
|
|
186 |
|
3.027%, 08/15/2051 |
|
|
380 |
|
|
|
272 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
5.650%, 07/05/2054 |
|
|
395 |
|
|
|
403 |
|
3.175%, 07/09/2050 |
|
|
157 |
|
|
|
109 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
50 |
|
|
|
34 |
|
Walmart |
|
|
|
|
|
|
|
|
2.500%, 09/22/2041 |
|
|
85 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,377 |
|
| |
|
|
|
|
|
|
|
|
Energy — 5.3% |
|
|
|
|
6297782 LLC |
|
|
|
|
|
|
|
|
6.176%, 10/01/2054 (A) |
|
|
45 |
|
|
|
45 |
|
Apache |
|
|
|
|
|
|
|
|
5.350%, 07/01/2049 |
|
|
60 |
|
|
|
51 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.379%, 02/08/2061 |
|
$ |
220 |
|
|
$ |
152 |
|
3.060%, 06/17/2041 |
|
|
360 |
|
|
|
275 |
|
2.772%, 11/10/2050 |
|
|
525 |
|
|
|
341 |
|
Canadian Natural Resources MTN |
|
|
|
|
|
|
|
|
4.950%, 06/01/2047 |
|
|
210 |
|
|
|
187 |
|
Columbia Pipeline Group |
|
|
|
|
|
|
|
|
5.800%, 06/01/2045 |
|
|
40 |
|
|
|
40 |
|
Columbia Pipelines Operating LLC |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (A) |
|
|
330 |
|
|
|
366 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
4.300%, 11/15/2044 |
|
|
210 |
|
|
|
184 |
|
4.025%, 03/15/2062 |
|
|
528 |
|
|
|
418 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.750%, 09/15/2054 |
|
|
260 |
|
|
|
252 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
5.900%, 04/18/2064 |
|
|
170 |
|
|
|
171 |
|
5.750%, 04/18/2054 |
|
|
492 |
|
|
|
492 |
|
4.250%, 03/15/2052 |
|
|
150 |
|
|
|
120 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
580 |
|
|
|
659 |
|
Energy Transfer LP |
|
|
|
|
|
|
|
|
6.500%, 02/01/2042 |
|
|
30 |
|
|
|
32 |
|
6.125%, 12/15/2045 |
|
|
473 |
|
|
|
486 |
|
5.950%, 10/01/2043 |
|
|
570 |
|
|
|
573 |
|
5.950%, 05/15/2054 |
|
|
10 |
|
|
|
10 |
|
5.800%, 06/15/2038 |
|
|
30 |
|
|
|
31 |
|
5.400%, 10/01/2047 |
|
|
755 |
|
|
|
706 |
|
5.350%, 05/15/2045 |
|
|
245 |
|
|
|
228 |
|
5.300%, 04/15/2047 |
|
|
250 |
|
|
|
232 |
|
5.150%, 02/01/2043 |
|
|
40 |
|
|
|
37 |
|
5.150%, 03/15/2045 |
|
|
100 |
|
|
|
91 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.950%, 05/15/2054 (A) |
|
|
250 |
|
|
|
257 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
6.125%, 10/15/2039 |
|
|
150 |
|
|
|
164 |
|
5.700%, 02/15/2042 |
|
|
615 |
|
|
|
635 |
|
5.550%, 02/16/2055 |
|
|
125 |
|
|
|
127 |
|
4.950%, 10/15/2054 |
|
|
340 |
|
|
|
316 |
|
4.900%, 05/15/2046 |
|
|
170 |
|
|
|
159 |
|
4.850%, 03/15/2044 |
|
|
395 |
|
|
|
369 |
|
3.700%, 01/31/2051 |
|
|
50 |
|
|
|
38 |
|
3.200%, 02/15/2052 |
|
|
165 |
|
|
|
114 |
|
Equinor |
|
|
|
|
|
|
|
|
3.625%, 04/06/2040 |
|
|
605 |
|
|
|
509 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
30 |
|
|
|
28 |
|
3.452%, 04/15/2051 |
|
|
1,418 |
|
|
|
1,078 |
|
3.095%, 08/16/2049 |
|
|
75 |
|
|
|
54 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
25 |
|
|
|
27 |
|
5.800%, 04/01/2047 |
|
|
65 |
|
|
|
67 |
|
5.600%, 02/15/2041 |
|
|
230 |
|
|
|
235 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kinder Morgan |
|
|
|
|
|
|
|
|
5.200%, 03/01/2048 |
|
$ |
515 |
|
|
$ |
475 |
|
5.050%, 02/15/2046 |
|
|
15 |
|
|
|
14 |
|
3.600%, 02/15/2051 |
|
|
20 |
|
|
|
14 |
|
3.250%, 08/01/2050 |
|
|
105 |
|
|
|
70 |
|
Kinder Morgan Energy Partners LP |
|
|
|
|
|
|
|
|
6.375%, 03/01/2041 |
|
|
446 |
|
|
|
467 |
|
5.500%, 03/01/2044 |
|
|
75 |
|
|
|
72 |
|
5.000%, 08/15/2042 |
|
|
300 |
|
|
|
272 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
4.750%, 09/15/2044 |
|
|
25 |
|
|
|
22 |
|
MPLX LP |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
300 |
|
|
|
288 |
|
4.500%, 04/15/2038 |
|
|
345 |
|
|
|
315 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
80 |
|
|
|
66 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.950%, 06/15/2039 |
|
|
10 |
|
|
|
12 |
|
6.600%, 03/15/2046 |
|
|
10 |
|
|
|
11 |
|
6.200%, 03/15/2040 |
|
|
75 |
|
|
|
78 |
|
6.050%, 10/01/2054 |
|
|
207 |
|
|
|
211 |
|
4.400%, 04/15/2046 |
|
|
20 |
|
|
|
16 |
|
4.300%, 08/15/2039 |
|
|
336 |
|
|
|
285 |
|
0.000%, 10/10/2036 (B) |
|
|
973 |
|
|
|
540 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.350%, 02/12/2048 |
|
|
245 |
|
|
|
162 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
4.900%, 10/01/2046 |
|
|
359 |
|
|
|
326 |
|
4.875%, 11/15/2044 |
|
|
300 |
|
|
|
276 |
|
4.650%, 11/15/2034 |
|
|
250 |
|
|
|
242 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.900%, 02/15/2045 |
|
|
170 |
|
|
|
150 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
6.875%, 04/15/2040 (A) |
|
|
245 |
|
|
|
237 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.832%, 05/01/2048 (A) |
|
|
170 |
|
|
|
151 |
|
4.682%, 05/01/2038 (A) |
|
|
150 |
|
|
|
142 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
597 |
|
|
|
682 |
|
4.375%, 05/11/2045 |
|
|
930 |
|
|
|
829 |
|
3.250%, 04/06/2050 |
|
|
5 |
|
|
|
3 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
6.800%, 05/15/2038 |
|
|
245 |
|
|
|
274 |
|
Texas Eastern Transmission |
|
|
|
|
|
|
|
|
4.150%, 01/15/2048 (A) |
|
|
245 |
|
|
|
196 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
5.638%, 04/05/2064 |
|
|
525 |
|
|
|
545 |
|
5.488%, 04/05/2054 |
|
|
155 |
|
|
|
160 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.127%, 05/29/2050 |
|
|
705 |
|
|
|
501 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
7.250%, 08/15/2038 |
|
|
430 |
|
|
|
505 |
|
5.850%, 03/15/2036 |
|
|
95 |
|
|
|
99 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 05/15/2048 |
|
$ |
260 |
|
|
$ |
239 |
|
4.750%, 05/15/2038 |
|
|
60 |
|
|
|
57 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
5.400%, 08/15/2041 |
|
|
395 |
|
|
|
394 |
|
4.600%, 03/15/2048 |
|
|
206 |
|
|
|
179 |
|
4.450%, 08/01/2042 |
|
|
240 |
|
|
|
216 |
|
Williams |
|
|
|
|
|
|
|
|
5.750%, 06/24/2044 |
|
|
9 |
|
|
|
9 |
|
3.500%, 10/15/2051 |
|
|
200 |
|
|
|
144 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,302 |
|
| |
|
|
|
|
|
|
|
|
Financials — 10.7% |
|
|
|
|
AIB Group PLC MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (A)(C) |
|
|
35 |
|
|
|
36 |
|
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
|
50 |
|
|
|
45 |
|
American Express |
|
|
|
|
|
|
|
|
5.284%, SOFRRATE + 1.420%, 07/26/2035 (C) |
|
|
190 |
|
|
|
194 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
25 |
|
|
|
23 |
|
Aon |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
549 |
|
|
|
428 |
|
Apollo Global Management |
|
|
|
|
|
|
|
|
5.800%, 05/21/2054 |
|
|
280 |
|
|
|
288 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
6.750%, 02/15/2054 |
|
|
145 |
|
|
|
167 |
|
5.750%, 03/02/2053 |
|
|
130 |
|
|
|
132 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
220 |
|
|
|
250 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.110%, 01/29/2037 |
|
|
560 |
|
|
|
608 |
|
6.000%, 10/15/2036 |
|
|
965 |
|
|
|
1,049 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (C) |
|
|
540 |
|
|
|
559 |
|
3.311%, SOFRRATE + 1.580%, 04/22/2042 (C) |
|
|
975 |
|
|
|
769 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (C) |
|
|
1,819 |
|
|
|
1,548 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
166 |
|
|
|
181 |
|
5.425%, SOFRRATE + 1.913%, 08/15/2035 (C) |
|
|
470 |
|
|
|
471 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (C) |
|
|
470 |
|
|
|
396 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (C) |
|
|
250 |
|
|
|
220 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (C) |
|
|
739 |
|
|
|
540 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
3.850%, 03/15/2052 |
|
|
807 |
|
|
|
664 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.350%, 01/08/2055 |
|
|
430 |
|
|
|
441 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 03/14/2054 |
|
$ |
270 |
|
|
$ |
274 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
|
231 |
|
|
|
249 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
|
175 |
|
|
|
184 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
5.884%, SOFRRATE + 1.990%, 07/26/2035 (C) |
|
|
15 |
|
|
|
15 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
276 |
|
|
|
273 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.853%, SOFRRATE + 2.500%, 05/19/2034 (C) |
|
|
215 |
|
|
|
227 |
|
Chubb INA Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
447 |
|
|
|
519 |
|
Citibank |
|
|
|
|
|
|
|
|
5.570%, 04/30/2034 |
|
|
55 |
|
|
|
58 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (C) |
|
|
275 |
|
|
|
290 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (C) |
|
|
225 |
|
|
|
231 |
|
5.449%, SOFRRATE + 1.447%, 06/11/2035 (C) |
|
|
320 |
|
|
|
329 |
|
4.750%, 05/18/2046 |
|
|
561 |
|
|
|
507 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (C) |
|
|
568 |
|
|
|
489 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (C) |
|
|
100 |
|
|
|
87 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (C) |
|
|
115 |
|
|
|
106 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (C) |
|
|
250 |
|
|
|
220 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (C) |
|
|
170 |
|
|
|
124 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
5.250%, 08/04/2045 |
|
|
50 |
|
|
|
50 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) |
|
|
200 |
|
|
|
187 |
|
Farmers Exchange Capital III |
|
|
|
|
|
|
|
|
5.454%, TSFR3M + 3.454%, 10/15/2054 (A)(C) |
|
|
200 |
|
|
|
174 |
|
Farmers Insurance Exchange |
|
|
|
|
|
|
|
|
4.747%, SOFRRATE + 3.231%, 11/01/2057 (A)(C) |
|
|
200 |
|
|
|
157 |
|
Global Atlantic Finance |
|
|
|
|
|
|
|
|
6.750%, 03/15/2054 (A) |
|
|
160 |
|
|
|
164 |
|
Global Payments |
|
|
|
|
|
|
|
|
5.950%, 08/15/2052 |
|
|
205 |
|
|
|
208 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
600 |
|
|
|
676 |
|
6.250%, 02/01/2041 |
|
|
878 |
|
|
|
980 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.330%, SOFRRATE + 1.550%, 07/23/2035 (C) |
|
$ |
175 |
|
|
$ |
178 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (C) |
|
|
135 |
|
|
|
125 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (C) |
|
|
1,475 |
|
|
|
1,307 |
|
3.436%, SOFRRATE + 1.632%, 02/24/2043 (C) |
|
|
170 |
|
|
|
135 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (C) |
|
|
130 |
|
|
|
100 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
25 |
|
|
|
24 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
230 |
|
|
|
212 |
|
Hartford Financial Services Group |
|
|
|
|
|
|
|
|
6.625%, 03/30/2040 |
|
|
165 |
|
|
|
186 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
170 |
|
|
|
199 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
237 |
|
|
|
261 |
|
6.500%, 09/15/2037 |
|
|
500 |
|
|
|
541 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (C) |
|
|
500 |
|
|
|
434 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
168 |
|
|
|
164 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (C) |
|
|
115 |
|
|
|
126 |
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (C) |
|
|
250 |
|
|
|
266 |
|
5.600%, 07/15/2041 |
|
|
866 |
|
|
|
925 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (C) |
|
|
250 |
|
|
|
258 |
|
5.294%, SOFRRATE + 1.460%, 07/22/2035 (C) |
|
|
255 |
|
|
|
262 |
|
4.260%, TSFR3M + 1.842%, 02/22/2048 (C) |
|
|
280 |
|
|
|
247 |
|
4.032%, TSFR3M + 1.722%, 07/24/2048 (C) |
|
|
355 |
|
|
|
301 |
|
3.897%, TSFR3M + 1.482%, 01/23/2049 (C) |
|
|
756 |
|
|
|
629 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (C) |
|
|
125 |
|
|
|
112 |
|
3.328%, SOFRRATE + 1.580%, 04/22/2052 (C) |
|
|
50 |
|
|
|
37 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (C) |
|
|
280 |
|
|
|
201 |
|
3.109%, TSFR3M + 2.460%, 04/22/2041 (C) |
|
|
245 |
|
|
|
191 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (C) |
|
|
1,000 |
|
|
|
865 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
383 |
|
|
|
379 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Markel Group |
|
|
|
|
|
|
|
|
6.000%, 05/16/2054 |
|
$ |
285 |
|
|
$ |
295 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
5.700%, 09/15/2053 |
|
|
393 |
|
|
|
418 |
|
5.450%, 03/15/2053 |
|
|
190 |
|
|
|
194 |
|
5.450%, 03/15/2054 |
|
|
30 |
|
|
|
31 |
|
4.900%, 03/15/2049 |
|
|
65 |
|
|
|
61 |
|
4.350%, 01/30/2047 |
|
|
65 |
|
|
|
57 |
|
4.200%, 03/01/2048 |
|
|
245 |
|
|
|
210 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.729%, 10/15/2070 (A) |
|
|
213 |
|
|
|
150 |
|
3.375%, 04/15/2050 (A) |
|
|
277 |
|
|
|
199 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
170 |
|
|
|
141 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
25 |
|
|
|
27 |
|
5.250%, 01/15/2054 |
|
|
516 |
|
|
|
518 |
|
5.000%, 07/15/2052 |
|
|
215 |
|
|
|
207 |
|
4.875%, 11/13/2043 |
|
|
160 |
|
|
|
152 |
|
4.721%, 12/15/2044 |
|
|
806 |
|
|
|
741 |
|
4.125%, 08/13/2042 |
|
|
5 |
|
|
|
4 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
400 |
|
|
|
376 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (C) |
|
|
50 |
|
|
|
52 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (C) |
|
|
25 |
|
|
|
26 |
|
5.320%, SOFRRATE + 1.555%, 07/19/2035 (C) |
|
|
195 |
|
|
|
199 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (C) |
|
|
30 |
|
|
|
30 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
215 |
|
|
|
248 |
|
5.831%, SOFRRATE + 1.580%, 04/19/2035 (C) |
|
|
90 |
|
|
|
95 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (C) |
|
|
752 |
|
|
|
670 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (C) |
|
|
210 |
|
|
|
180 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (C) |
|
|
395 |
|
|
|
335 |
|
Nasdaq |
|
|
|
|
|
|
|
|
6.100%, 06/28/2063 |
|
|
75 |
|
|
|
81 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
4.350%, 04/30/2050 (A) |
|
|
220 |
|
|
|
174 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
375 |
|
|
|
434 |
|
4.450%, 05/15/2069 (A) |
|
|
325 |
|
|
|
275 |
|
3.750%, 05/15/2050 (A) |
|
|
176 |
|
|
|
137 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (A) |
|
|
724 |
|
|
|
524 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PayPal Holdings |
|
|
|
|
|
|
|
|
3.250%, 06/01/2050 |
|
$ |
125 |
|
|
$ |
90 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (C) |
|
|
165 |
|
|
|
175 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (C) |
|
|
150 |
|
|
|
157 |
|
5.401%, SOFRRATE + 1.599%, 07/23/2035 (C) |
|
|
195 |
|
|
|
200 |
|
Progressive |
|
|
|
|
|
|
|
|
3.700%, 03/15/2052 |
|
|
125 |
|
|
|
98 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
6.500%, H15T5Y + 2.404%, 03/15/2054 (C) |
|
|
55 |
|
|
|
57 |
|
3.905%, 12/07/2047 |
|
|
25 |
|
|
|
20 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
372 |
|
|
|
397 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
3.750%, 04/01/2051 |
|
|
225 |
|
|
|
173 |
|
S&P Global |
|
|
|
|
|
|
|
|
3.250%, 12/01/2049 |
|
|
250 |
|
|
|
186 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.270%, 05/15/2047 (A) |
|
|
295 |
|
|
|
250 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
190 |
|
|
|
199 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.867%, SOFRRATE + 2.361%, 06/08/2034 (C) |
|
|
355 |
|
|
|
371 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (C) |
|
|
335 |
|
|
|
347 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (C) |
|
|
75 |
|
|
|
75 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.988%, H15T1Y + 2.400%, 08/05/2033 (A)(C) |
|
|
12 |
|
|
|
12 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (C) |
|
|
110 |
|
|
|
116 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (C) |
|
|
135 |
|
|
|
140 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (C) |
|
|
455 |
|
|
|
447 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
205 |
|
|
|
186 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (C) |
|
|
195 |
|
|
|
215 |
|
5.850%, 02/01/2037 |
|
|
1,180 |
|
|
|
1,250 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (C) |
|
|
180 |
|
|
|
186 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (C) |
|
|
395 |
|
|
|
405 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.068%, SOFRRATE + 2.530%, 04/30/2041 (C) |
|
$ |
100 |
|
|
$ |
76 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (C) |
|
|
475 |
|
|
|
490 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (C) |
|
|
819 |
|
|
|
785 |
|
4.900%, 11/17/2045 |
|
|
155 |
|
|
|
142 |
|
4.650%, 11/04/2044 |
|
|
355 |
|
|
|
317 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C) |
|
|
1,225 |
|
|
|
1,102 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
3.133%, 11/18/2041 |
|
|
135 |
|
|
|
100 |
|
2.668%, H15T5Y + 1.750%, 11/15/2035 (C) |
|
|
30 |
|
|
|
26 |
|
Willis North America |
|
|
|
|
|
|
|
|
3.875%, 09/15/2049 |
|
|
160 |
|
|
|
123 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
222 |
|
|
|
216 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,822 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 8.8% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.900%, 11/30/2046 |
|
|
290 |
|
|
|
287 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
365 |
|
|
|
379 |
|
5.350%, 03/15/2044 |
|
|
85 |
|
|
|
88 |
|
4.850%, 06/15/2044 |
|
|
150 |
|
|
|
144 |
|
4.700%, 05/14/2045 |
|
|
244 |
|
|
|
229 |
|
4.550%, 03/15/2035 |
|
|
735 |
|
|
|
725 |
|
4.450%, 05/14/2046 |
|
|
30 |
|
|
|
27 |
|
4.400%, 11/06/2042 |
|
|
1,309 |
|
|
|
1,203 |
|
4.250%, 11/21/2049 |
|
|
355 |
|
|
|
309 |
|
4.050%, 11/21/2039 |
|
|
185 |
|
|
|
168 |
|
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
|
270 |
|
|
|
221 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.800%, 09/23/2049 (A) |
|
|
195 |
|
|
|
154 |
|
Amgen |
|
|
|
|
|
|
|
|
5.750%, 03/02/2063 |
|
|
535 |
|
|
|
549 |
|
5.650%, 03/02/2053 |
|
|
1,060 |
|
|
|
1,090 |
|
5.600%, 03/02/2043 |
|
|
285 |
|
|
|
291 |
|
4.400%, 05/01/2045 |
|
|
1,509 |
|
|
|
1,314 |
|
4.400%, 02/22/2062 |
|
|
125 |
|
|
|
104 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
505 |
|
|
|
582 |
|
Baxter International |
|
|
|
|
|
|
|
|
3.132%, 12/01/2051 |
|
|
315 |
|
|
|
211 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
180 |
|
|
|
151 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
390 |
|
|
|
350 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Becton Dickinson |
|
|
|
|
|
|
|
|
3.794%, 05/20/2050 |
|
$ |
200 |
|
|
$ |
158 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
6.400%, 11/15/2063 |
|
|
170 |
|
|
|
195 |
|
5.550%, 02/22/2054 |
|
|
516 |
|
|
|
533 |
|
4.250%, 10/26/2049 |
|
|
438 |
|
|
|
374 |
|
3.700%, 03/15/2052 |
|
|
395 |
|
|
|
303 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
450 |
|
|
|
306 |
|
Cigna Group |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
310 |
|
|
|
312 |
|
4.800%, 07/15/2046 |
|
|
443 |
|
|
|
403 |
|
3.875%, 10/15/2047 |
|
|
520 |
|
|
|
407 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.050%, 06/01/2054 |
|
|
250 |
|
|
|
252 |
|
6.000%, 06/01/2044 |
|
|
140 |
|
|
|
141 |
|
5.875%, 06/01/2053 |
|
|
125 |
|
|
|
123 |
|
5.125%, 07/20/2045 |
|
|
170 |
|
|
|
153 |
|
5.050%, 03/25/2048 |
|
|
1,860 |
|
|
|
1,649 |
|
4.780%, 03/25/2038 |
|
|
835 |
|
|
|
767 |
|
4.125%, 04/01/2040 |
|
|
220 |
|
|
|
184 |
|
2.700%, 08/21/2040 |
|
|
165 |
|
|
|
114 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
150 |
|
|
|
100 |
|
Elevance Health |
|
|
|
|
|
|
|
|
5.650%, 06/15/2054 |
|
|
328 |
|
|
|
337 |
|
4.650%, 01/15/2043 |
|
|
10 |
|
|
|
9 |
|
4.375%, 12/01/2047 |
|
|
908 |
|
|
|
784 |
|
3.700%, 09/15/2049 |
|
|
375 |
|
|
|
288 |
|
3.600%, 03/15/2051 |
|
|
125 |
|
|
|
94 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.200%, 08/14/2064 |
|
|
65 |
|
|
|
66 |
|
5.100%, 02/09/2064 |
|
|
643 |
|
|
|
641 |
|
5.050%, 08/14/2054 |
|
|
130 |
|
|
|
131 |
|
5.000%, 02/09/2054 |
|
|
145 |
|
|
|
144 |
|
4.950%, 02/27/2063 |
|
|
230 |
|
|
|
224 |
|
4.875%, 02/27/2053 |
|
|
358 |
|
|
|
351 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.600%, 09/01/2035 |
|
|
440 |
|
|
|
431 |
|
4.500%, 02/01/2045 |
|
|
295 |
|
|
|
265 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
|
145 |
|
|
|
166 |
|
HCA |
|
|
|
|
|
|
|
|
6.100%, 04/01/2064 |
|
|
45 |
|
|
|
46 |
|
6.000%, 04/01/2054 |
|
|
170 |
|
|
|
175 |
|
5.950%, 09/15/2054 |
|
|
300 |
|
|
|
307 |
|
5.500%, 06/15/2047 |
|
|
25 |
|
|
|
24 |
|
5.250%, 06/15/2049 |
|
|
125 |
|
|
|
116 |
|
4.625%, 03/15/2052 |
|
|
385 |
|
|
|
326 |
|
Health Care Service A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
5.875%, 06/15/2054 (A) |
|
|
330 |
|
|
|
340 |
|
3.200%, 06/01/2050 (A) |
|
|
462 |
|
|
|
313 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Humana |
|
|
|
|
|
|
|
|
5.750%, 04/15/2054 |
|
$ |
550 |
|
|
$ |
552 |
|
4.950%, 10/01/2044 |
|
|
245 |
|
|
|
222 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
5.250%, 06/01/2054 |
|
|
100 |
|
|
|
105 |
|
3.400%, 01/15/2038 |
|
|
130 |
|
|
|
115 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
3.266%, 11/01/2049 |
|
|
285 |
|
|
|
215 |
|
3.002%, 06/01/2051 |
|
|
280 |
|
|
|
198 |
|
2.810%, 06/01/2041 |
|
|
195 |
|
|
|
147 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
85 |
|
|
|
63 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
135 |
|
|
|
105 |
|
Merck |
|
|
|
|
|
|
|
|
5.150%, 05/17/2063 |
|
|
135 |
|
|
|
134 |
|
5.000%, 05/17/2053 |
|
|
525 |
|
|
|
517 |
|
4.900%, 05/17/2044 |
|
|
295 |
|
|
|
289 |
|
2.900%, 12/10/2061 |
|
|
365 |
|
|
|
228 |
|
2.750%, 12/10/2051 |
|
|
90 |
|
|
|
59 |
|
2.450%, 06/24/2050 |
|
|
150 |
|
|
|
94 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
130 |
|
|
|
110 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
180 |
|
|
|
168 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
730 |
|
|
|
725 |
|
5.300%, 05/19/2053 |
|
|
985 |
|
|
|
990 |
|
5.110%, 05/19/2043 |
|
|
665 |
|
|
|
657 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
|
525 |
|
|
|
414 |
|
Revvity |
|
|
|
|
|
|
|
|
3.625%, 03/15/2051 |
|
|
200 |
|
|
|
146 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
5.218%, 03/08/2054 (A) |
|
|
305 |
|
|
|
316 |
|
Stryker |
|
|
|
|
|
|
|
|
4.100%, 04/01/2043 |
|
|
205 |
|
|
|
177 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
4.100%, 08/15/2047 |
|
|
140 |
|
|
|
121 |
|
2.800%, 10/15/2041 |
|
|
165 |
|
|
|
123 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
235 |
|
|
|
278 |
|
6.050%, 02/15/2063 |
|
|
105 |
|
|
|
115 |
|
5.950%, 02/15/2041 |
|
|
15 |
|
|
|
16 |
|
5.875%, 02/15/2053 |
|
|
280 |
|
|
|
303 |
|
5.750%, 07/15/2064 |
|
|
643 |
|
|
|
675 |
|
5.625%, 07/15/2054 |
|
|
930 |
|
|
|
971 |
|
5.500%, 07/15/2044 |
|
|
365 |
|
|
|
376 |
|
5.500%, 04/15/2064 |
|
|
245 |
|
|
|
250 |
|
5.375%, 04/15/2054 |
|
|
150 |
|
|
|
152 |
|
4.950%, 05/15/2062 |
|
|
65 |
|
|
|
61 |
|
4.750%, 07/15/2045 |
|
|
25 |
|
|
|
24 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 05/15/2052 |
|
$ |
370 |
|
|
$ |
343 |
|
4.250%, 04/15/2047 |
|
|
325 |
|
|
|
283 |
|
4.200%, 01/15/2047 |
|
|
350 |
|
|
|
301 |
|
3.700%, 08/15/2049 |
|
|
365 |
|
|
|
288 |
|
3.250%, 05/15/2051 |
|
|
645 |
|
|
|
465 |
|
3.050%, 05/15/2041 |
|
|
185 |
|
|
|
142 |
|
2.900%, 05/15/2050 |
|
|
85 |
|
|
|
58 |
|
2.750%, 05/15/2040 |
|
|
50 |
|
|
|
37 |
|
Viatris |
|
|
|
|
|
|
|
|
4.000%, 06/22/2050 |
|
|
305 |
|
|
|
216 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
436 |
|
|
|
477 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,449 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 5.9% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
5.300%, 01/19/2034 |
|
|
145 |
|
|
|
147 |
|
3.850%, 10/29/2041 |
|
|
630 |
|
|
|
517 |
|
3.300%, 01/30/2032 |
|
|
525 |
|
|
|
467 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
4.750%, 10/07/2044 (A) |
|
|
288 |
|
|
|
265 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
|
150 |
|
|
|
157 |
|
3.000%, 09/15/2050 (A) |
|
|
275 |
|
|
|
187 |
|
Boeing |
|
|
|
|
|
|
|
|
7.008%, 05/01/2064 (A) |
|
|
240 |
|
|
|
259 |
|
6.858%, 05/01/2054 (A) |
|
|
285 |
|
|
|
307 |
|
5.930%, 05/01/2060 |
|
|
395 |
|
|
|
373 |
|
5.805%, 05/01/2050 |
|
|
1,150 |
|
|
|
1,085 |
|
5.705%, 05/01/2040 |
|
|
1,310 |
|
|
|
1,273 |
|
3.750%, 02/01/2050 |
|
|
250 |
|
|
|
173 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
6.200%, 08/15/2036 |
|
|
630 |
|
|
|
709 |
|
6.150%, 05/01/2037 |
|
|
230 |
|
|
|
258 |
|
5.750%, 05/01/2040 |
|
|
50 |
|
|
|
53 |
|
5.500%, 03/15/2055 |
|
|
362 |
|
|
|
379 |
|
5.200%, 04/15/2054 |
|
|
30 |
|
|
|
30 |
|
4.450%, 01/15/2053 |
|
|
146 |
|
|
|
131 |
|
4.400%, 03/15/2042 |
|
|
990 |
|
|
|
902 |
|
3.300%, 09/15/2051 |
|
|
390 |
|
|
|
286 |
|
3.050%, 02/15/2051 |
|
|
50 |
|
|
|
35 |
|
2.875%, 06/15/2052 |
|
|
75 |
|
|
|
50 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
156 |
|
|
|
174 |
|
3.650%, 02/03/2048 |
|
|
235 |
|
|
|
190 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
365 |
|
|
|
387 |
|
4.200%, 11/15/2069 |
|
|
173 |
|
|
|
137 |
|
3.000%, 12/02/2041 |
|
|
50 |
|
|
|
38 |
|
Carrier Global |
|
|
|
|
|
|
|
|
6.200%, 03/15/2054 |
|
|
15 |
|
|
|
17 |
|
3.577%, 04/05/2050 |
|
|
17 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.377%, 04/05/2040 |
|
$ |
200 |
|
|
$ |
161 |
|
CSX |
|
|
|
|
|
|
|
|
4.750%, 05/30/2042 |
|
|
425 |
|
|
|
402 |
|
4.750%, 11/15/2048 |
|
|
127 |
|
|
|
118 |
|
4.500%, 11/15/2052 |
|
|
70 |
|
|
|
63 |
|
Cummins |
|
|
|
|
|
|
|
|
5.450%, 02/20/2054 |
|
|
154 |
|
|
|
158 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
331 |
|
|
|
274 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
493 |
|
|
|
327 |
|
FedEx |
|
|
|
|
|
|
|
|
4.550%, 04/01/2046 |
|
|
100 |
|
|
|
87 |
|
4.400%, 01/15/2047 |
|
|
155 |
|
|
|
132 |
|
4.050%, 02/15/2048 |
|
|
275 |
|
|
|
222 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
60 |
|
|
|
55 |
|
4.250%, 04/01/2050 |
|
|
25 |
|
|
|
22 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
5.860%, TSFR3M + 0.742%, 08/15/2036 (C) |
|
|
450 |
|
|
|
423 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
115 |
|
|
|
117 |
|
5.250%, 03/01/2054 |
|
|
1,185 |
|
|
|
1,203 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.500%, 08/15/2054 |
|
|
325 |
|
|
|
329 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.700%, 11/15/2054 |
|
|
55 |
|
|
|
60 |
|
5.200%, 02/15/2055 |
|
|
75 |
|
|
|
76 |
|
4.700%, 05/15/2046 |
|
|
396 |
|
|
|
376 |
|
3.600%, 03/01/2035 |
|
|
710 |
|
|
|
650 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050 (A) |
|
|
65 |
|
|
|
53 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.950%, 03/15/2064 |
|
|
50 |
|
|
|
54 |
|
5.100%, 08/01/2118 |
|
|
405 |
|
|
|
364 |
|
4.800%, 08/15/2043 |
|
|
408 |
|
|
|
369 |
|
3.700%, 03/15/2053 |
|
|
265 |
|
|
|
202 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.200%, 06/01/2054 |
|
|
320 |
|
|
|
317 |
|
5.150%, 05/01/2040 |
|
|
105 |
|
|
|
104 |
|
4.950%, 03/15/2053 |
|
|
206 |
|
|
|
196 |
|
4.750%, 06/01/2043 |
|
|
335 |
|
|
|
314 |
|
3.850%, 04/15/2045 |
|
|
335 |
|
|
|
275 |
|
Owens Corning |
|
|
|
|
|
|
|
|
5.950%, 06/15/2054 |
|
|
135 |
|
|
|
140 |
|
Parker-Hannifin MTN |
|
|
|
|
|
|
|
|
4.450%, 11/21/2044 |
|
|
195 |
|
|
|
174 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
260 |
|
|
|
298 |
|
5.375%, 02/27/2053 |
|
|
30 |
|
|
|
30 |
|
4.500%, 06/01/2042 |
|
|
610 |
|
|
|
552 |
|
4.350%, 04/15/2047 |
|
|
490 |
|
|
|
424 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.030%, 03/15/2052 |
|
$ |
445 |
|
|
$ |
300 |
|
2.820%, 09/01/2051 |
|
|
235 |
|
|
|
152 |
|
Smurfit Kappa Treasury ULC |
|
|
|
|
|
|
|
|
5.438%, 04/03/2034 (A) |
|
|
400 |
|
|
|
411 |
|
Snap-on |
|
|
|
|
|
|
|
|
3.100%, 05/01/2050 |
|
|
281 |
|
|
|
199 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
250 |
|
|
|
232 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
535 |
|
|
|
414 |
|
3.799%, 04/06/2071 |
|
|
652 |
|
|
|
485 |
|
3.500%, 02/14/2053 |
|
|
125 |
|
|
|
95 |
|
3.375%, 02/14/2042 |
|
|
45 |
|
|
|
36 |
|
3.250%, 02/05/2050 |
|
|
260 |
|
|
|
191 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
50 |
|
|
|
43 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
102 |
|
|
|
97 |
|
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
601 |
|
|
|
621 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.500%, 05/22/2054 |
|
|
250 |
|
|
|
260 |
|
5.050%, 03/03/2053 |
|
|
235 |
|
|
|
230 |
|
3.625%, 10/01/2042 |
|
|
170 |
|
|
|
139 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
240 |
|
|
|
180 |
|
Waste Management |
|
|
|
|
|
|
|
|
3.900%, 03/01/2035 |
|
|
115 |
|
|
|
107 |
|
2.950%, 06/01/2041 |
|
|
265 |
|
|
|
200 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
165 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,667 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.4% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
165 |
|
|
|
114 |
|
2.800%, 10/01/2041 |
|
|
175 |
|
|
|
129 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
479 |
|
|
|
469 |
|
4.375%, 05/13/2045 |
|
|
430 |
|
|
|
405 |
|
3.850%, 05/04/2043 |
|
|
55 |
|
|
|
49 |
|
3.750%, 09/12/2047 |
|
|
150 |
|
|
|
127 |
|
3.450%, 02/09/2045 |
|
|
345 |
|
|
|
284 |
|
2.800%, 02/08/2061 |
|
|
340 |
|
|
|
223 |
|
2.700%, 08/05/2051 |
|
|
600 |
|
|
|
406 |
|
2.650%, 05/11/2050 |
|
|
255 |
|
|
|
173 |
|
2.650%, 02/08/2051 |
|
|
135 |
|
|
|
92 |
|
2.375%, 02/08/2041 |
|
|
190 |
|
|
|
138 |
|
Broadcom |
|
|
|
|
|
|
|
|
3.750%, 02/15/2051 (A) |
|
|
245 |
|
|
|
190 |
|
3.500%, 02/15/2041 (A) |
|
|
225 |
|
|
|
180 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.137%, 11/15/2035 (A) |
|
$ |
415 |
|
|
$ |
347 |
|
2.600%, 02/15/2033 (A) |
|
|
70 |
|
|
|
59 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
231 |
|
|
|
255 |
|
5.300%, 02/26/2054 |
|
|
890 |
|
|
|
919 |
|
Corning |
|
|
|
|
|
|
|
|
5.450%, 11/15/2079 |
|
|
165 |
|
|
|
160 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
110 |
|
|
|
107 |
|
5.700%, 02/10/2053 |
|
|
225 |
|
|
|
215 |
|
5.625%, 02/10/2043 |
|
|
35 |
|
|
|
34 |
|
5.050%, 08/05/2062 |
|
|
85 |
|
|
|
71 |
|
4.900%, 08/05/2052 |
|
|
145 |
|
|
|
124 |
|
4.750%, 03/25/2050 |
|
|
55 |
|
|
|
46 |
|
3.734%, 12/08/2047 |
|
|
805 |
|
|
|
575 |
|
3.250%, 11/15/2049 |
|
|
365 |
|
|
|
237 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
175 |
|
|
|
184 |
|
KLA |
|
|
|
|
|
|
|
|
5.000%, 03/15/2049 |
|
|
227 |
|
|
|
221 |
|
4.950%, 07/15/2052 |
|
|
135 |
|
|
|
131 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
112 |
|
|
|
76 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.500%, 06/15/2047 |
|
|
235 |
|
|
|
226 |
|
2.921%, 03/17/2052 |
|
|
1,358 |
|
|
|
983 |
|
2.675%, 06/01/2060 |
|
|
145 |
|
|
|
94 |
|
2.525%, 06/01/2050 |
|
|
25 |
|
|
|
16 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2050 |
|
|
155 |
|
|
|
126 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
3.250%, 05/11/2041 |
|
|
255 |
|
|
|
194 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
125 |
|
|
|
146 |
|
4.375%, 05/15/2055 |
|
|
785 |
|
|
|
645 |
|
4.125%, 05/15/2045 |
|
|
330 |
|
|
|
269 |
|
4.000%, 07/15/2046 |
|
|
1,010 |
|
|
|
804 |
|
4.000%, 11/15/2047 |
|
|
614 |
|
|
|
485 |
|
3.950%, 03/25/2051 |
|
|
155 |
|
|
|
120 |
|
3.800%, 11/15/2037 |
|
|
685 |
|
|
|
589 |
|
3.650%, 03/25/2041 |
|
|
520 |
|
|
|
415 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
125 |
|
|
|
81 |
|
2.900%, 07/15/2051 |
|
|
310 |
|
|
|
210 |
|
2.700%, 07/15/2041 |
|
|
40 |
|
|
|
30 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
350 |
|
|
|
354 |
|
5.050%, 05/18/2063 |
|
|
372 |
|
|
|
366 |
|
5.000%, 03/14/2053 |
|
|
200 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,091 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Materials — 1.0% |
|
|
|
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
6.000%, 04/05/2054 (A) |
|
$ |
200 |
|
|
$ |
204 |
|
4.750%, 03/16/2052 (A) |
|
|
271 |
|
|
|
233 |
|
3.950%, 09/10/2050 (A) |
|
|
290 |
|
|
|
221 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
6.350%, 06/17/2054 |
|
|
60 |
|
|
|
60 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.650%, 01/15/2034 (A) |
|
|
175 |
|
|
|
178 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.500%, 09/08/2053 |
|
|
35 |
|
|
|
36 |
|
5.250%, 09/08/2033 |
|
|
60 |
|
|
|
62 |
|
5.000%, 09/30/2043 |
|
|
260 |
|
|
|
255 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
3.600%, 11/15/2050 |
|
|
220 |
|
|
|
161 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
5.319%, 11/15/2038 |
|
|
293 |
|
|
|
314 |
|
FMC |
|
|
|
|
|
|
|
|
4.500%, 10/01/2049 |
|
|
280 |
|
|
|
224 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
65 |
|
|
|
64 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.000%, 11/15/2041 (A) |
|
|
236 |
|
|
|
239 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
115 |
|
|
|
103 |
|
3.468%, 12/01/2050 (A) |
|
|
1,090 |
|
|
|
755 |
|
3.268%, 11/15/2040 (A) |
|
|
510 |
|
|
|
381 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
150 |
|
|
|
151 |
|
Rio Tinto Finance USA PLC |
|
|
|
|
|
|
|
|
5.125%, 03/09/2053 |
|
|
30 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,671 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.4% |
|
|
|
|
Agree LP |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
|
75 |
|
|
|
61 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
4.850%, 04/15/2049 |
|
|
60 |
|
|
|
53 |
|
3.550%, 03/15/2052 |
|
|
265 |
|
|
|
188 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
4.300%, 04/15/2052 |
|
|
105 |
|
|
|
85 |
|
3.375%, 07/15/2051 |
|
|
175 |
|
|
|
120 |
|
American Tower |
|
|
|
|
|
|
|
|
3.100%, 06/15/2050 |
|
|
300 |
|
|
|
204 |
|
AvalonBay Communities |
|
|
|
|
|
|
|
|
5.350%, 06/01/2034 |
|
|
195 |
|
|
|
202 |
|
Boston Properties |
|
|
|
|
|
|
|
|
2.450%, 10/01/2033 |
|
|
130 |
|
|
|
101 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.200%, 02/15/2049 |
|
|
90 |
|
|
|
85 |
|
2.900%, 04/01/2041 |
|
|
279 |
|
|
|
202 |
|
Equinix |
|
|
|
|
|
|
|
|
2.950%, 09/15/2051 |
|
|
280 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Extra Space Storage |
|
|
|
|
|
|
|
|
5.400%, 02/01/2034 |
|
$ |
135 |
|
|
$ |
137 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
6.750%, 12/01/2033 |
|
|
160 |
|
|
|
175 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
85 |
|
|
|
87 |
|
2.700%, 01/15/2034 |
|
|
190 |
|
|
|
155 |
|
Kilroy Realty LP |
|
|
|
|
|
|
|
|
2.650%, 11/15/2033 |
|
|
140 |
|
|
|
107 |
|
Kimco Realty |
|
|
|
|
|
|
|
|
4.250%, 04/01/2045 |
|
|
110 |
|
|
|
93 |
|
NNN REIT |
|
|
|
|
|
|
|
|
4.800%, 10/15/2048 |
|
|
85 |
|
|
|
76 |
|
3.000%, 04/15/2052 |
|
|
195 |
|
|
|
125 |
|
Prologis LP |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
120 |
|
|
|
119 |
|
5.250%, 03/15/2054 |
|
|
255 |
|
|
|
253 |
|
Public Storage Operating |
|
|
|
|
|
|
|
|
5.350%, 08/01/2053 |
|
|
85 |
|
|
|
86 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.375%, 09/01/2054 |
|
|
125 |
|
|
|
123 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
4.650%, 03/15/2049 |
|
|
205 |
|
|
|
179 |
|
4.400%, 02/01/2047 |
|
|
90 |
|
|
|
77 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
434 |
|
|
|
492 |
|
6.650%, 01/15/2054 |
|
|
125 |
|
|
|
145 |
|
5.850%, 03/08/2053 |
|
|
412 |
|
|
|
431 |
|
4.250%, 11/30/2046 |
|
|
25 |
|
|
|
21 |
|
3.800%, 07/15/2050 |
|
|
35 |
|
|
|
27 |
|
3.250%, 09/13/2049 |
|
|
235 |
|
|
|
167 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
5.700%, 01/15/2033 |
|
|
75 |
|
|
|
77 |
|
4.200%, 04/15/2032 |
|
|
230 |
|
|
|
213 |
|
VICI Properties LP |
|
|
|
|
|
|
|
|
6.125%, 04/01/2054 |
|
|
90 |
|
|
|
92 |
|
5.625%, 05/15/2052 |
|
|
540 |
|
|
|
512 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,452 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 9.5% |
|
|
|
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
3.800%, 06/15/2049 |
|
|
150 |
|
|
|
117 |
|
3.650%, 04/01/2050 |
|
|
150 |
|
|
|
115 |
|
AES |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
75 |
|
|
|
64 |
|
Alabama Power |
|
|
|
|
|
|
|
|
4.300%, 07/15/2048 |
|
|
560 |
|
|
|
481 |
|
3.700%, 12/01/2047 |
|
|
376 |
|
|
|
295 |
|
American Water Capital |
|
|
|
|
|
|
|
|
4.150%, 06/01/2049 |
|
|
50 |
|
|
|
42 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
4.450%, 06/01/2045 |
|
|
650 |
|
|
|
546 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Arizona Public Service |
|
|
|
|
|
|
|
|
3.350%, 05/15/2050 |
|
$ |
295 |
|
|
$ |
208 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
4.550%, 06/01/2052 |
|
|
150 |
|
|
|
132 |
|
2.900%, 06/15/2050 |
|
|
170 |
|
|
|
112 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
1,476 |
|
|
|
1,609 |
|
4.600%, 05/01/2053 |
|
|
65 |
|
|
|
57 |
|
4.250%, 10/15/2050 |
|
|
30 |
|
|
|
25 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.200%, 09/15/2046 |
|
|
300 |
|
|
|
248 |
|
Boston Gas |
|
|
|
|
|
|
|
|
6.119%, 07/20/2053 (A) |
|
|
145 |
|
|
|
149 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
3.600%, 03/01/2052 |
|
|
75 |
|
|
|
56 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
210 |
|
|
|
219 |
|
CMS Energy |
|
|
|
|
|
|
|
|
4.875%, 03/01/2044 |
|
|
487 |
|
|
|
457 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.350%, 11/15/2045 |
|
|
665 |
|
|
|
588 |
|
3.850%, 03/15/2052 |
|
|
135 |
|
|
|
106 |
|
3.700%, 03/01/2045 |
|
|
600 |
|
|
|
479 |
|
3.200%, 11/15/2049 |
|
|
170 |
|
|
|
120 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
170 |
|
|
|
142 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.300%, 08/15/2037 |
|
|
585 |
|
|
|
649 |
|
6.150%, 11/15/2052 |
|
|
90 |
|
|
|
100 |
|
5.700%, 05/15/2054 |
|
|
265 |
|
|
|
278 |
|
3.700%, 11/15/2059 |
|
|
600 |
|
|
|
437 |
|
Constellation Energy Generation LLC |
|
|
|
|
|
|
|
|
6.250%, 10/01/2039 |
|
|
248 |
|
|
|
269 |
|
5.600%, 06/15/2042 |
|
|
275 |
|
|
|
275 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
3.100%, 08/15/2050 |
|
|
125 |
|
|
|
91 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
485 |
|
|
|
491 |
|
4.900%, 08/01/2041 |
|
|
655 |
|
|
|
602 |
|
4.850%, 08/15/2052 |
|
|
50 |
|
|
|
45 |
|
3.300%, 04/15/2041 |
|
|
220 |
|
|
|
167 |
|
DTE Electric |
|
|
|
|
|
|
|
|
4.050%, 05/15/2048 |
|
|
245 |
|
|
|
207 |
|
Duke Energy |
|
|
|
|
|
|
|
|
5.000%, 08/15/2052 |
|
|
168 |
|
|
|
154 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.000%, 01/15/2038 |
|
|
439 |
|
|
|
478 |
|
5.400%, 01/15/2054 |
|
|
185 |
|
|
|
187 |
|
5.350%, 01/15/2053 |
|
|
130 |
|
|
|
130 |
|
5.300%, 02/15/2040 |
|
|
500 |
|
|
|
509 |
|
4.250%, 12/15/2041 |
|
|
350 |
|
|
|
309 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.400%, 06/15/2038 |
|
|
210 |
|
|
|
235 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.350%, 09/15/2037 |
|
$ |
170 |
|
|
$ |
189 |
|
6.200%, 11/15/2053 |
|
|
125 |
|
|
|
140 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.450%, 04/01/2039 |
|
|
120 |
|
|
|
134 |
|
6.350%, 08/15/2038 |
|
|
90 |
|
|
|
101 |
|
4.900%, 07/15/2043 |
|
|
250 |
|
|
|
237 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.550%, 03/15/2054 |
|
|
235 |
|
|
|
239 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
|
815 |
|
|
|
723 |
|
4.100%, 05/15/2042 |
|
|
270 |
|
|
|
230 |
|
Elm Road Generating Station Supercritical LLC |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
|
500 |
|
|
|
495 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
5.750%, 06/01/2054 |
|
|
95 |
|
|
|
99 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
5.700%, 03/15/2054 |
|
|
150 |
|
|
|
155 |
|
4.750%, 09/15/2052 |
|
|
50 |
|
|
|
45 |
|
4.200%, 04/01/2050 |
|
|
280 |
|
|
|
231 |
|
Entergy Mississippi LLC |
|
|
|
|
|
|
|
|
5.850%, 06/01/2054 |
|
|
230 |
|
|
|
243 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
5.000%, 09/15/2052 |
|
|
75 |
|
|
|
71 |
|
3.550%, 09/30/2049 |
|
|
165 |
|
|
|
121 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
5.300%, 05/01/2052 |
|
|
70 |
|
|
|
67 |
|
4.276%, 05/01/2049 |
|
|
195 |
|
|
|
161 |
|
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
|
530 |
|
|
|
521 |
|
FirstEnergy Transmission LLC |
|
|
|
|
|
|
|
|
5.450%, 07/15/2044 (A) |
|
|
90 |
|
|
|
87 |
|
4.550%, 04/01/2049 (A) |
|
|
50 |
|
|
|
43 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
215 |
|
|
|
234 |
|
5.690%, 03/01/2040 |
|
|
181 |
|
|
|
191 |
|
5.600%, 06/15/2054 |
|
|
152 |
|
|
|
161 |
|
5.400%, 09/01/2035 |
|
|
1,215 |
|
|
|
1,249 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
5.625%, 04/01/2053 |
|
|
90 |
|
|
|
93 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
6.050%, 10/01/2036 (A) |
|
|
326 |
|
|
|
341 |
|
5.700%, 04/01/2054 (A) |
|
|
275 |
|
|
|
285 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
3.100%, 11/30/2051 |
|
|
430 |
|
|
|
287 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.400%, 05/15/2036 |
|
|
925 |
|
|
|
1,019 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
|
500 |
|
|
|
500 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.300%, 02/01/2055 |
|
|
314 |
|
|
|
313 |
|
4.800%, 09/15/2043 |
|
|
325 |
|
|
|
307 |
|
4.250%, 07/15/2049 |
|
|
250 |
|
|
|
215 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
$ |
155 |
|
|
$ |
167 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
920 |
|
|
|
762 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
100 |
|
|
|
107 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
3.025%, 06/27/2050 (A) |
|
|
300 |
|
|
|
197 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.350%, 11/01/2039 |
|
|
490 |
|
|
|
503 |
|
5.100%, 05/15/2053 |
|
|
125 |
|
|
|
121 |
|
4.500%, 06/01/2052 |
|
|
80 |
|
|
|
71 |
|
3.400%, 08/15/2042 |
|
|
175 |
|
|
|
139 |
|
3.200%, 04/01/2052 |
|
|
50 |
|
|
|
35 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
4.550%, 06/01/2052 |
|
|
503 |
|
|
|
449 |
|
4.400%, 03/01/2044 |
|
|
205 |
|
|
|
181 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.250%, 09/01/2050 |
|
|
431 |
|
|
|
406 |
|
5.050%, 10/01/2048 |
|
|
305 |
|
|
|
280 |
|
4.500%, 04/01/2047 |
|
|
150 |
|
|
|
128 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
165 |
|
|
|
163 |
|
5.300%, 06/01/2042 |
|
|
135 |
|
|
|
135 |
|
5.250%, 09/30/2040 |
|
|
305 |
|
|
|
305 |
|
4.950%, 09/15/2052 |
|
|
115 |
|
|
|
109 |
|
2.700%, 11/15/2051 |
|
|
160 |
|
|
|
100 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.750%, 01/15/2053 |
|
|
833 |
|
|
|
911 |
|
6.700%, 04/01/2053 |
|
|
90 |
|
|
|
98 |
|
5.250%, 03/01/2052 |
|
|
195 |
|
|
|
176 |
|
4.950%, 07/01/2050 |
|
|
255 |
|
|
|
222 |
|
4.500%, 07/01/2040 |
|
|
230 |
|
|
|
199 |
|
4.200%, 06/01/2041 |
|
|
105 |
|
|
|
85 |
|
3.500%, 08/01/2050 |
|
|
75 |
|
|
|
52 |
|
3.300%, 08/01/2040 |
|
|
75 |
|
|
|
56 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.000%, 01/15/2039 |
|
|
442 |
|
|
|
467 |
|
5.800%, 01/15/2055 |
|
|
251 |
|
|
|
255 |
|
5.500%, 05/15/2054 |
|
|
226 |
|
|
|
223 |
|
5.250%, 06/15/2035 |
|
|
240 |
|
|
|
243 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.375%, 08/15/2052 |
|
|
75 |
|
|
|
65 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
330 |
|
|
|
302 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
100 |
|
|
|
102 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
195 |
|
|
|
167 |
|
4.125%, 06/15/2044 |
|
|
595 |
|
|
|
513 |
|
Public Service Electric and Gas |
|
|
|
|
|
|
|
|
5.300%, 08/01/2054 |
|
|
385 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
3.650%, 09/01/2042 |
|
$ |
210 |
|
|
$ |
172 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2037 |
|
|
245 |
|
|
|
269 |
|
4.500%, 06/01/2052 |
|
|
100 |
|
|
|
86 |
|
4.100%, 06/15/2048 |
|
|
280 |
|
|
|
226 |
|
4.050%, 09/15/2049 |
|
|
48 |
|
|
|
38 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
5.150%, 01/15/2053 |
|
|
65 |
|
|
|
64 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
2.893%, 09/15/2051 |
|
|
190 |
|
|
|
123 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
3.320%, 04/15/2050 |
|
|
35 |
|
|
|
25 |
|
Sempra |
|
|
|
|
|
|
|
|
6.000%, 10/15/2039 |
|
|
500 |
|
|
|
525 |
|
3.800%, 02/01/2038 |
|
|
260 |
|
|
|
221 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
6.050%, 03/15/2039 |
|
|
125 |
|
|
|
134 |
|
3.900%, 03/15/2043 |
|
|
245 |
|
|
|
201 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
5.750%, 06/01/2053 |
|
|
190 |
|
|
|
198 |
|
5.600%, 04/01/2054 |
|
|
155 |
|
|
|
160 |
|
3.750%, 09/15/2042 |
|
|
230 |
|
|
|
186 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
4.400%, 06/01/2043 |
|
|
645 |
|
|
|
560 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
|
565 |
|
|
|
606 |
|
3.250%, 11/01/2051 |
|
|
250 |
|
|
|
166 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
4.400%, 11/15/2048 |
|
|
385 |
|
|
|
320 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.300%, 06/15/2048 |
|
|
365 |
|
|
|
310 |
|
3.450%, 03/15/2051 |
|
|
50 |
|
|
|
37 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
3.250%, 05/01/2051 |
|
|
310 |
|
|
|
214 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.450%, 04/01/2053 |
|
|
175 |
|
|
|
175 |
|
5.350%, 01/15/2054 |
|
|
184 |
|
|
|
183 |
|
4.450%, 02/15/2044 |
|
|
500 |
|
|
|
444 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
|
175 |
|
|
|
127 |
|
2.850%, 12/01/2051 |
|
|
250 |
|
|
|
162 |
|
Xcel Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2041 |
|
|
50 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,370 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $241,611) ($ Thousands) |
|
|
|
|
|
|
228,494 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 32.8% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.296%, 10/29/2024 (D) |
|
$ |
580 |
|
|
$ |
575 |
|
5.228%, 11/12/2024 (D) |
|
|
370 |
|
|
|
367 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2053 |
|
|
2,475 |
|
|
|
2,696 |
|
4.720%, 11/15/2042 (D) |
|
|
2,225 |
|
|
|
978 |
|
4.625%, 05/15/2044 |
|
|
5,115 |
|
|
|
5,327 |
|
4.625%, 05/15/2054 |
|
|
3,040 |
|
|
|
3,249 |
|
4.500%, 02/15/2044 |
|
|
9,078 |
|
|
|
9,305 |
|
4.408%, 11/15/2047 (D) |
|
|
2,120 |
|
|
|
772 |
|
4.360%, 05/15/2050 (D) |
|
|
4,645 |
|
|
|
1,548 |
|
4.250%, 02/15/2054 |
|
|
9,787 |
|
|
|
9,825 |
|
4.250%, 08/15/2054 |
|
|
14,928 |
|
|
|
15,021 |
|
4.125%, 08/15/2044 |
|
|
10,015 |
|
|
|
9,772 |
|
4.000%, 11/15/2052 |
|
|
365 |
|
|
|
350 |
|
3.875%, 05/15/2043 |
|
|
7,285 |
|
|
|
6,878 |
|
3.750%, 08/15/2041 |
|
|
595 |
|
|
|
563 |
|
3.750%, 11/15/2043 |
|
|
710 |
|
|
|
657 |
|
3.625%, 08/15/2043 |
|
|
807 |
|
|
|
734 |
|
3.625%, 02/15/2044 |
|
|
1,111 |
|
|
|
1,008 |
|
3.625%, 05/15/2053 |
|
|
3,787 |
|
|
|
3,399 |
|
3.569%, 08/15/2043 (D) |
|
|
9,912 |
|
|
|
4,357 |
|
3.375%, 11/15/2048 |
|
|
2,390 |
|
|
|
2,037 |
|
3.142%, 08/15/2045 (D) |
|
|
2,920 |
|
|
|
1,178 |
|
3.125%, 11/15/2041 |
|
|
960 |
|
|
|
831 |
|
3.125%, 02/15/2043 |
|
|
1,155 |
|
|
|
980 |
|
3.125%, 08/15/2044 |
|
|
1,655 |
|
|
|
1,387 |
|
3.000%, 08/15/2052 |
|
|
2,378 |
|
|
|
1,886 |
|
2.875%, 08/15/2045 |
|
|
1,180 |
|
|
|
943 |
|
2.875%, 11/15/2046 |
|
|
860 |
|
|
|
679 |
|
2.875%, 05/15/2052 |
|
|
5,445 |
|
|
|
4,208 |
|
2.750%, 08/15/2042 |
|
|
605 |
|
|
|
488 |
|
2.750%, 11/15/2042 |
|
|
525 |
|
|
|
422 |
|
2.750%, 11/15/2047 |
|
|
425 |
|
|
|
325 |
|
2.375%, 11/15/2049 |
|
|
525 |
|
|
|
367 |
|
2.375%, 05/15/2051 |
|
|
1,900 |
|
|
|
1,318 |
|
2.250%, 08/15/2046 |
|
|
5,715 |
|
|
|
4,017 |
|
2.250%, 02/15/2052 |
|
|
2,470 |
|
|
|
1,662 |
|
2.000%, 11/15/2041 |
|
|
13,895 |
|
|
|
10,029 |
|
2.000%, 08/15/2051 |
|
|
2,185 |
|
|
|
1,385 |
|
1.750%, 08/15/2041 |
|
|
7,925 |
|
|
|
5,509 |
|
1.375%, 11/15/2040 |
|
|
335 |
|
|
|
223 |
|
1.375%, 08/15/2050 |
|
|
3,005 |
|
|
|
1,627 |
|
1.125%, 08/15/2040 |
|
|
495 |
|
|
|
318 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.000%, 02/15/2034 |
|
|
3,029 |
|
|
|
3,048 |
|
3.875%, 08/15/2034 |
|
|
3,235 |
|
|
|
3,223 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $125,513) ($ Thousands) |
|
|
125,471 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS — 3.1% |
California — 1.8% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
$ |
600 |
|
|
$ |
681 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.500%, 04/01/2034 |
|
|
1,185 |
|
|
|
1,416 |
|
7.350%, 11/01/2039 |
|
|
730 |
|
|
|
877 |
|
California State, GO |
|
|
|
|
|
|
|
|
5.875%, 10/01/2041 |
|
|
510 |
|
|
|
549 |
|
California State, Health Facilities Financing Authority, Ser 2021A, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
125 |
|
|
|
100 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
6.582%, 05/15/2039 |
|
|
240 |
|
|
|
266 |
|
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
790 |
|
|
|
560 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
345 |
|
|
|
323 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
1,235 |
|
|
|
1,313 |
|
University of California Regents, Build America Project, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
|
605 |
|
|
|
688 |
|
University of California, Ser AD, RB |
|
|
|
|
|
|
|
|
4.858%, 05/15/2112 |
|
|
335 |
|
|
|
309 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,082 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
|
|
|
|
|
|
|
|
6.637%, 04/01/2057 |
|
|
270 |
|
|
|
304 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.1% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
545 |
|
|
|
581 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Maryland — 0.1% |
|
|
|
|
Maryland Economic Development, RB |
|
|
|
|
|
|
|
|
5.433%, 05/31/2056 |
|
|
240 |
|
|
|
244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.0% |
|
|
|
|
Massachusetts State, School Building Authority, Sub-Ser B, RB |
|
|
|
|
|
|
|
|
3.395%, 10/15/2040 |
|
|
240 |
|
|
|
205 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Missouri — 0.2% |
|
|
|
|
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
6.890%, 01/01/2042 |
|
$ |
600 |
|
|
$ |
686 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.0% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.414%, 01/01/2040 |
|
|
60 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.4% |
|
|
|
|
New York & New Jersey, Port Authority, Ser 174, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
350 |
|
|
|
317 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
|
840 |
|
|
|
879 |
|
5.508%, 08/01/2037 |
|
|
250 |
|
|
|
261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,457 |
|
| |
|
|
|
|
|
|
|
|
Texas — 0.4% |
|
|
|
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
530 |
|
|
|
549 |
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
490 |
|
|
|
578 |
|
Texas State, Private Activity Bond Surface Transportation, RB |
|
|
|
|
|
|
|
|
3.922%, 12/31/2049 |
|
|
355 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,428 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $12,728) ($ Thousands) |
|
|
|
|
|
|
12,060 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1% |
Tennessee Valley Authority |
|
|
|
|
|
|
|
|
5.250%, 09/15/2039 |
|
|
2,135 |
|
|
|
2,293 |
|
Tennessee Valley Authority, PO |
|
|
|
|
|
|
|
|
0.000%, 01/15/2038(B) |
|
|
3,700 |
|
|
|
2,010 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $4,401) ($ Thousands) |
|
|
4,303 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 0.8% |
| |
|
|
|
|
|
|
|
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
$ |
185 |
|
|
$ |
183 |
|
4.340%, 03/07/2042 |
|
|
235 |
|
|
|
212 |
|
3.860%, 06/21/2047 |
|
|
25 |
|
|
|
20 |
|
3.100%, 01/22/2061 |
|
|
25 |
|
|
|
16 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
100 |
|
|
|
74 |
|
3.375%, 01/15/2050 |
|
|
490 |
|
|
|
331 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 05/07/2054 |
|
|
383 |
|
|
|
378 |
|
6.350%, 02/09/2035 |
|
|
70 |
|
|
|
73 |
|
6.338%, 05/04/2053 |
|
|
459 |
|
|
|
450 |
|
5.750%, 10/12/2110 |
|
|
129 |
|
|
|
110 |
|
5.000%, 04/27/2051 |
|
|
745 |
|
|
|
618 |
|
4.400%, 02/12/2052 |
|
|
390 |
|
|
|
296 |
|
4.280%, 08/14/2041 |
|
|
134 |
|
|
|
108 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
3.550%, 06/09/2051(A) |
|
|
65 |
|
|
|
50 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 04/04/2053 |
|
|
75 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $3,322) ($ Thousands) |
|
|
2,996 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.3% |
Agency Mortgage-Backed Obligations — 0.3% |
|
|
|
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
34 |
|
|
|
35 |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
1.237%, 07/25/2037(C) |
|
|
9 |
|
|
|
1 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
4.875%, H15T1Y + 1.500%, 06/20/2032(C) |
|
|
17 |
|
|
|
17 |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
0.847%, 08/16/2038(C) |
|
|
3 |
|
|
|
– |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.937%, 01/16/2040(C) |
|
|
32 |
|
|
|
3 |
|
GNMA CMO, Ser 2011-70, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/20/2041(B) |
|
|
1,345 |
|
|
|
1,014 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,070 |
|
Non-Agency Mortgage-Backed Obligations — 0.0% |
|
|
|
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
6.252%, TSFR1M + 0.974%, 09/25/2034(C) |
|
|
8 |
|
|
|
7 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
6 |
|
|
|
5 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
3.902%, 12/25/2034(C) |
|
|
11 |
|
|
|
10 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |
|
|
|
|
|
|
|
|
6.052%, TSFR1M + 0.774%, 01/25/2045(C) |
|
$ |
19 |
|
|
$ |
19 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
41 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $97) ($ Thousands) |
|
|
|
|
|
|
1,111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 3.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
14,810,762 |
|
|
|
14,811 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $14,811) ($ Thousands) |
|
|
|
|
|
|
14,811 |
|
Total Investments in Securities — 101.8% |
|
|
|
|
|
|
|
|
(Cost $402,483) ($ Thousands) |
|
$ |
389,246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
22 |
|
|
|
Dec-2024 |
|
|
$ |
4,569 |
|
|
$ |
4,566 |
|
|
$ |
(3 |
) |
U.S. 5-Year Treasury Note |
|
|
157 |
|
|
|
Dec-2024 |
|
|
|
17,190 |
|
|
|
17,175 |
|
|
|
(15 |
) |
U.S. Ultra Long Treasury Bond |
|
|
142 |
|
|
|
Dec-2024 |
|
|
|
18,965 |
|
|
|
18,735 |
|
|
|
(230 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
16 |
|
|
|
Dec-2024 |
|
|
|
1,895 |
|
|
|
1,879 |
|
|
|
(16 |
) |
| |
|
|
|
|
|
|
|
|
|
|
42,619 |
|
|
|
42,355 |
|
|
|
(264 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(36) |
|
|
|
Dec-2024 |
|
|
$ |
(3,951 |
) |
|
$ |
(3,938 |
) |
|
$ |
13 |
|
U.S. Long Treasury Bond |
|
|
(63) |
|
|
|
Dec-2024 |
|
|
|
(7,816 |
) |
|
|
(7,757 |
) |
|
|
59 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(58) |
|
|
|
Dec-2024 |
|
|
|
(6,853 |
) |
|
|
(6,811 |
) |
|
|
42 |
|
| |
|
|
|
|
|
|
|
|
|
|
(18,620 |
) |
|
|
(18,506 |
) |
|
|
114 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
23,999 |
|
|
$ |
23,849 |
|
|
$ |
(150 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
Interest Rate Swap |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3.52% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
918 |
|
|
$ |
(23 |
) |
|
$ |
– |
|
|
$ |
(23 |
) |
|
Percentages are based on Net Assets of $382,303 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $16,639 ($ Thousands), representing 4.4% of the Net Assets of the Fund. |
(B) |
Zero coupon security. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
23,868 |
|
|
$ |
96,899 |
|
|
$ |
(105,956 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
14,811 |
|
|
$ |
83 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 87.4% |
Communication Services — 6.1% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.050%, 08/15/2050 |
|
$ |
2,229 |
|
|
$ |
1,356 |
|
1.900%, 08/15/2040 |
|
|
750 |
|
|
|
519 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
2,750 |
|
|
|
2,962 |
|
AT&T |
|
|
|
|
|
|
|
|
4.500%, 03/09/2048 |
|
|
2,150 |
|
|
|
1,854 |
|
4.300%, 12/15/2042 |
|
|
500 |
|
|
|
434 |
|
3.500%, 09/15/2053 |
|
|
3,417 |
|
|
|
2,431 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
580 |
|
|
|
576 |
|
6.484%, 10/23/2045 |
|
|
2,620 |
|
|
|
2,504 |
|
4.800%, 03/01/2050 |
|
|
1,480 |
|
|
|
1,126 |
|
Comcast |
|
|
|
|
|
|
|
|
6.500%, 11/15/2035 |
|
|
420 |
|
|
|
474 |
|
5.650%, 06/15/2035 |
|
|
3,580 |
|
|
|
3,793 |
|
4.600%, 08/15/2045 |
|
|
1,150 |
|
|
|
1,046 |
|
4.049%, 11/01/2052 |
|
|
5,368 |
|
|
|
4,361 |
|
4.000%, 03/01/2048 |
|
|
3,165 |
|
|
|
2,589 |
|
3.969%, 11/01/2047 |
|
|
7,280 |
|
|
|
5,940 |
|
3.900%, 03/01/2038 |
|
|
4,950 |
|
|
|
4,387 |
|
3.400%, 07/15/2046 |
|
|
2,665 |
|
|
|
2,015 |
|
2.987%, 11/01/2063 |
|
|
34,399 |
|
|
|
21,249 |
|
2.937%, 11/01/2056 |
|
|
37,875 |
|
|
|
24,092 |
|
2.887%, 11/01/2051 |
|
|
18,877 |
|
|
|
12,357 |
|
2.800%, 01/15/2051 |
|
|
345 |
|
|
|
223 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
2,585 |
|
|
|
2,556 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
1,680 |
|
|
|
1,791 |
|
5.600%, 05/15/2053 |
|
|
5,270 |
|
|
|
5,555 |
|
5.550%, 08/15/2064 |
|
|
6,040 |
|
|
|
6,187 |
|
5.400%, 08/15/2054 |
|
|
8,676 |
|
|
|
8,848 |
|
4.650%, 08/15/2062 |
|
|
1,185 |
|
|
|
1,065 |
|
4.450%, 08/15/2052 |
|
|
7,794 |
|
|
|
6,973 |
|
NBCUniversal Media LLC |
|
|
|
|
|
|
|
|
4.450%, 01/15/2043 |
|
|
1,177 |
|
|
|
1,056 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.591%, 04/03/2028 (A) |
|
|
2,360 |
|
|
|
2,138 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
680 |
|
|
|
678 |
|
4.375%, 03/15/2043 |
|
|
1,930 |
|
|
|
1,387 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
1,400 |
|
|
|
1,097 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (A) |
|
|
1,433 |
|
|
|
1,440 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
899 |
|
|
|
1,024 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
$ |
2,141 |
|
|
$ |
2,239 |
|
6.750%, 06/15/2039 |
|
|
945 |
|
|
|
940 |
|
5.500%, 09/01/2041 |
|
|
650 |
|
|
|
562 |
|
4.500%, 09/15/2042 |
|
|
1,000 |
|
|
|
758 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.500%, 01/15/2055 |
|
|
2,361 |
|
|
|
2,383 |
|
3.300%, 02/15/2051 |
|
|
500 |
|
|
|
353 |
|
3.000%, 02/15/2041 |
|
|
560 |
|
|
|
418 |
|
TWDC Enterprises 18 |
|
|
|
|
|
|
|
|
4.125%, 12/01/2041 |
|
|
1,530 |
|
|
|
1,351 |
|
TWDC Enterprises 18 MTN |
|
|
|
|
|
|
|
|
4.125%, 06/01/2044 |
|
|
1,854 |
|
|
|
1,607 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.250%, 03/16/2037 |
|
|
440 |
|
|
|
451 |
|
3.875%, 03/01/2052 |
|
|
2,984 |
|
|
|
2,380 |
|
3.700%, 03/22/2061 |
|
|
570 |
|
|
|
420 |
|
3.400%, 03/22/2041 |
|
|
2,265 |
|
|
|
1,805 |
|
2.650%, 11/20/2040 |
|
|
2,220 |
|
|
|
1,593 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
990 |
|
|
|
1,153 |
|
6.400%, 12/15/2035 |
|
|
2,043 |
|
|
|
2,318 |
|
3.600%, 01/13/2051 |
|
|
6,176 |
|
|
|
4,810 |
|
3.500%, 05/13/2040 |
|
|
7,420 |
|
|
|
6,150 |
|
2.750%, 09/01/2049 |
|
|
22,691 |
|
|
|
15,054 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.391%, 03/15/2062 |
|
|
3,604 |
|
|
|
2,706 |
|
5.141%, 03/15/2052 |
|
|
6,240 |
|
|
|
4,746 |
|
5.050%, 03/15/2042 |
|
|
1,435 |
|
|
|
1,150 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
193,430 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 3.8% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
2.500%, 02/10/2041 (A) |
|
|
870 |
|
|
|
597 |
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
735 |
|
|
|
638 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.050%, 08/22/2047 |
|
|
5,256 |
|
|
|
4,572 |
|
3.950%, 04/13/2052 |
|
|
8,266 |
|
|
|
6,964 |
|
3.875%, 08/22/2037 |
|
|
3,150 |
|
|
|
2,894 |
|
3.250%, 05/12/2061 |
|
|
12,556 |
|
|
|
8,787 |
|
3.100%, 05/12/2051 |
|
|
7,654 |
|
|
|
5,517 |
|
2.875%, 05/12/2041 |
|
|
975 |
|
|
|
757 |
|
2.700%, 06/03/2060 |
|
|
6,575 |
|
|
|
4,086 |
|
2.500%, 06/03/2050 |
|
|
8,948 |
|
|
|
5,735 |
|
Emory University |
|
|
|
|
|
|
|
|
2.969%, 09/01/2050 |
|
|
1,660 |
|
|
|
1,182 |
|
Georgetown University |
|
|
|
|
|
|
|
|
5.215%, 10/01/2118 |
|
|
1,171 |
|
|
|
1,138 |
|
4.315%, 04/01/2049 |
|
|
1,710 |
|
|
|
1,541 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.950%, 04/01/2041 |
|
|
3,030 |
|
|
|
3,339 |
|
5.400%, 06/25/2064 |
|
|
1,230 |
|
|
|
1,264 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.300%, 06/25/2054 |
|
$ |
2,565 |
|
|
$ |
2,618 |
|
4.950%, 06/25/2034 |
|
|
480 |
|
|
|
492 |
|
4.950%, 09/15/2052 |
|
|
1,350 |
|
|
|
1,307 |
|
4.500%, 12/06/2048 |
|
|
3,780 |
|
|
|
3,442 |
|
4.400%, 03/15/2045 |
|
|
5,635 |
|
|
|
5,115 |
|
4.250%, 04/01/2046 |
|
|
3,982 |
|
|
|
3,528 |
|
4.200%, 04/01/2043 |
|
|
1,825 |
|
|
|
1,621 |
|
3.900%, 06/15/2047 |
|
|
13,558 |
|
|
|
11,295 |
|
3.350%, 04/15/2050 |
|
|
4,680 |
|
|
|
3,500 |
|
3.300%, 04/15/2040 |
|
|
2,235 |
|
|
|
1,829 |
|
3.125%, 12/15/2049 |
|
|
2,230 |
|
|
|
1,601 |
|
2.750%, 09/15/2051 |
|
|
3,380 |
|
|
|
2,219 |
|
2.375%, 03/15/2051 |
|
|
5,984 |
|
|
|
3,643 |
|
Johns Hopkins University |
|
|
|
|
|
|
|
|
4.083%, 07/01/2053 |
|
|
2,000 |
|
|
|
1,764 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.750%, 07/01/2053 |
|
|
68 |
|
|
|
70 |
|
4.250%, 04/01/2052 |
|
|
550 |
|
|
|
451 |
|
3.700%, 04/15/2046 |
|
|
2,116 |
|
|
|
1,624 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
2,730 |
|
|
|
3,027 |
|
3.067%, 04/01/2052 |
|
|
2,540 |
|
|
|
1,881 |
|
2.294%, 07/01/2051 |
|
|
21 |
|
|
|
13 |
|
NIKE |
|
|
|
|
|
|
|
|
3.625%, 05/01/2043 |
|
|
1,295 |
|
|
|
1,080 |
|
3.250%, 03/27/2040 |
|
|
3,350 |
|
|
|
2,733 |
|
Northwestern University |
|
|
|
|
|
|
|
|
3.688%, 12/01/2038 |
|
|
2,070 |
|
|
|
1,852 |
|
Pomona College |
|
|
|
|
|
|
|
|
2.888%, 01/01/2051 |
|
|
1,240 |
|
|
|
866 |
|
President & Fellows of Harvard College |
|
|
|
|
|
|
|
|
3.745%, 11/15/2052 |
|
|
4,212 |
|
|
|
3,552 |
|
2.517%, 10/15/2050 |
|
|
1,395 |
|
|
|
929 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.350%, 03/12/2050 |
|
|
905 |
|
|
|
650 |
|
Trustees of Boston College |
|
|
|
|
|
|
|
|
3.042%, 07/01/2057 |
|
|
1,230 |
|
|
|
829 |
|
Trustees of Boston University |
|
|
|
|
|
|
|
|
4.061%, 10/01/2048 |
|
|
1,800 |
|
|
|
1,553 |
|
Trustees of Princeton University |
|
|
|
|
|
|
|
|
5.700%, 03/01/2039 |
|
|
1,154 |
|
|
|
1,301 |
|
University of Chicago |
|
|
|
|
|
|
|
|
2.761%, 04/01/2045 |
|
|
2,520 |
|
|
|
2,010 |
|
University of Southern California |
|
|
|
|
|
|
|
|
3.841%, 10/01/2047 |
|
|
1,310 |
|
|
|
1,114 |
|
3.028%, 10/01/2039 |
|
|
2,300 |
|
|
|
1,919 |
|
2.805%, 10/01/2050 |
|
|
925 |
|
|
|
644 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
121,083 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 5.9% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
10.200%, 02/06/2039 |
|
|
2,501 |
|
|
|
3,577 |
|
9.950%, 11/10/2038 |
|
|
850 |
|
|
|
1,202 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 05/02/2043 |
|
$ |
100 |
|
|
$ |
86 |
|
4.250%, 08/09/2042 |
|
|
575 |
|
|
|
483 |
|
3.875%, 09/16/2046 |
|
|
60 |
|
|
|
46 |
|
3.400%, 02/04/2041 |
|
|
433 |
|
|
|
328 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
48,168 |
|
|
|
46,245 |
|
4.700%, 02/01/2036 |
|
|
20,875 |
|
|
|
20,618 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.200%, 01/15/2039 |
|
|
1,445 |
|
|
|
1,908 |
|
8.000%, 11/15/2039 |
|
|
2,786 |
|
|
|
3,642 |
|
5.550%, 01/23/2049 |
|
|
7,070 |
|
|
|
7,409 |
|
5.000%, 06/15/2034 |
|
|
1,765 |
|
|
|
1,810 |
|
4.600%, 04/15/2048 |
|
|
947 |
|
|
|
877 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.758%, 09/06/2049 |
|
|
1,046 |
|
|
|
876 |
|
4.390%, 08/15/2037 |
|
|
1,125 |
|
|
|
1,003 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (A) |
|
|
650 |
|
|
|
708 |
|
Cargill |
|
|
|
|
|
|
|
|
4.375%, 04/22/2052 (A) |
|
|
2,490 |
|
|
|
2,200 |
|
Church & Dwight |
|
|
|
|
|
|
|
|
5.000%, 06/15/2052 |
|
|
227 |
|
|
|
220 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
5.400%, 05/13/2064 |
|
|
3,215 |
|
|
|
3,328 |
|
5.300%, 05/13/2054 |
|
|
655 |
|
|
|
680 |
|
5.200%, 01/14/2055 |
|
|
7,930 |
|
|
|
8,080 |
|
2.500%, 03/15/2051 |
|
|
2,085 |
|
|
|
1,332 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.750%, 05/01/2050 |
|
|
430 |
|
|
|
333 |
|
CSL Finance PLC |
|
|
|
|
|
|
|
|
5.106%, 04/03/2034 (A) |
|
|
1,345 |
|
|
|
1,374 |
|
4.950%, 04/27/2062 (A) |
|
|
310 |
|
|
|
286 |
|
4.750%, 04/27/2052 (A) |
|
|
3,089 |
|
|
|
2,834 |
|
4.625%, 04/27/2042 (A) |
|
|
320 |
|
|
|
296 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
1,105 |
|
|
|
740 |
|
Estee Lauder |
|
|
|
|
|
|
|
|
3.125%, 12/01/2049 |
|
|
2,560 |
|
|
|
1,810 |
|
Ford Foundation |
|
|
|
|
|
|
|
|
2.815%, 06/01/2070 |
|
|
905 |
|
|
|
564 |
|
Hormel Foods |
|
|
|
|
|
|
|
|
3.050%, 06/03/2051 |
|
|
1,305 |
|
|
|
915 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
4,100 |
|
|
|
4,706 |
|
6.500%, 12/01/2052 |
|
|
3,765 |
|
|
|
3,966 |
|
4.375%, 02/02/2052 |
|
|
2,425 |
|
|
|
1,905 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
600 |
|
|
|
605 |
|
5.050%, 03/22/2053 |
|
|
1,780 |
|
|
|
1,773 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
5.300%, 03/01/2041 |
|
|
1,315 |
|
|
|
1,353 |
|
3.900%, 05/04/2047 |
|
|
1,670 |
|
|
|
1,391 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
7.125%, 08/01/2039 (A) |
|
$ |
1,160 |
|
|
$ |
1,364 |
|
Kroger |
|
|
|
|
|
|
|
|
5.650%, 09/15/2064 |
|
|
555 |
|
|
|
542 |
|
5.500%, 09/15/2054 |
|
|
480 |
|
|
|
471 |
|
Mars |
|
|
|
|
|
|
|
|
3.950%, 04/01/2049 (A) |
|
|
2,280 |
|
|
|
1,863 |
|
Nestle Capital |
|
|
|
|
|
|
|
|
5.100%, 03/12/2054 (A) |
|
|
1,845 |
|
|
|
1,870 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.900%, 09/24/2038 (A) |
|
|
1,640 |
|
|
|
1,495 |
|
PepsiCo |
|
|
|
|
|
|
|
|
5.250%, 07/17/2054 |
|
|
3,520 |
|
|
|
3,651 |
|
4.650%, 02/15/2053 |
|
|
2,834 |
|
|
|
2,677 |
|
4.200%, 07/18/2052 |
|
|
925 |
|
|
|
810 |
|
3.450%, 10/06/2046 |
|
|
6,055 |
|
|
|
4,770 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.875%, 11/15/2043 |
|
|
3,640 |
|
|
|
3,424 |
|
4.500%, 03/20/2042 |
|
|
5,750 |
|
|
|
5,207 |
|
4.125%, 03/04/2043 |
|
|
586 |
|
|
|
498 |
|
3.875%, 08/21/2042 |
|
|
970 |
|
|
|
803 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
2,390 |
|
|
|
2,795 |
|
5.850%, 08/15/2045 |
|
|
470 |
|
|
|
460 |
|
Rockefeller Foundation |
|
|
|
|
|
|
|
|
2.492%, 10/01/2050 |
|
|
2,975 |
|
|
|
1,949 |
|
Solventum |
|
|
|
|
|
|
|
|
5.900%, 04/30/2054 (A) |
|
|
390 |
|
|
|
395 |
|
Sutter Health |
|
|
|
|
|
|
|
|
5.547%, 08/15/2053 |
|
|
1,478 |
|
|
|
1,577 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
5.650%, 07/05/2054 |
|
|
500 |
|
|
|
511 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
5,705 |
|
|
|
3,909 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 09/09/2052 |
|
|
1,935 |
|
|
|
1,824 |
|
4.500%, 04/15/2053 |
|
|
4,319 |
|
|
|
4,064 |
|
2.650%, 09/22/2051 |
|
|
4,940 |
|
|
|
3,299 |
|
2.500%, 09/22/2041 |
|
|
3,736 |
|
|
|
2,729 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
184,466 |
|
| |
|
|
|
|
|
|
|
|
Energy — 5.6% |
|
|
|
|
BG Energy Capital PLC |
|
|
|
|
|
|
|
|
5.125%, 10/15/2041 (A) |
|
|
1,600 |
|
|
|
1,543 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
4.812%, 02/13/2033 |
|
|
5,385 |
|
|
|
5,386 |
|
3.379%, 02/08/2061 |
|
|
12,751 |
|
|
|
8,828 |
|
3.060%, 06/17/2041 |
|
|
2,295 |
|
|
|
1,749 |
|
3.001%, 03/17/2052 |
|
|
170 |
|
|
|
115 |
|
3.000%, 02/24/2050 |
|
|
772 |
|
|
|
528 |
|
2.939%, 06/04/2051 |
|
|
3,185 |
|
|
|
2,136 |
|
2.772%, 11/10/2050 |
|
|
4,452 |
|
|
|
2,891 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cenovus Energy |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 |
|
$ |
245 |
|
|
$ |
274 |
|
Chevron USA |
|
|
|
|
|
|
|
|
2.343%, 08/12/2050 |
|
|
1,685 |
|
|
|
1,033 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.700%, 09/15/2063 |
|
|
995 |
|
|
|
1,039 |
|
5.550%, 03/15/2054 |
|
|
925 |
|
|
|
951 |
|
5.300%, 05/15/2053 |
|
|
375 |
|
|
|
373 |
|
4.300%, 11/15/2044 |
|
|
3,730 |
|
|
|
3,275 |
|
4.025%, 03/15/2062 |
|
|
14,384 |
|
|
|
11,373 |
|
3.800%, 03/15/2052 |
|
|
2,075 |
|
|
|
1,641 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
520 |
|
|
|
603 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
5.750%, 04/18/2054 |
|
|
1,516 |
|
|
|
1,517 |
|
4.400%, 03/24/2051 |
|
|
500 |
|
|
|
414 |
|
4.250%, 03/15/2052 |
|
|
2,685 |
|
|
|
2,153 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
925 |
|
|
|
1,050 |
|
Energy Transfer LP |
|
|
|
|
|
|
|
|
6.050%, 06/01/2041 |
|
|
2,225 |
|
|
|
2,271 |
|
5.400%, 10/01/2047 |
|
|
1,322 |
|
|
|
1,236 |
|
5.300%, 04/15/2047 |
|
|
190 |
|
|
|
176 |
|
5.150%, 03/15/2045 |
|
|
3,300 |
|
|
|
3,020 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.950%, 05/15/2054 (A) |
|
|
220 |
|
|
|
226 |
|
5.700%, 10/01/2040 (A) |
|
|
2,285 |
|
|
|
2,251 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
2,000 |
|
|
|
2,451 |
|
6.125%, 10/15/2039 |
|
|
1,335 |
|
|
|
1,455 |
|
5.950%, 02/01/2041 |
|
|
166 |
|
|
|
177 |
|
5.550%, 02/16/2055 |
|
|
9,487 |
|
|
|
9,653 |
|
4.900%, 05/15/2046 |
|
|
6,855 |
|
|
|
6,416 |
|
4.850%, 08/15/2042 |
|
|
4,205 |
|
|
|
3,952 |
|
4.850%, 03/15/2044 |
|
|
1,425 |
|
|
|
1,333 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
1,600 |
|
|
|
1,517 |
|
Equinor |
|
|
|
|
|
|
|
|
5.100%, 08/17/2040 |
|
|
2,335 |
|
|
|
2,336 |
|
4.800%, 11/08/2043 |
|
|
899 |
|
|
|
867 |
|
3.700%, 04/06/2050 |
|
|
3,785 |
|
|
|
3,003 |
|
3.625%, 04/06/2040 |
|
|
2,620 |
|
|
|
2,206 |
|
3.250%, 11/18/2049 |
|
|
1,889 |
|
|
|
1,385 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
4,973 |
|
|
|
4,410 |
|
4.227%, 03/19/2040 |
|
|
3,535 |
|
|
|
3,247 |
|
4.114%, 03/01/2046 |
|
|
1,010 |
|
|
|
880 |
|
3.452%, 04/15/2051 |
|
|
14,677 |
|
|
|
11,160 |
|
3.095%, 08/16/2049 |
|
|
790 |
|
|
|
568 |
|
Greensaif Pipelines Bidco Sarl |
|
|
|
|
|
|
|
|
6.103%, 08/23/2042 (A) |
|
|
1,100 |
|
|
|
1,129 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
3,100 |
|
|
|
3,291 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.600%, 02/15/2041 |
|
$ |
2,555 |
|
|
$ |
2,613 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
5.000%, 09/15/2054 |
|
|
300 |
|
|
|
263 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
1,530 |
|
|
|
1,261 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
4.300%, 08/15/2039 |
|
|
462 |
|
|
|
392 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
5.750%, 07/17/2054 (A) |
|
|
1,955 |
|
|
|
1,961 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
4,521 |
|
|
|
5,162 |
|
4.550%, 08/12/2043 |
|
|
1,840 |
|
|
|
1,722 |
|
4.375%, 05/11/2045 |
|
|
10,530 |
|
|
|
9,389 |
|
4.000%, 05/10/2046 |
|
|
1,580 |
|
|
|
1,325 |
|
3.750%, 09/12/2046 |
|
|
6,994 |
|
|
|
5,630 |
|
3.625%, 08/21/2042 |
|
|
1,150 |
|
|
|
943 |
|
3.250%, 04/06/2050 |
|
|
165 |
|
|
|
120 |
|
3.000%, 11/26/2051 |
|
|
3,147 |
|
|
|
2,155 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
5.950%, 12/01/2034 |
|
|
1,453 |
|
|
|
1,538 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,020 |
|
|
|
2,377 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
5.638%, 04/05/2064 |
|
|
3,880 |
|
|
|
4,029 |
|
5.488%, 04/05/2054 |
|
|
1,270 |
|
|
|
1,310 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
480 |
|
|
|
338 |
|
3.127%, 05/29/2050 |
|
|
13,670 |
|
|
|
9,721 |
|
2.986%, 06/29/2041 |
|
|
1,380 |
|
|
|
1,046 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
5.600%, 03/31/2034 |
|
|
835 |
|
|
|
869 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/04/2044 |
|
|
1,000 |
|
|
|
973 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
174,625 |
|
| |
|
|
|
|
|
|
|
|
Financials — 20.0% |
|
|
|
|
AIA Group MTN |
|
|
|
|
|
|
|
|
4.875%, 03/11/2044 (A) |
|
|
3,372 |
|
|
|
3,236 |
|
AIB Group PLC MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (A)(B) |
|
|
445 |
|
|
|
460 |
|
Alleghany |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 |
|
|
1,385 |
|
|
|
1,336 |
|
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
|
528 |
|
|
|
474 |
|
American Express |
|
|
|
|
|
|
|
|
5.284%, SOFRRATE + 1.420%, 07/26/2035 (B) |
|
|
1,620 |
|
|
|
1,655 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
205 |
|
|
|
191 |
|
Aon Corp / Aon Global Holdings PLC |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
1,035 |
|
|
|
807 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Apollo Global Management |
|
|
|
|
|
|
|
|
5.800%, 05/21/2054 |
|
$ |
2,380 |
|
|
$ |
2,449 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
5.750%, 03/02/2053 |
|
|
380 |
|
|
|
385 |
|
Athene Holding |
|
|
|
|
|
|
|
|
6.650%, 02/01/2033 |
|
|
285 |
|
|
|
310 |
|
Bank of America |
|
|
|
|
|
|
|
|
7.750%, 05/14/2038 |
|
|
2,140 |
|
|
|
2,656 |
|
6.000%, 10/15/2036 |
|
|
3,780 |
|
|
|
4,107 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
3,095 |
|
|
|
3,289 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
11,180 |
|
|
|
11,572 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
2,855 |
|
|
|
2,793 |
|
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
|
|
20,144 |
|
|
|
15,885 |
|
2.651%, SOFRRATE + 1.220%, 03/11/2032 (B) |
|
|
5,145 |
|
|
|
4,514 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
1,250 |
|
|
|
1,081 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
1,935 |
|
|
|
2,113 |
|
5.425%, SOFRRATE + 1.913%, 08/15/2035 (B) |
|
|
3,735 |
|
|
|
3,743 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
6,145 |
|
|
|
5,172 |
|
4.078%, TSFR3M + 1.582%, 04/23/2040 (B) |
|
|
5,755 |
|
|
|
5,142 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
5,555 |
|
|
|
4,897 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
|
|
30,773 |
|
|
|
22,490 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.400%, 05/15/2042 |
|
|
1,180 |
|
|
|
1,133 |
|
4.300%, 05/15/2043 |
|
|
1,525 |
|
|
|
1,408 |
|
4.200%, 08/15/2048 |
|
|
1,575 |
|
|
|
1,413 |
|
3.850%, 03/15/2052 |
|
|
6,200 |
|
|
|
5,103 |
|
2.850%, 10/15/2050 |
|
|
5,086 |
|
|
|
3,493 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.350%, 01/08/2055 |
|
|
4,070 |
|
|
|
4,176 |
|
5.250%, 03/14/2054 |
|
|
3,270 |
|
|
|
3,316 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
|
1,802 |
|
|
|
1,939 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
|
7,965 |
|
|
|
8,388 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
1,055 |
|
|
|
1,135 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
5.884%, SOFRRATE + 1.990%, 07/26/2035 (B) |
|
|
720 |
|
|
|
739 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
2,262 |
|
|
|
2,238 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Chubb INA Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
$ |
4,870 |
|
|
$ |
5,652 |
|
4.350%, 11/03/2045 |
|
|
2,915 |
|
|
|
2,617 |
|
3.050%, 12/15/2061 |
|
|
3,090 |
|
|
|
2,054 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.125%, 11/01/2034 |
|
|
1,853 |
|
|
|
1,980 |
|
Citibank |
|
|
|
|
|
|
|
|
5.570%, 04/30/2034 |
|
|
2,790 |
|
|
|
2,931 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
4,620 |
|
|
|
6,012 |
|
6.125%, 08/25/2036 |
|
|
455 |
|
|
|
484 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
2,015 |
|
|
|
2,071 |
|
5.449%, SOFRRATE + 1.447%, 06/11/2035 (B) |
|
|
2,705 |
|
|
|
2,780 |
|
5.316%, SOFRRATE + 4.548%, 03/26/2041 (B) |
|
|
4,915 |
|
|
|
4,901 |
|
4.650%, 07/30/2045 |
|
|
1,539 |
|
|
|
1,409 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
|
|
6,550 |
|
|
|
5,633 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
|
|
3,630 |
|
|
|
3,167 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
|
|
3,665 |
|
|
|
2,666 |
|
Citigroup Capital III |
|
|
|
|
|
|
|
|
7.625%, 12/01/2036 |
|
|
890 |
|
|
|
947 |
|
CME Group |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
1,634 |
|
|
|
1,438 |
|
Corestates Capital III |
|
|
|
|
|
|
|
|
5.950%, TSFR3M + 0.832%, 02/15/2027 (A)(B) |
|
|
375 |
|
|
|
367 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
800 |
|
|
|
787 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(B) |
|
|
2,890 |
|
|
|
2,703 |
|
Global Payments |
|
|
|
|
|
|
|
|
5.950%, 08/15/2052 |
|
|
705 |
|
|
|
717 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
5,030 |
|
|
|
5,461 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.450%, 05/01/2036 |
|
|
1,115 |
|
|
|
1,231 |
|
6.250%, 02/01/2041 |
|
|
4,014 |
|
|
|
4,480 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
|
|
14,505 |
|
|
|
13,401 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
|
|
7,165 |
|
|
|
6,347 |
|
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
|
|
1,450 |
|
|
|
1,148 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
2,700 |
|
|
|
2,088 |
|
3.102%, SOFRRATE + 1.410%, 02/24/2033 (B) |
|
|
1,480 |
|
|
|
1,309 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
$ |
4,300 |
|
|
$ |
3,171 |
|
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B) |
|
|
1,630 |
|
|
|
1,370 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
4,973 |
|
|
|
4,725 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
1,155 |
|
|
|
1,064 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,597 |
|
|
|
8,882 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
3,219 |
|
|
|
3,540 |
|
6.500%, 09/15/2037 |
|
|
4,820 |
|
|
|
5,215 |
|
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B) |
|
|
3,035 |
|
|
|
3,321 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
2,918 |
|
|
|
2,853 |
|
3.000%, 06/15/2050 |
|
|
1,175 |
|
|
|
828 |
|
JAB Holdings BV |
|
|
|
|
|
|
|
|
4.500%, 04/08/2052 (A) |
|
|
1,270 |
|
|
|
982 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
4.000%, 11/23/2051 |
|
|
495 |
|
|
|
361 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
605 |
|
|
|
731 |
|
6.400%, 05/15/2038 |
|
|
5,484 |
|
|
|
6,347 |
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
|
|
2,330 |
|
|
|
2,554 |
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
|
|
2,105 |
|
|
|
2,236 |
|
5.600%, 07/15/2041 |
|
|
2,670 |
|
|
|
2,852 |
|
5.500%, 10/15/2040 |
|
|
2,695 |
|
|
|
2,841 |
|
5.400%, 01/06/2042 |
|
|
2,814 |
|
|
|
2,941 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
|
|
7,675 |
|
|
|
7,904 |
|
5.294%, SOFRRATE + 1.460%, 07/22/2035 (B) |
|
|
3,015 |
|
|
|
3,094 |
|
4.032%, TSFR3M + 1.722%, 07/24/2048 (B) |
|
|
1,310 |
|
|
|
1,112 |
|
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
|
|
9,035 |
|
|
|
7,568 |
|
3.897%, TSFR3M + 1.482%, 01/23/2049 (B) |
|
|
6,195 |
|
|
|
5,157 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
19,125 |
|
|
|
17,062 |
|
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B) |
|
|
9,968 |
|
|
|
7,429 |
|
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
|
|
2,220 |
|
|
|
1,733 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
190 |
|
|
|
137 |
|
3.109%, TSFR3M + 2.460%, 04/22/2041 (B) |
|
|
420 |
|
|
|
328 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
3,260 |
|
|
|
2,819 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.525%, TSFR3M + 1.510%, 11/19/2041 (B) |
|
$ |
4,265 |
|
|
$ |
3,065 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
1,478 |
|
|
|
1,462 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
3,347 |
|
|
|
3,143 |
|
KKR Group Finance VIII LLC |
|
|
|
|
|
|
|
|
3.500%, 08/25/2050 (A) |
|
|
443 |
|
|
|
322 |
|
KKR Group Finance X LLC |
|
|
|
|
|
|
|
|
3.250%, 12/15/2051 (A) |
|
|
830 |
|
|
|
569 |
|
LSEGA Financing PLC |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
4,214 |
|
|
|
3,283 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
6.250%, 11/01/2052 |
|
|
3,030 |
|
|
|
3,464 |
|
5.700%, 09/15/2053 |
|
|
1,890 |
|
|
|
2,009 |
|
5.450%, 03/15/2053 |
|
|
530 |
|
|
|
542 |
|
5.450%, 03/15/2054 |
|
|
195 |
|
|
|
200 |
|
4.900%, 03/15/2049 |
|
|
3,467 |
|
|
|
3,283 |
|
4.350%, 01/30/2047 |
|
|
1,300 |
|
|
|
1,134 |
|
4.200%, 03/01/2048 |
|
|
3,890 |
|
|
|
3,331 |
|
2.900%, 12/15/2051 |
|
|
1,175 |
|
|
|
778 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
4.900%, 04/01/2077 (A) |
|
|
2,690 |
|
|
|
2,353 |
|
3.729%, 10/15/2070 (A) |
|
|
3,205 |
|
|
|
2,259 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.950%, 02/26/2048 |
|
|
1,230 |
|
|
|
1,051 |
|
3.850%, 03/26/2050 |
|
|
7,426 |
|
|
|
6,165 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
1,675 |
|
|
|
1,788 |
|
5.700%, 06/15/2035 |
|
|
4,239 |
|
|
|
4,542 |
|
5.250%, 01/15/2054 |
|
|
2,445 |
|
|
|
2,453 |
|
5.000%, 07/15/2052 |
|
|
5,010 |
|
|
|
4,825 |
|
4.875%, 11/13/2043 |
|
|
3,080 |
|
|
|
2,931 |
|
4.721%, 12/15/2044 |
|
|
3,450 |
|
|
|
3,171 |
|
4.125%, 08/13/2042 |
|
|
2,370 |
|
|
|
2,057 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
2,216 |
|
|
|
2,080 |
|
3.250%, 05/20/2050 |
|
|
420 |
|
|
|
300 |
|
2.750%, 08/19/2041 |
|
|
250 |
|
|
|
181 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
520 |
|
|
|
539 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
2,160 |
|
|
|
2,226 |
|
5.320%, SOFRRATE + 1.555%, 07/19/2035 (B) |
|
|
1,640 |
|
|
|
1,675 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B) |
|
|
190 |
|
|
|
188 |
|
4.457%, TSFR3M + 1.693%, 04/22/2039 (B) |
|
|
3,743 |
|
|
|
3,512 |
|
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B) |
|
|
5,550 |
|
|
|
4,352 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
|
$ |
900 |
|
|
$ |
952 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
885 |
|
|
|
900 |
|
4.375%, 01/22/2047 |
|
|
125 |
|
|
|
112 |
|
4.300%, 01/27/2045 |
|
|
7,550 |
|
|
|
6,772 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
|
|
8,585 |
|
|
|
7,651 |
|
2.943%, SOFRRATE + 1.290%, 01/21/2033 (B) |
|
|
5,750 |
|
|
|
5,057 |
|
2.802%, SOFRRATE + 1.430%, 01/25/2052 (B) |
|
|
780 |
|
|
|
523 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
545 |
|
|
|
467 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
1,965 |
|
|
|
1,663 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.950%, 08/15/2053 |
|
|
885 |
|
|
|
948 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,820 |
|
|
|
2,422 |
|
4.350%, 04/30/2050 (A) |
|
|
1,795 |
|
|
|
1,422 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
3,040 |
|
|
|
3,521 |
|
5.875%, 05/15/2033 (A) |
|
|
4,024 |
|
|
|
4,281 |
|
3.750%, 05/15/2050 (A) |
|
|
1,960 |
|
|
|
1,522 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.850%, 09/30/2047 (A) |
|
|
450 |
|
|
|
357 |
|
3.625%, 09/30/2059 (A) |
|
|
5,902 |
|
|
|
4,273 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, SOFRRATE + 2.796%, 10/24/2067 (A)(B) |
|
|
1,350 |
|
|
|
1,094 |
|
Pacific LifeCorp |
|
|
|
|
|
|
|
|
3.350%, 09/15/2050 (A) |
|
|
312 |
|
|
|
222 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
5.500%, 06/01/2054 |
|
|
1,165 |
|
|
|
1,191 |
|
3.250%, 06/01/2050 |
|
|
2,000 |
|
|
|
1,442 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
525 |
|
|
|
591 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B) |
|
|
1,535 |
|
|
|
1,633 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
100 |
|
|
|
104 |
|
5.401%, SOFRRATE + 1.599%, 07/23/2035 (B) |
|
|
3,310 |
|
|
|
3,390 |
|
Progressive |
|
|
|
|
|
|
|
|
3.700%, 03/15/2052 |
|
|
4,525 |
|
|
|
3,553 |
|
Prologis Targeted US Logistics Fund LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2035 (A) |
|
|
1,650 |
|
|
|
1,665 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
4,878 |
|
|
|
5,206 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
1,164 |
|
|
|
1,098 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 04/01/2051 |
|
$ |
2,669 |
|
|
$ |
2,056 |
|
S&P Global |
|
|
|
|
|
|
|
|
3.900%, 03/01/2062 |
|
|
550 |
|
|
|
437 |
|
3.700%, 03/01/2052 |
|
|
2,235 |
|
|
|
1,784 |
|
3.250%, 12/01/2049 |
|
|
2,331 |
|
|
|
1,729 |
|
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
|
2,921 |
|
|
|
2,599 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (A) |
|
|
1,760 |
|
|
|
1,829 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 (A) |
|
|
4,475 |
|
|
|
4,189 |
|
4.270%, 05/15/2047 (A) |
|
|
2,793 |
|
|
|
2,367 |
|
3.300%, 05/15/2050 (A) |
|
|
4,555 |
|
|
|
3,241 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
5,250 |
|
|
|
5,490 |
|
5.350%, 11/01/2040 |
|
|
1,565 |
|
|
|
1,603 |
|
4.600%, 08/01/2043 |
|
|
3,835 |
|
|
|
3,590 |
|
4.100%, 03/04/2049 |
|
|
3,853 |
|
|
|
3,293 |
|
4.050%, 03/07/2048 |
|
|
1,300 |
|
|
|
1,108 |
|
Travelers MTN |
|
|
|
|
|
|
|
|
6.250%, 06/15/2037 |
|
|
1,205 |
|
|
|
1,356 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
|
|
1,700 |
|
|
|
1,776 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
6,490 |
|
|
|
6,722 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
|
|
1,985 |
|
|
|
1,974 |
|
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
|
|
3,105 |
|
|
|
3,003 |
|
UBS |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 |
|
|
2,245 |
|
|
|
2,064 |
|
UBS Group |
|
|
|
|
|
|
|
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
|
|
2,590 |
|
|
|
2,686 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
1,485 |
|
|
|
1,560 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
2,895 |
|
|
|
3,012 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
2,885 |
|
|
|
2,836 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
8,035 |
|
|
|
7,285 |
|
2.700%, 04/15/2040 |
|
|
700 |
|
|
|
536 |
|
2.000%, 08/15/2050 |
|
|
5,410 |
|
|
|
3,233 |
|
WEA Finance LLC |
|
|
|
|
|
|
|
|
4.625%, 09/20/2048 (A) |
|
|
2,000 |
|
|
|
1,610 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
695 |
|
|
|
796 |
|
6.600%, 01/15/2038 |
|
|
9,765 |
|
|
|
11,101 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
1,770 |
|
|
|
1,949 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.950%, 08/26/2036 |
|
$ |
5,460 |
|
|
$ |
5,862 |
|
5.950%, 12/15/2036 |
|
|
1,002 |
|
|
|
1,038 |
|
5.850%, 02/01/2037 |
|
|
8,552 |
|
|
|
9,061 |
|
5.606%, 01/15/2044 |
|
|
436 |
|
|
|
442 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
6,160 |
|
|
|
6,357 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
2,210 |
|
|
|
2,265 |
|
3.900%, 05/01/2045 |
|
|
3,324 |
|
|
|
2,767 |
|
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
|
|
3,030 |
|
|
|
2,316 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
1,425 |
|
|
|
1,471 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
13,557 |
|
|
|
12,990 |
|
4.900%, 11/17/2045 |
|
|
1,645 |
|
|
|
1,507 |
|
4.750%, 12/07/2046 |
|
|
4,760 |
|
|
|
4,257 |
|
4.650%, 11/04/2044 |
|
|
2,450 |
|
|
|
2,185 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
4,680 |
|
|
|
4,239 |
|
4.400%, 06/14/2046 |
|
|
5,865 |
|
|
|
4,988 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,045 |
|
|
|
2,740 |
|
Western & Southern Life Insurance |
|
|
|
|
|
|
|
|
3.750%, 04/28/2061 (A) |
|
|
695 |
|
|
|
489 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,405 |
|
|
|
2,342 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
628,571 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 13.8% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
5.300%, 05/27/2040 |
|
|
1,520 |
|
|
|
1,605 |
|
4.900%, 11/30/2046 |
|
|
7,238 |
|
|
|
7,165 |
|
4.750%, 11/30/2036 |
|
|
500 |
|
|
|
506 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
3,705 |
|
|
|
3,847 |
|
5.400%, 03/15/2054 |
|
|
11,129 |
|
|
|
11,533 |
|
5.350%, 03/15/2044 |
|
|
780 |
|
|
|
804 |
|
5.050%, 03/15/2034 |
|
|
860 |
|
|
|
886 |
|
4.850%, 06/15/2044 |
|
|
225 |
|
|
|
217 |
|
4.750%, 03/15/2045 |
|
|
6,770 |
|
|
|
6,428 |
|
4.700%, 05/14/2045 |
|
|
4,034 |
|
|
|
3,792 |
|
4.400%, 11/06/2042 |
|
|
635 |
|
|
|
583 |
|
4.250%, 11/21/2049 |
|
|
20,261 |
|
|
|
17,666 |
|
4.050%, 11/21/2039 |
|
|
2,250 |
|
|
|
2,038 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
1,717 |
|
|
|
1,537 |
|
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
|
780 |
|
|
|
637 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.800%, 09/23/2049 (A) |
|
|
1,070 |
|
|
|
846 |
|
Allina Health System |
|
|
|
|
|
|
|
|
4.805%, 11/15/2045 |
|
|
1,666 |
|
|
|
1,569 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.887%, 04/15/2049 |
|
$ |
1,454 |
|
|
$ |
1,198 |
|
Amgen |
|
|
|
|
|
|
|
|
5.750%, 03/02/2063 |
|
|
1,055 |
|
|
|
1,082 |
|
5.600%, 03/02/2043 |
|
|
855 |
|
|
|
874 |
|
4.875%, 03/01/2053 |
|
|
480 |
|
|
|
441 |
|
4.400%, 05/01/2045 |
|
|
165 |
|
|
|
144 |
|
Ascension Health |
|
|
|
|
|
|
|
|
4.847%, 11/15/2053 |
|
|
520 |
|
|
|
510 |
|
3.945%, 11/15/2046 |
|
|
1,291 |
|
|
|
1,104 |
|
3.106%, 11/15/2039 |
|
|
3,150 |
|
|
|
2,563 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
4,349 |
|
|
|
5,012 |
|
4.375%, 11/16/2045 |
|
|
3,734 |
|
|
|
3,403 |
|
3.000%, 05/28/2051 |
|
|
1,873 |
|
|
|
1,319 |
|
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
|
1,781 |
|
|
|
1,339 |
|
Baptist Health South Florida |
|
|
|
|
|
|
|
|
4.342%, 11/15/2041 |
|
|
610 |
|
|
|
546 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.700%, 07/15/2064 (A) |
|
|
2,130 |
|
|
|
1,650 |
|
4.625%, 06/25/2038 (A) |
|
|
645 |
|
|
|
572 |
|
4.400%, 07/15/2044 (A) |
|
|
1,585 |
|
|
|
1,268 |
|
3.950%, 04/15/2045 (A) |
|
|
2,680 |
|
|
|
1,981 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
1,700 |
|
|
|
1,526 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.205%, 06/01/2050 |
|
|
1,100 |
|
|
|
786 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
6.400%, 11/15/2063 |
|
|
2,955 |
|
|
|
3,384 |
|
5.650%, 02/22/2064 |
|
|
705 |
|
|
|
727 |
|
5.550%, 02/22/2054 |
|
|
6,805 |
|
|
|
7,025 |
|
4.550%, 02/20/2048 |
|
|
1,614 |
|
|
|
1,451 |
|
4.250%, 10/26/2049 |
|
|
12,889 |
|
|
|
11,012 |
|
3.900%, 03/15/2062 |
|
|
1,910 |
|
|
|
1,457 |
|
3.700%, 03/15/2052 |
|
|
7,449 |
|
|
|
5,712 |
|
3.550%, 03/15/2042 |
|
|
5,395 |
|
|
|
4,402 |
|
Carilion Clinic Obligated Group |
|
|
|
|
|
|
|
|
3.147%, 07/01/2051 |
|
|
535 |
|
|
|
374 |
|
Children's Health Care |
|
|
|
|
|
|
|
|
3.448%, 08/15/2049 |
|
|
815 |
|
|
|
611 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
1,180 |
|
|
|
802 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.800%, 08/15/2038 |
|
|
1,300 |
|
|
|
1,247 |
|
3.875%, 10/15/2047 |
|
|
1,200 |
|
|
|
939 |
|
City of Hope |
|
|
|
|
|
|
|
|
5.623%, 11/15/2043 |
|
|
920 |
|
|
|
924 |
|
Cleveland Clinic Foundation |
|
|
|
|
|
|
|
|
4.858%, 01/01/2114 |
|
|
1,223 |
|
|
|
1,142 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.187%, 10/01/2049 |
|
|
805 |
|
|
|
674 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.050%, 06/01/2054 |
|
|
1,110 |
|
|
|
1,119 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.875%, 06/01/2053 |
|
$ |
425 |
|
|
$ |
419 |
|
5.050%, 03/25/2048 |
|
|
5,989 |
|
|
|
5,309 |
|
4.780%, 03/25/2038 |
|
|
2,585 |
|
|
|
2,375 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
1,315 |
|
|
|
876 |
|
Elevance Health |
|
|
|
|
|
|
|
|
6.100%, 10/15/2052 |
|
|
350 |
|
|
|
381 |
|
5.650%, 06/15/2054 |
|
|
2,206 |
|
|
|
2,265 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.200%, 08/14/2064 |
|
|
3,201 |
|
|
|
3,242 |
|
5.100%, 02/09/2064 |
|
|
8,107 |
|
|
|
8,088 |
|
5.050%, 08/14/2054 |
|
|
3,920 |
|
|
|
3,935 |
|
5.000%, 02/09/2054 |
|
|
4,100 |
|
|
|
4,083 |
|
4.950%, 02/27/2063 |
|
|
4,639 |
|
|
|
4,527 |
|
4.875%, 02/27/2053 |
|
|
3,600 |
|
|
|
3,526 |
|
3.950%, 03/15/2049 |
|
|
2,925 |
|
|
|
2,490 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
6.377%, 11/22/2052 |
|
|
430 |
|
|
|
490 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.800%, 04/01/2044 |
|
|
750 |
|
|
|
704 |
|
4.500%, 02/01/2045 |
|
|
2,155 |
|
|
|
1,934 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
|
5,519 |
|
|
|
6,321 |
|
HCA |
|
|
|
|
|
|
|
|
5.250%, 06/15/2049 |
|
|
610 |
|
|
|
566 |
|
Health Care Service A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
5.875%, 06/15/2054 (A) |
|
|
3,818 |
|
|
|
3,932 |
|
3.200%, 06/01/2050 (A) |
|
|
3,435 |
|
|
|
2,328 |
|
Hoag Memorial Hospital Presbyterian |
|
|
|
|
|
|
|
|
3.803%, 07/15/2052 |
|
|
1,385 |
|
|
|
1,141 |
|
Humana |
|
|
|
|
|
|
|
|
8.150%, 06/15/2038 |
|
|
1,510 |
|
|
|
1,860 |
|
5.750%, 04/15/2054 |
|
|
95 |
|
|
|
95 |
|
4.625%, 12/01/2042 |
|
|
505 |
|
|
|
444 |
|
Indiana University Health Obligated Group |
|
|
|
|
|
|
|
|
3.970%, 11/01/2048 |
|
|
1,850 |
|
|
|
1,596 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
4.850%, 05/15/2041 |
|
|
6,672 |
|
|
|
6,771 |
|
3.750%, 03/03/2047 |
|
|
400 |
|
|
|
337 |
|
3.700%, 03/01/2046 |
|
|
235 |
|
|
|
199 |
|
3.625%, 03/03/2037 |
|
|
790 |
|
|
|
720 |
|
3.400%, 01/15/2038 |
|
|
3,600 |
|
|
|
3,167 |
|
2.100%, 09/01/2040 |
|
|
1,335 |
|
|
|
941 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
960 |
|
|
|
841 |
|
3.266%, 11/01/2049 |
|
|
2,275 |
|
|
|
1,715 |
|
2.810%, 06/01/2041 |
|
|
6,775 |
|
|
|
5,125 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.765%, 07/01/2048 |
|
|
1,000 |
|
|
|
825 |
|
3.342%, 07/01/2060 |
|
|
1,015 |
|
|
|
729 |
|
3.192%, 07/01/2049 |
|
|
2,467 |
|
|
|
1,819 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.375%, 03/15/2035 |
|
|
2,330 |
|
|
|
2,282 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
$ |
2,805 |
|
|
$ |
2,182 |
|
Memorial Sloan-Kettering Cancer Center |
|
|
|
|
|
|
|
|
5.000%, 07/01/2042 |
|
|
235 |
|
|
|
234 |
|
4.125%, 07/01/2052 |
|
|
2,400 |
|
|
|
2,128 |
|
2.955%, 01/01/2050 |
|
|
780 |
|
|
|
556 |
|
Merck |
|
|
|
|
|
|
|
|
5.000%, 05/17/2053 |
|
|
4,110 |
|
|
|
4,046 |
|
4.900%, 05/17/2044 |
|
|
2,605 |
|
|
|
2,551 |
|
4.150%, 05/18/2043 |
|
|
2,700 |
|
|
|
2,404 |
|
4.000%, 03/07/2049 |
|
|
550 |
|
|
|
464 |
|
3.900%, 03/07/2039 |
|
|
1,410 |
|
|
|
1,268 |
|
3.700%, 02/10/2045 |
|
|
8,930 |
|
|
|
7,320 |
|
2.900%, 12/10/2061 |
|
|
2,286 |
|
|
|
1,429 |
|
2.750%, 12/10/2051 |
|
|
1,325 |
|
|
|
871 |
|
2.350%, 06/24/2040 |
|
|
420 |
|
|
|
300 |
|
Merck Sharp & Dohme Corp |
|
|
|
|
|
|
|
|
5.750%, 11/15/2036 |
|
|
1,200 |
|
|
|
1,311 |
|
MyMichigan Health |
|
|
|
|
|
|
|
|
3.409%, 06/01/2050 |
|
|
2,220 |
|
|
|
1,646 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,705 |
|
|
|
1,534 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
685 |
|
|
|
581 |
|
Novant Health |
|
|
|
|
|
|
|
|
3.168%, 11/01/2051 |
|
|
2,615 |
|
|
|
1,861 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
4.400%, 05/06/2044 |
|
|
800 |
|
|
|
747 |
|
4.000%, 11/20/2045 |
|
|
3,050 |
|
|
|
2,668 |
|
NYU Langone Hospitals |
|
|
|
|
|
|
|
|
5.750%, 07/01/2043 |
|
|
1,690 |
|
|
|
1,819 |
|
4.368%, 07/01/2047 |
|
|
1,645 |
|
|
|
1,504 |
|
3.380%, 07/01/2055 |
|
|
1,510 |
|
|
|
1,110 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
800 |
|
|
|
608 |
|
PeaceHealth Obligated Group |
|
|
|
|
|
|
|
|
3.218%, 11/15/2050 |
|
|
3,470 |
|
|
|
2,407 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.400%, 05/15/2044 |
|
|
1,025 |
|
|
|
953 |
|
4.300%, 06/15/2043 |
|
|
3,860 |
|
|
|
3,484 |
|
4.200%, 09/15/2048 |
|
|
4,600 |
|
|
|
3,983 |
|
4.100%, 09/15/2038 |
|
|
1,900 |
|
|
|
1,745 |
|
4.000%, 12/15/2036 |
|
|
200 |
|
|
|
187 |
|
3.900%, 03/15/2039 |
|
|
2,100 |
|
|
|
1,873 |
|
2.550%, 05/28/2040 |
|
|
575 |
|
|
|
418 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
9,303 |
|
|
|
9,232 |
|
5.300%, 05/19/2053 |
|
|
11,725 |
|
|
|
11,783 |
|
5.110%, 05/19/2043 |
|
|
7,605 |
|
|
|
7,519 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,045 |
|
|
|
1,136 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
$ |
1,520 |
|
|
$ |
1,200 |
|
Rady Children's Hospital-San Diego |
|
|
|
|
|
|
|
|
3.154%, 08/15/2051 |
|
|
865 |
|
|
|
628 |
|
Revvity |
|
|
|
|
|
|
|
|
3.625%, 03/15/2051 |
|
|
325 |
|
|
|
237 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
5.218%, 03/08/2054 (A) |
|
|
1,725 |
|
|
|
1,789 |
|
2.607%, 12/13/2051 (A) |
|
|
700 |
|
|
|
454 |
|
Sentara Health |
|
|
|
|
|
|
|
|
2.927%, 11/01/2051 |
|
|
805 |
|
|
|
554 |
|
Shands Teaching Hospital and Clinics |
|
|
|
|
|
|
|
|
4.741%, 12/01/2042 |
|
|
1,750 |
|
|
|
1,556 |
|
Sharp HealthCare |
|
|
|
|
|
|
|
|
2.680%, 08/01/2050 |
|
|
1,500 |
|
|
|
995 |
|
Solventum |
|
|
|
|
|
|
|
|
6.000%, 05/15/2064 (A) |
|
|
360 |
|
|
|
361 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
|
5,302 |
|
|
|
4,473 |
|
STERIS Irish FinCo UnLtd |
|
|
|
|
|
|
|
|
3.750%, 03/15/2051 |
|
|
325 |
|
|
|
244 |
|
Trinity Health |
|
|
|
|
|
|
|
|
4.125%, 12/01/2045 |
|
|
1,277 |
|
|
|
1,132 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.625%, 11/15/2037 |
|
|
1,080 |
|
|
|
1,254 |
|
6.500%, 06/15/2037 |
|
|
1,255 |
|
|
|
1,434 |
|
6.050%, 02/15/2063 |
|
|
1,625 |
|
|
|
1,784 |
|
5.950%, 02/15/2041 |
|
|
1,280 |
|
|
|
1,385 |
|
5.875%, 02/15/2053 |
|
|
3,641 |
|
|
|
3,936 |
|
5.800%, 03/15/2036 |
|
|
620 |
|
|
|
671 |
|
5.750%, 07/15/2064 |
|
|
6,388 |
|
|
|
6,706 |
|
5.700%, 10/15/2040 |
|
|
445 |
|
|
|
468 |
|
5.625%, 07/15/2054 |
|
|
9,240 |
|
|
|
9,651 |
|
5.500%, 07/15/2044 |
|
|
3,060 |
|
|
|
3,152 |
|
5.500%, 04/15/2064 |
|
|
2,160 |
|
|
|
2,203 |
|
5.375%, 04/15/2054 |
|
|
3,890 |
|
|
|
3,933 |
|
4.750%, 07/15/2045 |
|
|
5,005 |
|
|
|
4,719 |
|
4.750%, 05/15/2052 |
|
|
7,780 |
|
|
|
7,220 |
|
4.450%, 12/15/2048 |
|
|
13,024 |
|
|
|
11,624 |
|
4.375%, 03/15/2042 |
|
|
30 |
|
|
|
27 |
|
4.250%, 04/15/2047 |
|
|
2,730 |
|
|
|
2,373 |
|
4.250%, 06/15/2048 |
|
|
7,070 |
|
|
|
6,100 |
|
4.200%, 01/15/2047 |
|
|
1,477 |
|
|
|
1,272 |
|
3.950%, 10/15/2042 |
|
|
6,950 |
|
|
|
5,969 |
|
3.750%, 10/15/2047 |
|
|
805 |
|
|
|
643 |
|
3.700%, 08/15/2049 |
|
|
1,726 |
|
|
|
1,360 |
|
3.500%, 08/15/2039 |
|
|
4,340 |
|
|
|
3,644 |
|
3.250%, 05/15/2051 |
|
|
5,360 |
|
|
|
3,864 |
|
3.050%, 05/15/2041 |
|
|
8,681 |
|
|
|
6,674 |
|
2.900%, 05/15/2050 |
|
|
1,700 |
|
|
|
1,157 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
West Virginia United Health System Obligated Group |
|
|
|
|
|
|
|
|
3.129%, 06/01/2050 |
|
$ |
900 |
|
|
$ |
614 |
|
Willis-Knighton Medical Center |
|
|
|
|
|
|
|
|
4.813%, 09/01/2048 |
|
|
1,710 |
|
|
|
1,537 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
15,899 |
|
|
|
17,377 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
432,613 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.8% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
3.850%, 10/29/2041 |
|
|
560 |
|
|
|
460 |
|
3.300%, 01/30/2032 |
|
|
975 |
|
|
|
866 |
|
Air Canada Pass-Through Trust, Ser 2013-1, Cl A |
|
|
|
|
|
|
|
|
4.125%, 05/15/2025 (A) |
|
|
270 |
|
|
|
266 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
1,650 |
|
|
|
1,406 |
|
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA |
|
|
|
|
|
|
|
|
3.200%, 06/15/2028 |
|
|
646 |
|
|
|
607 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
3.000%, 09/15/2050 (A) |
|
|
4,771 |
|
|
|
3,241 |
|
Boeing |
|
|
|
|
|
|
|
|
7.008%, 05/01/2064 (A) |
|
|
2,465 |
|
|
|
2,655 |
|
6.858%, 05/01/2054 (A) |
|
|
1,035 |
|
|
|
1,115 |
|
5.930%, 05/01/2060 |
|
|
865 |
|
|
|
817 |
|
5.805%, 05/01/2050 |
|
|
5,480 |
|
|
|
5,172 |
|
5.705%, 05/01/2040 |
|
|
1,960 |
|
|
|
1,905 |
|
3.750%, 02/01/2050 |
|
|
895 |
|
|
|
618 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
5.500%, 03/15/2055 |
|
|
3,397 |
|
|
|
3,555 |
|
5.200%, 04/15/2054 |
|
|
1,730 |
|
|
|
1,739 |
|
5.150%, 09/01/2043 |
|
|
1,315 |
|
|
|
1,323 |
|
4.900%, 04/01/2044 |
|
|
9,236 |
|
|
|
8,905 |
|
4.550%, 09/01/2044 |
|
|
3,835 |
|
|
|
3,518 |
|
4.450%, 03/15/2043 |
|
|
560 |
|
|
|
511 |
|
4.450%, 01/15/2053 |
|
|
2,169 |
|
|
|
1,944 |
|
4.400%, 03/15/2042 |
|
|
2,825 |
|
|
|
2,575 |
|
4.375%, 09/01/2042 |
|
|
295 |
|
|
|
268 |
|
4.150%, 04/01/2045 |
|
|
9,290 |
|
|
|
8,041 |
|
4.050%, 06/15/2048 |
|
|
1,935 |
|
|
|
1,640 |
|
3.300%, 09/15/2051 |
|
|
4,705 |
|
|
|
3,445 |
|
3.050%, 02/15/2051 |
|
|
2,160 |
|
|
|
1,504 |
|
2.875%, 06/15/2052 |
|
|
4,305 |
|
|
|
2,883 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
5,110 |
|
|
|
5,699 |
|
4.500%, 11/07/2043 |
|
|
1,720 |
|
|
|
1,565 |
|
4.400%, 08/05/2052 |
|
|
2,796 |
|
|
|
2,519 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
1,405 |
|
|
|
1,491 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Caterpillar |
|
|
|
|
|
|
|
|
4.750%, 05/15/2064 |
|
$ |
500 |
|
|
$ |
466 |
|
CSX |
|
|
|
|
|
|
|
|
4.500%, 11/15/2052 |
|
|
1,970 |
|
|
|
1,774 |
|
Cummins |
|
|
|
|
|
|
|
|
5.450%, 02/20/2054 |
|
|
2,781 |
|
|
|
2,855 |
|
2.600%, 09/01/2050 |
|
|
2,660 |
|
|
|
1,689 |
|
Deere |
|
|
|
|
|
|
|
|
3.900%, 06/09/2042 |
|
|
800 |
|
|
|
699 |
|
2.875%, 09/07/2049 |
|
|
3,095 |
|
|
|
2,175 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
4,551 |
|
|
|
3,020 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
2,540 |
|
|
|
2,319 |
|
4.250%, 04/01/2050 |
|
|
2,959 |
|
|
|
2,598 |
|
Georgia-Pacific LLC |
|
|
|
|
|
|
|
|
8.875%, 05/15/2031 |
|
|
475 |
|
|
|
589 |
|
7.250%, 06/01/2028 |
|
|
330 |
|
|
|
361 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
2,040 |
|
|
|
2,086 |
|
5.250%, 03/01/2054 |
|
|
15,213 |
|
|
|
15,440 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.050%, 06/12/2034 |
|
|
2,065 |
|
|
|
2,125 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.900%, 11/15/2063 |
|
|
1,875 |
|
|
|
2,098 |
|
5.700%, 11/15/2054 |
|
|
1,060 |
|
|
|
1,152 |
|
5.200%, 02/15/2064 |
|
|
3,680 |
|
|
|
3,706 |
|
4.700%, 05/15/2046 |
|
|
550 |
|
|
|
523 |
|
4.300%, 06/15/2062 |
|
|
2,676 |
|
|
|
2,295 |
|
4.090%, 09/15/2052 |
|
|
7,457 |
|
|
|
6,345 |
|
4.070%, 12/15/2042 |
|
|
7,121 |
|
|
|
6,302 |
|
2.800%, 06/15/2050 |
|
|
1,125 |
|
|
|
754 |
|
Nature Conservancy |
|
|
|
|
|
|
|
|
3.957%, 03/01/2052 |
|
|
1,035 |
|
|
|
900 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.100%, 08/01/2118 |
|
|
430 |
|
|
|
387 |
|
4.837%, 10/01/2041 |
|
|
4,500 |
|
|
|
4,284 |
|
3.700%, 03/15/2053 |
|
|
500 |
|
|
|
381 |
|
PACCAR Financial MTN |
|
|
|
|
|
|
|
|
5.000%, 03/22/2034 |
|
|
2,497 |
|
|
|
2,572 |
|
RTX |
|
|
|
|
|
|
|
|
6.125%, 07/15/2038 |
|
|
295 |
|
|
|
322 |
|
4.625%, 11/16/2048 |
|
|
1,315 |
|
|
|
1,184 |
|
4.500%, 06/01/2042 |
|
|
4,787 |
|
|
|
4,333 |
|
3.750%, 11/01/2046 |
|
|
2,039 |
|
|
|
1,618 |
|
2.820%, 09/01/2051 |
|
|
150 |
|
|
|
97 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
2.875%, 03/11/2041 (A) |
|
|
3,245 |
|
|
|
2,480 |
|
Smurfit Kappa Treasury ULC |
|
|
|
|
|
|
|
|
5.777%, 04/03/2054 (A) |
|
|
1,105 |
|
|
|
1,160 |
|
Snap-on |
|
|
|
|
|
|
|
|
4.100%, 03/01/2048 |
|
|
4,686 |
|
|
|
3,995 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
$ |
2,842 |
|
|
$ |
2,641 |
|
Union Pacific |
|
|
|
|
|
|
|
|
4.950%, 05/15/2053 |
|
|
195 |
|
|
|
190 |
|
3.875%, 02/01/2055 |
|
|
2,140 |
|
|
|
1,706 |
|
3.839%, 03/20/2060 |
|
|
17,709 |
|
|
|
13,711 |
|
3.500%, 02/14/2053 |
|
|
7,750 |
|
|
|
5,866 |
|
3.375%, 02/14/2042 |
|
|
805 |
|
|
|
643 |
|
2.973%, 09/16/2062 |
|
|
2,815 |
|
|
|
1,763 |
|
2.950%, 03/10/2052 |
|
|
14,197 |
|
|
|
9,718 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
905 |
|
|
|
775 |
|
United Airlines Pass Through Trust, Ser 2024-1 |
|
|
|
|
|
|
|
|
5.450%, 02/15/2037 |
|
|
1,430 |
|
|
|
1,472 |
|
United Airlines Pass-Through Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
1,075 |
|
|
|
1,111 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
7.620%, 04/01/2030 (C) |
|
|
710 |
|
|
|
822 |
|
6.200%, 01/15/2038 |
|
|
3,532 |
|
|
|
3,962 |
|
5.500%, 05/22/2054 |
|
|
2,365 |
|
|
|
2,461 |
|
5.200%, 04/01/2040 |
|
|
725 |
|
|
|
733 |
|
5.050%, 03/03/2053 |
|
|
6,529 |
|
|
|
6,390 |
|
3.625%, 10/01/2042 |
|
|
1,230 |
|
|
|
1,007 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
1,328 |
|
|
|
1,244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
213,552 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 6.4% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
6,467 |
|
|
|
4,481 |
|
2.800%, 10/01/2041 |
|
|
3,790 |
|
|
|
2,793 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
8,195 |
|
|
|
8,026 |
|
4.375%, 05/13/2045 |
|
|
10,518 |
|
|
|
9,897 |
|
3.850%, 05/04/2043 |
|
|
3,490 |
|
|
|
3,082 |
|
3.850%, 08/04/2046 |
|
|
13,420 |
|
|
|
11,574 |
|
3.750%, 09/12/2047 |
|
|
6,905 |
|
|
|
5,828 |
|
3.750%, 11/13/2047 |
|
|
170 |
|
|
|
143 |
|
3.450%, 02/09/2045 |
|
|
9,950 |
|
|
|
8,198 |
|
2.850%, 08/05/2061 |
|
|
6,070 |
|
|
|
4,020 |
|
2.800%, 02/08/2061 |
|
|
1,390 |
|
|
|
912 |
|
2.700%, 08/05/2051 |
|
|
2,550 |
|
|
|
1,727 |
|
2.650%, 05/11/2050 |
|
|
1,440 |
|
|
|
975 |
|
2.650%, 02/08/2051 |
|
|
13,890 |
|
|
|
9,458 |
|
2.375%, 02/08/2041 |
|
|
1,440 |
|
|
|
1,050 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.350%, 04/01/2047 |
|
|
1,481 |
|
|
|
1,346 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (A) |
|
|
2,080 |
|
|
|
2,032 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
3,985 |
|
|
|
4,409 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 01/15/2040 |
|
$ |
2,094 |
|
|
$ |
2,222 |
|
5.350%, 02/26/2064 |
|
|
5,390 |
|
|
|
5,568 |
|
5.300%, 02/26/2054 |
|
|
9,827 |
|
|
|
10,145 |
|
Foundry JV Holdco LLC |
|
|
|
|
|
|
|
|
6.400%, 01/25/2038 (A) |
|
|
1,488 |
|
|
|
1,540 |
|
IBM International Capital Pte |
|
|
|
|
|
|
|
|
5.300%, 02/05/2054 |
|
|
3,310 |
|
|
|
3,259 |
|
5.250%, 02/05/2044 |
|
|
5,795 |
|
|
|
5,768 |
|
Intel |
|
|
|
|
|
|
|
|
5.700%, 02/10/2053 |
|
|
2,990 |
|
|
|
2,860 |
|
4.900%, 08/05/2052 |
|
|
1,155 |
|
|
|
984 |
|
3.734%, 12/08/2047 |
|
|
3,575 |
|
|
|
2,551 |
|
International Business Machines |
|
|
|
|
|
|
|
|
4.900%, 07/27/2052 |
|
|
435 |
|
|
|
407 |
|
4.250%, 05/15/2049 |
|
|
3,725 |
|
|
|
3,169 |
|
4.150%, 05/15/2039 |
|
|
775 |
|
|
|
696 |
|
4.000%, 06/20/2042 |
|
|
1,740 |
|
|
|
1,490 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
4,920 |
|
|
|
5,177 |
|
KLA |
|
|
|
|
|
|
|
|
4.950%, 07/15/2052 |
|
|
7,437 |
|
|
|
7,218 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
3,198 |
|
|
|
2,186 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
4,370 |
|
|
|
3,997 |
|
3.041%, 03/17/2062 |
|
|
14,473 |
|
|
|
10,140 |
|
2.921%, 03/17/2052 |
|
|
13,089 |
|
|
|
9,473 |
|
2.675%, 06/01/2060 |
|
|
1,805 |
|
|
|
1,171 |
|
2.525%, 06/01/2050 |
|
|
17,617 |
|
|
|
11,734 |
|
2.500%, 09/15/2050 |
|
|
3,370 |
|
|
|
2,215 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2040 |
|
|
2,760 |
|
|
|
2,390 |
|
Oracle |
|
|
|
|
|
|
|
|
4.125%, 05/15/2045 |
|
|
750 |
|
|
|
612 |
|
4.000%, 07/15/2046 |
|
|
3,005 |
|
|
|
2,391 |
|
3.600%, 04/01/2040 |
|
|
4,128 |
|
|
|
3,325 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,135 |
|
|
|
2,792 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
1,265 |
|
|
|
820 |
|
2.900%, 07/15/2051 |
|
|
3,785 |
|
|
|
2,568 |
|
2.700%, 07/15/2041 |
|
|
2,065 |
|
|
|
1,516 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
559 |
|
|
|
690 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
2,465 |
|
|
|
2,493 |
|
5.050%, 05/18/2063 |
|
|
6,885 |
|
|
|
6,770 |
|
5.000%, 03/14/2053 |
|
|
1,640 |
|
|
|
1,622 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
201,910 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.1% |
|
|
|
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
6.000%, 04/05/2054 (A) |
|
|
1,260 |
|
|
|
1,285 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.750%, 04/05/2034 (A) |
|
$ |
265 |
|
|
$ |
272 |
|
4.750%, 03/16/2052 (A) |
|
|
3,580 |
|
|
|
3,078 |
|
3.950%, 09/10/2050 (A) |
|
|
525 |
|
|
|
400 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
2,650 |
|
|
|
2,733 |
|
Barrick PD Australia Finance Pty |
|
|
|
|
|
|
|
|
5.950%, 10/15/2039 |
|
|
1,245 |
|
|
|
1,316 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.500%, 09/08/2053 |
|
|
1,100 |
|
|
|
1,145 |
|
5.250%, 09/08/2033 |
|
|
3,150 |
|
|
|
3,251 |
|
5.000%, 09/30/2043 |
|
|
4,200 |
|
|
|
4,113 |
|
Ecolab |
|
|
|
|
|
|
|
|
2.750%, 08/18/2055 |
|
|
2,757 |
|
|
|
1,778 |
|
2.700%, 12/15/2051 |
|
|
3,160 |
|
|
|
2,066 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
300 |
|
|
|
294 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
1,720 |
|
|
|
1,545 |
|
3.468%, 12/01/2050 (A) |
|
|
6,875 |
|
|
|
4,764 |
|
3.268%, 11/15/2040 (A) |
|
|
1,090 |
|
|
|
814 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
4.200%, 05/01/2050 |
|
|
535 |
|
|
|
426 |
|
Newmont |
|
|
|
|
|
|
|
|
5.350%, 03/15/2034 (A) |
|
|
620 |
|
|
|
641 |
|
Packaging Corp of America |
|
|
|
|
|
|
|
|
3.050%, 10/01/2051 |
|
|
440 |
|
|
|
302 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
2,502 |
|
|
|
2,523 |
|
2.750%, 11/02/2051 |
|
|
4,135 |
|
|
|
2,699 |
|
Rio Tinto Finance USA PLC |
|
|
|
|
|
|
|
|
5.125%, 03/09/2053 |
|
|
200 |
|
|
|
199 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,644 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.7% |
|
|
|
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
4.850%, 04/15/2049 |
|
|
210 |
|
|
|
186 |
|
3.550%, 03/15/2052 |
|
|
730 |
|
|
|
517 |
|
2.950%, 03/15/2034 |
|
|
225 |
|
|
|
190 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
4.300%, 04/15/2052 |
|
|
1,445 |
|
|
|
1,165 |
|
3.375%, 07/15/2051 |
|
|
300 |
|
|
|
206 |
|
American Tower |
|
|
|
|
|
|
|
|
3.700%, 10/15/2049 |
|
|
1,000 |
|
|
|
758 |
|
AvalonBay Communities |
|
|
|
|
|
|
|
|
5.350%, 06/01/2034 |
|
|
1,450 |
|
|
|
1,501 |
|
Crown Castle |
|
|
|
|
|
|
|
|
4.150%, 07/01/2050 |
|
|
500 |
|
|
|
409 |
|
ERP Operating |
|
|
|
|
|
|
|
|
4.500%, 07/01/2044 |
|
|
1,000 |
|
|
|
900 |
|
ERP Operating LP |
|
|
|
|
|
|
|
|
4.500%, 06/01/2045 |
|
|
900 |
|
|
|
793 |
|
Essex Portfolio LP |
|
|
|
|
|
|
|
|
2.650%, 09/01/2050 |
|
|
1,500 |
|
|
|
917 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
6.750%, 12/01/2033 |
|
$ |
1,150 |
|
|
$ |
1,254 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
1,000 |
|
|
|
1,019 |
|
4.150%, 04/15/2032 |
|
|
80 |
|
|
|
75 |
|
2.700%, 01/15/2034 |
|
|
460 |
|
|
|
377 |
|
Kilroy Realty LP |
|
|
|
|
|
|
|
|
2.650%, 11/15/2033 |
|
|
455 |
|
|
|
348 |
|
Kimco Realty OP LLC |
|
|
|
|
|
|
|
|
3.700%, 10/01/2049 |
|
|
1,470 |
|
|
|
1,122 |
|
Nationwide Health Properties MTN |
|
|
|
|
|
|
|
|
6.900%, 10/01/2037 |
|
|
1,600 |
|
|
|
1,745 |
|
NNN REIT |
|
|
|
|
|
|
|
|
3.000%, 04/15/2052 |
|
|
990 |
|
|
|
638 |
|
Prologis LP |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
4,542 |
|
|
|
4,498 |
|
5.250%, 03/15/2054 |
|
|
4,860 |
|
|
|
4,820 |
|
2.125%, 10/15/2050 |
|
|
4,175 |
|
|
|
2,323 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.375%, 09/01/2054 |
|
|
2,825 |
|
|
|
2,786 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
1,845 |
|
|
|
1,878 |
|
5.100%, 01/15/2035 |
|
|
1,375 |
|
|
|
1,379 |
|
4.650%, 03/15/2049 |
|
|
1,311 |
|
|
|
1,148 |
|
4.400%, 02/01/2047 |
|
|
990 |
|
|
|
846 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B) |
|
|
2,140 |
|
|
|
2,083 |
|
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
|
|
1,250 |
|
|
|
1,236 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
2,365 |
|
|
|
2,682 |
|
6.650%, 01/15/2054 |
|
|
850 |
|
|
|
987 |
|
5.850%, 03/08/2053 |
|
|
4,759 |
|
|
|
4,972 |
|
4.250%, 11/30/2046 |
|
|
2,365 |
|
|
|
2,000 |
|
3.800%, 07/15/2050 |
|
|
1,400 |
|
|
|
1,087 |
|
3.250%, 09/13/2049 |
|
|
2,330 |
|
|
|
1,653 |
|
UDR |
|
|
|
|
|
|
|
|
5.125%, 09/01/2034 |
|
|
1,010 |
|
|
|
1,006 |
|
VICI Properties LP |
|
|
|
|
|
|
|
|
5.625%, 05/15/2052 |
|
|
1,570 |
|
|
|
1,488 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
4.000%, 03/09/2052 |
|
|
1,020 |
|
|
|
798 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
53,790 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 16.2% |
|
|
|
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2053 |
|
|
695 |
|
|
|
699 |
|
4.000%, 12/01/2046 |
|
|
4,373 |
|
|
|
3,631 |
|
3.800%, 06/15/2049 |
|
|
1,870 |
|
|
|
1,461 |
|
3.650%, 04/01/2050 |
|
|
2,590 |
|
|
|
1,977 |
|
3.150%, 09/15/2049 |
|
|
1,760 |
|
|
|
1,229 |
|
2.750%, 08/15/2051 |
|
|
405 |
|
|
|
257 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Alabama Power |
|
|
|
|
|
|
|
|
5.200%, 06/01/2041 |
|
$ |
155 |
|
|
$ |
151 |
|
4.300%, 07/15/2048 |
|
|
1,420 |
|
|
|
1,219 |
|
3.850%, 12/01/2042 |
|
|
7,684 |
|
|
|
6,434 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
5.900%, 12/01/2052 |
|
|
1,032 |
|
|
|
1,115 |
|
3.700%, 12/01/2047 |
|
|
4,485 |
|
|
|
3,546 |
|
3.250%, 03/15/2050 |
|
|
55 |
|
|
|
39 |
|
2.900%, 06/15/2051 |
|
|
3,724 |
|
|
|
2,453 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
5.000%, 09/01/2044 (A) |
|
|
600 |
|
|
|
568 |
|
American Water Capital |
|
|
|
|
|
|
|
|
3.750%, 09/01/2047 |
|
|
1,000 |
|
|
|
792 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
6.700%, 08/15/2037 |
|
|
50 |
|
|
|
56 |
|
5.800%, 10/01/2035 |
|
|
125 |
|
|
|
131 |
|
4.500%, 03/01/2049 |
|
|
700 |
|
|
|
588 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
5.050%, 09/01/2041 |
|
|
50 |
|
|
|
47 |
|
4.500%, 04/01/2042 |
|
|
312 |
|
|
|
274 |
|
4.250%, 03/01/2049 |
|
|
450 |
|
|
|
372 |
|
4.200%, 08/15/2048 |
|
|
1,200 |
|
|
|
983 |
|
3.350%, 05/15/2050 |
|
|
550 |
|
|
|
387 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 10/15/2044 |
|
|
2,805 |
|
|
|
2,420 |
|
Avista |
|
|
|
|
|
|
|
|
4.000%, 04/01/2052 |
|
|
550 |
|
|
|
435 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2053 |
|
|
1,926 |
|
|
|
1,946 |
|
4.550%, 06/01/2052 |
|
|
594 |
|
|
|
523 |
|
3.500%, 08/15/2046 |
|
|
4,995 |
|
|
|
3,818 |
|
2.900%, 06/15/2050 |
|
|
1,085 |
|
|
|
716 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.600%, 05/01/2053 |
|
|
1,320 |
|
|
|
1,153 |
|
4.450%, 01/15/2049 |
|
|
3,655 |
|
|
|
3,146 |
|
4.250%, 10/15/2050 |
|
|
4,965 |
|
|
|
4,125 |
|
3.800%, 07/15/2048 |
|
|
11,790 |
|
|
|
9,142 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.200%, 09/15/2046 |
|
|
1,135 |
|
|
|
940 |
|
Boston Gas |
|
|
|
|
|
|
|
|
6.119%, 07/20/2053 (A) |
|
|
875 |
|
|
|
898 |
|
4.487%, 02/15/2042 (A) |
|
|
250 |
|
|
|
212 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.150%, 03/01/2034 |
|
|
965 |
|
|
|
986 |
|
4.500%, 04/01/2044 |
|
|
500 |
|
|
|
446 |
|
4.250%, 02/01/2049 |
|
|
1,760 |
|
|
|
1,493 |
|
3.950%, 03/01/2048 |
|
|
500 |
|
|
|
403 |
|
3.600%, 03/01/2052 |
|
|
870 |
|
|
|
653 |
|
2.900%, 07/01/2050 |
|
|
935 |
|
|
|
614 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
5.300%, 02/01/2053 |
|
|
1,940 |
|
|
|
1,918 |
|
4.700%, 01/15/2044 |
|
|
5,213 |
|
|
|
4,818 |
|
4.600%, 08/15/2043 |
|
|
1,620 |
|
|
|
1,487 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.000%, 03/01/2048 |
|
$ |
3,275 |
|
|
$ |
2,686 |
|
4.000%, 03/01/2049 |
|
|
1,180 |
|
|
|
960 |
|
3.850%, 03/15/2052 |
|
|
1,170 |
|
|
|
921 |
|
3.750%, 08/15/2047 |
|
|
2,690 |
|
|
|
2,126 |
|
3.700%, 03/01/2045 |
|
|
5,055 |
|
|
|
4,038 |
|
3.125%, 03/15/2051 |
|
|
3,755 |
|
|
|
2,599 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
5.250%, 01/15/2053 |
|
|
595 |
|
|
|
598 |
|
4.150%, 06/01/2045 |
|
|
2,945 |
|
|
|
2,519 |
|
4.000%, 04/01/2048 |
|
|
2,717 |
|
|
|
2,263 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.750%, 04/01/2038 |
|
|
1,915 |
|
|
|
2,205 |
|
6.200%, 06/15/2036 |
|
|
65 |
|
|
|
71 |
|
6.150%, 11/15/2052 |
|
|
2,585 |
|
|
|
2,883 |
|
5.900%, 11/15/2053 |
|
|
3,800 |
|
|
|
4,082 |
|
5.700%, 06/15/2040 |
|
|
40 |
|
|
|
42 |
|
5.700%, 05/15/2054 |
|
|
1,023 |
|
|
|
1,073 |
|
4.500%, 05/15/2058 |
|
|
930 |
|
|
|
800 |
|
3.950%, 03/01/2043 |
|
|
6,246 |
|
|
|
5,210 |
|
3.950%, 04/01/2050 |
|
|
2,275 |
|
|
|
1,878 |
|
3.875%, 06/15/2047 |
|
|
5,872 |
|
|
|
4,691 |
|
3.850%, 06/15/2046 |
|
|
3,427 |
|
|
|
2,740 |
|
3.700%, 11/15/2059 |
|
|
850 |
|
|
|
619 |
|
3.000%, 12/01/2060 |
|
|
1,700 |
|
|
|
1,058 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.350%, 04/15/2049 |
|
|
4,803 |
|
|
|
4,252 |
|
4.200%, 09/01/2052 |
|
|
790 |
|
|
|
672 |
|
3.500%, 08/01/2051 |
|
|
1,265 |
|
|
|
989 |
|
2.500%, 05/01/2060 |
|
|
433 |
|
|
|
262 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
20 |
|
|
|
20 |
|
4.600%, 03/15/2049 |
|
|
529 |
|
|
|
456 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
5.100%, 06/01/2065 |
|
|
645 |
|
|
|
609 |
|
DTE Electric |
|
|
|
|
|
|
|
|
5.400%, 04/01/2053 |
|
|
2,145 |
|
|
|
2,184 |
|
3.950%, 06/15/2042 |
|
|
80 |
|
|
|
66 |
|
3.700%, 03/15/2045 |
|
|
3,700 |
|
|
|
2,950 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.450%, 10/15/2032 |
|
|
110 |
|
|
|
121 |
|
6.050%, 04/15/2038 |
|
|
1,465 |
|
|
|
1,609 |
|
6.000%, 01/15/2038 |
|
|
2,166 |
|
|
|
2,358 |
|
5.400%, 01/15/2054 |
|
|
2,590 |
|
|
|
2,621 |
|
5.350%, 01/15/2053 |
|
|
1,982 |
|
|
|
1,983 |
|
5.300%, 02/15/2040 |
|
|
6,490 |
|
|
|
6,610 |
|
4.250%, 12/15/2041 |
|
|
6,605 |
|
|
|
5,826 |
|
4.000%, 09/30/2042 |
|
|
13,015 |
|
|
|
11,096 |
|
3.875%, 03/15/2046 |
|
|
915 |
|
|
|
739 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.400%, 06/15/2038 |
|
|
2,395 |
|
|
|
2,687 |
|
6.200%, 11/15/2053 |
|
|
942 |
|
|
|
1,053 |
|
5.950%, 11/15/2052 |
|
|
2,806 |
|
|
|
3,009 |
|
4.200%, 07/15/2048 |
|
|
2,000 |
|
|
|
1,680 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 10/01/2046 |
|
$ |
2,025 |
|
|
$ |
1,500 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.450%, 04/01/2039 |
|
|
4,275 |
|
|
|
4,789 |
|
6.350%, 08/15/2038 |
|
|
1,545 |
|
|
|
1,735 |
|
4.900%, 07/15/2043 |
|
|
890 |
|
|
|
843 |
|
3.750%, 05/15/2046 |
|
|
750 |
|
|
|
594 |
|
3.250%, 10/01/2049 |
|
|
4,695 |
|
|
|
3,342 |
|
2.750%, 04/01/2050 |
|
|
1,885 |
|
|
|
1,206 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
4.300%, 02/01/2049 |
|
|
685 |
|
|
|
577 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
|
2,880 |
|
|
|
2,553 |
|
4.200%, 08/15/2045 |
|
|
3,465 |
|
|
|
2,952 |
|
4.150%, 12/01/2044 |
|
|
975 |
|
|
|
826 |
|
4.100%, 03/15/2043 |
|
|
860 |
|
|
|
733 |
|
3.600%, 09/15/2047 |
|
|
1,850 |
|
|
|
1,409 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,385 |
|
|
|
892 |
|
Elm Road Generating Station Supercritical LLC |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
|
1,000 |
|
|
|
991 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
5.750%, 06/01/2054 |
|
|
265 |
|
|
|
276 |
|
4.200%, 04/01/2049 |
|
|
1,635 |
|
|
|
1,360 |
|
3.350%, 06/15/2052 |
|
|
2,730 |
|
|
|
1,926 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
5.700%, 03/15/2054 |
|
|
2,850 |
|
|
|
2,942 |
|
4.200%, 09/01/2048 |
|
|
1,030 |
|
|
|
849 |
|
4.200%, 04/01/2050 |
|
|
1,445 |
|
|
|
1,190 |
|
3.100%, 06/15/2041 |
|
|
3,340 |
|
|
|
2,490 |
|
2.900%, 03/15/2051 |
|
|
5,190 |
|
|
|
3,328 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.550%, 09/30/2049 |
|
|
1,405 |
|
|
|
1,031 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
4.276%, 05/01/2049 |
|
|
485 |
|
|
|
400 |
|
Evergy Kansas Central |
|
|
|
|
|
|
|
|
5.700%, 03/15/2053 |
|
|
500 |
|
|
|
513 |
|
3.450%, 04/15/2050 |
|
|
2,960 |
|
|
|
2,154 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
150 |
|
|
|
150 |
|
4.200%, 06/15/2047 |
|
|
500 |
|
|
|
419 |
|
4.200%, 03/15/2048 |
|
|
1,000 |
|
|
|
838 |
|
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
|
1,395 |
|
|
|
1,371 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
6.150%, 10/01/2038 |
|
|
100 |
|
|
|
107 |
|
FirstEnergy Transmission LLC |
|
|
|
|
|
|
|
|
4.550%, 04/01/2049 (A) |
|
|
350 |
|
|
|
303 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.690%, 03/01/2040 |
|
|
7,803 |
|
|
|
8,242 |
|
5.650%, 02/01/2037 |
|
|
1,000 |
|
|
|
1,070 |
|
5.600%, 06/15/2054 |
|
|
500 |
|
|
|
531 |
|
5.300%, 06/15/2034 |
|
|
1,005 |
|
|
|
1,047 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.800%, 05/15/2033 |
|
$ |
2,020 |
|
|
$ |
2,038 |
|
4.550%, 10/01/2044 |
|
|
700 |
|
|
|
620 |
|
4.050%, 06/01/2042 |
|
|
2,400 |
|
|
|
2,091 |
|
4.050%, 10/01/2044 |
|
|
2,065 |
|
|
|
1,772 |
|
3.950%, 03/01/2048 |
|
|
2,925 |
|
|
|
2,425 |
|
3.800%, 12/15/2042 |
|
|
3,565 |
|
|
|
2,982 |
|
3.700%, 12/01/2047 |
|
|
2,166 |
|
|
|
1,727 |
|
Georgia Power |
|
|
|
|
|
|
|
|
4.300%, 03/15/2042 |
|
|
6,505 |
|
|
|
5,744 |
|
Idaho Power MTN |
|
|
|
|
|
|
|
|
4.200%, 03/01/2048 |
|
|
1,605 |
|
|
|
1,319 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
5.625%, 04/01/2053 |
|
|
740 |
|
|
|
764 |
|
4.550%, 03/15/2046 |
|
|
780 |
|
|
|
684 |
|
4.250%, 08/15/2048 |
|
|
1,065 |
|
|
|
896 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
4.650%, 06/01/2043 (A) |
|
|
1,750 |
|
|
|
1,501 |
|
International Transmission |
|
|
|
|
|
|
|
|
4.625%, 08/15/2043 |
|
|
2,525 |
|
|
|
2,255 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.150%, 06/01/2037 |
|
|
775 |
|
|
|
841 |
|
John Sevier Combined Cycle Generation LLC |
|
|
|
|
|
|
|
|
4.626%, 01/15/2042 |
|
|
3,929 |
|
|
|
3,851 |
|
Kentucky Utilities |
|
|
|
|
|
|
|
|
3.300%, 06/01/2050 |
|
|
710 |
|
|
|
506 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
|
2,117 |
|
|
|
2,119 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.850%, 09/15/2054 |
|
|
550 |
|
|
|
592 |
|
4.800%, 09/15/2043 |
|
|
5,260 |
|
|
|
4,966 |
|
4.400%, 10/15/2044 |
|
|
2,290 |
|
|
|
2,041 |
|
4.250%, 05/01/2046 |
|
|
1,675 |
|
|
|
1,443 |
|
4.250%, 07/15/2049 |
|
|
1,656 |
|
|
|
1,426 |
|
3.950%, 08/01/2047 |
|
|
590 |
|
|
|
483 |
|
3.650%, 08/01/2048 |
|
|
3,045 |
|
|
|
2,380 |
|
3.150%, 04/15/2050 |
|
|
2,025 |
|
|
|
1,428 |
|
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
|
635 |
|
|
|
686 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
5.850%, 02/15/2034 (A) |
|
|
1,390 |
|
|
|
1,467 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
1,000 |
|
|
|
829 |
|
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
4.400%, 11/01/2048 |
|
|
2,245 |
|
|
|
1,945 |
|
4.300%, 03/15/2049 |
|
|
3,643 |
|
|
|
3,129 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
3,275 |
|
|
|
3,498 |
|
5.900%, 05/01/2053 |
|
|
1,145 |
|
|
|
1,213 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.664%, 01/17/2054 (A) |
|
|
1,446 |
|
|
|
1,456 |
|
4.278%, 10/01/2034 (A) |
|
|
2,303 |
|
|
|
2,114 |
|
4.119%, 11/28/2042 (A) |
|
|
2,000 |
|
|
|
1,663 |
|
3.025%, 06/27/2050 (A) |
|
|
500 |
|
|
|
329 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
$ |
900 |
|
|
$ |
917 |
|
Northern States Power |
|
|
|
|
|
|
|
|
6.250%, 06/01/2036 |
|
|
3,755 |
|
|
|
4,180 |
|
6.200%, 07/01/2037 |
|
|
6,425 |
|
|
|
7,175 |
|
5.650%, 06/15/2054 |
|
|
2,000 |
|
|
|
2,091 |
|
5.100%, 05/15/2053 |
|
|
725 |
|
|
|
702 |
|
4.500%, 06/01/2052 |
|
|
1,430 |
|
|
|
1,263 |
|
3.600%, 05/15/2046 |
|
|
500 |
|
|
|
390 |
|
3.400%, 08/15/2042 |
|
|
214 |
|
|
|
169 |
|
3.200%, 04/01/2052 |
|
|
885 |
|
|
|
627 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
4.950%, 09/15/2052 |
|
|
2,409 |
|
|
|
2,292 |
|
4.550%, 06/01/2052 |
|
|
765 |
|
|
|
683 |
|
3.100%, 06/01/2051 |
|
|
2,625 |
|
|
|
1,819 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
6.200%, 12/01/2053 |
|
|
590 |
|
|
|
629 |
|
5.375%, 11/01/2040 |
|
|
1,830 |
|
|
|
1,778 |
|
5.250%, 09/01/2050 |
|
|
1,950 |
|
|
|
1,838 |
|
4.500%, 04/01/2047 |
|
|
1,215 |
|
|
|
1,034 |
|
4.250%, 04/01/2046 |
|
|
1,075 |
|
|
|
861 |
|
4.200%, 12/01/2042 |
|
|
2,425 |
|
|
|
1,952 |
|
Ohio Edison |
|
|
|
|
|
|
|
|
8.250%, 10/15/2038 |
|
|
655 |
|
|
|
842 |
|
Oklahoma Gas and Electric |
|
|
|
|
|
|
|
|
5.600%, 04/01/2053 |
|
|
1,155 |
|
|
|
1,172 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
571 |
|
|
|
565 |
|
5.300%, 06/01/2042 |
|
|
464 |
|
|
|
465 |
|
5.250%, 09/30/2040 |
|
|
4,946 |
|
|
|
4,938 |
|
4.950%, 09/15/2052 |
|
|
2,338 |
|
|
|
2,217 |
|
4.550%, 12/01/2041 |
|
|
3,790 |
|
|
|
3,466 |
|
4.100%, 11/15/2048 |
|
|
750 |
|
|
|
622 |
|
3.800%, 06/01/2049 |
|
|
4,650 |
|
|
|
3,695 |
|
3.700%, 05/15/2050 |
|
|
495 |
|
|
|
381 |
|
3.100%, 09/15/2049 |
|
|
80 |
|
|
|
55 |
|
2.700%, 11/15/2051 |
|
|
2,100 |
|
|
|
1,316 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.750%, 01/15/2053 |
|
|
2,400 |
|
|
|
2,625 |
|
5.250%, 03/01/2052 |
|
|
100 |
|
|
|
90 |
|
4.950%, 07/01/2050 |
|
|
1,890 |
|
|
|
1,647 |
|
4.500%, 07/01/2040 |
|
|
2,015 |
|
|
|
1,745 |
|
4.450%, 04/15/2042 |
|
|
1,465 |
|
|
|
1,218 |
|
4.200%, 06/01/2041 |
|
|
505 |
|
|
|
410 |
|
3.500%, 08/01/2050 |
|
|
180 |
|
|
|
124 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.250%, 10/15/2037 |
|
|
2,930 |
|
|
|
3,165 |
|
6.000%, 01/15/2039 |
|
|
4,985 |
|
|
|
5,273 |
|
5.800%, 01/15/2055 |
|
|
2,215 |
|
|
|
2,253 |
|
5.500%, 05/15/2054 |
|
|
3,839 |
|
|
|
3,787 |
|
5.350%, 12/01/2053 |
|
|
1,900 |
|
|
|
1,824 |
|
4.100%, 02/01/2042 |
|
|
1,975 |
|
|
|
1,617 |
|
3.300%, 03/15/2051 |
|
|
820 |
|
|
|
560 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.900%, 06/15/2052 |
|
$ |
1,900 |
|
|
$ |
1,190 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.800%, 10/15/2043 |
|
|
1,505 |
|
|
|
1,414 |
|
4.600%, 05/15/2052 |
|
|
1,435 |
|
|
|
1,280 |
|
3.050%, 03/15/2051 |
|
|
1,919 |
|
|
|
1,308 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
500 |
|
|
|
457 |
|
3.640%, 11/01/2046 |
|
|
1,300 |
|
|
|
981 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
1,463 |
|
|
|
1,497 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
5.250%, 05/15/2053 |
|
|
505 |
|
|
|
507 |
|
4.750%, 07/15/2043 |
|
|
2,820 |
|
|
|
2,642 |
|
4.125%, 06/15/2044 |
|
|
3,925 |
|
|
|
3,384 |
|
3.950%, 06/01/2047 |
|
|
3,000 |
|
|
|
2,490 |
|
Public Service Electric and Gas |
|
|
|
|
|
|
|
|
5.300%, 08/01/2054 |
|
|
1,715 |
|
|
|
1,748 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.500%, 03/01/2040 |
|
|
1,900 |
|
|
|
1,967 |
|
5.125%, 03/15/2053 |
|
|
885 |
|
|
|
874 |
|
4.150%, 11/01/2045 |
|
|
2,106 |
|
|
|
1,769 |
|
4.050%, 05/01/2048 |
|
|
1,931 |
|
|
|
1,628 |
|
4.000%, 06/01/2044 |
|
|
945 |
|
|
|
783 |
|
3.650%, 09/01/2042 |
|
|
1,285 |
|
|
|
1,054 |
|
3.600%, 12/01/2047 |
|
|
3,765 |
|
|
|
2,945 |
|
3.200%, 08/01/2049 |
|
|
3,255 |
|
|
|
2,369 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.500%, 08/01/2038 |
|
|
40 |
|
|
|
45 |
|
6.250%, 09/01/2037 |
|
|
1,235 |
|
|
|
1,356 |
|
5.750%, 05/15/2054 |
|
|
1,275 |
|
|
|
1,329 |
|
4.750%, 08/15/2041 |
|
|
40 |
|
|
|
37 |
|
4.500%, 06/01/2052 |
|
|
3,230 |
|
|
|
2,768 |
|
4.300%, 03/15/2044 |
|
|
1,490 |
|
|
|
1,273 |
|
4.100%, 06/15/2048 |
|
|
475 |
|
|
|
383 |
|
4.050%, 09/15/2049 |
|
|
1,485 |
|
|
|
1,183 |
|
3.950%, 03/15/2043 |
|
|
3,540 |
|
|
|
2,847 |
|
3.200%, 03/01/2050 |
|
|
1,180 |
|
|
|
822 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
5.150%, 01/15/2053 |
|
|
425 |
|
|
|
417 |
|
3.600%, 07/01/2049 |
|
|
1,655 |
|
|
|
1,279 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
5.795%, 03/15/2040 |
|
|
130 |
|
|
|
134 |
|
5.685%, 06/15/2054 |
|
|
395 |
|
|
|
411 |
|
4.223%, 06/15/2048 |
|
|
2,470 |
|
|
|
2,051 |
|
2.893%, 09/15/2051 |
|
|
2,315 |
|
|
|
1,504 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
6.000%, 06/01/2026 |
|
|
340 |
|
|
|
349 |
|
4.100%, 06/15/2049 |
|
|
1,340 |
|
|
|
1,099 |
|
3.750%, 06/01/2047 |
|
|
2,380 |
|
|
|
1,874 |
|
3.320%, 04/15/2050 |
|
|
4,689 |
|
|
|
3,381 |
|
Sempra |
|
|
|
|
|
|
|
|
3.800%, 02/01/2038 |
|
|
850 |
|
|
|
724 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Southern California Edison |
|
|
|
|
|
|
|
|
5.950%, 02/01/2038 |
|
$ |
280 |
|
|
$ |
299 |
|
4.650%, 10/01/2043 |
|
|
2,480 |
|
|
|
2,247 |
|
4.125%, 03/01/2048 |
|
|
4,730 |
|
|
|
3,906 |
|
4.050%, 03/15/2042 |
|
|
5,355 |
|
|
|
4,485 |
|
4.000%, 04/01/2047 |
|
|
2,630 |
|
|
|
2,129 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
5.750%, 06/01/2053 |
|
|
1,550 |
|
|
|
1,611 |
|
5.600%, 04/01/2054 |
|
|
1,285 |
|
|
|
1,329 |
|
4.300%, 01/15/2049 |
|
|
1,235 |
|
|
|
1,043 |
|
4.125%, 06/01/2048 |
|
|
2,865 |
|
|
|
2,367 |
|
3.750%, 09/15/2042 |
|
|
1,770 |
|
|
|
1,431 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.875%, 03/15/2041 |
|
|
100 |
|
|
|
105 |
|
4.400%, 06/01/2043 |
|
|
825 |
|
|
|
717 |
|
4.400%, 05/30/2047 |
|
|
50 |
|
|
|
42 |
|
3.950%, 10/01/2046 |
|
|
800 |
|
|
|
639 |
|
Southwest Gas |
|
|
|
|
|
|
|
|
3.180%, 08/15/2051 |
|
|
1,065 |
|
|
|
687 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
|
1,204 |
|
|
|
1,290 |
|
3.850%, 02/01/2048 |
|
|
2,645 |
|
|
|
1,998 |
|
3.250%, 11/01/2051 |
|
|
1,100 |
|
|
|
731 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
6.000%, 06/01/2054 |
|
|
1,275 |
|
|
|
1,356 |
|
5.150%, 06/01/2052 |
|
|
440 |
|
|
|
409 |
|
4.500%, 08/15/2041 |
|
|
8,995 |
|
|
|
7,944 |
|
3.700%, 08/15/2047 |
|
|
1,770 |
|
|
|
1,332 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.350%, 05/15/2044 |
|
|
1,225 |
|
|
|
1,058 |
|
3.625%, 06/15/2050 |
|
|
1,669 |
|
|
|
1,259 |
|
3.450%, 03/15/2051 |
|
|
850 |
|
|
|
619 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
4.850%, 12/01/2048 |
|
|
1,825 |
|
|
|
1,659 |
|
4.000%, 06/15/2050 |
|
|
240 |
|
|
|
190 |
|
3.250%, 05/01/2051 |
|
|
1,700 |
|
|
|
1,174 |
|
Union Electric |
|
|
|
|
|
|
|
|
5.450%, 03/15/2053 |
|
|
2,185 |
|
|
|
2,203 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
8.875%, 11/15/2038 |
|
|
1,982 |
|
|
|
2,708 |
|
6.350%, 11/30/2037 |
|
|
2,475 |
|
|
|
2,727 |
|
5.450%, 04/01/2053 |
|
|
3,345 |
|
|
|
3,343 |
|
5.000%, 01/15/2034 |
|
|
1,390 |
|
|
|
1,400 |
|
4.650%, 08/15/2043 |
|
|
6,145 |
|
|
|
5,596 |
|
4.600%, 12/01/2048 |
|
|
3,845 |
|
|
|
3,404 |
|
4.450%, 02/15/2044 |
|
|
7,425 |
|
|
|
6,602 |
|
4.000%, 01/15/2043 |
|
|
300 |
|
|
|
252 |
|
4.000%, 11/15/2046 |
|
|
2,478 |
|
|
|
2,019 |
|
2.950%, 11/15/2051 |
|
|
400 |
|
|
|
264 |
|
2.450%, 12/15/2050 |
|
|
540 |
|
|
|
322 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
3.650%, 12/15/2042 |
|
|
2,310 |
|
|
|
1,828 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
4.100%, 10/15/2044 |
|
$ |
325 |
|
|
$ |
266 |
|
3.650%, 04/01/2050 |
|
|
360 |
|
|
|
271 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
2.850%, 12/01/2051 |
|
|
1,000 |
|
|
|
649 |
|
Xcel Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2041 |
|
|
1,907 |
|
|
|
1,718 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
508,970 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $3,016,772) ($ Thousands) |
|
|
|
|
|
|
2,748,654 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 5.8% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.625%, 05/15/2044 |
|
|
20,410 |
|
|
|
21,255 |
|
4.625%, 05/15/2054 |
|
|
40,185 |
|
|
|
42,947 |
|
4.500%, 02/15/2044 |
|
|
18,363 |
|
|
|
18,822 |
|
4.250%, 02/15/2054 (D) |
|
|
6,375 |
|
|
|
6,400 |
|
4.250%, 08/15/2054 |
|
|
24,280 |
|
|
|
24,432 |
|
4.125%, 08/15/2044 |
|
|
21,200 |
|
|
|
20,686 |
|
3.875%, 05/15/2043 |
|
|
8,440 |
|
|
|
7,969 |
|
3.625%, 08/15/2043 |
|
|
9,470 |
|
|
|
8,613 |
|
3.375%, 05/15/2044 |
|
|
10,645 |
|
|
|
9,290 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
3.875%, 08/15/2034 |
|
|
20,655 |
|
|
|
20,581 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $178,570) ($ Thousands) |
|
|
180,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 4.2% |
Alabama — 0.0% |
|
|
|
|
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB |
|
|
|
|
|
|
|
|
2.650%, 09/01/2037 |
|
|
1,075 |
|
|
|
884 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 1.9% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
|
3,795 |
|
|
|
4,307 |
|
California State University, RB |
|
|
|
|
|
|
|
|
5.183%, 11/01/2053 |
|
|
2,225 |
|
|
|
2,247 |
|
5.060%, 11/01/2036 |
|
|
440 |
|
|
|
451 |
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
3.899%, 11/01/2047 |
|
|
2,375 |
|
|
|
2,072 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.625%, 03/01/2040 |
|
|
2,510 |
|
|
|
3,112 |
|
7.600%, 11/01/2040 |
|
|
385 |
|
|
|
482 |
|
7.550%, 04/01/2039 |
|
|
1,535 |
|
|
|
1,913 |
|
7.500%, 04/01/2034 |
|
|
6,220 |
|
|
|
7,433 |
|
7.300%, 10/01/2039 |
|
|
12,770 |
|
|
|
15,308 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
California State, GO |
|
|
|
|
|
|
|
|
5.875%, 10/01/2041 |
|
$ |
1,745 |
|
|
$ |
1,878 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
4.353%, 06/01/2041 |
|
|
1,975 |
|
|
|
1,857 |
|
California State, Health Facilities Financing Authority, Ser 2021A, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
390 |
|
|
|
311 |
|
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
|
1,255 |
|
|
|
1,356 |
|
Los Angeles County, Metropolitan Transportation Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.735%, 06/01/2039 |
|
|
960 |
|
|
|
1,004 |
|
Los Angeles, Community College District, Build America Project, GO |
|
|
|
|
|
|
|
|
6.750%, 08/01/2049 |
|
|
1,025 |
|
|
|
1,219 |
|
Los Angeles, Community College District, Ser D, GO |
|
|
|
|
|
|
|
|
6.680%, 08/01/2036 |
|
|
500 |
|
|
|
582 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
3.887%, 05/15/2038 |
|
|
1,430 |
|
|
|
1,323 |
|
Regents of the University of California Medical Center, RB |
|
|
|
|
|
|
|
|
4.563%, 05/15/2053 |
|
|
2,395 |
|
|
|
2,234 |
|
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
1,975 |
|
|
|
1,401 |
|
3.006%, 05/15/2050 |
|
|
2,005 |
|
|
|
1,419 |
|
San Diego County, Water Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.138%, 05/01/2049 |
|
|
1,000 |
|
|
|
1,094 |
|
San Francisco Bay Area, Rapid Transit District, GO |
|
|
|
|
|
|
|
|
3.000%, 08/01/2049 |
|
|
665 |
|
|
|
549 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
3,005 |
|
|
|
3,194 |
|
University of California, Ser AP, RB |
|
|
|
|
|
|
|
|
3.931%, 05/15/2045 |
|
|
950 |
|
|
|
879 |
|
University of California, Ser AQ, RB |
|
|
|
|
|
|
|
|
4.767%, 05/15/2115 |
|
|
1,076 |
|
|
|
972 |
|
University of California, Ser J, RB |
|
|
|
|
|
|
|
|
4.131%, 05/15/2045 |
|
|
1,000 |
|
|
|
927 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,524 |
|
| |
|
|
|
|
|
|
|
|
District of Columbia — 0.0% |
|
|
|
|
District of Columbia, Water & Sewer Authority, RB |
|
|
|
|
|
|
|
|
4.814%, 10/01/2114 |
|
|
530 |
|
|
|
506 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Georgia — 0.0% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
$ |
349 |
|
|
$ |
408 |
|
6.637%, 04/01/2057 |
|
|
133 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
558 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.1% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
3,205 |
|
|
|
3,416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.1% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
2,890 |
|
|
|
2,881 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Maryland — 0.0% |
|
|
|
|
Maryland Economic Development, RB |
|
|
|
|
|
|
|
|
5.433%, 05/31/2056 |
|
|
1,005 |
|
|
|
1,023 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.1% |
|
|
|
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.456%, 12/01/2039 |
|
|
3,085 |
|
|
|
3,216 |
|
Massachusetts State, School Building Authority, Sub-Ser B, RB |
|
|
|
|
|
|
|
|
3.395%, 10/15/2040 |
|
|
1,000 |
|
|
|
852 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,068 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.1% |
|
|
|
|
University of Michigan, Ser C, RB |
|
|
|
|
|
|
|
|
3.599%, 04/01/2047 |
|
|
2,525 |
|
|
|
2,193 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Missouri — 0.0% |
|
|
|
|
Missouri State, Health & Educational Facilities Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.685%, 02/15/2047 |
|
|
675 |
|
|
|
550 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.1% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.102%, 01/01/2041 |
|
|
2,460 |
|
|
|
2,919 |
|
New Jersey State, Turnpike Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.729%, 01/01/2036 |
|
|
1,000 |
|
|
|
916 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,835 |
|
| |
|
|
|
|
|
|
|
|
New York — 0.8% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
|
245 |
|
|
|
246 |
|
New York & New Jersey, Port Authority, Ser 174, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
3,160 |
|
|
|
2,868 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
$ |
465 |
|
|
$ |
455 |
|
New York City, Build America Project, GO |
|
|
|
|
|
|
|
|
5.985%, 12/01/2036 |
|
|
1,340 |
|
|
|
1,420 |
|
5.968%, 03/01/2036 |
|
|
570 |
|
|
|
610 |
|
New York City, Municipal Water Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.011%, 06/15/2042 |
|
|
750 |
|
|
|
817 |
|
5.882%, 06/15/2044 |
|
|
500 |
|
|
|
534 |
|
5.724%, 06/15/2042 |
|
|
4,720 |
|
|
|
4,992 |
|
5.440%, 06/15/2043 |
|
|
3,000 |
|
|
|
3,058 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
|
2,475 |
|
|
|
2,591 |
|
5.508%, 08/01/2037 |
|
|
1,890 |
|
|
|
1,970 |
|
New York State, Dormitory Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.628%, 03/15/2039 |
|
|
1,385 |
|
|
|
1,441 |
|
New York State, Urban Development, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
1,760 |
|
|
|
1,819 |
|
New York State, Urban Development, Ser B, RB |
|
|
|
|
|
|
|
|
2.590%, 03/15/2035 (E) |
|
|
810 |
|
|
|
687 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,508 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.2% |
|
|
|
|
American Municipal Power, Build America Project, RB |
|
|
|
|
|
|
|
|
6.053%, 02/15/2043 |
|
|
1,700 |
|
|
|
1,852 |
|
JobsOhio Beverage System, Ser A, RB |
|
|
|
|
|
|
|
|
2.833%, 01/01/2038 |
|
|
460 |
|
|
|
379 |
|
Ohio State University, Build America Project, RB |
|
|
|
|
|
|
|
|
4.910%, 06/01/2040 |
|
|
2,265 |
|
|
|
2,240 |
|
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB |
|
|
|
|
|
|
|
|
3.700%, 01/01/2043 |
|
|
970 |
|
|
|
844 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,315 |
|
| |
|
|
|
|
|
|
|
|
Texas — 0.8% |
|
|
|
|
Dallas County, Hospital District, Build America Project, Ser C, GO |
|
|
|
|
|
|
|
|
5.621%, 08/15/2044 |
|
|
2,250 |
|
|
|
2,357 |
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
2.994%, 11/01/2038 |
|
|
4,520 |
|
|
|
3,878 |
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
325 |
|
|
|
336 |
|
Houston, GO |
|
|
|
|
|
|
|
|
3.961%, 03/01/2047 |
|
|
1,500 |
|
|
|
1,315 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
$ |
2,220 |
|
|
$ |
2,618 |
|
San Antonio, Electric & Gas Systems Revenue, Build America Project, RB |
|
|
|
|
|
|
|
|
5.808%, 02/01/2041 |
|
|
2,800 |
|
|
|
2,993 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
3,925 |
|
|
|
4,194 |
|
University of Texas, Board of Regents, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
1,220 |
|
|
|
792 |
|
University of Texas, Permanent University Fund, Build America Project, RB |
|
|
|
|
|
|
|
|
5.262%, 07/01/2039 |
|
|
4,540 |
|
|
|
4,663 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,146 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
Virginia Commonwealth University, Health System Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.956%, 01/01/2044 |
|
|
475 |
|
|
|
473 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $147,022) ($ Thousands) |
|
|
|
|
|
|
131,880 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 1.1% |
| |
|
|
|
|
|
|
|
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
4,090 |
|
|
|
4,043 |
|
3.860%, 06/21/2047 |
|
|
335 |
|
|
|
272 |
|
3.500%, 01/25/2050 |
|
|
1,630 |
|
|
|
1,227 |
|
3.100%, 05/07/2041 |
|
|
6,815 |
|
|
|
5,231 |
|
3.100%, 01/22/2061 |
|
|
520 |
|
|
|
340 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 03/12/2054 |
|
|
12,185 |
|
|
|
11,698 |
|
4.125%, 01/17/2048 |
|
|
1,265 |
|
|
|
979 |
|
3.875%, 07/03/2050 |
|
|
3,450 |
|
|
|
2,535 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 03/18/2054 |
|
|
4,315 |
|
|
|
4,416 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 01/16/2054(A) |
|
|
4,640 |
|
|
|
4,749 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $37,196) ($ Thousands) |
|
|
35,490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
31,851,629 |
|
|
$ |
31,852 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $31,852) ($ Thousands) |
|
|
|
|
|
|
31,852 |
|
Total Investments in Securities — 99.5% |
|
|
|
|
|
|
|
|
(Cost $3,411,412) ($ Thousands) |
|
$ |
3,128,871 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
258 |
|
|
|
Dec-2024 |
|
|
$ |
53,579 |
|
|
$ |
53,546 |
|
|
$ |
(33 |
) |
U.S. 5-Year Treasury Note |
|
|
1,346 |
|
|
|
Dec-2024 |
|
|
|
147,425 |
|
|
|
147,252 |
|
|
|
(173 |
) |
U.S. Ultra Long Treasury Bond |
|
|
391 |
|
|
|
Dec-2024 |
|
|
|
52,080 |
|
|
|
51,587 |
|
|
|
(493 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
245 |
|
|
|
Dec-2024 |
|
|
|
28,929 |
|
|
|
28,772 |
|
|
|
(157 |
) |
| |
|
|
|
|
|
|
|
|
|
|
282,013 |
|
|
|
281,157 |
|
|
|
(856 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(155) |
|
|
|
Dec-2024 |
|
|
$ |
(17,014 |
) |
|
$ |
(16,957 |
) |
|
$ |
57 |
|
U.S. Long Treasury Bond |
|
|
(25) |
|
|
|
Dec-2024 |
|
|
|
(3,102 |
) |
|
|
(3,078 |
) |
|
|
24 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(401) |
|
|
|
Dec-2024 |
|
|
|
(47,380 |
) |
|
|
(47,092 |
) |
|
|
288 |
|
| |
|
|
|
|
|
|
|
|
|
|
(67,496 |
) |
|
|
(67,127 |
) |
|
|
369 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
214,517 |
|
|
$ |
214,030 |
|
|
$ |
(487 |
) |
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
Interest Rate Swap |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3.52% FIXED |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
2,882 |
|
|
$ |
(73 |
) |
|
$ |
– |
|
|
$ |
(73 |
) |
|
Percentages are based on Net Assets of $3,144,022 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $171,565 ($ Thousands), representing 5.5% of the Net Assets of the Fund. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Security, or a portion thereof, has been pledged as collateral on open futures contracts. |
(E) |
Security is escrowed to maturity. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Long Duration Credit Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,963 |
|
|
$ |
261,962 |
|
|
$ |
(250,073 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
31,852 |
|
|
$ |
351 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 36.1% |
Automotive — 23.3% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 11/15/2026 |
|
$ |
564 |
|
|
$ |
565 |
|
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B |
|
|
|
|
|
|
|
|
5.827%, 05/17/2032 (A) |
|
|
948 |
|
|
|
960 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (A) |
|
|
12 |
|
|
|
11 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (A) |
|
|
92 |
|
|
|
92 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
277 |
|
|
|
276 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
1.490%, 09/18/2026 |
|
|
1,265 |
|
|
|
1,234 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.010%, 01/19/2027 |
|
|
1,034 |
|
|
|
998 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
766 |
|
|
|
762 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.190%, 04/19/2027 |
|
|
1,077 |
|
|
|
1,081 |
|
ARI Fleet Lease Trust, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.680%, 03/15/2030 (A) |
|
|
345 |
|
|
|
341 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2032 (A) |
|
|
212 |
|
|
|
214 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (A) |
|
|
165 |
|
|
|
166 |
|
ARI Fleet Lease Trust, Ser 2024-B, Cl A2 |
|
|
|
|
|
|
|
|
5.540%, 04/15/2033 (A) |
|
|
2,410 |
|
|
|
2,432 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl B |
|
|
|
|
|
|
|
|
2.960%, 02/20/2027 (A) |
|
|
900 |
|
|
|
873 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
4.620%, 02/20/2027 (A) |
|
|
2,065 |
|
|
|
2,055 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (A) |
|
|
234 |
|
|
|
234 |
|
Bank of America Auto Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.850%, 08/17/2026 (A) |
|
|
333 |
|
|
|
334 |
|
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A |
|
|
|
|
|
|
|
|
6.971%, 07/29/2032 (A) |
|
|
721 |
|
|
|
728 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 07/27/2026 |
|
$ |
381 |
|
|
$ |
381 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
|
97 |
|
|
|
97 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 11/15/2027 |
|
|
2,300 |
|
|
|
2,317 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/15/2026 |
|
|
185 |
|
|
|
185 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 01/18/2028 |
|
|
2,135 |
|
|
|
2,140 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-3, Cl A3 |
|
|
|
|
|
|
|
|
5.340%, 04/17/2028 |
|
|
2,400 |
|
|
|
2,411 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
3.170%, 04/15/2027 |
|
|
590 |
|
|
|
583 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.740%, 10/15/2026 |
|
|
300 |
|
|
|
292 |
|
Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.520%, 02/17/2026 |
|
|
49 |
|
|
|
49 |
|
Carmax Auto Owner Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
1.470%, 12/15/2026 |
|
|
732 |
|
|
|
717 |
|
Carmax Auto Owner Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.230%, 01/15/2026 |
|
|
69 |
|
|
|
69 |
|
Carmax Auto Owner Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.750%, 10/15/2027 |
|
|
1,100 |
|
|
|
1,099 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.500%, 06/15/2026 |
|
|
152 |
|
|
|
152 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
290 |
|
|
|
291 |
|
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A |
|
|
|
|
|
|
|
|
6.080%, 12/15/2026 |
|
|
547 |
|
|
|
549 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.300%, 03/15/2027 |
|
|
1,029 |
|
|
|
1,030 |
|
CarMax Auto Owner Trust, Ser 2024-2, Cl A2A |
|
|
|
|
|
|
|
|
5.650%, 05/17/2027 |
|
|
710 |
|
|
|
713 |
|
Carmax Auto Owner Trust, Ser 2024-3, Cl A2A |
|
|
|
|
|
|
|
|
5.210%, 09/15/2027 |
|
|
1,000 |
|
|
|
1,005 |
|
Carmax Select Receivables Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.780%, 09/15/2027 |
|
|
2,485 |
|
|
|
2,495 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
$ |
409 |
|
|
$ |
394 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
90 |
|
|
|
86 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
198 |
|
|
|
188 |
|
Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2 |
|
|
|
|
|
|
|
|
3.210%, 12/11/2028 (A) |
|
|
225 |
|
|
|
220 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (A) |
|
|
244 |
|
|
|
245 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (A) |
|
|
80 |
|
|
|
80 |
|
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (A) |
|
|
382 |
|
|
|
383 |
|
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
|
|
|
|
|
|
|
|
5.770%, 04/12/2027 (A) |
|
|
186 |
|
|
|
186 |
|
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/12/2027 (A) |
|
|
481 |
|
|
|
481 |
|
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 08/10/2027 (A) |
|
|
157 |
|
|
|
157 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (A) |
|
|
233 |
|
|
|
232 |
|
Chase Auto Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.480%, 04/26/2027 (A) |
|
|
496 |
|
|
|
497 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.698%, SOFR30A + 0.344%, 04/15/2033 (A)(B) |
|
|
65 |
|
|
|
65 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (A) |
|
|
336 |
|
|
|
338 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
6.130%, 07/15/2026 (A) |
|
|
615 |
|
|
|
616 |
|
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (A) |
|
|
493 |
|
|
|
494 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
553 |
|
|
|
553 |
|
CPS Auto Receivables Trust, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
5.540%, 03/16/2026 (A) |
|
|
8 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (A) |
|
$ |
134 |
|
|
$ |
134 |
|
CPS Auto Receivables Trust, Ser 2023-C, Cl A |
|
|
|
|
|
|
|
|
6.130%, 09/15/2026 (A) |
|
|
71 |
|
|
|
71 |
|
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (A) |
|
|
285 |
|
|
|
286 |
|
CPS Auto Receivables Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.710%, 09/15/2027 (A) |
|
|
162 |
|
|
|
163 |
|
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.390%, 08/15/2033 (A) |
|
|
250 |
|
|
|
255 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (A) |
|
|
99 |
|
|
|
99 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (A) |
|
|
124 |
|
|
|
124 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (A) |
|
|
297 |
|
|
|
298 |
|
Enterprise Fleet Financing LLC, Ser 2020-2, Cl A3 |
|
|
|
|
|
|
|
|
0.650%, 07/20/2026 (A) |
|
|
161 |
|
|
|
159 |
|
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (A) |
|
|
33 |
|
|
|
33 |
|
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.650%, 05/21/2029 (A) |
|
|
622 |
|
|
|
620 |
|
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
4.380%, 07/20/2029 (A) |
|
|
40 |
|
|
|
40 |
|
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.510%, 01/22/2029 (A) |
|
|
192 |
|
|
|
192 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.560%, 04/22/2030 (A) |
|
|
421 |
|
|
|
424 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (A) |
|
|
1,714 |
|
|
|
1,746 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (A) |
|
|
530 |
|
|
|
533 |
|
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 |
|
|
|
|
|
|
|
|
5.740%, 12/20/2026 (A) |
|
|
430 |
|
|
|
434 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (A) |
|
|
252 |
|
|
|
252 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
38 |
|
|
|
38 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.040%, 07/15/2026 |
|
$ |
123 |
|
|
$ |
123 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
9 |
|
|
|
9 |
|
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.530%, 10/15/2026 |
|
|
396 |
|
|
|
396 |
|
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 05/15/2026 |
|
|
467 |
|
|
|
467 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (A) |
|
|
63 |
|
|
|
62 |
|
FHF Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.430%, 01/18/2028 (A) |
|
|
185 |
|
|
|
184 |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
517 |
|
|
|
518 |
|
First Investors Auto Owner Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
2.030%, 01/15/2027 (A) |
|
|
276 |
|
|
|
274 |
|
First Investors Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.440%, 10/16/2028 (A) |
|
|
654 |
|
|
|
660 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (A) |
|
|
143 |
|
|
|
143 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (A) |
|
|
318 |
|
|
|
319 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.240%, 07/15/2026 |
|
|
630 |
|
|
|
630 |
|
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.190%, 07/15/2031 (A) |
|
|
605 |
|
|
|
600 |
|
Ford Credit Auto Owner Trust, Ser 2020-REV1, Cl A |
|
|
|
|
|
|
|
|
2.040%, 08/15/2031 (A) |
|
|
2,700 |
|
|
|
2,661 |
|
Ford Credit Auto Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.570%, 06/15/2026 |
|
|
521 |
|
|
|
521 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
4.920%, 05/15/2028 (A) |
|
|
500 |
|
|
|
503 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
50 |
|
|
|
50 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (A) |
|
|
408 |
|
|
|
410 |
|
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.950%, 03/15/2027 (A) |
|
|
1,122 |
|
|
|
1,124 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (A) |
|
$ |
19 |
|
|
$ |
19 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 01/15/2027 (A) |
|
|
78 |
|
|
|
78 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.570%, 02/16/2027 (A) |
|
|
1,584 |
|
|
|
1,584 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.400%, 09/15/2027 (A) |
|
|
1,963 |
|
|
|
1,970 |
|
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.370%, 06/15/2028 (A) |
|
|
428 |
|
|
|
433 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
– |
|
|
|
– |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
4.110%, 08/20/2026 |
|
|
350 |
|
|
|
349 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
154 |
|
|
|
154 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
292 |
|
|
|
292 |
|
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.180%, 06/22/2026 |
|
|
921 |
|
|
|
922 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.660%, 02/16/2028 |
|
|
2,370 |
|
|
|
2,367 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 09/16/2026 |
|
|
346 |
|
|
|
346 |
|
GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
5.340%, 06/15/2028 (A) |
|
|
700 |
|
|
|
709 |
|
GTE Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.650%, 08/17/2026 (A) |
|
|
449 |
|
|
|
449 |
|
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.320%, 06/15/2026 |
|
|
– |
|
|
|
– |
|
Huntington Auto Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 03/15/2027 (A) |
|
|
2,556 |
|
|
|
2,561 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (A) |
|
|
418 |
|
|
|
417 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.850%, 03/16/2026 (A) |
|
|
1,092 |
|
|
|
1,095 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
$ |
437 |
|
|
$ |
431 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
571 |
|
|
|
571 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027 (A) |
|
|
94 |
|
|
|
93 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (A) |
|
|
164 |
|
|
|
164 |
|
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.440%, 11/16/2026 (A) |
|
|
1,210 |
|
|
|
1,210 |
|
LAD Auto Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 03/15/2027 (A) |
|
|
1,725 |
|
|
|
1,730 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (A) |
|
|
159 |
|
|
|
156 |
|
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A) |
|
|
510 |
|
|
|
520 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
6.180%, 08/25/2028 (A) |
|
|
750 |
|
|
|
758 |
|
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.800%, 03/15/2027 (A) |
|
|
329 |
|
|
|
325 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
175 |
|
|
|
175 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.110%, 10/15/2026 |
|
|
995 |
|
|
|
995 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 04/15/2027 (A) |
|
|
722 |
|
|
|
725 |
|
Octane Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.440%, 03/20/2029 (A) |
|
|
2,150 |
|
|
|
2,172 |
|
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.630%, 09/14/2027 (A) |
|
|
239 |
|
|
|
237 |
|
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.550%, 04/15/2027 (A) |
|
|
1,665 |
|
|
|
1,664 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032 (A) |
|
|
174 |
|
|
|
174 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (A) |
|
|
131 |
|
|
|
132 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (A) |
|
$ |
421 |
|
|
$ |
423 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.330%, 09/15/2027 |
|
|
834 |
|
|
|
816 |
|
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C |
|
|
|
|
|
|
|
|
1.260%, 02/16/2027 |
|
|
47 |
|
|
|
46 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
3.760%, 07/16/2029 |
|
|
1,745 |
|
|
|
1,715 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |
|
|
|
|
|
|
|
|
4.420%, 11/15/2027 |
|
|
1,550 |
|
|
|
1,542 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl B |
|
|
|
|
|
|
|
|
4.430%, 03/15/2027 |
|
|
668 |
|
|
|
665 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
60 |
|
|
|
60 |
|
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 02/16/2027 |
|
|
577 |
|
|
|
578 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.710%, 02/16/2027 |
|
|
186 |
|
|
|
186 |
|
Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2 |
|
|
|
|
|
|
|
|
5.800%, 09/15/2027 |
|
|
848 |
|
|
|
850 |
|
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (A) |
|
|
1,025 |
|
|
|
1,020 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (A) |
|
|
265 |
|
|
|
266 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (A) |
|
|
1,095 |
|
|
|
1,101 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (A) |
|
|
213 |
|
|
|
213 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 06/21/2027 (A) |
|
|
274 |
|
|
|
274 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (A) |
|
|
237 |
|
|
|
237 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (A) |
|
|
392 |
|
|
|
393 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.540%, 12/21/2026 (A) |
|
|
819 |
|
|
|
819 |
|
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.730%, 04/20/2026 (A) |
|
|
718 |
|
|
|
720 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (A) |
|
$ |
20 |
|
|
$ |
20 |
|
USAA Auto Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
4.860%, 11/16/2026 (A) |
|
|
208 |
|
|
|
208 |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (A) |
|
|
217 |
|
|
|
217 |
|
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 01/20/2026 |
|
|
1,208 |
|
|
|
1,210 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (A) |
|
|
449 |
|
|
|
444 |
|
Westlake Automobile Receivables Trust, Ser 2022-2A, Cl A3 |
|
|
|
|
|
|
|
|
3.750%, 04/15/2026 (A) |
|
|
7 |
|
|
|
7 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026 (A) |
|
|
76 |
|
|
|
76 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026 (A) |
|
|
195 |
|
|
|
195 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.800%, 02/16/2027 (A) |
|
|
985 |
|
|
|
988 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (A) |
|
|
299 |
|
|
|
300 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/15/2027 (A) |
|
|
844 |
|
|
|
848 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3 |
|
|
|
|
|
|
|
|
6.240%, 07/15/2027 (A) |
|
|
940 |
|
|
|
955 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (A) |
|
|
1,470 |
|
|
|
1,475 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.430%, 02/15/2028 (A) |
|
|
135 |
|
|
|
136 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 02/15/2028 (A) |
|
|
1,840 |
|
|
|
1,851 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (A) |
|
|
752 |
|
|
|
754 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (A) |
|
|
793 |
|
|
|
798 |
|
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |
|
|
|
|
|
|
|
|
0.440%, 08/17/2026 |
|
|
81 |
|
|
|
80 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
World Omni Auto Receivables Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.570%, 12/15/2026 |
|
$ |
– |
|
|
$ |
– |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
213 |
|
|
|
213 |
|
| |
|
|
|
|
|
|
99,385 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 1.5% |
|
|
|
|
| |
|
|
|
|
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.720%, 02/15/2029 |
|
|
300 |
|
|
|
301 |
|
Capital One Multi-Asset Execution Trust, Ser 2022-A3, Cl A |
|
|
|
|
|
|
|
|
4.950%, 10/15/2027 |
|
|
3,800 |
|
|
|
3,809 |
|
Discover Card Execution Note Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.320%, 05/15/2027 |
|
|
635 |
|
|
|
627 |
|
Discover Card Execution Note Trust, Ser 2022-A4, Cl A |
|
|
|
|
|
|
|
|
5.030%, 10/15/2027 |
|
|
1,525 |
|
|
|
1,530 |
|
| |
|
|
|
|
|
|
6,267 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.0% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
4.790%, TSFR1M + 0.794%, 01/25/2035 (B) |
|
|
29 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 11.3% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (A) |
|
|
31 |
|
|
|
31 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (A) |
|
|
12 |
|
|
|
12 |
|
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A |
|
|
|
|
|
|
|
|
6.610%, 01/18/2028 (A) |
|
|
340 |
|
|
|
341 |
|
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
|
|
|
|
|
|
|
|
7.110%, 11/15/2028 (A) |
|
|
404 |
|
|
|
406 |
|
Affirm Asset Securitization Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.610%, 02/15/2029 (A) |
|
|
255 |
|
|
|
257 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028 (A) |
|
|
124 |
|
|
|
124 |
|
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.380%, 01/21/2031 (A) |
|
|
1,317 |
|
|
|
1,326 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Apidos CLO XII, Ser 2024-12A, Cl ARR |
|
|
|
|
|
|
|
|
6.420%, TSFR3M + 1.080%, 04/15/2031 (A)(B) |
|
$ |
680 |
|
|
$ |
680 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (A) |
|
|
208 |
|
|
|
190 |
|
Auxilior Term Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 12/15/2028 (A) |
|
|
364 |
|
|
|
367 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (A) |
|
|
182 |
|
|
|
181 |
|
BHG Securitization Trust, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
5.320%, 10/17/2035 (A) |
|
|
31 |
|
|
|
31 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.684%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
|
|
217 |
|
|
|
218 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.517%, TSFR3M + 1.232%, 04/17/2031 (A)(B) |
|
|
521 |
|
|
|
521 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.524%, TSFR3M + 1.242%, 07/20/2031 (A)(B) |
|
|
692 |
|
|
|
692 |
|
Carlyle Global Market Strategies CLO, Ser 2024-4A, Cl A1RR |
|
|
|
|
|
|
|
|
6.502%, TSFR3M + 1.220%, 07/20/2032 (A)(B) |
|
|
700 |
|
|
|
700 |
|
CBAM, Ser 2018-5A, Cl A |
|
|
|
|
|
|
|
|
6.567%, TSFR3M + 1.282%, 04/17/2031 (A)(B) |
|
|
656 |
|
|
|
657 |
|
CCG Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/16/2030 (A) |
|
|
338 |
|
|
|
340 |
|
CIFC Funding, Ser 2017-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.654%, TSFR3M + 1.372%, 01/22/2031 (A)(B) |
|
|
448 |
|
|
|
449 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.411%, TSFR3M + 1.132%, 04/19/2029 (A)(B) |
|
|
266 |
|
|
|
266 |
|
CIFC Funding, Ser 2021-5A, Cl A1R1 |
|
|
|
|
|
|
|
|
6.703%, TSFR3M + 1.402%, 01/15/2035 (A)(B) |
|
|
1,000 |
|
|
|
1,002 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
378 |
|
|
|
378 |
|
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
|
341 |
|
|
|
341 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (A) |
|
|
1,093 |
|
|
|
1,072 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (A) |
|
|
336 |
|
|
|
336 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (A) |
|
|
299 |
|
|
|
300 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (A) |
|
$ |
15 |
|
|
$ |
15 |
|
Dext ABS LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 05/15/2034 (A) |
|
|
714 |
|
|
|
720 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (A) |
|
|
240 |
|
|
|
241 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (A) |
|
|
179 |
|
|
|
175 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (A) |
|
|
175 |
|
|
|
175 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (A) |
|
|
226 |
|
|
|
226 |
|
DLLST, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 01/20/2026 (A) |
|
|
270 |
|
|
|
270 |
|
Dryden 94 CLO, Ser 2022-94A, Cl A |
|
|
|
|
|
|
|
|
6.741%, TSFR3M + 1.440%, 07/15/2037 (A)(B) |
|
|
700 |
|
|
|
700 |
|
Dryden 94 CLO, Ser 2024-94A, Cl AR |
|
|
|
|
|
|
|
|
0.000%, 10/15/2037 (A)(B)(C) |
|
|
700 |
|
|
|
700 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (A) |
|
|
887 |
|
|
|
854 |
|
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
|
|
|
|
|
|
|
|
6.433%, TSFR3M + 1.150%, 04/24/2031 (A)(B) |
|
|
1,334 |
|
|
|
1,334 |
|
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (A) |
|
|
753 |
|
|
|
759 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (A) |
|
|
569 |
|
|
|
569 |
|
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.320%, 08/17/2026 (A) |
|
|
1,760 |
|
|
|
1,765 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (A) |
|
|
685 |
|
|
|
662 |
|
HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |
|
|
|
|
|
|
|
|
5.430%, 08/20/2029 (A) |
|
|
475 |
|
|
|
475 |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (A) |
|
|
386 |
|
|
|
387 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (A) |
|
|
1,535 |
|
|
|
1,543 |
|
John Deere Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.280%, 03/16/2026 |
|
|
122 |
|
|
|
122 |
|
John Deere Owner Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
5.590%, 06/15/2026 |
|
|
544 |
|
|
|
544 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
1,001 |
|
|
|
1,003 |
|
KKR CLO 21, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
6.563%, TSFR3M + 1.262%, 04/15/2031 (A)(B) |
|
|
564 |
|
|
|
564 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
KKR CLO, Ser 2017-11, Cl AR |
|
|
|
|
|
|
|
|
6.743%, TSFR3M + 1.442%, 01/15/2031 (A)(B) |
|
$ |
448 |
|
|
$ |
448 |
|
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (A) |
|
|
1,071 |
|
|
|
1,073 |
|
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.390%, 01/15/2027 (A) |
|
|
1,005 |
|
|
|
1,009 |
|
M&T Equipment Notes, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 07/15/2030 (A) |
|
|
708 |
|
|
|
710 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.262%, 07/21/2030 (A)(B) |
|
|
1,180 |
|
|
|
1,181 |
|
Marlette Funding Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.070%, 04/15/2033 (A) |
|
|
27 |
|
|
|
27 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (A) |
|
|
57 |
|
|
|
57 |
|
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (A) |
|
|
131 |
|
|
|
131 |
|
Milford Park CLO, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.722%, TSFR3M + 1.440%, 07/20/2035 (A)(B) |
|
|
900 |
|
|
|
902 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |
|
|
|
|
|
|
|
|
0.490%, 08/14/2025 (A) |
|
|
214 |
|
|
|
211 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |
|
|
|
|
|
|
|
|
0.660%, 11/15/2027 (A) |
|
|
500 |
|
|
|
484 |
|
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.560%, 06/13/2028 (A) |
|
|
79 |
|
|
|
77 |
|
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (A) |
|
|
618 |
|
|
|
621 |
|
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 09/13/2027 (A) |
|
|
3,105 |
|
|
|
3,111 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (A) |
|
|
216 |
|
|
|
206 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (A) |
|
|
565 |
|
|
|
528 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (A) |
|
|
862 |
|
|
|
779 |
|
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.461%, TSFR3M + 1.182%, 10/18/2030 (A)(B) |
|
|
918 |
|
|
|
918 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman Loan Advisers CLO 31, Ser 2021-31A, Cl AR |
|
|
|
|
|
|
|
|
6.584%, TSFR3M + 1.302%, 04/20/2031 (A)(B) |
|
$ |
589 |
|
|
$ |
590 |
|
OCP CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
6.621%, TSFR3M + 1.342%, 04/26/2031 (A)(B) |
|
|
178 |
|
|
|
179 |
|
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.262%, 03/17/2030 (A)(B) |
|
|
384 |
|
|
|
384 |
|
Octagon Investment Partners 36, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.533%, TSFR3M + 1.232%, 04/15/2031 (A)(B) |
|
|
1,126 |
|
|
|
1,127 |
|
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
3.570%, 03/14/2033 (A) |
|
|
18 |
|
|
|
18 |
|
PFS Financing, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
3.890%, 05/15/2027 (A) |
|
|
965 |
|
|
|
956 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (A) |
|
|
71 |
|
|
|
72 |
|
RR 24, Ser 2023-24A, Cl A1AR |
|
|
|
|
|
|
|
|
7.031%, TSFR3M + 1.730%, 01/15/2036 (A)(B) |
|
|
830 |
|
|
|
832 |
|
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 01/22/2030 (A) |
|
|
793 |
|
|
|
803 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (A) |
|
|
74 |
|
|
|
74 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.376%, TSFR3M + 1.092%, 10/25/2029 (A)(B) |
|
|
504 |
|
|
|
504 |
|
Verizon Master Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.990%, 04/20/2028 |
|
|
1,250 |
|
|
|
1,243 |
|
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
|
1,000 |
|
|
|
986 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
1,000 |
|
|
|
989 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (A) |
|
|
339 |
|
|
|
343 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.516%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |
|
|
459 |
|
|
|
459 |
|
Voya CLO, Ser 2024-2A, Cl AR |
|
|
|
|
|
|
|
|
6.482%, TSFR3M + 1.200%, 07/20/2032 (A)(B) |
|
|
1,250 |
|
|
|
1,251 |
|
| |
|
|
|
|
|
|
48,304 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $153,272) ($ Thousands) |
|
|
|
|
|
|
153,986 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 31.2% |
Communication Services — 2.3% |
|
|
|
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
$ |
850 |
|
|
$ |
871 |
|
4.908%, 07/23/2025 |
|
|
145 |
|
|
|
144 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
4.900%, 02/26/2026 |
|
|
2,270 |
|
|
|
2,291 |
|
Cox Communications |
|
|
|
|
|
|
|
|
7.625%, 06/15/2025 |
|
|
100 |
|
|
|
102 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.500%, 04/15/2025 |
|
|
2,985 |
|
|
|
2,953 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
3.500%, 11/01/2024 |
|
|
3,030 |
|
|
|
3,020 |
|
WPP Finance 2010 |
|
|
|
|
|
|
|
|
3.750%, 09/19/2024 |
|
|
475 |
|
|
|
474 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,855 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.6% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
|
975 |
|
|
|
984 |
|
3.250%, 04/15/2025 |
|
|
650 |
|
|
|
642 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
2,715 |
|
|
|
2,683 |
|
General Motors |
|
|
|
|
|
|
|
|
6.125%, 10/01/2025 |
|
|
2,345 |
|
|
|
2,370 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.701%, SOFRRATE + 0.330%, 12/24/2025 (B) |
|
|
2,270 |
|
|
|
2,272 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.250%, 11/03/2025 (A) |
|
|
500 |
|
|
|
507 |
|
1.000%, 09/17/2024 (A) |
|
|
1,735 |
|
|
|
1,732 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,190 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.5% |
|
|
|
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.382%, 11/01/2025 |
|
|
610 |
|
|
|
598 |
|
Element Fleet Management |
|
|
|
|
|
|
|
|
5.643%, 03/13/2027 (A) |
|
|
635 |
|
|
|
648 |
|
Sodexo |
|
|
|
|
|
|
|
|
1.634%, 04/16/2026 (A) |
|
|
1,050 |
|
|
|
995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,241 |
|
| |
|
|
|
|
|
|
|
|
Energy — 1.8% |
|
|
|
|
Columbia Pipelines Holding LLC |
|
|
|
|
|
|
|
|
6.055%, 08/15/2026 (A) |
|
|
100 |
|
|
|
102 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.250%, 09/15/2024 |
|
|
1,690 |
|
|
|
1,689 |
|
Gray Oak Pipeline LLC |
|
|
|
|
|
|
|
|
2.600%, 10/15/2025 (A) |
|
|
900 |
|
|
|
873 |
|
MPLX |
|
|
|
|
|
|
|
|
4.875%, 06/01/2025 |
|
|
750 |
|
|
|
749 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
$ |
850 |
|
|
$ |
866 |
|
2.200%, 09/15/2025 |
|
|
675 |
|
|
|
657 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
500 |
|
|
|
501 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.950%, 06/01/2025 |
|
|
400 |
|
|
|
395 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
|
1,390 |
|
|
|
1,404 |
|
4.000%, 09/15/2025 |
|
|
500 |
|
|
|
495 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,731 |
|
| |
|
|
|
|
|
|
|
|
Financials — 17.2% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) |
|
|
700 |
|
|
|
720 |
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.100%, 01/15/2027 |
|
|
500 |
|
|
|
515 |
|
1.650%, 10/29/2024 |
|
|
3,615 |
|
|
|
3,591 |
|
American Express |
|
|
|
|
|
|
|
|
6.338%, SOFRRATE + 1.330%, 10/30/2026 (B) |
|
|
424 |
|
|
|
431 |
|
5.645%, SOFRINDX + 0.750%, 04/23/2027 (B) |
|
|
525 |
|
|
|
533 |
|
Aon Global |
|
|
|
|
|
|
|
|
3.875%, 12/15/2025 |
|
|
750 |
|
|
|
744 |
|
Ares Capital |
|
|
|
|
|
|
|
|
7.000%, 01/15/2027 |
|
|
475 |
|
|
|
493 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.088%, SOFRINDX + 0.715%, 01/07/2025 (A)(B) |
|
|
800 |
|
|
|
800 |
|
5.684%, 02/23/2026 (A) |
|
|
490 |
|
|
|
496 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
1.950%, 09/20/2026 (A) |
|
|
825 |
|
|
|
775 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
|
|
4,325 |
|
|
|
4,197 |
|
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
|
|
800 |
|
|
|
768 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.250%, 09/15/2026 |
|
|
825 |
|
|
|
773 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
1.300%, 09/15/2026 |
|
|
825 |
|
|
|
776 |
|
Banque Federative du Credit Mutuel |
|
|
|
|
|
|
|
|
5.896%, 07/13/2026 (A) |
|
|
475 |
|
|
|
486 |
|
4.935%, 01/26/2026 (A) |
|
|
350 |
|
|
|
351 |
|
4.524%, 07/13/2025 (A) |
|
|
475 |
|
|
|
474 |
|
Barclays |
|
|
|
|
|
|
|
|
3.650%, 03/16/2025 |
|
|
475 |
|
|
|
471 |
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B) |
|
|
500 |
|
|
|
491 |
|
BPCE |
|
|
|
|
|
|
|
|
5.203%, 01/18/2027 (A) |
|
|
600 |
|
|
|
608 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.029%, 01/15/2025 (A) |
|
$ |
440 |
|
|
$ |
439 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
5.615%, 07/17/2026 |
|
|
350 |
|
|
|
356 |
|
5.237%, 06/28/2027 |
|
|
515 |
|
|
|
526 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B) |
|
|
250 |
|
|
|
249 |
|
Citigroup |
|
|
|
|
|
|
|
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
3,070 |
|
|
|
3,092 |
|
Citizens Bank |
|
|
|
|
|
|
|
|
6.064%, SOFRRATE + 1.450%, 10/24/2025 (B) |
|
|
250 |
|
|
|
250 |
|
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B) |
|
|
250 |
|
|
|
249 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
5.500%, 10/05/2026 |
|
|
750 |
|
|
|
767 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
385 |
|
|
|
381 |
|
Corebridge Global Funding |
|
|
|
|
|
|
|
|
5.750%, 07/02/2026 (A) |
|
|
285 |
|
|
|
291 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
5.589%, 07/05/2026 (A) |
|
|
1,095 |
|
|
|
1,114 |
|
5.568%, 02/28/2025 (A) |
|
|
475 |
|
|
|
475 |
|
Crown Castle |
|
|
|
|
|
|
|
|
1.350%, 07/15/2025 |
|
|
350 |
|
|
|
339 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
450 |
|
|
|
452 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) |
|
|
575 |
|
|
|
583 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.592%, SOFRRATE + 1.219%, 11/16/2027 (B) |
|
|
1,100 |
|
|
|
1,097 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 12/02/2025 (A) |
|
|
395 |
|
|
|
399 |
|
Goldman Sachs Bank USA NY |
|
|
|
|
|
|
|
|
5.414%, SOFRRATE + 0.750%, 05/21/2027 (B) |
|
|
750 |
|
|
|
758 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B) |
|
|
3,335 |
|
|
|
3,357 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B) |
|
|
400 |
|
|
|
411 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
4.080%, SOFRRATE + 1.320%, 04/26/2026 (B) |
|
|
3,515 |
|
|
|
3,491 |
|
3.960%, TSFR3M + 1.507%, 01/29/2027 (B) |
|
|
750 |
|
|
|
742 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
470 |
|
|
|
478 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.075%, SOFRRATE + 0.710%, 10/14/2025 (A)(B) |
|
$ |
825 |
|
|
$ |
825 |
|
Manufacturers & Traders Trust |
|
|
|
|
|
|
|
|
5.400%, 11/21/2025 |
|
|
400 |
|
|
|
401 |
|
4.650%, 01/27/2026 |
|
|
590 |
|
|
|
586 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
6.138%, SOFRRATE + 1.770%, 10/16/2026 (B) |
|
|
750 |
|
|
|
760 |
|
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B) |
|
|
350 |
|
|
|
352 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
4.679%, SOFRRATE + 1.669%, 07/17/2026 (B) |
|
|
3,495 |
|
|
|
3,480 |
|
3.875%, 01/27/2026 |
|
|
750 |
|
|
|
742 |
|
Nasdaq |
|
|
|
|
|
|
|
|
3.850%, 06/30/2026 |
|
|
750 |
|
|
|
742 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) |
|
|
500 |
|
|
|
518 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
5.450%, 09/18/2026 (A) |
|
|
750 |
|
|
|
766 |
|
Nordea Bank Abp MTN |
|
|
|
|
|
|
|
|
1.500%, 09/30/2026 (A) |
|
|
825 |
|
|
|
775 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (A) |
|
|
600 |
|
|
|
611 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) |
|
|
375 |
|
|
|
390 |
|
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B) |
|
|
440 |
|
|
|
448 |
|
5.102%, SOFRRATE + 0.796%, 07/23/2027 (B) |
|
|
250 |
|
|
|
252 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.000%, 01/16/2027 (A) |
|
|
485 |
|
|
|
491 |
|
Radian Group |
|
|
|
|
|
|
|
|
4.500%, 10/01/2024 |
|
|
475 |
|
|
|
475 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
4.784%, 12/12/2025 (A) |
|
|
2,255 |
|
|
|
2,262 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.200%, 07/20/2026 |
|
|
600 |
|
|
|
609 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
1.200%, 09/09/2026 (A) |
|
|
825 |
|
|
|
773 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.423%, SOFRRATE + 1.050%, 01/21/2026 (A)(B) |
|
|
800 |
|
|
|
801 |
|
4.351%, 06/13/2025 (A) |
|
|
525 |
|
|
|
522 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B) |
|
|
400 |
|
|
|
402 |
|
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |
|
|
450 |
|
|
|
457 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
3.815%, 07/25/2025 (A) |
|
|
2,365 |
|
|
|
2,349 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.532%, 07/17/2026 |
|
$ |
725 |
|
|
$ |
739 |
|
3.766%, 06/06/2025 |
|
|
2,220 |
|
|
|
2,202 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
1,540 |
|
|
|
1,526 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.550%, 04/17/2026 |
|
|
750 |
|
|
|
747 |
|
US Bank |
|
|
|
|
|
|
|
|
2.050%, 01/21/2025 |
|
|
2,185 |
|
|
|
2,159 |
|
Voya Financial |
|
|
|
|
|
|
|
|
3.650%, 06/15/2026 |
|
|
309 |
|
|
|
304 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
4.100%, 06/03/2026 |
|
|
650 |
|
|
|
644 |
|
3.908%, SOFRRATE + 1.320%, 04/25/2026 (B) |
|
|
1,025 |
|
|
|
1,016 |
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (B) |
|
|
3,090 |
|
|
|
3,074 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
600 |
|
|
|
604 |
|
4.811%, 01/15/2026 |
|
|
725 |
|
|
|
728 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,321 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 3.1% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
2.600%, 11/21/2024 |
|
|
2,890 |
|
|
|
2,872 |
|
Elevance Health |
|
|
|
|
|
|
|
|
1.500%, 03/15/2026 |
|
|
800 |
|
|
|
764 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
5.550%, 11/15/2024 |
|
|
2,825 |
|
|
|
2,824 |
|
HCA |
|
|
|
|
|
|
|
|
5.375%, 02/01/2025 |
|
|
600 |
|
|
|
599 |
|
5.250%, 04/15/2025 |
|
|
2,370 |
|
|
|
2,369 |
|
Illumina |
|
|
|
|
|
|
|
|
5.800%, 12/12/2025 |
|
|
400 |
|
|
|
404 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
4.650%, 05/19/2025 |
|
|
2,740 |
|
|
|
2,738 |
|
Solventum |
|
|
|
|
|
|
|
|
5.450%, 02/25/2027 (A) |
|
|
500 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,077 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.5% |
|
|
|
|
Graphic Packaging International LLC |
|
|
|
|
|
|
|
|
1.512%, 04/15/2026 (A) |
|
|
650 |
|
|
|
611 |
|
Penske Truck Leasing Lp |
|
|
|
|
|
|
|
|
5.750%, 05/24/2026 (A) |
|
|
950 |
|
|
|
963 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 |
|
|
625 |
|
|
|
633 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,207 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Information Technology — 0.5% |
|
|
|
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
$ |
2,265 |
|
|
$ |
2,266 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Materials — 0.5% |
|
|
|
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
1.230%, 10/01/2025 (A) |
|
|
775 |
|
|
|
744 |
|
Newmont |
|
|
|
|
|
|
|
|
5.300%, 03/15/2026 (A) |
|
|
1,250 |
|
|
|
1,261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,005 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.2% |
|
|
|
|
Alliant Energy Finance LLC |
|
|
|
|
|
|
|
|
5.400%, 06/06/2027 (A) |
|
|
595 |
|
|
|
607 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
450 |
|
|
|
453 |
|
Consumers Securitization Funding LLC, Ser 2023 |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
475 |
|
|
|
479 |
|
Edison International |
|
|
|
|
|
|
|
|
4.950%, 04/15/2025 |
|
|
275 |
|
|
|
274 |
|
3.550%, 11/15/2024 |
|
|
375 |
|
|
|
374 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
3.350%, 03/15/2026 |
|
|
650 |
|
|
|
637 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
255 |
|
|
|
256 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.250%, 11/15/2025 |
|
|
650 |
|
|
|
638 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
4.150%, 04/15/2025 (A) |
|
|
330 |
|
|
|
326 |
|
Sempra |
|
|
|
|
|
|
|
|
5.400%, 08/01/2026 |
|
|
740 |
|
|
|
751 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
3,245 |
|
|
|
3,284 |
|
1.200%, 02/01/2026 |
|
|
300 |
|
|
|
285 |
|
Spire |
|
|
|
|
|
|
|
|
5.300%, 03/01/2026 |
|
|
900 |
|
|
|
906 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,270 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $132,313) ($ Thousands) |
|
|
|
|
|
|
133,163 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 16.6% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.312%, 09/10/2024 (D) |
|
|
13,950 |
|
|
|
13,936 |
|
5.256%, 10/10/2024 (D) |
|
|
2,000 |
|
|
|
1,989 |
|
5.240%, 09/26/2024 (D) |
|
|
2,550 |
|
|
|
2,542 |
|
5.224%, 11/19/2024 (D) |
|
|
4,300 |
|
|
|
4,254 |
|
5.203%, 11/26/2024 (D) |
|
|
4,300 |
|
|
|
4,250 |
|
5.198%, 04/17/2025 (D) |
|
|
2,650 |
|
|
|
2,577 |
|
5.056%, 01/30/2025 (D) |
|
|
2,200 |
|
|
|
2,157 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
5.001%, 12/24/2024 (D) |
|
$ |
4,300 |
|
|
$ |
4,234 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.250%, 05/31/2025 |
|
|
4,475 |
|
|
|
4,465 |
|
4.000%, 12/15/2025 |
|
|
15,550 |
|
|
|
15,507 |
|
0.500%, 02/28/2026 |
|
|
9,910 |
|
|
|
9,397 |
|
0.375%, 11/30/2025 |
|
|
4,500 |
|
|
|
4,291 |
|
0.250%, 09/30/2025 |
|
|
1,500 |
|
|
|
1,436 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $70,803) ($ Thousands) |
|
|
71,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 12.4% |
Agency Mortgage-Backed Obligations — 2.2% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
3.000%, 03/01/2030 |
|
|
750 |
|
|
|
729 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.076%, H15T1Y + 2.152%, 02/01/2030(B) |
|
|
2 |
|
|
|
2 |
|
FHLMC CMO, Ser 2012-4030, Cl AN |
|
|
|
|
|
|
|
|
1.750%, 04/15/2027 |
|
|
71 |
|
|
|
69 |
|
FHLMC CMO, Ser 2014-4379, Cl CB |
|
|
|
|
|
|
|
|
2.250%, 04/15/2033 |
|
|
35 |
|
|
|
34 |
|
FHLMC CMO, Ser 2018-4783, Cl BV |
|
|
|
|
|
|
|
|
4.000%, 03/15/2037 |
|
|
1,037 |
|
|
|
1,027 |
|
FHLMC CMO, Ser 2018-4818, Cl BD |
|
|
|
|
|
|
|
|
3.500%, 03/15/2045 |
|
|
98 |
|
|
|
97 |
|
FHLMC CMO, Ser 2022-5264, Cl AB |
|
|
|
|
|
|
|
|
4.500%, 08/25/2039 |
|
|
430 |
|
|
|
425 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KBX1, Cl A2 |
|
|
|
|
|
|
|
|
2.920%, 01/25/2026 |
|
|
980 |
|
|
|
965 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KVAD, Cl A |
|
|
|
|
|
|
|
|
3.116%, 07/25/2025 |
|
|
600 |
|
|
|
590 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KW07, Cl A1 |
|
|
|
|
|
|
|
|
3.600%, 07/25/2028 |
|
|
945 |
|
|
|
932 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KIR1, Cl A1 |
|
|
|
|
|
|
|
|
2.446%, 03/25/2026 |
|
|
268 |
|
|
|
262 |
|
FHLMC REMIC CMO, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
1,142 |
|
|
|
1,132 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 01/01/2027 to 04/01/2040 |
|
|
62 |
|
|
|
65 |
|
3.500%, 08/01/2030 to 11/01/2034 |
|
|
755 |
|
|
|
744 |
|
3.000%, 10/01/2030 |
|
|
168 |
|
|
|
163 |
|
2.885%, 01/01/2025 |
|
|
264 |
|
|
|
261 |
|
FNMA ACES, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.858%, SOFR30A + 0.514%, 10/25/2024(B) |
|
|
37 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ARM |
|
|
|
|
|
|
|
|
6.465%, H15T1Y + 2.215%, 01/01/2029(B) |
|
$ |
3 |
|
|
$ |
3 |
|
FNMA CMO, Ser 2001-33, Cl FA |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 07/25/2031(B) |
|
|
2 |
|
|
|
2 |
|
FNMA CMO, Ser 2002-64, Cl FG |
|
|
|
|
|
|
|
|
5.718%, SOFR30A + 0.364%, 10/18/2032(B) |
|
|
– |
|
|
|
– |
|
FNMA CMO, Ser 2011-99, Cl KB |
|
|
|
|
|
|
|
|
3.500%, 10/25/2026 |
|
|
451 |
|
|
|
445 |
|
FNMA CMO, Ser 2016-99, Cl H |
|
|
|
|
|
|
|
|
3.000%, 08/25/2043 |
|
|
308 |
|
|
|
302 |
|
FNMA CMO, Ser 2022-77, Cl CA |
|
|
|
|
|
|
|
|
5.000%, 04/25/2039 |
|
|
462 |
|
|
|
459 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.363%, SOFR30A + 6.014%, 10/25/2028(B) |
|
|
204 |
|
|
|
215 |
|
FNMA REMIC CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
119 |
|
|
|
113 |
|
FNMA, Ser 2015-M13, Cl A2 |
|
|
|
|
|
|
|
|
2.790%, 06/25/2025(B) |
|
|
380 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,446 |
|
Non-Agency Mortgage-Backed Obligations — 10.2% |
|
|
|
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(B) |
|
|
21 |
|
|
|
20 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
188 |
|
|
|
175 |
|
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(B) |
|
|
231 |
|
|
|
215 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(B) |
|
|
122 |
|
|
|
115 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(B) |
|
|
147 |
|
|
|
138 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(B) |
|
|
476 |
|
|
|
410 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(B) |
|
|
403 |
|
|
|
344 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(B) |
|
|
111 |
|
|
|
104 |
|
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |
|
|
|
|
|
|
|
|
6.196%, 07/25/2035(B) |
|
|
26 |
|
|
|
25 |
|
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |
|
|
|
|
|
|
|
|
5.068%, 11/25/2035(B) |
|
|
5 |
|
|
|
4 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 02/15/2050 |
|
$ |
181 |
|
|
$ |
178 |
|
BANK, Ser 2017-BNK7, Cl ASB |
|
|
|
|
|
|
|
|
3.265%, 09/15/2060 |
|
|
124 |
|
|
|
122 |
|
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |
|
|
|
|
|
|
|
|
0.601%, 10/15/2053 |
|
|
82 |
|
|
|
82 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 |
|
|
|
|
|
|
|
|
5.204%, 06/25/2035(B) |
|
|
12 |
|
|
|
11 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 |
|
|
|
|
|
|
|
|
6.718%, 08/25/2035(B) |
|
|
31 |
|
|
|
30 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
285 |
|
|
|
267 |
|
BMO Mortgage Trust, Ser 2022-C3, Cl A1 |
|
|
|
|
|
|
|
|
5.252%, 09/15/2054(B) |
|
|
571 |
|
|
|
571 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.502%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
|
|
1,000 |
|
|
|
990 |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(B) |
|
|
83 |
|
|
|
80 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(B) |
|
|
190 |
|
|
|
172 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(B) |
|
|
136 |
|
|
|
128 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(B) |
|
|
295 |
|
|
|
271 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.854%, SOFR30A + 1.500%, 02/15/2037(A)(B) |
|
|
786 |
|
|
|
786 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(B) |
|
|
71 |
|
|
|
69 |
|
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(A) |
|
|
62 |
|
|
|
61 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B |
|
|
|
|
|
|
|
|
6.322%, TSFR1M + 0.984%, 06/15/2038(A)(B) |
|
|
491 |
|
|
|
483 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.104%, TSFR1M + 0.767%, 05/15/2038(A)(B) |
|
|
739 |
|
|
|
731 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.151%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
540 |
|
|
|
535 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |
|
|
|
|
|
|
|
|
6.402%, TSFR1M + 1.064%, 01/15/2034(A)(B) |
|
$ |
434 |
|
|
$ |
429 |
|
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
5.958%, TSFR1M + 0.620%, 10/15/2036(A)(B) |
|
|
1,200 |
|
|
|
1,181 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.337%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
670 |
|
|
|
664 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
388 |
|
|
|
380 |
|
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.549%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
|
|
423 |
|
|
|
414 |
|
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |
|
|
|
|
|
|
|
|
5.932%, TSFR1M + 0.654%, 02/25/2035(B) |
|
|
5 |
|
|
|
4 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
|
264 |
|
|
|
262 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |
|
|
|
|
|
|
|
|
3.470%, 09/15/2048 |
|
|
149 |
|
|
|
148 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-C1, Cl AAB |
|
|
|
|
|
|
|
|
3.003%, 05/10/2049 |
|
|
45 |
|
|
|
44 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-GC37, Cl AAB |
|
|
|
|
|
|
|
|
3.098%, 04/10/2049 |
|
|
248 |
|
|
|
244 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
|
|
|
|
|
|
|
|
3.127%, 04/15/2049 |
|
|
60 |
|
|
|
59 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |
|
|
|
|
|
|
|
|
5.198%, 09/25/2034(B) |
|
|
7 |
|
|
|
6 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.434%, 03/25/2036(B) |
|
|
43 |
|
|
|
33 |
|
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
|
|
|
|
|
|
|
|
3.153%, 02/25/2058(A)(B) |
|
|
126 |
|
|
|
123 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(B) |
|
|
244 |
|
|
|
217 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(B) |
|
|
137 |
|
|
|
124 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(B) |
|
|
45 |
|
|
|
43 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(A)(B) |
|
$ |
354 |
|
|
$ |
301 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
489 |
|
|
|
404 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(A) |
|
|
155 |
|
|
|
136 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
813 |
|
|
|
684 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(B) |
|
|
745 |
|
|
|
630 |
|
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(A)(B) |
|
|
377 |
|
|
|
326 |
|
CSAIL Commercial Mortgage Trust, Ser 2018-C14, Cl ASB |
|
|
|
|
|
|
|
|
4.359%, 11/15/2051(B) |
|
|
476 |
|
|
|
470 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(B) |
|
|
411 |
|
|
|
339 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(A)(B) |
|
|
381 |
|
|
|
339 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(B) |
|
|
102 |
|
|
|
96 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(B) |
|
|
144 |
|
|
|
126 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(B) |
|
|
46 |
|
|
|
43 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(B) |
|
|
85 |
|
|
|
73 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
267 |
|
|
|
223 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.153%, TSFR1M + 0.815%, 11/15/2038(A)(B) |
|
|
1,059 |
|
|
|
1,045 |
|
Extended Stay America Trust, Ser 2021-ESH, Cl B |
|
|
|
|
|
|
|
|
6.832%, TSFR1M + 1.494%, 07/15/2038(A)(B) |
|
|
450 |
|
|
|
446 |
|
FREMF Mortgage Trust, Ser 2015-K45, Cl B |
|
|
|
|
|
|
|
|
3.723%, 04/25/2048(A)(B) |
|
|
535 |
|
|
|
529 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
2.555%, 04/25/2065(A)(E) |
|
|
84 |
|
|
|
79 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
2.469%, 04/25/2065(A)(B) |
|
|
415 |
|
|
|
394 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(B) |
|
$ |
291 |
|
|
$ |
250 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(B) |
|
|
1,165 |
|
|
|
967 |
|
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |
|
|
|
|
|
|
|
|
3.643%, 11/19/2035(B) |
|
|
87 |
|
|
|
70 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
342 |
|
|
|
335 |
|
GS Mortgage Securities Trust, Ser 2017-GS8, Cl AAB |
|
|
|
|
|
|
|
|
3.313%, 11/10/2050 |
|
|
297 |
|
|
|
291 |
|
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |
|
|
|
|
|
|
|
|
6.640%, 07/25/2035(B) |
|
|
95 |
|
|
|
50 |
|
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.389%, 05/25/2037(B) |
|
|
76 |
|
|
|
43 |
|
Impac CMB Trust, Ser 2004-9, Cl 1A1 |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.874%, 01/25/2035(B) |
|
|
13 |
|
|
|
12 |
|
Impac CMB Trust, Ser 2005-2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.912%, TSFR1M + 0.634%, 04/25/2035(B) |
|
|
16 |
|
|
|
16 |
|
Impac CMB Trust, Ser 2005-3, Cl A1 |
|
|
|
|
|
|
|
|
5.872%, TSFR1M + 0.594%, 08/25/2035(B) |
|
|
20 |
|
|
|
18 |
|
Impac CMB Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
6.032%, TSFR1M + 0.434%, 08/25/2035(B) |
|
|
13 |
|
|
|
12 |
|
Impac CMB Trust, Ser 2005-8, Cl 1A |
|
|
|
|
|
|
|
|
5.912%, TSFR1M + 0.634%, 02/25/2036(B) |
|
|
42 |
|
|
|
39 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(B) |
|
|
533 |
|
|
|
460 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(B) |
|
|
366 |
|
|
|
306 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(B) |
|
|
383 |
|
|
|
324 |
|
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl ASB |
|
|
|
|
|
|
|
|
3.733%, 01/15/2049 |
|
|
324 |
|
|
|
320 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
|
66 |
|
|
|
65 |
|
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP5, Cl ASB |
|
|
|
|
|
|
|
|
3.549%, 03/15/2050 |
|
|
54 |
|
|
|
53 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl ASB |
|
|
|
|
|
|
|
|
3.492%, 03/15/2050 |
|
$ |
1,960 |
|
|
$ |
1,928 |
|
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |
|
|
|
|
|
|
|
|
5.569%, 08/25/2035(B) |
|
|
16 |
|
|
|
13 |
|
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |
|
|
|
|
|
|
|
|
4.658%, 05/25/2037(B) |
|
|
36 |
|
|
|
30 |
|
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |
|
|
|
|
|
|
|
|
2.716%, 10/25/2029(A)(B) |
|
|
696 |
|
|
|
671 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.142%, TSFR1M + 0.864%, 04/25/2046(A)(B) |
|
|
115 |
|
|
|
112 |
|
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.649%, SOFR30A + 1.300%, 03/25/2051(A)(B) |
|
|
– |
|
|
|
– |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(A) |
|
|
459 |
|
|
|
449 |
|
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.921%, 06/25/2037(B) |
|
|
45 |
|
|
|
27 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(B) |
|
|
76 |
|
|
|
72 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.686%, TSFR1M + 1.350%, 02/19/2037(A)(B) |
|
|
726 |
|
|
|
722 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.479%, 03/25/2065(A)(B) |
|
|
65 |
|
|
|
62 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(B) |
|
|
89 |
|
|
|
82 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(B) |
|
|
150 |
|
|
|
142 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
296 |
|
|
|
260 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.552%, TSFR1M + 1.215%, 04/15/2038(A)(B) |
|
|
1,720 |
|
|
|
1,704 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.814%, 07/15/2038(A)(B) |
|
|
325 |
|
|
|
321 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
|
|
356 |
|
|
|
351 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(B) |
|
|
354 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 05/25/2062(A)(B) |
|
$ |
41 |
|
|
$ |
40 |
|
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 05/25/2058(A)(B) |
|
|
62 |
|
|
|
62 |
|
Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 08/25/2058(A)(B) |
|
|
322 |
|
|
|
314 |
|
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.473%, 04/25/2066(A)(B) |
|
|
1,632 |
|
|
|
1,588 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
205 |
|
|
|
193 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB |
|
|
|
|
|
|
|
|
3.150%, 03/15/2048 |
|
|
30 |
|
|
|
29 |
|
Morgan Stanley Capital I Trust, Ser 2018-H3, Cl ASB |
|
|
|
|
|
|
|
|
4.120%, 07/15/2051 |
|
|
225 |
|
|
|
223 |
|
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |
|
|
|
|
|
|
|
|
3.228%, 06/15/2052 |
|
|
471 |
|
|
|
470 |
|
Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB |
|
|
|
|
|
|
|
|
3.509%, 12/15/2050 |
|
|
302 |
|
|
|
296 |
|
MortgageIT Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
5.912%, TSFR1M + 0.634%, 12/25/2035(B) |
|
|
33 |
|
|
|
32 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
116 |
|
|
|
111 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(B) |
|
|
275 |
|
|
|
266 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
3.835%, 09/25/2057(A)(B) |
|
|
119 |
|
|
|
113 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
52 |
|
|
|
49 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(A)(B) |
|
|
221 |
|
|
|
206 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(B) |
|
|
81 |
|
|
|
77 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(B) |
|
|
105 |
|
|
|
97 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
559 |
|
|
|
479 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.042%, TSFR1M + 0.764%, 06/25/2057(A)(B) |
|
$ |
20 |
|
|
$ |
19 |
|
Paragon Mortgages, Ser 2006-12A, Cl A2C |
|
|
|
|
|
|
|
|
5.320%, SONIO/N + 0.339%, 11/15/2038(A)(B) |
|
|
50 |
|
|
|
49 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(A)(E) |
|
|
190 |
|
|
|
174 |
|
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 |
|
|
|
|
|
|
|
|
5.374%, 07/27/2037(B) |
|
|
56 |
|
|
|
42 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(B) |
|
|
24 |
|
|
|
23 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
5.990%, TSFR1M + 0.654%, 01/20/2035(B) |
|
|
6 |
|
|
|
6 |
|
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |
|
|
|
|
|
|
|
|
4.500%, 08/25/2048(A)(B) |
|
|
7 |
|
|
|
6 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.531%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
|
|
861 |
|
|
|
850 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
239 |
|
|
|
218 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(B) |
|
|
17 |
|
|
|
16 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(B) |
|
|
43 |
|
|
|
42 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(B) |
|
|
119 |
|
|
|
110 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(B) |
|
|
486 |
|
|
|
415 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(B) |
|
|
320 |
|
|
|
280 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(B) |
|
|
202 |
|
|
|
195 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
5.992%, TSFR1M + 0.714%, 02/25/2057(A)(B) |
|
|
61 |
|
|
|
63 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(B) |
|
|
54 |
|
|
|
53 |
|
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058(A)(B) |
|
|
209 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 05/25/2058(A)(B) |
|
$ |
92 |
|
|
$ |
89 |
|
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A |
|
|
|
|
|
|
|
|
3.250%, 07/25/2058(A)(B) |
|
|
251 |
|
|
|
245 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
1,099 |
|
|
|
1,045 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.552%, TSFR1M + 1.214%, 03/15/2038(A)(B) |
|
|
540 |
|
|
|
533 |
|
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB |
|
|
|
|
|
|
|
|
3.215%, 08/15/2050 |
|
|
150 |
|
|
|
146 |
|
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 10/15/2050 |
|
|
502 |
|
|
|
492 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
151 |
|
|
|
148 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(A)(E) |
|
|
39 |
|
|
|
38 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(B) |
|
|
55 |
|
|
|
54 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(A)(E) |
|
|
19 |
|
|
|
19 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(A)(E) |
|
|
95 |
|
|
|
92 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(B) |
|
|
257 |
|
|
|
228 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
197 |
|
|
|
176 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
260 |
|
|
|
232 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
254 |
|
|
|
238 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(B) |
|
|
377 |
|
|
|
343 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
234 |
|
|
|
215 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.574%, 03/25/2036(B) |
|
|
61 |
|
|
|
57 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |
|
|
|
|
|
|
|
|
3.020%, 07/15/2058 |
|
|
170 |
|
|
|
168 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-BNK1, Cl ASB |
|
|
|
|
|
|
|
|
2.514%, 08/15/2049 |
|
|
237 |
|
|
|
232 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Commercial Mortgage Trust, Ser 2016-C31, Cl A3 |
|
|
|
|
|
|
|
|
3.427%, 11/15/2048 |
|
$ |
977 |
|
|
$ |
963 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
– |
|
|
|
– |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C34, Cl ASB |
|
|
|
|
|
|
|
|
2.911%, 06/15/2049 |
|
|
190 |
|
|
|
186 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl ASB |
|
|
|
|
|
|
|
|
2.827%, 11/15/2049 |
|
|
578 |
|
|
|
570 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB |
|
|
|
|
|
|
|
|
3.212%, 09/15/2050 |
|
|
281 |
|
|
|
275 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
|
92 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,386 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $54,821) ($ Thousands) |
|
|
|
|
|
|
52,832 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7% |
FHLMC |
|
|
|
|
|
|
|
|
4.320%, 03/21/2025 |
|
|
2,450 |
|
|
|
2,445 |
|
4.050%, 07/21/2025 |
|
|
2,400 |
|
|
|
2,385 |
|
4.050%, 08/28/2025 |
|
|
1,140 |
|
|
|
1,135 |
|
4.000%, 12/30/2024 |
|
|
1,245 |
|
|
|
1,240 |
|
4.000%, 02/28/2025 |
|
|
2,350 |
|
|
|
2,341 |
|
2.250%, 03/25/2025 |
|
|
2,150 |
|
|
|
2,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $11,735) ($ Thousands) |
|
|
11,667 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.8% |
Florida — 0.4% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.504%, 10/01/2024 |
|
|
795 |
|
|
|
793 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Miami-Dade County, Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.949%, 10/01/2025 |
|
$ |
830 |
|
|
$ |
816 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,609 |
|
Texas — 0.4% |
|
|
|
|
City of San Antonio Texas, GO |
|
|
|
|
|
|
|
|
5.635%, 02/01/2026 |
|
|
1,650 |
|
|
|
1,657 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $3,258) ($ Thousands) |
|
|
|
|
|
|
3,266 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
1,001,953 |
|
|
|
1,002 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $1,002) ($ Thousands) |
|
|
|
|
|
|
1,002 |
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
REPURCHASE AGREEMENTS(F) — 0.1% |
Barclays |
|
|
|
|
|
|
|
|
5.310%, dated 8/31/2024 to be repurchased on 9/3/2024, repurchase price $200,089 (collateralized by U.S. Government Agencies, par value $196,900, 4.375%, 11/30/2028, with a total market value of $204,088) |
|
$ |
200 |
|
|
|
200 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.320%, dated 8/31/2024 to be repurchased on 9/3/2024, repurchase price $200,089 (collateralized by U.S. Government Agencies, par value $1,000 - $4,700,000, 1.500% - 7.274%, 11/01/2029 - 09/01/2053, with a total market value of $204,000) |
|
|
200 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $400) ($ Thousands) |
|
|
|
|
|
|
400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.1% |
|
|
|
|
|
|
|
|
(Cost $427,604) ($ Thousands) |
|
$ |
427,351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Ultra Short Duration Bond Fund (Concluded)
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 10-Year Treasury Note |
|
|
(25) |
|
|
|
Dec-2024 |
|
|
$ |
(2,862 |
) |
|
$ |
(2,839 |
) |
|
$ |
23 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $427,093 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $165,249 ($ Thousands), representing 38.7% of the Net Assets of the Fund. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
No interest rate available. |
(D) |
Interest rate represents the security's effective yield at the time of purchase. |
(E) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(F) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,887 |
|
|
$ |
64,069 |
|
|
$ |
(64,954 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,002 |
|
|
$ |
54 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS — 93.5% |
Albania — 0.1% |
|
|
|
|
Albania Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 11/23/2031 |
|
EUR |
1,200 |
|
|
$ |
1,237 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Angola — 0.7% |
|
|
|
|
Angola Via Avenir Issuer II Ireland DAC |
|
|
|
|
|
|
|
|
6.927%, 02/19/2027 |
|
$ |
2,640 |
|
|
|
2,561 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
3,593 |
|
|
|
3,085 |
|
8.750%, 04/14/2032 |
|
|
5,329 |
|
|
|
4,829 |
|
8.750%, 04/14/2032 (A) |
|
|
516 |
|
|
|
468 |
|
8.250%, 05/09/2028 |
|
|
376 |
|
|
|
359 |
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.000%, 11/26/2029 |
|
|
207 |
|
|
|
190 |
|
| |
|
|
|
|
|
|
11,492 |
|
| |
|
|
|
|
|
|
|
|
Argentina — 1.6% |
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 01/09/2038 (B) |
|
|
6,550 |
|
|
|
3,181 |
|
4.125%, 07/09/2027 (B) |
|
|
5,500 |
|
|
|
2,566 |
|
4.125%, 07/09/2027 (B) |
|
|
9,507 |
|
|
|
4,219 |
|
3.875%, 07/09/2027 (B) |
|
EUR |
3,900 |
|
|
|
1,748 |
|
3.500%, 07/09/2041 (B) |
|
$ |
6,895 |
|
|
|
2,870 |
|
1.000%, 07/09/2029 |
|
|
2,023 |
|
|
|
1,214 |
|
0.750%, 07/09/2027 (B) |
|
|
12,128 |
|
|
|
6,852 |
|
0.500%, 07/09/2029 |
|
EUR |
13 |
|
|
|
8 |
|
0.125%, 07/09/2030 |
|
|
750 |
|
|
|
441 |
|
Provincia de Buenos Aires MTN |
|
|
|
|
|
|
|
|
6.625%, 09/01/2037 (B) |
|
$ |
6,305 |
|
|
|
2,830 |
|
4.500%, 09/01/2037 (B) |
|
EUR |
959 |
|
|
|
332 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
6.875%, 12/10/2025 (A)(B) |
|
$ |
361 |
|
|
|
343 |
|
YPF |
|
|
|
|
|
|
|
|
9.500%, 01/17/2031 (A) |
|
|
802 |
|
|
|
842 |
|
| |
|
|
|
|
|
|
27,446 |
|
| |
|
|
|
|
|
|
|
|
Armenia — 0.1% |
|
|
|
|
Armenia International Bond |
|
|
|
|
|
|
|
|
3.950%, 09/26/2029 |
|
|
250 |
|
|
|
221 |
|
3.600%, 02/02/2031 |
|
|
1,942 |
|
|
|
1,630 |
|
| |
|
|
|
|
|
|
1,851 |
|
| |
|
|
|
|
|
|
|
|
Austrailia — 0.0% |
|
|
|
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
323 |
|
|
|
293 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Azerbaijan — 0.6% |
|
|
|
|
Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
300 |
|
|
|
297 |
|
3.500%, 09/01/2032 |
|
|
1,748 |
|
|
|
1,557 |
|
Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 |
|
|
4,499 |
|
|
|
4,572 |
|
6.875%, 03/24/2026 (A) |
|
|
512 |
|
|
|
520 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
$ |
2,451 |
|
|
$ |
2,577 |
|
6.950%, 03/18/2030 |
|
|
220 |
|
|
|
231 |
|
| |
|
|
|
|
|
|
9,754 |
|
| |
|
|
|
|
|
|
|
|
Bahamas — 0.3% |
|
|
|
|
Bahamas Government International Bond |
|
|
|
|
|
|
|
|
9.000%, 06/16/2029 |
|
|
1,500 |
|
|
|
1,521 |
|
8.950%, 10/15/2032 |
|
|
1,613 |
|
|
|
1,614 |
|
6.000%, 11/21/2028 |
|
|
2,217 |
|
|
|
2,045 |
|
| |
|
|
|
|
|
|
5,180 |
|
| |
|
|
|
|
|
|
|
|
Bahrain — 1.0% |
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 04/18/2035 |
|
|
776 |
|
|
|
832 |
|
7.750%, 04/18/2035 (A) |
|
|
388 |
|
|
|
416 |
|
6.000%, 09/19/2044 |
|
|
810 |
|
|
|
697 |
|
5.450%, 09/16/2032 |
|
|
2,079 |
|
|
|
1,969 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
6.250%, 01/25/2051 |
|
|
8,500 |
|
|
|
7,367 |
|
Bapco Energies BSC Closed |
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 |
|
|
600 |
|
|
|
651 |
|
8.375%, 11/07/2028 (A) |
|
|
600 |
|
|
|
651 |
|
CBB International Sukuk Programme WLL |
|
|
|
|
|
|
|
|
3.950%, 09/16/2027 |
|
|
5,651 |
|
|
|
5,403 |
|
| |
|
|
|
|
|
|
17,986 |
|
| |
|
|
|
|
|
|
|
|
Barbados — 0.1% |
|
|
|
|
Barbados Government International Bond |
|
|
|
|
|
|
|
|
6.500%, 10/01/2029 |
|
|
1,200 |
|
|
|
1,152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Benin — 0.1% |
|
|
|
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
7.960%, 02/13/2038 (A) |
|
|
300 |
|
|
|
287 |
|
6.875%, 01/19/2052 |
|
EUR |
615 |
|
|
|
552 |
|
4.950%, 01/22/2035 |
|
|
1,131 |
|
|
|
1,016 |
|
4.875%, 01/19/2032 |
|
|
156 |
|
|
|
151 |
|
| |
|
|
|
|
|
|
2,006 |
|
| |
|
|
|
|
|
|
|
|
Bermuda — 0.1% |
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032 |
|
$ |
592 |
|
|
|
589 |
|
4.750%, 02/15/2029 |
|
|
1,374 |
|
|
|
1,360 |
|
2.375%, 08/20/2030 |
|
|
306 |
|
|
|
267 |
|
| |
|
|
|
|
|
|
2,216 |
|
| |
|
|
|
|
|
|
|
|
Bolivia — 0.1% |
|
|
|
|
Bolivian Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 03/20/2028 |
|
|
1,783 |
|
|
|
986 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Brazil — 3.5% |
|
|
|
|
Braskem Netherlands Finance BV |
|
|
|
|
|
|
|
|
8.500%, 01/12/2031 |
|
|
320 |
|
|
|
334 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
920 |
|
|
|
915 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.333%, 02/15/2028 |
|
$ |
116 |
|
|
$ |
116 |
|
Brazil Notas do Tesouro Nacional, Ser B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2045 |
|
BRL |
435 |
|
|
|
329 |
|
6.000%, 08/15/2050 |
|
|
904 |
|
|
|
683 |
|
Brazil Notas do Tesouro Nacional, Ser F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2027 |
|
|
57,470 |
|
|
|
9,766 |
|
10.000%, 01/01/2029 |
|
|
87,115 |
|
|
|
14,343 |
|
10.000%, 01/01/2031 |
|
|
43,004 |
|
|
|
6,906 |
|
Brazil Notas do Tesouro Nacional Serie B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2035 |
|
|
390 |
|
|
|
297 |
|
Brazil Notas do Tesouro Nacional Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2033 |
|
|
49,916 |
|
|
|
7,891 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
7.125%, 05/13/2054 |
|
$ |
4,400 |
|
|
|
4,514 |
|
6.250%, 03/18/2031 |
|
|
227 |
|
|
|
234 |
|
6.125%, 01/22/2032 |
|
|
4,866 |
|
|
|
4,937 |
|
6.000%, 10/20/2033 |
|
|
1,119 |
|
|
|
1,121 |
|
5.625%, 02/21/2047 |
|
|
1,390 |
|
|
|
1,208 |
|
5.000%, 01/27/2045 |
|
|
200 |
|
|
|
163 |
|
4.750%, 01/14/2050 |
|
|
1,595 |
|
|
|
1,208 |
|
Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
4.625%, 02/04/2030 (A) |
|
|
232 |
|
|
|
219 |
|
CSN Resources (A) |
|
|
|
|
|
|
|
|
8.875%, 12/05/2030 |
|
|
583 |
|
|
|
584 |
|
4.625%, 06/10/2031 |
|
|
804 |
|
|
|
636 |
|
MC Brazil Downstream Trading SARL |
|
|
|
|
|
|
|
|
7.250%, 06/30/2031 (A) |
|
|
1,257 |
|
|
|
1,132 |
|
7.250%, 06/30/2031 |
|
|
393 |
|
|
|
354 |
|
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 |
|
|
1,864 |
|
|
|
1,816 |
|
6.748%, 06/01/2034 (A) |
|
|
506 |
|
|
|
493 |
|
Samarco Mineracao |
|
|
|
|
|
|
|
|
9.000%cash/0% PIK, 06/30/2031 |
|
|
600 |
|
|
|
559 |
|
Yinson Boronia Production BV |
|
|
|
|
|
|
|
|
8.947%, 07/31/2042 (A) |
|
|
1,000 |
|
|
|
1,049 |
|
| |
|
|
|
|
|
|
61,807 |
|
| |
|
|
|
|
|
|
|
|
Bulgaria — 0.0% |
|
|
|
|
Bulgaria Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 03/05/2037 |
|
|
398 |
|
|
|
395 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cameroon — 0.1% |
|
|
|
|
Cameroon International Bond |
|
|
|
|
|
|
|
|
5.950%, 07/07/2032 |
|
EUR |
2,133 |
|
|
|
1,889 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.1% |
|
|
|
|
Neon Capital MTN |
|
|
|
|
|
|
|
|
1.998%, 01/06/2028 (C) |
|
JPY |
200,145 |
|
|
|
1,258 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Chile — 1.7% |
|
|
|
|
Alfa Desarrollo |
|
|
|
|
|
|
|
|
4.550%, 09/27/2051 (A) |
|
$ |
352 |
|
|
|
274 |
|
Antofagasta |
|
|
|
|
|
|
|
|
6.250%, 05/02/2034 (A) |
|
|
256 |
|
|
|
273 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
$ |
441 |
|
|
$ |
426 |
|
Banco del Estado de Chile |
|
|
|
|
|
|
|
|
7.950%, H15T5Y + 3.228% (A)(C)(D) |
|
|
350 |
|
|
|
370 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
3.400%, 10/01/2039 (A) |
|
CLP |
1,899,824 |
|
|
|
2,334 |
|
1.900%, 09/01/2030 |
|
|
622,068 |
|
|
|
658 |
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
7.000%, 05/01/2034 (A) |
|
|
516,535 |
|
|
|
620 |
|
6.000%, 04/01/2033 (A) |
|
|
1,050,000 |
|
|
|
1,175 |
|
5.000%, 03/01/2035 |
|
|
405,000 |
|
|
|
423 |
|
4.700%, 09/01/2030 (A) |
|
|
1,450,000 |
|
|
|
1,512 |
|
2.800%, 10/01/2033 (A) |
|
|
625,000 |
|
|
|
551 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
433 |
|
|
|
425 |
|
Chile Electricity Lux MPC S.AR.L. |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (A) |
|
|
1,110 |
|
|
|
1,149 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
810 |
|
|
|
801 |
|
4.850%, 01/22/2029 |
|
|
5,375 |
|
|
|
5,451 |
|
3.875%, 07/09/2031 |
|
EUR |
857 |
|
|
|
969 |
|
3.250%, 09/21/2071 |
|
$ |
574 |
|
|
|
376 |
|
3.100%, 05/07/2041 |
|
|
1,697 |
|
|
|
1,303 |
|
Empresa de los Ferrocarriles del Estado |
|
|
|
|
|
|
|
|
3.830%, 09/14/2061 |
|
|
500 |
|
|
|
340 |
|
3.068%, 08/18/2050 |
|
|
300 |
|
|
|
187 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
6.150%, 05/10/2033 |
|
|
2,600 |
|
|
|
2,727 |
|
6.150%, 05/10/2033 (A) |
|
|
218 |
|
|
|
229 |
|
5.950%, 07/30/2034 (A) |
|
|
395 |
|
|
|
410 |
|
4.500%, 09/14/2047 |
|
|
350 |
|
|
|
276 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
6.440%, 01/26/2036 (A) |
|
|
579 |
|
|
|
621 |
|
6.300%, 09/08/2053 (A) |
|
|
298 |
|
|
|
311 |
|
5.950%, 01/08/2034 |
|
|
3,095 |
|
|
|
3,217 |
|
5.950%, 01/08/2034 (A) |
|
|
521 |
|
|
|
541 |
|
5.125%, 02/02/2033 (A) |
|
|
403 |
|
|
|
397 |
|
3.750%, 01/15/2031 (A) |
|
|
234 |
|
|
|
216 |
|
3.700%, 01/30/2050 (A) |
|
|
469 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
28,904 |
|
| |
|
|
|
|
|
|
|
|
China — 2.4% |
|
|
|
|
China Government Bond |
|
|
|
|
|
|
|
|
3.720%, 04/12/2051 |
|
CNY |
2,400 |
|
|
|
428 |
|
3.530%, 10/18/2051 |
|
|
9,860 |
|
|
|
1,706 |
|
3.270%, 11/19/2030 |
|
|
9,100 |
|
|
|
1,384 |
|
3.190%, 04/15/2053 |
|
|
5,430 |
|
|
|
896 |
|
3.120%, 10/25/2052 |
|
|
9,230 |
|
|
|
1,504 |
|
3.000%, 10/15/2053 |
|
|
28,960 |
|
|
|
4,639 |
|
2.890%, 11/18/2031 |
|
|
3,000 |
|
|
|
447 |
|
2.880%, 02/25/2033 |
|
|
52,830 |
|
|
|
7,885 |
|
2.800%, 03/24/2029 |
|
|
4,700 |
|
|
|
690 |
|
2.800%, 03/25/2030 |
|
|
3,900 |
|
|
|
573 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.670%, 05/25/2033 |
|
CNY |
12,700 |
|
|
$ |
1,864 |
|
2.620%, 09/25/2029 |
|
|
4,000 |
|
|
|
584 |
|
2.620%, 06/25/2030 |
|
|
11,000 |
|
|
|
1,604 |
|
2.600%, 09/15/2030 |
|
|
230 |
|
|
|
33 |
|
2.600%, 09/01/2032 |
|
|
1,700 |
|
|
|
248 |
|
2.520%, 08/25/2033 |
|
|
2,000 |
|
|
|
290 |
|
2.470%, 07/25/2054 |
|
|
1,400 |
|
|
|
202 |
|
2.280%, 03/25/2031 |
|
|
3,020 |
|
|
|
432 |
|
2.270%, 05/25/2034 |
|
|
35,150 |
|
|
|
5,001 |
|
2.120%, 06/25/2031 |
|
|
4,100 |
|
|
|
580 |
|
2.050%, 04/15/2029 |
|
|
19,440 |
|
|
|
2,767 |
|
2.040%, 02/25/2027 |
|
|
6,300 |
|
|
|
897 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
1.950%, 12/03/2024 |
|
$ |
4,294 |
|
|
|
4,266 |
|
1.250%, 10/26/2026 (A) |
|
|
843 |
|
|
|
796 |
|
1.250%, 10/26/2026 |
|
|
200 |
|
|
|
189 |
|
0.550%, 10/21/2025 |
|
|
728 |
|
|
|
699 |
|
Meituan |
|
|
|
|
|
|
|
|
3.050%, 10/28/2030 |
|
|
238 |
|
|
|
213 |
|
Shimao Group Holdings |
|
|
|
|
|
|
|
|
5.600%, 07/15/2026 (E) |
|
|
2,542 |
|
|
|
132 |
|
5.200%, 01/30/2025 (E) |
|
|
2,111 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
41,060 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 5.6% |
|
|
|
|
AI Candelaria Spain |
|
|
|
|
|
|
|
|
5.750%, 06/15/2033 (A) |
|
|
1,280 |
|
|
|
1,047 |
|
AL Candelaria -spain |
|
|
|
|
|
|
|
|
5.750%, 06/15/2033 |
|
|
600 |
|
|
|
491 |
|
Bancolombia |
|
|
|
|
|
|
|
|
8.625%, H15T5Y + 4.320%, 12/24/2034 (C) |
|
|
372 |
|
|
|
390 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
COP |
7,914,000 |
|
|
|
1,854 |
|
9.850%, 06/28/2027 |
|
|
994,000 |
|
|
|
233 |
|
8.750%, 11/14/2053 |
|
$ |
3,158 |
|
|
|
3,428 |
|
8.000%, 04/20/2033 |
|
|
1,186 |
|
|
|
1,261 |
|
8.000%, 11/14/2035 |
|
|
4,504 |
|
|
|
4,780 |
|
7.500%, 02/02/2034 |
|
|
2,352 |
|
|
|
2,426 |
|
6.125%, 01/18/2041 |
|
|
3,936 |
|
|
|
3,427 |
|
5.625%, 02/26/2044 |
|
|
5,155 |
|
|
|
4,098 |
|
5.000%, 06/15/2045 |
|
|
7,158 |
|
|
|
5,187 |
|
4.125%, 02/22/2042 |
|
|
2,128 |
|
|
|
1,451 |
|
3.000%, 01/30/2030 |
|
|
936 |
|
|
|
791 |
|
Colombian TES |
|
|
|
|
|
|
|
|
13.250%, 02/09/2033 |
|
COP |
13,253,600 |
|
|
|
3,754 |
|
9.250%, 05/28/2042 |
|
|
36,534,100 |
|
|
|
7,707 |
|
7.750%, 09/18/2030 |
|
|
14,954,300 |
|
|
|
3,292 |
|
7.500%, 08/26/2026 |
|
|
16,168,500 |
|
|
|
3,815 |
|
7.250%, 10/18/2034 |
|
|
49,252,700 |
|
|
|
9,703 |
|
7.250%, 10/26/2050 |
|
|
17,413,700 |
|
|
|
2,872 |
|
7.000%, 03/26/2031 |
|
|
19,767,400 |
|
|
|
4,135 |
|
7.000%, 03/26/2031 |
|
|
1,757,100 |
|
|
|
370 |
|
7.000%, 06/30/2032 |
|
|
29,072,600 |
|
|
|
5,914 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.250%, 07/09/2036 |
|
COP |
3,903,100 |
|
|
$ |
677 |
|
6.000%, 04/28/2028 |
|
|
64,392,800 |
|
|
|
13,932 |
|
5.750%, 11/03/2027 |
|
|
20,916,300 |
|
|
|
4,580 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.875%, 01/13/2033 |
|
$ |
520 |
|
|
|
552 |
|
6.875%, 04/29/2030 |
|
|
686 |
|
|
|
684 |
|
5.875%, 11/02/2051 |
|
|
2,004 |
|
|
|
1,448 |
|
Empresas Publicas de Medellin ESP (A) |
|
|
|
|
|
|
|
|
8.375%, 11/08/2027 |
|
COP |
3,625,000 |
|
|
|
786 |
|
7.625%, 09/10/2024 |
|
|
2,224,000 |
|
|
|
533 |
|
7.625%, 09/10/2024 |
|
|
1,827,000 |
|
|
|
438 |
|
EnfraGen Energia Sur |
|
|
|
|
|
|
|
|
5.375%, 12/30/2030 |
|
$ |
300 |
|
|
|
258 |
|
Grupo Aval |
|
|
|
|
|
|
|
|
4.375%, 02/04/2030 (A) |
|
|
1,083 |
|
|
|
960 |
|
PA Autopista Rio Magalena |
|
|
|
|
|
|
|
|
6.050%, 06/15/2036 |
|
COP |
3,448,381 |
|
|
|
675 |
|
| |
|
|
|
|
|
|
97,949 |
|
| |
|
|
|
|
|
|
|
|
Costa Rica — 0.6% |
|
|
|
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
10.580%, 09/26/2029 (A) |
|
CRC |
117,750 |
|
|
|
269 |
|
7.300%, 11/13/2054 (A) |
|
$ |
2,842 |
|
|
|
3,073 |
|
7.158%, 03/12/2045 |
|
|
1,200 |
|
|
|
1,280 |
|
7.000%, 04/04/2044 |
|
|
420 |
|
|
|
441 |
|
7.000%, 04/04/2044 |
|
|
250 |
|
|
|
263 |
|
6.550%, 04/03/2034 (A) |
|
|
1,509 |
|
|
|
1,588 |
|
6.550%, 04/03/2034 |
|
|
3,244 |
|
|
|
3,413 |
|
Instituto Costarricense de Electricidad |
|
|
|
|
|
|
|
|
6.375%, 05/15/2043 |
|
|
700 |
|
|
|
630 |
|
| |
|
|
|
|
|
|
10,957 |
|
| |
|
|
|
|
|
|
|
|
Côte d'Ivoire — 0.7% |
|
|
|
|
Côte d'Ivoire Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 01/30/2037 (A) |
|
|
1,791 |
|
|
|
1,784 |
|
6.875%, 10/17/2040 |
|
EUR |
5,464 |
|
|
|
5,201 |
|
6.625%, 03/22/2048 |
|
|
3,094 |
|
|
|
2,740 |
|
6.625%, 03/22/2048 |
|
|
883 |
|
|
|
782 |
|
5.250%, 03/22/2030 |
|
|
1,121 |
|
|
|
1,166 |
|
4.875%, 01/30/2032 |
|
|
670 |
|
|
|
642 |
|
| |
|
|
|
|
|
|
12,315 |
|
| |
|
|
|
|
|
|
|
|
Czechia — 2.4% |
|
|
|
|
Czechia Government Bond |
|
|
|
|
|
|
|
|
6.200%, 06/16/2031 |
|
CZK |
18,270 |
|
|
|
928 |
|
5.750%, 03/29/2029 |
|
|
61,510 |
|
|
|
2,960 |
|
5.500%, 12/12/2028 |
|
|
41,220 |
|
|
|
1,959 |
|
5.000%, 09/30/2030 |
|
|
21,400 |
|
|
|
1,014 |
|
4.900%, 04/14/2034 |
|
|
134,790 |
|
|
|
6,418 |
|
4.500%, 11/11/2032 |
|
|
38,070 |
|
|
|
1,760 |
|
4.200%, 12/04/2036 |
|
|
12,390 |
|
|
|
560 |
|
3.500%, 05/30/2035 |
|
|
16,940 |
|
|
|
718 |
|
3.000%, 03/03/2033 |
|
|
123,520 |
|
|
|
5,118 |
|
2.750%, 07/23/2029 |
|
|
29,610 |
|
|
|
1,257 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.500%, 08/25/2028 |
|
CZK |
45,210 |
|
|
$ |
1,917 |
|
2.000%, 10/13/2033 |
|
|
148,250 |
|
|
|
5,616 |
|
1.950%, 07/30/2037 |
|
|
7,800 |
|
|
|
273 |
|
1.750%, 06/23/2032 |
|
|
39,200 |
|
|
|
1,492 |
|
1.500%, 04/24/2040 |
|
|
8,730 |
|
|
|
271 |
|
1.200%, 03/13/2031 |
|
|
74,590 |
|
|
|
2,815 |
|
1.000%, 06/26/2026 |
|
|
63,740 |
|
|
|
2,688 |
|
0.950%, 05/15/2030 |
|
|
47,180 |
|
|
|
1,793 |
|
0.250%, 02/10/2027 |
|
|
29,920 |
|
|
|
1,220 |
|
0.050%, 11/29/2029 |
|
|
15,750 |
|
|
|
579 |
|
| |
|
|
|
|
|
|
41,356 |
|
| |
|
|
|
|
|
|
|
|
Dominican Republic — 2.2% |
|
|
|
|
Dominican Republic Central Bank Notes |
|
|
|
|
|
|
|
|
13.000%, 12/05/2025 (A) |
|
DOP |
371,950 |
|
|
|
6,363 |
|
10.500%, 01/17/2025 |
|
|
196,810 |
|
|
|
3,302 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
13.625%, 02/03/2033 (A) |
|
|
9,000 |
|
|
|
180 |
|
11.250%, 09/15/2035 (A) |
|
|
46,950 |
|
|
|
844 |
|
11.250%, 09/15/2035 |
|
|
8,000 |
|
|
|
144 |
|
10.750%, 06/01/2036 (A) |
|
|
167,600 |
|
|
|
2,938 |
|
9.750%, 06/05/2026 |
|
|
24,700 |
|
|
|
415 |
|
7.050%, 02/03/2031 (A) |
|
$ |
970 |
|
|
|
1,039 |
|
7.050%, 02/03/2031 |
|
|
7,888 |
|
|
|
8,454 |
|
6.850%, 01/27/2045 |
|
|
5,136 |
|
|
|
5,386 |
|
6.600%, 06/01/2036 |
|
|
267 |
|
|
|
280 |
|
6.000%, 02/22/2033 |
|
|
903 |
|
|
|
911 |
|
5.875%, 01/30/2060 |
|
|
4,118 |
|
|
|
3,785 |
|
5.300%, 01/21/2041 |
|
|
3,550 |
|
|
|
3,210 |
|
4.875%, 09/23/2032 |
|
|
720 |
|
|
|
676 |
|
| |
|
|
|
|
|
|
37,927 |
|
| |
|
|
|
|
|
|
|
|
Ecuador — 1.0% |
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
8.603%, 07/31/2030 |
|
|
1,710 |
|
|
|
927 |
|
7.442%, 07/31/2030 (A) |
|
|
949 |
|
|
|
514 |
|
6.900%, 07/31/2030 (A)(B) |
|
|
4,634 |
|
|
|
3,287 |
|
6.900%, 07/31/2030 (B) |
|
|
3,973 |
|
|
|
2,818 |
|
5.500%, 07/31/2025 (A)(B) |
|
|
1,828 |
|
|
|
1,005 |
|
5.500%, 07/31/2025 (B) |
|
|
13,450 |
|
|
|
7,397 |
|
5.000%, 07/31/2026 (B) |
|
|
2,180 |
|
|
|
1,097 |
|
5.000%, 07/31/2026 (A)(B) |
|
|
1,127 |
|
|
|
567 |
|
| |
|
|
|
|
|
|
17,612 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 1.9% |
|
|
|
|
Egypt Government Bond |
|
|
|
|
|
|
|
|
14.664%, 10/06/2030 |
|
EGP |
7,247 |
|
|
|
105 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050 |
|
$ |
4,485 |
|
|
|
3,552 |
|
8.700%, 03/01/2049 |
|
|
6,800 |
|
|
|
5,304 |
|
8.700%, 03/01/2049 (A) |
|
|
254 |
|
|
|
198 |
|
8.500%, 01/31/2047 |
|
|
9,378 |
|
|
|
7,247 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
7.300%, 09/30/2033 |
|
|
5,681 |
|
|
|
4,652 |
|
6.375%, 04/11/2031 |
|
EUR |
2,680 |
|
|
|
2,440 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.625%, 04/16/2030 |
|
EUR |
1,081 |
|
|
$ |
986 |
|
Egypt Treasury Bills |
|
|
|
|
|
|
|
|
32.272%, 09/10/2024 (G) |
|
EGP |
19,050 |
|
|
|
390 |
|
30.246%, 12/10/2024 (G) |
|
|
48,175 |
|
|
|
919 |
|
29.768%, 03/04/2025 (G) |
|
|
156,875 |
|
|
|
2,822 |
|
29.502%, 03/18/2025 (G) |
|
|
267,500 |
|
|
|
4,780 |
|
25.832%, 12/31/2024 (G) |
|
|
9,100 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
33,566 |
|
| |
|
|
|
|
|
|
|
|
El Salvador — 0.6% |
|
|
|
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
9.500%, 07/15/2052 |
|
$ |
5,869 |
|
|
|
4,972 |
|
9.250%, 04/17/2030 (A) |
|
|
767 |
|
|
|
725 |
|
9.250%, 04/17/2030 |
|
|
256 |
|
|
|
242 |
|
8.250%, 04/10/2032 |
|
|
1,006 |
|
|
|
858 |
|
7.650%, 06/15/2035 |
|
|
563 |
|
|
|
442 |
|
7.125%, 01/20/2050 |
|
|
3,250 |
|
|
|
2,249 |
|
6.375%, 01/18/2027 |
|
|
197 |
|
|
|
184 |
|
0.250%, 04/17/2030 (A) |
|
|
427 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
9,683 |
|
| |
|
|
|
|
|
|
|
|
Ethiopia — 0.1% |
|
|
|
|
Ethiopia International Bond |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (E) |
|
|
2,111 |
|
|
|
1,630 |
|
Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (A)(E) |
|
|
545 |
|
|
|
421 |
|
| |
|
|
|
|
|
|
2,051 |
|
| |
|
|
|
|
|
|
|
|
Gabon — 0.1% |
|
|
|
|
Gabon Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 11/24/2031 |
|
|
2,233 |
|
|
|
1,704 |
|
7.000%, 11/24/2031 (A) |
|
|
293 |
|
|
|
223 |
|
6.950%, 06/16/2025 |
|
|
252 |
|
|
|
236 |
|
| |
|
|
|
|
|
|
2,163 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.9% |
|
|
|
|
Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
10.750%, 10/14/2030 (A) |
|
|
1,176 |
|
|
|
802 |
|
10.750%, 10/14/2030 |
|
|
6,525 |
|
|
|
4,448 |
|
10.000%, 02/02/2038 |
|
GHS |
715 |
|
|
|
16 |
|
9.850%, 02/03/2037 |
|
|
710 |
|
|
|
16 |
|
9.700%, 02/05/2036 |
|
|
708 |
|
|
|
16 |
|
9.550%, 02/06/2035 |
|
|
707 |
|
|
|
16 |
|
9.400%, 02/07/2034 |
|
|
706 |
|
|
|
16 |
|
9.250%, 02/08/2033 |
|
|
3,117 |
|
|
|
74 |
|
9.100%, 02/10/2032 |
|
|
3,112 |
|
|
|
77 |
|
8.950%, 02/11/2031 |
|
|
10,748 |
|
|
|
284 |
|
8.950%, 03/26/2051 (E) |
|
$ |
2,983 |
|
|
|
1,570 |
|
8.875%, 05/07/2042 (E) |
|
|
410 |
|
|
|
214 |
|
8.800%, 02/12/2030 |
|
GHS |
14,963 |
|
|
|
428 |
|
8.750%, 03/11/2061 (E) |
|
$ |
1,039 |
|
|
|
547 |
|
8.650%, 02/13/2029 |
|
GHS |
21,289 |
|
|
|
672 |
|
8.627%, 06/16/2049 (E) |
|
$ |
902 |
|
|
|
467 |
|
8.625%, 04/07/2034 (E) |
|
|
5,135 |
|
|
|
2,696 |
|
8.500%, 02/15/2028 |
|
GHS |
5,298 |
|
|
|
189 |
|
8.350%, 02/16/2027 |
|
|
10,354 |
|
|
|
426 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.875%, 02/11/2035 (E) |
|
$ |
2,447 |
|
|
$ |
1,285 |
|
7.750%, 04/07/2029 (E) |
|
|
1,321 |
|
|
|
690 |
|
7.625%, 05/16/2029 (E) |
|
|
1,276 |
|
|
|
663 |
|
6.375%, 02/11/2027 |
|
|
1,083 |
|
|
|
557 |
|
| |
|
|
|
|
|
|
16,169 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.8% |
|
|
|
|
CT Trust |
|
|
|
|
|
|
|
|
5.125%, 02/03/2032 (A) |
|
|
340 |
|
|
|
306 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
7.050%, 10/04/2032 |
|
|
463 |
|
|
|
497 |
|
6.600%, 06/13/2036 (A) |
|
|
2,060 |
|
|
|
2,145 |
|
6.600%, 06/13/2036 |
|
|
3,514 |
|
|
|
3,660 |
|
6.550%, 02/06/2037 |
|
|
200 |
|
|
|
206 |
|
6.550%, 02/06/2037 (A) |
|
|
200 |
|
|
|
206 |
|
6.125%, 06/01/2050 |
|
|
3,282 |
|
|
|
3,113 |
|
6.050%, 08/06/2031 (A) |
|
|
1,097 |
|
|
|
1,118 |
|
6.050%, 08/06/2031 |
|
|
296 |
|
|
|
302 |
|
5.375%, 04/24/2032 |
|
|
560 |
|
|
|
551 |
|
5.250%, 08/10/2029 |
|
|
340 |
|
|
|
335 |
|
3.700%, 10/07/2033 |
|
|
855 |
|
|
|
726 |
|
| |
|
|
|
|
|
|
13,165 |
|
| |
|
|
|
|
|
|
|
|
Honduras — 0.1% |
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
479 |
|
|
|
463 |
|
5.625%, 06/24/2030 |
|
|
1,689 |
|
|
|
1,490 |
|
| |
|
|
|
|
|
|
1,953 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.0% |
|
|
|
|
NWD |
|
|
|
|
|
|
|
|
4.125%, 07/18/2029 |
|
|
482 |
|
|
|
369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hungary — 2.7% |
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
9.500%, 10/21/2026 |
|
HUF |
112,170 |
|
|
|
338 |
|
7.000%, 10/24/2035 |
|
|
250,490 |
|
|
|
741 |
|
6.750%, 10/22/2028 |
|
|
3,152,840 |
|
|
|
9,156 |
|
4.750%, 11/24/2032 |
|
|
2,650,550 |
|
|
|
6,808 |
|
4.500%, 03/23/2028 |
|
|
1,054,030 |
|
|
|
2,838 |
|
4.500%, 05/27/2032 |
|
|
34,830 |
|
|
|
88 |
|
3.250%, 10/22/2031 |
|
|
389,450 |
|
|
|
922 |
|
3.000%, 10/27/2027 |
|
|
560,260 |
|
|
|
1,451 |
|
3.000%, 08/21/2030 |
|
|
602,170 |
|
|
|
1,453 |
|
3.000%, 10/27/2038 |
|
|
1,082,580 |
|
|
|
2,092 |
|
3.000%, 04/25/2041 |
|
|
407,260 |
|
|
|
746 |
|
2.250%, 04/20/2033 |
|
|
728,990 |
|
|
|
1,536 |
|
2.000%, 05/23/2029 |
|
|
1,100,470 |
|
|
|
2,616 |
|
Hungary Government International Bond |
|
|
|
|
|
|
|
|
6.125%, 05/22/2028 (A) |
|
$ |
1,228 |
|
|
|
1,274 |
|
6.125%, 05/22/2028 |
|
|
3,597 |
|
|
|
3,730 |
|
5.500%, 03/26/2036 |
|
|
448 |
|
|
|
451 |
|
5.500%, 03/26/2036 (A) |
|
|
3,842 |
|
|
|
3,867 |
|
3.125%, 09/21/2051 |
|
|
5,578 |
|
|
|
3,685 |
|
3.125%, 09/21/2051 (A) |
|
|
584 |
|
|
|
386 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.125%, 09/22/2031 (A) |
|
$ |
1,838 |
|
|
$ |
1,516 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.000%, 05/16/2029 |
|
EUR |
403 |
|
|
|
475 |
|
| |
|
|
|
|
|
|
46,169 |
|
| |
|
|
|
|
|
|
|
|
India — 0.9% |
|
|
|
|
Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
3.949%, 02/12/2030 (A) |
|
$ |
628 |
|
|
|
564 |
|
Adani Green Energy UP |
|
|
|
|
|
|
|
|
6.700%, 03/12/2042 |
|
|
1,000 |
|
|
|
967 |
|
6.700%, 03/12/2042 (A) |
|
|
550 |
|
|
|
530 |
|
Adani Renewable Energy RJ MTN |
|
|
|
|
|
|
|
|
4.625%, 10/15/2039 |
|
|
949 |
|
|
|
806 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
5.500%, 01/18/2033 |
|
|
875 |
|
|
|
909 |
|
Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
3.250%, 01/15/2030 |
|
|
545 |
|
|
|
507 |
|
2.250%, 01/13/2031 |
|
|
1,664 |
|
|
|
1,424 |
|
Greenko Power II |
|
|
|
|
|
|
|
|
4.300%, 12/13/2028 |
|
|
616 |
|
|
|
577 |
|
India Government Bond |
|
|
|
|
|
|
|
|
7.300%, 06/19/2053 |
|
INR |
114,700 |
|
|
|
1,418 |
|
7.260%, 08/22/2032 |
|
|
20 |
|
|
|
– |
|
7.180%, 08/14/2033 |
|
|
534,100 |
|
|
|
6,488 |
|
7.180%, 07/24/2037 |
|
|
56,380 |
|
|
|
688 |
|
7.100%, 04/08/2034 |
|
|
27,000 |
|
|
|
327 |
|
Power Finance MTN |
|
|
|
|
|
|
|
|
3.950%, 04/23/2030 (A) |
|
$ |
486 |
|
|
|
462 |
|
Vedanta Resources Finance II |
|
|
|
|
|
|
|
|
13.875%, 12/09/2028 |
|
|
353 |
|
|
|
355 |
|
| |
|
|
|
|
|
|
16,022 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 6.3% |
|
|
|
|
Indonesia Asahan Aluminium |
|
|
|
|
|
|
|
|
5.800%, 05/15/2050 (A) |
|
|
1,683 |
|
|
|
1,650 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
5.650%, 01/11/2053 |
|
|
3,167 |
|
|
|
3,385 |
|
4.850%, 01/11/2033 |
|
|
300 |
|
|
|
303 |
|
4.650%, 09/20/2032 |
|
|
2,109 |
|
|
|
2,108 |
|
4.550%, 01/11/2028 |
|
|
2,192 |
|
|
|
2,199 |
|
4.400%, 03/10/2029 |
|
|
977 |
|
|
|
976 |
|
3.550%, 03/31/2032 |
|
|
4,351 |
|
|
|
4,060 |
|
2.850%, 02/14/2030 |
|
|
3,457 |
|
|
|
3,183 |
|
1.400%, 10/30/2031 |
|
EUR |
1,430 |
|
|
|
1,363 |
|
1.300%, 03/23/2034 |
|
|
332 |
|
|
|
296 |
|
1.100%, 03/12/2033 |
|
|
690 |
|
|
|
621 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
9.000%, 03/15/2029 |
|
IDR |
34,386,000 |
|
|
|
2,435 |
|
8.750%, 05/15/2031 |
|
|
16,958,000 |
|
|
|
1,218 |
|
8.375% 03/15/2034 |
|
|
19,602,000 |
|
|
|
1,420 |
|
8.375%, 04/15/2039 |
|
|
69,773,000 |
|
|
|
5,162 |
|
8.250%, 05/15/2029 |
|
|
47,387,000 |
|
|
|
3,271 |
|
8.250%, 05/15/2036 |
|
|
93,241,000 |
|
|
|
6,770 |
|
7.500%, 08/15/2032 |
|
|
28,416,000 |
|
|
|
1,925 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.500%, 06/15/2035 |
|
IDR |
5,000,000 |
|
|
$ |
343 |
|
7.500%, 04/15/2040 |
|
|
25,556,000 |
|
|
|
1,759 |
|
7.125%, 06/15/2038 |
|
|
145,690,000 |
|
|
|
9,762 |
|
7.125%, 06/15/2042 |
|
|
25,817,000 |
|
|
|
1,719 |
|
7.125%, 06/15/2043 |
|
|
26,330,000 |
|
|
|
1,758 |
|
7.000%, 09/15/2030 |
|
|
62,341,000 |
|
|
|
4,118 |
|
7.000%, 02/15/2033 |
|
|
100,997,000 |
|
|
|
6,680 |
|
6.875%, 04/15/2029 |
|
|
108,088,000 |
|
|
|
7,085 |
|
6.875%, 08/15/2051 |
|
|
35,626,000 |
|
|
|
2,304 |
|
6.750%, 07/15/2035 |
|
|
47,240,000 |
|
|
|
3,095 |
|
6.625%, 02/15/2034 |
|
|
143,161,000 |
|
|
|
9,242 |
|
6.500%, 06/15/2025 |
|
|
14,125,000 |
|
|
|
914 |
|
6.500%, 02/15/2031 |
|
|
40,160,000 |
|
|
|
2,585 |
|
6.375%, 08/15/2028 |
|
|
104,434,000 |
|
|
|
6,753 |
|
6.375%, 04/15/2032 |
|
|
19,045,000 |
|
|
|
1,213 |
|
6.375%, 07/15/2037 |
|
|
2,200,000 |
|
|
|
138 |
|
5.125%, 04/15/2027 |
|
|
30,236,000 |
|
|
|
1,895 |
|
Medco Bell Pte |
|
|
|
|
|
|
|
|
6.375%, 01/30/2027 (A) |
|
$ |
626 |
|
|
|
623 |
|
Minejesa Capital BV |
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 (A) |
|
|
1,448 |
|
|
|
1,375 |
|
5.625%, 08/10/2037 |
|
|
800 |
|
|
|
760 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
1.875%, 11/05/2031 (A) |
|
EUR |
1,143 |
|
|
|
1,073 |
|
1.875%, 11/05/2031 |
|
|
350 |
|
|
|
329 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 |
|
$ |
770 |
|
|
|
788 |
|
5.250%, 05/15/2047 |
|
|
710 |
|
|
|
653 |
|
4.375%, 02/05/2050 (A) |
|
|
355 |
|
|
|
287 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
|
665 |
|
|
|
681 |
|
| |
|
|
|
|
|
|
110,277 |
|
| |
|
|
|
|
|
|
|
|
Iraq — 0.1% |
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
1,591 |
|
|
|
1,507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Israel — 0.3% |
|
|
|
|
Israel Electric |
|
|
|
|
|
|
|
|
8.100%, 12/15/2096 |
|
|
2,000 |
|
|
|
2,273 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 03/12/2054 |
|
|
1,176 |
|
|
|
1,129 |
|
5.500%, 03/12/2034 |
|
|
1,059 |
|
|
|
1,058 |
|
4.500%, 04/03/2120 |
|
|
1,400 |
|
|
|
1,028 |
|
Leviathan Bond |
|
|
|
|
|
|
|
|
6.750%, 06/30/2030 (A) |
|
|
370 |
|
|
|
341 |
|
| |
|
|
|
|
|
|
5,829 |
|
| |
|
|
|
|
|
|
|
|
Jamaica — 0.3% |
|
|
|
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
9.625%, 11/03/2030 |
|
JMD |
602,500 |
|
|
|
4,055 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
TransJamican Highway |
|
|
|
|
|
|
|
|
5.750%, 10/10/2036 |
|
$ |
981 |
|
|
$ |
892 |
|
| |
|
|
|
|
|
|
4,947 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.4% |
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.500%, 01/13/2029 (A) |
|
|
1,954 |
|
|
|
1,979 |
|
7.500%, 01/13/2029 |
|
|
668 |
|
|
|
678 |
|
7.375%, 10/10/2047 |
|
|
4,512 |
|
|
|
4,101 |
|
| |
|
|
|
|
|
|
6,758 |
|
| |
|
|
|
|
|
|
|
|
Kazakhstan — 0.5% |
|
|
|
|
Development Bank of Kazakhstan JSC |
|
|
|
|
|
|
|
|
5.500%, 04/15/2027 (A) |
|
|
549 |
|
|
|
549 |
|
Kazakhstan Government International Bond MTN |
|
|
|
|
|
|
|
|
5.125%, 07/21/2025 |
|
|
1,017 |
|
|
|
1,017 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
|
1,418 |
|
|
|
1,388 |
|
6.375%, 10/24/2048 |
|
|
1,150 |
|
|
|
1,125 |
|
5.750%, 04/19/2047 (A) |
|
|
3,149 |
|
|
|
2,857 |
|
KazMunayGas National JSC MTN |
|
|
|
|
|
|
|
|
5.375%, 04/24/2030 |
|
|
820 |
|
|
|
810 |
|
QazaqGaz NC JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
634 |
|
|
|
608 |
|
4.375%, 09/26/2027 (A) |
|
|
533 |
|
|
|
511 |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
3.250%, 08/15/2030 (A) |
|
|
630 |
|
|
|
538 |
|
| |
|
|
|
|
|
|
9,403 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.3% |
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
3,887 |
|
|
|
3,073 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031 (A) |
|
|
2,404 |
|
|
|
2,332 |
|
| |
|
|
|
|
|
|
5,405 |
|
| |
|
|
|
|
|
|
|
|
Kuwait — 0.0% |
|
|
|
|
NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
4.500%, CMTUSD6Y + 2.832% (A)(C)(D) |
|
|
693 |
|
|
|
681 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Latvia — 0.1% |
|
|
|
|
Latvia Government International Bond MTN |
|
|
|
|
|
|
|
|
5.125%, 07/30/2034 (A) |
|
|
1,457 |
|
|
|
1,488 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Lebanon — 0.2% |
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/17/2034 (E) |
|
|
11,222 |
|
|
|
741 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 12/31/2023 (E) |
|
|
6,521 |
|
|
|
391 |
|
7.000%, 03/20/2028 (E) |
|
|
2,671 |
|
|
|
174 |
|
6.850%, 05/25/2029 (E) |
|
|
522 |
|
|
|
34 |
|
6.650%, 11/03/2028 (E) |
|
|
3,325 |
|
|
|
215 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.650%, 02/26/2030 (E) |
|
$ |
2,063 |
|
|
$ |
134 |
|
6.600%, 11/27/2026 (E) |
|
|
1,900 |
|
|
|
123 |
|
6.400%, 05/26/2023 (E) |
|
|
2,645 |
|
|
|
172 |
|
6.375%, 12/31/2023 (E) |
|
|
3,638 |
|
|
|
234 |
|
6.250%, 05/27/2022 (E) |
|
|
409 |
|
|
|
27 |
|
6.150%, 12/31/2023 (E) |
|
|
4,039 |
|
|
|
261 |
|
6.100%, 10/04/2022 (E) |
|
|
2,965 |
|
|
|
190 |
|
6.100%, 10/04/2022 (E) |
|
|
1,342 |
|
|
|
86 |
|
5.800%, 04/14/2023 (E) |
|
|
6,282 |
|
|
|
406 |
|
| |
|
|
|
|
|
|
3,188 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 5.7% |
|
|
|
|
Khazanah Global Sukuk MTN |
|
|
|
|
|
|
|
|
4.687%, 06/01/2028 |
|
|
1,325 |
|
|
|
1,331 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248% 09/15/2028 |
|
MYR |
1,204 |
|
|
|
297 |
|
4.935% 09/30/2043 |
|
|
1,200 |
|
|
|
310 |
|
4.893%, 06/08/2038 |
|
|
30,187 |
|
|
|
7,685 |
|
4.762%, 04/07/2037 |
|
|
1,291 |
|
|
|
324 |
|
4.696%, 10/15/2042 |
|
|
23,112 |
|
|
|
5,813 |
|
4.642%, 11/07/2033 |
|
|
43,800 |
|
|
|
10,793 |
|
4.504%, 04/30/2029 |
|
|
1,300 |
|
|
|
314 |
|
4.498% 04/15/2030 |
|
|
12,204 |
|
|
|
2,951 |
|
4.457%, 03/31/2053 |
|
|
6,734 |
|
|
|
1,625 |
|
4.254%, 05/31/2035 |
|
|
5,823 |
|
|
|
1,398 |
|
4.065%, 06/15/2050 |
|
|
15,006 |
|
|
|
3,425 |
|
4.054%, 04/18/2039 |
|
|
4,623 |
|
|
|
1,085 |
|
3.955% 09/15/2025 |
|
|
24,246 |
|
|
|
5,655 |
|
3.906%, 07/15/2026 |
|
|
6,407 |
|
|
|
1,500 |
|
3.900% 11/30/2026 |
|
|
5,756 |
|
|
|
1,350 |
|
3.899%, 11/16/2027 |
|
|
4,065 |
|
|
|
955 |
|
3.885%, 08/15/2029 |
|
|
16,004 |
|
|
|
3,763 |
|
3.882%, 03/14/2025 |
|
|
8,724 |
|
|
|
2,026 |
|
3.828%, 07/05/2034 |
|
|
53,317 |
|
|
|
12,404 |
|
3.757%, 05/22/2040 |
|
|
20,517 |
|
|
|
4,629 |
|
3.733%, 06/15/2028 |
|
|
23,803 |
|
|
|
5,558 |
|
3.582%, 07/15/2032 |
|
|
20,593 |
|
|
|
4,707 |
|
3.519%, 04/20/2028 |
|
|
7,138 |
|
|
|
1,656 |
|
3.502% 05/31/2027 |
|
|
13,593 |
|
|
|
3,157 |
|
2.632%, 04/15/2031 |
|
|
28,986 |
|
|
|
6,281 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
2,000 |
|
|
|
478 |
|
4.119%, 11/30/2034 |
|
|
5,418 |
|
|
|
1,289 |
|
Petronas Capital MTN |
|
|
|
|
|
|
|
|
3.500%, 04/21/2030 |
|
$ |
1,427 |
|
|
|
1,354 |
|
3.404%, 04/28/2061 |
|
|
2,186 |
|
|
|
1,554 |
|
2.480%, 01/28/2032 |
|
|
3,302 |
|
|
|
2,845 |
|
| |
|
|
|
|
|
|
98,512 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 7.2% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
23,310 |
|
|
|
1,170 |
|
Cemex (D) |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.157% (A)(C) |
|
$ |
774 |
|
|
|
842 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
9.125%, H15T5Y + 5.157% (C) |
|
$ |
360 |
|
|
$ |
391 |
|
5.125%, H15T5Y + 4.534% (A)(C) |
|
|
277 |
|
|
|
272 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
52,305 |
|
|
|
2,550 |
|
6.264%, 02/15/2052 (A) |
|
$ |
405 |
|
|
|
369 |
|
4.750%, 02/23/2027 (A) |
|
|
6 |
|
|
|
6 |
|
4.688%, 05/15/2029 (A) |
|
|
707 |
|
|
|
683 |
|
3.875%, 07/26/2033 |
|
|
800 |
|
|
|
675 |
|
3.348%, 02/09/2031 (A) |
|
|
605 |
|
|
|
520 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.500%, 03/01/2029 |
|
MXN |
11,744 |
|
|
|
572 |
|
8.500% 05/31/2029 |
|
|
149,876 |
|
|
|
7,289 |
|
8.500% 11/18/2038 |
|
|
244,739 |
|
|
|
11,192 |
|
8.000%, 05/24/2035 |
|
|
16,500 |
|
|
|
746 |
|
8.000%, 11/07/2047 |
|
|
107,387 |
|
|
|
4,475 |
|
8.000%, 07/31/2053 |
|
|
53,638 |
|
|
|
2,209 |
|
7.750% 05/29/2031 |
|
|
332,341 |
|
|
|
15,341 |
|
7.750% 11/23/2034 |
|
|
12,000 |
|
|
|
536 |
|
7.750% 11/13/2042 |
|
|
180,188 |
|
|
|
7,435 |
|
7.500% 06/03/2027 |
|
|
255,695 |
|
|
|
12,324 |
|
7.500%, 05/26/2033 |
|
|
165,145 |
|
|
|
7,349 |
|
7.000%, 09/03/2026 |
|
|
10,678 |
|
|
|
514 |
|
5.750% 03/05/2026 |
|
|
33,002 |
|
|
|
1,578 |
|
5.750%, 03/05/2026 |
|
|
19,946 |
|
|
|
954 |
|
5.500%, 03/04/2027 |
|
|
37,040 |
|
|
|
1,711 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
638 |
|
|
|
547 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 05/07/2036 |
|
|
4,484 |
|
|
|
4,516 |
|
4.600%, 01/23/2046 |
|
|
2,366 |
|
|
|
1,895 |
|
2.659%, 05/24/2031 |
|
|
2,005 |
|
|
|
1,702 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
1,792 |
|
|
|
1,531 |
|
5.625%, 03/19/2114 |
|
GBP |
7,800 |
|
|
|
7,624 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050 (A) |
|
$ |
660 |
|
|
|
535 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
13,079 |
|
|
|
9,731 |
|
6.625%, 06/15/2035 |
|
|
3,090 |
|
|
|
2,433 |
|
6.375%, 01/23/2045 |
|
|
486 |
|
|
|
326 |
|
5.950%, 01/28/2031 |
|
|
1,786 |
|
|
|
1,485 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
10,561 |
|
|
|
7,229 |
|
Poinsettia Finance |
|
|
|
|
|
|
|
|
6.625%, 06/17/2031 |
|
|
5,030 |
|
|
|
4,347 |
|
| |
|
|
|
|
|
|
125,604 |
|
| |
|
|
|
|
|
|
|
|
Mongolia — 0.3% |
|
|
|
|
Development Bank of Mongolia LLC |
|
|
|
|
|
|
|
|
11.000%, 03/07/2026 |
|
|
1,200 |
|
|
|
1,242 |
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
8.650%, 01/19/2028 (A) |
|
|
1,386 |
|
|
|
1,463 |
|
8.650%, 01/19/2028 |
|
|
368 |
|
|
|
388 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.875%, 06/05/2029 (A) |
|
$ |
510 |
|
|
$ |
532 |
|
7.875%, 06/05/2029 |
|
|
450 |
|
|
|
470 |
|
3.500%, 07/07/2027 |
|
|
470 |
|
|
|
430 |
|
| |
|
|
|
|
|
|
4,525 |
|
| |
|
|
|
|
|
|
|
|
Montenegro — 0.0% |
|
|
|
|
Montenegro Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 03/12/2031 (A) |
|
|
500 |
|
|
|
516 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Morocco — 0.3% |
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
6.500%, 09/08/2033 (A) |
|
|
1,213 |
|
|
|
1,295 |
|
6.500%, 09/08/2033 |
|
|
531 |
|
|
|
567 |
|
3.000%, 12/15/2032 |
|
|
204 |
|
|
|
172 |
|
OCP |
|
|
|
|
|
|
|
|
7.500%, 05/02/2054 (A) |
|
|
2,239 |
|
|
|
2,399 |
|
| |
|
|
|
|
|
|
4,433 |
|
| |
|
|
|
|
|
|
|
|
Mozambique — 0.1% |
|
|
|
|
Mozambique International Bond |
|
|
|
|
|
|
|
|
9.000%, 09/15/2031 (A)(B) |
|
|
1,601 |
|
|
|
1,347 |
|
9.000%, 09/15/2031 (B) |
|
|
400 |
|
|
|
336 |
|
| |
|
|
|
|
|
|
1,683 |
|
| |
|
|
|
|
|
|
|
|
Nigeria — 1.2% |
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
9.248%, 01/21/2049 |
|
|
580 |
|
|
|
518 |
|
8.747%, 01/21/2031 |
|
|
1,496 |
|
|
|
1,429 |
|
7.875%, 02/16/2032 |
|
|
1,402 |
|
|
|
1,248 |
|
7.696%, 02/23/2038 |
|
|
1,720 |
|
|
|
1,380 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
8.375%, 03/24/2029 |
|
|
729 |
|
|
|
706 |
|
8.250%, 09/28/2051 |
|
|
2,784 |
|
|
|
2,193 |
|
7.375%, 09/28/2033 |
|
|
6,315 |
|
|
|
5,301 |
|
Nigeria OMO Bills |
|
|
|
|
|
|
|
|
30.330%, 05/27/2025 (G) |
|
NGN |
2,835,666 |
|
|
|
1,500 |
|
26.335%, 05/20/2025 (G) |
|
|
8,824,494 |
|
|
|
4,691 |
|
Nigeria Treasury Bills |
|
|
|
|
|
|
|
|
24.355%, 03/27/2025 (G) |
|
|
2,549,240 |
|
|
|
1,407 |
|
23.596%, 03/06/2025 (G) |
|
|
445,888 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
20,622 |
|
| |
|
|
|
|
|
|
|
|
North Macedonia — 0.1% |
|
|
|
|
North Macedonia Government International Bond |
|
|
|
|
|
|
|
|
1.625%, 03/10/2028 |
|
EUR |
2,000 |
|
|
|
1,972 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oman — 1.1% |
|
|
|
|
EDO Sukuk |
|
|
|
|
|
|
|
|
5.662%, 07/03/2031 (A) |
|
$ |
1,686 |
|
|
|
1,714 |
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 01/25/2051 |
|
|
635 |
|
|
|
709 |
|
6.750%, 10/28/2027 |
|
|
6,914 |
|
|
|
7,259 |
|
6.750%, 01/17/2048 |
|
|
6,999 |
|
|
|
7,574 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.500%, 03/08/2047 (A) |
|
$ |
897 |
|
|
$ |
946 |
|
6.500%, 03/08/2047 |
|
|
402 |
|
|
|
424 |
|
| |
|
|
|
|
|
|
18,626 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.2% |
|
|
|
|
Pakistan Global Sukuk Programme |
|
|
|
|
|
|
|
|
7.950%, 01/31/2029 |
|
|
663 |
|
|
|
595 |
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 12/05/2027 |
|
|
334 |
|
|
|
290 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.875%, 04/08/2051 |
|
|
4,440 |
|
|
|
3,325 |
|
| |
|
|
|
|
|
|
4,210 |
|
| |
|
|
|
|
|
|
|
|
Panama — 1.3% |
|
|
|
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
|
469 |
|
|
|
366 |
|
Banco Nacional de Panama |
|
|
|
|
|
|
|
|
2.500%, 08/11/2030 (A) |
|
|
320 |
|
|
|
261 |
|
Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
5.125%, 05/02/2049 (A) |
|
|
873 |
|
|
|
661 |
|
Panama Bonos del Tesoro |
|
|
|
|
|
|
|
|
3.362%, 06/30/2031 |
|
|
3,000 |
|
|
|
2,460 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
275 |
|
|
|
314 |
|
8.125%, 04/28/2034 |
|
|
699 |
|
|
|
743 |
|
8.000%, 03/01/2038 |
|
|
1,253 |
|
|
|
1,380 |
|
7.500%, 03/01/2031 |
|
|
383 |
|
|
|
410 |
|
6.875%, 01/31/2036 |
|
|
342 |
|
|
|
350 |
|
6.700%, 01/26/2036 |
|
|
886 |
|
|
|
902 |
|
6.400%, 02/14/2035 |
|
|
2,002 |
|
|
|
1,994 |
|
4.500%, 04/16/2050 |
|
|
7,784 |
|
|
|
5,518 |
|
4.500%, 04/01/2056 |
|
|
4,053 |
|
|
|
2,813 |
|
4.500%, 01/19/2063 |
|
|
1,771 |
|
|
|
1,204 |
|
2.252%, 09/29/2032 |
|
|
4,915 |
|
|
|
3,686 |
|
Telecomunicaciones Digitales |
|
|
|
|
|
|
|
|
4.500%, 01/30/2030 (A) |
|
|
227 |
|
|
|
207 |
|
| |
|
|
|
|
|
|
23,269 |
|
| |
|
|
|
|
|
|
|
|
Papua New Guinea — 0.0% |
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 |
|
|
400 |
|
|
|
387 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Paraguay — 0.6% |
|
|
|
|
Bioceanico Sovereign Certificate |
|
|
|
|
|
|
|
|
0.000%, 06/05/2034 (F) |
|
|
– |
|
|
|
– |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
7.900%, 02/09/2031 (A) |
|
PYG |
22,253,000 |
|
|
|
2,972 |
|
7.900%, 02/09/2031 |
|
|
17,939,000 |
|
|
|
2,396 |
|
6.100%, 08/11/2044 |
|
$ |
400 |
|
|
|
401 |
|
5.850%, 08/21/2033 (A) |
|
|
1,790 |
|
|
|
1,838 |
|
5.600%, 03/13/2048 |
|
|
367 |
|
|
|
344 |
|
5.400%, 03/30/2050 |
|
|
946 |
|
|
|
860 |
|
4.950%, 04/28/2031 |
|
|
567 |
|
|
|
559 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.849%, 06/28/2033 |
|
$ |
410 |
|
|
$ |
372 |
|
| |
|
|
|
|
|
|
9,742 |
|
| |
|
|
|
|
|
|
|
|
Peru — 3.6% |
|
|
|
|
Atlantica Transmision Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
299 |
|
|
|
316 |
|
Kallpa Generacion SA |
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
|
275 |
|
|
|
267 |
|
Peru Government Bond |
|
|
|
|
|
|
|
|
7.600%, 08/12/2039 (A) |
|
PEN |
21,168 |
|
|
|
5,974 |
|
7.300%, 08/12/2033 (A) |
|
|
9,270 |
|
|
|
2,623 |
|
6.950%, 08/12/2031 |
|
|
82 |
|
|
|
23 |
|
6.150%, 08/12/2032 |
|
|
17,936 |
|
|
|
4,775 |
|
5.940%, 02/12/2029 |
|
|
10,462 |
|
|
|
2,877 |
|
5.400%, 08/12/2034 |
|
|
29,257 |
|
|
|
7,140 |
|
5.350%, 08/12/2040 |
|
|
3,082 |
|
|
|
698 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
7.600%, 08/12/2039 (A) |
|
|
1,500 |
|
|
|
423 |
|
6.950%, 08/12/2031 (A) |
|
|
3,666 |
|
|
|
1,035 |
|
6.950%, 08/12/2031 |
|
|
15,750 |
|
|
|
4,447 |
|
6.900% 08/12/2037 |
|
|
8,544 |
|
|
|
2,292 |
|
6.900%, 08/12/2037 |
|
|
4,007 |
|
|
|
1,075 |
|
6.850%, 02/12/2042 |
|
|
882 |
|
|
|
236 |
|
5.940%, 02/12/2029 |
|
|
13,804 |
|
|
|
3,796 |
|
5.875%, 08/08/2054 |
|
$ |
3,633 |
|
|
|
3,786 |
|
5.400%, 08/12/2034 |
|
PEN |
1,738 |
|
|
|
424 |
|
5.375%, 02/08/2035 |
|
$ |
2,819 |
|
|
|
2,856 |
|
3.600%, 01/15/2072 |
|
|
1,900 |
|
|
|
1,274 |
|
2.783%, 01/23/2031 |
|
|
4,941 |
|
|
|
4,354 |
|
1.950%, 11/17/2036 |
|
EUR |
2,211 |
|
|
|
1,926 |
|
1.250%, 03/11/2033 |
|
|
1,148 |
|
|
|
1,022 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
$ |
1,432 |
|
|
|
909 |
|
5.625%, 06/19/2047 |
|
|
11,966 |
|
|
|
7,592 |
|
4.750%, 06/19/2032 (A) |
|
|
904 |
|
|
|
679 |
|
| |
|
|
|
|
|
|
62,819 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 1.4% |
|
|
|
|
Philippine Government Bond |
|
|
|
|
|
|
|
|
8.000% 07/19/2031 |
|
PHP |
27,272 |
|
|
|
534 |
|
6.750%, 09/15/2032 |
|
|
73,860 |
|
|
|
1,361 |
|
6.625%, 08/17/2033 |
|
|
32,140 |
|
|
|
588 |
|
6.250%, 01/25/2034 |
|
|
478,580 |
|
|
|
8,560 |
|
6.250%, 02/28/2044 |
|
|
33,680 |
|
|
|
598 |
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 01/17/2048 |
|
$ |
1,000 |
|
|
|
1,047 |
|
5.170%, 10/13/2027 |
|
|
3,965 |
|
|
|
4,048 |
|
2.950%, 05/05/2045 |
|
|
300 |
|
|
|
217 |
|
2.650%, 12/10/2045 |
|
|
1,666 |
|
|
|
1,143 |
|
1.950%, 01/06/2032 |
|
|
6,125 |
|
|
|
5,107 |
|
1.750%, 04/28/2041 |
|
EUR |
386 |
|
|
|
310 |
|
1.648%, 06/10/2031 |
|
$ |
614 |
|
|
|
510 |
|
| |
|
|
|
|
|
|
24,023 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Poland — 4.2% |
|
|
|
|
Bank Gospodarstwa Krajowego |
|
|
|
|
|
|
|
|
6.250%, 10/31/2028 |
|
$ |
200 |
|
|
$ |
213 |
|
6.250%, 07/09/2054 |
|
|
394 |
|
|
|
425 |
|
6.250%, 07/09/2054 (A) |
|
|
1,422 |
|
|
|
1,532 |
|
5.750%, 07/09/2034 (A) |
|
|
1,300 |
|
|
|
1,360 |
|
5.750%, 07/09/2034 |
|
|
351 |
|
|
|
367 |
|
Bank Gospodarstwa Krajowego MTN |
|
|
|
|
|
|
|
|
5.375%, 05/22/2033 |
|
|
575 |
|
|
|
588 |
|
5.125%, 02/22/2033 |
|
EUR |
754 |
|
|
|
918 |
|
0.500%, 07/08/2031 |
|
|
140 |
|
|
|
127 |
|
Poland Government Bond |
|
|
|
|
|
|
|
|
7.500%, 07/25/2028 |
|
PLN |
70,051 |
|
|
|
19,681 |
|
2.750%, 10/25/2029 |
|
|
7,101 |
|
|
|
1,646 |
|
2.500%, 07/25/2027 |
|
|
9,731 |
|
|
|
2,359 |
|
1.750%, 04/25/2032 |
|
|
38,473 |
|
|
|
7,777 |
|
1.250%, 10/25/2030 |
|
|
7,679 |
|
|
|
1,582 |
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
6.000%, 10/25/2033 |
|
|
11,689 |
|
|
|
3,163 |
|
5.000%, 10/25/2034 |
|
|
35,443 |
|
|
|
8,872 |
|
4.750%, 07/25/2029 |
|
|
10,897 |
|
|
|
2,760 |
|
3.250%, 07/25/2025 |
|
|
4,776 |
|
|
|
1,228 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 04/04/2053 |
|
$ |
256 |
|
|
|
262 |
|
5.500%, 03/18/2054 |
|
|
6,157 |
|
|
|
6,301 |
|
5.125%, 09/18/2034 |
|
|
9,669 |
|
|
|
9,917 |
|
4.625%, 03/18/2029 |
|
|
834 |
|
|
|
849 |
|
4.125%, 01/11/2044 |
|
EUR |
328 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
72,300 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.6% |
|
|
|
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
4.817%, 03/14/2049 |
|
$ |
1,828 |
|
|
|
1,796 |
|
4.500%, 04/23/2028 |
|
|
4,406 |
|
|
|
4,466 |
|
Qatar Government International Bond MTN (A) |
|
|
|
|
|
|
|
|
4.750%, 05/29/2034 |
|
|
2,204 |
|
|
|
2,294 |
|
4.625%, 05/29/2029 |
|
|
2,079 |
|
|
|
2,128 |
|
QatarEnergy (A) |
|
|
|
|
|
|
|
|
3.300%, 07/12/2051 |
|
|
382 |
|
|
|
285 |
|
3.125%, 07/12/2041 |
|
|
466 |
|
|
|
369 |
|
| |
|
|
|
|
|
|
11,338 |
|
| |
|
|
|
|
|
|
|
|
Romania — 2.0% |
|
|
|
|
Romania Government Bond |
|
|
|
|
|
|
|
|
8.750%, 10/30/2028 |
|
RON |
2,830 |
|
|
|
684 |
|
8.250%, 09/29/2032 |
|
|
4,925 |
|
|
|
1,198 |
|
8.000%, 04/29/2030 |
|
|
4,850 |
|
|
|
1,148 |
|
7.900%, 02/24/2038 |
|
|
965 |
|
|
|
236 |
|
7.350%, 04/28/2031 |
|
|
995 |
|
|
|
230 |
|
6.700%, 02/25/2032 |
|
|
13,850 |
|
|
|
3,088 |
|
4.850%, 07/25/2029 |
|
|
1,155 |
|
|
|
240 |
|
4.750%, 10/11/2034 |
|
|
3,550 |
|
|
|
681 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.150%, 01/26/2028 |
|
RON |
965 |
|
|
$ |
201 |
|
2.500%, 10/25/2027 |
|
|
4,905 |
|
|
|
977 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
7.125%, 01/17/2033 (A) |
|
$ |
1,932 |
|
|
|
2,089 |
|
7.125%, 01/17/2033 |
|
|
112 |
|
|
|
121 |
|
6.375%, 01/30/2034 (A) |
|
|
4,980 |
|
|
|
5,117 |
|
4.000%, 02/14/2051 |
|
|
5,880 |
|
|
|
4,194 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
7.625%, 01/17/2053 |
|
|
4,400 |
|
|
|
4,940 |
|
6.375%, 09/18/2033 |
|
EUR |
561 |
|
|
|
654 |
|
5.625%, 02/22/2036 |
|
|
939 |
|
|
|
1,020 |
|
5.625%, 02/22/2036 (A) |
|
|
400 |
|
|
|
435 |
|
3.875%, 10/29/2035 |
|
|
829 |
|
|
|
784 |
|
3.750%, 02/07/2034 |
|
|
5,622 |
|
|
|
5,421 |
|
2.124%, 07/16/2031 |
|
|
166 |
|
|
|
152 |
|
2.000%, 01/28/2032 |
|
|
906 |
|
|
|
803 |
|
2.000%, 04/14/2033 |
|
|
1,001 |
|
|
|
846 |
|
| |
|
|
|
|
|
|
35,259 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.1% |
|
|
|
|
Serbia International Bond |
|
|
|
|
|
|
|
|
6.000%, 06/12/2034 (A) |
|
$ |
2,113 |
|
|
|
2,146 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.800%, 11/22/2025 (A) |
|
|
600 |
|
|
|
30 |
|
6.800%, 11/22/2025 (H) |
|
|
240 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
2,190 |
|
| |
|
|
|
|
|
|
|
|
Rwanda — 0.0% |
|
|
|
|
Rwanda International Government Bond |
|
|
|
|
|
|
|
|
5.500%, 08/09/2031 |
|
|
810 |
|
|
|
649 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.5% |
|
|
|
|
Acwa Power Management And Investments One |
|
|
|
|
|
|
|
|
5.950%, 12/15/2039 |
|
|
3,323 |
|
|
|
3,286 |
|
Greensaif Pipelines Bidco Sarl MTN |
|
|
|
|
|
|
|
|
5.853%, 02/23/2036 (A) |
|
|
1,200 |
|
|
|
1,237 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
5.875%, 07/17/2064 (A) |
|
|
3,903 |
|
|
|
3,960 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 01/16/2054 |
|
|
3,553 |
|
|
|
3,637 |
|
5.000%, 01/18/2053 |
|
|
4,100 |
|
|
|
3,803 |
|
4.750%, 01/16/2030 (A) |
|
|
7,236 |
|
|
|
7,319 |
|
4.625%, 10/04/2047 (A) |
|
|
2,539 |
|
|
|
2,272 |
|
4.625%, 10/04/2047 |
|
|
700 |
|
|
|
626 |
|
| |
|
|
|
|
|
|
26,140 |
|
| |
|
|
|
|
|
|
|
|
Senegal — 0.2% |
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 |
|
|
2,077 |
|
|
|
1,543 |
|
5.375%, 06/08/2037 |
|
EUR |
1,870 |
|
|
|
1,529 |
|
4.750%, 03/13/2028 |
|
|
530 |
|
|
|
551 |
|
| |
|
|
|
|
|
|
3,623 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Serbia — 0.3% |
|
|
|
|
Serbia International Bond |
|
|
|
|
|
|
|
|
2.125%, 12/01/2030 |
|
$ |
1,049 |
|
|
$ |
865 |
|
1.650%, 03/03/2033 |
|
EUR |
814 |
|
|
|
696 |
|
1.500%, 06/26/2029 |
|
|
588 |
|
|
|
569 |
|
Serbia International Bond MTN |
|
|
|
|
|
|
|
|
2.050%, 09/23/2036 |
|
|
2,126 |
|
|
|
1,712 |
|
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
61,170 |
|
|
|
606 |
|
4.500%, 01/11/2026 |
|
|
24,780 |
|
|
|
235 |
|
4.500%, 08/20/2032 |
|
|
14,680 |
|
|
|
132 |
|
| |
|
|
|
|
|
|
4,815 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 7.2% |
|
|
|
|
Bidvest Group UK |
|
|
|
|
|
|
|
|
3.625%, 09/23/2026 (A) |
|
$ |
528 |
|
|
|
507 |
|
Eskom Holdings SOC Ltd MTN |
|
|
|
|
|
|
|
|
8.450%, 08/10/2028 (A) |
|
|
1,784 |
|
|
|
1,853 |
|
7.500%, 09/15/2033 |
|
ZAR |
52,000 |
|
|
|
2,313 |
|
Sasol Financing USA LLC |
|
|
|
|
|
|
|
|
8.750%, 05/03/2029 (A) |
|
$ |
422 |
|
|
|
440 |
|
6.500%, 09/27/2028 |
|
|
540 |
|
|
|
530 |
|
4.375%, 09/18/2026 |
|
|
532 |
|
|
|
512 |
|
South Africa Government International Bond |
|
|
|
|
|
|
|
|
10.500% 12/21/2026 |
|
ZAR |
33 |
|
|
|
2 |
|
9.000%, 01/31/2040 |
|
|
343,291 |
|
|
|
16,241 |
|
8.875% 02/28/2035 |
|
|
181,598 |
|
|
|
9,137 |
|
8.750% 01/31/2044 |
|
|
343,909 |
|
|
|
15,527 |
|
8.750% 02/28/2048 |
|
|
269,065 |
|
|
|
12,097 |
|
8.500% 01/31/2037 |
|
|
367,620 |
|
|
|
17,249 |
|
8.250% 03/31/2032 |
|
|
71,256 |
|
|
|
3,659 |
|
8.000%, 01/31/2030 |
|
|
234,250 |
|
|
|
12,540 |
|
7.300%, 04/20/2052 |
|
$ |
2,005 |
|
|
|
1,936 |
|
7.000% 02/28/2031 |
|
ZAR |
130,375 |
|
|
|
6,445 |
|
6.500% 02/28/2041 |
|
|
113,425 |
|
|
|
4,202 |
|
6.250% 03/31/2036 |
|
|
120,826 |
|
|
|
4,806 |
|
5.875%, 06/22/2030 |
|
$ |
199 |
|
|
|
197 |
|
5.750%, 09/30/2049 |
|
|
13,664 |
|
|
|
11,014 |
|
5.650%, 09/27/2047 |
|
|
284 |
|
|
|
229 |
|
4.300%, 10/12/2028 |
|
|
2,740 |
|
|
|
2,607 |
|
Transnet SOC |
|
|
|
|
|
|
|
|
8.250%, 02/06/2028 |
|
|
1,200 |
|
|
|
1,236 |
|
8.250%, 02/06/2028 (A) |
|
|
799 |
|
|
|
823 |
|
| |
|
|
|
|
|
|
126,102 |
|
| |
|
|
|
|
|
|
|
|
Sri Lanka — 0.7% |
|
|
|
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.550%, 03/28/2030 (E) |
|
|
2,517 |
|
|
|
1,339 |
|
6.850%, 03/14/2024 (E) |
|
|
1,445 |
|
|
|
755 |
|
6.850%, 11/03/2025 (E) |
|
|
1,090 |
|
|
|
584 |
|
6.825%, 07/18/2026 (A)(E) |
|
|
1,612 |
|
|
|
847 |
|
6.825%, 07/18/2026 (E) |
|
|
800 |
|
|
|
420 |
|
6.750%, 04/18/2028 (E) |
|
|
2,000 |
|
|
|
1,065 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.750%, 04/18/2028 (A)(E) |
|
$ |
9,110 |
|
|
$ |
4,851 |
|
6.350%, 06/28/2024 (E) |
|
|
472 |
|
|
|
248 |
|
6.200%, 05/11/2027 (E) |
|
|
3,486 |
|
|
|
1,811 |
|
5.750%, 04/18/2023 (E) |
|
|
1,512 |
|
|
|
790 |
|
| |
|
|
|
|
|
|
12,710 |
|
| |
|
|
|
|
|
|
|
|
Supranational — 0.9% |
|
|
|
|
African Export-Import Bank |
|
|
|
|
|
|
|
|
3.798%, 05/17/2031 (A) |
|
|
301 |
|
|
|
265 |
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
13.000%, 03/07/2025 |
|
COP |
2,873,000 |
|
|
|
697 |
|
12.750%, 03/03/2025 |
|
|
4,561,000 |
|
|
|
1,107 |
|
11.200%, 01/31/2025 |
|
|
2,541,000 |
|
|
|
608 |
|
10.100%, 01/23/2026 |
|
|
4,813,000 |
|
|
|
1,159 |
|
0.000%, 04/20/2043 (F) |
|
MXN |
10,000 |
|
|
|
93 |
|
Asian Infrastructure Investment Bank MTN |
|
|
|
|
|
|
|
|
7.200%, 07/02/2031 |
|
INR |
56,500 |
|
|
|
676 |
|
0.000%, 02/08/2038 (F) |
|
MXN |
21,800 |
|
|
|
308 |
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
$ |
1,274 |
|
|
|
1,236 |
|
4.700%, 10/22/2031 (A) |
|
|
934 |
|
|
|
842 |
|
4.700%, 10/22/2031 |
|
|
430 |
|
|
|
388 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
6.750%, 07/13/2029 |
|
INR |
264,300 |
|
|
|
3,138 |
|
6.500%, 04/17/2030 |
|
|
122,200 |
|
|
|
1,435 |
|
International Finance MTN |
|
|
|
|
|
|
|
|
0.000%, 08/16/2028 (F) |
|
COP |
23,400,000 |
|
|
|
3,976 |
|
| |
|
|
|
|
|
|
15,928 |
|
| |
|
|
|
|
|
|
|
|
Suriname — 0.1% |
|
|
|
|
Suriname Government International Bond |
|
|
|
|
|
|
|
|
7.950%, 07/15/2033 (A) |
|
$ |
2,033 |
|
|
|
1,962 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Tajikistan — 0.0% |
|
|
|
|
Republic of Tajikistan International Bond |
|
|
|
|
|
|
|
|
7.125%, 09/14/2027 |
|
|
500 |
|
|
|
486 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — 2.1% |
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
3.450%, 06/17/2043 |
|
THB |
132,609 |
|
|
|
4,184 |
|
3.400% 06/17/2036 |
|
|
78,115 |
|
|
|
2,482 |
|
3.390%, 06/17/2037 |
|
|
46,787 |
|
|
|
1,485 |
|
3.350%, 06/17/2033 |
|
|
103,419 |
|
|
|
3,246 |
|
3.300%, 06/17/2038 |
|
|
112,879 |
|
|
|
3,544 |
|
2.875%, 06/17/2046 |
|
|
4,865 |
|
|
|
137 |
|
2.800%, 06/17/2034 |
|
|
9,427 |
|
|
|
284 |
|
2.750%, 06/17/2052 |
|
|
2,778 |
|
|
|
76 |
|
2.650%, 06/17/2028 |
|
|
559,170 |
|
|
|
16,765 |
|
2.000%, 06/17/2042 |
|
|
87,380 |
|
|
|
2,269 |
|
1.600%, 06/17/2035 |
|
|
2,000 |
|
|
|
53 |
|
1.585%, 12/17/2035 |
|
|
1,182 |
|
|
|
32 |
|
1.250% 03/12/2028 |
|
|
90,056 |
|
|
|
2,564 |
|
| |
|
|
|
|
|
|
37,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Trinidad & Tobago — 0.3% |
|
|
|
|
Heritage Petroleum |
|
|
|
|
|
|
|
|
9.000%, 08/12/2029 |
|
$ |
2,000 |
|
|
$ |
2,086 |
|
Telecommunications Services of Trinidad & Tobago |
|
|
|
|
|
|
|
|
8.875%, 10/18/2029 |
|
|
1,100 |
|
|
|
1,097 |
|
Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
5.950%, 01/14/2031 (A) |
|
|
1,188 |
|
|
|
1,204 |
|
5.950%, 01/14/2031 |
|
|
400 |
|
|
|
405 |
|
| |
|
|
|
|
|
|
4,792 |
|
| |
|
|
|
|
|
|
|
|
Tunisia — 0.1% |
|
|
|
|
Tunisian Republic |
|
|
|
|
|
|
|
|
6.375%, 07/15/2026 |
|
EUR |
889 |
|
|
|
870 |
|
6.375%, 07/15/2026 (A) |
|
|
650 |
|
|
|
636 |
|
| |
|
|
|
|
|
|
1,506 |
|
| |
|
|
|
|
|
|
|
|
Turkiye — 3.1% |
|
|
|
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
8.509%, 01/14/2029 (A) |
|
$ |
5,843 |
|
|
|
6,304 |
|
Istanbul Metropolitan Municipality |
|
|
|
|
|
|
|
|
10.500%, 12/06/2028 (A) |
|
|
900 |
|
|
|
982 |
|
10.500%, 12/06/2028 |
|
|
318 |
|
|
|
347 |
|
Limak Cimento Sanayi ve Ticaret |
|
|
|
|
|
|
|
|
9.750%, 07/25/2029 (A) |
|
|
229 |
|
|
|
226 |
|
TC Ziraat Bankasi |
|
|
|
|
|
|
|
|
8.994%, H15T5Y + 4.327%, 08/02/2034 (A)(C) |
|
|
282 |
|
|
|
291 |
|
Turkiye Government Bond |
|
|
|
|
|
|
|
|
31.080%, 11/08/2028 |
|
TRY |
217,600 |
|
|
|
6,507 |
|
26.200%, 10/05/2033 |
|
|
449,086 |
|
|
|
12,918 |
|
17.800%, 07/13/2033 |
|
|
13,348 |
|
|
|
277 |
|
17.300%, 07/19/2028 |
|
|
66,341 |
|
|
|
1,413 |
|
12.600%, 10/01/2025 |
|
|
47,753 |
|
|
|
1,085 |
|
1.500%, 06/18/2025 |
|
|
62,555 |
|
|
|
1,735 |
|
Turkiye Government International Bond |
|
|
|
|
|
|
|
|
9.125%, 07/13/2030 |
|
$ |
3,561 |
|
|
|
3,993 |
|
7.625%, 05/15/2034 |
|
|
788 |
|
|
|
821 |
|
7.125%, 07/17/2032 |
|
|
4,466 |
|
|
|
4,518 |
|
5.875%, 05/21/2030 |
|
EUR |
979 |
|
|
|
1,108 |
|
5.750%, 05/11/2047 |
|
$ |
10,050 |
|
|
|
7,912 |
|
4.875%, 04/16/2043 |
|
|
1,600 |
|
|
|
1,170 |
|
Turkiye Ihracat Kredi Bankasi (A) |
|
|
|
|
|
|
|
|
9.375%, 01/31/2026 |
|
|
539 |
|
|
|
564 |
|
7.500%, 02/06/2028 |
|
|
359 |
|
|
|
367 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
9.000%, 10/12/2028 (A) |
|
|
726 |
|
|
|
778 |
|
| |
|
|
|
|
|
|
53,316 |
|
| |
|
|
|
|
|
|
|
|
Uganda — 0.1% |
|
|
|
|
Republic of Uganda Government Bonds |
|
|
|
|
|
|
|
|
14.250%, 06/22/2034 |
|
UGX |
5,200,000 |
|
|
|
1,298 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Ukraine — 0.9% |
|
|
|
|
NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
7.125%, 07/19/2026 (E) |
|
EUR |
647 |
|
|
$ |
518 |
|
NPC Ukrenergo |
|
|
|
|
|
|
|
|
6.875%, 11/09/2028 (A)(E) |
|
$ |
1,085 |
|
|
|
605 |
|
State Agency of Roads of Ukraine |
|
|
|
|
|
|
|
|
6.250%, 06/24/2030 (A)(E) |
|
|
554 |
|
|
|
174 |
|
Ukraine Government Bond |
|
|
|
|
|
|
|
|
15.840%, 02/26/2025 (E)(I) |
|
UAH |
210,315 |
|
|
|
4,131 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2030 (A)(E) |
|
$ |
1,047 |
|
|
|
352 |
|
8.994%, 02/01/2026 (A) |
|
|
2,516 |
|
|
|
913 |
|
7.750%, 09/01/2027 (A)(E) |
|
|
3,051 |
|
|
|
995 |
|
7.750%, 09/01/2028 (E) |
|
|
4,180 |
|
|
|
1,335 |
|
7.750%, 09/01/2028 (A)(E) |
|
|
2,005 |
|
|
|
640 |
|
7.750%, 09/01/2029 (A)(E) |
|
|
6,552 |
|
|
|
2,060 |
|
7.750%, 08/01/2041 (A)(C)(E) |
|
|
1,350 |
|
|
|
932 |
|
7.750%, 08/01/2041 (C)(E) |
|
|
1,000 |
|
|
|
690 |
|
7.253%, 03/15/2035 (E) |
|
|
864 |
|
|
|
264 |
|
6.876%, 05/21/2031 (A)(E) |
|
|
2,734 |
|
|
|
833 |
|
6.876%, 05/21/2031 (E) |
|
|
533 |
|
|
|
163 |
|
6.750%, 06/20/2028 (E) |
|
EUR |
1,487 |
|
|
|
470 |
|
| |
|
|
|
|
|
|
15,075 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 1.2% |
|
|
|
|
Abu Dhabi Crude Oil Pipeline LLC |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 (A) |
|
$ |
1,208 |
|
|
|
1,119 |
|
4.600%, 11/02/2047 |
|
|
550 |
|
|
|
509 |
|
Abu Dhabi Developmental Holding PJSC |
|
|
|
|
|
|
|
|
5.375%, 05/08/2029 (A) |
|
|
1,644 |
|
|
|
1,699 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 04/30/2054 (A) |
|
|
2,485 |
|
|
|
2,671 |
|
3.125%, 09/30/2049 |
|
|
2,827 |
|
|
|
2,085 |
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
1.700%, 03/02/2031 |
|
|
6,479 |
|
|
|
5,582 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
3.900%, 09/09/2050 |
|
|
670 |
|
|
|
517 |
|
Finance Department Government of Sharjah MTN |
|
|
|
|
|
|
|
|
4.000%, 07/28/2050 (A) |
|
|
2,246 |
|
|
|
1,540 |
|
4.000%, 07/28/2050 |
|
|
1,900 |
|
|
|
1,302 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.625%, 03/31/2036 (A) |
|
|
827 |
|
|
|
698 |
|
MDGH GMTN RSC MTN |
|
|
|
|
|
|
|
|
4.375%, 11/22/2033 (A) |
|
|
319 |
|
|
|
311 |
|
UAE International Government Bond MTN |
|
|
|
|
|
|
|
|
4.951%, 07/07/2052 |
|
|
282 |
|
|
|
278 |
|
UAE INTERNATIONAL GOVERNMENT BOND |
|
|
|
|
|
|
|
|
4.857%, 07/02/2034 (A) |
|
|
2,112 |
|
|
|
2,183 |
|
| |
|
|
|
|
|
|
20,494 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
United States — 0.1% |
|
|
|
|
JPMorgan Chase Bank MTN (A) |
|
|
|
|
|
|
|
|
8.375%, 04/19/2039 |
|
IDR |
1,563,000 |
|
|
$ |
108 |
|
7.000%, 09/18/2030 (C) |
|
|
16,509,000 |
|
|
|
1,090 |
|
| |
|
|
|
|
|
|
1,198 |
|
| |
|
|
|
|
|
|
|
|
Uruguay — 0.9% |
|
|
|
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 07/20/2033 |
|
UYU |
253,036 |
|
|
|
6,298 |
|
8.500%, 03/15/2028 |
|
|
34 |
|
|
|
1 |
|
8.250%, 05/21/2031 |
|
|
11,959 |
|
|
|
276 |
|
5.750%, 10/28/2034 |
|
$ |
5,632 |
|
|
|
6,110 |
|
5.100%, 06/18/2050 |
|
|
479 |
|
|
|
476 |
|
4.375%, 01/23/2031 |
|
|
683 |
|
|
|
685 |
|
3.400%, 05/16/2045 |
|
UYU |
87,998 |
|
|
|
2,161 |
|
| |
|
|
|
|
|
|
16,007 |
|
| |
|
|
|
|
|
|
|
|
Uzbekistan — 0.5% |
|
|
|
|
Republic of Uzbekistan International Bond |
|
|
|
|
|
|
|
|
6.900%, 02/28/2032 (A) |
|
$ |
1,107 |
|
|
|
1,107 |
|
3.900%, 10/19/2031 |
|
|
281 |
|
|
|
236 |
|
Uzauto Motors AJ |
|
|
|
|
|
|
|
|
4.850%, 05/04/2026 |
|
|
2,050 |
|
|
|
1,920 |
|
4.850%, 05/04/2026 (A) |
|
|
1,931 |
|
|
|
1,808 |
|
Uzbek Industrial and Construction Bank ATB |
|
|
|
|
|
|
|
|
8.950%, 07/24/2029 (A) |
|
|
1,000 |
|
|
|
990 |
|
Uzbekneftegaz JSC |
|
|
|
|
|
|
|
|
4.750%, 11/16/2028 |
|
|
1,350 |
|
|
|
1,160 |
|
4.750%, 11/16/2028 (A) |
|
|
864 |
|
|
|
742 |
|
| |
|
|
|
|
|
|
7,963 |
|
| |
|
|
|
|
|
|
|
|
Venezuela — 0.7% |
|
|
|
|
La Electricidad de Caracas |
|
|
|
|
|
|
|
|
8.500%, 12/31/2059 (E) |
|
|
500 |
|
|
|
39 |
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (E) |
|
|
3,802 |
|
|
|
430 |
|
6.000%, 05/16/2024 (E) |
|
|
9,758 |
|
|
|
963 |
|
6.000%, 05/16/2024 (E) |
|
|
4,270 |
|
|
|
421 |
|
6.000%, 05/16/2024 (E) |
|
|
1,477 |
|
|
|
146 |
|
6.000%, 11/15/2026 (E) |
|
|
22,269 |
|
|
|
2,233 |
|
5.500%, 04/12/2037 (E) |
|
|
1,620 |
|
|
|
164 |
|
5.375%, 04/12/2027 (E) |
|
|
7,825 |
|
|
|
782 |
|
Republic of Venezuela |
|
|
|
|
|
|
|
|
12.750%, 08/23/2022 (E) |
|
|
5,600 |
|
|
|
887 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
11.950%, 08/05/2031 (E) |
|
|
13,800 |
|
|
|
2,143 |
|
9.250%, 05/07/2028 (E) |
|
|
4,477 |
|
|
|
659 |
|
9.000%, 05/07/2024 (E) |
|
|
4,100 |
|
|
|
574 |
|
8.250%, 10/13/2024 (E) |
|
|
3,881 |
|
|
|
534 |
|
7.750%, 10/13/2024 (E) |
|
|
12,016 |
|
|
|
1,502 |
|
| |
|
|
|
|
|
|
11,477 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 0.1% |
|
|
|
|
Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
5.125%, 05/07/2029 (A) |
|
|
1,422 |
|
|
|
1,368 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Zambia — 0.8% |
|
|
|
|
Zambia Government Bond |
|
|
|
|
|
|
|
|
13.000%, 08/29/2026 |
|
ZMW |
2,040 |
|
|
$ |
70 |
|
13.000%, 12/18/2027 |
|
|
8,370 |
|
|
|
262 |
|
13.000%, 01/25/2031 |
|
|
56,225 |
|
|
|
1,414 |
|
12.000%, 02/21/2029 |
|
|
8,366 |
|
|
|
231 |
|
11.000%, 01/25/2026 |
|
|
27,670 |
|
|
|
970 |
|
11.000%, 06/28/2026 |
|
|
118,640 |
|
|
|
4,011 |
|
11.000%, 08/21/2028 |
|
|
16,734 |
|
|
|
475 |
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 06/30/2031 (A)(B) |
|
$ |
859 |
|
|
|
750 |
|
5.750%, 06/30/2031 (B) |
|
|
4,149 |
|
|
|
3,626 |
|
0.500%, 12/31/2053 |
|
|
3,841 |
|
|
|
1,903 |
|
0.500%, 12/31/2053 (A) |
|
|
1,388 |
|
|
|
688 |
|
| |
|
|
|
|
|
|
14,400 |
|
| |
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $1,653,507) ($ Thousands) |
|
|
|
|
|
|
1,626,281 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 1.8% |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.278%, USBMMY3M + 0.245%, 01/31/2026 (C) |
|
$ |
200 |
|
|
$ |
200 |
|
5.183%, USBMMY3M + 0.150%, 04/30/2026 (C) |
|
|
10,000 |
|
|
|
9,985 |
|
3.125%, 08/31/2029 |
|
|
21,700 |
|
|
|
21,081 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $30,493) ($ Thousands) |
|
|
31,266 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Participation
Notes |
|
|
|
|
|
LOAN PARTICIPATIONS— 0.1% |
Russia — 0.1% |
|
|
|
|
SRBIJA, 1st Lien, Expires 06/10/2028 |
|
|
1,700,000 |
|
|
|
1,877 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $1,838) ($ Thousands) |
|
|
|
|
|
|
1,877 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 95.4% |
|
|
|
|
|
|
|
|
(Cost $1,685,838) ($ Thousands) |
|
$ |
1,659,424 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Korea 3-Year Bond |
|
|
56 |
|
|
|
Sep-2024 |
|
|
$ |
4,278 |
|
|
$ |
4,432 |
|
|
$ |
31 |
|
U.S. 2-Year Treasury Note |
|
|
52 |
|
|
|
Dec-2024 |
|
|
|
10,802 |
|
|
|
10,792 |
|
|
|
(10 |
) |
U.S. 5-Year Treasury Note |
|
|
218 |
|
|
|
Dec-2024 |
|
|
|
23,920 |
|
|
|
23,850 |
|
|
|
(70 |
) |
U.S. 10-Year Treasury Note |
|
|
133 |
|
|
|
Dec-2024 |
|
|
|
15,186 |
|
|
|
15,104 |
|
|
|
(82 |
) |
U.S. Long Treasury Bond |
|
|
73 |
|
|
|
Dec-2024 |
|
|
|
9,105 |
|
|
|
8,988 |
|
|
|
(117 |
) |
U.S. Ultra Long Treasury Bond |
|
|
19 |
|
|
|
Dec-2024 |
|
|
|
2,545 |
|
|
|
2,507 |
|
|
|
(38 |
) |
| |
|
|
|
|
|
|
|
|
|
|
65,836 |
|
|
|
65,673 |
|
|
|
(286 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bobl |
|
|
(14) |
|
|
|
Sep-2024 |
|
|
$ |
(1,759 |
) |
|
$ |
(1,824 |
) |
|
$ |
(32 |
) |
Euro-Bund 10-Year Bond |
|
|
(154) |
|
|
|
Sep-2024 |
|
|
|
(21,907 |
) |
|
|
(22,827 |
) |
|
|
(526 |
) |
Euro-Buxl |
|
|
(25) |
|
|
|
Sep-2024 |
|
|
|
(3,502 |
) |
|
|
(3,723 |
) |
|
|
(153 |
) |
Euro-Schatz |
|
|
(4) |
|
|
|
Sep-2024 |
|
|
|
(458 |
) |
|
|
(471 |
) |
|
|
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(27,626 |
) |
|
|
(28,845 |
) |
|
|
(715 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
38,210 |
|
|
$ |
36,828 |
|
|
$ |
(1,001 |
) |
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
09/30/24 |
|
|
|
ZAR |
|
|
|
6,300 |
|
|
|
USD |
|
|
|
343 |
|
|
$ |
(10 |
) |
Barclays PLC |
|
|
09/03/24 |
|
|
|
BRL |
|
|
|
6,820 |
|
|
|
USD |
|
|
|
1,242 |
|
|
|
38 |
|
Barclays PLC |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
722 |
|
|
|
EUR |
|
|
|
649 |
|
|
|
(4 |
) |
Barclays PLC |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
889 |
|
|
|
USD |
|
|
|
994 |
|
|
|
10 |
|
Barclays PLC |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
1,775 |
|
|
|
USD |
|
|
|
1,924 |
|
|
|
(41 |
) |
Barclays PLC |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
1,242 |
|
|
|
BRL |
|
|
|
6,820 |
|
|
|
(37 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
6,226 |
|
|
|
USD |
|
|
|
1,133 |
|
|
$ |
34 |
|
Barclays PLC |
|
|
09/09/24 |
|
|
|
EUR |
|
|
|
1,650 |
|
|
|
HUF |
|
|
|
657,361 |
|
|
|
27 |
|
Barclays PLC |
|
|
09/09/24 |
|
|
|
CLP |
|
|
|
2,153,281 |
|
|
|
USD |
|
|
|
2,299 |
|
|
|
(50 |
) |
Barclays PLC |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,611 |
|
|
|
IDR |
|
|
|
26,000,000 |
|
|
|
68 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
1,986 |
|
|
|
PLN |
|
|
|
8,581 |
|
|
|
22 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
2,400 |
|
|
|
USD |
|
|
|
643 |
|
|
|
2 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,445 |
|
|
|
HUF |
|
|
|
881,120 |
|
|
|
40 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,917 |
|
|
|
TRY |
|
|
|
116,910 |
|
|
|
457 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
4,416 |
|
|
|
MXN |
|
|
|
82,202 |
|
|
|
(240 |
) |
Barclays PLC |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,152 |
|
|
|
CZK |
|
|
|
166,000 |
|
|
|
192 |
|
Barclays PLC |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
28,189 |
|
|
|
EUR |
|
|
|
1,117 |
|
|
|
(11 |
) |
Barclays PLC |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
64,700 |
|
|
|
USD |
|
|
|
1,767 |
|
|
|
(147 |
) |
Barclays PLC |
|
|
09/18/24 |
|
|
|
TRY |
|
|
|
116,910 |
|
|
|
USD |
|
|
|
3,313 |
|
|
|
(62 |
) |
Barclays PLC |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
10,961,740 |
|
|
|
USD |
|
|
|
672 |
|
|
|
(36 |
) |
Barclays PLC |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
1,204 |
|
|
|
KRW |
|
|
|
1,645,497 |
|
|
|
30 |
|
Barclays PLC |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
4,800 |
|
|
|
USD |
|
|
|
661 |
|
|
|
(17 |
) |
Barclays PLC |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
9,699 |
|
|
|
CNY |
|
|
|
69,919 |
|
|
|
187 |
|
Barclays PLC |
|
|
09/26/24 |
|
|
|
EUR |
|
|
|
12,250 |
|
|
|
USD |
|
|
|
13,667 |
|
|
|
93 |
|
Barclays PLC |
|
|
10/03/24 |
|
|
|
EUR |
|
|
|
1,736 |
|
|
|
USD |
|
|
|
1,928 |
|
|
|
3 |
|
Barclays PLC |
|
|
10/08/24 |
|
|
|
CNY |
|
|
|
16,743 |
|
|
|
USD |
|
|
|
2,311 |
|
|
|
(63 |
) |
Barclays PLC |
|
|
10/10/24 |
|
|
|
USD |
|
|
|
8,255 |
|
|
|
MXN |
|
|
|
151,011 |
|
|
|
(610 |
) |
Barclays PLC |
|
|
10/15/24 |
|
|
|
USD |
|
|
|
2,405 |
|
|
|
TRY |
|
|
|
86,800 |
|
|
|
8 |
|
Barclays PLC |
|
|
10/15/24 |
|
|
|
GBP |
|
|
|
6,000 |
|
|
|
USD |
|
|
|
7,771 |
|
|
|
(116 |
) |
Barclays PLC |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
3,117 |
|
|
|
TRY |
|
|
|
124,420 |
|
|
|
124 |
|
Barclays PLC |
|
|
12/18/24 |
|
|
|
TRY |
|
|
|
74,943 |
|
|
|
USD |
|
|
|
1,932 |
|
|
|
(20 |
) |
Barclays PLC |
|
|
01/09/25 |
|
|
|
USD |
|
|
|
730 |
|
|
|
TRY |
|
|
|
29,002 |
|
|
|
8 |
|
Barclays PLC |
|
|
01/09/25 |
|
|
|
TRY |
|
|
|
71,439 |
|
|
|
USD |
|
|
|
1,811 |
|
|
|
(8 |
) |
Barclays PLC |
|
|
03/19/25 |
|
|
|
USD |
|
|
|
4,020 |
|
|
|
TRY |
|
|
|
196,640 |
|
|
|
641 |
|
Barclays PLC |
|
|
03/19/25 |
|
|
|
TRY |
|
|
|
74,980 |
|
|
|
USD |
|
|
|
1,803 |
|
|
|
26 |
|
Barclays PLC |
|
|
03/19/25 |
|
|
|
TRY |
|
|
|
40,585 |
|
|
|
USD |
|
|
|
953 |
|
|
|
(10 |
) |
Barclays PLC |
|
|
05/07/25 |
|
|
|
USD |
|
|
|
1,007 |
|
|
|
TRY |
|
|
|
45,710 |
|
|
|
27 |
|
BNP Paribas |
|
|
09/03/24 |
|
|
|
USD |
|
|
|
1,197 |
|
|
|
BRL |
|
|
|
6,820 |
|
|
|
8 |
|
BNP Paribas |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
497 |
|
|
|
EUR |
|
|
|
450 |
|
|
|
1 |
|
BNP Paribas |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
1,229 |
|
|
|
THB |
|
|
|
43,131 |
|
|
|
45 |
|
BNP Paribas |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
1,294 |
|
|
|
USD |
|
|
|
1,414 |
|
|
|
(18 |
) |
BNP Paribas |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
772 |
|
|
|
EUR |
|
|
|
704 |
|
|
|
7 |
|
BNP Paribas |
|
|
09/05/24 |
|
|
|
EUR |
|
|
|
1,117 |
|
|
|
CZK |
|
|
|
28,396 |
|
|
|
19 |
|
BNP Paribas |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
1,200 |
|
|
|
SGD |
|
|
|
1,602 |
|
|
|
29 |
|
BNP Paribas |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
1,212 |
|
|
|
MXN |
|
|
|
22,536 |
|
|
|
(65 |
) |
BNP Paribas |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
1,460 |
|
|
|
BRL |
|
|
|
8,106 |
|
|
|
(28 |
) |
BNP Paribas |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
24,428 |
|
|
|
USD |
|
|
|
4,454 |
|
|
|
141 |
|
BNP Paribas |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
2,488 |
|
|
|
USD |
|
|
|
439 |
|
|
|
— |
|
BNP Paribas |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
970 |
|
|
|
MYR |
|
|
|
4,339 |
|
|
|
35 |
|
BNP Paribas |
|
|
09/09/24 |
|
|
|
EUR |
|
|
|
6,364 |
|
|
|
HUF |
|
|
|
2,518,804 |
|
|
|
56 |
|
BNP Paribas |
|
|
09/09/24 |
|
|
|
HUF |
|
|
|
1,520,628 |
|
|
|
EUR |
|
|
|
3,884 |
|
|
|
13 |
|
BNP Paribas |
|
|
09/09/24 |
|
|
|
HUF |
|
|
|
1,864,547 |
|
|
|
EUR |
|
|
|
4,679 |
|
|
|
(77 |
) |
BNP Paribas |
|
|
09/12/24 |
|
|
|
USD |
|
|
|
1,099 |
|
|
|
IDR |
|
|
|
17,497,670 |
|
|
|
32 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,149 |
|
|
|
THB |
|
|
|
114,160 |
|
|
|
228 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
4,390 |
|
|
|
CZK |
|
|
|
110,889 |
|
|
|
44 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
6,775 |
|
|
|
MYR |
|
|
|
30,921 |
|
|
|
397 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
13,021 |
|
|
|
PLN |
|
|
|
56,342 |
|
|
$ |
166 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
23,636 |
|
|
|
EUR |
|
|
|
5,509 |
|
|
|
(18 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
44,688 |
|
|
|
USD |
|
|
|
1,242 |
|
|
|
(80 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
55,702 |
|
|
|
USD |
|
|
|
952 |
|
|
|
(40 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
59,461 |
|
|
|
EUR |
|
|
|
2,351 |
|
|
|
(27 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
8,842 |
|
|
|
USD |
|
|
|
499 |
|
|
|
1 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
63,529 |
|
|
|
USD |
|
|
|
3,479 |
|
|
|
(95 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
710,848 |
|
|
|
USD |
|
|
|
8,487 |
|
|
|
13 |
|
BNP Paribas |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
42,051 |
|
|
|
USD |
|
|
|
501 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
55,493,265 |
|
|
|
USD |
|
|
|
3,432 |
|
|
|
(152 |
) |
BNP Paribas |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
1,132 |
|
|
|
KRW |
|
|
|
1,495,028 |
|
|
|
(12 |
) |
BNP Paribas |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
1,231 |
|
|
|
CNY |
|
|
|
8,780 |
|
|
|
11 |
|
BNP Paribas |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
8,993 |
|
|
|
USD |
|
|
|
1,242 |
|
|
|
(30 |
) |
BNP Paribas |
|
|
10/01/24 |
|
|
|
USD |
|
|
|
2,417 |
|
|
|
TWD |
|
|
|
79,068 |
|
|
|
68 |
|
BNP Paribas |
|
|
10/01/24 |
|
|
|
TWD |
|
|
|
38,170 |
|
|
|
USD |
|
|
|
1,177 |
|
|
|
(23 |
) |
BNP Paribas |
|
|
10/03/24 |
|
|
|
EUR |
|
|
|
560 |
|
|
|
USD |
|
|
|
622 |
|
|
|
1 |
|
BNP Paribas |
|
|
10/03/24 |
|
|
|
USD |
|
|
|
2,473 |
|
|
|
SGD |
|
|
|
3,214 |
|
|
|
(3 |
) |
BNP Paribas |
|
|
10/10/24 |
|
|
|
USD |
|
|
|
1,218 |
|
|
|
THB |
|
|
|
42,977 |
|
|
|
56 |
|
BNP Paribas |
|
|
10/10/24 |
|
|
|
USD |
|
|
|
2,651 |
|
|
|
MXN |
|
|
|
52,539 |
|
|
|
9 |
|
BNP Paribas |
|
|
10/10/24 |
|
|
|
USD |
|
|
|
2,925 |
|
|
|
MXN |
|
|
|
54,709 |
|
|
|
(156 |
) |
BNP Paribas |
|
|
10/10/24 |
|
|
|
MXN |
|
|
|
120,603 |
|
|
|
USD |
|
|
|
6,586 |
|
|
|
480 |
|
BNP Paribas |
|
|
10/11/24 |
|
|
|
USD |
|
|
|
1,208 |
|
|
|
TWD |
|
|
|
39,479 |
|
|
|
35 |
|
BNP Paribas |
|
|
10/21/24 |
|
|
|
USD |
|
|
|
1,221 |
|
|
|
THB |
|
|
|
44,024 |
|
|
|
85 |
|
BNP Paribas |
|
|
11/12/24 |
|
|
|
EUR |
|
|
|
1,115 |
|
|
|
HUF |
|
|
|
446,501 |
|
|
|
18 |
|
BNP Paribas |
|
|
11/22/24 |
|
|
|
USD |
|
|
|
2,790 |
|
|
|
INR |
|
|
|
234,672 |
|
|
|
2 |
|
BNP Paribas |
|
|
11/22/24 |
|
|
|
USD |
|
|
|
2,523 |
|
|
|
INR |
|
|
|
211,973 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
12/03/24 |
|
|
|
USD |
|
|
|
1,251 |
|
|
|
TWD |
|
|
|
39,465 |
|
|
|
— |
|
BNP Paribas |
|
|
01/17/25 |
|
|
|
EUR |
|
|
|
4,740 |
|
|
|
RON |
|
|
|
23,794 |
|
|
|
9 |
|
Citigroup |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
2,865 |
|
|
|
EUR |
|
|
|
2,637 |
|
|
|
54 |
|
Citigroup |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
443 |
|
|
|
USD |
|
|
|
490 |
|
|
|
— |
|
Citigroup |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
40,848 |
|
|
|
USD |
|
|
|
44,263 |
|
|
|
(951 |
) |
Citigroup |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
202,049 |
|
|
|
USD |
|
|
|
36,365 |
|
|
|
688 |
|
Citigroup |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
242 |
|
|
|
BRL |
|
|
|
1,372 |
|
|
|
— |
|
Citigroup |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
367 |
|
|
|
BRL |
|
|
|
1,945 |
|
|
|
(24 |
) |
Citigroup |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
1,207 |
|
|
|
SGD |
|
|
|
1,612 |
|
|
|
30 |
|
Citigroup |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
6,334 |
|
|
|
USD |
|
|
|
1,132 |
|
|
|
14 |
|
Citigroup |
|
|
09/05/24 |
|
|
|
THB |
|
|
|
128,793 |
|
|
|
USD |
|
|
|
3,629 |
|
|
|
(176 |
) |
Citigroup |
|
|
09/09/24 |
|
|
|
EUR |
|
|
|
1,080 |
|
|
|
HUF |
|
|
|
424,763 |
|
|
|
2 |
|
Citigroup |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
2,358 |
|
|
|
CLP |
|
|
|
2,184,594 |
|
|
|
24 |
|
Citigroup |
|
|
09/09/24 |
|
|
|
HUF |
|
|
|
1,324,813 |
|
|
|
EUR |
|
|
|
3,358 |
|
|
|
(17 |
) |
Citigroup |
|
|
09/09/24 |
|
|
|
CLP |
|
|
|
1,780,551 |
|
|
|
USD |
|
|
|
1,948 |
|
|
|
6 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
391 |
|
|
|
CZK |
|
|
|
9,937 |
|
|
|
6 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,133 |
|
|
|
THB |
|
|
|
41,426 |
|
|
|
92 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,037 |
|
|
|
PEN |
|
|
|
7,620 |
|
|
|
(4 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,345 |
|
|
|
EUR |
|
|
|
2,172 |
|
|
|
60 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,468 |
|
|
|
INR |
|
|
|
206,262 |
|
|
|
(10 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
2,600 |
|
|
|
USD |
|
|
|
696 |
|
|
|
2 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
EGP |
|
|
|
5,300 |
|
|
|
USD |
|
|
|
106 |
|
|
|
(3 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
5,533 |
|
|
|
COP |
|
|
|
22,360,780 |
|
|
|
(173 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
5,669 |
|
|
|
IDR |
|
|
|
92,110,267 |
|
|
|
279 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
7,730 |
|
|
|
USD |
|
|
|
8,378 |
|
|
$ |
(184 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,883 |
|
|
|
CZK |
|
|
|
183,100 |
|
|
|
219 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
9,156 |
|
|
|
ZAR |
|
|
|
166,890 |
|
|
|
233 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,917 |
|
|
|
MXN |
|
|
|
37,800 |
|
|
|
3 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,761 |
|
|
|
MXN |
|
|
|
136,530 |
|
|
|
(826 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
12,962 |
|
|
|
USD |
|
|
|
370 |
|
|
|
(14 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
29,326 |
|
|
|
PLN |
|
|
|
118,620 |
|
|
|
1,384 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
43,868 |
|
|
|
USD |
|
|
|
2,407 |
|
|
|
179 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
50,729 |
|
|
|
EUR |
|
|
|
2,013 |
|
|
|
(15 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
72,010 |
|
|
|
USD |
|
|
|
18,305 |
|
|
|
(338 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
ZMW |
|
|
|
122,624 |
|
|
|
USD |
|
|
|
4,612 |
|
|
|
(66 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
241,170 |
|
|
|
USD |
|
|
|
10,391 |
|
|
|
(280 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
TWD |
|
|
|
330,180 |
|
|
|
USD |
|
|
|
10,091 |
|
|
|
(258 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
384,165 |
|
|
|
USD |
|
|
|
4,572 |
|
|
|
(7 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
413,030 |
|
|
|
USD |
|
|
|
22,006 |
|
|
|
(1,233 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
423,980 |
|
|
|
USD |
|
|
|
7,200 |
|
|
|
(349 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
HUF |
|
|
|
1,902,524 |
|
|
|
USD |
|
|
|
5,170 |
|
|
|
(193 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
UGX |
|
|
|
15,992,291 |
|
|
|
USD |
|
|
|
4,134 |
|
|
|
(157 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
27,216,524 |
|
|
|
USD |
|
|
|
6,624 |
|
|
|
100 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
6,824,703 |
|
|
|
USD |
|
|
|
1,608 |
|
|
|
(28 |
) |
Citigroup |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
1,770 |
|
|
|
CNY |
|
|
|
12,808 |
|
|
|
41 |
|
Citigroup |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
8,013 |
|
|
|
USD |
|
|
|
1,122 |
|
|
|
(10 |
) |
Citigroup |
|
|
09/19/24 |
|
|
|
KRW |
|
|
|
438,135 |
|
|
|
USD |
|
|
|
321 |
|
|
|
(8 |
) |
Citigroup |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
6,372 |
|
|
|
CLP |
|
|
|
5,897,111 |
|
|
|
60 |
|
Citigroup |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
4,306 |
|
|
|
CLP |
|
|
|
3,939,265 |
|
|
|
(9 |
) |
Citigroup |
|
|
09/24/24 |
|
|
|
USD |
|
|
|
2,341 |
|
|
|
INR |
|
|
|
196,300 |
|
|
|
(1 |
) |
Citigroup |
|
|
09/27/24 |
|
|
|
COP |
|
|
|
50,568,715 |
|
|
|
USD |
|
|
|
12,421 |
|
|
|
314 |
|
Citigroup |
|
|
10/03/24 |
|
|
|
EUR |
|
|
|
550 |
|
|
|
USD |
|
|
|
613 |
|
|
|
3 |
|
Citigroup |
|
|
10/10/24 |
|
|
|
EUR |
|
|
|
2,566 |
|
|
|
RON |
|
|
|
12,821 |
|
|
|
7 |
|
Citigroup |
|
|
10/10/24 |
|
|
|
THB |
|
|
|
42,604 |
|
|
|
USD |
|
|
|
1,175 |
|
|
|
(88 |
) |
Citigroup |
|
|
11/12/24 |
|
|
|
EUR |
|
|
|
549 |
|
|
|
HUF |
|
|
|
219,814 |
|
|
|
9 |
|
Citigroup |
|
|
11/12/24 |
|
|
|
HUF |
|
|
|
671,126 |
|
|
|
EUR |
|
|
|
1,694 |
|
|
|
(8 |
) |
Citigroup |
|
|
11/20/24 |
|
|
|
USD |
|
|
|
1,452 |
|
|
|
NGN |
|
|
|
2,426,002 |
|
|
|
29 |
|
Citigroup |
|
|
11/20/24 |
|
|
|
USD |
|
|
|
297 |
|
|
|
NGN |
|
|
|
388,690 |
|
|
|
(59 |
) |
Citigroup |
|
|
11/20/24 |
|
|
|
NGN |
|
|
|
885,080 |
|
|
|
USD |
|
|
|
557 |
|
|
|
16 |
|
Citigroup |
|
|
12/03/24 |
|
|
|
USD |
|
|
|
33,362 |
|
|
|
BRL |
|
|
|
187,109 |
|
|
|
(649 |
) |
Citigroup |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
2,243 |
|
|
|
THB |
|
|
|
75,458 |
|
|
|
5 |
|
Citigroup |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
2,693 |
|
|
|
TWD |
|
|
|
84,420 |
|
|
|
(11 |
) |
Citigroup |
|
|
01/02/25 |
|
|
|
CNY |
|
|
|
16,467 |
|
|
|
USD |
|
|
|
2,310 |
|
|
|
(42 |
) |
Citigroup |
|
|
01/17/25 |
|
|
|
EUR |
|
|
|
306 |
|
|
|
RON |
|
|
|
1,536 |
|
|
|
1 |
|
Citigroup |
|
|
01/22/25 |
|
|
|
USD |
|
|
|
1,545 |
|
|
|
EGP |
|
|
|
76,101 |
|
|
|
(55 |
) |
Citigroup |
|
|
01/22/25 |
|
|
|
EGP |
|
|
|
27,778 |
|
|
|
USD |
|
|
|
486 |
|
|
|
(57 |
) |
Citigroup |
|
|
02/10/25 |
|
|
|
USD |
|
|
|
240 |
|
|
|
NGN |
|
|
|
425,409 |
|
|
|
11 |
|
Citigroup |
|
|
02/13/25 |
|
|
|
USD |
|
|
|
862 |
|
|
|
NGN |
|
|
|
1,492,679 |
|
|
|
16 |
|
Citigroup |
|
|
02/13/25 |
|
|
|
USD |
|
|
|
298 |
|
|
|
NGN |
|
|
|
398,690 |
|
|
|
(63 |
) |
Citigroup |
|
|
02/13/25 |
|
|
|
NGN |
|
|
|
1,600,000 |
|
|
|
USD |
|
|
|
945 |
|
|
|
3 |
|
Citigroup |
|
|
02/14/25 |
|
|
|
ZMW |
|
|
|
46,151 |
|
|
|
USD |
|
|
|
1,651 |
|
|
|
(57 |
) |
Citigroup |
|
|
03/27/25 |
|
|
|
NGN |
|
|
|
335,000 |
|
|
|
USD |
|
|
|
206 |
|
|
|
12 |
|
Citigroup |
|
|
05/14/25 |
|
|
|
ZMW |
|
|
|
48,132 |
|
|
|
USD |
|
|
|
1,670 |
|
|
|
(69 |
) |
Citigroup |
|
|
05/20/25 |
|
|
|
USD |
|
|
|
586 |
|
|
|
NGN |
|
|
|
972,942 |
|
|
|
(36 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
08/12/25 |
|
|
|
USD |
|
|
|
1,211 |
|
|
|
NGN |
|
|
|
2,241,990 |
|
|
$ |
11 |
|
Citigroup |
|
|
08/14/25 |
|
|
|
ZMW |
|
|
|
48,775 |
|
|
|
USD |
|
|
|
1,643 |
|
|
|
(69 |
) |
Deutsche Bank |
|
|
09/09/24 |
|
|
|
CLP |
|
|
|
1,656,442 |
|
|
|
USD |
|
|
|
1,823 |
|
|
|
17 |
|
Deutsche Bank |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
62,386 |
|
|
|
USD |
|
|
|
744 |
|
|
|
— |
|
Deutsche Bank |
|
|
09/26/24 |
|
|
|
JPY |
|
|
|
50,000 |
|
|
|
USD |
|
|
|
344 |
|
|
|
(1 |
) |
Deutsche Bank |
|
|
09/30/24 |
|
|
|
USD |
|
|
|
459 |
|
|
|
ZAR |
|
|
|
8,400 |
|
|
|
13 |
|
Deutsche Bank |
|
|
09/30/24 |
|
|
|
USD |
|
|
|
1,245 |
|
|
|
IDR |
|
|
|
19,283,490 |
|
|
|
(2 |
) |
Goldman Sachs |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
2,472 |
|
|
|
USD |
|
|
|
2,717 |
|
|
|
(19 |
) |
Goldman Sachs |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
33,820 |
|
|
|
USD |
|
|
|
5,957 |
|
|
|
(15 |
) |
Goldman Sachs |
|
|
09/04/24 |
|
|
|
THB |
|
|
|
43,383 |
|
|
|
USD |
|
|
|
1,186 |
|
|
|
(96 |
) |
Goldman Sachs |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
4,171 |
|
|
|
BRL |
|
|
|
23,892 |
|
|
|
47 |
|
Goldman Sachs |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
46,168 |
|
|
|
BRL |
|
|
|
240,476 |
|
|
|
(3,706 |
) |
Goldman Sachs |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
607 |
|
|
|
EUR |
|
|
|
554 |
|
|
|
6 |
|
Goldman Sachs |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
6,793 |
|
|
|
BRL |
|
|
|
36,289 |
|
|
|
(386 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
239 |
|
|
|
PLN |
|
|
|
1,040 |
|
|
|
5 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
524 |
|
|
|
PLN |
|
|
|
2,100 |
|
|
|
20 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,162 |
|
|
|
COP |
|
|
|
4,680,650 |
|
|
|
(40 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,286 |
|
|
|
IDR |
|
|
|
20,839,324 |
|
|
|
60 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,632 |
|
|
|
PEN |
|
|
|
6,100 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,884 |
|
|
|
INR |
|
|
|
325,440 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
2,510 |
|
|
|
USD |
|
|
|
670 |
|
|
|
— |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
3,613 |
|
|
|
USD |
|
|
|
948 |
|
|
|
(16 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,488 |
|
|
|
EUR |
|
|
|
6,840 |
|
|
|
88 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
5,853 |
|
|
|
ZAR |
|
|
|
108,126 |
|
|
|
230 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,756 |
|
|
|
ZAR |
|
|
|
31,111 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
8,268 |
|
|
|
HUF |
|
|
|
2,973,190 |
|
|
|
113 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
10,941 |
|
|
|
THB |
|
|
|
398,199 |
|
|
|
839 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
12,241 |
|
|
|
RON |
|
|
|
56,730 |
|
|
|
380 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
25,231 |
|
|
|
USD |
|
|
|
6,408 |
|
|
|
(125 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
61,986 |
|
|
|
USD |
|
|
|
741 |
|
|
|
2 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
97,266 |
|
|
|
USD |
|
|
|
2,666 |
|
|
|
(212 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
110,263 |
|
|
|
USD |
|
|
|
6,006 |
|
|
|
(197 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
115,360 |
|
|
|
USD |
|
|
|
6,356 |
|
|
|
496 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
505,440 |
|
|
|
USD |
|
|
|
22,062 |
|
|
|
(301 |
) |
Goldman Sachs |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
6,824,703 |
|
|
|
USD |
|
|
|
1,643 |
|
|
|
7 |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
13,643,810 |
|
|
|
USD |
|
|
|
853 |
|
|
|
(28 |
) |
Goldman Sachs |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
1,245 |
|
|
|
KRW |
|
|
|
1,684,395 |
|
|
|
18 |
|
Goldman Sachs |
|
|
10/03/24 |
|
|
|
THB |
|
|
|
106,118 |
|
|
|
USD |
|
|
|
3,135 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
10/10/24 |
|
|
|
USD |
|
|
|
3,607 |
|
|
|
MXN |
|
|
|
67,809 |
|
|
|
(174 |
) |
Goldman Sachs |
|
|
10/10/24 |
|
|
|
MXN |
|
|
|
22,301 |
|
|
|
USD |
|
|
|
1,121 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
10/11/24 |
|
|
|
PEN |
|
|
|
10,614 |
|
|
|
USD |
|
|
|
2,800 |
|
|
|
(32 |
) |
Goldman Sachs |
|
|
10/11/24 |
|
|
|
TWD |
|
|
|
37,985 |
|
|
|
USD |
|
|
|
1,174 |
|
|
|
(22 |
) |
Goldman Sachs |
|
|
11/22/24 |
|
|
|
USD |
|
|
|
2,471 |
|
|
|
INR |
|
|
|
207,667 |
|
|
|
— |
|
Goldman Sachs |
|
|
12/03/24 |
|
|
|
USD |
|
|
|
1,268 |
|
|
|
TWD |
|
|
|
39,994 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
640 |
|
|
|
ZAR |
|
|
|
11,510 |
|
|
|
3 |
|
Goldman Sachs |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
1,500 |
|
|
|
TRY |
|
|
|
59,690 |
|
|
|
55 |
|
Goldman Sachs |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
2,044 |
|
|
|
MXN |
|
|
|
40,800 |
|
|
|
— |
|
Goldman Sachs |
|
|
12/18/24 |
|
|
|
CZK |
|
|
|
6,300 |
|
|
|
USD |
|
|
|
279 |
|
|
|
— |
|
Goldman Sachs |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
8,056 |
|
|
|
TWD |
|
|
|
253,260 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
12/18/24 |
|
|
|
ZAR |
|
|
|
16,800 |
|
|
|
USD |
|
|
|
938 |
|
|
|
— |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
12/18/24 |
|
|
|
TRY |
|
|
|
29,100 |
|
|
|
USD |
|
|
|
746 |
|
|
$ |
(12 |
) |
Goldman Sachs |
|
|
12/18/24 |
|
|
|
CLP |
|
|
|
320,000 |
|
|
|
USD |
|
|
|
349 |
|
|
|
— |
|
Goldman Sachs |
|
|
01/09/25 |
|
|
|
USD |
|
|
|
1,771 |
|
|
|
TRY |
|
|
|
72,633 |
|
|
|
79 |
|
Goldman Sachs |
|
|
01/22/25 |
|
|
|
EGP |
|
|
|
48,323 |
|
|
|
USD |
|
|
|
949 |
|
|
|
3 |
|
Goldman Sachs |
|
|
03/24/25 |
|
|
|
USD |
|
|
|
1,269 |
|
|
|
TRY |
|
|
|
59,297 |
|
|
|
130 |
|
Goldman Sachs |
|
|
05/07/25 |
|
|
|
USD |
|
|
|
1,006 |
|
|
|
TRY |
|
|
|
45,710 |
|
|
|
28 |
|
Goldman Sachs |
|
|
05/27/25 |
|
|
|
USD |
|
|
|
1,243 |
|
|
|
TRY |
|
|
|
56,697 |
|
|
|
15 |
|
Goldman Sachs |
|
|
06/18/25 |
|
|
|
USD |
|
|
|
2,513 |
|
|
|
TRY |
|
|
|
115,616 |
|
|
|
5 |
|
Goldman Sachs |
|
|
06/18/25 |
|
|
|
USD |
|
|
|
449 |
|
|
|
TRY |
|
|
|
20,500 |
|
|
|
(3 |
) |
Goldman Sachs |
|
|
06/18/25 |
|
|
|
TRY |
|
|
|
43,990 |
|
|
|
USD |
|
|
|
946 |
|
|
|
(12 |
) |
JPMorgan Chase Bank |
|
|
09/03/24 |
|
|
|
USD |
|
|
|
1,001 |
|
|
|
PHP |
|
|
|
58,364 |
|
|
|
38 |
|
JPMorgan Chase Bank |
|
|
09/03/24 |
|
|
|
USD |
|
|
|
7,224 |
|
|
|
CNY |
|
|
|
52,016 |
|
|
|
115 |
|
JPMorgan Chase Bank |
|
|
09/03/24 |
|
|
|
CNY |
|
|
|
52,016 |
|
|
|
USD |
|
|
|
7,292 |
|
|
|
(46 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
1,417 |
|
|
|
IDR |
|
|
|
22,657,042 |
|
|
|
49 |
|
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
EUR |
|
|
|
2,798 |
|
|
|
USD |
|
|
|
3,049 |
|
|
|
(48 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
3,683 |
|
|
|
EUR |
|
|
|
3,351 |
|
|
|
26 |
|
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
4,910 |
|
|
|
EUR |
|
|
|
4,399 |
|
|
|
(40 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
9,679 |
|
|
|
IDR |
|
|
|
149,169,442 |
|
|
|
(28 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
USD |
|
|
|
23,207 |
|
|
|
BRL |
|
|
|
120,911 |
|
|
|
(1,857 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
32,480 |
|
|
|
USD |
|
|
|
5,970 |
|
|
|
234 |
|
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
3,420 |
|
|
|
USD |
|
|
|
603 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/04/24 |
|
|
|
IDR |
|
|
|
171,826,485 |
|
|
|
USD |
|
|
|
10,546 |
|
|
|
(572 |
) |
JPMorgan Chase Bank |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
3,469 |
|
|
|
BRL |
|
|
|
19,013 |
|
|
|
(113 |
) |
JPMorgan Chase Bank |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
3,509 |
|
|
|
EUR |
|
|
|
3,142 |
|
|
|
(31 |
) |
JPMorgan Chase Bank |
|
|
09/05/24 |
|
|
|
EUR |
|
|
|
4,399 |
|
|
|
USD |
|
|
|
4,910 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
7,473 |
|
|
|
USD |
|
|
|
1,371 |
|
|
|
51 |
|
JPMorgan Chase Bank |
|
|
09/05/24 |
|
|
|
CZK |
|
|
|
84,147 |
|
|
|
EUR |
|
|
|
3,325 |
|
|
|
(41 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
312 |
|
|
|
TRY |
|
|
|
10,736 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
576 |
|
|
|
KRW |
|
|
|
793,920 |
|
|
|
19 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
286 |
|
|
|
KRW |
|
|
|
382,229 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
EUR |
|
|
|
2,078 |
|
|
|
HUF |
|
|
|
826,658 |
|
|
|
30 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
2,770 |
|
|
|
IDR |
|
|
|
42,654,403 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
5,129 |
|
|
|
HUF |
|
|
|
1,858,042 |
|
|
|
109 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
4,702 |
|
|
|
CLP |
|
|
|
4,416,395 |
|
|
|
115 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
2,372 |
|
|
|
CLP |
|
|
|
2,169,782 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
7,782 |
|
|
|
CNY |
|
|
|
55,504 |
|
|
|
54 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
9,207 |
|
|
|
THB |
|
|
|
336,734 |
|
|
|
747 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
TRY |
|
|
|
11,302 |
|
|
|
USD |
|
|
|
329 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
732 |
|
|
|
BRL |
|
|
|
4,226 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
USD |
|
|
|
17,532 |
|
|
|
BRL |
|
|
|
98,616 |
|
|
|
(128 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
CNY |
|
|
|
54,640 |
|
|
|
USD |
|
|
|
7,661 |
|
|
|
(53 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
BRL |
|
|
|
105,574 |
|
|
|
USD |
|
|
|
19,784 |
|
|
|
1,153 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
THB |
|
|
|
333,265 |
|
|
|
USD |
|
|
|
9,733 |
|
|
|
(118 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
KRW |
|
|
|
1,176,149 |
|
|
|
USD |
|
|
|
855 |
|
|
|
(26 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
HUF |
|
|
|
1,181,603 |
|
|
|
USD |
|
|
|
3,335 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
HUF |
|
|
|
676,439 |
|
|
|
USD |
|
|
|
1,835 |
|
|
|
(72 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
CLP |
|
|
|
232,050 |
|
|
|
USD |
|
|
|
255 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
CLP |
|
|
|
5,299,542 |
|
|
|
USD |
|
|
|
5,738 |
|
|
|
(42 |
) |
JPMorgan Chase Bank |
|
|
09/09/24 |
|
|
|
IDR |
|
|
|
42,654,403 |
|
|
|
USD |
|
|
|
2,609 |
|
|
|
(149 |
) |
JPMorgan Chase Bank |
|
|
09/11/24 |
|
|
|
USD |
|
|
|
963 |
|
|
|
INR |
|
|
|
80,698 |
|
|
|
(1 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
09/13/24 |
|
|
|
USD |
|
|
|
4,705 |
|
|
|
COP |
|
|
|
18,971,703 |
|
|
$ |
(154 |
) |
JPMorgan Chase Bank |
|
|
09/13/24 |
|
|
|
COP |
|
|
|
24,237,378 |
|
|
|
USD |
|
|
|
5,836 |
|
|
|
22 |
|
JPMorgan Chase Bank |
|
|
09/13/24 |
|
|
|
COP |
|
|
|
540,897 |
|
|
|
USD |
|
|
|
129 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/16/24 |
|
|
|
USD |
|
|
|
462 |
|
|
|
PEN |
|
|
|
1,731 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/16/24 |
|
|
|
PEN |
|
|
|
8,425 |
|
|
|
USD |
|
|
|
2,254 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
09/16/24 |
|
|
|
PEN |
|
|
|
2,187 |
|
|
|
USD |
|
|
|
581 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
1,084 |
|
|
|
PLN |
|
|
|
4,716 |
|
|
|
20 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
MYR |
|
|
|
1,094 |
|
|
|
USD |
|
|
|
233 |
|
|
|
(20 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
1,550 |
|
|
|
USD |
|
|
|
418 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
1,938 |
|
|
|
CZK |
|
|
|
47,917 |
|
|
|
(26 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,349 |
|
|
|
COP |
|
|
|
9,504,237 |
|
|
|
(71 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,407 |
|
|
|
INR |
|
|
|
201,853 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
4,615 |
|
|
|
HUF |
|
|
|
1,662,310 |
|
|
|
71 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
10,274 |
|
|
|
THB |
|
|
|
370,706 |
|
|
|
693 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
11,586 |
|
|
|
IDR |
|
|
|
187,000,543 |
|
|
|
492 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
4,043 |
|
|
|
IDR |
|
|
|
62,442,052 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
28,510 |
|
|
|
EUR |
|
|
|
6,607 |
|
|
|
(64 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
34,760 |
|
|
|
USD |
|
|
|
590 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
48,265 |
|
|
|
EUR |
|
|
|
1,911 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
66,210 |
|
|
|
USD |
|
|
|
790 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
551,363 |
|
|
|
USD |
|
|
|
6,564 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
6,982,364 |
|
|
|
USD |
|
|
|
1,714 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
152,399,827 |
|
|
|
USD |
|
|
|
9,883 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
58,265,708 |
|
|
|
USD |
|
|
|
3,736 |
|
|
|
(26 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
1,267 |
|
|
|
USD |
|
|
|
176 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
THB |
|
|
|
3,476 |
|
|
|
USD |
|
|
|
96 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
KRW |
|
|
|
1,684,182 |
|
|
|
USD |
|
|
|
1,238 |
|
|
|
(24 |
) |
JPMorgan Chase Bank |
|
|
09/23/24 |
|
|
|
EUR |
|
|
|
2,162 |
|
|
|
USD |
|
|
|
2,400 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
10/01/24 |
|
|
|
TWD |
|
|
|
37,688 |
|
|
|
USD |
|
|
|
1,162 |
|
|
|
(22 |
) |
JPMorgan Chase Bank |
|
|
10/03/24 |
|
|
|
EUR |
|
|
|
3,142 |
|
|
|
USD |
|
|
|
3,514 |
|
|
|
32 |
|
JPMorgan Chase Bank |
|
|
10/09/24 |
|
|
|
USD |
|
|
|
73 |
|
|
|
TRY |
|
|
|
2,606 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
10/09/24 |
|
|
|
IDR |
|
|
|
42,654,403 |
|
|
|
USD |
|
|
|
2,766 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
USD |
|
|
|
100 |
|
|
|
ZAR |
|
|
|
1,826 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
USD |
|
|
|
3,085 |
|
|
|
PHP |
|
|
|
181,026 |
|
|
|
137 |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
USD |
|
|
|
3,949 |
|
|
|
HUF |
|
|
|
1,425,832 |
|
|
|
67 |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
USD |
|
|
|
70 |
|
|
|
HUF |
|
|
|
24,681 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
PLN |
|
|
|
8,343 |
|
|
|
USD |
|
|
|
2,106 |
|
|
|
(53 |
) |
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
HUF |
|
|
|
109,501 |
|
|
|
USD |
|
|
|
309 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
HUF |
|
|
|
212,163 |
|
|
|
USD |
|
|
|
585 |
|
|
|
(13 |
) |
JPMorgan Chase Bank |
|
|
10/15/24 |
|
|
|
ZAR |
|
|
|
503,824 |
|
|
|
USD |
|
|
|
27,488 |
|
|
|
(798 |
) |
JPMorgan Chase Bank |
|
|
10/21/24 |
|
|
|
THB |
|
|
|
43,383 |
|
|
|
USD |
|
|
|
1,214 |
|
|
|
(73 |
) |
JPMorgan Chase Bank |
|
|
11/04/24 |
|
|
|
USD |
|
|
|
3,820 |
|
|
|
PHP |
|
|
|
224,298 |
|
|
|
173 |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
USD |
|
|
|
1 |
|
|
|
RON |
|
|
|
6 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
USD |
|
|
|
451 |
|
|
|
MXN |
|
|
|
9,084 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
USD |
|
|
|
309 |
|
|
|
MXN |
|
|
|
6,137 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
USD |
|
|
|
5,393 |
|
|
|
PLN |
|
|
|
21,495 |
|
|
|
167 |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
ZAR |
|
|
|
12,953 |
|
|
|
USD |
|
|
|
727 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
ZAR |
|
|
|
6,406 |
|
|
|
USD |
|
|
|
356 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
USD |
|
|
|
25,955 |
|
|
|
ZAR |
|
|
|
476,077 |
|
|
|
710 |
|
JPMorgan Chase Bank |
|
|
11/12/24 |
|
|
|
MXN |
|
|
|
341,518 |
|
|
|
USD |
|
|
|
18,123 |
|
|
|
922 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
11/18/24 |
|
|
|
USD |
|
|
|
1,680 |
|
|
|
PHP |
|
|
|
96,394 |
|
|
$ |
35 |
|
JPMorgan Chase Bank |
|
|
11/18/24 |
|
|
|
USD |
|
|
|
13,672 |
|
|
|
KRW |
|
|
|
18,697,073 |
|
|
|
412 |
|
JPMorgan Chase Bank |
|
|
11/18/24 |
|
|
|
USD |
|
|
|
297 |
|
|
|
KRW |
|
|
|
393,680 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
11/18/24 |
|
|
|
KRW |
|
|
|
525,308 |
|
|
|
USD |
|
|
|
395 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
12/02/24 |
|
|
|
USD |
|
|
|
1,250 |
|
|
|
PHP |
|
|
|
70,336 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
12/02/24 |
|
|
|
PHP |
|
|
|
4,351 |
|
|
|
USD |
|
|
|
77 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
USD |
|
|
|
576 |
|
|
|
BRL |
|
|
|
3,292 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
USD |
|
|
|
1,442 |
|
|
|
CLP |
|
|
|
1,325,711 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
USD |
|
|
|
3,326 |
|
|
|
HUF |
|
|
|
1,181,603 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
USD |
|
|
|
4,769 |
|
|
|
THB |
|
|
|
160,821 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
USD |
|
|
|
5,683 |
|
|
|
CNY |
|
|
|
40,075 |
|
|
|
32 |
|
JPMorgan Chase Bank |
|
|
12/09/24 |
|
|
|
BRL |
|
|
|
52,392 |
|
|
|
USD |
|
|
|
9,197 |
|
|
|
44 |
|
JPMorgan Chase Bank |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
1,301 |
|
|
|
GHS |
|
|
|
20,679 |
|
|
|
(51 |
) |
JPMorgan Chase Bank |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
6,720 |
|
|
|
THB |
|
|
|
226,373 |
|
|
|
23 |
|
JPMorgan Chase Bank |
|
|
12/18/24 |
|
|
|
COP |
|
|
|
2,100,000 |
|
|
|
USD |
|
|
|
496 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/06/25 |
|
|
|
CNY |
|
|
|
16,501 |
|
|
|
USD |
|
|
|
2,312 |
|
|
|
(46 |
) |
JPMorgan Chase Bank |
|
|
01/17/25 |
|
|
|
EUR |
|
|
|
2,612 |
|
|
|
RON |
|
|
|
13,111 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
02/10/25 |
|
|
|
USD |
|
|
|
1,031 |
|
|
|
NGN |
|
|
|
1,566,833 |
|
|
|
(108 |
) |
JPMorgan Chase Bank |
|
|
02/10/25 |
|
|
|
NGN |
|
|
|
379,618 |
|
|
|
USD |
|
|
|
295 |
|
|
|
71 |
|
JPMorgan Chase Bank |
|
|
03/19/25 |
|
|
|
USD |
|
|
|
2,592 |
|
|
|
PKR |
|
|
|
863,135 |
|
|
|
373 |
|
JPMorgan Chase Bank |
|
|
05/20/25 |
|
|
|
USD |
|
|
|
468 |
|
|
|
NGN |
|
|
|
761,028 |
|
|
|
(38 |
) |
Merrill Lynch |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
6,920 |
|
|
|
MXN |
|
|
|
129,830 |
|
|
|
(325 |
) |
Merrill Lynch |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
17,034 |
|
|
|
SGD |
|
|
|
22,940 |
|
|
|
583 |
|
Merrill Lynch |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
27,459 |
|
|
|
USD |
|
|
|
6,992 |
|
|
|
(117 |
) |
Merrill Lynch |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
83,092 |
|
|
|
USD |
|
|
|
4,625 |
|
|
|
404 |
|
Merrill Lynch |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
8,116,705 |
|
|
|
USD |
|
|
|
2,001 |
|
|
|
55 |
|
Merrill Lynch |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
21,922,793 |
|
|
|
USD |
|
|
|
5,179 |
|
|
|
(77 |
) |
Merrill Lynch |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
5,215 |
|
|
|
CLP |
|
|
|
4,717,012 |
|
|
|
(70 |
) |
Merrill Lynch |
|
|
09/23/24 |
|
|
|
CLP |
|
|
|
6,345,580 |
|
|
|
USD |
|
|
|
6,820 |
|
|
|
(101 |
) |
Merrill Lynch |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
1,357 |
|
|
|
CNY |
|
|
|
9,520 |
|
|
|
1 |
|
Merrill Lynch |
|
|
05/07/25 |
|
|
|
USD |
|
|
|
2,727 |
|
|
|
PKR |
|
|
|
863,135 |
|
|
|
216 |
|
Midland Walwyn Capital Inc. |
|
|
09/04/24 |
|
|
|
THB |
|
|
|
60,623 |
|
|
|
USD |
|
|
|
1,658 |
|
|
|
(133 |
) |
Midland Walwyn Capital Inc. |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
247 |
|
|
|
IDR |
|
|
|
3,982,054 |
|
|
|
10 |
|
Midland Walwyn Capital Inc. |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,154 |
|
|
|
MYR |
|
|
|
5,418 |
|
|
|
103 |
|
Midland Walwyn Capital Inc. |
|
|
09/18/24 |
|
|
|
MYR |
|
|
|
3,248 |
|
|
|
USD |
|
|
|
752 |
|
|
|
(1 |
) |
Midland Walwyn Capital Inc. |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
5,732,077 |
|
|
|
USD |
|
|
|
349 |
|
|
|
(21 |
) |
Midland Walwyn Capital Inc. |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
14,690 |
|
|
|
USD |
|
|
|
2,020 |
|
|
|
(57 |
) |
Midland Walwyn Capital Inc. |
|
|
10/08/24 |
|
|
|
USD |
|
|
|
397 |
|
|
|
CNY |
|
|
|
2,807 |
|
|
|
— |
|
Midland Walwyn Capital Inc. |
|
|
01/17/25 |
|
|
|
RON |
|
|
|
1,387 |
|
|
|
EUR |
|
|
|
276 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
4,731 |
|
|
|
USD |
|
|
|
862 |
|
|
|
26 |
|
Morgan Stanley |
|
|
09/05/24 |
|
|
|
USD |
|
|
|
862 |
|
|
|
BRL |
|
|
|
4,733 |
|
|
|
(26 |
) |
Morgan Stanley |
|
|
09/05/24 |
|
|
|
EUR |
|
|
|
3,295 |
|
|
|
CZK |
|
|
|
82,479 |
|
|
|
1 |
|
Morgan Stanley |
|
|
09/09/24 |
|
|
|
EUR |
|
|
|
1,207 |
|
|
|
HUF |
|
|
|
472,813 |
|
|
|
(3 |
) |
Morgan Stanley |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
82,609 |
|
|
|
EUR |
|
|
|
3,299 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
09/27/24 |
|
|
|
COP |
|
|
|
5,035,566 |
|
|
|
USD |
|
|
|
1,214 |
|
|
|
8 |
|
Morgan Stanley |
|
|
09/30/24 |
|
|
|
USD |
|
|
|
931 |
|
|
|
ZAR |
|
|
|
17,100 |
|
|
|
30 |
|
Morgan Stanley |
|
|
09/30/24 |
|
|
|
USD |
|
|
|
2,507 |
|
|
|
IDR |
|
|
|
38,797,594 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
09/30/24 |
|
|
|
ZAR |
|
|
|
21,630 |
|
|
|
USD |
|
|
|
1,177 |
|
|
|
(38 |
) |
Morgan Stanley |
|
|
10/10/24 |
|
|
|
HKD |
|
|
|
97,600 |
|
|
|
USD |
|
|
|
12,526 |
|
|
|
(8 |
) |
Morgan Stanley |
|
|
11/22/24 |
|
|
|
COP |
|
|
|
200,000 |
|
|
|
USD |
|
|
|
49 |
|
|
|
2 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
01/09/25 |
|
|
|
TRY |
|
|
|
30,196 |
|
|
|
USD |
|
|
|
693 |
|
|
$ |
(76 |
) |
Morgan Stanley |
|
|
03/24/25 |
|
|
|
TRY |
|
|
|
27,120 |
|
|
|
USD |
|
|
|
637 |
|
|
|
(3 |
) |
SCB Securities |
|
|
09/04/24 |
|
|
|
THB |
|
|
|
45,243 |
|
|
|
USD |
|
|
|
1,236 |
|
|
|
(101 |
) |
SCB Securities |
|
|
09/04/24 |
|
|
|
BRL |
|
|
|
108,779 |
|
|
|
USD |
|
|
|
19,777 |
|
|
|
569 |
|
SCB Securities |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
18,361 |
|
|
|
USD |
|
|
|
3,376 |
|
|
|
134 |
|
SCB Securities |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
1,269 |
|
|
|
CZK |
|
|
|
31,736 |
|
|
|
(1 |
) |
SCB Securities |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,765 |
|
|
|
THB |
|
|
|
100,315 |
|
|
|
203 |
|
SCB Securities |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
19,745 |
|
|
|
BRL |
|
|
|
108,779 |
|
|
|
(568 |
) |
SCB Securities |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
72,571 |
|
|
|
USD |
|
|
|
867 |
|
|
|
2 |
|
SCB Securities |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
144,569 |
|
|
|
USD |
|
|
|
2,454 |
|
|
|
(121 |
) |
SCB Securities |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
41 |
|
|
|
CNY |
|
|
|
294 |
|
|
|
1 |
|
SCB Securities |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
6,356 |
|
|
|
USD |
|
|
|
882 |
|
|
|
(16 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
922 |
|
|
|
PLN |
|
|
|
3,640 |
|
|
|
20 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,067 |
|
|
|
MXN |
|
|
|
38,250 |
|
|
|
(124 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
2,070 |
|
|
|
USD |
|
|
|
514 |
|
|
|
(21 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,169 |
|
|
|
GHS |
|
|
|
33,099 |
|
|
|
(64 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,201 |
|
|
|
ZMW |
|
|
|
84,180 |
|
|
|
10 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,683 |
|
|
|
INR |
|
|
|
307,660 |
|
|
|
(15 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
4,088 |
|
|
|
THB |
|
|
|
148,997 |
|
|
|
320 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
4,226 |
|
|
|
USD |
|
|
|
4,540 |
|
|
|
(141 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
6,333 |
|
|
|
COP |
|
|
|
26,656,130 |
|
|
|
57 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
8,148 |
|
|
|
MYR |
|
|
|
37,854 |
|
|
|
633 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
8,286 |
|
|
|
PHP |
|
|
|
468,840 |
|
|
|
62 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
10,296 |
|
|
|
TWD |
|
|
|
330,180 |
|
|
|
53 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
ZMW |
|
|
|
13,680 |
|
|
|
USD |
|
|
|
498 |
|
|
|
(23 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
14,247 |
|
|
|
IDR |
|
|
|
232,475,406 |
|
|
|
767 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
24,480 |
|
|
|
USD |
|
|
|
1,058 |
|
|
|
(25 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
MYR |
|
|
|
37,988 |
|
|
|
USD |
|
|
|
8,499 |
|
|
|
(313 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
71,270 |
|
|
|
USD |
|
|
|
4,012 |
|
|
|
2 |
|
Standard Bank |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
26,790 |
|
|
|
USD |
|
|
|
1,491 |
|
|
|
(16 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
PEN |
|
|
|
108,729 |
|
|
|
USD |
|
|
|
28,770 |
|
|
|
(237 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
HUF |
|
|
|
230,000 |
|
|
|
USD |
|
|
|
622 |
|
|
|
(26 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
452,160 |
|
|
|
USD |
|
|
|
12,456 |
|
|
|
(920 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
481,160 |
|
|
|
USD |
|
|
|
8,202 |
|
|
|
(365 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
UGX |
|
|
|
5,399,799 |
|
|
|
USD |
|
|
|
1,400 |
|
|
|
(48 |
) |
Standard Bank |
|
|
09/18/24 |
|
|
|
COP |
|
|
|
28,797,495 |
|
|
|
USD |
|
|
|
7,105 |
|
|
|
202 |
|
Standard Bank |
|
|
09/19/24 |
|
|
|
CNY |
|
|
|
11,498 |
|
|
|
USD |
|
|
|
1,592 |
|
|
|
(34 |
) |
Standard Bank |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
1,155 |
|
|
|
CLP |
|
|
|
1,090,020 |
|
|
|
34 |
|
Standard Bank |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
1,921 |
|
|
|
CLP |
|
|
|
1,744,869 |
|
|
|
(18 |
) |
Standard Bank |
|
|
11/20/24 |
|
|
|
NGN |
|
|
|
1,929,612 |
|
|
|
USD |
|
|
|
1,221 |
|
|
|
44 |
|
Standard Bank |
|
|
12/18/24 |
|
|
|
USD |
|
|
|
356 |
|
|
|
MYR |
|
|
|
1,530 |
|
|
|
2 |
|
Standard Bank |
|
|
12/18/24 |
|
|
|
MYR |
|
|
|
3,300 |
|
|
|
USD |
|
|
|
769 |
|
|
|
(2 |
) |
Standard Bank |
|
|
02/13/25 |
|
|
|
USD |
|
|
|
3,016 |
|
|
|
NGN |
|
|
|
4,841,000 |
|
|
|
(168 |
) |
State Street |
|
|
09/05/24 |
|
|
|
BRL |
|
|
|
6,252 |
|
|
|
USD |
|
|
|
1,148 |
|
|
|
44 |
|
State Street |
|
|
09/18/24 |
|
|
|
IDR |
|
|
|
18,912,051 |
|
|
|
USD |
|
|
|
1,224 |
|
|
|
3 |
|
State Street |
|
|
09/27/24 |
|
|
|
COP |
|
|
|
14,014,844 |
|
|
|
USD |
|
|
|
3,420 |
|
|
|
65 |
|
State Street |
|
|
09/30/24 |
|
|
|
IDR |
|
|
|
12,496,260 |
|
|
|
USD |
|
|
|
806 |
|
|
|
— |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,101 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
| |
Credit Default Swaps - Buy Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
CDX.EM.41.V1 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
17,101 |
|
|
$ |
449 |
|
|
$ |
514 |
|
|
$ |
(65 |
) |
| |
|
CDX.EM.41.V1 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
6,000 |
|
|
|
158 |
|
|
|
151 |
|
|
|
7 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
607 |
|
|
$ |
665 |
|
|
$ |
(58 |
) |
| |
Interest Rate Swaps |
|
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
1-DAY BRL - CETIP |
|
|
|
12.68% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
16,495 |
|
|
$ |
64 |
|
|
$ |
– |
|
|
$ |
64 |
|
| |
|
1-DAY BRL - CETIP |
|
|
|
10.588% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
19,997 |
|
|
|
(58 |
) |
|
|
– |
|
|
|
(58 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
11.055% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
18,647 |
|
|
|
(35 |
) |
|
|
– |
|
|
|
(35 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
11.57% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
13,824 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
10.29% |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
6,476 |
|
|
|
(80 |
) |
|
|
– |
|
|
|
(80 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
11.815% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
5,560 |
|
|
|
(2 |
) |
|
|
– |
|
|
|
(2 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
10.828% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
7,312 |
|
|
|
(30 |
) |
|
|
– |
|
|
|
(30 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
12.7575% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
21,758 |
|
|
|
91 |
|
|
|
– |
|
|
|
91 |
|
| |
|
1-DAY BRL - CETIP |
|
|
|
10.17% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
10,697 |
|
|
|
(75 |
) |
|
|
– |
|
|
|
(75 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
10.55% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
21,648 |
|
|
|
(111 |
) |
|
|
– |
|
|
|
(111 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
9.69% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
10,190 |
|
|
|
(87 |
) |
|
|
– |
|
|
|
(87 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
10.93% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
11,671 |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
11.5% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
55,465 |
|
|
|
(83 |
) |
|
|
(8 |
) |
|
|
(75 |
) |
| |
|
1-DAY BRL - CETIP |
|
|
|
11.79% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
14,674 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
| |
|
CLICP |
|
|
|
5.36% |
|
|
|
Semi-Annually |
|
|
|
05/02/2027 |
|
|
|
CLP |
|
|
|
3,912,435 |
|
|
|
69 |
|
|
|
– |
|
|
|
69 |
|
| |
|
6.12% |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
10/24/2033 |
|
|
|
CLP |
|
|
|
1,730,729 |
|
|
|
(172 |
) |
|
|
– |
|
|
|
(172 |
) |
| |
|
5.56% FIXED |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
CLP |
|
|
|
3,700,000 |
|
|
|
(199 |
) |
|
|
(127 |
) |
|
|
(72 |
) |
| |
|
CLICP |
|
|
|
1.36% |
|
|
|
Semi-Annually |
|
|
|
06/17/2025 |
|
|
|
CLP |
|
|
|
2,668,591 |
|
|
|
(88 |
) |
|
|
– |
|
|
|
(88 |
) |
| |
|
2.33% |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
06/05/2030 |
|
|
|
CLP |
|
|
|
1,146,740 |
|
|
|
153 |
|
|
|
– |
|
|
|
153 |
|
| |
|
7.81% |
|
|
|
IBRCOL |
|
|
|
Quarterly |
|
|
|
08/08/2034 |
|
|
|
COP |
|
|
|
2,201,966 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
3.7% FIXED |
|
|
|
SONIA |
|
|
|
Annually |
|
|
|
03/20/2054 |
|
|
|
GBP |
|
|
|
3,200 |
|
|
|
69 |
|
|
|
(93 |
) |
|
|
162 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
8.04% |
|
|
|
Monthly |
|
|
|
01/07/2028 |
|
|
|
MXN |
|
|
|
34,527 |
|
|
|
(60 |
) |
|
|
– |
|
|
|
(60 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
8.57934809% |
|
|
|
Monthly |
|
|
|
02/03/2028 |
|
|
|
MXN |
|
|
|
54,682 |
|
|
|
(52 |
) |
|
|
(4 |
) |
|
|
(48 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
8.77% |
|
|
|
Monthly |
|
|
|
03/09/2029 |
|
|
|
MXN |
|
|
|
39,140 |
|
|
|
(26 |
) |
|
|
– |
|
|
|
(26 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
9.685% |
|
|
|
Monthly |
|
|
|
05/13/2027 |
|
|
|
MXN |
|
|
|
39,323 |
|
|
|
15 |
|
|
|
– |
|
|
|
15 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
9.49% |
|
|
|
Monthly |
|
|
|
05/28/2029 |
|
|
|
MXN |
|
|
|
21,033 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
8.935% |
|
|
|
Monthly |
|
|
|
08/17/2028 |
|
|
|
MXN |
|
|
|
31,740 |
|
|
|
(12 |
) |
|
|
– |
|
|
|
(12 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
8.905% |
|
|
|
Monthly |
|
|
|
08/17/2028 |
|
|
|
MXN |
|
|
|
31,740 |
|
|
|
(14 |
) |
|
|
– |
|
|
|
(14 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
6.381% |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
35,000 |
|
|
|
(108 |
) |
|
|
– |
|
|
|
(108 |
) |
| |
|
7.64% |
|
|
|
28-DAY MXN TIIE |
|
|
|
Monthly |
|
|
|
01/01/2032 |
|
|
|
MXN |
|
|
|
38,803 |
|
|
|
153 |
|
|
|
– |
|
|
|
153 |
|
| |
|
9.77% |
|
|
|
28-DAY MXN TIIE |
|
|
|
Monthly |
|
|
|
10/08/2038 |
|
|
|
MXN |
|
|
|
33,236 |
|
|
|
(83 |
) |
|
|
– |
|
|
|
(83 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
9.26% |
|
|
|
Monthly |
|
|
|
10/30/2028 |
|
|
|
MXN |
|
|
|
32,605 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
6.205% |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
21,174 |
|
|
|
(50 |
) |
|
|
– |
|
|
|
(50 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
9.17% |
|
|
|
Monthly |
|
|
|
07/27/2029 |
|
|
|
MXN |
|
|
|
23,457 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
9.065% |
|
|
|
Monthly |
|
|
|
08/27/2029 |
|
|
|
MXN |
|
|
|
76,802 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
| |
|
10.0455% FIXED |
|
|
|
28-DAY MXN TIIE |
|
|
|
Monthly |
|
|
|
03/20/2025 |
|
|
|
MXN |
|
|
|
73,665 |
|
|
|
10 |
|
|
|
– |
|
|
|
10 |
|
| |
|
8.19% FIXED |
|
|
|
3-MONTH JIBOR |
|
|
|
Quarterly |
|
|
|
11/23/2028 |
|
|
|
ZAR |
|
|
|
167,550 |
|
|
|
(250 |
) |
|
|
– |
|
|
|
(250 |
) |
| |
|
3-MONTH JIBOR |
|
|
|
9.15% |
|
|
|
Quarterly |
|
|
|
03/20/2039 |
|
|
|
ZAR |
|
|
|
83,000 |
|
|
|
8 |
|
|
|
44 |
|
|
|
(36 |
) |
| |
|
3.16850% |
|
|
|
6-MONTH EURIBOR |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
EUR |
|
|
|
4,400 |
|
|
|
(251 |
) |
|
|
(60 |
) |
|
|
(191 |
) |
| |
|
6-MONTH BUBOR |
|
|
|
6.18% |
|
|
|
Semi-Annually |
|
|
|
03/21/2029 |
|
|
|
HUF |
|
|
|
65,582 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| |
|
6-MONTH PRIBOR |
|
|
|
3.495% |
|
|
|
Semi-Annually |
|
|
|
02/08/2029 |
|
|
|
CZK |
|
|
|
41,328 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
| |
|
6-MONTH PRIBOR |
|
|
|
3.3175% |
|
|
|
Semi-Annually |
|
|
|
03/18/2029 |
|
|
|
CZK |
|
|
|
51,700 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
| |
|
6-MONTH PRIBOR |
|
|
|
3.9985% |
|
|
|
Semi-Annually |
|
|
|
07/09/2026 |
|
|
|
CZK |
|
|
|
189,862 |
|
|
|
59 |
|
|
|
– |
|
|
|
59 |
|
| |
|
3.8725% |
|
|
|
6-MONTH PRIBOR |
|
|
|
Annually |
|
|
|
07/09/2034 |
|
|
|
CZK |
|
|
|
34,799 |
|
|
|
(42 |
) |
|
|
– |
|
|
|
(42 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Continued)
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
3.809% |
|
|
|
6-MONTH PRIBOR |
|
|
|
Annually |
|
|
|
07/11/2029 |
|
|
|
CZK |
|
|
|
68,096 |
|
|
$ |
(53 |
) |
|
$ |
– |
|
|
$ |
(53 |
) |
| |
|
6-MONTH PLN - WIBOR |
|
|
|
5.415% |
|
|
|
Semi-Annually |
|
|
|
06/24/2026 |
|
|
|
PLN |
|
|
|
33,012 |
|
|
|
61 |
|
|
|
– |
|
|
|
61 |
|
| |
|
5.2% |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
06/24/2034 |
|
|
|
PLN |
|
|
|
6,310 |
|
|
|
(72 |
) |
|
|
– |
|
|
|
(72 |
) |
| |
|
4.52% |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
08/22/2029 |
|
|
|
PLN |
|
|
|
15,769 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| |
|
5.02% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
08/20/2026 |
|
|
|
PLN |
|
|
|
22,056 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| |
|
6-MONTH HUF - BUBOR |
|
|
|
5.659% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/26/2029 |
|
|
|
HUF |
|
|
|
445,498 |
|
|
|
1 |
|
|
|
– |
|
|
|
1 |
|
| |
|
6-MONTH HUF - BUBOR |
|
|
|
5.945% FIXED |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
HUF |
|
|
|
1,037,000 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
| |
|
1-DAY BRL - CETIP |
|
|
|
11.40% FIXED |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
36,444 |
|
|
|
(175 |
) |
|
|
(21 |
) |
|
|
(154 |
) |
| |
|
CNY-CNREPOFIX-CFXS |
|
|
|
1.953% FIXED |
|
|
|
Quarterly |
|
|
|
06/21/2029 |
|
|
|
CNY |
|
|
|
52,405 |
|
|
|
57 |
|
|
|
– |
|
|
|
57 |
|
| |
|
PRIBOR |
|
|
|
3.17% |
|
|
|
Semi-Annually |
|
|
|
12/18/2029 |
|
|
|
CZK |
|
|
|
52,185 |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
| |
|
6-MONTH CZK |
|
|
|
3.27% FIXED |
|
|
|
Semi-Annually |
|
|
|
08/20/2029 |
|
|
|
CZK |
|
|
|
56,378 |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
| |
|
6-MONTH BUBOR |
|
|
|
5.9142% FIXED |
|
|
|
Semi-Annually |
|
|
|
07/30/2026 |
|
|
|
HUF |
|
|
|
1,199,630 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
| |
|
7.51% FIXED |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
04/13/2025 |
|
|
|
CLP |
|
|
|
2,122,536 |
|
|
|
(31 |
) |
|
|
– |
|
|
|
(31 |
) |
| |
|
3-MONTH JIBOR |
|
|
|
8.33% FIXED |
|
|
|
Quarterly |
|
|
|
03/06/2029 |
|
|
|
ZAR |
|
|
|
153,000 |
|
|
|
270 |
|
|
|
– |
|
|
|
270 |
|
| |
|
1.1% FIXED |
|
|
|
1-DAY JPOIS |
|
|
|
Annually |
|
|
|
09/18/2034 |
|
|
|
JPY |
|
|
|
1,133,000 |
|
|
|
(136 |
) |
|
|
(14 |
) |
|
|
(122 |
) |
| |
|
2.4% FIXED |
|
|
|
6-MONTH EURIBOR |
|
|
|
Annually |
|
|
|
03/20/2054 |
|
|
|
EUR |
|
|
|
1,500 |
|
|
|
(7 |
) |
|
|
47 |
|
|
|
(54 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
10.155% FIXED |
|
|
|
Monthly |
|
|
|
07/27/2026 |
|
|
|
MXN |
|
|
|
200,000 |
|
|
|
89 |
|
|
|
1 |
|
|
|
88 |
|
| |
|
MXN INTERBANK |
|
|
|
10.2595% |
|
|
|
Monthly |
|
|
|
06/29/2026 |
|
|
|
MXN |
|
|
|
105,000 |
|
|
|
51 |
|
|
|
– |
|
|
|
51 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
10.2595% FIXED |
|
|
|
Monthly |
|
|
|
07/23/2026 |
|
|
|
MXN |
|
|
|
70,640 |
|
|
|
38 |
|
|
|
– |
|
|
|
38 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
8.61% FIXED |
|
|
|
Monthly |
|
|
|
12/12/2029 |
|
|
|
MXN |
|
|
|
353,380 |
|
|
|
(236 |
) |
|
|
– |
|
|
|
(236 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
8.836% |
|
|
|
Monthly |
|
|
|
12/12/2029 |
|
|
|
MXN |
|
|
|
52,000 |
|
|
|
(11 |
) |
|
|
2 |
|
|
|
(13 |
) |
| |
|
28-DAY MXN TIIE |
|
|
|
8.942% FIXED |
|
|
|
Monthly |
|
|
|
12/12/2029 |
|
|
|
MXN |
|
|
|
83,000 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| |
|
28-DAY MXN TIIE |
|
|
|
9.7429% FIXED |
|
|
|
Monthly |
|
|
|
02/27/2026 |
|
|
|
MXN |
|
|
|
125,000 |
|
|
|
(12 |
) |
|
|
– |
|
|
|
(12 |
) |
| |
|
6-MONTH PRIBOR |
|
|
|
3.27% FIXED |
|
|
|
Semi-Annually |
|
|
|
08/20/2029 |
|
|
|
CZK |
|
|
|
56,378 |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
| |
|
6-MONTH PRIBOR |
|
|
|
4.7697% FIXED |
|
|
|
Semi-Annually |
|
|
|
10/06/2028 |
|
|
|
CZK |
|
|
|
40,711 |
|
|
|
94 |
|
|
|
– |
|
|
|
94 |
|
| |
|
6-MONTH PRIBOR |
|
|
|
3.1895% FIXED |
|
|
|
Semi-Annually |
|
|
|
12/18/2029 |
|
|
|
CZK |
|
|
|
166,000 |
|
|
|
(53 |
) |
|
|
– |
|
|
|
(53 |
) |
| |
|
6-MONTH PRIBOR |
|
|
|
3.1925% FIXED |
|
|
|
Semi-Annually |
|
|
|
12/18/2029 |
|
|
|
CZK |
|
|
|
57,121 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
| |
|
6-MONTH PRIBOR |
|
|
|
3.2145% |
|
|
|
Semi-Annually |
|
|
|
08/09/2029 |
|
|
|
CZK |
|
|
|
80,600 |
|
|
|
(31 |
) |
|
|
– |
|
|
|
(31 |
) |
| |
|
PRIBOR |
|
|
|
3.187% |
|
|
|
Semi-Annually |
|
|
|
12/18/2029 |
|
|
|
CZK |
|
|
|
57,121 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
| |
|
SOFR |
|
|
|
4% |
|
|
|
Annually |
|
|
|
09/18/2034 |
|
|
|
USD |
|
|
|
4,500 |
|
|
|
73 |
|
|
|
144 |
|
|
|
(71 |
) |
| |
|
2.8% FIXED |
|
|
|
THOR |
|
|
|
Quarterly |
|
|
|
03/20/2034 |
|
|
|
THB |
|
|
|
140,000 |
|
|
|
(116 |
) |
|
|
(38 |
) |
|
|
(78 |
) |
| |
|
4.6075% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
12/18/2026 |
|
|
|
PLN |
|
|
|
54,500 |
|
|
|
41 |
|
|
|
– |
|
|
|
41 |
|
| |
|
4.761% |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
12/18/2026 |
|
|
|
PLN |
|
|
|
22,401 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
5.03% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
08/20/2026 |
|
|
|
PLN |
|
|
|
22,056 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
| |
|
5.376% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
07/24/2026 |
|
|
|
PLN |
|
|
|
49,490 |
|
|
|
(60 |
) |
|
|
3 |
|
|
|
(63 |
) |
| |
|
5.415% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
07/24/2026 |
|
|
|
PLN |
|
|
|
91,910 |
|
|
|
(128 |
) |
|
|
– |
|
|
|
(128 |
) |
| |
|
4.713% FIXED |
|
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
12/18/2026 |
|
|
|
PLN |
|
|
|
22,401 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| |
|
4.7875% |
|
|
|
WIBOR |
|
|
|
Annually |
|
|
|
12/18/2026 |
|
|
|
PLN |
|
|
|
6,886 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,705 |
) |
|
$ |
(124 |
) |
|
$ |
(1,581 |
) |
A list of the open OTC swap agreements held by the Fund at August 31, 2024, is as follows:
| |
Credit Default Swaps - Buy Protection |
|
| |
Counterparty |
|
|
Reference Entity/ Obligation |
|
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
Barclays Bank PLC |
|
|
|
BCYD |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
4,500 |
|
|
$ |
149 |
|
|
$ |
188 |
|
|
$ |
(39 |
) |
| |
|
Morgan Stanley |
|
|
|
Republic of Turkey |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2025 |
|
|
|
3,700 |
|
|
|
7 |
|
|
|
29 |
|
|
|
(22 |
) |
| |
|
Morgan Stanley |
|
|
|
Republic of Colombia |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
6,400 |
|
|
|
(46 |
) |
|
|
(22 |
) |
|
|
(24 |
) |
| |
|
Morgan Stanley |
|
|
|
Republic of South Africa |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
4,900 |
|
|
|
(37 |
) |
|
|
22 |
|
|
|
(59 |
) |
| |
|
Morgan Stanley |
|
|
|
Republic of Turkey |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
3,000 |
|
|
|
21 |
|
|
|
19 |
|
|
|
2 |
|
| |
|
Morgan Stanley |
|
|
|
Arab Republic of Egypt |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
2,500 |
|
|
|
437 |
|
|
|
805 |
|
|
|
(368 |
) |
| |
|
Morgan Stanley |
|
|
|
State of Israel |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
700 |
|
|
|
9 |
|
|
|
10 |
|
|
|
(1 |
) |
| |
|
Morgan Stanley |
|
|
|
State of Israel |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
700 |
|
|
|
9 |
|
|
|
10 |
|
|
|
(1 |
) |
| |
|
Morgan Stanley |
|
|
|
United States of Mexico |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
7,200 |
|
|
|
25 |
|
|
|
(13 |
) |
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
574 |
|
|
$ |
1,048 |
|
|
$ |
(474 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Emerging Markets Debt Fund (Concluded)
| |
Interest Rate Swaps |
|
| |
Counterparty |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
ABSA Bank |
|
|
|
4.91% FIXED |
|
|
|
6-MONTH CLICP |
|
|
|
Semi-Annually |
|
|
|
06/10/2026 |
|
|
|
CLP |
|
|
|
11,915,191 |
|
|
$ |
10 |
|
|
$ |
– |
|
|
$ |
10 |
|
| |
|
ABSA Bank |
|
|
|
5.02% FIXED |
|
|
|
6-MONTH CLICP |
|
|
|
Semi-Annually |
|
|
|
06/11/2026 |
|
|
|
CLP |
|
|
|
3,971,202 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
| |
|
Bank of America |
|
|
|
5.155% |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
08/05/2026 |
|
|
|
CLP |
|
|
|
2,322,320 |
|
|
|
(16 |
) |
|
|
– |
|
|
|
(16 |
) |
| |
|
Citigroup |
|
|
|
CNRR007 |
|
|
|
2.0847% |
|
|
|
Quarterly |
|
|
|
07/04/2025 |
|
|
|
CNY |
|
|
|
56,261 |
|
|
|
47 |
|
|
|
– |
|
|
|
47 |
|
| |
|
Citigroup |
|
|
|
1-DAY BRL - CETIP |
|
|
|
9.845% FIXED |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
24,572 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
| |
|
Citigroup |
|
|
|
1-DAY BRL - CETIP |
|
|
|
9.945% FIXED |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
35,389 |
|
|
|
63 |
|
|
|
– |
|
|
|
63 |
|
| |
|
Citigroup |
|
|
|
CNRR007 |
|
|
|
2.4016% |
|
|
|
Quarterly |
|
|
|
07/04/2028 |
|
|
|
CNY |
|
|
|
17,256 |
|
|
|
69 |
|
|
|
– |
|
|
|
69 |
|
| |
|
Citigroup |
|
|
|
11.57997% |
|
|
|
BRL CETIP |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
1,878 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
| |
|
Citigroup |
|
|
|
CNRR007 |
|
|
|
2.09% FIXED |
|
|
|
Quarterly |
|
|
|
02/27/2029 |
|
|
|
CNY |
|
|
|
25,190 |
|
|
|
27 |
|
|
|
– |
|
|
|
27 |
|
| |
|
Citigroup |
|
|
|
CNRR007 |
|
|
|
2.0725% FIXED |
|
|
|
Quarterly |
|
|
|
03/07/2029 |
|
|
|
CNY |
|
|
|
24,000 |
|
|
|
44 |
|
|
|
– |
|
|
|
44 |
|
| |
|
Citigroup |
|
|
|
CNRR007 |
|
|
|
2.091% FIXED |
|
|
|
Quarterly |
|
|
|
04/11/2029 |
|
|
|
CNY |
|
|
|
7,870 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
| |
|
Citigroup |
|
|
|
4.905% FIXED |
|
|
|
6-MONTH-CLP-BLOOMBERG |
|
|
|
Semi-Annually |
|
|
|
06/14/2029 |
|
|
|
CLP |
|
|
|
7,330,000 |
|
|
|
(29 |
) |
|
|
– |
|
|
|
(29 |
) |
| |
|
Goldman Sachs |
|
|
|
4.99% FIXED |
|
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
05/23/2026 |
|
|
|
CLP |
|
|
|
12,852,000 |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
| |
|
JPMorgan Chase |
|
|
|
28-DAY MXN TIIE |
|
|
|
6.13% |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
47,000 |
|
|
|
(143 |
) |
|
|
– |
|
|
|
(143 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
126 |
|
|
$ |
– |
|
|
$ |
126 |
|
|
Percentages are based on Net Assets of $1,739,842 ($ Thousands). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $197,378 ($ Thousands), representing 11.3% of the Net Assets of the Fund. |
(B) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Perpetual security with no stated maturity date. |
(E) |
Security is in default on interest payment. |
(F) |
Zero coupon security. |
(G) |
Interest rate represents the security's effective yield at the time of purchase. |
(H) |
Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2024 was $14 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(I) |
Level 3 security in accordance with fair value hierarchy. |
A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2024, is as follows: |
| |
Description |
|
Face Amount ($ Thousands) |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Global Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Vnesheconombank Via VEB Finance |
|
$ |
240 |
|
|
|
9/28/2011 |
|
|
$ |
243 |
|
|
$ |
14 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
243 |
|
|
$ |
14 |
|
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 99.4% |
U.S. Treasury Inflation Indexed Bonds |
|
|
|
|
|
|
|
|
2.125%, 04/15/2029 |
|
$ |
17,781 |
|
|
$ |
18,107 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 |
|
|
7,503 |
|
|
|
8,217 |
|
3.625%, 04/15/2028 |
|
|
6,313 |
|
|
|
6,710 |
|
2.500%, 01/15/2029 |
|
|
5,940 |
|
|
|
6,140 |
|
2.375%, 01/15/2027 |
|
|
6,532 |
|
|
|
6,589 |
|
2.375%, 10/15/2028 |
|
|
16,979 |
|
|
|
17,471 |
|
2.000%, 01/15/2026 |
|
|
6,742 |
|
|
|
6,690 |
|
1.750%, 01/15/2028 |
|
|
6,153 |
|
|
|
6,146 |
|
1.625%, 10/15/2027 |
|
|
16,608 |
|
|
|
16,571 |
|
1.250%, 04/15/2028 |
|
|
16,396 |
|
|
|
16,081 |
|
0.875%, 01/15/2029 |
|
|
11,472 |
|
|
|
11,081 |
|
0.750%, 07/15/2028 |
|
|
13,352 |
|
|
|
12,913 |
|
0.625%, 01/15/2026 |
|
|
14,236 |
|
|
|
13,874 |
|
0.500%, 01/15/2028 |
|
|
15,035 |
|
|
|
14,410 |
|
0.375%, 01/15/2027 |
|
|
13,292 |
|
|
|
12,798 |
|
0.375%, 07/15/2027 |
|
|
14,720 |
|
|
|
14,172 |
|
0.250%, 07/15/2029 |
|
|
13,534 |
|
|
|
12,699 |
|
0.125%, 10/15/2025 |
|
|
13,619 |
|
|
|
13,270 |
|
0.125%, 10/15/2025 |
|
|
1,533 |
|
|
|
1,494 |
|
0.125%, 04/15/2026 |
|
|
11,670 |
|
|
|
11,251 |
|
0.125%, 07/15/2026 |
|
|
14,335 |
|
|
|
13,856 |
|
0.125%, 10/15/2026 |
|
|
16,204 |
|
|
|
15,615 |
|
0.125%, 04/15/2027 |
|
|
16,555 |
|
|
|
15,795 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $275,424) ($ Thousands) |
|
|
271,950 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.4% |
|
|
|
|
|
|
|
|
(Cost $275,424) ($ Thousands) |
|
$ |
271,950 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $273,583 ($ Thousands). |
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 34.8% |
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.250%, 04/15/2028 |
|
$ |
34,225 |
|
|
$ |
33,567 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.158%, USBMMY3M + 0.125%, 07/31/2025 (A) |
|
|
23,120 |
|
|
|
23,099 |
|
4.375%, 07/31/2026 |
|
|
25,849 |
|
|
|
26,043 |
|
4.000%, 12/15/2025 |
|
|
113,365 |
|
|
|
113,050 |
|
3.750%, 08/31/2026 |
|
|
181,550 |
|
|
|
180,947 |
|
3.750%, 08/15/2027 |
|
|
63,400 |
|
|
|
63,331 |
|
3.625%, 08/31/2029 |
|
|
370 |
|
|
|
368 |
|
3.250%, 06/30/2027 |
|
|
24,325 |
|
|
|
23,968 |
|
2.500%, 03/31/2027 |
|
|
16,900 |
|
|
|
16,361 |
|
1.250%, 12/31/2026 |
|
|
49,075 |
|
|
|
46,263 |
|
0.750%, 08/31/2026 |
|
|
70,640 |
|
|
|
66,366 |
|
0.500%, 02/28/2026 |
|
|
120,865 |
|
|
|
114,604 |
|
0.500%, 10/31/2027 |
|
|
32,610 |
|
|
|
29,441 |
|
0.250%, 09/30/2025 |
|
|
29,530 |
|
|
|
28,274 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $762,415) ($ Thousands) |
|
|
765,682 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 25.9% |
Communication Services — 1.1% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
2.300%, 06/01/2027 |
|
|
2,000 |
|
|
|
1,892 |
|
Netflix |
|
|
|
|
|
|
|
|
5.875%, 02/15/2025 |
|
|
915 |
|
|
|
917 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (B) |
|
|
750 |
|
|
|
754 |
|
4.738%, 03/20/2025 (B) |
|
|
155 |
|
|
|
154 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.750%, 04/15/2027 |
|
|
640 |
|
|
|
629 |
|
2.250%, 02/15/2026 |
|
|
15,665 |
|
|
|
15,135 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
3.755%, 03/15/2027 |
|
|
3,900 |
|
|
|
3,736 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,217 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.9% |
|
|
|
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
4.650%, 08/13/2026 (B) |
|
|
15,275 |
|
|
|
15,337 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.450%, 06/24/2026 (B) |
|
|
10,355 |
|
|
|
10,481 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.200%, 05/15/2026 |
|
|
16,040 |
|
|
|
16,264 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
4.900%, 08/14/2026 (B) |
|
|
12,830 |
|
|
|
12,857 |
|
YMCA of Greater New York |
|
|
|
|
|
|
|
|
2.303%, 08/01/2026 |
|
|
8,590 |
|
|
|
8,076 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
63,015 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 2.4% |
|
|
|
|
BAT Capital |
|
|
|
|
|
|
|
|
3.557%, 08/15/2027 |
|
$ |
1,736 |
|
|
$ |
1,694 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (B) |
|
|
245 |
|
|
|
240 |
|
4.250%, 12/15/2025 (B) |
|
|
580 |
|
|
|
573 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 01/21/2029 (B) |
|
|
1,445 |
|
|
|
1,514 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.382%, 11/01/2025 |
|
|
4,504 |
|
|
|
4,418 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
460 |
|
|
|
459 |
|
1.547%, 10/01/2025 |
|
|
11,740 |
|
|
|
11,269 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.700%, 12/06/2026 |
|
|
13,810 |
|
|
|
13,564 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
1,270 |
|
|
|
1,276 |
|
3.000%, 02/02/2029 |
|
|
1,025 |
|
|
|
947 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.750%, 02/12/2027 |
|
|
17,135 |
|
|
|
17,289 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
53,243 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.1% |
|
|
|
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.950%, 12/01/2025 |
|
|
748 |
|
|
|
755 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.500%, 12/15/2026 |
|
|
1,500 |
|
|
|
1,493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,248 |
|
| |
|
|
|
|
|
|
|
|
Financials — 11.7% |
|
|
|
|
American Express |
|
|
|
|
|
|
|
|
2.250%, 03/04/2025 |
|
|
2,485 |
|
|
|
2,451 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
3.250%, 02/15/2027 (B) |
|
|
990 |
|
|
|
948 |
|
2.750%, 02/21/2028 (B) |
|
|
580 |
|
|
|
537 |
|
2.528%, 11/18/2027 (B) |
|
|
133 |
|
|
|
123 |
|
Bank of America |
|
|
|
|
|
|
|
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (A) |
|
|
4,689 |
|
|
|
4,521 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.551%, SOFRRATE + 1.050%, 02/04/2028 (A) |
|
|
17,840 |
|
|
|
17,013 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (A) |
|
|
885 |
|
|
|
810 |
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (A) |
|
|
2,515 |
|
|
|
2,441 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.442%, TSFR3M + 1.331%, 02/07/2028 (A) |
|
|
1,165 |
|
|
|
1,137 |
|
Citibank |
|
|
|
|
|
|
|
|
4.929%, 08/06/2026 |
|
|
12,505 |
|
|
|
12,611 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Citigroup |
|
|
|
|
|
|
|
|
6.065%, SOFRRATE + 0.686%, 10/30/2024 (A) |
|
$ |
1,165 |
|
|
$ |
1,165 |
|
3.520%, TSFR3M + 1.413%, 10/27/2028 (A) |
|
|
1,645 |
|
|
|
1,595 |
|
1.462%, SOFRRATE + 0.770%, 06/09/2027 (A) |
|
|
4,295 |
|
|
|
4,062 |
|
Discover Bank |
|
|
|
|
|
|
|
|
2.450%, 09/12/2024 |
|
|
987 |
|
|
|
986 |
|
DNB Bank |
|
|
|
|
|
|
|
|
0.856%, H15T1Y + 0.330%, 09/30/2025 (A)(B) |
|
|
1,235 |
|
|
|
1,230 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
4.850%, 10/14/2025 (B) |
|
|
15,400 |
|
|
|
15,445 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
5.884%, TSFR3M + 0.642%, 05/05/2026 (A) |
|
|
330 |
|
|
|
331 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.150%, 01/15/2027 |
|
|
1,725 |
|
|
|
1,633 |
|
Goldman Sachs Bank USA NY |
|
|
|
|
|
|
|
|
5.283%, SOFRRATE + 0.777%, 03/18/2027 (A) |
|
|
16,020 |
|
|
|
16,141 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (A) |
|
|
5,460 |
|
|
|
5,127 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (A) |
|
|
515 |
|
|
|
489 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
5.737%, 10/02/2028 (B) |
|
|
2,925 |
|
|
|
3,079 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (A) |
|
|
2,455 |
|
|
|
2,398 |
|
2.013%, SOFRRATE + 1.732%, 09/22/2028 (A) |
|
|
1,090 |
|
|
|
1,006 |
|
ING Groep |
|
|
|
|
|
|
|
|
3.869%, SOFRRATE + 1.640%, 03/28/2026 (A) |
|
|
1,230 |
|
|
|
1,221 |
|
Jackson National Life Global Funding |
|
|
|
|
|
|
|
|
5.600%, 04/10/2026 (B) |
|
|
13,310 |
|
|
|
13,446 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.040%, SOFRRATE + 1.190%, 01/23/2028 (A) |
|
|
7,735 |
|
|
|
7,828 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (A) |
|
|
2,000 |
|
|
|
1,880 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A) |
|
|
1,855 |
|
|
|
1,820 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (A) |
|
|
857 |
|
|
|
842 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (A) |
|
|
2,478 |
|
|
|
2,358 |
|
1.040%, TSFR3M + 0.695%, 02/04/2027 (A) |
|
|
3,805 |
|
|
|
3,616 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (A) |
|
$ |
3,295 |
|
|
$ |
3,124 |
|
MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
5.100%, 04/09/2027 (B) |
|
|
10,840 |
|
|
|
11,077 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (B) |
|
|
2,500 |
|
|
|
2,450 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.050%, 01/06/2028 (B) |
|
|
2,000 |
|
|
|
2,036 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (A) |
|
|
900 |
|
|
|
855 |
|
0.985%, SOFRRATE + 0.720%, 12/10/2026 (A) |
|
|
3,775 |
|
|
|
3,590 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (A) |
|
|
20,205 |
|
|
|
19,055 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
4.754%, 04/21/2026 |
|
|
11,550 |
|
|
|
11,596 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B) |
|
|
2,720 |
|
|
|
2,602 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.891%, US0003M + 2.290%, 12/15/2024 (A)(B) |
|
|
1,000 |
|
|
|
999 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
5.450%, 09/18/2026 (B) |
|
|
6,694 |
|
|
|
6,834 |
|
Northwestern Mutual Global Funding |
|
|
|
|
|
|
|
|
5.070%, 03/25/2027 (B) |
|
|
5,070 |
|
|
|
5,179 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRINDX + 1.730%, 10/20/2027 (A) |
|
|
8,035 |
|
|
|
8,357 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (A) |
|
|
970 |
|
|
|
1,002 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.000%, 01/16/2027 (B) |
|
|
9,035 |
|
|
|
9,154 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.069%, SOFRRATE + 0.790%, 07/23/2027 (A) |
|
|
10,315 |
|
|
|
10,432 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (A) |
|
|
1,380 |
|
|
|
1,303 |
|
State Street |
|
|
|
|
|
|
|
|
5.272%, 08/03/2026 |
|
|
14,155 |
|
|
|
14,376 |
|
US Bancorp |
|
|
|
|
|
|
|
|
6.787%, SOFRRATE + 1.880%, 10/26/2027 (A) |
|
|
325 |
|
|
|
340 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (A) |
|
|
2,215 |
|
|
|
2,217 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (A) |
|
|
3,110 |
|
|
|
3,212 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (A) |
|
|
2,000 |
|
|
|
1,887 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.164%, TSFR3M + 1.012%, 02/11/2026 (A) |
|
$ |
4,145 |
|
|
$ |
4,088 |
|
Willis North America |
|
|
|
|
|
|
|
|
4.650%, 06/15/2027 |
|
|
615 |
|
|
|
616 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
256,671 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.9% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
35 |
|
|
|
35 |
|
Amgen |
|
|
|
|
|
|
|
|
5.150%, 03/02/2028 |
|
|
2,465 |
|
|
|
2,518 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.950%, 02/20/2026 |
|
|
10,745 |
|
|
|
10,841 |
|
HCA |
|
|
|
|
|
|
|
|
5.875%, 02/15/2026 |
|
|
1,500 |
|
|
|
1,512 |
|
5.250%, 04/15/2025 |
|
|
465 |
|
|
|
465 |
|
3.125%, 03/15/2027 |
|
|
1,000 |
|
|
|
964 |
|
Humana |
|
|
|
|
|
|
|
|
5.700%, 03/13/2026 |
|
|
600 |
|
|
|
600 |
|
3.850%, 10/01/2024 |
|
|
1,500 |
|
|
|
1,498 |
|
Revvity |
|
|
|
|
|
|
|
|
0.850%, 09/15/2024 |
|
|
1,170 |
|
|
|
1,168 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
1.215%, 10/18/2024 |
|
|
1,375 |
|
|
|
1,368 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,969 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.7% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 |
|
|
15,325 |
|
|
|
15,946 |
|
2.450%, 10/29/2026 |
|
|
255 |
|
|
|
243 |
|
1.650%, 10/29/2024 |
|
|
650 |
|
|
|
646 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.375%, 07/01/2025 |
|
|
400 |
|
|
|
394 |
|
2.200%, 01/15/2027 |
|
|
770 |
|
|
|
728 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
5.300%, 06/25/2026 |
|
|
17,925 |
|
|
|
18,126 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.850%, 12/15/2025 (B) |
|
|
625 |
|
|
|
617 |
|
Boeing |
|
|
|
|
|
|
|
|
6.259%, 05/01/2027 (B) |
|
|
1,325 |
|
|
|
1,363 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,063 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.2% |
|
|
|
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (B) |
|
|
1,610 |
|
|
|
1,690 |
|
Oracle |
|
|
|
|
|
|
|
|
2.800%, 04/01/2027 |
|
|
1,000 |
|
|
|
961 |
|
1.650%, 03/25/2026 |
|
|
1,865 |
|
|
|
1,781 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,432 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.8% |
|
|
|
|
Amcor Flexibles North America |
|
|
|
|
|
|
|
|
4.000%, 05/17/2025 |
|
|
1,165 |
|
|
|
1,155 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Berry Global |
|
|
|
|
|
|
|
|
5.500%, 04/15/2028 |
|
$ |
765 |
|
|
$ |
777 |
|
4.875%, 07/15/2026 (B) |
|
|
466 |
|
|
|
461 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
2.300%, 11/01/2030 (B) |
|
|
440 |
|
|
|
382 |
|
1.832%, 10/15/2027 (B) |
|
|
2,490 |
|
|
|
2,284 |
|
Newmont |
|
|
|
|
|
|
|
|
5.300%, 03/15/2026 (B) |
|
|
11,595 |
|
|
|
11,702 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,761 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.0% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
5.250%, 07/15/2028 |
|
|
3,145 |
|
|
|
3,212 |
|
3.600%, 01/15/2028 |
|
|
175 |
|
|
|
169 |
|
Crown Castle |
|
|
|
|
|
|
|
|
3.800%, 02/15/2028 |
|
|
3,700 |
|
|
|
3,596 |
|
Digital Realty Trust |
|
|
|
|
|
|
|
|
3.600%, 07/01/2029 |
|
|
615 |
|
|
|
588 |
|
DOC DR LLC |
|
|
|
|
|
|
|
|
4.300%, 03/15/2027 |
|
|
1,880 |
|
|
|
1,865 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
5.700%, 04/01/2028 |
|
|
1,195 |
|
|
|
1,234 |
|
4.000%, 06/15/2029 |
|
|
1,230 |
|
|
|
1,193 |
|
3.875%, 12/15/2027 |
|
|
1,625 |
|
|
|
1,589 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.300%, 01/15/2029 |
|
|
1,000 |
|
|
|
1,008 |
|
4.000%, 01/15/2031 |
|
|
1,370 |
|
|
|
1,269 |
|
Healthcare Realty Holdings LP |
|
|
|
|
|
|
|
|
3.500%, 08/01/2026 |
|
|
1,625 |
|
|
|
1,588 |
|
Hudson Pacific Properties LP |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
630 |
|
|
|
521 |
|
3.950%, 11/01/2027 |
|
|
52 |
|
|
|
46 |
|
3.250%, 01/15/2030 |
|
|
480 |
|
|
|
355 |
|
Kilroy Realty |
|
|
|
|
|
|
|
|
3.450%, 12/15/2024 |
|
|
920 |
|
|
|
914 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
1,690 |
|
|
|
1,793 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 (B) |
|
|
725 |
|
|
|
734 |
|
VICI Properties LP |
|
|
|
|
|
|
|
|
4.950%, 02/15/2030 |
|
|
115 |
|
|
|
115 |
|
VICI Properties LP / VICI Note Co |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (B) |
|
|
185 |
|
|
|
183 |
|
4.125%, 08/15/2030 (B) |
|
|
310 |
|
|
|
292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,264 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.1% |
|
|
|
|
Alliant Energy Finance LLC |
|
|
|
|
|
|
|
|
5.950%, 03/30/2029 (B) |
|
|
1,565 |
|
|
|
1,643 |
|
1.400%, 03/15/2026 (B) |
|
|
2,030 |
|
|
|
1,915 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.750%, 11/01/2027 |
|
|
550 |
|
|
|
570 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Dominion Energy |
|
|
|
|
|
|
|
|
3.300%, 03/15/2025 |
|
$ |
1,570 |
|
|
$ |
1,553 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
2.900%, 03/01/2027 |
|
|
2,505 |
|
|
|
2,404 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.150%, 03/30/2026 (B) |
|
|
665 |
|
|
|
668 |
|
4.000%, 04/15/2025 (B) |
|
|
315 |
|
|
|
312 |
|
Georgia Power |
|
|
|
|
|
|
|
|
5.004%, 02/23/2027 |
|
|
12,725 |
|
|
|
12,924 |
|
ITC Holdings |
|
|
|
|
|
|
|
|
4.950%, 09/22/2027 (B) |
|
|
2,100 |
|
|
|
2,120 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
4.800%, 02/05/2027 |
|
|
12,290 |
|
|
|
12,440 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
5.749%, 09/01/2025 |
|
|
17,095 |
|
|
|
17,236 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
15,175 |
|
|
|
15,356 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
69,141 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $565,042) ($ Thousands) |
|
|
|
|
|
|
570,024 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 23.6% |
Automotive — 13.0% |
|
|
|
|
| |
|
|
|
|
Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl D |
|
|
|
|
|
|
|
|
6.315%, 05/17/2032 (B) |
|
|
1,508 |
|
|
|
1,529 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
1.210%, 12/18/2026 |
|
|
1,171 |
|
|
|
1,132 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
5.320%, 04/18/2028 |
|
|
3,000 |
|
|
|
3,029 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2032 (B) |
|
|
2,424 |
|
|
|
2,499 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.660%, 02/20/2028 (B) |
|
|
4,478 |
|
|
|
4,177 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
3.830%, 08/21/2028 (B) |
|
|
19,080 |
|
|
|
18,614 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.200%, 10/20/2027 (B) |
|
|
7,550 |
|
|
|
7,601 |
|
BOF VII AL Funding Trust I, Ser 2023-CAR3, Cl A2 |
|
|
|
|
|
|
|
|
6.291%, 07/26/2032 (B) |
|
|
5,106 |
|
|
|
5,175 |
|
CarMax Auto Owner Trust, Ser 2022-2, Cl A4 |
|
|
|
|
|
|
|
|
3.620%, 09/15/2027 |
|
|
3,632 |
|
|
|
3,576 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CarMax Auto Owner Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 01/18/2028 |
|
$ |
5,000 |
|
|
$ |
5,019 |
|
CarMax Auto Owner Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.180%, 11/15/2028 |
|
|
1,000 |
|
|
|
1,012 |
|
CarMax Auto Owner Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 05/15/2028 |
|
|
6,650 |
|
|
|
6,715 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
8,330 |
|
|
|
8,392 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl B |
|
|
|
|
|
|
|
|
5.170%, 08/15/2029 |
|
|
4,120 |
|
|
|
4,187 |
|
CarMax Auto Owner Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.500%, 01/16/2029 |
|
|
3,700 |
|
|
|
3,776 |
|
CarMax Auto Owner Trust, Ser 2024-3, Cl A3 |
|
|
|
|
|
|
|
|
4.890%, 07/16/2029 |
|
|
10,000 |
|
|
|
10,109 |
|
CarMax Auto Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.400%, 11/15/2028 |
|
|
6,900 |
|
|
|
6,997 |
|
CarMax Auto Owner Trust, Ser 2024-A, Cl B |
|
|
|
|
|
|
|
|
5.350%, 01/15/2030 |
|
|
11,025 |
|
|
|
11,213 |
|
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 04/10/2029 (B) |
|
|
10,570 |
|
|
|
10,661 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.840%, 01/18/2028 (B) |
|
|
9,415 |
|
|
|
9,523 |
|
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.390%, 08/15/2033 (B) |
|
|
6,440 |
|
|
|
6,570 |
|
Drive Auto Receivables Trust, Ser 2021-2, Cl D |
|
|
|
|
|
|
|
|
1.390%, 03/15/2029 |
|
|
2,324 |
|
|
|
2,266 |
|
DT Auto Owner Trust, Ser 2021-4A, Cl D |
|
|
|
|
|
|
|
|
1.990%, 09/15/2027 (B) |
|
|
1,360 |
|
|
|
1,299 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (B) |
|
|
6,355 |
|
|
|
6,393 |
|
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E |
|
|
|
|
|
|
|
|
3.740%, 01/15/2027 (B) |
|
|
2,750 |
|
|
|
2,741 |
|
Exeter Automobile Receivables Trust, Ser 2021-3A, Cl C |
|
|
|
|
|
|
|
|
0.960%, 10/15/2026 |
|
|
310 |
|
|
|
308 |
|
Exeter Automobile Receivables Trust, Ser 2021-4A, Cl C |
|
|
|
|
|
|
|
|
1.460%, 10/15/2027 |
|
|
761 |
|
|
|
756 |
|
Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C |
|
|
|
|
|
|
|
|
6.320%, 05/15/2028 |
|
|
2,015 |
|
|
|
2,033 |
|
Flagship Credit Auto Trust, Ser 2019-4, Cl D |
|
|
|
|
|
|
|
|
3.120%, 01/15/2026 (B) |
|
|
854 |
|
|
|
849 |
|
Flagship Credit Auto Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
2.500%, 09/15/2026 (B) |
|
|
2,400 |
|
|
|
2,350 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Flagship Credit Auto Trust, Ser 2021-1, Cl C |
|
|
|
|
|
|
|
|
0.910%, 03/15/2027 (B) |
|
$ |
1,377 |
|
|
$ |
1,358 |
|
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
1.060%, 04/15/2033 (B) |
|
|
5,000 |
|
|
|
4,792 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
1.060%, 09/15/2027 |
|
|
2,740 |
|
|
|
2,637 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
5.310%, 05/15/2028 (B) |
|
|
2,450 |
|
|
|
2,468 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
3.710%, 12/16/2027 |
|
|
1,000 |
|
|
|
987 |
|
GTE Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 03/15/2028 (B) |
|
|
8,475 |
|
|
|
8,468 |
|
Huntington Auto Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.230%, 01/16/2029 (B) |
|
|
8,415 |
|
|
|
8,553 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.310%, 08/15/2029 |
|
|
194 |
|
|
|
198 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (B) |
|
|
183 |
|
|
|
182 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.009%, 02/26/2029 (B) |
|
|
336 |
|
|
|
331 |
|
LAD Auto Receivables Trust, Ser 2023-2A, Cl C |
|
|
|
|
|
|
|
|
5.580%, 09/15/2028 (B) |
|
|
2,180 |
|
|
|
2,193 |
|
Merchants Fleet Funding LLC, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.820%, 04/20/2037 (B) |
|
|
13,825 |
|
|
|
14,002 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
6.180%, 08/25/2028 (B) |
|
|
5,090 |
|
|
|
5,147 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
6.480%, 08/25/2028 (B) |
|
|
1,363 |
|
|
|
1,372 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
5.590%, 04/25/2029 (B) |
|
|
7,800 |
|
|
|
7,896 |
|
Navistar Financial Dealer Note Master Owner Trust, Ser 2024-1, Cl B |
|
|
|
|
|
|
|
|
5.790%, 04/25/2029 (B) |
|
|
1,270 |
|
|
|
1,286 |
|
NextGear Floorplan Master Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.120%, 03/15/2029 (B) |
|
|
14,550 |
|
|
|
14,764 |
|
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D |
|
|
|
|
|
|
|
|
1.480%, 01/15/2027 |
|
|
638 |
|
|
|
633 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C |
|
|
|
|
|
|
|
|
5.000%, 11/15/2029 |
|
$ |
3,185 |
|
|
$ |
3,191 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 04/20/2027 (B) |
|
|
3,000 |
|
|
|
3,049 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
6.520%, 04/20/2028 (B) |
|
|
700 |
|
|
|
720 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (B) |
|
|
8,860 |
|
|
|
8,950 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.380%, 06/20/2028 (B) |
|
|
1,514 |
|
|
|
1,532 |
|
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
3.820%, 04/25/2035 (B) |
|
|
8,360 |
|
|
|
8,245 |
|
US Bank, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
6.789%, 08/25/2032 (B) |
|
|
1,314 |
|
|
|
1,328 |
|
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl D |
|
|
|
|
|
|
|
|
1.650%, 02/17/2026 (B) |
|
|
265 |
|
|
|
265 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.410%, 01/18/2028 (B) |
|
|
2,940 |
|
|
|
2,945 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 02/15/2028 (B) |
|
|
11,725 |
|
|
|
11,797 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (B) |
|
|
12,695 |
|
|
|
12,834 |
|
World Omni Auto Receivables Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 11/15/2028 |
|
|
5,000 |
|
|
|
5,034 |
|
| |
|
|
|
|
|
|
287,658 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 3.2% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 05/15/2028 |
|
|
16,000 |
|
|
|
16,106 |
|
American Express Credit Account Master Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
5.230%, 09/15/2028 |
|
|
5,485 |
|
|
|
5,589 |
|
BA Credit Card Trust, Ser 2023-A1, Cl A1 |
|
|
|
|
|
|
|
|
4.790%, 05/15/2028 |
|
|
2,979 |
|
|
|
2,996 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
5,389 |
|
|
|
5,470 |
|
BA Credit Card Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.930%, 05/15/2029 |
|
|
1,220 |
|
|
|
1,242 |
|
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.720%, 02/15/2029 |
|
|
1,950 |
|
|
|
1,955 |
|
CARDS II Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
5.450%, 07/16/2029 (B) |
|
|
5,735 |
|
|
|
5,773 |
|
Chase Issuance Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.160%, 09/15/2028 |
|
|
585 |
|
|
|
595 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Discover Card Execution Note Trust, Ser 2022-A4, Cl A |
|
|
|
|
|
|
|
|
5.030%, 10/15/2027 |
|
$ |
10,140 |
|
|
$ |
10,171 |
|
Evergreen Credit Card Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
5.510%, 07/17/2028 (B) |
|
|
5,540 |
|
|
|
5,582 |
|
First National Master Note Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.130%, 04/15/2029 |
|
|
3,000 |
|
|
|
3,020 |
|
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
3,000 |
|
|
|
3,048 |
|
Synchrony Card Funding LLC, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
5.040%, 03/15/2030 |
|
|
7,804 |
|
|
|
7,915 |
|
WF Card Issuance Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.940%, 02/15/2029 |
|
|
1,000 |
|
|
|
1,016 |
|
| |
|
|
|
|
|
|
70,478 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 7.4% |
|
|
|
|
| |
|
|
|
|
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |
|
|
|
|
|
|
|
|
6.097%, TSFR1M + 0.819%, 11/25/2035 (A) |
|
|
747 |
|
|
|
731 |
|
AMMC CLO 15, Ser 2021-15A, Cl AR3 |
|
|
|
|
|
|
|
|
6.683%, TSFR3M + 1.382%, 01/15/2032 (A)(B) |
|
|
896 |
|
|
|
897 |
|
AMMC CLO 22, Ser 2018-22A, Cl A |
|
|
|
|
|
|
|
|
6.576%, TSFR3M + 1.292%, 04/25/2031 (A)(B) |
|
|
299 |
|
|
|
299 |
|
Apidos CLO XII, Ser 2024-12A, Cl ARR |
|
|
|
|
|
|
|
|
6.420%, TSFR3M + 1.080%, 04/15/2031 (A)(B) |
|
|
2,762 |
|
|
|
2,762 |
|
Apidos CLO XXII, Ser 2020-22A, Cl A1R |
|
|
|
|
|
|
|
|
6.604%, TSFR3M + 1.322%, 04/20/2031 (A)(B) |
|
|
1,261 |
|
|
|
1,263 |
|
Barings CLO, Ser 2024-4A, Cl A1R |
|
|
|
|
|
|
|
|
6.479%, TSFR3M + 1.150%, 10/15/2030 (A)(B) |
|
|
3,177 |
|
|
|
3,178 |
|
Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 |
|
|
|
|
|
|
|
|
5.692%, TSFR1M + 0.414%, 11/25/2036 (A) |
|
|
1,916 |
|
|
|
1,881 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.684%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
|
|
1,242 |
|
|
|
1,243 |
|
Carrington Mortgage Loan Trust Series, Ser 2006-OPT1, Cl M1 |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.639%, 02/25/2036 (A) |
|
|
980 |
|
|
|
969 |
|
Cedar Funding VII CLO, Ser 2024-7A, Cl AR |
|
|
|
|
|
|
|
|
6.176%, TSFR3M + 1.080%, 01/20/2031 (A)(B) |
|
|
3,150 |
|
|
|
3,150 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CIFC Funding, Ser 2018-3RA, Cl A1 |
|
|
|
|
|
|
|
|
6.525%, TSFR3M + 1.242%, 04/24/2031 (A)(B) |
|
$ |
288 |
|
|
$ |
288 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 |
|
|
|
|
|
|
|
|
5.682%, TSFR1M + 0.404%, 09/25/2036 (A)(B) |
|
|
1,411 |
|
|
|
1,350 |
|
CNH Equipment Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.810%, 08/15/2028 |
|
|
6,160 |
|
|
|
6,175 |
|
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3 |
|
|
|
|
|
|
|
|
6.367%, TSFR1M + 1.089%, 06/25/2035 (A) |
|
|
11 |
|
|
|
11 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.770%, 01/22/2029 (B) |
|
|
2,195 |
|
|
|
2,219 |
|
Domino's Pizza Master Issuer LLC, Ser 2015-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.474%, 10/25/2045 (B) |
|
|
2,133 |
|
|
|
2,109 |
|
Dryden 41 Senior Loan Fund, Ser 2018-41A, Cl BR |
|
|
|
|
|
|
|
|
6.863%, TSFR3M + 1.562%, 04/15/2031 (A)(B) |
|
|
1,340 |
|
|
|
1,341 |
|
FirstKey Homes Trust, Ser 2020-SFR1, Cl A |
|
|
|
|
|
|
|
|
1.339%, 08/17/2037 (B) |
|
|
3,797 |
|
|
|
3,663 |
|
FirstKey Homes Trust, Ser 2022-SFR2, Cl A |
|
|
|
|
|
|
|
|
4.250%, 07/17/2039 (B) |
|
|
9,294 |
|
|
|
9,171 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.052%, TSFR1M + 0.774%, 01/25/2036 (A) |
|
|
1,840 |
|
|
|
1,755 |
|
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl AJ |
|
|
|
|
|
|
|
|
6.844%, TSFR3M + 1.562%, 04/20/2030 (A)(B) |
|
|
1,700 |
|
|
|
1,703 |
|
Goldentree Loan Management US CLO 4, Ser 2024-4A, Cl ARR |
|
|
|
|
|
|
|
|
6.433%, TSFR3M + 1.150%, 04/24/2031 (A)(B) |
|
|
2,934 |
|
|
|
2,936 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 07/15/2027 (B) |
|
|
3,235 |
|
|
|
3,255 |
|
Greenwood Park CLO Ltd., Ser 2018-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.573%, TSFR3M + 1.272%, 04/15/2031 (A)(B) |
|
|
1,211 |
|
|
|
1,212 |
|
GSAA Home Equity Trust, Ser 2005-6, Cl M1 |
|
|
|
|
|
|
|
|
6.037%, TSFR1M + 0.759%, 06/25/2035 (A) |
|
|
234 |
|
|
|
231 |
|
GSAA Home Equity Trust, Ser 2007-8, Cl A3 |
|
|
|
|
|
|
|
|
6.292%, TSFR1M + 1.014%, 08/25/2037 (A) |
|
|
255 |
|
|
|
244 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (B) |
|
$ |
1,161 |
|
|
$ |
1,121 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (B) |
|
|
4,400 |
|
|
|
4,433 |
|
HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2 |
|
|
|
|
|
|
|
|
5.977%, TSFR1M + 0.699%, 01/25/2036 (A) |
|
|
355 |
|
|
|
349 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |
|
|
|
|
|
|
|
|
5.632%, TSFR1M + 0.354%, 05/25/2037 (A) |
|
|
472 |
|
|
|
469 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |
|
|
|
|
|
|
|
|
5.622%, TSFR1M + 0.344%, 05/25/2037 (A) |
|
|
3,000 |
|
|
|
2,916 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |
|
|
|
|
|
|
|
|
5.552%, TSFR1M + 0.274%, 06/25/2037 (A) |
|
|
864 |
|
|
|
859 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.524%, TSFR3M + 1.242%, 03/20/2030 (A)(B) |
|
|
2,695 |
|
|
|
2,694 |
|
M&T Equipment, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.740%, 07/15/2030 (B) |
|
|
6,775 |
|
|
|
6,848 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.544%, TSFR3M + 1.262%, 07/21/2030 (A)(B) |
|
|
1,401 |
|
|
|
1,402 |
|
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
|
|
|
|
|
|
|
|
6.459%, TSFR3M + 1.180%, 10/18/2030 (A)(B) |
|
|
2,982 |
|
|
|
2,986 |
|
Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D |
|
|
|
|
|
|
|
|
5.932%, TSFR1M + 0.654%, 03/25/2036 (A) |
|
|
476 |
|
|
|
462 |
|
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |
|
|
|
|
|
|
|
|
6.392%, TSFR1M + 1.114%, 07/25/2037 (A) |
|
|
620 |
|
|
|
608 |
|
MVW LLC, Ser 2021-1WA, Cl A |
|
|
|
|
|
|
|
|
1.140%, 01/22/2041 (B) |
|
|
1,480 |
|
|
|
1,400 |
|
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |
|
|
|
|
|
|
|
|
5.712%, TSFR1M + 0.434%, 04/25/2037 (A) |
|
|
482 |
|
|
|
475 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (B) |
|
|
3,475 |
|
|
|
3,326 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
2,079 |
|
|
|
1,944 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A |
|
|
|
|
|
|
|
|
1.220%, 07/15/2069 (B) |
|
$ |
2,348 |
|
|
$ |
2,170 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (B) |
|
|
1,542 |
|
|
|
1,419 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (B) |
|
|
1,468 |
|
|
|
1,365 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (B) |
|
|
2,920 |
|
|
|
2,637 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (B) |
|
|
5,621 |
|
|
|
5,046 |
|
New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B |
|
|
|
|
|
|
|
|
5.752%, TSFR1M + 0.474%, 05/25/2036 (A) |
|
|
1,563 |
|
|
|
1,552 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
5.582%, TSFR1M + 0.304%, 04/25/2037 (A) |
|
|
1,257 |
|
|
|
1,203 |
|
OCP CLO, Ser 2024-6A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.436%, TSFR3M + 1.150%, 10/17/2030 (A)(B) |
|
|
2,158 |
|
|
|
2,158 |
|
Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D |
|
|
|
|
|
|
|
|
5.932%, TSFR1M + 0.654%, 03/25/2037 (A) |
|
|
1,870 |
|
|
|
1,787 |
|
Palmer Square Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.190%, TSFR3M + 1.062%, 05/20/2029 (A)(B) |
|
|
132 |
|
|
|
132 |
|
Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR |
|
|
|
|
|
|
|
|
6.721%, TSFR3M + 1.400%, 04/15/2031 (A)(B) |
|
|
3,400 |
|
|
|
3,402 |
|
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |
|
|
|
|
|
|
|
|
6.072%, TSFR1M + 0.794%, 12/25/2035 (A) |
|
|
611 |
|
|
|
592 |
|
Reese Park CLO, Ser 2021-1A, Cl XR |
|
|
|
|
|
|
|
|
6.463%, TSFR3M + 1.162%, 10/15/2034 (A)(B) |
|
|
458 |
|
|
|
458 |
|
Regatta XIII Funding, Ser 2024-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.446%, TSFR3M + 1.100%, 07/15/2031 (A)(B) |
|
|
2,846 |
|
|
|
2,845 |
|
Rockford Tower CLO, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
6.704%, TSFR3M + 1.422%, 10/20/2031 (A)(B) |
|
|
1,732 |
|
|
|
1,736 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |
|
|
|
|
|
|
|
|
5.732%, TSFR1M + 0.454%, 10/25/2046 (A) |
|
$ |
923 |
|
|
$ |
895 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.340%, 08/20/2036 (B) |
|
|
284 |
|
|
|
284 |
|
SLM Student Loan Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
6.163%, SOFR30A + 0.814%, 01/25/2029 (A) |
|
|
549 |
|
|
|
536 |
|
SLM Student Loan Trust, Ser 2013-2, Cl A |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 06/25/2043 (A) |
|
|
677 |
|
|
|
663 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (B) |
|
|
476 |
|
|
|
439 |
|
SoFi Professional Loan Program Trust, Ser 2020-A, Cl A2FX |
|
|
|
|
|
|
|
|
2.540%, 05/15/2046 (B) |
|
|
2,011 |
|
|
|
1,905 |
|
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX |
|
|
|
|
|
|
|
|
1.030%, 08/17/2043 (B) |
|
|
– |
|
|
|
– |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (B) |
|
|
1,342 |
|
|
|
1,166 |
|
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.893%, 08/25/2045 (B) |
|
|
1,000 |
|
|
|
964 |
|
TIAA CLO IV, Ser 2024-1A, Cl A1AR |
|
|
|
|
|
|
|
|
6.422%, TSFR3M + 1.140%, 01/20/2032 (A)(B) |
|
|
2,885 |
|
|
|
2,884 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (B) |
|
|
8,480 |
|
|
|
8,564 |
|
Trinity Rail Leasing LLC, Ser 2020-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.830%, 11/19/2050 (B) |
|
|
1,842 |
|
|
|
1,744 |
|
Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.645%, 09/15/2045 (B) |
|
|
1,317 |
|
|
|
1,265 |
|
Verizon Master Trust Series, Ser 2024-4, Cl B |
|
|
|
|
|
|
|
|
5.400%, 06/20/2029 |
|
|
3,200 |
|
|
|
3,234 |
|
Verizon Master Trust Series, Ser 2024-4, Cl C |
|
|
|
|
|
|
|
|
5.600%, 06/20/2029 |
|
|
3,585 |
|
|
|
3,623 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
9,780 |
|
|
|
9,887 |
|
Verizon Master Trust, Ser 2024-3, Cl A1A |
|
|
|
|
|
|
|
|
5.340%, 04/22/2030 |
|
|
8,675 |
|
|
|
8,893 |
|
Voya CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.543%, TSFR3M + 1.242%, 06/07/2030 (A)(B) |
|
|
562 |
|
|
|
562 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3 |
|
|
|
|
|
|
|
|
5.887%, TSFR1M + 0.609%, 05/25/2036 (A) |
|
$ |
215 |
|
|
$ |
215 |
|
| |
|
|
|
|
|
|
162,553 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $516,558) ($ Thousands) |
|
|
|
|
|
|
520,689 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 17.7% |
Agency Mortgage-Backed Obligations — 11.7% |
|
|
|
|
Connecticut Avenue Securities Trust, Ser 2022-R08, Cl 1M1 |
|
|
|
|
|
|
|
|
7.899%, SOFR30A + 2.550%, 07/25/2042(A)(B) |
|
|
1,333 |
|
|
|
1,368 |
|
Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1 |
|
|
|
|
|
|
|
|
6.849%, SOFR30A + 1.500%, 10/25/2043(A)(B) |
|
|
2,267 |
|
|
|
2,275 |
|
Connecticut Avenue Securities Trust, Ser 2024-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
6.449%, SOFR30A + 1.100%, 05/25/2044(A)(B) |
|
|
1,290 |
|
|
|
1,290 |
|
FHLMC |
|
|
|
|
|
|
|
|
5.863%, RFUCCT1Y + 1.469%, 03/01/2037(A) |
|
|
4 |
|
|
|
4 |
|
3.500%, 02/01/2034 to 05/01/2035 |
|
|
6,251 |
|
|
|
6,118 |
|
2.500%, 09/01/2030 to 11/01/2031 |
|
|
6,699 |
|
|
|
6,391 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K057, Cl A2 |
|
|
|
|
|
|
|
|
2.570%, 07/25/2026 |
|
|
1,000 |
|
|
|
969 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K062, Cl A2 |
|
|
|
|
|
|
|
|
3.413%, 12/25/2026 |
|
|
1,500 |
|
|
|
1,473 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K089, Cl A1 |
|
|
|
|
|
|
|
|
3.344%, 10/25/2028 |
|
|
724 |
|
|
|
709 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A |
|
|
|
|
|
|
|
|
5.826%, SOFR30A + 0.474%, 09/25/2027(A) |
|
|
78 |
|
|
|
78 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.434%, 11/25/2024(A) |
|
|
97 |
|
|
|
97 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A |
|
|
|
|
|
|
|
|
5.806%, SOFR30A + 0.454%, 11/25/2027(A) |
|
|
40 |
|
|
|
40 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A |
|
|
|
|
|
|
|
|
5.706%, SOFR30A + 0.354%, 01/25/2028(A) |
|
|
337 |
|
|
|
334 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A |
|
|
|
|
|
|
|
|
5.866%, SOFR30A + 0.514%, 08/25/2025(A) |
|
$ |
115 |
|
|
$ |
115 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A |
|
|
|
|
|
|
|
|
5.956%, SOFR30A + 0.604%, 07/25/2026(A) |
|
|
448 |
|
|
|
448 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL |
|
|
|
|
|
|
|
|
5.756%, SOFR30A + 0.404%, 08/25/2027(A) |
|
|
324 |
|
|
|
322 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KIR1, Cl A2 |
|
|
|
|
|
|
|
|
2.849%, 03/25/2026 |
|
|
2,565 |
|
|
|
2,499 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1 |
|
|
|
|
|
|
|
|
0.681%, 06/25/2026 |
|
|
214 |
|
|
|
209 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1 |
|
|
|
|
|
|
|
|
1.679%, 12/25/2027 |
|
|
2,017 |
|
|
|
1,898 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL |
|
|
|
|
|
|
|
|
5.863%, 12MTA + 0.740%, 05/25/2044(A) |
|
|
319 |
|
|
|
319 |
|
FHLMC REMIC CMO, Ser 2005-2922, Cl FE |
|
|
|
|
|
|
|
|
5.718%, SOFR30A + 0.364%, 02/15/2035(A) |
|
|
346 |
|
|
|
342 |
|
FHLMC REMIC CMO, Ser 2005-2990, Cl LK |
|
|
|
|
|
|
|
|
5.838%, SOFR30A + 0.484%, 10/15/2034(A) |
|
|
414 |
|
|
|
413 |
|
FHLMC REMIC CMO, Ser 2006-3102, Cl FB |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 01/15/2036(A) |
|
|
103 |
|
|
|
102 |
|
FHLMC REMIC CMO, Ser 2006-3136, Cl KF |
|
|
|
|
|
|
|
|
5.768%, SOFR30A + 0.414%, 04/15/2036(A) |
|
|
142 |
|
|
|
141 |
|
FHLMC REMIC CMO, Ser 2009-3616, Cl FG |
|
|
|
|
|
|
|
|
6.118%, SOFR30A + 0.764%, 03/15/2032(A) |
|
|
185 |
|
|
|
185 |
|
FHLMC REMIC CMO, Ser 2010-3762, Cl FP |
|
|
|
|
|
|
|
|
5.918%, SOFR30A + 0.564%, 03/15/2040(A) |
|
|
17 |
|
|
|
17 |
|
FHLMC REMIC CMO, Ser 2011-3895, Cl FM |
|
|
|
|
|
|
|
|
5.818%, SOFR30A + 0.464%, 12/15/2040(A) |
|
|
14 |
|
|
|
14 |
|
FHLMC REMIC CMO, Ser 2012-4094, Cl BF |
|
|
|
|
|
|
|
|
5.868%, SOFR30A + 0.514%, 08/15/2032(A) |
|
|
285 |
|
|
|
284 |
|
FHLMC REMIC CMO, Ser 2012-4102, Cl LF |
|
|
|
|
|
|
|
|
5.718%, SOFR30A + 0.364%, 01/15/2040(A) |
|
|
31 |
|
|
|
31 |
|
FHLMC REMIC CMO, Ser 2013-4203, Cl DM |
|
|
|
|
|
|
|
|
3.000%, 04/15/2033 |
|
|
114 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2015-4482, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2034 |
|
$ |
694 |
|
|
$ |
679 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.649%, SOFR30A + 1.300%, 02/25/2042(A)(B) |
|
|
595 |
|
|
|
596 |
|
FNMA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2034 |
|
|
2,966 |
|
|
|
2,897 |
|
3.008%, 01/01/2026(A) |
|
|
1,431 |
|
|
|
1,407 |
|
3.000%, 10/01/2030 to 02/01/2035 |
|
|
7,506 |
|
|
|
7,230 |
|
2.690%, 06/01/2026 |
|
|
1,415 |
|
|
|
1,374 |
|
2.500%, 02/01/2031 to 11/01/2034 |
|
|
4,169 |
|
|
|
3,989 |
|
2.000%, 04/01/2031 |
|
|
635 |
|
|
|
600 |
|
FNMA CMO, Ser 2024-49, Cl FC |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.300%, 07/25/2054(A) |
|
|
6,354 |
|
|
|
6,349 |
|
FNMA REMIC CMO, Ser 2005-83, Cl FP |
|
|
|
|
|
|
|
|
5.793%, SOFR30A + 0.444%, 10/25/2035(A) |
|
|
425 |
|
|
|
420 |
|
FNMA REMIC CMO, Ser 2006-31, Cl FP |
|
|
|
|
|
|
|
|
5.763%, SOFR30A + 0.414%, 05/25/2036(A) |
|
|
71 |
|
|
|
71 |
|
FNMA REMIC CMO, Ser 2006-56, Cl FE |
|
|
|
|
|
|
|
|
5.893%, SOFR30A + 0.544%, 07/25/2036(A) |
|
|
356 |
|
|
|
353 |
|
FNMA REMIC CMO, Ser 2007-98, Cl FD |
|
|
|
|
|
|
|
|
5.913%, SOFR30A + 0.564%, 06/25/2037(A) |
|
|
221 |
|
|
|
218 |
|
FNMA REMIC CMO, Ser 2008-24, Cl PF |
|
|
|
|
|
|
|
|
6.113%, SOFR30A + 0.764%, 02/25/2038(A) |
|
|
32 |
|
|
|
32 |
|
FNMA REMIC CMO, Ser 2010-43, Cl VF |
|
|
|
|
|
|
|
|
6.013%, SOFR30A + 0.664%, 05/25/2040(A) |
|
|
266 |
|
|
|
264 |
|
FNMA REMIC CMO, Ser 2012-111, Cl NF |
|
|
|
|
|
|
|
|
5.813%, SOFR30A + 0.464%, 05/25/2042(A) |
|
|
391 |
|
|
|
386 |
|
FNMA REMIC CMO, Ser 2012-113, Cl PB |
|
|
|
|
|
|
|
|
2.000%, 10/25/2040 |
|
|
346 |
|
|
|
333 |
|
FNMA REMIC CMO, Ser 2012-54, Cl CF |
|
|
|
|
|
|
|
|
6.163%, SOFR30A + 0.814%, 05/25/2042(A) |
|
|
133 |
|
|
|
132 |
|
FNMA REMIC CMO, Ser 2016-48, Cl UF |
|
|
|
|
|
|
|
|
5.863%, SOFR30A + 0.514%, 08/25/2046(A) |
|
|
151 |
|
|
|
150 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 01/25/2050(A) |
|
|
384 |
|
|
|
377 |
|
FNMA REMIC CMO, Ser 2020-10, Cl FA |
|
|
|
|
|
|
|
|
5.963%, SOFR30A + 0.614%, 03/25/2050(A) |
|
|
1,039 |
|
|
|
1,023 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
5.500%, 09/15/2054 |
|
|
4,900 |
|
|
|
4,933 |
|
5.000%, 09/15/2039 to 09/15/2054 |
|
|
37,275 |
|
|
|
37,365 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
4.500%, 09/15/2039 to 09/15/2054 |
|
$ |
42,475 |
|
|
$ |
41,993 |
|
4.000%, 09/14/2039 to 09/15/2039 |
|
|
34,150 |
|
|
|
33,042 |
|
3.500%, 09/01/2040 to 09/15/2054 |
|
|
14,700 |
|
|
|
13,951 |
|
FNMA, Ser 2015-M15, Cl A2 |
|
|
|
|
|
|
|
|
2.923%, 10/25/2025(A) |
|
|
957 |
|
|
|
939 |
|
FNMA, Ser 2016-M3, Cl A2 |
|
|
|
|
|
|
|
|
2.702%, 02/25/2026 |
|
|
2,268 |
|
|
|
2,208 |
|
FRESB Mortgage Trust, Ser 2016-SB14, Cl A10F |
|
|
|
|
|
|
|
|
2.590%, 03/25/2026(A) |
|
|
1,026 |
|
|
|
995 |
|
FRESB Mortgage Trust, Ser 2016-SB15, Cl A10F |
|
|
|
|
|
|
|
|
2.350%, 03/25/2026(A) |
|
|
1,589 |
|
|
|
1,539 |
|
FRESB Mortgage Trust, Ser 2016-SB17, Cl A10F |
|
|
|
|
|
|
|
|
2.420%, 05/25/2026(A) |
|
|
2,581 |
|
|
|
2,491 |
|
FRESB Mortgage Trust, Ser 2018-SB50, Cl A10F |
|
|
|
|
|
|
|
|
3.350%, 04/25/2028(A) |
|
|
809 |
|
|
|
781 |
|
FRESB Mortgage Trust, Ser 2018-SB52, Cl A10F |
|
|
|
|
|
|
|
|
3.480%, 06/25/2028(A) |
|
|
5,015 |
|
|
|
4,849 |
|
FRESB Mortgage Trust, Ser 2018-SB53, Cl A10F |
|
|
|
|
|
|
|
|
3.660%, 06/25/2028(A) |
|
|
4,170 |
|
|
|
4,036 |
|
FRESB Mortgage Trust, Ser 2018-SB54, Cl A10F |
|
|
|
|
|
|
|
|
3.520%, 05/25/2028(A) |
|
|
1,197 |
|
|
|
1,158 |
|
FRESB Mortgage Trust, Ser 2019-SB59, Cl A10F |
|
|
|
|
|
|
|
|
3.470%, 01/25/2029(A) |
|
|
423 |
|
|
|
410 |
|
GNMA CMO, Ser 2007-1, Cl F |
|
|
|
|
|
|
|
|
5.750%, TSFR1M + 0.414%, 01/20/2037(A) |
|
|
296 |
|
|
|
295 |
|
GNMA CMO, Ser 2010-98, Cl QF |
|
|
|
|
|
|
|
|
5.850%, TSFR1M + 0.514%, 01/20/2040(A) |
|
|
2 |
|
|
|
2 |
|
GNMA CMO, Ser 2011-151, Cl BF |
|
|
|
|
|
|
|
|
5.800%, TSFR1M + 0.464%, 04/20/2041(A) |
|
|
256 |
|
|
|
252 |
|
GNMA CMO, Ser 2012-77, Cl FM |
|
|
|
|
|
|
|
|
6.123%, TSFR1M + 0.784%, 11/16/2039(A) |
|
|
295 |
|
|
|
296 |
|
GNMA CMO, Ser 2023-111, Cl FN |
|
|
|
|
|
|
|
|
6.553%, SOFR30A + 1.200%, 08/20/2053(A) |
|
|
3,727 |
|
|
|
3,753 |
|
GNMA CMO, Ser 2023-113, Cl FD |
|
|
|
|
|
|
|
|
3.500%, SOFR30A + 1.350%, 08/20/2053(A) |
|
|
2,803 |
|
|
|
2,811 |
|
GNMA CMO, Ser 2023-116, Cl FL |
|
|
|
|
|
|
|
|
6.503%, SOFR30A + 1.150%, 08/20/2053(A) |
|
|
2,613 |
|
|
|
2,627 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2023-128, Cl CF |
|
|
|
|
|
|
|
|
6.553%, SOFR30A + 1.200%, 08/20/2053(A) |
|
$ |
3,167 |
|
|
$ |
3,190 |
|
GNMA CMO, Ser 2024-104, Cl F |
|
|
|
|
|
|
|
|
6.333%, SOFR30A + 1.000%, 06/20/2054(A) |
|
|
3,214 |
|
|
|
3,206 |
|
GNMA CMO, Ser 2024-30, Cl CF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.250%, 02/20/2054(A) |
|
|
2,563 |
|
|
|
2,559 |
|
GNMA CMO, Ser 2024-64, Cl YK |
|
|
|
|
|
|
|
|
6.344%, SOFR30A + 1.000%, 04/20/2054(A) |
|
|
2,425 |
|
|
|
2,417 |
|
GNMA CMO, Ser 2024-97, Cl FP |
|
|
|
|
|
|
|
|
6.333%, SOFR30A + 1.000%, 06/20/2054(A) |
|
|
3,261 |
|
|
|
3,255 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
5.500%, 09/15/2054 |
|
|
3,975 |
|
|
|
4,001 |
|
5.000%, 10/15/2054 |
|
|
8,875 |
|
|
|
8,854 |
|
4.500%, 09/15/2054 |
|
|
10,375 |
|
|
|
10,163 |
|
GNMA, Ser 2008-92, Cl E |
|
|
|
|
|
|
|
|
5.556%, 03/16/2044(A) |
|
|
240 |
|
|
|
239 |
|
GNMA, Ser 2010-159, Cl D |
|
|
|
|
|
|
|
|
4.558%, 09/16/2044(A) |
|
|
296 |
|
|
|
294 |
|
GNMA, Ser 2012-23, Cl D |
|
|
|
|
|
|
|
|
3.488%, 07/16/2049(A) |
|
|
326 |
|
|
|
315 |
|
GNMA, Ser 2014-157, Cl C |
|
|
|
|
|
|
|
|
3.150%, 10/16/2054(A) |
|
|
1,044 |
|
|
|
1,007 |
|
GNMA, Ser 2015-109, Cl B |
|
|
|
|
|
|
|
|
3.313%, 10/16/2041(A) |
|
|
560 |
|
|
|
556 |
|
GNMA, Ser 82737 |
|
|
|
|
|
|
|
|
2.000%, H15T1Y + 1.500%, 02/20/2041(A) |
|
|
60 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
258,318 |
|
Non-Agency Mortgage-Backed Obligations — 6.0% |
|
|
|
|
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl A2 |
|
|
|
|
|
|
|
|
2.023%, 06/15/2054(B) |
|
|
1,007 |
|
|
|
949 |
|
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |
|
|
|
|
|
|
|
|
6.634%, TSFR1M + 1.172%, 06/15/2035(A)(B) |
|
|
95 |
|
|
|
94 |
|
Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 |
|
|
|
|
|
|
|
|
5.724%, 07/26/2036(A)(B) |
|
|
1,692 |
|
|
|
1,678 |
|
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 02/15/2050 |
|
|
689 |
|
|
|
677 |
|
BANK, Ser 2017-BNK7, Cl ASB |
|
|
|
|
|
|
|
|
3.265%, 09/15/2060 |
|
|
2,266 |
|
|
|
2,221 |
|
BANK, Ser 2017-BNK8, Cl ASB |
|
|
|
|
|
|
|
|
3.314%, 11/15/2050 |
|
|
1,487 |
|
|
|
1,444 |
|
BANK, Ser 2018-BN14, Cl ASB |
|
|
|
|
|
|
|
|
4.185%, 09/15/2060 |
|
|
374 |
|
|
|
371 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BANK, Ser 2018-BN14, Cl A2 |
|
|
|
|
|
|
|
|
4.128%, 09/15/2060 |
|
$ |
302 |
|
|
$ |
301 |
|
BANK, Ser 2019-BN21, Cl ASB |
|
|
|
|
|
|
|
|
2.808%, 10/17/2052 |
|
|
2,625 |
|
|
|
2,498 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.592%, TSFR1M + 2.254%, 10/15/2037(A)(B) |
|
|
1,000 |
|
|
|
998 |
|
Benchmark Mortgage Trust, Ser 2018-B5, Cl A2 |
|
|
|
|
|
|
|
|
4.077%, 07/15/2051 |
|
|
1,142 |
|
|
|
1,105 |
|
Benchmark Mortgage Trust, Ser 2019-B9, Cl AAB |
|
|
|
|
|
|
|
|
3.933%, 03/15/2052 |
|
|
1,545 |
|
|
|
1,520 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
9,585 |
|
|
|
8,982 |
|
Benchmark Mortgage Trust, Ser B14, Cl ASB |
|
|
|
|
|
|
|
|
2.957%, 12/15/2062 |
|
|
3,000 |
|
|
|
2,858 |
|
BHMS, Ser 2018-ATLS, Cl C |
|
|
|
|
|
|
|
|
7.534%, TSFR1M + 2.197%, 07/15/2035(A)(B) |
|
|
3,690 |
|
|
|
3,667 |
|
BMO Mortgage Trust, Ser 2022-C3, Cl A1 |
|
|
|
|
|
|
|
|
5.252%, 09/15/2054(A) |
|
|
1,198 |
|
|
|
1,197 |
|
BX Commercial Mortgage Trust, Ser 2020-VKNG, Cl A |
|
|
|
|
|
|
|
|
6.382%, TSFR1M + 1.044%, 10/15/2037(A)(B) |
|
|
965 |
|
|
|
960 |
|
BX Commercial Mortgage Trust, Ser 2021-21M, Cl A |
|
|
|
|
|
|
|
|
6.182%, TSFR1M + 0.844%, 10/15/2036(A)(B) |
|
|
528 |
|
|
|
520 |
|
BX Commercial Mortgage Trust, Ser 2021-CIP, Cl A |
|
|
|
|
|
|
|
|
6.373%, TSFR1M + 1.035%, 12/15/2038(A)(B) |
|
|
1,240 |
|
|
|
1,227 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.104%, TSFR1M + 0.767%, 05/15/2038(A)(B) |
|
|
1,137 |
|
|
|
1,125 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |
|
|
|
|
|
|
|
|
6.140%, TSFR1M + 0.803%, 10/15/2038(A)(B) |
|
|
1,598 |
|
|
|
1,578 |
|
BX Trust, Ser 2019-CALM, Cl B |
|
|
|
|
|
|
|
|
6.552%, TSFR1M + 1.214%, 11/15/2032(A)(B) |
|
|
606 |
|
|
|
604 |
|
BX Trust, Ser 2021-MFM1, Cl A |
|
|
|
|
|
|
|
|
6.152%, TSFR1M + 0.814%, 01/15/2034(A)(B) |
|
|
1,333 |
|
|
|
1,322 |
|
BXP Trust, Ser 2017-CC, Cl D |
|
|
|
|
|
|
|
|
3.670%, 08/13/2037(A)(B) |
|
|
710 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
6.704%, TSFR1M + 1.367%, 12/15/2037(A)(B) |
|
$ |
815 |
|
|
$ |
814 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B |
|
|
|
|
|
|
|
|
6.884%, TSFR1M + 1.547%, 12/15/2037(A)(B) |
|
|
2,000 |
|
|
|
1,996 |
|
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB |
|
|
|
|
|
|
|
|
3.317%, 05/10/2050 |
|
|
5,229 |
|
|
|
5,130 |
|
CD Mortgage Trust, Ser 2018-CD7, Cl ASB |
|
|
|
|
|
|
|
|
4.213%, 08/15/2051 |
|
|
317 |
|
|
|
313 |
|
CIM Trust, Ser 2022-I1, Cl A1 |
|
|
|
|
|
|
|
|
4.350%, 02/25/2067(A)(B) |
|
|
901 |
|
|
|
888 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl AAB |
|
|
|
|
|
|
|
|
3.368%, 02/10/2049 |
|
|
– |
|
|
|
– |
|
Citigroup Commercial Mortgage Trust, Ser 2017-C4, Cl AAB |
|
|
|
|
|
|
|
|
3.297%, 10/12/2050 |
|
|
1,186 |
|
|
|
1,160 |
|
Citigroup Commercial Mortgage Trust, Ser 2021-PRM2, Cl A |
|
|
|
|
|
|
|
|
6.402%, TSFR1M + 1.064%, 10/15/2038(A)(B) |
|
|
1,782 |
|
|
|
1,766 |
|
COMM Mortgage Trust, Ser 2015-DC1, Cl AM |
|
|
|
|
|
|
|
|
3.724%, 02/10/2048 |
|
|
930 |
|
|
|
899 |
|
COMM Mortgage Trust, Ser 2015-PC1, Cl A4 |
|
|
|
|
|
|
|
|
3.620%, 07/10/2050 |
|
|
918 |
|
|
|
914 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB |
|
|
|
|
|
|
|
|
3.533%, 11/15/2048 |
|
|
11 |
|
|
|
11 |
|
CSMC Series, Ser 2014-6R, Cl 15A2 |
|
|
|
|
|
|
|
|
3.849%, TSFR1M + 0.264%, 11/27/2036(A)(B) |
|
|
721 |
|
|
|
698 |
|
CSMC Series, Ser 2015-6R, Cl 2A1 |
|
|
|
|
|
|
|
|
6.967%, TSFR1M + 0.314%, 11/27/2046(A)(B) |
|
|
880 |
|
|
|
875 |
|
CSMC Trust, Ser 2022-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
3.608%, 03/25/2061(A)(B) |
|
|
2,366 |
|
|
|
2,502 |
|
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |
|
|
|
|
|
|
|
|
6.436%, TSFR1M + 1.099%, 05/15/2035(A)(B) |
|
|
914 |
|
|
|
911 |
|
DBGS Mortgage Trust, Ser 2018-C1, Cl ASB |
|
|
|
|
|
|
|
|
4.302%, 10/15/2051 |
|
|
338 |
|
|
|
335 |
|
DBJPM Mortgage Trust, Ser 2016-C3, Cl ASB |
|
|
|
|
|
|
|
|
2.756%, 08/10/2049 |
|
|
696 |
|
|
|
681 |
|
Extended Stay America Trust, Ser 2021-ESH, Cl A |
|
|
|
|
|
|
|
|
6.532%, TSFR1M + 1.194%, 07/15/2038(A)(B) |
|
|
1,994 |
|
|
|
1,985 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 |
|
|
|
|
|
|
|
|
5.552%, TSFR1M + 0.274%, 11/25/2036(A) |
|
$ |
618 |
|
|
$ |
611 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |
|
|
|
|
|
|
|
|
5.612%, TSFR1M + 0.334%, 12/25/2037(A) |
|
|
1,536 |
|
|
|
1,469 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |
|
|
|
|
|
|
|
|
5.642%, TSFR1M + 0.364%, 06/25/2036(A) |
|
|
551 |
|
|
|
547 |
|
Fontainebleau Miami Beach Trust, Ser 2019-FBLU, Cl A |
|
|
|
|
|
|
|
|
3.144%, 12/10/2036(B) |
|
|
2,278 |
|
|
|
2,250 |
|
Fontainebleau Miami Beach Trust, Ser 2019-FBLU, Cl B |
|
|
|
|
|
|
|
|
3.447%, 12/10/2036(B) |
|
|
3,400 |
|
|
|
3,356 |
|
FS Rialto, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.653%, TSFR1M + 1.314%, 12/16/2036(A)(B) |
|
|
330 |
|
|
|
329 |
|
GS Mortgage Securities II Trust, Ser 2022-SHIP, Cl B |
|
|
|
|
|
|
|
|
5.101%, 09/10/2038(A)(B) |
|
|
2,850 |
|
|
|
2,828 |
|
GS Mortgage Securities Trust, Ser 2017-GS5, Cl AAB |
|
|
|
|
|
|
|
|
3.467%, 03/10/2050 |
|
|
575 |
|
|
|
565 |
|
GS Mortgage Securities Trust, Ser 2023-SHIP, Cl A |
|
|
|
|
|
|
|
|
4.466%, 09/10/2038(A)(B) |
|
|
10,570 |
|
|
|
10,399 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(B) |
|
|
540 |
|
|
|
526 |
|
GWT, Ser 2024-WLF2, Cl A |
|
|
|
|
|
|
|
|
6.991%, TSFR1M + 1.691%, 05/15/2041(A)(B) |
|
|
1,478 |
|
|
|
1,475 |
|
Hilton USA Trust, Ser 2016-HHV, Cl D |
|
|
|
|
|
|
|
|
4.333%, 11/05/2038(A)(B) |
|
|
2,430 |
|
|
|
2,338 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A1 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(B) |
|
|
1,200 |
|
|
|
1,181 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(B) |
|
|
1,725 |
|
|
|
1,695 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl D |
|
|
|
|
|
|
|
|
3.982%, 03/05/2037(B) |
|
|
1,400 |
|
|
|
1,349 |
|
Impac CMB Trust Series, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
6.192%, TSFR1M + 0.914%, 10/25/2034(A) |
|
|
388 |
|
|
|
383 |
|
Independence Plaza Trust, Ser 2018-INDP, Cl A |
|
|
|
|
|
|
|
|
3.763%, 07/10/2035(B) |
|
|
1,095 |
|
|
|
1,048 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl ASB |
|
|
|
|
|
|
|
|
3.241%, 09/15/2050 |
|
$ |
3,216 |
|
|
$ |
3,127 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB |
|
|
|
|
|
|
|
|
2.954%, 06/15/2049 |
|
|
298 |
|
|
|
293 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP3, Cl ASB |
|
|
|
|
|
|
|
|
2.777%, 08/15/2049 |
|
|
1,909 |
|
|
|
1,864 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-NINE, Cl A |
|
|
|
|
|
|
|
|
2.949%, 09/06/2038(A)(B) |
|
|
1,334 |
|
|
|
1,276 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
6.502%, TSFR1M + 1.164%, 04/15/2038(A)(B) |
|
|
1,502 |
|
|
|
1,496 |
|
LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1 |
|
|
|
|
|
|
|
|
3.363%, 09/25/2026(B)(C) |
|
|
126 |
|
|
|
125 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |
|
|
|
|
|
|
|
|
5.852%, TSFR1M + 0.574%, 04/25/2029(A) |
|
|
121 |
|
|
|
112 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.151%, TSFR1M + 1.814%, 12/15/2035(A)(B) |
|
|
1,036 |
|
|
|
1,036 |
|
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.473%, 04/25/2066(A)(B) |
|
|
310 |
|
|
|
301 |
|
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2069(A)(B) |
|
|
1,555 |
|
|
|
1,501 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
1,607 |
|
|
|
1,519 |
|
Morgan Stanley Capital I, Ser 2017-HR2, Cl ASB |
|
|
|
|
|
|
|
|
3.509%, 12/15/2050 |
|
|
880 |
|
|
|
862 |
|
One New York Plaza Trust, Ser 2020-1NYP, Cl A |
|
|
|
|
|
|
|
|
6.402%, TSFR1M + 1.064%, 01/15/2036(A)(B) |
|
|
952 |
|
|
|
907 |
|
OPG Trust, Ser 2021-PORT, Cl A |
|
|
|
|
|
|
|
|
5.936%, TSFR1M + 0.598%, 10/15/2036(A)(B) |
|
|
2,500 |
|
|
|
2,459 |
|
Opteum Mortgage Acceptance Asset Backed Pass-Through Certificates, Ser 2005-2, Cl M5 |
|
|
|
|
|
|
|
|
6.367%, TSFR1M + 1.089%, 04/25/2035(A) |
|
|
16 |
|
|
|
15 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.531%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
|
|
1,435 |
|
|
|
1,417 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2058(A)(B) |
|
$ |
1,569 |
|
|
$ |
1,477 |
|
Towd Point Mortgage Trust, Ser 2018-6, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 03/25/2058(A)(B) |
|
|
956 |
|
|
|
926 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 10/25/2059(A)(B) |
|
|
2,286 |
|
|
|
2,175 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
|
|
|
|
|
|
|
|
6.392%, TSFR1M + 1.114%, 05/25/2058(A)(B) |
|
|
1,073 |
|
|
|
1,104 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(A)(B) |
|
|
158 |
|
|
|
151 |
|
Towd Point Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.750%, 10/25/2060(B) |
|
|
1,005 |
|
|
|
904 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(A)(B) |
|
|
1,792 |
|
|
|
1,664 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
596 |
|
|
|
567 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
606 |
|
|
|
591 |
|
UBS Commercial Mortgage Trust, Ser 2017-C7, Cl ASB |
|
|
|
|
|
|
|
|
3.586%, 12/15/2050 |
|
|
2,435 |
|
|
|
2,387 |
|
UBS Commercial Mortgage Trust, Ser 2018-C12, Cl A2 |
|
|
|
|
|
|
|
|
4.152%, 08/15/2051 |
|
|
167 |
|
|
|
165 |
|
Verus Securitization Trust, Ser 2023-4, Cl A1 |
|
|
|
|
|
|
|
|
5.811%, 05/25/2068(B)(C) |
|
|
2,904 |
|
|
|
2,905 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.912%, TSFR1M + 0.634%, 11/25/2045(A) |
|
|
797 |
|
|
|
749 |
|
WB Commercial Mortgage Trust, Ser 2024-HQ, Cl A |
|
|
|
|
|
|
|
|
5.937%, 03/15/2040(A)(B) |
|
|
1,600 |
|
|
|
1,619 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
1,956 |
|
|
|
1,930 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
$ |
674 |
|
|
$ |
663 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
131,014 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $389,455) ($ Thousands) |
|
|
|
|
|
|
389,332 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.1% |
FHLB |
|
|
|
|
|
|
|
|
2.750%, 03/25/2027 |
|
|
16,360 |
|
|
|
15,856 |
|
FHLMC |
|
|
|
|
|
|
|
|
4.050%, 07/21/2025 |
|
|
14,825 |
|
|
|
14,732 |
|
0.600%, 10/20/2025 |
|
|
9,805 |
|
|
|
9,427 |
|
FNMA |
|
|
|
|
|
|
|
|
0.700%, 07/30/2025 |
|
|
6,920 |
|
|
|
6,678 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $47,910) ($ Thousands) |
|
|
46,693 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.8% |
Colorado — 0.0% |
|
|
|
|
Denver, Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
1.115%, 11/15/2024 |
|
|
610 |
|
|
|
605 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 0.3% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
3.505%, 10/01/2025 |
|
|
2,250 |
|
|
|
2,224 |
|
Miami-Dade County, Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.949%, 10/01/2025 |
|
|
3,145 |
|
|
|
3,090 |
|
1.229%, 10/01/2025 |
|
|
370 |
|
|
|
357 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,671 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.3% |
|
|
|
|
State of Illinois, Ser A, GO |
|
|
|
|
|
|
|
|
5.213%, 05/01/2026 |
|
|
5,215 |
|
|
|
5,254 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.0% |
|
|
|
|
Massachusetts State, Ser B, RB |
|
|
|
|
|
|
|
|
4.110%, 07/15/2031 |
|
|
606 |
|
|
|
598 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.310%, 11/01/2026 |
|
|
820 |
|
|
|
788 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York State, Urban Development, Ser B, RB |
|
|
|
|
|
|
|
|
2.010%, 03/15/2030 |
|
$ |
1,800 |
|
|
$ |
1,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,388 |
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
2.156%, 11/01/2025 |
|
|
2,400 |
|
|
|
2,334 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $16,930) ($ Thousands) |
|
|
|
|
|
|
16,850 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 9.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
212,498,274 |
|
|
|
212,498 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $212,498) ($ Thousands) |
|
|
|
|
|
|
212,498 |
|
Total Investments in Securities — 114.6% |
|
|
|
|
|
|
|
|
(Cost $2,510,808) ($ Thousands) |
|
$ |
2,521,768 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
453 |
|
|
|
Dec-2024 |
|
|
$ |
94,080 |
|
|
$ |
94,019 |
|
|
$ |
(61 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(330) |
|
|
|
Dec-2024 |
|
|
$ |
(36,233 |
) |
|
$ |
(36,102 |
) |
|
$ |
131 |
|
U.S. Ultra Long Treasury Bond |
|
|
(42) |
|
|
|
Dec-2024 |
|
|
|
(5,628 |
) |
|
|
(5,541 |
) |
|
|
87 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(161) |
|
|
|
Dec-2024 |
|
|
|
(19,064 |
) |
|
|
(18,908 |
) |
|
|
156 |
|
| |
|
|
|
|
|
|
|
|
|
|
(60,925 |
) |
|
|
(60,551 |
) |
|
|
374 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
33,155 |
|
|
$ |
33,468 |
|
|
$ |
313 |
|
|
Percentages are based on Net Assets of $2,200,793 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
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 August 31, 2024, the value of these securities amounted to $558,158 ($ Thousands), representing 25.4% of the Net Assets of the Fund. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Limited Duration Bond Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
44,980 |
|
|
$ |
1,153,346 |
|
|
$ |
(985,828 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
212,498 |
|
|
$ |
901 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 88.2% |
Communication Services — 5.2% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.050%, 08/15/2050 |
|
$ |
1,356 |
|
|
$ |
825 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
735 |
|
|
|
792 |
|
AT&T |
|
|
|
|
|
|
|
|
8.750%, 11/15/2031 |
|
|
1,150 |
|
|
|
1,372 |
|
6.800%, 05/15/2036 |
|
|
2,915 |
|
|
|
3,286 |
|
4.900%, 08/15/2037 |
|
|
3,040 |
|
|
|
2,957 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.100%, 06/01/2029 |
|
|
4,760 |
|
|
|
4,918 |
|
Comcast |
|
|
|
|
|
|
|
|
6.450%, 03/15/2037 |
|
|
6,445 |
|
|
|
7,323 |
|
5.650%, 06/15/2035 |
|
|
295 |
|
|
|
313 |
|
5.650%, 06/01/2054 |
|
|
2,180 |
|
|
|
2,281 |
|
5.350%, 05/15/2053 |
|
|
6,745 |
|
|
|
6,752 |
|
5.100%, 06/01/2029 |
|
|
2,403 |
|
|
|
2,480 |
|
4.550%, 01/15/2029 |
|
|
7,170 |
|
|
|
7,237 |
|
4.200%, 08/15/2034 |
|
|
14,987 |
|
|
|
14,259 |
|
3.999%, 11/01/2049 |
|
|
1,080 |
|
|
|
881 |
|
3.969%, 11/01/2047 |
|
|
3,473 |
|
|
|
2,834 |
|
3.950%, 10/15/2025 |
|
|
2,370 |
|
|
|
2,351 |
|
3.900%, 03/01/2038 |
|
|
1,380 |
|
|
|
1,223 |
|
3.375%, 08/15/2025 |
|
|
2,500 |
|
|
|
2,469 |
|
3.300%, 02/01/2027 |
|
|
1,870 |
|
|
|
1,827 |
|
3.150%, 03/01/2026 |
|
|
3,535 |
|
|
|
3,468 |
|
2.987%, 11/01/2063 |
|
|
4,549 |
|
|
|
2,810 |
|
2.937%, 11/01/2056 |
|
|
13,193 |
|
|
|
8,392 |
|
2.887%, 11/01/2051 |
|
|
3,035 |
|
|
|
1,987 |
|
1.500%, 02/15/2031 |
|
|
15,355 |
|
|
|
12,767 |
|
Cox Communications |
|
|
|
|
|
|
|
|
5.450%, 09/01/2034 (A) |
|
|
7,330 |
|
|
|
7,288 |
|
1.800%, 10/01/2030 (A) |
|
|
3,600 |
|
|
|
2,998 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
3,940 |
|
|
|
3,895 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
5.000%, 09/20/2037 |
|
|
1 |
|
|
|
1 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
1,205 |
|
|
|
1,284 |
|
5.600%, 05/15/2053 |
|
|
6,095 |
|
|
|
6,424 |
|
5.550%, 08/15/2064 |
|
|
8,275 |
|
|
|
8,477 |
|
5.400%, 08/15/2054 |
|
|
6,095 |
|
|
|
6,216 |
|
4.800%, 05/15/2030 |
|
|
10,880 |
|
|
|
11,220 |
|
4.450%, 08/15/2052 |
|
|
8,260 |
|
|
|
7,390 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
2,760 |
|
|
|
2,753 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.000%, 02/15/2029 |
|
|
6,563 |
|
|
|
6,638 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (A) |
|
|
10,024 |
|
|
|
10,075 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
6.750%, 06/15/2039 |
|
$ |
3,105 |
|
|
$ |
3,088 |
|
6.550%, 05/01/2037 |
|
|
2,145 |
|
|
|
2,116 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
4.500%, 04/15/2050 |
|
|
3,110 |
|
|
|
2,699 |
|
3.375%, 04/15/2029 |
|
|
10,370 |
|
|
|
9,854 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
7.750%, 12/01/2030 |
|
|
1,750 |
|
|
|
2,051 |
|
4.780%, 02/15/2035 (A) |
|
|
3,263 |
|
|
|
3,217 |
|
Walt Disney |
|
|
|
|
|
|
|
|
3.500%, 05/13/2040 |
|
|
6,400 |
|
|
|
5,305 |
|
2.750%, 09/01/2049 |
|
|
4,533 |
|
|
|
3,007 |
|
2.000%, 09/01/2029 |
|
|
2,525 |
|
|
|
2,268 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.141%, 03/15/2052 |
|
|
9,300 |
|
|
|
7,073 |
|
5.050%, 03/15/2042 |
|
|
4,350 |
|
|
|
3,486 |
|
4.279%, 03/15/2032 |
|
|
2,625 |
|
|
|
2,295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
216,922 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 5.4% |
|
|
|
|
Air Canada Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.600%, 03/15/2027 (A) |
|
|
2,842 |
|
|
|
2,744 |
|
Amazon.com |
|
|
|
|
|
|
|
|
3.950%, 04/13/2052 |
|
|
12,523 |
|
|
|
10,550 |
|
3.875%, 08/22/2037 |
|
|
4,470 |
|
|
|
4,106 |
|
3.100%, 05/12/2051 |
|
|
9,120 |
|
|
|
6,574 |
|
1.650%, 05/12/2028 |
|
|
2,520 |
|
|
|
2,313 |
|
American Honda Finance MTN |
|
|
|
|
|
|
|
|
5.800%, 10/03/2025 |
|
|
9,545 |
|
|
|
9,662 |
|
5.650%, 11/15/2028 |
|
|
7,680 |
|
|
|
8,061 |
|
5.125%, 07/07/2028 |
|
|
1,326 |
|
|
|
1,361 |
|
2.300%, 09/09/2026 |
|
|
3,200 |
|
|
|
3,074 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
5.050%, 04/02/2026 (A) |
|
|
10,225 |
|
|
|
10,303 |
|
4.650%, 08/13/2029 (A) |
|
|
4,240 |
|
|
|
4,263 |
|
2.550%, 04/01/2031 (A) |
|
|
7,250 |
|
|
|
6,386 |
|
British Airways Pass-Through Trust, Ser 2020-1A |
|
|
|
|
|
|
|
|
4.250%, 11/15/2032 (A) |
|
|
3,007 |
|
|
|
2,871 |
|
Daimler Truck Finance North America LLC |
|
|
|
|
|
|
|
|
5.125%, 09/25/2027 (A) |
|
|
8,310 |
|
|
|
8,447 |
|
Ferguson Finance PLC |
|
|
|
|
|
|
|
|
4.500%, 10/24/2028 (A) |
|
|
1,717 |
|
|
|
1,702 |
|
3.250%, 06/02/2030 (A) |
|
|
3,790 |
|
|
|
3,498 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
6.050%, 03/05/2031 |
|
|
3,800 |
|
|
|
3,905 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.950%, 04/04/2034 |
|
|
3,575 |
|
|
|
3,700 |
|
5.750%, 02/08/2031 |
|
|
2,315 |
|
|
|
2,392 |
|
5.350%, 07/15/2027 |
|
|
2,825 |
|
|
|
2,876 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.400%, 06/25/2064 |
|
|
1,575 |
|
|
|
1,619 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.300%, 06/25/2054 |
|
$ |
2,245 |
|
|
$ |
2,292 |
|
5.125%, 04/30/2025 |
|
|
9,240 |
|
|
|
9,267 |
|
4.950%, 06/25/2034 |
|
|
12,030 |
|
|
|
12,328 |
|
4.500%, 12/06/2048 |
|
|
2,035 |
|
|
|
1,853 |
|
4.400%, 03/15/2045 |
|
|
3,217 |
|
|
|
2,920 |
|
4.250%, 04/01/2046 |
|
|
445 |
|
|
|
394 |
|
3.900%, 06/15/2047 |
|
|
1,505 |
|
|
|
1,254 |
|
3.350%, 04/15/2050 |
|
|
1,380 |
|
|
|
1,032 |
|
3.300%, 04/15/2040 |
|
|
965 |
|
|
|
790 |
|
3.250%, 04/15/2032 |
|
|
4,344 |
|
|
|
4,009 |
|
2.800%, 09/14/2027 |
|
|
3,380 |
|
|
|
3,252 |
|
2.750%, 09/15/2051 |
|
|
3,000 |
|
|
|
1,969 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.950%, 09/21/2026 (A) |
|
|
7,675 |
|
|
|
7,851 |
|
5.450%, 06/24/2026 (A) |
|
|
8,115 |
|
|
|
8,214 |
|
5.400%, 01/08/2031 (A) |
|
|
4,125 |
|
|
|
4,236 |
|
5.350%, 03/19/2029 (A) |
|
|
214 |
|
|
|
218 |
|
5.300%, 03/19/2027 (A) |
|
|
7,770 |
|
|
|
7,884 |
|
Hyundai Capital Services |
|
|
|
|
|
|
|
|
5.125%, 02/05/2029 (A) |
|
|
3,420 |
|
|
|
3,469 |
|
Lowe's |
|
|
|
|
|
|
|
|
1.700%, 09/15/2028 |
|
|
2,780 |
|
|
|
2,502 |
|
1.300%, 04/15/2028 |
|
|
3,000 |
|
|
|
2,694 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
3,525 |
|
|
|
3,908 |
|
Northwestern University |
|
|
|
|
|
|
|
|
4.643%, 12/01/2044 |
|
|
115 |
|
|
|
112 |
|
3.662%, 12/01/2057 |
|
|
2,075 |
|
|
|
1,694 |
|
O'Reilly Automotive |
|
|
|
|
|
|
|
|
5.750%, 11/20/2026 |
|
|
4,575 |
|
|
|
4,686 |
|
Resorts World Las Vegas LLC / RWLV Capital |
|
|
|
|
|
|
|
|
4.625%, 04/06/2031 (A) |
|
|
2,465 |
|
|
|
2,144 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.100%, 03/21/2031 |
|
|
8,110 |
|
|
|
8,360 |
|
5.050%, 05/16/2029 |
|
|
7,770 |
|
|
|
8,005 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
4.550%, 08/09/2029 |
|
|
4,245 |
|
|
|
4,281 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
3,535 |
|
|
|
3,665 |
|
2.805%, 10/01/2050 |
|
|
204 |
|
|
|
142 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
1.250%, 11/24/2025 (A) |
|
|
9,505 |
|
|
|
9,101 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
224,933 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 4.5% |
|
|
|
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
14,765 |
|
|
|
14,175 |
|
4.700%, 02/01/2036 |
|
|
14,736 |
|
|
|
14,555 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.000%, 11/15/2039 |
|
|
5,774 |
|
|
|
7,547 |
|
5.550%, 01/23/2049 |
|
|
5,035 |
|
|
|
5,277 |
|
5.000%, 06/15/2034 |
|
|
1,325 |
|
|
|
1,359 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 01/23/2029 |
|
$ |
5,220 |
|
|
$ |
5,317 |
|
4.600%, 04/15/2048 |
|
|
256 |
|
|
|
237 |
|
4.439%, 10/06/2048 |
|
|
1,370 |
|
|
|
1,225 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.390%, 08/15/2037 |
|
|
3,458 |
|
|
|
3,085 |
|
2.259%, 03/25/2028 |
|
|
5,280 |
|
|
|
4,865 |
|
Campbell Soup |
|
|
|
|
|
|
|
|
5.300%, 03/20/2026 |
|
|
5,110 |
|
|
|
5,170 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
5.400%, 05/13/2064 |
|
|
1,340 |
|
|
|
1,387 |
|
5.300%, 05/13/2054 |
|
|
225 |
|
|
|
233 |
|
5.200%, 01/14/2055 |
|
|
4,550 |
|
|
|
4,636 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
8.353%, 07/10/2031 (A) |
|
|
1,465 |
|
|
|
1,609 |
|
7.507%, 01/10/2032 (A) |
|
|
1,021 |
|
|
|
1,080 |
|
6.036%, 12/10/2028 |
|
|
1,546 |
|
|
|
1,566 |
|
4.163%, 08/11/2036 (A) |
|
|
1,573 |
|
|
|
1,419 |
|
Diageo Capital PLC |
|
|
|
|
|
|
|
|
5.375%, 10/05/2026 |
|
|
7,300 |
|
|
|
7,437 |
|
5.300%, 10/24/2027 |
|
|
3,786 |
|
|
|
3,890 |
|
ERAC USA Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 02/15/2029 (A) |
|
|
2,780 |
|
|
|
2,850 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
3,075 |
|
|
|
3,092 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (A) |
|
|
7,088 |
|
|
|
7,771 |
|
6.500%, 12/01/2052 |
|
|
4,720 |
|
|
|
4,972 |
|
5.750%, 04/01/2033 |
|
|
1,247 |
|
|
|
1,276 |
|
5.125%, 02/01/2028 |
|
|
9,825 |
|
|
|
9,875 |
|
3.000%, 02/02/2029 |
|
|
2,915 |
|
|
|
2,693 |
|
2.500%, 01/15/2027 |
|
|
4,575 |
|
|
|
4,344 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
860 |
|
|
|
866 |
|
Kroger |
|
|
|
|
|
|
|
|
5.000%, 09/15/2034 |
|
|
2,555 |
|
|
|
2,547 |
|
Mars |
|
|
|
|
|
|
|
|
4.200%, 04/01/2059 (A) |
|
|
1,620 |
|
|
|
1,331 |
|
3.200%, 04/01/2030 (A) |
|
|
2,435 |
|
|
|
2,283 |
|
2.700%, 04/01/2025 (A) |
|
|
1,780 |
|
|
|
1,756 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.500%, 09/24/2025 (A) |
|
|
5,465 |
|
|
|
5,414 |
|
PepsiCo |
|
|
|
|
|
|
|
|
5.250%, 07/17/2054 |
|
|
5,640 |
|
|
|
5,850 |
|
4.200%, 07/18/2052 |
|
|
1,730 |
|
|
|
1,516 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 09/07/2033 |
|
|
2,915 |
|
|
|
3,061 |
|
5.125%, 11/17/2027 |
|
|
6,085 |
|
|
|
6,221 |
|
5.125%, 02/15/2030 |
|
|
2,955 |
|
|
|
3,038 |
|
5.125%, 02/13/2031 |
|
|
5,485 |
|
|
|
5,626 |
|
4.500%, 03/20/2042 |
|
|
2,830 |
|
|
|
2,563 |
|
4.375%, 11/15/2041 |
|
|
2,207 |
|
|
|
1,957 |
|
3.875%, 08/21/2042 |
|
|
3,890 |
|
|
|
3,220 |
|
0.875%, 05/01/2026 |
|
|
3,360 |
|
|
|
3,166 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
$ |
980 |
|
|
$ |
1,146 |
|
7.250%, 06/15/2037 |
|
|
2,870 |
|
|
|
3,257 |
|
4.450%, 06/12/2025 |
|
|
1,124 |
|
|
|
1,118 |
|
Triton Container International |
|
|
|
|
|
|
|
|
2.050%, 04/15/2026 (A) |
|
|
2,335 |
|
|
|
2,222 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 04/15/2053 |
|
|
4,346 |
|
|
|
4,089 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,189 |
|
| |
|
|
|
|
|
|
|
|
Energy — 4.3% |
|
|
|
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.937%, 09/21/2028 |
|
|
2,370 |
|
|
|
2,334 |
|
3.379%, 02/08/2061 |
|
|
1,681 |
|
|
|
1,164 |
|
3.060%, 06/17/2041 |
|
|
345 |
|
|
|
263 |
|
3.001%, 03/17/2052 |
|
|
5,500 |
|
|
|
3,721 |
|
2.939%, 06/04/2051 |
|
|
555 |
|
|
|
372 |
|
2.772%, 11/10/2050 |
|
|
1,810 |
|
|
|
1,175 |
|
BP Capital Markets PLC |
|
|
|
|
|
|
|
|
3.723%, 11/28/2028 |
|
|
10,659 |
|
|
|
10,389 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
5.125%, 06/30/2027 |
|
|
2,120 |
|
|
|
2,141 |
|
2.742%, 12/31/2039 |
|
|
2,925 |
|
|
|
2,380 |
|
Chevron |
|
|
|
|
|
|
|
|
2.236%, 05/11/2030 |
|
|
6,587 |
|
|
|
5,909 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.550%, 03/15/2054 |
|
|
5,170 |
|
|
|
5,314 |
|
5.050%, 09/15/2033 |
|
|
7,405 |
|
|
|
7,594 |
|
4.025%, 03/15/2062 |
|
|
4,165 |
|
|
|
3,293 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
4.250%, 03/15/2052 |
|
|
3,050 |
|
|
|
2,446 |
|
Energy Transfer LP |
|
|
|
|
|
|
|
|
6.550%, 12/01/2033 |
|
|
2,365 |
|
|
|
2,586 |
|
6.050%, 12/01/2026 |
|
|
7,375 |
|
|
|
7,593 |
|
5.950%, 05/15/2054 |
|
|
3,055 |
|
|
|
3,085 |
|
5.250%, 04/15/2029 |
|
|
5,000 |
|
|
|
5,111 |
|
4.000%, 10/01/2027 |
|
|
3,865 |
|
|
|
3,795 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.950%, 05/15/2054 (A) |
|
|
2,630 |
|
|
|
2,704 |
|
5.500%, 05/15/2034 (A) |
|
|
3,970 |
|
|
|
4,091 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
5.550%, 02/16/2055 |
|
|
1,955 |
|
|
|
1,989 |
|
4.850%, 01/31/2034 |
|
|
4,850 |
|
|
|
4,869 |
|
4.850%, 08/15/2042 |
|
|
3,620 |
|
|
|
3,403 |
|
4.850%, 03/15/2044 |
|
|
2,570 |
|
|
|
2,403 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.375%, 04/15/2030 |
|
|
2,065 |
|
|
|
2,068 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
935 |
|
|
|
859 |
|
4.114%, 03/01/2046 |
|
|
1,750 |
|
|
|
1,524 |
|
3.452%, 04/15/2051 |
|
|
3,265 |
|
|
|
2,483 |
|
3.095%, 08/16/2049 |
|
|
1,125 |
|
|
|
809 |
|
2.995%, 08/16/2039 |
|
|
2,830 |
|
|
|
2,278 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (A) |
|
$ |
2,912 |
|
|
$ |
2,419 |
|
1.750%, 09/30/2027 (A) |
|
|
2,483 |
|
|
|
2,365 |
|
Greensaif Pipelines Bidco Sarl |
|
|
|
|
|
|
|
|
6.103%, 08/23/2042 (A) |
|
|
2,525 |
|
|
|
2,590 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
5,910 |
|
|
|
6,275 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
6,075 |
|
|
|
5,988 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
6.050%, 10/01/2054 |
|
|
1,110 |
|
|
|
1,129 |
|
5.550%, 10/01/2034 |
|
|
2,980 |
|
|
|
3,028 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.246%, 05/01/2028 (A) |
|
|
3,700 |
|
|
|
3,630 |
|
Sabine Pass Liquefaction LLC |
|
|
|
|
|
|
|
|
5.900%, 09/15/2037 |
|
|
2,930 |
|
|
|
3,089 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
5.750%, 07/17/2054 (A) |
|
|
2,835 |
|
|
|
2,843 |
|
Schlumberger Investment |
|
|
|
|
|
|
|
|
5.000%, 06/01/2034 |
|
|
3,800 |
|
|
|
3,874 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
1,640 |
|
|
|
1,873 |
|
4.550%, 08/12/2043 |
|
|
3,205 |
|
|
|
3,000 |
|
4.125%, 05/11/2035 |
|
|
4,275 |
|
|
|
4,088 |
|
4.000%, 05/10/2046 |
|
|
4,145 |
|
|
|
3,477 |
|
3.750%, 09/12/2046 |
|
|
4,600 |
|
|
|
3,703 |
|
2.500%, 09/12/2026 |
|
|
355 |
|
|
|
343 |
|
2.375%, 11/07/2029 |
|
|
2,905 |
|
|
|
2,654 |
|
Spectra Energy Partners LP |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
1,965 |
|
|
|
1,916 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
3,445 |
|
|
|
4,054 |
|
2.900%, 03/01/2030 (A) |
|
|
4,099 |
|
|
|
3,716 |
|
Texas Eastern Transmission LP |
|
|
|
|
|
|
|
|
3.500%, 01/15/2028 (A) |
|
|
3,373 |
|
|
|
3,242 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
5.638%, 04/05/2064 |
|
|
30 |
|
|
|
31 |
|
5.488%, 04/05/2054 |
|
|
315 |
|
|
|
325 |
|
3.883%, 10/11/2028 |
|
|
5,330 |
|
|
|
5,248 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
700 |
|
|
|
494 |
|
3.127%, 05/29/2050 |
|
|
2,340 |
|
|
|
1,664 |
|
2.986%, 06/29/2041 |
|
|
280 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
177,415 |
|
| |
|
|
|
|
|
|
|
|
Financials — 34.5% |
|
|
|
|
AIA Group |
|
|
|
|
|
|
|
|
3.600%, 04/09/2029 (A) |
|
|
8,100 |
|
|
|
7,805 |
|
AIB Group PLC MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (A)(B) |
|
|
780 |
|
|
|
807 |
|
Aircastle |
|
|
|
|
|
|
|
|
5.750%, 10/01/2031 (A) |
|
|
2,850 |
|
|
|
2,893 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Alleghany |
|
|
|
|
|
|
|
|
3.250%, 08/15/2051 |
|
$ |
3,470 |
|
|
$ |
2,493 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.184%, SOFRRATE + 2.290%, 07/26/2035 (B) |
|
|
4,535 |
|
|
|
4,619 |
|
American Express |
|
|
|
|
|
|
|
|
6.489%, SOFRRATE + 1.940%, 10/30/2031 (B) |
|
|
4,178 |
|
|
|
4,589 |
|
5.284%, SOFRRATE + 1.420%, 07/26/2035 (B) |
|
|
4,579 |
|
|
|
4,679 |
|
2.550%, 03/04/2027 |
|
|
5,980 |
|
|
|
5,723 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
315 |
|
|
|
293 |
|
ANZ New Zealand International |
|
|
|
|
|
|
|
|
1.250%, 06/22/2026 (A) |
|
|
6,120 |
|
|
|
5,779 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.750%, 03/01/2054 |
|
|
3,995 |
|
|
|
4,137 |
|
Apollo Global Management |
|
|
|
|
|
|
|
|
5.800%, 05/21/2054 |
|
|
4,320 |
|
|
|
4,446 |
|
ASB Bank |
|
|
|
|
|
|
|
|
1.625%, 10/22/2026 (A) |
|
|
4,970 |
|
|
|
4,675 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
2.950%, 11/12/2026 (A) |
|
|
10,525 |
|
|
|
10,128 |
|
2.500%, 03/24/2028 (A) |
|
|
5,135 |
|
|
|
4,711 |
|
Athene Global Funding MTN |
|
|
|
|
|
|
|
|
4.860%, 08/27/2026 (A) |
|
|
4,690 |
|
|
|
4,697 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
6.375%, 05/04/2028 (A) |
|
|
3,450 |
|
|
|
3,586 |
|
5.750%, 03/01/2029 (A) |
|
|
2,390 |
|
|
|
2,448 |
|
5.750%, 11/15/2029 (A) |
|
|
3,500 |
|
|
|
3,583 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.607%, 11/07/2028 |
|
|
5,765 |
|
|
|
6,208 |
|
5.439%, 07/15/2031 |
|
|
4,600 |
|
|
|
4,738 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.000%, 10/15/2036 |
|
|
485 |
|
|
|
527 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
6,845 |
|
|
|
7,275 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
5,520 |
|
|
|
5,766 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
11,805 |
|
|
|
12,219 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
6,735 |
|
|
|
6,908 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
21,485 |
|
|
|
21,019 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
7,995 |
|
|
|
7,709 |
|
3.366%, TSFR3M + 1.072%, 01/23/2026 (B) |
|
|
12,030 |
|
|
|
11,931 |
|
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
|
|
9,230 |
|
|
|
7,278 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
6,300 |
|
|
|
5,651 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
$ |
2,205 |
|
|
$ |
1,907 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.425%, SOFRRATE + 1.913%, 08/15/2035 (B) |
|
|
7,085 |
|
|
|
7,100 |
|
4.948%, SOFRRATE + 2.040%, 07/22/2028 (B) |
|
|
4,075 |
|
|
|
4,117 |
|
4.271%, TSFR3M + 1.572%, 07/23/2029 (B) |
|
|
10,455 |
|
|
|
10,344 |
|
4.183%, 11/25/2027 |
|
|
7,485 |
|
|
|
7,410 |
|
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
|
|
5,120 |
|
|
|
4,983 |
|
3.705%, TSFR3M + 1.774%, 04/24/2028 (B) |
|
|
15,045 |
|
|
|
14,706 |
|
3.559%, TSFR3M + 1.322%, 04/23/2027 (B) |
|
|
690 |
|
|
|
678 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
1,455 |
|
|
|
1,283 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
|
|
32,603 |
|
|
|
23,828 |
|
Bank of Ireland Group PLC |
|
|
|
|
|
|
|
|
5.601%, SOFRRATE + 1.620%, 03/20/2030 (A)(B) |
|
|
3,380 |
|
|
|
3,461 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) |
|
|
5,447 |
|
|
|
5,802 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(C) |
|
|
3,150 |
|
|
|
3,101 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
7.325%, H15T1Y + 3.050%, 11/02/2026 (B) |
|
|
5,220 |
|
|
|
5,351 |
|
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B) |
|
|
1,436 |
|
|
|
1,481 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
3.850%, 03/15/2052 |
|
|
3,685 |
|
|
|
3,033 |
|
1.450%, 10/15/2030 |
|
|
4,000 |
|
|
|
3,417 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.350%, 01/08/2055 |
|
|
2,590 |
|
|
|
2,658 |
|
5.250%, 03/14/2054 |
|
|
5,200 |
|
|
|
5,273 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.200%, 04/22/2033 (A) |
|
|
2,200 |
|
|
|
2,392 |
|
3.500%, 09/10/2049 (A) |
|
|
2,250 |
|
|
|
1,671 |
|
3.150%, 10/02/2027 (A) |
|
|
1,878 |
|
|
|
1,804 |
|
2.550%, 03/30/2032 (A) |
|
|
2,000 |
|
|
|
1,714 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (A)(B) |
|
|
3,210 |
|
|
|
3,294 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B) |
|
|
4,495 |
|
|
|
4,563 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (A)(B) |
|
|
2,785 |
|
|
|
2,820 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
5.550%, 04/09/2027 (A) |
|
|
8,935 |
|
|
|
9,051 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
$ |
9,500 |
|
|
$ |
10,004 |
|
2.724%, 04/15/2031 |
|
|
4,200 |
|
|
|
3,719 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
3,995 |
|
|
|
4,297 |
|
5.615%, 07/17/2026 |
|
|
7,155 |
|
|
|
7,276 |
|
Cantor Fitzgerald LP |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (A) |
|
|
2,335 |
|
|
|
2,301 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
5.884%, SOFRRATE + 1.990%, 07/26/2035 (B) |
|
|
855 |
|
|
|
877 |
|
3.650%, 05/11/2027 |
|
|
4,523 |
|
|
|
4,413 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.875%, 08/24/2026 |
|
|
2,915 |
|
|
|
2,988 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
8,928 |
|
|
|
9,237 |
|
Chubb INA Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
1,000 |
|
|
|
1,160 |
|
4.650%, 08/15/2029 |
|
|
3,595 |
|
|
|
3,648 |
|
4.350%, 11/03/2045 |
|
|
1,138 |
|
|
|
1,022 |
|
CI Financial |
|
|
|
|
|
|
|
|
3.200%, 12/17/2030 |
|
|
5,775 |
|
|
|
4,775 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.920%, 05/15/2028 |
|
|
3,363 |
|
|
|
3,646 |
|
6.125%, 11/01/2034 |
|
|
2,882 |
|
|
|
3,079 |
|
Citadel Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 03/09/2026 (A) |
|
|
3,615 |
|
|
|
3,510 |
|
Citadel LP |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (A) |
|
|
3,620 |
|
|
|
3,601 |
|
Citibank |
|
|
|
|
|
|
|
|
5.570%, 04/30/2034 |
|
|
910 |
|
|
|
956 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
5,191 |
|
|
|
5,480 |
|
5.449%, SOFRRATE + 1.447%, 06/11/2035 (B) |
|
|
4,985 |
|
|
|
5,123 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
14,825 |
|
|
|
15,108 |
|
4.450%, 09/29/2027 |
|
|
190 |
|
|
|
189 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
|
|
2,918 |
|
|
|
2,510 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
|
6,134 |
|
|
|
5,397 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
|
|
2,160 |
|
|
|
1,571 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
13,030 |
|
|
|
11,287 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
2,676 |
|
|
|
2,286 |
|
CME Group |
|
|
|
|
|
|
|
|
5.300%, 09/15/2043 |
|
|
2,500 |
|
|
|
2,623 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
1.125%, 06/15/2026 (A) |
|
|
3,668 |
|
|
|
3,468 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(B) |
|
$ |
3,345 |
|
|
$ |
3,084 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.850%, 04/05/2029 |
|
|
2,820 |
|
|
|
2,723 |
|
3.500%, 04/04/2025 |
|
|
4,305 |
|
|
|
4,260 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B) |
|
|
4,210 |
|
|
|
4,002 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
5,584 |
|
|
|
5,604 |
|
Depository Trust & Clearing |
|
|
|
|
|
|
|
|
3.375%, H15T5Y + 2.606%(A)(B)(C) |
|
|
3,250 |
|
|
|
3,091 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
4,410 |
|
|
|
4,693 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
1.400%, 07/07/2025 (A) |
|
|
1,473 |
|
|
|
1,431 |
|
1.400%, 08/27/2027 (A) |
|
|
1,973 |
|
|
|
1,803 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (A) |
|
|
10,151 |
|
|
|
9,535 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
4.400%, 08/23/2025 (A) |
|
|
5,170 |
|
|
|
5,148 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
5.500%, 01/08/2029 (A) |
|
|
5,900 |
|
|
|
6,052 |
|
3.850%, 04/11/2025 (A) |
|
|
5,890 |
|
|
|
5,839 |
|
2.250%, 01/06/2027 (A) |
|
|
1,550 |
|
|
|
1,465 |
|
1.950%, 09/15/2028 (A) |
|
|
4,705 |
|
|
|
4,239 |
|
1.625%, 01/15/2026 (A) |
|
|
6,360 |
|
|
|
6,090 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
4,595 |
|
|
|
4,989 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
460 |
|
|
|
519 |
|
6.450%, 05/01/2036 |
|
|
670 |
|
|
|
740 |
|
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B) |
|
|
2,890 |
|
|
|
2,909 |
|
5.727%, SOFRRATE + 1.265%, 04/25/2030 (B) |
|
|
3,695 |
|
|
|
3,851 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
|
|
1,030 |
|
|
|
952 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
|
|
1,512 |
|
|
|
1,339 |
|
3.850%, 01/26/2027 |
|
|
150 |
|
|
|
148 |
|
3.500%, 11/16/2026 |
|
|
6,113 |
|
|
|
5,977 |
|
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
|
|
2,073 |
|
|
|
1,641 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
8,785 |
|
|
|
8,767 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
7,270 |
|
|
|
5,623 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
5,467 |
|
|
|
4,719 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.640%, SOFRRATE + 1.114%, 02/24/2028 (B) |
|
$ |
4,975 |
|
|
$ |
4,747 |
|
2.600%, 02/07/2030 |
|
|
1,065 |
|
|
|
967 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
23,926 |
|
|
|
20,372 |
|
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B) |
|
|
460 |
|
|
|
387 |
|
1.948%, SOFRRATE + 0.913%, 10/21/2027 (B) |
|
|
6,340 |
|
|
|
5,989 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
9,215 |
|
|
|
8,750 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
4,945 |
|
|
|
4,699 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,096 |
|
|
|
8,296 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.390%, SOFRRATE + 3.350%, 11/03/2028 (B) |
|
|
5,152 |
|
|
|
5,545 |
|
4.041%, TSFR3M + 1.808%, 03/13/2028 (B) |
|
|
11,362 |
|
|
|
11,163 |
|
2.999%, SOFRRATE + 1.430%, 03/10/2026 (B) |
|
|
1,140 |
|
|
|
1,126 |
|
Huntington Bancshares |
|
|
|
|
|
|
|
|
6.208%, SOFRRATE + 2.020%, 08/21/2029 (B) |
|
|
4,365 |
|
|
|
4,586 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
5.250%, 06/15/2031 |
|
|
12,390 |
|
|
|
12,873 |
|
4.250%, 09/21/2048 |
|
|
1,454 |
|
|
|
1,282 |
|
3.000%, 06/15/2050 |
|
|
1,100 |
|
|
|
776 |
|
International Bank for Reconstruction & Development |
|
|
|
|
|
|
|
|
3.875%, 02/14/2030 |
|
|
12,420 |
|
|
|
12,436 |
|
3.500%, 07/12/2028 |
|
|
5,290 |
|
|
|
5,233 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
3,295 |
|
|
|
2,851 |
|
Jackson National Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 01/09/2026 (A) |
|
|
3,000 |
|
|
|
3,019 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,361 |
|
|
|
1,645 |
|
7.750%, 07/15/2025 |
|
|
1,690 |
|
|
|
1,732 |
|
6.400%, 05/15/2038 |
|
|
2,812 |
|
|
|
3,254 |
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
|
|
15,545 |
|
|
|
17,039 |
|
6.060%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
1,630 |
|
|
|
1,589 |
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
|
|
4,325 |
|
|
|
4,594 |
|
5.581%, SOFRRATE + 1.160%, 04/22/2030 (B) |
|
|
4,000 |
|
|
|
4,165 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
|
|
3,900 |
|
|
|
4,016 |
|
5.294%, SOFRRATE + 1.460%, 07/22/2035 (B) |
|
|
9,389 |
|
|
|
9,635 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.995%, SOFRRATE + 1.125%, 07/22/2030 (B) |
|
$ |
130 |
|
|
$ |
132 |
|
4.912%, SOFRRATE + 2.080%, 07/25/2033 (B) |
|
|
595 |
|
|
|
598 |
|
4.565%, SOFRRATE + 1.750%, 06/14/2030 (B) |
|
|
5,965 |
|
|
|
5,969 |
|
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
|
|
3,784 |
|
|
|
3,170 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
6,195 |
|
|
|
5,527 |
|
3.509%, TSFR3M + 1.207%, 01/23/2029 (B) |
|
|
15,147 |
|
|
|
14,661 |
|
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
|
|
10,745 |
|
|
|
8,390 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
7,903 |
|
|
|
7,092 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
5,040 |
|
|
|
4,612 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
2,500 |
|
|
|
2,112 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
1,985 |
|
|
|
1,964 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
5,343 |
|
|
|
5,017 |
|
KKR Group Finance XII LLC |
|
|
|
|
|
|
|
|
4.850%, 05/17/2032 (A) |
|
|
3,073 |
|
|
|
3,043 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
3.875%, 06/15/2028 |
|
|
13,775 |
|
|
|
13,816 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
|
|
2,641 |
|
|
|
2,730 |
|
2.438%, H15T1Y + 1.000%, 02/05/2026 (B) |
|
|
4,500 |
|
|
|
4,444 |
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
|
|
2,636 |
|
|
|
2,499 |
|
LSEGA Financing PLC |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
3,618 |
|
|
|
2,819 |
|
1.375%, 04/06/2026 (A) |
|
|
5,011 |
|
|
|
4,767 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.208%, 06/15/2026 (A) |
|
|
2,680 |
|
|
|
2,713 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.207%, 11/22/2024 (A) |
|
|
1,593 |
|
|
|
1,595 |
|
1.629%, SOFRRATE + 0.910%, 09/23/2027 (A)(B) |
|
|
3,944 |
|
|
|
3,700 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
6.250%, 11/01/2052 |
|
|
2,790 |
|
|
|
3,189 |
|
5.700%, 09/15/2053 |
|
|
300 |
|
|
|
319 |
|
5.450%, 03/15/2054 |
|
|
350 |
|
|
|
360 |
|
4.900%, 03/15/2049 |
|
|
1,045 |
|
|
|
989 |
|
4.750%, 03/15/2039 |
|
|
5,100 |
|
|
|
4,954 |
|
4.350%, 01/30/2047 |
|
|
1,270 |
|
|
|
1,108 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.375%, 04/15/2050 (A) |
|
|
1,153 |
|
|
|
827 |
|
3.200%, 12/01/2061 (A) |
|
|
7,385 |
|
|
|
4,741 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MassMutual Global Funding II |
|
|
|
|
|
|
|
|
1.200%, 07/16/2026 (A) |
|
$ |
6,000 |
|
|
$ |
5,654 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.300%, 03/26/2027 |
|
|
2,790 |
|
|
|
2,735 |
|
Met Tower Global Funding MTN |
|
|
|
|
|
|
|
|
1.250%, 09/14/2026 (A) |
|
|
7,645 |
|
|
|
7,173 |
|
MetLife |
|
|
|
|
|
|
|
|
6.375%, 06/15/2034 |
|
|
3,885 |
|
|
|
4,340 |
|
5.250%, 01/15/2054 |
|
|
1,720 |
|
|
|
1,726 |
|
5.000%, 07/15/2052 |
|
|
5,335 |
|
|
|
5,137 |
|
4.050%, 03/01/2045 |
|
|
1,250 |
|
|
|
1,058 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
2.950%, 04/09/2030 (A) |
|
|
2,755 |
|
|
|
2,537 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.150%, 03/28/2033 (A) |
|
|
4,990 |
|
|
|
5,117 |
|
2.400%, 01/11/2032 (A) |
|
|
6,095 |
|
|
|
5,204 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
3,480 |
|
|
|
3,487 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
6,040 |
|
|
|
6,038 |
|
Moody's |
|
|
|
|
|
|
|
|
2.000%, 08/19/2031 |
|
|
2,847 |
|
|
|
2,415 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
930 |
|
|
|
963 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
7,270 |
|
|
|
7,491 |
|
5.320%, SOFRRATE + 1.555%, 07/19/2035 (B) |
|
|
3,050 |
|
|
|
3,116 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B) |
|
|
360 |
|
|
|
357 |
|
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B) |
|
|
3,195 |
|
|
|
3,251 |
|
5.042%, SOFRRATE + 1.215%, 07/19/2030 (B) |
|
|
5,385 |
|
|
|
5,477 |
|
4.210%, SOFRRATE + 1.610%, 04/20/2028 (B) |
|
|
16,044 |
|
|
|
15,900 |
|
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B) |
|
|
867 |
|
|
|
680 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
9,665 |
|
|
|
9,182 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
|
|
5,260 |
|
|
|
5,564 |
|
5.656%, SOFRRATE + 1.260%, 04/18/2030 (B) |
|
|
4,390 |
|
|
|
4,571 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
6,360 |
|
|
|
6,467 |
|
4.300%, 01/27/2045 |
|
|
4,520 |
|
|
|
4,055 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
|
|
3,395 |
|
|
|
3,025 |
|
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B) |
|
|
3,885 |
|
|
|
3,698 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
$ |
10,150 |
|
|
$ |
8,589 |
|
Mutual of Omaha Global Funding |
|
|
|
|
|
|
|
|
5.350%, 04/09/2027 (A) |
|
|
3,450 |
|
|
|
3,511 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
6,875 |
|
|
|
7,161 |
|
5.350%, 06/28/2028 |
|
|
2,905 |
|
|
|
3,001 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B) |
|
|
5,465 |
|
|
|
5,228 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,450 |
|
|
|
1,929 |
|
4.350%, 04/30/2050 (A) |
|
|
2,171 |
|
|
|
1,721 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
7,616 |
|
|
|
7,821 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
4,320 |
|
|
|
4,087 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
4.900%, 06/13/2028 (A) |
|
|
8,225 |
|
|
|
8,387 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
3.600%, 08/05/2025 (A) |
|
|
5,000 |
|
|
|
4,952 |
|
1.450%, 01/14/2025 (A) |
|
|
3,500 |
|
|
|
3,453 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
5.875%, 05/15/2033 (A) |
|
|
2,224 |
|
|
|
2,365 |
|
3.750%, 05/15/2050 (A) |
|
|
1,420 |
|
|
|
1,103 |
|
Northwestern Mutual Global Funding MTN |
|
|
|
|
|
|
|
|
4.900%, 06/12/2028 (A) |
|
|
3,000 |
|
|
|
3,055 |
|
4.000%, 07/01/2025 (A) |
|
|
3,300 |
|
|
|
3,280 |
|
Nuveen LLC |
|
|
|
|
|
|
|
|
5.550%, 01/15/2030 (A) |
|
|
4,010 |
|
|
|
4,157 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (A) |
|
|
7,865 |
|
|
|
8,011 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, SOFRRATE + 2.796%, 10/24/2067 (A)(B) |
|
|
3,845 |
|
|
|
3,115 |
|
Peachtree Corners Funding Trust |
|
|
|
|
|
|
|
|
3.976%, 02/15/2025 (A) |
|
|
4,431 |
|
|
|
4,391 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
1,050 |
|
|
|
1,182 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
4,661 |
|
|
|
4,683 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
14,285 |
|
|
|
14,754 |
|
5.401%, SOFRRATE + 1.599%, 07/23/2035 (B) |
|
|
6,200 |
|
|
|
6,350 |
|
2.600%, 07/23/2026 |
|
|
8,465 |
|
|
|
8,163 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (A) |
|
|
3,110 |
|
|
|
3,088 |
|
1.500%, 08/27/2030 (A) |
|
|
3,374 |
|
|
|
2,812 |
|
1.375%, 01/10/2025 (A) |
|
|
3,500 |
|
|
|
3,454 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prologis Targeted US Logistics Fund LP |
|
|
|
|
|
|
|
|
5.250%, 04/01/2029 (A) |
|
$ |
2,300 |
|
|
$ |
2,349 |
|
5.250%, 01/15/2035 (A) |
|
|
7,831 |
|
|
|
7,905 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
1,660 |
|
|
|
1,771 |
|
1.500%, 03/10/2026 |
|
|
2,445 |
|
|
|
2,343 |
|
Prudential Funding Asia PLC |
|
|
|
|
|
|
|
|
3.125%, 04/14/2030 |
|
|
2,008 |
|
|
|
1,867 |
|
Prudential Insurance of America |
|
|
|
|
|
|
|
|
8.300%, 07/01/2025 (A) |
|
|
2,820 |
|
|
|
2,879 |
|
Radian Group |
|
|
|
|
|
|
|
|
6.200%, 05/15/2029 |
|
|
3,100 |
|
|
|
3,228 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
6.000%, 11/01/2027 |
|
|
10,174 |
|
|
|
10,663 |
|
4.950%, 02/01/2029 |
|
|
2,890 |
|
|
|
2,956 |
|
2.300%, 11/03/2031 |
|
|
2,115 |
|
|
|
1,825 |
|
S&P Global |
|
|
|
|
|
|
|
|
2.700%, 03/01/2029 |
|
|
6,138 |
|
|
|
5,735 |
|
2.450%, 03/01/2027 |
|
|
12,055 |
|
|
|
11,535 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B) |
|
|
5,410 |
|
|
|
5,516 |
|
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
|
3,138 |
|
|
|
2,792 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
5.375%, 03/05/2029 (A) |
|
|
3,115 |
|
|
|
3,199 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (A) |
|
|
1,672 |
|
|
|
1,737 |
|
State Street |
|
|
|
|
|
|
|
|
5.159%, SOFRRATE + 1.890%, 05/18/2034 (B) |
|
|
3,189 |
|
|
|
3,263 |
|
4.421%, SOFRRATE + 1.605%, 05/13/2033 (B) |
|
|
3,026 |
|
|
|
2,970 |
|
3.031%, SOFRRATE + 1.490%, 11/01/2034 (B) |
|
|
5,445 |
|
|
|
4,979 |
|
Sumitomo Mitsui Financial Group |
|
|
|
|
|
|
|
|
0.948%, 01/12/2026 |
|
|
3,000 |
|
|
|
2,851 |
|
Synchrony Bank |
|
|
|
|
|
|
|
|
5.400%, 08/22/2025 |
|
|
3,320 |
|
|
|
3,322 |
|
Synchrony Financial |
|
|
|
|
|
|
|
|
5.935%, SOFRINDX + 2.130%, 08/02/2030 (B) |
|
|
5,510 |
|
|
|
5,609 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.523%, 07/17/2028 |
|
|
9,950 |
|
|
|
10,309 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
8,355 |
|
|
|
8,737 |
|
Truist Bank |
|
|
|
|
|
|
|
|
2.250%, 03/11/2030 |
|
|
1,010 |
|
|
|
878 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
|
10,799 |
|
|
|
11,734 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
1,250 |
|
|
|
1,276 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
|
$ |
11,385 |
|
|
$ |
11,896 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
9,010 |
|
|
|
9,331 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
|
|
1,790 |
|
|
|
1,780 |
|
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
|
|
5,465 |
|
|
|
5,285 |
|
4.873%, SOFRRATE + 1.435%, 01/26/2029 (B) |
|
|
4,925 |
|
|
|
4,937 |
|
1.887%, SOFRRATE + 0.862%, 06/07/2029 (B) |
|
|
8,496 |
|
|
|
7,677 |
|
1.267%, SOFRRATE + 0.609%, 03/02/2027 (B) |
|
|
12,780 |
|
|
|
12,083 |
|
1.200%, 08/05/2025 |
|
|
3,458 |
|
|
|
3,339 |
|
UBS |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 |
|
|
3,355 |
|
|
|
3,085 |
|
UBS Group |
|
|
|
|
|
|
|
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(B) |
|
|
1,995 |
|
|
|
2,164 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
|
|
3,150 |
|
|
|
3,267 |
|
4.703%, H15T1Y + 2.050%, 08/05/2027 (A)(B) |
|
|
11,960 |
|
|
|
11,936 |
|
3.869%, SOFRRATE + 1.410%, 01/12/2029 (A)(B) |
|
|
3,120 |
|
|
|
3,023 |
|
1.494%, H15T1Y + 0.850%, 08/10/2027 (A)(B) |
|
|
2,100 |
|
|
|
1,969 |
|
US Bancorp |
|
|
|
|
|
|
|
|
6.787%, SOFRRATE + 1.880%, 10/26/2027 (B) |
|
|
1,173 |
|
|
|
1,226 |
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
5,429 |
|
|
|
5,704 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
5,160 |
|
|
|
5,421 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
5,460 |
|
|
|
5,670 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
6,485 |
|
|
|
6,746 |
|
5.100%, SOFRRATE + 1.250%, 07/23/2030 (B) |
|
|
4,495 |
|
|
|
4,576 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
3,710 |
|
|
|
3,647 |
|
USAA Capital |
|
|
|
|
|
|
|
|
3.375%, 05/01/2025 (A) |
|
|
3,949 |
|
|
|
3,912 |
|
Visa |
|
|
|
|
|
|
|
|
4.150%, 12/14/2035 |
|
|
1,125 |
|
|
|
1,092 |
|
2.700%, 04/15/2040 |
|
|
360 |
|
|
|
276 |
|
2.000%, 08/15/2050 |
|
|
3,610 |
|
|
|
2,157 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
6.600%, 01/15/2038 |
|
|
2,620 |
|
|
|
2,979 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
3,390 |
|
|
|
3,733 |
|
5.950%, 12/15/2036 |
|
|
1,035 |
|
|
|
1,073 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.606%, 01/15/2044 |
|
$ |
1,196 |
|
|
$ |
1,211 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
3,110 |
|
|
|
3,209 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
3,600 |
|
|
|
3,689 |
|
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
|
|
985 |
|
|
|
753 |
|
3.000%, 04/22/2026 |
|
|
8,965 |
|
|
|
8,750 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.707%, SOFRRATE + 1.070%, 04/22/2028 (B) |
|
|
4,325 |
|
|
|
4,442 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
10,290 |
|
|
|
10,619 |
|
4.900%, 11/17/2045 |
|
|
1,655 |
|
|
|
1,517 |
|
4.750%, 12/07/2046 |
|
|
3,498 |
|
|
|
3,128 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
2,760 |
|
|
|
2,500 |
|
4.400%, 06/14/2046 |
|
|
1,225 |
|
|
|
1,042 |
|
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
|
|
12,541 |
|
|
|
12,203 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
12,260 |
|
|
|
11,951 |
|
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
|
4,705 |
|
|
|
4,313 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
8,865 |
|
|
|
8,363 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,417 |
|
|
|
2,353 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,428,445 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 9.2% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
3,910 |
|
|
|
4,052 |
|
5.050%, 03/15/2034 |
|
|
10,530 |
|
|
|
10,851 |
|
4.950%, 03/15/2031 |
|
|
7,910 |
|
|
|
8,145 |
|
4.550%, 03/15/2035 |
|
|
3,630 |
|
|
|
3,581 |
|
4.500%, 05/14/2035 |
|
|
8,060 |
|
|
|
7,924 |
|
4.250%, 11/21/2049 |
|
|
2,100 |
|
|
|
1,831 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
2,984 |
|
|
|
2,672 |
|
Amgen |
|
|
|
|
|
|
|
|
5.650%, 03/02/2053 |
|
|
2,800 |
|
|
|
2,880 |
|
5.507%, 03/02/2026 |
|
|
10,275 |
|
|
|
10,277 |
|
Ascension Health |
|
|
|
|
|
|
|
|
3.945%, 11/15/2046 |
|
|
2,394 |
|
|
|
2,047 |
|
3.106%, 11/15/2039 |
|
|
1,775 |
|
|
|
1,444 |
|
2.532%, 11/15/2029 |
|
|
3,730 |
|
|
|
3,432 |
|
Astrazeneca Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 02/26/2034 |
|
|
2,795 |
|
|
|
2,878 |
|
4.900%, 02/26/2031 |
|
|
8,110 |
|
|
|
8,335 |
|
1.200%, 05/28/2026 |
|
|
12,200 |
|
|
|
11,574 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
9,075 |
|
|
|
10,458 |
|
3.375%, 11/16/2025 |
|
|
1,383 |
|
|
|
1,365 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
$ |
2,652 |
|
|
$ |
1,994 |
|
Blue Cross & Blue Shield of Minnesota |
|
|
|
|
|
|
|
|
3.790%, 05/01/2025 (A) |
|
|
2,086 |
|
|
|
2,060 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.550%, 02/22/2054 |
|
|
2,414 |
|
|
|
2,492 |
|
3.400%, 07/26/2029 |
|
|
3,982 |
|
|
|
3,826 |
|
3.200%, 06/15/2026 |
|
|
1,775 |
|
|
|
1,742 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.050%, 06/01/2054 |
|
|
2,220 |
|
|
|
2,239 |
|
5.050%, 03/25/2048 |
|
|
5,240 |
|
|
|
4,645 |
|
Elevance Health |
|
|
|
|
|
|
|
|
2.550%, 03/15/2031 |
|
|
4,780 |
|
|
|
4,223 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.200%, 08/14/2064 |
|
|
1,095 |
|
|
|
1,109 |
|
5.100%, 02/09/2064 |
|
|
3,585 |
|
|
|
3,576 |
|
5.050%, 08/14/2054 |
|
|
2,085 |
|
|
|
2,093 |
|
4.950%, 02/27/2063 |
|
|
3,205 |
|
|
|
3,128 |
|
4.875%, 02/27/2053 |
|
|
2,677 |
|
|
|
2,622 |
|
HCA |
|
|
|
|
|
|
|
|
5.500%, 06/15/2047 |
|
|
1,225 |
|
|
|
1,184 |
|
5.250%, 06/15/2049 |
|
|
5,210 |
|
|
|
4,836 |
|
Health Care Service A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
5.875%, 06/15/2054 (A) |
|
|
4,273 |
|
|
|
4,400 |
|
5.200%, 06/15/2029 (A) |
|
|
990 |
|
|
|
1,010 |
|
3.200%, 06/01/2050 (A) |
|
|
2,225 |
|
|
|
1,509 |
|
Humana |
|
|
|
|
|
|
|
|
5.950%, 03/15/2034 |
|
|
10,778 |
|
|
|
11,396 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.750%, 03/03/2047 |
|
|
1,400 |
|
|
|
1,180 |
|
3.700%, 03/01/2046 |
|
|
440 |
|
|
|
372 |
|
2.900%, 01/15/2028 |
|
|
2,565 |
|
|
|
2,481 |
|
1.300%, 09/01/2030 |
|
|
3,530 |
|
|
|
3,027 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
940 |
|
|
|
824 |
|
3.150%, 05/01/2027 |
|
|
2,005 |
|
|
|
1,955 |
|
2.810%, 06/01/2041 |
|
|
4,995 |
|
|
|
3,778 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.375%, 03/15/2035 |
|
|
1,732 |
|
|
|
1,696 |
|
Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
4.250%, 03/30/2028 |
|
|
4,847 |
|
|
|
4,852 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
1,870 |
|
|
|
1,455 |
|
Merck |
|
|
|
|
|
|
|
|
4.900%, 05/17/2044 |
|
|
4,660 |
|
|
|
4,563 |
|
4.500%, 05/17/2033 |
|
|
3,015 |
|
|
|
3,018 |
|
3.600%, 09/15/2042 |
|
|
2,145 |
|
|
|
1,775 |
|
2.750%, 12/10/2051 |
|
|
4,355 |
|
|
|
2,865 |
|
Nationwide Children's Hospital |
|
|
|
|
|
|
|
|
4.556%, 11/01/2052 |
|
|
1,135 |
|
|
|
1,082 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,395 |
|
|
|
1,255 |
|
1.651%, 08/01/2030 |
|
|
2,487 |
|
|
|
2,117 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
$ |
2,065 |
|
|
$ |
1,751 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
4.400%, 05/06/2044 |
|
|
1,140 |
|
|
|
1,064 |
|
3.000%, 11/20/2025 |
|
|
4,455 |
|
|
|
4,384 |
|
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery |
|
|
|
|
|
|
|
|
2.667%, 10/01/2050 |
|
|
2,920 |
|
|
|
1,910 |
|
OhioHealth |
|
|
|
|
|
|
|
|
2.834%, 11/15/2041 |
|
|
4,000 |
|
|
|
2,994 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
810 |
|
|
|
616 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.200%, 09/15/2048 |
|
|
3,790 |
|
|
|
3,282 |
|
3.000%, 12/15/2026 |
|
|
2,255 |
|
|
|
2,198 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
4,640 |
|
|
|
4,605 |
|
5.300%, 05/19/2053 |
|
|
6,000 |
|
|
|
6,029 |
|
5.110%, 05/19/2043 |
|
|
8,105 |
|
|
|
8,013 |
|
4.750%, 05/19/2033 |
|
|
16,010 |
|
|
|
16,096 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,100 |
|
|
|
1,196 |
|
Quest Diagnostics |
|
|
|
|
|
|
|
|
4.600%, 12/15/2027 |
|
|
3,880 |
|
|
|
3,904 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
5.593%, 11/13/2033 (A) |
|
|
1,700 |
|
|
|
1,824 |
|
5.265%, 11/13/2026 (A) |
|
|
7,380 |
|
|
|
7,534 |
|
5.218%, 03/08/2054 (A) |
|
|
25 |
|
|
|
26 |
|
2.625%, 05/15/2026 (A) |
|
|
3,145 |
|
|
|
3,060 |
|
1.930%, 12/13/2028 (A) |
|
|
10,791 |
|
|
|
9,813 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
5.900%, 09/02/2054 |
|
|
2,260 |
|
|
|
2,289 |
|
5.400%, 09/02/2034 |
|
|
1,585 |
|
|
|
1,603 |
|
Rush Obligated Group |
|
|
|
|
|
|
|
|
3.922%, 11/15/2029 |
|
|
3,828 |
|
|
|
3,732 |
|
Solventum |
|
|
|
|
|
|
|
|
5.600%, 03/23/2034 (A) |
|
|
4,075 |
|
|
|
4,154 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.310%, 08/15/2030 |
|
|
1,070 |
|
|
|
1,013 |
|
Sutter Health |
|
|
|
|
|
|
|
|
5.164%, 08/15/2033 |
|
|
5,794 |
|
|
|
5,952 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
2.050%, 03/31/2030 |
|
|
3,352 |
|
|
|
2,943 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
5.000%, 12/05/2026 |
|
|
7,380 |
|
|
|
7,499 |
|
4.800%, 11/21/2027 |
|
|
2,222 |
|
|
|
2,263 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.875%, 02/15/2053 |
|
|
9,420 |
|
|
|
10,184 |
|
5.750%, 07/15/2064 |
|
|
3,230 |
|
|
|
3,391 |
|
5.625%, 07/15/2054 |
|
|
13,345 |
|
|
|
13,939 |
|
5.500%, 07/15/2044 |
|
|
5,760 |
|
|
|
5,932 |
|
5.375%, 04/15/2054 |
|
|
2,000 |
|
|
|
2,022 |
|
4.950%, 01/15/2032 |
|
|
1,515 |
|
|
|
1,547 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.800%, 01/15/2030 |
|
$ |
2,800 |
|
|
$ |
2,858 |
|
4.750%, 07/15/2045 |
|
|
425 |
|
|
|
401 |
|
4.750%, 05/15/2052 |
|
|
2,620 |
|
|
|
2,431 |
|
4.625%, 07/15/2035 |
|
|
4,550 |
|
|
|
4,513 |
|
4.500%, 04/15/2033 |
|
|
3,788 |
|
|
|
3,743 |
|
4.200%, 01/15/2047 |
|
|
1,432 |
|
|
|
1,234 |
|
3.875%, 12/15/2028 |
|
|
1,835 |
|
|
|
1,809 |
|
3.850%, 06/15/2028 |
|
|
1,380 |
|
|
|
1,363 |
|
3.700%, 12/15/2025 |
|
|
1,920 |
|
|
|
1,900 |
|
2.300%, 05/15/2031 |
|
|
8,655 |
|
|
|
7,555 |
|
UPMC |
|
|
|
|
|
|
|
|
5.035%, 05/15/2033 |
|
|
4,040 |
|
|
|
4,091 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2036 |
|
|
1,400 |
|
|
|
1,546 |
|
5.950%, 04/01/2037 |
|
|
3,960 |
|
|
|
4,328 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
378,659 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.5% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 |
|
|
4,996 |
|
|
|
5,198 |
|
6.150%, 09/30/2030 |
|
|
2,115 |
|
|
|
2,254 |
|
6.100%, 01/15/2027 |
|
|
3,230 |
|
|
|
3,325 |
|
3.300%, 01/30/2032 |
|
|
9,380 |
|
|
|
8,338 |
|
3.000%, 10/29/2028 |
|
|
5,930 |
|
|
|
5,546 |
|
2.450%, 10/29/2026 |
|
|
2,850 |
|
|
|
2,716 |
|
AGCO |
|
|
|
|
|
|
|
|
5.800%, 03/21/2034 |
|
|
950 |
|
|
|
977 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
2,800 |
|
|
|
2,385 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.800%, 10/07/2024 (A) |
|
|
1,700 |
|
|
|
1,697 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
|
1,040 |
|
|
|
1,088 |
|
3.400%, 04/15/2030 (A) |
|
|
1,387 |
|
|
|
1,302 |
|
3.000%, 09/15/2050 (A) |
|
|
2,780 |
|
|
|
1,889 |
|
1.900%, 02/15/2031 (A) |
|
|
2,718 |
|
|
|
2,289 |
|
Boeing |
|
|
|
|
|
|
|
|
7.008%, 05/01/2064 (A) |
|
|
1,035 |
|
|
|
1,115 |
|
6.858%, 05/01/2054 (A) |
|
|
1,915 |
|
|
|
2,062 |
|
6.528%, 05/01/2034 (A) |
|
|
7,550 |
|
|
|
7,996 |
|
6.298%, 05/01/2029 (A) |
|
|
2,940 |
|
|
|
3,071 |
|
5.805%, 05/01/2050 |
|
|
4,270 |
|
|
|
4,030 |
|
5.150%, 05/01/2030 |
|
|
9,675 |
|
|
|
9,650 |
|
3.750%, 02/01/2050 |
|
|
1,635 |
|
|
|
1,129 |
|
3.100%, 05/01/2026 |
|
|
3,985 |
|
|
|
3,854 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
5.500%, 03/15/2055 |
|
|
2,760 |
|
|
|
2,889 |
|
5.200%, 04/15/2054 |
|
|
345 |
|
|
|
347 |
|
4.900%, 04/01/2044 |
|
|
2,563 |
|
|
|
2,471 |
|
4.550%, 09/01/2044 |
|
|
5,190 |
|
|
|
4,761 |
|
4.450%, 01/15/2053 |
|
|
3,424 |
|
|
|
3,068 |
|
4.375%, 09/01/2042 |
|
|
380 |
|
|
|
345 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.150%, 04/01/2045 |
|
$ |
3,165 |
|
|
$ |
2,739 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
3.850%, 08/05/2032 |
|
|
2,990 |
|
|
|
2,843 |
|
Caterpillar |
|
|
|
|
|
|
|
|
3.803%, 08/15/2042 |
|
|
1,595 |
|
|
|
1,361 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
5.150%, 08/11/2025 |
|
|
8,905 |
|
|
|
8,950 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
3.600%, 08/12/2027 |
|
|
9,705 |
|
|
|
9,576 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
2,495 |
|
|
|
2,487 |
|
CSX |
|
|
|
|
|
|
|
|
3.350%, 09/15/2049 |
|
|
3,226 |
|
|
|
2,378 |
|
Cummins |
|
|
|
|
|
|
|
|
5.450%, 02/20/2054 |
|
|
3,528 |
|
|
|
3,622 |
|
Deere |
|
|
|
|
|
|
|
|
3.100%, 04/15/2030 |
|
|
2,333 |
|
|
|
2,193 |
|
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.875%, 07/30/2027 |
|
|
955 |
|
|
|
905 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
2,435 |
|
|
|
2,263 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.200%, 12/21/2031 |
|
|
6,250 |
|
|
|
5,403 |
|
1.800%, 10/15/2027 |
|
|
1,955 |
|
|
|
1,818 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
1,015 |
|
|
|
927 |
|
4.250%, 04/01/2050 |
|
|
2,505 |
|
|
|
2,199 |
|
2.850%, 06/01/2041 |
|
|
3,710 |
|
|
|
2,788 |
|
Genpact Luxembourg Sarl |
|
|
|
|
|
|
|
|
3.375%, 12/01/2024 |
|
|
5,226 |
|
|
|
5,193 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.250%, 03/01/2054 |
|
|
9,219 |
|
|
|
9,357 |
|
1.750%, 09/01/2031 |
|
|
1,980 |
|
|
|
1,671 |
|
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
2.750%, 05/15/2032 |
|
|
2,863 |
|
|
|
2,504 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
4.950%, 07/14/2028 |
|
|
2,100 |
|
|
|
2,154 |
|
2.800%, 07/18/2029 |
|
|
11,720 |
|
|
|
10,958 |
|
2.650%, 06/10/2026 |
|
|
365 |
|
|
|
355 |
|
2.350%, 03/08/2027 |
|
|
9,575 |
|
|
|
9,141 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
4.400%, 06/15/2028 |
|
|
3,750 |
|
|
|
3,734 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.250%, 01/15/2033 |
|
|
6,748 |
|
|
|
7,079 |
|
4.070%, 12/15/2042 |
|
|
3,300 |
|
|
|
2,920 |
|
PACCAR Financial MTN |
|
|
|
|
|
|
|
|
5.000%, 05/13/2027 |
|
|
4,165 |
|
|
|
4,258 |
|
5.000%, 03/22/2034 |
|
|
5,000 |
|
|
|
5,151 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Penske Truck Leasing Lp |
|
|
|
|
|
|
|
|
5.250%, 07/01/2029 (A) |
|
$ |
4,850 |
|
|
$ |
4,947 |
|
Penske Truck Leasing LP / PTL Finance |
|
|
|
|
|
|
|
|
4.000%, 07/15/2025 (A) |
|
|
2,904 |
|
|
|
2,876 |
|
3.950%, 03/10/2025 (A) |
|
|
2,752 |
|
|
|
2,731 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (A) |
|
|
7,358 |
|
|
|
7,019 |
|
1.170%, 07/15/2025 (A) |
|
|
1,476 |
|
|
|
1,430 |
|
RTX |
|
|
|
|
|
|
|
|
4.500%, 06/01/2042 |
|
|
2,300 |
|
|
|
2,082 |
|
Ryder System |
|
|
|
|
|
|
|
|
6.300%, 12/01/2028 |
|
|
2,200 |
|
|
|
2,344 |
|
Ryder System MTN |
|
|
|
|
|
|
|
|
4.625%, 06/01/2025 |
|
|
4,800 |
|
|
|
4,781 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.700%, 03/11/2028 (A) |
|
|
5,315 |
|
|
|
4,894 |
|
Snap-on |
|
|
|
|
|
|
|
|
3.100%, 05/01/2050 |
|
|
3,240 |
|
|
|
2,294 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
3,000 |
|
|
|
2,787 |
|
TTX MTN |
|
|
|
|
|
|
|
|
5.500%, 09/25/2026 (A) |
|
|
1,510 |
|
|
|
1,536 |
|
Union Pacific |
|
|
|
|
|
|
|
|
4.950%, 05/15/2053 |
|
|
355 |
|
|
|
347 |
|
3.500%, 02/14/2053 |
|
|
6,385 |
|
|
|
4,833 |
|
3.375%, 02/14/2042 |
|
|
1,145 |
|
|
|
914 |
|
2.950%, 03/10/2052 |
|
|
10,931 |
|
|
|
7,482 |
|
2.375%, 05/20/2031 |
|
|
3,670 |
|
|
|
3,251 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
1,280 |
|
|
|
1,096 |
|
United Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
2.700%, 05/01/2032 |
|
|
2,252 |
|
|
|
1,996 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
1,218 |
|
|
|
1,158 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
2,485 |
|
|
|
1,863 |
|
Waste Management |
|
|
|
|
|
|
|
|
4.950%, 07/03/2031 |
|
|
3,274 |
|
|
|
3,362 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
268,742 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 4.0% |
|
|
|
|
Amphenol |
|
|
|
|
|
|
|
|
5.250%, 04/05/2034 |
|
|
2,870 |
|
|
|
2,953 |
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
1,918 |
|
|
|
1,329 |
|
1.700%, 10/01/2028 |
|
|
2,585 |
|
|
|
2,347 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
725 |
|
|
|
710 |
|
3.850%, 05/04/2043 |
|
|
465 |
|
|
|
411 |
|
3.850%, 08/04/2046 |
|
|
5,165 |
|
|
|
4,454 |
|
3.350%, 02/09/2027 |
|
|
4,135 |
|
|
|
4,071 |
|
3.250%, 02/23/2026 |
|
|
5,340 |
|
|
|
5,267 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.850%, 08/05/2061 |
|
$ |
2,000 |
|
|
$ |
1,325 |
|
2.650%, 05/11/2050 |
|
|
3,755 |
|
|
|
2,542 |
|
2.375%, 02/08/2041 |
|
|
2,230 |
|
|
|
1,626 |
|
Broadcom |
|
|
|
|
|
|
|
|
5.050%, 07/12/2029 |
|
|
3,932 |
|
|
|
4,009 |
|
4.926%, 05/15/2037 (A) |
|
|
2,500 |
|
|
|
2,442 |
|
CDW LLC |
|
|
|
|
|
|
|
|
5.100%, 03/01/2030 |
|
|
2,910 |
|
|
|
2,923 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
3,307 |
|
|
|
3,659 |
|
5.300%, 02/26/2054 |
|
|
3,414 |
|
|
|
3,525 |
|
4.950%, 02/26/2031 |
|
|
10,220 |
|
|
|
10,568 |
|
IBM International Capital Pte |
|
|
|
|
|
|
|
|
5.300%, 02/05/2054 |
|
|
3,325 |
|
|
|
3,274 |
|
5.250%, 02/05/2044 |
|
|
2,085 |
|
|
|
2,075 |
|
4.600%, 02/05/2027 |
|
|
1,805 |
|
|
|
1,817 |
|
Intel |
|
|
|
|
|
|
|
|
5.700%, 02/10/2053 |
|
|
1,390 |
|
|
|
1,329 |
|
5.125%, 02/10/2030 |
|
|
14,435 |
|
|
|
14,575 |
|
4.900%, 08/05/2052 |
|
|
1,039 |
|
|
|
886 |
|
4.875%, 02/10/2026 |
|
|
7,250 |
|
|
|
7,239 |
|
3.200%, 08/12/2061 |
|
|
888 |
|
|
|
522 |
|
International Business Machines |
|
|
|
|
|
|
|
|
4.150%, 05/15/2039 |
|
|
2,325 |
|
|
|
2,087 |
|
2.200%, 02/09/2027 |
|
|
2,700 |
|
|
|
2,566 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
7,835 |
|
|
|
8,245 |
|
5.250%, 09/15/2026 |
|
|
7,425 |
|
|
|
7,567 |
|
1.350%, 07/15/2027 |
|
|
2,989 |
|
|
|
2,765 |
|
KLA |
|
|
|
|
|
|
|
|
5.650%, 11/01/2034 |
|
|
2,000 |
|
|
|
2,147 |
|
4.950%, 07/15/2052 |
|
|
1,817 |
|
|
|
1,763 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.700%, 08/08/2046 |
|
|
4,759 |
|
|
|
4,105 |
|
3.450%, 08/08/2036 |
|
|
615 |
|
|
|
562 |
|
3.041%, 03/17/2062 |
|
|
1,100 |
|
|
|
771 |
|
2.525%, 06/01/2050 |
|
|
1,078 |
|
|
|
718 |
|
2.400%, 08/08/2026 |
|
|
4,575 |
|
|
|
4,433 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
5.000%, 01/15/2033 |
|
|
1,975 |
|
|
|
1,976 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
680 |
|
|
|
559 |
|
4.000%, 07/15/2046 |
|
|
2,275 |
|
|
|
1,810 |
|
3.800%, 11/15/2037 |
|
|
2,190 |
|
|
|
1,883 |
|
3.600%, 04/01/2040 |
|
|
3,963 |
|
|
|
3,192 |
|
2.950%, 04/01/2030 |
|
|
8,775 |
|
|
|
8,059 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,261 |
|
|
|
2,904 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
5,600 |
|
|
|
6,909 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.050%, 05/18/2063 |
|
|
3,558 |
|
|
|
3,499 |
|
2.250%, 09/04/2029 |
|
|
4,695 |
|
|
|
4,297 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
$ |
1,205 |
|
|
$ |
1,146 |
|
Wipro IT Services LLC |
|
|
|
|
|
|
|
|
1.500%, 06/23/2026 (A) |
|
|
4,937 |
|
|
|
4,671 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
164,512 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.6% |
|
|
|
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
4.750%, 03/16/2052 (A) |
|
|
4,890 |
|
|
|
4,204 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
6.350%, 06/17/2054 |
|
|
2,415 |
|
|
|
2,429 |
|
6.000%, 06/17/2034 |
|
|
2,285 |
|
|
|
2,367 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
4,115 |
|
|
|
4,243 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
6.420%, 03/01/2026 |
|
|
1,590 |
|
|
|
1,633 |
|
5.100%, 09/08/2028 |
|
|
7,595 |
|
|
|
7,786 |
|
5.000%, 09/30/2043 |
|
|
1,400 |
|
|
|
1,371 |
|
4.875%, 02/27/2026 |
|
|
3,545 |
|
|
|
3,560 |
|
Celanese US Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 11/15/2033 |
|
|
1,255 |
|
|
|
1,357 |
|
Cleco Corporate Holdings LLC |
|
|
|
|
|
|
|
|
3.375%, 09/15/2029 |
|
|
1,780 |
|
|
|
1,623 |
|
Ecolab |
|
|
|
|
|
|
|
|
1.650%, 02/01/2027 |
|
|
8,255 |
|
|
|
7,770 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.250%, 09/01/2029 |
|
|
1,674 |
|
|
|
1,697 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
5.634%, 04/04/2034 (A) |
|
|
5,425 |
|
|
|
5,524 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
3,025 |
|
|
|
2,717 |
|
3.468%, 12/01/2050 (A) |
|
|
9,485 |
|
|
|
6,572 |
|
3.268%, 11/15/2040 (A) |
|
|
1,953 |
|
|
|
1,459 |
|
2.300%, 11/01/2030 (A) |
|
|
3,545 |
|
|
|
3,074 |
|
PPG Industries |
|
|
|
|
|
|
|
|
1.200%, 03/15/2026 |
|
|
3,355 |
|
|
|
3,182 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
2,285 |
|
|
|
2,304 |
|
2.750%, 11/02/2051 |
|
|
4,000 |
|
|
|
2,611 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,483 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 2.3% |
|
|
|
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
3.350%, 05/15/2027 |
|
|
5,480 |
|
|
|
5,342 |
|
Boston Properties |
|
|
|
|
|
|
|
|
4.500%, 12/01/2028 |
|
|
2,630 |
|
|
|
2,562 |
|
Federal Realty OP LP |
|
|
|
|
|
|
|
|
1.250%, 02/15/2026 |
|
|
5,026 |
|
|
|
4,774 |
|
Prologis LP |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
1,820 |
|
|
|
1,803 |
|
5.250%, 03/15/2054 |
|
|
1,335 |
|
|
|
1,324 |
|
4.750%, 06/15/2033 |
|
|
2,905 |
|
|
|
2,904 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
$ |
6,530 |
|
|
$ |
6,849 |
|
4.450%, 09/15/2026 |
|
|
1,416 |
|
|
|
1,412 |
|
3.400%, 01/15/2030 |
|
|
2,150 |
|
|
|
2,024 |
|
3.200%, 01/15/2027 |
|
|
1,830 |
|
|
|
1,767 |
|
2.100%, 03/15/2028 |
|
|
3,021 |
|
|
|
2,782 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
3,450 |
|
|
|
3,512 |
|
5.100%, 01/15/2035 |
|
|
2,610 |
|
|
|
2,618 |
|
4.650%, 03/15/2049 |
|
|
295 |
|
|
|
258 |
|
4.400%, 02/01/2047 |
|
|
1,630 |
|
|
|
1,393 |
|
2.950%, 09/15/2029 |
|
|
3,730 |
|
|
|
3,455 |
|
Sabra Health Care LP |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
4,275 |
|
|
|
4,000 |
|
Scentre Group Trust 1/ Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
3.750%, 03/23/2027 (A) |
|
|
905 |
|
|
|
885 |
|
3.625%, 01/28/2026 (A) |
|
|
13,406 |
|
|
|
13,186 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
|
|
6,340 |
|
|
|
6,271 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
470 |
|
|
|
533 |
|
6.650%, 01/15/2054 |
|
|
330 |
|
|
|
383 |
|
5.850%, 03/08/2053 |
|
|
1,930 |
|
|
|
2,016 |
|
5.500%, 03/08/2033 |
|
|
8,037 |
|
|
|
8,396 |
|
4.250%, 11/30/2046 |
|
|
2,179 |
|
|
|
1,843 |
|
3.800%, 07/15/2050 |
|
|
1,190 |
|
|
|
924 |
|
2.650%, 02/01/2032 |
|
|
2,000 |
|
|
|
1,740 |
|
2.450%, 09/13/2029 |
|
|
4,536 |
|
|
|
4,126 |
|
Sun Communities Operating LP |
|
|
|
|
|
|
|
|
5.500%, 01/15/2029 |
|
|
4,420 |
|
|
|
4,517 |
|
2.300%, 11/01/2028 |
|
|
115 |
|
|
|
104 |
|
UDR |
|
|
|
|
|
|
|
|
5.125%, 09/01/2034 |
|
|
1,920 |
|
|
|
1,913 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,616 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 10.7% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
5.450%, 05/15/2029 |
|
|
3,680 |
|
|
|
3,810 |
|
3.450%, 01/15/2050 |
|
|
2,695 |
|
|
|
1,892 |
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2053 |
|
|
1,800 |
|
|
|
1,809 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.850%, 12/01/2042 |
|
|
600 |
|
|
|
502 |
|
3.700%, 12/01/2047 |
|
|
2,800 |
|
|
|
2,196 |
|
3.125%, 07/15/2051 |
|
|
3,187 |
|
|
|
2,210 |
|
1.450%, 09/15/2030 |
|
|
4,916 |
|
|
|
4,153 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
4.500%, 03/15/2049 |
|
|
4,560 |
|
|
|
4,062 |
|
3.850%, 09/01/2032 |
|
|
13,035 |
|
|
|
12,316 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.625%, 03/01/2033 |
|
|
3,555 |
|
|
|
3,714 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Arizona Public Service |
|
|
|
|
|
|
|
|
5.550%, 08/01/2033 |
|
$ |
4,920 |
|
|
$ |
5,058 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 03/15/2049 |
|
|
3,795 |
|
|
|
3,157 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
4,495 |
|
|
|
3,880 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
2,372 |
|
|
|
2,587 |
|
3.250%, 04/15/2028 |
|
|
1,720 |
|
|
|
1,659 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
4,215 |
|
|
|
4,325 |
|
4.500%, 04/01/2044 |
|
|
2,215 |
|
|
|
1,977 |
|
3.000%, 03/01/2032 |
|
|
1,630 |
|
|
|
1,442 |
|
2.900%, 07/01/2050 |
|
|
790 |
|
|
|
519 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (A) |
|
|
5,356 |
|
|
|
5,543 |
|
CMS Energy |
|
|
|
|
|
|
|
|
3.000%, 05/15/2026 |
|
|
7,285 |
|
|
|
7,072 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.700%, 01/15/2044 |
|
|
3,300 |
|
|
|
3,050 |
|
3.200%, 11/15/2049 |
|
|
1,600 |
|
|
|
1,124 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
5.250%, 01/15/2053 |
|
|
3,000 |
|
|
|
3,015 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
6,255 |
|
|
|
6,720 |
|
5.500%, 03/15/2034 |
|
|
4,080 |
|
|
|
4,292 |
|
4.625%, 12/01/2054 |
|
|
5,681 |
|
|
|
5,073 |
|
3.875%, 06/15/2047 |
|
|
3,000 |
|
|
|
2,396 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.700%, 01/15/2030 |
|
|
3,774 |
|
|
|
3,828 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.375%, 04/01/2030 |
|
|
595 |
|
|
|
557 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
4.600%, 06/15/2043 |
|
|
1,000 |
|
|
|
911 |
|
DTE Energy |
|
|
|
|
|
|
|
|
5.850%, 06/01/2034 |
|
|
3,475 |
|
|
|
3,660 |
|
4.950%, 07/01/2027 |
|
|
2,460 |
|
|
|
2,487 |
|
4.875%, 06/01/2028 |
|
|
5,240 |
|
|
|
5,298 |
|
Duke Energy |
|
|
|
|
|
|
|
|
5.800%, 06/15/2054 |
|
|
4,075 |
|
|
|
4,170 |
|
4.850%, 01/05/2029 |
|
|
3,780 |
|
|
|
3,832 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
|
3,070 |
|
|
|
3,107 |
|
5.300%, 02/15/2040 |
|
|
2,400 |
|
|
|
2,444 |
|
3.875%, 03/15/2046 |
|
|
5,500 |
|
|
|
4,444 |
|
2.850%, 03/15/2032 |
|
|
2,770 |
|
|
|
2,461 |
|
2.550%, 04/15/2031 |
|
|
2,855 |
|
|
|
2,519 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
5.950%, 11/15/2052 |
|
|
2,100 |
|
|
|
2,252 |
|
5.875%, 11/15/2033 |
|
|
7,925 |
|
|
|
8,531 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.350%, 08/15/2038 |
|
|
245 |
|
|
|
275 |
|
4.900%, 07/15/2043 |
|
|
250 |
|
|
|
237 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
$ |
2,985 |
|
|
$ |
3,067 |
|
2.125%, 06/01/2030 |
|
|
1,255 |
|
|
|
1,102 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.200%, 08/15/2045 |
|
|
2,520 |
|
|
|
2,147 |
|
4.100%, 05/15/2042 |
|
|
1,061 |
|
|
|
905 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,120 |
|
|
|
721 |
|
2.000%, 06/15/2030 (A) |
|
|
2,370 |
|
|
|
2,038 |
|
1.300%, 06/15/2025 (A) |
|
|
2,700 |
|
|
|
2,619 |
|
Electricite de France |
|
|
|
|
|
|
|
|
6.000%, 04/22/2064 (A) |
|
|
3,500 |
|
|
|
3,472 |
|
5.950%, 04/22/2034 (A) |
|
|
845 |
|
|
|
888 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
5.750%, 06/01/2054 |
|
|
3,015 |
|
|
|
3,133 |
|
4.200%, 04/01/2049 |
|
|
2,765 |
|
|
|
2,300 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 09/01/2048 |
|
|
3,215 |
|
|
|
2,652 |
|
Entergy Mississippi LLC |
|
|
|
|
|
|
|
|
2.850%, 06/01/2028 |
|
|
3,925 |
|
|
|
3,702 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
5.800%, 09/01/2053 |
|
|
3,795 |
|
|
|
3,976 |
|
3.550%, 09/30/2049 |
|
|
2,040 |
|
|
|
1,497 |
|
Exelon |
|
|
|
|
|
|
|
|
5.150%, 03/15/2028 |
|
|
4,570 |
|
|
|
4,665 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (A) |
|
|
3,560 |
|
|
|
3,620 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
150 |
|
|
|
163 |
|
5.950%, 02/01/2038 |
|
|
3,769 |
|
|
|
4,124 |
|
5.690%, 03/01/2040 |
|
|
5,557 |
|
|
|
5,870 |
|
4.125%, 02/01/2042 |
|
|
3,705 |
|
|
|
3,260 |
|
2.850%, 04/01/2025 |
|
|
2,515 |
|
|
|
2,486 |
|
Georgia Power |
|
|
|
|
|
|
|
|
5.250%, 03/15/2034 |
|
|
4,730 |
|
|
|
4,878 |
|
4.300%, 03/15/2043 |
|
|
2,305 |
|
|
|
2,002 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.250%, 08/15/2048 |
|
|
580 |
|
|
|
488 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
5.700%, 04/01/2054 (A) |
|
|
2,395 |
|
|
|
2,477 |
|
4.050%, 05/01/2046 (A) |
|
|
65 |
|
|
|
53 |
|
Kentucky Utilities |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
2,345 |
|
|
|
2,445 |
|
Massachusetts Electric |
|
|
|
|
|
|
|
|
1.729%, 11/24/2030 (A) |
|
|
1,300 |
|
|
|
1,077 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
3.150%, 04/15/2050 |
|
|
2,700 |
|
|
|
1,905 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
5.850%, 02/15/2034 (A) |
|
|
3,480 |
|
|
|
3,673 |
|
3.550%, 05/15/2027 (A) |
|
|
10,095 |
|
|
|
9,848 |
|
National Grid PLC |
|
|
|
|
|
|
|
|
5.418%, 01/11/2034 |
|
|
2,990 |
|
|
|
3,055 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
8.427%, TSFR3M + 3.172%, 04/30/2043 (B) |
|
$ |
1,542 |
|
|
$ |
1,542 |
|
5.800%, 01/15/2033 |
|
|
2,280 |
|
|
|
2,435 |
|
4.450%, 03/13/2026 |
|
|
7,360 |
|
|
|
7,357 |
|
4.400%, 11/01/2048 |
|
|
1,000 |
|
|
|
867 |
|
4.300%, 03/15/2049 |
|
|
2,558 |
|
|
|
2,197 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
5.100%, 05/06/2027 |
|
|
4,140 |
|
|
|
4,218 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
5,660 |
|
|
|
6,044 |
|
New England Power |
|
|
|
|
|
|
|
|
5.936%, 11/25/2052 (A) |
|
|
1,046 |
|
|
|
1,104 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
5.250%, 03/15/2034 |
|
|
4,210 |
|
|
|
4,281 |
|
4.450%, 06/20/2025 |
|
|
10,825 |
|
|
|
10,784 |
|
1.900%, 06/15/2028 |
|
|
6,165 |
|
|
|
5,618 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
4.278%, 10/01/2034 (A) |
|
|
1,959 |
|
|
|
1,799 |
|
NiSource |
|
|
|
|
|
|
|
|
5.350%, 04/01/2034 |
|
|
3,445 |
|
|
|
3,517 |
|
Northern States Power |
|
|
|
|
|
|
|
|
7.125%, 07/01/2025 |
|
|
3,220 |
|
|
|
3,280 |
|
6.250%, 06/01/2036 |
|
|
600 |
|
|
|
668 |
|
4.500%, 06/01/2052 |
|
|
2,845 |
|
|
|
2,514 |
|
2.250%, 04/01/2031 |
|
|
2,770 |
|
|
|
2,413 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.250%, 05/15/2029 |
|
|
3,788 |
|
|
|
3,601 |
|
OGE Energy |
|
|
|
|
|
|
|
|
5.450%, 05/15/2029 |
|
|
2,665 |
|
|
|
2,758 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.375%, 11/01/2040 |
|
|
1,710 |
|
|
|
1,661 |
|
4.500%, 04/01/2047 |
|
|
1,990 |
|
|
|
1,694 |
|
4.250%, 04/01/2046 |
|
|
1,055 |
|
|
|
845 |
|
4.200%, 12/01/2042 |
|
|
170 |
|
|
|
137 |
|
Ohio Power |
|
|
|
|
|
|
|
|
2.600%, 04/01/2030 |
|
|
5,235 |
|
|
|
4,698 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
7.500%, 09/01/2038 |
|
|
115 |
|
|
|
143 |
|
5.650%, 11/15/2033 |
|
|
4,155 |
|
|
|
4,415 |
|
5.550%, 06/15/2054 (A) |
|
|
5,265 |
|
|
|
5,403 |
|
5.350%, 10/01/2052 |
|
|
1,459 |
|
|
|
1,445 |
|
5.300%, 06/01/2042 |
|
|
1,241 |
|
|
|
1,243 |
|
3.750%, 04/01/2045 |
|
|
3,725 |
|
|
|
2,977 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.750%, 01/15/2053 |
|
|
3,010 |
|
|
|
3,292 |
|
6.400%, 06/15/2033 |
|
|
2,290 |
|
|
|
2,447 |
|
5.800%, 05/15/2034 |
|
|
3,220 |
|
|
|
3,314 |
|
5.250%, 03/01/2052 |
|
|
170 |
|
|
|
153 |
|
4.950%, 07/01/2050 |
|
|
3,125 |
|
|
|
2,723 |
|
4.500%, 07/01/2040 |
|
|
2,280 |
|
|
|
1,974 |
|
4.200%, 06/01/2041 |
|
|
2,340 |
|
|
|
1,901 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.500%, 08/01/2050 |
|
$ |
315 |
|
|
$ |
218 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.000%, 01/15/2039 |
|
|
4,410 |
|
|
|
4,664 |
|
5.800%, 01/15/2055 |
|
|
4,141 |
|
|
|
4,212 |
|
5.500%, 05/15/2054 |
|
|
390 |
|
|
|
385 |
|
3.300%, 03/15/2051 |
|
|
3,553 |
|
|
|
2,428 |
|
2.900%, 06/15/2052 |
|
|
5,290 |
|
|
|
3,314 |
|
PECO Energy |
|
|
|
|
|
|
|
|
2.850%, 09/15/2051 |
|
|
2,100 |
|
|
|
1,369 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
4,820 |
|
|
|
4,931 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
2,400 |
|
|
|
2,049 |
|
3.950%, 06/01/2047 |
|
|
1,802 |
|
|
|
1,496 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.050%, 05/01/2048 |
|
|
2,792 |
|
|
|
2,354 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
5.850%, 11/15/2027 |
|
|
3,392 |
|
|
|
3,525 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2037 |
|
|
210 |
|
|
|
231 |
|
5.750%, 05/15/2054 |
|
|
5,405 |
|
|
|
5,633 |
|
4.100%, 06/01/2032 |
|
|
4,690 |
|
|
|
4,509 |
|
3.200%, 03/01/2050 |
|
|
1,760 |
|
|
|
1,226 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
3.600%, 07/01/2049 |
|
|
2,000 |
|
|
|
1,546 |
|
2.200%, 06/15/2031 |
|
|
5,455 |
|
|
|
4,682 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
4.950%, 08/15/2028 |
|
|
3,344 |
|
|
|
3,411 |
|
4.500%, 08/15/2040 |
|
|
2,025 |
|
|
|
1,891 |
|
3.320%, 04/15/2050 |
|
|
455 |
|
|
|
328 |
|
Sempra |
|
|
|
|
|
|
|
|
3.800%, 02/01/2038 |
|
|
1,250 |
|
|
|
1,065 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
2.850%, 08/01/2029 |
|
|
2,785 |
|
|
|
2,575 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
5.750%, 06/01/2053 |
|
|
2,849 |
|
|
|
2,960 |
|
5.600%, 04/01/2054 |
|
|
2,560 |
|
|
|
2,648 |
|
4.300%, 01/15/2049 |
|
|
1,125 |
|
|
|
950 |
|
3.750%, 09/15/2042 |
|
|
190 |
|
|
|
154 |
|
2.550%, 02/01/2030 |
|
|
4,835 |
|
|
|
4,374 |
|
Union Electric |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
1,120 |
|
|
|
922 |
|
3.900%, 09/15/2042 |
|
|
90 |
|
|
|
76 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
6.350%, 11/30/2037 |
|
|
1,780 |
|
|
|
1,961 |
|
5.000%, 04/01/2033 |
|
|
6,093 |
|
|
|
6,138 |
|
5.000%, 01/15/2034 |
|
|
3,020 |
|
|
|
3,041 |
|
3.150%, 01/15/2026 |
|
|
3,000 |
|
|
|
2,942 |
|
2.950%, 11/15/2051 |
|
|
6,000 |
|
|
|
3,962 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
4,000 |
|
|
|
3,640 |
|
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
6.375%, 08/15/2037 |
|
|
50 |
|
|
|
55 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.050%, 10/15/2027 |
|
$ |
2,510 |
|
|
$ |
2,411 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
|
2,475 |
|
|
|
1,798 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
444,410 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $3,734,566) ($ Thousands) |
|
|
|
|
|
|
3,652,326 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 7.5% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.625%, 05/15/2044 |
|
|
14,950 |
|
|
|
15,569 |
|
4.625%, 05/15/2054 |
|
|
31,000 |
|
|
|
33,131 |
|
4.500%, 02/15/2044 |
|
|
23,896 |
|
|
|
24,493 |
|
4.375%, 08/15/2043 |
|
|
4,736 |
|
|
|
4,783 |
|
4.250%, 02/15/2054 |
|
|
17,217 |
|
|
|
17,284 |
|
4.250%, 08/15/2054 |
|
|
6,093 |
|
|
|
6,131 |
|
4.125%, 08/15/2044 |
|
|
32,345 |
|
|
|
31,562 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.625%, 06/15/2027 |
|
|
2,250 |
|
|
|
2,298 |
|
4.625%, 04/30/2029 |
|
|
1,495 |
|
|
|
1,551 |
|
4.500%, 05/15/2027 |
|
|
35,935 |
|
|
|
36,544 |
|
4.250%, 06/30/2029 |
|
|
19,410 |
|
|
|
19,841 |
|
4.125%, 07/31/2031 |
|
|
10,940 |
|
|
|
11,145 |
|
4.000%, 07/31/2029 |
|
|
35,475 |
|
|
|
35,893 |
|
4.000%, 02/15/2034 |
|
|
4,307 |
|
|
|
4,334 |
|
3.875%, 08/15/2034 |
|
|
50,715 |
|
|
|
50,533 |
|
3.750%, 08/15/2027 |
|
|
16,715 |
|
|
|
16,697 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $308,047) ($ Thousands) |
|
|
311,789 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 2.7% |
Alabama — 0.1% |
|
|
|
|
Alabama State, Economic Settlement Authority, Ser B, RB |
|
|
|
|
|
|
|
|
4.263%, 09/15/2032 |
|
|
5,475 |
|
|
|
5,358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 0.8% |
|
|
|
|
California State University, RB |
|
|
|
|
|
|
|
|
5.183%, 11/01/2053 |
|
|
8,690 |
|
|
|
8,775 |
|
California State University, Ser D, RB |
|
|
|
|
|
|
|
|
1.490%, 11/01/2028 |
|
|
2,580 |
|
|
|
2,322 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.600%, 11/01/2040 |
|
|
585 |
|
|
|
733 |
|
7.550%, 04/01/2039 |
|
|
2,305 |
|
|
|
2,872 |
|
7.500%, 04/01/2034 |
|
|
5,125 |
|
|
|
6,124 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
1.679%, 06/01/2028 |
|
|
4,975 |
|
|
|
4,541 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
$ |
300 |
|
|
$ |
324 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
2,105 |
|
|
|
1,969 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
3,705 |
|
|
|
3,938 |
|
University of California Regents, Build America Project, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
|
120 |
|
|
|
137 |
|
University of California Regents, RB |
|
|
|
|
|
|
|
|
4.132%, 05/15/2032 |
|
|
3,210 |
|
|
|
3,137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,872 |
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.1% |
|
|
|
|
City & County of Denver's Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
2.037%, 11/15/2028 |
|
|
4,000 |
|
|
|
3,685 |
|
Colorado State, COP |
|
|
|
|
|
|
|
|
6.817%, 03/15/2028 |
|
|
1,980 |
|
|
|
2,141 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,826 |
|
| |
|
|
|
|
|
|
|
|
Connecticut — 0.1% |
|
|
|
|
Connecticut State, Ser A, GO |
|
|
|
|
|
|
|
|
4.657%, 05/15/2030 |
|
|
2,000 |
|
|
|
2,046 |
|
3.875%, 06/15/2028 |
|
|
2,555 |
|
|
|
2,533 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,579 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, Ser 2010A, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
899 |
|
|
|
1,051 |
|
6.637%, 04/01/2057 |
|
|
2,358 |
|
|
|
2,656 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,707 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
2,580 |
|
|
|
2,750 |
|
Sales Tax Securitization, Ser A, RB |
|
|
|
|
|
|
|
|
4.637%, 01/01/2040 |
|
|
3,815 |
|
|
|
3,702 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,452 |
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.0% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
1,455 |
|
|
|
1,450 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Massachusetts — 0.2% |
|
|
|
|
Massachusetts Clean Water Trust, Build America Project, RB |
|
|
|
|
|
|
|
|
5.192%, 08/01/2040 |
|
$ |
2,995 |
|
|
$ |
3,022 |
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
4.910%, 05/01/2029 |
|
|
100 |
|
|
|
101 |
|
Massachusetts State, Build America Project, RB |
|
|
|
|
|
|
|
|
5.731%, 06/01/2040 |
|
|
80 |
|
|
|
83 |
|
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
2.925%, 07/01/2028 |
|
|
2,550 |
|
|
|
2,397 |
|
1.638%, 07/01/2026 |
|
|
2,125 |
|
|
|
2,008 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,611 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.2% |
|
|
|
|
Michigan State, Finance Authority, RB |
|
|
|
|
|
|
|
|
3.084%, 12/01/2034 |
|
|
1,685 |
|
|
|
1,501 |
|
2.671%, 09/01/2049 (B) |
|
|
4,600 |
|
|
|
4,387 |
|
University of Michigan, Ser C, RB |
|
|
|
|
|
|
|
|
3.599%, 04/01/2047 |
|
|
4,520 |
|
|
|
3,925 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,813 |
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.1% |
|
|
|
|
New Jersey State, Transportation Trust Fund Authority, Build America Project, Ser C, RB |
|
|
|
|
|
|
|
|
5.754%, 12/15/2028 |
|
|
2,300 |
|
|
|
2,339 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.4% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
|
165 |
|
|
|
165 |
|
New York & New Jersey, Port Authority, Ser 174, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
205 |
|
|
|
186 |
|
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
|
1,315 |
|
|
|
1,288 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
3.480%, 08/01/2026 |
|
|
2,100 |
|
|
|
2,069 |
|
New York State, Dormitory Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.289%, 03/15/2033 |
|
|
3,000 |
|
|
|
3,053 |
|
New York State, Urban Development, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
7,350 |
|
|
|
7,597 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,358 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Ohio — 0.1% |
|
|
|
|
American Municipal Power, Build America Project, RB |
|
|
|
|
|
|
|
|
6.053%, 02/15/2043 |
|
$ |
3,065 |
|
|
$ |
3,339 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oregon — 0.1% |
|
|
|
|
Oregon State, School Boards Association, Ser B, GO |
|
|
|
|
|
|
|
|
5.550%, 06/30/2028 |
|
|
3,259 |
|
|
|
3,320 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 0.1% |
|
|
|
|
Pennsylvania State, Economic Development Financing Authority, RB |
|
|
|
|
|
|
|
|
2.152%, 06/15/2029 |
|
|
5,465 |
|
|
|
4,988 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
555 |
|
|
|
574 |
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
845 |
|
|
|
997 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
565 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,175 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $116,345) ($ Thousands) |
|
|
|
|
|
|
110,187 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 0.7% |
| |
|
|
|
|
|
|
|
|
CDP Financial |
|
|
|
|
|
|
|
|
5.600%, 11/25/2039(A) |
|
$ |
700 |
|
|
$ |
751 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
2,090 |
|
|
|
2,066 |
|
3.860%, 06/21/2047 |
|
|
415 |
|
|
|
337 |
|
3.100%, 01/22/2061 |
|
|
330 |
|
|
|
216 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
2,530 |
|
|
|
1,859 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
4.375%, 02/15/2028 |
|
|
5,150 |
|
|
|
5,176 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
4.200%, 07/06/2033 |
|
|
7,195 |
|
|
|
7,134 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
6.350%, 01/30/2026 |
|
|
270 |
|
|
|
276 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/04/2033 |
|
|
3,460 |
|
|
|
3,505 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 01/16/2054(A) |
|
|
6,225 |
|
|
|
6,372 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $27,417) ($ Thousands) |
|
|
27,692 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
51,239,657 |
|
|
|
51,240 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $51,240) ($ Thousands) |
|
|
|
|
|
|
51,240 |
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $4,237,615) ($ Thousands) |
|
$ |
4,153,234 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
284 |
|
|
|
Dec-2024 |
|
|
$ |
58,971 |
|
|
$ |
58,943 |
|
|
$ |
(28 |
) |
U.S. 5-Year Treasury Note |
|
|
359 |
|
|
|
Dec-2024 |
|
|
|
39,369 |
|
|
|
39,274 |
|
|
|
(95 |
) |
| |
|
|
|
|
|
|
|
|
|
|
98,340 |
|
|
|
98,217 |
|
|
|
(123 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ultra 10-Year U.S. Treasury Note |
|
|
(488) |
|
|
|
Dec-2024 |
|
|
$ |
(57,685 |
) |
|
$ |
(57,309 |
) |
|
$ |
376 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
40,655 |
|
|
$ |
40,908 |
|
|
$ |
253 |
|
|
Percentages are based on Net Assets of $4,140,029 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $687,556 ($ Thousands), representing 16.6% of the Net Assets of the Fund. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Perpetual security with no stated maturity date. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Intermediate Duration Credit Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
33,054 |
|
|
$ |
545,489 |
|
|
$ |
(527,303 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
51,240 |
|
|
$ |
561 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 74.6% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.6% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
161,072 |
|
|
$ |
26,316 |
|
Alphabet Inc, Cl C |
|
|
134,100 |
|
|
|
22,141 |
|
AT&T Inc |
|
|
197,743 |
|
|
|
3,935 |
|
Charter Communications Inc, Cl A * |
|
|
2,715 |
|
|
|
943 |
|
Comcast Corp, Cl A |
|
|
107,932 |
|
|
|
4,271 |
|
Electronic Arts Inc |
|
|
6,744 |
|
|
|
1,024 |
|
Fox Corp |
|
|
10,366 |
|
|
|
417 |
|
Interpublic Group of Cos Inc/The |
|
|
10,600 |
|
|
|
346 |
|
Live Nation Entertainment Inc * |
|
|
3,900 |
|
|
|
381 |
|
Match Group Inc * |
|
|
7,300 |
|
|
|
272 |
|
Meta Platforms Inc, Cl A |
|
|
60,104 |
|
|
|
31,333 |
|
Netflix Inc * |
|
|
11,832 |
|
|
|
8,298 |
|
News Corp |
|
|
3,400 |
|
|
|
100 |
|
News Corp, Cl A |
|
|
10,400 |
|
|
|
295 |
|
Omnicom Group Inc |
|
|
5,399 |
|
|
|
542 |
|
Paramount Global, Cl B |
|
|
14,240 |
|
|
|
149 |
|
Take-Two Interactive Software Inc * |
|
|
4,400 |
|
|
|
711 |
|
T-Mobile US Inc |
|
|
14,209 |
|
|
|
2,824 |
|
Verizon Communications Inc |
|
|
115,992 |
|
|
|
4,846 |
|
Walt Disney Co/The |
|
|
50,221 |
|
|
|
4,539 |
|
Warner Bros Discovery Inc * |
|
|
61,680 |
|
|
|
484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,167 |
|
Consumer Discretionary — 7.3% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
11,800 |
|
|
|
1,384 |
|
Amazon.com Inc * |
|
|
251,080 |
|
|
|
44,818 |
|
Aptiv PLC * |
|
|
7,624 |
|
|
|
545 |
|
AutoZone Inc * |
|
|
469 |
|
|
|
1,492 |
|
Bath & Body Works Inc |
|
|
6,100 |
|
|
|
188 |
|
Best Buy Co Inc |
|
|
5,300 |
|
|
|
532 |
|
Booking Holdings Inc |
|
|
919 |
|
|
|
3,593 |
|
BorgWarner Inc |
|
|
6,200 |
|
|
|
211 |
|
Caesars Entertainment Inc * |
|
|
5,900 |
|
|
|
222 |
|
CarMax Inc * |
|
|
4,400 |
|
|
|
372 |
|
Carnival Corp, Cl A * |
|
|
28,000 |
|
|
|
462 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
36,800 |
|
|
|
2,064 |
|
Darden Restaurants Inc |
|
|
3,300 |
|
|
|
522 |
|
Deckers Outdoor Corp * |
|
|
700 |
|
|
|
671 |
|
Domino's Pizza Inc |
|
|
1,000 |
|
|
|
414 |
|
DR Horton Inc |
|
|
8,174 |
|
|
|
1,543 |
|
eBay Inc |
|
|
13,881 |
|
|
|
820 |
|
Etsy Inc * |
|
|
3,200 |
|
|
|
176 |
|
Expedia Group Inc * |
|
|
3,585 |
|
|
|
499 |
|
Ford Motor Co |
|
|
104,376 |
|
|
|
1,168 |
|
Garmin Ltd |
|
|
4,300 |
|
|
|
788 |
|
General Motors Co |
|
|
31,495 |
|
|
|
1,568 |
|
Genuine Parts Co |
|
|
3,850 |
|
|
|
552 |
|
Hasbro Inc |
|
|
3,600 |
|
|
|
245 |
|
Hilton Worldwide Holdings Inc |
|
|
6,861 |
|
|
|
1,507 |
|
Home Depot Inc/The |
|
|
27,243 |
|
|
|
10,039 |
|
Las Vegas Sands Corp |
|
|
10,236 |
|
|
|
399 |
|
Lennar Corp, Cl A |
|
|
6,795 |
|
|
|
1,237 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LKQ Corp |
|
|
7,300 |
|
|
$ |
304 |
|
Lowe's Cos Inc |
|
|
15,778 |
|
|
|
3,921 |
|
Lululemon Athletica Inc * |
|
|
3,200 |
|
|
|
830 |
|
Marriott International Inc/MD, Cl A |
|
|
6,428 |
|
|
|
1,509 |
|
McDonald's Corp |
|
|
19,879 |
|
|
|
5,738 |
|
MGM Resorts International * |
|
|
7,015 |
|
|
|
264 |
|
Mohawk Industries Inc * |
|
|
1,528 |
|
|
|
237 |
|
NIKE Inc, Cl B |
|
|
32,478 |
|
|
|
2,706 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
12,400 |
|
|
|
222 |
|
NVR Inc * |
|
|
80 |
|
|
|
734 |
|
O'Reilly Automotive Inc * |
|
|
1,596 |
|
|
|
1,803 |
|
Pool Corp |
|
|
1,100 |
|
|
|
387 |
|
PulteGroup Inc |
|
|
5,900 |
|
|
|
777 |
|
Ralph Lauren Corp, Cl A |
|
|
1,100 |
|
|
|
188 |
|
Ross Stores Inc |
|
|
8,916 |
|
|
|
1,343 |
|
Royal Caribbean Cruises Ltd * |
|
|
6,300 |
|
|
|
1,037 |
|
Starbucks Corp |
|
|
31,266 |
|
|
|
2,957 |
|
Tapestry Inc |
|
|
6,300 |
|
|
|
258 |
|
Tesla Inc * |
|
|
76,129 |
|
|
|
16,300 |
|
TJX Cos Inc/The |
|
|
31,242 |
|
|
|
3,664 |
|
Tractor Supply Co |
|
|
2,994 |
|
|
|
801 |
|
Ulta Beauty Inc * |
|
|
1,332 |
|
|
|
470 |
|
Wynn Resorts Ltd |
|
|
2,600 |
|
|
|
200 |
|
Yum! Brands Inc |
|
|
7,812 |
|
|
|
1,054 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
125,735 |
|
Consumer Staples — 4.5% |
|
|
|
|
Altria Group Inc |
|
|
46,036 |
|
|
|
2,475 |
|
Archer-Daniels-Midland Co |
|
|
13,807 |
|
|
|
842 |
|
Brown-Forman Corp, Cl B |
|
|
4,925 |
|
|
|
225 |
|
Bunge Global SA |
|
|
4,000 |
|
|
|
406 |
|
Campbell Soup Co |
|
|
5,400 |
|
|
|
269 |
|
Church & Dwight Co Inc |
|
|
6,817 |
|
|
|
695 |
|
Clorox Co/The |
|
|
3,400 |
|
|
|
538 |
|
Coca-Cola Co/The |
|
|
106,588 |
|
|
|
7,724 |
|
Colgate-Palmolive Co |
|
|
21,982 |
|
|
|
2,341 |
|
Conagra Brands Inc |
|
|
13,300 |
|
|
|
415 |
|
Constellation Brands Inc, Cl A |
|
|
4,407 |
|
|
|
1,061 |
|
Costco Wholesale Corp |
|
|
12,151 |
|
|
|
10,843 |
|
Dollar General Corp |
|
|
6,110 |
|
|
|
507 |
|
Dollar Tree Inc * |
|
|
5,697 |
|
|
|
481 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
6,365 |
|
|
|
583 |
|
General Mills Inc |
|
|
15,569 |
|
|
|
1,126 |
|
Hershey Co/The |
|
|
4,055 |
|
|
|
783 |
|
Hormel Foods Corp |
|
|
7,900 |
|
|
|
257 |
|
J M Smucker Co/The |
|
|
2,882 |
|
|
|
331 |
|
Kellanova |
|
|
7,300 |
|
|
|
588 |
|
Kenvue Inc |
|
|
51,205 |
|
|
|
1,124 |
|
Keurig Dr Pepper Inc |
|
|
29,067 |
|
|
|
1,064 |
|
Kimberly-Clark Corp |
|
|
9,291 |
|
|
|
1,344 |
|
Kraft Heinz Co/The |
|
|
21,766 |
|
|
|
771 |
|
Kroger Co/The |
|
|
18,467 |
|
|
|
983 |
|
Lamb Weston Holdings Inc |
|
|
4,000 |
|
|
|
248 |
|
McCormick & Co Inc/MD |
|
|
7,000 |
|
|
|
560 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Molson Coors Beverage Co, Cl B |
|
|
5,000 |
|
|
$ |
270 |
|
Mondelez International Inc, Cl A |
|
|
35,989 |
|
|
|
2,584 |
|
Monster Beverage Corp * |
|
|
19,776 |
|
|
|
932 |
|
PepsiCo Inc |
|
|
37,790 |
|
|
|
6,533 |
|
Philip Morris International Inc |
|
|
42,842 |
|
|
|
5,282 |
|
Procter & Gamble Co/The |
|
|
64,826 |
|
|
|
11,120 |
|
Sysco Corp |
|
|
13,869 |
|
|
|
1,081 |
|
Target Corp |
|
|
12,393 |
|
|
|
1,904 |
|
Tyson Foods Inc, Cl A |
|
|
7,972 |
|
|
|
513 |
|
Walgreens Boots Alliance Inc |
|
|
19,552 |
|
|
|
181 |
|
Walmart Inc |
|
|
117,376 |
|
|
|
9,065 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
78,049 |
|
Energy — 2.6% |
|
|
|
|
APA Corp |
|
|
9,000 |
|
|
|
256 |
|
Baker Hughes Co, Cl A |
|
|
26,279 |
|
|
|
924 |
|
Chevron Corp |
|
|
47,127 |
|
|
|
6,973 |
|
ConocoPhillips |
|
|
32,269 |
|
|
|
3,672 |
|
Coterra Energy Inc, Cl A |
|
|
20,481 |
|
|
|
498 |
|
Devon Energy Corp |
|
|
17,444 |
|
|
|
781 |
|
Diamondback Energy Inc |
|
|
4,900 |
|
|
|
956 |
|
EOG Resources Inc |
|
|
15,365 |
|
|
|
1,979 |
|
EQT Corp |
|
|
16,100 |
|
|
|
540 |
|
Exxon Mobil Corp |
|
|
123,130 |
|
|
|
14,522 |
|
Halliburton Co |
|
|
24,419 |
|
|
|
759 |
|
Hess Corp |
|
|
7,647 |
|
|
|
1,056 |
|
Kinder Morgan Inc |
|
|
53,184 |
|
|
|
1,147 |
|
Marathon Oil Corp |
|
|
15,500 |
|
|
|
444 |
|
Marathon Petroleum Corp |
|
|
9,681 |
|
|
|
1,715 |
|
Occidental Petroleum Corp |
|
|
18,403 |
|
|
|
1,049 |
|
ONEOK Inc |
|
|
16,066 |
|
|
|
1,484 |
|
Phillips 66 |
|
|
11,306 |
|
|
|
1,586 |
|
Schlumberger NV |
|
|
38,138 |
|
|
|
1,678 |
|
Targa Resources Corp |
|
|
6,200 |
|
|
|
911 |
|
Valero Energy Corp |
|
|
9,051 |
|
|
|
1,328 |
|
Williams Cos Inc/The |
|
|
33,605 |
|
|
|
1,538 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,796 |
|
Financials — 9.9% |
|
|
|
|
Aflac Inc |
|
|
14,255 |
|
|
|
1,573 |
|
Allstate Corp/The |
|
|
7,312 |
|
|
|
1,382 |
|
American Express Co |
|
|
15,676 |
|
|
|
4,055 |
|
American International Group Inc |
|
|
18,263 |
|
|
|
1,407 |
|
Ameriprise Financial Inc |
|
|
2,663 |
|
|
|
1,197 |
|
Aon PLC, Cl A |
|
|
5,845 |
|
|
|
2,009 |
|
Arch Capital Group Ltd * |
|
|
10,347 |
|
|
|
1,170 |
|
Arthur J Gallagher & Co |
|
|
5,857 |
|
|
|
1,714 |
|
Assurant Inc |
|
|
1,500 |
|
|
|
295 |
|
Bank of America Corp |
|
|
187,063 |
|
|
|
7,623 |
|
Bank of New York Mellon Corp/The |
|
|
20,658 |
|
|
|
1,409 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
49,678 |
|
|
|
23,643 |
|
BlackRock Inc, Cl A |
|
|
3,776 |
|
|
|
3,405 |
|
Blackstone Inc |
|
|
19,200 |
|
|
|
2,733 |
|
Brown & Brown Inc |
|
|
6,500 |
|
|
|
683 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Capital One Financial Corp |
|
|
10,555 |
|
|
$ |
1,551 |
|
Cboe Global Markets Inc |
|
|
2,900 |
|
|
|
596 |
|
Charles Schwab Corp/The |
|
|
40,098 |
|
|
|
2,610 |
|
Chubb Ltd |
|
|
11,195 |
|
|
|
3,181 |
|
Cincinnati Financial Corp |
|
|
4,400 |
|
|
|
603 |
|
Citigroup Inc |
|
|
52,663 |
|
|
|
3,299 |
|
Citizens Financial Group Inc |
|
|
12,465 |
|
|
|
537 |
|
CME Group Inc, Cl A |
|
|
9,609 |
|
|
|
2,073 |
|
Corpay Inc * |
|
|
1,900 |
|
|
|
600 |
|
Discover Financial Services |
|
|
6,918 |
|
|
|
960 |
|
Everest Group Ltd |
|
|
1,200 |
|
|
|
471 |
|
FactSet Research Systems Inc |
|
|
1,000 |
|
|
|
423 |
|
Fidelity National Information Services Inc |
|
|
15,356 |
|
|
|
1,266 |
|
Fifth Third Bancorp |
|
|
18,842 |
|
|
|
804 |
|
Fiserv Inc * |
|
|
15,679 |
|
|
|
2,738 |
|
Franklin Resources Inc |
|
|
8,200 |
|
|
|
166 |
|
Global Payments Inc |
|
|
6,991 |
|
|
|
776 |
|
Globe Life Inc |
|
|
2,300 |
|
|
|
242 |
|
Goldman Sachs Group Inc/The |
|
|
8,888 |
|
|
|
4,535 |
|
Hartford Financial Services Group Inc/The |
|
|
8,108 |
|
|
|
941 |
|
Huntington Bancshares Inc/OH |
|
|
39,826 |
|
|
|
596 |
|
Intercontinental Exchange Inc |
|
|
15,391 |
|
|
|
2,486 |
|
Invesco Ltd |
|
|
13,000 |
|
|
|
222 |
|
Jack Henry & Associates Inc |
|
|
2,000 |
|
|
|
346 |
|
JPMorgan Chase & Co |
|
|
78,805 |
|
|
|
17,715 |
|
KeyCorp |
|
|
25,954 |
|
|
|
443 |
|
KKR & Co Inc |
|
|
17,800 |
|
|
|
2,203 |
|
Loews Corp |
|
|
5,100 |
|
|
|
418 |
|
M&T Bank Corp |
|
|
4,590 |
|
|
|
790 |
|
MarketAxess Holdings Inc |
|
|
1,100 |
|
|
|
267 |
|
Marsh & McLennan Cos Inc |
|
|
13,620 |
|
|
|
3,099 |
|
Mastercard Inc, Cl A |
|
|
22,587 |
|
|
|
10,917 |
|
MetLife Inc |
|
|
16,445 |
|
|
|
1,274 |
|
Moody's Corp |
|
|
4,236 |
|
|
|
2,066 |
|
Morgan Stanley |
|
|
34,522 |
|
|
|
3,577 |
|
MSCI Inc, Cl A |
|
|
2,163 |
|
|
|
1,256 |
|
Nasdaq Inc |
|
|
10,588 |
|
|
|
763 |
|
Northern Trust Corp |
|
|
5,605 |
|
|
|
511 |
|
PayPal Holdings Inc * |
|
|
27,933 |
|
|
|
2,023 |
|
PNC Financial Services Group Inc/The |
|
|
10,947 |
|
|
|
2,026 |
|
Principal Financial Group Inc |
|
|
6,020 |
|
|
|
490 |
|
Progressive Corp/The |
|
|
16,183 |
|
|
|
4,081 |
|
Prudential Financial Inc |
|
|
9,939 |
|
|
|
1,204 |
|
Raymond James Financial Inc |
|
|
5,208 |
|
|
|
623 |
|
Regions Financial Corp |
|
|
25,682 |
|
|
|
601 |
|
S&P Global Inc |
|
|
8,846 |
|
|
|
4,540 |
|
Synchrony Financial |
|
|
11,311 |
|
|
|
568 |
|
T Rowe Price Group Inc |
|
|
6,098 |
|
|
|
647 |
|
Travelers Cos Inc/The |
|
|
6,055 |
|
|
|
1,381 |
|
Truist Financial Corp |
|
|
36,874 |
|
|
|
1,639 |
|
US Bancorp |
|
|
41,667 |
|
|
|
1,968 |
|
Visa Inc, Cl A |
|
|
43,224 |
|
|
|
11,946 |
|
W R Berkley Corp |
|
|
8,475 |
|
|
|
506 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wells Fargo & Co |
|
|
95,979 |
|
|
$ |
5,612 |
|
Willis Towers Watson PLC |
|
|
2,802 |
|
|
|
819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
172,293 |
|
Health Care — 9.2% |
|
|
|
|
Abbott Laboratories |
|
|
47,919 |
|
|
|
5,428 |
|
AbbVie Inc |
|
|
48,557 |
|
|
|
9,532 |
|
Agilent Technologies Inc |
|
|
8,156 |
|
|
|
1,166 |
|
Align Technology Inc * |
|
|
1,913 |
|
|
|
454 |
|
Amgen Inc |
|
|
14,774 |
|
|
|
4,932 |
|
Baxter International Inc |
|
|
14,138 |
|
|
|
536 |
|
Becton Dickinson & Co |
|
|
7,765 |
|
|
|
1,882 |
|
Biogen Inc * |
|
|
4,050 |
|
|
|
829 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
563 |
|
|
|
190 |
|
Bio-Techne Corp |
|
|
4,300 |
|
|
|
318 |
|
Boston Scientific Corp * |
|
|
40,572 |
|
|
|
3,318 |
|
Bristol-Myers Squibb Co |
|
|
54,326 |
|
|
|
2,714 |
|
Cardinal Health Inc |
|
|
6,798 |
|
|
|
766 |
|
Catalent Inc * |
|
|
5,000 |
|
|
|
305 |
|
Cencora Inc |
|
|
4,561 |
|
|
|
1,093 |
|
Centene Corp * |
|
|
14,084 |
|
|
|
1,110 |
|
Charles River Laboratories International Inc * |
|
|
1,400 |
|
|
|
277 |
|
Cigna Group/The |
|
|
7,662 |
|
|
|
2,772 |
|
Cooper Cos Inc/The |
|
|
5,500 |
|
|
|
581 |
|
CVS Health Corp |
|
|
33,612 |
|
|
|
1,924 |
|
Danaher Corp |
|
|
18,176 |
|
|
|
4,895 |
|
DaVita Inc * |
|
|
1,400 |
|
|
|
211 |
|
Dexcom Inc * |
|
|
10,730 |
|
|
|
744 |
|
Edwards Lifesciences Corp * |
|
|
16,636 |
|
|
|
1,164 |
|
Elevance Health Inc |
|
|
6,443 |
|
|
|
3,588 |
|
Eli Lilly & Co |
|
|
21,907 |
|
|
|
21,031 |
|
GE HealthCare Technologies Inc |
|
|
11,734 |
|
|
|
995 |
|
Gilead Sciences Inc |
|
|
33,343 |
|
|
|
2,634 |
|
HCA Healthcare Inc |
|
|
5,345 |
|
|
|
2,114 |
|
Henry Schein Inc * |
|
|
3,500 |
|
|
|
247 |
|
Hologic Inc * |
|
|
6,512 |
|
|
|
529 |
|
Humana Inc |
|
|
3,149 |
|
|
|
1,116 |
|
IDEXX Laboratories Inc * |
|
|
2,278 |
|
|
|
1,096 |
|
Incyte Corp * |
|
|
4,400 |
|
|
|
289 |
|
Insulet Corp * |
|
|
1,900 |
|
|
|
385 |
|
Intuitive Surgical Inc * |
|
|
9,778 |
|
|
|
4,817 |
|
IQVIA Holdings Inc * |
|
|
5,009 |
|
|
|
1,260 |
|
Johnson & Johnson |
|
|
66,080 |
|
|
|
10,960 |
|
Labcorp Holdings Inc |
|
|
2,365 |
|
|
|
544 |
|
McKesson Corp |
|
|
3,477 |
|
|
|
1,951 |
|
Medtronic PLC |
|
|
36,635 |
|
|
|
3,245 |
|
Merck & Co Inc |
|
|
69,644 |
|
|
|
8,249 |
|
Mettler-Toledo International Inc * |
|
|
560 |
|
|
|
806 |
|
Moderna Inc * |
|
|
9,238 |
|
|
|
715 |
|
Molina Healthcare Inc * |
|
|
1,600 |
|
|
|
560 |
|
Pfizer Inc |
|
|
156,140 |
|
|
|
4,530 |
|
Quest Diagnostics Inc |
|
|
3,100 |
|
|
|
487 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,936 |
|
|
|
3,478 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ResMed Inc |
|
|
4,023 |
|
|
$ |
986 |
|
Revvity Inc |
|
|
3,400 |
|
|
|
417 |
|
Solventum Corp * |
|
|
3,814 |
|
|
|
245 |
|
STERIS PLC |
|
|
2,713 |
|
|
|
654 |
|
Stryker Corp |
|
|
9,379 |
|
|
|
3,380 |
|
Teleflex Inc |
|
|
1,300 |
|
|
|
319 |
|
Thermo Fisher Scientific Inc |
|
|
10,504 |
|
|
|
6,461 |
|
UnitedHealth Group Inc |
|
|
25,257 |
|
|
|
14,907 |
|
Universal Health Services Inc, Cl B |
|
|
1,700 |
|
|
|
405 |
|
Vertex Pharmaceuticals Inc * |
|
|
6,966 |
|
|
|
3,454 |
|
Viatris Inc |
|
|
33,274 |
|
|
|
402 |
|
Waters Corp * |
|
|
1,651 |
|
|
|
572 |
|
West Pharmaceutical Services Inc |
|
|
2,054 |
|
|
|
644 |
|
Zimmer Biomet Holdings Inc |
|
|
5,638 |
|
|
|
651 |
|
Zoetis Inc, Cl A |
|
|
12,230 |
|
|
|
2,244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
158,508 |
|
Industrials — 6.3% |
|
|
|
|
3M Co |
|
|
15,256 |
|
|
|
2,055 |
|
A O Smith Corp |
|
|
3,300 |
|
|
|
276 |
|
Allegion plc |
|
|
2,433 |
|
|
|
338 |
|
American Airlines Group Inc * |
|
|
19,100 |
|
|
|
203 |
|
AMETEK Inc |
|
|
6,409 |
|
|
|
1,096 |
|
Automatic Data Processing Inc |
|
|
10,992 |
|
|
|
3,033 |
|
Axon Enterprise Inc * |
|
|
2,000 |
|
|
|
730 |
|
Boeing Co/The * |
|
|
15,496 |
|
|
|
2,692 |
|
Broadridge Financial Solutions Inc |
|
|
3,300 |
|
|
|
702 |
|
Builders FirstSource Inc * |
|
|
3,400 |
|
|
|
592 |
|
Carrier Global Corp |
|
|
23,078 |
|
|
|
1,680 |
|
Caterpillar Inc |
|
|
13,515 |
|
|
|
4,813 |
|
CH Robinson Worldwide Inc |
|
|
3,200 |
|
|
|
331 |
|
Cintas Corp |
|
|
2,321 |
|
|
|
1,869 |
|
Copart Inc * |
|
|
23,272 |
|
|
|
1,232 |
|
CSX Corp |
|
|
52,183 |
|
|
|
1,788 |
|
Cummins Inc |
|
|
3,798 |
|
|
|
1,188 |
|
Dayforce Inc * |
|
|
4,300 |
|
|
|
246 |
|
Deere & Co |
|
|
6,962 |
|
|
|
2,686 |
|
Delta Air Lines Inc |
|
|
17,846 |
|
|
|
758 |
|
Dover Corp |
|
|
3,806 |
|
|
|
708 |
|
Eaton Corp PLC |
|
|
11,016 |
|
|
|
3,381 |
|
Emerson Electric Co |
|
|
15,319 |
|
|
|
1,614 |
|
Equifax Inc |
|
|
3,390 |
|
|
|
1,041 |
|
Expeditors International of Washington Inc |
|
|
3,838 |
|
|
|
474 |
|
Fastenal Co |
|
|
15,811 |
|
|
|
1,080 |
|
FedEx Corp |
|
|
6,088 |
|
|
|
1,819 |
|
Fortive Corp |
|
|
9,788 |
|
|
|
728 |
|
GE Vernova Inc * |
|
|
7,555 |
|
|
|
1,519 |
|
Generac Holdings Inc * |
|
|
1,700 |
|
|
|
266 |
|
General Dynamics Corp |
|
|
6,091 |
|
|
|
1,823 |
|
General Electric Co |
|
|
30,120 |
|
|
|
5,260 |
|
Honeywell International Inc |
|
|
17,977 |
|
|
|
3,738 |
|
Howmet Aerospace Inc |
|
|
10,729 |
|
|
|
1,037 |
|
Hubbell Inc, Cl B |
|
|
1,500 |
|
|
|
600 |
|
Huntington Ingalls Industries Inc |
|
|
1,100 |
|
|
|
311 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
IDEX Corp |
|
|
2,100 |
|
|
$ |
434 |
|
Illinois Tool Works Inc |
|
|
7,218 |
|
|
|
1,827 |
|
Ingersoll Rand Inc |
|
|
11,083 |
|
|
|
1,014 |
|
Jacobs Solutions Inc |
|
|
3,500 |
|
|
|
528 |
|
JB Hunt Transport Services Inc |
|
|
2,300 |
|
|
|
398 |
|
Johnson Controls International PLC |
|
|
18,572 |
|
|
|
1,353 |
|
L3Harris Technologies Inc |
|
|
5,196 |
|
|
|
1,230 |
|
Leidos Holdings Inc |
|
|
3,800 |
|
|
|
602 |
|
Lockheed Martin Corp |
|
|
5,903 |
|
|
|
3,354 |
|
Masco Corp |
|
|
6,100 |
|
|
|
485 |
|
Nordson Corp |
|
|
1,500 |
|
|
|
385 |
|
Norfolk Southern Corp |
|
|
5,969 |
|
|
|
1,529 |
|
Northrop Grumman Corp |
|
|
3,817 |
|
|
|
1,997 |
|
Old Dominion Freight Line Inc |
|
|
4,976 |
|
|
|
959 |
|
Otis Worldwide Corp |
|
|
11,145 |
|
|
|
1,055 |
|
PACCAR Inc |
|
|
13,987 |
|
|
|
1,345 |
|
Parker-Hannifin Corp |
|
|
3,503 |
|
|
|
2,103 |
|
Paychex Inc |
|
|
8,447 |
|
|
|
1,108 |
|
Paycom Software Inc |
|
|
1,400 |
|
|
|
228 |
|
Pentair PLC |
|
|
4,546 |
|
|
|
403 |
|
Quanta Services Inc |
|
|
4,014 |
|
|
|
1,104 |
|
Republic Services Inc, Cl A |
|
|
5,643 |
|
|
|
1,175 |
|
Rockwell Automation Inc |
|
|
3,105 |
|
|
|
845 |
|
Rollins Inc |
|
|
7,825 |
|
|
|
393 |
|
RTX Corp |
|
|
36,606 |
|
|
|
4,515 |
|
Snap-on Inc |
|
|
1,500 |
|
|
|
426 |
|
Southwest Airlines Co |
|
|
16,630 |
|
|
|
481 |
|
Stanley Black & Decker Inc |
|
|
4,300 |
|
|
|
440 |
|
Textron Inc |
|
|
5,400 |
|
|
|
492 |
|
Trane Technologies PLC |
|
|
6,079 |
|
|
|
2,199 |
|
TransDigm Group Inc |
|
|
1,516 |
|
|
|
2,082 |
|
Uber Technologies Inc * |
|
|
57,600 |
|
|
|
4,212 |
|
Union Pacific Corp |
|
|
16,822 |
|
|
|
4,308 |
|
United Airlines Holdings Inc * |
|
|
9,165 |
|
|
|
404 |
|
United Parcel Service Inc, Cl B |
|
|
19,622 |
|
|
|
2,522 |
|
United Rentals Inc |
|
|
1,796 |
|
|
|
1,331 |
|
Veralto Corp |
|
|
6,059 |
|
|
|
681 |
|
Verisk Analytics Inc, Cl A |
|
|
3,916 |
|
|
|
1,068 |
|
Waste Management Inc |
|
|
9,767 |
|
|
|
2,071 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,886 |
|
|
|
829 |
|
WW Grainger Inc |
|
|
1,177 |
|
|
|
1,159 |
|
Xylem Inc/NY |
|
|
6,700 |
|
|
|
921 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
109,702 |
|
Information Technology — 22.9% |
|
|
|
|
Adobe Inc * |
|
|
12,284 |
|
|
|
7,056 |
|
Advanced Micro Devices Inc * |
|
|
44,433 |
|
|
|
6,601 |
|
Akamai Technologies Inc * |
|
|
4,200 |
|
|
|
428 |
|
Amphenol Corp, Cl A |
|
|
32,222 |
|
|
|
2,173 |
|
Analog Devices Inc |
|
|
13,710 |
|
|
|
3,220 |
|
ANSYS Inc * |
|
|
2,421 |
|
|
|
778 |
|
Apple Inc |
|
|
395,056 |
|
|
|
90,468 |
|
Applied Materials Inc |
|
|
22,903 |
|
|
|
4,518 |
|
Arista Networks Inc * |
|
|
7,061 |
|
|
|
2,495 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Autodesk Inc * |
|
|
5,892 |
|
|
$ |
1,522 |
|
Broadcom Inc |
|
|
119,540 |
|
|
|
19,463 |
|
Cadence Design Systems Inc * |
|
|
7,463 |
|
|
|
2,007 |
|
CDW Corp/DE |
|
|
3,741 |
|
|
|
844 |
|
Cisco Systems Inc |
|
|
111,492 |
|
|
|
5,635 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
13,718 |
|
|
|
1,067 |
|
Corning Inc |
|
|
21,388 |
|
|
|
895 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
6,200 |
|
|
|
1,719 |
|
Enphase Energy Inc * |
|
|
3,768 |
|
|
|
456 |
|
EPAM Systems Inc * |
|
|
1,577 |
|
|
|
317 |
|
F5 Inc * |
|
|
1,600 |
|
|
|
325 |
|
Fair Isaac Corp * |
|
|
669 |
|
|
|
1,158 |
|
First Solar Inc * |
|
|
2,935 |
|
|
|
667 |
|
Fortinet Inc * |
|
|
17,498 |
|
|
|
1,342 |
|
Gartner Inc * |
|
|
2,093 |
|
|
|
1,030 |
|
Gen Digital Inc |
|
|
15,600 |
|
|
|
413 |
|
GoDaddy Inc, Cl A * |
|
|
3,900 |
|
|
|
653 |
|
Hewlett Packard Enterprise Co |
|
|
36,275 |
|
|
|
703 |
|
HP Inc |
|
|
23,736 |
|
|
|
859 |
|
Intel Corp |
|
|
114,563 |
|
|
|
2,525 |
|
International Business Machines Corp |
|
|
25,308 |
|
|
|
5,115 |
|
Intuit Inc |
|
|
7,673 |
|
|
|
4,836 |
|
Jabil Inc |
|
|
3,400 |
|
|
|
372 |
|
Juniper Networks Inc |
|
|
8,900 |
|
|
|
346 |
|
Keysight Technologies Inc * |
|
|
4,879 |
|
|
|
752 |
|
KLA Corp |
|
|
3,682 |
|
|
|
3,017 |
|
Lam Research Corp |
|
|
3,542 |
|
|
|
2,908 |
|
Microchip Technology Inc |
|
|
14,354 |
|
|
|
1,179 |
|
Micron Technology Inc |
|
|
29,762 |
|
|
|
2,864 |
|
Microsoft Corp |
|
|
203,760 |
|
|
|
84,996 |
|
Monolithic Power Systems Inc |
|
|
1,348 |
|
|
|
1,260 |
|
Motorola Solutions Inc |
|
|
4,430 |
|
|
|
1,958 |
|
NetApp Inc |
|
|
5,700 |
|
|
|
688 |
|
NVIDIA Corp |
|
|
674,270 |
|
|
|
80,488 |
|
ON Semiconductor Corp * |
|
|
11,930 |
|
|
|
929 |
|
Oracle Corp |
|
|
43,819 |
|
|
|
6,191 |
|
Palo Alto Networks Inc * |
|
|
8,700 |
|
|
|
3,156 |
|
PTC Inc * |
|
|
3,300 |
|
|
|
591 |
|
Qorvo Inc * |
|
|
2,700 |
|
|
|
313 |
|
QUALCOMM Inc |
|
|
30,768 |
|
|
|
5,394 |
|
Roper Technologies Inc |
|
|
2,863 |
|
|
|
1,587 |
|
Salesforce Inc |
|
|
26,754 |
|
|
|
6,766 |
|
Seagate Technology Holdings PLC |
|
|
5,400 |
|
|
|
538 |
|
ServiceNow Inc * |
|
|
5,567 |
|
|
|
4,760 |
|
Skyworks Solutions Inc |
|
|
4,454 |
|
|
|
488 |
|
Super Micro Computer Inc * |
|
|
1,364 |
|
|
|
597 |
|
Synopsys Inc * |
|
|
4,253 |
|
|
|
2,210 |
|
TE Connectivity Ltd |
|
|
8,468 |
|
|
|
1,301 |
|
Teledyne Technologies Inc * |
|
|
1,302 |
|
|
|
563 |
|
Teradyne Inc |
|
|
4,300 |
|
|
|
588 |
|
Texas Instruments Inc |
|
|
25,107 |
|
|
|
5,381 |
|
Trimble Inc * |
|
|
6,900 |
|
|
|
391 |
|
Tyler Technologies Inc * |
|
|
1,200 |
|
|
|
705 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
VeriSign Inc * |
|
|
2,340 |
|
|
$ |
430 |
|
Western Digital Corp * |
|
|
9,003 |
|
|
|
591 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,400 |
|
|
|
484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
396,070 |
|
Materials — 1.7% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,974 |
|
|
|
1,666 |
|
Albemarle Corp |
|
|
3,196 |
|
|
|
288 |
|
Amcor PLC |
|
|
40,107 |
|
|
|
459 |
|
Avery Dennison Corp |
|
|
2,200 |
|
|
|
488 |
|
Ball Corp |
|
|
8,500 |
|
|
|
542 |
|
Celanese Corp, Cl A |
|
|
2,800 |
|
|
|
366 |
|
CF Industries Holdings Inc |
|
|
5,046 |
|
|
|
419 |
|
Corteva Inc |
|
|
19,159 |
|
|
|
1,098 |
|
Dow Inc |
|
|
19,573 |
|
|
|
1,049 |
|
DuPont de Nemours Inc |
|
|
11,539 |
|
|
|
972 |
|
Eastman Chemical Co |
|
|
3,300 |
|
|
|
338 |
|
Ecolab Inc |
|
|
6,987 |
|
|
|
1,769 |
|
FMC Corp |
|
|
3,600 |
|
|
|
232 |
|
Freeport-McMoRan Inc, Cl B |
|
|
38,385 |
|
|
|
1,700 |
|
International Flavors & Fragrances Inc |
|
|
7,073 |
|
|
|
736 |
|
International Paper Co |
|
|
9,600 |
|
|
|
465 |
|
Linde PLC |
|
|
13,233 |
|
|
|
6,329 |
|
LyondellBasell Industries NV, Cl A |
|
|
7,155 |
|
|
|
706 |
|
Martin Marietta Materials Inc |
|
|
1,670 |
|
|
|
892 |
|
Mosaic Co/The |
|
|
8,763 |
|
|
|
250 |
|
Newmont Corp |
|
|
31,797 |
|
|
|
1,698 |
|
Nucor Corp |
|
|
6,382 |
|
|
|
969 |
|
Packaging Corp of America |
|
|
2,500 |
|
|
|
524 |
|
PPG Industries Inc |
|
|
6,515 |
|
|
|
845 |
|
Sherwin-Williams Co/The |
|
|
6,249 |
|
|
|
2,308 |
|
Smurfit WestRock |
|
|
13,541 |
|
|
|
642 |
|
Steel Dynamics Inc |
|
|
4,025 |
|
|
|
481 |
|
Vulcan Materials Co |
|
|
3,621 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,119 |
|
Real Estate — 1.8% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
4,403 |
|
|
|
526 |
|
American Tower Corp, Cl A ‡ |
|
|
12,556 |
|
|
|
2,813 |
|
AvalonBay Communities Inc ‡ |
|
|
3,915 |
|
|
|
884 |
|
BXP ‡ |
|
|
4,000 |
|
|
|
301 |
|
Camden Property Trust ‡ |
|
|
2,900 |
|
|
|
363 |
|
CBRE Group Inc, Cl A * |
|
|
8,265 |
|
|
|
952 |
|
CoStar Group Inc * |
|
|
11,390 |
|
|
|
880 |
|
Crown Castle Inc ‡ |
|
|
11,494 |
|
|
|
1,288 |
|
Digital Realty Trust Inc ‡ |
|
|
8,922 |
|
|
|
1,353 |
|
Equinix Inc ‡ |
|
|
2,614 |
|
|
|
2,181 |
|
Equity Residential ‡ |
|
|
9,629 |
|
|
|
721 |
|
Essex Property Trust Inc ‡ |
|
|
1,766 |
|
|
|
533 |
|
Extra Space Storage Inc ‡ |
|
|
5,845 |
|
|
|
1,035 |
|
Federal Realty Investment Trust ‡ |
|
|
2,100 |
|
|
|
242 |
|
Healthpeak Properties Inc ‡ |
|
|
18,600 |
|
|
|
414 |
|
Host Hotels & Resorts Inc ‡ |
|
|
19,585 |
|
|
|
347 |
|
Invitation Homes Inc ‡ |
|
|
15,800 |
|
|
|
582 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Iron Mountain Inc ‡ |
|
|
8,171 |
|
|
$ |
925 |
|
Kimco Realty Corp ‡ |
|
|
18,300 |
|
|
|
426 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
3,263 |
|
|
|
530 |
|
Prologis Inc ‡ |
|
|
24,908 |
|
|
|
3,184 |
|
Public Storage ‡ |
|
|
4,356 |
|
|
|
1,497 |
|
Realty Income Corp ‡ |
|
|
23,253 |
|
|
|
1,444 |
|
Regency Centers Corp ‡ |
|
|
4,500 |
|
|
|
327 |
|
SBA Communications Corp, Cl A ‡ |
|
|
3,012 |
|
|
|
683 |
|
Simon Property Group Inc ‡ |
|
|
8,633 |
|
|
|
1,445 |
|
UDR Inc ‡ |
|
|
8,300 |
|
|
|
369 |
|
Ventas Inc ‡ |
|
|
11,100 |
|
|
|
689 |
|
VICI Properties Inc, Cl A ‡ |
|
|
28,796 |
|
|
|
964 |
|
Welltower Inc ‡ |
|
|
15,993 |
|
|
|
1,930 |
|
Weyerhaeuser Co ‡ |
|
|
20,278 |
|
|
|
618 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
30,446 |
|
Utilities — 1.8% |
|
|
|
|
AES Corp/The |
|
|
19,600 |
|
|
|
336 |
|
Alliant Energy Corp |
|
|
7,100 |
|
|
|
414 |
|
Ameren Corp |
|
|
7,496 |
|
|
|
619 |
|
American Electric Power Co Inc |
|
|
14,524 |
|
|
|
1,456 |
|
American Water Works Co Inc |
|
|
5,372 |
|
|
|
769 |
|
Atmos Energy Corp |
|
|
4,222 |
|
|
|
552 |
|
CenterPoint Energy Inc |
|
|
17,592 |
|
|
|
480 |
|
CMS Energy Corp |
|
|
8,200 |
|
|
|
556 |
|
Consolidated Edison Inc |
|
|
9,637 |
|
|
|
979 |
|
Constellation Energy Corp |
|
|
8,426 |
|
|
|
1,657 |
|
Dominion Energy Inc |
|
|
23,094 |
|
|
|
1,291 |
|
DTE Energy Co |
|
|
5,717 |
|
|
|
715 |
|
Duke Energy Corp |
|
|
20,700 |
|
|
|
2,359 |
|
Edison International |
|
|
10,671 |
|
|
|
929 |
|
Entergy Corp |
|
|
5,911 |
|
|
|
713 |
|
Evergy Inc |
|
|
6,299 |
|
|
|
373 |
|
Eversource Energy |
|
|
9,708 |
|
|
|
656 |
|
Exelon Corp |
|
|
27,726 |
|
|
|
1,056 |
|
FirstEnergy Corp |
|
|
14,264 |
|
|
|
626 |
|
NextEra Energy Inc |
|
|
56,598 |
|
|
|
4,557 |
|
NiSource Inc |
|
|
12,100 |
|
|
|
400 |
|
NRG Energy Inc |
|
|
5,800 |
|
|
|
493 |
|
PG&E Corp |
|
|
56,498 |
|
|
|
1,113 |
|
Pinnacle West Capital Corp |
|
|
3,100 |
|
|
|
271 |
|
PPL Corp |
|
|
20,318 |
|
|
|
648 |
|
Public Service Enterprise Group Inc |
|
|
13,727 |
|
|
|
1,108 |
|
Sempra |
|
|
16,776 |
|
|
|
1,379 |
|
Southern Co/The |
|
|
29,267 |
|
|
|
2,529 |
|
Vistra Corp |
|
|
9,100 |
|
|
|
777 |
|
WEC Energy Group Inc |
|
|
8,755 |
|
|
|
814 |
|
Xcel Energy Inc |
|
|
15,346 |
|
|
|
940 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,565 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $349,282) ($ Thousands) |
|
|
|
|
|
|
1,291,450 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK — 0.4% |
| |
|
|
|
|
|
|
|
|
China — 0.1% |
|
|
|
|
NXP Semiconductors NV |
|
|
7,017 |
|
|
$ |
1,799 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.3% |
|
|
|
|
Accenture PLC, Cl A |
|
|
17,316 |
|
|
|
5,921 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $2,622) ($ Thousands) |
|
|
|
|
|
|
7,720 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.200%**† |
|
|
23,547,084 |
|
|
|
23,547 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $23,547) ($ Thousands) |
|
|
|
|
|
|
23,547 |
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.2% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $9,439) ($ Thousands) |
|
|
|
|
|
|
3,093 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED SWAPTION — 0.2% |
Total Purchased Swaption |
|
|
|
|
|
|
|
|
(Cost $2,975) ($ Thousands) |
|
|
|
|
|
|
3,892 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 76.8% |
|
|
|
|
|
|
|
|
(Cost $387,865) ($ Thousands) |
|
$ |
1,329,702 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.5)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $4,887) ($ Thousands) |
|
|
|
|
|
$ |
(7,162 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN SWAPTION — (0.0)% |
Total Written Swaption |
|
|
|
|
|
|
|
|
(Premiums Received $600) ($ Thousands) |
|
|
|
|
|
$ |
(548 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at August 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
– |
|
EUR Put/USD Call |
|
|
426,000,000 |
|
|
$ |
447,300 |
|
|
$ |
1.05 |
|
|
|
10/19/2024 |
|
|
$ |
96 |
|
USD Call/CNH Put |
|
|
340,000,000 |
|
|
|
2,465,000 |
|
|
|
7.25 |
|
|
|
8/16/2025 |
|
|
|
2,997 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
2,912,300 |
|
|
|
|
|
|
|
|
|
|
$ |
3,093 |
|
WRITTEN OPTIONS — (0.5)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CNH Call/USD Put |
|
|
(340,000,000 |
) |
|
$ |
(2,329,000 |
) |
|
|
6.85 |
|
|
|
08/16/2025 |
|
|
$ |
(6,280 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Continued)
A list of open exchange traded options contracts for the Fund at August 31, 2024, is as follows: |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
WRITTEN OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Call/CNH Put |
|
|
(340,000,000 |
) |
|
$ |
(2,628,540 |
) |
|
$ |
7.73 |
|
|
|
08/16/2025 |
|
|
$ |
(882 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(4,957,540 |
) |
|
|
|
|
|
|
|
|
|
$ |
(7,162 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swaptions held by the Fund at August 31, 2024, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTION — 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
Call Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
1,696,000,000 |
|
|
$ |
0.12 |
|
|
|
05/17/2025 |
|
|
$ |
3,892 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN SWAPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Call Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
(1,696,000,000 |
) |
|
|
0.87 |
|
|
|
05/17/2025 |
|
|
$ |
(548 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI^ |
|
|
1,522 |
|
|
|
Sep-2024 |
|
|
$ |
421,838 |
|
|
$ |
430,802 |
|
|
$ |
8,964 |
|
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
| |
Interest Rate Swaps |
|
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
2.385%^ |
|
|
|
U.S. CPI |
|
|
|
Annually |
|
|
|
07/31/2029 |
|
|
|
USD |
|
|
|
265,000 |
|
|
$ |
(732 |
) |
|
$ |
– |
|
|
$ |
(732 |
) |
| |
|
2.39%^ |
|
|
|
U.S. CPI |
|
|
|
Annually |
|
|
|
07/31/2029 |
|
|
|
USD |
|
|
|
265,000 |
|
|
|
(793 |
) |
|
|
– |
|
|
|
(793 |
) |
| |
|
2.4%^ |
|
|
|
U.S. CPI |
|
|
|
Annually |
|
|
|
08/01/2029 |
|
|
|
USD |
|
|
|
107,000 |
|
|
|
(373 |
) |
|
|
– |
|
|
|
(373 |
) |
| |
|
2.659%^ |
|
|
|
U.S. CPI |
|
|
|
Annually |
|
|
|
02/27/2033 |
|
|
|
USD |
|
|
|
269,000 |
|
|
|
6,960 |
|
|
|
– |
|
|
|
6,960 |
|
| |
|
0.281% |
|
|
|
1-Day JPY-MUTKCALM Compounded-OIS |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
264,893,382 |
|
|
|
3,994 |
|
|
|
– |
|
|
|
3,994 |
|
| |
|
0.293% |
|
|
|
TONAR |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
209,944,853 |
|
|
|
2,996 |
|
|
|
– |
|
|
|
2,996 |
|
| |
|
SOFR |
|
|
|
3.41% |
|
|
|
Annually |
|
|
|
12/11/2028 |
|
|
|
USD |
|
|
|
1,023,842 |
|
|
|
4,477 |
|
|
|
– |
|
|
|
4,477 |
|
| |
|
3.432% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/11/2056 |
|
|
|
USD |
|
|
|
107,637 |
|
|
|
(2,468 |
) |
|
|
– |
|
|
|
(2,468 |
) |
| |
|
3.707% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
03/05/2034 |
|
|
|
USD |
|
|
|
345,000 |
|
|
|
(3,419 |
) |
|
|
– |
|
|
|
(3,419 |
) |
| |
|
3.726% |
|
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
06/18/2034 |
|
|
|
USD |
|
|
|
163,000 |
|
|
|
(1,597 |
) |
|
|
– |
|
|
|
(1,597 |
) |
| |
|
3.745% |
|
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
06/11/2034 |
|
|
|
USD |
|
|
|
164,000 |
|
|
|
(1,738 |
) |
|
|
– |
|
|
|
(1,738 |
) |
| |
|
4.161% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/02/2056 |
|
|
|
USD |
|
|
|
214,675 |
|
|
|
(32,009 |
) |
|
|
– |
|
|
|
(32,009 |
) |
| |
|
4.2725% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
07/22/2025 |
|
|
|
USD |
|
|
|
1,150,000 |
|
|
|
1,003 |
|
|
|
– |
|
|
|
1,003 |
|
| |
|
SOFR |
|
|
|
4.35% |
|
|
|
Annually |
|
|
|
11/02/2031 |
|
|
|
USD |
|
|
|
837,500 |
|
|
|
38,156 |
|
|
|
– |
|
|
|
38,156 |
|
| |
|
4.36% |
|
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
07/26/2025 |
|
|
|
USD |
|
|
|
517,500 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
14,462 |
|
|
$ |
– |
|
|
$ |
14,462 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Dynamic Asset Allocation Fund (Concluded)
A list of open OTC swap agreements held by the Fund at August 31, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs^ |
|
|
+BCOMTR/0.075% |
|
|
|
3-MONTH TREASURY BILL RATE + 7.5 BPS |
|
|
|
INDEX RETURN |
|
|
|
Annually |
|
|
|
09/13/2024 |
|
|
|
USD |
|
|
|
74,133 |
|
|
$ |
(5,427 |
) |
|
$ |
– |
|
|
$ |
(5,427 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(5,427 |
) |
|
$ |
– |
|
|
$ |
(5,427 |
) |
|
Percentages are based on Net Assets of $1,732,024 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
** |
The rate reported is the 7-day effective yield as of August 31, 2024. |
† |
Investment in Affiliated Security. |
^ |
Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of August 31, 2024. |
The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
5/31/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
8/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,589 |
|
|
$ |
49,453 |
|
|
$ |
(45,495 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
23,547 |
|
|
$ |
233 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 63.2% |
U.S. Treasury Bills ^ |
|
|
|
|
|
|
|
|
5.297%, 11/14/2024 (A) |
|
$ |
9,000 |
|
|
$ |
8,910 |
|
5.296%, 10/24/2024 (A) |
|
|
4,000 |
|
|
|
3,971 |
|
5.289%, 11/07/2024 (A) |
|
|
7,000 |
|
|
|
6,936 |
|
5.288%, 10/17/2024 (A) |
|
|
9,000 |
|
|
|
8,944 |
|
5.272%, 10/10/2024 (A) |
|
|
8,000 |
|
|
|
7,958 |
|
5.249%, 09/26/2024 (A) |
|
|
9,400 |
|
|
|
9,369 |
|
5.230%, 11/21/2024 (A) |
|
|
9,500 |
|
|
|
9,396 |
|
5.213%, 10/03/2024 (A) |
|
|
6,000 |
|
|
|
5,974 |
|
5.201%, 10/31/2024 (A) |
|
|
9,700 |
|
|
|
9,621 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
0.750%, 07/15/2028 |
|
|
106,229 |
|
|
|
102,738 |
|
0.375%, 07/15/2027 (B) |
|
|
187,173 |
|
|
|
180,204 |
|
0.250%, 07/15/2029 |
|
|
44,901 |
|
|
|
42,130 |
|
0.125%, 07/15/2026 |
|
|
15,183 |
|
|
|
14,676 |
|
U.S. Treasury Notes ^ |
|
|
|
|
|
|
|
|
5.278%, USBMMY3M + 0.245%, 01/31/2026 (C) |
|
|
8,300 |
|
|
|
8,301 |
|
5.233%, USBMMY3M + 0.200%, 01/31/2025 (C)(H) |
|
|
10,300 |
|
|
|
10,300 |
|
5.203%, USBMMY3M + 0.170%, 10/31/2025 (C) |
|
|
9,200 |
|
|
|
9,195 |
|
5.202%, USBMMY3M + 0.169%, 04/30/2025 (C) |
|
|
7,500 |
|
|
|
7,499 |
|
5.183%, USBMMY3M + 0.150%, 04/30/2026 (C) |
|
|
900 |
|
|
|
899 |
|
5.173%, USBMMY3M + 0.140%, 10/31/2024 (C)(H) |
|
|
10,000 |
|
|
|
9,998 |
|
5.158%, USBMMY3M + 0.125%, 07/31/2025 (C) |
|
|
7,600 |
|
|
|
7,593 |
|
5.000%, 08/31/2025 |
|
|
1,000 |
|
|
|
1,006 |
|
4.875%, 05/31/2026 |
|
|
800 |
|
|
|
811 |
|
4.750%, 07/31/2025 |
|
|
1,200 |
|
|
|
1,203 |
|
4.625%, 02/28/2025 |
|
|
700 |
|
|
|
699 |
|
4.500%, 04/15/2027 |
|
|
1,000 |
|
|
|
1,016 |
|
4.375%, 08/15/2026 |
|
|
1,200 |
|
|
|
1,210 |
|
4.375%, 07/15/2027 |
|
|
800 |
|
|
|
812 |
|
4.000%, 02/15/2026 |
|
|
700 |
|
|
|
699 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $470,850) ($ Thousands) |
|
|
472,068 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 28.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.3% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
12,715 |
|
|
|
2,077 |
|
Alphabet Inc, Cl C |
|
|
10,669 |
|
|
|
1,762 |
|
AST SpaceMobile Inc, Cl A * |
|
|
2,092 |
|
|
|
61 |
|
AT&T Inc (D) |
|
|
106,703 |
|
|
|
2,123 |
|
Cogent Communications Holdings Inc |
|
|
796 |
|
|
|
56 |
|
Electronic Arts Inc |
|
|
1,669 |
|
|
|
253 |
|
Frontier Communications Parent Inc * |
|
|
3,600 |
|
|
|
104 |
|
GCI Liberty - Escrow * |
|
|
1,350 |
|
|
|
— |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Iridium Communications Inc |
|
|
1,840 |
|
|
$ |
47 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
1,205 |
|
|
|
94 |
|
Live Nation Entertainment Inc * |
|
|
1,019 |
|
|
|
100 |
|
Lumen Technologies Inc * |
|
|
17,026 |
|
|
|
89 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
224 |
|
|
|
47 |
|
Match Group Inc * |
|
|
938 |
|
|
|
35 |
|
Meta Platforms Inc, Cl A |
|
|
4,748 |
|
|
|
2,475 |
|
Netflix Inc * |
|
|
2,713 |
|
|
|
1,903 |
|
Pinterest Inc, Cl A * |
|
|
1,345 |
|
|
|
43 |
|
ROBLOX Corp, Cl A * |
|
|
4,785 |
|
|
|
210 |
|
Roku Inc, Cl A * |
|
|
1,148 |
|
|
|
78 |
|
Spotify Technology SA * |
|
|
894 |
|
|
|
307 |
|
Take-Two Interactive Software Inc * |
|
|
962 |
|
|
|
156 |
|
Telephone and Data Systems Inc |
|
|
2,374 |
|
|
|
56 |
|
TKO Group Holdings Inc, Cl A |
|
|
559 |
|
|
|
66 |
|
T-Mobile US Inc |
|
|
7,297 |
|
|
|
1,450 |
|
Verizon Communications Inc |
|
|
61,819 |
|
|
|
2,583 |
|
Walt Disney Co/The |
|
|
11,596 |
|
|
|
1,048 |
|
Warner Bros Discovery Inc *(D) |
|
|
14,974 |
|
|
|
117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,340 |
|
Consumer Staples — 7.5% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
6,916 |
|
|
|
136 |
|
Altria Group Inc (D) |
|
|
31,172 |
|
|
|
1,676 |
|
Andersons Inc/The |
|
|
1,006 |
|
|
|
51 |
|
Archer-Daniels-Midland Co |
|
|
8,940 |
|
|
|
545 |
|
BellRing Brands Inc * |
|
|
2,519 |
|
|
|
141 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
2,289 |
|
|
|
183 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
226 |
|
|
|
61 |
|
Brown-Forman Corp, Cl A |
|
|
1,163 |
|
|
|
53 |
|
Brown-Forman Corp, Cl B |
|
|
3,097 |
|
|
|
141 |
|
Bunge Global SA |
|
|
2,608 |
|
|
|
264 |
|
Cal-Maine Foods Inc |
|
|
723 |
|
|
|
52 |
|
Campbell Soup Co |
|
|
3,895 |
|
|
|
194 |
|
Casey's General Stores Inc |
|
|
654 |
|
|
|
237 |
|
Celsius Holdings Inc * |
|
|
2,871 |
|
|
|
109 |
|
Central Garden & Pet Co, Cl A * |
|
|
1,527 |
|
|
|
52 |
|
Chefs' Warehouse Inc/The * |
|
|
463 |
|
|
|
20 |
|
Church & Dwight Co Inc |
|
|
4,440 |
|
|
|
452 |
|
Clorox Co/The |
|
|
2,191 |
|
|
|
347 |
|
Coca-Cola Co/The (D) |
|
|
70,983 |
|
|
|
5,144 |
|
Coca-Cola Consolidated Inc |
|
|
84 |
|
|
|
113 |
|
Colgate-Palmolive Co |
|
|
14,956 |
|
|
|
1,593 |
|
Conagra Brands Inc |
|
|
8,383 |
|
|
|
262 |
|
Constellation Brands Inc, Cl A |
|
|
2,966 |
|
|
|
714 |
|
Costco Wholesale Corp (D) |
|
|
8,075 |
|
|
|
7,206 |
|
Coty Inc, Cl A * |
|
|
8,833 |
|
|
|
83 |
|
Darling Ingredients Inc * |
|
|
3,085 |
|
|
|
129 |
|
Dollar General Corp |
|
|
3,959 |
|
|
|
329 |
|
Dollar Tree Inc * |
|
|
3,606 |
|
|
|
305 |
|
Edgewell Personal Care Co |
|
|
1,406 |
|
|
|
57 |
|
elf Beauty Inc * |
|
|
1,023 |
|
|
|
153 |
|
Energizer Holdings Inc |
|
|
1,064 |
|
|
|
35 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
4,188 |
|
|
$ |
384 |
|
Flowers Foods Inc |
|
|
3,606 |
|
|
|
84 |
|
Freshpet Inc * |
|
|
872 |
|
|
|
119 |
|
General Mills Inc |
|
|
10,209 |
|
|
|
738 |
|
Grocery Outlet Holding Corp * |
|
|
2,231 |
|
|
|
42 |
|
Hain Celestial Group Inc/The * |
|
|
2,310 |
|
|
|
19 |
|
Herbalife Ltd * |
|
|
2,495 |
|
|
|
20 |
|
Hershey Co/The |
|
|
2,786 |
|
|
|
538 |
|
Hormel Foods Corp |
|
|
5,567 |
|
|
|
181 |
|
Ingles Markets Inc, Cl A |
|
|
394 |
|
|
|
29 |
|
Ingredion Inc |
|
|
1,321 |
|
|
|
177 |
|
Inter Parfums Inc |
|
|
259 |
|
|
|
33 |
|
J & J Snack Foods Corp |
|
|
343 |
|
|
|
58 |
|
J M Smucker Co/The |
|
|
1,807 |
|
|
|
207 |
|
Kellanova |
|
|
4,840 |
|
|
|
390 |
|
Kenvue Inc |
|
|
35,394 |
|
|
|
777 |
|
Keurig Dr Pepper Inc |
|
|
17,652 |
|
|
|
646 |
|
Kimberly-Clark Corp |
|
|
6,191 |
|
|
|
896 |
|
Kraft Heinz Co/The |
|
|
15,025 |
|
|
|
532 |
|
Kroger Co/The |
|
|
12,012 |
|
|
|
639 |
|
Lamb Weston Holdings Inc |
|
|
2,760 |
|
|
|
171 |
|
Lancaster Colony Corp |
|
|
385 |
|
|
|
66 |
|
Maplebear Inc * |
|
|
3,713 |
|
|
|
133 |
|
McCormick & Co Inc/MD |
|
|
4,775 |
|
|
|
382 |
|
MGP Ingredients Inc |
|
|
315 |
|
|
|
28 |
|
Molson Coors Beverage Co, Cl B |
|
|
3,237 |
|
|
|
175 |
|
Mondelez International Inc, Cl A |
|
|
24,287 |
|
|
|
1,744 |
|
Monster Beverage Corp * |
|
|
13,512 |
|
|
|
637 |
|
National Beverage Corp |
|
|
330 |
|
|
|
15 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
1,445 |
|
|
|
13 |
|
PepsiCo Inc (D) |
|
|
25,108 |
|
|
|
4,341 |
|
Performance Food Group Co * |
|
|
2,944 |
|
|
|
220 |
|
Philip Morris International Inc (D) |
|
|
28,283 |
|
|
|
3,487 |
|
Pilgrim's Pride Corp * |
|
|
1,324 |
|
|
|
62 |
|
Post Holdings Inc * |
|
|
957 |
|
|
|
111 |
|
PriceSmart Inc |
|
|
663 |
|
|
|
59 |
|
Primo Water Corp |
|
|
2,994 |
|
|
|
66 |
|
Procter & Gamble Co/The (D) |
|
|
42,907 |
|
|
|
7,360 |
|
Reynolds Consumer Products Inc |
|
|
1,564 |
|
|
|
49 |
|
Simply Good Foods Co/The * |
|
|
2,255 |
|
|
|
71 |
|
Spectrum Brands Holdings Inc |
|
|
552 |
|
|
|
52 |
|
Sprouts Farmers Market Inc * |
|
|
1,846 |
|
|
|
192 |
|
Sysco Corp |
|
|
9,056 |
|
|
|
706 |
|
Target Corp |
|
|
8,383 |
|
|
|
1,288 |
|
TreeHouse Foods Inc * |
|
|
1,204 |
|
|
|
50 |
|
Tyson Foods Inc, Cl A (D) |
|
|
5,199 |
|
|
|
334 |
|
United Natural Foods Inc * |
|
|
1,642 |
|
|
|
25 |
|
Universal Corp/VA |
|
|
684 |
|
|
|
37 |
|
US Foods Holding Corp * |
|
|
4,294 |
|
|
|
254 |
|
Utz Brands Inc |
|
|
999 |
|
|
|
17 |
|
Vector Group Ltd |
|
|
2,517 |
|
|
|
38 |
|
Vita Coco Co Inc/The * |
|
|
334 |
|
|
|
9 |
|
Vital Farms Inc * |
|
|
691 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Walgreens Boots Alliance Inc |
|
|
13,180 |
|
|
$ |
122 |
|
Walmart Inc (D) |
|
|
78,043 |
|
|
|
6,027 |
|
WD-40 Co |
|
|
260 |
|
|
|
68 |
|
Weis Markets Inc |
|
|
617 |
|
|
|
42 |
|
WK Kellogg Co |
|
|
2,003 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,853 |
|
Energy — 6.7% |
|
|
|
|
Antero Midstream Corp |
|
|
9,622 |
|
|
|
143 |
|
Antero Resources Corp * |
|
|
7,603 |
|
|
|
205 |
|
APA Corp |
|
|
9,746 |
|
|
|
278 |
|
Archrock Inc |
|
|
4,828 |
|
|
|
98 |
|
Atlas Energy Solutions Inc, Cl A |
|
|
1,722 |
|
|
|
36 |
|
Baker Hughes Co, Cl A |
|
|
25,891 |
|
|
|
911 |
|
Berry Corp |
|
|
4,396 |
|
|
|
27 |
|
Bristow Group Inc * |
|
|
416 |
|
|
|
17 |
|
Cactus Inc, Cl A |
|
|
1,614 |
|
|
|
96 |
|
California Resources Corp |
|
|
1,679 |
|
|
|
88 |
|
Centrus Energy Corp, Cl A * |
|
|
700 |
|
|
|
28 |
|
ChampionX Corp |
|
|
5,224 |
|
|
|
163 |
|
Cheniere Energy Inc |
|
|
5,866 |
|
|
|
1,087 |
|
Chesapeake Energy Corp |
|
|
3,096 |
|
|
|
231 |
|
Chevron Corp (D) |
|
|
44,143 |
|
|
|
6,531 |
|
Chord Energy Corp |
|
|
1,590 |
|
|
|
236 |
|
Civitas Resources Inc |
|
|
2,005 |
|
|
|
123 |
|
Clean Energy Fuels Corp * |
|
|
7,126 |
|
|
|
22 |
|
CNX Resources Corp * |
|
|
3,626 |
|
|
|
100 |
|
Comstock Resources Inc |
|
|
3,259 |
|
|
|
35 |
|
ConocoPhillips (D) |
|
|
29,943 |
|
|
|
3,407 |
|
CONSOL Energy Inc |
|
|
820 |
|
|
|
84 |
|
Core Laboratories Inc |
|
|
1,242 |
|
|
|
24 |
|
Coterra Energy Inc, Cl A |
|
|
19,193 |
|
|
|
467 |
|
Crescent Energy Co, Cl A |
|
|
3,331 |
|
|
|
40 |
|
CVR Energy Inc |
|
|
501 |
|
|
|
13 |
|
Delek US Holdings Inc |
|
|
2,371 |
|
|
|
48 |
|
Devon Energy Corp |
|
|
16,310 |
|
|
|
730 |
|
DHT Holdings Inc |
|
|
5,005 |
|
|
|
54 |
|
Diamond Offshore Drilling Inc * |
|
|
2,351 |
|
|
|
34 |
|
Diamondback Energy Inc |
|
|
4,587 |
|
|
|
895 |
|
Dorian LPG Ltd |
|
|
858 |
|
|
|
33 |
|
Dril-Quip Inc * |
|
|
1,494 |
|
|
|
24 |
|
DT Midstream Inc |
|
|
2,508 |
|
|
|
197 |
|
Energy Fuels Inc/Canada * |
|
|
6,451 |
|
|
|
32 |
|
EOG Resources Inc |
|
|
14,701 |
|
|
|
1,894 |
|
EQT Corp |
|
|
15,054 |
|
|
|
504 |
|
Expro Group Holdings NV * |
|
|
1,878 |
|
|
|
37 |
|
Exxon Mobil Corp (D) |
|
|
114,689 |
|
|
|
13,526 |
|
Green Plains Inc * |
|
|
2,152 |
|
|
|
30 |
|
Gulfport Energy Corp * |
|
|
384 |
|
|
|
56 |
|
Halliburton Co |
|
|
22,927 |
|
|
|
713 |
|
Helix Energy Solutions Group Inc * |
|
|
5,206 |
|
|
|
58 |
|
Helmerich & Payne Inc |
|
|
2,670 |
|
|
|
87 |
|
Hess Corp |
|
|
7,146 |
|
|
|
987 |
|
HF Sinclair Corp |
|
|
4,282 |
|
|
|
210 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
International Seaways Inc |
|
|
1,220 |
|
|
$ |
63 |
|
Kinder Morgan Inc |
|
|
50,293 |
|
|
|
1,085 |
|
Kinetik Holdings Inc, Cl A |
|
|
995 |
|
|
|
44 |
|
Liberty Energy Inc, Cl A |
|
|
4,166 |
|
|
|
86 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
4,726 |
|
|
|
121 |
|
Marathon Oil Corp |
|
|
15,013 |
|
|
|
430 |
|
Marathon Petroleum Corp (D) |
|
|
8,998 |
|
|
|
1,594 |
|
Matador Resources Co |
|
|
3,024 |
|
|
|
172 |
|
Murphy Oil Corp |
|
|
3,936 |
|
|
|
147 |
|
Nabors Industries Ltd * |
|
|
440 |
|
|
|
33 |
|
New Fortress Energy Inc, Cl A |
|
|
2,545 |
|
|
|
31 |
|
Newpark Resources Inc * |
|
|
4,300 |
|
|
|
35 |
|
NextDecade Corp * |
|
|
4,583 |
|
|
|
21 |
|
Noble Corp PLC |
|
|
3,095 |
|
|
|
118 |
|
Northern Oil & Gas Inc |
|
|
2,512 |
|
|
|
100 |
|
NOV Inc |
|
|
10,337 |
|
|
|
184 |
|
Occidental Petroleum Corp |
|
|
16,278 |
|
|
|
928 |
|
Oceaneering International Inc * |
|
|
2,489 |
|
|
|
67 |
|
ONEOK Inc |
|
|
14,917 |
|
|
|
1,378 |
|
Ovintiv Inc |
|
|
6,743 |
|
|
|
289 |
|
Par Pacific Holdings Inc * |
|
|
1,423 |
|
|
|
32 |
|
Patterson-UTI Energy Inc |
|
|
9,060 |
|
|
|
83 |
|
PBF Energy Inc, Cl A |
|
|
2,798 |
|
|
|
95 |
|
Peabody Energy Corp |
|
|
2,741 |
|
|
|
64 |
|
Permian Resources Corp, Cl A |
|
|
16,037 |
|
|
|
228 |
|
Phillips 66 |
|
|
10,825 |
|
|
|
1,519 |
|
ProPetro Holding Corp * |
|
|
4,553 |
|
|
|
36 |
|
Range Resources Corp |
|
|
5,929 |
|
|
|
177 |
|
REX American Resources Corp * |
|
|
440 |
|
|
|
20 |
|
SandRidge Energy Inc |
|
|
1,794 |
|
|
|
24 |
|
Schlumberger NV |
|
|
36,529 |
|
|
|
1,607 |
|
Select Water Solutions Inc, Cl A |
|
|
1,009 |
|
|
|
12 |
|
Sitio Royalties Corp, Cl A |
|
|
1,710 |
|
|
|
38 |
|
SM Energy Co |
|
|
3,005 |
|
|
|
137 |
|
Southwestern Energy Co * |
|
|
29,830 |
|
|
|
190 |
|
Talos Energy Inc * |
|
|
3,994 |
|
|
|
46 |
|
Targa Resources Corp |
|
|
5,600 |
|
|
|
823 |
|
Texas Pacific Land Corp |
|
|
494 |
|
|
|
429 |
|
Tidewater Inc * |
|
|
1,266 |
|
|
|
112 |
|
Transocean Ltd * |
|
|
19,394 |
|
|
|
92 |
|
Uranium Energy Corp * |
|
|
9,689 |
|
|
|
51 |
|
VAALCO Energy Inc |
|
|
598 |
|
|
|
4 |
|
Valaris Ltd * |
|
|
1,371 |
|
|
|
84 |
|
Valero Energy Corp (D) |
|
|
8,329 |
|
|
|
1,222 |
|
Viper Energy Inc, Cl A |
|
|
2,332 |
|
|
|
111 |
|
Vital Energy Inc * |
|
|
595 |
|
|
|
21 |
|
Weatherford International PLC |
|
|
1,916 |
|
|
|
201 |
|
Williams Cos Inc/The |
|
|
31,561 |
|
|
|
1,445 |
|
World Kinect Corp |
|
|
1,633 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,515 |
|
Health Care — 5.9% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
1,298 |
|
|
|
30 |
|
Abbott Laboratories |
|
|
11,622 |
|
|
|
1,316 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AbbVie Inc |
|
|
11,796 |
|
|
$ |
2,316 |
|
Acadia Healthcare Co Inc * |
|
|
869 |
|
|
|
71 |
|
ACADIA Pharmaceuticals Inc * |
|
|
1,915 |
|
|
|
32 |
|
Agilent Technologies Inc |
|
|
2,054 |
|
|
|
294 |
|
Align Technology Inc * |
|
|
543 |
|
|
|
129 |
|
Alkermes PLC * |
|
|
1,229 |
|
|
|
35 |
|
Alnylam Pharmaceuticals Inc * |
|
|
819 |
|
|
|
215 |
|
Amedisys Inc * |
|
|
307 |
|
|
|
30 |
|
Amgen Inc (D) |
|
|
3,591 |
|
|
|
1,199 |
|
Amicus Therapeutics Inc * |
|
|
2,796 |
|
|
|
32 |
|
AMN Healthcare Services Inc * |
|
|
384 |
|
|
|
20 |
|
Amphastar Pharmaceuticals Inc * |
|
|
518 |
|
|
|
25 |
|
Apellis Pharmaceuticals Inc * |
|
|
992 |
|
|
|
39 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
1,007 |
|
|
|
24 |
|
Avantor Inc * |
|
|
4,642 |
|
|
|
120 |
|
Avidity Biosciences Inc * |
|
|
998 |
|
|
|
44 |
|
Axsome Therapeutics Inc * |
|
|
335 |
|
|
|
30 |
|
Azenta Inc * |
|
|
455 |
|
|
|
23 |
|
Baxter International Inc (D) |
|
|
3,817 |
|
|
|
145 |
|
Becton Dickinson & Co |
|
|
1,994 |
|
|
|
483 |
|
Biogen Inc * |
|
|
1,033 |
|
|
|
212 |
|
Biohaven Ltd * |
|
|
529 |
|
|
|
21 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,238 |
|
|
|
113 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
109 |
|
|
|
37 |
|
Bio-Techne Corp |
|
|
1,241 |
|
|
|
92 |
|
Blueprint Medicines Corp * |
|
|
574 |
|
|
|
55 |
|
Boston Scientific Corp * |
|
|
9,801 |
|
|
|
802 |
|
Bridgebio Pharma Inc * |
|
|
1,239 |
|
|
|
35 |
|
Bristol-Myers Squibb Co |
|
|
13,355 |
|
|
|
667 |
|
Bruker Corp |
|
|
555 |
|
|
|
37 |
|
Cardinal Health Inc |
|
|
1,767 |
|
|
|
199 |
|
Catalent Inc * |
|
|
1,403 |
|
|
|
86 |
|
Cencora Inc |
|
|
1,199 |
|
|
|
287 |
|
Centene Corp * |
|
|
3,420 |
|
|
|
270 |
|
Certara Inc * |
|
|
1,670 |
|
|
|
20 |
|
Charles River Laboratories International Inc * |
|
|
423 |
|
|
|
84 |
|
Chemed Corp |
|
|
142 |
|
|
|
83 |
|
Cigna Group/The |
|
|
1,907 |
|
|
|
690 |
|
Cooper Cos Inc/The |
|
|
1,359 |
|
|
|
144 |
|
Crinetics Pharmaceuticals Inc * |
|
|
769 |
|
|
|
41 |
|
CVS Health Corp |
|
|
8,614 |
|
|
|
493 |
|
Cytokinetics Inc * |
|
|
1,026 |
|
|
|
59 |
|
Danaher Corp |
|
|
4,381 |
|
|
|
1,180 |
|
DaVita Inc * |
|
|
377 |
|
|
|
57 |
|
Denali Therapeutics Inc * |
|
|
1,280 |
|
|
|
31 |
|
DENTSPLY SIRONA Inc |
|
|
1,927 |
|
|
|
49 |
|
Dexcom Inc * |
|
|
2,464 |
|
|
|
171 |
|
Doximity Inc, Cl A * |
|
|
603 |
|
|
|
22 |
|
Dynavax Technologies Corp, Cl A * |
|
|
1,968 |
|
|
|
22 |
|
Dyne Therapeutics Inc * |
|
|
2,414 |
|
|
|
111 |
|
Edwards Lifesciences Corp * |
|
|
4,117 |
|
|
|
288 |
|
Elanco Animal Health Inc * |
|
|
4,345 |
|
|
|
67 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Elevance Health Inc |
|
|
1,529 |
|
|
$ |
851 |
|
Eli Lilly & Co |
|
|
5,618 |
|
|
|
5,393 |
|
Encompass Health Corp |
|
|
696 |
|
|
|
65 |
|
Ensign Group Inc/The |
|
|
457 |
|
|
|
69 |
|
Envista Holdings Corp * |
|
|
1,835 |
|
|
|
34 |
|
Evolent Health Inc, Cl A * |
|
|
1,554 |
|
|
|
50 |
|
Exact Sciences Corp * |
|
|
1,120 |
|
|
|
69 |
|
Exelixis Inc * |
|
|
1,690 |
|
|
|
44 |
|
Fortrea Holdings Inc * |
|
|
800 |
|
|
|
18 |
|
GE HealthCare Technologies Inc |
|
|
2,757 |
|
|
|
234 |
|
Gilead Sciences Inc (D) |
|
|
8,367 |
|
|
|
661 |
|
Glaukos Corp * |
|
|
414 |
|
|
|
55 |
|
Globus Medical Inc, Cl A * |
|
|
913 |
|
|
|
66 |
|
GRAIL Inc * |
|
|
1 |
|
|
|
— |
|
Guardant Health Inc * |
|
|
379 |
|
|
|
10 |
|
Haemonetics Corp * |
|
|
263 |
|
|
|
20 |
|
Halozyme Therapeutics Inc * |
|
|
659 |
|
|
|
42 |
|
HCA Healthcare Inc |
|
|
1,324 |
|
|
|
524 |
|
HealthEquity Inc * |
|
|
472 |
|
|
|
38 |
|
Henry Schein Inc * |
|
|
1,157 |
|
|
|
82 |
|
Hims & Hers Health Inc * |
|
|
1,212 |
|
|
|
18 |
|
Hologic Inc * |
|
|
1,703 |
|
|
|
138 |
|
Humana Inc |
|
|
791 |
|
|
|
280 |
|
Ideaya Biosciences Inc * |
|
|
220 |
|
|
|
9 |
|
IDEXX Laboratories Inc * |
|
|
573 |
|
|
|
276 |
|
Illumina Inc * |
|
|
1,202 |
|
|
|
158 |
|
Inari Medical Inc * |
|
|
571 |
|
|
|
25 |
|
Incyte Corp * |
|
|
1,271 |
|
|
|
83 |
|
Insmed Inc * |
|
|
1,299 |
|
|
|
99 |
|
Inspire Medical Systems Inc * |
|
|
203 |
|
|
|
36 |
|
Insulet Corp * |
|
|
521 |
|
|
|
106 |
|
Integer Holdings Corp * |
|
|
208 |
|
|
|
27 |
|
Integra LifeSciences Holdings Corp * |
|
|
764 |
|
|
|
16 |
|
Intellia Therapeutics Inc * |
|
|
1,368 |
|
|
|
31 |
|
Intra-Cellular Therapies Inc * |
|
|
779 |
|
|
|
57 |
|
Intuitive Surgical Inc * |
|
|
2,349 |
|
|
|
1,157 |
|
Ionis Pharmaceuticals Inc * |
|
|
1,251 |
|
|
|
60 |
|
Iovance Biotherapeutics Inc * |
|
|
2,165 |
|
|
|
25 |
|
IQVIA Holdings Inc * |
|
|
1,181 |
|
|
|
297 |
|
Jazz Pharmaceuticals PLC * |
|
|
607 |
|
|
|
70 |
|
Johnson & Johnson |
|
|
15,933 |
|
|
|
2,643 |
|
Krystal Biotech Inc * |
|
|
207 |
|
|
|
40 |
|
Labcorp Holdings Inc |
|
|
622 |
|
|
|
143 |
|
Lantheus Holdings Inc * |
|
|
349 |
|
|
|
37 |
|
LivaNova PLC * |
|
|
534 |
|
|
|
27 |
|
Madrigal Pharmaceuticals Inc * |
|
|
114 |
|
|
|
28 |
|
Masimo Corp * |
|
|
264 |
|
|
|
31 |
|
McKesson Corp |
|
|
868 |
|
|
|
487 |
|
Medpace Holdings Inc * |
|
|
203 |
|
|
|
72 |
|
Medtronic PLC |
|
|
8,929 |
|
|
|
791 |
|
Merck & Co Inc |
|
|
16,748 |
|
|
|
1,984 |
|
Merit Medical Systems Inc * |
|
|
610 |
|
|
|
59 |
|
Mettler-Toledo International Inc * |
|
|
150 |
|
|
|
216 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Moderna Inc * |
|
|
2,118 |
|
|
$ |
164 |
|
Molina Healthcare Inc * |
|
|
438 |
|
|
|
153 |
|
Natera Inc * |
|
|
838 |
|
|
|
99 |
|
Neogen Corp * |
|
|
849 |
|
|
|
15 |
|
Neurocrine Biosciences Inc * |
|
|
701 |
|
|
|
89 |
|
Omnicell Inc * |
|
|
671 |
|
|
|
30 |
|
Option Care Health Inc * |
|
|
1,743 |
|
|
|
56 |
|
Organon & Co |
|
|
2,315 |
|
|
|
52 |
|
Penumbra Inc * |
|
|
248 |
|
|
|
50 |
|
Perrigo Co PLC |
|
|
1,200 |
|
|
|
35 |
|
Pfizer Inc |
|
|
37,446 |
|
|
|
1,086 |
|
Prestige Consumer Healthcare Inc * |
|
|
385 |
|
|
|
29 |
|
Privia Health Group Inc * |
|
|
1,592 |
|
|
|
32 |
|
PROCEPT BioRobotics Corp * |
|
|
582 |
|
|
|
46 |
|
Progyny Inc * |
|
|
1,026 |
|
|
|
24 |
|
PTC Therapeutics Inc * |
|
|
720 |
|
|
|
25 |
|
QIAGEN NV |
|
|
1,615 |
|
|
|
74 |
|
Quest Diagnostics Inc |
|
|
873 |
|
|
|
137 |
|
QuidelOrtho Corp * |
|
|
663 |
|
|
|
28 |
|
R1 RCM Inc * |
|
|
2,352 |
|
|
|
33 |
|
RadNet Inc * |
|
|
508 |
|
|
|
34 |
|
Regeneron Pharmaceuticals Inc * |
|
|
690 |
|
|
|
817 |
|
Repligen Corp * |
|
|
352 |
|
|
|
53 |
|
ResMed Inc |
|
|
969 |
|
|
|
237 |
|
REVOLUTION Medicines Inc * |
|
|
1,449 |
|
|
|
62 |
|
Revvity Inc |
|
|
811 |
|
|
|
99 |
|
Roivant Sciences Ltd * |
|
|
2,796 |
|
|
|
34 |
|
Royalty Pharma PLC, Cl A |
|
|
3,483 |
|
|
|
101 |
|
Sarepta Therapeutics Inc * |
|
|
614 |
|
|
|
83 |
|
Select Medical Holdings Corp |
|
|
1,118 |
|
|
|
40 |
|
Solventum Corp * |
|
|
1,151 |
|
|
|
74 |
|
Sotera Health Co * |
|
|
1,761 |
|
|
|
27 |
|
SpringWorks Therapeutics Inc * |
|
|
519 |
|
|
|
22 |
|
STAAR Surgical Co * |
|
|
652 |
|
|
|
22 |
|
STERIS PLC |
|
|
665 |
|
|
|
160 |
|
Stryker Corp |
|
|
2,398 |
|
|
|
864 |
|
Tandem Diabetes Care Inc * |
|
|
721 |
|
|
|
31 |
|
Teladoc Health Inc * |
|
|
1,526 |
|
|
|
11 |
|
Teleflex Inc |
|
|
341 |
|
|
|
84 |
|
Tenet Healthcare Corp * |
|
|
673 |
|
|
|
112 |
|
TG Therapeutics Inc * |
|
|
1,747 |
|
|
|
41 |
|
Thermo Fisher Scientific Inc |
|
|
2,522 |
|
|
|
1,551 |
|
TransMedics Group Inc * |
|
|
126 |
|
|
|
21 |
|
Twist Bioscience Corp * |
|
|
246 |
|
|
|
11 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
748 |
|
|
|
42 |
|
United Therapeutics Corp * |
|
|
322 |
|
|
|
117 |
|
UnitedHealth Group Inc (D) |
|
|
6,074 |
|
|
|
3,585 |
|
Universal Health Services Inc, Cl B |
|
|
485 |
|
|
|
115 |
|
Vaxcyte Inc * |
|
|
608 |
|
|
|
49 |
|
Veeva Systems Inc, Cl A * |
|
|
997 |
|
|
|
216 |
|
Vertex Pharmaceuticals Inc * |
|
|
1,767 |
|
|
|
876 |
|
Viatris Inc |
|
|
9,634 |
|
|
|
116 |
|
Viking Therapeutics Inc * |
|
|
743 |
|
|
|
48 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Waters Corp * |
|
|
445 |
|
|
$ |
154 |
|
West Pharmaceutical Services Inc |
|
|
482 |
|
|
|
151 |
|
Zimmer Biomet Holdings Inc |
|
|
1,358 |
|
|
|
157 |
|
Zoetis Inc, Cl A |
|
|
3,112 |
|
|
|
571 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,073 |
|
Information Technology — 1.9% |
|
|
|
|
Adobe Inc * |
|
|
1,102 |
|
|
|
633 |
|
Akamai Technologies Inc * |
|
|
269 |
|
|
|
27 |
|
Amdocs Ltd |
|
|
325 |
|
|
|
28 |
|
ANSYS Inc * |
|
|
226 |
|
|
|
73 |
|
AppLovin Corp, Cl A * |
|
|
498 |
|
|
|
46 |
|
Atlassian Corp, Cl A * |
|
|
475 |
|
|
|
79 |
|
Autodesk Inc * |
|
|
542 |
|
|
|
140 |
|
Bentley Systems Inc, Cl B |
|
|
742 |
|
|
|
38 |
|
BILL Holdings Inc * |
|
|
323 |
|
|
|
18 |
|
Cadence Design Systems Inc * |
|
|
642 |
|
|
|
173 |
|
Cloudflare Inc, Cl A * |
|
|
874 |
|
|
|
72 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,279 |
|
|
|
99 |
|
Confluent Inc, Cl A * |
|
|
828 |
|
|
|
18 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
517 |
|
|
|
143 |
|
Datadog Inc, Cl A * |
|
|
758 |
|
|
|
88 |
|
DocuSign Inc, Cl A * |
|
|
860 |
|
|
|
51 |
|
DXC Technology Co * |
|
|
1,118 |
|
|
|
23 |
|
Dynatrace Inc * |
|
|
1,096 |
|
|
|
55 |
|
Elastic NV * |
|
|
325 |
|
|
|
25 |
|
EPAM Systems Inc * |
|
|
189 |
|
|
|
38 |
|
Fair Isaac Corp * |
|
|
61 |
|
|
|
106 |
|
Five9 Inc * |
|
|
447 |
|
|
|
14 |
|
Fortinet Inc * |
|
|
1,558 |
|
|
|
119 |
|
Gartner Inc * |
|
|
214 |
|
|
|
105 |
|
Gen Digital Inc |
|
|
1,464 |
|
|
|
39 |
|
Globant SA * |
|
|
104 |
|
|
|
21 |
|
GoDaddy Inc, Cl A * |
|
|
506 |
|
|
|
85 |
|
Guidewire Software Inc * |
|
|
193 |
|
|
|
29 |
|
HubSpot Inc * |
|
|
118 |
|
|
|
59 |
|
International Business Machines Corp |
|
|
2,136 |
|
|
|
432 |
|
Intuit Inc |
|
|
716 |
|
|
|
451 |
|
Manhattan Associates Inc * |
|
|
171 |
|
|
|
45 |
|
Microsoft Corp (D) |
|
|
18,279 |
|
|
|
7,625 |
|
MicroStrategy Inc, Cl A * |
|
|
330 |
|
|
|
44 |
|
MongoDB Inc, Cl A * |
|
|
171 |
|
|
|
50 |
|
Nutanix Inc, Cl A * |
|
|
491 |
|
|
|
31 |
|
Okta Inc, Cl A * |
|
|
355 |
|
|
|
28 |
|
Oracle Corp |
|
|
3,731 |
|
|
|
527 |
|
Palantir Technologies Inc, Cl A * |
|
|
4,771 |
|
|
|
150 |
|
Palo Alto Networks Inc * |
|
|
715 |
|
|
|
259 |
|
PTC Inc * |
|
|
318 |
|
|
|
57 |
|
Roper Technologies Inc |
|
|
243 |
|
|
|
135 |
|
Salesforce Inc |
|
|
2,386 |
|
|
|
603 |
|
ServiceNow Inc * |
|
|
553 |
|
|
|
473 |
|
Snowflake Inc, Cl A * |
|
|
722 |
|
|
|
82 |
|
SPS Commerce Inc * |
|
|
193 |
|
|
|
39 |
|
Synopsys Inc * |
|
|
363 |
|
|
|
189 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Twilio Inc, Cl A * |
|
|
774 |
|
|
$ |
49 |
|
Tyler Technologies Inc * |
|
|
98 |
|
|
|
58 |
|
UiPath Inc, Cl A * |
|
|
2,002 |
|
|
|
26 |
|
Unity Software Inc * |
|
|
978 |
|
|
|
16 |
|
VeriSign Inc * |
|
|
212 |
|
|
|
39 |
|
Workday Inc, Cl A * |
|
|
534 |
|
|
|
140 |
|
Zoom Video Communications Inc, Cl A * |
|
|
745 |
|
|
|
51 |
|
Zscaler Inc * |
|
|
250 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,093 |
|
Real Estate — 3.0% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
1,420 |
|
|
|
32 |
|
Agree Realty Corp ‡ |
|
|
1,625 |
|
|
|
119 |
|
Alexander & Baldwin Inc ‡ |
|
|
2,292 |
|
|
|
45 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,637 |
|
|
|
315 |
|
American Assets Trust Inc ‡ |
|
|
1,440 |
|
|
|
39 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
4,815 |
|
|
|
191 |
|
American Tower Corp, Cl A ‡ |
|
|
6,796 |
|
|
|
1,523 |
|
Americold Realty Trust Inc ‡ |
|
|
3,951 |
|
|
|
115 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
4,422 |
|
|
|
41 |
|
Apple Hospitality REIT Inc ‡ |
|
|
2,807 |
|
|
|
41 |
|
AvalonBay Communities Inc ‡ |
|
|
2,064 |
|
|
|
466 |
|
Brixmor Property Group Inc ‡ |
|
|
4,134 |
|
|
|
113 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
3,987 |
|
|
|
73 |
|
BXP Inc ‡ |
|
|
2,435 |
|
|
|
183 |
|
Camden Property Trust ‡ |
|
|
1,403 |
|
|
|
176 |
|
CareTrust REIT Inc ‡ |
|
|
2,654 |
|
|
|
79 |
|
CBRE Group Inc, Cl A * |
|
|
4,498 |
|
|
|
518 |
|
Community Healthcare Trust Inc ‡ |
|
|
944 |
|
|
|
18 |
|
Compass Inc, Cl A * |
|
|
4,431 |
|
|
|
23 |
|
COPT Defense Properties ‡ |
|
|
1,824 |
|
|
|
54 |
|
CoStar Group Inc * |
|
|
6,236 |
|
|
|
482 |
|
Cousins Properties Inc ‡ |
|
|
2,881 |
|
|
|
82 |
|
Crown Castle Inc ‡ |
|
|
6,326 |
|
|
|
709 |
|
CubeSmart ‡ |
|
|
3,306 |
|
|
|
171 |
|
Cushman & Wakefield PLC * |
|
|
4,153 |
|
|
|
54 |
|
DiamondRock Hospitality Co ‡ |
|
|
4,058 |
|
|
|
36 |
|
Digital Realty Trust Inc ‡ |
|
|
4,699 |
|
|
|
712 |
|
DigitalBridge Group Inc |
|
|
3,683 |
|
|
|
46 |
|
Douglas Emmett Inc ‡ |
|
|
2,945 |
|
|
|
47 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
2,585 |
|
|
|
34 |
|
EastGroup Properties Inc ‡ |
|
|
758 |
|
|
|
141 |
|
Elme Communities ‡ |
|
|
2,655 |
|
|
|
47 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
2,829 |
|
|
|
31 |
|
EPR Properties ‡ |
|
|
884 |
|
|
|
42 |
|
Equinix Inc ‡ |
|
|
1,380 |
|
|
|
1,151 |
|
Equity Commonwealth *‡ |
|
|
2,349 |
|
|
|
48 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,568 |
|
|
|
187 |
|
Equity Residential ‡ |
|
|
5,359 |
|
|
|
401 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
2,294 |
|
|
|
73 |
|
Essex Property Trust Inc ‡ |
|
|
963 |
|
|
|
291 |
|
Extra Space Storage Inc ‡ |
|
|
3,016 |
|
|
|
534 |
|
Federal Realty Investment Trust ‡ |
|
|
1,100 |
|
|
|
126 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First Industrial Realty Trust Inc ‡ |
|
|
1,822 |
|
|
$ |
103 |
|
Four Corners Property Trust Inc ‡ |
|
|
1,127 |
|
|
|
32 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
3,661 |
|
|
|
190 |
|
Global Net Lease Inc ‡ |
|
|
3,525 |
|
|
|
30 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
5,015 |
|
|
|
89 |
|
Healthpeak Properties Inc ‡ |
|
|
10,987 |
|
|
|
245 |
|
Highwoods Properties Inc ‡ |
|
|
1,127 |
|
|
|
36 |
|
Host Hotels & Resorts Inc ‡ |
|
|
10,517 |
|
|
|
186 |
|
Howard Hughes Holdings Inc * |
|
|
469 |
|
|
|
35 |
|
Independence Realty Trust Inc ‡ |
|
|
2,888 |
|
|
|
60 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
383 |
|
|
|
48 |
|
InvenTrust Properties Corp ‡ |
|
|
1,459 |
|
|
|
43 |
|
Invitation Homes Inc ‡ |
|
|
8,542 |
|
|
|
315 |
|
Iron Mountain Inc ‡ |
|
|
4,236 |
|
|
|
480 |
|
JBG SMITH Properties ‡ |
|
|
2,091 |
|
|
|
36 |
|
Jones Lang LaSalle Inc * |
|
|
754 |
|
|
|
192 |
|
Kennedy-Wilson Holdings Inc |
|
|
3,440 |
|
|
|
38 |
|
Kilroy Realty Corp ‡ |
|
|
1,506 |
|
|
|
55 |
|
Kimco Realty Corp ‡ |
|
|
9,612 |
|
|
|
224 |
|
Kite Realty Group Trust ‡ |
|
|
3,172 |
|
|
|
83 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,214 |
|
|
|
153 |
|
LTC Properties Inc ‡ |
|
|
630 |
|
|
|
23 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
5,939 |
|
|
|
62 |
|
Macerich Co/The ‡ |
|
|
2,339 |
|
|
|
37 |
|
Medical Properties Trust Inc ‡ |
|
|
5,740 |
|
|
|
26 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,786 |
|
|
|
290 |
|
National Health Investors Inc ‡ |
|
|
543 |
|
|
|
44 |
|
National Storage Affiliates Trust ‡ |
|
|
1,000 |
|
|
|
47 |
|
Newmark Group Inc, Cl A |
|
|
894 |
|
|
|
12 |
|
NNN REIT Inc ‡ |
|
|
2,306 |
|
|
|
108 |
|
Omega Healthcare Investors Inc ‡ |
|
|
3,918 |
|
|
|
155 |
|
Opendoor Technologies Inc * |
|
|
9,235 |
|
|
|
20 |
|
Outfront Media Inc ‡ |
|
|
2,979 |
|
|
|
51 |
|
Park Hotels & Resorts Inc ‡ |
|
|
2,647 |
|
|
|
40 |
|
Pebblebrook Hotel Trust ‡ |
|
|
3,202 |
|
|
|
43 |
|
Phillips Edison & Co Inc ‡ |
|
|
2,331 |
|
|
|
86 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
3,953 |
|
|
|
39 |
|
PotlatchDeltic Corp ‡ |
|
|
1,559 |
|
|
|
68 |
|
Prologis Inc ‡ |
|
|
13,537 |
|
|
|
1,730 |
|
Public Storage ‡ |
|
|
2,301 |
|
|
|
791 |
|
Rayonier Inc ‡ |
|
|
1,989 |
|
|
|
61 |
|
Realty Income Corp ‡ |
|
|
12,289 |
|
|
|
763 |
|
Regency Centers Corp ‡ |
|
|
2,638 |
|
|
|
192 |
|
Retail Opportunity Investments Corp ‡ |
|
|
2,153 |
|
|
|
33 |
|
Rexford Industrial Realty Inc ‡ |
|
|
3,283 |
|
|
|
167 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
969 |
|
|
|
101 |
|
Sabra Health Care REIT Inc ‡ |
|
|
3,721 |
|
|
|
63 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,559 |
|
|
|
353 |
|
Seaport Entertainment Group Inc * |
|
|
– |
|
|
|
— |
|
Service Properties Trust ‡ |
|
|
5,418 |
|
|
|
25 |
|
Simon Property Group Inc ‡ |
|
|
4,708 |
|
|
|
788 |
|
SITE Centers Corp ‡ |
|
|
872 |
|
|
|
53 |
|
SL Green Realty Corp ‡ |
|
|
1,003 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
St Joe Co/The |
|
|
928 |
|
|
$ |
55 |
|
STAG Industrial Inc ‡ |
|
|
2,579 |
|
|
|
105 |
|
Sun Communities Inc ‡ |
|
|
1,858 |
|
|
|
251 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
2,968 |
|
|
|
31 |
|
Tanger Inc ‡ |
|
|
1,732 |
|
|
|
53 |
|
Terreno Realty Corp ‡ |
|
|
1,535 |
|
|
|
106 |
|
UDR Inc ‡ |
|
|
4,822 |
|
|
|
215 |
|
Uniti Group Inc ‡ |
|
|
4,971 |
|
|
|
22 |
|
Urban Edge Properties ‡ |
|
|
1,219 |
|
|
|
26 |
|
Ventas Inc ‡ |
|
|
6,134 |
|
|
|
381 |
|
Veris Residential Inc ‡ |
|
|
1,495 |
|
|
|
26 |
|
VICI Properties Inc, Cl A ‡ |
|
|
15,170 |
|
|
|
508 |
|
Vornado Realty Trust ‡ |
|
|
2,422 |
|
|
|
83 |
|
Welltower Inc ‡ |
|
|
8,673 |
|
|
|
1,047 |
|
Weyerhaeuser Co ‡ |
|
|
11,262 |
|
|
|
343 |
|
WP Carey Inc ‡ |
|
|
3,124 |
|
|
|
188 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
2,525 |
|
|
|
36 |
|
Zillow Group Inc, Cl A * |
|
|
586 |
|
|
|
31 |
|
Zillow Group Inc, Cl C * |
|
|
2,676 |
|
|
|
148 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,275 |
|
Utilities — 1.5% |
|
|
|
|
AES Corp/The |
|
|
5,814 |
|
|
|
100 |
|
ALLETE Inc |
|
|
454 |
|
|
|
29 |
|
Alliant Energy Corp |
|
|
2,550 |
|
|
|
149 |
|
Ameren Corp |
|
|
2,323 |
|
|
|
192 |
|
American Electric Power Co Inc |
|
|
4,656 |
|
|
|
467 |
|
American States Water Co |
|
|
617 |
|
|
|
50 |
|
American Water Works Co Inc |
|
|
1,692 |
|
|
|
242 |
|
Atmos Energy Corp |
|
|
1,351 |
|
|
|
177 |
|
Avista Corp |
|
|
373 |
|
|
|
14 |
|
Black Hills Corp |
|
|
539 |
|
|
|
32 |
|
Brookfield Renewable Corp, Cl A |
|
|
1,331 |
|
|
|
38 |
|
California Water Service Group |
|
|
479 |
|
|
|
27 |
|
CenterPoint Energy Inc |
|
|
5,777 |
|
|
|
158 |
|
Chesapeake Utilities Corp |
|
|
224 |
|
|
|
27 |
|
CMS Energy Corp |
|
|
2,557 |
|
|
|
174 |
|
Consolidated Edison Inc |
|
|
3,068 |
|
|
|
312 |
|
Constellation Energy Corp |
|
|
2,690 |
|
|
|
529 |
|
Dominion Energy Inc |
|
|
7,382 |
|
|
|
413 |
|
DTE Energy Co |
|
|
1,767 |
|
|
|
221 |
|
Duke Energy Corp |
|
|
6,533 |
|
|
|
744 |
|
Edison International |
|
|
3,241 |
|
|
|
282 |
|
Entergy Corp |
|
|
1,805 |
|
|
|
218 |
|
Essential Utilities Inc |
|
|
2,547 |
|
|
|
99 |
|
Evergy Inc |
|
|
2,139 |
|
|
|
127 |
|
Eversource Energy |
|
|
3,228 |
|
|
|
218 |
|
Exelon Corp |
|
|
8,790 |
|
|
|
335 |
|
FirstEnergy Corp |
|
|
4,716 |
|
|
|
207 |
|
IDACORP Inc, Cl Rights |
|
|
524 |
|
|
|
53 |
|
MGE Energy Inc |
|
|
522 |
|
|
|
45 |
|
National Fuel Gas Co |
|
|
1,190 |
|
|
|
71 |
|
New Jersey Resources Corp |
|
|
716 |
|
|
|
33 |
|
NextEra Energy Inc |
|
|
17,700 |
|
|
|
1,425 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NiSource Inc |
|
|
3,504 |
|
|
$ |
116 |
|
Northwestern Energy Group Inc |
|
|
385 |
|
|
|
21 |
|
NRG Energy Inc |
|
|
2,020 |
|
|
|
172 |
|
OGE Energy Corp |
|
|
1,958 |
|
|
|
77 |
|
ONE Gas Inc |
|
|
504 |
|
|
|
35 |
|
Ormat Technologies Inc |
|
|
663 |
|
|
|
49 |
|
Otter Tail Corp |
|
|
547 |
|
|
|
46 |
|
PG&E Corp |
|
|
17,583 |
|
|
|
346 |
|
Pinnacle West Capital Corp |
|
|
1,173 |
|
|
|
103 |
|
Portland General Electric Co |
|
|
1,147 |
|
|
|
55 |
|
PPL Corp |
|
|
6,957 |
|
|
|
222 |
|
Public Service Enterprise Group Inc |
|
|
4,517 |
|
|
|
365 |
|
Sempra |
|
|
5,571 |
|
|
|
458 |
|
SJW Group |
|
|
574 |
|
|
|
34 |
|
Southern Co/The |
|
|
9,272 |
|
|
|
801 |
|
Southwest Gas Holdings Inc |
|
|
639 |
|
|
|
46 |
|
Spire Inc |
|
|
462 |
|
|
|
30 |
|
TXNM Energy Inc |
|
|
1,354 |
|
|
|
55 |
|
UGI Corp |
|
|
1,531 |
|
|
|
38 |
|
Vistra Corp |
|
|
2,964 |
|
|
|
253 |
|
WEC Energy Group Inc |
|
|
2,616 |
|
|
|
243 |
|
Xcel Energy Inc |
|
|
4,806 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,067 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $102,937) ($ Thousands) |
|
|
|
|
|
|
215,216 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 7.0% |
Communication Services — 0.5% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
EUR |
112 |
|
|
|
88 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
2.250%, 01/15/2029 |
|
$ |
233 |
|
|
|
206 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (E) |
|
|
920 |
|
|
|
788 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (E) |
|
|
727 |
|
|
|
671 |
|
Prosus |
|
|
|
|
|
|
|
|
3.680%, 01/21/2030 |
|
|
207 |
|
|
|
191 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
3.061%, 07/13/2031 |
|
|
1,328 |
|
|
|
1,137 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (E) |
|
|
412 |
|
|
|
289 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
245 |
|
|
|
186 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,556 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.8% |
|
|
|
|
DR Horton |
|
|
|
|
|
|
|
|
5.000%, 10/15/2034 |
|
|
338 |
|
|
|
337 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ford Motor |
|
|
|
|
|
|
|
|
3.250%, 02/12/2032 |
|
$ |
369 |
|
|
$ |
314 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
6.125%, 03/08/2034 |
|
|
338 |
|
|
|
342 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
708 |
|
|
|
732 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
6.500%, 03/10/2028 (E) |
|
|
26 |
|
|
|
27 |
|
3.050%, 02/14/2027 (E) |
|
|
634 |
|
|
|
606 |
|
Hasbro |
|
|
|
|
|
|
|
|
6.050%, 05/14/2034 |
|
|
159 |
|
|
|
165 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.875%, 04/01/2029 (E) |
|
|
518 |
|
|
|
528 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.100%, 09/21/2028 (E) |
|
|
292 |
|
|
|
306 |
|
5.275%, 06/24/2027 (E) |
|
|
94 |
|
|
|
95 |
|
5.250%, 01/08/2027 (E) |
|
|
200 |
|
|
|
203 |
|
Las Vegas Sands Corp |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
211 |
|
|
|
198 |
|
LKQ |
|
|
|
|
|
|
|
|
6.250%, 06/15/2033 |
|
|
157 |
|
|
|
165 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.300%, 05/15/2034 |
|
|
277 |
|
|
|
282 |
|
4.900%, 04/15/2029 |
|
|
401 |
|
|
|
406 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
340 |
|
|
|
357 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (E) |
|
|
1,034 |
|
|
|
1,002 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (E) |
|
|
341 |
|
|
|
326 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,391 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.4% |
|
|
|
|
Cargill |
|
|
|
|
|
|
|
|
5.125%, 10/11/2032 (E) |
|
|
210 |
|
|
|
216 |
|
Cencosud |
|
|
|
|
|
|
|
|
5.950%, 05/28/2031 (E) |
|
|
212 |
|
|
|
219 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
194 |
|
|
|
195 |
|
Imperial Brands Finance MTN |
|
|
|
|
|
|
|
|
5.875%, 07/01/2034 (E) |
|
|
600 |
|
|
|
612 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (E) |
|
|
347 |
|
|
|
380 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.375%, 02/15/2033 |
|
|
606 |
|
|
|
625 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.875%, 05/15/2034 |
|
|
441 |
|
|
|
488 |
|
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (E)(F) |
|
|
499 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,735 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Energy — 0.4% |
|
|
|
|
Devon Energy |
|
|
|
|
|
|
|
|
5.200%, 09/15/2034 |
|
$ |
559 |
|
|
$ |
553 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.625%, 01/19/2029 |
|
|
611 |
|
|
|
653 |
|
EnLink Midstream LLC |
|
|
|
|
|
|
|
|
5.650%, 09/01/2034 |
|
|
114 |
|
|
|
116 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.375%, 01/01/2032 |
|
|
195 |
|
|
|
198 |
|
5.200%, 08/01/2029 |
|
|
184 |
|
|
|
186 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.050%, 09/01/2033 |
|
|
271 |
|
|
|
286 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
54 |
|
|
|
56 |
|
Ovintiv |
|
|
|
|
|
|
|
|
6.500%, 02/01/2038 |
|
|
55 |
|
|
|
58 |
|
6.250%, 07/15/2033 |
|
|
121 |
|
|
|
128 |
|
Var Energi |
|
|
|
|
|
|
|
|
8.000%, 11/15/2032 (E) |
|
|
357 |
|
|
|
411 |
|
7.500%, 01/15/2028 (E) |
|
|
276 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,939 |
|
| |
|
|
|
|
|
|
|
|
Financials — 3.3% |
|
|
|
|
AIB Group |
|
|
|
|
|
|
|
|
6.608%, SOFRRATE + 2.330%, 09/13/2029 (C)(E) |
|
|
308 |
|
|
|
327 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.992%, SOFRRATE + 3.260%, 06/13/2029 (C) |
|
|
300 |
|
|
|
318 |
|
American Express |
|
|
|
|
|
|
|
|
5.098%, SOFRRATE + 1.000%, 02/16/2028 (C) |
|
|
708 |
|
|
|
717 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
5.620%, 05/08/2026 (E) |
|
|
263 |
|
|
|
266 |
|
5.583%, 01/09/2029 (E) |
|
|
32 |
|
|
|
33 |
|
2.717%, 01/07/2029 (E) |
|
|
80 |
|
|
|
73 |
|
2.550%, 11/19/2030 (E) |
|
|
47 |
|
|
|
41 |
|
1.985%, 08/19/2028 (E) |
|
|
211 |
|
|
|
190 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
5.500%, 12/15/2024 (E) |
|
|
334 |
|
|
|
333 |
|
4.875%, 10/01/2025 (E) |
|
|
175 |
|
|
|
174 |
|
4.125%, 08/01/2025 (E) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (E) |
|
|
104 |
|
|
|
100 |
|
1.950%, 01/30/2026 (E) |
|
|
406 |
|
|
|
389 |
|
1.950%, 09/20/2026 (E) |
|
|
142 |
|
|
|
133 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (C) |
|
|
200 |
|
|
|
227 |
|
5.381%, 03/13/2029 |
|
|
200 |
|
|
|
206 |
|
Banco de Credito del Peru S.A. MTN |
|
|
|
|
|
|
|
|
3.125%, H15T5Y + 3.000%, 07/01/2030 (C)(E) |
|
|
728 |
|
|
|
708 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Banco Santander |
|
|
|
|
|
|
|
|
9.625%, H15T5Y + 5.298%(C)(G) |
|
$ |
200 |
|
|
$ |
232 |
|
6.921%, 08/08/2033 |
|
|
400 |
|
|
|
433 |
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (C) |
|
|
200 |
|
|
|
197 |
|
Bank of Ireland Group |
|
|
|
|
|
|
|
|
6.253%, H15T1Y + 2.650%, 09/16/2026 (C)(E) |
|
|
368 |
|
|
|
372 |
|
Bank of Ireland Group PLC |
|
|
|
|
|
|
|
|
5.601%, SOFRRATE + 1.620%, 03/20/2030 (C)(E) |
|
|
251 |
|
|
|
257 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (C) |
|
|
253 |
|
|
|
258 |
|
BPCE |
|
|
|
|
|
|
|
|
6.508%, H15T1Y + 2.791%, 01/18/2035 (C)(E) |
|
|
704 |
|
|
|
731 |
|
CaixaBank |
|
|
|
|
|
|
|
|
6.684%, SOFRRATE + 2.080%, 09/13/2027 (C)(E) |
|
|
229 |
|
|
|
237 |
|
6.037%, SOFRRATE + 2.260%, 06/15/2035 (C)(E) |
|
|
391 |
|
|
|
407 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.377%, SOFRRATE + 2.860%, 06/08/2034 (C) |
|
|
470 |
|
|
|
499 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
4.000%, H15T5Y + 3.168%(C)(G) |
|
|
583 |
|
|
|
548 |
|
Citigroup |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.211%(C)(G) |
|
|
73 |
|
|
|
78 |
|
4.000%, H15T5Y + 3.597%(C)(G) |
|
|
348 |
|
|
|
338 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (C) |
|
|
853 |
|
|
|
739 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
6.251%, SOFRRATE + 2.670%, 01/10/2035 (C)(E) |
|
|
470 |
|
|
|
493 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.961%, SOFRRATE + 2.581%, 11/26/2025 (C) |
|
|
295 |
|
|
|
294 |
|
2.129%, SOFRRATE + 1.870%, 11/24/2026 (C) |
|
|
330 |
|
|
|
318 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
8.238%, TSFR3M + 3.136%(C)(G) |
|
|
182 |
|
|
|
182 |
|
4.125%, H15T5Y + 2.949%(C)(G) |
|
|
296 |
|
|
|
281 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
8.113%, SOFRRATE + 4.250%, 11/03/2033 (C) |
|
|
465 |
|
|
|
542 |
|
7.399%, SOFRRATE + 3.020%, 11/13/2034 (C) |
|
|
297 |
|
|
|
333 |
|
ING Groep |
|
|
|
|
|
|
|
|
6.083%, SOFRRATE + 1.560%, 09/11/2027 (C) |
|
|
371 |
|
|
|
381 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.200%, 11/28/2033 (E) |
|
|
231 |
|
|
|
258 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
JPMorgan Chase |
|
|
|
|
|
|
|
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (C) |
|
$ |
1,103 |
|
|
$ |
977 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.953%, H15T1Y + 3.750%, 11/15/2033 (C) |
|
|
323 |
|
|
|
374 |
|
7.500%, USISDA05 + 4.496%(C)(G) |
|
|
805 |
|
|
|
811 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
4.976%, H15T1Y + 2.300%, 08/11/2033 (C) |
|
|
535 |
|
|
|
531 |
|
Moody's |
|
|
|
|
|
|
|
|
5.000%, 08/05/2034 |
|
|
305 |
|
|
|
308 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.406%, 10/29/2027 (C) |
|
EUR |
438 |
|
|
|
457 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
5.504%, SOFRRATE + 0.865%, 05/26/2028 (C) |
|
$ |
250 |
|
|
|
256 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (C)(E) |
|
|
307 |
|
|
|
294 |
|
NatWest Group |
|
|
|
|
|
|
|
|
8.125%, H15T5Y + 3.752%(C)(G) |
|
|
252 |
|
|
|
267 |
|
3.032%, H15T5Y + 2.350%, 11/28/2035 (C) |
|
|
239 |
|
|
|
210 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
8.317%, TSFR3M + 3.302%(C)(G) |
|
|
262 |
|
|
|
263 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.100%, 01/25/2029 (E) |
|
|
439 |
|
|
|
448 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
6.499%, SOFRRATE + 2.356%, 03/09/2029 (C) |
|
|
24 |
|
|
|
25 |
|
6.174%, SOFRRATE + 2.500%, 01/09/2030 (C) |
|
|
24 |
|
|
|
25 |
|
Societe Generale |
|
|
|
|
|
|
|
|
5.519%, H15T1Y + 1.500%, 01/19/2028 (C)(E) |
|
|
221 |
|
|
|
223 |
|
2.889%, H15T1Y + 1.300%, 06/09/2032 (C)(E) |
|
|
200 |
|
|
|
170 |
|
2.797%, H15T1Y + 1.300%, 01/19/2028 (C)(E) |
|
|
303 |
|
|
|
287 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
7.027%, US0003M + 1.510%(C)(E)(G) |
|
|
400 |
|
|
|
380 |
|
6.000%, H15T5Y + 5.661%(C)(E)(G) |
|
|
514 |
|
|
|
512 |
|
3.971%, H15T1Y + 1.650%, 03/30/2026 (C)(E) |
|
|
207 |
|
|
|
205 |
|
Sumitomo Mitsui Financial Group |
|
|
|
|
|
|
|
|
5.316%, 07/09/2029 |
|
|
332 |
|
|
|
342 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.048%(C)(G) |
|
|
600 |
|
|
|
539 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, H15T5Y + 3.582%, 04/02/2049 (C) |
|
|
200 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Swiss RE Subordinated Finance |
|
|
|
|
|
|
|
|
5.698%, TSFR3M + 1.813%, 04/05/2035 (C)(E) |
|
$ |
400 |
|
|
$ |
411 |
|
Trust Fibra Uno |
|
|
|
|
|
|
|
|
5.250%, 01/30/2026 |
|
|
654 |
|
|
|
651 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(C)(E)(G) |
|
|
278 |
|
|
|
307 |
|
9.250%, H15T5Y + 4.758%(C)(E)(G) |
|
|
215 |
|
|
|
248 |
|
6.373%, SOFRRATE + 3.340%, 07/15/2026 (C)(E) |
|
|
277 |
|
|
|
280 |
|
UniCredit |
|
|
|
|
|
|
|
|
2.569%, H15T1Y + 2.300%, 09/22/2026 (C)(E) |
|
|
421 |
|
|
|
409 |
|
1.982%, H15T1Y + 1.200%, 06/03/2027 (C)(E) |
|
|
229 |
|
|
|
218 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
3.900%, H15T5Y + 3.453%(C)(G) |
|
|
306 |
|
|
|
298 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C) |
|
|
1,063 |
|
|
|
956 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,531 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.2% |
|
|
|
|
CVS Health |
|
|
|
|
|
|
|
|
5.700%, 06/01/2034 |
|
|
454 |
|
|
|
465 |
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (E) |
|
|
630 |
|
|
|
561 |
|
Organon & Co |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
EUR |
200 |
|
|
|
211 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,237 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.6% |
|
|
|
|
APCOA Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
|
226 |
|
|
|
244 |
|
Boeing |
|
|
|
|
|
|
|
|
6.528%, 05/01/2034 (E) |
|
$ |
223 |
|
|
|
236 |
|
6.298%, 05/01/2029 (E) |
|
|
168 |
|
|
|
176 |
|
5.150%, 05/01/2030 |
|
|
75 |
|
|
|
75 |
|
3.625%, 02/01/2031 |
|
|
83 |
|
|
|
75 |
|
3.250%, 02/01/2028 |
|
|
85 |
|
|
|
80 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
4.450%, 10/16/2026 |
|
|
559 |
|
|
|
561 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (E) |
|
|
450 |
|
|
|
446 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
5.400%, 02/01/2027 |
|
|
575 |
|
|
|
581 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (E) |
|
|
269 |
|
|
|
197 |
|
Honeywell International |
|
|
|
|
|
|
|
|
4.125%, 11/02/2034 |
|
EUR |
720 |
|
|
|
835 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
$ |
200 |
|
|
|
201 |
|
4.350%, 04/05/2036 |
|
|
498 |
|
|
|
461 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 |
|
$ |
770 |
|
|
$ |
780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,948 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
5.050%, 07/12/2027 |
|
|
223 |
|
|
|
226 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.875%, 04/22/2027 |
|
|
345 |
|
|
|
340 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
566 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Freeport Indonesia MTN |
|
|
|
|
|
|
|
|
4.763%, 04/14/2027 (E) |
|
|
225 |
|
|
|
223 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (E) |
|
|
327 |
|
|
|
353 |
|
5.338%, 04/04/2027 (E) |
|
|
297 |
|
|
|
302 |
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (E) |
|
|
69 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
937 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.0% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
5.200%, 02/15/2029 |
|
|
284 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.6% |
|
|
|
|
Aegea Finance Sarl |
|
|
|
|
|
|
|
|
6.750%, 05/20/2029 |
|
|
280 |
|
|
|
281 |
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (E) |
|
|
287 |
|
|
|
257 |
|
Alexander Funding Trust II |
|
|
|
|
|
|
|
|
7.467%, 07/31/2028 (E) |
|
|
104 |
|
|
|
112 |
|
American Electric Power |
|
|
|
|
|
|
|
|
6.950%, H15T5Y + 2.675%, 12/15/2054 (C) |
|
|
372 |
|
|
|
388 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (E) |
|
|
501 |
|
|
|
484 |
|
Duke Energy Carolinas NC Storm Funding LLC |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
314 |
|
|
|
251 |
|
Electricite de France |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.411%(C)(E)(G) |
|
|
261 |
|
|
|
295 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
6.375%, 04/17/2034 (E) |
|
|
330 |
|
|
|
347 |
|
3.400%, 01/28/2030 |
|
|
349 |
|
|
|
316 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.700%, H15T5Y + 2.364%, 09/01/2054 (C) |
|
|
67 |
|
|
|
68 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.290%, 01/17/2034 (E) |
|
|
212 |
|
|
|
213 |
|
NRG Energy |
|
|
|
|
|
|
|
|
7.000%, 03/15/2033 (E) |
|
|
456 |
|
|
|
502 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Terraform Global Operating LLC |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (E) |
|
$ |
77 |
|
|
$ |
77 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, H15T5Y + 5.740%(C)(E)(G) |
|
|
272 |
|
|
|
275 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
6.950%, 10/15/2033 (E) |
|
|
415 |
|
|
|
461 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,327 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $52,062) ($ Thousands) |
|
|
|
|
|
|
52,457 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 3.8% |
Agency Mortgage-Backed Obligations — 2.5% |
|
|
|
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.999%, SOFR30A + 1.650%, 12/25/2041(C)(E) |
|
|
304 |
|
|
|
307 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.249%, SOFR30A + 1.900%, 12/25/2041(C)(E) |
|
|
1,008 |
|
|
|
1,022 |
|
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
6.549%, SOFR30A + 1.200%, 01/25/2042(C)(E) |
|
|
278 |
|
|
|
278 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.849%, SOFR30A + 3.500%, 03/25/2042(C)(E) |
|
|
744 |
|
|
|
781 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
8.449%, SOFR30A + 3.100%, 03/25/2042(C)(E) |
|
|
185 |
|
|
|
192 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
|
|
|
|
|
|
|
|
7.649%, SOFR30A + 2.300%, 01/25/2043(C)(E) |
|
|
1,133 |
|
|
|
1,164 |
|
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
|
|
|
|
|
|
|
|
7.849%, SOFR30A + 2.500%, 04/25/2043(C)(E) |
|
|
932 |
|
|
|
948 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.648%, SOFR30A + 2.300%, 05/25/2043(C)(E) |
|
|
765 |
|
|
|
781 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.248%, SOFR30A + 1.900%, 06/25/2043(C)(E) |
|
|
828 |
|
|
|
839 |
|
FHLMC CMO, Ser 2016-4585, Cl DS, IO |
|
|
|
|
|
|
|
|
0.532%, 05/15/2046(C) |
|
|
556 |
|
|
|
70 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
0.682%, 06/15/2047(C) |
|
$ |
830 |
|
|
$ |
113 |
|
FHLMC CMO, Ser 2017-4719, Cl JS, IO |
|
|
|
|
|
|
|
|
0.682%, 09/15/2047(C) |
|
|
612 |
|
|
|
78 |
|
FHLMC CMO, Ser 2020-4954, Cl SL, IO |
|
|
|
|
|
|
|
|
0.587%, 02/25/2050(C) |
|
|
879 |
|
|
|
103 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
0.637%, 06/25/2050(C) |
|
|
1,711 |
|
|
|
189 |
|
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 01/25/2051(C)(E) |
|
|
52 |
|
|
|
52 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.999%, SOFR30A + 1.650%, 01/25/2034(C)(E) |
|
|
129 |
|
|
|
130 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.849%, SOFR30A + 1.500%, 10/25/2041(C)(E) |
|
|
976 |
|
|
|
980 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
7.149%, SOFR30A + 1.800%, 11/25/2041(C)(E) |
|
|
953 |
|
|
|
963 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |
|
|
|
|
|
|
|
|
6.299%, SOFR30A + 0.950%, 12/25/2041(C)(E) |
|
|
920 |
|
|
|
915 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
7.699%, SOFR30A + 2.350%, 12/25/2041(C)(E) |
|
|
635 |
|
|
|
643 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.349%, SOFR30A + 1.000%, 01/25/2042(C)(E) |
|
|
285 |
|
|
|
285 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.199%, SOFR30A + 1.850%, 01/25/2042(C)(E) |
|
|
533 |
|
|
|
539 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.649%, SOFR30A + 1.300%, 02/25/2042(C)(E) |
|
|
323 |
|
|
|
323 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.549%, SOFR30A + 2.200%, 05/25/2042(C)(E) |
|
|
337 |
|
|
|
343 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
|
|
|
|
|
|
|
|
8.299%, SOFR30A + 2.950%, 06/25/2042(C)(E) |
|
|
419 |
|
|
|
431 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
|
|
|
|
|
|
|
|
7.849%, SOFR30A + 2.500%, 03/25/2052(C)(E) |
|
$ |
598 |
|
|
$ |
607 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
7.448%, SOFR30A + 2.100%, 03/25/2043(C)(E) |
|
|
439 |
|
|
|
447 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.448%, SOFR30A + 2.100%, 04/25/2043(C)(E) |
|
|
261 |
|
|
|
266 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 05/25/2043(C)(E) |
|
|
763 |
|
|
|
771 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.849%, SOFR30A + 3.500%, 05/25/2043(C)(E) |
|
|
1,327 |
|
|
|
1,410 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
1,964 |
|
|
|
1,761 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.637%, 12/25/2044(C) |
|
|
601 |
|
|
|
78 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
0.537%, 10/25/2046(C) |
|
|
578 |
|
|
|
74 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
0.687%, 08/25/2047(C) |
|
|
705 |
|
|
|
97 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
11.163%, SOFR30A + 5.814%, 04/25/2028(C) |
|
|
53 |
|
|
|
55 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.349%, SOFR30A + 2.000%, 11/25/2041(C)(E) |
|
|
429 |
|
|
|
432 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
0.750%, 08/20/2047(C) |
|
|
560 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,548 |
|
Non-Agency Mortgage-Backed Obligations — 1.3% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
31 |
|
|
|
22 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
186 |
|
|
|
100 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
72 |
|
|
|
50 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.603%, SOFR30A + 1.250%, 01/20/2037(C)(E) |
|
|
1,091 |
|
|
|
1,084 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.652%, 03/10/2037(C)(E) |
|
$ |
395 |
|
|
$ |
323 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
6.384%, TSFR1M + 1.047%, 11/15/2033(C)(E) |
|
|
1,535 |
|
|
|
1,533 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.592%, TSFR1M + 2.254%, 10/15/2037(C)(E) |
|
|
710 |
|
|
|
708 |
|
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
7.052%, TSFR1M + 1.714%, 06/15/2038(C)(E) |
|
|
1,065 |
|
|
|
1,062 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.533%, TSFR1M + 2.196%, 04/15/2034(C)(E) |
|
|
610 |
|
|
|
595 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
7.283%, TSFR1M + 1.946%, 04/15/2034(C)(E) |
|
|
152 |
|
|
|
148 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
71 |
|
|
|
33 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
91 |
|
|
|
40 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
48 |
|
|
|
21 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.985%, 07/10/2046(C)(E) |
|
|
503 |
|
|
|
471 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
5.772%, TSFR1M + 0.494%, 12/25/2036(C) |
|
|
132 |
|
|
|
43 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.296%, 08/10/2044(C)(E) |
|
|
12 |
|
|
|
6 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl AS |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
23 |
|
|
|
22 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.433%, 08/17/2026 |
|
|
244 |
|
|
|
238 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
2.435%, 08/17/2026 |
|
|
657 |
|
|
|
641 |
|
HFX, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.622%, 03/15/2035 |
|
|
328 |
|
|
|
327 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
5.892%, TSFR1M + 0.614%, 03/25/2035(C) |
|
|
20 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.674%, 09/15/2047(C) |
|
$ |
1,693 |
|
|
$ |
– |
|
JPMorgan Chase, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
7.492%, TSFR1M + 2.214%, 04/25/2047(C)(E) |
|
|
88 |
|
|
|
89 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(C) |
|
|
84 |
|
|
|
28 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(E) |
|
|
104 |
|
|
|
102 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
6.916%, TSFR1M + 1.579%, 07/15/2036(C)(E) |
|
|
294 |
|
|
|
265 |
|
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(E) |
|
|
774 |
|
|
|
792 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
9.214%, TSFR1M + 3.864%, 05/30/2025(C)(E) |
|
|
– |
|
|
|
– |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.161%, SOFR30A + 3.814%, 11/27/2031(C)(E) |
|
|
28 |
|
|
|
29 |
|
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
8.811%, SOFR30A + 3.464%, 02/25/2025(C)(E) |
|
|
93 |
|
|
|
93 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.538%, 11/15/2049(C) |
|
|
620 |
|
|
|
569 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
10.963%, SOFR30A + 5.614%, 11/25/2025(C)(E) |
|
|
22 |
|
|
|
23 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
10.713%, SOFR30A + 5.364%, 11/25/2025(C)(E) |
|
|
91 |
|
|
|
94 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,566 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $29,126) ($ Thousands) |
|
|
|
|
|
|
28,114 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 3.5% |
Automotive — 1.5% |
|
|
|
|
| |
|
|
|
|
ACM Auto Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.710%, 01/21/2031(E) |
|
|
412 |
|
|
|
414 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
6.090%, 11/12/2027(E) |
|
$ |
1,152 |
|
|
$ |
1,156 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
277 |
|
|
|
277 |
|
Arivo Acceptance Auto Loan Receivables Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 04/17/2028(E) |
|
|
159 |
|
|
|
160 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.440%, 02/22/2028(E) |
|
|
589 |
|
|
|
596 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B |
|
|
|
|
|
|
|
|
6.120%, 04/20/2028(E) |
|
|
485 |
|
|
|
495 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
55 |
|
|
|
53 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
147 |
|
|
|
142 |
|
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
|
420 |
|
|
|
389 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(E) |
|
|
398 |
|
|
|
394 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027(E) |
|
|
127 |
|
|
|
127 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(E) |
|
|
42 |
|
|
|
42 |
|
FHF Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.570%, 06/15/2028(E) |
|
|
272 |
|
|
|
275 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027(E) |
|
|
319 |
|
|
|
320 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(E) |
|
|
510 |
|
|
|
483 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-3A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 08/16/2027(E) |
|
|
700 |
|
|
|
700 |
|
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(E) |
|
|
600 |
|
|
|
586 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027(E) |
|
|
179 |
|
|
|
179 |
|
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 08/15/2028(E) |
|
|
796 |
|
|
|
808 |
|
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.090%, 10/16/2028(E) |
|
|
381 |
|
|
|
388 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.380%, 11/25/2030(E) |
|
$ |
247 |
|
|
$ |
246 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
5.281%, 05/15/2032(E) |
|
|
140 |
|
|
|
140 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032(E) |
|
|
92 |
|
|
|
92 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032(E) |
|
|
177 |
|
|
|
178 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
5.610%, 07/17/2028 |
|
|
545 |
|
|
|
550 |
|
Santander Drive Auto Receivables Trust, Ser 2024-4, Cl A2 |
|
|
|
|
|
|
|
|
5.410%, 07/15/2027 |
|
|
728 |
|
|
|
728 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026(E) |
|
|
53 |
|
|
|
53 |
|
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A |
|
|
|
|
|
|
|
|
6.360%, 12/15/2027(E) |
|
|
403 |
|
|
|
405 |
|
United Auto Credit Securitization Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
6.170%, 08/10/2026(E) |
|
|
117 |
|
|
|
118 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026(E) |
|
|
164 |
|
|
|
164 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026(E) |
|
|
189 |
|
|
|
189 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
197 |
|
|
|
197 |
|
| |
|
|
|
|
|
|
11,044 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.1% |
|
|
|
|
| |
|
|
|
|
Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2027(E) |
|
|
650 |
|
|
|
657 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 1.9% |
|
|
|
|
| |
|
|
|
|
AB Issuer LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(E) |
|
|
706 |
|
|
|
641 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(E) |
|
|
15 |
|
|
|
15 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(E) |
|
|
7 |
|
|
|
7 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Affirm Asset Securitization Trust, Ser 2024-X1, Cl A |
|
|
|
|
|
|
|
|
6.270%, 05/15/2029(E) |
|
$ |
455 |
|
|
$ |
456 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028(E) |
|
|
153 |
|
|
|
153 |
|
Apidos CLO XXXV, Ser 2021-35A, Cl A |
|
|
|
|
|
|
|
|
6.594%, TSFR3M + 1.312%, 04/20/2034(C)(E) |
|
|
853 |
|
|
|
854 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(E) |
|
|
128 |
|
|
|
127 |
|
Ballyrock CLO 15, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
8.663%, TSFR3M + 3.362%, 04/15/2034(C)(E) |
|
|
500 |
|
|
|
499 |
|
Bellemeade Re, Ser 2022-2, Cl M1A |
|
|
|
|
|
|
|
|
9.348%, SOFR30A + 4.000%, 09/27/2032(C)(E) |
|
|
796 |
|
|
|
813 |
|
Bellemeade Re, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.549%, SOFR30A + 2.200%, 10/25/2033(C)(E) |
|
|
678 |
|
|
|
684 |
|
Cajun Global LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(E) |
|
|
161 |
|
|
|
150 |
|
College Ave Student Loans LLC, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(E) |
|
|
168 |
|
|
|
151 |
|
Dext ABS LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 03/15/2032(E) |
|
|
747 |
|
|
|
749 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(E) |
|
|
768 |
|
|
|
709 |
|
Eagle RE, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.348%, SOFR30A + 2.000%, 09/26/2033(C)(E) |
|
|
670 |
|
|
|
673 |
|
Flatiron CLO 21, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
8.441%, TSFR3M + 3.162%, 07/19/2034(C)(E) |
|
|
540 |
|
|
|
539 |
|
GCI Funding I LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(E) |
|
|
219 |
|
|
|
198 |
|
Hardee's Funding LLC, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(E) |
|
|
364 |
|
|
|
354 |
|
Hardee's Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(E) |
|
|
257 |
|
|
|
238 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.674%, TSFR3M + 1.392%, 01/21/2035(C)(E) |
|
|
706 |
|
|
|
706 |
|
Marlette Funding Trust, Ser 2023-3A, Cl B |
|
|
|
|
|
|
|
|
6.710%, 09/15/2033(E) |
|
|
1,350 |
|
|
|
1,363 |
|
Marlette Funding Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.950%, 07/17/2034(E) |
|
|
311 |
|
|
|
312 |
|
MVW LLC, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(E) |
|
|
169 |
|
|
|
159 |
|
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(E) |
|
|
136 |
|
|
|
127 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
6.677%, TSFR3M + 1.392%, 07/17/2035(C)(E) |
|
$ |
624 |
|
|
$ |
625 |
|
NMEF Funding LLC, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 06/15/2029(E) |
|
|
136 |
|
|
|
137 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(E) |
|
|
575 |
|
|
|
556 |
|
Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A |
|
|
|
|
|
|
|
|
6.278%, 10/15/2031(E) |
|
|
527 |
|
|
|
530 |
|
Pagaya AI Debt Trust, Ser 2023-5, Cl A |
|
|
|
|
|
|
|
|
7.179%, 04/15/2031(E) |
|
|
206 |
|
|
|
206 |
|
Pagaya AI Debt Trust, Ser 2024-3, Cl A |
|
|
|
|
|
|
|
|
6.258%, 10/15/2031(E) |
|
|
497 |
|
|
|
500 |
|
Rad CLO 14, Ser 2021-14A, Cl A |
|
|
|
|
|
|
|
|
6.733%, TSFR3M + 1.432%, 01/15/2035(C)(E) |
|
|
500 |
|
|
|
501 |
|
Regatta XIX Funding, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.602%, TSFR3M + 1.320%, 04/20/2035(C)(E) |
|
|
691 |
|
|
|
692 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(E) |
|
|
288 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
14,693 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $26,625) ($ Thousands) |
|
|
|
|
|
|
26,394 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.4% |
FFCB^ |
|
|
|
|
|
|
|
|
5.510%, SOFRRATE + 0.170%, 01/23/2025(C) |
|
|
1,900 |
|
|
|
1,902 |
|
FHLB^ |
|
|
|
|
|
|
|
|
5.500%, SOFRRATE + 0.160%, 07/10/2025(C) |
|
|
900 |
|
|
|
901 |
|
5.480%, SOFRRATE + 0.140%, 04/21/2025(C) |
|
|
1,100 |
|
|
|
1,101 |
|
5.350%, SOFRRATE + 0.010%, 11/25/2024(C) |
|
|
800 |
|
|
|
800 |
|
FHLMC^ |
|
|
|
|
|
|
|
|
5.150%, 01/27/2026 |
|
|
1,100 |
|
|
|
1,100 |
|
4.200%, 08/28/2025 |
|
|
700 |
|
|
|
697 |
|
0.375%, 07/21/2025 |
|
|
700 |
|
|
|
676 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
FNMA^ |
|
|
|
|
|
|
|
|
5.060%, 02/07/2025 |
|
$ |
600 |
|
|
$ |
600 |
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,268 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,453 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $10,599) ($ Thousands) |
|
|
10,498 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.2% |
| |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
|
213 |
|
|
|
174 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(E) |
|
|
881 |
|
|
|
828 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.125%, 12/04/2027(E) |
|
|
831 |
|
|
|
846 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $1,850) ($ Thousands) |
|
|
1,848 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.2% |
| |
|
|
|
|
|
|
|
|
Belgium — 0.0% |
|
|
|
|
Communication Services — 0.0% |
|
|
|
|
Liberty Global Ltd, Cl A * |
|
|
3,322 |
|
|
|
64 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
Golar LNG Ltd |
|
|
2,558 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
Teekay Tankers Ltd, Cl A |
|
|
521 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.0% |
|
|
|
|
Brookfield Infrastructure Corp, Cl A |
|
|
720 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
Kosmos Energy Ltd * |
|
|
14,422 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Ireland — 0.1% |
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,554 |
|
|
$ |
531 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
Borr Drilling Ltd |
|
|
6,100 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Monaco — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
Scorpio Tankers Inc |
|
|
1,208 |
|
|
|
87 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
Energy — 0.0% |
|
|
|
|
FLEX LNG Ltd |
|
|
871 |
|
|
|
23 |
|
Seadrill Ltd * |
|
|
1,279 |
|
|
|
55 |
|
SFL Corp Ltd, Cl B |
|
|
4,446 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
131 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Puerto Rico — 0.0% |
|
|
|
|
Communication Services — 0.0% |
|
|
|
|
Liberty Latin America Ltd, Cl C * |
|
|
3,003 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.1% |
|
|
|
|
Communication Services — 0.0% |
|
|
|
|
Liberty Global PLC * |
|
|
3,481 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Energy — 0.1% |
|
|
|
|
TechnipFMC PLC |
|
|
11,510 |
|
|
|
309 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $868) ($ Thousands) |
|
|
|
|
|
|
1,470 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG CVR *‡‡ |
|
|
972 |
|
|
|
– |
|
Abiomed Inc CVR *‡‡ |
|
|
366 |
|
|
|
– |
|
Mirati Therapeutics CVR *‡‡ |
|
|
600 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
|
|
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $123) ($ Thousands) |
|
|
|
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 108.1% |
|
|
|
|
|
|
|
|
(Cost $695,040) ($ Thousands) |
|
$ |
808,065 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (12.8)% |
Communication Services — (0.5)% |
|
|
|
|
Cable One Inc |
|
|
(94 |
) |
|
|
(33 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,123 |
) |
|
|
(390 |
) |
Comcast Corp, Cl A |
|
|
(46,589 |
) |
|
|
(1,843 |
) |
EchoStar Corp, Cl A * |
|
|
(801 |
) |
|
|
(15 |
) |
Fox Corp |
|
|
(5,710 |
) |
|
|
(230 |
) |
Interpublic Group of Cos Inc/The |
|
|
(4,710 |
) |
|
|
(154 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,451 |
) |
|
|
(90 |
) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
(2,335 |
) |
|
|
(56 |
) |
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
(1,117 |
) |
|
|
(27 |
) |
New York Times Co/The, Cl A |
|
|
(2,077 |
) |
|
|
(114 |
) |
News Corp |
|
|
(1,070 |
) |
|
|
(31 |
) |
News Corp, Cl A |
|
|
(4,363 |
) |
|
|
(124 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(461 |
) |
|
|
(79 |
) |
Omnicom Group Inc |
|
|
(2,688 |
) |
|
|
(270 |
) |
Paramount Global, Cl B |
|
|
(7,141 |
) |
|
|
(75 |
) |
TEGNA Inc |
|
|
(3,498 |
) |
|
|
(49 |
) |
Trade Desk Inc/The, Cl A * |
|
|
(5,188 |
) |
|
|
(542 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,122 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (8.5)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(415 |
) |
|
|
(61 |
) |
Academy Sports & Outdoors Inc |
|
|
(752 |
) |
|
|
(42 |
) |
Acushnet Holdings Corp |
|
|
(759 |
) |
|
|
(51 |
) |
Adient PLC * |
|
|
(4,413 |
) |
|
|
(100 |
) |
ADT Inc |
|
|
(5,888 |
) |
|
|
(43 |
) |
Adtalem Global Education Inc * |
|
|
(390 |
) |
|
|
(30 |
) |
Advance Auto Parts Inc |
|
|
(776 |
) |
|
|
(35 |
) |
Airbnb Inc, Cl A * |
|
|
(6,243 |
) |
|
|
(732 |
) |
Amazon.com Inc * |
|
|
(28,246 |
) |
|
|
(5,042 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(7,572 |
) |
|
|
(49 |
) |
American Eagle Outfitters Inc |
|
|
(2,376 |
) |
|
|
(49 |
) |
Aptiv PLC * |
|
|
(14,344 |
) |
|
|
(1,026 |
) |
Aramark |
|
|
(3,380 |
) |
|
|
(124 |
) |
Asbury Automotive Group Inc * |
|
|
(190 |
) |
|
|
(47 |
) |
AutoNation Inc * |
|
|
(346 |
) |
|
|
(62 |
) |
AutoZone Inc * |
|
|
(152 |
) |
|
|
(484 |
) |
Bath & Body Works Inc |
|
|
(2,208 |
) |
|
|
(68 |
) |
Beazer Homes USA Inc * |
|
|
(555 |
) |
|
|
(17 |
) |
Best Buy Co Inc |
|
|
(1,621 |
) |
|
|
(163 |
) |
Bloomin' Brands Inc |
|
|
(1,131 |
) |
|
|
(20 |
) |
Booking Holdings Inc |
|
|
(489 |
) |
|
|
(1,912 |
) |
Boot Barn Holdings Inc * |
|
|
(370 |
) |
|
|
(50 |
) |
BorgWarner Inc |
|
|
(12,339 |
) |
|
|
(420 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Boyd Gaming Corp |
|
|
(1,022 |
) |
|
$ |
(61 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(746 |
) |
|
|
(105 |
) |
Brinker International Inc * |
|
|
(893 |
) |
|
|
(64 |
) |
Brunswick Corp/DE |
|
|
(1,985 |
) |
|
|
(157 |
) |
Burlington Stores Inc * |
|
|
(590 |
) |
|
|
(158 |
) |
Caesars Entertainment Inc * |
|
|
(2,874 |
) |
|
|
(108 |
) |
Capri Holdings Ltd * |
|
|
(3,189 |
) |
|
|
(114 |
) |
CarMax Inc * |
|
|
(1,471 |
) |
|
|
(124 |
) |
Carnival Corp, Cl A * |
|
|
(13,682 |
) |
|
|
(226 |
) |
Carter's Inc |
|
|
(1,158 |
) |
|
|
(76 |
) |
Carvana Co, Cl A * |
|
|
(939 |
) |
|
|
(141 |
) |
Cava Group Inc * |
|
|
(1,090 |
) |
|
|
(124 |
) |
Cavco Industries Inc * |
|
|
(275 |
) |
|
|
(114 |
) |
Century Communities Inc |
|
|
(698 |
) |
|
|
(70 |
) |
Champion Homes Inc * |
|
|
(1,496 |
) |
|
|
(140 |
) |
Cheesecake Factory Inc/The |
|
|
(1,043 |
) |
|
|
(41 |
) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(19,031 |
) |
|
|
(1,067 |
) |
Choice Hotels International Inc |
|
|
(358 |
) |
|
|
(46 |
) |
Churchill Downs Inc |
|
|
(1,064 |
) |
|
|
(148 |
) |
Columbia Sportswear Co |
|
|
(909 |
) |
|
|
(73 |
) |
Coursera Inc * |
|
|
(1,987 |
) |
|
|
(16 |
) |
Cracker Barrel Old Country Store Inc |
|
|
(645 |
) |
|
|
(26 |
) |
Crocs Inc * |
|
|
(1,716 |
) |
|
|
(251 |
) |
Dana Inc |
|
|
(7,103 |
) |
|
|
(80 |
) |
Darden Restaurants Inc |
|
|
(1,702 |
) |
|
|
(269 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(472 |
) |
|
|
(15 |
) |
Deckers Outdoor Corp * |
|
|
(716 |
) |
|
|
(687 |
) |
Dick's Sporting Goods Inc |
|
|
(474 |
) |
|
|
(112 |
) |
Domino's Pizza Inc |
|
|
(518 |
) |
|
|
(215 |
) |
DoorDash Inc, Cl A * |
|
|
(4,890 |
) |
|
|
(629 |
) |
Dorman Products Inc * |
|
|
(1,566 |
) |
|
|
(178 |
) |
DR Horton Inc |
|
|
(8,316 |
) |
|
|
(1,570 |
) |
DraftKings Inc, Cl A * |
|
|
(5,771 |
) |
|
|
(199 |
) |
Dream Finders Homes Inc, Cl A * |
|
|
(293 |
) |
|
|
(10 |
) |
Duolingo Inc, Cl A * |
|
|
(414 |
) |
|
|
(88 |
) |
Dutch Bros Inc, Cl A * |
|
|
(1,044 |
) |
|
|
(32 |
) |
eBay Inc |
|
|
(4,623 |
) |
|
|
(273 |
) |
Ethan Allen Interiors Inc |
|
|
(929 |
) |
|
|
(29 |
) |
Etsy Inc * |
|
|
(1,074 |
) |
|
|
(59 |
) |
Expedia Group Inc * |
|
|
(1,903 |
) |
|
|
(265 |
) |
Figs Inc, Cl A * |
|
|
(3,720 |
) |
|
|
(23 |
) |
Five Below Inc * |
|
|
(567 |
) |
|
|
(43 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(944 |
) |
|
|
(106 |
) |
Foot Locker Inc |
|
|
(1,312 |
) |
|
|
(41 |
) |
Ford Motor Co |
|
|
(205,526 |
) |
|
|
(2,300 |
) |
Fox Factory Holding Corp * |
|
|
(2,062 |
) |
|
|
(83 |
) |
Frontdoor Inc * |
|
|
(1,442 |
) |
|
|
(69 |
) |
GameStop Corp, Cl A * |
|
|
(2,211 |
) |
|
|
(52 |
) |
Gap Inc/The |
|
|
(1,464 |
) |
|
|
(33 |
) |
Garmin Ltd |
|
|
(4,342 |
) |
|
|
(796 |
) |
General Motors Co |
|
|
(60,608 |
) |
|
|
(3,017 |
) |
Gentex Corp |
|
|
(12,691 |
) |
|
|
(398 |
) |
Gentherm Inc * |
|
|
(1,847 |
) |
|
|
(93 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Genuine Parts Co |
|
|
(1,303 |
) |
|
$ |
(187 |
) |
G-III Apparel Group Ltd * |
|
|
(753 |
) |
|
|
(20 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(16,045 |
) |
|
|
(141 |
) |
Graham Holdings Co, Cl B |
|
|
(59 |
) |
|
|
(47 |
) |
Grand Canyon Education Inc * |
|
|
(480 |
) |
|
|
(70 |
) |
Green Brick Partners Inc * |
|
|
(719 |
) |
|
|
(57 |
) |
Group 1 Automotive Inc |
|
|
(98 |
) |
|
|
(37 |
) |
H&R Block Inc |
|
|
(2,090 |
) |
|
|
(132 |
) |
Hanesbrands Inc * |
|
|
(12,648 |
) |
|
|
(80 |
) |
Harley-Davidson Inc |
|
|
(7,020 |
) |
|
|
(263 |
) |
Hasbro Inc |
|
|
(4,066 |
) |
|
|
(277 |
) |
Helen of Troy Ltd * |
|
|
(630 |
) |
|
|
(34 |
) |
Hilton Grand Vacations Inc * |
|
|
(1,025 |
) |
|
|
(40 |
) |
Hilton Worldwide Holdings Inc |
|
|
(3,456 |
) |
|
|
(759 |
) |
Home Depot Inc/The |
|
|
(8,679 |
) |
|
|
(3,198 |
) |
Hovnanian Enterprises Inc, Cl A * |
|
|
(40 |
) |
|
|
(9 |
) |
Hyatt Hotels Corp, Cl A |
|
|
(657 |
) |
|
|
(100 |
) |
Installed Building Products Inc |
|
|
(646 |
) |
|
|
(144 |
) |
International Game Technology PLC |
|
|
(1,910 |
) |
|
|
(43 |
) |
Jack in the Box Inc |
|
|
(358 |
) |
|
|
(18 |
) |
KB Home |
|
|
(1,873 |
) |
|
|
(157 |
) |
Kohl's Corp |
|
|
(1,410 |
) |
|
|
(27 |
) |
Kontoor Brands Inc |
|
|
(1,700 |
) |
|
|
(127 |
) |
Las Vegas Sands Corp |
|
|
(5,106 |
) |
|
|
(199 |
) |
Laureate Education Inc, Cl A |
|
|
(2,672 |
) |
|
|
(41 |
) |
La-Z-Boy Inc, Cl Z |
|
|
(1,661 |
) |
|
|
(67 |
) |
LCI Industries |
|
|
(1,180 |
) |
|
|
(139 |
) |
Lear Corp |
|
|
(3,106 |
) |
|
|
(362 |
) |
Leggett & Platt Inc |
|
|
(4,111 |
) |
|
|
(52 |
) |
Lennar Corp, Cl A |
|
|
(6,763 |
) |
|
|
(1,231 |
) |
Lennar Corp, Cl B |
|
|
(374 |
) |
|
|
(63 |
) |
LGI Homes Inc * |
|
|
(728 |
) |
|
|
(79 |
) |
Light & Wonder Inc, Cl A * |
|
|
(1,350 |
) |
|
|
(148 |
) |
Lithia Motors Inc, Cl A |
|
|
(251 |
) |
|
|
(76 |
) |
LKQ Corp |
|
|
(2,593 |
) |
|
|
(108 |
) |
Lowe's Cos Inc |
|
|
(5,010 |
) |
|
|
(1,245 |
) |
Lucid Group Inc * |
|
|
(32,845 |
) |
|
|
(132 |
) |
Lululemon Athletica Inc * |
|
|
(3,423 |
) |
|
|
(888 |
) |
Luminar Technologies Inc, Cl A * |
|
|
(19,027 |
) |
|
|
(19 |
) |
M/I Homes Inc * |
|
|
(798 |
) |
|
|
(127 |
) |
Macy's Inc |
|
|
(2,706 |
) |
|
|
(42 |
) |
Malibu Boats Inc, Cl A * |
|
|
(818 |
) |
|
|
(30 |
) |
Marriott International Inc/MD, Cl A |
|
|
(3,381 |
) |
|
|
(793 |
) |
Marriott Vacations Worldwide Corp |
|
|
(690 |
) |
|
|
(51 |
) |
Mattel Inc * |
|
|
(9,605 |
) |
|
|
(182 |
) |
McDonald's Corp |
|
|
(10,384 |
) |
|
|
(2,997 |
) |
Meritage Homes Corp |
|
|
(959 |
) |
|
|
(190 |
) |
MGM Resorts International * |
|
|
(4,001 |
) |
|
|
(150 |
) |
Modine Manufacturing Co * |
|
|
(2,804 |
) |
|
|
(341 |
) |
Mohawk Industries Inc * |
|
|
(1,483 |
) |
|
|
(230 |
) |
Murphy USA Inc |
|
|
(162 |
) |
|
|
(84 |
) |
Newell Brands Inc |
|
|
(12,951 |
) |
|
|
(92 |
) |
NIKE Inc, Cl B |
|
|
(33,743 |
) |
|
|
(2,811 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Nordstrom Inc |
|
|
(533 |
) |
|
$ |
(12 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(6,051 |
) |
|
|
(108 |
) |
NVR Inc * |
|
|
(84 |
) |
|
|
(770 |
) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(618 |
) |
|
|
(55 |
) |
O'Reilly Automotive Inc * |
|
|
(544 |
) |
|
|
(615 |
) |
Oxford Industries Inc |
|
|
(494 |
) |
|
|
(43 |
) |
Papa John's International Inc |
|
|
(547 |
) |
|
|
(26 |
) |
Patrick Industries Inc |
|
|
(1,257 |
) |
|
|
(162 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(10,473 |
) |
|
|
(49 |
) |
Penn Entertainment Inc * |
|
|
(2,204 |
) |
|
|
(41 |
) |
Penske Automotive Group Inc |
|
|
(239 |
) |
|
|
(41 |
) |
Phinia Inc |
|
|
(2,396 |
) |
|
|
(115 |
) |
Planet Fitness Inc, Cl A * |
|
|
(1,409 |
) |
|
|
(114 |
) |
Polaris Inc |
|
|
(1,666 |
) |
|
|
(141 |
) |
Pool Corp |
|
|
(373 |
) |
|
|
(131 |
) |
PulteGroup Inc |
|
|
(5,865 |
) |
|
|
(772 |
) |
PVH Corp |
|
|
(1,669 |
) |
|
|
(165 |
) |
QuantumScape Corp, Cl A * |
|
|
(15,989 |
) |
|
|
(93 |
) |
Ralph Lauren Corp, Cl A |
|
|
(1,202 |
) |
|
|
(206 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(667 |
) |
|
|
(39 |
) |
RH * |
|
|
(29 |
) |
|
|
(7 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(40,973 |
) |
|
|
(579 |
) |
Ross Stores Inc |
|
|
(3,019 |
) |
|
|
(455 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(3,241 |
) |
|
|
(534 |
) |
Sabre Corp * |
|
|
(7,233 |
) |
|
|
(22 |
) |
Service Corp International/US |
|
|
(2,041 |
) |
|
|
(160 |
) |
Shake Shack Inc, Cl A * |
|
|
(703 |
) |
|
|
(70 |
) |
SharkNinja Inc |
|
|
(1,856 |
) |
|
|
(178 |
) |
Signet Jewelers Ltd |
|
|
(342 |
) |
|
|
(29 |
) |
Six Flags Entertainment Corp |
|
|
(775 |
) |
|
|
(34 |
) |
Skechers USA Inc, Cl A * |
|
|
(3,710 |
) |
|
|
(254 |
) |
Smith & Wesson Brands Inc |
|
|
(288 |
) |
|
|
(4 |
) |
Sonos Inc * |
|
|
(3,264 |
) |
|
|
(40 |
) |
Standard Motor Products Inc |
|
|
(1,277 |
) |
|
|
(41 |
) |
Starbucks Corp |
|
|
(16,186 |
) |
|
|
(1,531 |
) |
Steven Madden Ltd |
|
|
(2,245 |
) |
|
|
(101 |
) |
Stoneridge Inc * |
|
|
(1,344 |
) |
|
|
(19 |
) |
Strategic Education Inc |
|
|
(223 |
) |
|
|
(22 |
) |
Stride Inc * |
|
|
(781 |
) |
|
|
(64 |
) |
Sturm Ruger & Co Inc |
|
|
(893 |
) |
|
|
(38 |
) |
Sweetgreen Inc, Cl A * |
|
|
(1,562 |
) |
|
|
(49 |
) |
Tapestry Inc |
|
|
(6,382 |
) |
|
|
(261 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(3,081 |
) |
|
|
(207 |
) |
Tempur Sealy International Inc |
|
|
(4,620 |
) |
|
|
(242 |
) |
Tesla Inc * |
|
|
(22,679 |
) |
|
|
(4,856 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(1,019 |
) |
|
|
(172 |
) |
Thor Industries Inc |
|
|
(2,839 |
) |
|
|
(304 |
) |
TJX Cos Inc/The |
|
|
(9,914 |
) |
|
|
(1,163 |
) |
Toll Brothers Inc |
|
|
(2,908 |
) |
|
|
(419 |
) |
TopBuild Corp * |
|
|
(890 |
) |
|
|
(350 |
) |
Topgolf Callaway Brands Corp * |
|
|
(5,232 |
) |
|
|
(53 |
) |
Tractor Supply Co |
|
|
(943 |
) |
|
|
(252 |
) |
Travel + Leisure Co |
|
|
(967 |
) |
|
|
(43 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Tri Pointe Homes Inc * |
|
|
(2,838 |
) |
|
$ |
(126 |
) |
Ulta Beauty Inc * |
|
|
(457 |
) |
|
|
(161 |
) |
Under Armour Inc, Cl A * |
|
|
(3,380 |
) |
|
|
(26 |
) |
Under Armour Inc, Cl C * |
|
|
(7,914 |
) |
|
|
(59 |
) |
United Parks & Resorts Inc * |
|
|
(881 |
) |
|
|
(43 |
) |
Urban Outfitters Inc * |
|
|
(315 |
) |
|
|
(11 |
) |
Vail Resorts Inc |
|
|
(616 |
) |
|
|
(112 |
) |
Valvoline Inc * |
|
|
(1,059 |
) |
|
|
(45 |
) |
VF Corp |
|
|
(9,179 |
) |
|
|
(167 |
) |
Vista Outdoor Inc * |
|
|
(1,329 |
) |
|
|
(53 |
) |
Visteon Corp * |
|
|
(1,609 |
) |
|
|
(163 |
) |
Vizio Holding Corp, Cl A * |
|
|
(3,540 |
) |
|
|
(40 |
) |
Wayfair Inc, Cl A * |
|
|
(1,001 |
) |
|
|
(43 |
) |
Wendy's Co/The |
|
|
(3,490 |
) |
|
|
(59 |
) |
Whirlpool Corp |
|
|
(1,707 |
) |
|
|
(171 |
) |
Williams-Sonoma Inc |
|
|
(1,109 |
) |
|
|
(149 |
) |
Wingstop Inc |
|
|
(442 |
) |
|
|
(171 |
) |
Winnebago Industries Inc |
|
|
(1,553 |
) |
|
|
(93 |
) |
Wolverine World Wide Inc |
|
|
(2,562 |
) |
|
|
(35 |
) |
Worthington Enterprises Inc |
|
|
(948 |
) |
|
|
(43 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(1,023 |
) |
|
|
(80 |
) |
Wynn Resorts Ltd |
|
|
(1,362 |
) |
|
|
(105 |
) |
XPEL Inc * |
|
|
(1,360 |
) |
|
|
(59 |
) |
YETI Holdings Inc * |
|
|
(2,608 |
) |
|
|
(105 |
) |
Yum! Brands Inc |
|
|
(4,055 |
) |
|
|
(547 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(63,694 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (2.3)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(3,089 |
) |
|
|
(459 |
) |
Amphenol Corp, Cl A |
|
|
(2,513 |
) |
|
|
(170 |
) |
Analog Devices Inc |
|
|
(984 |
) |
|
|
(231 |
) |
Apple Inc |
|
|
(23,782 |
) |
|
|
(5,446 |
) |
Applied Materials Inc |
|
|
(1,592 |
) |
|
|
(314 |
) |
Arista Networks Inc * |
|
|
(457 |
) |
|
|
(162 |
) |
Arrow Electronics Inc * |
|
|
(114 |
) |
|
|
(15 |
) |
Broadcom Inc |
|
|
(8,419 |
) |
|
|
(1,371 |
) |
CDW Corp/DE |
|
|
(254 |
) |
|
|
(57 |
) |
Ciena Corp * |
|
|
(329 |
) |
|
|
(19 |
) |
Cisco Systems Inc |
|
|
(8,328 |
) |
|
|
(421 |
) |
Corning Inc |
|
|
(1,514 |
) |
|
|
(63 |
) |
Dell Technologies Inc, Cl C |
|
|
(459 |
) |
|
|
(53 |
) |
Enphase Energy Inc * |
|
|
(395 |
) |
|
|
(48 |
) |
Entegris Inc |
|
|
(255 |
) |
|
|
(30 |
) |
F5 Inc * |
|
|
(125 |
) |
|
|
(25 |
) |
First Solar Inc * |
|
|
(284 |
) |
|
|
(65 |
) |
Hewlett Packard Enterprise Co |
|
|
(3,055 |
) |
|
|
(59 |
) |
HP Inc |
|
|
(1,751 |
) |
|
|
(63 |
) |
Intel Corp |
|
|
(7,365 |
) |
|
|
(162 |
) |
Jabil Inc |
|
|
(150 |
) |
|
|
(16 |
) |
Juniper Networks Inc |
|
|
(475 |
) |
|
|
(19 |
) |
Keysight Technologies Inc * |
|
|
(490 |
) |
|
|
(76 |
) |
KLA Corp |
|
|
(265 |
) |
|
|
(217 |
) |
Lam Research Corp |
|
|
(233 |
) |
|
|
(191 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Littelfuse Inc |
|
|
(120 |
) |
|
$ |
(33 |
) |
Marvell Technology Inc |
|
|
(1,369 |
) |
|
|
(104 |
) |
Microchip Technology Inc |
|
|
(932 |
) |
|
|
(77 |
) |
Micron Technology Inc |
|
|
(1,940 |
) |
|
|
(187 |
) |
Monolithic Power Systems Inc |
|
|
(97 |
) |
|
|
(91 |
) |
Motorola Solutions Inc |
|
|
(313 |
) |
|
|
(138 |
) |
NetApp Inc |
|
|
(523 |
) |
|
|
(63 |
) |
NVIDIA Corp |
|
|
(44,034 |
) |
|
|
(5,256 |
) |
ON Semiconductor Corp * |
|
|
(942 |
) |
|
|
(73 |
) |
Pure Storage Inc, Cl A * |
|
|
(588 |
) |
|
|
(30 |
) |
Qorvo Inc * |
|
|
(220 |
) |
|
|
(26 |
) |
QUALCOMM Inc |
|
|
(2,027 |
) |
|
|
(355 |
) |
Skyworks Solutions Inc |
|
|
(374 |
) |
|
|
(41 |
) |
Super Micro Computer Inc * |
|
|
(110 |
) |
|
|
(48 |
) |
Teledyne Technologies Inc * |
|
|
(131 |
) |
|
|
(57 |
) |
Teradyne Inc |
|
|
(447 |
) |
|
|
(61 |
) |
Texas Instruments Inc |
|
|
(1,834 |
) |
|
|
(393 |
) |
Trimble Inc * |
|
|
(661 |
) |
|
|
(38 |
) |
Western Digital Corp * |
|
|
(626 |
) |
|
|
(41 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(165 |
) |
|
|
(57 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(16,921 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (1.5)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(1,665 |
) |
|
|
(464 |
) |
Albemarle Corp |
|
|
(877 |
) |
|
|
(79 |
) |
Alcoa Corp |
|
|
(1,354 |
) |
|
|
(43 |
) |
Alpha Metallurgical Resources Inc |
|
|
(129 |
) |
|
|
(31 |
) |
Amcor PLC |
|
|
(11,305 |
) |
|
|
(129 |
) |
AptarGroup Inc |
|
|
(460 |
) |
|
|
(70 |
) |
Arch Resources Inc |
|
|
(92 |
) |
|
|
(13 |
) |
Ashland Inc |
|
|
(308 |
) |
|
|
(28 |
) |
ATI Inc * |
|
|
(877 |
) |
|
|
(56 |
) |
Avery Dennison Corp |
|
|
(690 |
) |
|
|
(153 |
) |
Avient Corp |
|
|
(945 |
) |
|
|
(46 |
) |
Axalta Coating Systems Ltd * |
|
|
(1,499 |
) |
|
|
(55 |
) |
Balchem Corp |
|
|
(334 |
) |
|
|
(59 |
) |
Ball Corp |
|
|
(2,299 |
) |
|
|
(147 |
) |
Berry Global Group Inc |
|
|
(925 |
) |
|
|
(64 |
) |
Cabot Corp |
|
|
(325 |
) |
|
|
(34 |
) |
Carpenter Technology Corp |
|
|
(358 |
) |
|
|
(52 |
) |
Celanese Corp, Cl A |
|
|
(813 |
) |
|
|
(106 |
) |
CF Industries Holdings Inc |
|
|
(1,623 |
) |
|
|
(135 |
) |
Chemours Co/The |
|
|
(647 |
) |
|
|
(13 |
) |
Cleveland-Cliffs Inc * |
|
|
(3,724 |
) |
|
|
(49 |
) |
Coeur Mining Inc * |
|
|
(753 |
) |
|
|
(5 |
) |
Commercial Metals Co |
|
|
(978 |
) |
|
|
(52 |
) |
Constellium SE, Cl A * |
|
|
(997 |
) |
|
|
(17 |
) |
Corteva Inc |
|
|
(5,419 |
) |
|
|
(310 |
) |
CRH PLC |
|
|
(5,152 |
) |
|
|
(468 |
) |
Crown Holdings Inc |
|
|
(994 |
) |
|
|
(90 |
) |
Dow Inc |
|
|
(6,004 |
) |
|
|
(322 |
) |
DuPont de Nemours Inc |
|
|
(3,130 |
) |
|
|
(264 |
) |
Eagle Materials Inc |
|
|
(299 |
) |
|
|
(77 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Eastman Chemical Co |
|
|
(866 |
) |
|
$ |
(89 |
) |
Ecolab Inc |
|
|
(1,873 |
) |
|
|
(474 |
) |
Element Solutions Inc |
|
|
(2,435 |
) |
|
|
(65 |
) |
FMC Corp |
|
|
(777 |
) |
|
|
(50 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(11,792 |
) |
|
|
(522 |
) |
Graphic Packaging Holding Co |
|
|
(2,907 |
) |
|
|
(87 |
) |
HB Fuller Co |
|
|
(554 |
) |
|
|
(47 |
) |
Hecla Mining Co |
|
|
(7,022 |
) |
|
|
(42 |
) |
Huntsman Corp |
|
|
(2,090 |
) |
|
|
(46 |
) |
Innospec Inc |
|
|
(229 |
) |
|
|
(26 |
) |
International Flavors & Fragrances Inc |
|
|
(2,063 |
) |
|
|
(214 |
) |
International Paper Co |
|
|
(2,902 |
) |
|
|
(140 |
) |
Knife River Corp * |
|
|
(517 |
) |
|
|
(41 |
) |
Linde PLC |
|
|
(3,604 |
) |
|
|
(1,724 |
) |
Louisiana-Pacific Corp |
|
|
(639 |
) |
|
|
(62 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(1,992 |
) |
|
|
(197 |
) |
Martin Marietta Materials Inc |
|
|
(502 |
) |
|
|
(268 |
) |
Materion Corp |
|
|
(223 |
) |
|
|
(26 |
) |
Minerals Technologies Inc |
|
|
(230 |
) |
|
|
(18 |
) |
Mosaic Co/The |
|
|
(2,544 |
) |
|
|
(73 |
) |
NewMarket Corp |
|
|
(35 |
) |
|
|
(20 |
) |
Newmont Corp |
|
|
(9,295 |
) |
|
|
(496 |
) |
Nucor Corp |
|
|
(1,797 |
) |
|
|
(273 |
) |
O-I Glass Inc, Cl I * |
|
|
(2,154 |
) |
|
|
(27 |
) |
Olin Corp |
|
|
(1,146 |
) |
|
|
(50 |
) |
Packaging Corp of America |
|
|
(763 |
) |
|
|
(160 |
) |
PPG Industries Inc |
|
|
(2,016 |
) |
|
|
(261 |
) |
Quaker Chemical Corp |
|
|
(184 |
) |
|
|
(31 |
) |
Reliance Inc |
|
|
(440 |
) |
|
|
(126 |
) |
Royal Gold Inc |
|
|
(526 |
) |
|
|
(74 |
) |
RPM International Inc |
|
|
(1,042 |
) |
|
|
(121 |
) |
Scotts Miracle-Gro Co/The, Cl A |
|
|
(547 |
) |
|
|
(39 |
) |
Sealed Air Corp |
|
|
(1,614 |
) |
|
|
(56 |
) |
Sensient Technologies Corp |
|
|
(512 |
) |
|
|
(40 |
) |
Sherwin-Williams Co/The |
|
|
(1,880 |
) |
|
|
(694 |
) |
Silgan Holdings Inc |
|
|
(479 |
) |
|
|
(25 |
) |
Smurfit WestRock PLC |
|
|
(1,582 |
) |
|
|
(75 |
) |
Sonoco Products Co |
|
|
(1,159 |
) |
|
|
(66 |
) |
Steel Dynamics Inc |
|
|
(1,287 |
) |
|
|
(154 |
) |
Summit Materials Inc, Cl A * |
|
|
(741 |
) |
|
|
(30 |
) |
Sylvamo Corp |
|
|
(496 |
) |
|
|
(39 |
) |
Tronox Holdings PLC |
|
|
(1,784 |
) |
|
|
(25 |
) |
United States Steel Corp |
|
|
(1,735 |
) |
|
|
(66 |
) |
Vulcan Materials Co |
|
|
(1,080 |
) |
|
|
(265 |
) |
Warrior Met Coal Inc |
|
|
(248 |
) |
|
|
(15 |
) |
Westlake Corp |
|
|
(186 |
) |
|
|
(27 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(10,897 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $95,978) ($ Thousands) |
|
|
|
|
|
|
(95,634 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK SOLD SHORT— (0.1)% |
Argentina — (0.0)% |
|
|
|
|
Materials — (0.0)% |
|
|
|
|
Arcadium Lithium PLC * |
|
|
(11,463 |
) |
|
$ |
(31 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Bahamas — (0.0)% |
|
|
|
|
Consumer Discretionary — (0.0)% |
|
|
|
|
OneSpaWorld Holdings Ltd |
|
|
(2,273 |
) |
|
|
(36 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Finland — (0.0)% |
|
|
|
|
Consumer Discretionary — (0.0)% |
|
|
|
|
Amer Sports Inc * |
|
|
(3,396 |
) |
|
|
(47 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Luxembourg — (0.0)% |
|
|
|
|
Consumer Discretionary — (0.0)% |
|
|
|
|
Birkenstock Holding Plc * |
|
|
(602 |
) |
|
|
(30 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mexico — (0.0)% |
|
|
|
|
Materials — (0.0)% |
|
|
|
|
Southern Copper Corp |
|
|
(838 |
) |
|
|
(85 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
South Korea — (0.1)% |
|
|
|
|
Consumer Discretionary — (0.1)% |
|
|
|
|
Coupang Inc, Cl A * |
|
|
(9,359 |
) |
|
|
(207 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — (0.0)% |
|
|
|
|
Information Technology — (0.0)% |
|
|
|
|
Fabrinet * |
|
|
(148 |
) |
|
|
(36 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $430) ($ Thousands) |
|
|
|
|
|
|
(472 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (12.9)% |
|
|
|
|
|
|
|
|
(Proceeds $96,408) ($ Thousands) |
|
$ |
(96,106 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $64) ($ Thousands) |
|
|
|
|
|
$ |
(1 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
A list of open exchange traded options contracts for the Fund at August 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lead LME Spot Option ^ |
|
|
75 |
|
|
$ |
4,313 |
|
|
$ |
2,300.00 |
|
|
|
9/21/2024 |
|
|
$ |
– |
|
Nickel LME Future^ |
|
|
24 |
|
|
|
2,736 |
|
|
|
19,000.00 |
|
|
|
9/21/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
7,049 |
|
|
|
|
|
|
|
|
|
|
$ |
– |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lead LME Spot Option^ |
|
|
(15) |
|
|
$ |
(825 |
) |
|
|
2,200.00 |
|
|
|
09/21/2024 |
|
|
$ |
– |
|
Nickel LME Future^ |
|
|
(8) |
|
|
|
(768 |
) |
|
|
16,000.00 |
|
|
|
09/21/2024 |
|
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(1,593 |
) |
|
|
|
|
|
|
|
|
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Lead LME Spot Option^ |
|
|
(75) |
|
|
|
(4,688 |
) |
|
|
2,500.00 |
|
|
|
09/21/2024 |
|
|
|
– |
|
Nickel LME Future^ |
|
|
(24) |
|
|
|
(3,024 |
) |
|
|
21,000.00 |
|
|
|
09/21/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(7,712 |
) |
|
|
|
|
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(9,305 |
) |
|
|
|
|
|
|
|
|
|
$ |
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at August 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
16 |
|
|
|
Nov-2024 |
|
|
$ |
1,267 |
|
|
$ |
1,231 |
|
|
$ |
(36 |
) |
Brent Crude^ |
|
|
86 |
|
|
|
Jan-2025 |
|
|
|
6,839 |
|
|
|
6,512 |
|
|
|
(327 |
) |
Brent Crude^ |
|
|
15 |
|
|
|
Mar-2025 |
|
|
|
1,190 |
|
|
|
1,127 |
|
|
|
(63 |
) |
Brent Crude^ |
|
|
31 |
|
|
|
May-2025 |
|
|
|
2,443 |
|
|
|
2,314 |
|
|
|
(129 |
) |
Coffee C^ |
|
|
54 |
|
|
|
Dec-2024 |
|
|
|
4,785 |
|
|
|
4,943 |
|
|
|
158 |
|
Coffee C^ |
|
|
19 |
|
|
|
Mar-2025 |
|
|
|
1,633 |
|
|
|
1,725 |
|
|
|
92 |
|
Coffee C^ |
|
|
9 |
|
|
|
May-2025 |
|
|
|
781 |
|
|
|
809 |
|
|
|
28 |
|
Copper^ |
|
|
44 |
|
|
|
Dec-2024 |
|
|
|
4,600 |
|
|
|
4,632 |
|
|
|
32 |
|
Copper^ |
|
|
11 |
|
|
|
May-2025 |
|
|
|
1,134 |
|
|
|
1,178 |
|
|
|
44 |
|
Copper^ |
|
|
23 |
|
|
|
Mar-2025 |
|
|
|
2,607 |
|
|
|
2,448 |
|
|
|
(159 |
) |
Corn^ |
|
|
99 |
|
|
|
Mar-2025 |
|
|
|
2,246 |
|
|
|
2,074 |
|
|
|
(172 |
) |
Corn^ |
|
|
48 |
|
|
|
May-2025 |
|
|
|
1,029 |
|
|
|
1,028 |
|
|
|
(1 |
) |
Corn^ |
|
|
56 |
|
|
|
Dec-2024 |
|
|
|
1,154 |
|
|
|
1,123 |
|
|
|
(31 |
) |
Cotton No. 2^ |
|
|
15 |
|
|
|
Dec-2024 |
|
|
|
541 |
|
|
|
524 |
|
|
|
(17 |
) |
Cotton No. 2^ |
|
|
8 |
|
|
|
May-2025 |
|
|
|
283 |
|
|
|
291 |
|
|
|
8 |
|
Cotton No. 2^ |
|
|
20 |
|
|
|
Mar-2025 |
|
|
|
721 |
|
|
|
716 |
|
|
|
(5 |
) |
Feeder Cattle^ |
|
|
8 |
|
|
|
Oct-2024 |
|
|
|
965 |
|
|
|
951 |
|
|
|
(14 |
) |
Feeder Cattle^ |
|
|
15 |
|
|
|
Nov-2024 |
|
|
|
1,778 |
|
|
|
1,764 |
|
|
|
(14 |
) |
Gasoline^ |
|
|
4 |
|
|
|
Jan-2025 |
|
|
|
358 |
|
|
|
337 |
|
|
|
(21 |
) |
Gasoline^ |
|
|
8 |
|
|
|
Mar-2025 |
|
|
|
730 |
|
|
|
681 |
|
|
|
(49 |
) |
Gasoline^ |
|
|
4 |
|
|
|
May-2025 |
|
|
|
384 |
|
|
|
372 |
|
|
|
(12 |
) |
Gasoline^ |
|
|
23 |
|
|
|
Nov-2024 |
|
|
|
2,077 |
|
|
|
1,985 |
|
|
|
(92 |
) |
Gold^ |
|
|
28 |
|
|
|
Dec-2024 |
|
|
|
6,793 |
|
|
|
7,077 |
|
|
|
284 |
|
Gold^ |
|
|
35 |
|
|
|
Feb-2025 |
|
|
|
8,681 |
|
|
|
8,924 |
|
|
|
243 |
|
Gold^ |
|
|
29 |
|
|
|
Apr-2025 |
|
|
|
7,260 |
|
|
|
7,448 |
|
|
|
188 |
|
KC HRW Wheat^ |
|
|
19 |
|
|
|
Dec-2024 |
|
|
|
567 |
|
|
|
538 |
|
|
|
(29 |
) |
KC HRW Wheat^ |
|
|
24 |
|
|
|
Mar-2025 |
|
|
|
783 |
|
|
|
693 |
|
|
|
(90 |
) |
KC HRW Wheat^ |
|
|
12 |
|
|
|
May-2025 |
|
|
|
353 |
|
|
|
350 |
|
|
|
(3 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Lean Hogs^ |
|
|
80 |
|
|
|
Dec-2024 |
|
|
$ |
2,240 |
|
|
$ |
2,328 |
|
|
$ |
88 |
|
Lean Hogs^ |
|
|
93 |
|
|
|
Oct-2024 |
|
|
|
2,874 |
|
|
|
3,059 |
|
|
|
185 |
|
Lean Hogs^ |
|
|
21 |
|
|
|
Apr-2025 |
|
|
|
629 |
|
|
|
669 |
|
|
|
40 |
|
Lean Hogs^ |
|
|
11 |
|
|
|
Feb-2025 |
|
|
|
324 |
|
|
|
332 |
|
|
|
8 |
|
Live Cattle^ |
|
|
49 |
|
|
|
Dec-2024 |
|
|
|
3,490 |
|
|
|
3,480 |
|
|
|
(10 |
) |
Live Cattle^ |
|
|
8 |
|
|
|
Feb-2025 |
|
|
|
601 |
|
|
|
571 |
|
|
|
(30 |
) |
Live Cattle^ |
|
|
50 |
|
|
|
Oct-2024 |
|
|
|
3,601 |
|
|
|
3,573 |
|
|
|
(28 |
) |
Live Cattle^ |
|
|
16 |
|
|
|
Apr-2025 |
|
|
|
1,182 |
|
|
|
1,153 |
|
|
|
(29 |
) |
LME Copper^ |
|
|
3 |
|
|
|
Oct-2024 |
|
|
|
737 |
|
|
|
689 |
|
|
|
(48 |
) |
LME Lead^ |
|
|
5 |
|
|
|
Mar-2025 |
|
|
|
281 |
|
|
|
262 |
|
|
|
(19 |
) |
LME Lead^ |
|
|
3 |
|
|
|
May-2025 |
|
|
|
160 |
|
|
|
158 |
|
|
|
(2 |
) |
LME Lead^ |
|
|
7 |
|
|
|
Nov-2024 |
|
|
|
363 |
|
|
|
359 |
|
|
|
(4 |
) |
LME Lead^ |
|
|
3 |
|
|
|
Jan-2025 |
|
|
|
172 |
|
|
|
156 |
|
|
|
(16 |
) |
LME Nickel^ |
|
|
1 |
|
|
|
Nov-2024 |
|
|
|
110 |
|
|
|
101 |
|
|
|
(9 |
) |
LME Nickel^ |
|
|
20 |
|
|
|
Dec-2024 |
|
|
|
1,953 |
|
|
|
2,018 |
|
|
|
65 |
|
LME Nickel^ |
|
|
4 |
|
|
|
Jan-2025 |
|
|
|
468 |
|
|
|
405 |
|
|
|
(63 |
) |
LME Nickel^ |
|
|
8 |
|
|
|
Mar-2025 |
|
|
|
864 |
|
|
|
817 |
|
|
|
(47 |
) |
LME Nickel^ |
|
|
4 |
|
|
|
May-2025 |
|
|
|
402 |
|
|
|
413 |
|
|
|
11 |
|
LME Primary Aluminum^ |
|
|
6 |
|
|
|
Nov-2024 |
|
|
|
361 |
|
|
|
367 |
|
|
|
6 |
|
LME Primary Aluminum^ |
|
|
11 |
|
|
|
May-2025 |
|
|
|
655 |
|
|
|
691 |
|
|
|
36 |
|
LME Primary Aluminum^ |
|
|
23 |
|
|
|
Mar-2025 |
|
|
|
1,486 |
|
|
|
1,433 |
|
|
|
(53 |
) |
LME Primary Aluminum^ |
|
|
11 |
|
|
|
Jan-2025 |
|
|
|
720 |
|
|
|
679 |
|
|
|
(41 |
) |
LME Primary Aluminum^ |
|
|
113 |
|
|
|
Dec-2024 |
|
|
|
7,098 |
|
|
|
6,943 |
|
|
|
(155 |
) |
LME Zinc^ |
|
|
6 |
|
|
|
May-2025 |
|
|
|
410 |
|
|
|
440 |
|
|
|
30 |
|
LME Zinc^ |
|
|
12 |
|
|
|
Mar-2025 |
|
|
|
880 |
|
|
|
876 |
|
|
|
(4 |
) |
LME Zinc^ |
|
|
6 |
|
|
|
Jan-2025 |
|
|
|
446 |
|
|
|
436 |
|
|
|
(10 |
) |
LME Zinc^ |
|
|
69 |
|
|
|
Dec-2024 |
|
|
|
4,735 |
|
|
|
5,009 |
|
|
|
274 |
|
LME Zinc^ |
|
|
21 |
|
|
|
Nov-2024 |
|
|
|
1,490 |
|
|
|
1,519 |
|
|
|
29 |
|
Low Sulphur Gasoil^ |
|
|
60 |
|
|
|
Nov-2024 |
|
|
|
4,313 |
|
|
|
4,196 |
|
|
|
(117 |
) |
Low Sulphur Gasoil^ |
|
|
6 |
|
|
|
May-2025 |
|
|
|
428 |
|
|
|
415 |
|
|
|
(13 |
) |
Low Sulphur Gasoil^ |
|
|
12 |
|
|
|
Mar-2025 |
|
|
|
901 |
|
|
|
833 |
|
|
|
(68 |
) |
Low Sulphur Gasoil^ |
|
|
6 |
|
|
|
Jan-2025 |
|
|
|
453 |
|
|
|
417 |
|
|
|
(36 |
) |
Natural Gas^ |
|
|
210 |
|
|
|
Nov-2024 |
|
|
|
5,867 |
|
|
|
5,245 |
|
|
|
(622 |
) |
Natural Gas^ |
|
|
36 |
|
|
|
Jan-2025 |
|
|
|
1,372 |
|
|
|
1,199 |
|
|
|
(173 |
) |
Natural Gas^ |
|
|
84 |
|
|
|
Mar-2025 |
|
|
|
2,724 |
|
|
|
2,427 |
|
|
|
(297 |
) |
Natural Gas^ |
|
|
43 |
|
|
|
May-2025 |
|
|
|
1,276 |
|
|
|
1,215 |
|
|
|
(61 |
) |
NY Harbor ULSD^ |
|
|
3 |
|
|
|
Jan-2025 |
|
|
|
316 |
|
|
|
291 |
|
|
|
(25 |
) |
NY Harbor ULSD^ |
|
|
5 |
|
|
|
Nov-2024 |
|
|
|
509 |
|
|
|
482 |
|
|
|
(27 |
) |
NY Harbor ULSD^ |
|
|
3 |
|
|
|
May-2025 |
|
|
|
297 |
|
|
|
286 |
|
|
|
(11 |
) |
NY Harbor ULSD^ |
|
|
6 |
|
|
|
Mar-2025 |
|
|
|
629 |
|
|
|
578 |
|
|
|
(51 |
) |
NYMEX Cocoa^ |
|
|
11 |
|
|
|
Dec-2024 |
|
|
|
836 |
|
|
|
845 |
|
|
|
9 |
|
Platinum^ |
|
|
1 |
|
|
|
Oct-2024 |
|
|
|
48 |
|
|
|
46 |
|
|
|
(2 |
) |
Silver^ |
|
|
16 |
|
|
|
Mar-2025 |
|
|
|
2,472 |
|
|
|
2,363 |
|
|
|
(109 |
) |
Silver^ |
|
|
8 |
|
|
|
May-2025 |
|
|
|
1,151 |
|
|
|
1,191 |
|
|
|
40 |
|
Silver^ |
|
|
25 |
|
|
|
Dec-2024 |
|
|
|
3,621 |
|
|
|
3,644 |
|
|
|
23 |
|
Soybean^ |
|
|
15 |
|
|
|
Jan-2025 |
|
|
|
790 |
|
|
|
763 |
|
|
|
(27 |
) |
Soybean^ |
|
|
29 |
|
|
|
Mar-2025 |
|
|
|
1,599 |
|
|
|
1,496 |
|
|
|
(103 |
) |
Soybean^ |
|
|
14 |
|
|
|
May-2025 |
|
|
|
736 |
|
|
|
732 |
|
|
|
(4 |
) |
Soybean^ |
|
|
16 |
|
|
|
Nov-2024 |
|
|
|
913 |
|
|
|
800 |
|
|
|
(113 |
) |
Soybean Meal^ |
|
|
89 |
|
|
|
Dec-2024 |
|
|
|
2,816 |
|
|
|
2,785 |
|
|
|
(31 |
) |
Soybean Meal^ |
|
|
15 |
|
|
|
May-2025 |
|
|
|
478 |
|
|
|
477 |
|
|
|
(1 |
) |
Soybean Meal^ |
|
|
15 |
|
|
|
Jan-2025 |
|
|
|
488 |
|
|
|
471 |
|
|
|
(17 |
) |
Soybean Meal^ |
|
|
30 |
|
|
|
Mar-2025 |
|
|
|
974 |
|
|
|
948 |
|
|
|
(26 |
) |
Soybean Oil^ |
|
|
18 |
|
|
|
Jan-2025 |
|
|
|
455 |
|
|
|
454 |
|
|
|
(1 |
) |
Soybean Oil^ |
|
|
115 |
|
|
|
Dec-2024 |
|
|
|
2,832 |
|
|
|
2,899 |
|
|
|
67 |
|
Soybean Oil^ |
|
|
18 |
|
|
|
May-2025 |
|
|
|
443 |
|
|
|
458 |
|
|
|
15 |
|
Soybean Oil^ |
|
|
37 |
|
|
|
Mar-2025 |
|
|
|
1,015 |
|
|
|
937 |
|
|
|
(78 |
) |
Sugar No. 11^ |
|
|
19 |
|
|
|
May-2025 |
|
|
|
382 |
|
|
|
401 |
|
|
|
19 |
|
Sugar No. 11^ |
|
|
54 |
|
|
|
Mar-2025 |
|
|
|
1,180 |
|
|
|
1,189 |
|
|
|
9 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Sugar No. 11^ |
|
|
48 |
|
|
|
Mar-2025 |
|
|
$ |
1,060 |
|
|
$ |
1,057 |
|
|
$ |
(3 |
) |
Sugar No. 11^ |
|
|
132 |
|
|
|
Oct-2024 |
|
|
|
2,888 |
|
|
|
2,865 |
|
|
|
(23 |
) |
U.S. 5-Year Treasury Note |
|
|
79 |
|
|
|
Dec-2024 |
|
|
|
8,650 |
|
|
|
8,642 |
|
|
|
(8 |
) |
Wheat^ |
|
|
37 |
|
|
|
Mar-2025 |
|
|
|
1,197 |
|
|
|
1,058 |
|
|
|
(139 |
) |
Wheat^ |
|
|
18 |
|
|
|
May-2025 |
|
|
|
533 |
|
|
|
525 |
|
|
|
(8 |
) |
Wheat^ |
|
|
74 |
|
|
|
Dec-2024 |
|
|
|
2,094 |
|
|
|
2,040 |
|
|
|
(54 |
) |
WTI Crude Oil^ |
|
|
143 |
|
|
|
Nov-2024 |
|
|
|
10,751 |
|
|
|
10,388 |
|
|
|
(363 |
) |
WTI Crude Oil^ |
|
|
16 |
|
|
|
May-2025 |
|
|
|
1,166 |
|
|
|
1,122 |
|
|
|
(44 |
) |
WTI Crude Oil^ |
|
|
32 |
|
|
|
Mar-2025 |
|
|
|
2,422 |
|
|
|
2,262 |
|
|
|
(160 |
) |
WTI Crude Oil^ |
|
|
16 |
|
|
|
Jan-2025 |
|
|
|
1,203 |
|
|
|
1,142 |
|
|
|
(61 |
) |
| |
|
|
|
|
|
|
|
|
|
|
176,992 |
|
|
|
174,315 |
|
|
|
(2,677 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gasoline^ |
|
|
(15) |
|
|
|
Nov-2024 |
|
|
$ |
(1,321 |
) |
|
$ |
(1,295 |
) |
|
$ |
26 |
|
LME Lead^ |
|
|
(2) |
|
|
|
Sep-2024 |
|
|
|
(103 |
) |
|
|
(101 |
) |
|
|
2 |
|
MSCI EAFE Index |
|
|
(91) |
|
|
|
Sep-2024 |
|
|
|
(10,744 |
) |
|
|
(11,186 |
) |
|
|
(442 |
) |
NY Harbor ULSD^ |
|
|
(15) |
|
|
|
Nov-2024 |
|
|
|
(1,482 |
) |
|
|
(1,445 |
) |
|
|
37 |
|
Palladium^ |
|
|
(9) |
|
|
|
Dec-2024 |
|
|
|
(861 |
) |
|
|
(866 |
) |
|
|
(5 |
) |
S&P 500 Index E-MINI |
|
|
(78) |
|
|
|
Sep-2024 |
|
|
|
(21,440 |
) |
|
|
(22,077 |
) |
|
|
(637 |
) |
Soybean^ |
|
|
(2) |
|
|
|
Jan-2025 |
|
|
|
(100 |
) |
|
|
(102 |
) |
|
|
(2 |
) |
Soybean^ |
|
|
(2) |
|
|
|
Nov-2024 |
|
|
|
(98 |
) |
|
|
(100 |
) |
|
|
(2 |
) |
U.S. 2-Year Treasury Note |
|
|
(42) |
|
|
|
Dec-2024 |
|
|
|
(8,729 |
) |
|
|
(8,717 |
) |
|
|
12 |
|
U.S. Ultra Long Treasury Bond |
|
|
(11) |
|
|
|
Dec-2024 |
|
|
|
(1,468 |
) |
|
|
(1,451 |
) |
|
|
17 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(97) |
|
|
|
Dec-2024 |
|
|
|
(11,406 |
) |
|
|
(11,391 |
) |
|
|
15 |
|
| |
|
|
|
|
|
|
|
|
|
|
(57,752 |
) |
|
|
(58,731 |
) |
|
|
(979 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
119,240 |
|
|
$ |
115,584 |
|
|
$ |
(3,656 |
) |
A list of the open forward foreign currency contracts held by the Fund at August 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
10/25/24 |
|
|
|
EUR |
|
|
|
1,665 |
|
|
|
USD |
|
|
|
1,825 |
|
|
$ |
(22 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open centrally cleared swap agreements held by the Fund at August 31, 2024, is as follows:
| |
Credit Default Swap - Buy Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
Itraxx Australia Series 41 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
16,850 |
|
|
$ |
(288 |
) |
|
$ |
(252 |
) |
|
$ |
(36 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Credit Default Swap - Sell Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
CDX.NA.IG.42 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
16,850 |
|
|
$ |
373 |
|
|
$ |
341 |
|
|
$ |
32 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Interest Rate Swaps |
|
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
1.8315% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,040 |
|
|
$ |
36 |
|
|
$ |
38 |
|
|
$ |
(2 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
August 31, 2024
Multi-Asset Real Return Fund (Concluded)
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
1.9795% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,240 |
|
|
$ |
24 |
|
|
$ |
26 |
|
|
$ |
(2 |
) |
| |
|
2.4095% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,300 |
|
|
|
128 |
|
|
|
156 |
|
|
|
(28 |
) |
| |
|
1.9550% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
1,833 |
|
|
|
39 |
|
|
|
44 |
|
|
|
(5 |
) |
| |
|
1.1650% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
10/04/2026 |
|
|
|
USD |
|
|
|
7,010 |
|
|
|
359 |
|
|
|
429 |
|
|
|
(70 |
) |
| |
|
2.2275% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
3,640 |
|
|
|
124 |
|
|
|
173 |
|
|
|
(49 |
) |
| |
|
1.9950% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
720 |
|
|
|
31 |
|
|
|
41 |
|
|
|
(10 |
) |
| |
|
1.7600% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
5,145 |
|
|
|
374 |
|
|
|
467 |
|
|
|
(93 |
) |
| |
|
1.2925% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,440 |
|
|
|
241 |
|
|
|
281 |
|
|
|
(40 |
) |
| |
|
0.0275% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,050 |
|
|
|
1,400 |
|
|
|
1,572 |
|
|
|
(172 |
) |
| |
|
1.4550% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,040 |
|
|
|
49 |
|
|
|
59 |
|
|
|
(10 |
) |
| |
|
1.4725% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,230 |
|
|
|
57 |
|
|
|
70 |
|
|
|
(13 |
) |
| |
|
1.3945% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
17,160 |
|
|
|
2,073 |
|
|
|
2,327 |
|
|
|
(254 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
4,935 |
|
|
$ |
5,683 |
|
|
$ |
(748 |
) |
| |
As of August 31, 2024, the open Reverse Repurchase Agreements held by the Fund are listed below: |
|
| |
|
|
|
| |
Multi-Asset Real Return Fund |
|
| |
Principal Amount ($ Thousands) |
|
Counterparty |
|
Rate |
|
|
Value ($ Thousands) |
|
| |
$ |
(11,519 |
) |
HSBC |
|
|
5.44 % |
|
|
$ |
(11,519 |
) |
| |
|
(67,237 |
) |
HSBC |
|
|
5.45 % |
|
|
|
(67,237 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(78,756 |
) |
|
Percentages are based on Net Assets of $747,241 ($ Thousands). |
^ |
Security, or a portion thereof, is held by MARR Commodity Strategy Subsidiary, Ltd. as of August 31, 2024. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements. The total market value of such securities as of August 31, 2024 was $79,786 ($ Thousands). |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of August 31, 2024 was $57,580 ($ Thousands). |
(E) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2024, the value of these securities amounted to $70,780 ($ Thousands), representing 9.5% of the Net Assets of the Fund. |
(F) |
Security is in default on interest payment. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Security, or portion thereof, has been pledged as collateral on futures contracts. The total market value of such securities as of August 31, 2024 was $7,641 ($ Thousands). |
| |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
August 31, 2024
Currency Abbreviations |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
CLP — Chilean Peso |
CHF — Swiss Franc |
CNH — Chinese Yuan Offshore |
CNY — Chinese Yuan Onshore |
COP — Colombian Peso |
CZK — Czech Koruna |
DKK — Danish Krone |
DOP — Dominican Peso |
EGP — Egyptian Pound |
EUR — Euro |
GBP — British Pound Sterling |
GHS — Ghanaian Cedi |
HKD — Hong Kong Dollar |
HUF — Hungarian Forint |
IDR — Indonesian Rupiah |
ILS — Israeli New Shekels |
INR — Indian Rupee |
JPY — Japanese Yen |
KRW — Korean Won |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
NGN — Nigerian Naira |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
PEN — Peruvian Nuevo Sol |
PHP— Philippine Peso |
PLN — Polish Zloty |
RON — Romanian Leu |
RSD — Serbian Dinar |
RUB — Russian Ruble |
SEK — Swedish Krona |
SGD — Singapore Dollar |
THB — Thai Baht |
TWD — Taiwan Dollar |
TRY — Turkish Lira |
UAH — Ukrainian Hryvnia |
UGX — Ugandan Shilling |
USD — United States Dollar |
UYU — Uruguayan Peso |
ZAR — South African Rand |
ZMW — Zambian Kwacha |
| |
| |
Portfolio Abbreviations |
ABS — Asset-Backed Security |
ACES — Alternative Credit Enhancement Structure |
ACWI — All Country World Index |
ADR — American Depositary Receipt |
AGC — Assured Guaranty Corporation |
AGM— Assured Guaranty Municipal |
AID — Agency for International Development |
ARM — Adjustable Rate Mortgage |
BOBL — Bundesobligationen (German Debt Issuance) |
BPS — Basis Points |
BUBOR — Budapest Interbank Offered Rate |
BUND — German Fixed Interest Bond |
BUXL — German Debt Agency Bond |
CDO — Collateralized Debt Obligation |
CETIP — Central of Custody and Financial Settlement of Securities |
Cl — Class |
CLICP — Chile Indice de Camara Promedio Interbank Overnight Index |
CLO — Collateralized Loan Obligation |
CMBX — Commercial Mortgage-Backed Index |
CMO — Collateralized Mortgage Obligation |
COOVIBR — Colombia Overnight Interbank Reference Rate |
CPI — Consumer Price Index |
CVR — Contingent Value Rights |
DAC — Designated Activity Company |
EAFE — Europe, Australasia and Far East |
ESG — Environmental, Social and Governance |
ETF — Exchange-Traded Fund |
EURIBOR — Euro London Interbank Offered Rate |
FBIL — Financial Benchmarks India Pvt. Ltd. |
FEDEF — U.S. Federal Funds Effective Rate |
FFCB — Federal Farm Credit Bank |
FHLB — Federal Home Loan Bank |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
FREMF— Freddie Mac Multi-Family |
FTSE— Financial Times Stock Exchange |
GDR — Global Depositary Receipt |
GMAC — General Motors Acceptance Corporation |
GNMA — Government National Mortgage Association |
GO — General Obligation |
H15T7Y — Harmonized Index of Consumer Prices |
HRW — Hard Red Winter |
IBEX— Spanish Stock Exchange Index |
IBR — Interbank Rate of Columbia |
ICE— Intercontinental Exchange |
IO — Interest Only — face amount represents notional amount |
JIBAR — Johannesburg Interbank Average Rate |
JSC — Joint-Stock Company |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
LLLP — Limited Liability Limited Partnership |
LP — Limited Partnership |
LTD — Limited |
MEXIBOR — Mexican Interbank Offered Rate |
MIBOR — Mumbai Interbank Overnight Rate |
MSCI — Morgan Stanley Capital International |
MTN — Medium Term Note |
MXN TIIE — Mexican Interbank Equilibrium Interest Rate |
NASDAQ — National Association of Securities Dealers and Automated Quotations |
NATL— National Public Finance Guarantee Corporation |
SEI Institutional Investments Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
August 31, 2024
(Concluded)
NIBOR — Norwegian Interbank Offered Rate |
NVDR — Non-Voting Depository Receipt |
NYMEX — New York Mercantile Exchange |
OIS — Overnight Index Swap |
OMX — OM Stockholm 30 Dividend Point Index |
OTC — Over The Counter |
PIK — Payment-in-Kind |
PJSC — Public Joint-Stock Company |
PLC — Public Limited Company |
PO — Principal Only |
PRIBOR — Prague Interbank Offered Rate |
Pty — Proprietary |
QPSC — Qatari Joint-Stock Company |
RB — Revenue Bond |
REIT — Real Estate Investment Trust |
REMIC — Real Estate Mortgage Investment Conduit |
Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit |
RFUCCT1Y — Refinitiv US IBOR Consumer Cash Fallback 1 Year |
S&P — Standard & Poor's |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
SOFRINDX — Custom SOFR Index |
SPDR — Standard & Poor's Depository Receipt |
SPI — Share Price Index |
STACR — Structured Agency Credit Risk |
STRIPS — Separately Traded Registered Interest and Principal Securities |
TBA — To Be Announced |
TELBOR — Tel Aviv Interbank Offer Rate |
THOR — Thai Overnight Repurchase Rate |
TOPIX — Tokyo Price Index |
TSFR1M — Term Secured Overnight Financing Rate 1 Month |
TSFR3M — Term Secured Overnight Financing Rate 3 Month |
TSFR6M — Term Secured Overnight Financing Rate 6 Month |
TSFR12M — Term Secured Overnight Financing Rate 12 Month |
TSX — Toronto Stock Exchange |
ULC — Unlimited Liability Company |
ULSD — Ultra-Low Sulfur Diesel |
UMBS — Uniform Mortgage-Backed Securities |
WIBOR— Warsaw Interbank Offered Rate |
WTI — West Texas Intermediate |
| |
SEI Institutional Investments Trust
