SIIT U.S. MANAGED VOLATILITY FUND

Fund Profile

Fund profile

Tickers

SVYAX

Fund manager

Sei Institutional Investments Trust

Total assets

$907.17 mm

Liabilities

$1.51 mm

Net assets

$905.66 mm

Number of holdings

404.00

Top 200 of 404 Holdings

As of Nov 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
GILD Gilead Sciences, Inc.	19.15 mm	218.00 k shares	2.11	Common equity	Long	USA
BMY Bristol-Myers Squibb Co.	18.91 mm	235.50 k shares	2.09	Common equity	Long	USA
MRK Merck & Co Inc	17.99 mm	163.40 k shares	1.99	Common equity	Long	USA
IBM International Business Machines Corp.	17.88 mm	120.10 k shares	1.97	Common equity	Long	USA
S&P500 EMINI FUT DEC22 PHYSICAL INDEX FUTURE.	16.53 mm	81.00 contracts	1.83	Equity derivative	N/A	USA
DOX Amdocs Ltd	14.72 mm	165.70 k shares	1.63	Common equity	Long	USA
VZ Verizon Communications Inc	14.32 mm	367.30 k shares	1.58	Common equity	Long	USA
AMGN AMGEN Inc.	13.72 mm	47.90 k shares	1.51	Common equity	Long	USA
ORCL Oracle Corp.	13.05 mm	157.20 k shares	1.44	Common equity	Long	USA
KR Kroger Co.	12.11 mm	246.20 k shares	1.34	Common equity	Long	USA
CSCO Cisco Systems, Inc.	11.94 mm	240.10 k shares	1.32	Common equity	Long	USA
AFL Aflac Inc.	11.86 mm	164.90 k shares	1.31	Common equity	Long	USA
PFE Pfizer Inc.	11.26 mm	224.70 k shares	1.24	Common equity	Long	USA
INTC Intel Corp.	11.16 mm	371.20 k shares	1.23	Common equity	Long	USA
CVS CVS Health Corp	11.06 mm	108.60 k shares	1.22	Common equity	Long	USA
T AT&T, Inc.	9.71 mm	503.80 k shares	1.07	Common equity	Long	USA
CVX Chevron Corp.	9.42 mm	51.40 k shares	1.04	Common equity	Long	USA
XOM Exxon Mobil Corp.	9.04 mm	81.20 k shares	1.00	Common equity	Long	USA
BRK.A Berkshire Hathaway Inc.	8.89 mm	27.90 k shares	0.98	Common equity	Long	USA
TSN Tyson Foods, Inc.	8.50 mm	128.20 k shares	0.94	Common equity	Long	USA
CMI Cummins Inc.	8.01 mm	31.90 k shares	0.88	Common equity	Long	USA
EVRG Evergy Inc	8.00 mm	135.10 k shares	0.88	Common equity	Long	USA
HIG Hartford Financial Services Group Inc.	7.94 mm	104.00 k shares	0.88	Common equity	Long	USA
TAP Molson Coors Beverage Company	7.32 mm	132.80 k shares	0.81	Common equity	Long	USA
ALSN Allison Transmission Holdings Inc	7.24 mm	161.50 k shares	0.80	Common equity	Long	USA
BK Bank Of New York Mellon Corp	7.12 mm	155.10 k shares	0.79	Common equity	Long	USA
AZO Autozone Inc.	6.96 mm	2.70 k shares	0.77	Common equity	Long	USA
ALL Allstate Corp (The)	6.82 mm	50.90 k shares	0.75	Common equity	Long	USA
MCK Mckesson Corporation	6.60 mm	17.30 k shares	0.73	Common equity	Long	USA
CAG Conagra Brands Inc	6.57 mm	173.10 k shares	0.73	Common equity	Long	USA
ABBV Abbvie Inc	6.56 mm	40.70 k shares	0.72	Common equity	Long	USA
KHC Kraft Heinz Co	6.55 mm	166.50 k shares	0.72	Common equity	Long	USA
WU Western Union Company	6.49 mm	443.00 k shares	0.72	Common equity	Long	USA
CSGS CSG Systems International Inc.	6.42 mm	103.80 k shares	0.71	Common equity	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	6.42 mm	6.42 mm shares	0.71	Short-term investment vehicle	Long	USA
LMT Lockheed Martin Corp.	6.40 mm	13.20 k shares	0.71	Common equity	Long	USA
ADM Archer Daniels Midland Co.	6.32 mm	64.80 k shares	0.70	Common equity	Long	USA
GILD Gilead Sciences, Inc.	5.97 mm	67.94 k shares	0.66	Common equity	Long	USA
CHK Chesapeake Energy Corp.	5.87 mm	56.70 k shares	0.65	Common equity	Long	USA
CPB Campbell Soup Co.	5.68 mm	105.83 k shares	0.63	Common equity	Long	USA
JNJ Johnson & Johnson	5.66 mm	31.80 k shares	0.63	Common equity	Long	USA
SNA Snap-on, Inc.	5.65 mm	23.50 k shares	0.62	Common equity	Long	USA
UGI UGI Corp.	5.57 mm	144.10 k shares	0.61	Common equity	Long	USA
SJM J.M. Smucker Co.	5.56 mm	36.10 k shares	0.61	Common equity	Long	USA
GIS General Mills, Inc.	5.54 mm	64.89 k shares	0.61	Common equity	Long	USA
K Kellogg Co	5.48 mm	75.10 k shares	0.60	Common equity	Long	USA
GIS General Mills, Inc.	5.48 mm	64.20 k shares	0.60	Common equity	Long	USA
SJM J.M. Smucker Co.	5.45 mm	35.39 k shares	0.60	Common equity	Long	USA
NEU NewMarket Corp.	5.44 mm	17.20 k shares	0.60	Common equity	Long	USA
LOBLAW COMPANIES LTD COMMON STOCK	5.40 mm	60.30 k shares	0.60	Common equity	Long	Canada
HPQ HP Inc	5.40 mm	321.70 k shares	0.60	Common equity	Long	USA
PG Procter & Gamble Co.	5.36 mm	35.94 k shares	0.59	Common equity	Long	USA
MET Metlife Inc	5.12 mm	66.80 k shares	0.57	Common equity	Long	USA
SLGN Silgan Holdings Inc.	4.96 mm	93.80 k shares	0.55	Common equity	Long	USA
EXPD Expeditors International Of Washington, Inc.	4.82 mm	41.57 k shares	0.53	Common equity	Long	USA
CL Colgate-Palmolive Co.	4.78 mm	61.74 k shares	0.53	Common equity	Long	USA
POR Portland General Electric Co	4.78 mm	97.10 k shares	0.53	Common equity	Long	USA
RE Everest Re Group Ltd	4.73 mm	14.00 k shares	0.52	Common equity	Long	USA
HZNP Horizon Therapeutics Plc	4.60 mm	45.87 k shares	0.51	Common equity	Long	USA
FLO Flowers Foods, Inc.	4.56 mm	151.68 k shares	0.50	Common equity	Long	USA
AFG American Financial Group Inc	4.55 mm	32.00 k shares	0.50	Common equity	Long	USA
JNJ Johnson & Johnson	4.46 mm	25.05 k shares	0.49	Common equity	Long	USA
KML Kinder Morgan Canada Ltd	4.43 mm	231.70 k shares	0.49	Common equity	Long	USA
MRK Merck & Co Inc	4.38 mm	39.80 k shares	0.48	Common equity	Long	USA
TGT Target Corp	4.38 mm	26.20 k shares	0.48	Common equity	Long	USA
NOC Northrop Grumman Corp.	4.37 mm	8.20 k shares	0.48	Common equity	Long	USA
STT State Street Corp.	4.34 mm	65.60 k shares	0.48	Common equity	Long	USA
AVT Avnet Inc.	4.32 mm	95.60 k shares	0.48	Common equity	Long	USA
DGX Quest Diagnostics, Inc.	4.27 mm	28.10 k shares	0.47	Common equity	Long	USA
HRB H&R Block Inc.	4.26 mm	97.40 k shares	0.47	Common equity	Long	USA
INGR Ingredion Inc	4.22 mm	43.10 k shares	0.47	Common equity	Long	USA
CM Canadian Imperial Bank Of Commerce	4.22 mm	88.20 k shares	0.47	Common equity	Long	Canada
AROW Arrow Financial Corp.	4.14 mm	38.10 k shares	0.46	Common equity	Long	USA
SON Sonoco Products Co.	3.96 mm	64.50 k shares	0.44	Common equity	Long	USA
INCY Incyte Corp.	3.95 mm	49.54 k shares	0.44	Common equity	Long	USA
HRL Hormel Foods Corp.	3.93 mm	83.56 k shares	0.43	Common equity	Long	USA
CHRW C.H. Robinson Worldwide, Inc.	3.92 mm	39.07 k shares	0.43	Common equity	Long	USA
NIPPON TELEGRAPH & TELE-ADR DEPOSITARY RECEIPT	3.89 mm	140.10 k shares	0.43	Common equity	Long	USA
ETR Entergy Corp.	3.88 mm	33.40 k shares	0.43	Common equity	Long	USA
OMC Omnicom Group, Inc.	3.85 mm	48.22 k shares	0.42	Common equity	Long	USA
DOX Amdocs Ltd	3.74 mm	42.14 k shares	0.41	Common equity	Long	USA
QGEN Qiagen NV	3.73 mm	75.28 k shares	0.41	Common equity	Long	USA
PKG Packaging Corp Of America	3.72 mm	27.40 k shares	0.41	Common equity	Long	USA
COST Costco Wholesale Corp	3.72 mm	6.90 k shares	0.41	Common equity	Long	USA
KO Coca-Cola Co	3.71 mm	58.28 k shares	0.41	Common equity	Long	USA
VZ Verizon Communications Inc	3.66 mm	93.96 k shares	0.40	Common equity	Long	USA
PFE Pfizer Inc.	3.63 mm	72.36 k shares	0.40	Common equity	Long	USA
SLGN Silgan Holdings Inc.	3.61 mm	68.27 k shares	0.40	Common equity	Long	USA
DHI D.R. Horton Inc.	3.59 mm	41.80 k shares	0.40	Common equity	Long	USA
NBIX Neurocrine Biosciences, Inc.	3.59 mm	28.29 k shares	0.40	Common equity	Long	USA
LOW Lowe`s Cos., Inc.	3.59 mm	16.90 k shares	0.40	Common equity	Long	USA
CLX Clorox Co.	3.55 mm	23.86 k shares	0.39	Common equity	Long	USA
STX Seagate Technology Holdings Plc	3.54 mm	66.90 k shares	0.39	Common equity	Long	USA
ORCL Oracle Corp.	3.53 mm	42.49 k shares	0.39	Common equity	Long	USA
MUSA Murphy USA Inc	3.49 mm	11.81 k shares	0.39	Common equity	Long	USA
LH Laboratory Corp. Of America Holdings	3.49 mm	14.50 k shares	0.39	Common equity	Long	USA
OMC Omnicom Group, Inc.	3.49 mm	43.70 k shares	0.38	Common equity	Long	USA
KR Kroger Co.	3.47 mm	70.49 k shares	0.38	Common equity	Long	USA
MMC Marsh & McLennan Cos., Inc.	3.46 mm	19.99 k shares	0.38	Common equity	Long	USA
WWE World Wrestling Entertainment, Inc.	3.38 mm	42.36 k shares	0.37	Common equity	Long	USA
BERY Berry Global Group Inc	3.38 mm	57.70 k shares	0.37	Common equity	Long	USA
FCN FTI Consulting Inc.	3.36 mm	19.43 k shares	0.37	Common equity	Long	USA
VIRT Virtu Financial Inc	3.35 mm	151.21 k shares	0.37	Common equity	Long	USA
CMCSA Comcast Corp	3.34 mm	91.20 k shares	0.37	Common equity	Long	USA
WERN Werner Enterprises, Inc.	3.18 mm	72.20 k shares	0.35	Common equity	Long	USA
SNDR Schneider National Inc	3.16 mm	122.70 k shares	0.35	Common equity	Long	USA
MMM 3M Co.	3.15 mm	24.99 k shares	0.35	Common equity	Long	USA
GD General Dynamics Corp.	3.14 mm	12.44 k shares	0.35	Common equity	Long	USA
WU Western Union Company	3.12 mm	212.91 k shares	0.34	Common equity	Long	USA
SCI Service Corp. International	3.09 mm	43.30 k shares	0.34	Common equity	Long	USA
CVS CVS Health Corp	3.09 mm	30.29 k shares	0.34	Common equity	Long	USA
VTRS Viatris Inc	3.06 mm	277.54 k shares	0.34	Common equity	Long	USA
PSA Public Storage	3.04 mm	10.20 k shares	0.34	Common equity	Long	USA
CHD Church & Dwight Co., Inc.	3.01 mm	36.71 k shares	0.33	Common equity	Long	USA
OTTR Otter Tail Corporation	2.93 mm	49.13 k shares	0.32	Common equity	Long	USA
TGNA TEGNA Inc	2.92 mm	148.00 k shares	0.32	Common equity	Long	USA
CBOE Cboe Global Markets Inc.	2.91 mm	22.91 k shares	0.32	Common equity	Long	USA
EBAY EBay Inc.	2.88 mm	63.40 k shares	0.32	Common equity	Long	USA
DTE DTE Energy Co.	2.88 mm	24.80 k shares	0.32	Common equity	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	2.84 mm	2.84 mm shares	0.31	Short-term investment vehicle	Long	USA
MO Altria Group Inc.	2.82 mm	60.49 k shares	0.31	Common equity	Long	USA
UTHR United Therapeutics Corp	2.79 mm	9.97 k shares	0.31	Common equity	Long	USA
CAJ Canon Inc.	2.78 mm	118.86 k shares	0.31	Common equity	Long	USA
HMC Honda Motor	2.75 mm	112.20 k shares	0.30	Common equity	Long	USA
CANADIAN TIRE CORP-CLASS A COMMON STOCK	2.69 mm	23.90 k shares	0.30	Common equity	Long	Canada
FOX Fox Corporation	2.66 mm	81.90 k shares	0.29	Common equity	Long	USA
TM Toyota Motor Corporation	2.61 mm	17.70 k shares	0.29	Common equity	Long	USA
ICE Intercontinental Exchange Inc	2.61 mm	24.08 k shares	0.29	Common equity	Long	USA
WAFD Washington Federal Inc.	2.58 mm	73.20 k shares	0.29	Common equity	Long	USA
SNPS Synopsys, Inc.	2.55 mm	7.52 k shares	0.28	Common equity	Long	USA
MTN Vail Resorts Inc.	2.54 mm	9.87 k shares	0.28	Common equity	Long	USA
LOPE Grand Canyon Education Inc	2.53 mm	22.41 k shares	0.28	Common equity	Long	USA
PPC Pilgrim`s Pride Corp.	2.53 mm	96.77 k shares	0.28	Common equity	Long	USA
IP International Paper Co.	2.52 mm	67.90 k shares	0.28	Common equity	Long	USA
MORN Morningstar Inc	2.51 mm	10.23 k shares	0.28	Common equity	Long	USA
PINC Premier Inc	2.48 mm	74.29 k shares	0.27	Common equity	Long	USA
XOM Exxon Mobil Corp.	2.47 mm	22.21 k shares	0.27	Common equity	Long	USA
RHI Robert Half International Inc.	2.35 mm	29.87 k shares	0.26	Common equity	Long	USA
STT State Street Corp.	2.35 mm	35.53 k shares	0.26	Common equity	Long	USA
UHAL U-Haul Holding Company	2.33 mm	36.87 k shares	0.26	Common equity	Long	USA
MKTX MarketAxess Holdings Inc.	2.33 mm	8.69 k shares	0.26	Common equity	Long	USA
BG Bunge Ltd.	2.31 mm	22.02 k shares	0.25	Common equity	Long	USA
MO Altria Group Inc.	2.27 mm	48.70 k shares	0.25	Common equity	Long	USA
RGR Sturm, Ruger & Co., Inc.	2.23 mm	40.54 k shares	0.25	Common equity	Long	USA
K Kellogg Co	2.18 mm	29.93 k shares	0.24	Common equity	Long	USA
SEE Sealed Air Corp.	2.13 mm	40.10 k shares	0.24	Common equity	Long	USA
TTC Toro Co.	2.05 mm	18.46 k shares	0.23	Common equity	Long	USA
CDNS Cadence Design Systems, Inc.	2.05 mm	11.91 k shares	0.23	Common equity	Long	USA
LMT Lockheed Martin Corp.	2.00 mm	4.12 k shares	0.22	Common equity	Long	USA
MSFT Microsoft Corporation	1.99 mm	7.79 k shares	0.22	Common equity	Long	USA
OSIS OSI Systems, Inc.	1.97 mm	22.30 k shares	0.22	Common equity	Long	USA
MAR Marriott International, Inc.	1.96 mm	11.84 k shares	0.22	Common equity	Long	USA
BR Broadridge Financial Solutions, Inc.	1.96 mm	13.11 k shares	0.22	Common equity	Long	USA
CAG Conagra Brands Inc	1.93 mm	50.94 k shares	0.21	Common equity	Long	USA
ROL Rollins, Inc.	1.92 mm	47.39 k shares	0.21	Common equity	Long	USA
PEP PepsiCo Inc	1.92 mm	10.32 k shares	0.21	Common equity	Long	USA
WST West Pharmaceutical Services, Inc.	1.91 mm	8.14 k shares	0.21	Common equity	Long	USA
HRB H&R Block Inc.	1.91 mm	43.63 k shares	0.21	Common equity	Long	USA
IBM International Business Machines Corp.	1.89 mm	8.14 k shares	0.21	Common equity	Long	USA
ADP Automatic Data Processing Inc.	1.88 mm	7.13 k shares	0.21	Common equity	Long	USA
WHR Whirlpool Corp.	1.88 mm	12.80 k shares	0.21	Common equity	Long	USA
SKM SK Telecom Co Ltd	1.85 mm	86.12 k shares	0.20	Common equity	Long	USA
BIIB Biogen Inc	1.83 mm	6.01 k shares	0.20	Common equity	Long	USA
CMCSA Comcast Corp	1.83 mm	49.92 k shares	0.20	Common equity	Long	USA
GOOG Alphabet Inc	1.78 mm	17.54 k shares	0.20	Common equity	Long	USA
ZION Zions Bancorporation N.A	1.72 mm	33.10 k shares	0.19	Common equity	Long	USA
OCFC OceanFirst Financial Corp.	1.71 mm	73.40 k shares	0.19	Common equity	Long	USA
DELL Dell Technologies Inc	1.71 mm	38.10 k shares	0.19	Common equity	Long	USA
ABBV Abbvie Inc	1.67 mm	10.39 k shares	0.18	Common equity	Long	USA
MAN ManpowerGroup	1.64 mm	18.76 k shares	0.18	Common equity	Long	USA
JLL Jones Lang Lasalle Inc.	1.61 mm	9.58 k shares	0.18	Common equity	Long	USA
GOOG Alphabet Inc	1.60 mm	15.82 k shares	0.18	Common equity	Long	USA
KDP Keurig Dr Pepper Inc	1.59 mm	41.21 k shares	0.18	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	1.55 mm	2.76 k shares	0.17	Common equity	Long	USA
CLH Clean Harbors, Inc.	1.50 mm	19.73 k shares	0.17	Common equity	Long	USA
MTD Mettler-Toledo International, Inc.	1.49 mm	1.01 k shares	0.16	Common equity	Long	USA
NLY Annaly Capital Management Inc	1.47 mm	67.78 k shares	0.16	Common equity	Long	USA
TSN Tyson Foods, Inc.	1.45 mm	21.81 k shares	0.16	Common equity	Long	USA
MRO Marathon Oil Corporation	1.44 mm	46.87 k shares	0.16	Common equity	Long	USA
NEU NewMarket Corp.	1.41 mm	4.46 k shares	0.16	Common equity	Long	USA
BAH Booz Allen Hamilton Holding Corp	1.40 mm	13.18 k shares	0.15	Common equity	Long	USA
DG Dollar General Corp.	1.39 mm	5.43 k shares	0.15	Common equity	Long	USA
SWKS Skyworks Solutions, Inc.	1.32 mm	13.83 k shares	0.15	Common equity	Long	USA
FOX Fox Corporation	1.26 mm	41.26 k shares	0.14	Common equity	Long	USA
ERIE Erie Indemnity Co.	1.18 mm	4.19 k shares	0.13	Common equity	Long	USA
ZBH Zimmer Biomet Holdings Inc	1.15 mm	9.59 k shares	0.13	Common equity	Long	USA
GDDY Godaddy Inc	1.15 mm	14.53 k shares	0.13	Common equity	Long	USA
LNG Cheniere Energy Inc.	1.14 mm	6.52 k shares	0.13	Common equity	Long	USA
KMB Kimberly-Clark Corp.	1.12 mm	8.24 k shares	0.12	Common equity	Long	USA
AXS Axis Capital Holdings Ltd	1.11 mm	19.32 k shares	0.12	Common equity	Long	USA
THG Hanover Insurance Group Inc	1.10 mm	7.49 k shares	0.12	Common equity	Long	USA
OTIS Otis Worldwide Corp	953.01 k	12.20 k shares	0.11	Common equity	Long	USA
SNDR Schneider National Inc	944.16 k	36.65 k shares	0.10	Common equity	Long	USA
DTM DT Midstream Inc	935.12 k	15.50 k shares	0.10	Common equity	Long	USA
Consolidated Edison Co Of New York Inc	926.28 k	9.45 k shares	0.10	Common equity	Long	USA
ADSK Autodesk Inc.	918.27 k	4.55 k shares	0.10	Common equity	Long	USA
GNTX Gentex Corp.	899.02 k	31.11 k shares	0.10	Common equity	Long	USA
BDX Becton, Dickinson And Co.	882.91 k	3.54 k shares	0.10	Common equity	Long	USA
QCOM Qualcomm, Inc.	873.92 k	6.91 k shares	0.10	Common equity	Long	USA
SEI LIQUIDITY FUND	861.79 k	867.78 k shares	0.10	Common equity	Long	USA