SIIT GLOBAL MANAGED VOLATILITY FUND

Fund Profile

Fund profile

Tickers

SGMAX

Fund manager

Sei Institutional Investments Trust

Total assets

$1.99 bn

Liabilities

$1.90 mm

Net assets

$1.99 bn

Number of holdings

775.00

Top 200 of 775 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	51.95 mm	51.95 mm shares	2.61	Short-term investment vehicle	Long	USA
T AT&T Inc.	24.55 mm	1.06 mm shares	1.23	Common equity	Long	USA
VZ Verizon Communications Inc.	23.23 mm	523.90 k shares	1.17	Common equity	Long	USA
CSCO Cisco Systems, Inc.	20.62 mm	348.30 k shares	1.04	Common equity	Long	USA
CMCSA Comcast Corporation	17.82 mm	412.60 k shares	0.90	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	16.44 mm	277.60 k shares	0.83	Common equity	Long	USA
NOVARTIS AG-REG COMMON STOCK	16.19 mm	152.90 k shares	0.81	Common equity	Long	Switzerland
IBM International Business Machines Corporation	16.08 mm	70.70 k shares	0.81	Common equity	Long	USA
KR The Kroger Co.	15.53 mm	254.20 k shares	0.78	Common equity	Long	USA
GILD Gilead Sciences, Inc.	14.22 mm	153.60 k shares	0.71	Common equity	Long	USA
DOX Amdocs Limited	13.22 mm	152.50 k shares	0.66	Common equity	Long	USA
IMPERIAL BRANDS PLC COMMON STOCK	12.42 mm	380.30 k shares	0.62	Common equity	Long	UK
KIOR Kior Inc	12.39 mm	151.30 k shares	0.62	Common equity	Long	USA
TAP Molson Coors Beverage Company	12.18 mm	196.30 k shares	0.61	Common equity	Long	USA
VZ Verizon Communications Inc.	12.03 mm	271.31 k shares	0.60	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	11.87 mm	96.30 k shares	0.60	Common equity	Long	USA
MO Altria Group, Inc.	11.57 mm	200.30 k shares	0.58	Common equity	Long	USA
KIOR Kior Inc	10.90 mm	133.13 k shares	0.55	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	10.88 mm	91.80 k shares	0.55	Common equity	Long	USA
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	10.77 mm	312.30 k shares	0.54	Common equity	Long	Netherlands
EA Electronic Arts Inc.	10.52 mm	64.29 k shares	0.53	Common equity	Long	USA
WMT Walmart Inc.	9.99 mm	107.97 k shares	0.50	Common equity	Long	USA
JNJ Johnson & Johnson	9.94 mm	64.10 k shares	0.50	Common equity	Long	USA
MIZUHO FINANCIAL GROUP INC COMMON STOCK	9.93 mm	394.00 k shares	0.50	Common equity	Long	Japan
MSI Motorola Solutions, Inc.	9.87 mm	19.75 k shares	0.50	Common equity	Long	USA
AAPL Apple Inc.	9.77 mm	41.18 k shares	0.49	Common equity	Long	USA
COST Costco Wholesale Corporation	9.77 mm	10.06 k shares	0.49	Common equity	Long	USA
MMC Marsh & McLennan Companies, Inc.	9.77 mm	41.89 k shares	0.49	Common equity	Long	USA
PG The Procter & Gamble Company	9.77 mm	54.48 k shares	0.49	Common equity	Long	USA
CTAS Cintas Corporation	9.74 mm	43.16 k shares	0.49	Common equity	Long	USA
CSCO Cisco Systems, Inc.	9.74 mm	164.51 k shares	0.49	Common equity	Long	USA
LMT Lockheed Martin Corporation	9.73 mm	18.38 k shares	0.49	Common equity	Long	USA
MRK Merck & Co., Inc.	9.72 mm	95.60 k shares	0.49	Common equity	Long	USA
RSG Republic Services, Inc.	9.65 mm	44.22 k shares	0.49	Common equity	Long	USA
FFIV F5, Inc.	9.60 mm	38.36 k shares	0.48	Common equity	Long	USA
CVX Chevron Corporation	9.52 mm	58.80 k shares	0.48	Common equity	Long	USA
CHD Church & Dwight Co., Inc.	9.41 mm	85.47 k shares	0.47	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	9.32 mm	19.31 k shares	0.47	Common equity	Long	USA
PM Philip Morris International Inc.	9.22 mm	69.26 k shares	0.46	Common equity	Long	USA
MRK Merck & Co., Inc.	9.11 mm	89.58 k shares	0.46	Common equity	Long	USA
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.	9.08 mm	30.00 contracts	0.46	Equity derivative	N/A	USA
NVDA NVIDIA Corporation	9.06 mm	65.56 k shares	0.46	Common equity	Long	USA
ENI SPA COMMON STOCK	9.04 mm	638.10 k shares	0.45	Common equity	Long	Italy
FFIV F5, Inc.	8.86 mm	35.40 k shares	0.45	Common equity	Long	USA
CL Colgate-Palmolive Company	8.86 mm	91.66 k shares	0.45	Common equity	Long	USA
MSFT Microsoft Corporation	8.84 mm	20.87 k shares	0.44	Common equity	Long	USA
LMT Lockheed Martin Corporation	8.74 mm	16.50 k shares	0.44	Common equity	Long	USA
UTHR United Therapeutics Corporation	8.67 mm	23.40 k shares	0.44	Common equity	Long	USA
PGR The Progressive Corporation	8.62 mm	32.07 k shares	0.43	Common equity	Long	USA
OVERSEA-CHINESE BANKING CORP COMMON STOCK	8.55 mm	704.30 k shares	0.43	Common equity	Long	Singapore
JAPAN TOBACCO INC COMMON STOCK	8.53 mm	303.60 k shares	0.43	Common equity	Long	Japan
EA Electronic Arts Inc.	8.52 mm	52.05 k shares	0.43	Common equity	Long	USA
CHKP Check Point Software Technologies Ltd.	8.46 mm	46.48 k shares	0.43	Common equity	Long	USA
UNITED OVERSEAS BANK LTD COMMON STOCK	8.34 mm	307.40 k shares	0.42	Common equity	Long	Singapore
HSBC HOLDINGS PLC COMMON STOCK	8.34 mm	895.00 k shares	0.42	Common equity	Long	UK
RIO TINTO LTD COMMON STOCK	8.24 mm	106.98 k shares	0.41	Common equity	Long	Australia
CVS CVS Health Corporation	8.24 mm	137.60 k shares	0.41	Common equity	Long	USA
ORANGE COMMON STOCK	8.23 mm	772.70 k shares	0.41	Common equity	Long	France
NOVARTIS AG-REG COMMON STOCK	8.18 mm	77.25 k shares	0.41	Common equity	Long	Switzerland
MO Altria Group, Inc.	8.15 mm	141.12 k shares	0.41	Common equity	Long	USA
ATR AptarGroup, Inc.	8.14 mm	47.08 k shares	0.41	Common equity	Long	USA
ALL The Allstate Corporation	8.04 mm	38.76 k shares	0.40	Common equity	Long	USA
WOLTERS KLUWER COMMON STOCK	7.87 mm	47.20 k shares	0.40	Common equity	Long	Netherlands
TMUS T-Mobile US, Inc.	7.87 mm	31.88 k shares	0.40	Common equity	Long	USA
CANON INC COMMON STOCK	7.85 mm	242.10 k shares	0.39	Common equity	Long	Japan
TOTALENERGIES SE COMMON STOCK	7.75 mm	133.40 k shares	0.39	Common equity	Long	France
KMB Kimberly-Clark Corporation	7.67 mm	55.03 k shares	0.39	Common equity	Long	USA
NTAP NetApp, Inc.	7.59 mm	61.92 k shares	0.38	Common equity	Long	USA
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK	7.41 mm	25.56 k shares	0.37	Common equity	Long	Switzerland
HPE Hewlett Packard Enterprise Company	7.40 mm	348.80 k shares	0.37	Common equity	Long	USA
Henkel AG & Co KGaA PREFERRED STOCK	7.38 mm	86.50 k shares	0.37	Preferred equity	Long	Germany
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	7.37 mm	213.67 k shares	0.37	Common equity	Long	Netherlands
GALDERMA GROUP AG COMMON STOCK	7.36 mm	71.83 k shares	0.37	Common equity	Long	Switzerland
KO The Coca-Cola Company	7.29 mm	113.83 k shares	0.37	Common equity	Long	USA
WM Waste Management, Inc.	7.18 mm	31.45 k shares	0.36	Common equity	Long	USA
TELENOR ASA COMMON STOCK	7.17 mm	609.33 k shares	0.36	Common equity	Long	Norway
INGR Ingredion Incorporated	7.14 mm	48.48 k shares	0.36	Common equity	Long	USA
HPQ HP Inc.	7.14 mm	201.50 k shares	0.36	Common equity	Long	USA
SAGE GROUP PLC/THE COMMON STOCK	7.09 mm	425.33 k shares	0.36	Common equity	Long	UK
DLB Dolby Laboratories, Inc.	7.02 mm	89.68 k shares	0.35	Common equity	Long	USA
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	7.00 mm	203.01 k shares	0.35	Common equity	Long	Netherlands
MCK McKesson Corporation	6.97 mm	11.08 k shares	0.35	Common equity	Long	USA
Leidos Holdings, Inc.	6.95 mm	42.03 k shares	0.35	Common equity	Long	USA
ULS UL Solutions Inc.	6.92 mm	128.84 k shares	0.35	Common equity	Long	USA
CHE Chemed Corporation	6.92 mm	12.09 k shares	0.35	Common equity	Long	USA
CMCSA Comcast Corporation	6.91 mm	159.93 k shares	0.35	Common equity	Long	USA
JNJ Johnson & Johnson	6.88 mm	44.42 k shares	0.35	Common equity	Long	USA
ROP Roper Technologies, Inc.	6.88 mm	12.14 k shares	0.35	Common equity	Long	USA
GEN Gen Digital Inc.	6.82 mm	221.10 k shares	0.34	Common equity	Long	USA
VLTO Veralto Corporation	6.78 mm	62.70 k shares	0.34	Common equity	Long	USA
WESTON (GEORGE) LTD COMMON STOCK	6.67 mm	41.50 k shares	0.34	Common equity	Long	Canada
RY Royal Bank of Canada	6.67 mm	53.00 k shares	0.34	Common equity	Long	Canada
Intercontinental Exchange, Inc.	6.66 mm	41.39 k shares	0.33	Common equity	Long	USA
TEL TE Connectivity Ltd.	6.64 mm	43.95 k shares	0.33	Common equity	Long	USA
SWISSCOM AG-REG COMMON STOCK	6.63 mm	11.48 k shares	0.33	Common equity	Long	Switzerland
HKT TRUST AND HKT LTD-SS UNIT	6.59 mm	5.30 mm shares	0.33	Common equity	Long	Hong Kong
VOLVO AB-B SHS COMMON STOCK	6.59 mm	264.76 k shares	0.33	Common equity	Long	Sweden
ERICSSON LM-B SHS COMMON STOCK	6.58 mm	810.02 k shares	0.33	Common equity	Long	Sweden
MA Mastercard Incorporated	6.57 mm	12.34 k shares	0.33	Common equity	Long	USA
SWEDBANK AB - A SHARES COMMON STOCK	6.55 mm	334.50 k shares	0.33	Common equity	Long	Sweden
SHELL PLC COMMON STOCK	6.54 mm	203.30 k shares	0.33	Common equity	Long	UK
CLX The Clorox Company	6.52 mm	38.98 k shares	0.33	Common equity	Long	USA
KONINKLIJKE KPN NV COMMON STOCK	6.50 mm	1.68 mm shares	0.33	Common equity	Long	Netherlands
SOFTBANK CORP COMMON STOCK	6.49 mm	5.05 mm shares	0.33	Common equity	Long	Japan
ADP Automatic Data Processing, Inc.	6.49 mm	21.14 k shares	0.33	Common equity	Long	USA
MFC Manulife Financial Corporation	6.36 mm	197.60 k shares	0.32	Common equity	Long	Canada
METRO INC/CN COMMON STOCK	6.36 mm	97.60 k shares	0.32	Common equity	Long	Canada
KRFT Kraft Foods Group, Inc.	6.34 mm	198.40 k shares	0.32	Common equity	Long	USA
GOOG Alphabet Inc.	6.31 mm	37.33 k shares	0.32	Common equity	Long	USA
NFG National Fuel Gas Company	6.29 mm	98.40 k shares	0.32	Common equity	Long	USA
NEU NewMarket Corporation	6.24 mm	11.70 k shares	0.31	Common equity	Long	USA
KRFT Kraft Foods Group, Inc.	6.19 mm	193.49 k shares	0.31	Common equity	Long	USA
WH GROUP LTD COMMON STOCK	6.16 mm	7.77 mm shares	0.31	Common equity	Long	Hong Kong
CVLT Commvault Systems, Inc.	6.16 mm	35.90 k shares	0.31	Common equity	Long	USA
ABT Abbott Laboratories	6.16 mm	51.85 k shares	0.31	Common equity	Long	USA
ORANGE COMMON STOCK	6.15 mm	577.10 k shares	0.31	Common equity	Long	France
RSHCQ Rs Legacy Corp	6.13 mm	157.40 k shares	0.31	Common equity	Long	USA
BALFOUR BEATTY PLC COMMON STOCK	6.13 mm	1.07 mm shares	0.31	Common equity	Long	UK
T AT&T Inc.	6.09 mm	262.97 k shares	0.31	Common equity	Long	USA
XOM Exxon Mobil Corporation	6.09 mm	51.60 k shares	0.31	Common equity	Long	USA
ESSITY AKTIEBOLAG-B COMMON STOCK	6.06 mm	220.23 k shares	0.30	Common equity	Long	Sweden
HONDA MOTOR CO LTD COMMON STOCK	6.01 mm	699.30 k shares	0.30	Common equity	Long	Japan
SOJITZ CORP COMMON STOCK	5.97 mm	293.90 k shares	0.30	Common equity	Long	Japan
WCN Waste Connections, Inc.	5.95 mm	30.92 k shares	0.30	Common equity	Long	USA
ARW Arrow Electronics, Inc.	5.92 mm	49.30 k shares	0.30	Common equity	Long	USA
EMPIRE CO LTD 'A' COMMON STOCK	5.90 mm	196.74 k shares	0.30	Common equity	Long	Canada
WU The Western Union Company	5.89 mm	535.00 k shares	0.30	Common equity	Long	USA
SANOFI COMMON STOCK	5.85 mm	60.10 k shares	0.29	Common equity	Long	France
NOC Northrop Grumman Corporation	5.82 mm	11.89 k shares	0.29	Common equity	Long	USA
GIS General Mills, Inc.	5.82 mm	87.80 k shares	0.29	Common equity	Long	USA
NN GROUP NV COMMON STOCK	5.75 mm	123.90 k shares	0.29	Common equity	Long	Netherlands
TMUS T-Mobile US, Inc.	5.75 mm	23.30 k shares	0.29	Common equity	Long	USA
INGR Ingredion Incorporated	5.69 mm	38.60 k shares	0.29	Common equity	Long	USA
CHKP Check Point Software Technologies Ltd.	5.68 mm	31.23 k shares	0.29	Common equity	Long	USA
EME EMCOR Group, Inc.	5.68 mm	11.14 k shares	0.29	Common equity	Long	USA
TGNA TEGNA Inc.	5.68 mm	302.60 k shares	0.29	Common equity	Long	USA
MCO Moody's Corporation	5.67 mm	11.34 k shares	0.29	Common equity	Long	USA
CARREFOUR SA COMMON STOCK	5.66 mm	372.21 k shares	0.28	Common equity	Long	France
INCY Incyte Corporation	5.65 mm	75.80 k shares	0.28	Common equity	Long	USA
LOBLAW COMPANIES LTD COMMON STOCK	5.59 mm	43.10 k shares	0.28	Common equity	Long	Canada
A2A SPA COMMON STOCK	5.59 mm	2.48 mm shares	0.28	Common equity	Long	Italy
META Meta Platforms, Inc.	5.58 mm	9.72 k shares	0.28	Common equity	Long	USA
EXEL Exelixis, Inc.	5.57 mm	152.90 k shares	0.28	Common equity	Long	USA
L Loews Corporation	5.56 mm	64.10 k shares	0.28	Common equity	Long	USA
SEIKO EPSON CORP COMMON STOCK	5.56 mm	313.80 k shares	0.28	Common equity	Long	Japan
Cigna Holding Co	5.54 mm	16.40 k shares	0.28	Common equity	Long	USA
PCAR PACCAR Inc	5.52 mm	47.19 k shares	0.28	Common equity	Long	USA
CHUBU ELECTRIC POWER CO INC COMMON STOCK	5.51 mm	522.90 k shares	0.28	Common equity	Long	Japan
ADM Archer-Daniels-Midland Company	5.51 mm	100.90 k shares	0.28	Common equity	Long	USA
POWER ASSETS HOLDINGS LTD COMMON STOCK	5.36 mm	818.00 k shares	0.27	Common equity	Long	Hong Kong
UTHR United Therapeutics Corporation	5.33 mm	14.39 k shares	0.27	Common equity	Long	USA
PG The Procter & Gamble Company	5.29 mm	29.51 k shares	0.27	Common equity	Long	USA
GSK PLC COMMON STOCK	5.22 mm	307.80 k shares	0.26	Common equity	Long	UK
SOCIETE BIC SA COMMON STOCK	5.15 mm	77.20 k shares	0.26	Common equity	Long	France
BROTHER INDUSTRIES LTD COMMON STOCK	5.12 mm	291.70 k shares	0.26	Common equity	Long	Japan
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK	5.12 mm	492.10 k shares	0.26	Common equity	Long	Sweden
LOGISTA INTEGRAL SA COMMON STOCK	5.11 mm	159.80 k shares	0.26	Common equity	Long	Spain
ORKLA ASA COMMON STOCK	5.11 mm	554.10 k shares	0.26	Common equity	Long	Norway
BRITISH AMERICAN TOBACCO PLC COMMON STOCK	5.10 mm	134.30 k shares	0.26	Common equity	Long	UK
NOVARTIS AG-REG COMMON STOCK	5.09 mm	48.12 k shares	0.26	Common equity	Long	Switzerland
GILD Gilead Sciences, Inc.	5.06 mm	54.67 k shares	0.25	Common equity	Long	USA
COR Cencora	5.04 mm	20.02 k shares	0.25	Common equity	Long	USA
BOUYGUES SA COMMON STOCK	5.03 mm	169.20 k shares	0.25	Common equity	Long	France
LOBLAW COMPANIES LTD COMMON STOCK	4.96 mm	38.20 k shares	0.25	Common equity	Long	Canada
FOX Fox Corporation	4.93 mm	104.70 k shares	0.25	Common equity	Long	USA
GSK PLC COMMON STOCK	4.93 mm	290.49 k shares	0.25	Common equity	Long	UK
UNILEVER PLC COMMON STOCK	4.93 mm	82.46 k shares	0.25	Common equity	Long	UK
Henkel AG & Co KGaA PREFERRED STOCK	4.92 mm	57.71 k shares	0.25	Preferred equity	Long	Germany
DOX Amdocs Limited	4.86 mm	56.03 k shares	0.24	Common equity	Long	USA
MICHELIN (CGDE) COMMON STOCK	4.82 mm	148.38 k shares	0.24	Common equity	Long	France
TESCO PLC COMMON STOCK	4.78 mm	1.03 mm shares	0.24	Common equity	Long	UK
CBOE Cboe Global Markets, Inc.	4.71 mm	21.81 k shares	0.24	Common equity	Long	USA
CK HUTCHISON HOLDINGS LTD COMMON STOCK	4.65 mm	892.50 k shares	0.23	Common equity	Long	Hong Kong
SCHINDLER HOLDING-PART CERT COMMON STOCK	4.62 mm	16.01 k shares	0.23	Common equity	Long	Switzerland
OBDC Blue Owl Capital Corporation	4.60 mm	302.50 k shares	0.23	Common equity	Long	USA
ORKLA ASA COMMON STOCK	4.56 mm	494.21 k shares	0.23	Common equity	Long	Norway
SNX TD SYNNEX Corporation	4.50 mm	37.80 k shares	0.23	Common equity	Long	USA
CNC Centene Corporation	4.48 mm	74.65 k shares	0.23	Common equity	Long	USA
INCY Incyte Corporation	4.48 mm	60.03 k shares	0.23	Common equity	Long	USA
AGEAS COMMON STOCK	4.46 mm	88.50 k shares	0.22	Common equity	Long	Belgium
EBAY eBay Inc.	4.45 mm	70.37 k shares	0.22	Common equity	Long	USA
BRIDGESTONE CORP COMMON STOCK	4.41 mm	123.70 k shares	0.22	Common equity	Long	Japan
KMB Kimberly-Clark Corporation	4.40 mm	31.60 k shares	0.22	Common equity	Long	USA
ELISA OYJ COMMON STOCK	4.39 mm	97.02 k shares	0.22	Common equity	Long	Finland
ENEOS Holdings, Inc. COMMON STOCK	4.35 mm	807.30 k shares	0.22	Common equity	Long	Japan
AENA SME SA COMMON STOCK	4.33 mm	20.02 k shares	0.22	Common equity	Long	Spain
SENKO GROUP HOLDINGS CO LTD COMMON STOCK	4.30 mm	429.10 k shares	0.22	Common equity	Long	Japan
CENTRAL JAPAN RAILWAY CO COMMON STOCK	4.29 mm	208.80 k shares	0.22	Common equity	Long	Japan
IBM International Business Machines Corporation	4.29 mm	18.85 k shares	0.22	Common equity	Long	USA
ETR Entergy Corporation	4.26 mm	27.30 k shares	0.21	Common equity	Long	USA
DANSKE BANK A/S COMMON STOCK	4.26 mm	148.50 k shares	0.21	Common equity	Long	Denmark
EMPIRE CO LTD 'A' COMMON STOCK	4.24 mm	141.54 k shares	0.21	Common equity	Long	Canada
TREND MICRO INC COMMON STOCK	4.13 mm	75.40 k shares	0.21	Common equity	Long	Japan
GOLD Barrick Gold Corporation	4.06 mm	231.77 k shares	0.20	Common equity	Long	Canada
CM Canadian Imperial Bank of Commerce	4.05 mm	62.40 k shares	0.20	Common equity	Long	Canada
CTSH Cognizant Technology Solutions Corporation	4.04 mm	50.20 k shares	0.20	Common equity	Long	USA
ENGIE COMMON STOCK	4.04 mm	253.32 k shares	0.20	Common equity	Long	France
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK	4.00 mm	35.90 k shares	0.20	Common equity	Long	Japan
Cleveland Electric Illuminating Co	3.97 mm	93.30 k shares	0.20	Common equity	Long	USA
EVRG Evergy, Inc.	3.96 mm	61.20 k shares	0.20	Common equity	Long	USA