SEI Institutional Investment Trust

N-Q 1 dnq.htm SEI INSTITUTIONAL INVESTMENT TRUST SEI Institutional Investment Trust

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-07257

SEI Institutional Investments Trust

(Exact name of registrant as specified in charter)

c/o CT Corporation

101 Federal St.

Boston, MA 02110

(Address of principal executive offices) (Zip code)

c/o CT Corporation

101 Federal St.

Boston, MA 02110

(Name and address of agent for service)

Registrant’s telephone number, including area code: 1-800-342-5734

Date of fiscal year end: May 31, 2010

Date of reporting period: August 31, 2009

Item 1.

Schedule of Investments

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 97.6%

Consumer Discretionary — 9.7%
Advance Auto Parts	4,000	$	169
Aeropostale *	4,900		192
Amazon.com * (A)	62,580		5,081
American Eagle Outfitters	5,200		70
Apollo Group, Cl A *	12,400		804
Autoliv	6,200		199
AutoNation * (A)	2,900		55
AutoZone * (A)	3,187		469
Barnes & Noble (A)	4,300		89
Bed Bath & Beyond *	2,100		77
Best Buy (A)	31,140		1,130
Big Lots *	14,500		369
BorgWarner	1,100		33
Brinker International	3,000		44
Brink’s Home Security Holdings *	100		3
Cablevision Systems, Cl A	9,526		213
Career Education *	3,800		90
Carmax * (A)	5,000		87
Carnival	2,200		64
Carter’s *	1,000		25
CBS, Cl B	2,600		27
Charlotte Russe Holding *	6,100		106
Chico’s FAS * (A)	37,600		479
Chipotle Mexican Grill, Cl A *	800		67
Coach	54,350		1,538
Comcast, Cl A	358,647		5,494
Core-Mark Holding *	2,000		57
Darden Restaurants	18,300		603
Dick’s Sporting Goods *	6,400		143
DIRECTV Group * (A)	26,600		659
DISH Network, Cl A *	27,000		440
Dollar Tree *	200		10
Domino’s Pizza * (A)	4,800		39
DR Horton	3,600		48
DreamWorks Animation SKG, Cl A *	1,600		54
Eastman Kodak (A)	250,700		1,334
Expedia * (A)	4,300		99
Family Dollar Stores	10,000		303
Foot Locker	35,300		376
Ford Motor *	16,400		125
GameStop, Cl A * (A)	1,100		26
Gannett (A)	8,000		69
Gap	84,500		1,660
Garmin (A)	17,900		588
Gentex	500		7
Genuine Parts	4,958		184
Goodyear Tire & Rubber *	9,800		162
H&R Block	13,200		228
Hanesbrands * (A)	19,900		419
Harley-Davidson (A)	9,800		235
Harman International Industries	1,500		45
Hasbro	23,700		673
Hillenbrand	300		6
Home Depot	62,500		1,706
International Game Technology	8,300		174
ITT Educational Services *	400		42
J.C. Penney (A)	45,700		1,373
Jarden *	13,700		334
Johnson Controls (A)	65,986		1,634
Jos. A. Bank Clothiers *	1,400		62
KB Home (A)	3,600		66
Kohl’s * (A)	4,594		237
Lamar Advertising, Cl A *	200		5
Las Vegas Sands * (A)	2,300		33
La-Z-Boy, Cl Z (A)	17,300		147
Leggett & Platt	18,500		338
Lennar, Cl A	8,200		124
Liberty Global, Cl A *	374		8
Liberty Media - Capital, Ser A *	3,800		72
Liberty Media - Entertainment, Cl A *	7,000		195
Limited Brands (A)	37,200		555
LKQ *	500		9
Lowe’s	141,905		3,051
Macy’s	39,300		610
Magna International, Cl A	1,800		82
Marriott International, Cl A (A)	16,070		384
McDonald’s	37,755		2,123
McGraw-Hill	24,300		817
MDC Holdings	700		26
Meredith (A)	700		19
MGM Mirage * (A)	10,000		85
Mohawk Industries *	200		10
NetFlix * (A )	400		18
Newell Rubbermaid	2,000		28
News, Cl A	34,100		366
NIKE, Cl B	65,780		3,644
Nordstrom	1,400		39
Office Depot *	16,300		85
Omnicom Group	20,200		734
O’Reilly Automotive *	5,900		226
Panera Bread, Cl A * (A)	600		31
Penn National Gaming * (A)	4,400		129
PetSmart	27,900		583
Polo Ralph Lauren, Cl A	800		53
priceline.com *	100		15
Pulte Homes	6,692		85
RadioShack	32,000		484
Regal Entertainment Group, Cl A	2,700		34
Ross Stores	16,100		751
Royal Caribbean Cruises (A)	3,100		59
Ruby Tuesday *	19,600		143
Sally Beauty Holdings *	16,400		117
Scholastic	1,600		39
Scientific Games, Cl A *	4,300		66
Scripps Networks Interactive, Cl A	700		23
Sears Holdings * (A)	38,350		2,433
Shaw Communications, Cl B	3,500		60
Sherwin-Williams	4,925		296
Signet Jewelers	1,100		27
Smith & Wesson Holding * (A)	22,800		122
Snap-On	317		12
Stanley Works	5,000		205
Staples (A)	210,970		4,559
Starbucks *	8,500		161
Starwood Hotels & Resorts Worldwide (A)	12,330		367
Steven Madden *	1,900		61


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Strayer Education (A)	2,500	$	528
Target	44,474		2,090
Texas Roadhouse, Cl A *	2,000		20
Thor Industries (A)	900		23
Tiffany	300		11
Tim Hortons	8,900		252
Time Warner	167,794		4,683
Time Warner Cable, Cl A	49,293		1,820
TJX	21,900		787
Toll Brothers *	3,100		70
True Religion Apparel *	12,700		287
TRW Automotive Holdings *	6,600		117
Universal Technical Institute *	2,200		44
VF	2,559		178
Viacom, Cl B * (A)	55,728		1,395
Virgin Media (A)	11,800		135
Walt Disney	87,442		2,277
Weight Watchers International	62,000		1,701
Wendy’s, Cl A	8,800		44
Whirlpool (A)	10,700		687
Williams-Sonoma	5,400		103
WMS Industries *	1,500		64
Wyndham Worldwide	22,300		338
Wynn Resorts * (A)	1,400		76
Yum! Brands	55,770		1,910

			75,582


Consumer Staples — 8.3%
Altria Group	35,038		640
American Italian Pasta, Cl A *	5,500		166
Archer-Daniels-Midland	46,700		1,346
Avon Products	35,730		1,139
BJ’s Wholesale Club * (A)	27,100		883
Brown-Forman, Cl B	6,475		290
Bunge (A)	7,000		469
Campbell Soup	33,800		1,060
Central European Distribution *	1,700		55
Chiquita Brands International* (A)	18,800		290
Church & Dwight	400		23
Clorox	8,800		520
Coca-Cola	55,881		2,725
Coca-Cola Enterprises	41,700		843
Colgate-Palmolive	15,239		1,108
ConAgra Foods	92,500		1,899
Constellation Brands, Cl A *	3,600		53
Corn Products International	15,700		466
Costco Wholesale	31,430		1,602
CVS Caremark	119,022		4,466
Dean Foods *	600		11
Del Monte Foods	41,500		435
Dr Pepper Snapple Group *	700		19
Energizer Holdings *	1,200		78
Estee Lauder, Cl A	500		18
General Mills	20,346		1,215
Green Mountain Coffee Roasters *	400		24
Hansen Natural *	1,300		43
Herbalife	13,600		412
Hershey (A)	12,700		498
HJ Heinz	10,607		408
Hormel Foods	1,600		59
JM Smucker	4,700		246
Kellogg	21,382		1,007
Kimberly-Clark	23,154		1,400
Kraft Foods, Cl A	87,234		2,473
Kroger	72,822		1,572
Lancaster Colony	500		25
Lorillard	859		63
McCormick	981		32
Molson Coors Brewing, Cl B	700		33
NBTY *	400		15
Pepsi Bottling Group	21,700		775
PepsiAmericas	1,300		36
PepsiCo	109,729		6,218
Philip Morris International	50,468		2,307
Prestige Brands Holdings *	8,300		61
Procter & Gamble	218,962		11,848
Ralcorp Holdings *	800		50
Revlon, Cl A * (A)	3,900		18
Reynolds American	32,284		1,476
Safeway	62,900		1,198
Sanderson Farms	7,800		325
Sara Lee	50,900		493
Smithfield Foods * (A)	5,500		68
Supervalu	31,400		451
Sysco (A)	11,924		304
Tyson Foods, Cl A	7,500		90
Walgreen	133,470		4,522
Wal-Mart Stores	90,767		4,617
Whole Foods Market * (A)	4,700		137

			65,123


Energy — 10.5%
Alpha Natural Resources * (A)	5,567		180
Anadarko Petroleum	20,700		1,094
Apache	19,000		1,614
Arch Coal	4,400		76
Atwood Oceanics *	1,000		29
Baker Hughes	1,201		41
BJ Services	47,200		758
Cabot Oil & Gas	2,600		92
Cameron International *	1,258		45
Canadian Natural Resources	25,025		1,432
Chesapeake Energy	22,500		514
Chevron	168,884		11,812
Cimarex Energy (A)	3,800		148
Concho Resources *	2,400		78
ConocoPhillips	155,697		7,011
Consol Energy	2,700		101
Denbury Resources *	9,400		143
Devon Energy	10,700		657
Diamond Offshore Drilling (A)	6,000		537
Dresser-Rand Group *	10,200		303
El Paso	40,200		371
Encore Acquisition * (A)	3,600		136
ENSCO International	700		26
EOG Resources	40,600		2,923
EXCO Resources *	1,600		24
Exterran Holdings *	2,500		45
Exxon Mobil	312,555		21,613
FMC Technologies *	6,300		301
Forest Oil *	1,900		30
Frontier Oil	9,500		122
Frontline (A)	200		5


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Halliburton (A)	80,870	$	1,917
Helix Energy Solutions Group *	64,600		756
Hess	4,153		210
Holly	5,100		117
International Coal Group * (A)	2,900		9
Marathon Oil	83,764		2,586
Massey Energy (A)	4,500		122
Murphy Oil	23,200		1,322
Nabors Industries *	2,000		35
National Oilwell Varco *	56,114		2,040
Newfield Exploration *	2,200		85
Noble Energy	1,500		91
Occidental Petroleum (A)	54,450		3,980
Oceaneering International *	2,100		110
Overseas Shipholding Group (A)	3,700		131
Patterson-UTI Energy (A)	44,800		595
Peabody Energy	3,800		124
PetroHawk Energy *	7,100		153
Petroleo Brasileiro ADR	21,755		862
Pioneer Natural Resources	1,000		29
Plains Exploration & Production *	1,000		26
Pride International *	1,800		46
Quicksilver Resources * (A)	6,600		71
Range Resources (A)	18,175		879
SandRidge Energy *	7,200		88
Schlumberger	45,186		2,539
SEACOR Holdings *	6,800		518
Seahawk Drilling *	200		4
Smith International	1,700		47
Southern Union	56,800		1,127
Southwestern Energy *	2,700		100
Spectra Energy	23,600		444
St. Mary Land & Exploration	1,800		47
Stone Energy *	9,000		115
Suncor Energy (A)	14,924		457
Sunoco	19,500		525
Superior Energy Services *	1,700		31
Tesoro (A)	5,500		77
Tidewater	19,100		825
Transocean *	30,660		2,325
Valero Energy	47,700		894
Walter Industries	7,000		363
Western Refining * (A)	16,600		101
Whiting Petroleum *	1,800		87
Willbros Group *	6,300		78
Williams	36,800		605
XTO Energy	50,037		1,931

			81,885


Financials — 15.9%
ACE	4,200		219
Affiliated Managers Group *	1,500		98
Aflac	113,240		4,600
Allied World Assurance Holdings	8,000		371
Allstate	95,020		2,793
AMB Property ‡	1,000		23
American Express	146,942		4,969
American Financial Group	11,500		295
American International Group (A)	1,740		79
AmeriCredit * (A)	6,800		117
Ameriprise Financial	54,200		1,628
Annaly Capital Management ‡	57,600		999
Anworth Mortgage Asset ‡	4,100		31
AON	861		36
Arch Capital Group *	1,000		65
Argo Group International Holdings *	2,200		78
Aspen Insurance Holdings	6,100		155
Associated Banc	9,000		93
Assurant	8,807		264
Assured Guaranty (A)	9,400		187
AvalonBay Communities ‡	203		13
Axis Capital Holdings	18,600		567
Bancorpsouth (A)	6,600		152
Bank of America	563,458		9,911
Bank of Hawaii (A)	2,200		87
Bank of New York Mellon	144,586		4,281
BB&T	51,701		1,445
BlackRock, Cl A (A)	2,800		559
BOK Financial (A)	12,300		556
Boston Properties ‡	800		48
Brandywine Realty Trust ‡	29,900		317
BRE Properties ‡	600		17
Brookfield Asset Management, Cl A	32,100		652
Brown & Brown (A)	8,800		175
Camden Property Trust ‡	500		18
Capital One Financial	67,950		2,534
CapitalSource	4,900		20
Capitol Federal Financial	1,200		39
Cardinal Financial	3,900		31
CB Richard Ellis Group, Cl A * (A)	8,000		95
Charles Schwab (A)	53,635		969
Chimera Investment ‡	19,000		72
Chubb	44,460		2,196
Cincinnati Financial	35,700		918
CIT Group (A)	13,100		23
Citigroup (A)	406,130		2,031
City National (A)	3,000		119
CME Group, Cl A	14,480		4,214
Colonial Properties Trust ‡	6,900		62
Comerica	13,400		357
Commerce Bancshares	3,930		144
Corporate Office Properties Trust ‡	600		22
Credicorp	2,700		193
Cullen/Frost Bankers	3,500		172
Digital Realty Trust ‡	400		17
Discover Financial Services	13,500		186
Duke Realty ‡ (A)	14,200		164
Eaton Vance	3,800		109
Endurance Specialty Holdings (A)	26,500		913
Equity Residential ‡	700		19
Erie Indemnity, Cl A	1,000		39
Essex Property Trust ‡ (A)	100		7
Everest Re Group	7,200		607
Federal Realty Investment Trust ‡	600		37
Federated Investors, Cl B (A)	9,100		239
Fidelity National Financial, Cl A	600		9
Fifth Third Bancorp	6,800		74
First Community Bancshares (A)	1,300		16
First Financial Holdings	3,900		70
First Horizon National * (A)	3,504		47


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Flushing Financial	2,800	$	37
Forest City Enterprises, Cl A	15,000		139
Franklin Resources	9,071		847
Fulton Financial (A)	3,200		24
Genworth Financial, Cl A	4,500		48
Goldman Sachs Group	56,294		9,314
Greenhill	900		71
Greenlight Capital Re, Cl A *	3,700		68
Hallmark Financial Services *	2,500		18
Hartford Financial Services Group	12,323		292
HCC Insurance Holdings	9,000		238
HCP ‡	12,100		345
Health Care REIT ‡ (A)	1,100		47
Hospitality Properties Trust ‡	19,200		350
Host Hotels & Resorts ‡	7,700		77
HRPT Properties Trust ‡	12,800		83
Hudson City Bancorp	68,000		892
Huntington Bancshares (A)	80,900		369
IntercontinentalExchange *	33,400		3,133
Invesco	15,900		330
Jefferies Group (A)	8,300		196
Jones Lang LaSalle	1,900		89
JPMorgan Chase	298,940		12,992
Keycorp	26,400		176
Lazard, Cl A	2,900		113
Legg Mason	1,400		40
Leucadia National	1,600		40
Liberty Property Trust ‡	2,600		85
Lincoln National (A)	17,500		442
Loews	10,547		360
M&T Bank (A)	1,800		111
Macerich ‡ (A)	400		11
Mack-Cali Realty ‡	400		13
Markel *	100		33
Marsh & McLennan	5,725		135
Marshall & Ilsley	11,300		80
MBIA * (A)	5,200		35
MetLife	19,490		736
MFA Mortgage Investments ‡	5,200		41
Montpelier Re Holdings	27,800		447
Moody’s (A)	33,400		910
Morgan Stanley	88,967		2,577
MSCI, Cl A * (A)	1,500		44
NASDAQ OMX Group *	4,200		92
Nationwide Health Properties ‡	300		10
New York Community Bancorp(A)	14,700		156
NewAlliance Bancshares (A)	11,900		140
Northern Trust	19,335		1,130
NYSE Euronext	82,500		2,338
Old Republic International	2,600		31
OneBeacon Insurance Group, Cl A	8,000		110
optionsXpress Holdings	10,700		178
Parkway Properties ‡	2,600		47
PartnerRe	5,400		399
People’s United Financial	35,960		577
PHH *	6,100		130
Platinum Underwriters Holdings	13,200		479
Plum Creek Timber ‡ (A)	300		9
PNC Financial Services Group	32,129		1,368
Principal Financial Group	11,600		329
Progressive	18,400		304
ProLogis ‡ (A)	3,200		36
Protective Life	3,400		73
Prudential Financial	57,700		2,918
Public Storage ‡	2,400		169
Ramco-Gershenson Properties ‡	2,300		24
Raymond James Financial (A)	5,900		134
Realty Income ‡ (A)	1,000		26
Regions Financial	38,355		225
RenaissanceRe Holdings	2,800		152
Senior Housing Properties Trust ‡	2,800		56
Simon Property Group ‡	11,517		733
SL Green Realty ‡ (A)	1,100		39
SLM * (A)	10,100		90
StanCorp Financial Group	7,000		265
State Street	45,700		2,398
SunTrust Banks (A)	5,300		124
T. Rowe Price Group	27,932		1,266
Taubman Centers ‡ (A)	18,300		580
TCF Financial (A)	10,800		149
TD Ameritrade Holding *	11,000		212
TFS Financial	3,000		34
Torchmark	5,245		223
Transatlantic Holdings	500		24
Travelers	58,418		2,945
Trustco Bank (A)	12,800		80
UDR ‡ (A)	423		5
Unum Group	86,600		1,951
US Bancorp (A)	64,055		1,449
Valley National Bancorp (A)	6,666		78
Ventas ‡	600		24
Vornado Realty Trust ‡	808		47
Waddell & Reed Financial, Cl A	5,700		151
Webster Financial	1,900		25
Weingarten Realty Investors ‡	600		12
Wells Fargo (A)	341,864		9,408
Wilmington Trust (A)	500		7
WR Berkley (A)	11,200		286
XL Capital, Cl A	42,400		736
Zions Bancorporation (A)	6,000		106

			124,177


Health Care — 13.1%
Abbott Laboratories	75,538		3,417
Aetna	142,600		4,064
Alexion Pharmaceuticals *	300		14
Allergan	112,300		6,280
Allscripts-Misys Healthcare Solutions	1,800		27
American Medical Systems Holdings *	7,700		117
AmerisourceBergen	30,100		641
Amgen *	85,710		5,120
Amylin Pharmaceuticals *(A)	7,460		94
Baxter International	48,919		2,784
Beckman Coulter	200		14
Becton Dickinson	12,081		841
Biogen Idec * (A)	14,900		748
BioMarin Pharmaceutical *	300		5
Boston Scientific *	14,200		167
Bristol-Myers Squibb	180,313		3,990


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
C.R. Bard	6,750	$	544
Cantel Medical *	7,500		101
Cardinal Health	5,684		197
Celgene *	15,241		795
Cephalon * (A)	2,000		114
Cerner * (A)	800		49
CIGNA	22,514		663
Cooper	13,700		374
Coventry Health Care *	14,300		312
DaVita *	3,100		160
Dendreon *	3,700		87
Dentsply International (A)	1,700		57
Edwards Lifesciences *	4,200		260
Eli Lilly	82,604		2,764
Endo Pharmaceuticals Holdings*(A)	24,500		553
Enzon Pharmaceuticals * (A)	5,200		37
Express Scripts *	14,320		1,034
Forest Laboratories *	39,600		1,159
Gen-Probe *	1,000		39
Genzyme *	1,300		72
Gilead Sciences *	122,558		5,522
Health Management Associates, Cl A *	2,300		16
Health Net *	4,700		72
HLTH * (A)	4,300		62
Hologic *	3,000		49
Hospira *	8,500		332
Humana *	10,500		375
ICU Medical *	1,000		37
Idexx Laboratories *	400		20
Illumina *	600		21
IMS Health	7,100		99
Intuitive Surgical *	5,600		1,247
Inverness Medical Innovations *	5,900		210
Isis Pharmaceuticals *	2,300		37
Johnson & Johnson	132,509		8,009
Kinetic Concepts *	13,100		419
King Pharmaceuticals * (A)	43,300		449
Laboratory Corp of America *	2,452		171
LifePoint Hospitals * (A)	3,300		83
Lincare Holdings * (A)	12,000		317
McKesson	6,917		393
Medco Health Solutions *	82,646		4,564
Mednax *	100		5
Medtronic	61,371		2,351
Merck (A)	123,234		3,997
Mettler Toledo International *	6,300		551
Mylan Laboratories * (A)	7,100		104
Myriad Genetics *	900		28
Novo Nordisk ADR (A)	42,800		2,611
Omnicare	2,700		62
Orthofix International *	2,700		74
Perrigo	10,300		304
Pfizer	426,579		7,124
Pharmaceutical Product Development	800		16
Psychiatric Solutions *	3,500		94
Quest Diagnostics	19,600		1,058
Quidel *	5,200		80
ResMed *	1,300		60
Schering-Plough	27,800		783
St. Jude Medical *	52,620		2,028
Stryker	24,791		1,028
Symmetry Medical *	9,900		109
Teleflex	1,800		82
Teva Pharmaceutical Industries ADR (A)	27,510		1,417
Thermo Fisher Scientific *	25,883		1,170
Thoratec *	5,600		147
United Therapeutics *	200		18
UnitedHealth Group	268,800		7,526
Universal Health Services, Cl B	6,600		388
Valeant Pharmaceuticals International * (A)	8,700		225
Varian Medical Systems *	900		39
VCA Antech *	1,100		27
Vertex Pharmaceuticals *	2,400		90
Warner Chilcott, Cl A * (A)	16,700		340
Watson Pharmaceuticals * (A)	28,500		1,006
WellPoint *	59,100		3,123
Wyeth	67,960		3,252
Zimmer Holdings *	17,610		834

			102,349


Industrials — 8.3%
3M	17,298		1,247
ABB ADR (A)	14,940		286
Aecom Technology *	6,400		175
AGCO *	15,900		497
Alliant Techsystems *	3,900		301
Applied Signal Technology	300		8
BE Aerospace *	4,200		72
Boeing (A)	56,430		2,803
Bucyrus International, Cl A	1,400		42
Burlington Northern Santa Fe	19,200		1,594
C.H. Robinson Worldwide (A)	10,287		579
Carlisle	1,600		53
Caterpillar	24,320		1,102
Chart Industries *	3,900		73
Cintas	4,200		115
Continental Airlines, Cl B * (A)	400		5
Con-way	2,500		105
Cooper Industries, Cl A	10,200		329
CSX	10,190		433
Cummins	43,535		1,973
Danaher	21,065		1,279
Deere	9,900		432
Dover	17,600		609
Dun & Bradstreet	2,007		147
Emerson Electric	16,288		600
Equifax	7,600		210
Expeditors International Washington (A)	98,900		3,230
Fastenal (A)	4,800		174
Federal Signal	2,300		16
FedEx	3,500		240
First Solar * (A)	1,000		122
Flowserve	900		77
Fluor (A)	11,900		630
Gardner Denver *	18,700		607
General Cable * (A)	3,800		134
General Dynamics	37,486		2,219
General Electric	754,643		10,490


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Goodrich	24,800	$	1,368
Graco (A)	200		5
Harsco	22,900		714
Hertz Global Holdings * (A)	7,900		78
Honeywell International	8,922		328
Hubbell, Cl B	1,600		62
IDEX	1,100		29
Illinois Tool Works	32,300		1,351
Ingersoll-Rand	7,600		235
Iron Mountain *	3,100		91
ITT	1,860		93
Jacobs Engineering Group *	2,100		92
JB Hunt Transport Services (A)	700		20
Joy Global	800		31
Kansas City Southern *	500		12
KBR	38,600		874
Kennametal	1,800		40
L-3 Communications Holdings, Cl 3	20,400		1,518
LaBarge *	1,600		16
Lennox International	800		29
Lincoln Electric Holdings	800		36
Lockheed Martin	21,590		1,619
Manpower	1,000		52
Masco	2,400		35
McDermott International *	24,200		575
Monster Worldwide *	1,300		21
MSC Industrial Direct, Cl A	900		35
Multi-Color	2,700		38
Navistar International *	600		26
Norfolk Southern	17,200		789
Northrop Grumman	45,059		2,199
Oshkosh Truck	5,900		198
Owens Corning *	500		11
Paccar	500		18
Parker Hannifin	8,400		409
Pentair	2,000		57
Pitney Bowes	2,400		54
Precision Castparts	825		75
Quanta Services *	56,500		1,250
Raytheon	40,000		1,887
Republic Services, Cl A	2,315		59
Robert Half International	700		18
Rockwell Automation	2,000		84
Rockwell Collins	2,400		111
Roper Industries	1,100		52
RR Donnelley & Sons	52,700		940
Shaw Group *	3,300		97
Southwest Airlines	5,000		41
Spirit Aerosystems Holdings, Cl A *	4,000		62
Stericycle *	2,302		114
SunPower, Cl A *	1,600		41
Terex * (A)	4,700		77
Textron	2,800		43
Thomas & Betts *	4,000		111
Toro	2,300		87
TransDigm Group *	1,400		62
Tyco International	27,400		868
Union Pacific	37,337		2,233
United Parcel Service, Cl B	87,105		4,657
United Technologies	69,709		4,138
URS *	7,800		337
UTi Worldwide	2,200		28
Waste Connections *	700		19
Waste Management (A)	34,600		1,035
Waste Services *	2,500		11
Watson Wyatt Worldwide, Cl A	800		35
WW Grainger (A)	7,600		665

			65,403


Information Technology — 20.5%
Accenture, Cl A	35,265		1,164
Acme Packet *	5,800		47
Activision Blizzard *	9,410		109
Adobe Systems *	147,045		4,620
Advanced Micro Devices * (A)	25,100		109
Affiliated Computer Services, Cl A *	4,200		188
Akamai Technologies *	9,100		161
Alliance Data Systems * (A)	4,400		244
Altera (A)	12,400		238
Amdocs *	11,400		277
Analog Devices	38,500		1,088
Apple *	78,967		13,283
Applied Materials	300		4
Applied Micro Circuits *	8,400		67
Arris Group *	4,200		56
Arrow Electronics *	100		3
ASML Holding, Cl G (A)	36,495		1,003
Autodesk *	43,100		1,010
Automatic Data Processing	12,946		497
Avnet *	7,900		211
BMC Software *	11,400		406
Brightpoint *	2,800		21
Broadcom, Cl A * (A)	73,745		2,098
Broadridge Financial Solutions	4,900		102
CA	98,300		2,191
Cadence Design Systems *	11,800		74
Ciena * (A)	3,200		43
Cirrus Logic *	3,500		17
Cisco Systems *	466,055		10,067
Citrix Systems *	1,400		50
Cognizant Technology Solutions, Cl A *	3,000		105
CommScope *	800		22
Computer Sciences *	20,800		1,016
Compuware *	9,200		66
Convergys *	400		4
Corning	30,600		461
Cree * (A)	5,400		199
CTS	2,800		25
Cypress Semiconductor * (A)	11,900		120
Dell * (A)	58,600		928
Diebold	2,400		72
Dolby Laboratories, Cl A * (A)	3,300		129
DTS *	1,500		40
eBay *(A)	171,800		3,804
Electronic Arts *	69,306		1,263
EMC *	322,645		5,130
Equinix * (A)	800		67
F5 Networks *	3,900		134


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Factset Research Systems (A)	800	$	44
Fidelity National Information Services (A)	1,151		28
Fiserv *	5,900		285
Global Payments	900		38
Google, Cl A *	22,837		10,543
Harris	11,900		413
Harris Stratex Networks, Cl A *	2,335		14
Hewitt Associates, Cl A *	6,200		223
Hewlett-Packard	169,200		7,595
i2 Technologies *	1,100		16
IAC *	5,900		109
Ingram Micro, Cl A *	60,500		1,014
Integrated Device Technology *	600		4
Intel	275,341		5,595
Interactive Intelligence *	5,500		95
International Business Machines	71,631		8,456
International Rectifier *	1,200		23
Intuit * (A)	125,500		3,485
Itron *	500		27
Jabil Circuit	5,800		63
JDS Uniphase *	15,400		106
Juniper Networks *	7,200		166
Kla-Tencor	900		28
Lam Research * (A)	3,200		98
Linear Technology	7,600		202
LSI *	35,000		182
Marvell Technology Group *	7,900		121
Mastercard, Cl A (A)	19,380		3,927
Maxim Integrated Products	1,700		32
McAfee *	8,100		322
MEMC Electronic Materials *	5,900		94
Metavante Technologies *	6,100		192
Microchip Technology (A)	2,700		72
Micron Technology *	12,500		92
Micros Systems *	2,100		59
Microsoft	502,149		12,378
Molex (A)	4,400		80
Motorola (A)	81,300		584
National Instruments	1,400		36
National Semiconductor (A)	3,300		50
NCR *	29,300		391
NetApp *	4,400		100
NeuStar, Cl A *	8,500		197
Nokia ADR (A)	92,900		1,302
Novatel Wireless *	9,900		96
Novell *	900		4
Novellus Systems *	3,900		75
Nvidia *	10,000		145
ON Semiconductor * (A)	6,600		53
Oracle	205,716		4,499
Paychex (A)	40,400		1,143
Perot Systems, Cl A *	42,500		708
Qualcomm	219,565		10,192
Rackspace Hosting * (A)	53,800		696
Rambus * (A)	3,300		63
Red Hat *	5,700		131
Research In Motion *	3,580		262
RF Micro Devices *	3,800		18
RightNow Technologies *	12,300		155
Rovi *	1,208		37
SAIC *	5,400		100
SanDisk *	3,200		57
Seagate Technology	88,300		1,223
Silicon Laboratories *	2,400		108
Sohu.com * (A)	400		24
Solera Holdings	800		21
Sun Microsystems *	17,500		162
Sybase *	4,500		157
Symantec *	219,440		3,318
Synopsys * (A)	17,800		378
Tech Data *	15,000		571
Tellabs *	13,000		82
Teradata *	106,400		2,865
Teradyne *	4,200		35
Texas Instruments (A)	128,432		3,158
THQ *	2,300		13
Total System Services	2,600		40
Trimble Navigation *	2,900		74
Tyco Electronics	11,100		253
Varian Semiconductor Equipment Associates *	1,300		40
VeriSign * (A)	126,700		2,685
Visa, Cl A (A)	88,795		6,313
Vishay Intertechnology * (A)	40,700		328
VMware, Cl A * (A)	2,800		99
Western Digital *	33,400		1,145
Western Union	87,642		1,581
Xerox	74,000		640
Xilinx	7,700		171
Yahoo! * (A)	314,635		4,597
Zebra Technologies, Cl A *	16,400		410

			160,839


Materials — 3.5%
AEP Industries *	3,400		130
Air Products & Chemicals	600		45
Airgas	300		14
AK Steel Holding	1,100		22
Albemarle	1,000		32
Alcoa	8,400		101
Allegheny Technologies	14,600		443
Ball	15,700		761
Bemis	29,000		771
BHP Billiton ADR (A)	15,375		958
Celanese, Cl A	5,600		143
Cliffs Natural Resources (A)	3,300		84
Commercial Metals	5,200		88
Crown Holdings *	1,600		40
E.I. Du Pont de Nemours	25,700		821
Eagle Materials	1,800		47
Eastman Chemical	24,300		1,268
Ecolab	11,500		486
FMC	1,600		76
Freeport-McMoRan Copper & Gold, Cl B	32,830		2,068
Greif, Cl A	300		15
Hawkins	1,000		21
Huntsman	3,600		31
International Flavors & Fragrances	1,600		57
International Paper	1,200		27
Intrepid Potash * (A)	3,200		75


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares		Market Value ($ Thousands)
Koppers Holdings		2,000	$	55
Lubrizol		21,000		1,338
Martin Marietta Materials		200		18
Monsanto		30,532		2,561
Mosaic		1,000		48
Nalco Holding		100		2
NewMarket		900		75
Newmont Mining		1,500		60
Nucor		36,200		1,612
Omnova Solutions *		7,900		37
Owens-Illinois *		12,500		424
Packaging of America		1,200		25
Pactiv *		13,000		323
Potash Corp of Saskatchewan		12,510		1,107
PPG Industries		5,600		310
Praxair		59,626		4,569
Reliance Steel & Aluminum		2,400		89
Rock-Tenn, Cl A		8,450		433
Schnitzer Steel Industries, Cl A		1,500		81
Scotts Miracle-Gro, Cl A		4,500		183
Sealed Air		2,000		38
Sigma-Aldrich		500		25
Sonoco Products		15,500		402
Southern Copper (A)		43,300		1,224
Steel Dynamics		2,400		40
Stepan		700		38
Syngenta ADR (A)		42,000		1,971
Temple-Inland		3,900		66
Terra Industries		400		12
United States Steel (A)		34,510		1,511
Valspar		6,300		169
Vulcan Materials		600		30

				27,500


Telecommunication Services — 3.8%
American Tower, Cl A *		62,584		1,981
AT&T		480,534		12,518
Atlantic Telegraph-Network		900		43
CenturyTel		37,291		1,202
Crown Castle International *		141,873		3,811
Frontier Communications		24,418		174
iPCS *		6,200		98
Leap Wireless International * (A)		5,500		91
MetroPCS Communications *		10,600		84
NII Holdings *		33,600		796
NTELOS Holdings		8,400		136
Qwest Communications International (A)		25,100		90
SBA Communications, Cl A * (A)		2,700		65
Sprint Nextel *		202,800		742
Telephone & Data Systems		8,600		227
Verizon Communications		241,462		7,495
Windstream		10,700		92

				29,645


Utilities — 4.0%
AES *		419,387		5,733
AGL Resources		11,700		393
Allegheny Energy		200		5
Alliant Energy		18,700		493
Ameren		23,000		620
American Electric Power		34,237		1,076
American Water Works		15,100		304
Aqua America		3,800		64
Atmos Energy		16,100		439
Calpine *		12,100		142
Centerpoint Energy		400		5
CMS Energy (A)		36,200		485
Consolidated Edison		14,300		575
Constellation Energy Group		21,300		674
Dominion Resources		18,804		622
DPL		4,400		109
DTE Energy		42,600		1,482
Duke Energy		16,300		252
Edison International		58,700		1,961
Energen		17,300		726
Entergy		2,200		174
Equities		3,000		119
Exelon (A)		27,254		1,363
FirstEnergy		25,703		1,160
FPL Group		10,000		562
Hawaiian Electric Industries (A)		19,900		346
Integrys Energy Group		1,300		45
ITC Holdings		800		37
MDU Resources Group		3,400		66
Mirant * (A)		65,800		1,109
National Fuel Gas		11,200		501
NiSource		46,500		614
Northeast Utilities		6,600		157
NRG Energy * (A)		7,300		196
NSTAR		10,400		329
NV Energy		35,300		426
OGE Energy		3,700		116
Oneok		600		20
Pepco Holdings		13,800		198
PG&E (A)		24,619		999
Pinnacle West Capital		23,100		760
PPL		18,465		543
Progress Energy		7,200		285
Public Service Enterprise Group		55,540		1,759
Questar		500		17
SCANA		5,400		187
Sempra Energy		39,367		1,975
Southern		8,739		273
TECO Energy		2,300		31
UGI		12,400		316
Vectren		1,700		39
Westar Energy		6,400		131
Wisconsin Energy		3,600		164
Xcel Energy		13,545		267

				31,444

Total Common Stock (Cost $692,485) ($ Thousands)				763,947

U.S. TREASURY OBLIGATION — 0.7%
U.S. Treasury Bills
0.188%, 12/03/09 (B)(D)	$	5,200		5,198


Total U.S. Treasury Obligation (Cost $5,197) ($ Thousands)				5,198


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †	20,340,262	$	20,340


Total Cash Equivalent (Cost $20,340) ($ Thousands)			20,340


AFFILIATED PARTNERSHIP — 9.8%
SEI Liquidity Fund, L.P.,
0.820%**(C) †	77,484,651		76,799


Total Affiliated Partnership (Cost $77,484) ($ Thousands)			76,799


Total Investments — 110.7% (Cost $795,506)($ Thousands)††		$	866,284

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P Composite Index	82	Sep-2009	$	873
S&P Mid 400 Index E-MINI	38	Sep-2009		120

			$	993

Percentages are based on a Net Assets of $782,838 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $75,330 ($ Thousands).

(B)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(C)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $76,799 ($ Thousands).

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $795,506 ($ Thousands), and the unrealized appreciation and depreciation were $106,044 ($ Thousands) and $(35,266) ($ Thousands) respectively.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

REIT — Real Estate Investment Trust

Ser — Series

See end of Form N-Q Filing for FAS 157 disclosure.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 82.8%

Consumer Discretionary — 8.1%
Advance Auto Parts	2,700	$	114
Aeropostale *	13,400		525
Amazon.com *	12,250		995
American Eagle Outfitters	2,600		35
American Greetings, Cl A	1,800		25
Apollo Group, Cl A *	8,800		570
Autoliv	1,200		39
AutoNation *	19,497		370
AutoZone *	2,200		324
Bed Bath & Beyond *	1,100		40
Best Buy	3,200		116
Big Lots *	8,832		224
BorgWarner	700		21
Brinker International	1,500		22
Brink’s Home Security Holdings *	400		12
Cablevision Systems, Cl A	5,500		123
California Pizza Kitchen *	1,800		25
Career Education *	3,200		76
Carmax *	2,500		43
Carnival	1,000		29
Carter’s *	1,200		30
CBS, Cl B	300		3
Charlotte Russe Holding *	4,700		82
Chico’s FAS *	47,023		599
Chipotle Mexican Grill, Cl A *	2,500		210
Coach	32,300		914
Comcast, Cl A	196,518		3,011
Core-Mark Holding *	500		14
Darden Restaurants	2,800		92
Dick’s Sporting Goods *	2,800		63
DIRECTV Group *	39,139		969
DISH Network, Cl A *	11,653		190
Dollar Tree *	200		10
Domino’s Pizza *	2,400		19
DR Horton	1,100		15
DreamWorks Animation SKG, Cl A *	900		30
Eastman Kodak	78,300		417
Expedia *	2,400		55
Family Dollar Stores	4,300		130
Foot Locker	600		6
Ford Motor *	61,036		464
Fossil *	9,400		239
GameStop, Cl A *	700		17
Gap	33,600		660
Garmin	16,900		556
Genuine Parts	2,500		93
Goodyear Tire & Rubber *	5,600		92
H&R Block	7,900		137
Hanesbrands *	14,300		301
Harley-Davidson	800		19
Harman International Industries	700		21
Hasbro	5,400		153
Hillenbrand	300		6
Home Depot	16,500		450
International Game Technology	4,500		94
ITT Educational Services *	600		63
J.C. Penney	13,800		415
Jarden *	800		19
Johnson Controls	2,400		59
Jos. A. Bank Clothiers *	2,000		88
KB Home	1,800		33
Kohl’s *	2,700		139
Las Vegas Sands *	1,200		17
La-Z-Boy, Cl Z	3,500		30
Leggett & Platt	19,600		358
Lennar, Cl A	3,600		55
Liberty Global, Cl A *	300		7
Liberty Media - Capital, Ser A *	1,900		36
Liberty Media - Entertainment, Cl A *	3,200		89
Limited Brands	3,800		57
Lowe’s	5,400		116
Macy’s	500		8
Marriott International, Cl A	1,505		36
Marvel Entertainment *	8,263		400
McDonald’s	20,700		1,164
McGraw-Hill	2,700		91
MDC Holdings	300		11
Meredith	500		14
MGM Mirage *	5,200		44
NetFlix *	8,000		349
Newell Rubbermaid	1,500		21
News, Cl A	3,500		38
NIKE, Cl B	20,100		1,113
Nordstrom	600		17
Office Depot *	9,500		50
O’Reilly Automotive *	2,000		77
Panera Bread, Cl A *	300		16
Penn National Gaming *	2,400		70
PetSmart	4,200		88
Polo Ralph Lauren, Cl A	400		27
Pre-Paid Legal Services *	500		23
priceline.com *	100		16
Pulte Homes	3,526		45
RadioShack	2,601		39
Regal Entertainment Group, Cl A	1,600		20
Rent-A-Center, Cl A *	600		12
Ross Stores	18,300		853
Royal Caribbean Cruises	2,300		44
Ruby Tuesday *	6,700		49
Sally Beauty Holdings *	5,700		40
Scientific Games, Cl A *	2,600		40
Scripps Networks Interactive, Cl A	100		3
Sears Holdings *	10,400		660
Shaw Communications, Cl B	26,000		446
Sherwin-Williams	1,500		90
Signet Jewelers	600		14
Smith & Wesson Holding *	14,900		80
Snap-On	300		11
Stanley Works	700		29
Staples	44,600		964
Starbucks *	4,201		80
Starwood Hotels & Resorts Worldwide	400		12
Steven Madden *	900		29
Strayer Education	1,000		211
Sturm Ruger	1,300		18
Target	13,300		625
Tempur-Pedic International	900		13


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Texas Roadhouse, Cl A *	4,000	$	41
Tiffany	300		11
Tim Hortons	5,100		144
Time Warner	42,866		1,196
Time Warner Cable, Cl A	9,033		333
TJX	28,100		1,010
Toll Brothers *	1,600		36
TRW Automotive Holdings *	1,100		19
Universal Technical Institute *	1,100		22
VF	1,500		104
Viacom, Cl B *	2,600		65
Virgin Media	6,500		74
Walt Disney	17,691		461
Weight Watchers International	19,500		535
Wendy’s, Cl A	3,200		16
Whirlpool	100		6
Williams-Sonoma	2,800		54
WMS Industries *	900		38
Wyndham Worldwide	1,100		17
Wynn Resorts *	800		43
Yum! Brands	8,275		284

			28,079


Consumer Staples — 8.3%
Altria Group	20,800		380
American Italian Pasta, Cl A *	3,000		91
Archer-Daniels-Midland	15,700		453
Avon Products	6,600		210
BJ’s Wholesale Club *	7,800		254
Brown-Forman, Cl B	3,200		143
Bunge	600		40
Campbell Soup	8,100		254
Central European Distribution *	700		22
Chiquita Brands International *	9,800		151
Church & Dwight	200		12
Clorox	5,800		343
Coca-Cola	26,800		1,307
Coca-Cola Enterprises	29,900		604
Colgate-Palmolive	5,000		364
ConAgra Foods	39,700		815
Constellation Brands, Cl A *	2,700		40
Corn Products International	800		24
Costco Wholesale	23,936		1,220
CVS Caremark	16,479		618
Dean Foods *	1,900		34
Del Monte Foods	2,700		28
Dr Pepper Snapple Group *	400		11
Energizer Holdings *	600		39
Estee Lauder, Cl A	400		14
General Mills	10,500		627
Green Mountain Coffee Roasters *	200		12
Hansen Natural *	700		23
Herbalife	12,000		364
Hershey	7,200		282
HJ Heinz	6,400		246
Hormel Foods	800		30
JM Smucker	2,800		146
Kellogg	9,300		438
Kimberly-Clark	13,700		828
Kraft Foods, Cl A	17,160		487
Kroger	48,700		1,051
Lancaster Colony	900		45
Lorillard	400		29
McCormick	700		23
NBTY *	100		4
Pantry *	1,000		15
Pepsi Bottling Group	1,789		64
PepsiAmericas	1,318		37
PepsiCo	34,850		1,975
Philip Morris International	39,334		1,798
Prestige Brands Holdings *	2,600		19
Procter & Gamble	63,100		3,414
Ralcorp Holdings *	400		25
Reynolds American	14,300		654
Safeway	1,100		21
Sanderson Farms	3,700		154
Sara Lee	150,278		1,456
Smithfield Foods *	2,000		25
Supervalu	18,000		258
Sysco	93,137		2,374
Tyson Foods, Cl A	80,443		965
Walgreen	49,136		1,665
Wal-Mart Stores	32,700		1,664
Weis Markets	500		16
Whole Foods Market *	2,300		67

			28,772


Energy — 8.2%
Alpha Natural Resources *	2,933		95
Anadarko Petroleum	3,200		169
Apache	600		51
Arch Coal	1,400		24
Atwood Oceanics *	400		12
Baker Hughes	600		21
BJ Services	2,292		37
Cabot Oil & Gas	1,500		53
Cameron International *	600		22
Chesapeake Energy	7,000		160
Chevron	82,066		5,740
Concho Resources *	1,400		46
ConocoPhillips	48,221		2,171
Consol Energy	1,200		45
Denbury Resources *	4,300		65
Devon Energy	3,200		196
Diamond Offshore Drilling	100		9
Dresser-Rand Group *	8,900		264
El Paso	1,100		10
Encore Acquisition *	1,600		60
ENSCO International	400		15
EOG Resources	12,800		922
EXCO Resources *	1,100		16
Exterran Holdings *	1,400		25
Exxon Mobil	150,793		10,427
FMC Technologies *	2,200		105
Forest Oil *	800		13
Frontier Oil	4,500		58
Frontline	500		11
Halliburton	15,600		370
Harvest Natural Resources *	2,500		13
Helix Energy Solutions Group *	10,800		126
Hess	2,481		125
Holly	400		9
Marathon Oil	32,100		991
Massey Energy	2,100		57


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Murphy Oil	3,100	$	177
Nabors Industries *	900		16
National Oilwell Varco *	1,989		72
Newfield Exploration *	1,100		43
Noble Energy	700		42
Occidental Petroleum	26,895		1,966
Oceaneering International *	1,100		57
Patterson-UTI Energy	2,100		28
Peabody Energy	1,700		56
PetroHawk Energy *	3,600		77
Pioneer Natural Resources	600		17
Plains Exploration & Production *	400		10
Pride International *	1,400		36
Quicksilver Resources *	3,400		37
Range Resources	700		34
SandRidge Energy *	3,600		44
Schlumberger	11,100		624
SEACOR Holdings *	5,900		449
Seahawk Drilling *	93		2
Smith International	700		19
Southern Union	600		12
Southwestern Energy *	1,400		52
Spectra Energy	12,900		243
St. Mary Land & Exploration	1,100		29
Stone Energy *	4,800		61
Sunoco	15,800		425
Superior Energy Services *	900		17
Tesoro	3,900		55
Tidewater	2,178		94
Transocean *	4,500		341
Venoco *	1,500		12
Walter Industries	1,300		67
Western Refining *	4,400		27
Whiting Petroleum *	1,000		49
Williams	8,600		141
XTO Energy	8,725		337

			28,301


Financials — 12.2%
Affiliated Managers Group *	700		46
Aflac	47,150		1,915
Allied World Assurance Holdings	5,100		236
Allstate	13,800		406
AMB Property ‡	600		14
American Express	35,815		1,211
American Financial Group	12,500		321
American International Group	500		23
AmeriCredit *	3,400		59
Ameriprise Financial	8,200		246
Annaly Capital Management ‡	22,200		385
Anworth Mortgage Asset ‡	2,700		20
AON	600		25
Arch Capital Group *	700		45
Argo Group International
Holdings *	2,500		88
Aspen Insurance Holdings	3,100		79
Associated Banc	5,100		53
Assurant	900		27
Assured Guaranty	3,800		76
Astoria Financial	8,100		84
AvalonBay Communities ‡	103		7
Axis Capital Holdings	9,300		283
Bancorpsouth	3,900		90
Bank of America	109,075		1,919
Bank of Hawaii	1,400		55
Bank of New York Mellon	88,812		2,630
BB&T	4,000		112
BlackRock, Cl A	1,200		240
Boston Properties ‡	500		30
Brandywine Realty Trust ‡	19,500		207
BRE Properties ‡	400		11
Brown & Brown	5,100		101
Camden Property Trust ‡	400		15
Capital One Financial	19,400		723
CapitalSource	3,300		14
Capitol Federal Financial	500		16
CB Richard Ellis Group, Cl A *	4,500		53
Charles Schwab	72,446		1,308
Chimera Investment ‡	1,200		4
Chubb	18,300		904
Cincinnati Financial	4,700		121
CIT Group	2,300		4
Citigroup	93,266		466
City National	1,600		63
CME Group, Cl A	3,740		1,088
Colonial Properties Trust ‡	5,000		45
Comerica	1,900		51
Commerce Bancshares	2,275		84
Community Bank System	700		12
Compass Diversified Holdings	800		8
Corporate Office Properties Trust ‡	400		15
Credicorp	8,300		593
Cullen/Frost Bankers	1,900		94
Digital Realty Trust ‡	200		9
Discover Financial Services	36,133		497
Duke Realty ‡	11,500		132
Eaton Vance	1,900		54
Endurance Specialty Holdings	13,700		472
Equity Residential ‡	400		11
Erie Indemnity, Cl A	700		27
Essex Property Trust ‡	100		7
Everest Re Group	700		59
Fairfax Financial Holdings	600		203
Federal Realty Investment Trust ‡	300		19
Federated Investors, Cl B	2,400		63
Fidelity National Financial, Cl A	400		6
Fifth Third Bancorp	3,500		38
First Cash Financial Services *	800		15
First Community Bancshares	900		11
First Horizon National *	2,267		30
Forest City Enterprises, Cl A	7,600		71
Franklin Resources	8,414		785
Fulton Financial	900		7
Genworth Financial, Cl A	1,900		20
GFI Group	3,000		22
Goldman Sachs Group	10,300		1,704
Greenhill	500		40
Greenlight Capital Re, Cl A *	700		13
Hartford Financial Services Group	4,000		95
HCC Insurance Holdings	5,100		135
HCP ‡	2,500		71
Health Care REIT ‡	500		21
Hospitality Properties Trust ‡	1,400		25


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Host Hotels & Resorts ‡	4,500	$	45
HRPT Properties Trust ‡	10,200		66
Hudson City Bancorp	43,900		576
Huntington Bancshares	5,800		26
IntercontinentalExchange *	10,600		994
Invesco	5,100		106
Jefferies Group	4,100		97
Jones Lang LaSalle	900		42
JPMorgan Chase	51,678		2,246
Keycorp	8,500		57
Knight Capital Group, Cl A *	22,800		459
Lazard, Cl A	1,500		58
Legg Mason	500		15
Leucadia National	900		22
Liberty Property Trust ‡	1,500		49
Lincoln National	3,200		81
Loews	6,900		236
M&T Bank	1,200		74
Mack-Cali Realty ‡	100		3
Marsh & McLennan	3,700		87
Marshall & Ilsley	6,000		43
MBIA *	1,300		9
MetLife	2,900		109
MFA Mortgage Investments ‡	3,900		31
Montpelier Re Holdings	6,300		101
Moody’s	23,700		646
Morgan Stanley	12,500		362
MSCI, Cl A *	500		15
NASDAQ OMX Group *	2,400		53
Northern Trust	24,121		1,410
NYSE Euronext	38,100		1,080
Odyssey Re Holdings	5,600		284
Old Republic International	1,100		13
OneBeacon Insurance Group, Cl A	2,100		29
optionsXpress Holdings	7,100		118
PartnerRe	2,700		200
People’s United Financial	4,900		79
PHH *	3,500		74
Platinum Underwriters Holdings	12,800		464
Plum Creek Timber ‡	100		3
PNC Financial Services Group	8,676		369
Principal Financial Group	2,301		65
Progressive	5,600		92
Protective Life	1,900		41
Prudential Financial	8,800		445
Public Storage ‡	1,400		99
Ramco-Gershenson Properties ‡	1,500		16
Raymond James Financial	3,200		73
Realty Income ‡	700		18
Regions Financial	5,650		33
RenaissanceRe Holdings	1,300		71
Senior Housing Properties Trust ‡	1,600		32
Simon Property Group ‡	215		14
SL Green Realty ‡	800		28
SLM *	4,900		44
StanCorp Financial Group	4,400		167
State Street	16,050		842
SunTrust Banks	700		16
T. Rowe Price Group	48,546		2,200
TCF Financial	5,700		78
TD Ameritrade Holding *	23,400		450
TFS Financial	1,600		18
Torchmark	900		38
Transatlantic Holdings	300		15
Travelers	19,300		973
Trustco Bank	6,000		37
UDR ‡	697		9
United America Indemnity, Cl A *	2,300		14
Unum Group	6,900		155
US Bancorp	56,788		1,285
Valley National Bancorp	4,684		55
Ventas ‡	100		4
Vornado Realty Trust ‡	308		18
Waddell & Reed Financial, Cl A	3,100		82
Webster Financial	1,900		25
Wells Fargo	62,737		1,726
White Mountains Insurance Group	100		31
Wilmington Trust	900		13
World Acceptance *	1,300		34
WR Berkley	12,200		312
XL Capital, Cl A	3,800		66
Zions Bancorporation	3,000		53

			42,005


Health Care — 11.4%
Abbott Laboratories	13,700		620
Aetna	51,800		1,476
Alexion Pharmaceuticals *	300		14
Allergan	33,400		1,868
Allscripts-Misys Healthcare Solutions	800		12
American Medical Systems Holdings *	4,900		75
AMERIGROUP *	6,700		158
AmerisourceBergen	85,406		1,820
Amgen *	42,930		2,565
Amylin Pharmaceuticals *	1,300		16
Baxter International	5,300		302
Becton Dickinson	100		7
Biogen Idec *	35,558		1,785
Boston Scientific *	2,800		33
Bristol-Myers Squibb	42,900		949
Bruker *	700		7
C.R. Bard	1,500		121
Cantel Medical *	1,700		23
Cardinal Health	200		7
Celgene *	2,400		125
Cephalon *	1,000		57
Cerner *	832		51
CIGNA	1,800		53
Cooper	1,700		46
Coventry Health Care *	1,300		28
DaVita *	1,800		93
Dendreon *	1,800		42
Dentsply International	900		30
Edwards Lifesciences *	2,200		136
Eli Lilly	14,500		485
Endo Pharmaceuticals Holdings *	18,900		427
Enzon Pharmaceuticals *	6,100		44
ev3 *	1,100		14
Express Scripts *	800		58
Forest Laboratories *	29,361		859


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Gen-Probe *	500	$	19
Genzyme *	500		28
Gilead Sciences *	42,451		1,913
Health Management Associates, Cl A *	600		4
Health Net *	17,500		268
HLTH *	3,579		52
Hologic *	1,000		16
Hospira *	4,000		156
Humana *	3,800		136
ICU Medical *	700		26
Idexx Laboratories *	100		5
Illumina *	100		3
IMS Health	4,100		57
Intuitive Surgical *	2,100		468
Inverness Medical Innovations *	1,000		36
Isis Pharmaceuticals *	3,300		53
Johnson & Johnson	70,917		4,286
King Pharmaceuticals *	4,600		48
Laboratory Corp of America Holdings *	2,100		147
LifePoint Hospitals *	1,400		35
Lincare Holdings *	15,100		398
McKesson	27,491		1,563
Medco Health Solutions *	29,800		1,646
Medtronic	21,225		813
Merck	31,623		1,026
Mettler Toledo International *	2,500		219
Mylan Laboratories *	4,100		60
Myriad Genetics *	200		6
Novo Nordisk ADR	13,200		805
Omnicare	1,900		44
Perrigo	4,700		139
Pfizer	180,117		3,008
Pharmaceutical Product Development	100		2
Psychiatric Solutions *	500		13
Quest Diagnostics	10,500		567
Quidel *	3,400		53
ResMed *	800		37
Schering-Plough	22,384		631
Sepracor *	800		15
St. Jude Medical *	100		4
Stryker	19,421		805
Teleflex	800		36
Thermo Fisher Scientific *	4,000		181
United Therapeutics *	100		9
UnitedHealth Group	89,100		2,495
Universal Health Services, Cl B	100		6
Valeant Pharmaceuticals International *	6,200		160
Varian Medical Systems *	300		13
VCA Antech *	400		10
Vertex Pharmaceuticals *	1,100		41
Warner Chilcott, Cl A *	11,800		240
Watson Pharmaceuticals *	800		28
WellPoint *	17,700		935
Wyeth	19,177		918
Zimmer Holdings *	2,366		112

			39,200


Industrials — 7.5%
3M	12,400		894
Aecom Technology *	3,600		99
AGCO *	30,389		949
Alliant Techsystems *	1,200		93
Ampco-Pittsburgh	500		12
Applied Signal Technology	800		20
BE Aerospace *	2,300		39
Beacon Roofing Supply *	3,000		50
Boeing	5,350		266
Bucyrus International, Cl A	600		18
Burlington Northern Santa Fe	4,600		382
C.H. Robinson Worldwide	5,300		298
Carlisle	900		30
Caterpillar	1,500		68
Chart Industries *	1,800		34
Cintas	2,500		69
Colfax *	2,000		21
Continental Airlines, Cl B *	500		7
Con-way	200		8
Cooper Industries, Cl A	2,400		77
CSX	11,800		501
Cummins	800		36
Danaher	600		36
Deere	3,550		155
Dover	10,400		360
Dun & Bradstreet	1,000		73
Emerson Electric	2,500		92
Equifax	9,200		254
Expeditors International Washington	30,500		996
Fastenal	2,700		98
First Solar *	500		61
Flowserve	400		34
Fluor	26,794		1,417
Foster Wheeler *	8,100		235
Gardner Denver *	7,600		247
General Cable *	2,000		71
General Dynamics	32,797		1,941
General Electric	173,000		2,405
Goodrich	13,300		734
Graco	400		10
Harsco	3,538		110
Hertz Global Holdings *	3,500		35
Honeywell International	300		11
Hubbell, Cl B	1,000		39
IDEX	600		16
Illinois Tool Works	5,517		231
Iron Mountain *	1,800		53
ITT	4,200		210
Jacobs Engineering Group *	900		40
JB Hunt Transport Services	400		11
Joy Global	6,300		245
Kansas City Southern *	200		5
KBR	36,927		836
Kennametal	1,600		35
L-3 Communications Holdings, Cl 3	8,700		647
Lennox International	400		14
Lincoln Electric Holdings	300		14
Lockheed Martin	14,268		1,070
Manpower	400		21


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Masco	1,800	$	26
McDermott International *	10,700		254
Monster Worldwide *	1,100		18
MSC Industrial Direct, Cl A	500		20
Multi-Color	1,000		14
Navistar International *	400		17
Norfolk Southern	3,700		170
Northrop Grumman	20,600		1,005
Oshkosh Truck	1,000		34
Owens Corning *	10,500		235
Paccar	200		7
Pentair	1,200		34
Pitney Bowes	900		20
Precision Castparts	400		37
Quanta Services *	16,600		367
Raytheon	27,653		1,305
Republic Services, Cl A	1,760		45
Robert Half International	300		8
Rockwell Automation	1,200		50
Rockwell Collins	1,200		55
Roper Industries	400		19
Shaw Group *	1,700		50
Southwest Airlines	90,785		742
Spirit Aerosystems Holdings, Cl A *	1,800		28
Stericycle *	1,200		59
SunPower, Cl A *	600		15
Tennant	700		18
Terex *	2,800		46
Textron	1,400		21
Thomas & Betts *	2,300		64
Toro	1,200		46
TransDigm Group *	700		31
Tyco International	17,300		548
Union Pacific	15,500		927
United Parcel Service, Cl B	21,450		1,147
United Technologies	8,300		493
URS *	4,400		190
UTi Worldwide	700		9
Waste Connections *	500		14
Waste Management	16,272		487
Waste Services *	1,000		4
Watson Wyatt Worldwide, Cl A	1,300		57
WW Grainger	3,834		335

			25,904


Information Technology — 18.5%
Accenture, Cl A	18,634		615
Acme Packet *	1,400		11
Adobe Systems *	28,200		886
Advanced Micro Devices *	12,600		55
Affiliated Computer Services, Cl A *	2,200		99
Akamai Technologies *	4,500		80
Alliance Data Systems *	2,000		111
Altera	7,000		134
Amdocs *	500		12
Analog Devices	2,500		71
Apple *	18,300		3,078
Applied Micro Circuits *	3,900		31
Arris Group *	2,000		26
Autodesk *	12,300		288
Automatic Data Processing	7,100		272
Avnet *	11,200		299
BMC Software *	4,800		171
Brightpoint *	2,700		20
Broadcom, Cl A *	5,400		154
Broadridge Financial Solutions	2,800		58
CA	30,600		682
Cadence Design Systems *	6,800		43
Celestica *	29,600		252
Ciena *	900		12
Cirrus Logic *	1,500		7
Cisco Systems *	173,337		3,744
Citrix Systems *	800		29
Cognizant Technology Solutions, Cl A *	1,500		52
CommScope *	600		16
Computer Sciences *	9,200		449
Compuware *	1,500		11
Convergys *	4,800		52
Corning	98,914		1,492
Cree *	4,000		147
CTS	900		8
Cypress Semiconductor *	6,800		69
Dell *	39,800		630
Diebold	8,400		254
Dolby Laboratories, Cl A *	2,500		98
Earthlink	1,800		15
eBay *	94,502		2,092
Electronic Arts *	68,423		1,247
EMC *	70,800		1,126
Equinix *	500		42
F5 Networks *	2,000		69
Factset Research Systems	500		28
Fidelity National Information Services	444		11
Fiserv *	800		39
Flextronics International *	45,900		272
Global Payments	400		17
Google, Cl A *	8,115		3,747
Hewitt Associates, Cl A *	10,200		367
Hewlett-Packard	52,707		2,366
IAC *	3,400		63
Ingram Micro, Cl A *	37,900		635
Integrated Device Technology *	900		6
Intel	183,589		3,731
Interactive Intelligence *	1,200		21
International Business Machines	27,580		3,256
International Rectifier *	600		11
Intuit *	40,900		1,136
Itron *	300		16
j2 Global Communications *	700		15
Jabil Circuit	2,900		32
JDS Uniphase *	7,800		54
Juniper Networks *	2,200		51
Kla-Tencor	400		12
Lam Research *	1,500		46
Linear Technology	4,500		120
Marvell Technology Group *	6,600		101
Mastercard, Cl A	6,800		1,378
Maxim Integrated Products	1,500		28
McAfee *	3,700		147
MEMC Electronic Materials *	2,900		46


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Metavante Technologies *	3,403	$	107
Microchip Technology	1,200		32
Micron Technology *	7,500		55
Micros Systems *	1,000		28
Microsoft	200,178		4,934
Molex	2,000		36
Motorola	18,580		133
National Instruments	1,000		26
National Semiconductor	1,600		24
NCR *	900		12
NetApp *	2,400		55
NeuStar, Cl A *	18,000		417
Nokia ADR	23,400		328
Novatel Wireless *	4,800		46
Novellus Systems *	1,600		31
Nvidia *	5,200		75
ON Semiconductor *	3,200		26
Oplink Communications *	500		7
Oracle	94,800		2,073
Paychex	11,800		334
Pegasystems	800		24
Perot Systems, Cl A *	8,900		148
QLogic *	14,000		221
Qualcomm	70,933		3,293
Quest Software *	800		13
Rackspace Hosting *	14,700		190
Rambus *	1,600		31
Red Hat *	8,775		201
RightNow Technologies *	5,500		69
Rovi *	700		21
SAIC *	3,000		56
SanDisk *	29,576		524
Seagate Technology	68,600		950
Silicon Laboratories *	2,300		104
Sohu.com *	200		12
Solera Holdings	900		24
Sun Microsystems *	12,095		112
Sybase *	1,500		52
Symantec *	110,900		1,677
Synopsys *	2,500		53
Tech Data *	19,270		734
Tellabs *	5,100		32
Teradata *	33,900		913
Teradyne *	1,700		14
Texas Instruments	103,451		2,544
THQ *	1,800		10
Total System Services	1,900		29
Trimble Navigation *	1,700		43
Varian Semiconductor Equipment Associates *	800		24
VeriSign *	39,300		833
Visa, Cl A	43,411		3,087
VMware, Cl A *	1,500		53
Western Digital *	19,000		651
Western Union	21,100		381
Xilinx	4,500		100
Yahoo! *	65,450		956

			63,819


Materials — 2.6%
AK Steel Holding	500		10
Albemarle	800		26
Allegheny Technologies	1,500		46
Ball	6,097		295
Bemis	18,100		481
Celanese, Cl A	2,100		53
CF Industries Holdings	271		22
Cliffs Natural Resources	1,701		43
Commercial Metals	2,600		44
Crown Holdings *	9,000		224
E.I. Du Pont de Nemours	1,100		35
Eagle Materials	1,000		26
Ecolab	31,822		1,346
FMC	1,100		52
Freeport-McMoRan Copper & Gold, Cl B	3,700		233
Greif, Cl A	200		10
Hawkins	600		13
Huntsman	1,800		15
International Flavors & Fragrances	800		29
International Paper	700		16
Intrepid Potash *	1,400		33
Kaiser Aluminum	1,800		58
Koppers Holdings	500		14
Lubrizol	12,053		768
Martin Marietta Materials	100		9
Monsanto	3,600		302
Mosaic	400		19
Nalco Holding	20,100		360
NewMarket	1,500		125
Newmont Mining	2,300		92
Nucor	7,411		330
Owens-Illinois *	600		20
Packaging of America	700		14
Pactiv *	8,200		204
PPG Industries	3,100		172
Praxair	14,600		1,119
Reliance Steel & Aluminum	200		7
Schnitzer Steel Industries, Cl A	700		38
Scotts Miracle-Gro, Cl A	3,500		142
Sealed Air	1,400		27
Sigma-Aldrich	200		10
Sonoco Products	3,299		86
Southern Copper	36,787		1,040
Steel Dynamics	1,300		22
Stepan	300		16
Syngenta ADR	12,700		596
Temple-Inland	1,900		32
Terra Industries	545		17
United States Steel	300		13
Valspar	3,400		91
Vulcan Materials	500		25

			8,820


Telecommunication Services — 2.7%
AT&T	191,489		4,988
Atlantic Telegraph-Network	900		43
CenturyTel	12,873		415
Crown Castle International *	37,600		1,010
Frontier Communications	18,700		133
iPCS *	1,200		19
Leap Wireless International *	3,000		49
MetroPCS Communications *	5,700		45


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Diversified Alpha Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
NII Holdings *	18,626	$	442
NTELOS Holdings	3,600		58
Qwest Communications International	12,400		45
SBA Communications, Cl A *	1,400		34
Sprint Nextel *	39,728		145
Telephone & Data Systems	600		16
Verizon Communications	60,800		1,887
Windstream	11,850		102

			9,431


Utilities — 3.3%
AES *	166,926		2,282
AGL Resources	2,200		74
Allegheny Energy	100		3
Alliant Energy	300		8
Ameren	2,400		65
American Electric Power	2,400		75
American Water Works	5,400		108
Aqua America	2,600		44
Atmos Energy	2,400		65
Calpine *	6,800		80
Centerpoint Energy	200		3
CMS Energy	5,500		74
Consolidated Edison	7,100		285
Constellation Energy Group	10,800		342
Dominion Resources	7,900		261
DPL	2,500		62
DTE Energy	4,200		146
Duke Energy	4,100		63
Edison International	13,500		451
Energen	200		8
Entergy	300		24
Equities	1,700		67
Exelon	1,125		56
FirstEnergy	1,200		54
FPL Group	2,400		135
Hawaiian Electric Industries	8,400		146
Integrys Energy Group	400		14
ITC Holdings	600		28
MDU Resources Group	2,000		39
Mirant *	36,100		608
National Fuel Gas	100		5
Northeast Utilities	3,900		93
NRG Energy *	50,937		1,368
NSTAR	5,200		165
NV Energy	32,100		387
OGE Energy	1,800		56
Oneok	500		17
PG&E	4,400		179
Pinnacle West Capital	4,500		148
PPL	42,231		1,242
Progress Energy	3,500		138
Public Service Enterprise Group	19,400		614
Questar	300		10
SCANA	2,400		83
Sempra Energy	12,200		612
Southern	5,200		162
TECO Energy	1,400		19
UGI	4,100		105
Vectren	1,100		25
Westar Energy	3,200		66


Description	Shares/Face Amount ($Thousands)		Market Value ($ Thousands)
Wisconsin Energy		1,800	$	82
Xcel Energy		6,700		132

				11,378


Total Common Stock (Cost $267,890) ($ Thousands)				285,709

U.S. TREASURY OBLIGATIONS — 1.8%
U.S. Treasury Bills
0.224%, 12/03/09 (A)(B)	$	4,848		4,846
0.195%, 01/07/10 (A)(B)		900		900
0.326%, 05/06/10 (A)(B)		500		499

				6,245


Total U.S. Treasury Obligations (Cost $6,243) ($ Thousands)				6,245


CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%†**		8,332,395		8,332


Total Cash Equivalent (Cost $8,332) ($ Thousands)				8,332


AFFILIATED PARTNERSHIP — 12.2%
SEI LIBOR Plus Portfolio†		6,723,909		41,890


Total Affiliated Partnership (Cost $58,112) ($ Thousands)				41,890


Total Investments — 99.2% (Cost $340,577)($ Thousands)††			$	342,176

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI	29	Sep-2009	$	131
S&P Composite Index	221	Sep-2009		4,132

			$	4,263

Percentages are based on a Net Assets of $344,992 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(B)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $340,577 ($ Thousands), and the unrealized appreciation and depreciation were $36,349 ($ Thousands) and $(34,750) ($ Thousands) respectively.

ADR — American Depositary Receipt

Cl — Class

LIBOR — London Interbank Offered Rate

REIT — Real Estate Investment Trust

Ser — Series

See end of Form N-Q Filing for FAS 157 disclosure.


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 82.6%

Consumer Discretionary — 7.7%
Amazon.com * (A)	114,381	$	9,287
Apollo Group, Cl A *	283,472		18,375
AutoNation * (A)	34,800		661
AutoZone * (A)	21,900		3,225
Bed Bath & Beyond *	21,900		799
Best Buy (A)	103,400		3,751
Big Lots * (A)	53,200		1,352
Black & Decker	4,500		199
Brinker International	1		—
Carnival	31,600		924
Carter’s *	9,900		249
CBS, Cl B	60,600		627
Charlotte Russe Holding *	33,000		574
Chico’s FAS * (A)	477,646		6,080
Coach (A)	390,400		11,044
Collective Brands *	19,500		309
Comcast, Cl A (A)	4,620,992		70,794
Darden Restaurants (A)	438,450		14,438
DeVry	4,700		240
DIRECTV Group * (A)	379,642		9,400
DISH Network, Cl A *	294,359		4,801
DR Horton (A)	80,900		1,085
Expedia * (A)	73,600		1,696
Family Dollar Stores (A)	186,500		5,647
Ford Motor * (A)	1,679,051		12,761
GameStop, Cl A * (A)	13,000		309
Gannett (A)	54,700		473
Gap (A)	145,400		2,857
Gentex (A)	62,799		916
Genuine Parts	73,800		2,734
Goodyear Tire & Rubber *	125,900		2,076
H&R Block	310,098		5,358
Hanesbrands *	104,300		2,197
Harley-Davidson (A)	38,900		933
Harman International Industries (A)	52,300		1,568
Hasbro (A)	593,680		16,854
Home Depot (A)	1,009,798		27,557
International Game Technology	105,500		2,207
J.C. Penney (A)	40,900		1,229
Johnson Controls (A)	706,956		17,511
Jones Apparel Group	23,800		371
Jos. A. Bank Clothiers * (A)	23,800		1,047
KB Home (A)	50,000		911
Kohl’s * (A)	41,500		2,141
Leggett & Platt	470,400		8,585
Lennar, Cl A (A)	137,100		2,077
Limited Brands (A)	84,800		1,265
Lowe’s	255,900		5,502
Macy’s	1,146,228		17,790
Marriott International, Cl A (A)	25,647		613
Mattel	12,600		227
McDonald’s (A)	547,332		30,782
McGraw-Hill	71,400		2,400
Meredith (A)	45,500		1,259
Newell Rubbermaid (A)	35,700		497
News, Cl A (A)	719,100		7,709
NIKE, Cl B (A)	34,400		1,905
Nordstrom (A)	28,826		808
NVR * (A)	18,375		12,408
Office Depot *	250,500		1,308
O’Reilly Automotive * (A)	66,600		2,549
PetMed Express (A)	48,600		879
Polo Ralph Lauren, Cl A (A)	28,500		1,892
Pulte Homes (A)	112,674		1,440
RadioShack	55,700		843
Ross Stores (A)	51,000		2,379
Royal Caribbean Cruises	393,490		7,508
Ruby Tuesday *	42,800		312
Sally Beauty Holdings *	66,700		474
Sherwin-Williams (A)	67,700		4,076
Smith & Wesson Holding * (A)	151,700		816
Snap-On	9,700		362
Stanley Works	17,700		724
Staples	23,300		504
Starbucks * (A)	1,201,302		22,813
Starwood Hotels & Resorts Worldwide (A)	12,200		363
Steven Madden *	9,900		319
Strayer Education (A)	9,900		2,090
Target (A)	622,972		29,280
Texas Roadhouse, Cl A * (A)	66,500		678
Thor Industries (A)	83,292		2,169
Tiffany (A)	37,000		1,346
Time Warner	534,915		14,929
Time Warner Cable, Cl A	531,178		19,611
TJX	424,374		15,256
Tractor Supply * (A)	8,600		405
TRW Automotive Holdings *	22,800		403
Tupperware Brands	7,200		266
Universal Technical Institute *	7,000		141
VF (A)	35,400		2,463
Viacom, Cl B *	62,400		1,562
Virgin Media	259,216		2,963
Walt Disney (A)	875,816		22,806
Whirlpool (A)	4,700		302
Williams-Sonoma (A)	34,765		665
Wyndham Worldwide (A)	113,700		1,723
Wynn Resorts * (A)	28,700		1,554
Yum! Brands	12,100		414

			531,981


Consumer Staples — 10.1%
Altria Group	1,587,404		29,018
Archer-Daniels-Midland	97,300		2,805
Avon Products	15,300		488
Brown-Forman, Cl B	153,822		6,879
Campbell Soup	97,700		3,064
Chiquita Brands International *	42,700		658
Clorox	46,500		2,748
Coca-Cola (A)	941,234		45,904
Coca-Cola Enterprises	579,717		11,716
Colgate-Palmolive	200,500		14,576
Constellation Brands, Cl A *	25,600		379
Costco Wholesale (A)	333,663		17,010
CVS Caremark	527,808		19,803
Dean Foods *	16,200		294
Estee Lauder, Cl A	700		25
General Mills (A)	514,170		30,711
Green Mountain Coffee Roasters * (A)	68,156		4,102


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Hershey (A)	121,500	$	4,766
HJ Heinz	30,100		1,159
Hormel Foods	19,600		724
JM Smucker	177,960		9,302
Kellogg	113,100		5,326
Kimberly-Clark	331,794		20,060
Kraft Foods, Cl A	430,583		12,207
Kroger	1,051,667		22,705
Lorillard	8,600		626
Molson Coors Brewing, Cl B	52,907		2,507
Pantry *	15,000		227
Pepsi Bottling Group	32,451		1,159
PepsiCo	780,797		44,248
Philip Morris International	1,559,350		71,278
Procter & Gamble	1,976,926		106,972
Reynolds American (A)	211,500		9,667
Safeway	9,201		175
Sanderson Farms (A)	43,200		1,797
Sara Lee	1,880,179		18,219
Supervalu (A)	38,000		545
Sysco (A)	932,819		23,778
Tyson Foods, Cl A (A)	1,387,865		16,641
Walgreen (A)	885,881		30,014
Wal-Mart Stores (A)	1,974,673		100,452
Whole Foods Market * (A)	40,400		1,175

			695,909


Energy — 9.8%
Anadarko Petroleum	93,600		4,949
Apache (A)	273,140		23,203
Baker Hughes	24,100		830
BJ Services (A)	66,900		1,074
Cabot Oil & Gas	44,700		1,576
Cal Dive International *	57,800		603
Cameron International *	28,600		1,021
Chesapeake Energy	316,000		7,217
Chevron	1,871,593		130,899
ConocoPhillips	596,426		26,857
Consol Energy	56,900		2,129
Denbury Resources *	115,200		1,753
Devon Energy (A)	177,700		10,907
Diamond Offshore Drilling (A)	9,800		876
Dresser-Rand Group *	88,800		2,637
El Paso	91,300		843
ENSCO International	29,500		1,089
EOG Resources	4,200		302
Exxon Mobil (A)	3,548,316		245,366
FMC Technologies * (A)	89,200		4,255
Halliburton	392,730		9,312
Helix Energy Solutions Group *	211,000		2,469
Hess (A)	631,870		31,966
Marathon Oil (A)	965,280		29,798
Massey Energy (A)	87,300		2,364
Murphy Oil	232,772		13,268
Nabors Industries * (A)	303,790		5,371
National Oilwell Varco *	101,000		3,671
Noble Energy	20,200		1,221
Occidental Petroleum (A)	567,050		41,451
Peabody Energy	72,200		2,360
Petroquest Energy *	45,600		190
Pioneer Natural Resources (A)	68,000		1,969
Range Resources	17,500		847
Rowan	44,501		922
Schlumberger (A)	671,688		37,749
SEACOR Holdings *	14,100		1,073
Smith International (A)	34,800		960
Southwestern Energy * (A)	52,800		1,946
Spectra Energy (A)	311,400		5,861
Stone Energy *	187,900		2,398
Sunoco	22,000		592
Tesoro (A)	129,600		1,825
Valero Energy	35,000		656
Walter Industries	13,700		711
Western Refining * (A)	77,000		467
Williams	145,700		2,395
World Fuel Services (A)	7,600		342
XTO Energy	116,625		4,502

			677,042


Financials — 11.7%
Aflac (A)	516,114		20,965
Allied World Assurance Holdings	51,500		2,386
Allstate	174,847		5,139
American Express	1,175,652		39,761
American International Group (A)	24,600		1,115
Ameriprise Financial	235,436		7,070
Annaly Capital Management ‡	1,283,099		22,249
AON	17,000		710
Apartment Investment & Management, Cl A ‡ (A)	7,218		88
Assurant	23,700		710
Assured Guaranty (A)	84,400		1,680
AvalonBay Communities ‡ (A)	1,800		116
Bank of America	4,730,853		83,215
Bank of Hawaii (A)	75,973		2,997
Bank of New York Mellon	1,563,462		46,294
BB&T	68,000		1,900
BlackRock, Cl A (A)	62,751		12,523
Boston Properties ‡ (A)	28,500		1,727
Brandywine Realty Trust ‡	115,400		1,224
Capital One Financial	52,400		1,954
CB Richard Ellis Group, Cl A * (A)	113,900		1,348
Charles Schwab (A)	1,310,255		23,663
Chimera Investment ‡	65,700		250
Chubb	140,224		6,926
Cincinnati Financial	109,700		2,821
Citigroup (A)	4,178,962		20,895
CME Group, Cl A	9,800		2,852
Colonial Properties Trust ‡ (A)	63,500		573
Comerica	74,400		1,984
Commerce Bancshares	36,201		1,330
Community Bank System (A)	17,400		310
Cousins Properties ‡ (A)	17,300		144
Cullen/Frost Bankers	61,498		3,031
Discover Financial Services	559,967		7,700
Endurance Specialty Holdings (A)	66,400		2,289
Equity Residential ‡	217,240		5,933
Federated Investors, Cl B (A)	66,700		1,751
Fifth Third Bancorp	159,000		1,739
First Horizon National * (A)	97,807		1,309
Forest City Enterprises, Cl A	92,100		852
Franklin Resources	129,458		12,082


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Genworth Financial, Cl A	105,800	$	1,117
GFI Group	67,200		481
Goldman Sachs Group	343,913		56,904
Hartford Financial Services Group	96,364		2,286
HCP ‡	80,700		2,298
Health Care REIT ‡ (A)	4,200		179
Host Hotels & Resorts ‡	157,900		1,574
Hudson City Bancorp	228,979		3,004
Huntington Bancshares (A)	332,500		1,516
IntercontinentalExchange *	21,300		1,998
Invesco	200,300		4,156
Janus Capital Group	145,200		1,847
JPMorgan Chase	1,990,034		86,487
Keycorp (A)	292,400		1,947
Legg Mason (A)	43,100		1,240
Leucadia National (A)	47,400		1,179
Lincoln National	106,900		2,698
Loews	110,100		3,760
M&T Bank (A)	19,100		1,180
Marsh & McLennan	139,800		3,291
Marshall & Ilsley	292,400		2,082
MBIA * (A)	130,200		875
MetLife	428,533		16,181
MFA Mortgage Investments ‡	96,200		762
Montpelier Re Holdings (A)	32,700		526
Moody’s (A)	101,800		2,773
Morgan Stanley	290,316		8,408
MSCI, Cl A *	20,400		600
NASDAQ OMX Group *	93,900		2,061
NewAlliance Bancshares	11,700		137
Northern Trust	353,694		20,677
NYSE Euronext	135,700		3,846
optionsXpress Holdings	56,300		937
People’s United Financial	93,500		1,502
PHH * (A)	26,800		570
Platinum Underwriters Holdings	13,100		475
Plum Creek Timber ‡ (A)	4,400		133
PNC Financial Services Group	227,100		9,672
Principal Financial Group	67,500		1,917
Progressive	99,900		1,650
ProLogis ‡ (A)	367,400		4,086
Prudential Financial	427,110		21,603
Public Storage ‡ (A)	49,183		3,470
Rayonier ‡	17,520		753
Regions Financial (A)	283,700		1,663
Simon Property Group ‡ (A)	19,334		1,230
SLM * (A)	159,600		1,420
StanCorp Financial Group	68,800		2,604
State Street	93,500		4,907
SunTrust Banks (A)	47,200		1,103
T. Rowe Price Group (A)	554,457		25,128
TD Ameritrade Holding * (A)	299,944		5,771
TFS Financial	24,800		283
Torchmark (A)	22,500		959
Travelers	606,395		30,574
Unum Group	82,600		1,861
US Bancorp (A)	840,536		19,013
Ventas ‡	16,000		627
Vornado Realty Trust ‡ (A)	18,903		1,087
Webster Financial	48,000		627
Wells Fargo (A)	2,407,972		66,267
Wintrust Financial	8,700		241
World Acceptance * (A)	16,500		429
XL Capital, Cl A (A)	116,600		2,023
Zions Bancorporation (A)	106,300		1,878

			808,138


Health Care — 11.4%
Abbott Laboratories	766,531		34,670
Aetna	31,159		888
Allergan	67,400		3,769
American Medical Systems Holdings *	54,000		823
AmerisourceBergen (A)	861,907		18,367
Amgen *	670,024		40,027
Baxter International	275,800		15,699
Becton Dickinson	23,700		1,650
Biogen Idec * (A)	511,339		25,674
Boston Scientific *	66,000		775
Bristol-Myers Squibb	1,206,447		26,699
Cardinal Health	118,928		4,113
Celgene *	135,400		7,064
Cephalon * (A)	133,100		7,577
CIGNA	67,500		1,986
Cooper (A)	40,300		1,101
Coventry Health Care *	180,052		3,931
DaVita *	56,000		2,896
Dendreon * (A)	148,757		3,477
Eli Lilly (A)	596,932		19,973
Express Scripts *	15,700		1,134
Forest Laboratories *	305,936		8,955
Genzyme *	10,700		596
Gilead Sciences * (A)	650,585		29,315
Healthsouth * (A)	13,400		209
Hospira *	79,600		3,112
Humana * (A)	279,857		9,991
IMS Health	44,100		611
Intuitive Surgical * (A)	17,100		3,808
Invacare	16,900		366
Isis Pharmaceuticals * (A)	48,000		775
Johnson & Johnson (A)	2,037,764		123,163
King Pharmaceuticals * (A)	159,300		1,654
Laboratory Corp of America Holdings *	11,700		817
Lincare Holdings * (A)	62,700		1,655
Masimo * (A)	31,900		801
McKesson	447,073		25,421
Medco Health Solutions * (A)	264,748		14,619
Medtronic	506,019		19,380
Merck (A)	1,156,490		37,505
Mettler Toledo International *	36,900		3,225
Millipore *	25,500		1,689
Mylan Laboratories * (A)	324,700		4,763
PerkinElmer	16,100		294
Pfizer (A)	4,730,501		78,999
Quest Diagnostics	164,000		8,849
Quidel *	13,600		210
Schering-Plough	1,250,256		35,232
St. Jude Medical *	11,700		451
Stryker	510,382		21,160
Thermo Fisher Scientific * (A)	202,130		9,138
UnitedHealth Group	1,151,114		32,231


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Valeant Pharmaceuticals International * (A)	31,900	$	826
Varian Medical Systems *	2,500		108
Warner Chilcott, Cl A *	43,900		894
Waters *	143,370		7,209
Watson Pharmaceuticals * (A)	80,300		2,834
WellPoint *	405,076		21,408
Wyeth	820,248		39,249
Zimmer Holdings *	222,825		10,551

			784,366


Industrials — 8.2%
3M	377,846		27,243
AGCO * (A)	462,871		14,460
Alliant Techsystems *	17,800		1,375
Avery Dennison	56,300		1,740
Boeing (A)	230,618		11,455
Burlington Northern Santa Fe	119,300		9,904
C.H. Robinson Worldwide (A)	87,200		4,906
Caterpillar (A)	14,828		672
Chart Industries *	32,100		599
Cintas	48,000		1,317
Con-way	4,600		192
Cooper Industries, Cl A	46,500		1,500
Copa Holdings, Cl A	42,429		1,772
Crane	1		—
CSX	140,796		5,984
Cummins	29,740		1,348
Danaher	48,700		2,957
Deere	28,800		1,256
Dover	282,070		9,757
Dun & Bradstreet	42,100		3,075
Eaton (A)	202,230		10,910
Emerson Electric	95,330		3,515
Equifax	191,300		5,287
Expeditors International Washington	11,200		366
Fastenal (A)	17,500		634
Flowserve	8,400		724
Fluor (A)	427,453		22,612
General Dynamics	688,872		40,774
General Electric	6,452,340		89,687
Goodrich	36,100		1,991
Harsco	130,112		4,058
Hawaiian Holdings *	52,800		386
Honeywell International	56,553		2,079
Illinois Tool Works	422,044		17,650
Iron Mountain * (A)	45,000		1,318
ITT (A)	61,300		3,070
Jacobs Engineering Group *	31,900		1,403
KBR	365,365		8,276
L-3 Communications Holdings, Cl 3	58,700		4,367
Lockheed Martin	659,136		49,422
Manitowoc (A)	41,700		277
Masco	55,200		799
McDermott International *	98,201		2,333
Monster Worldwide *	44,400		720
Norfolk Southern	80,700		3,702
Northrop Grumman (A)	531,686		25,952
Oshkosh Truck	47,900		1,609
Paccar (A)	72,369		2,618
Pall	6,600		196
Pitney Bowes	5,000		112
Precision Castparts	120,890		11,035
Quanta Services *	27,500		608
Raytheon	413,752		19,521
Republic Services, Cl A	9,340		239
Robert Half International (A)	34,800		915
Rockwell Automation	21,300		891
Rockwell Collins	17,700		815
Southwest Airlines (A)	1,468,156		12,010
Stericycle *	93,700		4,640
Textron (A)	61,900		951
Timken (A)	231,044		4,877
Trinity Industries (A)	108,800		1,719
Union Pacific	310,330		18,561
United Parcel Service, Cl B	515,993		27,585
United Technologies	408,234		24,233
URS *	17,117		740
Waste Management (A)	293,823		8,794
Watson Wyatt Worldwide, Cl A	13,700		599
WESCO International *	203,419		4,888
WW Grainger (A)	117,300		10,260

			562,240


Information Technology — 15.3%
Accenture, Cl A	183,796		6,065
Adobe Systems * (A)	599,430		18,834
Advanced Micro Devices * (A)	228,400		996
Affiliated Computer Services, Cl A *	47,900		2,146
Agilent Technologies *	20,800		534
Akamai Technologies * (A)	568,770		10,033
Altera (A)	209,800		4,030
Analog Devices	62,200		1,757
Apple *	469,493		78,974
Applied Materials	3,600		48
Arris Group *	56,200		745
Autodesk *	113,700		2,664
Automatic Data Processing	184,553		7,078
BMC Software *	89,600		3,194
Broadcom, Cl A *	223,701		6,364
CA	1		—
Ciena * (A)	67,400		903
Cisco Systems *	3,438,921		74,281
Citrix Systems *	7,300		261
Cognizant Technology Solutions, Cl A *	507,710		17,709
Computer Sciences *	66,724		3,260
Compuware *	70,700		510
Convergys *	103,800		1,125
Corning	1,819,391		27,437
Dell * (A)	1,325,902		20,989
Dolby Laboratories, Cl A * (A)	12,800		499
eBay * (A)	1,063,327		23,542
EchoStar, Cl A *	16,400		304
Electronic Arts *	651,162		11,864
EMC * (A)	805,510		12,808
Fidelity National Information Services (A)	29,700		729
Fiserv *	42,800		2,065
FLIR Systems *	2,300		53
Google, Cl A * (A)	128,610		59,376


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Hewlett-Packard	1,201,768	$	53,947
IAC * (A)	102,276		1,894
Ingram Micro, Cl A *	57,700		967
Intel (A)	5,510,230		111,968
International Business Machines (A)	1,155,884		136,452
Intuit *	47,200		1,311
j2 Global Communications * (A)	28,700		613
Jabil Circuit	102,400		1,121
JDS Uniphase * (A)	162,900		1,119
Juniper Networks * (A)	77,100		1,779
Kla-Tencor (A)	9,300		290
Lexmark International, Cl A *	2,500		47
Linear Technology (A)	102,000		2,710
LSI * (A)	241,300		1,257
Mastercard, Cl A (A)	51,300		10,395
McAfee * (A)	45,900		1,826
MEMC Electronic Materials *	99,500		1,587
Microchip Technology (A)	29,400		781
Micron Technology * (A)	167,600		1,235
Microsoft	3,727,114		91,873
Molex (A)	259,958		4,734
Motorola (A)	526,090		3,777
National Semiconductor (A)	63,100		957
NetApp *	31,000		705
Novatel Wireless *	18,800		182
Novellus Systems * (A)	32,400		621
Nvidia * (A)	166,450		2,417
Oracle (A)	2,521,096		55,136
Paychex (A)	160,300		4,535
Qualcomm	853,078		39,600
Red Hat *	43,200		992
SanDisk *	68,700		1,216
Seagate Technology (A)	872,946		12,090
Silicon Laboratories * (A)	8,800		396
Sun Microsystems *	336,620		3,124
Symantec * (A)	635,500		9,609
Tech Data *	30,301		1,155
Tellabs *	66,700		423
Teradyne * (A)	74,100		611
Texas Instruments (A)	1,325,687		32,599
Total System Services	29,500		450
Tyco Electronics	363,730		8,300
Visa, Cl A (A)	301,277		21,421
Western Digital *	212,000		7,267
Western Union	881,711		15,906
Xilinx (A)	171,100		3,805
Yahoo! * (A)	81,600		1,192

			1,057,569


Materials — 2.4%
Air Products & Chemicals	88,000		6,603
AK Steel Holding	25,600		520
Alcoa	23,100		278
Allegheny Technologies (A)	74,500		2,263
Ball (A)	66,500		3,222
Bemis	121,500		3,231
Celanese, Cl A	238,990		6,087
CF Industries Holdings	20,725		1,692
Dow Chemical (A)	463,763		9,873
E.I. Du Pont de Nemours	170,888		5,456
Eastman Chemical	23,924		1,248
Ecolab	425,220		17,983
FMC	11,700		558
Freeport-McMoRan Copper & Gold, Cl B (A)	165,433		10,419
International Flavors & Fragrances	11,400		406
International Paper	25,000		574
Kaiser Aluminum	10,000		323
MeadWestvaco	1		—
Monsanto	77,320		6,486
NewMarket	18,800		1,563
Newmont Mining	84,923		3,413
Nucor (A)	128,744		5,734
Owens-Illinois *	391,650		13,293
Packaging of America	12,842		261
Pactiv *	325,101		8,079
PPG Industries	253,200		14,027
Praxair	251,100		19,239
Rock-Tenn, Cl A (A)	22,500		1,154
Scotts Miracle-Gro, Cl A	51,100		2,079
Sealed Air	27,500		520
Sigma-Aldrich	13,300		676
Southern Copper (A)	391,060		11,052
Terra Industries	88,712		2,760
Titanium Metals	1		—
United States Steel (A)	41,800		1,830
Vulcan Materials (A)	34,800		1,742
Weyerhaeuser	18,200		680

			165,324


Telecommunication Services — 3.1%
American Tower, Cl A *	2,200		70
AT&T	4,718,219		122,910
CenturyTel	589,224		18,991
Frontier Communications (A)	561,200		3,990
MetroPCS Communications * (A)	38,400		306
NII Holdings *	298,291		7,072
NTELOS Holdings	35,800		580
Qwest Communications International (A)	1,476,347		5,300
Sprint Nextel * (A)	3,019,799		11,052
Verizon Communications	1,374,798		42,674
Windstream (A)	349,013		2,991

			215,936


Utilities — 2.9%
AES *	462,141		6,317
Ameren	11,300		305
American Electric Power	361,300		11,356
American Water Works (A)	32,800		659
Calpine *	117,900		1,387
Centerpoint Energy	4,801		60
CMS Energy (A)	214,300		2,874
Consolidated Edison (A)	128,400		5,160
Constellation Energy Group	278,300		8,808
Dominion Resources	183,900		6,083
DTE Energy	127,400		4,431
Duke Energy	236,900		3,670
Edison International	55,100		1,841
Energen	145,388		6,105
Entergy	2,000		158
Equities (A)	39,500		1,567


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Disciplined Equity Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Exelon (A)		356,188	$	17,816
FirstEnergy		38,700		1,747
FPL Group		274,250		15,407
Integrys Energy Group		16,500		566
Mirant *		25,801		435
Nicor (A)		36,400		1,318
NiSource		35,900		474
Northeast Utilities (A)		106,800		2,541
NRG Energy * (A)		559,691		15,028
NV Energy		71,376		861
Pepco Holdings		158,900		2,277
PG&E (A)		442,734		17,971
Pinnacle West Capital (A)		107,700		3,544
PPL		1,062,531		31,238
Progress Energy		75,900		3,000
Public Service Enterprise Group		346,587		10,976
Questar		22,600		763
SCANA		44,200		1,533
Sempra Energy		73,300		3,678
Southern		189,700		5,919
TECO Energy (A)		80,700		1,075
Unisource Energy		24,700		722
Wisconsin Energy		30,900		1,405
Xcel Energy		124,800		2,465

				203,540

Total Common Stock (Cost $5,060,812) ($ Thousands)				5,702,045


U.S. TREASURY OBLIGATIONS (B) (C) — 1.9%
U.S. Treasury Bills
0.218%, 12/03/09	$	119,000		118,956
0.290%, 12/17/09		700		700
0.071%, 01/07/10		2,700		2,698
0.326%, 05/06/10		6,645		6,633


Total U.S. Treasury Obligations (Cost $128,949) ($ Thousands)				128,987


CASH EQUIVALENT — 3.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †		206,890,970		206,891


Total Cash Equivalent (Cost $206,891) ($ Thousands)				206,891


AFFILIATED PARTNERSHIPS — 26.5%
SEI LIBOR Plus Portfolio †		111,518,139		694,758
SEI Liquidity Fund, L.P.,
0.820%, ** † (D)		1,143,545,904		1,131,701


Total Affiliated Partnerships (Cost $2,135,057) ($ Thousands)				1,826,459


Total Investments — 114.0% (Cost $7,531,709)($ Thousands) ††			$	7,864,382

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI	602	Sep-2009	$	2,503
S&P Composite Index	4,692	Sep-2009		77,677

			$	80,180

Percentages are based on a Net Assets of $6,897,619 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $1,103,400 ($ Thousands).

(B)	Zero coupon security. The rate reported is the effective yield at time of purchase.

(C)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(D)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $1,131,701 ($ Thousands).

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $7,531,709 ($ Thousands), and the unrealized appreciation and depreciation were $742,492 ($ Thousands) and $(409,819) ($ Thousands) respectively.

Cl — Class

REIT — Real Estate Investment Trust

LIBOR — London Interbank Offered Rate

L.P. — Limited Partnership

Amounts designated as “—” are either $0 or have been rounded to $0.

See end of Form N-Q Filing for FAS 157 disclosure.


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.6%

Consumer Discretionary — 9.7%
Aaron’s (A)	1,800	$	47
Abercrombie & Fitch, Cl A (A)	3,602		116
Advance Auto Parts	4,408		187
Aeropostale *	3,200		125
Amazon.com * (A)	14,489		1,176
American Eagle Outfitters	7,171		97
Apollo Group, Cl A *	5,864		380
Autoliv	3,918		126
AutoNation * (A)	2,832		54
AutoZone * (A)	1,407		207
Barnes & Noble (A)	1,238		26
Bed Bath & Beyond *	11,415		416
Best Buy (A)	14,747		535
Big Lots *	3,500		89
Black & Decker (A)	2,468		109
BorgWarner (A)	5,382		160
Boyd Gaming *	1,651		17
Brinker International	4,483		65
Brink’s Home Security Holdings *	2,200		69
Burger King Holdings	5,000		90
Cablevision Systems, Cl A	10,442		233
Career Education * (A)	3,259		77
Carmax * (A)	10,360		179
Carnival	19,200		562
CBS, Cl B	27,169		281
Central European Media Enterprises, Cl A *	1,800		52
Chico’s FAS * (A)	8,600		110
Chipotle Mexican Grill, Cl A * (A)	1,500		126
Choice Hotels International	1,484		44
Clear Channel Outdoor Holdings, Cl A *	700		5
Coach (A)	13,867		392
Comcast, Cl A	127,425		1,952
CTC Media *	1,100		15
Darden Restaurants	6,322		208
DeVry (A)	2,900		148
Dick’s Sporting Goods *	4,258		96
DIRECTV Group * (A)	20,158		499
Discovery Communications, Cl C *	12,421		290
DISH Network, Cl A *	8,362		136
Dollar Tree *	4,153		207
DR Horton	12,868		173
DreamWorks Animation SKG, Cl A *	3,434		116
Expedia * (A)	8,134		187
Family Dollar Stores (A)	6,462		196
Foot Locker	6,869		73
Ford Motor * (A)	140,084		1,065
Fortune Brands	6,620		263
GameStop, Cl A * (A)	7,700		183
Gannett (A)	9,359		81
Gap	21,159		416
Garmin (A)	5,300		174
Gentex	6,132		90
Genuine Parts	7,071		262
Goodyear Tire & Rubber *	11,052		182
Guess? (A)	2,900		102
H&R Block	15,025		260
Hanesbrands *	4,143		87
Harley-Davidson (A)	9,903		237
Harman International Industries (A)	2,768		83
Hasbro	5,867		166
Hillenbrand	2,824		56
Home Depot	75,215		2,053
Interactive Data	1,900		44
International Game Technology	13,643		285
International Speedway, Cl A	1,512		42
Interpublic Group *	22,775		143
ITT Educational Services *	1,621		170
J.C. Penney (A)	9,851		296
Jarden *	4,300		105
John Wiley & Sons, Cl A	1,842		59
Johnson Controls (A)	26,445		655
KB Home (A)	3,380		61
Kohl’s * (A)	13,419		692
Lamar Advertising, Cl A * (A)	2,540		58
Las Vegas Sands * (A)	13,793		197
Leggett & Platt	6,319		115
Lennar, Cl A	5,830		88
Liberty Global, Cl A *	11,871		260
Liberty Media - Capital, Ser A *	3,492		67
Liberty Media - Entertainment, Cl A *	23,268		649
Liberty Media - Interactive, Cl A * (A)	27,147		260
Limited Brands (A)	12,057		180
LKQ *	5,800		101
Lowe’s	65,910		1,417
Macy’s	17,830		277
Marriott International, Cl A (A)	13,140		314
Marvel Entertainment *	1,900		92
Mattel	15,842		285
McDonald’s (A)	49,180		2,766
McGraw-Hill	13,739		462
MDC Holdings	1,516		57
Meredith (A)	1,358		37
MGM Mirage * (A)	8,439		71
Mohawk Industries * (A)	2,266		114
Morningstar * (A)	900		40
NetFlix * (A)	2,100		92
New York Times, Cl A	4,824		37
Newell Rubbermaid (A)	13,065		182
News, Cl A (A)	101,985		1,093
NIKE, Cl B (A)	16,148		895
Nordstrom (A)	7,412		208
NVR * (A)	224		151
Office Depot *	14,189		74
Omnicom Group (A)	13,544		492
O’Reilly Automotive * (A)	6,240		239
Panera Bread, Cl A * (A)	1,162		61
Penn National Gaming * (A)	2,989		87
Penske Auto Group (A)	1,200		21
PetSmart	5,273		110
Phillips-Van Heusen	2,300		87
Polo Ralph Lauren, Cl A (A)	2,280		151
priceline.com * (A)	1,900		293
Pulte Homes (A)	15,545		199
RadioShack	5,571		84
Regal Entertainment Group, Cl A	4,188		53


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Ross Stores	5,771	$	269
Royal Caribbean Cruises	5,900		113
Scientific Games, Cl A * (A)	2,366		36
Scripps Networks Interactive, Cl A (A)	4,072		132
Sears Holdings * (A)	2,328		148
Service International	11,194		79
Sherwin-Williams	4,437		267
Signet Jewelers	3,800		92
Snap-On	2,391		89
Stanley Works	3,709		152
Staples (A)	32,164		695
Starbucks * (A)	32,206		612
Starwood Hotels & Resorts Worldwide	8,684		259
Strayer Education (A)	600		127
Target	33,585		1,578
Thor Industries (A)	1,900		50
Tiffany (A)	5,225		190
Tim Hortons (A)	8,086		228
Time Warner	52,979		1,479
Time Warner Cable, Cl A	15,384		568
TJX	18,054		649
Toll Brothers *	6,051		138
TRW Automotive Holdings *	2,793		49
Urban Outfitters * (A)	5,920		168
VF	3,917		273
Viacom, Cl B *	23,769		595
Virgin Media (A)	13,620		156
WABCO Holdings	2,224		42
Walt Disney (A)	82,384		2,145
Warner Music Group *	662		3
Washington Post, Cl B	257		112
Weight Watchers International	1,662		46
Wendy’s, Cl A	14,000		71
Whirlpool (A)	3,287		211
Williams-Sonoma	3,362		64
WMS Industries *	1,700		72
Wyndham Worldwide	8,668		131
Wynn Resorts * (A)	2,796		151
Yum! Brands (A)	20,648		707

			44,222


Consumer Staples — 10.6%
Alberto-Culver, Cl B	3,687		97
Altria Group	91,568		1,674
Archer-Daniels-Midland	28,079		810
Avon Products	18,706		596
BJ’s Wholesale Club * (A)	2,672		87
Brown-Forman, Cl B	3,818		171
Bunge (A)	5,400		362
Campbell Soup	8,678		272
Central European Distribution *	2,300		74
Church & Dwight	3,132		179
Clorox (A)	6,103		361
Coca-Cola	103,120		5,029
Coca-Cola Enterprises	14,215		287
Colgate-Palmolive	22,175		1,612
ConAgra Foods	19,586		402
Constellation Brands, Cl A *	7,631		113
Corn Products International	3,000		89
Costco Wholesale	19,381		988
CVS Caremark	64,552		2,422
Dean Foods *	8,087		147
Del Monte Foods	8,458		89
Dr Pepper Snapple Group *	11,300		299
Energizer Holdings *	2,941		192
Estee Lauder, Cl A	4,954		178
Flowers Foods	3,000		71
General Mills	14,696		878
Green Mountain Coffee Roasters *	1,300		78
Hansen Natural *	2,900		95
Herbalife	3,000		91
Hershey (A)	6,798		267
HJ Heinz	13,837		533
Hormel Foods (A)	3,339		123
JM Smucker	5,211		272
Kellogg	11,103		523
Kimberly-Clark	18,518		1,120
Kraft Foods, Cl A	65,315		1,852
Kroger	28,373		612
Lorillard	7,350		535
McCormick	5,793		189
Mead Johnson Nutrition, Cl A	1,800		72
Molson Coors Brewing, Cl B	5,662		268
NBTY *	2,600		96
Pepsi Bottling Group	6,282		224
PepsiAmericas	2,594		73
PepsiCo	69,337		3,929
Philip Morris International	87,368		3,993
Procter & Gamble	129,774		7,022
Ralcorp Holdings *	2,600		163
Reynolds American	7,410		339
Rite Aid *	19,101		29
Safeway	18,620		355
Sara Lee	30,651		297
Smithfield Foods * (A)	5,975		73
Supervalu	10,789		155
Sysco	26,248		669
Tyson Foods, Cl A	13,965		167
Walgreen	43,925		1,488
Wal-Mart Stores	98,479		5,010
Whole Foods Market *	5,052		147

			48,338


Energy — 11.0%
Alpha Natural Resources * (A)	5,168		167
Anadarko Petroleum	22,340		1,181
Apache	14,959		1,271
Arch Coal	5,912		102
Atwood Oceanics *	2,800		80
Baker Hughes	13,601		468
BJ Services	13,588		218
Cabot Oil & Gas	4,300		152
Cameron International *	9,544		341
Chesapeake Energy (A)	27,466		627
Chevron	89,202		6,239
Cimarex Energy (A)	3,400		133
CNX Gas *	800		23
Comstock Resources *	1,800		64
Concho Resources *	3,700		121
ConocoPhillips	66,076		2,975
Consol Energy	8,244		308
Continental Resources * (A)	1,000		35


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Denbury Resources *	11,648	$	177
Devon Energy	19,813		1,216
Diamond Offshore Drilling (A)	3,009		269
Dresser-Rand Group *	3,934		117
El Paso	30,903		285
Encore Acquisition * (A)	2,300		87
ENSCO International	6,523		241
EOG Resources	10,945		788
EXCO Resources *	5,300		78
Exterran Holdings *	2,900		52
Exxon Mobil	217,012		15,006
FMC Technologies *	5,660		270
Forest Oil * (A)	4,914		77
Frontier Oil	4,600		59
Frontline (A)	2,200		49
Halliburton	40,197		953
Helix Energy Solutions Group *	3,600		42
Helmerich & Payne (A)	4,450		149
Hess	12,712		643
Holly	2,000		46
Marathon Oil	31,776		981
Mariner Energy *	3,100		38
Massey Energy (A)	3,761		102
Murphy Oil	8,354		476
Nabors Industries *	13,100		232
National Oilwell Varco *	18,780		683
Newfield Exploration *	6,099		236
Noble Energy	7,562		457
Occidental Petroleum (A)	35,954		2,628
Oceaneering International *	2,600		136
Oil States International * (A)	2,600		77
Overseas Shipholding Group (A)	727		26
Patterson-UTI Energy	6,332		84
Peabody Energy	11,674		382
PetroHawk Energy *	12,200		263
Pioneer Natural Resources	4,744		137
Plains Exploration & Production *	5,691		149
Pride International *	8,029		207
Quicksilver Resources * (A)	5,102		55
Range Resources	6,939		336
Rowan	5,386		111
SandRidge Energy *	6,400		78
Schlumberger	53,300		2,995
SEACOR Holdings *	900		68
Seahawk Drilling *	535		12
Smith International (A)	9,731		268
Southern Union	5,368		107
Southwestern Energy * (A)	15,276		563
Spectra Energy	28,209		531
St. Mary Land & Exploration	2,700		71
Sunoco	5,556		149
Superior Energy Services *	3,500		64
Teekay	2,100		38
Tesoro	6,846		96
Tidewater	2,170		94
Unit *	1,527		57
Valero Energy	22,636		424
Walter Industries	2,400		125
Whiting Petroleum *	2,000		97
Williams	25,346		417
XTO Energy	25,888		999

			50,158


Financials — 15.4%
Affiliated Managers Group *	1,733		113
Aflac (A)	20,956		851
Alexandria Real Estate Equities ‡ (A)	2,000		111
Alleghany *	238		66
Allied World Assurance Holdings	2,000		93
Allstate	23,825		700
AMB Property ‡ (A)	6,644		152
American Capital (A)	2,034		5
American Express	45,334		1,533
American Financial Group	4,214		108
American International Group (A)	6,023		273
American National Insurance	722		62
AmeriCredit * (A)	3,372		58
Ameriprise Financial	11,300		339
Annaly Capital Management ‡	23,911		415
AON	12,150		507
Apartment Investment & Management, Cl A ‡ (A)	4,399		54
Arch Capital Group *	2,400		156
Arthur J Gallagher	4,804		114
Aspen Insurance Holdings	3,700		94
Associated Banc (A)	5,184		54
Assurant	5,193		156
AvalonBay Communities ‡ (A)	3,541		228
Axis Capital Holdings	6,400		195
Bancorpsouth (A)	3,600		83
Bank of America (A)	385,018		6,773
Bank of Hawaii (A)	1,982		78
Bank of New York Mellon	52,909		1,567
BB&T	28,806		805
BlackRock, Cl A	885		177
BOK Financial (A)	775		35
Boston Properties ‡ (A)	6,284		381
Brandywine Realty Trust ‡	6,600		70
BRE Properties ‡	2,020		57
Brown & Brown	4,724		94
Camden Property Trust ‡	3,247		119
Capital One Financial	19,825		740
CapitalSource	11,382		47
Capitol Federal Financial (A)	1,027		33
CB Richard Ellis Group, Cl A * (A)	10,217		121
Charles Schwab (A)	42,585		769
Chimera Investment ‡	32,100		122
Chubb	15,618		771
Cincinnati Financial	6,786		175
CIT Group (A)	17,424		30
Citigroup (A)	501,945		2,510
City National (A)	1,738		69
CME Group, Cl A	2,974		866
CNA Financial (A)	700		17
Comerica	7,053		188
Commerce Bancshares	2,494		91
Corporate Office Properties Trust ‡	2,200		81
Cullen/Frost Bankers	2,368		117
Digital Realty Trust ‡ (A)	3,600		157
Discover Financial Services	24,489		337
Douglas Emmett ‡ (A)	5,400		65
Duke Realty ‡ (A)	10,909		126


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Eaton Vance (A)	5,310	$	152
Endurance Specialty Holdings (A)	2,200		76
Equity Residential ‡	12,087		330
Erie Indemnity, Cl A	1,119		43
Essex Property Trust ‡	1,069		80
Everest Re Group	2,700		228
Federal Realty Investment Trust ‡ (A)	2,796		174
Federated Investors, Cl B (A)	3,658		96
Fidelity National Financial, Cl A	10,604		159
Fifth Third Bancorp	35,182		385
First American (A)	3,784		119
First Citizens BancShares, Cl A	200		28
First Horizon National *	8,717		117
First Niagara Financial Group	5,700		75
Forest City Enterprises, Cl A	5,142		48
Franklin Resources	6,603		616
Fulton Financial (A)	8,095		59
Genworth Financial, Cl A	17,892		189
GLG Partners (A)	10,000		40
Goldman Sachs Group	22,475		3,719
Greenhill (A)	800		63
Hanover Insurance Group	2,193		90
Hartford Financial Services Group	14,510		344
HCC Insurance Holdings (A)	4,641		123
HCP ‡	12,174		347
Health Care REIT ‡ (A)	4,983		213
Hospitality Properties Trust ‡	4,066		74
Host Hotels & Resorts ‡	26,800		267
HRPT Properties Trust ‡	8,002		52
Hudson City Bancorp	21,328		280
Huntington Bancshares (A)	27,334		125
Interactive Brokers Group, Cl A *	2,200		42
IntercontinentalExchange *	3,200		300
Invesco	18,300		380
Investment Technology Group *	1,500		37
Janus Capital Group	7,265		92
Jefferies Group (A)	5,414		128
Jones Lang LaSalle	1,600		75
JPMorgan Chase	167,334		7,272
Keycorp (A)	35,295		235
Kimco Realty ‡ (A)	16,944		213
Lazard, Cl A	3,100		120
Legg Mason	6,581		189
Leucadia National	8,420		209
Liberty Property Trust ‡	5,006		164
Lincoln National	13,788		348
Loews	14,336		490
M&T Bank (A)	3,183		196
Macerich ‡ (A)	3,469		99
Mack-Cali Realty ‡	3,798		122
Markel *	450		148
Marsh & McLennan	22,865		538
Marshall & Ilsley	17,660		126
MBIA * (A)	4,859		33
Mercury General	1,196		44
MetLife	25,909		978
Moody’s (A)	8,627		235
Morgan Stanley	60,178		1,743
MSCI, Cl A *	4,700		138
NASDAQ OMX Group *	5,500		121
Nationwide Health Properties ‡ (A)	4,900		156
New York Community Bancorp (A)	16,072		171
Northern Trust	10,705		626
NYSE Euronext	11,800		334
Odyssey Re Holdings	900		46
Old Republic International (A)	9,590		114
OneBeacon Insurance Group, Cl A	1,100		15
PartnerRe	2,500		185
People’s United Financial	15,334		246
Plum Creek Timber ‡ (A)	7,221		219
PNC Financial Services Group	20,622		878
Popular (A)	9,430		20
Principal Financial Group	13,718		390
Progressive	29,780		492
ProLogis ‡ (A)	19,888		221
Protective Life	3,309		71
Prudential Financial	18,563		939
Public Storage ‡ (A)	5,868		414
Raymond James Financial (A)	4,221		96
Rayonier ‡ (A)	3,503		150
Realty Income ‡ (A)	4,600		117
Regency Centers ‡	3,808		128
Regions Financial (A)	51,487		302
Reinsurance Group of America, Cl A	3,199		138
RenaissanceRe Holdings	2,900		158
SEI (B)	5,642		104
Senior Housing Properties Trust ‡	5,400		108
Simon Property Group ‡	10,597		674
SL Green Realty ‡ (A)	3,668		129
SLM * (A)	20,814		185
St. Joe * (A)	3,761		123
StanCorp Financial Group	2,042		77
State Street	22,094		1,159
Student Loan	102		5
SunTrust Banks	22,046		515
Synovus Financial (A)	11,672		43
T. Rowe Price Group	11,180		507
Taubman Centers ‡ (A)	2,200		70
TCF Financial (A)	6,301		87
TD Ameritrade Holding *	11,645		224
TFS Financial	3,700		42
Torchmark (A)	3,750		160
Transatlantic Holdings	955		47
Travelers	26,144		1,318
UDR ‡ (A)	5,793		74
Unitrin	1,260		24
Unum Group	14,705		331
US Bancorp	84,043		1,901
Validus Holdings (A)	2,100		54
Valley National Bancorp (A)	5,730		67
Ventas ‡	6,944		272
Vornado Realty Trust ‡	6,688		385
Waddell & Reed Financial, Cl A	4,100		109
Washington Federal (A)	3,063		45
Weingarten Realty Investors ‡ (A)	4,467		89
Wells Fargo	211,766		5,828
Wesco Financial	41		12


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
White Mountains Insurance Group	347	$	108
Whitney Holding (A)	2,257		20
Wilmington Trust	2,292		32
WR Berkley (A)	5,614		144
XL Capital, Cl A	15,400		267
Zions Bancorporation (A)	6,102		108

			69,707


Health Care — 13.0%
Abbott Laboratories	68,876		3,115
Abraxis Bioscience *	340		9
Aetna	19,634		560
Alexion Pharmaceuticals *	3,800		171
Allergan	13,296		744
Allscripts-Misys Healthcare Solutions	2,400		36
AmerisourceBergen	13,424		286
Amgen *	45,167		2,698
Amylin Pharmaceuticals * (A)	5,800		73
Baxter International	26,775		1,524
Beckman Coulter	3,212		217
Becton Dickinson	10,744		748
Biogen Idec * (A)	13,000		653
BioMarin Pharmaceutical * (A)	4,100		67
Bio-Rad Laboratories, Cl A *	700		61
Boston Scientific *	67,639		795
Bristol-Myers Squibb	87,813		1,943
Brookdale Senior Living (A)	1,200		19
C.R. Bard	4,385		353
Cardinal Health	15,729		544
Celgene * (A)	20,192		1,053
Cephalon * (A)	3,348		191
Cerner * (A)	3,074		190
Charles River Laboratories International *	2,843		98
CIGNA	12,455		366
Community Health Systems *	4,062		125
Cooper	1,604		44
Covance *	3,036		161
Coventry Health Care *	6,262		137
DaVita *	4,708		243
Dendreon * (A)	5,500		129
Dentsply International (A)	6,898		233
Edwards Lifesciences *	2,607		161
Eli Lilly (A)	44,861		1,501
Endo Pharmaceuticals Holdings *	4,797		108
Express Scripts *	11,122		803
Forest Laboratories *	13,273		388
Gen-Probe *	2,227		86
Genzyme *	11,753		655
Gilead Sciences * (A)	40,150		1,809
Health Management Associates, Cl A * (A)	12,422		86
Health Net *	4,702		72
Henry Schein *	4,184		222
Hill-Rom Holdings (A)	2,724		56
HLTH * (A)	4,776		69
Hologic *	12,000		197
Hospira * (A)	7,081		277
Humana *	7,475		267
Idexx Laboratories * (A)	2,552		130
Illumina * (A)	5,700		201
IMS Health	7,361		102
Intuitive Surgical *	1,700		379
Inverness Medical Innovations * (A)	3,600		128
Johnson & Johnson (A)	122,609		7,410
Kinetic Concepts * (A)	2,413		77
King Pharmaceuticals *	10,126		105
Laboratory Corp of America Holdings * (A)	4,711		329
Life Technologies *	7,670		342
LifePoint Hospitals *	2,376		60
Lincare Holdings *	3,027		80
McKesson	11,866		675
Medco Health Solutions * (A)	21,520		1,188
Mednax *	2,000		104
Medtronic	49,585		1,899
Merck (A)	94,040		3,050
Mettler Toledo International *	1,536		134
Millipore *	2,586		171
Mylan Laboratories * (A)	14,119		207
Myriad Genetics *	4,500		138
Omnicare	5,431		124
OSI Pharmaceuticals *	2,600		87
Patterson * (A)	3,983		108
PerkinElmer	4,834		88
Perrigo	3,100		92
Pfizer	300,455		5,018
Pharmaceutical Product Development	4,284		86
Quest Diagnostics	6,844		369
ResMed *	3,555		163
Schering-Plough	72,309		2,038
Sepracor *	4,661		85
St. Jude Medical *	15,046		580
Stryker	14,704		610
Techne	1,541		95
Teleflex	1,640		74
Tenet Healthcare *	18,594		87
Thermo Fisher Scientific *	18,725		847
United Therapeutics * (A)	1,100		101
UnitedHealth Group	53,229		1,490
Universal Health Services, Cl B	2,188		129
Valeant Pharmaceuticals International * (A)	2,600		67
Varian Medical Systems *	5,630		242
VCA Antech * (A)	3,539		88
Vertex Pharmaceuticals *	7,600		284
Waters *	4,472		225
Watson Pharmaceuticals * (A)	4,918		174
WellPoint *	21,631		1,143
Wyeth	59,440		2,844
Zimmer Holdings *	9,425		446

			59,036


Industrials — 10.0%
3M	30,746		2,217
Aecom Technology *	3,900		107
AGCO *	3,800		119
Alexander & Baldwin (A)	1,782		51
Alliant Techsystems * (A)	1,336		103
Ametek	5,047		159


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
AMR * (A)	11,186	$	61
Armstrong World Industries *	700		23
Avery Dennison	5,310		164
BE Aerospace *	3,600		62
Boeing (A)	32,091		1,594
Brink’s	1,800		47
Bucyrus International, Cl A (A)	3,600		107
Burlington Northern Santa Fe	11,798		980
C.H. Robinson Worldwide (A)	7,386		416
Carlisle	2,666		88
Caterpillar (A)	26,988		1,223
Cintas	5,357		147
Continental Airlines, Cl B * (A)	4,700		63
Con-way	2,223		93
Cooper Industries, Cl A	7,400		239
Copa Holdings, Cl A (A)	1,100		46
Copart *	3,213		114
Corrections of America *	5,600		111
Covanta Holding * (A)	6,200		111
Crane	2,400		56
CSX	17,232		732
Cummins	8,912		404
Danaher	11,651		707
Deere	18,518		807
Delta Air Lines * (A)	35,500		256
Donaldson	3,172		119
Dover	8,257		286
Dun & Bradstreet	2,456		179
Eaton	7,226		390
Emerson Electric	33,020		1,217
Equifax	5,256		145
Expeditors International Washington	9,348		305
Fastenal (A)	5,862		212
FedEx (A)	13,644		937
First Solar * (A)	2,300		280
Flowserve	2,600		224
Fluor (A)	7,908		418
FTI Consulting * (A)	2,400		105
Gardner Denver *	2,300		75
GATX (A)	2,100		58
General Cable * (A)	2,500		88
General Dynamics	15,472		916
General Electric	471,323		6,552
Goodrich	5,492		303
Graco (A)	2,624		66
Harsco	3,470		108
Hertz Global Holdings * (A)	7,200		71
Honeywell International	32,690		1,202
Hubbell, Cl B	2,292		88
IDEX	3,593		95
IHS, Cl A *	2,200		106
Illinois Tool Works	20,080		840
Iron Mountain * (A)	7,963		233
ITT	8,002		401
Jacobs Engineering Group *	5,502		242
JB Hunt Transport Services (A)	3,972		111
Joy Global	4,633		180
Kansas City Southern *	3,700		88
KBR	7,284		165
Kennametal	3,300		73
Kirby *	2,300		85
L-3 Communications Holdings, Cl 3	5,077		378
Landstar System	2,165		76
Lennox International	2,300		83
Lincoln Electric Holdings (A)	1,700		77
Lockheed Martin	14,229		1,067
Manitowoc (A)	5,700		38
Manpower	3,684		190
Masco	16,009		232
McDermott International *	10,200		242
Monster Worldwide *	5,218		85
MSC Industrial Direct, Cl A (A)	2,120		84
Navistar International *	3,000		130
Norfolk Southern	16,133		740
Northrop Grumman	14,578		711
Oshkosh Truck (A)	3,559		120
Owens Corning * (A)	3,200		71
Paccar	15,870		574
Pall	5,545		165
Parker Hannifin	7,104		346
Pentair	4,061		115
Pitney Bowes	9,185		205
Precision Castparts	6,146		561
Quanta Services *	9,200		204
Raytheon (A)	17,668		834
Republic Services, Cl A	14,142		362
Robert Half International	6,876		181
Rockwell Automation	6,504		272
Rockwell Collins	6,962		320
Roper Industries	4,200		199
RR Donnelley & Sons	8,477		151
Ryder System	2,306		88
Shaw Group *	3,500		103
Southwest Airlines	32,920		269
Spirit Aerosystems Holdings, Cl A * (A)	4,700		73
SPX	2,211		123
Stericycle *	3,826		190
SunPower, Cl A * (A)	4,400		112
Terex *	4,248		70
Textron	13,222		203
Thomas & Betts *	2,067		57
Timken	4,260		90
Toro (A)	1,560		59
TransDigm Group * (A)	1,500		67
Trinity Industries (A)	3,500		55
Union Pacific	22,516		1,347
United Parcel Service, Cl B	30,641		1,638
United Technologies	37,066		2,200
URS *	3,500		151
USG * (A)	2,298		34
UTi Worldwide	3,500		45
Valmont Industries	1,000		82
Wabtec (A)	1,800		67
Waste Connections *	3,900		107
Waste Management (A)	21,894		655
WESCO International *	2,000		48
WW Grainger (A)	2,781		243

			45,359


Information Technology — 18.1%
Activision Blizzard *	24,556		285


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Adobe Systems *	23,502	$	738
Advanced Micro Devices * (A)	23,634		103
Affiliated Computer Services, Cl A *	3,847		172
Agilent Technologies *	15,064		387
Akamai Technologies * (A)	8,118		143
Alliance Data Systems * (A)	2,612		145
Altera (A)	13,073		251
Amdocs *	8,900		216
Amphenol, Cl A	7,892		276
Analog Devices	12,812		362
Ansys *	4,100		144
Apple *	39,723		6,682
Applied Materials	58,055		765
Arrow Electronics *	5,089		141
Atmel *	18,900		78
Autodesk *	10,137		238
Automatic Data Processing	22,492		863
Avnet *	6,410		171
AVX	1,424		16
BMC Software *	8,189		292
Broadcom, Cl A * (A)	21,868		622
Broadridge Financial Solutions	5,873		122
Brocade Communications Systems *	17,600		127
CA	17,338		387
Cadence Design Systems * (A)	13,063		82
Ciena * (A)	4,114		55
Cisco Systems *	256,827		5,548
Citrix Systems *	7,987		285
Cognizant Technology Solutions, Cl A *	12,788		446
CommScope *	3,900		105
Computer Sciences *	6,664		326
Compuware *	11,951		86
Convergys *	3,469		38
Corning	69,658		1,050
Cree * (A)	4,222		156
Cypress Semiconductor *	7,200		73
Dell * (A)	76,543		1,212
Diebold	2,729		82
Dolby Laboratories, Cl A * (A)	2,143		84
DST Systems *	1,695		78
eBay * (A)	50,111		1,110
EchoStar, Cl A *	2,132		40
Electronic Arts *	14,265		260
EMC *	90,064		1,432
Equinix * (A)	1,700		143
F5 Networks *	3,738		129
Factset Research Systems (A)	1,800		99
Fairchild Semiconductor International, Cl A *	6,600		66
Fidelity National Information Services (A)	8,028		197
Fiserv *	6,869		331
FLIR Systems *	6,800		156
Genpact *	3,100		39
Global Payments (A)	3,734		158
Google, Cl A *	10,644		4,914
Harris	6,189		215
Hewitt Associates, Cl A *	3,863		139
Hewlett-Packard	106,501		4,781
IAC *	5,132		95
Ingram Micro, Cl A *	7,023		118
Integrated Device Technology *	5,600		38
Intel (A)	248,758		5,055
International Business Machines (A)	58,798		6,941
International Rectifier *	3,355		63
Intersil, Cl A	5,361		79
Intuit *	14,086		391
Itron * (A)	1,900		104
Jabil Circuit	7,174		78
JDS Uniphase * (A)	7,340		50
Juniper Networks * (A)	23,225		536
Kla-Tencor (A)	7,809		244
Lam Research * (A)	5,891		181
Lender Processing Services	4,014		138
Lexmark International, Cl A *	3,986		75
Linear Technology (A)	9,857		262
LSI * (A)	26,748		139
Marvell Technology Group *	22,800		348
Mastercard, Cl A (A)	3,800		770
Maxim Integrated Products	13,600		255
McAfee *	6,873		273
MEMC Electronic Materials *	10,338		165
Metavante Technologies *	4,120		130
Microchip Technology (A)	8,422		224
Micron Technology * (A)	37,816		279
Micros Systems *	3,600		100
Microsoft	342,900		8,453
Molex (A)	6,370		116
Motorola (A)	102,934		739
National Instruments	2,536		65
National Semiconductor (A)	9,656		146
NCR *	6,689		89
NetApp *	14,655		333
NeuStar, Cl A *	2,700		63
Novell *	15,326		67
Novellus Systems *	4,377		84
Nuance Communications *	10,000		123
Nvidia *	24,056		349
ON Semiconductor * (A)	19,200		155
Oracle	170,267		3,724
Paychex (A)	14,107		399
PMC - Sierra *	8,700		79
QLogic * (A)	5,980		95
Qualcomm	73,750		3,424
Rambus * (A)	4,500		86
Red Hat * (A)	8,527		196
Rovi *	4,100		125
SAIC *	9,700		179
Salesforce.com *	4,838		251
SanDisk *	9,443		167
Seagate Technology	22,600		313
Silicon Laboratories *	2,200		99
Sohu.com * (A)	1,400		86
Sun Microsystems *	32,969		306
Sybase * (A)	3,900		136
Symantec *	36,548		553
Synopsys *	6,882		146
Tech Data *	2,250		86
Tellabs *	16,789		106
Teradata *	7,989		215


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Teradyne * (A)	8,863	$	73
Texas Instruments (A)	57,008		1,402
Total System Services	6,691		102
Trimble Navigation *	4,914		125
Varian Semiconductor Equipment Associates *	3,200		98
VeriSign *	8,985		190
Visa, Cl A (A)	19,800		1,408
Vishay Intertechnology * (A)	9,550		77
VMware, Cl A *	1,900		67
WebMD Health, Cl A *	300		10
Western Digital *	9,830		337
Western Union	30,728		554
Xerox	38,251		331
Xilinx (A)	12,157		270
Yahoo! * (A)	53,181		777
Zebra Technologies, Cl A *	3,025		76

			82,222


Materials — 3.8%
Air Products & Chemicals	9,394		705
Airgas	3,415		159
AK Steel Holding	5,300		108
Albemarle	3,744		121
Alcoa	42,602		513
Allegheny Technologies (A)	4,097		124
Aptargroup	2,800		96
Ashland	3,476		127
Ball	3,975		193
Bemis	4,774		127
Cabot	2,273		45
Carpenter Technology	1,400		30
Celanese, Cl A (A)	6,483		165
CF Industries Holdings	1,900		155
Cliffs Natural Resources (A)	5,500		139
Commercial Metals (A)	4,900		83
Compass Minerals International	1,600		85
Crown Holdings *	7,451		185
Cytec Industries	2,381		69
Dow Chemical (A)	49,870		1,062
E.I. Du Pont de Nemours	40,492		1,293
Eagle Materials (A)	2,000		53
Eastman Chemical	3,142		164
Ecolab	10,291		435
FMC	2,960		141
Freeport-McMoRan Copper & Gold, Cl B	18,412		1,160
Greif, Cl A	1,500		74
Huntsman	8,329		71
International Flavors & Fragrances	3,291		117
International Paper	19,055		437
Intrepid Potash * (A)	1,500		35
Lubrizol	2,834		181
Martin Marietta Materials (A)	1,963		172
MeadWestvaco	7,258		159
Monsanto	24,150		2,026
Mosaic	6,978		338
Nalco Holding (A)	5,917		106
Newmont Mining	21,433		861
Nucor	13,690		610
Owens-Illinois *	7,791		264
Packaging of America	4,599		94
Pactiv *	6,183		154
PPG Industries	7,223		400
Praxair	13,725		1,052
Reliance Steel & Aluminum (A)	2,900		107
Royal Gold	1,400		56
RPM International	6,269		102
Schnitzer Steel Industries, Cl A	1,000		54
Scotts Miracle-Gro, Cl A	1,806		73
Sealed Air	6,568		124
Sigma-Aldrich	5,348		272
Sonoco Products	4,046		105
Southern Copper (A)	7,848		222
Steel Dynamics	8,300		137
Temple-Inland (A)	4,075		69
Terra Industries	3,700		115
Titanium Metals	3,358		28
United States Steel (A)	6,583		288
Valspar	4,764		128
Vulcan Materials (A)	4,957		248
Weyerhaeuser	9,278		347

			17,163


Telecommunication Services — 3.0%
American Tower, Cl A *	17,422		551
AT&T	262,633		6,842
CenturyTel	13,275		428
Clearwire, Cl A * (A)	2,500		19
Crown Castle International *	12,796		344
Frontier Communications	12,955		92
Leap Wireless International * (A)	2,900		48
Level 3 Communications * (A)	67,400		81
MetroPCS Communications * (A)	11,800		94
NII Holdings *	6,820		162
Qwest Communications International (A)	65,096		234
SBA Communications, Cl A * (A)	5,300		128
Sprint Nextel *	124,444		455
Telephone & Data Systems	4,102		108
tw telecom , Cl A *	5,700		65
US Cellular *	831		30
Verizon Communications	126,515		3,927
Windstream	20,347		174

			13,782


Utilities — 4.0%
AES *	29,224		399
AGL Resources	3,247		109
Allegheny Energy	7,566		200
Alliant Energy	5,176		136
Ameren (A)	9,490		256
American Electric Power	20,750		652
American Water Works	2,900		58
Aqua America (A)	5,477		92
Atmos Energy	3,691		101
Calpine *	14,900		175
Centerpoint Energy	15,715		195
CMS Energy (A)	9,542		128
Consolidated Edison (A)	12,016		483
Constellation Energy Group	8,358		265
Dominion Resources	26,412		874


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Index Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
DPL (A)		5,446	$	135
DTE Energy		7,264		253
Duke Energy (A)		57,619		893
Dynegy, Cl A *		22,518		43
Edison International		14,279		477
Energen		2,937		123
Entergy		8,798		695
Equities (A)		5,866		233
Exelon (A)		29,129		1,457
FirstEnergy		13,381		604
FPL Group		18,373		1,032
Great Plains Energy		6,471		113
Hawaiian Electric Industries (A)		3,746		65
Integrys Energy Group		3,102		106
ITC Holdings		2,400		112
MDU Resources Group		8,621		167
Mirant * (A)		6,461		109
National Fuel Gas		3,289		147
NiSource		12,821		169
Northeast Utilities		7,907		188
NRG Energy * (A)		9,100		244
NSTAR		5,028		159
NV Energy		10,800		130
OGE Energy (A)		4,568		143
Oneok		4,929		167
Ormat Technologies		1,000		36
Pepco Holdings		10,044		144
PG&E		16,618		674
Pinnacle West Capital (A)		4,792		158
PPL		16,326		480
Progress Energy		12,161		481
Public Service Enterprise Group		22,652		717
Questar		7,746		261
RRI Energy *		14,659		87
SCANA		5,420		188
Sempra Energy		10,723		538
Southern		35,103		1,095
TECO Energy		8,600		115
UGI		4,850		124
Vectren		3,491		81
Westar Energy		5,300		109
Wisconsin Energy		5,249		239
Xcel Energy		19,981		395

				18,009

Total Common Stock (Cost $395,498) ($ Thousands)				447,996


U.S. TREASURY OBLIGATION (C) (D) — 0.2%
U.S. Treasury Bill
0.160%, 09/10/09	$	828		828


Total U.S. Treasury Obligation (Cost $828) ($ Thousands)				828


	Shares

CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †		7,944,661		7,945

Total Cash Equivalent (Cost $7,945) ($ Thousands)				7,945


AFFILIATED PARTNERSHIP — 17.0%
SEI Liquidity Fund, L.P.,
0.820%, ** † (E)		77,945,324		77,029


Total Affiliated Partnership (Cost $77,945) ($ Thousands)				77,029


Total Investments — 117.5% (Cost $482,216)($ Thousands) ††			$	533,798

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI	136	Sep-2009	$	627
S&P Mid 400 Index E-MINI	4	Sep-2009		33

			$	660

Percentages are based on a Net Assets of $454,243 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $74,860 ($ Thousands).

(B)	The Fund may purchase securities of certain companies with which it is affiliated to the extend these companies are represented in its benchmark index.

(C)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(E)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $77,029 ($ Thousands).

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $482,216 ($ Thousands), and the unrealized appreciation and depreciation were $83,747 ($ Thousands) and $(32,165) ($ Thousands) respectively.

Cl — Class

L.P. — Limited Partnership

REIT — Real Estate Investment Trust

Ser — Series

See end of Form N-Q Filing for FAS 157 disclosure.


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.6%

Consumer Discretionary — 12.6%
Aaron’s	17,500	$	457
Abercrombie & Fitch, Cl A (A)	11,344		366
Advance Auto Parts (A)	26,600		1,125
Aeropostale *	7,700		301
American Eagle Outfitters	131,890		1,781
American Greetings, Cl A (A)	94,700		1,315
American Public Education *	76,052		2,635
America’s Car-Mart *	13,300		274
Amerigon *	124,362		791
Ameristar Casinos	31,900		530
AnnTaylor Stores *	54,500		767
Arctic Cat	54,500		389
ArvinMeritor	9,300		68
Ascent Media, Cl A *	2,000		51
Bally Technologies *	3,900		158
Barnes & Noble	104,900		2,170
Beazer Homes USA *	52,200		225
Bebe Stores (A)	212,154		1,619
Belo, Cl A (A)	132,518		443
Big Lots *	26,800		681
BJ’s Restaurants *	53,233		913
Bluegreen *	14,899		43
Blyth	10,831		493
Bob Evans Farms (A)	19,500		524
Boyd Gaming *	29,200		300
Brinker International	17,800		259
Brink’s Home Security Holdings *	48,850		1,528
Brown Shoe	45,700		343
Brunswick	20,500		191
Buckle	8,800		233
Buffalo Wild Wings *	30,268		1,248
Cabela’s * (A)	31,600		507
California Pizza Kitchen *	45,800		644
Callaway Golf	107,228		758
Capella Education *	10,783		683
Career Education *	51,272		1,218
Carter’s *	31,600		795
Casual Male Retail Group *	188,300		578
Cato, Cl A (A)	161,737		2,762
Central European Media Enterprises, Cl A *	1,100		32
Century Casinos *	236,817		675
Charlotte Russe Holding *	37,436		651
Cheesecake Factory *	26,100		480
Childrens Place Retail Stores *	12,900		391
Christopher & Banks	60,229		413
Citi Trends *	4,400		98
CKE Restaurants	27,600		267
CKX *	6,000		38
Columbia Sportswear	7,200		283
Cooper Tire & Rubber	85,597		1,222
Corinthian Colleges *	47,600		912
Cracker Barrel Old Country Store (A)	29,600		841
CSS Industries	13,600		284
Dick’s Sporting Goods *	46,384		1,039
Dillard’s, Cl A	11,900		136
DineEquity	46,400		978
Domino’s Pizza *	29,200		236
Dress Barn *	28,100		456
DSW, Cl A * (A)	182,991		2,774
Eastman Kodak	89,000		474
Ethan Allen Interiors (A)	19,099		297
Exide Technologies *	102,100		726
Federal Mogul, Cl A *	86,845		1,092
Finish Line, Cl A	171,524		1,415
Foot Locker	128,500		1,370
Fred’s, Cl A	30,900		404
Fuel Systems Solutions *	16,721		560
Fuqi International *	9,700		252
Furniture Brands International	38,208		214
Gannett	81,500		704
Gaylord Entertainment *	15,000		305
Genesco *	5,900		129
Gildan Activewear, Cl A * (A)	50,500		1,040
Group 1 Automotive	5,700		161
Guess?	28,000		981
Harte-Hanks (A)	43,400		566
Hibbett Sports *	65,486		1,151
Hillenbrand	26,761		536
HOT Topic *	95,800		667
HSN *	33,800		352
Iconix Brand Group *	119,860		2,059
International Speedway, Cl A	39,600		1,101
J Crew Group *	111,140		3,789
Jack in the Box *	51,700		1,054
Jackson Hewitt Tax Service	53,900		301
Jakks Pacific * (A)	23,800		319
Jarden *	125,766		3,062
Jo-Ann Stores *	27,004		738
Jones Apparel Group	193,105		3,011
Jos. A. Bank Clothiers *	8,200		361
Journal Communications, Cl A	152,400		564
K12 *	49,480		1,019
Kirkland’s *	30,300		429
Lakeland Industries *	81,200		755
Landry’s Restaurants * (A)	9,800		95
Life Time Fitness *	167,477		5,212
Lifetime Brands	54,400		311
Lions Gate Entertainment *	82,800		543
Live Nation *	59,385		418
Liz Claiborne	105,000		446
LodgeNet Interactive *	38,000		265
Lululemon Athletica *	88,106		1,768
Marvel Entertainment *	17,200		832
Matthews International, Cl A	24,900		868
MDC Holdings	11,800		442
MDC Partners, Cl A *	360,900		2,176
Men’s Wearhouse (A)	20,111		523
Meredith (A)	38,800		1,074
Meritage Homes *	15,000		336
Morningstar *	42,508		1,883
National CineMedia	81,629		1,224
New Frontier Media *	185,600		407
Nordstrom	45,355		1,272
NutriSystem	50,100		713
NVR *	2,470		1,668
O’Charleys	42,400		324
Office Depot *	167,885		876
OfficeMax	195,900		2,216
Orient-Express Hotels, Cl A	180,174		1,795


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Oxford Industries	16,100	$	226
Pacific Sunwear of California *	10,100		45
Peet’s Coffee & Tea *	22,057		580
PEP Boys-Manny Moe & Jack	36,500		326
PetSmart	91,870		1,921
PF Chang’s China Bistro *	32,102		1,024
Phillips-Van Heusen	13,500		510
Pinnacle Entertainment *	217,822		2,043
Polaris Industries (A)	23,900		901
Pre-Paid Legal Services *	11,300		518
Princeton Review *	305,638		1,213
Pulte Homes	112,125		1,433
RadioShack	22,100		334
Red Robin Gourmet Burgers *	50,000		964
Regis (A)	171,651		2,777
Rent-A-Center, Cl A *	43,100		850
Retail Ventures *	269,667		1,305
Ruby Tuesday * (A)	73,100		534
Ryland Group	18,500		424
Saks *	11,900		73
Scholastic (A)	66,600		1,622
Scientific Games, Cl A * (A)	20,782		321
Sealy *	75,000		197
Shutterfly *	67,100		970
Signet Jewelers	14,400		349
Sinclair Broadcast Group, Cl A	39,677		112
Smith & Wesson Holding *	35,200		189
Sonic Automotive, Cl A	26,100		335
Sotheby’s	30,193		479
Spartan Motors	42,500		231
Stage Stores	124,500		1,662
Stamps.com *	34,325		296
Standard Pacific *	141,015		512
Steiner Leisure *	28,700		953
Steven Madden *	4,200		135
Stewart Enterprises, Cl A	85,304		453
Stoneridge *	25,000		133
Strayer Education	3,000		633
Sturm Ruger	34,500		476
Superior Industries International	14,400		205
Systemax *	12,600		168
Tempur-Pedic International	56,722		839
Texas Roadhouse, Cl A *	93,525		953
Thunderbird Resorts * (B) (H) (J)	300,600		271
Ticketmaster Entertainment *	3,600		35
Timberland, Cl A *	81,200		1,052
Tractor Supply *	21,542		1,014
TRW Automotive Holdings *	10,700		189
Tupperware Brands	14,200		525
Tween Brands *	1,900		14
Ulta Salon Cosmetics & Fragrance *	67,768		781
Under Armour, Cl A *	36,625		874
Universal Electronics *	14,313		269
Universal Technical Institute *	5,100		103
Urban Outfitters *	43,255		1,230
Vail Resorts *	4,200		139
Volcom *	12,300		174
Warnaco Group *	3,500		133
Warner Music Group * (A)	94,900		435
Wet Seal, Cl A *	27,300		96
Williams-Sonoma	21,400		409
WMS Industries *	4,400		186
World Wrestling Entertainment, Cl A	25,100		358
Zale *	82,000		531

			141,059


Consumer Staples — 3.3%
Alliance One International *	248,200		951
American Italian Pasta, Cl A *	13,400		405
American Oriental
Bioengineering * (A)	86,300		439
Andersons	34,900		1,148
BJ’s Wholesale Club *	7,200		235
Boston Beer, Cl A *	7,572		301
Cal-Maine Foods (A)	35,100		1,002
Casey’s General Stores	47,584		1,321
Central Garden and Pet, Cl A *	31,766		350
Central Garden and Pet * (A)	35,415		430
Chiquita Brands International *	155,836		2,400
Constellation Brands, Cl A *	72,700		1,075
Corn Products International	28,575		848
Cosan Industria e Comercio (Brazil) *	106,400		1,215
Darling International *	38,900		273
Dean Foods *	25,356		460
Del Monte Foods	239,859		2,516
Flowers Foods	75,400		1,792
Fresh Del Monte Produce *	59,600		1,365
Genting Plantations (Malaysia)	299,500		502
Great Atlantic & Pacific Tea *	17,200		115
Herbalife	52,717		1,596
Ingles Markets, Cl A	20,800		343
Lancaster Colony	18,000		905
Lance	58,714		1,424
Nash Finch (A)	13,200		358
NBTY *	39,400		1,460
Nu Skin Enterprises, Cl A	36,300		626
Pantry *	157,472		2,386
Prestige Brands Holdings *	51,900		385
Pricesmart	6,900		123
Revlon, Cl A *	2,800		13
Ruddick	31,900		847
Sanderson Farms (A)	29,891		1,243
Saskatchewan Wheat Pool, Cl Common Subscription Recei *	54,000		474
Smart Balance *	279,855		1,788
TreeHouse Foods *	8,000		296
United Natural Foods *	6,300		170
Universal (A)	46,300		1,707
USANA Health Sciences *	6,000		189
Viterra, Cl Common Subscription Recei *	63,800		560
Winn-Dixie Stores *	28,400		391

			36,427


Energy — 5.5%
Allis-Chalmers Energy * (A)	102,388		336
Alon USA Energy (A)	26,200		247
Approach Resources *	97,400		730
Arena Resources *	35,924		1,099
Atlas America	19,100		424


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Atwood Oceanics *	16,000	$	456
Basic Energy Services *	70,000		475
Berry Petroleum, Cl A (A)	33,598		758
Bill Barrett *	2,300		67
BPZ Energy PIPE *	87,000		529
BPZ Resources * (A)	142,000		863
Bristow Group *	7,500		219
Bronco Drilling *	3,100		11
Cal Dive International *	138,137		1,441
CARBO Ceramics	19,700		848
Carrizo Oil & Gas *	67,209		1,299
Cimarex Energy (A)	23,200		906
Clayton Williams Energy *	4,100		81
Complete Production Services *	27,400		246
Comstock Resources *	22,766		804
Contango Oil & Gas *	4,300		193
Continental Resources *	17,400		614
Delek US Holdings	17,034		138
Denbury Resources *	15,000		228
Dresser-Rand Group *	94,355		2,802
EXCO Resources *	132,563		1,943
Exterran Holdings *	22,157		399
Forest Oil * (A)	57,100		898
Frontier Oil	15,900		204
GeoMet *	298,092		361
Global Industries * (A)	134,400		1,277
Goodrich Petroleum * (A)	57,740		1,382
Gran Tierra Energy *	44,300		177
Gulfport Energy *	35,500		266
Holly	80,400		1,836
Hornbeck Offshore Services *	13,900		307
Infinity Bio-Energy *	635,045		25
InterOil *	4,900		151
ION Geophysical *	76,000		194
Key Energy Services *	216,077		1,545
Kinder Morgan Management LLC *	38,316		1,813
Knightsbridge Tankers	32,300		419
Mahalo Energy *	266,500		1
McMoRan Exploration *	38,464		321
NATCO Group, Cl A *	2,900		121
Newpark Resources *	86,700		231
Oil States International * (A)	12,300		362
Oilsands Quest *	981,600		864
Oilsands Quest PIPE * (B)	74,000		65
Overseas Shipholding Group (A)	38,300		1,355
Parker Drilling * (A)	175,700		792
Patterson-UTI Energy	65,000		864
PetroHawk Energy *	140,682		3,029
Petroleum Development *	32,500		445
Petroquest Energy *	254,965		1,061
Quicksilver Resources *	271,251		2,935
Rentech *	410,200		788
Rosetta Resources *	125,400		1,481
RPC (A)	74,800		684
SandRidge Energy *	90,121		1,099
SEACOR Holdings * (A)	9,400		716
Southern Union	50,300		998
St. Mary Land & Exploration	20,700		544
StealthGas	105,300		524
Stone Energy *	5,400		69
Superior Energy Services *	78,274		1,427
Swift Energy * (A)	112,912		2,300
Tesoro	24,200		341
Tetra Technologies *	92,400		815
USEC *	103,900		473
Vaalco Energy	142,400		672
W&T Offshore (A)	139,000		1,373
Western Refining *	33,400		203
Willbros Group *	128,755		1,603
World Fuel Services	94,738		4,258

			61,825


Financials — 17.7%
Acadia Realty Trust ‡	2,000		31
Advance America Cash Advance Centers	97,400		559
Advanta, Cl B	33,450		24
Affiliated Managers Group *	37,884		2,475
Agree Realty ‡	4,600		96
Alexander’s ‡	100		28
Allied Capital (A)	133,300		400
Allied World Assurance Holdings	34,000		1,575
AMB Property ‡	104,050		2,375
American Campus Communities ‡ (A)	69,800		1,815
American Capital Agency ‡	9,600		239
American Equity Investment Life Holding	73,031		589
American Physicians Capital	24,000		716
AMERISAFE *	17,323		296
Amtrust Financial Services	38,900		491
Anthracite Capital ‡ (A)	99,900		85
Anworth Mortgage Asset ‡	379,559		2,843
Apartment Investment & Management, Cl A ‡ (A)	189,364		2,305
Apollo Investments *	29,400		272
Ares Capital	77,300		719
Argo Group International Holdings *	18,200		643
Ashford Hospitality Trust ‡	11,100		34
Aspen Insurance Holdings	50,700		1,288
Associated Banc	14,200		147
Associated Estates Realty ‡	11,100		93
Assured Guaranty (A)	40,700		810
Astoria Financial (A)	41,818		431
AvalonBay Communities ‡ (A)	22,883		1,474
Banco Latinoamericano de Comercio Exterior, Cl E	56,700		806
Bancorp Rhode Island	10,777		280
Bancorpsouth (A)	22,390		515
Bank Mutual (A)	55,279		486
Bank of Hawaii	30,200		1,191
Bank of the Ozarks (A)	17,600		439
Berkshire Hills Bancorp	26,400		594
BioMed Realty Trust ‡	36,100		487
Boston Private Financial Holdings (A)	32,270		162
Boston Properties ‡ (A)	62,050		3,759
Brandywine Realty Trust ‡	74,550		791


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Brasil Brokers Participacoes	495,500	$	1,378
Brookline Bancorp	33,400		349
Calamos Asset Management, Cl A	25,122		283
CapitalSource	226,690		938
CAPLEASE INC ‡	11,800		49
Capstead Mortgage ‡	148,800		2,031
Cardinal Financial	45,061		356
Cardtronics *	233,548		1,840
Cathay General Bancorp (A)	26,400		244
CB Richard Ellis Group, Cl A *	2,539		30
CBL & Associates Properties ‡ (A)	51,538		483
Cedar Shopping Centers ‡	18,200		117
Centerstate Banks	32,590		272
Central Pacific Financial (A)	175,500		488
Chemical Financial	16,748		351
Chimera Investment ‡	195,100		741
Citizens Republic Bancorp * (A)	88,900		67
City Holding	1,200		38
CNA Surety * (A)	26,160		415
Cogdell Spencer ‡	274,700		1,242
Cohen & Steers	30,900		608
Colonial Properties Trust ‡	9,800		88
Columbia Banking System	25,225		414
Community Bank System	55,488		989
Conseco *	116,200		499
Corporate Office Properties Trust ‡ (A)	27,050		997
Cousins Properties ‡ (A)	48,023		398
Crawford, Cl B *	16,024		74
CVB Financial	84,000		589
DCT Industrial Trust ‡	21,200		112
Delphi Financial Group, Cl A	71,400		1,669
Developers Diversified Realty ‡	26,000		204
DiamondRock Hospitality ‡	11,500		79
Dollar Financial *	60,600		1,056
Douglas Emmett ‡ (A)	117,050		1,417
Duff & Phelps, Cl A	59,334		1,011
DuPont Fabros Technology ‡	7,400		97
Dynex Capital ‡	5,700		47
EastGroup Properties ‡	3,100		117
Education Realty Trust ‡	76,976		450
eHealth *	25,600		474
EMC Insurance Group	4,571		98
Employers Holdings	74,065		1,099
Encore Bancshares *	55,400		454
Encore Capital Group *	22,900		341
Endurance Specialty Holdings (A)	31,353		1,081
Entertainment Properties Trust ‡ (A)	14,400		452
Equity Lifestyle Properties ‡	6,700		270
Equity One ‡ (A)	70,353		1,108
ESSA Bancorp	25,600		324
Essex Property Trust ‡ (A)	26,150		1,951
Evercore Partners, Cl A	42,108		1,060
Extra Space Storage ‡	112,900		1,118
FBL Financial Group, Cl A	32,400		551
FBR Capital Markets *	164,900		892
FCStone Group *	55,231		265
Federal Realty Investment Trust ‡ (A)	26,400		1,647
Federated Investors, Cl B (A)	25,770		676
FelCor Lodging Trust ‡	12,000		49
Financial Federal	31,800		745
First American (A)	33,650		1,061
First Bancorp	68,900		220
First Commonwealth Financial	36,604		225
First Financial Bancorp	189,647		1,601
First Financial Bankshares	1,700		85
First Financial Holdings	13,600		244
First Horizon National * (A)	48,043		643
First Industrial Realty Trust ‡	11,300		59
First Merchants	9,500		67
First Midwest Bancorp	37,100		381
First Potomac Realty Trust ‡	8,600		92
FirstMerit	22,335		401
Flagstar Bancorp *	28,300		23
Flushing Financial	27,300		359
FNB (Pennsylvania)	43,842		310
Forestar Group *	14,325		207
FPIC Insurance Group * (A)	9,000		287
Franklin Street Properties ‡	16,531		235
GAMCO Investors, Cl A	2,100		95
General Shopping Brasil (Brazil) *	252,400		756
Getty Realty ‡	3,000		71
GFI Group	67,700		485
Gladstone Capital	18,482		138
Gladstone Commercial ‡	3,400		46
GLG Partners	210,465		831
Glimcher Realty Trust ‡	4,600		19
Gluskin Sheff + Associates	60,700		939
Gluskin Sheff + Associates (Canada) *	200		3
Gramercy Capital ‡	9,200		15
Great American Group *	179,400		816
Great Southern Bancorp (A)	9,200		194
Greenhill	19,800		1,568
Grubb & Ellis *	925,460		694
Hancock Holding (A)	33,483		1,283
Harleysville Group	7,600		246
Hatteras Financial ‡ (A)	85,100		2,544
HCP ‡	108,100		3,079
Healthcare Realty Trust ‡	9,300		201
Hercules Technology Growth Capital	223,167		2,069
Hersha Hospitality Trust ‡	97,800		303
Highwoods Properties ‡	27,700		814
Home Federal Bancorp	26,300		296
Home Properties ‡	5,600		213
Horace Mann Educators	81,078		993
Horizon Financial (A)	400		—
Hospitality Properties Trust ‡	19,100		348
Host Hotels & Resorts ‡	217,450		2,168
HRPT Properties Trust ‡	172,600		1,118
Iberiabank	6,656		323
Infinity Property & Casualty (A)	34,449		1,515
Inland Real Estate ‡	59,500		499
International Bancshares (A)	76,800		1,186
Investors Real Estate Trust ‡ (A)	121,800		1,128
IPC Holdings	37,796		1,225
iStar Financial ‡	24,700		52
Janus Capital Group	34,672		441
Jones Lang LaSalle	33,155		1,554
Kansas City Life Insurance	15,100		540
KBW *	9,800		281


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Kilroy Realty ‡	4,400	$	122
Kite Realty Group Trust ‡	10,700		39
Knight Capital Group, Cl A *	33,100		666
LaBranche *	11,800		46
LaSalle Hotel Properties ‡	18,800		311
Lexington Realty Trust ‡	21,300		99
Liberty Property Trust ‡	25,450		834
Life Partners Holdings	10,100		173
LTC Properties ‡	58,793		1,497
Macerich ‡ (A)	67,242		1,927
MainSource Financial Group	22,500		145
MarketAxess Holdings *	228,326		2,532
Max Capital Group (A)	93,000		1,903
MB Financial	27,800		385
Meadowbrook Insurance Group	279,268		2,226
Medical Properties Trust ‡ (A)	95,900		726
MF Global *	73,400		525
MFA Mortgage Investments ‡	473,530		3,750
MGIC Investment	301,725		2,453
Mid-America Apartment Communities ‡ (A)	15,264		668
Montpelier Re Holdings (A)	43,013		692
MSCI, Cl A *	66,262		1,949
National Health Investors ‡	4,000		132
National Penn Bancshares	9,300		52
National Retail Properties ‡	13,900		285
Nationwide Health Properties ‡	7,113		227
Navigators Group *	2,659		138
Nelnet, Cl A *	131,075		1,935
NewAlliance Bancshares	34,957		411
NorthStar Realty Finance ‡ (A)	19,344		74
NYSE Euronext	6,500		184
OceanFirst Financial	12,700		165
Odyssey Re Holdings	3,900		198
Old National Bancorp	17,200		183
Omega Healthcare Investors ‡	11,800		200
optionsXpress Holdings	2,900		48
Oriental Financial Group	93,700		1,269
Pacific Capital Bancorp	17,100		42
PacWest Bancorp (A)	42,321		834
Park National	2,000		120
Parkway Properties ‡	6,200		112
Pennsylvania Real Estate Investment Trust ‡	40,300		267
Penson Worldwide *	17,536		178
PHH *	44,433		945
Phoenix	24,700		73
Pico Holdings *	31,758		1,052
Piper Jaffray *	3,300		167
Platinum Underwriters Holdings	129,696		4,701
PMA Capital, Cl A *	33,019		182
Portfolio Recovery Associates *	5,021		221
Post Properties ‡	75,650		1,289
Potlatch ‡	5,000		146
Presidential Life	26,874		266
ProAssurance *	15,841		832
Prospect Capital	141,300		1,441
Prosperity Bancshares	19,800		684
Provident Financial Services	45,000		496
PS Business Parks ‡	1,700		90
Public Storage ‡	45,024		3,176
RAIT Financial Trust ‡ (A)	144,400		413
Ramco-Gershenson Properties ‡	6,400		67
Raymond James Financial (A)	12,700		289
Redwood Trust ‡	98,450		1,578
Regency Centers ‡ (A)	20,600		691
Reinsurance Group of America, Cl A	21,360		920
RenaissanceRe Holdings	9,800		534
Renasant	33,100		504
Republic Bancorp, Cl A	14,500		308
Resource Capital ‡	19,100		83
Riskmetrics Group *	93,845		1,460
S&T Bancorp	16,300		226
Safeguard Scientifics *	11,216		125
Safety Insurance Group	36,700		1,179
Sandy Spring Bancorp (A)	8,500		134
Saul Centers ‡	19,850		647
SCBT Financial	21,800		559
SeaBright Insurance Holdings *	43,300		433
Seacoast Banking Corp of Florida	84,600		239
Selective Insurance Group	47,500		808
Senior Housing Properties Trust ‡	37,300		748
Signature Bank NY * (A)	34,910		1,060
Simon Property Group ‡	58,504		3,722
SLM * (A)	71,800		639
South Financial Group (A)	26,000		46
Sovran Self Storage ‡	16,403		482
Starwood Property Trust ‡ *	38,700		766
Sterling Financial	16,200		34
Stewart Information Services	78,560		1,113
Strategic Hotels & Resorts ‡	24,600		34
Student Loan	13,800		678
Sun Communities ‡	9,800		175
Sunstone Hotel Investors ‡ (A)	55,780		349
Susquehanna Bancshares	48,200		281
SVB Financial Group *	34,320		1,364
SWS Group	80,769		1,168
Tanger Factory Outlet Centers ‡	5,700		214
TCF Financial (A)	74,173		1,021
TD Ameritrade Holding *	24,631		474
Texas Capital Bancshares *	35,500		587
Titanium Asset Management *(H) (J)	132,700		613
Tower Group	21,588		518
TradeStation Group *	41,400		297
Trustco Bank	151,967		945
Trustmark (A)	36,700		698
UCBH Holdings (A)	97,800		129
UMH Properties ‡	2,000		16
United Bankshares	28,300		555
United Community Banks *	43,505		293
United Financial Bancorp	42,000		516
Universal Health Realty Income Trust ‡	5,300		178
Univest Corp of Pennsylvania	7,800		162
Uranium Participation *	195,000		1,154
Urstadt Biddle Properties, Cl A ‡	8,800		136
U-Store-It Trust ‡	10,900		71
Validus Holdings	33,400		857
Value Creation * (H) (I) (J)	119,600		558
Ventas ‡	49,450		1,939
ViewPoint Financial Group	29,600		370
Vornado Realty Trust ‡ (A)	14,541		836
Walter Investment Management ‡	4,000		58


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Washington Real Estate Investment Trust ‡	17,700	$	477
Webster Financial (A)	16,000		209
WesBanco	23,000		338
Westamerica Bancorporation	14,000		720
Western Alliance Bancorp * (A)	36,054		264
Westfield Financial	52,700		482
Whitney Holding (A)	17,334		156
Willis Group Holdings	17,562		453
Wilshire Bancorp	18,800		156
Winthrop Realty Trust ‡	4,600		42
Wintrust Financial	9,200		255
World Acceptance *	49,126		1,279
WR Berkley (A)	17,500		447
WSFS Financial	21,500		596
Zenith National Insurance	47,500		1,281
Zions Bancorporation (A)	18,627		329

			198,252


Health Care — 12.0%
Abaxis *	17,000		452
Acadia Pharmaceuticals *	143,500		838
Accelrys *	73,300		421
Achillion Pharmaceuticals *	180,092		326
Acorda Therapeutics *	69,731		1,577
Affymetrix *	41,500		320
Air Methods *	17,000		580
Albany Molecular Research *	53,019		427
Alexion Pharmaceuticals *	47,102		2,126
Align Technology *	55,132		739
Alkermes *	58,711		531
Allscripts-Misys Healthcare Solutions	11,500		171
Alnylam Pharmaceuticals *	20,824		465
AMAG Pharmaceuticals *	40,874		1,678
Amedisys *	12,276		547
American Medical Systems Holdings *	21,700		331
AMERIGROUP *	22,301		527
AMN Healthcare Services *	150,000		1,481
Amsurg, Cl A *	128,403		2,607
Analogic	7,056		251
Angiodynamics *	20,014		259
Arena Pharmaceuticals * (A)	328,802		1,529
Array Biopharma *	105,073		433
athenahealth *	77,205		3,106
Beckman Coulter	8,400		569
Biogen Idec *	9,700		487
BioMarin Pharmaceutical *	179,130		2,950
Bruker *	61,300		622
Cambrex *	143,500		785
Cardiome Pharma *	356,831		1,595
Catalyst Health Solutions *	73,355		2,095
Celera *	3,100		20
Centene *	76,100		1,317
Cephalon *	3,400		194
Cepheid *	59,405		712
Charles River Laboratories International * (A)	32,900		1,135
Chemed (A)	47,095		2,051
Conceptus *	34,584		627
Conmed *	136,727		2,438
Cooper (A)	57,011		1,558
Covance *	10,700		568
Cross Country Healthcare *	102,600		945
Cubist Pharmaceuticals *	57,278		1,184
Cyberonics *	21,800		328
Cypress Bioscience *	44,821		312
Durect *	453,044		1,105
Emergency Medical Services, Cl A *	21,000		952
Emergent Biosolutions *	10,400		193
Enzo Biochem *	32,356		165
eResearch Technology *	58,403		367
Exactech *	33,936		505
Exelixis *	100,912		574
Genoptix *	49,240		1,413
Gen-Probe *	10,500		405
Gentiva Health Services *	18,700		412
Haemonetics *	10,800		568
Halozyme Therapeutics *	58,117		432
Hanger Orthopedic Group *	3,000		42
Health Net *	31,100		476
Healthsouth *	25,100		392
Healthspring *	55,300		732
HealthTronics *	185,122		474
Hill-Rom Holdings	21,300		436
HMS Holdings *	8,060		303
ICU Medical *	7,000		260
Idexx Laboratories *	10,600		538
I-Flow *	139,869		1,259
Immucor *	25,900		469
Incyte *	161,700		1,066
Inspire Pharmaceuticals *	164,900		984
Integra LifeSciences Holdings *	12,729		430
InterMune *	31,124		472
Invacare	20,200		438
Inverness Medical Innovations *	6,700		238
IPC The Hospitalist *	44,279		1,308
Isis Pharmaceuticals *	88,263		1,425
Kendle International *	29,917		393
Kensey Nash *	24,467		639
Kindred Healthcare *	77,950		1,113
Kinetic Concepts * (A)	19,200		613
King Pharmaceuticals *	136,000		1,412
LCA-Vision * (A)	25,400		138
LHC Group *	165,365		4,043
Life Sciences Research *	52,500		408
Lincare Holdings * (A)	30,800		813
Luminex *	26,110		399
Magellan Health Services *	25,300		812
Martek Biosciences	84,031		2,063
Masimo *	59,525		1,495
Maxygen *	37,128		263
MedAssets *	51,290		1,145
Medical Staffing Network Holdings *	92,100		25
Medicines *	153,300		1,168
Medicis Pharmaceutical, Cl A	61,100		1,129
Medidata Solutions *	63,405		1,006
Medivation *	16,965		430
Mednax *	58,733		3,058
Meridian Bioscience	36,200		872
Merit Medical Systems *	31,938		576


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Molina Healthcare *	7,700	$	156
Momenta Pharmaceuticals *	4,700		47
MWI Veterinary Supply *	42,528		1,582
Myriad Genetics *	58,640		1,793
National Dentex *	13,300		99
Neogen *	17,010		476
Nighthawk Radiology Holdings *	50,781		316
NovaMed *	63,500		269
NPS Pharmaceuticals *	33,700		140
NuVasive *	56,372		2,259
Odyssey HealthCare *	107,700		1,387
Omnicell *	135,049		1,483
OncoGenex Pharmaceutical *	600		24
Onyx Pharmaceuticals *	29,585		949
Optimer Pharmaceuticals *	35,011		456
Orthofix International *	7,300		200
OSI Pharmaceuticals *	20,252		677
Par Pharmaceutical *	84,170		1,721
Parexel International *	83,300		1,069
Patterson * (A)	15,459		421
PDL BioPharma	223,705		2,025
PerkinElmer	21,600		394
PharMerica * (A)	22,200		445
Phase Forward *	196,074		2,521
Pozen *	196,358		1,322
Providence Service *	18,100		206
PSS World Medical *	41,707		853
Psychiatric Solutions *	35,269		945
Quality Systems	35,099		1,890
Questcor Pharmaceuticals *	88,300		513
Quidel *	144,275		2,228
Regeneron Pharmaceuticals *	54,777		1,245
RehabCare Group *	7,454		156
Res-Care *	115,310		1,673
Rigel Pharmaceuticals *	206,100		1,453
Salix Pharmaceuticals *	37,625		471
Savient Pharmaceuticals *	5,200		72
Seattle Genetics *	41,682		511
Sepracor *	4,200		76
Sirona Dental Systems *	11,600		307
Somanetics *	31,136		407
SonoSite *	21,700		505
Spectrum Pharmaceuticals *	2,600		22
STERIS	51,000		1,480
Sun Healthcare Group *	78,300		645
Techne	26,080		1,608
Teleflex	22,166		1,004
Theravance *	47,105		733
United Therapeutics *	16,454		1,506
Universal American Financial *	70,300		645
Universal Health Services, Cl B	19,089		1,122
Valeant Pharmaceuticals International *	8,300		215
Varian * (A)	33,600		1,721
Viropharma *	16,400		131
Volcano *	27,719		396
Wright Medical Group *	24,209		393
Zoll Medical *	23,200		417

			134,840


Industrials — 16.3%
Actuant, Cl A	13,948		197
Acuity Brands (A)	40,500		1,301
Administaff	34,800		840
Advisory Board *	24,099		637
Aegean Marine Petroleum Network	188,539		3,880
AerCap Holdings *	260,311		2,267
Aerovironment *	30,933		870
Airtran Holdings *	288,411		1,918
Alaska Air Group *	2,000		50
Allen-Vanguard *	1,478,300		135
Alliant Techsystems *	16,675		1,289
American Ecology	14,781		270
American Reprographics *	12,200		112
American Science & Engineering	1,900		117
Ameron International	18,600		1,506
Ampco-Pittsburgh	12,900		308
AO Smith (A)	22,900		871
APAC Customer Services *	66,500		364
Apogee Enterprises	87,900		1,160
Applied Industrial Technologies	86,000		1,774
Arkansas Best (A)	55,700		1,777
Armstrong World Industries *	13,400		448
Astec Industries * (A)	30,300		768
ATC Technology *	35,867		750
Atlas Air Worldwide Holdings *	11,200		279
Avis Budget Group *	84,300		820
Axsys Technologies *	1,400		76
AZZ *	5,200		179
Barnes Group	109,545		1,609
BE Aerospace *	70,770		1,212
Beacon Roofing Supply *	22,000		370
Belden	36,393		762
Bowne (A)	29,857		209
Brady, Cl A	23,527		697
Briggs & Stratton	73,015		1,288
Brink’s	19,200		506
CAE	9,800		250
Carlisle	36,100		1,191
Celadon Group *	166,814		1,633
Ceradyne *	87,528		1,639
Chart Industries *	28,600		534
Chicago Bridge & Iron	42,976		676
CIRCOR International	34,000		878
Clean Harbors *	3,000		177
Columbus McKinnon *	70,366		866
Comfort Systems USA (A)	144,400		1,714
Continental Airlines, Cl B *	75,097		997
Con-way	17,266		721
Copa Holdings, Cl A	22,822		953
Copart *	29,559		1,045
Cornell *	16,500		332
Corrections of America *	22,600		448
CoStar Group *	104,771		3,976
Courier	15,245		245
CRA International *	77,424		2,162
Crane	118,235		2,775
Cubic	48,900		1,737
Danaos (A)	18,600		70
Deluxe	86,000		1,437
Diamond Management & Technology Consultants, Cl A	76,300		478
Dycom Industries *	56,992		640


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Dynamic Materials	1,700	$	28
DynCorp International, Cl A *	13,700		235
EMCOR Group *	169,718		3,932
Encore Wire	31,100		736
EnergySolutions	7,900		70
EnerNOC *	27,225		733
EnerSys *	34,500		686
Ennis	26,521		361
EnPro Industries * (A)	44,500		958
ESCO Technologies * (A)	11,300		419
Esterline Technologies *	19,600		606
Fastenal	14,000		507
Force Protection *	270,400		1,433
Forward Air	53,455		1,234
FreightCar America	46,734		892
FTI Consulting *	61,872		2,694
G&K Services, Cl A	39,622		931
Gardner Denver *	18,607		604
GATX (A)	9,400		258
Genco Shipping & Trading (A)	11,200		217
GenCorp *	26,400		116
General Cable *	20,190		712
Geo Group *	96,918		1,776
GeoEye *	81,351		2,060
Gibraltar Industries	66,227		798
GrafTech International *	7,100		101
Graham	54,386		741
Granite Construction (A)	19,500		626
Great Lakes Dredge & Dock	246,400		1,612
Griffon *	44,700		473
GT Solar International *	30,600		157
H&E Equipment Services *	114,300		1,145
Harsco	11,700		365
Hawaiian Holdings *	44,100		323
Healthcare Services Group	64,250		1,136
Heico, Cl A	14,672		450
Heidrick & Struggles International	5,600		118
Herman Miller	13,600		221
HNI	19,000		408
Horizon Lines, Cl A	240,338		1,303
Houston Wire & Cable	10,600		122
Hubbell, Cl B	20,500		789
Hudson Highland Group *	105,600		397
ICF International *	71,293		1,950
ICT Group *	5,300		58
IDEX	50,473		1,335
IHS, Cl A *	35,570		1,722
II-VI *	25,296		677
Innerworkings *	352,273		2,022
Insteel Industries	3,000		34
Interface, Cl A	52,073		344
John Bean Technologies	20,400		340
Kadant *	19,819		231
Kaman	12,867		267
Kansas City Southern *	41,169		984
Kaydon (A)	60,854		2,031
KBR	30,100		682
Kelly Services, Cl A (A)	41,076		472
Kforce *	81,900		917
Kirby *	81,825		3,031
Knight Transportation	11,600		191
Knoll	47,700		459
Korn/Ferry International *	51,200		708
Ladish *	38,700		567
Landstar System	47,065		1,641
LB Foster, Cl A *	30,086		897
LECG *	94,600		318
Lennox International	3,800		136
Lincoln Electric Holdings	8,600		391
Lindsay Manufacturing	3,600		149
LS Starrett, Cl A	1,700		16
Lydall *	24,860		132
Manpower	24,945		1,290
Marten Transport *	16,000		271
McDermott International *	27,900		663
Mcgrath Rentcorp	10,679		210
Michael Baker *	9,500		318
Mine Safety Appliances	31,028		829
Monster Worldwide * (A)	131,175		2,128
MPS Group *	171,300		1,689
MSC Industrial Direct, Cl A	24,650		974
Mueller Industries	85,700		2,073
Mueller Water Products, Cl A	40,600		187
MYR Group *	47,729		978
NACCO Industries, Cl A	9,100		532
Navistar International *	13,000		562
NCI Building Systems *	198,200		533
Old Dominion Freight Line *	67,554		2,417
Orbital Sciences *	27,300		404
Oshkosh Truck	2,300		77
Pacer International (A)	149,695		620
Pall	25,100		746
Powell Industries *	5,500		208
Quanex Building Products	98,575		1,328
Quanta Services *	26,139		578
Rand Logistics *	29,400		87
Raven Industries	19,800		572
Regal-Beloit	14,400		655
Resources Connection *	93,122		1,435
Ritchie Bros Auctioneers	47,035		1,179
RSC Holdings * (A)	161,000		1,164
Rush Enterprises, Cl A *	87,743		1,229
Ryder System	59,300		2,254
Sauer-Danfoss	20,300		113
School Specialty * (A)	60,023		1,368
Silvercorp Metals *	175,600		644
Silvercorp Metals PIPE *	176,500		648
Skywest	69,664		1,076
Spherion *	130,900		709
Spirit Aerosystems Holdings, Cl A *	42,600		661
Standard Parking *	77,444		1,328
Standard Register	30,494		132
Stanley *	26,425		678
Steelcase, Cl A (A)	41,300		258
SYKES Enterprises *	38,900		817
TAL International Group	109,800		1,353
Taser International *	21,200		97
Tecumseh Products, Cl A *	46,300		419
Teledyne Technologies *	53,360		1,801
Terex *	192,616		3,174
Tetra Tech *	55,342		1,635
Textainer Group Holdings	87,800		1,246
Textron (A)	65,800		1,011


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Titan International	100,295		833
Titan Machinery *	84,304	$	1,016
TransDigm Group *	43,625		1,942
Tredegar	39,405		590
Trex *	5,900		112
Triumph Group	15,090		656
TrueBlue *	102,200		1,390
Tutor Perini *	11,400		224
UAL *	185,400		1,155
United Rentals *	24,600		226
United Stationers *	1,800		82
Universal Forest Products	18,600		768
US Airways Group *	282,700		961
Viad	8,900		161
Vitran, Cl A *	73,218		855
Wabtec	46,755		1,751
Waste Connections *	12,522		342
Watson Wyatt Worldwide, Cl A	42,954		1,877
Watts Water Technologies, Cl A	26,251		792
Werner Enterprises	40,100		701
WESCO International *	106,979		2,570
Woodward Governor	52,500		1,102
YRC Worldwide * (A)	269,100		600

			183,439


Information Technology — 19.0%
3Com *	409,800		1,783
Actel *	76,100		828
Actuate *	40,000		225
Acxiom	47,000		429
Adaptec *	61,636		181
ADC Telecommunications *	19,300		164
Advanced Energy Industries *	95,317		997
Advent Software *	18,172		703
Akamai Technologies *	106,948		1,887
Alliance Semiconductor	55,500		15
Amkor Technology *	78,100		433
Anixter International * (A)	15,217		534
Ansys *	14,896		523
Applied Micro Circuits * (A)	58,150		462
Ariba *	246,105		2,820
ARM Holdings ADR	131,900		838
Arris Group *	305,020		4,045
Arrow Electronics *	48,400		1,338
Art Technology Group *	391,590		1,582
AsiaInfo Holdings *	42,900		739
Atheros Communications *	30,667		848
Atmel *	369,840		1,527
ATMI *	85,466		1,452
Avid Technology *	3,200		42
Avocent *	49,327		805
Bankrate *	1,100		31
Benchmark Electronics *	176,000		2,887
Black Box	33,301		834
Blue Coat Systems *	10,600		208
BluePhoenix Solutions *	156,399		513
Brightpoint *	99,200		728
Broadridge Financial Solutions	39,000		812
Brocade Communications Systems * (A)	331,300		2,395
Brooks Automation *	7,900		51
CACI International, Cl A *	33,192		1,526
Cadence Design Systems *	35,800		224
CDC Software ADR *	131,600		1,115
Checkpoint Systems *	30,486		508
Ciber *	304,434		1,187
Ciena *	22,300		299
Cirrus Logic *	111,466		553
Cogent *	4,600		48
Cognex	57,592		923
Cogo Group *	48,900		264
Coherent *	57,567		1,287
CommScope *	67,505		1,820
Compuware *	61,600		444
comScore *	8,543		119
Comtech Telecommunications *	26,300		895
Comverse Technology *	231,700		2,000
Concur Technologies *	42,737		1,511
Constant Contact *	20,720		432
Convergys *	12,200		132
CPI International *	21,600		203
CSG Systems International *	81,393		1,227
CTS	152,757		1,354
Cymer *	13,200		464
Cypress Semiconductor *	19,600		198
Daktronics	23,900		193
DealerTrack Holdings *	161,871		3,267
Diebold (A)	27,982		844
Digi International *	59,100		506
Digital River *	6,687		236
Dolby Laboratories, Cl A *	13,000		507
DSP Group *	129,441		1,023
DTS *	149,389		4,004
Earthlink (A)	226,400		1,884
EF Johnson Technologies *	98,700		83
Electro Rent	11,371		116
Electronic Arts *	18,667		340
Electronics for Imaging *	21,957		234
Emulex *	264,430		2,562
Epicor Software *	5,900		37
EPIQ Systems *	59,875		897
Equinix *	30,285		2,552
Euronet Worldwide *	87,015		2,055
Fair Isaac (A)	114,600		2,556
FLIR Systems *	59,150		1,362
Formfactor *	72,298		1,586
Forrester Research *	11,200		264
Gartner *	11,000		183
GSI Commerce *	135,716		2,353
Heartland Payment Systems	144,852		1,812
Hittite Microwave *	11,300		389
Hutchinson Technology *	22,889		136
i2 Technologies *	32,600		489
Ikanos Communications *	92,400		158
Imation (A)	293,608		2,525
Insight Enterprises *	76,400		876
Integral Systems *	105,549		662
Integrated Device Technology *	11,000		75
Intermec *	54,451		774
Intersil, Cl A (A)	38,700		573
IXYS	21,300		145
j2 Global Communications *	14,800		316
Jabil Circuit	42,500		465
Jack Henry & Associates	45,300		1,056


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
JDA Software Group *	73,400		1,420
JDS Uniphase *	45,200	$	310
Kenexa *	48,824		599
Keynote Systems * (A)	42,400		427
Knot *	168,823		1,705
Kopin *	15,600		60
Lam Research *	27,300		838
Lawson Software * (A)	339,382		2,091
LeCroy * (A)	71,700		285
Lexmark International, Cl A *	59,600		1,123
Linear Technology	25,600		680
Lionbridge Technologies *	63,700		171
Littelfuse * (A)	29,685		743
LivePerson *	17,100		70
LTX-Credence *	194,200		194
Manhattan Associates *	107,300		1,913
Mantech International, Cl A *	53,032		2,802
Marvell Technology Group *	28,800		439
MAXIMUS	67,900		2,828
Maxwell Technologies *	10,700		145
MEMC Electronic Materials *	28,900		461
Mercury Computer Systems *	43,100		410
Merrimac Industries *	2,800		22
Methode Electronics	154,492		1,333
Micrel	31,800		247
Microsemi *	108,637		1,533
MicroStrategy, Cl A *	27,700		1,710
MKS Instruments *	70,121		1,292
ModusLink Global Solutions *	21,417		154
Monotype Imaging Holdings *	147,779		1,210
Move *	131,703		381
MTS Systems	25,099		666
Multi-Fineline Electronix *	16,100		445
NCR *	44,400		592
Ness Technologies *	47,000		284
Net 1 UEPS Technologies *	85,417		1,631
Netgear *	128,200		2,190
Netlogic Microsystems *	34,918		1,533
Novatel Wireless *	123,400		1,191
Novell *	302,600		1,316
Novellus Systems *	14,800		284
Nuance Communications *	51,986		641
Omniture *	220,256		3,152
Omnivision Technologies *	60,400		884
Open Text *	448		16
Openwave Systems *	83,700		232
Orbotech *	99,300		913
Orckit Communications *	44,300		152
OSI Systems *	66,400		1,120
Palm *	21,800		291
Parametric Technology *	83,763		1,114
Park Electrochemical	63,700		1,372
Parkervision *	172,800		624
Perot Systems, Cl A *	33,233		553
Plantronics	21,100		504
PLATO Learning *	43,200		190
Power Integrations	57,775		1,892
Progress Software *	35,800		798
QLogic *	32,300		511
Quantum *	692,889		852
Quest Software *	76,323		1,259
Radisys * (A)	59,500		434
RADWARE *	62,200		688
RealNetworks *	64,700		229
RF Micro Devices *	32,300		152
Richardson Electronics	25,765		104
RightNow Technologies *	22,041		277
Riverbed Technology *	6,400		123
Rogers *	18,136		473
Rosetta Stone *	72,198		1,592
Rudolph Technologies * (A)	90,600		582
Sapient *	258,101		1,892
SAVVIS *	84,342		1,430
Scansource *	24,000		672
Seachange International *	174,500		1,560
Semtech *	32,800		599
Sierra Wireless *	29,200		241
Sigma Designs *	4,900		69
Silicon Graphics International *	54,500		299
Silicon Image *	82,900		252
Skyworks Solutions *	90,500		1,054
Smith Micro Software *	43,256		500
Solera Holdings	66,628		1,755
SPSS *	26,900		1,340
SRA International, Cl A *	138,527		2,753
Standard Microsystems *	48,971		1,140
Starent Networks *	4,500		91
Stratasys *	38,103		548
Switch & Data *	72,516		985
Sybase * (A)	29,916		1,043
Synaptics *	13,200		340
Synchronoss Technologies *	91,576		973
SYNNEX * (A)	30,000		890
Synopsys * (A)	15,460		328
Take-Two Interactive Software	66,400		697
Taleo, Cl A *	55,667		1,007
Tech Data *	26,900		1,025
Technitrol	53,500		441
Techwell *	35,500		318
Tekelec *	70,114		1,092
TeleTech Holdings *	22,300		380
Teradyne *	343,638		2,835
Tessera Technologies *	48,602		1,221
THQ *	48,411		267
TIBCO Software *	261,000		2,315
TiVo *	15,200		149
Trimble Navigation *	106,725		2,717
TriQuint Semiconductor *	37,700		276
TTM Technologies *	102,400		1,036
Tyler Technologies * (A)	17,600		268
Ultimate Software Group *	36,126		953
Ultra Clean Holdings *	68,900		240
Ultratech * (A)	117,800		1,276
Unisys *	258,300		630
United Online	79,500		556
Utstarcom * (A)	91,200		150
Valueclick *	41,300		423
Varian Semiconductor Equipment
Associates * (A)	29,000		887
Veeco Instruments *	96,220		2,067
VeriFone Holdings *	1,600		19
Verigy *	97,842		1,046
Verint Systems *	57,600		700
Vishay Intertechnology *	33,100		267


10		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
VistaPrint *	116,594	4,832
Vocus *	107,948	1,820
Web.com Group *	40,000	218
Websense *	90,175	1,367
Wright Express *	63,835	2,012
Xyratex *	60,473	398
Zebra Technologies, Cl A *	73,932	1,847
Zoran *	173,700	1,919

		212,364


Materials — 3.9%
A. Schulman	52,882	1,062
AK Steel Holding	31,075	632
Allied Nevada Gold *	101,400	820
AM Castle	28,769	317
AMCOL International	36,600	810
Aptargroup	47,624	1,637
Arch Chemicals	7,018	205
Brush Engineered Materials *	6,900	153
Buckeye Technologies *	52,300	527
Cabot	29,380	582
Carpenter Technology	89,500	1,907
Commercial Metals	48,315	818
Crown Holdings *	97,320	2,417
Cytec Industries	43,339	1,252
Eagle Materials (A)	14,100	371
Ferro	35,900	283
General Steel Holdings *	68,257	256
Glatfelter	18,200	190
H.B. Fuller	95,058	1,877
Harry Winston Diamond	31,200	182
Haynes International *	24,300	659
Headwaters *	91,275	351
Innophos Holdings	17,800	340
International Flavors & Fragrances	14,722	524
Intrepid Potash *	38,306	900
Jaguar Mining *	148,000	1,453
Kaiser Aluminum	15,900	514
Koppers Holdings	50,222	1,371
Myers Industries	44,093	452
Nalco Holding	73,695	1,319
Neenah Paper	28,552	324
New Gold *	427,300	1,457
NewMarket	25,775	2,142
Olin (A)	83,627	1,400
OM Group * (A)	77,529	2,110
PolyOne *	49,400	252
Quaker Chemical	28,200	584
Rockwood Holdings *	14,600	297
Royal Gold	4,300	171
RTI International Metals *	62,300	1,198
Schweitzer-Mauduit International	31,100	1,529
Sensient Technologies (A)	51,600	1,345
ShengdaTech *	13,096	77
Silgan Holdings	13,891	675
Solutia *	13,600	166
Spartech	36,700	424
Stepan	400	22
Stillwater Mining *	8,400	54
Universal Stainless & Alloy *	82,700	1,481
Walter Industries	26,325	1,367
Wausau Paper	16,100	156
Westlake Chemical	2,300	55
Worthington Industries	75,500	994
WR Grace *	71,571	1,197
Zep	4,800	77

		43,735


Telecommunication Services — 1.2%
Alaska Communications Systems Group	48,164	384
Atlantic Telegraph-Network	12,100	578
Cbeyond *	42,796	615
Centennial Communications *	33,000	250
Cincinnati Bell *	197,300	657
Cogent Communications Group *	17,700	171
Consolidated Communications Holdings	23,586	333
D&E Communications	1,200	12
Global Crossing *	29,600	333
Iowa Telecommunications Services	35,579	406
Leap Wireless International * (A)	79,500	1,311
Neutral Tandem *	88,971	2,225
SBA Communications, Cl A *	121,863	2,938
Syniverse Holdings *	25,800	461
tw telecom, Cl A *	131,020	1,500
USA Mobility	52,000	662
Virgin Mobile USA, Cl A *	57,600	271

		13,107


Utilities — 3.1%
AGL Resources	23,975	805
Allegheny Energy	15,400	407
Allete (A)	36,140	1,222
Avista	11,900	232
Black Hills	16,500	422
Centerpoint Energy	53,200	660
Cia de Saneamento de Minas Gerais-COPASA (Brazil)	88,600	1,425
Cleco	45,200	1,104
CMS Energy (A)	31,800	426
El Paso Electric *	130,100	2,204
Empire District Electric	53,592	973
Great Plains Energy	102,781	1,801
Hawaiian Electric Industries	20,500	357
IDACORP	33,156	944
ITC Holdings	35,244	1,641
Laclede Group	4,000	130
New Jersey Resources	16,900	621
Nicor	14,800	536
Northwest Natural Gas	400	17
NorthWestern	162,796	3,906
Ormat Technologies (A)	12,400	447
PNM Resources	44,100	515
Portland General Electric	252,142	4,922
UGI	20,300	518
UIL Holdings	40,300	1,045
Unisource Energy	111,358	3,256
Vectren	68,300	1,581
Westar Energy	93,026	1,909


11		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
WGL Holdings (A)	8,300	$	274

			34,300

Total Common Stock (Cost $974,512) ($ Thousands)			1,059,348


CONVERTIBLE BONDS — 0.7%
Consumer Discretionary — 0.1%
Charming Shoppes
1.125%, 05/01/14	1,360		993
Eddie Bauer Holdings
5.250%, 04/01/14	3,147		346

			1,339


Energy — 0.2%
Nova Biosource Fuels
10.000%, 09/30/12 (B) (C) *	3,332		67
Rentech
4.000%, 04/15/13	1,795		1,456
Scorpio Mining (H) (I) (J)
7.000%, 05/05/11	887		716

			2,239


Financials — 0.2%
Dollar Financial
2.875%, 06/30/27	1,565		1,256
World Acceptance
3.000%, 10/01/11	1,272		1,057

			2,313


Health Care — 0.1%
Incyte
3.500%, 02/15/11	812		701


Information Technology — 0.1%
Hutchinson Technology
2.250%, 03/15/10	1,070		1,038

Total Convertible Bonds (Cost $7,408) ($ Thousands)			7,630


PREFERRED STOCK — 0.2%
Consumer Discretionary — 0.2%
Callaway Golf (B)	16,300		1,931

Total Preferred Stock (Cost $1,615) ($ Thousands)			1,931


WARRANTS — 0.0%	Number of Warrants
Oilsands Quest,
Expires 05/12/11 *	247,050		74
Oilsands Quest,
Expires 12/08/09 *	17,500		—
Rentech,
Expires 04/25/12 * (H) (I) (J)	16,100		9


Description	Number of Warrants/ Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Titanium Asset Management,
Expires 06/21/11 * (H) (J)		122,200	$	76
Washington Mutual (D)		146,861		2

Total Warrants (Cost $68) ($ Thousands)				161


	Number Of Rights

RIGHT — 0.0%
United States — 0.0%
Ligand Pharma,
Expires 01/05/12 (H) (J)		64,529		—

Total Right (Cost $—) ($ Thousands)				—


EXCHANGE TRADED FUNDS — 0.0%
iShares Russell 2000 Index Fund (A)		3,408		195
Powershares QQQ		11,323		453

Total Exchange Traded Funds (Cost $688) ($ Thousands)				648


U.S. TREASURY OBLIGATION (E) (F) — 0.4%
U.S. Treasury Bill
0.153%, 12/03/09	$	4,070		4,068

Total U.S. Treasury Obligation (Cost $4,068) ($ Thousands)				4,068


CASH EQUIVALENT — 3.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.100%** †		43,495,809		43,496

Total Cash Equivalent (Cost $43,496) ($ Thousands)				43,496


AFFILIATED PARTNERSHIP — 14.8%
SEI Liquidity Fund, L.P., 0.440% ** † (G)		172,187,407		166,123

Total Affiliated Partnership (Cost $172,187) ($ Thousands)				166,123

Total Investments — 114.6% (Cost $1,204,042)($ Thousands) ††			$	1,283,405


12		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI	669	Sep-2009	$	2,024

Percentages are based on a Net Assets of $1,120,283 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $164,604 ($ Thousands).

(B)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other "accredited investors." These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C)	Security in default on interest payments. Security is non-income producing.

(D)	This warrant represents a potential distribution settlement in a legal claim and does not have a strike price or expiration date.

(E)	Zero coupon security. The rate reported is the effective yield at time of purchase.

(F)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(G)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $166,123 ($ Thousands).

(H)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $2,243 ($ Thousands) and represents 0.20% of net assets.

(I)	Securities considered restricted. The total value of such securities as of August 31, 2009 was $1,283 ($ Thousands) and represents 0.11% of net assets.

(J)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total value of such securities as of August 31, 2009 was $2,243 ($ Thousands) and represents 0.20% of net assets.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $1,204,042 ($ Thousands), and the unrealized appreciation and depreciation were $163,453 ($ Thousands) and $(84,090) ($ Thousands) respectively.

ADR — American Depositary Receipt

Cl — Class

CV — Convertible Security

LLC — Limited Liability Company

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

Amounts designated as “—” are $O or have been rounded to $O.

See end of Form N-Q Filing for FAS 157 disclosure.


13		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

August 31, 2009

Restricted Securities — At August 31, 2009, the Fund owned private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption there form. In addition, the Fund has generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board of Trustees. The acquisition dates of these investments, along with their cost and values at August 31, 2009, were as follows:


	Number of Warrants/ Face Amount ($Thousands)/ Shares	Acquisition Date	Right to Acquire Date	Cost ($Thousands)		Market Value ($Thousands)		% of Net Assets
Rentech	16,100	4/20/08	4/20/08	$	—	$	9	0.00	%
Scorpio Mining	887	5/5/08	5/5/08		769		716	0.06	%
Value Creation	119,600	2/29/08	2/29/08		1,225		558	0.05	%

				$	1,642	$	1,283	0.11	%


14		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 92.9%

Consumer Discretionary — 13.8%
Aaron’s	44,968	$	1,174
Abercrombie & Fitch, Cl A	30,952		999
Advance Auto Parts (A)	99,837		4,223
Aeropostale *	50,500		1,977
American Eagle Outfitters	430,729		5,815
American Greetings, Cl A	33,400		464
Amerigon * (A)	185,021		1,177
Ameristar Casinos	44,560		740
AnnTaylor Stores *	55,600		783
Apollo Group, Cl A *	45,300		2,937
Arctic Cat	68,000		486
Autoliv	36,100		1,158
AutoNation *	40,098		761
Bally Technologies *	60,630		2,451
Barnes & Noble	17,500		362
Beazer Homes USA *	15,428		67
Bebe Stores	365,249		2,787
Bed Bath & Beyond *	48,700		1,777
Belo, Cl A	205,911		688
Big 5 Sporting Goods	11,600		177
Big Lots *	187,800		4,774
BJ’s Restaurants * (A)	93,971		1,612
Black & Decker	25,900		1,143
Blyth	9,087		413
Bob Evans Farms	61,900		1,663
Borders Group *	56,852		180
BorgWarner	52,945		1,571
Brinker International	92,600		1,348
Brink’s Home Security Holdings * (A)	146,750		4,589
Brown Shoe (A)	103,096		773
Buckle	12,300		325
Buffalo Wild Wings * (A)	40,700		1,678
Cabela’s * (A)	58,500		939
Callaway Golf	276,980		1,958
Career Education * (A)	95,164		2,260
Carter’s *	108,854		2,739
Cato, Cl A	203,463		3,475
CEC Entertainment *	67,691		1,811
Century Casinos *	392,649		1,119
Charlotte Russe Holding *	54,300		944
Cheesecake Factory * (A)	112,807		2,072
Childrens Place Retail Stores *	47,800		1,450
Chipotle Mexican Grill, Cl A *	3,000		252
Christopher & Banks	82,097		563
Cinemark Holdings	26,485		266
CKE Restaurants	18,006		174
Coinstar *	50,800		1,677
Cooper Tire & Rubber	208,266		2,974
Corinthian Colleges * (A)	97,200		1,863
Cracker Barrel Old Country Store (A)	85,608		2,432
Deckers Outdoor *	2,600		178
Dick’s Sporting Goods * (A)	287,714		6,448
Dillard’s, Cl A (A)	40,000		456
DineEquity	65,241		1,375
Dollar Tree *	27,616		1,379
Domino’s Pizza *	46,498		376
DR Horton (A)	176,957		2,373
DreamWorks Animation SKG, Cl A *	94,120		3,177
DSW, Cl A * (A)	208,252		3,157
Eastman Kodak	95,345		507
Entercom Communications, Cl A (A)	99,924		489
Ethan Allen Interiors	40,176		624
FGX International Holdings *	59,300		856
Finish Line, Cl A	213,482		1,761
Foot Locker	269,229		2,870
Fossil *	14,500		368
Fuqi International *	16,008		415
GameStop, Cl A *	137,691		3,277
Gannett	334,842		2,893
Genesco *	78,151		1,712
Gildan Activewear, Cl A * (A)	67,100		1,382
Global Sources *	15,391		106
Goodyear Tire & Rubber *	23,500		387
Group 1 Automotive	15,643		441
Gymboree *	35,690		1,599
H&R Block	143,347		2,477
Hanesbrands *	255,900		5,389
Harley-Davidson (A)	123,407		2,959
Harman International Industries (A)	34,500		1,035
Hasbro (A)	63,700		1,809
hhgregg *	12,000		207
Hibbett Sports * (A)	114,674		2,015
Hillenbrand	12,500		250
Hooker Furniture (A)	26,100		347
Iconix Brand Group *	33,400		574
Interpublic Group *	320,005		2,013
ITT Educational Services *	19,696		2,068
J Crew Group *	161,125		5,493
Jackson Hewitt Tax Service	27,600		154
Jarden *	189,010		4,602
Jo-Ann Stores *	28,600		781
Jones Apparel Group	465,927		7,264
Journal Communications, Cl A	45,133		167
K12 * (A)	68,100		1,402
Landry’s Restaurants * (A)	22,200		216
Las Vegas Sands *	106,800		1,523
Liberty Media-Interactive, Cl A *	154,827		1,483
Life Time Fitness * (A)	280,366		8,725
Live Nation *	592,138		4,163
Lumber Liquidators * (A)	52,100		1,146
Marvel Entertainment *	45,700		2,211
Mattel	88,718		1,596
MDC Holdings	20,714		776
Men’s Wearhouse	21,242		552
Meredith	2,942		81
MGM Mirage * (A)	166,452		1,410
Morningstar * (A)	64,350		2,851
National CineMedia	349,495		5,242
National Presto Industries	1,635		137
Newell Rubbermaid (A)	100,589		1,400
Nordstrom	132,806		3,724
NutriSystem	20,300		289
NVR *	5,256		3,549
O'Charleys	46,840		358
OfficeMax (A)	192,700		2,179
O’Reilly Automotive *	4,977		191
Oxford Industries	31,449		440
Penn National Gaming * (A)	78,785		2,301
Perry Ellis International *	34,092		426
PetSmart	302,617		6,328
PF Chang’s China Bistro * (A)	88,751		2,832
Phillips-Van Heusen	73,174		2,765


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Polaris Industries	69,303	$	2,613
Pool	53,460		1,273
Pre-Paid Legal Services * (A)	9,200		422
priceline.com *	11,300		1,740
Pulte Homes	381,052		4,870
RadioShack (A)	117,600		1,779
RC2 *	176,461		2,771
RCN *	10,786		101
Red Robin Gourmet Burgers *	44,000		848
Regal Entertainment Group, Cl A	100,897		1,276
Regis (A)	183,140		2,963
Rent-A-Center, Cl A *	85,862		1,694
Retail Ventures *	388,206		1,879
Ross Stores	20,144		940
Ruby Tuesday * (A)	79,800		583
Ryland Group (A)	55,682		1,276
Scholastic (A)	80,740		1,967
Scientific Games, Cl A *	162,429		2,505
Scripps Networks Interactive, Cl A	53,334		1,732
Sherwin-Williams	9,442		568
Shutterfly * (A)	177,867		2,572
Signet Jewelers	10,300		249
Sinclair Broadcast Group, Cl A	93,100		263
Skechers U.S.A., Cl A *	35,093		625
Sonic Automotive, Cl A	76,498		981
Spartan Motors	163,479		888
Stage Stores	107,570		1,436
Stamps.com *	26,062		225
Standard Pacific * (A)	227,781		827
Stanley Works	13,676		560
Starwood Hotels & Resorts Worldwide (A)	114,502		3,410
Stein Mart *	21,173		262
Strayer Education (A)	13,011		2,747
Systemax *	15,242		203
Tempur-Pedic International	61,790		915
Tenneco *	70,437		1,106
Thunderbird Resorts * (B)(G)(I)	151,700		137
Tractor Supply * (A)	33,729		1,587
TRW Automotive Holdings *	41,774		737
Universal Electronics *	7,400		139
Urban Outfitters *	71,710		2,039
Volcom *	27,835		394
WABCO Holdings	44,412		847
Warnaco Group * (A)	81,450		3,099
Warner Music Group *	51,824		237
Weight Watchers International	63,900		1,753
Westport Innovations *	137,554		1,371
Whirlpool (A)	21,994		1,412
Williams-Sonoma	44,400		849
WMS Industries *	96,326		4,078
Wyndham Worldwide	14,400		218
Zumiez * (A)	111,093		1,404

			289,916


Consumer Staples — 2.9%
Alliance One International *	102,800		394
Andersons	29,869		983
Avon Products	39,969		1,274
Boston Beer, Cl A *	15,925		633
Brown-Forman, Cl B	33,949		1,518
Cal-Maine Foods (A)	31,900		911
Casey’s General Stores	65,252		1,811
Central European Distribution *	51,310		1,652
Central Garden and Pet, Cl A *	66,227		728
Central Garden and Pet *	73,524		893
Chiquita Brands International *	109,710		1,690
Constellation Brands, Cl A *	40,698		602
Corn Products International	60,103		1,783
Cosan Industria e Comercio (Brazil) *	171,700		1,960
Dean Foods *	233,141		4,229
Del Monte Foods	391,232		4,104
Flowers Foods	104,500		2,484
Genting Plantations (Malaysia)	678,000		1,136
Green Mountain Coffee Roasters * (A)	23,790		1,432
Hansen Natural *	16,900		552
Herbalife	133,800		4,051
J&J Snack Foods	9,404		411
JM Smucker	30,405		1,589
Lance (A)	72,100		1,748
Lorillard	22,240		1,618
McCormick	49,715		1,619
Medifast * (A)	39,700		745
Molson Coors Brewing, Cl B	33,606		1,592
Nash Finch	11,052		300
NBTY * (A)	49,000		1,816
Nu Skin Enterprises, Cl A	10,480		181
Pantry *	111,982		1,696
Pepsi Bottling Group	40,800		1,458
PepsiAmericas	28,200		789
Prestige Brands Holdings *	35,444		263
Ralcorp Holdings *	14,432		905
Sanderson Farms	58,383		2,429
Sara Lee	217,300		2,106
Saskatchewan Wheat Pool, Cl Common Subscription Recei *	91,600		804
Smithfield Foods *	26,100		320
Supervalu (A)	80,500		1,155
Tyson Foods, Cl A	123,803		1,484
Vector Group	31,055		490
Viterra, Cl Common Subscription Recei *	59,400		521
Weis Markets	15,831		494

			61,353


Energy — 4.8%
Alpha Natural Resources *	37,098		1,199
Arena Resources *	61,616		1,884
Berry Petroleum, Cl A	107,651		2,430
BJ Services	6,238		100
BPZ Energy PIPE *	54,500		331
BPZ Resources *	230,000		1,398
Cal Dive International *	14,142		148
Cameron International *	38,597		1,378
Carrizo Oil & Gas * (A)	46,724		903
Cimarex Energy (A)	29,000		1,132
Complete Production Services *	153,000		1,377
Comstock Resources *	19,893		703
Concho Resources *	105,818		3,449
Continental Resources *	88,800		3,135
CVR Energy *	46,121		446
Dawson Geophysical *	27,525		682
Denbury Resources *	51,200		779
Dresser-Rand Group *	156,186		4,639
Encore Acquisition * (A)	51,943		1,958
ENSCO International	17,773		656


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
EXCO Resources *	18,200	$	267
Exterran Holdings *	46,500		838
Frontier Oil	68,857		883
Goodrich Petroleum *	104,772		2,508
Gulfmark Offshore *	11,653		348
Gulfport Energy *	18,037		135
Helix Energy Solutions Group *	41,135		481
Hornbeck Offshore Services *	43,654		963
Infinity Bio-Energy *	792,118		26
Karoon Gas Australia *	98,416		888
Key Energy Services *	365,226		2,611
Kinder Morgan Escrow *(G)	24,428		—
Kinder Morgan Management LLC *	63,513		3,006
Mahalo Energy *	329,000		2
Massey Energy	27,410		742
McMoRan Exploration *	59,803		499
Murphy Oil	48,750		2,779
Nabors Industries *	101,048		1,786
Newfield Exploration *	49,308		1,908
Newpark Resources *	74,875		200
Noble	38,900		1,363
Oceaneering International *	15,625		815
Oil States International *	4,763		140
Oilsands Quest * (A)	1,387,000		1,221
Overseas Shipholding Group (A)	65,480		2,316
PetroHawk Energy *	94,564		2,036
Pioneer Drilling *	101,382		578
Pioneer Natural Resources	58,668		1,699
Pride International *	5,577		144
Range Resources (A)	120,032		5,806
Rentech * (A)	679,700		1,305
Rosetta Resources *	161,500		1,907
SEACOR Holdings *	17,300		1,317
Seahawk Drilling *	371		8
Southwestern Energy *	39,913		1,471
Spectra Energy	98,424		1,852
St. Mary Land & Exploration	51,400		1,352
Sunoco	36,200		974
Swift Energy * (A)	178,484		3,636
T-3 Energy Services, Cl 3 *	63,868		1,123
Tesoro (A)	92,379		1,301
Tidewater	39,500		1,705
W&T Offshore (A)	193,444		1,911
Western Refining * (A)	127,229		772
Whiting Petroleum *	70,038		3,400
Willbros Group * (A)	183,606		2,286
Williams	21,825		359
World Fuel Services	150,421		6,760

			99,154


Financials — 17.6%
1st Source	800		13
Advance America Cash Advance Centers	183,047		1,051
Advanta, Cl B	53,400		37
Affiliated Managers Group * (A)	69,632		4,549
Alexander’s ‡	1,929		546
Alexandria Real Estate Equities ‡	10,197		568
Allied Capital (A)	26,700		80
Allied World Assurance Holdings	82,700		3,831
AMB Property ‡ (A)	181,100		4,134
AMBAC Financial Group	59,330		104
Amcore Financial	44,386		51
American Campus Communities ‡	111,323		2,895
American Capital Agency ‡	19,067		475
American Equity Investment Life Holding	62,389		504
American Financial Group	209,217		5,366
Ameriprise Financial	35,500		1,066
AMERISAFE *	30,700		524
Annaly Capital Management ‡	172,237		2,987
Anthracite Capital ‡	70,500		60
Anworth Mortgage Asset ‡	492,860		3,692
Apartment Investment & Management, Cl A ‡ (A)	327,358		3,984
Arch Capital Group *	37,966		2,467
Arrow Financial	4,074		111
Aspen Insurance Holdings	77,300		1,963
Associated Banc (A)	36,400		377
Assured Guaranty (A)	141,006		2,806
AvalonBay Communities ‡	39,813		2,565
Banco Latinoamericano de Comercio Exterior, Cl E	80,200		1,139
Bancorpsouth	59,723		1,374
Bank Mutual	86,551		761
Bank of Hawaii	15,181		599
BGC Partners, Cl A	245,112		1,108
BioMed Realty Trust ‡	65,700		886
BlackRock, Cl A	1,859		371
Boston Private Financial Holdings	31,618		159
Boston Properties ‡ (A)	140,735		8,526
Brandywine Realty Trust ‡	129,650		1,376
Brasil Brokers Participacoes	602,200		1,675
Calamos Asset Management, Cl A	33,949		383
California First National Bancorp	114		2
CapitalSource	375,970		1,556
Capitol Federal Financial	16,370		526
Capstead Mortgage ‡	184,600		2,520
Cardinal Financial	247,262		1,953
Cardtronics *	387,149		3,051
CB Richard Ellis Group, Cl A *	154,528		1,830
CBL & Associates Properties ‡	66,970		627
Central Pacific Financial (A)	159,107		442
Chemical Financial	21,842		457
Cincinnati Financial	32,300		831
CIT Group (A)	86,100		150
City Holding	11,145		355
CNA Surety *	23,494		373
Cogdell Spencer ‡	330,300		1,493
Columbia Banking System	20,160		331
Comerica	115,427		3,078
Commerce Bancshares	1		—
Community Bank System	25,725		459
Corporate Office Properties Trust ‡ (A)	47,100		1,736
Cullen/Frost Bankers	13,384		660
CVB Financial	55,100		386
Delphi Financial Group, Cl A	39,048		913
Developers Diversified Realty ‡ (A)	47,520		373
DiamondRock Hospitality ‡	137,830		944
Digital Realty Trust ‡ (A)	26,250		1,144
Dime Community Bancshares	43,179		484
Dollar Financial * (A)	76,000		1,325
Douglas Emmett ‡ (A)	203,650		2,466
Duff & Phelps, Cl A	76,855		1,310
DuPont Fabros Technology ‡	52,675		689
Eaton Vance	43,347		1,238
Education Realty Trust ‡	509,177		2,979
eHealth *	31,600		585


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
EMC Insurance Group	17,167	$	369
Employers Holdings	179,020		2,657
Encore Capital Group *	11,110		166
Endurance Specialty Holdings	106,241		3,662
Equity Lifestyle Properties ‡	28,992		1,167
Equity One ‡	94,666		1,491
Essex Property Trust ‡ (A)	45,450		3,391
Everest Re Group	26,000		2,192
Extra Space Storage ‡	233,607		2,313
FCStone Group *	45,910		220
Federal Realty Investment Trust ‡ (A)	60,140		3,751
Federated Investors, Cl B	22,192		583
Fidelity National Financial, Cl A	68,834		1,034
Fifth Third Bancorp	119,851		1,311
Financial Federal	77,700		1,820
First Cash Financial Services *	10,014		188
First Citizens BancShares, Cl A	691		96
First Commonwealth Financial	42,700		263
First Community Bancshares	15,522		194
First Financial Bancorp	336,067		2,836
First Financial Bankshares	5,814		290
First Horizon National * (A)	269,331		3,604
First Mercury Financial	22,691		329
First Midwest Bancorp (A)	48,500		498
First Niagara Financial Group	25,200		330
FirstMerit (A)	110,461		1,985
Flushing Financial	77,100		1,014
General Shopping Brasil (Brazil) *	355,700		1,065
Getty Realty ‡	27,899		658
GFI Group	485,198		3,474
Gluskin Sheff + Associates	75,550		1,168
Great Southern Bancorp	12,678		267
Grubb & Ellis *	711,760		534
Hancock Holding (A)	84,459		3,236
Hanover Insurance Group	96,408		3,942
Hatteras Financial ‡ (A)	68,500		2,047
HCP ‡	188,050		5,356
Health Care REIT ‡ (A)	61,484		2,626
Hercules Technology Growth Capital	314,142		2,912
Highwoods Properties ‡ (A)	29,050		853
Horace Mann Educators	135,085		1,655
Hospitality Properties Trust ‡ (A)	79,800		1,454
Host Hotels & Resorts ‡ (A)	378,550		3,774
HRPT Properties Trust ‡	469,331		3,041
Hudson City Bancorp	44,884		589
Huntington Bancshares (A)	309,011		1,409
Iberiabank	27,006		1,309
Independent Bank	20,489		475
Infinity Property & Casualty	53,789		2,365
Inland Real Estate ‡	168,951		1,416
International Bancshares (A)	146,756		2,266
Investment Technology Group * (A)	48,535		1,196
Investors Bancorp *	37,767		349
Investors Real Estate Trust ‡ (A)	154,700		1,433
IPC Holdings	56,000		1,816
Irwin Financial *	33,700		33
Jones Lang LaSalle	54,970		2,577
Kansas City Life Insurance	25,600		915
KBW * (A)	26,246		751
Kilroy Realty ‡	18,100		502
Knight Capital Group, Cl A *	113,105		2,276
Lancashire Holdings	195,724		1,480
Lazard, Cl A	38,600		1,500
Liberty Property Trust ‡	109,560		3,590
LTC Properties ‡	22,800		581
Macerich ‡ (A)	117,380		3,364
Mack-Cali Realty ‡ (A)	31,200		999
MarketAxess Holdings *	378,574		4,198
Meadowbrook Insurance Group	187,800		1,497
Medical Properties Trust ‡ (A)	134,300		1,017
MFA Mortgage Investments ‡	759,984		6,019
MGIC Investment (A)	132,326		1,076
Mid-America Apartment Communities ‡	23,347		1,022
Montpelier Re Holdings (A)	75,900		1,221
MSCI, Cl A *	127,067		3,738
National Penn Bancshares	151,345		848
National Retail Properties ‡ (A)	62,293		1,278
Nationwide Health Properties ‡	92,709		2,956
Navigators Group *	20,697		1,074
New York Community Bancorp	127,591		1,357
NewAlliance Bancshares	110,659		1,301
NorthStar Realty Finance ‡	84,924		323
NYSE Euronext	9,825		278
Old National Bancorp	22,300		237
Old Republic International	17,564		209
Omega Healthcare Investors ‡	29,519		499
optionsXpress Holdings	28,113		468
Oriental Financial Group	50,000		677
PacWest Bancorp (A)	109,904		2,166
PartnerRe	35,673		2,637
Penson Worldwide * (A)	132,670		1,345
People’s United Financial	113,841		1,828
PHH *	74,329		1,580
Piper Jaffray *	9,911		502
Platinum Underwriters Holdings	152,325		5,522
Plum Creek Timber ‡	8,300		251
Post Properties ‡	113,350		1,931
Presidential Life	20,700		205
ProAssurance *	33,332		1,750
Prospect Capital (A)	186,500		1,902
Prosperity Bancshares	13,653		471
Protective Life	61,179		1,318
PS Business Parks ‡	23,426		1,240
Public Storage ‡ (A)	78,404		5,531
Radian Group (A)	126,852		1,163
RAIT Financial Trust ‡ (A)	69,000		197
Raymond James Financial	65,100		1,481
Rayonier ‡	26,140		1,123
Realty Income ‡ (A)	83,571		2,135
Redwood Trust ‡	57,756		926
Regency Centers ‡ (A)	35,450		1,189
Regions Financial (A)	217,200		1,273
Reinsurance Group of America, Cl A	114,239		4,918
Resource America, Cl A	13,235		67
Riskmetrics Group *	155,600		2,421
RLI	9,000		477
S&T Bancorp	24,500		339
Saul Centers ‡	34,700		1,131
Selective Insurance Group	42,700		727
Senior Housing Properties Trust ‡	125,992		2,527
Signature Bank NY *	169,892		5,158
Simmons First National, Cl A	6,600		186
Simon Property Group ‡ (A)	101,851		6,480
SL Green Realty ‡	16,200		572


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
South Financial Group	237,044	$	417
Sovran Self Storage ‡ (A)	52,400		1,540
St. Joe *	21,421		702
StanCorp Financial Group	60,606		2,294
Sterling Bancshares (A)	107,587		855
Strategic Hotels & Resorts ‡	201,180		276
Sunstone Hotel Investors ‡ (A)	318,347		1,993
Susquehanna Bancshares (A)	87,350		510
SVB Financial Group *	51,450		2,045
SWS Group	53,500		774
Tanger Factory Outlet Centers ‡	5,713		215
TCF Financial (A)	235,232		3,237
TD Ameritrade Holding *	56,524		1,087
Titanium Asset Management *(G)(I)	147,000		618
Tower Group	24,100		578
Transatlantic Holdings	26,534		1,296
Triplecrown Acquisition * (A)	112,983		1,097
Trustco Bank	116,800		726
Trustmark (A)	79,703		1,517
UMB Financial	13,751		550
Umpqua Holdings	22,300		230
United Community Banks *	34,247		231
Unitrin	74,100		1,403
Unum Group	201,640		4,543
Uranium Participation *	255,900		1,515
U-Store-It Trust ‡	163,560		1,058
Value Creation *(G)(H)(I)	85,600		399
Ventas ‡	107,443		4,213
Vornado Realty Trust ‡ (A)	25,309		1,456
Waddell & Reed Financial, Cl A	83,551		2,217
Washington Federal (A)	104,912		1,557
Washington Real Estate Investment Trust ‡ (A)	14,740		397
Webster Financial (A)	85,131		1,113
Westamerica Bancorporation	8,400		432
Western Alliance Bancorp * (A)	283,258		2,076
White Mountains Insurance Group	3,510		1,095
Whitney Holding (A)	85,874		774
Willis Group Holdings	70,809		1,826
Wilmington Trust	16,800		236
Wintrust Financial (A)	22,745		629
World Acceptance * (A)	114,377		2,977
WR Berkley	48,300		1,234
Zions Bancorporation (A)	233,588		4,127

			365,463


Health Care — 12.1%
Abaxis *	22,848		608
Acadia Pharmaceuticals *	292,500		1,708
Accelrys *	19,406		111
Achillion Pharmaceuticals *	298,592		540
Acorda Therapeutics *	84,325		1,907
Adolor *	36,100		59
Albany Molecular Research *	27,500		222
Alexion Pharmaceuticals *	103,005		4,650
Align Technology *	45,868		615
Alkermes * (A)	132,600		1,200
Allscripts-Misys Healthcare Solutions (A)	154,200		2,290
Almost Family *	43,100		1,188
Amedisys *	10,800		481
American Medical Systems Holdings *	35,697		544
AMERIGROUP * (A)	80,037		1,893
AmerisourceBergen	96,979		2,067
AMN Healthcare Services *	96,430		952
Amsurg, Cl A * (A)	208,277		4,228
Amylin Pharmaceuticals *	87,400		1,101
Analogic	5,205		185
Angiodynamics *	44,164		572
Arena Pharmaceuticals *	382,745		1,780
Arqule *	35,715		194
Array Biopharma *	174,220		718
athenahealth *	50,830		2,045
Auxilium Pharmaceuticals * (A)	47,600		1,370
AVI BioPharma *	20,119		34
Beckman Coulter	17,493		1,185
Biogen Idec *	19,500		979
BioMarin Pharmaceutical * (A)	85,209		1,403
BioScrip *	86,503		509
Boston Scientific *	215,400		2,531
Bruker *	44,700		454
Cadence Pharmaceuticals * (A)	95,574		1,043
Catalyst Health Solutions *	121,625		3,474
Celera *	112,731		737
Centene *	97,000		1,679
Cephalon *	13,005		740
Cepheid * (A)	105,710		1,268
Cerner * (A)	21,589		1,332
Charles River Laboratories International *	25,600		883
Chemed	21,777		948
Community Health Systems *	11,964		368
Conceptus * (A)	60,586		1,098
Conmed *	150,518		2,684
Cooper	99,810		2,727
Corvel *	5,250		158
Covance *	33,425		1,775
Coventry Health Care *	115,354		2,518
Cubist Pharmaceuticals * (A)	84,193		1,741
Cyberonics *	10,100		152
Cypress Bioscience *	87,958		612
Dendreon *	99,013		2,314
Dentsply International	48,900		1,648
Dyax *	39,156		143
Electro-Optical Sciences * (A)	87,515		862
Emeritus *	48,274		870
Endo Pharmaceuticals Holdings *	109,868		2,480
Enzo Biochem *	36,281		185
eResearch Technology *	78,300		493
ev3 *	236,314		3,011
Forest Laboratories *	140,000		4,098
Genoptix *	67,985		1,950
Gen-Probe *	45,650		1,760
Genzyme *	9,648		538
Greatbatch *	113,419		2,442
Health Management Associates, Cl A *	59,200		409
Health Net *	193,525		2,965
Healthsouth * (A)	131,400		2,051
Healthspring *	11,104		147
Henry Schein *	25,116		1,331
Hill-Rom Holdings	148,008		3,033
Hologic *	92,502		1,522
Humana *	32,600		1,164
ICON ADR *	132,100		2,856
ICU Medical *	13,882		516
Idexx Laboratories * (A)	52,083		2,644


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
I-Flow *	231,905	$	2,087
Illumina *	5,800		205
Immunomedics *	57,345		316
Impax Laboratories *	40,374		305
Incyte * (A)	226,500		1,493
Inspire Pharmaceuticals *	210,324		1,256
Intuitive Surgical *	2,585		576
inVentiv Health *	43,575		693
Inverness Medical Innovations * (A)	127,453		4,537
IRIS International *	5,959		61
Kendle International *	33,251		437
Kensey Nash *	38,888		1,015
Kindred Healthcare *	42,127		602
Kinetic Concepts * (A)	98,796		3,157
King Pharmaceuticals * (A)	496,178		5,150
Laboratory Corp of America Holdings *	21,900		1,528
LCA-Vision * (A)	29,700		161
LHC Group * (A)	201,562		4,928
Life Technologies *	5,400		240
LifePoint Hospitals * (A)	95,306		2,395
Ligand Pharmaceuticals, Cl B *	78,747		189
Lincare Holdings *	28,580		754
Magellan Health Services *	16,531		530
Martek Biosciences	53,638		1,317
Maxygen *	58,902		417
MedAssets *	85,045		1,899
Medicines *	197,836		1,507
Medicis Pharmaceutical, Cl A	23,301		430
Medidata Solutions *	105,160		1,668
Mednax *	97,585		5,081
Meridian Bioscience	36,800		887
Merit Medical Systems *	14,600		263
Mettler Toledo International * (A)	16,365		1,430
Millipore *	5,350		354
Molina Healthcare *	6,245		126
MWI Veterinary Supply * (A)	88,837		3,306
Mylan Laboratories *	213,029		3,125
Myriad Genetics *	164,548		5,030
Myriad Pharmaceuticals *	1,429		6
Neogen * (A)	27,430		768
NeurogesX *	8,621		64
Nighthawk Radiology Holdings *	45,205		282
NPS Pharmaceuticals *	57,265		239
NuVasive * (A)	70,215		2,813
Odyssey HealthCare *	131,500		1,694
Omnicell *	193,389		2,124
Onyx Pharmaceuticals *	83,650		2,683
Optimer Pharmaceuticals * (A)	62,590		816
OSI Pharmaceuticals * (A)	151,955		5,078
Osiris Therapeutics *	24,770		362
Owens & Minor	53,370		2,362
Palomar Medical Technologies *	12,338		171
Par Pharmaceutical *	27,757		568
Parexel International *	163,600		2,099
Patterson *	85,312		2,323
PDL BioPharma (A)	164,595		1,490
PerkinElmer	183,091		3,341
Perrigo	45,100		1,331
Pharmaceutical Product Development	67,193		1,351
Phase Forward *	159,596		2,052
Providence Service *	11,469		130
Psychiatric Solutions * (A)	113,351		3,037
QIAGEN *	28,117		578
Quality Systems (A)	23,192		1,249
Quidel * (A)	117,000		1,806
Regeneron Pharmaceuticals * (A)	82,600		1,878
Res-Care *	178,959		2,597
ResMed *	20,525		942
Rigel Pharmaceuticals * (A)	240,900		1,698
Sciclone Pharmaceuticals *	59,477		289
Seattle Genetics *	109,340		1,339
Sepracor * (A)	176,306		3,200
Sirona Dental Systems *	61,921		1,637
Somanetics *	25,242		330
SonoSite *	12,259		285
STERIS	45,183		1,311
Symmetry Medical *	61,133		674
Techne	52,935		3,264
Teleflex	44,707		2,025
Theravance * (A)	116,579		1,815
Thoratec * (A)	53,084		1,393
United Therapeutics * (A)	34,856		3,190
Universal Health Services, Cl B	62,941		3,698
Valeant Pharmaceuticals International *	12,000		311
Vertex Pharmaceuticals *	37,300		1,395
Vical *	86,115		397
Viropharma *	73,000		584
Volcano *	4,400		63
Waters *	8,225		414
Watson Pharmaceuticals * (A)	80,816		2,852
Zimmer Holdings *	21,988		1,041
Zoll Medical *	81,100		1,458

			248,044


Industrials — 14.1%
Actuant, Cl A (A)	105,619		1,492
Acuity Brands	41,904		1,345
Administaff	23,808		575
Aecom Technology *	60,643		1,662
Aegean Marine Petroleum Network (A)	38,577		794
Air Transport Services Group *	113,342		335
Aircastle	58,600		551
Alexander & Baldwin	14,637		420
Allegiant Travel, Cl A *	21,782		853
Allen-Vanguard *	1,184,500		108
Alliant Techsystems *	28,923		2,235
American Reprographics *	203,436		1,859
Ameron International	24,600		1,992
Ametek	51,366		1,617
AO Smith (A)	54,060		2,057
Apogee Enterprises	49,100		648
Applied Industrial Technologies	88,000		1,815
Arkansas Best	30,800		982
Armstrong World Industries *	17,152		573
ATC Technology *	48,385		1,012
Avery Dennison	66,235		2,047
Baldor Electric	46,130		1,295
Barnes Group	181,465		2,666
BE Aerospace *	342,103		5,860
Belden	71,084		1,488
Brady, Cl A	37,887		1,123
Briggs & Stratton (A)	104,022		1,835
Brink's	30,396		801
Bucyrus International, Cl A (A)	86,720		2,589
C.H. Robinson Worldwide	7,716		434


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Carlisle	79,845	$	2,634
Ceradyne *	63,700		1,193
Chart Industries *	88,887		1,659
Chicago Bridge & Iron (A)	76,505		1,204
Cintas	59,538		1,634
CIRCOR International	41,000		1,058
Columbus McKinnon *	22,815		281
Consolidated Graphics *	73,490		1,518
Continental Airlines, Cl B *	139,689		1,854
Con-way	83,714		3,496
Copa Holdings, Cl A	33,750		1,410
Copart * (A)	58,295		2,060
Corrections of America * (A)	236,544		4,693
CoStar Group * (A)	177,747		6,745
Courier	32,335		521
CRA International *	142,722		3,986
Crane	198,696		4,663
Cubic	45,614		1,620
Delta Air Lines * (A)	113,134		817
Deluxe	169,125		2,826
Dollar Thrifty Automotive Group *	49,311		978
Dover	59,896		2,072
Dun & Bradstreet	24,072		1,758
Dycom Industries *	342,248		3,840
DynCorp International, Cl A *	35,878		616
EMCOR Group * (A)	142,514		3,302
EnergySolutions	12,687		113
Ennis	18,742		255
EnPro Industries * (A)	43,700		940
Equifax	52,414		1,449
Esterline Technologies *	67,466		2,086
Fastenal	32,727		1,185
Flowserve	5,738		495
Force Protection *	313,600		1,662
Forward Air	88,630		2,046
FTI Consulting * (A)	101,260		4,409
G&K Services, Cl A	52,215		1,227
Gardner Denver *	181,696		5,900
GATX	11,000		302
GenCorp *	56,825		251
General Cable * (A)	41,456		1,463
Geo Group *	29,562		542
GeoEye * (A)	104,164		2,637
Goodrich	27,800		1,534
Graham	71,008		967
Granite Construction (A)	16,253		522
Great Lakes Dredge & Dock	430,383		2,815
H&E Equipment Services *	166,925		1,673
Harbin Electric *	5,727		71
Hawaiian Holdings *	4,605		34
Heico, Cl A	25,998		798
Heidrick & Struggles International (A)	37,050		779
Hexcel * (A)	159,845		1,739
Horizon Lines, Cl A	357,129		1,936
Houston Wire & Cable (A)	71,300		821
Hubbell, Cl B (A)	58,884		2,265
ICF International *	106,283		2,907
IDEX	39,081		1,033
IHS, Cl A *	123,175		5,962
Interface, Cl A	86,440		571
Interline Brands *	22,596		377
ITT	57,500		2,880
Jacobs Engineering Group *	23,444		1,031
JB Hunt Transport Services	89,854		2,519
Joy Global	21,228		825
Kadant *	42,984		500
Kaman	18,004		373
Kansas City Southern *	34,285		819
Kaydon	49,024		1,636
Kirby * (A)	78,011		2,890
Knoll	82,320		793
Landstar System	77,876		2,716
LB Foster, Cl A *	35,847		1,069
Lennox International	55,900		2,006
Lincoln Electric Holdings	13,459		613
Lydall *	25,242		134
Manitowoc (A)	113,784		755
Manpower	63,561		3,286
Mine Safety Appliances	29,100		778
Mueller Industries	60,853		1,472
Mueller Water Products, Cl A (A)	291,580		1,341
MYR Group * (A)	83,778		1,717
Navigant Consulting *	83,796		1,055
Navistar International *	22,103		956
NCI Building Systems *	161,100		433
NN	85,100		288
Old Dominion Freight Line *	141,364		5,058
Oshkosh Truck	42,606		1,432
Paccar	50,367		1,822
Pacer International	71,698		297
Pall	102,623		3,051
Parker Hannifin (A)	25,000		1,216
Pentair (A)	74,900		2,122
Pitney Bowes	85,544		1,912
Polypore International *	32,726		372
Quanta Services *	95,574		2,114
Regal-Beloit	90,070		4,095
Resources Connection *	319,677		4,926
Ritchie Bros Auctioneers	77,985		1,954
Robbins & Myers (A)	43,650		1,014
Rockwell Collins	33,377		1,537
RR Donnelley & Sons	143,499		2,560
RSC Holdings * (A)	206,500		1,493
Rush Enterprises, Cl A *	160,619		2,250
Ryder System	17,100		650
Saia *	9,141		162
School Specialty *	44,751		1,020
Seaboard	420		464
Shaw Group *	22,595		663
Silvercorp Metals *	263,000		965
Silvercorp Metals PIPE *	198,000		726
Skywest	49,700		768
SMA Solar Technology	11,669		866
Spirit Aerosystems Holdings, Cl A *	114,438		1,776
Standard Parking *	128,405		2,202
Standard Register	29,868		129
Steelcase, Cl A (A)	87,200		545
Stericycle *	22,734		1,126
SunPower, Cl B * (A)	68,300		1,461
SYKES Enterprises * (A)	362,074		7,600
TAL International Group (A)	150,900		1,859
Tam ADR *	110,320		1,416
Teledyne Technologies *	117,251		3,958
Terex *	200,700		3,307
Tetra Tech * (A)	96,376		2,847
Textainer Group Holdings (A)	117,000		1,660
Thomas & Betts *	48,083		1,331
Timken	20,288		428


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Titan Machinery *	18,600	$	224
Toro	3,724		141
TransDigm Group *	72,335		3,220
Trex * (A)	69,607		1,323
Trinity Industries	42,425		670
Triumph Group	31,742		1,381
Tutor Perini *	17,800		349
UAL *	292,400		1,822
United Stationers *	30,957		1,414
URS *	37,703		1,630
US Airways Group *	335,630		1,141
UTi Worldwide	80,200		1,031
Wabtec	77,525		2,903
Waste Connections *	8,996		246
Watson Wyatt Worldwide, Cl A	27,671		1,209
Watts Water Technologies, Cl A	32,004		966
WESCO International *	170,022		4,086

			289,062


Information Technology — 17.3%
3Com *	326,758		1,421
Acxiom	58,485		533
ADC Telecommunications *	223,115		1,899
Advanced Analogic Technologies *	323,883		1,461
Advanced Energy Industries *	94,010		983
Advanced Micro Devices *	69,400		303
Akamai Technologies * (A)	189,005		3,334
Alliance Data Systems *	61,400		3,411
Amkor Technology *	48,700		270
Analog Devices	67,656		1,911
Ansys *	42,000		1,476
ArcSight *	148,800		2,879
Ariba *	135,081		1,548
Arris Group * (A)	380,556		5,046
Arrow Electronics *	108,379		2,996
Art Technology Group *	844,968		3,414
AsiaInfo Holdings *	45,900		790
Atheros Communications * (A)	110,494		3,054
Atmel *	776,862		3,209
ATMI * (A)	102,847		1,747
Avnet *	78,885		2,102
Avocent *	71,351		1,164
Benchmark Electronics *	174,520		2,862
Black Box	65,026		1,628
BMC Software *	20,734		739
Brightpoint *	219,052		1,608
Broadridge Financial Solutions	40,608		846
Brocade Communications Systems *	172,900		1,250
CACI International, Cl A *	28,510		1,310
Cavium Networks * (A)	22,260		452
Checkpoint Systems *	31,434		524
Ciber *	80,305		313
Cirrus Logic *	55,173		274
Cognex	22,800		365
Cogo Group *	44,900		242
Coherent *	63,332		1,416
CommScope *	163,595		4,410
Computer Sciences *	50,835		2,483
Comtech Telecommunications * (A)	28,940		984
Comverse Technology *	153,500		1,325
Concur Technologies * (A)	39,273		1,389
Constant Contact * (A)	172,207		3,587
Convergys *	118,100		1,280
Cree *	12,064		445
CSG Systems International *	45,065		679
CTS	129,590		1,148
Cymer *	7,815		275
Cypress Semiconductor * (A)	165,067		1,671
Daktronics	23,500		190
DealerTrack Holdings * (A)	271,796		5,485
Diebold	158,623		4,786
Diodes * (A)	94,439		1,914
Dolby Laboratories, Cl A *	55,500		2,165
DSP Group *	205,641		1,625
DST Systems *	15,100		692
DTS *	139,430		3,737
EF Johnson Technologies *	118,500		100
Electronics for Imaging *	49,223		524
Emulex *	267,296		2,590
Entegris *	490,285		1,961
Entropic Communications *	32,064		98
Equinix * (A)	134,731		11,352
Euronet Worldwide *	134,145		3,169
Factset Research Systems (A)	29,663		1,633
Fidelity National Information Services	32,116		789
FLIR Systems *	38,780		893
Gartner *	219,397		3,655
Gerber Scientific *	112,900		484
GSI Commerce * (A)	622,973		10,802
Harris	41,800		1,452
Harris Stratex Networks, Cl A *	50,836		308
Heartland Payment Systems	121,775		1,523
Hewitt Associates, Cl A *	13,072		471
IAC *	42,870		794
Imation (A)	263,000		2,262
Ingram Micro, Cl A *	82,045		1,375
Insight Enterprises * (A)	142,138		1,630
Integral Systems *	141,440		887
Integrated Device Technology *	327,546		2,237
Intermec *	15,553		221
Internet Brands, Cl A * (A)	154,671		1,128
Jabil Circuit	690,644		7,563
JDA Software Group *	86,400		1,671
JDS Uniphase *	202,474		1,391
Juniper Networks *	19,099		441
Kenexa *	25,500		313
Keynote Systems *	234,383		2,358
Knot * (A)	213,909		2,161
Kulicke & Soffa Industries * (A)	31,400		165
Lam Research *	41,519		1,275
Lawson Software *	608,505		3,748
Lexmark International, Cl A *	84,234		1,587
Linear Technology	32,400		861
Littelfuse *	62,444		1,564
LSI *	87,400		455
Mantech International, Cl A *	31,624		1,671
MAXIMUS	38,123		1,588
Methode Electronics	184,551		1,593
Micrel	22,500		175
Microsemi *	240,063		3,387
MicroStrategy, Cl A *	11,581		715
Microtune *	44,650		88
MIPS Technologies, Cl A *	57,835		203
MKS Instruments *	156,667		2,887
Molex	108,618		1,978
Monolithic Power Systems *	26,686		601


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Monotype Imaging Holdings *	260,037	$	2,130
Move *	254,616		736
MTS Systems	10,655		283
National Semiconductor	16,700		253
NCR *	97,187		1,295
Net 1 UEPS Technologies *	140,756		2,687
Netgear *	129,500		2,212
Netlogic Microsystems * (A)	32,068		1,408
Netscout Systems *	13,150		151
NeuStar, Cl A *	172,537		3,999
Novatel Wireless * (A)	210,900		2,035
Novell *	57,400		250
Nuance Communications * (A)	91,279		1,125
Omniture *	368,973		5,280
ON Semiconductor *	372,400		3,005
OSI Systems *	89,500		1,510
Parametric Technology *	231,122		3,074
Park Electrochemical	67,700		1,458
Parkervision * (A)	235,900		852
Pericom Semiconductor *	171,793		1,479
Perot Systems, Cl A *	97,687		1,627
Plexus * (A)	158,652		3,995
PMC - Sierra *	387,400		3,518
Polycom *	114,270		2,696
Power Integrations (A)	102,331		3,351
Progress Software *	25,184		561
Red Hat *	122,500		2,813
RF Micro Devices *	330,290		1,552
Richardson Electronics	57,494		233
Riverbed Technology *	90,510		1,745
SAIC *	33,731		624
Sapient *	410,980		3,013
SAVVIS *	139,883		2,372
Scansource *	49,033		1,372
Seachange International *	182,000		1,627
Seagate Technology (A)	331,400		4,590
Silicon Laboratories *	17,197		775
SkillSoft ADR *	668,701		5,724
Skyworks Solutions * (A)	192,528		2,243
Sohu.com *	9,532		583
Solera Holdings	362,932		9,560
SRA International, Cl A * (A)	78,900		1,568
Starent Networks * (A)	90,400		1,830
Sun Microsystems *	45,500		422
Sybase *	118,901		4,144
Symmetricom *	22,652		119
Symyx Technologies *	45,213		279
Synaptics *	14,400		371
Synchronoss Technologies *	145,566		1,547
SYNNEX *	34,132		1,012
Synopsys *	180,707		3,836
Take-Two Interactive Software (A)	199,200		2,091
Taleo, Cl A *	22,689		410
Tech Data *	61,371		2,338
Technitrol	43,000		354
TeleTech Holdings *	124,404		2,122
Tellabs *	143,217		908
Teradata *	59,777		1,610
Tessera Technologies *	54,172		1,361
TIBCO Software *	177,088		1,571
TiVo *	363,600		3,567
Total System Services	123,400		1,883
Trimble Navigation * (A)	241,073		6,138
TriQuint Semiconductor *	193,100		1,414
TTM Technologies * (A)	117,600		1,190
Unisys *	261,000		637
United Online	174,300		1,220
Valueclick *	132,138		1,354
Varian Semiconductor Equipment Associates *	24,525		750
Veeco Instruments *	143,082		3,073
VeriFone Holdings *	60,600		699
Vishay Intertechnology *	118,233		954
VistaPrint * (A)	241,668		10,015
Vocus * (A)	364,514		6,146
WebMD Health, Cl A * (A)	26,113		859
Western Digital *	69,052		2,367
Wright Express *	130,119		4,101
Xyratex *	128,798		847
Zebra Technologies, Cl A *	115,208		2,879

			359,609


Materials — 5.3%
A. Schulman	42,499		854
Air Products & Chemicals	18,925		1,420
Airgas	67,341		3,131
AK Steel Holding	109,019		2,215
Albemarle	46,176		1,488
Allegheny Technologies	46,242		1,404
Allied Nevada Gold *	129,500		1,048
AM Castle	46,757		515
AMCOL International	58,000		1,284
Aptargroup	115,656		3,976
Ashland	65,094		2,388
Bemis	8,331		222
Buckeye Technologies *	71,300		719
Cabot	85,950		1,701
Carpenter Technology (A)	79,000		1,684
Celanese, Cl A	148,471		3,782
Century Aluminum *	71,300		729
CF Industries Holdings	16,787		1,371
Cliffs Natural Resources	52,781		1,336
Commercial Metals (A)	80,377		1,361
Crown Holdings *	114,706		2,848
Cytec Industries	107,698		3,111
Domtar *	56,729		2,010
Eagle Materials (A)	37,866		997
Eastman Chemical	33,100		1,727
Ecolab	49,000		2,072
FMC	20,509		978
General Steel Holdings *	94,827		356
H.B. Fuller	52,700		1,040
Hawkins	23,740		505
Headwaters *	173,521		666
Innophos Holdings	129,493		2,472
Innospec	24,807		339
International Flavors & Fragrances	78,984		2,813
Intrepid Potash * (A)	59,864		1,406
Jaguar Mining *	197,000		1,935
Kaiser Aluminum	16,900		546
Koppers Holdings	28,930		790
LSB Industries *	21,302		329
Lubrizol	37,900		2,415
Minerals Technologies	10,904		489
Myers Industries	79,702		817
Nalco Holding	187,525		3,357
Neenah Paper	86,313		980
New Gold *	545,000		1,859
NewMarket	33,936		2,821


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares		Market Value ($ Thousands)
Olin		40,278	$	674
OM Group *		27,407		746
Omnova Solutions *		78,046		368
Owens-Illinois *		101,771		3,454
Packaging of America		81,939		1,668
Pactiv *		18,389		457
PolyOne *		272,109		1,388
Reliance Steel & Aluminum		51,537		1,904
Rock-Tenn, Cl A		21,258		1,090
Rockwood Holdings *		159,660		3,252
RPM International		15,203		248
Schnitzer Steel Industries, Cl A		30,566		1,651
Schweitzer-Mauduit International		10,602		521
Scotts Miracle-Gro, Cl A		73,800		3,003
Sensient Technologies		25,400		662
Silgan Holdings		55,159		2,682
Solutia *		159,970		1,956
Sonoco Products		57,700		1,497
Spartech		97,594		1,126
Steel Dynamics (A)		101,360		1,678
Stepan		9,957		538
Stillwater Mining *		38,900		249
Terra Industries		23,268		724
Titanium Metals		34,600		284
United States Steel (A)		6,817		298
Universal Stainless & Alloy *		95,000		1,701
Walter Industries		14,550		755
Westlake Chemical		11,630		280
Worthington Industries		46,100		607
WR Grace *		26,025		435

				108,202


Telecommunication Services — 1.4%
Alaska Communications Systems
Group		108,725		866
Cbeyond * (A)		54,401		781
CenturyTel (A)		112,807		3,636
Cincinnati Bell *		643,711		2,144
Iowa Telecommunications Services		24,850		284
Leap Wireless International * (A)		101,300		1,671
MetroPCS Communications *		84,700		674
Neutral Tandem *		15,910		398
NII Holdings *		208,495		4,943
PAETEC Holding *		138,733		388
SBA Communications, Cl A * (A)		331,941		8,003
Syniverse Holdings *		30,308		542
Telephone & Data Systems		16,500		435
tw telecom , Cl A *		223,872		2,563
US Cellular *		13,156		480
USA Mobility		77,537		987
Windstream		44,405		381

				29,176


Utilities — 3.6%
AGL Resources		173,940		5,843
Alliant Energy		43,300		1,140
Ameren		42,000		1,133
American Water Works		45,600		917
Atmos Energy		31,234		851
Avista		16,800		328
Black Hills		13,917		356
Centerpoint Energy		66,000		818
Cia de Saneamento de Minas Gerais-COPASA (Brazil)		119,200		1,917
Cleco (A)		52,222		1,275
CMS Energy (A)		156,600		2,100
Consolidated Edison		33,885		1,362
DTE Energy		162		6
Edison International		42,010		1,404
El Paso Electric *		24,228		410
Empire District Electric		48,644		883
Energen		24,545		1,031
Equities		44,026		1,746
Great Plains Energy		303,648		5,320
Hawaiian Electric Industries		72,900		1,268
IDACORP		17,450		497
ITC Holdings		58,639		2,731
Laclede Group		10,225		333
MDU Resources Group		104,943		2,037
Mirant * (A)		50,600		853
New Jersey Resources		33,692		1,238
Northeast Utilities (A)		90,834		2,161
Northwest Natural Gas (A)		35,979		1,515
NorthWestern		138,025		3,311
NV Energy		75,211		907
OGE Energy (A)		63,951		2,000
Pepco Holdings		32,000		459
Piedmont Natural Gas		24,600		591
Pinnacle West Capital (A)		88,349		2,908
Portland General Electric		377,612		7,371
RRI Energy *		278,459		1,654
SCANA		70,367		2,440
UGI		106,123		2,707
Unisource Energy		55,000		1,608
Vectren		51,384		1,190
Westar Energy		106,309		2,182
Wisconsin Energy		50,962		2,317
Xcel Energy		95,329		1,883

				75,001

Total Common Stock (Cost $1,785,084) ($ Thousands)				1,924,980


CONVERTIBLE BONDS — 0.4%
Consumer Discretionary — 0.1%
Charming Shoppes
1.125%, 05/01/14	$	1,740		1,270
Eddie Bauer Holdings
5.250%, 04/01/14 (C)*		3,146		346

				1,616


Energy — 0.1%
Nova Biosource Fuels
10.000%, 09/30/12 (B)(C)*		1,679		34
Rentech
4.000%, 04/15/13 (A)		1,647		1,336
Scorpio Mining
7.000%, 05/05/11 (G)(H)(I)		509		411

				1,781


Financials — 0.1%
Dollar Financial
2.875%, 06/30/27		1,517		1,217
World Acceptance
3.000%, 10/01/11		1,226		1,019

				2,236


10		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Health Care — 0.0%
Incyte
3.500%, 02/15/11	$	744	$	643


Information Technology — 0.1%
Hutchinson Technology
2.250%, 03/15/10		1,125		1,091

Total Convertible Bonds (Cost $7,009) ($ Thousands)				7,367


PREFERRED STOCK — 0.1%

Consumer Discretionary — 0.1%
Callaway Golf (B)		15,700		1,860

Total Preferred Stock (Cost $1,560) ($ Thousands)				1,860


EXCHANGE TRADED FUNDS — 0.1%
iShares Russell 2000 Growth Index Fund		38,300		2,362
iShares Russell 2000 Index Fund		12,679		725

Total Exchange Traded Funds (Cost $2,954) ($ Thousands)				3,087


WARRANTS — 0.0%	Number of Warrants
Oilsands Quest,
Expires 12/08/09 *		20,000		—
Oilsands Quest,
Expires 05/12/11 *		330,350		99
Rentech,
Expires 04/25/12 *(G)(H)(I)		13,800		8
Titanium Asset Management,
Expires 06/21/11 *(G)(I)		105,000		65
Triplecrown Acquisition,
Expires 10/25/12 *		222,701		40

Total Warrants (Cost $196) ($ Thousands)				212


U.S. TREASURY OBLIGATIONS — 0.3%
U.S. Treasury Bills
0.173%, 12/03/09 (D)(E)		6,070		6,068
0.195%, 01/07/10 (D)(E)		400		400


Total U.S. Treasury Obligations (Cost $6,466) ($ Thousands)				6,468


CASH EQUIVALENT — 3.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%**†		70,448,021		70,448

Total Cash Equivalent (Cost $70,448) ($ Thousands)				70,448


Description	Shares	Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 13.1%
SEI Liquidity Fund, L.P.,
0.440%**(F)†	278,911,891		271,476

Total Affiliated Partnership (Cost $278,912) ($ Thousands)		$	271,476

Total Investments — 110.3% (Cost $2,152,629)($ Thousands)††		$	2,285,898

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long	Expiration Date	Unrealized Appreciation ($ Thousands)
Russell 2000 Index
E-MINI	1,075	Sep-2009	$	1,963
S&P Mid 400 Index
E-MINI	798	Sep-2009		1,903

			$	3,866

Percentages are based on a Net Assets of $2,072,670($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $275,378 ($ Thousands).

(B)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C)	Security in default on interest payments. Security is non-income producing.

(D)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(E)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(F)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $271,476 ($Thousands).

(G)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $1,638 ($Thousands) and represented 0.08% of net assets.

(H)	Securities considered restricted. The total value of such securities as of August 31, 2009 was $818 ($Thousands) and represented 0.04% of net assets.

(I)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total value of such securities as of August 31, 2009 was $1,638 ($Thousands) and represented 0.08% of net assets.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $2,152,629($ Thousands), and the unrealized appreciation and depreciation were $277,029($ Thousands) and $(143,760)($ Thousands) respectively.

ADR — American Depositary Receipt

Cl — Class

LLC — Limited Liability Company

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

Amounts designated as “—” are $0 or have been rounded to $0.

See end of Form N-Q Filing for FAS 157 disclosure.


11		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Small/Mid Cap Equity Fund

August 31, 2009


	Number of Shares/Face Amount ($Thousands)	Acquisition Date	Right to Acquire Date	Cost ($Thousands)		Market Value ($Thousands)		% of Net Assets
Rentech	14	4/20/07	4/20/07	$	—	$	8	0.00	%
Scorpio Mining	509	5/5/08	5/5/08		499		411	0.02	%
Value Creation	86	2/29/08	2/29/08		871		399	0.02	%

				$	1,370	$	818	0.04	%


12		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.8%

Consumer Discretionary — 6.6%
Aaron’s	29,300	$	765
Amazon.com *	5,098		414
Autoliv	32,600		1,046
Buckle	15,000		397
Burger King Holdings	51,000		914
Career Education *	41,800		993
Carter’s *	29,900		752
Choice Hotels International	30,000		885
Corinthian Colleges *	56,400		1,081
DIRECTV Group *	42,100		1,042
DreamWorks Animation SKG, Cl A *	34,300		1,158
GameStop, Cl A *	33,000		785
Genuine Parts	23,200		859
H&R Block	43,500		752
Hillenbrand	524		10
ITT Educational Services *	10,500		1,102
Jack in the Box *	25,800		526
Jarden *	18,800		458
John Wiley & Sons, Cl A	21,500		690
Panera Bread, Cl A *	11,300		590
Strayer Education	6,399		1,351
Tractor Supply *	19,800		932

			17,502


Consumer Staples — 15.9%
Alberto-Culver, Cl B	28,708		758
Altria Group	171,941		3,143
Brown-Forman, Cl B	47,875		2,141
Campbell Soup	92,526		2,902
Church & Dwight	16,900		965
Dean Foods *	35,600		646
Flowers Foods	17,200		409
General Mills	20,600		1,230
Hansen Natural *	11,600		379
Hershey	29,598		1,161
Hormel Foods	111,967		4,137
Kellogg	25,900		1,220
Kimberly-Clark	20,800		1,258
Kroger	63,897		1,380
Lorillard	42,460		3,090
McCormick	41,238		1,343
Mead Johnson Nutrition, Cl A	12,917		512
Molson Coors Brewing, Cl B	9,393		445
PepsiCo	22,287		1,263
Philip Morris International	65,693		3,003
Reynolds American	70,103		3,204
Ruddick	23,500		624
Safeway	6,616		126
Sara Lee	50,858		493
Supervalu	18,800		270
Sysco	124,408		3,171
Tyson Foods, Cl A	183,246		2,197
Wal-Mart Stores	5,926		301

			41,771


Energy — 3.8%
Chevron	16,700		1,168
CNX Gas *	35,100		993
Dresser-Rand Group *	34,900		1,037
Enbridge	32,300		1,202
Exxon Mobil	20,335		1,406
FMC Technologies *	11,900		568
PetroHawk Energy *	31,300		674
Range Resources	25,500		1,233
SEACOR Holdings *	10,200		776
TransCanada	28,500		846

			9,903


Financials — 13.8%
Alexandria Real Estate Equities ‡	20,200		1,126
AON	2,092		87
Arthur J Gallagher	27,079		644
Associated Banc	54,200		562
Bancorpsouth	40,700		936
Bank of Hawaii	61,962		2,444
BOK Financial	22,445		1,015
Brown & Brown	6,000		119
Capitol Federal Financial	35,797		1,150
Commerce Bancshares	92,454		3,396
Corporate Office Properties Trust ‡	28,600		1,054
Cullen/Frost Bankers	41,691		2,054
Endurance Specialty Holdings	32,800		1,131
Erie Indemnity, Cl A	24,900		963
Essex Property Trust ‡	14,800		1,104
Federated Investors, Cl B	37,600		987
First Citizens BancShares, Cl A	1,708		236
First Niagara Financial Group	37,898		496
Hancock Holding	17,800		682
Health Care REIT ‡	29,800		1,273
Hudson City Bancorp	75,700		993
MFA Mortgage Investments ‡	68,200		540
Northern Trust	16,381		957
PartnerRe	9,400		695
People’s United Financial	180,791		2,904
Platinum Underwriters Holdings	21,800		790
ProAssurance *	7,300		383
Prosperity Bancshares	29,300		1,012
Realty Income ‡	42,900		1,096
RenaissanceRe Holdings	5,700		310
TFS Financial	212,477		2,422
Trustmark	28,100		535
UMB Financial	18,600		745
Valley National Bancorp	34,100		398
Washington Real Estate Investment Trust ‡	38,200		1,030
Wesco Financial	449		136

			36,405


Health Care — 21.3%
Abbott Laboratories	83,042		3,756
AmerisourceBergen	209,392		4,462
Amgen *	48,261		2,883
Baxter International	39,470		2,247
Becton Dickinson	41,209		2,869
Biogen Idec *	9,857		495
Bristol-Myers Squibb	17,928		397
C.R. Bard	30,751		2,478
Cardinal Health	52,476		1,815


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Celgene *	3,700	$	193
Edwards Lifesciences *	24,812		1,535
Eli Lilly	30,072		1,006
Endo Pharmaceuticals Holdings *	57,851		1,306
Forest Laboratories *	89,323		2,614
Genzyme *	70,659		3,937
Gilead Sciences *	67,560		3,044
Haemonetics *	12,600		663
Henry Schein *	16,462		872
Hill-Rom Holdings	11,376		233
Immucor *	28,500		516
Johnson & Johnson	49,429		2,988
LifePoint Hospitals *	14,500		364
McKesson	79,610		4,527
Medco Health Solutions *	251		14
Millipore *	2,374		157
Onyx Pharmaceuticals *	16,100		516
Owens & Minor	24,100		1,066
Patterson *	43,600		1,187
Perrigo	33,500		989
STERIS	26,500		769
Techne	56,762		3,501
United Therapeutics *	10,800		988
Varian Medical Systems *	13,628		587
Watson Pharmaceuticals *	34,694		1,224

			56,198


Industrials — 4.2%
Alliant Techsystems *	10,100		781
C.H. Robinson Worldwide	23,036		1,296
Copa Holdings, Cl A	11,277		471
FTI Consulting *	9,800		427
Gardner Denver *	27,800		902
General Cable *	10,600		374
Granite Construction	16,600		533
KBR	45,600		1,033
Landstar System	24,800		865
Lennox International	29,100		1,044
Nordson	12,800		686
Rollins	47,200		842
Simpson Manufacturing	6,800		175
TransDigm Group *	25,300		1,126
Valmont Industries	5,900		486

			11,041


Information Technology — 11.4%
Accenture, Cl A	36,512		1,205
Adtran	35,900		816
Analog Devices	73,178		2,067
Atmel *	74,732		309
AVX	1,744		20
Broadcom, Cl A *	22,948		653
Corning	4,811		73
Cree *	13,038		480
Diebold	24,600		742
FLIR Systems *	19,100		440
Global Payments	24,800		1,052
Harris	21,600		750
Hewitt Associates, Cl A *	32,900		1,185
Hewlett-Packard	2,861		129
IAC *	10,490		194
Ingram Micro, Cl A *	76,912		1,289
Intel	167,110		3,396
Mantech International, Cl A *	16,100		851
Mastercard, Cl A	1,370		277
Micros Systems *	13,600		379
NeuStar, Cl A *	16,300		378
Perot Systems, Cl A *	66,300		1,104
SAIC *	1,135		21
Silicon Laboratories *	22,757		1,025
Sybase *	27,500		958
Synopsys *	22,589		480
Tech Data *	67,553		2,574
Texas Instruments	128,279		3,154
Visa, Cl A	32,022		2,277
WebMD Health, Cl A *	13,809		454
Xerox	39,600		343
Xilinx	2,244		50
Zebra Technologies, Cl A *	31,383		784

			29,909


Materials — 3.2%
Aptargroup	27,600		949
Bemis	17,300		460
Compass Minerals International	18,000		957
Greif, Cl A	18,700		926
Newmont Mining	64,067		2,575
Reliance Steel & Aluminum	9,900		366
Royal Gold	24,029		953
Sensient Technologies	23,800		621
Silgan Holdings	10,800		525

			8,332


Telecommunication Services — 2.2%
AT&T	46,000		1,198
BCE	29,600		727
MetroPCS Communications *	121,500		967
Rogers Communications, Cl B	35,000		964
SBA Communications, Cl A *	15,800		381
Telephone & Data Systems	11,300		298
Verizon Communications	39,094		1,214

			5,749


Utilities — 12.4%
AGL Resources	57,898		1,945
Alliant Energy	49,091		1,293
American Water Works	27,100		545
Aqua America	60,270		1,015
Atmos Energy	82,948		2,259
Consolidated Edison	28,700		1,153
DPL	16,000		396
DTE Energy	32,600		1,134
Edison International	34,300		1,146
Energen	11,800		495
Hawaiian Electric Industries	73,621		1,281
IDACORP	25,500		726
Nicor	58,858		2,132
Northwest Natural Gas	8,400		354
NSTAR	57,278		1,812
OGE Energy	45,670		1,429
Pepco Holdings	74,700		1,071
PG&E	20,409		828
Piedmont Natural Gas	37,600		903


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
PPL		35,372	$	1,040
SCANA		16,310		566
Sempra Energy		5,650		283
TECO Energy		81,300		1,083
UGI		62,796		1,602
Vectren		70,149		1,624
Westar Energy		30,200		620
WGL Holdings		26,600		878
Wisconsin Energy		66,796		3,037
Xcel Energy		4,232		84

				32,734

Total Common Stock (Cost $220,616) ($ Thousands)				249,544


U.S. TREASURY OBLIGATION — 0.5%
U.S. Treasury Bill
0.255%, 12/03/09 (A) (B)	$	1,200		1,200


Total U.S. Treasury Obligation (Cost $1,199) ($ Thousands)				1,200


CASH EQUIVALENT — 4.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †		11,976,039		11,976


Total Cash Equivalent (Cost $11,976) ($ Thousands)				11,976


Total Investments — 99.8% (Cost $233,791)($ Thousands) ††			$	262,720

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI	109	Sep-2009	$	371

Percentages are based on a Net Assets of $263,351 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(B)	Security or a portion thereof, has been pledged as collateral on open futures contracts.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund's investments was $233,791 ($ Thousands), and the unrealized appreciation and depreciation were $33,124 ($ Thousands) and $(4,195) ($ Thousands) respectively.

Cl — Class

REIT — Real Estate Investment Trust

See end of Form N-Q Filing for FAS 157 disclosure.

For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual and annual financial statements.


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 90.3%

Argentina — 0.0%
Banco Macro ADR*	7,900	$	178
Grupo Financiero Galicia ADR*	9,800		39
Petrobras Energia Participaciones ADR*	5,500		36
Telecom Argentina ADR*	8,200		122

			375


Australia — 4.9%
AGL Energy	146,138		1,720
AJ Lucas Group	42,478		152
Alumina	320,800		452
Amcor	37,199		181
AMP	3,675		20
Arrow Energy*	45,393		176
Asciano Group	67,448		91
ASX	12,129		339
Australia & New Zealand Banking Group	59,206		1,063
AWB(A)	53,506		59
AXA Asia Pacific Holdings	10,127		37
Beach Petroleum	5,836		4
Bendigo Bank	5,112		36
BGP Holdings*	39,545		—
BHP Billiton	164,090		5,091
Billabong International	3,194		28
BlueScope Steel	440,880		1,063
Boral(A)	9,452		46
Brambles	126,298		791
Caltex Australia	43,117		449
CFS Retail Property Trust‡	23,150		37
Coca-Cola Amatil	76,790		641
Cochlear	2,468		117
Commonwealth Bank of Australia	42,843		1,661
Computershare	101,909		869
Crown	40,571		271
CSL	31,400		853
CSR	12,610		22
David Jones	20,400		86
Dexus Property Group‡	45,614		29
Downer EDI	600		4
Energy Resources of Australia	10,545		231
Fairfax Media(A)	24,473		30
Fortescue Metals Group*	7,094		26
Foster’s Group	94,570		437
Goodman Fielder	234,910		305
GPT Group‡	39,545		20
Harvey Norman Holdings	136,154		452
Incitec Pivot	59,663		151
Insurance Australia Group	48,438		146
JB Hi-Fi	18,814		282
Leighton Holdings	700		22
Lion Nathan	41,843		417
Macquarie Group(A)	34,649		1,484
Macquarie Infrastructure Group(A)	198,888		223
Metcash	95,728		345
Mirvac Group‡	28,471		36
National Australia Bank(A)	65,408		1,570
Newcrest Mining	8,708		220
Nufarm	9,586		87
OneSteel	31,124		85
Orica	26,386		502
Origin Energy	40,530		523
OZ Minerals	87,458		78
Pacific Brands	153,183		144
Paladin Energy*	48,166		187
QBE Insurance Group	12,544		242
Rio Tinto(A)	35,342		1,672
Santos	165,154		2,200
Sigma Pharmaceuticals	38,300		39
Sims Group	8,221		161
Sonic Healthcare	6,363		75
SP AusNet, Cl Miscellaneous	18,992		12
Suncorp-Metway	48,684		321
TABCORP Holdings	86,239		488
Tatts Group	296,604		620
Telstra	104,858		288
Toll Holdings	17,595		118
Wesfarmers	48,251		1,024
Westfield Group‡	88,272		942
Westpac Banking	91,203		1,874
Woodside Petroleum	13,707		566
Woolworths	61,851		1,461
WorleyParsons	11,053		265

			36,759


Austria — 0.2%
Erste Group Bank	14,064		597
Mayr Melnhof Karton	112		11
OMV	25,037		987
Telekom Austria	637		11
Verbund - Oesterreichische Elektrizitaetswirtschafts, Cl A	1,766		90
Vienna Insurance Group	2,249		117

			1,813


Belgium — 1.2%
Banque Nationale de Belgique	3		11
Colruyt	265		61
Delhaize Group	31,408		2,107
Dexia(A)	104,532		895
D’ieteren	170		52
Fortis	48,035		206
Groupe Bruxelles Lambert	7,314		641
InBev	50,084		2,164
Mobistar	426		27
Nationale A Portefeuille	1,116		58
Solvay	6,300		664
Telenet Group Holding	11,817		282
UCB(A)	34,018		1,325
Umicore	10,717		291

			8,784


Brazil — 0.6%
Brasil Telecom Participacoes ADR	3,283		143
BRF - Brasil Foods*	38,400		864
Centrais Eletricas Brasileiras ADR	30,500		439
Cia de Saneamento Basico do Estado de Sao Paulo ADR	16,670		610
Cia Energetica de Minas Gerais ADR(A)	81,350		1,189


1		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Hypermarcas*	25,900	$	416
Petroleo Brasileiro ADR	18,400		729
Redecard	25,600		351

			4,741


Canada — 1.2%
Bank of Montreal	5,000		241
Canadian National Railway	20,800		1,002
Canadian Natural Resources	8,600		491
Domtar*	1,600		56
EnCana	29,430		1,530
Goldcorp	43,390		1,582
Husky Energy	8,900		239
IAMGOLD	31,085		360
Inmet Mining	8,800		380
Kinross Gold	39,100		741
National Bank of Canada	4,100		230
Northgate Minerals*	8,000		18
Pacific Rubiales Energy*	31,600		358
Research In Motion*	11,370		831
Royal Bank of Canada(A)	4,500		231
Teck Cominco, Cl B	17,900		431
Teck Resources, Cl B	15,600		375

			9,096


Chile — 0.3%
Banco Santander Chile ADR	6,400		327
Enersis ADR	99,400		1,721
Madeco ADR	3,200		21

			2,069


China — 0.6%
Bank of China	272,000		132
China Life Insurance	303,650		1,281
China Railway Group*	711,000		614
Dongfeng Motor Group	722,000		747
Industrial & Commercial Bank of China	2,190,000		1,495

			4,269


Cyprus — 0.0%
Bank of Cyprus Public	6,309		44


Denmark — 0.8%
A P Moeller - Maersk, Cl B	94		652
Carlsberg, Cl B	22,187		1,596
Coloplast, Cl B	332		26
Danisco(A)	4,500		220
Danske Bank	50,014		1,345
H Lundbeck	2,037		40
Novo-Nordisk, Cl B	26,490		1,617
Novozymes, Cl B	254		22
PER Aarsleff, Cl B	416		49
Sydbank	4,963		139
Topdanmark*	882		120
Vestas Wind Systems*	3,720		267
William Demant Holding*	2,909		178

			6,271


Finland — 0.7%
Citycon	28,388		102
Fortum	2,106		55
Huhtamaki	7,887		95
Kesko, Cl B	4,187		123
Kone, Cl B	49,013		1,706
Nokia	10,870		151
Outokumpu	9,087		192
Rautaruukki	5,493		129
Sampo, Cl A	52,715		1,263
Stora Enso, Cl R	22,232		153
UPM-Kymmene	13,913		167
Wartsila, Cl B(A)	22,801		863

			4,999


France — 7.3%
Accor	16,583		874
Aeroports de Paris	1,252		108
Air France-KLM	14,000		214
Air Liquide	1,356		145
Alcatel-Lucent	123,403		469
Alstom(A)	14,053		988
Arkema	2,929		95
Atos Origin	4,255		200
AXA	46,587		1,062
BNP Paribas	82,368		6,639
Bouygues	4,949		246
Capital Gemini	17,200		833
Carrefour	2,950		139
Casino Guichard Perrachon	2,799		212
Cegid Group	1,081		26
Christian Dior	6,354		589
Cie Generale d’Optique Essilor International	2,085		113
CNP Assurances	11,008		1,100
Compagnie Generale des Etablissements Michelin, Cl B	1,485		112
Credit Agricole(A)	20,047		372
Dassault Systemes	2,194		112
Eiffage	3,597		256
Electricite de France(A)	14,833		778
Eramet	1,493		482
Eutelsat Communications	22,000		589
Faiveley	176		14
Fonciere Des Regions‡	614		64
France Telecom(A)	117,071		2,981
Gaz de France	6,716		283
Gecina	1,991		198
Gemalto*	6,148		256
Havas	86,480		264
Hermes International(A)	1,188		176
ICADE‡	1,075		100
Iliad(A)	3,241		332
Ipsen	901		45
Lafarge	10,649		906
Legrand(A)	5,942		146
LVMH Moet Hennessy Louis Vuitton	2,640		253
M6-Metropole Television	14,891		338
Neopost	1,749		144
Nexans	159		12
Nexity	2,253		85
PagesJaunes Groupe	1,545		17
PPR	23,184		2,695


2		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Publicis Groupe	30,508	$	1,123
Renault	16,586		747
Safran	22,127		407
Sanofi-Aventis	141,674		9,620
Schneider Electric(A)	5,094		470
SCOR	7,738		204
SES Global	23,741		466
Societe BIC	726		45
Societe Des Autoroutes Paris- Rhin-Rhone	1,087		81
Societe Fonciere Financiere et de Participations FFP	2,756		156
Societe Generale	72,558		5,853
Sodexo	4,945		285
Technip	20,920		1,295
Thales	1,596		73
Total	92,010		5,278
Unibail-Rodamco‡	5,587		1,106
Valeo	10,749		274
Veolia Environnement	2,856		99
Vinci	16,083		863
Vivendi	27,078		772
Wendel	2,502		118
Zodiac Aerospace(A)	4,500		171

			55,568


Germany — 6.3%
Aixtron	13,940		274
Allianz	37,689		4,361
BASF	92,228		4,816
Bayer	36,594		2,249
Bayerische Motoren Werke	36,408		1,660
Bilfinger Berger	3,300		204
DaimlerChrysler	32,187		1,457
Deutsche Bank(A)	51,849		3,523
Deutsche Boerse	17,466		1,335
Deutsche Lufthansa	147,212		2,366
Deutsche Post	125,959		2,175
Deutsche Postbank	1,113		40
Deutsche Telekom	27,120		361
E.ON	73,682		3,120
GAGFAH	12,880		116
Hannover Rueckversicherung	57,951		2,553
Henkel	1,377		46
Hochtief	9,354		693
Infineon Technologies*	63,898		336
K+S	6,097		310
Lanxess	263		8
MAN	1,573		120
Merck KGaA	1,473		134
Metro	3,063		166
MTU Aero Engines Holding	3,837		162
Muenchener Rueckversicherungs	14,214		2,122
RWE	27,039		2,507
Salzgitter	222		21
SAP	42,230		2,064
Siemens	55,228		4,791
Software	6,890		528
Solarworld(A)	226		5
Suedzucker	40,824		797
ThyssenKrupp	23,703		806
TUI	77,467		674
United Internet	26,095		369
Volkswagen	1,522		295
Wacker Chemie	375		45

			47,609


Greece — 0.6%
Alpha Bank	23,000		381
Coca Cola Hellenic Bottling	7,805		180
Hellenic Petroleum	2,937		31
Marfin Investment Group	30,208		117
National Bank of Greece	23,798		746
OPAP	21,260		519
Public Power	101,416		2,387
Titan Cement	944		27

			4,388


Hong Kong — 3.2%
ASM Pacific Technology	13,200		85
Bank of East Asia	46,200		149
BOC Hong Kong Holdings	945,410		1,895
Cathay Pacific Airways	90,000		130
Champion Technology Holdings	564,000		20
Cheung Kong Holdings	62,000		735
China Mobile	73,500		715
China Overseas Land & Investment(A)	486,000		988
Chinese Estates Holdings	65,000		120
CLP Holdings	8,500		57
Dairy Farm International Holdings	6,000		34
Denway Motors	626,000		278
Esprit Holdings	35,100		213
Fairwood	19,500		16
First Pacific	133,000		85
Geely Automobile Holdings	65,000		16
Genting Singapore*	512,000		359
Guoco Group	8,000		77
Hang Lung Group	56,000		258
Hang Lung Properties	258,000		804
Hang Seng Bank	37,430		532
Henderson Land Development	64,900		381
Hengan International Group	58,000		321
Hong Kong & China Gas	24,000		52
Hong Kong Exchanges and Clearing	73,200		1,275
HongKong Electric Holdings	54,000		302
Hongkong Land Holdings	89,000		362
Hopewell Holdings	103,000		311
Huabao International Holdings	1,105,000		1,145
Hutchison Telecommunications Hong Kong Holdings	228,000		36
Hutchison Telecommunications International	362,000		77
Hutchison Whampoa	157,980		1,111
Hysan Development	66,000		155
Jardine Matheson Holdings	7,800		226
Jardine Strategic Holdings	7,000		116
Kerry Properties	52,500		249
Lai Sun Development*	1,739,000		29
Li & Fung	272,000		904
Lifestyle International Holdings	11,500		16
Link ‡	25,000		55
MTR	165,000		555


3		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
New World Development	379,000	$	765
Noble Group	691,000		1,017
Orient Overseas International	7,500		35
Pacific Century Premium Developments	145,000		39
Pico Far East Holdings	202,000		30
RCG Holdings*	31,166		33
Road King Infrastructure	17,000		13
Sino Land	70,000		120
SJM Holdings	130,000		55
Sun Hung Kai Properties	388,000		5,251
Swire Pacific, Cl A	54,500		568
Television Broadcasts	4,000		17
Texwinca Holdings	5,000		4
Vedan International Holdings	220,000		20
VTech Holdings	10,000		79
Wharf Holdings	261,000		1,170
Wheelock	27,000		73
Wing Hang Bank	2,000		18
Wing On International	4,000		5
Yue Yuen Industrial Holdings	108,490		286

			24,842


India — 0.6%
Bharti Airtel	70,010		609
HDFC Bank	32,440		977
Infosys Technologies	14,620		638
Larsen & Toubro	20,410		655
Reliance Industries GDR* (B)	9,490		807
Sterlite Industries India	36,600		507

			4,193


Indonesia — 0.2%
Astra International	117,700		352
Indo Tambangraya Megah	324,500		786

			1,138


Ireland — 0.3%
CRH	23,482		603
DCC	504		12
Experian	67,423		565
Ryanair Holdings ADR*	27,600		756

			1,936


Israel — 0.4%
Check Point Software Technologies* (A)	14,700		410
Teva Pharmaceutical Industries ADR	45,810		2,359

			2,769


Italy — 2.7%
ACEA	22,852		279
Alleanza Assicurazioni	6,103		50
Atlantia	26,301		586
Autogrill	805		9
Banca Carige	28,871		87
Banca Intesa	545,337		2,365
Banca Intesa RNC(A)	24,372		80
Banca Monte dei Paschi di Siena	16,159		34
Banca Popolare di Milano	16,989		128
Banco Popolare Scarl	74		1
Benetton Group	11,971		114
CIR-Compagnie Industriali Riunite	3,882		8
Edison	23,864		39
Enel	586,463		3,459
ENI	117,127		2,780
Exor	11,648		200
Fastweb*	2,920		78
Fiat	34,443		408
Finmeccanica	34,989		559
Fondiaria-Sai	5,991		115
Italcementi	17,228		259
Luxottica Group	2,011		49
Mediaset	39,162		258
Mediobanca	38,855		534
Mediolanum	20,081		127
Milano Assicurazioni	32,607		108
Parmalat	209,988		539
Piccolo Credito Valtellinese Scarl	4,428		46
Pirelli	66,589		32
Saipem	3,090		83
Saras	342,851		1,187
Snam Rete Gas	4,614		21
Telecom Italia	2,418,936		3,694
Terna Rete Elettrica Nazionale	86,692		320
UniCredito Italiano	573,983		2,082
Unipol Gruppo Finanziario	78,000		104

			20,822


Japan — 20.2%
77 Bank	46,000		279
Able	1,500		15
Aeon	33,800		360
Aeon Credit Service	4,500		51
Aeon Fantasy	200		3
Aioi Insurance	19,000		94
Aisin Seiki	22,300		560
Ajinomoto	29,000		297
All Nippon Airways	7,000		22
Alpen	1,500		25
Alpine Electronics	10,300		99
Alps Electric	37,700		228
Amada	33,000		232
AOC Holdings	1,900		15
AOKI Holdings	1,900		21
Aoyama Trading	3,200		60
Arakawa Chemical Industries	1,700		21
Asahi Breweries	30,000		523
Asahi Glass	202,000		1,764
Asahi Kasei	78,000		377
Asics	7,000		69
Asset Managers Holdings	460		54
Astellas Pharma	79,100		3,181
Bando Chemical Industries	16,000		52
Bank of Nagoya	9,000		41
Bank of Saga	7,000		24
Bank of Yokohama	1,000		6
Belluna(A)	2,150		9
Benesse	28,000		1,379
Best Denki	2,500		13
BML	1,200		32
Bridgestone	4,300		79
Canon	124,100		4,776


4		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Canon Marketing Japan	41,800	$	705
Casio Computer	3,800		38
Catena	6,600		17
Cawachi	5,300		114
Central Japan Railway	119		807
Century Tokyo Leasing	2,700		31
Chiba Bank	40,000		253
Chiba Kogyo Bank*	2,700		23
Chuetsu Pulp & Paper	8,000		20
Chugai Pharmaceutical	29,100		596
Chugoku Bank	7,000		95
Chuo Denki Kogyo	4,000		35
Circle K Sunkus	4,300		70
Cocokara Fine Holdings	2,500		52
Corona	200		3
Cosmo Oil	230,000		709
Create SD Holdings	800		20
Credit Saison	7,700		104
Culture Convenience Club	6,400		47
Dai Nippon Printing	72,000		1,055
Daicel Chemical Industries	90,000		584
Daihatsu Motor	42,000		432
Daiichi Jitsugyo	5,000		16
Daiichi Sankyo	67,800		1,451
Daiichikosho	6,000		80
Daikin Industries	700		25
Daikoku Denki	2,800		51
Daimei Telecom Engineering	1,300		13
Dainippon Screen Manufacturing	126,000		436
Dainippon Sumitomo Pharma	53,000		600
Daishi Bank	13,000		54
Daito Trust Construction	1,700		81
Daiwa House Industry	35,000		391
Daiwa Securities Group	371,000		2,296
Dena(A)	73		232
Denki Kagaku Kogyo	43,000		183
Denso	54,900		1,601
Dentsu(A)	20,900		483
DOWA HOLDINGS CO	4,000		23
eAccess	36		26
East Japan Railway	50,700		3,323
Eisai	10,900		401
Electric Power Development	6,900		210
FamilyMart	2,900		90
Fancl*	2,300		32
Fanuc	14,700		1,203
Fast Retailing	8,700		1,046
Fuji Heavy Industries	39,000		169
Fuji Media Holdings(A)	586		924
FUJIFILM Holdings	35,200		1,053
Fujishoji	19		24
Fujitsu	349,000		2,355
Fukuda Denshi	900		25
Fukuoka Financial Group	81,000		365
Furuno Electric	1,700		10
Godo Steel	18,000		44
GS Yuasa(A)	26,000		227
Hachijuni Bank	20,000		115
Hakuhodo DY Holdings	3,480		194
Hankyu Hanshin Holdings	2,000		10
Heiwa	9,200		103
Heiwado	2,400		35
Hibiya Engineering	2,400		22
Higashi-Nippon Bank	7,000		16
Higo Bank	9,000		58
HI-LEX	1,500		14
Hino Motors	198,000		822
Hirose Electric	1,400		173
Hiroshima Bank	16,000		68
Hitachi	125,000		442
Hitachi Cable	23,000		77
Hitachi Chemical	9,400		195
Hokuhoku Financial Group	34,000		85
Honda Motor	177,400		5,613
Hosiden	5,200		77
House Foods	3,800		59
Hoya	4,600		104
Hyakugo Bank	14,000		73
Hyakujushi Bank	12,000		59
Ibiden	15,100		539
Idemitsu Kosan	5,400		448
IHI	69,000		141
Iida Home Max	3,600		63
Inabata	31,800		152
Inpex Holdings	1		8
Isetan Mitsukoshi Holdings(A)	21,000		232
Itochu	159,000		1,131
Itochu Enex	12,400		76
Itochu Techno-Solutions	1,000		30
Itoki	9,000		24
Iyo Bank	3,000		30
Izumiya	2,000		12
J Front Retailing(A)	40,000		227
Japan Petroleum Exploration	300		16
Japan Prime Realty Investment, Cl A‡	6		14
Japan Retail Fund Investment, Cl A‡	17		91
Japan Steel Works	65,490		816
Japan Tobacco	217		631
JBCC Holdings	3,700		28
JFE Holdings	21,000		736
JFE Shoji Holdings	14,000		57
JGC	6,000		112
Joyo Bank	11,000		56
JS Group	6,600		117
JSP	2,100		18
JSR	15,800		279
Jupiter Telecommunications	491		429
Kagoshima Bank	2,000		16
Kajima	29,000		81
Kamigumi	46,000		390
Kaneka	35,000		258
Kansai Electric Power	42,000		969
Kansai Paint	11,000		90
Kanto Auto Works	900		9
Kanto Natural Gas Development	4,000		27
Kao	11,000		280
Kasumi	2,300		11
Kawasaki Heavy Industries	34,000		91
Kawasumi Laboratories	3,000		22
KDDI	189		1,078
Keihin Electric Express Railway	4,000		33
Keio	39,000		265


5		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Keisei Electric Railway	20,000	$	140
Keyence	700		148
Kinden	12,000		108
Kintetsu(A)	45,000		196
Kintetsu World Express	1,200		28
Kirin Holdings	57,000		837
Kissei Pharmaceutical	5,000		119
Kobe Steel	38,000		70
Kohnan Shoji	1,300		15
Konica Minolta Holdings	25,500		242
Konishi	2,300		20
Kose	3,100		75
K’s Holdings	2,200		68
Kubota	102,000		846
Kuraray	37,500		410
Kurita Water Industries	600		20
Kyocera	14,600		1,220
Kyoei Steel(A)	3,500		84
Kyorin	16,000		273
Kyowa Hakko Kirin	11,000		134
Kyudenko	5,000		33
Kyushu Electric Power	15,700		348
Leopalace21	9,900		90
Lintec	2,000		42
Mabuchi Motor	3,900		199
Maeda	6,000		20
Maezawa Kasei Industries	800		9
Makino Milling Machine	5,000		20
Makita	400		11
Marubeni	205,000		1,023
Marudai Food	5,000		14
Marui Group	23,100		161
Matsui Securities(A)	10,800		100
Matsumotokiyoshi Holdings	2,300		58
Maxvalu Nishinihon	100		2
Mazda Motor	153,000		426
McDonald’s Holdings Japan	3,300		62
Mediceo Paltac Holdings	22,900		329
MEIJI Holdings*	2,500		102
Mie Bank	4,000		14
Mikuni Coca-Cola Bottling	2,100		18
Millea Holdings	1,700		51
Minebea	19,000		88
Ministop	3,000		49
Miraca Holdings	11,400		330
Mitsubishi	217,200		4,414
Mitsubishi Chemical Holdings	61,000		278
Mitsubishi Electric	54,000		403
Mitsubishi Estate	31,000		516
Mitsubishi Gas Chemical	87,000		513
Mitsubishi Logistics	3,000		40
Mitsubishi Materials	60,000		184
Mitsubishi Motors* (A)	144,000		262
Mitsubishi Rayon	22,000		73
Mitsubishi Steel Manufacturing	20,000		46
Mitsubishi UFJ Financial Group	714,100		4,573
Mitsubishi UFJ Lease & Finance	860		27
Mitsui	108,200		1,414
Mitsui Engineering & Shipbuilding	68,000		185
Mitsui Fudosan	1,000		19
Mitsui Home	3,000		20
Mitsui Mining & Smelting	48,000		138
Mitsui OSK Lines	50,000		321
Mitsui Sumitomo Insurance Group Holdings	21,000		594
Mitsui Trust Holdings	114,000		482
Mitsumi Electric	14,400		335
Mizuho Securities	43,000		162
Morinaga Milk Industry	11,000		48
Murata Manufacturing	24,600		1,167
N E Chemcat	1,000		13
Nafco	1,000		20
Nakanishi	200		17
Namco Bandai Holdings	11,200		119
NEC(A)	533,000		1,930
NEC Fielding	1,000		16
NEC Networks & System Integration	6,900		95
NET One Systems	16		26
NGK Insulators	17,000		398
NHK Spring	26,000		192
Nichii Gakkan	1,200		14
Nidec	8,200		591
Nihon Shokuhin Kako	3,000		18
Nintendo	9,700		2,631
Nippon Building Fund, Cl A‡	4		35
Nippon Densetsu Kogyo	3,000		30
Nippon Electric Glass	108,000		1,125
Nippon Express	84,000		377
Nippon Meat Packers	11,000		134
Nippon Mining Holdings	350,000		1,751
Nippon Oil	198,000		1,135
Nippon Paper Group(A)	5,400		159
Nippon Shinyaku	2,000		26
Nippon Soda	13,000		62
Nippon Steel	19,000		75
Nippon Telegraph & Telephone	91,600		4,108
Nipponkoa Insurance	18,000		112
Nipro	4,000		86
Nishi-Nippon City Bank	64,000		171
Nishio Rent All	2,900		27
Nissan Chemical Industries	11,000		161
Nissan Motor	451,800		3,166
Nisshin Seifun Group	5,000		67
Nisshin Steel	47,000		96
Nisshinbo Holdings	14,000		164
Nissin Food Products	1,800		60
Nissin Healthcare Food Service	1,500		19
Nitori	9,856		765
Nitto Denko	14,600		444
Nojima	920		7
NOK	8,500		116
Nomura Holdings	142,200		1,262
Nomura Real Estate Office Fund, Cl A‡	3		21
Nomura Research Institute	6,400		153
Noritsu Koki	2,900		25
Noritz	1,800		24
NTT Data	78		267
NTT DoCoMo	1,215		1,877
Odakyu Electric Railway, Cl B	21,000		189
Ohsho Food Service	1,600		48
Okumura	4,000		17
Omron	15,700		269


6		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Ono Pharmaceutical	4,900	$	241
Onward Holdings	9,000		66
ORIX	4,300		331
Osaka Gas	172,000		597
Osaka Steel	3,900		70
Panasonic	79,400		1,275
Panasonic Electric Works	5,000		60
Raito Kogyo	11,600		30
Rakuten(A)	1,439		872
Resona Holdings(A)	26,500		363
Ricoh	34,000		491
Rinnai	1,000		50
Riso Kagaku	2,700		36
Rohm	20,600		1,392
Roland	2,700		32
Ryoden Trading	7,000		45
S Foods	5,500		51
Sammy NetWorks	6		19
San-Ai Oil	3,000		15
San-In Godo Bank	7,000		65
Sanki Engineering	3,000		25
Sankyo	4,500		284
Sanshin Electronics	8,000		66
Santen Pharmaceutical	9,200		310
Sanyo Electric* (A)	69,000		187
Sapporo Hokuyo Holdings	6,000		22
Sawai Pharmaceutical	700		41
Sazaby League	800		11
SBI Holdings(A)	651		146
Secom	10,800		489
Sega Sammy Holdings	10,500		137
Seiko Epson	17,700		263
Seino Holdings	26,000		232
Sekisui Chemical	11,000		70
Sekisui House	53,000		511
Seven & I Holdings	27,500		667
Sharp	22,000		255
Shikoku Electric Power	900		28
Shimamura	900		81
Shimano	900		39
Shimizu	4,000		16
Shin-Etsu Chemical	20,200		1,198
Shinko Electric Industries	24,900		466
Shinmaywa Industries	9,000		37
Shinsei Bank(A)	314,000		535
Shionogi	57,000		1,401
Shiseido(A)	13,000		230
Shizuoka Bank	12,000		126
Showa Shell Sekiyu	16,500		173
Sinanen	2,000		10
Sintokogio	2,000		17
SMC	1,000		117
Softbank	9,300		209
Sohgo Security Services	3,900		49
Sojitz	42,400		91
Sompo Japan Insurance	3,000		21
Sony	82,200		2,229
Sorun	2,600		14
Square Enix Holdings	3,100		80
SRI Sports	11		11
Stanley Electric	29,000		587
Sumco	4,500		92
Sumikin Bussan	3,000		7
Sumitomo	100,700		1,035
Sumitomo Chemical	4,000		19
Sumitomo Electric Industries	106,400		1,379
Sumitomo Metal Industries	31,000		78
Sumitomo Metal Mining	52,000		804
Sumitomo Mitsui Financial Group(A)	97,700		4,223
Sumitomo Realty & Development	2,000		42
Sumitomo Trust & Banking	42,000		258
Suzuken	9,700		321
Suzuki Motor	39,900		955
T&D Holdings	4,450		134
Taiheiyo Cement	204,000		354
Taisei	32,000		70
Taisho Pharmaceutical	12,000		236
Taiyo Nippon Sanso	24,000		255
Takashimaya(A)	11,000		93
Takeda Pharmaceutical	37,200		1,504
Takefuji(A)	10,700		55
Takeuchi Manufacturing	100		1
Tanabe Seiyaku	21,000		276
TDK	10,300		601
Teijin	78,000		258
Temp Holdings	300		2
Terumo	5,300		280
THK	2,400		45
TKC	1,100		21
Tobu Railway	28,000		177
Toda	5,000		20
Toei	2,000		11
Toho Holdings	3,100		46
Tohokushinsha Film	1,900		11
Tokuyama(A)	7,000		49
Tokyo Broadcasting System HD	4,000		70
Tokyo Dome	10,000		31
Tokyo Electron	1,900		104
Tokyo Steel Manufacturing	37,398		494
Tokyo Style	2,000		17
Tokyo Tatemono	13,000		77
Tokyo Tekko	11,000		37
Tokyu	11,000		54
Tokyu Land	26,000		122
Tomoku	11,000		25
TonenGeneral Sekiyu	23,000		221
Toppan Forms	1,300		18
Toppan Printing	120,000		1,189
Topy Industries	9,288		23
Toray Industries	8,000		47
Torii Pharmaceutical	200		4
Toshiba TEC	20,000		87
Tosoh	34,000		99
Totetsu Kogyo	8,000		56
TOTO	4,000		28
Toyo Kohan	5,000		22
Toyo Securities	6,000		14
Toyo Seikan Kaisha	15,700		329
Toyo Suisan Kaisha	17,000		434
Toyoda Gosei	4,800		139
Toyota Boshoku	2,900		52
Toyota Industries	12,100		328
Toyota Motor	117,300		5,045


7		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Toyota Tsusho	28,900	$	471
Trend Micro	4,000		158
Tsumura	500		18
Ube Industries	2,000		6
Unicharm	200		18
Unipres	100		1
UNY	14,000		119
USS	370		23
Valor	1,600		15
West Japan Railway	90		312
Yahoo! Japan(A)	1,891		645
Yamada Denki	12,500		854
Yamaguchi Financial Group	29,000		334
Yamaha Motor	19,200		227
Yamato Holdings	54,000		896
Yamato Kogyo	9,800		294
Yamazaki Baking	9,000		122
Yaskawa Electric	9,000		65
Yokogawa Electric	5,800		50
Yurtec	4,000		26

			153,351


Jersey — 0.0%
Randgold Resources	3,971		234


Mauritius — 0.1%
Golden Agri-Resources (SGD)	1,365,332		450


Netherlands — 4.3%
Aegon	87,690		661
Akzo Nobel	18,281		1,036
ArcelorMittal(A)	44,896		1,609
ASML Holding	30,078		826
Corio‡	1,047		64
European Aeronautic Defense and Space(A)	156,142		3,240
Heineken	1,303		55
Heineken Holding	4,895		174
Imtech	6,300		153
ING Groep	108,944		1,649
James Hardie Industries	21,810		128
Koninklijke Ahold	83,119		975
Koninklijke DSM	32,792		1,197
Koninklijke Philips Electronics	37,715		853
Koninklijke Vopak*	9,468		609
QIAGEN*	979		20
Randstad Holding	18,625		770
Royal Dutch Shell, Cl A	176,926		4,914
Royal Dutch Shell, Cl B	160,336		4,331
Royal Dutch Shell, Cl A (GBP)	98,126		2,717
Royal KPN	99,712		1,532
Smit Internationale	389		28
SNS Reaal	13,561		104
TNT	47,397		1,171
Unilever	131,993		3,693
Wavin	13,175		28
Wolters Kluwer	1,777		35

			32,572


New Zealand — 0.1%
Air New Zealand	45,100		39
Fletcher Building	40,169		216
Telecom of New Zealand	432,058		815
Vector	19,246		27

			1,097


Norway — 0.7%
Aker Kvaerner	84,200		828
Atea*	11,500		59
DnB	151,347		1,550
Fred Olsen Energy	650		22
Marine Harvest* (A)	436,000		310
Norsk Hydro	38,400		230
Petroleum Geo-Services*	7,400		59
Seadrill	2,200		39
Statoil	59,883		1,308
Telenor	60,802		573

			4,978


Papua New Guinea — 0.1%
Lihir Gold*	392,787		917


Portugal — 0.3%
Banco Comercial Portugues, Cl R	232,297		305
Banco Espirito Santo	18,565		122
Cimpor Cimentos de Portugal	20,997		154
Energias de Portugal	121,853		527
Galp Energia SGPS, Cl B	3,969		58
Jeronimo Martins	47,409		370
Portugal Telecom	99,970		1,034
REN - Redes Energeticas Nacionais	6,959		28

			2,598


Russia — 0.3%
Gazprom OAO ADR	56,141		1,188
Mobile Telesystems ADR	18,500		803
Vimpel-Communications ADR	15,480		239

			2,230


Singapore — 1.4%
CapitaCommercial Trust‡	366,000		226
CapitaLand	76,000		196
CapitaMall Trust‡	218,000		246
City Developments	22,000		152
DBS Group Holdings	288,000		2,526
Fraser and Neave	65,000		174
Jardine Cycle & Carriage	20,000		322
Keppel	16,000		84
Oversea-Chinese Banking(A)	238,000		1,278
SembCorp Industries	56,000		125
SembCorp Marine	14,000		30
SIA Engineering	43,000		77
Singapore Airlines	2,000		18
Singapore Airport Terminal Services	45,460		78
Singapore Exchange	69,000		400
Singapore Land	2,000		7
Singapore Technologies Engineering	14,000		25


8		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Singapore Telecommunications(A)	418,000	$	911
United Industrial	57,000		73
United Overseas Bank	67,000		777
UOB-Kay Hian Holdings	13,000		14
UOL Group	29,000		69
Venture	2,000		12
Wheelock Properties Singapore	23,370		29
Wilmar International	666,500		3,025

			10,874


South Africa — 0.1%
Impala Platinum Holdings	22,530		526


South Korea — 0.2%
Samsung Electronics	2,050		1,266


Spain — 3.8%
Abertis Infraestructuras	13,024		284
Acerinox(A)	11,084		235
ACS Actividades Construcciones y Servicios	20,696		1,067
Banco Bilbao Vizcaya Argentaria(A)	164,532		2,925
Banco de Sabadell(A)	16,177		122
Banco de Valencia	6,986		70
Banco Popular Espanol(A)	26,419		285
Banco Santander Central Hispano	398,910		6,145
Bankinter	21,763		290
Cia Espanola de Petroleos	1,088		46
Criteria Caixacorp	78,259		393
EDP Renovaveis* (A)	19,970		199
Enagas	10,481		207
Financiera Alba	1,928		105
Fomento de Construcciones y Contratas	3,343		135
Gas Natural	32,594		685
Gestevision Telecinco	1,690		19
Grifols	17,042		300
Grupo Catalana Occidente	1,000		22
Iberdrola	74,167		687
Iberdrola Renovables	7,663		35
Inditex	6,697		365
Indra Sistemas	1,535		36
Mapfre	97,939		403
Obrascon Huarte Lain	1,091		29
Red Electrica	18,982		891
Repsol	87,091		2,162
Sacyr Vallehermoso	12,590		210
Telefonica(A)	399,999		10,097
Zardoya Otis	10,292		225

			28,674


Sweden — 1.8%
Assa Abloy, Cl B	12,442		200
Atlas Copco, Cl A(A)	24,404		308
Atlas Copco, Cl B	4,311		48
Bilia, Cl A	3,038		25
Boliden	52,171		536
Electrolux, Cl B	82,116		1,706
Hennes & Mauritz, Cl B(A)	15,180		843
Holmen, Cl B	871		25
Husqvarna, Cl B	2,191		15
Investor, Cl B	13,028		243
Lundin Petroleum*	19,134		175
Millicom International Cellular*	786		55
Nordea Bank	153,027		1,606
Scania, Cl B	3,231		40
Securitas, Cl B	19,461		190
Skanska, Cl B	11,735		170
SKF, Cl B	10,169		156
SSAB	1,181		16
SSAB, Cl A(A)	1,431		21
Svenska Cellulosa, Cl B	175,137		2,289
Svenska Cellulosa, Cl A	1,904		25
Svenska Handelsbanken, Cl A	17,143		450
Swedbank(A)	21,100		221
Swedish Match	25,968		501
Tele2, Cl B	19,480		271
Telefonaktiebolaget LM Ericsson, Cl B(A)	338,335		3,245
TeliaSonera(A)	60,329		393

			13,773


Switzerland — 7.8%
ABB	110,236		2,119
ACE	25,053		1,308
Actelion*	9,968		576
Adecco	7,731		372
Baloise Holding	15,253		1,384
Banque Cantonale Vaudoise	673		251
Clariant	24,000		218
Credit Suisse Group	114,247		5,832
Elektrizitaets-Gesellschaft Laufenburg	25		22
Geberit	1,391		214
Helvetia Holding	770		247
Holcim*	9,265		626
Julius Baer Holding	16,945		863
Kuehne + Nagel International	5,865		467
Lindt & Spruengli	140		298
Lonza Group	324		32
Nestle	265,830		11,062
Novartis	179,723		8,347
Panalpina Welttransport Holding	110		9
Roche Holding	35,412		5,639
Schindler Holding	3,411		224
SGS	398		493
Sonova Holding	2,753		264
Straumann Holding	89		20
Sulzer	3,387		262
Swatch Group	13,115		557
Swiss Life Holding	619		70
Swiss Reinsurance	26,368		1,218
Swisscom	5,149		1,783
Syngenta	11,656		2,746
Synthes	2,899		340
UBS	174,706		3,230
Valora Holding	166		36
Vontobel Holding	2,947		103
Xstrata	276,897		3,678


9		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Zurich Financial Services	20,733	$	4,565

			59,475


Taiwan — 0.6%
AU Optronics ADR	69,997		690
Chunghwa Telecom	523,299		897
HON HAI Precision Industry GDR	117,822		771
Taiwan Semiconductor Manufacturing	565,389		1,017
United Microelectronics ADR* (A)	411,300		1,336

			4,711


United Kingdom — 16.0%
3i Group	84,821		416
Aegis Group	84,143		140
Amec	93,529		1,143
Amlin	46,838		280
Anglo American	21,243		691
Antofagasta	209,810		2,595
Arriva	6,892		53
Associated British Foods	7,917		103
AstraZeneca	182,479		8,478
Autonomy*	81,358		1,718
Aviva	242,794		1,592
Babcock International Group	51,290		410
BAE Systems	258,940		1,310
Balfour Beatty	129,273		706
Barclays	730,418		4,476
Berkeley Group Holdings*	8,058		124
BG Group	181,282		2,978
BHP Billiton	136,571		3,561
BP	1,236,735		10,611
British American Tobacco	176,197		5,360
British Sky Broadcasting Group	18,823		167
BT Group, Cl A	480,231		1,091
Burberry Group	20,244		159
Cadbury	149,451		1,405
Cairn Energy*	3,176		129
Cape*	36,691		113
Capita Group	10,012		111
Carillion	32,000		153
Carnival	20,205		617
Catlin Group	62,295		336
Centrica	494,398		2,023
Close Brothers Group	11,843		147
Cobham	115,375		379
Compass Group	82,414		436
Computacenter	4,925		21
Daily Mail & General Trust, Cl A	18,720		118
Dairy Crest Group	10,245		51
Debenhams	77,316		100
Delta	12,138		32
Diageo	99,392		1,540
Dimension Data Holdings	117,000		113
DS Smith	37,674		56
easyJet*	145,975		757
Education Development International	15,291		27
Eurasian Natural Resources	13,625		190
Firstgroup	41,398		255
Fresnillo	33,832		342
Friends Provident Group	608,331		843
GlaxoSmithKline	199,106		3,892
Group 4 Securicor	147,416		534
Halfords Group	5,484		30
Healthcare Locums	18,106		67
Hogg Robinson Group	38,599		17
Home Retail Group	200,608		1,012
HSBC Holdings	776,756		8,405
ICAP	141,228		981
Imperial Tobacco Group	52,148		1,464
Inchcape	1,346,434		605
Intercontinental Hotels Group	10,730		133
International Power	25,577		117
Interserve	46,900		183
Invensys	149,645		663
Investec	61,363		431
J Sainsbury	2,861		15
Johnson Matthey	3,237		74
Kazakhmys	45,569		724
Kingfisher	316,153		1,084
Legal & General Group	703,906		877
LogicaCMG	93,500		175
London Stock Exchange Group	4,784		62
Marks & Spencer Group	221,498		1,220
Meggitt	66,069		229
Mondi	4,227		20
Morgan Sindall	3,027		35
National Express Group	6,058		39
National Grid	185,681		1,784
Next	32,178		854
Northumbrian Water Group	7,990		31
Old Mutual	1,087,170		1,650
Pearson	23,017		280
Persimmon	49,475		394
Petrofac	43,860		625
Prudential	63,078		546
QinetiQ	20,824		47
Reckitt Benckiser Group	52,607		2,435
Rexam	214,764		930
Rio Tinto	91,301		3,541
Rolls-Royce Group	145,833		1,069
Royal & Sun Alliance Insurance Group	304,000		643
Royal Bank of Scotland Group	141,440		131
SABMiller	34,887		805
Sage Group	327,739		1,173
Schroders	4,625		81
Serco Group	61,188		465
Severn Trent	896		14
Shire	28,048		465
Standard Chartered	260,874		5,895
Standard Life	60,078		191
Tate & Lyle	1,670		11
Taylor Woodrow	408,123		345
Tesco	214,567		1,308
Thomas Cook Group	52,569		197
Thomson Reuters	14,624		459
Tomkins	36,639		106
Travis Perkins	42,555		556
TUI Travel	18,177		71
Tullett Prebon	62,509		408
Tullow Oil	54,646		953
Unilever	31,022		848


10		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Vedanta Resources		8,572	$	248
Vodafone Group		3,559,660		7,711
WM Morrison Supermarkets		200,289		899
WPP		196,335		1,643

				121,356


United States — 0.4%
American Safety Insurance Holdings*		1,527		23
A. Schulman		3,000		60
Ashland		500		18
Clearwater Paper*		1,900		88
Community Bank System		1,200		22
Computer Sciences*		900		44
Danvers Bancorp		2,400		31
Eastman Chemical		1,500		78
EW Scripps, Cl A		6,500		45
Glatfelter		5,800		60
Hawkins		800		17
HSN*		6,700		70
i2 Technologies*		3,600		54
International Business Machines		6,000		708
KapStone Paper and Packaging*		2,500		17
Maxygen*		8,200		58
McClatchy, Cl A		14,000		28
Noble		13,510		473
Omnova Solutions*		5,400		26
Packaging of America		3,700		75
Pfizer		9,300		155
PS Business Parks‡		3,200		169
Rayonier‡		6,700		288
State Street		8,600		451
Temple-Inland		4,585		78
TICC Capital		12,600		65
Universal Forest Products		1,700		70

				3,271

Total Common Stock (Cost $598,887) ($ Thousands)				684,838


MORTGAGE-BACKED SECURITIES — 2.2%

Agency Mortgage-Backed Obligations — 0.9%
FHLMC CMO STRIPS, Ser 232, Cl IO, IO
5.000%, 08/01/35	$	1,070		194
FNMA TBA
6.500%, 09/01/37		2,300		2,460
6.000%, 09/01/19 to 09/01/37		3,786		3,995

				6,649


Non-Agency Mortgage-Backed Obligations — 1.3%
Banc of America Commercial Mortgage, Ser 2008-5, Cl A1
5.185%, 09/10/47		182		185
Banc of America Funding, Ser 2006-A, Cl 2A2
5.052%, 02/20/36 (C)		124		10
Banc of America Mortgage Securities, Ser 2003-9, Cl 1A12
0.716%, 12/25/33 (C)		122		115
Banc of America Mortgage Securities, Ser 2004-10, Cl 2A1
5.000%, 12/25/19		422		419

	Face Amount ($ Thousands)
BCAP LLC Trust, Cl PA
5.000%, Ser 2006-RR1, 11/25/36	$	196		195
Chase Mortgage Finance, Cl 7A1
4.601%, Ser 2007- A1,02/25/37 (C)		270		254
Countrywide Home Loan Mortgage Pass Through Trust, Cl A3
5.000%, Ser 2003-34, 09/25/33		141		141
Countrywide Home Loan Mortgage Pass Through Trust, Ser 2006-HYB1, Cl 1A1
5.309%, 03/20/36 (C)		417		209
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-22, Cl A1
5.057%, 11/25/34 (C)		401		336
Credit Suisse First Boston Mortgage Securities, Ser 2001- CF2, Cl A4
6.505%, 02/15/34		237		246
CS First Boston Mortgage Securities
3.382%, Ser 2003-C3, Cl A3, 05/15/38		137		138
CS First Boston Mortgage Securities, Ser 2005-C1, Cl A2
4.609%, 02/15/38		149		149
Deutsche ALT-A Securities Alternate Loan Trust, Ser 2006- AB3, Cl A1
6.250%, 07/25/36 (C)		440		315
DLJ Commercial Mortgage, Ser 200-CF1, Cl A1B
7.620%, 06/10/33		158		161
First Horizon Asset Securities, Ser 2003-9, Cl 1A3
5.500%, 11/25/33		458		450
First Horizon Asset Securities, Ser 2006-AR3, Cl 1A1
5.643%, 11/25/36 (C)		517		403
First Union National Bank Commercial Mortgage, Ser 2000-C1, Cl A2
7.841%, 05/17/32		82		83
GMAC Commercial Mortgage Securities, Ser 2004-C2, Cl A2
4.760%, 08/10/38		186		189
GMAC Mortgage Loan Trust, Ser 2004-J4, Cl A1
5.500%, 09/25/34		212		211
Indymac Index Mortgage Loan Trust, Ser 2004-AR6, Cl 1A
4.346%, 10/25/34 (C)		62		40
JPMorgan Chase Commercial Mortgage Securities, Ser 2000- C10, Cl A2
7.371%, 08/15/32 (C)		123		125


11		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Fame Amount ($ Thousands)		Market Value ($ Thousands)
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A2
4.064%, 09/15/27 (C)	$	517	$	522
LB-UBS Commercial Mortgage Trust, Ser 2000-C4, Cl A2
7.370%, 08/15/26		166		170
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2
6.510%, 12/15/26		189		196
LB-UBS Commercial Mortgage Trust, Ser 2001-WM, Cl A2
6.530%, 07/14/16 (B)		200		211
Master Adjustable Rate Mortgages Trust, Ser 2004-6, Cl 2A1
4.222%, 07/25/34 (C)		432		346
Master Adjustable Rate Mortgages Trust, Ser 2005-2, Cl 3A1
4.266%, 03/25/35 (C)		358		224
Merrill Lynch Mortgage Trust, Ser 2006-1, Cl 1A
3.832%, 02/25/36 (C)		884		489
Morgan Stanley Capital I, Ser 2005-HQ5, Cl A2
4.809%, 01/14/42		324		327
Nomura Asset Acceptance, Ser 2004-R1, Cl A1
6.500%, 03/25/34 (B)		261		232
Nomura Asset Acceptance, Ser 2004-R2, Cl A1
6.500%, 10/25/34 (B) (C)		303		261
PNC Mortgage Acceptance, Ser 2000-C2, Cl A2
7.300%, 10/12/33		154		159
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 3A1
4.641%, 12/25/34 (C)		888		727
Residential Funding Mortgage Securities I, Ser 2004-S2, Cl A4
5.500%, 03/25/34		227		228
Residential Funding Mortgage Securities I, Ser 2006-55, Cl A11
6.000%, 06/25/36		373		372
Salomon Brothers Mortgage Securities VII, Ser 2000-C1, Cl A2
7.520%, 12/18/09 (C)		146		147
Thornburg Mortgage Securities Trust, Ser 2006-5, Cl A1
0.386%, 09/25/46 (C)		557		523
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C17, Cl A2
4.782%, 03/15/42		290		289
WaMu Mortgage Pass Through Certificates, Ser 2004-AR9, Cl A6
2.960%, 08/25/34 (C)		12		11
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-N, Cl A5
3.222%, 08/25/34 (C)		7		7
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-6, Cl A13
0.716%, 06/25/34 (C)		110		105
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-I, Cl B1
4.376%, 07/25/34 (C)		49		18

				9,938

Total Mortgage-Backed Securities (Cost $17,964) ($ Thousands)				16,587


ASSET-BACKED SECURITIES — 1.0%

Automotive — 0.1%
Honda Auto Receivables Owner Trust, Ser 2009-31, Cl A3
2.310%, 05/15/13		210		211
Honda Auto Receivables Owner Trust, Ser 2009-2, Cl A2
2.220%, 08/15/11		250		252
USAA Auto Owner Trust, Ser 2009-I, Cl A2
2.640%, 08/15/11		600		606

				1,069


Credit Cards — 0.6%
American Express Credit Account Master Trust, Ser 2003-3, Cl A
1.593%, 05/15/12 (C)		670		672
Bank of America Credit Card Trust, Ser 2006-A6, Cl A6
0.273%, 11/15/13 (C)		200		196
Capital One Multi-Asset Execution Trust, Ser 2009-A1, Cl A1
1.343%, 04/15/13 (C)		25		25
Capital One Multi-Asset Execution Trust, Ser 2008-A5, Cl A5
4.850%, 02/18/14		305		320
Chase Issuance Trust, Ser 2009- A6, Cl A6
1.123%, 07/16/12 (C)		450		451
Chase Issuance Trust, Ser 2009- A4, Cl A4
0.993%, 06/15/12 (C)		350		351
Chase Issuance Trust, Ser 2007- A10, Cl A10
0.313%, 06/16/14 (C)		200		196
Citibank Credit Card Issuance Trust, Ser 2009-A1, Cl A1
2.023%, 03/17/14 (C)		135		138
Citibank Credit Card Issuance Trust, Ser 2004-A7, Cl A7
0.497%, 11/25/13 (C)		420		413
MBNA Credit Card Master Note Trust, Ser 2003-A8, Cl A8
0.463%, 12/17/12 (C)		700		697
MBNA Credit Card Master Note Trust, Ser 2003-A4, Cl A4
0.493%, 09/17/12 (C)		960		957

				4,416


12		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mortgage Related Securities — 0.3%
ACE Securities, Ser 2003-NC1, Cl M
1.436%, 07/25/33 (C)	$	600	$	339
Citicorp Residential Mortgage Securities, Ser 2006-2, Cl A4
5.775%, 09/25/36 (D)		400		331
CNH Equipment Trust, Ser 2009- B, Cl A2
2.400%, 05/16/11		370		372
GSAMP Trust, Ser 2005-HE3, Cl M1
0.736%, 06/25/35 (C)		117		112
Merrill Lynch Mortgage Investors, Ser 2003-HE1, Cl M2
1.916%, 07/25/34 (C)		39		9
Morgan Stanley ABS Capital I, Ser 2003-NC10, Cl M1
1.286%, 10/25/33 (C)		514		356
Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1
1.361%, 12/25/33 (C)		54		32
Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2B
0.416%, 02/25/36 (B) (C)		1,400		555
Terwin Mortgage Trust, Ser 2006- 6, Cl 2A1
4.500%, 06/25/36 (C)		208		26

				2,132

Total Asset-Backed Securities (Cost $9,092) ($ Thousands)				7,617


PREFERRED STOCK — 0.5%

Brazil — 0.3%
Banco Bradesco		63,000		1,029
Petroleo Brasileiro		72,200		1,209

				2,238


France — 0.0%
Bureau Veritas		3,576		181


Germany — 0.2%
Draegerwerk		1,189		33
Henkel		6,110		242
Jungheinrich		1,164		22
Porsche Automobil Holding		4,800		353
RWE		4,626		377
STO		300		20
Volkswagen		3,907		367

				1,414

Total Preferred Stock (Cost $3,773) ($ Thousands)				3,833


	Number Of Rights

RIGHTS — 0.0%

Australia — 0.0%
Amcor, Expires 09/24/09*		16,532		20
B&A Bank, Expires 09/17/09*		426		1

				21


Belgium — 0.0%
Fortis, Expires 07/01/14*(A)(G)		135,417		—


Total Rights (Cost $0) ($ Thousands)				21


	Number of Warrants

WARRANTS — 0.0%

Italy — 0.0%
Unione di Banche Italiane SCPA, Expires 06/30/11 * (A)		14,619		—


Singapore — 0.0%
Golden Agri-Resources, Expires 05/29/12 *		73,972		15


Total Warrants (Cost $0) ($ Thousands)				15


CORPORATE OBLIGATION — 0.0%

United States — 0.0%
Shinsei Finance Cayman
6.418%, 01/29/49 (B) (C)	$	490		240


Total Corporate Obligation (Cost $490) ($ Thousands)				240


U.S. TREASURY OBLIGATIONS — 0.9%
U.S. Treasury Bills
0.140%, 11/19/09 (E) (F)		1,250		1,249
0.160%, 09/24/09 (E) (F)		1,500		1,500
0.188%, 12/03/09 (E) (F)		3,185		3,184
0.291%, 12/17/09 (E)		600		600


Total U.S. Treasury Obligations (Cost $6,533) ($ Thousands)				6,533


CASH EQUIVALENT — 1.7%

United States — 1.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †		12,812,728		12,813


Total Cash Equivalent (Cost $12,813) ($ Thousands)				12,813


13		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)

AFFILIATED PARTNERSHIP — 4.3%

United States — 4.3%
SEI Liquidity Fund, L.P.,
0.440%** †(H)	33,793,843	$	32,914


Total Affiliated Partnership (Cost $33,794) ($ Thousands)			32,914


Total Investments — 100.9% (Cost $683,346)($ Thousands) ††		$	765,411


14		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009

A summary of outstanding swap agreements held by the Fund at August 31, 2009, is as follows:


Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate		Termination Date	Notional Amount (Thousands)	Net Unrealized Appreciation ($Thousands)
Bank of America	Radian Group Inc., 7.750%, 06/01/11	BUY	(0.39	)	12/20/13	750	$	334
JPMorgan Chase Bank	Radian Group Inc., 7.750%, 06/01/11	BUY	(0.39	)	12/20/13	750		334

							$	668

Total Return Swap

Counterparty

Reference Entity/Obligation

Fund Pays

Fund Receives

Termination Date

Notional Amount
(Thousands)

Net Unrealized
Appreciation
($Thousands)

JPMorgan Chase Bank

MSCI Daily TR Net EAFE USD Market Index

3-Month LIBOR Minus 40 Bps

Price Return

10/15/09

35,511

6,954

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index	324		Sep-2009	$	1,657
FTSE 100 Index	101		Sep-2009		1,107
Hang Seng Index	4		Sep-2009		(13	)
MSCI EAFE Index E-MINI	(152	)	Sep-2009		(1,269	)
Nikkei 225 Index	7		Sep-2009		29
SPI 200 Index	20		Sep-2009		257
Topix Index	64		Sep-2009		347

				$	2,115

A summary of the outstanding forward foreign currency contracts held by the Fund at August 31, 2009, is as follows:


Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
9/21/09	CAD	10,213	USD	9,215	$	(86	)
9/21/09	HKD	113,423	USD	14,633		(4	)
9/21/09	NOK	2,554	SEK	3,100		11
9/21/09	NOK	4,962	USD	823		(3	)
9/21/09	SEK	3,100	NOK	2,473		(25	)
9/21/09	USD	15,900	AUD	19,431		454
9/21/09	USD	1,057	CAD	1,147		(12	)
9/21/09	USD	23,737	EUR	16,710		241
9/21/09	USD	26,232	GBP	16,012		(139	)
9/21/09	USD	1,344	HKD	10,418		—
9/21/09	USD	4,068	SEK	29,519		91
9/21/09	ZAR	4,094	USD	505		(19	)
9/21/09-10/21/09	AUD	1,440	CHF	1,200		(73	)
9/21/09-10/21/09	AUD	473	USD	396		(2	)
9/21/09-10/21/09	CHF	1,200	AUD	1,478		106
9/21/09-10/21/09	CHF	2,700	GBP	1,584		24
9/21/09-10/21/09	CHF	4,178	USD	3,879		(76	)
9/21/09-10/21/09	GBP	1,570	CHF	2,700		(3	)
9/21/09-11/20/09	GBP	81	USD	130		(1	)
9/21/09-11/20/09	NZD	510	USD	338		(11	)
9/21/09-11/20/09	USD	20	NOK	126		1
9/22/09	SGD	2,270	USD	1,563		(12	)
9/22/09	USD	125	SGD	180		—
9/22/09-11/20/09	GBP	876	SGD	2,000		(39	)
9/22/09-11/20/09	SGD	2,000	GBP	890		63
9/24/09-10/21/09	JPY	705,998	USD	7,420		(193	)
9/24/09-10/21/09	USD	17,593	JPY	1,665,277		364
9/24/09-11/20/09	GBP	2,534	JPY	376,000		(75	)
9/24/09-11/20/09	JPY	376,000	GBP	2,587		161
9/24/09-11/20/09	JPY	116,000	NZD	2,035		139
9/24/09-11/20/09	NZD	1,929	JPY	116,000		(67	)
10/21/09	USD	701	CHF	800		56
11/20/09	CHF	800	EUR	530		3
11/20/09	CHF	400	NOK	2,341		10
11/20/09	EUR	531	CHF	800		(4	)
11/20/09	EUR	572	JPY	77,000		10
11/20/09	EUR	13	USD	19		—
11/20/09	JPY	77,000	EUR	586		10
11/20/09	NOK	2,387	CHF	400		(18	)

					$	882


15		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

International Equity Fund

August 31, 2009

Percentages are based on a Net Assets of $758,343 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $26,757 ($ Thousands).

(B)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C)	Variable Rate Security—The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(D)	Step Bonds—The rate reflected on the Schedule of Investments is the effective yield on August 31, 2009. The coupon on a step bond changes on a specified date.

(E)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(F)	Security, or portion thereof, has been pledged as collateral on open futures contracts.

(G)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $0 ($ Thousands) and represents 0.0% of Net Assets.

(H)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $32,914 ($ Thousands).

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $683,346 ($ Thousands), and the unrealized appreciation and depreciation were $99,934 ($ Thousands) and $(17,869) ($ Thousands) respectively.

ABS — Asset-Backed Security

ADR — American Depositary Receipt

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GDR — Global Depositary Receipt

HKD — Hong Kong Dollar

IO — Interest Only — face amount represents notional amount

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

NOK — Norwegian Krone

NZD — New Zealand Dollar

SEK — Swedish Krone

Ser — Series

SGD — Singapore Dollar

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

USD — U.S. Dollar

ZAR — South African Rand

Amounts designated as “—” are $O or have been rounded to $O.

See end of Form N-Q Filing for FAS 157 disclosure.


16		SEI Institutional Investment Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 88.1%

Argentina — 0.1%
Banco Macro ADR* (A)	2,419	$	54
Telecom Argentina ADR*	2,952		44
Tenaris ADR(A)	98,596		2,857
Ternium ADR	27,450		690

			3,645


Australia — 3.7%
Aditya Birla Minerals	166,691		149
AGL Energy	366,114		4,309
AJ Lucas Group	40,069		144
Alumina	1,061,960		1,495
Amcor	126,289		614
AMP	29,234		157
Arrow Energy*	159,762		618
Asciano Group	237,389		318
ASX	41,240		1,151
Australia & New Zealand Banking Group	187,085		3,358
Australian Worldwide Exploration	391,889		852
AWB	120,275		132
AXA Asia Pacific Holdings	35,806		130
Beach Petroleum	1,033,673		689
Bendigo Bank	16,252		114
BGP Holdings*	239,898		—
BHP Billiton	591,213		18,342
Billabong International	11,291		100
BlueScope Steel	1,098,889		2,650
Boral	32,701		160
Brambles	365,412		2,289
Caltex Australia	159,441		1,663
CFS Retail Property Trust‡	139,983		224
Coca-Cola Amatil	276,329		2,309
Cochlear	8,727		414
Commonwealth Bank of Australia	149,361		5,792
Computershare	318,076		2,711
Crown	132,769		885
CSL	96,303		2,615
CSR	44,384		76
David Jones	62,300		262
Dexus Property Group‡	122,737		77
Downer EDI	24,087		163
DUET Group	49,470		64
Emeco Holdings	250,346		164
Energy Resources of Australia	32,563		714
Fairfax Media	141,350		175
Fortescue Metals Group*	24,968		93
Foster’s Group	299,445		1,383
Goodman Fielder	452,338		587
Goodman Group‡	265,073		138
GPT Group‡	239,898		124
Harvey Norman Holdings	437,115		1,452
Incitec Pivot	233,455		593
ING Industrial Fund‡	412,780		176
Insurance Australia Group	47,576		144
International Ferro Metals	108,603		112
JB Hi-Fi	68,547		1,028
Leighton Holdings	15,822		493
Lion Nathan	177,126		1,764
Macquarie Group	62,866		2,692
Macquarie Infrastructure Group	561,858		630
Macquarie Office Trust‡	235,429		54
Metcash	357,561		1,290
Mirvac Group‡	123,402		154
National Australia Bank	204,668		4,914
Newcrest Mining	32,709		827
NRW Holdings	194,758		214
OneSteel	25,451		70
Orica	73,248		1,394
Origin Energy	124,379		1,605
OZ Minerals	277,012		248
Pacific Brands	231,936		218
Paladin Energy*	169,524		657
Primary Health Care	1,700		9
Qantas Airways	72,360		154
QBE Insurance Group	92,249		1,779
Ramsay Health Care	7,503		66
Rio Tinto	112,010		5,298
Santos	523,206		6,969
Sigma Pharmaceuticals	116,700		119
Sims Group	28,935		567
Sonic Healthcare	22,384		264
Straits Resources	85,379		150
Suncorp-Metway	153,028		1,010
TABCORP Holdings	182,962		1,035
Tatts Group	747,446		1,563
Telstra	444,271		1,221
Toll Holdings	61,888		416
Washington H Soul Pattinson	12,340		127
Wesfarmers	192,796		4,087
Westfield Group‡	260,543		2,781
Westpac Banking	222,499		4,571
Woodside Petroleum	40,831		1,687
Woolworths	172,663		4,079
WorleyParsons	35,659		856

			117,941


Austria — 0.2%
Erste Group Bank	14,248		604
OMV	98,714		3,893
Telekom Austria	2,106		37
Verbund - Oesterreichische Elektrizitaetswirtschafts, Cl A	6,243		317
Vienna Insurance Group	7,913		412

			5,263


Belgium — 1.0%
Banque Nationale de Belgique	6		23
Colruyt	938		215
Delhaize Group	104,736		7,026
Dexia	341,325		2,923
D’ieteren	556		170
Fortis	355,428		1,522
Groupe Bruxelles Lambert	20,682		1,812
InBev	147,637		6,380
KBC Groep	7,581		284
Mobistar	1,506		97
Nationale A Portefeuille	6,733		350
Nyrstar	99,479		1,028
Solvay	34,322		3,618
Telenet Group Holding	36,489		870
UCB	118,414		4,612


1		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Umicore	30,811	$	835

			31,765


Brazil — 2.0%
All America Latina Logistica	127,300		931
Amil Participacoes	108,700		574
Banco do Brasil	117,900		1,660
Banestes Banco do Estado do Espirito Santo	12,200		45
BR Malls Participacoes*	57,100		572
Brasil Telecom Participacoes ADR	30,200		1,315
BRF - Brasil Foods*	134,600		3,029
Camargo Correa Desenvolvimento Imobiliario	58,200		176
Centrais Eletricas Brasileiras ADR	90,175		1,298
Cia de Saneamento Basico do Estado de Sao Paulo ADR	60,600		2,218
Cia de Saneamento Basico do Estado de Sao Paulo	102,000		1,876
Cia de Saneamento de Minas Gerais-COPASA (Brazil)	56,500		909
Cia Energetica de Minas Gerais ADR(A)	284,800		4,161
Cia Vale do Rio Doce	128,500		2,497
Cia Vale do Rio Doce ADR, Cl B(A)	178,790		3,435
Dufry South America	56,500		866
EDP - Energias do Brasil	71,600		1,082
Empresa Brasileira de Aeronautica ADR	27,100		575
Empresa Brasileira de Aeronautica	320,300		1,713
Eternit	28,100		109
Gerdau	37,100		336
Grendene	15,900		213
Hypermarcas*	163,900		2,629
Itau Unibanco Holding ADR	185,351		3,104
Klabin Segall*	27,300		63
Localiza Rent A Car	142,600		1,277
Lojas Renner	110,800		1,757
Natura Cosmeticos	77,400		1,254
OGX Petroleo e Gas Participacoes	3,833		2,130
Petroleo Brasileiro	226,300		4,514
Petroleo Brasileiro ADR, Cl A	42,800		1,421
Petroleo Brasileiro ADR	139,314		5,522
Redecard	192,800		2,647
Rodobens Negocios Imobiliarios	80,000		770
Santos Brasil Participacoes	69,172		462
SLC Agricola	56,721		461
Souza Cruz	30,600		985
Telegraph Norte Leste Participacoes	23,900		448
Usinas Siderurgicas de Minas Gerais	125,700		2,997
Wilson Sons, Cl BDR	67,180		737

			62,768


Canada — 4.4%
Agrium	19,430		926
Alimentation Couche Tard, Cl B	146,800		2,508
Astral Media, Cl A	4,000		115
Atco	13,900		541
Bank of Montreal	129,300		6,240
Bank of Nova Scotia	83,880		3,503
Barrick Gold	174,070		5,988
BCE	69,700		1,707
Biovail	92,700		1,181
Brookfield Asset Management, Cl A	71,300		1,450
Cameco	8,090		215
Canadian Imperial Bank of Commerce	21,270		1,244
Canadian National Railway	96,680		4,659
Canadian Natural Resources	118,510		6,767
Canadian Tire, Cl A	23,240		1,208
Canadian Utilities	20,400		696
Celestica*	38,510		326
CGI Group, Cl A*	320,610		3,305
Dorel Industries, Cl B	23,800		653
Emera	21,905		413
Empire, Cl A	3,100		118
Enbridge	85,330		3,178
EnCana	271,000		14,082
First Quantum Minerals	16,800		992
Fortis	1,270		29
George Weston	20,200		1,049
Goldcorp	152,610		5,563
Groupe Aeroplan	94,700		790
Husky Energy	45,200		1,213
IAMGOLD	185,736		2,151
Inmet Mining	43,000		1,858
Jazz Air Income Fund	36,600		116
Jean Coutu Group PJC, Cl A	27,000		239
Kinross Gold	128,200		2,429
Laurentian Bank of Canada	730		25
Loblaw	12,500		378
Manulife Financial	24,590		504
Maple Leaf Foods	26,700		223
Metro, Cl A	104,013		3,499
Mullen Group	9,240		121
National Bank of Canada	80,990		4,532
Nexen	243		5
Northgate Minerals*	56,600		126
Open Text*	2,900		102
Pacific Rubiales Energy*	106,200		1,203
Penn West Energy Trust	67,600		868
Potash Saskatchewan	30,020		2,657
Power Corp of Canada	9,900		263
Power Financial	5,730		157
Provident Energy Trust	37,560		196
Quebecor, Cl B	32,420		729
Research In Motion*	106,710		7,803
Royal Bank of Canada	223,471		11,486
Sherritt International	113,200		695
Sierra Wireless*	8,700		72
Sino-Forest, Cl A*	120,270		1,489
Stantec*	10,900		281
Sun Life Financial	29,801		879
Suncor Energy	89,912		2,742


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Talisman Energy	426,500	$	6,835
Teck Cominco, Cl B	183,410		4,412
Teck Resources, Cl B	54,400		1,309
TELUS, Cl A	14,001		414
Toronto-Dominion Bank	100,800		6,212
TransCanada	1,500		44
West Fraser Timber	8,000		186
Yamana Gold	38,210		350
Yellow Pages Income Fund	242,440		1,117

			139,366


Chile — 0.3%
Banco de Chile ADR	12,500		535
Banco Santander Chile ADR	11,800		604
Cia Cervecerias Unidas	116,872		764
Cia Cervecerias Unidas ADR	30,300		986
CorpBanca ADR	18,200		519
Embotelladora Andina ADR, Cl B	600		10
Empresa Nacional de Electricidad ADR	22,500		1,037
Enersis ADR	94,100		1,629
ENTEL Chile	45,313		578
Sociedad Quimica y Minera de Chile ADR	46,000		1,602

			8,264


China — 2.8%
AirMedia Group ADR*	94,795		695
Ajisen China Holdings	1,066,909		725
Anhui Conch Cement, Cl H	344,639		2,181
Bank of China	29,180,000		14,193
Bank of Communications, Cl H	1,833,000		2,162
China Citic Bank	3,633,000		2,189
China Coal Energy	1,055,000		1,335
China Communications Services, Cl H	943,000		528
China Construction Bank, Cl H	12,832,000		9,685
China Dongxiang Group	2,082,000		1,287
China Life Insurance, Cl H	1,229,100		5,186
China Petroleum & Chemical, Cl H	536,000		448
China Railway Construction, Cl H	1,897,000		2,805
China Railway Group*	2,347,000		2,026
China Shenhua Energy	9,000		36
China Shineway Pharmaceutical Group	17,000		16
China Shipping Development, Cl H	1,534,000		1,922
China Telecom, Cl H	3,679,000		1,884
Chongqing Changan Automobile, Cl B	1,187,300		631
Ctrip.com International ADR*	35,000		1,713
Dongfeng Motor Group, Cl H	3,906,000		4,042
Epure International	2,418,000		998
Fosun International	1,413,000		1,087
Great Wall Technology, Cl H	402,000		119
Hangzhou Steam Turbine, Cl B	81,000		128
Industrial & Commercial Bank of China	23,441,000		15,999
Jiangling Motors, Cl B	578,300		627
Mindray Medical International ADR	35,344		1,092
New Oriental Education & Technology Group ADR*	18,521		1,309
PetroChina, Cl H	4,130,000		4,561
Ping An Insurance Group of China, Cl H	332,000		2,484
Qingling Motors, Cl H	264,000		50
Shandong Chenming Paper Holdings, Cl B	1,180,100		836
Shanghai Friendship Group, Cl B	241,620		243
Shenzhou International Group Holdings	478,000		441
Sinotrans, Cl H	148,000		35
Times	25,000		13
Tingyi Cayman Islands Holding	590,000		1,057
Tsingtao Brewery, Cl H	164,000		565
Weichai Power, Cl H	258,000		1,148
Weiqiao Textile, Cl H	272,500		191
Zhejiang Expressway, Cl H	688,000		654
Zhuzhou CSR Times Electric, Cl H	656,000		1,117

			90,443


Cyprus — 0.0%
Bank of Cyprus Public	22,205		154


Czech Republic — 0.1%
CEZ	58,133		3,043
Philip Morris CR	151		71

			3,114


Denmark — 0.6%
A P Moeller - Maersk, Cl B	47		326
Carlsberg, Cl B	86,945		6,252
Coloplast, Cl B	1,173		91
Danisco	14,067		689
Danske Bank	219,987		5,916
H Lundbeck	7,164		142
Novo-Nordisk, Cl B	70,354		4,293
Novozymes, Cl B	898		77
Sydbank	12,784		359
Topdanmark*	896		122
Vestas Wind Systems*	12,419		892
William Demant Holding*	8,953		549

			19,708


Egypt — 0.1%
Commercial International Bank	60,179		589
Egyptian Financial Group-Hermes Holding	204,180		1,054
Egyptian International Pharmaceutical Industrial	12,910		75
National Societe Generale Bank SAE	14,711		73
Suez Cement	39,011		289
Telecom Egypt	238,000		788
Torah Portland Cement	6,000		39

			2,907


Finland — 0.4%
Citycon	38,849		139
Huhtamaki	20,259		244


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Kesko, Cl B	15,167	$	446
Kone, Cl B	148,485		5,168
Nokia	6,895		96
Outokumpu	31,931		675
Rautaruukki	19,301		451
Sampo, Cl A	142,368		3,412
UPM-Kymmene	65,436		787
Wartsila, Cl B	59,992		2,270

			13,688


France — 5.2%
Accor	58,145		3,064
Aeroports de Paris	4,405		379
Air France-KLM	41,866		640
Air Liquide	4,794		512
Alcatel-Lucent	674,821		2,566
Alstom	32,040		2,253
Arkema	16,900		552
Atos Origin	14,535		683
AXA	123,605		2,817
BNP Paribas	205,044		16,528
Bouygues	222		11
Capital Gemini	44,924		2,175
Carrefour	10,383		490
Casino Guichard Perrachon	861		65
Christian Dior	20,454		1,897
Cie Generale d’Optique Essilor International	7,339		397
CNP Assurances	36,546		3,653
Compagnie Generale des Etablissements Michelin, Cl B	5,095		384
Credit Agricole	65,008		1,205
Credit Industriel et Commercial	65		11
Dassault Systemes	7,759		397
Eiffage	23,154		1,647
Electricite de France	52,008		2,728
Eurazeo	2,123		115
Eutelsat Communications	68,996		1,847
Fonciere Des Regions‡	6,091		638
France Telecom	368,195		9,373
Gaz de France	19,031		803
Gecina‡	5,409		537
Gemalto*	20,601		857
Groupe Steria SCA	3,004		82
Havas	276,941		845
Hermes International	2,726		404
ICADE‡	3,798		354
Iliad	13,512		1,386
Ipsen	3,168		157
Lafarge	40,496		3,447
Legrand	21,009		516
LVMH Moet Hennessy Louis Vuitton	9,419		902
M6-Metropole Television	50,700		1,152
Natixis	146,113		667
Neopost	3,924		324
Nexans	4,332		317
Nexity	8,986		340
PagesJaunes Groupe	5,436		61
Peugeot	45,932		1,331
PPR	58,255		6,772
Publicis Groupe	96,505		3,552
Renault	58,151		2,620
Safran	84,327		1,551
Sanofi-Aventis	455,921		30,960
Schneider Electric	14,714		1,358
SCOR	42,782		1,127
SES Global	107,435		2,107
Societe BIC	2,568		158
Societe Des Autoroutes Paris- Rhin-Rhone	3,236		242
Societe Generale	158,669		12,799
Sodexo	18,580		1,071
Technip	64,249		3,977
Thales	5,523		253
Thomson	84,326		115
Total	277,440		15,914
Unibail-Rodamco‡	22,559		4,466
Valeo	34,658		883
Veolia Environnement	10,044		348
Vinci	49,985		2,684
Vivendi	40,350		1,150
Zodiac Aerospace	13,000		494

			166,110


Germany — 4.4%
Aixtron	46,671		917
Allianz	108,209		12,519
BASF	210,531		10,994
Bayer	138,490		8,512
Bayerische Motoren Werke	103,684		4,728
Bilfinger Berger	7,132		441
Commerzbank	52,947		490
Continental	3,488		144
DaimlerChrysler	118,958		5,382
Deutsche Bank	160,280		10,891
Deutsche Boerse	61,263		4,682
Deutsche Lufthansa	114,319		1,837
Deutsche Post	334,379		5,775
Deutsche Postbank	3,919		139
Deutsche Telekom	196,833		2,620
E.ON	215,462		9,125
GAGFAH	45,120		408
Gerresheimer	2,900		81
Hannover Rueckversicherung	146,450		6,452
Henkel	270		9
Hochtief	29,265		2,167
Infineon Technologies*	404,235		2,126
K+S	6,089		309
Lanxess	388		12
Linde	13,117		1,319
MAN	5,534		423
Merck KGaA	4,800		436
Metro	10,784		586
MTU Aero Engines Holding	13,192		558
Muenchener Rueckversicherungs	47,413		7,078
RWE	80,979		7,507
Salzgitter	783		74
SAP	137,899		6,740
Siemens	193,924		16,823
Software	20,896		1,602
Solarworld	799		17


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Stada Arzneimittel	3,850	$	87
Suedzucker	97,543		1,904
ThyssenKrupp	86,232		2,933
TUI	89,035		775
United Internet	33,807		478
Volkswagen	4,432		859
Wacker Chemie	1,321		160

			141,119


Greece — 0.5%
Alpha Bank	80,647		1,337
Coca Cola Hellenic Bottling	28,938		669
Hellenic Petroleum	10,383		108
Marfin Investment Group	177,959		689
National Bank of Greece	73,988		2,320
OPAP	76,119		1,857
Public Power	324,218		7,630
Titan Cement	3,323		96

			14,706


Hong Kong — 3.3%
ASM Pacific Technology	46,600		298
Bank of East Asia	163,400		527
Beijing Enterprises Holdings	198,000		976
BOC Hong Kong Holdings	2,854,190		5,723
Cathay Pacific Airways	74,000		107
Chaoda Modern Agriculture	3,110,400		1,846
Cheung Kong Holdings	136,000		1,613
Cheung Kong Infrastructure Holdings	32,000		116
China BlueChemical	925,000		495
China Mobile	987,500		9,607
China Overseas Land & Investment	2,386,000		4,852
China Pharmaceutical Group	654,000		357
China Resources Power Holdings	726,000		1,772
Chinese Estates Holdings	273,500		503
CLP Holdings	691,500		4,631
CNOOC	1,847,500		2,427
COSCO Pacific	1,190,000		1,790
Dairy Farm International Holdings	27,500		157
Denway Motors	2,356,000		1,049
Digital China Holdings	451,000		382
Esprit Holdings	111,990		681
First Pacific	468,000		299
Geely Automobile Holdings	315,000		76
Genting Singapore*	1,695,000		1,188
GOME Electrical Appliances Holdings	4,938,300		1,313
Guangdong Investment	1,420,000		727
Guoco Group	36,000		345
Hang Lung Group	197,000		907
Hang Lung Properties	928,000		2,892
Hang Seng Bank	103,900		1,476
Henderson Land Development	193,000		1,134
Hengan International Group	334,000		1,849
Hong Kong & China Gas	86,000		186
Hong Kong Exchanges and Clearing	225,100		3,921
HongKong Electric Holdings	298,000		1,665
Hongkong Land Holdings	301,000		1,225
Hopewell Holdings	349,000		1,056
Huabao International Holdings	5,645,000		5,849
Hutchison Harbour Ring	734,000		55
Hutchison Telecommunications Hong Kong Holdings	1,170,000		184
Hutchison Telecommunications
International	1,170,000		247
Hutchison Whampoa	682,980		4,803
Hysan Development	174,000		408
Jardine Matheson Holdings	29,600		858
Jardine Strategic Holdings	43,500		720
Kerry Properties	183,000		867
Lai Sun Development*	5,616,000		93
Li & Fung	902,000		2,997
Link ‡	76,000		167
MTR	542,500		1,823
New World Development	1,213,000		2,448
Noble Group	2,006,000		2,951
Orient Overseas International	26,000		122
Pacific Basin Shipping	51,000		34
Pacific Century Premium
Developments	289,000		78
RCG Holdings*	62,055		67
Shanghai Industrial Holdings	260,000		1,245
SIM Technology Group	620,000		61
Sino Biopharmaceutical	1,004,000		194
Sino Land	178,000		304
SJM Holdings	791,000		331
Sun Hung Kai Properties	944,000		12,776
Swire Pacific, Cl A	204,500		2,133
Television Broadcasts	20,000		85
Texwinca Holdings	8,000		6
VTech Holdings	43,000		341
Wharf Holdings	676,000		3,031
Wheelock	193,270		520
Wing Hang Bank	7,000		63
Yue Yuen Industrial Holdings	217,120		573

			106,602


Hungary — 0.1%
Egis Gyogyszergyar Nyrt	2,402		252
Magyar Telekom Telecommunications	252,000		1,022
MOL Hungarian Oil and Gas	11,838		931
OTP Bank	85,722		2,216

			4,421


India — 1.7%
Apollo Tyres	8,123		7
Bank of India	160,100		1,110
Bank of Maharashtra	252,287		208
Bharat Electronics	21,784		636
Bharat Petroleum	30,540		318
Bharti Airtel	478,068		4,157
Birla	32,250		199
Cairn India*	258,223		1,401
Container of India	17,759		431
Dena Bank	114,420		121
Dr Reddys Laboratories ADR	6,594		106
Dr Reddys Laboratories	30,000		487
GAIL India	515,061		3,538
Grasim Industries	6,390		351
Great Eastern Shipping	16,536		96


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Gujarat Alkalies & Chemicals	33,010	$	76
Gujarat Flourochemicals	3,780		12
Gujarat Narmada Valley Fertilizers	90,795		179
Gujarat State Fertilisers & Chemicals	53,672		162
HCL Technologies	88,610		545
HDFC Bank	98,920		2,980
Hindustan Unilever	89,350		476
Hindustan Zinc	73,746		1,116
Housing Development Finance	45,435		2,303
IDBI Bank	73,954		158
Indian Bank	189,020		530
Infosys Technologies ADR	2,200		95
Infosys Technologies	63,400		2,767
ITC	134,666		637
Jindal Stainless*	54,361		90
Larsen & Toubro	67,570		2,169
Madras Cements	49,533		110
Mangalore Refinery & Petrochemicals	463,141		814
Maruti Udyog	36,190		1,066
Mphasis	16,079		183
Nava Bharat Ventures	211		2
NTPC	403,170		1,753
Oil & Natural Gas	85,460		2,075
Patni Computer Systems ADR	7,700		132
Patni Computer Systems	91,860		799
Pidilite Industries	5,626		18
Piramal Healthcare	110,911		752
Power Finance	177,059		875
Reliance Industries GDR* (B)	33,109		2,814
Reliance Industries*	17,782		730
Sesa Goa* (C)	54,684		238
Shipping of India	33,186		95
State Bank of India	15,000		535
Steel Authority of India	245,870		819
Sterlite Industries India	225,750		3,124
Sun Pharmaceutical Industries	35,550		867
Syndicate Bank	47,064		77
Tata Consultancy Services	299,296		3,231
Tata Power	38,980		1,045
Tata Steel	85,765		745
UCO Bank	7,670		7
Union Bank of India	128,917		564
United Phosphorus	39,970		138
Zee Entertainment Enterprises	455,165		1,963

			53,032


Indonesia — 0.5%
Astra International	502,000		1,502
Bank Mandiri	9,726,000		3,956
Bank Rakyat Indonesia	3,162,500		2,384
Charoen Pokphand Indonesia*	122,000		17
Gudang Garam	98,000		139
HM Sampoerna	17,500		18
Indo Tambangraya Megah	1,137,500		2,753
Indocement Tunggal Prakarsa	691,190		689
Telekomunikasi Indonesia	4,039,300		3,366
United Tractors	170,000		228

			15,052


Ireland — 0.2%
CRH	77,236		1,984
DCC	1,166		29
Experian	277,677		2,326
Ryanair Holdings ADR*	96,900		2,654

			6,993


Israel — 0.7%
Bank Hapoalim*	154,205		497
Bezeq Israeli Telecommunication	1,574,684		3,301
Check Point Software Technologies*	48,650		1,356
Delek Group	308		52
Discount Investment	12,185		283
First International Bank of Israel*	36,000		490
Formula Systems 1985	6,000		51
Gazit-Globe	16,481		134
Israel Land Development	14,000		49
Makhteshim-Agan Industries	98,187		451
Mizrahi Tefahot Bank*	88,000		671
Nice Systems*	617		17
Ormat Industries	27,000		216
Teva Pharmaceutical Industries ADR(A)	154,630		7,963
Teva Pharmaceutical Industries	108,000		5,572
Union Bank of Israel*	24,120		100

			21,203


Italy — 1.9%
ACEA	65,485		799
Alleanza Assicurazioni	21,579		177
Amplifon	54,260		192
Atlantia	80,869		1,801
Autogrill	2,413		27
Banca Carige	102,079		309
Banca Intesa	1,717,788		7,451
Banca Intesa RNC	50,457		165
Banca Monte dei Paschi di Siena	46,805		98
Banca Popolare di Milano	105,655		797
Banco Popolare Scarl	2,399		21
Benetton Group	42,000		400
CIR-Compagnie Industriali Riunite	31,299		64
Danieli	12,488		263
DiaSorin	3,723		117
Edison	382,456		632
Enel	1,631,215		9,621
ENI	360,494		8,556
Esprinet	15,215		159
Exor	32,337		556
Fiat	280,665		3,327
Finmeccanica	96,620		1,545
Fondiaria-Sai	26,766		515
Iride	55,200		104
Italcementi	53,338		801
Italmobiliare	1,712		78
Luxottica Group	7,112		173
Mediaset	137,649		906
Mediobanca	98,704		1,356
Mediolanum	70,558		447


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Milano Assicurazioni	103,256	$	340
Parmalat	409,347		1,052
Piccolo Credito Valtellinese Scarl	7,708		81
Pirelli	569,601		273
Saipem	10,878		292
Saras	1,202,064		4,162
Snam Rete Gas	15,958		74
Societa Iniziative Autostradali e Servizi	3,261		25
Telecom Italia	6,108,415		9,489
Terna Rete Elettrica Nazionale	297,361		1,097
UniCredito Italiano	815,505		2,958

			61,300


Japan — 15.1%
77 Bank	211,359		1,280
Aderans Holdings	4,300		59
Advantest	15,400		385
Aeon	103,500		1,101
Aeon Credit Service	15,800		179
Aeon Fantasy	5,800		73
Aichi Bank	900		83
Aida Engineering	1,000		3
Aioi Insurance	72,000		357
Aisin Seiki	64,900		1,630
Ajinomoto	86,000		880
Alfresa Holdings	4,800		218
All Nippon Airways	23,000		71
Alpen	4,700		80
Alpine Electronics	47,400		457
Alps Electric	126,400		764
Amada	85,000		598
AOKI Holdings	4,000		45
Aoyama Trading	18,600		346
Asahi Breweries	75,500		1,317
Asahi Glass	617,000		5,387
Asahi Kasei	137,000		662
Asics	25,000		246
Astellas Pharma	347,600		13,977
Bank of Kyoto	2,000		19
Bank of Nagoya	23,000		105
Bank of Saga	13,000		45
Bank of Yokohama	4,000		23
Belluna	4,750		21
Benesse	60,500		2,981
Best Denki	10,500		54
BML	3,200		86
Bridgestone	28,700		526
Canon	399,800		15,386
Canon Marketing Japan	78,900		1,331
Casio Computer	15,800		157
Cawachi	9,800		211
Central Japan Railway	427		2,895
Chiba Bank	128,000		809
Chiba Kogyo Bank*	7,100		61
Chubu Electric Power	50,500		1,179
Chuetsu Pulp & Paper	22,000		54
Chugai Pharmaceutical	101,900		2,087
Chugoku Bank	23,000		311
Chuo Denki Kogyo	10,000		88
Circle K Sunkus	12,200		199
Citizen Holdings	20,200		122
Coca-Cola Central Japan	6,200		85
Corona	700		10
Cosmo Oil	511,000		1,575
Create SD Holdings	2,700		68
Credit Saison	47,100		634
Crescendo Investment, Cl A‡	39		65
Culture Convenience Club	10,200		76
Dai Nippon Printing	228,000		3,340
Daicel Chemical Industries	332,000		2,155
Daihatsu Motor	121,000		1,246
Daiichi Sankyo	245,200		5,247
Daiichikosho	18,200		241
Daikin Industries	2,800		99
Dainippon Screen Manufacturing	422,000		1,460
Dainippon Sumitomo Pharma	100,400		1,138
Daishi Bank	44,000		182
Daito Trust Construction	9,300		445
Daiwa House Industry	89,000		995
Daiwa Securities Group	982,000		6,076
DCM Japan Holdings	23,700		160
Dena	122		387
Denki Kagaku Kogyo	61,000		259
Denso	187,000		5,453
Dentsu	70,500		1,630
Dowa Holdings	16,000		91
Duskin	4,200		78
eAccess	271		200
East Japan Railway	189,200		12,401
Ehime Bank	5,000		14
Eisai	6,100		224
Electric Power Development	19,800		603
FamilyMart	14,300		444
Fanuc	48,700		3,985
Fast Retailing	24,700		2,969
Fuji Heavy Industries	120,000		520
Fuji Media Holdings	100		158
FUJIFILM Holdings	148,700		4,448
Fujitec	1,000		6
Fujitsu	587,000		3,961
Fukuda Denshi	1,900		54
Fukuoka Financial Group	234,000		1,054
Furuno Electric	4,100		23
Futaba	19,000		328
Godo Steel	75,000		184
GS Yuasa	94,000		822
H2O Retailing	11,000		70
Hachijuni Bank	39,000		225
Hakuhodo DY Holdings	6,390		356
Hankyu Hanshin Holdings	9,000		43
Heiwa	9,200		103
Heiwado	8,100		119
Higashi-Nippon Bank	20,000		47
Higo Bank	23,000		149
HI-LEX	4,300		41
Hino Motors	666,000		2,764
Hirose Electric	5,000		619
Hiroshima Bank	55,000		235
Hitachi	520,000		1,839
Hitachi Cable	172,000		577
Hitachi Chemical	26,000		538
Hokuetsu Bank	28,000		57
Hokuhoku Financial Group	110,000		275


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Honda Motor	564,300	$	17,854
Hoshizaki Electric	12,500		166
Hosiden	7,800		115
House Foods	13,500		210
Hoya	16,300		369
Hyakugo Bank	30,000		158
Hyakujushi Bank	34,000		168
Ibiden	47,600		1,698
Idemitsu Kosan	6,000		497
IHI	245,000		502
Inpex Holdings	66		541
Isetan Mitsukoshi Holdings	49,500		548
Isuzu Motors	161,000		375
Itochu	545,000		3,878
Itochu Enex	36,200		223
Itochu Techno-Solutions	3,600		106
Iyo Bank	10,000		98
Izumiya	6,000		37
J Front Retailing	138,000		784
Japan Aviation Electronics Industry	9,000		58
Japan Petroleum Exploration	2,000		105
Japan Prime Realty Investment, Cl A‡	22		53
Japan Pulp & Paper	3,000		11
Japan Retail Fund Investment, Cl A‡	59		315
Japan Steel Works	216,510		2,698
Japan Tobacco	687		1,999
JFE Holdings	97,400		3,412
JFE Shoji Holdings	28,000		114
JGC	19,000		354
Joyo Bank	40,000		205
JS Group	23,400		416
JSR	39,800		702
Jupiter Telecommunications	1,506		1,315
Kagawa Bank	8,000		34
Kagoshima Bank	21,000		170
Kajima	102,000		287
Kakaku.com	37		139
Kamigumi	93,000		789
Kandenko	43,000		298
Kaneka	104,000		768
Kansai Electric Power	129,400		2,985
Kansai Paint	39,000		319
Kanto Auto Works	9,100		94
Kanto Natural Gas Development	8,000		54
Kao	68,000		1,730
Kasumi	9,200		44
Kawasaki Heavy Industries	99,000		264
KDDI	619		3,530
Keihin Electric Express Railway	14,000		116
Keio	138,000		936
Keisei Electric Railway	69,000		484
Keyence	2,400		509
Kinden	86,000		772
Kintetsu	159,000		691
Kintetsu World Express	4,400		101
Kirin Holdings	128,000		1,881
Kissei Pharmaceutical	15,000		358
Kobe Steel	114,000		211
Kohnan Shoji	4,600		52
Komatsu	8,100		147
Konica Minolta Holdings	117,000		1,110
Kose	6,200		150
K’s Holdings	5,600		172
Kubota	352,000		2,918
Kuraray	88,000		963
Kurita Water Industries	2,000		67
Kyocera	44,000		3,676
Kyoei Steel	8,800		211
Kyorin	52,000		886
Kyowa Hakko Kirin	39,000		475
Kyudenko	11,000		73
Kyushu Electric Power	50,300		1,114
Leopalace21	61,200		555
Lintec	6,700		141
Mabuchi Motor	15,600		797
Maeda	9,000		30
Makino Milling Machine	13,000		52
Makita	1,400		40
Marubeni	498,000		2,486
Marudai Food	14,000		40
Marui Group	81,000		564
Matsui Securities	38,100		354
Maxvalu Nishinihon	2,700		40
Mazda Motor	594,000		1,652
McDonald’s Holdings Japan	10,600		199
Mediceo Paltac Holdings	64,000		918
MEIJI Holdings*	7,300		299
Mie Bank	13,000		47
Mikuni Coca-Cola Bottling	4,600		39
Millea Holdings	5,800		173
Minebea	37,000		172
Ministop	10,400		170
Miraca Holdings	27,500		796
Mitsubishi	730,100		14,836
Mitsubishi Chemical Holdings	170,000		775
Mitsubishi Electric	324,000		2,417
Mitsubishi Estate	97,000		1,613
Mitsubishi Gas Chemical	257,000		1,515
Mitsubishi Logistics	12,000		158
Mitsubishi Materials	185,000		566
Mitsubishi Motors*	176,000		321
Mitsubishi Rayon	73,000		242
Mitsubishi Steel Manufacturing	66,000		154
Mitsubishi UFJ Financial Group	2,322,700		14,873
Mitsubishi UFJ Lease & Finance	3,040		97
Mitsui	341,400		4,460
Mitsui Engineering & Shipbuilding	242,000		660
Mitsui Fudosan	3,000		57
Mitsui High-Tec	7,700		100
Mitsui Home	10,000		65
Mitsui Mining & Smelting	168,000		482
Mitsui OSK Lines	117,000		750
Mitsui Sumitomo Insurance Group Holdings	56,200		1,590
Mitsui Trust Holdings	398,000		1,682
Mitsumi Electric	35,300		822
Mizuho Securities	153,000		577
Morinaga Milk Industry	26,000		114
Murata Manufacturing	84,600		4,013
Musashi Seimitsu Industry	11,600		211
N E Chemcat	1,000		13


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Nafco	2,700	$	54
Nagase	39,000		467
Nakanishi	400		35
Namco Bandai Holdings	36,400		388
NEC	1,731,000		6,270
NEC Fielding	6,800		107
NEC Networks & System Integration	16,700		230
NET One Systems	50		82
NGK Insulators	53,000		1,240
NHK Spring	90,000		665
Nichii Gakkan	2,200		26
Nidec	21,400		1,543
Nintendo	28,100		7,621
Nippo	12,000		104
Nippon Beet Sugar Manufacturing	6,000		17
Nippon Building Fund, Cl A‡	16		141
Nippon Densetsu Kogyo	24,000		238
Nippon Electric Glass	310,000		3,228
Nippon Express	128,000		574
Nippon Flour Mills	65,000		335
Nippon Konpo Unyu Soko	8,000		98
Nippon Meat Packers	36,000		437
Nippon Mining Holdings	1,251,500		6,260
Nippon Oil	748,000		4,290
Nippon Paper Group	15,900		469
Nippon Seiki	8,000		94
Nippon Soda	24,000		114
Nippon Steel Trading	9,000		16
Nippon Telegraph & Telephone	218,400		9,794
Nipponkoa Insurance	109,000		680
Nipro	14,000		299
Nishi-Nippon City Bank	205,000		548
Nissan Chemical Industries	38,000		558
Nissan Motor	1,436,800		10,067
Nissan Shatai	6,000		49
Nisshin Seifun Group	17,500		233
Nisshin Steel	167,000		340
Nisshinbo Holdings	36,000		422
Nissin Food Products	5,900		195
Nitori	29,448		2,286
Nitto Denko	73,000		2,219
NOK	29,900		409
Nomura Holdings	447,200		3,968
Nomura Real Estate Office Fund, Cl A‡	11		77
Nomura Research Institute	8,900		213
Noritsu Koki	8,200		70
NTT Data	245		837
NTT DoCoMo	4,505		6,959
Odakyu Electric Railway, Cl B	76,000		685
Okinawa Electric Power	1,900		114
Okumura	8,000		33
Okuwa	2,000		25
Omron	44,400		760
Onward Holdings	25,000		183
Oracle Japan	1,800		75
ORIX	14,370		1,107
Osaka Gas	683,000		2,371
Osaka Steel	8,900		159
Panasonic	246,800		3,964
Panasonic Electric Works	19,000		228
Press Kogyo	30,000		72
Prospect Reit Investment‡	40		49
Rakuten	4,631		2,806
Resona Holdings	45,600		624
Ricoh	39,000		564
Rinnai	3,600		179
Rohm	63,300		4,279
Roland	2,100		25
Sakai Chemical Industry	18,000		87
San-In Godo Bank	68,000		630
Sanki Engineering	52,000		436
Sankyo	22,300		1,409
Sanoyas Hishino Meisho	12,400		43
Santen Pharmaceutical	27,700		935
Sanyo Electric*	250,000		676
Sapporo Hokuyo Holdings	64,400		235
Sawai Pharmaceutical	2,100		122
Sazaby League	1,900		26
SBI Holdings	2,293		516
Secom	42,600		1,929
Sega Sammy Holdings	37,100		485
Seika	23,000		60
Seiko Epson	52,500		779
Seino Holdings	78,000		697
Sekisui Chemical	37,000		237
Sekisui House	166,000		1,600
Seven & I Holdings	93,500		2,268
Sharp	100,000		1,159
Shikoku Electric Power	3,000		93
Shimachu	4,800		114
Shimamura	3,100		278
Shimano	12,400		530
Shimizu	14,000		58
Shin-Etsu Chemical	70,400		4,174
Shinko Electric Industries	83,700		1,566
Shinmaywa Industries	23,000		95
Shinsei Bank	635,000		1,082
Shionogi	203,000		4,989
Shiseido	13,000		229
Shizuoka Bank	42,000		440
Showa Shell Sekiyu	58,000		607
Sinanen	3,000		16
Sintokogio	19,900		166
SMC	3,400		398
Snow Brand Milk Products	20,000		73
Softbank	32,900		740
Sohgo Security Services	1,200		15
Sojitz	404,400		867
Sompo Japan Insurance	10,000		69
Sony	242,600		6,577
Sorun	14,000		78
SRI Sports	33		33
Stanley Electric	80,400		1,626
Sumco	46,100		944
Sumikin Bussan	25,000		58
Sumitomo	367,600		3,776
Sumitomo Bakelite	20,000		102
Sumitomo Chemical	14,000		67
Sumitomo Electric Industries	296,500		3,842
Sumitomo Metal Industries	268,000		673
Sumitomo Metal Mining	177,000		2,738
Sumitomo Mitsui Financial Group	320,500		13,854


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Sumitomo Realty & Development	7,000	$	148
Sumitomo Trust & Banking	118,000		724
Suzuken	17,600		583
Suzuki Motor	137,100		3,281
T&D Holdings	27,950		842
Taiheiyo Cement	514,000		892
Taisei	115,000		253
Taiyo Nippon Sanso	74,000		786
Takashimaya	67,000		563
Takeda Pharmaceutical	61,900		2,502
Takeuchi Manufacturing	400		4
Tamron	1,500		20
Tanabe Seiyaku	58,000		763
TDK	35,100		2,047
Teijin	215,000		712
Terumo	8,400		444
THK	8,300		156
TKC	3,300		65
Tobu Railway	98,000		618
Toei	2,000		12
Tohokushinsha Film	7,200		43
Tokuyama	14,000		98
Tokyo Broadcasting System HD	9,100		159
Tokyo Electric Power	19,700		515
Tokyo Electron	6,800		371
Tokyo Energy & Systems	14,000		118
Tokyo Steel Manufacturing	124,692		1,647
Tokyo Style	4,000		34
Tokyo Tatemono	34,000		201
Tokyo Tekko	30,000		101
Tokyu	39,000		192
Tokyu Land	91,000		428
TonenGeneral Sekiyu	81,000		777
Toppan Forms	11,200		158
Toppan Printing	360,000		3,566
Topre	300		3
Topy Industries	33,000		83
Toray Industries	29,000		170
Tosei	57		21
Toshiba TEC	111,000		481
Tosoh	55,000		160
TOTO	15,000		105
Toyo Kohan	10,000		45
Toyo Seikan Kaisha	79,300		1,660
Toyo Suisan Kaisha	50,000		1,277
Toyo Tire & Rubber	43,000		102
Toyoda Gosei	18,400		534
Toyota Boshoku	10,100		179
Toyota Industries	21,200		574
Toyota Motor	376,900		16,211
Toyota Tsusho	40,800		665
Trend Micro	13,000		513
Tsumura	1,800		64
TV Asahi	137		215
Ube Industries	7,000		22
Unicharm	900		81
UNY	30,000		255
Valor	6,600		61
Warabeya Nichiyo	6,500		82
Watabe Wedding	9,200		141
West Japan Railway	303		1,052
Yahoo! Japan	3,285		1,121
Yamada Denki	43,850		2,997
Yamaguchi Financial Group	59,000		680
Yamaha Motor	50,100		592
Yamanashi Chuo Bank	10,000		54
Yamato Holdings	166,000		2,756
Yamato Kogyo	15,800		474
Yamazaki Baking	31,000		421
Yaskawa Electric	31,000		225
Yokogawa Electric	20,600		178
Yonekyu	3,500		35
Yurtec	9,000		59

			482,122


Jersey — 0.0%
Randgold Resources	13,646		803
Regus	313,911		526

			1,329


Kazakhstan — 0.0%
KazMunaiGas Exploration Production GDR	66,164		1,456


Malaysia — 0.5%
AMMB Holdings	125,600		146
Bumiputra-Commerce Holdings	1,816,300		5,108
Genting	642,000		1,212
Genting Malaysia	2,140,400		1,689
Hong Leong Financial Group	36,000		53
KLCC Property Holdings	103,700		97
OSK Holdings	120,100		47
OSK Ventures International*	18,197		3
PPB Group	275,000		1,199
Proton Holdings	160,700		139
Public Bank	583,000		1,644
RHB Capital	200,800		269
Telekom Malaysia	2,081,500		1,838
Tenaga Nasional	732,000		1,661

			15,105


Mauritius — 0.0%
Golden Agri-Resources (SGD)	4,282,390		1,412


Mexico — 1.1%
America Movil, Ser L	6,409,504		14,466
America Movil ADR, Ser L	68,500		3,093
Bolsa Mexicana de Valores*	518,473		623
Coca-Cola Femsa, Ser L	166,100		744
Desarrolladora Homex ADR* (A)	64,119		2,279
Embotelladoras Arca	328,800		795
Fomento Economico Mexicano	258,529		941
Grupo Continental	124,900		242
Grupo Financiero Banorte, Ser O	946,319		2,799
Grupo Lamosa*	17,900		11
Grupo Mexico, Ser B*	1,133,800		1,647
Grupo Simec, Ser B, Cl B*	184,900		509
Grupo Televisa ADR	128,500		2,246
Grupo Televisa	295,098		1,036
Industrias, Ser B*	3,700		14


10		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Kimberly-Clark de Mexico, Cl A	383,800	$	1,657
Telefonos de Mexico	219,400		205
Urbi Desarrollos Urbanos*	1,119,482		2,143
Wal-Mart de Mexico	254,100		901

			36,351


Netherlands — 3.3%
Aegon	270,800		2,041
Akzo Nobel	72,113		4,088
ArcelorMittal	144,592		5,181
ASML Holding	97,562		2,679
Corio‡	3,701		227
European Aeronautic Defense and Space	491,119		10,191
Heineken	4,587		194
Heineken Holding	10,715		380
Imtech	28,074		681
ING Groep	177,440		2,685
James Hardie Industries	76,811		450
Koninklijke Ahold	315,136		3,695
Koninklijke DSM	85,288		3,112
Koninklijke Philips Electronics	138,942		3,142
Koninklijke Vopak*	29,038		1,867
Plaza Centers	461,351		886
QIAGEN*	3,376		69
Randstad Holding	63,352		2,621
Reed Elsevier	21,615		229
Royal Dutch Shell, Cl A	536,586		14,904
Royal Dutch Shell, Cl A (GBP)	317,493		8,791
Royal Dutch Shell, Cl B	494,440		13,356
Royal KPN	350,104		5,381
TNT	165,605		4,090
Unilever	555,297		15,535
Wolters Kluwer	6,146		122

			106,597


New Zealand — 0.1%
Air New Zealand	135,000		116
Fletcher Building	141,276		761
Telecom of New Zealand	1,439,886		2,715

			3,592


Norway — 0.5%
Aker Kvaerner	295,800		2,907
Austevoll Seafood	25,000		137
Det Norske Oljeselskap*	12,800		106
DnB	409,975		4,200
Marine Harvest*	1,458,000		1,037
Norsk Hydro	162,800		976
Petroleum Geo-Services*	39,300		312
Seadrill	10,300		184
Statoil	138,723		3,029
Telenor	134,998		1,271
Yara International	22,943		624

			14,783


Pakistan — 0.0%
Pakistan Telecommunication	1,439,600		374


Panama — 0.1%
Copa Holdings, Cl A	41,700		1,742


Papua New Guinea — 0.1%
Lihir Gold*	1,265,107		2,954


Peru — 0.1%
Credicorp	34,300		2,450


Philippines — 0.1%
Philippine Long Distance Telephone	21,240		1,091
Philippine Long Distance Telephone ADR(A)	23,517		1,210

			2,301


Poland — 0.2%
Cyfrowy Polsat	179,329		991
Gant Development*	8,467		69
Getin Holding*	210,000		656
KGHM Polska Miedz	3,931		118
Polish Oil & Gas	798,000		1,083
Polski Koncern Naftowy Orlen	125,653		1,287
Przedsiebiorstwo Eksportu i Importu Kopex*	21,000		166
Sygnity*	8,000		45
Synthos*	380,000		153
Telekomunikacja Polska	216,000		1,220

			5,788


Portugal — 0.4%
Banco Comercial Portugues, Cl R	1,216,008		1,593
Banco Espirito Santo	55,802		368
Cimpor Cimentos de Portugal	72,141		529
Energias de Portugal	1,353,610		5,857
Galp Energia SGPS, Cl B	14,035		203
Jeronimo Martins	108,303		846
Portugal Telecom	337,902		3,496
REN - Redes Energeticas Nacionais	119,819		487

			13,379


Russia — 1.3%
Comstar United Telesystems GDR	219,501		1,087
Gazprom OAO ADR	632,571		13,392
Globaltrans Investment GDR*	114,573		647
Lukoil ADR	172,660		8,503
MMC Norilsk Nickel ADR	159,178		1,767
Mobile Telesystems ADR	112,495		4,880
Novolipetsk Steel GDR*	18,452		443
Novorossiysk Commercial Sea Port GDR	40,117		461
Rosneft Oil GDR(B)	470,281		2,955
Sberbank GDR	5,900		1,005
Sistema GDR	18,767		300
Surgutneftegaz ADR	75,300		616


11		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Tatneft ADR	58,077	$	1,359
Uralkali GDR	97,687		1,866
Vimpel-Communications ADR	51,235		791

			40,072


Singapore — 1.0%
CapitaCommercial Trust‡	1,228,000		758
CapitaLand	269,000		693
CapitaMall Trust‡	732,000		828
City Developments	78,000		538
ComfortDelgro	85,000		92
DBS Group Holdings	473,000		4,149
Fraser and Neave	262,000		700
Jardine Cycle & Carriage	68,000		1,095
Keppel	136,000		718
NatSteel	34,000		31
OSIM International	212,000		69
Oversea-Chinese Banking	777,000		4,173
SembCorp Industries	125,000		279
SIA Engineering	128,000		230
Singapore Airlines	8,000		71
Singapore Airport Terminal Services	135,840		233
Singapore Exchange	242,000		1,404
Singapore Land	11,000		39
Singapore Technologies Engineering	50,000		90
Singapore Telecommunications	1,180,000		2,571
United Industrial	77,000		98
United Overseas Bank	219,000		2,538
UOB-Kay Hian Holdings	193,000		206
UOL Group	170,000		405
Wilmar International	2,227,000		10,107

			32,115


South Africa — 1.1%
ABSA Group	114,212		1,859
African Bank Investments	237,873		881
AngloGold Ashanti	32,400		1,240
Assore	3,681		276
AST Group	422,010		45
Aveng	134,400		711
Barloworld	98,144		600
Bidvest Group	66,000		958
DataTec	72,000		223
DRDGOLD	123,839		88
Enaleni Pharmaceuticals*	75,740		40
FirstRand	154,800		316
Freeworld Coatings	108,000		131
Gold Fields	264,670		3,219
Grindrod	414,256		909
Group	164,909		2,699
Harmony Gold Mining*	189,551		1,776
Hosken Consolidated Investments	6,630		45
Iliad Africa	69,000		69
Impala Platinum Holdings	147,418		3,441
Imperial Holdings	27,000		257
Investec	144,000		1,078
Medi-Clinic	180,000		527
Metropolitan Holdings	204,000		356
Mondi	202,737		1,015
Mr Price Group	126,770		497
Naspers, Cl N	4,200		137
Nedbank Group	98,000		1,450
Omnia Holdings	2,522		19
Reunert	88,689		578
Sanlam	1,244,141		3,275
Sappi	538,180		2,087
Sasol	19,664		740
Standard Bank Group	226,000		2,916
Steinhoff International Holdings	480,000		1,074
Wilson Bayly Holmes-Ovcon	5,154		76

			35,608


South Korea — 2.8%
Busan Bank	30,230		272
Daewoo Shipbuilding & Marine Engineering	34,320		549
Daou Technology	14,800		100
Doosan	4,980		332
GS Holdings	29,500		779
GS Home Shopping	4,395		246
Hana Financial Group	65,970		1,730
Handsome	9,840		90
Hyundai Development	53,908		1,968
Hyundai Heavy Industries	640		98
Hyundai Mobis	18,280		1,939
Hyundai Motor	45,160		3,833
KISCO Holdings	4,036		250
KISWIRE	4,190		139
Korea Development Financing	2,340		58
Korea Electric Power	88,480		2,221
Korea Zinc	4,690		513
KT	147,425		4,603
Kyeryong Construction Industrial	10,480		183
LG	134,652		8,205
LG Chemical	15,260		2,303
LG Dacom	22,520		332
LG Electronics	78,599		9,000
LG Hausys*	1,304		140
LG.Philips LCD	151,600		4,479
Lotte Shopping	4,450		1,014
MegaStudy	5,177		1,037
Pacific	3,530		408
POSCO	7,231		2,672
S&T Holdings	4,400		48
Samsung Electronics	31,974		19,739
Samsung Fire & Marine Insurance	17,480		3,135
Samsung SDI	16,431		1,947
SeAH Holdings	317		16
Shinhan Financial Group	42,800		1,405
Shinsegae	8,279		3,434
SK Holdings	61,946		5,208
SK Telecom	17,093		2,395
Woori Finance Holdings	25,640		289
Woori Investment & Securities	46,500		652
Youngone Holdings	3,524		63

			87,824


Spain — 2.8%
Abengoa	2,233		58
Abertis Infraestructuras	45,841		998
Acerinox	38,949		825


12		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
ACS Actividades Construcciones y Servicios	71,421	$	3,684
Banco Bilbao Vizcaya Argentaria	525,762		9,348
Banco de Sabadell	57,196		432
Banco de Valencia	24,699		248
Banco Popular Espanol	52,358		564
Banco Santander	4,786		73
Banco Santander Central Hispano	1,264,993		19,488
Bankinter	76,538		1,018
Criteria Caixacorp	112,318		564
EDP Renovaveis*	70,297		698
Enagas	17,818		352
Financiera Alba	15,634		849
Fomento de Construcciones y Contratas	9,731		393
Gas Natural	70,246		1,477
Gestevision Telecinco	5,975		67
Grifols	52,793		929
Iberdrola	210,960		1,956
Iberdrola Renovables	26,929		124
Inditex	23,534		1,282
Indra Sistemas	5,426		129
Mapfre	301,327		1,241
Obrascon Huarte Lain	7,004		183
Red Electrica	66,649		3,127
Repsol	308,357		7,656
Sacyr Vallehermoso	47,009		784
Telefonica	1,164,218		29,388
Zardoya Otis	36,196		792

			88,727


Sweden — 1.4%
Acando	10,251		17
Alliance Oil*	74,697		857
Assa Abloy, Cl B	43,757		702
Atlas Copco, Cl B	15,150		170
Atlas Copco, Cl A	20,381		257
Boliden	63,000		648
Electrolux, Cl B	197,210		4,097
Eniro	13,739		70
Hennes & Mauritz, Cl B	61,100		3,395
Holmen, Cl B	3,080		87
Husqvarna, Cl B	7,745		55
Investor, Cl B	46,066		860
Lundin Petroleum*	89,371		820
Meda, Cl A	17,660		148
Millicom International Cellular*	2,768		194
Nordea Bank	443,297		4,651
Scania, Cl B	11,426		141
Securitas, Cl B	71,804		702
Skanska, Cl B	50,464		732
SKF, Cl B	35,730		547
SSAB, Cl A	5,015		73
SSAB	4,153		55
Svenska Cellulosa, Cl B	595,661		7,785
Svenska Handelsbanken, Cl A	27,673		727
Swedbank	179,664		1,885
Swedish Match	114,831		2,216
Tele2, Cl B	83,402		1,160
Telefonaktiebolaget LM Ericsson, Cl B	1,018,633		9,769
TeliaSonera	210,019		1,367

			44,187


Switzerland — 5.8%
ABB	362,041		6,961
ACE	83,935		4,380
Actelion*	39,615		2,290
Addax Petroleum	10,800		517
Adecco	18,553		893
Baloise Holding	49,416		4,484
Banque Cantonale Vaudoise	2,354		878
Clariant	38,000		344
Credit Suisse Group	349,555		17,844
Elektrizitaets-Gesellschaft Laufenburg	83		75
Geberit	4,897		755
Helvetia Holding	1,917		615
Holcim*	40,724		2,751
Julius Baer Holding	62,893		3,205
Kuehne + Nagel International	10,914		868
Lindt & Spruengli	315		670
Lonza Group	1,005		99
Nestle	756,128		31,466
Novartis	568,392		26,396
Paris RE Holdings	397		10
Roche Holding	115,161		18,339
Schindler Holding	12,005		787
SGS	826		1,023
Sonova Holding	9,688		929
Straumann Holding	314		71
Sulzer	8,200		635
Swatch Group	36,874		1,565
Swiss Life Holding	5,736		650
Swiss Reinsurance	61,883		2,858
Swisscom	15,398		5,332
Syngenta	33,776		7,958
Synthes	7,700		903
UBS	615,209		11,374
Valora Holding	695		151
Vontobel Holding	8,292		289
Xstrata	974,873		12,949
Zurich Financial Services	66,553		14,654

			185,968


Taiwan — 2.2%
Acer	1,337,544		3,048
Advanced Semiconductor Engineering	3,680,005		2,627
Asustek Computer	1,180,356		1,879
AU Optronics	945,540		954
AU Optronics ADR(A)	275,731		2,719
Cathay Financial Holding	711,000		995
China Bills Finance*	776,000		215
Chinatrust Financial Holding	6,268,618		3,485
Chunghwa Telecom	3,164,469		5,422
Compal Electronics	1,699,051		1,714
Far Eastern Textile	1,358,640		1,354
Far EasTone Telecommunications	494,000		557
Gigabyte Technology	293,000		229
High Tech Computer	76,650		771
HON HAI Precision Industry GDR	411,110		2,672


13		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
HON HAI Precision Industry	2,635,708	$	8,888
Inventec	89,000		49
Lite-On Technology	1,062,021		1,191
Macronix International	1,883,889		896
MediaTek	360,617		5,237
Mega Financial Holding	2,617,000		1,304
POU Chen	1,139,750		706
Quanta Computer	834,260		1,728
Siliconware Precision Industries	20,172		25
Synnex Technology International	325,600		569
Taishin Financial Holding	1,991,000		659
Taiwan Cooperative Bank	1,672,850		922
Taiwan Fertilizer	1,161,000		3,365
Taiwan Semiconductor Manufacturing	4,830,041		8,687
Taiwan Semiconductor Manufacturing ADR(A)	244,705		2,618
Teco Electric and Machinery	826,000		340
United Microelectronics	4,754,000		1,950
United Microelectronics ADR* (A)	653,300		2,123
Universal Scientific Industrial	454,000		170
Waterland Financial Holdings	319,000		97
Wistron	727,064		1,409

			71,574


Thailand — 0.6%
Advanced Info Service	599,400		1,520
Bangkok Bank	149,700		484
Bangkok Bank NVDR	692,000		2,238
Bank of Ayudhya	1,992,500		1,043
Bumrungrad Hospital	800,300		624
Kasikornbank	603,915		1,299
Krung Thai Bank	6,025,900		1,524
Krung Thai Bank NVDR	1,478,000		374
PTT	362,278		2,599
PTT NVDR	90,200		647
Siam Cement	205,000		1,169
Siam City Bank	394,800		251
Siam Commercial Bank	1,869,800		4,233
Thanachart Capital	1,049,600		454
Tisco Financial Group	139,200		73
Total Access Communication	838,400		844

			19,376


Turkey — 0.8%
Akbank	255,000		1,461
Aksa Akrilik Kimya Sanayii*	95,863		93
Anadolu Efes Biracilik Ve Malt Sanayii	115,565		1,263
Anadolu Hayat Emeklilik	29,223		—
Aygaz	57,143		161
Cimsa Cimento Sanayi VE Tica	313,437		1,149
Eczacibasi Ilac Sanayi	243,000		245
Ford Otomotiv Sanayi	65,079		386
Haci Omer Sabanci Holding	339,708		1,313
Petrol Ofisi*	101,052		485
Tekfen Holding*	210,407		578
Tupras Turkiye Petrol Rafine	226,116		3,390
Turk Ekonomi Bankasi*	2,033,418		2,480
Turk Hava Yollari	738,945		1,418
Turk Sise ve Cam Fabrikalari	489,752		519
Turkcell Iletisim Hizmet	197,428		1,283
Turkiye Garanti Bankasi	329,867		1,220
Turkiye Sinai Kalkinma Bankasi*	1,134,007		945
Turkiye Vakiflar Bankasi Tao, Cl D	3,722,348		8,236

			26,625


United Kingdom — 12.0%
3i Group	263,075		1,289
Aegis Group	263,977		440
Amec	310,865		3,798
Amlin	144,785		866
Anglo American	153,715		5,002
Antofagasta	707,618		8,751
Associated British Foods	27,867		362
AstraZeneca	465,347		21,619
Autonomy*	263,887		5,572
Aviva	1,003,392		6,578
Avocet Mining*	97,930		122
Babcock International Group	118,507		948
BAE Systems	484,053		2,448
Balfour Beatty	310,427		1,696
Barclays	2,074,341		12,712
Berkeley Group Holdings*	24,500		376
BG Group	602,825		9,902
BHP Billiton	459,968		11,995
BP	3,815,534		32,739
British American Tobacco	570,207		17,346
British Sky Broadcasting Group	66,200		586
BT Group, Cl A	465,620		1,058
Burberry Group	71,253		559
Cadbury	355,563		3,342
Cairn Energy*	11,229		455
Cape*	112,128		345
Capita Group	35,400		391
Carillion	90,000		432
Carnival	67,838		2,072
Catlin Group	192,628		1,037
Centrica	1,601,913		6,554
Close Brothers Group	92,524		1,147
Cobham	356,895		1,171
Compass Group	123,321		652
Dairy Crest Group	27,800		138
Debenhams	241,676		311
Delta	27,337		71
Diageo	322,367		4,995
Dimension Data Holdings	347,332		335
Drax Group	3,329		26
DS Smith	173,654		256
easyJet*	542,417		2,811
Eurasian Natural Resources	219,037		3,058
F&C Asset Management	27,469		34
Firstgroup	184,059		1,132
Fresnillo	83,251		841
Friends Provident Group	2,246,207		3,114
GlaxoSmithKline	613,871		12,001
Group 4 Securicor	463,071		1,676
Hamworthy	22,253		111
Healthcare Locums	55,412		204
Home Retail Group	399,799		2,018
HSBC Holdings	2,352,339		25,454
ICAP	341,724		2,372
Imperial Tobacco Group	181,237		5,089
Inchcape	4,293,445		1,928


14		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Intercontinental Hotels Group	37,937	$	470
Intertek Group	10,188		200
Invensys	499,743		2,216
Investec	568,527		4,030
J Sainsbury	10,063		53
Johnson Matthey	11,386		261
Kazakhmys	129,470		2,057
Kingfisher	1,024,857		3,515
Legal & General Group	2,713,569		3,379
Lloyds Banking Group	1,852,841		3,322
LogicaCMG	293,245		547
London Stock Exchange Group	12,200		159
Marks & Spencer Group	751,503		4,139
Marston’s	36,439		63
Mcbride	27,700		65
Meggitt	247,331		858
Millennium & Copthorne Hotels	31,247		190
Mondi	29,765		142
National Express Group	42,892		277
National Grid	472,964		4,546
Next	89,078		2,366
Old Mutual	3,418,074		5,189
Pearson	80,918		985
Persimmon	153,035		1,219
Petrofac	99,571		1,419
Prudential	175,423		1,519
QinetiQ	37,581		85
Reckitt Benckiser Group	169,195		7,832
Rexam	778,570		3,373
Rio Tinto	306,142		11,873
Rolls-Royce Group	510,177		3,741
Royal & Sun Alliance Insurance Group	830,572		1,757
Royal Bank of Scotland Group	497,008		461
SABMiller	136,837		3,159
Sage Group	1,041,836		3,729
Schroders	16,352		286
Scottish & Southern Energy	42,753		777
Serco Group	189,475		1,440
Shire	107,957		1,789
Standard Chartered	869,493		19,648
Standard Life	83,570		266
Taylor Woodrow	1,369,786		1,158
Telecity Group*	24,008		133
Tesco	680,105		4,145
Thomas Cook Group	160,441		601
Thomson Reuters	51,473		1,617
Tomkins	129,540		374
Travis Perkins	136,434		1,782
TUI Travel	64,268		251
Tullett Prebon	191,155		1,249
Tullow Oil	186,119		3,245
Unilever	87,276		2,388
Vedanta Resources	20,478		592
Vodafone Group	10,854,348		23,514
WM Morrison Supermarkets	404,997		1,818
WPP	478,910		4,007

			382,613


United States — 0.5%
A. Schulman	3,700		74
Benchmark Electronics*	5,700		94
Clearwater Paper*	5,300		245
Computer Sciences*	20,600		1,006
Dollar Thrifty Automotive Group* (A)	6,300		125
DST Systems*	30,000		1,374
ETrade Financial (A)	342,800		603
Evraz Group GDR	37,310		984
Fair Isaac	5,400		120
Gannett	145,100		1,254
Gerdau Ameristeel	15,900		115
Hewitt Associates, Cl A*	21,900		789
International Business Machines	35,500		4,191
Minerals Technologies	5,600		251
Noble	33,117		1,160
Omnova Solutions*	37,500		177
Spartech	10,300		119
Thomson Reuters (CAD)	42,900		1,364
Unisys*	137,900		337

			14,382

Total Common Stock (Cost $2,445,175) ($ Thousands)			2,810,370


PREFERRED STOCK — 1.5%

Brazil — 1.4%
Banco Bradesco	323,300		5,282
Banco Daycoval	41,800		176
Brasil Telecom	179,700		1,305
Centrais Eletricas Brasileiras, Cl B	97,000		1,276
Cia Energetica de Minas Gerais	54,600		805
Cia Paranaense de Energia	97,000		1,515
Cia Vale do Rio Doce, Cl A	362,400		6,320
Construtora Sultepa	3,000		9
Gerdau	56,300		668
Investimentos Itau	16,600		85
Itau Unibanco Holding	264,312		4,462
Marcopolo	224,200		676
NET Servicos de Comunicacao*	331,700		3,539
Parana Banco	28,400		126
Petroleo Brasileiro	854,600		14,304
Randon Participacoes	111,200		696
Tekno Industria e Comercio	434		17
Telecomunicacoes de Sao Paulo	52,600		1,213
Telemar Norte Leste	15,700		432
Tim Participacoes	478,900		1,024
Universo Online	31,300		131

			44,061


France — 0.0%
Bureau Veritas	12,599		636


Germany — 0.1%
Draegerwerk	3,838		108
Henkel	14,191		561
KSB	133		75
ProSiebenSat.1 Media	20,061		186
RWE	16,635		1,357
Volkswagen	11,303		1,062

			3,349

Total Preferred Stock (Cost $39,707) ($ Thousands)			48,046


15		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 1.4%

Agency Mortgage-Backed Obligations — 0.7%
FHLMC CMO STRIPS, Ser 232, Cl IO, IO
5.000%, 08/01/35	$	6,360	$	1,150
FHLMC CMO STRIPS, Ser 245, Cl IO, IO
5.000%, 05/15/37		916		165
FNMA TBA
6.500%, 09/01/37		8,100		8,662
6.000%, 09/01/19 to 09/01/37		10,828		11,426
4.500%, 09/15/33		2,150		2,161

				23,564


Non-Agency Mortgage-Backed Obligations — 0.7%
Adjustable Rate Mortgage Trust, Ser 2005-5, Cl 1A1
4.175%, 09/25/35 (E)		743		394
Banc of America Commercial Mortgage, Ser, 2006-5, Cl A1
5.185%, 09/10/47		394		400
Banc of America Funding, Ser 2006-A, Cl 2A2
5.052%, 02/20/36 (E)		124		10
Banc of America Mortgage Securities, Ser 2003-9, Cl 1A12
0.716%, 12/25/33 (E)		305		288
BCAP LLC Trust, Ser 2006-RR1, Cl PA
5.000%, 11/25/36		471		469
Chase Mortgage Finance, Cl 7A1
4.601%, 02/25/37 (E)		600		565
Citigroup Mortgage Loan Trust, Ser 2007-AR5, Cl 1A2A
5.602%, 04/25/37 (E)		2,064		1,049
Countrywide Home Loan Mortgage Pass Through Trust, Ser 2003-34, Cl A3
5.000%, 09/25/33		299		300
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-22, Cl A1
5.057%, 11/25/34 (E)		432		362
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2007-HYB1, Cl 1A1
5.410%, 03/25/37 (E)		1,136		548
Credit Suisse First Boston Mortgage Securities, Ser 2001-CF2, Cl A4
6.505%, 02/15/34		569		591
CS First Boston Mortgage Securities, Ser 2005-C1, Cl A2
4.609%, 02/15/38		356		358
CS First Boston Mortgage Securities, Ser 2003-C3, Cl A3
3.382%, 05/15/38		183		184
Deutsche ALT-A Securities Alternate Loan Trust, Ser 2006-AB3, Cl A1
6.250%, 07/25/36 (E)		440		315
DLJ Commercial Mortgage, Ser 2000-CF1, Cl A1B
7.620%, 06/10/33		347		354
First Horizon Asset Securities, Ser 2003-9, Cl 1A3
5.500%, 11/25/33		1,117		1,098
First Horizon Asset Securities, Ser 2006-AR3, Cl 1A1
5.643%, 11/25/36 (E)		1,033		807
First Union National Bank Commercial Mortgage, Ser 2000-C1, Cl A2
7.841%, 05/17/32		123		125
GMAC Commercial Mortgage Securities, Ser 2004-C2, Cl A2
4.760%, 08/10/38		428		435
GMAC Mortgage Loan Trust, Ser 2004-J4, Cl A1
5.500%, 09/25/34		506		503
Indymac Index Mortgage Loan Trust, Ser 2004-AR6, Cl 1A
4.346%, 10/25/34 (E)		69		44
JPMorgan Chase Commercial Mortgage Securities, Ser 2000-C10, Cl A2
7.371%, 08/15/32 (E)		351		354
LB-UBS Commercial Mortgage Trust, Ser 2003-C7, Cl A2
4.064%, 09/15/27 (E)		511		516
LB-UBS Commercial Mortgage Trust, Ser 2000-C4, Cl A2
7.370%, 08/15/26		249		255
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2
6.510%, 12/15/26		425		441
LB-UBS Commercial Mortgage Trust, Ser 2001-WM, Cl A2
6.530%, 07/14/16 (B)		460		486
Master Adjustable Rate Mortgages Trust, Ser 2004-6, Cl 2A1
4.222%, 07/25/34 (E)		540		433
Master Adjustable Rate Mortgages Trust, Ser 2005-2, Cl 3A1
4.266%, 03/25/35 (E)		715		448
Merrill Lynch Mortgage Trust, Ser 2006-1, Cl 1A
3.832%, 02/25/36 (E)		999		553
Morgan Stanley Capital I, Ser 2005-HQ5, Cl A2
4.809%, 01/14/42		770		776
Nomura Asset Acceptance, Ser 2004-R1, Cl A1
6.500%, 03/25/34 (B)		261		232
Nomura Asset Acceptance, Ser 2004-R2, Cl A1
6.500%, 10/25/34 (B) (E)		303		261
PNC Mortgage Acceptance, Ser 2000-C2, Cl A2
7.300%, 10/12/33		365		378


16		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 3A1
4.641%, 12/25/34 (E)	$	888	$	727
Residential Funding Mortgage Securities I, Ser 2006-S5, Cl A11
6.000%, 06/25/36		922		920
Residential Funding Mortgage Securities I, Ser 2004-S4, Cl A4
5.500%, 03/25/34		1,032		1,038
Salomon Brothers Mortgage Securities VII, Ser 2000-C1, Cl A2
7.520%, 12/18/09 (E)		348		350
Structured Adjustable Rate Mortgage Loan Trust, Ser 2007-9, Cl 2A1
5.901%, 10/25/47 (E)		1,625		888
Structured Asset Securities, Ser 2006-NC1, Cl A4
0.416%, 05/25/36 (E)		300		120
Thornburg Mortgage Securities Trust, Ser 2006-5, Cl A1
0.386%, 09/25/46 (E)		1,603		1,508
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C17, Cl A2
4.782%, 03/15/42		572		570
WaMu Mortgage Pass Through Certificates, Ser 2004-AR9, Cl A6
2.960%, 08/25/34 (E)		171		165
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-N, Cl A5
3.222%, 08/25/34 (E)		123		119
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-6, Cl A13
0.716%, 06/25/34 (E)		267		256
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-I, Cl B1
4.376%, 07/25/34 (E)		49		18

				21,011

Total Mortgage-Backed Securities (Cost $49,275) ($ Thousands)				44,575


ASSET-BACKED SECURITIES — 0.6%

Automotive — 0.0%
Honda Auto Receivables Owner Trust, Ser 2009-2, Cl A2
2.220%, 08/15/11		685		692
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3
2.310%, 05/15/13		370		371
USAA Auto Owner Trust, Ser 2009-1, Cl A2
2.640%, 08/15/11		950		960

				2,023


Credit Cards — 0.3%
American Express Credit Account Master Trust, Ser 2003-3, Cl A
1.593%, 05/15/12 (E)		1,585		1,589
Bank of America Credit Card Trust, Ser 2006-A6, Cl A6
0.273%, 11/15/13 (E)		460		452
Capital One Multi-Asset Execution Trust, Ser 2009-A1, Cl A1
1.343%, 04/15/13 (E)		400		401
Capital One Multi-Asset Execution Trust, Ser 2008-A5, Cl A5
4.850%, 02/18/14		655		687
Chase Issuance Trust, Ser 2009-A6, Cl A6
1.123%, 07/16/12 (E)		1,050		1,052
Chase Issuance Trust, Ser 2009-A4, Cl A4
0.993%, 06/15/12 (E)		850		852
Chase Issuance Trust, Ser 2007-A10, Cl A10
0.313%, 06/16/14 (E)		460		450
Citibank Credit Card Issuance Trust, Ser 2004-A7, Cl A7
0.497%, 11/25/13 (E)		865		851
Citibank Credit Card Issuance Trust, Ser 2009-A1, Cl A1
2.023%, 03/17/14 (E)		425		434
MBNA Credit Card Master Note Trust, Ser 2003-A8, Cl A8
0.463%, 12/17/12 (E)		1,050		1,045
MBNA Credit Card Master Note Trust, Ser 2003-A4, Cl A4
0.493%, 09/17/12 (E)		1,520		1,516

				9,329


Mortgage Related Securities — 0.3%
ACE Securities, Ser 2003-NC1, Cl M
1.436%, 07/25/33 (E)		650		367
Citicorp Residential Mortgage Securities, Ser 2006-2, Cl A4
5.775%, 09/25/36 (H)		920		762
Citigroup Mortgage Loan Trust, Ser 2007-AMC2, Cl A3A
0.346%, 01/25/37 (E)		736		475
CNH Equipment Trust, Ser 2009-B, Cl A2
2.400%, 05/16/11		1,025		1,030
Credit Suisse Asset-Backed Mortgage Backed Trust, Ser 2007-1, Cl 1A1A
5.898%, 05/25/37 (E)		2,348		1,216
First Franklin Mortgage Loan Asset Backed Certificates, Ser 2005-FF9, Cl A3
0.546%, 10/25/35 (E)		599		475
GSAMP Trust, Ser 2005-HE3, Cl M1
0.736%, 06/25/35 (E)		258		245
Home Equity Asset Trust, Ser 2006-5, Cl 2A3
0.416%, 10/25/36 (E)		250		81
Merrill Lynch Mortgage Investors, Ser 2003-HE1, Cl M2
1.916%, 07/25/34 (E)		49		12
Morgan Stanley ABS Capital I, Ser 2003-NC10, Cl M1
1.286%, 10/25/33 (E)		556		386


17		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley ABS Capital I, Ser 2005-HE6, Cl A2C
0.586%, 11/25/35 (E)	$	1,600	$	881
Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1
1.361%, 12/25/33 (E)		54		32
Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2B
0.416%, 02/25/36 (B) (E)		1,500		595
Structured Asset Securities, Ser 2007-BC1, Cl A4
0.396%, 02/25/37 (E)		1,350		335
Structured Asset Securities, Ser 2007-GEL2, Cl A1
0.416%, 05/25/37 (B) (E)		1,949		1,471
Terwin Mortgage Trust, Ser 2006-6, Cl 2A1
4.500%, 06/25/36		208		26

				8,389

Total Asset-Backed Securities (Cost $24,940) ($ Thousands)				19,741


WARRANTS — 0.0%

Singapore — 0.0%	Number of Warrants
Golden Agri-Resources, Expires 05/29/12 *		229,372		47


Italy — 0.0%
Unione di Banche Italiane SCPA, Expires 06/30/11 *		51,612		—


Total Warrants (Cost $0) ($ Thousands)				47


CORPORATE OBLIGATION — 0.0%

Financials — 0.0%
Shinsei Finance Cayman
6.418%, 01/29/49 (B) (D)		545		267


Total Corporate Obligation (Cost $545) ($ Thousands)				267


	Number Of Rights

RIGHTS — 0.0%

Australia — 0.0%
Amcor, Expires 09/24/09 *		56,128		69
B&A Bank, Expires 09/17/09 *		1,353		2
Goodman Group, Expires 09/18/09 *		265,073		—

				71


Belgium — 0.0%
Fortis, Expires 07/01/14 * (F)		261,082		—


Total Rights (Cost $0) ($ Thousands)				71


U.S. TREASURY OBLIGATIONS (C) (D) — 0.5%
U.S. Treasury Bill
0.150%, 11/19/09		4,300		4,299
0.206%, 12/03/09		8,000		7,997
0.291%, 12/17/09		1,315		1,315
0.195%, 01/07/10		3,100		3,098


Total U.S. Treasury Obligations (Cost $16,705) ($ Thousands)				16,709


CASH EQUIVALENT — 3.0%

United States — 3.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%** †		94,444,437		94,444


Total Cash Equivalent (Cost $94,444) ($ Thousands)				94,444


AFFILIATED PARTNERSHIP — 4.7%

United States — 4.7%
SEI Liquidity Fund, L.P.,
0.440%, ** † (G)		152,707,793		150,563


Total Affiliated Partnership (Cost $152,708) ($ Thousands)				150,563


Total Investments — 99.8% (Cost $2,823,499)($ Thousands) ††			$	3,184,833


18		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009

A summary of the outstanding forward foreign currency contracts held by the Fund at August 31, 2009, is as follows:


Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
9/3/09-9/21/09	USD	60,537	CAD	67,018	$	496
9/11/09	TWD	1,848	USD	56		—
9/21/09	HKD	314,919	USD	40,630		(10	)
9/21/09	MXP	110,756	USD	8,492		196
9/21/09	NOK	8,567	SEK	10,400		38
9/21/09	NOK	18,124	USD	3,010		(8	)
9/21/09	SEK	10,400	NOK	8,297		(84	)
9/21/09	USD	38,125	AUD	46,565		1,066
9/21/09	USD	54,445	EUR	38,092		216
9/21/09	USD	58,625	GBP	35,803		(280	)
9/21/09	USD	9,432	SEK	68,369		199
9/21/09	USD	8,402	ZAR	68,365		347
9/21/09	ZAR	3,627	USD	465		1
9/21/09-10/21/09	AUD	5,039	CHF	4,200		(257	)
9/21/09-10/21/09	AUD	135	USD	107		(7	)
9/21/09-10/21/09	CHF	4,200	AUD	5,174		371
9/21/09-10/21/09	CHF	8,600	GBP	5,043		76
9/21/09-10/21/09	CHF	22,606	USD	20,973		(425	)
9/21/09-10/21/09	GBP	5,002	CHF	8,600		(9	)
9/21/09-11/20/09	GBP	266	USD	429		(4	)
9/21/09-11/20/09	USD	557	NOK	3,448		17
9/22/09	SGD	7,272	USD	5,007		(39	)
9/22/09-11/20/09	GBP	3,192	SGD	7,300		(137	)
9/22/09-11/20/09	SGD	7,300	GBP	3,249		229
9/24/09-10/21/09	JPY	2,147,410	USD	22,547		(609	)
9/24/09-10/21/09	USD	29,895	JPY	2,840,140		730
9/24/09-11/20/09	GBP	8,161	JPY	1,210,000		(249	)
9/24/09-11/20/09	JPY	1,210,000	GBP	8,329		523
9/24/09-11/20/09	JPY	370,000	NZD	6,489		443
9/24/09-11/20/09	NZD	6,154	JPY	370,000		(214	)
9/24/09-11/20/09	NZD	335	USD	212		(17	)
10/21/09	USD	2,541	CHF	2,900		205
11/20/09	CHF	2,900	EUR	1,921		9
11/20/09	CHF	1,400	NOK	8,195		36
11/20/09	EUR	1,923	CHF	2,900		(13	)
11/20/09	EUR	1,873	JPY	252,000		32
11/20/09	EUR	43	USD	60		(1	)
11/20/09	JPY	252,000	EUR	1,918		34
11/20/09	NOK	8,355	CHF	1,400		(63	)

					$	2,838

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index	2,345	Sep-2009	$	5,580
FTSE 100 Index	390	Sep-2009		3,412
Hang Seng Index	36	Sep-2009		(72	)
MSCI EAFE Index E-MINI	6	Sep-2009		12
MSCI Emerging Markets E-MINI	353	Sep-2009		942
Nikkei 225 Index	8	Sep-2009		34
S&P TSE 60 Index	189	Sep-2009		449
SPI 200 Index	143	Sep-2009		946
Topix Index	495	Sep-2009		1,106
U.S. 10-Year Treasury Note	(4)	Sep-2009		(19	)
U.S. 5-Year Treasury Note	(4)	Sep-2009		(14	)

			$	12,376


19		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009

A summary of outstanding swap agreements held by the Fund at August 31, 2009, is as follows:

Total Return Swaps

Counterparty

Reference Entity/Obligation

Fund Pays

Fund Receives

Termination
Date

Notional Amount
(Thousands)

Net Unrealized
Appreciation
($ Thousands)

Morgan Stanley

MSCI Daily TR Net EAFE USD Market Index

3-Month LIBOR

Price Return

01/13/10

28,607

5,586

Morgan Stanley

MSCI Daily TR Net EAFE USD Market Index

1-Month LIBOR

Price Return

08/03/10

16,716

477

6,063

Credit Default Swaps

Counterparty

Reference Entity/Obligation

Buy/Sell Protection

(Pays)/
Receives Rate

Termination
Date

Notional Amount
(Thousands)

Net Unrealized
Appreciation
($ Thousands)

Bank of America

Radian Group Inc., 7.750%, 06/01/11

BUY

(0.39

)

12/20/13

1,000

446

JPMorgan Chase Bank

Radian Group Inc., 7.750%, 06/01/11

BUY

(0.39

)

12/20/13

1,000

446

892

Percentages are based on a Net Assets of $3,190,466 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $131,729 ($ Thousands).

(B)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C)	Zero coupon security. The rate reported is the effective yield at time of purchase.

(D)	Security, or portion thereof, has been pledged as collateral on open future contracts.

(E)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(F)	Securities considered illiquid. The total value of such securities as of August 31, 2009, was $0 ($ Thousands) and represented 0.0% of Net Assets.

(G)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $150,563 ($ Thousands).

(H)	Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on August 31, 2009. The coupon on a step bond changes on a specified date.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $2,823,499 ($ Thousands), and the unrealized appreciation and depreciation were $432,814 ($ Thousands) and $(71,480) ($ Thousands) respectively.

ABS — Asset-Backed Security

ADR — American Depositary Receipt

AUD — Australian Dollar

BDR — Brazilian Depositary Receipt

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

EURIBOR — Euro London Interbank Offered Rate (check manually)

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GDR — Global Depositary Receipt

HKD — Hong Kong Dollar

IO — Interest Only - face amount represents notional amount

JPY — Japanese Yen

LLC — Limited Liability Company

LIBOR — London Interbank Offered Rate

L.P. — Limited Partnership

MXP — Mexican Peso

NOK — Norwegian Krone

NVDR — Non-Voting Depositary Receipt

NZD — New Zealand Dollar

SEK — Swedish Krona

Ser — Series

SGD — Singapore Dollar

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

Amounts designated as “—” are $0 or have been rounded to $0.

See end of Form N-Q Filing for FAS 157 disclosure.


20		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

World Equity Ex-US Fund

August 31, 2009


21		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 83.0%

Australia — 3.6%
AGL Energy	2,861	$	34
Alumina	35,600		50
Amcor	3,400		17
ASX	600		17
Australia & New Zealand Banking Group	3,800		68
BGP Holdings*	4,500		—
BHP Billiton	11,045		343
BlueScope Steel	20,258		49
Brambles	5,782		36
Caltex Australia	6,471		68
CFS Retail Property Trust‡	1,900		3
Coca-Cola Amatil	2,100		18
Commonwealth Bank of Australia	3,071		119
Computershare	4,363		37
Corporate Express Australia	2,275		8
Crown	2,600		17
CSL	2,733		74
David Jones	2,100		9
Dexus Property Group‡	3,700		2
Downer EDI	1,400		9
Energy Developments	7,000		16
Energy Resources of Australia	1,477		32
Foster’s Group	4,400		20
Goodman Fielder	6,700		9
GPT Group‡	4,500		2
Harvey Norman Holdings	14,676		49
Incitec Pivot	3,000		8
Insurance Australia Group	1,900		6
JB Hi-Fi	1,950		29
Leighton Holdings	200		6
Lion Nathan	1,500		15
Macquarie Group	466		20
Macquarie Infrastructure Group	20,000		22
Macquarie Office Trust‡	9,500		2
Metcash	2,000		7
National Australia Bank	5,200		125
Nufarm	772		7
Orica	1,888		36
Primary Health Care	400		2
QBE Insurance Group	3,543		68
Rio Tinto	3,237		153
Sigma Pharmaceuticals	3,900		4
Suncorp-Metway	4,226		28
TABCORP Holdings	4,696		27
Tatts Group	13,706		29
Telstra	8,300		23
United Group	700		9
Wesfarmers	5,203		110
Westfield Group‡	6,398		68
Westpac Banking	5,850		120
Woodside Petroleum	1,188		49
Woolworths	11,709		277

			2,356


Austria — 0.2%
Erste Group Bank	225		10
OMV	2,470		97

			107


Belgium — 0.9%
Delhaize Group	1,061		71
Dexia	8,716		75
Fortis	3,979		17
Groupe Bruxelles Lambert	224		20
InBev	4,787		207
Nationale A Portefeuille	759		39
Solvay	511		54
Telenet Group Holding	1,017		24
UCB	640		25
Umicore	1,800		49

			581


Brazil — 1.0%
Abyara Planejamento Imobiliario*	1,100		3
Banco Bradesco ADR	7,100		115
Banco do Brasil	8,100		114
Banestes Banco do Estado do Espirito Santo	1,500		6
Camargo Correa Desenvolvimento Imobiliario	1,900		6
Cia de Saneamento Basico do Estado de Sao Paulo	5,000		92
Cia de Saneamento de Minas Gerais-COPASA (BRL)	2,500		40
Cia Siderurgica Nacional	400		10
EDP - Energias do Brasil	3,900		59
Empresa Brasileira de Aeronautica	9,500		51
Eternit	1,500		6
Grendene	2,100		28
Klabin Segall*	1,200		3
Natura Cosmeticos	4,900		79
Redecard	2,800		38
Souza Cruz	900		29

			679


Canada — 6.3%
Agrium	200		10
Alimentation Couche Tard, Cl B	2,500		43
Atco	500		19
Bank of Montreal	3,830		185
Bank of Nova Scotia	3,500		146
Barrick Gold	5,209		179
Baytex Energy Trust	2,200		48
BCE	1,200		29
Biovail	2,300		29
Bombardier, Cl B	30,900		113
Brookfield Asset Management, Cl A	2,100		43
Cameco	200		5
Canadian Imperial Bank of Commerce	500		29
Canadian National Railway	2,700		130
Canadian Natural Resources	3,200		183
Canadian Oil Sands Trust	2,500		63
Canadian Tire, Cl A	200		10
Canadian Utilities	1,180		40
Canfor*	900		5


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Celestica*	200	$	2
CGI Group, Cl A*	7,200		74
Emera	607		11
Empire, Cl A	80		3
Enbridge	3,450		129
EnCana	6,919		360
First Quantum Minerals	700		41
Fortis	300		7
George Weston	700		36
Goldcorp	5,190		189
Groupe Aeroplan	3,600		30
Husky Energy	2,100		56
IAMGOLD	3,758		44
Inmet Mining	1,600		69
Kinross Gold	4,500		85
Loblaw	100		3
Manulife Financial	700		14
Maple Leaf Foods	200		2
Metro, Cl A	1,500		50
National Bank of Canada	2,500		140
Nexen	707		14
Pacific Rubiales Energy*	5,100		58
Penn West Energy Trust	2,070		27
Potash Saskatchewan	700		62
Power Corp of Canada	780		21
Power Financial	220		6
Provident Energy Trust	2,750		14
Quebecor, Cl B	400		9
Research In Motion*	3,055		223
RONA*	500		6
Royal Bank of Canada	5,100		262
Sherritt International	3,000		18
Sino-Forest, Cl A*	2,800		35
Stantec*	330		9
Sun Life Financial	800		24
Suncor Energy	3,032		92
Talisman Energy	8,900		143
Teck Cominco, Cl B	4,700		113
TELUS, Cl A	1,300		38
Toronto-Dominion Bank	3,370		208
TransCanada	400		12
West Fraser Timber	400		9
Yamana Gold	550		5
Yellow Pages Income Fund	7,200		33

			4,095


Chile — 0.6%
Banco Santander Chile ADR	752		38
Cia Cervecerias Unidas ADR	1,400		46
CorpBanca ADR	900		26
Empresa Nacional de Electricidad ADR	1,800		83
Enersis ADR	5,000		87
Sociedad Quimica y Minera de Chile ADR	2,571		89

			369


China — 3.0%
Anhui Conch Cement	10,000		63
Bank of China	457,000		222
Bank of Communications	88,000		104
China Citic Bank	46,000		28
China Coal Energy	73,000		92
China Communications Services	54,000		30
China Construction Bank	280,000		211
China Life Insurance	50,000		211
China Shenhua Energy	27,000		109
China Shineway Pharmaceutical Group	24,000		23
China Telecom	236,000		121
China Vanke, Cl B	26,100		30
Chongqing Changan Automobile, Cl B	83,300		44
Fosun International	87,000		67
Great Wall Technology	32,000		10
Industrial & Commercial Bank of China	523,000		357
Jiangling Motors, Cl B	42,000		46
PICC Property & Casualty	36,000		23
Shandong Chenming Paper Holdings, Cl B	80,100		57
Shenzhou International Group Holdings	30,000		28
Times	23,000		12
Tsingtao Brewery	12,000		41
Weiqiao Textile	9,000		6
Yanzhou Coal Mining	12,000		17
Zhejiang Expressway	22,000		21

			1,973


Czech Republic — 0.2%
CEZ	2,400		126


Denmark — 0.7%
A P Moeller - Maersk, Cl B	3		21
Carlsberg, Cl B	2,787		200
Danske Bank	2,963		80
Novo-Nordisk, Cl B	1,424		87
Sydbank	1,150		32
Vestas Wind Systems*	415		30
William Demant Holding*	180		11

			461

Egypt — 0.2%
Egyptian International
Pharmaceutical Industrial	1,156		7
Suez Cement	6,000		44
Telecom Egypt	22,000		73

			124


Finland — 0.4%
Citycon	6,155		22
Fortum	1,388		36
Kone, Cl B	3,320		116
Sampo, Cl A	2,800		67
UPM-Kymmene	2,177		26

			267


France — 4.3%
Air France-KLM	1,094		17
Arkema	885		29
AXA	3,655		83


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
BNP Paribas	3,919	$	316
Bouygues	242		12
Capital Gemini	1,235		60
Christian Dior	600		56
CNP Assurances	1,020		102
Compagnie Generale des Etablissements Michelin, Cl B	108		8
Credit Agricole	1,645		31
Eiffage	254		18
Eutelsat Communications	1,158		31
France Telecom	10,547		269
Gaz de France	933		39
Gecina‡	546		54
Gemalto*	542		23
Lafarge	887		75
M6-Metropole Television	963		22
Natixis	7,385		34
Neopost	126		10
Nexans	2		—
Nexity	646		24
Peugeot	285		8
PPR	1,662		193
Publicis Groupe	2,239		82
Renault	822		37
Safran	1,329		24
Sanofi-Aventis	7,534		512
Schneider Electric	647		60
SCOR	1,673		44
SES Global	1,405		28
Societe de la Tour Eiffel‡	272		17
Societe Des Autoroutes Paris- Rhin-Rhone	286		21
Societe Generale	2,019		163
Unibail-Rodamco‡	611		121
Valeo	1,393		36
Vallourec	93		14
Vinci	1,136		61
Vivendi	2,129		61
Zodiac Aerospace	536		20

			2,815


Germany — 3.6%
Aixtron	1,224		24
Allianz	2,431		281
BASF	2,471		129
Bayer	493		30
Bayerische Motoren Werke	3,037		139
Bilfinger Berger	351		22
DaimlerChrysler	1,821		82
Deutsche Bank	2,844		193
Deutsche Post	1,400		24
Deutsche Telekom	11,921		159
E.ON	6,647		282
GAGFAH	4,000		36
Hannover Rueckversicherung	2,519		111
Hochtief	798		59
Infineon Technologies*	6,702		35
K+S	482		24
Lanxess	263		8
Metro	147		8
MTU Aero Engines Holding	274		12
Muenchener Rueckversicherungs	300		45
RWE	1,975		183
SAP	3,978		194
Software	364		28
Suedzucker	2,341		46
ThyssenKrupp	732		25
TUI	1,912		17
United Internet	1,852		26
Volkswagen	121		23
Wacker Chemie	700		85

			2,330


Greece — 0.4%
Coca Cola Hellenic Bottling	2,106		49
Marfin Investment Group	5,559		21
National Bank of Greece	1,888		59
OPAP	1,500		37
Public Power	4,178		98

			264


Hong Kong — 3.0%
Beijing Enterprises Holdings	14,000		69
Chaoda Modern Agriculture	62,000		37
Cheung Kong Holdings	3,000		36
Cheung Kong Infrastructure Holdings	3,000		11
China BlueChemical	52,000		28
China Mobile	21,500		209
China Overseas Land & Investment	54,000		110
China Pharmaceutical Group	40,000		22
China Resources Enterprise	22,000		52
Chinese Estates Holdings	4,000		7
CLP Holdings	500		3
CNOOC	19,000		25
Dairy Farm International Holdings	1,800		10
Denway Motors	90,000		40
Esprit Holdings	3,000		18
First Pacific	6,000		4
Guangdong Investment	76,000		39
Genting Singapore*	56,000		39
Hang Lung Properties	22,000		68
Hang Seng Bank	2,600		37
Henderson Land Development	3,000		18
Hengan International Group	7,000		39
HKR International	6,400		2
Hong Kong Exchanges and Clearing	3,300		57
HongKong Electric Holdings	2,000		11
Hongkong Land Holdings	6,000		24
Hopewell Holdings	5,500		17
Hutchison Whampoa	17,000		119
Hysan Development	2,000		5
Jardine Matheson Holdings	400		12
Jardine Strategic Holdings	1,000		17
Kerry Properties	1,000		5
Li & Fung	32,000		106
Link ‡	2,000		4
MTR	14,500		49
New World Development	16,000		32
Noble Group	51,000		75
Pacific Century Premium Developments	10,000		3


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Road King Infrastructure	4,000	$	3
SA International Holdings	6,000		2
Shanghai Industrial Holdings	14,000		67
Sino Biopharmaceutical	76,000		15
Sino Land	4,000		7
Sun Hung Kai Properties	19,000		257
Swire Pacific, Cl A	4,500		47
Texwinca Holdings	2,000		2
Wharf Holdings	4,000		18
Wheelock	13,000		35
Wing On International	1,000		1
Yue Yuen Industrial Holdings	4,000		11

			1,924


Hungary — 0.1%
Magyar Telekom
Telecommunications	14,000		57


India — 1.9%
HDFC Bank ADR	2,383		235
Infosys Technologies ADR	7,465		323
ITC*	15,822		74
Larsen & Toubro GDR	5,028		159
Reliance Industries GDR* (A)	4,648		381
Sterlite Industries India ADR	4,400		59

			1,231


Indonesia — 0.5%
Astra International	28,500		85
Bank Mandiri	212,000		86
Bank Negara Indonesia Persero	225,000		43
Bank Rakyat Indonesia	92,000		70
Charoen Pokphand Indonesia*	41,000		6
Telekomunikasi Indonesia	82,000		68

			358


Ireland — 0.1%
CRH	1,535		39
DCC	395		10
Experian	4,661		39

			88


Israel — 1.1%
Bezeq Israeli Telecommunication	27,000		57
Check Point Software Technologies*	1,630		45
Delek Group	100		17
Discount Investment	2,000		46
First International Bank of Israel*	6,000		82
Israel Chemicals	2,000		22
Teva Pharmaceutical Industries ADR	2,840		146
Teva Pharmaceutical Industries	4,646		240
Union Bank of Israel*	18,000		75

			730


Italy — 1.7%
ACEA	1,794		22
Atlantia	2,124		47
Autogrill	1,305		15
Banca Intesa	13,342		58
Banco Popolare Scarl	318		3
Benetton Group	4,000		38
CIR-Compagnie Industriali Riunite	7,958		16
Enel	32,277		190
Fiat	7,682		91
Fondiaria-Sai	351		7
GranitiFiandre	2,514		11
Italcementi	1,404		21
Mediobanca	3,192		44
Milano Assicurazioni	7,254		24
Piccolo Credito Valtellinese Scarl	1,856		19
Pirelli	22,605		11
Prysmian	6,200		116
Telecom Italia	183,454		288
Terna Rete Elettrica Nazionale	4,007		15
UniCredito Italiano	19,656		71
Unipol Gruppo Finanziario	16,000		21

			1,128


Japan — 12.7%
77 Bank	3,000		18
Aderans Holdings	100		1
Aeon	2,800		30
Aisin Seiki	1,200		30
Ajinomoto	2,000		20
Alpen	200		3
Alps Electric	3,300		20
AOKI Holdings	300		3
Aoyama Trading	300		6
Asahi Breweries	1,800		31
Asahi Glass	19,000		166
Astellas Pharma	2,600		105
Bank of Nagoya	2,000		9
Benesse	700		34
Bridgestone	1,500		28
Canon	7,800		300
Central Japan Railway	8		54
Chiba Kogyo Bank*	300		3
Chugai Pharmaceutical	1,500		31
Circle K Sunkus	400		7
Cosmo Oil	23,000		71
Create SD Holdings	100		3
Dai Nippon Printing	4,000		59
Daicel Chemical Industries	6,000		39
Daihatsu Diesel Manufacturing	3,000		17
Daihatsu Motor	4,000		41
Daiichi Sankyo	1,800		39
Daiichikosho	300		4
Dainippon Screen Manufacturing	11,000		38
Dainippon Sumitomo Pharma	1,800		20
Daio Paper	1,000		10
Daishi Bank	2,000		8
Daiwa Securities Group	27,000		167
Dena	2		6
Denso	4,700		137
Dentsu	700		16
East Japan Railway	1,100		72
Eisai	900		33
Electric Power Development	700		21
FamilyMart	500		16
Fanuc	1,400		115


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Fast Retailing	500	$	60
Fuji Heavy Industries	4,000		17
FUJIFILM Holdings	1,600		48
Fujitsu	16,000		108
Fukuoka Financial Group	8,000		36
Higashi-Nippon Bank	2,000		5
HI-LEX	200		2
Hitachi	15,000		53
Honda Motor	11,935		378
Hosiden	300		4
House Foods	300		5
Hyakugo Bank	2,000		11
Hyakujushi Bank	2,000		10
Ibiden	1,100		39
Idemitsu Kosan	600		50
IHI	5,000		10
Ines	2,300		20
Inpex Holdings	4		33
Itochu Enex	100		1
Itochu Techno-Solutions	100		3
J Front Retailing	3,000		17
Japan Steel Works	7,000		87
Japan Tobacco	20		58
JFE Holdings	2,900		102
JFE Shoji Holdings	2,000		8
JSR	500		9
Jupiter Telecommunications	30		26
Kamigumi	9,000		76
Kansai Electric Power	1,200		28
Kao	1,800		46
KDDI	19		108
Kinden	1,000		9
Kirin Holdings	8,000		118
Kohnan Shoji	200		2
Komatsu	1,400		25
Kose	300		7
Kubota	8,000		66
Kuraray	500		5
Kyocera	100		8
Kyorin	1,000		17
Kyowa Hakko Kirin	2,000		24
Kyushu Electric Power	1,500		33
Maeda	1,000		3
Makino Milling Machine	1,000		4
Marubeni	15,000		75
Marudai Food	2,000		6
Marui Group	1,500		10
Mazda Motor	15,000		42
MEIJI Holdings*	100		4
Mitsubishi	12,400		252
Mitsubishi Chemical Holdings	6,000		27
Mitsubishi Electric	7,000		52
Mitsubishi Estate	3,000		50
Mitsubishi Gas Chemical	4,000		24
Mitsubishi UFJ Financial Group	27,400		175
Mitsui	2,300		30
Mitsui Sumitomo Insurance Group Holdings	1,300		37
Mitsui Trust Holdings	5,000		21
Mitsumi Electric	400		9
Morinaga Milk Industry	2,000		9
Murata Manufacturing	2,100		100
Nafco	200		4
Nagase	2,000		24
Namco Bandai Holdings	1,200		13
Namura Shipbuilding	1,700		11
NEC	24,000		87
NEC Fielding	100		2
NET One Systems	2		3
Nidec	800		58
Nintendo	400		108
Nippon Electric Glass	9,000		94
Nippon Express	7,000		31
Nippon Meat Packers	2,000		24
Nippon Mining Holdings	30,500		153
Nippon Oil	12,000		69
Nippon Paper Group	600		18
Nippon Seiki	1,000		12
Nippon Steel	9,000		35
Nippon Telegraph & Telephone	2,400		108
Nipponkoa Insurance	4,000		25
Nipro	1,000		21
Nishi-Nippon City Bank	4,000		11
Nissan Motor	25,700		180
Nitori	921		71
Nitto Denko	900		27
Nomura Holdings	6,900		61
NTT Data	8		27
NTT DoCoMo	83		128
Omron	1,100		19
Onward Holdings	2,000		15
ORIX	390		30
Osaka Gas	15,000		52
Panasonic	8,200		132
Rakuten	150		91
Resona Holdings	1,800		25
Ricoh	1,000		14
Rohm	1,000		68
Roland	200		2
San-In Godo Bank	2,000		19
Sanki Engineering	2,000		17
Santen Pharmaceutical	600		20
Secom	1,900		86
Seiko Epson	900		13
Seino Holdings	2,000		18
Sekisui House	1,000		10
Seven & I Holdings	2,800		68
Shimano	300		13
Shin-Etsu Chemical	300		18
Shinko Electric Industries	2,200		41
Sintokogio	300		3
Sony	3,200		87
SRI Sports	2		2
Stanley Electric	1,300		26
Sumco	1,000		20
Sumikin Bussan	2,000		5
Sumitomo	10,600		109
Sumitomo Chemical	7,000		34
Sumitomo Electric Industries	11,300		146
Sumitomo Metal Mining	5,000		77
Sumitomo Mitsui Financial Group	3,000		130
Sumitomo Seika Chemicals	2,000		9
Sumitomo Trust & Banking	1,000		6
Suzuken	500		17


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Suzuki Motor	2,600	$	62
T&D Holdings	700		21
Tachi-S, Cl S	1,000		9
Taiheiyo Cement	10,000		17
Taisho Pharmaceutical	1,000		20
Takashimaya	3,000		25
Takeda Pharmaceutical	2,700		109
Tanabe Seiyaku	2,000		26
TDK	700		41
Teijin	5,000		17
Tochigi Bank	2,000		11
Tokyo Broadcasting System HD	100		2
Tokyo Gas	1,000		4
Tokyo Steel Manufacturing	2,700		36
Toppan Printing	6,000		59
Toshiba TEC	2,000		9
Toyo Kohan	2,000		9
Toyo Suisan Kaisha	1,000		26
Toyo Tire & Rubber	7,000		17
Toyota Industries	100		3
Toyota Motor	6,233		268
TV Asahi	4		6
Unipres	100		1
West Japan Railway	8		28
Yahoo! Japan	83		28
Yamaha Motor	1,300		15
Yamato Holdings	2,000		33
Yamato Kogyo	200		6

			8,288


Malaysia — 0.5%
Bumiputra-Commerce Holdings	44,000		124
Genting	20,000		38
Hong Leong Bank	11,000		19
PPB Group	16,000		70
Proton Holdings	12,000		10
Telekom Malaysia	13,000		11
Tenaga Nasional	38,000		86

			358


Mauritius — 0.1%
Golden Agri-Resources	102,398		34


Mexico — 1.1%
America Movil, Ser L	133,800		302
Coca-Cola Femsa, Ser L	14,500		65
Embotelladoras Arca	16,300		39
Grupo Continental	16,000		31
Grupo Mexico, Ser B*	61,601		90
Grupo Simec, Ser B, Cl B*	5,500		15
Grupo Televisa	300		1
Industrias, Ser B*	8,800		32
Kimberly-Clark de Mexico, Cl A	19,400		84
Wal-Mart de Mexico	21,200		75

			734


Netherlands — 1.5%
Aegon	5,810		44
Akzo Nobel	1,557		88
ArcelorMittal	3,779		135
ASML Holding	5,214		143
European Aeronautic Defense and Space	3,687		76
Heineken Holding	849		30
Imtech	1,055		26
ING Groep	4,902		74
Koninklijke Ahold	7,791		91
Koninklijke DSM	1,209		44
Koninklijke Philips Electronics	3,771		85
Koninklijke Vopak*	695		45
Randstad Holding	1,128		47
Royal KPN	700		11
Unilever	2,021		57

			996


New Zealand — 0.0%
Air New Zealand	4,300		4


Norway — 0.3%
DnB	8,800		90
Marine Harvest*	38,000		27
Norsk Hydro	4,200		25
Telenor	2,900		28
Yara International	550		15

			185


Papua New Guinea — 0.1%
Lihir Gold*	40,029		94


Poland — 0.4%
Asseco Poland	2,000		44
Polish Oil & Gas	48,000		65
Polski Koncern Naftowy Orlen	6,000		62
Przedsiebiorstwo Eksportu i Importu Kopex*	6,000		47
Telekomunikacja Polska	5,000		28

			246


Portugal — 0.4%
Banco Comercial Portugues, Cl R	7,246		9
Banco Espirito Santo	1,213		8
Galp Energia SGPS, Cl B	9,900		143
Jeronimo Martins	4,830		38
Portugal Telecom	4,025		42

			240

Russia — 0.7%
MMC Norilsk Nickel ADR	3,000		33
Mobile Telesystems ADR	2,800		121
Novolipetsk Steel GDR*	1,700		41
Polyus Gold ADR	1,900		34
Rosneft Oil GDR	3,900		25
Sberbank GDR	200		34
Surgutneftegaz ADR	4,600		40
Tatneft ADR	4,666		109
Vimpel-Communications ADR	1,715		27

			464


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Singapore — 1.1%
CapitaCommercial Trust‡	32,000	$	20
CapitaMall Trust‡	19,000		22
DBS Group Holdings	13,000		114
Del Monte Pacific	5,000		2
Fraser and Neave	2,000		5
Hi-P International, Cl P	4,000		2
Jardine Cycle & Carriage	1,000		16
Keppel	6,000		32
Oversea-Chinese Banking	16,000		86
SembCorp Industries	2,000		4
SIA Engineering	5,000		9
Singapore Telecommunications	30,000		65
United Industrial	4,000		5
United Overseas Bank	4,000		46
UOL Group	3,000		7
Wilmar International	63,000		286

			721


South Africa — 1.8%
AngloGold Ashanti	2,630		101
Bidvest Group	6,060		88
DataTec	16,000		49
Distell Group	2,000		16
FirstRand	38,500		78
Gold Fields	8,000		97
Group	5,478		90
Harmony Gold Mining*	6,000		56
Iliad Africa	9,808		10
Impala Platinum Holdings	3,680		86
Investec	5,000		37
Medi-Clinic	22,000		64
Naspers, Cl N	1,000		33
Nedbank Group	6,000		89
Sanlam	36,000		95
Standard Bank Group	12,000		155

			1,144


South Korea — 2.8%
Doosan	330		22
GS Home Shopping	160		9
Hanwha Chemical	1,430		15
Hyundai Heavy Industries	310		47
Hyundai Mobis	500		53
Hyundai Motor	2,020		171
Hyundai Securities	4,170		56
KISWIRE	240		8
Korea Electric Power	4,300		108
Korea Zinc	300		33
KT	2,700		84
LG	1,680		102
LG Chemical	898		136
LG Dacom	1,090		16
LG Electronics	1,370		157
LG Telecom	4,020		25
LG.Philips LCD	3,890		115
Lotte Shopping	300		68
Namyang Dairy Products	30		12
Pacific	220		25
POSCO	110		41
Samsung Electronics	730		451
SK Holdings	270		23
Woori Investment & Securities	2,770		39

			1,816


Spain — 3.0%
ACS Actividades Construcciones y
Servicios	879		45
Banco Bilbao Vizcaya Argentaria	9,569		170
Banco Popular Espanol	3,058		33
Banco Santander Central Hispano	36,714		566
Enagas	1,610		32
Gas Natural	1,837		39
Grifols	1,394		25
Iberdrola	5,101		47
Mapfre	10,000		41
Repsol	7,858		195
Sacyr Vallehermoso	900		15
Telefonica	29,329		740

			1,948


Sweden — 1.4%
Boliden	4,527		46
Electrolux, Cl B	2,869		60
Hennes & Mauritz, Cl B	609		34
Lundin Petroleum*	1,232		11
Nordea Bank	10,272		108
Svenska Cellulosa, Cl B	14,905		195
Svenska Handelsbanken, Cl A	1,632		43
Swedbank	2,503		26
Swedish Match	2,407		46
Tele2, Cl B	876		12
Telefonaktiebolaget LM Ericsson, Cl B	21,808		209
TeliaSonera	15,930		104

			894


Switzerland — 5.2%
ACE	725		38
Actelion*	777		45
Baloise Holding	969		88
Banque Cantonale Vaudoise	40		15
Credit Suisse Group	7,368		376
Dufry Group	255		11
Gurit Holding	16		9
Helvetia Holding	100		32
Holcim*	1,164		79
Kuehne + Nagel International	436		35
Lindt & Spruengli	6		13
Nestle	14,235		592
Novartis	15,116		702
Roche Holding	2,340		373
Sulzer	496		38
Swatch Group	920		39
Swiss Life Holding	195		22
Swiss Reinsurance	1,443		67
Swisscom	386		134
Syngenta	332		78
Synthes	331		39
UBS	3,286		61
Vontobel Holding	614		21
Xstrata	19,915		264


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Zurich Financial Services	1,220	$	269

			3,440

Taiwan — 2.8%
Acer	43,430		99
Advanced Semiconductor Engineering	81,000		58
Asustek Computer	6,012		10
AU Optronics	50,000		50
China Bills Finance*	51,000		14
Chunghwa Telecom	124,358		213
Compal Electronics	84,822		85
CTCI	19,204		18
Far Eastern Textile	71,400		71
Far EasTone Telecommunications	16,000		18
Gigabyte Technology	19,000		15
HON HAI Precision Industry	62,600		211
Inventec	5,200		3
Kinpo Electronics	45,000		12
Lite-On Technology	57,000		64
Macronix International	102,928		49
Mega Financial Holding	160,000		80
POU Chen	70,000		43
Quanta Computer	44,853		93
Taishin Financial Holding	118,000		39
Taiwan Cooperative Bank	105,000		58
Taiwan Semiconductor Manufacturing	172,769		311
United Microelectronics	228,000		93
Universal Scientific Industrial	27,000		10
Wistron	41,735		81

			1,798


Thailand — 0.2%
Bangkok Bank NVDR	31,000		100
Krung Thai Bank NVDR	82,000		21
Shin	10,000		7
Thanachart Capital	37,000		16

			144


Turkey — 0.6%
Akbank	4,000		23
Eczacibasi Ilac Sanayi	48,000		48
Haci Omer Sabanci Holding	7,920		31
Petrol Ofisi*	5,250		25
Turk Hava Yollari	31,660		61
Turk Sise ve Cam Fabrikalari	30,609		32
Turkiye Garanti Bankasi	26,000		96
Turkiye Vakiflar Bankasi Tao, Cl D	26,000		58

			374


United Kingdom — 12.4%
3i Group	6,919		34
Aegis Group	6,081		10
Amec	9,495		116
Amlin	3,793		23
Anglo American	2,456		80
Antofagasta	1,955		24
Arriva	2,000		15
AstraZeneca	10,542		490
Autonomy*	5,396		114
Aviva	18,967		124
Babcock International Group	4,598		37
BAE Systems	10,038		51
Balfour Beatty	11,530		63
Barclays	60,301		370
Berkeley Group Holdings*	700		11
BG Group	19,062		313
BHP Billiton	12,855		335
BP	88,897		763
British American Tobacco	10,067		306
BT Group, Cl A	22,100		50
Cape*	2,000		6
Carillion	4,000		19
Carnival	1,740		53
Catlin Group	5,051		27
Centrica	38,151		156
Close Brothers Group	1,545		19
Cobham	9,399		31
Compass Group	1,900		10
Computacenter	3,000		13
Debenhams	13,465		17
Diageo	5,466		85
Dimension Data Holdings	17,510		17
easyJet*	4,000		21
Firstgroup	5,462		34
Fresnillo	2,783		28
GlaxoSmithKline	23,147		453
Group 4 Securicor	8,457		31
Home Retail Group	9,604		48
HSBC Holdings	39,241		425
ICAP	4,533		31
Imperial Tobacco Group	4,587		129
Inchcape	112,757		51
Invensys	7,763		34
Investec	4,379		31
Kazakhmys	2,333		37
Kingfisher	30,241		104
Legal & General Group	70,309		88
Lloyds Banking Group	42,753		77
LogicaCMG	4,192		8
Marks & Spencer Group	17,384		96
Meggitt	11,577		40
Millennium & Copthorne Hotels	1,389		8
Mondi	2,167		10
National Express Group	4,613		30
National Grid	10,631		102
Next	1,172		31
Old Mutual	95,438		145
Pearson	5,600		68
Persimmon	4,011		32
Prudential	6,367		55
Reckitt Benckiser Group	3,415		158
Rio Tinto	4,734		184
Rolls-Royce Group	603		4
Royal & Sun Alliance Insurance Group	16,596		35
Royal Bank of Scotland Group	43,866		41
SABMiller	1,320		30
Sage Group	22,351		80
Scottish & Southern Energy	1,002		18
Serco Group	1,702		13
Shire	1,894		31


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
Standard Chartered	16,135	$	365
Standard Life	2,676		9
Taylor Woodrow	35,950		30
Tesco	22,300		136
Travis Perkins	3,584		47
Tullow Oil	3,100		54
Unilever	2,679		73
Vodafone Group	271,886		589
WM Morrison Supermarkets	8,293		37
WPP	15,648		131

			8,094


United States — 0.1%
Noble	1,358		47
Thomson Reuters (CAD)	700		22

			69


Total Common Stock (Cost $50,731) ($ Thousands)			54,148

PREFERRED STOCK — 2.2%

Brazil — 2.1%
Banco Bradesco	12,500		204
Banco Daycoval	1,800		8
Brasil Telecom	6,600		48
Centrais Eletricas Brasileiras, Cl B	6,000		79
Cia de Bebidas das Americas	2,000		150
Cia de Transmissao de Energia Eletrica Paulista	1,000		26
Cia Energetica do Ceara	900		12
Cia Paranaense de Energia	5,000		78
Cia Vale do Rio Doce, Cl A	18,600		324
Gerdau	9,000		107
Investimentos Itau	3,800		20
Itau Unibanco Holding	8,316		140
Parana Banco	1,300		6
Sao Paulo Alpargatas	100		4
Telecomunicacoes de Sao Paulo	2,300		53
Telegraph Norte Celular Participacoes	300		6
Telemar Norte Leste	2,300		63
Universo Online	1,200		5
Usinas Siderurgicas de Minas Gerais, Cl A	200		5

			1,338


France — 0.1%
Bureau Veritas	954		48


Germany — 0.0%
RWE	70		6
Volkswagen	249		23

			29

Total Preferred Stock (Cost $1,577) ($ Thousands)			1,415


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
	Number Of Rights

RIGHTS — 0.0%

Australia — 0.0%
Amcor, Expires 09/24/09*		1,511	$	2


Belgium — 0.0%
Fortis, Expires 07/01/14*		6,068		—


Total Rights (Cost $0) ($ Thousands)				2


WARRANT — 0.0%

	Number Of Warrants

Singapore — 0.0%
Golden Agri-Resources, Expires 05/29/12 *		5,951		1


Total Warrant (Cost $0) ($ Thousands)				1

U.S. TREASURY OBLIGATION — 0.3%
U.S. Treasury Bill
0.188%, 12/03/09 (B)(C)	$	175		175


Total U.S. Treasury Obligation (Cost $175) ($ Thousands)				175


CASH EQUIVALENT — 13.5%

United States — 13.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%**†		8,779,032		8,779


Total Cash Equivalent (Cost $8,779) ($ Thousands)				8,779


Total Investments — 99.0% (Cost $61,262)($ Thousands) ††			$	64,520

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long	Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index	81	Sep-2009	$	50
FTSE 100 Index	3	Sep-2009		29
Hang Seng Index	1	Sep-2009		(3	)
S&P TSE 60 Index	5	Sep-2009		(1	)
SPI 200 Index	1	Sep-2009		12
Topix Index	3	Sep-2009		13

			$	100


9		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Screened World Equity Ex-US Fund

August 31, 2009

Percentages are based on a Net Assets of $65,190 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(B)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(C)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

‡	Real Estate Investment Trust

†	Investment in Affiliated Security.

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $61,262 ($ Thousands), and the unrealized appreciation and depreciation were $6,431 ($ Thousands) and $(3,173) ($ Thousands) respectively.

ADR — American Depositary Receipt

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

GDR — Global Depositary Receipt

NVDR — Non-Voting Depositary Receipt

Ser — Series

Amounts designated as “—” are $0 or have been rounded to $0.

See end of Form N-Q Filing for FAS 157 disclosure.


10		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)

LOAN PARTICIPATIONS — 27.6%
ACI TLB
7.650%, 05/13/14	$	400	$	408
Aeroflex
3.741%, 08/15/14		460		418
0.000%, 08/15/14 (G)		140		127
Affinion, Term B Loan
2.761%, 10/17/12		440		420
Allison Transmission, Ser B
3.030%, 08/07/14		698		597
Aramark
3.750%, 01/26/14		27		26
2.473%, 01/26/14		433		405
Asurion, Ser B
3.278%, 07/03/14		525		502
BBN Acquisitions
7.250%, 09/14/15		460		463
Biomet
3.575%, 03/25/15		439		423
Boise Paper Holdings, 2nd Lien
9.250%, 02/23/15		1,000		843
Boozal
7.500%, 07/02/15		112		112
Brickman Group Holdings, Tranche B
2.339%, 01/23/14		968		905
Burlington Coat Factory Warehouse, Ser C
2.540%, 05/28/13		594		516
Calpine, 1st Lien
3.475%, 03/29/14		1,277		1,172
CBRL Group, Ser B1
0.000%, 04/27/13 (G)		306		294
CBRL Group, Ser B2
0.000%, 04/26/13 (G)		19		18
Cebridge, Ser B, 2nd Lien
6.280%, 05/05/14		650		597
Cedar Fair
2.285%, 08/30/12		450		433
0.000%, 08/30/12 (G)		225		217
0.000%, 08/30/12 (G)		17		16
0.000%, 08/30/12 (G)		33		32
0.000%, 08/30/14 (G)		117		115
Celanese Holding, Ser B
2.345%, 04/02/14		460		438
Charter
0.000%, 03/05/14 (G)		160		148
Charter, Ser B
0.000%, 03/06/14 (G)		440		408
Cinemark USA
2.086%, 10/05/13		460		442
Community Health Systems
2.614%, 07/25/14		856		798
Community Health Systems (Delayed Draw)
2.511%, 07/25/14		44		41
CTV TLB, Ser B
3.098%, 12/27/14		440		429
Da Vita, Ser B-1
0.000%, 10/05/12 (G)		450		432
Dana
0.000%, 01/31/15 (G)		286		219
Dana, Ser B
0.000%, 01/31/15 (G)		38		29
Dealer Computer Services, 1st Lien
2.285%, 10/26/12		450		392
0.000%, 10/26/12 (G)		225		196
Delta Air Lines, 2nd Lien
2.276%, 04/30/14		3		2
Dex Media West
0.000%, 10/24/14 (G)		524		449
DIRECTV, Ser C
5.250%, 04/13/13		439		439
Discovery Communications, Ser A
0.000%, 05/14/14 (G)		525		532
DJO Finance, Ser B
3.400%, 05/20/14		183		175
Dollar General, Ser B-2
3.035%, 07/07/14		1,000		963
Dynegy Holdings
0.000%, 04/02/13 (G)		633		610
Dynegy Holdings, Ser B
0.000%, 04/02/13 (G)		52		50
Enterprise, Ser B
0.000%, 11/10/14 (G)		350		342
Federal Mogul, Ser C
0.000%, 12/27/15 (G)		236		177
FEMO, Term B Loan
0.000%, 12/27/14 (G)		464		347
Flextronics International, Ser A-3
2.535%, 10/01/14		309		277
Flextronics, Ser A-2
2.535%, 10/01/14		265		238
Freescale Semiconductor
12.500%, 12/15/14		475		446
Georgia Pacific, Ser B1
2.609%, 12/20/12		379		366
GPK
3.265%, 05/16/14		440		429
Hanesbrands, Ser B
5.240%, 09/05/13		440		441
Harrah’s Operating
3.504%, 01/28/15		475		383
Harrah’s Operating, Tranche B-2
3.504%, 01/28/15		250		202
HCA, Ser B
2.847%, 11/18/13		924		870
HCA, Ser B
2.847%, 11/18/13		88		83
Hertz
2.359%, 12/21/12		70		66
Hertz, Ser B
2.029%, 12/21/12		380		362
Hexion, Ser C-1
0.000%, 05/05/13 (G)		739		562
Hexion, Ser C-2
0.000%, 05/05/13 (G)		161		122
HMH Publishing, Ser B
5.263%, 06/10/14		599		464
Hub International
2.761%, 06/13/14		410		375
Hub International (Delayed Draw)
2.761%, 06/13/14		92		84


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Iasis Healthcare (Delayed Draw)
2.261%, 03/15/14	$	111	$	104
Iasis Healthcare (Synthetic)
2.310%, 03/15/14		30		28
Iasis Healthcare, Ser B
2.261%, 03/15/14		319		301
Inegrp, Ser B
0.000%, 12/16/13 (G)		600		461
Ineos Group
0.000%, 12/16/14 (G)		225		174
Ineos Group, Ser C
0.000%, 12/16/14 (G)		150		116
Ineos Group, Ser C2
0.000%, 12/16/14 (G)		225		174
Infor Enterprise Solution
0.000%, 03/02/14 (G)		141		78
Infor Enterprise Solution, 2nd Lien
0.000%, 03/02/14 (G)		315		175
Infor Global
0.000%, 07/28/12 (G)		230		193
Infor Global (Delayed Draw)
0.000%, 07/28/12 (G)		343		287
Infor Global, 1st Lien
0.000%, 07/28/12 (G)		131		110
Infor Global, Ser B
0.000%, 07/30/12 (G)		100		84
Integra Telecom, 1st Lien
10.500%, 08/31/13		123		120
0.000%, 08/31/13 (G)		450		442
Intelsat
3.276%, 02/01/14		1,050		903
Inverness Medical, 2nd Lien
0.000%, 06/26/15 (G)		440		420
Jetro Holdings
0.000%, 07/02/14 (G)		425		407
Knology
2.668%, 06/30/12		968		920
Lake at Las Vegas Joint Venture (D)
16.100%, 06/20/12		1,085		30
15.460%, 06/20/12		1,276		35
7.810%, 06/20/12		588		294
Lake at Las Vegas Joint Venture (Synthetic) (D)
16.100%, 06/20/12		120		3
Lamar Media, Ser B
0.000%, 09/30/12 (G)		350		347
Language Line, Ser B-1
3.850%, 05/14/11		450		443
Life Tech
5.250%, 11/21/15		1,087		1,098
MEG Energy (Delayed Draw)
2.600%, 03/30/13		74		69
MEG Energy, Ser C
2.600%, 03/30/13		365		339
Metro PCS Wireless, Tranche B
7.304%, 02/20/14		499		469
Metroflag, 2nd Lien (D)
11.250%, 01/06/09		1,500		75
Mylan Laboratories, Ser B
3.815%, 10/02/14		1,140		1,105
Nalco, Term B Loan
6.500%, 05/06/16		440		448
Navistar Financial
0.000%, 01/19/12 (G)		127		118
Navistar Financial, Ser B
0.000%, 01/19/12 (G)		348		323
Newpage, Ser B
0.000%, 12/21/14 (G)		525		485
Nielsen Finance, Tranche A
2.276%, 12/31/17		626		587
Niska
2.024%, 05/12/13		431		408
0.000%, 05/12/13 (G)		77		73
Niska (Delayed Draw)
2.023%, 05/12/13		29		28
Niska, Ser B
0.000%, 05/12/13 (G)		13		12
NRG
0.398%, 02/01/13		153		144
NRG Holdings, Ser B
2.009%, 02/01/13		286		270
Oshkosh, Ser B
6.623%, 12/06/13		432		430
Pinnacle Foods Group
3.031%, 04/02/14		980		904
Reable Therapeutics, Ser B
3.400%, 05/20/14		256		246
Regal Cinemas
4.348%, 10/27/13		354		351
Remax, Ser B2
0.000%, 12/17/12 (G)		150		145
Serena Software
2.629%, 03/10/13		522		482
Sirva Worldwide
9.464%, 05/12/12		108		43
Sirva Worldwide (Unfunded)
0.500%, 05/12/12		174		104
Sorenson Communications
15.000%, 06/30/14		450		326
Sorenson Communications, 2nd Lien
0.000%, 02/16/14 (G)		225		201
SunGard, Ser B
0.000%, 02/28/14 (G)		460		444
Texas Competitive Electric, Ser B-2
3.776%, 10/10/14		1,975		1,498
Thomson Learning, Term B Loan
2.760%, 07/05/14		598		515
Travelport
3.098%, 08/23/13		45		40
Travelport
2.761%, 08/23/13		146		131
Travelport, Ser B
2.883%, 08/23/13		248		222
Travelport, Ser C
10.500%, 08/23/13		160		161
United Surgical Partners (Delayed Draw)
2.270%, 04/19/14		84		77
United Surgical Partners, Ser B
2.384%, 04/19/14		366		338
Varietal
2.761%, 06/29/14		340		315


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Verint Systems
3.539%, 05/27/14	$	1,864	$	1,662
VWR International TLB
2.761%, 06/29/14		135		125
Wide Open West Finance, 1st Lien
4.614%, 06/30/14		550		490
WM Bolthouse Farms, 1st Lien
2.563%, 12/16/12		375		364
Wm. Wrigley Jr., Ser B
6.500%, 10/06/14		1,333		1,349


Total Loan Participations (Cost $50,264) ($ Thousands)				46,550


CORPORATE OBLIGATIONS — 9.6%

Consumer Discretionary — 0.2%
Macy’s Retail Holdings
5.350%, 03/15/12		225		214
Sirius XM Radio
9.750%, 09/01/15 (B)		90		90

				304


Consumer Staples — 0.2%
Seminole Indian Tribe of Florida
6.535%, 10/01/20 (B)		450		384


Energy — 0.1%
Canadian Natural Resources
5.700%, 05/15/17		150		157


Financials — 6.6%
Ameriprise Financial
5.350%, 11/15/10		300		300
Banco Santander Chile
0.983%, 12/09/09 (A) (B)		450		449
Bank of America
0.809%, 09/22/09 (A)		500		503
0.791%, 10/30/09 (A)		200		202
Capital One Financial MTN
5.700%, 09/15/11		300		310
Capmark Financial Group
3.114%, 11/10/09 (A)		500		129
Citibank
0.680%, 10/12/09 (A)		785		787
Citigroup
0.902%, 12/09/09 (A)		300		230
Citigroup Funding
0.821%, 10/30/09 (A)		125		126
0.284%, 12/03/09 (A)		135		135
Everest Reinsurance Holdings
8.750%, 03/15/10		295		304
General Electric Capital
0.609%, 09/21/09 (A)		1,600		1,602
0.592%, 10/28/09 (A)		275		269
Genworth Global Funding Trusts MTN
5.200%, 10/08/10		400		395
GMAC
0.629%, 09/19/09 (A)		350		351
Hartford Financial Services Group
7.900%, 06/15/10		250		257
JPMorgan Chase
0.859%, 09/15/09 (A)		500		504
JPMorgan Chase Capital XXI, Ser U
1.433%, 11/02/09 (A)		550		347
Liberty Property LP
7.250%, 03/15/11 ‡		300		312
MBIA Insurance
14.000%, 01/15/10 (A) (B)		200		81
Monumental Global Funding
0.709%, 10/15/09 (A) (B)		450		374
Morgan Stanley
0.829%, 09/14/09 (A)		200		201
0.744%, 11/10/09 (A)		350		353
Morgan Stanley, Ser G
0.838%, 10/09/09 (A)		400		370
Prudential Financial MTN
5.100%, 12/14/11		300		307
Reinsurance Group of America
5.625%, 03/15/17		300		254
State Street
0.591%, 10/30/09 (A)		285		276
State Street Bank and Trust
0.829%, 09/15/09 (A)		295		296
Unitrin
6.000%, 05/15/17		260		209
4.875%, 11/01/10		300		293
VTB 24 Capital PLC, Ser E MTN
1.449%, 12/07/09 (A)		200		198
Wachovia
0.749%, 09/15/09 (A)		425		417

				11,141


Health Care — 0.1%
UnitedHealth Group
1.768%, 11/09/09 (A)		250		249


Industrials — 0.7%
Berry Plastics
5.259%, 10/15/09 (A)		460		415
Continental Airlines, Ser 061G
1.006%, 12/02/09 (A)		300		221
Language Line
11.125%, 06/15/12		500		508

				1,144


Materials — 0.4%
Verso Paper Holdings LLC
11.500%, 07/01/14 (B)		675		661


Telecommunication Services — 0.8%
Corning
6.050%, 06/15/15		300		302
PAETEC Holding
8.875%, 06/30/17 (B)		425		405
Telecom Italia Capital
1.120%, 10/19/09 (A)		300		295


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Vodafone Group PLC
0.660%, 11/27/09 (A)	$	300	$	296

				1,298


Utilities — 0.5%
KeySpan
7.625%, 11/15/10		300		317
Ohio Power
0.758%, 04/05/10 (A)		270		269
Southern, Ser A
5.300%, 01/15/12		175		187

				773

Total Corporate Obligations (Cost $17,123) ($ Thousands)				16,111


ASSET-BACKED SECURITIES — 5.9%

Automotive — 2.3%
AmeriCredit Automobile Receivables Trust, Ser 2006-1, Cl B
5.200%, 03/06/11		48		48
AmeriCredit Automobile Receivables Trust, Ser 2007- CM, Cl A4A
5.550%, 04/07/14		500		500
Americredit Prime Automobile Receivable, Ser 2007-2M, Cl A3
5.220%, 06/08/12		388		395
Capital Auto Receivables Asset Trust, Ser 2007-1, Cl B
5.150%, 09/17/12		230		217
Capital Auto Receivables Asset Trust, Ser 2007-3, Cl A3A
5.020%, 09/15/11		123		125
Capital One Auto Finance Trust, Ser 2005-C, Cl A4A
4.710%, 06/15/12		63		64
Capital One Auto Finance Trust, Ser 2007-C, Cl A3A
5.130%, 04/16/12		325		327
Carmax Auto Owner Trust, Ser 2007-1, Cl C
5.530%, 07/15/13		50		37
Carmax Auto Owner Trust, Ser 2008-1, Cl A4B
1.573%, 09/15/09 (A)		485		475
Daimler Chrysler Auto Trust, Cl A3A
5.000%, 02/08/12		275		282
Ford Credit Auto Owner Trust, Ser 2007-B, Cl A3A
5.150%, 11/15/11		229		234
GE Dealer Floorplan Master Note Trust, Ser 2006-2, Cl C
0.703%, 09/21/09 (A)		120		64
Harley-Davidson Motorcycle Trust, Ser 2007-1, Cl C
5.540%, 04/15/15		105		80
Hyundai Auto Receivables Trust, Ser 2007-A, Cl A3B
0.673%, 09/15/09 (A)		84		84
Merrill Auto Trust Securitization, Ser 2007-1, Cl C
5.960%, 12/15/13		207		206
Nissan Auto Receivables Owner Trust, Ser 2007-B, Cl A3
5.030%, 05/16/11		102		104
Superior Wholesale Inventory Financing Trust, Ser 2007-AE1, Cl B
0.573%, 09/15/09 (A)		25		23
Superior Wholesale Inventory Financing Trust, Ser 2007-AE1, Cl C
0.873%, 09/15/09 (A)		45		42
Swift Master Auto Receivables Trust, Ser 2007-2, Cl A
0.923%, 09/15/09 (A)		430		410
USAA Auto Owner Trust, Ser 2007-2, Cl A3
4.900%, 02/15/12		137		140

				3,857


Credit Cards — 2.3%
American Express Credit Account Master Trust, Ser 2007-2, Cl B
0.453%, 09/15/09 (A)		145		122
Bank of America Credit Card Trust, Ser 2007-B5, Cl B5
0.873%, 09/15/09 (A)		470		469
Capital One Multi-Asset Execution Trust, Ser 2007-C2, Cl C2
0.573%, 09/15/09 (A)		400		351
Chase Issuance Trust, Ser 2005- C2, Cl C2
0.713%, 09/15/09 (A)		400		358
Citibank Credit Card Issuance Trust, Ser 2007-B5, Cl B5
0.896%, 10/07/09 (A)		500		450
Discover Card Master Trust, Cl A1
0.823%, 09/15/09 (A)		210		210
GE Capital Credit Card Master Note Trust, Cl A
5.080%, 09/15/12		1,000		998
GE Capital Credit Card Master Note Trust, Ser 2007-3, Cl C
0.573%, 09/15/09 (A)		500		439
Washington Mutual Master Note Trust, Ser 2006-C3A, Cl C3A
0.653%, 09/15/09 (A) (B)		535		533

				3,930


Mortgage Related Securities — 0.6%
First Franklin Mortgage Loan Asset, Ser 2006-FF18, Cl A2B
0.376%, 09/25/09 (A)		275		113
First Franklin Mortgage Loan Asset, Ser 2007-FF1, Cl M2
0.526%, 09/25/09 (A)		285		1
Morgan Stanley Capital I, Ser 2007-HE2, Cl M2
0.526%, 09/25/09 (A)		150		1


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Home Equity Loan Trust, Ser 2005-3, Cl M1
0.716%, 09/25/09 (A)	$	350	$	230
Morgan Stanley Home Equity Loan Trust, Ser 2005-4, Cl M1
0.676%, 09/25/09 (A)		370		61
Option One Mortgage Loan Trust, Ser 2005-3, Cl M1
0.736%, 09/25/09 (A)		330		125
Option One Mortgage Loan Trust, Ser 2005-5, Cl M1
0.656%, 09/25/09 (A)		470		137
Option One Mortgage Loan Trust, Ser 2007-FXD2, Cl 2A1
5.900%, 03/25/37		152		141
Option One Mortgage Loan Trust, Ser 2007-HL1, Cl 2A1
0.405%, 09/25/09 (A)		119		101
Residential Asset Securities, Ser 2005-KS12, Cl M1
0.706%, 09/25/09 (A)		375		108
Securitized Asset-Backed Receivables LLC, Ser 2007-NC2, Cl M2
0.526%, 09/25/09 (A)		145		1

				1,019


Other Asset-Backed Securities — 0.7%
ACAS Business Loan Trust , Ser 2006-1A, Cl A
0.610%, 11/27/09 (A) (B)		405		314
ACAS Business Loan Trust, Ser 2007-1A, Cl C
1.290%, 11/16/09 (A) (B)		425		43
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (B) (F)		400		325
Lambda Finance, Ser 2005-1A, Cl A3
0.670%, 11/16/09 (A) (B)		225		206
Sierra Receivables Funding, Ser 2007-2A, Cl A2
1.272%, 09/21/09 (A) (B)		214		180

				1,068

Total Asset-Backed Securities (Cost $12,827) ($ Thousands)				9,874


MORTGAGE-BACKED SECURITIES — 5.5%

Agency Mortgage-Backed Obligations — 0.6%
FNMA
4.750%, 04/19/10		1,000		1,026


Non-Agency Mortgage-Backed Obligations — 4.9%
American Tower Trust, Ser 2007-1A, Cl D
5.957%, 04/15/37 (B)		250		227
Banc of America Funding, Ser 2005-F, Cl 4A1
5.309%, 10/20/09 (A)		457		330
Banc of America Funding, Ser 2006-D, Cl 3A1
5.581%, 10/20/09 (A)		377		282
Banc of America Large Loan, Ser 2007-BMB1, Cl A1
0.783%, 09/15/09 (A) (B)		193		155
Banc of America Mortgage Securities, Ser 2005-A, Cl 2A1
4.444%, 10/25/09 (A)		227		177
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-9, Cl A1
4.625%, 10/25/09 (A)		429		365
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2006-1, Cl A1
4.625%, 10/25/09 (A)		400		336
Bear Stearns Commercial Mortgage Securities, Ser 2001- TOP2, Cl A2
6.480%, 02/15/35		500		521
Citigroup Commercial Mortgage Trust, Ser 2007-FL3A, Cl J
1.223%, 09/15/09 (A) (B)		155		10
Citigroup Mortgage Loan Trust, Ser 2006-AR1, Cl 1A1
4.900%, 10/25/09 (A)		426		337
Credit Suisse First Boston Mortgage Securities, Ser 2000- C1, Cl A2
7.545%, 04/15/62		239		244
Crown Castle Towers LLC, Ser 2006-1A, Cl E
6.065%, 11/15/36 (B)		380		372
Crusade Global Trust, Ser 2007-1, Cl A1
0.570%, 10/19/09 (A)		202		184
First Horizon Alternative Mortgage Trust, Ser 2005-AA3, Cl 3A1
5.166%, 10/25/09 (A)		234		145
First Horizon Mortgage Pass- Through Certificate, Ser 2005-AR4, Cl 2A1
5.338%, 10/25/09 (A)		208		159
GMAC Mortgage Loan Trust, Ser 2006-AR1, Cl 1A1
5.416%, 10/19/09 (A)		420		307
GS Mortgage Securities, Ser 2007-EOP, Cl K
1.326%, 10/06/09 (A) (B)		75		55
Harborview Mortgage Loan Trust, Ser 2005-14, Cl 3A1A
5.140%, 10/19/09 (A)		265		205
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1
5.239%, 10/25/09 (A)		376		253
Master Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1
5.024%, 10/25/09 (A)		422		327
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-2, Cl 1A1
5.800%, 10/25/09 (A)		428		275


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Lynch Mortgage Investors, Ser 2005-A1, Cl 2A1
4.227%, 10/25/09 (A)	$	365	$	341
Merrill Lynch Mortgage Investors, Ser 2005-A9, Cl 2A1E
5.152%, 10/25/09 (A)		350		282
MLCC Mortgage Investors, Ser 2006-1, Cl 2A1
5.163%, 10/25/09 (A)		204		146
Morgan Stanley Capital I, Ser 2007-XLFA, Cl C
0.433%, 09/15/09 (A) (B)		240		70
MortgageIT Trust, Ser 2005-4, Cl A1
0.546%, 09/25/09 (A)		398		214
Residential Funding Mortgage Securities, Ser 2005-SA5, Cl 2A
5.152%, 10/25/09 (A)		156		112
Residential Funding Mortgage Securities, Ser 2006-SA1, Cl 1A1
5.489%, 10/25/09 (A)		135		101
Residential Funding Mortgage Securities, Ser 2007-SA2, Cl 2A2
5.476%, 10/25/09 (A)		292		194
Washington Mutual Mortgage Pass-Through Certificate, Ser 2005-AR14, Cl 1A4
4.877%, 10/25/09 (A)		406		310
Washington Mutual Mortgage Pass-Through Certificate, Ser 2005-AR3, Cl A2
4.491%, 10/25/09 (A)		349		303
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 2A2
3.483%, 10/25/09 (A)		8		8
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-Z, Cl 2A1
4.566%, 10/25/09 (A)		373		358
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR16, Cl 6A3
5.001%, 10/25/09 (A)		147		135
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR16, Cl 3A2
4.908%, 10/25/09 (A)		97		85
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR2, Cl 2A3
5.100%, 10/25/09 (A)		151		120
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR8, Cl 2A1
5.242%, 10/25/09 (A)		260		200

				8,245

Total Mortgage-Backed Securities (Cost $11,572) ($ Thousands)				9,271


EURODOLLAR — 0.1%

Sovereign — 0.1%
Republic of Trinidad & Tobago
9.875%, 10/01/09		150		151


Total EuroDollar (Cost $151) ($ Thousands)				151


U.S. GOVERNMENT AGENCY OBLIGATIONS — 6.0%
FHLB
1.020%, 02/26/10		2,000		2,006
3.000%, 06/11/10		1,500		1,530
FHLB
1.375%, 05/16/11		1,500		1,512
FHLB
0.634%, 05/05/10 (C)		4,000		3,992
FNMA
3.000%, 07/12/10		1,000		1,022


Total U.S. Government Agency Obligations (Cost $10,028) ($ Thousands)				10,062


U.S. TREASURY OBLIGATION — 1.4%
U.S. Treasury Inflation Protection Securities
0.875%, 04/15/10		2,075		2,358


Total U.S. Treasury Obligation (Cost $2,365) ($ Thousands)				2,358


CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.100%*†		9,099,578		9,100


Total Cash Equivalent (Cost $9,100) ($ Thousands)				9,100


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced LIBOR Opportunities Fund

August 31, 2009


Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 38.6%
SEI LIBOR Plus Portfolio †		10,420,126	$	64,917

Total Affiliated Partnership (Cost $101,228) ($ Thousands)				64,917

REPURCHASE AGREEMENT (E) — 1.2%
BNP Paribus 0.220% dated 08/31/09, to be repurchased on 09/01/09, repurchase price $2,000,012 (collateralized by U.S. Government obligations, ranging in par value $1,514 - $616,609, 4.000 % - 8.000%, 05/01/10 - 08/01/39, with total market value $2,040,001)	$	2,000		2,000


Total Repurchase Agreement (Cost $2,000) ($ Thousands)				2,000


Total Investments — 101.3% (Cost $216,658)($ Thousands) ††			$	170,394

A summary of the outstanding forward foreign currency contracts held by the Fund at August 31, 2009, is as follows:


Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation)($ Thousands)
9/10/09	AUD	642	CHF	500	$	(68	)
9/10/09	AUD	4	USD	3		(1	)
9/10/09	CHF	500	AUD	646		71
9/10/09	CHF	1,000	GBP	604		37
9/10/09	CHF	1,000	USD	850		(97	)
9/10/09	GBP	616	CHF	1,000		(58	)
9/10/09	GBP	598	JPY	85,000		(57	)
9/10/09	GBP	277	SGD	600		(35	)
9/10/09	JPY	85,000	GBP	589		44
9/10/09	JPY	42,000	NZD	826		113
9/10/09	NZD	756	JPY	42,000		(65	)
9/10/09	NZD	70	USD	39		(9	)
9/10/09	SGD	600	GBP	272		28
9/10/09	USD	855	CHF	1,000		92
9/10/09	USD	37	GBP	26		5

						—

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note	(7	)	Dec-2009	$	(5	)
U.S. 2-Year Treasury Note	(36	)	Dec-2009		(18	)
U.S. 5-Year Treasury Note	(19	)	Dec-2009		(11	)
U.S. Long Treasury Bond	(3	)	Dec-2009		(2	)

				$	(36	)

Percentages are based on a Net Assets of $168,158 ($ Thousands)

*	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(B)

(C)	Zero coupon security. The rate reported is the effective yield at time of purchase.

(D)	Security in default on interest payments.

(E)	Tri-Party Repurchase Agreement.

(F)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $325($ Thousands) and represented 0.2% of net assets.

(G)	Unsettled Loan Participation. Interest rate not available.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund's investments was $216,658 ($ Thousands), and the unrealized appreciation and depreciation were $1,176 ($ Thousands) and $(47,440) ($ Thousands) respectively.

AUD — Australian Dollar

CHF — Swiss Franc

Cl — Class

FHLB — Federal Home Loan Bank

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

JPY — Japanese Yen

LLC — Limited Liability Company

LIBOR — London Interbank Offered Rate

L.P. — Limited Partnership

MTN — Medium Term Note

NZD — New Zealand Dollar

PCS — Personal Communications Service

PLC — Public Limited Company

Ser — Series

SGD — Singapore Dollar

USD — United States Dollar

Amounts designated as “—” are $O or have been rounded to $O.

See end of Form N-Q Filing for FAS 157 disclosure.


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 52.3%
Agency Mortgage-Backed Obligations — 35.8%
FHLMC TBA
5.500%104, 10/15/37	$	45,000	$	46,716
FHLMC
7.500%, 08/01/30 to 09/01/38		1,950		2,140
7.000%, 11/01/15 to 09/01/25		200		219
6.500%, 06/01/17 to 09/01/38		40,932		43,768
6.000%, 10/01/19 to 08/01/38		50,276		53,302
5.500%, 12/01/13 to 01/01/38		194,030		203,283
5.000%, 04/18/17 to 12/01/34		45,723		47,911
4.000%, 10/01/33		1,779		1,741
FHLMC ARM
6.716%, 11/15/09 (A)		3,838		4,082
6.702%, 11/15/09 (A)		2,023		2,152
6.689%, 11/15/09 (A)		4,848		5,187
6.606%, 11/15/09 (A)		1,335		1,404
6.558%, 11/15/09 (A)		2,472		2,607
6.508%, 11/15/09 (A)		1,848		1,951
6.487%, 11/15/09 (A)		868		926
6.435%, 11/15/09 (A)		15,069		16,066
6.371%, 11/15/09 (A)		1,588		1,678
6.266%, 11/15/09 (A)		3,901		4,133
6.255%, 11/15/09 (A)		1,428		1,516
6.239%, 11/15/09 (A)		1,527		1,611
6.173%, 11/15/09 (A)		2,047		2,174
6.170%, 11/15/09 (A)		1,230		1,299
6.156%, 11/15/09 (A)		915		961
6.146%, 11/15/09 (A)		6,585		6,998
6.081%, 11/15/09 (A)		2,153		2,281
6.054%, 11/15/09 (A)		1,348		1,424
6.017%, 11/15/09 (A)		1,419		1,495
6.012%, 11/15/09 (A)		695		732
6.006%, 11/15/09 (A)		876		926
5.999%, 11/15/09 (A)		2,069		2,168
5.992%, 11/15/09 (A)		2,587		2,737
5.977%, 11/15/09 (A)		13		14
5.971%, 11/15/09 (A)		492		516
5.957%, 11/15/09 (A)		2,038		2,149
5.956%, 11/15/09 (A)		6,437		6,797
5.910%, 11/15/09 (A)		499		527
5.896%, 11/15/09 (A)		10,352		10,939
5.862%, 11/15/09 (A)		659		693
5.820%, 11/15/09 (A)		3,310		3,491
5.815%, 11/15/09 (A)		1,463		1,543
5.810%, 11/15/09 (A)		1,699		1,792
5.770%, 11/15/09 (A)		930		977
5.765%, 11/15/09 (A)		1,391		1,462
5.730%, 11/15/09 (A)		1,419		1,495
5.565%, 11/15/09 (A)		1,203		1,258
5.558%, 10/25/09 (A)		4,873		5,114
5.542%, 11/15/09 (A)		2,908		3,039
5.432%, 11/15/09 (A)		1,933		2,027
5.105%, 11/15/09 (A)		5,005		5,232
FHLMC CMO, Cl IA
7.000%, 10/15/21		426		453
FHLMC CMO, Cl LK
0.643%, 09/15/09 (A)		968		944
FHLMC CMO, Cl SV
8.591%, 09/15/09 (A)		410		410
FHLMC CMO, Cl A
6.123%, 11/15/09 (A)		1,151		1,212
FHLMC CMO, Cl SJ
8.741%, 09/15/09 (A)		719		606
FHLMC CMO, Cl XF
0.623%, 09/15/09 (A)		1,194		1,133
FHLMC CMO, Cl 3A
7.000%, 02/25/43		871		954
FHLMC CMO, IO
7.427%, 09/15/09 (A)		2,499		234
6.317%, 09/15/09 (A)		1,436		126
6.177%, 09/15/09 (A)		1,820		187
5.927%, 09/15/09 (A)		5,868		536
1.335%, 09/15/11		4,969		67
0.000%, 10/15/33 to 08/15/34		988		751
FHLMC CMO, Cl 2A
6.974%, 10/25/09 (A)		945		1,031
FHLMC CMO, Cl PG
5.500%, 09/15/35		279		298
FHLMC CMO, Cl 4A
7.500%, 09/25/43		1,073		1,202
FHLMC CMO, Cl SA
14.350%, 09/15/09 (A)		1,109		1,245
FHLMC CMO, Cl A5
7.500%, 02/25/42		1,289		1,434
FHLMC CMO, Ser 1, Cl Z
9.300%, 04/15/19		29		32
FHLMC CMO, Ser 1611, Cl Z
6.500%, 11/15/23		11,530		12,371
FHLMC CMO, Ser 1983, Cl Z
6.500%, 12/15/23		1,372		1,460
FHLMC CMO, Ser 2043, Cl CJ
6.500%, 04/15/28		1,897		2,017
FHLMC CMO, Ser 2312, Cl Z
6.500%, 05/15/31		1,410		1,500
FHLMC CMO, Ser 2389, Cl CD
6.000%, 03/15/16		436		439
FHLMC CMO, Ser 2542, Cl ES
5.000%, 12/15/17		1,000		1,063
FHLMC CMO, Ser 2558, Cl BD
5.000%, 01/15/18		4,137		4,358
FHLMC CMO, Ser 2590, Cl NU
5.000%, 06/15/17		1,000		1,055
FHLMC CMO, Ser 2590, Cl BY
5.000%, 03/15/18		1,346		1,418
FHLMC CMO, Ser 2631, Cl MC
5.000%, 02/15/32		484		502
FHLMC CMO, Ser 2671, Cl S
14.258%, 09/15/09 (A)		581		654
FHLMC CMO, Ser 2676, Cl CY
4.000%, 09/15/18		2,291		2,329
FHLMC CMO, Ser 2684, Cl SN
26.886%, 09/15/09 (A)		200		220
FHLMC CMO, Ser 2690, Cl TV
4.500%, 11/15/25		1,800		1,825


1		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2727, Cl PW
3.570%, 06/15/29	$	648	$	660
FHLMC CMO, Ser 2733, Cl ME
5.000%, 01/15/34		6,302		6,554
FHLMC CMO, Ser 2765, Cl CT
4.000%, 03/15/19		1,557		1,557
FHLMC CMO, Ser 2778, Cl JD
5.000%, 12/15/32		1,974		2,040
FHLMC CMO, Ser 2790, Cl TN
4.000%, 05/15/24		2,779		2,735
FHLMC CMO, Ser 2827, Cl CS
15.750%, 09/15/09 (A)		150		153
FHLMC CMO, Ser 2843, Cl BC
5.000%, 08/15/19		1,740		1,831
FHLMC CMO, Ser 2875, Cl HB
4.000%, 10/15/19		954		944
FHLMC CMO, Ser 2945, Cl SA
11.803%, 09/15/09 (A)		3,953		4,416
FHLMC CMO, Ser 2981, Cl FA
0.673%, 09/15/09 (A)		1,139		1,104
FHLMC CMO, Ser 2985, Cl JR
4.500%, 06/15/25		4,161		4,211
FHLMC CMO, Ser 3035, Cl PA
5.500%, 09/15/35		1,145		1,223
FHLMC CMO, Ser 3076, Cl MP
0.000%, 10/15/30		193		191
FHLMC CMO, Ser 3167, Cl QA
6.000%, 10/15/26		460		464
FHLMC CMO, Ser 3195, Cl PD
6.500%, 07/15/36		2,500		2,701
FHLMC CMO, Ser 3202, Cl HI, IO
6.377%, 09/15/09 (A)		1,502		189
FHLMC CMO, Ser 3263, Cl WE
0.000%, 10/15/09 (A)		203		192
FHLMC CMO, Ser 3273, Cl TH
7.500%, 10/15/09 (A)		234		234
FHLMC CMO, Ser 3312, Cl BP
5.500%, 01/15/31		300		310
FHLMC CMO, Ser 3372, Cl BD
4.500%, 10/15/22		2,533		2,571
FHLMC CMO, Ser 3387, Cl SA, IO
6.147%, 09/15/09 (A)		1,502		136
FHLMC CMO, Ser 3465, Cl HA
4.000%, 07/15/17		5,577		5,782
FHLMC STRIPS CMO, IO
10.000%, 03/01/21		1		—
FNMA TBA
6.500%, 10/01/37		14,000		14,910
6.000%, 10/20/21 to 10/01/37		6,500		6,753
5.500%, 10/15/22 to 10/01/38		51,100		53,289
4.500%, 09/15/33		2,800		2,815
FNMA
8.000%, 04/01/15 to 07/01/36		684		749
7.500%, 06/01/30 to 11/01/38		1,895		2,076
7.000%, 12/01/15 to 06/01/35		11,273		12,401
6.500%, 05/01/17 to 12/01/37		57,620		61,750
6.000%, 03/01/19 to 08/01/37		173,821		183,808
5.500%, 04/01/14 to 08/01/37		238,770		251,684
5.000%, 02/13/17		5,480		5,480
5.000%, 02/01/20 to 11/01/36		137,025		141,751
4.500%, 07/01/20 to 04/01/38		37,988		38,860
4.000%, 04/01/19 to 11/01/20		4,182		4,242
FNMA ARM
6.637%, 10/25/09 (A)		2,584		2,743
6.606%, 10/25/09 (A)		1,221		1,292
6.347%, 10/25/09 (A)		1,045		1,112
6.327%, 10/25/09 (A)		1,232		1,311
6.277%, 10/25/09 (A)		5,623		5,917
6.272%, 10/25/09 (A)		962		1,018
6.232%, 10/25/09 (A)		1,673		1,777
6.227%, 10/25/09 (A)		3,056		3,226
6.205%, 10/25/09 (A)		2,836		3,012
6.200%, 10/25/09 (A)		924		977
6.130%, 10/25/09 (A)		1,878		1,988
6.121%, 10/25/09 (A)		804		852
6.113%, 10/25/09 (A)		1,348		1,427
6.083%, 10/25/09 (A)		1,335		1,411
6.038%, 10/25/09 (A)		1,088		1,151
6.020%, 10/25/09 (A)		1,650		1,745
6.017%, 10/25/09 (A)		2,023		2,140
6.011%, 10/25/09 (A)		2,444		2,571
5.981%, 10/25/09 (A)		1,684		1,779
5.966%, 10/25/09 (A)		2,857		3,018
5.939%, 10/25/09 (A)		1,986		2,098
5.925%, 10/25/09 (A)		1,041		1,099
5.923%, 10/25/09 (A)		740		780
5.917%, 10/25/09 (A)		1,356		1,429
5.888%, 10/25/09 (A)		4,506		4,750
5.886%, 10/25/09 (A)		2,798		2,945
5.884%, 10/25/09 (A)		1,381		1,457
5.840%, 11/15/09 (A)		2,794		2,939
5.773%, 10/25/09 (A)		13,332		14,035
5.766%, 10/25/09 (A)		3,309		3,477
5.748%, 10/25/09 (A)		2,146		2,267
5.747%, 10/25/09 (A)		123		130
5.690%, 10/25/09 (A)		3,154		3,321
5.689%, 10/25/09 (A)		829		873
5.682%, 10/25/09 (A)		5,577		5,857
5.622%, 10/25/09 (A)		9,214		9,638
5.614%, 10/25/09 (A)		1,255		1,313
5.597%, 10/25/09 (A)		1,752		1,840
5.577%, 10/25/09 (A)		2,925		3,078
5.512%, 11/15/09 (A)		3,668		3,867
5.505%, 10/25/09 (A)		1,030		1,081
3.189%, 10/25/09 (A)		1,943		1,967
3.183%, 10/25/09 (A)		3,871		3,918
3.167%, 10/25/09 (A)		1,934		1,957
3.159%, 10/25/09 (A)		1,996		2,020
FNMA CMO, PO
7.384%, 09/25/09 (A)		2,163		174
6.884%, 09/25/09 (A)		3,889		427
5.834%, 09/25/09 (A)		3,468		338
5.644%, 09/25/09 (A)		4,070		384


2		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
0.666%, 09/25/09 (A)	$	1,113	$	1,084
0.642%, 10/25/09 (A)		6,094		95
0.566%, 09/25/09 (A)		764		733
0.000%, 05/25/22 to 07/25/36		4,105		3,516
FNMA CMO, Cl MA
8.000%, 08/25/22		1,255		1,366
FNMA CMO, Cl Z
7.000%, 07/25/23		2,200		2,389
FNMA CMO, Cl FA
0.666%, 09/25/09 (A)		2,441		2,393
FNMA CMO, Cl SB
23.043%, 09/25/09 (A)		298		371
16.211%, 09/25/09 (A)		1,001		1,151
FNMA CMO, Cl XT
4.500%, 12/25/17		1,707		1,756
FNMA CMO, Cl ZE
7.500%, 09/25/21		390		425
FNMA CMO, Cl M
8.000%, 09/25/22		1,026		1,128
FNMA CMO, Cl BA
7.000%, 10/25/41 to 03/25/45		1,870		2,040
4.500%, 04/25/19		2,120		2,212
FNMA CMO, Ser 1992-69, Cl Z
8.000%, 05/25/22		892		980
FNMA CMO, Ser 1993-149, Cl SH
11.500%, 09/25/09 (A)		407		488
FNMA CMO, Ser 1994-31, Cl ZC
6.500%, 02/25/24		1,438		1,556
FNMA CMO, Ser 1994-63, Cl PK
7.000%, 04/25/24		1,303		1,430
FNMA CMO, Ser 1997-32, Cl PG
6.500%, 04/25/27		969		1,039
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29		2,727		2,876
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		20,176		21,777
FNMA CMO, Ser 2002-10, Cl SB
18.563%, 09/25/09 (A)		234		282
FNMA CMO, Ser 2002-94, Cl HQ
4.500%, 01/25/18		2,379		2,488
FNMA CMO, Ser 2003-108, Cl BE
4.000%, 11/25/18		230		233
FNMA CMO, Ser 2003-125, Cl AY
4.000%, 12/25/18		660		665
FNMA CMO, Ser 2003-24, Cl MV
5.500%, 02/25/14		1,439		1,535
FNMA CMO, Ser 2003-3, Cl HJ
5.000%, 02/25/18		1,000		1,061
FNMA CMO, Ser 2003-50, Cl QJ
5.000%, 08/25/28		396		404
FNMA CMO, Ser 2004-101, Cl HD
5.000%, 01/25/20		2,500		2,626
FNMA CMO, Ser 2004-60, Cl PA
5.500%, 04/25/34		1,545		1,635
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		916		979
FNMA CMO, Ser 2005-69, Cl JM
4.500%, 08/25/25		1,801		1,811
FNMA CMO, Ser 2005-74, Cl CS
19.290%, 09/25/09 (A)		780		949
FNMA CMO, Ser 2006-33, Cl LS
28.955%, 09/25/09 (A)		634		866
FNMA CMO, Ser 2006-46, Cl SW
23.225%, 09/25/09 (A)		695		908
FNMA CMO, Ser 2007-113, Cl DB
4.500%, 12/25/22		3,664		3,713
FNMA CMO, Ser 2007-30, Cl MA
4.250%, 02/25/37		1,417		1,459
FNMA CMO, Ser 2007-39, Cl NA
4.250%, 01/25/37		205		211
FNMA CMO, Ser 2007-92, Cl YS, IO
5.514%, 09/25/09 (A)		3,250		336
FNMA CMO, Ser 2008-22, Cl SI
6.164%, 09/25/09 (A)		23,000		2,492
FNMA CMO, Ser 2008-24, Cl DY
5.000%, 04/25/23		1,500		1,572
FNMA CMO, Ser 2008-53, Cl CA
5.000%, 07/25/23		3,500		3,664
FNMA CMO, Ser 2008-66, Cl B
5.000%, 08/25/23		669		699
FNMA Grantor Trust CMO, Cl 1A3
7.000%, 02/25/44		1,056		1,151
FNMA Grantor Trust CMO, Cl B
5.763%, 12/25/11		727		777
FNMA Grantor Trust CMO, Cl A2
7.500%, 12/25/41		2,932		3,213
7.000%, 07/25/42		859		936
FNMA Grantor Trust CMO, Cl A1
7.500%, 06/25/30		1,268		1,389
FNMA Interest STRIP CMO, IO
7.000%, 01/01/32		1,228		243
6.500%, 02/01/33		2,047		352
FNMA Whole Loan CMO, Cl 1A3
7.500%, 12/25/45		509		566
FNMA Whole Loan CMO, Cl 2A2
7.000%, 02/25/44		1,507		1,644
FNMA Whole Loan CMO, Cl 2A
7.500%, 12/25/42		447		498
FNMA Whole Loan CMO, Cl 3A
6.500%, 09/25/42		964		1,042
FNMA Whole Loan CMO, Cl 2A9
5.900%, 07/25/42		1,949		2,036
FNMA Whole Loan CMO
37.586%, 09/25/09 (A)		176		257
FNMA Whole Loan CMO, Cl 1AF1
0.526%, 09/25/09 (A)		1,815		1,738
0.486%, 09/25/09 (A)		1,204		1,158
FNMA Whole Loan CMO, Cl 2A1
6.500%, 02/25/44		1,104		1,193
GNMA
9.500%, 12/15/20		12		14
7.500%, 09/20/38		610		656
7.000%, 04/15/26 to 06/15/35		5,490		6,012
6.500%, 01/15/24 to 02/15/39		19,920		21,371
6.000%, 11/15/23 to 02/15/35		40,108		42,657


3		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.000%, 05/15/33 to
11/15/35	$	34,056	$	35,274
GNMA TBA
5.000%, 10/01/33		8,500		8,713
4.500%, 09/15/39 to 10/15/39		63,665		64,087
GNMA CMO, Cl SB
7.358%, 09/17/09(A)		487		492
GNMA CMO, Cl Z
6.500%, 12/20/31		1,781		1,981
GNMA CMO, Cl MV
6.000%, 04/20/20		1,483		1,588
GNMA CMO, Cl ST
7.000%, 09/20/09(A)		610		601
GNMA CMO, IO
7.427%, 09/16/09(A)		1,816		181
7.328%, 09/20/09(A)		2,073		221
6.887%, 09/16/09(A)		2,699		335
6.500%, 03/20/39		1,902		271
6.478%, 09/20/09(A)		3,233		273
6.378%, 09/20/09(A)		3,141		330
6.368%, 09/20/09(A)		2,067		194
6.277%, 09/16/09(A)		910		108
6.258%, 09/20/09(A)		2,119		178
6.228%, 09/20/09(A)		3,060		283
6.028%, 09/20/09(A)		7,266		769
6.000%, 05/20/39		860		116
5.998%, 09/20/09(A)		4,787		361
5.928%, 09/20/09(A)		7,979		629
5.828%, 09/20/09(A)		2,686		268
5.808%, 09/20/09(A)		1,832		150
5.500%, 11/16/37		1,890		309
1.000%, 09/16/09(A)		3,852		61
0.473%, 09/16/09(A)		1,214		1,173
GNMA CMO, Ser 2001-18, Cl WH
31.395%, 09/20/09(A)		162		242
GNMA CMO, Ser 2001-22, Cl PS
20.299%, 09/17/09(A)		1,201		1,529
GNMA CMO, Ser 2002-51, Cl SG
31.319%, 09/20/09(A)		153		198
GNMA CMO, Ser 2002-57, Cl SB
108.408%, 08/16/32		111		338
GNMA CMO, Ser 2002-69, Cl SC
15.901%, 09/20/09(A)		528		580
GNMA CMO, Ser 2003-60, Cl GS
11.962%, 09/16/09(A)		238		251
GNMA CMO, Ser 2003-82, Cl IO, IO
5.500%, 03/20/29		148		—
GNMA CMO, Ser 2003-86, Cl ZK
5.000%, 10/20/33		11,639		11,828
GNMA CMO, Ser 2004-80, Cl IP, IO
5.500%, 07/20/34		1,832		30
GNMA CMO, Ser 2004-87, Cl LI, IO

5.000%, 12/20/28		1,377		22
GNMA CMO, Ser 2005-7, Cl JM
16.121%, 09/18/09(A)		507		592
GNMA CMO, Ser 2006-37, Cl JG
5.000%, 07/20/36		1,723		1,792
GNMA CMO, Ser 2009-14, Cl NI, IO
6.500%, 03/20/39		89		12

				1,806,067

Non-Agency Mortgage-Backed Obligations — 16.5%
American Home Mortgage Assets,
1Ser 2006-5, Cl A1 1.971%, 10/25/09 (A)		1,772		656
American Home Mortgage Assets, Ser 2007-2, Cl A1
0.391%, 09/25/09 (A)		14,869		7,032
American Tower Trust, Ser 2007- 1A, Cl AFX
5.420%, 04/15/37 (B)		3,409		3,239
ASG Resecuritization Trust
6.000%, 06/28/37 (B)		1,935		1,873
5.843%, 10/24/09 (A) (B)		1,270		1,226
5.595%, 10/26/09 (A) (B)		2,099		1,963
Asset Securitization, 1996-D3, Cl A2
7.774%, 09/13/09 (A)		2,159		2,339
Banc of America Alternative Loan Trust, 2003-11, Cl 1A1
6.000%, 01/25/34		435		414
Banc of America Alternative Loan Trust, 2003-11, Cl 2A1
6.000%, 01/25/34		904		860
Banc of America Alternative Loan Trust, Ser 2003-7, Cl 1CB1
5.500%, 09/25/33		660		608
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1
6.254%, 10/25/09 (A)		336		290
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1
6.476%, 10/25/09 (A)		506		313
Banc of America Commercial Mortgage, Cl A2
5.309%, 10/10/45		3,669		3,603
5.001%, 10/10/45		1,423		1,450
Banc of America Commercial Mortgage, 2006-3, Cl A4
5.889%, 10/10/09 (A)		1,080		891
Banc of America Commercial Mortgage Securities, Ser 2002- PB2, Cl B
6.309%, 06/11/35		1,075		1,084
Banc of America Commercial Mortgage Securities, Ser 2003- 1, Cl A2
4.648%, 09/11/36		2,397		2,414
Banc of America Commercial Mortgage Securities, Ser 2003- 1, Cl A1
3.878%, 09/11/36		3,640		3,683
Banc of America Commercial Mortgage Securities, Ser 2004- 2, Cl A5
4.580%, 11/10/38		564		532


4		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Commercial Mortgage Securities, Ser 2005- 3, Cl A4
4.668%, 07/10/43	$	8,860	$	8,238
Banc of America Commercial Mortgage Securities, Ser 2005- 5, Cl A4
5.115%, 10/10/09 (A)		1,190		1,121
Banc of America Commercial Mortgage Securities, Ser 2006- 4, Cl A4
5.634%, 07/10/46		16,090		14,440
Banc of America Commercial Mortgage, Ser 2004-2, Cl A3
4.050%, 11/10/38		1,299		1,299
Banc of America Commercial Mortgage, Ser 2006-1, Cl A4
5.372%, 10/10/09 (A)		500		451
Banc of America Commercial Mortgage, Ser 2006-5, Cl A2
5.317%, 09/10/47		1,054		1,055
Banc of America Commercial Mortgage, Ser 2007-2, Cl A2
5.634%, 10/10/09 (A)		7,907		7,790
Banc of America Funding, Ser 2004-2, Cl 1CB1
5.750%, 09/20/34		741		661
Banc of America Funding, Ser 2005-B, Cl 2A1
5.083%, 10/20/09 (A)		5,152		3,534
Banc of America Mortgage Securities, 2004-5, Cl 4A1
4.750%, 06/25/19		540		528
Banc of America Mortgage Securities, 2004-9, Cl 3A1
6.500%, 09/25/32		325		325
Banc of America Mortgage Securities, 2003-3, Cl 2A1
0.816%, 09/25/09 (A)		624		595
BCAP LLC Trust, 2009-RRS, Cl 8A1
5.500%, 11/26/34 (B)		1,567		1,465
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
5.285%, 10/25/09 (A)		3,662		3,393
Bear Stearns Alt-A Trust, 2005-2, Cl 2A4
4.632%, 10/25/09 (A)		285		175
Bear Stearns Asset Backed Securities Trust, Ser 2006-AC1,
Cl 1A1
5.750%, 02/25/36 (F)		2,457		1,686
Bear Stearns Commercial Mortgage Securities, 2006-T24, Cl A4
5.537%, 10/12/41		300		275
Bear Stearns Commercial Mortgage Securities, 2004-T16, Cl A6
4.750%, 10/13/09 (A)		892		865
Bear Stearns Commercial Mortgage Securities, 2005- PWR9, Cl AAB
4.804%, 09/11/42	$	1,280	$	1,287
Bear Stearns Commercial Mortgage Securities, 2007- PW18, Cl AM
6.084%, 10/11/09 (A)		885		578
Bear Stearns Commercial Mortgage Securities, 2002- TOP6, Cl A2
6.460%, 10/15/36		1,329		1,396
Bear Stearns Commercial Mortgage Securities, Ser 2000- WF1, Cl A2
7.780%, 10/15/09 (A)		3,034		3,059
Bear Stearns Commercial Mortgage Securities, Ser 2001- TOP4, Cl A3
5.610%, 11/15/33		1,709		1,771
Bear Stearns Commercial Mortgage Securities, Ser 2002- TOP8, Cl A2
4.830%, 08/15/38		3,071		3,124
Bear Stearns Commercial Mortgage Securities, Ser 2003- T-12, Cl A3
4.240%, 10/13/09 (A)		975		980
Bear Stearns Commercial Mortgage Securities, Ser 2004- PWR6, Cl A6
4.825%, 11/11/41		637		613
Bear Stearns Commercial Mortgage Securities, Ser 2005- T20, Cl A4A
5.298%, 10/12/09 (A)		6,500		6,456
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW10, Cl A4
5.405%, 10/11/09 (A)		889		877
Bear Stearns Commercial Mortgage Securities, Ser 2007- PW17, Cl A3
5.736%, 06/11/50		2,640		2,393
Chase Mortgage Finance
0.716%, 09/25/09 (A)		1,525		1,513
0.000%, 10/25/18		424		300
Chase Mortgage Finance, Ser 2005-A1, 2005-A1, Cl 2A3
5.238%, 10/25/09 (A)		13,166		8,905
Citicorp Mortgage Securities,
2004-3, Cl A8
5.250%, 05/25/34		789		788
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A3
5.916%, 10/15/09 (A)		3,525		3,291
Citigroup Mortgage Loan Trust
2009-5, Cl 8A1
6.000%, 06/25/36 (B)		1,521		1,399
Citigroup Mortgage Loan Trust, Ser 2005-11, Cl A3
4.900%, 10/25/09 (A)		7,037		5,265


5		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4
6.975%, 09/17/09 (A)	$	6,991	$	7,432
Commercial Mortgage Asset Trust, Ser 1999-C2, Cl A2
7.546%, 09/17/09 (A)		132		133
Commercial Mortgage Loan Trust, 2008-LS1, Cl AJ
6.220%, 10/10/09 (A)		1,210		534
Commercial Mortgage Loan Trust,
Ser 2008-LS1, Cl A4B
6.220%, 10/10/09 (A)		9,920		7,965
Commercial Mortgage Pass
Through Certificates, 2004-
LB3A, Cl A5
5.446%, 10/10/09 (A)		1,876		1,830
Commercial Mortgage Pass
Through Certificates, Ser 2004-
LB2A, Cl A4
4.715%, 03/10/39		3,361		3,325
Commercial Mortgage Pass
Through Certificates, Ser 2005-
LP5, Cl A4
4.982%, 10/10/09 (A)		600		568
Commercial Mortgage Pass-
Through Certificates ,
Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (B)		5,564		5,809
Countrywide Alternative Loan
Trust, Ser 2003-20CB, Cl 1A1
5.500%, 10/25/33		2,948		2,774
Countrywide Alternative Loan
Trust, Ser 2004-27CB, Cl A1
6.000%, 12/25/34		2,542		2,090
Countrywide Alternative Loan
Trust, Ser 2004-32CB, Cl 2A3,
IO
4.834%, 09/25/09 (A)		50,745		5,189
Countrywide Alternative Loan
Trust, Ser 2004-J1, Cl 1A1
6.000%, 02/25/34		532		517
Countrywide Alternative Loan
Trust, Ser 2004-J6, Cl 2A1
6.500%, 11/25/31		1,710		1,521
Countrywide Alternative Loan
Trust, Ser 2005-27, Cl 3A2
2.151%, 08/25/35 (A)		1,142		485
Countrywide Alternative Loan
Trust, Ser 2005-27, Cl 2A1
2.401%, 10/25/09 (A)		4,320		1,977
Countrywide Alternative Loan
Trust, Ser 2005-56, Cl 4A1
0.576%, 09/25/09 (A)		8,289		4,429
Countrywide Alternative Loan
Trust, Ser 2005-59, Cl 1A1
0.616%, 09/22/09 (A)		9,977		5,173
Countrywide Alternative Loan
Trust, Ser 2005-72, Cl A1
0.536%, 09/25/09 (A)		3,202		1,619
Countrywide Alternative Loan
Trust, Ser 2006-0A9, Cl 2A1A
0.483%, 09/21/09 (A)		656		289
Countrywide Alternative Loan
Trust, Ser 2006-OA11, Cl A4
0.456%, 09/25/09 (A)		10,586		4,555
Countrywide Home Loan
Mortgage Pass Through Trust,
2004-2, Cl 2A1
3.699%, 09/25/34 (A)		99		69
Countrywide Home Loan
Mortgage Pass Through Trust,
2003-49, Cl A3
3.697%, 10/19/09 (A)		23		22
Countrywide Home Loan
Mortgage Pass Through Trust,
2003-J1, Cl A6
5.250%, 09/25/33		1,000		1,006
Countrywide Home Loan
Mortgage Pass Through Trust,
Ser 2003-56, Cl 6A1
5.297%, 10/25/09 (A)		683		573
Countrywide Home Loan
Mortgage Pass Through Trust,
Ser 2003-J7, Cl 4A3
9.430%, 09/25/09 (A)		305		265
Countrywide Home Loan
Mortgage Pass Through Trust,
Ser 2004-8, Cl 2A1
4.500%, 06/25/19		2,178		2,130
Countrywide Home Loan
Mortgage Pass-Through Trust,
Ser 2005-20, Cl A7
5.250%, 10/25/35		825		584
Countrywide Home Loan
Mortgage Pass-Through Trust,
Ser 2005-R3, Cl AF
0.666%, 09/25/09 (A) (B)		8,163		5,407
Credit Suisse First Boston
Mortgage Securities , Ser 2001-
CK1, Cl A3
6.380%, 12/18/35		1,207		1,252
Credit Suisse First Boston
Mortgage Securities , Ser 2002-
CKS4, Cl A1
4.485%, 11/15/36		78		79
Credit Suisse First Boston
Mortgage Securities , Ser 2005-
C6, Cl A4
5.230%, 10/15/09 (A)		22,220		20,979
Credit Suisse First Boston
Mortgage Securities, Ser 2001-
CF2, Cl A4
6.505%, 02/15/34		2,107		2,185
Credit Suisse First Boston
Mortgage Securities, Ser 2001-
CKN5, Cl A4
5.435%, 09/15/34		3,335		3,436
Credit Suisse First Boston
Mortgage Securities, Ser 2002-
CKS4, Cl A2
5.183%, 11/15/36		6,381		6,578


6		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse First Boston Mortgage Securities, Ser 2002- CP5, Cl A2
4.940%, 12/15/35	$	955	$	987
Credit Suisse First Boston Mortgage Securities, Ser 2003- C5, Cl A4
4.900%, 10/15/09 (A)		1,475		1,478
Credit Suisse First Boston Mortgage Securities, Ser 2003- CK2, Cl A4
4.801%, 03/15/36		1,215		1,246
Credit Suisse First Boston Mortgage Securities, Ser 2003- CPN1, Cl A2
4.597%, 03/15/35		851		842
Credit Suisse Mortgage Capital Certificates, Ser 2006-C2, Cl A3
5.846%, 10/15/09 (A)		600		528
CS First Boston Mortgage Securities, Ser 2005-C1, Cl A3
4.813%, 02/15/38		374		369
CS First Boston Mortgage Securities, Ser 2003-29, Cl 8A1
6.000%, 11/25/18		741		713
CS First Boston Mortgage Securities, Ser 2005-C5, Cl A4
5.100%, 10/15/09 (A)		1,333		1,289
CS First Boston Mortgage Securities, Ser 2004-AR5, Cl 7A2
3.639%, 10/25/09 (A)		1,017		924
CS First Boston Mortgage Securities, Ser 2005-4, Cl 3A24
18.107%, 10/25/09 (A)		376		352
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/48		7,040		5,649
DLJ Commercial Mortgage, Ser 2000-CKP1, Cl A1B
7.180%, 11/10/33		853		881
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.679%, 09/21/09 (A)		2,343		533
DSLA Mortgage Loan Trust, Ser 2006-AR1, Cl 1A1A
1.971%, 10/19/09 (A)		455		171
FHLMC ARM
6.039%, 11/15/09 (A)		3,539		3,734
FHLMC Multifamily Structured Pass Through Certificates, Cl AAB
4.768%, 05/25/18		2,824		2,937
First Horizon Alternative Mortgage Securities, Ser 2006-FA6, Cl 2A10
6.000%, 11/25/36 (I)		1,187		925
First Union National Bank Commercial Mortgage, Ser 1999-C4, Cl A2
7.390%, 12/15/31		14		14
First Union National Bank Commercial Mortgage, Ser 2000-C2, Cl A2
7.202%, 10/15/32		1,673		1,730
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33		926		930
FNMA
8.000%, 11/01/37		3,797		4,130
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4
5.513%, 10/10/09 (A)		4,128		3,863
GE Capital Commercial Mortgage, Ser 2001-2, Cl A3
6.030%, 08/11/33		596		606
GE Capital Commercial Mortgage, Ser 2001-3, Cl A1
5.560%, 06/10/38		52		54
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35		1,562		1,644
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A3A
5.513%, 10/10/09 (A)		14,500		13,951
GE Capital Commercial Mortgage, Ser 2007-C1, Cl A4
5.543%, 12/10/49		5,060		3,661
GMAC Commercial Mortgage Securities, Ser 2000-C1, Cl A2
7.724%, 10/15/09 (A)		4,270		4,303
GMAC Commercial Mortgage Securities, Ser 2002-C3, Cl A2
4.930%, 07/10/39		3,009		3,080
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl A2
5.668%, 10/10/09 (A)		1,259		1,293
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		5,138		5,162
GMAC Commercial Mortgage Securities, Ser 2006-C1, Cl A4
5.238%, 10/10/09 (A)		700		639
GMAC Mortgage Loan Trust, Ser 2005-AR5, Cl 3A1
5.054%, 10/19/09 (A)		260		210
GMAC Mortgage Loan Trust, Ser 2004-J4, Cl A1
5.500%, 09/25/34		426		423
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
5.228%, 10/19/09 (A)		1,175		991
Greenpoint Mortgage Funding Trust, Ser 2007-AR1, Cl 1A1A
0.346%, 09/25/09 (A)		15,216		8,476
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl AAB
5.190%, 10/10/09 (A)		335		335
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 10/10/09 (A)		2,491		2,259


7		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
6.116%, 10/10/09 (A)	$	10,875	$	9,496
GS Mortgage Securities II, Ser 2006-GG6, Cl A2
5.506%, 10/10/09 (A)		460		462
GS Mortgage Securities II, Ser 2001-GL3A, Cl A2
6.449%, 10/05/09 (A) (B)		5,378		5,654
GS Mortgage Securities II, Ser 2005-GG4, Cl AABA
4.680%, 07/10/39		6,191		6,272
GS Mortgage Securities II, Ser 2006-GG6, Cl A4
5.553%, 10/10/09 (A)		1,000		878
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 10/19/09 (A) (B)		5		4
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AF
0.616%, 09/25/09 (A) (B)		3,189		2,046
GSMPS Mortgage Loan Trust, Ser 2006-RP2, Cl 1AF1
0.666%, 09/25/09 (A) (B)		2,336		2,017
Harborview Mortgage Loan Trust, Ser 2005-01, Cl X, IO
2.980%, 03/19/35		11,692		223
Harborview Mortgage Loan Trust, Ser 2005-12, Cl X2B, IO
2.796%, 10/19/09 (A)		23,014		575
Heller Financial Commercial Mortgage Asset, Ser 1999-PH1, Cl C
7.185%, 10/15/09 (A)		183		182
Impac Secured Assets CMN Owner Trust, Ser 2003-2, Cl A1
5.500%, 08/25/33		412		367
Impac Secured Assets CMN Owner Trust, Ser 2006-2, Cl 2A1
0.616%, 09/25/09 (A)		845		501
Indymac INDA Mortgage Loan Trust, Ser 2007-AR7, Cl 1A1
6.187%, 10/25/09 (A)		2,316		1,635
JP Morgan Chase Commercial Mortgage Securities, Ser 2007- LDPX, Cl A2S
5.305%, 01/15/49		5,032		4,873
JP Morgan Mortgage Trust, Ser 2006-A2, Cl 4A1
4.061%, 10/25/09 (A)		3,107		2,959
JP Morgan Mortgage Trust, Ser 2006-A3, Cl 6A1
4.067%, 10/25/09 (A)		1,380		1,257
JP Morgan Mortgage Trust, Ser 2005-A2, Cl 5A2
4.334%, 10/25/09 (A)		360		268
JPMorgan Alternative Loan Trust, Ser 2006-A7, Cl 2A6
5.750%, 10/25/09 (A)		11,300		4,618
JPMorgan Chase Commercial Mortgage Securities, Ser 2002- CIB4, Cl A3
6.162%, 05/12/34		5,265		5,533
JPMorgan Chase Commercial Mortgage Securities, Ser 2000- C10, Cl A2
7.371%, 08/15/32 (A)		1,328		1,341
JPMorgan Chase Commercial Mortgage Securities, Ser 2001- CIB3, Cl A3
6.465%, 11/15/35		5,615		5,728
JPMorgan Chase Commercial Mortgage Securities, Ser 2001- CIBC
6.260%, 10/15/09		1,276		1,319
JPMorgan Chase Commercial Mortgage Securities, Ser 2002- CIB5, Cl A2
5.161%, 10/12/37		1,137		1,167
JPMorgan Chase Commercial Mortgage Securities, Ser 2003- PM1A, Cl A4
5.326%, 10/12/09 (A)		1,911		1,959
JPMorgan Chase Commercial Mortgage Securities, Ser 2004- C3, Cl A2
4.223%, 01/15/42		11,408		11,346
JPMorgan Chase Commercial Mortgage Securities, Ser 2004- C3, Cl A4
4.657%, 01/15/42		4,000		3,739
JPMorgan Chase Commercial Mortgage Securities, Ser 2005- LDP3, Cl A1
4.655%, 08/15/42		237		238
JPMorgan Chase Commercial Mortgage Securities, Ser 2005- LDP4, Cl A4
4.918%, 10/15/09 (A)		2,477		2,367
JPMorgan Chase Commercial Mortgage Securities, Ser 2006- LDP7, Cl A2
6.051%, 10/15/09 (A)		2,400		2,428
JPMorgan Chase Commercial Mortgage Securities, Ser 2006- LDP8, Cl A4
5.399%, 05/15/45		500		415
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- CB19, Cl A2
5.815%, 10/12/09 (A)		774		775
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- LD12, Cl AM
6.260%, 10/15/09 (A)		995		634
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- LD12, Cl A4
5.882%, 10/15/09 (A)		3,165		2,577


8		SEI Institutional Investments Trust/Quarterly Holdings/August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2007- LDPX, Cl A3
5.420%, 01/15/49	$	5,377	$	4,513
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3
4.599%, 10/25/09 (A)		5,218		4,910
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 4A2
4.817%, 10/25/09 (A)		3,719		3,594
JPMorgan Mortgage Trust, Ser 2004-A5, Cl 4A4
4.817%, 10/25/09 (A)		11,500		10,453
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 11A2
4.499%, 10/25/09 (A)		13,065		9,231
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 2A2
5.752%, 10/25/09 (A)		13,400		8,009
JPMorgan Mortgage Trust, Ser 2006-A3, Cl 3A4
5.729%, 10/25/09 (A)		14,500		9,974
LB Commercial Conduit Mortgage Trust, Ser 1999-C2, Cl B
7.425%, 10/15/32		342		342
LB-UBS Commercial Mortgage Trust
5.493%, 09/15/09 (A)		1,050		662
5.156%, 02/15/31		350		315
LB-UBS Commercial Mortgage Trust, Ser 2004-C7, Cl A5
4.628%, 10/15/29		853		775
LB-UBS Commercial Mortgage Trust, Ser 2004-C1, Cl A4
4.568%, 01/15/31		5,042		4,664
LB-UBS Commercial Mortgage Trust, Ser 2000-C4, Cl A2
7.370%, 08/15/26		2,302		2,356
LB-UBS Commercial Mortgage Trust, Ser 2000-C5, Cl A2
6.510%, 12/15/26		2,954		3,065
LB-UBS Commercial Mortgage Trust, Ser 2001-C2, Cl A2
6.653%, 11/15/27		702		735
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		21,324		22,243
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A5
4.853%, 09/15/31		2,169		2,218
LB-UBS Commercial Mortgage Trust, Ser 2003-C8, Cl A4
5.124%, 09/15/09 (A)		17,485		17,717
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl A2
5.084%, 02/15/31		4,840		4,834
LB-UBS Commercial Mortgage Trust, Ser 2006-C7, Cl A2
5.300%, 11/15/38		3,411		3,401
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A2
5.318%, 02/15/40		1,916		1,906
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40		1,841		1,766
Master Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A6
3.141%, 10/21/09 (A)		1,200		1,153
Master Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7
3.141%, 10/21/09 (A)		1,585		1,226
Master Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A
3.141%, 10/21/09 (A)		11,650		8,894
Master Adjustable Rate Mortgages Trust, Ser 2007-3, Cl 12A1
0.466%, 09/25/09 (A)		19,469		8,904
Master Alternative Loans Trust, Ser 2004-4, Cl 1A1
5.500%, 05/25/34		2,586		2,382
Master Reperforming Loan Trust, Ser 2005-2, Cl 1A1F
0.616%, 09/25/09 (A) (B)		760		523
Master Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/34 (B)		3,912		3,078
Master Reperforming Loan Trust, Ser 2006-1, Cl 1A1F
0.626%, 09/25/09 (A) (B)		1,713		1,437
MASTR Alternative Loans Trust, Ser 2003-9, Cl 2A1
6.000%, 12/25/33		695		669
MASTR Alternative Loans Trust, Ser 2006-3, Cl AA3
6.250%, 07/25/36		802		574
MASTR Asset Securitization Trust, Ser 2004-10, Cl SA1
0.666%, 09/25/09 (A)		202		193
Merit Securities, Ser 2003-13, Cl A4
7.966%, 10/28/09 (A)		3,609		3,355
Merrill Lynch
7.430%, 09/01/22		4		4
5.439%, 10/12/09 (A)		2,974		2,989
Merrill Lynch, Ser 2007-9, Cl AM
5.856%, 10/12/09 (A)		2,130		1,348
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 2A1
4.521%, 10/25/09 (A)		288		250
Merrill Lynch Mortgage Investors, Ser 2005-A2, Cl A2
4.482%, 10/25/09 (A)		276		255
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.268%, 10/25/09 (A)		5,243		4,916
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl A3A
4.949%, 10/12/09 (A)		1,254		1,228
Merrill Lynch Mortgage Trust, Ser 2003-KEY1, Cl A4
5.236%, 10/12/09 (A)		3,020		3,038
Merrill Lynch Mortgage Trust, Ser 2006-1, Cl 1A
3.832%, 02/25/36 (A)		577		319


9		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Lynch, Ser 2006-4, Cl A3
5.172%, 10/12/09 (A)	$	16,900	$	13,984
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2007-6, Cl A4
5.485%, 10/12/09 (A)		6,740		5,252
MLCC Mortgage Investors, Ser 2005-1, Cl 2A2
4.869%, 10/25/09 (A)		366		334
MLCC Mortgage Investors, Ser 2005-1, Cl 2A1
4.869%, 10/25/09 (A)		118		99
MLCC Mortgage Investors, Ser 2004-B, Cl A3
3.266%, 10/25/09 (A)		637		594
Morgan Stanley Capital I, Ser 2006-HQ8, Cl A2
5.374%, 03/12/44		2,130		2,138
Morgan Stanley Capital I, Ser 2004-HQ4,Cl A7
4.970%, 04/14/40		4,813		4,536
Morgan Stanley Capital I, Ser 2006-HQ10, Cl AM
5.360%, 11/12/41		2,130		1,528
Morgan Stanley Capital I, Ser 2007-HQ11, Cl A31
5.439%, 02/12/44		831		772
Morgan Stanley Capital I, Ser 2004-IQ7, Cl A4
5.538%, 10/15/09 (A)		2,216		2,100
Morgan Stanley Capital I, Ser 2005-T17, Cl A5
4.780%, 12/13/41		692		654
Morgan Stanley Capital I, Ser 2003-IQ5, Cl A4
5.010%, 04/15/38		3,670		3,757
Morgan Stanley Capital I, Ser 2003-T11, Cl A4
5.150%, 06/13/41		3,077		3,108
Morgan Stanley Capital I, Ser 2004-HQ3, Cl A4
4.800%, 01/13/41		2,256		2,167
Morgan Stanley Capital I, Ser 2005-HQ5, Cl AAB
5.037%, 01/14/42		3,939		4,035
Morgan Stanley Capital I, Ser 2005-HQ5, Cl A4
5.168%, 01/14/42		680		666
Morgan Stanley Capital I, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/42		12,107		11,647
Morgan Stanley Capital I, Ser 2005-HQ7, Cl AAB
5.355%, 10/14/09 (A)		2,829		2,905
Morgan Stanley Capital I, Ser 2006-T21, Cl A4
5.162%, 10/12/09 (A)		6,900		6,396
Morgan Stanley Capital I, Ser 2007-IQ14, Cl A2
5.610%, 04/15/49		6,490		6,015
Morgan Stanley Dean Witter Capital I, Ser 2002-HQ, Cl A3
6.510%, 04/15/34		603		638
Morgan Stanley Dean Witter Capital I, Ser 2002-IQ2, Cl A4
5.740%, 12/15/35		568		595
Morgan Stanley Dean Witter Capital I, Ser 2000-LIFE, Cl A2
7.570%, 10/15/09 (A)		1,352		1,363
Morgan Stanley Dean Witter Capital I, Ser 2001-TOP1, Cl A4
6.660%, 02/15/33		2,226		2,319
Morgan Stanley Dean Witter Capital I, Ser 2001-TOP5, Cl A4
6.390%, 10/15/35		6,524		6,890
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		7,164		7,345
Morgan Stanley Mortgage Loan Trust, Ser 2007-6XS, Cl 2A1S
0.376%, 09/25/09 (A)		738		556
New York Mortgage Trust, Ser 2006-1, Cl 2A2
5.650%, 10/25/09 (A)		788		569
Nomura Asset Securities, Ser 1998-D6, Cl A1C
6.690%, 03/15/30		3,557		3,804
Prime Mortgage Trust, Ser 2005-CL1, Cl 1PO,
0.000%, 02/25/34		183		111
Prime Mortgage Trust, Ser 2006-CL1, Cl A1
0.766%, 09/25/09 (A)		74		42
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/35 (B)		3,128		2,326
RBSGC Mortgage Pass Through Certificates, Ser 2007-B, Cl 1A4
0.716%, 09/25/09 (A)		6,708		4,198
Residential Accredit Loans, Ser 2003-QS19, Cl A1
5.750%, 10/25/33		650		611
Residential Accredit Loans, Ser 2005-Q02, Cl A1
2.411%, 10/25/09 (A)		1,264		619
Residential Accredit Loans, Ser 2006-QO8, Cl 1A1A
0.356%, 09/25/09 (A)		8,769		7,469
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31		1,266		1,215
Residential Asset Mortgage Products, Ser 2004-SL3, Cl A2
6.500%, 12/25/31		2,234		2,093
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.470%, 10/25/09 (A)		2,181		1,565
Salomon Brothers Mortgage Securities VII, Ser 2000-C3, Cl A2
6.592%, 12/18/33		3,313		3,403


10		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36	$	1,820	$	1,860
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-18, Cl 1A1
5.627%, 10/25/09 (A)		5,079		3,618
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1
0.586%, 09/25/09 (A)		6,361		3,275
Structured Asset Mortgage Investments, Ser 2004-AR8, Cl A1
0.619%, 09/19/09 (A)		250		149
Structured Asset Mortgage Investments, Ser 2006-AR6, Cl 1A3
0.456%, 09/25/09 (A)		226		102
Structured Asset Mortgage Investments, Ser 2006-AR8, Cl A1A
0.466%, 09/25/09 (A)		7,097		3,466
Structured Asset Mortgage Investments, Ser 2007-AR4, Cl GA4B
0.446%, 09/25/09 (A)		20,282		8,818
Structured Asset Securities, Ser 2003-16, Cl A3
0.766%, 09/25/09 (A)		1,493		1,354
Structured Asset Securities, Ser 2005-6, Cl 5A8
13.369%, 09/25/09 (A)		313		256
Structured Asset Securities, Ser 2003-31A, Cl 2A7
3.735%, 10/25/09 (A)		12,258		9,914
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 2A1
6.206%, 10/25/09 (A)		7,352		5,466
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 3A1
6.194%, 10/25/09 (A)		7,024		5,218
TIAA Seasoned Commercial Mortgage Trust, Ser 2007-C4, Cl A3
6.069%, 09/15/09 (A)		2,500		2,538
US Bank National Mortgage Association, Ser 2007-1, Cl A
5.920%, 05/25/12		6,915		7,240
Vendee Mortgage Trust CMO, Ser 1993-1, Cl ZB
7.250%, 02/15/23		1,799		1,975
Virginia Housing Development Authority, Ser HDA-TXB, Cl CTFS
6.000%, 06/25/34		730		727
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1, Cl A4
6.287%, 04/15/34		2,587		2,797
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C5, Cl A2
3.989%, 06/15/35		955		937
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C6, Cl A3
4.957%, 10/15/09 (A)		1,341		1,324
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (B)		494		501
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		1,021		1,007
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C18, Cl A4
4.935%, 04/15/42		1,945		1,862
WaMu Mortgage Pass Through Certificates, Cl A1
4.211%, 10/25/09 (A)		1,055		993
3.141%, 10/25/09 (A)		397		373
WaMu Mortgage Pass Through Certificates, Ser 2003-S4, Cl 2A10
16.732%, 09/25/09 (A)		192		211
WaMu Mortgage Pass Through Certificates, Ser 2004-AR11, Cl A
3.530%, 10/25/09 (A)		58		54
WaMu Mortgage Pass Through Certificates, Ser 2004-CB2, Cl 7A
5.500%, 08/25/19		891		875
WaMu Mortgage Pass Through Certificates, Ser 2003-S11, Cl 2A5
16.320%, 09/25/09 (A)		1,057		1,162
WaMu Mortgage Pass Through Certificates, Ser 2006-AR13, Cl 2A
3.099%, 10/25/09 (A)		1,694		899
WaMu Mortgage Pass Through Certificates, Ser 2007-HY3, Cl 4A1
5.319%, 10/25/09 (A)		503		374
WaMu Mortgage Pass-Through Certificates, Ser 2002-AR18, Cl A
4.523%, 10/25/09 (A)		402		364
WaMu Mortgage Pass-Through Certificates, Ser 2003-MS1, Cl 1A
5.000%, 02/25/18		717		718
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR11, Cl A1A
0.586%, 09/25/09 (A)		180		113


11		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A1
0.556%, 09/25/09 (A)	$	4,513	$	2,590
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A2
0.546%, 09/25/09 (A)		7,037		4,094
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR16, Cl 1A4A
5.090%, 10/25/09 (A)		13,585		9,393
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A2
0.556%, 09/25/09 (A)		6,789		3,882
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B
2.121%, 10/25/09 (A)		3,522		897
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4
5.605%, 10/25/09 (A)		556		389
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR15, Cl 1A1B
1.891%, 10/25/09 (A)		1,981		520
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR15, Cl 2A1B
2.551%, 10/25/09 (A)		2,235		492
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR15, Cl 1A
1.891%, 10/25/09 (A)		3,434		1,305
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B
1.861%, 10/25/09 (A)		679		199
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A
3.099%, 10/25/09 (A)		780		359
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR4, Cl DA
2.021%, 10/25/09 (A)		1,497		562
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR7, Cl A1B
1.971%, 10/25/09 (A)		1,157		226
WaMu Mortgage Pass-Through Certificates, Ser 2007-HY1, Cl 4A1
5.390%, 10/25/09 (A)		9,945		7,125
WaMu Mortgage Pass-Through Certificates, Ser 2007-HY1, Cl 1A1
5.678%, 10/25/09 (A)		7,534		5,016
WaMu Mortgage Pass-Through Certificates, Ser 2007-HY3, Cl 1A1
5.595%, 10/25/09 (A)		8,472		5,322
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA5, Cl 1A
1.801%, 10/25/09 (A)		13,956		5,604
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA5, Cl A1B
1.891%, 10/25/09 (A)		17,390		3,519
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA6, Cl 1A
1.861%, 10/25/09 (A)		13,929		6,216
Washington Mutual Alternative Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO
5.500%, 05/25/35		934		89
Washington Mutual Mortgage Pass Through Certificates, Ser 2004-AR3, Cl A2
3.141%, 10/25/09 (A)		397		370
Washington Mutual MSC Mortgage Pass-Through CTFS, Ser 2003-MS8, Cl 1P
1.656%, 05/25/33		487		323
Washington Mutual MSC Mortgage Pass-Through CTFS, Ser 2003-MS9, Cl 2P
1.655%, 04/25/33		947		593
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-J, Cl 2A5
4.437%, 10/25/09 (A)		488		479
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 2A1
3.483%, 10/25/09 (A)		1,254		1,184
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 1A2
3.538%, 10/25/09 (A)		855		809
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 3A1
4.402%, 10/25/09 (A)		469		447
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-15, Cl 1A1
4.750%, 12/25/18		3,050		3,057
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 2A2
3.483%, 10/25/09 (A)		836		805
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-L, Cl A6
4.769%, 10/25/09 (A)		895		832


12		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-L, Cl A5
4.769%, 10/25/09 (A)	$	881	$	828
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-O, Cl A1
4.870%, 10/25/09 (A)		867		829
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1
5.390%, 10/25/09 (A)		1,087		1,004
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-2, Cl 3A1
5.750%, 03/25/36		12,658		11,040
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR18, Cl 1A1
5.917%, 10/25/09 (A)		1,308		930

				833,010

Total Mortgage-Backed Securities (Cost $2,715,021) ($ Thousands)				2,639,077


CORPORATE OBLIGATIONS — 25.8%

Consumer Discretionary — 1.4%
British Sky Broadcasting Group
9.500%, 11/15/18 (B)		6,030		7,737
Comcast
6.500%, 01/15/17		2,455		2,690
6.500%, 01/15/15		3,635		4,025
5.700%, 05/15/18 (C)		2,320		2,450
Comcast Cable Communications
8.375%, 03/15/13		3,377		3,903
6.750%, 01/30/11		1,840		1,957
CVS
5.789%, 01/10/26 (B)		2,000		1,790
CVS Lease Pass-Through
6.036%, 12/10/28 (B)		10,188		9,615
5.880%, 01/10/28 (B)		180		166
DaimlerChrysler
7.300%, 01/15/12		1,995		2,140
6.500%, 11/15/13		190		202
Eastman Kodak
7.250%, 11/15/13 (C)		2,445		1,913
JetBlue Airways Private Trust, Ser 2004-2, Cl G1
0.815%, 11/16/09 (A)		3,876		2,849
Kohl’s
6.250%, 12/15/17		255		272
McDonald’s MTN
5.350%, 03/01/18 (C)		3,770		4,056
Rogers Cable
5.500%, 03/15/14		1,165		1,247
Target
4.000%, 06/15/13		355		358
Thomson Reuters
5.950%, 07/15/13		1,655		1,782
Time Warner
7.700%, 05/01/32		1,385		1,536
6.875%, 05/01/12		130		142
Time Warner Cable
8.750%, 02/14/19		7,085		8,737
8.250%, 04/01/19		3,235		3,885
5.850%, 05/01/17		1,230		1,292
Time Warner Entertainment
8.375%, 07/15/33 (C)		1,180		1,421
Viacom
6.250%, 04/30/16		300		322
Wal-Mart Stores
6.200%, 04/15/38 (C)		1,550		1,729
5.800%, 02/15/18 (C)		3,360		3,754

				71,970


Consumer Staples — 1.0%
Altria Group
9.950%, 11/10/38		1,200		1,586
9.700%, 11/10/18		3,550		4,350
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19 (B)		3,850		4,508
7.200%, 01/15/14 (B)		100		112
6.875%, 11/15/19 (B)		1,505		1,683
Bunge Finance
8.500%, 06/15/19		50		56
5.900%, 04/01/17		107		103
Cargill
7.350%, 03/06/19 (B)		400		456
CVS Caremark
6.600%, 03/15/19		280		317
Diageo Capital
7.375%, 01/15/14		9,540		11,021
GlaxoSmithKline Capital
4.375%, 04/15/14		200		211
Kraft Foods
6.750%, 02/19/14		1,275		1,447
6.125%, 02/01/18 (C)		5,485		6,003
PepsiCo
7.900%, 11/01/18 (C)		4,000		5,053
Roche Holdings
6.000%, 03/01/19 (B)		8,627		9,548
Safeway
6.350%, 08/15/17 (C)		5,196		5,721

				52,175


Energy — 3.3%
Anadarko Finance, Ser B
7.500%, 05/01/31		5,363		5,734
Anadarko Petroleum
8.700%, 03/15/19 (C)		5,225		6,154
7.625%, 03/15/14		3,010		3,402
6.950%, 06/15/19		90		98
6.450%, 09/15/36 (C)		1,665		1,648
5.950%, 09/15/16		5,010		5,210
Apache
6.000%, 09/15/13		3,300		3,629
5.625%, 01/15/17		390		423
Baker Hughes
7.500%, 11/15/18		5,380		6,450
Conoco Funding
7.250%, 10/15/31		885		1,047
6.950%, 04/15/29		3,685		4,248
6.350%, 10/15/11		430		471


13		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ConocoPhillips
5.900%, 05/15/38	$	700	$	745
5.900%, 10/15/32		10		11
El Paso
6.950%, 06/01/28		2,250		1,830
Energy Transfer Partners
9.000%, 04/15/19		3,425		4,125
8.500%, 04/15/14		4,335		4,984
6.700%, 07/01/18		4,900		5,201
Enterprise Products Operating LLC
9.750%, 01/31/14 (C)		7,250		8,727
Gaz Capital for Gazprom
6.212%, 11/22/16 (B)		427		384
Hess
8.125%, 02/15/19 (C)		4,200		4,970
7.875%, 10/01/29		1,130		1,341
7.300%, 08/15/31		4,335		4,775
Husky Energy
7.250%, 12/15/19		1,710		1,934
6.800%, 09/15/37		630		679
5.900%, 06/15/14		1,040		1,119
Kerr-McGee
6.950%, 07/01/24		2,325		2,401
Kinder Morgan Energy Partners
7.125%, 03/15/12 (C)		1,760		1,927
6.950%, 01/15/38		455		492
6.000%, 02/01/17		3,140		3,232
5.950%, 02/15/18 (C)		350		366
5.000%, 12/15/13		1,190		1,237
Knight
6.500%, 09/01/12		7,000		7,123
Mantis Reef
4.799%, 11/03/09 (B)		1,397		1,390
Marathon Oil
7.500%, 02/15/19		300		343
Occidental Petroleum
7.000%, 11/01/13		7,060		8,159
Pemex Project Funding Master Trust
6.625%, 06/15/35		5,602		5,102
0.934%, 12/03/09 (A) (B)		201		192
Petrobras International Finance
7.875%, 03/15/19 (C)		6,510		7,340
6.125%, 10/06/16 (C)		2,440		2,562
Petro-Canada
6.050%, 05/15/18		260		269
Ras Laffan Liquefied Natural Gas III
6.332%, 09/30/27 (B)		2,065		1,902
5.500%, 09/30/14 (B) (C)		4,960		5,133
4.500%, 09/30/12 (B) (C)		2,125		2,178
Shell International Finance BV
6.375%, 12/15/38		2,790		3,309
Sonat
7.625%, 07/15/11 (C)		2,880		2,917
Southern Union
8.250%, 11/15/29		2,700		2,973
Talisman Energy
7.750%, 06/01/19		50		58
Valero Energy
9.375%, 03/15/19 (C)		6,945		8,009
Williams
8.750%, 03/15/32 (C)		2,170		2,441
8.750%, 01/15/20		3,750		4,257
7.875%, 09/01/21		2,850		3,086
7.750%, 06/15/31		740		753
Williams, Ser A
7.500%, 01/15/31		20		20
XTO Energy
7.500%, 04/15/12		1,320		1,467
6.750%, 08/01/37		390		428
5.650%, 04/01/16		390		408
5.500%, 06/15/18		5,622		5,791

				166,604


Financials — 12.7%
ABX Financing
6.350%, 10/15/36 (B)		5,200		5,412
Aegon, Ser CMS
3.598%, 10/15/09 (A)		2,180		915
Aiful
5.000%, 08/10/10 (B)		2,620		1,336
4.450%, 02/16/10 (B)		1,377		1,012
Allied World Assurance Holdings
7.500%, 08/01/16		2,000		1,929
American Express
8.150%, 03/19/38 (C)		2,405		2,777
7.250%, 05/20/14 (C)		3,895		4,287
6.800%, 03/01/10 (A)		2,545		1,985
5.875%, 05/02/13		2,100		2,193
American Express Credit
7.300%, 08/20/13		500		548
5.125%, 08/25/14		5,900		5,972
American General Finance MTN
6.900%, 12/15/17		1,500		926
American International Group
8.250%, 08/15/18		980		785
6.250%, 03/15/37		5,000		2,050
5.850%, 01/16/18		2,670		1,779
ASIF Global Financing XIX
4.900%, 01/17/13 (B)		450		400
Associates Corp of North America
6.950%, 11/01/18		200		191
Australia & New Zealand Banking Group
1.713%, 10/30/09 (A)		1,400		700
BA Covered Bond Issuer
5.500%, 06/14/12 (B)		1,500		1,543
BAC Capital Trust XIV
5.630%, 09/15/09 (A)		180		112
BAC Capital Trust XV
1.161%, 12/01/09 (A)		2,735		1,357
Bank of America MTN
8.000%, 01/30/10 (A) (C)		2,603		2,279
7.625%, 06/01/19 (C)		4,820		5,307
7.375%, 05/15/14		2,915		3,196
6.500%, 08/01/16		500		515
5.750%, 12/01/17		4,545		4,421
5.650%, 05/01/18 (C)		2,686		2,597
5.420%, 03/15/17		2,500		2,288
Bank of Ireland
0.875%, 09/30/09 (A)		1,030		294
Bank of Scotland
1.500%, 11/29/49 (A)		330		148


14		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank One
7.875%, 08/01/10	$	4,440	$	4,695
Barclays Bank
5.200%, 07/10/14		3,920		4,115
0.875%, 02/26/10 (A)		380		179
Barnett Capital III
1.108%, 11/01/09 (A)		600		329
BB&T MTN
6.850%, 04/30/19		350		381
4.900%, 06/30/17		400		377
3.850%, 07/27/12		150		154
Bear Stearns
7.250%, 02/01/18		4,280		4,881
6.400%, 10/02/17		11,750		12,751
4.650%, 07/02/18		3,000		2,868
BNP Paribas
1.928%, 09/30/09 (A)		510		260
BP Capital Markets
5.250%, 11/07/13		7,600		8,321
3.875%, 03/10/15		9,495		9,806
3.625%, 05/08/14		100		103
Capital One Bank USA
8.800%, 07/15/19		3,305		3,541
Capital One Financial
7.375%, 05/23/14		450		491
Caterpillar Financial Services MTN
7.150%, 02/15/19		250		285
6.200%, 09/30/13 (C)		5,640		6,151
Cedar Brakes II LLC
9.875%, 09/01/13 (B)		3,953		3,916
Chase Capital VI
1.108%, 11/02/09 (A)		2,000		1,278
Citigroup
8.500%, 05/22/19		300		328
8.125%, 07/15/39 (C)		5,545		5,700
6.875%, 03/05/38		9,660		8,725
6.500%, 08/19/13		2,520		2,590
6.375%, 08/12/14		250		253
6.125%, 08/25/36		2,000		1,566
6.125%, 05/15/18 (C)		5,674		5,335
5.500%, 02/15/17		10,000		8,840
5.500%, 04/11/13		3,699		3,682
5.000%, 09/15/14		2,890		2,648
0.943%, 11/25/09 (A)		2,839		1,310
Citigroup Capital III
7.625%, 12/01/36		2,000		1,338
Citigroup Capital XXI
8.300%, 12/21/09 (A)		1,703		1,435
Comerica Capital Trust II
6.576%, 02/20/10 (A)		220		149
Corestates Capital I
8.000%, 12/15/26 (B)		629		570
Countrywide Financial MTN
5.800%, 06/07/12		5,353		5,554
4.000%, 03/22/11		5,750		5,806
Credit Suisse NY
6.000%, 02/15/18 (C)		6,695		6,886
5.500%, 05/01/14		5,850		6,287
5.000%, 05/15/13		8,400		8,918
3.450%, 07/02/12		300		306
Credit Suisse USA
5.125%, 01/15/14		335		352
Depfa ACS Bank
5.125%, 03/16/37 (B)		4,200		2,792
Deutsche Bank MTN
3.875%, 08/18/14		295		297
Deutsche Bank Capital Funding Trust
5.628%, 01/19/10 (A) (B)		4,789		3,209
Dresdner Funding Trust I
8.151%, 06/30/31 (B)		365		228
ERP Operating
5.125%, 03/15/16 ‡		1,000		949
Export-Import Bank of Korea
5.875%, 01/14/15		3,360		3,493
5.500%, 10/17/12		2,320		2,399
Farmers Exchange Capital
7.200%, 07/15/48 (B)		2,519		1,793
7.050%, 07/15/28 (B)		1,063		857
Farmers Insurance Exchange
8.625%, 05/01/24 (B)		4,118		3,634
First Industrial MTN
7.500%, 12/01/17		1,765		1,161
Fleet Capital Trust II
7.920%, 12/11/26		1,600		1,424
Ford Motor Credit LLC
7.875%, 06/15/10		7,200		7,185
7.375%, 10/28/09		15,740		15,741
General Electric Capital MTN
6.875%, 01/10/39		7,500		7,438
6.375%, 11/15/09 (A) (C)		8,925		7,207
6.000%, 08/07/19		550		554
5.900%, 05/13/14		5,010		5,354
5.625%, 09/15/17		800		803
5.625%, 05/01/18 (C)		8,225		8,204
5.450%, 01/15/13		180		190
0.889%, 09/15/09 (A)		6,550		5,787
0.852%, 11/05/09 (A)		4,345		3,175
0.645%, 10/13/09 (A)		500		476
0.555%, 11/20/09 (A)		2,000		1,721
Glitnir Banki
7.451%, 09/14/16 (B) (D)*		500		—
6.693%, 06/15/16 (B) (D)*		4,480		—
6.375%, 09/25/12 (B) (D)*		3,100		612
6.330%, 07/28/11 (B) (D)*		2,440		482
GMAC LLC
8.000%, 12/31/18 (B) (C)		305		222
7.750%, 01/19/10 (B)		1,545		1,533
7.500%, 12/31/13 (B)		2,110		1,735
7.250%, 03/02/11 (B) (C)		1,744		1,637
2.561%, 12/01/09 (A) (B)		4,579		3,526
Goldman Sachs Capital II
5.793%, 12/01/09 (A)		23,625		17,010


15		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Goldman Sachs Group
7.500%, 02/15/19	$	8,246	$	9,494
6.750%, 10/01/37		4,230		4,235
6.600%, 01/15/12		2,630		2,847
6.150%, 04/01/18		7,800		8,234
5.950%, 01/18/18		500		520
5.450%, 11/01/12		6,565		6,998
5.150%, 01/15/14		470		490
5.125%, 01/15/15		2,035		2,109
4.500%, 06/15/10		450		462
3.625%, 08/01/12		300		306
1.010%, 10/13/09 (A)		3,000		2,805
0.905%, 10/22/09 (A)		1,000		925
HBOS
6.750%, 05/21/18 (B)		5,100		4,253
HBOS Capital Funding
6.071%, 12/31/09 (A) (B)		1,920		826
HCP
6.700%, 01/30/18 ‡ (C)		1,080		1,000
6.300%, 09/15/16 ‡		940		880
6.000%, 01/30/17 ‡		6,610		6,028
5.650%, 12/15/13 ‡		3,100		2,987
Highwoods Properties
7.500%, 04/15/18 ‡		1,339		1,290
Hongkong & Shanghai Banking
0.625%, 10/27/09 (A)		195		99
HRPT Properties Trust
6.650%, 01/15/18 ‡		150		131
HSBC Bank, Ser 3M
1.288%, 12/23/09 (A)		1,160		655
HSBC Finance
8.000%, 07/15/10		2,330		2,444
7.000%, 05/15/12		1,975		2,128
6.375%, 11/27/12		365		392
4.750%, 07/15/13		166		168
0.759%, 10/15/09 (A)		500		449
HSBC Holdings
6.800%, 06/01/38 (C)		1,510		1,610
Hutchison Whampoa International
7.625%, 04/09/19 (B)		2,260		2,596
ILFC E-Capital Trust II
6.250%, 12/21/09 (A) (B) (C)		1,200		504
Jefferies Group
6.250%, 01/15/36		100		77
John Deere Capital MTN
5.750%, 09/10/18		300		325
JP Morgan Chase Capital XXII
6.450%, 02/02/37		500		430
JPMorgan Chase
7.900%, 10/30/09 (A)		5,732		5,463
6.400%, 05/15/38 (C)		2,800		3,092
6.300%, 04/23/19		4,250		4,659
6.000%, 10/01/17		3,720		3,922
5.750%, 01/02/13		3,670		3,916
5.375%, 10/01/12		5,720		6,142
5.150%, 10/01/15		240		245
5.125%, 09/15/14		756		789
JPMorgan Chase Bank
0.959%, 09/14/09 (A)		4,250		3,674
JPMorgan Chase Capital XIII
1.548%, 09/30/09 (A)		1,440		950
JPMorgan Chase Capital XXV
6.800%, 10/01/37 (C)		3,135		2,963
Kaupthing Bank
7.625%, 02/28/15 (B)(D)(J)*		8,130		1,545
7.125%, 05/19/16 (B) (D)*		12,000		1
5.750%, 10/04/11 (B) (C) (D)		1,120		213
Landsbanki Islands
6.100%, 08/25/11 (B) (D)*		6,520		293
Lazard Group
7.125%, 05/15/15		4,065		4,083
6.850%, 06/15/17		3,975		3,889
Lehman Brothers Holdings MTN
6.750%, 12/28/17 (D)*		10,370		1
6.500%, 07/19/17 (D)*		4,040		—
6.200%, 09/26/14 (C) (D)*		1,560		273
5.250%, 02/06/12 (D)*		965		169
Lehman Brothers Holdings Capital Trust VII MTN
5.857%, 11/29/49 (D)*		20,630		2
Liberty Mutual Group
7.500%, 08/15/36 (B)(I)		2,028		1,585
Lloyds Banking Group
5.920%, 10/01/09 (A) (B)		8,400		3,528
Mack-Cali Realty
7.750%, 08/15/19 ‡		1,350		1,369
MassMutual Global Funding II
3.625%, 07/16/12 (B)		150		151
MBNA Capital, Ser A
8.278%, 12/01/26		2,465		2,292
Merna Reinsurance
2.348%, 09/30/09 (A) (B)		4,950		4,763
Merrill Lynch MTN
8.950%, 11/18/09 (A)		4,315		3,883
8.680%, 11/02/09 (A)		4,160		3,702
6.150%, 04/25/13		210		219
5.700%, 05/02/17		600		562
MetLife
7.717%, 02/15/19		3,500		4,094
6.400%, 12/15/36		10,020		7,841
MetLife Capital Trust X
9.250%, 10/08/09 (A) (B)		2,700		2,626
Metropolitan Life Global Funding I
5.125%, 04/10/13 (B)		200		206
5.125%, 06/10/14 (B)		1,275		1,329
Morgan Stanley MTN
6.750%, 04/15/11 (C)		1,060		1,127
6.625%, 04/01/18		8,840		9,446
6.250%, 08/28/17		550		567
6.000%, 05/13/14		11,226		11,904
5.950%, 12/28/17		3,845		3,932
5.300%, 03/01/13		400		418
4.750%, 04/01/14		2,270		2,254
3.250%, 12/01/11		1,130		1,176
0.960%, 10/19/09 (A)		7,725		6,839
0.789%, 10/15/09 (A)		2,250		2,248
0.760%, 10/19/09 (A)		525		515
Morgan Stanley, Ser G
0.838%, 10/09/09 (A)		1,475		1,365
MUFG Capital Finance
6.346%, 01/25/10 (A)		1,840		1,690


16		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MUFG Capital Finance 1
6.346%, 01/25/10 (A)	$	378	$	351
National Australia Bank
5.350%, 06/12/13 (B)		5,495		5,823
National Capital Trust II
5.486%, 12/17/09 (A) (B)		3,207		2,309
National City
4.900%, 01/15/15		400		400
National City Bank
0.692%, 12/07/09 (A)		6,000		4,799
Nationwide Mutual Insurance
6.600%, 04/15/34 (B)		2,483		1,883
5.810%, 12/15/09 (A) (B)		3,900		2,908
NB Capital Trust IV
8.250%, 04/15/27		4,865		4,451
New York Life Global Funding
4.650%, 05/09/13 (B)		300		311
Northern Trust
5.500%, 08/15/13		85		93
Power Receivables Finance
6.290%, 01/01/12		1,994		1,972
6.290%, 01/01/12 (B)		630		623
Pricoa Global Funding I
5.450%, 06/11/14 (B)		3,300		3,391
Prime Property Fund
5.600%, 06/15/11 ‡ (B)		3,380		3,032
5.500%, 01/15/14 ‡ (B)		5,000		3,821
Principal Life Global Funding I
6.250%, 02/15/12 (B)		600		628
5.050%, 03/15/15 (B)		750		728
Prudential Holdings LLC
8.695%, 12/18/23 (B)		2,000		1,932
Rabobank Nederland
11.000%, 12/31/09 (A) (B)		2,448		2,892
Resona Preferred Global Securities Cayman
7.191%, 07/30/10 (A) (B)		3,240		2,560
Royal Bank of Canada
0.750%, 09/30/09 (A)		860		430
Royal Bank of Scotland Group
9.118%, 03/31/49		569		512
7.640%, 09/30/09 (A)		1,300		572
RSHB Capital
6.299%, 05/15/17 (B)		3,140		2,818
Security Benefit Life Insurance
8.750%, 05/15/16 (B)		5,200		676
Shinsei Finance Cayman
6.418%, 01/29/49 (A) (B)		5,605		2,746
Simon Property Group
6.750%, 05/15/14 ‡ (C)		2,210		2,368
SLM MTN
8.450%, 06/15/18		550		423
SMFG Preferred Capital
6.078%, 01/25/10 (A) (B)		6,810		5,921
Societe Generale
1.375%, 11/30/09 (A)		180		103
1.375%, 11/30/09 (A)		680		391
State Street
4.300%, 05/30/14		60		63
Stingray Pass-Through Trust MTN
5.902%, 01/12/15 (B)		3,600		324
SunTrust Capital VIII
6.100%, 12/15/09 (A)		5,570		3,676
SunTrust Preferred Capital I
5.853%, 12/15/09 (A)		2,643		1,589
TNK-BP Finance
7.500%, 07/18/16 (B)		2,440		2,294
6.625%, 03/20/17 (B)		1,170		1,041
Toll Road Investors Partnership II
5.472%, 02/15/45 (B) (E)		7,217		674
Travelers
6.250%, 09/15/09 (A)		6,250		5,330
5.900%, 06/02/19		145		160
UDR MTN
5.000%, 01/15/12 ‡		2,000		1,987
Wachovia MTN
5.750%, 06/15/17		305		322
5.500%, 05/01/13		600		638
5.250%, 08/01/14 (C)		650		662
Wachovia Bank
6.000%, 11/15/17		6,800		7,117
Wachovia Capital Trust III
5.800%, 09/15/09 (A)		3,752		2,420
WEA Finance LLC
7.500%, 06/02/14 (B)		5,105		5,484
7.125%, 04/15/18 (B)		9,210		9,462
6.750%, 09/02/19 (B)		3,491		3,439
Wells Fargo
7.980%, 09/15/09 (A)		395		356
5.000%, 11/15/14		1,145		1,176
Wells Fargo Capital X
5.950%, 12/15/36		1,630		1,337
Wells Fargo Capital XV
9.750%, 09/26/09 (A) (C)		7,770		7,887
Westfield Capital
4.375%, 11/15/10 (B)		4,600		4,637
Westfield Group
5.400%, 10/01/12 (B)		2,528		2,583
Woodbourne Capital Trust I
0.000%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust II
0.000%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust III
0.000%, 04/08/49 (A) (B)		625		131
Woodbourne Capital Trust IV
0.000%, 04/08/49 (A) (B)		625		131
ZFS Finance USA Trust I
6.150%, 12/15/09 (A) (B)		2,549		2,218
ZFS Finance USA Trust III
1.779%, 09/15/09 (A) (B)		620		465

				641,886


Health Care — 0.9%
Abbott Laboratories
5.600%, 11/30/17		470		515
Amgen
6.400%, 02/01/39		2,765		3,143
5.700%, 02/01/19		100		110
Cardinal Health
5.850%, 12/15/17		4,875		5,133
CareFusion
6.375%, 08/01/19 (B)		2,100		2,247
5.125%, 08/01/14 (B)		2,940		3,047
4.125%, 08/01/12 (B) (C)		1,835		1,870


17		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Coventry Health Care
5.950%, 03/15/17	$	3,075	$	2,741
Express Scripts
6.250%, 06/15/14		1,970		2,153
5.250%, 06/15/12		2,730		2,896
GlaxoSmithKline Capital
5.650%, 05/15/18		4,350		4,746
HCA
5.750%, 03/15/14		5,548		4,813
Hospira
6.400%, 05/15/15		20		22
5.550%, 03/30/12		200		212
Humana
7.200%, 06/15/18		1,270		1,230
Schering-Plough
6.550%, 09/15/37 (C)		3,060		3,646
Tenet Healthcare
7.375%, 02/01/13		168		155
UnitedHealth Group
6.875%, 02/15/38		3,540		3,673
WellPoint
5.875%, 06/15/17		350		363
Wyeth
5.950%, 04/01/37		3,610		3,931

				46,646


Industrials — 1.2%
Air 2 US
8.027%, 10/01/19 (B)		2,816		1,690
Allied Waste North America
6.875%, 06/01/17		115		120
American Airlines Private Trust, Ser 99-1
7.024%, 10/15/09		2,320		2,309
Boeing
4.875%, 02/15/20		2,760		2,793
Burlington Northern Santa Fe
7.290%, 06/01/36		200		239
Cedar Brakes I LLC
8.500%, 02/15/14 (B)		1,135		1,119
Continental Airlines
6.545%, 02/02/19		182		173
5.983%, 04/19/22 (C)		3,329		2,880
Continental Airlines, Ser 971A
7.461%, 04/01/15 (C)		1,397		1,216
Continental Airlines, Ser 99-2
7.256%, 03/15/20		1,262		1,148
Continental Airlines, Ser AMBC
6.236%, 03/15/20		2,045		1,759
CSX MTN
9.780%, 02/14/11		100		108
7.375%, 02/01/19		210		244
6.300%, 03/15/12		110		118
Delta Air Lines
7.379%, 05/18/10		1,139		1,113
6.821%, 08/10/22		2,276		2,014
6.619%, 03/18/11		311		302
Delta Air Lines, Ser 2001-1
7.111%, 09/18/11 (C)		14,850		14,330
General Electric
5.250%, 12/06/17		250		255
Northrop Grumman Systems
7.750%, 03/01/16		200		234
Northwest Airlines, Ser 1A-2
6.841%, 04/01/11		4,500		4,230
Systems 2001 AT LLC
6.664%, 09/15/13 (B)		198		194
Tyco International Group
6.750%, 02/15/11		1,170		1,236
6.375%, 10/15/11		5,490		5,869
6.000%, 11/15/13		1,945		2,092
Union Pacific Railroad 2003 Pass Through Trust
4.698%, 01/02/24		179		168
United Air Lines
6.602%, 09/01/13		108		106
United Parcel Service
4.500%, 01/15/13 (C)		6,720		7,212
United Technologies
5.400%, 05/01/35		670		684
Waste Management
7.375%, 05/15/29		5		5
7.125%, 12/15/17		1,720		1,904
7.100%, 08/01/26		1,375		1,483

				59,347


Information Technology — 0.2%
Cisco Systems
5.900%, 02/15/39 (C)		2,030		2,169
Dell
5.875%, 06/15/19 (C)		1,165		1,225
3.375%, 06/15/12		15		16
Hewlett-Packard
4.750%, 06/02/14		4,222		4,519
2.950%, 08/15/12		80		82
International Business Machines
7.625%, 10/15/18 (C)		1,220		1,497
Oracle
5.000%, 07/08/19		450		470

				9,978


Materials — 0.9%
Alcoa
6.000%, 07/15/13 (C)		4,180		4,296
Barrick Gold
6.950%, 04/01/19		2,185		2,540
Codelco
4.750%, 10/15/14 (B)		900		953
Dow Chemical
8.550%, 05/15/19		4,915		5,354
4.850%, 08/15/12		3,705		3,795
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		7,725		8,053
International Paper
7.500%, 08/15/21		1,555		1,576
PPG Industries
6.650%, 03/15/18		615		672
5.750%, 03/15/13		615		653
Rio Tinto Finance USA
9.000%, 05/01/19		2,250		2,695
6.500%, 07/15/18		5,080		5,469
5.875%, 07/15/13		2,605		2,768


18		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Stauffer Chemical
5.859%, 04/15/18 (E)(I)(J)	$	860	$	178
5.729%, 04/15/17 (E)(I)(J)		350		81
5.208%, 04/15/10 (E)(I)(J)		300		167
Vale Overseas
6.875%, 11/21/36		3,368		3,372
Weyerhaeuser
6.750%, 03/15/12		410		423

				43,045


Sovereign — 0.7%
Canadian Government Bond
4.000%, 12/01/31		1,221		1,553
Federal Republic of Brazil
7.125%, 01/20/37		3,320		3,669
Poland Government International Bond
6.375%, 07/15/19		4,550		4,881
Province of Ontario Canada
4.100%, 06/16/14		8,995		9,445
Republic of Korea
7.125%, 04/16/19		7,140		8,071
Republic of South Africa
6.875%, 05/27/19		2,745		2,947
Russian Federation Registered
7.500%, 03/31/30 (F)		1,034		1,060
Russian Foreign Bond - Eurobond
7.500%, 03/31/30 (F)		361		370
United Mexican States MTN
7.500%, 04/08/33		218		245
6.375%, 01/16/13		350		380
5.625%, 01/15/17		84		85
United Mexican States, Ser A MTN
6.750%, 09/27/34		798		828

				33,534


Telecommunication Services — 2.0%
America Movil
5.625%, 11/15/17		1,450		1,454
AT&T
6.700%, 11/15/13		500		566
6.550%, 02/15/39		8,320		9,078
5.600%, 05/15/18		400		422
5.100%, 09/15/14 (C)		2,410		2,605
AT&T, Ser 2002-
8.000%, 11/15/31		1,250		1,552
BellSouth
4.750%, 11/15/12 (C)		190		203
British Telecommunications
9.625%, 12/15/30		2,825		3,553
9.125%, 12/15/10		1,460		1,573
5.950%, 01/15/18 (C)		1,011		1,030
Deutsche Telekom International Finance
5.750%, 03/23/16		2,175		2,315
Deutsche Telekom International Finance BV
6.000%, 07/08/19		325		351
France Telecom
7.750%, 03/01/11		1,825		1,984
GTE
8.750%, 11/01/21		600		738
Historic TW
9.150%, 02/01/23		500		612
New Cingular Wireless Services
8.125%, 05/01/12 (C)		1,255		1,428
News America
6.900%, 08/15/39 (B)		1,390		1,463
6.650%, 11/15/37 (C)		260		267
6.200%, 12/15/34		315		306
5.650%, 08/15/20 (B) (C)		980		1,008
News America Holdings
8.875%, 04/26/23		200		229
Qwest
7.500%, 10/01/14 (C)		3,310		3,281
Reed Elsevier Capital
8.625%, 01/15/19 (C)		2,460		2,992
Rogers Communications
6.375%, 03/01/14		6,155		6,788
Royal
8.000%, 10/01/10		5,100		5,403
Sprint Capital
8.750%, 03/15/32 (C)		390		324
8.375%, 03/15/12		5,300		5,333
6.900%, 05/01/19		120		101
TCI Communications
7.125%, 02/15/28		400		424
Telecom Italia Capital
6.999%, 06/04/18		3,980		4,375
5.250%, 11/15/13		580		607
5.250%, 10/01/15		370		384
4.950%, 09/30/14		1,320		1,362
Telefonica Emisiones
5.984%, 06/20/11		2,300		2,449
Telefonica Emisiones SAU
5.877%, 07/15/19		115		125
Verizon Communications
8.950%, 03/01/39 (C)		5,410		7,386
6.400%, 02/15/38 (C)		660		716
6.100%, 04/15/18		1,580		1,718
5.500%, 02/15/18 (C)		2,810		2,951
Verizon Global Funding
7.375%, 09/01/12		1,730		1,962
6.875%, 06/15/12		465		517
Verizon Maryland
7.150%, 05/01/23		600		614
Verizon Wireless Capital LLC
8.500%, 11/15/18 (B) (C)		2,910		3,665
7.375%, 11/15/13 (B) (C)		6,985		8,007
5.550%, 02/01/14 (B)		1,080		1,168
3.750%, 05/20/11 (B) (C)		4,320		4,461

				99,850


Utilities — 1.5%
Allegheny Energy Supply
8.250%, 04/15/12 (B)(C)(H)(I)		1,955		2,120
Appalachian Power
5.950%, 05/15/33		200		198
Arizona Public Services
8.000%, 12/30/15		608		596
Carolina Power & Light
5.300%, 01/15/19		400		427


19		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CenterPoint Energy Houston Electric LLC
7.000%, 03/01/14	$	150	$	167
Cleveland Electric Illuminating
7.880%, 11/01/17		310		368
Consolidated Edison of New York
7.125%, 12/01/18		224		263
Dominion Resources
8.875%, 01/15/19		6,160		7,742
5.700%, 09/17/12		3,560		3,872
4.750%, 12/15/10		740		763
Dominion Resources, Ser D
5.125%, 12/15/09		850		858
DPL
6.875%, 09/01/11		3,620		3,837
Duke Energy
6.300%, 02/01/14		2,810		3,100
5.625%, 11/30/12		425		466
Exelon
5.625%, 06/15/35		2,605		2,387
FirstEnergy Solutions
6.800%, 08/15/39 (B)		1,640		1,675
6.050%, 08/15/21 (B)		1,395		1,410
4.800%, 02/15/15 (B)		985		1,007
FirstEnergy, Ser B
6.450%, 11/15/11		18		19
FirstEnergy, Ser C
7.375%, 11/15/31		4,085		4,510
Hydro Quebec, Ser JL
6.300%, 05/11/11 (C)		1,050		1,138
KCP&L Greater Missouri Operations
11.875%, 07/01/12		2,525		2,866
8.270%, 11/15/21		2,894		2,865
Nevada Power
8.250%, 06/01/11		5,245		5,720
Niagara Mohawk Power
4.881%, 08/15/19 (B)		180		182
Nisource Finance
6.800%, 01/15/19		3,547		3,597
Oncor Electric Delivery
6.800%, 09/01/18 (C)		4,135		4,701
Pacific Gas & Electric
8.250%, 10/15/18		1,130		1,424
6.050%, 03/01/34		3,275		3,570
5.800%, 03/01/37		840		890
Pacificorp
6.250%, 10/15/37		2,310		2,635
5.650%, 07/15/18		100		109
5.500%, 01/15/19		400		433
Power Contract Financing
6.256%, 02/01/10 (B)		653		645
Progress Energy
6.850%, 04/15/12		1,715		1,877
Public Service of New Mexico
7.950%, 05/15/18		3,000		2,999
Sempra Energy
8.900%, 11/15/13		400		468
6.500%, 06/01/16		135		149
Southern
4.150%, 05/15/14		85		87
Southern California Edison
4.650%, 04/01/15		200		212
Texas-New Mexico Power
9.500%, 04/01/19 (B)		875		1,022
TXU
6.500%, 11/15/24		410		195
TXU, Ser P
5.550%, 11/15/14		370		238
TXU, Ser R
6.550%, 11/15/34		4,385		1,980
Virginia Electric and Power
5.400%, 04/30/18		300		318

				76,105

Total Corporate Obligations (Cost $1,352,741) ($ Thousands)				1,301,140


U.S. TREASURY OBLIGATIONS — 11.3%
U.S. Treasury Bills
0.140%, 11/19/09 (E)		8,430		8,428


U.S. Treasury Bonds
2.145%, 02/15/13 (E)		1,000		939
2.677%, 05/15/14 (E)		2,150		1,916
7.500%, 11/15/16		6,300		8,077
8.750%, 05/15/17		6,500		8,939
8.875%, 08/15/17		5,100		7,091
3.678%. 08/15/17 (E)		4,000		3,009
8.875%, 02/15/19		7,358		10,559
4.454%, 05/15/20 (E)		1,300		844
8.750%, 08/15/20		3,450		4,996
7.125%, 02/15/23 (C)		3,742		4,957
6.250%, 08/15/23		9,565		11,837
6.125%, 11/15/27		150		188
5.375%, 02/15/31 (C)		21,419		25,057
5.294%, 02/15/21 (E)		200		124
4.250%, 05/15/36 (C)		23,658		23,920
3.500%, 02/15/36 (C)		33,977		30,017
4.500%, 08/15/39 (C)		21,382		22,535
4.500%, 05/15/38		2,082		2,193

				167,198


U.S. Treasury Inflation-Protected Securities
2.000%, 01/15/16		11,126		12,303
2.375%, 01/15/25 (C)		15,920		18,615
2.000%, 01/15/26 (C)		5,620		5,934
2.375%, 01/15/27 (C)		11,979		13,121
1.750%, 01/15/28 (C)		25,844		24,804
3.625%, 04/15/28 (C)		23,200		37,291
3.875%, 04/15/29		1,540		2,533

				114,601


U.S. Treasury Notes
1.125%, 06/30/11		431		433
1.000%, 07/31/11		3,342		3,347
1.875%, 06/15/12		2,007		2,033
1.500%, 07/15/12 (C)		16,131		16,163
1.750%, 08/15/12		979		987
1.875%, 02/28/14		1,000		986
2.625%, 06/30/14 (C)		28,616		28,989
2.625%, 07/31/14 (C)		44,157		44,681
2.375%, 08/31/14		15,523		15,512


20		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.375%, 03/31/16 (C)	$	4,020	$	3,884
3.250%, 07/31/16 (C)		11,000		11,168
3.000%, 08/31/16		20,100		20,056
4.625%, 02/15/17		1,000		1,100
3.750%, 11/15/18		11,000		11,299
2.750%, 02/15/19 (C)		6,701		6,343
3.125%, 05/15/19 (C)		60,395		58,961
3.625%, 08/15/19		7,166		7,300

				233,242


U.S. Treasury STRIPS
2.814%, 02/15/14 (E)		8,550		7,692
3.108%, 08/15/16 (E)		5,100		4,044
4.278%, 02/15/17 (E)		15,420		11,903
3.528%, 11/15/17 (E)		3,250		2,408
3.459%, 05/15/18 (C) (E)		4,360		3,201
3.913%, 08/15/20 (E)		4,550		2,909
4.183%, 11/15/20 (E)		1,000		630
4.684%, 11/15/21 (E)		13,050		7,813
6.336%, 05/15/24 (E)		400		209
3.835%, 05/15/30 (E)		9,150		3,744

				44,553

Total U.S. Treasury Obligations (Cost $554,839) ($ Thousands)				568,022


ASSET-BACKED SECURITIES — 4.3%

Automotive — 0.4%
Americredit Prime Automobile Receivable, Ser 2007-1, Cl A3
5.270%, 11/08/11		1,535		1,545
Bank of America Auto Trust
3.520%, 06/15/16 (B)		200		203
2.670%, 07/15/13 (B)		600		605
Chrysler Financial Auto Securitization Trust, Cl A3
2.820%, 01/15/16		250		251
Daimler Chrysler Auto Trust
1.206%, 10/08/09 (A)		256		256
Daimler Chrysler Auto Trust, Ser 2007-A, Cl A4
5.280%, 03/08/13		3,055		3,181
Ford Credit Auto Owner Trust, Cl A3
2.790%, 08/15/13		350		356
Ford Credit Auto Owner Trust, Cl A4
4.500%, 07/15/14		300		307
Harley-Davidson Motorcycle Trust, Cl A4
3.320%, 02/15/17		791		797
Harley-Davidson Motorcycle Trust, Ser 2006-3, Cl A4
5.220%, 06/15/13		1,148		1,190
Harley-Davidson Motorcycle Trust, Ser 2009-1, Cl A4
4.550%, 01/15/17		1,839		1,909
Honda Auto Receivables Owner Trust, Cl A3
2.310%, 05/15/13		200		201
Honda Auto Receivables Owner Trust, Cl A4
3.300%, 09/15/15		3,162		3,226
Nissan Auto Receivables Owner Trust, Ser 2009-A, Cl A4
4.740%, 08/17/15		1,896		1,959
Triad Auto Receivables Owner Trust, Ser 2006-C, Cl A3
5.410%, 08/12/11		1,277		1,282
5.260%, 11/14/11		665		668
World Omni Auto Receivables Trust, Ser 2009-A, Cl A4
5.120%, 05/15/14		1,970		2,079

				20,015


Credit Cards — 0.8%
American Express Credit Account Master Trust, Cl A
1.504%, 10/15/09 (A)		4,966		4,966
BA Credit Card Trust, Cl A12
0.293%, 09/15/09 (A)		1,172		1,145
BA Credit Card Trust, Cl A6
0.333%, 09/15/09 (A)		830		779
BA Credit Card Trust, Ser 2006-A8, Cl A8
0.303%, 09/15/09 (A)		1,559		1,471
Capital One Multi-Asset Execution Trust, Ser 2006-A11, Cl A11
0.363%, 09/15/09 (A)		4,156		3,768
Capital One Multi-Asset Execution Trust, Ser 2008-A3, Cl A3
5.050%, 02/15/16		6,505		6,941
Chase Issuance Trust, Cl A9
4.260%, 05/15/13		1,069		1,116
Discover Card Master Trust I, Cl A1
0.303%, 09/15/09 (A)		859		838
Discover Card Master Trust I, Ser 2006-2, Cl A3
0.353%, 09/15/09 (A)		4,956		4,691
Discover Card Master Trust, Ser 2007-A2, Cl A2
0.969%, 09/15/09 (A)		7,500		7,241
MBNA Master Credit Card Trust, Ser 1997-B, Cl A
0.433%, 09/15/09 (A)		7,690		7,468

				40,424


Mortgage Related Securities — 0.7%
ABFS Mortgage Loan Trust
4.763%, 09/15/33 (F)		9		8
ABS Home Equity, Ser 2001-HE3, Cl A1
0.813%, 09/15/09 (A)		255		165
ACE Securities, Ser 2006-SL3, Cl A1
0.366%, 09/25/09 (A)		6,948		847
AFC Home Equity Loan Trust, Ser 2000-1, Cl 2A
0.506%, 09/25/09 (A)		2,592		887
Citigroup Mortgage Loan Trust, Ser 2007-AHL1, Cl A2A
0.306%, 09/25/09 (A)		813		718


21		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Conseco Finance Home Loan Trust, Ser 2001-D, Cl A5
6.190%, 09/15/09 (A)	$	5,602	$	4,892
Contimortgage Home Equity Trust, Ser 1997-2, Cl A9
7.090%, 04/15/28		12		11
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A
1.093%, 09/15/09 (A)		310		165
EMC Mortgage Loan Trust, Ser 2002-AA, Cl A1
0.736%, 09/25/09 (A) (B)		1,005		755
Equivantage Home Equity Loan Trust, Ser 1997-2, Cl A3
7.775%, 07/25/28 (F)		158		101
GMAC Mortgage Loan Trust, Ser 2007-HE2, Cl A6
6.249%, 12/25/37 (F)		964		376
GSAA Trust, Ser 2005-6, Cl A3
0.636%, 09/25/09 (A)		4,100		2,300
HFC Home Equity Loan Asset Backed Certificates, Cl A2F
5.600%, 03/20/36 (F)		750		757
HFC Home Equity Loan Asset Backed Certificates, Cl A1
0.543%, 09/21/09 (A)		299		252
0.433%, 09/21/09 (A)		705		598
Home Equity Asset Trust, Ser 2007-2, Cl 2A1
0.376%, 09/25/09 (A)		3,893		3,579
Indymac Home Equity Loan Asset-Backed Trust, Cl AV
0.526%, 09/25/09 (A)		44		22
Morgan Stanley ABS Capital I, Cl M1
1.016%, 09/25/09 (A)		385		321
Morgan Stanley Capital I, Ser 2007-HE2, Cl A2A
0.306%, 09/25/09 (A)		483		416
Morgan Stanley Home Equity Loans , Ser 2007-1, Cl A1
0.316%, 09/25/09 (A)		449		416
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S
5.858%, 01/25/47 (F)		31		17
MSDWCC Heloc Trust, Cl A
0.806%, 09/25/09 (A)		97		58
Nationstar Home Equity Loan Trust, Ser 2006-B, Cl AV3
0.436%, 09/25/09 (A)		6,400		3,578
Option One Mortgage Loan Trust, Ser 2001-4, Cl A
0.866%, 09/25/09 (A)		272		202
Option One Mortgage Loan Trust, Ser 2007-14, Cl 2A3
0.406%, 09/25/09 (A)		17,000		3,927
Option One Mortgage Loan Trust, Ser 2007-5, Cl 2A4
0.566%, 09/25/09 (A)		10,000		3,398
Residential Funding Mortgage Securities II, Ser 2000-HI1, Cl AI7
8.290%, 02/25/25 (F)		1,106		901
Residential Funding Mortgage Securities II, Ser 2007-HSA3, Cl AI2
5.886%, 10/25/09 (A)		491		438
Salomon Brothers Mortgage Securities VII, Cl A
3.450%, 04/25/32 (B)(F)		441		358
Security National Mortgage Loan Trust, Ser 2007-1A, Cl 2A
0.616%, 09/25/09 (A)(B)(I)(J)		1,126		438
Soundview Home Equity Loan Trust, Ser 2007-OPT1, Cl 2A1
0.346%, 09/25/09 (A)		5,193		3,885
Terwin Mortgage Trust, Ser 2005- 9HGS, Cl A1
4.000%, 10/25/09 (A) (B)		708		652
Terwin Mortgage Trust, Ser 2006- 6, Cl 1A2
4.202%, 10/25/09 (A)		10,000		778
UCFC Home Equity Loan, Ser 1998-D, Cl MF1
6.905%, 04/15/30		36		26

				36,242


Other Asset-Backed Securities — 2.4%
Amortizing Residential Collateral Trust CMO, Ser 2002-BC1, Cl A
0.946%, 09/25/09 (A)		483		388
CenterPoint Energy Transition Bond LLC, Ser 2008-A, Cl A1
4.192%, 02/01/20		1,774		1,843
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2002-1, Cl 2A2
0.766%, 09/25/09 (A)		1,069		652
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A7
4.277%, 11/25/34 (F)		1,191		1,021
Citicorp Residential Mortgage Securities, Ser 2006-1, Cl A2
5.682%, 07/25/36 (F)		442		438
Citicorp Residential Mortgage Securities, Ser 2006-2, Cl A5
6.036%, 09/25/36 (F)		6,340		3,945
Citigroup Mortgage Loan Trust, Ser 2007-SHL1, Cl A
0.666%, 09/25/09 (A) (B)		1,311		626
CNH Equipment Trust, Ser 2009-B, Cl A3
2.970%, 03/15/13		215		218
Conseco Finance Home Loan Trust, Ser 2000-E, Cl M1
8.130%, 09/15/09 (A)		2,270		2,212
Conseco Finance Securitizations, Ser 2000-4, Cl A6
8.310%, 10/01/09 (A)		793		492


22		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Countrywide Asset-Backed Certificates, Cl A
0.926%, 09/25/09 (A)	$	71	$	35
Countrywide Asset-Backed Certificates, Cl M1
0.756%, 09/25/09 (A)		320		259
Countrywide Asset-Backed Certificates, Cl A1
0.596%, 09/25/09 (A) (B)		501		217
Countrywide Asset-Backed Certificates, Ser 2001-BC3, Cl A
0.746%, 09/25/09 (A)		54		29
Countrywide Asset-Backed Certificates, Ser 2003-BC2, Cl 2A1
0.866%, 09/25/09 (A)		115		54
Countrywide Asset-Backed Certificates, Ser 2005-17, Cl 1AF3
5.711%, 10/25/09 (A)		10,000		3,861
Countrywide Asset-Backed Certificates, Ser 2006-15, Cl A3
5.689%, 10/25/09 (A)		208		100
Countrywide Asset-Backed Certificates, Ser 2007-7, Cl 2A2
0.426%, 09/25/09 (A)		7,500		4,381
Countrywide Asset-Backed Certificates, Ser 2007-QH1, Cl A1
0.466%, 09/25/09 (A) (B)		1,433		962
Countrywide Asset-Backed Certificates, Ser 2007-SD1, Cl A1
0.716%, 09/25/09 (A) (B)		1,008		371
Countrywide Home Equity Loan Trust, Ser 2004-K, Cl 2A
0.573%, 09/15/09 (A)		981		382
Countrywide Home Equity Loan Trust, Ser 2005-F, Cl 2A
0.513%, 09/15/09 (A)		2,261		792
Credit Suisse First Boston Mortgage Securities, Ser 2001-MH29, Cl A
5.600%, 09/25/31 (F)		548		499
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2
5.501%, 12/25/36 (F)		1,012		775
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF4
5.704%, 12/25/36 (F)		1,695		976
Credit-Based Asset Servicing and Securitization LLC, Ser 2007-CB4, Cl A1A
0.356%, 09/25/09 (A)		5,239		4,188
Credit-Based Asset Servicing and Securitization LLC, Ser 2007-RP1, Cl A
0.576%, 09/25/09 (A) (B)		14,542		8,460
Daimler Chrysler Master Owner Trust, Ser 2006-A, Cl A
0.303%, 09/15/09 (A)(I)		454		452
Diamond Investment Grade CDO, Ser 1X, Cl A1
4.775%, 10/11/14 (I)(J)		4,692		4,340
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A		3,452		2,808
Embarcadero Aircraft Securitization Trust, Ser 2000-A, Cl A1
0.753%, 09/15/09 (A) (B)		4,046		1,234
Equity One, Ser 2003-2, Cl M1
5.050%, 10/25/09 (A)		690		582
Fieldstone Mortgage Investment, Ser 2007-A, Cl 2A2
0.536%, 09/25/09 (A)		2,000		564
First Horizon Asset Back Trust, Ser 2004-HE2, Cl A
0.486%, 09/25/09 (A)		1,240		932
First Horizon Asset Back Trust, Ser 2006-HE2, Cl A
0.396%, 09/25/09 (A)		678		297
Ford Credit Floorplan Master Owner Trust, Ser 2006-4, Cl A
0.523%, 09/15/09 (A)(I)		2,351		2,199
GMAC Mortgage Loan Trust, Ser 2005-HE3, Cl A1VN
0.526%, 09/25/09 (A)		7,222		1,707
Green Tree Financial, Ser 1996-5, Cl A6
7.750%, 07/15/27		553		546
GSAMP Trust, Ser 2003-SEA, Cl A1
0.666%, 09/25/09 (A)		2,044		1,138
GSAMP Trust, Ser 2006-SD2, Cl A1
0.376%, 09/25/09 (A) (B)		3,768		3,429
John Deere Owner Trust, Cl A3
2.590%, 10/15/13		300		303
JPMorgan Mortgage Acquisition, Ser 2007-CH1, Cl AF6
5.501%, 11/25/36 (F)		9,605		6,425
Lehman XS Trust, Ser 2005-5N, Cl 1A1
0.566%, 09/25/09 (A)		5,059		2,633
Lehman XS Trust, Ser 2005-7N, Cl 1A1B
0.566%, 09/25/09 (A)		3,821		1,040
Lehman XS Trust, Ser 2006-GP1, Cl A4A
0.596%, 09/25/09 (A)		8,114		777
Lone Star CDO Funding, Ser IX, Cl A
1.664%, 12/15/12 (I)(J)		4,169		3,773
Merrill Lynch Mortgage Investors, Ser 2006-WMC2, Cl A2D
5.895%, 03/25/37 (F)		5,645		2,098
Merrill Lynch Mortgage Investors, Ser 2006-WMC2, Cl A2B
5.609%, 03/25/37 (F)		261		137


23		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/38	$	2,848	$	2,295
Mid-State Trust, Ser 2006-1, Cl A
5.787%, 10/15/40 (B)		6,888		5,835
MSCC Heloc Trust, Ser 2005-1, Cl A
0.456%, 09/25/09 (A)		539		227
Nelnet Student Loan Trust, Ser 2008-4, Cl A4
1.984%, 10/26/09 (A)		4,540		4,578
Oakwood Mortgage Investors, Ser 2002-C, Cl AIO, IO
6.000%, 08/15/10		4,961		238
Oncor Electric Delivery Transition Bond, Ser 2003-1, Cl A2
4.030%, 02/15/12		334		339
Origen Manufactured Housing, Ser 2002-A, Cl A1
0.513%, 09/15/09 (A)		41		37
Popular ABS Mortgage Pass-Through Trust, Ser 2007-A, Cl A3
0.576%, 09/25/09 (A)		10,380		3,542
RAAC Series, Ser 2007-RP4, Cl A
0.616%, 09/25/09 (A)(B)(J)		16,548		7,312
RAAC Series, Ser 2007-SP3, Cl A1
1.466%, 09/25/09 (A)		467		300
SLC Student Loan Trust, Cl A4A
2.229%, 09/15/09 (A)		4,565		4,553
SLM Student Loan Trust, Cl A4L
0.779%, 09/15/09 (A)		477		470
SLM Student Loan Trust, Cl A4
2.204%, 10/26/09 (A)		1,765		1,801
0.849%, 09/15/09 (A)		622		618
0.829%, 09/15/09 (A)		476		471
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.604%, 10/26/09 (A)		3,928		3,809
SLM Student Loan Trust, Ser 2008-8, Cl A4
2.154%, 10/26/09 (A)		4,757		4,786
Structured Asset Receivables Trust, Ser 2003-1, Cl CTFS
1.004%, 10/21/09 (A)(B)(I)(J)		840		814
Swift Master Auto Receivables Trust, Ser 2007-1, Cl A
0.373%, 09/15/09 (A)(I)(J)		1,249		1,205
Wells Fargo Home Equity Trust, Ser 2007-2, Cl A1
0.356%, 09/25/09 (A)		3,185		2,841

				121,661

Total Asset-Backed Securities (Cost $288,154) ($ Thousands)				218,342


U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.0%
FHLB
5.500%, 08/13/14		8,500		9,587
5.000%, 11/17/17		5,000		5,410
FHLB
0.150%, 09/16/09 (E)		4,930		4,930
0.140%, 09/18/09 (E)		5,150		5,150
FHLMC
5.500%, 07/18/16		4,000		4,501
5.625%, 11/23/35		1,620		1,656
FICO STRIPS, PO
0.000%, 02/08/18 to 09/269/19 (E)		18,840		12,736
0.000%, 08/03/18 (E)		3,450		2,334
FNMA CMO
0.516%, 09/25/09 (A)		721		704
FNMA CMO, Cl BP
5.900%, 02/25/15		965		987
FNMA CMO, Cl US
23.593%, 09/25/09 (A)		1,511		1,852
FNMA DN
5.250%, 08/01/12		2,800		2,993

Total U.S. Government Agency Obligations (Cost $52,194) ($ Thousands)				52,840


PURCHASED OPTION — 0.0%
September 2009 90Day EURO Future Put, Expires 09/17/09, Expires 09/19/09 Strike Price *		116		1


Total Purchased Option (Cost $9) ($ Thousands)				1


MUNICIPAL BOND — 0.1%
North Texas Tollway Authority, RB
6.718%, 01/01/49		2,135		2,299


Total Municipal Bonds (Cost $2,135) ($ Thousands)				2,299


PREFERRED STOCK — 0.0%
GMAC Preferred Blocker, 0.000% *		1		299
Zurich RegCaPS Funding Trust, 1.214% (A) (B)		—		222


Total Preferred Stock (Cost $309) ($ Thousands)				521


COMMERCIAL PAPER — 0.0%
BNP Paribas Finance
0.250%, 11/23/09		1,545		1,544


Total Commercial Paper (Cost $1,544) ($ Thousands)				1,544


24		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


Description	Notional Amount ($ Thousands)/Shares/Contracts		Market Value ($ Thousands)
CASH EQUIVALENTS — 5.4%
Evergreen Institutional Money Market Fund, Cl I, 0.170%**	41,965,713		$	41,966
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.100%**†	229,280,421			229,280


Total Cash Equivalents (Cost $271,246) ($ Thousands)				271,246


AFFILIATED PARTNERSHIP — 7.9%
SEI Liquidity Fund, L.P., 0.820% **†(G)	408,117,509			398,310


Total Affiliated Partnership (Cost $408,118) ($ Thousands)				398,310


Total Investments — 108.1% (Cost $5,646,310)($ Thousands) §			$	5,453,342


WRITTEN SWAPTION — 0.0%
U.S. Swaption Call, Deutsche Bank	(470,000	)		(6	)
U.S. Swaption Put, Deutsche Bank	(470,000	)		(21	)

Total Written Swaption (Premiums Received $30) ($ Thousands)				(27	)


WRITTEN OPTIONS — 0.0%
December 2009 U.S. Long Bond Future Call, Expires 11/21/09, Strike Price $121.00	(260	)		(609	)
March 2010 90 Day EURO$ Future Call, Expires 03/20/10, Strike Price $99.00	(167	)		(182	)
March 2010 90 Day EURO$ Future Call, Expires 03/20/10, Strike Price $98.88	(67	)		(21	)
March 2010 90 Day EURO$ Future Put, Expires 03/20/10, Strike Price $98.75	(100	)		(27	)
Sept 2009 90 Day EURO$ Future Call, Expires 09/19/09, Strike Price $99.25	(118	)		(123	)
Sept 2009 90 Day EURO$ Future Put, Expires 09/19/09, Strike Price $99.00	(156	)		(1	)
Sept 2009 90 Day EURO$ Future Put, Expires 09/19/09, Strike Price $99.13	(116	)		—

Total Written Options (Premiums Received $870) ($ Thousands)				(963	)


25		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009

A summary of outstanding swap agreements held by the Fund at August 31, 2009, is as follows:


Credit Default Swaps

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate		Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($Thousands)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	3,850		$	(1,175	)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	5,500			(1,729	)
Barclays Bank PLC	Abx.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(4,680	)		(2,569	)
Barclays Bank PLC	Abx.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(4,600	)		(268	)
Barclays Bank PLC	Abx.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(4,000	)		(196	)
Barclays Bank PLC	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	16,235			(5,191	)
Barclays Bank PLC	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/49	2,000			408
Barclays Bank PLC	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/49	2,000			387
Citigroup	Abx.HE.AAA 06-2 Index	SELL	0.11		05/25/46	(2,100	)		(563	)
Citigroup	Abx.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(3,545	)		(1,935	)
Citigroup	Abx.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(8,100	)		12
Citigroup	Abx.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(5,500	)		(101	)
Citigroup	Arrow Electric, 6.875% 06/01/2018	BUY	(0.82	)	03/20/14	1,485			(4	)
Citigroup	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	2,110			(655	)
Citigroup	Darden Restaurants Inc, 7.125% 02/01/2016	BUY	(2.40	)	03/20/15	1,200			(72	)
Citigroup	Darden Restaurants Inc, 6.000% 08/15/2035	BUY	(2.73	)	03/20/14	1,435			(95	)
Citigroup	Dr Horton Inc, 5.375% 6/15/2012	BUY	(1.00	)	09/20/16	1,020			(46	)
Citigroup	Hewlett Packard, 5.400% 03/01/2017	BUY	(0.72	)	03/20/14	1,485			(31	)
Citigroup	Home Depot, 5.875% 12/16/2036	BUY	(2.67	)	03/20/14	5,100			(458	)
Citigroup	Kb Home, 5.750% 2/01/2014	BUY	(1.00	)	09/20/16	1,020			7
Citigroup	Lowes Companies Inc., 8.250% 06/01/2010	BUY	(1.20	)	03/20/14	5,320			(128	)
Citigroup	Nordstrom Inc., 6.950%, 03/15/2028	BUY	(3.15	)	03/20/14	1,135			(63	)
Credit Suisse	Abx.HE.AA 06-2 Index	SELL	0.17		05/25/46	(5,104	)		(466	)
Credit Suisse	Abx.HE.AAA 06-1 Index	SELL	0.09		08/25/37	(4,000	)		(667	)
Credit Suisse	Abx.HE.AAA 06-2 Index	SELL	0.17		05/25/46	(4,815	)		(405	)
Credit Suisse	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	390			(123	)
Credit Suisse	General Electric Corp 5.625% 09/15/2017	SELL	6.55		12/20/10	(2,570	)		169
Credit Suisse	Pulte Homes, Inc., 5.250% 1/15/2014	BUY	(1.00	)	09/20/16	2,250			(10	)
Credit Suisse	Target Corporation, 4.000% 6/15/2013	BUY	(1.00	)	12/20/14	1,280			15
Credit Suisse	Toll Brothers Inc 5.150% 05/15/2015	BUY	(1.00	)	09/20/16	6,700			(28	)
Deutsche Bank	Centex Corporation, 5.250% 06/15/2015	BUY	(4.40	)	12/20/13	600			(95	)
Deutsche Bank	D.R. Horton, Inc. 5.375% 6/15/2012	BUY	(1.00	)	09/20/16	800			(13	)
Deutsche Bank	Darden Restaurants Inc, 7.125% 02/01/2016	BUY	(2.25	)	03/20/13	600			(23	)
Deutsche Bank	Darden Restaurants Inc, 6.000% 08/15/2035	BUY	(2.25	)	03/20/14	1,650			(74	)
Deutsche Bank	Kohl’S Corporation, 6.250% 12/15/2017	BUY	(1.00	)	12/20/14	1,280			9
Deutsche Bank	Nordstrom Inc., 6.950%, 03/15/2028	BUY	(2.10	)	03/20/14	1,675			(17	)
Deutsche Bank	Pulte Homes, Inc., 5.250% 1/15/2014	BUY	(1.00	)	09/20/16	3,050			(9	)
Deutsche Bank	Pulte Homes, Inc., 5.250% 1/15/2014	BUY	(1.00	)	09/20/16	2,250			33
Deutsche Bank	Target Corporation, 4.000% 6/15/2013	BUY	(1.00	)	12/20/14	1,280			15
Goldman Sachs	Abx.HE.AA 06-2 Index	SELL	0.17		05/25/46	(3,660	)		(316	)
Goldman Sachs	Abx.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(5,420	)		(1,174	)
Goldman Sachs	D.R. Horton, Inc. 5.375% 6/15/2012	BUY	(1.00	)	09/20/16	795			(13	)


26		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009

Credit Default Swaps (continued)


Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate		Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($Thousands)
Goldman Sachs	Pulte Homes, Inc., 5.250% 1/15/2014	BUY	(1.00	)	09/20/16	1,600		$	—
Merrill Lynch	Centex Corporation, 5.250% 06/15/2015	BUY	(3.56	)	12/20/12	1,970			(196	)
Merrill Lynch	Centex Corporation, 5.250% 06/15/2015	BUY	(3.56	)	12/20/12	1,375			(141	)
Morgan Stanley	Abx.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(2,100	)		(473	)
Morgan Stanley	Abx.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(5,200	)		(1,127	)
Morgan Stanley	CDX.LG HVOL.12 Index	SELL	5.00		04/20/14	(6,300	)		458
Morgan Stanley	Darden Restaurants Inc, 7.125% 02/01/2016	BUY	(2.25	)	03/20/13	600			(23	)
Morgan Stanley	Kohl’S Corporation, 6.250% 12/15/2017	BUY	(1.00	)	12/20/14	1,280			10
Morgan Stanley	Midamerican Energy Corp 4.625% 10/15/2013	SELL	4.00		03/20/11	(5,400	)		205
Royal Bank of Scotland	Abx.HE.AA 06-2 Index	SELL	0.17		05/25/46	(2,889	)		(243	)

								$	(19,187	)


Interest Rate Swaps

Counterparty	Fund Pays		Fund Receives	Termination Date	Notional Amount (Thousands)	Net Unrealized Appreciation (Depreciation) ($Thousands)
Deutsche Bank	2.90	%	3-Month LIBOR	02/28/14	87,200,000	$	(412	)

						$	(412	)

A summary of the outstanding forward foreign currency contracts held by the Fund at August 31, 2009, is as follows:


Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
11/4/09	GBP	9,109	USD	15,438	$	595
11/19/09	EUR	8,689	USD	12,513		45
11/19/09	USD	12,389	EUR	8,689		79
11/19/09	USD	13,556	GBP	7,980		(553	)

					$	166

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
90-Day Euro$	579		Mar-2010	$	894
90-Day Euro$	1,406		Jun-2010		718
90-Day Euro$	(26	)	Jun-2010		(214	)
90-Day Euro$	250		Sep-2010		160
90-Day Euro$	(26	)	Sep-2010		(198	)
90-Day Euro$	(26	)	Dec-2010		(179	)
90-Day Euro$	(26	)	Mar-2011		(158	)
90-Day Euro$	(26	)	Jun-2011		(140	)
U.S. 10-Year Treasury Note	(1,217	)	Dec-2009		(952	)
U.S. 10-Year Treasury Note	402		Dec-2009		252
U.S. 2-Year Treasury Note	273		Dec-2009		150
U.S. 5-Year Treasury Note	2,873		Dec-2009		1,513
U.S. Long Treasury Bond	187		Dec-2009		198

				$	2,044


27		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


	Number of Shares/ Face Amount ($Thousands)	Acquisition Date	Right to Acquire Date	Cost ($Thousands)		Market Value ($Thousands)		% of Net Assets
Allegheny Energy Supply	1,955	4/19/06	4/19/06	$	2,046	$	2,032	0.04	%

				$	2,046	$	2,032	0.04	%

Percentages are based on a Net Assets of $5,044,061 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

‡	Real Estate Investment Trust

†	Investment in Affiliated Security.

(A)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(B)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(C)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $398,570 ($ Thousands).

(D)	Security in default on interest payments.

(E)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(F)	Step Bonds — The rate reflected is the effective yield on August 31, 2009. The coupon on a bond changes on a specific date.

(G)	This security was purchased with cash collateral held from securities on loan. The total value of this security as of August 31, 2009 was $398,310 ($ Thousands).

(H)	Securities considered restricted. The total value of such securities as of August 31, 2009 was $2,120 ($ Thousands) and represented 0.04% of net assets.

(I)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $18,277 ($ Thousands) and represented 0.36% of net assets.

(J)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total value of such securities as of August 31, 2009 was $19,853 ($ Thousands) and represented 0.39% of net assets.

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

CDO — Collateralized Debt Obligation

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

IO — Interest Only - face amount represents notional amount

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PO — Principal Only

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

USD — United States Dollar

Amounts designated as “—” are $0 or have been rounded to $0.

§	At August 31, 2009, the tax basis cost of the Fund’s investments was $5,646,310

($ Thousands), and the unrealized appreciation and depreciation were $209,437

($ Thousands) and $(402,405)($ Thousands) respectively.

See end of Form N-Q Filing for FAS 157 disclosure


28		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009

Credit Default Swaps

On September 12, 2008, the FASB issued FASB Staff Position (“FSP”) No. FAS 133-1 and FASB Interpretation Number (“FIN”) 45-4 (“FSP 133-1”), Disclosures about Credit Derivatives and Certain Guarantees: An Amendment of FASB Statement No. 133 and FASB Interpretation No. 45; and Clarification of the Effective Date of FASB Statement No. 161. The FSP is intended to improve disclosures about credit derivatives by requiring more information about the potential adverse effects of changes in credit risk on the financial position, financial performance, and cash flows of the sellers of credit derivatives. It amends FASB Statement No. 133, Accounting for Derivative Instruments and Hedging Activities, to require disclosures by sellers of credit derivatives, including credit derivatives embedded in hybrid instruments. The FSP also amends FIN 45, Guarantor’s Accounting and Disclosure Requirements for Guarantees, Including Indirect Guarantees of Indebtedness to Others, to require an additional disclosure about the current status of the payment/performance risk of a guarantee. FSP 133-1 and FIN 45-4 is effective for reporting periods (annual or interim) ending after November 15, 2008. Management of the Fund is currently assessing the impact of adopting FSP No. FAS 133-1 and FIN 45-4.

The Fund enters into credit default swaps to simulate long and short bond positions that are either unavailable or considered to be less attractively priced in the bond market. The Fund uses these swaps to reduce risk where the Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. If a credit event occurs, the seller typically must pay the contingent payment to the buyer, which is typically the par value (full notional value) of the reference obligation, though the actual payment may be mitigated by terms of the International Swaps and Derivative Agreement (“ISDA”), allowing for netting arrangements and collateral. After a credit event occurs, this amount may be reduced by anticipated recovery rates, segregated collateral and netting arrangements that may incorporate multiple transactions with a given counterparty.

The contingent payment may be a cash settlement or a physical delivery of the reference obligation in return for payment of the face amount of the obligation. If the Fund is a buyer and no credit event occurs, the Fund may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, the Buyer receives a fixed rate of income throughout the term of the contract, which typically is between one month and five years, provided that no credit event occurs. If a credit event occurs, the seller may pay the buyer the full notional value of the reference obligation.

As of August 31, 2009, the Fund is the buyer (“receiving protection”) on a total notional amount of $82.3 million)1 and is the seller (“providing protection”) on a total notional amount of $80.0 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event were to occur. Those credit default swaps for which the Fund is providing protection at balance sheet date are summarized as follows:


WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS					CREDIT DEFAULT SWAP INDEX						Total
REFERENCE ASSET	Corporate Debt			Sovereign Debt		Asset Backed Securities			Corporate Debt			Total
Fair value written credit derivatives	$	374,751		$	—	$	(49,499,147	)	$	648,398		$	(48,475,998	)

Maximum potential amount of future payments		(7,970,000	)		—		(65,713,085	)		(6,300,000	)		(79,983,085	)

Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)¹		—			—		—			—			—

Collateral held by the partnership can obtain upon occurrence of triggering event		—			—		—			498,622			498,622

For purposes of quantifying this disclosure, potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included. If Management is unable to reasonably estimate the amount of potential recoveries from recourse provisions (for instance, because collateral agreements cover multiple derivative arrangements and their potential performance risks, not specific to selling credit protection on certain credit derivatives), that fact should be disclosed.


29		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

August 31, 2009


MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM

	0-6 MONTHS	6-12 MONTHS	1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
*Current credit spread on underlying (in basis points)¹**

0-1000	—	—	(7,970,000	)	—		—	(7,970,000	)

1001-3000	—	—	—		(24,945,000	)	—	(24,945,000	)

3001-5000	—	—	—		(2,100,000	)	—	(2,100,000	)

5001-7,000	—	—	—		(22,200,000	)	—	(22,200,000	)

> than 7,000	—	—	—		(16,468,085	)	—	(16,468,085	)


Total	—	—	(7,970,000	)	(65,713,085	)	—	(73,683,085	)

The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

1	If Management uses credit ratings to evaluate the credit risk of an underlying asset, it may use such ratings in its disclosure by replacing credit spreads by credit ratings.

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.


30		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 79.0%

Consumer Discretionary — 16.8%
Adelphia Communications (escrow security) (B)
10.250%, 06/15/11	$	125	$	3
7.875%, 01/15/09		250		6
7.750%, 05/01/09		75		1
Adelphia Communications, Ser B (escrow security)
9.500%, 02/15/04		25		1
America West Airlines LLC
8.057%, 07/02/20		1,646		1,366
American Airlines
13.000%, 08/01/16 (A)		2,040		2,086
American Greetings
7.375%, 06/01/16		800		684
AmeriGas Partners
7.125%, 05/20/16		270		259
Ameristar Casinos
9.250%, 06/01/14 (A)		2,100		2,147
Amscan Holdings
8.750%, 05/01/14		2,205		1,996
ARAMARK
8.500%, 02/01/15		2,750		2,668
Asbury Automotive Group
7.625%, 03/15/17		225		185
Ashtead Capital
9.000%, 08/15/16 (A)		2,959		2,597
Avis Budget Car Rental LLC
7.750%, 05/15/16		780		620
Beazer Homes USA
8.625%, 05/15/11		360		302
8.125%, 06/15/16		690		428
6.500%, 11/15/13		1,215		778
Belo
6.750%, 05/30/13		775		674
Blockbuster
9.000%, 09/01/12		1,250		653
Bon-Ton Department Stores
10.250%, 03/15/14		775		479
Boyd Gaming
7.125%, 02/01/16		1,690		1,407
Broder Brothers
12.000%, 10/15/13 (A)(B)		533		219
Brunswick
11.750%, 08/15/13		1,000		978
11.250%, 11/01/16 (A)		3,035		3,179
Burlington Coat Factory Warehouse
11.125%, 04/15/14		4,055		3,802
Caesars Entertainment
8.125%, 05/15/11		265		244
7.875%, 03/15/10		1,282		1,237
Carrols
9.000%, 01/15/13		325		316
CCH II LLC
10.250%, 09/15/10 (B)		1,225		1,361
CCH II LLC, Ser B
0.000%, 09/15/10 (B)		860		956
CCO Holdings LLC
0.000%, 11/15/13 (B)		3,535		3,570
Charter Communications Operating LLC
12.875%, 09/15/14 (A)(B)		3,875		4,204
Charter Communications Operating LLC
10.000%, 04/30/12 (A)(B)		4,845		4,881
Claire’s Stores
9.625%, 06/01/15		1,717		678
Dana (escrow security) (B)
7.000%, 03/01/09		175		4
7.000%, 03/15/28		200		5
6.500%, 03/15/08		100		3
6.500%, 03/01/29		1,100		27
Dave & Buster’s
11.250%, 03/15/14		2,391		2,319
Delta Air Lines
7.920%, 11/18/10		575		529
Denny’s Holdings
10.000%, 10/01/12		380		381
Dex Media
9.000%, 11/15/13 (B)(D)		1,020		194
9.000%, 11/15/13 (D)		1,625		309
Dex Media West, Ser B
9.875%, 08/15/13 (B)		2,710		569
8.500%, 08/15/10 (B)		1,500		1,245
DirecTV Holdings LLC
6.375%, 06/15/15		4,490		4,546
DISH DBS
7.125%, 02/01/16		2,770		2,659
DR Horton
6.500%, 04/15/16		475		439
6.000%, 04/15/11		730		726
5.625%, 01/15/16		600		537
Duane Reade
11.750%, 08/01/15 (A)		1,690		1,707
9.750%, 08/01/11		250		246
Eastman Kodak
7.250%, 11/15/13		995		779
El Dorado Casino Shreveport PIK
10.000%, 08/01/12		1,102		937
El Pollo Loco
11.750%, 12/01/12 (A)		2,250		2,351
Expedia
8.500%, 07/01/16 (A)		470		476
Eye Care Centers of America
10.750%, 02/15/15		600		619
Ferrellgas Partners
6.750%, 05/01/14 (A)		1,500		1,376
Fontainebleau Las Vegas
10.250%, 06/15/15 (A)(B)		3,500		122
Ford Motor
7.450%, 07/16/31		1,710		1,308
Galaxy Entertainment Finance
9.875%, 12/15/12 (A)		1,565		1,518
Gaylord Entertainment
8.000%, 11/15/13		1,215		1,109
6.750%, 11/15/14		260		219
General Motors
7.700%, 04/15/16 (B)		1,601		220


1		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
General Nutrition Centers PIK
6.404%, 09/15/09 (C)	$	1,280	$	1,117
Goodyear Tire & Rubber
10.500%, 05/15/16		1,070		1,142
9.000%, 07/01/15		1,286		1,305
8.625%, 12/01/11		831		840
Group 1 Automotive
8.250%, 08/15/13		100		90
Hanesbrands, Ser B
4.593%, 12/15/09 (C)		2,585		2,217
Harrah’s Operating
10.000%, 12/15/18 (A)		6,726		4,708
5.750%, 10/01/17		1,000		452
5.500%, 07/01/10		248		234
Harrahs Operating Escrow LLC
11.250%, 06/01/17 (A)		8,686		8,838
Hertz
10.500%, 01/01/16		955		941
8.875%, 01/01/14		3,145		3,011
HSN
11.250%, 08/01/16		1,520		1,581
Inergy
8.750%, 03/01/15 (A)		550		555
8.250%, 03/01/16		345		342
6.875%, 12/15/14		275		257
Interpublic Group
6.250%, 11/15/14		356		328
2.440%, 11/15/09 (C)		346		331
Interpublic Group of
10.000%, 07/15/17 (A)		585		611
Invista
9.250%, 05/01/12 (A)		1,010		991
Jarden
8.000%, 05/01/16		1,225		1,256
7.500%, 05/01/17		2,160		2,079
JC Penney
7.950%, 04/01/17		515		516
7.400%, 04/01/37		1,860		1,562
K. Hovnanian Enterprises
8.625%, 01/15/17		385		218
KAR Holdings
10.000%, 05/01/15		1,125		1,035
8.750%, 05/01/14		1,700		1,602
4.483%, 11/01/09 (C)		800		660
Lamar Media
7.250%, 01/01/13		900		866
6.625%, 08/15/15		2,285		2,045
Lamar Media, Ser B
6.625%, 08/15/15		350		306
Landry’s Restaurants
14.000%, 08/15/11		3,610		3,596
Levi Strauss
9.750%, 01/15/15		1,913		1,956
LIN Television, Ser B
6.500%, 05/15/13		195		147
M/I Homes
6.875%, 04/01/12		400		368
Macy’s Retail Holdings
10.625%, 11/01/10		400		408
8.875%, 07/15/15		3,595		3,641
5.900%, 12/01/16		1,155		1,018
Meritage Homes
7.000%, 05/01/14		995		876
6.250%, 03/15/15		205		176
MGM Mirage
13.000%, 11/15/13 (A)		1,460		1,628
11.125%, 11/15/17 (A)		1,580		1,710
10.375%, 05/15/14 (A)		775		816
8.500%, 09/15/10		150		145
7.625%, 01/15/17		820		586
7.500%, 06/01/16		5,640		4,033
6.875%, 04/01/16		1,010		722
6.750%, 09/01/12		1,070		853
6.750%, 04/01/13		3,185		2,421
6.625%, 07/15/15		380		273
5.875%, 02/27/14		3,085		2,221
Michaels Stores
11.375%, 11/01/16 (A)		21		18
MTR Gaming Group
12.625%, 07/15/14 (A)		2,200		2,145
Neiman-Marcus Group PIK
9.000%, 10/15/15		2,361		1,759
New Albertsons
7.250%, 05/01/13		375		366
Newell Rubbermaid
10.600%, 04/15/19		1,755		2,044
OSI Restaurant Partners
10.000%, 06/15/15		3,053		2,519
Peninsula Gaming LLC
10.750%, 08/15/17 (A)		1,900		1,815
8.375%, 08/15/15 (A)		1,250		1,225
Penn National Gaming
6.750%, 03/01/15		3,490		3,298
Penske Auto Group
7.750%, 12/15/16		1,700		1,496
Pinnacle Entertainment
8.250%, 03/15/12		223		223
7.500%, 06/15/15		2,095		1,823
Pokagon Gaming Authority
10.375%, 06/15/14 (A)		1,260		1,273
Quiksilver
6.875%, 04/15/15		945		600
RJ Tower
12.000%, 06/01/13 (B)		210		1
Royal Caribbean Cruises
11.875%, 07/15/15		900		940
7.250%, 06/15/16		1,970		1,601
7.000%, 06/15/13		925		821
6.875%, 12/01/13		2,974		2,573
RSC Equipment Rental
9.500%, 12/01/14		7,715		6,905
Ryland Group
8.400%, 05/15/17		1,505		1,528
5.375%, 05/15/12		165		162
Sally Holdings LLC
10.500%, 11/15/16		3,045		3,159
9.250%, 11/15/14		1,615		1,667
Sbarro
10.375%, 02/01/15		1,866		1,325
Scholastic
5.000%, 04/15/13		870		735


2		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Sealy Mattress
10.875%, 04/15/16 (A)	$	385	$	414
8.250%, 06/15/14		3,805		3,367
Seminole Hard Rock Entertainment
3.129%, 09/15/09 (A) (C)		600		456
Service International
7.375%, 10/01/14		1,035		1,014
6.750%, 04/01/15		1,545		1,464
Shingle Springs Tribal Group
9.375%, 06/15/15 (A)		1,945		1,381
Simmons
10.000%, 12/15/09 (B)(D)		6,595		2,044
Simmons Bedding
7.875%, 01/15/14 (B)		4,195		3,608
Sinclair Broadcast Group
8.000%, 03/15/12		3,160		2,607
Sirius XM Radio
9.750%, 09/01/15 (A)		2,330		2,330
Speedway Motorsports
8.750%, 06/01/16 (A)		1,750		1,803
Stanadyne Holdings
12.000%, 02/15/15		1,500		735
Stanadyne Holdings, Ser 1
10.000%, 08/15/14		475		381
Starwood Hotels & Resorts Worldwide
7.875%, 05/01/12		640		643
6.750%, 05/15/18		2,535		2,294
Station Casinos
6.875%, 03/01/16 (B)		960		34
6.625%, 03/15/18 (B)		2,090		73
Steinway Musical Instruments
7.000%, 03/01/14 (A)		5,645		4,572
Sun Media
7.625%, 02/15/13		835		566
Tenneco
8.625%, 11/15/14		1,435		1,263
Toys R US
7.875%, 04/15/13		620		529
7.625%, 08/01/11		890		841
Toys R Us Property I LLC
10.750%, 07/15/17 (A)		640		650
Travelport LLC
11.875%, 09/01/16		6,045		4,655
4.986%, 12/01/09 (C)		2,044		1,482
TRW Automotive
7.250%, 03/15/17 (A)		1,365		1,147
7.000%, 03/15/14 (A)		2,890		2,514
Turning Stone Resort Casino Enterprise
9.125%, 09/15/14 (A)		1,815		1,665
UAL 1995 Pass Through Trust A
9.020%, 04/19/12		555		139
UAL Pass Through Trust Series
2000-2 (B)
7.811%, 10/01/09		1,875		2,250
7.186%, 04/01/11		404		394
7.032%, 10/01/10		50		46
United Components
9.375%, 06/15/13		1,460		1,131
Univision Communications
9.750%, 03/15/15 (A)		1,575		1,008
Vail Resorts
6.750%, 02/15/14		1,970		1,891
Videotron
6.875%, 01/15/14		2,794		2,672
Virgin Media
6.500%, 11/15/16 (A)		603		547
Wendy’s
10.000%, 07/15/16 (A)		1,840		1,886
WMG Acquisition
9.500%, 06/15/16 (A)		2,355		2,437
7.375%, 04/15/14		550		496

				243,524


Consumer Staples — 7.1%
Alliance One International
10.000%, 07/15/16 (A)		220		217
10.000%, 07/15/16 (A)		1,090		1,077
Apria Healthcare Group
12.375%, 11/01/14 (A)		3,200		3,240
Bausch & Lomb
9.875%, 11/01/15		5,320		5,333
Biomet
11.625%, 10/15/17		3,440		3,638
Central Garden and Pet
9.125%, 02/01/13		1,445		1,452
Chiquita Brands International
8.875%, 12/01/15		1,495		1,465
Constellation Brands
8.375%, 12/15/14		1,600		1,628
7.250%, 09/01/16		1,870		1,809
7.250%, 05/15/17		1,250		1,210
DI Finance
9.500%, 02/15/13		1,425		1,445
DJO Finance LLC
10.875%, 11/15/14		4,980		4,781
Dole Food
13.875%, 03/15/14 (A)		2,045		2,331
8.875%, 03/15/11		504		503
7.250%, 06/15/10		225		224
Education Management LLC
10.250%, 06/01/16		775		811
Elan Finance
7.750%, 11/15/11		1,045		1,014
Fleming
10.125%, 04/01/08 (B)(F)		943		—
Global Cash Access LLC
8.750%, 03/15/12		1,060		1,042
HCA
9.875%, 02/15/17 (A)		345		355
9.625%, 11/15/16		11,213		11,325
9.250%, 11/15/16		6,873		6,976
8.500%, 04/15/19 (A)		2,640		2,673
7.875%, 02/15/20 (A)		1,905		1,857
6.375%, 01/15/15		1,000		875
Ingles Markets
8.875%, 05/15/17		680		683
JBS USA LLC
11.625%, 05/01/14 (A)		1,050		1,103
Johnsondiversey Holdings
10.670%, 05/15/13 (D)		935		874


3		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Language Line
14.125%, 06/15/13	$	500	$	511
Laureate Education
11.750%, 08/15/17 (A)		400		353
10.000%, 08/15/15 (A)		525		474
M-Foods Holdings
9.750%, 10/01/13 (A)		405		410
Michael Foods
8.000%, 11/15/13		3,150		3,142
Pantry
7.750%, 02/15/14		3,285		2,932
3.000%, 11/15/12		1,000		818
Quebecor World Capital
8.750%, 03/15/16 (A)(B)		2,175		196
6.125%, 11/15/13 (B)		1,800		153
Rite Aid
9.500%, 06/15/17		4,085		2,941
9.375%, 12/15/15		1,925		1,415
7.700%, 02/15/27		150		74
7.500%, 03/01/17		985		822
6.875%, 12/15/28 (A)		350		163
RITE AID CORP
9.750%, 06/12/16 (A)		1,560		1,650
RSC Equipment Rental
10.000%, 07/15/17 (A)		2,000		2,090
Seminole Indian Tribe of Florida
7.804%, 10/01/20 (A)		950		815
6.535%, 10/01/20 (A)		1,000		853
5.798%, 10/01/13 (A)		2,600		2,446
ServiceMaster
10.750%, 07/15/15 (A)		1,270		1,130
7.450%, 08/15/27		220		135
7.250%, 03/01/38		655		380
7.100%, 03/01/18		645		454
Smithfield Foods
10.000%, 07/15/14 (A)		2,233		2,278
7.750%, 05/15/13		860		709
7.000%, 08/01/11		3,900		3,666
Southern States Cooperative
11.000%, 11/01/11 (A)		2,250		2,258
Spectrum Brands
7.375%, 02/01/15 (B)		1,335		961
SuperValu
7.500%, 11/15/14		120		118
SUPERVALU
8.000%, 05/01/16		2,927		2,879
United Rentals North America
10.875%, 06/15/16 (A)		3,000		3,060
Universal Hospital Services
8.500%, 06/01/15		960		926
US Oncology
9.125%, 08/15/17 (A)		350		364
US Oncology Holdings
6.904%, 09/15/09 (C)		1,715		1,458

				102,975


Energy — 8.3%
Allis-Chalmers Energy
9.000%, 01/15/14		3,236		2,427
8.500%, 03/01/17		890		592
Arch Coal
8.750%, 08/01/16 (A)		2,665		2,665
Atlas Energy Operating LLC
12.125%, 08/01/17		150		158
Atlas Energy Resources LLC
10.750%, 02/01/18 (A)		1,530		1,545
Aventine Renewable Energy
10.000%, 04/01/17 (B)		2,600		1,326
Basic Energy Services
11.625%, 08/01/14 (A)		1,720		1,754
Berry Petroleum
10.250%, 06/01/14		640		668
Bill Barrett
9.875%, 07/15/16		1,000		1,040
Calfrac Holdings
7.750%, 02/15/15 (A)		3,000		2,730
Chesapeake Energy
9.500%, 02/15/15		2,155		2,198
7.500%, 06/15/14		219		212
7.250%, 12/15/18		1,490		1,363
7.000%, 08/15/14		1,010		960
6.875%, 01/15/16		1,020		936
6.500%, 08/15/17		2,035		1,796
Cie Generale de Geophysique- Veritas
9.500%, 05/15/16 (A)		1,220		1,257
Complete Production Services
8.000%, 12/15/16		635		544
Compton Petroleum Finance
7.625%, 12/01/13		350		242
Copano Energy LLC
7.750%, 06/01/18		2,930		2,710
Denbury Resources
9.750%, 03/01/16		1,145		1,205
7.500%, 04/01/13		1,110		1,099
7.500%, 12/15/15		1,175		1,146
Dynegy Holdings
8.375%, 05/01/16		2,450		1,985
7.750%, 06/01/19		1,995		1,416
7.500%, 06/01/15		3,535		2,863
El Paso
8.250%, 02/15/16		285		288
8.050%, 10/15/30		150		134
7.875%, 06/15/12		1,425		1,460
7.800%, 08/01/31		1,175		1,048
7.420%, 02/15/37		1,300		1,094
7.250%, 06/01/18		2,990		2,832
7.000%, 06/15/17		1,070		1,006
6.875%, 06/15/14		775		756
EXCO Resources
7.250%, 01/15/11		3,325		3,259
Forbes Energy Services LLC
11.000%, 02/15/15		916		655
Forest Oil
8.500%, 02/15/14 (A)		50		50
8.000%, 12/15/11		800		814
7.750%, 05/01/14		505		493
7.250%, 06/15/19		2,370		2,228
Helix Energy Solutions Group
9.500%, 01/15/16 (A)		2,140		2,012
Hillcorp Energy
9.000%, 06/01/16 (A)		255		244
7.750%, 11/01/15 (A)		3,545		3,270


4		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Holly
9.875%, 06/15/17 (A)	$	1,935	$	1,930
International Coal Group
10.250%, 07/15/14		985		832
Key Energy Services
8.375%, 12/01/14		1,405		1,272
Linn Energy LLC
11.750%, 05/15/17 (A)		1,370		1,445
Mariner Energy
8.000%, 05/15/17		1,670		1,478
MarkWest Energy Partners
8.750%, 04/15/18		3,285		3,121
MarkWest Energy Partners, Ser B
8.500%, 07/15/16		250		236
6.875%, 11/01/14		1,125		1,029
Massey Energy
6.875%, 12/15/13		2,090		1,965
McMoRan Exploration
11.875%, 11/15/14		1,750		1,693
Nabors Industries
9.250%, 01/15/19		2,000		2,347
Newfield Exploration
7.125%, 05/15/18		525		511
6.625%, 04/15/16		1,145		1,093
OPTI Canada
8.250%, 12/15/14		2,590		1,683
7.875%, 12/15/14		1,390		890
Parker Drilling
9.625%, 10/01/13		639		626
Penn Virginia
10.375%, 06/15/16		400		421
PetroHawk Energy
10.500%, 08/01/14 (A)		2,100		2,247
9.125%, 07/15/13		1,847		1,875
7.875%, 06/01/15		1,795		1,741
Petroleum Development
12.000%, 02/15/18		2,190		2,037
Plains Exploration & Production
10.000%, 03/01/16		650		689
7.750%, 06/15/15		75		73
7.625%, 06/01/18		350		331
7.000%, 03/15/17		600		552
Pride International
8.500%, 06/15/19		1,370		1,438
Quicksilver Resources
11.750%, 01/01/16		3,375		3,577
8.250%, 08/01/15		985		926
7.125%, 04/01/16		1,220		1,013
Regency Energy Partners
8.375%, 12/15/13		530		521
Sabine Pass LNG LP
7.250%, 11/30/13		1,550		1,333
SandRidge Energy
9.875%, 05/15/16 (A)		1,185		1,185
8.625%, 04/01/15		750		705
8.000%, 06/01/18 (A)		200		181
SESI LLC
6.875%, 06/01/14		950		903
Southwestern Energy
7.500%, 02/01/18 (A)		1,125		1,132
Stone Energy
8.250%, 12/15/11		1,600		1,440
Swift Energy
7.625%, 07/15/11		1,054		1,043
7.125%, 06/01/17		1,170		924
Targa Resources Partners
11.250%, 07/15/17 (A)		4,435		4,435
Tesoro
9.750%, 06/01/19		1,800		1,822
6.625%, 11/01/15		1,430		1,280
Valero Energy
10.500%, 03/15/39		960		1,145
Venoco
8.750%, 12/15/11		1,040		1,019
Western Refining
10.750%, 09/15/09 (A) (C)		118		109
Whiting Petroleum
7.250%, 05/01/12		612		609
7.250%, 05/01/13		905		896
Williams
8.750%, 01/15/20		150		170
8.125%, 03/15/12		150		161
7.875%, 09/01/21		275		298
7.750%, 06/15/31		350		356
Williams Partners
7.250%, 02/01/17		775		760

				119,978


Financials — 9.6%
ACE Cash Express
10.250%, 10/01/14 (A)		675		365
ALH Finance LLC
8.500%, 01/15/13		3,000		2,775
Allied Capital
6.625%, 07/15/11		1,500		1,016
American Achievement Group Holding
12.750%, 10/01/12		1,108		465
American General Finance MTN
4.875%, 07/15/12		1,430		1,004
0.879%, 09/15/09 (C)		2,130		1,482
BAC Capital Trust XIV
5.630%, 09/15/09 (C)		1,280		794
BB&T Capital Trust I
5.850%, 08/18/35		180		144
BB&T Capital Trust II, Ser 2006-
6.750%, 06/07/36		195		160
Capital One Capital V
10.250%, 08/15/39		1,265		1,286
Cardtronics
9.250%, 08/15/13		1,370		1,336
9.250%, 08/15/13		1,110		1,082
Chukchansi Economic Development Authority
4.913%, 11/15/09 (A) (C)		500		368
CIT Group
5.800%, 07/28/11		1,295		771
5.650%, 02/13/17		3,295		1,852
5.600%, 04/27/11		1,235		737
5.000%, 02/13/14		3,900		2,209
0.782%, 10/28/09 (C)		1,250		739
CIT Group Funding of Canada
4.650%, 07/01/10		135		111


5		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citigroup Capital XXI
8.300%, 12/21/09 (C)	$	620	$	522
City National Bank
9.000%, 08/12/19		4,062		4,062
Comerica Bank
5.200%, 08/22/17		1,000		842
Corporate Office Properties
3.500%, 09/15/26 ‡ (A)		155		149
Developers Diversified Realty
5.375%, 10/15/12 ‡		1,100		999
FireKeepers Development Authority
13.875%, 05/01/15 (A)		1,915		1,944
Ford Motor Credit LLC
9.875%, 08/10/11		2,395		2,370
8.000%, 06/01/14		3,755		3,459
8.000%, 12/15/16		2,345		2,055
7.800%, 06/01/12		5,375		4,972
7.500%, 08/01/12		3,035		2,793
7.250%, 10/25/11		2,175		2,045
7.000%, 10/01/13		5,487		4,893
5.879%, 09/15/09 (C)		1,000		920
3.260%, 10/13/09 (C)		360		300
Fresenius US Finance II
9.000%, 07/15/15 (A)		800		868
FTI Consulting
7.625%, 06/15/13		135		132
Genworth Financial
6.150%, 11/15/09 (C)		1,360		694
5.750%, 06/15/14		650		508
5.650%, 06/15/12		2,050		1,799
Genworth Global Funding Trusts
0.789%, 09/15/09 (C)		970		900
0.580%, 11/16/09 (C)		1,380		1,175
GMAC LLC
8.000%, 11/01/31 (A)		4,918		3,799
7.250%, 03/02/11 (A)		807		758
7.000%, 02/01/12 (A)		63		57
6.875%, 08/28/12 (A)		6,751		5,873
6.875%, 09/15/11 (A)		4,509		4,160
6.750%, 12/01/14		4,157		3,409
6.625%, 05/15/12 (A)		1,526		1,343
6.000%, 12/15/11 (A)		1,078		959
GrafTech Finance
10.250%, 02/15/12		78		76
HCP MTN
6.700%, 01/30/18 ‡		1,470		1,362
Hellas II
6.259%, 10/15/09 (A) (C)		2,100		357
Host Hotels & Resorts LP
6.875%, 11/01/14 ‡		545		516
Host Marriott LP, Ser O
6.375%, 03/15/15 ‡		1,450		1,359
Host Marriott LP, Ser Q
6.750%, 06/01/16 ‡		2,300		2,139
HUB International Holdings
10.250%, 06/15/15 (A)		410		344
9.000%, 12/15/14 (A)		3,270		2,947
Icahn Enterprises
7.125%, 02/15/13		4,725		4,489
ING Capital Funding Trust III
8.439%, 12/31/09 (C)		1,605		915
International Lease Finance MTN
6.625%, 11/15/13		630		488
6.375%, 03/25/13		335		263
5.625%, 09/20/13		1,055		811
5.550%, 09/05/12		430		342
5.350%, 03/01/12		125		103
5.250%, 01/10/13		815		629
Janus Capital Group
6.950%, 06/15/17		650		602
JPMorgan Chase Capital XXV
6.800%, 10/01/37		90		85
LaBranche
11.000%, 05/15/12		2,015		1,871
LBI Media
11.000%, 10/15/13 (D)		500		251
Lehman Brothers Holdings MTN
6.875%, 05/02/18 (B)		3,500		643
5.625%, 01/24/13 (B)		1,000		188
Leucadia National
8.125%, 09/15/15		638		625
7.125%, 03/15/17		3,000		2,753
Lincoln National
7.000%, 11/17/09 (C)		595		393
Marlin Water Trust II
6.310%, 07/15/03 (A)(B)		4,000		2
MetLife
10.750%, 08/01/39		1,845		2,076
6.400%, 12/15/36		610		477
MetLife Capital Trust X
9.250%, 10/08/09 (A) (C)		2,550		2,480
Nuveen Investments
10.500%, 11/15/15 (A)		4,400		3,300
10.500%, 11/15/15 (A)		4,415		3,311
5.500%, 09/15/15		765		451
Omega Healthcare Investors
7.000%, 01/15/16 ‡		300		272
Omnicare
3.250%, 12/15/35		920		695
Pinnacle Foods Finance LLC
10.625%, 04/01/17		1,675		1,574
9.250%, 04/01/15		500		479
PNC Financial Services Group
8.250%, 11/21/09 (C)		680		620
Popular North America Capital Trust I
6.564%, 09/15/34		615		452
Rabobank Nederland
11.000%, 12/31/09 (A) (C)		1,235		1,459
Radian Group
7.750%, 06/01/11		1,020		816
Realogy
11.000%, 04/15/14		710		351
10.500%, 04/15/14		675		402
Senior Housing Properties Trust
7.875%, 04/15/15 ‡		645		601
Silicon Valley Bank
5.700%, 06/01/12		675		661


6		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Snoqualmie Entertainment Authority
9.125%, 02/01/15 (A)	$	1,275	$	701
4.680%, 02/01/10 (A) (C)		275		135
Susser Holdings LLC
10.625%, 12/15/13		225		227
Torchmark
9.250%, 06/15/19		2,625		2,839
UCI Holdco
8.629%, 09/15/09 (C)		1,172		410
USB Capital IX
6.189%, 10/15/09 (C)		1,015		731
Ventas Realty LP
7.125%, 06/01/15 ‡		1,026		980
6.750%, 04/01/17 ‡		775		728
VWR Funding
10.250%, 07/15/15		2,563		2,204
Wells Fargo Capital XIII MTN
7.700%, 09/26/09 (C)		1,700		1,479
Willis North America
6.200%, 03/28/17		1,256		1,186
Yankee Acquisition, Ser B
8.500%, 02/15/15		2,650		2,398
Zions Bancorporation
6.000%, 09/15/15		1,305		941
5.650%, 05/15/14		160		116
5.500%, 11/16/15		500		380

				137,940


Health Care — 3.6%
Alliance Imaging, Ser B
7.250%, 12/15/12		550		514
Biomet
10.375%, 10/15/17		8,290		8,642
10.000%, 10/15/17		1,730		1,817
Bio-Rad Laboratories
8.000%, 09/15/16 (A)		870		887
Community Health Systems
8.875%, 07/15/15		2,590		2,600
Cooper
7.125%, 02/15/15		1,590		1,505
HCA
6.750%, 07/15/13		3,290		3,060
Health Management Associates
6.125%, 04/15/16		2,120		1,892
Health Net
6.375%, 06/01/17		1,841		1,593
Healthsouth
7.218%, 12/15/09 (C)		2,710		2,588
Inverness Medical Innovations
9.000%, 05/15/16		3,920		3,900
NMH Holdings
7.754%, 09/15/09 (A) (C)		798		505
Psychiatric Solutions
7.750%, 07/15/15 (A)		315		288
7.750%, 07/15/15		3,300		3,102
ReAble Therapeutics Finance LLC
11.750%, 11/15/14		1,382		1,192
Select Medical
7.625%, 02/01/15		6,911		6,289
Spheris
11.000%, 12/15/12		750		319
Surgical Care Affiliates
8.875%, 07/15/15 (A)		1,656		1,225
Tenet Healthcare
10.000%, 05/01/18 (A)		45		48
9.250%, 02/01/15		2,945		2,820
8.875%, 07/01/19 (A)		495		507
7.375%, 02/01/13		1,030		948
United Surgical Partners International PIK
9.250%, 05/01/17		4,190		3,708
United Surgical Partners International
8.875%, 05/01/17		845		794
US Oncology
10.750%, 08/15/14		1,275		1,291
Vanguard Health Holding I
11.250%, 10/01/15		600		603
Vanguard Health Holding II
9.000%, 10/01/14		325		319

				52,956


Industrials — 6.2%
ACCO Brands
7.625%, 08/15/15		5,130		3,822
Actuant
6.875%, 06/15/17		2,575		2,382
AGY Holding
11.000%, 11/15/14		800		632
Aleris International PIK
9.000%, 12/15/14 (B)		950		5
Aleris International
10.000%, 12/15/16 (B)		1,675		4
Allied Waste North America, Ser B
7.125%, 05/15/16		265		276
Allison Transmission
11.000%, 11/01/15 (A)		1,620		1,458
American Airlines, Ser 01-1
7.379%, 05/23/16		85		43
Ames True Temper
10.000%, 07/15/12 (E)		1,135		919
4.509%, 01/15/12 (C)		1,480		1,302
Anixter
10.000%, 03/15/14		1,745		1,802
Associated Materials
9.750%, 04/15/12		795		712
Atrium
15.000%, 12/15/12 (A)(E)		1,482		22
Baker & Taylor
11.500%, 07/01/13 (A)		925		370
Baldor Electric
8.625%, 02/15/17		1,520		1,512
BE Aerospace
8.500%, 07/01/18		650		640
Belden
9.250%, 06/15/19 (A)		305		307
Bombardier
8.000%, 11/15/14 (A)		400		391
Buffalo Thunder Development Authority
9.375%, 12/15/14 (A) (B)		2,050		364


7		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Building Materials Corp of America
7.750%, 08/01/14	$	820	$	771
BWAY
10.000%, 04/15/14 (A)		4,585		4,757
C8 Capital SPV
6.640%, 12/31/14 (A) (C)		885		582
Case New Holland
7.750%, 09/01/13 (A)		1,945		1,916
Casella Waste Systems
11.000%, 07/15/14 (A)		30		31
9.750%, 02/01/13		1,335		1,181
Chart Industries
9.125%, 10/15/15		2,000		1,930
Clean Harbors
7.625%, 08/15/16 (A)		1,385		1,388
Coleman Cable
9.875%, 10/01/12		1,000		925
Continental Airlines
9.000%, 07/08/16		910		931
7.339%, 04/19/14		1,490		1,162
Cornell
10.750%, 07/01/12		280		283
Corrections Corp of America
7.750%, 06/01/17		100		99
CPM Holdings
10.625%, 09/01/14 (A)		740		747
Crown Americas LLC
7.625%, 11/15/13		450		448
7.625%, 05/15/17 (A)		590		586
Delta Air Lines, Ser 2002-1, Cl C
7.779%, 01/02/12		427		403
DigitalGlobe
10.500%, 05/01/14 (A)		545		570
Douglas Dynamics LLC
7.750%, 01/15/12 (A)		855		735
General Cable
7.125%, 04/01/17		785		752
Global Aviation Holdings
14.000%, 08/15/13 (A)		1,250		1,188
Graphic Packaging International
9.500%, 06/15/17 (A)		490		502
9.500%, 06/15/17 (A)		1,245		1,276
9.500%, 08/15/13		2,025		2,030
8.500%, 08/15/11		135		135
Harland Clarke Holdings
9.500%, 05/15/15		1,000		850
6.000%, 11/15/09 (C)		370		265
Indalex Holding, Ser B
11.500%, 02/01/14 (B)		401		28
Interface
11.375%, 11/01/13 (A)		175		186
9.500%, 02/01/14		180		172
Iron Mountain
8.750%, 07/15/18		1,265		1,289
8.375%, 08/15/21		715		710
8.000%, 06/15/20		960		928
J.B. Poindexter
8.750%, 03/15/14		325		270
Kansas City Southern de Mexico
12.500%, 04/01/16 (A)		345		364
9.375%, 05/01/12		940		926
L-3 Communications
5.875%, 01/15/15		1,662		1,554
L-3 Communications, Ser B
6.375%, 10/15/15		2,911		2,744
Language Line
11.125%, 06/15/12		3,300		3,349
Mobile Mini
6.875%, 05/01/15		1,215		1,075
Mobile Services Group
9.750%, 08/01/14		260		260
Moog
7.250%, 06/15/18		420		399
Nebraska Book
8.625%, 03/15/12		1,100		886
NXP BV
10.000%, 07/15/13 (A)		598		544
Park-Ohio Industries
8.375%, 11/15/14		775		489
Penhall International
12.000%, 08/01/14 (A)		750		300
Plastipak Holdings
10.625%, 08/15/19 (A)		665		695
8.500%, 12/15/15 (A)		660		630
Pregis
12.375%, 10/15/13		640		576
Quality Distribution LLC
9.000%, 11/15/10		800		480
RailAmerica
9.250%, 07/01/17 (A)		1,265		1,308
RBS Global
9.500%, 08/01/14 (A)		2,627		2,417
RBS Global & Rexnord
11.750%, 08/01/16		960		806
9.500%, 08/01/14		615		566
8.875%, 09/01/16		450		361
Sequa
11.750%, 12/01/15 (A)		1,050		661
Sinclair Broadcast Group
3.000%, 05/15/27		160		143
Solo Cup
10.500%, 11/01/13 (A)		990		1,039
SPX
7.625%, 12/15/14		1,330		1,335
Stallion Oilfield Services
9.750%, 02/01/15 (A)(B)		1,144		435
Terex
10.875%, 06/01/16		1,000		1,048
8.000%, 11/15/17		8,990		7,619
Thermadyne Holdings
10.500%, 02/01/14		1,040		829
Titan International
8.000%, 01/15/12		2,685		2,584
TransDigm
7.750%, 07/15/14		1,475		1,464
United Air Lines
9.125%, 01/15/12 (B)(F)		625		—
United Air Lines, Ser A
10.670%, 05/01/04 (B)(F)		325		—
USG
9.750%, 08/01/14 (A)		1,955		2,009
9.500%, 01/15/18		1,310		1,211
6.300%, 11/15/16		1,315		1,052


8		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Vought Aircraft Industries
8.000%, 07/15/11	$	1,500	$	1,432

				90,579


Information Technology — 4.2%
Activant Solutions
9.500%, 05/01/16		1,900		1,584
Advanced Micro Devices
7.750%, 11/01/12		2,415		2,005
Amkor Technology
9.250%, 06/01/16		2,500		2,563
7.750%, 05/15/13		1,335		1,318
Avago Technologies Finance
10.125%, 12/01/13		670		700
Compagnie Generale de Geophysique
7.750%, 05/15/17		1,095		1,035
7.500%, 05/15/15		1,339		1,272
Compucom Systems
12.500%, 10/01/15 (A)		1,850		1,665
First Data
9.875%, 09/24/15		10,698		9,147
Flextronics International
6.250%, 11/15/14		1,780		1,637
Freescale Semiconductor PIK
9.125%, 12/15/14		2,230		1,293
Freescale Semiconductor
10.125%, 12/15/16		500		278
8.875%, 12/15/14		1,950		1,316
Jabil Circuit
7.750%, 07/15/16		700		689
NXP Funding LLC
7.875%, 10/15/14		2,415		1,679
Open Solutions
9.750%, 02/01/15 (A)		1,930		1,264
Sanmina-SCI
8.125%, 03/01/16		1,475		1,272
3.379%, 09/15/09 (A) (C)		2,380		2,309
3.379%, 09/15/09 (A) (C)		1,250		1,094
Seitel
9.750%, 02/15/14		2,200		1,320
Sensata Technologies
8.000%, 05/01/14		1,370		1,171
Smart Modular
6.097%, 10/01/09 (C)		4,960		4,414
Spansion
3.792%, 09/01/09 (A) (B) (C)		975		865
Sungard Data Systems
10.625%, 05/15/15 (A)		1,350		1,394
10.250%, 08/15/15		6,477		6,412
9.125%, 08/15/13		1,275		1,262
Terremark Worldwide
12.000%, 06/15/17 (A)		2,605		2,738
Unisys
14.250%, 09/15/15 (A)		1,000		980
12.750%, 10/15/14 (A)		5,515		5,660

				60,336


Materials — 7.5%
AK Steel
7.750%, 06/15/12		2,400		2,397
Appleton Papers, Ser B
9.750%, 06/15/14		650		293
Arch Western Finance LLC
6.750%, 07/01/13		3,305		3,156
Ashland
9.125%, 06/01/17 (A)		2,480		2,604
Ball
7.375%, 09/01/19		640		639
California Steel Industries
6.125%, 03/15/14		275		251
Catalyst Paper
7.375%, 03/01/14		338		135
Catalyst Paper, Ser D
8.625%, 06/15/11		1,545		904
Clearwater Paper
10.625%, 06/15/16 (A)		820		878
Cognis GmbH
2.629%, 09/15/13 (A) (C)		620		521
Crown Americas
7.750%, 11/15/15		400		396
Domtar
10.750%, 06/01/17		3,500		3,815
9.500%, 08/01/16		250		251
7.875%, 10/15/11		1		1
7.125%, 08/15/15		625		602
5.375%, 12/01/13		1,000		925
Dow Chemical
8.550%, 05/15/19		3,205		3,491
Evraz Group
9.500%, 04/24/18 (A)		700		624
8.875%, 04/24/13 (A)		525		480
FMG Finance
10.625%, 09/01/16 (A)		3,005		3,230
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		8,415		8,773
8.250%, 04/01/15		545		568
Georgia-Pacific
8.125%, 05/15/11		250		257
8.000%, 01/15/24		1,025		953
7.125%, 01/15/17 (A)		2,270		2,179
7.000%, 01/15/15 (A)		2,675		2,575
Georgia-Pacific LLC
9.500%, 12/01/11		135		140
8.250%, 05/01/16 (A)		2,750		2,777
Graham Packaging
9.875%, 10/15/14		4,295		4,274
Greif
7.750%, 08/01/19 (A)		190		186
Hexion US Fin/Nova Scotia
9.750%, 11/15/14		4,100		3,075
4.940%, 11/15/09 (C)		750		487
Huntsman International LLC
7.875%, 11/15/14		2,535		2,256
7.375%, 01/01/15		1,990		1,711
INEOS Group Holdings PLC
8.500%, 02/15/16 (A)		1,425		655
Innophos
8.875%, 08/15/14		1,535		1,489
Innophos Holdings
9.500%, 04/15/12 (A)		700		658


9		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
International Paper
7.950%, 06/15/18	$	2,138	$	2,269
Intertape Polymer
8.500%, 08/01/14		935		631
MacDermid
9.500%, 04/15/17 (A)		2,340		1,966
Millennium America
7.625%, 11/15/26 (B)		200		22
Nalco
8.250%, 05/15/17 (A)		1,040		1,087
Neenah
9.500%, 01/01/17		500		189
Newark Group
9.750%, 03/15/14 (B)		800		8
Noranda Aluminium Acquisition
5.413%, 11/15/09 (C)		3,178		1,938
Novelis
11.500%, 02/15/15 (A)		675		653
7.250%, 02/15/15 (A) (D)		1,400		1,134
P.H. Glatfelter
7.125%, 05/01/16		1,075		1,011
Packaging Dynamics Finance
10.000%, 05/01/16 (A)		2,565		821
PE Paper Escrow GmbH
12.000%, 08/01/14 (A)		200		205
PolyOne
8.875%, 05/01/12		3,200		3,136
Reichhold Industries
9.000%, 08/15/14 (A)		2,716		1,983
Rio Tinto Finance USA
9.000%, 05/01/19		400		479
8.950%, 05/01/14		800		932
Rock-Tenn
9.250%, 03/15/16 (A)		160		168
5.625%, 03/15/13		2,200		2,046
Rockwood Specialties Group
7.500%, 11/15/14		750		724
Ryerson
12.000%, 11/01/15		1,105		1,022
Sappi Papier Holding
6.750%, 06/15/12 (A)		1,485		1,233
Sealed Air
7.875%, 06/15/17 (A)		1,320		1,386
Solo Cup
8.500%, 02/15/14		1,320		1,211
Solutia
0.000%, 12/31/99 (B)		455		1
Steel Capital for OAO Severstal
9.750%, 07/29/13 (A)		380		368
Steel Dynamics
8.250%, 04/15/16 (A)		3,035		2,982
7.375%, 11/01/12		1,500		1,474
6.750%, 04/01/15		250		233
Stone Container
8.375%, 07/01/12 (B)		1,770		1,111
Teck Resources
10.750%, 05/15/19		2,540		2,892
10.250%, 05/15/16		2,715		3,000
Terra Capital, Ser B
7.000%, 02/01/17		1,265		1,192
U.S. Steel
7.000%, 02/01/18		1,480		1,412
6.650%, 06/01/37		640		533
6.050%, 06/01/17		1,040		967
Vedanta Resources
9.500%, 07/18/18 (A)		2,835		2,665
Verso Paper Holdings LLC
11.500%, 07/01/14 (A)		1,460		1,431
9.125%, 08/01/14		3,520		2,297
Vitro
9.125%, 02/01/17 (B)		3,915		1,548

				108,965


Telecommunication Services — 12.7%
Aeroflex
11.750%, 02/15/15		1,015		896
Affinion Group
11.500%, 10/15/15		640		614
10.125%, 10/15/13		1,500		1,491
10.125%, 10/15/13 (A)		2,525		2,509
CC Holdings GS V LLC
7.750%, 05/01/17 (A)		1,250		1,263
CCH II LLC
10.250%, 10/01/13 (A) (B)		2,811		2,941
Cengage Learning Acquisitions
10.500%, 01/15/15 (A)		1,030		937
Centennial Communications
6.347%, 01/01/13 (C)		2,250		2,183
Charter Communications Operating LLC
10.375%, 04/30/14 (A) (B)		845		856
Cincinnati Bell
7.250%, 07/15/13		2,100		2,037
7.000%, 02/15/15		970		912
Citizens Communications
7.125%, 03/15/19		855		778
Cleveland Unlimited
11.500%, 12/15/10 (A) (C)		3,460		3,425
Cricket Communications
10.000%, 07/15/15		825		798
Cricket Communications I
9.375%, 11/01/14		8,527		8,037
Crown Castle International
9.000%, 01/15/15		3,580		3,723
CSC Holdings
8.625%, 02/15/19 (A)		3,005		3,035
8.500%, 06/15/15 (A)		784		792
8.500%, 04/15/14 (A)		2,005		2,035
Digicel Group
12.000%, 04/01/14 (A)		2,905		3,079
9.250%, 09/01/12 (A)		1,480		1,476
8.875%, 01/15/15 (A)		3,280		2,927
DirecTV Holdings LLC
7.625%, 05/15/16		1,760		1,852
DISH DBS
7.875%, 09/01/19 (A)		680		671
7.750%, 05/31/15		5,230		5,125
Fairpoint Communications
13.125%, 04/02/18		2,043		368
Frontier Communications
6.625%, 03/15/15		1,100		1,020


10		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GC Impsat Holdings I
9.875%, 02/15/17 (A)	$	2,442	$	2,515
GCI
7.250%, 02/15/14		1,000		931
Hughes Network Systems LLC
9.500%, 04/15/14		1,315		1,335
Intelsat
9.250%, 06/15/16		850		861
Intelsat Bermuda
11.250%, 06/15/16		4,780		4,983
11.250%, 02/04/17 (A)		2,765		2,613
Intelsat Jackson Holdings
9.500%, 06/15/16		2,100		2,158
Intelsat Subsidiary Holding
8.875%, 01/15/15 (A)		2,250		2,256
8.875%, 01/15/15		3,175		3,199
iPCS PIK
3.733%, 11/01/09 (C)		2,928		2,115
Lamar Media
9.750%, 04/01/14 (A)		500		530
6.625%, 08/15/15		375		328
Level 3 Financing
12.250%, 03/15/13		1,615		1,575
9.250%, 11/01/14		670		553
8.750%, 02/15/17		1,225		956
4.601%, 02/16/10 (C)		100		70
Liberty Media LLC
8.250%, 02/01/30		2,240		1,702
Lucent Technologies
6.450%, 03/15/29		1,155		785
Mediacom LLC
9.125%, 08/15/19 (A)		875		866
MetroPCS Wireless
9.250%, 11/01/14		6,880		6,751
9.250%, 11/01/14		1,150		1,128
Nextel Communications
7.375%, 08/01/15		4,220		3,603
6.875%, 10/31/13		2,216		1,983
Nielsen Finance LLC
12.500%, 08/01/16		625		438
11.625%, 02/01/14		280		278
11.500%, 05/01/16		275		274
10.000%, 08/01/14		940		888
NII Capital
10.000%, 08/15/16 (A)		3,150		3,119
Nordic Telephone Holdings
8.875%, 05/01/16 (A)		4,130		4,192
Nortel Networks
10.750%, 07/15/16 (B)		725		335
10.125%, 07/15/13 (B)		625		281
0.000%, 07/15/11 (B)		475		209
Orascom Telecom Finance
7.875%, 02/08/14 (A)		2,000		1,800
PAETEC Holding
9.500%, 07/15/15		2,831		2,442
8.875%, 06/30/17 (A)		3,660		3,486
Quebecor Media
7.750%, 03/15/16		5,195		4,896
Qwest
8.375%, 05/01/16 (A)		770		778
7.500%, 10/01/14		855		848
7.250%, 09/15/25		375		308
7.250%, 10/15/35		1,200		924
6.875%, 09/15/33		275		215
Qwest Capital Funding
7.250%, 02/15/11		300		295
Qwest Communications International
7.250%, 02/15/11		2,065		2,049
Qwest Communications International, Ser B
7.500%, 02/15/14		1,125		1,086
Rainbow National Services LLC
10.375%, 09/01/14 (A)		505		528
RH Donnelley
11.750%, 05/15/15 (A) (B)		1,235		766
SBA Telecommunications
8.250%, 08/15/19 (A)		1,680		1,688
8.000%, 08/15/16 (A)		435		434
Sprint Capital
8.750%, 03/15/32		950		789
6.900%, 05/01/19		5,710		4,796
Sprint Nextel
6.000%, 12/01/16		1,270		1,067
Telcordia Technologies
10.000%, 03/15/13 (A)		1,095		660
4.259%, 10/15/09 (A) (C)		3,250		2,673
Telesat Canada
12.500%, 11/01/17		810		834
11.000%, 11/01/15		795		811
Univision Communications
12.000%, 07/01/14 (A)		986		1,035
UPC Holding BV
9.875%, 04/15/18 (A)		3,085		3,120
Videotron Ltee
9.125%, 04/15/18		1,245		1,313
6.375%, 12/15/15		860		789
VIP Finance Ireland for Vimpel Communications
9.125%, 04/30/18 (A)		1,355		1,348
Virgin Media Finance
9.500%, 08/15/16		3,680		3,781
8.750%, 04/15/14		865		878
Visant Holding
10.250%, 12/01/13 (D)		5,005		5,055
8.750%, 12/01/13		1,365		1,379
Vitamin Shoppe Industries
7.940%, 11/15/09 (C)		3,025		2,995
West
11.000%, 10/15/16		950		876
9.500%, 10/15/14		2,349		2,167
Wind Acquisition Finance
12.000%, 12/01/09 (A)		3,015		3,241
11.750%, 07/15/17 (A)		4,858		5,270
Windstream
8.625%, 08/01/16		4,700		4,741
8.125%, 08/01/13		910		910
XM Satellite Radio
11.250%, 06/15/13 (A)		895		929


11		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
XM Satellite Radio Holdings
10.000%, 06/01/11	$	370	$	334

				183,924


Utilities — 3.0%
AES
9.750%, 04/15/16 (A)		2,125		2,210
8.750%, 05/15/13 (A)		141		143
8.000%, 10/15/17		1,885		1,814
8.000%, 06/01/20		1,660		1,552
Calpine Construction Finance and CCFC Finance
8.000%, 06/01/16 (A)		965		960
Calpine Generating LLC
14.320%, 04/01/11 (B) (C)		1,500		143
Edison Mission Energy
7.500%, 06/15/13		2,525		2,247
7.200%, 05/15/19		550		399
7.000%, 05/15/17		3,045		2,326
Elwood Energy LLC
8.159%, 07/05/26		1,018		891
Energy Future Holdings
11.250%, 11/01/17		1		—
10.875%, 11/01/17		4,745		3,393
Ipalco Enterprises
8.625%, 11/14/11		65		66
KCP&L Greater Missouri Operations
11.875%, 07/01/12		450		511
Mirant Americas Generation LLC
8.500%, 10/01/21		2,883		2,378
Mirant Mid Atlantic Pass Through Trust A
8.625%, 06/30/12		443		446
Mirant North America LLC
7.375%, 12/31/13		2,910		2,794
NRG Energy
8.500%, 06/15/19		1,220		1,187
7.375%, 01/15/17		3,515		3,348
7.375%, 02/01/16		3,150		3,012
7.250%, 02/01/14		3,560		3,462
Orion Power Holdings
12.000%, 05/01/10		930		960
Public Service of New Mexico
7.950%, 05/15/18		2,800		2,799
Puget Sound Energy
6.974%, 12/01/09 (C)		1,035		829
Tenaska Alabama Partners
7.000%, 06/30/21 (A)		279		242
Texas Competitive Electric Holdings LLC
10.250%, 11/01/15		950		629
10.250%, 11/01/15		5,820		3,856
TXU
6.500%, 11/15/24		555		264
TXU, Ser R
6.550%, 11/15/34		765		346

				43,207

Total Corporate Obligations (Cost $1,146,957) ($ Thousands)				1,144,384


LOAN PARTICIPATIONS — 9.1%
ACCO Brands
7.750%, 07/30/12		533		502
Advanstar Communicaitons, 2nd Lien
5.597%, 11/30/14		1,250		113
Aeroflex, Ser B-1
4.099%, 08/16/14		775		704
Affinion Group Holdings
7.469%, 03/01/12 (C)		500		440
Affinion Holding PIK
8.522%, 03/01/12 (C)		3,200		2,816
Affinion Holding
8.522%, 03/01/12 (C)		1,000		880
Alion Science & Technology
9.500%, 02/06/13		2,494		2,138
Alliant Insurance Services
8.000%, 08/21/14		800		736
Alliant Insurance Services, Ser B
3.598%, 08/21/14		1,228		1,130
Allison Transmission
3.030%, 08/07/14 (C)		598		512
Aspect Software, Ser A-1
3.313%, 07/11/11		1,309		1,165
Asurion
6.776%, 07/03/15 (C)		1,200		1,088
Asurion, 2nd Lien
6.776%, 07/03/15 (C)		2,250		2,039
ATP Oil & Gas
9.000%, 12/26/13		221		182
8.500%, 12/26/13		839		692
BOC Edwards, 1st Lien
2.310%, 05/31/14		813		505
Boise Paper
9.250%, 02/22/15		900		759
Boston Generating, 1st Lien
7.339%, 12/20/16		165		4
Boston Generating, 2nd Lien
4.589%, 06/20/14		650		160
Broder Bros. Escrow
0.000%, 10/15/10		1,200		—
Burlington Coat Factory, Ser B
2.575%, 05/28/13		3,121		2,715
Cebridge, 2nd Lien
6.309%, 05/05/14		362		332
6.308%, 05/05/14		1,182		1,085
Central Parking
2.553%, 05/22/14 (C)		1,723		1,275
0.225%, 05/22/14 (C)		114		85
Central Parking Line of Credit (Synthetic)
0.225%, 05/22/14 (C)		503		377
Charter Communications Operating LLC
0.000%, 03/15/14 (B) (C) (H)		2,150		1,995
Charter, Ser B
0.000%, 03/06/14 (B) (H)		1,739		1,614
Chester Downs
12.375%, 12/31/49		675		653
CHS
2.572%, 07/02/14 (C)		36		34


12		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Claire’s Stores
3.131%, 05/29/14	$	1,766	$	1,173
3.131%, 05/27/14		350		232
Clearwire
0.000%, 07/03/12 (H)		1,181		1,088
0.000%, 07/03/12 (H)		1,500		1,383
9.230%, 07/03/12		499		460
DAE Aviation Holdings, Ser B
4.644%, 09/27/14		277		230
4.072%, 09/27/14 (C)		272		226
Dana
0.000%, 01/31/15 (H)		50		38
Dex Media West LLC, Ser B
4.322%, 10/24/14 (B) (C)		944		809
Dex Media, Ser B
7.000%, 10/24/14		1,038		890
Dresser Rand, 2nd Lien
6.023%, 05/04/15		1,150		960
Femo, Ser B
2.217%, 12/28/15		2,576		1,930
Femo, Ser C
2.216%, 12/27/15		1,314		985
First Data, Ser B-1
3.035%, 09/24/14		105		88
3.018%, 09/24/14		1,254		1,046
3.017%, 09/24/14		1,661		1,385
Flextronics International
2.847%, 10/01/12		1,492		1,382
Flextronics International, Ser A
2.511%, 10/01/14		1,197		1,075
Ford Motor
3.322%, 12/16/13 (C)		5		5
2.640%, 12/14/11		1,177		1,008
2.640%, 12/15/13		565		484
Ford Motor Company
0.000%, 12/14/11 (H)		108		15
Freescale Semiconductor
0.447%, 12/15/14		1,100		1,032
Freescale Semiconductor Incremental
12.500%, 12/15/14		3,374		3,167
Georgia Pacific
2.521%, 12/20/10		62		60
2.312%, 02/14/13		305		295
Greektown Casino
7.750%, 12/03/12		475		348
7.000%, 12/03/12		250		183
Green Valley Ranch Gaming, 2nd Lien
3.879%, 08/06/14		2,000		385
Guitar Center
3.780%, 10/09/13		996		800
3.720%, 10/09/13		1,157		929
Harrah’s Operating
3.500%, 01/28/15		1,744		1,405
Hexion Specialty Chemicals, Ser C1
3.500%, 05/05/13 (C)		1,064		808
Hexion Specialty Chemicals, Ser C2
3.500%, 05/05/13 (C)		119		91
HUB International Holdings, Delayed Draw
2.785%, 06/13/14 (C)		2		1
Iasis Healthcare
6.290%, 06/13/14		610		506
6.289%, 06/13/14		2,364		1,962
Iasis Healthcare
5.738%, 06/13/14		225		187
INEOS Group Holdings PLC
8.001%, 12/13/14		1,985		1,533
7.501%, 12/14/13		1,985		1,524
Ineos Holdings, Ser B
0.000%, 12/16/13 (C) (H)		1,788		1,373
Ineos Holdings, Ser C
0.000%, 12/16/14 (C) (H)		1,788		1,380
Infor Enterprise Solution
0.000%, 03/02/14 (H)		4,594		2,541
Infor Global Solutions
0.000%, 07/28/12 (H)		1,203		1,008
Infor Global Solutions, Ser B
0.000%, 07/30/12 (H)		1,879		1,576
Intelsat Bermuda
2.822%, 02/01/14 (C)		2,400		1,980
Jacuzzi
0.000%, 02/14/14 (H)		435		215
La Paloma
2.010%, 08/16/12		378		329
Landry’s, Ser B
9.500%, 05/13/11		835		841
Language Line, Ser B
3.572%, 05/14/11 (C)		7		7
Las Vegas Sands LLC
0.000%, 05/17/14 (C) (H)		850		662
Las Vegas Sands LLC, Ser B
2.070%, 05/17/14 (C)		1,008		785
Lyondell
1.500%, 12/15/09		836		-32
Lyondell Bank
13.000%, 12/15/09		1,673		1,737
Lyondell Chemical
5.940%, 12/15/09		1,933		1,798
5.750%, 04/30/14		65		31
3.322%, 04/30/14 (B) (C)		283		136
5.727%, 12/15/09		590		549
Lyondell Chemical, Ser A
5.750%, 12/20/13		142		68
3.572%, 12/20/13 (B) (C)		538		260
Lyondell Chemical, Ser B-1
7.000%, 12/20/14		1,155		557
Lyondell Chemical, Ser B-2
7.000%, 12/22/13		217		104
3.822%, 12/22/13 (B) (C)		938		453
Lyondell Chemical, Ser B-3
7.000%, 12/20/14		217		104
3.822%, 12/20/14 (B) (C)		938		453
Lyondell Dutch Revolving Credit
0.322%, 12/20/13 (B) (C)		75		36
Lyondell Dutch, Ser A
5.750%, 12/20/13		41		20
0.322%, 12/20/13 (B) (C)		177		86


13		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lyondell German Holdings, Ser B1
6.000%, 12/22/14	$	266	$	128
Lyondell German Holdings, Ser B2
6.000%, 12/22/14		266		128
Lyondell German Holdings, Ser B3
6.000%, 12/22/14		50		24
0.809%, 12/22/14 (B) (C)		216		104
McKechnie Aerospace, 1st Lien
2.320%, 05/11/14		1		1
Metroflag, 2nd Lien
11.080%, 01/06/09 (B)		325		16
Murray Bank, 2nd Lien
8.813%, 01/31/11		1,877		1,811
NEFF
4.129%, 05/31/13		810		514
Neiman-Marcus Group
2.493%, 04/26/13		935		770
2.412%, 04/26/13		695		572
New World Gaming
6.095%, 05/18/15		1,300		201
Northwest Airlines
2.322%, 08/21/13 (C)		396		379
2.280%, 08/21/13		208		199
Nuveen Investments
12.500%, 11/09/14		1,275		1,107
3.333%, 11/09/14		1,316		1,066
3.072%, 11/09/14 (C)		380		308
Orbitz Worldwide
2.822%, 07/01/14 (C)		230		188
OSI Restaurant
0.000%, 06/14/14 (H)		1,620		1,283
Outback Term Loan
0.000%, 06/14/14 (H)		920		729
Penhall
9.995%, 04/01/12		760		23
Proquest, 2nd Lien
6.039%, 02/09/15		1,200		1,104
Quebecor
8.250%, 01/16/11		2,000		1,834
Realogy
0.000%, 10/13/13 (H)		1,235		942
Rexnord
8.261%, 03/01/13		1,919		962
Reynolds & Reynolds
2.572%, 10/26/12 (C)		1,982		1,728
Reynolds & Reynolds, 3rd Lien
7.822%, 04/26/14 (C)		2,500		1,390
7.785%, 04/26/14		2,050		1,138
RH Donnelley, Ser D
4.072%, 06/30/11 (B) (C)		1,596		1,302
Rite Aid
9.500%, 05/27/14		1,000		944
Rite Aid
9.500%, 06/01/15		1,040		1,073
Royalty Pharma
7.750%, 05/15/15		1,250		1,163
Sabre Holding, Ser B
2.654%, 09/29/14		1,340		1,096
Sbarro
4.785%, 01/29/14		1,175		964
Sensata Technologies
2.246%, 04/27/13		2,606		2,125
ServiceMaster
2.790%, 10/17/14		175		150
Servicemaster Term Loan
0.000%, 10/17/14 (H)		700		599
Shexion, Ser C1
2.875%, 05/05/13		1,815		1,379
Shexion, Ser C2
2.875%, 05/05/13		399		303
Simmons Bedding
10.500%, 12/19/11		1,155		1,126
Simmons Holdco
7.351%, 02/15/12		1,303		20
7.313%, 02/15/12		1,199		18
Simmons Holdco, Unsecured
7.351%, 02/15/12		436		6
Sorenson Communications
15.000%, 06/30/14		1,950		1,414
0.322%, 06/30/14 (C)		2,000		1,450
Sorenson Communications, 2nd Lien
7.319%, 02/16/14 (C)		4,450		3,966
Stallion Oilfield Service
2.719%, 06/12/13		1,078		701
Talecris Biotherapeutics
6.960%, 12/06/14		645		619
6.822%, 12/06/14 (C)		680		652
TD Ameritrade Holding, Ser A
1.540%, 12/31/11		100		96
Texas Competetive Electric Holdings LLC
3.322%, 10/10/14 (C)		8,465		6,422
Texas Competetive Electric Holdings LLC, Ser B
3.776%, 10/10/14		11		9
Texas Competetive Electric Holdings LLC, Ser B-2
3.322%, 10/10/14 (C)		471		358
Texas Competitive Electric Holdings
3.776%, 10/10/14		2,450		1,858
Texas Competitive Electric Holdings, Ser B3
3.821%, 10/27/14		295		223
3.821%, 10/10/14		272		205
3.776%, 10/10/14		213		161
Univision Communications, Ser B
2.503%, 09/15/14 (C)		1,640		1,282
Verint Systems, Ser T-1
3.522%, 05/25/14 (C)		2,510		2,238
Western Refining
8.250%, 05/30/14		870		852

Total Loan Participations (Cost $137,309) ($ Thousands)				131,318


14		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
COLLATERALIZED DEBT OBLIGATIONS — 3.6%

Other Asset-Backed Securities — 3.6%
ACAS Business Loan Trust, Ser 2007-2A, Cl A
0.840%, 11/18/19 (A) (C)	$	1,561	$	1,209
ACAS CLO, Ser 2007-1A, Cl A1J
0.820%, 04/20/21 (A) (C)		3,800		2,546
Ares IIIR CLO, Ser 2007-3RA, Cl SUB
0.000%, 04/16/21 (A)		5,000		350
Ares VR CLO, Ser 2006-5RA, Cl SUB
0.000%, 02/24/18 (A)		3,500		105
Ares XI CLO, Ser 2007-11A, Cl SUB
0.000%, 10/11/21 (A)		3		260
Avis Budget Rental Car Funding AESOP LLC, Cl A
9.310%, 10/20/13 (A)		2,700		2,709
Babson CLO, Ser 2004-II, Cl SUB
0.000%, 11/15/16 (A) (B)		18		45
Babson CLO, Ser 2007-2A, Cl D
2.209%, 10/15/09 (A) (C)		1,065		170
Babson CLO, Ser 2007-2A, Cl INC
0.000%, 10/15/09 (A) (C)		2,700		81
Battalion CLO, Ser 2007-1, Cl 1A
0.000%, 07/14/22 (A) (B)		18		192
Battalion CLO, Ser 2007-1A, Cl E
4.755%, 10/14/09 (A) (C)		2,550		638
Capitalsource Advisors CLO, Ser 2006-1A, Cl SUB
0.000%, 08/27/20 (A)		2,900		58
Carlyle High Yield Partners CLO, Ser 2006-8A, Cl N
0.000%, 05/21/21		3,000		30
Cent CDO, Ser 2007-14A, Cl B
0.869%, 04/15/21 (A) (C)		4,410		2,503
CIFC Funding, Ser 2007-IV
0.000%, 12/19/07		3,900		702
CIFC Funding, Ser 2006-1BA, Cl A3L
1.439%, 09/22/09 (A) (C)		3,525		1,171
CIFC Funding, Ser 2006-1BA, Cl A2L
1.029%, 09/22/09 (A) (C)		6,000		3,248
CIFC Funding, Ser 2006-I
0.000%, 10/20/20 (A) (C)		2,000		50
CIFC Funding, Ser 2006-II
0.000%, 03/01/21 (A) (C)		3,000		180
CIFC Funding, Ser 2007-2A, Cl SUB
0.000%, 04/15/21 (A)		2,500		50
CIFC Funding, Ser 2007-3A, Cl B
1.754%, 10/26/09 (A) (C)		2,700		960
CIT CLO, Ser 2007-1A, Cl D
2.609%, 09/21/09 (A) (C)		3,000		750
CIT CLO, Ser 2007-1A, Cl E
5.609%, 09/21/09 (B) (C)		2,200		330
Connecticut Valley Structured Credit CDO, Ser 2006-3A
0.000%, 03/23/23 (A)		1,200		3
Copper River CLO, Ser 2006-1A, Cl INC
0.000%, 01/20/21 (A) (C)		3,000		600
De Meer Middle Market CLO, Ser 2006-1A, Cl INC
0.000%, 10/20/18 (A)		3,167		633
De Meer Middle Market CLO, Ser 2006-1A, Cl B
0.910%, 10/20/09 (A) (C)		1,200		840
Denali Capital CLO VII, Ser 2007- 1A, Cl INC
0.000%, 01/22/22 (A)		4,500		225
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (A) (F)		1,403		1,141
Duane Street CLO, Ser 2007-5A, Cl SN
0.000%, 10/14/21 (A)		3,500		105
Emporia Preferred Funding, Cl C
1.403%, 10/23/09 (A) (C)		3,224		1,580
Flagship CLO, Cl B
0.959%, 09/21/09 (A) (C)		3,210		1,814
Gale Force CLO, Ser 2005-1A, Cl COM1
0.000%, 11/15/17 (A)		6,546		2,103
Gale Force CLO, Ser 2007-4A, Cl E
6.825%, 08/20/21 (B) (C)		4,200		1,260
Gale Force CLO, Ser 2007-4A, Cl INC
0.425%, 11/20/09 (C)		60		1,200
Gannett Peak CLO, Cl A2
0.864%, 10/27/09 (A) (C)		3,238		1,716
Gleneagles CLO, Ser AI
0.000%, 11/01/09 (C)		6		60
Greenbriar CLO, Ser 2007-1A, Cl D
3.233%, 11/02/09 (A) (B) (C)		4,690		188
Hamlet, Ser 2005-2A, Cl A2B
0.791%, 11/11/09 (A) (C)		2,800		1,792
Harch CLO, Ser 2005-2A, Cl C
1.305%, 10/22/09 (A) (C)		1,650		775
Harch CLO, Ser 2007-1A, Cl C
1.246%, 10/29/09 (A) (C)		2,750		1,182
Hudson Straits CLO, Cl B
1.259%, 10/15/09 (A) (C)		2,450		1,323
ING Investment Management I CLO
0.000%, 12/01/17 (A) (C)		2		60
ING Investment Management II CLO
0.000%, 08/01/20 (A) (C)		5		144
Lightpoint CLO, Ser 2006-4A, Cl INC
0.000%, 04/15/18 (A)		2,000		20
Marathon CLO, Ser 2005-2A, Cl B
1.409%, 09/21/09 (A) (B) (C)		1,300		495
Marathon CLO, Ser 2005-2A, Cl INC
0.000%, 12/20/19 (A)		1,500		8


15		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Marlborough Street CLO, Ser 2007-1A, Cl A2B
0.860%, 10/19/09 (A) (C)	$	2,625	$	1,654
Marlborough Street CLO, Ser 2007-1A, Cl INC
0.000%, 04/18/19 (A)		2,300		69
Peritus I CDO
0.000%, 12/19/07 (F)		3,000		60
Peritus I CDO, Ser 2005-1A, Cl C
9.000%, 05/24/15 (A) (B) (F)		10,361		932
Rockwall Investors CDO
0.000%, 08/01/21 (A) (C)		3,000		30
Sands Point Funding, Ser 2006- 1A, Cl C
1.310%, 10/19/09 (A) (C)		2,580		929
Stanfield Daytona CLO
0.000%, 04/27/21		36		252
Stanfield Veyron CLO, Ser 2006- 1A, Cl SUB
0.000%, 07/15/18		2,000		50
Tralee CDO, Ser 2007-1A, Cl SUB
0.000%, 04/16/22 (A)		2,500		25
Telos CLO, Cl A2
0.910%, 10/13/09 (A) (C)		3,286		1,807
Venture CDO, Cl A2
1.040%, 11/16/09 (A) (C)		3,201		1,665
Venture CDO, Cl A1B
0.840%, 10/20/09 (A) (C)		2,381		1,476
Waterfront CLO, Ser 2007-1A, Cl A2
0.909%, 10/15/09 (A) (C)		4,950		2,970
Whitehorse CLO II
0.000%, 03/15/13 (A) (C)		35		105
Whitehorse, Cl A2
0.930%, 10/19/09 (A) (C)		3,370		1,828

Total Collateralized Debt Obligation (Cost $118,931) ($ Thousands)				51,456


CONVERTIBLE BONDS — 0.8%
ADC Telecommunications
3.500%, 07/15/15		870		647
Advanced Micro Devices
6.000%, 05/01/15		590		395
5.750%, 08/15/12		290		233
Beazer Homes USA
4.625%, 06/15/24		509		420
Bill Barrett
5.000%, 03/15/28		600		551
Century Aluminum
1.750%, 08/01/24		720		628
Developers Diversified Realty
3.000%, 03/15/12 ‡		585		499
Interpublic Group of
4.250%, 03/15/23		680		624
L-1 Identity Solutions
3.750%, 05/15/27		630		548
Level 3 Communications
5.250%, 12/15/11		385		334
Liberty Media LLC
4.000%, 11/15/29		320		144
3.750%, 02/15/30		565		249
Lions Gate Entertainment
2.938%, 10/15/24		1,555		1,433
Mirant CV to 14.7167
0.000%, 06/15/21 (B)		1,950		4
Morgans Hotel Group
2.375%, 10/15/14 (A)		40		21
NII Holdings CV to 8.4517
3.125%, 06/15/12		3,500		2,966
ProLogis
2.250%, 04/01/37 ‡		1,435		1,236
SanDisk
1.000%, 05/15/13		1,260		942
XM Satellite Radio
7.000%, 12/01/14 (A)		95		68

Total Convertible Bonds (Cost $11,062) ($ Thousands)				11,942


PREFERRED STOCK — 0.2%
Axis Capital Holdings (C)		13		818
Crown Castle International		18		915
Dana, Ser B		575		363
GMAC Preferred Blocker*		3		1,318

Total Preferred Stock (Cost $2,204) ($ Thousands)				3,414


GLOBAL BONDS — 0.2%
Lincoln National
8.750%, 07/01/19		1,300		1,454
Mohawk Industries
6.625%, 01/15/16		790		741
Wyndham Worldwide
6.000%, 12/01/16		870		758

Total Global Bonds (Cost $2,503) ($ Thousands)				2,953


COMMON STOCK — 0.1%
Armstrong World Industries *		6,237		208
Broder Bros. * (F)		53,969		33
Core-Mark Holding *		12,992		373
Dana Holdings *		67,821		355
Delta Air Lines *		250		2
Federal Mogul, Cl A *		32,619		410
Owens Corning *		9,946		222

Total Common Stock (Cost $2,877) ($ Thousands)				1,603


	Number of Warrants
WARRANT — 0.0%
Atrium, Expires 10/14/08 * (E) (F)		691		—

Total Warrant (Cost $0) ($ Thousands)				—


16		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

August 31, 2009


Description	Shares	Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.,
0.820% ** † (G)	204,082	$	200


Total Affiliated Partnership (Cost $2,121) ($ Thousands)			200


CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100% ** †	78,608,155		78,608


Total Cash Equivalent (Cost $78,608) ($ Thousands)			78,608


Total Investments — 98.4% (Cost $1,502,572)($ Thousands) ††		$	1,425,878

Percentages are based on a Net Assets of $1,448,445 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(B)	Security in default on interest payments.

(C)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(D)	Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on August 31, 2009. The coupon on a step bond changes on a specified date.

(E)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $640 ($ Thousands).

(F)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $1,174 ($ Thousands) and represented 0.08% of Net Assets.

(G)	This security was purchased with cash collateral held from securities on loan. The total value of such securities as of August 31, 2009 was $200 ($Thousands).

(H)	Unsettled Loan Participation. Interest rate not available.

†	Investment in Affiliated Security,

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $1,502,572 ($ Thousands), and the unrealized appreciation and depreciation were $1,423,350 ($ Thousands) and $(1,500,044) ($ Thousands) respectively.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PIK — Payment-in-Kind

PLC — Public Limited Company

Ser — Series

Amounts designated as “—” are $0 or have been rounded to $0.

See end of Form N-Q Filing for FAS 157 disclosure.


17		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 63.1%

Consumer Discretionary — 4.6%
Comcast
6.550%, 07/01/39	$	5,825	$	6,306
COX Communications
8.375%, 03/01/39 (A)		5,975		7,410
Historic TW
6.625%, 05/15/29		8,585		8,529
McDonald’s MTN
6.300%, 03/01/38		3,415		3,925
News America
7.850%, 03/01/39 (A)		7,950		9,286
Procter & Gamble
5.550%, 03/05/37		4,000		4,289
Target
7.000%, 01/15/38		3,560		4,107
Time Warner Cable
8.750%, 02/14/19		9,070		11,184
8.250%, 04/01/19		6,000		7,205
6.750%, 06/15/39		1,650		1,765
Time Warner Entertainment
8.375%, 07/15/33		5,700		6,864
Wal-Mart Stores
6.200%, 04/15/38		8,250		9,205
Yum! Brands
6.875%, 11/15/37		3,765		4,085

				84,160


Consumer Staples — 2.9%
Altria Group
10.200%, 02/06/39		10,950		14,670
Anheuser-Busch InBev Worldwide
8.200%, 01/15/39 (A)		6,370		8,082
6.875%, 11/15/19 (A)		11,800		13,199
Diageo Capital
5.875%, 09/30/36		1,855		1,988
Dr Pepper Snapple Group
6.820%, 05/01/18		2,000		2,231
General Mills
5.650%, 02/15/19		2,750		2,971
HJ Heinz Finance
7.125%, 08/01/39 (A)		4,390		5,155
Philip Morris International
6.375%, 05/16/38		3,500		3,992

				52,288


Energy — 7.6%
Canadian Natural Resources
6.750%, 02/01/39		3,600		4,012
CenterPoint Energy Resources
6.625%, 11/01/37		7,665		7,607
6.000%, 05/15/18		3,500		3,535
ConocoPhillips
6.500%, 02/01/39		18,975		21,939
Devon Financing ULC
7.875%, 09/30/31		3,125		3,849
EnCana
6.500%, 02/01/38		3,625		3,910
E2T
8.125%, 06/01/19		9,365		10,521
Husky Energy
7.250%, 12/15/19		11,200		12,665
Marathon Oil
7.500%, 02/15/19		12,040		13,748
6.600%, 10/01/37		3,700		3,848
Panhandle Eastern Pipeline
8.125%, 06/01/19		2,900		3,360
7.000%, 06/15/18		700		762
Petro-Canada
6.800%, 05/15/38		3,725		3,943
Suncor Energy
6.850%, 06/01/39		3,675		3,927
Talisman Energy
7.750%, 06/01/19		3,075		3,578
TransCanada Pipelines
7.250%, 08/15/38		3,100		3,710
Valero Energy
6.625%, 06/15/37		7,205		6,263
Williams
8.750%, 01/15/20		14,810		16,812
7.875%, 09/01/21		2,150		2,328
XTO Energy
6.100%, 04/01/36		8,315		8,826

				139,143


Financials — 23.6%
American Express
8.125%, 05/20/19		8,860		9,915
BAC Capital Trust XV
1.161%, 12/01/09 (B)		8,000		3,969
Bank of America
8.000%, 01/30/10 (B)		2,700		2,364
7.625%, 06/01/19		5,000		5,505
6.500%, 09/15/37		2,700		2,507
5.750%, 12/01/17		5,750		5,593
5.650%, 05/01/18		19,650		19,000
Bank of America, Ser A
8.070%, 12/31/26 (A)		5,095		4,586
Bear Stearns
7.250%, 02/01/18		8,768		9,999
6.400%, 10/02/17		9,175		9,956
Berkshire Hathaway Finance
5.400%, 05/15/18		4,346		4,642
BRE Properties
5.500%, 03/15/17 ‡		750		664
Capital One Financial MTN
0.930%, 09/10/09 (B)		2,000		2,000
Cedar Brakes II LLC
9.875%, 09/01/13 (A)		1,325		1,312
Chase Capital II
0.983%, 11/02/09 (B)		4,984		3,243
Chubb
6.500%, 05/15/38		7,300		8,341
Citigroup
8.500%, 05/22/19		7,600		8,307
8.125%, 07/15/39		7,910		8,131
6.875%, 03/05/38		13,090		11,823
5.875%, 05/29/37		4,761		3,809
Citigroup Capital XXI
8.300%, 12/21/09 (B)		2,515		2,119


1		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse NY
6.000%, 02/15/18	$	7,600	$	7,816
5.300%, 08/13/19		6,250		6,324
Deutsche Bank Capital Funding Trust
5.628%, 01/19/10 (A) (B)		3,195		2,141
ERP Operating ‡
5.750%, 06/15/17		6,250		6,057
Farmers Exchange Capital
7.050%, 07/15/28 (A)		17,350		13,985
First Union Institutional Capital I
8.040%, 12/01/26		1,250		1,137
General Electric Capital MTN
6.875%, 01/10/39		28,745		28,509
5.875%, 01/14/38		9,100		8,078
Goldman Sachs Group
7.500%, 02/15/19		8,290		9,544
6.750%, 10/01/37		16,150		16,169
6.150%, 04/01/18		1,400		1,478
0.651%, 11/06/09 (B)		5,000		4,896
HBOS
6.750%, 05/21/18 (A)		3,700		3,086
HCP MTN ‡
6.700%, 01/30/18		1,500		1,389
6.300%, 09/15/16		2,255		2,111
Health Care REIT ‡
5.875%, 05/15/15		7,725		7,301
HSBC Holdings
6.500%, 09/15/37		8,275		8,558
JPMorgan Chase
6.300%, 04/23/19		9,555		10,475
6.000%, 01/15/18		4,000		4,299
Lincoln National
8.750%, 07/01/19		4,825		5,396
6.300%, 10/09/37		2,660		2,377
Lloyds Banking Group
5.920%, 10/01/09 (A) (B)		2,800		1,176
Macquarie Group
7.625%, 08/13/19 (A)		3,850		3,937
Massachusetts Mutual Life Insurance
8.875%, 06/01/39 (A)		9,570		10,739
MBNA Capital, Ser B
1.283%, 11/01/09 (B)		2,151		1,178
Merrill Lynch MTN
8.950%, 11/18/09 (B)		1,340		1,206
8.680%, 11/02/09 (B)		1,305		1,162
MetLife
7.717%, 02/15/19		11,200		13,101
Morgan Stanley
7.300%, 05/13/19		6,445		7,177
6.625%, 04/01/18		10,760		11,498
0.989%, 10/15/09 (B)		15,625		14,194
Nationwide Mutual Insurance
7.875%, 04/01/33 (A)		1,643		1,457
6.600%, 04/15/34 (A)		12,040		9,129
Pacific Life Insurance
9.250%, 06/15/39 (A)		8,245		8,745
PNC Funding
6.700%, 06/10/19		3,235		3,544
Power Receivables Finance
6.290%, 01/01/12 (A)		894		884
Prudential Financial MTN
7.375%, 06/15/19		7,500		8,151
Prudential Holdings LLC
8.695%, 12/18/23 (A)		7,700		7,437
Security Benefit Life
7.450%, 10/01/33 (A)		4,000		320
Sempra Energy ESOP & Trust
5.781%, 11/01/14 (A)		2,000		2,000
Simon Property Group ‡
10.350%, 04/01/19		1,995		2,462
6.125%, 05/30/18		1,965		1,990
5.750%, 05/01/12		1,670		1,751
Wachovia
0.831%, 10/30/09 (B)		10,950		9,311
Wachovia Bank
6.600%, 01/15/38		9,400		9,773
WEA Finance LLC
7.125%, 04/15/18 (A)		4,513		4,636
6.750%, 09/02/19 (A)		2,780		2,738
Weingarten Realty Investors MTN ‡
8.250%, 01/22/10		4,075		4,092
Wells Fargo
7.980%, 09/15/09 (B)		465		418
ZFS Finance USA Trust I
6.150%, 12/15/09 (A) (B)		8,606		7,487

				430,604


Health Care — 6.8%
Abbott Laboratories
6.000%, 04/01/39		8,950		10,084
Aetna
6.750%, 12/15/37		3,400		3,408
Amgen
6.400%, 02/01/39		2,500		2,842
AstraZeneca
6.450%, 09/15/37		6,625		7,791
Bristol-Myers Squibb
6.125%, 05/01/38		6,775		7,670
CIGNA
8.500%, 05/01/19		5,825		6,393
Eli Lilly
5.950%, 11/15/37		3,000		3,325
Johnson & Johnson
5.850%, 07/15/38		7,150		7,955
Merck
5.850%, 06/30/39		7,370		8,116
Novartis Securities Investment
5.125%, 02/10/19		4,000		4,240
Pfizer
7.200%, 03/15/39		20,050		25,172
Roche Holdings
7.000%, 03/01/39 (A)		7,395		9,221
UnitedHealth Group
6.875%, 02/15/38		3,260		3,383
6.625%, 11/15/37		8,855		8,962
6.500%, 06/15/37		4,100		4,073
5.800%, 03/15/36		5,000		4,485
WellPoint
7.000%, 02/15/19		6,506		6,442

				123,562


2		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Industrials — 3.0%
American Airlines Pass Through Trust, Ser 2009-1A
10.375%, 07/02/19	$	580	$	612
American Airlines Pass Through Trust, Ser 2003-01
3.857%, 07/09/10		4,950		4,784
Boeing
6.875%, 03/15/39		5,400		6,389
Canadian National Railway
5.550%, 03/01/19		3,900		4,261
Continental Airlines
9.000%, 07/08/16		6,525		6,672
5.983%, 04/19/22		7,175		6,206
Continental Airlines, Ser AMBC
6.236%, 03/15/20		191		164
Delta Air Lines, Ser 2001-1
7.111%, 09/18/11		6,700		6,466
Meccanica Holdings USA
7.375%, 07/15/39 (A)		3,570		4,065
Norfolk Southern
5.900%, 06/15/19		4,395		4,785
5.750%, 01/15/16 (A)		1,500		1,600
Union Pacific
6.625%, 02/01/29		1,941		2,184
6.125%, 02/15/20		5,125		5,661
United Air Lines, Ser 2001-1, C1 A-2
6.201%, 03/29/49		63		63
United Air Lines, Ser 2001-1, Cl A-1
6.071%, 03/01/13		196		193

				54,105


Information Technology — 0.6%
Cisco Systems
5.900%, 02/15/39		3,800		4,061
Oracle
6.125%, 07/08/39		7,050		7,917

				11,978


Materials — 0.8%
Barrick Gold Finance
5.800%, 11/15/34		2,160		2,095
Barrick North America Finance LLC MTN
7.500%, 09/15/38		6,435		8,189
Dow Chemical
9.400%, 05/15/39		4,550		5,521

				15,805


Telecommunication Services — 3.7%
AT&T
6.300%, 01/15/38		15,000		15,748
British Telecommunications
9.625%, 12/15/30		3,170		3,986
Telecom Italia Capital
7.721%, 06/04/38		3,500		4,086
7.175%, 06/18/19		7,375		8,211
Telefonica Emisiones SAU
7.045%, 06/20/36		3,330		3,950
5.877%, 07/15/19		2,850		3,100
Verizon Communications
8.950%, 03/01/39		2,650		3,618
7.350%, 04/01/39		12,135		14,575
6.400%, 02/15/38		4,750		5,152
6.350%, 04/01/19		828		919
Vodafone Group
6.150%, 02/27/37		3,675		3,901

				67,246


Utilities — 9.5%
Alabama Power
6.000%, 03/01/39		1,850		2,047
Appalachian Power
7.950%, 01/15/20		4,160		5,011
Arizona Public Service
8.750%, 03/01/19		5,025		5,894
Consolidated Edison of New York
6.750%, 04/01/38		5,500		6,454
6.650%, 04/01/19		8,200		9,387
Duke Energy Carolinas LLC
6.100%, 06/01/37		5,000		5,512
EDF
6.950%, 01/26/39 (A)		7,190		8,781
Entergy Gulf States
1.091%, 12/01/09 (B)		1,085		1,083
Entergy Texas
7.125%, 02/01/19		11,750		12,958
Florida Gas Transmission LLC
7.900%, 05/15/19 (A)		6,000		7,096
Florida Power & Light
5.960%, 04/01/39		3,225		3,628
FPL Group Capital
6.000%, 03/01/19		4,000		4,410
Georgia Power
5.950%, 02/01/39		3,850		4,170
Kansas City Power & Light
7.150%, 04/01/19		8,250		9,552
KCP&L Greater Missouri Operations
8.270%, 11/15/21		5,100		5,049
Metropolitan Edison
7.700%, 01/15/19		2,500		2,898
Midamerican Energy Holdings
6.500%, 09/15/37		6,900		7,664
Nisource Finance
10.750%, 03/15/16		5,575		6,529
Oncor Electric Delivery
7.500%, 09/01/38		3,200		4,021
6.800%, 09/01/18		6,680		7,594
Pacific Gas & Electric
6.250%, 03/01/39		4,500		5,073


3		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Power Contract Financing
6.256%, 02/01/10 (A)	$	365	$	361
Progress Energy
7.050%, 03/15/19		4,500		5,192
Southern California Edison
6.050%, 03/15/39		7,050		8,026
Southern Union
8.250%, 11/15/29		6,375		7,020
Southwestern Electric Power
6.450%, 01/15/19		6,000		6,481
Texas-New Mexico Power
9.500%, 04/01/19 (A)		8,560		10,001
Union Electric
8.450%, 03/15/39		3,000		3,942
Virginia Electric and Power
8.875%, 11/15/38		5,500		7,632

				173,466

Total Corporate Obligations (Cost $1,043,025) ($ Thousands)				1,152,357


U.S. TREASURY OBLIGATIONS — 21.3%
U.S. Treasury Bill
0.176%, 10/15/09 (C) (D)		52,435		52,429
0.172%, 11/19/09 (C) (D)		25,415		25,408
U.S. Treasury Bonds
6.250%, 08/15/23		100,140		123,923
3.500%, 02/15/39		515		455
4.250%, 05/15/39		115,109		116,386
U.S. Treasury Note
2.625%, 06/30/14		510		517
U.S. Treasury STRIPS
4.421%, 11/15/21 (C) (D)		116,100		69,504

Total U.S. Treasury Obligations (Cost $378,823) ($ Thousands)				388,622


U.S. GOVERNMENT AGENCY OBLIGATIONS — 9.5%
FHLB
0.165%, 09/02/09 (C)		39,865		39,865
FICO STRIPS, PO
0.000%, 08/03/18 (C)		20,000		13,530
FICO STRIPS, Ser D-P
4.755%, 09/26/19 (C)		12,145		7,634
FNMA
7.250%, 05/15/30		10,130		13,562
5.625%, 07/15/37		5,975		6,487
6.210%, 08/06/38		16,745		19,457
FNMA STRIPS, PO
0.000%, 07/15/26 to 01/15/27 (C)		28,418		11,929
FNMA STRIPS, PO
5.278%, 10/08/27 (C)		30,920		12,526
0.000%, 10/08/27 (C)		13,966		5,658
Resolution Funding STRIPS
0.000%, 10/15/17 (C)		7,105		5,110
Tennessee Valley Authority
7.125%, 05/01/30		16,030		19,901
5.880%, 04/01/36		16,790		18,729

Total U.S. Government Agency Obligations (Cost $175,652) ($ Thousands)				174,388


MORTGAGE-BACKED SECURITIES — 1.2%

Agency Mortgage-Backed Obligations — 0.1%
FHLMC CMO, Ser 2748, Cl ZT
5.500%, 02/15/24		510		527
FNMA CMO, Ser 2004-12, Cl ZX
6.000%, 03/25/34		667		712
FNMA CMO, Ser 2004-80, Cl XZ
5.000%, 11/25/34		394		384
GNMA ARM
5.375%, 10/20/09 (B)		228		233

				1,856


Non-Agency Mortgage-Backed Obligations — 1.1%
American Home Mortgage Investment Trust, Ser 2007-2, Cl 11A1
0.496%, 09/25/09 (B)		1,895		868
Bayview Commercial Asset Trust, Ser 2007-3, Cl A1
0.506%, 09/25/09 (A) (B)		2,288		1,395
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B
6.220%, 10/10/09 (B)		1,775		1,425
Countrywide Alternative Loan Trust, Ser 2005-16, Cl A5
0.546%, 09/25/09 (B)		477		88
Countrywide Home Loans, Ser 2006-2, Cl 1A1
0.586%, 09/25/09 (B)		227		116
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39		6,560		4,901
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A
0.489%, 09/21/09 (B)		346		176
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl AM
5.277%, 10/10/09 (B)		1,960		1,556
GS Mortgage Securities II, Ser 2006-GG8, Cl A4
5.560%, 11/10/39		9,115		8,004
Harborview Mortgage Loan Trust, Ser 2004-8, Cl 2A4A
0.679%, 09/21/09 (B)		431		253
Harborview Mortgage Loan Trust, Ser 2005-11, Cl 2A1A
0.589%, 09/21/09 (B)		625		334
Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1
0.656%, 09/25/09 (B)		214		135
Indymac Index Mortgage Loan Trust, Ser 2004-AR5, Cl 2A1B
0.666%, 09/25/09 (B)		137		74


4		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
0.696%, 09/25/09 (B)	$	54	$	34
Indymac Index Mortgage Loan Trust, Ser 2005-AR18, Cl 2A1A
0.576%, 09/25/09 (B)		26		13
JPMorgan Chase Commercial Mortgage Securities, Ser 2006- LDP7, Cl A4
6.071%, 10/15/09 (B)		535		468
Structured Asset Mortgage Investments, Ser 2006-AR1, Cl 3A1
0.496%, 09/25/09 (B)		554		273
Washington Mutual Mortgage Pass Through Certificates, Ser 2000-1, Cl M2
1.642%, 09/25/09 (B)		193		186
Washington Mutual Mortgage Pass Through Certificates, Ser 2005-AR2, Cl 2A21
0.596%, 09/25/09 (B)		341		203
Washington Mutual Mortgage Pass Through Certificates, Ser 2007-OA3, Cl 4A1
2.046%, 10/25/09 (B)		262		110

				20,612

Total Mortgage-Backed Securities (Cost $24,571) ($ Thousands)				22,468


MUNICIPAL BONDS — 0.9%
State of California, GO
7.550%, 04/01/39		8,000		8,577
State of Illinois, GO
5.100%, 06/01/33		8,925		8,073

Total Municipal Bonds (Cost $15,309) ($ Thousands)				16,650


ASSET-BACKED SECURITIES — 0.9%

Mortgage Related Securities — 0.9%
Bayview Financial Acquisition Trust, Ser 2004-B, Cl A1
1.328%, 09/28/09 (A) (B)		4,880		2,445
Bayview Financial Acquisition Trust, Ser 2005-A, Cl A1
1.328%, 09/28/09 (A) (B)		5,841		3,796
Bayview Financial Revolving Mortgage Loan Trust, Ser 2005-E, Cl A1
0.785%, 09/28/09 (A) (B)		5,600		1,804
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A2B
0.426%, 09/25/09 (B)		10,978		5,197
Continental Airlines, Ser 2002-1, Cl G1
0.446%, 09/25/09 (B)		184		158
Home Equity Asset Trust, Ser 2007-3, Cl 2A2
0.446%, 09/25/09 (B)		2,300		1,129
Indymac Home Equity Loan Asset-Backed Trust, Ser 2002- A, Cl M1
1.391%, 09/25/09 (B)		522		253
JPMorgan Mortgage Acquisition, Ser 2007-HE1, Cl AV1
0.326%, 09/25/09 (B)		578		392
Nationstar Home Equity Loan Trust, Ser 2006-B, Cl AV3
0.436%, 09/25/09 (B)		2,565		1,434

Total Asset-Backed Securities (Cost $24,523) ($ Thousands)				16,608


CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.100%* †		13,134,722		13,135


Total Cash Equivalent (Cost $13,135) ($ Thousands)				13,135


COMMERCIAL PAPER — 0.9%
BNP Paribas Finance
0.250%, 11/23/09 (C)		16,100		16,088


Total Commercial Paper (Cost $16,091) ($ Thousands)				16,088


Total Investments — 98.5% (Cost $1,691,129)($ Thousands) ††			$	1,800,316

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
U.S. 10-Year Treasury Note	72	Sep-2009	$	215
U.S. Long Treasury Bond	2,835	Dec-2009		4,561

			$	4,776


5		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009

A summary of outstanding swap agreements held by the Fund at August 31, 2009, is as follows:

Credit Default Swap

Counterparty

Reference Entity/Obligation

Buy/Sell
Protection

(Pays)/Receives
Rate

Termination Date

Notional Amount
(Thousands)

Net Unrealized Depreciation
($Thousands)

Credit Suisse

ABX.HE.AAA 07-1 Index

SELL

0.09

08/25/37

(1,225

)

(663

)

Percentages are based on a Net Assets of $1,826,697 ($ Thousands)

*	The rate reported is the 7-day effective yield as of August 31, 2009.

(A)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(C)	The rate reported is the effective yield at time of purchase.

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

†	Investment in Affiliated Security.

‡	Real Estate Investment Trust

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $1,691,129 ($ Thousands), and the unrealized appreciation and depreciation were $127,619 ($ Thousands) and $(18,432) ($ Thousands) respectively.

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

LLC — Limited Liability Company

MTN — Medium Term Note

NY — New York

PO — Principal Only

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

See end of Form N-Q Filing for FAS 157 disclosure.

Credit Default Swaps

On September 12, 2008, the FASB issued FASB Staff Position (“FSP”) No. FAS 133-1 and FASB Interpretation Number (“FIN”) 45-4 (“FSP 133-1”), Disclosures about Credit Derivatives and Certain Guarantees: An Amendment of FASB Statement No. 133 and FASB Interpretation No. 45; and Clarification of the Effective Date of FASB Statement No. 161. The FSP is intended to improve disclosures about credit derivatives by requiring more information about the potential adverse effects of changes in credit risk on the financial position, financial performance, and cash flows of the sellers of credit derivatives. It amends FASB Statement No. 133, Accounting for Derivative Instruments and Hedging Activities, to require disclosures by sellers of credit derivatives, including credit derivatives embedded in hybrid instruments. The FSP also amends FIN 45, Guarantor’s Accounting and Disclosure Requirements for Guarantees, Including Indirect Guarantees of Indebtedness to Others, to require an additional disclosure about the current status of the payment/performance risk of a guarantee. FSP 133-1 and FIN 45-4 is effective for reporting periods (annual or interim) ending after November 15, 2008 and was adopted by the Fund effective November 30, 2008.


6		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Long Duration Fund

August 31, 2009

As of August 31, 2009, the Fund is the buyer (“receiving protection”) on a total notional amount of $0.0 million) and is the seller (“providing protection”) on a total notional amount of $1.2 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does approximate the maximum potential amount of future payments that the Partnership could be required to make if the Partnership were the seller of protection and a credit event were to occur. Those credit default swaps for which the Partnership is providing protection at balance sheet date are summarized as follows:


WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	COPR US$	SOVEREIGN US$			ABS US$	CORP US$	Total
Fair value written credit derivatives	—	$	(875,875	)	—	—	$	(875,875	)

Maximum potential amount of future payments	—		1,225,000		—	—		1,225,000

Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)¹	—		—		—	—		—

Collateral held by the partnership can obtain upon occurrence of triggering event	—		—		—	—		—

Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.


MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM

	0-6 MONTHS	6-12 MONTHS	1-5 YEARS	5-10 YEARS	> 10 YEARS
*Current credit spread on underlying (in basis points)³**
0-1000	—	—	—	—	—

1001-2000	—	—	—	—	—

2,001-3,000	—	—	—	—	—

3,001-4,000	—	—	—	—	1,225,000

> than 4,000	—	—	—	—	—

Total	—	—	—	—	—

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.


7		SEI Institutional Investments Trust /Quarterly Holdings /August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS — 91.7%

Argentina — 5.2%
Alto Parana
6.375%, 06/09/17 (A)		370	$	369
Argentina Bonos
7.000%, 10/03/15		1,600		1,000
Province Del Neuquen
8.656%, 10/18/14 (A)		179		179
Province of Buenos Aires
9.625%, 04/18/28 (A)		1,460		695
Province of Buenos Aires Registered
9.625%, 04/18/28		1,335		636
9.375%, 09/14/18		440		222
9.375%, 09/14/18		1,000		506
3.000%, 05/15/35 (B)		1,100		301
Province of Mendoza Registered
5.500%, 09/04/18		334		185
Republic of Argentina
15.500%, 12/19/49 (C)*		9,900		2,291
10.500%, 11/14/02 (C)*		400		66
10.250%, 01/26/07 (C)*	EUR	850		274
10.250%, 02/06/03 (C)*		1,400		231
9.919%, 12/15/35 (D)		2,905		141
9.750%, 09/19/27 (C)*	EUR	1,550		372
9.000%, 11/19/08 (C) *		1,000		165
9.000%, 05/29/49 (C)*	EUR	1,595		497
8.500%, 02/23/05 (C)*		245		40
8.500%, 07/01/49 (C)*	EUR	4,500		1,453
8.375%, 12/20/03 (C)*		1,000		240
8.280%, 12/31/33		7,356		4,266
7.875%, 07/29/05 (C)*		275		45
7.820%, 12/31/33	EUR	1,101		766
7.000%, 10/03/15		23,640		14,133
7.000%, 09/12/13		790		567
7.000%, 03/18/04 (C)*		555		92
6.000%, 03/31/23 (C)*		172		88
3.750%, 12/31/38 (B)		20,920		5,701
2.280%, 12/15/35 (D)		11,725		616
0.943%, 02/03/10 (D)		30,700		8,105
0.659%, 04/21/49 (C)*	EUR	2,818		880
0.000%, 03/31/23 (C)(D)*		1,680		806
Republic of Argentina, Ser E MTN
10.000%, 01/07/05 (C)*	EUR	1,650		533
9.250%, 07/20/04 (C)*	EUR	2,100		678
8.750%, 02/04/49 (C)*	EUR	4,835		1,544
7.000%, 03/18/49	EUR	2,554		792
Transportadora Gas Norte
7.500%,12/31/12 (B)(C)*		100		28
7.500%, 12/31/12 (C) *		350		99
7.500%, 12/31/12 (A)(B)(C)*		210		60
6.500%, 12/31/12 (B)(C)*		60		17
6.500%, 12/31/12 (A) (B)(C)*		30		9
6.500%, 12/31/12 (B)(C)*		60		17

				49,705


Bahrain — 0.1%
CBB International Sukuk
6.247%, 06/17/14		500		526


Belize — 0.0%
Government of Belize Registered
4.250%, 02/20/29		330		185


Bosnia and Herzegovina — 0.1%
Republic of Bosnia & Herzegovina
10.039%, 12/11/17 (E)	EUR	2,000		888


Brazil — 9.1%
Banco Nacional de Desenvolvimento Economico e Social
6.500%, 06/10/19 (A)		3,305		3,445
Banco Safra MTN
10.875%, 04/03/17 (A)	BRL	1,292		646
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/17	BRL	16,255		7,713
Federal Republic of Brazil
12.250%, 03/06/30		195		329
11.000%, 08/17/40		12,365		16,254
10.125%, 05/15/27		4,210		5,894
8.875%, 10/14/19		200		249
8.875%, 04/15/24		3,660		4,557
8.750%, 02/04/25		4,438		5,565
8.500%, 09/24/12	EUR	2,520		4,137
8.250%, 01/20/34		6,945		8,577
8.000%, 01/15/18		10,639		12,101
7.875%, 03/07/15		900		1,039
7.125%, 01/20/37		8,410		9,293
6.000%, 01/17/17		3,640		3,804
5.875%, 01/15/19		1,650		1,704
Petrobras International Finance
7.875%, 03/15/19		1,440		1,624

				86,931


Chile — 0.2%
Empresa Nacional del Petroleo
6.250%, 07/08/19 (A)		1,300		1,352
Nacional del Cobre de Chile - CODELCO
7.500%, 01/15/19		800		968

				2,320


Colombia — 4.7%
Bogota District Capital
9.750%, 07/26/28 (A)	COP	12,895,000		5,501
Ecopetrol
7.625%, 07/23/19		750		800


1		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)
Republic of Colombia
11.750%, 02/25/20		2,758	$	3,834
10.375%, 01/28/33		450		607
9.850%, 06/28/27	COP	406,000		207
8.375%, 02/15/27 (F)		3,100		3,457
8.125%, 05/21/24		3,830		4,309
7.375%, 01/27/17		7,085		7,786
7.375%, 09/18/37		8,395		8,773
7.375%, 03/18/19		8,415		9,189
2.240%, 11/16/09 (D)		225		217

				44,680


Croatia — 0.1%
Zagrebacki Holding D.O.O.
5.500%, 07/10/17		1,300		1,227


Dominican Republic — 0.1%
Republic of Dominican Republic
9.040%, 01/23/18		410		378
8.625%, 04/20/27		430		327

				705


Ecuador — 0.1%
Republic of Ecuador Registered
9.375%, 12/15/15		1,550		1,259


El Salvador — 1.1%
Republic of El Salvador
8.250%, 04/10/32		4,735		4,593
7.650%, 06/15/35		6,974		6,416

				11,009


Gabon — 0.2%
Gabonese Republic
8.200%, 12/12/17 (A)		2,100		2,055


Georgia — 0.4%
BG Finance for JSC Bank of Georgia
9.000%, 02/08/12		2,500		2,088
Republic of Georgia
7.500%, 04/15/13		2,250		2,109

				4,197


Ghana — 0.2%
Republic of Ghana
8.500%, 10/04/17 (A)		600		551
8.500%, 10/04/17		1,250		1,156

				1,707


India — 0.4%
Vedanta Resources
9.500%, 07/18/18 (A)		4,025		3,783


Indonesia — 7.1%
Majapahit Holding
8.000%, 08/07/19 (A)		1,765		1,785
7.875%, 06/29/37 (A)		415		378
7.750%, 10/17/16		200		201
7.750%, 10/17/16 (A)		1,200		1,203
7.250%, 10/17/11 (A)		885		907
Republic of Indonesia
11.625%, 03/04/19		900		1,217
11.625%, 03/04/19 (A)		9,560		12,906
10.375%, 05/04/14 (A)		300		359
8.500%, 10/12/35		4,812		5,414
7.750%, 01/17/38		650		669
7.750%, 01/17/38		20,870		21,496
7.500%, 01/15/16		3,740		4,014
7.250%, 04/20/15 (A)		350		374
7.250%, 04/20/15		3,190		3,407
6.875%, 01/17/18		6,435		6,628
6.750%, 03/10/14		2,950		3,100
6.750%, 03/10/14 (A)		1,400		1,463
6.625%, 02/17/37		2,600		2,405
6.625%, 02/17/37 (A)		225		209

				68,135


Iraq — 1.3%
Republic of Iraq
5.800%, 01/15/28		17,865		12,237


Ivory Coast — 0.0%
Republic of Ivory Coast
4.000%, 03/30/18 (C)*		7,000		368


Jamaica — 0.0%
Digicel Group
8.875%, 01/15/15 (A)		450		402


Kazakhstan — 2.8%
CenterCredit International
8.625%, 01/30/14		2,250		1,755
Citigroup Global Markets for Kazkommertsbank
8.700%, 10/07/09 (D)		2,000		960
Halyk Savings Bank of Kazakhstan
9.250%, 10/16/13		875		788
7.750%, 05/13/13		100		85
HSBK Europe
9.250%, 10/16/13 (A)		800		716
7.250%, 05/03/17		650		488
Kazkommerts International MTN
8.000%, 11/03/15		2,400		1,488
7.500%, 11/29/16		3,050		1,830
Kazkommerts International
8.500%, 04/16/13		850		552
7.875%, 04/07/14		500		312
6.875%, 02/13/17		600		482


2		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)
KazMunaiGaz Finance MTN
9.125%, 07/02/18		3,350	$	3,241
9.125%, 07/02/18 (A)		6,350		6,120
8.375%, 07/02/13 (A)		3,735		3,642
KazMunaiGaz Finance Sub BV MTN
11.750%, 01/23/15 (A)		3,660		3,957
8.375%, 07/02/13		350		342
Tengizchevroil Finance SARL
6.124%, 11/15/14		503		479

				27,237


Lebanon — 0.0%
Lebanese Republic Registered MTN
8.250%, 04/12/21		460		484


Malaysia — 2.2%
Petroliam Nasional
7.750%, 08/15/15		1,460		1,731
7.625%, 10/15/26		430		516
Petronas Capital
7.875%, 05/22/22		650		793
7.000%, 05/22/12		4,090		4,509
5.250%, 08/12/19		6,695		6,626
Petronas Capital Registered
7.875%, 05/22/22		5,665		6,874

				21,049


Mexico — 6.9%
C10 - EUR Capital SPV
6.277%, 06/30/10 (D)		1,800		1,524
Grupo Senda
10.500%, 10/03/15		1,840		975
Mexican Bonos
7.750%, 12/14/17	MXP	50,825		3,737
NII Capital
10.000%, 08/15/16		4,900		4,784
Oceanografia
11.250%, 07/15/15		686		364
Pemex Project Funding Master Trust MTN
6.625%, 06/15/35		400		364
5.750%, 03/01/18		1,165		1,130
5.750%, 03/01/18 (A)		505		490
Petroleos Mexicanos
8.000%, 05/03/19 (A)		465		523
United Mexican States
11.375%, 09/15/16		540		724
8.300%, 08/15/31		15,230		18,581
8.125%, 12/30/19 (F)		1,595		1,901
7.500%, 04/08/33		1,430		1,610
6.625%, 03/03/15		3,650		3,942
6.050%, 01/11/40		1,560		1,462
5.950%, 03/19/19 (F)		9,034		9,179
5.875%, 02/17/14		1,200		1,266
5.625%, 01/15/17 (F)		6,178		6,255
United Mexican States, Ser A MTN
6.750%, 09/27/34		7,493		7,774

				66,585


Nigeria — 0.2%
GTB Finance
8.500%, 01/29/12		1,000		914
UBS
0.00%, 09/04/17 (A) (D)		800		668

				1,582


Oman — 0.1%
Blue City Investments
13.750%, 11/07/13 (H)		2,750		550
4.264%, 11/10/09 (D)		500		225

				775


Pakistan — 0.8%
Pakistan Mobile Communications
8.625%, 11/13/13 (A)		330		270
Republic of Pakistan
7.125%, 03/31/16		5,110		4,312
6.875%, 06/01/17		3,970		3,176

				7,758


Panama — 2.7%
Republic of Panama
9.375%, 04/01/29		7,690		9,843
9.375%, 01/16/23		595		747
8.875%, 09/30/27 (F)		5,000		6,175
8.125%, 04/28/34		940		1,067
7.250%, 03/15/15		5,525		6,127
6.700%, 01/26/36		1,865		1,898

				25,857


Peru — 3.1%
Interoceanica IV Finance
3.922%, 11/30/25 (A) (E)		762		284
3.918%, 11/30/18 (A) (E)		370		218
Peru Enhanced Pass-Through Finance
6.949%, 06/02/25 (A) (E)		500		180
4.311%, 05/31/18 (A) (E)		1,367		1,008
4.049%, 05/31/18 (E)		856		631
Republic of Peru
8.750%, 11/21/33		1,530		1,886
8.375%, 05/03/16		2,425		2,837
7.350%, 07/21/25		13,970		15,227
7.125%, 03/30/19		2,210		2,431
6.550%, 03/14/37		4,585		4,562

				29,264


Philippines — 5.9%
National Power
9.625%, 05/15/28		1,100		1,221
Power Sector
7.250%, 05/27/19		1,260		1,298


3		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)	Market Value ($ Thousands)
Republic of Philippines
10.625%, 03/16/25	3,626	$	4,909
9.875%, 01/15/19	800		999
9.500%, 02/02/30	5,130		6,567
9.500%, 10/21/24	200		249
9.375%, 01/18/17	10,540		12,648
9.000%, 02/15/13	500		580
8.875%, 03/17/15	700		825
8.375%, 06/17/19	1,050		1,227
8.250%, 01/15/14	2,575		2,945
8.000%, 01/15/16	7,150		8,142
7.750%, 01/14/31	5,724		6,246
7.500%, 09/25/24	8,414		9,129

			56,985


Poland — 1.7%
Poland Government International Bond
6.375%, 07/15/19	15,250		16,361


Qatar — 0.3%
Qtel International Finance MTN
7.875%, 06/10/19	850		940
6.500%, 06/10/14 (A)	750		813
State of Qatar
9.750%, 06/15/30	535		738

			2,491


Russia — 10.3%
ABN Amro Bank
9.625%, 03/01/13	700		761
Alfa Dividend Payment Rights Finance MTN
2.529%, 09/15/09 (A) (D)	235		200
Alfa Invest MTN
9.250%, 06/24/13 (A)	1,200		1,170
Gaz Capital MTN
6.510%, 03/07/22	220		180
6.212%, 11/22/16	800		715
Gaz Capital for Gazprom Registered MTN
8.625%, 04/28/34	1,650		1,733
GPB Eurobond Finance for Gazprombank
6.500%, 09/23/15	800		708
Kazan Orgsintez
9.250%, 10/30/11 (C)*	330		162
Kuznetski (Bank of Moscow)
7.500%, 11/25/15 (D)	1,300		1,190
RSHB Capital MTN
7.175%, 05/16/13	250		249
RSHB Capital for Russian Agricultural Bank
9.000%, 06/11/14 (A)	1,500		1,594
7.750%, 05/29/18	850		820
Russian Federation Registered
12.750%, 06/24/28	7,670		11,437
7.500%, 03/31/30	62,376		63,935
Teorema Holding
11.000%, 10/27/09	2,000		300
TransCapital (Transneft)
8.700%, 08/07/18 (A)	1,065		1,118
7.700%, 08/07/13 (A)	150		156
UBS (Vimpelcom)
8.250%, 05/23/16	190		182
VIP Finance Ireland for Vimpel Communications
9.125%, 04/30/18 (A)	1,160		1,154
9.125%, 04/30/18	1,200		1,199
8.375%, 04/30/13 (A)	1,265		1,260
VTB Capital
6.875%, 05/29/18	5,800		5,575
6.609%, 10/31/12 (A)	3,500		3,408

			99,206


Singapore — 0.5%
Sea Production
4.700%, 02/14/12	8,800		4,840


South Africa — 1.5%
Edcon Proprietary
4.527%, 09/15/09 (D)	2,350		2,226
PE Paper Escrow GmbH
12.000%, 08/01/14	900		931
Republic of South Africa
8.500%, 06/23/17	815		954
6.875%, 05/27/19	2,995		3,216
6.500%, 06/02/14	3,755		4,055
5.875%, 05/30/22	2,845		2,848

			14,230


South Korea — 1.3%
Export-Import Bank of Korea
8.125%, 01/21/14	5,130		5,734
5.875%, 01/14/15	1,125		1,170
Korea Development Bank
8.000%, 01/23/14	2,900		3,223
Korea Hydro & Nuclear Power
6.250%, 06/17/14	1,100		1,161
POSCO
8.750%, 03/26/14 (A)	360		413
Republic of Korea
7.125%, 04/16/19	675		763

			12,464


Supra-National — 0.1%
Andina de Fomento
8.125%, 06/04/19	565		648


Thailand — 0.2%
True Move
10.750%, 12/16/13 (A)	850		782
10.375%, 08/01/14 (A)	850		773

			1,555


Trinidad & Tobago — 0.5%
Petro
9.750%, 08/14/19	653		709


4		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)
Petroleum of Trinidad & Tobago
6.000%, 05/08/22		3,975	$	3,568
6.000%, 05/08/22 (A)		900		808

				5,085


Tunisia — 0.2%
Banque Centrale de Tunisie
7.375%, 04/25/12		1,910		2,075


Turkey — 6.2%
Globus Capital Finance
8.500%, 03/05/12		700		532
Republic of Turkey
11.875%, 01/15/30		625		975
9.500%, 01/15/14		700		819
8.000%, 02/14/34		2,250		2,455
7.500%, 11/07/19		2,330		2,516
7.500%, 07/14/17		4,870		5,284
7.375%, 02/05/25		7,325		7,749
7.250%, 03/15/15		8,895		9,640
7.250%, 03/05/38		3,515		3,480
7.000%, 06/05/20		250		260
7.000%, 09/26/16		3,185		3,368
7.000%, 03/11/19		2,450		2,557
6.875%, 03/17/36		9,355		8,969
6.750%, 04/03/18		6,930		7,147
Turkey Government Bond
7.674%, 02/02/11 (E)		5,500		3,214

				58,965


Ukraine — 2.5%
Credit Suisse First Boston for City of Kiev
8.000%, 11/06/15		750		529
Credit Suisse First Boston International (Export/Import - Ukraine)
7.650%, 09/07/11		500		455
6.800%, 10/04/12		550		481
Credit Suisse International for JSC Bank for Social Development Ukrsotsbank
8.000%, 02/22/10		2,200		2,178
Government of Ukraine
6.385%, 06/26/12		1,300		1,183
Government of Ukraine Registered
7.650%, 06/11/13		3,340		3,073
6.875%, 03/04/11		400		379
6.875%, 03/04/11 (A)		3,825		3,615
6.750%, 11/14/17		800		656
6.580%, 11/21/16		7,410		6,076
MHP
10.250%, 11/30/11		1,850		1,666
Naftogaz Ukrainy
8.125%, 09/30/09		600		501
Springvale Holdings
9.181%, 09/07/09 (C)(D)(H)*		1,000		150
UK Private Bank
8.000%, 02/06/12 (A)		800		360
UK SPV Credit Finance for JSC Commercial Bank Privatbank
8.000%, 02/06/12		3,000		2,310
Ukraine Government International Bond
6.875%, 03/04/11		100		95

				23,707


United Arab Emirates — 2.1%
Dolphin Energy
5.888%, 06/15/19 (A)		450		447
Dubai Holding Commercial Operations MTN
4.750%, 01/30/14		1,850		2,083
Emirate of Abu Dhabi
6.750%, 04/08/19 (A)		1,420		1,564
Jafz Sukuk
4.169%, 11/27/12 (D)	AED	33,500		7,180
MDC-GMTN
7.625%, 05/06/19		800		861
Nakheel Development
3.173%, 12/14/09		8,050		7,466
Nakheel Development 2
2.750%, 01/16/11		1,350		945

				20,546


Uruguay — 3.1%
Republic of Uruguay
9.250%, 05/17/17		6,670		7,854
8.000%, 11/18/22		12,767		13,724
7.625%, 03/21/36		2,086		2,134
Republic of Uruguay PIK
7.875%, 01/15/33		5,420		5,670

				29,382


Venezuela — 5.8%
Government of Venezuela
13.625%, 08/15/18		905		839
9.375%, 01/13/34		2,820		1,918
9.250%, 09/15/27		2,125		1,557
9.250%, 05/07/28		9,850		6,796
9.000%, 05/07/23		8,795		6,200
8.500%, 10/08/14		2,495		2,096
7.650%, 04/21/25		7,130		4,242
7.000%, 03/31/38		200		106
6.000%, 12/09/20		2,400		1,342
5.750%, 02/26/16		3,600		2,466
1.505%, 10/22/09 (D)		25,825		23,372
Petroleos de Venezuela
5.375%, 04/12/27		4,605		2,003
5.250%, 04/12/17		4,265		2,346

				55,283


Vietnam — 0.2%
Socialist Republic of Vietnam
6.875%, 01/15/16		1,585		1,637


5		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


Description	Face Amount(1) (Thousands)		Market Value ($ Thousands)
Yemen — 0.1%
Pemberley SPV Finance 2008 Yemen MTN
11.500%, 02/19/14 (H)		1,100	$	638
0.000%, 02/25/20 (D)(H)		1,100		—

				638

Total Global Bonds (Cost $842,723)($ Thousands)				879,008


LOAN PARTICIPATIONS — 1.6%

Angola — 0.1%
Republic of Angola
3.472%,04/30/16 (G)(H)		1,300		1,409


Georgia — 0.0%
Ashmore Cayman SPC No. 2 Limited
0.000%, 04/16/14 (E)(G)(H)		221		119


Indonesia — 0.4%
Star Energy
19.000%, 01/13/10 (G) (H)		4,200		4,200


Nigeria — 0.3%
Oando
13.900%,03/02/10 (G)(H)	NGN	229,710		1,194
13.900%,02/23/10 (G)(H)	NGN	229,710		1,193

				2,387


Russia — 0.2%
Snegri Overseas (G)(H)
10.500%, 04/21/10		2,600		2,080


Singapore — 0.3%
Morton Bay Senior
6.598%,09/30/09 (G)(H)		3,054		3,054


Turkey — 0.3%
Cukurova, Ser B
9.170%,05/01/12 (G)(H)		3,439		2,579


Total Loan Participations (Cost $19,162) ($ Thousands)				15,828


DEPOSIT WITH COUNTERPARTY AS COLLATERAL FOR SWAP CONTRACTS — 0.6% (J)

United States — 0.6%
Deposits with Credit Suisse First Boston as Collateral for Swap Contract Outstanding		600		600
Deposits with Credit Suisse First Boston as Collateral for Swap Contract Outstanding		2,400		2,400
Deposits with Merrill Lynch as Collateral for Swap Contract Outstanding		1,000		1,000
Deposits with Merrill Lynch as Collateral for Swap Contract Outstanding	NGN	285,300		1,852


Total Deposit with Counterparty as Collateral for Swap Contracts (Cost $6,417) ($ Thousands)				5,852


CONVERTIBLE BONDS — 0.3%

India — 0.3%
FirstSource Solutions CV to 42,549.14 shares
5.941%, 12/04/12 (E)		2,300		2,062
Suzlon Energy CV to 22.630 shares
5.015%, 06/12/12		584		538


Total Convertible Bonds (Cost $2,404) ($ Thousands)				2,600


WARRANTS — 0.0%

Russia — 0.0%
Teorema Holding A, Expires 10/27/11*(H)		136		—
Teorema Holding B, Expires 10/27/11*(H)		272		—

Total Warrants (Cost $47) ($ Thousands)				—


AFFILIATED PARTNERSHIP — 0.9%

SEI Liquidity Fund, L.P., 0.440%**† (I)		8,802,498		8,548


Total Affiliated Partnership (Cost $8,802) ($ Thousands)				8,548


Total Investments — 95.1% (Cost $879,555)($ Thousands) ††			$	911,836


6		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009

A summary of outstanding swap agreements help by the Fund at August 31, 2009, is as follows:


Total Return Swaps

Counterparty	Reference Entity/Obligation	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)			Net Unrealized Depreciation ($Thousands)
Merrill Lynch	Solar Gardens Ltd. Term Loan Credit Facility‡	Cash Deposit Of Notional Amount	Price Return	12/30/09	NGN	285,300		$	(328	)

Merrill Lynch	Zaporozh Term Loan, 9.784%, 12/31/10	Cash Deposit Of Notional Amount	Price Return	12/31/10		1,000			(380	)

								$	(708	)


Credit Default Swaps

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Termination Date	Notional Amount (Thousands)			Net Unrealized Appreciation (Depreciation) ($Thousands)
Credit Suisse	Naftogaz Ukrainy, 8.125% 09/30/2009	SELL	5.20	12/20/11		(600	)	$	(289	)
Credit Suisse	Naftogaz Ukrainy, 8.125% 09/30/2009	SELL	5.75	12/20/09		(2,400	)		(296	)
Credit Suisse	Republic of Kazakhstan	SELL	14.25	02/20/10		(900	)		54

								$	(531	)

A summary of the open futures contracts held by the Fund at August 31, 2009, is as follows:


Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Appreciation ($ Thousands)
U.S. 5-Year Treasury Note	32	Dec-2009	$	27
U.S. Long Treasury Bond	38	Dec-2009		46

			$	73

A summary of the outstanding forward foreign currency contracts held by the Fund at August 31, 2009, is as follows:


Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
9/2/09	BRL	2,404	USD	1,270	$	(16	)
9/2/09-10/2/09	USD	32,232	BRL	61,150		390
9/8/09	USD	4,496	KRW	5,477,450		(109	)
9/8/09-9/14/09	USD	4,071	INR	198,457		(9	)
9/21/09	USD	2,956	RUB	95,242		31
9/21/09-10/21/09	USD	2,977	MXP	38,886		(70	)
9/23/09	TRY	588	USD	377		(13	)
9/23/09	USD	5,761	TRY	8,767		58
9/25/09-9/30/09	CHF	20,501	USD	19,314		(94	)
9/25/09-9/30/09	EUR	15,808	USD	22,582		(102	)

					$	66

Percentages are based on a Net Assets of $958,351 ($ Thousands)

*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of August 31, 2009.

†	Investment in Affiliated Security.

‡	This swap was fair valued on August 31, 2009.

(1)	In U.S. dollars unless otherwise indicated.

(A)

Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B)	Step Bonds - The rate reflected on the Schedule of Investments is the effective yield on August 31, 2009. The coupon on a step bond changes on a specified date.

(C)	Security in default on interest payments.

(D)	Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effect as of August 31, 2009. The date reported on the Schedule of Investments is the next reset date.

(E)	Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(F)	This security or a partial position of this security is on loan at August 31, 2009. The total value of securities on loan at August 31, 2009 was $8,450 ($ Thousands).

(G)	Securities considered illiquid. The total value of such securities as of August 31, 2009 was $15,828 ($ Thousands) and represents 1.7% of Net Assets.

(H)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of trustees. The total market value of such securities as of August 31, 2009 was $17,166 and represented 1.8% of Net Assets.

(I)	This security was purchased with cash collateral held from the securities on loan. The total value of such securities as of August 31, 2009 was $8,548 ($ Thousands).

(J)	Cash on loan to swap counterparty as collateral for outstanding swap contracts.

AED — United Arab Emirates Dirham

BRL — Brazilian Real

CHF — Swiss Franc

COP — Colombian Peso

CV — Convertible Security

EUR — Euro

INR — India Rupee

KRW — South Korean Won

L.P. — Limited Partnership

MTN — Medium Term Note

MXP — Mexican Peso

NGN — Nigerian Naira

PIK — Payment-in-Kind

RUB — Russian New Rouble

Ser — Series

TRY — New Turkish Lira

USD — U.S. Dollar

Amounts designated as “—” are $0 or have been rounded to $0.

††	At August 31, 2009, the tax basis cost of the Fund’s investments was $879,555 ($ Thousands), and the unrealized appreciation and depreciation were $67,959 ($ Thousands) and $(35,678)($ Thousands), respectively.

See end of Form N-Q Filing for FAS 157 disclosure.


7		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009

Credit Default Swaps

As of August 31, 2009, the Fund is the buyer (“receiving protection”) on a total notional amount of $0.0 million)1 and is the seller (“providing protection”) on a total notional amount of $3.9 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event were to occur. Those credit default swaps for which the Fund is providing protection at balance sheet date are summarized as follows:


WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS					CREDIT DEFAULT SWAP INDEX				Total
REFERENCE ASSET	Corporate Debt		Sovereign Debt			Asset Backed Securities		Corporate Debt		Total
Fair value written credit derivatives	$	—	$	(569,340	)	$	—	$	—	$	(569,340	)

Maximum potential amount of future payments		—		3,900,000			—		—		3,900,000

Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)¹		—		—			—		—		—

Collateral held by the Fund can obtain upon occurrence of triggering event		—		3,900,000			—		—		3,900,000


8		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Emerging Markets Debt Fund

August 31, 2009


MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM

	0-6 MONTHS	6-12 MONTHS	1-5 YEARS	5-10 YEARS	> 10 YEARS
*Current credit spread on underlying (in basis points)¹**

0-500	—	—	900,000	—	—

501-1,000	—	—	—	—	—

1,001-2,500	—	—	—	—	—

2,501-5,000	—	—	600,000	—	—

> than 5,000	—	—	2,400,000	—	—

Total	—	—	3,900,000	—	—

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.


9		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

SCHEDULE OF INVESTMENTS (Unaudited)

Real Return Plus Fund

August 31, 2009


Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 98.0%
U.S. Treasury Inflation-Protected Securities
3.500%, 01/15/11	$	5,607	$	5,820
2.375%, 04/15/11		14,022		14,355
3.375%, 01/15/12		20,964		22,097
2.000%, 04/15/12		35,312		36,117
3.000%, 07/15/12		37,312		38,950
0.625%, 04/15/13		20,379		20,060
1.875%, 07/15/13		49,935		50,793
2.000%, 01/15/14		41,468		42,246
2.000%, 07/15/14		19,294		19,686

				250,124

U.S. Treasury Note 2.625%, 07/31/14		13,775		13,939


Total U.S. Treasury Obligations (Cost $259,753) ($ Thousands)				264,063


Total Investments — 98.0% (Cost $259,753)($ Thousands) †			$	264,063

Percentages are based on a Net Assets of $269,496 ($ Thousands)

†	At August 31, 2009, the tax basis cost of the Fund’s investments was $259,753 ($ Thousands), and the unrealized appreciation and depreciation were $4,844 ($ Thousands) and $(534) ($ Thousands), respectively.

See end of Form N-Q Filing for FAS 157 disclosure.


1		SEI Institutional Investments Trust / Quarterly Holdings / August 31, 2009

The following is a summary of the inputs used as of August 31, 2009 valuing the Fund’s investments in accordance with FAS 157 carried at value ($ Thousands):

Large Cap Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	763,947	$	—	$	—	$	763,947
U.S. Treasury Obligation		—		5,198		—		5,198
Affiliated Partnership		—		76,799		—		76,799
Cash Equivalent		20,340		—		—		20,340

Total Investments in Securities	$	784,287	$	81,997	$	—	$	866,284


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	993	$	—	$	—	$	993

Total Other Financial Instruments	$	993	$	—	$	—	$	993


Large Cap Diversified Alpha Fund

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	285,709	$	—	$	—	$	285,709
U.S. Treasury Obligations		—		6,245		—		6,245
Cash Equivalent		8,332		—		—		8,332
Affiliated Partnership		41,890		—		—		41,890

Total Investments in Securities	$	335,931	$	6,245	$	—	$	342,176


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	4,263	$	—	$	—	$	4,263

Total Other Financial Instruments	$	4,263	$	—	$	—	$	4,263


Large Cap Disciplined Equity Fund

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	5,702,045	$	—	$	—	$	5,702,045
U.S. Treasury Obligations		—		128,987		—		128,987
Cash Equivalent		206,891		—		—		206,891
Affiliated Partnerships		694,758		1,131,701		—		1,826,459

Total Investments in Securities	$	6,603,694	$	1,260,688	$	—	$	7,864,382


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	80,180	$	—	$	—	$	80,180

Total Other Financial Instruments	$	80,180	$	—	$	—	$	80,180

Large Cap Index Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	447,996	$	—	$	—	$	447,996
U.S. Treasury Obligation		—		828		—		828
Cash Equivalent		7,945		—		—		7,945
Affiliated Partnership		—		77,029		—		77,029

Total Investments in Securities	$	532,970	$	77,857	$	—	$	533,798


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	660	$	—	$	—	$	660

Total Other Financial Instruments	$	660	$	—	$	—	$	660


Small Cap Fund

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,057,906	$	1,442	$	—	$	1,059,348
Convertible Bonds		—		6,878		752		7,630
Preferred Stock		—		1,931		—		1,931
Exchange Traded Funds		648		—		—		648
Warrants		2		159		—		161
Right		—		—		—		—
U.S. Treasury Obligation		—		4,068		—		4,068
Affiliated Partnership		—		166,123		—		166,123
Cash Equivalent		43,496		—		—		43,496

Total Investments in Securities	$	1,102,052	$	180,601	$	752	$	1,283,405


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	2,024	$	—	$	—	$	2,024

Total Other Financial Instruments	$	2,024	$	—	$	—	$	2,024


					Convertible Bonds
Beginning balance as of June 1, 2009					$	321
Accrued discounts/premiums						4
Realized gain/(loss)						—
Change in unrealized appreciation/(depreciation)						26
Net purchases/sales						401
Net transfer in and/or out of Level 3						—

Ending balance as of August 31, 2009					$	752

Small/Mid Cap Equity Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,923,826	$	1,154	$	—	$	1,924,980
Convertible Bonds		—		6,956		411		7,367
Exchange Traded Funds		3,087		—		—		3,087
Preferred Stock		—		1,860		—		1,860
Warrants		40		172		—		212
U.S. Treasury Obligations		—		6,468		—		6,468
Affiliated Partnership		—		271,476		—		271,476
Cash Equivalent		70,448		—		—		70,448

Total Investments in Securities	$	1,997,401	$	288,086	$	411	$	2,285,898


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	3,866	$	—	$	—	$	3,866

Total Other Financial Instruments	$	3,866	$	—	$	—	$	3,866


	Convertible Bonds
Beginning balance as of June 1, 2009	$	384
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		27
Net purchases/sales		—
Net transfer in and/or out of Level 3		—

Ending balance as of August 31, 2009	$	411

U.S. Managed Volatility Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	249,544	$	—	$	—	$	249,544
U.S. Treasury Obligation		—		1,200		—		1,200
Cash Equivalent		11,976		—		—		11,976

Total Investments in Securities	$	261,520	$	1,200	$	—	$	262,720


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	371	$	—	$	—	$	371

Total Other Financial Instruments	$	371	$	—	$	—	$	371

International Equity Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	552,636	$	132,202	$	—	$	684,838
Preferred Stock		3,833		—		—		3,833
Mortgage-Backed Securities		—		16,587		—		16,587
Asset-Backed Securities		—		7,617		—		7,617
Corporate Obligation		—		240		—		240
Rights		21		—		—		21
Warrants		—		15		—		15
U.S. Treasury Obligations		—		6,533		—		6,533
Affiliated Partnership		—		32,914		—		32,914
Cash Equivalent		12,813		—		—		12,813

Total Investments in Securities	$	569,303	$	196,908	$	—	$	765,411


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	2,115	$	—	$	—	$	2,115
Forwards		—		882		—		882
Credit Default Swaps		—		668		—		668
Total Return Swap		—		6,954		—		6,954

Total Other Financial Instruments	$	2,115	$	8,504	$	—	$	10,619

World Equity Ex-US Fund
Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,376,566	$	433,804	$	—	$	2,810,370
Preferred Stock		48,046		—		—		48,046
Mortgage-Backed Securities		—		44,575		—		44,575
Asset-Backed Securities		—		19,741		—		19,741
Corporate Obligation		—		267		—		267
Rights		71		—		—		71
Warrants		—		47		—		47
U.S. Treasury Obligations		—		16,709		—		16,709
Affiliated Partnership		—		150,563		—		150,563
Cash Equivalents		94,444		—		—		94,444

Total Investments in Securities	$	2,519,127	$	665,706	$	—	$	3,184,833


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures	$	12,376	$	—	$	—	$	12,376
Forwards		—		2.838		—		2,838
Credit Default Swaps		—		892		—		892
Total Return Swaps		—		6,063		—		6,063

Total Other Financial Instruments	$	12,376	$	9,793	$	—	$	22,169

Screened World Equity Ex-US Fund


Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	45,440		$	8,708	$	—	$	54,148
Preferred Stock		1,411			4		—		1,415
Rights		2			—		—		2
Warrant		—			1		—		1
U.S. Treasury Obligation		—			175		—		175
Cash Equivalent		8,779			—		—		8,779

Total Investments in Securities	$	55,632		$	8,888	$	—	$	64,520


Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures	$	100		$	—	$	—	$	100

Total Other Financial Instruments	$	100		$	—	$	—	$	100

Enhanced LIBOR Opportunities Fund
Investments in Securities	Level 1			Level 2		Level 3		Total
Corporate Obligations	$	—		$	16,111	$	—	$	16,111
Asset-Backed Securities		—			9,874		—		9,874
Mortgage-Backed Securities		—			9,271		—		9,271
U.S. Government Agency
Obligations		—			10,062		—		10,062
U.S. Treasury Obligation		—			2,358		—		2,358
EuroDollar		—			151		—		151
Loan Participations		—			46,550		—		46,550
Repurchase Agreement		—			2,000		—		2,000
Cash Equivalents		9,100			—		—		9,100
Affiliated Partnership		64,917			—		—		64,917

Total Investments in Securities	$	74,017		$	96,377	$	—	$	170,394


Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures	$	(36	)	$	—	$	—	$	(36	)
Forwards		—			—		—		—

Total Other Financial Instruments	$	(36	)	$	—	$	—	$	(36	)


	Common Stock
Beginning balance as of June 1, 2009	$	88
Accrued discounts/premiums		—
Realized gain/(loss)		22
Change in unrealized appreciation/(depreciation)		(88	)
Net purchases/sales		(22	)
Net transfer in and/or out of Level 3		—

Ending balance as of August 31, 2009	$	—

Core Fixed Income Fund


Investments in Securities	Level 1			Level 2			Level 3			Total
Mortgage-Backed Securities	$	—		$	2,624,931		$	14,146		$	2,639,077
Corporate Obligations		—			1,300,714			426			1,301,140
U.S. Treasury Obligations		—			568,022			—			568,022
Asset-Backed Securities		—			213,317			5,025			218,342
U.S. Government Agency
Obligations		—			52,840			—			52,840
Municipal Bond		—			2,299			—			2,299
Preferred Stock		—			521			—			521
Purchased Option		—			—			1			1
Commercial Paper		—			1,544			—			1,544
Affiliated Partnership		—			398,310			—			398,310
Cash Equivalents		271,246			—			—			271,246

Total Investments in Securities	$	271,246		$	5,162,498		$	19,598		$	5,453,342


Liabilities	Level 1			Level 2			Level 3			Total
Written Options	$	(839	)	$	—		$	(124	)	$	(963	)
Written Swaptions		—			(27	)		—			(27	)

Total Liabilities	$	(839	)	$	(27	)	$	(124	)	$	(990	)


Other Financial Instruments	Level 1			Level 2			Level 3			Total
Futures	$	2,044		$	—		$	—		$	2,044
Forwards		—			166			—			166
Credit Default Swaps		—			(19,187	)		—			(19,187	)
Interest Rate Swaps		—			(412	)		—			(412	)

Total Other Financial Instruments	$	2,044		$	(19,433	)	$	—		$	(17,389	)


	Asset Backed			Mortgage Backed		Corporate Obligations			Written Options			Purchased Options
Beginning balance as of June 1, 2009	$	6,790		$	6,163	$	438		$	—		$	(39	)
Accrued discounts/premiums		(401	)		—		14			—			—
Realized gain/(loss)		(1,764	)		—		—			—			139
Change in unrealized appreciation/(depreciation)		400			1,284		(26	)		(8	)		(191	)
Net purchases/sales		—			6,699		—			9			(33	)
Net transfer in and/or out of Level 3		—			—		—			—			—

Ending balance as of August 31, 2009	$	5,025		$	14,146	$	426			1			(124	)

High Yield Bond Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
Corporate Obligations	$	—	$	1,134,896	$	9,488	$	1,144,384
Collateralized Debt Obligation		—		8,643		42,813		51,456
Convertible Bonds		—		11,938		4		11,942
Preferred Stock		—		3,414		—		3,414
Global Bonds		—		2,953		—		2,953
Common Stock		1,570		—		33		1,603
Warrant		—		—		—		—
Loan Participations		—		111,147		20,171		131,318
Affiliated Partnership		—		200		—		200
Cash Equivalent		78,608		—		—		78,608

Total Investments in Securities	$	80,178	$	1,273,191	$	72,509	$	1,425,878


	Corporate Obligations			Collateralized Debt Obligations		Loan Participations		Convertible Bonds		Common Stock
Beginning balance as of June 1, 2009	$	3,528		$	18,579	$	4,212	$	4	$	—
Accrued discounts/premiums		34			280		43		—		—
Realized gain/(loss)		39			1,933		—		—		—
Change in unrealized appreciation/(depreciation)		(109	)		2,305		1,276		—		—
Net purchases/sales		5,996			19,716		14,640		—		33
Net transfer in and/or out of Level 3		—			—		—		—		—

Ending balance as of August 31, 2009	$	9,488		$	42,813	$	20,171	$	4	$	33

Long Duration Fund


Investments in Securities	Level 1		Level 2			Level 3		Total
Corporate Obligations	$	—	$	1,152,357		$	—	$	1,152,357
U.S. Treasury Obligations		—		388,622			—		388,622
U.S. Government Agency
Obligations		—		174,388			—		174,388
Mortgage-Backed Securities		—		22,468			—		22,468
Municipal Bonds		—		16,650			—		16,650
Asset-Backed Securities		—		16,608			—		16,608
Commercial Paper		—		16,088			—		16,088
Cash Equivalents		13,135		—			—		13,135

Total Investments in Securities	$	13,135	$	1,787,181		$	—	$	1,800,316


Other Financial Instruments	Level 1		Level 2			Level 3		Total
Futures	$	4,776	$	—		$	—	$	4,776
Credit Default Swaps		—		(663	)		—		(663	)

Total Other Financial Instruments	$	4,776	$	(663	)	$	—	$	4,113

Emerging Markets Debt Fund


Investments in Securities	Level 1		Level 2			Level 3			Total
Global Bonds	$	—	$	879,008		$	—		$	879,008
Convertible Bonds		—		2,600			—			2,600
Deposit with Counterparty as
Collateral for Swap Contracts		—		5,852			—			5,852
Warrants		—		—			—			—
Loan Participations		—		—			15,828			15,828
Affiliated Partnership		—		8,548			—			8,548

Total Investments in Securities	$	—	$	896,008		$	15,828		$	911,836


Other Financial Instruments	Level 1		Level 2			Level 3			Total
Futures	$	73	$	—		$	—		$	73
Forwards		—		66			—			66
Credit Default Swaps		—		(531	)		—			(531	)
Total Return Swaps		—		—			(708	)		(708	)

Total Other Financial Instruments	$	73	$	465		$	(708	)	$	(1,100	)


	Loan Participations
Beginning balance as of June 1, 2009	$	11,161
Accrued discounts/premiums		6
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		461
Net purchases/sales		4,200
Net transfer in and/or out of Level 3		—

Ending balance as of August 31, 2009	$	15,828


	Total Return Swaps
Beginning balance as of June 1, 2009	$	(975	)
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		267
Net purchases/sales		—
Net transfer in and/or out of Level 3		—

Ending balance as of August 31, 2009	$	(708	)

Real Return Plus Fund


Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	—	$	264,063	$	—	$	264,063

Total Investments in Securities	$	—	$	264,063	$	—	$	264,063

Item 2.

Controls and Procedures

(a) The certifying officers, whose certifications are included herewith, have evaluated the Registrant’s disclosure controls and procedures within 90 days of the filing date of this report. In their opinion, based on their evaluation, the Registrant’s disclosure controls and procedures are adequately designed, and are operating effectively to ensure, that information required to be disclosed by the Registrant in the reports it files or submits under the Securities Exchange Act of 1934 is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.

(b) There were no significant changes in the Registrant’s internal control over financial reporting that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 3.

Exhibits.

(a) A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are filed herewith.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.


(Registrant)				SEI Institutional Investments Trust

By (Signature and Title)				/s/ ROBERT A. NESHER
				Robert A. Nesher, President & CEO

Date: October 30, 2009

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


By (Signature and Title)				/s/ ROBERT A. NESHER
				Robert A. Nesher, President & CEO

Date: October 30, 2009

By (Signature and Title)*				/s/ STEPHEN F. PANNER
				Stephen F. Panner, Controller & CFO

Date: October 30, 2009